2024-04-16T12:01:54-05:00 2023-12-31 990PF 2023-01-01 046018676 EDWARD WALKER TUW WALK 8888663275 PO BOX 653067 DALLAS TX 752653067 BANK OF AMERICA N A MANAGING DIR 8888663275 2024-04-16 true 2023 2023-04-26 12:10:37Z X 10609891 X 294195 292425 -53297 4255745 0 0 240898 292425 100891 60534 40356 0 0 0 0 0 3500 0 0 3500 1250 750 0 500 0 0 4935 3851 0 0 0 0 0 0 0 70 70 110646 65135 0 44426 343692 343692 454338 65135 0 388118 -213440 227290 0 280801 212797 212797 0 0 0 30461 30461 37242 10154175 9999518 10358477 2028 1324 1375 0 10467465 10244100 10609891 0 X 10467465 10244100 10467465 10244100 10467465 10244100 10467465 -213440 0 10254025 9925 10244100 2668.446 BLACKROCK MID CAP GROWTH EQUITY PORT CL CLASS K 2020-08-17 2023-01-03 80000 97762 -17762 -17762 639.114 HARDING LOEVNER FDS INC INTL EQTY PR 2021-02-04 2023-01-03 15000 18509 -3509 -3509 2818. ISHARES S&P 100 2021-02-04 2023-01-03 478640 500118 -21478 -21478 269. ISHARES RUSSELL MID-CAP ETF 2017-07-11 2023-01-03 18081 12838 5243 5243 133. ISHARES RUSSELL 1000 VALUE ETF 2022-08-11 2023-01-03 20167 21099 -932 -932 405. ISHARES RUSSELL 2000 ETF 2021-02-04 2023-01-03 70340 88084 -17744 -17744 285.714 MFS MID CAP VALUE FUND CL R6 2021-12-03 2023-01-03 8000 9351 -1351 -1351 1653. VANGUARD FTSE DEVELOPED MARKETS ETF 2022-08-11 2023-01-03 69757 72020 -2263 -2263 3466. VANGUARD FTSE DEVELOPED MARKETS ETF 2017-07-11 2023-01-03 146266 142886 3380 3380 30. VANGUARD FTSE DEVELOPED MARKETS ETF 2014-02-06 2023-01-03 1266 1197 69 69 420. VANGUARD FTSE DEVELOPED MARKETS ETF 2014-12-08 2023-01-03 17724 16499 1225 1225 216. VANGUARD FTSE EMERGING MARKETS ETF 2021-07-26 2023-01-03 8510 10990 -2480 -2480 2067. VANGUARD FTSE EMERGING MARKETS ETF 2022-08-11 2023-01-03 81434 87386 -5952 -5952 1.47 FNMA P535031 08%2029 1999-10-27 2023-01-31 1 1 19.7 GNM P476988X 06%2029 1999-04-14 2023-01-31 20 19 1 1 4.18 GNM P780892X 06 50%2028 1999-04-08 2023-01-31 4 4 13706.14 METRO WEST T/R BD CL I 2022-08-11 2023-02-16 125000 132538 -7538 -7538 11638.734 WESTERN ASSET CORE BOND FD CL IS 2021-02-04 2023-02-16 125000 157007 -32007 -32007 1.52 FNMA P535031 08%2029 1999-10-27 2023-02-28 2 2 19.81 GNM P476988X 06%2029 1999-04-14 2023-02-28 20 19 1 1 4.09 GNM P780892X 06 50%2028 1999-04-08 2023-02-28 4 4 1.5 FNMA P535031 08%2029 1999-10-27 2023-03-31 2 2 19.8 GNM P476988X 06%2029 1999-04-14 2023-03-31 20 19 1 1 4.41 GNM P780892X 06 50%2028 1999-04-08 2023-03-31 4 4 862.069 METRO WEST T/R BD CL I 2022-08-11 2023-03-31 8000 8336 -336 -336 858.369 METRO WEST T/R BD CL I 2022-08-11 2023-04-03 8000 8300 -300 -300 1602.564 METRO WEST T/R BD CL I 2022-08-11 2023-04-04 15000 15497 -497 -497 1793. BLACKROCK ULTRA SHORT- TERM BOND ETF 2022-05-17 2023-04-05 89963 89847 116 116 20652.174 PGIM HIGH YIELD FUND CL R6 2021-02-04 2023-04-05 95000 114826 -19826 -19826 1.5 FNMA P535031 08%2029 1999-10-27 2023-04-30 2 2 19.96 GNM P476988X 06%2029 1999-04-14 2023-04-30 20 20 4.31 GNM P780892X 06 50%2028 1999-04-08 2023-04-30 4 4 1.9 FNMA P535031 08%2029 1999-10-27 2023-05-31 2 2 20.07 GNM P476988X 06%2029 1999-04-14 2023-05-31 20 20 4.4 GNM P780892X 06 50%2028 1999-04-08 2023-05-31 4 4 1.53 FNMA P535031 08%2029 1999-10-27 2023-06-30 2 2 20.18 GNM P476988X 06%2029 1999-04-14 2023-06-30 20 20 4.45 GNM P780892X 06 50%2028 1999-04-08 2023-06-30 4 4 6530.742 DIAMOND HILL LARGE CAP FD CL I 2022-02-02 2023-07-27 205000 232168 -27168 -27168 16171.48 EATON VANCE GLBL MACRO ABSOLUTE RETURN FD CL R6 2022-08-11 2023-07-27 134385 128286 6099 6099 7145.409 OAKMARK INTL FD CL R6 2021-02-04 2023-07-27 200000 191353 8647 8647 645. ISHARES RUSSELL 2000 ETF 2021-02-04 2023-07-27 124641 140282 -15641 -15641 6690. BLACKROCK ULTRA SHORT- TERM BOND ETF 2022-05-17 2023-07-27 336589 335236 1353 1353 2037. BLACKROCK ULTRA SHORT- TERM BOND ETF 2022-08-11 2023-07-27 102486 101972 514 514 3297. BLACKROCK ULTRA SHORT- TERM BOND ETF 2023-01-03 2023-07-27 165879 164976 903 903 20587.154 JOHN HANCOCK SEAPORT LONG/SHORT FUND CL R6 2022-08-11 2023-07-27 235105 235000 105 105 783.641 MFS MID CAP VALUE FUND CL R6 2021-12-03 2023-07-27 23972 25649 -1677 -1677 6194.979 MFS MID CAP VALUE FUND CL R6 2022-08-11 2023-07-27 189504 190000 -496 -496 3645.767 MFS MID CAP VALUE FUND CL R6 2021-02-04 2023-07-27 111524 99420 12104 12104 6516.588 METROPOLITAN WEST TOTAL RETURN BOND FD CL P 2022-08-11 2023-07-27 55000 59081 -4081 -4081 20518.359 PGIM HIGH YIELD FUND CL R6 2021-02-04 2023-07-27 95000 114082 -19082 -19082 9848.485 ABBEY CAPITAL FUTURES STRATEGY FUND CLASS I 2022-08-11 2023-07-27 114045 130000 -15955 -15955 139. VANGUARD FTSE DEVELOPED MARKETS ETF 2014-12-08 2023-07-27 6566 5460 1106 1106 1425. VANGUARD FTSE DEVELOPED MARKETS ETF 2019-01-11 2023-07-27 67309 55091 12218 12218 670. VANGUARD FTSE DEVELOPED MARKETS ETF 2015-10-07 2023-07-27 31647 25046 6601 6601 2522. VANGUARD FTSE DEVELOPED MARKETS ETF 2013-01-11 2023-07-27 119125 90848 28277 28277 149. VANGUARD 500 INDEX FUND SHS ETF 2023-04-05 2023-07-27 61840 55743 6097 6097 463. VANGUARD 500 INDEX FUND SHS ETF 2021-02-04 2023-07-27 192161 163676 28485 28485 1.52 FNMA P535031 08%2029 1999-10-27 2023-07-31 2 2 20.18 GNM P476988X 06%2029 1999-04-14 2023-07-31 20 20 5.42 GNM P780892X 06 50%2028 1999-04-08 2023-07-31 5 5 2.67 FNMA P535031 08%2029 1999-10-27 2023-08-31 3 3 423.46 GNM P476988X 06%2029 1999-04-14 2023-08-31 423 414 9 9 4.85 GNM P780892X 06 50%2028 1999-04-08 2023-08-31 5 5 1.53 FNMA P535031 08%2029 1999-10-27 2023-09-30 2 2 15.29 GNM P476988X 06%2029 1999-04-14 2023-09-30 15 15 4.89 GNM P780892X 06 50%2028 1999-04-08 2023-09-30 5 5 2265.372 AQR MANAGED FUTURES STRATEGY FUND CL I 2023-07-31 2023-10-13 21000 19618 1382 1382 281.215 BLACKROCK GLOBAL LONG SHRT CRED FD CL CLASS K 2023-07-31 2023-10-13 2500 2478 22 22 493.546 DIAMOND HILL LONG SHORT FD CL I 2023-07-31 2023-10-13 13000 13094 -94 -94 238.42 DIAMOND HILL LARGE CAP FD CL I 2022-02-02 2023-10-13 7000 8476 -1476 -1476 78.025 EATON VANCE GLBL MACRO ABSOLUTE RETURN FD CL R6 2022-08-11 2023-10-13 637 617 20 20 2908.668 THE MERGER FUND CL I 2023-07-31 2023-10-13 50000 48342 1658 1658 1010.101 NEUBERGER BERMAN LONG SHORT FUND INSTL CL 2022-08-11 2023-10-13 17000 17444 -444 -444 1095.654 PGIM HIGH YIELD FUND CL R6 2021-02-04 2023-10-13 4919 6092 -1173 -1173 17.932 PGIM HIGH YIELD FUND CL R6 2021-05-18 2023-10-13 81 100 -19 -19 58. VANGUARD FTSE DEVELOPED MARKETS ETF 2013-01-11 2023-10-13 2512 2089 423 423 313. VANGUARD TOTAL INTERNATL BOND ETF 2021-02-04 2023-10-13 15010 18167 -3157 -3157 66. VANGUARD 500 INDEX FUND SHS ETF 2021-02-04 2023-10-13 26138 23332 2806 2806 1.54 FNMA P535031 08%2029 1999-10-27 2023-10-31 2 2 15.78 GNM P476988X 06%2029 1999-04-14 2023-10-31 16 15 1 1 16.61 GNM P780892X 06 50%2028 1999-04-08 2023-10-31 17 17 1.56 FNMA P535031 08%2029 1999-10-27 2023-11-30 2 2 16.87 GNM P476988X 06%2029 1999-04-14 2023-11-30 17 16 1 1 4.04 GNM P780892X 06 50%2028 1999-04-08 2023-11-30 4 4 33.23 FNMA P535031 08%2029 1999-10-27 2023-12-31 33 34 -1 -1 16.97 GNM P476988X 06%2029 1999-04-14 2023-12-31 17 17 3.98 GNM P780892X 06 50%2028 1999-04-08 2023-12-31 4 4 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 CAPITAL GAIN DIVIDENDS P 42275 -53297 3159 0 3159 0 3159 1400 0 0 1400 X 0 1759 0 0 false false false false false false false true true MA true false false false false true BANK OF AMERICA NA 8888663275 PO BOX 653067 DALLAS TX 752653067 X false false false false true false false false false false false false false false false false false false false false false false BANK OF AMERICA 101 E RIVER DR EAST HARTFORD CT 06108 CO-TRUSTEE 1 77703 EDWARD J BARRY ESQ 3554 OCEAN DR APT 802 N VERO BEACH FL 329635109 CO-TRUSTEE 1 23188 NONE 0 NONE 0 9575350 548523 0 10123873 0 0 10123873 151858 9972015 498601 498601 3159 3159 495442 0 495442 0 495442 388118 0 0 0 0 388118 495442 30234 0 0 0 0 0 0 0 388118 30234 0 0 357884 0 0 0 0 0 0 0 0 137558 0 0 0 0 0 0 0 0 X BAYSTATE HEALTH FOUNDATION INC C/O TREASURY SERVICES 759 CHESTNUT STREET SPRINGFIELD MA 011991001 N/A PC UNRESTRICTED GENERAL 114564 CITY OF SPRINGFIELD ATTN CITY TREASURER-ADMIN BLDG 36 COURT STREET SPRINGFIELD MA 011031602 N/A PC UNRESTRICTED GENERAL 114564 SPRINGFIELD LIBRARY & MUSEUMS ASSN C/O DIRECTOR OF FINANCE 21 EDWARDS STREET SPRINGFIELD MA 011031548 N/A PC UNRESTRICTED GENERAL 114564 343692 14 294195 18 -53297 240898 240898 false false false false false false false false false false TAX PREPARATION FEE - BOA 1250 750 500 FEDERAL FOOTNOTE PART VIII LIST OF OFFICERS AND DIRECTORS THE COMPENSATION SHOWN ON THE RETURN THAT IS PAID TO BANK OF AMERICA, N.A. AS CORPORATE TRUSTEE IS NOT CALCULATED BASED UPON AN HOURLY RATE FOR THE TIME SPENT BY THE TRUSTEE; RATHER, BANK OF AMERICA'S COMPENSATION AS CORPORATE TRUSTEE IS CALCULATED USING A MARKET VALUE FEE SCHEDULE. THE TRUST OFFICER'S TIME SPENT PERFORMING ADMINISTRATIVE RESPONSIBILITIES FOR THIS FOUNDATION AVERAGES ONE HOUR PER WEEK. IN ADDITION, TIME IS SPENT BY OTHER STAFF MEMBERS FOR RECORDKEEPING, INVESTMENT MANAGEMENT, INCOME COLLECTION, RENDERING STATEMENTS AND ACCOUNTINGS, REGULATORY REPORTING, REGULATORY COMPLIANCE, AND TAX SERVICES. 31384VLL4 FNMA P535031 08% 90 92 36209N2V3 GNM P476988X 06% 1030 1074 36225A7D6 GNM P780892X 06 50% 204 209 464287499 ISHARES RUSSELL MIDC 550706 666768 464287598 ISHARES RUSSELL 1000 1029947 1080900 921943858 VANGUARD FTSE DEVELO 153559 215454 922042858 VANGUARD FTSE EMERGI 611640 618514 592905509 METROPOLITAN WEST TO 464287101 ISHARES S&P 100 464287655 ISHARES TR RUSSELL 2 572289 573629 92203J407 VANGUARD TOTAL INTER 541697 508114 922908363 VANGUARD 500 INDEX F 606606 753043 25264S841 DIAMOND HILL LARGE C 1047668 1065352 55273W475 MFS MID CAP VALUE FU 381575 430673 74440Y884 PGIM HIGH YIELD FUND 206400 207096 957663677 WESTERN ASSET CORE B 916269 850157 412295107 HARDING LOEVNER INTL 289154 263701 413838723 OAKMARK INTL FD CL I 46434V878 BLACKROCK ULTRA SHOR 09250J734 BLACKROCK EVENT DRIV 331000 333856 09258N604 BLACKROCK MID CAP GR 413706 445337 277923728 EATON VANCE GLBL MAC 47803P476 JOHN HANCOCK SEAPORT 64128R608 NEUBERGER BERMAN LON 350556 357538 74925K367 ABBEY CAPITAL FUTURE 722005220 PIMCO INTERNATIONAL 217000 215466 00203H859 AQR MANAGED FUTURES 165382 156215 25264S833 DIAMOND HILL LONG SH 346906 352137 589509207 THE MERGER FUND CL I 256658 261908 09260C703 BLACKROCK GLOBAL LON 97523 98408 592905764 METROPOLITAN WEST TO 511247 486080 27830W108 EATON VANCE GLB MACR 98000 97707 524686664 BRANDYWINEGLBL GLBL 54000 53626 413838574 OAKMARK INTL FD CL R 250030 266798 30461 37242 LEGAL FEES - INCOME (ALLOCABLE 3500 3500 TAX YEAR END INCOME ADJUSTMENT 8830 ROUNDING 3 TAX YEAR END COST ADJUSTMENT 1092 STATE FILING FEE 70 0 70 EXCISE TAX ESTIMATES 1084 0 0 FOREIGN TAXES ON QUALIFIED FOR 2200 2200 0 FOREIGN TAXES ON NONQUALIFIED 1651 1651 0