ANDREW W MELLON FOUNDATION: Form 990PF, tax year 2020
View the entire original 990 at ProPublica ↗
- Organization
- ANDREW W MELLON FOUNDATION (EIN 13-1879954)
- Tax period
- 2020-01-01 to 2020-12-31
- Filed
- 2021-11-11
- IRS object ID
- 202133159349102913
- Schema version
- 2020v4.1
- 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
- Accounting Fees Schedule
- Compensation Explanation
- Depreciation Schedule
- Employee Compensation Expln
- Expenditure Responsibility Stmt
- General Explanation Attachment
- Investments Corp Bonds Schedule
- Investments Corp Stock Schedule
- Investments Govt Obligations Sch
- Investments Other Schedule2
- Land Etc Schedule2
- Legal Fees Schedule
- Other Assets Schedule
- Other Decreases Schedule
- Other Expenses Schedule
- Other Income Schedule2
- Other Increases Schedule
- Other Liabilities Schedule
- Other Professional Fees Schedule
- Taxes Schedule
Return header ReturnHeader
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return | 2021-11-11T13:45:03-06:00 | ReturnTs |
| Tax Period End | 2020-12-31 | TaxPeriodEndDt |
Preparer Firm PreparerFirmGrp
Preparer Firm Name PreparerFirmName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | PricewaterhouseCoopers LLP | BusinessNameLine1Txt |
Preparer US Address PreparerUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 300 Madison Avenue | AddressLine1Txt |
| City | New York | CityNm |
| State Abbreviation | NY | StateAbbreviationCd |
| ZIP | 10017 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return Type | 990PF | ReturnTypeCd |
| Tax Period Begin | 2020-01-01 | TaxPeriodBeginDt |
Filer Filer
| Field | Value | IRS element (for citing) |
|---|---|---|
| EIN | 131879954 | EIN |
Business Name BusinessName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | THE ANDREW W MELLON FOUNDATION | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| In Care Of | % THOMAS SANDERS CFO | InCareOfNm |
| Business Name Control | ANDR | BusinessNameControlTxt |
| Phone | 2128388400 | PhoneNum |
US Address USAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 140 EAST 62ND STREET | AddressLine1Txt |
| City | NEW YORK | CityNm |
| State Abbreviation | NY | StateAbbreviationCd |
| ZIP | 10065 | ZIPCd |
Business Officer BusinessOfficerGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Person | MICHELE WARMAN | PersonNm |
| Person Title | EVP & COO | PersonTitleTxt |
| Phone | 2128388400 | PhoneNum |
| Signature | 2021-11-10 | SignatureDt |
| Discuss With Paid Preparer | Yes (true) | DiscussWithPaidPreparerInd |
Signing Officer SigningOfficerGrp
Person Full Name PersonFullName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Person First | MICHELE | PersonFirstNm |
| Person Last | WARMAN | PersonLastNm |
| Field | Value | IRS element (for citing) |
|---|---|---|
| SSN | 999009999 | SSN |
Preparer Person PreparerPersonGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Preparer Person | LAURA J PARELLO | PreparerPersonNm |
| PTIN | P01080295 | PTIN |
| Phone | 6464713000 | PhoneNum |
| Preparation | 2021-11-08 | PreparationDt |
Additional Filer Information AdditionalFilerInformation
Trusted Customer TrustedCustomerGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Trusted Customer | 2 | TrustedCustomerCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tax | 2020 | TaxYr |
| Build TS | 2022-09-23 18:48:47Z | BuildTS |
Form 990-PF IRS990PF
| Field | Value | IRS element (for citing) |
|---|---|---|
| Organization501c3 Exempt PF | Yes (X) | Organization501c3ExemptPFInd |
| FMV Assets EOY | $8,218,016,721 | FMVAssetsEOYAmt |
| Method Of Accounting Accrual | Yes (X) | MethodOfAccountingAccrualInd |
Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses
| Field | Value | IRS element (for citing) |
|---|---|---|
| Contri Rcvd Rev And Expnss | $0 | ContriRcvdRevAndExpnssAmt |
| Schedule B Not Required | Yes (X) | ScheduleBNotRequiredInd |
| Interest On Sav Rev And Expnss | $157,004 | InterestOnSavRevAndExpnssAmt |
| Interest On Sav Net Invst Incm | $157,004 | InterestOnSavNetInvstIncmAmt |
| Dividends Rev And Expnss | $18,803,860 | DividendsRevAndExpnssAmt |
| Dividends Net Invst Incm | $18,803,860 | DividendsNetInvstIncmAmt |
| Net Gain Sale Ast Rev And Expnss | $486,741,317 | NetGainSaleAstRevAndExpnssAmt |
| Gross Sales Price | $798,195,076 | GrossSalesPriceAmt |
| Cap Gain Net Incm Net Invst Incm | $313,391,306 | CapGainNetIncmNetInvstIncmAmt |
| Other Income Rev And Expnss | $187,962 | OtherIncomeRevAndExpnssAmt |
| Other Income Net Invst Incm | $110,349,187 | OtherIncomeNetInvstIncmAmt |
| Other Income Adj Net Incm | $0 | OtherIncomeAdjNetIncmAmt |
| Total Rev And Expnss | $505,890,143 | TotalRevAndExpnssAmt |
| Total Net Invst Incm | $442,701,357 | TotalNetInvstIncmAmt |
| Total Adj Net Incm | $0 | TotalAdjNetIncmAmt |
| Comp Ofcr Dir Trst Rev And Expnss | $4,326,164 | CompOfcrDirTrstRevAndExpnssAmt |
| Comp Ofcr Dir Trst Net Invst Incm | $2,321,545 | CompOfcrDirTrstNetInvstIncmAmt |
| Comp Ofcr Dir Trst Dsbrs Chrtbl | $2,004,619 | CompOfcrDirTrstDsbrsChrtblAmt |
| Oth Empl Slrs Wgs Rev And Expnss | $20,902,179 | OthEmplSlrsWgsRevAndExpnssAmt |
| Oth Empl Slrs Wgs Net Invst Incm | $7,129,860 | OthEmplSlrsWgsNetInvstIncmAmt |
| Oth Empl Slrs Wgs Dsbrs Chrtbl | $13,720,007 | OthEmplSlrsWgsDsbrsChrtblAmt |
| Pension Empl Bnft Rev And Expnss | $8,526,012 | PensionEmplBnftRevAndExpnssAmt |
| Pension Empl Bnft Net Invst Incm | $2,510,773 | PensionEmplBnftNetInvstIncmAmt |
| Pension Empl Bnft Dsbrs Chrtbl | $5,940,604 | PensionEmplBnftDsbrsChrtblAmt |
| Legal Fees Rev And Expnss | $955,497 | LegalFeesRevAndExpnssAmt |
| Legal Fees Net Invst Incm | $173,781 | LegalFeesNetInvstIncmAmt |
| Legal Fees Adj Net Incm | $0 | LegalFeesAdjNetIncmAmt |
| Legal Fees Dsbrs Chrtbl | $547,401 | LegalFeesDsbrsChrtblAmt |
| Accounting Fees Rev And Expnss | $726,923 | AccountingFeesRevAndExpnssAmt |
| Accounting Fees Net Invst Incm | $121,109 | AccountingFeesNetInvstIncmAmt |
| Accounting Fees Adj Net Incm | $0 | AccountingFeesAdjNetIncmAmt |
| Accounting Fees Chrtbl Prps | $727,556 | AccountingFeesChrtblPrpsAmt |
| Other Prof Fees Rev And Expnss | $9,747,726 | OtherProfFeesRevAndExpnssAmt |
| Other Prof Fees Net Invst Incm | $7,561,175 | OtherProfFeesNetInvstIncmAmt |
| Other Prof Fees Adj Net Incm | $0 | OtherProfFeesAdjNetIncmAmt |
| Other Prof Fees Dsbrs Chrtbl | $2,389,541 | OtherProfFeesDsbrsChrtblAmt |
| Interest Rev And Expnss | $3,141,183 | InterestRevAndExpnssAmt |
| Interest Net Invst Incm | $0 | InterestNetInvstIncmAmt |
| Interest Adj Net Incm | $0 | InterestAdjNetIncmAmt |
| Interest Dsbrs Chrtbl | $1,802,012 | InterestDsbrsChrtblAmt |
| Taxes Rev And Expnss | $6,749,642 | TaxesRevAndExpnssAmt |
| Taxes Net Invst Incm | $0 | TaxesNetInvstIncmAmt |
| Taxes Adj Net Incm | $0 | TaxesAdjNetIncmAmt |
| Taxes Dsbrs Chrtbl | $0 | TaxesDsbrsChrtblAmt |
| Deprec And Dpltn Rev And Expnss | $2,614,208 | DeprecAndDpltnRevAndExpnssAmt |
| Deprec And Dpltn Net Invst Incm | $528,414 | DeprecAndDpltnNetInvstIncmAmt |
| Occupancy Rev And Expnss | $1,011,829 | OccupancyRevAndExpnssAmt |
| Occupancy Net Invst Incm | $221,883 | OccupancyNetInvstIncmAmt |
| Occupancy Dsbrs Chrtbl | $1,432,865 | OccupancyDsbrsChrtblAmt |
| Trav Conf Meeting Rev And Expnss | $382,129 | TravConfMeetingRevAndExpnssAmt |
| Trav Conf Meeting Net Invst Incm | $59,590 | TravConfMeetingNetInvstIncmAmt |
| Trav Conf Meeting Dsbrs Chrtbl | $378,337 | TravConfMeetingDsbrsChrtblAmt |
| Printing And Pub Rev And Expnss | $277,280 | PrintingAndPubRevAndExpnssAmt |
| Printing And Pub Net Invst Incm | $22,382 | PrintingAndPubNetInvstIncmAmt |
| Printing And Pub Dsbrs Chrtbl | $262,744 | PrintingAndPubDsbrsChrtblAmt |
| Other Expenses Rev And Expnss | $5,907,646 | OtherExpensesRevAndExpnssAmt |
| Other Expenses Net Invst Incm | $996,767 | OtherExpensesNetInvstIncmAmt |
| Other Expenses Adj Net Incm | $0 | OtherExpensesAdjNetIncmAmt |
| Other Expenses Dsbrs Chrtbl | $6,313,250 | OtherExpensesDsbrsChrtblAmt |
| Tot Opr Expenses Rev And Expnss | $65,268,418 | TotOprExpensesRevAndExpnssAmt |
| Tot Opr Expenses Net Invst Incm | $21,647,279 | TotOprExpensesNetInvstIncmAmt |
| Tot Opr Expenses Adj Net Incm | $0 | TotOprExpensesAdjNetIncmAmt |
| Tot Opr Expenses Dsbrs Chrtbl | $35,518,936 | TotOprExpensesDsbrsChrtblAmt |
| Contri Paid Rev And Expnss | $462,679,253 | ContriPaidRevAndExpnssAmt |
| Contri Paid Dsbrs Chrtbl | $420,905,486 | ContriPaidDsbrsChrtblAmt |
| Total Expenses Rev And Expnss | $527,947,671 | TotalExpensesRevAndExpnssAmt |
| Total Expenses Net Invst Incm | $21,647,279 | TotalExpensesNetInvstIncmAmt |
| Total Expenses Adj Net Incm | $0 | TotalExpensesAdjNetIncmAmt |
| Total Expenses Dsbrs Chrtbl | $456,424,422 | TotalExpensesDsbrsChrtblAmt |
| Excess Revenue Over Expenses | -$22,057,528 | ExcessRevenueOverExpensesAmt |
| Net Investment Income | $421,054,078 | NetInvestmentIncomeAmt |
| Adjusted Net Income | $0 | AdjustedNetIncomeAmt |
Form990 PF Balance Sheets Form990PFBalanceSheetsGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Cash BOY | $8,999,836 | CashBOYAmt |
| Cash EOY | $4,470,322 | CashEOYAmt |
| Cash EOYFMV | $4,470,322 | CashEOYFMVAmt |
| Sav And Temp Cash Invst BOY | $443,973,289 | SavAndTempCashInvstBOYAmt |
| Sav And Temp Cash Invst EOY | $581,013,055 | SavAndTempCashInvstEOYAmt |
| Sav And Temp Cash Invst EOYFMV | $581,013,055 | SavAndTempCashInvstEOYFMVAmt |
| Acct Rcvbl | $272,264,966 | AcctRcvblAmt |
| Acct Rcvbl BOY | $160,515,119 | AcctRcvblBOYAmt |
| Acct Rcvbl EOY | $272,264,966 | AcctRcvblEOYAmt |
| Acct Rcvbl EOYFMV | $272,264,966 | AcctRcvblEOYFMVAmt |
| US Government Obligations BOY | $278,429,774 | USGovernmentObligationsBOYAmt |
| US Government Obligations EOY | $342,566,587 | USGovernmentObligationsEOYAmt |
| US Govt Obligations EOYFMV | $342,566,587 | USGovtObligationsEOYFMVAmt |
| Corporate Stock BOY | $259,757,763 | CorporateStockBOYAmt |
| Corporate Stock EOY | $110,777,362 | CorporateStockEOYAmt |
| Corporate Stock EOYFMV | $110,777,362 | CorporateStockEOYFMVAmt |
| Corporate Bonds BOY | $164,159,283 | CorporateBondsBOYAmt |
| Corporate Bonds EOY | $268,676,293 | CorporateBondsEOYAmt |
| Corporate Bonds EOYFMV | $268,676,293 | CorporateBondsEOYFMVAmt |
| Other Investments BOY | $5,642,075,462 | OtherInvestmentsBOYAmt |
| Other Investments EOY | $6,592,430,488 | OtherInvestmentsEOYAmt |
| Other Investments EOYFMV | $6,592,430,488 | OtherInvestmentsEOYFMVAmt |
| Land Bldg Equip Cost Or Other Bss | $76,676,315 | LandBldgEquipCostOrOtherBssAmt |
| Land Bldg Equip Accum Deprec | $44,644,818 | LandBldgEquipAccumDeprecAmt |
| Land BOY | $25,379,687 | LandBOYAmt |
| Land EOY | $32,031,497 | LandEOYAmt |
| Land EOYFMV | $32,031,497 | LandEOYFMVAmt |
| Other Assets BOY | $10,407,711 | OtherAssetsBOYAmt |
| Other Assets EOY | $13,786,151 | OtherAssetsEOYAmt |
| Other Assets EOYFMV | $13,786,151 | OtherAssetsEOYFMVAmt |
| Total Assets BOY | $6,993,697,924 | TotalAssetsBOYAmt |
| Total Assets EOY | $8,218,016,721 | TotalAssetsEOYAmt |
| Total Assets EOYFMV | $8,218,016,721 | TotalAssetsEOYFMVAmt |
| Accounts Payable BOY | $32,080,519 | AccountsPayableBOYAmt |
| Accounts Payable EOY | $43,507,149 | AccountsPayableEOYAmt |
| Grants Payable BOY | $98,554,437 | GrantsPayableBOYAmt |
| Grants Payable EOY | $143,874,501 | GrantsPayableEOYAmt |
| Other Liabilities BOY | $44,350,000 | OtherLiabilitiesBOYAmt |
| Other Liabilities EOY | $344,350,000 | OtherLiabilitiesEOYAmt |
| Total Liabilities BOY | $174,984,956 | TotalLiabilitiesBOYAmt |
| Total Liabilities EOY | $531,731,650 | TotalLiabilitiesEOYAmt |
| Organization Follows FASB117 | Yes (X) | OrganizationFollowsFASB117Ind |
| No Donor Rstr Net Assests BOY | $6,818,712,968 | NoDonorRstrNetAssestsBOYAmt |
| No Donor Rstr Net Assests EOY | $7,686,285,071 | NoDonorRstrNetAssestsEOYAmt |
| Tot Net Ast Or Fund Balances BOY | $6,818,712,968 | TotNetAstOrFundBalancesBOYAmt |
| Tot Net Ast Or Fund Balances EOY | $7,686,285,071 | TotNetAstOrFundBalancesEOYAmt |
| Total Liabilities Net Ast BOY | $6,993,697,924 | TotalLiabilitiesNetAstBOYAmt |
| Total Liabilities Net Ast EOY | $8,218,016,721 | TotalLiabilitiesNetAstEOYAmt |
Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tot Net Ast Or Fund Balances BOY | $6,818,712,968 | TotNetAstOrFundBalancesBOYAmt |
| Excess Revenue Over Expenses | -$22,057,528 | ExcessRevenueOverExpensesAmt |
| Other Increases | $909,791,046 | OtherIncreasesAmt |
| Subtotal | $7,706,446,486 | SubtotalAmt |
| Other Decreases | $20,161,415 | OtherDecreasesAmt |
| Tot Net Ast Or Fund Balances EOY | $7,686,285,071 | TotNetAstOrFundBalancesEOYAmt |
Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail
Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (6506 entries)
| PropertyPropertyDesc | How AcquiredHowAcquiredCd | AcquiredAcquiredDt | SoldSoldDt | Gross Sales PriceGrossSalesPriceAmt | Cost Or Other BasisCostOrOtherBasisAmt | Gain Or LossGainOrLossAmt | Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt |
|---|---|---|---|---|---|---|---|
| 1LIFE HEALTHCARE | P | 2007-07-02 | 2020-09-01 | $1,431,181 | $27,241 | $1,403,940 | $1,403,940 |
| 1LIFE HEALTHCARE | P | 2007-07-02 | 2020-09-02 | $723,861 | $13,621 | $710,240 | $710,240 |
| 1LIFE HEALTHCARE | P | 2007-07-02 | 2020-12-08 | $792,650 | $12,173 | $780,476 | $780,476 |
| 1LIFE HEALTHCARE | P | 2007-07-02 | 2020-12-09 | $807,309 | $12,173 | $795,135 | $795,135 |
| 1LIFE HEALTHCARE | P | 2007-07-02 | 2020-12-11 | $171,542 | $2,521 | $169,021 | $169,021 |
| 1LIFE HEALTHCARE | P | 2007-07-02 | 2020-12-14 | $96,789 | $1,425 | $95,364 | $95,364 |
| 1LIFE HEALTHCARE | P | 2007-07-02 | 2020-12-17 | $457,779 | $6,669 | $451,110 | $451,110 |
| 1LIFE HEALTHCARE | P | 2008-11-06 | 2020-12-17 | $107,011 | $2,516 | $104,495 | $104,495 |
| 1LIFE HEALTHCARE | P | 2008-11-06 | 2020-12-17 | $845,780 | $19,648 | $826,132 | $826,132 |
| 1LIFE HEALTHCARE INC COM | P | 2007-07-02 | 2020-10-20 | $744,423 | $13,621 | $730,802 | $730,802 |
| 3D SYS CORP DEL COM NEW STK | P | 2020-01-02 | 2020-03-02 | $7,811 | $0 | $7,811 | $7,811 |
| 5TH 3RD BK CIN OH 2.875% DUE 10-01-2021 | P | 2015-05-19 | 2020-01-08 | $203,068 | $200,355 | $2,713 | $2,713 |
| ABBVIE INC 2.3% DUE 05-14-2021 | P | 2016-05-09 | 2020-01-13 | $313,198 | $311,850 | $1,349 | $1,349 |
| ABBVIE INC 4.25% DUE 11-14-2028 | P | 2019-07-12 | 2020-01-13 | $88,587 | $85,262 | $3,325 | $3,325 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-03-05 | 2020-11-20 | $413,055 | $501,903 | -$88,847 | -$88,847 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-03-06 | 2020-11-20 | $417,127 | $505,718 | -$88,591 | -$88,591 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-03-09 | 2020-11-20 | $391,789 | $451,178 | -$59,389 | -$59,389 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-18 | 2020-11-20 | $75,100 | $70,808 | $4,293 | $4,293 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-19 | 2020-11-20 | $223,903 | $216,018 | $7,885 | $7,885 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-22 | 2020-11-20 | $182,614 | $180,662 | $1,952 | $1,952 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-23 | 2020-11-20 | $91,308 | $92,330 | -$1,022 | -$1,022 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-24 | 2020-11-20 | $114,000 | $109,115 | $4,884 | $4,884 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-25 | 2020-11-20 | $185,405 | $181,490 | $3,915 | $3,915 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-26 | 2020-11-20 | $92,704 | $88,936 | $3,768 | $3,768 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-06-29 | 2020-11-20 | $37,081 | $35,915 | $1,167 | $1,167 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-07 | 2020-11-20 | $221,039 | $220,267 | $772 | $772 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-08 | 2020-11-20 | $128,842 | $130,776 | -$1,934 | -$1,934 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-09 | 2020-11-20 | $78,404 | $79,940 | -$1,537 | -$1,537 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-10 | 2020-11-20 | $112,348 | $115,651 | -$3,303 | -$3,303 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-13 | 2020-11-20 | $257,684 | $255,271 | $2,414 | $2,414 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-14 | 2020-11-20 | $184,061 | $174,012 | $10,049 | $10,049 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-15 | 2020-11-20 | $143,848 | $141,524 | $2,324 | $2,324 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-07-16 | 2020-11-20 | $124,266 | $121,638 | $2,628 | $2,628 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-03-04 | 2020-08-14 | $336,040 | $457,674 | -$121,634 | -$121,634 |
| ADR AMBEV SA SPONSORED ADR | P | 2020-03-05 | 2020-08-14 | $15,366 | $20,661 | -$5,295 | -$5,295 |
| ADR BURNING ROCK | P | 2015-08-14 | 2020-12-23 | $17,214 | $838 | $16,376 | $16,376 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-04 | 2020-11-20 | $29,214 | $30,988 | -$1,774 | -$1,774 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-05 | 2020-11-20 | $59,608 | $66,382 | -$6,774 | -$6,774 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-06 | 2020-11-20 | $66,345 | $76,407 | -$10,062 | -$10,062 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-07 | 2020-11-20 | $34,357 | $38,122 | -$3,765 | -$3,765 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-10 | 2020-11-20 | $10,805 | $12,155 | -$1,350 | -$1,350 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-11 | 2020-11-20 | $45,567 | $49,014 | -$3,447 | -$3,447 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-12 | 2020-11-20 | $39,303 | $42,691 | -$3,388 | -$3,388 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-13 | 2020-11-20 | $14,122 | $15,991 | -$1,870 | -$1,870 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-14 | 2020-11-20 | $17,173 | $19,321 | -$2,149 | -$2,149 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-17 | 2020-11-20 | $20,050 | $23,695 | -$3,645 | -$3,645 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-18 | 2020-11-20 | $32,312 | $38,385 | -$6,073 | -$6,073 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-19 | 2020-11-20 | $26,036 | $29,976 | -$3,939 | -$3,939 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-20 | 2020-11-20 | $12,388 | $14,545 | -$2,157 | -$2,157 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-21 | 2020-11-20 | $14,330 | $16,677 | -$2,348 | -$2,348 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-24 | 2020-11-20 | $22,882 | $26,371 | -$3,490 | -$3,490 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-25 | 2020-11-20 | $1,664 | $1,863 | -$199 | -$199 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-26 | 2020-11-20 | $9,696 | $11,294 | -$1,599 | -$1,599 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-27 | 2020-11-20 | $34,242 | $39,292 | -$5,050 | -$5,050 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-28 | 2020-11-20 | $12,966 | $15,520 | -$2,554 | -$2,554 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-08-31 | 2020-11-20 | $22,304 | $27,191 | -$4,887 | -$4,887 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-01 | 2020-11-20 | $25,632 | $31,516 | -$5,884 | -$5,884 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-02 | 2020-11-20 | $27,192 | $32,582 | -$5,389 | -$5,389 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-03 | 2020-11-20 | $25,921 | $30,794 | -$4,873 | -$4,873 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-04 | 2020-11-20 | $59,816 | $69,651 | -$9,836 | -$9,836 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-08 | 2020-11-20 | $84,985 | $94,583 | -$9,597 | -$9,597 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-09 | 2020-11-20 | $1,988 | $2,235 | -$247 | -$247 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-10 | 2020-11-20 | $26,048 | $29,321 | -$3,273 | -$3,273 |
| ADR COMPANIA DE MINAS BUENAVENTURA | P | 2020-09-11 | 2020-11-20 | $53,067 | $58,144 | -$5,077 | -$5,077 |
| ADR DOUYU | P | 2018-05-15 | 2020-12-30 | $173,661 | $101,052 | $72,608 | $72,608 |
| ADR DOUYU | P | 2018-05-15 | 2020-12-30 | $195,964 | $114,031 | $81,933 | $81,933 |
| ADR ITAU UNIBANCO HLDG | P | 2007-09-05 | 2020-11-20 | $3,335 | $8,109 | -$4,775 | -$4,775 |
| ADR ITAU UNIBANCO HLDG | P | 2009-08-31 | 2020-11-20 | $150,446 | $0 | $150,446 | $150,446 |
| ADR ITAU UNIBANCO HLDG | P | 2011-12-09 | 2020-11-20 | $332,792 | $798,855 | -$466,063 | -$466,063 |
| ADR ITAU UNIBANCO HLDG | P | 2013-05-21 | 2020-11-20 | $198,769 | $0 | $198,769 | $198,769 |
| ADR ITAU UNIBANCO HLDG | P | 2014-04-30 | 2020-11-20 | $203,857 | $419,482 | -$215,625 | -$215,625 |
| ADR ITAU UNIBANCO HLDG | P | 2014-06-06 | 2020-11-20 | $239,031 | $0 | $239,031 | $239,031 |
| ADR ITAU UNIBANCO HLDG | P | 2014-11-03 | 2020-11-20 | $148,674 | $270,837 | -$122,163 | -$122,163 |
| ADR ITAU UNIBANCO HLDG | P | 2015-07-14 | 2020-11-20 | $277,802 | $0 | $277,802 | $277,802 |
| ADR ITAU UNIBANCO HLDG | P | 2015-10-13 | 2020-11-20 | $43,421 | $39,141 | $4,280 | $4,280 |
| ADR ITAU UNIBANCO HLDG | P | 2016-02-01 | 2020-11-20 | $257,919 | $203,676 | $54,242 | $54,242 |
| ADR ITAU UNIBANCO HLDG | P | 2016-10-18 | 2020-11-20 | $269,812 | $0 | $269,812 | $269,812 |
| ADR ITAU UNIBANCO HLDG | P | 2018-06-25 | 2020-11-20 | $39,095 | $51,388 | -$12,293 | -$12,293 |
| ADR ITAU UNIBANCO HLDG | P | 2019-09-09 | 2020-11-20 | $37,123 | $61,691 | -$24,568 | -$24,568 |
| ADR ITAU UNIBANCO HLDG | P | 2020-06-24 | 2020-11-20 | $226,638 | $209,698 | $16,940 | $16,940 |
| ADR ITAU UNIBANCO HLDG | P | 2020-06-25 | 2020-11-20 | $63,435 | $57,992 | $5,443 | $5,443 |
| ADR ITAU UNIBANCO HLDG | P | 2020-06-26 | 2020-11-20 | $114,189 | $101,977 | $12,211 | $12,211 |
| ADR ITAU UNIBANCO HLDG | P | 2020-06-29 | 2020-11-20 | $11,001 | $10,005 | $996 | $996 |
| ADR ITAU UNIBANCO HLDG | P | 2020-06-30 | 2020-11-20 | $12,274 | $10,945 | $1,329 | $1,329 |
| ADR ITAU UNIBANCO HLDG | P | 2020-07-07 | 2020-11-20 | $30,697 | $29,543 | $1,154 | $1,154 |
| ADR ITAU UNIBANCO HLDG | P | 2020-07-16 | 2020-11-20 | $98,676 | $94,172 | $4,504 | $4,504 |
| ADR ITAU UNIBANCO HLDG | P | 2007-09-05 | 2020-08-14 | $266,594 | $750,914 | -$484,320 | -$484,320 |
| ADR JIANPU | P | 2012-03-21 | 2020-02-26 | $9,114 | $1,890 | $7,223 | $7,223 |
| ADR JIANPU | P | 2012-03-21 | 2020-02-27 | $15,193 | $3,153 | $12,040 | $12,040 |
| ADR TENARIS S A SPONSORED ADR | P | 2010-12-14 | 2020-08-14 | $23,239 | $89,887 | -$66,648 | -$66,648 |
| ADR TENARIS S A SPONSORED ADR | P | 2010-12-15 | 2020-08-14 | $77,431 | $296,610 | -$219,180 | -$219,180 |
| ADR TENARIS S A SPONSORED ADR | P | 2010-12-16 | 2020-08-14 | $29,946 | $115,471 | -$85,525 | -$85,525 |
| ADR TENARIS S A SPONSORED ADR | P | 2010-12-16 | 2020-11-20 | $63,034 | $198,765 | -$135,731 | -$135,731 |
| ADR TENARIS S A SPONSORED ADR | P | 2010-12-17 | 2020-11-20 | $78,889 | $251,582 | -$172,693 | -$172,693 |
| ADR TENARIS S A SPONSORED ADR | P | 2010-12-20 | 2020-11-20 | $48,692 | $159,394 | -$110,702 | -$110,702 |
| ADR TENARIS S A SPONSORED ADR | P | 2011-09-30 | 2020-11-20 | $31,191 | $53,804 | -$22,613 | -$22,613 |
| ADR TENARIS S A SPONSORED ADR | P | 2011-10-03 | 2020-11-20 | $70,286 | $117,440 | -$47,154 | -$47,154 |
| ADR TENARIS S A SPONSORED ADR | P | 2011-12-09 | 2020-11-20 | $201,381 | $501,912 | -$300,531 | -$300,531 |
| ADR TENARIS S A SPONSORED ADR | P | 2014-04-30 | 2020-11-20 | $112,066 | $335,220 | -$223,154 | -$223,154 |
| ADR TENARIS S A SPONSORED ADR | P | 2014-11-03 | 2020-11-20 | $74,306 | $195,964 | -$121,658 | -$121,658 |
| ADR TENARIS S A SPONSORED ADR | P | 2015-10-13 | 2020-11-20 | $19,726 | $37,093 | -$17,368 | -$17,368 |
| ADR TENARIS S A SPONSORED ADR | P | 2016-02-01 | 2020-11-20 | $134,981 | $185,363 | -$50,382 | -$50,382 |
| ADR TENARIS S A SPONSORED ADR | P | 2016-09-15 | 2020-11-20 | $70,627 | $126,752 | -$56,125 | -$56,125 |
| ADR TENARIS S A SPONSORED ADR | P | 2016-09-16 | 2020-11-20 | $65,392 | $116,059 | -$50,667 | -$50,667 |
| ADR TENARIS S A SPONSORED ADR | P | 2019-09-09 | 2020-11-20 | $16,952 | $25,721 | -$8,769 | -$8,769 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-06-24 | 2020-11-20 | $68,922 | $60,788 | $8,134 | $8,134 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-06-25 | 2020-11-20 | $61,551 | $54,568 | $6,982 | $6,982 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-06-26 | 2020-11-20 | $44,524 | $38,753 | $5,771 | $5,771 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-06-29 | 2020-11-20 | $42,270 | $37,155 | $5,115 | $5,115 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-07-07 | 2020-11-20 | $73,831 | $65,215 | $8,616 | $8,616 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-07-08 | 2020-11-20 | $35,581 | $31,146 | $4,435 | $4,435 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-07-09 | 2020-11-20 | $61,951 | $52,137 | $9,814 | $9,814 |
| ADR TENARIS S A SPONSORED ADR | P | 2020-07-16 | 2020-11-20 | $51,035 | $45,568 | $5,467 | $5,467 |
| ADR ZAI LAB | P | 2014-03-17 | 2020-01-23 | $54,134 | $1,045 | $53,089 | $53,089 |
| ADR ZAI LAB | P | 2015-04-30 | 2020-01-23 | $2,187 | $89 | $2,098 | $2,098 |
| ADR ZAI LAB | P | 2015-04-30 | 2020-01-23 | $57,382 | $2,286 | $55,095 | $55,095 |
| ADR ZAI LAB | P | 2015-04-30 | 2020-02-06 | $114,413 | $4,571 | $109,842 | $109,842 |
| AERCAP IRELAND CAP 3.5% 01-15-2025 | P | 2017-11-16 | 2020-11-02 | $147,600 | $149,160 | -$1,560 | -$1,560 |
| AERCAP IRELAND CAP 3.5% 01-15-2025 | P | 2017-11-16 | 2020-11-05 | $147,519 | $149,160 | -$1,641 | -$1,641 |
| AERCAP IRELAND CAP 6.5% 07-15-2025 | P | 2020-06-03 | 2020-11-02 | $165,000 | $148,503 | $16,497 | $16,497 |
| AIR LEASE CORP 2.125% DUE 01-15-2020 | P | 2016-09-26 | 2020-01-15 | $136,000 | $136,000 | $0 | $0 |
| AIR LEASE CORP 3.375% DUE 07-01-2025 REG | P | 2020-06-17 | 2020-10-30 | $104,264 | $101,026 | $3,238 | $3,238 |
| AIR LEASE CORP 3.375% DUE 07-01-2025 REG | P | 2020-06-17 | 2020-11-05 | $20,462 | $19,810 | $653 | $653 |
| AIRCASTLE LTD 4.4% DUE 09-25-2023 | P | 2018-09-20 | 2020-01-31 | $3,214 | $2,996 | $217 | $217 |
| AIRCASTLE LTD 4.4% DUE 09-25-2023 | P | 2018-09-20 | 2020-01-27 | $44,909 | $41,947 | $2,962 | $2,962 |
| AIRCASTLE LTD 4.4% DUE 09-25-2023 | P | 2018-09-20 | 2020-02-06 | $21,357 | $19,975 | $1,382 | $1,382 |
| AIRCASTLE LTD 4.4% DUE 09-25-2023 | P | 2018-09-20 | 2020-02-05 | $9,622 | $8,989 | $634 | $634 |
| AIRCASTLE LTD 4.4% DUE 09-25-2023 | P | 2018-09-20 | 2020-01-29 | $59,923 | $55,929 | $3,994 | $3,994 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-10 | 2020-08-14 | $4,251 | $12,726 | -$8,475 | -$8,475 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-11 | 2020-08-14 | $24,435 | $72,728 | -$48,293 | -$48,293 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-12 | 2020-08-14 | $20,965 | $65,725 | -$44,761 | -$44,761 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-13 | 2020-08-14 | $25,637 | $80,980 | -$55,343 | -$55,343 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-17 | 2020-08-14 | $15,002 | $46,486 | -$31,485 | -$31,485 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-18 | 2020-08-14 | $21,002 | $65,096 | -$44,094 | -$44,094 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-19 | 2020-08-14 | $24,002 | $76,822 | -$52,820 | -$52,820 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-20 | 2020-08-14 | $25,721 | $83,793 | -$58,072 | -$58,072 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-20 | 2020-11-20 | $30,808 | $84,623 | -$53,816 | -$53,816 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-23 | 2020-11-20 | $31,075 | $87,031 | -$55,956 | -$55,956 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-24 | 2020-11-20 | $42,701 | $118,641 | -$75,940 | -$75,940 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-26 | 2020-11-20 | $15,751 | $42,858 | -$27,107 | -$27,107 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-27 | 2020-11-20 | $23,004 | $62,157 | -$39,153 | -$39,153 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-30 | 2020-11-20 | $28,033 | $75,645 | -$47,612 | -$47,612 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-03-31 | 2020-11-20 | $21,566 | $57,068 | -$35,502 | -$35,502 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-04-01 | 2020-11-20 | $15,165 | $40,124 | -$24,959 | -$24,959 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-04-07 | 2020-11-20 | $18,544 | $53,936 | -$35,392 | -$35,392 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-04 | 2020-11-20 | $19,610 | $52,422 | -$32,813 | -$32,813 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-05 | 2020-11-20 | $14,525 | $39,072 | -$24,547 | -$24,547 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-08 | 2020-11-20 | $13,595 | $36,127 | -$22,533 | -$22,533 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-09 | 2020-11-20 | $23,591 | $62,540 | -$38,949 | -$38,949 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-10 | 2020-11-20 | $24,380 | $64,174 | -$39,795 | -$39,795 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-11 | 2020-11-20 | $26,872 | $70,618 | -$43,745 | -$43,745 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-12 | 2020-11-20 | $11,620 | $30,385 | -$18,765 | -$18,765 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-15 | 2020-11-20 | $15,978 | $41,270 | -$25,292 | -$25,292 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-16 | 2020-11-20 | $21,578 | $55,931 | -$34,353 | -$34,353 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-17 | 2020-11-20 | $20,336 | $52,911 | -$32,575 | -$32,575 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-18 | 2020-11-20 | $20,336 | $53,267 | -$32,932 | -$32,932 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-19 | 2020-11-20 | $20,997 | $55,535 | -$34,538 | -$34,538 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-22 | 2020-11-20 | $17,431 | $46,242 | -$28,811 | -$28,811 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-23 | 2020-11-20 | $15,674 | $42,195 | -$26,521 | -$26,521 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-24 | 2020-11-20 | $11,758 | $31,219 | -$19,461 | -$19,461 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-25 | 2020-11-20 | $18,372 | $48,502 | -$30,130 | -$30,130 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-26 | 2020-11-20 | $22,781 | $60,181 | -$37,399 | -$37,399 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-29 | 2020-11-20 | $33,437 | $84,876 | -$51,439 | -$51,439 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-06-30 | 2020-11-20 | $58,879 | $147,363 | -$88,485 | -$88,485 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-07-01 | 2020-11-20 | $53,115 | $134,651 | -$81,537 | -$81,537 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-10-13 | 2020-11-20 | $8,672 | $25,056 | -$16,385 | -$16,385 |
| ALFA SAB DE CV SER'A'NPV | P | 2015-10-14 | 2020-11-20 | $10,679 | $30,634 | -$19,955 | -$19,955 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-12 | 2020-11-20 | $9,121 | $12,507 | -$3,386 | -$3,386 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-13 | 2020-11-20 | $11,821 | $16,629 | -$4,808 | -$4,808 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-14 | 2020-11-20 | $6,137 | $8,509 | -$2,371 | -$2,371 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-15 | 2020-11-20 | $20,655 | $28,767 | -$8,112 | -$8,112 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-18 | 2020-11-20 | $8,145 | $11,338 | -$3,193 | -$3,193 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-19 | 2020-11-20 | $7,920 | $10,995 | -$3,075 | -$3,075 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-20 | 2020-11-20 | $17,798 | $25,639 | -$7,842 | -$7,842 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-21 | 2020-11-20 | $12,403 | $17,810 | -$5,407 | -$5,407 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-22 | 2020-11-20 | $3,471 | $4,932 | -$1,461 | -$1,461 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-25 | 2020-11-20 | $8,262 | $11,993 | -$3,731 | -$3,731 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-26 | 2020-11-20 | $6,808 | $9,849 | -$3,041 | -$3,041 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-27 | 2020-11-20 | $10,215 | $15,108 | -$4,893 | -$4,893 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-28 | 2020-11-20 | $4,998 | $7,388 | -$2,389 | -$2,389 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-06-29 | 2020-11-20 | $11,758 | $17,787 | -$6,029 | -$6,029 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-07-02 | 2020-11-20 | $24,089 | $35,996 | -$11,907 | -$11,907 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-07-03 | 2020-11-20 | $8,012 | $11,865 | -$3,853 | -$3,853 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-07-05 | 2020-11-20 | $8,075 | $12,275 | -$4,200 | -$4,200 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-07-06 | 2020-11-20 | $13,351 | $21,151 | -$7,800 | -$7,800 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-08-30 | 2020-11-20 | $5,154 | $8,824 | -$3,670 | -$3,670 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-08-31 | 2020-11-20 | $11,804 | $20,198 | -$8,394 | -$8,394 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-04 | 2020-11-20 | $6,576 | $10,912 | -$4,337 | -$4,337 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-05 | 2020-11-20 | $6,659 | $10,989 | -$4,330 | -$4,330 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-06 | 2020-11-20 | $7,991 | $13,376 | -$5,385 | -$5,385 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-07 | 2020-11-20 | $10,329 | $17,278 | -$6,949 | -$6,949 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-10 | 2020-11-20 | $4,918 | $8,337 | -$3,419 | -$3,419 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-11 | 2020-11-20 | $6,615 | $11,160 | -$4,545 | -$4,545 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-12 | 2020-11-20 | $11,443 | $19,461 | -$8,017 | -$8,017 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-13 | 2020-11-20 | $9,951 | $17,061 | -$7,110 | -$7,110 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-14 | 2020-11-20 | $6,463 | $11,257 | -$4,794 | -$4,794 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-17 | 2020-11-20 | $4,917 | $8,438 | -$3,521 | -$3,521 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-18 | 2020-11-20 | $7,699 | $13,135 | -$5,436 | -$5,436 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-19 | 2020-11-20 | $7,964 | $13,784 | -$5,820 | -$5,820 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-20 | 2020-11-20 | $4,246 | $7,333 | -$3,086 | -$3,086 |
| ALFA SAB DE CV SER'A'NPV | P | 2018-09-21 | 2020-11-20 | $10,096 | $17,319 | -$7,223 | -$7,223 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-12 | 2020-11-20 | $4,278 | $5,844 | -$1,566 | -$1,566 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-15 | 2020-11-20 | $4,726 | $6,494 | -$1,768 | -$1,768 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-16 | 2020-11-20 | $6,074 | $8,446 | -$2,372 | -$2,372 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-17 | 2020-11-20 | $8,310 | $11,625 | -$3,315 | -$3,315 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-22 | 2020-11-20 | $8,742 | $12,250 | -$3,508 | -$3,508 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-23 | 2020-11-20 | $5,665 | $7,889 | -$2,223 | -$2,223 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-24 | 2020-11-20 | $15,301 | $20,333 | -$5,032 | -$5,032 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-25 | 2020-11-20 | $16,010 | $21,766 | -$5,756 | -$5,756 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-26 | 2020-11-20 | $11,030 | $15,106 | -$4,076 | -$4,076 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-29 | 2020-11-20 | $8,205 | $11,063 | -$2,858 | -$2,858 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-04-30 | 2020-11-20 | $20,734 | $27,184 | -$6,450 | -$6,450 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-02 | 2020-11-20 | $8,157 | $10,729 | -$2,572 | -$2,572 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-03 | 2020-11-20 | $7,280 | $9,625 | -$2,345 | -$2,345 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-06 | 2020-11-20 | $7,130 | $9,228 | -$2,098 | -$2,098 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-07 | 2020-11-20 | $5,358 | $6,925 | -$1,567 | -$1,567 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-08 | 2020-11-20 | $13,220 | $16,725 | -$3,505 | -$3,505 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-09 | 2020-11-20 | $10,079 | $12,827 | -$2,748 | -$2,748 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-10 | 2020-11-20 | $14,527 | $18,201 | -$3,673 | -$3,673 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-05-13 | 2020-11-20 | $11,293 | $14,020 | -$2,726 | -$2,726 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-21 | 2020-11-20 | $10,702 | $10,963 | -$261 | -$261 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-22 | 2020-11-20 | $9,738 | $10,301 | -$563 | -$563 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-23 | 2020-11-20 | $7,164 | $7,494 | -$330 | -$330 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-26 | 2020-11-20 | $4,878 | $5,032 | -$154 | -$154 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-27 | 2020-11-20 | $14,756 | $15,485 | -$729 | -$729 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-28 | 2020-11-20 | $5,189 | $5,436 | -$247 | -$247 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-29 | 2020-11-20 | $7,926 | $8,516 | -$590 | -$590 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-08-30 | 2020-11-20 | $11,713 | $12,948 | -$1,234 | -$1,234 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-03 | 2020-11-20 | $10,257 | $10,924 | -$666 | -$666 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-04 | 2020-11-20 | $14,107 | $15,166 | -$1,059 | -$1,059 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-05 | 2020-11-20 | $9,786 | $10,778 | -$992 | -$992 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-06 | 2020-11-20 | $8,371 | $9,447 | -$1,076 | -$1,076 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-09 | 2020-11-20 | $4,764 | $5,463 | -$699 | -$699 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-10 | 2020-11-20 | $9,471 | $10,566 | -$1,095 | -$1,095 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-11 | 2020-11-20 | $6,915 | $7,834 | -$920 | -$920 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-12 | 2020-11-20 | $5,341 | $6,051 | -$710 | -$710 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-13 | 2020-11-20 | $4,568 | $5,275 | -$707 | -$707 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-17 | 2020-11-20 | $13,391 | $15,867 | -$2,476 | -$2,476 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-18 | 2020-11-20 | $7,556 | $8,776 | -$1,221 | -$1,221 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-19 | 2020-11-20 | $4,375 | $5,032 | -$657 | -$657 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-20 | 2020-11-20 | $20,597 | $24,234 | -$3,637 | -$3,637 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-20 | 2020-11-20 | $35,110 | $41,416 | -$6,306 | -$6,306 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-24 | 2020-11-20 | $4,434 | $5,207 | -$773 | -$773 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-25 | 2020-11-20 | $8,273 | $9,593 | -$1,320 | -$1,320 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-26 | 2020-11-20 | $6,898 | $8,010 | -$1,112 | -$1,112 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-27 | 2020-11-20 | $4,346 | $5,019 | -$673 | -$673 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-09-30 | 2020-11-20 | $12,733 | $14,564 | -$1,831 | -$1,831 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-01 | 2020-11-20 | $23,583 | $27,047 | -$3,465 | -$3,465 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-02 | 2020-11-20 | $13,068 | $14,773 | -$1,705 | -$1,705 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-03 | 2020-11-20 | $4,440 | $4,981 | -$541 | -$541 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-04 | 2020-11-20 | $6,820 | $7,749 | -$929 | -$929 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-07 | 2020-11-20 | $4,357 | $5,025 | -$669 | -$669 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-08 | 2020-11-20 | $16,337 | $18,528 | -$2,191 | -$2,191 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-09 | 2020-11-20 | $7,063 | $7,993 | -$931 | -$931 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-10 | 2020-11-20 | $4,376 | $5,028 | -$652 | -$652 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-11 | 2020-11-20 | $4,376 | $5,135 | -$759 | -$759 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-14 | 2020-11-20 | $4,195 | $4,990 | -$795 | -$795 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-14 | 2020-11-20 | $4,195 | $4,994 | -$799 | -$799 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-15 | 2020-11-20 | $13,238 | $15,713 | -$2,475 | -$2,475 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-16 | 2020-11-20 | $7,011 | $8,358 | -$1,347 | -$1,347 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-17 | 2020-11-20 | $6,963 | $8,331 | -$1,368 | -$1,368 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-18 | 2020-11-20 | $14,222 | $16,791 | -$2,569 | -$2,569 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-21 | 2020-11-20 | $5,214 | $6,193 | -$978 | -$978 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-22 | 2020-11-20 | $9,077 | $10,771 | -$1,694 | -$1,694 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-23 | 2020-11-20 | $7,857 | $9,306 | -$1,449 | -$1,449 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-24 | 2020-11-20 | $6,111 | $7,188 | -$1,077 | -$1,077 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-25 | 2020-11-20 | $11,426 | $13,209 | -$1,783 | -$1,783 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-28 | 2020-11-20 | $8,805 | $10,191 | -$1,386 | -$1,386 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-29 | 2020-11-20 | $8,407 | $9,762 | -$1,355 | -$1,355 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-30 | 2020-11-20 | $4,379 | $5,009 | -$630 | -$630 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-10-31 | 2020-11-20 | $8,685 | $9,838 | -$1,153 | -$1,153 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-11-01 | 2020-11-20 | $4,325 | $4,992 | -$667 | -$667 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-11-04 | 2020-11-20 | $4,332 | $5,026 | -$694 | -$694 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-11-04 | 2020-11-20 | $4,338 | $5,032 | -$693 | -$693 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-11-05 | 2020-11-20 | $4,336 | $5,023 | -$687 | -$687 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-11-06 | 2020-11-20 | $4,289 | $4,995 | -$706 | -$706 |
| ALFA SAB DE CV SER'A'NPV | P | 2019-11-07 | 2020-11-20 | $4,252 | $4,994 | -$742 | -$742 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-09-14 | $49,631 | $49,625 | $6 | $6 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-07-14 | $49,510 | $49,505 | $6 | $6 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-11-13 | $48,034 | $48,029 | $6 | $6 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-02-14 | $61,596 | $61,589 | $7 | $7 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-01-14 | $65,857 | $65,850 | $8 | $8 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-04-14 | $60,205 | $60,198 | $7 | $7 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-05-14 | $51,130 | $51,125 | $6 | $6 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-08-14 | $49,680 | $49,674 | $6 | $6 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-12-14 | $43,505 | $43,500 | $5 | $5 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-06-12 | $48,762 | $48,757 | $6 | $6 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-10-14 | $47,334 | $47,328 | $5 | $5 |
| ALLY AUTO RECEIVABLES TR SER 2018-1 | P | 2018-01-23 | 2020-03-13 | $57,896 | $57,889 | $7 | $7 |
| ALLY AUTO RECEIVABLES TRUST SER 2017-2 | P | 2017-03-21 | 2020-12-15 | $299,000 | $298,949 | $51 | $51 |
| ALLY AUTO RECEIVABLES TRUST SER 2017-2 | P | 2017-03-21 | 2020-12-15 | $282,000 | $282,000 | ||
| ALLY AUTO RECEIVABLES TRUST SER 2017-2 | P | 2017-03-21 | 2020-12-15 | $399,004 | $398,919 | $85 | $85 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2007-09-05 | 2020-08-14 | $266,260 | $625,357 | -$359,097 | -$359,097 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2007-09-05 | 2020-11-20 | $829,567 | $1,799,083 | -$969,516 | -$969,516 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2011-12-09 | 2020-11-20 | $484,582 | $786,579 | -$301,997 | -$301,997 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2014-04-30 | 2020-11-20 | $269,671 | $382,245 | -$112,574 | -$112,574 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2014-11-03 | 2020-11-20 | $178,781 | $309,785 | -$131,005 | -$131,005 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2015-10-13 | 2020-11-20 | $47,451 | $58,647 | -$11,196 | -$11,196 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2016-09-12 | 2020-11-20 | $215,348 | $179,136 | $36,212 | $36,212 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2016-09-13 | 2020-11-20 | $232,568 | $192,469 | $40,099 | $40,099 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2016-09-14 | 2020-11-20 | $145,663 | $121,292 | $24,371 | $24,371 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2016-11-21 | 2020-11-20 | $39,780 | $31,344 | $8,436 | $8,436 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2019-09-09 | 2020-11-20 | $41,003 | $42,467 | -$1,465 | -$1,465 |
| AMER MOVIL SAB DE C V SPONSORED ADR | P | 2020-07-16 | 2020-11-20 | $92,129 | $85,482 | $6,647 | $6,647 |
| AMERICAN AIRLS 2017-2 AA PTT 3.35% | P | 2017-07-31 | 2020-10-01 | $4,384 | $4,384 | $0 | $0 |
| AMERICAN AIRLS 2017-2 AA PTT 3.35% | P | 2017-07-31 | 2020-04-01 | $4,384 | $4,384 | $0 | $0 |
| AMERICAN AIRLS INC 16-3 AA PTT | P | 2016-09-19 | 2020-10-01 | $4,094 | $4,094 | $0 | $0 |
| AMERICAN AIRLS INC 16-3 AA PTT | P | 2016-09-19 | 2020-04-01 | $4,107 | $4,107 | $0 | $0 |
| AMERICAN AIRLS PASS THRU TR 2016-2 A | P | 2017-07-06 | 2020-08-14 | $96,720 | $125,493 | -$28,773 | -$28,773 |
| AMERICAN AIRLS PASS THRU TR 2016-2 A | P | 2017-07-06 | 2020-06-01 | $3,375 | $3,394 | -$19 | -$19 |
| AMERICAN EXPRESS CR CORP 2.25% | P | 2016-06-08 | 2020-10-28 | $49,402 | $49,042 | $360 | $360 |
| AMERICAN EXPRESS CR SER 2017-1 | P | 2017-02-13 | 2020-02-18 | $1,188,000 | $1,187,720 | $280 | $280 |
| AMERICAN INTL GROUP INC 4.125 | P | 2015-07-02 | 2020-01-30 | $270,885 | $254,690 | $16,195 | $16,195 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-01-21 | $10,626 | $10,626 | ||
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-01-17 | $8,524 | $8,523 | $1 | $1 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-08-17 | $17,521 | $17,518 | $2 | $2 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-04-17 | $17,424 | $17,421 | $2 | $2 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-02-14 | $21,224 | $21,221 | $3 | $3 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-07-17 | $16,235 | $16,233 | $2 | $2 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-03-17 | $18,645 | $18,643 | $3 | $3 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-06-17 | $16,770 | $16,768 | $2 | $2 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-05-15 | $16,391 | $16,389 | $2 | $2 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-09-18 | $266 | $266 | ||
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-09-17 | $6,774 | $6,772 | $1 | $1 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-10-16 | $6,845 | $6,843 | $1 | $1 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-12-17 | $6,071 | $6,070 | $1 | $1 |
| AMERICREDIT AUTOMOBILE RECEIVABLES SER | P | 2017-02-13 | 2020-11-17 | $7,099 | $7,098 | $2 | $2 |
| AMERN AIRLS INC 3.5% DUE 08-15-2033 REG | P | 2019-08-01 | 2020-08-10 | $433,225 | $541,532 | -$108,306 | -$108,306 |
| AMERN AIRLS INC 3.5% DUE 08-15-2033 REG | P | 2019-08-01 | 2020-02-01 | $8,468 | $8,468 | $0 | $0 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-01-10 | $29,032 | $29,027 | $4 | $4 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-03-11 | $30,397 | $30,393 | $5 | $5 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-02-11 | $34,682 | $34,677 | $5 | $5 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-04-13 | $9,992 | $9,990 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-04-10 | $16,882 | $16,881 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-05-11 | $21,332 | $21,330 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-12-11 | $13,420 | $13,418 | $1 | $1 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-07-10 | $18,550 | $18,548 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-10-09 | $15,231 | $15,229 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-08-11 | $18,248 | $18,246 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-06-11 | $20,299 | $20,296 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-09-11 | $18,451 | $18,449 | $2 | $2 |
| AMERN CR ACCEP 2.86% DUE 06-12-2023 | P | 2017-05-23 | 2020-11-11 | $17,877 | $17,875 | $2 | $2 |
| AMERN TOWER CORP FIXED 4% DUE 06-01-2025 | P | 2017-05-23 | 2020-02-14 | $217,284 | $204,818 | $12,466 | $12,466 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-13 | 2020-11-20 | $271,791 | $263,534 | $8,257 | $8,257 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-14 | 2020-11-20 | $195,083 | $188,876 | $6,207 | $6,207 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-17 | 2020-11-20 | $101,638 | $96,711 | $4,928 | $4,928 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-18 | 2020-11-20 | $140,167 | $140,214 | -$47 | -$47 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-19 | 2020-11-20 | $106,520 | $110,782 | -$4,262 | -$4,262 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-20 | 2020-11-20 | $128,835 | $134,302 | -$5,467 | -$5,467 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-21 | 2020-11-20 | $129,707 | $134,175 | -$4,468 | -$4,468 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-24 | 2020-11-20 | $58,229 | $59,753 | -$1,524 | -$1,524 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-26 | 2020-11-20 | $74,791 | $76,049 | -$1,259 | -$1,259 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-27 | 2020-11-20 | $65,899 | $70,102 | -$4,203 | -$4,203 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-28 | 2020-11-20 | $87,866 | $95,396 | -$7,530 | -$7,530 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-02 | 2020-11-20 | $146,269 | $149,970 | -$3,701 | -$3,701 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-03 | 2020-11-20 | $86,297 | $86,502 | -$205 | -$205 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-04 | 2020-11-20 | $224,546 | $210,967 | $13,579 | $13,579 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-07 | 2020-11-20 | $168,409 | $160,580 | $7,830 | $7,830 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-08 | 2020-11-20 | $81,590 | $79,383 | $2,207 | $2,207 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-09 | 2020-11-20 | $161,959 | $151,816 | $10,143 | $10,143 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-10 | 2020-11-20 | $88,912 | $84,088 | $4,824 | $4,824 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-11 | 2020-11-20 | $107,392 | $100,261 | $7,131 | $7,131 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-14 | 2020-11-20 | $109,484 | $104,929 | $4,555 | $4,555 |
| AMOREPACIFIC CORP KRW500 | P | 2019-01-15 | 2020-11-20 | $77,580 | $75,263 | $2,317 | $2,317 |
| AMOREPACIFIC CORP KRW500 | P | 2019-04-15 | 2020-11-20 | $139,121 | $162,786 | -$23,665 | -$23,665 |
| AMOREPACIFIC CORP KRW500 | P | 2019-09-09 | 2020-11-20 | $46,025 | $30,766 | $15,259 | $15,259 |
| AMOREPACIFIC CORP KRW500 | P | 2020-07-16 | 2020-11-20 | $53,521 | $42,018 | $11,503 | $11,503 |
| AMOREPACIFIC CORP KRW500 | P | 2020-07-17 | 2020-11-20 | $50,035 | $39,242 | $10,792 | $10,792 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-12 | 2020-08-14 | $265,779 | $267,008 | -$1,229 | -$1,229 |
| AMOREPACIFIC CORP KRW500 | P | 2018-12-13 | 2020-08-14 | $37,248 | $38,710 | -$1,462 | -$1,462 |
| ANALOG DEVICES INC 2.95% DUE 01-12-2021 | P | 2018-03-08 | 2020-09-25 | $100,813 | $99,948 | $865 | $865 |
| ANHEUSER-BUSCH 3.5% DUE 06-01-2030 | P | 2020-04-01 | 2020-08-19 | $342,321 | $299,396 | $42,925 | $42,925 |
| ANHEUSER-BUSCH 4.375% DUE 04-15-2038 | P | 2018-03-20 | 2020-10-29 | $316,413 | $266,439 | $49,974 | $49,974 |
| ANTERO | P | 2010-12-01 | 2020-12-21 | $172,118 | $88,074 | $84,043 | $84,043 |
| ANTERO | P | 2010-12-01 | 2020-12-21 | $21,284 | $10,891 | $10,393 | $10,393 |
| ANTERO | P | 2010-12-01 | 2020-12-21 | $3,060 | $1,566 | $1,494 | $1,494 |
| ANTERO | P | 2009-09-25 | 2020-12-16 | $91,370 | $87,989 | $3,381 | $3,381 |
| ANTERO | P | 2009-09-25 | 2020-12-16 | $37,419 | $36,034 | $1,385 | $1,385 |
| ANTERO | P | 2010-12-01 | 2020-12-16 | $18,736 | $11,707 | $7,029 | $7,029 |
| ANTERO | P | 2010-12-01 | 2020-12-16 | $32,868 | $20,538 | $12,331 | $12,331 |
| ANTERO | P | 2008-09-25 | 2020-12-08 | $127,548 | $112,469 | $15,079 | $15,079 |
| ANTERO | P | 2008-09-25 | 2020-12-08 | $14,017 | $12,360 | $1,657 | $1,657 |
| ANTERO | P | 2008-11-25 | 2020-12-08 | $13,424 | $54,065 | -$40,641 | -$40,641 |
| ANTERO | P | 2008-11-25 | 2020-12-08 | $1,685 | $70,652 | -$68,967 | -$68,967 |
| ANTERO | P | 2009-09-25 | 2020-12-08 | $99,808 | $88,008 | $11,799 | $11,799 |
| ANTERO | P | 2010-12-01 | 2020-12-23 | $107,557 | $43,508 | $64,049 | $64,049 |
| ANTERO | P | 2010-12-01 | 2020-12-23 | $187,531 | $81,620 | $105,910 | $105,910 |
| APACHE CORP 3.25 DUE 04-15-2022 REG | P | 2015-06-26 | 2020-08-18 | $83,640 | $81,515 | $2,125 | $2,125 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-09-18 | $28,951 | $20,548 | $8,403 | $8,403 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-09-23 | $431,738 | $315,694 | $116,044 | $116,044 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-29 | $69,412 | $54,211 | $15,201 | $15,201 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-30 | $26,646 | $20,563 | $6,083 | $6,083 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-07-30 | $43,602 | $33,624 | $9,978 | $9,978 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-08-03 | $41,942 | $33,624 | $8,317 | $8,317 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-09-16 | $45,573 | $33,624 | $11,949 | $11,949 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-09-17 | $33,678 | $24,284 | $9,394 | $9,394 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-17 | $50,151 | $39,256 | $10,894 | $10,894 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-08-05 | $18,645 | $14,944 | $3,701 | $3,701 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-22 | $33,375 | $26,171 | $7,204 | $7,204 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-20 | $50,246 | $39,256 | $10,989 | $10,989 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-27 | $62,023 | $48,603 | $13,419 | $13,419 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-07-31 | $21,272 | $16,812 | $4,460 | $4,460 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-28 | $28,594 | $22,432 | $6,162 | $6,162 |
| ARCS COMPANY LTD NPV | P | 2013-12-24 | 2020-07-21 | $37,961 | $29,910 | $8,052 | $8,052 |
| ARCS COMPANY LTD NPV | P | 2013-12-25 | 2020-08-04 | $14,019 | $11,208 | $2,811 | $2,811 |
| ARIZONA PUB SVC CO 2.2% DUE 01-15-2020 | P | 2015-10-28 | 2020-01-15 | $90,000 | $90,000 | $0 | $0 |
| ASANA | P | 2009-11-20 | 2020-12-21 | $213,485 | $3,450 | $210,034 | $210,034 |
| ASANA | P | 2009-11-20 | 2020-12-21 | $213,735 | $3,454 | $210,280 | $210,280 |
| ASANA | P | 2009-11-20 | 2020-12-07 | $202,748 | $3,452 | $199,295 | $199,295 |
| ASANA | P | 2009-11-20 | 2020-12-30 | $596,636 | $10,358 | $586,278 | $586,278 |
| ASANA | P | 2009-11-20 | 2020-12-10 | $426,529 | $6,905 | $419,624 | $419,624 |
| ASANA | P | 2009-11-20 | 2020-12-10 | $427,345 | $6,905 | $420,440 | $420,440 |
| ASANA | P | 2009-11-20 | 2020-12-10 | $434,833 | $6,905 | $427,928 | $427,928 |
| ASANA | P | 2009-11-20 | 2020-12-17 | $417,746 | $6,905 | $410,841 | $410,841 |
| ASANA | P | 2009-11-20 | 2020-12-17 | $204,855 | $3,452 | $201,402 | $201,402 |
| ASICS CORP NPV | P | 2016-07-25 | 2020-11-13 | $75,721 | $83,176 | -$7,455 | -$7,455 |
| ASICS CORP NPV | P | 2016-07-26 | 2020-11-13 | $21,399 | $22,809 | -$1,409 | -$1,409 |
| ASTRAZENECA PLC .7% DUE 04-08-2026 | P | 2020-08-03 | 2020-10-28 | $495,705 | $497,975 | -$2,270 | -$2,270 |
| ASTRAZENECA PLC 1.375% DUE 08-06-2030 | P | 2020-08-03 | 2020-12-08 | $176,882 | $179,482 | -$2,599 | -$2,599 |
| AT&T INC 3.8% DUE 03-01-2024 | P | 2017-01-31 | 2020-08-05 | $111,216 | $99,967 | $11,249 | $11,249 |
| AT&T INC 4.125% DUE 02-17-2026 | P | 2019-02-12 | 2020-02-05 | $474,715 | $435,397 | $39,319 | $39,319 |
| AT&T INC 4.125% DUE 02-17-2026 | P | 2019-01-28 | 2020-01-30 | $191,090 | $174,162 | $16,929 | $16,929 |
| AT&T INC 4.125% DUE 02-17-2026 | P | 2019-01-28 | 2020-02-04 | $283,199 | $258,239 | $24,959 | $24,959 |
| AT&T INC 4.125% DUE 02-17-2026 | P | 2019-02-12 | 2020-02-04 | $2,195 | $2,011 | $184 | $184 |
| AT&T INC CORP 3.55% 06-01-2024 | P | 2017-03-31 | 2020-08-05 | $77,613 | $70,144 | $7,468 | $7,468 |
| AT&T INC CORP 3.6% 07-15-2025 | P | 2015-05-28 | 2020-08-05 | $430,316 | $379,520 | $50,796 | $50,796 |
| ATHENE GLOBAL FDG 2.75% DUE 04-20-2020 | P | 2017-04-17 | 2020-04-20 | $317,000 | $317,000 | $0 | $0 |
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-08-01 | $12,582 | $12,582 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-02-01 | $4,899 | $4,899 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-03-01 | $10,271 | $10,271 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-09-01 | $9,981 | $9,981 | -$1 | -$1 |
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2019-12-01 | $4,820 | $4,820 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-01-01 | $5,631 | $5,631 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-06-01 | $17,641 | $17,641 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-05-01 | $6,927 | $6,927 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-04-01 | $4,210 | $4,210 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-07-01 | $9,394 | $9,394 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2019-12-01 | $3,495 | $3,495 | ||
| B2R MTG TR 2015-2 3.336% DUE 11-15-2048 | P | 2015-11-10 | 2020-10-20 | $8,353 | $8,352 | $1 | $1 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-12-01 | $15,359 | $14,942 | $417 | $417 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-11-01 | $5,793 | $5,636 | $157 | $157 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-08-01 | $929 | $903 | $25 | $25 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-01-01 | $2,618 | $2,547 | $71 | $71 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-07-01 | $1,388 | $1,350 | $38 | $38 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-03-01 | $1,301 | $1,266 | $35 | $35 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-09-01 | $1,993 | $1,939 | $54 | $54 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-04-01 | $1,128 | $1,098 | $31 | $31 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-02-01 | $1,359 | $1,322 | $37 | $37 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-06-01 | $225 | $219 | $6 | $6 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-05-01 | $1,571 | $1,528 | $43 | $43 |
| B2R MTG TR 2016-1 2.5672% DUE 06-15-2049 | P | 2018-07-23 | 2020-10-01 | $11,185 | $10,881 | $304 | $304 |
| BANK AMER CORP 3.3% DUE 01-11-2023 | P | 2016-08-04 | 2020-02-10 | $652,350 | $637,204 | $15,146 | $15,146 |
| BANK OF MONTREAL FIXED 2.9% | P | 2019-03-21 | 2020-10-28 | $259,013 | $249,697 | $9,316 | $9,316 |
| BANK OF NY MELLON CORP 2.45% | P | 2015-11-19 | 2020-10-27 | $78,000 | $77,997 | $3 | $3 |
| BARLOWORLD LTD ZAR0.05 | P | 2020-07-17 | 2020-11-19 | $3,719 | $3,163 | $556 | $556 |
| BARLOWORLD LTD ZAR0.05 | P | 2020-07-20 | 2020-11-19 | $6,333 | $5,487 | $846 | $846 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-12 | 2020-09-10 | $8,585 | $12,817 | -$4,232 | -$4,232 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-13 | 2020-09-10 | $1,559 | $2,371 | -$812 | -$812 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-09 | $9,905 | $28,160 | -$18,255 | -$18,255 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-23 | $11,667 | $25,551 | -$13,884 | -$13,884 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-19 | $9,960 | $28,803 | -$18,843 | -$18,843 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-07 | $10,095 | $28,651 | -$18,556 | -$18,556 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-04 | 2020-11-16 | $2,394 | $4,557 | -$2,163 | -$2,163 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-05 | 2020-11-16 | $5,563 | $10,207 | -$4,645 | -$4,645 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-06 | 2020-11-16 | $1,900 | $3,502 | -$1,603 | -$1,603 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-10-05 | $8 | $18 | -$10 | -$10 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-05 | $10,025 | $27,125 | -$17,100 | -$17,100 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-03 | 2020-11-11 | $10,461 | $21,711 | -$11,250 | -$11,250 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-05 | 2020-08-25 | $9,949 | $16,588 | -$6,639 | -$6,639 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-10 | 2020-09-04 | $5,644 | $9,111 | -$3,467 | -$3,467 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-11 | 2020-09-04 | $4,289 | $7,043 | -$2,754 | -$2,754 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-20 | $10,004 | $28,759 | -$18,756 | -$18,756 |
| BARLOWORLD LTD ZAR0.05 | P | 2020-07-16 | 2020-11-18 | $1,991 | $1,708 | $283 | $283 |
| BARLOWORLD LTD ZAR0.05 | P | 2020-07-17 | 2020-11-18 | $8,016 | $6,881 | $1,135 | $1,135 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-08-31 | 2020-11-09 | $13,064 | $27,181 | -$14,116 | -$14,116 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-05 | 2020-08-28 | $9,747 | $17,537 | -$7,790 | -$7,790 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-09-30 | $9,825 | $24,408 | -$14,583 | -$14,583 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-12 | 2020-09-09 | $11,310 | $17,627 | -$6,317 | -$6,317 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-13 | $10,030 | $29,326 | -$19,296 | -$19,296 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-12 | $10,031 | $28,247 | -$18,216 | -$18,216 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-06 | 2020-09-02 | $9,425 | $16,034 | -$6,609 | -$6,609 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-10 | 2020-09-02 | $12,308 | $19,962 | -$7,654 | -$7,654 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-05 | 2020-08-27 | $14,100 | $24,986 | -$10,886 | -$10,886 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-16 | $9,907 | $29,827 | -$19,920 | -$19,920 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-29 | $10,029 | $24,543 | -$14,515 | -$14,515 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-03 | 2020-11-12 | $871 | $1,731 | -$859 | -$859 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-04 | 2020-11-12 | $9,050 | $17,138 | -$8,088 | -$8,088 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-05 | 2020-08-26 | $10,031 | $17,342 | -$7,311 | -$7,311 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-30 | $771 | $1,954 | -$1,183 | -$1,183 |
| BARLOWORLD LTD ZAR0.05 | P | 2015-10-14 | 2020-10-30 | $9,132 | $16,007 | -$6,875 | -$6,875 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-08 | 2020-09-17 | $5,619 | $8,165 | -$2,546 | -$2,546 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-09 | 2020-09-17 | $18,879 | $28,050 | -$9,171 | -$9,171 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-12 | 2020-09-17 | $4,785 | $6,933 | -$2,148 | -$2,148 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-07 | 2020-09-16 | $4,358 | $6,423 | -$2,065 | -$2,065 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-08 | 2020-09-16 | $5,860 | $8,814 | -$2,954 | -$2,954 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-15 | $10,099 | $29,947 | -$19,848 | -$19,848 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-05 | 2020-08-31 | $7,655 | $13,903 | -$6,248 | -$6,248 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-06 | 2020-08-31 | $15,070 | $26,049 | -$10,979 | -$10,979 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-04-30 | 2020-08-11 | $19,153 | $34,230 | -$15,078 | -$15,078 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-08-31 | 2020-11-10 | $3,906 | $8,057 | -$4,151 | -$4,151 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-03 | 2020-11-10 | $6,240 | $13,154 | -$6,915 | -$6,915 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-04 | 2020-11-13 | $9,997 | $19,030 | -$9,033 | -$9,033 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-12 | 2020-09-18 | $2,716 | $3,994 | -$1,278 | -$1,278 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-13 | 2020-09-18 | $6,319 | $9,396 | -$3,077 | -$3,077 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-14 | 2020-09-18 | $8,463 | $12,822 | -$4,359 | -$4,359 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-11 | 2020-09-07 | $10,061 | $16,539 | -$6,478 | -$6,478 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-09-06 | 2020-11-17 | $42,295 | $76,375 | -$34,079 | -$34,079 |
| BARLOWORLD LTD ZAR0.05 | P | 2019-09-09 | 2020-11-17 | $8,451 | $14,590 | -$6,139 | -$6,139 |
| BARLOWORLD LTD ZAR0.05 | P | 2019-09-10 | 2020-11-17 | $8,447 | $14,663 | -$6,216 | -$6,216 |
| BARLOWORLD LTD ZAR0.05 | P | 2020-07-16 | 2020-11-17 | $13,380 | $12,119 | $1,262 | $1,262 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-04-30 | 2020-08-12 | $11,228 | $19,635 | -$8,407 | -$8,407 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-04 | 2020-08-20 | $10,084 | $18,074 | -$7,989 | -$7,989 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-05 | 2020-08-24 | $9,884 | $16,796 | -$6,912 | -$6,912 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-27 | $12,577 | $28,101 | -$15,524 | -$15,524 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-26 | $10,004 | $21,950 | -$11,946 | -$11,946 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-10 | 2020-09-03 | $17,857 | $29,310 | -$11,453 | -$11,453 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-03 | 2020-08-17 | $10,056 | $18,498 | -$8,442 | -$8,442 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-06 | 2020-09-01 | $21,537 | $37,549 | -$16,011 | -$16,011 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-28 | $10,144 | $23,614 | -$13,470 | -$13,470 |
| BARLOWORLD LTD ZAR0.05 | P | 2015-10-14 | 2020-11-02 | $7,736 | $13,448 | -$5,713 | -$5,713 |
| BARLOWORLD LTD ZAR0.05 | P | 2018-08-31 | 2020-11-02 | $2,274 | $5,576 | -$3,302 | -$3,302 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-10-01 | $9,985 | $23,587 | -$13,602 | -$13,602 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-22 | $9,953 | $22,826 | -$12,872 | -$12,872 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-08 | $9,958 | $28,237 | -$18,279 | -$18,279 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-09-25 | $12,751 | $34,876 | -$22,125 | -$22,125 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-04-29 | 2020-08-06 | $9,810 | $17,233 | -$7,423 | -$7,423 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-04-30 | 2020-08-06 | $306 | $552 | -$246 | -$246 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-13 | 2020-09-15 | $6,505 | $10,479 | -$3,974 | -$3,974 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-07 | 2020-09-15 | $3,332 | $4,934 | -$1,603 | -$1,603 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-11 | 2020-09-08 | $9,297 | $15,033 | -$5,736 | -$5,736 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-12 | 2020-09-08 | $19,495 | $31,284 | -$11,789 | -$11,789 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-09-29 | $9,861 | $25,553 | -$15,692 | -$15,692 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-09-28 | $11,883 | $31,350 | -$19,468 | -$19,468 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-04 | 2020-08-21 | $7,631 | $13,637 | -$6,006 | -$6,006 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-05 | 2020-08-21 | $2,247 | $3,906 | -$1,660 | -$1,660 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-04 | 2020-08-19 | $9,910 | $17,466 | -$7,556 | -$7,556 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-10-02 | $9,885 | $22,767 | -$12,882 | -$12,882 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-03 | 2020-08-18 | $917 | $1,692 | -$775 | -$775 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-04 | 2020-08-18 | $9,449 | $17,285 | -$7,836 | -$7,836 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-14 | 2020-09-21 | $888 | $1,397 | -$509 | -$509 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-15 | 2020-09-21 | $8,482 | $13,434 | -$4,952 | -$4,952 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-16 | 2020-09-21 | $14,461 | $22,668 | -$8,207 | -$8,207 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-19 | 2020-09-21 | $14,506 | $22,470 | -$7,965 | -$7,965 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-20 | 2020-09-21 | $5,441 | $8,358 | -$2,917 | -$2,917 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-21 | 2020-09-21 | $2,900 | $4,513 | -$1,612 | -$1,612 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-22 | 2020-09-21 | $7,988 | $12,879 | -$4,891 | -$4,891 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-07-23 | 2020-09-21 | $8,252 | $13,715 | -$5,463 | -$5,463 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-09-21 | $93,452 | $226,892 | -$133,440 | -$133,440 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-04-30 | 2020-08-07 | $10,020 | $18,334 | -$8,314 | -$8,314 |
| BARLOWORLD LTD ZAR0.05 | P | 2020-07-20 | 2020-11-20 | $5,259 | $4,551 | $708 | $708 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-04-30 | 2020-08-14 | $2,778 | $5,047 | -$2,269 | -$2,269 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-03 | 2020-08-14 | $7,198 | $12,943 | -$5,745 | -$5,745 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-04-30 | 2020-08-13 | $10,019 | $17,844 | -$7,825 | -$7,825 |
| BARLOWORLD LTD ZAR0.05 | P | 2010-05-13 | 2020-09-14 | $13,774 | $22,348 | -$8,573 | -$8,573 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-04-30 | 2020-10-21 | $4,754 | $13,639 | -$8,885 | -$8,885 |
| BARLOWORLD LTD ZAR0.05 | P | 2014-11-04 | 2020-10-21 | $5,122 | $11,820 | -$6,698 | -$6,698 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-09-22 | $9,917 | $25,977 | -$16,059 | -$16,059 |
| BARLOWORLD LTD ZAR0.05 | P | 2011-12-12 | 2020-09-23 | $11,892 | $31,828 | -$19,937 | -$19,937 |
| BB&T CORP SR MEDIUM TERM 2.625% | P | 2016-01-14 | 2020-05-29 | $250,000 | $250,075 | -$75 | -$75 |
| BEYOND MEAT | P | 2012-01-10 | 2020-01-08 | $83,211 | $580 | $82,632 | $82,632 |
| BEYOND MEAT | P | 2012-01-31 | 2020-01-08 | $228,444 | $2,838 | $225,606 | $225,606 |
| BEYOND MEAT | P | 2012-01-31 | 2020-01-09 | $313,280 | $3,873 | $309,407 | $309,407 |
| BEYOND MEAT | P | 2012-01-31 | 2020-01-27 | $119,666 | $1,007 | $118,659 | $118,659 |
| BEYOND MEAT | P | 2013-02-15 | 2020-01-27 | $469,253 | $6,863 | $462,390 | $462,390 |
| BEYOND MEAT | P | 2012-01-31 | 2020-01-09 | $321,563 | $3,873 | $317,690 | $317,690 |
| BEYOND MEAT | P | 2012-01-10 | 2020-01-07 | $288,436 | $2,172 | $286,264 | $286,264 |
| BEYOND MEAT | P | 2012-01-31 | 2020-01-09 | $326,445 | $3,873 | $322,571 | $322,571 |
| BEYOND MEAT | P | 2012-01-10 | 2020-01-07 | $294,113 | $2,172 | $291,941 | $291,941 |
| BEYOND MEAT | P | 2012-01-31 | 2020-01-10 | $251,012 | $2,838 | $248,174 | $248,174 |
| BEYOND MEAT | P | 2012-01-31 | 2020-01-10 | $91,432 | $1,034 | $90,398 | $90,398 |
| BEYOND MEAT | P | 2012-01-10 | 2020-01-07 | $303,526 | $2,172 | $301,354 | $301,354 |
| BEYOND MEAT | P | 2013-02-15 | 2020-02-19 | $89,618 | $1,296 | $88,321 | $88,321 |
| BEYOND MEAT | P | 2015-09-30 | 2020-02-19 | $505,819 | $14,477 | $491,342 | $491,342 |
| BEYOND MEAT | P | 2013-02-15 | 2020-02-19 | $584,641 | $8,614 | $576,027 | $576,027 |
| BEYOND MEAT | P | 2013-02-15 | 2020-02-19 | $591,950 | $8,616 | $583,334 | $583,334 |
| BID CORP LTD NPV | P | 2020-06-29 | 2020-11-20 | $12,141 | $11,094 | $1,047 | $1,047 |
| BID CORP LTD NPV | P | 2020-06-30 | 2020-11-20 | $36,102 | $33,298 | $2,805 | $2,805 |
| BID CORP LTD NPV | P | 2020-07-01 | 2020-11-20 | $61,118 | $55,900 | $5,217 | $5,217 |
| BID CORP LTD NPV | P | 2020-07-02 | 2020-11-20 | $130,783 | $123,088 | $7,695 | $7,695 |
| BID CORP LTD NPV | P | 2020-07-03 | 2020-11-20 | $36,674 | $34,700 | $1,975 | $1,975 |
| BID CORP LTD NPV | P | 2020-07-06 | 2020-11-20 | $30,541 | $28,672 | $1,869 | $1,869 |
| BID CORP LTD NPV | P | 2020-07-07 | 2020-11-20 | $108,324 | $101,430 | $6,894 | $6,894 |
| BID CORP LTD NPV | P | 2020-07-08 | 2020-11-20 | $77,014 | $72,149 | $4,865 | $4,865 |
| BID CORP LTD NPV | P | 2020-07-09 | 2020-11-20 | $36,674 | $34,347 | $2,328 | $2,328 |
| BID CORP LTD NPV | P | 2020-07-10 | 2020-11-20 | $72,544 | $67,213 | $5,331 | $5,331 |
| BID CORP LTD NPV | P | 2020-07-13 | 2020-11-20 | $97,792 | $92,920 | $4,872 | $4,872 |
| BID CORP LTD NPV | P | 2020-07-14 | 2020-11-20 | $48,887 | $46,541 | $2,346 | $2,346 |
| BID CORP LTD NPV | P | 2020-07-15 | 2020-11-20 | $116,621 | $110,452 | $6,169 | $6,169 |
| BID CORP LTD NPV | P | 2020-07-16 | 2020-11-20 | $79,822 | $76,773 | $3,049 | $3,049 |
| BID CORP LTD NPV | P | 2020-07-17 | 2020-11-20 | $36,442 | $34,578 | $1,864 | $1,864 |
| BID CORP LTD NPV | P | 2020-07-20 | 2020-11-20 | $60,939 | $57,764 | $3,175 | $3,175 |
| BID CORP LTD NPV | P | 2020-07-21 | 2020-11-20 | $45,955 | $43,796 | $2,158 | $2,158 |
| BID CORP LTD NPV | P | 2020-07-22 | 2020-11-20 | $264,892 | $254,087 | $10,805 | $10,805 |
| BID CORP LTD NPV | P | 2020-07-23 | 2020-11-20 | $25,087 | $23,897 | $1,191 | $1,191 |
| BID CORP LTD NPV | P | 2020-07-24 | 2020-11-20 | $32,758 | $30,853 | $1,906 | $1,906 |
| BID CORP LTD NPV | P | 2020-07-27 | 2020-11-20 | $35,995 | $33,665 | $2,330 | $2,330 |
| BID CORP LTD NPV | P | 2020-07-28 | 2020-11-20 | $123,130 | $118,538 | $4,592 | $4,592 |
| BID CORP LTD NPV | P | 2020-07-29 | 2020-11-20 | $246,135 | $234,475 | $11,659 | $11,659 |
| BID CORP LTD NPV | P | 2020-06-23 | 2020-08-14 | $17,600 | $17,961 | -$361 | -$361 |
| BID CORP LTD NPV | P | 2020-06-24 | 2020-08-14 | $53,060 | $54,749 | -$1,689 | -$1,689 |
| BID CORP LTD NPV | P | 2020-06-25 | 2020-08-14 | $45,148 | $45,536 | -$388 | -$388 |
| BID CORP LTD NPV | P | 2020-06-26 | 2020-08-14 | $55,731 | $56,560 | -$829 | -$829 |
| BID CORP LTD NPV | P | 2020-06-29 | 2020-08-14 | $13,546 | $13,594 | -$48 | -$48 |
| BIDVEST GROUP ZAR0.05 | P | 2019-01-29 | 2020-11-20 | $26,525 | $37,814 | -$11,289 | -$11,289 |
| BIDVEST GROUP ZAR0.05 | P | 2019-01-30 | 2020-11-20 | $77,105 | $109,582 | -$32,477 | -$32,477 |
| BIDVEST GROUP ZAR0.05 | P | 2019-01-31 | 2020-11-20 | $39,778 | $57,815 | -$18,037 | -$18,037 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-01 | 2020-11-20 | $39,271 | $58,419 | -$19,148 | -$19,148 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-04 | 2020-11-20 | $26,174 | $37,994 | -$11,820 | -$11,820 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-05 | 2020-11-20 | $45,814 | $66,626 | -$20,812 | -$20,812 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-06 | 2020-11-20 | $65,093 | $95,766 | -$30,672 | -$30,672 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-07 | 2020-11-20 | $14,152 | $20,488 | -$6,337 | -$6,337 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-08 | 2020-11-20 | $37,938 | $53,665 | -$15,727 | -$15,727 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-11 | 2020-11-20 | $30,092 | $42,127 | -$12,035 | -$12,035 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-12 | 2020-11-20 | $24,075 | $33,351 | -$9,276 | -$9,276 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-13 | 2020-11-20 | $24,778 | $33,886 | -$9,108 | -$9,108 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-14 | 2020-11-20 | $31,270 | $42,057 | -$10,787 | -$10,787 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-15 | 2020-11-20 | $44,098 | $58,708 | -$14,610 | -$14,610 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-18 | 2020-11-20 | $12,053 | $16,275 | -$4,222 | -$4,222 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-19 | 2020-11-20 | $23,331 | $31,572 | -$8,241 | -$8,241 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-20 | 2020-11-20 | $24,137 | $32,854 | -$8,717 | -$8,717 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-21 | 2020-11-20 | $38,733 | $54,002 | -$15,269 | -$15,269 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-22 | 2020-11-20 | $18,535 | $25,914 | -$7,379 | -$7,379 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-25 | 2020-11-20 | $22,101 | $31,480 | -$9,379 | -$9,379 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-26 | 2020-11-20 | $32,593 | $47,707 | -$15,113 | -$15,113 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-27 | 2020-11-20 | $30,019 | $44,014 | -$13,994 | -$13,994 |
| BIDVEST GROUP ZAR0.05 | P | 2019-02-28 | 2020-11-20 | $34,226 | $49,603 | -$15,377 | -$15,377 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-01 | 2020-11-20 | $47,003 | $68,735 | -$21,731 | -$21,731 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-04 | 2020-11-20 | $43,912 | $64,113 | -$20,200 | -$20,200 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-05 | 2020-11-20 | $56,565 | $79,620 | -$23,055 | -$23,055 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-06 | 2020-11-20 | $56,637 | $79,874 | -$23,237 | -$23,237 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-07 | 2020-11-20 | $17,687 | $24,554 | -$6,867 | -$6,867 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-08 | 2020-11-20 | $38,589 | $51,947 | -$13,359 | -$13,359 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-11 | 2020-11-20 | $39,881 | $53,194 | -$13,313 | -$13,313 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-12 | 2020-11-20 | $28,396 | $38,091 | -$9,694 | -$9,694 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-13 | 2020-11-20 | $36,325 | $48,914 | -$12,589 | -$12,589 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-14 | 2020-11-20 | $26,081 | $34,925 | -$8,844 | -$8,844 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-15 | 2020-11-20 | $81,013 | $109,007 | -$27,994 | -$27,994 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-18 | 2020-11-20 | $42,072 | $56,752 | -$14,679 | -$14,679 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-19 | 2020-11-20 | $32,883 | $43,601 | -$10,719 | -$10,719 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-20 | 2020-11-20 | $118,433 | $157,353 | -$38,920 | -$38,920 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-22 | 2020-11-20 | $36,201 | $48,821 | -$12,620 | -$12,620 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-25 | 2020-11-20 | $30,257 | $39,722 | -$9,465 | -$9,465 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-26 | 2020-11-20 | $28,448 | $37,791 | -$9,343 | -$9,343 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-27 | 2020-11-20 | $32,852 | $42,889 | -$10,038 | -$10,038 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-28 | 2020-11-20 | $63,439 | $79,517 | -$16,078 | -$16,078 |
| BIDVEST GROUP ZAR0.05 | P | 2019-03-29 | 2020-11-20 | $60,772 | $77,320 | -$16,548 | -$16,548 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-01 | 2020-11-20 | $39,188 | $52,597 | -$13,409 | -$13,409 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-02 | 2020-11-20 | $63,150 | $86,512 | -$23,362 | -$23,362 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-03 | 2020-11-20 | $34,743 | $47,939 | -$13,196 | -$13,196 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-04 | 2020-11-20 | $29,730 | $41,500 | -$11,770 | -$11,770 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-05 | 2020-11-20 | $25,316 | $36,043 | -$10,727 | -$10,727 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-08 | 2020-11-20 | $25,750 | $36,803 | -$11,053 | -$11,053 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-09 | 2020-11-20 | $34,609 | $49,694 | -$15,085 | -$15,085 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-10 | 2020-11-20 | $17,615 | $25,590 | -$7,976 | -$7,976 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-11 | 2020-11-20 | $20,985 | $30,958 | -$9,973 | -$9,973 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-12 | 2020-11-20 | $16,260 | $23,985 | -$7,725 | -$7,725 |
| BIDVEST GROUP ZAR0.05 | P | 2019-04-15 | 2020-11-20 | $13,779 | $20,709 | -$6,929 | -$6,929 |
| BIDVEST GROUP ZAR0.05 | P | 2019-09-09 | 2020-11-20 | $30,019 | $38,381 | -$8,362 | -$8,362 |
| BIDVEST GROUP ZAR0.05 | P | 2020-06-24 | 2020-11-20 | $73,653 | $61,944 | $11,709 | $11,709 |
| BIDVEST GROUP ZAR0.05 | P | 2020-06-25 | 2020-11-20 | $30,795 | $24,992 | $5,802 | $5,802 |
| BIDVEST GROUP ZAR0.05 | P | 2020-06-26 | 2020-11-20 | $22,008 | $17,889 | $4,119 | $4,119 |
| BIDVEST GROUP ZAR0.05 | P | 2020-06-29 | 2020-11-20 | $15,196 | $12,249 | $2,946 | $2,946 |
| BIDVEST GROUP ZAR0.05 | P | 2020-06-30 | 2020-11-20 | $13,387 | $10,713 | $2,673 | $2,673 |
| BIDVEST GROUP ZAR0.05 | P | 2020-07-07 | 2020-11-20 | $44,708 | $37,068 | $7,641 | $7,641 |
| BIDVEST GROUP ZAR0.05 | P | 2020-07-08 | 2020-11-20 | $34,402 | $28,091 | $6,311 | $6,311 |
| BIDVEST GROUP ZAR0.05 | P | 2020-07-09 | 2020-11-20 | $19,000 | $15,579 | $3,420 | $3,420 |
| BIDVEST GROUP ZAR0.05 | P | 2020-07-10 | 2020-11-20 | $25,636 | $20,857 | $4,779 | $4,779 |
| BIDVEST GROUP ZAR0.05 | P | 2020-07-13 | 2020-11-20 | $29,792 | $25,143 | $4,648 | $4,648 |
| BIDVEST GROUP ZAR0.05 | P | 2020-07-14 | 2020-11-20 | $29,606 | $25,689 | $3,917 | $3,917 |
| BIDVEST GROUP ZAR0.05 | P | 2020-07-16 | 2020-11-20 | $78,707 | $67,277 | $11,431 | $11,431 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-05 | 2020-11-20 | $39,964 | $31,190 | $8,773 | $8,773 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-06 | 2020-11-20 | $44,264 | $34,718 | $9,546 | $9,546 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-07 | 2020-11-20 | $24,634 | $19,100 | $5,533 | $5,533 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-11 | 2020-11-20 | $19,134 | $14,840 | $4,294 | $4,294 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-12 | 2020-11-20 | $12,467 | $9,944 | $2,522 | $2,522 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-13 | 2020-11-20 | $14,741 | $11,792 | $2,949 | $2,949 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-14 | 2020-11-20 | $25,223 | $20,043 | $5,179 | $5,179 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-17 | 2020-11-20 | $28,128 | $22,066 | $6,062 | $6,062 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-18 | 2020-11-20 | $17,139 | $13,593 | $3,546 | $3,546 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-19 | 2020-11-20 | $19,093 | $15,703 | $3,390 | $3,390 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-20 | 2020-11-20 | $34,444 | $28,072 | $6,372 | $6,372 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-21 | 2020-11-20 | $20,592 | $16,720 | $3,872 | $3,872 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-24 | 2020-11-20 | $15,103 | $12,688 | $2,415 | $2,415 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-25 | 2020-11-20 | $17,294 | $14,533 | $2,761 | $2,761 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-26 | 2020-11-20 | $19,455 | $16,160 | $3,294 | $3,294 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-27 | 2020-11-20 | $12,704 | $10,438 | $2,266 | $2,266 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-28 | 2020-11-20 | $17,294 | $13,926 | $3,368 | $3,368 |
| BIDVEST GROUP ZAR0.05 | P | 2020-08-31 | 2020-11-20 | $49,681 | $39,781 | $9,900 | $9,900 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-01 | 2020-11-20 | $37,875 | $30,132 | $7,743 | $7,743 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-02 | 2020-11-20 | $15,154 | $12,397 | $2,757 | $2,757 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-03 | 2020-11-20 | $26,029 | $20,728 | $5,301 | $5,301 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-04 | 2020-11-20 | $28,872 | $22,708 | $6,164 | $6,164 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-07 | 2020-11-20 | $72,764 | $56,498 | $16,266 | $16,266 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-08 | 2020-11-20 | $25,429 | $20,516 | $4,913 | $4,913 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-09 | 2020-11-20 | $11,588 | $9,850 | $1,738 | $1,738 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-10 | 2020-11-20 | $11,795 | $10,188 | $1,607 | $1,607 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-11 | 2020-11-20 | $16,777 | $14,030 | $2,747 | $2,747 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-14 | 2020-11-20 | $18,369 | $15,957 | $2,412 | $2,412 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-15 | 2020-11-20 | $23,362 | $20,339 | $3,023 | $3,023 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-16 | 2020-11-20 | $52,988 | $45,625 | $7,364 | $7,364 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-17 | 2020-11-20 | $72,505 | $63,203 | $9,302 | $9,302 |
| BIDVEST GROUP ZAR0.05 | P | 2020-09-18 | 2020-11-20 | $61,961 | $53,289 | $8,672 | $8,672 |
| BK NEW YORK MELLON 2.6% DUE 02-07-2022 | P | 2017-01-31 | 2020-10-28 | $256,963 | $249,858 | $7,105 | $7,105 |
| BK NEW YORK MELLON 2.661% DUE 05-16-2023 | P | 2018-01-18 | 2020-09-29 | $310,440 | $298,840 | $11,600 | $11,600 |
| BK NEW YORK MELLON 2.8% DUE 05-04-2026 | P | 2016-12-28 | 2020-10-28 | $464,587 | $409,479 | $55,108 | $55,108 |
| BK NOVA SCOTIA B C 1.625% DUE 05-01-2023 | P | 2020-04-14 | 2020-10-07 | $615,450 | $599,190 | $16,260 | $16,260 |
| BK NOVA SCOTIA B C 2.15% DUE 07-14-2020 | P | 2017-07-11 | 2020-07-14 | $200,000 | $200,000 | $0 | $0 |
| BK NOVA SCOTIA B C 2.45% DUE 03-22-2021 | P | 2016-03-17 | 2020-10-28 | $33,279 | $32,994 | $285 | $285 |
| BK NOVA SCOTIA B C 3.125% DUE 04-20-2021 | P | 2018-09-19 | 2020-10-28 | $405,428 | $399,556 | $5,872 | $5,872 |
| BLACKROCK INC FIXED 1.9% DUE 01-28-2031 | P | 2020-04-27 | 2020-12-07 | $219,566 | $211,286 | $8,280 | $8,280 |
| BLACKROCK INC FIXED 1.9% DUE 01-28-2031 | P | 2020-04-27 | 2020-09-15 | $269,406 | $257,114 | $12,292 | $12,292 |
| BLOOM | P | 2002-05-03 | 2020-09-18 | $370,571 | $10,960 | $359,611 | $359,611 |
| BLOOM | P | 2002-05-03 | 2020-09-18 | $95,093 | $2,760 | $92,334 | $92,334 |
| BLOOM | P | 2003-08-28 | 2020-09-18 | $282,591 | $25,094 | $257,498 | $257,498 |
| BLOOM | P | 2002-05-03 | 2020-09-18 | $388,659 | $10,960 | $377,699 | $377,699 |
| BLOOM | P | 2003-08-28 | 2020-09-22 | $31,780 | $2,884 | $28,896 | $28,896 |
| BLOOM | P | 2004-09-08 | 2020-09-22 | $62,465 | $27,899 | $34,566 | $34,566 |
| BLOOM | P | 2006-03-06 | 2020-09-22 | $17,500 | $16,733 | $768 | $768 |
| BLOOM | P | 2007-10-31 | 2020-09-22 | $12,948 | $13,578 | -$630 | -$630 |
| BLOOM | P | 2008-09-10 | 2020-09-22 | $12,948 | $13,578 | -$630 | -$630 |
| BLOOM | P | 2009-03-03 | 2020-09-22 | $11,852 | $19,529 | -$7,677 | -$7,677 |
| BLOOM | P | 2012-05-08 | 2020-09-22 | $24,497 | $56,144 | -$31,647 | -$31,647 |
| BLOOM | P | 2014-11-26 | 2020-09-22 | $32,556 | $74,614 | -$42,058 | -$42,058 |
| BLOOM | P | 2020-04-20 | 2020-09-22 | $162,998 | $77,344 | $85,654 | $85,654 |
| BNP PARIBAS SR NON PFD 3.5% 03-01-2023 | P | 2019-02-04 | 2020-10-08 | $212,614 | $198,813 | $13,801 | $13,801 |
| BOEING CO 2.7% DUE 02-01-2027 | P | 2019-07-29 | 2020-03-17 | $272,478 | $309,163 | -$36,685 | -$36,685 |
| BOEING CO SR NT 4.875 DUE 02-15-2020 | P | 2015-07-06 | 2020-02-18 | $250,000 | $250,000 | $0 | $0 |
| BRISTOL MYERS 3.4% DUE 07-26-2029 | P | 2019-05-07 | 2020-02-10 | $403,483 | $364,175 | $39,308 | $39,308 |
| BROOKFIELD FIN INC 4.85% 03-29-2029 | P | 2019-04-01 | 2020-01-08 | $33,491 | $29,699 | $3,792 | $3,792 |
| BROOKFIELD FIN INC 4.85% 03-29-2029 | P | 2019-04-01 | 2020-01-09 | $98,507 | $87,049 | $11,458 | $11,458 |
| BSTN SCIENTIFIC 3.75% DUE 03-01-2026 | P | 2019-02-21 | 2020-10-13 | $83,613 | $72,842 | $10,771 | $10,771 |
| BSTN SCIENTIFIC 3.75% DUE 03-01-2026 | P | 2019-02-21 | 2020-09-15 | $48,191 | $41,908 | $6,283 | $6,283 |
| BUNGE LTD FIN CORP 3.5% DUE 11-24-2020 | P | 2015-11-19 | 2020-11-24 | $47,000 | $47,000 | $0 | $0 |
| CANADIAN NAT RES LTD 3.45 DUE 11-15-2021 | P | 2018-09-19 | 2020-03-31 | $121,341 | $129,458 | -$8,117 | -$8,117 |
| CAP 1 FINL CORP 3.05% DUE 03-09-2022 | P | 2017-03-06 | 2020-10-28 | $206,660 | $199,963 | $6,697 | $6,697 |
| CAPITAL ONE 2.15% DUE 09-06-2022 | P | 2019-09-03 | 2020-06-10 | $255,490 | $249,914 | $5,576 | $5,576 |
| CARMAX AUTO OWNER 3.13% DUE 06-15-2023 | P | 2018-07-18 | 2020-07-14 | $64,228 | $64,219 | $9 | $9 |
| CARMAX AUTO OWNER 3.13% DUE 06-15-2023 | P | 2018-07-18 | 2020-10-14 | $60,334 | $60,326 | $8 | $8 |
| CARMAX AUTO OWNER 3.13% DUE 06-15-2023 | P | 2018-07-18 | 2020-06-12 | $11,993 | $11,992 | $2 | $2 |
| CARMAX AUTO OWNER 3.13% DUE 06-15-2023 | P | 2018-07-18 | 2020-09-14 | $61,131 | $61,122 | $8 | $8 |
| CARMAX AUTO OWNER 3.13% DUE 06-15-2023 | P | 2018-07-18 | 2020-08-14 | $66,265 | $66,256 | $9 | $9 |
| CARMAX AUTO OWNER 3.13% DUE 06-15-2023 | P | 2018-07-18 | 2020-12-14 | $54,944 | $54,937 | $7 | $7 |
| CARMAX AUTO OWNER 3.13% DUE 06-15-2023 | P | 2018-07-18 | 2020-11-13 | $60,543 | $60,535 | $8 | $8 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-14 | 2020-04-13 | $79,045 | $94,509 | -$15,464 | -$15,464 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-08 | 2020-04-07 | $26,778 | $30,733 | -$3,955 | -$3,955 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-09 | 2020-04-07 | $87,030 | $99,771 | -$12,741 | -$12,741 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-19 | 2020-04-15 | $167,992 | $201,622 | -$33,630 | -$33,630 |
| CATCHER TECHNOLOGY TWD10 | P | 2019-09-09 | 2020-04-15 | $34,998 | $36,438 | -$1,440 | -$1,440 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-31 | 2020-03-27 | $45,008 | $50,766 | -$5,758 | -$5,758 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-01 | 2020-03-27 | $64,297 | $71,578 | -$7,281 | -$7,281 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-02 | 2020-03-27 | $32,148 | $35,297 | -$3,149 | -$3,149 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-05 | 2020-03-31 | $77,359 | $86,186 | -$8,827 | -$8,827 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-06 | 2020-03-31 | $103,146 | $117,901 | -$14,755 | -$14,755 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-07 | 2020-03-31 | $25,786 | $30,379 | -$4,593 | -$4,593 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-14 | 2020-04-14 | $66,894 | $78,757 | -$11,864 | -$11,864 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-19 | 2020-04-14 | $100,340 | $126,014 | -$25,674 | -$25,674 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-07 | 2020-04-06 | $13,309 | $15,190 | -$1,881 | -$1,881 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-08 | 2020-04-06 | $99,815 | $115,250 | -$15,434 | -$15,434 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-30 | 2020-03-26 | $51,142 | $58,281 | -$7,139 | -$7,139 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-31 | 2020-03-26 | $51,142 | $58,018 | -$6,877 | -$6,877 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-09 | 2020-04-08 | $33,621 | $38,373 | -$4,752 | -$4,752 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-12 | 2020-04-08 | $73,966 | $83,842 | -$9,876 | -$9,876 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-07 | 2020-04-01 | $170,808 | $197,466 | -$26,658 | -$26,658 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-25 | 2020-03-24 | $43,909 | $50,497 | -$6,588 | -$6,588 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-26 | 2020-03-24 | $87,818 | $100,754 | -$12,937 | -$12,937 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-29 | 2020-03-24 | $6,273 | $7,153 | -$880 | -$880 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-12 | 2020-04-09 | $127,453 | $144,819 | -$17,366 | -$17,366 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-13 | 2020-04-09 | $20,124 | $22,731 | -$2,607 | -$2,607 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-23 | 2020-03-20 | $30,748 | $35,201 | -$4,453 | -$4,453 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-24 | 2020-03-20 | $30,748 | $35,783 | -$5,034 | -$5,034 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-24 | 2020-03-23 | $47,739 | $57,252 | -$9,513 | -$9,513 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-25 | 2020-03-23 | $23,870 | $28,855 | -$4,986 | -$4,986 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-29 | 2020-03-25 | $78,229 | $85,831 | -$7,602 | -$7,602 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-08-30 | 2020-03-25 | $58,672 | $65,566 | -$6,895 | -$6,895 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-02 | 2020-03-30 | $55,752 | $63,535 | -$7,783 | -$7,783 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-05 | 2020-03-30 | $6,195 | $7,182 | -$988 | -$988 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-13 | 2020-04-10 | $84,994 | $98,501 | -$13,507 | -$13,507 |
| CATCHER TECHNOLOGY TWD10 | P | 2016-09-14 | 2020-04-10 | $6,538 | $7,876 | -$1,338 | -$1,338 |
| CATERPILLAR FINL SVCS CORP MEDIUM TERM | P | 2017-01-05 | 2020-01-10 | $100,000 | $100,000 | $0 | $0 |
| CBS CORP NEW FIXED 4.2% DUE 06-01-2029 | P | 2019-12-09 | 2020-02-05 | $166,890 | $162,747 | $4,143 | $4,143 |
| CDN NAT RES LTD 3.8% DUE 04-15-2024 | P | 2016-11-28 | 2020-03-26 | $61,875 | $73,634 | -$11,759 | -$11,759 |
| CHEVRON CORP NEW 2.419% DUE 11-17-2020 | P | 2015-11-09 | 2020-11-17 | $190,000 | $190,000 | $0 | $0 |
| CHEVRON CORP NEW 2.566% DUE 05-16-2023 | P | 2016-05-09 | 2020-10-28 | $131,471 | $125,000 | $6,471 | $6,471 |
| CHINA MOBILE LTD NPV | P | 2007-09-05 | 2020-11-20 | $381,015 | $861,848 | -$480,833 | -$480,833 |
| CHINA MOBILE LTD NPV | P | 2010-10-13 | 2020-11-20 | $217,723 | $379,699 | -$161,977 | -$161,977 |
| CHINA MOBILE LTD NPV | P | 2011-07-22 | 2020-11-20 | $308,440 | $504,237 | -$195,796 | -$195,796 |
| CHINA MOBILE LTD NPV | P | 2011-12-12 | 2020-11-20 | $483,828 | $773,750 | -$289,922 | -$289,922 |
| CHINA MOBILE LTD NPV | P | 2014-05-02 | 2020-11-20 | $269,129 | $416,816 | -$147,687 | -$147,687 |
| CHINA MOBILE LTD NPV | P | 2014-11-04 | 2020-11-20 | $178,412 | $369,647 | -$191,235 | -$191,235 |
| CHINA MOBILE LTD NPV | P | 2015-10-14 | 2020-11-20 | $48,383 | $94,592 | -$46,209 | -$46,209 |
| CHINA MOBILE LTD NPV | P | 2018-06-26 | 2020-11-20 | $142,124 | $208,856 | -$66,731 | -$66,731 |
| CHINA MOBILE LTD NPV | P | 2019-09-09 | 2020-11-20 | $33,263 | $46,371 | -$13,108 | -$13,108 |
| CHINA MOBILE LTD NPV | P | 2019-09-12 | 2020-11-20 | $347,751 | $495,180 | -$147,428 | -$147,428 |
| CHINA MOBILE LTD NPV | P | 2019-12-19 | 2020-11-20 | $228,790 | $303,273 | -$74,483 | -$74,483 |
| CHINA MOBILE LTD NPV | P | 2019-12-20 | 2020-11-20 | $182,464 | $248,375 | -$65,912 | -$65,912 |
| CHINA MOBILE LTD NPV | P | 2020-07-16 | 2020-11-20 | $105,837 | $122,559 | -$16,721 | -$16,721 |
| CHINA MOBILE LTD NPV | P | 2007-09-05 | 2020-08-14 | $409,869 | $738,727 | -$328,858 | -$328,858 |
| CHUBB INA HOLDINGS INC 2.3% 11-03-2020 | P | 2016-03-08 | 2020-11-03 | $200,000 | $200,000 | $0 | $0 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-09-23 | $497,674 | $254,494 | $243,179 | $243,179 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-02-14 | $910 | $505 | $405 | $405 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-11-17 | $7,454 | $4,040 | $3,415 | $3,415 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-08-13 | $2,798 | $1,515 | $1,283 | $1,283 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-02-20 | $2,547 | $1,515 | $1,032 | $1,032 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-08-11 | $25,548 | $13,634 | $11,914 | $11,914 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-02-19 | $4,306 | $2,525 | $1,782 | $1,782 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-08-12 | $10,355 | $5,554 | $4,800 | $4,800 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-11-18 | $7,320 | $4,040 | $3,280 | $3,280 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-11-16 | $12,289 | $6,564 | $5,725 | $5,725 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-11-13 | $12,110 | $6,564 | $5,546 | $5,546 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-02-12 | $1,845 | $1,010 | $836 | $836 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-11-20 | $4,589 | $2,525 | $2,064 | $2,064 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-08-04 | $21,107 | $11,109 | $9,998 | $9,998 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-02-21 | $18,538 | $11,109 | $7,429 | $7,429 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-11-19 | $12,993 | $7,069 | $5,924 | $5,924 |
| CHUGOKU MAR PAINTS NPV | P | 2013-12-25 | 2020-08-05 | $18,203 | $9,594 | $8,609 | $8,609 |
| CIGNA CORP NEW 4.125% DUE 09-15-2020 BEO | P | 2015-11-16 | 2020-09-15 | $225,000 | $225,000 | $0 | $0 |
| CITIBANK N A 2.125% 10-20-2020 | P | 2019-01-08 | 2020-09-21 | $250,000 | $249,756 | $244 | $244 |
| CITIGROUP INC 2.4% DUE 02-18-2020 | P | 2015-06-16 | 2020-02-18 | $350,000 | $350,000 | $0 | $0 |
| CITIGROUP INC 2.4% DUE 02-18-2020 | P | 2015-08-07 | 2020-02-18 | $100,000 | $100,000 | $0 | $0 |
| CITIGROUP INC 2.7% DUE 03-30-2021 | P | 2016-03-22 | 2020-10-28 | $245,413 | $242,969 | $2,444 | $2,444 |
| CITIGROUP INC 2.9% DUE 12-08-2021 | P | 2016-12-01 | 2020-10-28 | $205,174 | $199,920 | $5,254 | $5,254 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-11-24 | $3,902 | $3,620 | $283 | $283 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-01-24 | $47 | $44 | $3 | $3 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-12-24 | $3,985 | $3,696 | $289 | $289 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-08-24 | $183 | $170 | $13 | $13 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-04-24 | $3,911 | $3,627 | $284 | $284 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-10-23 | $30,608 | $28,389 | $2,219 | $2,219 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-06-24 | $4,152 | $3,851 | $301 | $301 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-02-24 | $3,932 | $3,647 | $285 | $285 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-09-24 | $2,257 | $2,093 | $164 | $164 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-05-22 | $3,961 | $3,674 | $287 | $287 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-03-24 | $3,907 | $3,624 | $283 | $283 |
| CMO CR SUISSE 1ST BSTN MTG SECS CORP | P | 2016-01-26 | 2020-07-24 | $65,944 | $61,163 | $4,781 | $4,781 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-06-19 | $5,932 | $5,547 | $386 | $386 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-04-17 | $3,291 | $3,077 | $214 | $214 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-09-18 | $2,200 | $2,057 | $143 | $143 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-12-18 | $11,698 | $10,937 | $760 | $760 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-10-19 | $927 | $866 | $60 | $60 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-02-19 | $20,145 | $18,835 | $1,309 | $1,309 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-08-19 | $32,984 | $30,840 | $2,144 | $2,144 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-01-17 | $30,699 | $28,704 | $1,995 | $1,995 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-03-19 | $10,097 | $9,441 | $656 | $656 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-11-19 | $1,622 | $1,517 | $105 | $105 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-05-19 | $11,496 | $10,748 | $747 | $747 |
| CMO SEQUOIA MTG TR SER 2003-3 CL A1 | P | 2015-08-25 | 2020-07-17 | $912 | $853 | $59 | $59 |
| COCA COLA CO 1.45% DUE 06-01-2027 | P | 2020-04-29 | 2020-10-28 | $433,129 | $419,527 | $13,602 | $13,602 |
| COLLEGIUM | P | 2008-06-23 | 2020-02-07 | $150,607 | $59,910 | $90,697 | $90,697 |
| COLLEGIUM | P | 2008-06-23 | 2020-02-07 | $151,273 | $59,910 | $91,364 | $91,364 |
| COLLEGIUM | P | 2008-06-23 | 2020-02-26 | $136,102 | $58,933 | $77,170 | $77,170 |
| COLLEGIUM | P | 2010-03-02 | 2020-02-26 | $12,139 | $5,256 | $6,883 | $6,883 |
| COLLEGIUM | P | 2010-04-05 | 2020-02-26 | $19,788 | $8,568 | $11,220 | $11,220 |
| COLLEGIUM | P | 2011-02-28 | 2020-02-26 | $34,590 | $14,977 | $19,612 | $19,612 |
| COLLEGIUM | P | 2011-06-30 | 2020-02-26 | $26,693 | $11,558 | $15,135 | $15,135 |
| COLLEGIUM | P | 2013-08-27 | 2020-02-26 | $47,383 | $20,517 | $26,866 | $26,866 |
| COMCAST CORP NEW 1.5% DUE 02-15-2031 | P | 2020-08-11 | 2020-10-28 | $295,305 | $298,989 | -$3,684 | -$3,684 |
| COMERICA BK DALLAS 2.5% DUE 06-02-2020 | P | 2015-09-29 | 2020-06-02 | $250,000 | $250,000 | $0 | $0 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-13 | 2020-11-19 | $64,672 | $31,618 | $33,054 | $33,054 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-14 | 2020-11-19 | $18,457 | $8,939 | $9,517 | $9,517 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-18 | 2020-11-19 | $10,533 | $5,153 | $5,380 | $5,380 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-19 | 2020-11-19 | $21,403 | $10,469 | $10,933 | $10,933 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-20 | 2020-11-19 | $32,374 | $15,801 | $16,573 | $16,573 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-21 | 2020-11-19 | $25,989 | $12,711 | $13,278 | $13,278 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-25 | 2020-11-19 | $38,778 | $19,054 | $19,724 | $19,724 |
| COMMERCIAL INTL BK EGP10 | P | 2011-12-12 | 2020-11-19 | $604,882 | $230,530 | $374,352 | $374,352 |
| COMMERCIAL INTL BK EGP10 | P | 2014-05-04 | 2020-11-19 | $336,673 | $290,466 | $46,207 | $46,207 |
| COMMERCIAL INTL BK EGP10 | P | 2014-11-04 | 2020-11-19 | $223,198 | $257,833 | -$34,635 | -$34,635 |
| COMMERCIAL INTL BK EGP10 | P | 2015-10-19 | 2020-11-19 | $59,261 | $65,232 | -$5,972 | -$5,972 |
| COMMERCIAL INTL BK EGP10 | P | 2019-09-09 | 2020-11-19 | $41,451 | $51,901 | -$10,450 | -$10,450 |
| COMMERCIAL INTL BK EGP10 | P | 2020-07-16 | 2020-11-19 | $15,153 | $15,083 | $70 | $70 |
| COMMERCIAL INTL BK EGP10 | P | 2020-07-20 | 2020-11-19 | $19,695 | $19,483 | $213 | $213 |
| COMMERCIAL INTL BK EGP10 | P | 2020-07-21 | 2020-11-19 | $58,314 | $59,399 | -$1,085 | -$1,085 |
| COMMERCIAL INTL BK EGP10 | P | 2010-07-15 | 2020-11-18 | $443,680 | $0 | $443,680 | $443,680 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-19 | 2020-11-18 | $17,451 | $9,758 | $7,692 | $7,692 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-20 | 2020-11-18 | $25,600 | $14,279 | $11,321 | $11,321 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-21 | 2020-11-18 | $38,401 | $21,071 | $17,329 | $17,329 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-22 | 2020-11-18 | $68,481 | $36,955 | $31,527 | $31,527 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-23 | 2020-11-18 | $104,118 | $55,821 | $48,297 | $48,297 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-26 | 2020-11-18 | $15,517 | $8,236 | $7,281 | $7,281 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-27 | 2020-11-18 | $82,187 | $42,392 | $39,795 | $39,795 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-28 | 2020-11-18 | $81,517 | $42,012 | $39,505 | $39,505 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-29 | 2020-11-18 | $25,355 | $12,835 | $12,520 | $12,520 |
| COMMERCIAL INTL BK EGP10 | P | 2011-06-30 | 2020-11-18 | $53,012 | $28,030 | $24,982 | $24,982 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-05 | 2020-11-18 | $25,978 | $13,921 | $12,057 | $12,057 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-06 | 2020-11-18 | $19,545 | $10,250 | $9,295 | $9,295 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-11 | 2020-11-18 | $14,187 | $7,148 | $7,039 | $7,039 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-12 | 2020-11-18 | $24,827 | $11,967 | $12,860 | $12,860 |
| COMMERCIAL INTL BK EGP10 | P | 2011-07-13 | 2020-11-18 | $6,548 | $3,164 | $3,384 | $3,384 |
| COMMERCIAL INTL BK EGP10 | P | 2010-07-15 | 2020-08-17 | $303,859 | $0 | $303,859 | $303,859 |
| COMWLTH EDISON CO 4% DUE 08-01-2020 | P | 2015-09-09 | 2020-08-01 | $175,000 | $175,000 | $0 | $0 |
| CONAGRA BRANDS INC 4.6% 11-01-2025 | P | 2018-10-16 | 2020-01-02 | $66,327 | $60,067 | $6,260 | $6,260 |
| CONAGRA BRANDS INC 4.6% 11-01-2025 | P | 2018-10-16 | 2020-02-07 | $73,088 | $65,071 | $8,017 | $8,017 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-04 | 2020-11-20 | $35,155 | $37,556 | -$2,401 | -$2,401 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-05 | 2020-11-20 | $87,135 | $94,928 | -$7,793 | -$7,793 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-06 | 2020-11-20 | $69,391 | $74,292 | -$4,902 | -$4,902 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-09 | 2020-11-20 | $79,798 | $79,779 | $19 | $19 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-10 | 2020-11-20 | $105,402 | $108,216 | -$2,814 | -$2,814 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-11 | 2020-11-20 | $199,329 | $204,655 | -$5,327 | -$5,327 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-12 | 2020-11-20 | $294,290 | $284,178 | $10,112 | $10,112 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-13 | 2020-11-20 | $365,491 | $346,097 | $19,394 | $19,394 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-16 | 2020-11-20 | $227,938 | $210,432 | $17,506 | $17,506 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-17 | 2020-11-20 | $234,657 | $214,115 | $20,543 | $20,543 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-07-16 | 2020-11-20 | $62,728 | $64,078 | -$1,350 | -$1,350 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-03 | 2020-08-14 | $120,661 | $125,266 | -$4,604 | -$4,604 |
| CP ALL PCL THB1(ALIEN MKT) | P | 2020-03-04 | 2020-08-14 | $84,149 | $86,559 | -$2,410 | -$2,410 |
| CR ACCEP AUTO LN 2.56% DUE 10-15-2025 | P | 2017-02-14 | 2020-01-15 | $7,357 | $7,356 | $1 | $1 |
| CR ACCEP AUTO LN 3.02% DUE 04-15-2026 | P | 2017-07-10 | 2020-08-14 | $174,036 | $173,682 | $354 | $354 |
| CR ACCEP AUTO LN 3.02% DUE 04-15-2026 | P | 2017-07-10 | 2020-07-14 | $167,339 | $166,999 | $340 | $340 |
| CR ACCEP AUTO LN 3.02% DUE 04-15-2026 | P | 2017-07-10 | 2020-09-14 | $152,390 | $152,081 | $310 | $310 |
| CR ACCEP AUTO LN 3.02% DUE 04-15-2026 | P | 2017-07-10 | 2020-10-14 | $145,281 | $144,986 | $295 | $295 |
| CR ACCEP AUTO LN 3.02% DUE 04-15-2026 | P | 2017-07-10 | 2020-11-16 | $35,954 | $35,881 | $73 | $73 |
| CROWN CASTLE INTL 5.25% DUE 01-15-2023 | P | 2020-11-23 | 2020-12-28 | $76,694 | $76,503 | $191 | $191 |
| CVS HEALTH CORP 4.1% DUE 03-25-2025 | P | 2018-03-06 | 2020-08-27 | $618,103 | $534,414 | $83,689 | $83,689 |
| CVS HEALTH CORP 4.1% DUE 03-25-2025 | P | 2018-03-07 | 2020-08-27 | $13,787 | $11,979 | $1,807 | $1,807 |
| CVS HEALTH CORP 4.1% DUE 03-25-2025 | P | 2018-03-07 | 2020-12-22 | $198,989 | $174,716 | $24,273 | $24,273 |
| CVS HEALTH CORP 4.3% DUE 03-25-2028 | P | 2018-03-06 | 2020-12-22 | $68,867 | $57,377 | $11,490 | $11,490 |
| CVS HEALTH CORP 4.3% DUE 03-25-2028 | P | 2020-11-23 | 2020-12-22 | $211,352 | $209,373 | $1,979 | $1,979 |
| CVS HEALTH CORP 4.78% DUE 03-25-2038 | P | 2018-03-06 | 2020-01-08 | $22,592 | $19,626 | $2,966 | $2,966 |
| CVS HEALTH CORP 4.78% DUE 03-25-2038 | P | 2018-03-07 | 2020-01-08 | $33,887 | $29,967 | $3,920 | $3,920 |
| CVS HEALTH CORP 5.05% DUE 03-25-2048 | P | 2018-03-06 | 2020-10-29 | $142,526 | $111,391 | $31,135 | $31,135 |
| DAIHEN CORP NPV | P | 2016-05-17 | 2020-09-04 | $15,043 | $9,926 | $5,117 | $5,117 |
| DAIHEN CORP NPV | P | 2016-05-17 | 2020-09-03 | $7,594 | $4,963 | $2,631 | $2,631 |
| DAIHEN CORP NPV | P | 2016-05-18 | 2020-09-17 | $8,280 | $4,963 | $3,317 | $3,317 |
| DAIHEN CORP NPV | P | 2016-07-21 | 2020-09-17 | $49,912 | $28,192 | $21,720 | $21,720 |
| DAIHEN CORP NPV | P | 2016-05-17 | 2020-09-16 | $27,758 | $16,864 | $10,894 | $10,894 |
| DAIHEN CORP NPV | P | 2016-05-18 | 2020-09-16 | $25,340 | $15,458 | $9,882 | $9,882 |
| DAIHEN CORP NPV | P | 2016-05-16 | 2020-09-01 | $3,840 | $2,456 | $1,384 | $1,384 |
| DAIHEN CORP NPV | P | 2016-07-21 | 2020-09-18 | $8,185 | $4,677 | $3,508 | $3,508 |
| DAIHEN CORP NPV | P | 2016-07-22 | 2020-09-18 | $20,578 | $11,968 | $8,610 | $8,610 |
| DAIHEN CORP NPV | P | 2016-07-22 | 2020-09-23 | $78,080 | $45,388 | $32,692 | $32,692 |
| DAIHEN CORP NPV | P | 2016-07-25 | 2020-09-23 | $106,892 | $63,080 | $43,812 | $43,812 |
| DAIHEN CORP NPV | P | 2016-07-26 | 2020-09-23 | $41,112 | $23,989 | $17,123 | $17,123 |
| DAIHEN CORP NPV | P | 2016-07-27 | 2020-09-23 | $90,447 | $55,246 | $35,200 | $35,200 |
| DAIHEN CORP NPV | P | 2016-07-28 | 2020-09-23 | $49,335 | $29,167 | $20,168 | $20,168 |
| DAIHEN CORP NPV | P | 2016-07-29 | 2020-09-23 | $98,669 | $59,992 | $38,677 | $38,677 |
| DAIHEN CORP NPV | P | 2016-08-01 | 2020-09-23 | $44,845 | $28,130 | $16,715 | $16,715 |
| DAIHEN CORP NPV | P | 2016-08-02 | 2020-09-23 | $29,190 | $18,002 | $11,188 | $11,188 |
| DAIHEN CORP NPV | P | 2016-05-16 | 2020-09-02 | $37,125 | $24,113 | $13,012 | $13,012 |
| DAIHEN CORP NPV | P | 2016-05-17 | 2020-09-02 | $4,461 | $2,928 | $1,533 | $1,533 |
| DAIHEN CORP NPV | P | 2016-05-17 | 2020-09-08 | $11,180 | $7,444 | $3,736 | $3,736 |
| DAIMLER FIN N AMER 2.2% DUE 05-05-2020 | P | 2017-05-02 | 2020-05-05 | $150,000 | $150,000 | $0 | $0 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-21 | $32,742 | $19,864 | $12,878 | $12,878 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-24 | $57,326 | $34,762 | $22,564 | $22,564 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-07 | $274,206 | $157,257 | $116,949 | $116,949 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-20 | $19,450 | $11,587 | $7,862 | $7,862 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-09 | $286,765 | $165,533 | $121,232 | $121,232 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-08 | $103,713 | $62,903 | $40,811 | $40,811 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-22 | $93,305 | $56,281 | $37,023 | $37,023 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-14 | $25,866 | $14,898 | $10,968 | $10,968 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-10 | $129,214 | $74,490 | $54,724 | $54,724 |
| DAISEKI CO LTD NPV | P | 2016-02-02 | 2020-01-28 | $87,531 | $50,682 | $36,850 | $36,850 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-15 | $89,013 | $52,971 | $36,042 | $36,042 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-27 | $38,016 | $23,175 | $14,842 | $14,842 |
| DAISEKI CO LTD NPV | P | 2016-02-02 | 2020-01-27 | $8,146 | $4,751 | $3,395 | $3,395 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-06 | $57,391 | $33,107 | $24,284 | $24,284 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-17 | $63,849 | $38,073 | $25,776 | $25,776 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-23 | $65,341 | $39,728 | $25,613 | $25,613 |
| DAISEKI CO LTD NPV | P | 2014-04-08 | 2020-01-16 | $38,982 | $23,175 | $15,807 | $15,807 |
| DEERE JOHN CAP 2.65% DUE 01-06-2022 | P | 2017-01-03 | 2020-01-06 | $127,011 | $124,986 | $2,026 | $2,026 |
| DEERE JOHN CAP 2.65% DUE 01-06-2022 | P | 2017-03-10 | 2020-01-06 | $127,011 | $124,764 | $2,248 | $2,248 |
| DEERE JOHN CAP 2.65% DUE 06-24-2024 | P | 2017-06-19 | 2020-01-06 | $111,037 | $107,864 | $3,172 | $3,172 |
| DEERE JOHN CAP 2.65% DUE 06-24-2024 | P | 2017-06-19 | 2020-01-06 | $94,592 | $91,885 | $2,707 | $2,707 |
| DELTA AIR LINES 3.625% DUE 07-30-2027 | P | 2019-04-17 | 2020-01-15 | $16,437 | $16,695 | -$259 | -$259 |
| DELTA AIR LINES 3.625% DUE 07-30-2027 | P | 2019-04-17 | 2020-07-15 | $16,437 | $16,695 | -$259 | -$259 |
| DELTA AIR LINES 6.821% DUE 02-10-2024 | P | 2019-02-27 | 2020-07-24 | $35,630 | $38,822 | -$3,192 | -$3,192 |
| DELTA AIR LINES 6.821% DUE 02-10-2024 | P | 2019-02-27 | 2020-01-26 | $18,547 | $20,208 | -$1,662 | -$1,662 |
| DENKA COMPANY LTD NPV | P | 2014-04-08 | 2020-04-07 | $272,741 | $177,700 | $95,041 | $95,041 |
| DEUTSCHE BK A G 2.7% DUE 07-13-2020 | P | 2017-07-10 | 2020-07-13 | $200,000 | $200,000 | $0 | $0 |
| DH EUROPE FIN II S 2.6% DUE 11-15-2029 | P | 2019-10-29 | 2020-01-27 | $229,079 | $224,788 | $4,292 | $4,292 |
| DIAGEO CAP PLC 1.375% DUE 09-29-2025 | P | 2020-04-27 | 2020-10-28 | $205,352 | $199,331 | $6,021 | $6,021 |
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-10-19 | $5,595 | $5,595 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-01-17 | $12,520 | $12,520 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-11-19 | $5,528 | $5,528 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-05-19 | $5,094 | $5,094 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-03-19 | $8,650 | $8,650 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-02-19 | $12,122 | $12,122 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-08-19 | $6,275 | $6,275 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-12-18 | $4,542 | $4,542 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-04-17 | $6,834 | $6,834 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-06-19 | $5,050 | $5,050 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-07-17 | $5,518 | $5,518 | ||
| DIAMOND RESORTS OWNER TRUST SRS 18-1 | P | 2018-08-14 | 2020-09-18 | $5,706 | $5,706 | ||
| DISNEY WALT CO 5.65% DUE 08-15-2020 | P | 2015-11-03 | 2020-08-17 | $180,000 | $180,000 | $0 | $0 |
| DOCUSIGN | P | 2015-04-30 | 2020-07-01 | $102,608 | $11,208 | $91,401 | $91,401 |
| DOCUSIGN | P | 2015-04-30 | 2020-07-01 | $210,008 | $22,415 | $187,593 | $187,593 |
| DOCUSIGN | P | 2015-04-30 | 2020-07-02 | $214,290 | $22,415 | $191,875 | $191,875 |
| DOCUSIGN | P | 2015-04-30 | 2020-07-02 | $151,739 | $15,523 | $136,216 | $136,216 |
| DOCUSIGN | P | 2017-10-06 | 2020-07-02 | $67,377 | $5,661 | $61,717 | $61,717 |
| DOCUSIGN | P | 2017-10-06 | 2020-07-02 | $344,889 | $27,551 | $317,338 | $317,338 |
| DOCUSIGN | P | 2015-04-30 | 2020-09-23 | $254,069 | $22,415 | $231,654 | $231,654 |
| DOCUSIGN | P | 2015-04-30 | 2020-09-22 | $123,656 | $11,208 | $112,448 | $112,448 |
| DOCUSIGN INC COM | P | 2015-04-30 | 2020-10-01 | $258,665 | $22,415 | $236,250 | $236,250 |
| DOCUSIGN INC COM | P | 2015-04-30 | 2020-10-02 | $185,965 | $15,733 | $170,232 | $170,232 |
| DOCUSIGN INC COM | P | 2017-10-06 | 2020-10-02 | $78,990 | $5,488 | $73,502 | $73,502 |
| DOCUSIGN INC COM | P | 2017-10-06 | 2020-10-05 | $275,684 | $18,408 | $257,276 | $257,276 |
| DOCUSIGN INC COM | P | 2017-10-06 | 2020-10-09 | $131,577 | $9,157 | $122,420 | $122,420 |
| DOMINION GAS HLDGS 2.8% DUE 11-15-2020 | P | 2015-11-12 | 2020-10-28 | $112,099 | $111,996 | $102 | $102 |
| DOMINION GAS HLDGS 2.8% DUE 11-15-2020 | P | 2016-02-05 | 2020-10-28 | $125,110 | $125,024 | $86 | $86 |
| DOMINION GAS HLDGS 3.0% DUE 11-15-2029 | P | 2019-11-18 | 2020-10-28 | $367,927 | $333,765 | $34,163 | $34,163 |
| DOMO INC | P | 2011-04-15 | 2020-04-09 | $568,825 | $1,083,923 | -$515,098 | -$515,098 |
| DOMO INC | P | 2011-05-05 | 2020-04-09 | $1,557 | $2,967 | -$1,410 | -$1,410 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-05 | 2020-08-14 | $45,884 | $74,235 | -$28,350 | -$28,350 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-06 | 2020-08-14 | $45,884 | $74,023 | -$28,139 | -$28,139 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-07 | 2020-08-14 | $34,413 | $56,359 | -$21,946 | -$21,946 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-08 | 2020-08-14 | $45,884 | $76,365 | -$30,481 | -$30,481 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-09 | 2020-08-14 | $44,450 | $75,148 | -$30,698 | -$30,698 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-09 | 2020-11-20 | $28,533 | $31,514 | -$2,981 | -$2,981 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-12 | 2020-11-20 | $107,546 | $118,638 | -$11,092 | -$11,092 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-13 | 2020-11-20 | $109,741 | $127,208 | -$17,467 | -$17,467 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-14 | 2020-11-20 | $70,234 | $81,845 | -$11,611 | -$11,611 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-15 | 2020-11-20 | $63,650 | $73,488 | -$9,838 | -$9,838 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-16 | 2020-11-20 | $208,508 | $242,049 | -$33,542 | -$33,542 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-19 | 2020-11-20 | $21,948 | $25,700 | -$3,752 | -$3,752 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-20 | 2020-11-20 | $41,702 | $49,085 | -$7,384 | -$7,384 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-21 | 2020-11-20 | $305,080 | $357,218 | -$52,139 | -$52,139 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-22 | 2020-11-20 | $327,028 | $372,974 | -$45,945 | -$45,945 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-26 | 2020-11-20 | $17,559 | $19,584 | -$2,025 | -$2,025 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-27 | 2020-11-20 | $68,039 | $74,664 | -$6,625 | -$6,625 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-28 | 2020-11-20 | $32,922 | $35,694 | -$2,772 | -$2,772 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-29 | 2020-11-20 | $32,922 | $35,985 | -$3,063 | -$3,063 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-06-30 | 2020-11-20 | $32,922 | $35,486 | -$2,563 | -$2,563 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-03 | 2020-11-20 | $32,922 | $35,814 | -$2,892 | -$2,892 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-04 | 2020-11-20 | $43,896 | $47,422 | -$3,526 | -$3,526 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-05 | 2020-11-20 | $28,533 | $30,952 | -$2,419 | -$2,419 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-06 | 2020-11-20 | $70,234 | $77,561 | -$7,327 | -$7,327 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-07 | 2020-11-20 | $26,338 | $29,699 | -$3,361 | -$3,361 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-10 | 2020-11-20 | $39,507 | $44,028 | -$4,521 | -$4,521 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-11 | 2020-11-20 | $26,338 | $29,418 | -$3,080 | -$3,080 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-12 | 2020-11-20 | $19,753 | $21,697 | -$1,944 | -$1,944 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-13 | 2020-11-20 | $26,338 | $29,686 | -$3,348 | -$3,348 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-14 | 2020-11-20 | $24,143 | $27,499 | -$3,356 | -$3,356 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-17 | 2020-11-20 | $21,948 | $25,319 | -$3,370 | -$3,370 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-18 | 2020-11-20 | $24,143 | $27,593 | -$3,450 | -$3,450 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-19 | 2020-11-20 | $13,169 | $15,159 | -$1,990 | -$1,990 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-20 | 2020-11-20 | $15,364 | $17,538 | -$2,175 | -$2,175 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-21 | 2020-11-20 | $10,974 | $12,593 | -$1,619 | -$1,619 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-24 | 2020-11-20 | $19,753 | $22,881 | -$3,128 | -$3,128 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-25 | 2020-11-20 | $21,948 | $24,930 | -$2,982 | -$2,982 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-26 | 2020-11-20 | $19,753 | $22,338 | -$2,585 | -$2,585 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-27 | 2020-11-20 | $92,182 | $103,464 | -$11,281 | -$11,281 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-28 | 2020-11-20 | $46,091 | $51,309 | -$5,218 | -$5,218 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-07-31 | 2020-11-20 | $32,922 | $36,742 | -$3,819 | -$3,819 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-01 | 2020-11-20 | $24,143 | $26,903 | -$2,760 | -$2,760 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-02 | 2020-11-20 | $52,676 | $57,913 | -$5,237 | -$5,237 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-03 | 2020-11-20 | $30,727 | $33,158 | -$2,430 | -$2,430 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-04 | 2020-11-20 | $10,974 | $11,913 | -$938 | -$938 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-07 | 2020-11-20 | $21,948 | $23,683 | -$1,735 | -$1,735 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-08 | 2020-11-20 | $17,559 | $19,243 | -$1,685 | -$1,685 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-09 | 2020-11-20 | $17,559 | $19,130 | -$1,571 | -$1,571 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-10 | 2020-11-20 | $30,727 | $33,538 | -$2,810 | -$2,810 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-11 | 2020-11-20 | $32,922 | $37,226 | -$4,303 | -$4,303 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-14 | 2020-11-20 | $24,143 | $28,381 | -$4,238 | -$4,238 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2017-08-15 | 2020-11-20 | $32,922 | $40,278 | -$7,356 | -$7,356 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2018-06-26 | 2020-11-20 | $50,481 | $49,376 | $1,105 | $1,105 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2019-09-09 | 2020-11-20 | $41,702 | $35,944 | $5,758 | $5,758 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2020-06-19 | 2020-11-20 | $56,479 | $34,147 | $22,333 | $22,333 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2020-06-22 | 2020-11-20 | $54,092 | $31,161 | $22,931 | $22,931 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2020-06-23 | 2020-11-20 | $54,067 | $30,827 | $23,241 | $23,241 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2020-06-24 | 2020-11-20 | $143,122 | $85,124 | $57,998 | $57,998 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2020-06-26 | 2020-11-20 | $54,384 | $31,698 | $22,687 | $22,687 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2020-07-16 | 2020-11-20 | $44,910 | $26,715 | $18,195 | $18,195 |
| DONGFENG MOTOR GRO 'H'CNY1 | P | 2020-07-17 | 2020-11-20 | $45,271 | $26,713 | $18,558 | $18,558 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-20 | $7,468 | $5,971 | $1,497 | $1,497 |
| DOSHISHA CO LTD NPV | P | 2014-04-10 | 2020-10-30 | $14,948 | $12,028 | $2,920 | $2,920 |
| DOSHISHA CO LTD NPV | P | 2013-12-26 | 2020-09-16 | $1,809 | $1,255 | $554 | $554 |
| DOSHISHA CO LTD NPV | P | 2014-04-08 | 2020-09-16 | $22,315 | $16,489 | $5,827 | $5,827 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-24 | $9,462 | $7,463 | $1,999 | $1,999 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-24 | $7,551 | $5,971 | $1,580 | $1,580 |
| DOSHISHA CO LTD NPV | P | 2014-04-08 | 2020-09-18 | $30,801 | $22,282 | $8,519 | $8,519 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-25 | $9,500 | $7,463 | $2,037 | $2,037 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-20 | $5,605 | $4,478 | $1,127 | $1,127 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-27 | $11,754 | $8,956 | $2,798 | $2,798 |
| DOSHISHA CO LTD NPV | P | 2014-04-08 | 2020-09-17 | $16,199 | $11,884 | $4,315 | $4,315 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-25 | $9,452 | $7,463 | $1,989 | $1,989 |
| DOSHISHA CO LTD NPV | P | 2014-04-08 | 2020-09-23 | $55,989 | $41,445 | $14,544 | $14,544 |
| DOSHISHA CO LTD NPV | P | 2014-04-09 | 2020-09-23 | $331,118 | $245,911 | $85,206 | $85,206 |
| DOSHISHA CO LTD NPV | P | 2014-04-10 | 2020-09-23 | $158,736 | $118,922 | $39,814 | $39,814 |
| DOSHISHA CO LTD NPV | P | 2014-04-10 | 2020-10-29 | $20,835 | $16,538 | $4,297 | $4,297 |
| DOSHISHA CO LTD NPV | P | 2014-04-10 | 2020-11-02 | $6,564 | $5,863 | $701 | $701 |
| DOSHISHA CO LTD NPV | P | 2014-04-11 | 2020-11-02 | $33,832 | $30,002 | $3,829 | $3,829 |
| DR AUTO 2.75% DUE 09-15-2023 | P | 2017-07-25 | 2020-01-14 | $36,917 | $36,916 | $2 | $2 |
| DR AUTO 2.75% DUE 09-15-2023 | P | 2017-07-25 | 2020-02-19 | $5,842 | $5,842 | ||
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-05-14 | $13,574 | $13,571 | $3 | $3 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-02-14 | $17,821 | $17,817 | $3 | $3 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-11-13 | $11,739 | $11,736 | $2 | $2 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-09-14 | $10,820 | $10,817 | $2 | $2 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-08-14 | $11,564 | $11,562 | $2 | $2 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-04-14 | $15,485 | $15,482 | $3 | $3 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-10-14 | $11,319 | $11,317 | $2 | $2 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-06-12 | $12,112 | $12,109 | $2 | $2 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-01-14 | $17,702 | $17,699 | $3 | $3 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-07-14 | $10,981 | $10,979 | $2 | $2 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-03-13 | $17,213 | $17,210 | $3 | $3 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2019-12-15 | $177 | $0 | $177 | $177 |
| DR AUTO 4.18% DUE 03-15-2024 | P | 2016-11-16 | 2020-12-14 | $10,070 | $10,068 | $2 | $2 |
| DR PEPPER SNAPPLE 3.13% DUE 12-15-2023 | P | 2018-09-24 | 2020-10-28 | $128,684 | $116,484 | $12,200 | $12,200 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL C | P | 2017-06-21 | 2020-01-15 | $10,883 | $10,882 | $2 | $2 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-07-14 | $17,512 | $17,512 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-12-14 | $17,179 | $17,179 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-08-14 | $19,222 | $19,221 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-06-12 | $19,660 | $19,659 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-11-13 | $19,390 | $19,389 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-04-14 | $27,257 | $27,256 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-10-14 | $19,248 | $19,248 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-02-14 | $29,674 | $29,673 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-05-14 | $21,407 | $21,406 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-09-14 | $18,185 | $18,184 | $1 | $1 |
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-01-14 | $14,399 | $14,399 | ||
| DRIVE AUTO RECEIVABLES TR SER 17-1 CL D | P | 2017-06-21 | 2020-03-13 | $27,762 | $27,762 | $1 | $1 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-03-13 | $10,764 | $10,762 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-05-14 | $10,681 | $10,679 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-08-14 | $12,040 | $12,038 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-04-14 | $10,892 | $10,890 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-09-14 | $11,021 | $11,018 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-02-14 | $11,335 | $11,333 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-01-14 | $12,231 | $12,228 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-07-14 | $11,478 | $11,476 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-06-12 | $12,758 | $12,756 | $2 | $2 |
| DT AUTO OWNER TR 3.77% DUE 10-17-2022 | P | 2016-09-28 | 2020-10-15 | $657 | $657 | ||
| DUPONT DE NEMOURS INC 2.169% | P | 2020-06-09 | 2020-06-24 | $187,812 | $187,824 | -$12 | -$12 |
| DUPONT DE NEMOURS INC 2.169% | P | 2020-06-09 | 2020-06-23 | $55,146 | $55,123 | $23 | $23 |
| ELASTIC N V | P | 2012-09-25 | 2020-04-13 | $38,132 | $711 | $37,421 | $37,421 |
| ELASTIC N V | P | 2012-09-25 | 2020-04-13 | $51,024 | $951 | $50,072 | $50,072 |
| ELASTIC N V | P | 2012-09-25 | 2020-05-19 | $224,737 | $3,062 | $221,675 | $221,675 |
| ELASTIC N V | P | 2012-09-25 | 2020-05-20 | $1,499,799 | $20,045 | $1,479,753 | $1,479,753 |
| ELASTIC N V | P | 2012-09-25 | 2020-05-21 | $1,290,360 | $16,983 | $1,273,376 | $1,273,376 |
| ELASTIC N V | P | 2012-09-25 | 2020-05-21 | $234,217 | $3,062 | $231,154 | $231,154 |
| ELASTIC N V | P | 2012-09-25 | 2020-05-22 | $567,883 | $7,216 | $560,666 | $560,666 |
| ELASTIC N V | P | 2012-12-20 | 2020-05-22 | $8,027 | $5,021 | $3,007 | $3,007 |
| ELASTIC N V | P | 2013-01-25 | 2020-05-22 | $1,001,524 | $49,396 | $952,128 | $952,128 |
| ELASTIC N V | P | 2013-01-25 | 2020-05-22 | $224,442 | $10,780 | $213,662 | $213,662 |
| ELASTIC N V | P | 2013-01-25 | 2020-05-22 | $313,974 | $15,080 | $298,893 | $298,893 |
| ELASTIC N V | P | 2013-03-08 | 2020-05-22 | $32,891 | $20,033 | $12,858 | $12,858 |
| ELASTIC N V | P | 2014-05-22 | 2020-05-22 | $867,978 | $127,939 | $740,039 | $740,039 |
| ELASTIC N V | P | 2014-11-10 | 2020-05-22 | $19,914 | $16,516 | $3,398 | $3,398 |
| ELASTIC N V | P | 2016-03-24 | 2020-05-22 | $4,326 | $3,867 | $459 | $459 |
| ELASTIC N V | P | 2016-07-20 | 2020-05-22 | $144,459 | $28,957 | $115,502 | $115,502 |
| ELASTIC N V | P | 2019-04-30 | 2020-05-22 | $11,508 | $5,663 | $5,845 | $5,845 |
| EMAAR PROPERTIES AED1 | P | 2012-09-03 | 2020-08-17 | $162,106 | $174,753 | -$12,647 | -$12,647 |
| EMAAR PROPERTIES AED1 | P | 2012-09-03 | 2020-11-23 | $244,808 | $236,177 | $8,632 | $8,632 |
| EMAAR PROPERTIES AED1 | P | 2013-02-06 | 2020-11-23 | $103,293 | $144,669 | -$41,376 | -$41,376 |
| EMAAR PROPERTIES AED1 | P | 2013-02-07 | 2020-11-23 | $92,539 | $129,443 | -$36,905 | -$36,905 |
| EMAAR PROPERTIES AED1 | P | 2013-02-10 | 2020-11-23 | $166,437 | $237,503 | -$71,066 | -$71,066 |
| EMAAR PROPERTIES AED1 | P | 2014-05-01 | 2020-11-23 | $116,506 | $366,009 | -$249,503 | -$249,503 |
| EMAAR PROPERTIES AED1 | P | 2014-11-04 | 2020-11-23 | $84,303 | $282,302 | -$197,999 | -$197,999 |
| EMAAR PROPERTIES AED1 | P | 2015-10-14 | 2020-11-23 | $22,382 | $49,831 | -$27,450 | -$27,450 |
| EMAAR PROPERTIES AED1 | P | 2016-02-01 | 2020-11-23 | $120,153 | $196,032 | -$75,879 | -$75,879 |
| EMAAR PROPERTIES AED1 | P | 2018-09-03 | 2020-11-23 | $20,714 | $34,021 | -$13,307 | -$13,307 |
| EMAAR PROPERTIES AED1 | P | 2018-09-04 | 2020-11-23 | $16,125 | $26,427 | -$10,302 | -$10,302 |
| EMAAR PROPERTIES AED1 | P | 2018-09-05 | 2020-11-23 | $20,707 | $33,411 | -$12,704 | -$12,704 |
| EMAAR PROPERTIES AED1 | P | 2018-09-06 | 2020-11-23 | $25,884 | $41,649 | -$15,765 | -$15,765 |
| EMAAR PROPERTIES AED1 | P | 2018-09-10 | 2020-11-23 | $19,443 | $31,221 | -$11,777 | -$11,777 |
| EMAAR PROPERTIES AED1 | P | 2018-09-11 | 2020-11-23 | $10,083 | $16,074 | -$5,991 | -$5,991 |
| EMAAR PROPERTIES AED1 | P | 2018-09-12 | 2020-11-23 | $21,424 | $34,165 | -$12,741 | -$12,741 |
| EMAAR PROPERTIES AED1 | P | 2018-09-17 | 2020-11-23 | $22,100 | $33,599 | -$11,498 | -$11,498 |
| EMAAR PROPERTIES AED1 | P | 2018-09-18 | 2020-11-23 | $25,461 | $38,389 | -$12,928 | -$12,928 |
| EMAAR PROPERTIES AED1 | P | 2018-09-19 | 2020-11-23 | $6,061 | $9,208 | -$3,147 | -$3,147 |
| EMAAR PROPERTIES AED1 | P | 2018-09-20 | 2020-11-23 | $25,431 | $39,325 | -$13,894 | -$13,894 |
| EMAAR PROPERTIES AED1 | P | 2018-09-24 | 2020-11-23 | $8,522 | $13,179 | -$4,657 | -$4,657 |
| EMAAR PROPERTIES AED1 | P | 2018-09-25 | 2020-11-23 | $6,547 | $10,130 | -$3,582 | -$3,582 |
| EMAAR PROPERTIES AED1 | P | 2020-05-19 | 2020-11-23 | $70,208 | $54,906 | $15,302 | $15,302 |
| EMAAR PROPERTIES AED1 | P | 2020-05-20 | 2020-11-23 | $56,556 | $43,958 | $12,599 | $12,599 |
| EMAAR PROPERTIES AED1 | P | 2020-05-21 | 2020-11-23 | $31,671 | $24,682 | $6,989 | $6,989 |
| EMAAR PROPERTIES AED1 | P | 2020-05-21 | 2020-11-23 | $53,165 | $41,712 | $11,452 | $11,452 |
| EMAAR PROPERTIES AED1 | P | 2020-06-22 | 2020-11-23 | $51,164 | $45,495 | $5,669 | $5,669 |
| EMAAR PROPERTIES AED1 | P | 2020-06-23 | 2020-11-23 | $42,978 | $39,275 | $3,703 | $3,703 |
| EMAAR PROPERTIES AED1 | P | 2020-06-24 | 2020-11-23 | $55,258 | $50,541 | $4,717 | $4,717 |
| EMAAR PROPERTIES AED1 | P | 2020-06-25 | 2020-11-23 | $55,259 | $49,436 | $5,823 | $5,823 |
| EMAAR PROPERTIES AED1 | P | 2020-07-16 | 2020-11-23 | $23,376 | $19,735 | $3,641 | $3,641 |
| ENBRIDGE INC 4.25% DUE 12-01-2026 | P | 2016-11-21 | 2020-10-28 | $308,618 | $267,863 | $40,755 | $40,755 |
| ENPHASE | P | 2010-05-21 | 2020-02-21 | $157,362 | $16,462 | $140,901 | $140,901 |
| ENPHASE | P | 2010-05-21 | 2020-04-09 | $217,231 | $33,972 | $183,259 | $183,259 |
| ENPHASE | P | 2011-06-14 | 2020-04-09 | $37,520 | $5,012 | $32,508 | $32,508 |
| ENPHASE | P | 2011-11-15 | 2020-04-09 | $26,237 | $3,505 | $22,732 | $22,732 |
| ENPHASE | P | 2012-03-30 | 2020-04-09 | $666,526 | $101,364 | $565,162 | $565,162 |
| ENTERGY LA LLC 1.6% DUE 12-15-2030 | P | 2020-11-09 | 2020-12-07 | $211,938 | $209,187 | $2,751 | $2,751 |
| ENTERPRISE PRODS 2.8% DUE 01-31-2030 | P | 2020-01-06 | 2020-10-28 | $216,814 | $204,852 | $11,962 | $11,962 |
| ENTERPRISE PRODS 2.85% DUE 04-15-2021 | P | 2016-04-04 | 2020-10-28 | $171,516 | $169,983 | $1,533 | $1,533 |
| ENTERPRISE PRODS 3.75% DUE 02-15-2025 | P | 2015-05-15 | 2020-02-10 | $172,813 | $161,363 | $11,450 | $11,450 |
| ESTEE LAUDER COS 2.6% DUE 04-15-2030 | P | 2020-04-07 | 2020-10-28 | $519,333 | $473,173 | $46,161 | $46,161 |
| EVENTBRITE | P | 2018-05-02 | 2020-01-24 | $2,959 | $1,719 | $1,240 | $1,240 |
| EVENTBRITE | P | 2018-05-02 | 2020-01-24 | $2,962 | $1,719 | $1,243 | $1,243 |
| EVENTBRITE | P | 2018-05-02 | 2020-03-13 | $2,262 | $3,424 | -$1,162 | -$1,162 |
| EXELON GENERATION CO LLC 3.4% 03-15-2022 | P | 2020-11-23 | 2020-12-28 | $46,470 | $46,429 | $42 | $42 |
| EXETER AUTOMOBILE 2.84% DUE 08-16-2021 | P | 2016-10-03 | 2020-01-15 | $1,851 | $1,851 | ||
| EXXON MOBIL CORP 2.275% DUE 08-16-2026 | P | 2019-08-13 | 2020-10-28 | $482,292 | $450,000 | $32,292 | $32,292 |
| EXXON MOBIL CORP 2.992% DUE 03-19-2025 | P | 2020-04-13 | 2020-10-28 | $469,594 | $450,388 | $19,207 | $19,207 |
| P | 2013-12-13 | 2020-02-04 | $169,918 | $7,060 | $162,859 | $162,859 | |
| P | 2013-12-13 | 2020-02-04 | $194,607 | $16,105 | $178,502 | $178,502 | |
| P | 2013-12-13 | 2020-02-04 | $88,175 | $3,664 | $84,512 | $84,512 | |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-04-01 | $6,008 | $6,015 | -$8 | -$8 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-10-01 | $8,194 | $8,203 | -$9 | -$9 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-08-01 | $14,278 | $14,294 | -$16 | -$16 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-05-01 | $7,819 | $7,829 | -$10 | -$10 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-11-01 | $8,022 | $8,031 | -$9 | -$9 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-01-01 | $9,142 | $9,154 | -$12 | -$12 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-12-01 | $5,954 | $5,961 | -$6 | -$6 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-03-01 | $7,564 | $7,574 | -$10 | -$10 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-02-01 | $10,153 | $10,166 | -$13 | -$13 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-06-01 | $9,870 | $9,882 | -$12 | -$12 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-09-01 | $8,352 | $8,362 | -$10 | -$10 |
| FANNIE MAE SER 2005-122 CLS FE | P | 2015-06-02 | 2020-07-01 | $8,088 | $8,097 | -$10 | -$10 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-08-01 | $711 | $745 | -$34 | -$34 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-06-01 | $816 | $855 | -$39 | -$39 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-04-01 | $5,748 | $6,021 | -$273 | -$273 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-07-01 | $3,268 | $3,423 | -$155 | -$155 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-01-01 | $6,287 | $6,586 | -$299 | -$299 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-10-01 | $4,428 | $4,638 | -$210 | -$210 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-02-01 | $3,950 | $4,138 | -$188 | -$188 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-09-01 | $4,347 | $4,554 | -$207 | -$207 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-12-01 | $621 | $651 | -$30 | -$30 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-05-01 | $733 | $768 | -$35 | -$35 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-11-01 | $804 | $842 | -$38 | -$38 |
| FANNIE MAE SER 2010-54 CL LA 5.0% | P | 2015-08-10 | 2020-03-01 | $13,344 | $13,978 | -$634 | -$634 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-03-01 | $1,325 | $1,335 | -$10 | -$10 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-10-01 | $27,904 | $28,124 | -$220 | -$220 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-01-01 | $8,651 | $8,720 | -$68 | -$68 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-05-01 | $1,189 | $1,199 | -$9 | -$9 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-11-01 | $979 | $987 | -$8 | -$8 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-02-01 | $26,251 | $26,458 | -$207 | -$207 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-12-01 | $35,681 | $35,963 | -$282 | -$282 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-07-01 | $14,967 | $15,085 | -$118 | -$118 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-06-01 | $11,601 | $11,693 | -$92 | -$92 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-04-01 | $23,532 | $23,717 | -$186 | -$186 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-08-01 | $1,083 | $1,092 | -$9 | -$9 |
| FED HOME LN MTG 2.912% DUE 12-25-2023 | P | 2016-12-27 | 2020-09-01 | $45,830 | $46,192 | -$362 | -$362 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-08-01 | $77,441 | $86,249 | -$8,809 | -$8,809 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-12-01 | $36,125 | $40,234 | -$4,109 | -$4,109 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-04-01 | $1,963 | $2,187 | -$223 | -$223 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-09-01 | $1,764 | $1,964 | -$201 | -$201 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-01-01 | $2,025 | $2,256 | -$230 | -$230 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-02-01 | $8,446 | $9,406 | -$961 | -$961 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-11-01 | $60,851 | $67,773 | -$6,922 | -$6,922 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-06-01 | $26,579 | $29,603 | -$3,023 | -$3,023 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-03-01 | $1,940 | $2,160 | -$221 | -$221 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-07-01 | $15,061 | $16,774 | -$1,713 | -$1,713 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-10-01 | $1,725 | $1,921 | -$196 | -$196 |
| FEDERAL HOME LN MTG CORP POOL #A92666 | P | 2017-08-01 | 2020-05-01 | $1,962 | $2,186 | -$223 | -$223 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-07-01 | $52,513 | $55,139 | -$2,626 | -$2,626 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-02-01 | $46,085 | $48,390 | -$2,304 | -$2,304 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-04-01 | $25,066 | $26,319 | -$1,253 | -$1,253 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-10-01 | $16,283 | $17,097 | -$814 | -$814 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-06-01 | $6,076 | $6,380 | -$304 | -$304 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-12-01 | $45,226 | $47,487 | -$2,261 | -$2,261 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-03-01 | $35,247 | $37,009 | -$1,762 | -$1,762 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-05-01 | $4,901 | $5,146 | -$245 | -$245 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-01-01 | $9,028 | $9,479 | -$451 | -$451 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-08-01 | $42,953 | $45,101 | -$2,148 | -$2,148 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-11-01 | $21,154 | $22,211 | -$1,058 | -$1,058 |
| FEDERAL HOME LN MTG CORP POOL #C91983 | P | 2019-09-26 | 2020-09-01 | $28,974 | $30,422 | -$1,449 | -$1,449 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-05-01 | $999 | $1,122 | -$123 | -$123 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-10-01 | $797 | $895 | -$98 | -$98 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-08-01 | $19,343 | $21,724 | -$2,382 | -$2,382 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-02-01 | $1,054 | $1,183 | -$130 | -$130 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-11-01 | $801 | $900 | -$99 | -$99 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-12-01 | $20,798 | $23,358 | -$2,561 | -$2,561 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-04-01 | $1,075 | $1,207 | -$132 | -$132 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-07-01 | $1,009 | $1,133 | -$124 | -$124 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-09-01 | $793 | $891 | -$98 | -$98 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-06-01 | $1,000 | $1,123 | -$123 | -$123 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-03-01 | $988 | $1,109 | -$122 | -$122 |
| FEDERAL HOME LN MTG CORP POOL #G05275 | P | 2015-07-24 | 2020-01-01 | $934 | $1,049 | -$115 | -$115 |
| FEDERAL HOME LN MTG CORP POOL #G08784 | P | 2020-11-23 | 2020-12-01 | $190,135 | $201,394 | -$11,260 | -$11,260 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-12-01 | $937 | $1,038 | -$102 | -$102 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-11-01 | $854 | $947 | -$93 | -$93 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-03-01 | $7,775 | $8,618 | -$843 | -$843 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-10-01 | $873 | $967 | -$95 | -$95 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-02-01 | $1,916 | $2,124 | -$208 | -$208 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-07-01 | $2,494 | $2,764 | -$270 | -$270 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-05-01 | $1,718 | $1,904 | -$186 | -$186 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-06-01 | $1,506 | $1,669 | -$163 | -$163 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-09-01 | $1,330 | $1,474 | -$144 | -$144 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-04-01 | $1,498 | $1,661 | -$162 | -$162 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-08-01 | $1,351 | $1,497 | -$146 | -$146 |
| FEDERAL HOME LN MTG CORP POOL #G13640 | P | 2015-05-27 | 2020-01-01 | $2,198 | $2,436 | -$238 | -$238 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-12-01 | $15,481 | $16,812 | -$1,330 | -$1,330 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-06-01 | $13,740 | $14,921 | -$1,181 | -$1,181 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-04-01 | $15,764 | $17,118 | -$1,355 | -$1,355 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-05-01 | $13,955 | $15,155 | -$1,199 | -$1,199 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-01-01 | $14,223 | $15,445 | -$1,222 | -$1,222 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-02-01 | $15,098 | $16,395 | -$1,297 | -$1,297 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-07-01 | $17,094 | $18,563 | -$1,469 | -$1,469 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-09-01 | $13,894 | $15,088 | -$1,194 | -$1,194 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-11-01 | $16,677 | $18,110 | -$1,433 | -$1,433 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-10-01 | $18,050 | $19,601 | -$1,551 | -$1,551 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-08-01 | $17,434 | $18,932 | -$1,498 | -$1,498 |
| FEDERAL HOME LN MTG CORP POOL #G30837 | P | 2016-01-08 | 2020-03-01 | $11,457 | $12,442 | -$985 | -$985 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-03-01 | $24,681 | $27,357 | -$2,676 | -$2,676 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-08-01 | $23,114 | $25,620 | -$2,506 | -$2,506 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-11-01 | $10,715 | $11,877 | -$1,162 | -$1,162 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-12-01 | $12,646 | $14,018 | -$1,371 | -$1,371 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-05-01 | $5,566 | $6,170 | -$604 | -$604 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-10-01 | $14,107 | $15,637 | -$1,530 | -$1,530 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-06-01 | $8,833 | $9,791 | -$958 | -$958 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-02-01 | $9,652 | $10,699 | -$1,047 | -$1,047 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-04-01 | $7,658 | $8,489 | -$830 | -$830 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-01-01 | $17,454 | $19,347 | -$1,893 | -$1,893 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-07-01 | $11,943 | $13,239 | -$1,295 | -$1,295 |
| FEDERAL HOME LN MTG CORP POOL #G60105 | P | 2015-10-15 | 2020-09-01 | $8,135 | $9,017 | -$882 | -$882 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-02-01 | $7,835 | $8,486 | -$651 | -$651 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-11-01 | $13,075 | $14,162 | -$1,087 | -$1,087 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-01-01 | $8,728 | $9,453 | -$725 | -$725 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-04-01 | $8,039 | $8,708 | -$668 | -$668 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-06-01 | $16,003 | $17,333 | -$1,330 | -$1,330 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-07-01 | $14,280 | $15,467 | -$1,187 | -$1,187 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-08-01 | $10,701 | $11,590 | -$889 | -$889 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-12-01 | $12,064 | $13,067 | -$1,003 | -$1,003 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-10-01 | $12,809 | $13,873 | -$1,065 | -$1,065 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-05-01 | $8,680 | $9,401 | -$722 | -$722 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-09-01 | $15,674 | $16,977 | -$1,303 | -$1,303 |
| FEDERAL HOME LN MTG CORP POOL #G60373 | P | 2016-01-14 | 2020-03-01 | $7,674 | $8,312 | -$638 | -$638 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-12-01 | $20,611 | $21,934 | -$1,324 | -$1,324 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-05-01 | $39,840 | $42,399 | -$2,558 | -$2,558 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-04-01 | $47,113 | $50,138 | -$3,026 | -$3,026 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-08-01 | $52,834 | $56,227 | -$3,393 | -$3,393 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-10-01 | $28,115 | $29,921 | -$1,806 | -$1,806 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-02-01 | $33,227 | $35,361 | -$2,134 | -$2,134 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-03-01 | $27,041 | $28,777 | -$1,737 | -$1,737 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-01-01 | $53,765 | $57,218 | -$3,453 | -$3,453 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-09-01 | $117,573 | $125,123 | -$7,550 | -$7,550 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-06-01 | $56,631 | $60,268 | -$3,637 | -$3,637 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-11-01 | $61,639 | $65,597 | -$3,958 | -$3,958 |
| FEDERAL HOME LN MTG CORP POOL #G61060 | P | 2019-10-11 | 2020-07-01 | $81,177 | $86,390 | -$5,213 | -$5,213 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-12-01 | $42,150 | $45,790 | -$3,640 | -$3,640 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-06-01 | $9,274 | $10,075 | -$801 | -$801 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-02-01 | $13,084 | $14,214 | -$1,130 | -$1,130 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-11-01 | $24,589 | $26,713 | -$2,124 | -$2,124 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-08-01 | $15,141 | $16,449 | -$1,308 | -$1,308 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-10-01 | $23,921 | $25,987 | -$2,066 | -$2,066 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-09-01 | $1,556 | $1,691 | -$134 | -$134 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-07-01 | $9,851 | $10,702 | -$851 | -$851 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-03-01 | $1,748 | $1,898 | -$151 | -$151 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-01-01 | $9,962 | $10,822 | -$860 | -$860 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-04-01 | $11,405 | $12,390 | -$985 | -$985 |
| FEDERAL HOME LN MTG CORP POOL #Q04306 | P | 2016-01-19 | 2020-05-01 | $1,710 | $1,858 | -$148 | -$148 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-04-01 | $4,000 | $4,168 | -$168 | -$168 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-02-01 | $6,282 | $6,546 | -$264 | -$264 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-11-01 | $23,069 | $24,038 | -$970 | -$970 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-01-01 | $11,963 | $12,466 | -$503 | -$503 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-09-01 | $11,196 | $11,666 | -$471 | -$471 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-10-01 | $2,759 | $2,875 | -$116 | -$116 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-12-01 | $7,065 | $7,362 | -$297 | -$297 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-06-01 | $11,873 | $12,372 | -$499 | -$499 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-03-01 | $10,214 | $10,643 | -$429 | -$429 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-08-01 | $11,083 | $11,549 | -$466 | -$466 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-05-01 | $15,950 | $16,620 | -$670 | -$670 |
| FEDERAL HOME LN MTG CORP POOL #Q16605 | P | 2016-01-12 | 2020-07-01 | $14,180 | $14,776 | -$596 | -$596 |
| FEDERAL HOME LN MTG CORP POOL #RB-5085 | P | 2020-09-30 | 2020-12-01 | $6,160 | $6,378 | -$217 | -$217 |
| FEDERAL HOME LN MTG CORP POOL #RB-5085 | P | 2020-09-30 | 2020-11-01 | $4,668 | $4,832 | -$164 | -$164 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-04-01 | $24,965 | $28,148 | -$3,183 | -$3,183 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-06-01 | $473 | $533 | -$60 | -$60 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-10-01 | $503 | $567 | -$64 | -$64 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-12-01 | $494 | $557 | -$63 | -$63 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-03-01 | $577 | $651 | -$74 | -$74 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-05-01 | $22,505 | $25,375 | -$2,869 | -$2,869 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-01-01 | $626 | $706 | -$80 | -$80 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-08-01 | $477 | $538 | -$61 | -$61 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-11-01 | $491 | $554 | -$63 | -$63 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-02-01 | $21,735 | $24,506 | -$2,771 | -$2,771 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-07-01 | $475 | $535 | -$61 | -$61 |
| FEDERAL HOME LN MTG CORP POOL #U69006 | P | 2015-09-18 | 2020-09-01 | $500 | $564 | -$64 | -$64 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-09-01 | $31,723 | $31,732 | -$10 | -$10 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-10-01 | $23,404 | $23,411 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-11-01 | $43,580 | $43,594 | -$14 | -$14 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-12-01 | $20,975 | $20,982 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-01-01 | $49,565 | $49,581 | -$15 | -$15 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-05-01 | $8,335 | $8,338 | -$3 | -$3 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-07-01 | $21,358 | $21,365 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-03-01 | $8,206 | $8,209 | -$3 | -$3 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-06-01 | $7,650 | $7,653 | -$2 | -$2 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-02-01 | $26,665 | $26,674 | -$8 | -$8 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-08-01 | $32,469 | $32,479 | -$10 | -$10 |
| FEDERAL HOME LN MTG CORP POOL #U89029 | P | 2018-11-30 | 2020-04-01 | $7,939 | $7,942 | -$2 | -$2 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-01-01 | $10,332 | $11,346 | -$1,014 | -$1,014 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-09-01 | $706 | $775 | -$69 | -$69 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-07-01 | $15,282 | $16,782 | -$1,500 | -$1,500 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-06-01 | $490 | $538 | -$48 | -$48 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-08-01 | $15,180 | $16,670 | -$1,490 | -$1,490 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-05-01 | $21,265 | $23,352 | -$2,087 | -$2,087 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-12-01 | $21,693 | $23,822 | -$2,129 | -$2,129 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-10-01 | $9,715 | $10,669 | -$953 | -$953 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-11-01 | $461 | $506 | -$45 | -$45 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-02-01 | $9,709 | $10,662 | -$953 | -$953 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-04-01 | $527 | $578 | -$52 | -$52 |
| FEDERAL HOME LN MTG CORP POOL #U90230 | P | 2016-03-10 | 2020-03-01 | $525 | $576 | -$51 | -$51 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-03-01 | $37,788 | $40,563 | -$2,775 | -$2,775 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-08-01 | $49,572 | $53,212 | -$3,640 | -$3,640 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-06-01 | $42,307 | $45,414 | -$3,107 | -$3,107 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-04-01 | $2,909 | $3,123 | -$214 | -$214 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-07-01 | $62,860 | $67,477 | -$4,616 | -$4,616 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-02-01 | $66,951 | $71,868 | -$4,917 | -$4,917 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-01-01 | $73,013 | $78,374 | -$5,362 | -$5,362 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-11-01 | $125,527 | $134,745 | -$9,218 | -$9,218 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-12-01 | $46,490 | $49,904 | -$3,414 | -$3,414 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-09-01 | $28,963 | $31,090 | -$2,127 | -$2,127 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-10-01 | $2,666 | $2,862 | -$196 | -$196 |
| FEDERAL HOME LN MTG CORP POOL #U92312 | P | 2016-03-04 | 2020-05-01 | $2,927 | $3,142 | -$215 | -$215 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-02-01 | $2,573 | $2,839 | -$267 | -$267 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-05-01 | $2,171 | $2,396 | -$225 | -$225 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-10-01 | $2,218 | $2,448 | -$230 | -$230 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-09-01 | $2,209 | $2,438 | -$229 | -$229 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-11-01 | $2,389 | $2,636 | -$247 | -$247 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-08-01 | $2,360 | $2,605 | -$245 | -$245 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-03-01 | $2,273 | $2,509 | -$235 | -$235 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-06-01 | $2,342 | $2,584 | -$243 | -$243 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-01-01 | $2,193 | $2,420 | -$227 | -$227 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-07-01 | $2,190 | $2,417 | -$227 | -$227 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-04-01 | $2,282 | $2,519 | -$236 | -$236 |
| FEDERAL HOME LN MTG CORP POOL #U93066 | P | 2016-03-07 | 2020-12-01 | $2,237 | $2,469 | -$232 | -$232 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-10-01 | $17,267 | $19,055 | -$1,789 | -$1,789 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-03-01 | $12,924 | $14,263 | -$1,339 | -$1,339 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-11-01 | $22,355 | $24,670 | -$2,316 | -$2,316 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-06-01 | $26,601 | $29,357 | -$2,756 | -$2,756 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-12-01 | $38,092 | $42,039 | -$3,946 | -$3,946 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-07-01 | $36,614 | $40,407 | -$3,793 | -$3,793 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-04-01 | $10,209 | $11,267 | -$1,058 | -$1,058 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-01-01 | $16,553 | $18,268 | -$1,715 | -$1,715 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-05-01 | $26,200 | $28,915 | -$2,714 | -$2,714 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-09-01 | $18,681 | $20,616 | -$1,935 | -$1,935 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-02-01 | $13,617 | $15,028 | -$1,411 | -$1,411 |
| FEDERAL HOME LN MTG CORP POOL #U99076 | P | 2016-03-07 | 2020-08-01 | $23,658 | $26,109 | -$2,451 | -$2,451 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-05-01 | $4,366 | $4,795 | -$428 | -$428 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-01-01 | $4,450 | $4,887 | -$437 | -$437 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-11-01 | $6,639 | $7,291 | -$652 | -$652 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-06-01 | $4,264 | $4,683 | -$418 | -$418 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-10-01 | $2,473 | $2,715 | -$243 | -$243 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-07-01 | $2,630 | $2,888 | -$258 | -$258 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-08-01 | $9,516 | $10,450 | -$934 | -$934 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-02-01 | $4,362 | $4,790 | -$428 | -$428 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-04-01 | $5,722 | $6,283 | -$561 | -$561 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-12-01 | $10,564 | $11,600 | -$1,037 | -$1,037 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-03-01 | $4,705 | $5,167 | -$462 | -$462 |
| FEDERAL HOME LN MTG CORP POOL #U99084 | P | 2016-03-10 | 2020-09-01 | $4,597 | $5,048 | -$451 | -$451 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-09-01 | $3,712 | $4,097 | -$385 | -$385 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-02-01 | $3,653 | $4,032 | -$378 | -$378 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-11-01 | $3,632 | $4,009 | -$376 | -$376 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-05-01 | $3,680 | $4,061 | -$381 | -$381 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-03-01 | $2,980 | $3,289 | -$309 | -$309 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-04-01 | $40,518 | $44,715 | -$4,197 | -$4,197 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-01-01 | $3,842 | $4,239 | -$398 | -$398 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-08-01 | $4,394 | $4,849 | -$455 | -$455 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-06-01 | $23,083 | $25,474 | -$2,391 | -$2,391 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-10-01 | $7,818 | $8,628 | -$810 | -$810 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-12-01 | $54,441 | $60,081 | -$5,640 | -$5,640 |
| FEDERAL HOME LN MTG CORP POOL #U99132 | P | 2016-03-07 | 2020-07-01 | $3,804 | $4,198 | -$394 | -$394 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-08-01 | $1,810 | $2,041 | -$231 | -$231 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-04-01 | $2,042 | $2,302 | -$260 | -$260 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-05-01 | $2,268 | $2,557 | -$289 | -$289 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-06-01 | $1,543 | $1,740 | -$197 | -$197 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-03-01 | $1,840 | $2,075 | -$235 | -$235 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-01-01 | $2,170 | $2,446 | -$277 | -$277 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-07-01 | $6,554 | $7,389 | -$836 | -$836 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-12-01 | $1,918 | $2,162 | -$245 | -$245 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-10-01 | $3,124 | $3,522 | -$398 | -$398 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-11-01 | $3,218 | $3,628 | -$410 | -$410 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-02-01 | $2,100 | $2,367 | -$268 | -$268 |
| FEDERAL HOME LN MTG CORP SER 2126 CL | P | 2015-08-10 | 2020-09-01 | $3,026 | $3,411 | -$386 | -$386 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-04-01 | $9,124 | $10,684 | -$1,560 | -$1,560 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-05-01 | $9,421 | $11,031 | -$1,610 | -$1,610 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-03-01 | $10,264 | $12,019 | -$1,755 | -$1,755 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-11-01 | $8,640 | $10,117 | -$1,477 | -$1,477 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-08-01 | $8,101 | $9,485 | -$1,385 | -$1,385 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-10-01 | $8,090 | $9,473 | -$1,383 | -$1,383 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-06-01 | $10,072 | $11,793 | -$1,722 | -$1,722 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-09-01 | $8,020 | $9,391 | -$1,371 | -$1,371 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-12-01 | $6,802 | $7,965 | -$1,163 | -$1,163 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-01-01 | $9,311 | $10,903 | -$1,592 | -$1,592 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-07-01 | $10,750 | $12,588 | -$1,838 | -$1,838 |
| FEDERAL HOME LN MTG CORP SER 29 CL W | P | 2015-06-22 | 2020-02-01 | $9,237 | $10,816 | -$1,579 | -$1,579 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-05-01 | $12,366 | $14,058 | -$1,693 | -$1,693 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-03-01 | $12,887 | $14,651 | -$1,764 | -$1,764 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-01-01 | $12,679 | $14,414 | -$1,735 | -$1,735 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-10-01 | $4,999 | $5,684 | -$684 | -$684 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-12-01 | $8,800 | $10,004 | -$1,204 | -$1,204 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-04-01 | $15,514 | $17,638 | -$2,124 | -$2,124 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-09-01 | $9,859 | $11,208 | -$1,349 | -$1,349 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-06-01 | $5,715 | $6,497 | -$782 | -$782 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-11-01 | $7,183 | $8,167 | -$983 | -$983 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-07-01 | $10,740 | $12,210 | -$1,470 | -$1,470 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-08-01 | $9,066 | $10,307 | -$1,241 | -$1,241 |
| FEDERAL HOME LN MTG CORP SER 3186 CL PE | P | 2015-08-28 | 2020-02-01 | $5,543 | $6,302 | -$759 | -$759 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-04-01 | $6,786 | $7,946 | -$1,160 | -$1,160 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-03-01 | $7,520 | $8,806 | -$1,286 | -$1,286 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-01-01 | $6,468 | $7,573 | -$1,106 | -$1,106 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-09-01 | $6,140 | $7,190 | -$1,050 | -$1,050 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-05-01 | $7,192 | $8,422 | -$1,229 | -$1,229 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-08-01 | $6,573 | $7,697 | -$1,124 | -$1,124 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-11-01 | $7,803 | $9,137 | -$1,334 | -$1,334 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-02-01 | $5,882 | $6,888 | -$1,006 | -$1,006 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-07-01 | $7,738 | $9,061 | -$1,323 | -$1,323 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-06-01 | $8,544 | $10,005 | -$1,461 | -$1,461 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-10-01 | $5,939 | $6,955 | -$1,015 | -$1,015 |
| FEDERAL HOME LN MTG CORP SER 33 CL J | P | 2015-06-22 | 2020-12-01 | $6,143 | $7,193 | -$1,050 | -$1,050 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-02-01 | $14,273 | $16,713 | -$2,440 | -$2,440 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-09-01 | $15,107 | $17,690 | -$2,582 | -$2,582 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-11-01 | $15,356 | $17,981 | -$2,625 | -$2,625 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-03-01 | $18,467 | $21,624 | -$3,157 | -$3,157 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-10-01 | $13,583 | $15,905 | -$2,322 | -$2,322 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-06-01 | $14,358 | $16,812 | -$2,454 | -$2,454 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-12-01 | $14,274 | $16,714 | -$2,440 | -$2,440 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-08-01 | $15,262 | $17,871 | -$2,609 | -$2,609 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-05-01 | $14,991 | $17,553 | -$2,563 | -$2,563 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-07-01 | $26,641 | $31,196 | -$4,554 | -$4,554 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-01-01 | $19,567 | $22,912 | -$3,345 | -$3,345 |
| FEDERAL HOME LN MTG CORP SER 35 CL -PK | P | 2015-06-22 | 2020-04-01 | $14,064 | $16,468 | -$2,404 | -$2,404 |
| FEDERAL HOME LN MTG CORP SER 3995 CL JB | P | 2016-08-19 | 2020-11-01 | $105,337 | $110,538 | -$5,201 | -$5,201 |
| FEDERAL HOME LN MTG CORP SER 3995 CL JB | P | 2016-08-19 | 2020-12-01 | $73,363 | $76,985 | -$3,622 | -$3,622 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-04-01 | $24,105 | $24,957 | -$851 | -$851 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-07-01 | $14,042 | $14,538 | -$496 | -$496 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-05-01 | $8,782 | $9,092 | -$310 | -$310 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-09-01 | $4,316 | $4,468 | -$152 | -$152 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-06-01 | $3,111 | $3,220 | -$110 | -$110 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-02-01 | $5,341 | $5,530 | -$189 | -$189 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-03-01 | $6,197 | $6,415 | -$219 | -$219 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-01-01 | $15,679 | $16,233 | -$554 | -$554 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-08-01 | $5,970 | $6,181 | -$211 | -$211 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-10-01 | $11,363 | $11,764 | -$401 | -$401 |
| FEDERAL HOME LN MTG CORP SER 4374 CL NC | P | 2015-05-04 | 2020-11-16 | $8,874 | $9,188 | -$313 | -$313 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-08-01 | $600 | $612 | -$12 | -$12 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-01-01 | $56,731 | $57,865 | -$1,134 | -$1,134 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-09-01 | $19,997 | $20,397 | -$400 | -$400 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-03-01 | $11,627 | $11,860 | -$232 | -$232 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-05-01 | $27,660 | $28,213 | -$553 | -$553 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-07-01 | $16,918 | $17,256 | -$338 | -$338 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-04-01 | $691 | $704 | -$14 | -$14 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-02-01 | $699 | $713 | -$14 | -$14 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-06-01 | $28,222 | $28,786 | -$564 | -$564 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-10-01 | $636 | $649 | -$13 | -$13 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-11-01 | $3,353 | $3,420 | -$67 | -$67 |
| FEDERAL HOME LN MTG CORP TRANCHE 2.864% | P | 2017-04-05 | 2020-12-01 | $14,944 | $15,243 | -$299 | -$299 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-07-01 | $7,660 | $7,677 | -$18 | -$18 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-04-01 | $7,446 | $7,464 | -$17 | -$17 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-09-01 | $9,568 | $9,590 | -$22 | -$22 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-06-01 | $10,027 | $10,050 | -$23 | -$23 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-11-01 | $10,243 | $10,266 | -$23 | -$23 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-03-01 | $5,927 | $5,941 | -$14 | -$14 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-08-01 | $6,880 | $6,895 | -$16 | -$16 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-10-01 | $9,134 | $9,155 | -$21 | -$21 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-01-01 | $7,383 | $7,401 | -$18 | -$18 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-12-01 | $8,397 | $8,415 | -$19 | -$19 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-05-01 | $7,358 | $7,376 | -$17 | -$17 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2019-02-13 | 2020-02-01 | $6,084 | $6,098 | -$14 | -$14 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-12-01 | $26,162 | $30,740 | -$4,578 | -$4,578 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-05-01 | $13,623 | $16,007 | -$2,384 | -$2,384 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-10-01 | $14,890 | $17,496 | -$2,606 | -$2,606 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-02-01 | $15,519 | $18,234 | -$2,716 | -$2,716 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-03-01 | $5,717 | $6,718 | -$1,000 | -$1,000 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-06-01 | $20,928 | $24,591 | -$3,662 | -$3,662 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-07-01 | $26,163 | $30,742 | -$4,579 | -$4,579 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-11-01 | $18,567 | $21,816 | -$3,249 | -$3,249 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-01-01 | $22,327 | $26,234 | -$3,907 | -$3,907 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-08-01 | $25,994 | $30,543 | -$4,549 | -$4,549 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-04-01 | $8,100 | $9,517 | -$1,417 | -$1,417 |
| FEDERAL NATIONAL MORTGAGE ASSOC | P | 2015-08-21 | 2020-09-01 | $12,236 | $14,378 | -$2,141 | -$2,141 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-13 | 2020-11-17 | $2,832,007 | $2,814,656 | $17,351 | $17,351 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-12-09 | 2020-12-09 | $20,731 | $20,731 | $0 | $0 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-12-09 | 2020-12-09 | $684,131 | $684,131 | $0 | $0 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-13 | 2020-12-02 | $342,764 | $340,317 | $2,447 | $2,447 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-13 | 2020-12-02 | $1,133,948 | $1,126,128 | $7,820 | $7,820 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-14 | 2020-12-02 | $2,150,178 | $2,135,678 | $14,500 | $14,500 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-13 | 2020-11-17 | $2,939,234 | $2,922,714 | $16,520 | $16,520 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-14 | 2020-12-02 | $1,476,350 | $1,466,671 | $9,680 | $9,680 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-19 | 2020-12-02 | $2,149,773 | $2,135,666 | $14,107 | $14,107 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-19 | 2020-12-02 | $88,063 | $87,460 | $603 | $603 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-19 | 2020-12-02 | $2,834,785 | $2,814,164 | $20,621 | $20,621 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-21 | 2020-12-02 | $3,627,695 | $3,596,831 | $30,864 | $30,864 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-10-22 | 2020-12-02 | $3,524,047 | $3,491,030 | $33,017 | $33,017 |
| FEDERAL NATIONAL MORTGAGE ASSOC 2% | P | 2020-12-08 | 2020-12-08 | $342,868 | $342,868 | $0 | $0 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-04-01 | $10,002 | $10,858 | -$856 | -$856 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-11-01 | $19,254 | $20,903 | -$1,649 | -$1,649 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-10-01 | $25,514 | $27,698 | -$2,185 | -$2,185 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-05-01 | $34,485 | $37,438 | -$2,953 | -$2,953 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-09-01 | $8,237 | $8,943 | -$705 | -$705 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-06-01 | $14,285 | $15,508 | -$1,223 | -$1,223 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-02-01 | $20,678 | $22,449 | -$1,771 | -$1,771 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-03-01 | $7,754 | $8,418 | -$664 | -$664 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-07-01 | $31,329 | $34,011 | -$2,683 | -$2,683 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-08-01 | $25,832 | $28,044 | -$2,212 | -$2,212 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-12-01 | $20,210 | $21,940 | -$1,730 | -$1,730 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH4842 | P | 2016-01-11 | 2020-01-01 | $1,671 | $1,814 | -$143 | -$143 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-11-01 | $1,028 | $1,100 | -$72 | -$72 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-09-01 | $4,098 | $4,385 | -$287 | -$287 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-07-01 | $4,864 | $5,204 | -$340 | -$340 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-08-01 | $1,582 | $1,693 | -$111 | -$111 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-02-01 | $9,743 | $10,425 | -$682 | -$682 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-05-01 | $5,403 | $5,782 | -$378 | -$378 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-12-01 | $719 | $769 | -$50 | -$50 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-10-01 | $15,420 | $16,499 | -$1,079 | -$1,079 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-03-01 | $6,016 | $6,437 | -$421 | -$421 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-06-01 | $809 | $866 | -$57 | -$57 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-01-01 | $1,291 | $1,381 | -$90 | -$90 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AH7572 | P | 2015-07-29 | 2020-04-01 | $3,085 | $3,301 | -$216 | -$216 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-03-01 | $6,529 | $7,239 | -$710 | -$710 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-09-01 | $776 | $860 | -$84 | -$84 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-07-01 | $9,912 | $10,990 | -$1,078 | -$1,078 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-08-01 | $767 | $851 | -$83 | -$83 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-02-01 | $5,796 | $6,427 | -$630 | -$630 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-10-01 | $778 | $862 | -$85 | -$85 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-12-01 | $765 | $848 | -$83 | -$83 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-05-01 | $793 | $880 | -$86 | -$86 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-04-01 | $811 | $900 | -$88 | -$88 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-01-01 | $815 | $904 | -$89 | -$89 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-06-01 | $793 | $879 | -$86 | -$86 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AI8479 | P | 2016-01-05 | 2020-11-01 | $13,765 | $15,262 | -$1,497 | -$1,497 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-02-01 | $8,917 | $9,569 | -$652 | -$652 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-10-01 | $12,983 | $13,932 | -$949 | -$949 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-06-01 | $12,715 | $13,645 | -$930 | -$930 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-01-01 | $9,044 | $9,705 | -$661 | -$661 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-05-01 | $13,332 | $14,307 | -$975 | -$975 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-12-01 | $12,510 | $13,425 | -$915 | -$915 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-11-01 | $18,252 | $19,586 | -$1,335 | -$1,335 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-03-01 | $6,203 | $6,656 | -$454 | -$454 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-09-01 | $18,175 | $19,504 | -$1,329 | -$1,329 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-08-01 | $15,788 | $16,942 | -$1,154 | -$1,154 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-07-01 | $15,704 | $16,852 | -$1,148 | -$1,148 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-12-15 | $0 | $13,425 | -$13,425 | -$13,425 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL0065 | P | 2017-11-20 | 2020-04-01 | $8,612 | $9,242 | -$630 | -$630 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-05-01 | $10,282 | $11,348 | -$1,067 | -$1,067 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-07-01 | $13,510 | $14,911 | -$1,402 | -$1,402 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-02-01 | $16,768 | $18,507 | -$1,740 | -$1,740 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-01-01 | $27,025 | $29,829 | -$2,804 | -$2,804 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-06-01 | $12,638 | $13,950 | -$1,311 | -$1,311 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-04-01 | $17,337 | $19,136 | -$1,799 | -$1,799 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-12-01 | $12,010 | $13,256 | -$1,246 | -$1,246 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-10-01 | $33,608 | $37,095 | -$3,487 | -$3,487 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-03-01 | $23,283 | $25,698 | -$2,416 | -$2,416 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-08-01 | $10,813 | $11,935 | -$1,122 | -$1,122 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-11-01 | $13,050 | $14,404 | -$1,354 | -$1,354 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3438 | P | 2018-04-30 | 2020-09-01 | $12,161 | $13,422 | -$1,262 | -$1,262 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-05-01 | $2,101 | $2,170 | -$69 | -$69 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-08-01 | $9,738 | $10,058 | -$320 | -$320 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-07-01 | $14,863 | $15,351 | -$488 | -$488 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-09-01 | $8,548 | $8,829 | -$280 | -$280 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-04-01 | $2,179 | $2,250 | -$72 | -$72 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-01-01 | $5,343 | $5,519 | -$175 | -$175 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-10-01 | $15,359 | $15,863 | -$504 | -$504 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-06-01 | $18,250 | $18,849 | -$599 | -$599 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-12-01 | $28,659 | $29,599 | -$940 | -$940 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-03-01 | $9,300 | $9,605 | -$305 | -$305 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-02-01 | $9,516 | $9,828 | -$312 | -$312 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3499 | P | 2015-06-16 | 2020-11-01 | $27,492 | $28,394 | -$902 | -$902 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-02-01 | $97,969 | $98,558 | -$589 | -$589 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-08-01 | $169,640 | $170,660 | -$1,020 | -$1,020 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-04-01 | $1,453 | $1,462 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-12-01 | $1,227 | $1,234 | -$7 | -$7 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-11-01 | $1,154 | $1,161 | -$7 | -$7 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-05-01 | $1,549 | $1,558 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-07-01 | $1,559 | $1,569 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-06-01 | $1,464 | $1,473 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-03-01 | $1,628 | $1,638 | -$10 | -$10 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-09-01 | $1,145 | $1,152 | -$7 | -$7 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-01-01 | $1,617 | $1,627 | -$10 | -$10 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL3594 | P | 2015-06-17 | 2020-10-01 | $1,218 | $1,226 | -$7 | -$7 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-05-01 | $6,756 | $7,131 | -$375 | -$375 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-06-01 | $8,750 | $9,235 | -$485 | -$485 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-12-01 | $10,264 | $10,833 | -$569 | -$569 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-10-01 | $11,033 | $11,645 | -$612 | -$612 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-01-01 | $5,902 | $6,230 | -$327 | -$327 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-09-01 | $9,169 | $9,677 | -$509 | -$509 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-03-01 | $6,955 | $7,341 | -$386 | -$386 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-02-01 | $5,100 | $5,383 | -$283 | -$283 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-04-01 | $10,267 | $10,837 | -$570 | -$570 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-07-01 | $9,019 | $9,520 | -$500 | -$500 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-08-01 | $8,828 | $9,317 | -$490 | -$490 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL4009 | P | 2016-01-28 | 2020-11-01 | $7,995 | $8,439 | -$443 | -$443 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-09-01 | $20,316 | $22,158 | -$1,841 | -$1,841 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-10-01 | $7,959 | $8,680 | -$721 | -$721 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-11-01 | $19,794 | $21,588 | -$1,794 | -$1,794 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-03-01 | $10,686 | $11,655 | -$968 | -$968 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-05-01 | $10,729 | $11,701 | -$972 | -$972 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-02-01 | $8,339 | $9,095 | -$756 | -$756 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-01-01 | $9,981 | $10,885 | -$905 | -$905 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-08-01 | $11,402 | $12,435 | -$1,033 | -$1,033 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-07-01 | $10,208 | $11,133 | -$925 | -$925 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-12-01 | $8,209 | $8,953 | -$744 | -$744 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-06-01 | $11,178 | $12,191 | -$1,013 | -$1,013 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL5842 | P | 2016-02-19 | 2020-04-01 | $11,284 | $12,307 | -$1,023 | -$1,023 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-11-01 | $24,260 | $25,769 | -$1,509 | -$1,509 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-03-01 | $12,119 | $12,873 | -$754 | -$754 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-12-01 | $21,382 | $22,711 | -$1,330 | -$1,330 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-01-01 | $12,723 | $13,514 | -$791 | -$791 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-02-01 | $10,440 | $11,089 | -$649 | -$649 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-05-01 | $13,904 | $14,769 | -$865 | -$865 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-07-01 | $19,776 | $21,006 | -$1,230 | -$1,230 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-04-01 | $15,655 | $16,629 | -$974 | -$974 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-10-01 | $24,349 | $25,863 | -$1,514 | -$1,514 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-06-01 | $14,590 | $15,497 | -$907 | -$907 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-08-01 | $18,044 | $19,166 | -$1,122 | -$1,122 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6167 | P | 2016-07-18 | 2020-09-01 | $19,307 | $20,507 | -$1,201 | -$1,201 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-11-01 | $8,656 | $9,603 | -$947 | -$947 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-09-01 | $7,024 | $7,793 | -$768 | -$768 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-12-01 | $8,374 | $9,290 | -$916 | -$916 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-10-01 | $8,844 | $9,812 | -$967 | -$967 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-04-01 | $6,131 | $6,801 | -$671 | -$671 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-08-01 | $12,245 | $13,584 | -$1,339 | -$1,339 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-06-01 | $11,689 | $12,968 | -$1,279 | -$1,279 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-01-01 | $25,579 | $28,377 | -$2,798 | -$2,798 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-05-01 | $6,524 | $7,238 | -$714 | -$714 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-02-01 | $7,705 | $8,548 | -$843 | -$843 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-03-01 | $6,891 | $7,645 | -$754 | -$754 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL6848 | P | 2015-10-05 | 2020-07-01 | $6,863 | $7,614 | -$751 | -$751 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-06-01 | $5,585 | $5,936 | -$351 | -$351 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-10-01 | $4,428 | $4,706 | -$278 | -$278 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-08-01 | $5,737 | $6,097 | -$360 | -$360 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-05-01 | $5,463 | $5,806 | -$343 | -$343 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-02-01 | $3,330 | $3,539 | -$209 | -$209 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-09-01 | $5,467 | $5,810 | -$343 | -$343 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-12-01 | $4,275 | $4,543 | -$269 | -$269 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-01-01 | $2,741 | $2,913 | -$172 | -$172 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-03-01 | $6,041 | $6,421 | -$379 | -$379 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-07-01 | $7,070 | $7,514 | -$444 | -$444 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-11-01 | $11,889 | $12,636 | -$747 | -$747 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7496 | P | 2016-02-25 | 2020-04-01 | $6,936 | $7,372 | -$436 | -$436 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-08-01 | $12,018 | $13,043 | -$1,025 | -$1,025 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-09-01 | $16,992 | $18,442 | -$1,450 | -$1,450 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-01-01 | $9,341 | $10,138 | -$797 | -$797 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-07-01 | $13,902 | $15,088 | -$1,186 | -$1,186 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-12-01 | $13,821 | $15,000 | -$1,179 | -$1,179 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-05-01 | $8,195 | $8,894 | -$699 | -$699 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-10-01 | $14,790 | $16,052 | -$1,262 | -$1,262 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-11-01 | $13,370 | $14,511 | -$1,141 | -$1,141 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-06-01 | $8,521 | $9,248 | -$727 | -$727 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-04-01 | $16,748 | $18,177 | -$1,429 | -$1,429 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-03-01 | $10,407 | $11,295 | -$888 | -$888 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL7527 | P | 2016-01-13 | 2020-02-01 | $6,602 | $7,166 | -$563 | -$563 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-07-01 | $3,479 | $3,777 | -$298 | -$298 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-06-01 | $3,417 | $3,710 | -$293 | -$293 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-01-01 | $14,265 | $15,487 | -$1,221 | -$1,221 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-12-01 | $3,377 | $3,667 | -$289 | -$289 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-02-01 | $3,610 | $3,919 | -$309 | -$309 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-11-01 | $3,397 | $3,688 | -$291 | -$291 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-04-01 | $3,498 | $3,798 | -$300 | -$300 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-03-01 | $21,666 | $23,522 | -$1,855 | -$1,855 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-10-01 | $3,434 | $3,728 | -$294 | -$294 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-08-01 | $36,046 | $39,133 | -$3,086 | -$3,086 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-05-01 | $24,663 | $26,774 | -$2,112 | -$2,112 |
| FEDERAL NATL MTG ASSN GTD MTG PL #AL8086 | P | 2016-02-11 | 2020-09-01 | $3,576 | $3,882 | -$306 | -$306 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-07-01 | $12,116 | $12,266 | -$150 | -$150 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-10-01 | $8,413 | $8,512 | -$99 | -$99 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-09-01 | $13,951 | $14,118 | -$167 | -$167 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-12-01 | $15,925 | $16,106 | -$180 | -$180 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-11-01 | $8,570 | $8,670 | -$99 | -$99 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-03-01 | $9,665 | $9,790 | -$125 | -$125 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-06-01 | $10,157 | $10,283 | -$127 | -$127 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-08-01 | $11,206 | $11,343 | -$137 | -$137 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-04-01 | $10,184 | $10,306 | -$122 | -$122 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-02-01 | $4,580 | $4,642 | -$62 | -$62 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-01-01 | $7,835 | $7,943 | -$108 | -$108 |
| FHLMC GOLD 3% MBS 01/08/43 USD V80351 3 | P | 2016-01-21 | 2020-05-01 | $4,770 | $4,829 | -$59 | -$59 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-08-01 | $31,839 | $33,406 | -$1,567 | -$1,567 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-04-01 | $1,225 | $1,286 | -$60 | -$60 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-03-01 | $84,136 | $88,277 | -$4,141 | -$4,141 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-10-01 | $1,932 | $2,027 | -$95 | -$95 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-02-01 | $1,587 | $1,665 | -$78 | -$78 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-09-01 | $53,482 | $56,114 | -$2,632 | -$2,632 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-07-01 | $36,777 | $38,587 | -$1,810 | -$1,810 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-05-01 | $1,624 | $1,704 | -$80 | -$80 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-01-01 | $1,611 | $1,691 | -$79 | -$79 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-06-01 | $41,236 | $43,266 | -$2,030 | -$2,030 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-11-01 | $83,532 | $87,644 | -$4,111 | -$4,111 |
| FHLMC GOLD FEDERAL HOME LN MTG Q60240 5 | P | 2018-12-07 | 2020-12-01 | $37,735 | $39,592 | -$1,857 | -$1,857 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-09-01 | $2,815 | $2,814 | $1 | $1 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-11-01 | $5,432 | $5,431 | $2 | $2 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-03-01 | $6,669 | $6,667 | $2 | $2 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-08-01 | $6,079 | $6,077 | $2 | $2 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-06-01 | $4,651 | $4,649 | $1 | $1 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-07-01 | $4,891 | $4,890 | $2 | $2 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-05-01 | $5,688 | $5,686 | $2 | $2 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-02-01 | $8,642 | $8,639 | $3 | $3 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-01-01 | $5,338 | $5,337 | $2 | $2 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-12-01 | $9,763 | $9,760 | $3 | $3 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-10-01 | $7,935 | $7,933 | $2 | $2 |
| FHLMC GOLD POOL#V80003 3 DUE 04-01-2043 | P | 2015-12-23 | 2020-04-01 | $5,177 | $5,175 | $2 | $2 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-01-01 | $6,742 | $6,990 | -$249 | -$249 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-06-01 | $2,089 | $2,166 | -$77 | -$77 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-11-01 | $16,757 | $17,375 | -$618 | -$618 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-05-01 | $9,498 | $9,848 | -$350 | -$350 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-04-01 | $12,463 | $12,922 | -$460 | -$460 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-08-01 | $31,454 | $32,614 | -$1,160 | -$1,160 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-09-01 | $16,313 | $16,915 | -$602 | -$602 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-07-01 | $41,914 | $43,460 | -$1,546 | -$1,546 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-10-01 | $11,872 | $12,310 | -$438 | -$438 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-03-01 | $6,688 | $6,935 | -$247 | -$247 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-12-01 | $23,880 | $24,760 | -$881 | -$881 |
| FHLMC GOLD Q09814 3.5 08-01-2042 | P | 2016-01-07 | 2020-02-01 | $8,148 | $8,449 | -$300 | -$300 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-07-01 | $1,406 | $1,638 | -$232 | -$232 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-04-01 | $41 | $47 | -$7 | -$7 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-09-01 | $1,342 | $1,563 | -$221 | -$221 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-11-01 | $1,814 | $2,113 | -$299 | -$299 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-03-01 | $1,397 | $1,627 | -$230 | -$230 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-01-01 | $1,541 | $1,795 | -$254 | -$254 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-10-01 | $1,438 | $1,676 | -$237 | -$237 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-08-01 | $1,722 | $2,006 | -$284 | -$284 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-02-01 | $2,285 | $2,661 | -$377 | -$377 |
| FHLMC MULTICLASS PREASSIGN 00890 6.5 | P | 2015-12-23 | 2020-12-01 | $2,138 | $2,491 | -$353 | -$353 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-09-01 | $18,476 | $18,349 | $127 | $127 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-07-01 | $14,181 | $14,084 | $98 | $98 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-05-01 | $11,596 | $11,516 | $80 | $80 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-11-01 | $22,184 | $22,031 | $153 | $153 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-10-01 | $17,551 | $17,430 | $121 | $121 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-06-01 | $14,242 | $14,144 | $98 | $98 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-04-27 | $0 | $444 | -$444 | -$444 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-01-01 | $11,505 | $11,426 | $79 | $79 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-04-01 | $11,984 | $11,902 | $82 | $82 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-12-01 | $20,666 | $20,524 | $142 | $142 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-08-01 | $14,623 | $14,522 | $101 | $101 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-02-01 | $12,476 | $12,391 | $86 | $86 |
| FHLMC MULTICLASS SER 19-1 CL MT 3.5% | P | 2019-03-07 | 2020-03-01 | $15,599 | $15,491 | $107 | $107 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-10-01 | $4,238 | $4,597 | -$359 | -$359 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-03-01 | $5,082 | $5,513 | -$430 | -$430 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-06-01 | $4,434 | $4,809 | -$375 | -$375 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-05-01 | $5,076 | $5,506 | -$430 | -$430 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-02-01 | $4,265 | $4,626 | -$361 | -$361 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-12-01 | $5,782 | $6,272 | -$490 | -$490 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-04-01 | $6,561 | $7,117 | -$556 | -$556 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-01-01 | $5,438 | $5,898 | -$461 | -$461 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-07-01 | $4,598 | $4,988 | -$389 | -$389 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-09-01 | $5,427 | $5,887 | -$460 | -$460 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-11-01 | $4,403 | $4,776 | -$373 | -$373 |
| FHLMC MULTICLASS SER 2515 CL UP 5.5 | P | 2016-01-14 | 2020-08-01 | $5,268 | $5,715 | -$446 | -$446 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-05-01 | $651 | $682 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-09-01 | $662 | $694 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-12-01 | $671 | $703 | -$32 | -$32 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-11-01 | $668 | $699 | -$32 | -$32 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-08-01 | $659 | $691 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-01-01 | $640 | $671 | -$30 | -$30 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-03-01 | $646 | $676 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-04-01 | $649 | $679 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-07-01 | $657 | $688 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-02-01 | $643 | $674 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-06-01 | $654 | $685 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WM 4.5 | P | 2015-11-30 | 2020-10-01 | $665 | $696 | -$32 | -$32 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-05-01 | $651 | $682 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-11-01 | $668 | $699 | -$32 | -$32 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-02-01 | $643 | $674 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-06-01 | $654 | $685 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-12-01 | $671 | $703 | -$32 | -$32 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-09-01 | $662 | $694 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-01-01 | $640 | $671 | -$30 | -$30 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-10-01 | $665 | $696 | -$32 | -$32 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-03-01 | $646 | $676 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-08-01 | $659 | $691 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-04-01 | $649 | $679 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2626 CL WQ 4.5 | P | 2015-11-30 | 2020-07-01 | $657 | $688 | -$31 | -$31 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-05-01 | $1,038 | $1,119 | -$80 | -$80 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-11-01 | $5,074 | $5,467 | -$393 | -$393 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-12-01 | $5,485 | $5,911 | -$425 | -$425 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-10-01 | $928 | $1,000 | -$72 | -$72 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-01-01 | $12,424 | $13,387 | -$963 | -$963 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-03-01 | $4,197 | $4,522 | -$325 | -$325 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-04-01 | $4,204 | $4,530 | -$326 | -$326 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-09-01 | $4,643 | $5,003 | -$360 | -$360 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-08-01 | $1,437 | $1,549 | -$111 | -$111 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-07-01 | $4,698 | $5,062 | -$364 | -$364 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-02-01 | $1,011 | $1,090 | -$78 | -$78 |
| FHLMC MULTICLASS SER 2717 CL AE 4.5 | P | 2015-08-13 | 2020-06-01 | $1,084 | $1,168 | -$84 | -$84 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-03-01 | $833 | $917 | -$83 | -$83 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-09-01 | $3,059 | $3,365 | -$306 | -$306 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-01-01 | $1,414 | $1,556 | -$141 | -$141 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-08-01 | $2,441 | $2,685 | -$244 | -$244 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-12-01 | $1,729 | $1,901 | -$173 | -$173 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-11-01 | $1,541 | $1,695 | -$154 | -$154 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-10-01 | $1,046 | $1,151 | -$105 | -$105 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-04-01 | $1,675 | $1,843 | -$168 | -$168 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-05-01 | $905 | $995 | -$90 | -$90 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-06-01 | $1,591 | $1,750 | -$159 | -$159 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-07-01 | $667 | $733 | -$67 | -$67 |
| FHLMC MULTICLASS SER 2733 CL ME 5% | P | 2015-05-27 | 2020-02-01 | $1,901 | $2,091 | -$190 | -$190 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-09-01 | $17,942 | $20,704 | -$2,761 | -$2,761 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-04-01 | $17,053 | $19,678 | -$2,625 | -$2,625 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-11-01 | $13,031 | $15,037 | -$2,006 | -$2,006 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-02-01 | $12,533 | $14,461 | -$1,929 | -$1,929 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-01-01 | $12,357 | $14,258 | -$1,902 | -$1,902 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-10-01 | $33,765 | $38,961 | -$5,197 | -$5,197 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-05-01 | $26,001 | $30,003 | -$4,002 | -$4,002 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-06-01 | $18,766 | $21,654 | -$2,888 | -$2,888 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-03-01 | $13,356 | $15,412 | -$2,056 | -$2,056 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-12-01 | $27,259 | $31,455 | -$4,195 | -$4,195 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-08-01 | $7,865 | $9,075 | -$1,210 | -$1,210 |
| FHLMC MULTICLASS SER 2764 CL UG 5 | P | 2015-09-25 | 2020-07-01 | $18,454 | $21,295 | -$2,840 | -$2,840 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-07-01 | $2,337 | $2,483 | -$145 | -$145 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-06-01 | $2,669 | $2,835 | -$166 | -$166 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-12-01 | $2,420 | $2,571 | -$151 | -$151 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-04-01 | $3,125 | $3,319 | -$194 | -$194 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-02-01 | $2,659 | $2,824 | -$165 | -$165 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-05-01 | $11,124 | $11,816 | -$692 | -$692 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-01-01 | $2,702 | $2,870 | -$168 | -$168 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-10-01 | $2,272 | $2,414 | -$141 | -$141 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-09-01 | $15,699 | $16,675 | -$976 | -$976 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-03-01 | $2,850 | $3,027 | -$177 | -$177 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-08-01 | $2,304 | $2,447 | -$143 | -$143 |
| FHLMC MULTICLASS SER 2835 CL TB 4.5 | P | 2017-02-15 | 2020-11-01 | $2,548 | $2,706 | -$158 | -$158 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-04-01 | $1,025 | $1,119 | -$95 | -$95 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-06-01 | $1,194 | $1,305 | -$110 | -$110 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-11-01 | $3,964 | $4,331 | -$367 | -$367 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-05-01 | $584 | $638 | -$54 | -$54 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-08-01 | $1,503 | $1,642 | -$139 | -$139 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-09-01 | $1,890 | $2,065 | -$175 | -$175 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-07-01 | $4,164 | $4,549 | -$385 | -$385 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-03-01 | $1,117 | $1,221 | -$103 | -$103 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-10-01 | $3,011 | $3,289 | -$279 | -$279 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-01-01 | $636 | $695 | -$59 | -$59 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-12-01 | $3,348 | $3,658 | -$310 | -$310 |
| FHLMC MULTICLASS SER 2845 CL QH 5 | P | 2015-08-13 | 2020-02-01 | $5,691 | $6,217 | -$526 | -$526 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-09-01 | $3,450 | $3,407 | $43 | $43 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-03-01 | $820 | $810 | $10 | $10 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-08-01 | $2,754 | $2,720 | $34 | $34 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-04-01 | $796 | $786 | $10 | $10 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-11-01 | $2,241 | $2,213 | $28 | $28 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-06-01 | $2,142 | $2,115 | $27 | $27 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-10-01 | $775 | $765 | $10 | $10 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-12-01 | $749 | $740 | $9 | $9 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-05-01 | $6,762 | $6,677 | $85 | $85 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-07-01 | $2,372 | $2,343 | $30 | $30 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-02-01 | $5,454 | $5,386 | $68 | $68 |
| FHLMC MULTICLASS SER 2929 CL MF FLTG RT | P | 2019-02-13 | 2020-01-01 | $811 | $801 | $10 | $10 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-07-01 | $12,738 | $14,331 | -$1,592 | -$1,592 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-02-01 | $6,508 | $7,322 | -$814 | -$814 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-01-01 | $10,769 | $12,115 | -$1,346 | -$1,346 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-03-01 | $8,990 | $10,113 | -$1,124 | -$1,124 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-11-01 | $13,438 | $15,118 | -$1,680 | -$1,680 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-09-01 | $11,065 | $12,448 | -$1,383 | -$1,383 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-12-01 | $12,574 | $14,146 | -$1,572 | -$1,572 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-10-01 | $12,530 | $14,097 | -$1,566 | -$1,566 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-04-01 | $12,067 | $13,575 | -$1,508 | -$1,508 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-06-01 | $9,599 | $10,799 | -$1,200 | -$1,200 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-08-01 | $15,245 | $17,150 | -$1,906 | -$1,906 |
| FHLMC MULTICLASS SER 3028 CL MG 5 | P | 2015-12-18 | 2020-05-01 | $10,215 | $11,491 | -$1,277 | -$1,277 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-04-01 | $8,840 | $10,055 | -$1,216 | -$1,216 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-07-01 | $9,462 | $10,763 | -$1,301 | -$1,301 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-02-01 | $8,462 | $9,625 | -$1,163 | -$1,163 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-08-01 | $14,542 | $16,541 | -$2,000 | -$2,000 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-05-01 | $12,139 | $13,808 | -$1,669 | -$1,669 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-06-01 | $7,368 | $8,382 | -$1,013 | -$1,013 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-10-01 | $8,098 | $9,211 | -$1,113 | -$1,113 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-12-01 | $7,081 | $8,055 | -$974 | -$974 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-09-01 | $6,749 | $7,677 | -$928 | -$928 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-01-01 | $21,888 | $24,898 | -$3,010 | -$3,010 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-11-01 | $17,805 | $20,253 | -$2,448 | -$2,448 |
| FHLMC MULTICLASS SER 3211 CL PD 5.5 | P | 2015-08-20 | 2020-03-01 | $7,462 | $8,488 | -$1,026 | -$1,026 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-02-01 | $389 | $426 | -$37 | -$37 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-06-01 | $354 | $388 | -$34 | -$34 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-08-01 | $413 | $452 | -$39 | -$39 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-12-01 | $11,362 | $12,448 | -$1,086 | -$1,086 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-04-01 | $6,310 | $6,913 | -$603 | -$603 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-05-01 | $3,475 | $3,807 | -$332 | -$332 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-07-01 | $436 | $477 | -$42 | -$42 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-09-01 | $423 | $464 | -$40 | -$40 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-10-01 | $389 | $426 | -$37 | -$37 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-01-01 | $391 | $428 | -$37 | -$37 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-03-01 | $3,943 | $4,320 | -$377 | -$377 |
| FHLMC MULTICLASS SER 3287 CL PD 5.5 | P | 2016-02-10 | 2020-11-01 | $374 | $410 | -$36 | -$36 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-01-01 | $722 | $799 | -$76 | -$76 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-04-01 | $43,555 | $48,156 | -$4,601 | -$4,601 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-08-01 | $596 | $659 | -$63 | -$63 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-06-01 | $629 | $696 | -$66 | -$66 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-10-01 | $675 | $746 | -$71 | -$71 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-12-01 | $682 | $754 | -$72 | -$72 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-07-01 | $15,402 | $17,029 | -$1,627 | -$1,627 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-02-01 | $734 | $811 | -$78 | -$78 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-05-01 | $626 | $692 | -$66 | -$66 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-03-01 | $731 | $808 | -$77 | -$77 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-11-01 | $678 | $750 | -$72 | -$72 |
| FHLMC MULTICLASS SER 3303 CL AC 6 | P | 2015-06-04 | 2020-09-01 | $671 | $742 | -$71 | -$71 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-01-01 | $4,956 | $5,600 | -$644 | -$644 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-06-01 | $1,663 | $1,879 | -$216 | -$216 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-02-01 | $4,746 | $5,363 | -$617 | -$617 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-09-01 | $5,880 | $6,645 | -$764 | -$764 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-04-01 | $8,562 | $9,675 | -$1,113 | -$1,113 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-03-01 | $5,270 | $5,956 | -$685 | -$685 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-10-01 | $13,059 | $14,756 | -$1,698 | -$1,698 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-07-01 | $1,652 | $1,867 | -$215 | -$215 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-08-01 | $1,669 | $1,886 | -$217 | -$217 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-11-01 | $8,349 | $9,435 | -$1,085 | -$1,085 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-12-01 | $9,411 | $10,634 | -$1,223 | -$1,223 |
| FHLMC MULTICLASS SER 3423 CL PB 5.5 | P | 2016-09-28 | 2020-05-01 | $9,212 | $10,410 | -$1,198 | -$1,198 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-09-01 | $5,136 | $5,186 | -$50 | -$50 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-11-01 | $9,144 | $9,232 | -$89 | -$89 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-08-01 | $7,881 | $7,957 | -$76 | -$76 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-02-01 | $3,268 | $3,300 | -$32 | -$32 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-12-01 | $6,334 | $6,396 | -$61 | -$61 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-03-01 | $2,623 | $2,649 | -$25 | -$25 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-01-01 | $1,345 | $1,358 | -$13 | -$13 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-04-01 | $1,477 | $1,491 | -$14 | -$14 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-10-01 | $7,521 | $7,594 | -$73 | -$73 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-05-01 | $4,807 | $4,854 | -$47 | -$47 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-06-01 | $1,249 | $1,261 | -$12 | -$12 |
| FHLMC MULTICLASS SER 3587 CL FA | P | 2015-12-30 | 2020-07-01 | $2,892 | $2,920 | -$28 | -$28 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-03-01 | $437 | $480 | -$44 | -$44 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-07-01 | $416 | $458 | -$42 | -$42 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-11-01 | $4,843 | $5,327 | -$484 | -$484 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-04-01 | $11,031 | $12,134 | -$1,103 | -$1,103 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-05-01 | $3,689 | $4,058 | -$369 | -$369 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-06-01 | $2,217 | $2,438 | -$222 | -$222 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-10-01 | $13,559 | $14,915 | -$1,356 | -$1,356 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-02-01 | $30,977 | $34,074 | -$3,098 | -$3,098 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-08-01 | $8,876 | $9,764 | -$888 | -$888 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-09-01 | $1,634 | $1,798 | -$163 | -$163 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-12-01 | $312 | $343 | -$31 | -$31 |
| FHLMC MULTICLASS SER 3641 CL PB 5 | P | 2015-11-05 | 2020-01-01 | $563 | $619 | -$56 | -$56 |
| FHLMC MULTICLASS SER 3738 CL CY 4.0% | P | 2015-08-18 | 2020-01-01 | $4,716 | $4,909 | -$193 | -$193 |
| FHLMC MULTICLASS SER 3738 CL CY 4.0% | P | 2015-08-18 | 2020-06-01 | $4,671 | $4,862 | -$191 | -$191 |
| FHLMC MULTICLASS SER 3738 CL CY 4.0% | P | 2015-08-18 | 2020-04-01 | $4,738 | $4,932 | -$194 | -$194 |
| FHLMC MULTICLASS SER 3738 CL CY 4.0% | P | 2015-08-18 | 2020-03-01 | $5,227 | $5,441 | -$214 | -$214 |
| FHLMC MULTICLASS SER 3738 CL CY 4.0% | P | 2015-08-18 | 2020-05-01 | $5,805 | $6,043 | -$238 | -$238 |
| FHLMC MULTICLASS SER 3738 CL CY 4.0% | P | 2015-08-18 | 2020-02-01 | $4,284 | $4,460 | -$175 | -$175 |
| FHLMC MULTICLASS SER 3738 CL CY 4.0% | P | 2015-08-18 | 2020-07-15 | $1,288 | $1,340 | -$53 | -$53 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-07-01 | $37,240 | $39,474 | -$2,234 | -$2,234 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-09-01 | $31,877 | $33,789 | -$1,913 | -$1,913 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-02-01 | $10,016 | $10,617 | -$601 | -$601 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-01-01 | $6,967 | $7,385 | -$418 | -$418 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-03-01 | $18,128 | $19,215 | -$1,088 | -$1,088 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-11-01 | $48,680 | $51,601 | -$2,921 | -$2,921 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-06-01 | $52,733 | $55,897 | -$3,164 | -$3,164 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-10-01 | $17,836 | $18,907 | -$1,070 | -$1,070 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-12-01 | $2,927 | $3,103 | -$176 | -$176 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-04-01 | $11,557 | $12,251 | -$693 | -$693 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-08-01 | $18,469 | $19,577 | -$1,108 | -$1,108 |
| FHLMC MULTICLASS SER 3767 CL PK 4 | P | 2016-02-18 | 2020-05-01 | $24,239 | $25,693 | -$1,454 | -$1,454 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-01-01 | $3,781 | $3,715 | $66 | $66 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-02-01 | $5,594 | $5,496 | $98 | $98 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-11-01 | $1,837 | $1,805 | $32 | $32 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-04-01 | $3,923 | $3,854 | $69 | $69 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-05-01 | $7,153 | $7,028 | $125 | $125 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-10-01 | $7,170 | $7,044 | $125 | $125 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-06-01 | $2,932 | $2,881 | $51 | $51 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-12-01 | $3,287 | $3,229 | $58 | $58 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-08-01 | $346 | $340 | $6 | $6 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-03-01 | $5,907 | $5,804 | $103 | $103 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-09-01 | $343 | $337 | $6 | $6 |
| FHLMC MULTICLASS SER 3904 CL EC 2.0% | P | 2015-07-28 | 2020-07-01 | $1,321 | $1,298 | $23 | $23 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-04-01 | $20,021 | $21,547 | -$1,527 | -$1,527 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-07-01 | $15,818 | $17,025 | -$1,206 | -$1,206 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-09-01 | $27,821 | $29,943 | -$2,121 | -$2,121 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-03-01 | $10,220 | $10,999 | -$779 | -$779 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-10-01 | $19,178 | $20,641 | -$1,462 | -$1,462 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-05-01 | $13,014 | $14,007 | -$992 | -$992 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-02-01 | $18,449 | $19,855 | -$1,407 | -$1,407 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-11-01 | $15,154 | $16,309 | -$1,155 | -$1,155 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-08-01 | $22,746 | $24,481 | -$1,734 | -$1,734 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-12-01 | $10,739 | $11,558 | -$819 | -$819 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-06-01 | $15,882 | $17,093 | -$1,211 | -$1,211 |
| FHLMC MULTICLASS SER 4239 CL AP 4 | P | 2016-02-10 | 2020-01-01 | $21,180 | $22,795 | -$1,615 | -$1,615 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-10-01 | $3,638 | $4,084 | -$446 | -$446 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-06-01 | $3,209 | $3,602 | -$393 | -$393 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-05-01 | $3,659 | $4,107 | -$448 | -$448 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-11-01 | $3,841 | $4,311 | -$470 | -$470 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-01-01 | $4,372 | $4,908 | -$536 | -$536 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-04-01 | $3,929 | $4,411 | -$481 | -$481 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-02-01 | $3,722 | $4,177 | -$456 | -$456 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-08-01 | $4,281 | $4,805 | -$524 | -$524 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-03-01 | $2,850 | $3,199 | -$349 | -$349 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-09-01 | $4,698 | $5,273 | -$575 | -$575 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-07-01 | $5,503 | $6,177 | -$674 | -$674 |
| FHLMC MULTICLASS SER 6 04-15-2036 | P | 2016-01-06 | 2020-12-01 | $4,883 | $5,481 | -$598 | -$598 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-06-01 | $2,443 | $2,420 | $23 | $23 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-04-01 | $1,718 | $1,702 | $16 | $16 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-01-01 | $6,184 | $6,127 | $58 | $58 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-11-01 | $3,235 | $3,204 | $30 | $30 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-12-01 | $9,831 | $9,739 | $92 | $92 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-08-01 | $6,474 | $6,413 | $61 | $61 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-09-01 | $5,010 | $4,963 | $47 | $47 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-05-01 | $2,844 | $2,817 | $27 | $27 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-02-01 | $4,307 | $4,266 | $40 | $40 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-10-01 | $1,927 | $1,909 | $18 | $18 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-03-01 | $3,080 | $3,051 | $29 | $29 |
| FHLMC MULTICLASS SER-3757 CL-FA FLTG | P | 2019-02-13 | 2020-07-01 | $5,228 | $5,179 | $49 | $49 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-10-01 | $16,215 | $16,208 | $7 | $7 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-04-01 | $11,542 | $11,537 | $5 | $5 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-07-01 | $10,526 | $10,522 | $5 | $5 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-09-01 | $11,804 | $11,798 | $5 | $5 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-12-01 | $17,823 | $17,815 | $8 | $8 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-05-01 | $9,380 | $9,376 | $4 | $4 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-08-01 | $13,343 | $13,337 | $6 | $6 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-02-01 | $9,647 | $9,642 | $4 | $4 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-06-01 | $9,644 | $9,639 | $4 | $4 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-03-01 | $9,420 | $9,416 | $4 | $4 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-01-01 | $12,808 | $12,802 | $6 | $6 |
| FHLMC MULTICLASS SR 18-1 CL A1 3.5% | P | 2018-07-31 | 2020-11-01 | $17,712 | $17,704 | $8 | $8 |
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-03-01 | $12,248 | $12,248 | $0 | $0 |
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-06-01 | $107 | $107 | $0 | $0 |
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-08-01 | $110 | $110 | ||
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-11-01 | $11,848 | $11,848 | ||
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-09-01 | $110 | $110 | ||
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-01-01 | $195 | $195 | $0 | $0 |
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-04-01 | $185 | $186 | -$1 | -$1 |
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-05-01 | $89,938 | $89,938 | ||
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-10-01 | $114 | $114 | $0 | $0 |
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-07-01 | $113 | $113 | $0 | $0 |
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-02-01 | $194 | $194 | ||
| FHLMC MULTICLASS TRANCHE 00868 9-25-2022 | P | 2015-11-19 | 2020-12-01 | $85 | $85 | $0 | $0 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-11-01 | $21,973 | $22,412 | -$439 | -$439 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-08-01 | $9,778 | $9,973 | -$195 | -$195 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-02-01 | $19,324 | $19,710 | -$386 | -$386 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-07-01 | $316 | $323 | -$6 | -$6 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-05-01 | $24,571 | $25,061 | -$491 | -$491 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-04-01 | $3,579 | $3,651 | -$72 | -$72 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-12-01 | $215 | $220 | -$4 | -$4 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-10-01 | $24,942 | $25,440 | -$498 | -$498 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-06-01 | $289 | $294 | -$6 | -$6 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-03-01 | $384 | $392 | -$8 | -$8 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-01-01 | $22,022 | $22,462 | -$440 | -$440 |
| FHLMC MULTICLASS TRANCHE 2.838 9-25-2022 | P | 2016-11-17 | 2020-09-01 | $7,933 | $8,091 | -$159 | -$159 |
| FHLMC MULTIFAMILY STRUCTURED PASS | P | 2015-11-10 | 2020-01-01 | $2,816 | $2,844 | -$28 | -$28 |
| FHLMC MULTIFAMILY STRUCTURED PASS | P | 2015-11-10 | 2020-03-01 | $28 | $29 | -$1 | -$1 |
| FHLMC MULTIFAMILY STRUCTURED PASS | P | 2015-11-10 | 2020-04-01 | $3,919 | $3,958 | -$39 | -$39 |
| FHLMC MULTIFAMILY STRUCTURED PASS | P | 2015-11-10 | 2020-02-01 | $25 | $25 | ||
| FHLMC MULTIFAMILY STRUCTURED PASS | P | 2015-11-10 | 2020-05-26 | $664 | $670 | -$7 | -$7 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-12-01 | $13,614 | $14,801 | -$1,187 | -$1,187 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-04-01 | $15,441 | $16,787 | -$1,346 | -$1,346 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-05-01 | $12,617 | $13,717 | -$1,100 | -$1,100 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-09-01 | $12,408 | $13,489 | -$1,082 | -$1,082 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-11-01 | $12,338 | $13,414 | -$1,076 | -$1,076 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-10-01 | $14,680 | $15,960 | -$1,280 | -$1,280 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-06-01 | $11,820 | $12,850 | -$1,031 | -$1,031 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-07-01 | $16,914 | $18,389 | -$1,475 | -$1,475 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-01-01 | $11,305 | $12,290 | -$986 | -$986 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-02-01 | $12,047 | $13,097 | -$1,050 | -$1,050 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-03-01 | $9,112 | $9,907 | -$794 | -$794 |
| FHLMC POOL #C91366 4.5 04-01-2031 | P | 2016-01-07 | 2020-08-01 | $18,138 | $19,720 | -$1,581 | -$1,581 |
| FHLMC SUPER 30Y FIXED 1.5% 10-01-2050 | P | 2020-11-23 | 2020-12-01 | $7,230 | $7,302 | -$72 | -$72 |
| FIDELITY NATL INFORMATION SVCS INC 3.75% | P | 2019-05-14 | 2020-01-08 | $190,603 | $173,715 | $16,888 | $16,888 |
| FIFTH 3RD BANCORP 2.875% DUE 07-27-2020 | P | 2015-07-22 | 2020-01-08 | $54,230 | $53,992 | $238 | $238 |
| FIRSTENERGY CORP 2.65% DUE 03-01-2030 | P | 2020-02-18 | 2020-11-09 | $194,031 | $193,872 | $159 | $159 |
| FIRSTENERGY CORP 2.65% DUE 03-01-2030 | P | 2020-02-18 | 2020-11-09 | $95,937 | $95,937 | $0 | $0 |
| FLAGSHIP CR AUTO 2.83% DUE 03-15-2023 | P | 2017-01-26 | 2020-01-14 | $18,200 | $18,200 | $1 | $1 |
| FLAGSHIP CR AUTO 2.83% DUE 03-15-2023 | P | 2017-01-26 | 2020-02-14 | $19,232 | $19,231 | $1 | $1 |
| FLAGSHIP CR AUTO 2.83% DUE 03-15-2023 | P | 2017-01-26 | 2020-03-13 | $17,454 | $17,454 | $1 | $1 |
| FLAGSHIP CR AUTO 2.83% DUE 03-15-2023 | P | 2017-01-26 | 2020-04-15 | $6,473 | $6,473 | ||
| FLAGSHIP CR AUTO 2.96% DUE 07-15-2023 | P | 2017-05-19 | 2020-09-14 | $38,335 | $38,328 | $7 | $7 |
| FLAGSHIP CR AUTO 2.96% DUE 07-15-2023 | P | 2017-05-19 | 2020-12-14 | $43,216 | $43,209 | $8 | $8 |
| FLAGSHIP CR AUTO 2.96% DUE 07-15-2023 | P | 2017-05-19 | 2020-11-13 | $53,621 | $53,611 | $10 | $10 |
| FLAGSHIP CR AUTO 2.96% DUE 07-15-2023 | P | 2017-05-19 | 2020-10-14 | $49,943 | $49,934 | $9 | $9 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-11-13 | $29,361 | $29,356 | $5 | $5 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-06-12 | $30,477 | $30,472 | $5 | $5 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-10-14 | $28,564 | $28,560 | $5 | $5 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-12-14 | $24,143 | $24,139 | $4 | $4 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-05-14 | $29,182 | $29,178 | $5 | $5 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-09-14 | $28,729 | $28,725 | $5 | $5 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-07-14 | $29,464 | $29,459 | $5 | $5 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-04-14 | $23,495 | $23,491 | $4 | $4 |
| FLAGSHIP CR AUTO 3.22% DUE 05-15-2023 | P | 2017-01-26 | 2020-08-14 | $33,346 | $33,341 | $5 | $5 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-09-01 | $2,912 | $3,425 | -$513 | -$513 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-08-01 | $2,030 | $2,387 | -$358 | -$358 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-07-01 | $2,173 | $2,556 | -$383 | -$383 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-04-01 | $2,643 | $3,109 | -$466 | -$466 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-05-01 | $2,983 | $3,508 | -$526 | -$526 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-03-01 | $2,515 | $2,958 | -$443 | -$443 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-10-01 | $2,385 | $2,805 | -$420 | -$420 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-01-01 | $2,437 | $2,867 | -$430 | -$430 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-12-01 | $3,733 | $4,391 | -$658 | -$658 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-02-01 | $1,709 | $2,010 | -$301 | -$301 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-11-01 | $2,234 | $2,628 | -$394 | -$394 |
| FNMA 2001-T10 CL A1 PASS THROUGH 7 | P | 2016-02-11 | 2020-06-01 | $2,199 | $2,586 | -$388 | -$388 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-10-01 | $8,756 | $9,505 | -$750 | -$750 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-03-01 | $4,753 | $5,159 | -$407 | -$407 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-06-01 | $5,985 | $6,498 | -$513 | -$513 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-09-01 | $4,810 | $5,222 | -$412 | -$412 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-04-01 | $4,386 | $4,761 | -$376 | -$376 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-02-01 | $9,902 | $10,750 | -$848 | -$848 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-01-01 | $9,342 | $10,142 | -$800 | -$800 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-12-01 | $6,119 | $6,643 | -$524 | -$524 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-08-01 | $3,560 | $3,865 | -$305 | -$305 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-05-01 | $3,564 | $3,869 | -$305 | -$305 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-07-01 | $3,992 | $4,334 | -$342 | -$342 |
| FNMA 2005-117 CL-LC 5.5 11-25-2035 | P | 2015-11-18 | 2020-11-01 | $4,676 | $5,076 | -$400 | -$400 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-03-01 | $5,123 | $5,843 | -$720 | -$720 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-07-01 | $10,027 | $11,437 | -$1,410 | -$1,410 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-04-01 | $16,035 | $18,290 | -$2,255 | -$2,255 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-08-01 | $11,118 | $12,682 | -$1,564 | -$1,564 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-12-01 | $14,898 | $16,993 | -$2,095 | -$2,095 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-05-01 | $17,579 | $20,051 | -$2,472 | -$2,472 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-01-01 | $7,209 | $8,223 | -$1,014 | -$1,014 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-10-01 | $4,417 | $5,038 | -$621 | -$621 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-06-01 | $11,101 | $12,662 | -$1,561 | -$1,561 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-02-01 | $10,536 | $12,018 | -$1,482 | -$1,482 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-11-01 | $9,335 | $10,648 | -$1,313 | -$1,313 |
| FNMA 2006-105 CL-ME 5.5 11-25-2036 | P | 2015-09-24 | 2020-09-01 | $14,274 | $16,281 | -$2,007 | -$2,007 |
| FNMA 3% 04-01-2050 | P | 2020-05-01 | 2020-06-01 | $2,338 | $2,474 | -$136 | -$136 |
| FNMA 3% 04-01-2050 | P | 2020-05-01 | 2020-09-01 | $2,358 | $2,490 | -$132 | -$132 |
| FNMA 3% 04-01-2050 | P | 2020-05-01 | 2020-08-01 | $2,337 | $2,470 | -$132 | -$132 |
| FNMA 3% 04-01-2050 | P | 2020-05-01 | 2020-11-01 | $2,359 | $2,488 | -$129 | -$129 |
| FNMA 3% 04-01-2050 | P | 2020-05-01 | 2020-10-01 | $19,431 | $20,507 | -$1,075 | -$1,075 |
| FNMA 3% 04-01-2050 | P | 2020-05-01 | 2020-07-01 | $2,325 | $2,459 | -$133 | -$133 |
| FNMA 3% 04-01-2050 | P | 2020-05-01 | 2020-12-01 | $17,784 | $18,745 | -$961 | -$961 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-04-01 | $3,591 | $4,152 | -$561 | -$561 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-03-01 | $7,165 | $8,285 | -$1,120 | -$1,120 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-01-01 | $4,725 | $5,463 | -$738 | -$738 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-06-01 | $6,657 | $7,697 | -$1,040 | -$1,040 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-07-01 | $4,913 | $5,680 | -$768 | -$768 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-10-01 | $5,113 | $5,912 | -$799 | -$799 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-05-01 | $5,069 | $5,861 | -$792 | -$792 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-02-01 | $6,041 | $6,985 | -$944 | -$944 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-11-01 | $6,176 | $7,141 | -$965 | -$965 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-08-01 | $8,584 | $9,925 | -$1,341 | -$1,341 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-09-01 | $6,386 | $7,384 | -$998 | -$998 |
| FNMA 7% CMO 25/07/42 USD 7 07-25-2042 | P | 2015-09-14 | 2020-12-01 | $7,289 | $8,428 | -$1,139 | -$1,139 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-09-01 | $19,951 | $22,146 | -$2,195 | -$2,195 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-06-01 | $14,087 | $15,637 | -$1,550 | -$1,550 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-11-01 | $16,499 | $18,314 | -$1,815 | -$1,815 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-03-01 | $20,344 | $22,582 | -$2,238 | -$2,238 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-04-01 | $11,645 | $12,926 | -$1,281 | -$1,281 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-10-01 | $17,173 | $19,063 | -$1,889 | -$1,889 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-08-01 | $10,883 | $12,080 | -$1,197 | -$1,197 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-05-01 | $14,769 | $16,394 | -$1,625 | -$1,625 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-12-01 | $9,551 | $10,602 | -$1,051 | -$1,051 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-02-01 | $12,788 | $14,195 | -$1,407 | -$1,407 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-01-01 | $14,447 | $16,037 | -$1,589 | -$1,589 |
| FNMA CMO 5.5 04-25-2037 | P | 2017-10-11 | 2020-07-01 | $15,457 | $17,157 | -$1,700 | -$1,700 |
| FNMA FNR 07 29 NC 6.5 02-25-2047 | P | 2015-06-19 | 2020-01-01 | $55,113 | $58,722 | -$3,608 | -$3,608 |
| FNMA FNR 07 29 NC 6.5 02-25-2047 | P | 2015-06-19 | 2020-02-25 | $52,544 | $55,984 | -$3,440 | -$3,440 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-04-01 | $434 | $454 | -$20 | -$20 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-01-01 | $2,662 | $2,785 | -$123 | -$123 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-12-01 | $5,900 | $6,173 | -$273 | -$273 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-03-01 | $428 | $448 | -$20 | -$20 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-06-01 | $460 | $481 | -$21 | -$21 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-10-01 | $701 | $733 | -$32 | -$32 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-11-01 | $765 | $801 | -$35 | -$35 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-08-01 | $1,973 | $2,064 | -$91 | -$91 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-05-01 | $9,938 | $10,398 | -$460 | -$460 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-02-01 | $457 | $479 | -$21 | -$21 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-09-01 | $471 | $493 | -$22 | -$22 |
| FNMA FNR 2011-100 QN 4 10-25-2051 | P | 2015-08-11 | 2020-07-01 | $485 | $508 | -$22 | -$22 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-04-01 | $15,307 | $17,497 | -$2,191 | -$2,191 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-01-01 | $9,006 | $10,295 | -$1,289 | -$1,289 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-08-01 | $22,305 | $25,498 | -$3,192 | -$3,192 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-05-01 | $20,122 | $23,002 | -$2,880 | -$2,880 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-12-01 | $5,659 | $6,468 | -$810 | -$810 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-02-01 | $21,911 | $25,047 | -$3,136 | -$3,136 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-09-01 | $11,471 | $13,112 | -$1,642 | -$1,642 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-10-01 | $9,395 | $10,739 | -$1,345 | -$1,345 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-06-01 | $10,088 | $11,531 | -$1,444 | -$1,444 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-07-01 | $5,741 | $6,562 | -$822 | -$822 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-03-01 | $23,823 | $27,233 | -$3,410 | -$3,410 |
| FNMA POOL #256886 6.5% 09-01-2027 BEO | P | 2016-01-20 | 2020-11-01 | $15,834 | $18,100 | -$2,266 | -$2,266 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-05-01 | $1,786 | $1,947 | -$161 | -$161 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-06-01 | $1,663 | $1,813 | -$150 | -$150 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-01-01 | $1,622 | $1,769 | -$147 | -$147 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-02-01 | $1,630 | $1,777 | -$147 | -$147 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-12-01 | $1,842 | $2,008 | -$166 | -$166 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-11-01 | $1,705 | $1,858 | -$154 | -$154 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-09-01 | $1,688 | $1,840 | -$152 | -$152 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-10-01 | $1,825 | $1,990 | -$165 | -$165 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-08-01 | $1,680 | $1,831 | -$152 | -$152 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-07-01 | $1,802 | $1,964 | -$163 | -$163 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-04-01 | $1,647 | $1,795 | -$149 | -$149 |
| FNMA POOL #466566 4.27% 11-01-2025 BEO | P | 2015-06-25 | 2020-03-01 | $1,901 | $2,072 | -$172 | -$172 |
| FNMA POOL #469112 3.82% 09-01-2021 BEO | P | 2015-07-24 | 2020-04-01 | $1,436 | $1,555 | -$118 | -$118 |
| FNMA POOL #469112 3.82% 09-01-2021 BEO | P | 2015-07-24 | 2020-01-01 | $1,415 | $1,532 | -$117 | -$117 |
| FNMA POOL #469112 3.82% 09-01-2021 BEO | P | 2015-07-24 | 2020-02-01 | $1,422 | $1,539 | -$117 | -$117 |
| FNMA POOL #469112 3.82% 09-01-2021 BEO | P | 2015-07-24 | 2020-03-01 | $1,696 | $1,836 | -$140 | -$140 |
| FNMA POOL #469112 3.82% 09-01-2021 BEO | P | 2015-07-24 | 2020-05-26 | $899,241 | $973,288 | -$74,047 | -$74,047 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-08-01 | $11,313 | $12,984 | -$1,671 | -$1,671 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-01-01 | $17,386 | $19,953 | -$2,567 | -$2,567 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-05-01 | $11,478 | $13,173 | -$1,695 | -$1,695 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-04-01 | $11,704 | $13,432 | -$1,728 | -$1,728 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-02-01 | $10,478 | $12,025 | -$1,547 | -$1,547 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-07-01 | $9,413 | $10,803 | -$1,390 | -$1,390 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-06-01 | $7,967 | $9,143 | -$1,176 | -$1,176 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-12-01 | $8,987 | $10,314 | -$1,327 | -$1,327 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-10-01 | $11,581 | $13,291 | -$1,710 | -$1,710 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-03-01 | $12,416 | $14,249 | -$1,833 | -$1,833 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-11-01 | $12,496 | $14,341 | -$1,845 | -$1,845 |
| FNMA POOL #888079 6.5% 10-01-2026 BEO | P | 2016-01-25 | 2020-09-01 | $14,083 | $16,163 | -$2,079 | -$2,079 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-11-01 | $4,496 | $5,339 | -$843 | -$843 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-03-01 | $3,473 | $4,125 | -$651 | -$651 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-05-01 | $4,409 | $5,236 | -$827 | -$827 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-09-01 | $6,215 | $7,381 | -$1,165 | -$1,165 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-06-01 | $8,389 | $9,961 | -$1,573 | -$1,573 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-10-01 | $4,318 | $5,127 | -$810 | -$810 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-04-01 | $5,375 | $6,383 | -$1,008 | -$1,008 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-08-01 | $5,064 | $6,014 | -$950 | -$950 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-12-01 | $3,761 | $4,466 | -$705 | -$705 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-01-01 | $3,056 | $3,629 | -$573 | -$573 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-02-01 | $4,748 | $5,638 | -$890 | -$890 |
| FNMA POOL #890661 7% 02-01-2039 BEO | P | 2016-01-29 | 2020-07-01 | $3,989 | $4,737 | -$748 | -$748 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-10-01 | $19,382 | $21,693 | -$2,311 | -$2,311 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-02-01 | $6,154 | $6,888 | -$734 | -$734 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-03-01 | $44,106 | $49,364 | -$5,258 | -$5,258 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-11-01 | $8,868 | $9,925 | -$1,057 | -$1,057 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-07-01 | $10,928 | $12,231 | -$1,303 | -$1,303 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-01-01 | $4,420 | $4,947 | -$527 | -$527 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-08-01 | $11,532 | $12,907 | -$1,375 | -$1,375 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-05-01 | $10,293 | $11,520 | -$1,227 | -$1,227 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-06-01 | $21,639 | $24,219 | -$2,580 | -$2,580 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-04-01 | $18,408 | $20,602 | -$2,195 | -$2,195 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-12-01 | $5,334 | $5,970 | -$636 | -$636 |
| FNMA POOL #932003 5% 09-01-2039 BEO | P | 2016-01-04 | 2020-09-01 | $14,756 | $16,515 | -$1,759 | -$1,759 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-03-01 | $29,460 | $33,078 | -$3,618 | -$3,618 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-02-01 | $2,098 | $2,356 | -$258 | -$258 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-07-01 | $45,042 | $50,573 | -$5,532 | -$5,532 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-09-01 | $30,371 | $34,101 | -$3,730 | -$3,730 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-11-01 | $2,305 | $2,588 | -$283 | -$283 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-04-01 | $2,025 | $2,274 | -$249 | -$249 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-08-01 | $2,305 | $2,588 | -$283 | -$283 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-10-01 | $1,964 | $2,206 | -$241 | -$241 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-06-01 | $2,404 | $2,699 | -$295 | -$295 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-01-01 | $3,032 | $3,404 | -$372 | -$372 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-12-01 | $2,601 | $2,921 | -$319 | -$319 |
| FNMA POOL #AB0200 5.5% 01-01-2039 | P | 2016-01-07 | 2020-05-01 | $2,380 | $2,673 | -$292 | -$292 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-04-01 | $1,202 | $1,308 | -$106 | -$106 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-01-01 | $1,364 | $1,485 | -$120 | -$120 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-09-01 | $1,208 | $1,314 | -$106 | -$106 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-07-01 | $11,615 | $12,639 | -$1,024 | -$1,024 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-06-01 | $1,221 | $1,328 | -$108 | -$108 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-02-01 | $38,870 | $42,295 | -$3,425 | -$3,425 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-08-01 | $1,218 | $1,325 | -$107 | -$107 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-03-01 | $33,827 | $36,808 | -$2,981 | -$2,981 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-10-01 | $1,210 | $1,317 | -$107 | -$107 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-11-01 | $1,265 | $1,376 | -$111 | -$111 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-12-01 | $27,651 | $30,087 | -$2,437 | -$2,437 |
| FNMA POOL #AB2406 4.5% 03-01-2041 BEO | P | 2015-12-01 | 2020-05-01 | $1,205 | $1,311 | -$106 | -$106 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-04-01 | $13,392 | $13,513 | -$121 | -$121 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-10-01 | $27,297 | $27,544 | -$247 | -$247 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-08-01 | $10,755 | $10,852 | -$97 | -$97 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-11-01 | $29,604 | $29,873 | -$268 | -$268 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-05-01 | $11,872 | $11,980 | -$108 | -$108 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-02-01 | $6,700 | $6,760 | -$61 | -$61 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-07-01 | $8,817 | $8,896 | -$80 | -$80 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-06-01 | $13,685 | $13,809 | -$124 | -$124 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-12-01 | $22,488 | $22,692 | -$204 | -$204 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-01-01 | $11,492 | $11,597 | -$104 | -$104 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-09-01 | $7,635 | $7,704 | -$69 | -$69 |
| FNMA POOL #AB8881 3% 04-01-2043 BEO | P | 2016-01-07 | 2020-03-01 | $14,271 | $14,400 | -$129 | -$129 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-10-01 | $36,704 | $37,128 | -$424 | -$424 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-01-01 | $13,727 | $13,886 | -$159 | -$159 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-06-01 | $6,784 | $6,862 | -$78 | -$78 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-02-01 | $9,215 | $9,321 | -$107 | -$107 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-12-01 | $17,572 | $17,775 | -$203 | -$203 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-05-01 | $18,578 | $18,793 | -$215 | -$215 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-04-01 | $10,346 | $10,466 | -$120 | -$120 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-11-01 | $24,202 | $24,482 | -$280 | -$280 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-09-01 | $23,766 | $24,041 | -$275 | -$275 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-03-01 | $6,208 | $6,280 | -$72 | -$72 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-08-01 | $9,507 | $9,617 | -$110 | -$110 |
| FNMA POOL #AB9781 3% 07-01-2043 BEO | P | 2016-01-08 | 2020-07-01 | $10,073 | $10,190 | -$116 | -$116 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-12-01 | $6,270 | $6,375 | -$105 | -$105 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-02-01 | $6,131 | $6,233 | -$103 | -$103 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-01-01 | $4,681 | $4,759 | -$78 | -$78 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-10-01 | $9,128 | $9,281 | -$153 | -$153 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-07-01 | $11,376 | $11,566 | -$190 | -$190 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-08-01 | $2,135 | $2,171 | -$36 | -$36 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-09-01 | $15,958 | $16,225 | -$267 | -$267 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-11-01 | $5,791 | $5,888 | -$97 | -$97 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-06-01 | $4,329 | $4,401 | -$72 | -$72 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-04-01 | $5,607 | $5,701 | -$94 | -$94 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-05-01 | $8,675 | $8,820 | -$145 | -$145 |
| FNMA POOL #AB9944 3% 07-01-2043 BEO | P | 2016-01-14 | 2020-03-01 | $4,531 | $4,607 | -$76 | -$76 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-02-01 | $14,686 | $17,325 | -$2,639 | -$2,639 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-03-01 | $6,347 | $7,487 | -$1,140 | -$1,140 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-08-01 | $7,343 | $8,663 | -$1,319 | -$1,319 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-07-01 | $12,554 | $14,810 | -$2,256 | -$2,256 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-04-01 | $4,802 | $5,665 | -$863 | -$863 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-01-01 | $10,440 | $12,316 | -$1,876 | -$1,876 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-11-01 | $6,025 | $7,108 | -$1,083 | -$1,083 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-06-01 | $10,899 | $12,857 | -$1,958 | -$1,958 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-12-01 | $13,645 | $16,096 | -$2,452 | -$2,452 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-10-01 | $5,803 | $6,846 | -$1,043 | -$1,043 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-05-01 | $16,183 | $19,091 | -$2,908 | -$2,908 |
| FNMA POOL #AD0755 7% 06-01-2035 BEO | P | 2019-06-13 | 2020-09-01 | $9,390 | $11,078 | -$1,687 | -$1,687 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-05-01 | $3,249 | $3,320 | -$71 | -$71 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-08-01 | $3,065 | $3,132 | -$67 | -$67 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-11-01 | $3,104 | $3,172 | -$68 | -$68 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-12-01 | $3,337 | $3,410 | -$73 | -$73 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-06-01 | $3,039 | $3,105 | -$66 | -$66 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-09-01 | $3,078 | $3,145 | -$67 | -$67 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-04-01 | $3,013 | $3,079 | -$66 | -$66 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-02-01 | $2,987 | $3,052 | -$65 | -$65 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-07-01 | $3,274 | $3,346 | -$72 | -$72 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-03-01 | $3,448 | $3,523 | -$75 | -$75 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-10-01 | $3,312 | $3,384 | -$72 | -$72 |
| FNMA POOL #AM3736 3.1% DUE 06-01-2025 | P | 2015-09-01 | 2020-01-01 | $2,974 | $3,039 | -$65 | -$65 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-03-01 | $1,289 | $1,328 | -$39 | -$39 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-04-01 | $1,114 | $1,147 | -$34 | -$34 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-06-01 | $1,122 | $1,156 | -$34 | -$34 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-10-01 | $1,226 | $1,263 | -$37 | -$37 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-08-01 | $1,130 | $1,164 | -$34 | -$34 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-02-01 | $1,106 | $1,139 | -$33 | -$33 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-11-01 | $1,142 | $1,176 | -$34 | -$34 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-01-01 | $1,102 | $1,135 | -$33 | -$33 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-12-01 | $1,234 | $1,271 | -$37 | -$37 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-07-01 | $1,215 | $1,251 | -$37 | -$37 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-05-01 | $1,207 | $1,244 | -$36 | -$36 |
| FNMA POOL #AM7290 2.97% 12-01-2024 BEO | P | 2016-03-10 | 2020-09-01 | $1,134 | $1,168 | -$34 | -$34 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-03-01 | $1,948 | $1,986 | -$38 | -$38 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-11-01 | $1,757 | $1,792 | -$35 | -$35 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-12-01 | $1,879 | $1,916 | -$37 | -$37 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-06-01 | $1,729 | $1,763 | -$34 | -$34 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-02-01 | $1,707 | $1,740 | -$34 | -$34 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-04-01 | $1,718 | $1,752 | -$34 | -$34 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-07-01 | $1,852 | $1,888 | -$37 | -$37 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-05-01 | $1,841 | $1,877 | -$36 | -$36 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-08-01 | $1,740 | $1,775 | -$34 | -$34 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-10-01 | $1,868 | $1,905 | -$37 | -$37 |
| FNMA POOL #AM7682 2.84% 01-01-2025 BEO | P | 2016-03-10 | 2020-09-01 | $1,746 | $1,780 | -$34 | -$34 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-04-01 | $1,765 | $1,758 | $7 | $7 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-09-01 | $1,793 | $1,786 | $7 | $7 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-08-01 | $1,788 | $1,780 | $7 | $7 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-03-01 | $1,937 | $1,929 | $8 | $8 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-10-01 | $1,886 | $1,878 | $8 | $8 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-05-01 | $1,859 | $1,851 | $8 | $8 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-07-01 | $1,870 | $1,862 | $8 | $8 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-11-01 | $1,804 | $1,797 | $7 | $7 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-12-01 | $1,897 | $1,889 | $8 | $8 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-02-01 | $1,754 | $1,747 | $7 | $7 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-01-01 | $1,749 | $1,742 | $7 | $7 |
| FNMA POOL #AM8537 2.61% 04-01-2025 BEO | P | 2015-08-21 | 2020-06-01 | $1,777 | $1,769 | $7 | $7 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-04-01 | $1,506 | $1,510 | -$4 | -$4 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-08-01 | $1,530 | $1,534 | -$4 | -$4 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-02-01 | $1,493 | $1,497 | -$4 | -$4 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-06-01 | $1,518 | $1,522 | -$4 | -$4 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-09-01 | $1,536 | $1,540 | -$4 | -$4 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-01-01 | $1,487 | $1,492 | -$4 | -$4 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-12-01 | $1,668 | $1,673 | -$5 | -$5 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-03-01 | $1,729 | $1,734 | -$5 | -$5 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-05-01 | $1,626 | $1,631 | -$5 | -$5 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-10-01 | $1,656 | $1,661 | -$5 | -$5 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-07-01 | $1,638 | $1,643 | -$5 | -$5 |
| FNMA POOL #AM8682 2.61% DUE 05-01-2023 | P | 2015-07-30 | 2020-11-01 | $1,548 | $1,553 | -$4 | -$4 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-09-01 | $1,442 | $1,537 | -$96 | -$96 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-12-01 | $13,664 | $14,569 | -$905 | -$905 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-01-01 | $13,660 | $14,565 | -$905 | -$905 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-06-01 | $1,421 | $1,515 | -$94 | -$94 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-11-01 | $26,494 | $28,249 | -$1,755 | -$1,755 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-08-01 | $1,474 | $1,572 | -$98 | -$98 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-04-01 | $1,458 | $1,555 | -$97 | -$97 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-07-01 | $14,331 | $15,280 | -$949 | -$949 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-05-01 | $1,408 | $1,502 | -$93 | -$93 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-02-01 | $1,457 | $1,554 | -$97 | -$97 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-10-01 | $13,775 | $14,688 | -$913 | -$913 |
| FNMA POOL #AO1795 4% 06-01-2042 BEO | P | 2016-01-07 | 2020-03-01 | $28,728 | $30,631 | -$1,903 | -$1,903 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-04-01 | $11,691 | $12,652 | -$961 | -$961 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-10-01 | $5,705 | $6,174 | -$469 | -$469 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-02-01 | $7,808 | $8,450 | -$642 | -$642 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-03-01 | $7,164 | $7,753 | -$589 | -$589 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-05-01 | $8,505 | $9,204 | -$699 | -$699 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-01-01 | $1,948 | $2,108 | -$160 | -$160 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-08-01 | $13,397 | $14,498 | -$1,101 | -$1,101 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-12-01 | $13,255 | $14,344 | -$1,089 | -$1,089 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-09-01 | $7,856 | $8,502 | -$646 | -$646 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-11-01 | $2,507 | $2,713 | -$206 | -$206 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-06-01 | $16,343 | $17,686 | -$1,343 | -$1,343 |
| FNMA POOL #AO6710 4% 06-01-2042 BEO | P | 2016-01-21 | 2020-07-01 | $2,102 | $2,275 | -$173 | -$173 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-09-01 | $6,612 | $7,165 | -$553 | -$553 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-11-01 | $13,421 | $14,543 | -$1,122 | -$1,122 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-01-01 | $4,490 | $4,865 | -$375 | -$375 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-06-01 | $6,458 | $6,998 | -$540 | -$540 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-03-01 | $4,972 | $5,388 | -$416 | -$416 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-08-01 | $8,220 | $8,908 | -$687 | -$687 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-02-01 | $5,761 | $6,243 | -$482 | -$482 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-12-01 | $10,887 | $11,798 | -$910 | -$910 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-05-01 | $10,667 | $11,559 | -$892 | -$892 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-07-01 | $9,099 | $9,860 | -$761 | -$761 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-04-01 | $3,151 | $3,415 | -$263 | -$263 |
| FNMA POOL #AO6757 4% 06-01-2042 BEO | P | 2016-06-06 | 2020-10-01 | $4,195 | $4,545 | -$351 | -$351 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-01-01 | $7,634 | $7,780 | -$146 | -$146 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-06-01 | $3,998 | $4,074 | -$76 | -$76 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-08-01 | $4,120 | $4,199 | -$79 | -$79 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-03-01 | $11,049 | $11,260 | -$211 | -$211 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-10-01 | $9,908 | $10,097 | -$189 | -$189 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-11-01 | $4,308 | $4,390 | -$82 | -$82 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-05-01 | $5,436 | $5,539 | -$104 | -$104 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-09-01 | $5,039 | $5,135 | -$96 | -$96 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-07-01 | $9,952 | $10,141 | -$190 | -$190 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-02-01 | $3,875 | $3,949 | -$74 | -$74 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-12-01 | $4,310 | $4,392 | -$82 | -$82 |
| FNMA POOL #AR2499 2.5% 01-01-2033 BEO | P | 2016-02-25 | 2020-04-01 | $3,678 | $3,748 | -$70 | -$70 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-02-01 | $13,558 | $14,065 | -$506 | -$506 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-06-01 | $31,183 | $32,348 | -$1,165 | -$1,165 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-10-01 | $17,996 | $18,668 | -$672 | -$672 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-11-01 | $36,995 | $38,377 | -$1,382 | -$1,382 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-03-01 | $25,251 | $26,194 | -$943 | -$943 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-01-01 | $28,873 | $29,951 | -$1,078 | -$1,078 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-12-01 | $33,916 | $35,183 | -$1,267 | -$1,267 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-04-01 | $13,010 | $13,496 | -$486 | -$486 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-05-01 | $18,860 | $19,564 | -$704 | -$704 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-07-01 | $10,202 | $10,583 | -$381 | -$381 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-08-01 | $33,963 | $35,232 | -$1,268 | -$1,268 |
| FNMA POOL #AS4184 4% 01-01-2045 BEO | P | 2018-01-24 | 2020-09-01 | $32,808 | $34,033 | -$1,225 | -$1,225 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-11-01 | $12,520 | $13,307 | -$786 | -$786 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-12-01 | $15,697 | $16,683 | -$986 | -$986 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-10-01 | $10,893 | $11,577 | -$684 | -$684 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-02-01 | $6,931 | $7,366 | -$435 | -$435 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-05-01 | $12,585 | $13,376 | -$791 | -$791 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-06-01 | $9,489 | $10,085 | -$596 | -$596 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-03-01 | $8,777 | $9,328 | -$551 | -$551 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-04-01 | $5,376 | $5,714 | -$338 | -$338 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-08-01 | $11,816 | $12,558 | -$742 | -$742 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-01-01 | $8,813 | $9,367 | -$554 | -$554 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-07-01 | $10,798 | $11,477 | -$678 | -$678 |
| FNMA POOL #AS6479 3.5% 01-01-2046 BEO | P | 2016-02-25 | 2020-09-01 | $11,997 | $12,750 | -$754 | -$754 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-01-01 | $2,403 | $2,478 | -$75 | -$75 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-02-01 | $3,511 | $3,620 | -$110 | -$110 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-09-01 | $2,383 | $2,457 | -$74 | -$74 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-04-01 | $2,932 | $3,023 | -$92 | -$92 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-08-01 | $3,838 | $3,958 | -$120 | -$120 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-06-01 | $2,001 | $2,064 | -$63 | -$63 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-12-01 | $5,648 | $5,825 | -$177 | -$177 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-03-01 | $3,160 | $3,259 | -$99 | -$99 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-05-01 | $3,512 | $3,622 | -$110 | -$110 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-07-01 | $5,505 | $5,677 | -$172 | -$172 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-11-01 | $4,416 | $4,554 | -$138 | -$138 |
| FNMA POOL #AT5891 3% 06-01-2043 BEO | P | 2016-02-18 | 2020-10-01 | $6,488 | $6,691 | -$203 | -$203 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-11-01 | $13,217 | $13,801 | -$584 | -$584 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-06-01 | $7,899 | $8,248 | -$349 | -$349 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-09-01 | $7,028 | $7,339 | -$311 | -$311 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-10-01 | $8,724 | $9,110 | -$386 | -$386 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-04-01 | $7,480 | $7,810 | -$331 | -$331 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-07-01 | $11,247 | $11,745 | -$497 | -$497 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-08-01 | $10,007 | $10,450 | -$443 | -$443 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-05-01 | $11,253 | $11,750 | -$498 | -$498 |
| FNMA POOL #AX7598 3% 01-01-2030 BEO | P | 2020-03-02 | 2020-12-01 | $7,192 | $7,510 | -$318 | -$318 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-12-01 | $120,454 | $128,510 | -$8,055 | -$8,055 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-11-01 | $77,026 | $82,177 | -$5,151 | -$5,151 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-03-01 | $111,884 | $119,366 | -$7,482 | -$7,482 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-07-01 | $1,319 | $1,408 | -$88 | -$88 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-01-01 | $1,687 | $1,800 | -$113 | -$113 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-10-01 | $1,381 | $1,473 | -$92 | -$92 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-06-01 | $93,631 | $99,893 | -$6,262 | -$6,262 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-02-01 | $1,696 | $1,809 | -$113 | -$113 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-05-01 | $57,485 | $61,329 | -$3,844 | -$3,844 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-08-01 | $1,326 | $1,415 | -$89 | -$89 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-09-01 | $1,374 | $1,466 | -$92 | -$92 |
| FNMA POOL #BK5925 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-04-01 | $98,003 | $104,557 | -$6,554 | -$6,554 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-03-01 | $13,554 | $14,484 | -$930 | -$930 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-02-01 | $44,389 | $47,434 | -$3,045 | -$3,045 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-06-01 | $30,921 | $33,042 | -$2,121 | -$2,121 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-12-01 | $55,391 | $59,191 | -$3,800 | -$3,800 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-05-01 | $72,064 | $77,008 | -$4,943 | -$4,943 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-09-01 | $57,121 | $61,039 | -$3,918 | -$3,918 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-07-01 | $47,827 | $51,108 | -$3,281 | -$3,281 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-08-01 | $80,848 | $86,394 | -$5,546 | -$5,546 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-10-01 | $172,092 | $183,896 | -$11,804 | -$11,804 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-04-01 | $33,675 | $35,985 | -$2,310 | -$2,310 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-11-01 | $52,107 | $55,681 | -$3,574 | -$3,574 |
| FNMA POOL #BK5943 5% 06-01-2048 BEO | P | 2018-06-06 | 2020-01-01 | $15,239 | $16,284 | -$1,045 | -$1,045 |
| FNMA POOL #BL4948 2.49% 11-01-2029 BEO | P | 2019-10-15 | 2020-01-24 | $478,732 | $469,795 | $8,937 | $8,937 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-04-01 | $17,096 | $18,486 | -$1,389 | -$1,389 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-07-01 | $2,118 | $2,290 | -$172 | -$172 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-01-01 | $65,853 | $71,204 | -$5,351 | -$5,351 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-03-01 | $2,831 | $3,061 | -$230 | -$230 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-02-01 | $2,802 | $3,030 | -$228 | -$228 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-05-01 | $69,654 | $75,314 | -$5,659 | -$5,659 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-09-01 | $57,154 | $61,798 | -$4,644 | -$4,644 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-12-01 | $1,561 | $1,688 | -$127 | -$127 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-10-01 | $2,541 | $2,748 | -$206 | -$206 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-11-01 | $89,027 | $96,260 | -$7,233 | -$7,233 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-06-01 | $10,932 | $11,820 | -$888 | -$888 |
| FNMA POOL #BM1664 5% 02-01-2038 BEO | P | 2017-08-17 | 2020-08-01 | $2,071 | $2,239 | -$168 | -$168 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-06-01 | $15,387 | $16,363 | -$976 | -$976 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-03-01 | $9,712 | $10,328 | -$616 | -$616 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-01-01 | $10,875 | $11,565 | -$690 | -$690 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-12-01 | $13,473 | $14,328 | -$855 | -$855 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-09-01 | $12,173 | $12,945 | -$772 | -$772 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-08-01 | $11,713 | $12,456 | -$743 | -$743 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-11-01 | $13,324 | $14,169 | -$845 | -$845 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-02-01 | $11,049 | $11,749 | -$701 | -$701 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-05-01 | $12,596 | $13,395 | -$799 | -$799 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-07-01 | $13,361 | $14,208 | -$848 | -$848 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-04-01 | $12,929 | $13,750 | -$820 | -$820 |
| FNMA POOL #BM4493 5% 07-01-2047 BEO | P | 2018-12-10 | 2020-10-01 | $12,626 | $13,426 | -$801 | -$801 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-01-01 | $3,629 | $3,758 | -$129 | -$129 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-06-01 | $2,722 | $2,819 | -$97 | -$97 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-07-01 | $17,956 | $18,593 | -$637 | -$637 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-02-01 | $2,655 | $2,749 | -$94 | -$94 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-03-01 | $2,320 | $2,402 | -$82 | -$82 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-10-01 | $2,640 | $2,734 | -$94 | -$94 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-11-01 | $11,416 | $11,821 | -$405 | -$405 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-04-01 | $12,725 | $13,176 | -$451 | -$451 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-05-01 | $2,647 | $2,741 | -$94 | -$94 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-08-01 | $15,655 | $16,210 | -$555 | -$555 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-09-01 | $2,750 | $2,847 | -$98 | -$98 |
| FNMA POOL #BM6113 3.5% 09-01-2032 BEO | P | 2019-09-18 | 2020-12-01 | $2,908 | $3,011 | -$103 | -$103 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-03-01 | $2,193 | $2,288 | -$96 | -$96 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-01-01 | $84,627 | $88,316 | -$3,689 | -$3,689 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-12-01 | $66,972 | $69,891 | -$2,920 | -$2,920 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-10-01 | $1,511 | $1,577 | -$66 | -$66 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-08-01 | $152,006 | $158,632 | -$6,627 | -$6,627 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-07-01 | $120,837 | $126,105 | -$5,268 | -$5,268 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-02-01 | $2,158 | $2,252 | -$94 | -$94 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-04-01 | $95,790 | $99,966 | -$4,176 | -$4,176 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-11-01 | $162,101 | $169,168 | -$7,067 | -$7,067 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-05-01 | $2,058 | $2,147 | -$90 | -$90 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-09-01 | $66,722 | $69,630 | -$2,909 | -$2,909 |
| FNMA POOL #BN6475 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-06-01 | $92,210 | $96,230 | -$4,020 | -$4,020 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-10-01 | $1,893 | $1,975 | -$83 | -$83 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-06-01 | $2,291 | $2,391 | -$100 | -$100 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-07-01 | $261,711 | $273,120 | -$11,409 | -$11,409 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-02-01 | $2,874 | $3,000 | -$125 | -$125 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-08-01 | $67,231 | $70,161 | -$2,931 | -$2,931 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-09-01 | $2,390 | $2,494 | -$104 | -$104 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-05-01 | $2,298 | $2,398 | -$100 | -$100 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-11-01 | $147,885 | $154,332 | -$6,447 | -$6,447 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-04-01 | $2,272 | $2,371 | -$99 | -$99 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-12-01 | $142,441 | $148,650 | -$6,210 | -$6,210 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-01-01 | $2,239 | $2,337 | -$98 | -$98 |
| FNMA POOL #BO2562 4.0% DUE 07-01-2049 | P | 2019-10-01 | 2020-03-01 | $2,790 | $2,912 | -$122 | -$122 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-11-01 | $1,776 | $1,893 | -$117 | -$117 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-09-01 | $1,819 | $1,939 | -$120 | -$120 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-05-01 | $1,778 | $1,895 | -$117 | -$117 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-06-01 | $1,789 | $1,906 | -$118 | -$118 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-12-01 | $1,783 | $1,900 | -$117 | -$117 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-08-01 | $1,834 | $1,955 | -$121 | -$121 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-07-01 | $1,791 | $1,909 | -$118 | -$118 |
| FNMA POOL #BP5298 3.5% 03-01-2050 | P | 2020-04-06 | 2020-10-01 | $40,349 | $43,003 | -$2,654 | -$2,654 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-07-01 | $28,181 | $30,383 | -$2,202 | -$2,202 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-05-01 | $28,844 | $31,097 | -$2,253 | -$2,253 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-02-01 | $28,001 | $30,189 | -$2,188 | -$2,188 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-01-01 | $25,643 | $27,647 | -$2,003 | -$2,003 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-03-01 | $24,335 | $26,237 | -$1,901 | -$1,901 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-12-01 | $29,965 | $32,306 | -$2,341 | -$2,341 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-06-01 | $25,067 | $27,025 | -$1,958 | -$1,958 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-08-01 | $39,060 | $42,111 | -$3,052 | -$3,052 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-09-01 | $24,362 | $26,266 | -$1,903 | -$1,903 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-10-01 | $29,985 | $32,327 | -$2,343 | -$2,343 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-04-01 | $23,064 | $24,866 | -$1,802 | -$1,802 |
| FNMA POOL #FM1345 4.5% 11-01-2038 BEO | P | 2019-10-03 | 2020-11-01 | $30,625 | $33,017 | -$2,393 | -$2,393 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-12-01 | $13,716 | $14,950 | -$1,234 | -$1,234 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-01-01 | $13,037 | $14,210 | -$1,173 | -$1,173 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-08-01 | $13,229 | $14,420 | -$1,191 | -$1,191 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-04-01 | $8,620 | $9,395 | -$776 | -$776 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-10-01 | $11,821 | $12,885 | -$1,064 | -$1,064 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-06-01 | $9,961 | $10,857 | -$896 | -$896 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-07-01 | $8,142 | $8,875 | -$733 | -$733 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-09-01 | $14,049 | $15,314 | -$1,264 | -$1,264 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-03-01 | $11,035 | $12,028 | -$993 | -$993 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-11-01 | $10,182 | $11,098 | -$916 | -$916 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-05-01 | $7,494 | $8,169 | -$674 | -$674 |
| FNMA POOL #MA0816 4.5% 08-01-2031 BEO | P | 2016-01-26 | 2020-02-01 | $9,268 | $10,102 | -$834 | -$834 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-04-01 | $3,596 | $3,974 | -$378 | -$378 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-01-01 | $1,892 | $2,090 | -$199 | -$199 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-06-01 | $6,688 | $7,391 | -$702 | -$702 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-08-01 | $3,917 | $4,329 | -$411 | -$411 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-12-01 | $8,459 | $9,347 | -$888 | -$888 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-03-01 | $5,870 | $6,487 | -$616 | -$616 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-02-01 | $3,577 | $3,952 | -$376 | -$376 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-09-01 | $7,953 | $8,788 | -$835 | -$835 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-05-01 | $1,316 | $1,455 | -$138 | -$138 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-07-01 | $6,962 | $7,694 | -$731 | -$731 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-10-01 | $6,310 | $6,973 | -$663 | -$663 |
| FNMA POOL #MA1711 4.5% 12-01-2043 BEO | P | 2016-02-17 | 2020-11-01 | $4,112 | $4,544 | -$432 | -$432 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-03-01 | $2,338 | $2,583 | -$245 | -$245 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-12-01 | $8,381 | $9,261 | -$880 | -$880 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-11-01 | $2,296 | $2,537 | -$241 | -$241 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-07-01 | $462 | $511 | -$49 | -$49 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-08-01 | $3,823 | $4,224 | -$401 | -$401 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-09-01 | $5,374 | $5,938 | -$564 | -$564 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-04-01 | $5,503 | $6,080 | -$578 | -$578 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-01-01 | $2,184 | $2,414 | -$229 | -$229 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-02-01 | $4,078 | $4,506 | -$428 | -$428 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-05-01 | $3,666 | $4,051 | -$385 | -$385 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-10-01 | $4,214 | $4,657 | -$443 | -$443 |
| FNMA POOL #MA1828 4.5% 03-01-2044 BEO | P | 2016-02-17 | 2020-06-01 | $2,499 | $2,762 | -$262 | -$262 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-04-01 | $46,528 | $50,606 | -$4,078 | -$4,078 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-09-01 | $831 | $904 | -$73 | -$73 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-03-01 | $36,342 | $39,527 | -$3,186 | -$3,186 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-01-01 | $1,214 | $1,320 | -$106 | -$106 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-05-01 | $976 | $1,062 | -$86 | -$86 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-07-01 | $23,903 | $25,998 | -$2,095 | -$2,095 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-12-01 | $940 | $1,023 | -$82 | -$82 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-10-01 | $949 | $1,033 | -$83 | -$83 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-02-01 | $42,747 | $46,494 | -$3,747 | -$3,747 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-08-01 | $34,930 | $37,992 | -$3,062 | -$3,062 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-06-01 | $931 | $1,012 | -$82 | -$82 |
| FNMA POOL #MA2341 4.5% 06-01-2045 BEO | P | 2015-08-13 | 2020-11-01 | $7,089 | $7,710 | -$621 | -$621 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-02-01 | $80,661 | $83,950 | -$3,289 | -$3,289 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-06-01 | $1,355 | $1,411 | -$55 | -$55 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-10-01 | $46,409 | $48,302 | -$1,893 | -$1,893 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-01-01 | $14,783 | $15,386 | -$603 | -$603 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-05-01 | $19,156 | $19,937 | -$781 | -$781 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-07-01 | $30,316 | $31,553 | -$1,236 | -$1,236 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-12-01 | $10,220 | $10,637 | -$417 | -$417 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-03-01 | $1,343 | $1,398 | -$55 | -$55 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-11-01 | $18,367 | $19,116 | -$749 | -$749 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-08-01 | $16,376 | $17,044 | -$668 | -$668 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-04-01 | $17,872 | $18,601 | -$729 | -$729 |
| FNMA POOL #MA2535 4.5% 02-01-2046 BEO | P | 2018-06-14 | 2020-09-01 | $23,194 | $24,140 | -$946 | -$946 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-10-01 | $3,040 | $3,200 | -$160 | -$160 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-06-01 | $3,336 | $3,511 | -$175 | -$175 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-07-01 | $3,337 | $3,512 | -$175 | -$175 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-01-01 | $3,263 | $3,435 | -$171 | -$171 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-11-01 | $31,716 | $33,381 | -$1,665 | -$1,665 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-08-01 | $78,732 | $82,866 | -$4,133 | -$4,133 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-12-01 | $2,838 | $2,987 | -$149 | -$149 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-04-01 | $2,990 | $3,147 | -$157 | -$157 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-03-01 | $26,888 | $28,300 | -$1,412 | -$1,412 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-02-01 | $28,287 | $29,772 | -$1,485 | -$1,485 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-09-01 | $2,704 | $2,846 | -$142 | -$142 |
| FNMA POOL #MA2545 3.5% 02-01-2046 BEO | P | 2016-04-12 | 2020-05-01 | $15,941 | $16,777 | -$837 | -$837 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-03-01 | $6,281 | $6,889 | -$608 | -$608 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-05-01 | $6,261 | $6,868 | -$607 | -$607 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-08-01 | $7,321 | $8,030 | -$709 | -$709 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-02-01 | $6,622 | $7,263 | -$641 | -$641 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-11-01 | $5,609 | $6,153 | -$543 | -$543 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-12-01 | $5,653 | $6,201 | -$548 | -$548 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-10-01 | $6,342 | $6,956 | -$614 | -$614 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-04-01 | $6,563 | $7,198 | -$636 | -$636 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-01-01 | $6,365 | $6,982 | -$617 | -$617 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-06-01 | $6,441 | $7,065 | -$624 | -$624 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-07-01 | $5,760 | $6,318 | -$558 | -$558 |
| FNMA PREASSIGN 00653 5.5 03-25-2023 | P | 2015-08-04 | 2020-09-01 | $6,124 | $6,718 | -$593 | -$593 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-10-01 | $3,871 | $4,048 | -$177 | -$177 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-12-01 | $2,197 | $2,297 | -$100 | -$100 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-04-01 | $4,013 | $4,197 | -$183 | -$183 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-06-01 | $2,993 | $3,129 | -$137 | -$137 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-05-01 | $4,158 | $4,348 | -$190 | -$190 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-08-01 | $2,671 | $2,793 | -$122 | -$122 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-02-01 | $2,866 | $2,996 | -$131 | -$131 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-01-01 | $2,822 | $2,951 | -$129 | -$129 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-07-01 | $2,477 | $2,590 | -$113 | -$113 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-11-01 | $3,757 | $3,928 | -$171 | -$171 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-03-01 | $2,013 | $2,104 | -$92 | -$92 |
| FNMA REMIC 4.299 06-25-2043 | P | 2017-03-08 | 2020-09-01 | $3,927 | $4,106 | -$179 | -$179 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-05-01 | $67,588 | $74,516 | -$6,928 | -$6,928 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-06-01 | $1,469 | $1,619 | -$151 | -$151 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-02-01 | $5,296 | $5,839 | -$543 | -$543 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-11-01 | $1,292 | $1,424 | -$132 | -$132 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-10-01 | $13,393 | $14,766 | -$1,373 | -$1,373 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-04-01 | $1,807 | $1,992 | -$185 | -$185 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-07-01 | $1,469 | $1,619 | -$151 | -$151 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-08-01 | $6,940 | $7,652 | -$711 | -$711 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-09-01 | $6,288 | $6,933 | -$645 | -$645 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-03-01 | $4,802 | $5,295 | -$492 | -$492 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-01-01 | $1,914 | $2,110 | -$196 | -$196 |
| FNMA REMIC SER 2007-68 CL KZ 6.0% | P | 2015-08-12 | 2020-12-01 | $6,089 | $6,713 | -$624 | -$624 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-02-01 | $3,211 | $3,491 | -$280 | -$280 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-11-01 | $3,662 | $3,982 | -$319 | -$319 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-03-01 | $2,689 | $2,924 | -$234 | -$234 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-08-01 | $4,405 | $4,789 | -$384 | -$384 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-12-01 | $3,264 | $3,548 | -$285 | -$285 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-01-01 | $3,244 | $3,527 | -$283 | -$283 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-07-01 | $4,393 | $4,776 | -$383 | -$383 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-05-01 | $3,067 | $3,334 | -$267 | -$267 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-09-01 | $3,285 | $3,572 | -$286 | -$286 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-06-01 | $4,292 | $4,666 | -$374 | -$374 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-10-01 | $3,051 | $3,317 | -$266 | -$266 |
| FNMA REMIC SER 2009-74 CL-QB 5 | P | 2015-09-16 | 2020-04-01 | $3,166 | $3,442 | -$276 | -$276 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-11-01 | $2,585 | $2,654 | -$69 | -$69 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-05-01 | $3,468 | $3,560 | -$93 | -$93 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-02-01 | $2,043 | $2,097 | -$55 | -$55 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-07-01 | $1,240 | $1,273 | -$33 | -$33 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-04-01 | $1,235 | $1,268 | -$33 | -$33 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-10-01 | $3,165 | $3,250 | -$85 | -$85 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-01-01 | $5,899 | $6,057 | -$158 | -$158 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-06-01 | $3,146 | $3,230 | -$84 | -$84 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-09-01 | $1,366 | $1,402 | -$36 | -$36 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-08-01 | $4,284 | $4,399 | -$114 | -$114 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-12-01 | $3,441 | $3,532 | -$92 | -$92 |
| FNMA REMIC SER 2013-57 CL DK 3.5 | P | 2017-02-15 | 2020-03-01 | $1,728 | $1,774 | -$46 | -$46 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-10-01 | $4,445 | $4,962 | -$517 | -$517 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-01-01 | $4,731 | $5,281 | -$550 | -$550 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-04-01 | $4,335 | $4,839 | -$504 | -$504 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-12-01 | $4,851 | $5,415 | -$564 | -$564 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-05-01 | $3,544 | $3,956 | -$412 | -$412 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-03-01 | $4,072 | $4,546 | -$473 | -$473 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-09-01 | $4,391 | $4,901 | -$510 | -$510 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-08-01 | $4,461 | $4,979 | -$519 | -$519 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-02-01 | $4,797 | $5,355 | -$558 | -$558 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-07-01 | $4,857 | $5,422 | -$565 | -$565 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-06-01 | $5,034 | $5,619 | -$585 | -$585 |
| FNMA REMIC SER 2013-9 CL CB 5.50 | P | 2016-02-10 | 2020-11-01 | $4,539 | $5,067 | -$528 | -$528 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-04-01 | $3,576 | $3,674 | -$98 | -$98 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-10-01 | $48,286 | $49,614 | -$1,328 | -$1,328 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-09-01 | $14,436 | $14,833 | -$397 | -$397 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-12-01 | $8,214 | $8,440 | -$226 | -$226 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-01-01 | $22,983 | $23,615 | -$632 | -$632 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-03-01 | $1,953 | $2,006 | -$54 | -$54 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-05-01 | $1,875 | $1,927 | -$52 | -$52 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-11-01 | $19,732 | $20,274 | -$543 | -$543 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-07-01 | $4,123 | $4,236 | -$113 | -$113 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-08-01 | $26,496 | $27,225 | -$729 | -$729 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-02-01 | $18,553 | $19,063 | -$510 | -$510 |
| FNMA REMIC SER 2014-M1 CL A2 FLTG RT | P | 2015-07-13 | 2020-06-01 | $1,795 | $1,845 | -$49 | -$49 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-03-01 | $1,049 | $1,060 | -$11 | -$11 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-06-01 | $928 | $938 | -$10 | -$10 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-10-01 | $952 | $961 | -$10 | -$10 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-08-01 | $12,035 | $12,159 | -$124 | -$124 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-04-01 | $949 | $958 | -$10 | -$10 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-12-01 | $959 | $969 | -$10 | -$10 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-05-01 | $16,491 | $16,661 | -$170 | -$170 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-02-01 | $4,974 | $5,026 | -$51 | -$51 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-09-01 | $899 | $908 | -$9 | -$9 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-07-01 | $7,906 | $7,988 | -$82 | -$82 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-01-01 | $15,976 | $16,141 | -$165 | -$165 |
| FNMA REMIC SER 2015-M4 CLS AV2 2.509% | P | 2015-08-04 | 2020-11-01 | $906 | $916 | -$9 | -$9 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-06-01 | $6,430 | $6,440 | -$10 | -$10 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-01-01 | $6 | $6 | ||
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-08-01 | $16,811 | $16,837 | -$26 | -$26 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-07-01 | $10,744 | $10,761 | -$17 | -$17 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-03-01 | $29,864 | $29,911 | -$47 | -$47 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-05-01 | $27,839 | $27,882 | -$44 | -$44 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-12-01 | $34,195 | $34,249 | -$53 | -$53 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-11-01 | $9,325 | $9,340 | -$15 | -$15 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-10-01 | $940 | $942 | -$1 | -$1 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-02-01 | $15,557 | $15,581 | -$24 | -$24 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-04-01 | $7,440 | $7,451 | -$12 | -$12 |
| FNMA REMIC SR 2006-36 CL-FM FLTG | P | 2015-08-24 | 2020-09-01 | $8,079 | $8,091 | -$13 | -$13 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-07-01 | $1,458 | $1,677 | -$219 | -$219 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-01-01 | $2,136 | $2,457 | -$320 | -$320 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-05-01 | $1,654 | $1,902 | -$248 | -$248 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-04-01 | $1,226 | $1,410 | -$184 | -$184 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-03-01 | $1,710 | $1,967 | -$257 | -$257 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-06-01 | $1,491 | $1,715 | -$224 | -$224 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-10-01 | $1,656 | $1,905 | -$248 | -$248 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-12-01 | $533 | $613 | -$80 | -$80 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-02-01 | $997 | $1,147 | -$150 | -$150 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-08-01 | $2,495 | $2,869 | -$374 | -$374 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-11-01 | $963 | $1,108 | -$145 | -$145 |
| FNMA REMIC TR 2004-T3 CL-1A1 6 2-25-2044 | P | 2015-08-25 | 2020-09-01 | $2,859 | $3,288 | -$429 | -$429 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-04-01 | $4,242 | $4,697 | -$455 | -$455 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-12-01 | $4,264 | $4,721 | -$457 | -$457 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-03-01 | $4,139 | $4,583 | -$444 | -$444 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-01-01 | $4,975 | $5,508 | -$533 | -$533 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-09-01 | $4,903 | $5,429 | -$526 | -$526 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-02-01 | $4,426 | $4,901 | -$474 | -$474 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-06-01 | $4,238 | $4,692 | -$454 | -$454 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-05-01 | $4,002 | $4,431 | -$429 | -$429 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-08-01 | $5,048 | $5,589 | -$541 | -$541 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-07-01 | $4,611 | $5,105 | -$494 | -$494 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-10-01 | $4,298 | $4,759 | -$461 | -$461 |
| FNMA REMIC TR 2005-120 CL-ZU PRIN ONLY | P | 2015-08-18 | 2020-11-01 | $5,141 | $5,692 | -$551 | -$551 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-04-01 | $2,104 | $2,262 | -$158 | -$158 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-03-01 | $2,033 | $2,185 | -$152 | -$152 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-06-01 | $2,183 | $2,347 | -$164 | -$164 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-01-01 | $16,459 | $17,692 | -$1,233 | -$1,233 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-08-01 | $30,121 | $32,378 | -$2,257 | -$2,257 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-07-01 | $2,072 | $2,227 | -$155 | -$155 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-10-01 | $19,615 | $21,085 | -$1,470 | -$1,470 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-02-01 | $2,069 | $2,224 | -$155 | -$155 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-11-01 | $1,955 | $2,101 | -$146 | -$146 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-12-01 | $1,915 | $2,059 | -$144 | -$144 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-05-01 | $2,481 | $2,666 | -$186 | -$186 |
| FNMA REMIC TR 2007-79 CL-PE PRIN ONLY | P | 2015-09-29 | 2020-09-01 | $1,980 | $2,128 | -$148 | -$148 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-06-01 | $10,864 | $12,100 | -$1,236 | -$1,236 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-12-01 | $13,021 | $14,502 | -$1,481 | -$1,481 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-03-01 | $11,025 | $12,279 | -$1,254 | -$1,254 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-11-01 | $12,980 | $14,456 | -$1,476 | -$1,476 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-04-01 | $11,315 | $12,602 | -$1,287 | -$1,287 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-07-01 | $13,863 | $15,440 | -$1,577 | -$1,577 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-09-01 | $13,178 | $14,677 | -$1,499 | -$1,499 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-10-01 | $13,584 | $15,129 | -$1,545 | -$1,545 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-01-01 | $12,278 | $13,674 | -$1,397 | -$1,397 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-08-01 | $12,188 | $13,574 | -$1,386 | -$1,386 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-05-01 | $11,397 | $12,694 | -$1,296 | -$1,296 |
| FNMA REMIC TR 2010-123 CL-BP 4.5 | P | 2015-08-20 | 2020-02-01 | $10,092 | $11,240 | -$1,148 | -$1,148 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-11-01 | $12,304 | $13,689 | -$1,384 | -$1,384 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-10-01 | $17,624 | $19,607 | -$1,983 | -$1,983 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-07-01 | $39,789 | $44,265 | -$4,476 | -$4,476 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-04-01 | $19,687 | $21,902 | -$2,215 | -$2,215 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-12-01 | $75,680 | $84,194 | -$8,514 | -$8,514 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-03-01 | $7,033 | $7,825 | -$791 | -$791 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-06-01 | $39,765 | $44,238 | -$4,474 | -$4,474 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-02-01 | $13,192 | $14,676 | -$1,484 | -$1,484 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-09-01 | $7,525 | $8,372 | -$847 | -$847 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-05-01 | $11,670 | $12,982 | -$1,313 | -$1,313 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-08-01 | $5,664 | $6,302 | -$637 | -$637 |
| FNMA REMIC TR 2010-26 CL-PB 4.5 | P | 2015-09-29 | 2020-01-01 | $13,047 | $14,515 | -$1,468 | -$1,468 |
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-10-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-05-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-01-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-08-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-12-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-09-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-06-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-11-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-03-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-07-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-02-01 | $4 | $4 | ||
| FNMA REMIC TR 2011-40 CL-KA 3.5 | P | 2015-11-20 | 2020-04-01 | $4 | $4 | ||
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-11-01 | $56,942 | $57,547 | -$605 | -$605 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-10-01 | $62,090 | $62,750 | -$660 | -$660 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-09-01 | $48,587 | $49,103 | -$516 | -$516 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-07-01 | $35,220 | $35,594 | -$374 | -$374 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-04-01 | $12,917 | $13,055 | -$137 | -$137 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-01-01 | $12,824 | $12,960 | -$136 | -$136 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-06-01 | $43,162 | $43,621 | -$459 | -$459 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-08-01 | $52,376 | $52,932 | -$556 | -$556 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-12-01 | $40,055 | $40,480 | -$426 | -$426 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-05-01 | $25,645 | $25,917 | -$272 | -$272 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-02-01 | $13,090 | $13,230 | -$139 | -$139 |
| FNMA REMIC TR 2018-12 CL-PB 3.0% | P | 2019-10-25 | 2020-03-01 | $13,004 | $13,142 | -$138 | -$138 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-08-01 | $5,088 | $5,247 | -$159 | -$159 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-10-01 | $4,520 | $4,661 | -$141 | -$141 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-06-01 | $5,235 | $5,398 | -$164 | -$164 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-12-01 | $4,665 | $4,811 | -$146 | -$146 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-02-01 | $5,261 | $5,426 | -$164 | -$164 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-11-01 | $5,033 | $5,190 | -$157 | -$157 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-03-01 | $4,758 | $4,907 | -$149 | -$149 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-05-01 | $5,012 | $5,169 | -$157 | -$157 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-01-01 | $4,668 | $4,814 | -$146 | -$146 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-07-01 | $5,236 | $5,400 | -$164 | -$164 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-04-01 | $4,986 | $5,142 | -$156 | -$156 |
| FNMA REMIC TRUST SER 2012-47 CL FW FLT | P | 2015-08-28 | 2020-09-01 | $5,069 | $5,228 | -$158 | -$158 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-08-01 | $4,226 | $4,899 | -$673 | -$673 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-05-01 | $4,345 | $5,037 | -$692 | -$692 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-01-01 | $5,170 | $5,993 | -$823 | -$823 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-11-01 | $3,536 | $4,098 | -$563 | -$563 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-10-01 | $5,379 | $6,235 | -$856 | -$856 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-12-01 | $3,373 | $3,910 | -$537 | -$537 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-04-01 | $7,210 | $8,358 | -$1,148 | -$1,148 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-03-01 | $2,938 | $3,406 | -$468 | -$468 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-06-01 | $5,058 | $5,864 | -$805 | -$805 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-02-01 | $4,504 | $5,221 | -$717 | -$717 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-07-01 | $5,482 | $6,355 | -$873 | -$873 |
| FNMA SER 2003-122 CL ZJ 6.0% 12-25-2033 | P | 2016-01-28 | 2020-09-01 | $4,812 | $5,579 | -$766 | -$766 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-03-01 | $6,647 | $7,121 | -$474 | -$474 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-07-01 | $6,620 | $7,091 | -$472 | -$472 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-05-01 | $6,786 | $7,270 | -$484 | -$484 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-06-01 | $5,665 | $6,069 | -$404 | -$404 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-09-01 | $6,603 | $7,074 | -$470 | -$470 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-08-01 | $7,697 | $8,246 | -$548 | -$548 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-02-01 | $6,311 | $6,760 | -$450 | -$450 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-04-01 | $7,757 | $8,310 | -$553 | -$553 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-01-01 | $13,950 | $14,944 | -$994 | -$994 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-12-01 | $6,782 | $7,265 | -$483 | -$483 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-10-01 | $10,930 | $11,708 | -$779 | -$779 |
| FNMA SER 2003-33 CL AH 4 05-25-2033 | P | 2016-01-14 | 2020-11-01 | $12,375 | $13,256 | -$882 | -$882 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-03-01 | $763 | $890 | -$127 | -$127 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-07-01 | $1,116 | $1,301 | -$186 | -$186 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-10-01 | $1,118 | $1,304 | -$186 | -$186 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-09-01 | $1,192 | $1,390 | -$198 | -$198 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-04-01 | $3,743 | $4,365 | -$622 | -$622 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-02-01 | $1,118 | $1,303 | -$186 | -$186 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-11-01 | $4,151 | $4,841 | -$690 | -$690 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-05-01 | $1,642 | $1,915 | -$273 | -$273 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-12-01 | $964 | $1,124 | -$160 | -$160 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-01-01 | $2,028 | $2,365 | -$337 | -$337 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-06-01 | $735 | $858 | -$122 | -$122 |
| FNMA SER 2003-W6 CL 3A 6.5 09-25-2042 | P | 2015-08-25 | 2020-08-01 | $781 | $911 | -$130 | -$130 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-03-01 | $4,402 | $4,688 | -$286 | -$286 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-04-01 | $730 | $778 | -$47 | -$47 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-10-01 | $6,173 | $6,574 | -$401 | -$401 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-05-01 | $5,303 | $5,648 | -$345 | -$345 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-07-01 | $2,708 | $2,884 | -$176 | -$176 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-02-01 | $2,500 | $2,662 | -$162 | -$162 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-09-01 | $5,112 | $5,444 | -$332 | -$332 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-12-01 | $6,228 | $6,633 | -$405 | -$405 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-01-01 | $1,632 | $1,738 | -$106 | -$106 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-11-01 | $7,027 | $7,484 | -$457 | -$457 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-06-01 | $6,123 | $6,521 | -$398 | -$398 |
| FNMA SER 2007-39 CL NB 4.25 05-25-2037 | P | 2015-11-05 | 2020-08-01 | $4,420 | $4,707 | -$287 | -$287 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-04-01 | $1,285 | $1,354 | -$69 | -$69 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-03-01 | $19,772 | $20,827 | -$1,055 | -$1,055 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-02-01 | $1,301 | $1,371 | -$69 | -$69 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-08-01 | $1,268 | $1,336 | -$68 | -$68 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-06-01 | $27,433 | $28,897 | -$1,464 | -$1,464 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-11-01 | $46,374 | $48,848 | -$2,474 | -$2,474 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-09-01 | $1,274 | $1,342 | -$68 | -$68 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-01-01 | $1,296 | $1,365 | -$69 | -$69 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-10-01 | $1,378 | $1,451 | -$74 | -$74 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-05-01 | $1,393 | $1,468 | -$74 | -$74 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-07-01 | $1,362 | $1,434 | -$73 | -$73 |
| FNMA SER 2014-M3 CLASS A2 VAR RT | P | 2015-07-28 | 2020-12-01 | $1,280 | $1,349 | -$68 | -$68 |
| FNMA SER 2017-T1 CL A 2.898% | P | 2017-04-19 | 2020-07-01 | $205 | $205 | $0 | $0 |
| FNMA SER 2017-T1 CL A 2.898% | P | 2017-04-19 | 2020-05-01 | $371 | $371 | $0 | $0 |
| FNMA SER 2017-T1 CL A 2.898% | P | 2017-04-19 | 2020-06-01 | $87 | $87 | $0 | $0 |
| FNMA SER 2017-T1 CL A 2.898% | P | 2017-04-19 | 2020-02-01 | $89 | $89 | $0 | $0 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-10-01 | $899 | $894 | $4 | $4 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-09-01 | $882 | $878 | $4 | $4 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-12-01 | $10,832 | $10,783 | $49 | $49 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-08-01 | $750 | $746 | $3 | $3 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-05-01 | $11,292 | $11,241 | $51 | $51 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-03-01 | $10,566 | $10,518 | $48 | $48 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-04-01 | $757 | $753 | $3 | $3 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-06-01 | $849 | $845 | $4 | $4 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-01-01 | $10,896 | $10,847 | $49 | $49 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-02-01 | $774 | $770 | $4 | $4 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-07-01 | $1,524 | $1,518 | $7 | $7 |
| FNMA SER-06-113 CL-FA FLTG 12-25-2036 | P | 2019-02-13 | 2020-11-01 | $1,132 | $1,127 | $5 | $5 |
| FNMA SINGLE FAMILY MORTGAGE 1.5% | P | 2020-09-30 | 2020-11-06 | $75,817 | $75,334 | $483 | $483 |
| FNMA SINGLE FAMILY MORTGAGE 1.5% | P | 2020-11-06 | 2020-11-06 | $75,914 | $75,914 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 1.5% | P | 2020-09-30 | 2020-11-06 | $285,307 | $283,532 | $1,775 | $1,775 |
| FNMA SINGLE FAMILY MORTGAGE 1.5% | P | 2020-10-01 | 2020-11-06 | $467,696 | $465,147 | $2,549 | $2,549 |
| FNMA SINGLE FAMILY MORTGAGE 1.5% | P | 2020-11-06 | 2020-11-06 | $316,536 | $316,536 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 1.5% | P | 2020-11-06 | 2020-11-06 | $75,914 | $75,914 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-07-06 | 2020-08-04 | $1,011,372 | $996,176 | $15,196 | $15,196 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-10 | 2020-08-10 | $1,010,877 | $1,010,877 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-07-06 | 2020-08-06 | $953,152 | $939,981 | $13,171 | $13,171 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-05-08 | 2020-07-06 | $1,940,672 | $1,926,534 | $14,138 | $14,138 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-19 | 2020-10-06 | $5,512,412 | $5,494,894 | $17,518 | $17,518 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-20 | 2020-10-06 | $16,681,175 | $16,648,358 | $32,817 | $32,817 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-09-08 | 2020-09-08 | $1,006,307 | $1,006,307 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-04 | 2020-08-19 | $5,507,928 | $5,525,759 | -$17,831 | -$17,831 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-04 | 2020-08-20 | $9,979,050 | $9,999,241 | -$20,190 | -$20,190 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-04 | 2020-08-20 | $1,007,087 | $1,009,011 | -$1,923 | -$1,923 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-06 | 2020-08-20 | $950,277 | $950,906 | -$629 | -$629 |
| FNMA SINGLE FAMILY MORTGAGE 2% 30 YEARS | P | 2020-08-06 | 2020-08-20 | $4,751,387 | $4,755,430 | -$4,043 | -$4,043 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-07-08 | 2020-08-06 | $2,472,273 | $2,449,187 | $23,087 | $23,087 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-05-27 | 2020-07-08 | $2,453,363 | $2,431,516 | $21,848 | $21,848 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-04-09 | 2020-05-27 | $2,436,748 | $2,447,764 | -$11,016 | -$11,016 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-09-02 | 2020-09-30 | $384,416 | $385,325 | -$909 | -$909 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-10-08 | 2020-10-08 | $384,115 | $384,115 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-10-08 | 2020-10-08 | $926,448 | $926,448 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-09-02 | 2020-10-01 | $384,144 | $385,325 | -$1,181 | -$1,181 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-08-28 | 2020-09-30 | $984,480 | $984,774 | -$293 | -$293 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-09-02 | 2020-09-30 | $327,060 | $327,846 | -$786 | -$786 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-10-08 | 2020-10-08 | $384,115 | $384,115 | $0 | $0 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-09-02 | 2020-10-01 | $384,316 | $385,325 | -$1,009 | -$1,009 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-08-06 | 2020-08-28 | $986,754 | $985,672 | $1,082 | $1,082 |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YRS | P | 2020-08-06 | 2020-09-02 | $1,486,661 | $1,482,057 | $4,603 | $4,603 |
| FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS | P | 2020-04-09 | 2020-05-08 | $2,473,375 | $2,479,250 | -$5,875 | -$5,875 |
| FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YRS | P | 2020-03-02 | 2020-04-09 | $4,982,734 | $4,887,816 | $94,918 | $94,918 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-10-06 | 2020-10-22 | $3,499,543 | $3,503,594 | -$4,051 | -$4,051 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-11-06 | 2020-11-06 | $1,713,514 | $1,713,385 | $129 | $129 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-10-06 | 2020-10-19 | $2,908,621 | $2,905,922 | $2,699 | $2,699 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-10-06 | 2020-10-14 | $3,610,742 | $3,606,641 | $4,102 | $4,102 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-10-06 | 2020-10-21 | $3,605,479 | $3,606,641 | -$1,162 | -$1,162 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-11-06 | 2020-11-06 | $2,922,445 | $2,922,445 | $0 | $0 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-11-06 | 2020-11-06 | $1,914,037 | $1,914,037 | $0 | $0 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-11-06 | 2020-11-06 | $1,713,385 | $1,713,514 | -$129 | -$129 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-09-30 | 2020-10-13 | $390,083 | $390,224 | -$140 | -$140 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-10-01 | 2020-10-13 | $435,057 | $435,016 | $41 | $41 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-10-06 | 2020-10-13 | $6,394,840 | $6,388,906 | $5,934 | $5,934 |
| FNMA TBA 30 YR TBA NOVEMBER 2.00% | P | 2020-10-06 | 2020-10-19 | $2,140,816 | $2,138,223 | $2,594 | $2,594 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-12-01 | $7,787 | $8,150 | -$364 | -$364 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-01-01 | $8,502 | $8,899 | -$397 | -$397 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-09-01 | $7,975 | $8,348 | -$373 | -$373 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-05-01 | $8,234 | $8,619 | -$385 | -$385 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-06-01 | $8,169 | $8,550 | -$382 | -$382 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-02-01 | $7,702 | $8,062 | -$360 | -$360 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-11-01 | $7,849 | $8,216 | -$367 | -$367 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-07-01 | $8,104 | $8,482 | -$379 | -$379 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-08-01 | $8,039 | $8,415 | -$376 | -$376 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-10-01 | $7,912 | $8,281 | -$370 | -$370 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-04-01 | $9,031 | $9,453 | -$422 | -$422 |
| FNMA TRANCHE 3 01-25-2046 | P | 2016-06-06 | 2020-03-01 | $8,369 | $8,760 | -$391 | -$391 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-03-01 | $863 | $1,009 | -$147 | -$147 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-10-01 | $813 | $951 | -$138 | -$138 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-07-01 | $2,396 | $2,803 | -$407 | -$407 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-05-01 | $396 | $463 | -$67 | -$67 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-09-01 | $949 | $1,111 | -$161 | -$161 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-11-01 | $661 | $774 | -$112 | -$112 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-06-01 | $523 | $612 | -$89 | -$89 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-04-01 | $1,024 | $1,198 | -$174 | -$174 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-08-01 | $1,106 | $1,294 | -$188 | -$188 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-01-01 | $1,632 | $1,910 | -$277 | -$277 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-12-01 | $908 | $1,062 | -$154 | -$154 |
| FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | P | 2015-08-25 | 2020-02-01 | $935 | $1,094 | -$159 | -$159 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-10-01 | $7,815 | $7,977 | -$161 | -$161 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-04-01 | $1,571 | $1,604 | -$32 | -$32 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-06-01 | $1,584 | $1,616 | -$33 | -$33 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-12-01 | $1,685 | $1,720 | -$35 | -$35 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-05-01 | $1,678 | $1,713 | -$35 | -$35 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-07-01 | $13,316 | $13,591 | -$275 | -$275 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-11-01 | $1,582 | $1,614 | -$33 | -$33 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-03-01 | $1,767 | $1,804 | -$36 | -$36 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-02-01 | $19,556 | $19,959 | -$403 | -$403 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-08-01 | $1,575 | $1,607 | -$32 | -$32 |
| FNMA VAR 07-25-2024 | P | 2015-07-24 | 2020-09-01 | $1,581 | $1,613 | -$33 | -$33 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-05-01 | $7,811 | $7,970 | -$159 | -$159 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-11-01 | $12,075 | $12,320 | -$245 | -$245 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-06-01 | $5,231 | $5,337 | -$106 | -$106 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-09-01 | $5,656 | $5,771 | -$115 | -$115 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-08-01 | $10,079 | $10,284 | -$205 | -$205 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-04-01 | $11,338 | $11,568 | -$230 | -$230 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-12-01 | $7,350 | $7,499 | -$149 | -$149 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-07-01 | $7,516 | $7,668 | -$153 | -$153 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-01-01 | $12,167 | $12,414 | -$247 | -$247 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-10-01 | $8,204 | $8,370 | -$167 | -$167 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-03-01 | $8,304 | $8,473 | -$169 | -$169 |
| FREDDIE MAC SER 2406 CL FP FLT 1-15-2032 | P | 2015-07-15 | 2020-02-01 | $5,172 | $5,277 | -$105 | -$105 |
| FUTU | P | 2014-11-03 | 2020-07-07 | $517,987 | $7,896 | $510,091 | $510,091 |
| FUTU | P | 2014-11-03 | 2020-07-07 | $795,089 | $11,842 | $783,247 | $783,247 |
| FUTU | P | 2014-11-03 | 2020-07-07 | $1,313,830 | $19,738 | $1,294,092 | $1,294,092 |
| FUTU | P | 2014-11-03 | 2020-09-29 | $498,112 | $7,761 | $490,351 | $490,351 |
| FUTU | P | 2014-11-03 | 2020-09-28 | $1,200,745 | $18,290 | $1,182,454 | $1,182,454 |
| GE CAP INTL FDG CO 2.342% DUE 11-15-2020 | P | 2019-11-27 | 2020-04-23 | $1,203,000 | $1,199,548 | $3,452 | $3,452 |
| GEN MTRS FINL CO 4.35% DUE 04-09-2025 | P | 2018-04-05 | 2020-03-24 | $91,300 | $109,941 | -$18,641 | -$18,641 |
| GENERAL MOTORS FINANCIAL 3.45% | P | 2017-04-21 | 2020-03-16 | $39,446 | $40,196 | -$750 | -$750 |
| GENERAL MOTORS FINANCIAL 3.45% | P | 2017-04-25 | 2020-03-16 | $50,294 | $51,189 | -$895 | -$895 |
| GENERAL MOTORS FINL CO BNDS 3.5% | P | 2017-11-02 | 2020-03-24 | $81,250 | $99,852 | -$18,602 | -$18,602 |
| GENERAL MTRS FINL CO INC 3.95% 4-13-2024 | P | 2017-04-10 | 2020-03-24 | $336,000 | $399,320 | -$63,320 | -$63,320 |
| GLOBAL PMTS INC 3.2% DUE 08-15-2029 REG | P | 2019-08-07 | 2020-02-10 | $252,571 | $239,280 | $13,291 | $13,291 |
| GLOBAL PMTS INC FIXED 2.9% DUE 5-15-2030 | P | 2020-11-23 | 2020-12-10 | $48,976 | $48,958 | $18 | $18 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-05-19 | $32,110 | $32,108 | $2 | $2 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-04-17 | $54,806 | $54,803 | $3 | $3 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-01-17 | $69,370 | $69,366 | $4 | $4 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-06-19 | $46,489 | $46,486 | $3 | $3 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-03-19 | $68,301 | $68,297 | $4 | $4 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-07-17 | $70,445 | $70,441 | $4 | $4 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-02-19 | $75,716 | $75,712 | $4 | $4 |
| GM FINL AUTOMOBILE LEASING TR 2018-2 | P | 2018-06-19 | 2020-08-20 | $82,541 | $82,536 | $5 | $5 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-11-13 | $37,911 | $37,906 | $5 | $5 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-08-14 | $39,440 | $39,435 | $5 | $5 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-04-15 | $34,500 | $34,496 | $4 | $4 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-06-15 | $38,693 | $38,688 | $5 | $5 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-12-15 | $32,644 | $32,640 | $4 | $4 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-09-15 | $40,516 | $40,510 | $5 | $5 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-10-15 | $38,514 | $38,509 | $5 | $5 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-07-15 | $39,877 | $39,872 | $5 | $5 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-03-13 | $18,090 | $18,088 | $2 | $2 |
| GM FINL CNSMR 2.81% DUE 12-16-2022 | P | 2018-04-11 | 2020-05-15 | $37,102 | $37,097 | $5 | $5 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-12-01 | $9,312 | $9,510 | -$198 | -$198 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-02-01 | $11,089 | $11,324 | -$236 | -$236 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-07-01 | $18,801 | $19,201 | -$400 | -$400 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-06-01 | $13,085 | $13,363 | -$278 | -$278 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-08-01 | $13,084 | $13,362 | -$278 | -$278 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-03-01 | $8,124 | $8,297 | -$173 | -$173 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-11-01 | $17,980 | $18,362 | -$382 | -$382 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-10-01 | $14,751 | $15,065 | -$313 | -$313 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-09-01 | $16,090 | $16,432 | -$342 | -$342 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-04-01 | $11,040 | $11,275 | -$235 | -$235 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-01-01 | $11,097 | $11,333 | -$236 | -$236 |
| GNMA 2003-067 REMIC PASSTHRU CTF CL | P | 2015-12-22 | 2020-05-01 | $13,453 | $13,738 | -$286 | -$286 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-06-01 | $13,025 | $15,270 | -$2,245 | -$2,245 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-08-01 | $16,394 | $19,220 | -$2,825 | -$2,825 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-11-01 | $10,540 | $12,356 | -$1,816 | -$1,816 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-07-01 | $25,802 | $30,249 | -$4,447 | -$4,447 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-09-01 | $16,236 | $19,034 | -$2,798 | -$2,798 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-03-01 | $7,835 | $9,185 | -$1,350 | -$1,350 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-04-01 | $10,115 | $11,859 | -$1,743 | -$1,743 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-12-01 | $7,345 | $8,611 | -$1,266 | -$1,266 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-05-01 | $10,015 | $11,741 | -$1,726 | -$1,726 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-10-01 | $9,910 | $11,617 | -$1,708 | -$1,708 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-01-01 | $8,615 | $10,100 | -$1,485 | -$1,485 |
| GNMA 2011-71 CL ZC 5.5% 7-16-2034 | P | 2015-05-29 | 2020-02-01 | $9,168 | $10,748 | -$1,580 | -$1,580 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-10-01 | $8,265 | $7,736 | $529 | $529 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-02-01 | $3,609 | $3,377 | $231 | $231 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-04-01 | $4,754 | $4,449 | $305 | $305 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-05-01 | $5,879 | $5,502 | $377 | $377 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-12-01 | $7,993 | $7,481 | $512 | $512 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-09-01 | $9,461 | $8,855 | $606 | $606 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-06-01 | $7,439 | $6,963 | $477 | $477 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-03-01 | $4,166 | $3,899 | $267 | $267 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-11-01 | $8,365 | $7,829 | $536 | $536 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-01-01 | $5,017 | $4,695 | $321 | $321 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-08-01 | $10,574 | $9,896 | $677 | $677 |
| GNMA 2012-051 REMIC PASSTHRU CTF CL | P | 2017-04-19 | 2020-07-01 | $15,485 | $14,493 | $992 | $992 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-10-01 | $6,707 | $6,639 | $68 | $68 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-05-01 | $3,745 | $3,707 | $38 | $38 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-08-01 | $5,844 | $5,785 | $59 | $59 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-11-01 | $4,518 | $4,472 | $46 | $46 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-01-01 | $6,454 | $6,389 | $66 | $66 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-09-01 | $7,127 | $7,055 | $72 | $72 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-03-01 | $3,869 | $3,830 | $39 | $39 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-12-01 | $4,989 | $4,939 | $51 | $51 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-02-01 | $6,936 | $6,865 | $70 | $70 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-07-01 | $5,220 | $5,167 | $53 | $53 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-04-01 | $6,359 | $6,294 | $65 | $65 |
| GNMA 2015-H23 REMIC PASSTHRU CTF CL FB | P | 2015-10-09 | 2020-06-01 | $2,725 | $2,697 | $28 | $28 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-05-01 | $1,036 | $1,029 | $8 | $8 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-12-01 | $6,380 | $6,333 | $47 | $47 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-07-01 | $1,623 | $1,611 | $12 | $12 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-09-01 | $6,935 | $6,884 | $51 | $51 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-11-01 | $15,175 | $15,063 | $111 | $111 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-02-01 | $3,264 | $3,240 | $24 | $24 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-04-01 | $1,271 | $1,262 | $9 | $9 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-06-01 | $517 | $513 | $4 | $4 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-08-01 | $4,117 | $4,087 | $30 | $30 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-03-01 | $1,650 | $1,637 | $12 | $12 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-01-01 | $3,216 | $3,192 | $24 | $24 |
| GNMA 2015-H32 REMIC PASSTHRU CTF CL FH | P | 2015-12-03 | 2020-10-01 | $2,796 | $2,776 | $21 | $21 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-11-01 | $1,383 | $1,393 | -$9 | -$9 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-03-01 | $2,607 | $2,624 | -$17 | -$17 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-04-01 | $318 | $320 | -$2 | -$2 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-08-01 | $3,125 | $3,145 | -$21 | -$21 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-07-01 | $2,331 | $2,346 | -$15 | -$15 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-10-01 | $2,595 | $2,612 | -$17 | -$17 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-12-01 | $3,056 | $3,076 | -$20 | -$20 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-05-01 | $808 | $813 | -$5 | -$5 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-01-01 | $1,899 | $1,911 | -$12 | -$12 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-09-01 | $1,885 | $1,898 | -$12 | -$12 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-06-01 | $911 | $917 | -$6 | -$6 |
| GNMA 2016-H26 REMIC PASSTHRU SECS CL | P | 2016-12-28 | 2020-02-01 | $329 | $331 | -$2 | -$2 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-09-01 | $4,603 | $5,000 | -$397 | -$397 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-05-01 | $3,156 | $3,429 | -$272 | -$272 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-12-01 | $2,912 | $3,164 | -$251 | -$251 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-07-01 | $8,423 | $9,150 | -$726 | -$726 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-04-01 | $3,003 | $3,262 | -$259 | -$259 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-03-01 | $3,641 | $3,955 | -$314 | -$314 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-01-01 | $2,997 | $3,255 | -$258 | -$258 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-10-01 | $3,201 | $3,477 | -$276 | -$276 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-02-01 | $3,952 | $4,293 | -$341 | -$341 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-06-01 | $1,773 | $1,926 | -$153 | -$153 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-08-01 | $6,267 | $6,808 | -$541 | -$541 |
| GNMA 4.5% DUE 07-20-2033 | P | 2015-12-11 | 2020-11-01 | $7,613 | $8,269 | -$657 | -$657 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-05-01 | $36,100 | $39,936 | -$3,836 | -$3,836 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-03-01 | $26,836 | $29,688 | -$2,851 | -$2,851 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-11-01 | $23,086 | $25,539 | -$2,453 | -$2,453 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-08-01 | $28,134 | $31,123 | -$2,989 | -$2,989 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-07-01 | $103,161 | $114,122 | -$10,961 | -$10,961 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-09-01 | $24,256 | $26,833 | -$2,577 | -$2,577 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-02-01 | $29,576 | $32,719 | -$3,142 | -$3,142 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-06-01 | $42,566 | $47,089 | -$4,523 | -$4,523 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-01-01 | $41,089 | $45,455 | -$4,366 | -$4,366 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-04-01 | $34,116 | $37,740 | -$3,625 | -$3,625 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-12-01 | $22,522 | $24,915 | -$2,393 | -$2,393 |
| GNMA 4.5% DUE 12-20-2040 | P | 2015-09-25 | 2020-10-01 | $23,664 | $26,178 | -$2,514 | -$2,514 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-09-01 | $4,312 | $4,786 | -$474 | -$474 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-12-01 | $4,503 | $4,998 | -$495 | -$495 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-06-01 | $4,113 | $4,565 | -$452 | -$452 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-11-01 | $4,769 | $5,293 | -$525 | -$525 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-01-01 | $3,567 | $3,960 | -$392 | -$392 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-07-01 | $13,006 | $14,437 | -$1,431 | -$1,431 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-03-01 | $3,252 | $3,609 | -$358 | -$358 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-08-01 | $5,616 | $6,233 | -$618 | -$618 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-04-01 | $3,367 | $3,737 | -$370 | -$370 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-02-01 | $4,630 | $5,139 | -$509 | -$509 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-10-01 | $3,923 | $4,355 | -$432 | -$432 |
| GNMA 5% DUE 03-20-2035 | P | 2015-08-20 | 2020-05-01 | $4,455 | $4,945 | -$490 | -$490 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-01-01 | $7,080 | $7,658 | -$577 | -$577 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-05-01 | $8,225 | $8,896 | -$671 | -$671 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-09-01 | $10,929 | $11,820 | -$891 | -$891 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-08-01 | $14,138 | $15,292 | -$1,153 | -$1,153 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-04-01 | $6,980 | $7,549 | -$569 | -$569 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-12-01 | $10,474 | $11,328 | -$854 | -$854 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-11-01 | $10,970 | $11,864 | -$895 | -$895 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-03-01 | $6,754 | $7,305 | -$551 | -$551 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-06-01 | $8,335 | $9,015 | -$680 | -$680 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-02-01 | $7,085 | $7,663 | -$578 | -$578 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-07-01 | $16,731 | $18,096 | -$1,365 | -$1,365 |
| GNMA 5% DUE 09-20-2039 | P | 2015-12-07 | 2020-10-01 | $9,609 | $10,393 | -$784 | -$784 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-06-01 | $1,959 | $2,186 | -$227 | -$227 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-02-01 | $2,648 | $2,955 | -$306 | -$306 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-04-01 | $2,875 | $3,207 | -$332 | -$332 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-12-01 | $6,343 | $7,076 | -$733 | -$733 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-08-01 | $3,872 | $4,320 | -$448 | -$448 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-05-01 | $1,056 | $1,178 | -$122 | -$122 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-10-01 | $3,981 | $4,441 | -$460 | -$460 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-09-01 | $2,217 | $2,474 | -$256 | -$256 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-11-01 | $5,259 | $5,867 | -$608 | -$608 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-03-01 | $1,984 | $2,214 | -$229 | -$229 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-01-01 | $1,892 | $2,111 | -$219 | -$219 |
| GNMA 5.5% DUE 05-20-2038 | P | 2015-08-11 | 2020-07-01 | $5,351 | $5,970 | -$619 | -$619 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-06-01 | $7,454 | $8,497 | -$1,044 | -$1,044 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-09-01 | $5,676 | $6,471 | -$795 | -$795 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-10-01 | $4,708 | $5,367 | -$659 | -$659 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-01-01 | $5,363 | $6,114 | -$751 | -$751 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-08-01 | $7,082 | $8,073 | -$991 | -$991 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-11-01 | $7,708 | $8,787 | -$1,079 | -$1,079 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-05-01 | $5,175 | $5,900 | -$725 | -$725 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-03-01 | $4,087 | $4,659 | -$572 | -$572 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-04-01 | $4,533 | $5,167 | -$635 | -$635 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-07-01 | $11,728 | $13,370 | -$1,642 | -$1,642 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-12-01 | $5,744 | $6,549 | -$804 | -$804 |
| GNMA 5.5% DUE 06-20-2037 | P | 2015-07-30 | 2020-02-01 | $3,336 | $3,803 | -$467 | -$467 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-05-01 | $4,210 | $4,673 | -$463 | -$463 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-07-01 | $7,010 | $7,781 | -$771 | -$771 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-11-01 | $6,035 | $6,699 | -$664 | -$664 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-02-01 | $4,720 | $5,240 | -$519 | -$519 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-06-01 | $3,393 | $3,766 | -$373 | -$373 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-12-01 | $4,378 | $4,860 | -$482 | -$482 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-01-01 | $6,432 | $7,140 | -$708 | -$708 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-03-01 | $1,764 | $1,958 | -$194 | -$194 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-10-01 | $4,817 | $5,347 | -$530 | -$530 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-08-01 | $3,214 | $3,568 | -$354 | -$354 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-04-01 | $7,493 | $8,318 | -$824 | -$824 |
| GNMA 5.5% DUE 11-20-2037 | P | 2015-08-04 | 2020-09-01 | $4,679 | $5,194 | -$515 | -$515 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-06-01 | $3,767 | $4,294 | -$527 | -$527 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-07-01 | $7,323 | $8,348 | -$1,025 | -$1,025 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-08-01 | $4,605 | $5,250 | -$645 | -$645 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-02-01 | $2,285 | $2,605 | -$320 | -$320 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-04-01 | $3,096 | $3,529 | -$433 | -$433 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-03-01 | $2,152 | $2,453 | -$301 | -$301 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-10-01 | $2,927 | $3,337 | -$410 | -$410 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-09-01 | $3,329 | $3,795 | -$466 | -$466 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-01-01 | $3,156 | $3,597 | -$442 | -$442 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-11-01 | $4,820 | $5,495 | -$675 | -$675 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-12-01 | $3,329 | $3,795 | -$466 | -$466 |
| GNMA 6% DUE 07-20-2037 | P | 2016-01-27 | 2020-05-01 | $2,536 | $2,891 | -$355 | -$355 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-12-01 | $9,623 | $11,013 | -$1,389 | -$1,389 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-09-01 | $11,074 | $12,672 | -$1,599 | -$1,599 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-08-01 | $10,751 | $12,303 | -$1,552 | -$1,552 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-06-01 | $7,016 | $8,029 | -$1,013 | -$1,013 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-03-01 | $5,071 | $5,803 | -$732 | -$732 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-04-01 | $9,739 | $11,145 | -$1,406 | -$1,406 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-11-01 | $5,965 | $6,827 | -$861 | -$861 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-07-01 | $12,692 | $14,525 | -$1,832 | -$1,832 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-02-01 | $7,619 | $8,719 | -$1,100 | -$1,100 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-01-01 | $9,128 | $10,446 | -$1,318 | -$1,318 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-10-01 | $6,195 | $7,090 | -$894 | -$894 |
| GNMA 6.5% DUE 02-20-2037 | P | 2017-10-26 | 2020-05-01 | $7,355 | $8,417 | -$1,062 | -$1,062 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-09-01 | $6,603 | $6,599 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-07-01 | $6,647 | $6,643 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-03-01 | $6,670 | $6,665 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-02-01 | $6,651 | $6,646 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-01-01 | $6,632 | $6,627 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-10-01 | $6,609 | $6,605 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-05-01 | $6,640 | $6,635 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-12-01 | $6,646 | $6,641 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-04-01 | $6,648 | $6,644 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-08-01 | $6,627 | $6,623 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-11-01 | $6,627 | $6,623 | $4 | $4 |
| GNMA FLTG RT 2.75% DUE 08-16-2035 | P | 2015-07-20 | 2020-06-01 | $6,622 | $6,618 | $4 | $4 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-11-01 | $6,700 | $6,675 | $25 | $25 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-01-01 | $402 | $401 | $2 | $2 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-06-01 | $3,346 | $3,334 | $13 | $13 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-08-01 | $6,389 | $6,365 | $24 | $24 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-03-01 | $3,933 | $3,919 | $15 | $15 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-04-01 | $396 | $395 | $1 | $1 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-12-01 | $6,379 | $6,355 | $24 | $24 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-09-01 | $8,520 | $8,488 | $32 | $32 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-10-01 | $12,489 | $12,442 | $47 | $47 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-07-01 | $5,787 | $5,765 | $22 | $22 |
| GNMA MTG PASS THRU CTF CL FA 03-20-2066 | P | 2016-02-26 | 2020-05-01 | $5,452 | $5,432 | $20 | $20 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-04-01 | $1,012 | $1,138 | -$125 | -$125 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-08-01 | $977 | $1,098 | -$121 | -$121 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-03-01 | $4,104 | $4,612 | -$508 | -$508 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-10-01 | $982 | $1,104 | -$122 | -$122 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-12-01 | $980 | $1,102 | -$121 | -$121 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-05-01 | $995 | $1,118 | -$123 | -$123 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-07-01 | $6,781 | $7,620 | -$839 | -$839 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-06-01 | $4,720 | $5,304 | -$584 | -$584 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-09-01 | $970 | $1,091 | -$120 | -$120 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-01-01 | $7,934 | $8,916 | -$982 | -$982 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-11-01 | $4,604 | $5,174 | -$570 | -$570 |
| GNMA POOL #510400 5.5% 01-15-2035 BEO | P | 2015-07-28 | 2020-02-01 | $983 | $1,104 | -$122 | -$122 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-07-01 | $9,257 | $10,438 | -$1,180 | -$1,180 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-10-01 | $4,789 | $5,400 | -$611 | -$611 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-01-01 | $10,445 | $11,776 | -$1,332 | -$1,332 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-09-01 | $5,218 | $5,884 | -$665 | -$665 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-02-01 | $2,536 | $2,860 | -$323 | -$323 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-03-01 | $3,294 | $3,714 | -$420 | -$420 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-06-01 | $2,993 | $3,374 | -$382 | -$382 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-11-01 | $5,368 | $6,052 | -$684 | -$684 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-12-01 | $3,734 | $4,210 | -$476 | -$476 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-04-01 | $7,531 | $8,491 | -$960 | -$960 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-08-01 | $2,430 | $2,740 | -$310 | -$310 |
| GNMA POOL #782748 5.5% 07-15-2035 BEO | P | 2015-10-19 | 2020-05-01 | $3,424 | $3,860 | -$437 | -$437 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-07-01 | $2,019 | $2,162 | -$143 | -$143 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-05-01 | $29,958 | $32,073 | -$2,116 | -$2,116 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-01-01 | $61,016 | $65,325 | -$4,309 | -$4,309 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-02-01 | $2,027 | $2,170 | -$143 | -$143 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-12-01 | $1,982 | $2,122 | -$140 | -$140 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-04-01 | $2,012 | $2,154 | -$142 | -$142 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-06-01 | $1,980 | $2,120 | -$140 | -$140 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-08-01 | $2,108 | $2,257 | -$149 | -$149 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-09-01 | $2,003 | $2,144 | -$141 | -$141 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-10-01 | $26,285 | $28,141 | -$1,856 | -$1,856 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-11-01 | $2,006 | $2,147 | -$142 | -$142 |
| GNMA POOL #AS8113 3.75% 09-20-2046 BEO | P | 2016-09-27 | 2020-03-01 | $2,052 | $2,197 | -$145 | -$145 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-10-01 | $2,041 | $2,090 | -$50 | -$50 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-09-01 | $2,028 | $2,078 | -$49 | -$49 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-11-01 | $97,896 | $100,282 | -$2,386 | -$2,386 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-03-01 | $2,153 | $2,205 | -$52 | -$52 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-01-01 | $2,136 | $2,188 | -$52 | -$52 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-06-01 | $2,005 | $2,054 | -$49 | -$49 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-12-01 | $1,900 | $1,946 | -$46 | -$46 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-08-01 | $2,021 | $2,070 | -$49 | -$49 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-07-01 | $2,013 | $2,062 | -$49 | -$49 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-04-01 | $2,161 | $2,214 | -$53 | -$53 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-05-01 | $81,315 | $83,297 | -$1,982 | -$1,982 |
| GNMA POOL #AY0569 4% 11-20-2047 BEO | P | 2018-06-07 | 2020-02-01 | $2,145 | $2,197 | -$52 | -$52 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-10-01 | $60,068 | $62,095 | -$2,027 | -$2,027 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-02-01 | $1,055 | $1,091 | -$36 | -$36 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-05-01 | $1,002 | $1,035 | -$34 | -$34 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-03-01 | $1,056 | $1,092 | -$36 | -$36 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-11-01 | $43,593 | $45,065 | -$1,471 | -$1,471 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-01-01 | $82,881 | $85,678 | -$2,797 | -$2,797 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-09-01 | $837 | $866 | -$28 | -$28 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-04-01 | $48,045 | $49,666 | -$1,622 | -$1,622 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-06-01 | $88,208 | $91,185 | -$2,977 | -$2,977 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-08-01 | $824 | $852 | -$28 | -$28 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-12-01 | $50,847 | $52,563 | -$1,716 | -$1,716 |
| GNMA POOL #BI6090 4.5% 09-20-2048 BEO | P | 2018-10-12 | 2020-07-01 | $47,492 | $49,095 | -$1,603 | -$1,603 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-03-01 | $1,764 | $1,900 | -$136 | -$136 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-07-01 | $1,760 | $1,896 | -$136 | -$136 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-12-01 | $53,120 | $57,220 | -$4,100 | -$4,100 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-04-01 | $29,528 | $31,808 | -$2,279 | -$2,279 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-11-01 | $9,227 | $9,939 | -$712 | -$712 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-05-01 | $1,625 | $1,750 | -$125 | -$125 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-09-01 | $56,241 | $60,582 | -$4,341 | -$4,341 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-01-01 | $1,605 | $1,729 | -$124 | -$124 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-06-01 | $31,052 | $33,448 | -$2,397 | -$2,397 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-10-01 | $1,597 | $1,721 | -$123 | -$123 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-08-01 | $31,085 | $33,485 | -$2,399 | -$2,399 |
| GNMA POOL #BN7048 4.5% 08-20-2049 BEO | P | 2019-08-12 | 2020-02-01 | $1,757 | $1,893 | -$136 | -$136 |
| GNMA POOL #BV2374 3.5% 06-20-2050 BEO | P | 2020-06-17 | 2020-12-01 | $1,798 | $1,953 | -$155 | -$155 |
| GNMA POOL #BV2374 3.5% 06-20-2050 BEO | P | 2020-06-17 | 2020-10-01 | $1,783 | $1,937 | -$154 | -$154 |
| GNMA POOL #BV2374 3.5% 06-20-2050 BEO | P | 2020-06-17 | 2020-07-01 | $1,779 | $1,932 | -$153 | -$153 |
| GNMA POOL #BV2374 3.5% 06-20-2050 BEO | P | 2020-06-17 | 2020-08-01 | $1,783 | $1,936 | -$154 | -$154 |
| GNMA POOL #BV2374 3.5% 06-20-2050 BEO | P | 2020-06-17 | 2020-09-01 | $1,788 | $1,942 | -$154 | -$154 |
| GNMA POOL #BV2374 3.5% 06-20-2050 BEO | P | 2020-06-17 | 2020-11-01 | $1,792 | $1,946 | -$155 | -$155 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-12-01 | $7,084 | $8,165 | -$1,080 | -$1,080 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-03-01 | $3,585 | $4,131 | -$547 | -$547 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-04-01 | $4,800 | $5,532 | -$732 | -$732 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-06-01 | $6,769 | $7,801 | -$1,032 | -$1,032 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-02-01 | $3,624 | $4,176 | -$553 | -$553 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-01-01 | $5,692 | $6,560 | -$868 | -$868 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-07-01 | $10,698 | $12,330 | -$1,631 | -$1,631 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-09-01 | $8,601 | $9,912 | -$1,312 | -$1,312 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-11-01 | $11,336 | $13,065 | -$1,729 | -$1,729 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-08-01 | $5,357 | $6,174 | -$817 | -$817 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-05-01 | $10,505 | $12,107 | -$1,602 | -$1,602 |
| GNMA POOL #MA1845 7% 01-20-2039 BEO | P | 2016-01-15 | 2020-10-01 | $3,430 | $3,953 | -$523 | -$523 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-02-01 | $10,591 | $11,849 | -$1,258 | -$1,258 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-11-01 | $6,480 | $7,249 | -$769 | -$769 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-03-01 | $10,171 | $11,379 | -$1,208 | -$1,208 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-06-01 | $9,367 | $10,480 | -$1,112 | -$1,112 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-08-01 | $9,423 | $10,542 | -$1,119 | -$1,119 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-12-01 | $8,293 | $9,278 | -$985 | -$985 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-01-01 | $6,800 | $7,608 | -$808 | -$808 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-07-01 | $10,551 | $11,803 | -$1,253 | -$1,253 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-05-01 | $7,039 | $7,875 | -$836 | -$836 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-10-01 | $5,374 | $6,012 | -$638 | -$638 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-09-01 | $7,978 | $8,925 | -$947 | -$947 |
| GNMA REMIC SER 2006-11 CL A-B 5.35% | P | 2015-06-16 | 2020-04-01 | $4,283 | $4,792 | -$509 | -$509 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-05-01 | $1,656 | $1,865 | -$209 | -$209 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-07-01 | $9,025 | $10,164 | -$1,139 | -$1,139 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-11-01 | $5,936 | $6,685 | -$749 | -$749 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-12-01 | $2,751 | $3,098 | -$347 | -$347 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-06-01 | $2,202 | $2,480 | -$278 | -$278 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-03-01 | $1,616 | $1,820 | -$204 | -$204 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-08-01 | $3,792 | $4,271 | -$479 | -$479 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-02-01 | $1,238 | $1,394 | -$156 | -$156 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-10-01 | $1,846 | $2,079 | -$233 | -$233 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-09-01 | $2,267 | $2,553 | -$286 | -$286 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-04-01 | $1,215 | $1,368 | -$153 | -$153 |
| GNMA SR 2009-054 CL JZ FIXED 5.5% | P | 2015-10-08 | 2020-01-01 | $4,972 | $5,600 | -$628 | -$628 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-10-01 | $6,953 | $7,913 | -$960 | -$960 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-06-01 | $1,081 | $1,231 | -$149 | -$149 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-12-01 | $998 | $1,136 | -$138 | -$138 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-09-01 | $4,248 | $4,834 | -$587 | -$587 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-03-01 | $1,069 | $1,217 | -$148 | -$148 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-08-01 | $1,129 | $1,285 | -$156 | -$156 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-02-01 | $10,464 | $11,910 | -$1,445 | -$1,445 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-05-01 | $1,162 | $1,323 | -$161 | -$161 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-01-01 | $1,125 | $1,281 | -$155 | -$155 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-04-01 | $1,197 | $1,362 | -$165 | -$165 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-11-01 | $993 | $1,130 | -$137 | -$137 |
| GNMAI POOL #736630 5.5% DUE 05-15-2032 | P | 2015-08-10 | 2020-07-01 | $1,088 | $1,238 | -$150 | -$150 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-05-01 | $1,486 | $1,612 | -$126 | -$126 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-09-01 | $7,662 | $8,311 | -$649 | -$649 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-11-01 | $64,482 | $69,943 | -$5,461 | -$5,461 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-03-01 | $6,821 | $7,398 | -$578 | -$578 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-02-01 | $3,959 | $4,295 | -$335 | -$335 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-12-01 | $18,086 | $19,617 | -$1,532 | -$1,532 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-06-01 | $3,974 | $4,310 | -$337 | -$337 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-01-01 | $1,455 | $1,578 | -$123 | -$123 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-07-01 | $1,494 | $1,620 | -$127 | -$127 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-08-01 | $3,773 | $4,093 | -$320 | -$320 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-04-01 | $4,268 | $4,630 | -$361 | -$361 |
| GNMAII POOL #784847 4.5% DUE 11-20-2049 | P | 2019-11-05 | 2020-10-01 | $9,829 | $10,661 | -$832 | -$832 |
| GOLDMAN SACHS 2.35% DUE 11-15-2021 | P | 2017-10-05 | 2020-11-16 | $133,000 | $132,781 | $219 | $219 |
| GOLDMAN SACHS 2.35% DUE 11-15-2021 | P | 2018-04-26 | 2020-11-16 | $200,000 | $197,859 | $2,141 | $2,141 |
| GOLDMAN SACHS 2.6% DUE 12-27-2020 | P | 2017-03-22 | 2020-10-28 | $250,910 | $249,992 | $918 | $918 |
| GOLDMAN SACHS FIXED 3.5% DUE 04-01-2025 | P | 2020-03-26 | 2020-10-28 | $884,448 | $799,746 | $84,702 | $84,702 |
| GOLDMAN SACHS GROUP INC 5.375% | P | 2016-03-10 | 2020-03-16 | $500,000 | $500,000 | $0 | $0 |
| GROCERY OUTLET | P | 2019-06-01 | 2020-06-23 | $171,921 | $97,350 | $74,571 | $74,571 |
| GROCERY OUTLET | P | 2019-06-01 | 2020-06-26 | $175,064 | $97,350 | $77,714 | $77,714 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-09 | 2020-08-14 | $4,999 | $5,658 | -$659 | -$659 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-10 | 2020-08-14 | $6,665 | $7,615 | -$950 | -$950 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-13 | 2020-08-14 | $6,665 | $7,659 | -$994 | -$994 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-14 | 2020-08-14 | $10,368 | $12,079 | -$1,711 | -$1,711 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-15 | 2020-08-14 | $4,443 | $5,179 | -$736 | -$736 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-16 | 2020-08-14 | $28,141 | $32,727 | -$4,586 | -$4,586 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-17 | 2020-08-14 | $8,146 | $9,500 | -$1,354 | -$1,354 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-20 | 2020-08-14 | $7,406 | $8,605 | -$1,199 | -$1,199 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-22 | 2020-08-14 | $11,108 | $12,676 | -$1,568 | -$1,568 |
| GRUPO BIMBO SAB DE CV | P | 2010-12-23 | 2020-08-14 | $11,108 | $12,717 | -$1,609 | -$1,609 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-03 | 2020-08-14 | $11,664 | $13,317 | -$1,654 | -$1,654 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-03 | 2020-11-20 | $2,712 | $2,748 | -$36 | -$36 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-04 | 2020-11-20 | $9,180 | $9,381 | -$201 | -$201 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-05 | 2020-11-20 | $8,346 | $8,684 | -$338 | -$338 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-06 | 2020-11-20 | $15,022 | $15,633 | -$611 | -$611 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-07 | 2020-11-20 | $10,849 | $11,183 | -$334 | -$334 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-10 | 2020-11-20 | $9,180 | $9,490 | -$310 | -$310 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-11 | 2020-11-20 | $25,037 | $25,647 | -$610 | -$610 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-12 | 2020-11-20 | $17,526 | $17,794 | -$268 | -$268 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-13 | 2020-11-20 | $6,676 | $6,864 | -$187 | -$187 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-14 | 2020-11-20 | $12,518 | $12,991 | -$473 | -$473 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-18 | 2020-11-20 | $10,015 | $10,329 | -$314 | -$314 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-19 | 2020-11-20 | $75,110 | $78,004 | -$2,893 | -$2,893 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-20 | 2020-11-20 | $7,511 | $7,660 | -$149 | -$149 |
| GRUPO BIMBO SAB DE CV | P | 2011-01-21 | 2020-11-20 | $130,191 | $133,907 | -$3,715 | -$3,715 |
| GRUPO BIMBO SAB DE CV | P | 2011-12-09 | 2020-11-20 | $182,351 | $178,885 | $3,466 | $3,466 |
| GRUPO BIMBO SAB DE CV | P | 2014-04-30 | 2020-11-20 | $101,816 | $136,155 | -$34,339 | -$34,339 |
| GRUPO BIMBO SAB DE CV | P | 2014-11-03 | 2020-11-20 | $67,391 | $94,912 | -$27,522 | -$27,522 |
| GRUPO BIMBO SAB DE CV | P | 2015-10-13 | 2020-11-20 | $6,739 | $8,739 | -$2,000 | -$2,000 |
| GRUPO BIMBO SAB DE CV | P | 2015-10-14 | 2020-11-20 | $11,204 | $14,391 | -$3,187 | -$3,187 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-12 | 2020-11-20 | $8,377 | $7,213 | $1,164 | $1,164 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-13 | 2020-11-20 | $9,839 | $8,452 | $1,387 | $1,387 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-14 | 2020-11-20 | $9,566 | $8,212 | $1,354 | $1,354 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-15 | 2020-11-20 | $44,298 | $37,788 | $6,511 | $6,511 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-18 | 2020-11-20 | $9,618 | $8,275 | $1,343 | $1,343 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-19 | 2020-11-20 | $12,057 | $10,322 | $1,735 | $1,735 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-20 | 2020-11-20 | $19,343 | $16,730 | $2,613 | $2,613 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-21 | 2020-11-20 | $12,546 | $10,919 | $1,626 | $1,626 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-22 | 2020-11-20 | $5,650 | $4,933 | $717 | $717 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-25 | 2020-11-20 | $8,825 | $7,854 | $972 | $972 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-26 | 2020-11-20 | $5,594 | $4,980 | $614 | $614 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-27 | 2020-11-20 | $10,513 | $9,371 | $1,143 | $1,143 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-28 | 2020-11-20 | $15,272 | $13,550 | $1,723 | $1,723 |
| GRUPO BIMBO SAB DE CV | P | 2018-06-29 | 2020-11-20 | $5,900 | $5,398 | $503 | $503 |
| GRUPO BIMBO SAB DE CV | P | 2018-07-02 | 2020-11-20 | $5,475 | $5,075 | $399 | $399 |
| GRUPO BIMBO SAB DE CV | P | 2018-07-03 | 2020-11-20 | $5,404 | $4,874 | $530 | $530 |
| GRUPO BIMBO SAB DE CV | P | 2018-07-06 | 2020-11-20 | $11,899 | $12,054 | -$155 | -$155 |
| GRUPO BIMBO SAB DE CV | P | 2019-09-09 | 2020-11-20 | $15,231 | $13,953 | $1,278 | $1,278 |
| GRUPO BIMBO SAB DE CV | P | 2019-12-19 | 2020-11-20 | $9,639 | $8,370 | $1,269 | $1,269 |
| GRUPO BIMBO SAB DE CV | P | 2019-12-20 | 2020-11-20 | $9,639 | $8,441 | $1,198 | $1,198 |
| GRUPO BIMBO SAB DE CV | P | 2019-12-23 | 2020-11-20 | $5,909 | $5,119 | $789 | $789 |
| GRUPO BIMBO SAB DE CV | P | 2019-12-26 | 2020-11-20 | $5,861 | $5,002 | $859 | $859 |
| GRUPO BIMBO SAB DE CV | P | 2019-12-27 | 2020-11-20 | $5,688 | $4,985 | $703 | $703 |
| GRUPO BIMBO SAB DE CV | P | 2019-12-30 | 2020-11-20 | $5,690 | $5,028 | $662 | $662 |
| GRUPO BIMBO SAB DE CV | P | 2019-12-31 | 2020-11-20 | $5,721 | $5,017 | $703 | $703 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-02 | 2020-11-20 | $13,359 | $11,953 | $1,406 | $1,406 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-03 | 2020-11-20 | $5,594 | $5,019 | $574 | $574 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-06 | 2020-11-20 | $5,546 | $5,004 | $541 | $541 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-07 | 2020-11-20 | $5,600 | $5,026 | $574 | $574 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-08 | 2020-11-20 | $5,610 | $4,988 | $622 | $622 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-09 | 2020-11-20 | $10,372 | $9,429 | $942 | $942 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-10 | 2020-11-20 | $5,481 | $5,001 | $480 | $480 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-13 | 2020-11-20 | $16,906 | $15,382 | $1,524 | $1,524 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-14 | 2020-11-20 | $24,382 | $22,046 | $2,336 | $2,336 |
| GRUPO BIMBO SAB DE CV | P | 2020-01-15 | 2020-11-20 | $9,226 | $8,242 | $984 | $984 |
| GRUPO BIMBO SAB DE CV | P | 2020-07-16 | 2020-11-20 | $18,131 | $14,062 | $4,069 | $4,069 |
| GRUPO BIMBO SAB DE CV | P | 2020-07-17 | 2020-11-20 | $7,953 | $6,224 | $1,729 | $1,729 |
| GRUPO BIMBO SAB DE CV | P | 2020-07-20 | 2020-11-20 | $13,557 | $10,460 | $3,097 | $3,097 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-02-03 | $1,474 | $1,020 | $454 | $454 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-01-31 | $8,859 | $6,120 | $2,739 | $2,739 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-05 | $9,744 | $8,961 | $783 | $783 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-25 | $5,836 | $6,603 | -$766 | -$766 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-13 | $7,404 | $8,760 | -$1,356 | -$1,356 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-19 | $5,671 | $6,495 | -$823 | -$823 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-17 | $949 | $1,095 | -$146 | -$146 |
| G-TEKT CORPORATION NPV | P | 2015-09-28 | 2020-07-22 | $1,917 | $2,312 | -$395 | -$395 |
| G-TEKT CORPORATION NPV | P | 2015-10-05 | 2020-07-22 | $1,826 | $2,322 | -$496 | -$496 |
| G-TEKT CORPORATION NPV | P | 2016-02-02 | 2020-07-22 | $1,735 | $2,141 | -$406 | -$406 |
| G-TEKT CORPORATION NPV | P | 2015-09-16 | 2020-07-20 | $91 | $110 | -$19 | -$19 |
| G-TEKT CORPORATION NPV | P | 2015-09-18 | 2020-07-20 | $4,567 | $5,526 | -$959 | -$959 |
| G-TEKT CORPORATION NPV | P | 2015-09-24 | 2020-07-20 | $1,735 | $2,092 | -$356 | -$356 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-07-01 | $947 | $996 | -$48 | -$48 |
| G-TEKT CORPORATION NPV | P | 2016-02-02 | 2020-07-27 | $17,245 | $21,411 | -$4,166 | -$4,166 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-08 | $11,145 | $9,957 | $1,188 | $1,188 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-01-28 | $47,812 | $32,639 | $15,173 | $15,173 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-02-13 | $4,135 | $3,023 | $1,112 | $1,112 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-18 | $1,003 | $996 | $8 | $8 |
| G-TEKT CORPORATION NPV | P | 2015-09-24 | 2020-07-21 | $3,741 | $4,513 | -$773 | -$773 |
| G-TEKT CORPORATION NPV | P | 2015-09-25 | 2020-07-21 | $9,123 | $11,146 | -$2,023 | -$2,023 |
| G-TEKT CORPORATION NPV | P | 2015-09-28 | 2020-07-21 | $821 | $991 | -$170 | -$170 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-14 | $8,443 | $9,855 | -$1,412 | -$1,412 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-14 | $10,820 | $11,875 | -$1,055 | -$1,055 |
| G-TEKT CORPORATION NPV | P | 2015-08-26 | 2020-07-14 | $2,593 | $2,868 | -$275 | -$275 |
| G-TEKT CORPORATION NPV | P | 2015-09-04 | 2020-07-16 | $7,495 | $8,447 | -$952 | -$952 |
| G-TEKT CORPORATION NPV | P | 2015-09-07 | 2020-07-16 | $925 | $1,026 | -$101 | -$101 |
| G-TEKT CORPORATION NPV | P | 2015-09-08 | 2020-07-16 | $1,758 | $1,986 | -$228 | -$228 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-24 | $4,693 | $5,412 | -$719 | -$719 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-13 | $24,372 | $26,497 | -$2,125 | -$2,125 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-08 | $6,472 | $6,870 | -$398 | -$398 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-07-02 | $1,037 | $1,095 | -$58 | -$58 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-02 | $3,678 | $3,827 | -$150 | -$150 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-02-07 | $1,462 | $1,008 | $455 | $455 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-21 | $4,749 | $5,412 | -$663 | -$663 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-07 | $1,871 | $1,963 | -$92 | -$92 |
| G-TEKT CORPORATION NPV | P | 2016-02-03 | 2020-08-04 | $10,252 | $13,414 | -$3,162 | -$3,162 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-02-06 | $19,291 | $13,362 | $5,929 | $5,929 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-02-06 | $10,161 | $6,952 | $3,208 | $3,208 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-10 | $3,546 | $3,925 | -$379 | -$379 |
| G-TEKT CORPORATION NPV | P | 2016-02-03 | 2020-08-11 | $19,640 | $24,705 | -$5,065 | -$5,065 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-11 | $15,019 | $18,505 | -$3,486 | -$3,486 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-17 | $3,904 | $4,489 | -$585 | -$585 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-17 | $1,809 | $2,057 | -$248 | -$248 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-02-19 | $4,046 | $3,023 | $1,024 | $1,024 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-12 | $7,232 | $8,760 | -$1,527 | -$1,527 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-24 | $5,797 | $5,974 | -$177 | -$177 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-18 | $10,294 | $11,907 | -$1,613 | -$1,613 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-29 | $940 | $996 | -$56 | -$56 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-09 | $3,634 | $3,925 | -$292 | -$292 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-02-14 | $4,137 | $3,023 | $1,114 | $1,114 |
| G-TEKT CORPORATION NPV | P | 2016-02-02 | 2020-07-28 | $16,937 | $20,397 | -$3,460 | -$3,460 |
| G-TEKT CORPORATION NPV | P | 2016-02-03 | 2020-07-28 | $5,521 | $6,595 | -$1,075 | -$1,075 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-01-24 | $9,220 | $6,120 | $3,100 | $3,100 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-01-29 | $17,838 | $12,240 | $5,599 | $5,599 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-06-03 | $18,722 | $17,229 | $1,493 | $1,493 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-03 | $9,744 | $8,862 | $883 | $883 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-02-21 | $7,839 | $6,045 | $1,794 | $1,794 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-14 | $4,668 | $5,475 | -$807 | -$807 |
| G-TEKT CORPORATION NPV | P | 2015-08-25 | 2020-07-03 | $3,730 | $3,925 | -$196 | -$196 |
| G-TEKT CORPORATION NPV | P | 2016-02-03 | 2020-07-30 | $7,076 | $8,943 | -$1,867 | -$1,867 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-02-05 | $14,658 | $10,200 | $4,458 | $4,458 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-16 | $12,448 | $11,948 | $499 | $499 |
| G-TEKT CORPORATION NPV | P | 2015-05-26 | 2020-01-27 | $9,063 | $6,120 | $2,943 | $2,943 |
| G-TEKT CORPORATION NPV | P | 2016-02-03 | 2020-07-29 | $2,703 | $3,354 | -$650 | -$650 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-17 | $1,025 | $996 | $29 | $29 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-25 | $16,247 | $18,401 | -$2,154 | -$2,154 |
| G-TEKT CORPORATION NPV | P | 2015-09-08 | 2020-07-17 | $5,613 | $6,376 | -$763 | -$763 |
| G-TEKT CORPORATION NPV | P | 2015-09-16 | 2020-07-17 | $2,668 | $3,200 | -$532 | -$532 |
| G-TEKT CORPORATION NPV | P | 2015-08-26 | 2020-07-15 | $4,755 | $5,043 | -$288 | -$288 |
| G-TEKT CORPORATION NPV | P | 2015-08-27 | 2020-07-15 | $6,527 | $7,060 | -$533 | -$533 |
| G-TEKT CORPORATION NPV | P | 2015-08-28 | 2020-07-15 | $4,662 | $5,072 | -$410 | -$410 |
| G-TEKT CORPORATION NPV | P | 2015-08-31 | 2020-07-15 | $1,865 | $2,049 | -$184 | -$184 |
| G-TEKT CORPORATION NPV | P | 2015-09-02 | 2020-07-15 | $5,595 | $6,083 | -$488 | -$488 |
| G-TEKT CORPORATION NPV | P | 2015-09-03 | 2020-07-15 | $3,730 | $4,211 | -$481 | -$481 |
| G-TEKT CORPORATION NPV | P | 2015-09-04 | 2020-07-15 | $1,772 | $1,981 | -$210 | -$210 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-09 | $5,722 | $4,978 | $743 | $743 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-30 | $19,186 | $19,914 | -$728 | -$728 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-25 | $5,681 | $5,974 | -$293 | -$293 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-26 | $6,704 | $6,970 | -$266 | -$266 |
| G-TEKT CORPORATION NPV | P | 2016-02-03 | 2020-08-03 | $7,517 | $10,061 | -$2,544 | -$2,544 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-23 | $4,908 | $4,978 | -$70 | -$70 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-06-02 | $8,196 | $8,061 | $136 | $136 |
| G-TEKT CORPORATION NPV | P | 2016-02-04 | 2020-08-13 | $13,885 | $16,424 | -$2,540 | -$2,540 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-04 | $6,586 | $5,974 | $612 | $612 |
| G-TEKT CORPORATION NPV | P | 2016-02-05 | 2020-08-20 | $6,628 | $7,577 | -$949 | -$949 |
| G-TEKT CORPORATION NPV | P | 2015-08-24 | 2020-06-19 | $8,064 | $7,965 | $99 | $99 |
| G-TEKT CORPORATION NPV | P | 2015-08-21 | 2020-02-20 | $3,977 | $3,023 | $955 | $955 |
| GUARDANT HEALTH | P | 2013-04-23 | 2020-02-19 | $116,899 | $1,686 | $115,213 | $115,213 |
| GUARDANT HEALTH | P | 2013-04-23 | 2020-02-26 | $197,268 | $3,128 | $194,140 | $194,140 |
| GUARDANT HEALTH | P | 2013-04-23 | 2020-02-26 | $303,557 | $4,814 | $298,743 | $298,743 |
| GUARDANT HEALTH | P | 2013-04-23 | 2020-02-26 | $303,557 | $4,814 | $298,743 | $298,743 |
| GUARDANT HEALTH | P | 2013-04-23 | 2020-02-26 | $14,357 | $228 | $14,129 | $14,129 |
| GUARDANT HEALTH | P | 2013-04-23 | 2020-02-26 | $137,461 | $2,180 | $135,281 | $135,281 |
| GUARDANT HEALTH | P | 2013-04-23 | 2020-02-28 | $15,443 | $228 | $15,215 | $15,215 |
| GUARDANT HEALTH | P | 2014-04-11 | 2020-02-28 | $853 | $43 | $810 | $810 |
| GUARDANT HEALTH | P | 2014-04-11 | 2020-05-07 | $3,659 | $184 | $3,475 | $3,475 |
| GUARDANT HEALTH | P | 2014-04-11 | 2020-05-07 | $142,962 | $7,185 | $135,777 | $135,777 |
| GUARDANT HEALTH | P | 2014-04-11 | 2020-05-08 | $85,865 | $4,093 | $81,772 | $81,772 |
| GUARDANT HEALTH | P | 2014-04-11 | 2020-05-11 | $66,972 | $3,135 | $63,837 | $63,837 |
| GUARDANT HEALTH | P | 2014-12-16 | 2020-05-11 | $20,466 | $1,916 | $18,550 | $18,550 |
| GUARDANT HEALTH | P | 2014-12-16 | 2020-05-11 | $32,448 | $2,968 | $29,480 | $29,480 |
| GUARDANT HEALTH | P | 2015-12-18 | 2020-05-11 | $57,042 | $5,998 | $51,044 | $51,044 |
| GUARDANT HEALTH | P | 2015-12-18 | 2020-05-12 | $79,774 | $8,151 | $71,622 | $71,622 |
| GUARDANT HEALTH | P | 2017-05-09 | 2020-05-12 | $12,221 | $1,415 | $10,806 | $10,806 |
| GUNZE LTD NPV | P | 2019-05-24 | 2020-11-27 | $3,560 | $4,274 | -$714 | -$714 |
| GUNZE LTD NPV | P | 2019-05-27 | 2020-11-27 | $10,680 | $13,014 | -$2,333 | -$2,333 |
| GUNZE LTD NPV | P | 2019-05-28 | 2020-11-27 | $39,160 | $47,805 | -$8,645 | -$8,645 |
| GUNZE LTD NPV | P | 2019-05-29 | 2020-11-27 | $21,360 | $25,987 | -$4,627 | -$4,627 |
| GUNZE LTD NPV | P | 2019-05-30 | 2020-11-27 | $42,720 | $51,277 | -$8,556 | -$8,556 |
| GUNZE LTD NPV | P | 2019-05-31 | 2020-11-27 | $14,240 | $16,609 | -$2,369 | -$2,369 |
| GUNZE LTD NPV | P | 2019-06-11 | 2020-12-18 | $16,942 | $22,445 | -$5,502 | -$5,502 |
| GUNZE LTD NPV | P | 2019-06-12 | 2020-12-18 | $6,777 | $8,943 | -$2,166 | -$2,166 |
| GUNZE LTD NPV | P | 2019-06-12 | 2020-12-22 | $3,285 | $4,471 | -$1,187 | -$1,187 |
| GUNZE LTD NPV | P | 2019-06-13 | 2020-12-22 | $9,854 | $13,296 | -$3,443 | -$3,443 |
| GUNZE LTD NPV | P | 2019-04-10 | 2020-09-23 | $19,731 | $21,000 | -$1,268 | -$1,268 |
| GUNZE LTD NPV | P | 2019-04-12 | 2020-09-23 | $39,463 | $41,724 | -$2,261 | -$2,261 |
| GUNZE LTD NPV | P | 2019-04-15 | 2020-09-23 | $27,624 | $29,821 | -$2,197 | -$2,197 |
| GUNZE LTD NPV | P | 2019-04-16 | 2020-09-23 | $35,517 | $38,548 | -$3,031 | -$3,031 |
| GUNZE LTD NPV | P | 2019-04-17 | 2020-09-23 | $15,785 | $17,166 | -$1,381 | -$1,381 |
| GUNZE LTD NPV | P | 2019-04-18 | 2020-09-23 | $47,355 | $50,927 | -$3,572 | -$3,572 |
| GUNZE LTD NPV | P | 2019-04-19 | 2020-09-23 | $11,839 | $12,717 | -$878 | -$878 |
| GUNZE LTD NPV | P | 2019-04-22 | 2020-09-23 | $15,785 | $16,927 | -$1,142 | -$1,142 |
| GUNZE LTD NPV | P | 2019-04-23 | 2020-09-23 | $11,839 | $12,736 | -$897 | -$897 |
| GUNZE LTD NPV | P | 2019-04-24 | 2020-09-23 | $27,624 | $29,767 | -$2,143 | -$2,143 |
| GUNZE LTD NPV | P | 2019-04-25 | 2020-09-23 | $11,839 | $12,806 | -$967 | -$967 |
| GUNZE LTD NPV | P | 2019-04-26 | 2020-09-23 | $23,678 | $25,381 | -$1,703 | -$1,703 |
| GUNZE LTD NPV | P | 2019-05-07 | 2020-09-23 | $27,624 | $29,414 | -$1,790 | -$1,790 |
| GUNZE LTD NPV | P | 2019-05-08 | 2020-09-23 | $59,194 | $61,734 | -$2,540 | -$2,540 |
| GUNZE LTD NPV | P | 2019-05-09 | 2020-09-23 | $59,194 | $60,733 | -$1,538 | -$1,538 |
| GUNZE LTD NPV | P | 2019-05-10 | 2020-09-23 | $51,302 | $52,991 | -$1,690 | -$1,690 |
| GUNZE LTD NPV | P | 2019-05-13 | 2020-09-23 | $19,731 | $20,184 | -$452 | -$452 |
| GUNZE LTD NPV | P | 2019-05-14 | 2020-09-23 | $27,624 | $28,097 | -$473 | -$473 |
| GUNZE LTD NPV | P | 2019-05-20 | 2020-11-10 | $14,419 | $17,059 | -$2,640 | -$2,640 |
| GUNZE LTD NPV | P | 2019-05-21 | 2020-11-12 | $3,649 | $4,222 | -$573 | -$573 |
| GUNZE LTD NPV | P | 2019-06-17 | 2020-12-30 | $3,248 | $4,431 | -$1,182 | -$1,182 |
| GUNZE LTD NPV | P | 2019-06-18 | 2020-12-30 | $32,485 | $44,505 | -$12,020 | -$12,020 |
| GUNZE LTD NPV | P | 2019-05-17 | 2020-11-05 | $22,127 | $25,483 | -$3,356 | -$3,356 |
| GUNZE LTD NPV | P | 2019-05-20 | 2020-11-05 | $7,376 | $8,530 | -$1,154 | -$1,154 |
| GUNZE LTD NPV | P | 2019-06-03 | 2020-12-02 | $3,459 | $4,059 | -$600 | -$600 |
| GUNZE LTD NPV | P | 2019-06-14 | 2020-12-29 | $3,252 | $4,434 | -$1,183 | -$1,183 |
| GUNZE LTD NPV | P | 2019-06-17 | 2020-12-29 | $26,013 | $35,447 | -$9,434 | -$9,434 |
| GUNZE LTD NPV | P | 2019-06-03 | 2020-12-01 | $27,780 | $32,472 | -$4,693 | -$4,693 |
| GUNZE LTD NPV | P | 2019-06-12 | 2020-12-21 | $10,092 | $13,414 | -$3,323 | -$3,323 |
| GUNZE LTD NPV | P | 2019-06-14 | 2020-12-28 | $9,785 | $13,302 | -$3,517 | -$3,517 |
| GUNZE LTD NPV | P | 2019-06-03 | 2020-12-09 | $10,247 | $12,177 | -$1,930 | -$1,930 |
| GUNZE LTD NPV | P | 2019-06-03 | 2020-12-11 | $19,984 | $24,354 | -$4,371 | -$4,371 |
| GUNZE LTD NPV | P | 2019-06-04 | 2020-12-11 | $6,661 | $8,166 | -$1,505 | -$1,505 |
| GUNZE LTD NPV | P | 2019-06-05 | 2020-12-11 | $6,661 | $8,546 | -$1,884 | -$1,884 |
| GUNZE LTD NPV | P | 2019-06-06 | 2020-12-11 | $6,661 | $8,711 | -$2,050 | -$2,050 |
| GUNZE LTD NPV | P | 2019-05-22 | 2020-11-19 | $7,036 | $8,388 | -$1,352 | -$1,352 |
| GUNZE LTD NPV | P | 2019-06-03 | 2020-12-07 | $3,433 | $4,059 | -$626 | -$626 |
| GUNZE LTD NPV | P | 2019-05-24 | 2020-11-24 | $14,181 | $17,098 | -$2,916 | -$2,916 |
| GUNZE LTD NPV | P | 2019-05-24 | 2020-11-25 | $17,554 | $21,372 | -$3,818 | -$3,818 |
| GUNZE LTD NPV | P | 2019-05-20 | 2020-11-11 | $14,774 | $17,059 | -$2,285 | -$2,285 |
| GUNZE LTD NPV | P | 2019-05-21 | 2020-11-11 | $18,467 | $21,111 | -$2,643 | -$2,643 |
| GUNZE LTD NPV | P | 2019-06-03 | 2020-12-08 | $10,281 | $12,177 | -$1,896 | -$1,896 |
| GUNZE LTD NPV | P | 2019-06-10 | 2020-12-17 | $13,599 | $17,965 | -$4,365 | -$4,365 |
| GUNZE LTD NPV | P | 2019-06-11 | 2020-12-17 | $10,200 | $13,467 | -$3,267 | -$3,267 |
| GUNZE LTD NPV | P | 2019-06-13 | 2020-12-23 | $13,031 | $17,728 | -$4,698 | -$4,698 |
| GUNZE LTD NPV | P | 2019-06-06 | 2020-12-14 | $13,377 | $17,421 | -$4,044 | -$4,044 |
| GUNZE LTD NPV | P | 2019-06-07 | 2020-12-14 | $6,689 | $8,823 | -$2,135 | -$2,135 |
| GUNZE LTD NPV | P | 2019-06-13 | 2020-12-24 | $6,516 | $8,864 | -$2,348 | -$2,348 |
| GUNZE LTD NPV | P | 2019-06-14 | 2020-12-24 | $6,516 | $8,868 | -$2,352 | -$2,352 |
| GUNZE LTD NPV | P | 2019-05-14 | 2020-11-04 | $7,402 | $8,028 | -$626 | -$626 |
| GUNZE LTD NPV | P | 2019-05-16 | 2020-11-04 | $14,803 | $16,785 | -$1,982 | -$1,982 |
| GUNZE LTD NPV | P | 2019-05-17 | 2020-11-04 | $3,701 | $4,247 | -$546 | -$546 |
| GUNZE LTD NPV | P | 2019-05-22 | 2020-11-20 | $7,027 | $8,388 | -$1,361 | -$1,361 |
| GUNZE LTD NPV | P | 2019-05-23 | 2020-11-20 | $7,027 | $8,439 | -$1,412 | -$1,412 |
| GUNZE LTD NPV | P | 2019-05-21 | 2020-11-16 | $3,619 | $4,222 | -$603 | -$603 |
| GUNZE LTD NPV | P | 2019-05-31 | 2020-11-30 | $21,172 | $24,914 | -$3,742 | -$3,742 |
| GUNZE LTD NPV | P | 2019-06-10 | 2020-12-16 | $13,632 | $17,965 | -$4,333 | -$4,333 |
| GUNZE LTD NPV | P | 2019-06-03 | 2020-12-03 | $3,425 | $4,059 | -$634 | -$634 |
| GUNZE LTD NPV | P | 2019-05-14 | 2020-11-02 | $7,445 | $8,028 | -$582 | -$582 |
| GUNZE LTD NPV | P | 2019-05-24 | 2020-11-27 | $3,551 | $4,274 | -$723 | -$723 |
| GUNZE LTD NPV | P | 2019-06-07 | 2020-12-15 | $16,800 | $22,059 | -$5,259 | -$5,259 |
| GUNZE LTD NPV | P | 2019-05-21 | 2020-11-13 | $10,677 | $12,666 | -$1,990 | -$1,990 |
| GUNZE LTD NPV | P | 2019-05-22 | 2020-11-17 | $14,255 | $16,777 | -$2,521 | -$2,521 |
| H.I.S. CO LTD NPV | P | 2017-03-23 | 2020-04-01 | $14,144 | $27,226 | -$13,082 | -$13,082 |
| H.I.S. CO LTD NPV | P | 2017-03-23 | 2020-04-06 | $111,943 | $257,406 | -$145,463 | -$145,463 |
| H.I.S. CO LTD NPV | P | 2017-03-24 | 2020-04-06 | $77,499 | $177,364 | -$99,864 | -$99,864 |
| H.I.S. CO LTD NPV | P | 2017-04-21 | 2020-04-06 | $120,555 | $261,608 | -$141,053 | -$141,053 |
| H.I.S. CO LTD NPV | P | 2017-04-24 | 2020-04-06 | $73,194 | $157,567 | -$84,373 | -$84,373 |
| H.I.S. CO LTD NPV | P | 2017-05-23 | 2020-04-06 | $87,187 | $208,458 | -$121,272 | -$121,272 |
| H.I.S. CO LTD NPV | P | 2017-05-23 | 2020-04-07 | $64,741 | $149,267 | -$84,526 | -$84,526 |
| H.I.S. CO LTD NPV | P | 2018-07-24 | 2020-04-07 | $29,022 | $76,411 | -$47,389 | -$47,389 |
| H.I.S. CO LTD NPV | P | 2018-07-25 | 2020-04-07 | $45,765 | $122,174 | -$76,410 | -$76,410 |
| H.I.S. CO LTD NPV | P | 2018-07-26 | 2020-04-07 | $31,254 | $83,745 | -$52,491 | -$52,491 |
| H.I.S. CO LTD NPV | P | 2018-07-27 | 2020-04-07 | $22,324 | $60,553 | -$38,228 | -$38,228 |
| H.I.S. CO LTD NPV | P | 2018-07-30 | 2020-04-07 | $36,779 | $101,415 | -$64,636 | -$64,636 |
| H.I.S. CO LTD NPV | P | 2019-09-17 | 2020-04-07 | $74,787 | $170,770 | -$95,984 | -$95,984 |
| H.I.S. CO LTD NPV | P | 2019-09-18 | 2020-04-07 | $52,462 | $120,279 | -$67,816 | -$67,816 |
| H.I.S. CO LTD NPV | P | 2019-09-19 | 2020-04-07 | $27,961 | $64,376 | -$36,415 | -$36,415 |
| H.I.S. CO LTD NPV | P | 2019-09-19 | 2020-04-08 | $104,190 | $231,163 | -$126,974 | -$126,974 |
| H.I.S. CO LTD NPV | P | 2019-09-30 | 2020-04-08 | $81,081 | $175,493 | -$94,411 | -$94,411 |
| H.I.S. CO LTD NPV | P | 2019-10-01 | 2020-04-08 | $66,023 | $142,885 | -$76,862 | -$76,862 |
| H.I.S. CO LTD NPV | P | 2019-10-28 | 2020-04-08 | $56,757 | $128,018 | -$71,261 | -$71,261 |
| H.I.S. CO LTD NPV | P | 2019-10-29 | 2020-04-08 | $26,641 | $59,471 | -$32,830 | -$32,830 |
| HALLIBURTON CO 3.8% DUE 11-15-2025 | P | 2019-08-15 | 2020-03-05 | $239,139 | $222,257 | $16,882 | $16,882 |
| HASEKO CORPORATION NPV | P | 2019-05-08 | 2020-07-13 | $36,673 | $34,676 | $1,997 | $1,997 |
| HASEKO CORPORATION NPV | P | 2019-05-07 | 2020-07-10 | $358,235 | $354,290 | $3,945 | $3,945 |
| HASEKO CORPORATION NPV | P | 2019-05-08 | 2020-07-10 | $67,476 | $65,764 | $1,712 | $1,712 |
| HASEKO CORPORATION NPV | P | 2019-05-08 | 2020-09-23 | $250,932 | $215,227 | $35,705 | $35,705 |
| HASEKO CORPORATION NPV | P | 2019-04-26 | 2020-07-09 | $170,346 | $166,212 | $4,134 | $4,134 |
| HASEKO CORPORATION NPV | P | 2019-05-07 | 2020-07-09 | $39,501 | $38,826 | $674 | $674 |
| HAZAMA ANDO CORP NPV | P | 2016-07-27 | 2020-09-23 | $243,590 | $205,723 | $37,867 | $37,867 |
| HAZAMA ANDO CORP NPV | P | 2016-07-28 | 2020-09-23 | $104,499 | $87,254 | $17,245 | $17,245 |
| HAZAMA ANDO CORP NPV | P | 2016-07-29 | 2020-09-23 | $23,701 | $19,949 | $3,751 | $3,751 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-04-09 | $63,883 | $10,672 | $53,211 | $53,211 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-04-09 | $21,119 | $10,030 | $11,089 | $11,089 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-04-21 | $23,501 | $3,552 | $19,949 | $19,949 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-04-29 | $47,717 | $7,100 | $40,617 | $40,617 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-04-29 | $23,266 | $3,508 | $19,758 | $19,758 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-04-29 | $23,823 | $3,592 | $20,231 | $20,231 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-08 | $72,502 | $10,672 | $61,830 | $61,830 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-08 | $435 | $64 | $371 | $371 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-08 | $47,637 | $7,012 | $40,625 | $40,625 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-08 | $73,808 | $10,672 | $63,136 | $63,136 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-08 | $25,313 | $3,660 | $21,653 | $21,653 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-08 | $48,191 | $6,968 | $41,223 | $41,223 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-11 | $56,918 | $8,044 | $48,874 | $48,874 |
| HEALTH CATALYST | P | 2011-09-23 | 2020-05-11 | $26,209 | $3,704 | $22,505 | $22,505 |
| HEALTH CATALYST | P | 2012-12-21 | 2020-05-11 | $17,350 | $4,813 | $12,537 | $12,537 |
| HEALTH CATALYST | P | 2012-12-21 | 2020-05-26 | $12,979 | $3,675 | $9,304 | $9,304 |
| HEALTH CATALYST | P | 2012-12-21 | 2020-05-26 | $18,221 | $5,159 | $13,062 | $13,062 |
| HEALTH CATALYST | P | 2012-12-21 | 2020-05-26 | $73,992 | $20,949 | $53,043 | $53,043 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $24,461 | $10,030 | $14,430 | $14,430 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $24,461 | $10,030 | $14,430 | $14,430 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $24,461 | $10,030 | $14,430 | $14,430 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $24,461 | $10,030 | $14,430 | $14,430 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $24,461 | $10,030 | $14,430 | $14,430 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $9,873 | $4,048 | $5,825 | $5,825 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $24,461 | $10,030 | $14,430 | $14,430 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $24,461 | $10,030 | $14,430 | $14,430 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-26 | $9,069 | $3,719 | $5,350 | $5,350 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-27 | $24,228 | $10,030 | $14,198 | $14,198 |
| HEALTH CATALYST | P | 2014-01-07 | 2020-05-27 | $15,245 | $6,311 | $8,934 | $8,934 |
| HEALTH CATALYST | P | 2015-03-12 | 2020-05-27 | $9,669 | $7,460 | $2,209 | $2,209 |
| HEALTH CATALYST | P | 2015-03-12 | 2020-05-27 | $29,145 | $22,487 | $6,658 | $6,658 |
| HEALTH CATALYST | P | 2016-02-09 | 2020-05-27 | $3,296 | $2,544 | $753 | $753 |
| HEALTH CATALYST | P | 2016-02-09 | 2020-05-27 | $9,999 | $7,716 | $2,283 | $2,283 |
| HEALTH CATALYST | P | 2019-02-06 | 2020-05-27 | $1,483 | $1,503 | -$20 | -$20 |
| HEALTH CATALYST | P | 2019-02-06 | 2020-05-27 | $4,450 | $4,510 | -$60 | -$60 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-05-19 | $8,690 | $8,689 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-06-19 | $7,328 | $7,328 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-04-17 | $6,487 | $6,486 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-07-17 | $4,993 | $4,993 | ||
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-03-19 | $6,721 | $6,721 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-01-17 | $5,915 | $5,914 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-11-19 | $6,550 | $6,549 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-02-19 | $6,521 | $6,521 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-10-19 | $7,181 | $7,181 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-08-19 | $7,315 | $7,314 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-12-18 | $6,111 | $6,111 | $1 | $1 |
| HERO FDG 2017-2 FIXED 3.28% | P | 2017-07-26 | 2020-09-18 | $23,373 | $23,371 | $2 | $2 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-28 | 2020-11-20 | $17,282 | $18,250 | -$968 | -$968 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-29 | 2020-11-20 | $52,369 | $55,836 | -$3,467 | -$3,467 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-30 | 2020-11-20 | $18,772 | $20,375 | -$1,603 | -$1,603 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-03 | 2020-11-20 | $157,309 | $170,522 | -$13,214 | -$13,214 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-04 | 2020-11-20 | $56,357 | $61,149 | -$4,792 | -$4,792 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-05 | 2020-11-20 | $23,204 | $24,958 | -$1,754 | -$1,754 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-06 | 2020-11-20 | $218,218 | $233,889 | -$15,671 | -$15,671 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-07 | 2020-11-20 | $98,212 | $105,357 | -$7,145 | -$7,145 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-10 | 2020-11-20 | $183,211 | $195,614 | -$12,402 | -$12,402 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-11 | 2020-11-20 | $39,478 | $41,797 | -$2,319 | -$2,319 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-12 | 2020-11-20 | $209,718 | $233,983 | -$24,265 | -$24,265 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-13 | 2020-11-20 | $150,944 | $172,403 | -$21,459 | -$21,459 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-14 | 2020-11-20 | $147,761 | $170,013 | -$22,251 | -$22,251 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-17 | 2020-11-20 | $177,007 | $201,774 | -$24,766 | -$24,766 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-18 | 2020-11-20 | $224,381 | $257,373 | -$32,992 | -$32,992 |
| HERO MOTOCORP LTD INR2 | P | 2018-12-19 | 2020-11-20 | $269,258 | $313,362 | -$44,105 | -$44,105 |
| HERO MOTOCORP LTD INR2 | P | 2019-04-15 | 2020-11-20 | $99,743 | $96,720 | $3,023 | $3,023 |
| HERO MOTOCORP LTD INR2 | P | 2019-04-16 | 2020-11-20 | $167,219 | $164,259 | $2,960 | $2,960 |
| HERO MOTOCORP LTD INR2 | P | 2019-09-09 | 2020-11-20 | $41,009 | $37,837 | $3,172 | $3,172 |
| HERO MOTOCORP LTD INR2 | P | 2019-09-12 | 2020-11-20 | $128,788 | $122,713 | $6,075 | $6,075 |
| HERO MOTOCORP LTD INR2 | P | 2019-09-13 | 2020-11-20 | $128,909 | $124,196 | $4,713 | $4,713 |
| HERO MOTOCORP LTD INR2 | P | 2019-12-19 | 2020-11-20 | $189,657 | $156,569 | $33,088 | $33,088 |
| HERO MOTOCORP LTD INR2 | P | 2019-12-20 | 2020-11-20 | $174,792 | $147,306 | $27,486 | $27,486 |
| HERO MOTOCORP LTD INR2 | P | 2019-12-23 | 2020-11-20 | $131,487 | $111,091 | $20,396 | $20,396 |
| HERO MOTOCORP LTD INR2 | P | 2019-12-24 | 2020-11-20 | $137,892 | $117,546 | $20,345 | $20,345 |
| HERO MOTOCORP LTD INR2 | P | 2019-12-26 | 2020-11-20 | $81,253 | $69,259 | $11,994 | $11,994 |
| HERO MOTOCORP LTD INR2 | P | 2019-12-27 | 2020-11-20 | $66,267 | $56,399 | $9,868 | $9,868 |
| HERO MOTOCORP LTD INR2 | P | 2019-12-30 | 2020-11-20 | $87,456 | $75,055 | $12,401 | $12,401 |
| HERO MOTOCORP LTD INR2 | P | 2020-02-04 | 2020-11-20 | $62,843 | $53,710 | $9,133 | $9,133 |
| HERO MOTOCORP LTD INR2 | P | 2020-02-27 | 2020-11-20 | $108,041 | $79,462 | $28,579 | $28,579 |
| HERO MOTOCORP LTD INR2 | P | 2020-07-16 | 2020-11-20 | $135,314 | $120,283 | $15,030 | $15,030 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-15 | 2020-08-14 | $24,977 | $27,119 | -$2,143 | -$2,143 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-16 | 2020-08-14 | $68,220 | $75,268 | -$7,048 | -$7,048 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-19 | 2020-08-14 | $42,237 | $47,156 | -$4,919 | -$4,919 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-22 | 2020-08-14 | $34,073 | $37,447 | -$3,375 | -$3,375 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-26 | 2020-08-14 | $52,377 | $59,134 | -$6,757 | -$6,757 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-27 | 2020-08-14 | $97,447 | $111,509 | -$14,063 | -$14,063 |
| HERO MOTOCORP LTD INR2 | P | 2018-11-28 | 2020-08-14 | $72,582 | $82,825 | -$10,244 | -$10,244 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-03-09 | $7,883 | $7,882 | $1 | $1 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-11-09 | $8,966 | $8,965 | $1 | $1 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-09-09 | $8,257 | $8,256 | $1 | $1 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-02-07 | $7,215 | $7,214 | $1 | $1 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-05-08 | $5,801 | $5,800 | $1 | $1 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-06-09 | $10,009 | $10,008 | $2 | $2 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-07-09 | $11,211 | $11,209 | $2 | $2 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-08-07 | $10,511 | $10,509 | $2 | $2 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-04-09 | $7,332 | $7,331 | $1 | $1 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-01-09 | $14,928 | $14,925 | $2 | $2 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-10-09 | $7,096 | $7,095 | $1 | $1 |
| HERTZ FLEET LEASE 3.23% DUE 05-10-2032 | P | 2018-04-25 | 2020-12-09 | $5,536 | $5,535 | $1 | $1 |
| HOGY MEDICAL CO NPV | P | 2013-12-25 | 2020-09-23 | $429,488 | $315,234 | $114,255 | $114,255 |
| HOGY MEDICAL CO NPV | P | 2013-12-26 | 2020-09-23 | $21,122 | $15,664 | $5,459 | $5,459 |
| HON HAI PRECISION TWD10 | P | 2011-07-29 | 2020-08-14 | $87,565 | $2,803 | $84,762 | $84,762 |
| HON HAI PRECISION TWD10 | P | 2011-08-18 | 2020-08-14 | $202,674 | $232,743 | -$30,070 | -$30,070 |
| HON HAI PRECISION TWD10 | P | 2011-08-18 | 2020-11-20 | $255,046 | $275,616 | -$20,570 | -$20,570 |
| HON HAI PRECISION TWD10 | P | 2011-12-12 | 2020-11-20 | $408,158 | $480,403 | -$72,245 | -$72,245 |
| HON HAI PRECISION TWD10 | P | 2012-08-10 | 2020-11-20 | $244,053 | $7,072 | $236,981 | $236,981 |
| HON HAI PRECISION TWD10 | P | 2013-09-09 | 2020-11-20 | $268,457 | $7,821 | $260,637 | $260,637 |
| HON HAI PRECISION TWD10 | P | 2014-05-02 | 2020-11-20 | $276,717 | $350,456 | -$73,739 | -$73,739 |
| HON HAI PRECISION TWD10 | P | 2014-08-28 | 2020-11-20 | $387,570 | $0 | $387,570 | $387,570 |
| HON HAI PRECISION TWD10 | P | 2014-11-04 | 2020-11-20 | $205,232 | $285,962 | -$80,730 | -$80,730 |
| HON HAI PRECISION TWD10 | P | 2015-09-03 | 2020-11-20 | $191,126 | $5,108 | $186,018 | $186,018 |
| HON HAI PRECISION TWD10 | P | 2015-10-14 | 2020-11-20 | $53,037 | $61,290 | -$8,252 | -$8,252 |
| HON HAI PRECISION TWD10 | P | 2016-09-02 | 2020-11-20 | $323,658 | $8,845 | $314,812 | $314,812 |
| HON HAI PRECISION TWD10 | P | 2019-09-09 | 2020-11-20 | $43,237 | $36,016 | $7,221 | $7,221 |
| HON HAI PRECISION TWD10 | P | 2020-07-16 | 2020-11-20 | $98,004 | $101,212 | -$3,207 | -$3,207 |
| HON HAI PRECISION TWD10 | P | 2011-07-29 | 2018-10-26 | $70,481 | $0 | $70,481 | $70,481 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-03-17 | $34,244 | $34,240 | $4 | $4 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-08-17 | $31,786 | $31,783 | $3 | $3 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-01-17 | $35,799 | $35,795 | $4 | $4 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-04-17 | $33,032 | $33,028 | $4 | $4 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-09-17 | $28,126 | $28,123 | $3 | $3 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-05-15 | $29,213 | $29,210 | $3 | $3 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-02-14 | $35,493 | $35,489 | $4 | $4 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-07-17 | $31,464 | $31,461 | $3 | $3 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-11-17 | $26,670 | $26,667 | $3 | $3 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-06-17 | $30,659 | $30,656 | $3 | $3 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-10-16 | $28,133 | $28,130 | $3 | $3 |
| HONDA AUTO RECEIVABLES 2017-3 CL A-3 | P | 2017-09-25 | 2020-12-18 | $17,893 | $17,891 | $2 | $2 |
| HOUSING DEVEL FIN INR2 | P | 2020-03-20 | 2020-08-14 | $274,474 | $253,094 | $21,380 | $21,380 |
| HOUSING DEVEL FIN INR2 | P | 2020-03-20 | 2020-11-20 | $464,184 | $326,411 | $137,773 | $137,773 |
| HOUSING DEVEL FIN INR2 | P | 2020-03-23 | 2020-11-20 | $686,591 | $459,991 | $226,600 | $226,600 |
| HOUSING DEVEL FIN INR2 | P | 2020-03-26 | 2020-11-20 | $730,473 | $539,669 | $190,804 | $190,804 |
| HOUSING DEVEL FIN INR2 | P | 2020-03-27 | 2020-11-20 | $504,375 | $379,792 | $124,583 | $124,583 |
| HOUSING DEVEL FIN INR2 | P | 2020-07-09 | 2020-11-20 | $715,393 | $584,570 | $130,823 | $130,823 |
| HOUSING DEVEL FIN INR2 | P | 2020-07-16 | 2020-11-20 | $115,021 | $86,109 | $28,911 | $28,911 |
| HUNTINGTON NATIONAL BK 2.875% 08-20-2020 | P | 2015-08-17 | 2020-01-08 | $251,318 | $249,863 | $1,455 | $1,455 |
| HUNTINGTON NATL BK 2.5% DUE 08-07-2022 | P | 2017-08-02 | 2020-01-08 | $252,970 | $249,685 | $3,285 | $3,285 |
| HYUNDAI AUTO 3.23% DUE 12-15-2022 | P | 2017-10-05 | 2020-08-17 | $1,775,000 | $1,803,841 | -$28,841 | -$28,841 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-05-14 | $13,520 | $13,518 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-09-14 | $13,268 | $13,266 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-07-14 | $13,976 | $13,974 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-11-13 | $12,760 | $12,758 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-08-14 | $14,710 | $14,708 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-03-13 | $269 | $269 | ||
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-10-14 | $12,746 | $12,744 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-04-14 | $14,249 | $14,247 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-06-12 | $14,166 | $14,164 | $2 | $2 |
| HYUNDAI AUTO FIXED 2.79% DUE 07-15-2022 | P | 2018-04-10 | 2020-12-14 | $11,522 | $11,521 | $2 | $2 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-16 | 2020-08-14 | $79,877 | $94,312 | -$14,435 | -$14,435 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-17 | 2020-08-14 | $97,920 | $117,412 | -$19,492 | -$19,492 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-18 | 2020-08-14 | $5,450 | $6,725 | -$1,275 | -$1,275 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-18 | 2020-11-20 | $314,471 | $340,442 | -$25,971 | -$25,971 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-19 | 2020-11-20 | $429,077 | $476,887 | -$47,810 | -$47,810 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-22 | 2020-11-20 | $131,529 | $150,214 | -$18,684 | -$18,684 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-23 | 2020-11-20 | $166,447 | $194,972 | -$28,525 | -$28,525 |
| HYUNDAI MOBIS KRW5000 | P | 2017-05-24 | 2020-11-20 | $416,224 | $478,960 | -$62,735 | -$62,735 |
| HYUNDAI MOBIS KRW5000 | P | 2019-08-21 | 2020-11-20 | $82,474 | $77,934 | $4,539 | $4,539 |
| HYUNDAI MOBIS KRW5000 | P | 2019-08-22 | 2020-11-20 | $68,764 | $64,704 | $4,060 | $4,060 |
| HYUNDAI MOBIS KRW5000 | P | 2019-08-23 | 2020-11-20 | $49,270 | $46,195 | $3,075 | $3,075 |
| HYUNDAI MOBIS KRW5000 | P | 2019-08-26 | 2020-11-20 | $49,056 | $45,298 | $3,757 | $3,757 |
| HYUNDAI MOBIS KRW5000 | P | 2019-08-27 | 2020-11-20 | $62,337 | $57,642 | $4,695 | $4,695 |
| HYUNDAI MOBIS KRW5000 | P | 2019-09-09 | 2020-11-20 | $29,776 | $29,047 | $730 | $730 |
| HYUNDAI MOBIS KRW5000 | P | 2020-07-16 | 2020-11-20 | $66,622 | $55,598 | $11,023 | $11,023 |
| HYUNDAI MOTOR CO KRW5000 | P | 2013-12-05 | 2020-11-20 | $22,396 | $30,975 | -$8,579 | -$8,579 |
| HYUNDAI MOTOR CO KRW5000 | P | 2013-12-12 | 2020-11-20 | $317,989 | $438,591 | -$120,602 | -$120,602 |
| HYUNDAI MOTOR CO KRW5000 | P | 2013-12-13 | 2020-11-20 | $58,452 | $80,841 | -$22,389 | -$22,389 |
| HYUNDAI MOTOR CO KRW5000 | P | 2014-05-02 | 2020-11-20 | $266,844 | $371,862 | -$105,017 | -$105,017 |
| HYUNDAI MOTOR CO KRW5000 | P | 2014-11-04 | 2020-11-20 | $176,943 | $160,417 | $16,526 | $16,526 |
| HYUNDAI MOTOR CO KRW5000 | P | 2015-07-29 | 2020-11-20 | $574,668 | $449,537 | $125,131 | $125,131 |
| HYUNDAI MOTOR CO KRW5000 | P | 2015-07-30 | 2020-11-20 | $863,750 | $695,437 | $168,313 | $168,313 |
| HYUNDAI MOTOR CO KRW5000 | P | 2015-10-14 | 2020-11-20 | $67,346 | $61,556 | $5,790 | $5,790 |
| HYUNDAI MOTOR CO KRW5000 | P | 2016-08-31 | 2020-11-20 | $244,131 | $182,485 | $61,646 | $61,646 |
| HYUNDAI MOTOR CO KRW5000 | P | 2016-09-02 | 2020-11-20 | $407,573 | $309,511 | $98,062 | $98,062 |
| HYUNDAI MOTOR CO KRW5000 | P | 2017-09-25 | 2020-11-20 | $135,805 | $106,572 | $29,232 | $29,232 |
| HYUNDAI MOTOR CO KRW5000 | P | 2017-09-26 | 2020-11-20 | $226,341 | $183,874 | $42,467 | $42,467 |
| HYUNDAI MOTOR CO KRW5000 | P | 2017-09-27 | 2020-11-20 | $271,768 | $222,625 | $49,143 | $49,143 |
| HYUNDAI MOTOR CO KRW5000 | P | 2017-09-28 | 2020-11-20 | $221,100 | $179,796 | $41,304 | $41,304 |
| HYUNDAI MOTOR CO KRW5000 | P | 2018-06-05 | 2020-11-20 | $116,268 | $97,272 | $18,996 | $18,996 |
| HYUNDAI MOTOR CO KRW5000 | P | 2018-06-07 | 2020-11-20 | $213,952 | $180,119 | $33,833 | $33,833 |
| HYUNDAI MOTOR CO KRW5000 | P | 2018-06-08 | 2020-11-20 | $206,963 | $172,044 | $34,920 | $34,920 |
| HYUNDAI MOTOR CO KRW5000 | P | 2018-06-11 | 2020-11-20 | $109,597 | $89,885 | $19,711 | $19,711 |
| HYUNDAI MOTOR CO KRW5000 | P | 2018-08-31 | 2020-11-20 | $295,594 | $209,877 | $85,716 | $85,716 |
| HYUNDAI MOTOR CO KRW5000 | P | 2019-09-09 | 2020-11-20 | $81,959 | $54,764 | $27,196 | $27,196 |
| HYUNDAI MOTOR CO KRW5000 | P | 2019-09-16 | 2020-11-20 | $288,923 | $194,911 | $94,012 | $94,012 |
| HYUNDAI MOTOR CO KRW5000 | P | 2019-12-19 | 2020-11-20 | $214,428 | $141,898 | $72,530 | $72,530 |
| HYUNDAI MOTOR CO KRW5000 | P | 2019-12-20 | 2020-11-20 | $259,538 | $173,269 | $86,269 | $86,269 |
| HYUNDAI MOTOR CO KRW5000 | P | 2019-12-23 | 2020-11-20 | $179,643 | $120,896 | $58,747 | $58,747 |
| HYUNDAI MOTOR CO KRW5000 | P | 2020-07-16 | 2020-11-20 | $215,858 | $124,898 | $90,960 | $90,960 |
| HYUNDAI MOTOR CO KRW5000 | P | 2013-11-15 | 2020-08-14 | $143,995 | $240,741 | -$96,746 | -$96,746 |
| HYUNDAI MOTOR CO KRW5000 | P | 2013-11-18 | 2020-08-14 | $155,190 | $265,385 | -$110,195 | -$110,195 |
| HYUNDAI MOTOR CO KRW5000 | P | 2013-12-05 | 2020-08-14 | $296,107 | $464,844 | -$168,736 | -$168,736 |
| IBM CREDIT CORP 3.0% 02-06-2023 | P | 2018-02-01 | 2020-10-01 | $318,003 | $299,926 | $18,077 | $18,077 |
| INABATA & CO NPV | P | 2017-10-25 | 2020-09-23 | $69,037 | $72,657 | -$3,619 | -$3,619 |
| INABATA & CO NPV | P | 2017-10-26 | 2020-09-23 | $17,259 | $18,296 | -$1,037 | -$1,037 |
| INABATA & CO NPV | P | 2017-10-27 | 2020-09-23 | $2,655 | $2,820 | -$164 | -$164 |
| INABATA & CO NPV | P | 2017-10-30 | 2020-09-23 | $51,778 | $56,111 | -$4,333 | -$4,333 |
| INABATA & CO NPV | P | 2017-10-31 | 2020-09-23 | $21,242 | $23,164 | -$1,921 | -$1,921 |
| INABATA & CO NPV | P | 2017-11-01 | 2020-09-23 | $17,259 | $18,844 | -$1,584 | -$1,584 |
| INABATA & CO NPV | P | 2017-11-02 | 2020-09-23 | $26,553 | $28,752 | -$2,199 | -$2,199 |
| INABATA & CO NPV | P | 2017-11-06 | 2020-09-23 | $27,880 | $30,394 | -$2,513 | -$2,513 |
| INABATA & CO NPV | P | 2017-11-07 | 2020-09-23 | $6,638 | $7,323 | -$684 | -$684 |
| INABATA & CO NPV | P | 2017-11-08 | 2020-09-23 | $27,880 | $30,895 | -$3,015 | -$3,015 |
| INSPIRE MED | P | 2014-03-28 | 2020-09-01 | $53,025 | $6,579 | $46,446 | $46,446 |
| INSPIRE MED | P | 2016-10-25 | 2020-09-11 | $31,653 | $2,214 | $29,439 | $29,439 |
| INSPIRE MED | P | 2016-10-25 | 2020-09-11 | $52,625 | $3,680 | $48,944 | $48,944 |
| INSPIRE MED | P | 2016-11-20 | 2020-09-11 | $6,252 | $342 | $5,911 | $5,911 |
| INSPIRE MED | P | 2016-11-20 | 2020-09-11 | $11,202 | $612 | $10,590 | $10,590 |
| INSPIRE MED | P | 2017-02-22 | 2020-09-11 | $11,333 | $793 | $10,540 | $10,540 |
| INSPIRE MED | P | 2014-03-28 | 2020-09-01 | $11,571 | $1,410 | $10,161 | $10,161 |
| INSPIRE MED | P | 2014-03-28 | 2020-09-01 | $36,456 | $4,442 | $32,014 | $32,014 |
| INSPIRE MED | P | 2016-10-25 | 2020-09-01 | $59,971 | $4,391 | $55,580 | $55,580 |
| INSPIRE MED | P | 2017-02-22 | 2020-09-11 | $112,541 | $7,907 | $104,634 | $104,634 |
| INSPIRE MED SYS INC COM | P | 2017-02-22 | 2020-10-09 | $63,111 | $4,509 | $58,602 | $58,602 |
| INSPIRE MED SYS INC COM | P | 2017-02-22 | 2020-10-09 | $102,890 | $7,352 | $95,539 | $95,539 |
| INTERNATIONAL BUSINESS MACHS CORP 3.3% | P | 2019-05-08 | 2020-10-28 | $539,674 | $479,280 | $60,394 | $60,394 |
| INTERNATIONAL BUSINESS MACHS CORP 3.3% | P | 2019-05-08 | 2020-02-04 | $409,908 | $373,122 | $36,786 | $36,786 |
| INTERNATIONAL BUSINESS MACHS CORP 3.3% | P | 2019-05-08 | 2020-01-30 | $110,612 | $100,763 | $9,850 | $9,850 |
| INTST PWR & LT CO FIXED 2.3% | P | 2020-05-26 | 2020-10-28 | $512,694 | $483,017 | $29,676 | $29,676 |
| IOVANCE | P | 2016-06-07 | 2020-05-11 | $466,820 | $59,513 | $407,307 | $407,307 |
| IOVANCE | P | 2016-06-07 | 2020-05-11 | $471,423 | $59,508 | $411,915 | $411,915 |
| JAFCO GROUP CO LTD | P | 2020-07-08 | 2020-09-23 | $93,409 | $79,130 | $14,279 | $14,279 |
| JAFCO GROUP CO LTD | P | 2020-07-09 | 2020-09-23 | $36,551 | $30,899 | $5,653 | $5,653 |
| JAPAN PETROLEUM EX NPV | P | 2014-04-08 | 2020-04-27 | $15,561 | $30,562 | -$15,001 | -$15,001 |
| JAPAN PETROLEUM EX NPV | P | 2015-03-04 | 2020-04-27 | $22,477 | $43,822 | -$21,345 | -$21,345 |
| JAPAN PETROLEUM EX NPV | P | 2014-04-08 | 2020-04-20 | $3,455 | $6,792 | -$3,336 | -$3,336 |
| JAPAN PETROLEUM EX NPV | P | 2013-12-20 | 2020-04-16 | $20,863 | $44,081 | -$23,218 | -$23,218 |
| JAPAN PETROLEUM EX NPV | P | 2014-02-20 | 2020-04-16 | $6,954 | $15,015 | -$8,061 | -$8,061 |
| JAPAN PETROLEUM EX NPV | P | 2014-03-12 | 2020-04-16 | $41,726 | $84,946 | -$43,220 | -$43,220 |
| JAPAN PETROLEUM EX NPV | P | 2015-03-04 | 2020-04-30 | $17,654 | $33,710 | -$16,055 | -$16,055 |
| JAPAN PETROLEUM EX NPV | P | 2015-04-14 | 2020-04-30 | $42,370 | $86,554 | -$44,184 | -$44,184 |
| JAPAN PETROLEUM EX NPV | P | 2015-06-24 | 2020-04-30 | $88,270 | $159,334 | -$71,064 | -$71,064 |
| JAPAN PETROLEUM EX NPV | P | 2018-04-06 | 2020-04-30 | $60,024 | $77,386 | -$17,362 | -$17,362 |
| JAPAN PETROLEUM EX NPV | P | 2014-03-12 | 2020-04-17 | $5,225 | $10,618 | -$5,393 | -$5,393 |
| JAPAN PETROLEUM EX NPV | P | 2014-04-08 | 2020-04-17 | $6,967 | $13,583 | -$6,616 | -$6,616 |
| JAPAN PETROLEUM EX NPV | P | 2018-04-06 | 2020-05-01 | $37,005 | $47,797 | -$10,793 | -$10,793 |
| JAPAN PETROLEUM EX NPV | P | 2013-12-20 | 2020-04-14 | $78,208 | $157,957 | -$79,749 | -$79,749 |
| JAPAN PETROLEUM EX NPV | P | 2013-12-20 | 2020-04-07 | $117,712 | $249,793 | -$132,081 | -$132,081 |
| JAPAN PETROLEUM EX NPV | P | 2014-04-08 | 2020-04-24 | $130,315 | $258,082 | -$127,767 | -$127,767 |
| JAPAN PETROLEUM EX NPV | P | 2014-04-08 | 2020-04-21 | $55,638 | $112,062 | -$56,424 | -$56,424 |
| JAPAN PETROLEUM EX NPV | P | 2014-04-08 | 2020-04-23 | $242,399 | $492,393 | -$249,993 | -$249,993 |
| JAPAN PETROLEUM EX NPV | P | 2015-03-04 | 2020-04-28 | $17,080 | $33,710 | -$16,630 | -$16,630 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-10-21 | $16,236 | $7,512 | $8,724 | $8,724 |
| KADOKAWA CORPORATI NPV | P | 2020-04-01 | 2020-12-02 | $3,180 | $1,247 | $1,933 | $1,933 |
| KADOKAWA CORPORATI NPV | P | 2020-04-02 | 2020-12-02 | $73,138 | $28,923 | $44,215 | $44,215 |
| KADOKAWA CORPORATI NPV | P | 2020-04-01 | 2020-11-24 | $9,343 | $3,774 | $5,569 | $5,569 |
| KADOKAWA CORPORATI NPV | P | 2020-04-01 | 2020-11-24 | $90,315 | $36,149 | $54,166 | $54,166 |
| KADOKAWA CORPORATI NPV | P | 2020-04-02 | 2020-12-04 | $46,740 | $18,863 | $27,877 | $27,877 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-11-18 | $5,981 | $2,504 | $3,476 | $3,476 |
| KADOKAWA CORPORATI NPV | P | 2020-03-31 | 2020-11-18 | $2,990 | $1,287 | $1,703 | $1,703 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-10-09 | $8,410 | $3,756 | $4,654 | $4,654 |
| KADOKAWA CORPORATI NPV | P | 2020-03-31 | 2020-11-19 | $17,991 | $7,725 | $10,266 | $10,266 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-11-16 | $9,312 | $3,756 | $5,556 | $5,556 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-11-17 | $18,031 | $7,512 | $10,519 | $10,519 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-10-07 | $10,940 | $5,008 | $5,932 | $5,932 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-11-13 | $21,392 | $8,764 | $12,627 | $12,627 |
| KADOKAWA CORPORATI NPV | P | 2020-03-31 | 2020-11-20 | $27,154 | $11,587 | $15,567 | $15,567 |
| KADOKAWA CORPORATI NPV | P | 2020-04-01 | 2020-11-20 | $12,068 | $5,032 | $7,036 | $7,036 |
| KADOKAWA CORPORATI NPV | P | 2020-04-01 | 2020-11-25 | $28,104 | $11,219 | $16,886 | $16,886 |
| KADOKAWA CORPORATI NPV | P | 2020-03-25 | 2020-09-23 | $66,215 | $27,705 | $38,510 | $38,510 |
| KADOKAWA CORPORATI NPV | P | 2020-03-26 | 2020-09-23 | $63,567 | $27,570 | $35,996 | $35,996 |
| KADOKAWA CORPORATI NPV | P | 2020-03-27 | 2020-09-23 | $190,700 | $87,440 | $103,260 | $103,260 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-09-23 | $195,997 | $92,653 | $103,344 | $103,344 |
| KADOKAWA CORPORATI NPV | P | 2020-04-02 | 2020-12-15 | $83,793 | $30,181 | $53,612 | $53,612 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-10-08 | $2,776 | $1,252 | $1,524 | $1,524 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-10-14 | $30,882 | $13,773 | $17,109 | $17,109 |
| KADOKAWA CORPORATI NPV | P | 2020-03-30 | 2020-10-22 | $7,935 | $3,756 | $4,179 | $4,179 |
| KADOKAWA CORPORATI NPV | P | 2020-04-02 | 2020-12-03 | $50,131 | $20,121 | $30,011 | $30,011 |
| KANEMATSU CORP NPV | P | 2020-05-11 | 2020-09-23 | $31,382 | $27,518 | $3,864 | $3,864 |
| KANEMATSU CORP NPV | P | 2020-05-12 | 2020-09-23 | $42,680 | $36,597 | $6,083 | $6,083 |
| KANEMATSU CORP NPV | P | 2020-05-13 | 2020-09-23 | $25,106 | $21,496 | $3,609 | $3,609 |
| KANEMATSU CORP NPV | P | 2020-05-14 | 2020-09-23 | $21,340 | $18,436 | $2,904 | $2,904 |
| KENEDIX INC NPV | P | 2020-05-18 | 2020-12-11 | $3,591 | $2,334 | $1,256 | $1,256 |
| KENEDIX INC NPV | P | 2020-05-18 | 2020-12-30 | $724 | $467 | $257 | $257 |
| KENEDIX INC NPV | P | 2020-05-15 | 2020-12-02 | $91,463 | $57,435 | $34,028 | $34,028 |
| KENEDIX INC NPV | P | 2020-05-18 | 2020-12-29 | $5,776 | $3,735 | $2,041 | $2,041 |
| KENEDIX INC NPV | P | 2020-05-14 | 2020-11-25 | $100,389 | $63,498 | $36,891 | $36,891 |
| KENEDIX INC NPV | P | 2020-05-15 | 2020-11-25 | $16,854 | $10,484 | $6,370 | $6,370 |
| KENEDIX INC NPV | P | 2020-05-15 | 2020-12-03 | $13,722 | $8,661 | $5,061 | $5,061 |
| KENEDIX INC NPV | P | 2020-05-18 | 2020-12-03 | $73,665 | $47,621 | $26,045 | $26,045 |
| KENEDIX INC NPV | P | 2020-05-18 | 2020-12-04 | $10,911 | $7,003 | $3,908 | $3,908 |
| KEYCORP MTN 5.1% DUE 03-24-2021 | P | 2015-05-05 | 2020-01-08 | $518,830 | $513,874 | $4,956 | $4,956 |
| KINDEN CORP NPV | P | 2017-07-26 | 2020-11-04 | $11,549 | $12,383 | -$834 | -$834 |
| KINDEN CORP NPV | P | 2017-08-09 | 2020-11-04 | $72,181 | $74,704 | -$2,522 | -$2,522 |
| KINDEN CORP NPV | P | 2017-08-10 | 2020-11-04 | $5,712 | $5,992 | -$280 | -$280 |
| KINDEN CORP NPV | P | 2019-07-01 | 2020-12-08 | $1,547 | $1,556 | -$9 | -$9 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-11 | $45,445 | $43,107 | $2,338 | $2,338 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-09 | $1,554 | $1,486 | $68 | $68 |
| KINDEN CORP NPV | P | 2017-08-15 | 2020-11-10 | $12,922 | $13,341 | -$419 | -$419 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-22 | $22,933 | $23,787 | -$854 | -$854 |
| KINDEN CORP NPV | P | 2017-08-15 | 2020-11-10 | $8,624 | $8,939 | -$315 | -$315 |
| KINDEN CORP NPV | P | 2017-08-16 | 2020-11-10 | $13,901 | $14,077 | -$176 | -$176 |
| KINDEN CORP NPV | P | 2017-08-14 | 2020-11-09 | $35,018 | $35,084 | -$67 | -$67 |
| KINDEN CORP NPV | P | 2017-08-15 | 2020-11-09 | $5,967 | $6,070 | -$103 | -$103 |
| KINDEN CORP NPV | P | 2017-10-19 | 2020-11-13 | $32,978 | $34,270 | -$1,292 | -$1,292 |
| KINDEN CORP NPV | P | 2017-10-23 | 2020-11-13 | $23,713 | $24,806 | -$1,093 | -$1,093 |
| KINDEN CORP NPV | P | 2018-04-10 | 2020-11-30 | $31,543 | $32,292 | -$749 | -$749 |
| KINDEN CORP NPV | P | 2018-04-11 | 2020-11-30 | $48,291 | $49,497 | -$1,206 | -$1,206 |
| KINDEN CORP NPV | P | 2017-10-19 | 2020-11-12 | $44,003 | $45,446 | -$1,443 | -$1,443 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-28 | $20,144 | $21,527 | -$1,383 | -$1,383 |
| KINDEN CORP NPV | P | 2017-07-25 | 2020-10-28 | $21,193 | $22,556 | -$1,363 | -$1,363 |
| KINDEN CORP NPV | P | 2018-04-11 | 2020-12-01 | $10,056 | $10,621 | -$564 | -$564 |
| KINDEN CORP NPV | P | 2018-04-12 | 2020-12-01 | $20,555 | $21,752 | -$1,196 | -$1,196 |
| KINDEN CORP NPV | P | 2019-06-28 | 2020-12-01 | $45,285 | $43,958 | $1,327 | $1,327 |
| KINDEN CORP NPV | P | 2017-05-31 | 2020-05-27 | $84,569 | $77,643 | $6,927 | $6,927 |
| KINDEN CORP NPV | P | 2017-06-01 | 2020-05-27 | $111,026 | $104,069 | $6,957 | $6,957 |
| KINDEN CORP NPV | P | 2017-06-02 | 2020-05-27 | $32,655 | $30,430 | $2,225 | $2,225 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-10 | $20,458 | $19,324 | $1,134 | $1,134 |
| KINDEN CORP NPV | P | 2017-10-23 | 2020-11-18 | $72,810 | $74,553 | -$1,743 | -$1,743 |
| KINDEN CORP NPV | P | 2017-07-25 | 2020-10-29 | $36,991 | $38,919 | -$1,929 | -$1,929 |
| KINDEN CORP NPV | P | 2017-07-25 | 2020-10-30 | $64,310 | $69,378 | -$5,068 | -$5,068 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-07 | $10,305 | $10,194 | $110 | $110 |
| KINDEN CORP NPV | P | 2017-08-14 | 2020-11-06 | $72,460 | $73,913 | -$1,453 | -$1,453 |
| KINDEN CORP NPV | P | 2017-11-02 | 2020-11-25 | $3,914 | $3,799 | $115 | $115 |
| KINDEN CORP NPV | P | 2017-11-06 | 2020-11-25 | $91,205 | $92,182 | -$978 | -$978 |
| KINDEN CORP NPV | P | 2017-11-07 | 2020-11-25 | $9,353 | $9,382 | -$30 | -$30 |
| KINDEN CORP NPV | P | 2017-06-02 | 2020-05-28 | $75,696 | $69,818 | $5,878 | $5,878 |
| KINDEN CORP NPV | P | 2017-06-05 | 2020-05-28 | $116,195 | $108,400 | $7,794 | $7,794 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-23 | $9,871 | $10,194 | -$323 | -$323 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-27 | $29,032 | $30,583 | -$1,551 | -$1,551 |
| KINDEN CORP NPV | P | 2017-08-10 | 2020-11-05 | $62,725 | $64,789 | -$2,063 | -$2,063 |
| KINDEN CORP NPV | P | 2017-08-14 | 2020-11-05 | $44,048 | $45,399 | -$1,351 | -$1,351 |
| KINDEN CORP NPV | P | 2017-08-16 | 2020-11-11 | $25,106 | $25,025 | $81 | $81 |
| KINDEN CORP NPV | P | 2017-10-19 | 2020-11-11 | $10,853 | $11,176 | -$323 | -$323 |
| KINDEN CORP NPV | P | 2017-06-08 | 2020-09-23 | $37,557 | $33,418 | $4,139 | $4,139 |
| KINDEN CORP NPV | P | 2017-06-09 | 2020-09-23 | $149,521 | $132,714 | $16,806 | $16,806 |
| KINDEN CORP NPV | P | 2017-07-21 | 2020-09-23 | $192,301 | $184,046 | $8,256 | $8,256 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-09-23 | $8,895 | $8,563 | $332 | $332 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-09 | $46,340 | $44,593 | $1,747 | $1,747 |
| KINDEN CORP NPV | P | 2019-06-28 | 2020-12-04 | $32,448 | $31,250 | $1,198 | $1,198 |
| KINDEN CORP NPV | P | 2019-07-01 | 2020-12-04 | $16,957 | $16,557 | $401 | $401 |
| KINDEN CORP NPV | P | 2017-10-26 | 2020-11-24 | $19,025 | $19,259 | -$233 | -$233 |
| KINDEN CORP NPV | P | 2017-11-02 | 2020-11-24 | $21,169 | $20,345 | $824 | $824 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-10 | $55,070 | $52,025 | $3,045 | $3,045 |
| KINDEN CORP NPV | P | 2017-06-07 | 2020-06-02 | $19,957 | $18,764 | $1,193 | $1,193 |
| KINDEN CORP NPV | P | 2017-06-08 | 2020-06-02 | $136,894 | $128,835 | $8,059 | $8,059 |
| KINDEN CORP NPV | P | 2017-06-05 | 2020-05-29 | $14,193 | $13,285 | $908 | $908 |
| KINDEN CORP NPV | P | 2017-06-06 | 2020-05-29 | $122,204 | $114,388 | $7,815 | $7,815 |
| KINDEN CORP NPV | P | 2017-06-07 | 2020-05-29 | $48,150 | $45,026 | $3,124 | $3,124 |
| KINDEN CORP NPV | P | 2017-06-07 | 2020-06-01 | $76,524 | $72,167 | $4,357 | $4,357 |
| KINDEN CORP NPV | P | 2017-08-14 | 2020-11-09 | $17,971 | $18,068 | -$97 | -$97 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-14 | $21,324 | $19,859 | $1,465 | $1,465 |
| KINDEN CORP NPV | P | 2017-10-25 | 2020-11-20 | $98,728 | $100,338 | -$1,610 | -$1,610 |
| KINDEN CORP NPV | P | 2017-10-26 | 2020-11-20 | $2,728 | $2,780 | -$53 | -$53 |
| KINDEN CORP NPV | P | 2019-07-01 | 2020-12-07 | $31,303 | $31,121 | $182 | $182 |
| KINDEN CORP NPV | P | 2017-10-23 | 2020-11-19 | $45,644 | $46,358 | -$714 | -$714 |
| KINDEN CORP NPV | P | 2017-10-24 | 2020-11-19 | $85,082 | $86,370 | -$1,288 | -$1,288 |
| KINDEN CORP NPV | P | 2017-10-25 | 2020-11-19 | $9,409 | $9,533 | -$124 | -$124 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-23 | $19,725 | $20,389 | -$664 | -$664 |
| KINDEN CORP NPV | P | 2017-07-25 | 2020-11-02 | $31,461 | $33,386 | -$1,925 | -$1,925 |
| KINDEN CORP NPV | P | 2017-07-26 | 2020-11-02 | $62,618 | $66,071 | -$3,453 | -$3,453 |
| KINDEN CORP NPV | P | 2019-06-28 | 2020-12-03 | $36,257 | $35,302 | $956 | $956 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-21 | $34,483 | $35,680 | -$1,197 | -$1,197 |
| KINDEN CORP NPV | P | 2019-07-01 | 2020-12-08 | $8,292 | $8,341 | -$49 | -$49 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-08 | $24,195 | $23,248 | $947 | $947 |
| KINDEN CORP NPV | P | 2017-10-23 | 2020-11-16 | $44,133 | $45,749 | -$1,615 | -$1,615 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-26 | $3,264 | $3,398 | -$135 | -$135 |
| KINDEN CORP NPV | P | 2017-07-24 | 2020-10-15 | $1,694 | $1,699 | -$5 | -$5 |
| KINDEN CORP NPV | P | 2019-10-17 | 2020-12-09 | $23,305 | $22,297 | $1,008 | $1,008 |
| KINDEN CORP NPV | P | 2017-10-23 | 2020-11-17 | $90,605 | $93,191 | -$2,586 | -$2,586 |
| KINDEN CORP NPV | P | 2017-11-07 | 2020-11-27 | $22,312 | $22,225 | $87 | $87 |
| KINDEN CORP NPV | P | 2018-04-09 | 2020-11-27 | $36,742 | $36,271 | $471 | $471 |
| KINDEN CORP NPV | P | 2018-04-10 | 2020-11-27 | $29,460 | $29,423 | $37 | $37 |
| KINDEN CORP NPV | P | 2019-06-28 | 2020-12-02 | $39,744 | $38,371 | $1,373 | $1,373 |
| KONOIKE TRANSPORT NPV | P | 2017-10-19 | 2020-10-09 | $9,861 | $13,501 | -$3,640 | -$3,640 |
| KONOIKE TRANSPORT NPV | P | 2017-10-20 | 2020-10-09 | $7,670 | $10,506 | -$2,836 | -$2,836 |
| KONOIKE TRANSPORT NPV | P | 2017-10-05 | 2020-09-28 | $25,905 | $34,030 | -$8,125 | -$8,125 |
| KONOIKE TRANSPORT NPV | P | 2017-10-05 | 2020-09-29 | $3,382 | $4,439 | -$1,056 | -$1,056 |
| KONOIKE TRANSPORT NPV | P | 2017-10-06 | 2020-09-29 | $11,274 | $14,870 | -$3,595 | -$3,595 |
| KONOIKE TRANSPORT NPV | P | 2017-10-10 | 2020-09-29 | $20,294 | $26,768 | -$6,474 | -$6,474 |
| KONOIKE TRANSPORT NPV | P | 2017-10-11 | 2020-09-29 | $13,529 | $17,799 | -$4,270 | -$4,270 |
| KONOIKE TRANSPORT NPV | P | 2017-10-13 | 2020-10-05 | $6,714 | $8,955 | -$2,241 | -$2,241 |
| KONOIKE TRANSPORT NPV | P | 2017-10-05 | 2020-09-25 | $12,215 | $16,275 | -$4,060 | -$4,060 |
| KONOIKE TRANSPORT NPV | P | 2017-09-08 | 2020-09-23 | $26,622 | $35,564 | -$8,942 | -$8,942 |
| KONOIKE TRANSPORT NPV | P | 2017-09-11 | 2020-09-23 | $22,185 | $30,582 | -$8,397 | -$8,397 |
| KONOIKE TRANSPORT NPV | P | 2017-09-12 | 2020-09-23 | $4,437 | $6,080 | -$1,643 | -$1,643 |
| KONOIKE TRANSPORT NPV | P | 2017-09-13 | 2020-09-23 | $9,983 | $13,674 | -$3,691 | -$3,691 |
| KONOIKE TRANSPORT NPV | P | 2017-09-14 | 2020-09-23 | $24,404 | $32,207 | -$7,803 | -$7,803 |
| KONOIKE TRANSPORT NPV | P | 2017-09-15 | 2020-09-23 | $4,437 | $5,880 | -$1,443 | -$1,443 |
| KONOIKE TRANSPORT NPV | P | 2017-09-19 | 2020-09-23 | $6,656 | $8,789 | -$2,133 | -$2,133 |
| KONOIKE TRANSPORT NPV | P | 2017-10-17 | 2020-10-07 | $2,237 | $3,015 | -$778 | -$778 |
| KONOIKE TRANSPORT NPV | P | 2017-10-18 | 2020-10-07 | $22,371 | $30,286 | -$7,914 | -$7,914 |
| KONOIKE TRANSPORT NPV | P | 2017-10-19 | 2020-10-07 | $3,356 | $4,500 | -$1,145 | -$1,145 |
| KONOIKE TRANSPORT NPV | P | 2017-10-13 | 2020-10-06 | $12,445 | $16,417 | -$3,972 | -$3,972 |
| KONOIKE TRANSPORT NPV | P | 2017-10-17 | 2020-10-06 | $3,394 | $4,523 | -$1,129 | -$1,129 |
| KONOIKE TRANSPORT NPV | P | 2017-09-19 | 2020-09-24 | $30,412 | $41,016 | -$10,604 | -$10,604 |
| KONOIKE TRANSPORT NPV | P | 2017-09-20 | 2020-09-24 | $7,603 | $10,228 | -$2,625 | -$2,625 |
| KONOIKE TRANSPORT NPV | P | 2017-09-21 | 2020-09-24 | $9,775 | $13,252 | -$3,476 | -$3,476 |
| KONOIKE TRANSPORT NPV | P | 2017-09-22 | 2020-09-24 | $11,947 | $16,060 | -$4,113 | -$4,113 |
| KONOIKE TRANSPORT NPV | P | 2017-09-25 | 2020-09-24 | $15,206 | $20,772 | -$5,566 | -$5,566 |
| KONOIKE TRANSPORT NPV | P | 2017-09-27 | 2020-09-24 | $5,431 | $7,449 | -$2,018 | -$2,018 |
| KONOIKE TRANSPORT NPV | P | 2017-09-28 | 2020-09-24 | $6,517 | $9,006 | -$2,489 | -$2,489 |
| KONOIKE TRANSPORT NPV | P | 2017-09-29 | 2020-09-24 | $1,086 | $1,508 | -$422 | -$422 |
| KONOIKE TRANSPORT NPV | P | 2017-10-02 | 2020-09-24 | $22,809 | $31,696 | -$8,887 | -$8,887 |
| KONOIKE TRANSPORT NPV | P | 2017-10-03 | 2020-09-24 | $13,034 | $18,127 | -$5,094 | -$5,094 |
| KONOIKE TRANSPORT NPV | P | 2017-10-04 | 2020-09-24 | $34,756 | $47,905 | -$13,148 | -$13,148 |
| KONOIKE TRANSPORT NPV | P | 2017-10-05 | 2020-09-24 | $2,172 | $2,959 | -$787 | -$787 |
| KONOIKE TRANSPORT NPV | P | 2017-10-12 | 2020-10-02 | $6,554 | $8,986 | -$2,432 | -$2,432 |
| KONOIKE TRANSPORT NPV | P | 2017-10-19 | 2020-10-08 | $8,877 | $12,001 | -$3,123 | -$3,123 |
| KONOIKE TRANSPORT NPV | P | 2017-10-11 | 2020-09-30 | $17,581 | $23,732 | -$6,151 | -$6,151 |
| KONOIKE TRANSPORT NPV | P | 2017-10-12 | 2020-09-30 | $5,494 | $7,489 | -$1,994 | -$1,994 |
| KRAFT HEINZ FOODS 3% DUE 06-01-2026 | P | 2017-02-28 | 2020-02-19 | $49,900 | $47,962 | $1,938 | $1,938 |
| KRAFT HEINZ FOODS 3.95% DUE 07-15-2025 | P | 2019-02-27 | 2020-02-19 | $104,951 | $99,222 | $5,729 | $5,729 |
| K'S HOLDINGS CORP NPV | P | 2019-08-05 | 2020-10-22 | $18,536 | $12,372 | $6,164 | $6,164 |
| K'S HOLDINGS CORP NPV | P | 2019-08-02 | 2020-10-21 | $3,995 | $2,685 | $1,309 | $1,309 |
| K'S HOLDINGS CORP NPV | P | 2019-08-05 | 2020-10-21 | $3,995 | $2,651 | $1,343 | $1,343 |
| K'S HOLDINGS CORP NPV | P | 2019-08-05 | 2020-10-23 | $35,567 | $23,860 | $11,707 | $11,707 |
| K'S HOLDINGS CORP NPV | P | 2019-08-05 | 2020-10-27 | $33,330 | $22,976 | $10,354 | $10,354 |
| K'S HOLDINGS CORP NPV | P | 2019-08-06 | 2020-10-27 | $20,511 | $14,259 | $6,252 | $6,252 |
| K'S HOLDINGS CORP NPV | P | 2019-08-02 | 2020-10-09 | $42,811 | $28,643 | $14,168 | $14,168 |
| K'S HOLDINGS CORP NPV | P | 2019-08-02 | 2020-10-14 | $35,572 | $23,272 | $12,300 | $12,300 |
| K'S HOLDINGS CORP NPV | P | 2019-08-02 | 2020-10-19 | $19,800 | $13,426 | $6,374 | $6,374 |
| K'S HOLDINGS CORP NPV | P | 2019-08-06 | 2020-12-23 | $119,407 | $80,205 | $39,202 | $39,202 |
| K'S HOLDINGS CORP NPV | P | 2019-08-02 | 2020-10-12 | $68,096 | $44,754 | $23,342 | $23,342 |
| K'S HOLDINGS CORP NPV | P | 2019-08-05 | 2020-10-26 | $29,878 | $20,325 | $9,553 | $9,553 |
| K'S HOLDINGS CORP NPV | P | 2019-08-02 | 2020-10-14 | $64,350 | $42,069 | $22,281 | $22,281 |
| KY UTILS CO 1ST MTG BD 3.25 | P | 2015-12-08 | 2020-08-03 | $100,000 | $100,223 | -$223 | -$223 |
| LAB CORP AMER 2.625% DUE 02-01-2020 | P | 2015-05-19 | 2019-12-30 | $150,111 | $150,049 | $62 | $62 |
| LAB CORP AMER 2.625% DUE 02-01-2020 | P | 2020-01-02 | 2019-12-30 | $150,005 | $150,300 | -$295 | -$295 |
| LEXINFINTECH | P | 2014-07-18 | 2020-01-02 | $349,649 | $6,326 | $343,323 | $343,323 |
| LEXINFINTECH | P | 2014-07-18 | 2020-01-02 | $335,221 | $6,327 | $328,894 | $328,894 |
| LINCOLN NATL CORP 3.05% DUE 01-15-2030 | P | 2019-08-12 | 2020-05-15 | $140,279 | $144,849 | -$4,570 | -$4,570 |
| LIVONGO | P | 2015-03-25 | 2020-03-11 | $58,384 | $4,375 | $54,009 | $54,009 |
| LIVONGO | P | 2015-03-25 | 2020-03-30 | $54,292 | $4,375 | $49,917 | $49,917 |
| LIVONGO | P | 2015-03-25 | 2020-03-30 | $160,826 | $13,124 | $147,702 | $147,702 |
| LIVONGO | P | 2015-03-25 | 2020-04-03 | $56,753 | $4,375 | $52,378 | $52,378 |
| LIVONGO | P | 2015-03-25 | 2020-04-06 | $58,140 | $4,375 | $53,765 | $53,765 |
| LIVONGO | P | 2015-03-25 | 2020-04-07 | $121,791 | $8,749 | $113,042 | $113,042 |
| LIVONGO | P | 2015-03-25 | 2020-04-07 | $63,143 | $4,381 | $58,761 | $58,761 |
| LIVONGO | P | 2015-03-25 | 2020-04-07 | $189,041 | $13,117 | $175,924 | $175,924 |
| LIVONGO | P | 2015-03-25 | 2020-04-07 | $259,777 | $17,506 | $242,272 | $242,272 |
| LIVONGO | P | 2015-03-25 | 2020-04-08 | $192,079 | $13,131 | $178,948 | $178,948 |
| LIVONGO | P | 2015-03-25 | 2020-04-23 | $155,416 | $8,749 | $146,667 | $146,667 |
| LIVONGO | P | 2015-03-25 | 2020-04-23 | $157,955 | $8,749 | $149,206 | $149,206 |
| LIVONGO | P | 2015-03-25 | 2020-04-23 | $160,540 | $8,749 | $151,790 | $151,790 |
| LIVONGO | P | 2015-03-25 | 2020-04-27 | $166,314 | $8,749 | $157,564 | $157,564 |
| LIVONGO | P | 2015-03-25 | 2020-04-29 | $163,393 | $8,756 | $154,637 | $154,637 |
| LIVONGO | P | 2015-03-25 | 2020-05-11 | $210,919 | $8,749 | $202,170 | $202,170 |
| LIVONGO | P | 2015-03-25 | 2020-05-12 | $215,021 | $8,749 | $206,271 | $206,271 |
| LIVONGO | P | 2015-03-25 | 2020-05-12 | $224,082 | $8,749 | $215,333 | $215,333 |
| LIVONGO | P | 2015-03-25 | 2020-05-12 | $226,536 | $8,749 | $217,786 | $217,786 |
| LIVONGO | P | 2015-03-25 | 2020-05-12 | $230,954 | $8,756 | $222,198 | $222,198 |
| LIVONGO | P | 2015-03-25 | 2020-06-16 | $109,930 | $3,718 | $106,212 | $106,212 |
| LIVONGO | P | 2015-03-25 | 2020-06-16 | $222,800 | $7,437 | $215,363 | $215,363 |
| LIVONGO | P | 2015-03-25 | 2020-06-22 | $366,084 | $11,164 | $354,919 | $354,919 |
| LIVONGO | P | 2015-03-25 | 2020-06-17 | $235,506 | $7,437 | $228,069 | $228,069 |
| LIVONGO | P | 2015-03-25 | 2020-06-18 | $233,258 | $7,437 | $225,821 | $225,821 |
| LIVONGO | P | 2015-03-25 | 2020-07-13 | $288,261 | $5,824 | $282,437 | $282,437 |
| LIVONGO | P | 2015-03-25 | 2020-07-20 | $293,638 | $5,824 | $287,814 | $287,814 |
| LIVONGO | P | 2015-03-25 | 2020-07-06 | $402,883 | $11,155 | $391,728 | $391,728 |
| LIVONGO | P | 2015-03-25 | 2020-07-23 | $300,938 | $5,824 | $295,114 | $295,114 |
| LIVONGO | P | 2015-03-25 | 2020-07-23 | $212,428 | $4,005 | $208,422 | $208,422 |
| LIVONGO | P | 2016-04-01 | 2020-07-23 | $96,472 | $2,704 | $93,768 | $93,768 |
| LIVONGO | P | 2015-03-25 | 2020-07-07 | $290,149 | $7,437 | $282,712 | $282,712 |
| LIVONGO | P | 2016-04-01 | 2020-07-30 | $320,956 | $8,661 | $312,295 | $312,295 |
| LIVONGO | P | 2015-03-25 | 2020-07-07 | $766,566 | $18,601 | $747,965 | $747,965 |
| LOCKHEED MARTIN 3.35 DUE 09-15-2021 | P | 2015-06-25 | 2020-06-16 | $93,242 | $90,634 | $2,607 | $2,607 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-22 | 2020-06-24 | $104,863 | $94,246 | $10,617 | $10,617 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-23 | 2020-06-24 | $1,194 | $733 | $461 | $461 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-23 | 2020-06-24 | $64,796 | $58,135 | $6,661 | $6,661 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-16 | 2020-06-22 | $38,476 | $34,177 | $4,299 | $4,299 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-17 | 2020-06-22 | $1,026 | $635 | $391 | $391 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-17 | 2020-06-22 | $73,470 | $65,375 | $8,095 | $8,095 |
| LOJAS AMERICANAS PRF NPV | P | 2012-03-02 | 2020-06-30 | $74,136 | $66,751 | $7,385 | $7,385 |
| LOJAS AMERICANAS PRF NPV | P | 2014-04-30 | 2020-06-30 | $2,506 | $1,600 | $906 | $906 |
| LOJAS AMERICANAS PRF NPV | P | 2014-04-30 | 2020-06-30 | $36,300 | $31,361 | $4,939 | $4,939 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-22 | 2020-07-08 | $173,235 | $110,443 | $62,792 | $62,792 |
| LOJAS AMERICANAS PRF NPV | P | 2019-09-09 | 2020-07-08 | $463 | $288 | $176 | $176 |
| LOJAS AMERICANAS PRF NPV | P | 2019-09-09 | 2020-07-08 | $48,023 | $36,407 | $11,617 | $11,617 |
| LOJAS AMERICANAS PRF NPV | P | 2020-02-03 | 2020-07-08 | $1,137 | $705 | $431 | $431 |
| LOJAS AMERICANAS PRF NPV | P | 2014-04-30 | 2020-07-01 | $224,992 | $192,973 | $32,019 | $32,019 |
| LOJAS AMERICANAS PRF NPV | P | 2014-11-03 | 2020-07-01 | $1,675 | $1,061 | $613 | $613 |
| LOJAS AMERICANAS PRF NPV | P | 2014-11-03 | 2020-07-01 | $33,057 | $26,063 | $6,994 | $6,994 |
| LOJAS AMERICANAS PRF NPV | P | 2012-03-02 | 2020-06-29 | $207,916 | $191,780 | $16,136 | $16,136 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-16 | 2020-07-07 | $69,959 | $46,221 | $23,738 | $23,738 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-17 | 2020-07-07 | $1,408 | $892 | $516 | $516 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-17 | 2020-07-07 | $145,903 | $94,382 | $51,521 | $51,521 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-18 | 2020-07-07 | $107,992 | $70,593 | $37,399 | $37,399 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-18 | 2020-07-07 | $1,042 | $660 | $382 | $382 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-22 | 2020-07-07 | $1,952 | $1,237 | $715 | $715 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-22 | 2020-07-07 | $32,590 | $21,215 | $11,374 | $11,374 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-28 | 2020-06-26 | $20,123 | $18,736 | $1,387 | $1,387 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-29 | 2020-06-26 | $122,957 | $115,977 | $6,981 | $6,981 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-29 | 2020-06-26 | $1,186 | $761 | $426 | $426 |
| LOJAS AMERICANAS PRF NPV | P | 2012-03-02 | 2020-06-26 | $2,874 | $1,843 | $1,031 | $1,031 |
| LOJAS AMERICANAS PRF NPV | P | 2012-03-02 | 2020-06-26 | $11,915 | $10,775 | $1,140 | $1,140 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-11 | 2020-07-06 | $15,643 | $11,025 | $4,617 | $4,617 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-14 | 2020-07-06 | $37,152 | $25,072 | $12,080 | $12,080 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-14 | 2020-07-06 | $359 | $227 | $131 | $131 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-15 | 2020-07-06 | $365 | $232 | $134 | $134 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-15 | 2020-07-06 | $37,867 | $25,579 | $12,288 | $12,288 |
| LOJAS AMERICANAS PRF NPV | P | 2018-06-25 | 2020-07-06 | $707 | $448 | $259 | $259 |
| LOJAS AMERICANAS PRF NPV | P | 2018-06-25 | 2020-07-06 | $73,232 | $51,433 | $21,800 | $21,800 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-12 | 2020-07-06 | $153,627 | $103,544 | $50,084 | $50,084 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-12 | 2020-07-06 | $1,482 | $939 | $543 | $543 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-15 | 2020-07-06 | $1,112 | $705 | $407 | $407 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-15 | 2020-07-06 | $115,243 | $76,523 | $38,720 | $38,720 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-16 | 2020-07-06 | $17,085 | $11,287 | $5,798 | $5,798 |
| LOJAS AMERICANAS PRF NPV | P | 2019-04-16 | 2020-07-06 | $840 | $532 | $308 | $308 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-17 | 2020-06-23 | $33,674 | $29,219 | $4,455 | $4,455 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-22 | 2020-06-23 | $1,757 | $1,061 | $696 | $696 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-22 | 2020-06-23 | $75,509 | $66,769 | $8,740 | $8,740 |
| LOJAS AMERICANAS PRF NPV | P | 2014-11-03 | 2020-07-02 | $140,153 | $110,758 | $29,395 | $29,395 |
| LOJAS AMERICANAS PRF NPV | P | 2015-10-13 | 2020-07-02 | $20,142 | $12,946 | $7,196 | $7,196 |
| LOJAS AMERICANAS PRF NPV | P | 2015-10-13 | 2020-07-02 | $194 | $123 | $71 | $71 |
| LOJAS AMERICANAS PRF NPV | P | 2015-10-14 | 2020-07-02 | $26,169 | $17,282 | $8,887 | $8,887 |
| LOJAS AMERICANAS PRF NPV | P | 2015-10-14 | 2020-07-02 | $253 | $160 | $92 | $92 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-10 | 2020-07-02 | $42,036 | $30,061 | $11,976 | $11,976 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-10 | 2020-07-02 | $406 | $258 | $148 | $148 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-11 | 2020-07-02 | $406 | $258 | $148 | $148 |
| LOJAS AMERICANAS PRF NPV | P | 2015-12-11 | 2020-07-02 | $26,437 | $18,685 | $7,752 | $7,752 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-23 | 2020-06-25 | $58,746 | $52,900 | $5,845 | $5,845 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-24 | 2020-06-25 | $72,809 | $65,326 | $7,483 | $7,483 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-24 | 2020-06-25 | $703 | $433 | $270 | $270 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-27 | 2020-06-25 | $1,190 | $733 | $457 | $457 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-27 | 2020-06-25 | $123,305 | $110,442 | $12,863 | $12,863 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-28 | 2020-06-25 | $110,577 | $98,897 | $11,680 | $11,680 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-28 | 2020-06-25 | $1,269 | $782 | $487 | $487 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-14 | 2020-06-18 | $1,472 | $873 | $599 | $599 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-14 | 2020-06-18 | $50,198 | $42,779 | $7,419 | $7,419 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-14 | 2020-06-19 | $98,904 | $87,191 | $11,714 | $11,714 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-15 | 2020-06-19 | $2,401 | $1,473 | $928 | $928 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-15 | 2020-06-19 | $248,799 | $220,408 | $28,391 | $28,391 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-16 | 2020-06-19 | $853 | $524 | $330 | $330 |
| LOJAS AMERICANAS PRF NPV | P | 2012-02-16 | 2020-06-19 | $49,600 | $43,650 | $5,950 | $5,950 |
| LYFT | P | 2013-05-21 | 2020-11-16 | $200,755 | $21,599 | $179,156 | $179,156 |
| LYFT | P | 2013-05-21 | 2020-11-17 | $123,912 | $13,150 | $110,762 | $110,762 |
| LYFT | P | 2013-05-21 | 2020-11-17 | $283,147 | $30,048 | $253,100 | $253,100 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $34,735 | $3,379 | $31,356 | $31,356 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $293,387 | $28,539 | $264,849 | $264,849 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $240,250 | $21,573 | $218,677 | $218,677 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $324,718 | $32,895 | $291,823 | $291,823 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $101,694 | $10,302 | $91,392 | $91,392 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $25,573 | $2,486 | $23,087 | $23,087 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $90,445 | $8,793 | $81,652 | $81,652 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $83,483 | $7,786 | $75,697 | $75,697 |
| LYFT | P | 2013-05-21 | 2020-12-16 | $379,686 | $35,411 | $344,275 | $344,275 |
| MACQUARIE GROUP LTD | P | 2018-03-23 | 2020-01-14 | $150,000 | $150,000 | $0 | $0 |
| MANDOM CORP NPV | P | 2015-05-14 | 2020-09-23 | $92,522 | $98,878 | -$6,356 | -$6,356 |
| MARATHON PETE CORP 4.5% DUE 05-01-2023 | P | 2020-07-10 | 2020-11-04 | $48,392 | $48,292 | $100 | $100 |
| MARS INC DEL .875% DUE 07-16-2026 | P | 2020-07-13 | 2020-10-28 | $448,776 | $449,370 | -$594 | -$594 |
| MARUICHI STEEL TUBE LTD | P | 2019-09-13 | 2020-09-23 | $105,584 | $101,354 | $4,229 | $4,229 |
| MARUICHI STEEL TUBE LTD | P | 2019-09-17 | 2020-09-23 | $97,462 | $93,858 | $3,604 | $3,604 |
| MARUICHI STEEL TUBE LTD | P | 2019-09-18 | 2020-09-23 | $43,316 | $41,542 | $1,774 | $1,774 |
| MAXELL HOLDINGS NPV | P | 2018-04-20 | 2020-09-23 | $63,546 | $124,006 | -$60,460 | -$60,460 |
| MAXELL HOLDINGS NPV | P | 2018-04-23 | 2020-09-23 | $75,005 | $145,576 | -$70,571 | -$70,571 |
| MAXELL HOLDINGS NPV | P | 2018-04-24 | 2020-09-23 | $83,339 | $161,112 | -$77,773 | -$77,773 |
| MAXELL HOLDINGS NPV | P | 2018-04-25 | 2020-09-23 | $94,798 | $181,800 | -$87,002 | -$87,002 |
| MAXELL HOLDINGS NPV | P | 2018-04-26 | 2020-09-23 | $33,336 | $63,931 | -$30,595 | -$30,595 |
| MCDONALD'S CORPORATION 3.6% | P | 2020-11-23 | 2020-12-28 | $227,635 | $227,973 | -$338 | -$338 |
| MEAD JOHNSON 3% DUE 11-15-2020 | P | 2015-10-29 | 2020-11-16 | $24,000 | $24,000 | $0 | $0 |
| MEDTRONIC INC 3.15% DUE 03-15-2022 | P | 2015-11-23 | 2020-10-29 | $49,852 | $48,194 | $1,657 | $1,657 |
| MEDTRONIC INC 3.5% DUE 03-15-2025 REG | P | 2018-06-25 | 2020-10-29 | $13,529 | $11,903 | $1,626 | $1,626 |
| MEITUAN | P | 2017-10-23 | 2020-05-14 | $41,225 | $15,169 | $26,056 | $26,056 |
| MEITUAN | P | 2017-10-23 | 2020-05-14 | $128,429 | $47,256 | $81,173 | $81,173 |
| MEITUAN | P | 2017-10-23 | 2020-05-15 | $23,859 | $8,624 | $15,235 | $15,235 |
| MEITUAN | P | 2017-10-23 | 2020-05-15 | $74,315 | $26,861 | $47,454 | $47,454 |
| MEITUAN | P | 2017-10-23 | 2020-05-18 | $18,147 | $6,545 | $11,602 | $11,602 |
| MEITUAN | P | 2017-10-23 | 2020-05-18 | $56,549 | $20,395 | $36,154 | $36,154 |
| MEITUAN | P | 2017-10-23 | 2020-07-23 | $24,895 | $5,433 | $19,462 | $19,462 |
| MEITUAN | P | 2017-10-23 | 2020-07-23 | $86,132 | $18,796 | $67,336 | $67,336 |
| MEITUAN | P | 2017-10-23 | 2020-08-19 | $25,503 | $4,656 | $20,847 | $20,847 |
| MEITUAN | P | 2018-04-04 | 2020-08-19 | $18,553 | $1,178 | $17,375 | $17,375 |
| MEITUAN | P | 2017-10-23 | 2020-08-04 | $76,036 | $16,152 | $59,883 | $59,883 |
| MEITUAN | P | 2017-10-23 | 2020-08-04 | $77,673 | $16,152 | $61,521 | $61,521 |
| MEITUAN | P | 2017-10-23 | 2020-08-05 | $81,073 | $16,152 | $64,921 | $64,921 |
| MERCEDES- BENZ AUTO LEASE TR 2018-A | P | 2018-01-17 | 2020-01-14 | $105,214 | $105,205 | $9 | $9 |
| MERCEDES- BENZ AUTO LEASE TR 2018-A | P | 2018-01-17 | 2020-04-14 | $70,453 | $70,447 | $6 | $6 |
| MERCEDES- BENZ AUTO LEASE TR 2018-A | P | 2018-01-17 | 2020-03-13 | $88,486 | $88,479 | $7 | $7 |
| MERCEDES- BENZ AUTO LEASE TR 2018-A | P | 2018-01-17 | 2020-02-14 | $112,503 | $112,494 | $9 | $9 |
| MERCEDES- BENZ AUTO LEASE TR 2018-A | P | 2018-01-17 | 2020-05-14 | $34,785 | $34,782 | $3 | $3 |
| MERCEDES- BENZ AUTO LEASE TR 2018-A | P | 2018-01-17 | 2020-06-15 | $4,848 | $4,847 | $1 | $1 |
| MERCK & CO INC NEW 1.45% DUE 06-24-2030 | P | 2020-06-16 | 2020-10-28 | $717,945 | $704,110 | $13,835 | $13,835 |
| MERCK & CO INC NEW 3.4% DUE 03-07-2029 | P | 2019-03-05 | 2020-01-09 | $238,029 | $218,853 | $19,176 | $19,176 |
| MFC ETF I SHARES MSCI EAFE | P | 2020-04-16 | 2020-04-30 | $59,976,575 | $62,959,913 | -$2,983,338 | -$2,983,338 |
| MFC ISHARES INC MSCI JAPAN | P | 2020-04-16 | 2020-05-01 | $16,041,757 | $16,327,520 | -$285,763 | -$285,763 |
| MFC ISHARES INC MSCI JAPAN | P | 2020-04-17 | 2020-05-01 | $3,641,075 | $3,676,345 | -$35,271 | -$35,271 |
| MFC ISHARES INC MSCI JAPAN | P | 2020-04-20 | 2020-05-11 | $10,598,950 | $11,099,233 | -$500,283 | -$500,283 |
| MFC ISHARES INC MSCI JAPAN | P | 2020-04-20 | 2020-05-08 | $9,643,395 | $10,001,877 | -$358,482 | -$358,482 |
| MFC ISHARES INC MSCI JAPAN | P | 2020-04-17 | 2020-05-07 | $12,529,800 | $12,754,619 | -$224,819 | -$224,819 |
| MFC ISHARES INC MSCI JAPAN | P | 2020-04-20 | 2020-05-07 | $11,995,662 | $12,250,191 | -$254,529 | -$254,529 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2015-04-30 | 2020-04-16 | $19,656,214 | $14,993,243 | $4,662,971 | $4,662,971 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2015-06-19 | 2020-04-16 | $300,416 | $231,588 | $68,827 | $68,827 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2015-09-18 | 2020-04-16 | $355,790 | $254,518 | $101,272 | $101,272 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2015-12-18 | 2020-04-16 | $404,474 | $296,158 | $108,316 | $108,316 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2016-03-16 | 2020-04-16 | $357,802 | $264,919 | $92,883 | $92,883 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2016-06-16 | 2020-04-16 | $327,098 | $248,390 | $78,709 | $78,709 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2016-09-16 | 2020-04-16 | $170,932 | $133,611 | $37,321 | $37,321 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2016-12-23 | 2020-04-16 | $92,639 | $76,370 | $16,269 | $16,269 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2016-12-23 | 2020-04-16 | $197,717 | $162,995 | $34,722 | $34,722 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2017-03-28 | 2020-04-16 | $156,701 | $134,619 | $22,083 | $22,083 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2017-06-22 | 2020-04-16 | $143,762 | $127,540 | $16,222 | $16,222 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2017-09-21 | 2020-04-16 | $173,681 | $158,219 | $15,462 | $15,462 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2017-12-22 | 2020-04-16 | $112,099 | $109,555 | $2,544 | $2,544 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2018-03-15 | 2020-04-16 | $89,682 | $89,787 | -$104 | -$104 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2018-06-15 | 2020-04-16 | $101,122 | $102,464 | -$1,342 | -$1,342 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2018-09-21 | 2020-04-16 | $116,042 | $123,885 | -$7,843 | -$7,843 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2018-12-18 | 2020-04-16 | $131,381 | $121,425 | $9,956 | $9,956 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2018-12-18 | 2020-04-16 | $19,929 | $18,419 | $1,510 | $1,510 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2018-12-18 | 2020-04-16 | $48,834 | $45,134 | $3,700 | $3,700 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2019-03-27 | 2020-04-16 | $135,652 | $137,694 | -$2,042 | -$2,042 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2019-03-27 | 2020-04-16 | $65,912 | $66,904 | -$993 | -$993 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2019-06-14 | 2020-04-16 | $93,606 | $97,846 | -$4,240 | -$4,240 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2019-09-23 | 2020-04-16 | $125,497 | $135,892 | -$10,395 | -$10,395 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2019-12-23 | 2020-04-16 | $156,676 | $181,494 | -$24,818 | -$24,818 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2019-12-23 | 2020-04-16 | $4,061 | $4,705 | -$643 | -$643 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2019-12-23 | 2020-04-16 | $123,903 | $143,528 | -$19,625 | -$19,625 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2020-03-25 | 2020-04-16 | $145,857 | $128,822 | $17,035 | $17,035 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2020-03-25 | 2020-04-16 | $139,051 | $122,810 | $16,241 | $16,241 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2020-03-25 | 2020-04-16 | $4,889 | $4,317 | $572 | $572 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2020-01-02 | 2020-03-25 | $4,317 | $0 | $4,317 | $4,317 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2020-01-02 | 2020-03-25 | $128,822 | $0 | $128,822 | $128,822 |
| MFO VANGUARD INSTL INDEX FD SH BEN INT | P | 2020-01-02 | 2019-12-23 | $4,705 | $0 | $4,705 | $4,705 |
| MICROSOFT CORP 2% DUE 08-08-2023 | P | 2016-08-01 | 2020-10-28 | $214,125 | $204,747 | $9,377 | $9,377 |
| MICROSOFT CORP 3.125% DUE 11-03-2025 | P | 2015-10-29 | 2020-10-28 | $223,178 | $199,972 | $23,206 | $23,206 |
| MITSUBISHI UFJ FIN NPV | P | 2014-10-21 | 2020-03-12 | $71,300 | $93,522 | -$22,222 | -$22,222 |
| MITSUBISHI UFJ FIN NPV | P | 2015-03-04 | 2020-03-12 | $70,490 | $108,080 | -$37,590 | -$37,590 |
| MITSUBISHI UFJ FIN NPV | P | 2014-10-21 | 2020-03-09 | $439,020 | $541,473 | -$102,453 | -$102,453 |
| MITSUBISHI UFJ FINL GROUP INC 2.193% | P | 2020-02-18 | 2020-10-28 | $1,391,595 | $1,325,000 | $66,595 | $66,595 |
| MITSUBISHI UFJ FINL GROUP INC 2.998% | P | 2017-02-15 | 2020-10-28 | $61,008 | $59,000 | $2,008 | $2,008 |
| MONDELEZ INTL INC 2.75% DUE 04-13-2030 | P | 2020-04-13 | 2020-09-18 | $7,703 | $7,151 | $552 | $552 |
| MONDELEZ INTL INC 2.75% DUE 04-13-2030 | P | 2020-04-30 | 2020-09-18 | $79,230 | $76,000 | $3,231 | $3,231 |
| MONDELEZ INTL INC 2.75% DUE 04-13-2030 | P | 2020-04-30 | 2020-10-19 | $84,823 | $82,297 | $2,527 | $2,527 |
| MONGODB | P | 2012-05-23 | 2020-06-22 | $109,837 | $8,177 | $101,660 | $101,660 |
| MONGODB | P | 2012-05-23 | 2020-06-23 | $223,304 | $16,354 | $206,950 | $206,950 |
| MONGODB | P | 2012-05-23 | 2020-06-25 | $228,380 | $16,354 | $212,026 | $212,026 |
| MONGODB | P | 2012-05-23 | 2020-07-10 | $189,019 | $13,227 | $175,792 | $175,792 |
| MONGODB | P | 2013-10-01 | 2020-07-10 | $44,677 | $6,522 | $38,155 | $38,155 |
| MONGODB | P | 2013-10-01 | 2020-09-01 | $127,698 | $17,025 | $110,672 | $110,672 |
| MONGODB | P | 2013-10-01 | 2020-09-01 | $248,680 | $34,117 | $214,563 | $214,563 |
| MORGAN STANLEY 2.75% DUE 05-19-2022 | P | 2017-05-16 | 2020-08-25 | $415,548 | $399,698 | $15,850 | $15,850 |
| MORGAN STANLEY 3.737% DUE 04-24-2024 | P | 2018-04-19 | 2020-10-02 | $215,046 | $200,000 | $15,046 | $15,046 |
| MORGAN STANLEY FLTG RT 2.188% | P | 2020-04-23 | 2020-10-28 | $720,462 | $685,000 | $35,462 | $35,462 |
| MORGAN STANLEY FLTG RT 2.188% | P | 2020-08-25 | 2020-10-28 | $420,708 | $420,536 | $172 | $172 |
| MORGAN STANLEY FLTG RT 2.188% | P | 2020-10-02 | 2020-10-28 | $210,354 | $209,279 | $1,075 | $1,075 |
| MS&AD INS GP HLDGS NPV | P | 2014-07-24 | 2020-09-23 | $141,049 | $114,792 | $26,258 | $26,258 |
| MS&AD INS GP HLDGS NPV | P | 2014-07-24 | 2020-11-20 | $54,919 | $41,325 | $13,594 | $13,594 |
| MS&AD INS GP HLDGS NPV | P | 2015-10-13 | 2020-11-20 | $152,553 | $141,921 | $10,632 | $10,632 |
| MS&AD INS GP HLDGS NPV | P | 2015-12-08 | 2020-11-20 | $76,277 | $71,959 | $4,317 | $4,317 |
| MS&AD INS GP HLDGS NPV | P | 2014-04-08 | 2020-03-09 | $393,758 | $303,015 | $90,743 | $90,743 |
| MS&AD INS GP HLDGS NPV | P | 2014-04-16 | 2020-03-09 | $8,815 | $6,676 | $2,140 | $2,140 |
| MS&AD INS GP HLDGS NPV | P | 2014-04-16 | 2020-03-12 | $114,769 | $91,237 | $23,531 | $23,531 |
| MS&AD INS GP HLDGS NPV | P | 2014-07-24 | 2020-03-12 | $64,383 | $52,804 | $11,578 | $11,578 |
| MUFG UNION BANK NA 3.15% 04-01-2022 | P | 2019-03-04 | 2020-10-28 | $311,007 | $299,826 | $11,181 | $11,181 |
| NANTKWEST INC COM | P | 2020-01-02 | 2020-01-15 | $9,720 | $0 | $9,720 | $9,720 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-05 | 2020-05-27 | $108 | $1 | $107 | $107 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-08 | 2020-05-27 | $445 | $3 | $442 | $442 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-09 | 2020-05-27 | $417 | $3 | $414 | $414 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-10 | 2020-05-27 | $958 | $6 | $952 | $952 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-11 | 2020-05-27 | $472 | $3 | $468 | $468 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-12 | 2020-05-27 | $704 | $4 | $700 | $700 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-15 | 2020-05-27 | $518 | $3 | $514 | $514 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-16 | 2020-05-27 | $779 | $5 | $774 | $774 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-17 | 2020-05-27 | $389 | $2 | $387 | $387 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-18 | 2020-05-27 | $222 | $1 | $221 | $221 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-19 | 2020-05-27 | $362 | $2 | $360 | $360 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-22 | 2020-05-27 | $354 | $2 | $352 | $352 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-23 | 2020-05-27 | $392 | $2 | $389 | $389 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-24 | 2020-05-27 | $607 | $4 | $604 | $604 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-25 | 2020-05-27 | $566 | $3 | $563 | $563 |
| NATURA & CO HDLS SA RGTS | P | 2015-06-26 | 2020-05-27 | $1,859 | $11 | $1,849 | $1,849 |
| NATURA & CO HDLS SA RGTS | P | 2015-10-13 | 2020-05-27 | $442 | $2 | $440 | $440 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-10 | 2020-05-27 | $143 | $1 | $143 | $143 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-11 | 2020-05-27 | $115 | $1 | $115 | $115 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-06 | 2020-05-29 | $1,002 | $6 | $996 | $996 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-10 | 2020-05-29 | $211 | $1 | $209 | $209 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-11 | 2020-05-29 | $251 | $1 | $250 | $250 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-12 | 2020-05-29 | $245 | $1 | $243 | $243 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-13 | 2020-05-29 | $141 | $1 | $141 | $141 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-14 | 2020-05-29 | $140 | $1 | $140 | $140 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-17 | 2020-05-29 | $139 | $1 | $138 | $138 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-18 | 2020-05-29 | $189 | $1 | $188 | $188 |
| NATURA & CO HDLS SA RGTS | P | 2019-09-09 | 2020-05-29 | $386 | $5 | $381 | $381 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-11 | 2020-05-28 | $196 | $1 | $195 | $195 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-14 | 2020-05-28 | $289 | $1 | $288 | $288 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-15 | 2020-05-28 | $289 | $1 | $287 | $287 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-16 | 2020-05-28 | $576 | $3 | $573 | $573 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-17 | 2020-05-28 | $795 | $4 | $791 | $791 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-18 | 2020-05-28 | $497 | $2 | $494 | $494 |
| NATURA & CO HDLS SA RGTS | P | 2015-12-21 | 2020-05-28 | $651 | $3 | $648 | $648 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-01 | 2020-05-28 | $247 | $1 | $246 | $246 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-02 | 2020-05-28 | $422 | $2 | $421 | $421 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-03 | 2020-05-28 | $378 | $2 | $376 | $376 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-04 | 2020-05-28 | $849 | $4 | $846 | $846 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-05 | 2020-05-28 | $134 | $1 | $134 | $134 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-10 | 2020-05-28 | $189 | $1 | $188 | $188 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-11 | 2020-05-28 | $340 | $2 | $338 | $338 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-12 | 2020-05-28 | $472 | $2 | $470 | $470 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-15 | 2020-05-28 | $283 | $1 | $282 | $282 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-16 | 2020-05-28 | $378 | $2 | $376 | $376 |
| NATURA & CO HDLS SA RGTS | P | 2016-02-17 | 2020-05-28 | $246 | $1 | $245 | $245 |
| NATURA & CO HDLS SA RGTS | P | 2018-08-29 | 2020-05-28 | $179 | $1 | $179 | $179 |
| NATURA & CO HDLS SA RGTS | P | 2018-08-30 | 2020-05-28 | $258 | $1 | $257 | $257 |
| NATURA & CO HDLS SA RGTS | P | 2018-08-31 | 2020-05-28 | $369 | $2 | $367 | $367 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-04 | 2020-05-28 | $256 | $1 | $255 | $255 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-05 | 2020-05-28 | $266 | $1 | $264 | $264 |
| NATURA & CO HDLS SA RGTS | P | 2018-09-06 | 2020-05-28 | $1,553 | $8 | $1,545 | $1,545 |
| NATURA &CO HLDG COM NPV | P | 2015-06-16 | 2020-06-23 | $95,051 | $53,694 | $41,357 | $41,357 |
| NATURA &CO HLDG COM NPV | P | 2015-06-17 | 2020-06-23 | $52,920 | $30,783 | $22,137 | $22,137 |
| NATURA &CO HLDG COM NPV | P | 2015-06-18 | 2020-06-23 | $30,206 | $17,381 | $12,825 | $12,825 |
| NATURA &CO HLDG COM NPV | P | 2015-06-19 | 2020-06-23 | $49,254 | $28,159 | $21,096 | $21,096 |
| NATURA &CO HLDG COM NPV | P | 2015-06-22 | 2020-06-23 | $48,102 | $27,916 | $20,186 | $20,186 |
| NATURA &CO HLDG COM NPV | P | 2015-06-23 | 2020-06-23 | $53,224 | $30,535 | $22,689 | $22,689 |
| NATURA &CO HLDG COM NPV | P | 2015-06-24 | 2020-06-23 | $9,436 | $5,356 | $4,080 | $4,080 |
| NATURA &CO HLDG COM NPV | P | 2015-06-26 | 2020-06-25 | $179,353 | $98,665 | $80,688 | $80,688 |
| NATURA &CO HLDG COM NPV | P | 2015-06-08 | 2020-06-19 | $2,938 | $1,841 | $1,097 | $1,097 |
| NATURA &CO HLDG COM NPV | P | 2015-06-09 | 2020-06-19 | $56,267 | $35,902 | $20,365 | $20,365 |
| NATURA &CO HLDG COM NPV | P | 2015-06-10 | 2020-06-19 | $129,225 | $79,492 | $49,733 | $49,733 |
| NATURA &CO HLDG COM NPV | P | 2015-06-11 | 2020-06-19 | $63,588 | $39,023 | $24,565 | $24,565 |
| NATURA &CO HLDG COM NPV | P | 2015-06-12 | 2020-06-19 | $95,001 | $56,423 | $38,578 | $38,578 |
| NATURA &CO HLDG COM NPV | P | 2015-06-15 | 2020-06-19 | $6,900 | $4,009 | $2,891 | $2,891 |
| NATURA &CO HLDG COM NPV | P | 2015-05-21 | 2020-03-06 | $216,090 | $122,412 | $93,678 | $93,678 |
| NATURA &CO HLDG COM NPV | P | 2015-05-26 | 2020-03-06 | $57,497 | $30,127 | $27,371 | $27,371 |
| NATURA &CO HLDG COM NPV | P | 2015-06-05 | 2020-03-27 | $10,216 | $8,561 | $1,656 | $1,656 |
| NATURA &CO HLDG COM NPV | P | 2016-02-04 | 2020-07-06 | $96,035 | $41,886 | $54,149 | $54,149 |
| NATURA &CO HLDG COM NPV | P | 2016-02-05 | 2020-07-06 | $18,416 | $8,188 | $10,229 | $10,229 |
| NATURA &CO HLDG COM NPV | P | 2016-02-10 | 2020-07-06 | $12,993 | $5,584 | $7,409 | $7,409 |
| NATURA &CO HLDG COM NPV | P | 2015-05-26 | 2020-03-09 | $6,538 | $3,612 | $2,926 | $2,926 |
| NATURA &CO HLDG COM NPV | P | 2015-05-27 | 2020-03-09 | $28,798 | $16,146 | $12,651 | $12,651 |
| NATURA &CO HLDG COM NPV | P | 2016-02-12 | 2020-07-08 | $29,206 | $12,585 | $16,622 | $16,622 |
| NATURA &CO HLDG COM NPV | P | 2016-02-15 | 2020-07-08 | $39,086 | $16,978 | $22,107 | $22,107 |
| NATURA &CO HLDG COM NPV | P | 2016-02-16 | 2020-07-08 | $52,109 | $22,352 | $29,757 | $29,757 |
| NATURA &CO HLDG COM NPV | P | 2016-02-17 | 2020-07-08 | $33,907 | $14,630 | $19,278 | $19,278 |
| NATURA &CO HLDG COM NPV | P | 2018-08-29 | 2020-07-08 | $24,768 | $11,534 | $13,233 | $13,233 |
| NATURA &CO HLDG COM NPV | P | 2018-08-30 | 2020-07-08 | $35,602 | $16,330 | $19,273 | $19,273 |
| NATURA &CO HLDG COM NPV | P | 2018-08-31 | 2020-07-08 | $50,922 | $22,970 | $27,952 | $27,952 |
| NATURA &CO HLDG COM NPV | P | 2018-09-04 | 2020-07-08 | $35,340 | $16,203 | $19,137 | $19,137 |
| NATURA &CO HLDG COM NPV | P | 2018-09-05 | 2020-07-08 | $36,666 | $16,840 | $19,826 | $19,826 |
| NATURA &CO HLDG COM NPV | P | 2018-09-06 | 2020-07-08 | $378,157 | $171,053 | $207,104 | $207,104 |
| NATURA &CO HLDG COM NPV | P | 2018-09-10 | 2020-07-08 | $34,462 | $16,067 | $18,395 | $18,395 |
| NATURA &CO HLDG COM NPV | P | 2018-09-11 | 2020-07-08 | $41,074 | $18,713 | $22,361 | $22,361 |
| NATURA &CO HLDG COM NPV | P | 2018-09-12 | 2020-07-08 | $40,041 | $17,900 | $22,142 | $22,142 |
| NATURA &CO HLDG COM NPV | P | 2018-09-13 | 2020-07-08 | $23,134 | $10,174 | $12,960 | $12,960 |
| NATURA &CO HLDG COM NPV | P | 2018-09-14 | 2020-07-08 | $22,964 | $10,010 | $12,954 | $12,954 |
| NATURA &CO HLDG COM NPV | P | 2018-09-17 | 2020-07-08 | $22,687 | $9,894 | $12,793 | $12,793 |
| NATURA &CO HLDG COM NPV | P | 2018-09-18 | 2020-07-08 | $30,963 | $13,591 | $17,372 | $17,372 |
| NATURA &CO HLDG COM NPV | P | 2019-09-09 | 2020-07-08 | $63,191 | $65,532 | -$2,341 | -$2,341 |
| NATURA &CO HLDG COM NPV | P | 2015-06-24 | 2020-06-24 | $72,538 | $41,510 | $31,029 | $31,029 |
| NATURA &CO HLDG COM NPV | P | 2015-06-25 | 2020-06-24 | $76,325 | $41,696 | $34,629 | $34,629 |
| NATURA &CO HLDG COM NPV | P | 2015-06-26 | 2020-06-24 | $6,415 | $3,493 | $2,922 | $2,922 |
| NATURA &CO HLDG COM NPV | P | 2015-06-26 | 2020-06-26 | $24,485 | $13,892 | $10,593 | $10,593 |
| NATURA &CO HLDG COM NPV | P | 2015-06-15 | 2020-06-22 | $61,013 | $36,543 | $24,470 | $24,470 |
| NATURA &CO HLDG COM NPV | P | 2015-06-16 | 2020-06-22 | $10,368 | $6,086 | $4,282 | $4,282 |
| NATURA &CO HLDG COM NPV | P | 2015-06-05 | 2020-06-18 | $14,542 | $8,914 | $5,627 | $5,627 |
| NATURA &CO HLDG COM NPV | P | 2015-06-08 | 2020-06-18 | $56,915 | $35,756 | $21,160 | $21,160 |
| NATURA &CO HLDG COM NPV | P | 2015-05-19 | 2020-03-03 | $206,034 | $100,346 | $105,688 | $105,688 |
| NATURA &CO HLDG COM NPV | P | 2015-05-21 | 2020-03-03 | $133,289 | $64,474 | $68,815 | $68,815 |
| NATURA &CO HLDG COM NPV | P | 2015-05-27 | 2020-03-10 | $38,486 | $22,204 | $16,282 | $16,282 |
| NATURA &CO HLDG COM NPV | P | 2015-05-28 | 2020-03-10 | $34,355 | $20,173 | $14,183 | $14,183 |
| NATURA &CO HLDG COM NPV | P | 2015-05-29 | 2020-03-10 | $133,527 | $78,417 | $55,110 | $55,110 |
| NATURA &CO HLDG COM NPV | P | 2015-06-01 | 2020-03-10 | $7,316 | $4,260 | $3,056 | $3,056 |
| NATURA &CO HLDG COM NPV | P | 2015-05-21 | 2020-03-05 | $106,060 | $54,711 | $51,349 | $51,349 |
| NATURA &CO HLDG COM NPV | P | 2015-10-13 | 2020-07-01 | $44,252 | $17,505 | $26,747 | $26,747 |
| NATURA &CO HLDG COM NPV | P | 2015-12-10 | 2020-07-01 | $17,783 | $8,109 | $9,674 | $9,674 |
| NATURA &CO HLDG COM NPV | P | 2015-12-11 | 2020-07-01 | $39,923 | $18,415 | $21,508 | $21,508 |
| NATURA &CO HLDG COM NPV | P | 2015-12-14 | 2020-07-01 | $37,891 | $17,275 | $20,616 | $20,616 |
| NATURA &CO HLDG COM NPV | P | 2015-12-15 | 2020-07-01 | $37,832 | $17,983 | $19,849 | $19,849 |
| NATURA &CO HLDG COM NPV | P | 2015-12-16 | 2020-07-01 | $75,459 | $36,362 | $39,097 | $39,097 |
| NATURA &CO HLDG COM NPV | P | 2015-12-17 | 2020-07-01 | $91,136 | $44,021 | $47,115 | $47,115 |
| NATURA &CO HLDG COM NPV | P | 2015-06-01 | 2020-03-11 | $37,464 | $21,658 | $15,806 | $15,806 |
| NATURA &CO HLDG COM NPV | P | 2015-06-02 | 2020-03-11 | $5,106 | $3,027 | $2,078 | $2,078 |
| NATURA &CO HLDG COM NPV | P | 2015-06-02 | 2020-03-13 | $25,201 | $17,350 | $7,851 | $7,851 |
| NATURA &CO HLDG COM NPV | P | 2015-06-03 | 2020-03-13 | $52,358 | $35,953 | $16,404 | $16,404 |
| NATURA &CO HLDG COM NPV | P | 2015-06-05 | 2020-03-13 | $20,927 | $14,858 | $6,068 | $6,068 |
| NATURA &CO HLDG COM NPV | P | 2015-06-26 | 2020-06-29 | $34,577 | $20,445 | $14,132 | $14,132 |
| NATURA &CO HLDG COM NPV | P | 2015-10-13 | 2020-06-29 | $10,585 | $4,188 | $6,397 | $6,397 |
| NATURA &CO HLDG COM NPV | P | 2015-06-05 | 2020-03-26 | $9,896 | $8,366 | $1,530 | $1,530 |
| NATURA &CO HLDG COM NPV | P | 2015-12-17 | 2020-07-02 | $13,251 | $6,258 | $6,992 | $6,992 |
| NATURA &CO HLDG COM NPV | P | 2015-12-18 | 2020-07-02 | $66,523 | $31,339 | $35,185 | $35,185 |
| NATURA &CO HLDG COM NPV | P | 2015-12-21 | 2020-07-02 | $87,252 | $39,687 | $47,565 | $47,565 |
| NATURA &CO HLDG COM NPV | P | 2016-02-01 | 2020-07-02 | $33,052 | $12,870 | $20,182 | $20,182 |
| NATURA &CO HLDG COM NPV | P | 2016-02-02 | 2020-07-02 | $56,563 | $22,650 | $33,913 | $33,913 |
| NATURA &CO HLDG COM NPV | P | 2016-02-03 | 2020-07-02 | $50,566 | $21,420 | $29,145 | $29,145 |
| NATURA &CO HLDG COM NPV | P | 2016-02-04 | 2020-07-02 | $20,041 | $8,955 | $11,086 | $11,086 |
| NATURA &CO HLDG COM NPV | P | 2016-02-10 | 2020-07-07 | $12,711 | $5,551 | $7,160 | $7,160 |
| NATURA &CO HLDG COM NPV | P | 2016-02-11 | 2020-07-07 | $45,883 | $20,052 | $25,830 | $25,830 |
| NATURA &CO HLDG COM NPV | P | 2016-02-12 | 2020-07-07 | $35,162 | $15,487 | $19,675 | $19,675 |
| NATURA &CO HLDG COM NPV | P | 2015-05-21 | 2020-03-04 | $139,252 | $68,390 | $70,863 | $70,863 |
| NH FOODS LTD NPV | P | 2018-04-09 | 2020-02-20 | $138,985 | $142,487 | -$3,502 | -$3,502 |
| NH FOODS LTD NPV | P | 2018-04-10 | 2020-02-20 | $29,482 | $30,423 | -$941 | -$941 |
| NH FOODS LTD NPV | P | 2018-04-10 | 2020-09-23 | $311,951 | $304,228 | $7,723 | $7,723 |
| NH FOODS LTD NPV | P | 2018-04-10 | 2020-02-21 | $130,837 | $139,076 | -$8,239 | -$8,239 |
| NIKKON HOLDINGS CO LTD NPV | P | 2018-12-18 | 2020-09-23 | $60,951 | $64,683 | -$3,732 | -$3,732 |
| NIKKON HOLDINGS CO LTD NPV | P | 2018-12-19 | 2020-09-23 | $38,377 | $40,446 | -$2,069 | -$2,069 |
| NIKKON HOLDINGS CO LTD NPV | P | 2018-12-20 | 2020-09-23 | $49,664 | $51,561 | -$1,898 | -$1,898 |
| NIKKON HOLDINGS CO LTD NPV | P | 2018-12-21 | 2020-09-23 | $49,664 | $50,182 | -$518 | -$518 |
| NIKKON HOLDINGS CO LTD NPV | P | 2018-12-25 | 2020-09-23 | $42,891 | $41,508 | $1,384 | $1,384 |
| NIKKON HOLDINGS CO LTD NPV | P | 2018-12-26 | 2020-09-23 | $33,862 | $33,211 | $651 | $651 |
| NIKKON HOLDINGS CO LTD NPV | P | 2018-12-27 | 2020-09-23 | $4,515 | $4,674 | -$160 | -$160 |
| NISSIN KOGYO NPV | P | 2013-12-20 | 2020-03-06 | $386,572 | $377,044 | $9,527 | $9,527 |
| NISSIN KOGYO NPV | P | 2013-12-24 | 2020-03-06 | $89,852 | $88,360 | $1,492 | $1,492 |
| NISSIN KOGYO NPV | P | 2014-04-08 | 2020-03-18 | $109,628 | $106,384 | $3,244 | $3,244 |
| NISSIN KOGYO NPV | P | 2014-04-16 | 2020-03-18 | $115,608 | $107,215 | $8,393 | $8,393 |
| NISSIN KOGYO NPV | P | 2016-04-15 | 2020-03-25 | $81,625 | $59,253 | $22,373 | $22,373 |
| NISSIN KOGYO NPV | P | 2016-04-18 | 2020-03-25 | $157,420 | $111,422 | $45,999 | $45,999 |
| NISSIN KOGYO NPV | P | 2016-12-21 | 2020-03-25 | $21,378 | $17,200 | $4,178 | $4,178 |
| NISSIN KOGYO NPV | P | 2016-12-22 | 2020-03-25 | $42,756 | $34,442 | $8,314 | $8,314 |
| NISSIN KOGYO NPV | P | 2016-12-27 | 2020-03-25 | $7,774 | $6,261 | $1,513 | $1,513 |
| NISSIN KOGYO NPV | P | 2016-12-29 | 2020-03-25 | $68,021 | $55,235 | $12,786 | $12,786 |
| NISSIN KOGYO NPV | P | 2013-12-24 | 2020-03-11 | $12,816 | $12,329 | $487 | $487 |
| NISSIN KOGYO NPV | P | 2014-02-20 | 2020-03-11 | $74,759 | $68,149 | $6,610 | $6,610 |
| NISSIN KOGYO NPV | P | 2014-03-12 | 2020-03-11 | $36,312 | $31,898 | $4,413 | $4,413 |
| NISSIN KOGYO NPV | P | 2014-04-08 | 2020-03-17 | $181,330 | $174,083 | $7,247 | $7,247 |
| NISSIN KOGYO NPV | P | 2016-04-11 | 2020-03-23 | $70,572 | $47,424 | $23,148 | $23,148 |
| NISSIN KOGYO NPV | P | 2016-04-12 | 2020-03-23 | $30,518 | $21,250 | $9,268 | $9,268 |
| NISSIN KOGYO NPV | P | 2017-01-16 | 2020-03-27 | $15,003 | $12,015 | $2,988 | $2,988 |
| NISSIN KOGYO NPV | P | 2017-01-17 | 2020-03-27 | $71,707 | $57,566 | $14,141 | $14,141 |
| NISSIN KOGYO NPV | P | 2014-04-16 | 2020-03-19 | $15,752 | $14,788 | $963 | $963 |
| NISSIN KOGYO NPV | P | 2015-06-24 | 2020-03-19 | $98,448 | $81,620 | $16,828 | $16,828 |
| NISSIN KOGYO NPV | P | 2016-04-11 | 2020-03-19 | $61,038 | $39,734 | $21,304 | $21,304 |
| NISSIN KOGYO NPV | P | 2013-12-20 | 2020-03-03 | $2,074 | $2,038 | $36 | $36 |
| NISSIN KOGYO NPV | P | 2013-12-20 | 2020-03-04 | $22,850 | $22,419 | $431 | $431 |
| NISSIN KOGYO NPV | P | 2014-04-08 | 2020-03-16 | $237,018 | $230,177 | $6,841 | $6,841 |
| NISSIN KOGYO NPV | P | 2016-04-12 | 2020-03-24 | $101,691 | $70,391 | $31,301 | $31,301 |
| NISSIN KOGYO NPV | P | 2016-04-14 | 2020-03-24 | $23,024 | $16,706 | $6,318 | $6,318 |
| NISSIN KOGYO NPV | P | 2014-03-12 | 2020-03-12 | $21,043 | $18,764 | $2,279 | $2,279 |
| NISSIN KOGYO NPV | P | 2014-04-08 | 2020-03-12 | $61,024 | $56,093 | $4,930 | $4,930 |
| NISSIN KOGYO NPV | P | 2016-12-29 | 2020-03-26 | $113,538 | $91,532 | $22,006 | $22,006 |
| NISSIN KOGYO NPV | P | 2016-12-30 | 2020-03-26 | $25,448 | $20,581 | $4,867 | $4,867 |
| NISSIN KOGYO NPV | P | 2017-01-06 | 2020-03-26 | $18,303 | $15,187 | $3,116 | $3,116 |
| NISSIN KOGYO NPV | P | 2017-01-11 | 2020-03-26 | $77,421 | $64,227 | $13,194 | $13,194 |
| NISSIN KOGYO NPV | P | 2017-01-12 | 2020-03-26 | $37,800 | $30,790 | $7,011 | $7,011 |
| NISSIN KOGYO NPV | P | 2017-01-13 | 2020-03-26 | $13,213 | $11,050 | $2,163 | $2,163 |
| NISSIN KOGYO NPV | P | 2017-01-16 | 2020-03-26 | $60,762 | $50,127 | $10,636 | $10,636 |
| NISSIN KOGYO NPV | P | 2014-04-08 | 2020-03-13 | $42,366 | $40,619 | $1,747 | $1,747 |
| NORTHN STS PWR CO 2.2% DUE 08-15-2020 | P | 2016-02-08 | 2020-07-31 | $200,000 | $200,025 | -$25 | -$25 |
| OCCIDENTAL PETE FIXED 2.6% | P | 2019-08-06 | 2020-04-08 | $404,550 | $464,591 | -$60,041 | -$60,041 |
| OCCIDENTAL PETROLEUM CORP 3.5% | P | 2019-08-06 | 2020-03-13 | $194,775 | $263,691 | -$68,916 | -$68,916 |
| OCCIDENTAL PETROLEUM CORP 3.5% | P | 2019-12-20 | 2020-03-13 | $55,125 | $76,355 | -$21,230 | -$21,230 |
| ORACLE CORP 2.4% DUE 09-15-2023 | P | 2016-06-29 | 2020-10-28 | $124,203 | $117,992 | $6,211 | $6,211 |
| ORACLE CORP 2.4% DUE 09-15-2023 | P | 2017-01-10 | 2020-10-28 | $342,085 | $321,049 | $21,037 | $21,037 |
| ORACLE CORP FIXED 2.8% DUE 04-01-2027 | P | 2020-11-23 | 2020-12-14 | $451,045 | $449,920 | $1,125 | $1,125 |
| ORION CORP KRW500 | P | 2017-04-03 | 2020-11-20 | $52,765 | $36,441 | $16,324 | $16,324 |
| ORION CORP KRW500 | P | 2017-04-04 | 2020-11-20 | $318,539 | $220,963 | $97,576 | $97,576 |
| ORION CORP KRW500 | P | 2017-04-05 | 2020-11-20 | $142,051 | $99,057 | $42,994 | $42,994 |
| ORION CORP KRW500 | P | 2017-04-06 | 2020-11-20 | $142,051 | $99,302 | $42,749 | $42,749 |
| ORION CORP KRW500 | P | 2017-04-07 | 2020-11-20 | $189,402 | $129,422 | $59,980 | $59,980 |
| ORION CORP KRW500 | P | 2017-04-10 | 2020-11-20 | $48,785 | $32,432 | $16,353 | $16,353 |
| ORION CORP KRW500 | P | 2017-04-11 | 2020-11-20 | $95,418 | $62,580 | $32,838 | $32,838 |
| ORION CORP KRW500 | P | 2017-04-12 | 2020-11-20 | $111,919 | $72,836 | $39,084 | $39,084 |
| ORION CORP KRW500 | P | 2017-04-13 | 2020-11-20 | $32,284 | $21,067 | $11,217 | $11,217 |
| ORION CORP KRW500 | P | 2017-04-14 | 2020-11-20 | $50,220 | $33,126 | $17,094 | $17,094 |
| ORION CORP KRW500 | P | 2017-04-17 | 2020-11-20 | $16,501 | $11,289 | $5,212 | $5,212 |
| ORION CORP KRW500 | P | 2017-04-18 | 2020-11-20 | $40,894 | $27,799 | $13,095 | $13,095 |
| ORION CORP KRW500 | P | 2017-04-19 | 2020-11-20 | $38,024 | $26,051 | $11,973 | $11,973 |
| ORION CORP KRW500 | P | 2017-04-20 | 2020-11-20 | $94,701 | $67,825 | $26,876 | $26,876 |
| ORION CORP KRW500 | P | 2017-04-21 | 2020-11-20 | $92,548 | $67,216 | $25,333 | $25,333 |
| ORION CORP KRW500 | P | 2017-04-24 | 2020-11-20 | $83,939 | $62,101 | $21,839 | $21,839 |
| ORION CORP KRW500 | P | 2017-04-25 | 2020-11-20 | $98,288 | $73,655 | $24,633 | $24,633 |
| ORION CORP KRW500 | P | 2017-04-26 | 2020-11-20 | $134,877 | $97,165 | $37,711 | $37,711 |
| ORION CORP KRW500 | P | 2017-04-27 | 2020-11-20 | $86,809 | $61,008 | $25,801 | $25,801 |
| ORION CORP KRW500 | P | 2017-04-28 | 2020-11-20 | $50,220 | $34,850 | $15,371 | $15,371 |
| ORION CORP KRW500 | P | 2017-05-02 | 2020-11-20 | $17,218 | $11,837 | $5,381 | $5,381 |
| ORION CORP KRW500 | P | 2017-05-04 | 2020-11-20 | $57,394 | $40,299 | $17,095 | $17,095 |
| ORION CORP KRW500 | P | 2017-05-08 | 2020-11-20 | $94,701 | $67,322 | $27,379 | $27,379 |
| ORION CORP KRW500 | P | 2017-05-10 | 2020-11-20 | $100,440 | $73,539 | $26,901 | $26,901 |
| ORION CORP KRW500 | P | 2017-05-11 | 2020-11-20 | $99,723 | $75,068 | $24,655 | $24,655 |
| ORION CORP KRW500 | P | 2017-05-12 | 2020-11-20 | $95,418 | $71,743 | $23,675 | $23,675 |
| ORION CORP KRW500 | P | 2017-05-15 | 2020-11-20 | $63,851 | $47,534 | $16,317 | $16,317 |
| ORION CORP KRW500 | P | 2017-09-14 | 2020-11-20 | $17,773 | $13,804 | $3,969 | $3,969 |
| ORION CORP KRW500 | P | 2017-09-19 | 2020-11-20 | $23,225 | $18,233 | $4,992 | $4,992 |
| ORION CORP KRW500 | P | 2017-09-20 | 2020-11-20 | $27,477 | $21,864 | $5,614 | $5,614 |
| ORION CORP KRW500 | P | 2017-09-21 | 2020-11-20 | $35,873 | $28,761 | $7,113 | $7,113 |
| ORION CORP KRW500 | P | 2017-09-25 | 2020-11-20 | $33,147 | $26,092 | $7,055 | $7,055 |
| ORION CORP KRW500 | P | 2017-09-26 | 2020-11-20 | $27,477 | $21,924 | $5,553 | $5,553 |
| ORION CORP KRW500 | P | 2017-09-27 | 2020-11-20 | $17,773 | $14,033 | $3,740 | $3,740 |
| ORION CORP KRW500 | P | 2017-09-28 | 2020-11-20 | $35,982 | $27,516 | $8,466 | $8,466 |
| ORION CORP KRW500 | P | 2017-09-29 | 2020-11-20 | $36,200 | $27,972 | $8,229 | $8,229 |
| ORION CORP KRW500 | P | 2017-10-10 | 2020-11-20 | $41,652 | $31,731 | $9,921 | $9,921 |
| ORION CORP KRW500 | P | 2017-10-11 | 2020-11-20 | $55,391 | $41,029 | $14,362 | $14,362 |
| ORION CORP KRW500 | P | 2017-10-12 | 2020-11-20 | $32,384 | $24,242 | $8,142 | $8,142 |
| ORION CORP KRW500 | P | 2017-10-13 | 2020-11-20 | $20,390 | $15,495 | $4,895 | $4,895 |
| ORION CORP KRW500 | P | 2017-10-16 | 2020-11-20 | $17,773 | $13,622 | $4,152 | $4,152 |
| ORION CORP KRW500 | P | 2019-09-09 | 2020-11-20 | $48,086 | $35,664 | $12,422 | $12,422 |
| ORION CORP KRW500 | P | 2020-07-16 | 2020-11-20 | $27,259 | $28,386 | -$1,127 | -$1,127 |
| ORION CORP KRW500 | P | 2020-07-17 | 2020-11-20 | $30,749 | $32,228 | -$1,479 | -$1,479 |
| ORION CORP KRW500 | P | 2020-07-20 | 2020-11-20 | $28,459 | $29,655 | -$1,196 | -$1,196 |
| ORION CORP KRW500 | P | 2020-07-21 | 2020-11-20 | $21,698 | $22,536 | -$838 | -$838 |
| ORION CORP KRW500 | P | 2017-03-27 | 2020-08-14 | $29,886 | $16,874 | $13,013 | $13,013 |
| ORION CORP KRW500 | P | 2017-03-28 | 2020-08-14 | $83,725 | $47,696 | $36,029 | $36,029 |
| ORION CORP KRW500 | P | 2017-03-29 | 2020-08-14 | $75,793 | $43,124 | $32,669 | $32,669 |
| ORION CORP KRW500 | P | 2017-03-30 | 2020-08-14 | $111,927 | $63,835 | $48,093 | $48,093 |
| ORION CORP KRW500 | P | 2017-03-31 | 2020-08-14 | $86,369 | $48,759 | $37,609 | $37,609 |
| ORION CORP KRW500 | P | 2017-04-03 | 2020-08-14 | $28,602 | $16,080 | $12,522 | $12,522 |
| ORIX CORP NPV | P | 2016-11-11 | 2020-09-23 | $309,480 | $381,231 | -$71,751 | -$71,751 |
| PACCAR FINL CORP 2.5% DUE 08-14-2020 | P | 2015-08-10 | 2020-08-14 | $165,000 | $165,000 | $0 | $0 |
| PACIFIC INDUSTRIAL NPV | P | 2016-08-18 | 2020-09-23 | $12,219 | $14,648 | -$2,429 | -$2,429 |
| PACIFIC INDUSTRIAL NPV | P | 2016-08-19 | 2020-09-23 | $12,219 | $14,792 | -$2,573 | -$2,573 |
| PACIFIC INDUSTRIAL NPV | P | 2016-08-23 | 2020-09-23 | $30,078 | $36,178 | -$6,100 | -$6,100 |
| PACIFIC INDUSTRIAL NPV | P | 2016-08-26 | 2020-09-23 | $8,459 | $10,283 | -$1,824 | -$1,824 |
| PACIFIC INDUSTRIAL NPV | P | 2016-09-09 | 2020-09-23 | $28,198 | $35,077 | -$6,880 | -$6,880 |
| PACIFIC INDUSTRIAL NPV | P | 2016-09-12 | 2020-09-23 | $40,417 | $48,804 | -$8,387 | -$8,387 |
| PACIFIC INDUSTRIAL NPV | P | 2016-09-13 | 2020-09-23 | $12,219 | $14,880 | -$2,661 | -$2,661 |
| PAGERDUTY | P | 2013-01-15 | 2020-01-22 | $73,041 | $2,410 | $70,631 | $70,631 |
| PAGERDUTY | P | 2013-01-15 | 2020-01-22 | $27,439 | $905 | $26,533 | $26,533 |
| PAGERDUTY | P | 2013-01-15 | 2020-02-26 | $284,674 | $12,253 | $272,421 | $272,421 |
| PAGERDUTY | P | 2013-01-15 | 2020-04-09 | $176,323 | $8,028 | $168,295 | $168,295 |
| PAGERDUTY | P | 2013-01-15 | 2020-04-16 | $126,008 | $5,446 | $120,562 | $120,562 |
| PAGERDUTY | P | 2013-01-15 | 2020-04-17 | $256,804 | $10,892 | $245,912 | $245,912 |
| PAGERDUTY | P | 2013-01-15 | 2020-04-17 | $263,782 | $10,892 | $252,890 | $252,890 |
| PAGERDUTY | P | 2013-01-15 | 2020-04-20 | $190,615 | $7,620 | $182,995 | $182,995 |
| PAGERDUTY | P | 2013-01-15 | 2020-04-20 | $81,838 | $3,272 | $78,566 | $78,566 |
| PAGERDUTY | P | 2013-01-15 | 2020-04-20 | $122,836 | $4,757 | $118,079 | $118,079 |
| PAGERDUTY | P | 2014-07-29 | 2020-04-20 | $158,440 | $26,562 | $131,877 | $131,877 |
| PAGERDUTY | P | 2014-07-29 | 2020-04-22 | $131,957 | $23,055 | $108,901 | $108,901 |
| PAGERDUTY | P | 2017-04-13 | 2020-04-22 | $1,811 | $900 | $911 | $911 |
| PAGERDUTY | P | 2018-08-24 | 2020-04-22 | $1,116 | $905 | $212 | $212 |
| PELOTON | P | 2017-04-18 | 2020-03-31 | $42,148 | $8,027 | $34,121 | $34,121 |
| PELOTON | P | 2017-04-18 | 2020-03-30 | $42,089 | $8,027 | $34,062 | $34,062 |
| PELOTON | P | 2017-04-18 | 2020-04-01 | $43,141 | $8,027 | $35,114 | $35,114 |
| PELOTON | P | 2017-04-18 | 2020-04-13 | $45,903 | $8,005 | $37,898 | $37,898 |
| PELOTON | P | 2017-04-18 | 2020-04-13 | $138,206 | $24,103 | $114,103 | $114,103 |
| PELOTON | P | 2017-04-18 | 2020-04-13 | $93,568 | $16,054 | $77,513 | $77,513 |
| PELOTON | P | 2017-04-18 | 2020-04-13 | $88,514 | $16,054 | $72,460 | $72,460 |
| PELOTON | P | 2017-04-18 | 2020-04-13 | $92,323 | $16,054 | $76,269 | $76,269 |
| PELOTON | P | 2017-04-18 | 2020-04-15 | $50,122 | $8,005 | $42,117 | $42,117 |
| PELOTON | P | 2017-04-18 | 2020-04-15 | $96,322 | $16,054 | $80,268 | $80,268 |
| PELOTON | P | 2017-04-18 | 2020-04-15 | $98,099 | $16,054 | $82,045 | $82,045 |
| PELOTON | P | 2017-04-18 | 2020-04-15 | $100,546 | $16,032 | $84,513 | $84,513 |
| PELOTON | P | 2017-04-18 | 2020-09-09 | $536,008 | $32,845 | $503,163 | $503,163 |
| PELOTON | P | 2017-04-18 | 2020-09-10 | $234,664 | $13,138 | $221,526 | $221,526 |
| PELOTON | P | 2017-04-18 | 2020-09-09 | $220,477 | $13,138 | $207,339 | $207,339 |
| PELOTON | P | 2017-04-18 | 2020-09-15 | $103,731 | $6,569 | $97,162 | $97,162 |
| PELOTON | P | 2017-04-18 | 2020-11-04 | $102,700 | $4,764 | $97,936 | $97,936 |
| PELOTON | P | 2017-04-18 | 2020-11-05 | $212,398 | $9,528 | $202,870 | $202,870 |
| PELOTON | P | 2017-04-18 | 2020-11-05 | $214,384 | $9,528 | $204,856 | $204,856 |
| PELOTON | P | 2017-04-18 | 2020-11-05 | $34,690 | $1,507 | $33,183 | $33,183 |
| PELOTON | P | 2018-08-30 | 2020-11-05 | $184,680 | $21,371 | $163,309 | $163,309 |
| PELOTON | P | 2018-08-30 | 2020-11-06 | $229,344 | $25,386 | $203,958 | $203,958 |
| PELOTON | P | 2018-08-30 | 2020-11-06 | $113,293 | $12,707 | $100,585 | $100,585 |
| PEPSICO INC 1.625% DUE 05-01-2030 | P | 2020-04-29 | 2020-10-28 | $406,368 | $393,376 | $12,992 | $12,992 |
| PFIZER INC COM | P | 2020-01-02 | 2020-11-18 | $482 | $0 | $482 | $482 |
| PFIZER INC COM | P | 2020-01-02 | 2020-11-18 | $4,394 | $0 | $4,394 | $4,394 |
| PFIZER INC COM | P | 2020-01-02 | 2020-11-18 | $747 | $0 | $747 | $747 |
| P | 2011-10-03 | 2020-06-18 | $97,193 | $3,049 | $94,144 | $94,144 | |
| P | 2011-10-03 | 2020-06-05 | $33,212 | $1,063 | $32,149 | $32,149 | |
| P | 2011-10-03 | 2020-06-18 | $101,515 | $3,187 | $98,327 | $98,327 | |
| P | 2011-10-03 | 2020-06-18 | $1,293,833 | $40,199 | $1,253,634 | $1,253,634 | |
| P | 2011-10-03 | 2020-06-19 | $619,145 | $18,593 | $600,552 | $600,552 | |
| P | 2011-10-03 | 2020-06-19 | $719,459 | $21,606 | $697,853 | $697,853 | |
| P | 2011-10-03 | 2020-06-23 | $1,077,283 | $32,212 | $1,045,071 | $1,045,071 | |
| P | 2011-10-03 | 2020-06-23 | $267,112 | $7,987 | $259,125 | $259,125 | |
| P | 2011-10-03 | 2020-06-04 | $518,086 | $17,050 | $501,036 | $501,036 | |
| P | 2011-10-03 | 2020-07-06 | $308,672 | $8,567 | $300,105 | $300,105 | |
| P | 2012-05-16 | 2020-07-06 | $27,420 | $4,936 | $22,483 | $22,483 | |
| P | 2012-05-16 | 2020-07-06 | $832,621 | $150,846 | $681,775 | $681,775 | |
| P | 2013-02-20 | 2020-07-06 | $7,604 | $1,915 | $5,690 | $5,690 | |
| P | 2013-02-20 | 2020-07-06 | $306,410 | $77,147 | $229,264 | $229,264 | |
| P | 2013-02-20 | 2020-07-06 | $183,429 | $46,183 | $137,246 | $137,246 | |
| P | 2013-02-20 | 2020-07-08 | $35,826 | $8,736 | $27,091 | $27,091 | |
| P | 2013-02-20 | 2020-07-08 | $82,539 | $20,125 | $62,414 | $62,414 | |
| P | 2013-02-20 | 2020-07-08 | $54,112 | $13,194 | $40,918 | $40,918 | |
| P | 2013-02-20 | 2020-07-08 | $99,973 | $24,325 | $75,649 | $75,649 | |
| P | 2013-02-20 | 2020-07-08 | $81,355 | $19,795 | $61,561 | $61,561 | |
| P | 2015-06-11 | 2020-07-08 | $44,599 | $36,015 | $8,584 | $8,584 | |
| P | 2015-06-11 | 2020-07-09 | $115,764 | $91,136 | $24,628 | $24,628 | |
| P | 2011-10-03 | 2020-08-18 | $219,242 | $4,248 | $214,994 | $214,994 | |
| P | 2011-10-03 | 2020-08-19 | $803,355 | $15,499 | $787,856 | $787,856 | |
| P | 2011-10-03 | 2020-09-02 | $1,064,012 | $19,746 | $1,044,266 | $1,044,266 | |
| P | 2011-10-03 | 2020-09-01 | $1,040,059 | $19,746 | $1,020,313 | $1,020,313 | |
| P | 2011-10-03 | 2020-09-22 | $538,976 | $9,973 | $529,003 | $529,003 | |
| P | 2013-02-20 | 2020-09-22 | $330,406 | $55,107 | $275,299 | $275,299 | |
| P | 2013-02-20 | 2020-09-22 | $197,792 | $32,989 | $164,803 | $164,803 | |
| P | 2011-10-03 | 2020-11-06 | $388,278 | $4,333 | $383,945 | $383,945 | |
| P | 2011-10-03 | 2020-11-19 | $792,125 | $8,666 | $783,459 | $783,459 | |
| P | 2011-10-03 | 2020-11-20 | $808,801 | $8,666 | $800,135 | $800,135 | |
| P | 2011-10-03 | 2020-11-27 | $829,082 | $8,666 | $820,416 | $820,416 | |
| P | 2011-10-03 | 2020-12-09 | $35,945 | $360 | $35,585 | $35,585 | |
| P | 2011-10-03 | 2020-12-10 | $750,767 | $7,548 | $743,218 | $743,218 | |
| P | 2013-02-20 | 2020-12-10 | $75,334 | $6,827 | $68,507 | $68,507 | |
| P | 2013-02-20 | 2020-12-23 | $88,473 | $7,652 | $80,821 | $80,821 | |
| P | 2013-02-20 | 2020-12-23 | $31,892 | $2,758 | $29,134 | $29,134 | |
| P | 2013-10-23 | 2020-12-23 | $162,012 | $18,826 | $143,186 | $143,186 | |
| P | 2013-10-23 | 2020-12-23 | $129,295 | $15,025 | $114,270 | $114,270 | |
| P | 2014-05-15 | 2020-12-23 | $11,031 | $1,498 | $9,533 | $9,533 | |
| P | 2014-05-15 | 2020-12-23 | $13,882 | $1,885 | $11,997 | $11,997 | |
| P | 2014-05-15 | 2020-12-23 | $15,158 | $2,058 | $13,100 | $13,100 | |
| PNC BK N A PITTSBURGH PA 2.7 | P | 2015-05-08 | 2020-01-10 | $484,215 | $471,653 | $12,562 | $12,562 |
| POSCO KRW5000 | P | 2016-10-24 | 2020-11-20 | $32,508 | $33,399 | -$891 | -$891 |
| POSCO KRW5000 | P | 2016-10-25 | 2020-11-20 | $163,384 | $170,739 | -$7,355 | -$7,355 |
| POSCO KRW5000 | P | 2016-10-26 | 2020-11-20 | $190,614 | $197,358 | -$6,743 | -$6,743 |
| POSCO KRW5000 | P | 2016-10-27 | 2020-11-20 | $261,541 | $263,906 | -$2,365 | -$2,365 |
| POSCO KRW5000 | P | 2016-10-28 | 2020-11-20 | $43,273 | $42,577 | $696 | $696 |
| POSCO KRW5000 | P | 2016-12-08 | 2020-11-20 | $241,698 | $268,353 | -$26,655 | -$26,655 |
| POSCO KRW5000 | P | 2016-12-09 | 2020-11-20 | $108,923 | $123,958 | -$15,036 | -$15,036 |
| POSCO KRW5000 | P | 2016-12-12 | 2020-11-20 | $120,110 | $135,684 | -$15,574 | -$15,574 |
| POSCO KRW5000 | P | 2017-03-29 | 2020-11-20 | $270,407 | $327,686 | -$57,279 | -$57,279 |
| POSCO KRW5000 | P | 2017-03-30 | 2020-11-20 | $216,156 | $261,357 | -$45,200 | -$45,200 |
| POSCO KRW5000 | P | 2017-03-31 | 2020-11-20 | $307,981 | $380,769 | -$72,788 | -$72,788 |
| POSCO KRW5000 | P | 2017-04-03 | 2020-11-20 | $126,232 | $152,848 | -$26,616 | -$26,616 |
| POSCO KRW5000 | P | 2019-09-09 | 2020-11-20 | $35,885 | $30,869 | $5,017 | $5,017 |
| POSCO KRW5000 | P | 2019-09-16 | 2020-11-20 | $241,276 | $227,449 | $13,827 | $13,827 |
| POSCO KRW5000 | P | 2019-09-17 | 2020-11-20 | $134,676 | $128,984 | $5,691 | $5,691 |
| POSCO KRW5000 | P | 2019-09-18 | 2020-11-20 | $149,030 | $140,874 | $8,156 | $8,156 |
| POSCO KRW5000 | P | 2020-07-16 | 2020-11-20 | $97,946 | $72,089 | $25,857 | $25,857 |
| POSCO KRW5000 | P | 2016-10-21 | 2020-08-14 | $118,952 | $145,840 | -$26,888 | -$26,888 |
| POSCO KRW5000 | P | 2016-10-24 | 2020-08-14 | $135,970 | $168,080 | -$32,111 | -$32,111 |
| PRECISION CASTPARTS CORP 2.25% | P | 2015-06-01 | 2020-05-15 | $160,000 | $159,997 | $3 | $3 |
| PROGYNY | P | 2011-05-25 | 2020-12-16 | $39,592 | $1,628 | $37,964 | $37,964 |
| PROGYNY | P | 2012-01-20 | 2020-12-21 | $95,542 | $3,255 | $92,287 | $92,287 |
| PROGYNY | P | 2011-05-25 | 2020-12-16 | $13,130 | $525 | $12,605 | $12,605 |
| PROGYNY | P | 2011-05-25 | 2020-12-16 | $67,708 | $2,730 | $64,978 | $64,978 |
| PROGYNY | P | 2011-05-25 | 2020-12-21 | $52,507 | $1,622 | $50,884 | $50,884 |
| PROGYNY | P | 2011-05-25 | 2020-12-16 | $84,730 | $3,255 | $81,475 | $81,475 |
| PROGYNY | P | 2010-05-26 | 2020-12-16 | $717,935 | $28,079 | $689,856 | $689,856 |
| PROGYNY | P | 2011-05-25 | 2020-12-16 | $32,009 | $1,252 | $30,758 | $30,758 |
| PROGYNY | P | 2011-05-25 | 2020-12-16 | $51,222 | $2,003 | $49,218 | $49,218 |
| PROGYNY | P | 2011-05-25 | 2020-12-16 | $98,721 | $3,861 | $94,860 | $94,860 |
| PROGYNY | P | 2012-01-20 | 2020-12-21 | $46,125 | $1,622 | $44,502 | $44,502 |
| PROGYNY | P | 2011-05-25 | 2020-12-21 | $93,858 | $3,255 | $90,602 | $90,602 |
| PROGYNY | P | 2011-05-25 | 2020-12-21 | $37,624 | $1,252 | $36,372 | $36,372 |
| PROGYNY | P | 2012-01-20 | 2020-12-21 | $60,206 | $2,003 | $58,203 | $58,203 |
| PROGYNY | P | 2012-01-20 | 2020-12-21 | $90,790 | $3,255 | $87,535 | $87,535 |
| PROGYNY | P | 2012-01-20 | 2020-12-21 | $45,765 | $1,628 | $44,137 | $44,137 |
| PROGYNY | P | 2012-01-20 | 2020-12-21 | $106,029 | $3,255 | $102,773 | $102,773 |
| PTC THERAPEUTICS INC COM | P | 2020-01-02 | 2020-08-27 | $8,113 | $0 | $8,113 | $8,113 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-03-13 | $175,104 | $175,100 | $4 | $4 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-02-14 | $33,138 | $33,138 | $1 | $1 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-09-14 | $144,401 | $144,398 | $3 | $3 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-05-14 | $174,278 | $174,275 | $4 | $4 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-07-14 | $153,997 | $153,994 | $3 | $3 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-04-14 | $166,900 | $166,897 | $4 | $4 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-06-12 | $154,604 | $154,601 | $3 | $3 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-08-14 | $152,939 | $152,935 | $3 | $3 |
| PVPTL WESTLAKE AUTOMOBILE REC TR 3.39% | P | 2018-01-17 | 2020-10-15 | $24,638 | $24,637 | $1 | $1 |
| PVTPL ABN AMRO BK N V 2.65% | P | 2018-01-09 | 2020-10-28 | $402,096 | $399,982 | $2,114 | $2,114 |
| PVTPL AIR CDA 2013-1 PASS THRU 4.125 | P | 2018-03-02 | 2020-11-01 | $5,008 | $5,089 | -$81 | -$81 |
| PVTPL AIR CDA 2013-1 PASS THRU 4.125 | P | 2018-03-02 | 2020-05-01 | $5,008 | $5,089 | -$81 | -$81 |
| PVTPL ANZ NEW ZEALAND INTL/LDN 2.875% | P | 2017-09-11 | 2020-10-28 | $412,152 | $402,056 | $10,096 | $10,096 |
| PVTPL ANZ NEW ZEALAND INTL/LDN 2.875% | P | 2018-09-12 | 2020-10-28 | $206,076 | $198,113 | $7,963 | $7,963 |
| PVTPL AVIATION CAP GROUP LLC SR NT 144A | P | 2020-07-07 | 2020-10-28 | $60,900 | $57,479 | $3,421 | $3,421 |
| PVTPL AVIATION CAP GROUP LLC SR NT 144A | P | 2020-07-07 | 2020-10-28 | $18,900 | $17,838 | $1,062 | $1,062 |
| PVTPL BNZ INTL FUNDING/LONDON TRANCHE | P | 2016-09-06 | 2020-10-28 | $416,478 | $409,930 | $6,548 | $6,548 |
| PVTPL BRITISH AWYS PASS THRU 3.8% | P | 2018-03-14 | 2020-06-05 | $8,234 | $8,234 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU 3.8% | P | 2018-03-14 | 2020-09-04 | $8,313 | $8,313 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU 3.8% | P | 2018-03-14 | 2020-12-05 | $8,392 | $8,392 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU 3.8% | P | 2018-03-14 | 2020-03-05 | $8,157 | $8,157 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU CTFS 3.35% | P | 2019-07-15 | 2020-12-01 | $29,707 | $29,707 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU CTFS 3.35% | P | 2019-07-15 | 2020-09-01 | $18,944 | $18,944 | ||
| PVTPL BRITISH AWYS PASS THRU CTFS 3.35% | P | 2019-07-15 | 2020-06-01 | $4,562 | $4,562 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU TR 2018-1A | P | 2018-03-14 | 2020-12-05 | $7,342 | $7,342 | ||
| PVTPL BRITISH AWYS PASS THRU TR 2018-1A | P | 2018-03-14 | 2020-03-05 | $7,119 | $7,119 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU TR 2018-1A | P | 2018-03-14 | 2020-09-04 | $7,267 | $7,267 | $0 | $0 |
| PVTPL BRITISH AWYS PASS THRU TR 2018-1A | P | 2018-03-14 | 2020-06-05 | $7,193 | $7,193 | $0 | $0 |
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-09-14 | $7,009 | $7,009 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-05-14 | $3,554 | $3,554 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-01-14 | $20,126 | $20,126 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-06-12 | $4,131 | $4,131 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-10-14 | $12,142 | $12,141 | $1 | $1 |
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-08-14 | $5,968 | $5,968 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-12-14 | $6,789 | $6,789 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-04-14 | $3,737 | $3,737 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-02-14 | $4,564 | $4,564 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-07-14 | $7,515 | $7,515 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-03-13 | $6,834 | $6,834 | ||
| PVTPL BUSINESS JET SECS 2018-2 LLC | P | 2018-06-21 | 2020-11-13 | $3,928 | $3,928 | ||
| PVTPL BUSINESS JET SECS 2020-1 LLC | P | 2020-10-21 | 2020-12-14 | $2,491 | $2,491 | ||
| PVTPL BUSINESS JET SECS 2020-1 LLC | P | 2020-10-21 | 2020-11-13 | $2,913 | $2,913 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-06-12 | $2,610 | $2,610 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-02-14 | $3,643 | $3,643 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-03-13 | $23,247 | $23,246 | $1 | $1 |
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-07-14 | $2,381 | $2,381 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-10-14 | $2,738 | $2,738 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-01-14 | $44,643 | $44,642 | $1 | $1 |
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-08-14 | $2,872 | $2,872 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-09-14 | $5,560 | $5,560 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-05-14 | $2,822 | $2,822 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-04-14 | $5,721 | $5,721 | ||
| PVTPL BUSINESS JET SECS LLC SECD | P | 2018-02-21 | 2020-11-16 | $208,658 | $208,655 | $4 | $4 |
| PVTPL CAMERON LNG LLC 2.902% 07-15-2031 | P | 2019-12-05 | 2020-10-28 | $279,590 | $256,000 | $23,590 | $23,590 |
| PVTPL CARGILL INC 3.3 DUE 03-01-2022 BEO | P | 2015-09-04 | 2020-10-01 | $180,682 | $175,942 | $4,740 | $4,740 |
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-11-01 | $5,483 | $5,483 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-08-01 | $5,434 | $5,434 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-03-01 | $5,872 | $5,872 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-05-01 | $5,644 | $5,644 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-04-01 | $5,369 | $5,368 | $1 | $1 |
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-09-01 | $5,450 | $5,450 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-10-01 | $5,723 | $5,723 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-02-01 | $5,336 | $5,335 | $1 | $1 |
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-06-01 | $5,401 | $5,401 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-07-01 | $5,675 | $5,675 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-01-01 | $5,320 | $5,320 | ||
| PVTPL CMO DBWF 2015-LCM MTG TR COML MTG | P | 2015-06-17 | 2020-12-01 | $5,755 | $5,755 | ||
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-01-24 | $1,135 | $1,027 | $108 | $108 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-04-24 | $2,650 | $2,398 | $252 | $252 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-09-24 | $77 | $70 | $7 | $7 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-11-24 | $70 | $64 | $7 | $7 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-03-24 | $2,068 | $1,872 | $196 | $196 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-12-24 | $1,396 | $1,264 | $133 | $133 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-06-24 | $78 | $71 | $7 | $7 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-02-24 | $819 | $741 | $78 | $78 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-05-22 | $47 | $42 | $4 | $4 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-08-24 | $495 | $448 | $47 | $47 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-07-24 | $145 | $132 | $14 | $14 |
| PVTPL CMO IMPAC SECD ASSETS CORP 2006-1 | P | 2015-06-12 | 2020-10-23 | $1,637 | $1,481 | $155 | $155 |
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-05-01 | $2,002 | $2,002 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-01-01 | $13,889 | $13,889 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-04-01 | $12,503 | $12,503 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-11-01 | $9,693 | $9,693 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-10-01 | $5,559 | $5,559 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-07-01 | $8,996 | $8,995 | $1 | $1 |
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-09-01 | $2,691 | $2,691 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-02-01 | $14,430 | $14,430 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-03-01 | $18,700 | $18,699 | $1 | $1 |
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-08-01 | $6,198 | $6,198 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-06-01 | $8,220 | $8,220 | ||
| PVTPL COLONY AMERN FIN 2016-2 LTD | P | 2016-11-02 | 2020-12-01 | $4,181 | $4,181 | ||
| PVTPL COMMONWEALTH BK AUSTRALIA MEDIUM | P | 2019-08-13 | 2020-10-28 | $260,288 | $251,533 | $8,754 | $8,754 |
| PVTPL CPS AUTO TR 2018-C NT CL C 3.68% | P | 2018-07-11 | 2020-11-01 | $256,648 | $256,638 | $10 | $10 |
| PVTPL CPS AUTO TR 2018-C NT CL C 3.68% | P | 2018-07-11 | 2020-10-01 | $12,068 | $12,068 | ||
| PVTPL CPS AUTO TR 2018-C NT CL C 3.68% | P | 2018-07-11 | 2020-12-01 | $234,325 | $234,315 | $9 | $9 |
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-02-01 | $11,803 | $11,802 | $1 | $1 |
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-04-01 | $11,583 | $11,582 | $1 | $1 |
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-07-01 | $8,770 | $8,769 | $1 | $1 |
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-08-01 | $9,286 | $9,286 | ||
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-01-01 | $10,680 | $10,680 | ||
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-03-01 | $10,524 | $10,524 | ||
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-05-01 | $9,613 | $9,613 | ||
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-06-01 | $9,391 | $9,391 | ||
| PVTPL CPS AUTO TR 2019-A NT CL A 3.18% | P | 2019-01-16 | 2020-09-15 | $9,030 | $9,030 | ||
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-06-12 | $26,766 | $26,761 | $5 | $5 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-05-14 | $25,377 | $25,372 | $5 | $5 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-04-14 | $28,629 | $28,623 | $6 | $6 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-09-14 | $23,949 | $23,944 | $5 | $5 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-12-14 | $21,194 | $21,189 | $4 | $4 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-10-14 | $23,181 | $23,177 | $5 | $5 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-11-13 | $23,552 | $23,547 | $5 | $5 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-07-14 | $27,069 | $27,064 | $5 | $5 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-03-13 | $30,852 | $30,845 | $6 | $6 |
| PVTPL CREDIT ACCEP AUTO SER 18-1A CL A | P | 2018-02-13 | 2020-08-14 | $26,955 | $26,950 | $5 | $5 |
| PVTPL DAIMLER FIN NORTH AMER LLC 2.45% | P | 2015-05-11 | 2020-05-18 | $200,000 | $200,000 | $0 | $0 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-06-12 | $27,463 | $27,459 | $4 | $4 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-10-14 | $23,448 | $23,445 | $4 | $4 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-03-13 | $32,995 | $32,990 | $5 | $5 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-04-14 | $34,505 | $34,499 | $5 | $5 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-08-14 | $27,008 | $27,004 | $4 | $4 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-02-14 | $10,053 | $10,052 | $2 | $2 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-05-14 | $29,908 | $29,903 | $5 | $5 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-09-14 | $24,465 | $24,462 | $4 | $4 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-07-14 | $25,155 | $25,151 | $4 | $4 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES | P | 2018-10-23 | 2020-11-19 | $0 | $0 | $0 | |
| PVTPL EXETER AUTOMOBILE RECEIVABLES TR | P | 2017-01-30 | 2020-01-14 | $19,548 | $19,543 | $4 | $4 |
| PVTPL EXETER AUTOMOBILE RECEIVABLES TR | P | 2017-01-30 | 2020-02-18 | $8,358 | $8,356 | $2 | $2 |
| PVTPL EXETER AUTOMOBILE RECEIVABLESSER | P | 2017-04-19 | 2020-10-14 | $46,824 | $46,481 | $343 | $343 |
| PVTPL EXETER AUTOMOBILE RECEIVABLESSER | P | 2017-04-19 | 2020-08-14 | $48,650 | $48,294 | $356 | $356 |
| PVTPL EXETER AUTOMOBILE RECEIVABLESSER | P | 2017-04-19 | 2020-09-14 | $45,708 | $45,373 | $335 | $335 |
| PVTPL EXETER AUTOMOBILE RECEIVABLESSER | P | 2017-04-19 | 2020-12-14 | $36,263 | $35,998 | $265 | $265 |
| PVTPL EXETER AUTOMOBILE RECEIVABLESSER | P | 2017-04-19 | 2020-07-14 | $7,607 | $7,551 | $56 | $56 |
| PVTPL EXETER AUTOMOBILE RECEIVABLESSER | P | 2017-04-19 | 2020-11-13 | $48,427 | $48,072 | $354 | $354 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-02-14 | $21,042 | $21,040 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-11-17 | $21,519 | $21,517 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-03-17 | $22,584 | $22,582 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-08-17 | $23,752 | $23,750 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-12-17 | $19,742 | $19,741 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-07-17 | $23,435 | $23,433 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-10-16 | $20,495 | $20,493 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-01-17 | $19,201 | $19,200 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-05-15 | $22,275 | $22,273 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-06-17 | $24,269 | $24,267 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-09-17 | $21,957 | $21,955 | $2 | $2 |
| PVTPL FFREED ABS TR SR 19-2 CL A 2.62% | P | 2019-10-09 | 2020-04-17 | $26,545 | $26,543 | $2 | $2 |
| PVTPL FOUNDATION FIN TR SR 20-1A CL A | P | 2020-06-04 | 2020-09-14 | $26,745 | $26,742 | $3 | $3 |
| PVTPL FOUNDATION FIN TR SR 20-1A CL A | P | 2020-06-04 | 2020-07-14 | $24,839 | $24,836 | $3 | $3 |
| PVTPL FOUNDATION FIN TR SR 20-1A CL A | P | 2020-06-04 | 2020-12-14 | $21,886 | $21,884 | $2 | $2 |
| PVTPL FOUNDATION FIN TR SR 20-1A CL A | P | 2020-06-04 | 2020-10-14 | $26,014 | $26,011 | $3 | $3 |
| PVTPL FOUNDATION FIN TR SR 20-1A CL A | P | 2020-06-04 | 2020-08-14 | $27,730 | $27,727 | $3 | $3 |
| PVTPL FOUNDATION FIN TR SR 20-1A CL A | P | 2020-06-04 | 2020-11-13 | $24,686 | $24,684 | $3 | $3 |
| PVTPL FOX CORP GTD SR NT 144A 4.709% | P | 2019-01-15 | 2020-02-04 | $104,338 | $90,000 | $14,338 | $14,338 |
| PVTPL GLENCORE FDG LLC 4.875% 03-12-2029 | P | 2019-12-10 | 2020-08-25 | $225,619 | $205,788 | $19,830 | $19,830 |
| PVTPL GLENCORE FDG LLC 4.875% 03-12-2029 | P | 2019-12-10 | 2020-08-25 | $246,501 | $225,182 | $21,319 | $21,319 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-06-12 | $860 | $860 | ||
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-08-14 | $981 | $981 | ||
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-05-14 | $921 | $921 | ||
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-09-14 | $1,017 | $1,016 | $1 | $1 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-01-14 | $791 | $790 | $1 | $1 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-07-14 | $860 | $860 | ||
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-11-13 | $993 | $993 | ||
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-10-14 | $3,016 | $3,014 | $1 | $1 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-02-14 | $956 | $955 | $1 | $1 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-12-14 | $974 | $973 | $1 | $1 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-04-14 | $1,904 | $1,903 | $1 | $1 |
| PVTPL GOODGREEN 2017-1 TR NT CL A 144A | P | 2017-04-21 | 2020-03-13 | $936 | $935 | $1 | $1 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-04-17 | $3,168 | $3,247 | -$79 | -$79 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-07-17 | $3,452 | $3,538 | -$86 | -$86 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-02-19 | $3,249 | $3,329 | -$81 | -$81 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-01-17 | $3,662 | $3,753 | -$91 | -$91 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-11-19 | $3,424 | $3,509 | -$85 | -$85 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-03-19 | $3,160 | $3,238 | -$78 | -$78 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-09-18 | $13,639 | $13,978 | -$338 | -$338 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-08-19 | $4,261 | $4,367 | -$106 | -$106 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-10-19 | $4,418 | $4,527 | -$110 | -$110 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-12-18 | $3,317 | $3,399 | -$82 | -$82 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-06-19 | $4,110 | $4,211 | -$102 | -$102 |
| PVTPL HERO FDG SER 2017-1A NT CL A2 | P | 2017-04-21 | 2020-05-19 | $4,667 | $4,782 | -$116 | -$116 |
| PVTPL HILTON GRAND VACATIONS TR SRS | P | 2020-06-02 | 2020-09-24 | $11,775 | $11,775 | ||
| PVTPL HILTON GRAND VACATIONS TR SRS | P | 2020-06-02 | 2020-06-24 | $19,817 | $19,817 | ||
| PVTPL HILTON GRAND VACATIONS TR SRS | P | 2020-06-02 | 2020-10-23 | $19,905 | $19,904 | $1 | $1 |
| PVTPL HILTON GRAND VACATIONS TR SRS | P | 2020-06-02 | 2020-12-24 | $18,377 | $18,376 | $1 | $1 |
| PVTPL HILTON GRAND VACATIONS TR SRS | P | 2020-06-02 | 2020-08-24 | $17,075 | $17,074 | $1 | $1 |
| PVTPL HILTON GRAND VACATIONS TR SRS | P | 2020-06-02 | 2020-07-24 | $18,093 | $18,092 | $1 | $1 |
| PVTPL HILTON GRAND VACATIONS TR SRS | P | 2020-06-02 | 2020-11-24 | $18,075 | $18,075 | ||
| PVTPL ING BK N V 144A 2.05% | P | 2016-08-08 | 2020-10-28 | $253,530 | $249,949 | $3,581 | $3,581 |
| PVTPL KABBAGE ASSET SECURITIZATION LLC | P | 2019-03-12 | 2020-07-14 | $240,930 | $240,927 | $3 | $3 |
| PVTPL KABBAGE ASSET SECURITIZATION LLC | P | 2019-03-12 | 2020-08-14 | $179,011 | $179,009 | $2 | $2 |
| PVTPL KABBAGE ASSET SECURITIZATION LLC | P | 2019-03-12 | 2020-09-14 | $133,428 | $133,426 | $1 | $1 |
| PVTPL KABBAGE ASSET SECURITIZATION LLC | P | 2019-03-12 | 2020-06-12 | $331,959 | $331,956 | $4 | $4 |
| PVTPL KABBAGE ASSET SECURITIZATION LLC | P | 2019-03-12 | 2020-10-15 | $54,672 | $54,672 | $1 | $1 |
| PVTPL LEGACY MTG ASSET TR SR 19-GS5 | P | 2019-07-26 | 2020-03-10 | $1,314,451 | $1,310,580 | $3,871 | $3,871 |
| PVTPL LEGACY MTG ASSET TR SR 19-GS5 | P | 2019-07-26 | 2020-02-24 | $0 | $0 | $0 | |
| PVTPL LEGACY MTG ASSET TR SR 19-GS5 | P | 2019-07-26 | 2020-01-24 | $16,066 | $16,074 | -$8 | -$8 |
| PVTPL LEGACY MTG ASSET TR SR 19-GS5 | P | 2019-07-26 | 2020-02-24 | $9,124 | $9,128 | -$4 | -$4 |
| PVTPL NEXTGEAR FLOORPLAN MASTER OWNER | P | 2017-04-24 | 2020-04-15 | $781,000 | $780,945 | $55 | $55 |
| PVTPL OPORTUN FDG VI LLC ASSET BACKED NT | P | 2017-06-01 | 2020-03-09 | $250,000 | $249,964 | $37 | $37 |
| PVTPL OPORTUN FDG VII LLC SER 17-B CL A | P | 2017-10-04 | 2020-07-08 | $250,000 | $249,935 | $65 | $65 |
| PVTPL PRIN LIFE GLOBAL FDG II GLOBAL | P | 2017-01-03 | 2020-01-10 | $405,000 | $405,000 | $0 | $0 |
| PVTPL PROTECTIVE LIFE GLOBAL FDG 2.262% | P | 2017-04-05 | 2020-04-08 | $300,000 | $300,000 | $0 | $0 |
| PVTPL PURCHASING PWR SER 18-A CL A 3.34% | P | 2018-02-16 | 2020-04-01 | $98,697 | $98,695 | $2 | $2 |
| PVTPL PURCHASING PWR SER 18-A CL A 3.34% | P | 2018-02-16 | 2020-05-01 | $213,864 | $213,860 | $4 | $4 |
| PVTPL PURCHASING PWR SER 18-A CL A 3.34% | P | 2018-02-16 | 2020-07-01 | $185,600 | $185,597 | $3 | $3 |
| PVTPL PURCHASING PWR SER 18-A CL A 3.34% | P | 2018-02-16 | 2020-06-01 | $181,792 | $181,789 | $3 | $3 |
| PVTPL PURCHASING PWR SER 18-A CL A 3.34% | P | 2018-02-16 | 2020-09-01 | $129,930 | $129,927 | $2 | $2 |
| PVTPL PURCHASING PWR SER 18-A CL A 3.34% | P | 2018-02-16 | 2020-08-01 | $154,754 | $154,751 | $3 | $3 |
| PVTPL PURCHASING PWR SER 18-A CL A 3.34% | P | 2018-02-16 | 2020-10-15 | $60,363 | $60,362 | $1 | $1 |
| PVTPL RELIANCE STD LIFE GLOBAL FDG II | P | 2020-01-13 | 2020-05-13 | $117,301 | $119,666 | -$2,365 | -$2,365 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-05-19 | $1,281 | $1,280 | $1 | $1 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-07-17 | $1,075 | $1,074 | $1 | $1 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-01-17 | $1,396 | $1,395 | $1 | $1 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-09-18 | $4,381 | $4,379 | $1 | $1 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-08-19 | $1,045 | $1,045 | ||
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-10-19 | $1,429 | $1,429 | ||
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-06-19 | $1,452 | $1,452 | ||
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-02-19 | $1,548 | $1,548 | ||
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-04-17 | $1,449 | $1,449 | ||
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-12-18 | $608 | $608 | ||
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-11-19 | $1,697 | $1,696 | $1 | $1 |
| PVTPL RENEW 2017-1 FDG NT CL A 144A | P | 2017-04-21 | 2020-03-19 | $822 | $822 | ||
| PVTPL SVENSKA HANDELSBANKEN AB .625% | P | 2020-06-23 | 2020-10-28 | $702,443 | $697,836 | $4,607 | $4,607 |
| PVTPL UBS AG LONDON BRH 2.45% 12-01-2020 | P | 2017-11-27 | 2020-11-02 | $200,000 | $199,995 | $5 | $5 |
| PVTPL UBS AG LONDON BRH NT 144A 1.75% | P | 2020-04-14 | 2020-10-28 | $203,660 | $199,808 | $3,852 | $3,852 |
| PVTPL UPGRADE RECEIVABLES TRUST | P | 2018-10-25 | 2020-04-14 | $11,415 | $11,414 | $1 | $1 |
| PVTPL UPGRADE RECEIVABLES TRUST | P | 2018-10-25 | 2020-03-13 | $12,155 | $12,154 | $1 | $1 |
| PVTPL UPGRADE RECEIVABLES TRUST | P | 2018-10-25 | 2020-01-14 | $12,375 | $12,374 | $1 | $1 |
| PVTPL UPGRADE RECEIVABLES TRUST | P | 2018-10-25 | 2020-05-14 | $10,058 | $10,057 | $1 | $1 |
| PVTPL UPGRADE RECEIVABLES TRUST | P | 2018-10-25 | 2020-02-14 | $12,529 | $12,528 | $1 | $1 |
| PVTPL UPGRADE RECEIVABLES TRUST | P | 2018-10-25 | 2020-06-15 | $2,166 | $2,166 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-09-18 | $50,878 | $50,878 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-06-19 | $41,705 | $41,705 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-05-19 | $41,046 | $41,046 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-07-17 | $51,387 | $51,387 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-12-18 | $46,381 | $46,381 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-04-17 | $69,779 | $69,779 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-08-19 | $53,799 | $53,799 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-10-19 | $50,404 | $50,404 | ||
| PVTPL UPSTART SECURITIZATION TRUST | P | 2020-02-11 | 2020-11-19 | $52,165 | $52,165 | ||
| PVTPL VERICREST OPPORTUNITY LN | P | 2018-10-19 | 2020-01-24 | $26,795 | $26,795 | $0 | $0 |
| PVTPL VERICREST OPPORTUNITY LN | P | 2018-10-19 | 2020-02-04 | $674,324 | $674,324 | $0 | $0 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-02-19 | $43,655 | $43,652 | $3 | $3 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-03-19 | $38,026 | $38,024 | $2 | $2 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-01-17 | $48,402 | $48,398 | $3 | $3 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-06-19 | $29,597 | $29,595 | $2 | $2 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-07-17 | $26,418 | $26,417 | $1 | $1 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-05-19 | $33,151 | $33,149 | $2 | $2 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-04-17 | $36,592 | $36,590 | $2 | $2 |
| PVTPL VERIZON OWNER TR 2017-2 CL A | P | 2017-06-13 | 2020-08-20 | $5,599 | $5,598 | $1 | $1 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-09-18 | $30,366 | $30,360 | $6 | $6 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-04-17 | $46,146 | $46,137 | $9 | $9 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-03-19 | $46,837 | $46,827 | $9 | $9 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-11-19 | $26,053 | $26,048 | $5 | $5 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-10-19 | $27,752 | $27,747 | $6 | $6 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-02-19 | $52,272 | $52,262 | $10 | $10 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-05-19 | $43,152 | $43,143 | $9 | $9 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-08-19 | $33,923 | $33,916 | $7 | $7 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-06-19 | $39,420 | $39,412 | $8 | $8 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-01-17 | $56,040 | $56,029 | $11 | $11 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-07-17 | $36,530 | $36,523 | $7 | $7 |
| PVTPL VERIZON OWNER TR 2017-3 CL A-1A | P | 2017-10-11 | 2020-12-21 | $3,662 | $3,661 | $1 | $1 |
| PVTPL VOLT 2018-FT1 TR PASSTHRU CTF | P | 2018-03-09 | 2020-03-05 | $114,371 | $112,926 | $1,445 | $1,445 |
| PVTPL VOLT 2018-FT1 TR PASSTHRU CTF | P | 2018-03-09 | 2019-12-30 | $4,461 | $4,404 | $56 | $56 |
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-04-17 | $4,714 | $4,714 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-08-19 | $5,014 | $5,013 | $1 | $1 |
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-05-19 | $3,373 | $3,373 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-01-17 | $5,041 | $5,041 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-07-17 | $6,055 | $6,055 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-02-19 | $4,626 | $4,626 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-09-18 | $6,020 | $6,020 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-12-18 | $4,368 | $4,368 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-10-19 | $5,470 | $5,470 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-11-19 | $4,951 | $4,951 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-03-19 | $4,738 | $4,738 | ||
| PVTPL VSE 2018-A VOI MTG LLC SER 18-A | P | 2018-08-07 | 2020-06-19 | $4,382 | $4,381 | $1 | $1 |
| QUALCOMM INC 2.15% DUE 05-20-2030 | P | 2020-05-06 | 2020-09-15 | $501,586 | $473,144 | $28,442 | $28,442 |
| RABOBANK NEDERLAND 1.339% DUE 06-24-2026 | P | 2020-06-17 | 2020-10-28 | $707,462 | $700,000 | $7,462 | $7,462 |
| RAIZNEXT CORP NPV | P | 2013-12-27 | 2020-09-24 | $48,230 | $29,618 | $18,611 | $18,611 |
| RAIZNEXT CORP NPV | P | 2013-12-30 | 2020-09-24 | $317,054 | $200,329 | $116,725 | $116,725 |
| RAIZNEXT CORP NPV | P | 2013-12-27 | 2020-09-23 | $123,673 | $74,775 | $48,898 | $48,898 |
| RAPT THERAPEUTICS | P | 2013-10-30 | 2020-08-13 | $108,778 | $28,938 | $79,840 | $79,840 |
| RAPT THERAPEUTICS | P | 2014-07-31 | 2020-08-13 | $16,374 | $4,356 | $12,018 | $12,018 |
| RAPT THERAPEUTICS | P | 2015-04-07 | 2020-09-22 | $71,966 | $11,490 | $60,476 | $60,476 |
| RAPT THERAPEUTICS | P | 2015-04-07 | 2020-09-22 | $90,606 | $14,466 | $76,140 | $76,140 |
| RAPT THERAPEUTICS | P | 2015-04-07 | 2020-09-22 | $63,322 | $10,110 | $53,212 | $53,212 |
| RAPT THERAPEUTICS | P | 2015-04-07 | 2020-09-30 | $202,749 | $36,060 | $166,689 | $166,689 |
| RAPT THERAPEUTICS | P | 2015-04-07 | 2020-11-16 | $153,463 | $57,006 | $96,457 | $96,457 |
| RAYTHEON CO 2.5 DUE 12-15-2022 | P | 2015-07-14 | 2020-06-10 | $116,423 | $116,303 | $120 | $120 |
| REORG/CITIGROUP REV STK SPLIT CITIGROUP | P | 2020-01-02 | 2020-12-02 | $81 | $0 | $81 | $81 |
| REORG/COUNTRYWIDE FINL STK MERGER TO BOA | P | 2020-01-02 | 2020-06-03 | $584 | $0 | $584 | $584 |
| REORG/MEDTRONIC MANDATORY EXCH MEDTRONIC | P | 2020-01-02 | 2020-04-21 | $945 | $0 | $945 | $945 |
| REORG/MERCK & CO INC COM-NAME CHANGE | P | 2020-01-02 | 2020-01-23 | $9,378 | $0 | $9,378 | $9,378 |
| REORG/MERCK & CO INC COM-NAME CHANGE | P | 2020-01-02 | 2020-11-06 | $122 | $0 | $122 | $122 |
| REORG/SATYAM COMPUTER ADR TERMINATION | P | 2020-01-02 | 2020-12-07 | $2,589 | $0 | $2,589 | $2,589 |
| REPUBLIC SVCS INC 2.9% DUE 07-01-2026 | P | 2016-06-20 | 2020-02-18 | $18,788 | $17,974 | $813 | $813 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-05-27 | $14,239 | $14,194 | $45 | $45 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-06-26 | $12,166 | $12,128 | $38 | $38 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2019-12-27 | $12,395 | $12,356 | $39 | $39 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2019-12-27 | $12,371 | $12,410 | -$39 | -$39 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-02-26 | $11,687 | $11,650 | $37 | $37 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-01-28 | $12,876 | $12,836 | $40 | $40 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-07-24 | $14,839 | $14,793 | $47 | $47 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-03-26 | $10,770 | $10,736 | $34 | $34 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-09-28 | $13,668 | $13,626 | $43 | $43 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-08-26 | $9,398 | $9,368 | $30 | $30 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-04-28 | $9,920 | $9,889 | $31 | $31 |
| RICE PK FING TR FLTG RT 4.625% | P | 2016-11-30 | 2020-10-28 | $249,421 | $248,637 | $784 | $784 |
| RICE PK FING TR FLTG RT 4.625% | P | 2020-03-25 | 2020-10-28 | $5 | $0 | $5 | $5 |
| ROPER TECHNOLOGIES 3% DUE 12-15-2020 | P | 2015-11-30 | 2020-11-16 | $48,000 | $47,998 | $2 | $2 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT | P | 2020-06-03 | 2020-10-28 | $529,646 | $518,332 | $11,314 | $11,314 |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT | P | 2016-01-11 | 2020-10-28 | $200,978 | $199,989 | $989 | $989 |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY | P | 2015-08-17 | 2020-08-03 | $98,000 | $97,996 | $4 | $4 |
| RYDER SYSTEM INC 2.5% 05-11-2020 | P | 2015-05-04 | 2020-05-11 | $142,000 | $142,000 | $0 | $0 |
| RYOSAN CO LTD NPV | P | 2015-08-31 | 2020-09-24 | $8,076 | $9,570 | -$1,494 | -$1,494 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-19 | $3,755 | $4,078 | -$323 | -$323 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-01 | $45,436 | $41,645 | $3,792 | $3,792 |
| RYOSAN CO LTD NPV | P | 2015-08-27 | 2020-09-17 | $661 | $776 | -$116 | -$116 |
| RYOSAN CO LTD NPV | P | 2015-08-28 | 2020-09-17 | $7,346 | $8,819 | -$1,473 | -$1,473 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-25 | $11,271 | $12,233 | -$962 | -$962 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-16 | $8,077 | $8,155 | -$78 | -$78 |
| RYOSAN CO LTD NPV | P | 2015-08-27 | 2020-09-14 | $7,820 | $9,411 | -$1,591 | -$1,591 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-17 | $1,924 | $2,039 | -$115 | -$115 |
| RYOSAN CO LTD NPV | P | 2015-08-31 | 2020-09-25 | $10,145 | $11,962 | -$1,817 | -$1,817 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-10 | $7,950 | $8,329 | -$379 | -$379 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-16 | $49,667 | $48,104 | $1,564 | $1,564 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-11 | $5,924 | $6,116 | -$192 | -$192 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-04 | $20,665 | $18,740 | $1,925 | $1,925 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-28 | $3,697 | $4,078 | -$380 | -$380 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-18 | $8,512 | $8,329 | $183 | $183 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-13 | $6,786 | $6,247 | $540 | $540 |
| RYOSAN CO LTD NPV | P | 2015-08-27 | 2020-09-09 | $12,937 | $16,470 | -$3,532 | -$3,532 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-19 | $36,392 | $35,398 | $994 | $994 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-08 | $13,708 | $12,493 | $1,215 | $1,215 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-05 | $16,067 | $14,576 | $1,491 | $1,491 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-08 | $4,137 | $4,164 | -$28 | -$28 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-28 | $31,690 | $29,151 | $2,539 | $2,539 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-26 | $21,011 | $20,822 | $189 | $189 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-26 | $5,596 | $6,116 | -$521 | -$521 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-21 | $6,504 | $6,247 | $258 | $258 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-27 | $3,751 | $4,078 | -$327 | -$327 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-17 | $6,439 | $6,247 | $193 | $193 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-23 | $707 | $690 | $17 | $17 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-04-23 | $10,006 | $9,724 | $282 | $282 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-15 | $25,702 | $24,987 | $715 | $715 |
| RYOSAN CO LTD NPV | P | 2015-08-31 | 2020-09-28 | $11,103 | $12,752 | -$1,649 | -$1,649 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-12 | $4,512 | $4,164 | $347 | $347 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-02 | $20,542 | $20,822 | -$281 | -$281 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-30 | $4,165 | $4,164 | $1 | $1 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-13 | $4,336 | $4,183 | $153 | $153 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-21 | $16,256 | $16,310 | -$54 | -$54 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-07 | $4,190 | $4,164 | $25 | $25 |
| RYOSAN CO LTD NPV | P | 2015-08-27 | 2020-09-11 | $1,919 | $2,353 | -$433 | -$433 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-20 | $8,000 | $8,155 | -$155 | -$155 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-31 | $1,956 | $2,039 | -$82 | -$82 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-21 | $3,718 | $4,078 | -$359 | -$359 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-15 | $16,248 | $16,310 | -$62 | -$62 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-02-12 | $20,475 | $18,267 | $2,208 | $2,208 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-02-14 | $4,511 | $4,059 | $452 | $452 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-02 | $6,445 | $6,274 | $170 | $170 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-10 | $43,349 | $41,829 | $1,520 | $1,520 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-18 | $5,668 | $6,116 | -$449 | -$449 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-23 | $10,793 | $10,411 | $382 | $382 |
| RYOSAN CO LTD NPV | P | 2015-08-27 | 2020-09-08 | $3,707 | $4,706 | -$999 | -$999 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-27 | $8,073 | $8,155 | -$83 | -$83 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-29 | $8,309 | $8,329 | -$19 | -$19 |
| RYOSAN CO LTD NPV | P | 2015-08-26 | 2020-09-04 | $600 | $763 | -$163 | -$163 |
| RYOSAN CO LTD NPV | P | 2015-08-27 | 2020-09-04 | $6,677 | $8,635 | -$1,957 | -$1,957 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-28 | $6,141 | $6,116 | $25 | $25 |
| RYOSAN CO LTD NPV | P | 2015-08-27 | 2020-09-10 | $9,357 | $11,764 | -$2,407 | -$2,407 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-22 | $6,405 | $6,247 | $158 | $158 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-20 | $21,552 | $20,822 | $730 | $730 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-29 | $77,051 | $70,796 | $6,255 | $6,255 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-04-27 | $19,253 | $18,740 | $512 | $512 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-17 | $1,919 | $2,039 | -$120 | -$120 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-26 | $6,548 | $6,247 | $301 | $301 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-19 | $19,247 | $18,740 | $507 | $507 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-14 | $15,278 | $14,640 | $638 | $638 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-03 | $4,114 | $4,164 | -$50 | -$50 |
| RYOSAN CO LTD NPV | P | 2015-08-28 | 2020-09-23 | $4,716 | $5,599 | -$883 | -$883 |
| RYOSAN CO LTD NPV | P | 2015-08-31 | 2020-09-23 | $3,380 | $3,995 | -$615 | -$615 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-11 | $8,895 | $8,329 | $566 | $566 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-18 | $14,792 | $14,576 | $216 | $216 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-02-10 | $4,574 | $4,059 | $515 | $515 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-14 | $6,654 | $6,247 | $407 | $407 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-02 | $45,999 | $41,645 | $4,354 | $4,354 |
| RYOSAN CO LTD NPV | P | 2015-08-28 | 2020-09-18 | $14,216 | $16,821 | -$2,605 | -$2,605 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-24 | $2,136 | $2,082 | $53 | $53 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-03 | $4,275 | $4,183 | $92 | $92 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-04-28 | $23,679 | $22,905 | $774 | $774 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-10 | $9,012 | $8,329 | $683 | $683 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-07 | $21,579 | $20,915 | $665 | $665 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-04 | $21,655 | $22,426 | -$772 | -$772 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-25 | $4,319 | $4,164 | $155 | $155 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-02-19 | $17,682 | $16,237 | $1,445 | $1,445 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-14 | $1,965 | $2,039 | -$74 | -$74 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-29 | $6,029 | $6,116 | -$87 | -$87 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-02-20 | $8,722 | $8,119 | $603 | $603 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-05-27 | $46,803 | $43,727 | $3,076 | $3,076 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-17 | $7,986 | $8,155 | -$169 | -$169 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-21 | $17,148 | $16,732 | $416 | $416 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-09-01 | $6,113 | $6,789 | -$676 | -$676 |
| RYOSAN CO LTD NPV | P | 2015-08-26 | 2020-09-01 | $3,066 | $3,862 | -$797 | -$797 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-24 | $1,857 | $2,039 | -$182 | -$182 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-01 | $6,175 | $6,247 | -$72 | -$72 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-25 | $8,225 | $8,329 | -$104 | -$104 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-13 | $16,223 | $16,658 | -$435 | -$435 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-09 | $2,280 | $2,082 | $198 | $198 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-09 | $10,170 | $10,411 | -$241 | -$241 |
| RYOSAN CO LTD NPV | P | 2015-08-26 | 2020-09-02 | $14,755 | $18,501 | -$3,746 | -$3,746 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-07-14 | $8,743 | $9,016 | -$273 | -$273 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-14 | $1,353 | $1,366 | -$13 | -$13 |
| RYOSAN CO LTD NPV | P | 2015-08-26 | 2020-09-03 | $1,855 | $2,313 | -$458 | -$458 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-03-27 | $23,605 | $20,967 | $2,638 | $2,638 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-03-27 | $40,377 | $36,956 | $3,421 | $3,421 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-06 | $29,789 | $29,280 | $508 | $508 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-02-21 | $8,614 | $8,119 | $495 | $495 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-17 | $6,594 | $6,274 | $319 | $319 |
| RYOSAN CO LTD NPV | P | 2013-12-25 | 2020-02-13 | $27,098 | $24,356 | $2,742 | $2,742 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-05 | $1,962 | $2,039 | -$77 | -$77 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-16 | $10,809 | $10,411 | $398 | $398 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-12 | $7,942 | $8,155 | -$213 | -$213 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-22 | $2,025 | $2,039 | -$13 | -$13 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-13 | $9,922 | $10,194 | -$272 | -$272 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-20 | $3,717 | $4,078 | -$361 | -$361 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-08-31 | $11,184 | $12,233 | -$1,049 | -$1,049 |
| RYOSAN CO LTD NPV | P | 2014-04-08 | 2020-06-03 | $29,774 | $27,069 | $2,705 | $2,705 |
| RYOSAN CO LTD NPV | P | 2013-12-26 | 2020-04-08 | $4,339 | $4,183 | $156 | $156 |
| RYOSAN CO LTD NPV | P | 2014-04-09 | 2020-07-30 | $9,978 | $10,194 | -$216 | -$216 |
| SAMSUNG ELECTRONIC KRW100 | P | 2007-11-01 | 2020-08-14 | $858,750 | $213,201 | $645,549 | $645,549 |
| SAMSUNG ELECTRONIC KRW100 | P | 2007-11-01 | 2020-11-20 | $711,133 | $149,526 | $561,607 | $561,607 |
| SAMSUNG ELECTRONIC KRW100 | P | 2007-11-01 | 2020-11-20 | $1,162,009 | $244,330 | $917,679 | $917,679 |
| SAMSUNG ELECTRONIC KRW100 | P | 2011-09-08 | 2020-11-20 | $857,042 | $218,830 | $638,212 | $638,212 |
| SAMSUNG ELECTRONIC KRW100 | P | 2011-12-12 | 2020-11-20 | $3,058,804 | $996,148 | $2,062,656 | $2,062,656 |
| SAMSUNG ELECTRONIC KRW100 | P | 2014-05-02 | 2020-11-20 | $1,702,542 | $780,140 | $922,402 | $922,402 |
| SAMSUNG ELECTRONIC KRW100 | P | 2014-11-04 | 2020-11-20 | $1,119,638 | $440,147 | $679,491 | $679,491 |
| SAMSUNG ELECTRONIC KRW100 | P | 2015-10-14 | 2020-11-20 | $300,109 | $114,938 | $185,171 | $185,171 |
| SAMSUNG ELECTRONIC KRW100 | P | 2019-09-09 | 2020-11-20 | $148,900 | $100,881 | $48,019 | $48,019 |
| SAN-A CO LTD NPV | P | 2020-01-10 | 2020-09-23 | $44,526 | $42,428 | $2,098 | $2,098 |
| SAN-A CO LTD NPV | P | 2020-01-14 | 2020-09-23 | $48,978 | $46,245 | $2,733 | $2,733 |
| SAN-A CO LTD NPV | P | 2020-01-15 | 2020-09-23 | $17,810 | $16,731 | $1,080 | $1,080 |
| SAN-A CO LTD NPV | P | 2020-01-16 | 2020-09-23 | $26,715 | $25,125 | $1,591 | $1,591 |
| SAN-A CO LTD NPV | P | 2020-01-17 | 2020-09-23 | $40,073 | $37,618 | $2,455 | $2,455 |
| SAN-A CO LTD NPV | P | 2020-01-20 | 2020-09-23 | $13,358 | $12,704 | $654 | $654 |
| SAN-A CO LTD NPV | P | 2020-01-21 | 2020-09-23 | $26,715 | $25,111 | $1,604 | $1,604 |
| SAN-A CO LTD NPV | P | 2020-01-22 | 2020-09-23 | $13,358 | $12,742 | $616 | $616 |
| SAN-A CO LTD NPV | P | 2020-01-23 | 2020-09-23 | $4,453 | $4,216 | $236 | $236 |
| SANTANDER DR AUTO 3.03% DUE 02-15-2022 | P | 2018-06-20 | 2020-01-15 | $5,429 | $5,429 | ||
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-08-14 | $75,613 | $75,595 | $18 | $18 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-05-14 | $79,430 | $79,411 | $19 | $19 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-03-13 | $103,380 | $103,356 | $24 | $24 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-06-12 | $78,417 | $78,399 | $18 | $18 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-01-14 | $106,258 | $106,234 | $25 | $25 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-02-14 | $105,629 | $105,605 | $25 | $25 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-04-14 | $100,791 | $100,767 | $23 | $23 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-07-14 | $76,637 | $76,619 | $18 | $18 |
| SANTANDER DR AUTO FIXED 2.79% | P | 2017-05-24 | 2020-09-15 | $20,744 | $20,739 | $5 | $5 |
| SANTANDER DR AUTO FIXED 3.73% | P | 2017-05-24 | 2020-09-14 | $8,566 | $8,564 | $2 | $2 |
| SANTANDER DR AUTO FIXED 3.73% | P | 2017-05-24 | 2020-10-14 | $11,866 | $11,864 | $3 | $3 |
| SANTANDER DR AUTO FIXED 3.73% | P | 2017-05-24 | 2020-11-13 | $12,261 | $12,259 | $3 | $3 |
| SANTANDER DR AUTO FIXED 3.73% | P | 2017-05-24 | 2020-12-14 | $10,655 | $10,652 | $2 | $2 |
| SANTANDER DR AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-09-14 | $34,111 | $34,105 | $6 | $6 |
| SANTANDER DR AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-10-14 | $33,776 | $33,770 | $6 | $6 |
| SANTANDER DR AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-11-13 | $35,026 | $35,020 | $6 | $6 |
| SANTANDER DR AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-07-14 | $23,615 | $23,611 | $4 | $4 |
| SANTANDER DR AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-12-14 | $30,926 | $30,921 | $5 | $5 |
| SANTANDER DR AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-08-14 | $36,341 | $36,334 | $6 | $6 |
| SANTANDER DRIVE AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-06-12 | $24,510 | $24,509 | $1 | $1 |
| SANTANDER DRIVE AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-02-14 | $33,995 | $33,994 | $1 | $1 |
| SANTANDER DRIVE AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-01-14 | $32,686 | $32,685 | $1 | $1 |
| SANTANDER DRIVE AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-05-14 | $23,932 | $23,932 | $1 | $1 |
| SANTANDER DRIVE AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-03-13 | $30,758 | $30,757 | $1 | $1 |
| SANTANDER DRIVE AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-04-14 | $30,793 | $30,793 | $1 | $1 |
| SANTANDER DRIVE AUTO RECEIVABLES TR | P | 2017-02-23 | 2020-07-15 | $8,072 | $8,072 | ||
| SECOM CO NPV | P | 2013-12-20 | 2020-09-23 | $103,007 | $64,541 | $38,466 | $38,466 |
| SECOM CO NPV | P | 2013-12-20 | 2020-12-09 | $177,112 | $111,479 | $65,633 | $65,633 |
| SECOM CO NPV | P | 2013-12-20 | 2020-09-03 | $272,072 | $170,153 | $101,919 | $101,919 |
| SELECT INCOME REIT 3.6% DUE 02-01-2020 | P | 2018-03-01 | 2020-01-03 | $325,000 | $325,087 | -$87 | -$87 |
| SHELL INTL FIN B V 2.125% DUE 05-11-2020 | P | 2015-05-06 | 2020-05-11 | $350,000 | $350,000 | $0 | $0 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-06-02 | $68,474 | $44,461 | $24,013 | $24,013 |
| SHINMAYWA INDS NPV | P | 2016-03-15 | 2020-04-03 | $7,728 | $5,888 | $1,839 | $1,839 |
| SHINMAYWA INDS NPV | P | 2016-10-14 | 2020-06-22 | $5,698 | $4,029 | $1,669 | $1,669 |
| SHINMAYWA INDS NPV | P | 2016-10-17 | 2020-06-22 | $9,496 | $6,719 | $2,777 | $2,777 |
| SHINMAYWA INDS NPV | P | 2016-10-18 | 2020-06-22 | $3,799 | $2,733 | $1,065 | $1,065 |
| SHINMAYWA INDS NPV | P | 2016-03-17 | 2020-04-13 | $3,073 | $2,201 | $872 | $872 |
| SHINMAYWA INDS NPV | P | 2016-03-17 | 2020-04-17 | $37,272 | $26,753 | $10,519 | $10,519 |
| SHINMAYWA INDS NPV | P | 2016-03-18 | 2020-04-17 | $24,064 | $17,274 | $6,790 | $6,790 |
| SHINMAYWA INDS NPV | P | 2016-03-15 | 2020-03-25 | $115,136 | $78,754 | $36,382 | $36,382 |
| SHINMAYWA INDS NPV | P | 2017-09-07 | 2020-06-25 | $21,855 | $20,373 | $1,481 | $1,481 |
| SHINMAYWA INDS NPV | P | 2016-03-17 | 2020-04-14 | $17,368 | $12,474 | $4,894 | $4,894 |
| SHINMAYWA INDS NPV | P | 2016-03-22 | 2020-05-20 | $33,212 | $25,018 | $8,194 | $8,194 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-20 | $23,444 | $15,692 | $7,751 | $7,751 |
| SHINMAYWA INDS NPV | P | 2016-10-14 | 2020-06-19 | $24,163 | $16,787 | $7,375 | $7,375 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-06-01 | $48,566 | $32,038 | $16,528 | $16,528 |
| SHINMAYWA INDS NPV | P | 2016-03-18 | 2020-04-23 | $31,227 | $22,748 | $8,479 | $8,479 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-28 | $70,891 | $45,769 | $25,123 | $25,123 |
| SHINMAYWA INDS NPV | P | 2016-03-15 | 2020-04-07 | $48,927 | $36,661 | $12,266 | $12,266 |
| SHINMAYWA INDS NPV | P | 2016-03-16 | 2020-04-07 | $7,063 | $5,312 | $1,750 | $1,750 |
| SHINMAYWA INDS NPV | P | 2017-09-07 | 2020-06-26 | $8,595 | $7,972 | $623 | $623 |
| SHINMAYWA INDS NPV | P | 2017-09-08 | 2020-06-26 | $21,009 | $19,690 | $1,320 | $1,320 |
| SHINMAYWA INDS NPV | P | 2016-10-14 | 2020-06-17 | $15,633 | $10,744 | $4,889 | $4,889 |
| SHINMAYWA INDS NPV | P | 2016-10-06 | 2020-06-04 | $56,285 | $37,861 | $18,424 | $18,424 |
| SHINMAYWA INDS NPV | P | 2016-10-07 | 2020-06-04 | $22,112 | $14,836 | $7,276 | $7,276 |
| SHINMAYWA INDS NPV | P | 2017-09-08 | 2020-06-30 | $47,425 | $44,749 | $2,676 | $2,676 |
| SHINMAYWA INDS NPV | P | 2019-10-28 | 2020-06-30 | $65,446 | $83,665 | -$18,219 | -$18,219 |
| SHINMAYWA INDS NPV | P | 2016-10-07 | 2020-06-05 | $28,057 | $18,883 | $9,174 | $9,174 |
| SHINMAYWA INDS NPV | P | 2016-10-11 | 2020-06-05 | $53,107 | $35,610 | $17,498 | $17,498 |
| SHINMAYWA INDS NPV | P | 2016-03-18 | 2020-04-27 | $29,051 | $21,281 | $7,771 | $7,771 |
| SHINMAYWA INDS NPV | P | 2016-03-18 | 2020-04-20 | $46,068 | $33,022 | $13,046 | $13,046 |
| SHINMAYWA INDS NPV | P | 2016-03-15 | 2020-04-06 | $32,235 | $25,025 | $7,211 | $7,211 |
| SHINMAYWA INDS NPV | P | 2016-03-17 | 2020-04-16 | $12,188 | $8,805 | $3,383 | $3,383 |
| SHINMAYWA INDS NPV | P | 2016-10-18 | 2020-06-23 | $25,013 | $17,765 | $7,248 | $7,248 |
| SHINMAYWA INDS NPV | P | 2016-10-19 | 2020-06-23 | $9,620 | $6,841 | $2,780 | $2,780 |
| SHINMAYWA INDS NPV | P | 2017-09-06 | 2020-06-23 | $34,633 | $31,617 | $3,016 | $3,016 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-26 | $25,683 | $17,000 | $8,684 | $8,684 |
| SHINMAYWA INDS NPV | P | 2016-10-13 | 2020-06-16 | $33,359 | $22,541 | $10,819 | $10,819 |
| SHINMAYWA INDS NPV | P | 2016-10-14 | 2020-06-16 | $34,341 | $23,502 | $10,838 | $10,838 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-06-03 | $25,121 | $16,346 | $8,775 | $8,775 |
| SHINMAYWA INDS NPV | P | 2016-10-06 | 2020-06-03 | $44,213 | $29,748 | $14,466 | $14,466 |
| SHINMAYWA INDS NPV | P | 2016-10-11 | 2020-06-08 | $27,243 | $18,141 | $9,103 | $9,103 |
| SHINMAYWA INDS NPV | P | 2016-10-12 | 2020-06-08 | $40,360 | $26,760 | $13,601 | $13,601 |
| SHINMAYWA INDS NPV | P | 2016-10-14 | 2020-06-18 | $17,391 | $12,087 | $5,304 | $5,304 |
| SHINMAYWA INDS NPV | P | 2016-10-13 | 2020-06-11 | $30,993 | $20,552 | $10,441 | $10,441 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-22 | $1,958 | $1,308 | $650 | $650 |
| SHINMAYWA INDS NPV | P | 2016-10-12 | 2020-06-10 | $5,092 | $3,345 | $1,747 | $1,747 |
| SHINMAYWA INDS NPV | P | 2016-10-13 | 2020-06-10 | $25,460 | $16,574 | $8,886 | $8,886 |
| SHINMAYWA INDS NPV | P | 2016-03-16 | 2020-04-10 | $2,269 | $1,648 | $621 | $621 |
| SHINMAYWA INDS NPV | P | 2016-03-17 | 2020-04-10 | $66,911 | $48,260 | $18,651 | $18,651 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-25 | $14,678 | $9,808 | $4,871 | $4,871 |
| SHINMAYWA INDS NPV | P | 2016-03-18 | 2020-04-24 | $3,046 | $2,201 | $845 | $845 |
| SHINMAYWA INDS NPV | P | 2016-03-18 | 2020-04-28 | $11,098 | $8,057 | $3,041 | $3,041 |
| SHINMAYWA INDS NPV | P | 2016-03-22 | 2020-04-28 | $18,214 | $13,259 | $4,955 | $4,955 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-27 | $88,666 | $57,538 | $31,128 | $31,128 |
| SHINMAYWA INDS NPV | P | 2016-03-15 | 2020-03-26 | $47,933 | $33,121 | $14,812 | $14,812 |
| SHINMAYWA INDS NPV | P | 2016-03-17 | 2020-04-15 | $1,026 | $734 | $292 | $292 |
| SHINMAYWA INDS NPV | P | 2017-09-06 | 2020-06-24 | $5,838 | $5,270 | $568 | $568 |
| SHINMAYWA INDS NPV | P | 2017-09-07 | 2020-06-24 | $23,351 | $21,259 | $2,092 | $2,092 |
| SHINMAYWA INDS NPV | P | 2016-10-12 | 2020-06-09 | $25,547 | $16,725 | $8,822 | $8,822 |
| SHINMAYWA INDS NPV | P | 2016-03-16 | 2020-04-09 | $31,029 | $22,905 | $8,124 | $8,124 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-29 | $54,152 | $35,307 | $18,845 | $18,845 |
| SHINMAYWA INDS NPV | P | 2017-09-08 | 2020-06-29 | $42,272 | $40,274 | $1,998 | $1,998 |
| SHINMAYWA INDS NPV | P | 2016-03-16 | 2020-04-08 | $21,880 | $16,255 | $5,625 | $5,625 |
| SHINMAYWA INDS NPV | P | 2016-04-11 | 2020-05-21 | $8,927 | $5,885 | $3,042 | $3,042 |
| SHINSEI | P | 2019-07-02 | 2020-04-08 | $240,918 | $253,791 | -$12,873 | -$12,873 |
| SHINSEI | P | 2019-07-02 | 2020-04-08 | $144,554 | $153,566 | -$9,011 | -$9,011 |
| SHINSEI | P | 2019-07-02 | 2020-04-08 | $383,014 | $407,357 | -$24,343 | -$24,343 |
| SHINSEI | P | 2019-07-02 | 2020-05-27 | $713,627 | $814,698 | -$101,072 | -$101,072 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-07 | 2020-03-09 | $21,601 | $51,416 | -$29,815 | -$29,815 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-10 | 2020-03-09 | $25,093 | $59,543 | -$34,451 | -$34,451 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-11 | 2020-03-09 | $31,858 | $75,453 | -$43,594 | -$43,594 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-27 | 2020-03-13 | $3,932 | $11,239 | -$7,307 | -$7,307 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-28 | 2020-03-13 | $35,968 | $104,306 | -$68,337 | -$68,337 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2015-05-13 | 2020-03-13 | $83,446 | $196,163 | -$112,717 | -$112,717 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2015-10-14 | 2020-03-13 | $23,020 | $45,214 | -$22,194 | -$22,194 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2016-02-01 | 2020-03-13 | $83,652 | $149,815 | -$66,163 | -$66,163 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2016-02-02 | 2020-03-13 | $25,692 | $45,621 | -$19,929 | -$19,929 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2019-09-09 | 2020-03-13 | $17,265 | $31,710 | -$14,445 | -$14,445 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-11 | 2020-03-10 | $11,527 | $27,147 | -$15,619 | -$15,619 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-12 | 2020-03-10 | $60,708 | $142,064 | -$81,356 | -$81,356 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-13 | 2020-03-10 | $33,097 | $77,074 | -$43,978 | -$43,978 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-06 | 2020-03-06 | $26,370 | $56,105 | -$29,735 | -$29,735 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-07 | 2020-03-06 | $49,588 | $105,790 | -$56,202 | -$56,202 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-05 | 2020-03-05 | $25,438 | $52,256 | -$26,818 | -$26,818 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-06 | 2020-03-05 | $69,387 | $140,576 | -$71,189 | -$71,189 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-13 | 2020-03-11 | $57,168 | $134,156 | -$76,988 | -$76,988 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-14 | 2020-03-11 | $43,470 | $104,105 | -$60,635 | -$60,635 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-17 | 2020-03-11 | $30,949 | $73,168 | -$42,219 | -$42,219 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-18 | 2020-03-11 | $35,438 | $84,456 | -$49,018 | -$49,018 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-19 | 2020-03-11 | $32,130 | $76,922 | -$44,792 | -$44,792 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-21 | 2020-03-11 | $17,057 | $41,329 | -$24,272 | -$24,272 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-21 | 2020-03-12 | $49,164 | $129,254 | -$80,091 | -$80,091 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-24 | 2020-03-12 | $108,648 | $290,943 | -$182,295 | -$182,295 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-25 | 2020-03-12 | $58,352 | $155,501 | -$97,149 | -$97,149 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-26 | 2020-03-12 | $23,733 | $63,642 | -$39,909 | -$39,909 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-27 | 2020-03-12 | $35,462 | $95,689 | -$60,227 | -$60,227 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-05 | 2020-03-04 | $68,277 | $141,828 | -$73,550 | -$73,550 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-04 | 2020-03-03 | $127,349 | $261,350 | -$134,001 | -$134,001 |
| SIAM COMMERCIAL BK THB10 (ALIEN MKT) | P | 2014-11-05 | 2020-03-03 | $18,533 | $38,393 | -$19,860 | -$19,860 |
| SIERRA TIMESHARE 2020-2 RECEIVABLES | P | 2020-08-03 | 2020-09-18 | $37,760 | $37,753 | $7 | $7 |
| SIERRA TIMESHARE 2020-2 RECEIVABLES | P | 2020-08-03 | 2020-10-19 | $28,306 | $28,300 | $6 | $6 |
| SIERRA TIMESHARE 2020-2 RECEIVABLES | P | 2020-08-03 | 2020-12-18 | $24,931 | $24,927 | $5 | $5 |
| SIERRA TIMESHARE 2020-2 RECEIVABLES | P | 2020-08-03 | 2020-11-19 | $28,614 | $28,609 | $6 | $6 |
| SIMON PPTY GROUP L FIXED 2.45% | P | 2019-09-04 | 2020-01-09 | $283,163 | $283,035 | $128 | $128 |
| SINKO INDUSTRIES NPV | P | 2017-03-24 | 2020-09-29 | $11,506 | $11,848 | -$343 | -$343 |
| SINKO INDUSTRIES NPV | P | 2017-03-08 | 2020-08-20 | $10,475 | $11,196 | -$721 | -$721 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-07-29 | $5,553 | $5,292 | $261 | $261 |
| SINKO INDUSTRIES NPV | P | 2017-02-27 | 2020-07-03 | $1,363 | $1,301 | $62 | $62 |
| SINKO INDUSTRIES NPV | P | 2017-03-01 | 2020-07-21 | $6,716 | $6,578 | $138 | $138 |
| SINKO INDUSTRIES NPV | P | 2017-03-01 | 2020-07-27 | $4,870 | $4,697 | $173 | $173 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-07-27 | $10,135 | $9,829 | $305 | $305 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-07-28 | $6,923 | $6,615 | $308 | $308 |
| SINKO INDUSTRIES NPV | P | 2017-03-14 | 2020-09-02 | $8,547 | $9,122 | -$575 | -$575 |
| SINKO INDUSTRIES NPV | P | 2017-03-15 | 2020-09-02 | $4,462 | $4,792 | -$330 | -$330 |
| SINKO INDUSTRIES NPV | P | 2017-03-15 | 2020-09-09 | $4,667 | $4,973 | -$307 | -$307 |
| SINKO INDUSTRIES NPV | P | 2017-03-16 | 2020-09-09 | $577 | $612 | -$35 | -$35 |
| SINKO INDUSTRIES NPV | P | 2017-03-15 | 2020-09-04 | $5,174 | $5,588 | -$414 | -$414 |
| SINKO INDUSTRIES NPV | P | 2017-03-13 | 2020-08-28 | $4,783 | $5,108 | -$325 | -$325 |
| SINKO INDUSTRIES NPV | P | 2017-03-14 | 2020-08-28 | $5,644 | $6,012 | -$369 | -$369 |
| SINKO INDUSTRIES NPV | P | 2017-03-16 | 2020-09-14 | $4,116 | $4,174 | -$58 | -$58 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-08-04 | $1,335 | $1,323 | $12 | $12 |
| SINKO INDUSTRIES NPV | P | 2017-03-14 | 2020-09-01 | $10,343 | $11,108 | -$765 | -$765 |
| SINKO INDUSTRIES NPV | P | 2017-04-06 | 2020-10-02 | $4,181 | $4,184 | -$3 | -$3 |
| SINKO INDUSTRIES NPV | P | 2017-03-01 | 2020-07-22 | $1,347 | $1,316 | $31 | $31 |
| SINKO INDUSTRIES NPV | P | 2017-03-08 | 2020-08-19 | $19,401 | $20,992 | -$1,591 | -$1,591 |
| SINKO INDUSTRIES NPV | P | 2017-03-24 | 2020-10-02 | $6,599 | $7,079 | -$480 | -$480 |
| SINKO INDUSTRIES NPV | P | 2017-03-27 | 2020-10-02 | $71,676 | $76,076 | -$4,400 | -$4,400 |
| SINKO INDUSTRIES NPV | P | 2017-03-28 | 2020-10-02 | $17,367 | $18,702 | -$1,335 | -$1,335 |
| SINKO INDUSTRIES NPV | P | 2017-03-29 | 2020-10-02 | $34,223 | $35,535 | -$1,312 | -$1,312 |
| SINKO INDUSTRIES NPV | P | 2017-03-30 | 2020-10-02 | $14,813 | $15,838 | -$1,025 | -$1,025 |
| SINKO INDUSTRIES NPV | P | 2017-03-31 | 2020-10-02 | $28,728 | $30,121 | -$1,393 | -$1,393 |
| SINKO INDUSTRIES NPV | P | 2017-04-03 | 2020-10-02 | $17,753 | $18,486 | -$733 | -$733 |
| SINKO INDUSTRIES NPV | P | 2017-04-04 | 2020-10-02 | $95,766 | $98,968 | -$3,203 | -$3,203 |
| SINKO INDUSTRIES NPV | P | 2017-04-05 | 2020-10-02 | $31,406 | $32,385 | -$978 | -$978 |
| SINKO INDUSTRIES NPV | P | 2017-04-06 | 2020-10-02 | $35,438 | $35,804 | -$366 | -$366 |
| SINKO INDUSTRIES NPV | P | 2017-03-08 | 2020-08-18 | $11,655 | $12,595 | -$940 | -$940 |
| SINKO INDUSTRIES NPV | P | 2017-03-13 | 2020-08-25 | $9,226 | $9,744 | -$518 | -$518 |
| SINKO INDUSTRIES NPV | P | 2017-03-16 | 2020-09-10 | $6,654 | $6,957 | -$303 | -$303 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-09 | $1,334 | $1,304 | $30 | $30 |
| SINKO INDUSTRIES NPV | P | 2017-03-13 | 2020-08-24 | $5,220 | $5,568 | -$348 | -$348 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-07-31 | $2,713 | $2,646 | $67 | $67 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-16 | $6,666 | $6,522 | $144 | $144 |
| SINKO INDUSTRIES NPV | P | 2017-03-06 | 2020-08-12 | $691 | $706 | -$15 | -$15 |
| SINKO INDUSTRIES NPV | P | 2017-03-07 | 2020-08-12 | $4,427 | $4,743 | -$316 | -$316 |
| SINKO INDUSTRIES NPV | P | 2017-03-08 | 2020-08-14 | $6,462 | $6,997 | -$535 | -$535 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-10 | $5,295 | $5,218 | $78 | $78 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-07-30 | $8,304 | $7,937 | $367 | $367 |
| SINKO INDUSTRIES NPV | P | 2017-03-24 | 2020-09-23 | $17,291 | $17,772 | -$481 | -$481 |
| SINKO INDUSTRIES NPV | P | 2017-03-24 | 2020-09-28 | $10,140 | $10,367 | -$227 | -$227 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-08-03 | $6,705 | $6,615 | $91 | $91 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-13 | $12,072 | $11,740 | $332 | $332 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-14 | $9,240 | $9,131 | $109 | $109 |
| SINKO INDUSTRIES NPV | P | 2017-03-16 | 2020-09-11 | $6,809 | $6,957 | -$148 | -$148 |
| SINKO INDUSTRIES NPV | P | 2017-03-15 | 2020-09-08 | $7,828 | $8,382 | -$554 | -$554 |
| SINKO INDUSTRIES NPV | P | 2017-03-07 | 2020-08-13 | $25,095 | $26,772 | -$1,677 | -$1,677 |
| SINKO INDUSTRIES NPV | P | 2017-03-08 | 2020-08-13 | $4,459 | $4,856 | -$397 | -$397 |
| SINKO INDUSTRIES NPV | P | 2017-03-22 | 2020-09-17 | $2,878 | $2,870 | $8 | $8 |
| SINKO INDUSTRIES NPV | P | 2017-03-13 | 2020-08-26 | $6,489 | $6,960 | -$471 | -$471 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-08-11 | $180 | $185 | -$5 | -$5 |
| SINKO INDUSTRIES NPV | P | 2017-03-03 | 2020-08-11 | $25,627 | $26,004 | -$377 | -$377 |
| SINKO INDUSTRIES NPV | P | 2017-03-06 | 2020-08-11 | $14,114 | $14,333 | -$219 | -$219 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-17 | $667 | $652 | $14 | $14 |
| SINKO INDUSTRIES NPV | P | 2017-03-01 | 2020-07-17 | $5,999 | $5,920 | $79 | $79 |
| SINKO INDUSTRIES NPV | P | 2017-03-14 | 2020-08-31 | $19,621 | $20,828 | -$1,207 | -$1,207 |
| SINKO INDUSTRIES NPV | P | 2017-03-24 | 2020-09-30 | $5,598 | $5,924 | -$326 | -$326 |
| SINKO INDUSTRIES NPV | P | 2017-03-15 | 2020-09-03 | $7,808 | $8,382 | -$574 | -$574 |
| SINKO INDUSTRIES NPV | P | 2017-03-01 | 2020-07-20 | $9,352 | $9,209 | $142 | $142 |
| SINKO INDUSTRIES NPV | P | 2017-03-13 | 2020-08-27 | $10,399 | $11,136 | -$737 | -$737 |
| SINKO INDUSTRIES NPV | P | 2017-03-08 | 2020-08-21 | $288 | $308 | -$19 | -$19 |
| SINKO INDUSTRIES NPV | P | 2017-03-13 | 2020-08-21 | $7,579 | $8,046 | -$467 | -$467 |
| SINKO INDUSTRIES NPV | P | 2017-03-22 | 2020-09-18 | $808 | $804 | $5 | $5 |
| SINKO INDUSTRIES NPV | P | 2017-03-24 | 2020-09-18 | $10,740 | $11,019 | -$278 | -$278 |
| SINKO INDUSTRIES NPV | P | 2017-02-27 | 2020-07-08 | $1,369 | $1,314 | $55 | $55 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-08 | $1,342 | $1,291 | $50 | $50 |
| SINKO INDUSTRIES NPV | P | 2017-03-16 | 2020-09-16 | $7,664 | $7,541 | $122 | $122 |
| SINKO INDUSTRIES NPV | P | 2017-03-21 | 2020-09-16 | $12,160 | $12,336 | -$176 | -$176 |
| SINKO INDUSTRIES NPV | P | 2017-03-22 | 2020-09-16 | $21,181 | $21,498 | -$317 | -$317 |
| SINKO INDUSTRIES NPV | P | 2017-03-24 | 2020-09-24 | $5,707 | $5,924 | -$217 | -$217 |
| SINKO INDUSTRIES NPV | P | 2017-03-08 | 2020-08-17 | $6,448 | $6,997 | -$550 | -$550 |
| SINKO INDUSTRIES NPV | P | 2017-03-02 | 2020-08-05 | $2,624 | $2,646 | -$22 | -$22 |
| SINKO INDUSTRIES NPV | P | 2017-02-28 | 2020-07-15 | $9,356 | $9,131 | $225 | $225 |
| SINTOKOGIO LTD NPV | P | 2018-08-13 | 2020-07-08 | $3,611 | $4,361 | -$750 | -$750 |
| SINTOKOGIO LTD NPV | P | 2018-09-11 | 2020-08-27 | $5,317 | $7,457 | -$2,140 | -$2,140 |
| SINTOKOGIO LTD NPV | P | 2018-09-12 | 2020-08-27 | $3,323 | $4,627 | -$1,304 | -$1,304 |
| SINTOKOGIO LTD NPV | P | 2018-09-03 | 2020-08-12 | $5,605 | $7,475 | -$1,870 | -$1,870 |
| SINTOKOGIO LTD NPV | P | 2018-10-03 | 2020-10-23 | $7,500 | $11,321 | -$3,820 | -$3,820 |
| SINTOKOGIO LTD NPV | P | 2018-10-04 | 2020-10-23 | $4,091 | $6,158 | -$2,067 | -$2,067 |
| SINTOKOGIO LTD NPV | P | 2018-09-04 | 2020-08-18 | $6,136 | $8,398 | -$2,261 | -$2,261 |
| SINTOKOGIO LTD NPV | P | 2018-09-12 | 2020-08-31 | $14,169 | $19,435 | -$5,266 | -$5,266 |
| SINTOKOGIO LTD NPV | P | 2018-09-13 | 2020-08-31 | $4,048 | $5,596 | -$1,548 | -$1,548 |
| SINTOKOGIO LTD NPV | P | 2018-09-10 | 2020-08-26 | $2,708 | $3,707 | -$998 | -$998 |
| SINTOKOGIO LTD NPV | P | 2018-09-27 | 2020-10-20 | $667 | $1,013 | -$346 | -$346 |
| SINTOKOGIO LTD NPV | P | 2018-09-28 | 2020-10-20 | $12,000 | $18,307 | -$6,307 | -$6,307 |
| SINTOKOGIO LTD NPV | P | 2018-10-01 | 2020-10-20 | $667 | $1,010 | -$344 | -$344 |
| SINTOKOGIO LTD NPV | P | 2018-10-09 | 2020-10-27 | $19,067 | $26,474 | -$7,407 | -$7,407 |
| SINTOKOGIO LTD NPV | P | 2018-08-24 | 2020-07-22 | $3,625 | $4,420 | -$794 | -$794 |
| SINTOKOGIO LTD NPV | P | 2018-08-15 | 2020-07-16 | $4,264 | $5,211 | -$947 | -$947 |
| SINTOKOGIO LTD NPV | P | 2018-08-16 | 2020-07-16 | $7,817 | $9,464 | -$1,647 | -$1,647 |
| SINTOKOGIO LTD NPV | P | 2018-08-02 | 2020-06-08 | $4,478 | $5,655 | -$1,177 | -$1,177 |
| SINTOKOGIO LTD NPV | P | 2018-08-27 | 2020-07-28 | $720 | $896 | -$176 | -$176 |
| SINTOKOGIO LTD NPV | P | 2018-08-28 | 2020-07-28 | $8,637 | $10,913 | -$2,276 | -$2,276 |
| SINTOKOGIO LTD NPV | P | 2018-08-10 | 2020-07-01 | $3,632 | $4,518 | -$886 | -$886 |
| SINTOKOGIO LTD NPV | P | 2018-08-13 | 2020-07-14 | $12,750 | $15,698 | -$2,949 | -$2,949 |
| SINTOKOGIO LTD NPV | P | 2018-08-13 | 2020-07-13 | $4,998 | $6,105 | -$1,107 | -$1,107 |
| SINTOKOGIO LTD NPV | P | 2018-08-08 | 2020-06-23 | $6,793 | $8,348 | -$1,555 | -$1,555 |
| SINTOKOGIO LTD NPV | P | 2018-09-20 | 2020-09-18 | $8,496 | $12,029 | -$3,534 | -$3,534 |
| SINTOKOGIO LTD NPV | P | 2018-09-21 | 2020-09-18 | $2,832 | $4,096 | -$1,264 | -$1,264 |
| SINTOKOGIO LTD NPV | P | 2018-09-03 | 2020-08-17 | $1,386 | $1,869 | -$482 | -$482 |
| SINTOKOGIO LTD NPV | P | 2018-09-26 | 2020-10-19 | $1,350 | $2,047 | -$697 | -$697 |
| SINTOKOGIO LTD NPV | P | 2018-09-27 | 2020-10-19 | $10,798 | $16,209 | -$5,411 | -$5,411 |
| SINTOKOGIO LTD NPV | P | 2018-10-10 | 2020-10-30 | $4,812 | $6,735 | -$1,923 | -$1,923 |
| SINTOKOGIO LTD NPV | P | 2018-10-09 | 2020-10-29 | $2,044 | $2,942 | -$898 | -$898 |
| SINTOKOGIO LTD NPV | P | 2018-10-10 | 2020-10-29 | $6,813 | $9,622 | -$2,809 | -$2,809 |
| SINTOKOGIO LTD NPV | P | 2018-08-06 | 2020-06-18 | $2,195 | $2,778 | -$582 | -$582 |
| SINTOKOGIO LTD NPV | P | 2018-08-07 | 2020-06-18 | $1,464 | $1,848 | -$385 | -$385 |
| SINTOKOGIO LTD NPV | P | 2018-08-02 | 2020-06-03 | $3,695 | $4,713 | -$1,018 | -$1,018 |
| SINTOKOGIO LTD NPV | P | 2018-09-06 | 2020-08-24 | $3,345 | $4,649 | -$1,304 | -$1,304 |
| SINTOKOGIO LTD NPV | P | 2018-09-25 | 2020-10-06 | $9,462 | $14,417 | -$4,956 | -$4,956 |
| SINTOKOGIO LTD NPV | P | 2018-09-07 | 2020-08-25 | $684 | $933 | -$249 | -$249 |
| SINTOKOGIO LTD NPV | P | 2018-09-10 | 2020-08-25 | $5,474 | $7,413 | -$1,939 | -$1,939 |
| SINTOKOGIO LTD NPV | P | 2018-09-03 | 2020-08-14 | $3,517 | $4,672 | -$1,155 | -$1,155 |
| SINTOKOGIO LTD NPV | P | 2018-09-18 | 2020-09-04 | $12,276 | $18,488 | -$6,212 | -$6,212 |
| SINTOKOGIO LTD NPV | P | 2018-09-19 | 2020-09-04 | $646 | $998 | -$352 | -$352 |
| SINTOKOGIO LTD NPV | P | 2018-08-02 | 2020-06-16 | $722 | $943 | -$220 | -$220 |
| SINTOKOGIO LTD NPV | P | 2018-08-03 | 2020-06-16 | $7,224 | $9,286 | -$2,062 | -$2,062 |
| SINTOKOGIO LTD NPV | P | 2018-09-18 | 2020-09-04 | $12,887 | $19,461 | -$6,574 | -$6,574 |
| SINTOKOGIO LTD NPV | P | 2018-09-13 | 2020-09-01 | $4,596 | $6,529 | -$1,932 | -$1,932 |
| SINTOKOGIO LTD NPV | P | 2018-09-14 | 2020-09-01 | $9,193 | $13,287 | -$4,095 | -$4,095 |
| SINTOKOGIO LTD NPV | P | 2018-10-30 | 2020-11-09 | $3,501 | $4,131 | -$630 | -$630 |
| SINTOKOGIO LTD NPV | P | 2018-10-31 | 2020-11-09 | $4,902 | $5,987 | -$1,085 | -$1,085 |
| SINTOKOGIO LTD NPV | P | 2018-08-07 | 2020-06-19 | $8,845 | $11,090 | -$2,244 | -$2,244 |
| SINTOKOGIO LTD NPV | P | 2018-08-09 | 2020-06-29 | $1,484 | $1,846 | -$362 | -$362 |
| SINTOKOGIO LTD NPV | P | 2018-08-10 | 2020-06-29 | $2,968 | $3,614 | -$647 | -$647 |
| SINTOKOGIO LTD NPV | P | 2018-08-10 | 2020-07-03 | $3,667 | $4,518 | -$851 | -$851 |
| SINTOKOGIO LTD NPV | P | 2018-08-13 | 2020-07-09 | $2,100 | $2,616 | -$516 | -$516 |
| SINTOKOGIO LTD NPV | P | 2018-09-04 | 2020-08-20 | $4,050 | $5,598 | -$1,548 | -$1,548 |
| SINTOKOGIO LTD NPV | P | 2018-09-05 | 2020-08-20 | $4,725 | $6,608 | -$1,883 | -$1,883 |
| SINTOKOGIO LTD NPV | P | 2018-08-13 | 2020-07-10 | $4,852 | $6,105 | -$1,253 | -$1,253 |
| SINTOKOGIO LTD NPV | P | 2018-08-10 | 2020-07-07 | $1,475 | $1,807 | -$333 | -$333 |
| SINTOKOGIO LTD NPV | P | 2018-09-21 | 2020-09-28 | $15,845 | $22,528 | -$6,683 | -$6,683 |
| SINTOKOGIO LTD NPV | P | 2018-09-26 | 2020-10-12 | $6,013 | $9,211 | -$3,199 | -$3,199 |
| SINTOKOGIO LTD NPV | P | 2018-08-10 | 2020-06-30 | $2,971 | $3,614 | -$643 | -$643 |
| SINTOKOGIO LTD NPV | P | 2018-08-13 | 2020-07-15 | $1,436 | $1,744 | -$308 | -$308 |
| SINTOKOGIO LTD NPV | P | 2018-08-14 | 2020-07-15 | $10,053 | $12,212 | -$2,159 | -$2,159 |
| SINTOKOGIO LTD NPV | P | 2018-08-15 | 2020-07-15 | $7,899 | $9,553 | -$1,654 | -$1,654 |
| SINTOKOGIO LTD NPV | P | 2018-08-29 | 2020-08-04 | $680 | $912 | -$233 | -$233 |
| SINTOKOGIO LTD NPV | P | 2018-08-30 | 2020-08-04 | $6,798 | $9,207 | -$2,409 | -$2,409 |
| SINTOKOGIO LTD NPV | P | 2018-08-31 | 2020-08-04 | $5,438 | $7,409 | -$1,971 | -$1,971 |
| SINTOKOGIO LTD NPV | P | 2018-09-19 | 2020-09-10 | $7,528 | $10,975 | -$3,447 | -$3,447 |
| SINTOKOGIO LTD NPV | P | 2018-09-20 | 2020-09-10 | $6,844 | $10,024 | -$3,181 | -$3,181 |
| SINTOKOGIO LTD NPV | P | 2018-10-02 | 2020-10-22 | $4,787 | $7,185 | -$2,397 | -$2,397 |
| SINTOKOGIO LTD NPV | P | 2018-10-03 | 2020-10-22 | $2,052 | $3,087 | -$1,036 | -$1,036 |
| SINTOKOGIO LTD NPV | P | 2018-09-03 | 2020-08-13 | $706 | $934 | -$228 | -$228 |
| SINTOKOGIO LTD NPV | P | 2018-09-25 | 2020-10-09 | $2,012 | $3,089 | -$1,077 | -$1,077 |
| SINTOKOGIO LTD NPV | P | 2018-09-26 | 2020-10-09 | $4,695 | $7,164 | -$2,469 | -$2,469 |
| SINTOKOGIO LTD NPV | P | 2018-11-02 | 2020-11-11 | $6,870 | $8,949 | -$2,079 | -$2,079 |
| SINTOKOGIO LTD NPV | P | 2018-11-05 | 2020-11-11 | $3,435 | $4,464 | -$1,029 | -$1,029 |
| SINTOKOGIO LTD NPV | P | 2018-09-25 | 2020-09-30 | $8,909 | $13,388 | -$4,478 | -$4,478 |
| SINTOKOGIO LTD NPV | P | 2018-08-16 | 2020-07-17 | $711 | $860 | -$150 | -$150 |
| SINTOKOGIO LTD NPV | P | 2018-08-17 | 2020-07-17 | $4,976 | $6,129 | -$1,153 | -$1,153 |
| SINTOKOGIO LTD NPV | P | 2018-08-20 | 2020-07-17 | $2,132 | $2,650 | -$518 | -$518 |
| SINTOKOGIO LTD NPV | P | 2018-09-12 | 2020-08-28 | $14,803 | $20,360 | -$5,557 | -$5,557 |
| SINTOKOGIO LTD NPV | P | 2018-10-30 | 2020-11-06 | $4,206 | $4,957 | -$751 | -$751 |
| SINTOKOGIO LTD NPV | P | 2018-09-14 | 2020-09-02 | $10,612 | $15,186 | -$4,574 | -$4,574 |
| SINTOKOGIO LTD NPV | P | 2018-09-18 | 2020-09-02 | $663 | $973 | -$310 | -$310 |
| SINTOKOGIO LTD NPV | P | 2018-09-21 | 2020-09-23 | $4,227 | $6,144 | -$1,917 | -$1,917 |
| SINTOKOGIO LTD NPV | P | 2018-10-11 | 2020-11-04 | $5,600 | $7,404 | -$1,804 | -$1,804 |
| SINTOKOGIO LTD NPV | P | 2018-08-23 | 2020-07-21 | $7,960 | $9,774 | -$1,814 | -$1,814 |
| SINTOKOGIO LTD NPV | P | 2018-08-24 | 2020-07-21 | $3,618 | $4,420 | -$801 | -$801 |
| SINTOKOGIO LTD NPV | P | 2018-09-07 | 2020-08-25 | $12,302 | $16,797 | -$4,495 | -$4,495 |
| SINTOKOGIO LTD NPV | P | 2018-09-19 | 2020-09-09 | $8,701 | $12,971 | -$4,270 | -$4,270 |
| SINTOKOGIO LTD NPV | P | 2018-08-02 | 2020-06-02 | $2,939 | $3,770 | -$831 | -$831 |
| SINTOKOGIO LTD NPV | P | 2018-09-05 | 2020-08-21 | $4,681 | $6,608 | -$1,927 | -$1,927 |
| SINTOKOGIO LTD NPV | P | 2018-10-09 | 2020-10-28 | $7,527 | $10,786 | -$3,259 | -$3,259 |
| SINTOKOGIO LTD NPV | P | 2018-08-02 | 2020-06-10 | $3,023 | $3,770 | -$747 | -$747 |
| SINTOKOGIO LTD NPV | P | 2018-10-31 | 2020-11-10 | $1,384 | $1,710 | -$326 | -$326 |
| SINTOKOGIO LTD NPV | P | 2018-11-01 | 2020-11-10 | $8,305 | $10,413 | -$2,108 | -$2,108 |
| SINTOKOGIO LTD NPV | P | 2018-09-18 | 2020-09-03 | $5,314 | $7,785 | -$2,470 | -$2,470 |
| SINTOKOGIO LTD NPV | P | 2018-08-28 | 2020-07-29 | $1,415 | $1,819 | -$404 | -$404 |
| SINTOKOGIO LTD NPV | P | 2018-09-20 | 2020-09-14 | $4,909 | $7,017 | -$2,108 | -$2,108 |
| SINTOKOGIO LTD NPV | P | 2018-08-02 | 2020-06-05 | $2,949 | $3,770 | -$821 | -$821 |
| SINTOKOGIO LTD NPV | P | 2018-09-05 | 2020-08-24 | $22,710 | $32,094 | -$9,384 | -$9,384 |
| SINTOKOGIO LTD NPV | P | 2018-09-06 | 2020-08-24 | $6,679 | $9,298 | -$2,619 | -$2,619 |
| SINTOKOGIO LTD NPV | P | 2018-09-10 | 2020-08-26 | $21,564 | $29,653 | -$8,089 | -$8,089 |
| SINTOKOGIO LTD NPV | P | 2018-09-11 | 2020-08-26 | $8,086 | $11,185 | -$3,099 | -$3,099 |
| SINTOKOGIO LTD NPV | P | 2018-08-28 | 2020-07-30 | $2,759 | $3,638 | -$879 | -$879 |
| SINTOKOGIO LTD NPV | P | 2018-08-29 | 2020-07-30 | $2,069 | $2,737 | -$668 | -$668 |
| SINTOKOGIO LTD NPV | P | 2018-09-04 | 2020-08-19 | $9,616 | $13,063 | -$3,446 | -$3,446 |
| SINTOKOGIO LTD NPV | P | 2018-09-20 | 2020-09-17 | $3,516 | $5,012 | -$1,497 | -$1,497 |
| SINTOKOGIO LTD NPV | P | 2018-08-03 | 2020-06-17 | $740 | $929 | -$188 | -$188 |
| SINTOKOGIO LTD NPV | P | 2018-08-06 | 2020-06-17 | $9,623 | $12,036 | -$2,413 | -$2,413 |
| SINTOKOGIO LTD NPV | P | 2018-09-20 | 2020-09-11 | $702 | $1,002 | -$301 | -$301 |
| SINTOKOGIO LTD NPV | P | 2018-08-10 | 2020-07-02 | $6,554 | $8,132 | -$1,578 | -$1,578 |
| SINTOKOGIO LTD NPV | P | 2018-08-09 | 2020-06-25 | $8,214 | $10,152 | -$1,938 | -$1,938 |
| SINTOKOGIO LTD NPV | P | 2018-10-11 | 2020-11-05 | $689 | $925 | -$236 | -$236 |
| SINTOKOGIO LTD NPV | P | 2018-10-29 | 2020-11-05 | $13,100 | $15,553 | -$2,453 | -$2,453 |
| SINTOKOGIO LTD NPV | P | 2018-09-21 | 2020-09-29 | $4,230 | $6,144 | -$1,914 | -$1,914 |
| SINTOKOGIO LTD NPV | P | 2018-09-25 | 2020-09-29 | $4,935 | $7,209 | -$2,274 | -$2,274 |
| SINTOKOGIO LTD NPV | P | 2018-10-04 | 2020-10-26 | $4,867 | $7,184 | -$2,317 | -$2,317 |
| SINTOKOGIO LTD NPV | P | 2018-10-05 | 2020-10-26 | $9,733 | $14,264 | -$4,531 | -$4,531 |
| SINTOKOGIO LTD NPV | P | 2018-10-09 | 2020-10-26 | $4,867 | $6,864 | -$1,997 | -$1,997 |
| SINTOKOGIO LTD NPV | P | 2018-08-20 | 2020-07-20 | $9,953 | $12,367 | -$2,414 | -$2,414 |
| SINTOKOGIO LTD NPV | P | 2018-08-23 | 2020-07-20 | $2,133 | $2,666 | -$533 | -$533 |
| SINTOKOGIO LTD NPV | P | 2018-08-08 | 2020-06-24 | $2,252 | $2,783 | -$531 | -$531 |
| SINTOKOGIO LTD NPV | P | 2018-08-09 | 2020-06-24 | $751 | $923 | -$172 | -$172 |
| SINTOKOGIO LTD NPV | P | 2018-09-25 | 2020-10-07 | $7,522 | $11,328 | -$3,806 | -$3,806 |
| SINTOKOGIO LTD NPV | P | 2018-09-26 | 2020-10-16 | $3,992 | $6,141 | -$2,149 | -$2,149 |
| SINTOKOGIO LTD NPV | P | 2018-08-29 | 2020-08-03 | $5,340 | $7,300 | -$1,959 | -$1,959 |
| SINTOKOGIO LTD NPV | P | 2018-09-19 | 2020-09-08 | $15,188 | $22,948 | -$7,760 | -$7,760 |
| SINTOKOGIO LTD NPV | P | 2018-09-26 | 2020-10-15 | $11,454 | $17,399 | -$5,946 | -$5,946 |
| SINTOKOGIO LTD NPV | P | 2018-08-24 | 2020-07-27 | $4,307 | $5,304 | -$996 | -$996 |
| SINTOKOGIO LTD NPV | P | 2018-08-27 | 2020-07-27 | $5,743 | $7,167 | -$1,424 | -$1,424 |
| SINTOKOGIO LTD NPV | P | 2018-08-29 | 2020-07-31 | $3,337 | $4,562 | -$1,226 | -$1,226 |
| SINTOKOGIO LTD NPV | P | 2018-10-10 | 2020-11-02 | $2,791 | $3,849 | -$1,058 | -$1,058 |
| SINTOKOGIO LTD NPV | P | 2018-10-11 | 2020-11-02 | $6,279 | $8,329 | -$2,050 | -$2,050 |
| SINTOKOGIO LTD NPV | P | 2018-08-09 | 2020-06-26 | $3,741 | $4,614 | -$873 | -$873 |
| SINTOKOGIO LTD NPV | P | 2018-08-31 | 2020-08-05 | $3,429 | $4,631 | -$1,202 | -$1,202 |
| SINTOKOGIO LTD NPV | P | 2018-09-03 | 2020-08-05 | $2,057 | $2,803 | -$746 | -$746 |
| SINTOKOGIO LTD NPV | P | 2018-08-07 | 2020-06-22 | $2,960 | $3,697 | -$736 | -$736 |
| SINTOKOGIO LTD NPV | P | 2018-08-08 | 2020-06-22 | $9,621 | $12,058 | -$2,437 | -$2,437 |
| SINTOKOGIO LTD NPV | P | 2018-10-01 | 2020-10-21 | $5,459 | $8,083 | -$2,623 | -$2,623 |
| SINTOKOGIO LTD NPV | P | 2018-10-02 | 2020-10-21 | $6,824 | $10,264 | -$3,439 | -$3,439 |
| SINTOKOGIO LTD NPV | P | 2018-08-02 | 2020-06-15 | $1,432 | $1,885 | -$453 | -$453 |
| SKANDINAVISKA 2.625% DUE 11-17-2020 | P | 2018-02-20 | 2020-11-17 | $300,000 | $300,000 | $0 | $0 |
| SKY PERFECT JSAT HOLDINGS INC NPV | P | 2013-12-20 | 2020-09-23 | $46,276 | $58,133 | -$11,857 | -$11,857 |
| SKY PERFECT JSAT HOLDINGS INC NPV | P | 2013-12-24 | 2020-09-23 | $245,520 | $313,329 | -$67,809 | -$67,809 |
| SLACK TECHNOLOGIES | P | 2018-08-14 | 2020-02-10 | $65,377 | $31,371 | $34,006 | $34,006 |
| SLACK TECHNOLOGIES | P | 2018-08-14 | 2020-02-10 | $70,886 | $31,371 | $39,515 | $39,515 |
| SLACK TECHNOLOGIES | P | 2018-08-14 | 2020-02-10 | $72,278 | $31,371 | $40,907 | $40,907 |
| SLACK TECHNOLOGIES | P | 2018-08-14 | 2020-02-18 | $75,070 | $31,371 | $43,699 | $43,699 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-19 | $135,789 | $4,258 | $131,531 | $131,531 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-19 | $153,232 | $4,784 | $148,448 | $148,448 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-20 | $162,854 | $4,784 | $158,070 | $158,070 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-20 | $286,370 | $8,517 | $277,853 | $277,853 |
| SLACK TECHNOLOGIES | P | 2014-10-28 | 2020-03-26 | $262,768 | $23,315 | $239,453 | $239,453 |
| SLACK TECHNOLOGIES | P | 2016-11-18 | 2020-03-26 | $26,814 | $6,914 | $19,901 | $19,901 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-17 | $26,742 | $858 | $25,884 | $25,884 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-20 | $244,562 | $7,182 | $237,380 | $237,380 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-20 | $45,442 | $1,335 | $44,108 | $44,108 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-17 | $73,131 | $2,392 | $70,739 | $70,739 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-23 | $37,211 | $1,012 | $36,199 | $36,199 |
| SLACK TECHNOLOGIES | P | 2014-10-28 | 2020-03-23 | $207,367 | $21,785 | $185,583 | $185,583 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-19 | $132,263 | $4,258 | $128,005 | $128,005 |
| SLACK TECHNOLOGIES | P | 2014-10-28 | 2020-03-24 | $265,114 | $25,694 | $239,420 | $239,420 |
| SLACK TECHNOLOGIES | P | 2018-08-14 | 2020-03-05 | $77,751 | $31,359 | $46,392 | $46,392 |
| SLACK TECHNOLOGIES | P | 2014-04-21 | 2020-03-19 | $47,804 | $1,534 | $46,270 | $46,270 |
| SLACK TECHNOLOGIES | P | 2016-11-18 | 2020-04-16 | $108,004 | $26,861 | $81,143 | $81,143 |
| SLACK TECHNOLOGIES | P | 2016-11-18 | 2020-04-16 | $189,666 | $47,772 | $141,894 | $141,894 |
| SQUARE INC | P | 2011-06-27 | 2020-01-15 | $124,002 | $10,138 | $113,864 | $113,864 |
| SQUARE INC | P | 2011-06-27 | 2020-01-28 | $194,430 | $15,225 | $179,205 | $179,205 |
| SQUARE INC | P | 2011-03-22 | 2020-05-19 | $78,170 | $45,716 | $32,454 | $32,454 |
| SQUARE INC | P | 2011-03-22 | 2020-05-20 | $8,766 | $5,043 | $3,724 | $3,724 |
| SQUARE INC | P | 2011-03-22 | 2020-05-20 | $1,737 | $999 | $738 | $738 |
| SQUARE INC | P | 2011-03-22 | 2020-05-26 | $232,786 | $137,194 | $95,592 | $95,592 |
| SQUARE INC | P | 2011-03-22 | 2020-06-10 | $8,591 | $4,424 | $4,167 | $4,167 |
| SQUARE INC | P | 2014-03-27 | 2020-06-10 | $26,142 | $30,059 | -$3,917 | -$3,917 |
| SQUARE INC | P | 2011-03-22 | 2020-06-02 | $21,661 | $12,083 | $9,578 | $9,578 |
| SQUARE INC | P | 2011-03-22 | 2020-06-02 | $22,013 | $12,083 | $9,930 | $9,930 |
| SQUARE INC | P | 2011-03-22 | 2020-06-03 | $22,979 | $12,083 | $10,896 | $10,896 |
| ST STR CORPORATION 3.1% DUE 05-15-2023 | P | 2015-06-24 | 2020-09-25 | $186,631 | $173,937 | $12,694 | $12,694 |
| STANDARD BK GR LTD ZAR0.1 | P | 2007-09-05 | 2020-11-20 | $272,363 | $501,087 | -$228,724 | -$228,724 |
| STANDARD BK GR LTD ZAR0.1 | P | 2007-09-05 | 2020-11-20 | $24,959 | $45,171 | -$20,212 | -$20,212 |
| STANDARD BK GR LTD ZAR0.1 | P | 2009-04-06 | 2020-11-20 | $30,661 | $30,833 | -$172 | -$172 |
| STANDARD BK GR LTD ZAR0.1 | P | 2010-04-26 | 2020-11-20 | $26,738 | $49,060 | -$22,322 | -$22,322 |
| STANDARD BK GR LTD ZAR0.1 | P | 2011-12-12 | 2020-11-20 | $247,075 | $373,674 | -$126,599 | -$126,599 |
| STANDARD BK GR LTD ZAR0.1 | P | 2012-09-17 | 2020-11-20 | $28,070 | $47,182 | -$19,112 | -$19,112 |
| STANDARD BK GR LTD ZAR0.1 | P | 2013-04-22 | 2020-11-20 | $30,799 | $49,096 | -$18,297 | -$18,297 |
| STANDARD BK GR LTD ZAR0.1 | P | 2014-04-30 | 2020-11-20 | $143,078 | $233,080 | -$90,002 | -$90,002 |
| STANDARD BK GR LTD ZAR0.1 | P | 2014-11-04 | 2020-11-20 | $94,866 | $145,773 | -$50,907 | -$50,907 |
| STANDARD BK GR LTD ZAR0.1 | P | 2015-10-14 | 2020-11-20 | $25,180 | $33,287 | -$8,107 | -$8,107 |
| STANDARD BK GR LTD ZAR0.1 | P | 2016-02-01 | 2020-11-20 | $164,504 | $143,012 | $21,492 | $21,492 |
| STANDARD BK GR LTD ZAR0.1 | P | 2016-02-02 | 2020-11-20 | $66,288 | $55,009 | $11,278 | $11,278 |
| STANDARD BK GR LTD ZAR0.1 | P | 2019-09-09 | 2020-11-20 | $20,199 | $31,325 | -$11,127 | -$11,127 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-06-24 | 2020-11-20 | $97,781 | $74,237 | $23,543 | $23,543 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-06-25 | 2020-11-20 | $76,936 | $57,325 | $19,611 | $19,611 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-06-26 | 2020-11-20 | $82,571 | $61,935 | $20,636 | $20,636 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-06-29 | 2020-11-20 | $13,555 | $10,037 | $3,518 | $3,518 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-06-30 | 2020-11-20 | $13,401 | $10,062 | $3,339 | $3,339 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-07-07 | 2020-11-20 | $94,374 | $70,827 | $23,546 | $23,546 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-07-08 | 2020-11-20 | $62,348 | $48,440 | $13,908 | $13,908 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-07-09 | 2020-11-20 | $34,480 | $27,664 | $6,816 | $6,816 |
| STANDARD BK GR LTD ZAR0.1 | P | 2020-07-16 | 2020-11-20 | $61,210 | $52,506 | $8,704 | $8,704 |
| STANDARD BK GR LTD ZAR0.1 | P | 2007-09-05 | 2020-08-14 | $144,245 | $352,377 | -$208,133 | -$208,133 |
| STATE STR CORP 1.95% DUE 05-19-2021 | P | 2016-09-21 | 2020-09-25 | $99,060 | $98,115 | $946 | $946 |
| SUMITOMO FORESTRY NPV | P | 2016-10-13 | 2020-05-26 | $55,959 | $59,812 | -$3,853 | -$3,853 |
| SUMITOMO FORESTRY NPV | P | 2016-10-19 | 2020-12-23 | $32,374 | $20,766 | $11,609 | $11,609 |
| SUMITOMO FORESTRY NPV | P | 2016-10-13 | 2020-05-27 | $42,028 | $44,209 | -$2,181 | -$2,181 |
| SUMITOMO FORESTRY NPV | P | 2016-10-13 | 2020-05-29 | $1,266 | $1,300 | -$34 | -$34 |
| SUMITOMO FORESTRY NPV | P | 2016-10-14 | 2020-05-29 | $11,393 | $11,723 | -$330 | -$330 |
| SUMITOMO FORESTRY NPV | P | 2016-10-07 | 2020-05-15 | $31,344 | $37,045 | -$5,701 | -$5,701 |
| SUMITOMO FORESTRY NPV | P | 2016-10-11 | 2020-05-15 | $43,658 | $52,209 | -$8,552 | -$8,552 |
| SUMITOMO FORESTRY NPV | P | 2016-10-14 | 2020-09-23 | $199,617 | $157,616 | $42,002 | $42,002 |
| SUMITOMO FORESTRY NPV | P | 2016-10-17 | 2020-09-23 | $59,390 | $46,442 | $12,948 | $12,948 |
| SUMITOMO FORESTRY NPV | P | 2016-10-18 | 2020-09-23 | $46,192 | $36,290 | $9,902 | $9,902 |
| SUMITOMO FORESTRY NPV | P | 2016-10-06 | 2020-05-13 | $35,371 | $40,272 | -$4,901 | -$4,901 |
| SUMITOMO FORESTRY NPV | P | 2016-10-13 | 2020-05-28 | $70,225 | $72,814 | -$2,589 | -$2,589 |
| SUMITOMO FORESTRY NPV | P | 2016-10-06 | 2020-05-14 | $33,428 | $38,930 | -$5,502 | -$5,502 |
| SUMITOMO FORESTRY NPV | P | 2016-10-07 | 2020-05-14 | $27,665 | $31,753 | -$4,088 | -$4,088 |
| SUMITOMO FORESTRY NPV | P | 2016-10-11 | 2020-05-18 | $90,165 | $105,757 | -$15,592 | -$15,592 |
| SUMITOMO FORESTRY NPV | P | 2016-10-12 | 2020-05-21 | $28,862 | $31,576 | -$2,714 | -$2,714 |
| SUMITOMO FORESTRY NPV | P | 2016-10-13 | 2020-05-21 | $14,431 | $15,603 | -$1,172 | -$1,172 |
| SUMITOMO FORESTRY NPV | P | 2016-10-13 | 2020-05-25 | $32,345 | $35,107 | -$2,762 | -$2,762 |
| SUMITOMO FORESTRY NPV | P | 2016-10-12 | 2020-05-20 | $183,086 | $198,666 | -$15,579 | -$15,579 |
| SUMITOMO FORESTRY NPV | P | 2016-10-06 | 2020-05-12 | $28,731 | $32,218 | -$3,487 | -$3,487 |
| SUMITOMO FORESTRY NPV | P | 2016-10-18 | 2020-11-20 | $31,970 | $23,329 | $8,640 | $8,640 |
| SUMITOMO FORESTRY NPV | P | 2016-10-19 | 2020-11-20 | $177,610 | $129,786 | $47,825 | $47,825 |
| SUMITOMO FORESTRY NPV | P | 2016-10-06 | 2020-03-11 | $74,821 | $73,833 | $989 | $989 |
| SUMITOMO FORESTRY NPV | P | 2016-10-13 | 2020-05-22 | $28,276 | $31,206 | -$2,931 | -$2,931 |
| SUMITOMO FORESTRY NPV | P | 2016-10-11 | 2020-05-19 | $28,577 | $32,129 | -$3,552 | -$3,552 |
| SUMITOMO FORESTRY NPV | P | 2016-10-12 | 2020-05-19 | $36,912 | $40,786 | -$3,874 | -$3,874 |
| SUMITOMO MITSUI 2.442% DUE 10-19-2021 | P | 2016-10-11 | 2020-10-28 | $33,672 | $33,000 | $672 | $672 |
| SUMITOMO MITSUI 2.784% BNDS 07-12-2022 | P | 2017-07-06 | 2020-10-28 | $259,908 | $250,000 | $9,908 | $9,908 |
| SUMITOMO MITSUI 2.84% BNDS 01-11-2022 | P | 2017-01-05 | 2020-10-28 | $360,133 | $350,000 | $10,133 | $10,133 |
| SUNTRUST BKS INC 2.7% DUE 01-27-2022 | P | 2016-11-28 | 2020-10-28 | $260,982 | $253,919 | $7,064 | $7,064 |
| SUZANO SA COM NPV | P | 2010-11-23 | 2020-08-14 | $9,156 | $8,141 | $1,015 | $1,015 |
| SUZANO SA COM NPV | P | 2010-11-24 | 2020-08-14 | $12,210 | $11,028 | $1,182 | $1,182 |
| SUZANO SA COM NPV | P | 2010-11-26 | 2020-08-14 | $8,286 | $7,473 | $813 | $813 |
| SUZANO SA COM NPV | P | 2010-11-29 | 2020-08-14 | $27,474 | $24,064 | $3,409 | $3,409 |
| SUZANO SA COM NPV | P | 2010-11-30 | 2020-08-14 | $30,526 | $26,475 | $4,051 | $4,051 |
| SUZANO SA COM NPV | P | 2010-12-01 | 2020-08-14 | $26,601 | $23,693 | $2,908 | $2,908 |
| SUZANO SA COM NPV | P | 2010-12-02 | 2020-08-14 | $18,316 | $16,703 | $1,613 | $1,613 |
| SUZANO SA COM NPV | P | 2010-12-03 | 2020-08-14 | $28,346 | $26,297 | $2,048 | $2,048 |
| SUZANO SA COM NPV | P | 2010-12-06 | 2020-08-14 | $12,210 | $11,519 | $691 | $691 |
| SUZANO SA COM NPV | P | 2010-12-07 | 2020-08-14 | $13,519 | $12,837 | $682 | $682 |
| SUZANO SA COM NPV | P | 2010-12-08 | 2020-08-14 | $20,060 | $18,898 | $1,162 | $1,162 |
| SUZANO SA COM NPV | P | 2010-12-10 | 2020-08-14 | $18,316 | $17,238 | $1,078 | $1,078 |
| SUZANO SA COM NPV | P | 2010-12-13 | 2020-08-14 | $17,007 | $16,121 | $887 | $887 |
| SUZANO SA COM NPV | P | 2011-07-21 | 2020-08-14 | $8,975 | $5,942 | $3,032 | $3,032 |
| SUZANO SA COM NPV | P | 2011-07-22 | 2020-08-14 | $23,933 | $16,055 | $7,878 | $7,878 |
| SUZANO SA COM NPV | P | 2011-07-25 | 2020-08-14 | $18,957 | $12,599 | $6,358 | $6,358 |
| SUZANO SA COM NPV | P | 2011-07-26 | 2020-08-14 | $17,692 | $11,657 | $6,035 | $6,035 |
| SUZANO SA COM NPV | P | 2011-07-27 | 2020-08-14 | $19,563 | $12,735 | $6,828 | $6,828 |
| SUZANO SA COM NPV | P | 2011-07-28 | 2020-08-14 | $8,094 | $5,264 | $2,829 | $2,829 |
| SUZANO SA COM NPV | P | 2011-07-29 | 2020-08-14 | $17,949 | $11,825 | $6,124 | $6,124 |
| SUZANO SA COM NPV | P | 2011-08-01 | 2020-08-14 | $23,937 | $15,768 | $8,169 | $8,169 |
| SUZANO SA COM NPV | P | 2011-08-02 | 2020-08-14 | $14,212 | $9,032 | $5,180 | $5,180 |
| SUZANO SA COM NPV | P | 2011-08-03 | 2020-08-14 | $11,966 | $7,062 | $4,905 | $4,905 |
| SUZANO SA COM NPV | P | 2011-09-30 | 2020-08-14 | $15,263 | $6,696 | $8,567 | $8,567 |
| SUZANO SA COM NPV | P | 2011-10-03 | 2020-08-14 | $4,729 | $1,997 | $2,732 | $2,732 |
| SUZANO SA COM NPV | P | 2011-10-03 | 2020-11-20 | $28,146 | $11,813 | $16,333 | $16,333 |
| SUZANO SA COM NPV | P | 2011-10-04 | 2020-11-20 | $37,729 | $14,883 | $22,846 | $22,846 |
| SUZANO SA COM NPV | P | 2011-10-05 | 2020-11-20 | $34,220 | $14,431 | $19,789 | $19,789 |
| SUZANO SA COM NPV | P | 2011-12-09 | 2020-11-20 | $207,512 | $85,757 | $121,756 | $121,756 |
| SUZANO SA COM NPV | P | 2014-04-30 | 2020-11-20 | $115,821 | $64,273 | $51,548 | $51,548 |
| SUZANO SA COM NPV | P | 2014-11-03 | 2020-11-20 | $76,775 | $50,798 | $25,977 | $25,977 |
| SUZANO SA COM NPV | P | 2015-10-13 | 2020-11-20 | $20,181 | $15,544 | $4,637 | $4,637 |
| SUZANO SA COM NPV | P | 2018-06-25 | 2020-11-20 | $35,975 | $37,769 | -$1,794 | -$1,794 |
| SUZANO SA COM NPV | P | 2019-01-21 | 2020-11-20 | $71,100 | $90,469 | -$19,369 | -$19,369 |
| SUZANO SA COM NPV | P | 2019-01-22 | 2020-11-20 | $147,744 | $184,346 | -$36,601 | -$36,601 |
| SUZANO SA COM NPV | P | 2019-01-23 | 2020-11-20 | $107,287 | $137,586 | -$30,299 | -$30,299 |
| SUZANO SA COM NPV | P | 2019-01-24 | 2020-11-20 | $111,015 | $145,748 | -$34,733 | -$34,733 |
| SUZANO SA COM NPV | P | 2019-01-28 | 2020-11-20 | $122,114 | $166,406 | -$44,293 | -$44,293 |
| SUZANO SA COM NPV | P | 2019-01-29 | 2020-11-20 | $200,793 | $272,944 | -$72,151 | -$72,151 |
| SUZANO SA COM NPV | P | 2019-01-30 | 2020-11-20 | $156,170 | $209,805 | -$53,634 | -$53,634 |
| SUZANO SA COM NPV | P | 2019-01-31 | 2020-11-20 | $228,678 | $301,801 | -$73,124 | -$73,124 |
| SUZANO SA COM NPV | P | 2019-02-01 | 2020-11-20 | $163,436 | $220,871 | -$57,434 | -$57,434 |
| SUZANO SA COM NPV | P | 2019-02-04 | 2020-11-20 | $70,824 | $97,159 | -$26,335 | -$26,335 |
| SUZANO SA COM NPV | P | 2019-02-05 | 2020-11-20 | $66,259 | $91,005 | -$24,746 | -$24,746 |
| SUZANO SA COM NPV | P | 2019-02-06 | 2020-11-20 | $84,015 | $115,310 | -$31,296 | -$31,296 |
| SUZANO SA COM NPV | P | 2019-02-07 | 2020-11-20 | $81,095 | $112,663 | -$31,568 | -$31,568 |
| SUZANO SA COM NPV | P | 2019-02-08 | 2020-11-20 | $97,310 | $134,172 | -$36,861 | -$36,861 |
| SUZANO SA COM NPV | P | 2019-02-11 | 2020-11-20 | $81,095 | $107,971 | -$26,876 | -$26,876 |
| SUZANO SA COM NPV | P | 2019-02-12 | 2020-11-20 | $141,619 | $181,766 | -$40,147 | -$40,147 |
| SUZANO SA COM NPV | P | 2019-02-13 | 2020-11-20 | $100,011 | $130,386 | -$30,375 | -$30,375 |
| SUZANO SA COM NPV | P | 2019-02-14 | 2020-11-20 | $93,725 | $119,733 | -$26,008 | -$26,008 |
| SUZANO SA COM NPV | P | 2019-02-15 | 2020-11-20 | $87,553 | $112,037 | -$24,484 | -$24,484 |
| SUZANO SA COM NPV | P | 2019-02-19 | 2020-11-20 | $77,177 | $100,663 | -$23,486 | -$23,486 |
| SUZANO SA COM NPV | P | 2019-02-20 | 2020-11-20 | $114,125 | $152,676 | -$38,551 | -$38,551 |
| SUZANO SA COM NPV | P | 2019-02-21 | 2020-11-20 | $83,549 | $111,940 | -$28,391 | -$28,391 |
| SUZANO SA COM NPV | P | 2019-02-22 | 2020-11-20 | $115,542 | $153,354 | -$37,812 | -$37,812 |
| SUZANO SA COM NPV | P | 2019-02-25 | 2020-11-20 | $93,982 | $127,706 | -$33,724 | -$33,724 |
| SUZANO SA COM NPV | P | 2019-02-26 | 2020-11-20 | $75,617 | $107,044 | -$31,427 | -$31,427 |
| SUZANO SA COM NPV | P | 2019-07-17 | 2020-11-20 | $224,341 | $216,496 | $7,845 | $7,845 |
| SUZANO SA COM NPV | P | 2019-07-18 | 2020-11-20 | $87,153 | $84,418 | $2,735 | $2,735 |
| SUZANO SA COM NPV | P | 2019-09-09 | 2020-11-20 | $60,867 | $48,486 | $12,380 | $12,380 |
| SUZANO SA COM NPV | P | 2020-07-16 | 2020-11-20 | $136,950 | $104,389 | $32,561 | $32,561 |
| SVENSKA HANDELSBANKEN AB 3.9% | P | 2018-11-13 | 2020-10-28 | $275,895 | $249,795 | $26,100 | $26,100 |
| SYNCHRONY FINL 3.7% DUE 08-04-2026 | P | 2016-08-01 | 2020-01-30 | $63,837 | $60,839 | $2,997 | $2,997 |
| SYNCHRONY FINL 3.7% DUE 08-04-2026 | P | 2016-08-01 | 2020-02-04 | $66,054 | $62,834 | $3,220 | $3,220 |
| SYNCHRONY FINL 3.7% DUE 08-04-2026 | P | 2016-08-01 | 2020-01-30 | $80,761 | $76,797 | $3,964 | $3,964 |
| T.HASEGAWA CO NPV | P | 2018-12-20 | 2020-03-24 | $3,492 | $2,699 | $793 | $793 |
| T.HASEGAWA CO NPV | P | 2018-12-25 | 2020-04-07 | $21,887 | $16,072 | $5,815 | $5,815 |
| T.HASEGAWA CO NPV | P | 2018-12-27 | 2020-04-13 | $7,457 | $5,635 | $1,821 | $1,821 |
| T.HASEGAWA CO NPV | P | 2018-12-28 | 2020-04-13 | $5,592 | $4,255 | $1,338 | $1,338 |
| T.HASEGAWA CO NPV | P | 2018-12-25 | 2020-04-03 | $3,642 | $2,679 | $963 | $963 |
| T.HASEGAWA CO NPV | P | 2018-12-26 | 2020-04-09 | $5,606 | $4,068 | $1,538 | $1,538 |
| T.HASEGAWA CO NPV | P | 2019-01-04 | 2020-09-23 | $31,849 | $22,884 | $8,966 | $8,966 |
| T.HASEGAWA CO NPV | P | 2019-01-07 | 2020-09-23 | $65,689 | $48,205 | $17,485 | $17,485 |
| T.HASEGAWA CO NPV | P | 2019-01-08 | 2020-09-23 | $51,755 | $37,887 | $13,868 | $13,868 |
| T.HASEGAWA CO NPV | P | 2018-12-21 | 2020-03-27 | $38,759 | $28,194 | $10,565 | $10,565 |
| T.HASEGAWA CO NPV | P | 2018-12-25 | 2020-03-27 | $53,524 | $38,840 | $14,683 | $14,683 |
| T.HASEGAWA CO NPV | P | 2018-12-28 | 2020-04-14 | $26,120 | $19,855 | $6,265 | $6,265 |
| T.HASEGAWA CO NPV | P | 2018-12-28 | 2020-04-16 | $27,882 | $21,273 | $6,609 | $6,609 |
| T.HASEGAWA CO NPV | P | 2019-01-04 | 2020-04-16 | $18,588 | $14,302 | $4,286 | $4,286 |
| T.HASEGAWA CO NPV | P | 2018-12-28 | 2020-04-15 | $11,258 | $8,509 | $2,749 | $2,749 |
| T.HASEGAWA CO NPV | P | 2018-12-20 | 2020-03-26 | $31,357 | $24,293 | $7,064 | $7,064 |
| T.HASEGAWA CO NPV | P | 2018-12-21 | 2020-03-26 | $19,163 | $14,768 | $4,395 | $4,395 |
| T.HASEGAWA CO NPV | P | 2018-12-20 | 2020-03-25 | $30,511 | $24,293 | $6,217 | $6,217 |
| T.HASEGAWA CO NPV | P | 2018-12-26 | 2020-04-10 | $9,258 | $6,781 | $2,478 | $2,478 |
| T.HASEGAWA CO NPV | P | 2018-12-27 | 2020-04-10 | $62,956 | $47,900 | $15,056 | $15,056 |
| T.HASEGAWA CO NPV | P | 2018-12-25 | 2020-04-06 | $21,657 | $16,072 | $5,585 | $5,585 |
| T.HASEGAWA CO NPV | P | 2018-12-25 | 2020-04-02 | $7,317 | $5,357 | $1,959 | $1,959 |
| T.HASEGAWA CO NPV | P | 2018-12-25 | 2020-04-08 | $22,187 | $16,072 | $6,115 | $6,115 |
| T.HASEGAWA CO NPV | P | 2018-12-26 | 2020-04-08 | $61,013 | $44,752 | $16,261 | $16,261 |
| TACHI-S CO LTD NPV | P | 2018-02-21 | 2020-10-20 | $14,603 | $24,781 | -$10,179 | -$10,179 |
| TACHI-S CO LTD NPV | P | 2018-02-22 | 2020-10-20 | $6,258 | $10,456 | -$4,197 | -$4,197 |
| TACHI-S CO LTD NPV | P | 2018-02-14 | 2020-10-13 | $8,826 | $15,362 | -$6,537 | -$6,537 |
| TACHI-S CO LTD NPV | P | 2018-02-27 | 2020-10-26 | $4,367 | $7,271 | -$2,904 | -$2,904 |
| TACHI-S CO LTD NPV | P | 2018-02-28 | 2020-10-28 | $11,596 | $20,050 | -$8,454 | -$8,454 |
| TACHI-S CO LTD NPV | P | 2018-02-06 | 2020-09-23 | $18,161 | $33,308 | -$15,146 | -$15,146 |
| TACHI-S CO LTD NPV | P | 2018-02-07 | 2020-09-23 | $31,782 | $60,608 | -$28,826 | -$28,826 |
| TACHI-S CO LTD NPV | P | 2018-02-08 | 2020-09-23 | $56,300 | $106,078 | -$49,778 | -$49,778 |
| TACHI-S CO LTD NPV | P | 2018-02-09 | 2020-09-23 | $35,414 | $65,850 | -$30,436 | -$30,436 |
| TACHI-S CO LTD NPV | P | 2018-02-13 | 2020-09-23 | $55,392 | $103,578 | -$48,187 | -$48,187 |
| TACHI-S CO LTD NPV | P | 2018-02-14 | 2020-09-23 | $52,668 | $99,002 | -$46,335 | -$46,335 |
| TACHI-S CO LTD NPV | P | 2018-02-16 | 2020-10-19 | $3,106 | $5,173 | -$2,068 | -$2,068 |
| TACHI-S CO LTD NPV | P | 2018-02-19 | 2020-10-19 | $6,211 | $10,519 | -$4,307 | -$4,307 |
| TACHI-S CO LTD NPV | P | 2018-02-21 | 2020-10-19 | $5,176 | $8,851 | -$3,674 | -$3,674 |
| TACHI-S CO LTD NPV | P | 2018-02-15 | 2020-10-15 | $17,870 | $30,712 | -$12,841 | -$12,841 |
| TACHI-S CO LTD NPV | P | 2018-02-16 | 2020-10-15 | $17,870 | $31,040 | -$13,170 | -$13,170 |
| TACHI-S CO LTD NPV | P | 2018-02-23 | 2020-10-22 | $1,072 | $1,774 | -$702 | -$702 |
| TACHI-S CO LTD NPV | P | 2018-02-27 | 2020-10-22 | $1,072 | $1,818 | -$746 | -$746 |
| TACHI-S CO LTD NPV | P | 2018-02-14 | 2020-10-14 | $7,764 | $13,655 | -$5,892 | -$5,892 |
| TACHI-S CO LTD NPV | P | 2018-02-15 | 2020-10-14 | $17,469 | $30,712 | -$13,243 | -$13,243 |
| TACHI-S CO LTD NPV | P | 2018-02-27 | 2020-10-23 | $3,257 | $5,453 | -$2,197 | -$2,197 |
| TACHI-S CO LTD NPV | P | 2018-02-27 | 2020-10-27 | $3,234 | $5,453 | -$2,220 | -$2,220 |
| TACHI-S CO LTD NPV | P | 2018-02-28 | 2020-10-27 | $7,545 | $12,759 | -$5,214 | -$5,214 |
| TACHI-S CO LTD NPV | P | 2018-02-16 | 2020-10-16 | $15,090 | $25,867 | -$10,776 | -$10,776 |
| TACHI-S CO LTD NPV | P | 2018-02-28 | 2020-10-29 | $1,048 | $1,823 | -$774 | -$774 |
| TACHI-S CO LTD NPV | P | 2018-03-01 | 2020-10-29 | $10,484 | $18,054 | -$7,570 | -$7,570 |
| TACHI-S CO LTD NPV | P | 2018-02-22 | 2020-10-21 | $8,364 | $13,941 | -$5,577 | -$5,577 |
| TACHI-S CO LTD NPV | P | 2018-02-23 | 2020-10-21 | $1,046 | $1,774 | -$729 | -$729 |
| TAIWAN SEMICON MAN TWD10 | P | 2007-09-06 | 2020-07-15 | $172,790 | $25,811 | $146,979 | $146,979 |
| TAIWAN SEMICON MAN TWD10 | P | 2008-07-16 | 2020-07-15 | $28,858 | $153 | $28,705 | $28,705 |
| TAIWAN SEMICON MAN TWD10 | P | 2009-07-15 | 2020-07-15 | $28,672 | $140 | $28,532 | $28,532 |
| TAIWAN SEMICON MAN TWD10 | P | 2010-01-26 | 2020-07-15 | $1,776,121 | $271,247 | $1,504,874 | $1,504,874 |
| TAIWAN SEMICON MAN TWD10 | P | 2011-12-12 | 2020-11-20 | $4,393,474 | $636,050 | $3,757,424 | $3,757,424 |
| TAIWAN SEMICON MAN TWD10 | P | 2014-05-02 | 2020-11-20 | $2,575,407 | $591,328 | $1,984,079 | $1,984,079 |
| TAIWAN SEMICON MAN TWD10 | P | 2014-11-04 | 2020-11-20 | $1,705,568 | $431,577 | $1,273,991 | $1,273,991 |
| TAIWAN SEMICON MAN TWD10 | P | 2015-10-14 | 2020-11-20 | $460,503 | $113,724 | $346,780 | $346,780 |
| TAIWAN SEMICON MAN TWD10 | P | 2010-01-26 | 2020-08-14 | $657,571 | $86,244 | $571,326 | $571,326 |
| TAIWAN SEMICON MAN TWD10 | P | 2011-12-12 | 2020-08-14 | $207,730 | $35,566 | $172,164 | $172,164 |
| TAKUMA CO LTD NPV | P | 2015-03-03 | 2020-10-21 | $15,375 | $8,111 | $7,264 | $7,264 |
| TAKUMA CO LTD NPV | P | 2015-03-04 | 2020-10-21 | $18,450 | $9,570 | $8,880 | $8,880 |
| TAKUMA CO LTD NPV | P | 2015-02-04 | 2020-10-14 | $9,439 | $4,344 | $5,095 | $5,095 |
| TAKUMA CO LTD NPV | P | 2015-02-17 | 2020-10-14 | $15,732 | $7,775 | $7,957 | $7,957 |
| TAKUMA CO LTD NPV | P | 2015-01-06 | 2020-09-09 | $45,583 | $19,414 | $26,168 | $26,168 |
| TAKUMA CO LTD NPV | P | 2015-01-07 | 2020-09-14 | $3,214 | $1,332 | $1,883 | $1,883 |
| TAKUMA CO LTD NPV | P | 2015-01-05 | 2020-09-04 | $12,625 | $5,322 | $7,303 | $7,303 |
| TAKUMA CO LTD NPV | P | 2015-01-06 | 2020-09-04 | $15,781 | $6,695 | $9,086 | $9,086 |
| TAKUMA CO LTD NPV | P | 2015-02-20 | 2020-10-19 | $20,125 | $10,044 | $10,081 | $10,081 |
| TAKUMA CO LTD NPV | P | 2015-03-04 | 2020-10-22 | $12,152 | $6,380 | $5,771 | $5,771 |
| TAKUMA CO LTD NPV | P | 2015-03-09 | 2020-10-22 | $15,189 | $8,169 | $7,020 | $7,020 |
| TAKUMA CO LTD NPV | P | 2015-06-24 | 2020-10-22 | $28,860 | $12,287 | $16,573 | $16,573 |
| TAKUMA CO LTD NPV | P | 2015-01-08 | 2020-10-09 | $20,650 | $8,739 | $11,910 | $11,910 |
| TAKUMA CO LTD NPV | P | 2015-01-07 | 2020-09-23 | $255,607 | $100,538 | $155,069 | $155,069 |
| TAKUMA CO LTD NPV | P | 2015-01-06 | 2020-09-10 | $30,111 | $12,720 | $17,391 | $17,391 |
| TAKUMA CO LTD NPV | P | 2015-01-06 | 2020-09-11 | $35,171 | $14,728 | $20,443 | $20,443 |
| TAKUMA CO LTD NPV | P | 2015-01-07 | 2020-09-11 | $11,191 | $4,661 | $6,530 | $6,530 |
| TAKUMA CO LTD NPV | P | 2015-02-20 | 2020-10-20 | $10,891 | $5,408 | $5,483 | $5,483 |
| TAKUMA CO LTD NPV | P | 2015-03-03 | 2020-10-20 | $15,559 | $8,111 | $7,448 | $7,448 |
| TAKUMA CO LTD NPV | P | 2015-01-14 | 2020-10-14 | $67,639 | $28,970 | $38,669 | $38,669 |
| TAKUMA CO LTD NPV | P | 2015-02-03 | 2020-10-14 | $31,460 | $14,440 | $17,020 | $17,020 |
| TAKUMA CO LTD NPV | P | 2015-02-04 | 2020-10-14 | $6,292 | $2,896 | $3,396 | $3,396 |
| TAKUMA CO LTD NPV | P | 2015-01-08 | 2020-10-12 | $11,096 | $4,706 | $6,390 | $6,390 |
| TAKUMA CO LTD NPV | P | 2015-01-14 | 2020-10-12 | $26,947 | $11,453 | $15,494 | $15,494 |
| TAKUMA CO LTD NPV | P | 2015-02-19 | 2020-10-15 | $15,574 | $7,668 | $7,906 | $7,906 |
| TAKUMA CO LTD NPV | P | 2015-02-20 | 2020-10-15 | $9,344 | $4,636 | $4,709 | $4,709 |
| TAKUMA CO LTD NPV | P | 2015-06-24 | 2020-10-23 | $9,139 | $3,880 | $5,259 | $5,259 |
| TAKUMA CO LTD NPV | P | 2015-02-20 | 2020-10-16 | $6,205 | $3,091 | $3,114 | $3,114 |
| TAKUMA CO LTD NPV | P | 2014-12-30 | 2020-09-03 | $20,704 | $8,722 | $11,982 | $11,982 |
| TAKUMA CO LTD NPV | P | 2015-01-05 | 2020-09-03 | $3,185 | $1,330 | $1,855 | $1,855 |
| TAKUMA CO LTD NPV | P | 2015-01-14 | 2020-10-13 | $15,944 | $6,737 | $9,206 | $9,206 |
| TARGET CORP 2.25% DUE 04-15-2025 | P | 2020-03-26 | 2020-10-28 | $660,313 | $616,093 | $44,220 | $44,220 |
| TATA CONSULTANCY S INR1 | P | 2011-09-12 | 2020-08-14 | $264,903 | $93,670 | $171,233 | $171,233 |
| TATA CONSULTANCY S INR1 | P | 2011-09-13 | 2020-08-14 | $429,467 | $153,304 | $276,163 | $276,163 |
| TATA CONSULTANCY S INR1 | P | 2011-09-13 | 2020-11-20 | $85,286 | $25,642 | $59,644 | $59,644 |
| TATA CONSULTANCY S INR1 | P | 2011-10-03 | 2020-11-20 | $406,261 | $120,846 | $285,414 | $285,414 |
| TATA CONSULTANCY S INR1 | P | 2011-10-04 | 2020-11-20 | $469,663 | $140,546 | $329,117 | $329,117 |
| TATA CONSULTANCY S INR1 | P | 2011-10-05 | 2020-11-20 | $377,415 | $112,661 | $264,754 | $264,754 |
| TATA CONSULTANCY S INR1 | P | 2011-10-07 | 2020-11-20 | $469,663 | $142,771 | $326,892 | $326,892 |
| TATA CONSULTANCY S INR1 | P | 2011-10-10 | 2020-11-20 | $469,663 | $142,796 | $326,867 | $326,867 |
| TATA CONSULTANCY S INR1 | P | 2011-10-11 | 2020-11-20 | $469,663 | $142,372 | $327,291 | $327,291 |
| TATA CONSULTANCY S INR1 | P | 2011-10-13 | 2020-11-20 | $391,624 | $122,955 | $268,669 | $268,669 |
| TATA CONSULTANCY S INR1 | P | 2011-10-14 | 2020-11-20 | $391,909 | $125,342 | $266,567 | $266,567 |
| TATA CONSULTANCY S INR1 | P | 2011-12-12 | 2020-11-20 | $1,707,437 | $542,159 | $1,165,278 | $1,165,278 |
| TATA CONSULTANCY S INR1 | P | 2014-05-02 | 2020-11-20 | $950,179 | $490,591 | $459,588 | $459,588 |
| TATA CONSULTANCY S INR1 | P | 2014-11-05 | 2020-11-20 | $629,954 | $374,099 | $255,855 | $255,855 |
| TATA CONSULTANCY S INR1 | P | 2015-10-14 | 2020-11-20 | $167,217 | $90,421 | $76,796 | $76,796 |
| TATA CONSULTANCY S INR1 | P | 2019-09-09 | 2020-11-20 | $117,202 | $100,356 | $16,846 | $16,846 |
| TATA CONSULTANCY S INR1 | P | 2020-07-16 | 2020-11-20 | $263,463 | $222,621 | $40,842 | $40,842 |
| TBA POOL 1.5% 12-15-2050 | P | 2020-12-09 | 2020-12-09 | $75,545 | $75,545 | $0 | $0 |
| TBA POOL 1.5% 12-15-2050 | P | 2020-11-06 | 2020-12-02 | $75,586 | $75,691 | -$105 | -$105 |
| TBA POOL 1.5% 12-15-2050 | P | 2020-11-06 | 2020-12-02 | $65,508 | $65,589 | -$81 | -$81 |
| TBA POOL 1.5% 12-15-2050 | P | 2020-12-09 | 2020-12-09 | $65,472 | $65,472 | $0 | $0 |
| TBA POOL 1.5% 12-15-2050 | P | 2020-11-06 | 2020-12-02 | $685,206 | $686,163 | -$956 | -$956 |
| TELESITES SAB CV COM NPV SER 'B-1' | P | 2015-12-21 | 2020-11-20 | $163,338 | $121,061 | $42,276 | $42,276 |
| TELESITES SAB CV COM NPV SER 'B-1' | P | 2015-12-21 | 2020-08-14 | $15,071 | $13,528 | $1,543 | $1,543 |
| THERMO FISHER SCIENTIFIC INC 4.497% | P | 2020-11-23 | 2020-12-10 | $371,415 | $375,794 | -$4,379 | -$4,379 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-23 | 2020-03-27 | $19,230 | $18,505 | $725 | $725 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-24 | 2020-03-27 | $72,646 | $71,237 | $1,408 | $1,408 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-25 | 2020-03-27 | $42,733 | $42,265 | $468 | $468 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-26 | 2020-03-27 | $40,596 | $40,701 | -$105 | -$105 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-26 | 2020-04-03 | $6,033 | $6,427 | -$393 | -$393 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-26 | 2020-04-02 | $6,209 | $6,427 | -$217 | -$217 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-26 | 2020-09-23 | $6,657 | $6,427 | $230 | $230 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-27 | 2020-09-23 | $35,504 | $33,916 | $1,588 | $1,588 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-30 | 2020-09-23 | $37,723 | $35,924 | $1,798 | $1,798 |
| TOHO HOLDINGS CO.,LTD | P | 2017-01-31 | 2020-09-23 | $44,380 | $42,643 | $1,737 | $1,737 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-01 | 2020-09-23 | $71,007 | $68,557 | $2,450 | $2,450 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-02 | 2020-09-23 | $126,482 | $120,520 | $5,962 | $5,962 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-03 | 2020-09-23 | $66,569 | $64,915 | $1,655 | $1,655 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-06 | 2020-09-23 | $6,657 | $6,540 | $117 | $117 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-07 | 2020-09-23 | $28,847 | $28,261 | $586 | $586 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-08 | 2020-09-23 | $13,314 | $13,242 | $72 | $72 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-09 | 2020-09-23 | $53,255 | $53,054 | $201 | $201 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-10 | 2020-09-23 | $197,489 | $197,311 | $178 | $178 |
| TOHO HOLDINGS CO.,LTD | P | 2017-02-13 | 2020-09-23 | $13,314 | $13,204 | $109 | $109 |
| TOKYO OHKA KOGYO NPV | P | 2016-04-11 | 2020-02-20 | $71,612 | $46,909 | $24,703 | $24,703 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-07 | 2020-06-01 | $47,537 | $30,332 | $17,205 | $17,205 |
| TOKYO OHKA KOGYO NPV | P | 2016-04-11 | 2020-05-15 | $214,822 | $114,666 | $100,156 | $100,156 |
| TOKYO OHKA KOGYO NPV | P | 2014-04-08 | 2020-02-19 | $152,138 | $83,237 | $68,902 | $68,902 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-28 | 2020-05-22 | $79,420 | $48,026 | $31,394 | $31,394 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-29 | 2020-05-22 | $84,092 | $51,210 | $32,882 | $32,882 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-30 | 2020-05-22 | $9,344 | $5,724 | $3,619 | $3,619 |
| TOKYO OHKA KOGYO NPV | P | 2016-04-11 | 2020-05-20 | $9,329 | $5,212 | $4,117 | $4,117 |
| TOKYO OHKA KOGYO NPV | P | 2016-06-03 | 2020-05-20 | $153,932 | $83,737 | $70,195 | $70,195 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-24 | 2020-05-20 | $23,323 | $13,723 | $9,600 | $9,600 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-27 | 2020-05-20 | $69,969 | $41,871 | $28,098 | $28,098 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-28 | 2020-05-20 | $97,957 | $59,326 | $38,630 | $38,630 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-31 | 2020-05-27 | $38,493 | $22,974 | $15,519 | $15,519 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-03 | 2020-05-27 | $67,363 | $39,587 | $27,776 | $27,776 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-31 | 2020-05-26 | $72,842 | $43,077 | $29,765 | $29,765 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-03 | 2020-05-28 | $37,037 | $22,621 | $14,416 | $14,416 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-04 | 2020-05-28 | $13,889 | $8,619 | $5,270 | $5,270 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-05 | 2020-05-28 | $9,259 | $6,003 | $3,256 | $3,256 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-05 | 2020-05-29 | $23,306 | $15,007 | $8,299 | $8,299 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-06 | 2020-05-29 | $200,431 | $129,001 | $71,431 | $71,431 |
| TOKYO OHKA KOGYO NPV | P | 2019-06-07 | 2020-05-29 | $102,546 | $66,731 | $35,816 | $35,816 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-30 | 2020-05-25 | $42,901 | $25,759 | $17,141 | $17,141 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-31 | 2020-05-25 | $4,767 | $2,872 | $1,895 | $1,895 |
| TOKYO OHKA KOGYO NPV | P | 2016-04-11 | 2020-05-18 | $98,821 | $54,727 | $44,094 | $44,094 |
| TOKYO OHKA KOGYO NPV | P | 2016-04-11 | 2020-05-19 | $177,997 | $101,636 | $76,362 | $76,362 |
| TOKYO OHKA KOGYO NPV | P | 2019-05-28 | 2020-05-21 | $46,739 | $28,251 | $18,488 | $18,488 |
| TORONTO-DOMINION 2.125% DUE 04-07-2021 | P | 2016-03-31 | 2020-10-28 | $81,666 | $80,987 | $678 | $678 |
| TORONTO-DOMINION 2.125% DUE 04-07-2021 | P | 2016-12-28 | 2020-10-28 | $403,288 | $399,282 | $4,006 | $4,006 |
| TOSEI CORPORATION NPV | P | 2018-09-04 | 2020-09-23 | $31,784 | $32,774 | -$991 | -$991 |
| TOSEI CORPORATION NPV | P | 2018-09-05 | 2020-09-23 | $63,568 | $65,662 | -$2,094 | -$2,094 |
| TOSEI CORPORATION NPV | P | 2018-09-06 | 2020-09-23 | $42,681 | $44,286 | -$1,605 | -$1,605 |
| TOSEI CORPORATION NPV | P | 2018-09-07 | 2020-09-23 | $38,141 | $39,838 | -$1,698 | -$1,698 |
| TOSEI CORPORATION NPV | P | 2018-09-10 | 2020-09-23 | $23,611 | $24,291 | -$680 | -$680 |
| TOSEI CORPORATION NPV | P | 2018-09-11 | 2020-09-23 | $37,232 | $37,533 | -$301 | -$301 |
| TOSEI CORPORATION NPV | P | 2018-09-12 | 2020-09-23 | $55,395 | $53,700 | $1,695 | $1,695 |
| TOSEI CORPORATION NPV | P | 2018-09-13 | 2020-09-23 | $52,670 | $51,943 | $727 | $727 |
| TOSEI CORPORATION NPV | P | 2018-09-14 | 2020-09-23 | $25,427 | $25,581 | -$154 | -$154 |
| TOSEI CORPORATION NPV | P | 2018-09-18 | 2020-09-23 | $46,314 | $47,917 | -$1,603 | -$1,603 |
| TOSEI CORPORATION NPV | P | 2018-09-19 | 2020-09-23 | $22,703 | $24,074 | -$1,371 | -$1,371 |
| TOSEI CORPORATION NPV | P | 2018-09-20 | 2020-09-23 | $9,081 | $10,024 | -$943 | -$943 |
| TOSEI CORPORATION NPV | P | 2018-09-21 | 2020-09-23 | $43,589 | $49,299 | -$5,710 | -$5,710 |
| TOSEI CORPORATION NPV | P | 2018-09-25 | 2020-09-23 | $29,968 | $33,711 | -$3,744 | -$3,744 |
| TOYOTA INDUSTRIES NPV | P | 2013-12-20 | 2020-09-23 | $130,180 | $90,358 | $39,821 | $39,821 |
| TOYOTA INDUSTRIES NPV | P | 2013-12-20 | 2020-11-13 | $273,730 | $172,111 | $101,619 | $101,619 |
| TOYOTA INDUSTRIES NPV | P | 2013-12-20 | 2020-12-15 | $132,258 | $73,147 | $59,111 | $59,111 |
| TOYOTA INDUSTRIES NPV | P | 2013-12-20 | 2020-11-20 | $321,284 | $193,625 | $127,659 | $127,659 |
| TRANS-CDA PIPELINES SR NT 2.5 | P | 2015-05-19 | 2020-10-28 | $309,804 | $297,116 | $12,688 | $12,688 |
| TRANS-CDA PIPELINES SR NT 2.5 | P | 2015-05-27 | 2020-10-28 | $309,804 | $297,330 | $12,474 | $12,474 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-05 | 2020-11-20 | $18,633 | $25,705 | -$7,072 | -$7,072 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-06 | 2020-11-20 | $36,795 | $50,952 | -$14,157 | -$14,157 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-07 | 2020-11-20 | $30,656 | $40,936 | -$10,280 | -$10,280 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-10 | 2020-11-20 | $73,578 | $96,202 | -$22,624 | -$22,624 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-11 | 2020-11-20 | $68,459 | $87,560 | -$19,101 | -$19,101 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-27 | 2020-11-20 | $114,851 | $146,778 | -$31,926 | -$31,926 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-28 | 2020-11-20 | $95,078 | $123,425 | -$28,347 | -$28,347 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2011-12-12 | 2020-11-20 | $227,431 | $883,940 | -$656,508 | -$656,508 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2014-04-30 | 2020-11-20 | $126,651 | $412,419 | -$285,769 | -$285,769 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2014-11-04 | 2020-11-20 | $83,966 | $231,265 | -$147,299 | -$147,299 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2015-10-14 | 2020-11-20 | $22,293 | $60,355 | -$38,062 | -$38,062 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2016-03-29 | 2020-11-20 | $43,008 | $99,362 | -$56,354 | -$56,354 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2016-09-19 | 2020-11-20 | $33,361 | $67,796 | -$34,435 | -$34,435 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-06 | 2020-11-20 | $15,216 | $23,230 | -$8,014 | -$8,014 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-09 | 2020-11-20 | $12,235 | $18,734 | -$6,498 | -$6,498 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-10 | 2020-11-20 | $16,657 | $25,776 | -$9,119 | -$9,119 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-11 | 2020-11-20 | $13,713 | $20,940 | -$7,226 | -$7,226 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-12 | 2020-11-20 | $17,613 | $27,459 | -$9,846 | -$9,846 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-13 | 2020-11-20 | $13,704 | $21,601 | -$7,898 | -$7,898 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-16 | 2020-11-20 | $21,022 | $33,998 | -$12,976 | -$12,976 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-17 | 2020-11-20 | $20,500 | $32,263 | -$11,763 | -$11,763 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2019-09-18 | 2020-11-20 | $16,226 | $25,584 | -$9,358 | -$9,358 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2020-07-16 | 2020-11-20 | $29,494 | $23,608 | $5,886 | $5,886 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-03 | 2020-08-14 | $32,287 | $62,268 | -$29,981 | -$29,981 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-04 | 2020-08-14 | $25,992 | $50,706 | -$24,714 | -$24,714 |
| TRUWORTHS INTERNAT ZAR0.00015 | P | 2008-03-05 | 2020-08-14 | $35,858 | $67,698 | -$31,839 | -$31,839 |
| TURKCELL ILETISIM TRY1 | P | 2018-06-25 | 2020-08-14 | $51,034 | $63,049 | -$12,015 | -$12,015 |
| TURKCELL ILETISIM TRY1 | P | 2018-06-26 | 2020-08-14 | $38,330 | $47,263 | -$8,933 | -$8,933 |
| TURKCELL ILETISIM TRY1 | P | 2018-06-27 | 2020-08-14 | $55,346 | $70,366 | -$15,020 | -$15,020 |
| TURKCELL ILETISIM TRY1 | P | 2018-06-28 | 2020-08-14 | $58,312 | $76,584 | -$18,272 | -$18,272 |
| TURKCELL ILETISIM TRY1 | P | 2018-06-29 | 2020-08-14 | $2,801 | $3,704 | -$904 | -$904 |
| TURKCELL ILETISIM TRY1 | P | 2018-06-29 | 2020-11-20 | $72,629 | $91,458 | -$18,830 | -$18,830 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-02 | 2020-11-20 | $38,661 | $48,043 | -$9,382 | -$9,382 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-03 | 2020-11-20 | $26,255 | $32,459 | -$6,204 | -$6,204 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-04 | 2020-11-20 | $28,546 | $35,361 | -$6,815 | -$6,815 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-05 | 2020-11-20 | $33,220 | $41,998 | -$8,778 | -$8,778 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-06 | 2020-11-20 | $107,602 | $140,622 | -$33,020 | -$33,020 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-09 | 2020-11-20 | $51,131 | $68,451 | -$17,321 | -$17,321 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-10 | 2020-11-20 | $88,358 | $111,975 | -$23,617 | -$23,617 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-11 | 2020-11-20 | $56,811 | $65,586 | -$8,775 | -$8,775 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-12 | 2020-11-20 | $165,426 | $178,243 | -$12,817 | -$12,817 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-13 | 2020-11-20 | $79,535 | $85,288 | -$5,752 | -$5,752 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-16 | 2020-11-20 | $68,172 | $73,494 | -$5,322 | -$5,322 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-17 | 2020-11-20 | $73,673 | $79,495 | -$5,822 | -$5,822 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-18 | 2020-11-20 | $65,111 | $73,289 | -$8,178 | -$8,178 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-19 | 2020-11-20 | $39,067 | $43,798 | -$4,731 | -$4,731 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-20 | 2020-11-20 | $42,712 | $48,116 | -$5,405 | -$5,405 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-23 | 2020-11-20 | $52,088 | $60,765 | -$8,677 | -$8,677 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-24 | 2020-11-20 | $57,296 | $65,186 | -$7,889 | -$7,889 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-25 | 2020-11-20 | $45,200 | $50,514 | -$5,314 | -$5,314 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-26 | 2020-11-20 | $39,067 | $46,239 | -$7,172 | -$7,172 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-27 | 2020-11-20 | $120,743 | $144,956 | -$24,213 | -$24,213 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-30 | 2020-11-20 | $33,856 | $40,959 | -$7,102 | -$7,102 |
| TURKCELL ILETISIM TRY1 | P | 2018-07-31 | 2020-11-20 | $44,275 | $54,438 | -$10,163 | -$10,163 |
| TURKCELL ILETISIM TRY1 | P | 2018-08-01 | 2020-11-20 | $65,111 | $82,162 | -$17,051 | -$17,051 |
| TURKCELL ILETISIM TRY1 | P | 2018-08-02 | 2020-11-20 | $47,766 | $58,001 | -$10,235 | -$10,235 |
| TURKCELL ILETISIM TRY1 | P | 2018-08-03 | 2020-11-20 | $38,714 | $44,731 | -$6,017 | -$6,017 |
| TURKCELL ILETISIM TRY1 | P | 2019-04-15 | 2020-11-20 | $69,821 | $72,154 | -$2,333 | -$2,333 |
| TURKCELL ILETISIM TRY1 | P | 2019-04-16 | 2020-11-20 | $71,639 | $73,658 | -$2,019 | -$2,019 |
| TURKCELL ILETISIM TRY1 | P | 2019-04-17 | 2020-11-20 | $84,423 | $88,473 | -$4,049 | -$4,049 |
| TURKCELL ILETISIM TRY1 | P | 2019-04-18 | 2020-11-20 | $24,920 | $26,195 | -$1,275 | -$1,275 |
| TURKCELL ILETISIM TRY1 | P | 2019-09-09 | 2020-11-20 | $30,742 | $33,032 | -$2,291 | -$2,291 |
| TURKCELL ILETISIM TRY1 | P | 2020-07-16 | 2020-11-20 | $69,084 | $76,707 | -$7,622 | -$7,622 |
| U.S CL ACTIONS (DELISTED/VAR CUSIPS) | P | 2020-01-02 | 2020-01-30 | $22 | $0 | $22 | $22 |
| U.S CL ACTIONS (DELISTED/VAR CUSIPS) | P | 2020-01-02 | 2020-03-20 | $142,551 | $0 | $142,551 | $142,551 |
| U.S CL ACTIONS (DELISTED/VAR CUSIPS) | P | 2020-01-02 | 2020-06-15 | $62 | $0 | $62 | $62 |
| UBER | P | 2011-02-10 | 2020-04-23 | $3,866,283 | $97,594 | $3,768,689 | $3,768,689 |
| UBER | P | 2011-02-10 | 2020-04-23 | $1,280,133 | $3,231 | $1,276,902 | $1,276,902 |
| UBER | P | 2011-02-10 | 2020-04-24 | $3,492,330 | $86,658 | $3,405,672 | $3,405,672 |
| UBER | P | 2011-02-10 | 2020-04-27 | $3,578,083 | $86,658 | $3,491,426 | $3,491,426 |
| UBER | P | 2011-02-10 | 2020-04-28 | $3,677,115 | $86,658 | $3,590,458 | $3,590,458 |
| UBER | P | 2011-02-10 | 2020-05-08 | $4,848,764 | $10,895 | $4,837,869 | $4,837,869 |
| UBER | P | 2011-02-10 | 2020-05-08 | $2,864,515 | $6,436 | $2,858,079 | $2,858,079 |
| UBER | P | 2011-02-10 | 2020-05-12 | $18,057 | $39 | $18,018 | $18,018 |
| UBER | P | 2011-02-10 | 2020-05-12 | $5,535,679 | $11,897 | $5,523,782 | $5,523,782 |
| UBER | P | 2011-02-10 | 2020-05-12 | $2,528,662 | $5,434 | $2,523,228 | $2,523,228 |
| UBER | P | 2011-02-10 | 2020-05-18 | $36,624 | $79 | $36,546 | $36,546 |
| UBER | P | 2011-02-10 | 2020-05-18 | $38,062 | $79 | $37,983 | $37,983 |
| UBER | P | 2011-02-10 | 2020-05-20 | $765,827 | $1,591 | $764,237 | $764,237 |
| UBER | P | 2011-11-23 | 2020-05-20 | $2,780,386 | $28,044 | $2,752,342 | $2,752,342 |
| UBER | P | 2011-11-23 | 2020-05-26 | $644,081 | $6,353 | $637,728 | $637,728 |
| UBER | P | 2011-11-23 | 2020-05-27 | $597,880 | $6,208 | $591,672 | $591,672 |
| UBER | P | 2011-11-23 | 2020-05-29 | $1,893,532 | $18,865 | $1,874,667 | $1,874,667 |
| UBER | P | 2014-04-03 | 2020-05-29 | $533,054 | $53,385 | $479,669 | $479,669 |
| UBER | P | 2014-04-03 | 2020-05-29 | $539,886 | $54,069 | $485,817 | $485,817 |
| UBER | P | 2014-04-03 | 2020-05-29 | $534,655 | $53,545 | $481,110 | $481,110 |
| UBER | P | 2014-06-06 | 2020-05-29 | $63,799 | $27,809 | $35,989 | $35,989 |
| UBER | P | 2014-06-06 | 2020-05-29 | $235,339 | $102,583 | $132,756 | $132,756 |
| UBER | P | 2014-06-06 | 2020-05-29 | $89,311 | $38,930 | $50,381 | $50,381 |
| UBER | P | 2014-12-22 | 2020-05-29 | $6,405 | $2,792 | $3,613 | $3,613 |
| UBER | P | 2014-12-22 | 2020-05-29 | $323,974 | $141,219 | $182,756 | $182,756 |
| UBER | P | 2014-12-22 | 2020-06-05 | $40,957 | $16,689 | $24,268 | $24,268 |
| UBER | P | 2014-12-22 | 2020-06-03 | $39,468 | $16,689 | $22,779 | $22,779 |
| UBER | P | 2014-12-22 | 2020-06-05 | $20,239 | $8,329 | $11,910 | $11,910 |
| UBER | P | 2014-06-06 | 2020-07-16 | $60,666 | $29,190 | $31,477 | $31,477 |
| UBER | P | 2014-06-06 | 2020-07-16 | $122,252 | $58,380 | $63,872 | $63,872 |
| UBER | P | 2014-06-06 | 2020-07-20 | $75,011 | $34,820 | $40,191 | $40,191 |
| UBER | P | 2014-12-22 | 2020-07-20 | $50,753 | $23,560 | $27,194 | $27,194 |
| UBER | P | 2014-12-22 | 2020-08-06 | $128,048 | $58,380 | $69,669 | $69,669 |
| UBER | P | 2014-12-22 | 2020-09-10 | $134,621 | $58,380 | $76,242 | $76,242 |
| UBER | P | 2014-12-22 | 2020-09-11 | $69,379 | $29,159 | $40,220 | $40,220 |
| UBER | P | 2014-06-06 | 2020-11-16 | $133,904 | $41,846 | $92,058 | $92,058 |
| UBER | P | 2014-06-06 | 2020-11-23 | $272,978 | $83,692 | $189,286 | $189,286 |
| UBER | P | 2014-06-06 | 2020-11-24 | $189,846 | $56,798 | $133,048 | $133,048 |
| UBER | P | 2014-12-22 | 2020-11-24 | $89,894 | $26,894 | $63,000 | $63,000 |
| UBER | P | 2014-12-22 | 2020-12-16 | $286,581 | $83,692 | $202,889 | $202,889 |
| UBER | P | 2014-12-22 | 2020-12-16 | $298,999 | $83,692 | $215,307 | $215,307 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-08 | $2,416,989 | $5,195 | $2,411,794 | $2,411,794 |
| UBER TECHNOLOGIES | P | 2014-04-03 | 2020-01-21 | $988,724 | $97,291 | $891,434 | $891,434 |
| UBER TECHNOLOGIES | P | 2014-04-03 | 2020-01-21 | $299,927 | $29,513 | $270,414 | $270,414 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-29 | $1,211,482 | $2,365 | $1,209,117 | $1,209,117 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-08 | $2,373,107 | $5,195 | $2,367,912 | $2,367,912 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-03 | $540,459 | $1,267 | $539,192 | $539,192 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-03 | $1,674,729 | $3,928 | $1,670,801 | $1,670,801 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-06 | $2,268,732 | $5,195 | $2,263,537 | $2,263,537 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-03 | $2,219,953 | $5,195 | $2,214,757 | $2,214,757 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-06 | $2,268,874 | $5,195 | $2,263,679 | $2,263,679 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-10 | $896,481 | $1,876 | $894,605 | $894,605 |
| UBER TECHNOLOGIES | P | 2014-04-03 | 2020-01-10 | $28,010 | $2,861 | $25,148 | $25,148 |
| UBER TECHNOLOGIES | P | 2014-04-03 | 2020-01-10 | $316,616 | $32,346 | $284,271 | $284,271 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-01-07 | $2,311,424 | $5,195 | $2,306,229 | $2,306,229 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-02-03 | $3,219,163 | $6,285 | $3,212,878 | $3,212,878 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-02-04 | $4,530,879 | $8,650 | $4,522,228 | $4,522,228 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-02-06 | $2,191,860 | $4,325 | $2,187,534 | $2,187,534 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-02-07 | $4,628,886 | $8,650 | $4,620,236 | $4,620,236 |
| UBER TECHNOLOGIES | P | 2011-02-10 | 2020-02-07 | $4,734,335 | $8,650 | $4,725,685 | $4,725,685 |
| UNITED AIRLINES 2019-1A 2.7% 11-01-2033 | P | 2019-09-03 | 2020-10-17 | $4,135 | $4,135 | $0 | $0 |
| UNITED AIRLS INC 2018-1B 4.6% 09-01-2027 | P | 2018-05-09 | 2020-08-17 | $8,439 | $8,439 | $0 | $0 |
| UNITED AIRLS INC 2018-1B 4.6% 09-01-2027 | P | 2018-05-09 | 2020-02-14 | $8,439 | $8,439 | $0 | $0 |
| UNITED STATES TREAS 1.125%DUE 08-15-2040 | P | 2020-11-23 | 2020-12-01 | $245,923 | $250,260 | -$4,337 | -$4,337 |
| UNITED STATES TREAS 1.25% DUE 05-15-2050 | P | 2020-11-23 | 2020-12-10 | $63,509 | $64,889 | -$1,381 | -$1,381 |
| UNITED STATES TREAS 1.25% DUE 05-15-2050 | P | 2020-11-23 | 2020-12-01 | $181,031 | $185,398 | -$4,367 | -$4,367 |
| UNITED STATES TREAS 1.5% DUE 08-15-2026 | P | 2020-11-23 | 2020-12-17 | $26,430 | $26,418 | $11 | $11 |
| UNITED STATES TREAS 1.5% DUE 08-15-2026 | P | 2020-11-23 | 2020-12-30 | $1,655,721 | $1,653,250 | $2,471 | $2,471 |
| UNITED STATES TREAS 1.5% DUE 08-15-2026 | P | 2020-11-23 | 2020-11-30 | $683,095 | $681,891 | $1,205 | $1,205 |
| UNITED STATES TREAS 1.5% DUE 08-15-2026 | P | 2020-11-23 | 2020-12-29 | $825,338 | $824,005 | $1,332 | $1,332 |
| UNITED STATES TREAS 2.25% DUE 02-15-2027 | P | 2020-11-23 | 2020-12-01 | $3,279,938 | $3,286,535 | -$6,597 | -$6,597 |
| UNITED STATES TREAS 2.25% DUE 02-15-2027 | P | 2020-11-23 | 2020-12-29 | $723,570 | $722,763 | $807 | $807 |
| UNITED STATES TREAS 2.25% DUE 02-15-2027 | P | 2020-11-23 | 2020-12-17 | $408,503 | $408,479 | $24 | $24 |
| UNITED STATES TREAS 2.625 DUE 11-15-2020 | P | 2015-05-01 | 2020-11-16 | $5,000,000 | $5,000,000 | $0 | $0 |
| UNITED STATES TREAS 3.125% DUE 2-15-2043 | P | 2020-11-23 | 2020-12-29 | $639,565 | $653,267 | -$13,702 | -$13,702 |
| UNITED STATES TREAS 3.125% DUE 2-15-2043 | P | 2020-11-23 | 2020-12-24 | $848,961 | $866,692 | -$17,731 | -$17,731 |
| UNITED STATES TREAS 3.125% DUE 2-15-2043 | P | 2020-11-23 | 2020-12-23 | $845,406 | $866,714 | -$21,308 | -$21,308 |
| UNITED STATES TREAS 3.625% DUE 2-15-2020 | P | 2015-06-23 | 2020-02-18 | $5,000,000 | $5,000,000 | $0 | $0 |
| UNITED STATES TREAS 4.375% DUE 11-15-39 | P | 2020-11-23 | 2020-12-23 | $676,125 | $690,757 | -$14,632 | -$14,632 |
| UNITED STATES TREAS BDS DTD 02/15/2001 | P | 2018-09-18 | 2020-10-29 | $1,561,270 | $1,294,611 | $266,659 | $266,659 |
| UNITED STATES TREAS BDS DTD 02/15/2006 | P | 2018-07-31 | 2020-02-03 | $159,509 | $136,941 | $22,567 | $22,567 |
| UNITED STATES TREAS BDS DTD 02/15/2006 | P | 2018-11-06 | 2020-02-03 | $2,427,305 | $2,010,780 | $416,525 | $416,525 |
| UNITED STATES TREAS NTS DTD 01/31/2015 | P | 2015-05-19 | 2020-01-31 | $2,000,000 | $2,000,000 | $0 | $0 |
| UNITED STATES TREAS NTS DTD 03/31/2013 | P | 2016-02-23 | 2020-03-31 | $1,800,000 | $1,800,000 | $0 | $0 |
| UNITED STATES TREAS NTS DTD 04/30/2015 | P | 2019-05-28 | 2020-04-30 | $360,000 | $360,000 | $0 | $0 |
| UNITED STATES TREAS NTS DTD 08/15/2020 | P | 2020-12-01 | 2020-12-17 | $1,026,482 | $1,027,389 | -$907 | -$907 |
| UNITED STATES TREAS NTS DTD 08/15/2020 | P | 2020-12-01 | 2020-12-10 | $545,716 | $545,379 | $336 | $336 |
| UNITED STATES TREAS NTS DTD 11/30/2014 | P | 2019-11-14 | 2020-08-04 | $1,125,480 | $1,104,027 | $21,453 | $21,453 |
| UNITED STATES TREAS NTS DTD 832 2.875% | P | 2018-06-22 | 2020-01-06 | $103,195 | $97,052 | $6,143 | $6,143 |
| UNITED STATES TREAS NTS DTD 832 2.875% | P | 2018-07-02 | 2020-01-06 | $186,177 | $175,378 | $10,799 | $10,799 |
| UNITED STATES TREAS NTS DTD 832 2.875% | P | 2018-07-31 | 2020-01-06 | $101,067 | $94,756 | $6,311 | $6,311 |
| UNITED STATES TREAS NTS DTD 832 2.875% | P | 2019-01-25 | 2020-01-06 | $327,671 | $311,445 | $16,226 | $16,226 |
| UNITED STATES TREAS NTS DTD 832 2.875% | P | 2019-01-25 | 2020-01-06 | $542,254 | $515,704 | $26,550 | $26,550 |
| UNITED STATES TREAS STRIPPED 02-15-2031 | P | 2018-07-12 | 2020-06-12 | $4,310,034 | $3,452,723 | $857,311 | $857,311 |
| UNITED STATES TREAS STRIPPED 02-15-2031 | P | 2018-07-23 | 2020-10-29 | $2,704,890 | $2,187,759 | $517,131 | $517,131 |
| UNITED STATES TREAS STRIPPED 11-15-2027 | P | 2016-12-27 | 2020-06-12 | $3,812,200 | $3,243,038 | $569,163 | $569,163 |
| UNITED STATES TREAS STRIPPED 11-15-2030 | P | 2018-08-15 | 2020-06-16 | $580,352 | $469,486 | $110,866 | $110,866 |
| UNITED STATES TREAS STRIPPED 11-15-2030 | P | 2018-08-15 | 2020-06-12 | $2,280,675 | $1,833,332 | $447,343 | $447,343 |
| UNITED STS TREAS .125% 10-15-2023 | P | 2020-11-23 | 2020-12-30 | $3,232,473 | $3,226,830 | $5,643 | $5,643 |
| UPWORK | P | 2006-08-25 | 2020-06-22 | $165,691 | $6,893 | $158,798 | $158,798 |
| UPWORK | P | 2006-08-25 | 2020-06-22 | $178,983 | $7,446 | $171,537 | $171,537 |
| UPWORK | P | 2006-08-25 | 2020-06-22 | $664,860 | $27,129 | $637,732 | $637,732 |
| UPWORK | P | 2006-08-25 | 2020-06-22 | $182,068 | $7,339 | $174,729 | $174,729 |
| UPWORK | P | 2008-05-28 | 2020-06-22 | $432,604 | $76,534 | $356,069 | $356,069 |
| UPWORK | P | 2008-05-28 | 2020-06-22 | $58,327 | $10,363 | $47,965 | $47,965 |
| UPWORK | P | 2008-05-28 | 2020-06-23 | $60,744 | $10,528 | $50,217 | $50,217 |
| UPWORK | P | 2012-03-13 | 2020-06-23 | $53,155 | $35,644 | $17,511 | $17,511 |
| UPWORK | P | 2013-01-28 | 2020-06-23 | $9,395 | $4,095 | $5,300 | $5,300 |
| UPWORK | P | 2014-08-19 | 2020-06-23 | $200,585 | $83,754 | $116,831 | $116,831 |
| UPWORK | P | 2014-08-19 | 2020-06-25 | $190,133 | $78,278 | $111,854 | $111,854 |
| UPWORK | P | 2017-11-30 | 2020-06-25 | $138,359 | $44,892 | $93,467 | $93,467 |
| UPWORK | P | 2017-11-30 | 2020-06-25 | $327,744 | $107,384 | $220,360 | $220,360 |
| UPWORK | P | 2017-12-07 | 2020-06-25 | $36,946 | $13,531 | $23,415 | $23,415 |
| US AWYS 2013-1 3.95 DUE 05-15-2027 | P | 2019-04-01 | 2020-05-01 | $33,819 | $34,307 | -$488 | -$488 |
| US AWYS 2013-1 3.95 DUE 05-15-2027 | P | 2019-04-01 | 2020-11-01 | $34,372 | $34,868 | -$496 | -$496 |
| US TREAS SEC 0 DUE 11-15-2041 | P | 2019-11-19 | 2020-02-03 | $1,583,825 | $1,501,888 | $81,937 | $81,937 |
| US TREAS SEC STRIPPED 02-15-2021 | P | 2019-09-23 | 2020-08-04 | $1,669,532 | $1,654,253 | $15,280 | $15,280 |
| US TREAS SEC STRIPPED 05-15-2022 | P | 2015-06-26 | 2020-08-06 | $4,790,592 | $4,608,991 | $181,601 | $181,601 |
| US TREAS SEC STRIPPED 11-15-2020 | P | 2018-07-23 | 2020-08-04 | $6,999,790 | $6,947,727 | $52,063 | $52,063 |
| US TREASURY N/B 1.5% DUE 02-15-2030 REG | P | 2020-03-13 | 2020-03-25 | $7,487,725 | $7,403,663 | $84,062 | $84,062 |
| US TREASURY N/B 1.5% DUE 02-15-2030 REG | P | 2020-03-13 | 2020-03-25 | $205,771 | $203,371 | $2,400 | $2,400 |
| UTD AIRLS INC 2019-2B 3.5% 05-01-2028 | P | 2019-09-03 | 2020-10-17 | $19,806 | $19,806 | $0 | $0 |
| UTD AIRLS PASS 3.1% DUE 01-07-2030 | P | 2016-06-06 | 2020-12-23 | $2,480 | $2,480 | $0 | $0 |
| UTD AIRLS PASS 3.1% DUE 01-07-2030 | P | 2016-06-06 | 2020-06-22 | $2,480 | $2,480 | $0 | $0 |
| UTD CONTL HLDGS 4.15% DUE 04-11-2024 | P | 2018-09-21 | 2020-09-25 | $18,457 | $18,604 | -$147 | -$147 |
| UTD CONTL HLDGS 4.15% DUE 04-11-2024 | P | 2018-09-21 | 2020-03-27 | $18,457 | $18,604 | -$147 | -$147 |
| UTD STATES TREAS .00001% DUE 08-15-2023 | P | 2015-05-04 | 2020-08-04 | $4,979,450 | $4,688,785 | $290,665 | $290,665 |
| UTD STATES TREAS 1.75% DUE 02-28-2022 | P | 2016-08-30 | 2020-08-04 | $1,025,664 | $1,007,293 | $18,371 | $18,371 |
| UTD TECHNOLOGIES FIXED 3.65% 08-16-2023 | P | 2019-02-08 | 2020-01-27 | $190,750 | $181,923 | $8,827 | $8,827 |
| VERIZON FIXED 4.016% DUE 12-03-2029 | P | 2017-03-13 | 2020-09-03 | $186,225 | $152,210 | $34,015 | $34,015 |
| VERIZON FIXED 4.016% DUE 12-03-2029 | P | 2017-03-13 | 2020-10-28 | $116,299 | $96,461 | $19,838 | $19,838 |
| VERIZON FIXED 4.016% DUE 12-03-2029 | P | 2018-03-23 | 2020-10-28 | $598,799 | $493,349 | $105,450 | $105,450 |
| VIOMI TECHNOLOGY | P | 2015-01-29 | 2020-03-17 | $13,876 | $9,900 | $3,976 | $3,976 |
| VIOMI TECHNOLOGY | P | 2015-01-29 | 2020-03-18 | $16,576 | $12,286 | $4,290 | $4,290 |
| VM DEBT 2019-1 TR 7.5% DUE 05-31-2024 | P | 2019-07-16 | 2020-06-03 | $40,117 | $40,117 | $40,117 | |
| WAL-MART DE MEX COM NPV | P | 2017-05-16 | 2020-08-14 | $256,435 | $232,641 | $23,794 | $23,794 |
| WAL-MART DE MEX COM NPV | P | 2017-05-17 | 2020-08-14 | $116,330 | $104,172 | $12,158 | $12,158 |
| WAL-MART DE MEX COM NPV | P | 2017-05-17 | 2020-11-20 | $141,010 | $113,876 | $27,135 | $27,135 |
| WAL-MART DE MEX COM NPV | P | 2017-05-18 | 2020-11-20 | $126,662 | $101,047 | $25,615 | $25,615 |
| WAL-MART DE MEX COM NPV | P | 2017-05-19 | 2020-11-20 | $226,747 | $180,479 | $46,269 | $46,269 |
| WAL-MART DE MEX COM NPV | P | 2017-05-22 | 2020-11-20 | $176,068 | $144,085 | $31,984 | $31,984 |
| WAL-MART DE MEX COM NPV | P | 2017-05-23 | 2020-11-20 | $127,934 | $104,496 | $23,438 | $23,438 |
| WAL-MART DE MEX COM NPV | P | 2017-05-24 | 2020-11-20 | $96,410 | $79,883 | $16,527 | $16,527 |
| WAL-MART DE MEX COM NPV | P | 2017-05-25 | 2020-11-20 | $123,835 | $103,108 | $20,727 | $20,727 |
| WAL-MART DE MEX COM NPV | P | 2017-05-26 | 2020-11-20 | $131,468 | $110,876 | $20,592 | $20,592 |
| WAL-MART DE MEX COM NPV | P | 2017-05-29 | 2020-11-20 | $38,451 | $32,132 | $6,319 | $6,319 |
| WAL-MART DE MEX COM NPV | P | 2017-05-30 | 2020-11-20 | $61,917 | $51,022 | $10,896 | $10,896 |
| WAL-MART DE MEX COM NPV | P | 2017-05-31 | 2020-11-20 | $232,684 | $188,561 | $44,124 | $44,124 |
| WAL-MART DE MEX COM NPV | P | 2017-06-01 | 2020-11-20 | $269,439 | $218,354 | $51,085 | $51,085 |
| WAL-MART DE MEX COM NPV | P | 2017-06-02 | 2020-11-20 | $55,415 | $45,123 | $10,292 | $10,292 |
| WAL-MART DE MEX COM NPV | P | 2017-06-05 | 2020-11-20 | $161,154 | $133,893 | $27,262 | $27,262 |
| WAL-MART DE MEX COM NPV | P | 2017-06-22 | 2020-11-20 | $27,142 | $22,149 | $4,992 | $4,992 |
| WAL-MART DE MEX COM NPV | P | 2017-06-23 | 2020-11-20 | $72,944 | $59,420 | $13,524 | $13,524 |
| WAL-MART DE MEX COM NPV | P | 2017-06-26 | 2020-11-20 | $63,337 | $52,378 | $10,958 | $10,958 |
| WAL-MART DE MEX COM NPV | P | 2017-06-27 | 2020-11-20 | $109,415 | $90,695 | $18,720 | $18,720 |
| WAL-MART DE MEX COM NPV | P | 2017-06-28 | 2020-11-20 | $63,925 | $52,866 | $11,058 | $11,058 |
| WAL-MART DE MEX COM NPV | P | 2017-06-29 | 2020-11-20 | $55,239 | $45,220 | $10,019 | $10,019 |
| WAL-MART DE MEX COM NPV | P | 2017-06-30 | 2020-11-20 | $20,639 | $17,073 | $3,566 | $3,566 |
| WAL-MART DE MEX COM NPV | P | 2017-07-03 | 2020-11-20 | $22,053 | $18,113 | $3,940 | $3,940 |
| WAL-MART DE MEX COM NPV | P | 2017-07-05 | 2020-11-20 | $78,457 | $63,948 | $14,509 | $14,509 |
| WAL-MART DE MEX COM NPV | P | 2017-11-03 | 2020-11-20 | $172,181 | $139,096 | $33,084 | $33,084 |
| WAL-MART DE MEX COM NPV | P | 2017-11-06 | 2020-11-20 | $112,808 | $91,248 | $21,560 | $21,560 |
| WAL-MART DE MEX COM NPV | P | 2017-11-07 | 2020-11-20 | $125,248 | $102,468 | $22,780 | $22,780 |
| WAL-MART DE MEX COM NPV | P | 2017-11-08 | 2020-11-20 | $30,557 | $25,006 | $5,551 | $5,551 |
| WAL-MART DE MEX COM NPV | P | 2017-11-09 | 2020-11-20 | $69,622 | $58,025 | $11,597 | $11,597 |
| WAL-MART DE MEX COM NPV | P | 2017-11-10 | 2020-11-20 | $121,765 | $101,181 | $20,584 | $20,584 |
| WAL-MART DE MEX COM NPV | P | 2017-11-13 | 2020-11-20 | $106,020 | $87,992 | $18,027 | $18,027 |
| WAL-MART DE MEX COM NPV | P | 2017-11-14 | 2020-11-20 | $75,205 | $62,029 | $13,176 | $13,176 |
| WAL-MART DE MEX COM NPV | P | 2017-11-15 | 2020-11-20 | $45,519 | $37,705 | $7,814 | $7,814 |
| WAL-MART DE MEX COM NPV | P | 2017-11-16 | 2020-11-20 | $78,881 | $65,720 | $13,161 | $13,161 |
| WAL-MART DE MEX COM NPV | P | 2017-11-17 | 2020-11-20 | $83,687 | $70,176 | $13,511 | $13,511 |
| WAL-MART DE MEX COM NPV | P | 2019-09-09 | 2020-11-20 | $58,525 | $61,867 | -$3,342 | -$3,342 |
| WAL-MART DE MEX COM NPV | P | 2020-07-16 | 2020-11-20 | $131,751 | $116,132 | $15,619 | $15,619 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-22 | 2020-11-20 | $84,892 | $79,942 | $4,950 | $4,950 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-23 | 2020-11-20 | $384,288 | $341,247 | $43,040 | $43,040 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-24 | 2020-11-20 | $175,848 | $153,793 | $22,054 | $22,054 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-25 | 2020-11-20 | $70,491 | $60,396 | $10,094 | $10,094 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-26 | 2020-11-20 | $25,771 | $22,885 | $2,886 | $2,886 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-29 | 2020-11-20 | $62,153 | $54,810 | $7,343 | $7,343 |
| WANT WANT CHINA HO USD0.02 | P | 2016-03-01 | 2020-11-20 | $50,784 | $45,707 | $5,077 | $5,077 |
| WANT WANT CHINA HO USD0.02 | P | 2016-03-02 | 2020-11-20 | $172,816 | $161,020 | $11,796 | $11,796 |
| WANT WANT CHINA HO USD0.02 | P | 2016-03-03 | 2020-11-20 | $194,797 | $180,218 | $14,579 | $14,579 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-03 | 2020-11-20 | $24,255 | $26,879 | -$2,624 | -$2,624 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-06 | 2020-11-20 | $43,962 | $48,464 | -$4,502 | -$4,502 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-07 | 2020-11-20 | $66,701 | $77,592 | -$10,891 | -$10,891 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-08 | 2020-11-20 | $58,363 | $67,558 | -$9,195 | -$9,195 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-09 | 2020-11-20 | $44,720 | $51,076 | -$6,356 | -$6,356 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-10 | 2020-11-20 | $53,815 | $60,895 | -$7,080 | -$7,080 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-13 | 2020-11-20 | $38,656 | $42,963 | -$4,307 | -$4,307 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-14 | 2020-11-20 | $38,656 | $42,727 | -$4,071 | -$4,071 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-15 | 2020-11-20 | $31,835 | $34,828 | -$2,994 | -$2,994 |
| WANT WANT CHINA HO USD0.02 | P | 2017-11-16 | 2020-11-20 | $121,274 | $133,174 | -$11,899 | -$11,899 |
| WANT WANT CHINA HO USD0.02 | P | 2019-09-09 | 2020-11-20 | $29,561 | $31,904 | -$2,343 | -$2,343 |
| WANT WANT CHINA HO USD0.02 | P | 2020-07-16 | 2020-11-20 | $26,395 | $26,715 | -$320 | -$320 |
| WANT WANT CHINA HO USD0.02 | P | 2020-07-17 | 2020-11-20 | $26,265 | $26,713 | -$448 | -$448 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-16 | 2020-08-14 | $24,974 | $22,659 | $2,316 | $2,316 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-17 | 2020-08-14 | $73,410 | $66,830 | $6,580 | $6,580 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-18 | 2020-08-14 | $49,192 | $44,992 | $4,200 | $4,200 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-19 | 2020-08-14 | $49,192 | $45,300 | $3,892 | $3,892 |
| WANT WANT CHINA HO USD0.02 | P | 2016-02-22 | 2020-08-14 | $7,568 | $7,138 | $430 | $430 |
| WASTE MGMT INC DEL 3.2% DUE 06-15-2026 | P | 2019-05-14 | 2020-07-20 | $212,100 | $209,951 | $2,149 | $2,149 |
| WELLS FARGO & CO 2.188% DUE 04-30-2026 | P | 2020-04-23 | 2020-10-15 | $229,645 | $220,000 | $9,645 | $9,645 |
| WELLS FARGO & CO 2.406% DUE 10-30-2025 | P | 2019-10-24 | 2020-10-15 | $673,882 | $640,000 | $33,882 | $33,882 |
| WELLS FARGO & CO 2.5% DUE 03-04-2021 | P | 2017-05-11 | 2020-10-28 | $424,191 | $421,078 | $3,113 | $3,113 |
| WELLS FARGO BK N A 2.082% DUE 09-09-2022 | P | 2019-09-04 | 2020-10-28 | $806,273 | $795,000 | $11,273 | $11,273 |
| WESTPAC BKG 2.1% DUE 05-13-2021 | P | 2019-01-04 | 2020-10-28 | $252,450 | $248,431 | $4,019 | $4,019 |
| WI ENERGY CORP 2.45% DUE 06-15-2020 | P | 2015-06-04 | 2020-05-15 | $335,000 | $334,982 | $18 | $18 |
| WILLIAMS PARTNERS 3.9% DUE 01-15-2025 | P | 2017-05-31 | 2020-10-28 | $93,678 | $87,138 | $6,540 | $6,540 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-12-14 | $63,539 | $63,532 | $6 | $6 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-05-14 | $66,467 | $66,461 | $6 | $6 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-10-14 | $74,666 | $74,659 | $7 | $7 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-06-12 | $66,543 | $66,537 | $6 | $6 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-07-14 | $69,820 | $69,813 | $7 | $7 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-04-14 | $79,640 | $79,633 | $8 | $8 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-08-14 | $72,449 | $72,442 | $7 | $7 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-11-13 | $67,679 | $67,672 | $7 | $7 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-09-14 | $70,072 | $70,066 | $7 | $7 |
| WORLD OMNI AUTO REC SER 18-B CL A3 | P | 2018-04-04 | 2020-03-13 | $65,664 | $65,657 | $6 | $6 |
| ZENKOKU HOSHO CO L NPV | P | 2020-05-22 | 2020-09-23 | $94,511 | $90,677 | $3,834 | $3,834 |
| ZILLOW | P | 2020-03-19 | 2020-09-02 | $202,126 | $53,831 | $148,295 | $148,295 |
| ZILLOW | P | 2020-03-19 | 2020-09-15 | $135,421 | $35,887 | $99,534 | $99,534 |
| ZILLOW | P | 2020-03-19 | 2020-09-16 | $349,083 | $89,767 | $259,316 | $259,316 |
| ZILLOW | P | 2020-03-18 | 2020-09-16 | $318,612 | $81,886 | $236,725 | $236,725 |
| ZILLOW | P | 2020-03-19 | 2020-09-16 | $75,666 | $19,327 | $56,338 | $56,338 |
| ZILLOW | P | 2020-03-19 | 2020-09-16 | $144,007 | $37,879 | $106,129 | $106,129 |
| ZILLOW | P | 2020-03-18 | 2020-09-15 | $9,219 | $2,440 | $6,779 | $6,779 |
| ZILLOW | P | 2020-03-18 | 2020-09-02 | $228,549 | $60,829 | $167,720 | $167,720 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-15 | $166,448 | $8,171 | $158,277 | $158,277 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-08 | $11,316 | $584 | $10,733 | $10,733 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-08 | $150,450 | $7,760 | $142,690 | $142,690 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-06 | $154,581 | $8,344 | $146,237 | $146,237 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-15 | $169,548 | $8,344 | $161,205 | $161,205 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-07 | $160,689 | $8,344 | $152,346 | $152,346 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-22 | $261,088 | $12,770 | $248,318 | $248,318 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-01-22 | $156,974 | $7,678 | $149,297 | $149,297 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-02-03 | $72,506 | $3,330 | $69,176 | $69,176 |
| ZOOM VIDEO | P | 2018-10-30 | 2020-02-03 | $18,656 | $4,090 | $14,566 | $14,566 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-16 | $259,845 | $8,261 | $251,584 | $251,584 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-18 | $258,303 | $8,261 | $250,041 | $250,041 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-23 | $679,930 | $17,387 | $662,544 | $662,544 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-23 | $289,267 | $7,397 | $281,870 | $281,870 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-19 | $182,444 | $5,493 | $176,951 | $176,951 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-19 | $91,967 | $2,769 | $89,199 | $89,199 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-19 | $284,319 | $8,261 | $276,057 | $276,057 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-20 | $297,521 | $8,261 | $289,259 | $289,259 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-19 | $577,363 | $16,522 | $560,840 | $560,840 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-20 | $585,972 | $16,522 | $569,449 | $569,449 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-30 | $842,884 | $20,155 | $822,728 | $822,728 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-03-30 | $193,549 | $4,628 | $188,921 | $188,921 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-13 | $288,609 | $8,261 | $280,348 | $280,348 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-13 | $288,978 | $8,261 | $280,717 | $280,717 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-13 | $298,163 | $8,261 | $289,902 | $289,902 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-14 | $248,969 | $6,533 | $242,437 | $242,437 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-14 | $65,879 | $1,729 | $64,150 | $64,150 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-14 | $313,695 | $8,261 | $305,433 | $305,433 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-15 | $300,002 | $8,261 | $291,740 | $291,740 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-15 | $323,571 | $8,261 | $315,309 | $315,309 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-15 | $180,731 | $4,497 | $176,233 | $176,233 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-15 | $151,260 | $3,764 | $147,496 | $147,496 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-15 | $332,057 | $8,261 | $323,796 | $323,796 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-04-22 | $1,885,576 | $46,975 | $1,838,602 | $1,838,602 |
| ZOOM VIDEO | P | 2018-10-30 | 2020-04-22 | $34,392 | $4,090 | $30,302 | $30,302 |
| ZOOM VIDEO | P | 2018-10-30 | 2020-04-22 | $10,663 | $1,268 | $9,395 | $9,395 |
| ZOOM VIDEO | P | 2018-10-30 | 2020-04-22 | $23,729 | $2,822 | $20,907 | $20,907 |
| ZOOM VIDEO | P | 2018-10-30 | 2020-04-22 | $34,392 | $4,090 | $30,302 | $30,302 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-06-10 | $243,714 | $4,131 | $239,583 | $239,583 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-06-11 | $165,855 | $2,746 | $163,109 | $163,109 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-06-11 | $83,605 | $1,384 | $82,221 | $82,221 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-06-10 | $238,696 | $4,131 | $234,566 | $234,566 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-06-12 | $254,837 | $4,131 | $250,707 | $250,707 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-06-16 | $266,437 | $4,131 | $262,306 | $262,306 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-06-22 | $279,353 | $4,131 | $275,223 | $275,223 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-07-02 | $579,345 | $8,261 | $571,084 | $571,084 |
| ZOOM VIDEO | P | 2016-12-01 | 2020-07-06 | $574,018 | $7,831 | $566,187 | $566,187 |
| ZOOM VIDEO | P | 2018-10-30 | 2020-07-06 | $31,539 | $2,054 | $29,486 | $29,486 |
| ZUORA INC | P | 2008-09-15 | 2020-01-14 | $231,791 | $18,875 | $212,916 | $212,916 |
| ZUORA INC | P | 2008-09-15 | 2020-01-15 | $121,485 | $9,598 | $111,887 | $111,887 |
| ZUORA INC | P | 2008-09-15 | 2020-08-13 | $232,713 | $24,414 | $208,299 | $208,299 |
| ZUORA INC | P | 2010-10-29 | 2020-08-13 | $342,462 | $89,388 | $253,074 | $253,074 |
| ZUORA INC | P | 2011-06-24 | 2020-08-13 | $114,158 | $29,797 | $84,361 | $84,361 |
| ZUORA INC | P | 2011-11-02 | 2020-08-13 | $198,278 | $77,713 | $120,565 | $120,565 |
| ZUORA INC | P | 2013-08-15 | 2020-08-13 | $190,283 | $96,938 | $93,345 | $93,345 |
| ZUORA INC | P | 2015-01-16 | 2020-08-13 | $26,344 | $16,804 | $9,541 | $9,541 |
| ABINGWORTH BIOVENTURES V LP | P | $1,067,971 | $1,067,971 | ||||
| ABINGWORTH BIOVENTURES VI LP | P | $2,144,217 | $2,144,217 | ||||
| ABINGWORTH BIOVENTURES VII LP | P | -$167,454 | -$167,454 | ||||
| ABRAMS CAPITAL PARTNERS II, L.P. | P | -$2,522,379 | -$2,522,379 | ||||
| ABRY HERITAGE PARTNERS, LP | P | -$234,729 | -$234,729 | ||||
| ABRY PARTNERS VI, LP | P | $137 | $137 | ||||
| ABRY PARTNERS VII, L.P. | P | -$313,472 | -$313,472 | ||||
| ABRY PARTNERS VIII (CAYMAN AIV), LP | P | $1,402,854 | $1,402,854 | ||||
| ABRY PARTNERS VIII, L.P. | P | $1,335,157 | $1,335,157 | ||||
| ABRY SENIOR EQUITY II, L.P. | P | -$19,461 | -$19,461 | ||||
| ABRY SENIOR EQUITY III, L.P. | P | $12,347 | $12,347 | ||||
| ABRY SENIOR EQUITY IV, L.P. | P | $1,769,752 | $1,769,752 | ||||
| ABRY SENIOR EQUITY V, L.P. | P | $88,932 | $88,932 | ||||
| ACCEL IX LP | P | $15,691 | $15,691 | ||||
| ACE REDPOINT VENTURES CHINA I, L.P. | P | $16,883 | $16,883 | ||||
| ADELIS EQUITY PARTNERS FUND II AB | P | $2,137 | $2,137 | ||||
| ADVENT INTERNATIONAL GPE VI L.P. | P | $342,827 | $342,827 | ||||
| ADVENT INTERNATIONAL GPE VII-A L.P. | P | $5,195,282 | $5,195,282 | ||||
| ADVENT INTERNATIONAL GPE VIII-B L.P. | P | $434,851 | $434,851 | ||||
| AEP FEEDER FUND III, LLC | P | -$2,319 | -$2,319 | ||||
| AEP FEEDER FUND IV LLC | P | $332 | $332 | ||||
| AH ANNEX FUND LP | P | -$235,342 | -$235,342 | ||||
| AH PARALLEL FUND III, L.P. | P | $261,684 | $261,684 | ||||
| AH PARALLEL FUND IV, LP | P | -$4,837 | -$4,837 | ||||
| AH PARALLEL FUND V LP | P | $2,015 | $2,015 | ||||
| AIO IV AIV LP | P | $52,697 | $52,697 | ||||
| AISLING CAPITAL III LP | P | $152,677 | $152,677 | ||||
| AISLING CAPITAL IV, LP | P | $307,080 | $307,080 | ||||
| ALTIRA TECHNOLOGY FUND V LP | P | -$2,946,137 | -$2,946,137 | ||||
| ANDREESSEN HOROWITZ FUND II, LP | P | -$577,158 | -$577,158 | ||||
| ANDREESSEN HOROWITZ FUND III, L.P. | P | $56,726 | $56,726 | ||||
| ANDREESSEN HOROWITZ FUND IV, LP | P | -$158,338 | -$158,338 | ||||
| ANDREESSEN HOROWITZ FUND V LP | P | $107,427 | $107,427 | ||||
| AVENUE SPECIAL SITUATIONS FD VI (B-FDR) | P | $363 | $363 | ||||
| BAIN CAPITAL (SPECIAL SITUATIONS 2008) X | P | -$1,007 | -$1,007 | ||||
| BAIN CAPITAL ASIA FUND III, L.P. | P | $1,028,637 | $1,028,637 | ||||
| BAIN CAPITAL EUROPE FUND III, L.P. | P | $657,658 | $657,658 | ||||
| BAIN CAPITAL EUROPE FUND IV, L.P. | P | $4,634,109 | $4,634,109 | ||||
| BAIN CAPITAL FUND IX, L.P. | P | $310,252 | $310,252 | ||||
| BAIN CAPITAL FUND VII, L.P. | P | $692,313 | $692,313 | ||||
| BAIN CAPITAL FUND VIII, L.P. | P | $113 | $113 | ||||
| BAIN CAPITAL FUND X, L.P. | P | $254,289 | $254,289 | ||||
| BAIN CAPITAL FUND XI, L.P. | P | $7,574,200 | $7,574,200 | ||||
| BAIN CAPITAL VENTURE COINVESTMENT FUND | P | $704,159 | $704,159 | ||||
| BAIN CAPITAL VENTURE FUND 2005, L.P. | P | $1,272,294 | $1,272,294 | ||||
| BAIN CAPITAL VENTURE FUND 2007, L.P. | P | -$124,341 | -$124,341 | ||||
| BAIN CAPITAL VENTURE FUND 2012, L.P. | P | $831,047 | $831,047 | ||||
| BAIN CAPITAL VENTURE FUND 2014, L.P. | P | $2,847,998 | $2,847,998 | ||||
| BAIN CAPITAL VENTURE FUND 2016, LP | P | $4,121,406 | $4,121,406 | ||||
| BAUPOST VALUE PARTNERS, L.P.-IV | P | $5,424,807 | $5,424,807 | ||||
| BC EUROPEAN CAPITAL VII-9 LP | P | -$1,567 | -$1,567 | ||||
| BC EUROPEAN CAPITAL VIII - 9 LP | P | $4,236 | $4,236 | ||||
| BENCHMARK CAPITAL PARTNERS IV, LP | P | $1,132,108 | $1,132,108 | ||||
| BENCHMARK CAPITAL PARTNERS V, LP | P | $327,591 | $327,591 | ||||
| BENCHMARK CAPITAL PARTNERS VI, LP | P | $661,566 | $661,566 | ||||
| BENCHMARK CAPITAL PARTNERS VII, LP | P | $494,772 | $494,772 | ||||
| BENCHMARK CAPITAL PARTNERS VIII, L.P. | P | $189,217 | $189,217 | ||||
| BENCHMARK FOUNDERS FUND IV, LP | P | $1,153,126 | $1,153,126 | ||||
| BREP IX (AV-LH-3) L.P. | P | $56,918 | $56,918 | ||||
| BREP IX.F (AV-MH-2) L.P. | P | $71,072 | $71,072 | ||||
| BREP IX.F (AV-MH-3/4) L.P. | P | $49,152 | $49,152 | ||||
| BREP IX.F L.P. | P | $319,074 | $319,074 | ||||
| BREP VIII F-NQ (AV-LH.4) L.P. | P | $107,258 | $107,258 | ||||
| BREP VIII.F (AV-LH.4) | P | $11 | $11 | ||||
| BREP VIIIF AV-LH2 LP | P | $36,621 | $36,621 | ||||
| CADENT ENERGY PARTNERS II, LP | P | $142,657 | $142,657 | ||||
| CCP III AIV III, L.P. | P | $96,420 | $96,420 | ||||
| CCP III AIV V, L.P. | P | -$37,021 | -$37,021 | ||||
| CENTERBRIDGE CAPITAL PARTNERS AIV I | P | -$1,339,869 | -$1,339,869 | ||||
| CENTERBRIDGE CAPITAL PARTNERS AIV II | P | $8,581 | $8,581 | ||||
| CENTERBRIDGE CAPITAL PARTNERS AIV V | P | -$169,633 | -$169,633 | ||||
| CENTERBRIDGE CAPITAL PARTNERS III (CJ) | P | $3,397 | $3,397 | ||||
| CENTERBRIDGE CAPITAL PARTNERS III (PEI) | P | $85,329 | $85,329 | ||||
| CENTERBRIDGE CAPITAL PARTNERS III, L.P. | P | $1,116,180 | $1,116,180 | ||||
| CENTERBRIDGE CAPITAL PARTNERS, L.P. | P | $6,505 | $6,505 | ||||
| CENTERBRIDGE CREDIT PARTNERS TE, L.P. | P | $2,842,896 | $2,842,896 | ||||
| CLARION DEVELOPMENT VENTURES III, L.P. | P | -$18,671 | -$18,671 | ||||
| CLEARWATER CAPITAL PARTNERS III (ANNEX) | P | -$655,190 | -$655,190 | ||||
| CLEARWATER ICPL CO-INVESTMENT FUND, LP | P | -$803,643 | -$803,643 | ||||
| CNK FUND I, LP | P | $132,567 | $132,567 | ||||
| CORTLAND PARTNERS FUND IV, LLC | P | $963,030 | $963,030 | ||||
| CROW HOLDINGS REALTY PARTNERS VII-A | P | $2,723,535 | $2,723,535 | ||||
| CROW HOLDINGS REALTY PARTNERS VIII, LP | P | $411,021 | $411,021 | ||||
| CYPRESS REALTY VI LIMITED PARTNERSHIP | P | -$2,898 | -$2,898 | ||||
| ELEVATION MSP, L.P. | P | $6,493 | $6,493 | ||||
| ENCAP ENERGY CAPITAL FUND IX, LP | P | -$978,273 | -$978,273 | ||||
| ENCAP ENERGY CAPITAL FUND X, LP | P | -$624,437 | -$624,437 | ||||
| ENCAP ENERGY CAPITAL FUND XI, LP | P | -$2,588 | -$2,588 | ||||
| ENCAP FLATROCK MIDSTREAM FUND III, LP | P | -$8,284 | -$8,284 | ||||
| FARALLON CAPITAL INSTITUTIONAL PARTNERS | P | -$277,503 | -$277,503 | ||||
| FIRSTMARK CAPITAL IV LP | P | -$18,376 | -$18,376 | ||||
| FIRSTMARK CAPITAL OF II, LP | P | $212,344 | $212,344 | ||||
| FRAZIER HEALTHCARE VI (CAYMAN), LP | P | $45,439 | $45,439 | ||||
| FRAZIER HEALTHCARE VI, L.P. | P | -$45,378 | -$45,378 | ||||
| FRAZIER LIFE SCIENCES IX, L.P. | P | -$92,806 | -$92,806 | ||||
| FRAZIER LIFE SCIENCES VIII, L.P. | P | -$854,473 | -$854,473 | ||||
| FRAZIER LIFE SCIENCES X, L.P. | P | $383,876 | $383,876 | ||||
| GA RV (CLASS A) EXIT, L.P. | P | $7,225,155 | $7,225,155 | ||||
| GA RV (COMMON) EXIT, L.P. | P | $4,277,354 | $4,277,354 | ||||
| GENERAL ATLANTIC PARTNERS (BERMUDA) II | P | $477,176 | $477,176 | ||||
| GENERAL ATLANTIC PARTNERS (BERMUDA) III | P | $7,748,647 | $7,748,647 | ||||
| GENERAL ATLANTIC PARTNERS (BERMUDA) IV | P | $550,369 | $550,369 | ||||
| GENERAL ATLANTIC PARTNERS (BERMUDA) | P | $1,597,796 | $1,597,796 | ||||
| GENERAL ATLANTIC PARTNERS 100, L.P. | P | -$46,043 | -$46,043 | ||||
| GENERAL ATLANTIC PARTNERS 85, LP | P | -$708,228 | -$708,228 | ||||
| GENERAL ATLANTIC PARTNERS 86, LP | P | -$4,212 | -$4,212 | ||||
| GENERAL ATLANTIC PARTNERS 88, LP | P | $902 | $902 | ||||
| GENERAL ATLANTIC PARTNERS 92L, L.P. | P | $5,461,242 | $5,461,242 | ||||
| GENERAL ATLANTIC PARTNERS 93, LP | P | $1,515,123 | $1,515,123 | ||||
| GENERAL ATLANTIC PARTNERS 97A, LP | P | $2,192,295 | $2,192,295 | ||||
| GENERAL ATLANTIC PARTNERS 98A, LP | P | -$490,172 | -$490,172 | ||||
| GENERAL ATLANTIC PARTNERS AIV-1 A, L.P. | P | $599 | $599 | ||||
| GGC NEUSTAR INVESTORS LP | P | -$3,418 | -$3,418 | ||||
| GGC NEUSTAR INVESTORS LP (SERIES 3) | P | -$5,398 | -$5,398 | ||||
| GNDI HOLDINGS II LUXEMBOURG, SCSP | P | $2,373,493 | $2,373,493 | ||||
| GOLDEN GATE CAPITAL INVESTMENT ANNEX II | P | -$373,593 | -$373,593 | ||||
| GOLDEN GATE CAPITAL INVESTMENTS II (BVI) | P | -$1,970,276 | -$1,970,276 | ||||
| GOLDEN GATE CAPITAL INVESTMENTS II-A | P | -$1,583,654 | -$1,583,654 | ||||
| GOLDEN GATE CAPITAL OPPORTUNITY | P | $10,593,378 | $10,593,378 | ||||
| GOLDEN GATE CAPITAL OPPORTUNITY FUND LP | P | $8,784,500 | $8,784,500 | ||||
| GREENBRIAR EQUITY FUND III AIV WFCI LP | P | -$280 | -$280 | ||||
| GREENBRIAR EQUITY FUND III, LP | P | $4,266 | $4,266 | ||||
| GREENFIELD ACQUISITION PARTNERS V, LP | P | $50,424 | $50,424 | ||||
| GTCR FUND IX/A, LP | P | $5,917 | $5,917 | ||||
| GTCR FUND X/A AIV LP | P | $997,013 | $997,013 | ||||
| GTCR FUND X/A LP | P | -$471 | -$471 | ||||
| GTCR FUND X/B LP | P | $42,696 | $42,696 | ||||
| GTCR FUND XI/A LP | P | $2,787,346 | $2,787,346 | ||||
| GTCR FUND XI/B LP | P | $1,575,215 | $1,575,215 | ||||
| GTCR FUND XII/A LP | P | $535,203 | $535,203 | ||||
| HIPEP III - PARTNERSHIP FUND L.P. | P | -$6,130 | -$6,130 | ||||
| HARRISON METAL CAPITAL IV, LP | P | $24,490 | $24,490 | ||||
| HELLMAN & FRIEDMAN CAPITAL PARTNERS VI | P | -$1,978,039 | -$1,978,039 | ||||
| HELLMAN & FRIEDMAN CAPITAL PARTNERS VII | P | $2,458,734 | $2,458,734 | ||||
| HELLMAN & FRIEDMAN CAPITAL PARTNERS VIII | P | $1,408,242 | $1,408,242 | ||||
| HFCP VI AIV, L.P. | P | $172 | $172 | ||||
| HFCP VI DOMESTIC AIV, L.P. | P | $388,629 | $388,629 | ||||
| HIPEP V - ASIA PACIFIC AND REST OF WORLD | P | $74,133 | $74,133 | ||||
| HUMMER WINBLAD VENTURE PARTNERS V, L.P. | P | $1,239 | $1,239 | ||||
| INFLEXION BUYOUT FUND IV (NO.1 ) LP | P | $13,460 | $13,460 | ||||
| INFLEXION PARTNERSHIP CAP FD I (NO.1) | P | -$78 | -$78 | ||||
| INSIGNIA VENTURES PARTNERS FUND I LP | P | $640 | $640 | ||||
| J.C. FLOWERS II L.P. | P | -$260,226 | -$260,226 | ||||
| KING STREET CAPITAL, L.P. | P | $2,468,015 | $2,468,015 | ||||
| KLEINER PERKINS CAUFIELD & BYERS X-A, LP | P | -$210 | -$210 | ||||
| KLEINER PERKINS CAUFIELD & BYERS XI-A | P | -$109,543 | -$109,543 | ||||
| KLEINER PERKINS CAUFIELD & BYERS XII | P | -$274,785 | -$274,785 | ||||
| KLEINER PERKINS CAUFIELD & BYERS XIII | P | -$147,781 | -$147,781 | ||||
| KLEINER PERKINS CAUFIELD & BYERS XIV | P | $1,233,630 | $1,233,630 | ||||
| KLEINER PERKINS CAUFIELD & BYERS XV | P | -$186,985 | -$186,985 | ||||
| KLEINER PERKINS CAUFIELD & BYERS XVI | P | -$559,121 | -$559,121 | ||||
| KLEINER PERKINS CAUFIELD & BYERS XVII | P | -$138,045 | -$138,045 | ||||
| KOHLBERG INVESTORS VII, L.P. | P | $1,218 | $1,218 | ||||
| KOHLBERG INVESTORS VIII, L.P. | P | $7,896 | $7,896 | ||||
| KOHLBERG TE INVESTORS VI, L.P. | P | $1,283 | $1,283 | ||||
| KPCB CHINA FUND II, L.P. | P | $8,645,267 | $8,645,267 | ||||
| KPCB CHINA FUND, L.P. | P | $83,664 | $83,664 | ||||
| KPCB DIGITAL GROWTH FUND II, LLC | P | $49,059 | $49,059 | ||||
| KPCB DIGITAL GROWTH FUND III, LLC | P | $316,364 | $316,364 | ||||
| KPCB DIGITAL GROWTH FUND, LLC | P | $341 | $341 | ||||
| KPCB GREEN GROWTH FUND, LLC | P | $66,815 | $66,815 | ||||
| LIME ROCK PARTNERS V, L.P. | P | -$320,652 | -$320,652 | ||||
| LS POWER EQUITY PARTNERS II PIE B LP | P | $28,375 | $28,375 | ||||
| MADISON DEARBORN CAPITAL PARTNERS IV | P | -$1,660,377 | -$1,660,377 | ||||
| MADISON DEARBORN CAPITAL PARTNERS V-A | P | -$1,282,564 | -$1,282,564 | ||||
| MADISON DEARBORN CAPITAL PARTNERS VI-A | P | $710,560 | $710,560 | ||||
| MADISON DEARBORN CAPITAL PARTNERS VI-B | P | $587 | $587 | ||||
| MADISON DEARBORN CAPITAL PARTNERS VII-A | P | $67,111 | $67,111 | ||||
| MAP 2004, L.P. | P | $1,098,791 | $1,098,791 | ||||
| MATRIX PARTNER X, L.P. | P | $2,524,492 | $2,524,492 | ||||
| MATRIX PARTNERS CHINA I, LP | P | $404,420 | $404,420 | ||||
| MATRIX PARTNERS CHINA II, LP | P | $2,529,347 | $2,529,347 | ||||
| MATRIX PARTNERS CHINA III, LP | P | $253,439 | $253,439 | ||||
| MATRIX PARTNERS CHINA IV, LP | P | -$499,783 | -$499,783 | ||||
| MATRIX PARTNERS CHINA V, LP | P | -$224,684 | -$224,684 | ||||
| MATRIX PARTNERS INDIA I, LLC | P | -$16,154 | -$16,154 | ||||
| MATRIX PARTNERS INDIA II EXTENSION, LLC | P | -$84,689 | -$84,689 | ||||
| MATRIX PARTNERS INDIA II, LLC | P | -$268,576 | -$268,576 | ||||
| MATRIX PARTNERS INDIA III, LLC | P | -$81,508 | -$81,508 | ||||
| MATRIX PARTNERS IX, L.P. | P | $3,988,642 | $3,988,642 | ||||
| MATRIX PARTNERS VII, L.P. | P | -$21,907 | -$21,907 | ||||
| MATRIX PARTNERS VIII, L.P. | P | -$1,952,137 | -$1,952,137 | ||||
| MDCP VII-A GLOBAL INVESTMENTS LP | P | -$59,536 | -$59,536 | ||||
| MERIT ENERGY PARTNERS C-I, LP | P | -$5 | -$5 | ||||
| MERIT ENERGY PARTNERS D-I, LP | P | -$11 | -$11 | ||||
| MERIT ENERGY PARTNERS E-I, LP | P | -$7 | -$7 | ||||
| NEW CENTURY HOLDINGS XI, L.P. | P | $23,158 | $23,158 | ||||
| NORTHERN LIGHT VENTURE FUND III, L.P. | P | $302,603 | $302,603 | ||||
| NORTHERN LIGHT VENTURE FUND IV, L.P. | P | -$238,792 | -$238,792 | ||||
| NORTHERN LIGHT VENTURE FUND V, L.P. | P | $16,779 | $16,779 | ||||
| OCM MEZZANINE FUND II, L.P. | P | -$5,981 | -$5,981 | ||||
| OCM OPPORTUNITIES FUND VI, L.P. | P | -$240,945 | -$240,945 | ||||
| OCM OPPORTUNITIES FUND VII, L.P. | P | $205,020 | $205,020 | ||||
| OCM OPPORTUNITIES FD VIIB AIF (DELAWARE) | P | $1,832 | $1,832 | ||||
| OCM OPPORTUNITIES FUND VIIB L.P. | P | -$121,720 | -$121,720 | ||||
| OCM PRINCIPAL OPP FUND IV AIF (DELAWARE) | P | $35,566 | $35,566 | ||||
| OCM PRINCIPAL OPPORTUNITIES FUND IV | P | -$681,523 | -$681,523 | ||||
| QUANTUM ENERGY PARTNERS IV, LP | P | -$2,763,419 | -$2,763,419 | ||||
| QUANTUM ENERGY PARTNERS V, LP | P | -$2,564,056 | -$2,564,056 | ||||
| QUANTUM ENERGY PARTNERS VII, LP | P | -$104,096 | -$104,096 | ||||
| REDPOINT VENTURES II, L.P. | P | -$171,910 | -$171,910 | ||||
| REDPOINT VENTURES III, L.P. | P | $20,971 | $20,971 | ||||
| REDPOINT VENTURES IV, L.P. | P | -$1,043,023 | -$1,043,023 | ||||
| REDPOINT VENTURES V, L.P. | P | -$60,941 | -$60,941 | ||||
| REDPOINT VENTURES VI, L.P. | P | -$248,589 | -$248,589 | ||||
| RIVA CAPITAL PARTNERS III, LP | P | -$482,905 | -$482,905 | ||||
| RIVA CAPITAL PARTNERS IV, LP | P | $1,092 | $1,092 | ||||
| RIVA CAPITAL PARTNERS V, LP | P | $535,257 | $535,257 | ||||
| ROARK CAPITAL PARTNERS II, LP | P | -$2,956,195 | -$2,956,195 | ||||
| SENTIENT GLOBAL RESOURCES FUND IV, L.P. | P | -$2,516,871 | -$2,516,871 | ||||
| SENTINEL CAPITAL PARTNERS V, LP | P | $3,350,673 | $3,350,673 | ||||
| SEQUOIA CAPITAL CHINA GROWTH FUND III | P | $408,853 | $408,853 | ||||
| SEQUOIA CAPITAL CHINA GROWTH FUND IV | P | $69,329 | $69,329 | ||||
| SEQUOIA CAPITAL CHINA GROWTH FUND V | P | -$23,438 | -$23,438 | ||||
| SEQUOIA CAPITAL CHINA GROWTH FUND VI | P | $46,198 | $46,198 | ||||
| SEQUOIA CAPITAL CHINA VENTURE FUND IV LP | P | $151,027 | $151,027 | ||||
| SEQUOIA CAPITAL CHINA VENTURE FUND V LP | P | $292,779 | $292,779 | ||||
| SEQUOIA CAPITAL CHINA VENTURE FUND VI | P | $87,172 | $87,172 | ||||
| SEQUOIA CAPITAL CHINA VENTURE FUND VII | P | -$99,152 | -$99,152 | ||||
| SEQUOIA CAPITAL GLOBAL GROWTH FUND II | P | $8,964 | $8,964 | ||||
| SEQUOIA CAPITAL INDIA GROWTH FUND II | P | $66,606 | $66,606 | ||||
| SEQUOIA CAPITAL INDIA V LTD | P | $303,568 | $303,568 | ||||
| SEQUOIA CAPITAL U.S. GROWTH FUND IV LP | P | -$174,494 | -$174,494 | ||||
| SEQUOIA CAPITAL U.S. GROWTH FUND VI, LP | P | $154,068 | $154,068 | ||||
| SEQUOIA CAPITAL U.S. GROWTH FUND VII | P | $205,068 | $205,068 | ||||
| SEQUOIA CAPITAL U.S. GROWTH FUND VIII | P | $151,040 | $151,040 | ||||
| SEQUOIA CAPITAL U.S. VENTURE FUND XIV | P | $107,852 | $107,852 | ||||
| SEQUOIA CAPITAL U.S. VENTURE FUND XV | P | -$59,435 | -$59,435 | ||||
| SEQUOIA CAPITAL US GROWTH FUND V, LP | P | -$108,691 | -$108,691 | ||||
| SIERRA VENTURES IX, LP | P | $336,376 | $336,376 | ||||
| SIERRA VENTURES VIII-A, LP | P | -$21,535 | -$21,535 | ||||
| SOMERSET EMERGING MARKETS SMALL CAP FD | P | -$4,228,142 | -$4,228,142 | ||||
| SUMMIT PARTNERS EUROPE PRIVATE EQUITY FD | P | $1,265,304 | $1,265,304 | ||||
| SUMMIT PARTNERS GROWTH EQUITY FUND IX-A | P | $59,513 | $59,513 | ||||
| SUMMIT PARTNERS GROWTH EQUITY FD VIII-A | P | $733,108 | $733,108 | ||||
| SUMMIT PARTNERS PRIVATE EQUITY FD VII-A | P | -$1,582,235 | -$1,582,235 | ||||
| SUMMIT PARTNERS SUBORDINATED DEBT IV-A | P | -$99,488 | -$99,488 | ||||
| SUMMIT PARTNERS VENTURE CAPITAL FD III-A | P | $492,434 | $492,434 | ||||
| SUMMIT PARTNERS VENTURE CAPITAL FD IV-A | P | $69,079 | $69,079 | ||||
| SUMMIT SUBORDINATED DEBT FUND III-B | P | -$617,972 | -$617,972 | ||||
| SUMMIT VENTURES VI-B, L.P. | P | $42,454 | $42,454 | ||||
| SUN CAPITAL PARTNERS V, L.P. | P | -$489,934 | -$489,934 | ||||
| SYCAMORE PARTNERS A, LP | P | $95,073 | $95,073 | ||||
| SYCAMORE PARTNERS II (AIV), L.P. | P | $64 | $64 | ||||
| SYCAMORE PARTNERS II, L.P. | P | $1,249,050 | $1,249,050 | ||||
| SYCAMORE PARTNERS, L.P. | P | -$649,967 | -$649,967 | ||||
| TA SDF II DO AIV, L.P. | P | $621,875 | $621,875 | ||||
| TA SDF II ECM AIV, L.P. | P | -$14,624 | -$14,624 | ||||
| TA SUBORDINATED DEBT FUND II L.P. | P | -$184,946 | -$184,946 | ||||
| TA X, L.P. | P | $563 | $563 | ||||
| TA XI DO AIV, L.P. | P | $1,295,404 | $1,295,404 | ||||
| TA XI ECM AIV, L.P. | P | -$13,798 | -$13,798 | ||||
| TA XI NS-A FEEDER, L.P. | P | $1,984,503 | $1,984,503 | ||||
| TA XI PC AIV, L.P. | P | -$6,704 | -$6,704 | ||||
| TA XI, L.P. | P | $1,764,666 | $1,764,666 | ||||
| TA XII-A EU AIV, L.P. | P | $504,177 | $504,177 | ||||
| TA XII-A, L.P. | P | $11,999,364 | $11,999,364 | ||||
| TA XIII-A, L.P. | P | $44,866 | $44,866 | ||||
| THE NIPPON VALUE INVESTORS | P | -$23,004,873 | -$23,004,873 | ||||
| THE SILCHESTER INTERNATIONAL INVESTORS | P | -$8,900,603 | -$8,900,603 | ||||
| THIRD KIND VENTURE CAPITAL I, L.P. | P | -$319,444 | -$319,444 | ||||
| TRITON FUND V L.P. | P | -$671 | -$671 | ||||
| VESTAR CAPITAL PARTNERS V, L.P. | P | $643,750 | $643,750 | ||||
| W CAPITAL PARTNERS II, LP | P | $10,591 | $10,591 | ||||
| W CAPITAL PARTNERS III, L.P. | P | -$892,465 | -$892,465 | ||||
| YORKTOWN ENERGY PARTNERS IV, L.P. | P | $40,206 | $40,206 | ||||
| YORKTOWN ENERGY PARTNERS IX, LP | P | -$21,768 | -$21,768 | ||||
| YORKTOWN ENERGY PARTNERS V, L.P. | P | $6,915 | $6,915 | ||||
| YORKTOWN ENERGY PARTNERS VI, L.P. | P | -$5,240 | -$5,240 | ||||
| YORKTOWN ENERGY PARTNERS VIII, LP | P | $2,690 | $2,690 | ||||
| YORKTOWN ENERGY PARTNERS X, L.P. | P | $27,048 | $27,048 | ||||
| YORKTOWN ENERGY PARTNERS XI, L.P. | P | -$148,022 | -$148,022 | ||||
| YORKTOWN POST OAK REMAINDER, LP | P | -$104,934 | -$104,934 | ||||
| BAIN CAPITAL (SSS I-C) IX | P | $1,061 | $1,061 | ||||
| BAIN CAPITAL (SSS I-C) IX -C | P | $118 | $118 | ||||
| DL OPPORTUNITIES FUND LTD | P | $121,925 | $121,925 | ||||
| ELLIOT INTERNATIONAL | P | $1,015,528 | $1,015,528 | ||||
| EUROPA III | P | $255,148 | $255,148 | ||||
| SANKATY CREDIT OPP (OFFSHORE) II LP | P | $103,583 | $103,583 | ||||
| SANKATY CREDIT OPP (OFFSHORE) III LP | P | $68,944 | $68,944 | ||||
| SRI NINE REIT | P | $776,316 | $776,316 | ||||
| SWIFTCURRENT | P | $25,193,099 | $25,193,099 | ||||
| FOREIGN EXCHANGE GAIN (LOSS) ADV | P | $53,098 | $53,098 | ||||
| FOREIGN EXCHANGE GAIN (LOSS) NTR | P | -$46,528 | -$46,528 | ||||
| FOREIGN EXCHANGE GAIN (LOSS) WESTWOOD | P | -$509,180 | -$509,180 | ||||
| GAIN FROM FINAL DISP OF PRTNERSHP INTRST | P | $7,404,801 | $7,404,801 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Capital Gain Net Income | $313,391,306 | CapitalGainNetIncomeAmt |
Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Investment Income Excise Tax | $5,852,652 | InvestmentIncomeExciseTaxAmt |
| Subtotal | $5,852,652 | SubtotalAmt |
| Tax Based On Investment Income | $5,852,652 | TaxBasedOnInvestmentIncomeAmt |
| Estimated Plus Ovpmt Incm Tx | $6,344,251 | EstimatedPlusOvpmtIncmTxAmt |
| Exempt Frgn Org Tax Wthld At Srce | $0 | ExemptFrgnOrgTaxWthldAtSrceAmt |
| Extsn Request Income Tax Paid | $5,500,000 | ExtsnRequestIncomeTaxPaidAmt |
| Total Payments And Credits | $11,844,251 | TotalPaymentsAndCreditsAmt |
| Form2220 Attached | Yes (X) | Form2220AttachedInd |
| Overpayment | $5,991,599 | OverpaymentAmt |
| Applied To ES Tax | $5,991,599 | AppliedToESTaxAmt |
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 | NY | OrgReportOrRegisterStateCd |
| Form990 PF Filed With Atty Gen | Yes (true) | Form990PFFiledWithAttyGenInd |
| Private Operating Foundation | false | PrivateOperatingFoundationInd |
| New Substantial Contributors | false | NewSubstantialContributorsInd |
| Own Controlled Entity | false | OwnControlledEntityInd |
| Donor Advised Fund | Yes (true) | DonorAdvisedFundInd |
| Comply With Public Insp Rqr | Yes (true) | ComplyWithPublicInspRqrInd |
| Website Address | WWW.MELLON.ORG | WebsiteAddressTxt |
Persons With Books Name PersonsWithBooksName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | THOMAS SANDERS CFO | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Phone | 2128388400 | PhoneNum |
Location Of Books US Address LocationOfBooksUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 140 EAST 62ND STREET | AddressLine1Txt |
| City | NEW YORK | CityNm |
| State Abbreviation | NY | StateAbbreviationCd |
| ZIP | 10065 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Foreign Accounts Question | Yes (true) | 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 | Yes (true) | GrantsToOrganizationsInd |
| Noncharitable Purpose | false | NoncharitablePurposeInd |
| Transactions Fail To Qlfy As Exc | false | TransactionsFailToQlfyAsExcInd |
| Maintained Expenditure Rspns | Yes (true) | MaintainedExpenditureRspnsInd |
| 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 | Yes (true) | SubjToTaxRmnrtnExPrchtPymtInd |
Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp
Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (14 entries)
| Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd | TitleTitleTxt | Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt | CompensationCompensationAmt | Employee Benefit ProgramEmployeeBenefitProgramAmt | Expense Account Other AllwncExpenseAccountOtherAllwncAmt |
|---|---|---|---|---|---|---|---|---|
| ELIZABETH ALEXANDER | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | PRESIDENT | 40.0 | $960,207 | $88,735 | $125,000 |
| SCOTT TAYLOR | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | CHIEF INVESTMENT OFFICER | 40.0 | $2,111,729 | $106,722 | $0 |
| MICHELE S WARMAN | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | EVP, COO, GEN CNSL, & SEC | 40.0 | $766,728 | $107,050 | $0 |
| KATHRYN A HALL | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 6.0 | $55,000 | $0 | $0 |
| RICHARD H BRODHEAD | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $35,000 | $0 | $0 |
| GLENN D LOWRY | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $35,000 | $0 | $0 |
| ERIC M MINDICH | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $35,000 | $0 | $0 |
| KATHERINE G FARLEY | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $30,000 | $0 | $0 |
| JOSHUA S FRIEDMAN | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $30,000 | $0 | $0 |
| HEATHER GERKEN | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $30,000 | $0 | $0 |
| THELMA GOLDEN | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $30,000 | $0 | $0 |
| SARAH E THOMAS | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE | 5.0 | $30,000 | $0 | $0 |
| ALONDRA NELSON | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE (EFFECTIVE 3/20) | 5.0 | $30,000 | $0 | $0 |
| JONATHAN HOLLOWAY | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | TRUSTEE (EFFECTIVE 6/20) | 5.0 | $22,500 | $0 | $0 |
Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (5 entries)
| Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd | TitleTitleTxt | Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt | CompensationCompensationAmt | Employee BenefitsEmployeeBenefitsAmt | Expense AccountExpenseAccountAmt |
|---|---|---|---|---|---|---|---|---|
| KAREN GRIEB INAL | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | SENIOR PORTFOLIO MGR | 40.0 | $1,791,607 | $1,549,537 | $0 |
| MONICA C SPENCER | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | SENIOR PORTFOLIO MGR | 40.0 | $1,214,930 | $106,140 | $0 |
| MICHELLE KNUDSEN | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | SENIOR PORTFOLIO MGR | 40.0 | $893,378 | $85,025 | $0 |
| ABIGAIL ARCHIBALD | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | SENIOR PORTFOLIO MGR | 40.0 | $865,927 | $106,202 | $0 |
| EMIL KANG | ||||||||
| 140 EAST 62ND STREET | NEW YORK | NY | 10065 | PROGRAM DIRECTOR | 40.0 | $512,984 | $105,535 | $60,000 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Other Employee Paid Over50k | 111 | OtherEmployeePaidOver50kCnt |
Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (5 entries)
| Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd | Service TypeServiceTypeTxt | CompensationCompensationAmt |
|---|---|---|---|---|---|
| JP MORGAN INVESTMENT MANAGEMENT INC | |||||
| 277 PARK AVENUE 2ND FLOOR | NEW YORK | NY | 10172 | INVESTMENT MGMT | $1,957,717 |
| SILCHESTER INTERNATIONAL INVESTORS INC | |||||
| 780 THIRD AVENUE 42ND FLOOR | NEW YORK | NY | 10017 | INVESTMENT MGMT | $1,503,940 |
| GENERAL ATLANTIC SERVICE COMPANY LLC | |||||
| PARK AVE PLAZA 33RD FL 55 EAST 52 | NEW YORK | NY | 10055 | INVESTMENT MGMT | $1,491,628 |
| WESTWOOD GLOBAL INVESTMENTS LLC | |||||
| ONE FINANCIAL CENTER SUITE 1620 | BOSTON | MA | 02111 | INVESTMENT MGMT | $689,766 |
| GMO LLC | |||||
| 40 ROWES WHARF | BOSTON | MA | 02110 | INVESTMENT MGMT | $399,884 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Contractor Paid Over50k | 33 | ContractorPaidOver50kCnt |
Summary Of Direct Chrtbl Acty SummaryOfDirectChrtblActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Description1 | SEE GENERAL EXPLANATION | Description1Txt |
| Expenses1 | $1,817,031 | Expenses1Amt |
Sum Of Program Related Invst SumOfProgramRelatedInvstGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Description1 | NONPROFIT FINANCE FUND: TO INCREASE THE SIZE OF A NO-INTEREST LOAN PROGRAM FOR MELLON-SUPPORTED ARTS AND CULTURAL HERITAGE ORGANIZATIONS. | Description1Txt |
| Expenses1 | $2,500,000 | Expenses1Amt |
| Total | $2,500,000 | TotalAmt |
Minimum Investment Return MinimumInvestmentReturnGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Average Monthly FMV Of Sec | $6,969,562,652 | AverageMonthlyFMVOfSecAmt |
| Average Monthly Cash Balances | $14,213,183 | AverageMonthlyCashBalancesAmt |
| FMV All Other Noncharitable Ast | $21,982,000 | FMVAllOtherNoncharitableAstAmt |
| Total FMV Of Unused Assets | $7,005,757,835 | TotalFMVOfUnusedAssetsAmt |
| Acquisition Indebtedness | $0 | AcquisitionIndebtednessAmt |
| Adjusted Total FMV Of Unused Ast | $7,005,757,835 | AdjustedTotalFMVOfUnusedAstAmt |
| Cash Deemed Charitable | $105,086,368 | CashDeemedCharitableAmt |
| Net Vl Noncharitable Assets | $6,900,671,467 | NetVlNoncharitableAssetsAmt |
| Minimum Investment Return | $345,033,573 | MinimumInvestmentReturnAmt |
Distributable Amount DistributableAmountGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Minimum Investment Return | $345,033,573 | MinimumInvestmentReturnAmt |
| Tax Based On Investment Income | $5,852,652 | TaxBasedOnInvestmentIncomeAmt |
| Total Tax | $5,852,652 | TotalTaxAmt |
| Distributable Before Adj | $339,180,921 | DistributableBeforeAdjAmt |
| Recoveries Qualfied Distri | $4,435,614 | RecoveriesQualfiedDistriAmt |
| Distributable Before Ded | $343,616,535 | DistributableBeforeDedAmt |
| Distributable As Adjusted | $343,616,535 | DistributableAsAdjustedAmt |
Qualifying Distri Part XII QualifyingDistriPartXIIGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Expenses And Contributions | $456,424,422 | ExpensesAndContributionsAmt |
| Program Related Invst Total | $2,500,000 | ProgramRelatedInvstTotalAmt |
| Charitable Assets Acquis Paid | $0 | CharitableAssetsAcquisPaidAmt |
| Set Aside Suitability Test | $0 | SetAsideSuitabilityTestAmt |
| Set Aside Cash Distri Test | $0 | SetAsideCashDistriTestAmt |
| Qualifying Distributions | $458,924,422 | QualifyingDistributionsAmt |
| Pct Sect4940e Org Net Invst Incm | $0 | PctSect4940eOrgNetInvstIncmAmt |
| Adjusted Qualifying Distri | $458,924,422 | AdjustedQualifyingDistriAmt |
Undistributed Income UndistributedIncomeGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Distributable As Adjusted | $343,616,535 | DistributableAsAdjustedAmt |
| Undistributed Income PY | $0 | UndistributedIncomePYAmt |
| Prior Year1 | 2018 | PriorYear1Yr |
| Prior Year2 | 2017 | PriorYear2Yr |
| Prior Year3 | 2016 | PriorYear3Yr |
| Excess Distribution Cyov Yr2 | $0 | ExcessDistributionCyovYr2Amt |
| Excess Distribution Cyov Yr1 | $7,759,954 | ExcessDistributionCyovYr1Amt |
| Total Excess Distribution Cyov | $7,759,954 | TotalExcessDistributionCyovAmt |
| Qualifying Distributions | $458,924,422 | QualifyingDistributionsAmt |
| Applied To Year1 | $0 | AppliedToYear1Amt |
| Applied To Current Year | $343,616,535 | AppliedToCurrentYearAmt |
| Remaining Distri From Corpus | $115,307,887 | RemainingDistriFromCorpusAmt |
| Total Corpus | $123,067,841 | TotalCorpusAmt |
| Taxable2 | $0 | Taxable2Amt |
| Undistributed Income CY | $0 | UndistributedIncomeCYAmt |
| Excess Distri Cyov To Next Yr | $123,067,841 | ExcessDistriCyovToNextYrAmt |
| Excess From Year2 | $0 | ExcessFromYear2Amt |
| Excess From Year1 | $7,759,954 | ExcessFromYear1Amt |
| Excess From Current Year | $115,307,887 | ExcessFromCurrentYearAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Private Operating Foundations | PrivateOperatingFoundationsGrp |
Supplementary Information SupplementaryInformationGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Contributing Manager | NONE | ContributingManagerNm |
| Shareholder Manager | NONE | ShareholderManagerNm |
Application Submission Info ApplicationSubmissionInfoGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Person | THE ANDREW W MELLON FOUNDATION | RecipientPersonNm |
Recipient US Address RecipientUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 140 EAST 62ND STREET | AddressLine1Txt |
| City | NEW YORK | CityNm |
| State Abbreviation | NY | StateAbbreviationCd |
| ZIP | 10065 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Phone | 2128388400 | RecipientPhoneNum |
| Form And Info And Materials | GRANT APPLICATIONS ARE REVIEWED THROUGHOUT THE YEAR, AND NO SPECIAL FORMS ARE REQUIRED. THE FOUNDATION MAKES GRANTS IN FOUR CORE PROGRAM AREAS: HIGHER LEARNING; ARTS AND CULTURE; PUBLIC KNOWLEDGE; AND HUMANITIES IN PLACE. THE PRESIDENT'S OFFICE ALSO MAKES GRANTS THAT ALIGN WITH THE FOUNDATION'S STRATEGIC PRINCIPLES AND VISION. THERE IS ALSO A SMALL PROGRAM CALLED PUBLIC AFFAIRS. COLLABORATIVE PLANNING BY THE FOUNDATION AND ITS GRANTEE INSTITUTIONS GENERALLY PRECEDES AWARDS AND IS AN INTEGRAL PART OF GRANTMAKING. UNSOLICITED PROPOSALS ARE GENERALLY NOT FUNDED. PROSPECTIVE APPLICANTS ARE THEREFORE ENCOURAGED NOT TO SUBMIT A FULL PROPOSAL AT THE OUTSET BUT RATHER SUBMIT AN INQUIRY THROUGH THE FOUNDATION'S FLUXX PORTAL. | FormAndInfoAndMaterialsTxt |
| Submission Deadlines | NONE | SubmissionDeadlinesTxt |
| Restrictions On Awards | THE FOUNDATION DOES NOT MAKE GRANTS TO INDIVIDUALS. | RestrictionsOnAwardsTxt |
Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (587 entries)
| Address Line1RecipientUSAddress/AddressLine1Txt | CityRecipientUSAddress/CityNm | State AbbreviationRecipientUSAddress/StateAbbreviationCd | ZIPRecipientUSAddress/ZIPCd | Recipient RelationshipRecipientRelationshipTxt | Recipient Foundation StatusRecipientFoundationStatusTxt | Grant Or Contribution PurposeGrantOrContributionPurposeTxt | AmtAmt | Address Line2RecipientUSAddress/AddressLine2Txt | Address Line1RecipientForeignAddress/AddressLine1Txt | CityRecipientForeignAddress/CityNm | CountryRecipientForeignAddress/CountryCd | Province Or StateRecipientForeignAddress/ProvinceOrStateNm | Foreign PostalRecipientForeignAddress/ForeignPostalCd |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A FAR CRY INC | |||||||||||||
| 146 A SOUTH STREET | JAMAICA PLAIN | MA | 02130 | NONE | PC | TO SUPPORT CAPACITY BUILDING AND ARTISTIC INITIATIVES | $20,000 | ||||||
| ACCION LATINA | |||||||||||||
| 2958 24TH STREET | SAN FRANCISCO | CA | 94110 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| ADLER UNIVERSITY | |||||||||||||
| 17 NORTH DEARBORN STREET | CHICAGO | IL | 60602 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS (PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $369,000 | ||||||
| AFRO-LATIN JAZZ ALLIANCE OF NEW YORK INC | |||||||||||||
| 646 MALCOLM X BOULEVARD 205 | NEW YORK | NY | 10037 | NONE | PC | TO CONTINUE SUPPORT FOR NEW REPERTOIRE AND A UNIVERSITY-LEVEL CURRICULUM | $300,000 | ||||||
| ALARM WILL SOUND INC | |||||||||||||
| 51 WOOSTER STREET 4TH FLOOR | NEW YORK | NY | 100132292 | NONE | PC | TO CONTINUE SUPPORT FOR ARTISTIC INITIATIVES AND ORGANIZATIONAL DEVELOPMENT | $300,000 | ||||||
| ALASKA NATIVE HERITAGE CENTER INC | |||||||||||||
| 8800 HERITAGE CENTER DRIVE | ANCHORAGE | AK | 99504 | NONE | PC | TO SUPPORT INDIGENOUS PROGRAMMING FOR SOCIAL CHANGE AND COMMUNITY HEALING | $800,000 | ||||||
| ALLIANCE FOR CALIFORNIA TRADITIONAL ARTS | |||||||||||||
| 744 P STREET SUITE 307 | FRESNO | CA | 93721 | NONE | PC | TO SUPPORT A NATIONAL PLANNING EFFORT TO CENTER THE CONTRIBUTIONS OF TRADITIONAL ARTISTS TO SOCIAL JUSTICE WITH WITHIN, AND BETWEEN, THEIR COMMUNITIES | $150,000 | ||||||
| ALLIANCE FOR YOUNG ARTISTS AND WRITERS INC | |||||||||||||
| 557 BROADWAY | NEW YORK | NY | 10012 | NONE | PC | TO SUPPORT THE NATIONAL STUDENT POETS PROGRAM | $150,000 | ||||||
| ALLIANCE OF RESIDENT THEATRES NEW YORK INC | |||||||||||||
| 520 EIGHTH AVENUE SUITE 319 | NEW YORK | NY | 10018 | NONE | PC | TO SUPPORT THE NEW YORK THEATER PROGRAM | $2,240,000 | ||||||
| ALONZO KING LINES BALLET | |||||||||||||
| 26 SEVENTH STREET 5TH FLOOR | SAN FRANCISCO | CA | 94103 | NONE | PC | TO SUPPORT A CREATIVE "BUBBLE" RESIDENCY | $350,000 | ||||||
| ALTERNATE ROOTS INC | |||||||||||||
| 1270 CAROLINE STREET SUITE D120-35 | ATLANTA | GA | 30307 | NONE | PC | TO SUPPORT A COLLABORATIVE COVID-19 EMERGENCY RESPONSE REGRANTING PROGRAM FOR COMMUNITY-BASED ARTISTS, CULTURE BEARERS, AND CULTURAL ORGANIZATIONS | $1,250,000 | ||||||
| ALTERNATE ROOTS INC | |||||||||||||
| 1270 CAROLINE STREET SUITE D120-35 | ATLANTA | GA | 30307 | NONE | PC | TO CONTINUE SUPPORT FOR REGRANTING PROGRAMS FOR ARTISTIC INITIATIVES AND REGIONAL CONVENINGS | $600,000 | ||||||
| ALZHEIMER'S DISEASE AND RELATED DISORDERS NYC INC | |||||||||||||
| 360 LEXINGTON AVENUE 3RD FLOOR | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT CONNECT2CULTURE'S CREATIVE EXPLORATIONS AT HOME SERIES TAILORED TO ENGAGE INDIVIDUALS WITH DEMENTIA AND THEIR CAREGIVERS | $50,000 | ||||||
| AMERICAN ACADEMY OF ARTS AND SCIENCES | |||||||||||||
| 136 IRVING STREET | CAMBRIDGE | MA | 021381996 | NONE | PC | TO SUPPORT DISSEMINATION OF THE RESULTS OF THE FOUNDATION-FUNDED HUMANITIES DEPARTMENTAL SURVEY AND HUMANITIES IN OUR LIVES SURVEY | $150,000 | NORTON WOODS | |||||
| AMERICAN ASSOCIATION FOR STATE AND LOCAL HISTORY | |||||||||||||
| 2021 21ST AVENUE S SUITE 320 | NASHVILLE | TN | 37212 | NONE | PC | TO SUPPORT AN INITIATIVE THAT STUDIES THE WAYS AMERICANS UNDERSTAND HISTORY, AND TO GENERATE SUCCESSFUL COMMUNICATION STRATEGIES ABOUT THE IMPORTANCE OF HISTORY FOR PUBLIC AUDIENCES | $229,000 | ||||||
| AMERICAN ASSOCIATION OF MUSEUMS | |||||||||||||
| 2451 CRYSTAL DRIVE SUITE 1005 | ARLINGTON | VA | 222024804 | NONE | PC | TO SUPPORT DIVERSIFICATION EFFORTS FOCUSED ON BOARDS AND EXECUTIVE LEADERSHIP AT AMERICAN MUSEUMS, IN COLLABORATION WITH THE FORD AND WALTON FAMILY FOUNDATIONS | $500,000 | ||||||
| AMERICAN COMPOSERS ORCHESTRA INC | |||||||||||||
| 494 EIGHTH AVENUE SUITE 503 | NEW YORK | NY | 10001 | NONE | PC | TO SUPPORT ARTISTIC INITIATIVES AND RECOVERY CAPITAL | $75,000 | ||||||
| AMERICAN COUNCIL OF LEARNED SOCIETIES | |||||||||||||
| 633 THIRD AVENUE 8TH FLOOR | NEW YORK | NY | 100176795 | NONE | PC | TO SUPPORT ONE ANNUAL CYCLE OF PROGRAM RENEWALS AT INSTITUTIONS HOSTING THE MELLON MAYS UNDERGRADUATE FELLOWSHIP: BROWN, COLUMBIA, CORNELL, DUKE, EMORY, HARVARD, HERITAGE, NORTHWESTERN, PRINCETON, RICE, STANFORD, WESLEYAN, AND YALE UNIVERSITIES; BARNARD, BOWDOIN, BROOKLYN, BRYN MAWR, CARLETON, CONNECTICUT, DARTMOUTH, GRINNELL, HAVERFORD, HUNTER, MACALESTER, OBERLIN, POMONA, QUEENS, SMITH, SWARTHMORE, WELLESLEY, WHITTIER, AND WILLIAMS COLLEGES; THE UNIVERSITIES OF CALIFORNIA AT BERKELEY, AT LOS ANGELES, AND AT RIVERSIDE; THE UNIVERSITIES OF CAPE TOWN, CHICAGO, NEW MEXICO, PENNSYLVANIA, PUERTO RICO AT RIO PIEDRAS, SOUTHERN CALIFORNIA, TEXAS AT AUSTIN, THE WESTERN CAPE, AND THE WITWATERSRAND; CALIFORNIA INSTITUTE OF TECHNOLOGY; CITY COLLEGE OF NEW YORK; UNITED NEGRO COLLEGE FUND, INC.; AND WASHINGTON UNIVERSITY IN ST. LOUIS | $6,122,000 | ||||||
| AMERICAN COUNCIL OF LEARNED SOCIETIES | |||||||||||||
| 633 THIRD AVENUE 8TH FLOOR | NEW YORK | NY | 100176795 | NONE | PC | TO SUPPORT MELLON LEADING EDGE FELLOWSHIPS, ENABLING RECENT HUMANITIES PHDS TO PARTNER WITH NONPROFIT AND GOVERNMENT ORGANIZATIONS ACTIVE IN THE WORK OF SOCIAL JUSTICE AND RACIAL EQUITY | $3,600,000 | ||||||
| AMERICAN COUNCIL OF LEARNED SOCIETIES | |||||||||||||
| 633 THIRD AVENUE 8TH FLOOR | NEW YORK | NY | 100176795 | NONE | PC | TO SUPPORT DISSERTATION COMPLETION FELLOWSHIPS FOR GRADUATE STUDENTS IN THE HUMANITIES AND SOCIAL SCIENCES | $3,500,000 | ||||||
| AMERICAN COUNCIL OF LEARNED SOCIETIES | |||||||||||||
| 633 THIRD AVENUE 8TH FLOOR | NEW YORK | NY | 100176795 | NONE | PC | TO SUPPORT THE CONTINUATION OF THE SOCIETY AND SCHOLARS FELLOWSHIP PROGRAM, ENABLING FACULTY AT RESEARCH UNIVERSITIES TO CONNECT HUMANITIES SCHOLARSHIP WITH THE PUBLIC INTEREST | $1,900,000 | ||||||
| AMERICAN COUNCIL OF LEARNED SOCIETIES | |||||||||||||
| 633 THIRD AVENUE 8TH FLOOR | NEW YORK | NY | 100176795 | NONE | PC | TO SUPPORT CORE ADMINISTRATIVE OPERATIONS AND FELLOWSHIP PROGRAMS AND CAPACITY BUILDING DURING A CENTENNIAL CAPITAL CAMPAIGN | $1,400,000 | ||||||
| AMERICAN COUNCIL OF LEARNED SOCIETIES | |||||||||||||
| 633 THIRD AVENUE 8TH FLOOR | NEW YORK | NY | 100176795 | NONE | PC | TO SUPPORT A SERIES OF SUMMER INSTITUTES THAT WOULD EXPLORE INNOVATIVE PRACTICES OF EQUITY AND INCLUSION IN THE ACADEMY | $1,000,000 | ||||||
| AMERICAN COUNCILS FOR INTERNATIONAL EDUCATION | |||||||||||||
| 1828 L STREET NW SUITE 1200 | WASHINGTON | DC | 20036 | NONE | PC | TO SUPPORT AN ONLINE GIS-DRIVEN INTERACTIVE SITE TO COLLECT KEY INFORMATION ON LEADING PROGRAMS AND PRACTICES IN LANGUAGE EDUCATION AT THE LOCAL, STATE, AND FEDERAL LEVELS | $150,000 | ||||||
| AMERICAN INDIAN COLLEGE FUND | |||||||||||||
| 8333 GREENWOOD BOULEVARD | DENVER | CO | 80221 | NONE | PC | TO SUPPORT TRIBAL COLLEGE AND UNIVERSITY STUDENTS IN NEED OF EMERGENCY FINANCIAL SUPPORT DUE TO THE COVID-19 CRISIS | $4,000,000 | ||||||
| AMERICAN INDIAN COLLEGE FUND | |||||||||||||
| 8333 GREENWOOD BOULEVARD | DENVER | CO | 80221 | NONE | PC | TO RENEW SUPPORT FOR PROGRAMMING TO SUPPORT HIGH SCHOOL-TO-COLLEGE TRANSITIONS, TRANSFERS FROM TWO- TO FOUR-YEAR INSTITUTIONS, AND COLLEGE RETENTION FOR NATIVE AMERICAN STUDENTS | $1,250,000 | ||||||
| AMERICAN LIBRARY ASSOCIATION | |||||||||||||
| 225 NORTH MICHIGAN AVENUE SUITE 13 | CHICAGO | IL | 60601 | NONE | PC | TO SUPPORT GENERAL OPERATIONS | $2,550,000 | ||||||
| AMERICAN LYRIC THEATER CENTER INC | |||||||||||||
| 410 WEST 42ND STREET | NEW YORK | NY | 10036 | NONE | PC | TO CONTINUE SUPPORT FOR THE COMPOSER LIBRETTIST DEVELOPMENT PROGRAM | $260,000 | ||||||
| AMERICAN LYRIC THEATER CENTER INC | |||||||||||||
| 410 WEST 42ND STREET | NEW YORK | NY | 10036 | NONE | PC | TO SUPPORT THE COMPOSER LIBRETTIST DEVELOPMENT PROGRAM | $22,986 | ||||||
| AMERICAN OPERA PROJECTS INC | |||||||||||||
| 138 SOUTH OXFORD STREET | BROOKLYN | NY | 112171695 | NONE | PC | TO CONTINUE SUPPORT FOR THE DEVELOPMENT AND CONTINUED LIFE OF NEW OPERAS | $116,000 | ||||||
| AMIGOS DEL MUSEO DEL BARRIO INC | |||||||||||||
| 1230 FIFTH AVENUE | NEW YORK | NY | 10029 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $600,000 | ||||||
| ARAB FUND FOR ARTS AND CULTURE | |||||||||||||
| NONE | PC | TO SUPPORT THE LEBANON SOLIDARITY FUND FOR EMERGENCY RESPONSE AND RECOVERY OF CULTURAL ORGANIZATIONS IN BEIRUT, LEBANON | $150,000 | PO BOX BEIRUT 13-5290 | BEIRUT | LE | |||||||
| ARIZONA STATE UNIVERSITY | |||||||||||||
| 300 EAST UNIVERSITY DRIVE 6TH FLOO | TEMPE | AZ | 852877705 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A COLLECTIVE MODEL OF MENTORSHIP THROUGH PROGRAM ACTIVITIES AND SCHOLARLY COLLABORATIONS CENTERED ON INDIGENOUS KNOWLEDGE AND PRACTICES | $2,139,500 | ||||||
| ARIZONA STATE UNIVERSITY | |||||||||||||
| 300 EAST UNIVERSITY DRIVE 6TH FLOO | TEMPE | AZ | 852877705 | NONE | PC | TO SUPPORT READYING THE MUSEUM, A COALITION OF MUSEUM WORKERS AND ARTISTS ORGANIZING TO ADDRESS RACIAL INEQUITIES IN THE MUSEUM FIELD THROUGH ASU ART MUSEUM | $810,000 | ||||||
| ARRAY ALLIANCE INC | |||||||||||||
| 180 GLENDALE BOULEVARD | ENCINO | CA | 90026 | NONE | PC | TO SUPPORT THE LAW ENFORCEMENT ARTS ACCOUNTABILITY PROJECT | $375,000 | ||||||
| ARTISTS REPERTORY THEATRE | |||||||||||||
| 1515 SW MORRISON STREET | PORTLAND | OR | 97205 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $138,900 | ||||||
| ARTS & DESIGN ALUMNI RESEARCH | |||||||||||||
| 1210 W 39 1/2 STREET | AUSTIN | TX | 78756 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF COLLABORATIVE PARTNERSHIPS AND INCLUSIVE SURVEY ADMINISTRATION FOR THE STRATEGIC NATIONAL ARTS ALUMNI PROJECT | $325,000 | ||||||
| ARTS & MINDS INC | |||||||||||||
| PO BOX 250073 | NEW YORK | NY | 10025 | NONE | PC | TO PROVIDE GENERAL SUPPORT | $150,000 | COLUMBIA UNIVERSITY STATION | |||||
| ARTS BUSINESS COLLABORATIVE | |||||||||||||
| 38-01 60TH STREET | WOODSIDE | NY | 11377 | NONE | PC | TO SUPPORT ORGANIZATIONAL DEVELOPMENT AND CAPACITY BUILDING FOR WOMEN OF COLOR IN THE ARTS | $150,000 | ||||||
| ARTS MIDWEST | |||||||||||||
| 2908 HENNEPIN AVENUE SUITE 200 | MINNEAPOLIS | MN | 55408 | NONE | PC | TO SUPPORT THE REGIONAL ARTS RESILIENCE FUND, A COLLABORATION AMONG THE SIX US REGIONAL ARTS ORGANIZATIONS | $1,680,000 | ||||||
| ASIAN ART MUSEUM FOUNDATION OF SAN FRANCISCO | |||||||||||||
| 200 LARKIN STREET | SAN FRANCISCO | CA | 941024734 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $3,000,000 | ||||||
| ASIAN UNIVERSITY FOR WOMEN SUPPORT FOUNDATION | |||||||||||||
| 1100 MASSACHUSETTS AVENUE SUITE 10 | CAMBRIDGE | MA | 02138 | NONE | PC | TO CONTINUE SUPPORT FOR THE UNDERGRADUATE EDUCATION OF REFUGEE STUDENTS IN BANGLADESH, INCLUDING ROHINGYA AND AFGHAN WOMEN | $600,000 | ||||||
| ASPIRATION | |||||||||||||
| 2973 16TH STREET SUITE 300 | SAN FRANCISCO | CA | 94103 | NONE | PC | TO SUPPORT SUSTAINABILITY PLANNING FOR THE EDITORIA PUBLISHING PLATFORM | $370,000 | ||||||
| ASSOCIATION FOR A UN LIVE MUSEUM | |||||||||||||
| NONE | PC | TO SUPPORT IMPLEMENTATION OF THE UN LIVE MUSEUM'S CONTENT AND ENGAGEMENT STRATEGY | $1,100,000 | UN CITY COPENHAGEN | COPENHAGEN | DA | MARMORVEJ 51 | 2100 | |||||
| ASSOCIATION OF AFRICAN AMERICAN MUSEUMS | |||||||||||||
| PO BOX 23698 | WASHINGTON | DC | 200263698 | NONE | PC | TO SUPPORT THE INAUGURAL EXECUTIVE DIRECTOR POSITION | $200,000 | ||||||
| BALLET HISPANICO OF NEW YORK INC | |||||||||||||
| 167 WEST 89TH STREET | NEW YORK | NY | 10024 | NONE | PC | TO SUPPORT A RETURN TO WORK THROUGH DANCER PODS | $325,000 | ||||||
| BALLET HISPANICO OF NEW YORK INC | |||||||||||||
| 167 WEST 89TH STREET | NEW YORK | NY | 10024 | NONE | PC | TO SUPPORT GENERAL OPERATING COSTS AND PLANNING FOR THE INSTITUTO COREOGRAFICO | $150,000 | ||||||
| BALTIMORE MUSEUM OF ART | |||||||||||||
| 10 ART MUSEUM DRIVE | BALTIMORE | MD | 21218 | NONE | PC | TO SUPPORT A PLANNING GRANT FOR THE DEVELOPMENT OF A MUSEUM COMMUNITY CENTER AND ARTIST INCUBATOR | $150,000 | ||||||
| BARNARD COLLEGE | |||||||||||||
| 3009 BROADWAY | NEW YORK | NY | 100276501 | NONE | PC | TO SUPPORT CURRICULAR DEVELOPMENT, RESEARCH, AND COMMUNITY ENGAGEMENT AROUND THE ISSUES OF IMMIGRATION, POVERTY, AND THE RIGHTS OF LABOR IN NEW YORK CITY | $500,000 | ||||||
| BAY AREA VIDEO COALITION INC | |||||||||||||
| 2727 MARIPOSA ST SUITE 200 | SAN FRANCISCO | CA | 94110 | NONE | PC | TO SUPPORT THE PRESERVATION OF AUDIOVISUAL CULTURAL HERITAGE MATERIALS AND INCREASED COMMUNITY ACCESS TO THEM | $125,000 | ||||||
| BENNINGTON COLLEGE | |||||||||||||
| ONE COLLEGE DRIVE | BENNINGTON | VT | 052016003 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF BUILDING A COMMUNITY CURRICULUM: A COMPLEX SYSTEMS APPROACH TO FOOD INSECURITY | $500,000 | ||||||
| BIBLIOTHEQUE NATIONALE DE FRANCE | |||||||||||||
| NONE | PC | TO SUPPORT THE DEVELOPMENT OF A DIGITAL LIBRARY PLATFORM THAT WOULD PROTECT AND INCREASE ACCESS TO AT-RISK CULTURAL HERITAGE RECORDS FROM THE MIDDLE EAST | $996,000 | 58 RUE DE RICHELIEU | PARIS | FR | CEDEX 02 | 75084 | |||||
| BILLIE HOLIDAY THEATRE INC | |||||||||||||
| 1368 FULTON STREET | BROOKLYN | NY | 112165372 | NONE | PC | TO SUPPORT THE BLACK SEED, A COLLABORATIVE NATIONAL ECOSYSTEM FOR BLACK THEATER INSTITUTIONS | $4,000,000 | ||||||
| BOREALIS PHILANTHROPY | |||||||||||||
| PO BOX 3295 | MINNEAPOLIS | MN | 55403 | NONE | PC | TO SUPPORT THE CREATION OF A POOLED FUND TO CARRY OUT GRANTMAKING IN CONNECTION WITH THE PRESIDENTS' COUNCIL ON DISABILITY INCLUSION IN PHILANTHROPY | $500,000 | ||||||
| BROOKLYN COLLEGE | |||||||||||||
| 2900 BEDFORD AVENUE | BROOKLYN | NY | 112102899 | NONE | PC | TO CONTINUE SUPPORT FOR A PROGRAM FOR TRANSFER STUDENTS TO FOSTER FACULTY-SUPPORTED INDEPENDENT ACADEMIC RESEARCH IN THE HUMANITIES AND SOCIAL SCIENCES | $500,000 | ||||||
| BROWN UNIVERSITY | |||||||||||||
| ONE PROSPECT STREET | PROVIDENCE | RI | 02912 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,487,000 | CAMPUS BOX 1860 | |||||
| BROWN UNIVERSITY | |||||||||||||
| ONE PROSPECT STREET | PROVIDENCE | RI | 02912 | NONE | PC | TO ENDOW POSTDOCTORAL FELLOWSHIPS IN THE HUMANITIES AT THE COGUT CENTER FOR THE HUMANITIES | $2,000,000 | CAMPUS BOX 1860 | |||||
| BROWN UNIVERSITY | |||||||||||||
| ONE PROSPECT STREET | PROVIDENCE | RI | 02912 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $245,000 | CAMPUS BOX 1860 | |||||
| BROWN UNIVERSITY | |||||||||||||
| ONE PROSPECT STREET | PROVIDENCE | RI | 02912 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED "RETHINKING THE DYNAMIC INTERPLAY OF MIGRATION, RACE, AND ETHNICITY IN THE CARIBBEAN AND LATIN AMERICA" | $225,000 | CAMPUS BOX 1860 | |||||
| CABD INC | |||||||||||||
| PO BOX 340600 | JAMAICA | NY | 11434 | NONE | PC | TO SUPPORT A CREATIVE "BUBBLE" RESIDENCY FOR CAMILLE A. BROWN & DANCERS | $355,000 | ||||||
| CALIFORNIA COMMUNITY FOUNDATION | |||||||||||||
| 221 SOUTH FIGUEROA STREET SUITE 40 | LOS ANGELES | CA | 90012 | NONE | PC | TO SUPPORT COVID-19 EMERGENCY RESPONSE FOR LOS ANGELES ARTS AND CULTURAL ORGANIZATIONS | $10,000,000 | ||||||
| CALIFORNIA STATE UNIVERSITY LOS ANGELES | |||||||||||||
| 5151 STATE UNIVERSITY DRIVE GE 314 | LOS ANGELES | CA | 900328580 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| CAMPAIGN LEGAL CENTER INC | |||||||||||||
| 1101 14TH STREET NW SUITE 400 | WASHINGTON | DC | 20005 | NONE | PC | TO SUPPORT THE RESTORE YOUR VOTE PROGRAM | $300,000 | ||||||
| CANDID | |||||||||||||
| 32 OLD SLIP 24TH FLOOR | NEW YORK | NY | 10005 | NONE | PC | TO PROVIDE GENERAL SUPPORT | $70,000 | ||||||
| CARA MIA THEATRE CO | |||||||||||||
| 3630 HARRY HINES BOULEVARD | DALLAS | TX | 75219 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $119,050 | ||||||
| CARLETON COLLEGE | |||||||||||||
| ONE NORTH COLLEGE STREET | NORTHFIELD | MN | 550574010 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $300,000 | MUSIC HALL 110 | |||||
| CASE WESTERN RESERVE UNIVERSITY | |||||||||||||
| 10900 EUCLID AVENUE | CLEVELAND | OH | 441064901 | NONE | PC | TO SUPPORT THE EXPANSION OF AN ACADEMIC LEADERSHIP DEVELOPMENT PILOT PROGRAM WITH A FOCUS ON DIVERSITY | $1,014,000 | ||||||
| CENTER FOR CULTURAL INNOVATION | |||||||||||||
| 244 SOUTH SAN PEDRO STREET SUITE 4 | LOS ANGELES | CA | 90012 | NONE | PC | TO SUPPORT AMBITIOUS, AN INITIATIVE TO ENCOURAGE THE DEVELOPMENT OF ALTERNATIVE ECONOMIES FOR ARTISTS AND CULTURAL COMMUNITIES | $600,000 | ||||||
| CENTER FOR CURATORIAL LEADERSHIP | |||||||||||||
| 174 EAST 80TH STREET | NEW YORK | NY | 100750439 | NONE | PC | TO SUPPORT A PILOT PROGRAM TO NURTURE THE MID-CAREER PATHS OF CURATORS OF COLOR IN ART MUSEUMS ACROSS THE UNITED STATES, IN COLLABORATION WITH THE STUDIO MUSEUM IN HARLEM | $550,000 | ||||||
| CENTER FOR CURATORIAL LEADERSHIP | |||||||||||||
| 174 EAST 80TH STREET | NEW YORK | NY | 100750439 | NONE | PC | TO SUPPORT AN ALUMNI PLATFORM FOR PROFESSIONAL DEVELOPMENT AND ENGAGEMENT. | $250,000 | ||||||
| CENTER FOR PERFORMANCE AND CIVIC PRACTICE | |||||||||||||
| PO BOX 50597 | PHOENIX | AZ | 85076 | NONE | PC | TO CONTINUE SUPPORT FOR THE CATALYST INITIATIVE | $420,000 | ||||||
| CENTER STAGE ASSOCIATES INC | |||||||||||||
| 700 NORTH CALVERT STREET | BALTIMORE | MD | 212023686 | NONE | PC | TO SUPPORT A SERIES OF COLLABORATIVE PROTOTYPE PROJECTS AND EXPERIMENTS | $350,000 | ||||||
| CHAMBER MUSIC AMERICA INC | |||||||||||||
| 12 WEST 32 STREET 7TH FLOOR | NEW YORK | NY | 10001 | NONE | PC | TO CONTINUE SUPPORT FOR THE CLASSICAL COMMISSIONING PROGRAM | $750,000 | ||||||
| CHICAGO HUMANITIES FESTIVAL | |||||||||||||
| 500 NORTH DEARBORN STREET SUITE 82 | CHICAGO | IL | 60610 | NONE | PC | TO SUPPORT FUTURE PROGRAMMING AND COMMUNITY OUTREACH RELATED TO THE CHICAGO HUMANITIES FESTIVAL'S ANNUAL THEME | $150,000 | ||||||
| CHICAGO OPERA THEATER | |||||||||||||
| 70 EAST LAKE STREET SUITE 815 | CHICAGO | IL | 60601 | NONE | PC | TO SUPPORT THE VANGUARD EMERGING OPERA COMPOSER RESIDENCY PROGRAM | $200,000 | ||||||
| CITY HARVEST INC | |||||||||||||
| 6 EAST 32ND STREET 5TH FLOOR | NEW YORK | NY | 10016 | NONE | PC | TO PROVIDE GENERAL SUPPORT IN RESPONSE TO THE COVID-19 PANDEMIC | $500,000 | ||||||
| CITY UNIVERSITY OF NEW YORK | |||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT THE CHANCELLOR'S EMERGENCY RELIEF GRANT PROGRAM FOR STUDENTS IMPACTED BY THE COVID-19 CRISIS | $2,500,000 | ||||||
| CITY UNIVERSITY OF NEW YORK | |||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT A PROGRAM TO STRENGTHEN PEDAGOGY ACROSS THE CUNY SYSTEM | $1,000,000 | ||||||
| CITY UNIVERSITY OF NEW YORK | |||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT THE CUNY CULTURAL CORPS PROGRAM | $1,000,000 | ||||||
| CITY UNIVERSITY OF NEW YORK | |||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT THE FURTHER DEVELOPMENT OF ETHNIC STUDIES ACROSS THE CUNY SYSTEM | $600,000 | ||||||
| CITY UNIVERSITY OF NEW YORK | |||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT ADJUNCT FACULTY IMPACTED BY COVID-RELATED BUDGET CUTS AND SUSTAIN HUMANITIES OFFERINGS AT THE CITY UNIVERSITY OF NEW YORK | $500,000 | ||||||
| CITY UNIVERSITY OF NEW YORK | |||||||||||||
| 55 WEST 125TH STREET 7TH FLOOR | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT FOOD SECURITY ACTIVITIES ON CITY UNIVERSITY OF NEW YORK CAMPUSES IN RESPONSE TO THE COVID-19 PANDEMIC | $500,000 | ||||||
| CITY UNIVERSITY OF NEW YORK | |||||||||||||
| 230 WEST 41ST STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS (PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $250,000 | ||||||
| CITYMEALS-ON-WHEELS | |||||||||||||
| 355 LEXINGTON AVENUE 3RD FLOOR | NEW YORK | NY | 10017 | NONE | PC | TO PROVIDE GENERAL SUPPORT IN RESPONSE TO THE COVID-19 PANDEMIC | $1,000,000 | ||||||
| CITYMEALS-ON-WHEELS | |||||||||||||
| 355 LEXINGTON AVENUE 3RD FLOOR | NEW YORK | NY | 10017 | NONE | PC | TO PROVIDE GENERAL SUPPORT IN RESPONSE TO THE COVID-19 PANDEMIC | $400,000 | ||||||
| CLAFLIN UNIVERSITY | |||||||||||||
| 400 MAGNOLIA STREET | ORANGEBURG | SC | 29115 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| CLARK ATLANTA UNIVERSITY | |||||||||||||
| 223 JAMES P BRAWLEY DRIVE | ATLANTA | GA | 30314 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | HARKNESS HALL ROOM 306 | |||||
| CLEMENTE SOTO VELEZ CULTURAL AND EDUCATIONAL CTR | |||||||||||||
| 107 SUFFOLK STREET | NEW YORK | NY | 10002 | NONE | PC | TO SUPPORT PLANNING AND CAPACITY-BUILDING ACTIVITIES | $200,000 | ||||||
| CLINTON COMMUNITY CHRISTIAN CORPORATION | |||||||||||||
| 2001 WEST NORTHSIDE DRIVE | CLINTON | MS | 39056 | NONE | PC | TO SUPPORT SIPP CULTURE IN ADMINISTERING A COLLABORATIVE COVID-19 EMERGENCY RESPONSE REGRANTING PROGRAM FOR COMMUNITY-BASED ARTISTS, CULTURE BEARERS, AND CULTURAL ORGANIZATIONS | $500,000 | ||||||
| CLINTON COMMUNITY CHRISTIAN CORPORATION | |||||||||||||
| 2001 WEST NORTHSIDE DRIVE | CLINTON | MS | 39056 | NONE | PC | TO CONTINUE SUPPORT FOR THE SIPP CULTURE RURAL PERFORMANCE/PRODUCTION LAB | $300,000 | ||||||
| COLLEGE OF WILLIAM & MARY | |||||||||||||
| PO BOX 8795 | WILLIAMSBURG | VA | 231878795 | NONE | PC | TO SUPPORT TEACHING, SCHOLARSHIP, AND COMMUNITY ENGAGEMENT AROUND THE LEGACIES OF SLAVERY, FREEDOM, SEGREGATION, RACISM, AND RECONCILIATION IN THE COLLEGE'S HISTORY | $500,000 | ||||||
| COLUMBIA UNIVERSITY | |||||||||||||
| 202 LOW MEMORIAL LIBRARY | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | 535 WEST 116TH STREET MC 4309 | |||||
| COLUMBIA UNIVERSITY | |||||||||||||
| 202 LOW MEMORIAL LIBRARY | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF GRADUATE DEGREE PROGRAMS IN A NEW AFRICAN AMERICAN AND AFRICAN DIASPORA STUDIES DEPARTMENT | $1,000,000 | 535 WEST 116TH STREET MC 4309 | |||||
| COLUMBIA UNIVERSITY | |||||||||||||
| 202 LOW MEMORIAL LIBRARY | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $250,000 | 535 WEST 116TH STREET MC 4309 | |||||
| COLUMBIA UNIVERSITY | |||||||||||||
| 202 LOW MEMORIAL LIBRARY | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | 535 WEST 116TH STREET MC 4309 | |||||
| COMMUNITY PARTNERS | |||||||||||||
| 1000 NORTH ALAMEDA STREET SUITE 24 | LOS ANGELES | CA | 90012 | NONE | PC | TO SUPPORT THE CALIFORNIA AFRICAN AMERICAN MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $300,000 | ||||||
| COMPANY ONE INC | |||||||||||||
| 539 TREMONT STREET STUDIO 202 | BOSTON | MA | 021166306 | NONE | PC | TO CONTINUE SUPPORT FOR A MULTIYEAR RESIDENCY WITH PLAYWRIGHT KIRSTEN GREENIDGE, AS PART OF THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $94,750 | ||||||
| CONTEMPORARY ARTS CENTER | |||||||||||||
| 900 CAMP STREET | NEW ORLEANS | LA | 701303908 | NONE | PC | TO SUPPORT INTERDISCIPLINARY PROGRAMMING FOR VISUAL AND PERFORMING ARTS | $500,000 | ||||||
| CORNELL UNIVERSITY | |||||||||||||
| 300 DAY HALL | ITHACA | NY | 148532801 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,475,500 | ||||||
| CORNELL UNIVERSITY | |||||||||||||
| 300 DAY HALL | ITHACA | NY | 148532801 | NONE | PC | TO SUPPORT A DATABASE OF DOCUMENTS RELATED TO FUGITIVES FROM NORTH AMERICAN SLAVERY | $150,000 | ||||||
| CORNELL UNIVERSITY | |||||||||||||
| 300 DAY HALL | ITHACA | NY | 148532801 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| CORNERSTONE THEATER COMPANY INC | |||||||||||||
| PO BOX 412587 | LOS ANGELES | CA | 90041 | NONE | PC | TO SUPPORT STRATEGIC PROGRAMMING PARTNERSHIPS WITH CITY AGENCIES, INSTITUTIONS OF HIGHER EDUCATION, AND INDIGENOUS COMMUNITIES | $175,000 | ||||||
| COUNCIL FOR DEV SOCIAL SCIENCE RESEARCH IN AFRICA | |||||||||||||
| NONE | PC | TO SUPPORT INNOVATIONS IN THE HUMANITIES IN AFRICAN UNIVERSITIES | $265,000 | AVENUE CHEIKH ANTA DIOP X CANAL IV | DAKAR | SG | BP 3304, CP 18524 | 18524 | |||||
| COUNCIL OF AMERICAN OVERSEAS RESEARCH CENTERS | |||||||||||||
| PO BOX 37012 | WASHINGTON | DC | 200137012 | NONE | PC | TO SUPPORT COLLABORATIVE RESEARCH, INTERDISCIPLINARY TRAINING, AND PROFESSIONAL DEVELOPMENT OPPORTUNITIES FOR ARTISTS AND SCHOLARS IN MOROCCO, ALGERIA, AND TUNISIA | $500,000 | MRC 178 | |||||
| COUNCIL OF INDEPENDENT COLLEGES | |||||||||||||
| ONE DUPONT CIRCLE NW SUITE 320 | WASHINGTON | DC | 200361142 | NONE | PC | TO SUPPORT TEACHING, LEARNING, AND COMMUNITY UNDERSTANDING OF THE CONTINUING LEGACIES OF SLAVERY IN THE UNITED STATES | $1,335,000 | ||||||
| COUNCIL OF LITERARY MAGAZINES AND PRESSES | |||||||||||||
| 154 CHRISTOPHER STREET SUITE 3C | NEW YORK | NY | 100142840 | NONE | PC | TO SUPPORT COVID-19 EMERGENCY RESPONSE GRANTS FOR NONPROFIT LITERARY ARTS ORGANIZATIONS | $1,365,833 | ||||||
| COUNCIL ON LIBRARY AND INFORMATION RESOURCES | |||||||||||||
| 2221 SOUTH CLARK STREET | ARLINGTON | VA | 222023745 | NONE | PC | TO SUPPORT A NATIONAL GRANTMAKING COMPETITION FOR THE DIGITIZATION OF COLLECTIONS OF SCHOLARLY AND CULTURAL IMPORTANCE | $4,000,000 | ||||||
| COUNCIL ON LIBRARY AND INFORMATION RESOURCES | |||||||||||||
| 2221 SOUTH CLARK STREET | ARLINGTON | VA | 222023745 | NONE | PC | TO SUPPORT A NATIONAL GRANTMAKING COMPETITION FOR THE DIGITIZATION OF COLLECTIONS OF SCHOLARLY AND CULTURAL IMPORTANCE | $2,207,500 | ||||||
| COUNCIL ON LIBRARY AND INFORMATION RESOURCES | |||||||||||||
| 2221 SOUTH CLARK STREET | ARLINGTON | VA | 222023745 | NONE | PC | TO SUPPORT A POSTDOCTORAL FELLOWSHIP PROGRAM FOR DATA CURATION IN AFRICAN AMERICAN AND AFRICAN STUDIES BY EXTENDING THE EXISTING FELLOWSHIPS BY TWO YEARS | $2,010,000 | ||||||
| COUNCIL ON LIBRARY AND INFORMATION RESOURCES | |||||||||||||
| 2221 SOUTH CLARK STREET | ARLINGTON | VA | 222023745 | NONE | PC | TO SUPPORT GENERAL OPERATIONS | $400,000 | ||||||
| COUNCIL ON LIBRARY AND INFORMATION RESOURCES | |||||||||||||
| 2221 SOUTH CLARK STREET | ARLINGTON | VA | 222023745 | NONE | PC | TO SUPPORT A FEASIBILITY STUDY FOR A LARGE-SCALE SURVEY OF ARCHIVES HELD BY HBCU LIBRARIES | $75,000 | ||||||
| CREATIVE VISIONS FOUNDATION | |||||||||||||
| 18820 PACIFIC COAST HIGHWAY | MALIBU | CA | 90265 | NONE | PC | TO SUPPORT PLANNING, CAPACITY BUILDING, AND PILOT PROGRAMMING FOR THE INSTITUTE OF BLACK IMAGINATION | $500,000 | ||||||
| CROWDED FIRE THEATER | |||||||||||||
| 1695 18TH STREET C101 ANNEX | SAN FRANCISCO | CA | 94107 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $125,000 | ||||||
| CULTURETRUST GREATER PHILADELPHIA | |||||||||||||
| 1315 WALNUT STREET SUITE 320 | PHILADELPHIA | PA | 19107 | NONE | PC | TO SUPPORT MONUMENT LAB'S OPERATIONAL CAPACITY AND RESEARCH | $2,000,000 | ||||||
| DALLAS BLACK DANCE THEATRE INC | |||||||||||||
| PO BOX 131290 | DALLAS | TX | 75313 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $600,000 | ||||||
| DANCE SERVICE NEW YORK CITY INC | |||||||||||||
| 218 EAST 18TH STREET GROUND FLOOR | NEW YORK | NY | 10003 | NONE | PC | TO SUPPORT THE NEW YORK DANCE REHEARSAL SPACE SUBSIDY PROGRAM | $500,000 | ||||||
| DANCE SERVICE NEW YORK CITY INC | |||||||||||||
| 218 EAST 18TH STREET GROUND FLOOR | NEW YORK | NY | 10003 | NONE | PC | TO CONTINUE SUPPORT FOR SERVICES TO THE FIELD | $160,000 | ||||||
| DANCE THEATRE OF HARLEM INC | |||||||||||||
| 466 WEST 152ND STREET | NEW YORK | NY | 10031 | NONE | PC | TO SUPPORT A CREATIVE "BUBBLE" RESIDENCY | $250,000 | ||||||
| DANCEUSA | |||||||||||||
| 1029 VERMONT AVENUE NW SUITE 400 | WASHINGTON | DC | 20005 | NONE | PC | TO CONTINUE SUPPORT FOR SERVICES TO THE FIELD | $350,000 | ||||||
| DAYTON CONTEMPORARY DANCE COMPANY | |||||||||||||
| 840 GERMANTOWN STREET | DAYTON | OH | 454028311 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $550,000 | ||||||
| DETROIT SOUND CONSERVANCY | |||||||||||||
| 440 BURROUGHS STREET SUITE 195 | DETROIT | MI | 48202 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| DETROIT SYMPHONY ORCHESTRA HALL INC | |||||||||||||
| 3711 WOODWARD AVENUE | DETROIT | MI | 48201 | NONE | PC | TO CONTINUE SUPPORT FOR RESPONSIVE ENGAGEMENT WITH THE CITIZENS OF DETROIT AND PATHWAYS INITIATIVES FOR MUSICIANS FROM UNDERREPRESENTED COMMUNITIES | $600,000 | COLUMBIA UNIVERSITY STATION | |||||
| DILLARD UNIVERSITY | |||||||||||||
| 2601 GENTILLY BOULEVARD | NEW ORLEANS | LA | 70122 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| DISTRICT SIX MUSEUM FOUNDATION | |||||||||||||
| NONE | PC | TO SUPPORT CORE OPERATIONS DURING THE COVID-19 PANDEMIC | $162,000 | 25A BUITENKANT STREET | CAPE TOWN | SF | 8001 | ||||||
| DORRANCE DANCE INCORPORATED | |||||||||||||
| PO BOX 1935 | NEW YORK | NY | 10101 | NONE | PC | TO SUPPORT A CREATIVE "BUBBLE" RESIDENCY | $150,000 | ||||||
| EARLY ALZHEIMER'S FOUNDATION INC | |||||||||||||
| 150 WEST 55TH STREET 4A | NEW YORK | NY | 100195586 | NONE | PC | TO PROVIDE GENERAL SUPPORT | $100,000 | ||||||
| EFFORTS OF GRACE INC | |||||||||||||
| 1712 ORETHA CASTLE HALEY BOULEVARD | NEW ORLEANS | LA | 70113 | NONE | PC | TO CONTINUE SUPPORT FOR THE ASHE RACIAL JUSTICE AND HEALING INITIATIVE | $300,000 | ||||||
| EL PASO COMMUNITY FOUNDATION | |||||||||||||
| 333 NORTH OREGON STREET | EL PASO | TX | 79901 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS (PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $598,000 | ||||||
| EL PASO MUSEUM OF ART | |||||||||||||
| ONE ARTS FESTIVAL PLAZA | EL PASO | TX | 79901 | NONE | GOV | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $100,000 | ||||||
| EMERSON COLLEGE | |||||||||||||
| 120 BOYLSTON STREET | BOSTON | MA | 021164611 | NONE | PC | TO CONTINUE SUPPORT FOR HOWLROUND PROGRAMMING AND ADMINISTRATION OF THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $668,000 | ||||||
| EMERSON COLLEGE | |||||||||||||
| 120 BOYLSTON STREET | BOSTON | MA | 021164611 | NONE | PC | TO CONTINUE SUPPORT FOR ARTIST RESIDENCIES | $550,000 | ||||||
| EMMETT TILL MEMORIAL COMMISSION OF TALLAHATCHIE CO | |||||||||||||
| 158 NORTH COURT STREET | SUMNER | MS | 38957 | NONE | PC | TO SUPPORT A NEW MEMORIAL TO TILL AND THE CENTER'S ORGANIZATIONAL CAPACITY | $650,000 | ||||||
| EMORY UNIVERSITY | |||||||||||||
| 408 ADMINISTRATION BUILDING | ATLANTA | GA | 30322 | NONE | PC | TO SUPPORT UNDERGRADUATE HUMANITIES CURRICULUM REVISION TO CONNECT UNDERGRADUATE STUDENTS IN THE HUMANITIES TO POSTGRADUATE CAREER OPPORTUNITIES | $625,000 | 201 DOWMAN DRIVE | |||||
| EMORY UNIVERSITY | |||||||||||||
| 408 ADMINISTRATION BUILDING | ATLANTA | GA | 30322 | NONE | PC | TO PROVIDE TIE-OFF SUPPORT FOR A PROGRAM OF VISITING SCHOLARS AND DISSERTATION-COMPLETING GRADUATE STUDENTS AT THE JAMES WELDON JOHNSON INSTITUTE | $500,000 | 201 DOWMAN DRIVE | |||||
| EMORY UNIVERSITY | |||||||||||||
| 408 ADMINISTRATION BUILDING | ATLANTA | GA | 30322 | NONE | PC | TO SUPPORT THE INTEGRATION OF THE AFRICAN ORIGINS DATABASE INTO THE SLAVE VOYAGES DATABASE | $88,500 | 201 DOWMAN DRIVE | |||||
| FAULKNER MORGAN ARCHIVE INC | |||||||||||||
| 2650 BOWMAN MILL ROAD | LEXINGTON | KY | 40513 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| FEDERATION OF STATE HUMANITIES COUNCILS | |||||||||||||
| 1600 WILSON BOULEVARD SUITE 902 | ARLINGTON | VA | 222092510 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF PROGRAMMING RELATED TO CIVIC AND ELECTORAL PARTICIPATION IN A MULTIVOCAL DEMOCRACY BY STATE HUMANITIES COUNCILS ACROSS THE UNITED STATES AND ITS TERRITORIES | $1,960,000 | ||||||
| FIRST PEOPLES FUND | |||||||||||||
| 706 WEST BOULEVARD | RAPID CITY | SD | 57701 | NONE | PC | TO SUPPORT THE NATIVE PERFORMING ARTIST LEADERSHIP PROGRAM, AND PROGRAMMING AT OGLALA LAKOTA ARTSPACE | $800,000 | ||||||
| FISK UNIVERSITY | |||||||||||||
| CRAVATH HALL 2ND FLOOR | NASHVILLE | TN | 372083051 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | 1000 17TH AVENUE NORTH | |||||
| FISK UNIVERSITY | |||||||||||||
| CRAVATH HALL 2ND FLOOR | NASHVILLE | TN | 372083051 | NONE | PC | TO SUPPORT PLANNING ACTIVITIES FOR A PORTAL THAT WOULD CONNECT TO COLLECTIONS ABOUT JULIUS ROSENWALD | $90,000 | 1000 17TH AVENUE NORTH | |||||
| FIVE COLLEGES INCORPORATED | |||||||||||||
| 97 SPRING STREET | AMHERST | MA | 010022324 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF NATIVE/INDIGENOUS STUDIES | $1,250,000 | ||||||
| FIVE COLLEGES INCORPORATED | |||||||||||||
| 97 SPRING STREET | AMHERST | MA | 010022324 | NONE | PC | TO SUPPORT THE STUDY OF LESS COMMONLY TAUGHT LANGUAGES | $111,799 | ||||||
| FLAMBOYAN FOUNDATION INC | |||||||||||||
| 1730 MASSACHUSETTS AVENUE NW | WASHINGTON | DC | 20036 | NONE | POF | TO SUPPORT COVID-19 EMERGENCY RELIEF EFFORTS FOR PUERTO RICAN ARTISTS AND ARTS ORGANIZATIONS | $500,000 | ||||||
| FLORIDA INTERNATIONAL UNIVERSITY | |||||||||||||
| 11200 SW 8TH STREET MARC 5TH FLOOR | MIAMI | FL | 331990001 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,316,000 | ||||||
| FLORIDA INTERNATIONAL UNIVERSITY | |||||||||||||
| 11200 SW 8TH STREET MARC 5TH FLOOR | MIAMI | FL | 331990001 | NONE | PC | TO CONTINUE SUPPORT FOR ACTIVITIES THAT ASSIST HUMANITIES STUDENTS TO COMPLETE THEIR DEGREES AT MIAMI DADE COLLEGE, TRANSFER TO FLORIDA INTERNATIONAL UNIVERSITY, AND STRENGTHEN FACULTY AND STAFF COLLABORATIONS BETWEEN THE INSTITUTIONS | $806,000 | ||||||
| FLORIDA INTERNATIONAL UNIVERSITY | |||||||||||||
| 11200 SW 8TH STREET MARC 5TH FLOOR | MIAMI | FL | 331990001 | NONE | PC | TO SUPPORT THE PRESERVATION, CREATION, AND NARRATION OF STORIES ABOUT UNDERREPRESENTED COMMUNITIES IN SOUTH FLORIDA THROUGH ORAL HISTORIES, ARCHIVES DEVELOPMENT, AND DIGITIZATION | $500,000 | ||||||
| FOOD BANK FOR NEW YORK CITY | |||||||||||||
| 39 BROADWAY 10TH FLOOR | NEW YORK | NY | 10006 | NONE | PC | TO PROVIDE GENERAL SUPPORT IN RESPONSE TO THE COVID-19 PANDEMIC | $500,000 | ||||||
| FOOTHILL-DE ANZA COMMUNITY COLLEGE DISTRICT | |||||||||||||
| 12345 EL MONTE ROAD | LOS ALTOS HILLS | CA | 94022 | NONE | PC | TO CONTINUE SUPPORT FOR THE TRANSFER OF HUMANITIES STUDENTS FROM FOOTHILL DE-ANZA COMMUNITY COLLEGE DISTRICT TO THE UNIVERSITY OF SAN FRANCISCO, AS WELL AS FACULTY COLLABORATIONS ON CURRICULUM AND PEDAGOGY | $916,500 | ||||||
| FOUNDATION FOR CALIFORNIA COMMUNITY COLLEGES | |||||||||||||
| 1102 Q STREET SUITE 4800 | SACRAMENTO | CA | 95811 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS (PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $360,000 | ||||||
| FRACTURED ATLAS INC | |||||||||||||
| 228 PARK AVENUE S 56651 | NEW YORK | NY | 100031502 | NONE | PC | TO SUPPORT THE ARTSJOURNAL ARCHIVES | $75,000 | ||||||
| FREE LIBRARY OF PHILADELPHIA FOUNDATION | |||||||||||||
| 1901 VINE STREET | PHILADELPHIA | PA | 19103 | NONE | PC | TO SUPPORT A FELLOWSHIP PROGRAM FOR PHILADELPHIA-AREA ACTIVISTS WORKING WITH LOCAL ARCHIVES TO DOCUMENT AND REINTERPRET ACTS OF RESISTANCE | $600,000 | ||||||
| FREEDOM EDUCATION PROJECT PUGET SOUND | |||||||||||||
| 918 SOUTH HORTON STREET SUITE 912 | SEATTLE | WA | 98134 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $255,000 | ||||||
| FRESH MEAT PRODUCTIONS | |||||||||||||
| PO BOX 460670 | SAN FRANCISCO | CA | 94146 | NONE | PC | TO SUPPORT CAPACITY BUILDING AND LEADERSHIP DEVELOPMENT | $390,000 | ||||||
| FROM THE HEART PRODUCTIONS INC | |||||||||||||
| 1455 MANDALAY BEACH ROAD | OXNARD | CA | 93035 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE CLIFTON HOUSE, A CREATIVE SPACE BASED IN THE HOME OF MARYLAND POET LAUREATE LUCILLE CLIFTON, AND ITS INITIAL PROGRAMMING FOR ASPIRING AND ESTABLISHED WRITERS | $405,000 | ||||||
| FUNDACION LUIS MUNOZ MARIN INC | |||||||||||||
| STREET ROAD 877 | SAN JUAN | PR | 00926 | NONE | PC | TO SUPPORT THE PUERTO RICO ARCHITECTURAL HERITAGE ARCHIVE | $700,000 | KM 04 | |||||
| GALLAUDET UNIVERSITY | |||||||||||||
| 800 FLORIDA AVENUE NE SUITE 102 | WASHINGTON | DC | 20002 | NONE | PC | TO SUPPORT A DISABILITY STUDIES PROJECT THAT USES INNOVATIVE DIGITAL VISUAL PEDAGOGY TO FURTHER ASL AND ENGLISH BILINGUALISM | $800,000 | ||||||
| GEORGETOWN UNIVERSITY | |||||||||||||
| 204 HEALY HALL | WASHINGTON | DC | 200571789 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | 37TH AND O STREET NW | |||||
| GEORGIA INSTITUTE OF TECHNOLOGY | |||||||||||||
| CENTENNIAL RESEARCH BUILDING | ATLANTA | GA | 303320325 | NONE | PC | TO SUPPORT THE CONTINUATION OF WORK BY THE DIGITAL INTERDISCIPLINARY LIBERAL ARTS CENTER | $750,000 | 505 TENTH STREET NW | |||||
| GERBERHART LIBRARY AND ARCHIVES | |||||||||||||
| 6500 NORTH CLARK STREET | CHICAGO | IL | 60626 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| GINA GIBNEY DANCE INC | |||||||||||||
| 890 BROADWAY 5TH FLOOR | NEW YORK | NY | 10003 | NONE | PC | TO SUPPORT A CREATIVE "BUBBLE" RESIDENCY FOR KINETIC LIGHT | $450,000 | ||||||
| GINA GIBNEY DANCE INC | |||||||||||||
| 890 BROADWAY 5TH FLOOR | NEW YORK | NY | 10003 | NONE | PC | TO CONTINUE SUPPORT FOR THE DANCE IN PROCESS RESIDENCY PROGRAM AND A CASH RESERVE FUND | $50,000 | ||||||
| GIVE2ASIA | |||||||||||||
| 2201 BROADWAY 4TH FLOOR | OAKLAND | CA | 94612 | NONE | PC | TO SUPPORT THE PRESERVATION OF, AND ACCESS TO, AN IMPORTANT CULTURAL HERITAGE ARCHIVE IN CAMBODIA | $70,000 | ||||||
| GOD'S LOVE WE DELIVER INC | |||||||||||||
| 166 AVENUE OF THE AMERICAS | NEW YORK | NY | 10013 | NONE | PC | TO PROVIDE GENERAL SUPPORT IN RESPONSE TO THE COVID-19 PANDEMIC | $250,000 | ||||||
| GOD'S LOVE WE DELIVER INC | |||||||||||||
| 166 AVENUE OF THE AMERICAS | NEW YORK | NY | 10013 | NONE | PC | TO PROVIDE GENERAL SUPPORT IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| GREATER WASHINGTON EDUCATIONAL TELECOMMUNICATIONS | |||||||||||||
| 3939 CAMPBELL AVENUE | ARLINGTON | VA | 22206 | NONE | PC | TO CONTINUE SUPPORT FOR PBS NEWSHOUR'S CANVAS | $712,500 | ||||||
| GREATER WASHINGTON EDUCATIONAL TELECOMMUNICATIONS | |||||||||||||
| 3939 CAMPBELL AVENUE | ARLINGTON | VA | 22206 | NONE | PC | TO CONTINUE SUPPORT FOR 'RACE MATTERS', A REPORTED SERIES BROADCAST ON PBS NEWSHOUR | $500,000 | ||||||
| GRINNELL COLLEGE | |||||||||||||
| NOLLEN HOUSE | GRINNELL | IA | 501121690 | NONE | PC | TO SUPPORT A CURRICULAR, EXPERIENTIAL LEARNING, AND COMMUNITY ENGAGEMENT INITIATIVE THAT HIGHLIGHTS THE ROLE OF THE HUMANITIES IN ADDRESSING SOCIETAL CHALLENGES | $500,000 | 1121 PARK STREET | |||||
| GROWNYC | |||||||||||||
| PO BOX 2327 | NEW YORK | NY | 10272 | NONE | PC | TO PROVIDE GENERAL SUPPORT IN RESPONSE TO THE COVID-19 PANDEMIC | $150,000 | ||||||
| GROWNYC | |||||||||||||
| PO BOX 2327 | NEW YORK | NY | 10272 | NONE | PC | TO PROVIDE GENERAL SUPPORT | $100,000 | ||||||
| GUADALUPE CULTURAL ARTS CENTER | |||||||||||||
| 723 SOUTH BRAZOS STREET | SAN ANTONIO | TX | 78207 | NONE | PC | TO SUPPORT NEW STAFF HIRES AND CONTINUE SUPPORT FOR CORE PROGRAMMING | $600,000 | ||||||
| HALLIE Q BROWN COMMUNITY CENTER INC | |||||||||||||
| 270 N KENT STREET | SAINT PAUL | MN | 55102 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| HAMPTON UNIVERSITY | |||||||||||||
| 100 EAST QUEEN STREET | HAMPTON | VA | 236680199 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| HARVARD UNIVERSITY | |||||||||||||
| MASSACHUSETTS HALL | CAMBRIDGE | MA | 02138 | NONE | PC | TO SUPPORT A COLLABORATION WITH PRINCETON UNIVERSITY AND HISTORICALLY BLACK COLLEGES AND UNIVERSITIES LIBRARIES TO PRESERVE, AND MAKE ACCESSIBLE, RECORDS OF THE COLORED TEACHERS ASSOCIATION AS AN INITIAL PHASE FOR THE BLACK TEACHERS ARCHIVE PORTAL | $610,000 | ||||||
| HARVARD UNIVERSITY | |||||||||||||
| MASSACHUSETTS HALL | CAMBRIDGE | MA | 02138 | NONE | PC | TO CONTINUE SUPPORT FOR A MULTIDISCIPLINARY PROGRAM THAT INVESTIGATES URBAN GEOGRAPHIES AND ISSUES BY SUPPORTING SITE-BASED RESEARCH PROJECTS, INTERDISCIPLINARY SEMINARS, DIGITAL PUBLICATIONS, AND OTHER SCHOLARLY PRODUCTIONS | $500,000 | ||||||
| HARVARD UNIVERSITY | |||||||||||||
| MASSACHUSETTS HALL | CAMBRIDGE | MA | 02138 | NONE | PC | TO SUPPORT A COLLABORATION BETWEEN THE CENTER FOR MIDDLE EASTERN STUDIES AT HARVARD UNIVERSITY AND THE BYZANTINE STUDIES RESEARCH CENTER AT BOGAZICI UNIVERSITY IN ISTANBUL, TURKEY | $28,000 | ||||||
| HONEY POT PERFORMANCE | |||||||||||||
| 5014 N SPRINGFIELD AVENUE 1 | CHICAGO | IL | 60625 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| HOUSTON GRAND OPERA ASSOCIATION INC | |||||||||||||
| WORTHAM THEATER CENTER | HOUSTON | TX | 770021504 | NONE | PC | TO CONTINUE SUPPORT ARTISTIC INITIATIVES AND ORGANIZATIONAL DEVELOPMENT | $500,000 | 510 PRESTON STREET | |||||
| HOWARD UNIVERSITY | |||||||||||||
| 2400 SIXTH STREET NW | WASHINGTON | DC | 20059 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | ||||||
| HOWARD UNIVERSITY | |||||||||||||
| 2400 SIXTH STREET NW | WASHINGTON | DC | 20059 | NONE | PC | TO SUPPORT A FACULTY DEVELOPMENT PROGRAM | $755,000 | ||||||
| HOWARD UNIVERSITY | |||||||||||||
| 2400 SIXTH STREET NW | WASHINGTON | DC | 20059 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| HUDSON LINK FOR HIGHER EDUCATION IN PRISON INC | |||||||||||||
| 23 STATE STREET | OSSINING | NY | 10562 | NONE | PC | TO RENEW SUPPORT FOR THE COORDINATION OF HIGHER EDUCATION PROGRAMS AND STUDENT SUPPORT AT CORRECTIONAL FACILITIES THROUGHOUT THE HUDSON VALLEY | $600,000 | ||||||
| HUDSON LINK FOR HIGHER EDUCATION IN PRISON INC | |||||||||||||
| 23 STATE STREET | OSSINING | NY | 10562 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| HUDSON RIVER MUSEUM OF WESTCHESTER | |||||||||||||
| 511 WARBURTON AVENUE | YONKERS | NY | 10701 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $200,000 | ||||||
| HULA PRESERVATION SOCIETY | |||||||||||||
| 46-020 ALALOA STREET UNIT G | KANEOHE | HI | 96744 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| ILLINOIS HUMANITIES COUNCIL | |||||||||||||
| 125 SOUTH CLARK STREET SUITE 650 | CHICAGO | IL | 606035200 | NONE | PC | TO SUPPORT THE PLANNING AND IMPLEMENTATION OF A STATEWIDE INITIATIVE THAT USES THE ARTS AND HUMANITIES TO BRING FORWARD THE VOICES OF THOSE DIRECTLY IMPACTED BY THE CRIMINAL LEGAL SYSTEM | $750,000 | ||||||
| INDIAN LAND TENURE FOUNDATION | |||||||||||||
| 151 COUNTY ROAD B2 EAST | LITTLE CANADA | MN | 551171523 | NONE | PC | TO SUPPORT FIRST PEOPLES FUND IN ADMINISTERING A COLLABORATIVE COVID-19 EMERGENCY RESPONSE REGRANTING PROGRAM FOR COMMUNITY-BASED ARTISTS, CULTURE BEARERS, AND CULTURAL ORGANIZATIONS | $1,250,000 | ||||||
| INDIANA UNIVERSITY | |||||||||||||
| 107 SOUTH INDIANA AVENUE | BLOOMINGTON | IN | 474057000 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A RESEARCH MODEL FOR TEXTUAL ANALYSIS, WITH THE PROJECT ON THE HISTORY OF BLACK WRITING AS THE INITIAL FLAGSHIP COLLECTION | $500,000 | BRYAN HALL 200 | |||||
| INDIANA UNIVERSITY | |||||||||||||
| 107 SOUTH INDIANA AVENUE | BLOOMINGTON | IN | 474057000 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $226,000 | BRYAN HALL 200 | |||||
| INNER CITY YOUTH ORCHESTRA OF LOS ANGELES INC | |||||||||||||
| 6820 LA TIJERA BOULEVARD SUITE 201 | LOS ANGELES | CA | 900451931 | NONE | PC | TO CONTINUE SUPPORT OF PATHWAYS INITIATIVES FOR MUSICIANS FROM COMMUNITIES UNDERREPRESENTED IN CONCERT MUSIC PROFESSIONS | $400,000 | ||||||
| INSTITUTE FOR CITIZENS AND SCHOLARS | |||||||||||||
| 104 CARNEGIE CENTER SUITE 301 | PRINCETON | NJ | 08540 | NONE | PC | TO SUPPORT A FACULTY FELLOWSHIP IN RECOGNITION OF SOCIAL JUSTICE SERVICE | $775,000 | ||||||
| INSTITUTE FOR CITIZENS AND SCHOLARS | |||||||||||||
| 104 CARNEGIE CENTER SUITE 301 | PRINCETON | NJ | 08540 | NONE | PC | TO SUPPORT A SUITE OF PROGRAMS DESIGNED TO FACILITATE THE GRADUATE SCHOOL APPLICATION PROCESS FOR MELLON MAYS FELLOWS TAKING GAP YEARS POST-GRADUATION | $500,000 | ||||||
| INSTITUTE OF INTERNATIONAL EDUCATION INC | |||||||||||||
| ONE WORLD TRADE CENTER 36TH FLOOR | NEW YORK | NY | 10007 | NONE | PC | TO CONTINUE SUPPORT FOR ACADEMIC AND HUMANITARIAN ASSISTANCE FOR DISPLACED SCHOLARS THREATENED BY WAR AND REPRESSION | $1,250,000 | ||||||
| INSTITUTE OF INTERNATIONAL EDUCATION INC | |||||||||||||
| ONE WORLD TRADE CENTER 36TH FLOOR | NEW YORK | NY | 10007 | NONE | PC | TO CONTINUE SUPPORT FOR THE ARTIST PROTECTION FUND | $1,000,000 | ||||||
| INSTITUTE OF INTERNATIONAL EDUCATION INC | |||||||||||||
| ONE WORLD TRADE CENTER 36TH FLOOR | NEW YORK | NY | 10007 | NONE | PC | TO SUPPORT THE EMERGENCY STUDENT FUND FOR INTERNATIONAL STUDENTS IN THE US IMPACTED BY THE COVID-19 PANDEMIC | $150,000 | ||||||
| INSTITUTE OF MUSEUM AND LIBRARY SERVICES | |||||||||||||
| 955 LENFANT PLAZA NORTH SW SUITE | WASHINGTON | DC | 200242135 | NONE | GOV | TO SUPPORT MATERIALS RESEARCH FOR COLLECTIONS CARE AND THE REOPENING OF LIBRARIES AND MUSEUMS DURING THE COVID-19 PANDEMIC | $1,500,000 | ||||||
| INSTITUTO DE CULTURA PUERTORRIQUENA | |||||||||||||
| APARTADO 9024184 | SAN JUAN | PR | 009024184 | NONE | GOV | TO SUPPORT THE DEVELOPMENT AND IMPLEMENTATION OF THE GENERAL ARCHIVES DIGITAL COLLECTIONS INITIATIVE | $1,500,000 | ||||||
| INTERFERENCE ARCHIVE | |||||||||||||
| 314 7TH STREET | BROOKLYN | NY | 11215 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $60,000 | ||||||
| INTERNATIONAL CONTEMPORARY ENSEMBLE FOUNDATION INC | |||||||||||||
| 4306 THIRD AVE 4TH FLOOR | BROOKLYN | NY | 112323604 | NONE | PC | TO SUPPORT ICEENSEMBLE COLLABORATIONS AND MENTORSHIP OF CREATORS AND ARTISTS | $500,000 | ||||||
| INTERNATIONAL INST FOR ASIAN STUDIES LEIDEN UNIV | |||||||||||||
| NONE | PC | FINAL SUPPORT FOR A HUMANITIES-FOCUSED RESEARCH PROGRAM THAT CREATES A NETWORK OF INSTITUTIONS THROUGH HUMANITIES ACROSS BORDERS: ASIA AND AFRICA IN THE WORLD | $900,000 | UNIVERSITY OF LEIDEN | LEIDEN | NL | RAPENBURG 59 2311 | ||||||
| INTERNET ARCHIVE | |||||||||||||
| 300 FUNSTON AVENUE | SAN FRANCISCO | CA | 941182116 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A NATIONWIDE NETWORK OF PUBLIC LIBRARY WEB ARCHIVES | $700,000 | ||||||
| INTERNET ARCHIVE | |||||||||||||
| 300 FUNSTON AVENUE | SAN FRANCISCO | CA | 941182116 | NONE | PC | TO SUPPORT FURTHER RESEARCH ON THE USE OF MACHINE LEARNING AND OTHER TECHNIQUES TO HELP IDENTIFY AND PRESERVE ONLINE SCHOLARLY JOURNALS | $200,000 | ||||||
| ITHAKA HARBORS INC | |||||||||||||
| 101 GREENWICH STREET 18TH FLOOR | NEW YORK | NY | 10006 | NONE | PC | TO SUPPORT AN INVESTIGATION OF NEEDS FOR TEACHING WITH DIGITAL CULTURAL HERITAGE MATERIALS DURING THE COVID-19 PANDEMIC | $112,500 | ||||||
| JACOB'S PILLOW DANCE FESTIVAL INC | |||||||||||||
| 358 GEORGE CARTER ROAD | BECKET | MA | 01223 | NONE | PC | TO SUPPORT CREATIVE "BUBBLE" RESIDENCIES | $500,000 | ||||||
| JAZZ AT LINCOLN CENTER INC | |||||||||||||
| 3 COLUMBUS CIRCLE 12TH FLOOR | NEW YORK | NY | 10019 | NONE | PC | TO SUPPORT DIGITAL PROGRAMMING, MUSICIAN SALARIES, AND THE CREATION OF NEW WORKS DURING THE COVID-19 PANDEMIC | $2,000,000 | ||||||
| JOHN F KENNEDY CENTER FOR THE PERFORMING ARTS | |||||||||||||
| 2700 F STREET NW | WASHINGTON | DC | 205660001 | NONE | PC | TO SUPPORT THE SOCIAL IMPACT FUND | $1,500,000 | ||||||
| JOHN F KENNEDY CENTER FOR THE PERFORMING ARTS | |||||||||||||
| 2700 F STREET NW | WASHINGTON | DC | 205660001 | NONE | PC | TO SUPPORT PLANNING AND IMPLEMENTATION OF THE BALTIMORE-WASHINGTON MUSICAL PATHWAYS INITIATIVE | $1,000,000 | ||||||
| JOHN F KENNEDY CENTER FOR THE PERFORMING ARTS | |||||||||||||
| 2700 F STREET NW | WASHINGTON | DC | 205660001 | NONE | PC | TO SUPPORT A FESTIVAL OF NORTH AMERICAN ORCHESTRAS | $242,519 | ||||||
| JOHN JAY COLLEGE OF CRIMINAL JUSTICE | |||||||||||||
| 230 WEST 41ST STREET | NEW YORK | NY | 10019 | NONE | PC | TO CONTINUE TO SUPPORT THE EXPANSION OF EDUCATIONAL AND REENTRY INITIATIVES FOR CURRENT AND FORMERLY INCARCERATED STUDENTS | $750,000 | ||||||
| JOHN JAY COLLEGE OF CRIMINAL JUSTICE | |||||||||||||
| 230 WEST 41ST STREET | NEW YORK | NY | 10019 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| JOHNS HOPKINS UNIVERSITY | |||||||||||||
| 242 GARLAND HALL | BALTIMORE | MD | 212182691 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,197,000 | 3400 NORTH CHARLES STREET | |||||
| JOHNS HOPKINS UNIVERSITY | |||||||||||||
| 242 GARLAND HALL | BALTIMORE | MD | 212182691 | NONE | PC | TO CONTINUE SUPPORT FOR HUMANITIES FOR ALL, A PARTNERSHIP PROGRAM WITH THE COMMUNITY COLLEGE OF BALTIMORE COUNTY THAT PROMOTES THE TRANSFER OF COMMUNITY COLLEGE STUDENTS TO FOUR-YEAR INSTITUTIONS AND INNOVATIVE TEACHING PRACTICES IN THE HUMANITIES | $940,000 | 3400 NORTH CHARLES STREET | |||||
| JOHNS HOPKINS UNIVERSITY | |||||||||||||
| 242 GARLAND HALL | BALTIMORE | MD | 212182691 | NONE | PC | TO RENEW SUPPORT FOR THE BALTIMORE YOUTH FILM ARTS PROGRAM | $860,000 | 3400 NORTH CHARLES STREET | |||||
| JOHNSON C SMITH UNIVERSITY | |||||||||||||
| 100 BEATTIES FORD ROAD | CHARLOTTE | NC | 28216 | NONE | PC | TO SUPPORT A SUITE OF ACTIVITIES TO EXPAND THE AREA AND CULTURAL STUDIES PROGRAMS | $500,000 | ||||||
| JOHNSON C SMITH UNIVERSITY | |||||||||||||
| 100 BEATTIES FORD ROAD | CHARLOTTE | NC | 28216 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| JORGE M PEREZ ART MUSEUM OF MIAMI-DADE COUNTY INC | |||||||||||||
| 1103 BISCAYNE BOULEVARD | MIAMI | FL | 33132 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $2,500,000 | ||||||
| JORGE M PEREZ ART MUSEUM OF MIAMI-DADE COUNTY INC | |||||||||||||
| 1103 BISCAYNE BOULEVARD | MIAMI | FL | 33132 | NONE | PC | TO SUPPORT THE CREATION OF A CARIBBEAN CULTURAL INSTITUTE | $500,000 | ||||||
| JOYCE THEATER FOUNDATION INC | |||||||||||||
| 175 EIGHTH AVENUE | NEW YORK | NY | 10011 | NONE | PC | TO SUPPORT CREATIVE "BUBBLE" RESIDENCES FOR RONALD K. BROWN/EVIDENCE, A DANCE COMPANY | $305,000 | ||||||
| KALAMAZOO INSTITUTE OF ARTS | |||||||||||||
| 314 SOUTH PARK STREET | KALAMAZOO | MI | 490075102 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $350,000 | ||||||
| KENKELEBA HOUSE INC | |||||||||||||
| 214 EAST 2ND STREET | NEW YORK | NY | 10009 | NONE | PC | TO SUPPORT THE ASSESSMENT, CONSERVATION, CATALOGUING, AND DIGITIZATION OF THE COLLECTION | $750,000 | ||||||
| LA MAMA EXPERIMENTAL THEATRE CLUB INC | |||||||||||||
| 74A EAST 4TH STREET | NEW YORK | NY | 100038903 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $153,700 | ||||||
| LA PENA CULTURAL CENTER INC | |||||||||||||
| 3105 SHATTUCK AVENUE | BERKELEY | CA | 94705 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $425,000 | ||||||
| LEGAL SERVICES CORPORATION | |||||||||||||
| 3333 K STREET NW 3RD FLOOR | WASHINGTON | DC | 20007 | NONE | PC | TO SUPPORT A STUDY OF THE JUSTICE GAP IN THE US | $150,000 | ||||||
| LESBIAN HERSTORY EDUCATION FOUNDATION INC | |||||||||||||
| 484 14TH STREET | BROOKLYN | NY | 11215 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $90,000 | ||||||
| LEWIS & CLARK COLLEGE | |||||||||||||
| 0615 SW PALATINE HILL ROAD | PORTLAND | OR | 972197899 | NONE | PC | TO SUPPORT COMMUNITY PARTNERSHIPS TO ADDRESS SOCIAL SUFFERING BROUGHT ABOUT BY INCARCERATION, INEQUITABLE ACCESS TO HIGHER EDUCATION, AND PHYSICAL/MENTAL ILLNESS | $750,000 | ||||||
| LIBRARY OF CONGRESS | |||||||||||||
| 101 INDEPENDENCE AVENUE SE ROOM LM | WASHINGTON | DC | 20540 | NONE | GOV | TO SUPPORT A MULTI-PRONGED PROGRAM OF OUTREACH, TECHNOLOGY INNOVATION, AND ARCHIVES DEVELOPMENT FOR, AND BY, TRADITIONALLY UNDERREPRESENTED COMMUNITIES | $7,500,000 | ||||||
| LIBRARY OF CONGRESS | |||||||||||||
| 101 INDEPENDENCE AVENUE SE ROOM LM | WASHINGTON | DC | 20540 | NONE | GOV | TO SUPPORT A PILOT PROJECT MAKING LIBRARY COLLECTIONS AVAILABLE FOR COMPUTATIONAL RESEARCH | $500,000 | ||||||
| LINCOLN UNIVERSITY | |||||||||||||
| 1570 BALTIMORE PIKE | LINCOLN | PA | 19352 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| LOOKINGGLASS THEATRE COMPANY | |||||||||||||
| 875 NORTH MICHIGAN AVENUE SUITE 13 | CHICAGO | IL | 60611 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $176,650 | ||||||
| LOS ANGELES CHAMBER ORCHESTRA SOCIETY INC | |||||||||||||
| 350 SOUTH FIGUEROA STREET SUITE 18 | LOS ANGELES | CA | 90071 | NONE | PC | TO CONTINUE SUPPORT OF PATHWAYS INITIATIVES FOR MUSICIANS FROM COMMUNITIES UNDERREPRESENTED IN CONCERT MUSIC PROFESSION | $166,000 | ||||||
| LOWER MANHATTAN CULTURAL COUNCIL INC | |||||||||||||
| 125 MAIDEN LANE 2ND FLOOR | NEW YORK | NY | 10038 | NONE | PC | TO SUPPORT PLANNING FOR WORK WITH THE CREATIVE AND INDEPENDENT PRODUCERS ALLIANCE | $150,000 | ||||||
| LULA WASHINGTON CONTEMPORARY DANCE FOUNDATION | |||||||||||||
| 3773 CRENSHAW BOULEVARD | LOS ANGELES | CA | 90016 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $600,000 | ||||||
| LYRASIS | |||||||||||||
| 1438 WEST PEACHTREE STREET NW SUIT | ATLANTA | GA | 303092955 | NONE | PC | TO CONTINUE SUPPORT FOR PERFORMING ARTS READINESS | $1,150,000 | ||||||
| MAKERERE UNIVERSITY | |||||||||||||
| NONE | PC | TO SUPPORT A SUPRANATIONAL RESEARCH AND GRADUATE EDUCATION PROGRAM DIRECTED BY THE MAKERERE INSTITUTE FOR SOCIAL RESEARCH ON DECOLONIZATION, HUMANITIES DISCIPLINES, AND THE UNIVERSITY | $360,000 | MAIN CAMPUS MAIN ADMIN BUILDING | KAMPALA | UG | |||||||
| MAKERERE UNIVERSITY | |||||||||||||
| NONE | PC | TO SUPPORT THE ESTABLISHMENT OF A CENTER FOR EXCELLENCE IN TEACHING IN THE HUMANITIES | $250,000 | MAIN CAMPUS MAIN ADMIN BUILDING | CAMPALA | UG | |||||||
| MAKERERE UNIVERSITY | |||||||||||||
| NONE | PC | TO SUPPORT PHD AND EARLY-CAREER FACULTY TRAINING | $195,000 | MAIN CAMPUS MAIN ADMIN BUILDING | CAMPALA | UG | |||||||
| MARCH ON WASHINGTON FILM FESTIVAL | |||||||||||||
| 1341 G STREET NW 5TH FLOOR | WASHINGTON | DC | 20005 | NONE | PC | TO SUPPORT THE FESTIVAL'S CORE OPERATIONS | $100,000 | ||||||
| MARQUETTE UNIVERSITY | |||||||||||||
| PO BOX 1881 | MILWAUKEE | WI | 53233 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $745,000 | ||||||
| MARYMOUNT MANHATTAN COLLEGE | |||||||||||||
| 221 EAST 71ST STREET | NEW YORK | NY | 100214587 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| MASS DESIGN GROUP LTD | |||||||||||||
| 334 BOYLSTON STREET SUITE 400 | BOSTON | MA | 02116 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE PUBLIC MEMORY AND MEMORIAL LAB | $500,000 | ||||||
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY | |||||||||||||
| 77 MASSACHUSETTS AVENUE ROOM 3-208 | CAMBRIDGE | MA | 021394307 | NONE | PC | TO SUPPORT A POSTDOCTORAL RESEARCH PROGRAM ON THE INCENTIVES AND BARRIERS TO EQUITABLE AND OPEN SCHOLARSHIP | $750,000 | ||||||
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY | |||||||||||||
| 77 MASSACHUSETTS AVENUE ROOM 3-208 | CAMBRIDGE | MA | 021394307 | NONE | PC | TO SUPPORT THE FURTHER INTEGRATION OF THE CENTER FOR ART, SCIENCE, AND TECHNOLOGY INTO THE RESEARCH CULTURE OF THE UNIVERSITY | $500,000 | ||||||
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY | |||||||||||||
| 77 MASSACHUSETTS AVENUE ROOM 3-208 | CAMBRIDGE | MA | 021394307 | NONE | PC | TO SUPPORT DEVELOPMENT AND SHARING OF MATERIALS FOR THE TEACHING OF GLOBAL ARCHITECTURAL HISTORY | $500,000 | ||||||
| MASSACHUSETTS MUSEUM OF CONTEMPORARY ART FDN INC | |||||||||||||
| 87 MARSHALL STREET | NORTH ADAMS | MA | 01247 | NONE | PC | TO CONTINUE SUPPORT FOR ARTIST RESIDENCIES | $500,000 | ||||||
| MCNAY ART MUSEUM | |||||||||||||
| 6000 NORTH NEW BRAUNFELS AVENUE | SAN ANTONIO | TX | 78209 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $1,500,000 | ||||||
| MEXIC-ARTE MUSEUM | |||||||||||||
| 419 CONGRESS AVENUE | AUSTIN | TX | 787682632 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $100,000 | ||||||
| MIAMI DADE COLLEGE | |||||||||||||
| 300 NORTHEAST SECOND AVENUE | MIAMI | FL | 331322204 | NONE | PC | TO CONTINUE SUPPORT FOR ACTIVITIES THAT WOULD ASSIST HUMANITIES STUDENTS IN COMPLETING THEIR DEGREES AT MIAMI DADE COLLEGE AND TRANSFERRING TO FLORIDA INTERNATIONAL UNIVERSITY, AND STRENGTHEN FACULTY AND STAFF COLLABORATIONS BETWEEN THE INSTITUTIONS | $700,000 | ||||||
| MICHIGAN STATE UNIVERSITY | |||||||||||||
| 426 AUDITORIUM ROAD | EAST LANSING | MI | 488241046 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $1,537,000 | HANNAH ADMINISTRATION BUILDING ROO | |||||
| MICHIGAN STATE UNIVERSITY | |||||||||||||
| 426 AUDITORIUM ROAD | EAST LANSING | MI | 488241046 | NONE | PC | TO SUPPORT THE FURTHER DEVELOPMENT OF A LESS COMMONLY TAUGHT LANGUAGES CONSORTIUM ACROSS THE BIG TEN ACADEMIC ALLIANCE WITH THE INCLUSION OF INDIGENOUS LANGUAGES | $1,250,000 | HANNAH ADMINISTRATION BUILDING ROO | |||||
| MICHIGAN STATE UNIVERSITY | |||||||||||||
| 426 AUDITORIUM ROAD | EAST LANSING | MI | 488241046 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A COMMON DATA MODEL FOR SHARING ARCHIVAL MATERIALS RELATED TO THE INVOLVEMENT OF HIGHER EDUCATION IN LEGACIES OF THE TRANSATLANTIC SLAVE TRADE | $550,000 | HANNAH ADMINISTRATION BUILDING ROO | |||||
| MICHIGAN STATE UNIVERSITY | |||||||||||||
| 426 AUDITORIUM ROAD | EAST LANSING | MI | 488241046 | NONE | PC | TO SUPPORT SUSTAINABILITY PLANNING FOR THE PUBLIC PHILOSOPHY JOURNAL | $410,000 | HANNAH ADMINISTRATION BUILDING ROO | |||||
| MICHIGAN STATE UNIVERSITY | |||||||||||||
| 426 AUDITORIUM ROAD | EAST LANSING | MI | 488241046 | NONE | PC | TO SUPPORT THE PUERTO RICO DISASTER ARCHIVE | $325,000 | HANNAH ADMINISTRATION BUILDING ROO | |||||
| MID ATLANTIC ARTS FOUNDATION INC | |||||||||||||
| 201 NORTH CHARLES STREET SUITE 401 | BALTIMORE | MD | 21201 | NONE | PC | TO SUPPORT THE REGIONAL ARTS RESILIENCE FUND, A COLLABORATION AMONG THE SIX US REGIONAL ARTS ORGANIZATIONS | $1,710,000 | ||||||
| MID ATLANTIC ARTS FOUNDATION INC | |||||||||||||
| 201 NORTH CHARLES STREET SUITE 401 | BALTIMORE | MD | 21201 | NONE | PC | TO CONTINUE SUPPORT FOR THE USARTISTS INTERNATIONAL PROGRAM | $600,000 | ||||||
| MID-AMERICA ARTS ALLIANCE | |||||||||||||
| 2018 BALTIMORE AVENUE | KANSAS CITY | MO | 641081914 | NONE | PC | TO SUPPORT THE REGIONAL ARTS RESILIENCE FUND, A COLLABORATION AMONG THE SIX US REGIONAL ARTS ORGANIZATIONS | $1,540,000 | ||||||
| MILTON S EISENHOWER FOUNDATION | |||||||||||||
| 1875 CONNECTICUT AVENUE NW SUITE 4 | WASHINGTON | DC | 20009 | NONE | PC | TO SUPPORT EVENTS COMMEMORATING THE 50TH ANNIVERSARY OF THE LANDMARK 1968 NATIONAL ADVISORY COMMISSION ON CIVIL DISORDERS KNOWN AS THE KERNER COMMISSION, AND ITS RESULTING REPORT THAT EXAMINED THE CAUSES OF THE 1967 RACE RIOTS IN THE UNITED STATES AND PROVIDED RECOMMENDATIONS FOR A MORE JUST FUTURE | $250,000 | ||||||
| MILWAUKEE ART MUSEUM INC | |||||||||||||
| 700 NORTH ART MUSEUM DRIVE | MILWAUKEE | WI | 53202 | NONE | PC | TO SUPPORT IMPLEMENTATION OF KNOWLEDGE MANAGEMENT INFRASTRUCTURE | $500,000 | ||||||
| MISSISSIPPI HUMANITIES COUNCIL INC | |||||||||||||
| 3825 RIDGEWOOD ROAD ROOM 317 | JACKSON | MS | 39211 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $375,000 | ||||||
| MISSISSIPPI MUSEUM OF ART INC | |||||||||||||
| 380 SOUTH LAMAR STREET | JACKSON | MS | 39201 | NONE | PC | TO SUPPORT THE CENTER FOR ART AND PUBLIC EXCHANGE AND THE COMMUNITY COMPONENTS OF RAILWAYS - A NATIONAL ARTIST-LED AND COMMUNITY-DRIVEN PROJECT TO ACCOMPANY THE UPCOMING EXHIBITION ON THE GREAT MIGRATION | $650,000 | ||||||
| MODERN LANGUAGE ASSOCIATION OF AMERICA | |||||||||||||
| 85 BROAD STREET SUITE 500 | NEW YORK | NY | 100042434 | NONE | PC | TO SUPPORT THE LANGUAGE ENROLLMENT CENSUS | $150,000 | ||||||
| MOREHOUSE COLLEGE | |||||||||||||
| 830 WESTVIEW DRIVE SW | ATLANTA | GA | 303143773 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| MORGAN STATE UNIVERSITY | |||||||||||||
| 1700 EAST COLD SPRING LANE | BALTIMORE | MD | 21251 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | TRUTH HALL ROOM 201 | |||||
| MOSAIC THEATER COMPANY OF DC | |||||||||||||
| 1333 H STREET NE | WASHINGTON | DC | 20002 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $147,000 | ||||||
| MOUNT TAMALPAIS COLLEGE | |||||||||||||
| PO BOX 492 | SAN QUENTIN | CA | 94964 | NONE | PC | TO CONTINUE TO SUPPORT PRISON EDUCATION AND REENTRY | $500,000 | ||||||
| MOUNT TAMALPAIS COLLEGE | |||||||||||||
| PO BOX 492 | SAN QUENTIN | CA | 94964 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| MUSCOGEE CREEK NATION | |||||||||||||
| PO BOX 580 | OKMULGEE | OK | 74447 | NONE | GOV | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | 1008 EAST EUFAULA STREET | |||||
| MUSEUM ASSOCIATES | |||||||||||||
| 5905 WILSHIRE BOULEVARD | LOS ANGELES | CA | 90036 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF APPROXIMATELY 18 VIRTUAL MONUMENTS PROJECTS ACROSS LOS ANGELES COUNTY | $600,000 | ||||||
| MUSEUM OF CHINESE IN AMERICA | |||||||||||||
| 215 CENTRE STREET | NEW YORK | NY | 10013 | NONE | PC | TO SUPPORT A PLANNING PHASE FOR THE CONSERVATION OF THE COLLECTIONS | $150,000 | ||||||
| MUSEUM OF CONTEMPORARY ART - CHICAGO | |||||||||||||
| 220 EAST CHICAGO AVENUE | CHICAGO | IL | 60611 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $2,500,000 | ||||||
| NASHVILLE SYMPHONY ASSOCIATION | |||||||||||||
| 1 SYMPHONY PLACE | NASHVILLE | TN | 372012031 | NONE | PC | TO SUPPORT A PRE-COLLEGE TRAINING PROGRAM FOR STUDENTS FROM HISTORICALLY UNDERREPRESENTED COMMUNITIES | $80,642 | ||||||
| NATIONAL ASSOCIATION OF LATINO ARTS & CULTURE | |||||||||||||
| 1208 BUENA VISTA STREET | SAN ANTONIO | TX | 78207 | NONE | PC | TO SUPPORT A COLLABORATIVE COVID-19 EMERGENCY RESPONSE REGRANTING PROGRAM FOR COMMUNITY-BASED ARTISTS, CULTURE BEARERS, AND CULTURAL ORGANIZATIONS | $1,250,000 | ||||||
| NATIONAL ASSOCIATION OF LATINO ARTS & CULTURE | |||||||||||||
| 1208 BUENA VISTA STREET | SAN ANTONIO | TX | 78207 | NONE | PC | TO SUPPORT SERVICES TO THE FIELD | $1,000,000 | ||||||
| NATIONAL CENTER FOR CIVIC INNOVATION INC | |||||||||||||
| 121 AVENUE OF THE AMERICAS 6TH FLO | NEW YORK | NY | 10013 | NONE | PC | TO SUPPORT COLLEGE AND UNIVERSITY LEADERS WHO SEEK TO IMPROVE CAMPUS SERVICES TO IMMIGRANT STUDENTS | $500,000 | ||||||
| NATIONAL GALLERY OF ART | |||||||||||||
| SIXTH CONSTITUTION AVENUE NW | WASHINGTON | DC | 20565 | NONE | PC | TO SUPPORT A MULTIYEAR UNDERGRADUATE INTERNSHIP PILOT PROGRAM TO CREATE PATHWAYS TO CAREERS IN THE ARTS FOR STUDENTS FROM HOWARD UNIVERSITY | $462,000 | ||||||
| NATIONAL HISPANIC CULTURAL CENTER | |||||||||||||
| 1701 4TH STREET SW | ALBUQUERQUE | NM | 87102 | NONE | GOV | TO SUPPORT THE ART MUSEUM AND VISUAL ARTS PROGRAM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $200,000 | ||||||
| NATIONAL HISTORICAL PUBS AND RECORDS COMMISSION | |||||||||||||
| 8601 ADELPHI ROAD SUITE 5100 | WASHINGTON | DC | 20408 | NONE | GOV | TO SUPPORT START-UP GRANTS FOR SCHOLARLY EDITIONS ON AFRICAN AMERICAN, ASIAN AMERICAN, HISPANIC AMERICAN, AND NATIVE AMERICAN HISTORIES | $1,175,000 | ||||||
| NATIONAL HUMANITIES ALLIANCE FOUNDATION | |||||||||||||
| 21 DUPONT CIRCLE NW SUITE 800 | WASHINGTON | DC | 200361109 | NONE | SO I | TO CONTINUE SUPPORT FOR WORK TO EDUCATE THE PUBLIC AND POLICYMAKERS ABOUT THE VITAL ROLE THE HUMANITIES PLAY IN NATIONAL AND COMMUNITY LIFE | $542,500 | ||||||
| NATIONAL PERFORMANCE NETWORK INC | |||||||||||||
| PO BOX 56698 | NEW ORLEANS | LA | 701566698 | NONE | PC | TO CONTINUE SUPPORT FOR THE CREATION AND DEVELOPMENT FUND | $375,000 | ||||||
| NATIONAL PHILANTHROPIC TRUST | |||||||||||||
| 165 TOWNSHIP LINE ROAD SUITE 1200 | JENKINTOWN | PA | 19046 | NONE | PC | TO SUPPORT COVID-19 RELIEF FOR PHILADELPHIA ARTS AND CULTURE ORGANIZATIONS | $4,010,000 | ||||||
| NEVADA MUSEUM OF ART | |||||||||||||
| 160 WEST LIBERTY STREET | RENO | NV | 89501 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $747,966 | ||||||
| NEW BRITAIN MUSEUM OF AMERICAN ART INC | |||||||||||||
| 56 LEXINGTON STREET | NEW BRITAIN | CT | 06052 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $250,000 | ||||||
| NEW DANCE THEATRE INC | |||||||||||||
| 119 PARK AVENUE WEST | DENVER | CO | 80205 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $490,000 | ||||||
| NEW ENGLAND FOUNDATION FOR THE ARTS INC | |||||||||||||
| 1000 WASHINGTON STREET 2ND FLOOR | BOSTON | MA | 02118 | NONE | PC | TO CONTINUE SUPPORT FOR THE NATIONAL THEATER PROJECT | $2,206,000 | ||||||
| NEW ENGLAND FOUNDATION FOR THE ARTS INC | |||||||||||||
| 1000 WASHINGTON STREET 2ND FLOOR | BOSTON | MA | 02118 | NONE | PC | TO SUPPORT THE REGIONAL ARTS RESILIENCE FUND, A COLLABORATION AMONG THE SIX US REGIONAL ARTS ORGANIZATIONS | $1,270,000 | ||||||
| NEW MEXICO HIGHLANDS UNIVERSITY | |||||||||||||
| PO BOX 9000 | LAS VEGAS | NM | 877019000 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A SUSTAINABLE MODEL FOR A GROWING NETWORK OF COMMUNITY MEMORY LABS SERVING THE INDO-HISPANO POPULATION IN RURAL NEW MEXICO AND COLORADO | $970,000 | ||||||
| NEW MUSIC USA INC | |||||||||||||
| 90 BROAD STREET SUITE 1902 | NEW YORK | NY | 10004 | NONE | PC | TO SUPPORT RESEARCH AND PLANNING FOR NEW MUSIC HUBS | $120,000 | ||||||
| NEW ORLEANS AFRICAN AMERICAN MUSEUM | |||||||||||||
| 1417 GOVERNOR NICHOLLS STREET | NEW ORLEANS | LA | 70116 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $100,000 | ||||||
| NEW YORK COMMUNITY TRUST | |||||||||||||
| 909 THIRD AVENUE 22ND FLOOR | NEW YORK | NY | 10022 | NONE | PC | TO SUPPORT EMERGENCY GRANTS TO SMALL AND MIDSIZED NEW YORK CITY-BASED ARTS AND CULTURAL ORGANIZATIONS THROUGH THE NYC COVID-19 RESPONSE & IMPACT FUND | $10,000,000 | ||||||
| NEW YORK COMMUNITY TRUST | |||||||||||||
| 909 THIRD AVENUE 22ND FLOOR | NEW YORK | NY | 10022 | NONE | PC | TO CONTINUE SUPPORT FOR THE MOSAIC FUND, A FUNDER COLLABORATION TO PROMOTE ORGANIZATIONAL HEALTH AMONG SMALL-TO-MIDSIZED NEW YORK CITY ARTS ORGANIZATIONS OF COLOR | $1,000,000 | ||||||
| NEW YORK LIVE ARTS INC | |||||||||||||
| 219 WEST 19TH STREET | NEW YORK | NY | 10011 | NONE | PC | TO SUPPORT A CREATIVE "BUBBLE" RESIDENCY FOR HOPEBOYKINDANCE | $200,000 | ||||||
| NEW YORK PUBLIC LIBRARY | |||||||||||||
| 476 FIFTH AVENUE ROOM 210 | NEW YORK | NY | 100182788 | NONE | PC | TO CONTINUE SUPPORT FOR THE PRESERVATION OF COLLECTIONS AT THE SCHOMBURG CENTER FOR RESEARCH IN BLACK CULTURE THAT WERE NOT PREVIOUSLY MADE AVAILABLE TO THE PUBLIC | $750,000 | ||||||
| NEW YORK PUBLIC LIBRARY | |||||||||||||
| 476 FIFTH AVENUE ROOM 210 | NEW YORK | NY | 100182788 | NONE | PC | TO SUPPORT THE SCHOMBURG-MELLON HUMANITIES SUMMER INSTITUTE | $500,000 | ||||||
| NEW YORK UNIVERSITY | |||||||||||||
| 70 WASHINGTON SQUARE SOUTH | NEW YORK | NY | 100121091 | NONE | PC | TO RENEW SUPPORT FOR A CENTER FOR THE STUDY OF BALLET AS AN ART FORM AND ITS INTEGRATION INTO A RESEARCH UNIVERSITY ENVIRONMENT | $1,000,000 | ||||||
| NEW YORK UNIVERSITY | |||||||||||||
| 70 WASHINGTON SQUARE SOUTH | NEW YORK | NY | 100121091 | NONE | PC | TO SUPPORT AN INITIATIVE THAT INCORPORATES THE PUBLIC HUMANITIES INTO DOCTORAL EDUCATION | $750,000 | ||||||
| NEW YORK UNIVERSITY | |||||||||||||
| 70 WASHINGTON SQUARE SOUTH | NEW YORK | NY | 100121091 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A LATINX FOCUSED INTERDICIPLINARY CENTER | $750,000 | ||||||
| NEW YORK UNIVERSITY | |||||||||||||
| 70 WASHINGTON SQUARE SOUTH | NEW YORK | NY | 100121091 | NONE | PC | TO SUPPORT RESEARCH, DISSEMINATION, AND ARCHIVING OF WORK ON HEMISPHERIC BLACKNESS AND HEMISPHERIC MIGRATION THROUGH THE HEMISPHERIC INSTITUTE | $500,000 | ||||||
| NEW YORK UNIVERSITY | |||||||||||||
| 70 WASHINGTON SQUARE SOUTH | NEW YORK | NY | 100121091 | NONE | PC | TO CONTINUE TO SUPPORT PRISON EDUCATION AND REENTRY PROGRAMS | $500,000 | ||||||
| NEWBERRY LIBRARY | |||||||||||||
| 60 WEST WALTON STREET | CHICAGO | IL | 606103305 | NONE | PC | TO SUPPORT THE LIBRARY'S COLLABORATION WITH TRIBAL COMMUNITIES TO IMPROVE THEIR ACCESS TO AND USE OF ITS INDIGENOUS COLLECTIONS | $200,000 | ||||||
| NEW-YORK HISTORICAL SOCIETY | |||||||||||||
| 170 CENTRAL PARK WEST | NEW YORK | NY | 10024 | NONE | PC | TO SUPPORT THE CENTER FOR THE STUDY OF WOMEN'S HISTORY | $500,000 | ||||||
| NEW-YORK HISTORICAL SOCIETY | |||||||||||||
| 170 CENTRAL PARK WEST | NEW YORK | NY | 10024 | NONE | PC | TO SUPPORT A SUITE OF EXHIBITIONS THAT ILLUMINATE THE NUANCES, VIBRANCY, AND IMPORTANCE OF AMERICAN DEMOCRACY | $50,000 | ||||||
| NONPROFIT FINANCE FUND | |||||||||||||
| 5 HANOVER SQUARE 9TH FLOOR | NEW YORK | NY | 10004 | NONE | PC | TO CONTINUE SUPPORT FOR ADMINISTRATION OF A RECOVERABLE NO-INTEREST LOAN PROGRAM FOR MELLON-SUPPORTED ARTS AND CULTURAL HERITAGE ORGANIZATIONS | $425,000 | ||||||
| NONPROFIT FINANCE FUND | |||||||||||||
| 5 HANOVER SQUARE 9TH FLOOR | NEW YORK | NY | 10004 | NONE | PC | TO SUPPORT TECHNICAL ASSISTANCE FOR THE CONSERVATION CENTER COHORT OF THE COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $40,000 | ||||||
| NONPROFIT NEW YORK | |||||||||||||
| 320 EAST 43RD STREET 3RD FLOOR | NEW YORK | NY | 10017 | NONE | PC | TO PROVIDE GENERAL SUPPORT | $75,000 | ||||||
| NORTH CAROLINA AGRICULTURAL & TECHNICAL STATE UNIV | |||||||||||||
| 200 NORTH BENBOW ROAD | GREENSBORO | NC | 274110001 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| NORTHEAST OHIO CENTER FOR CHOREOGRAPHY | |||||||||||||
| UNIVERSITY OF AKRON | AKRON | OH | 44325 | NONE | PC | TO SUPPORT THE CREATIVE ADMINISTRATIVE RESIDENCY PROGRAM | $750,000 | SCHOOL OF DANCE GUZZETTA HALL | |||||
| NORTHEASTERN ILLINOIS UNIVERSITY FOUNDATION | |||||||||||||
| 5500 NORTH ST LOUIS AVENUE | CHICAGO | IL | 60625 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $873,000 | ||||||
| NORTHWESTERN UNIVERSITY | |||||||||||||
| 633 CLARK STREET 2-130 | EVANSTON | IL | 602081100 | NONE | PC | TO CONTINUE SUPPORT FOR THE PUERTO RICO ARTS INITIATIVE | $750,000 | ||||||
| NORTHWESTERN UNIVERSITY | |||||||||||||
| 633 CLARK STREET 2-130 | EVANSTON | IL | 602081100 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| OAKLAND MUSEUM OF CALIFORNIA | |||||||||||||
| 1000 OAK STREET | OAKLAND | CA | 94607 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $2,500,000 | ||||||
| OCLC INC | |||||||||||||
| 6565 KILGOUR PLACE | DUBLIN | OH | 43017 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF AN INFRASTRUCTURE TO RECONCILE ENTITIES, SUCH AS NAMES, FOR LINKED OPEN DATA | $1,218,000 | ||||||
| OPERA AMERICA INC | |||||||||||||
| 330 SEVENTH AVENUE 7TH FLOOR | NEW YORK | NY | 10001 | NONE | PC | TO SUPPORT DEVELOPMENT AND DISSEMINATION OF NEW AMERICAN OPERA | $750,000 | ||||||
| OREGON SHAKESPEARE FESTIVAL ASSOCIATION INC | |||||||||||||
| PO BOX 158 | ASHLAND | OR | 975200158 | NONE | PC | TO SUPPORT THE ORGANIZATION'S PLANNED REOPENING | $1,000,000 | ||||||
| ORPHEUS CHAMBER ORCHESTRA INC | |||||||||||||
| 490 RIVERSIDE DRIVE 11TH FLOOR | NEW YORK | NY | 100275788 | NONE | PC | TO SUPPORT ARTISTIC PROGRAMS TAILORED TO ENGAGE INDIVIDUALS WITH DEMENTIA AND THEIR CAREGIVERS | $100,000 | ||||||
| PA'I FOUNDATION | |||||||||||||
| 904 KOHOU STREET SUITE 102 | HONOLULU | HI | 96817 | NONE | PC | TO SUPPORT A COLLABORATIVE COVID-19 EMERGENCY RESPONSE REGRANTING PROGRAM FOR COMMUNITY-BASED ARTISTS, CULTURE BEARERS, AND CULTURAL ORGANIZATIONS | $750,000 | ||||||
| PANGEA WORLD THEATER | |||||||||||||
| 711 WEST LAKE STREET SUITE 101 | MINNEAPOLIS | MN | 554083357 | NONE | PC | TO CONTINUE SUPPORT FOR THE NATIONAL INSTITUTE FOR DIRECTING AND ENSEMBLE CREATION | $900,000 | ||||||
| PEACE DEVELOPMENT FUND | |||||||||||||
| PO BOX 1280 | AMHERST | MA | 010041280 | NONE | PC | TO SUPPORT A MULTIPRONGED EFFORT TO CENTER THE KNOWLEDGE AND LANGUAGES OF MARGINALIZED COMMUNITIES ON THE INTERNET | $665,000 | ||||||
| PENUMBRA THEATRE COMPANY INC | |||||||||||||
| 270 NORTH KENT STREET | ST PAUL | MN | 551021744 | NONE | PC | TO SUPPORT THE PLANNING AND DEVELOPMENT FOR PENUMBRA'S CENTER FOR RACIAL HEALING | $500,000 | ||||||
| PEOPLE'S LIGHT & THEATRE CO | |||||||||||||
| 39 CONESTOGA ROAD | MALVERN | PA | 193551706 | NONE | PC | TO SUPPORT THE NEW PLAY FRONTIERS INITIATIVE | $25,000 | ||||||
| PHILADELPHIA MURAL ARTS ADVOCATES INC | |||||||||||||
| LINCOLN FINANCIAL MURAL ARTS CENTER | PHILADELPHIA | PA | 19130 | NONE | PC | TO SUPPORT THE LAUNCH AND IMPLEMENTATION OF THE PUBLIC ART & CIVIC ENGAGEMENT CAPACITY BUILDING INITIATIVE IN THREE AMERICAN CITIES | $900,000 | THOMAS EAKINS HOUSE 1727-29 MOUNT | |||||
| PHILADELPHIA MUSEUM OF ART | |||||||||||||
| PO BOX 7646 | PHILADELPHIA | PA | 191017646 | NONE | PC | TO SUPPORT A STUDY AND PLANNING PROCESS TO ADDRESS KNOWLEDGE MANAGEMENT INFRASTRUCTURE AT THE MUSEUM | $750,000 | ||||||
| PITZER COLLEGE | |||||||||||||
| 1050 NORTH MILLS AVENUE | CLAREMONT | CA | 917116101 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| POETS HOUSE INC | |||||||||||||
| 10 RIVER TERRACE | NEW YORK | NY | 10282 | NONE | PC | TO SUPPORT SUSTAINABILITY PLANNING THROUGH CAPACITY BUILDING FOR GOVERNANCE, STAFF, AND COLLECTIONS, AS WELL AS THROUGH THE DEVELOPMENT OF A LONG-RANGE DIGITAL STRATEGY | $450,000 | ||||||
| POMONA COLLEGE | |||||||||||||
| 550 NORTH COLLEGE AVENUE | CLAREMONT | CA | 917114434 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $285,000 | ||||||
| PORTLAND INSTITUTE FOR CONTEMPORARY ART | |||||||||||||
| 15 NE HANCOCK STREET | PORTLAND | OR | 97212 | NONE | PC | TO CONTINUE SUPPORT FOR ARTIST RESIDENCIES | $580,000 | ||||||
| PRAIRIE VIEW A&M UNIVERSITY | |||||||||||||
| 700 UNIVERSITY DRIVE | PRAIRIE VIEW | TX | 77446 | NONE | PC | TO SUPPORT A PROGRAM OF FACULTY DEVELOPMENT, RECRUITMENT, AND RETENTION IN THE HUMANITIES | $500,000 | ||||||
| PRAIRIE VIEW A&M UNIVERSITY | |||||||||||||
| 700 UNIVERSITY DRIVE | PRAIRIE VIEW | TX | 77446 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| PRATT INSTITUTE | |||||||||||||
| 200 WILLOUGHBY AVENUE | BROOKLYN | NY | 11205 | NONE | PC | TO SUPPORT A PROFESSIONAL DEVELOPMENT PROGRAM IN DIGITAL PRESERVATION FOR LIBRARIES, ARCHIVES, AND MUSEUMS | $600,000 | ||||||
| PRESS STREET | |||||||||||||
| 3718 SAINT CLAUDE AVENUE | NEW ORLEANS | LA | 70117 | NONE | PC | TO SUPPORT PLANNING, CAPACITY BUILDING, AND PILOT PROGRAMMING FOR THE BLACK SCHOOL'S BLACK SCHOOLHOUSE | $500,000 | ||||||
| PRINCETON AREA COMMUNITY FOUNDATION INC | |||||||||||||
| 15 PRINCESS ROAD | LAWRENCEVILLE | NJ | 08648 | NONE | PC | TO SUPPORT THE NEW JERSEY ARTS AND CULTURE RECOVERY FUND | $500,000 | ||||||
| PRINCETON UNIVERSITY | |||||||||||||
| ONE NASSAU HALL | PRINCETON | NJ | 085440015 | NONE | PC | TO SUPPORT COURSES, RESEARCH, AND COCURRICULAR PROGRAMS THAT ADVANCE THE URBAN HUMANITIES | $500,000 | ||||||
| PS1 CONTEMPORARY ART CENTER INC | |||||||||||||
| 22-25 JACKSON AVENUE | NEW YORK | NY | 11101 | NONE | PC | TO SUPPORT A NEW DIRECTOR'S VISION FOR A MORE EQUITABLE AND PARTICIPATORY MUSEUM | $500,000 | ||||||
| QUEENS MUSEUM OF ART | |||||||||||||
| NEW YORK CITY BUILDING | QUEENS | NY | 113683398 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $1,000,000 | FLUSHING MEADOWS CORONA PARK | |||||
| QUINNIPIAC UNIVERSITY | |||||||||||||
| 275 MOUNT CARMEL AVENUE | HAMDEN | CT | 06518 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $364,000 | ||||||
| RATTLESTICK PRODUCTIONS INC | |||||||||||||
| 224 WAVERLY PLACE | NEW YORK | NY | 10014 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $124,000 | ||||||
| RICE UNIVERSITY | |||||||||||||
| 440 ALLEN CENTER MS 1 | HOUSTON | TX | 77005 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED "DIASPORIC CULTURES OF SLAVERY: ENGAGING DISCIPLINES, ENGAGING COMMUNITIES" | $225,000 | 6100 MAIN STREET | |||||
| RIVERSIDE ART MUSEUM | |||||||||||||
| 3425 MISSION INN AVENUE | RIVERSIDE | CA | 92501 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $250,000 | ||||||
| ROBERT ABBE MUSEUM OF STONE AGE ANTIQUITIES | |||||||||||||
| 26 MOUNT DESERT STREET | BAR HARBOR | ME | 04609 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $200,000 | ||||||
| ROBERT W WOODRUFF LIBRARY OF THE ATLANTA UNIV CTR | |||||||||||||
| 111 JAMES P BRAWLEY DRIVE SOUTH W | ATLANTA | GA | 30314 | NONE | SO II | TO SUPPORT PROJECT STAND IN THE DEVELOPMENT OF COLLABORATIVE MODELS FOR ETHICAL DOCUMENTATION AND TEACHING WITH PRIMARY RESOURCES ON STUDENT ACTIVISM | $750,000 | ||||||
| ROCKEFELLER PHILANTHROPY ADVISORS INC | |||||||||||||
| 6 WEST 48TH STREET 10TH FLOOR | NEW YORK | NY | 100361802 | NONE | PC | TO SUPPORT THE THEORY OF THE FOUNDATION LEARNING COLLABORATIVE | $50,000 | ||||||
| RUTGERS THE STATE UNIVERSITY OF NEW JERSEY | |||||||||||||
| 335 GEORGE STREET SUITE 4000 | NEW BRUNSWICK | NJ | 089011281 | NONE | PC | TO SUPPORT THE ESTABLISHMENT OF AN INSTITUTE FOR THE ADVANCED STUDY OF RACE AND SOCIAL JUSTICE | $7,500,000 | ||||||
| RUTGERS THE STATE UNIVERSITY OF NEW JERSEY | |||||||||||||
| OLD QUEENS BUILDING SUITE 101 | NEW BRUNSWICK | NJ | 089011281 | NONE | PC | TO SUPPORT A THIRD AND FINAL ROUND OF GRADUATE FELLOWSHIPS IN THE UNIVERSITY'S HUMANITIES PROGRAMS | $184,245 | 83 SOMERSET STREET | |||||
| RUTGERS THE STATE UNIVERSITY OF NJ AT NEWARK | |||||||||||||
| 335 GEORGE STREET SUITE 4000 | NEW BRUNSWICK | NJ | 071021897 | NONE | PC | TO SUPPORT JAZZ AND POETRY PROGRAMS DEVELOPED IN COLLABORATION WITH THE NEW JERSEY PERFORMING ARTS CENTER | $750,000 | ||||||
| RUTGERS THE STATE UNIVERSITY OF NJ AT NEWARK | |||||||||||||
| 123 WASHINGTON STREET SUITE 590 | NEWARK | NJ | 071023026 | NONE | PC | TO SUPPORT THE HUMANITIES ACTION LAB'S "CLIMATES OF INEQUALITY AND THE COVID CRISIS" INITIATIVE | $500,000 | ||||||
| RUTGERS THE STATE UNIVERSITY OF NJ AT NEWARK | |||||||||||||
| 123 WASHINGTON STREET SUITE 590 | NEWARK | NJ | 071023026 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $250,000 | ||||||
| RUTGERS THE STATE UNIVERSITY OF NJ AT NEWARK | |||||||||||||
| 123 WASHINGTON STREET SUITE 590 | NEWARK | NJ | 071023026 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED "NATIVES AND NATIVISTS, MIGRANTS AND IMMIGRANTS IN AN AMERICAN CITY" | $225,000 | ||||||
| RUTGERS THE STATE UNIVERSITY OF NJ AT NEWARK | |||||||||||||
| 123 WASHINGTON STREET SUITE 590 | NEWARK | NJ | 071023026 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| S U THEATRE CORPORATION | |||||||||||||
| 820 EAST GENESEE STREET | SYRACUSE | NY | 13210 | NONE | PC | TO SUPPORT THE FOUR-CITY SOCIAL JUSTICE THEATER PROJECT "EXILED IN AMERICA" | $220,000 | ||||||
| SALEM STATE UNIVERSITY | |||||||||||||
| 352 LAFAYETTE STREET | SALEM | MA | 01970 | NONE | PC | TO SUPPORT A PLANNING GRANT FOR ASSESSMENT AND SUSTAINABILITY OF A NEW ONLINE, OPEN-ACCESS JOURNAL "REVIEWS IN DIGITAL HUMANITIES" | $66,000 | ||||||
| SAN DIEGO COMMUNITY COLLEGE DISTRICT | |||||||||||||
| 3375 CAMINO DEL RIO SOUTH | SAN DIEGO | CA | 92108 | NONE | PC | TO CONTINUE SUPPORT FOR THE TRANSFER OF STUDENTS IN THE HUMANITIES TO THE UNIVERSITY OF CALIFORNIA AT SAN DIEGO, AND ASSURE THEIR SUCCESSFUL COMPLETION OF THE BA DEGREE | $600,000 | ||||||
| SAN DIEGO REPERTORY THEATRE INC | |||||||||||||
| 79 HORTON PLAZA | SAN DIEGO | CA | 921016144 | NONE | PC | TO CONTINUE SUPPORT FOR A MULTIYEAR RESIDENCY WITH PLAYWRIGHT HERBERT SIGUENZA, AS PART OF THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $203,750 | ||||||
| SAN JOSE MUSEUM OF ART ASSOCIATION | |||||||||||||
| 110 SOUTH MARKET STREET | SAN JOSE | CA | 951132383 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $300,000 | ||||||
| SARAH LAWRENCE COLLEGE | |||||||||||||
| 1 MEAD WAY | BRONXVILLE | NY | 107085999 | NONE | PC | TO SUPPORT CIVIC ENGAGEMENT THROUGH THE ARTS | $600,000 | ||||||
| SARATOGA INTERNATIONAL THEATER INSTITUTE INC | |||||||||||||
| 520 EIGHTH AVENUE SUITE 310 | NEW YORK | NY | 10018 | NONE | PC | TO SUPPORT AN ARCHIVE ASSESSMENT AS PART OF THE COMPANY'S LEGACY PROJECT | $65,000 | ||||||
| SCHOLARS AT RISK INC | |||||||||||||
| 411 LAFAYETTE STREET SUITE 364 | NEW YORK | NY | 10003 | NONE | PC | TO CONTINUE SUPPORT FOR RESEARCH AND COMMUNICATIONS CAPACITY, INCLUDING FOR "FREE TO THINK," A REPORT ON DOCUMENTING ATTACKS ON ACADEMIC FREEDOM | $400,000 | ||||||
| SCHOOL OF AMERICAN BALLET INC | |||||||||||||
| 70 LINCOLN CENTER PLAZA | NEW YORK | NY | 100236392 | NONE | PC | TO ENDOW THE PROGRAM MANAGER POSITION AND VISITING FELLOWS PROGRAM FOR THE SCHOOL'S DIVERSITY INITIATIVE AND TO PROVIDE SPENDABLE SUPPORT AS MATCHING FUNDS ARE BEING RAISED | $350,000 | ||||||
| SEATTLE ART MUSEUM | |||||||||||||
| 1300 FIRST AVENUE | SEATTLE | WA | 981012003 | NONE | PC | TO SUPPORT THE REINTERPRETATION OF THE AMERICAN ART COLLECTION TO FOSTER A MORE EQUITABLE MUSEUM | $500,000 | ||||||
| SELF-HELP GRAPHICS AND ARTS INC | |||||||||||||
| 1300 EAST 1ST STREET | LOS ANGELES | CA | 90033 | NONE | PC | TO SUPPORT ORGANIZATIONAL CAPACITY BUILDING AND FUTURE-FORWARD IMAGINING | $350,000 | ||||||
| SETTLEMENT MUSIC SCHOOL OF PHILADELPHIA | |||||||||||||
| 416 QUEEN STREET | PHILADELPHIA | PA | 19147 | NONE | PC | TO CONTINUE SUPPORT FOR THE PHILADELPHIA MUSIC ALLIANCE FOR YOUTH ARTISTS' INITIATIVE | $1,250,000 | ||||||
| SHOREFRONT | |||||||||||||
| 2214 RIDGE AVENUE | EVANSTON | IL | 60201 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| SKIDMORE COLLEGE | |||||||||||||
| 815 NORTH BROADWAY | SARATOGA SPRINGS | NY | 128661632 | NONE | PC | TO SUPPORT COMMUNITY-BASED DOCUMENTARY STUDIES | $798,000 | ||||||
| SMALL AXE INC | |||||||||||||
| 450 COLLEGE STREET | LEWISTON | ME | 04240 | NONE | PC | TO SUPPORT CURATORIAL RESEARCH AND DISSEMINATION ABOUT MODERNIST CARIBBEAN VISUAL PRACTICES | $200,000 | 1000 17TH AVENUE NORTH | |||||
| SMARTHISTORY INC | |||||||||||||
| 10 WOODBROOK ROAD | PLEASANTVILLE | NY | 105702511 | NONE | PC | TO SUPPORT THE NEW ROLE OF DEAN OF CONTENT AND STRATEGY AND EMERGING ART HISTORIANS | $150,000 | ||||||
| SMITHSONIAN INSTITUTION | |||||||||||||
| 1000 JEFFERSON DRIVE SW | WASHINGTON | DC | 200137012 | NONE | PC | TO SUPPORT PROFESSIONAL PRACTICE FELLOWSHIPS THROUGH THE SMITHSONIAN LATINO CENTER | $1,050,000 | PO BOX 37012 MRC 016 | |||||
| SMITHSONIAN INSTITUTION | |||||||||||||
| 1000 JEFFERSON DRIVE SW | WASHINGTON | DC | 200137012 | NONE | PC | TO SUPPORT THE IRENE HIRANO INOUYE MEMORIAL FUND FOR THE ASIAN PACIFIC AMERICAN CENTER'S DIRECTORSHIP | $1,000,000 | PO BOX 37012 MRC 016 | |||||
| SOCIAL AND PUBLIC ART RESOURCE CENTER | |||||||||||||
| 685 VENICE BOULEVARD | VENICE | CA | 90291 | NONE | PC | TO SUPPORT THE PRESERVATION, ACTIVATION, AND EXPANSION OF "THE GREAT WALL OF LOS ANGELES," ONE OF THE COUNTRY'S LARGEST MONUMENTS TO INTERRACIAL HARMONY THROUGH CIVIC ENGAGEMENT AND MURALIST TRAINING | $3,500,000 | ||||||
| SOCIAL SCIENCE RESEARCH COUNCIL | |||||||||||||
| ONE PIERREPONT PLAZA 15TH FLOOR | BROOKLYN | NY | 11201 | NONE | PC | TO SUPPORT THE INTERNATIONAL DISSERTATION RESEARCH FELLOWSHIP PROGRAM FOR GRADUATE STUDENTS IN THE HUMANITIES AND SOCIAL SCIENCES | $2,400,000 | ||||||
| SOCIAL SCIENCE RESEARCH COUNCIL | |||||||||||||
| ONE PIERREPONT PLAZA 15TH FLOOR | BROOKLYN | NY | 11201 | NONE | PC | TO SUPPORT THE MELLON MAYS GRADUATE INITIATIVES PROGRAM | $1,440,500 | ||||||
| SOUTH ARTS INC | |||||||||||||
| 1800 PEACHTREE STREET NW SUITE 808 | ATLANTA | GA | 30309 | NONE | PC | TO SUPPORT THE REGIONAL ARTS RESILIENCE FUND, A COLLABORATION AMONG THE SIX US REGIONAL ARTS ORGANIZATIONS | $1,830,000 | ||||||
| SOUTH ASIAN AMERICAN DIGITAL ARCHIVE | |||||||||||||
| 1900 MARKET STREET FL 8 | PHILADELPHIA | PA | 19103 | NONE | PC | TO CONTINUE SUPPORT FOR A FELLOWSHIP PROGRAM TO BUILD A COHORT OF SOUTH ASIAN AMERICAN COMMUNITY-BASED ARCHIVISTS | $300,000 | ||||||
| SOUTHEAST KENTUCKY COMMUNITY AND TECHNICAL COLLEGE | |||||||||||||
| 700 COLLEGE ROAD | CUMBERLAND | KY | 40823 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $617,000 | ||||||
| SPELMAN COLLEGE | |||||||||||||
| 350 SPELMAN LANE SOUTH WEST | ATLANTA | GA | 303144399 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| ST JOSEPH'S HISTORIC FOUNDATION | |||||||||||||
| 804 OLD FAYETTEVILLE STREET | DURHAM | NC | 27701 | NONE | PC | TO SUPPORT CHANGE CAPITAL AS PART OF THE COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $294,000 | ||||||
| STANFORD UNIVERSITY | |||||||||||||
| OFFICE OF THE PRESIDENT | STANFORD | CA | 94305 | NONE | PC | TO SUPPORT THE FURTHER DEVELOPMENT OF AN INITIATIVE TO ADVANCE THE USE OF LINKED OPEN DATA IN ACADEMIC LIBRARIES | $1,400,000 | 450 JANE STANFORD WAY BUILDING 10 | |||||
| STANFORD UNIVERSITY | |||||||||||||
| OFFICE OF THE PRESIDENT | STANFORD | CA | 94305 | NONE | PC | TO SUPPORT THE FURTHER DEVELOPMENT OF A PLATFORM FOR THE PUBLICATION AND PRESERVATION OF BORN-DIGITAL INTERACTIVE SCHOLARLY WORKS | $575,000 | 450 JANE STANFORD WAY BUILDING 10 | |||||
| STANFORD UNIVERSITY | |||||||||||||
| OFFICE OF THE PRESIDENT | STANFORD | CA | 94305 | NONE | PC | TO SUPPORT THE SECOND PHASE OF A RESEARCH STUDY ON PURPOSE AS A KEY OUTCOME OF STUDENTS' ENGAGEMENT WITH A LIBERAL ARTS EDUCATION | $400,000 | 450 JANE STANFORD WAY BUILDING 10 | |||||
| STATE UNIVERSITY OF NEW YORK AT BUFFALO | |||||||||||||
| 506 CAPEN HALL | BUFFALO | NY | 14260 | NONE | PC | TO SUPPORT THE ESTABLISHMENT OF A DEPARTMENT OF INDIGENOUS STUDIES | $1,587,000 | ||||||
| STETSON UNIVERSITY INC | |||||||||||||
| 421 NORTH WOODLAND BOULEVARD UNIT | DELAND | FL | 327230001 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $359,000 | ||||||
| STIFTUNG PREUSSISCHER KULTURBESITZ | |||||||||||||
| NONE | PC | TO CONTINUE SUPPORT FOR THE SYRIAN HERITAGE ARCHIVE PROJECT | $150,000 | VON-DER-HEYDT-STR 16 -18 | BERLIN | GM | D10785 | ||||||
| STONEWALL NATIONAL MUSEUM & ARCHIVES INC | |||||||||||||
| 1300 EAST SUNRISE BOULEVARD | FORT LAUDERDALE | FL | 333042802 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $50,000 | ||||||
| SUNDANCE INSTITUTE | |||||||||||||
| PO BOX 684429 | PARK CITY | UT | 84068 | NONE | PC | TO CONTINUE SUPPORT FOR THE SUNDANCE INSTITUTE INDIGENOUS PROGRAM | $600,000 | ||||||
| SWARTHMORE COLLEGE | |||||||||||||
| 500 COLLEGE AVENUE | SWARTHMORE | PA | 190811397 | NONE | PC | TO SUPPORT THE EXPANSION OF AN ACADEMIC LEADERSHIP DEVELOPMENT PILOT PROGRAM WITH A FOCUS ON DIVERSITY | $871,000 | ||||||
| SYRACUSE UNIVERSITY | |||||||||||||
| 900 SOUTH CROUSE AVENUE | SYRACUSE | NY | 132442130 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $149,000 | CROUSE-HINDS HALL SUITE 600 | |||||
| TEACHERS COLLEGE - COLUMBIA UNIVERSITY | |||||||||||||
| 525 WEST 120TH STREET BOX 174 | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT A STUDY ON GUIDED TRANSFER PATHWAYS IN THE HUMANITIES | $500,000 | ||||||
| THE ACADEMY OF AMERICAN POETS INC | |||||||||||||
| 75 MAIDEN LANE SUITE 901 | NEW YORK | NY | 10038 | NONE | PC | TO SUPPORT THE CONTINUATION OF THE LOCAL POETS LAUREATE INITIATIVE | $2,250,000 | ||||||
| THE ACADEMY OF AMERICAN POETS INC | |||||||||||||
| 75 MAIDEN LANE SUITE 901 | NEW YORK | NY | 10038 | NONE | PC | TO SUPPORT COVID-19 EMERGENCY RESPONSE GRANTS FOR NONPROFIT LITERARY ARTS ORGANIZATIONS | $1,165,834 | ||||||
| THE ALEXANDRIA ARCHIVE INSTITUTE | |||||||||||||
| 125 EL VERANO WAY | SAN FRANCISCO | CA | 94127 | NONE | PC | TO SUPPORT A PILOT DATA LITERACY PROGRAM FOR CULTURAL HERITAGE DATA IN THE FIELD OF ARCHAEOLOGY | $610,000 | ||||||
| THE ANDREW GOODMAN FOUNDATION INC | |||||||||||||
| 270 MADISON AVENUE 16TH FLOOR | NEW YORK | NY | 10016 | NONE | PC | TO PROVIDE GENERAL OPERATING SUPPORT | $750,000 | ||||||
| THE ARAB COUNCIL FOR THE SOCIAL SCIENCES | |||||||||||||
| NONE | PC | TO SUPPORT STRENGTHENING THE ARTS AND HUMANITIES IN THE MIDDLE EAST AND NORTH AFRICA | $500,000 | JOHN KENNEDY STALAMUDDIN BLDG2 FL | BEIRUT | LE | |||||||
| THE ART COUNCIL INC | |||||||||||||
| 45 MAIN STREET SUITE 515 | BROOKLYN | NY | 11201 | NONE | PC | TO SUPPORT THE FOR FREEDOMS FESTIVAL, A NATIONAL CONFERENCE AND PARTNER CONVENTION | $50,000 | ||||||
| THE ASPEN INSTITUTE INC | |||||||||||||
| 2300 N STREET NW SUITE 700 | WASHINGTON | DC | 20037 | NONE | PC | TO CONTINUE TO SUPPORT AND STRENGTHEN THE ASPEN PRESIDENTIAL FELLOWSHIP, WHICH DEVELOPS COHORTS OF COMMUNITY COLLEGE LEADERS WITH THE SKILLS NEEDED TO TRANSFORM THEIR INSTITUTIONS AND IMPACT THE FIELD | $750,000 | ||||||
| THE BARACK OBAMA FOUNDATION | |||||||||||||
| 5235 SOUTH HARPER COURT SUITE 1140 | CHICAGO | IL | 60615 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE OBAMA PRESIDENTIAL CENTER MUSEUM COLLECTION AND PLANS FOR THE MUSEUM'S INAUGURAL ART INSTALLATIONS | $1,250,000 | ||||||
| THE BOOK ARTS PRESS INC | |||||||||||||
| 114 ALDERMAN LIBRARY | CHARLOTTESVILLE | VA | 229044103 | NONE | PC | TO SUPPORT A FELLOWSHIP PROGRAM TO ADVANCE THE DIVERSITY OF STAFFING AND CURATORIAL PRACTICE IN SPECIAL COLLECTIONS LIBRARIES | $750,000 | UNIVERSITY OF VIRGINIA | |||||
| THE BROOKLYN INSTITUTE OF ARTS AND SCIENCES | |||||||||||||
| 200 EASTERN PARKWAY | BROOKLYN | NY | 112386052 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $5,500,000 | ||||||
| THE CARNEGIE HALL CORPORATION | |||||||||||||
| 881 SEVENTH AVENUE | NEW YORK | NY | 100193210 | NONE | PC | TO SUPPORT THE NATIONAL YOUTH ORCHESTRA 2 | $250,000 | ||||||
| THE CLASSICAL THEATRE OF HARLEM INC | |||||||||||||
| 8 WEST 126TH STREET | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $207,200 | ||||||
| THE COMMUNITY COLLEGE OF BALTIMORE COUNTY | |||||||||||||
| 7201 ROSSVILLE BOULEVARD | BALTIMORE | MD | 212373899 | NONE | PC | TO CONTINUE SUPPORT FOR HUMANITIES FOR ALL, A PARTNERSHIP PROGRAM WITH JOHNS HOPKINS UNIVERSITY THAT PROMOTES THE TRANSFER OF COMMUNITY COLLEGE STUDENTS TO FOUR-YEAR INSTITUTIONS AND INNOVATIVE TEACHING PRACTICES IN THE HUMANITIES | $1,000,000 | ||||||
| THE CONNECTICUT PLAYERS FOUNDATION INC | |||||||||||||
| 222 SARGENT DRIVE | NEW HAVEN | CT | 06511 | NONE | PC | TO SUPPORT A SERIES OF COLLABORATIVE PROTOTYPE PROJECTS AND EXPERIMENTS | $350,000 | ||||||
| THE CONNECTICUT PLAYERS FOUNDATION INC | |||||||||||||
| 222 SARGENT DRIVE | NEW HAVEN | CT | 06511 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $246,250 | ||||||
| THE CONSTITUTION HILL TRUST | |||||||||||||
| NONE | PC | TO SUPPORT A STRATEGIC PLANNING PROCESS FOR THE ORGANIZATIONAL STRUCTURE OF THE ANTICIPATED MUSEUM AND ARCHIVE ON CONSTITUTION HILL | $129,000 | POSTNET SUITE 39 PRIVATE BAG 35 | JOHANNESBURG | SF | BIRNAM PARK | 2015 | |||||
| THE COUNCIL FOR AT-RISK ACADEMICS | |||||||||||||
| NONE | PC | TO SUPPORT REFUGEE SCHOLARS IMPACTED BY THE COVID-19 PANDEMIC | $100,000 | LSBU TECHNOPARK 90 LONDON ROAD | LONDON | UK | SE1 6LN | ||||||
| THE EYEBEAM ATELIER INC | |||||||||||||
| 199 COOK STREET SUITE 104 | BROOKLYN | NY | 11206 | NONE | PC | TO SUPPORT THE RAPID RESPONSE FUND FOR A BETTER DIGITAL FUTURE | $150,000 | ||||||
| THE FABRIC WORKSHOP AND MUSEUM | |||||||||||||
| 1214 ARCH STREET | PHILADELPHIA | PA | 19107 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $300,000 | ||||||
| THE GRADUATE CENTER OF THE CITY UNIVERSITY OF NY | |||||||||||||
| 365 FIFTH AVENUE | NEW YORK | NY | 100164309 | NONE | PC | TO CONTINUE SUPPORT FOR A HUMANITIES TEACHER TRAINING AND PIPELINE INITIATIVE IN PARTNERSHIP WITH FOUR NEW YORK CITY COMMUNITY COLLEGES | $1,575,000 | ||||||
| THE GRADUATE CENTER OF THE CITY UNIVERSITY OF NY | |||||||||||||
| 365 FIFTH AVENUE 8TH FLOOR | NEW YORK | NY | 100164309 | NONE | PC | TO SUPPORT SOCIAL PRACTICE CUNY, A PROGRAM TO BUILD CAPACITY AND DEEPEN OFFERINGS TO SOCIAL PRACTICE ARTISTS AND FACULTY ACROSS THE CUNY SYSTEM | $530,000 | ||||||
| THE GRADUATE CENTER OF THE CITY UNIVERSITY OF NY | |||||||||||||
| 365 FIFTH AVENUE 8TH FLOOR | NEW YORK | NY | 100164309 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED "RACE AND THE MIDDLE EAST/NORTH AFRICA" | $225,000 | ||||||
| THE HEARD MUSEUM | |||||||||||||
| 2301 NORTH CENTRAL AVENUE | PHOENIX | AZ | 850041323 | NONE | PC | TO CONTINUE SUPPORT FOR THE FELLOWSHIP PROGRAM | $500,000 | ||||||
| THE HOUSE FOUNDATION FOR THE ARTS INC | |||||||||||||
| 260 WEST BROADWAY SUITE 2 | NEW YORK | NY | 10013 | NONE | PC | TO CONTINUE SUPPORT FOR THE MEREDITH MONK LINEAGE PROJECT | $300,000 | ||||||
| THE ILLUSION THEATER AND SCHOOL INC | |||||||||||||
| 528 HENNEPIN AVENUE SUITE 704 | MINNEAPOLIS | MN | 554031814 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $150,000 | ||||||
| THE INSTITUTE OF CONTEMPORARY ART INC | |||||||||||||
| 25 HARBOR SHORE DRIVE | BOSTON | MA | 02210 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $1,650,000 | ||||||
| THE INTERNATIONAL ASSOCIATION OF BLACKS IN DANCE | |||||||||||||
| 8730 GEORGIA AVENUE SUITE 606 | SILVER SPRING | MD | 20910 | NONE | PC | TO SUPPORT PHASE 2 OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $561,562 | ||||||
| THE INTERNATIONAL ASSOCIATION OF BLACKS IN DANCE | |||||||||||||
| 8730 GEORGIA AVENUE SUITE 606 | SILVER SPRING | MD | 20910 | NONE | PC | TO SUPPORT SERVICES TO THE FIELD | $350,000 | ||||||
| THE LAUNDROMAT PROJECT INC | |||||||||||||
| 127 WEST 127TH STREET SUITE 434 | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT ANCHORING IN COMMUNITY AND THE CREATE CHANGE ARTIST DEVELOPMENT PROGRAM | $750,000 | ||||||
| THE LESLIE LOHMAN MUSEUM OF GAY AND LESBIAN ART | |||||||||||||
| 26 WOOSTER STREET | NEW YORK | NY | 10013 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $250,000 | ||||||
| THE LIBRARY COMPANY OF PHILADELPHIA | |||||||||||||
| 1314 LOCUST STREET | PHILADELPHIA | PA | 191075698 | NONE | PC | TO SUPPORT A FELLOWSHIP PROGRAM DESIGNED TO STRENGTHEN THE FIELD OF EARLY AFRICAN AMERICAN HISTORY | $500,000 | ||||||
| THE MAP FUND INC | |||||||||||||
| 577 GRAND STREET 1801 | NEW YORK | NY | 10002 | NONE | PC | TO CONTINUE SUPPORT FOR A REGRANTING PROGRAM FOR THE CREATION AND DEVELOPMENT OF NEW WORK | $400,000 | ||||||
| THE MINNESOTA OPERA | |||||||||||||
| 620 NORTH FIRST STREET | MINNEAPOLIS | MN | 55401 | NONE | PC | TO SUPPORT AN ENSEMBLE OF LOCALLY BASED ARTISTS AND THE CREATION AND DEVELOPMENT OF NEW WORK | $500,000 | ||||||
| THE MUSEUM FOR AFRICAN ART | |||||||||||||
| ALIKO DANGOTE HALL | NEW YORK | NY | 10029 | NONE | PC | TO PROVIDE GENERAL OPERATING SUPPORT | $375,000 | 1280 FIFTH AVENUE | |||||
| THE MUSEUM OF FINE ARTS HOUSTON | |||||||||||||
| PO BOX 6826 | HOUSTON | TX | 772656826 | NONE | PC | TO SUPPORT THE AFRO-ATLANTIC HISTORIES EXHIBITION | $250,000 | ||||||
| THE NATIONAL BOOK FOUNDATION INC | |||||||||||||
| 90 BROAD STREET SUITE 604 | NEW YORK | NY | 10004 | NONE | PC | TO SUPPORT COVID-19 EMERGENCY RESPONSE GRANTS FOR NONPROFIT LITERARY ARTS ORGANIZATIONS | $1,495,833 | ||||||
| THE NATIONAL PUBLIC HOUSING MUSEUM | |||||||||||||
| 625 NORTH KINGSBURY | CHICAGO | IL | 60654 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| THE NEW SCHOOL | |||||||||||||
| 66 WEST 12TH STREET | NEW YORK | NY | 10011 | NONE | PC | TO ESTABLISH A POSTDOCTORAL FELLOWSHIP PROGRAM TO PROMOTE THE HIRING OF SCHOLARS WHO WOULD ENHANCE DIVERSITY AMONG FACULTY IN THE HUMANITIES | $2,500,000 | ||||||
| THE NEW SCHOOL | |||||||||||||
| 66 WEST 12TH STREET | NEW YORK | NY | 10011 | NONE | PC | TO SUPPORT A PILOT PROJECT TO BRIDGE POLITICALLY ENGAGED ART, SCHOLARSHIP, AND PUBLIC ENGAGEMENT AT THE VERA LIST CENTER FOR ART AND POLITICS | $500,000 | ||||||
| THE NEW SCHOOL | |||||||||||||
| 66 WEST 12TH STREET | NEW YORK | NY | 10011 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED 'CURRENCY AND EMPIRE: MONETARY POLICY, RACE, AND POWER' | $225,000 | ||||||
| THE PENNSYLVANIA STATE UNIVERSITY | |||||||||||||
| 201 OLD MAIN | UNIVERSITY PARK | PA | 16802 | NONE | PC | TO SUPPORT AND EXPAND A SET OF PROGRAMS FOCUSED ON BLACK STUDIES AND RACIAL JUSTICE THAT INCLUDES THE COLORED CONVENTIONS PROJECT AND THE CENTER FOR BLACK DIGITAL RESEARCH | $1,576,500 | ||||||
| THE PENNSYLVANIA STATE UNIVERSITY | |||||||||||||
| 201 OLD MAIN | UNIVERSITY PARK | PA | 16802 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED 'TRANSMISSION, CONTAINMENT, TRANSFORMATION: A COMPARATIVE APPROACH TO ARCHITECTURE AND CONTAGION IN EARLY MODERN CITIES' | $225,000 | ||||||
| THE PERFORMANCE ZONE INC | |||||||||||||
| 75 MAIDEN LANE SUITE 906 | NEW YORK | NY | 10038 | NONE | PC | TO SUPPORT A CREATIVE "BUBBLE" RESIDENCY FOR A.I.M. BY KYLE ABRAHAM | $400,000 | ||||||
| THE PHILBROOK MUSEUM OF ART INC | |||||||||||||
| PO 52510 | TULSA | OK | 741520510 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $731,145 | ||||||
| THE REBUS FOUNDATION | |||||||||||||
| NONE | PC | TO SUPPORT THE DEVELOPMENT OF REBUS INK, A TOOL DESIGNED AS A CENTRALIZED HUB FOR RESEARCHERS IN THE ARTS, HUMANITIES, AND SOCIAL SCIENCES TO WORK WITH LARGE SETS OF WRITTEN AND AUDIOVISUAL CONTENT | $762,000 | 5333 AVENUE CASGRAIN 202 | MONTREAL | CA | QUEBEC | H2T 1X3 | |||||
| THE REPERTORY THEATRE OF ST LOUIS | |||||||||||||
| 130 EDGAR ROAD | ST LOUIS | MO | 63119 | NONE | PC | TO SUPPORT A SERIES OF COLLABORATIVE PROTOTYPE PROJECTS AND EXPERIMENTS | $350,000 | ||||||
| THE REPERTORY THEATRE OF ST LOUIS | |||||||||||||
| 130 EDGAR ROAD | ST LOUIS | MO | 63119 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $185,900 | ||||||
| THE STUDIO MUSEUM IN HARLEM | |||||||||||||
| 144 WEST 125TH STREET | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $1,500,000 | ||||||
| THE TANK LTD | |||||||||||||
| 312 WEST 36TH STREET 1ST FLOOR | NEW YORK | NY | 10018 | NONE | PC | TO SUPPORT THE CREATION OF A MULTIUSE PORTABLE PERFORMANCE SPACE | $100,000 | ||||||
| THE THEATER OFFENSIVE INC | |||||||||||||
| 565 BOYLSTON STREET | BOSTON | MA | 02116 | NONE | PC | TO SUPPORT CHANGE CAPITAL AS PART OF THE COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $215,000 | ||||||
| THE THEATRE OF THE EMERGING AMERICAN MOMENT INC | |||||||||||||
| 138 SOUTH OXFORD STREET SUITE 4C | BROOKLYN | NY | 11217 | NONE | PC | TO SUPPORT THE PRODUCTION OF NEW WORK | $140,000 | ||||||
| THE UNDERGROUND MUSEUM INC | |||||||||||||
| 3508 WEST WASHINGTON BOULEVARD | LOS ANGELES | CA | 90018 | NONE | PC | TO SUPPORT CORE OPERATIONS AND CONSULTANTS WHO CAN ENHANCE PROGRAMMATIC AND OPERATIONAL CAPACITY WHILE THE MUSEUM DEVELOPS AN OPTIMAL STAFFING PLAN | $300,000 | ||||||
| THE UNIVERSITY OF OKLAHOMA | |||||||||||||
| 100 WEST TIMBERDELL ROAD | NORMAN | OK | 730190390 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF AN UNDERGRADUATE FELLOWSHIP IN NATIVE AMERICAN AND INDIGENOUS STUDIES | $750,000 | ||||||
| THE UNIVERSITY OF TEXAS AT SAN ANTONIO | |||||||||||||
| ONE UTSA CIRCLE | SAN ANTONIO | TX | 782490603 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | ||||||
| THE VIRGINIA ARTS FESTIVAL INC | |||||||||||||
| 440 BANK STREET | NORFOLK | VA | 23510 | NONE | PC | TO SUPPORT THE PRODUCTION AND PRESENTATION OF COMMUNITY-FOCUSED PROGRAMMING | $600,000 | ||||||
| THEATER MU INC | |||||||||||||
| 755 PRIOR AVENUE NORTH SUITE 107 | SAINT PAUL | MN | 55104 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $145,700 | ||||||
| THEATRE FOR A NEW AUDIENCE INC | |||||||||||||
| 154 CHRISTOPHER STREET SUITE 3D | NEW YORK | NY | 100142839 | NONE | PC | TO SUPPORT THE STUDIO INITIATIVE | $150,000 | ||||||
| TIDES FOUNDATION | |||||||||||||
| PO BOX 29903 | SAN FRANCISCO | CA | 94129 | NONE | PC | TO SUPPORT THE FLORIDA RIGHTS RESTORATION COALITION EDUCATION FUND | $300,000 | ||||||
| TIME'S UP FOUNDATION | |||||||||||||
| 16000 VENTURA BOULEVARD SUITE 900 | ENCINO | CA | 91436 | NONE | PC | TO SUPPORT MUSEUMS MOVING FORWARD, A PROGRAM TO CREATE A CULTURE OF ACCOUNTABILITY AND EQUITY WITHIN THE MUSEUM SECTOR | $350,000 | ||||||
| TIMESLIPS CREATIVE STORYTELLING INC | |||||||||||||
| 333 WEST BROWN DEER ROAD UNIT G-47 | MILWAUKEE | WI | 53217 | NONE | PC | TO PROVIDE GENERAL SUPPORT | $100,000 | ||||||
| TOUGALOO COLLEGE | |||||||||||||
| 500 WEST COUNTY LINE ROAD | TOUGALOO | MS | 39174 | NONE | PC | TO SUPPORT THE ESTABLISHMENT OF A CAMPUS INSTITUTE FOR SOCIAL JUSTICE AND AN INTERDISCIPLINARY MAJOR IN SOCIAL JUSTICE STUDIES | $500,000 | ||||||
| TOUGALOO COLLEGE | |||||||||||||
| 500 WEST COUNTY LINE ROAD | TOUGALOO | MS | 39174 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| TRINITY COLLEGE | |||||||||||||
| 300 SUMMIT STREET | HARTFORD | CT | 061063100 | NONE | PC | TO PROVIDE IMPLEMENTATION SUPPORT FOR A CONVENING FOR WOMEN OF COLOR LEADERS IN HIGHER EDUCATION AND OTHER SECTORS | $180,200 | ||||||
| TUCSON MUSEUM OF ART AND HISTORIC BLOCK INC | |||||||||||||
| 140 NORTH MAIN AVENUE | TUCSON | AZ | 85701 | NONE | PC | TO SUPPORT THE MUSEUM AS A RECIPIENT OF THE ART MUSEUM FUTURES FUND | $100,000 | ||||||
| TUFTS UNIVERSITY | |||||||||||||
| BALLOU HALL 2ND FLOOR | MEDFORD | MA | 02155 | NONE | PC | TO SUPPORT A FACULTY HIRING INITIATIVE FOCUSED ON BUILDING CAPACITY IN THE NEW DEPARTMENT OF STUDIES IN RACE, COLONIALISM, AND DIASPORA | $750,000 | ||||||
| TUFTS UNIVERSITY | |||||||||||||
| BALLOU HALL 2ND FLOOR | MEDFORD | MA | 02155 | NONE | PC | TO SUPPORT THE INSTITUTE FOR DEMOCRACY & HIGHER EDUCATION'S NATIONAL STUDY OF LEARNING, VOTING, AND ENGAGEMENT | $500,000 | ||||||
| TULANE UNIVERSITY | |||||||||||||
| 218 GIBSON HALL | NEW ORLEANS | LA | 701185698 | NONE | PC | TO CONTINUE SUPPORT FOR A PROGRAM IN PUBLICLY-ENGAGED SCHOLARSHIP FOR GRADUATE STUDENTS IN THE HUMANITIES | $750,000 | 6823 ST CHARLES AVENUE | |||||
| TULANE UNIVERSITY | |||||||||||||
| 218 GIBSON HALL | NEW ORLEANS | LA | 701185698 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED 'SITES OF MEMORY: NEW ORLEANS AND PLACE-BASED HISTORIES IN THE AMERICAS' | $225,000 | 6823 ST CHARLES AVENUE | |||||
| UNITED NEGRO COLLEGE FUND INC | |||||||||||||
| 1805 7TH STREET NW | WASHINGTON | DC | 20001 | NONE | PC | TO RENEW SUPPORT FOR A SUITE OF FACULTY DEVELOPMENT PROGRAMS ACROSS 37 HISTORICALLY BLACK COLLEGES AND UNIVERSITIES | $1,250,000 | ||||||
| UNITED STATES ARTISTS INC | |||||||||||||
| 200 WEST MADISON STREET FLOOR 3 | CHICAGO | IL | 60606 | NONE | PC | TO SUPPORT EMERGENCY GRANTS TO ARTISTS FACING DIRE FINANCIAL CIRCUMSTANCES DUE TO COVID-19 THROUGH THE ARTIST RELIEF FUND | $5,000,000 | ||||||
| UNITED STATES ARTISTS INC | |||||||||||||
| 200 WEST MADISON STREET FLOOR 3 | CHICAGO | IL | 60606 | NONE | PC | TO SUPPORT A SECOND ROUND OF FUNDING FOR THE ARTIST RELIEF FUND | $2,500,000 | ||||||
| UNITED STATES ARTISTS INC | |||||||||||||
| 200 WEST MADISON STREET FLOOR 3 | CHICAGO | IL | 60606 | NONE | PC | TO SUPPORT ARTIST FELLOWSHIPS | $1,500,000 | ||||||
| UNITED WAY OF GREATER NEW HAVEN INC | |||||||||||||
| 370 JAMES STREET SUITE 403 | NEW HAVEN | CT | 06513 | NONE | PC | TO SUPPORT A CURATORIAL FELLOWSHIP PROGRAM AND THE POSITION OF EXECUTIVE DIRECTOR AT NXTHVN, INC. | $450,000 | ||||||
| UNIVERSITY OF ARIZONA | |||||||||||||
| OLD MAIN ROOM 200 | TUCSON | AZ | 857210021 | NONE | PC | TO SUPPORT NEW LIBRARY SERVICE MODELS FOR DATA-INTENSIVE HUMANITIES SCHOLARSHIP | $750,000 | 1200 EAST UNIVERSITY BOULEVARD PO | |||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | |||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $1,438,500 | ||||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | |||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO SUPPORT CAMPUS-WIDE EXPANSION OF THE ART OF WRITING PROGRAM TO COMMUNITY COLLEGE AND TRANSFER STUDENTS | $950,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | |||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO CONTINUE SUPPORT FOR THE INTERNATIONAL CONSORTIUM OF CRITICAL THEORY PROGRAMS | $900,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | |||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO SUPPORT A FINAL GRANT FOR THE GLOBAL URBAN HUMANITIES INITIATIVE WITH A NEW FOCUS ON ENGAGED RESEARCH AND PRACTICE THAT DOCUMENTS MARGINALIZED COMMUNITIES AND THEIR HISTORIES IN THE SAN FRANCISCO BAY REGION | $800,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | |||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $500,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | |||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $291,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT IRVINE | |||||||||||||
| 510 ALDRICH HALL | IRVINE | CA | 926971900 | NONE | PC | TO CONTINUE SUPPORT FOR AN INITIATIVE TO BROADEN THE INTELLECTUAL, PEDAGOGIC, AND PROFESSIONAL PREPARATION OF DOCTORAL STUDENTS IN THE HUMANITIES | $750,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | |||||||||||||
| PO BOX 951405 | LOS ANGELES | CA | 900951405 | NONE | PC | TO RENEW SUPPORT FOR THE DEVELOPMENT OF INNOVATIVE HUMANITIES CURRICULUM, INCLUDING THE DEVELOPMENT OF A SOCIAL JUSTICE CURRICULUM | $2,500,000 | MURPHY HALL 2147 | |||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | |||||||||||||
| PO BOX 951405 | LOS ANGELES | CA | 900951405 | NONE | PC | TO SUPPORT THE MILLION DOLLAR HOODS PROJECT, WHICH SEEKS TO ARCHIVE HISTORICAL DOCUMENTS, ORAL HISTORIES, AND EPHEMERA IN ORDER TO CHRONICLE THE MANY IMPACTS OF POLICING AND MASS INCARCERATION IN LOS ANGELES | $1,825,000 | MURPHY HALL 2147 | |||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | |||||||||||||
| PO BOX 951405 | LOS ANGELES | CA | 900951405 | NONE | PC | TO SUPPORT THE NIMOY THEATER AND LOCAL PARTNERS | $600,000 | MURPHY HALL 2147 | |||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | |||||||||||||
| PO BOX 951405 | LOS ANGELES | CA | 900951405 | NONE | PC | TO SUPPORT A FINAL GRANT TO EMBED THE URBAN HUMANITIES PROGRAM PERMANENTLY INTO UCLA GRADUATE AND UNDERGRADUATE CURRICULA | $500,000 | MURPHY HALL 2147 | |||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | |||||||||||||
| PO BOX 951405 | LOS ANGELES | CA | 900951405 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE ARTHUR ASHE ORAL HISTORY PROJECT, DIGITAL ARCHIVES, AND INSPIRATIONAL TOUR EXHIBIT | $150,000 | MURPHY HALL 2147 | |||||
| UNIVERSITY OF CALIFORNIA AT RIVERSIDE | |||||||||||||
| 4108 HINDERAKER HALL | RIVERSIDE | CA | 92521 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $1,479,500 | ||||||
| UNIVERSITY OF CALIFORNIA AT SAN DIEGO | |||||||||||||
| 9500 GILMAN DRIVE 0005 | LA JOLLA | CA | 920930005 | NONE | PC | TO CONTINUE SUPPORT FOR THE TRANSFER OF SAN DIEGO COMMUNITY COLLEGE DISTRICT STUDENTS IN THE HUMANITIES TO THE UNIVERSITY, ASSURE THEIR SUCCESSFUL COMPLETION OF THE BA DEGREE, AND PROVIDE NEW RESOURCES FOR THE EQUAL OPPORTUNITY SERVICES INTERNSHIP INITIATIVE | $750,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT SAN DIEGO | |||||||||||||
| 9500 GILMAN DRIVE 0005 | LA JOLLA | CA | 920930005 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $289,000 | ||||||
| UNIVERSITY OF CALIFORNIA AT SANTA BARBARA | |||||||||||||
| 5221 CHEADLE HALL | SANTA BARBARA | CA | 931062030 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED "RACE, PRECARITY, AND PRIVILEGE: MIGRATION IN A GLOBAL CONTEXT" | $225,000 | ||||||
| UNIVERSITY OF CINCINNATI | |||||||||||||
| PO BOX 210063 | CINCINNATI | OH | 452210063 | NONE | PC | TO SUPPORT THE EXPANSION OF A LIBRARY-CENTERED DIGITAL SCHOLARSHIP MODEL, IN WHICH DIGITAL COLLECTIONS ARE ADAPTED FOR COMPUTATIONAL USE THROUGH MACHINE LEARNING AND OTHER METHODS | $700,000 | ||||||
| UNIVERSITY OF CONNECTICUT | |||||||||||||
| GULLEY HALL - STORRS CAMPUS | STORRS | CT | 062691048 | NONE | PC | TO SUPPORT THE FACULTY OF COLOR WORKING GROUP THROUGH THE NEW ENGLAND HUMANITIES CONSORTIUM | $750,000 | 352 MANSFIELD ROAD UNIT 1048 | |||||
| UNIVERSITY OF CONNECTICUT | |||||||||||||
| GULLEY HALL - STORRS CAMPUS | STORRS | CT | 062691048 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF SOURCERY, A MOBILE APPLICATION FOR SHARING ARCHIVAL MATERIALS | $120,000 | 352 MANSFIELD ROAD UNIT 1048 | |||||
| UNIVERSITY OF DAYTON | |||||||||||||
| 300 COLLEGE PARK | DAYTON | OH | 454691624 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE PAUL LAURENCE DUNBAR PROJECT | $150,000 | ||||||
| UNIVERSITY OF DELAWARE | |||||||||||||
| 104 HULLIHEN HALL | NEWARK | DE | 19716 | NONE | PC | TO SUPPORT CONSERVATION DISTANCE LEARNING | $150,000 | ||||||
| UNIVERSITY OF DELAWARE | |||||||||||||
| 104 HULLIHEN HALL | NEWARK | DE | 19716 | NONE | PC | TO SUPPORT THE PUBLICATION OF DIGITAL EXHIBITS BASED ON CASE FILES FROM THE ARCHIVES OF GRUPO DE APOYO MUTUO, A HUMAN RIGHTS ORGANIZATION IN GUATEMALA | $70,000 | ||||||
| UNIVERSITY OF GEORGIA | |||||||||||||
| THE ADMINISTRATION BUILDING | ATHENS | GA | 30602 | NONE | PC | TO SUPPORT RESEARCH AND COMMUNITY ENGAGEMENT IN THE GULLAH GEECHEE CULTURAL HERITAGE CORRIDOR | $500,000 | 220 SOUTH JACKSON STREET | |||||
| UNIVERSITY OF GHANA | |||||||||||||
| NONE | PC | TO SUPPORT THE ESTABLISHMENT OF A CENTER FOR TEACHING AND LEARNING FOR THE HUMANITIES | $400,000 | PO BOX LG 55 | ACCRA | GH | LEGON | ||||||
| UNIVERSITY OF GHANA | |||||||||||||
| NONE | PC | TO SUPPORT A TRANSNATIONAL PROGRAM FOR EARLY-CAREER SCHOLARS AT FOUR UNIVERSITIES | $305,000 | PO BOX LG 55 | ACCRA | GH | LEGON | ||||||
| UNIVERSITY OF GHANA | |||||||||||||
| NONE | PC | TO SUPPORT AND ENHANCE GRADUATE AND FACULTY TRAINING | $224,000 | PO BOX LG 55 | ACCRA | GH | LEGON | ||||||
| UNIVERSITY OF GHANA | |||||||||||||
| NONE | PC | TO SUPPORT AN EARLY-CAREER SCHOLARS PROGRAM | $195,000 | PO BOX LG 55 | ACCRA | GH | LEGON | ||||||
| UNIVERSITY OF HOUSTON | |||||||||||||
| 4302 UNIVERSITY DRIVE | HOUSTON | TX | 772042018 | NONE | PC | TO RENEW SUPPORT FOR THE MELLON RESEARCH SCHOLARS PROGRAM | $500,000 | 212 EAST CULLEN BUILDING | |||||
| UNIVERSITY OF ILLINOIS AT CHICAGO | |||||||||||||
| 601 SOUTH MORGAN STREET SUITE 2833 | CHICAGO | IL | 60607 | NONE | PC | TO SUPPORT COLLABORATIVE RESEARCH EFFORTS AMONG RESEARCH-1 HISPANIC-SERVING INSTITUTIONS | $150,000 | ||||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | |||||||||||||
| SWANLUND ADMINISTRATION BUILDING | CHAMPAIGN | IL | 61820 | NONE | PC | TO SUPPORT THE CONTINUED COLLABORATION OF THE HUMANITIES WITHOUT WALLS CONSORTIUM OF INTERDISCIPLINARY HUMANITIES CENTERS | $2,500,000 | 601 EAST JOHN STREET | |||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | |||||||||||||
| SWANLUND ADMINISTRATION BUILDING | CHAMPAIGN | IL | 61820 | NONE | PC | TO SUPPORT AN INITIATIVE THAT ENABLES GRADUATE STUDENTS AT THE EARLY STAGES OF THEIR PROGRAM IN THE HUMANITIES TO DEVELOP METHODOLOGICAL APPROACHES TO THEMATIC QUESTIONS THAT REQUIRE NEW FORMS OF EXPERTISE AND COLLABORATIVE PRACTICE | $1,000,000 | 601 EAST JOHN STREET | |||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | |||||||||||||
| SWANLUND ADMINISTRATION BUILDING | CHAMPAIGN | IL | 61820 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $517,000 | 601 EAST JOHN STREET | |||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | |||||||||||||
| SWANLUND ADMINISTRATION BUILDING | CHAMPAIGN | IL | 61820 | NONE | PC | TO CONTINUE TO SUPPORT PRISON EDUCATION AND REENTRY PROGRAMS FOR INCARCERATED AND FORMERLY INCARCERATED STUDENTS THROUGH ENGAGEMENT WITH FACULTY, GRADUATE, AND UNDERGRADUATE STUDENTS AT RESEARCH UNIVERSITIES | $500,000 | 601 EAST JOHN STREET | |||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | |||||||||||||
| SWANLUND ADMINISTRATION BUILDING | CHAMPAIGN | IL | 61820 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $257,000 | 601 EAST JOHN STREET | |||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | |||||||||||||
| SWANLUND ADMINISTRATION BUILDING | CHAMPAIGN | IL | 61820 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | 601 EAST JOHN STREET | |||||
| UNIVERSITY OF KENTUCKY | |||||||||||||
| 301 PETERSON SERVICE BUILDING | LEXINGTON | KY | 40506 | NONE | PC | TO SUPPORT THE DIGITAL RESTORATION AND REPRESENTATION OF THE HERCULANEUM PAPYRI | $502,000 | ||||||
| UNIVERSITY OF MAINE AT AUGUSTA | |||||||||||||
| 46 UNIVERSITY DRIVE | AUGUSTA | ME | 04330 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $941,000 | ||||||
| UNIVERSITY OF MARYLAND AT COLLEGE PARK | |||||||||||||
| 1101 MAIN ADMINISTRATION BUILDING | COLLEGE PARK | MD | 207425025 | NONE | PC | TO SUPPORT AN INTEGRATED RESEARCH AND PEDAGOGICAL MODEL AT THE INTERSECTION OF DIGITAL HUMANITIES AND AFRICAN AMERICAN STUDIES | $1,000,000 | ||||||
| UNIVERSITY OF MARYLAND AT COLLEGE PARK | |||||||||||||
| 1101 MAIN ADMINISTRATION BUILDING | COLLEGE PARK | MD | 207425025 | NONE | PC | TO SUPPORT COMPARATIVE CASE STUDIES OF DIGITAL HUMANITIES PROJECTS IN AN INVESTIGATION OF SUSTAINABILITY STRATEGIES | $75,000 | ||||||
| UNIVERSITY OF MASSACHUSETTS AT AMHERST | |||||||||||||
| 374 WHITMORE ADMINISTRATION BUILDIN | AMHERST | MA | 010039313 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED "RACE AND VISUAL CULTURE IN THE AMERICAS 20TH TO 21ST CENTURIES" | $225,000 | 181 PRESIDENTS DRIVE | |||||
| UNIVERSITY OF MIAMI | |||||||||||||
| PO BOX 248006 | CORAL GABLES | FL | 331242912 | NONE | PC | TO SUPPORT CARIBBEAN MODERNIST RESEARCH THROUGH THE GEOFFREY HOLDER PROJECT | $200,000 | ||||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE FULCRUM PLATFORM FOR THE EDITING, PRODUCTION, DISSEMINATION, AND DISCOVERY OF LONG-FORM DIGITAL PUBLICATIONS IN THE HUMANITIES | $750,000 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO CONTINUE SUPPORT FOR BUILDING A DATA SET STUDYING THE EFFECTS OF LIBERAL ARTS EDUCATION ON A BROAD SET OF STUDENT OUTCOMES | $700,000 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT THE INSTITUTE FOR THE HUMANITIES GALLERY'S HIGH STAKES ART PROGRAMMING | $571,000 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT AN URBAN HUMANITIES INITIATIVE THAT FOCUSES ON DETROIT AND URBAN INEQUALITY | $500,000 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $200,000 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MICHIGAN | |||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT INITIATIVES AT THE INTELLECTUAL AND INSTITUTIONAL INTERSECTION OF ARCHITECTURE, URBANISM, AND THE HUMANITIES | $47,315 | 503 THOMPSON STREET | |||||
| UNIVERSITY OF MINNESOTA AT TWIN CITIES | |||||||||||||
| 100 CHURCH STREET SE | MINNEAPOLIS | MN | 55455 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,498,500 | ||||||
| UNIVERSITY OF MINNESOTA AT TWIN CITIES | |||||||||||||
| 100 CHURCH STREET SE | MINNEAPOLIS | MN | 55455 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE MANIFOLD PLATFORM FOR THE EDITING, PRODUCTION, DISSEMINATION, AND DISCOVERY OF LONG-FORM DIGITAL PUBLICATIONS IN THE HUMANITIES | $750,000 | ||||||
| UNIVERSITY OF MINNESOTA AT TWIN CITIES | |||||||||||||
| 100 CHURCH STREET SE | MINNEAPOLIS | MN | 55455 | NONE | PC | TO SUPPORT AN ENVIRONMENTAL JUSTICE, PLACE AND COMMUNITY PROJECT EXAMINED THROUGH THE LENS OF INDIGENOUS STUDIES | $538,500 | ||||||
| UNIVERSITY OF MINNESOTA AT TWIN CITIES | |||||||||||||
| 100 CHURCH STREET SE | MINNEAPOLIS | MN | 55455 | NONE | PC | TO CONTINUE SUPPORT FOR STUDENTS AND COMMUNITY PARTNERS IN THE HERITAGE STUDIES AND PUBLIC HISTORY GRADUATE PROGRAM WITH A PARTICULAR FOCUS ON RECRUITING DIVERSE STUDENTS TO HERITAGE STUDIES AND PUBLIC HISTORY | $500,000 | ||||||
| UNIVERSITY OF NORTH TEXAS | |||||||||||||
| 1155 UNION CIRCLE 311425 | DENTON | TX | 762035017 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A TRUST FOR THE STEWARDSHIP OF USAGE DATA ABOUT OPEN-ACCESS MONOGRAPHS | $600,000 | ||||||
| UNIVERSITY OF NOTRE DAME | |||||||||||||
| 400 MAIN BUILDING | NOTRE DAME | IN | 46556 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $262,000 | ||||||
| UNIVERSITY OF OREGON | |||||||||||||
| 1720 EAST 13TH AVENUE SUITE 410 | EUGENE | OR | 97403 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,260,000 | ||||||
| UNIVERSITY OF OREGON | |||||||||||||
| 1720 EAST 13TH AVENUE SUITE 410 | EUGENE | OR | 97403 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $481,000 | ||||||
| UNIVERSITY OF PENNSYLVANIA | |||||||||||||
| 3451 WALNUT STREET SUITE 305 | PHILADELPHIA | PA | 19104 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | ||||||
| UNIVERSITY OF PENNSYLVANIA | |||||||||||||
| 3451 WALNUT STREET SUITE 305 | PHILADELPHIA | PA | 19104 | NONE | PC | TO CONTINUE TO SUPPORT A PROGRAM OF DIGITAL HUMANITIES TRAINING AND RESEARCH FOR STUDENTS, FACULTY, AND SURROUNDING INSTITUTIONAL PARTNERS | $1,000,000 | ||||||
| UNIVERSITY OF PITTSBURGH | |||||||||||||
| 107 CATHEDRAL OF LEARNING | PITTSBURGH | PA | 15260 | NONE | PC | TO SUPPORT A PROGRAM IN PUBLIC HUMANITIES AND COMMUNITY ENGAGEMENT | $750,000 | 4200 FIFTH AVENUE | |||||
| UNIVERSITY OF PUERTO RICO AT RIO PIEDRAS | |||||||||||||
| AVENIDA BARBOSA Y AVENIDA JUAN PONC | SAN JUAN | PR | 00931 | NONE | PC | TO SUPPORT FACULTY DEVELOPMENT IN THE AFRO-DIASPORIC PROGRAM | $233,334 | ||||||
| UNIVERSITY OF PUGET SOUND | |||||||||||||
| 1500 NORTH WARNER STREET | TACOMA | WA | 984161094 | NONE | PC | TO SUPPORT A BACHELOR'S DEGREE PROGRAM FOR INCARCERATED WOMEN | $500,000 | ||||||
| UNIVERSITY OF PUGET SOUND | |||||||||||||
| 1500 NORTH WARNER STREET | TACOMA | WA | 984161094 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| UNIVERSITY OF ROCHESTER | |||||||||||||
| 240 WALLIS HALL | ROCHESTER | NY | 14627 | NONE | PC | TO SUPPORT PRISON EDUCATION AND REENTRY | $500,000 | ||||||
| UNIVERSITY OF ROCHESTER | |||||||||||||
| 240 WALLIS HALL | ROCHESTER | NY | 14627 | NONE | PC | TO SUPPORT A SAWYER SEMINAR ON THE COMPARATIVE STUDY OF CULTURES TITLED "UNBORDERING MIGRATION IN THE AMERICAS: CAUSES, EXPERIENCES, IDENTITIES" | $225,000 | ||||||
| UNIVERSITY OF SAN FRANCISCO | |||||||||||||
| 2130 FULTON STREET | SAN FRANCISCO | CA | 94117 | NONE | PC | TO CONTINUE SUPPORT FOR THE TRANSFER OF HUMANITIES STUDENTS FROM FOOTHILL DE-ANZA COMMUNITY COLLEGE DISTRICT TO THE UNIVERSITY OF SAN FRANCISCO, AS WELL AS FACULTY COLLABORATIONS ON CURRICULUM AND PEDAGOGY | $793,000 | ||||||
| UNIVERSITY OF SOUTHERN CALIFORNIA | |||||||||||||
| 3551 TROUSDALE PARKWAY SUITE 160 | LOS ANGELES | CA | 90089 | NONE | PC | TO SUPPORT A SET OF PROGRAMS THAT PROVIDE GRADUATE STUDENTS, POSTDOCTORAL FELLOWS, AND FACULTY MEMBERS WITH TRAINING AND EXPERIENCE IN ACADEMIC ADMINISTRATION | $625,000 | ||||||
| UNIVERSITY OF TEXAS AT AUSTIN | |||||||||||||
| MAIN BUILDING | AUSTIN | TX | 787123400 | NONE | PC | TO SUPPORT THE USE OF POETRY IN AUDIOVISUAL FORMATS FOR RESEARCH AND TEACHING | $450,000 | 110 INNER CAMPUS DRIVE G3400 | |||||
| UNIVERSITY OF UTAH | |||||||||||||
| 201 SOUTH PRESIDENTS CIRCLE ROOM | SALT LAKE CITY | UT | 84112 | NONE | PC | TO SUPPORT AN INCLUSIVE, COMMUNITY-BASED ENVIRONMENTAL HUMANITIES FELLOWS PROGRAM | $600,000 | ||||||
| UNIVERSITY OF VIRGINIA | |||||||||||||
| 1827 UNIVERSITY AVENUE | CHARLOTTESVILLE | VA | 22904 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF UNDERGRADUATE CURRICULAR AND RESEARCH OPPORTUNITIES RELATED TO THE UNIVERSITY'S AND THE REGION'S INDIGENOUS AND BLACK HISTORIES AND A SERIES OF POSTDOCTORAL-TO-FACULTY FELLOWSHIPS IN RELATED FIELDS | $2,500,000 | ||||||
| UNIVERSITY OF VIRGINIA | |||||||||||||
| 1827 UNIVERSITY AVENUE | CHARLOTTESVILLE | VA | 22904 | NONE | PC | TO SUPPORT A SERIES OF GRADUATE SUMMER FIELD SCHOOLS LED BY THE VERNACULAR ARCHITECTURE FORUM THAT TRAIN STUDENTS IN RESEARCH METHODS THAT SUPPORT THE RECOVERY OF LOST OR ERASED SPATIAL HISTORIES OF MARGINALIZED PEOPLE | $750,000 | ||||||
| UNIVERSITY OF VIRGINIA | |||||||||||||
| 1827 UNIVERSITY AVENUE | CHARLOTTESVILLE | VA | 22904 | NONE | PC | TO SUPPORT THE FURTHER DEVELOPMENT OF A MULTI-INSTITUTIONAL INITIATIVE THAT WOULD OPERATE SERVICES FOR THE IDENTIFICATION, MATCHING, AND DISAMBIGUATION OF PERSONAL AND ORGANIZATIONAL NAMES IN ARCHIVAL RESOURCES | $600,000 | ||||||
| UNIVERSITY OF WASHINGTON | |||||||||||||
| 301 GERBERDING HALL BOX 351230 | SEATTLE | WA | 981951230 | NONE | PC | TO SUPPORT A PROGRAM OF UNDERGRADUATE RESEARCH, GRADUATE TRAINING, AND TEACHING IN AMERICAN INDIAN AND INDIGENOUS STUDIES | $910,000 | ||||||
| UNIVERSITY OF WASHINGTON | |||||||||||||
| 301 GERBERDING HALL BOX 351230 | SEATTLE | WA | 981951230 | NONE | PC | TO SUPPORT CURRICULUM INNOVATION INTENDED TO ATTRACT FIRST-YEAR UNDERGRADUATES TO HUMANITIES COURSES AND MAJORS | $700,000 | ||||||
| UNIVERSITY OF WATERLOO | |||||||||||||
| NONE | PC | TO SUPPORT AN END-TO-END SERVICE FOR THE PRESERVATION, ACCESS, AND ANALYSIS OF WEB ARCHIVES | $800,000 | NEEDLES HALL 200 UNIVERSITY AVE W | WATERLOO | CA | ONTARIO | N2L 3G1 | |||||
| UNIVERSITY OF WISCONSIN AT MADISON | |||||||||||||
| 500 LINCOLN DRIVE | MADISON | WI | 53706 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | BASCOM HALL 161 | |||||
| UNIVERSITY OF WISCONSIN AT MADISON | |||||||||||||
| 500 LINCOLN DRIVE | MADISON | WI | 53706 | NONE | PC | TO CONTINUE SUPPORT FOR THE CONSORTIUM OF HUMANITIES CENTERS AND INSTITUTES' GLOBAL HUMANITIES INSTITUTES AND THE FURTHER DIVERSIFICATION OF THEIR MEMBERSHIP, NATIONALLY AND INTERNATIONALLY | $1,400,000 | BASCOM HALL 161 | |||||
| UNIVERSITY OF WISCONSIN AT MADISON | |||||||||||||
| 1848 UNIVERSITY AVENUE | MADISON | WI | 53706 | NONE | PC | TO SUPPORT A NEW DIRECTIONS FELLOWSHIP | $316,000 | ||||||
| US BIENNIAL INC | |||||||||||||
| PO BOX 58800 | NEW ORLEANS | LA | 70158 | NONE | PC | TO SUPPORT P.5'S 'NEW MONUMENTS' AS WELL AS THE FIRST YEAR OF PROJECTS FOR 'PROSPECT'S PROPOSAL'-COLLABORATIVE, POST-P.5 PROJECTS AND PROGRAMMING CENTERING ON TIVOLI CIRCLE-THAT CONTINUE THE CONVERSATION AROUND MONUMENTS AND PUBLIC SPACE | $1,000,000 | ||||||
| VANDERBILT UNIVERSITY | |||||||||||||
| 211 KIRKLAND HALL | NASHVILLE | TN | 37240 | NONE | PC | TO CONTINUE TO SUPPORT THE CENTER FOR DIGITAL HUMANITIES IN PARTNERSHIP WITH A SELECT GROUP OF SURROUNDING INSTITUTIONS | $750,000 | ||||||
| VERA INSTITUTE OF JUSTICE INC | |||||||||||||
| 34 35TH STREET 4-2A | BROOKLYN | NY | 11232 | NONE | PC | TO PROVIDE SUPPORT FOR ONGOING ASSISTANCE TO THE COLLEGE-CORRECTIONS PARTNERSHIPS PARTICIPATING IN THE SECOND CHANCE PELL PILOT TO ENSURE SUCCESSFUL PROGRAM IMPLEMENTATION AND STATEWIDE COORDINATION, AND TO BUILD STRATEGIES FOR IMPROVED ENROLLMENT AND PERSISTENCE RATES FOR INCARCERATED STUDENTS OF COLOR | $1,250,000 | ||||||
| VIRGINIA POLYTECHNIC INSTITUTE & STATE UNIVERSITY | |||||||||||||
| 300 TURNER STREET NW SUITE 4200 | BLACKSBURG | VA | 24061 | NONE | PC | TO SUPPORT THE CREATION OF AN UNDERGRADUATE MINOR FOCUSED ON HUMANITIES ENGAGEMENT WITH TECHNOLOGY | $665,000 | ||||||
| VIRGINIA POLYTECHNIC INSTITUTE & STATE UNIVERSITY | |||||||||||||
| 300 TURNER STREET NW SUITE 4200 | BLACKSBURG | VA | 24061 | NONE | PC | TO SUPPORT A CONVENING OF EXPERTS TO ADDRESS MACHINE-LEARNING TECHNIQUES TO ENHANCE PUBLIC ACCESS TO GOVERNMENT RECORDS | $44,000 | ||||||
| VISUAL AIDS FOR THE ARTS INC | |||||||||||||
| 526 WEST 26TH STREET 510 | NEW YORK | NY | 10001 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| VISUAL COMMUNICATIONS MEDIA | |||||||||||||
| 120 JUDGE JOHN AISO STREET | LOS ANGELES | CA | 90012 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | ||||||
| WASHINGTON STATE UNIVERSITY | |||||||||||||
| PO BOX 641060 | PULLMAN | WA | 991641060 | NONE | PC | TO SUPPORT THE SUSTAINABILITY OF THE MUKURTU SHARED PLATFORM FOR COLLABORATIVE CURATION OF NATIVE AMERICAN COLLECTIONS IN LIBRARIES, ARCHIVES, AND MUSEUMS | $700,000 | ||||||
| WASHINGTON UNIVERSITY IN ST LOUIS | |||||||||||||
| ONE BROOKINGS DRIVE | ST LOUIS | MO | 631304899 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $980,000 | CAMPUS BOX 1192 | |||||
| WESLEYAN UNIVERSITY | |||||||||||||
| 237 HIGH STREET | MIDDLETOWN | CT | 06459 | NONE | PC | TO SUPPORT AN INTERDISCIPLINARY LEADERSHIP TRAINING INITIATIVE THAT WILL USE THE ARTS TO DEVELOP ANTIRACISM PRACTICES | $500,000 | ||||||
| WESLEYAN UNIVERSITY | |||||||||||||
| 237 HIGH STREET | MIDDLETOWN | CT | 06459 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | ||||||
| WESTERN ALLIANCE OF ARTS ADMINISTRATORS FOUNDATION | |||||||||||||
| 715 SW MORRISON STREET SUITE 600 | PORTLAND | OR | 97205 | NONE | PC | TO SUPPORT THE ADVANCING INDIGENOUS PERFORMANCE PROGRAM | $87,500 | ||||||
| WESTERN STATES ARTS FEDERATION | |||||||||||||
| 1888 NORTH SHERMAN STREET SUITE 3 | DENVER | CO | 80203 | NONE | PC | TO SUPPORT THE REGIONAL ARTS RESILIENCE FUND, A COLLABORATION AMONG THE SIX U.S. REGIONAL ARTS ORGANIZATIONS | $1,970,000 | ||||||
| WINSTON-SALEM STATE UNIVERSITY | |||||||||||||
| 601 SOUTH MARTIN LUTHER KING JR DR | WINSTONSALEM | NC | 271100001 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| WNET | |||||||||||||
| 825 8TH AVENUE 14TH FLOOR | NEW YORK | NY | 100197435 | NONE | PC | TO CONTINUE SUPPORT FOR ALL ARTS, A MULTIPLATFORM PORTAL FOR THE ARTS | $600,000 | ||||||
| WOMEN'S PROJECT AND PRODUCTIONS INC | |||||||||||||
| 55 WEST END AVENUE | NEW YORK | NY | 10023 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $200,000 | ||||||
| WOOLLY MAMMOTH THEATRE COMPANY | |||||||||||||
| 641 D STREET NW | WASHINGTON | DC | 20004 | NONE | PC | TO SUPPORT A SERIES OF COLLABORATIVE PROTOTYPE PROJECTS AND EXPERIMENTS | $350,000 | ||||||
| WORKS AND PROCESS INC | |||||||||||||
| 708 THIRD AVENUE SUITE 1005 | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT CREATIVE "BUBBLE" RESIDENCIES | $500,000 | ||||||
| XAVIER UNIVERSITY OF LOUISIANA | |||||||||||||
| 1 DREXEL DRIVE | NEW ORLEANS | LA | 701251098 | NONE | PC | TO SUPPORT THE EXPANSION OF THE AFRICAN AMERICAN AND DIASPORA STUDIES PROGRAM | $500,000 | ||||||
| XAVIER UNIVERSITY OF LOUISIANA | |||||||||||||
| 1 DREXEL DRIVE | NEW ORLEANS | LA | 701251098 | NONE | PC | TO SUPPORT ENROLLMENT STABILIZATION EFFORTS AND EMERGENCY STUDENT NEEDS IN RESPONSE TO THE COVID-19 PANDEMIC | $110,000 | ||||||
| YALE UNIVERSITY | |||||||||||||
| PO BOX 208229 | NEW HAVEN | CT | 065208229 | NONE | PC | TO SUPPORT THE MILLION BOOK PROJECT AT YALE LAW SCHOOL'S JUSTICE COLLABORATORY | $3,000,000 | ||||||
| YALE UNIVERSITY | |||||||||||||
| PO BOX 208229 | NEW HAVEN | CT | 065208229 | NONE | PC | TO SUPPORT THE CONTINUED DEVELOPMENT OF A NATIONAL SOFTWARE PRESERVATION PROGRAM | $750,000 | ||||||
| YERBA BUENA CENTER FOR THE ARTS | |||||||||||||
| 701 MISSION STREET | SAN FRANCISCO | CA | 94103 | NONE | PC | TO SUPPORT THE REIMAGINATION OF YBCA AS AN ARTIST-LED INSTITUTION THROUGH "YBCA OF THE FUTURE" ACTIVITIES | $500,000 | ||||||
| FIDELITY CHARITABLE | |||||||||||||
| PO BOX 770001 | CINCINNATI | OH | 45277 | NONE | PC | MATCHING GIFT | $2,588,665 | ||||||
| SCHWAB CHARITABLE | |||||||||||||
| 1958 SUMMIT PARK DRIVE SUITE 200 | ORLANDO | FL | 32810 | NONE | PC | MATCHING GIFT | $149,683 | ||||||
| JEWISH COMMUNITY FOUNDATION | |||||||||||||
| 6505 WILSHIRE BLVD SUITE 1200 | LOS ANGELES | CA | 90048 | NONE | PC | MATCHING GIFT | $100,000 | ||||||
| LINCOLN CENTER | |||||||||||||
| POBOX 22349 | NEW YORK | NY | 10087 | NONE | PC | MATCHING GIFT | $100,000 | ||||||
| COMMUNITY FUNDS | |||||||||||||
| 909 THIRD AVENUE | NEW YORK | NY | 10022 | NONE | PC | MATCHING GIFT | $98,500 | ||||||
| HARVARD UNIVERSITY | |||||||||||||
| 79 JOHN F KENNEDY DRIVE | CAMBRIDGE | MA | 02138 | NONE | PC | MATCHING GIFT | $75,000 | ||||||
| THE ABRAHAM JOSHUA HESCHEL SCHOOL | |||||||||||||
| 30 WEST END AVE | NEW YORK | NY | 10023 | NONE | PC | MATCHING GIFT | $55,000 | ||||||
| UNITED STATES ARTISTS | |||||||||||||
| 200 W MADISON STREET | CHICAGO | IL | 60606 | NONE | PC | MATCHING GIFT | $50,250 | ||||||
| THE BROTHERHOOD SISTER SOL | |||||||||||||
| 140 HAMILTON PLACE | NEW YORK | NY | 10031 | NONE | PC | MATCHING GIFT | $50,000 | ||||||
| THE HESCHEL SCHOOL | |||||||||||||
| 30 WEST END AVENUE | NEW YORK | NY | 10023 | NONE | PC | MATCHING GIFT | $45,000 | ||||||
| THE CHAPIN SCHOOL | |||||||||||||
| 100 EAST END AVE | NEW YORK | NY | 10028 | NONE | PC | MATCHING GIFT | $25,000 | ||||||
| VIVIAN BEAUMONT THEATER | |||||||||||||
| 150 WEST 65TH STREET | NEW YORK | NY | 10023 | NONE | PC | MATCHING GIFT | $25,000 | ||||||
| CENTER FOR FICTION | |||||||||||||
| 15 LAFAYETTE ST | BROOKLYN | NY | 11217 | NONE | PC | MATCHING GIFT | $18,750 | ||||||
| BROOKLYN COMMUNITY BAIL FUND | |||||||||||||
| 195 MONTAGUE STREET 14TH FLOOR | BROOKLYN | NY | 11201 | NONE | PC | MATCHING GIFT | $17,000 | ||||||
| DATA AND SOCIETY RESEARCH INSTITUTE | |||||||||||||
| 228 PARK AVE SOUTH | NEW YORK | NY | 10003 | NONE | PC | MATCHING GIFT | $12,500 | ||||||
| FEEDING WESTCHESTER | |||||||||||||
| 200 CLEARBROOK RD | ELMSFORD | NY | 10523 | NONE | PC | MATCHING GIFT | $12,500 | ||||||
| ROCKEFELLER PHILANTHROPY ADV | |||||||||||||
| 6 WEST 48TH ST | NEW YORK | NY | 10035 | NONE | PC | MATCHING GIFT | $12,500 | ||||||
| THE ALLEN-STEVENSON SCHOOL | |||||||||||||
| 132 EAST 78TH STREET | NEW YORK | NY | 10075 | NONE | PC | MATCHING GIFT | $10,000 | ||||||
| FOOD BANK OF NYC | |||||||||||||
| 39 BROADWAY 10TH FLOOR | NEW YORK | NY | 10006 | NONE | PC | MATCHING GIFT | $4,325 | ||||||
| BREARLEY SCHOOL | |||||||||||||
| 610 EAST 83RD STREET | NEW YORK | NY | 10028 | NONE | PC | MATCHING GIFT | $3,000 | ||||||
| DOCTORS WITHOUT BORDERS | |||||||||||||
| 40 RECTOR ST | NEW YORK | NY | 10006 | NONE | PC | MATCHING GIFT | $1,050 | ||||||
| EMBRELLA | |||||||||||||
| 10 COLLEGE RD EAST | PRINCETON | NJ | 08540 | NONE | PC | MATCHING GIFT | $750 | ||||||
| COLOR OF CHANGE | |||||||||||||
| 1714 FRANKLIN ST SUITE 100-136 | OAKLAND | CA | 94612 | NONE | PC | MATCHING GIFT | $525 | ||||||
| THE 52ND STREET PROJECT | |||||||||||||
| 789 10TH AVE | NEW YORK | NY | 10019 | NONE | PC | MATCHING GIFT | $525 | ||||||
| COMMUNITY SOLIDARITY | |||||||||||||
| PO BOX 208 | HUNTINGTON | NY | 11743 | NONE | PC | MATCHING GIFT | $250 | ||||||
| DANCE NYC | |||||||||||||
| 218 EAST 18 STREET | NEW YORK | NY | 10003 | NONE | PC | MATCHING GIFT | $250 | ||||||
| MUSICIANS FOUNDATION | |||||||||||||
| 875 SIXTH AVE SUITE 2303 | NEW YORK | NY | 10001 | NONE | PC | MATCHING GIFT | $250 | ||||||
| THE ACTORS FUND | |||||||||||||
| 729 7TH AVENUE 10TH FLOOR | NEW YORK | NY | 10019 | NONE | PC | MATCHING GIFT | $250 | ||||||
| YEAR UP | |||||||||||||
| 45 MILK ST | BOSTON | MA | 02109 | NONE | PC | MATCHING GIFT | $250 | ||||||
| SPECIAL OLYMPICS | |||||||||||||
| 650 ELM ST | MANCHESTER | NH | 03101 | NONE | PC | MATCHING GIFT | $150 | ||||||
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Grant Or Contri Pd Dur Yr | $420,905,486 | TotalGrantOrContriPdDurYrAmt |
Grant Or Contri Apprv For Fut GrantOrContriApprvForFutGrp (122 entries)
| Address Line1RecipientUSAddress/AddressLine1Txt | Address Line2RecipientUSAddress/AddressLine2Txt | CityRecipientUSAddress/CityNm | State AbbreviationRecipientUSAddress/StateAbbreviationCd | ZIPRecipientUSAddress/ZIPCd | Recipient RelationshipRecipientRelationshipTxt | Recipient Foundation StatusRecipientFoundationStatusTxt | Grant Or Contribution PurposeGrantOrContributionPurposeTxt | AmtAmt | Address Line1RecipientForeignAddress/AddressLine1Txt | CityRecipientForeignAddress/CityNm | CountryRecipientForeignAddress/CountryCd | Province Or StateRecipientForeignAddress/ProvinceOrStateNm |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARIZONA STATE UNIVERSITY | ||||||||||||
| FULTON CENTER 410 PO BOX 877705 | 300 EAST UNIVERSITY DRIVE | TEMPE | AZ | 852877705 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A COLLECTIVE MODEL OF MENTORSHIP THROUGH PROGRAM ACTIVITIES AND SCHOLARLY COLLABORATIONS CENTERED ON INDIGENOUS KNOWLEDGE AND PRACTICES | $2,139,500 | ||||
| ARRAY ALLIANCE INC | ||||||||||||
| 180 GLENDALE BOULEVARD | ENCINO | CA | 90026 | NONE | PC | TO SUPPORT THE LAW ENFORCEMENT ARTS ACCOUNTABILITY PROJECT | $125,000 | |||||
| ARTISTS REPERTORY THEATRE | ||||||||||||
| 1515 SW MORRISON STREET | PORTLAND | OR | 97205 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $138,900 | |||||
| ARTS & DESIGN ALUMNI RESEARCH | ||||||||||||
| 1210 W 39 1/2 STREET | AUSTIN | TX | 78756 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF COLLABORATIVE PARTNERSHIPS AND INCLUSIVE SURVEY ADMINISTRATION FOR THE STRATEGIC NATIONAL ARTS ALUMNI PROJECT | $325,000 | |||||
| BILLIE HOLIDAY THEATRE INC | ||||||||||||
| 1368 FULTON STREET | BROOKLYN | NY | 112165372 | NONE | PC | TO SUPPORT THE BLACK SEED, A COLLABORATIVE NATIONAL ECOSYSTEM FOR BLACK THEATER INSTITUTIONS | $1,000,000 | |||||
| BROOKLYN COLLEGE | ||||||||||||
| 2900 BEDFORD AVENUE | 2129 BOYLAN HALL | BROOKLYN | NY | 112102899 | NONE | PC | TO CONTINUE SUPPORT FOR A PROGRAM FOR TRANSFER STUDENTS TO FOSTER FACULTY-SUPPORTED INDEPENDENT ACADEMIC RESEARCH IN THE HUMANITIES AND SOCIAL SCIENCES | $500,000 | ||||
| BROWN UNIVERSITY | ||||||||||||
| ONE PROSPECT STREET | CAMPUS BOX 1860 | PROVIDENCE | RI | 02912 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,487,000 | ||||
| CARA MIA THEATRE CO | ||||||||||||
| 3630 HARRY HINES BOULEVARD | DALLAS | TX | 75219 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $119,050 | |||||
| CASE WESTERN RESERVE UNIVERSITY | ||||||||||||
| 10900 EUCLID AVENUE | CLEVELAND | OH | 441064901 | NONE | PC | TO SUPPORT THE EXPANSION OF AN ACADEMIC LEADERSHIP DEVELOPMENT PILOT PROGRAM WITH A FOCUS ON DIVERSITY | $1,014,000 | |||||
| CITY UNIVERSITY OF NEW YORK | ||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT THE FURTHER DEVELOPMENT OF ETHNIC STUDIES ACROSS THE CUNY SYSTEM | $2,400,000 | |||||
| CITY UNIVERSITY OF NEW YORK | ||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT A PROGRAM TO STRENGTHEN PEDAGOGY ACROSS THE CUNY SYSTEM | $1,000,000 | |||||
| CITY UNIVERSITY OF NEW YORK | ||||||||||||
| 205 EAST 42ND STREET | NEW YORK | NY | 10017 | NONE | PC | TO SUPPORT THE CUNY CULTURAL CORPS PROGRAM | $1,000,000 | |||||
| COLUMBIA UNIVERSITY | ||||||||||||
| 202 LOW MEMORIAL LIBRARY | 535 WEST 116TH STREET MC 4309 | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | ||||
| CORNELL UNIVERSITY | ||||||||||||
| 300 DAY HALL | ITHACA | NY | 148532801 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,475,500 | |||||
| CORNERSTONE THEATER COMPANY INC | ||||||||||||
| PO BOX 412587 | LOS ANGELES | CA | 90041 | NONE | PC | TO SUPPORT STRATEGIC PROGRAMMING PARTNERSHIPS WITH CITY AGENCIES, INSTITUTIONS OF HIGHER EDUCATION, AND INDIGENOUS COMMUNITIES | $175,000 | |||||
| COUNCIL ON LIBRARY AND INFORMATION RESOURCES | ||||||||||||
| 2221 SOUTH CLARK STREET | ARLINGTON | VA | 222023745 | NONE | PC | TO SUPPORT A NATIONAL GRANTMAKING COMPETITION FOR THE DIGITIZATION OF COLLECTIONS OF SCHOLARLY AND CULTURAL IMPORTANCE | $2,207,500 | |||||
| CROWDED FIRE THEATER | ||||||||||||
| 1695 18TH STREET C101 ANNEX | SAN FRANCISCO | CA | 94107 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $130,100 | |||||
| CULTURETRUST GREATER PHILADELPHIA | ||||||||||||
| 1315 WALNUT STREET SUITE 320 | PHILADELPHIA | PA | 19107 | NONE | PC | TO SUPPORT MONUMENT LAB'S OPERATIONAL CAPACITY AND RESEARCH | $2,000,000 | |||||
| DALLAS BLACK DANCE THEATRE INC | ||||||||||||
| PO BOX 131290 | DALLAS | TX | 75313 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $224,000 | |||||
| DANCE SERVICE NEW YORK CITY INC | ||||||||||||
| 218 EAST 18TH STREET GROUND FLOOR | NEW YORK | NY | 10003 | NONE | PC | TO CONTINUE SUPPORT FOR SERVICES TO THE FIELD | $158,000 | |||||
| DANCEUSA | ||||||||||||
| 1029 VERMONT AVENUE NW SUITE 400 | WASHINGTON | DC | 20005 | NONE | PC | TO CONTINUE SUPPORT FOR SERVICES TO THE FIELD | $150,000 | |||||
| DAYTON CONTEMPORARY DANCE COMPANY | ||||||||||||
| 840 GERMANTOWN STREET | DAYTON | OH | 454028311 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $221,000 | |||||
| DETROIT SYMPHONY ORCHESTRA HALL INC | ||||||||||||
| 3711 WOODWARD AVENUE | DETROIT | MI | 48201 | NONE | PC | TO CONTINUE SUPPORT FOR RESPONSIVE ENGAGEMENT WITH THE CITIZENS OF DETROIT AND PATHWAYS INITIATIVES FOR MUSICIANS FROM UNDERREPRESENTED COMMUNITIES | $400,000 | |||||
| EMERSON COLLEGE | ||||||||||||
| 120 BOYLSTON STREET | BOSTON | MA | 021164611 | NONE | PC | TO CONTINUE SUPPORT FOR HOWLROUND PROGRAMMING AND ADMINISTRATION OF THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $668,000 | |||||
| EMMETT TILL MEMORIAL COMMISSION OF TALLAHATCHIE CO | ||||||||||||
| 158 NORTH COURT STREET | SUMNER | MS | 38957 | NONE | PC | TO SUPPORT A NEW MEMORIAL TO TILL AND THE CENTER'S ORGANIZATIONAL CAPACITY | $491,750 | |||||
| EMORY UNIVERSITY | ||||||||||||
| 408 ADMINISTRATION BUILDING | 201 DOWMAN DRIVE | ATLANTA | GA | 30322 | NONE | PC | TO PROVIDE TIE-OFF SUPPORT FOR A PROGRAM OF VISITING SCHOLARS AND DISSERTATION-COMPLETING GRADUATE STUDENTS AT THE JAMES WELDON JOHNSON INSTITUTE | $500,000 | ||||
| FLAMBOYAN FOUNDATION INC | ||||||||||||
| 1730 MASSACHUSETTS AVENUE NW | WASHINGTON | DC | 20036 | NONE | POF | TO SUPPORT INDIVIDUAL FELLOWSHIPS FOR PUERTO RICAN WRITERS ACROSS GENRES | $1,147,500 | |||||
| FLORIDA INTERNATIONAL UNIVERSITY | ||||||||||||
| 11200 SW 8TH STREET | MIAMI | FL | 331990001 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,316,000 | |||||
| FLORIDA INTERNATIONAL UNIVERSITY | ||||||||||||
| 11200 SW 8TH STREET | MIAMI | FL | 331990001 | NONE | PC | TO CONTINUE SUPPORT FOR ACTIVITIES THAT ASSIST HUMANITIES STUDENTS TO COMPLETE THEIR DEGREES AT MIAMI DADE COLLEGE, TRANSFER TO FLORIDA INTERNATIONAL UNIVERSITY, AND STRENGTHEN FACULTY AND STAFF COLLABORATIONS BETWEEN THE INSTITUTIONS | $806,000 | |||||
| FLORIDA INTERNATIONAL UNIVERSITY | ||||||||||||
| 11200 SW 8TH STREET | MIAMI | FL | 331990001 | NONE | PC | TO SUPPORT THE PRESERVATION, CREATION, AND NARRATION OF STORIES ABOUT UNDERREPRESENTED COMMUNITIES IN SOUTH FLORIDA THROUGH ORAL HISTORIES, ARCHIVES DEVELOPMENT, AND DIGITIZATION | $500,000 | |||||
| FOOTHILL-DE ANZA COMMUNITY COLLEGE DISTRICT | ||||||||||||
| 12345 EL MONTE ROAD | LOS ALTOS HILLS | CA | 94022 | NONE | PC | TO CONTINUE SUPPORT FOR THE TRANSFER OF HUMANITIES STUDENTS FROM FOOTHILL DE-ANZA COMMUNITY COLLEGE DISTRICT TO THE UNIVERSITY OF SAN FRANCISCO, AS WELL AS FACULTY COLLABORATIONS ON CURRICULUM AND PEDAGOGY | $916,500 | |||||
| FRESH MEAT PRODUCTIONS | ||||||||||||
| PO BOX 460670 | SAN FRANCISCO | CA | 94146 | NONE | PC | TO SUPPORT CAPACITY BUILDING AND LEADERSHIP DEVELOPMENT | $360,000 | |||||
| FROM THE HEART PRODUCTIONS INC | ||||||||||||
| 1455 MANDALAY BEACH ROAD | OXNARD | CA | 93035 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF THE CLIFTON HOUSE, A CREATIVE SPACE BASED IN THE HOME OF MARYLAND POET LAUREATE LUCILLE CLIFTON, AND ITS INITIAL PROGRAMMING FOR ASPIRING AND ESTABLISHED WRITERS | $345,000 | |||||
| FUNDACION LUIS MUNOZ MARIN INC | ||||||||||||
| STREET ROAD 877 | KM04 | SAN JUAN | PR | 00926 | NONE | PC | TO SUPPORT THE PUERTO RICO ARCHITECTURAL HERITAGE ARCHIVE | $300,000 | ||||
| GREATER WASHINGTON EDUCATIONAL TELECOMMUNICATIONS | ||||||||||||
| 3939 CAMPBELL AVENUE | ARLINGTON | VA | 22206 | NONE | PC | TO CONTINUE SUPPORT FOR PBS NEWSHOUR'S CANVAS | $712,500 | |||||
| HOWARD UNIVERSITY | ||||||||||||
| 2400 SIXTH STREET NW | WASHINGTON | DC | 20059 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | |||||
| HOWARD UNIVERSITY | ||||||||||||
| 2400 SIXTH STREET NW | WASHINGTON | DC | 20059 | NONE | PC | TO SUPPORT THE ASSESSMENT, CONSERVATION, CATALOGUING, AND DIGITIZATION OF THE HOWARD UNIVERSITY GALLERY OF ART COLLECTIONS | $550,000 | |||||
| HUDSON LINK FOR HIGHER EDUCATION IN PRISON INC | ||||||||||||
| 23 STATE STREET | OSSINING | NY | 10562 | NONE | PC | TO RENEW SUPPORT FOR THE COORDINATION OF HIGHER EDUCATION PROGRAMS AND STUDENT SUPPORT AT CORRECTIONAL FACILITIES THROUGHOUT THE HUDSON VALLEY | $600,000 | |||||
| INNER CITY YOUTH ORCHESTRA OF LOS ANGELES INC | ||||||||||||
| 6820 LA TIJERA BOULEVARD SUITE 201 | LOS ANGELES | CA | 900451931 | NONE | PC | TO CONTINUE SUPPORT OF PATHWAYS INITIATIVES FOR MUSICIANS FROM COMMUNITIES UNDERREPRESENTED IN CONCERT MUSIC PROFESSIONS | $210,000 | |||||
| INSTITUTE OF INTERNATIONAL EDUCATION INC | ||||||||||||
| ONE WORLD TRADE CENTER 36TH FLOOR | NEW YORK | NY | 10007 | NONE | PC | TO CONTINUE SUPPORT FOR ACADEMIC AND HUMANITARIAN ASSISTANCE FOR DISPLACED SCHOLARS THREATENED BY WAR AND REPRESSION | $1,250,000 | |||||
| INSTITUTO DE CULTURA PUERTORRIQUENA | ||||||||||||
| APARTADO 9024184 | SAN JUAN | PR | 009024184 | NONE | GOV | TO SUPPORT THE DEVELOPMENT AND IMPLEMENTATION OF THE GENERAL ARCHIVES DIGITAL COLLECTIONS INITIATIVE | $500,000 | |||||
| INTERNATIONAL CONTEMPORARY ENSEMBLE FOUNDATION INC | ||||||||||||
| 4306 THIRD AVE 4TH FLOOR | BROOKLYN | NY | 112323604 | NONE | PC | TO SUPPORT ICEENSEMBLE COLLABORATIONS AND MENTORSHIP OF CREATORS AND ARTISTS | $500,000 | |||||
| INTERNET ARCHIVE | ||||||||||||
| 300 FUNSTON AVENUE | SAN FRANCISCO | FL | 941182116 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF A NATIONWIDE NETWORK OF PUBLIC LIBRARY WEB ARCHIVES | $430,000 | |||||
| JOHN F KENNEDY CENTER FOR THE PERFORMING ARTS | ||||||||||||
| 2700 F STREET NW | WASHINGTON | DC | 205660001 | NONE | PC | TO SUPPORT THE SOCIAL IMPACT FUND | $1,500,000 | |||||
| JOHNS HOPKINS UNIVERSITY | ||||||||||||
| 242 GARLAND HALL | 3400 NORTH CHARLES STREET | BALTIMORE | MD | 212182691 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,197,000 | ||||
| LA MAMA EXPERIMENTAL THEATRE CLUB INC | ||||||||||||
| 74A EAST 4TH STREET | NEW YORK | NY | 100038903 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $153,700 | |||||
| LA PENA CULTURAL CENTER INC | ||||||||||||
| 3105 SHATTUCK AVENUE | BERKELEY | CA | 94705 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $385,000 | |||||
| LIBRARY OF CONGRESS | ||||||||||||
| 101 INDEPENDENCE AVENUE SE ROOM LM | WASHINGTON | DC | 20540 | NONE | GOV | TO SUPPORT A MULTIPRONGED PROGRAM OF OUTREACH, TECHNOLOGY INNOVATION, AND ARCHIVES DEVELOPMENT FOR, AND BY, TRADITIONALLY UNDERREPRESENTED COMMUNITIES | $7,500,000 | |||||
| LOOKINGGLASS THEATRE COMPANY | ||||||||||||
| 875 NORTH MICHIGAN AVENUE SUITE 13 | CHICAGO | IL | 60611 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $176,650 | |||||
| LULA WASHINGTON CONTEMPORARY DANCE FOUNDATION | ||||||||||||
| 3773 CRENSHAW BOULEVARD | LOS ANGELES | CA | 90016 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $370,000 | |||||
| MAKERERE UNIVERSITY | ||||||||||||
| NONE | PC | TO SUPPORT THE ESTABLISHMENT OF A CENTER FOR EXCELLENCE IN TEACHING IN THE HUMANITIES | $550,000 | MAIN CAMPUS MAIN ADMIN BLDG | KAMPALA | UG | ||||||
| MIAMI DADE COLLEGE | ||||||||||||
| 300 NORTHEAST SECOND AVENUE | MIAMI | FL | 331322204 | NONE | PC | TO CONTINUE SUPPORT FOR ACTIVITIES THAT WOULD ASSIST HUMANITIES STUDENTS IN COMPLETING THEIR DEGREES AT MIAMI DADE COLLEGE AND TRANSFERRING TO FLORIDA INTERNATIONAL UNIVERSITY, AND STRENGTHEN FACULTY AND STAFF COLLABORATIONS BETWEEN THE INSTITUTIONS | $700,000 | |||||
| MICHIGAN STATE UNIVERSITY | ||||||||||||
| 426 AUDITORIUM ROAD | HANNAH ADMINISTRATION BUILDING ROO | EAST LANSING | MI | 488241046 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $1,537,000 | ||||
| MID ATLANTIC ARTS FOUNDATION INC | ||||||||||||
| 201 NORTH CHARLES STREET SUITE 401 | BALTIMORE | MD | 21201 | NONE | PC | TO CONTINUE SUPPORT FOR THE USARTISTS INTERNATIONAL PROGRAM | $400,000 | |||||
| MILWAUKEE ART MUSEUM INC | ||||||||||||
| 700 NORTH ART MUSEUM DRIVE | MILWAUKEE | WI | 53202 | NONE | PC | TO SUPPORT IMPLEMENTATION OF KNOWLEDGE MANAGEMENT INFRASTRUCTURE | $500,000 | |||||
| MISSISSIPPI MUSEUM OF ART INC | ||||||||||||
| 380 SOUTH LAMAR STREET | JACKSON | MS | 39201 | NONE | PC | TO SUPPORT THE CENTER FOR ART AND PUBLIC EXCHANGE AND THE COMMUNITY COMPONENTS OF RAILWAYS - A NATIONAL ARTIST-LED AND COMMUNITY-DRIVEN PROJECT TO ACCOMPANY THE UPCOMING EXHIBITION ON THE GREAT MIGRATION | $600,000 | |||||
| MOSAIC THEATER COMPANY OF DC | ||||||||||||
| 1333 H STREET NE | WASHINGTON | DC | 20002 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $146,000 | |||||
| MUSEUM ASSOCIATES | ||||||||||||
| 5905 WILSHIRE BOULEVARD | LOS ANGELES | CA | 90036 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF APPROXIMATELY 18 VIRTUAL MONUMENTS PROJECTS ACROSS LOS ANGELES COUNTY | $600,000 | |||||
| NAACP LEGAL DEFENSE AND EDUCATIONAL FUND INC | ||||||||||||
| 40 RECTOR STREET 5TH FLOOR | NEW YORK | NY | 10006 | NONE | PC | TO SUPPORT A PLANNING GRANT FOR ARCHIVES | $105,000 | |||||
| NATIONAL ASSOCIATION OF LATINO ARTS & CULTURE | ||||||||||||
| 1208 BUENA VISTA STREET | SAN ANTONIO | TX | 78207 | NONE | PC | TO SUPPORT SERVICES TO THE FIELD | $650,000 | |||||
| NATIONAL HISTORICAL PUBS AND RECORDS COMMISSION | ||||||||||||
| NATIONAL ARCHIVES AND RECORDS ADMIN | 700 PENNSYLVANIA AVENUE NW SUITE 1 | WASHINGTON | DC | 20408 | NONE | GOV | TO SUPPORT START-UP GRANTS FOR SCHOLARLY EDITIONS ON AFRICAN AMERICAN, ASIAN AMERICAN, HISPANIC AMERICAN, AND NATIVE AMERICAN HISTORIES | $1,175,000 | ||||
| NATIONAL HUMANITIES ALLIANCE FOUNDATION | ||||||||||||
| 21 DUPONT CIRCLE NW SUITE 800 | WASHINGTON | DC | 200361109 | NONE | SO I | TO CONTINUE SUPPORT FOR WORK TO EDUCATE THE PUBLIC AND POLICYMAKERS ABOUT THE VITAL ROLE THE HUMANITIES PLAY IN NATIONAL AND COMMUNITY LIFE | $542,500 | |||||
| NATIONAL PERFORMANCE NETWORK INC | ||||||||||||
| PO BOX 56698 | NEW ORLEANS | LA | 70156 | NONE | PC | TO CONTINUE SUPPORT FOR THE CREATION AND DEVELOPMENT FUND | $375,000 | |||||
| NEW DANCE THEATRE INC | ||||||||||||
| 119 PARK AVENUE WEST | DENVER | CO | 80205 | NONE | PC | TO SUPPORT CHANGE CAPITAL, AS PART OF THE FOUNDATION'S COMPREHENSIVE ORGANIZATIONAL HEALTH INITIATIVE | $360,000 | |||||
| NEW YORK UNIVERSITY | ||||||||||||
| 70 WASHINGTON SQUARE SOUTH | NEW YORK | NY | 100121091 | NONE | PC | TO CONTINUE TO SUPPORT PRISON EDUCATION AND REENTRY PROGRAMS | $500,000 | |||||
| NEW YORK UNIVERSITY | ||||||||||||
| 70 WASHINGTON SQUARE SOUTH | NEW YORK | NY | 100121091 | NONE | PC | TO SUPPORT THE NEEDS OF PRISON EDUCATION PROGRAMS IN RESPONSE TO THE COVID-19 PANDEMIC | $100,000 | |||||
| PEACE DEVELOPMENT FUND | ||||||||||||
| PO BOX 1280 | AMHERST | MA | 010041280 | NONE | PC | TO SUPPORT A MULTIPRONGED EFFORT TO CENTER THE KNOWLEDGE AND LANGUAGES OF MARGINALIZED COMMUNITIES ON THE INTERNET | $665,000 | |||||
| PENUMBRA THEATRE COMPANY INC | ||||||||||||
| 270 NORTH KENT STREET | ST PAUL | MN | 551021744 | NONE | PC | TO SUPPORT THE PLANNING AND DEVELOPMENT FOR PENUMBRA'S CENTER FOR RACIAL HEALING | $250,000 | |||||
| PS1 CONTEMPORARY ART CENTER INC | ||||||||||||
| 22-25 JACKSON AVENUE | NEW YORK | NY | 11101 | NONE | PC | TO SUPPORT A NEW DIRECTOR'S VISION FOR A MORE EQUITABLE AND PARTICIPATORY MUSEUM | $500,000 | |||||
| RATTLESTICK PRODUCTIONS INC | ||||||||||||
| 224 WAVERLY PLACE | NEW YORK | NY | 10014 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $129,500 | |||||
| RUTGERS THE STATE UNIVERSITY OF NEW JERSEY | ||||||||||||
| OLD QUEENS BUILDING SUITE 101 | 3 SOMERSET STREET | NEW BRUNSWICK | NJ | 089011281 | NONE | PC | TO SUPPORT THE ESTABLISHMENT OF AN INSTITUTE FOR THE ADVANCED STUDY OF RACE AND SOCIAL JUSTICE | $7,500,000 | ||||
| SEATTLE ART MUSEUM | ||||||||||||
| 1300 FIRST AVENUE | SEATTLE | WA | 981012003 | NONE | PC | TO SUPPORT THE REINTERPRETATION OF THE AMERICAN ART COLLECTION TO FOSTER A MORE EQUITABLE MUSEUM | $500,000 | |||||
| SMITHSONIAN INSTITUTION | ||||||||||||
| 1000 JEFFERSON DRIVE SW | WASHINGTON | DC | 200137012 | NONE | PC | TO SUPPORT PROFESSIONAL PRACTICE FELLOWSHIPS THROUGH THE SMITHSONIAN LATINO CENTER | $1,050,000 | |||||
| SOCIAL AND PUBLIC ART RESOURCE CENTER | ||||||||||||
| 685 VENICE BOULEVARD | VENICE | CA | 90291 | NONE | PC | TO SUPPORT THE PRESERVATION, ACTIVATION, AND EXPANSION OF "THE GREAT WALL OF LOS ANGELES", ONE OF THE COUNTRY'S LARGEST MONUMENTS TO INTERRACIAL HARMONY THROUGH CIVIC ENGAGEMENT AND MURALIST TRAINING | $1,500,000 | |||||
| SOCIAL SCIENCE RESEARCH COUNCIL | ||||||||||||
| ONE PIERREPONT PLAZA 15TH FLOOR | BROOKLYN | NY | 11201 | NONE | PC | TO SUPPORT THE INTERNATIONAL DISSERTATION RESEARCH FELLOWSHIP PROGRAM FOR GRADUATE STUDENTS IN THE HUMANITIES AND SOCIAL SCIENCES | $2,400,000 | |||||
| STANFORD UNIVERSITY | ||||||||||||
| OFFICE OF THE PRESIDENT | 450 JANE STANFORD WAY BUILDING 10 | STANFORD | CA | 94305 | NONE | PC | TO SUPPORT THE FURTHER DEVELOPMENT OF AN INITIATIVE TO ADVANCE THE USE OF LINKED OPEN DATA IN ACADEMIC LIBRARIES | $1,100,000 | ||||
| THE ASPEN INSTITUTE INC | ||||||||||||
| 2300 N STREET NW SUITE 700 | WASHINGTON | DC | 20037 | NONE | PC | TO CONTINUE TO SUPPORT AND STRENGTHEN THE ASPEN PRESIDENTIAL FELLOWSHIP, WHICH DEVELOPS COHORTS OF COMMUNITY COLLEGE LEADERS WITH THE SKILLS NEEDED TO TRANSFORM THEIR INSTITUTIONS AND IMPACT THE FIELD | $750,000 | |||||
| THE CARNEGIE HALL CORPORATION | ||||||||||||
| 881 SEVENTH AVENUE | NEW YORK | NY | 100193210 | NONE | PC | TO SUPPORT THE NATIONAL YOUTH ORCHESTRA 2 | $250,000 | |||||
| THE CLASSICAL THEATRE OF HARLEM INC | ||||||||||||
| 8 WEST 126TH STREET | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $207,200 | |||||
| THE CONNECTICUT PLAYERS FOUNDATION INC | ||||||||||||
| 222 SARGENT DRIVE | NEW HAVEN | CT | 06511 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $246,250 | |||||
| THE HOUSE FOUNDATION FOR THE ARTS INC | ||||||||||||
| 260 WEST BROADWAY SUITE 2 | NEW YORK | NY | 10013 | NONE | PC | TO CONTINUE SUPPORT FOR THE MEREDITH MONK LINEAGE PROJECT | $75,000 | |||||
| THE ILLUSION THEATER AND SCHOOL INC | ||||||||||||
| 528 HENNEPIN AVENUE SUITE 704 | MINNEAPOLIS | MN | 554031814 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $150,600 | |||||
| THE LAUNDROMAT PROJECT INC | ||||||||||||
| 127 WEST 127TH STREET SUITE 434 | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT ANCHORING IN COMMUNITY AND THE CREATE CHANGE ARTIST DEVELOPMENT PROGRAM | $250,000 | |||||
| THE LAUNDROMAT PROJECT INC | ||||||||||||
| 127 WEST 127TH STREET SUITE 434 | NEW YORK | NY | 10027 | NONE | PC | TO SUPPORT MAPPING OF NEW YORK CITY'S BLACK, INDIGENOUS, PEOPLE OF COLOR LED AND SERVING CULTURAL ENTITIES, A COLLABORATION WITH HESTER STREET AND MUSEUM HUE | $100,000 | |||||
| THE MUSEUM FOR AFRICAN ART | ||||||||||||
| ALIKO DANGOTE HALL | 1280 FIFTH AVENUE | NEW YORK | NY | 10026 | NONE | PC | TO PROVIDE GENERAL OPERATING SUPPORT | $375,000 | ||||
| THE NEW SCHOOL | ||||||||||||
| 66 WEST 12TH STREET | NEW YORK | NY | 10011 | NONE | PC | TO ESTABLISH A POSTDOCTORAL FELLOWSHIP PROGRAM TO PROMOTE THE HIRING OF SCHOLARS WHO WOULD ENHANCE DIVERSITY AMONG FACULTY IN THE HUMANITIES | $2,500,000 | |||||
| THE PENNSYLVANIA STATE UNIVERSITY | ||||||||||||
| 201 OLD MAIN | UNIVERSITY PARK | PA | 16802 | NONE | PC | TO SUPPORT AND EXPAND A SET OF PROGRAMS FOCUSED ON BLACK STUDIES AND RACIAL JUSTICE THAT INCLUDES THE COLORED CONVENTIONS PROJECT AND THE CENTER FOR BLACK DIGITAL RESEARCH | $1,576,500 | |||||
| THE REPERTORY THEATRE OF ST LOUIS | ||||||||||||
| 130 EDGAR ROAD | ST LOUIS | MO | 63119 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $185,000 | |||||
| THE UNIVERSITY OF TEXAS AT SAN ANTONIO | ||||||||||||
| ONE UTSA CIRCLE | SAN ANTONIO | TX | 782490603 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | |||||
| THEATER MU INC | ||||||||||||
| 755 PRIOR AVENUE NORTH SUITE 107 | SAINT PAUL | MN | 55104 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $143,000 | |||||
| TULANE UNIVERSITY | ||||||||||||
| 218 GIBSON HALL | 6823 ST CHARLES AVENUE | NEW ORLEANS | LA | 701185698 | NONE | PC | TO CONTINUE SUPPORT FOR A PROGRAM IN PUBLICLY ENGAGED SCHOLARSHIP FOR GRADUATE STUDENTS IN THE HUMANITIES | $750,000 | ||||
| UBW INC | ||||||||||||
| 138 SOUTH OXFORD STREET 4B | BROOKLYN | NY | 11217 | NONE | PC | TO SUPPORT THE URBAN BUSH WOMEN ARCHIVES | $100,000 | |||||
| UNITED NEGRO COLLEGE FUND INC | ||||||||||||
| 1805 7TH STREET NW | WASHINGTON | DC | 20001 | NONE | PC | TO RENEW SUPPORT FOR A SUITE OF FACULTY DEVELOPMENT PROGRAMS ACROSS 37 HISTORICALLY BLACK COLLEGES AND UNIVERSITIES | $1,250,000 | |||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | ||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $1,438,500 | |||||
| UNIVERSITY OF CALIFORNIA AT BERKELEY | ||||||||||||
| 200 CALIFORNIA HALL 1500 | BERKELEY | CA | 947201500 | NONE | PC | TO SUPPORT HIGHER EDUCATION FOR CURRENTLY AND FORMERLY INCARCERATED STUDENTS(PART OF THE FUTURE OF HIGHER LEARNING IN PRISON CALL FOR PROPOSALS) | $500,000 | |||||
| UNIVERSITY OF CALIFORNIA AT IRVINE | ||||||||||||
| 510 ALDRICH HALL | IRVINE | CA | 926971900 | NONE | PC | TO CONTINUE SUPPORT FOR AN INITIATIVE TO BROADEN THE INTELLECTUAL, PEDAGOGIC, AND PROFESSIONAL PREPARATION OF DOCTORAL STUDENTS IN THE HUMANITIES | $750,000 | |||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | ||||||||||||
| PO BOX 951405 | MURPHY HALL 2147 | LOS ANGELES | CA | 900951405 | NONE | PC | TO RENEW SUPPORT FOR THE DEVELOPMENT OF INNOVATIVE HUMANITIES CURRICULUM, INCLUDING THE DEVELOPMENT OF A SOCIAL JUSTICE CURRICULUM | $2,500,000 | ||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | ||||||||||||
| PO BOX 951405 | MURPHY HALL 2147 | LOS ANGELES | CA | 900951405 | NONE | PC | TO SUPPORT THE MILLION DOLLAR HOODS PROJECT, WHICH SEEKS TO ARCHIVE HISTORICAL DOCUMENTS, ORAL HISTORIES, AND EPHEMERA IN ORDER TO CHRONICLE THE MANY IMPACTS OF POLICING AND MASS INCARCERATION IN LOS ANGELES | $1,825,000 | ||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | ||||||||||||
| PO BOX 951405 | MURPHY HALL 2147 | LOS ANGELES | CA | 900951405 | NONE | PC | TO SUPPORT THE NIMOY THEATER AND LOCAL PARTNERS | $600,000 | ||||
| UNIVERSITY OF CALIFORNIA AT LOS ANGELES | ||||||||||||
| PO BOX 951405 | MURPHY HALL 2147 | LOS ANGELES | CA | 900951405 | NONE | PC | TO SUPPORT A FINAL GRANT TO EMBED THE URBAN HUMANITIES PROGRAM PERMANENTLY INTO UCLA GRADUATE AND UNDERGRADUATE CURRICULA | $500,000 | ||||
| UNIVERSITY OF CALIFORNIA AT RIVERSIDE | ||||||||||||
| 4108 HINDERAKER HALL | RIVERSIDE | CA | 92521 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $1,479,500 | |||||
| UNIVERSITY OF GEORGIA | ||||||||||||
| THE ADMINISTRATION BUILDING | 220 SOUTH JACKSON STREET | ATHENS | GA | 30602 | NONE | PC | TO SUPPORT RESEARCH AND COMMUNITY ENGAGEMENT IN THE GULLAH GEECHEE CULTURAL HERITAGE CORRIDOR | $500,000 | ||||
| UNIVERSITY OF GHANA | ||||||||||||
| NONE | PC | TO SUPPORT THE ESTABLISHMENT OF A CENTER FOR TEACHING AND LEARNING FOR THE HUMANITIES | $400,000 | PO BOX LG 55 | LEGON | GH | ACCRA | |||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | ||||||||||||
| SWANLUND ADMINISTRATION BUILDING | 601 EAST JOHN STREET | CHAMPAIGN | IL | 61820 | NONE | PC | TO SUPPORT THE CONTINUED COLLABORATION OF THE HUMANITIES WITHOUT WALLS CONSORTIUM OF INTERDISCIPLINARY HUMANITIES CENTERS | $2,500,000 | ||||
| UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN | ||||||||||||
| SWANLUND ADMINISTRATION BUILDING | 601 EAST JOHN STREET | CHAMPAIGN | IL | 61820 | NONE | PC | TO CONTINUE TO SUPPORT PRISON EDUCATION AND REENTRY PROGRAMS FOR INCARCERATED AND FORMERLY INCARCERATED STUDENTS THROUGH ENGAGEMENT WITH FACULTY, GRADUATE, AND UNDERGRADUATE STUDENTS AT RESEARCH UNIVERSITIES | $500,000 | ||||
| UNIVERSITY OF MICHIGAN | ||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | 503 THOMPSON STREET | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | ||||
| UNIVERSITY OF MICHIGAN | ||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | 503 THOMPSON STREET | ANN ARBOR | MI | 481091340 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | ||||
| UNIVERSITY OF MICHIGAN | ||||||||||||
| 2074 FLEMING ADMINISTRATION BUILDIN | 503 THOMPSON STREET | ANN ARBOR | MI | 481091340 | NONE | PC | TO CONTINUE SUPPORT FOR BUILDING A DATA SET STUDYING THE EFFECTS OF LIBERAL ARTS EDUCATION ON A BROAD SET OF STUDENT OUTCOMES | $418,000 | ||||
| UNIVERSITY OF MINNESOTA AT TWIN CITIES | ||||||||||||
| 100 CHURCH STREET SE | MINNEAPOLIS | MN | 55455 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,498,500 | |||||
| UNIVERSITY OF OREGON | ||||||||||||
| 1585 13TH AVENUE | EUGENE | OR | 97403 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,260,000 | |||||
| UNIVERSITY OF PENNSYLVANIA | ||||||||||||
| 3451 WALNUT STREET SUITE 305 | PHILADELPHIA | PA | 19104 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | |||||
| UNIVERSITY OF PUERTO RICO AT RIO PIEDRAS | ||||||||||||
| AVENIDA BARBOSA Y AVENIDA JUAN PONC | SAN JUAN | PR | 00931 | NONE | PC | TO SUPPORT FACULTY DEVELOPMENT IN THE AFRO-DIASPORIC PROGRAM | $466,666 | |||||
| UNIVERSITY OF ROCHESTER | ||||||||||||
| 240 WALLIS HALL | ROCHESTER | NY | 14627 | NONE | PC | TO SUPPORT PRISON EDUCATION AND REENTRY | $500,000 | |||||
| UNIVERSITY OF VIRGINIA | ||||||||||||
| 1827 UNIVERSITY AVENUE | CHARLOTTESVILLE | VA | 22904 | NONE | PC | TO SUPPORT THE DEVELOPMENT OF UNDERGRADUATE CURRICULAR AND RESEARCH OPPORTUNITIES RELATED TO THE UNIVERSITY'S AND REGION'S INDIGENOUS AND BLACK HISTORIES AND A SERIES OF POSTDOCTORAL-TO-FACULTY FELLOWSHIPS IN RELATED FIELDS | $2,500,000 | |||||
| UNIVERSITY OF WISCONSIN AT MADISON | ||||||||||||
| 500 LINCOLN DRIVE | BASCOM HALL 161 | MADISON | WI | 53706 | NONE | PC | TO SUPPORT A JUST FUTURES INITIATIVE PROJECT | $2,500,000 | ||||
| US BIENNIAL INC | ||||||||||||
| PO BOX 58800 | NEW ORLEANS | LA | 70158 | NONE | PC | TO SUPPORT P.5'S "NEW MONUMENTS" AS WELL AS THE FIRST YEAR OF PROJECTS FOR "PROSPECT'S PROPOSAL": COLLABORATIVE, POST-P.5 PROJECTS AND PROGRAMMING CENTERING ON TIVOLI CIRCLE-THAT CONTINUE THE CONVERSATION AROUND MONUMENTS AND PUBLIC SPACE | $1,000,000 | |||||
| VERA INSTITUTE OF JUSTICE INC | ||||||||||||
| 34 35TH STREET 4-2A | BROOKLYN | NY | 11232 | NONE | PC | TO PROVIDE SUPPORT FOR ONGOING ASSISTANCE TO THE COLLEGE-CORRECTIONS PARTNERSHIPS PARTICIPATING IN THE SECOND CHANCE PELL PILOT TO ENSURE SUCCESSFUL PROGRAM IMPLEMENTATION AND STATEWIDE COORDINATION, AND TO BUILD STRATEGIES FOR IMPROVED ENROLLMENT AND PERSISTENCE RATES FOR INCARCERATED STUDENTS OF COLOR | $1,250,000 | |||||
| WESLEYAN UNIVERSITY | ||||||||||||
| 237 HIGH STREET | MIDDLETOWN | CT | 06459 | NONE | PC | TO SUPPORT AN INTERDISCIPLINARY LEADERSHIP TRAINING INITIATIVE THAT WILL USE THE ARTS TO DEVELOP ANTIRACISM PRACTICES | $500,000 | |||||
| WEST PHILADELPHIA CULTURAL ALLIANCE | ||||||||||||
| 4949 WALNUT STREET | PHILADELPHIA | PA | 19139 | NONE | PC | TO SUPPORT THE NEEDS OF THE COMMUNITY-BASED ARCHIVE | $100,000 | |||||
| WOMEN'S PROJECT AND PRODUCTIONS INC | ||||||||||||
| 55 WEST END AVENUE | NEW YORK | NY | 10023 | NONE | PC | TO SUPPORT A THREE-YEAR RESIDENCY THROUGH THE NATIONAL PLAYWRIGHT RESIDENCY PROGRAM | $210,700 | |||||
| YALE UNIVERSITY | ||||||||||||
| PO BOX 208229 | NEW HAVEN | CT | 065208229 | NONE | PC | TO SUPPORT THE MILLION BOOK PROJECT AT YALE LAW SCHOOL'S JUSTICE COLLABORATORY | $2,250,000 | |||||
| YERBA BUENA CENTER FOR THE ARTS | ||||||||||||
| 701 MISSION STREET | SAN FRANCISCO | CA | 94103 | NONE | PC | TO SUPPORT THE REIMAGINATION OF YBCA AS AN ARTIST-LED INSTITUTION THROUGH "YBCA OF THE FUTURE" ACTIVITIES | $500,000 | |||||
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Grant Or Contri Apprv Fut | $124,565,566 | TotalGrantOrContriApprvFutAmt |
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
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 14 | ExclusionCd |
| Exclusion | $157,004 | ExclusionAmt |
Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 14 | ExclusionCd |
| Exclusion | $18,803,860 | 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 Incm Part VII | OtherInvestmentIncmPartVIIGrp |
Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business | 525990 | BusinessCd |
| Unrelated Business Taxbl Incm | $18,412,592 | UnrelatedBusinessTaxblIncmAmt |
| Exclusion | 18 | ExclusionCd |
| Exclusion | $468,328,725 | 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 (2 entries)
| DescDesc | ExclusionExclusionCd | ExclusionExclusionAmt |
|---|---|---|
| OTHER REVENUE | 15 | $10,640 |
| UBIT PROVISION | 01 | $177,322 |
Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Unrelated Business Taxbl Incm | $18,412,592 | UnrelatedBusinessTaxblIncmAmt |
| Exclusion | $487,477,551 | ExclusionAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Income Producing Acty | $505,890,143 | TotalIncomeProducingActyAmt |
Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Trnsfr Of Cash To Nonchrtbl EO | Yes (true) | 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 |
Transfer Schedule Detail TransferScheduleDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Line Number | 1a(1) | LineNumberTxt |
| Involved | $239,875 | InvolvedAmt |
Noncharitable Exempt Org Name NoncharitableExemptOrgName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | EMPLOYER VEBA TRUST | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Transfers Trans And Shr Arrngm | HEALTH AND WELFARE BENEFITS | TransfersTransAndShrArrngmDesc |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Relationships Nonchrtbl EO | Yes (true) | RelationshipsNonchrtblEOInd |
Relationship Schedule Detail RelationshipScheduleDetail
Organization Business Name OrganizationBusinessName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | EMPLOYER VEBA TRUST | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Organization Type | 501(C)(9) ORG | OrganizationTypeDesc |
| Relationship Description | SPONSORING ORGANIZATION | RelationshipDescriptionTxt |
Accounting Fees Schedule AccountingFeesSchedule
Accounting Fees Detail AccountingFeesDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | ACCOUNTING FEES | CategoryTxt |
| Amt | $726,923 | Amt |
| Net Investment Income | $121,109 | NetInvestmentIncomeAmt |
| Adjusted Net Income | $0 | AdjustedNetIncomeAmt |
| Disbursements Charitable Prps | $727,556 | DisbursementsCharitablePrpsAmt |
Compensation Explanation CompensationExplanation
Compensation Explanation CompensationExplanationGrp (14 entries)
| Short ExplanationShortExplanationTxt |
|---|
| ELIZABETH ALEXANDER |
| *THE OFFICERS WORK, AT A MINIMUM, A FULL TIME SCHEDULE OF 40 HOURS PER WEEK AND FREQUENTLY MORE *HOUSING ALLOWANCE INCLUDED IN EXPENSE ACCT AND OTHER ALLOWANCES AND AS FORM W-2 COMPENSATION |
| SCOTT TAYLOR |
| *THE OFFICERS WORK, AT A MINIMUM, A FULL TIME SCHEDULE OF 40 HOURS PER WEEK AND FREQUENTLY MORE *SEE GENERAL EXPLANATION |
| MICHELE S WARMAN |
| *THE OFFICERS WORK, AT A MINIMUM, A FULL TIME SCHEDULE OF 40 HOURS PER WEEK AND FREQUENTLY MORE |
| KATHRYN A HALL |
| *CHAIR OF THE BOARD OF TRUSTEES PROVIDES AN AVERAGE OF 3-6 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| RICHARD H BRODHEAD |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| GLENN D LOWRY |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| ERIC M MINDICH |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| KATHERINE G FARLEY |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| JOSHUA S FRIEDMAN |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| HEATHER GERKEN |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| THELMA GOLDEN |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| SARAH E THOMAS |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| ALONDRA NELSON |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
| JONATHAN HOLLOWAY |
| *TRUSTEES PROVIDE AN AVERAGE OF 3-5 HOURS PER WEEK ATTENDING MEETINGS AND PROVIDING SERVICES TO THE FOUNDATION IN ADVANCE OF AND BETWEEN MEETINGS |
Depreciation Schedule DepreciationSchedule
Depreciation Property DepreciationPropertyGrp (7 entries)
| PropertyPropertyDesc | Cost Or Other BasisCostOrOtherBasisAmt | Prior Year DepreciationPriorYearDepreciationAmt | Computation MethodComputationMethodTxt | LifeLifeRt | Current Year ExpenseCurrentYearExpenseAmt | AcquiredAcquiredDt |
|---|---|---|---|---|---|---|
| LAND | $4,132,500 | $0 | L | |||
| OFFICE BUILDINGS | $58,196,856 | $38,420,201 | SL | 25 | $2,188,459 | |
| FRNSHINGS & EQUIP | $3,238,838 | $3,023,897 | SL | 7 | $31,944 | 2010-01-01 |
| IT HRDWRE/SFTWRE | $1,842,103 | $586,512 | SL | 7 | $393,805 | 2016-07-01 |
| LAND | $4,290,000 | L | 2020-01-02 | |||
| OFFICE BUILDINGS | $4,824,146 | SL | 25 | $0 | 2020-01-02 | |
| IT HRDWRE/SFTWRE | $151,872 | SL | 7 | $0 | 2020-01-02 |
Employee Compensation Expln EmployeeCompensationExpln
Employee Comp Explanation EmployeeCompExplanationGrp (5 entries)
| EmployeeEmployeeNm | ExplanationExplanationTxt |
|---|---|
| KAREN GRIEB INAL | *MS. INAL, WHO WAS EMPLOYED THROUGH 6/15/20, RECEIVED A $1,515,000 SEPARATION PAYMENT IN 2020 THAT IS INCLUDED IN COMPENSATION AND $1,475,000 IN JANUARY 2021 THAT IS INCLUDED IN CONTRIBUTIONS TO EMPLOYEE BENEFIT PLANS. |
| MONICA C SPENCER | *SEE GENERAL EXPLANATION |
| MICHELLE KNUDSEN | *SEE GENERAL EXPLANATION |
| ABIGAIL ARCHIBALD | *SEE GENERAL EXPLANATION |
| EMIL KANG | *SEE GENERAL EXPLANATION *HOUSING AND TRAVEL ALLOWANCE INCLUDED IN EXPENSE ACCT AND OTHER ALLOWANCES AND AS FORM W-2 COMPENSATION |
Expenditure Responsibility Stmt ExpenditureResponsibilityStmt
Expenditure Responsibility ExpenditureResponsibilityGrp (4 entries)
| Address Line1ForeignAddress/AddressLine1Txt | CityForeignAddress/CityNm | Province Or StateForeignAddress/ProvinceOrStateNm | CountryForeignAddress/CountryCd | Foreign PostalForeignAddress/ForeignPostalCd | GrantGrantDt | GrantGrantAmt | Purpose Of GrantPurposeOfGrantTxt | Expended By GranteeExpendedByGranteeAmt | Any Diversion By GranteeAnyDiversionByGranteeTxt | Dates Of Reports By GranteeDatesOfReportsByGranteeTxt | Results Of VerificationResultsOfVerificationTxt | Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CANADIAN CENTRE FOR ARCHITECTURE | |||||||||||||||
| 1920 RUE BAILE | MONTREAL | QUEBEC | CA | H3H 2S6 | 2017-02-06 | $750,000 | TO SUPPORT INITIATIVES AT THE INTERSECTION OF ARCHITECTURE, URBANISM, AND THE HUMANITIES | $133,884 | NO | NARRATIVE - 7/29/20 & FINANCIAL - 7/29/20 | THE CANADIAN CENTRE FOR ARCHITECTURE, INC. WAS SCHEDULED TO SUBMIT NARRATIVE AND FINANCIAL REPORTS OF ITS EXPENDITURES ON THIS GRANT ON OR BEFORE MARCH 31, 2020. THE REPORTS WERE RECEIVED ON JULY 29, 2020. AS OF THIS FINANCIAL REPORT, APPROXIMATELY $133,884 OF THE GRANT FUNDS HAVE BEEN SPENT. THE GRANTOR HAS NO REASON TO DOUBT THE ACCURACY OR RELIABILITY OF THE REPORTS FROM THE GRANTEE; THEREFORE, NO INDEPENDENT VERIFICATION OF THE REPORT WAS MADE. | ||||
| HBCU LIBRARY ALLIANCE INC | |||||||||||||||
| 2019-04-23 | $88,500 | TO SUPPORT THE INITIAL STAGE OF FUNDRAISING EFFORTS FOR THE PRESERVATION OF SPECIAL COLLECTIONS | $88,500 | NO | NARRATIVE - 12/28/20 & FINANCIAL - 12/28/20 | THE HBCU LIBRARY ALLIANCE, INC. WAS SCHEDULED TO SUBMIT NARRATIVE AND FINANCIAL REPORTS OF ITS EXPENDITURES ON THIS GRANT ON OR BEFORE DECEMBER 31, 2020. THE REPORTS WERE RECEIVED ON DECEMBER 28, 2020. AS OF THIS FINANCIAL REPORT, ALL GRANT FUNDS HAVE BEEN SPENT. THE GRANTOR HAS NO REASON TO DOUBT THE ACCURACY OR RELIABILITY OF THE REPORTS FROM THE GRANTEE; THEREFORE, NO INDEPENDENT VERIFICATION OF THE REPORT WAS MADE. | 1438 W PEACHTREE ST NW STE 200 | ATLANTA | GA | 303092955 | |||||
| LOS ANGELES COUNTY PUBLIC LIBRARY FDN | |||||||||||||||
| 2019-03-27 | $100,000 | TO SUPPORT THE CREATIVE CULTIVATION PROJECT AT CLAREMONT LIBRARY | $16,280 | NO | NARRATIVE - 3/11/20 & FINANCIAL - 3/11/20 | THE LOS ANGELES COUNTY PUBLIC LIBRARY FOUNDATION WAS SCHEDULED TO SUBMIT NARRATIVE AND FINANCIAL REPORTS OF ITS EXPENDITURES ON THIS GRANT ON OR BEFORE MARCH 31, 2020. THE REPORTS WERE RECEIVED ON MARCH 11, 2020. AS OF THIS FINANCIAL REPORT, $16,280 OF THE GRANT FUNDS HAVE BEEN SPENT. THE GRANTOR HAS NO REASON TO DOUBT THE ACCURACY OR RELIABILITY OF THE REPORTS FROM THE GRANTEE; THEREFORE, NO INDEPENDENT VERIFICATION OF THE REPORT WAS MADE. | 7400 EAST IMPERIAL HIGHWAY | DOWNEY | CA | 90242 | |||||
| FLAMBOYAN FOUNDATION INC | |||||||||||||||
| 2020-05-01 | $500,000 | TO SUPPORT COVID-19 EMERGENCY RELIEF EFFORTS FOR PUERTO RICAN ARTISTS AND ARTS ORGANIZATIONS | $500,000 | NO | NARRATIVE - 12/18/20 & FINANCIAL - 12/18/20 | A GRANT TO THE FLAMBOYAN FOUNDATION, INC. WAS PAID BY THE FOUNDATION IN MAY 2020. THE FLAMBOYAN FOUNDATION, INC. WAS SCHEDULED TO SUBMIT NARRATIVE AND FINANCIAL REPORTS OF ITS EXPENDITURES ON THIS GRANT ON OR BEFORE SEPTEMBER 30, 2020. THE REPORTS WERE RECEIVED ON DECEMBER 18, 2020. AS OF THIS FINANCIAL REPORT, ALL GRANT FUNDS HAVE BEEN SPENT. THE GRANTOR HAS NO REASON TO DOUBT THE ACCURACY OR RELIABILITY OF THE REPORTS FROM THE GRANTEE; THEREFORE, NO INDEPENDENT VERIFICATION OF THE REPORT WAS MADE. | 1730 MASSACHUSETTS AVENUE NW | WASHINGTON | DC | 20036 | |||||
General Explanation Attachment GeneralExplanationAttachment
General Explanation GeneralExplanationGrp (5 entries)
| IdentifierIdentifierTxt | Form And Line ReferenceFormAndLineReferenceDesc | Medium ExplanationMediumExplanationTxt |
|---|---|---|
| FORM 990PF, PART I, LINE 19 AND PART II, LINE 14 | FORM 990PF, PART I, LINE 19 AND PART II, LINE 14 | NET LAND AND DEPRECIABLE ASSETS ADDITIONAL DETAILS OFFICE BUILDINGS LOCATIONS: 140-146 EAST 62ND STREET, NEW YORK, NY 151, 153 AND 155 EAST 61ST STREET, NEW YORK, NY LAND LOCATION: 140-146 EAST 62ND STREET, NEW YORK, NY THE OFFICE BUILDINGS IN USE ARE DEPRECIATED ON A STRAIGHT-LINE BASIS OVER THEIR USEFUL LIVES, GENERALLY 25-28 YEARS. BUILDING IMPROVEMENTS ARE DEPRECIATED OVER THE REMAINING USEFUL LIFE OF THE BUILDING. FURNITURE AND EQUIPMENT ARE DEPRECIATED ON A STRAIGHT-LINE BASIS OVER 5-7 YEARS. THE PORTION OF THE 2020 DEPRECIATION EXPENSE ALLOCATED TOWARDS INVESTMENT INCOME WAS $528,414 (PART I, LINE 19, COLUMN B). BUILDINGS AND IMPROVEMENTS $ 482,908 FURNISHINGS AND EQUIPMENT 45,506 ---------- PART I, LINE 19, COLUMN B TOTAL $ 528,414 |
| FORM 990-PF, PART II, LINE 13 | FORM 990-PF, PART II, LINE 13 | OTHER INVESTMENTS ARE COMPRISED OF VARIOUS LIMITED MARKETABILITY FUNDS THAT INVEST IN THE FOLLOWING ASSET CLASSES: PRIVATE EQUITY DIVERSIFIED STRATEGIES PUBLIC EQUITY THE FOUNDATION DOES NOT DISCLOSE INDIVIDUAL FUND NAMES SO AS TO PRESERVE CONFIDENTIALITY AND TO PREVENT MISUSE OF SUCH INFORMATION. |
| FORM 990PF, PART VII-A, LINE 16, LIST OF FOREIGN COUNTRIES | FORM 990PF, PART VII-A, LINE 16, LIST OF FOREIGN COUNTRIES | ARGENTINA BRAZIL CHILE CHINA COLOMBIA CZECH REPUBLIC DENMARK EGYPT ESTONIA GREECE HUNGARY INDIA ISRAEL JAPAN KOREA, REPUBLIC OF (SOUTH) MEXICO MALAYSIA PERU POLAND QATAR TAIWAN TURKEY UNITED ARAB EMIRATES |
| FORM 990PF, PART VIII, LINES 1 AND 2 | FORM 990PF, PART VIII, LINES 1 AND 2 | INCLUDED IN COMPENSATION ARE BONUSES THAT WERE AWARDED FOR SERVICES PERFORMED IN 2020 AND WHICH WERE PAID IN JANUARY AND APRIL 2021 FOR THE FOLLOWING OFFICERS AND STAFF: SCOTT TAYLOR $1,325,000 CHIEF INVESTMENT OFFICER MONICA C. SPENCER $436,000 SENIOR PORTFOLIO MANAGER MICHELLE KNUDSEN $475,000 SENIOR PORTFOLIO MANAGER ABIGAIL ARCHIBALD $370,000 SENIOR PORTFOLIO MANAGER EMIL KANG $10,000 PROGRAM DIRECTOR |
| FORM 990PF, PART IX-A SUMMARY OF CHARITABLE ACTIVITIES | FORM 990PF, PART IX-A SUMMARY OF CHARITABLE ACTIVITIES | RESEARCH ACTIVITIES: MEMBERS OF THE FOUNDATION'S STAFF ENGAGE IN RESEARCH IN AREAS THAT SUPPORT THE FOUNDATION'S MISSION. EXPENSES ASSOCIATED WITH RESEARCH (1) COMPENSATION OF OFFICERS, DIRECTORS, TRUSTEES, ETC. $ 96,936 OTHER EMPLOYEE SALARIES AND WAGES 828,681 PENSION PLANS, EMPLOYEE BENEFITS 350,681 OCCUPANCY 64,523 OTHER PROFESSIONAL FEES 211,694 TRAVEL 74,976 PRINTING 6,839 OTHER 182,701 ---------- PART IX-A, LINE 1 $1,817,031 (1) PRESENTED ON A CASH BASIS AS THESE ARE DISBURSEMENTS FOR CHARITABLE PURPOSES. |
Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule
Investments Corporate Bonds InvestmentsCorporateBondsGrp (661 entries)
| BondBondNm | EOY Book ValueEOYBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|
| ABBOTT LABS 1.15% 01-30-2028 | $223,231 | $223,231 |
| ABBVIE INC 2.95% 09-21-2026 | $1,022,911 | $1,022,911 |
| ABBVIE INC 3.2% 08-21-2029 | $848,367 | $848,367 |
| ABBVIE INC 3.25% 10-01-2022 | $104,155 | $104,155 |
| ABBVIE INC 4.25% 11-21-2049 | $777,369 | $777,369 |
| AERCAP IRELAND CAP 4.45% | $168,309 | $168,309 |
| AERCAP IRELAND CAP 4.125% | $275,289 | $275,289 |
| AERCAP IRELAND CAP 4.5% | $439,110 | $439,110 |
| AERCAP IRELAND FIXED 4.45% | $261,761 | $261,761 |
| AETNA INC NEW 2.8% 06-15-2023 | $51,556 | $51,556 |
| AIG GLOBAL FDG SR 2.7% | $204,487 | $204,487 |
| AIR LEASE CORP 3% 09-15-2023 | $278,607 | $278,607 |
| AIR LEASE CORP 3.25% 3-1-2025 | $86,726 | $86,726 |
| AIR LEASE CORP 3.375% 7-1-2025 | $406,500 | $406,500 |
| AIR LEASE CORP MED 2.25% | $328,550 | $328,550 |
| AIR PRODS & CHEMS FIXED 1.85% | $370,478 | $370,478 |
| ALABAMA PWR CO 2.45% 3-30-2022 | $358,664 | $358,664 |
| ALABAMA PWR CO 3.55 12-01-2023 | $119,654 | $119,654 |
| ALEXANDRIA REAL 3.375% 8-15-31 | $146,460 | $146,460 |
| ALEXANDRIA REAL 3.8% 4-15-2026 | $36,795 | $36,795 |
| ALLY AUTO RECEIVABLES TR 2.35% | $137,956 | $137,956 |
| ALTRIA GROUP INC 4.8% 2-14-29 | $557,115 | $557,115 |
| AMERICA MOVIL SAB DE CV 3.125% | $466,767 | $466,767 |
| AMERICAN AIRLS 2017-2 AA PTT | $138,160 | $138,160 |
| AMERICAN AIRLS INC 16-3 AA PTT | $131,928 | $131,928 |
| AMERICAN TOWER CORP NEW 1.875% | $267,311 | $267,311 |
| AMERICAN WTR CAP CORP 2.8% | $386,359 | $386,359 |
| AMERICREDIT 1.49% 09-18-2026 | $1,254,289 | $1,254,289 |
| AMERICREDIT 2.69% 06-19-2023 | $924,534 | $924,534 |
| AMERICREDIT 4.01% 07-18-2024 | $890,960 | $890,960 |
| AMERICREDIT AUTOMOBILE 2.71% | $45,476 | $45,476 |
| AMERICREDIT CDA AUTOMOBILE | $164,952 | $164,952 |
| AMERN CR ACCEP 3.69% 6-12-2023 | $206,872 | $206,872 |
| AMERN CR ACCEP 1.31% 12-14-26 | $918,795 | $918,795 |
| AMERN FINL GROUP 3.5% 8-15-26 | $240,031 | $240,031 |
| AMERN HONDA FIN 2.3% 9-9-2026 | $74,904 | $74,904 |
| AMERN HONDA FIN 2.9% 2-16-2024 | $106,924 | $106,924 |
| AMERN INTL GROUP 4.75% 4-1-48 | $700,453 | $700,453 |
| AMERN TOWER CORP 1.3% 9-15-25 | $530,961 | $530,961 |
| AMERN TOWER CORP 1.5% 1-31-28 | $508,156 | $508,156 |
| AMERN TOWER CORP 2.1% 6-15-30 | $153,961 | $153,961 |
| AMERN TOWER CORP 2.25% 1-15-22 | $203,840 | $203,840 |
| AMERN TOWER CORP 2.9% 1-15-30 | $414,208 | $414,208 |
| AMERN TOWER CORP 2.9% 1-15-30 | $163,503 | $163,503 |
| AMERN TOWER CORP 3.55% 7-15-27 | $1,017,749 | $1,017,749 |
| ANALOG DEVICES INC 2.95% | $566,460 | $566,460 |
| ANALOG DEVICES INC 3.125% | $215,189 | $215,189 |
| ANHEUSER-BUSCH 3.65% 2-1-2026 | $373,022 | $373,022 |
| ANHEUSER-BUSCH 4.7% 2-1-2036 | $711,361 | $711,361 |
| ANTHEM INC 3.35% 12-01-2024 | $451,749 | $451,749 |
| AON PLC 3.875% 12-15-2025 | $182,409 | $182,409 |
| APPLE INC 1.65% 05-11-2030 | $314,125 | $314,125 |
| APPLE INC 2.9% 09-12-2027 | $263,947 | $263,947 |
| APPLE INC 3.35% 02-09-2027 | $272,645 | $272,645 |
| APT PIPELINES LTD 4.2% 3-23-25 | $110,310 | $110,310 |
| ARROW ELECTRS INC 3.5% | $82,311 | $82,311 |
| ARROW ELECTRS INC FIXED 3.25% | $166,659 | $166,659 |
| AT&T INC 1.65% 02-01-2028 | $408,117 | $408,117 |
| AT&T INC 2.3% 06-01-2027 | $597,261 | $597,261 |
| AT&T INC 3.65% 06-01-2051 | $287,951 | $287,951 |
| AT&T INC 5.25% 03-01-2037 | $774,367 | $774,367 |
| ATHENE GLOBAL FDG 2.95% | $686,437 | $686,437 |
| AUSTRALIA & NEW 4.4% 5-19-2026 | $230,054 | $230,054 |
| AVOLON HLDGS FDG 2.875% | $159,068 | $159,068 |
| AVOLON HLDGS FDG 3.625% | $919,483 | $919,483 |
| AVOLON HLDGS FDG 5.5% 1-15-23 | $47,851 | $47,851 |
| AVOLON HLDGS FDG 5.5% 1-15-26 | $385,194 | $385,194 |
| B A T CAP CORP 2.259% 3-25-28 | $145,326 | $145,326 |
| B A T CAP CORP 2.259% 3-25-28 | $425,599 | $425,599 |
| B A T INTL FIN PLC 1.668% | $107,480 | $107,480 |
| B A T INTL FIN PLC 1.668% | $138,189 | $138,189 |
| B2R MTG TR 2016-1 2.5672% | $71,799 | $71,799 |
| BANCO BILBAO 1.125% 09-18-2025 | $604,335 | $604,335 |
| BANCO SANTANDER S A 2.749% | $206,145 | $206,145 |
| BANCO SANTANDER S FIXED 2.746% | $427,010 | $427,010 |
| BANK AMER CORP 3.419% | $1,227,814 | $1,227,814 |
| BANK AMER CORP 4.45% 3-3-2026 | $162,011 | $162,011 |
| BANK AMER CORP FIXED 2.496% | $483,240 | $483,240 |
| BANK AMER CORP FIXED 3.864% | $1,035,412 | $1,035,412 |
| BANK AMER CORP FIXED 4.078% | $523,287 | $523,287 |
| BANK AMER CORP FLTG RT .96513% | $201,183 | $201,183 |
| BANK AMER CORP FLTG RT 1.319% | $565,817 | $565,817 |
| BANK AMER CORP VAR RT 3.124% | $617,226 | $617,226 |
| BANK MONTREAL QUE 4.338% | $437,733 | $437,733 |
| BANK NOVA SCOTIA B C 1.3% | $379,639 | $379,639 |
| BANK OF AMERICA CORP 3.55% | $694,388 | $694,388 |
| BANQUE FEDERATIVE 3.75% | $226,951 | $226,951 |
| BARCLAYS PLC 1.007% 12-10-2024 | $622,382 | $622,382 |
| BARCLAYS PLC 3.684% 01-10-2023 | $309,195 | $309,195 |
| BB&T CORP SR 3.75% 12-06-2023 | $98,870 | $98,870 |
| BERKSHIRE HATHAWAY 3.125% | $268,153 | $268,153 |
| BIOGEN INC 2.25% 05-01-2030 | $316,514 | $316,514 |
| BK NOVA SCOTIA B C 2.7% 8-3-26 | $330,764 | $330,764 |
| BMW US CAP LLC 2.25% 9-15-2023 | $187,818 | $187,818 |
| BNP PARIBAS SR 3.052% 1-13-31 | $409,210 | $409,210 |
| BOARDWALK 5.95% 06-01-2026 | $236,545 | $236,545 |
| BOEING CO 1.95% 02-01-2024 | $447,997 | $447,997 |
| BOEING CO 1.95% 02-01-2024 | $231,723 | $231,723 |
| BOEING CO 3.1% 05-01-2026 | $481,858 | $481,858 |
| BOEING CO 3.25% 02-01-2035 | $410,202 | $410,202 |
| BOEING CO 4.508% 05-01-2023 | $515,557 | $515,557 |
| BOEING CO 4.875% 05-01-2025 | $108,291 | $108,291 |
| BOEING CO 4.875% 05-01-2025 | $216,582 | $216,582 |
| BOEING CO 5.705% 05-01-2040 | $207,635 | $207,635 |
| BP CAP MKTS AMER 1.749% | $206,256 | $206,256 |
| BP CAP MKTS AMER 3.796% | $498,941 | $498,941 |
| BP CAP MKTS AMER FIXED 3.245% | $192,361 | $192,361 |
| BPCE SR NON PFD 2.375% 1-14-25 | $660,534 | $660,534 |
| BRISTOL MYERS SQUIBB CO 1.125% | $232,299 | $232,299 |
| BRISTOL MYERS SQUIBB CO 3.2% | $256,530 | $256,530 |
| BRIXMOR OPER 3.65% 06-15-2024 | $135,741 | $135,741 |
| BRIXMOR OPER 3.85% 02-01-2025 | $219,068 | $219,068 |
| BROADCOM CORP 3.625% 1-15-2024 | $1,097,075 | $1,097,075 |
| BROADCOM CORP/ CAYMN FI 3.875% | $505,038 | $505,038 |
| BROADCOM INC 4.25% 04-15-2026 | $377,928 | $377,928 |
| BROADCOM INC 4.75% 04-15-2029 | $453,234 | $453,234 |
| BROOKFIELD FIN INC 5% 3-29-29 | $117,604 | $117,604 |
| BSTN PPTYS LTD 3.85% 2-1-2023 | $212,774 | $212,774 |
| BSTN SCIENTIFIC 4% 03-01-2029 | $137,886 | $137,886 |
| BSTN SCIENTIFIC 4.7% 3-1-2049 | $720,279 | $720,279 |
| CAMPBELL SOUP CO 3.95% 3-15-25 | $721,312 | $721,312 |
| CAMPBELL SOUP CO 4.15% 3-15-28 | $141,136 | $141,136 |
| CANADIAN IMPERIAL BK .95% | $699,123 | $699,123 |
| CAP 1 FINL CORP 3.75% 3-9-2027 | $376,603 | $376,603 |
| CAPITAL ONE BK USA NA 3.375 | $536,830 | $536,830 |
| CARMAX AUTO OWNER 2.41% | $1,768,092 | $1,768,092 |
| CARMAX AUTO OWNER 2.6% | $465,839 | $465,839 |
| CARMAX AUTO OWNER 2.83% | $2,324,873 | $2,324,873 |
| CARMAX AUTO OWNER 3.13% | $738,643 | $738,643 |
| CARMAX AUTO OWNER 3.39% | $1,355,863 | $1,355,863 |
| CBS CORP 4% 01-15-2026 | $94,994 | $94,994 |
| CDN IMPERIAL BK 3.1% 4-2-2024 | $216,420 | $216,420 |
| CDN NAT RES LTD 2.05% 7-15-25 | $907,370 | $907,370 |
| CDN PAC RY CO NEW 2.9% 2-1-25 | $270,649 | $270,649 |
| CELANESE US HLDGS FIXED 3.5% | $224,164 | $224,164 |
| CHEVRON CORP NEW 1.995% | $466,616 | $466,616 |
| CHEVRON PHILLIPS 3.3% 5-1-2023 | $211,692 | $211,692 |
| CHUBB INA HOLDINGS 3.35% | $191,051 | $191,051 |
| CIGNA CORP NEW CORP 4.125% | $420,488 | $420,488 |
| CIGNA CORP NEW CORP 4.9% | $632,563 | $632,563 |
| CIMAREX ENERGY CO 3.9% 5-15-27 | $242,470 | $242,470 |
| CITIGROUP COML MTG 3.712% | $2,079,460 | $2,079,460 |
| CITIGROUP INC 2.876% 7-24-2023 | $415,513 | $415,513 |
| CITIGROUP INC 3.106% 4-8-2026 | $469,802 | $469,802 |
| CITIGROUP INC 3.4% 5-1-2026 | $180,092 | $180,092 |
| CITIGROUP INC 3.875% 3-26-2025 | $558,006 | $558,006 |
| CITIGROUP INC 4.05% 07-30-2022 | $333,111 | $333,111 |
| CITIGROUP INC 4.4% 06-10-2025 | $743,149 | $743,149 |
| CITIGROUP INC 4.45% 09-29-2027 | $118,214 | $118,214 |
| CITIGROUP INC 4.6% 03-09-2026 | $181,643 | $181,643 |
| CITIGROUP INC 4.75% 05-18-2046 | $514,367 | $514,367 |
| CITIGROUP INC FIXED 3.98% | $176,401 | $176,401 |
| CITIGROUP INC FLTG RT 4.075% | $392,916 | $392,916 |
| CITIZENS BK MEDIUM 2.65% | $514,673 | $514,673 |
| CITIZENS FINL 2.85% 07-27-2026 | $244,844 | $244,844 |
| CLEV ELEC ILLUM CO 5.5% | $57,583 | $57,583 |
| CMO CR SUISSE 1ST BSTN MTG SEC | $160,288 | $160,288 |
| CMO SEQUOIA MTG TR SER 2003-3 | $232,265 | $232,265 |
| CMO UBS COML MTG TR 2017-C7 | $2,297,968 | $2,297,968 |
| CMS ENERGY CORP 2.95% | $97,772 | $97,772 |
| CMS ENERGY CORP 3% 05-15-2026 | $44,090 | $44,090 |
| COCA-COLA FEMSA S A B DE C V | $161,331 | $161,331 |
| COMCAST CORP 3.0% 02-01-2024 | $549,705 | $549,705 |
| COMCAST CORP 2.65% 02-01-2030 | $87,519 | $87,519 |
| COMCAST CORP 3.15% 03-01-2026 | $152,955 | $152,955 |
| COMCAST CORP 3.375 02-15-2025 | $370,384 | $370,384 |
| COMCAST CORP 3.9% 03-01-2038 | $318,195 | $318,195 |
| COMCAST CORP 3.95% 10-15-2025 | $147,057 | $147,057 |
| COMCAST CORP 4.25% 10-15-2030 | $751,122 | $751,122 |
| COMMONSPIRIT HLTH 1.547% | $277,338 | $277,338 |
| COMMONSPIRIT HLTH 2.782% | $285,859 | $285,859 |
| COMPASS BK 3.5% 06-11-2021 | $252,825 | $252,825 |
| CONAGRA BRANDS INC 1.375% | $479,384 | $479,384 |
| CONAGRA BRANDS INC 4.6% | $653,752 | $653,752 |
| CONAGRA INC 7.000 10-01-2028 | $195,497 | $195,497 |
| CONCHO RES INC 3.75% 10-1-2027 | $148,579 | $148,579 |
| CONCHO RES INC 2.4% 02-15-2031 | $141,294 | $141,294 |
| CONSTELLATION 4.75% 11-15-2024 | $229,635 | $229,635 |
| CONSTELLATION 4.75% 12-01-2025 | $207,294 | $207,294 |
| COOPERATIEVE RABOBANK UA 4.63% | $390,093 | $390,093 |
| CORPORATE OFFICE PPTYS 2.25% | $531,667 | $531,667 |
| CPS AUTO 1.71% 08-17-2026 | $273,762 | $273,762 |
| CR SUISSE AG 3.625% 09-09-2024 | $554,804 | $554,804 |
| CR SUISSE GR AG FLTG RT 2.193% | $261,263 | $261,263 |
| CR SUISSE GR AG FLTG RT 2.593% | $263,068 | $263,068 |
| CROWN CASTLE INTL 2.25% | $363,068 | $363,068 |
| CROWN CASTLE INTL 4% | $136,666 | $136,666 |
| CROWN CASTLE INTL 5.25% | $218,851 | $218,851 |
| CROWN CASTLE INTL 5.25% | $853,518 | $853,518 |
| CROWN CASTLE INTL 1.35% | $341,961 | $341,961 |
| CROWN CASTLE INTL 4.75% | $366,171 | $366,171 |
| CROWN CASTLE INTL 3.25% | $258,499 | $258,499 |
| CVS HEALTH CORP 1.3% 8-21-2027 | $1,206,577 | $1,206,577 |
| CVS HEALTH CORP 1.3% 8-21-2027 | $231,068 | $231,068 |
| CVS HEALTH CORP 3.25% 8-15-29 | $225,247 | $225,247 |
| CVS HEALTH CORP 4.3% 3-25-2028 | $91,627 | $91,627 |
| CVS HEALTH CORP 4.3% 3-25-2028 | $276,071 | $276,071 |
| CVS HEALTH CORP 5.05% 3-25-48 | $501,453 | $501,453 |
| CWABS INC 2004-1 04-25-2034 | $265,829 | $265,829 |
| DAIWA SECS GR 3.129% 4-19-2022 | $236,378 | $236,378 |
| DDR CORP FIXED 4.7% 06-01-2027 | $131,391 | $131,391 |
| DELTA AIR LINES 6.821% 2-10-24 | $446,778 | $446,778 |
| DELTA AIR LINES 3.625% 7-30-27 | $603,073 | $603,073 |
| DETROIT EDISON CO 3.9% 6-1-21 | $100,569 | $100,569 |
| DETROIT EDISON CO G&R MTG 2012 | $174,631 | $174,631 |
| DEUTSCHE BK AG N Y 5-12-2021 | $273,609 | $273,609 |
| DEUTSCHE BK AG N Y 10-14-2021 | $173,297 | $173,297 |
| DEUTSCHE BK AG N Y 11-24-2026 | $194,453 | $194,453 |
| DIAMOND RESORTS OWNER TRUST | $217,608 | $217,608 |
| DISCOVER BK NEW 3.35% 2-6-2023 | $527,594 | $527,594 |
| DISNEY WALT CO 2.45% 3-4-2022 | $256,476 | $256,476 |
| DOLLAR GEN CORP NEW 3.5% | $726,667 | $726,667 |
| DOMINION ENERGY GAS HLDGS 3.0% | $166,170 | $166,170 |
| DOMINION ENERGY INC 08-15-2024 | $1,128,108 | $1,128,108 |
| DR AUTO 4.18% 03-15-2024 | $168,862 | $168,862 |
| DR AUTO FIXED 2.08% 07-15-2024 | $1,014,602 | $1,014,602 |
| DR PEPPER SNAPPLE 2.53% | $39,719 | $39,719 |
| DR PEPPER SNAPPLE 2.55% | $89,539 | $89,539 |
| DRIVE AUTO RECEIVABLES 3.84% | $153,923 | $153,923 |
| DTE ENERGY CO 1.05% 06-01-2025 | $1,066,845 | $1,066,845 |
| DUKE ENERGY CORP 3.75% 9-1-46 | $1,081,171 | $1,081,171 |
| DUKE RLTY LTD 2.875% 11-15-29 | $143,727 | $143,727 |
| DUPONT DE NEMOURS INC 2.169% | $1,383,086 | $1,383,086 |
| EBAY INC FIXED 2.7% 03-11-2030 | $709,988 | $709,988 |
| ECOLAB INC 3.25% 01-14-2023 | $231,529 | $231,529 |
| EDISON INTL 3.125% 11-15-2022 | $466,171 | $466,171 |
| EDISON INTL 4.125% 03-15-2028 | $278,760 | $278,760 |
| ENABLE MIDSTREAM 4.15% 9-15-29 | $127,003 | $127,003 |
| ENERGY TRANSFER 3.6% 2-1-2023 | $238,860 | $238,860 |
| ENERGY TRANSFER 4.75% 1-15-26 | $169,724 | $169,724 |
| ENTERGY CORP 2.8% 06-15-2030 | $896,383 | $896,383 |
| ENTERGY LA LLC 2.4% 10-01-2026 | $130,823 | $130,823 |
| ENTERPRISE PRODS 5.95% 2-1-41 | $474,310 | $474,310 |
| EQUINIX INC 1.55% 03-15-2028 | $279,543 | $279,543 |
| EQUINIX INC 1.55% 03-15-2028 | $335,452 | $335,452 |
| EQUINIX INC 2.15% 07-15-2030 | $462,803 | $462,803 |
| ESSEX PORTFOLIO 1.65% 1-15-31 | $345,208 | $345,208 |
| EVERGY INC 2.45% 09-15-2024 | $323,402 | $323,402 |
| EVERGY INC 2.45% 09-15-2024 | $180,257 | $180,257 |
| EVERGY INC 2.9% 09-15-2029 | $367,204 | $367,204 |
| EXELON CORP STEP UP 06-01-2022 | $338,062 | $338,062 |
| EXELON GENERATION CO LLC 3.4% | $125,956 | $125,956 |
| EXELON GENERATION CO LLC 3.4% | $299,405 | $299,405 |
| EXELON GENERATION FIXED 3.25% | $387,096 | $387,096 |
| EXETER AUTOMOBILE 2.58% | $1,542,641 | $1,542,641 |
| FEDEX CORP 3.4% 02-15-2028 | $228,209 | $228,209 |
| FIFTH 3RD BANCORP 2.55% 5-5-27 | $364,586 | $364,586 |
| FIFTH 3RD BANCORP 8.25% 3-1-38 | $397,870 | $397,870 |
| FISERV INC 3.2% 07-01-2026 | $196,032 | $196,032 |
| FISERV INC 3.5% 07-01-2029 | $513,835 | $513,835 |
| FISERV INC 2.25% 06-01-2027 | $543,531 | $543,531 |
| FLAGSHIP CR AUTO 2.96% 7-15-23 | $337,108 | $337,108 |
| FLAGSHIP CR AUTO 3.22% 5-15-23 | $66,382 | $66,382 |
| FLAGSHIP CR AUTO 3.62% 7-15-23 | $306,861 | $306,861 |
| FORD CR SER 18-4 CL A 4.06% | $1,496,645 | $1,496,645 |
| FORTIS INC 3.055% 10-04-2026 | $85,853 | $85,853 |
| FREMF 2013-K30 MTG FLTG RT | $1,257,033 | $1,257,033 |
| GE CAP INTL FDG CO 3.373% | $721,415 | $721,415 |
| GEN ELEC CAP CORP 5.55% 1-5-26 | $2,058,087 | $2,058,087 |
| GEN MTRS FINL CO FIXED 4.35% | $722,876 | $722,876 |
| GENERAL MLS INC 4% 04-17-2025 | $79,135 | $79,135 |
| GENERAL MTRS FINL CO INC 5.1% | $302,143 | $302,143 |
| GENERAL MTRS CO 6.125% 10-1-25 | $121,297 | $121,297 |
| GENERAL MTRS FINL CO INC 3.25% | $964,720 | $964,720 |
| GEORGIA PWR CO 2.65% 9-15-2029 | $285,224 | $285,224 |
| GILEAD SCIENCES 1.65% 10-1-30 | $702,405 | $702,405 |
| GLOBAL PMTS INC 3.2% 8-15-2029 | $244,545 | $244,545 |
| GLOBAL PMTS INC 2.9% 5-15-2030 | $375,661 | $375,661 |
| GM FINL CNSMR 2.81% 12-16-2022 | $315,719 | $315,719 |
| GM FINL CNSMR AUTO CL B .73% | $1,507,779 | $1,507,779 |
| GOLDMAN SACHS 3% 04-26-2022 | $403,246 | $403,246 |
| GOLDMAN SACHS 3.5% 01-23-2025 | $441,464 | $441,464 |
| GOLDMAN SACHS 3.5% 11-16-2026 | $246,982 | $246,982 |
| GOLDMAN SACHS 3.5% 11-16-2026 | $606,227 | $606,227 |
| GOLDMAN SACHS 3.691% 6-5-2028 | $887,058 | $887,058 |
| GOLDMAN SACHS 3.75% 05-22-2025 | $561,375 | $561,375 |
| GOLDMAN SACHS 6.75% 10-01-2037 | $573,810 | $573,810 |
| GOLDMAN SACHS 2.908% 6-05-2023 | $1,196,061 | $1,196,061 |
| GULF SOUTH PIPELINE CO LP 4 | $82,365 | $82,365 |
| HALLIBURTON CO 3.8% 11-15-2025 | $15,701 | $15,701 |
| HANOVER INS GROUP INC 2.5% | $135,685 | $135,685 |
| HASBRO INC 3.9% 11-19-2029 | $340,887 | $340,887 |
| HCA INC 4.125% 06-15-2029 | $301,621 | $301,621 |
| HCP INC 3.875% 08-15-2024 | $165,945 | $165,945 |
| HEALTHCARE TR AMER 3.1% | $151,834 | $151,834 |
| HEALTHCARE TR AMER 3.75% | $238,046 | $238,046 |
| HEALTHPEAK PROPERTIES INC 3.5% | $193,972 | $193,972 |
| HERO FDG 2017-2 FIXED 3.28% | $330,283 | $330,283 |
| HERTZ FLEET LEASE 3.23% | $91,929 | $91,929 |
| HEWLETT PACKARD 2.25% 4-1-2023 | $494,380 | $494,380 |
| HOLLYFRONTIER CORP 2.625% | $357,702 | $357,702 |
| HOME DEPOT INC 2.5% 04-15-2027 | $807,673 | $807,673 |
| HONEYWELL INTL INC 1.35% | $533,585 | $533,585 |
| HOST HOTELS & 3.875% 4-1-2024 | $105,695 | $105,695 |
| HP INC 3% 06-17-2027 | $308,954 | $308,954 |
| HSBC HLDGS PLC 3.033% 11-22-23 | $332,046 | $332,046 |
| HSBC HLDGS PLC 3.262% 3-13-23 | $206,589 | $206,589 |
| HSBC HLDGS PLC 4.3% 03-08-2026 | $230,431 | $230,431 |
| HSBC HLDGS PLC 4.375% 11-23-26 | $461,531 | $461,531 |
| HSBC HLDGS PLC FLTG RT 1.645% | $460,243 | $460,243 |
| HSBC HLDGS PLC FLTG RT 2.013% | $204,745 | $204,745 |
| HSBC HOLDINGS PLC 4.25 NTS | $220,669 | $220,669 |
| HUNT J B TRANS 3.875% 3-1-2026 | $137,795 | $137,795 |
| HUSKY ENERGY INC 4% 04-15-2024 | $107,170 | $107,170 |
| HYUNDAI AUTO 2.38% 04-17-2023 | $967,055 | $967,055 |
| HYUNDAI AUTO 2.53% 11-15-2023 | $2,927,707 | $2,927,707 |
| HYUNDAI AUTO 2.79% 07-15-2022 | $67,248 | $67,248 |
| HYUNDAI CAP AMER 2.85% 11-1-22 | $466,334 | $466,334 |
| ILLINOIS TOOL WKS INC 3.375 | $177,255 | $177,255 |
| IN MICH PWR CO 4.55% 3-15-2046 | $536,353 | $536,353 |
| ING GROEP N V 4.1% 10-02-2023 | $258,176 | $258,176 |
| INTL BUSINESS 1.7% 05-15-2027 | $415,437 | $415,437 |
| INTL FLAVORS & 4.45% 9-26-2028 | $147,976 | $147,976 |
| INTUIT INC 1.35% 07-15-2027 | $511,576 | $511,576 |
| INVESCO FIN PLC 4% 01-30-2024 | $175,628 | $175,628 |
| ITC HLDGS CORP 2.95% 5-14-2030 | $218,606 | $218,606 |
| JEFFERIES GR 4.85% 01-15-2027 | $619,969 | $619,969 |
| JPMORGAN CHASE 3.882% 7-24-38 | $529,750 | $529,750 |
| JPMORGAN CHASE 2.956% 5-13-31 | $290,597 | $290,597 |
| JPMORGAN CHASE 4.25% 10-01-27 | $379,476 | $379,476 |
| JPMORGAN CHASE & FLTG 1.514% | $785,421 | $785,421 |
| KENTUCKY UTILS CO 4.375% | $598,147 | $598,147 |
| KEURIG DR PEPPER 4.417% | $214,446 | $214,446 |
| KIMCO RLTY CORP 2.7% 10-1-2030 | $334,514 | $334,514 |
| KINDER MORGAN INC 4.3% 3-1-28 | $275,600 | $275,600 |
| KINDER MORGAN INC DEL 2.0% | $191,014 | $191,014 |
| KINDER MORGAN INC DEL 2.0% | $261,387 | $261,387 |
| KING STREET FUNDING TR 1.65% | $168,610 | $168,610 |
| KROGER CO 2.65% 10-15-2026 | $218,459 | $218,459 |
| KROGER CO 2.8% 08-01-2022 | $207,188 | $207,188 |
| LABORATORY CORP AMER HLDGS | $81,674 | $81,674 |
| LENNOX INTL INC 1.7% 8-1-2027 | $641,126 | $641,126 |
| LIFE STORAGE LP 4% 06-15-2029 | $232,717 | $232,717 |
| LINCOLN NATL 4.2 03-15-2022 | $125,193 | $125,193 |
| LLOYDS BKG GR 2.438% 2-5-2026 | $264,115 | $264,115 |
| LLOYDS BKG GR 4.45% 5-8-2025 | $229,319 | $229,319 |
| LLOYDS BKG GR 2.907% 11-7-2023 | $417,896 | $417,896 |
| LOCKHEED MARTIN 3.35 9-15-2021 | $112,311 | $112,311 |
| LOWES COMPANIES INC BNDS 3.12% | $205,855 | $205,855 |
| LOWES COS INC 3.65% 04-05-2029 | $192,550 | $192,550 |
| LYB INTL FIN III 1.25% 10-1-25 | $106,839 | $106,839 |
| MARATHON PETE 4.5% 05-01-2023 | $81,437 | $81,437 |
| MARATHON PETE 4.7% 05-01-2025 | $51,550 | $51,550 |
| MARSH & MCLENNAN 2.75% 1-30-22 | $50,165 | $50,165 |
| MASCO CORP FIXED 2% 10-01-2030 | $81,450 | $81,450 |
| MCCORMICK & CO 2.5% 4-15-2030 | $337,318 | $337,318 |
| MCDONALD'S CORP 3.6% 7-1-2030 | $222,689 | $222,689 |
| MCKESSON CORP .9% 12-03-2025 | $201,000 | $201,000 |
| MEDTRONIC INC 3.5% 03-15-2025 | $37,033 | $37,033 |
| MID-AMERICA APARTMENT 1.7% | $149,447 | $149,447 |
| MIDAMERICAN ENERGY 5.15% | $357,753 | $357,753 |
| MITSUBISHI UFJ FIN GRP 3.195% | $349,328 | $349,328 |
| MITSUBISHI UFJ FIXED 1.412% | $256,828 | $256,828 |
| MITSUBISHI UFJ LEASE 3.96% | $442,560 | $442,560 |
| MITSUI FUDOSAN CO 2.95% | $312,996 | $312,996 |
| MIZUHO FINL GRP 2.555% 9-13-25 | $348,585 | $348,585 |
| MIZUHO FINL GRP 3.17% 9-11-27 | $223,132 | $223,132 |
| MIZUHO FINL GRP 2.226% 5-25-26 | $247,230 | $247,230 |
| MIZUHO FINL GR 1.241% 7-10-24 | $467,633 | $467,633 |
| MONDELEZ INTL 1.5% 05-04-2025 | $82,740 | $82,740 |
| MORGAN STANLEY 3.75% 2-25-2023 | $113,650 | $113,650 |
| MORGAN STANLEY 3.875% 4-29-24 | $1,107,818 | $1,107,818 |
| MORGAN STANLEY 4.35 09-08-2026 | $707,393 | $707,393 |
| MORGAN STANLEY 5% 11-24-2025 | $597,665 | $597,665 |
| MORGAN STANLEY FLTG RT .985% | $705,210 | $705,210 |
| MORGAN STANLEY FLTG RT 2.72% | $267,394 | $267,394 |
| MOSAIC CO NEW 3.25% 11-15-2022 | $243,484 | $243,484 |
| MPLX LP 1.75% 03-01-2026 | $517,453 | $517,453 |
| MPLX LP 1.75% 03-01-2026 | $382,915 | $382,915 |
| MPLX LP FIXED 4.125% 3-1-2027 | $461,334 | $461,334 |
| NATL RURAL UTILS 2.9% 3-15-21 | $50,251 | $50,251 |
| NATL AUSTRALIA BK 3.375% | $281,329 | $281,329 |
| NATL OILWELL VARCO 3.6% | $240,510 | $240,510 |
| NATL RETAIL PPTYS 3.9% 6-15-24 | $228,436 | $228,436 |
| NATL RURAL UTILS 2.4% 4-25-22 | $102,581 | $102,581 |
| NATL RURAL UTILS 2.95% 2-7-24 | $81,288 | $81,288 |
| NATWEST GR PLC 4.269% 3-22-25 | $221,258 | $221,258 |
| NATWEST MKTS PLC 3.625% | $321,550 | $321,550 |
| NEXTERA ENERGY CAP 3.55% | $101,335 | $101,335 |
| NEXTERA ENERGY CAP 2.75% | $243,411 | $243,411 |
| NEXTERA ENERGY CAP 2.403% | $405,500 | $405,500 |
| NISOURCE INC 1.7% 02-15-2031 | $179,099 | $179,099 |
| NISOURCE INC 2.95% 09-01-2029 | $154,010 | $154,010 |
| NISSAN MTR LTD 4.345% 9-17-27 | $220,906 | $220,906 |
| NOBLE ENERGY 3.25% 10-15-2029 | $126,373 | $126,373 |
| NOBLE ENERGY 3.85% 01-15-2028 | $349,139 | $349,139 |
| NOMURA HLDGS 2.648% 1-16-2025 | $264,856 | $264,856 |
| NOMURA HLDGS 1.851% 07-16-2025 | $467,674 | $467,674 |
| NORFOLK SOUTHN 5.59% 5-17-2025 | $190,627 | $190,627 |
| NORTHERN TR 1.95% 5-1-2030 | $437,781 | $437,781 |
| NORTHROP GRUMMAN 5.15% 5-1-40 | $400,838 | $400,838 |
| NRG ENERGY INC 4.45% 6-15-2029 | $162,351 | $162,351 |
| NUTRIEN LTD 4.2% 04-01-2029 | $41,850 | $41,850 |
| O REILLY AUTOMOTIVE 1.75% | $115,177 | $115,177 |
| ONE GAS INC 2% 05-15-2030 | $229,477 | $229,477 |
| ONEOK INC NEW 2.2% 09-15-2025 | $258,345 | $258,345 |
| ONEOK INC NEW 3.4% 09-01-2029 | $230,096 | $230,096 |
| ONEOK PARTNERS LP 5% 9-15-2023 | $219,849 | $219,849 |
| ONT TEACHERS 3.125% 03-20-2022 | $205,953 | $205,953 |
| ORACLE CORP 2.5% 04-01-2025 | $322,428 | $322,428 |
| ORACLE CORP 2.95% 11-15-2024 | $451,503 | $451,503 |
| ORACLE CORP 3.6% 04-01-2040 | $579,738 | $579,738 |
| ORIX CORP 2.9% 07-18-2022 | $104,675 | $104,675 |
| OTIS WORLDWIDE CORP 2.565% | $348,995 | $348,995 |
| PA ELEC CO 3.25% 03-15-2028 | $159,900 | $159,900 |
| PAC GAS & ELEC 1.75% 6-16-2022 | $255,720 | $255,720 |
| PAC GAS & ELEC 1.75% 6-16-2022 | $391,101 | $391,101 |
| PAC GAS & ELEC 2.95% 3-1-2026 | $89,941 | $89,941 |
| PAC GAS & ELEC 3.45% 7-1-2025 | $146,364 | $146,364 |
| PAC GAS & ELEC 1.6% 11-15-2021 | $330,181 | $330,181 |
| PACKAGING CORP 3% 12-15-2029 | $356,510 | $356,510 |
| PENSKE TRUCK 4.125% 08-01-2023 | $228,255 | $228,255 |
| PETRO-CDA 7.875% 06-15-2026 | $193,548 | $193,548 |
| PFIZER INC 3.45% 03-15-2029 | $163,628 | $163,628 |
| PHILLIPS 66 .9% 02-15-2024 | $781,889 | $781,889 |
| PHILLIPS 66 3.15% 12-15-2029 | $218,472 | $218,472 |
| PHILLIPS 66 1.3% 02-15-2026 | $217,880 | $217,880 |
| PINNACLE WEST CAP CORP 1.3% | $386,033 | $386,033 |
| PIONEER NAT RES CO 1.9% | $247,792 | $247,792 |
| PNC FINL SVCS 2.6% 07-23-2026 | $131,740 | $131,740 |
| PNM RES INC 3.25% 03-09-2021 | $145,569 | $145,569 |
| PPL CAP FDG INC 3.4% 6-1-2023 | $79,649 | $79,649 |
| PPL CAP FDG 4.125% 4-15-2030 | $586,180 | $586,180 |
| PRAXAIR INC 2.45 02-15-2022 | $188,436 | $188,436 |
| PRIN LIFE GLOBAL 2.375% | $208,789 | $208,789 |
| PRIN LIFE GLOBAL 1.25% | $476,761 | $476,761 |
| PROLOGIS L P 2.125% 4-15-2027 | $447,461 | $447,461 |
| PROTECTIVE LIFE 1.17% 7-15-25 | $264,357 | $264,357 |
| PROVID HLTH & SVCS 2.746% | $62,220 | $62,220 |
| PRUDENTIAL FINL 3.905% 12-7-47 | $487,439 | $487,439 |
| PRUDENTIAL FINL 5.875% 9-15-42 | $804,857 | $804,857 |
| PUB SVC ELEC GAS FIXED 3.05% | $194,762 | $194,762 |
| PVTPL 144A NISSAN ACCEP 2.8% | $473,892 | $473,892 |
| PVTPL AIB GROUP PLC 4.263% | $273,342 | $273,342 |
| PVTPL AIR CDA 2013-1 11-15-26 | $134,777 | $134,777 |
| PVTPL ALIMENTATION 2.95% | $114,746 | $114,746 |
| PVTPL AMERICAN TOWER 2018-1A | $472,681 | $472,681 |
| PVTPL APT PIPELINES LTD | $185,204 | $185,204 |
| PVTPL ASB BK LTD SR 3.125% | $328,881 | $328,881 |
| PVTPL AVIATION CAP GR 3.875% | $203,185 | $203,185 |
| PVTPL AVIATION CAP GR 5.5% | $192,630 | $192,630 |
| PVTPL AVOLON HLDGS FNDG 5.25% | $217,523 | $217,523 |
| PVTPL BAE SYS PLC 1.9% | $202,191 | $202,191 |
| PVTPL BANQUE FEDERATIVE MUTUEL | $463,295 | $463,295 |
| PVTPL BERKSHIRE HATHAWAY ENRGY | $313,457 | $313,457 |
| PVTPL BLACKSTONE/GSO LENDING | $202,774 | $202,774 |
| PVTPL BNP PARIBAS 2.219% | $554,715 | $554,715 |
| PVTPL BOC AVIATION PTE LTD | $211,933 | $211,933 |
| PVTPL BPCE SR 4.0% 09-12-2023 | $489,523 | $489,523 |
| PVTPL BRITISH AWYS 3.8% | $423,214 | $423,214 |
| PVTPL BRITISH AWYS 3.35% | $992,028 | $992,028 |
| PVTPL BRITISH AWYS 4.125% | $355,536 | $355,536 |
| PVTPL BUSINESS JET SECS 4.447% | $350,686 | $350,686 |
| PVTPL BUSINESS JET SECS 2.981% | $182,018 | $182,018 |
| PVTPL CARGILL INC 2.125% | $339,820 | $339,820 |
| PVTPL CARNOW AUTO RECS TR | $366,720 | $366,720 |
| PVTPL CARVANA AUTO RECS TR | $1,167,695 | $1,167,695 |
| PVTPL CK HUTCHISON INTL 19 LTD | $322,339 | $322,339 |
| PVTPL CMO COMM 3.42% 3-10-2031 | $1,056,335 | $1,056,335 |
| PVTPL CMO DBWF 6-10-2034 | $404,916 | $404,916 |
| PVTPL CMO FREMF 6-25-2025 | $981,948 | $981,948 |
| PVTPL CMO FREMF MORTGAGE TR | $671,700 | $671,700 |
| PVTPL CMO IMPAC SECD ASSETS CO | $58,186 | $58,186 |
| PVTPL COLONY AMERN FIN 2.554% | $901,053 | $901,053 |
| PVTPL COX COMMUNICATIONS INC | $339,647 | $339,647 |
| PVTPL CPS AUTO RECS TR 3.68% | $2,149,103 | $2,149,103 |
| PVTPL CREDIT ACCEP AUTO 3.01% | $16,491 | $16,491 |
| PVTPL CREDIT AGRICOLE SA | $224,473 | $224,473 |
| PVTPL CRH AMERICA INC BNDS | $224,648 | $224,648 |
| PVTPL CSAIL COML MTG TR 4.237% | $1,632,164 | $1,632,164 |
| PVTPL DAIMLER FIN N AMER 3.35% | $151,439 | $151,439 |
| PVTPL DANSKE BK A/S MED TERM | $513,301 | $513,301 |
| PVTPL DIAMOND 1/2 FIN CO | $542,876 | $542,876 |
| PVTPL DNB BK ASA MEDIUM TERM | $565,934 | $565,934 |
| PVTPL DUQUESNE LIGHT 2.532% | $356,861 | $356,861 |
| PVTPL EXETER AUTOMOBILE RECS | $222,984 | $222,984 |
| PVTPL FEDERATION DES CAISSES | $478,330 | $478,330 |
| PVTPL FFREED ABS TR 2.62% | $145,410 | $145,410 |
| PVTPL FORD CR AUTO OWNER TR | $2,181,240 | $2,181,240 |
| PVTPL FORT CRE LLC 12-21-2023 | $961,019 | $961,019 |
| PVTPL FOUNDATION FIN TR | $743,065 | $743,065 |
| PVTPL GLENCORE FDG LLC 1.625% | $823,027 | $823,027 |
| PVTPL GOODGREEN 3.74% 10-15-52 | $66,464 | $66,464 |
| PVTPL GRAY OAK PIPELINE 2.0% | $132,023 | $132,023 |
| PVTPL GRAY OAK PIPELINE 2.6% | $164,907 | $164,907 |
| PVTPL GUARDIAN LIFE 3.4% | $165,576 | $165,576 |
| PVTPL GUARDIAN LIFE 1.1% | $437,152 | $437,152 |
| PVTPL HEINEKEN N V SR NT 3.4 | $181,153 | $181,153 |
| PVTPL HERO FDG SER 2017-1A NT | $206,872 | $206,872 |
| PVTPL HILTON GRAND VACATIONS | $673,513 | $673,513 |
| PVTPL HYUNDAI CAP AMER 1.15% | $931,004 | $931,004 |
| PVTPL HYUNDAI CAP AMER 1.8% | $133,284 | $133,284 |
| PVTPL HYUNDAI CAP AMER 2.375% | $136,302 | $136,302 |
| PVTPL HYUNDAI CAP AMER 2.375% | $752,354 | $752,354 |
| PVTPL HYUNDAI CAP AMER 2.65% | $420,291 | $420,291 |
| PVTPL ING GROEP N V 1.4% | $335,546 | $335,546 |
| PVTPL JACKSON NATL LIFE FDG | $49,457 | $49,457 |
| PVTPL JACKSON NATL LIFE GLOBAL | $150,943 | $150,943 |
| PVTPL MACQUARIE BANK LTD 4.0% | $417,176 | $417,176 |
| PVTPL MACQUARIE GROUP LTD | $61,023 | $61,023 |
| PVTPL MASSMUTUAL GLOBAL FDG II | $192,071 | $192,071 |
| PVTPL MASSMUTUAL GLOBAL 2.75% | $268,470 | $268,470 |
| PVTPL MICROCHIP TECH 972% | $250,612 | $250,612 |
| PVTPL NATL AUSTRALIA 2.332% | $254,157 | $254,157 |
| PVTPL NATIONWIDE BLDG 1.0% | $200,518 | $200,518 |
| PVTPL NIAGARA MOHAWK 1.96% | $257,664 | $257,664 |
| PVTPL NIAGARA MOHAWK 3.508% | $148,243 | $148,243 |
| PVTPL NISSAN MTR LTD 3.522% | $856,578 | $856,578 |
| PVTPL NRG ENERGY INC 2% | $181,471 | $181,471 |
| PVTPL NRG ENERGY INC 2.45% | $205,301 | $205,301 |
| PVTPL NRG ENERGY INC 2.45% | $615,903 | $615,903 |
| PVTPL NUTRITION & BIOSCIENCES | $180,366 | $180,366 |
| PVTPL OPORTUN FDG X LLC 2018-C | $1,169,532 | $1,169,532 |
| PVTPL PARK AEROSPACE 5.25% | $1,033,767 | $1,033,767 |
| PVTPL PARK AEROSPACE 5.5% | $152,689 | $152,689 |
| PVTPL PARK AEROSPACE 4.5% | $282,940 | $282,940 |
| PVTPL PENSKE TRUCK LSING 3.95% | $95,206 | $95,206 |
| PVTPL PROGRESS RES 3.136% | $1,134,779 | $1,134,779 |
| PVTPL REGIONAL MGMT ISSUANCE | $1,120,764 | $1,120,764 |
| PVTPL RENEW 2017-1 3.67% | $85,995 | $85,995 |
| PVTPL ROYALTY PHARMA .75% | $130,621 | $130,621 |
| PVTPL ROYALTY PHARMA 1.2% | $127,091 | $127,091 |
| PVTPL ROYALTY PHARMA 1.75% | $128,621 | $128,621 |
| PVTPL SANTANDER 2.51% 1-26-32 | $2,232,485 | $2,232,485 |
| PVTPL SCHLUMBERGER INVT SA 2.4 | $184,507 | $184,507 |
| PVTPL SIEMEN FINANCIERINGSMAAT | $270,157 | $270,157 |
| PVTPL SOCIETE GENERALE 3.875% | $218,058 | $218,058 |
| PVTPL SOCIETE GENERALE 1.488% | $242,120 | $242,120 |
| PVTPL SUMITOMO MITSUI 1.05% | $423,388 | $423,388 |
| PVTPL SYDNEY AIRPORT 3.375% | $474,670 | $474,670 |
| PVTPL UBS (SWITZERLAND) 3.491% | $416,249 | $416,249 |
| PVTPL UPJOHN BDS 144A 1.65% | $362,003 | $362,003 |
| PVTPL UPJOHN INC BDS 2.3% | $630,256 | $630,256 |
| PVTPL UPJOHN INC BDS 2.3% | $638,773 | $638,773 |
| PVTPL UPJOHN 3.85% | $705,420 | $705,420 |
| PVTPL UPSTART SECURITIZATION | $758,354 | $758,354 |
| PVTPL VOLKSWAGEN 1.25% | $671,592 | $671,592 |
| PVTPL VOLKSWAGEN 2.5% 9-24-21 | $202,980 | $202,980 |
| PVTPL VSE 2018-A VOI 3.56% | $160,175 | $160,175 |
| PVTPL1 GLENCORE FDG 4.125% | $121,122 | $121,122 |
| QUANTA SVCS INC 2.9% 10-1-2030 | $536,078 | $536,078 |
| RAYTHEON TECHNOLOGIES 2.5% | $124,365 | $124,365 |
| REALTY INCOME CORP .75% | $379,047 | $379,047 |
| REALTY INCOME CORP 3% 1-15-27 | $141,630 | $141,630 |
| REALTY INCOME CORP 3.25% | $85,022 | $85,022 |
| REALTY INCOME CORP 3.875% | $82,915 | $82,915 |
| REGENCY CTRS L P 2.95% 9-15-29 | $170,987 | $170,987 |
| REGENERON 1.75% 09-15-2030 | $502,216 | $502,216 |
| REGIONS FINL CORP 3.8% 8-14-23 | $162,721 | $162,721 |
| RELIANCE STD LIFE 3.85% | $552,026 | $552,026 |
| RELIANCE STL & 1.3% 08-15-2025 | $578,932 | $578,932 |
| REPUBLIC SVCS INC 3.95% | $299,028 | $299,028 |
| RLTY INC CORP 3.25 10-15-2022 | $462,891 | $462,891 |
| ROGERS 3.625% 12-15-2025 | $679,247 | $679,247 |
| ROGERS COMMUNICATIONS 4.35% | $621,503 | $621,503 |
| ROPER TECHNOLOGIES 1.4% | $425,329 | $425,329 |
| ROPER TECHNOLOGIES 2.8% | $153,185 | $153,185 |
| ROYAL BK SCOTLAND 4.445% | $256,138 | $256,138 |
| ROYAL BK SCOTLAND 2.359% | $499,459 | $499,459 |
| ROYAL BK SCOTLAND 3.498% | $207,650 | $207,650 |
| RUSH SYS FOR HLTH 3.922% | $306,084 | $306,084 |
| RYDER SYS INC FIXED 2.5% | $154,047 | $154,047 |
| SABINE PASS 5.75% 5-15-24 | $1,183,308 | $1,183,308 |
| SANTANDER DR AUTO .96% | $1,509,247 | $1,509,247 |
| SANTANDER DR AUTO 1.46% | $425,566 | $425,566 |
| SANTANDER DR AUTO 1.48% | $1,514,589 | $1,514,589 |
| SANTANDER DR AUTO 3.32% | $496,069 | $496,069 |
| SANTANDER DR AUTO 3.73% | $121,100 | $121,100 |
| SANTANDER DR AUTO 3.17% | $331,224 | $331,224 |
| SANTANDER RETAIL 1.76% | $934,239 | $934,239 |
| SCENTRE GROUP TR 1 FIXED 3.5% | $106,904 | $106,904 |
| SCHLUMBERGER FIN CDA LTD 1.4% | $390,779 | $390,779 |
| SCHWAB CHARLES .9% 03-11-2026 | $227,880 | $227,880 |
| SHELL INTERNATIONAL FIN 3.25% | $277,107 | $277,107 |
| SHELL INTL FIN B V 2.875% | $290,868 | $290,868 |
| SHIRE ACQUISITIONS 2.875% | $120,889 | $120,889 |
| SHIRE ACQUISITIONS 3.2% | $318,825 | $318,825 |
| SIEMENS 2% 09-15-2023 | $260,343 | $260,343 |
| SIERRA TIMESHARE 2020-2 1.33% | $650,411 | $650,411 |
| SOCIETE GENERALE 2.625% | $692,645 | $692,645 |
| SOCIETE GENERALE 2.625% | $211,917 | $211,917 |
| SOUTHERN CO 4.4% 07-01-2046 | $591,212 | $591,212 |
| SOUTHERN PWR 2.5% 12-15-2021 | $203,706 | $203,706 |
| SOUTHN GAS CAP 2.45% 10-1-2023 | $39,910 | $39,910 |
| SOUTHWESTERN ELEC PWR CO 2.75% | $227,749 | $227,749 |
| STARBUCKS CORP 2.7% 06-15-2022 | $89,771 | $89,771 |
| STARBUCKS CORP 3.5% 11-15-2050 | $367,924 | $367,924 |
| STARBUCKS CORP 3.8% 08-15-2025 | $142,254 | $142,254 |
| STARBUCKS CORP FIXED 2.55% | $248,744 | $248,744 |
| STD CHARTERED PLC 2.819% | $233,037 | $233,037 |
| STD CHARTERED PLC 3.785% | $726,553 | $726,553 |
| STEEL DYNAMICS INC 3.45% | $241,113 | $241,113 |
| SUMITOMO MITSUI FINL 3.936% | $465,647 | $465,647 |
| SUMITOMO MITSUI FINL 3.04% | $487,748 | $487,748 |
| SUNOCO LOGISTICS 4.65% 2-15-22 | $130,356 | $130,356 |
| SUNTRUST BKS INC 4% 05-01-2025 | $90,589 | $90,589 |
| SWEDBANK AB MEDIUM 2.8% | $411,679 | $411,679 |
| SYNCHRONY CARD 2.95% 3-15-2025 | $1,137,408 | $1,137,408 |
| TAKEDA PHARMACEUTICAL 2.05% | $511,796 | $511,796 |
| TC PIPELINES LP 3.9% 5-25-2027 | $158,588 | $158,588 |
| TC PIPELINES LP 4.375% 3-13-25 | $620,319 | $620,319 |
| TELEFONICA EMISIONES S A U | $100,560 | $100,560 |
| THERMO FISHER 3% 04-15-2023 | $37,994 | $37,994 |
| T-MOBILE USA INC 1.5% 2-15-26 | $532,412 | $532,412 |
| T-MOBILE USA INC 3.75% 4-15-27 | $1,765,140 | $1,765,140 |
| T-MOBILE USA INC 3.75% 4-15-27 | $273,312 | $273,312 |
| TORONTO DOMINION BK 3.25% | $325,803 | $325,803 |
| TORONTO DOMINION BK 1.15% | $439,077 | $439,077 |
| TOYOTA MTR CR CORP 2.8% | $363,257 | $363,257 |
| TOYOTA MTR CR CORP 3% 4-1-2025 | $494,848 | $494,848 |
| TRANSURBAN FIN CO 2.45% | $136,375 | $136,375 |
| TRUIST FINL CORP FIXED 1.95% | $145,216 | $145,216 |
| U S BANCORP MEDIUM FIXED 3.6% | $410,304 | $410,304 |
| UBS GROUP AG FLTG RT 1.364% | $404,478 | $404,478 |
| UDR INC CORP 3.2% 01-15-2030 | $144,668 | $144,668 |
| UNILEVER CAP 3.375% 03-22-2025 | $221,216 | $221,216 |
| UNITED AIRLINES 2019-1A 2.7% | $266,159 | $266,159 |
| UNITED AIRLS 2018-1B 4.6% | $144,205 | $144,205 |
| UPJOHN INC 4% 06-22-2050 | $183,310 | $183,310 |
| US AWYS 2013-1 3.95 05-15-2027 | $510,389 | $510,389 |
| US BANCORP 3.1% 4-27-2026 | $166,941 | $166,941 |
| UTD AIRLS INC 2019-2B 3.5% | $401,808 | $401,808 |
| UTD AIRLS PASS 3.1% 01-07-2030 | $77,569 | $77,569 |
| UTD CONTL HLDGS FIXED 4.15% | $476,174 | $476,174 |
| UTD TECHNOLOGIES 4.625% | $434,431 | $434,431 |
| VALERO ENERGY 4.375% | $700,322 | $700,322 |
| VALERO ENERGY 2.15% 9-15-2027 | $204,353 | $204,353 |
| VALERO ENERGY 1.2% 3-15-2024 | $222,025 | $222,025 |
| VENTAS RLTY LTD 3.25% 10-15-26 | $523,555 | $523,555 |
| VENTAS RLTY LTD 3.75 5-01-2024 | $354,306 | $354,306 |
| VERIZON COMMUNICATIONS 4.4% | $430,536 | $430,536 |
| VERIZON FIXED 4.016% 12-3-2029 | $475,635 | $475,635 |
| VM DEBT 2019-1 TR 7.5% 5-31-24 | $700,000 | $700,000 |
| VODAFONE GROUP PLC 3.75% | $655,654 | $655,654 |
| VODAFONE GROUP PLC 5.25% | $529,321 | $529,321 |
| W P CAREY INC 4% 02-01-2025 | $475,089 | $475,089 |
| WELLS FARGO & CO 3.069% | $539,984 | $539,984 |
| WELLS FARGO & CO 3.5 3-8-2022 | $155,514 | $155,514 |
| WELLS FARGO & CO 4.1% 6-3-2026 | $859,820 | $859,820 |
| WELLS FARGO & CO 4.1% 6-3-2026 | $859,820 | $859,820 |
| WELLS FARGO & CO 4.75% 12-7-46 | $372,991 | $372,991 |
| WELLS FARGO & CO VAR RT 1.654% | $375,177 | $375,177 |
| WELLS FARGO & CO VAR RT 2.393% | $915,575 | $915,575 |
| WELLS FARGO COML 3.362% 5-1-48 | $1,940,174 | $1,940,174 |
| WELLS FARGO COML 3.695% | $1,108,526 | $1,108,526 |
| WELLTOWER INC 2.7% 02-15-2027 | $81,369 | $81,369 |
| WELLTOWER INC 3.1% 01-15-2030 | $49,245 | $49,245 |
| WELLTOWER INC FIXED 4.25% | $116,887 | $116,887 |
| WESTPAC BKG 2.894% 02-04-2030 | $450,784 | $450,784 |
| WESTROCK CO CORP BOND 3.75% | $295,408 | $295,408 |
| WESTROCK CO CORP BOND 3.75% | $557,374 | $557,374 |
| WILLIAMS COMPANIES INC 4.55 | $621,242 | $621,242 |
| WORLD FINL NETWORK 2.49% | $2,164,154 | $2,164,154 |
| WORLD OMNI AUTO 2.93% 7-17-23 | $764,131 | $764,131 |
| WRKCO INC 3% 06-15-2033 | $510,880 | $510,880 |
| WRKCO INC 3.9% 06-01-2028 | $168,121 | $168,121 |
| XCEL ENERGY INC 3.4% 6-1-2030 | $504,316 | $504,316 |
| XYLEM INC 3.25% 11-01-2026 | $80,942 | $80,942 |
| XYLEM INC 1.95% 01-30-2028 | $437,587 | $437,587 |
| ZIMMER BIOMET 3.7% 03-19-2023 | $25,602 | $25,602 |
| ZOETIS INC 2% 05-15-2030 | $196,732 | $196,732 |
Investments Corp Stock Schedule InvestmentsCorpStockSchedule
Investments Corporate Stock InvestmentsCorporateStockGrp (62 entries)
| StockStockNm | EOY Book ValueEOYBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|
| ADR BURNING ROCK BIOTECH | $144,491 | $144,491 |
| ADR DADA NEXUS LTD ADS | $796,357 | $796,357 |
| AEON MALL CO LTD NPV | $1,458,928 | $1,458,928 |
| AMADA CO LTD | $2,014,808 | $2,014,808 |
| ANTERO RES CORP COM | $319,256 | $319,256 |
| ARCS COMPANY LTD NPV | $1,814,860 | $1,814,860 |
| ASANA INC CL A | $1,009,753 | $1,009,753 |
| ASICS CORP NPV | $2,445,155 | $2,445,155 |
| CHUGOKU MAR PAINTS NPV | $2,051,936 | $2,051,936 |
| DAIHEN CORP NPV | $2,797,090 | $2,797,090 |
| DAIWABO HOLDINGS NPV | $2,667,442 | $2,667,442 |
| DENKA COMPANY LTD NPV | $2,408,359 | $2,408,359 |
| DOSHISHA CO LTD NPV | $942,714 | $942,714 |
| EBARA CORP NPV | $1,439,460 | $1,439,460 |
| ESI ENERGY SERVICES INC | $22,842 | $22,842 |
| GUNZE LTD NPV | $693,186 | $693,186 |
| HASEKO CORPORATION NPV | $1,918,100 | $1,918,100 |
| HAZAMA ANDO CORP NPV | $2,280,903 | $2,280,903 |
| HOGY MEDICAL CO NPV | $1,952,981 | $1,952,981 |
| HORIBA LTD NPV | $2,355,659 | $2,355,659 |
| INABATA & CO NPV | $1,701,154 | $1,701,154 |
| JAFCO GROUP CO LTD | $2,314,495 | $2,314,495 |
| KADOKAWA CORPORATI NPV | $2,865,563 | $2,865,563 |
| KANAMOTO CO LTD NPV | $1,326,445 | $1,326,445 |
| KANEMATSU CORP NPV | $2,214,643 | $2,214,643 |
| KENEDIX INC NPV | $1,552,583 | $1,552,583 |
| KONOIKE TRANSPORT NPV | $1,403,648 | $1,403,648 |
| K'S HOLDINGS CORP NPV | $2,342,219 | $2,342,219 |
| KYOWA EXEO CORP NPV | $2,051,896 | $2,051,896 |
| KYUDENKO CORP NPV | $1,022,432 | $1,022,432 |
| MACROMILL INC(NEW) NPV | $957,838 | $957,838 |
| MANDOM CORP NPV | $1,455,894 | $1,455,894 |
| MARUICHI STEEL TUBE LTD | $1,676,858 | $1,676,858 |
| MAXELL HOLDINGS NPV | $2,138,662 | $2,138,662 |
| MITSUBISHI UFJ FIN NPV | $2,208,382 | $2,208,382 |
| MS&AD INS GP HLDGS NPV | $2,023,115 | $2,023,115 |
| NH FOODS LTD NPV | $2,783,496 | $2,783,496 |
| NIKKON HOLDINGS CO LTD NPV | $1,245,265 | $1,245,265 |
| ORIX CORP NPV | $2,722,556 | $2,722,556 |
| PACIFIC INDUSTRIAL NPV | $1,500,032 | $1,500,032 |
| PELOTON INTERACTIVE INC | $1,432,389 | $1,432,389 |
| PHATHOM PHARMACEUTICALS INC | $2,310,517 | $2,310,517 |
| PROGYNY INC COM | $353,702 | $353,702 |
| RAIZNEXT CORP NPV | $1,315,250 | $1,315,250 |
| SAN-A CO LTD NPV | $1,327,532 | $1,327,532 |
| SECOM CO NPV | $1,917,319 | $1,917,319 |
| SKY PERFECT JSAT HOLDINGS INC | $2,310,097 | $2,310,097 |
| SUMITOMO FORESTRY NPV | $2,432,625 | $2,432,625 |
| T.HASEGAWA CO NPV | $1,717,168 | $1,717,168 |
| TACHI-S CO LTD NPV | $1,257,567 | $1,257,567 |
| TAKUMA CO LTD NPV | $1,817,206 | $1,817,206 |
| TEIJIN LTD NPV | $1,995,525 | $1,995,525 |
| TOHO HOLDINGS CO.,LTD | $2,187,997 | $2,187,997 |
| TOKYO SEIMITSU CO NPV | $1,850,840 | $1,850,840 |
| TOPPAN PRINTING CO NPV | $2,781,897 | $2,781,897 |
| TOSEI CORPORATION NPV | $1,735,592 | $1,735,592 |
| TOYOTA INDUSTRIES NPV | $3,030,248 | $3,030,248 |
| TWILIO INC CL A CL A | $1,520,542 | $1,520,542 |
| UBER TECHNOLOGIES INC COM | $137,394 | $137,394 |
| YOKOGAWA ELECTRIC NPV | $2,622,085 | $2,622,085 |
| ZENKOKU HOSHO CO L NPV | $1,958,739 | $1,958,739 |
| ZOOM VIDEO COMMUNICATIONS INC | $3,723,675 | $3,723,675 |
Investments Govt Obligations Sch InvestmentsGovtObligationsSch
| Field | Value | IRS element (for citing) |
|---|---|---|
| US Govt Obligations Book Vl EOY | $328,241,349 | USGovtObligationsBookVlEOYAmt |
| US Govt Obligations EOYFMV | $328,241,349 | USGovtObligationsEOYFMVAmt |
| State Local Sec Book Vl EOY | $14,325,238 | StateLocalSecBookVlEOYAmt |
| State Local Sec EOYFMV | $14,325,238 | StateLocalSecEOYFMVAmt |
Investments Other Schedule2 InvestmentsOtherSchedule2
Investments Other InvestmentsOtherGrp (3 entries)
| Category Or ItemCategoryOrItemTxt | Listed At Cost Or FMVListedAtCostOrFMVCd | Book ValueBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|---|
| PRIVATE EQUITY | FMV | $4,054,634,992 | $4,054,634,992 |
| DIVERSIFIED STRATEGIES | FMV | $1,392,234,005 | $1,392,234,005 |
| PUBLIC EQUITY | FMV | $1,145,561,491 | $1,145,561,491 |
Land Etc Schedule2 LandEtcSchedule2
Land Etc LandEtcGrp (7 entries)
| Category Or ItemCategoryOrItemTxt | Cost Or Other BasisCostOrOtherBasisAmt | Accumulated DepreciationAccumulatedDepreciationAmt | Book ValueBookValueAmt |
|---|---|---|---|
| LAND | $4,132,500 | $0 | $4,132,500 |
| OFFICE BUILDINGS | $58,196,856 | $40,608,660 | $17,588,196 |
| FRNSHINGS & EQUIP | $3,238,838 | $3,055,841 | $182,997 |
| IT HRDWRE/SFTWRE | $1,842,103 | $980,317 | $861,786 |
| LAND | $4,290,000 | $4,290,000 | |
| OFFICE BUILDINGS | $4,824,146 | $0 | $4,824,146 |
| IT HRDWRE/SFTWRE | $151,872 | $0 | $151,872 |
Legal Fees Schedule LegalFeesSchedule
Legal Fees LegalFeesGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | LEGAL FEES | CategoryTxt |
| Legal Fees | $955,497 | LegalFeesAmt |
| Net Investment Income | $173,781 | NetInvestmentIncomeAmt |
| Adjusted Net Income | $0 | AdjustedNetIncomeAmt |
| Disbursements Charitable Prps | $547,401 | DisbursementsCharitablePrpsAmt |
Other Assets Schedule OtherAssetsSchedule
Other Assets Schedule OtherAssetsScheduleGrp (5 entries)
| DescDesc | BOY Book ValueBOYBookValueAmt | EOY Book ValueEOYBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|---|
| DEPOSITS | $21,734 | $22,123 | $22,123 |
| BOND CAPITALIZATION COSTS | $149,301 | $1,497,403 | $1,497,403 |
| INT. IN JOHNSON PUB. ARCHIVES | $5,000,000 | $5,000,000 | $5,000,000 |
| EMPLOYEE BENEFIT PLAN INVEST. | $2,913,926 | $3,343,875 | $3,343,875 |
| PROGRAM-RELATED INVESTMENTS | $2,322,750 | $3,922,750 | $3,922,750 |
Other Decreases Schedule OtherDecreasesSchedule
Other Decreases Detail OtherDecreasesDetail (2 entries)
| DescDesc | AmtAmt |
|---|---|
| UNREALIZED LOSS - MARKETABLE SECURITIES | $12,161,415 |
| PROVISION FOR INCREASE IN DEFERRED TAXES | $8,000,000 |
Other Expenses Schedule OtherExpensesSchedule
Other Expenses Schedule OtherExpensesScheduleGrp (8 entries)
| DescDesc | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Net Investment IncomeNetInvestmentIncomeAmt | Adjusted Net IncomeAdjustedNetIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|---|
| TECHNOLOGY EXPENSES | $2,197,938 | $452,066 | $0 | $1,884,844 |
| INSURANCE | $302,201 | $65,903 | $236,298 | |
| COMMUNICATIONS | $101,323 | $22,199 | $72,462 | |
| OFFICE SUPPLIES | $315,891 | $68,065 | $251,997 | |
| DATA ACQUISITION | $166,542 | $84,665 | $80,875 | |
| TEMPORARY HELP | $1,071,108 | $210 | $1,055,079 | |
| RECRUITING, CONVENINGS & MISC | $1,752,643 | $303,659 | $1,285,980 | |
| BOND ISSUANCE COST | $0 | $0 | $1,445,715 |
Other Income Schedule2 OtherIncomeSchedule2
Other Income Detail OtherIncomeDetail (4 entries)
| DescDesc | Net Investment IncomeNetInvestmentIncomeAmt | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Adjusted Net IncomeAdjustedNetIncomeAmt |
|---|---|---|---|
| LIMITED LIABILITY INVESTMENTS | -$6,631,305 | ||
| OTHER ALTERNATIVE INVESTMENTS | $116,969,852 | ||
| OTHER INCOME | $10,640 | $10,640 | $0 |
| UBIT PROVISION | $177,322 |
Other Increases Schedule OtherIncreasesSchedule
Other Increases Detail OtherIncreasesDetail (2 entries)
| DescDesc | AmtAmt |
|---|---|
| UNREALIZED GAIN- LTD MARKETABILITY FUNDS | $909,765,381 |
| UNREALIZED GAIN - FOREIGN CURRENCY | $25,665 |
Other Liabilities Schedule OtherLiabilitiesSchedule
Other Liabilities Detail OtherLiabilitiesDetail (2 entries)
| DescDesc | BOY Book ValueBOYBookValueAmt | EOY Book ValueEOYBookValueAmt |
|---|---|---|
| 2008 SERIES VARIABLE RATE BOND | $44,350,000 | $44,350,000 |
| 2020 SERIES FIXED RATE BONDS | $0 | $300,000,000 |
Other Professional Fees Schedule OtherProfessionalFeesSchedule
Other Professional Fees Detail OtherProfessionalFeesDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | ADVISORY FEES PRINCIPALLY INVT | CategoryTxt |
| Amt | $9,747,726 | Amt |
| Net Investment Income | $7,561,175 | NetInvestmentIncomeAmt |
| Adjusted Net Income | $0 | AdjustedNetIncomeAmt |
| Disbursements Charitable Prps | $2,389,541 | DisbursementsCharitablePrpsAmt |
Taxes Schedule TaxesSchedule
Taxes Detail TaxesDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | FEDERAL EXCISE TAX PROVISION | CategoryTxt |
| Amt | $6,749,642 | Amt |
| Net Investment Income | $0 | NetInvestmentIncomeAmt |
| Adjusted Net Income | $0 | AdjustedNetIncomeAmt |
| Disbursements Charitable Prps | $0 | DisbursementsCharitablePrpsAmt |