2024-08-12T10:01:14-05:00 2023-09-30 042738098 GOULSTON & STORRS PC 1 POST OFFICE SQ FL 25 BOSTON MA 021092115 990PF 2022-10-01 042751060 BERTRAM A AND RONALD M DRUKER CHARITABLE FNDN DRUK 6174821776 1 POST OFFICE SQ FL 25 BOSTON MA 021092115 ANDREW D ROTHSTEIN TRUSTEE 6174821776 2024-08-09 true false 6175746482 2024-08-09 2022 2024-08-08 14:25:15Z X 12110129 54841 54841 254543 252167 577019 2701701 577019 0 6000 892403 884027 0 0 0 0 0 2202 1101 0 1101 5725 2863 0 2863 59361 23316 23316 0 13253 13253 0 0 0 0 0 0 0 195 125 70 80736 40658 0 27350 713800 713800 794536 40658 0 741150 97867 843369 0 925 874 874 1098699 591473 591473 0 0 0 1377245 2431901 2260465 3342566 3074379 7059481 2694683 2509678 2197836 0 8514118 8608305 12110129 0 X 8514118 8608305 8514118 8608305 8514118 8608305 8514118 97867 1071 8613056 4751 8608305 35000. CF INDUSTRIES INC SR NT DTD 03/11/14 5.3 2022-03-10 2022-10-03 29959 39550 -9591 -9591 4000. CVS HEALTH CORP DTD 07/20/15 5.125% 07/20/2045 CALLABLE @ > 100 2022-04-29 2022-10-03 3568 4022 -454 -454 3000. CVS HEALTH CORP DTD 07/20/15 5.125% 07/20/2045 CALLABLE @ > 100 2019-09-27 2022-10-03 2676 3406 -730 -730 26000. CVS HEALTH CORP DTD 07/20/15 5.125% 07/20/2045 CALLABLE @ > 100 2016-06-15 2022-10-03 23191 31581 -8390 -8390 184.77 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2022-10-17 185 190 -5 -5 160.194 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2022-10-17 160 167 -7 -7 143.413 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2022-10-17 143 154 -11 -11 55.177 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2022-10-17 55 61 -6 -6 98.15 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2022-10-17 98 98 250.92 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2022-10-17 251 273 -22 -22 65.11 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2022-10-17 65 67 -2 -2 34000. KRAFT FOODS GROUP INC DTD 01/09/13 5% 0 2022-03-16 2022-10-20 28555 34935 -6380 -6380 213.4 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2022-10-25 213 235 -22 -22 968.42 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2022-10-25 968 981 -13 -13 329.12 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2022-10-25 329 352 -23 -23 63.3404 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2022-10-25 63 69 -6 -6 140.8058 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2022-10-25 141 147 -6 -6 400.5165 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2022-10-25 401 422 -21 -21 190.381 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2022-10-25 190 200 -10 -10 169.0738 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2022-10-25 169 171 -2 -2 237.5084 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2022-10-25 238 257 -19 -19 48.16 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2022-10-25 48 54 -6 -6 35.7965 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2022-10-25 36 40 -4 -4 217.5522 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2022-10-25 218 230 -12 -12 152.24 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2022-10-25 152 153 -1 -1 164.8696 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2022-10-25 165 176 -11 -11 64.03 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2022-10-25 64 69 -5 -5 174.3317 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2022-10-25 174 189 -15 -15 127.847 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2022-10-25 128 135 -7 -7 320.83 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2022-10-25 321 331 -10 -10 223.51 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2022-10-25 224 227 -3 -3 193.2722 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2022-10-25 193 215 -22 -22 172.9278 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2022-10-25 173 194 -21 -21 142.1151 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2022-10-25 142 154 -12 -12 259.14 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2022-10-25 259 276 -17 -17 287.06 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2022-10-25 287 290 -3 -3 249.8562 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2022-10-25 250 259 -9 -9 270.4654 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2022-10-25 270 291 -21 -21 284.617 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2022-10-25 285 307 -22 -22 173.4653 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2022-10-25 173 179 -6 -6 86.2 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2022-10-25 86 93 -7 -7 668.9225 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2022-10-25 669 680 -11 -11 302.094 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2022-10-25 302 309 -7 -7 282.6973 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2022-10-25 283 300 -17 -17 33.281 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2022-10-25 33 36 -3 -3 33.96 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2022-10-25 34 35 -1 -1 38.71 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2022-10-25 39 42 -3 -3 129.72 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2022-10-25 130 139 -9 -9 127.16 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2022-10-25 127 133 -6 -6 305.4238 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2022-10-25 305 327 -22 -22 852.2488 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2022-10-25 852 845 7 7 310.2824 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2022-10-25 310 346 -36 -36 151.407 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2022-10-25 151 158 -7 -7 175.5703 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2022-10-25 176 193 -17 -17 154.669 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2022-10-25 155 168 -13 -13 303.5693 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2022-10-25 304 313 -9 -9 677.0598 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2022-10-25 677 771 -94 -94 215.54 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2022-10-25 216 234 -18 -18 678.5713 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2022-10-25 679 753 -74 -74 74.08 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2022-10-25 74 80 -6 -6 400.0739 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2022-10-25 400 393 7 7 151.87 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2022-11-15 152 156 -4 -4 158.474 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2022-11-15 158 165 -7 -7 15.7574 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2022-11-15 16 17 -1 -1 6.0626 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2022-11-15 6 7 -1 -1 32.09 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2022-11-15 32 32 197.09 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2022-11-15 197 215 -18 -18 42.11 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2022-11-15 42 43 -1 -1 179.85 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2022-11-28 180 198 -18 -18 350.21 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2022-11-28 350 355 -5 -5 240.84 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2022-11-28 241 258 -17 -17 351.2424 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2022-11-28 351 381 -30 -30 161.7895 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2022-11-28 162 169 -7 -7 291.3317 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2022-11-28 291 307 -16 -16 150.017 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2022-11-28 150 158 -8 -8 194.2778 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2022-11-28 194 196 -2 -2 272.9139 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2022-11-28 273 295 -22 -22 60.67 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2022-11-28 61 68 -7 -7 25.1643 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2022-11-28 25 28 -3 -3 344.4433 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2022-11-28 344 364 -20 -20 94.76 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2022-11-28 95 95 150.1626 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2022-11-28 150 160 -10 -10 53.82 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2022-11-28 54 58 -4 -4 33.8684 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2022-11-28 34 37 -3 -3 235.8353 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2022-11-28 236 248 -12 -12 322.49 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2022-11-28 322 332 -10 -10 278.72 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2022-11-28 279 283 -4 -4 70.5164 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2022-11-28 71 78 -7 -7 63.0936 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2022-11-28 63 71 -8 -8 402.866 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2022-11-28 403 436 -33 -33 398.94 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2022-11-28 399 424 -25 -25 301.32 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2022-11-28 301 305 -4 -4 161.9893 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2022-11-28 162 168 -6 -6 175.3508 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2022-11-28 175 189 -14 -14 412.691 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2022-11-28 413 446 -33 -33 25.111 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2022-11-28 25 26 -1 -1 15.61 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2022-11-28 16 17 -1 -1 558.7478 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2022-11-28 559 568 -9 -9 252.3377 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2022-11-28 252 258 -6 -6 317.1933 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2022-11-28 317 337 -20 -20 33.3756 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2022-11-28 33 36 -3 -3 150.8 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2022-11-28 151 137 14 14 352.39 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2022-11-28 352 368 -16 -16 416.6 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2022-11-28 417 454 -37 -37 191.85 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2022-11-28 192 205 -13 -13 214.17 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2022-11-28 214 224 -10 -10 294.0553 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2022-11-28 294 315 -21 -21 551.2695 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2022-11-28 551 547 4 4 310.6812 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2022-11-28 311 347 -36 -36 102.204 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2022-11-28 102 107 -5 -5 144.521 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2022-11-28 145 159 -14 -14 127.3161 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2022-11-28 127 138 -11 -11 407.8349 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2022-11-28 408 420 -12 -12 654.4268 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2022-11-28 654 745 -91 -91 131.75 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2022-11-28 132 143 -11 -11 607.8713 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2022-11-28 608 674 -66 -66 118.98 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2022-11-28 119 129 -10 -10 361.8358 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2022-11-28 362 355 7 7 104000. UNITED STATES TREAS NTS DTD 06/30/17 2% 2022-03-17 2022-12-05 99958 103923 -3965 -3965 325. ABBOTT LABS COM 2016-07-28 2022-12-09 34952 14516 20436 20436 500. ADVANCED MICRO DEVICES INC 2011-11-21 2022-12-09 34704 9064 25640 25640 225. ANALOG DEVICES INC COM 2016-07-01 2022-12-09 38124 12731 25393 25393 75. ANALOG DEVICES INC COM 2016-05-20 2022-12-09 12708 4263 8445 8445 250. CVS HEALTH CORPORATION 2008-08-14 2022-12-09 25454 9689 15765 15765 250. CVS HEALTH CORPORATION 2020-09-08 2022-12-09 25454 15042 10412 10412 300. CANADIAN NATIONAL RAILWAY CO COM 2004-06-15 2022-12-09 37612 3062 34550 34550 155. DANAHER CORP 2015-11-30 2022-12-09 42076 11407 30669 30669 250. JOHNSON & JOHNSON COM 2004-04-23 2022-12-09 44210 13430 30780 30780 150. MASTERCARD INCORPORATED 2009-10-09 2022-12-09 52445 3170 49275 49275 350. NESTLE S A S/ADR 2005-07-14 2022-12-09 41033 9279 31754 31754 150. STRYKER CORP COM 2017-10-11 2022-12-09 37306 21952 15354 15354 275. WALMART INC 2008-01-24 2022-12-09 40310 13465 26845 26845 25. WALMART INC 2009-02-06 2022-12-09 3665 1249 2416 2416 250. WASTE MGMT INC 2015-02-11 2022-12-09 41972 13173 28799 28799 250. XYLEM INC 2013-11-13 2022-12-09 28137 8563 19574 19574 500. NOVONESIS A/S B SHS 2003-10-06 2022-12-09 30405 3276 27129 27129 177.15 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2022-12-15 177 182 -5 -5 105.531 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2022-12-15 106 110 -4 -4 296.5108 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2022-12-15 297 275 22 22 14.0315 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2022-12-15 14 15 -1 -1 5.3985 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2022-12-15 5 6 -1 -1 29.66 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2022-12-15 30 30 165.14 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2022-12-15 165 180 -15 -15 47.48 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2022-12-15 47 49 -2 -2 142.42 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2022-12-27 142 157 -15 -15 353.25 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2022-12-27 353 358 -5 -5 247.85 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2022-12-27 248 265 -17 -17 64.8073 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2022-12-27 65 70 -5 -5 83.593 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2022-12-27 84 87 -3 -3 142.8226 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2022-12-27 143 151 -8 -8 213.722 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2022-12-27 214 225 -11 -11 66.4591 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2022-12-27 66 67 -1 -1 93.3591 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2022-12-27 93 101 -8 -8 25.61 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2022-12-27 26 29 -3 -3 21.8122 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2022-12-27 22 24 -2 -2 365.0017 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2022-12-27 365 385 -20 -20 44.41 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2022-12-27 44 45 -1 -1 94.6726 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2022-12-27 95 101 -6 -6 57.95 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2022-12-27 58 62 -4 -4 77.9211 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2022-12-27 78 84 -6 -6 130.7616 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2022-12-27 131 138 -7 -7 233.67 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2022-12-27 234 241 -7 -7 142.68 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2022-12-27 143 145 -2 -2 105.2917 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2022-12-27 105 117 -12 -12 94.2083 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2022-12-27 94 106 -12 -12 263.2747 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2022-12-27 263 285 -22 -22 84.65 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2022-12-27 85 90 -5 -5 97.09 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2022-12-27 97 98 -1 -1 251.1236 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2022-12-27 251 260 -9 -9 271.8373 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2022-12-27 272 292 -20 -20 188.232 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2022-12-27 188 203 -15 -15 124.3032 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2022-12-27 124 128 -4 -4 83.14 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2022-12-27 83 90 -7 -7 151.7977 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2022-12-27 152 154 -2 -2 68.5538 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2022-12-27 69 70 -1 -1 680.8013 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2022-12-27 681 723 -42 -42 33.7935 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2022-12-27 34 37 -3 -3 235.55 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2022-12-27 236 214 22 22 33.39 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2022-12-27 33 35 -2 -2 35.58 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2022-12-27 36 39 -3 -3 193.33 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2022-12-27 193 207 -14 -14 97.32 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2022-12-27 97 102 -5 -5 245.285 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2022-12-27 245 263 -18 -18 634.0727 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2022-12-27 634 629 5 5 228.2424 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2022-12-27 228 255 -27 -27 288.927 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2022-12-27 289 302 -13 -13 154.5036 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2022-12-27 155 170 -15 -15 136.1104 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2022-12-27 136 147 -11 -11 491.1322 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2022-12-27 491 506 -15 -15 707.7354 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2022-12-27 708 806 -98 -98 266.11 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2022-12-27 266 289 -23 -23 608.7463 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2022-12-27 609 675 -66 -66 128.63 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2022-12-27 129 139 -10 -10 231.9421 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2022-12-27 232 228 4 4 1000. UNITED STATES TREAS NTS DTD 05/15/18 2.8 2021-01-28 2023-01-09 961 1149 -188 -188 32000. UNITED STATES TREAS BDS DTD 02/15/09 3.5 2022-10-03 2023-01-12 31744 31160 584 584 153.25 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-01-17 153 157 -4 -4 107.289 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-01-17 107 112 -5 -5 313.1002 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-01-17 313 290 23 23 17.4401 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-01-17 17 19 -2 -2 6.7099 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-01-17 7 7 270.08 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-01-17 270 271 -1 -1 196.96 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-01-17 197 215 -18 -18 418.49 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-01-17 418 428 -10 -10 32000. UNITED STATES TREAS NTS DTD 06/30/17 2% 2022-05-12 2023-01-19 30908 31599 -691 -691 2000. UNITED STATES TREAS NTS DTD 06/30/17 2% 2022-03-17 2023-01-19 1932 1999 -67 -67 111.13 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-01-25 111 122 -11 -11 1038.48 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-01-25 1038 1052 -14 -14 187.46 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-01-25 187 201 -14 -14 286.4624 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-01-25 286 311 -25 -25 147.3744 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-01-25 147 154 -7 -7 114.702 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-01-25 115 121 -6 -6 72.85 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-01-25 73 77 -4 -4 144.4246 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-01-25 144 146 -2 -2 202.882 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-01-25 203 219 -16 -16 28.47 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-01-25 28 32 -4 -4 207.9725 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-01-25 208 230 -22 -22 72.4886 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-01-25 72 77 -5 -5 88.01 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-01-25 88 89 -1 -1 101.7305 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-01-25 102 108 -6 -6 81.61 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-01-25 82 88 -6 -6 93.6 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-01-25 94 101 -7 -7 98.2864 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-01-25 98 103 -5 -5 286.26 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-01-25 286 295 -9 -9 313.37 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-01-25 313 318 -5 -5 158.555 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-01-25 159 176 -17 -17 141.865 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-01-25 142 159 -17 -17 287.41 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-01-25 287 311 -24 -24 84.22 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-01-25 84 90 -6 -6 91.67 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-01-25 92 93 -1 -1 168.4681 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-01-25 168 175 -7 -7 182.364 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-01-25 182 196 -14 -14 217.289 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-01-25 217 235 -18 -18 157.3917 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-01-25 157 163 -6 -6 154.85 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-01-25 155 167 -12 -12 167.7771 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-01-25 168 171 -3 -3 75.7703 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-01-25 76 78 -2 -2 150.1267 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-01-25 150 159 -9 -9 33.7935 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-01-25 34 37 -3 -3 176.6233 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-01-25 177 160 17 17 33.74 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-01-25 34 35 -1 -1 49.39 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-01-25 49 54 -5 -5 356.83 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-01-25 357 382 -25 -25 220.84 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-01-25 221 231 -10 -10 295.7605 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-01-25 296 317 -21 -21 592.0416 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-01-25 592 587 5 5 226.3249 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-01-25 226 253 -27 -27 187.227 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-01-25 187 196 -9 -9 158.2017 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-01-25 158 174 -16 -16 139.3682 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-01-25 139 151 -12 -12 270.9583 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-01-25 271 279 -8 -8 584.6488 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-01-25 585 666 -81 -81 193.55 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-01-25 194 210 -16 -16 496.3263 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-01-25 496 550 -54 -54 148.87 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-01-25 149 161 -12 -12 331.3059 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-01-25 331 325 6 6 700. KONINKLIJKE DSM NV 2017-11-17 2023-01-25 89906 63148 26758 26758 185.84 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-02-15 186 191 -5 -5 107.047 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-02-15 107 112 -5 -5 309.9297 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-02-15 310 287 23 23 14.8548 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-02-15 15 16 -1 -1 5.7152 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-02-15 6 6 32.89 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-02-15 33 33 140.52 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-02-15 141 153 -12 -12 363.2 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-02-15 363 371 -8 -8 35000. BOSTON PROPERTIES LTD PARTNERSHIP SR GLB 2019-07-16 2023-02-21 30153 35696 -5543 -5543 65.259 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-02-25 65 68 -3 -3 56.8997 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-02-25 57 63 -6 -6 50.126 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-02-25 50 54 -4 -4 134.63 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-02-27 135 148 -13 -13 368.16 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-02-27 368 373 -5 -5 182.17 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-02-27 182 195 -13 -13 65.4816 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-02-27 65 71 -6 -6 39.7535 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-02-27 40 42 -2 -2 218.6637 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-02-27 219 231 -12 -12 59.785 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-02-27 60 63 -3 -3 31.1315 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-02-27 31 31 43.7324 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-02-27 44 47 -3 -3 18.21 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-02-27 18 20 -2 -2 21.8215 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-02-27 22 24 -2 -2 238.2165 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-02-27 238 252 -14 -14 40.47 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-02-27 40 41 -1 -1 102.8695 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-02-27 103 110 -7 -7 25.92 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-02-27 26 28 -2 -2 100.7132 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-02-27 101 109 -8 -8 97.4501 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-02-27 97 103 -6 -6 218.11 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-02-27 218 225 -7 -7 154.09 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-02-27 154 156 -2 -2 179.0169 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-02-27 179 199 -20 -20 160.1731 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-02-27 160 180 -20 -20 159.0709 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-02-27 159 172 -13 -13 163.04 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-02-27 163 173 -10 -10 87.46 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-02-27 87 88 -1 -1 346.2107 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-02-27 346 359 -13 -13 374.7675 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-02-27 375 403 -28 -28 117.893 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-02-27 118 127 -9 -9 25.9791 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-02-27 26 27 -1 -1 149.49 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-02-27 149 162 -13 -13 377.0303 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-02-27 377 383 -6 -6 170.2717 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-02-27 170 174 -4 -4 103.8333 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-02-27 104 110 -6 -6 532.4481 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-02-27 532 581 -49 -49 165.1742 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-02-27 165 150 15 15 53.51 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-02-27 54 56 -2 -2 29.81 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-02-27 30 32 -2 -2 22. FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-02-27 22 24 -2 -2 89.35 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-02-27 89 94 -5 -5 241.2813 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-02-27 241 259 -18 -18 644.1697 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-02-27 644 639 5 5 207.0388 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-02-27 207 231 -24 -24 292.9049 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-02-27 293 302 -9 -9 666.6369 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-02-27 667 759 -92 -92 158.73 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-02-27 159 172 -13 -13 490.7175 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-02-27 491 544 -53 -53 79.09 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-02-27 79 86 -7 -7 251.6311 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-02-27 252 247 5 5 250000. UNITED STATES TREAS NTS DTD 02/28/21 0.1 2022-03-23 2023-02-28 250000 246919 3081 3081 53000. WALGREENS BOOTS ALLIANCE INC GLBL NT DTD 2021-07-19 2023-03-09 44577 57393 -12816 -12816 174.17 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-03-15 174 179 -5 -5 219.986 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-03-15 220 230 -10 -10 137.74 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-03-15 138 128 10 10 93.4976 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-03-15 94 101 -7 -7 35.9724 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-03-15 36 39 -3 -3 153.93 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-03-15 154 154 155.49 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-03-15 155 169 -14 -14 46.82 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-03-15 47 48 -1 -1 500. ADVANCED MICRO DEVICES INC 2011-11-21 2023-03-17 48674 9064 39610 39610 250. ANALOG DEVICES INC COM 2016-07-01 2023-03-17 46455 14145 32310 32310 16000. DIAMONDBACK ENERGY INC DTD 03/24/21 3.12 2022-03-09 2023-03-24 13818 15558 -1740 -1740 7000. DIAMONDBACK ENERGY INC DTD 03/24/21 3.12 2022-03-08 2023-03-24 6045 6828 -783 -783 14000. DIAMONDBACK ENERGY INC DTD 03/24/21 3.12 2022-03-07 2023-03-24 12091 13766 -1675 -1675 135.37 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-03-27 135 149 -14 -14 689.49 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-03-27 689 698 -9 -9 169.26 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-03-27 169 181 -12 -12 350.6776 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-03-27 351 381 -30 -30 40.908 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-03-27 41 43 -2 -2 69.4148 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-03-27 69 73 -4 -4 37.775 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-03-27 38 40 -2 -2 147.8559 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-03-27 148 149 -1 -1 207.7022 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-03-27 208 224 -16 -16 27.5 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-03-27 28 31 -3 -3 22.6943 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-03-27 23 25 -2 -2 197.0419 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-03-27 197 208 -11 -11 39.52 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-03-27 40 40 97.8735 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-03-27 98 104 -6 -6 55.48 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-03-27 55 60 -5 -5 100.8869 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-03-27 101 109 -8 -8 97.6044 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-03-27 98 103 -5 -5 260.95 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-03-27 261 269 -8 -8 199.13 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-03-27 199 202 -3 -3 100.2355 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-03-27 100 111 -11 -11 89.6845 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-03-27 90 101 -11 -11 266.4909 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-03-27 266 288 -22 -22 93.67 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-03-27 94 100 -6 -6 247.25 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-03-27 247 250 -3 -3 160.8958 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-03-27 161 167 -6 -6 174.1671 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-03-27 174 187 -13 -13 267.02 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-03-27 267 288 -21 -21 26.0248 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-03-27 26 27 -1 -1 19.06 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-03-27 19 21 -2 -2 168.7934 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-03-27 169 172 -3 -3 76.2293 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-03-27 76 78 -2 -2 407.3067 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-03-27 407 432 -25 -25 433.2281 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-03-27 433 473 -40 -40 146.9233 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-03-27 147 133 14 14 36.88 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-03-27 37 39 -2 -2 50.7 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-03-27 51 55 -4 -4 23.89 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-03-27 24 26 -2 -2 67.69 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-03-27 68 71 -3 -3 278.1818 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-03-27 278 298 -20 -20 615.4076 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-03-27 615 611 4 4 197.9939 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-03-27 198 221 -23 -23 144.819 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-03-27 145 152 -7 -7 68.4242 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-03-27 68 75 -7 -7 60.2784 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-03-27 60 65 -5 -5 185.1076 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-03-27 185 191 -6 -6 480.9213 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-03-27 481 548 -67 -67 208.44 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-03-27 208 226 -18 -18 468.1075 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-03-27 468 519 -51 -51 116.61 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-03-27 117 126 -9 -9 253.02 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-03-27 253 248 5 5 343.55 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 2023-02-27 2023-03-28 344 324 20 20 35000. BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 2020-12-15 2023-04-13 33932 39174 -5242 -5242 33000. UNITED STATES TREAS NTS DTD 06/30/17 2% 2022-05-12 2023-04-14 32007 32586 -579 -579 175.35 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-04-17 175 180 -5 -5 49.4 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-04-17 49 51 -2 -2 155.486 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-04-19 155 162 -7 -7 267.0568 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-04-19 267 248 19 19 16.9635 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-04-19 17 18 -1 -1 6.5265 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-04-19 7 7 90.65 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-04-19 91 91 184.02 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-04-19 184 200 -16 -16 183.9 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-04-25 184 203 -19 -19 366.3 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-04-25 366 371 -5 -5 58.27 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 2023-02-27 2023-04-25 58 55 3 3 177.38 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-04-25 177 190 -13 -13 346.2313 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-04-25 346 376 -30 -30 82.712 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-04-25 83 86 -3 -3 259.3696 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-04-25 259 274 -15 -15 80.07 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-04-25 80 84 -4 -4 56.89 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-04-25 57 58 -1 -1 79.91 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-04-25 80 86 -6 -6 33.96 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-04-25 34 38 -4 -4 178.54 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-04-25 179 198 -19 -19 51.39 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-04-25 51 54 -3 -3 38.72 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-04-25 39 39 28.05 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-04-25 28 30 -2 -2 26.97 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-04-25 27 29 -2 -2 165.5527 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-04-25 166 179 -13 -13 141.76 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-04-25 142 149 -7 -7 235.41 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-04-25 235 243 -8 -8 131.31 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-04-25 131 133 -2 -2 115.88 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-04-25 116 129 -13 -13 103.69 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-04-25 104 116 -12 -12 515.7983 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-04-25 516 558 -42 -42 85.3 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-04-25 85 91 -6 -6 85.24 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-04-25 85 86 -1 -1 85.41 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-04-25 85 89 -4 -4 92.46 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-04-25 92 99 -7 -7 219.91 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-04-25 220 238 -18 -18 27.16 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-04-25 27 28 -1 -1 209.04 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-04-25 209 226 -17 -17 408.71 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-04-25 409 415 -6 -6 184.58 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-04-25 185 189 -4 -4 189.24 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-04-25 189 201 -12 -12 383.36 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-04-25 383 418 -35 -35 216.1958 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-04-25 216 196 20 20 33.05 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-04-25 33 35 -2 -2 245.66 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-04-25 246 268 -22 -22 22.38 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-04-25 22 24 -2 -2 76.2 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-04-25 76 80 -4 -4 312.04 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-04-25 312 335 -23 -23 615.4 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-04-25 615 611 4 4 299.25 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-04-25 299 334 -35 -35 242.001 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-04-25 242 253 -11 -11 289.59 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-04-25 290 319 -29 -29 255.11 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-04-25 255 276 -21 -21 397.88 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-04-25 398 410 -12 -12 627.86 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-04-25 628 715 -87 -87 498.38 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-04-25 498 541 -43 -43 533.864 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-04-25 534 592 -58 -58 276.92 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-04-25 277 300 -23 -23 336.58 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-04-25 337 330 7 7 250000. UNITED STATES TREAS NTS DTD 04/30/16 1.6 2022-03-23 2023-05-01 250000 249909 91 91 129.93 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-05-15 130 133 -3 -3 258.905 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-05-15 259 270 -11 -11 140.51 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-05-15 141 130 11 11 14.6381 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-05-15 15 16 -1 -1 5.6319 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-05-15 6 6 84.21 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-05-15 84 84 151.55 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-05-15 152 165 -13 -13 53.86 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-05-15 54 55 -1 -1 161.98 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-05-25 162 178 -16 -16 1194.03 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-05-25 1194 1209 -15 -15 56.24 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 2023-02-27 2023-05-25 56 53 3 3 202.1 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-05-25 202 216 -14 -14 61.1173 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-05-25 61 66 -5 -5 233.24 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-05-25 233 244 -11 -11 138.7226 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-05-25 139 146 -7 -7 60.88 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-05-25 61 64 -3 -3 102.14 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-05-25 102 103 -1 -1 143.48 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-05-25 143 155 -12 -12 32.02 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-05-25 32 36 -4 -4 22.28 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-05-25 22 25 -3 -3 200.36 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-05-25 200 212 -12 -12 47.1 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-05-25 47 47 27.88 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-05-25 28 30 -2 -2 52.34 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-05-25 52 56 -4 -4 96.2448 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-05-25 96 104 -8 -8 104.87 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-05-25 105 110 -5 -5 282.69 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-05-25 283 291 -8 -8 121.49 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-05-25 121 123 -2 -2 101.74 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-05-25 102 113 -11 -11 91.03 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-05-25 91 102 -11 -11 289.4965 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-05-25 290 313 -23 -23 196.87 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-05-25 197 209 -12 -12 376.76 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-05-25 377 381 -4 -4 175.18 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-05-25 175 182 -7 -7 189.62 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-05-25 190 204 -14 -14 269.02 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-05-25 269 291 -22 -22 25.94 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-05-25 26 27 -1 -1 136.56 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-05-25 137 148 -11 -11 430.01 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-05-25 430 437 -7 -7 194.2 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-05-25 194 199 -5 -5 410.61 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-05-25 411 436 -25 -25 155.2 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-05-25 155 169 -14 -14 240.68 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-05-25 241 219 22 22 32.4 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-05-25 32 34 -2 -2 74.02 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-05-25 74 81 -7 -7 22.59 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-05-25 23 24 -1 -1 67.42 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-05-25 67 71 -4 -4 265.98 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-05-25 266 285 -19 -19 450.44 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-05-25 450 447 3 3 248.69 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-05-25 249 278 -29 -29 147.591 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-05-25 148 154 -6 -6 77.33 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-05-25 77 85 -8 -8 68.13 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-05-25 68 74 -6 -6 370.28 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-05-25 370 382 -12 -12 505.75 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-05-25 506 576 -70 -70 336. FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-05-25 336 365 -29 -29 535.561 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-05-25 536 594 -58 -58 70.97 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-05-25 71 77 -6 -6 320.48 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-05-25 320 314 6 6 4000. A T & T INC SR NT DTD 6/15/13 4.30% 12/1 2022-07-13 2023-06-07 3334 3537 -203 -203 34000. A T & T INC SR NT DTD 6/15/13 4.30% 12/1 2021-06-15 2023-06-07 28335 38510 -10175 -10175 35000. DISCOVERY COMMUNICATIONS LLC SR GLBL NT 2021-06-03 2023-06-07 32415 38540 -6125 -6125 34000. HCA INC SR SEC GLBL NT DTD 06/12/19 4.12 2021-02-05 2023-06-07 31399 39307 -7908 -7908 250. ADVANCED MICRO DEVICES INC 2011-11-21 2023-06-14 31588 4532 27056 27056 100. ANALOG DEVICES INC COM 2016-07-01 2023-06-14 19167 5658 13509 13509 50. NVIDIA CORPORATION 2019-01-25 2023-06-14 20719 1976 18743 18743 150. STRYKER CORP COM 2017-10-11 2023-06-14 43884 21952 21932 21932 25. L'OREAL 2018-04-25 2023-06-14 11117 5807 5310 5310 50. L'OREAL 2018-12-04 2023-06-14 22234 12082 10152 10152 159.24 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-06-15 159 163 -4 -4 106.436 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-06-15 106 111 -5 -5 247.705 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-06-15 248 230 18 18 54.9055 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-06-15 55 59 -4 -4 21.1245 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-06-15 21 23 -2 -2 29.37 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-06-15 29 29 191.07 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-06-15 191 208 -17 -17 52.51 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-06-15 53 54 -1 -1 5000. UNITED STATES TREAS BDS DTD 05/15/07 5% 2022-03-01 2023-06-23 5699 7092 -1393 -1393 3000. ADVOCATE HEALTH & HOSPS CORP SR BD DTD 0 2021-09-15 2023-06-26 2618 3905 -1287 -1287 3000. AMERICAN EXPRESS CO HYBRID/CAPITAL TRUST 2021-08-23 2023-06-26 2468 3053 -585 -585 154.49 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-06-26 154 170 -16 -16 353.16 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-06-26 353 358 -5 -5 380.26 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 2023-02-27 2023-06-26 380 358 22 22 250.81 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-06-26 251 268 -17 -17 78.8202 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-06-26 79 86 -7 -7 111.524 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-06-26 112 116 -4 -4 124.3013 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-06-26 124 131 -7 -7 37.42 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-06-26 37 39 -2 -2 174.41 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-06-26 174 176 -2 -2 245. FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-06-26 245 265 -20 -20 50.73 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-06-26 51 57 -6 -6 369.74 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-06-26 370 409 -39 -39 244.04 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-06-26 244 258 -14 -14 134.13 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-06-26 134 135 -1 -1 183.4 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-06-26 183 195 -12 -12 99.56 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-06-26 100 107 -7 -7 37.9816 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-06-26 38 41 -3 -3 96.8 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-06-26 97 102 -5 -5 336.62 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-06-26 337 347 -10 -10 224.26 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-06-26 224 228 -4 -4 146.83 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-06-26 147 163 -16 -16 131.38 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-06-26 131 147 -16 -16 262.2907 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-06-26 262 284 -22 -22 512.55 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-06-26 513 545 -32 -32 273.21 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-06-26 273 276 -3 -3 272.4 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-06-26 272 282 -10 -10 294.86 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-06-26 295 317 -22 -22 173.67 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-06-26 174 188 -14 -14 117.71 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-06-26 118 122 -4 -4 147.86 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-06-26 148 160 -12 -12 577.07 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-06-26 577 587 -10 -10 260.61 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-06-26 261 267 -6 -6 45.34 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-06-26 45 48 -3 -3 299.47 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-06-26 299 327 -28 -28 213.6842 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-06-26 214 194 20 20 45.2 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-06-26 45 47 -2 -2 64.2 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-06-26 64 70 -6 -6 392.4 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-06-26 392 420 -28 -28 330.72 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-06-26 331 355 -24 -24 546.54 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-06-26 547 542 5 5 274.55 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-06-26 275 306 -31 -31 69.876 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-06-26 70 73 -3 -3 163.56 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-06-26 164 180 -16 -16 144.09 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-06-26 144 156 -12 -12 299.43 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-06-26 299 309 -10 -10 633.2 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-06-26 633 721 -88 -88 157.43 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-06-26 157 171 -14 -14 546.779 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-06-26 547 606 -59 -59 105.34 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-06-26 105 114 -9 -9 308.02 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-06-26 308 302 6 6 2000. ORACLE CORP DTD 04/01/20 2.8% 04/01/2027 2022-09-08 2023-06-26 1844 1824 20 20 2000. BANK OF NEW YORK MELLON CORP HYBRID/CAPI 2021-02-16 2023-06-27 1937 2205 -268 -268 356.14 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-06-27 356 373 -17 -17 4000. GOLDMAN SACHS GROUP INC SR GLBL NT DTD 11/16/16 3.5% 11/16/2026 2021-09-13 2023-06-27 3751 4359 -608 -608 3000. NATIONAL RURAL UTILITIES CO-OP FINANCE CORP DTD 10/27/15 3.25% 1 2021-09-13 2023-06-27 2858 3256 -398 -398 2000. PARKER HANNIFIN CORP SR NT DTD 06/14/19 3.25% 06/14/2029 CALLABL 2019-06-05 2023-06-27 1825 1994 -169 -169 3000. T-MOBILE USA INC DTD 01/14/21 2.25% 02/1 2022-07-25 2023-06-27 2765 2786 -21 -21 2000. ENERGY TRANSFER LP SR GLBL NT DTD 01/17/17 4.2% 04/15/2027 CALLA 2021-06-30 2023-06-28 1918 2223 -305 -305 5000. UNIVERSITY OF CALIF DTD 03/19/19 3.349% 07/01/2029 MAKE WHOLE CA 2019-03-13 2023-06-29 4616 5000 -384 -384 235. NVIDIA CORPORATION 2019-01-25 2023-07-13 108005 9289 98716 98716 1500. BILLERUD AB 2022-06-17 2023-07-13 12124 12523 -399 -399 2000. BILLERUD AB 2019-12-09 2023-07-13 16166 23296 -7130 -7130 5500. BILLERUD AB 2019-06-18 2023-07-13 44455 67501 -23046 -23046 146.4 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-07-17 146 150 -4 -4 254.726 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-07-17 255 266 -11 -11 382.2513 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-07-17 382 354 28 28 16.1041 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-07-17 16 17 -1 -1 6.1959 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-07-17 6 7 -1 -1 229.45 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-07-17 229 230 -1 -1 164.16 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-07-17 164 179 -15 -15 51.9 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-07-17 52 53 -1 -1 207.82 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-07-25 208 229 -21 -21 360.7 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-07-25 361 365 -4 -4 54.44 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 2023-02-27 2023-07-25 54 51 3 3 230.17 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-07-25 230 246 -16 -16 61.0262 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-07-25 61 66 -5 -5 118.37 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-07-25 118 124 -6 -6 209.0198 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-07-25 209 220 -11 -11 667.715 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 2023-06-07 2023-07-25 668 668 193.8527 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 2023-06-09 2023-07-25 194 194 53.68 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-07-25 54 57 -3 -3 27.13 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-07-25 27 27 38.12 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-07-25 38 41 -3 -3 24.2 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-07-25 24 27 -3 -3 24.36 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-07-25 24 27 -3 -3 231.31 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-07-25 231 244 -13 -13 138.84 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-07-25 139 140 -1 -1 26.75 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-07-25 27 29 -2 -2 18.36 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-07-25 18 20 -2 -2 38.6684 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-07-25 39 42 -3 -3 202.12 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-07-25 202 213 -11 -11 304.81 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-07-25 305 314 -9 -9 189.17 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-07-25 189 192 -3 -3 149.31 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-07-25 149 166 -17 -17 133.6 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-07-25 134 150 -16 -16 201.392 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-07-25 201 218 -17 -17 102.12 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-07-25 102 109 -7 -7 241.24 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-07-25 241 244 -3 -3 340.27 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-07-25 340 353 -13 -13 368.34 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-07-25 368 396 -28 -28 344.42 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-07-25 344 372 -28 -28 52.84 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-07-25 53 55 -2 -2 64.11 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2023-07-21 2023-07-25 64 63 1 1 87.88 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-07-25 88 95 -7 -7 154.84 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-07-25 155 157 -2 -2 69.93 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-07-25 70 72 -2 -2 202.57 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-07-25 203 215 -12 -12 33.86 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-07-25 34 37 -3 -3 276.1184 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-07-25 276 251 25 25 42.28 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-07-25 42 44 -2 -2 221.69 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-07-25 222 241 -19 -19 280.13 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-07-25 280 300 -20 -20 113.82 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-07-25 114 119 -5 -5 344.96 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-07-25 345 370 -25 -25 741.63 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-07-25 742 736 6 6 293.7 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-07-25 294 328 -34 -34 194.7509 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-07-25 195 204 -9 -9 173.4 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-07-25 173 191 -18 -18 152.76 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-07-25 153 166 -13 -13 279.17 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-07-25 279 288 -9 -9 614.25 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-07-25 614 700 -86 -86 248.66 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-07-25 249 270 -21 -21 534.66 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-07-25 535 593 -58 -58 86.3 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-07-25 86 93 -7 -7 35.68 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2023-07-19 2023-07-25 36 35 1 1 259.02 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-07-25 259 254 5 5 32000. UNITED STATES TREAS NTS DTD 03/31/23 3.6 2023-04-13 2023-08-02 31119 32253 -1134 -1134 119.2 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-08-15 119 122 -3 -3 182.916 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-08-15 183 191 -8 -8 392.7847 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-08-15 393 364 29 29 90.2768 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-08-15 90 97 -7 -7 34.7332 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-08-15 35 38 -3 -3 27.5 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-08-15 28 28 159.35 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-08-15 159 174 -15 -15 55.64 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-08-15 56 57 -1 -1 100. ADVANCED MICRO DEVICES INC 2011-11-21 2023-08-18 10430 1813 8617 8617 250. APPLE COMPUTER INC COM 2008-10-03 2023-08-18 43513 933 42580 42580 100. ROCKWELL AUTOMATION INC 2022-06-06 2023-08-18 29138 21466 7672 7672 3000. AMERICAN EXPRESS CO HYBRID/CAPITAL TRUST 2022-06-02 2023-08-23 2471 2588 -117 -117 35000. AMERICAN EXPRESS CO HYBRID/CAPITAL TRUST 2021-08-23 2023-08-23 28831 35613 -6782 -6782 145.62 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-08-25 146 160 -14 -14 586.45 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-08-25 586 594 -8 -8 49.42 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 2023-02-27 2023-08-25 49 47 2 2 241.97 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-08-25 242 259 -17 -17 63.4589 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-08-25 63 69 -6 -6 43.337 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-08-25 43 45 -2 -2 94.8883 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-08-25 95 100 -5 -5 347.2 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 2023-06-07 2023-08-25 347 347 100.8 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 2023-06-09 2023-08-25 101 101 96.13 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-08-25 96 101 -5 -5 29.1 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-08-25 29 29 40.89 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-08-25 41 44 -3 -3 26.28 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-08-25 26 30 -4 -4 92.35 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-08-25 92 102 -10 -10 58.97 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-08-25 59 62 -3 -3 38.66 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-08-25 39 39 25.57 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-08-25 26 27 -1 -1 10.5754 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-08-25 11 11 7.7646 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2023-08-08 2023-08-25 8 7 1 1 93.7579 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-08-25 94 102 -8 -8 271.76 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-08-25 272 286 -14 -14 343.06 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-08-25 343 354 -11 -11 127.53 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-08-25 128 129 -1 -1 69.39 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-08-25 69 77 -8 -8 62.08 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-08-25 62 70 -8 -8 39.8065 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-08-25 40 43 -3 -3 243.03 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-08-25 243 258 -15 -15 82.42 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-08-25 82 83 -1 -1 170.39 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-08-25 170 177 -7 -7 184.45 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-08-25 184 198 -14 -14 221.88 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-08-25 222 240 -18 -18 73.61 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-08-25 74 76 -2 -2 89.31 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2023-07-21 2023-08-25 89 87 2 2 18.03 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-08-25 18 19 -1 -1 161.56 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-08-25 162 164 -2 -2 72.96 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-08-25 73 75 -2 -2 277.14 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-08-25 277 294 -17 -17 269.52 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-08-25 270 294 -24 -24 218.5425 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-08-25 219 199 20 20 371.98 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-08-25 372 388 -16 -16 35.04 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-08-25 35 38 -3 -3 385.03 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-08-25 385 412 -27 -27 68.55 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-08-25 69 72 -3 -3 262.22 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-08-25 262 281 -19 -19 603.66 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-08-25 604 599 5 5 191.62 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-08-25 192 214 -22 -22 54.27 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-08-25 54 57 -3 -3 156.67 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-08-25 157 173 -16 -16 138.02 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-08-25 138 150 -12 -12 568.47 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-08-25 568 586 -18 -18 547.99 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-08-25 548 624 -76 -76 249.66 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-08-25 250 271 -21 -21 525.157 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-08-25 525 582 -57 -57 130.7821 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-08-25 131 141 -10 -10 54.0779 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2023-07-19 2023-08-25 54 53 1 1 266.15 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-08-25 266 261 5 5 32000. AMAZON.COM INC DTD 12/01/22 4.6% 12/01/2 2022-11-30 2023-09-07 31674 31950 -276 -276 33000. NATIONAL RURAL UTILITIES CO-OP FINANCE CORP DTD 10/27/15 3.25% 2015-10-20 2023-09-08 31552 33251 -1699 -1699 250. DISNEY WALT CO COM 2016-09-16 2023-09-12 20820 23143 -2323 -2323 750. DISNEY WALT CO COM 2016-07-01 2023-09-12 62460 73958 -11498 -11498 725. DISNEY WALT CO COM 2016-05-20 2023-09-12 60378 72351 -11973 -11973 125. DISNEY WALT CO COM 2022-03-21 2023-09-12 10410 17319 -6909 -6909 6605.57 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-09-14 6088 6923 -835 -835 20938.1039 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-09-14 16710 21913 -5203 -5203 137.88 FHLMC PC GOLD COMB 15 (G1-5290) DTD 02/0 2018-02-07 2023-09-15 138 141 -3 -3 104.596 FHLMC PC GOLD COMB 15 (G1-5855) DTD 07/0 2017-11-15 2023-09-15 105 109 -4 -4 264.8208 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 2022-11-29 2023-09-15 265 245 20 20 29.0668 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2016-03-18 2023-09-15 29 31 -2 -2 11.1832 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 1 2021-09-13 2023-09-15 11 12 -1 -1 30.58 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 0 2019-01-29 2023-09-15 31 31 159.69 FHLMC GIANT POOL #G67700 MBS GOLD COMB 3 2021-08-26 2023-09-15 160 174 -14 -14 56.25 FHLMC PC GOLD COMB 30 (G6-1154) DTD 09/0 2018-09-13 2023-09-15 56 58 -2 -2 2000. AMERICAN TOWER CORP DTD 09/27/21 1.45% 09/15/2026 CALLABLE @ 101 2022-09-08 2023-09-25 1760 1753 7 7 167.93 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 2021-03-25 2023-09-25 168 185 -17 -17 336.16 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 2019-10-24 2023-09-25 336 340 -4 -4 478.0572 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/0 2023-08-23 2023-09-25 478 432 46 46 61.6 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 2023-02-27 2023-09-25 62 58 4 4 244.6 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2023-09-25 245 262 -17 -17 65.3358 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 0 2021-01-11 2023-09-25 65 71 -6 -6 83.391 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 0 2021-12-27 2023-09-25 83 87 -4 -4 137.35 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 0 2020-07-16 2023-09-25 137 145 -8 -8 418.6002 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 2023-06-07 2023-09-25 419 419 121.5291 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 2023-06-09 2023-09-25 122 122 43.03 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD 2016-12-22 2023-09-25 43 45 -2 -2 82.02 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2018-10-15 2023-09-25 82 83 -1 -1 115.21 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD 2020-01-28 2023-09-25 115 124 -9 -9 28.81 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD 2016-03-16 2023-09-25 29 32 -3 -3 173.79 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD 2016-08-18 2023-09-25 174 192 -18 -18 189.37 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD 2017-01-25 2023-09-25 189 200 -11 -11 49.67 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-09-25 50 50 168.22 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD 2016-10-25 2023-09-25 168 179 -11 -11 20.1821 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2016-03-21 2023-09-25 20 22 -2 -2 14.8179 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD 2023-08-08 2023-09-25 15 14 1 1 90.6553 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD 2016-08-26 2023-09-25 91 98 -7 -7 205.52 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD 2018-01-16 2023-09-25 206 216 -10 -10 279.06 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 4 2022-06-27 2023-09-25 279 288 -9 -9 149.63 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-09-25 150 152 -2 -2 181.56 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2020-06-25 2023-09-25 182 202 -20 -20 162.45 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/ 2021-03-25 2023-09-25 162 182 -20 -20 264.7325 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75% 2022-03-25 2023-09-25 265 286 -21 -21 313.47 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 2022-01-25 2023-09-25 313 333 -20 -20 233.93 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-09-25 234 237 -3 -3 179.68 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2019-06-27 2023-09-25 180 186 -6 -6 194.5 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/0 2021-05-26 2023-09-25 195 209 -14 -14 425.7 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/0 2022-02-25 2023-09-25 426 460 -34 -34 25.54 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2018-11-19 2023-09-25 26 26 30.99 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD 2023-07-21 2023-09-25 31 30 1 1 15.44 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/0 2020-02-20 2023-09-25 15 17 -2 -2 180.59 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-04-25 2023-09-25 181 184 -3 -3 81.56 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 2022-05-25 2023-09-25 82 84 -2 -2 105.85 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/0 2021-03-05 2023-09-25 106 112 -6 -6 258.12 FNMA 30 YEAR POOL #CA8234 DTD 12/01/20 3 2023-08-17 2023-09-25 258 222 36 36 34.95 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/0 2021-07-26 2023-09-25 35 38 -3 -3 157.8225 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 3 2022-10-07 2023-09-25 158 143 15 15 34.38 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/ 2019-08-08 2023-09-25 34 36 -2 -2 34.23 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/ 2020-11-27 2023-09-25 34 37 -3 -3 21.49 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/ 2020-02-25 2023-09-25 21 23 -2 -2 56.56 FNMA SUPER INT 15 YEAR (FM1395F) DTD 08/ 2020-03-25 2023-09-25 57 59 -2 -2 242.11 FNMA SUPER INT 15 YEAR (FM1577F) DTD 09/ 2021-10-25 2023-09-25 242 260 -18 -18 539.19 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 3 2022-05-09 2023-09-25 539 535 4 4 242.17 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/ 2021-09-27 2023-09-25 242 270 -28 -28 49.29 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-01-25 2023-09-25 49 54 -5 -5 43.42 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/ 2021-03-29 2023-09-25 43 47 -4 -4 495.8 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/ 2021-03-26 2023-09-25 496 511 -15 -15 592.55 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/ 2021-05-10 2023-09-25 593 675 -82 -82 286.47 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/ 2021-11-29 2023-09-25 286 311 -25 -25 581.464 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/ 2021-11-17 2023-09-25 581 645 -64 -64 71.1215 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2017-11-21 2023-09-25 71 77 -6 -6 29.4085 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD 2023-07-19 2023-09-25 29 29 397.56 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 3 2022-07-25 2023-09-25 398 390 8 8 1000. KINDER MORGAN INC DTD 11/26/14 4.3% 06/0 2022-09-12 2023-09-25 974 997 -23 -23 2000. CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 2020-11-02 2023-09-26 1987 2270 -283 -283 192.6567 FNMA SUPER LNG 30 YEAR (FM4401F) DTD 9/1 2020-10-15 2023-09-26 193 202 -9 -9 3000. METLIFE INC HYBRID/CAPITAL TRUST DTD 09/10/20 CALLABLE @ 100 BEG 2020-09-11 2023-09-26 2777 3008 -231 -231 2000. AIRCASTLE LTD SR GLBL NT DTD 06/13/19 4.25% 6/15/2026 CALLABLE B 2023-01-19 2023-09-27 1884 1918 -34 -34 2000. SOUTHWEST AIRLS CO SR NT DTD 05/04/20 5. 2020-11-24 2023-09-27 1974 2283 -309 -309 3000. WESTLAKE CORP DTD 08/19/21 0.875% 08/15/ 2022-05-24 2023-09-27 2863 2881 -18 -18 10254.8119 FNMA PASS-THRU LNG 30 YEAR (AS4555F) DTD 2018-02-26 2023-09-28 9000 10327 -1327 -1327 8763.43 FNMA PASS-THRU INT 15 YEAR (BM3751F) DTD 2018-08-20 2023-09-28 8283 8898 -615 -615 8137.42 FNMA PASS-THRU INT 15 YEAR (CA1270F) DTD 2018-12-28 2023-09-28 7633 8231 -598 -598 577019 11723 0 11723 0 11723 6743 0 4980 11723 0 0 0 false false false false false false false true true MA true false false false false true GOULSTON & STORRS PC 6174821776 C/O GOULSTON 1 POST OFFICE SQ FL BOSTON MA 02109 false false false false true false false false false false false false false false false false false false false false false false RONALD M DRUKER C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 ALAN W ROTTENBERG C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 ANDREW D ROTHSTEIN C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 KIMBERLY DRUKER STOCKWELL C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 DANIEL E ROTTENBERG C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 JULIA R DRUKER C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 NONE 0 NONE 0 10844295 1288575 0 12132870 0 0 12132870 181993 11950877 597544 597544 11723 11723 585821 0 585821 0 585821 741150 0 0 0 0 741150 585821 0 0 41925 45362 0 242864 183975 514126 741150 0 0 0 585821 155329 0 0 669455 0 0 0 0 0 0 41925 627530 45362 0 242864 183975 155329 NONE NONE X MSPCA-ANGELL 350 SOUTH HUNTINGTON AVENUE BOSTON MA 02130 NONE 501(C)(3) GENERAL & UNRESTRICTED 100000 BELMONT HILL SCHOOL 350 PROSPECT STREET BELMONT MA 02478 NONE 501(C)(3) GENERAL & UNRESTRICTED 500000 BEAVER COUNTRY DAY SCHOOL INC 791 HAMOND STREET CHESTNUT HILL MA 02467 NONE 501(C)(3) GENERAL & UNRESTRICTED 4800 MUSEUM OF FINE ARTS 465 HUNTINGTON AVE BOSTON MA 02115 NONE 501(C)(3) GENERAL & UNRESTRICTED 85000 BUCKINGHAM BROWNE & NICHOLS SCHOOL 80 GERRYS LANDING ROAD CAMBRIDGE MA 02138 NONE 501(C)(3) GENERAL & UNRESTRICTED 19500 THE GREATER BOSTON FOOD BANK 70 SOUTH BAY AVENUE BOSTON MA 02118 NONE 501(C)(3) GENERAL & UNRESTRICTED 2500 FRIENDS OF THE PUBLIC GARDEN INC 69 BEACON STREET BOSTON MA 02108 NONE 501(C)(3) GENERAL & UNRESTRICTED 2000 713800 14 54841 14 254543 14 6000 18 577019 892403 892403 false false false false false false false false false false TAX PREPARATION FEE 5725 2863 2863 BONDS-CORPORATE 1265986 1112174 BONDS-FED AGENCIES (TAXABLE) 1200561 1043687 BONDS-FEDERAL AGENCIES 43131 41975 COMMON STOCKS 3074379 7059481 2431901 2260465 NON-ALLOCABLE LEGAL FEES 2202 1101 1101 ACCRUED INTEREST C/O TO 9/30/2023=4 4728 ROUNDING 23 FORM PC & ANNUAL REPORT FILING 70 0 70 ADR PASS-THROUGH FEES 125 125 0 OTHER REVENUE 6000 0 ACCRUED INTEREST C/O FROM 09/30/2022 946 FORM PC REFUND FROM 2021 125 CUSTODIAN & MANAGEMENT FEES 46633 23316 23316 INVESTMNT MNGMNT FEES (NON-DED 12728 FOREIGN TAXES 13253 13253 0