2026-02-12T19:01:21-06:00 2025-09-30 042738098 GOULSTON & STORRS PC 1 POST OFFICE SQUARE FL 25 BOSTON MA 021092115 990PF 2024-10-01 042751060 BERTRAM A AND RONALD M DRUKER CHARITABLE FNDN DRUK 6174821776 1 POST OFFICE SQUARE FL 25 BOSTON MA 021092115 ANDREW D ROTHSTEIN TRUSTEE 6174821776 2025-12-05 true false 6175746482 2025-12-05 2024 2025-03-06 01:10:19Z X 14299346 16489 16489 356056 353680 536702 2740211 536702 0 909247 906871 0 0 0 0 0 0 6075 3038 0 3038 67712 33856 25918 0 10264 10264 0 0 0 125 0 0 125 0 0 123 123 84299 47281 0 29081 575000 575000 659299 47281 0 604081 249948 859590 0 0 1042718 2111921 2111921 0 0 0 2009825 1613293 1501377 3080612 3618262 9067226 2602358 1639768 1618822 0 8735513 8983244 14299346 0 X 8735513 8983244 8735513 8983244 8735513 8983244 8735513 249948 1344 8986805 3561 8983244 295. VOLKSWAGEN AG PFD 2023-01-30 2024-10-14 29628 40763 -11135 -11135 165.8589 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLAB 2022-11-29 2024-10-15 166 154 12 12 15.4036 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 2016-03-18 2024-10-15 15 17 -2 -2 5.9264 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 N 2021-09-13 2024-10-15 6 7 -1 -1 85.67 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2024-10-15 86 86 131.46 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2024-10-15 131 143 -12 -12 39000. UNITED STATES TREAS NTS DTD 02/15/22 1.8 2022-12-05 2024-10-17 33733 33794 -61 -61 36000. UNITED STATES TREAS NTS DTD 02/15/22 1.8 2022-02-24 2024-10-17 31139 35826 -4687 -4687 140.95 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 2021-03-25 2024-10-25 141 155 -14 -14 319.4316 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2019-10-24 2024-10-25 319 324 -5 -5 410.4984 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2024-02-15 2024-10-25 411 377 34 34 443.114 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CA 2023-08-23 2024-10-25 443 401 42 42 416.4 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2024-10-25 416 392 24 24 153.79 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2024-10-25 154 165 -11 -11 544.2887 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 03/01/20 3% 03/01/2050 2021-01-11 2024-10-25 544 591 -47 -47 196.6554 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 07/01/20 3% 07/01/2050 2021-12-27 2024-10-25 197 205 -8 -8 136.6815 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 07/01/20 2.5% 08/01/20 2020-07-16 2024-10-25 137 144 -7 -7 1444.9069 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLA 2023-06-07 2024-10-25 1445 1446 -1 -1 419.4891 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLAB 2023-06-09 2024-10-25 419 421 -2 -2 55.01 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 N 2016-12-22 2024-10-25 55 58 -3 -3 23.86 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2018-10-15 2024-10-25 24 24 33.51 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2020-01-28 2024-10-25 34 36 -2 -2 20.37 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2024-10-25 20 23 -3 -3 20.72 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2024-10-25 21 23 -2 -2 52.38 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 N 2017-01-25 2024-10-25 52 55 -3 -3 23.71 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2024-10-25 24 25 -1 -1 51.1414 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2016-03-21 2024-10-25 51 55 -4 -4 37.5486 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2023-08-08 2024-10-25 38 35 3 3 95.6764 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 2016-08-26 2024-10-25 96 104 -8 -8 119.48 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 2018-01-16 2024-10-25 119 126 -7 -7 163.15 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2024-10-25 163 168 -5 -5 106.18 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CAL 2020-06-25 2024-10-25 106 118 -12 -12 95.01 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2024-10-25 95 107 -12 -12 41.8656 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABL 2022-03-25 2024-10-25 42 45 -3 -3 92.97 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/2048 2022-01-25 2024-10-25 93 99 -6 -6 168.6246 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2019-06-27 2024-10-25 169 175 -6 -6 182.5336 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2021-05-26 2024-10-25 183 196 -13 -13 76.03 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CALL 2022-02-25 2024-10-25 76 82 -6 -6 24.38 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2018-11-19 2024-10-25 24 25 -1 -1 29.58 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2024-10-25 30 29 1 1 80.98 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2024-10-25 81 88 -7 -7 66.35 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-04-25 2024-10-25 66 67 -1 -1 29.97 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2024-10-25 30 31 -1 -1 41.42 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/03% 08/01/2050 NON-CALLAB 2021-03-05 2024-10-25 41 44 -3 -3 83.78 FNMA 30 YEAR POOL #CA8234 DTD 12/01/20 3 2023-08-17 2024-10-25 84 72 12 12 28.7 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLABL 2021-07-26 2024-10-25 29 31 -2 -2 178.475 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABL 2022-10-07 2024-10-25 178 162 16 16 36.49 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALL 2019-08-08 2024-10-25 36 38 -2 -2 29.78 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALL 2020-11-27 2024-10-25 30 32 -2 -2 219.96 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLA 2020-02-25 2024-10-25 220 235 -15 -15 468.89 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2024-10-25 469 465 4 4 222.18 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2024-10-25 222 248 -26 -26 46.64 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-01-25 2024-10-25 47 51 -4 -4 41.09 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-03-29 2024-10-25 41 45 -4 -4 267.01 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2024-10-25 267 275 -8 -8 437.32 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2024-10-25 437 498 -61 -61 265.13 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLA 2021-11-29 2024-10-25 265 288 -23 -23 477.715 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CA 2021-11-17 2024-10-25 478 530 -52 -52 64.66 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2024-10-25 65 65 369.209 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2024-10-25 369 384 -15 -15 119.0523 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/2 2017-11-21 2024-10-25 119 129 -10 -10 49.2277 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2023-07-19 2024-10-25 49 49 190.39 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2024-10-25 190 187 3 3 320.204 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2024-10-25 320 306 14 14 55000. UNITED STATES TREAS NTS DTD 02/15/22 1.8 2022-12-05 2024-11-07 46737 47659 -922 -922 244.2392 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLAB 2022-11-29 2024-11-15 244 226 18 18 14.8836 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 2016-03-18 2024-11-15 15 16 -1 -1 5.7264 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 N 2021-09-13 2024-11-15 6 6 84.7 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 N 2019-01-29 2024-11-15 85 85 140.23 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2024-11-15 140 153 -13 -13 250. APPLE COMPUTER INC COM 2008-10-03 2024-11-22 57290 933 56357 56357 2000. CANADIAN NATIONAL RAILWAY CO COM 2004-04-23 2024-11-22 221254 20164 201090 201090 225. CARRIER GLOBAL CORP 2022-06-06 2024-11-22 17148 8963 8185 8185 275. CARRIER GLOBAL CORP 2022-03-21 2024-11-22 20959 13120 7839 7839 100.39 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 2021-03-25 2024-11-25 100 111 -11 -11 311.025 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/20 2019-10-24 2024-11-25 311 315 -4 -4 399.695 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/20 2024-02-15 2024-11-25 400 367 33 33 404.8104 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-C 2023-08-23 2024-11-25 405 366 39 39 45.27 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2024-11-25 45 43 2 2 200.67 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2024-11-25 201 215 -14 -14 57.7918 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 03/01/20 3% 03/01/2050 2021-01-11 2024-11-25 58 63 -5 -5 91.9545 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 07/01/20 3% 07/01/2050 2021-12-27 2024-11-25 92 96 -4 -4 246.7487 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 07/01/20 2.5% 08/01/20 2020-07-16 2024-11-25 247 260 -13 -13 422.5018 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLAB 2023-06-07 2024-11-25 423 423 122.6618 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLAB 2023-06-09 2024-11-25 123 123 49.8 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 NO 2016-12-22 2024-11-25 50 52 -2 -2 90.27 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2018-10-15 2024-11-25 90 91 -1 -1 126.82 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 2020-01-28 2024-11-25 127 137 -10 -10 24.94 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2024-11-25 25 28 -3 -3 19.87 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2024-11-25 20 22 -2 -2 51.64 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 N 2017-01-25 2024-11-25 52 55 -3 -3 23.66 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2024-11-25 24 25 -1 -1 18.3599 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2016-03-21 2024-11-25 18 20 -2 -2 13.4801 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2023-08-08 2024-11-25 13 13 36.5369 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 2016-08-26 2024-11-25 37 40 -3 -3 153.29 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 2018-01-16 2024-11-25 153 161 -8 -8 174. FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2024-11-25 174 179 -5 -5 93.71 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2020-06-25 2024-11-25 94 104 -10 -10 83.84 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2024-11-25 84 94 -10 -10 253.2707 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLAB 2022-03-25 2024-11-25 253 274 -21 -21 236.14 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2024-11-25 236 251 -15 -15 178.1529 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2019-06-27 2024-11-25 178 185 -7 -7 192.8478 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2021-05-26 2024-11-25 193 207 -14 -14 169.96 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2024-11-25 170 184 -14 -14 71.96 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2018-11-19 2024-11-25 72 74 -2 -2 87.32 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2024-11-25 87 85 2 2 13.63 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2024-11-25 14 15 -1 -1 409.13 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-04-25 2024-11-25 409 416 -7 -7 184.77 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2024-11-25 185 189 -4 -4 94.07 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/03% 08/01/2050 NON-CALLAB 2021-03-05 2024-11-25 94 100 -6 -6 96.91 FNMA 30 YEAR POOL #CA8234 DTD 12/01/20 3 2023-08-17 2024-11-25 97 84 13 13 30.17 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2024-11-25 30 33 -3 -3 135.1533 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLAB 2022-10-07 2024-11-25 135 123 12 12 338.59 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CAL 2019-08-08 2024-11-25 339 354 -15 -15 26.46 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALL 2020-11-27 2024-11-25 26 29 -3 -3 23.16 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLAB 2020-02-25 2024-11-25 23 25 -2 -2 434.19 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2024-11-25 434 431 3 3 208.45 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2024-11-25 208 233 -25 -25 55.65 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-01-25 2024-11-25 56 61 -5 -5 49.02 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-03-29 2024-11-25 49 53 -4 -4 523.24 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2024-11-25 523 539 -16 -16 465.96 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2024-11-25 466 531 -65 -65 90.28 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLAB 2021-11-29 2024-11-25 90 98 -8 -8 420.691 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CA 2021-11-17 2024-11-25 421 467 -46 -46 609.29 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2024-11-25 609 608 1 1 628.5591 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2024-11-25 629 654 -25 -25 87.7257 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2017-11-21 2024-11-25 88 95 -7 -7 36.2743 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2023-07-19 2024-11-25 36 36 198.97 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2024-11-25 199 195 4 4 468.254 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2024-11-25 468 448 20 20 5000. NEW JERSEY ST TRANSN TR FD AUTH DTD 10/2 2023-02-23 2024-11-26 5085 5069 16 16 240.3755 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLAB 2022-11-29 2024-12-15 240 223 17 17 15.2086 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 2016-03-18 2024-12-15 15 16 -1 -1 5.8514 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 N 2021-09-13 2024-12-15 6 6 29.89 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2024-12-15 30 30 146.38 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2024-12-15 146 159 -13 -13 100.83 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 2021-03-25 2024-12-25 101 111 -10 -10 312.1059 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2019-10-24 2024-12-25 312 316 -4 -4 401.0841 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2024-02-15 2024-12-25 401 369 32 32 397.8044 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-C 2023-08-23 2024-12-25 398 360 38 38 47.25 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2024-12-25 47 45 2 2 360.2 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2024-12-25 360 330 30 30 150.76 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2024-12-25 151 161 -10 -10 54.694 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 03/01/20 3% 03/01/2050 N 2021-01-11 2024-12-25 55 59 -4 -4 47.0591 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 07/01/20 3% 07/01/2050 2021-12-27 2024-12-25 47 49 -2 -2 192.2811 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 07/01/20 2.5% 08/01/20 2020-07-16 2024-12-25 192 203 -11 -11 66.1145 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABL 2023-06-07 2024-12-25 66 66 19.1946 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABL 2023-06-09 2024-12-25 19 19 50.32 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 N 2016-12-22 2024-12-25 50 53 -3 -3 83.71 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2018-10-15 2024-12-25 84 85 -1 -1 117.59 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 2020-01-28 2024-12-25 118 127 -9 -9 20.65 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2024-12-25 21 23 -2 -2 20.36 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2024-12-25 20 23 -3 -3 52.02 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 N 2017-01-25 2024-12-25 52 55 -3 -3 174.06 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/204 2016-10-25 2024-12-25 174 185 -11 -11 18.0313 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2016-03-21 2024-12-25 18 19 -1 -1 13.2388 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2023-08-08 2024-12-25 13 12 1 1 143.558 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 2016-08-26 2024-12-25 144 156 -12 -12 87.5 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 NO 2018-01-16 2024-12-25 88 92 -4 -4 236.06 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2024-12-25 236 243 -7 -7 70.47 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2020-06-25 2024-12-25 70 78 -8 -8 63.05 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2024-12-25 63 71 -8 -8 156.4742 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLAB 2022-03-25 2024-12-25 156 169 -13 -13 79.22 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/2048 2022-01-25 2024-12-25 79 84 -5 -5 284.1142 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2019-06-27 2024-12-25 284 294 -10 -10 307.5492 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2021-05-26 2024-12-25 308 331 -23 -23 225.86 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2024-12-25 226 244 -18 -18 71.76 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2018-11-19 2024-12-25 72 74 -2 -2 87.08 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2024-12-25 87 85 2 2 79.21 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2024-12-25 79 86 -7 -7 218.22 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-04-25 2024-12-25 218 222 -4 -4 98.55 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2024-12-25 99 101 -2 -2 252.54 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/03% 08/01/2050 NON-CALLA 2021-03-05 2024-12-25 253 268 -15 -15 103.3 FNMA 30 YEAR POOL #CA8234 DTD 12/01/20 3 2023-08-17 2024-12-25 103 89 14 14 32.33 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2024-12-25 32 35 -3 -3 288.6675 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLAB 2022-10-07 2024-12-25 289 262 27 27 31.8 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALLA 2019-08-08 2024-12-25 32 33 -1 -1 224.51 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CAL 2020-11-27 2024-12-25 225 244 -19 -19 187.98 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLA 2020-02-25 2024-12-25 188 201 -13 -13 452.29 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2024-12-25 452 449 3 3 175.93 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2024-12-25 176 196 -20 -20 213.39 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CAL 2021-01-25 2024-12-25 213 235 -22 -22 187.98 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CAL 2021-03-29 2024-12-25 188 204 -16 -16 171.73 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2024-12-25 172 177 -5 -5 421.05 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2024-12-25 421 479 -58 -58 86.6 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLABL 2021-11-29 2024-12-25 87 94 -7 -7 352.581 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CA 2021-11-17 2024-12-25 353 391 -38 -38 321.62 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2024-12-25 322 321 1 1 424.2378 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2024-12-25 424 442 -18 -18 55.8403 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2017-11-21 2024-12-25 56 60 -4 -4 23.0897 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2023-07-19 2024-12-25 23 23 253.28 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2024-12-25 253 248 5 5 310.884 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2024-12-25 311 297 14 14 500000. UNITED STATES TREAS NTS DTD 01/03/23 4.25% 12/31/2024 2023-08-24 2024-12-31 500000 493594 6406 6406 10000. JOBSOHIO BEVERAGE SYSTEMS DTD 02/01/13 301/01/2029 MAKE WHOLE C 2013-01-30 2025-01-01 10000 10094 -94 -94 20504.02 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2025-01-14 17448 21946 -4498 -4498 21144.8 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 03/01/20 3% 03/01/2050 2021-01-11 2025-01-14 17973 22949 -4976 -4976 17918.69 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 07/01/20 3% 07/01/2050 2021-12-27 2025-01-14 14969 18711 -3742 -3742 23503.87 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 07/01/20 2.5% 08/01/20 2020-07-16 2025-01-14 19083 24793 -5710 -5710 19564.13 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/03% 08/01/2050 NON-CAL 2021-03-05 2025-01-14 16514 20762 -4248 -4248 16628.16 FNMA 30 YEAR POOL #CA8234 DTD 12/01/20 3 2023-08-17 2025-01-14 14077 14330 -253 -253 172.3258 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLAB 2022-11-29 2025-01-15 172 160 12 12 15.3242 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 2016-03-18 2025-01-15 15 16 -1 -1 5.8958 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 N 2021-09-13 2025-01-15 6 6 87. FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 NO 2019-01-29 2025-01-15 87 87 130.6 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/2046 2021-08-26 2025-01-15 131 142 -11 -11 33000. UNITED STATES TREAS NTS DTD 02/15/23 3.5 2024-05-01 2025-01-15 30562 30272 290 290 14000. UNITED STATES TREAS NTS DTD 02/15/23 3.5 2024-05-30 2025-01-15 12966 12930 36 36 19000. UNITED STATES TREAS NTS DTD 02/15/23 3.5 2024-11-12 2025-01-15 17597 17806 -209 -209 101.94 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 2021-03-25 2025-01-27 102 112 -10 -10 318.8408 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2019-10-24 2025-01-27 319 323 -4 -4 409.7392 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2024-02-15 2025-01-27 410 376 34 34 353.581 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CA 2023-08-23 2025-01-27 354 320 34 34 42.86 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-01-27 43 40 3 3 304.26 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-01-27 304 279 25 25 143.39 FHLMC SUPER 30 YEAR FIXED (SD-7507) DTD 2021-04-26 2025-01-27 143 153 -10 -10 332.5671 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 03/01/20 3% 03/01/2050 2021-01-11 2025-01-27 333 361 -28 -28 270.8617 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 07/01/20 3% 07/01/2050 2021-12-27 2025-01-27 271 283 -12 -12 210.4496 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 07/01/20 2.5% 08/01/20 2020-07-16 2025-01-27 210 222 -12 -12 61.3612 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABL 2023-06-07 2025-01-27 61 61 17.8146 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABL 2023-06-09 2025-01-27 18 18 50.3 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 NO 2016-12-22 2025-01-27 50 53 -3 -3 21.63 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2018-10-15 2025-01-27 22 22 30.39 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2020-01-28 2025-01-27 30 33 -3 -3 17.06 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2025-01-27 17 19 -2 -2 158.8 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2025-01-27 159 176 -17 -17 56.16 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 N 2017-01-25 2025-01-27 56 59 -3 -3 100.25 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/204 2016-10-25 2025-01-27 100 107 -7 -7 18.3772 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2016-03-21 2025-01-27 18 20 -2 -2 13.4928 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2023-08-08 2025-01-27 13 13 169.9264 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/204 2016-08-26 2025-01-27 170 184 -14 -14 46.77 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 N 2018-01-16 2025-01-27 47 49 -2 -2 184.86 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-01-27 185 191 -6 -6 70.28 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2020-06-25 2025-01-27 70 78 -8 -8 62.89 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2025-01-27 63 71 -8 -8 152.3742 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLAB 2022-03-25 2025-01-27 152 165 -13 -13 80.58 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/2048 2022-01-25 2025-01-27 81 86 -5 -5 173.0025 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2019-06-27 2025-01-27 173 179 -6 -6 187.2726 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-C 2021-05-26 2025-01-27 187 201 -14 -14 183.3 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CALL 2022-02-25 2025-01-27 183 198 -15 -15 70.28 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2018-11-19 2025-01-27 70 73 -3 -3 85.28 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2025-01-27 85 83 2 2 13.44 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2025-01-27 13 15 -2 -2 61.39 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-04-25 2025-01-27 61 62 -1 -1 27.73 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-01-27 28 28 98.7 FNMA UMBS LNG 30 YEAR (CA6738F) DTD 07/03% 08/01/2050 NON-CALLABL 2021-03-05 2025-01-27 99 105 -6 -6 80.42 FNMA 30 YEAR POOL #CA8234 DTD 12/01/20 3 2023-08-17 2025-01-27 80 69 11 11 58.32 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2025-01-27 58 64 -6 -6 154.8433 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLAB 2022-10-07 2025-01-27 155 141 14 14 32.5 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALLA 2019-08-08 2025-01-27 33 34 -1 -1 228.5 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALL 2020-11-27 2025-01-27 229 249 -20 -20 36.32 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLAB 2020-02-25 2025-01-27 36 39 -3 -3 341.05 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-01-27 341 338 3 3 194.89 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-01-27 195 217 -22 -22 158.46 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CAL 2021-01-25 2025-01-27 158 175 -17 -17 139.6 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-03-29 2025-01-27 140 151 -11 -11 193.54 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-01-27 194 199 -5 -5 435.71 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-01-27 436 496 -60 -60 290.69 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLA 2021-11-29 2025-01-27 291 315 -24 -24 418.652 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CA 2021-11-17 2025-01-27 419 464 -45 -45 535.02 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-01-27 535 534 1 1 680.2336 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-01-27 680 708 -28 -28 97.7788 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2017-11-21 2025-01-27 98 106 -8 -8 40.4312 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2023-07-19 2025-01-27 40 40 190.97 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-01-27 191 187 4 4 235.735 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-01-27 236 225 11 11 37000. JPMORGAN CHASE & CO DTD 09/22/21 1.47% 09/22/2027 CALLABLE @ 10 2023-04-14 2025-01-29 35096 32836 2260 2260 400. ADVANCED MICRO DEVICES INC 2011-11-21 2025-02-14 45153 7251 37902 37902 150. FISERV INC COM 2017-10-11 2025-02-14 34837 9513 25324 25324 875. NEW YORK TIMES CO CL A 2018-12-03 2025-02-14 43452 23598 19854 19854 100. STRYKER CORP COM 2017-10-11 2025-02-14 38761 14635 24126 24126 250. UNILEVER PLC SPONSORED ADR NEW 2017-03-13 2025-02-14 13857 12225 1632 1632 250. UNILEVER PLC SPONSORED ADR NEW 2019-09-06 2025-02-14 13857 15987 -2130 -2130 211.1963 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLAB 2022-11-29 2025-02-18 211 196 15 15 15.938 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 N 2016-03-18 2025-02-18 16 17 -1 -1 6.132 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 NO 2021-09-13 2025-02-18 6 7 -1 -1 28.85 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2025-02-18 29 29 124.31 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2025-02-18 124 135 -11 -11 269.7 UNITED AIRLINES INC DTD 08/05/2024 5.45%02/15/2037 SUBJ TO CONDI 2024-07-23 2025-02-18 270 271 -1 -1 98.95 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 N 2021-03-25 2025-02-25 99 109 -10 -10 354.3143 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2019-10-24 2025-02-25 354 359 -5 -5 455.3257 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2 2024-02-15 2025-02-25 455 418 37 37 347.7406 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-C 2023-08-23 2025-02-25 348 315 33 33 50.57 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-02-25 51 48 3 3 234.22 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-02-25 234 215 19 19 266.3115 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-02-25 266 255 11 11 26.4486 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-02-25 26 25 1 1 67.2731 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABL 2023-06-07 2025-02-25 67 67 19.5309 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABL 2023-06-09 2025-02-25 20 20 59.11 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 N 2016-12-22 2025-02-25 59 62 -3 -3 47.82 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2018-10-15 2025-02-25 48 48 67.17 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 N 2020-01-28 2025-02-25 67 73 -6 -6 16.52 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2025-02-25 17 19 -2 -2 20.32 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2025-02-25 20 23 -3 -3 200.12 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 2017-01-25 2025-02-25 200 211 -11 -11 22.96 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-02-25 23 24 -1 -1 18.6252 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2016-03-21 2025-02-25 19 20 -1 -1 13.6748 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2023-08-08 2025-02-25 14 13 1 1 31.5711 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 2016-08-26 2025-02-25 32 34 -2 -2 57.7 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 NO 2018-01-16 2025-02-25 58 61 -3 -3 154.64 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-02-25 155 159 -4 -4 52.51 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2020-06-25 2025-02-25 53 58 -5 -5 46.99 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2025-02-25 47 53 -6 -6 86.7105 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABL 2022-03-25 2025-02-25 87 94 -7 -7 186.63 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2025-02-25 187 198 -11 -11 99.1026 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CA 2019-06-27 2025-02-25 99 103 -4 -4 107.277 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CA 2021-05-26 2025-02-25 107 115 -8 -8 118.08 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2025-02-25 118 128 -10 -10 25.29 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2018-11-19 2025-02-25 25 26 -1 -1 30.69 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2025-02-25 31 30 1 1 219.2 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2025-02-25 219 237 -18 -18 79.79 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-04-25 2025-02-25 80 81 -1 -1 36.03 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-02-25 36 37 -1 -1 287.94 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLA 2021-07-26 2025-02-25 288 314 -26 -26 207.5608 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLAB 2022-10-07 2025-02-25 208 189 19 19 522.92 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CAL 2019-08-08 2025-02-25 523 546 -23 -23 27.23 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALL 2020-11-27 2025-02-25 27 30 -3 -3 22.42 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLAB 2020-02-25 2025-02-25 22 24 -2 -2 380.03 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-02-25 380 377 3 3 212.58 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-02-25 213 237 -24 -24 62.13 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-01-25 2025-02-25 62 68 -6 -6 54.74 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-03-29 2025-02-25 55 59 -4 -4 263.57 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-02-25 264 272 -8 -8 483.93 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-02-25 484 551 -67 -67 166.69 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLA 2021-11-29 2025-02-25 167 181 -14 -14 454.256 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CA 2021-11-17 2025-02-25 454 504 -50 -50 562.06 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-02-25 562 561 1 1 329.4338 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-02-25 329 343 -14 -14 179.5477 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/2 2017-11-21 2025-02-25 180 194 -14 -14 74.2423 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/20 2023-07-19 2025-02-25 74 73 1 1 226.13 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-02-25 226 222 4 4 188.529 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-02-25 189 180 9 9 124.39 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLABLE 2022-11-29 2025-03-17 124 115 9 9 20.49 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 NO 2021-09-13 2025-03-17 20 22 -2 -2 29.63 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2025-03-17 30 30 124.3 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/2046 2021-08-26 2025-03-17 124 135 -11 -11 .00437 FHLMC UMBS 30 YEAR FIXED (RA-3175) DTD 07/01/20 3% 07/01/2050 N 2021-12-27 2025-03-21 131. FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 NO 2021-03-25 2025-03-25 131 144 -13 -13 833.3 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2034 2024-02-15 2025-03-25 833 800 33 33 358.06 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CAL 2023-08-23 2025-03-25 358 324 34 34 52.61 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-03-25 53 50 3 3 229.99 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-03-25 230 211 19 19 342.2 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-03-25 342 328 14 14 .0143 FHLMC UMBS 30 YEAR FIXED (QA-8185) DTD 03/01/20 3% 03/01/2050 NO 2021-01-11 2025-03-25 1 1 1 .00847 FHLMC UMBS 30 YEAR FIXED (RA-3194) DTD 07/01/20 2.5% 08/01/2050 2020-07-16 2025-03-25 79.48 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABLE 2023-06-09 2025-03-25 79 80 -1 -1 47.01 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 N 2016-12-22 2025-03-25 47 50 -3 -3 150.91 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 2020-01-28 2025-03-25 151 159 -8 -8 23.86 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2025-03-25 24 27 -3 -3 20.14 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2025-03-25 20 22 -2 -2 68.79 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 N 2017-01-25 2025-03-25 69 73 -4 -4 33.09 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-03-25 33 35 -2 -2 31.64 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 N 2023-08-08 2025-03-25 32 32 52.26 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 N 2016-08-26 2025-03-25 52 57 -5 -5 86.36 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 N 2018-01-16 2025-03-25 86 91 -5 -5 172.34 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-03-25 172 178 -6 -6 182.02 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CAL 2021-03-25 2025-03-25 182 203 -21 -21 249.94 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABLE 2022-03-25 2025-03-25 250 270 -20 -20 256.88 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2025-03-25 257 273 -16 -16 207.14 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CAL 2021-05-26 2025-03-25 207 219 -12 -12 242.98 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2025-03-25 243 262 -19 -19 91.49 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2025-03-25 91 92 -1 -1 141.31 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CAL 2020-02-20 2025-03-25 141 153 -12 -12 93.9 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-03-25 94 96 -2 -2 51.98 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2025-03-25 52 57 -5 -5 228.97 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABLE 2022-10-07 2025-03-25 229 208 21 21 30.78 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALL 2019-08-08 2025-03-25 31 32 -1 -1 370.19 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CAL 2020-11-27 2025-03-25 370 403 -33 -33 106.04 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLA 2020-02-25 2025-03-25 106 113 -7 -7 455.58 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-03-25 456 452 4 4 157.92 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-03-25 158 176 -18 -18 94.57 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-03-29 2025-03-25 95 103 -8 -8 165.25 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-03-25 165 170 -5 -5 435.36 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-03-25 435 496 -61 -61 74.83 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLAB 2021-11-29 2025-03-25 75 81 -6 -6 357.93 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CAL 2021-11-17 2025-03-25 358 397 -39 -39 288.08 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-03-25 288 288 320.81 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-03-25 321 334 -13 -13 151.86 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/203 2023-07-19 2025-03-25 152 160 -8 -8 263.96 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-03-25 264 259 5 5 192.52 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-03-25 193 184 9 9 33000. ENERGY TRANSFER LP SR GLBL NT DTD 01/17/2% 04/15/2027 CALLABLE 2021-06-30 2025-03-27 32654 36677 -4023 -4023 252.27 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLABLE 2022-11-29 2025-04-15 252 234 18 18 21.54 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 NO 2021-09-13 2025-04-15 22 23 -1 -1 81.58 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2025-04-15 82 82 144.62 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2025-04-15 145 158 -13 -13 106.82 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 2021-03-25 2025-04-25 107 118 -11 -11 773.1 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/2034 2024-02-15 2025-04-25 773 742 31 31 398.06 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CAL 2023-08-23 2025-04-25 398 360 38 38 491.73 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-04-25 492 463 29 29 309.82 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-04-25 310 284 26 26 403.62 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-04-25 404 387 17 17 599.24 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABLE 2023-06-09 2025-04-25 599 600 -1 -1 47.3 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 NO 2016-12-22 2025-04-25 47 50 -3 -3 55.3 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 NO 2020-01-28 2025-04-25 55 58 -3 -3 27.18 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2025-04-25 27 31 -4 -4 21.41 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2025-04-25 21 24 -3 -3 149.43 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 2017-01-25 2025-04-25 149 158 -9 -9 25.05 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-04-25 25 27 -2 -2 41.57 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 N 2023-08-08 2025-04-25 42 42 34.37 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 N 2016-08-26 2025-04-25 34 37 -3 -3 41.94 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 N 2018-01-16 2025-04-25 42 44 -2 -2 250.38 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-04-25 250 258 -8 -8 144.92 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CAL 2021-03-25 2025-04-25 145 162 -17 -17 160.87 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABLE 2022-03-25 2025-04-25 161 174 -13 -13 229.42 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2025-04-25 229 244 -15 -15 198.56 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CAL 2021-05-26 2025-04-25 199 210 -11 -11 299.21 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2025-04-25 299 323 -24 -24 274.11 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/204 2023-07-21 2025-04-25 274 275 -1 -1 12.67 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2025-04-25 13 14 -1 -1 140.35 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-04-25 140 143 -3 -3 307.01 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLA 2021-07-26 2025-04-25 307 335 -28 -28 235.73 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABLE 2022-10-07 2025-04-25 236 214 22 22 30.92 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALL 2019-08-08 2025-04-25 31 32 -1 -1 28.41 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALL 2020-11-27 2025-04-25 28 31 -3 -3 160.39 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLA 2020-02-25 2025-04-25 160 172 -12 -12 426.27 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-04-25 426 423 3 3 184.15 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-04-25 184 205 -21 -21 523. FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALLA 2021-03-29 2025-04-25 523 572 -49 -49 169.17 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-04-25 169 174 -5 -5 440.81 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-04-25 441 502 -61 -61 123.76 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLA 2021-11-29 2025-04-25 124 134 -10 -10 471.44 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CAL 2021-11-17 2025-04-25 471 523 -52 -52 747.69 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-04-25 748 747 1 1 287.59 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-04-25 288 299 -11 -11 78.15 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/2039 2023-07-19 2025-04-25 78 82 -4 -4 275.46 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-04-25 275 270 5 5 236.03 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2025-03-27 2025-04-25 236 236 274.1 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-04-25 274 262 12 12 30000. NETFLIX INC DTD 04/26/19 5.875% 11/15/20CALLABLE @ 101 BEG 04/2 2023-11-02 2025-05-01 31524 30395 1129 1129 2250. MEDTRONIC PLC 2023-08-18 2025-05-01 187955 202057 -14102 -14102 31000. CVS HEALTH CORP DTD 05/09/24 5.4% 06/01/CALLABLE @ 101 SUBJ TO 2025-01-16 2025-05-13 31437 30942 495 495 44000. UNITED STATES TREAS BDS DTD 05/15/21 2.205/15/2041 2021-10-26 2025-05-13 31137 46496 -15359 -15359 483.68 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLABLE 2022-11-29 2025-05-15 484 448 36 36 20.58 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 NO 2021-09-13 2025-05-15 21 22 -1 -1 30.37 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2025-05-15 30 30 143.21 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2025-05-15 143 156 -13 -13 1578.68 HONDA AUTO RECEIVABLES OWNER TRUST A3 DT05/30/23 4.93% 11/15/2 2024-03-28 2025-05-15 1579 1575 4 4 35000. ANHEUSER-BUSCH INBEV WORLDWIDE DTD 04/033.5% 06/01/2030 CALLABL 2023-12-29 2025-05-20 33340 32833 507 507 98.04 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 N 2021-03-25 2025-05-27 98 108 -10 -10 807.38 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/203 2024-02-15 2025-05-27 807 775 32 32 365.71 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CAL 2023-08-23 2025-05-27 366 331 35 35 340.38 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-05-27 340 321 19 19 187.93 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-05-27 188 172 16 16 412.9 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-05-27 413 396 17 17 84.28 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABLE 2023-06-09 2025-05-27 84 84 34.1 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 NO 2016-12-22 2025-05-27 34 36 -2 -2 377.64 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 2020-01-28 2025-05-27 378 397 -19 -19 70.3 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 NO 2016-03-16 2025-05-27 70 79 -9 -9 164.77 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/204 2016-08-18 2025-05-27 165 182 -17 -17 68.64 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 N 2017-01-25 2025-05-27 69 72 -3 -3 93.47 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-05-27 93 100 -7 -7 65.08 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 N 2023-08-08 2025-05-27 65 66 -1 -1 32.89 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 N 2016-08-26 2025-05-27 33 36 -3 -3 122.28 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 2018-01-16 2025-05-27 122 129 -7 -7 171.37 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-05-27 171 177 -6 -6 170.82 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CAL 2021-03-25 2025-05-27 171 191 -20 -20 143.17 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABLE 2022-03-25 2025-05-27 143 155 -12 -12 250.59 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2025-05-27 251 266 -15 -15 673.88 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CAL 2021-05-26 2025-05-27 674 712 -38 -38 177.09 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2025-05-27 177 191 -14 -14 348.95 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/204 2023-07-21 2025-05-27 349 350 -1 -1 80.89 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2025-05-27 81 87 -6 -6 231.95 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-05-27 232 236 -4 -4 333.9 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2025-05-27 334 364 -30 -30 192.99 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABLE 2022-10-07 2025-05-27 193 175 18 18 329.66 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CAL 2019-08-08 2025-05-27 330 344 -14 -14 409.56 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CAL 2020-11-27 2025-05-27 410 446 -36 -36 22.34 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLAB 2020-02-25 2025-05-27 22 24 -2 -2 395.36 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-05-27 395 392 3 3 179.24 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-05-27 179 200 -21 -21 349.69 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CAL 2021-03-29 2025-05-27 350 382 -32 -32 173.92 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-05-27 174 179 -5 -5 440.73 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-05-27 441 502 -61 -61 148.38 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLA 2021-11-29 2025-05-27 148 161 -13 -13 488.96 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CAL 2021-11-17 2025-05-27 489 542 -53 -53 613.95 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-05-27 614 613 1 1 442.41 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-05-27 442 461 -19 -19 80.58 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/2039 2023-07-19 2025-05-27 81 85 -4 -4 228.16 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-05-27 228 224 4 4 244.58 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2025-03-27 2025-05-27 245 244 1 1 284.03 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-05-27 284 272 12 12 32000. CHARLES SCHWAB CORP DTD 04/30/20 12/31/2HYBRID/CAPITAL TRUST CA 2024-07-29 2025-06-02 32000 31767 233 233 34000. PARKER HANNIFIN CORP SR NT DTD 06/14/19 06/14/2029 CALLABLE @ > 2022-06-07 2025-06-05 32470 33760 -1290 -1290 33000. COMCAST CORP NEW SR GLBL NT DTD 10/05/1815% 10/15/2028 CALLABLE 2019-02-28 2025-06-06 32623 34113 -1490 -1490 14027.05 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/204 2020-01-28 2025-06-06 13111 14746 -1635 -1635 143.56 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLABLE 2022-11-29 2025-06-16 144 133 11 11 22.46 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 NO 2021-09-13 2025-06-16 22 24 -2 -2 85.7 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 N 2019-01-29 2025-06-16 86 86 134.49 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2025-06-16 134 147 -13 -13 2054.92 HONDA AUTO RECEIVABLES OWNER TRUST A3 DT05/30/23 4.93% 11/15/2 2024-03-28 2025-06-16 2055 2050 5 5 383.83 GNMA PASS-THRU M SINGLE FAM DTD 5/01/23 05/20/2053 NON-CALLABLE 2025-05-27 2025-06-20 384 339 45 45 5503.48 FHLMC PC GOLD CI 30 YEAR (V8-0910) DTD 12/01/13 4% 12/01/2043 2021-09-13 2025-06-24 5259 5953 -694 -694 121.28 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 2021-03-25 2025-06-25 121 134 -13 -13 756.48 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/203 2024-02-15 2025-06-25 756 726 30 30 378.62 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CAL 2023-08-23 2025-06-25 379 342 37 37 48.01 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-06-25 48 45 3 3 366.8 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-06-25 367 336 31 31 422.86 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-06-25 423 406 17 17 1049.05 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABL 2023-06-09 2025-06-25 1049 1050 -1 -1 45.36 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 N 2016-12-22 2025-06-25 45 48 -3 -3 542.29 FNMA PASS-THRU LNG 30 YEAR (AL7014F) DTD06/01/15 4% 06/01/2045 2020-01-28 2025-06-25 542 570 -28 -28 18.04 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2025-06-25 18 20 -2 -2 20.8 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2025-06-25 21 23 -2 -2 76.15 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 N 2017-01-25 2025-06-25 76 80 -4 -4 79.83 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-06-25 80 85 -5 -5 33.03 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 N 2023-08-08 2025-06-25 33 34 -1 -1 88.32 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 N 2016-08-26 2025-06-25 88 96 -8 -8 95.27 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 N 2018-01-16 2025-06-25 95 100 -5 -5 215.3 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-06-25 215 222 -7 -7 159.71 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CAL 2021-03-25 2025-06-25 160 178 -18 -18 331.76 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABLE 2022-03-25 2025-06-25 332 359 -27 -27 80.84 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/2048 2022-01-25 2025-06-25 81 86 -5 -5 571.12 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CAL 2021-05-26 2025-06-25 571 603 -32 -32 323.13 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2025-06-25 323 349 -26 -26 149.86 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/204 2023-07-21 2025-06-25 150 150 136.44 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CAL 2020-02-20 2025-06-25 136 148 -12 -12 537.52 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-06-25 538 548 -10 -10 263.24 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLA 2021-07-26 2025-06-25 263 287 -24 -24 209.1 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABLE 2022-10-07 2025-06-25 209 190 19 19 42.05 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALL 2019-08-08 2025-06-25 42 44 -2 -2 24.49 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALL 2020-11-27 2025-06-25 24 27 -3 -3 193.33 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLA 2020-02-25 2025-06-25 193 207 -14 -14 484.67 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-06-25 485 481 4 4 193.54 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-06-25 194 216 -22 -22 84.34 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CALL 2021-03-29 2025-06-25 84 92 -8 -8 397.47 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-06-25 397 410 -13 -13 576.77 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-06-25 577 657 -80 -80 81.75 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLAB 2021-11-29 2025-06-25 82 89 -7 -7 379.56 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CAL 2021-11-17 2025-06-25 380 421 -41 -41 338.05 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-06-25 338 338 500.07 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-06-25 500 521 -21 -21 180.41 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/203 2023-07-19 2025-06-25 180 190 -10 -10 215.9 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-06-25 216 212 4 4 255.98 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2025-03-27 2025-06-25 256 255 1 1 297.27 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-06-25 297 284 13 13 32000. AIRCASTLE LTD SR GLBL NT DTD 06/13/19 4.6/15/2026 CALLABLE BEG 2023-01-19 2025-06-30 31851 30687 1164 1164 32000. DCP MIDSTREAM OPERATING LP DTD 06/24/20 625% 07/15/2027 2023-03-07 2025-07-08 32579 31787 792 792 3538.5 CARMAX AUTO OWNER TR 2025-1 A2A 4.63% 3/ 2025-01-14 2025-07-15 3539 3538 1 1 372.13 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLABLE 2022-11-29 2025-07-15 372 345 27 27 184.15 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2025-07-15 184 185 -1 -1 148.03 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2025-07-15 148 161 -13 -13 1990.02 HONDA AUTO RECEIVABLES OWNER TRUST A3 DT05/30/23 4.93% 11/15/2 2024-03-28 2025-07-15 1990 1985 5 5 415. NVIDIA CORPORATION 2019-01-25 2025-07-15 70595 1640 68955 68955 250. NESTLE S A S/ADR 2024-06-03 2025-07-18 24137 26911 -2774 -2774 750. NESTLE S A S/ADR 2005-07-14 2025-07-18 72412 19684 52728 52728 750. NVIDIA CORPORATION 2019-01-25 2025-07-18 129206 2965 126241 126241 390.92 GNMA PASS-THRU M SINGLE FAM DTD 5/01/23 05/20/2053 NON-CALLABLE 2025-06-27 2025-07-21 391 347 44 44 93.75 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 N 2021-03-25 2025-07-25 94 103 -9 -9 1257.3 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/203 2024-02-15 2025-07-25 1257 1207 50 50 416.84 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CAL 2023-08-23 2025-07-25 417 377 40 40 107.97 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-07-25 108 102 6 6 271.2 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-07-25 271 249 22 22 474.36 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-07-25 474 455 19 19 516.51 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABLE 2023-06-09 2025-07-25 517 517 140.84 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 2016-12-22 2025-07-25 141 148 -7 -7 26.9 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 NO 2016-03-16 2025-07-25 27 30 -3 -3 21.61 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2025-07-25 22 24 -2 -2 215.98 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 2017-01-25 2025-07-25 216 228 -12 -12 25.35 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-07-25 25 27 -2 -2 90.65 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 N 2023-08-08 2025-07-25 91 92 -1 -1 89.93 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 N 2016-08-26 2025-07-25 90 97 -7 -7 40.9 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 NO 2018-01-16 2025-07-25 41 43 -2 -2 255.2 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-07-25 255 263 -8 -8 82.81 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2025-07-25 83 92 -9 -9 230.56 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABLE 2022-03-25 2025-07-25 231 249 -18 -18 220.11 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2025-07-25 220 234 -14 -14 331.81 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CAL 2021-05-26 2025-07-25 332 351 -19 -19 56.59 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CALL 2022-02-25 2025-07-25 57 61 -4 -4 84.64 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2025-07-25 85 85 198.55 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CAL 2020-02-20 2025-07-25 199 215 -16 -16 146.09 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-07-25 146 149 -3 -3 33.86 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2025-07-25 34 37 -3 -3 94.74 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABLE 2022-10-07 2025-07-25 95 86 9 9 36.68 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALL 2019-08-08 2025-07-25 37 38 -1 -1 26.6 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALLA 2020-11-27 2025-07-25 27 29 -2 -2 21.3 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLABL 2020-02-25 2025-07-25 21 23 -2 -2 597.94 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-07-25 598 593 5 5 180.31 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-07-25 180 201 -21 -21 102.05 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CAL 2021-03-29 2025-07-25 102 112 -10 -10 312.11 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-07-25 312 322 -10 -10 430.75 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-07-25 431 491 -60 -60 95.24 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLAB 2021-11-29 2025-07-25 95 103 -8 -8 431.88 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CAL 2021-11-17 2025-07-25 432 479 -47 -47 107.4 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-07-25 107 107 314.15 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-07-25 314 327 -13 -13 86.2 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/2039 2023-07-19 2025-07-25 86 91 -5 -5 221.78 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-07-25 222 218 4 4 279.12 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2025-03-27 2025-07-25 279 279 324.16 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-07-25 324 310 14 14 250000. UNITED STATES TREAS NTS DTD 07/31/23 4.707/31/2025 2023-08-24 2025-07-31 250000 248892 1108 1108 6638.24 CARMAX AUTO OWNER TR 2025-1 A2A 4.63% 3/ 2025-01-14 2025-08-15 6638 6638 319.3 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLABLE 2022-11-29 2025-08-15 319 296 23 23 84.35 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2025-08-15 84 85 -1 -1 174.92 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/204 2021-08-26 2025-08-15 175 191 -16 -16 1956.36 HONDA AUTO RECEIVABLES OWNER TRUST A3 DT05/30/23 4.93% 11/15/2 2024-03-28 2025-08-15 1956 1951 5 5 799.06 UNITED AIRLINES INC DTD 08/05/2024 5.45%02/15/2037 SUBJ TO COND 2024-07-23 2025-08-15 799 804 -5 -5 693.2 GNMA PASS-THRU M SINGLE FAM DTD 5/01/23 05/20/2053 NON-CALLABLE 2025-06-27 2025-08-20 693 615 78 78 35000. WALMART INC DTD 06/27/18 4.05% 06/29/204CALLABLE @ > 100 OR MAK 2023-11-21 2025-08-21 28698 34980 -6282 -6282 127.13 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 2021-03-25 2025-08-25 127 140 -13 -13 1332.28 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/20 2024-02-15 2025-08-25 1332 1279 53 53 380.39 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CAL 2023-08-23 2025-08-25 380 344 36 36 57.49 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-08-25 57 54 3 3 414.2 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-08-25 414 380 34 34 399.03 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-08-25 399 383 16 16 821.58 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABLE 2023-06-09 2025-08-25 822 823 -1 -1 53.96 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 N 2016-12-22 2025-08-25 54 57 -3 -3 21.32 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2025-08-25 21 24 -3 -3 121.79 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/204 2016-08-18 2025-08-25 122 135 -13 -13 266.82 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 2017-01-25 2025-08-25 267 282 -15 -15 26.37 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-08-25 26 28 -2 -2 77.96 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 N 2023-08-08 2025-08-25 78 80 -2 -2 53.86 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 N 2016-08-26 2025-08-25 54 58 -4 -4 87.9 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 NO 2018-01-16 2025-08-25 88 93 -5 -5 203.57 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-08-25 204 210 -6 -6 62.36 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2025-08-25 62 70 -8 -8 157.01 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABLE 2022-03-25 2025-08-25 157 170 -13 -13 161.13 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2025-08-25 161 171 -10 -10 333.47 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CAL 2021-05-26 2025-08-25 333 352 -19 -19 151.89 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2025-08-25 152 164 -12 -12 145.64 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/204 2023-07-21 2025-08-25 146 146 12.54 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2025-08-25 13 14 -1 -1 239.41 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-08-25 239 244 -5 -5 28.54 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2025-08-25 29 31 -2 -2 256.83 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABLE 2022-10-07 2025-08-25 257 233 24 24 337.13 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CAL 2019-08-08 2025-08-25 337 352 -15 -15 214.99 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CAL 2020-11-27 2025-08-25 215 234 -19 -19 179.63 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLA 2020-02-25 2025-08-25 180 192 -12 -12 570.49 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-08-25 570 566 4 4 195.49 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-08-25 195 218 -23 -23 494.57 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CAL 2021-03-29 2025-08-25 495 541 -46 -46 167.42 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-08-25 167 173 -6 -6 481.42 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-08-25 481 548 -67 -67 137.48 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLA 2021-11-29 2025-08-25 137 149 -12 -12 453.21 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CAL 2021-11-17 2025-08-25 453 503 -50 -50 186.84 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-08-25 187 187 491.54 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-08-25 492 512 -20 -20 90.52 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/2039 2023-07-19 2025-08-25 91 95 -4 -4 306.09 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-08-25 306 300 6 6 276.76 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2025-03-27 2025-08-25 277 276 1 1 321.41 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-08-25 321 307 14 14 2000. CITIGROUP INC DTD 03/20/19 3.98% 03/20/2CALLABLE @ 100 BEG 03/20 2022-05-05 2025-08-29 1974 1917 57 57 32000. L3HARRIS TECHNOLOGIES DTD 03/13/24 5.05%06/01/2029 CONT CALLABL 2024-04-04 2025-08-29 32840 31777 1063 1063 1000. MORGAN STANLEY FR DTD 01/23/19 4.431% 01/23/2030 CALLABLE @ > 10 2022-05-03 2025-08-29 1004 994 10 10 33000. UNITED STATES TREAS NTS DTD 05/15/18 2.805/15/2028 2023-05-22 2025-09-10 32477 36017 -3540 -3540 5966.33 CARMAX AUTO OWNER TR 2025-1 A2A 4.63% 3/ 2025-01-14 2025-09-15 5966 5966 229.85 FHLMC 20 YEAR POOL #C91975 DTD 01/01/18 02/01/2038 NON-CALLABLE 2022-11-29 2025-09-15 230 213 17 17 29.24 FHLMC PC GOLD PC 30 YEAR (Q3-8373) DTD 01/01/16 3.5% 01/01/2046 2019-01-29 2025-09-15 29 29 133.5 FHLMC GIANT POOL #G67700 MBS GOLD COMB 308/01/16 3.5% 08/01/2046 2021-08-26 2025-09-15 134 145 -11 -11 1923.76 HONDA AUTO RECEIVABLES OWNER TRUST A3 DT05/30/23 4.93% 11/15/2 2024-03-28 2025-09-15 1924 1919 5 5 33000. METLIFE INC HYBRID/CAPITAL TRUST DTD 09/CALLABLE @ 100 BEG 09/1 2020-09-11 2025-09-15 33000 33083 -83 -83 5881.39 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CA 2020-02-20 2025-09-22 5798 6358 -560 -560 17874.77 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON-- 2021-09-27 2025-09-22 17900 19946 -2046 -2046 501.44 GNMA PASS-THRU M SINGLE FAM DTD 5/01/23 05/20/2053 NON-CALLABLE 2025-06-27 2025-09-22 501 445 56 56 96.44 FHLMC SUPER 30 YEAR FIXED (ZT-0542) DTD 09/01/18 4% 07/01/2048 N 2021-03-25 2025-09-25 96 106 -10 -10 1040.64 FHLMC SUPER 15 YEAR FIXED (SB-0097) DTD 10/01/19 2.5% 10/01/20 2024-02-15 2025-09-25 1041 999 42 42 403.94 FHLMC UMBS POOL #SB8505 15 YEAR DTD 09/02.5% 10/01/2035 NON-CAL 2023-08-23 2025-09-25 404 365 39 39 151.64 FHLMC 30 YEAR POOL #SD1818 DTD 10/01/22 10/01/2052 NON-CALLABLE 2023-02-27 2025-09-25 152 143 9 9 254.19 FHLMC POOL #SD7502 30 YR DTD 07/01/19 3.07/01/2049 NON-CALLABLE 2024-11-25 2025-09-25 254 233 21 21 394.15 FHLMC 30YR POOL#SD7563 DTD 5/1/23 4.5% 5 2025-01-30 2025-09-25 394 378 16 16 86.29 FHLMC 30 YEAR POOL #RA9270 DTD 06/01/23 06/01/2053 NON-CALLABLE 2023-06-09 2025-09-25 86 86 63.9 FNMA PASS-THRU LNG 30 YEAR (AL5760F) DTD09/01/14 4% 09/01/2043 NO 2016-12-22 2025-09-25 64 67 -3 -3 24.81 FNMA PASS-THRU LNG 30 YEAR (AL7468F) DTD09/01/15 5% 02/01/2045 N 2016-03-16 2025-09-25 25 28 -3 -3 24.2 FNMA PASS-THRU LNG 30 YEAR (AL8743F) DTD06/01/16 4.5% 06/01/2046 2016-08-18 2025-09-25 24 27 -3 -3 257.35 FNMA PASS-THRU LNG 30 YEAR (AO6713F) DTD06/01/12 4% 06/01/2042 2017-01-25 2025-09-25 257 272 -15 -15 96.7 FNMA PASS-THRU LNG 30 YEAR (AS6752F) DTD02/01/16 3.5% 02/01/2046 2016-10-25 2025-09-25 97 103 -6 -6 200.14 FNMA PASS-THRU LNG 30 YEAR (AV0692F) DTD12/01/13 4% 12/01/2043 2023-08-08 2025-09-25 200 204 -4 -4 91.2 FNMA PASS-THRU LNG 30 YEAR (AV2359F) DTD01/01/14 4% 01/01/2044 NO 2016-08-26 2025-09-25 91 99 -8 -8 41.98 FNMA PASS-THRU LNG 30 YEAR (AV7104F) DTD03/01/14 4% 03/01/2044 N 2018-01-16 2025-09-25 42 44 -2 -2 185.21 FNMA 30 YEAR POOL #BM3362 DTD 01/01/18 401/01/2044 NON-CALLABLE 2022-06-27 2025-09-25 185 191 -6 -6 83.32 FNMA SUPER LNG 30 YEAR (BM5477F) DTD 02/4.5% 02/01/2049 NON-CALL 2021-03-25 2025-09-25 83 93 -10 -10 136.79 FNMA 30 YEAR (BM5508) DTD 02/01/19 5.75%02/01/2049 NON-CALLABLE 2022-03-25 2025-09-25 137 148 -11 -11 162.27 FNMA UMBS LNG 30 YEAR POOL #CA0995F DTD 12/01/17 3.5% 01/01/204 2022-01-25 2025-09-25 162 173 -11 -11 177.96 FNMA UMBS LNG 30 YEAR (CA1354F) DTD 02/03.5% 03/01/2048 NON-CAL 2021-05-26 2025-09-25 178 188 -10 -10 159.83 FNMA UMBS LNG 30 YEAR (CA2580F) DTD 10/04.5% 11/01/2048 NON-CAL 2022-02-25 2025-09-25 160 173 -13 -13 56.45 FNMA PASS-THRU LNG 30 YEAR (CA2166F) DTD07/01/18 4.5% 08/01/2048 2023-07-21 2025-09-25 56 57 -1 -1 13.52 FNMA UMBS LNG 30 YEAR (CA3514F) DTD 04/04.5% 05/01/2049 NON-CALL 2020-02-20 2025-09-25 14 15 -1 -1 257.8 FNMA 30 YEAR POOL # CA3664 DTD 05/01/19 06/01/2049 NON-CALLABLE 2022-05-25 2025-09-25 258 263 -5 -5 35.29 FNMA UMBS LNG 30 YEAR (CA8645F) DTD 12/04% 01/01/2051 NON-CALLAB 2021-07-26 2025-09-25 35 38 -3 -3 414.83 FNMA 30 YEAR POOL #CB3596 DTD 04/01/22 305/01/2052 NON-CALLABLE 2022-10-07 2025-09-25 415 377 38 38 38.25 FNMA SUPER LNG 30 YEAR (FM1006F) DTD 06/3.5% 06/01/2049 NON-CALL 2019-08-08 2025-09-25 38 40 -2 -2 25.68 FNMA SUPER LNG 30 YEAR (FM1104F) DTD 06/3.5% 05/01/2049 NON-CALL 2020-11-27 2025-09-25 26 28 -2 -2 21.28 FNMA SUPER LNG 30 YEAR (FM1258F) DTD 07/4% 07/01/2049 NON-CALLAB 2020-02-25 2025-09-25 21 23 -2 -2 460.21 FNMA 30 YEAR POOL #FM3229 DTD 05/01/20 302/01/2047 NON-CALLABLE 2022-05-09 2025-09-25 460 457 3 3 254.66 FNMA SUPER LNG 30 YEAR (FM3371F) DTD 05/4.5% 07/01/2047 NON--CA 2021-09-27 2025-09-25 255 284 -29 -29 895.09 FNMA SUPER LNG 30 YEAR (FM4324F) DTD 09/3.5% 07/01/2050 NON-CAL 2021-03-29 2025-09-25 895 978 -83 -83 254.16 FNMA SUPER INT 15 YEAR (FM6619F) DTD 03/2% 03/01/2036 NON-CALLA 2021-03-26 2025-09-25 254 262 -8 -8 425.75 FNMA SUPER LNG 30 YEAR (FM7323F) DTD 05/5% 07/01/2047 NON-CALLA 2021-05-10 2025-09-25 426 485 -59 -59 236.46 FNMA SUPER LNG 30 YEAR (FM7808F) DTD 06/4% 11/01/2050 NON-CALLA 2021-11-29 2025-09-25 236 257 -21 -21 466.65 FNMA SUPER LNG 30 YEAR (FM9679F) DTD 11/4.5% 09/01/2046 NON-CAL 2021-11-17 2025-09-25 467 518 -51 -51 779.07 FNMA 30 YEAR POOL #FS3698 DTD 01/01/23 511/01/2052 2023-09-14 2025-09-25 779 778 1 1 367.56 FNMA 30YR POOL#FS7160 DTD 02/01/2024 6.502/01/2054 2024-07-26 2025-09-25 368 383 -15 -15 76.82 FNMA PASS-THRU LNG 30 YEAR (932124F) DTD10/01/09 4.5% 11/01/2039 2023-07-19 2025-09-25 77 81 -4 -4 186.05 FNMA 20 YEAR POOL #MA3151 DTD 09/01/17 310/01/2037 NON-CALLABLE 2022-07-25 2025-09-25 186 183 3 3 398.35 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2025-08-25 2025-09-25 398 399 -1 -1 247.27 FNMA 30 YEAR POOL #MA5072 DTD 06/01/23 507/01/2053 2023-10-16 2025-09-25 247 236 11 11 600.07 FHLMC UMBS 30Y FIXED DTD 12/01/24 6.00% 12/01/2054 NON-CALLABLE 2025-08-11 2025-09-25 600 622 -22 -22 536702 11948 0 11948 0 11948 1300 0 0 1300 473 11121 0 0 false false false false false false false true true MA true false false false false true GOULSTON & STORRS PC 6174821776 C/O GOULSTON 1 POST OFFICE SQ FL BOSTON MA 02109 false false false false true false false false false false false false false false false false false false false false false false RONALD M DRUKER C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 ALAN W ROTTENBERG C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 ANDREW D ROTHSTEIN C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 KIMBERLY DRUKER STOCKWELL C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 DANIEL E ROTTENBERG C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 JULIA R DRUKER C/O GOULSTON1 POST OFFICE SQFL 25 BOSTON MA 02109 TRUSTEE 0 0 NONE 0 GOULSTON & STORRS PC 1 POST OFFICE SQ FL 25 BOSTON MA 02109 TRUSTEE/TAX PREP. FE 73787 0 12124530 1544755 0 13669285 0 0 13669285 205039 13464246 673212 673212 11948 11948 661264 0 661264 0 661264 604081 0 0 0 0 604081 661264 0 0 0 242864 183975 155329 0 582168 604081 0 0 0 604081 0 57183 57183 524985 0 0 0 0 0 0 0 524985 185681 183975 155329 0 0 NONE NONE X BELMONT HILL SCHOOL 350 PROSPECT STREET BELMONT MA 02478 NONE 501(C)(3) GENERAL & UNRESTRICTED 500000 PLANNED PARENHOOD OF MASSACHUSETTS INC 1055 COMMONWEALTH AVENUE BOSTON MA 02215 NONE 501(C)(3) GENERAL & UNRESTRICTED 2000 MUSEUM OF FINE ARTS 465 HUNTINGTON AVE BOSTON MA 02115 NONE 501(C)(3) GENERAL & UNRESTRICTED 1000 BUCKINGHAM BROWNE & NICHOLS SCHOOL 80 GERRYS LANDING ROAD CAMBRIDGE MA 02138 NONE 501(C)(3) GENERAL & UNRESTRICTED 19500 WGBH EDUCATIONAL FOUNDATION ONE GUEST STREET BOSTON MA 02135 NONE 501(C)(3) GENERAL & UNRESTRICTED 1000 BOSTON UNIVERSITY-WBUR 890 COMMONWEALTH AVENUE BOSTON MA 02215 NONE 501(C)(3) GENERAL & UNRESTRICTED 1000 HARVARD UNIVERSITY 48 QUINCY STREET CAMBRIDGE MA 02138 NONE 501(C)(3) GENERAL & UNRESTRICTED 50000 BEACON HILL CIVIC ASSOCIATION 74 JOY STREET BOSTON MA 02114 NONE 501(C)(3) GENERAL & UNRESTRICTED 500 575000 14 16489 14 356056 18 536702 909247 909247 false false false false false false false false false false TAX PREPARATION FEE 6075 3038 3038 BONDS-CORPORATE 1497686 1474491 BONDS-FED AGENCIES (TAXABLE) CORPORATE CMO 142082 144331 COMMON STOCKS 3618262 9067226 1613293 1501377 ROUNDING 21 ACCRUED INTEREST C/O TO 9/30/26 1623 OTHER AJDUSTMENTS 1917 ADR PASS-THROUGH FEES 123 123 0 ACCRUED INTEREST C/O FROM 09/30/2024 1344 CUSTODIAN & MANAGEMENT FEES 51836 25918 25918 INVESTMNT MNGMNT FEES (NON-DED 15876 7938 FOREIGN TAXES 10264 10264 0