2024-11-13T11:01:16-06:00 2023-12-31 861065772 DELOITTE TAX LLP 330 RUSH ALLEY SUITE 800 COLUMBUS OH 432153932 990PF 2023-01-01 046050704 THE ELLISON FOUNDATION MUTL FD & LP XXX-XX-XXXX ELLI 7815844755 800 BOYLSTON STREET BOSTON MA 021993600 MARTIN HALL TRUSTEE 7815844755 2024-11-08 true false KELLY NEUGEBAUER P01285591 6142211000 2024-11-08 2023 2024-10-15 13:58:12Z X 84014260 X X 1499237 1499237 1362323 18411726 1362323 0 -5565 -815 2855995 2860745 354285 354285 0 0 0 0 0 0 281706 281706 0 0 0 0 0 0 0 0 0 2800 237 2563 638791 281943 0 356848 2430000 2430000 3068791 281943 0 2786848 -212796 2578802 0 153888 46870 46870 1168043 2116877 2116877 0 0 0 5181603 3462562 3462562 13359232 14368233 14368233 2670706 3013548 3013548 53479166 61006170 61006170 76012638 84014260 84014260 0 X 76012638 84014260 76012638 84014260 76012638 84014260 76012638 -212796 8214418 84014260 0 84014260 75000. ZIMMER BIOMET HOLDINGS INC NOTE 3.05000% 2020-08-24 2023-01-05 70620 78557 -7937 -7937 71000. AMC NETWORKS INC NOTE 4.75000% 2020-02-27 2023-01-09 53783 71205 -17422 -17422 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-01-15 558 27 531 531 . FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-01-15 335 43 292 292 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-01-15 271 24 247 247 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-01-15 326 109 217 217 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-01-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-01-15 21 21 21 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-01-25 12 12 12 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-01-25 2364 2290 74 74 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-01-25 1751 1240 511 511 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-01-25 22 22 22 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-01-25 132 26 106 106 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-01-25 323 71 252 252 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-01-25 284 52 232 232 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-01-25 320 37 283 283 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-01-25 210 27 183 183 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-01-25 164 19 145 145 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-01-25 151 33 118 118 .01 UNIFORM MBS POOL #BJ9169 2018-10-19 2023-01-25 774 150 624 624 .01 UNIFORM MBS POOL #CA4358 2019-10-16 2023-01-25 158 38 120 120 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-01-25 864 884 -20 -20 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-01-25 259 258 1 1 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-01-25 148 10 138 138 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-01-25 108 5 103 103 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-01-25 613 40 573 573 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-01-25 190 40 150 150 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-01-25 562 139 423 423 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-01-25 365 77 288 288 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-01-25 606 201 405 405 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-01-25 1099 937 162 162 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-01-25 1878 1548 330 330 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-01-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-01-25 18 18 18 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-01-25 1 1 1 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-01-25 16 16 16 22000. AMERICAN TOWER CORP NOTE CALL MAKE WHOLE 2018-08-08 2023-01-31 22000 21699 301 301 44000. UNITED STATES TREAS SER Y-2027 2022-05-26 2023-02-06 41968 44107 -2139 -2139 126000. UNITED STATES TREAS SER Y-2027 2022-05-26 2023-02-07 120241 125320 -5079 -5079 28000. UNITED STATES TREAS SER Y-2027 2022-05-17 2023-02-07 26727 27796 -1069 -1069 58000. UNITED STATES TREAS SER Y-2027 2022-05-17 2023-02-07 55363 57577 -2214 -2214 44000. ZIMMER BIOMET HOLDINGS INC NOTE 3.55000% 2019-08-07 2023-02-07 42702 44486 -1784 -1784 108000. INTEL CORP NOTE CALL MAKE WHOLE 2023-02-07 2023-02-08 108622 107910 712 712 49000. BALL CORP NOTE CALL MAKE WHOLE 5.25000% 2020-09-29 2023-02-09 48510 51685 -3175 -3175 116000. UNITED STATES TREAS SER AD-2027 2022-09-29 2023-02-13 116706 116713 -7 -7 5000. UNITED STATES TREAS SER AG-2027 3.87500% 2022-11-30 2023-02-13 4987 5003 -16 -16 89000. BALL CORP NOTE CALL MAKE WHOLE 4.87500% 2020-12-07 2023-02-14 86330 94998 -8668 -8668 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-02-15 181 9 172 172 . FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-02-15 400 51 349 349 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-02-15 223 19 204 204 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-02-15 1266 423 843 843 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-02-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-02-15 10 10 10 2503.873 STONE RIDGE REINSURANCE RISK PRE 2017-12-13 2023-02-24 107116 112299 -5183 -5183 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-02-25 1 1 1 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-02-25 12 12 12 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-02-25 1874 1816 58 58 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-02-25 398 282 116 116 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-02-25 24 24 24 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-02-25 133 26 107 107 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-02-25 341 75 266 266 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-02-25 204 37 167 167 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-02-25 60 7 53 53 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-02-25 83 11 72 72 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-02-25 179 21 158 158 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-02-25 151 33 118 118 .01 UNIFORM MBS POOL #BJ9169 2018-10-19 2023-02-25 744 145 599 599 .01 UNIFORM MBS POOL #CA4358 2019-10-16 2023-02-25 141 34 107 107 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-02-25 1426 1459 -33 -33 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-02-25 227 226 1 1 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-02-25 173 12 161 161 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-02-25 109 5 104 104 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-02-25 606 40 566 566 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-02-25 192 40 152 152 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-02-25 374 93 281 281 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-02-25 288 61 227 227 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-02-25 415 138 277 277 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-02-25 956 815 141 141 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-02-25 1504 1239 265 265 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-02-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-02-25 36 36 36 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-02-25 1 1 1 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-02-25 15 15 15 50000. UNITED STATES TREAS SER AM-2024 2021-04-29 2023-02-28 47431 50019 -2588 -2588 67493.409 VANGUARD SMALL-CAP VALUE INDEX ADMIRAL 2020-11-09 2023-03-13 4472113 3152940 1319173 1319173 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-03-15 179 9 170 170 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-03-15 393 50 343 343 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-03-15 146 13 133 133 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-03-15 1398 467 931 931 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-03-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-03-15 10 10 10 66000. UNITED STATES TREAS NTS NOTE 2.00000% 2021-03-22 2023-03-21 62880 67868 -4988 -4988 194000. UNITED STATES TREAS SER G-2027 1.50000% 2022-06-30 2023-03-21 177434 181292 -3858 -3858 391000. UNITED STATES TREAS SER Y-2026 0.75000% 2022-07-28 2023-03-21 354297 362929 -8632 -8632 5000. UNITED STATES TREAS SER Y-2027 2022-05-17 2023-03-21 4788 4963 -175 -175 47000. UNITED STATES TREAS SER E-2032 2022-10-31 2023-03-21 43897 42131 1766 1766 53000. UNITED STATES TREAS SER B-2033 2023-02-28 2023-03-21 52727 51257 1470 1470 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-03-25 5 5 5 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-03-25 12 12 12 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-03-25 2599 2518 81 81 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-03-25 2013 1426 587 587 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-03-25 25 25 25 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-03-25 133 26 107 107 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-03-25 502 110 392 392 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-03-25 169 31 138 138 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-03-25 56 6 50 50 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-03-25 221 29 192 192 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-03-25 155 18 137 137 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-03-25 206 44 162 162 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-03-25 890 173 717 717 .01 UNIFORM MBS POOL #CA4358 2019-10-16 2023-03-25 139 33 106 106 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-03-25 1979 2024 -45 -45 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-03-25 553 551 2 2 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-03-25 125 9 116 116 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-03-25 108 5 103 103 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-03-25 608 40 568 568 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-03-25 1114 235 879 879 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-03-25 514 127 387 387 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-03-25 343 72 271 271 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-03-25 596 198 398 398 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-03-25 1090 929 161 161 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-03-25 1469 1210 259 259 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-03-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-03-25 11 11 11 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-03-25 6 6 6 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-03-25 15 15 15 93000. ADOBE INC NOTE CALL MAKE WHOLE 2020-01-22 2023-04-04 89429 92802 -3373 -3373 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-04-15 296 14 282 282 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-04-15 593 76 517 517 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-04-15 228 20 208 208 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-04-15 1424 476 948 948 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-04-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-04-15 10 10 10 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-04-25 2 2 2 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-04-25 11 11 11 . UNIFORM MBS POOL #SD8201 2022-04-05 2023-04-25 3156 3058 98 98 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-04-25 409 290 119 119 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-04-25 22 22 22 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-04-25 251 49 202 202 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-04-25 329 72 257 257 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-04-25 208 38 170 170 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-04-25 244 28 216 216 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-04-25 275 36 239 239 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-04-25 168 20 148 148 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-04-25 156 34 122 122 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-04-25 1080 210 870 870 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-04-25 581 140 441 441 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-04-25 3433 3511 -78 -78 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-04-25 676 674 2 2 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-04-25 190 13 177 177 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-04-25 108 5 103 103 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-04-25 612 40 572 572 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-04-25 188 40 148 148 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-04-25 673 167 506 506 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-04-25 307 65 242 242 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-04-25 694 230 464 464 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-04-25 1121 956 165 165 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-04-25 1696 1397 299 299 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-04-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-04-25 13 13 13 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-04-25 1 1 1 151000. SPECTRUM BRANDS INC NOTE 5.75000% 2021-03-10 2023-04-25 150056 153043 -2987 -2987 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-04-25 186 2 184 184 204000. UNITED STATES TREAS SER H-2029 2022-03-02 2023-04-28 186221 205243 -19022 -19022 160000. UNITED STATES TREAS SER P-2029 3.12500% 2022-09-01 2023-04-28 156281 157588 -1307 -1307 106000. UNITED STATES TREAS SER U-2028 3.50000% 2023-02-08 2023-04-28 105747 104468 1279 1279 93000. LOWES COS INC NOTE CALL MAKE WHOLE 2020-10-07 2023-05-03 75901 92644 -16743 -16743 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-05-15 176 8 168 168 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-05-15 471 60 411 411 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-05-15 256 22 234 234 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-05-15 402 134 268 268 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-05-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-05-15 10 10 10 220000. UNITED STATES TREAS SER Y-2027 2022-05-17 2023-05-16 212875 218394 -5519 -5519 139000. INTERCONTINENTAL EXCHANGE INC NOTE 2020-08-17 2023-05-23 107201 138387 -31186 -31186 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-05-25 5 5 5 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-05-25 11 11 11 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-05-25 2748 2662 86 86 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-05-25 397 281 116 116 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-05-25 22 22 22 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-05-25 135 26 109 109 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-05-25 323 71 252 252 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-05-25 409 74 335 335 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-05-25 65 8 57 57 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-05-25 41 5 36 36 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-05-25 215 25 190 190 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-05-25 591 127 464 464 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-05-25 1244 242 1002 1002 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-05-25 862 207 655 655 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-05-25 2254 2305 -51 -51 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-05-25 742 740 2 2 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-05-25 530 36 494 494 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-05-25 109 5 104 104 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-05-25 615 41 574 574 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-05-25 187 39 148 148 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-05-25 520 129 391 391 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-05-25 367 77 290 290 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-05-25 519 172 347 347 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-05-25 1156 985 171 171 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-05-25 1978 1630 348 348 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-05-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-05-25 10 10 10 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-05-25 1 1 1 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-05-25 108 1 107 107 50000. UNITED STATES TREAS SER Y-2027 2022-05-17 2023-06-05 47803 49635 -1832 -1832 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-06-15 461 22 439 439 1. FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-06-15 144 18 126 126 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-06-15 369 32 337 337 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-06-15 741 248 493 493 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-06-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-06-15 10 10 10 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-06-25 2 2 2 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-06-25 11 11 11 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-06-25 3471 3362 109 109 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-06-25 388 275 113 113 . UNIFORM MBS POOL #253267 2000-06-29 2023-06-25 23 23 23 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-06-25 136 26 110 110 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-06-25 336 73 263 263 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-06-25 271 49 222 222 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-06-25 114 13 101 101 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-06-25 178 23 155 155 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-06-25 183 22 161 161 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-06-25 170 37 133 133 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-06-25 756 147 609 609 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-06-25 207 50 157 157 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-06-25 2717 2778 -61 -61 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-06-25 292 291 1 1 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-06-25 191 13 178 178 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-06-25 109 5 104 104 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-06-25 617 41 576 576 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-06-25 638 135 503 503 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-06-25 555 137 418 418 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-06-25 329 69 260 260 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-06-25 614 204 410 410 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-06-25 1237 1055 182 182 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-06-25 2023 1667 356 356 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-06-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-06-25 9 9 9 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-06-25 14 14 14 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-06-25 12 12 12 50000. UNITED STATES TREAS SER AM-2024 2021-04-29 2023-06-30 48076 50013 -1937 -1937 80000. RAYTHEON TECHNOLOGIES CORP 3.95000% 2018-08-13 2023-06-30 78365 79864 -1499 -1499 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-07-15 195 9 186 186 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-07-15 362 46 316 316 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-07-15 370 32 338 338 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-07-15 1608 538 1070 1070 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-07-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-07-15 10 10 10 281000. JPMORGAN CHASE &CO NOTE 3.30000% 2022-01-04 2023-07-17 267588 281285 -13697 -13697 277000. UNITED STATES TREAS SER AG-2027 3.87500% 2022-11-30 2023-07-17 274500 277163 -2663 -2663 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-07-25 2 2 2 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-07-25 11 11 11 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-07-25 3950 3826 124 124 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-07-25 419 297 122 122 . UNIFORM MBS POOL #253267 2000-06-29 2023-07-25 21 21 21 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-07-25 136 26 110 110 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-07-25 1453 318 1135 1135 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-07-25 236 43 193 193 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-07-25 463 53 410 410 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-07-25 645 84 561 561 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-07-25 146 17 129 129 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-07-25 618 133 485 485 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-07-25 976 190 786 786 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-07-25 138 33 105 105 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-07-25 3445 3524 -79 -79 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-07-25 1122 1119 3 3 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-07-25 237 16 221 221 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-07-25 109 5 104 104 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-07-25 620 41 579 579 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-07-25 184 39 145 145 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-07-25 559 138 421 421 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-07-25 330 69 261 261 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-07-25 676 224 452 452 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-07-25 1357 1157 200 200 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-07-25 2130 1755 375 375 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-07-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-07-25 69 1 68 68 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-07-25 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-07-25 12 12 12 228000. UNITED STATES TREAS SER AM-2024 2021-04-29 2023-07-31 220180 228054 -7874 -7874 38403.151 JPMORGAN HEDGED EQUITY CLASS I 2019-11-08 2023-08-10 1072600 804162 268438 268438 1276.98 VANGUARD WELLESLEY INCOME ADMIRAL 2022-12-19 2023-08-10 76057 76082 -25 -25 28520.066 VANGUARD WELLESLEY INCOME ADMIRAL 2021-12-20 2023-08-10 1698655 2068564 -369909 -369909 385.497 VANGUARD INSTL INDEX INSTL CLASS 2023-03-23 2023-08-10 143972 123489 20483 20483 953.299 VANGUARD INSTL INDEX INSTL CLASS 2014-11-24 2023-08-10 356028 181403 174625 174625 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-08-15 1379 66 1313 1313 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-08-15 279 36 243 243 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-08-15 280 24 256 256 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-08-15 293 98 195 195 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-08-15 7 7 7 .01 GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-08-15 9 9 9 549125. GOVT NATL MTG ASSN POOL #358845 1995-08-15 2023-08-15 340 -340 -340 90000. TRINITY ACQUISITION 4.625% 8/15/23 2020-12-04 2023-08-15 90000 90000 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-08-25 2 2 2 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-08-25 14 14 14 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-08-25 3361 3256 105 105 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-08-25 2043 1447 596 596 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-08-25 23 23 23 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-08-25 137 27 110 110 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-08-25 375 82 293 293 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-08-25 246 45 201 201 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-08-25 59 7 52 52 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-08-25 38 5 33 33 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-08-25 216 26 190 190 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-08-25 578 125 453 453 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-08-25 886 172 714 714 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-08-25 157 38 119 119 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-08-25 2865 2931 -66 -66 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-08-25 546 544 2 2 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-08-25 150 10 140 140 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-08-25 109 5 104 104 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-08-25 623 41 582 582 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-08-25 445 94 351 351 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-08-25 571 141 430 430 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-08-25 384 81 303 303 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-08-25 575 191 384 384 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-08-25 1205 1028 177 177 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-08-25 2064 1701 363 363 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-08-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-08-25 55 1 54 54 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-08-25 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-08-25 11 11 11 26000. SCOTTS MIRACLE-GRO CO SER B NOTE 2023-04-26 2023-08-29 21450 22685 -1235 -1235 142000. SCOTTS MIRACLE-GRO CO SER B NOTE 2022-02-03 2023-08-29 117150 143595 -26445 -26445 113000. UNITED STATES TREAS SER AS-2024 0.37500% 2021-09-29 2023-08-31 107345 112462 -5117 -5117 127000. ORACLE CORP NOTE CALL MAKE WHOLE2.30000% 2022-03-11 2023-09-11 110928 123624 -12696 -12696 35000. PEPSICO INC NOTE CALL MAKE WHOLE 2023-02-13 2023-09-11 34668 34953 -285 -285 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-09-15 732 35 697 697 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-09-15 312 40 272 272 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-09-15 200 17 183 183 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-09-15 763 255 508 508 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-09-15 7 7 7 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-09-25 4308 4173 135 135 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-09-25 390 275 115 115 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-09-25 23 23 23 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-09-25 137 27 110 110 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-09-25 350 77 273 273 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-09-25 181 33 148 148 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-09-25 51 6 45 45 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-09-25 40 5 35 35 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-09-25 254 30 224 224 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-09-25 147 32 115 115 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-09-25 753 146 607 607 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-09-25 143 34 109 109 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-09-25 854 874 -20 -20 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-09-25 1148 1145 3 3 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-09-25 151 10 141 141 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-09-25 1960 95 1865 1865 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-09-25 626 41 585 585 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-09-25 189 40 149 149 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-09-25 542 134 408 408 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-09-25 258 54 204 204 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-09-25 658 218 440 440 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-09-25 1194 1018 176 176 . UNIFORM MBS POOL #MA4210 2020-11-13 2023-09-25 1958 1614 344 344 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-09-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-09-25 9 9 9 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-09-25 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-09-25 11 11 11 60000. UNITED STATES TREAS SER W-2026 0.75000% 2021-11-09 2023-09-26 54197 59353 -5156 -5156 29000. WILLIS NORTH AMER INC NOTE 3.60000% 2018-05-21 2023-09-26 28529 28682 -153 -153 525000. UNIFORM MBS POOL #SD8201 2022-04-05 2023-09-27 387120 456041 -68921 -68921 420000. FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-09-27 85961 128960 -42999 -42999 310000. UNIFORM MBS POOL #MA3937 2020-02-21 2023-09-27 58714 94748 -36034 -36034 25000. UNITED STATES TREAS SER AS-2024 0.37500% 2021-09-29 2023-09-27 23807 24881 -1074 -1074 83000. UNITED STATES TREAS SER BONDS 2021-09-15 2023-10-04 57464 100547 -43083 -43083 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-10-15 171 8 163 163 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-10-15 346 44 302 302 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-10-15 187 16 171 171 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-10-15 130 44 86 86 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-10-15 8 8 8 230000. GOLDMAN SACHS GROUP INC NOTE 3.85000% 01 2022-01-04 2023-10-18 213136 228389 -15253 -15253 168000. UNITED STATES TREAS SER C-2033 2023-08-31 2023-10-18 148627 159801 -11174 -11174 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-10-25 8 8 8 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-10-25 360 349 11 11 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-10-25 395 280 115 115 . UNIFORM MBS POOL #253267 2000-06-29 2023-10-25 24 24 24 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-10-25 138 27 111 111 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-10-25 436 95 341 341 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-10-25 574 104 470 470 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-10-25 53 6 47 47 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-10-25 43 6 37 37 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-10-25 155 18 137 137 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-10-25 714 154 560 560 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-10-25 1201 233 968 968 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-10-25 139 33 106 106 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-10-25 2208 2259 -51 -51 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-10-25 461 460 1 1 .01 UNIFORM MBS POOL #FS5890 2023-09-27 2023-10-25 2921 2875 46 46 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-10-25 173 12 161 161 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-10-25 104 5 99 99 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-10-25 629 42 587 587 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-10-25 649 137 512 512 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-10-25 527 130 397 397 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-10-25 319 67 252 252 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-10-25 72 24 48 48 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-10-25 1197 1021 176 176 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-10-25 1637 1349 288 288 .01 UNIFORM MBS POOL #MA5071 2023-09-27 2023-10-25 943 887 56 56 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-10-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-10-25 9 9 9 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-10-25 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-10-25 10 10 10 230000. UNITED STATES TREAS SER AS-2024 0.37500% 2022-09-29 2023-10-31 220063 218338 1725 1725 74000. UNITED STATES TREAS SER AB-2028 2023-07-31 2023-11-06 72479 73827 -1348 -1348 75000. PEPSICO INC NOTE CALL MAKE WHOLE 2023-02-13 2023-11-14 74425 74900 -475 -475 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-11-15 183 9 174 174 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-11-15 479 61 418 418 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-11-15 213 19 194 194 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-11-15 35 12 23 23 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-11-15 15 15 15 93000. WESTERN DIGITAL CORP. NOTE 4.75000% 2019-07-30 2023-11-22 87653 92054 -4401 -4401 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-11-25 7 7 7 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-11-25 278 269 9 9 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-11-25 1652 1171 481 481 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-11-25 23 23 23 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-11-25 138 27 111 111 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-11-25 1522 333 1189 1189 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-11-25 121 22 99 99 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-11-25 52 6 46 46 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-11-25 38 5 33 33 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-11-25 65 8 57 57 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-11-25 877 189 688 688 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-11-25 903 175 728 728 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-11-25 544 131 413 413 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-11-25 1646 1683 -37 -37 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-11-25 878 875 3 3 .01 UNIFORM MBS POOL #FS5890 2023-09-27 2023-11-25 304 299 5 5 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-11-25 133 9 124 124 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-11-25 105 5 100 100 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-11-25 632 42 590 590 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-11-25 176 37 139 139 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-11-25 436 108 328 328 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-11-25 302 64 238 238 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-11-25 78 26 52 52 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-11-25 1208 1030 178 178 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-11-25 1644 1355 289 289 .01 UNIFORM MBS POOL #MA5071 2023-09-27 2023-11-25 946 889 57 57 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-11-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-11-25 9 9 9 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-11-25 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-11-25 11 11 11 60000. MARSH &MCLENNAN COS INC NOTE 2022-01-04 2023-11-28 48615 59899 -11284 -11284 200000. VANGUARD SHORT TERM INVMT GRADE ADMIRAL 2023-08-10 2023-11-28 2012000 2000000 12000 12000 196850.394 VANGUARD SHORT TERM INVMT GRADE ADMIRAL 2022-07-22 2023-11-28 1980315 2000000 -19685 -19685 24000. WESTERN DIGITAL CORP. NOTE 4.75000% 2019-01-24 2023-11-29 22650 22740 -90 -90 39000. NEWELL BRANDS INC NOTE CALL MAKE WHOLE 2022-09-15 2023-12-14 38951 39425 -474 -474 .01 FEDL HOME LN MTG CRP POOL #G05646 2011-08-25 2023-12-15 213 10 203 203 .01 FEDL HOME LN MTG CRP POOL #G08542 2013-10-25 2023-12-15 198 25 173 173 .01 FEDL HOME LN MTG CRP POOL #A96413 2010-12-30 2023-12-15 225 20 205 205 . FEDL HOME LN MTG CRP POOL #Q43734 2016-11-29 2023-12-15 35 12 23 23 .01 GOVT NATL MTG ASSN POOL #581417 2002-08-07 2023-12-15 8 8 8 113000. NEWELL BRANDS INC NOTE CALL MAKE WHOLE 2023-09-26 2023-12-19 112576 108418 4158 4158 .01 CWMBS INC 2003-42 SER 2003-42 CL 1-A-1 2004-04-12 2023-12-25 5 5 5 .01 CWMBS INC 2004-2 SER 2004-2 CL 1-A-1 2004-03-22 2023-12-25 7 7 7 .01 UNIFORM MBS POOL #SD8201 2022-04-05 2023-12-25 254 246 8 8 . UNIFORM MBS POOL #QB0130 2020-05-29 2023-12-25 1774 1257 517 517 .01 UNIFORM MBS POOL #253267 2000-06-29 2023-12-25 24 24 24 .01 UNIFORM MBS POOL #AK3406 2013-03-26 2023-12-25 139 27 112 112 .01 UNIFORM MBS POOL #AO9140 2015-03-26 2023-12-25 325 71 254 254 .01 UNIFORM MBS POOL #AQ0546 2013-04-12 2023-12-25 256 46 210 210 .01 UNIFORM MBS POOL #AS3467 2015-01-30 2023-12-25 53 6 47 47 .01 UNIFORM MBS POOL #AT7277 2015-01-30 2023-12-25 128 17 111 111 .01 UNIFORM MBS POOL #AU3753 2015-01-30 2023-12-25 63 7 56 56 .01 UNIFORM MBS POOL #AU3751 2013-10-25 2023-12-25 139 30 109 109 .01 UNIFORM MBS POOL #BJ9169 2018-11-19 2023-12-25 772 150 622 622 .01 UNIFORM MBS POOL #CA4358 2018-11-19 2023-12-25 541 130 411 411 .01 UNIFORM MBS POOL #CB1066 2021-07-21 2023-12-25 1669 1706 -37 -37 .01 UNIFORM MBS POOL #CB3914 2022-07-22 2023-12-25 481 480 1 1 .01 UNIFORM MBS POOL #FS5890 2023-09-27 2023-12-25 4927 4852 75 75 .01 UNIFORM MBS POOL #890289 2013-03-26 2023-12-25 106 7 99 99 .01 UNIFORM MBS POOL #AB1051 2013-03-26 2023-12-25 105 5 100 100 .01 UNIFORM MBS POOL #AC8280 2014-03-13 2023-12-25 635 42 593 593 .01 UNIFORM MBS POOL #MA2127 2015-10-28 2023-12-25 189 40 149 149 .01 UNIFORM MBS POOL #MA3210 2020-03-24 2023-12-25 467 115 352 352 .01 UNIFORM MBS POOL #MA3745 2019-10-16 2023-12-25 229 48 181 181 .01 UNIFORM MBS POOL #MA3937 2020-02-21 2023-12-25 50 17 33 33 .01 UNIFORM MBS POOL #MA4238 2020-12-09 2023-12-25 824 703 121 121 .01 UNIFORM MBS POOL #MA4210 2020-11-13 2023-12-25 1576 1299 277 277 .01 UNIFORM MBS POOL #MA5071 2023-09-27 2023-12-25 829 779 50 50 .01 GSR MTG TR 2004-9 SER 2004-9 CL 2A1 2004-07-08 2023-12-25 1 1 1 .01 INDYMAC MBS 2004-AR4 SER 2004-AR4 CL 1-A 2004-06-25 2023-12-25 9 9 9 .01 ML MTG INVESTORS SER 2003-A4 CL I-A 2004-03-22 2023-12-25 .01 WAMU MTG CERT SER 2004-AR2 CL A 2004-04-27 2023-12-25 11 11 11 90000. UNITED STATES TREAS SER G-2025 2.50000% 2023-04-04 2023-12-28 87869 87726 143 143 12000. UNITED STATES TREAS SER AL-2025 1.75000% 2022-04-05 2023-12-28 11590 11695 -105 -105 70000. CAPITAL ONE FINL CORP NOTE 2019-01-24 2023-12-29 70000 69849 151 151 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 CAPITAL GAIN DIVIDENDS P 334223 1362323 35845 0 35845 0 35845 72983 0 0 72983 0 37138 37138 0 false false false false false false false true true MA true false false false false true ELTON DREW 7815844755 2 CAPTAIN DANIEL ROAD SOUTH YARMOUTH MA 02664 false false false false true false false false false false false false false false false false false false false false false false ANDREW SILVERMAN PO BOX 2990 FRAMINGHAM MA 01703 TRUSTEE 4 125000 ELTON F DREW 2 CAPTAIN DANIEL ROAD SOUTH YARMOUTH MA 02664 TRUSTEE 15 150000 MARTIN HALL 800 BOYLSTON ST BOSTON MA 021993600 TRUSTEE 3 79285 NONE 0 ROPES WEALTH ADVISORS 800 BOYLSTON STREET BOSTON MA 021993600 INVESTMENT ADVISORY 237855 0 77535497 3192160 0 80727657 0 0 80727657 1210915 79516742 3975837 3975837 35845 35845 3939992 0 3939992 0 3939992 2786848 0 0 0 0 2786848 3939992 0 0 1367733 0 0 0 0 1367733 2786848 0 0 0 2786848 0 1153144 1153144 214589 0 0 0 0 0 0 214589 0 0 0 0 0 0 NONE NONE X LAHEY HEALTH SHARED SERVICES 41 MALL ROAD BURLINGTON MA 01805 NONE PC PROGRAM SUPPORT 75000 MASSACHUSETTS GENERAL HOSPITAL 55 FRUIT STREET BOSTON MA 02114 NONE PC PROGRAM SUPPORT 165000 DANA FARBER CANCER INSTITUTE 450 BROOKLINE AVE BOSTON MA 02215 NONE PC PROGRAM SUPPORT 175000 MASS EYE & EAR INFIRMARY 243 CHARLES ST BOSTON MA 02114 NONE PC PROGRAM SUPPORT 175000 BETH ISRAEL DEACONESS MEDICAL CENTER 330 BROOKLINE AVE BOSTON MA 02215 NONE PC PROGRAM SUPPORT 195000 BRIGHAM & WOMENS HOSPITAL 75 FRANCIS ST BOSTON MA 02115 NONE PC PROGRAM SUPPORT 200000 BOSTON CHILDRENS HOSPITAL TRUST 401 PARK DRIVE SUITE 602 BOSTON MA 02215 NONE PC PROGRAM SUPPORT 250000 UNIVERSITY OF MASSACHUSETTS CHAN MED SCHOOL 55 N LAKE AVE WORCESTER MA 01655 NONE PC PROGRAM SUPPORT 350000 CROSSROADS FOR KIDS 119 MYRTLE ST DUXBURY MA 02331 NONE PC PROGRAM SUPPORT 100000 DUXBURY BAY MARITIME SCHOOL PO BOX 263A SHS DUXBURY MA 02331 NONE PC PROGRAM SUPPORT 100000 DUXBURY BEACH RESERVATION INC PO BOX 1364 DUXBURY MA 02331 NONE PC PROGRAM SUPPORT 20000 MAKE-A-WISH FOUNDATION 133 FEDERAL ST 2ND FLOOR BOSTON MA 02110 NONE PC PROGRAM SUPPORT 100000 PINE STREET INN 444 HARRISON AVE BOSTON MA 02118 NONE PC PROGRAM SUPPORT 100000 ROSIE'S PLACE 889 HARRISON AVE BOSTON MA 02118 NONE PC PROGRAM SUPPORT 100000 SOUTH SHORE CONSERVATORY THE ELLISON CENTER FOR THE ARTS PO BOX 1523 DUXBURY MA 02331 NONE PC PROGRAM SUPPORT 100000 THE SALVATION ARMY MASS DIVISIONAL HEADQUATERS 25 SHAWMUT RD CANTON MA 020211408 NONE PC PROGRAM SUPPORT 75000 USS CONSTITUTION MUSEUM PO BOX 291812 BOSTON MA 021290215 NONE PC PROGRAM SUPPORT 50000 WEST BOYLSTON JRSR HIGH SCHOOL 125 CRESCENT ST WEST BOYLSTON MA 01583 NONE PC PROGRAM SUPPORT 100000 2430000 14 1499237 18 1362323 PARTNERSHIP INCOME 900099 -4750 1 -815 -4750 2860745 2855995 false false false false false false false false false false CORPORATE BONDS 14368233 14368233 3462562 3462562 OTHER INVESTMENTS FMV 61006170 61006170 COMMONWEALTH OF MASS FILING FE 500 0 500 BANK FEES 63 0 63 COMPUTER MAINTENANCE 2000 0 2000 PARTNERSHIP EXPENSE 237 237 0 PARTNERSHIP INCOME/LOSS -5565 -815 PRIOR YEAR CHECKS CASHED IN CURRENT YEAR 100000 CHANGE IN NET UNREALIZED GAINS AND LOSSE 8114418 INV. MGMT FEES - ROPES WEALTH 237855 237855 INV. MGMT FEES - DOLAN 17026 17026 INV. MGMT FEES - NEUBERGER 26825 26825