2025-10-10T10:01:31-05:00 2024-12-31 346565596 ERNST & YOUNG US LLP 155 N WACKER DRIVE CHICAGO IL 60606 990PF 2024-01-01 521452037 CONSTELLATION ENERGY FOUNDATION INC CFND01 REMB 4104705624 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 JUDY RADER EXECUTIVE DIR 4104705624 2025-09-04 true true JASON BELOT P00183464 3128792000 2025-09-04 2024 2025-03-06 01:10:19Z X 55962777 10000000 1597534 1597350 343619 26547884 343619 0 6000 6000 11947153 1946969 0 0 0 0 0 0 22086 22086 0 0 12750 0 0 0 0 0 0 0 20006 20006 54842 22086 0 20006 2369450 2369450 2424292 22086 0 2389456 9522861 1924883 0 1393847 1393847 452088 0 0 0 25030285 28848181 33277472 16430965 21210111 20991458 300000 300000 300000 42213338 51752139 55962777 0 X 42213338 51752139 42213338 51752139 42213338 51752139 42213338 9522861 24018 51760217 8078 51752139 50000. AT&T INC 3.5% 15 SEP 2053 2023-12-18 2024-01-22 35203 35196 7 7 20000. ABBVIE INC 2.95% DUE 11-21-2026 BEO 2023-12-18 2024-12-04 19459 19379 80 80 25000. ABBVIE INC 5.4% 03-15-2054 2024-07-25 2024-12-06 25596 24873 723 723 25000. ABBVIE INC 5.5% 03-15-2064 2024-02-22 2024-09-11 27061 24907 2154 2154 15000. ACCENTURE CAP INC 4.05% 04 OCT 2029 2024-10-01 2024-10-08 14812 14974 -162 -162 35000. ACCENTURE CAP INC 4.5% 04 OCT 2034 2024-10-01 2024-10-02 35081 34964 117 117 7000. ADOBE INC 4.8% 04 APR 2029 2024-04-01 2024-09-12 7259 6990 269 269 33000. ADOBE INC 4.8% 04 APR 2029 2024-04-01 2024-09-18 34210 32951 1259 1259 33000. ADOBE INC 4.95% 04 APR 2034 2024-04-01 2024-07-15 33344 32936 408 408 17000. ADOBE INC 4.95% 04 APR 2034 2024-04-01 2024-07-22 17121 16967 154 154 45000. ADOBE INC 4.95% 04 APR 2034 2024-05-14 2024-09-18 47105 44643 2462 2462 30000. PROVINCE OF ALBERTA 4.5% 01-24-2034 2024-01-17 2024-05-23 29117 29792 -675 -675 10000. ALLY FINANCIAL INC 6.184% 07-26-2035 2024-09-19 2024-12-04 10186 10258 -72 -72 30000. AMERICAN EXPRESS CO 6.489% DUE 10-30-2031 2023-12-18 2024-09-18 33205 31201 2004 2004 45000. AMERICAN EXPRESS CO 5.915% 25 APR 2035 2024-04-22 2024-07-16 46491 45000 1491 1491 15000. AMERICAN EXPRESS CO 5.915% 25 APR 2035 2024-04-22 2024-07-17 15483 15000 483 483 40000. AMERICAN EXPRESS CO 5.532% 04-25-2030 2024-04-29 2024-07-15 40866 40025 841 841 20000. AMERICAN INTERNATIONAL 5.125% 03-27-2033 2024-01-17 2024-06-05 19892 19957 -65 -65 15000. AMERICAN INTERNATIONAL 5.125% 03-27-2033 2024-01-17 2024-06-10 14706 14968 -262 -262 45000. AMGEN INC 5.75% DUE 03-02-2063/03-02-2023 BEO 2023-12-18 2024-01-09 46250 46751 -501 -501 25000. AMGEN INC 5.75% DUE 03-02-2063/03-02-2023 BEO 2023-06-02 2024-01-18 25387 25001 386 386 35000. AMGEN INC 5.75% DUE 03-02-2063/03-02-2023 BEO 2024-06-12 2024-07-10 34724 35089 -365 -365 35000. AMGEN INC 5.75% DUE 03-02-2063/03-02-2023 BEO 2024-05-15 2024-07-18 35067 33806 1261 1261 25000. AMGEN INC 5.75% DUE 03-02-2063/03-02-2023 BEO 2024-07-25 2024-08-14 25868 24686 1182 1182 4000. ANALOG DEVICES INC 2.1% 01 OCT 2031 2023-06-20 2024-01-25 3349 3349 40000. ANALOG DEVICES INC 5.05% DUE 04-01-2034/04-03-2024 BEO 2024-04-01 2024-04-24 39255 39935 -680 -680 20000. ANALOG DEVICES INC 5.3% 01 APR 2054 2024-04-24 2024-06-25 20021 19073 948 948 40000. ANHEUSER-BUSCH COS LLC 4.7% 01 FEB 2036 2023-12-18 2024-01-24 38946 39377 -431 -431 90000. ANHEUSER-BUSCH COS LLC 4.7% 01 FEB 2036 2024-12-10 2024-12-18 85837 87380 -1543 -1543 60000. ANHEUSER BUSCH INBEV WORLDWIDE INC 5.45%23 JAN 2039 2023-12-18 2024-01-25 62468 62690 -222 -222 40000. ANHEUSER BUSCH INBEV WORLDWIDE INC 5.0% 15 JUN 2034 2024-03-19 2024-06-24 40116 39838 278 278 50000. AON NORTH AMER INC 5.15% 03-01-2029 2024-12-10 2024-12-12 50666 50123 543 543 45000. AON NORTH AMER INC 5.3% 03-01-2031 2024-12-10 2024-12-11 46042 45092 950 950 10000. AON NORTH AMER INC 5.45% 03-01-2034 2024-05-15 2024-12-04 10315 10035 280 280 30000. AON NORTH AMER INC 5.45% 03-01-2034 2024-05-15 2024-12-11 30741 30005 736 736 35000. AON NORTH AMER INC 5.45% 03-01-2034 2024-02-28 2024-12-13 35505 34947 558 558 10000. AON NORTH AMER INC 5.75% 01 MAR 2054 2024-02-28 2024-12-12 10136 9939 197 197 30000. APPLE INC 3.35% 09 FEB 2027 2023-12-18 2024-01-11 29165 29165 20000. APPLOVIN CORP 5.95% 01 DEC 2054 2024-11-20 2024-12-06 20743 19900 843 843 60000. ASIAN DEVELOPMENT BANK 4.5% DUE 08-25-2028 2023-12-13 2024-02-21 60235 60454 -219 -219 40000. ASIAN DEVELOPMENT BANK NT 4.125% 12 JAN 2034 2024-01-04 2024-07-09 39105 39812 -707 -707 75000. ASIAN DEV BK 4.375% 03-06-2029 2024-02-27 2024-06-25 74974 74870 104 104 60000. ASIAN DEVELOPMENT BANK 3.625% 08-28-2029 2024-08-21 2024-10-08 59200 59677 -477 -477 50000. ASIAN INFRASTRUCTURE INVT 4.125% 01-18-2029 2024-01-10 2024-04-17 48620 49810 -1190 -1190 12371. BBCMS MTG TR 2023-C22 COML MTG PASS THRUCTF CL A-5 15 NOV 2056 2023-12-06 2024-01-24 13958 13700 258 258 120000. BANK AMER CORP 1.922% 24 OCT 2031 2023-12-18 2024-01-10 96460 96897 -437 -437 40000. BANK OF AMERICA CORP 2.299% 07-21-2032 2023-12-18 2024-01-11 32453 32495 -42 -42 17267. BENCHMARK 2023-B40 MTG TR 6.0537% 15 DEC 2056 2023-12-13 2024-01-24 18431 17968 463 463 12000. BENCHMARK 2023-B40 MTG TR COML MTG PASS THRU CTF CL 6.5945% 12- 2023-12-11 2024-04-16 12517 12360 157 157 10000. BMO 2024-5C3 MTG TR 7.08787% 15 FEB 2057 2024-02-02 2024-06-21 10236 10158 78 78 15000. BOEING CO 5.04% DUE 05-01-2027/05-04-2020 REG 2023-12-18 2024-12-04 15018 15091 -73 -73 20000. BOEING CO 5.705% 01 MAY 2040 2023-12-18 2024-03-27 19207 20164 -957 -957 10000. BOEING CO FIXED 5.805% DUE 05-01-2050 2023-12-18 2024-03-14 9332 10333 -1001 -1001 30000. BOEING CO FIXED 5.805% DUE 05-01-2050 2024-01-09 2024-03-19 27926 30608 -2682 -2682 15000. BOEING CO FIXED 5.805% DUE 05-01-2050 2024-01-09 2024-03-26 14045 14912 -867 -867 15000. BOEING CO FIXED 5.805% DUE 05-01-2050 2024-01-09 2024-04-01 13936 13923 13 13 25000. BOEING CO FIXED 5.805% DUE 05-01-2050 2023-10-05 2024-04-24 22134 22305 -171 -171 50000. BOEING CO FIXED 5.805% DUE 05-01-2050 2024-08-05 2024-08-14 47702 47488 214 214 15000. BOEING CO FIXED 5.805% DUE 05-01-2050 2024-08-05 2024-10-11 14093 14246 -153 -153 20000. BOEING CO FIXED 5.805% DUE 05-01-2050 2024-08-05 2024-10-15 19076 18995 81 81 15000. BP CAP MKTS AMER INC 4.812% DUE 02-13-2033 2023-12-18 2024-06-25 14650 15031 -381 -381 20000. BP CAP MKTS AMER INC 4.812% DUE 02-13-2033 2023-06-02 2024-06-25 19533 19784 -251 -251 35000. BRISTOL MYERS SQUIBB CO 5.55% 22 FEB 2054 2024-08-05 2024-08-15 36681 36275 406 406 55000. BRISTOL MYERS SQUIBB CO 5.65% 22 FEB 2064 2024-09-11 2024-10-15 57095 55540 1555 1555 50000. BRITISH COLUMBIA PROV CDA BD SER BCUSG-14 4.8% 15 NOV 2028 2023-12-13 2024-02-07 51051 50792 259 259 50000. BRITISH COLUMBIA PROV CDA 4.9% DUE 04-24-2029 2024-04-17 2024-06-04 50608 49983 625 625 15000. BUNGE LTD FIN CORP 4.65% 17 SEP 2034 2024-09-10 2024-09-13 15027 14953 74 74 50000. CDW LLC / CDW FIN CORP 4.25% DUE 04-01-2028 2023-12-18 2024-04-18 47058 46810 248 248 4091.26 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-05-14 4091 3959 132 132 3428.16 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-06-14 3428 3318 110 110 2074.74 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-07-12 2075 2008 67 67 1773.1 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-08-14 1773 1716 57 57 1657.97 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-09-13 1658 1604 54 54 1465.93 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-10-14 1466 1419 47 47 1644.92 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-11-14 1645 1592 53 53 2323.33 CNH EQUIPMENT TRUST .44% 17 AUG 2026 2024-04-29 2024-12-13 2323 2248 75 75 40000. CVS HEALTH CORP 4.78% 25 MAR 2038 2023-12-18 2024-01-24 37184 37354 -170 -170 60000. CVS HEALTH CORP 5.3% 06-01-2033 2023-12-18 2024-01-10 60718 60527 191 191 25000. CVS HEALTH CORP 5.875% 01 JUN 2053 2024-04-16 2024-10-04 24857 23857 1000 1000 25000. CVS HEALTH CORP 6.05% 01 JUN 2054 2024-05-17 2024-10-04 25459 24815 644 644 14000. CAMPBELL SOUP CO 4.8% 15 MAR 2048 2024-02-26 2024-07-10 12322 12296 26 26 16000. CAMPBELL SOUP CO 4.8% 15 MAR 2048 2024-02-15 2024-07-17 14228 14037 191 191 6000. CAMPBELL SOUP CO 4.8% 15 MAR 2048 2024-02-15 2024-07-31 5355 5265 90 90 19000. CAMPBELL SOUP CO 4.8% 15 MAR 2048 2024-02-21 2024-08-14 17418 16641 777 777 20000. CAPITAL ONE FINL CORP 7.624% 30 OCT 2031 2023-12-18 2024-07-08 22179 20903 1276 1276 34000. CAPITAL ONE FINL CORP 6.051% 01 FEB 2035 2024-02-06 2024-03-05 34456 34300 156 156 26000. CAPITAL ONE FINL CORP 6.051% 01 FEB 2035 2024-02-07 2024-03-06 26433 26198 235 235 40000. CAPITAL ONE FINL CORP 6.051% 01 FEB 2035 2024-04-29 2024-07-08 40788 39959 829 829 35000. CAPITAL ONE FINL CORP 5.884% 07-26-2035 2024-09-19 2024-10-23 35668 36614 -946 -946 4000. CARRIER GLOBAL CORP 5.9% 15 MAR 2034 2024-04-29 2024-08-13 4334 4109 225 225 26000. CHARTER COMMUNICATIONS OPER LLC / 3.9% 01 JUN 2052 2024-02-08 2024-05-28 16217 16421 -204 -204 54000. CHARTER COMMUNICATIONS OPER LLC / 3.9% 01 JUN 2052 2024-04-16 2024-05-30 33672 33178 494 494 30000. CHARTER COMMUNICATIONS OPER LLC / 5.25% 01 APR 2053 2024-01-05 2024-01-10 24890 24459 431 431 30000. CHARTER COMMUNICATIONS OPER LLC / 5.25% 01 APR 2053 2024-01-17 2024-01-22 24486 24411 75 75 30000. CHARTER COMMUNICATIONS OPER LLC / 5.25% 01 APR 2053 2024-01-17 2024-01-22 24534 24397 137 137 25000. CHARTER COMMUNICATIONS OPER LLC / 5.25% 01 APR 2053 2024-02-07 2024-03-28 19864 19759 105 105 45000. CHARTER COMMUNICATIONS OPER LLC / 5.25% 01 APR 2053 2024-02-28 2024-04-03 34972 35387 -415 -415 25000. CHASE ISSUANCE TR 5.16% 15 SEP 2028 2023-09-07 2024-01-05 25266 24993 273 273 60000. CISCO SYS INC 4.85% 02-26-2029 2024-02-21 2024-08-07 61273 59979 1294 1294 50000. CISCO SYS INC 4.95% 02-26-2031 2024-02-21 2024-08-07 51160 49901 1259 1259 50000. CISCO SYS INC 5.05% 02-26-2034 2024-02-21 2024-08-07 51236 49950 1286 1286 15000. CISCO SYS INC 5.3% 26 FEB 2054 2024-02-21 2024-08-07 15124 14940 184 184 70000. CITIGROUP INC 3.352% 24 APR 2025 2023-12-18 2024-04-24 70000 69366 634 634 30000. CITIZENS FINL GROUP INC 5.841% 23 JAN 2030 2024-01-18 2024-02-14 29703 30000 -297 -297 40000. COMCAST CORP NEW 2.35% DUE 01-15-2027/07-19-2016 REG 2023-12-18 2024-02-28 37309 37348 -39 -39 30000. COMCAST CORP 5.35% 15 MAY 2053 2023-12-18 2024-01-30 30338 31089 -751 -751 40000. COMCAST CORP 5.35% 15 MAY 2053 2023-12-18 2024-02-20 38835 39952 -1117 -1117 30000. CONOCOPHILLIPS CO 5.55% 15 MAR 2054 2023-12-18 2024-01-11 30995 30930 65 65 25000. CONSTELLATION BRANDS INC 4.9% 05-01-2033 2024-04-29 2024-06-17 24310 23766 544 544 50000. COREBRIDGE FINANCIAL INC 5.75% 01-15-2034 2023-12-14 2024-05-03 49759 51065 -1306 -1306 8000. CUMMINS INC 5.15% 20 FEB 2034 2024-02-14 2024-07-10 8098 7973 125 125 15000. CUMMINS INC 5.45% 20 FEB 2054 2024-02-14 2024-07-09 14882 14906 -24 -24 10000. DELL INTL L L C / EMC CORP 4.85% 01 FEB 2035 2024-11-07 2024-12-04 9748 9654 94 94 43000. DEVON ENERGY CORP 5.75% 15 SEP 2054 2024-09-26 2024-10-30 39881 42860 -2979 -2979 17000. DEVON ENERGY CORP 5.75% 15 SEP 2054 2024-09-19 2024-10-30 15773 17138 -1365 -1365 25000. DEVON ENERGY CORP 5.75% 15 SEP 2054 2024-09-11 2024-11-01 23066 24488 -1422 -1422 25000. DIAMONDBACK ENERGY INC 6.25% 15 MAR 2053 2024-02-28 2024-04-03 26530 26450 80 80 45000. DIAMONDBACK ENERGY INC 6.25% 15 MAR 2053 2024-04-29 2024-07-10 47014 46881 133 133 26000. DUKE ENERGY CORP NEW 5.0% 15 AUG 2052 2023-12-18 2024-01-30 23904 24271 -367 -367 24000. DUKE ENERGY CORP NEW 5.0% 15 AUG 2052 2023-06-02 2024-02-02 22046 21466 580 580 35000. ENBRIDGE INC 5.7% 08 MAR 2033 2024-04-29 2024-11-21 35723 35604 119 119 15000. ENBRIDGE INC 5.95% 05 APR 2054 2024-04-02 2024-11-21 15243 14983 260 260 35000. ENERGY TRANSFER LP 5.55% 05-15-2034 2024-01-11 2024-06-04 34785 35072 -287 -287 20000. ENTERPRISE PRODS OPER LLC 4.85% 31 JAN 2034 2024-01-02 2024-02-21 19444 19941 -497 -497 25000. ENTERPRISE PRODS OPER LLC 4.85% 31 JAN 2034 2024-01-02 2024-02-21 24264 24926 -662 -662 15000. ENTERPRISE PRODS OPER LLC 4.95% 15 FEB 2035 2024-08-02 2024-12-04 14951 15081 -130 -130 20000. EQUINIX EUROPE 2 FINANCING CORP LLC SR NT 5.5% 06-15-2034 2024-05-22 2024-06-17 20070 19844 226 226 13782. CITIGROUP COML MTG TR 2022-GC48 4.74172%15 MAY 2054 2023-06-02 2024-01-24 13369 13252 117 117 30000. EUROPEAN BANK FOR REC & DEV TRANCHE # TR00122 03/13/2024 4.25% 2024-03-05 2024-09-10 31107 29841 1266 1266 40000. EUROPEAN INVESTMENT BANK 4.5% 10-16-2028 2023-12-13 2024-01-04 40754 40351 403 403 35000. EUROPEAN INVT BK GLOBAL BD 4.0% 15 FEB 2029 2024-01-04 2024-04-16 33820 34838 -1018 -1018 35000. EUROPEAN INVT BK 4.125% 02-13-2034 2024-02-06 2024-08-21 35674 34649 1025 1025 55000. EUROPEAN INVT BK GLOBAL BD 4.75% 15 JUN 2029 2024-04-16 2024-07-02 55635 54911 724 724 25000. EUROPEAN INVT BK GLOBAL CLIMATE AWARENESS BD 4.375% 10 OCT 2031 2024-07-02 2024-09-10 26167 24819 1348 1348 10000. EVERGY INC 2.45% DUE 09-15-2024/08-15-2024 REG 2023-12-18 2024-09-16 10000 10000 10000. EVERGY INC 2.45% DUE 09-15-2024/08-15-2024 REG 2023-06-02 2024-09-16 10000 10000 25000. EVERSOURCE ENERGY 5.5% 01 JAN 2034 2024-01-16 2024-10-08 25680 24867 813 813 60000. EXELON CORP 5.3% 15 MAR 2033 2023-12-18 2024-01-05 60090 60673 -583 -583 25000. EXELON CORP 5.3% 15 MAR 2033 2023-06-02 2024-01-08 25079 25150 -71 -71 40000. EXXON MOBIL CORP 3.095% 16 AUG 2049 2023-12-18 2024-03-08 28467 29357 -890 -890 460.28 FNMA SD1345 2.5% 01 OCT 2051 2024-04-30 2024-06-01 460 460 108.64 FNMA SD1345 2.5% 01 OCT 2051 2024-04-30 2024-07-01 109 109 102.53 FNMA SD1345 2.5% 01 OCT 2051 2024-04-30 2024-08-01 103 103 56.23 FNMA SD1345 2.5% 01 OCT 2051 2024-04-30 2024-09-01 56 56 55.22 FNMA SD1345 2.5% 01 OCT 2051 2024-04-30 2024-10-01 55 55 111.4 FNMA SD1345 2.5% 01 OCT 2051 2024-04-30 2024-11-01 111 111 214.15 FNMA SD1345 2.5% 01 OCT 2051 2024-04-30 2024-12-01 214 214 1924.61 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-01-01 1925 1925 350.89 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-02-01 351 351 1951.13 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-03-01 1951 1951 1985.51 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-04-01 1986 1986 353.77 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-05-01 354 354 911.78 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-06-01 912 912 361.55 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-07-01 362 362 3054.38 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-08-01 3054 3054 361.46 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-09-01 361 361 1665.17 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-10-01 1665 1665 1169.31 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-11-01 1169 1169 3065.42 FNMA SD1377 3.5% 01 JUL 2052 2023-12-13 2024-12-01 3065 3065 115.52 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-01-01 116 116 114.21 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-02-01 114 114 727.64 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-03-01 728 728 985.1 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-04-01 985 986 -1 -1 728.34 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-05-01 728 729 -1 -1 117.51 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-06-01 118 118 699.43 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-07-01 699 700 -1 -1 688.03 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-08-01 688 689 -1 -1 107.97 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-09-01 108 108 718.33 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-10-01 718 719 -1 -1 719.82 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-11-01 720 721 -1 -1 185.72 FHLMC POOL#SD3010 5.5% 06-01-2053 2023-06-02 2024-12-01 186 186 50.2 FREDDIE MAC FR SD5314 3% 01/01/2053 3.0%01 JAN 2053 2024-04-30 2024-06-01 50 42 8 8 422.43 FREDDIE MAC FR SD5314 3% 01/01/2053 3.0%01 JAN 2053 2024-04-30 2024-07-01 422 351 71 71 49.78 FREDDIE MAC FR SD5314 3% 01/01/2053 3.0%01 JAN 2053 2024-04-30 2024-08-01 50 41 9 9 58.53 FREDDIE MAC FR SD5314 3% 01/01/2053 3.0%01 JAN 2053 2024-04-30 2024-09-01 59 49 10 10 344.42 FREDDIE MAC FR SD5314 3% 01/01/2053 3.0%01 JAN 2053 2024-04-30 2024-10-01 344 286 58 58 49.5 FREDDIE MAC FR SD5314 3% 01/01/2053 3.0%01 JAN 2053 2024-04-30 2024-11-01 50 41 9 9 49.95 FREDDIE MAC FR SD5314 3% 01/01/2053 3.0%01 JAN 2053 2024-04-30 2024-12-01 50 42 8 8 239.89 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-03-01 240 227 13 13 206.18 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-04-01 206 195 11 11 136.87 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-05-01 137 129 8 8 105.12 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-06-01 105 99 6 6 179.03 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-07-01 179 169 10 10 40.1 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-08-01 40 38 2 2 40.26 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-09-01 40 38 2 2 124.74 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-10-01 125 118 7 7 114.04 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-11-01 114 108 6 6 163.96 FHLMC SUPER 30Y FIXED 4.5% 12-01-2052 2024-02-26 2024-12-01 164 155 9 9 185.24 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 11-01-2053 2024-08-22 2024-09-01 185 184 1 1 180.26 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 11-01-2053 2024-08-22 2024-10-01 180 179 1 1 266.58 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 11-01-2053 2024-08-22 2024-11-01 267 265 2 2 182.31 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 11-01-2053 2024-08-22 2024-12-01 182 181 1 1 156.91 FHLMC POOL #SD8189 2.5% 12-01-2051 2024-06-25 2024-07-01 157 157 161.87 FHLMC POOL #SD8189 2.5% 12-01-2051 2024-06-25 2024-08-01 162 162 179.35 FHLMC POOL #SD8189 2.5% 12-01-2051 2024-06-25 2024-09-01 179 179 153.24 FHLMC POOL #SD8189 2.5% 12-01-2051 2024-06-25 2024-10-01 153 153 165.8 FHLMC POOL #SD8189 2.5% 12-01-2051 2024-06-25 2024-11-01 166 166 138.11 FHLMC POOL #SD8189 2.5% 12-01-2051 2024-06-25 2024-12-01 138 138 592.09 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-01-01 592 592 652.31 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-02-01 652 652 666.34 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-03-01 666 666 826.25 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-04-01 826 826 892.11 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-05-01 892 892 1029.38 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-06-01 1029 1029 933.5 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-07-01 934 934 960.69 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-08-01 961 961 882.05 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-09-01 882 882 802.39 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-10-01 802 802 820.86 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-11-01 821 821 827.45 FEDERAL HOME LN MTG CORP POOL #SD8194 2.5% DUE 02-01-2052 BEO 2023-06-02 2024-12-01 827 827 457.71 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-01-01 458 458 428.32 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-02-01 428 428 503.55 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-03-01 504 504 565.19 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-04-01 565 565 599.34 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-05-01 599 599 666.62 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-06-01 667 667 671.85 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-07-01 672 672 659.9 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-08-01 660 660 685.88 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-09-01 686 686 568.94 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-10-01 569 569 642.58 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-11-01 643 643 522.09 FEDERAL HOME LN MTG CORP #SD8182 2.0% DUE 11-01-2051 2023-10-17 2024-12-01 522 522 574.48 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-01-01 574 574 40782.65 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-01-23 33730 34603 -873 -873 410.05 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-02-01 410 410 36095.03 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-02-26 29505 30602 -1097 -1097 253.79 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-03-01 254 254 303.81 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-04-01 304 304 326.09 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-05-01 326 326 321.39 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-06-01 321 321 391.22 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-07-01 391 391 337.15 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-08-01 337 337 396.99 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-09-01 397 397 331.35 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-10-01 331 331 355.8 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-11-01 356 356 317.76 FEDERAL HOME LN MTG CORP 2.5% DUE 04-01-2052 2023-06-02 2024-12-01 318 318 177.04 FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01 MAY 2052 2024-04-30 2024-06-01 177 177 169.82 FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01 MAY 2052 2024-04-30 2024-07-01 170 170 215.13 FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01 MAY 2052 2024-04-30 2024-08-01 215 215 176.16 FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01 MAY 2052 2024-04-30 2024-09-01 176 176 25821.29 FEDERAL HOME LOAN MORTGAGE CORP 3.5% 01 MAY 2052 2024-04-30 2024-09-25 24095 22277 1818 1818 603.25 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-01-01 603 603 722.82 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-02-01 723 723 742. FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-03-01 742 742 992.04 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-04-01 992 992 1152.71 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-05-01 1153 1153 968.73 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-06-01 969 969 872.01 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-07-01 872 872 1080.97 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-08-01 1081 1081 981.71 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-09-01 982 982 35926.86 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-09-25 34563 33110 1453 1453 988.07 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-10-01 988 988 707.32 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-11-01 707 707 702.38 FHLMC SUPER 30Y FIXED 4.0% 01 OCT 2052 2023-12-13 2024-12-01 702 702 535.34 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-01-01 535 535 363.34 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-02-01 363 363 572.61 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-03-01 573 573 675.81 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-04-01 676 676 574.12 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-05-01 574 574 733.84 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-06-01 734 734 636.93 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-07-01 637 637 720.2 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-08-01 720 720 782.27 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-09-01 782 782 821. FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-10-01 821 821 802.43 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-11-01 802 802 720.47 FEDERAL HOME LN MTG CORP POOL #SD8257 4.5% DUE 10-01-2052 BEO 2023-06-02 2024-12-01 720 720 147.08 FHLMC POOL #SD8242 3.0% DUE 08-01-2052 REG 2024-06-25 2024-07-01 147 147 173.65 FHLMC POOL #SD8242 3.0% DUE 08-01-2052 REG 2024-06-25 2024-08-01 174 174 199.4 FHLMC POOL #SD8242 3.0% DUE 08-01-2052 REG 2024-06-25 2024-09-01 199 199 98.58 FHLMC POOL #SD8242 3.0% DUE 08-01-2052 REG 2024-06-25 2024-10-01 99 99 100.32 FHLMC POOL #SD8242 3.0% DUE 08-01-2052 REG 2024-06-25 2024-11-01 100 100 83.36 FHLMC POOL #SD8242 3.0% DUE 08-01-2052 REG 2024-06-25 2024-12-01 83 83 442.13 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-01-01 442 442 305.91 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-02-01 306 306 376.15 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-03-01 376 376 540.01 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-04-01 540 540 531.92 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-05-01 532 532 490.2 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-06-01 490 490 575. FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-07-01 575 575 702.69 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-08-01 703 703 622.9 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-09-01 623 623 568.09 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-10-01 568 568 513.84 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-11-01 514 514 577.5 FEDERAL HOME LOAN MORTGAGE CORP 4.5% 09-01-2052 2023-12-13 2024-12-01 578 578 597.36 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-01-01 597 597 606.28 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-02-01 606 606 445.74 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-03-01 446 446 632.03 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-04-01 632 632 723.65 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-05-01 724 724 606.05 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-06-01 606 606 555.01 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-07-01 555 555 578.29 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-08-01 578 578 646.9 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-09-01 647 647 796.56 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-10-01 797 797 1780.84 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-11-01 1781 1781 743.91 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-2053 2023-06-02 2024-12-01 744 744 136.25 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-01-01 136 135 1 1 204.3 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-02-01 204 202 2 2 193.74 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-03-01 194 192 2 2 138.27 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-04-01 138 137 1 1 142.22 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-05-01 142 141 1 1 161.45 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-06-01 161 160 1 1 154.85 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-07-01 155 153 2 2 183.59 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-08-01 184 182 2 2 207.94 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-09-01 208 206 2 2 340.2 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-10-01 340 336 4 4 728.98 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-11-01 729 721 8 8 400.99 FNMA SD8350 6.0% 01 AUG 2053 2023-09-26 2024-12-01 401 397 4 4 252.21 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-01-01 252 255 -3 -3 432.67 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-02-01 433 438 -5 -5 272.06 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-03-01 272 276 -4 -4 361.93 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-04-01 362 367 -5 -5 416.28 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-05-01 416 422 -6 -6 344.51 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-06-01 345 349 -4 -4 380.79 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-07-01 381 386 -5 -5 365.48 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-08-01 365 370 -5 -5 488.66 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-09-01 489 495 -6 -6 511.32 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-10-01 511 518 -7 -7 1249.19 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-11-01 1249 1265 -16 -16 624.55 FNMA SD8325 6.0% 01 MAY 2053 2023-06-02 2024-12-01 625 632 -7 -7 113.04 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-01-01 113 107 6 6 123.59 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-02-01 124 117 7 7 131.38 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-03-01 131 124 7 7 129.54 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-04-01 130 123 7 7 133.37 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-05-01 133 126 7 7 136.97 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-06-01 137 130 7 7 170.16 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-07-01 170 161 9 9 159.11 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-08-01 159 151 8 8 154.25 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-09-01 154 146 8 8 174.1 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-10-01 174 165 9 9 252.64 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-11-01 253 239 14 14 150.64 FEDERAL HOME LOAN MORTGAGE CORP 5.0% 01 JUN 2053 2023-09-26 2024-12-01 151 143 8 8 206.32 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01 DEC 2053 2024-09-25 2024-10-01 206 209 -3 -3 513.43 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01 DEC 2053 2024-09-25 2024-11-01 513 520 -7 -7 222.7 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01 DEC 2053 2024-09-25 2024-12-01 223 225 -2 -2 132.71 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2023-10-25 2024-01-01 133 129 4 4 164.8 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2023-10-25 2024-02-01 165 160 5 5 521.36 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-03-01 521 517 4 4 550.23 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-04-01 550 546 4 4 515.54 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-05-01 516 511 5 5 466.71 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-06-01 467 463 4 4 375.09 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-07-01 375 372 3 3 450.59 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-08-01 451 447 4 4 633.73 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-09-01 634 629 5 5 1075.96 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-10-01 1076 1067 9 9 1664.331 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-11-01 1664 1671 -7 -7 924.629 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2023-10-25 2024-11-01 925 897 28 28 558.585 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2024-02-26 2024-12-01 559 561 -2 -2 310.325 FEDERAL HOME LOAN MORTGAGE CORP 6.0% 10-01-2053 2023-10-25 2024-12-01 310 301 9 9 173.5 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2054 2024-06-26 2024-07-01 174 172 2 2 166.57 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2054 2024-06-26 2024-08-01 167 165 2 2 217.88 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2054 2024-06-26 2024-09-01 218 216 2 2 306.12 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2054 2024-06-26 2024-10-01 306 303 3 3 618.91 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2054 2024-06-26 2024-11-01 619 612 7 7 208.33 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-2054 2024-06-26 2024-12-01 208 206 2 2 526.11 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-03-01 526 537 -11 -11 425.62 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-04-01 426 435 -9 -9 493.32 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-05-01 493 504 -11 -11 359.24 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-06-01 359 367 -8 -8 489.42 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-07-01 489 500 -11 -11 633.45 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-08-01 633 647 -14 -14 945.09 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-09-01 945 965 -20 -20 .01 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-09-01 30434.23 FEDERAL HOME LOAN MORTGAGE CORP 6.5% 01 JAN 2054 2024-01-23 2024-09-25 31338 31090 248 248 211.32 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2054 2024-08-23 2024-09-01 211 213 -2 -2 289.2 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2054 2024-08-23 2024-10-01 289 291 -2 -2 764.21 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2054 2024-08-23 2024-11-01 764 770 -6 -6 322.17 FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-2054 2024-08-23 2024-12-01 322 325 -3 -3 154.68 FEDERAL HOME LN MTG CORP POOL #SD3609 2.5% DUE 01 APR 2052 2023-09-26 2024-01-01 155 124 31 31 60.76 FEDERAL HOME LN MTG CORP POOL #SD3609 2.5% DUE 01 APR 2052 2023-09-26 2024-02-01 61 49 12 12 24249.11 FEDERAL HOME LN MTG CORP POOL #SD3609 2.5% DUE 01 APR 2052 2023-09-26 2024-02-26 19822 19451 371 371 751.85 FHLMC POOL #RA6614 2.5% 01-01-2052 2024-07-25 2024-08-01 752 752 855.46 FHLMC POOL #RA6614 2.5% 01-01-2052 2024-07-25 2024-09-01 855 855 476.1 FHLMC POOL #RA6614 2.5% 01-01-2052 2024-07-25 2024-10-01 476 476 147.27 FHLMC POOL #RA6614 2.5% 01-01-2052 2024-07-25 2024-11-01 147 147 456.28 FHLMC POOL #RA6614 2.5% 01-01-2052 2024-07-25 2024-12-01 456 456 529.52 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2023-12-13 2024-01-01 530 530 86282.05 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2023-12-13 2024-01-23 74401 74369 32 32 684.66 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2023-12-13 2024-02-01 685 685 21494.44 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2023-12-13 2024-02-26 18307 18516 -209 -209 940.36 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2023-12-13 2024-03-01 940 940 1105.72 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2023-12-13 2024-04-01 1106 1106 1040.3 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-05-01 1040 1040 377.72 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-06-01 378 378 994.33 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-07-01 994 994 890.92 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-08-01 891 891 1087.05 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-09-01 1087 1087 1225.74 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-10-01 1226 1226 1810.34 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-11-01 1810 1810 1237.4 FEDERAL HOME LN MTG CORP 3.0% DUE 01-01-2052 2024-04-22 2024-12-01 1237 1237 220.89 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-01-01 221 221 585.11 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-02-01 585 585 693.52 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-03-01 694 694 732.09 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-04-01 732 732 786.75 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-05-01 787 787 1443.43 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-06-01 1443 1443 670.15 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-07-01 670 670 780.79 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-08-01 781 781 221.65 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-09-01 222 222 986.17 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-10-01 986 986 870.19 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-11-01 870 870 346.53 FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01 FEB 2052 2023-06-02 2024-12-01 347 347 1285.94 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-01-01 1286 1286 490.41 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-02-01 490 490 528.61 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-03-01 529 529 349.08 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-04-01 349 349 664.9 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-05-01 665 665 1159.76 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-06-01 1160 1160 979.66 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-07-01 980 980 1676.76 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-08-01 1677 1677 1117.91 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-09-01 1118 1118 478.73 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-10-01 479 479 668.86 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-11-01 669 669 588.5 FNMA BV7937 4.0% 01 AUG 2052 2023-06-02 2024-12-01 589 589 1765.4 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-01-01 1765 1765 2906.9 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-02-01 2907 2907 982.38 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-03-01 982 982 129.7 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-04-01 130 130 1175.15 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-05-01 1175 1175 2854.59 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-06-01 2855 2855 1181.45 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-07-01 1181 1181 109.3 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-08-01 109 109 1430.3 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-09-01 1430 1430 105.7 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-10-01 106 106 111.14 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-11-01 111 111 119.05 FNMA POOL #CA8645 4.0% DUE 01 JAN 2051 2023-06-02 2024-12-01 119 119 88.11 FEDERAL NATIONAL MORTGAGE ASSOC 4.5% 01 DEC 2052 2024-08-22 2024-09-01 88 86 2 2 37.56 FEDERAL NATIONAL MORTGAGE ASSOC 4.5% 01 DEC 2052 2024-08-22 2024-10-01 38 37 1 1 168.25 FEDERAL NATIONAL MORTGAGE ASSOC 4.5% 01 DEC 2052 2024-08-22 2024-11-01 168 164 4 4 36.78 FEDERAL NATIONAL MORTGAGE ASSOC 4.5% 01 DEC 2052 2024-08-22 2024-12-01 37 36 1 1 537.66 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-01-01 538 538 751.85 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-02-01 752 752 135.74 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-03-01 136 136 615.62 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-04-01 616 616 140.25 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-05-01 140 140 787.37 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-06-01 787 787 1472.42 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-07-01 1472 1472 1227.97 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-08-01 1228 1228 1404.52 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-09-01 1405 1405 139.45 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-10-01 139 139 642.32 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-11-01 642 642 776.27 FNMA POOL #FM9879 3.5% DUE 01 DEC 2051 2023-06-02 2024-12-01 776 776 26241.63 FNMA POOL #FM9413 4.0% DUE 11-01-2051 BEO 2024-01-23 2024-02-26 24105 24438 -333 -333 609.49 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-01-01 609 504 105 105 2462.36 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-02-01 2462 2037 425 425 660.83 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-03-01 661 547 114 114 1899.31 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-04-01 1899 1571 328 328 7312.54 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-05-01 7313 6050 1263 1263 668.65 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-06-01 669 553 116 116 2150.65 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-07-01 2151 1779 372 372 2492.75 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-08-01 2493 2062 431 431 659.98 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-09-01 660 546 114 114 2107.74 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-10-01 2108 1744 364 364 720. FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-11-01 720 596 124 124 1783.46 FNMA POOL #FS3569 3.0% DUE 01 FEB 2052 2023-10-11 2024-12-01 1783 1475 308 308 47.56 FNMA POOL #FS4110 2.5% DUE 03-01-2052 BEO 2023-10-25 2024-01-01 48 37 11 11 23184.25 FNMA POOL #FS4110 2.5% DUE 03-01-2052 BEO 2023-10-25 2024-01-23 19175 17921 1254 1254 33.8 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-03-01 34 34 220.79 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-04-01 221 221 154.99 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-05-01 155 155 36.47 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-06-01 36 36 155.56 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-07-01 156 156 170.7 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-08-01 171 171 48.81 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-09-01 49 49 286.06 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-10-01 286 286 360.78 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-11-01 361 361 100.33 FNMA POOL #FS6288 5.5% DUE 01 OCT 2053 2024-01-23 2024-12-01 100 100 2109.34 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-01-01 2109 2109 2104.37 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-02-01 2104 2104 2211.15 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-03-01 2211 2211 2427.17 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-04-01 2427 2427 2302.02 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-05-01 2302 2302 2703.39 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-06-01 2703 2703 2583.71 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-07-01 2584 2584 2676.25 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-08-01 2676 2676 2870.86 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-09-01 2871 2871 2420.45 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-10-01 2420 2420 2705.13 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-11-01 2705 2705 2415.53 FNMA POOL #MA4414 2.5% DUE 01 SEP 2051 2023-12-13 2024-12-01 2416 2416 333.59 FNMA POOL #MA5389 6.0% DUE 06-01-2054 BEO 2024-06-26 2024-07-01 334 335 -1 -1 262.86 FNMA POOL #MA5389 6.0% DUE 06-01-2054 BEO 2024-06-26 2024-08-01 263 264 -1 -1 234.65 FNMA POOL #MA5389 6.0% DUE 06-01-2054 BEO 2024-06-26 2024-09-01 235 236 -1 -1 325.79 FNMA POOL #MA5389 6.0% DUE 06-01-2054 BEO 2024-06-26 2024-10-01 326 328 -2 -2 677.14 FNMA POOL #MA5389 6.0% DUE 06-01-2054 BEO 2024-06-26 2024-11-01 677 681 -4 -4 369.49 FNMA POOL #MA5389 6.0% DUE 06-01-2054 BEO 2024-06-26 2024-12-01 369 372 -3 -3 325.09 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-01-01 325 325 320.24 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-02-01 320 320 22655.95 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-02-26 17764 17946 -182 -182 244.72 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-03-01 245 245 320.89 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-04-01 321 321 342.61 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-05-01 343 343 385.01 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-06-01 385 385 374.82 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-07-01 375 375 358.55 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-08-01 359 359 343.74 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-09-01 344 344 307.99 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-10-01 308 308 337.67 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-11-01 338 338 295.44 FNMA POOL #MA4562 2.0% DUE 01 MAR 2052 2023-12-13 2024-12-01 295 295 185.6 FNMA POOL #MA4624 3.0% DUE 06-01-2052 BEO 2024-07-24 2024-08-01 186 186 203.9 FNMA POOL #MA4624 3.0% DUE 06-01-2052 BEO 2024-07-24 2024-09-01 204 204 140.92 FNMA POOL #MA4624 3.0% DUE 06-01-2052 BEO 2024-07-24 2024-10-01 141 141 168.67 FNMA POOL #MA4624 3.0% DUE 06-01-2052 BEO 2024-07-24 2024-11-01 169 169 164.75 FNMA POOL #MA4624 3.0% DUE 06-01-2052 BEO 2024-07-24 2024-12-01 165 165 652.04 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-01-01 652 652 651.1 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-02-01 651 651 680.58 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-03-01 681 681 836.74 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-04-01 837 837 1052.27 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-05-01 1052 1052 1155.03 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-06-01 1155 1155 1150.93 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-07-01 1151 1151 1030.97 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-08-01 1031 1031 970.06 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-09-01 970 970 859.86 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-10-01 860 860 872.32 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-11-01 872 872 946.07 FNMA POOL #MA4625 3.5% DUE 06-01-2052 BEO 2023-06-02 2024-12-01 946 946 231.94 FNMA POOL #MA4598 2.5% DUE 04-01-2052 BEO 2024-09-25 2024-10-01 232 232 233.98 FNMA POOL #MA4598 2.5% DUE 04-01-2052 BEO 2024-09-25 2024-11-01 234 234 197.83 FNMA POOL #MA4598 2.5% DUE 04-01-2052 BEO 2024-09-25 2024-12-01 198 198 106.13 FNMA POOL #MA4653 3.0% DUE 07-01-2052 BEO 2024-11-26 2024-12-01 106 106 111.12 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-02-01 111 111 123.89 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-03-01 124 124 133.79 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-04-01 134 134 126.32 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-05-01 126 126 164. FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-06-01 164 164 141.8 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-07-01 142 142 171.26 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-08-01 171 171 185.26 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-09-01 185 185 157.24 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-10-01 157 157 150.39 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-11-01 150 150 162.49 FNMA POOL #MA4733 4.5% DUE 09-01-2052 BEO 2024-01-23 2024-12-01 162 162 429.55 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-01-01 430 430 376.67 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-02-01 377 377 578.21 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-03-01 578 578 573.37 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-04-01 573 573 561.34 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-05-01 561 561 571.89 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-06-01 572 572 468.77 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-07-01 469 469 610.02 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-08-01 610 610 633.75 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-09-01 634 634 491.14 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-10-01 491 491 778.19 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-11-01 778 778 634.92 FNMA POOL #MA4806 5.0% DUE 01 NOV 2052 2023-06-02 2024-12-01 635 635 199.2 FNMA FNMA # MA4841 5.0% 12-01-2052 2024-06-26 2024-07-01 199 199 257.34 FNMA FNMA # MA4841 5.0% 12-01-2052 2024-06-26 2024-08-01 257 257 202.8 FNMA FNMA # MA4841 5.0% 12-01-2052 2024-06-26 2024-09-01 203 203 215.68 FNMA FNMA # MA4841 5.0% 12-01-2052 2024-06-26 2024-10-01 216 216 228.61 FNMA FNMA # MA4841 5.0% 12-01-2052 2024-06-26 2024-11-01 229 229 209.16 FNMA FNMA # MA4841 5.0% 12-01-2052 2024-06-26 2024-12-01 209 209 174.89 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-03-01 175 175 207.39 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-04-01 207 207 299.04 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-05-01 299 299 393.19 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-06-01 393 393 249.65 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-07-01 250 250 293.38 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-08-01 293 293 324.24 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-09-01 324 324 219.94 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-10-01 220 220 308.11 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-11-01 308 308 247.39 FNMA POOL #MA4918 5.0% DUE 02-01-2053 BEO 2024-02-26 2024-12-01 247 247 501.56 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-01-01 502 494 8 8 426.14 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-02-01 426 419 7 7 441.25 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-03-01 441 434 7 7 442.54 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-04-01 443 435 8 8 525.92 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-05-01 526 518 8 8 551.8 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-06-01 552 543 9 9 558.76 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-07-01 559 550 9 9 530.6 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-08-01 531 522 9 9 488.67 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-09-01 489 481 8 8 577.78 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-10-01 578 569 9 9 679.49 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-11-01 679 669 10 10 390.44 FNMA POOL #MA4978 5.0% DUE 04-01-2053 BEO 2023-06-02 2024-12-01 390 384 6 6 121.16 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-01-23 2024-03-01 121 119 2 2 172.3 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-01-23 2024-04-01 172 169 3 3 190.25 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-05-01 190 184 6 6 359.89 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-06-01 360 348 12 12 237.27 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-07-01 237 229 8 8 289.14 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-08-01 289 279 10 10 328.22 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-09-01 328 317 11 11 263.57 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-10-01 264 255 9 9 372.91 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-11-01 373 360 13 13 312.61 FNMA POOL #MA5038 5.0% DUE 06-01-2053 BEO 2024-04-30 2024-12-01 313 302 11 11 816.24 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-01-01 816 795 21 21 944.66 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-02-01 945 921 24 24 948.12 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-03-01 948 924 24 24 1141.82 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-04-01 1142 1113 29 29 890.87 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-05-01 891 868 23 23 1190.88 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-06-01 1191 1161 30 30 1041.22 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-07-01 1041 1015 26 26 1062.26 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-08-01 1062 1035 27 27 1111.81 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-09-01 1112 1083 29 29 980.88 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-10-01 981 956 25 25 1543.93 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-11-01 1544 1505 39 39 896.11 FNMA POOL #MA5071 5.0% DUE 07-01-2053 BEO 2023-12-13 2024-12-01 896 873 23 23 418.07 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-01-01 418 418 471.91 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-02-01 472 472 478.2 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-03-01 478 478 530.03 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-04-01 530 530 548.84 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-05-01 549 549 615.83 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-06-01 616 616 484.92 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-07-01 485 485 561.13 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-08-01 561 561 485.74 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-09-01 486 486 800.5 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-10-01 801 800 1 1 1170.64 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-11-01 1171 1170 1 1 777.21 FNMA POOL #MA5072 5.5% DUE 07-01-2053 BEO 2023-06-02 2024-12-01 777 777 584.61 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-01-01 585 591 -6 -6 663.21 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-02-01 663 670 -7 -7 677.67 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-03-01 678 685 -7 -7 588.69 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-04-01 589 595 -6 -6 505.51 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-05-01 506 511 -5 -5 558.51 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-06-01 559 565 -6 -6 558.08 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-07-01 558 564 -6 -6 706.59 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-08-01 707 714 -7 -7 810.29 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-09-01 810 819 -9 -9 889.56 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-10-01 890 899 -9 -9 2529.97 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-11-01 2530 2557 -27 -27 946.85 FNMA POOL #MA5073 6.0% DUE 07-01-2053 BEO 2023-12-13 2024-12-01 947 957 -10 -10 1191.61 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-01-01 1192 1185 7 7 1448.47 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-02-01 1448 1441 7 7 1377.6 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-03-01 1378 1370 8 8 1269.87 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-04-01 1270 1263 7 7 1592.37 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-05-01 1592 1584 8 8 1662.98 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-06-01 1663 1654 9 9 1369.11 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-07-01 1369 1362 7 7 1575.67 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-08-01 1576 1567 9 9 1448.69 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-09-01 1449 1441 8 8 1733.9 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-10-01 1734 1725 9 9 4701.57 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-11-01 4702 4677 25 25 1639.28 FNMA POOL #MA5107 5.5% DUE 08-01-2053 BEO 2023-12-13 2024-12-01 1639 1631 8 8 279.78 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-03-01 280 276 4 4 238.09 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-04-01 238 235 3 3 281.3 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-05-01 281 278 3 3 193.78 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-06-01 194 191 3 3 205.87 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-07-01 206 203 3 3 323.31 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-08-01 323 319 4 4 326.19 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-09-01 326 322 4 4 457.61 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-10-01 458 452 6 6 776.17 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-11-01 776 766 10 10 383.74 FNMA POOL #MA5138 5.5% DUE 09-01-2053 BEO 2024-02-26 2024-12-01 384 379 5 5 153.46 FNMA POOL #MA5215 5.5% DUE 12-01-2053 BEO 2024-04-30 2024-06-01 153 149 4 4 212.46 FNMA POOL #MA5215 5.5% DUE 12-01-2053 BEO 2024-04-30 2024-07-01 212 207 5 5 174.74 FNMA POOL #MA5215 5.5% DUE 12-01-2053 BEO 2024-04-30 2024-08-01 175 170 5 5 266.93 FNMA POOL #MA5215 5.5% DUE 12-01-2053 BEO 2024-04-30 2024-09-01 267 260 7 7 372.87 FNMA POOL #MA5215 5.5% DUE 12-01-2053 BEO 2024-04-30 2024-10-01 373 363 10 10 840.25 FNMA POOL #MA5215 5.5% DUE 12-01-2053 BEO 2024-04-30 2024-11-01 840 818 22 22 253.89 FNMA POOL #MA5215 5.5% DUE 12-01-2053 BEO 2024-04-30 2024-12-01 254 247 7 7 237.61 FNMA POOL #MA5216 6.0% DUE 12-01-2053 BEO 2024-04-30 2024-06-01 238 236 2 2 189.4 FNMA POOL #MA5216 6.0% DUE 12-01-2053 BEO 2024-04-30 2024-07-01 189 188 1 1 257.51 FNMA POOL #MA5216 6.0% DUE 12-01-2053 BEO 2024-04-30 2024-08-01 258 256 2 2 376.04 FNMA POOL #MA5216 6.0% DUE 12-01-2053 BEO 2024-04-30 2024-09-01 376 374 2 2 629.99 FNMA POOL #MA5216 6.0% DUE 12-01-2053 BEO 2024-04-30 2024-10-01 630 626 4 4 1452.71 FNMA POOL #MA5216 6.0% DUE 12-01-2053 BEO 2024-04-30 2024-11-01 1453 1443 10 10 511.63 FNMA POOL #MA5216 6.0% DUE 12-01-2053 BEO 2024-04-30 2024-12-01 512 508 4 4 284.96 FNMA POOL #MA5445 6.0% DUE 08-01-2054 BEO 2024-08-22 2024-09-01 285 290 -5 -5 247.16 FNMA POOL #MA5445 6.0% DUE 08-01-2054 BEO 2024-08-22 2024-10-01 247 252 -5 -5 449.66 FNMA POOL #MA5445 6.0% DUE 08-01-2054 BEO 2024-08-22 2024-11-01 450 458 -8 -8 303.53 FNMA POOL #MA5445 6.0% DUE 08-01-2054 BEO 2024-08-22 2024-12-01 304 309 -5 -5 67.08 FNMA RJ1854 5.0% 01 JUN 2054 2024-09-25 2024-10-01 67 67 68.35 FNMA RJ1854 5.0% 01 JUN 2054 2024-09-25 2024-11-01 68 69 -1 -1 73.22 FNMA RJ1854 5.0% 01 JUN 2054 2024-09-25 2024-12-01 73 73 18000. FIFTH THIRD BANCORP 4.337% 25 APR 2033 2023-12-18 2024-03-07 16480 16634 -154 -154 42000. FIFTH THIRD BANCORP 4.337% 25 APR 2033 2023-12-18 2024-07-10 38698 36368 2330 2330 25000. FIFTH THIRD BANCORP 5.631% 01-29-2032 2024-01-23 2024-02-28 24778 25029 -251 -251 8000. FIFTH THIRD BANCORP 5.631% 01-29-2032 2024-01-23 2024-02-29 7931 8009 -78 -78 17000. FIFTH THIRD BANCORP 5.631% 01-29-2032 2024-01-23 2024-03-07 17040 17002 38 38 4371.18 FORD CREDIT AUTO OWNER TRUST 2023-C 5.68% 15 SEP 2026 2023-12-13 2024-06-14 4371 4378 -7 -7 5758.77 FORD CREDIT AUTO OWNER TRUST 2023-C 5.68% 15 SEP 2026 2023-12-13 2024-07-12 5759 5768 -9 -9 6476.17 FORD CREDIT AUTO OWNER TRUST 2023-C 5.68% 15 SEP 2026 2023-12-13 2024-08-14 6476 6486 -10 -10 5910.27 FORD CREDIT AUTO OWNER TRUST 2023-C 5.68% 15 SEP 2026 2023-12-13 2024-09-13 5910 5920 -10 -10 5758.51 FORD CREDIT AUTO OWNER TRUST 2023-C 5.68% 15 SEP 2026 2023-12-13 2024-10-14 5759 5768 -9 -9 5798.05 FORD CREDIT AUTO OWNER TRUST 2023-C 5.68% 15 SEP 2026 2023-12-13 2024-11-14 5798 5807 -9 -9 5419.03 FORD CREDIT AUTO OWNER TRUST 2023-C 5.68% 15 SEP 2026 2023-12-13 2024-12-13 5419 5428 -9 -9 367.15 GOVERNMENT NATIONAL MORTGAGE ASSOC 2.5% 20 AUG 2051 2023-12-13 2024-01-01 367 367 366.35 GOVERNMENT NATIONAL MORTGAGE ASSOC 2.5% 20 AUG 2051 2023-12-13 2024-02-01 366 366 63065.33 GOVERNMENT NATIONAL MORTGAGE ASSOC 2.5% 20 AUG 2051 2023-12-13 2024-02-26 53147 53645 -498 -498 524.7 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-01-01 525 525 485.1 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-02-01 485 485 566.17 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-03-01 566 566 628.46 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-04-01 628 628 629.26 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-05-01 629 629 704.79 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-06-01 705 705 687.54 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-07-01 688 688 716.29 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-08-01 716 716 609.75 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-09-01 610 610 641.14 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-10-01 641 641 627.84 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-11-01 628 628 503.57 GNMAII POOL #MA7589 2.5% 09-20-2051 2023-06-02 2024-12-01 504 504 82.89 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-01-01 83 83 138.14 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-02-01 138 138 329.23 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-03-01 329 330 -1 -1 177.56 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-04-01 178 178 194.55 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-05-01 195 195 177.61 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-06-01 178 178 167.66 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-07-01 168 168 179.79 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-08-01 180 180 314.34 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-09-01 314 315 -1 -1 447.43 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-10-01 447 448 -1 -1 699.01 GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-11-01 699 700 -1 -1 307. GNMAII POOL #MA8948 5.5% 20 JUN 2053 2023-12-13 2024-12-01 307 307 246.39 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-01-01 246 246 1055.33 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-02-01 1055 1055 1001.05 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-03-01 1001 1001 552.85 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-04-01 553 553 403.86 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-05-01 404 404 335.11 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-06-01 335 335 288.12 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-07-01 288 288 349.67 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-08-01 350 350 545.4 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-09-01 545 545 22726.81 GNMA POOL #MA8492 6.0% DUE 20 DEC 2052 2023-07-31 2024-09-25 23093 22885 208 208 140.69 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-01-01 141 138 3 3 303.22 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-02-01 303 298 5 5 295.7 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-03-01 296 291 5 5 221.24 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-04-01 221 218 3 3 208.1 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-05-01 208 205 3 3 210.9 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-06-01 211 207 4 4 175.46 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-07-01 175 173 2 2 208.42 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-08-01 208 205 3 3 350.16 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-09-01 350 344 6 6 508.19 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-10-01 508 500 8 8 739.59 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-11-01 740 727 13 13 300.16 GNMAII POOL# MA8801 5.5% 04-20-2053 2023-08-24 2024-12-01 300 295 5 5 106.34 GNMA POOL #MA9777 4.5% DUE 07-20-2054 BEO 2024-08-12 2024-09-01 106 104 2 2 80.46 GNMA POOL #MA9777 4.5% DUE 07-20-2054 BEO 2024-08-12 2024-10-01 80 78 2 2 119.5 GNMA POOL #MA9777 4.5% DUE 07-20-2054 BEO 2024-08-12 2024-11-01 119 117 2 2 109.87 GNMA POOL #MA9777 4.5% DUE 07-20-2054 BEO 2024-08-12 2024-12-01 110 107 3 3 119.58 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-01-01 120 120 183.33 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-02-01 183 184 -1 -1 434.56 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-03-01 435 437 -2 -2 1064.36 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-04-01 1064 1070 -6 -6 446.19 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-05-01 446 449 -3 -3 287.67 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-06-01 288 289 -1 -1 292.53 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-07-01 293 294 -1 -1 385.48 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-08-01 385 388 -3 -3 680.58 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-09-01 681 684 -3 -3 25732.15 GNMA POOL #MA9018 6.0% DUE 07-20-2053 BEO 2023-07-31 2024-09-25 26158 25876 282 282 236.6 GNMA POOL #MA9304 5.0% DUE 11-20-2053 BEO 2024-08-22 2024-09-01 237 236 1 1 263.63 GNMA POOL #MA9304 5.0% DUE 11-20-2053 BEO 2024-08-22 2024-10-01 264 263 1 1 437.03 GNMA POOL #MA9304 5.0% DUE 11-20-2053 BEO 2024-08-22 2024-11-01 437 436 1 1 173.46 GNMA POOL #MA9304 5.0% DUE 11-20-2053 BEO 2024-08-22 2024-12-01 173 173 81.25 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-01-01 81 82 -1 -1 102.38 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-02-01 102 104 -2 -2 108.58 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-03-01 109 110 -1 -1 136.43 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-04-01 136 138 -2 -2 157.78 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-05-01 158 160 -2 -2 238.98 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-06-01 239 242 -3 -3 404.4 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-07-01 404 410 -6 -6 1360.5 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-08-01 1361 1380 -19 -19 42322.62 GNMAII POOL #MA9306 6.0% 20 NOV 2053 2023-12-13 2024-08-12 42862 42941 -79 -79 63.13 GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-03-01 63 63 76.09 GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-04-01 76 76 59. GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-05-01 59 59 71.19 GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-06-01 71 72 -1 -1 91.36 GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-07-01 91 92 -1 -1 .02 GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-08-01 115.98 GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-08-01 116 117 -1 -1 24485.91 GNMAII POOL #MA9424 6.0% 20 JAN 2054 2024-02-26 2024-08-12 24798 24605 193 193 72.84 GNMA POOL #MA9603 4.5% DUE 20 APR 2054 2024-08-12 2024-09-01 73 71 2 2 70.7 GNMA POOL #MA9603 4.5% DUE 20 APR 2054 2024-08-12 2024-10-01 71 69 2 2 73.09 GNMA POOL #MA9603 4.5% DUE 20 APR 2054 2024-08-12 2024-11-01 73 71 2 2 78.18 GNMA POOL #MA9603 4.5% DUE 20 APR 2054 2024-08-12 2024-12-01 78 76 2 2 10000. CMO GS MTG SECS TR 2019-GC38 .000401% DUE 02-01-2052 REG 2023-06-05 2024-07-11 9476 9295 181 181 45000. GOLDMAN SACHS GROUP INC 3.272% 29 SEP 2025 2023-12-18 2024-09-30 45000 44537 463 463 45000. GOLDMAN SACHS GROUP INC 3.272% 29 SEP 2025 2023-06-02 2024-09-30 45000 44362 638 638 20000. HCA INC 5.45% 15 SEP 2034 2024-08-07 2024-08-14 20350 19971 379 379 45000. HEWLETT PACKARD ENTERPRISE CO 4.55% 15 OCT 2029 2024-09-12 2024-10-23 44280 44952 -672 -672 10000. HEWLETT PACKARD ENTERPRISE CO 5.0% 15 OCT 2034 2024-09-12 2024-10-23 9696 9908 -212 -212 25000. HEWLETT PACKARD ENTERPRISE CO 5.6% 15 OCT 2054 2024-09-12 2024-10-15 24734 24522 212 212 35000. HOME DEPOT INC 4.95% 06-25-2034 2024-06-17 2024-10-23 35168 34666 502 502 10000. HOME DEPOT INC 5.3% 06-25-2054 2024-06-17 2024-10-23 9884 9844 40 40 12000. HOME DEPOT INC 5.4% 06-25-2064 2024-06-17 2024-10-23 11935 11795 140 140 3000. HOME DEPOT INC 5.4% 06-25-2064 2024-06-17 2024-10-30 2991 2949 42 42 4032.38 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20 2023-06-02 2024-05-17 4032 3929 103 103 6788.15 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20 2023-06-02 2024-06-17 6788 6613 175 175 6364.5 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20- 2023-06-02 2024-07-17 6365 6201 164 164 6550.74 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20 2023-06-02 2024-08-16 6551 6382 169 169 6439.75 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20 2023-06-02 2024-09-17 6440 6274 166 166 6128.52 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20 2023-06-02 2024-10-17 6129 5971 158 158 6085.59 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20 2023-06-02 2024-11-15 6086 5929 157 157 5698.45 HONDA AUTO RECEIVABLES OWNER TR SER 22-2 CL A3 3.73% DUE 07-20 2023-06-02 2024-12-17 5698 5552 146 146 50000. HUMANA INC 5.75% 15 APR 2054 2024-12-10 2024-12-12 48328 48256 72 72 15000. INGERSOLL RAND INC 5.4% DUE 08-14-2028 2023-12-18 2024-01-11 15379 15092 287 287 15000. INGERSOLL RAND INC 5.7% DUE 08-14-2033 2023-12-18 2024-01-11 15655 15179 476 476 15000. INTEL CORP 4.75% DUE 03-25-2050 2024-10-16 2024-12-04 12491 12675 -184 -184 20000. INTEL CORP 5.82% 02-10-2053 2023-12-18 2024-02-09 20280 21150 -870 -870 20000. INTEL CORP 5.82% 02-10-2053 2023-09-14 2024-05-15 19831 19562 269 269 20000. INTEL CORP 6.02% 02-10-2063 2023-12-18 2024-02-09 20810 21650 -840 -840 60000. INTEL CORP 5.15% 02-21-2034 2024-04-29 2024-10-17 59607 59569 38 38 20000. INTEL CORP 5.6% 02-21-2054 2024-02-15 2024-10-24 18596 19939 -1343 -1343 25000. INTEL CORP 5.0% 02-21-2031 2024-02-15 2024-05-15 24823 24908 -85 -85 35000. INTER-AMERICAN DEVEL BK 4.5% 09-13-2033 2023-12-13 2024-03-05 35471 35459 12 12 30000. INTER AMERN DEV BK GLOBAL MEDIUM TERM BKNTS FED BOOK ENTRY TRAN 2024-01-23 2024-04-17 29190 29883 -693 -693 30000. INTER-AMERICAN DEVELOPMENT BANK 4.375% 07-17-2034 2024-07-09 2024-08-28 31022 29796 1226 1226 65000. INTERNATIONAL BK FOR RECON & DEV 4.625% 08-01-2028 2023-12-13 2024-01-23 66163 65839 324 324 50000. INTERNATIONAL BK FOR RECON & DEV GLOBAL SUSTAINABLE DEV BD 4.75 2023-12-13 2024-01-04 52428 51738 690 690 60000. INTERNATIONAL FIN CORP GLOBAL NT 4.25% 02 JUL 2029 2024-06-25 2024-08-20 61264 59704 1560 1560 15000. INTERSTATE PWR & LT CO 2.3% DUE 06-01-2030/06-02-2020 REG 2023-12-18 2024-06-25 12840 12840 15000. INTERSTATE PWR & LT CO 2.3% DUE 06-01-2030/06-02-2020 REG 2023-06-02 2024-06-25 12840 12840 145000. JPMORGAN CHASE & CO 3.22% 01 MAR 2025 2023-12-18 2024-03-01 145000 143884 1116 1116 20000. JPMORGAN CHASE & CO 6.254% 10-23-2034 2023-12-18 2024-10-24 21591 21722 -131 -131 20000. JPMORGAN CHASE & CO 6.254% 10-23-2034 2023-10-16 2024-10-24 21591 20000 1591 1591 15000. JPMORGAN CHASE & CO. 5.336% 23 JAN 2035 2024-01-16 2024-03-05 15026 15000 26 26 15000. JPMORGAN CHASE & CO. 5.336% 23 JAN 2035 2024-01-16 2024-03-06 15102 15000 102 102 1201.11 JOHN DEERE OWNER TR 2022-C 5.09% 15 JUN 2027 2023-12-13 2024-08-14 1201 1192 9 9 1339.47 JOHN DEERE OWNER TR 2022-C 5.09% 15 JUN 2027 2023-12-13 2024-09-13 1339 1330 9 9 1070.95 JOHN DEERE OWNER TR 2022-C 5.09% 15 JUN 2027 2023-12-13 2024-10-14 1071 1063 8 8 1361.5 JOHN DEERE OWNER TR 2022-C 5.09% 15 JUN 2027 2023-12-13 2024-11-14 1362 1352 10 10 971.61 JOHN DEERE OWNER TR 2022-C 5.09% 15 JUN 2027 2023-12-13 2024-12-13 972 965 7 7 1534.76 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-01-01 1535 1535 1541.22 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-02-01 1541 1541 1807.06 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-03-01 1807 1807 1555.35 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-04-01 1555 1555 1691.11 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-05-01 1691 1691 1569.03 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-06-01 1569 1569 2610.93 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-07-01 2611 2611 1874.12 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-08-01 1874 1874 1881.68 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-09-01 1882 1882 2036.38 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-10-01 2036 2036 1897.5 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD' 2023-12-13 2024-11-01 1898 1898 2051.76 JP MORGAN CHASE COML MTG SEC TST 17 3.2829% MBS 15/07/2050 USD 2023-12-13 2024-12-01 2052 2052 55000. KREDITANSTALT FUR WIEDERAUFBAU KFW GLOBAL BD 4.75% 29 OCT 2030 2023-12-13 2024-02-21 56107 56505 -398 -398 30000. KREDITANSTALT FUR WIEDERAUFBAU 4.0% 03-15-2029 2024-01-09 2024-06-18 29522 29840 -318 -318 20000. KREDITANSTALT FUR WIEDERAUFBAU KFW 4.375% 28 FEB 2034 2024-02-21 2024-08-20 20753 19886 867 867 35000. ELI LILLY & CO 5.05% 14 AUG 2054 2024-08-13 2024-10-15 35191 35157 34 34 10000. ELI LILLY AND COMPANY 5.2% 14 AUG 2064 2024-08-12 2024-10-15 10128 9997 131 131 26667. CMO MSWF COMMERCIAL MORTGAGE TRUST SR 23-2 CL A5 VAR RT 12-15-2 2023-12-13 2024-01-24 28495 27717 778 778 20000. WARNERMEDIA HOLDINGS INC. 5.05% 15 MAR 2042 2024-11-20 2024-12-04 17168 16468 700 700 25000. WARNERMEDIA HLDGS INC 5.391% 15 MAR 2052 2023-12-18 2024-01-10 21237 21611 -374 -374 21000. WARNERMEDIA HLDGS INC 5.391% 15 MAR 2052 2024-01-04 2024-01-23 17461 17902 -441 -441 24000. WARNERMEDIA HLDGS INC 5.391% 15 MAR 2052 2024-01-04 2024-01-24 20006 19264 742 742 61000. WARNERMEDIA HLDGS INC 5.391% 15 MAR 2052 2023-10-04 2024-01-25 51392 44758 6634 6634 130000. WARNERMEDIA HLDGS INC 5.391% 15 MAR 2052 2024-05-09 2024-07-18 97360 102258 -4898 -4898 30000. MANITOBA PROV CDA USD DEB SER 4.3% 27 JUL 2033 2023-12-13 2024-03-06 29460 29262 198 198 15000. MARATHON PETE CORP 4.7% DUE 05-01-2025 REG 2023-12-18 2024-12-04 14979 14961 18 18 15000. MARSH & MCLENNAN COS INC 5.15% 15 MAR 2034 2024-02-14 2024-05-15 15019 14977 42 42 15000. MARSH & MCLENNAN COS INC 5.45% 15 MAR 2054 2024-02-14 2024-07-10 14825 14942 -117 -117 11000. MARRIOTT INTL INC NEW 5.3% 15 MAY 2034 2024-02-20 2024-04-24 10573 10857 -284 -284 19000. MARRIOTT INTL INC NEW 5.3% 15 MAY 2034 2024-02-20 2024-04-26 18244 18753 -509 -509 8000. MARVELL TECHNOLOGY INC 2.95% 15 APR 2031 2023-12-13 2024-04-19 6749 6873 -124 -124 8000. MARVELL TECHNOLOGY INC 2.95% 15 APR 2031 2024-01-24 2024-04-23 6758 6872 -114 -114 9000. MARVELL TECHNOLOGY INC 2.95% 15 APR 2031 2024-01-24 2024-05-02 7619 7723 -104 -104 65000. MARVELL TECHNOLOGY INC 5.95% DUE 09-15-2033 2024-01-23 2024-03-11 67733 67043 690 690 18000. MCDONALD'S CORPORATION 5.45% SNR MTN 14/08/2053 USD 2023-12-18 2024-01-04 18623 19180 -557 -557 62000. MCDONALD'S CORPORATION 5.45% SNR MTN 14/08/2053 USD 2023-12-18 2024-01-09 64083 63331 752 752 30000. MERCK & CO INC NEW 3.9% 07 MAR 2039 2023-12-18 2024-01-25 26777 27024 -247 -247 35000. MICRON TECHNOLOGY INC 5.3% 01-15-2031 2024-01-10 2024-02-28 34605 34976 -371 -371 30000. MOHAWK INDS INC 5.85% 18 SEP 2028 2023-12-18 2024-01-26 30844 30480 364 364 30000. MOLSON COORS BREWING CO 4.2% DUE 07-15-2046/07-07-2016 REG 2023-12-18 2024-01-30 25279 25635 -356 -356 11000. MOLSON COORS BREWING CO 4.2% DUE 07-15-2046/07-07-2016 REG 2023-12-18 2024-03-28 9224 9326 -102 -102 14000. MOLSON COORS BREWING CO 4.2% DUE 07-15-2046/07-07-2016 REG 2023-09-14 2024-04-03 11470 10938 532 532 6000. MOLSON COORS BREWING CO 4.2% DUE 07-15-2046/07-07-2016 REG 2023-09-19 2024-04-11 4787 4683 104 104 19000. MOLSON COORS BREWING CO 4.2% DUE 07-15-2046/07-07-2016 REG 2023-09-19 2024-04-24 14928 14755 173 173 30000. MORGAN STANLEY SR NT FIXED / FLTG 2.72% 22 JUL 2025 2024-04-29 2024-07-22 30000 30116 -116 -116 20000. MORGAN STANLEY SR NT FIXED / FLTG 2.72% 22 JUL 2025 2023-06-02 2024-07-22 20000 20177 -177 -177 25000. MORGAN STANLEY 5.948% 19 JAN 2038 2023-12-18 2024-10-23 25473 25261 212 212 25000. MORGAN STANLEY 5.948% 19 JAN 2038 2023-06-02 2024-10-23 25473 24811 662 662 70000. MORGAN STANLEY 5.25% 21 APR 2034 2023-12-18 2024-02-14 68581 69734 -1153 -1153 25000. MORGAN STANLEY 5.424% 07-21-2034 2023-12-18 2024-04-04 24866 25274 -408 -408 60000. NXP B V / NXP FDG LLC / NXP USA INC 5.0%15 JAN 2033 2023-12-18 2024-01-10 58916 58615 301 301 35000. NATIONAL GRID PLC 5.418% 01-11-2034 2024-01-08 2024-05-03 34084 35000 -916 -916 45000. NEXTERA ENERGY CAP 5.38% 02-28-2053 2024-04-29 2024-05-15 42332 42797 -465 -465 25000. NOVARTIS CAP CORP 4.0% 09-18-2031 2024-12-10 2024-12-11 24173 24762 -589 -589 15000. NOVARTIS CAP CORP 4.7% 09-18-2054 2024-09-16 2024-10-15 14364 14990 -626 -626 40000. OCCIDENTAL PETE CORP SR NT 6.45% 09-15-2036 2024-06-04 2024-07-10 42120 42209 -89 -89 15000. OCCIDENTAL PETE CORP SR NT 6.45% 09-15-2036 2023-06-02 2024-07-10 15795 15423 372 372 5000. OCCIDENTAL PETE CORP SR NT 6.45% 09-15-2036 2024-10-10 2024-12-04 5277 5351 -74 -74 60000. OCCIDENTAL PETE CORP 6.6% 15 MAR 2046 2024-04-29 2024-07-15 63333 63933 -600 -600 45000. OCCIDENTAL PETE CORP 5.55% 01 OCT 2034 2024-08-07 2024-08-14 45990 45397 593 593 20000. OCCIDENTAL PETE CORP 5.55% 01 OCT 2034 2024-09-05 2024-10-30 19699 20460 -761 -761 55000. OCCIDENTAL PETE CORP 6.05% 01 OCT 2054 2024-09-26 2024-10-30 53195 56646 -3451 -3451 25000. ONEOK INC NEW 5.05% 11-01-2034 2024-09-10 2024-11-21 24237 24920 -683 -683 10000. ONTARIO (PROVINCE OF) 3.7% 09-17-2029 2024-09-10 2024-12-04 9734 9991 -257 -257 13000. ORACLE CORP 6.9% 09 NOV 2052 2024-01-23 2024-02-14 14657 14874 -217 -217 15000. OVINTIV INC 7.1% 15 JUL 2053 2024-03-27 2024-08-14 16963 16796 167 167 35000. OVINTIV INC 7.1% 15 JUL 2053 2024-04-12 2024-10-30 38042 38712 -670 -670 50000. PNC FINL SVCS GROUP INC 6.875% 10-20-2034 2023-12-18 2024-07-15 55040 52688 2352 2352 15000. PNC FINL SVCS GROUP INC 5.676% 01-22-2035 2024-01-17 2024-03-05 15107 15000 107 107 15000. PNC FINL SVCS GROUP INC 5.676% 01-22-2035 2024-01-17 2024-03-07 15201 15000 201 201 50000. PNC FINL SVCS GROUP INC 5.401% 07-23-2035 2024-08-05 2024-09-12 52025 50843 1182 1182 15000. PPL ELECTRIC UTILITIES CORP 4.85% 15 FEB 2034 2024-01-02 2024-09-12 15371 14970 401 401 20000. PPL CAPITAL FUNDING INC 5.25% 01 SEP 2034 2024-08-06 2024-09-12 20585 19926 659 659 25000. PACIFICORP 5.45% 15 FEB 2034 2024-01-03 2024-01-26 25067 24955 112 112 30000. PACIFICORP 5.8% 15 JAN 2055 2024-01-03 2024-01-26 29659 29820 -161 -161 30000. PACIFICORP 5.8% 15 JAN 2055 2024-01-03 2024-02-28 28976 29820 -844 -844 50000. PFIZER INVT ENTERPRISES PTE LTD 5.34% 19 MAY 2063 2024-01-09 2024-02-14 48034 50200 -2166 -2166 25000. PFIZER INVT ENTERPRISES PTE LTD 5.34% 19 MAY 2063 2024-01-09 2024-10-23 23946 24823 -877 -877 40000. PFIZER INVT ENTERPRISES PTE LTD 5.34% 19 MAY 2063 2024-12-10 2024-12-11 38487 39290 -803 -803 8000. PHILIP MORRIS INTL INC 5.75% DUE 11-17-2032/11-17-2022 BEO 2023-12-18 2024-07-10 8248 8365 -117 -117 2000. PHILIP MORRIS INTL INC 5.75% DUE 11-17-2032/11-17-2022 BEO 2023-12-18 2024-07-18 2070 2091 -21 -21 7000. PHILIP MORRIS INTL INC 5.75% DUE 11-17-2032/11-17-2022 BEO 2023-12-18 2024-07-25 7221 7319 -98 -98 4000. PHILIP MORRIS INTL INC 5.75% DUE 11-17-2032/11-17-2022 BEO 2023-12-18 2024-08-01 4197 4182 15 15 4000. PHILIP MORRIS INTL INC 5.75% DUE 11-17-2032/11-17-2022 BEO 2023-12-18 2024-08-13 4234 4182 52 52 1000. PHILIP MORRIS INTL INC 5.75% DUE 11-17-2032/11-17-2022 BEO 2023-06-02 2024-08-13 1058 1026 32 32 29000. PHILIP MORRIS INTL INC 5.75% DUE 11-17-2032/11-17-2022 BEO 2023-06-02 2024-08-14 30721 29754 967 967 10000. PHILIP MORRIS INTL INC 5.125% 15 FEB 2030 2023-12-18 2024-12-04 10188 10076 112 112 20000. QUEBEC PROV CDA USD BD SER RD 4.5% 08 SEP 2033 2023-12-13 2024-02-06 20014 19842 172 172 60000. QUEBEC PROV CDA USD BD SER RD 4.5% 08 SEP 2033 2023-12-13 2024-04-16 57597 59525 -1928 -1928 55000. RTX CORP 6.4% 15 MAR 2054 2023-12-18 2024-08-07 62083 58840 3243 3243 35000. SCHWAB CHARLES CORP NEW 6.136% 24 AUG 2034 2024-01-11 2024-02-16 36376 36557 -181 -181 40000. SCHWAB CHARLES CORP NEW 6.136% 24 AUG 2034 2024-01-10 2024-02-20 41613 39620 1993 1993 16000. SEMPRA 5.5% 01 AUG 2033 2023-12-18 2024-01-05 16282 16513 -231 -231 24000. SEMPRA 5.5% 01 AUG 2033 2023-12-18 2024-01-08 24407 24068 339 339 30000. SIMON PPTY GROUP L P 6.25% 01-15-2034 2023-12-18 2024-07-10 31898 31052 846 846 42000. SOUTHERN CO 5.2% 15 JUN 2033 2023-12-18 2024-05-16 41470 42611 -1141 -1141 15000. SOUTHERN CO 5.2% 15 JUN 2033 2023-12-18 2024-07-09 14875 15218 -343 -343 13000. SOUTHERN CO 5.2% 15 JUN 2033 2024-04-29 2024-09-10 13438 12752 686 686 65000. SOUTHERN CO 5.2% 15 JUN 2033 2023-06-20 2024-09-10 67188 64419 2769 2769 40000. SOUTHERN CO GAS CAP CORP 1.75% 15 JAN 2031 2023-12-18 2024-05-03 32101 32236 -135 -135 40000. SPRINT CAP CORP 8.75% 15 MAR 2032 2023-12-18 2024-03-06 48611 48955 -344 -344 60000. SPRINT CAP CORP 8.75% 15 MAR 2032 2023-12-18 2024-03-11 72932 72926 6 6 15000. TD SYNNEX CORP 6.1% 12 APR 2034 2024-04-09 2024-05-02 14996 14984 12 12 10000. T-MOBILE USA INC 3.3% 15 FEB 2051 2023-12-18 2024-07-09 6866 7238 -372 -372 10000. T-MOBILE USA INC 3.3% 15 FEB 2051 2023-06-02 2024-07-09 6866 6909 -43 -43 19000. TARGET CORP 4.5% 09-15-2034 2024-09-03 2024-10-22 18482 18891 -409 -409 28000. TARGET CORP 4.5% 09-15-2034 2024-09-03 2024-10-23 27159 27839 -680 -680 13000. TARGET CORP 4.5% 09-15-2034 2024-09-03 2024-10-23 12613 12925 -312 -312 20000. TOTALENERGIES CAPITAL S.A. 5.638% 05 APR 2064 2024-04-02 2024-08-14 20904 20000 904 904 10000. TRAVELERS COS INC 5.45% DUE 05-25-2053/05-25-2023 BEO 2023-12-18 2024-07-08 10162 10756 -594 -594 10000. TRAVELERS COS INC 5.45% DUE 05-25-2053/05-25-2023 BEO 2023-06-02 2024-07-08 10162 10265 -103 -103 5000. UBER TECHNOLOGIES INC 4.8% 15 SEP 2034 2024-09-04 2024-12-04 4925 4996 -71 -71 4160. UNITED AIRLS 2020-1B PASS THRU TRS 4.875% 15 JUL 2027 2023-12-18 2024-01-01 4160 4001 159 159 4160. UNITED AIRLS 2020-1B PASS THRU TRS 4.875% 15 JUL 2027 2023-12-18 2024-04-01 4160 4001 159 159 2080. UNITED AIRLS 2020-1B PASS THRU TRS 4.875% 15 JUL 2027 2023-12-18 2024-07-01 2080 2017 63 63 2080. UNITED AIRLS 2020-1B PASS THRU TRS 4.875% 15 JUL 2027 2023-06-02 2024-07-01 2080 1985 95 95 2080. UNITED AIRLS 2020-1B PASS THRU TRS 4.875% 15 JUL 2027 2023-12-18 2024-10-01 2080 2017 63 63 2080. UNITED AIRLS 2020-1B PASS THRU TRS 4.875% 15 JUL 2027 2023-06-02 2024-10-01 2080 1985 95 95 4000. UNITED AIRLS 2020-1B PASS THRU TRS 4.875% 15 JUL 2027 2023-12-18 2024-12-04 3925 3879 46 46 15000. U S BANCORP MEDIUM TERM NTS- BOOK 5.384%23 JAN 2030 2024-01-18 2024-03-05 14972 15000 -28 -28 30000. US BANCORP 5.678% 01-23-2035 2024-01-18 2024-02-28 29893 30000 -107 -107 50000. US BANCORP 5.678% 01-23-2035 2024-07-10 2024-09-12 52821 50677 2144 2144 70000. UNITED STATES TREAS BDS 6.125% BDS 08-15-2029 USD1000 BEO 2023-09-21 2024-01-05 77074 75332 1742 1742 30000. UNITED STATES TREAS BDS 6.125% BDS 08-15-2029 USD1000 BEO 2023-09-21 2024-01-10 33116 32285 831 831 95000. UNITED STATES TREAS BDS 6.125% BDS 08-15-2029 USD1000 BEO 2023-09-21 2024-01-17 104522 102236 2286 2286 65000. UNITED STATES TREAS BDS 6.125% BDS 08-15-2029 USD1000 BEO 2023-09-21 2024-02-27 70499 69951 548 548 30000. UNITED STATES TREAS BDS DTD 08/15/2008 4.5% 15 MAY 2038 2023-12-13 2024-01-17 31015 31262 -247 -247 230000. UNITED STATES TREAS BDS DTD 08/15/2008 4.5% 15 MAY 2038 2023-12-13 2024-10-09 239163 239608 -445 -445 95000. UNITED STATES TREAS BDS 2.875% DUE 15 MAY 2043 2023-06-02 2024-02-14 74133 79636 -5503 -5503 165000. UNITED STATES OF AMER TREAS BONDS DTD 11/15/2013 3.75% 15 NOV 2024-02-26 2024-04-23 142060 146850 -4790 -4790 60000. UNITED STATES TREAS BDS 00245 2.875% DUE 15 AUG 2045 2024-02-14 2024-09-26 48766 46141 2625 2625 45000. UNITED STATES TREAS BDS 00245 2.875% DUE 15 AUG 2045 2024-02-14 2024-09-26 36562 34569 1993 1993 180000. UNITED STATES TREAS BDS 00245 2.875% DUE 15 AUG 2045 2024-02-14 2024-10-09 142094 138295 3799 3799 75000. UNITED STATES TREAS BDS DTD 11/15/2016 2.875% 15 NOV 2046 2024-02-14 2024-10-09 58494 57093 1401 1401 220000. UNITED STATES TREAS BDS DTD 08/15/2017 2.75% 15 AUG 2047 2024-02-14 2024-04-16 154601 161485 -6884 -6884 75000. UNITED STATES TREAS BDS DTD 08/15/2017 2.75% 15 AUG 2047 2024-04-23 2024-09-19 59065 54956 4109 4109 160000. UNITED STATES TREAS BDS DTD 05/15/2019 2.875% 15 MAY 2049 2023-12-13 2024-02-26 120084 124385 -4301 -4301 115000. UNITED STATES TREAS BDS DTD 05/15/2021 2.375% 15 MAY 2051 2024-01-18 2024-02-14 76319 80529 -4210 -4210 150000. UNITED STATES TREAS BDS DTD 02/15/2022 2.375% 15 FEB 2042 2024-01-25 2024-02-14 109376 110836 -1460 -1460 50000. UNITED STATES TREAS BDS DTD 02/15/2022 2.375% 15 FEB 2042 2024-01-25 2024-04-23 35371 36945 -1574 -1574 45000. UNITED STATES OF AMER TREAS BONDS DTD 02/15/2023 3.625% 15 FEB 2023-12-13 2024-01-03 41359 40651 708 708 20000. UNITED STATES OF AMER TREAS BONDS DTD 02/15/2023 3.625% 15 FEB 2023-12-13 2024-01-05 17979 18057 -78 -78 10000. UNITED STATES OF AMER TREAS BONDS DTD 02/15/2023 3.625% 15 FEB 2023-12-13 2024-01-09 9015 9024 -9 -9 25000. UNITED STATES OF AMER TREAS BONDS DTD 02/15/2023 3.625% 15 FEB 2023-12-13 2024-01-25 21838 22561 -723 -723 19000. UNITED STATES OF AMER TREAS BONDS DTD 02/15/2023 3.625% 15 FEB 2023-10-31 2024-02-14 16381 14831 1550 1550 111000. UNITED STATES OF AMER TREAS BONDS DTD 02/15/2023 3.625% 15 FEB 2024-02-12 2024-02-14 95514 96767 -1253 -1253 80000. UNITED STATES OF AMER TREAS BONDS 1.5% TIPS 15/02/2053 USD100 ' 2024-02-05 2024-05-15 71343 73373 -2030 -2030 170000. UNITED STATES TREAS BDS 3.875% 15 FEB 2043 2023-12-13 2024-01-25 156558 159100 -2542 -2542 160000. UNITED STATES TREAS BDS 3.875% 15 FEB 2043 2023-12-13 2024-02-14 145456 149701 -4245 -4245 40000. UNITED STATES OF AMER TREAS BONDS DTD 05/15/2023 3.625% 15 MAY 2023-12-29 2024-01-18 34940 37275 -2335 -2335 105000. UNITED STATES OF AMER TREAS BONDS DTD 05/15/2023 3.625% 15 MAY 2024-02-02 2024-02-05 92290 95276 -2986 -2986 5500. UNITED STATES OF AMER TREAS BONDS DTD 05/15/2023 3.625% 15 MAY 2 2024-01-31 2024-02-14 4746 4967 -221 -221 39500. UNITED STATES OF AMER TREAS BONDS DTD 05/15/2023 3.625% 15 MAY 2024-01-31 2024-02-14 34038 35673 -1635 -1635 35000. UNITED STATES OF AMER TREAS BONDS DTD 05/15/2023 3.625% 15 MAY 2024-02-20 2024-03-12 30941 30217 724 724 75000. US TREASURY SEC DTD 05/15/2023 3.875% 15 MAY 2043 2023-07-19 2024-02-14 68127 73356 -5229 -5229 30000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-01-10 2024-01-11 29648 29586 62 62 10000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-01-10 2024-01-12 9850 9833 17 17 10000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-01-10 2024-01-17 9657 9833 -176 -176 20000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-01-22 2024-01-23 19137 19285 -148 -148 30000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-02-02 2024-02-07 28928 29246 -318 -318 15000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-01-25 2024-02-08 14395 14347 48 48 50000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-01-25 2024-02-12 47813 47824 -11 -11 45000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-02-29 2024-04-12 41379 42937 -1558 -1558 5000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2 2024-01-24 2024-04-17 4539 4759 -220 -220 60000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-04-29 2024-05-01 54070 55634 -1564 -1564 85000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-06-06 2024-09-19 85730 80390 5340 5340 35000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-06-06 2024-10-07 33886 33102 784 784 35000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-06-06 2024-11-18 31972 32971 -999 -999 35000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-05-16 2024-11-19 32356 32798 -442 -442 25000. UNITED STATES OF AMER TREAS BONDS DTD 08/15/2023 4.125% 15 AUG 2024-05-16 2024-12-04 23958 22752 1206 1206 25000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-01-30 2024-02-21 26105 26969 -864 -864 30000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-02-09 2024-02-22 31435 32283 -848 -848 5000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-02-09 2024-02-26 5292 5314 -22 -22 20000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-02-09 2024-02-28 21139 21246 -107 -107 50000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-03-28 2024-04-02 52080 53631 -1551 -1551 20000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-03-28 2024-04-12 20415 21400 -985 -985 10000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-03-28 2024-04-17 10088 10661 -573 -573 130000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-05-15 2024-06-06 136500 135608 892 892 80000. UNITED STATES TREAS BDS 4.75% 15 NOV 2053 2024-05-15 2024-08-06 88715 82464 6251 6251 15000. UNITED STATES OF AMER TREAS BONDS 4.25% 15 FEB 2054 2024-04-30 2024-05-09 14127 13740 387 387 80000. UNITED STATES OF AMER TREAS BONDS 4.25% 15 FEB 2054 2024-05-30 2024-05-31 74875 75385 -510 -510 40000. UNITED STATES OF AMER TREAS BONDS 4.25% 15 FEB 2054 2024-07-18 2024-07-25 38415 39036 -621 -621 110000. UNITED STATES OF AMER TREAS BONDS 4.25% 15 FEB 2054 2024-07-18 2024-08-05 113471 105674 7797 7797 40000. UNITED STATES OF AMER TREAS BONDS 4.25% 15 FEB 2054 2024-04-30 2024-12-04 39250 36671 2579 2579 80000. UNITED STATES TREAS BDS 2.23352375% 15 FEB 2054 2024-08-06 2024-10-10 82883 84275 -1392 -1392 20000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-05-31 2024-06-04 20490 19963 527 527 25000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-05-31 2024-06-04 25613 24937 676 676 20000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-05-31 2024-06-12 20482 19930 552 552 20000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-05-31 2024-06-17 20719 19930 789 789 10000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-05-31 2024-06-25 10410 9965 445 445 15000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-07-31 2024-08-05 16466 15710 756 756 20000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-07-31 2024-08-06 21721 20947 774 774 30000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-08-07 2024-08-13 32365 31204 1161 1161 20000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-08-14 2024-08-21 21870 21691 179 179 30000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-08-14 2024-09-10 33448 32536 912 912 40000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-08-15 2024-09-25 43259 42665 594 594 50000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2054 2024-09-30 2024-10-09 52570 53362 -792 -792 115000. UNITED STATES TREAS BDS DTD 05/15/2024 4.625% 15 MAY 2044 2024-08-14 2024-10-09 118742 117832 910 910 20000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 ' 2024-09-13 2024-09-16 21120 20380 740 740 25000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 ' 2024-10-15 2024-10-16 24795 24699 96 96 35000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 ' 2024-10-15 2024-10-18 34315 34579 -264 -264 155000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 2024-10-15 2024-11-18 145639 152720 -7081 -7081 25000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 ' 2024-10-10 2024-11-21 23532 24469 -937 -937 65000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 ' 2024-12-04 2024-12-11 62529 63795 -1266 -1266 50000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 ' 2024-12-10 2024-12-12 47508 48855 -1347 -1347 40000. UNITED STATES OF AMER TREAS BONDS 4.25% BDS 15/08/2054 USD100 ' 2024-12-10 2024-12-18 37244 38850 -1606 -1606 25000. UNITED STATES OF AMER TREAS BONDS DTD 11/15/2024 4.5% 15 NOV 20 2024-11-29 2024-12-17 24659 25457 -798 -798 10000. UNITED STATES OF AMER TREAS BONDS DTD 11/15/2024 4.5% 15 NOV 20 2024-11-29 2024-12-27 9505 10183 -678 -678 260000. UNITED STATES OF TREAS NTS 2.375% 04-30-2026 REG 2024-03-12 2024-03-18 247975 248677 -702 -702 5000. UNITED STATES OF AMER TREAS NOTES .625% DUE 08-15-2030 2024-01-09 2024-02-05 4013 4033 -20 -20 210000. UNITED STATES OF AMER TREAS NOTES .625% DUE 08-15-2030 2024-04-29 2024-10-09 174094 167166 6928 6928 40000. UNITED STATES OF AMER TREAS NOTES .625% DUE 08-15-2030 2024-04-24 2024-12-27 32395 32069 326 326 195000. UNITED STATES OF AMER TREAS NOTES DTD 01/31/2021 .375% 31 JAN 2024-03-18 2024-08-30 185067 183374 1693 1693 105000. UNITED STATES OF AMER TREAS NOTES DTD 01/31/2021 .375% 31 JAN 2024-03-18 2024-10-09 100012 99208 804 804 110000. UNITED STATES OF AMER TREAS NOTES DTD 11/15/2022 4.125% 15 NOV 2023-12-13 2024-01-19 109849 110722 -873 -873 50000. UNITED STATES OF AMER TREAS NOTES DTD 11/15/2022 4.125% 15 NOV 2023-12-13 2024-02-05 50004 49488 516 516 95000. UNITED STATES OF AMER TREAS NOTES DTD 01/31/2023 3.5% 31 JAN 20 2023-11-02 2024-01-17 92135 88813 3322 3322 60000. UNITED STATES OF AMER TREAS NOTES DTD 01/31/2023 3.5% 31 JAN 20 2023-10-26 2024-04-24 56456 55856 600 600 10000. UNITED STATES TREAS NTS 3.5% 15 FEB 2033 2024-07-24 2024-09-19 9878 9497 381 381 120000. UNITED STATES TREAS NTS 3.5% 15 FEB 2033 2024-07-24 2024-10-09 115696 113993 1703 1703 30000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-28-2030 2023-12-13 2024-02-22 29442 29946 -504 -504 245000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-28-2030 2023-12-13 2024-03-05 242703 241614 1089 1089 15000. UNITED STATES TREAS NTS DTD 03/31/2023 2023-06-02 2024-02-22 14572 14824 -252 -252 255000. UNITED STATES OF AMER TREAS NOTES 3.625%05-15-2026 2024-01-25 2024-02-13 249760 251591 -1831 -1831 300000. UNITED STATES TREAS NTS 3.75% 31 MAY 2030 2024-04-24 2024-06-17 291432 291530 -98 -98 215000. UNITED STATES OF AMER TREAS NOTES 3.875% 08-15-2033 2024-02-27 2024-03-11 211195 208082 3113 3113 70000. UNITED STATES OF AMER TREAS NOTES 3.875% 08-15-2033 2024-04-29 2024-05-24 66798 66079 719 719 125000. UNITED STATES OF AMER TREAS NOTES 3.875% 08-15-2033 2024-05-31 2024-08-07 124301 117967 6334 6334 715000. UNITED STATES TREAS NTS 4.375% 08-15-2026 2023-12-13 2024-10-09 719494 716448 3046 3046 85000. UNITED STATES TREAS NTS 4.375% 08-15-2026 2023-10-03 2024-10-09 85534 84090 1444 1444 5000. UNITED STATES OF AMER TREAS NOTES 4.25% 08-31-2030 2023-09-29 2024-01-09 5034 4858 176 176 10000. UNITED STATES OF AMER TREAS NOTES 4.875% 31 OCT 2028 2023-11-16 2024-01-09 10384 10201 183 183 55000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2023-12-13 2024-01-02 57511 57127 384 384 40000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2023-12-13 2024-01-03 41880 41547 333 333 15000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2023-12-13 2024-01-11 15642 15580 62 62 5000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2023-12-13 2024-01-12 5221 5193 28 28 100000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2023-12-13 2024-01-16 103550 103868 -318 -318 80000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-01-10 2024-01-17 82537 83075 -538 -538 5000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-01-10 2024-01-23 5145 5189 -44 -44 20000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-01-10 2024-01-29 20671 20754 -83 -83 20000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-01-10 2024-02-06 20653 20754 -101 -101 30000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-01-10 2024-02-07 30913 31131 -218 -218 80000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-01-10 2024-02-14 81115 82971 -1856 -1856 160000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-02-09 2024-02-15 163081 164440 -1359 -1359 65000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-03-06 2024-03-18 65840 66920 -1080 -1080 55000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-03-28 2024-05-31 55000 56314 -1314 -1314 225000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-03-28 2024-06-20 228778 228905 -127 -127 145000. UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-2033 2024-02-13 2024-08-07 151139 146557 4582 4582 85000. UNITED STATES TREAS NTS 4.375% 11-30-2030 2024-01-24 2024-02-05 86305 86119 186 186 15000. UNITED STATES TREAS NTS DTD 11/30/2023 4.375% 30 NOV 2028 2023-12-15 2024-01-09 15269 15302 -33 -33 35000. UNITED STATES OF AMER TREAS NOTES DTD 12/15/2023 4.375% 15 DEC 2024-08-21 2024-11-12 35030 35409 -379 -379 90000. UNITED STATES OF AMER TREAS NOTES DTD 12/15/2023 4.375% 15 DEC 2024-08-21 2024-12-02 90277 91051 -774 -774 175000. UNITED STATES OF AMER TREAS NOTES DTD 12/15/2023 4.375% 15 DEC 2024-10-09 2024-12-04 175799 176655 -856 -856 35000. UNITED STATES OF AMER TREAS NOTES DTD 12/15/2023 4.375% 15 DEC 2024-10-09 2024-12-09 35163 35295 -132 -132 85000. UNITED STATES OF AMER TREAS NOTES 3.875%12-31-2030 2024-02-29 2024-04-24 80547 82384 -1837 -1837 40000. UNITED STATES TREAS NTS 3.75% 12-31-2028 2024-01-10 2024-01-17 39520 39600 -80 -80 35000. UNITED STATES TREAS NTS 3.75% 12-31-2028 2024-01-26 2024-02-22 34103 34535 -432 -432 105000. UNITED STATES OF AMER TREAS NOTES 4.0% 01-31-2029 2024-02-21 2024-02-21 103589 103701 -112 -112 205000. UNITED STATES OF AMER TREAS NOTES 1.75% TIPS 15/01/2034 USD100 2024-06-20 2024-10-10 209365 204689 4676 4676 70000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-03-06 2024-03-06 69339 69404 -65 -65 10000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-03-07 2024-03-27 9851 9929 -78 -78 20000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-03-11 2024-04-01 19479 19854 -375 -375 55000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-03-11 2024-04-02 53462 54568 -1106 -1106 105000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-03-06 2024-04-09 102005 104040 -2035 -2035 30000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-03-05 2024-04-17 28636 29639 -1003 -1003 85000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-03-05 2024-04-22 80932 83435 -2503 -2503 30000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-02-16 2024-05-14 28937 29360 -423 -423 70000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-05-03 2024-05-17 67643 67658 -15 -15 20000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-05-03 2024-05-22 19324 19215 109 109 25000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-05-03 2024-05-29 23799 23982 -183 -183 225000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-05-02 2024-06-04 218979 215214 3765 3765 90000. UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-2034 2024-04-26 2024-09-13 92482 85575 6907 6907 95000. UNITED STATES TREAS NTS DTD 02/29/2024 4.25% 02-28-2031 2024-03-11 2024-04-01 94521 95889 -1368 -1368 35000. UNITED STATES OF AMER TREAS NOTES 4.125% 03-31-2029 2024-04-18 2024-06-17 34702 34173 529 529 175000. UNITED STATES OF AMER TREAS NOTES DTD 03/31/2024 4.5% 31 MAR 2 2024-06-04 2024-10-09 175991 174200 1791 1791 390000. UNITED STATES OF AMER TREAS NOTES 2.125%TIPS 15/04/2029 USD100 2024-06-17 2024-10-25 401717 396822 4895 4895 125000. UNITED STATES OF AMER TREAS NOTES 4.625%04-30-2031 2024-05-31 2024-06-24 127896 125914 1982 1982 320000. UNITED STATES OF AMER TREAS NOTES DTD 04/30/2024 4.625% 30 APR 2024-10-25 2024-12-11 325986 327732 -1746 -1746 35000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-05-16 2024-05-17 34874 34997 -123 -123 15000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-07-17 2024-07-23 15146 15264 -118 -118 65000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-07-17 2024-07-25 65749 66027 -278 -278 10000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-07-15 2024-07-29 10164 10115 49 49 80000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-07-31 2024-08-01 82528 81063 1465 1465 25000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-07-22 2024-08-02 26171 25267 904 904 70000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-08-05 2024-08-05 73418 73779 -361 -361 20000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-08-05 2024-08-06 20773 21080 -307 -307 65000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-08-05 2024-08-07 67247 65736 1511 1511 20000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-07-08 2024-08-12 20755 20152 603 603 15000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-08-14 2024-09-03 15637 15650 -13 -13 90000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-08-14 2024-09-04 94450 93719 731 731 45000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-07-10 2024-09-05 47350 45324 2026 2026 45000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-09-10 2024-09-10 47673 47625 48 48 95000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-09-10 2024-09-11 100522 96190 4332 4332 40000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-09-30 2024-10-01 42095 41895 200 200 80000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-09-30 2024-10-09 82128 82085 43 43 20000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-12-11 2024-12-19 19704 20159 -455 -455 85000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-12-13 2024-12-20 84150 85347 -1197 -1197 25000. UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-2034 2024-12-13 2024-12-27 24537 24957 -420 -420 150000. UNITED STATES TREAS NTS DTD 4.625% 05-31-2031 2024-06-28 2024-07-24 154102 153328 774 774 65000. UNITED STATES TREAS NTS DTD 4.625% 05-31-2031 2024-06-28 2024-10-09 67534 66074 1460 1460 95000. UNITED STATES TREAS NTS DTD 06/30/2024 4.25% 06-30-2031 2024-07-15 2024-08-07 97375 95221 2154 2154 130000. UNITED STATES TREAS NTS DTD 06/30/2024 4.25% 30 JUN 2029 2024-10-09 2024-12-04 130863 131966 -1103 -1103 115000. UNITED STATES TREAS NTS DTD 07/31/2024 4.125% 31 JUL 2031 2024-08-30 2024-10-09 116190 117337 -1147 -1147 45000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-08-30 2024-09-03 45109 44835 274 274 25000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-09-18 2024-09-30 25183 25355 -172 -172 25000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-09-18 2024-10-07 24698 25355 -657 -657 180000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-10-08 2024-10-09 177566 179707 -2141 -2141 30000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-10-10 2024-11-07 28926 29482 -556 -556 60000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-10-10 2024-11-19 57518 58964 -1446 -1446 175000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-10-24 2024-11-20 167534 171555 -4021 -4021 55000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-10-23 2024-11-25 53270 53384 -114 -114 45000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-10-23 2024-12-03 43736 43691 45 45 90000. US TREASURY SEC DTD 08/15/2024 3.875% 15 AUG 2034 2024-12-10 2024-12-11 87373 87501 -128 -128 25000. UNITED STATES OF AMER TREAS NOTES 3.625%30 SEP 2031 2024-10-09 2024-10-10 24490 24508 -18 -18 370000. UNITED STATES OF AMER TREAS NOTES 3.625%30 SEP 2031 2024-10-09 2024-12-11 357598 362717 -5119 -5119 95000. UNITED STATES OF AMER TREAS NOTES DTD 10/31/2024 4.125% 31 OCT 2024-11-29 2024-12-04 95000 94930 70 70 45000. UNITED STATES OF AMER TREAS NOTES DTD 11/15/2024 4.25% 15 NOV 2 2024-11-29 2024-12-27 43660 45164 -1504 -1504 25000. UNITEDHEALTH GROUP INC 5.375% 15 APR 2054 2024-04-16 2024-10-15 25300 23713 1587 1587 4189.69 VANGUARD INTL EQUITY INDEX FDS TOTAL WORLD STK INDEX FD INSTL 2024-03-15 2024-04-29 925000 873618 51382 51382 7631.07 VANGUARD INTL EQUITY INDEX FDS TOTAL WORLD STK INDEX FD INSTL 2024-09-20 2024-10-30 1850000 1607552 242448 242448 40000. VENTAS RLTY LTD PARTNERSHIP 3.5% 15 APR 2024 2023-06-02 2024-04-15 40000 40000 5000. VERIZON COMMUNICATIONS 5.5% 02-23-2054 2024-08-05 2024-12-04 5081 5106 -25 -25 50000. VODAFONE GROUP PLC NEW 4.375% 19 FEB 2043 2024-04-29 2024-07-12 44045 42736 1309 1309 5000. VODAFONE GROUP 5.75% SNR NTS 28/06/2054 USD1000 2024-08-05 2024-12-04 5090 5038 52 52 5000. VODAFONE GROUP PLC NEW 5.875% 28 JUN 2064 2024-06-25 2024-12-04 5062 4958 104 104 33000. VULCAN MATERIALS CO 5.35% 12-01-2034 2024-12-10 2024-12-12 33510 33338 172 172 42000. VULCAN MATERIALS CO 5.35% 12-01-2034 2024-11-18 2024-12-16 42459 41954 505 505 5000. VULCAN MATLS CO 5.7% 01 DEC 2054 2024-11-18 2024-12-04 5195 4972 223 223 4740.97 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-01-12 4741 4526 215 215 4900.28 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-02-14 4900 4678 222 222 4747.66 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-03-14 4748 4532 216 216 4677.39 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-04-12 4677 4465 212 212 4978.28 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-05-14 4978 4752 226 226 4724.02 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-06-14 4724 4509 215 215 4304.68 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-07-12 4305 4109 196 196 4579.7 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-08-14 4580 4372 208 208 4535.1 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-09-13 4535 4329 206 206 3951.45 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-10-14 3951 3772 179 179 4019.17 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-11-14 4019 3837 182 182 3587.51 WORLD OMNI AUTO RECEIVABLES TR 1.66% 17 MAY 2027 2023-06-02 2024-12-13 3588 3425 163 163 10000. XCEL ENERGY INC 5.5% 03-15-2034 2024-03-07 2024-05-15 9928 9934 -6 -6 343619 26756 0 26756 0 26756 39629 0 379 40008 X 0 13252 13252 0 false false false false false false false true true MD true false false false false true NORTHERN TRUST COMPANY 3126306000 PO BOX 803878 CHICAGO IL 60680 false false false false false false false false false false false false false false false false false false false false false KATHLEEN BARRON 1310 POINT ST FLOOR 21 BALTIMORE MA 21231 CHAIR 1 0 JOE DOMINGUEZ 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 OFFICER 1 0 DAVID DARDIS 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 PRESIDENT 1 0 DAN EGGERS 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 TREASURER 1 0 BRIAN ANDERSEN 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 OFFICER 1 0 BRYAN HANSON 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 OFFICER 1 0 JIM MCHUGH 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 OFFICER 1 0 SUSIE KUTANSKY 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 OFFICER 1 0 KATIE OTT 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 OFFICER 1 0 MIKE KOEHLER 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 OFFICER 1 0 JUDY RADER 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 EXECUTIVE DIRECTOR 1 0 BRIAN BUCK 1310 POINT ST FLOOR 21 BALTIMORE MD 21231 SECRETARY 1 0 NONE 0 NONE 0 LOAN TO REBUILD METRO BALTIMORE 46451336 0 0 46451336 0 0 46451336 696770 45754566 2287728 2287728 26756 26756 2260972 0 2260972 0 2260972 2389456 0 0 0 0 2389456 2260972 203704 0 0 0 0 0 0 0 2389456 203704 0 0 2185752 0 0 0 0 0 0 0 0 75220 0 0 0 0 0 0 0 0 NA NA X SEE ATTACHED SEE ATTACHED SEE ATTACHED IL 60680 NONE PC GENERAL SUPPORT 2369450 2369450 14 1597534 18 343619 REBUILD METRO BALT 6000 1947153 1947153 false false false false false false false false false false X X 1 CONSTELLATION ENERGY GROUP C/O NORTHERN TRUST COMPANY PO BOX IL 60680 10000000 X SEE ATTACHED SCHEDULE SEE ATTACHED SCHEDULES SEE ATTACHED SCHEDULES LOAN REC - REBUILD METRO AT COST 300000 2024 TRANSACTIONS POSTED IN 2025 8078 AUDIT & ACCOUNTING FEES 20000 0 20000 NON INVESTMENT INTEREST EXPENS 6 0 6 REBUILD METRO BALTIMORE INTEREST 6000 6000 2023 TRANSACTIONS POSTED IN 2024 4203 COST BASIS ADJUSTMENT 4626 ACCRUED INTEREST ADJUSTMENT 15189 NT INVESTMENT MGMT FEES 22086 22086 CONSTELLATION ENERGY GROUP C/O NORTHERN TRUST COMPANY PO BOX IL 60680 ESTIMATED TAX PAYMENTS 12750 0 0