2025-01-21T17:01:12-05:00 2024-09-30 346565596 ERNST & YOUNG US LLP 2100 ONE PPG PLACE PITTSBURGH PA 15222 990PF 2023-10-01 256024443 J B FINLEY CHARITABLE TRUST FINL 4122583051 500 FIRST AVE P7-PFSC-03-Z PITTSBURGH PA 15219 PNC BANK N A TAX MANAGER 4122583051 2025-01-21 true true JASON BELOT P00183464 3302555814 2025-01-21 2023 2024-10-15 13:58:12Z X 2442051 X 94931 94931 -30749 1710620 0 0 97 97 64279 95028 27472 21978 5494 0 0 0 0 0 0 0 0 1186 0 0 0 0 0 0 0 7378 7378 36036 21978 0 12872 107145 107145 143181 21978 0 120017 -78902 73050 0 45528 20827 20827 0 0 0 1423952 1421999 1374132 1091015 937339 944705 99983 102387 2560495 2480148 2442051 0 X 2560495 2480148 2560495 2480148 2560495 2480148 2560495 -78902 3056 2484649 4501 2480148 10000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-09-18 2023-10-02 9381 9402 -21 -21 5000. KINDER MORGAN INC CALL 03/01/2033 UNSC 2023-01-26 2023-10-10 4577 4984 -407 -407 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2023-04-17 2023-10-10 3936 4189 -253 -253 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-04-03 2023-10-11 4449 4660 -211 -211 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-05-10 2023-10-11 4449 4710 -261 -261 10000. ACTIVISION BLIZZARD CALL 03/15/2027 UNSC 2022-11-02 2023-10-17 9352 9352 10000. MOHAWK INDUSTRIES INC CALL 08/18/2028 UN 2023-09-11 2023-10-19 9781 10004 -223 -223 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2023-05-01 2023-10-19 14360 16567 -2207 -2207 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-03-31 2023-10-19 9155 9627 -472 -472 25000. CAPITAL ONE FINANCIAL CO CALL 11/02/2026 UNSC 2021-10-28 2023-10-27 21482 25000 -3518 -3518 10000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-08-22 2023-10-27 9414 9414 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-10-19 2023-10-27 4607 4607 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-10-17 2023-10-27 4606 4582 24 24 15.91 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-10-31 16 17 -1 -1 84.62 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-10-31 85 87 -2 -2 23.4 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-10-31 23 24 -1 -1 86.59 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-10-31 87 90 -3 -3 234.59 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-10-31 235 244 -9 -9 70.55 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-10-31 71 69 2 2 129.57 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-10-31 130 130 115.29 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-10-31 115 112 3 3 79.14 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-10-31 79 79 51.19 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-10-31 51 52 -1 -1 302.69 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-10-31 303 308 -5 -5 154.72 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-10-31 155 151 4 4 28.89 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-10-31 29 29 100.53 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-10-31 101 105 -4 -4 28.78 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-10-31 29 30 -1 -1 295.92 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-10-31 296 303 -7 -7 10.29 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-10-31 10 11 -1 -1 127.02 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-10-31 127 135 -8 -8 62.49 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-10-31 62 64 -2 -2 59.33 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-10-31 59 61 -2 -2 25.82 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-10-31 26 27 -1 -1 25.53 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-10-31 26 26 24.82 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-10-31 25 26 -1 -1 68.25 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-10-31 68 70 -2 -2 54.48 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-10-31 54 57 -3 -3 88.8 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-10-31 89 89 27.14 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-10-31 27 27 139.21 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-10-31 139 140 -1 -1 41.36 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-10-31 41 41 33.54 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-10-31 34 35 -1 -1 188.28 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-10-31 188 179 9 9 283.71 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-10-31 284 289 -5 -5 96.69 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-10-31 97 100 -3 -3 256.54 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-10-31 257 250 7 7 88.06 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-10-31 88 86 2 2 29.52 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-10-31 30 30 4.69 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-10-31 5 5 63.99 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-10-31 64 65 -1 -1 94.91 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-10-31 95 100 -5 -5 113.78 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-10-31 114 118 -4 -4 136.88 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-10-31 137 124 13 13 126.09 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-10-31 126 112 14 14 141.64 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-10-31 142 135 7 7 120.95 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-10-31 121 120 1 1 60.14 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-10-31 60 61 -1 -1 191.96 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-10-31 192 202 -10 -10 48.69 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-10-31 49 51 -2 -2 270.73 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-10-31 271 276 -5 -5 52.49 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-10-31 52 53 -1 -1 90.25 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-10-31 90 94 -4 -4 149.91 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-10-31 150 148 2 2 122.52 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-10-31 123 104 19 19 14.84 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-10-31 15 14 1 1 99.06 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-10-31 99 103 -4 -4 37.69 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-10-31 38 39 -1 -1 136.74 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-10-31 137 135 2 2 114.51 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-10-31 115 116 -1 -1 11.85 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-10-31 12 12 28.81 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-10-31 29 30 -1 -1 97.45 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-10-31 97 98 -1 -1 14.92 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-10-31 15 16 -1 -1 11.95 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-10-31 12 13 -1 -1 45.64 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-10-31 46 47 -1 -1 106.4 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-10-31 106 111 -5 -5 194.54 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-10-31 195 195 53.43 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-10-31 53 54 -1 -1 176.79 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-10-31 177 184 -7 -7 165.55 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-10-31 166 168 -2 -2 114.91 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-10-31 115 115 214.24 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-10-31 214 214 162.05 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-10-31 162 165 -3 -3 43.02 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-10-31 43 43 46.89 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-10-31 47 49 -2 -2 20.06 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-10-31 20 21 -1 -1 24.98 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-10-31 25 26 -1 -1 174.94 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-10-31 175 183 -8 -8 32.91 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-10-31 33 36 -3 -3 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-03-31 2023-11-01 4630 4814 -184 -184 15000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2023-10-27 2023-11-01 13811 13804 7 7 10000. PFIZER INVESTMENT ENTER SEDOL ISIN US716973AC67 2023-05-16 2023-11-02 9644 9988 -344 -344 10000. AMERICAN HONDA FINANCE SER GMTN UNSC 2023-10-02 2023-11-03 10073 9991 82 82 10000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2023-10-27 2023-11-03 9271 9205 66 66 5000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2023-05-01 2023-11-06 3676 4370 -694 -694 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-03-21 2023-11-06 8907 9270 -363 -363 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-10-17 2023-11-06 4630 4585 45 45 5000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2023-08-31 2023-11-06 4378 4546 -168 -168 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-01-30 2023-11-07 4656 4804 -148 -148 5000. WALT DISNEY COMPANY/THE COGT 2019-12-05 2023-11-08 5430 7049 -1619 -1619 5000. USA TREASURY NOTE 02.875% DUE 08/15/2028 2023-10-19 2023-11-13 4618 4555 63 63 10000. VERIZON COMMUNICATIONS CALL 02/09/2033 UNSC 2023-05-05 2023-11-20 9689 9984 -295 -295 10000. PACIFICORP CALL 11/15/2053 MORT 2023-05-15 2023-11-27 8586 9996 -1410 -1410 5000. AMAZON.COM INC CALL 06/05/2034 @ 100.000 UNSC 2020-03-25 2023-11-29 5050 5931 -881 -881 20000. BANK OF MONTREAL SEDOL BKPJSS5 ISIN US06368LWT96 2023-09-18 2023-11-29 20184 20000 184 184 15000. BANK OF NOVA SCOTIA SEDOL 2K8ZBQ8 ISIN US06418GAD97 2023-06-05 2023-11-29 14932 14975 -43 -43 10000. PACCAR FINANCIAL CORP UNSC 2023-11-03 2023-11-29 10126 9992 134 134 10000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2023-11-29 2023-11-29 9342 9337 5 5 10000. APPLE INC CALL 02/08/2052 UNSC 2022-08-01 2023-11-30 8303 9934 -1631 -1631 36.69 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-11-30 37 39 -2 -2 134.85 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-11-30 135 139 -4 -4 23.43 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-11-30 23 24 -1 -1 83.15 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-11-30 83 87 -4 -4 195.35 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-11-30 195 203 -8 -8 94.79 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-11-30 95 92 3 3 115.66 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-11-30 116 116 95.59 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-11-30 96 93 3 3 70.75 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-11-30 71 70 1 1 52.77 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-11-30 53 53 95.22 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-11-30 95 97 -2 -2 107.12 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-11-30 107 105 2 2 177.47 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-11-30 177 179 -2 -2 54.36 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-11-30 54 57 -3 -3 58.25 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-11-30 58 60 -2 -2 154.75 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-11-30 155 159 -4 -4 10.26 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-11-30 10 11 -1 -1 65.54 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-11-30 66 70 -4 -4 136.12 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-11-30 136 140 -4 -4 54.14 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-11-30 54 55 -1 -1 26.4 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-11-30 26 27 -1 -1 11.65 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-11-30 12 12 25.08 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-11-30 25 26 -1 -1 44.3 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-11-30 44 45 -1 -1 7.9 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-11-30 8 8 70.39 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-11-30 70 71 -1 -1 51.93 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-11-30 52 52 79.06 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-11-30 79 79 57.58 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-11-30 58 57 1 1 154.3 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-11-30 154 163 -9 -9 57.53 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-11-30 58 55 3 3 125.23 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-11-30 125 128 -3 -3 146.87 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-11-30 147 152 -5 -5 204.99 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-11-30 205 200 5 5 37.69 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-11-30 38 37 1 1 30.6 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-11-30 31 31 4.65 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-11-30 5 5 123.9 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-11-30 124 126 -2 -2 140.93 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-11-30 141 148 -7 -7 72.89 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-11-30 73 75 -2 -2 233.76 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-11-30 234 211 23 23 37.72 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-11-30 38 33 5 5 216.09 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-11-30 216 205 11 11 48.08 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-11-30 48 48 58.42 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-11-30 58 60 -2 -2 160.62 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-11-30 161 169 -8 -8 38.41 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-11-30 38 40 -2 -2 246.17 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-11-30 246 251 -5 -5 72.89 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-11-30 73 73 93.06 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-11-30 93 97 -4 -4 212.86 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-11-30 213 210 3 3 97.89 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-11-30 98 83 15 15 14.91 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-11-30 15 14 1 1 10.44 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-11-30 10 11 -1 -1 35.87 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-11-30 36 37 -1 -1 127.74 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-11-30 128 126 2 2 30.7 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-11-30 31 31 9.98 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-11-30 10 10 83.94 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-11-30 84 87 -3 -3 44.73 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-11-30 45 45 17.36 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-11-30 17 18 -1 -1 12.13 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-11-30 12 13 -1 -1 10.45 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-11-30 10 11 -1 -1 74.69 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-11-30 75 78 -3 -3 181.75 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-11-30 182 182 48.82 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-11-30 49 49 156.69 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-11-30 157 163 -6 -6 209.82 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-11-30 210 213 -3 -3 92.44 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-11-30 92 92 144.03 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-11-30 144 144 56.89 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-11-30 57 58 -1 -1 34.07 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-11-30 34 34 26.36 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-11-30 26 28 -2 -2 18.08 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-11-30 18 19 -1 -1 28.03 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-11-30 28 30 -2 -2 190.94 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-11-30 191 199 -8 -8 108.57 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-11-30 109 118 -9 -9 10000. PHILLIPS 66 CALL 03/30/2033 UNSC 2023-03-28 2023-11-30 9907 9994 -87 -87 5000. VISA INC CALL 06/14/2035 @ 100.000 UNSC 2015-12-09 2023-11-30 4706 4993 -287 -287 15000. KEYCORP SER MTN UNSC 2023-03-22 2023-12-01 13659 13659 5000. ROYAL BANK OF CANADA SER GMTN SEDOL 2LDD6M5 ISIN US78016FZZ07 2023-07-13 2023-12-05 5004 4999 5 5 5000. ROYAL BANK OF CANADA SER GMTN SEDOL 2LDD6M5 ISIN US78016FZZ07 2023-07-13 2023-12-05 5008 4999 9 9 5000. SAN DIEGO G & E CALL 07/15/2028 MORT 2023-08-07 2023-12-06 5027 4979 48 48 5000. USA TREASURY NOTE 02.875% DUE 08/15/2028 2023-11-29 2023-12-06 4725 4706 19 19 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-04-19 2023-12-27 9609 9609 11.49 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-12-31 11 12 -1 -1 84.28 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-12-31 84 87 -3 -3 23.8 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-12-31 24 25 -1 -1 439.85 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-12-31 440 459 -19 -19 207.98 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2023-12-31 208 216 -8 -8 164.82 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-12-31 165 160 5 5 114.65 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-12-31 115 115 128. FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-12-31 128 125 3 3 60.69 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-12-31 61 60 1 1 41.79 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-12-31 42 42 177.31 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-12-31 177 180 -3 -3 65.78 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-12-31 66 64 2 2 93.67 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2023-12-31 94 95 -1 -1 84.87 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-12-31 85 88 -3 -3 72.2 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-12-31 72 75 -3 -3 51.05 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2023-12-31 51 52 -1 -1 39.72 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2023-12-31 40 41 -1 -1 54.01 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-12-31 54 57 -3 -3 134.13 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-12-31 134 138 -4 -4 44.47 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-12-31 44 45 -1 -1 135.33 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-12-31 135 141 -6 -6 15.7 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-12-31 16 16 24.6 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-12-31 25 25 56.88 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2023-12-31 57 58 -1 -1 12.67 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-12-31 13 13 85.81 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-12-31 86 86 32.78 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-12-31 33 33 91.34 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-12-31 91 92 -1 -1 23.84 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-12-31 24 24 119.14 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-12-31 119 126 -7 -7 65.65 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-12-31 66 63 3 3 129.45 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-12-31 129 132 -3 -3 46.05 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-12-31 46 48 -2 -2 151.84 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-12-31 152 148 4 4 28.24 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2023-12-31 28 28 32.31 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-12-31 32 33 -1 -1 4.7 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-12-31 5 5 110.8 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-12-31 111 113 -2 -2 29.59 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-12-31 30 31 -1 -1 51.66 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-12-31 52 53 -1 -1 152.94 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-12-31 153 138 15 15 98.66 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-12-31 99 87 12 12 202.78 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-12-31 203 193 10 10 26.74 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-12-31 27 27 55.27 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-12-31 55 56 -1 -1 181.16 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-12-31 181 190 -9 -9 46.93 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-12-31 47 49 -2 -2 219.28 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-12-31 219 223 -4 -4 43.6 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-12-31 44 44 176.77 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-12-31 177 185 -8 -8 173.86 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-12-31 174 172 2 2 148.76 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-12-31 149 127 22 22 14.99 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2023-12-31 15 14 1 1 12.41 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-12-31 12 13 -1 -1 16.18 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-12-31 16 17 -1 -1 71.32 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-12-31 71 70 1 1 78.06 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2023-12-31 78 79 -1 -1 43.67 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-12-31 44 43 1 1 27.34 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-12-31 27 28 -1 -1 124.2 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2023-12-31 124 125 -1 -1 15.57 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-12-31 16 16 11.62 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2023-12-31 12 12 10.67 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2023-12-31 11 11 57.71 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-12-31 58 60 -2 -2 186.96 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-12-31 187 188 -1 -1 54.1 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-12-31 54 54 149.8 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-12-31 150 156 -6 -6 127.85 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-12-31 128 130 -2 -2 116.39 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-12-31 116 116 163.42 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-12-31 163 163 62.78 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-12-31 63 64 -1 -1 34.69 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-12-31 35 35 18.58 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-12-31 19 19 11.2 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2023-12-31 11 12 -1 -1 22.85 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-12-31 23 24 -1 -1 169.43 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-12-31 169 177 -8 -8 31.39 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-12-31 31 34 -3 -3 10000. WEC ENERGY GROUP INC CALL 08/12/2026 UNSC 2023-09-05 2024-01-02 10159 9998 161 161 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-05-30 2024-01-04 9546 9562 -16 -16 10000. E.I. DU PONT DE NEMOURS CALL 05/15/2030 UNSC 2023-05-10 2024-01-05 8657 8621 36 36 10000. REALTY INCOME CORP CALL 11/15/2028 UNSC 2023-04-05 2024-01-08 9968 9920 48 48 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-11-29 2024-01-08 4609 4543 66 66 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-11-16 2024-01-08 9217 9152 65 65 5000. ENERGY TRANSFER LP CALL 09/01/2033 UNSC 2023-10-10 2024-01-10 5363 4994 369 369 15000. TORONTO-DOMINION BANK SEDOL BM9HQS5 ISIN US89115A2S07 2023-07-10 2024-01-10 15235 15000 235 235 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-11-29 2024-01-10 4614 4543 71 71 15000. CONAGRA BRANDS INC UNSC 2023-07-17 2024-01-16 15202 14975 227 227 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2024-01-10 2024-01-16 9652 9625 27 27 15000. FIDELITY NATL INFO SERV UNSC 2022-07-06 2024-01-17 14901 14995 -94 -94 10000. US BANCORP CALL 10/21/2025 UNSC 2023-03-21 2024-01-18 10070 10022 48 48 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2024-01-16 2024-01-18 4802 4817 -15 -15 5000. TRANS CANADA PIPELINES SR NTS 2018-06-28 2024-01-19 5211 5597 -386 -386 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2024-01-16 2024-01-19 4794 4817 -23 -23 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2024-01-17 2024-01-19 14426 14440 -14 -14 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2024-01-10 2024-01-19 4809 4813 -4 -4 5000. NVIDIA CORP CALL 10/01/2049 UNSC 2023-07-13 2024-01-24 3966 4050 -84 -84 10000. PROLOGIS LP CALL 05/15/2028 UNSC 2023-11-02 2024-01-26 10081 9703 378 378 5000. USA TREASURY NOTE 02.875% DUE 08/15/2028 2024-01-08 2024-01-29 4765 4765 15000. TOYOTA MOTOR CREDIT CORP UNSC 2024-01-02 2024-01-30 15031 14988 43 43 49.32 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-01-31 49 52 -3 -3 74.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-01-31 74 76 -2 -2 23.44 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-01-31 23 24 -1 -1 83.66 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-01-31 84 87 -3 -3 199.25 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-01-31 199 207 -8 -8 184.09 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-01-31 184 179 5 5 120.52 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-01-31 121 121 129.32 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-01-31 129 126 3 3 75.8 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-01-31 76 75 1 1 52.82 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-01-31 53 53 98.77 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-01-31 99 101 -2 -2 47.22 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-01-31 47 46 1 1 166.25 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-01-31 166 168 -2 -2 83.03 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-01-31 83 86 -3 -3 71.73 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-01-31 72 74 -2 -2 260.85 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-01-31 261 267 -6 -6 25.48 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-01-31 25 26 -1 -1 19.71 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-01-31 20 21 -1 -1 105.3 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-01-31 105 109 -4 -4 64.97 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-01-31 65 66 -1 -1 15.58 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-01-31 16 16 15.65 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-01-31 16 16 45.22 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-01-31 45 47 -2 -2 44.87 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-01-31 45 46 -1 -1 8.32 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-01-31 8 9 -1 -1 78.02 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-01-31 78 78 36.06 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-01-31 36 36 76.63 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-01-31 77 77 37.69 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-01-31 38 37 1 1 37.22 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-01-31 37 39 -2 -2 53.18 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-01-31 53 51 2 2 218.95 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-01-31 219 223 -4 -4 44.85 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-01-31 45 46 -1 -1 254.46 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-01-31 254 248 6 6 21.94 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-01-31 22 22 32.65 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-01-31 33 33 162.09 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-01-31 162 176 -14 -14 136.35 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-01-31 136 139 -3 -3 58.19 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-01-31 58 61 -3 -3 48.59 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-01-31 49 50 -1 -1 26.74 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-01-31 27 24 3 3 85.96 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-01-31 86 76 10 10 178.26 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-01-31 178 169 9 9 114.93 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-01-31 115 114 1 1 56.51 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-01-31 57 58 -1 -1 163.38 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-01-31 163 172 -9 -9 91.65 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-01-31 92 96 -4 -4 218.05 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-01-31 218 222 -4 -4 43.17 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-01-31 43 43 47.83 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-01-31 48 50 -2 -2 292.64 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-01-31 293 289 4 4 107.1 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-01-31 107 91 16 16 15.06 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-01-31 15 15 8.41 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-01-31 8 9 -1 -1 41.93 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-01-31 42 43 -1 -1 51.3 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-01-31 51 51 28.17 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-01-31 28 29 -1 -1 18.89 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-01-31 19 19 84.91 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-01-31 85 88 -3 -3 93.94 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-01-31 94 95 -1 -1 16.94 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-01-31 17 18 -1 -1 123.64 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-01-31 124 130 -6 -6 13.58 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-01-31 14 14 17.98 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-01-31 18 19 -1 -1 206.85 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-01-31 207 208 -1 -1 52.05 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-01-31 52 52 161.19 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-01-31 161 167 -6 -6 152.72 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-01-31 153 155 -2 -2 108.14 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-01-31 108 108 143.23 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-01-31 143 143 528.47 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-01-31 528 539 -11 -11 40.41 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-01-31 40 41 -1 -1 16.35 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-01-31 16 17 -1 -1 9.49 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-01-31 9 10 -1 -1 21.54 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-01-31 22 23 -1 -1 167.33 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-01-31 167 175 -8 -8 176.48 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-01-31 176 191 -15 -15 5000. AMERIPRISE FINANCIAL INC CALL 11/15/2028 UNSC 2023-11-07 2024-02-01 5236 4992 244 244 15000. GENERAL MOTORS FINL CO COGT 2023-11-01 2024-02-05 14553 14054 499 499 10000. USA TREASURY NOTE 02.875% DUE 08/15/2028 2023-11-29 2024-02-05 9476 9470 6 6 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-11-29 2024-02-05 9179 9085 94 94 10000. CHARLES SCHWAB CORP CALL 07/24/2026 UNSC 2023-08-22 2024-02-06 10215 9992 223 223 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-11-29 2024-02-06 4608 4543 65 65 15000. CANADIAN IMPERIAL BANK SEDOL 2LMV7F0 ISIN US13607LWT69 2023-09-26 2024-02-07 15368 15000 368 368 10000. AMERICAN EXPRESS CO CALL 10/30/2025 UNSC 2023-10-24 2024-02-12 10177 10000 177 177 5000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2024-02-06 2024-02-12 4706 4715 -9 -9 5000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2024-02-06 2024-02-12 4706 4715 -9 -9 10000. SOUTHERN CO CALL 04/01/2026 @ 100.000 UNSC 2021-02-24 2024-02-13 9576 10402 -826 -826 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-05-30 2024-02-14 4729 4781 -52 -52 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2023-04-17 2024-02-14 4079 4189 -110 -110 10000. INTEL CORP CALL 02/05/2052 UNSC 2022-08-03 2024-02-15 9201 9988 -787 -787 10000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2021-03-23 2024-02-21 9046 12229 -3183 -3183 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2023-05-15 2024-02-22 7834 8621 -787 -787 5000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2023-03-09 2024-02-22 3917 4272 -355 -355 5000. KINDER MORGAN INC CALL 01/01/2029 UNSC 2024-01-29 2024-02-27 4959 4992 -33 -33 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2024-01-16 2024-02-27 4769 4817 -48 -48 5000. USA TREASURY NOTES 01.875% DUE 08/31/2024 2024-01-31 2024-02-28 4916 4908 8 8 15000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2024-02-07 2024-02-28 14321 14384 -63 -63 13.69 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-02-29 14 15 -1 -1 81.85 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-02-29 82 84 -2 -2 23.31 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-02-29 23 24 -1 -1 77.56 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-02-29 78 81 -3 -3 206.84 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-02-29 207 214 -7 -7 211.16 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-02-29 211 206 5 5 138.85 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-02-29 139 140 -1 -1 113.21 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-02-29 113 110 3 3 84.94 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-02-29 85 84 1 1 57.9 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-02-29 58 58 175.57 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-02-29 176 179 -3 -3 149.47 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-02-29 149 146 3 3 28.05 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-02-29 28 28 55.52 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-02-29 56 58 -2 -2 82.75 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-02-29 83 85 -2 -2 53.54 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-02-29 54 55 -1 -1 28.7 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-02-29 29 30 -1 -1 18.5 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-02-29 19 20 -1 -1 58.29 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-02-29 58 60 -2 -2 64.01 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-02-29 64 65 -1 -1 14.73 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-02-29 15 15 19.33 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-02-29 19 20 -1 -1 46.28 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-02-29 46 48 -2 -2 49.96 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-02-29 50 51 -1 -1 31.74 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-02-29 32 33 -1 -1 80.3 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-02-29 80 80 38.17 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-02-29 38 38 45.15 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-02-29 45 45 39.83 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-02-29 40 39 1 1 44.25 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-02-29 44 47 -3 -3 170.15 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-02-29 170 162 8 8 253.38 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-02-29 253 258 -5 -5 94.87 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-02-29 95 98 -3 -3 127.59 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-02-29 128 124 4 4 7.7 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-02-29 8 8 32.38 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-02-29 32 33 -1 -1 4.55 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-02-29 5 5 96.79 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-02-29 97 98 -1 -1 102.07 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-02-29 102 107 -5 -5 27.71 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-02-29 28 29 -1 -1 179.71 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-02-29 180 162 18 18 173.01 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-02-29 173 153 20 20 173.8 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-02-29 174 165 9 9 48.69 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-02-29 49 48 1 1 50.93 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-02-29 51 52 -1 -1 162.69 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-02-29 163 171 -8 -8 45.76 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-02-29 46 48 -2 -2 213.75 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-02-29 214 218 -4 -4 42.51 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-02-29 43 43 216.02 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-02-29 216 225 -9 -9 198.26 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-02-29 198 196 2 2 96.25 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-02-29 96 82 14 14 15.14 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-02-29 15 15 14.94 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-02-29 15 15 43. FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-02-29 43 44 -1 -1 179.57 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-02-29 180 177 3 3 27.3 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-02-29 27 28 -1 -1 13.7 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-02-29 14 13 1 1 77.58 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-02-29 78 81 -3 -3 99.01 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-02-29 99 100 -1 -1 106.85 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-02-29 107 111 -4 -4 11.27 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-02-29 11 12 -1 -1 10.8 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-02-29 11 11 41.2 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-02-29 41 43 -2 -2 180.08 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-02-29 180 181 -1 -1 54.4 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-02-29 54 55 -1 -1 158.39 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-02-29 158 164 -6 -6 116.92 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-02-29 117 118 -1 -1 116.88 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-02-29 117 117 192.92 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-02-29 193 193 246.54 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-02-29 247 251 -4 -4 42.29 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-02-29 42 43 -1 -1 34.31 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-02-29 34 36 -2 -2 13.73 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-02-29 14 15 -1 -1 23.35 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-02-29 23 25 -2 -2 187.53 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-02-29 188 196 -8 -8 122.74 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-02-29 123 133 -10 -10 5000. ENBRIDGE INC SEDOL 2LS0353 ISIN US29250NBW48 2023-11-06 2024-03-05 5100 4999 101 101 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2023-05-18 2024-03-07 15731 16292 -561 -561 25000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2024-01-19 2024-03-07 26219 25944 275 275 30000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-05-30 2024-03-07 28500 28562 -62 -62 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-02-06 2024-03-07 4750 4780 -30 -30 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-06-28 2024-03-07 14251 14199 52 52 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-03-07 2024-03-11 4600 4594 6 6 5000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2024-02-13 2024-03-13 4697 4682 15 15 5000. OREILLY AUTOMOTIVE INC UNSC 2023-11-13 2024-03-14 5073 4998 75 75 10000. JM SMUCKER CO CALL 10/15/2028 UNSC 2023-10-11 2024-03-14 10329 9996 333 333 10000. GENERAL MILLS INC CALL 12/20/2026 UNSC 2024-01-16 2024-03-18 9896 9990 -94 -94 10000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2024-02-13 2024-03-19 9375 9364 11 11 5000. CUMMINS INC CALL 01/20/2029 UNSC 2024-02-14 2024-03-25 5027 4991 36 36 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-03-07 2024-03-25 9143 9188 -45 -45 10000. FOX CORP SER WI CALL 10/25/2028 2024-02-01 2024-03-26 9847 9957 -110 -110 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2024-02-12 2024-03-27 9614 9618 -4 -4 18.77 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-03-31 19 20 -1 -1 72.66 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-03-31 73 75 -2 -2 31.23 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-03-31 31 32 -1 -1 257.13 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-03-31 257 268 -11 -11 233.58 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-03-31 234 242 -8 -8 261.91 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-03-31 262 255 7 7 145.88 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-03-31 146 147 -1 -1 144.48 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-03-31 144 141 3 3 113.89 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-03-31 114 113 1 1 65.44 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-03-31 65 66 -1 -1 94.99 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-03-31 95 97 -2 -2 71.81 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-03-31 72 70 2 2 83.83 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-03-31 84 85 -1 -1 110.59 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-03-31 111 115 -4 -4 36.74 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-03-31 37 38 -1 -1 187.42 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-03-31 187 192 -5 -5 10.67 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-03-31 11 11 18.85 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-03-31 19 20 -1 -1 58.64 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-03-31 59 60 -1 -1 70.67 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-03-31 71 72 -1 -1 14.82 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-03-31 15 15 11.77 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-03-31 12 12 47.04 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-03-31 47 49 -2 -2 48.54 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-03-31 49 49 8.49 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-03-31 8 9 -1 -1 83.95 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-03-31 84 84 30.79 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-03-31 31 31 92.37 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-03-31 92 93 -1 -1 42.67 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-03-31 43 42 1 1 89.1 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-03-31 89 94 -5 -5 158.85 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-03-31 159 151 8 8 221.82 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-03-31 222 226 -4 -4 44.27 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-03-31 44 46 -2 -2 255.02 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-03-31 255 248 7 7 16.74 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-03-31 17 16 1 1 30.03 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-03-31 30 31 -1 -1 4.57 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-03-31 5 5 110.51 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-03-31 111 112 -1 -1 29.98 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-03-31 30 31 -1 -1 117.16 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-03-31 117 121 -4 -4 170.55 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-03-31 171 154 17 17 127.18 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-03-31 127 113 14 14 330.31 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-03-31 330 314 16 16 34.97 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-03-31 35 35 52.59 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-03-31 53 54 -1 -1 191.97 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-03-31 192 202 -10 -10 147.96 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-03-31 148 155 -7 -7 196.68 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-03-31 197 200 -3 -3 64.76 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-03-31 65 65 288.35 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-03-31 288 301 -13 -13 328.46 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-03-31 328 325 3 3 102.63 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-03-31 103 87 16 16 15.22 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-03-31 15 15 8.37 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-03-31 8 9 -1 -1 35.46 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-03-31 35 37 -2 -2 130.78 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-03-31 131 129 2 2 27.37 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-03-31 27 28 -1 -1 11.19 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-03-31 11 11 40.49 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-03-31 40 42 -2 -2 97.93 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-03-31 98 99 -1 -1 15.74 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-03-31 16 16 12.23 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-03-31 12 13 -1 -1 38.48 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-03-31 38 40 -2 -2 47.42 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-03-31 47 50 -3 -3 191.26 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-03-31 191 192 -1 -1 54.29 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-03-31 54 55 -1 -1 146.1 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-03-31 146 152 -6 -6 162.67 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-03-31 163 165 -2 -2 125.31 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-03-31 125 125 197.4 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-03-31 197 197 51.44 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-03-31 51 52 -1 -1 33.84 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-03-31 34 34 16.79 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-03-31 17 18 -1 -1 20.87 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-03-31 21 22 -1 -1 22.44 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-03-31 22 24 -2 -2 205.65 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-03-31 206 215 -9 -9 30.4 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-03-31 30 33 -3 -3 10000. GENERAL MOTORS FINL CO UNSC 2024-02-05 2024-04-01 10001 10003 -2 -2 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-03-07 2024-04-01 9101 9188 -87 -87 10000. USA TREASURY NOTE 02.875% DUE 08/15/2028 2023-11-29 2024-04-02 9405 9425 -20 -20 5000. CON EDISON CO OF NY INC CALL 12/15/2033 UNSC 2023-11-20 2024-04-08 5082 4970 112 112 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2023-08-28 2024-04-08 10188 10340 -152 -152 10000. AUTOZONE INC CALL 10/01/2028 UNSC 2023-10-19 2024-04-09 10445 9991 454 454 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2024-03-14 2024-04-09 4711 4721 -10 -10 5000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2024-03-18 2024-04-09 4686 4681 5 5 5000. WELLS FARGO & COMPANY CALL 04/24/2033 UNSC 2023-04-17 2024-04-10 4885 5000 -115 -115 5000. STATE STREET CORP CALL 02/18/2027 UNSC 2024-03-13 2024-04-12 4970 5000 -30 -30 15000. TRANSCANADA PIPELINES SEDOL BDCRXN3 ISIN US89352HAT68 2022-12-13 2024-04-12 14842 14971 -129 -129 10000. WEYERHAEUSER CO UNSC 2023-05-15 2024-04-12 9863 9967 -104 -104 10000. INTERPUBLIC GROUP COS UNSC 2021-05-04 2024-04-15 10000 10000 15000. KEURIG DR PEPPER INC SER * CALL 02/15/2027 2024-03-07 2024-04-15 14895 15011 -116 -116 10000. REALTY INCOME CORP CALL 01/15/2029 UNSC 2024-01-08 2024-04-16 9668 9923 -255 -255 10000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2024-04-12 2024-04-16 9505 9521 -16 -16 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2024-04-12 2024-04-16 4789 4793 -4 -4 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2024-04-12 2024-04-16 9578 9585 -7 -7 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2024-04-12 2024-04-16 4652 4667 -15 -15 10000. NEXTERA ENERGY CAPITAL COGT 2023-08-07 2024-04-18 10005 9998 7 7 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2024-04-18 2024-04-23 9592 9580 12 12 10000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2023-06-28 2024-04-24 6871 7768 -897 -897 35000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-03-09 2024-04-24 24047 29720 -5673 -5673 10000. NORFOLK SOUTHERN CORP CALL 12/15/2031 UNSC 2023-05-02 2024-04-29 8478 8798 -320 -320 10000. USA TREASURY NOTES 04.500% DUE 11/15/2033 2024-03-07 2024-04-29 9909 10293 -384 -384 12.27 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-04-30 12 13 -1 -1 70.28 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-04-30 70 72 -2 -2 29.22 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-04-30 29 30 -1 -1 144.99 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-04-30 145 151 -6 -6 200.37 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-04-30 200 208 -8 -8 291.5 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-04-30 292 284 8 8 187.61 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-04-30 188 189 -1 -1 144.38 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-04-30 144 141 3 3 127.09 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-04-30 127 126 1 1 121.79 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-04-30 122 123 -1 -1 97.15 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-04-30 97 99 -2 -2 97.45 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-04-30 97 95 2 2 22.62 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-04-30 23 23 103.87 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-04-30 104 108 -4 -4 104.35 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-04-30 104 108 -4 -4 160.67 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-04-30 161 165 -4 -4 68.48 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-04-30 68 71 -3 -3 20.24 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-04-30 20 21 -1 -1 110.46 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-04-30 110 114 -4 -4 53.09 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-04-30 53 54 -1 -1 160.34 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-04-30 160 167 -7 -7 18.4 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-04-30 18 19 -1 -1 24.24 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-04-30 24 25 -1 -1 60.51 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-04-30 61 62 -1 -1 57.58 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-04-30 58 61 -3 -3 98.06 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-04-30 98 98 22.82 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-04-30 23 23 36.88 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-04-30 37 37 45.74 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-04-30 46 45 1 1 232.34 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-04-30 232 245 -13 -13 125.58 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-04-30 126 120 6 6 129.86 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-04-30 130 132 -2 -2 95.53 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-04-30 96 99 -3 -3 189. FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-04-30 189 184 5 5 36.19 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-04-30 36 36 31.31 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-04-30 31 32 -1 -1 6.5 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-04-30 7 7 132.23 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-04-30 132 135 -3 -3 59.74 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-04-30 60 63 -3 -3 93.41 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-04-30 93 97 -4 -4 26.63 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-04-30 27 24 3 3 81.36 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-04-30 81 72 9 9 219.88 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-04-30 220 209 11 11 242.98 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-04-30 243 241 2 2 59.99 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-04-30 60 61 -1 -1 156.97 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-04-30 157 165 -8 -8 59.09 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-04-30 59 62 -3 -3 222.52 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-04-30 223 226 -3 -3 50.37 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-04-30 50 51 -1 -1 180.7 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-04-30 181 189 -8 -8 448.36 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-04-30 448 443 5 5 148.65 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-04-30 149 126 23 23 15.29 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-04-30 15 15 21. FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-04-30 21 22 -1 -1 39.85 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-04-30 40 41 -1 -1 207.54 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-04-30 208 205 3 3 102.86 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-04-30 103 104 -1 -1 43.49 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-04-30 43 43 46.07 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-04-30 46 48 -2 -2 65.19 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-04-30 65 66 -1 -1 14.7 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-04-30 15 15 10.87 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-04-30 11 11 27.8 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-04-30 28 29 -1 -1 26.29 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-04-30 26 27 -1 -1 201.31 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-04-30 201 202 -1 -1 59.43 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-04-30 59 60 -1 -1 180.26 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-04-30 180 187 -7 -7 161.91 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-04-30 162 164 -2 -2 145.56 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-04-30 146 146 246.37 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-04-30 246 246 50.79 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-04-30 51 52 -1 -1 37.46 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-04-30 37 38 -1 -1 16.01 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-04-30 16 17 -1 -1 18.45 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-04-30 18 20 -2 -2 23.19 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-04-30 23 25 -2 -2 195.88 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-04-30 196 204 -8 -8 96.79 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-04-30 97 105 -8 -8 5000. AMERICAN HONDA FINANCE UNSC 2024-03-11 2024-05-06 4965 4998 -33 -33 10000. CIGNA GROUP/THE CALL 04/15/2029 UNSC 2024-02-05 2024-05-07 9925 9989 -64 -64 5000. METLIFE INC CALL 04/15/2033 UNSC 2023-08-03 2024-05-07 5069 4937 132 132 5000. TARGET CORP CALL 07/15/2052 UNSC 2023-01-17 2024-05-07 4606 4996 -390 -390 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-03-07 2024-05-07 4530 4594 -64 -64 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-03-07 2024-05-07 4530 4594 -64 -64 10000. BANK OF MONTREAL SEDOL 2LXFC45 ISIN US06368LC537 2023-12-05 2024-05-08 9988 10000 -12 -12 5000. SYSCO CORPORATION CALL 10/17/2033 UNSC 2023-11-06 2024-05-08 5229 4952 277 277 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2024-04-29 2024-05-14 23458 23321 137 137 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2024-05-08 2024-05-16 4700 4683 17 17 5000. AT&T INC CALL 11/15/2033 UNSC 2023-05-30 2024-05-20 4984 4984 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-02-28 2024-05-20 4535 4559 -24 -24 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-02-28 2024-05-20 4535 4559 -24 -24 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-02-28 2024-05-21 4542 4559 -17 -17 10000. CAMPBELL SOUP CO UNSC 2024-03-19 2024-05-22 9999 9993 6 6 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2024-05-22 2024-05-29 9343 9376 -33 -33 10000. EIDP INC CALL 04/15/2026 UNSC 2023-05-11 2024-05-30 9839 9987 -148 -148 13.11 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-05-31 13 14 -1 -1 123.87 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-05-31 124 127 -3 -3 24.29 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-05-31 24 25 -1 -1 215.58 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-05-31 216 224 -8 -8 229.51 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-05-31 230 238 -8 -8 201.8 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-05-31 202 197 5 5 213.68 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-05-31 214 215 -1 -1 148.27 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-05-31 148 145 3 3 138.12 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-05-31 138 137 1 1 75.4 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-05-31 75 76 -1 -1 98.9 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-05-31 99 101 -2 -2 87.8 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-05-31 88 86 2 2 21.7 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-05-31 22 22 28.04 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-05-31 28 29 -1 -1 27.71 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-05-31 28 29 -1 -1 521.82 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-05-31 522 535 -13 -13 14.54 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-05-31 15 15 82.91 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-05-31 83 88 -5 -5 122.24 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-05-31 122 126 -4 -4 46.25 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-05-31 46 47 -1 -1 14.72 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-05-31 15 15 19.11 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-05-31 19 20 -1 -1 53.12 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-05-31 53 55 -2 -2 62.14 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-05-31 62 63 -1 -1 66.77 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-05-31 67 70 -3 -3 89.09 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-05-31 89 89 35.86 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-05-31 36 36 54.73 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-05-31 55 55 49.86 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-05-31 50 49 1 1 35.21 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-05-31 35 37 -2 -2 74.01 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-05-31 74 71 3 3 223.51 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-05-31 224 228 -4 -4 194.56 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-05-31 195 201 -6 -6 158.53 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-05-31 159 154 5 5 31.19 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-05-31 31 31 277.11 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-05-31 277 281 -4 -4 6.81 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-05-31 7 7 106.87 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-05-31 107 109 -2 -2 30.14 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-05-31 30 32 -2 -2 113.37 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-05-31 113 117 -4 -4 108.15 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-05-31 108 98 10 10 219.73 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-05-31 220 195 25 25 284.2 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-05-31 284 270 14 14 113.06 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-05-31 113 112 1 1 61.35 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-05-31 61 63 -2 -2 175.89 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-05-31 176 185 -9 -9 46.01 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-05-31 46 48 -2 -2 234.23 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-05-31 234 238 -4 -4 54.98 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-05-31 55 55 174.53 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-05-31 175 182 -7 -7 279.54 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-05-31 280 276 4 4 156.48 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-05-31 156 133 23 23 15.37 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-05-31 15 15 6.74 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-05-31 7 7 50.65 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-05-31 51 52 -1 -1 96.48 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-05-31 96 95 1 1 28.44 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-05-31 28 29 -1 -1 11.22 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-05-31 11 11 188.84 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-05-31 189 196 -7 -7 50.09 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-05-31 50 50 16.15 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-05-31 16 17 -1 -1 107.28 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-05-31 107 112 -5 -5 43.04 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-05-31 43 44 -1 -1 44.04 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-05-31 44 46 -2 -2 205.79 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-05-31 206 206 65.14 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-05-31 65 66 -1 -1 172.25 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-05-31 172 179 -7 -7 150.11 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-05-31 150 152 -2 -2 179.9 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-05-31 180 180 226.59 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-05-31 227 226 1 1 283.08 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-05-31 283 289 -6 -6 40.96 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-05-31 41 41 16.66 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-05-31 17 17 57.42 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-05-31 57 61 -4 -4 29.21 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-05-31 29 31 -2 -2 201.38 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-05-31 201 210 -9 -9 34.75 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-05-31 35 38 -3 -3 10000. JOHN DEERE CAPITAL CORP SER MTN UNSC 2024-04-08 2024-06-03 10003 9994 9 9 5000. USA TREASURY NOTES 01.875% DUE 11/15/2051 2023-03-28 2024-06-03 2901 3336 -435 -435 10000. PULTEGROUP INC CALL 12/01/2025 @ 100.000 UNSC 2023-07-19 2024-06-04 9990 10000 -10 -10 15000. NUTRIEN LTD SEDOL ISIN US67077MAY49 2022-11-07 2024-06-05 15109 15032 77 77 10000. EXTRA SPACE STORAGE LP CALL 03/01/2028 UNSC 2023-03-21 2024-06-06 10171 9982 189 189 5000. USA TREASURY NOTE 02.875% DUE 08/15/2028 2024-04-09 2024-06-06 4720 4696 24 24 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2024-06-06 2024-06-14 9485 9457 28 28 15000. NATIONAL RETAIL PROP INC CALL 03/15/2024 @ 100.000 UNSC 2020-10-29 2024-06-15 15000 15000 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-02-28 2024-06-17 9150 9118 32 32 5000. ABBVIE INC CALL 09/15/2053 UNSC 2024-02-22 2024-06-24 5061 4983 78 78 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2024-01-10 2024-06-24 4120 4144 -24 -24 11.46 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-06-30 11 12 -1 -1 64.02 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-06-30 64 66 -2 -2 24.31 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-06-30 24 25 -1 -1 73.35 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-06-30 73 76 -3 -3 215.59 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-06-30 216 223 -7 -7 192.75 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-06-30 193 188 5 5 146.82 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-06-30 147 148 -1 -1 159.38 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-06-30 159 155 4 4 105.59 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-06-30 106 105 1 1 74.07 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-06-30 74 75 -1 -1 173.85 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-06-30 174 177 -3 -3 103.85 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-06-30 104 102 2 2 18.46 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-06-30 18 19 -1 -1 44.39 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-06-30 44 46 -2 -2 63.63 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-06-30 64 66 -2 -2 186.84 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-06-30 187 191 -4 -4 27.58 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-06-30 28 28 80.46 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-06-30 80 85 -5 -5 102.87 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-06-30 103 106 -3 -3 43.1 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-06-30 43 44 -1 -1 15.37 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-06-30 15 16 -1 -1 13.9 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-06-30 14 14 157.72 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-06-30 158 163 -5 -5 72.74 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-06-30 73 74 -1 -1 7.95 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-06-30 8 8 95.66 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-06-30 96 96 53.68 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-06-30 54 54 36.76 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-06-30 37 37 54.93 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-06-30 55 54 1 1 84.25 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-06-30 84 89 -5 -5 279.31 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-06-30 279 266 13 13 127.52 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-06-30 128 130 -2 -2 145.42 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-06-30 145 150 -5 -5 158.86 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-06-30 159 155 4 4 30.88 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-06-30 31 30 1 1 30.48 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-06-30 30 31 -1 -1 6.84 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-06-30 7 7 61.46 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-06-30 61 63 -2 -2 152.25 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-06-30 152 160 -8 -8 71.37 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-06-30 71 74 -3 -3 26.39 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-06-30 26 24 2 2 80.89 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-06-30 81 72 9 9 212.86 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-06-30 213 202 11 11 160.68 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-06-30 161 160 1 1 64.29 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-06-30 64 66 -2 -2 158. FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-06-30 158 166 -8 -8 22.11 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-06-30 22 23 -1 -1 235.88 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-06-30 236 240 -4 -4 102.95 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-06-30 103 103 209.22 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-06-30 209 218 -9 -9 205.11 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-06-30 205 203 2 2 174.82 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-06-30 175 149 26 26 15.44 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-06-30 15 15 7. FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-06-30 7 7 15.1 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-06-30 15 16 -1 -1 48.71 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-06-30 49 48 1 1 98.79 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-06-30 99 100 -1 -1 10.18 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-06-30 10 10 66.33 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-06-30 66 69 -3 -3 198.72 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-06-30 199 200 -1 -1 14.75 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-06-30 15 15 122.3 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-06-30 122 128 -6 -6 11.67 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-06-30 12 12 20.73 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-06-30 21 22 -1 -1 203.67 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-06-30 204 204 62.45 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-06-30 62 63 -1 -1 165.54 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-06-30 166 172 -6 -6 189.75 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-06-30 190 192 -2 -2 154.7 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-06-30 155 155 273.13 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-06-30 273 273 49.39 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-06-30 49 50 -1 -1 40.87 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-06-30 41 41 57.3 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-06-30 57 60 -3 -3 9.35 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-06-30 9 10 -1 -1 22.54 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-06-30 23 24 -1 -1 195.3 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-06-30 195 204 -9 -9 102.86 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-06-30 103 111 -8 -8 10000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 100 2017-07-17 2024-07-10 8673 10000 -1327 -1327 10000. CVS HEALTH CORP CALL 09/25/2037 UNSC 2020-08-28 2024-07-11 9100 11399 -2299 -2299 10000. CVS HEALTH CORP CALL 05/01/2029 UNSC 2024-05-07 2024-07-11 10123 9992 131 131 10000. JPMORGAN CHASE & CO SR UNSEC CALL 06/01/2028 @ 100 2021-05-24 2024-07-15 8998 10000 -1002 -1002 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2024-06-27 2024-07-16 9503 9427 76 76 5000. USA TREASURY NOTES 04.500% DUE 11/15/2033 2024-03-07 2024-07-16 5113 5144 -31 -31 15000. AMERICAN EXPRESS CO CALL 02/16/2027 UNSC 2024-02-12 2024-07-22 15039 15001 38 38 10000. BANK OF NOVA SCOTIA SEDOL ISIN US06418JAA97 2023-11-29 2024-07-22 10078 9996 82 82 5000. WASTE MANAGEMENT INC CALL 05/03/2031 UNSC 2024-06-24 2024-07-23 5040 4970 70 70 25000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2014-06-27 2024-07-25 22739 28073 -5334 -5334 13.34 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-07-31 13 14 -1 -1 112.83 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-07-31 113 116 -3 -3 23.77 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-07-31 24 25 -1 -1 82.29 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-07-31 82 86 -4 -4 214.31 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-07-31 214 222 -8 -8 173.45 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-07-31 173 169 4 4 194.27 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-07-31 194 195 -1 -1 161.73 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-07-31 162 158 4 4 77.1 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-07-31 77 76 1 1 98.75 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-07-31 99 99 240.68 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-07-31 241 245 -4 -4 91.62 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-07-31 92 90 2 2 22.84 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-07-31 23 23 102.07 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-07-31 102 106 -4 -4 92.8 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-07-31 93 96 -3 -3 51.45 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-07-31 51 53 -2 -2 24.93 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-07-31 25 26 -1 -1 57.07 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-07-31 57 60 -3 -3 180.81 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-07-31 181 186 -5 -5 44.49 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-07-31 44 45 -1 -1 14.93 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-07-31 15 16 -1 -1 10.63 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-07-31 11 11 26.38 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-07-31 26 27 -1 -1 44.94 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-07-31 45 46 -1 -1 7.64 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-07-31 8 8 103.06 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-07-31 103 103 33.13 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-07-31 33 33 37.76 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-07-31 38 38 39.59 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-07-31 40 39 1 1 35.26 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-07-31 35 37 -2 -2 163.27 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-07-31 163 156 7 7 217.94 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-07-31 218 222 -4 -4 148.3 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-07-31 148 153 -5 -5 98.13 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-07-31 98 96 2 2 35.66 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-07-31 36 35 1 1 31.94 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-07-31 32 32 6.56 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-07-31 7 7 108.77 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-07-31 109 111 -2 -2 178.11 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-07-31 178 187 -9 -9 50.21 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-07-31 50 52 -2 -2 99.04 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-07-31 99 89 10 10 37.66 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-07-31 38 33 5 5 372.71 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-07-31 373 354 19 19 85.27 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-07-31 85 85 64.36 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-07-31 64 66 -2 -2 175.72 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-07-31 176 184 -8 -8 94.5 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-07-31 95 99 -4 -4 240.17 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-07-31 240 244 -4 -4 96.92 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-07-31 97 97 403.77 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-07-31 404 421 -17 -17 296.85 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-07-31 297 293 4 4 114.39 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-07-31 114 97 17 17 15.52 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-07-31 16 15 1 1 6.89 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-07-31 7 7 95.87 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-07-31 96 99 -3 -3 49.92 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-07-31 50 49 1 1 81.98 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-07-31 82 83 -1 -1 10.26 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-07-31 10 10 28.33 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-07-31 28 29 -1 -1 45.16 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-07-31 45 45 15.23 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-07-31 15 16 -1 -1 14.31 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-07-31 14 15 -1 -1 52.51 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-07-31 53 54 -1 -1 94.34 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-07-31 94 99 -5 -5 198.58 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-07-31 199 199 59.88 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-07-31 60 60 178.1 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-07-31 178 185 -7 -7 248.51 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-07-31 249 252 -3 -3 169.75 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-07-31 170 170 254.28 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-07-31 254 254 50.06 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-07-31 50 51 -1 -1 42.01 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-07-31 42 42 16.7 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-07-31 17 17 8.96 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-07-31 9 10 -1 -1 27.24 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-07-31 27 29 -2 -2 184.94 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-07-31 185 193 -8 -8 156.73 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-07-31 157 170 -13 -13 5000. USA TREASURY NOTES 04.375% DUE 11/15/2039 2024-03-07 2024-08-05 5269 5090 179 179 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2013-07-23 2024-08-05 4833 5147 -314 -314 5000. USA TREASURY NOTE 02.875% DUE 08/15/2028 2024-04-09 2024-08-06 4833 4696 137 137 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-07-11 2024-08-06 4701 4618 83 83 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-07-11 2024-08-06 4699 4618 81 81 10000. HOME DEPOT INC CALL 05/25/2029 UNSC 2024-06-17 2024-08-14 10227 9936 291 291 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2024-07-15 2024-08-14 9704 9538 166 166 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2024-05-30 2024-08-15 14391 14105 286 286 10000. BRUNSWICK CORP CALL 08/18/2022 UNSC 2021-08-04 2024-08-18 10000 9988 12 12 5000. BRISTOL-MYERS SQUIBB CO CALL 12/22/2030 UNSC 2024-02-14 2024-08-20 5193 4992 201 201 5000. USA TREASURY NOTES 02.000% DUE 02/15/2050 2022-02-11 2024-08-20 3285 4629 -1344 -1344 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-12-01 2024-08-20 4844 4713 131 131 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2024-03-14 2024-08-20 4844 4721 123 123 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-08-07 2024-08-20 4844 4716 128 128 10000. DOMINION ENERGY INC SER A CALL 02/15/2026 2023-01-31 2024-08-22 9491 9029 462 462 5000. NETFLIX INC CALL 02/15/2054 UNSC 2024-07-30 2024-08-22 5307 4990 317 317 10000. CROWN CASTLE INTL CORP CALL 11/15/2025 @ 100.000 UNSC 2020-10-29 2024-08-27 9959 10365 -406 -406 10000. PUBLIC SERVICE ENTERPRIS CALL 03/01/2029 UNSC 2024-03-25 2024-08-27 10279 9986 293 293 52.06 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-08-31 52 55 -3 -3 90.78 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-08-31 91 93 -2 -2 29.42 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-08-31 29 30 -1 -1 80.87 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-08-31 81 84 -3 -3 191.39 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-08-31 191 198 -7 -7 239.46 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-08-31 239 233 6 6 175.98 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-08-31 176 177 -1 -1 208.71 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-08-31 209 204 5 5 104.83 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-08-31 105 104 1 1 68.19 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-08-31 68 69 -1 -1 167.53 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-08-31 168 170 -2 -2 208.16 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-08-31 208 204 4 4 18.5 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-08-31 19 19 132.4 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-08-31 132 138 -6 -6 95.18 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-08-31 95 98 -3 -3 215.65 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-08-31 216 221 -5 -5 25.36 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-08-31 25 26 -1 -1 16.84 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-08-31 17 18 -1 -1 177.79 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-08-31 178 183 -5 -5 61.24 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-08-31 61 62 -1 -1 14.77 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-08-31 15 15 25.46 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-08-31 25 26 -1 -1 39.77 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-08-31 40 41 -1 -1 62.4 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-08-31 62 63 -1 -1 7.82 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-08-31 8 8 88.83 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-08-31 89 89 26.18 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-08-31 26 26 37. FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-08-31 37 37 54.95 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-08-31 55 54 1 1 35.65 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-08-31 36 38 -2 -2 93.08 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-08-31 93 89 4 4 238.34 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-08-31 238 243 -5 -5 43.32 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-08-31 43 45 -2 -2 216.7 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-08-31 217 211 6 6 30.83 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-08-31 31 30 1 1 31.28 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-08-31 31 32 -1 -1 214.91 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-08-31 215 233 -18 -18 179.36 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-08-31 179 182 -3 -3 166.4 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-08-31 166 174 -8 -8 72.61 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-08-31 73 75 -2 -2 113.54 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-08-31 114 103 11 11 216.19 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-08-31 216 192 24 24 248.22 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-08-31 248 236 12 12 174.23 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-08-31 174 173 1 1 61.08 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-08-31 61 62 -1 -1 166.64 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-08-31 167 175 -8 -8 37.15 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-08-31 37 39 -2 -2 227.89 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-08-31 228 232 -4 -4 128.94 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-08-31 129 129 136.93 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-08-31 137 143 -6 -6 224.6 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-08-31 225 222 3 3 254.98 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-08-31 255 217 38 38 15.6 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-08-31 16 15 1 1 6.7 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-08-31 7 7 14.69 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-08-31 15 15 48.73 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-08-31 49 48 1 1 29.79 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-08-31 30 30 10.26 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-08-31 10 10 28.8 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-08-31 29 30 -1 -1 152.05 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-08-31 152 153 -1 -1 14.97 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-08-31 15 16 -1 -1 10.28 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-08-31 10 11 -1 -1 11.11 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-08-31 11 11 92.82 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-08-31 93 97 -4 -4 193.55 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-08-31 194 194 61.92 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-08-31 62 62 172.02 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-08-31 172 178 -6 -6 154.77 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-08-31 155 157 -2 -2 155.28 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-08-31 155 155 266.26 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-08-31 266 266 51.94 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-08-31 52 53 -1 -1 45.81 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-08-31 46 46 33.4 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-08-31 33 35 -2 -2 31.79 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-08-31 32 34 -2 -2 27.3 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-08-31 27 29 -2 -2 207.25 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-08-31 207 216 -9 -9 166.17 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-08-31 166 180 -14 -14 10000. COMCAST CORP CALL 05/01/2029 COGT 2024-05-20 2024-09-03 10346 9996 350 350 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2024-08-14 2024-09-03 4722 4716 6 6 10000. SEMPRA ENERGY CALL 07/01/2026 UNSC 2023-06-20 2024-09-04 10173 9963 210 210 5000. TAKE-TWO INTERACTIVE SOF UNSC 2023-04-10 2024-09-04 5035 4997 38 38 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2024-08-27 2024-09-04 9670 9641 29 29 10000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2024-07-25 2024-09-09 8628 8404 224 224 5000. TORONTO-DOMINION BANK SEDOL 2MSQMP1 ISIN US89116CQJ98 2024-09-03 2024-09-10 5059 5000 59 59 10000. RTX CORP CALL 01/15/2031 UNSC 2023-11-06 2024-09-12 10884 10015 869 869 10000. HF SINCLAIR CORP SER WI CALL 01/01/2026 2022-10-27 2024-09-13 10156 9796 360 360 10000. US BANCORP CALL 10/26/2026 UNSC 2024-01-18 2024-09-13 10511 10302 209 209 5000. ENBRIDGE INC SEDOL 2L82YG7 ISIN US29250NCB91 2024-04-02 2024-09-19 5195 4999 196 196 5000. REALTY INCOME CORP CALL 01/15/2029 UNSC 2024-01-08 2024-09-19 5093 4961 132 132 5000. VISA INC CALL 10/15/2039 UNSC 2024-08-05 2024-09-19 3961 3835 126 126 5000. ENERGY TRANSFER LP CALL 02/15/2034 UNSC 2024-01-10 2024-09-20 5203 4983 220 220 10000. METLIFE INC NOTES 2024-06-03 2024-09-23 10931 10277 654 654 5000. NUTRIEN LTD SEDOL 2MH3101 ISIN US67077MBC10 2024-06-17 2024-09-23 5138 5000 138 138 10000. T-MOBILE USA INC SER WI CALL 02/15/2027 2023-04-04 2024-09-23 9892 9702 190 190 5000. INTEL CORP CALL 08/21/2053 UNSC 2024-02-15 2024-09-24 4932 4985 -53 -53 10000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC 2016-08-01 2024-09-24 9386 9929 -543 -543 5000. ORACLE CORP CALL 09/25/2050 UNSC 2021-03-22 2024-09-24 4055 4991 -936 -936 5000. WELLS FARGO & COMPANY CALL 04/24/2033 UNSC 2023-04-17 2024-09-24 5211 5000 211 211 5000. USA TREASURY NOTES 01.875% DUE 11/15/2051 2023-03-28 2024-09-26 3111 3336 -225 -225 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-12-01 2024-09-26 9760 9426 334 334 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-08-31 2024-09-26 14640 14091 549 549 10000. DIGITAL REALTY TRUST LP CALL 04/01/2029 COGT 2022-05-25 2024-09-27 9676 9421 255 255 55.36 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2024-09-30 55 59 -4 -4 83.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2024-09-30 83 85 -2 -2 24.17 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2024-09-30 24 25 -1 -1 76.75 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2024-09-30 77 80 -3 -3 206.92 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2024-09-30 207 214 -7 -7 102.73 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2024-09-30 103 100 3 3 154.91 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2024-09-30 155 156 -1 -1 124.6 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2024-09-30 125 122 3 3 111.89 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2024-09-30 112 111 1 1 128.14 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2024-09-30 128 129 -1 -1 105.64 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2024-09-30 106 107 -1 -1 99.01 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2024-09-30 99 97 2 2 36.64 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2024-09-30 37 37 131.82 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2024-09-30 132 137 -5 -5 88.86 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2024-09-30 89 92 -3 -3 121.93 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2024-09-30 122 125 -3 -3 9.6 FEDERAL NATL MTG ASSN POOL AH9719 2011-06-21 2024-09-30 10 10 16.47 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2024-09-30 16 17 -1 -1 58.53 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2024-09-30 59 60 -1 -1 48.09 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2024-09-30 48 49 -1 -1 15.28 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2024-09-30 15 16 -1 -1 23.82 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2024-09-30 24 24 32.64 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2024-09-30 33 34 -1 -1 63.57 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2024-09-30 64 65 -1 -1 7.63 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2024-09-30 8 8 104.66 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2024-09-30 105 105 25.35 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2024-09-30 25 25 49.48 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2024-09-30 49 50 -1 -1 51.17 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2024-09-30 51 51 35.84 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2024-09-30 36 38 -2 -2 93.11 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2024-09-30 93 89 4 4 157.94 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2024-09-30 158 161 -3 -3 144.71 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2024-09-30 145 149 -4 -4 185.57 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2024-09-30 186 181 5 5 18.68 FEDERAL NATL MTG ASSN POOL BV7928 2023-02-09 2024-09-30 19 18 1 1 127.81 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2024-09-30 128 130 -2 -2 6.3 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2024-09-30 6 7 -1 -1 152.2 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2024-09-30 152 155 -3 -3 94.72 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2024-09-30 95 99 -4 -4 50.95 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2024-09-30 51 53 -2 -2 169.62 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2024-09-30 170 153 17 17 81.43 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2024-09-30 81 72 9 9 172.55 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2024-09-30 173 164 9 9 17.14 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2024-09-30 17 17 61.46 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2024-09-30 61 63 -2 -2 155.74 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2024-09-30 156 163 -7 -7 31.62 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2024-09-30 32 33 -1 -1 233.86 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2024-09-30 234 238 -4 -4 59.59 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2024-09-30 60 60 186.18 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2024-09-30 186 194 -8 -8 232.23 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2024-09-30 232 230 2 2 130.1 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2024-09-30 130 111 19 19 15.68 FEDERAL NATL MTG ASSN POOL 897663 2007-06-18 2024-09-30 16 15 1 1 100.67 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2024-09-30 101 104 -3 -3 16.03 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2024-09-30 16 17 -1 -1 129.93 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2024-09-30 130 128 2 2 27.96 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2024-09-30 28 28 13.3 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2024-09-30 13 13 134.72 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2024-09-30 135 140 -5 -5 138.8 FEDERAL NATL MTG ASSN POOL AB9567 2013-08-06 2024-09-30 139 140 -1 -1 15.07 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2024-09-30 15 16 -1 -1 9.27 FEDERAL NATL MTG ASSN POOL MA0790 2011-12-08 2024-09-30 9 10 -1 -1 10.63 FEDERAL NATL MTG ASSN POOL MA0907 2011-11-30 2024-09-30 11 11 71.15 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2024-09-30 71 74 -3 -3 190.84 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2024-09-30 191 191 55.34 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2024-09-30 55 56 -1 -1 142.84 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2024-09-30 143 148 -5 -5 196.22 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2024-09-30 196 199 -3 -3 131.37 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2024-09-30 131 131 235. FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2024-09-30 235 235 50.91 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2024-09-30 51 52 -1 -1 42.14 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2024-09-30 42 43 -1 -1 15.9 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2024-09-30 16 17 -1 -1 19.37 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2024-09-30 19 21 -2 -2 25.16 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2024-09-30 25 27 -2 -2 189.34 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2024-09-30 189 197 -8 -8 31.89 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2024-09-30 32 35 -3 -3 -30749 1015 0 1015 0 1015 973 0 0 973 0 42 0 0 false false false false false false false true true PA true false false false false true pncsites.com/pncfoundation/charitable_trusts. 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