2023-11-03T10:00:36-05:00 2022-12-31 346565596 ERNST & YOUNG US LLP 99 WOOD AVE SOUTH ISELIN NJ 08830 990PF 2022-01-01 136170340 BOOTH FERRIS FOUNDATION XXXXX4008 FERR 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 KRYSTAL ZEC Vice President 8004962583 2023-10-18 true true HEATHER A HAWES P01379658 7327679100 2023-10-18 2022 2023-04-26 12:10:37Z X 225018984 X 4994043 4994043 1839958 52542054 1839958 0 14096 14096 6848097 6848097 1166379 569234 597145 0 0 0 0 0 0 0 0 270464 140464 0 0 0 0 0 0 0 1500 1500 1438343 709698 0 598645 10617444 10617444 12055787 709698 0 11216089 -5207690 6138399 0 17330515 15589182 15589182 0 0 0 92070695 89566613 109273353 70723322 67654330 60675466 27829393 30008627 39480983 207953925 202818752 225018984 0 X 207953925 202818752 207953925 202818752 207953925 202818752 207953925 -5207690 154551 202900786 82034 202818752 44. NETFLIX.COM INC 2022-01-05 25220 16048 9172 9172 70. NETFLIX.COM INC 2019-05-16 2022-01-05 40539 25314 15225 15225 48000. BIOGEN INC SR NTS 2.25% 05/01/2030 DTD 2021-03-31 2022-01-12 46346 46794 -448 -448 80000. ENERGY TRANSFER LP SR NTS 3.9% 07/15/2026 DTD 2021-05-10 2022-01-13 84861 87494 -2633 -2633 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-01-18 291 305 -14 -14 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-01-18 162 180 -18 -18 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-01-18 51 53 -2 -2 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-01-18 8684 9322 -638 -638 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-01-18 1609 1664 -55 -55 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-01-18 1470 1455 15 15 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-01-18 569 567 2 2 . FREDDIE MAC 2005-01-19 2022-01-18 32 33 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-01-18 388 421 -33 -33 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-01-18 4642 4881 -239 -239 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-01-18 382 404 -22 -22 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-01-18 238 266 -28 -28 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-01-18 813 914 -101 -101 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-01-18 258 293 -35 -35 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-01-18 958 1095 -137 -137 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-01-18 1115 1227 -112 -112 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-01-18 3326 3679 -353 -353 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-01-18 1289 1386 -97 -97 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-01-18 450 466 -16 -16 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-01-18 5314 5188 126 126 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-01-18 7266 7516 -250 -250 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-01-18 1992 2033 -41 -41 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-01-18 332 260 72 72 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2022-01-18 107 -107 -107 . FHLMC 2021-10-08 2022-01-18 54 -54 -54 . FHLMC 2022-01-18 152 113 39 39 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-01-18 598 614 -16 -16 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-01-18 1275 767 508 508 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-01-18 662 -662 -662 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-01-18 588 655 -67 -67 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-01-18 2051 2461 -410 -410 . FREDDIE MAC 2005-09-15 2022-01-18 89 91 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-01-18 1082 1159 -77 -77 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-01-18 85 86 -1 -1 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-01-18 1836 1970 -134 -134 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-01-18 3387 3814 -427 -427 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-01-18 1210 1318 -108 -108 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-01-18 600 618 -18 -18 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-01-18 1705 1748 -43 -43 . GNMA POOL NO 550851 2001-10-17 2022-01-18 776 808 -32 -32 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-01-18 144 158 -14 -14 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-01-18 25 27 -2 -2 . GNMA 701738 5% 03/15/39 2009-07-29 2022-01-18 81 83 -2 -2 . GNMA 2003-26 CL MB 2022-01-18 587 635 -48 -48 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2021-02-18 2022-01-18 1822 812 1010 1010 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-01-18 1217 -1217 -1217 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-01-18 2075 2229 -154 -154 . GNMA 2010-146 CL HB 3.75% 11/16/2040 DTD 11/01/2010 2018-02-16 2022-01-18 8796 8752 44 44 . SANTANDER DRIVE AUTO RECEIVABLES TR 2020-3 2020-3 CL A3 0.52% 07/15/ 2020-09-25 2022-01-18 95627 95818 -191 -191 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2022-01-18 2809 2809 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-01-20 747 785 -38 -38 . GNMA 2003-26 CL MB 2022-01-20 2410 2677 -267 -267 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-01-20 642 679 -37 -37 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-01-20 1230 1378 -148 -148 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2021-02-18 2022-01-20 4008 1001 3007 3007 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2017-12-06 2022-01-20 3543 -3543 -3543 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-01-20 995 1079 -84 -84 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2021-02-18 2022-01-20 2643 805 1838 1838 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-01-20 2139 -2139 -2139 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-01-20 1920 2257 -337 -337 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-01-20 1984 1465 519 519 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-01-20 780 -780 -780 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-01-20 761 889 -128 -128 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-01-20 505 576 -71 -71 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-01-20 3701 3790 -89 -89 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-01-20 1303 1454 -151 -151 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-01-20 6727 6924 -197 -197 52. SNAP INC - A 2021-10-27 2022-01-21 1687 2840 -1153 -1153 26. SNAP INC - A 2021-10-27 2022-01-21 844 1420 -576 -576 1662. SNAP INC - A 2022-01-21 53710 89791 -36081 -36081 293. SNAP INC - A 2021-12-06 2022-01-21 9406 14016 -4610 -4610 565. SNAP INC - A 2021-12-06 2022-01-21 18304 27027 -8723 -8723 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-01-25 49 49 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-01-25 6212 6684 -472 -472 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-01-25 1373 1565 -192 -192 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-01-25 6814 6827 -13 -13 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-01-25 4367 4668 -301 -301 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-01-25 862 862 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-01-25 908 935 -27 -27 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-01-25 7771 7977 -206 -206 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-01-25 1276 1279 -3 -3 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-01-25 4754 4776 -22 -22 . FNMA 256749 6% 06/01/37 2008-09-30 2022-01-25 1412 1433 -21 -21 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-01-25 245 235 10 10 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-01-25 5433 5487 -54 -54 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-01-25 327 356 -29 -29 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-01-25 1686 1815 -129 -129 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-01-25 5236 5315 -79 -79 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-01-25 26782 27033 -251 -251 . FNMA AL2965 VAR RATE 12/01/22 2014-06-11 2022-01-25 91 90 1 1 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-01-25 164 158 6 6 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-01-25 11188 11809 -621 -621 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-01-25 10418 11258 -840 -840 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-01-25 306 287 19 19 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-01-25 339 331 8 8 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-01-25 616 588 28 28 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-01-25 336 317 19 19 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-01-25 85 95 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-01-25 111 124 -13 -13 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-01-25 1122 1153 -31 -31 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-01-25 345 371 -26 -26 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2021-02-18 2022-01-25 6254 457 5797 5797 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2016-12-09 2022-01-25 6366 -6366 -6366 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2022-01-25 125 134 -9 -9 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-01-25 6235 7419 -1184 -1184 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-01-25 2047 2445 -398 -398 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-01-25 2662 2727 -65 -65 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-01-25 338 382 -44 -44 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-01-25 122 135 -13 -13 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-01-25 215 241 -26 -26 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-01-25 771 782 -11 -11 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-01-25 2084 2303 -219 -219 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-01-25 7337 7697 -360 -360 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-01-25 5308 5600 -292 -292 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-01-25 810 855 -45 -45 . FNMA 776289 5% 05/01/34 2013-04-04 2022-01-25 214 236 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-01-25 29 30 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-01-25 107 112 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-01-25 7 8 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-01-25 8526 9020 -494 -494 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-01-25 418 440 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-01-25 157 166 -9 -9 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-01-25 5368 5972 -604 -604 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-01-25 2182 2274 -92 -92 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-01-25 5320 5553 -233 -233 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-01-25 3543 3812 -269 -269 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-01-25 4552 4976 -424 -424 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-01-25 270 275 -5 -5 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-01-25 307 302 5 5 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-01-25 1876 1907 -31 -31 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-01-25 714 713 1 1 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-01-25 1330 1320 10 10 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-01-25 1237 1341 -104 -104 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-01-25 123 121 2 2 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-01-25 238 237 1 1 . GENERAL MOTORS CO 2022-01-28 47 47 47 41118.677 SIX CIRCLES CREDIT OPPORT 2021-04-12 2022-02-01 413243 422700 -9457 -9457 198893.903 SIX CIRCLES CREDIT OPPORT 2020-11-05 2022-02-01 1998884 2018773 -19889 -19889 32711. VANGUARD BD INDEX FD INC 2022-02-01 2614335 2691051 -76716 -76716 120. SHOPIFY INC - CLASS A 2022-02-03 98360 179293 -80933 -80933 178. WORKDAY INC-CLASS A 2021-10-21 2022-02-04 42368 49833 -7465 -7465 52. WORKDAY INC-CLASS A 2021-10-21 2022-02-04 12312 14558 -2246 -2246 26. WORKDAY INC-CLASS A 2021-10-21 2022-02-04 6156 7279 -1123 -1123 7. WEX INC 2021-03-05 2022-02-08 1129 1486 -357 -357 107. WEX INC 2021-03-05 2022-02-08 17377 22708 -5331 -5331 42. WEX INC 2021-03-05 2022-02-08 6773 8913 -2140 -2140 36. WEX INC 2022-02-08 5805 6665 -860 -860 69. WEX INC 2020-12-03 2022-02-08 11126 12462 -1336 -1336 1. WEX INC 2020-12-03 2022-02-09 164 181 -17 -17 56. WEX INC 2022-02-09 9316 7350 1966 1966 6. WEX INC 2020-04-28 2022-02-09 1008 736 272 272 256. WEX INC 2022-02-09 42892 29679 13213 13213 23. WEX INC 2016-05-02 2022-02-09 3852 2166 1686 1686 74. WEX INC 2022-02-09 12444 6946 5498 5498 23. WEX INC 2016-06-01 2022-02-10 3857 2126 1731 1731 199. WEX INC 2022-02-10 34149 18263 15886 15886 16. WEX INC 2016-05-03 2022-02-11 2709 1457 1252 1252 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-02-15 162 170 -8 -8 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-02-15 56 62 -6 -6 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-02-15 51 54 -3 -3 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-02-15 7243 7775 -532 -532 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-02-15 788 815 -27 -27 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-02-15 41 40 1 1 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-02-15 1355 1350 5 5 . FREDDIE MAC 2005-01-19 2022-02-15 32 34 -2 -2 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-02-15 369 401 -32 -32 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-02-15 147 155 -8 -8 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-02-15 15039 15881 -842 -842 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-02-15 426 476 -50 -50 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-02-15 671 755 -84 -84 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-02-15 293 332 -39 -39 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-02-15 606 693 -87 -87 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-02-15 353 388 -35 -35 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-02-15 166 183 -17 -17 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-02-15 1683 1809 -126 -126 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-02-15 453 469 -16 -16 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-02-15 4127 4029 98 98 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-02-15 7945 8218 -273 -273 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-02-15 1584 1617 -33 -33 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2021-02-18 2022-02-15 184 18 166 166 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-02-15 185 -185 -185 . FHLMC 2021-10-08 2022-02-15 105 -105 -105 . FHLMC 2022-02-15 294 219 75 75 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-02-15 672 690 -18 -18 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-02-15 1217 733 484 484 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-02-15 632 -632 -632 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-02-15 1117 1245 -128 -128 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-02-15 2012 2415 -403 -403 . FREDDIE MAC 2005-09-15 2022-02-15 88 90 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-02-15 981 1051 -70 -70 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-02-15 4 4 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-02-15 3568 3828 -260 -260 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-02-15 3271 3684 -413 -413 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-02-15 1033 1125 -92 -92 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-02-15 956 985 -29 -29 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-02-15 1810 1855 -45 -45 . GNMA POOL NO 550851 2001-10-17 2022-02-15 84 87 -3 -3 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-02-15 147 160 -13 -13 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-02-15 25 27 -2 -2 . GNMA 701738 5% 03/15/39 2009-07-29 2022-02-15 828 846 -18 -18 490000. SANTANDER DRIVE AUTO RECEIVABLES TR 2020-3 2020-3 CL A3 0.52% 2020-09-25 2022-02-15 69234 69372 -138 -138 32. WORKDAY INC-CLASS A 2021-10-21 2022-02-15 7527 8959 -1432 -1432 108. WORKDAY INC-CLASS A 2021-10-21 2022-02-15 25411 30236 -4825 -4825 67. WORKDAY INC-CLASS A 2022-02-15 15735 18757 -3022 -3022 350000. WORLD FINL NETWORK CR CARD MASTER TR 2019-A CL A 3.14% 12/15/2 2021-03-08 2022-02-15 350000 359297 -9297 -9297 . GNMA 2003-26 CL MB 2022-01-28 2022-02-16 252 -252 -252 . GNMA 2003-26 CL MB 2022-02-16 929 754 175 175 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2021-02-18 2022-02-16 1399 623 776 776 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-02-16 934 -934 -934 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-02-16 2452 2633 -181 -181 . GNMA 2010-146 CL HB 3.75% 11/16/2040 DTD 11/01/2010 2018-02-16 2022-02-16 2849 2835 14 14 125. WORKDAY INC-CLASS A 2022-02-16 28469 34716 -6247 -6247 36. WORKDAY INC-CLASS A 2021-10-21 2022-02-16 8202 9961 -1759 -1759 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2022-02-17 2822 2822 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-02-22 515 541 -26 -26 . GNMA 2003-26 CL MB 2022-02-22 2203 2447 -244 -244 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-02-22 756 801 -45 -45 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-02-22 1194 1337 -143 -143 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-22 4871 5521 -650 -650 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-02-22 761 825 -64 -64 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-02-22 2558 2849 -291 -291 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-02-22 1722 2023 -301 -301 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2021-06-14 2022-02-22 1840 934 906 906 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-02-22 1148 -1148 -1148 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-02-22 637 744 -107 -107 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-02-22 834 950 -116 -116 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-02-22 2753 2819 -66 -66 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-02-22 5042 5190 -148 -148 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-02-25 42 41 1 1 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-02-25 3013 3242 -229 -229 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-02-25 926 1056 -130 -130 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-02-25 9488 9506 -18 -18 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-02-25 1563 1671 -108 -108 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-02-25 125 125 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-02-25 1331 1371 -40 -40 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-02-25 280 287 -7 -7 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-02-25 1796 1800 -4 -4 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-02-25 3164 3179 -15 -15 . FNMA 256749 6% 06/01/37 2008-09-30 2022-02-25 229 232 -3 -3 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-02-25 559 536 23 23 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-02-25 638 644 -6 -6 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-02-25 328 358 -30 -30 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-02-25 1399 1506 -107 -107 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-02-25 2427 2463 -36 -36 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-02-25 172 173 -1 -1 . FNMA AL2965 VAR RATE 12/01/22 2014-06-11 2022-02-25 91 90 1 1 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-02-25 165 159 6 6 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-02-25 4215 4449 -234 -234 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-02-25 10333 11166 -833 -833 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-02-25 307 288 19 19 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-02-25 341 332 9 9 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-02-25 618 590 28 28 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-02-25 337 318 19 19 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-02-25 86 96 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-02-25 735 822 -87 -87 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-02-25 748 768 -20 -20 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-02-25 480 516 -36 -36 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-02-25 436 476 -40 -40 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-02-25 6076 7231 -1155 -1155 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-02-25 1995 2383 -388 -388 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-02-25 4795 4913 -118 -118 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-02-25 506 572 -66 -66 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-02-25 203 223 -20 -20 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-02-25 225 252 -27 -27 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-02-25 256 260 -4 -4 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-02-25 1225 1353 -128 -128 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-02-25 3002 3149 -147 -147 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-02-25 3843 4054 -211 -211 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-02-25 791 835 -44 -44 . FNMA 776289 5% 05/01/34 2013-04-04 2022-02-25 211 232 -21 -21 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-02-25 29 30 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-02-25 107 112 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-02-25 7 8 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-02-25 48 50 -2 -2 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-02-25 433 456 -23 -23 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-02-25 160 169 -9 -9 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-02-25 4961 5519 -558 -558 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-02-25 7225 7532 -307 -307 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-02-25 2871 2997 -126 -126 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-02-25 1516 1630 -114 -114 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-02-25 3008 3288 -280 -280 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-02-25 28 28 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-02-25 3265 3208 57 57 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-02-25 1312 1333 -21 -21 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-02-25 552 552 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-02-25 1051 1043 8 8 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-02-25 5909 6405 -496 -496 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-02-25 124 121 3 3 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-02-25 123 122 1 1 195000. U S A TREAS BONDS 2014-10-27 2022-02-28 227419 265093 -37674 -37674 . CENDANT CORP 7.50% CV PFD 2022-03-01 26 26 26 920000. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2022-03-01 81 86 -5 -5 10. NORFOLK SOUTHN CORP 2021-09-09 2022-03-03 2720 2479 241 241 157. NORFOLK SOUTHN CORP 2022-03-03 42932 38879 4053 4053 161. PPG INDS INC 2020-11-03 2022-03-03 20523 22044 -1521 -1521 556. PPG INDS INC 2022-03-03 71078 75464 -4386 -4386 150000. BRISTOL-MYERS SQUIBB CO 4.500% 03/01/2044 DTD 10/31/2013 2020-09-23 2022-03-04 177143 212609 -35466 -35466 1. PPG INDS INC 2020-11-02 2022-03-04 124 135 -11 -11 4. PPG INDS INC 2020-11-02 2022-03-04 496 540 -44 -44 66. PPG INDS INC 2022-03-04 8203 8902 -699 -699 157. PPG INDS INC 2022-03-04 19405 21110 -1705 -1705 97. INGERSOLL RAND INC COMMON STOCK 2021-10-21 2022-03-08 4436 5265 -829 -829 1279. INGERSOLL RAND INC COMMON STOCK 2022-03-08 59103 68557 -9454 -9454 516. PAYPAL HOLDINGS INC 2022-03-08 48235 43477 4758 4758 50000. CONCHO RES INC 2.4% 02/15/2031 DTD 08/24/2020 2020-08-13 2022-03-11 49157 49677 -520 -520 60000. VERIZON COMMUNICATIONS SR NTS 4.5% 08/10/2033 DTD 2020-08-19 2022-03-11 67552 76376 -8824 -8824 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-03-15 324 339 -15 -15 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-03-15 153 170 -17 -17 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-03-15 51 54 -3 -3 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-03-15 11485 12329 -844 -844 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-03-15 840 868 -28 -28 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-03-15 41 40 1 1 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-03-15 962 958 4 4 . FREDDIE MAC 2005-01-19 2022-03-15 33 34 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-03-15 1029 1117 -88 -88 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-03-15 147 155 -8 -8 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-03-15 344 364 -20 -20 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-03-15 285 319 -34 -34 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-03-15 620 697 -77 -77 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-03-15 282 319 -37 -37 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-03-15 617 705 -88 -88 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-03-15 392 431 -39 -39 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-03-15 170 188 -18 -18 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-03-15 1590 1709 -119 -119 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-03-15 455 471 -16 -16 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-03-15 3722 3633 89 89 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-03-15 4004 4142 -138 -138 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-03-15 1901 1940 -39 -39 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-03-15 192 212 -20 -20 . FHLMC 2021-10-08 2022-03-15 37 -37 -37 . FHLMC 2022-03-15 105 78 27 27 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-03-15 682 701 -19 -19 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-03-15 1603 965 638 638 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-03-15 833 -833 -833 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-03-15 2449 2731 -282 -282 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-03-15 1974 2369 -395 -395 . FREDDIE MAC 2005-09-15 2022-03-15 88 91 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-03-15 936 1004 -68 -68 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-03-15 54 55 -1 -1 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-03-15 2023 2170 -147 -147 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-03-15 3582 4035 -453 -453 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-03-15 812 884 -72 -72 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-03-15 806 830 -24 -24 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-03-15 1712 1755 -43 -43 . GNMA POOL NO 550851 2001-10-17 2022-03-15 84 88 -4 -4 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-03-15 145 159 -14 -14 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-03-15 25 27 -2 -2 . GNMA 701738 5% 03/15/39 2009-07-29 2022-03-15 358 366 -8 -8 . LEHMAN BROS HLDGS INC 2022-03-15 1100 1100 1100 . EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/18/2025 2021-11-16 2022-03-16 12556 12559 -3 -3 . GNMA 2003-26 CL MB 2022-01-28 2022-03-16 79 -79 -79 . GNMA 2003-26 CL MB 2022-03-16 292 237 55 55 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-03-16 1489 1658 -169 -169 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-03-16 1660 1783 -123 -123 . GNMA 2010-146 CL HB 3.75% 11/16/2040 DTD 11/01/2010 2018-02-16 2022-03-16 3911 3892 19 19 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2022-03-18 3783 3783 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-03-21 1430 1471 -41 -41 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-03-21 558 586 -28 -28 . GNMA 2003-26 CL MB 2022-03-21 2479 2753 -274 -274 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-03-21 1507 1595 -88 -88 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-03-21 760 851 -91 -91 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-03-21 3940 509 3431 3431 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-03-21 3934 -3934 -3934 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-03-21 623 676 -53 -53 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-03-21 1642 1828 -186 -186 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-03-21 1408 1655 -247 -247 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2021-06-14 2022-03-21 1660 842 818 818 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-03-21 1036 -1036 -1036 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-03-21 736 860 -124 -124 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-03-21 989 1127 -138 -138 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-03-21 2437 2495 -58 -58 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-03-21 102 105 -3 -3 31401. VANGUARD BD INDEX FD INC 2022-03-23 2452249 2545019 -92770 -92770 24000. SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023 DTD 09/23/2016 2016-09-29 2022-03-24 24240 24178 62 62 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-03-25 42 41 1 1 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-03-25 2233 2403 -170 -170 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-03-25 1462 1667 -205 -205 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-03-25 3319 3325 -6 -6 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-03-25 5613 6000 -387 -387 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-03-25 142 142 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-03-25 1914 1973 -59 -59 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-03-25 335 343 -8 -8 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-03-25 1374 1377 -3 -3 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-03-25 3820 3837 -17 -17 . FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201 2017-04-19 2022-03-25 83 83 . FNMA 256749 6% 06/01/37 2008-09-30 2022-03-25 91 92 -1 -1 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-03-25 282 271 11 11 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-03-25 5615 5671 -56 -56 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-03-25 414 451 -37 -37 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-03-25 1326 1428 -102 -102 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-03-25 782 794 -12 -12 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-03-25 195 197 -2 -2 . FNMA AL2965 VAR RATE 12/01/22 2014-06-11 2022-03-25 106 105 1 1 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-03-25 195 188 7 7 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-03-25 5201 5489 -288 -288 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-03-25 5689 6147 -458 -458 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-03-25 343 322 21 21 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-03-25 412 402 10 10 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-03-25 758 723 35 35 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-03-25 417 394 23 23 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-03-25 86 96 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-03-25 596 666 -70 -70 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-03-25 838 861 -23 -23 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-03-25 85 91 -6 -6 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-03-25 920 1003 -83 -83 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-03-25 5922 7047 -1125 -1125 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-03-25 1944 2322 -378 -378 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-03-25 2124 2176 -52 -52 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-03-25 752 851 -99 -99 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-03-25 54 59 -5 -5 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-03-25 155 174 -19 -19 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-03-25 396 402 -6 -6 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-03-25 1218 1346 -128 -128 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-03-25 2337 2451 -114 -114 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-03-25 2599 2742 -143 -143 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-03-25 773 816 -43 -43 . FNMA 776289 5% 05/01/34 2013-04-04 2022-03-25 212 233 -21 -21 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-03-25 29 30 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-03-25 1506 1579 -73 -73 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-03-25 7 8 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-03-25 48 50 -2 -2 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-03-25 445 468 -23 -23 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-03-25 160 170 -10 -10 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-03-25 4578 5093 -515 -515 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-03-25 2234 2329 -95 -95 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-03-25 4491 4688 -197 -197 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-03-25 2755 2964 -209 -209 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-03-25 5539 6054 -515 -515 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-03-25 464 473 -9 -9 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-03-25 290 285 5 5 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-03-25 1572 1598 -26 -26 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-03-25 506 506 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-03-25 1023 1016 7 7 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-03-25 5479 5939 -460 -460 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-03-25 104 101 3 3 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-03-25 217 215 2 2 45000. HCA INC 4.75% MAY 01 2023 2019-08-09 2022-04-01 46237 48157 -1920 -1920 547. MORGAN STANLEY DEAN WITTER & CO NEW 2022-04-07 44831 19229 25602 25602 539. SCHWAB CHARLES CORP NEW 2022-04-07 42911 32461 10450 10450 843. WELLS FARGO & CO NEW 2021-04-27 2022-04-07 39887 37979 1908 1908 21000. AMERICAN INTL GROUP 4.125% 02/15/2024 DTD 10/02/2013 2013-09-25 2022-04-08 21506 20987 519 519 25000. AMERN INTL GROUP SR NTS 3.875% 01/15/2035 DTD 2017-11-07 2022-04-08 24902 24558 344 344 20000. AMERN INTL GROUP SR NTS 3.75% 07/10/2025 DTD 2018-12-19 2022-04-08 20331 19549 782 782 25000. AMERN INTL GROUP SR NTS 4.2% 04/01/2028 DTD 2018-03-19 2022-04-08 25980 24907 1073 1073 102. APTIV PLC 2022-04-08 11052 17743 -6691 -6691 26. APTIV PLC 2021-11-02 2022-04-08 2817 4514 -1697 -1697 67. APTIV PLC 2021-11-02 2022-04-08 7339 11631 -4292 -4292 78. APTIV PLC 2021-11-02 2022-04-08 8485 13541 -5056 -5056 294. APTIV PLC 2022-04-08 31978 51035 -19057 -19057 26. APTIV PLC 2021-11-02 2022-04-08 2828 4506 -1678 -1678 . FHLMC KJ18 CL A2 3.065% 08/25/2022 DTD 12/01/2017 1960-11-11 2022-04-11 22920 22920 22920 198. APTIV PLC 2022-04-11 21712 28825 -7113 -7113 . EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/18/2025 2021-11-16 2022-04-15 27148 27154 -6 -6 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-04-15 124 130 -6 -6 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-04-15 229 255 -26 -26 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-04-15 1221 1283 -62 -62 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-04-15 15378 16507 -1129 -1129 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-04-15 917 948 -31 -31 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-04-15 41 40 1 1 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-04-15 509 507 2 2 . FREDDIE MAC 2005-01-19 2022-04-15 33 34 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-04-15 353 384 -31 -31 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-04-15 148 155 -7 -7 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-04-15 356 376 -20 -20 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-04-15 221 247 -26 -26 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-04-15 614 691 -77 -77 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-04-15 322 364 -42 -42 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-04-15 384 439 -55 -55 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-04-15 327 360 -33 -33 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-04-15 171 189 -18 -18 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-04-15 2261 2431 -170 -170 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-04-15 892 924 -32 -32 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-04-15 3621 3535 86 86 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-04-15 10774 11144 -370 -370 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-04-15 1754 1790 -36 -36 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-04-15 1702 1883 -181 -181 . FHLMC 2021-10-08 2022-04-15 80 -80 -80 . FHLMC 2022-04-15 226 168 58 58 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-04-15 553 568 -15 -15 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-04-15 1594 959 635 635 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-04-15 828 -828 -828 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-04-15 2601 2900 -299 -299 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-04-15 1937 2325 -388 -388 . FREDDIE MAC 2005-09-15 2022-04-15 89 91 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-04-15 2909 3119 -210 -210 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-04-15 25 26 -1 -1 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-04-15 2142 2298 -156 -156 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-04-15 3511 3955 -444 -444 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-04-15 955 1040 -85 -85 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-04-15 663 683 -20 -20 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-04-15 1648 1690 -42 -42 . GNMA POOL NO 550851 2001-10-17 2022-04-15 86 90 -4 -4 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-04-15 147 160 -13 -13 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-04-15 27 30 -3 -3 . GNMA 701738 5% 03/15/39 2009-07-29 2022-04-15 1132 1157 -25 -25 . GNMA 2003-26 CL MB 2022-01-28 2022-04-18 138 -138 -138 . GNMA 2003-26 CL MB 2022-04-18 510 414 96 96 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-04-18 1446 1610 -164 -164 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-04-18 2084 2238 -154 -154 . GNMA 2010-146 CL HB 3.75% 11/16/2040 DTD 11/01/2010 2018-02-16 2022-04-18 290 289 1 1 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-04-18 3476 3478 -2 -2 65000. MONDELEZ INTL SR NTS 2.125% 03/17/2024 DTD 2022-03-03 2022-04-19 63903 64845 -942 -942 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-04-20 2019 2078 -59 -59 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-04-20 637 670 -33 -33 . GNMA 2003-26 CL MB 2022-04-20 2038 2263 -225 -225 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-04-20 695 736 -41 -41 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-04-20 1048 1174 -126 -126 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-04-20 4190 541 3649 3649 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-04-20 4184 -4184 -4184 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-04-20 925 1003 -78 -78 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-04-20 1779 1981 -202 -202 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-04-20 1803 2119 -316 -316 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2021-06-14 2022-04-20 1840 934 906 906 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-04-20 1148 -1148 -1148 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-04-20 714 833 -119 -119 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-04-20 1159 1321 -162 -162 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-04-20 2654 2718 -64 -64 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-04-20 1827 659 1168 1168 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-04-20 1414 -1414 -1414 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-04-20 6585 6779 -194 -194 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-04-25 22 22 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-04-25 2336 2513 -177 -177 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-04-25 965 1100 -135 -135 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-04-25 5469 5542 -73 -73 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-04-25 8870 8887 -17 -17 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-04-25 3507 3748 -241 -241 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-04-25 126 126 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-04-25 570 587 -17 -17 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-04-25 6037 6197 -160 -160 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-04-25 1779 1783 -4 -4 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-04-25 3207 3222 -15 -15 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-04-25 16143 16385 -242 -242 . FNMA 256749 6% 06/01/37 2008-09-30 2022-04-25 219 223 -4 -4 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-04-25 3393 3252 141 141 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-04-25 15394 15547 -153 -153 320000. FHLMC MULTIFAMILY WI CERTIFICATES SER WI-K142 K142 CL A2 2.4% 2022-02-16 2022-04-25 315119 315119 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-04-25 332 362 -30 -30 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-04-25 1447 1559 -112 -112 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-04-25 3264 3313 -49 -49 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-04-25 3030 3058 -28 -28 . FNMA AL2965 VAR RATE 12/01/22 2014-06-11 2022-04-25 24137 23836 301 301 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-04-25 167 160 7 7 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-04-25 3591 3790 -199 -199 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-04-25 21742 23495 -1753 -1753 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-04-25 309 290 19 19 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-04-25 344 335 9 9 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-04-25 623 594 29 29 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-04-25 339 320 19 19 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-04-25 86 96 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-04-25 223 249 -26 -26 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-04-25 1020 1048 -28 -28 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-04-25 72 78 -6 -6 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-04-25 414 451 -37 -37 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-04-25 5772 6868 -1096 -1096 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-04-25 1895 2263 -368 -368 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-04-25 16035 16428 -393 -393 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-04-25 801 906 -105 -105 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-04-25 16 18 -2 -2 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-04-25 329 368 -39 -39 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-04-25 482 489 -7 -7 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-04-25 1950 2155 -205 -205 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-04-25 8475 8890 -415 -415 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-04-25 1791 1890 -99 -99 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-04-25 755 797 -42 -42 . FNMA 776289 5% 05/01/34 2013-04-04 2022-04-25 213 235 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-04-25 1592 1674 -82 -82 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-04-25 99 104 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-04-25 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-04-25 48 51 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-04-25 413 434 -21 -21 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-04-25 246 260 -14 -14 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-04-25 4675 5201 -526 -526 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-04-25 3696 3853 -157 -157 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-04-25 8669 9049 -380 -380 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-04-25 3521 3787 -266 -266 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-04-25 3997 4368 -371 -371 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-04-25 29 30 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-04-25 5781 5681 100 100 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-04-25 290 295 -5 -5 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-04-25 539 539 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-04-25 1420 1410 10 10 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-04-25 153 166 -13 -13 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-04-25 5610 5489 121 121 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-04-25 123 123 . SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 2021-2 CL A3 0.34% 02/18/ 2021-11-16 2022-05-04 3204 3204 3204 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2022-05-06 2853 2852 1 1 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 1960-11-11 2022-05-09 1174 1174 1174 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 1960-11-11 2022-05-09 882 882 882 32. LAUDER ESTEE COS INC CL A 2021-01-08 2022-05-10 7455 8306 -851 -851 403. LAUDER ESTEE COS INC CL A 2022-05-10 92677 99834 -7157 -7157 121. NEXTERA ENERGY INC 2021-11-02 2022-05-10 8317 10339 -2022 -2022 114. NEXTERA ENERGY INC 2021-11-02 2022-05-10 7880 9741 -1861 -1861 357. NEXTERA ENERGY INC 2021-11-02 2022-05-10 24846 30504 -5658 -5658 316. NEXTERA ENERGY INC 2021-11-02 2022-05-10 22138 27000 -4862 -4862 221. NEXTERA ENERGY INC 2020-06-30 2022-05-10 15483 13240 2243 2243 193. NEXTERA ENERGY INC 2022-05-11 13530 11183 2347 2347 461. NEXTERA ENERGY INC 2020-05-04 2022-05-11 32569 26185 6384 6384 . EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/18/2025 2021-11-16 2022-05-16 21317 21322 -5 -5 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-05-16 208 218 -10 -10 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-05-16 136 152 -16 -16 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-05-16 224 236 -12 -12 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-05-16 7612 8171 -559 -559 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-05-16 1124 1162 -38 -38 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-05-16 6853 6786 67 67 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-05-16 786 783 3 3 . FREDDIE MAC 2005-01-19 2022-05-16 33 34 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-05-16 614 667 -53 -53 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-05-16 143 151 -8 -8 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-05-16 379 400 -21 -21 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-05-16 193 215 -22 -22 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-05-16 641 721 -80 -80 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-05-16 231 261 -30 -30 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-05-16 711 812 -101 -101 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-05-16 522 574 -52 -52 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-05-16 172 190 -18 -18 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-05-16 1633 1756 -123 -123 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-05-16 9099 9422 -323 -323 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-05-16 3029 2957 72 72 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-05-16 4663 4823 -160 -160 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-05-16 3283 3351 -68 -68 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-05-16 516 571 -55 -55 . FHLMC 2021-10-08 2022-05-16 114 -114 -114 . FHLMC 2022-05-16 321 239 82 82 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-05-16 752 773 -21 -21 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-05-16 4775 2874 1901 1901 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-05-16 2480 -2480 -2480 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-05-16 2350 2620 -270 -270 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-05-16 1901 2281 -380 -380 . FREDDIE MAC 2005-09-15 2022-05-16 115 118 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-05-16 1017 1090 -73 -73 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-05-16 29 29 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-05-16 2524 2708 -184 -184 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-05-16 2857 3217 -360 -360 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-05-16 1306 1422 -116 -116 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-05-16 679 700 -21 -21 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-05-16 848 869 -21 -21 . GNMA POOL NO 550851 2001-10-17 2022-05-16 85 88 -3 -3 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-05-16 176 193 -17 -17 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-05-16 28 30 -2 -2 . GNMA 701738 5% 03/15/39 2009-07-29 2022-05-16 436 446 -10 -10 . GNMA 2003-26 CL MB 2022-01-28 2022-05-16 167 -167 -167 . GNMA 2003-26 CL MB 2022-05-16 617 500 117 117 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-05-16 1247 1388 -141 -141 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-05-16 1597 1715 -118 -118 . GNMA 2010-146 CL HB 3.75% 11/16/2040 DTD 11/01/2010 2018-02-16 2022-05-16 2682 2669 13 13 . SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 2021-2 CL A3 0.34% 02/18/ 2021-11-16 2022-05-16 32541 33269 -728 -728 20000. ST STR CORP SR NTS VAR RT 05/15/2023 DTD 2018-05-23 2022-05-16 20000 20000 40000. RYDER SYS INC SR NTS MTN 2.85% 03/01/2027 DTD 2022-02-22 2022-05-17 37726 39940 -2214 -2214 140000. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 2018-05-23 2022-05-17 34551 34551 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-05-18 6305 6309 -4 -4 48. SCHWAB CHARLES CORP NEW 2021-01-11 2022-05-19 3041 2876 165 165 406. SCHWAB CHARLES CORP NEW 2022-05-19 25513 24305 1208 1208 1581. SCHWAB CHARLES CORP NEW 2022-05-19 99227 93706 5521 5521 496. SCHWAB CHARLES CORP NEW 2021-01-28 2022-05-19 31364 26762 4602 4602 9. SCHWAB CHARLES CORP NEW 2021-01-28 2022-05-19 568 486 82 82 53. SCHWAB CHARLES CORP NEW 2021-01-28 2022-05-19 3354 2860 494 494 12472.01 GOLDENTREE OFFSHORE LTD. (NON-SELF DEALING FIDUCIARY INVESTOR 2022-01-31 2022-05-19 124720 16442 108278 108278 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-05-20 2425 2496 -71 -71 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-05-20 619 651 -32 -32 . GNMA 2003-26 CL MB 2022-05-20 3153 3502 -349 -349 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-05-20 1633 1729 -96 -96 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-05-20 794 889 -95 -95 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-05-20 4382 566 3816 3816 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-05-20 4376 -4376 -4376 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-05-20 893 967 -74 -74 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-05-20 2070 2305 -235 -235 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-05-20 1579 1856 -277 -277 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2021-06-14 2022-05-20 2039 1035 1004 1004 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-05-20 1272 -1272 -1272 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-05-20 1078 1259 -181 -181 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-05-20 447 510 -63 -63 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-05-20 2231 2284 -53 -53 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-05-20 2114 763 1351 1351 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-05-20 1636 -1636 -1636 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-05-20 94 97 -3 -3 259. LOWES COS INC 2022-05-20 47413 24521 22892 22892 170. NVIDIA CORP 2022-05-20 27218 9002 18216 18216 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-05-25 3051 3283 -232 -232 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-05-25 1263 1440 -177 -177 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-05-25 7948 8054 -106 -106 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-05-25 1127 1129 -2 -2 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-05-25 3453 3691 -238 -238 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-05-25 11180 11180 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-05-25 1467 1512 -45 -45 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-05-25 10935 11225 -290 -290 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-05-25 893 895 -2 -2 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-05-25 3033 3048 -15 -15 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-05-25 23945 24305 -360 -360 . FNMA 256749 6% 06/01/37 2008-09-30 2022-05-25 346 351 -5 -5 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-05-25 253 242 11 11 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-05-25 8798 8886 -88 -88 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-05-25 362 394 -32 -32 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-05-25 1194 1285 -91 -91 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-05-25 1031 1047 -16 -16 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-05-25 3417 3449 -32 -32 . FNMA AL2965 VAR RATE 12/01/22 2014-06-11 2022-05-25 38 37 1 1 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-05-25 177 170 7 7 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-05-25 5218 5508 -290 -290 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-05-25 11133 12030 -897 -897 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-05-25 322 302 20 20 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-05-25 368 359 9 9 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-05-25 671 640 31 31 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-05-25 367 346 21 21 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-05-25 87 96 -9 -9 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-05-25 396 442 -46 -46 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-05-25 725 745 -20 -20 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-05-25 75 81 -6 -6 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-05-25 364 398 -34 -34 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-05-25 5625 6694 -1069 -1069 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-05-25 1847 2206 -359 -359 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-05-25 6427 6585 -158 -158 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-05-25 291 329 -38 -38 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-05-25 52 57 -5 -5 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-05-25 241 270 -29 -29 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-05-25 642 651 -9 -9 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-05-25 1595 1763 -168 -168 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-05-25 162 170 -8 -8 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-05-25 2500 2637 -137 -137 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-05-25 737 779 -42 -42 . FNMA 776289 5% 05/01/34 2013-04-04 2022-05-25 214 236 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-05-25 23 24 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-05-25 100 105 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-05-25 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-05-25 48 51 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-05-25 414 435 -21 -21 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-05-25 160 169 -9 -9 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-05-25 3349 3726 -377 -377 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-05-25 2288 2386 -98 -98 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-05-25 6188 6460 -272 -272 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-05-25 4708 5065 -357 -357 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-05-25 5413 5916 -503 -503 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-05-25 458 466 -8 -8 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-05-25 28 28 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-05-25 281 276 5 5 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-05-25 670 681 -11 -11 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-05-25 456 456 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-05-25 843 837 6 6 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-05-25 989 1072 -83 -83 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-05-25 86 84 2 2 3000. KOHL'S CORP SR NTS 3.375% 05/01/2031 DTD 2021-03-30 2022-05-25 2700 3006 -306 -306 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-05-25 574 571 3 3 3000. KOHL'S CORP SR NTS 3.375% 05/01/2031 DTD 2021-03-30 2022-05-26 2700 3006 -306 -306 100000. AT&T INC SR NTS 3.3% 02/01/2052 DTD 2020-08-19 2022-05-27 77764 99475 -21711 -21711 1125. FORT GLOBAL OFFSHORE FUND, SPC (DIVERSIFIED) CLASS D SHARES - JP 2020-08-31 2022-05-27 985505 1125000 -139495 -139495 45000. AMERN FINL GROUP SR NTS 3.5% 08/15/2026 DTD 2018-10-16 2022-06-03 45791 43139 2652 2652 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-06-07 50 49 1 1 39000. KOHL'S CORP SR NTS 3.375% 05/01/2031 DTD 2021-03-30 2022-06-09 35295 39073 -3778 -3778 15814. JPMORGAN BETABUILDERS EUROPE ETF 2021-05-14 2022-06-14 740236 933856 -193620 -193620 28913. JPMORGAN BETABUILDERS EUROPE ETF 2022-06-14 1357391 1682041 -324650 -324650 173. JPMORGAN BETABUILDERS EUROPE ETF 2021-04-19 2022-06-14 8149 10001 -1852 -1852 . EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/18/2025 2021-11-16 2022-06-15 19140 19143 -3 -3 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-06-15 249 261 -12 -12 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-06-15 55 61 -6 -6 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-06-15 61 64 -3 -3 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-06-15 8302 8912 -610 -610 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-06-15 841 870 -29 -29 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-06-15 2511 2486 25 25 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-06-15 350 348 2 2 . FREDDIE MAC 2005-01-19 2022-06-15 33 34 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-06-15 319 346 -27 -27 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-06-15 149 156 -7 -7 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-06-15 358 378 -20 -20 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-06-15 199 222 -23 -23 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-06-15 672 756 -84 -84 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-06-15 267 302 -35 -35 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-06-15 550 628 -78 -78 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-06-15 299 329 -30 -30 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-06-15 178 196 -18 -18 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-06-15 1614 1735 -121 -121 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-06-15 6935 7181 -246 -246 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-06-15 2317 2262 55 55 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-06-15 5475 5664 -189 -189 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-06-15 1757 1793 -36 -36 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-06-15 796 880 -84 -84 . FHLMC 2021-10-08 2022-06-15 65 -65 -65 . FHLMC 2022-06-15 184 137 47 47 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-06-15 984 1011 -27 -27 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-06-15 1238 745 493 493 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-06-15 643 -643 -643 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-06-15 1343 1497 -154 -154 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-06-15 1865 2238 -373 -373 . FREDDIE MAC 2005-09-15 2022-06-15 87 89 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-06-15 827 887 -60 -60 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-06-15 3 3 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-06-15 8177 8772 -595 -595 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-06-15 3359 3783 -424 -424 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-06-15 1601 1743 -142 -142 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-06-15 495 510 -15 -15 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-06-15 930 953 -23 -23 . GNMA POOL NO 550851 2001-10-17 2022-06-15 85 89 -4 -4 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-06-15 148 162 -14 -14 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-06-15 371 403 -32 -32 . GNMA 701738 5% 03/15/39 2009-07-29 2022-06-15 70 71 -1 -1 . SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 2021-2 CL A3 0.34% 02/18/ 2021-11-16 2022-06-15 29404 30063 -659 -659 . GNMA 2003-26 CL MB 2022-01-28 2022-06-16 95 -95 -95 . GNMA 2003-26 CL MB 2022-06-16 351 284 67 67 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-06-16 1452 1616 -164 -164 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-06-16 1758 1888 -130 -130 518. AMAZON COM INC 2022-06-17 54984 92906 -37922 -37922 264. INTUITIVE SURGICAL INC NEW 2022-06-17 50878 93916 -43038 -43038 193821. ISHARES US TREASURY BOND ETF 2022-06-17 4571648 5111276 -539628 -539628 400. NIKE INC 2021-02-17 2022-06-17 42972 57605 -14633 -14633 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-06-21 2182 2245 -63 -63 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-06-21 581 611 -30 -30 . GNMA 2003-26 CL MB 2022-06-21 3001 3332 -331 -331 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-06-21 1151 1219 -68 -68 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-06-21 698 782 -84 -84 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-06-21 3809 492 3317 3317 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-06-21 3804 -3804 -3804 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-06-21 699 757 -58 -58 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-06-21 1362 1517 -155 -155 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-06-21 1386 1628 -242 -242 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-06-21 1715 1940 -225 -225 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-06-21 618 721 -103 -103 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-06-21 453 517 -64 -64 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-06-21 1884 1929 -45 -45 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-06-21 1678 605 1073 1073 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-06-21 1298 -1298 -1298 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-06-21 92 94 -2 -2 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-06-21 5883 5886 -3 -3 401. AMERICAN EXPRESS CO 2022-06-24 58038 51713 6325 6325 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-06-27 42 41 1 1 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-06-27 2447 2632 -185 -185 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-06-27 944 1076 -132 -132 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-06-27 1332 1350 -18 -18 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-06-27 1913 1917 -4 -4 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-06-27 1440 1539 -99 -99 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-06-27 510 510 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-06-27 874 901 -27 -27 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-06-27 12234 12559 -325 -325 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-06-27 810 812 -2 -2 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-06-27 2205 2215 -10 -10 . FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201 2017-04-19 2022-06-27 23 23 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-06-27 7047 7153 -106 -106 . FNMA 256749 6% 06/01/37 2008-09-30 2022-06-27 289 293 -4 -4 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-06-27 1890 1811 79 79 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-06-27 17092 17263 -171 -171 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-06-27 336 366 -30 -30 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-06-27 1317 1418 -101 -101 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-06-27 814 827 -13 -13 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-06-27 31275 31569 -294 -294 . FNMA AL2965 VAR RATE 12/01/22 2014-06-11 2022-06-27 6105 6029 76 76 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-06-27 42778 41154 1624 1624 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-06-27 9803 10346 -543 -543 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-06-27 11160 12060 -900 -900 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-06-27 311 292 19 19 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-06-27 346 338 8 8 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-06-27 627 599 28 28 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-06-27 342 322 20 20 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-06-27 1760 1957 -197 -197 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-06-27 282 315 -33 -33 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-06-27 1107 1137 -30 -30 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-06-27 83 89 -6 -6 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-06-27 380 414 -34 -34 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-06-27 5482 6523 -1041 -1041 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-06-27 1800 2150 -350 -350 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-06-27 1663 1704 -41 -41 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-06-27 226 255 -29 -29 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-06-27 25 28 -3 -3 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-06-27 120 134 -14 -14 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-06-27 95 96 -1 -1 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-06-27 1043 1153 -110 -110 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-06-27 780 818 -38 -38 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-06-27 4255 4489 -234 -234 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-06-27 720 761 -41 -41 . FNMA 776289 5% 05/01/34 2013-04-04 2022-06-27 215 237 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-06-27 2169 2280 -111 -111 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-06-27 104 109 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-06-27 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-06-27 48 51 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-06-27 414 436 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-06-27 161 170 -9 -9 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-06-27 5513 6133 -620 -620 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-06-27 3431 3576 -145 -145 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-06-27 2195 2292 -97 -97 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-06-27 2507 2697 -190 -190 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-06-27 2393 2615 -222 -222 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-06-27 2533 2576 -43 -43 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-06-27 202 206 -4 -4 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-06-27 357 351 6 6 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-06-27 614 624 -10 -10 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-06-27 215 215 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-06-27 691 686 5 5 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-06-27 152 165 -13 -13 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-06-27 86 84 2 2 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-06-27 159 158 1 1 193. AMERICAN EXPRESS CO 2022-06-30 26564 23690 2874 2874 11. INGERSOLL RAND INC COMMON STOCK 2021-07-07 2022-06-30 462 543 -81 -81 236. INGERSOLL RAND INC COMMON STOCK 2022-06-30 9927 11586 -1659 -1659 106. INGERSOLL RAND INC COMMON STOCK 2022-06-30 4453 5169 -716 -716 265. INGERSOLL RAND INC COMMON STOCK 2022-06-30 11132 12911 -1779 -1779 55. MARTIN MARIETTA MATLS INC 2022-06-30 16457 20664 -4207 -4207 1. MARTIN MARIETTA MATLS INC 2022-03-03 2022-06-30 299 375 -76 -76 42. MARTIN MARIETTA MATLS INC 2022-03-03 2022-06-30 12557 15756 -3199 -3199 354. MORGAN STANLEY DEAN WITTER & CO NEW 2022-06-30 26887 11420 15467 15467 95. NVIDIA CORP 2017-10-03 2022-06-30 14405 4254 10151 10151 61. NVIDIA CORP 2017-10-03 2022-06-30 9281 2732 6549 6549 26. TRANE TECHNOLOGIES PLC 2021-02-22 2022-06-30 3379 4027 -648 -648 75. TRANE TECHNOLOGIES PLC 2022-06-30 9739 11598 -1859 -1859 164. TRANE TECHNOLOGIES PLC 2021-02-22 2022-06-30 21293 25279 -3986 -3986 8. TRANE TECHNOLOGIES PLC 2021-02-22 2022-06-30 1038 1233 -195 -195 213. INGERSOLL RAND INC COMMON STOCK 2022-07-01 8906 10357 -1451 -1451 79. INGERSOLL RAND INC COMMON STOCK 2022-07-01 3303 3836 -533 -533 26. INGERSOLL RAND INC COMMON STOCK 2021-05-14 2022-07-01 1089 1262 -173 -173 36. MARTIN MARIETTA MATLS INC 2022-07-01 10699 13406 -2707 -2707 40. MARTIN MARIETTA MATLS INC 2022-03-04 2022-07-01 11830 14869 -3039 -3039 44. MARTIN MARIETTA MATLS INC 2022-03-04 2022-07-01 13034 16356 -3322 -3322 285714.286 SIX CIRCLES ULTR SHRT DUR 2022-07-05 2800000 2861436 -61436 -61436 95000. ALTRIA GROUP INC 3.8% 02/14/2024 DTD 02/14/2019 2021-04-05 2022-07-06 94779 102682 -7903 -7903 45000. ALTRIA GROUP INC 3.7% 02/04/2051 DTD 02/04/2021 2021-03-31 2022-07-06 28818 41328 -12510 -12510 10000. AMEREN CORP SR NTS 1.95% 03/15/2027 DTD 2021-11-15 2022-07-06 9020 9998 -978 -978 25000. AMERN TOWER CORP SR NTS 5.0% 02/15/2024 DTD 2017-01-23 2022-07-06 25366 26978 -1612 -1612 45000. AMERN WTR CAP C SR NTS 2.95% 09/01/2027 DTD 2020-01-30 2022-07-06 42611 46845 -4234 -4234 85000. ANALOG DEVICES INC SR NTS 3.5% 12/05/2026 DTD 2021-03-31 2022-07-06 84500 93167 -8667 -8667 40000. ANHEUSER-BUSCH INBEV FIN 4.700% 02/01/2036 DTD 01/25/2016 2016-02-12 2022-07-06 38950 41455 -2505 -2505 40000. APPALACHIAN PWR CO SR NTS 7.0% 04/01/2038 DTD 2013-02-11 2022-07-06 46262 54079 -7817 -7817 100000. APPLE INC SR NTS 3.2% 05/11/2027 DTD 2020-09-23 2022-07-06 99173 113826 -14653 -14653 35000. BOARDWALK PIPELINES LP 4.95% 12/15/2024 DTD 11/26/2014 2017-01-05 2022-07-06 35250 36657 -1407 -1407 65000. BOEING CO SR NTS 2.75% 02/01/2026 DTD 2021-08-03 2022-07-06 60546 68252 -7706 -7706 165000. CVS HEALTH CORP SR NTS 4.78% 03/25/2038 DTD 2018-03-07 2022-07-06 157865 164805 -6940 -6940 140000. COMCAST CORP 3.375% 02/15/2025 DTD 08/12/2014 2018-05-07 2022-07-06 139499 138436 1063 1063 95000. CONSTELLATION BRANDS INC 3.6% 02/15/2028 DTD 02/07/2018 2021-03-31 2022-07-06 90455 103790 -13335 -13335 100000. $ GEN CORP SR NTS 3.5% 04/03/2030 DTD 2020-08-19 2022-07-06 92896 114649 -21753 -21753 100000. KEURIG DR PEPPER INC 2.55% 09/15/2026 DTD 09/16/2016 2020-08-19 2022-07-06 93478 108874 -15396 -15396 45000. ENBRIDGE INC 3.5% 06/10/2024 DTD 06/04/2014 2017-03-06 2022-07-06 44598 44250 348 348 40000. ENBRIDGE INC 4.5% 06/10/2044 DTD 06/04/2014 2020-01-29 2022-07-06 35009 45411 -10402 -10402 22000. ENTERPRISE PRODUCTS OPER 7.55% 04/15/2038 DTD 10/27/2009 2016-11-23 2022-07-06 26294 27303 -1009 -1009 23000. ENTERPRISE PRODUCTS OPER 4.45% 02/15/2043 DTD 08/13/2012 2020-01-29 2022-07-06 20108 25547 -5439 -5439 19000. INTEL CORP SR NTS 3.7% 07/29/2025 DTD 2015-07-22 2022-07-06 19165 18972 193 193 40000. KELLOGG CO SR NTS 2.1% 06/01/2030 DTD 2020-05-26 2022-07-06 33430 39892 -6462 -6462 25000. KINDER MORGAN INC 3.25% 08/01/2050 DTD 08/05/2020 2020-07-31 2022-07-06 17400 24553 -7153 -7153 65000. KROGER CO SR NTS 5.4% 07/15/2040 DTD 2010-07-06 2022-07-06 65609 64427 1182 1182 60000. MPLX LP SR NTS 4.125% 03/01/2027 DTD 2022-07-06 58399 61573 -3174 -3174 50000. MARTIN MARIETTA MATERIAL 3.500% 12/15/2027 DTD 12/20/2017 2019-04-08 2022-07-06 47565 47978 -413 -413 40000. MCDONALD'S CORP SR NTS MTN 4.7% 12/09/2035 DTD 2019-02-22 2022-07-06 40362 41657 -1295 -1295 35000. MOSAIC CO SR NTS 4.05% 11/15/2027 DTD 2018-03-07 2022-07-06 34459 34423 36 36 15000. NXP BV/NXP FDG/NXP USA 4.4% 06/01/2027 DTD 05/16/2022 2022-05-12 2022-07-06 14910 14977 -67 -67 30000. NISOURCE INC SR NTS 2.95% 09/01/2029 DTD 2019-08-07 2022-07-06 26794 29948 -3154 -3154 15000. NISOURCE INC SR NTS 1.7% 02/15/2031 DTD 2020-08-12 2022-07-06 11813 14989 -3176 -3176 95000. O'REILLY AUTOMOTIVE INC SR NTS 3.6% 09/01/2027 DTD 2021-03-31 2022-07-06 92258 104463 -12205 -12205 20000. OFFICE PPTY INCOME TRST SR NTS 2.65% 06/15/2026 DTD 2021-05-13 2022-07-06 16886 19967 -3081 -3081 15000. OFFICE PPTY INCOME TRST SR NTS 2.4% 02/01/2027 DTD 2021-08-10 2022-07-06 12231 14982 -2751 -2751 40000. ONEOK INC 5.2% 07/15/2048 DTD 07/02/2018 2019-12-05 2022-07-06 35590 44166 -8576 -8576 140000. ORACLE CORP SR NTS 1.65% 03/25/2026 DTD 2021-03-31 2022-07-06 126235 141158 -14923 -14923 95000. ORIX CORP SR NTS 3.7% 07/18/2027 DTD 2018-02-09 2022-07-06 92577 93298 -721 -721 100000. PFIZER INC 4.300% 06/15/2043 DTD 06/03/2013 2020-09-23 2022-07-06 97198 129490 -32292 -32292 75000. SOUTHERN CALIF GAS CO 2013-02-13 2022-07-06 81442 96069 -14627 -14627 10000. SOUTHN CO GAS CAP 3.15% 09/30/2051 DTD 09/10/2021 2021-09-07 2022-07-06 7176 9911 -2735 -2735 35000. SUNCOR ENERGY INC SR NTS 6.5% 06/15/2038 DTD 2014-01-22 2022-07-06 38306 41836 -3530 -3530 70000. TOYOTA MTR CR CORP SR NTS MTN 2.15% 02/13/2030 DTD 2020-08-19 2022-07-06 61161 74857 -13696 -13696 95000. TRANSCANADA PIPELINES SR NTS 4.75% 05/15/2038 DTD 2020-01-27 2022-07-06 90525 110874 -20349 -20349 40000. UN ELEC CO 2.625% 03/15/2051 DTD 10/09/2020 2020-10-01 2022-07-06 28405 39809 -11404 -11404 365000. UNITED STATES TREASURY BOND DD 02/15/93 7.125% DUE 02/15/23 2010-02-19 2022-07-06 375266 469540 -94274 -94274 730000. U S A TREAS NOTES 2019-02-22 2022-07-06 723299 723299 535000. US TREAS 0.125% 09/15/23 2021-09-29 2022-07-06 517487 533412 -15925 -15925 515000. US TREAS 1.125% 08/31/28 2021-09-10 2022-07-06 462494 515141 -52647 -52647 135000. VERIZON COMMUNICATIONS SR NTS 4.4% 11/01/2034 DTD 2017-01-27 2022-07-06 131115 129665 1450 1450 73000. WILLIAMS COMPANIES INC SR NTS 3.9% 01/15/2025 DTD 2017-05-31 2022-07-06 72111 74648 -2537 -2537 . EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/18/2025 2021-11-16 2022-07-15 19245 19249 -4 -4 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-07-15 66 69 -3 -3 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-07-15 41 46 -5 -5 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-07-15 67 70 -3 -3 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-07-15 5428 5827 -399 -399 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-07-15 331 342 -11 -11 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-07-15 29 28 1 1 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-07-15 550 548 2 2 . FREDDIE MAC 2005-01-19 2022-07-15 33 34 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-07-15 1129 1227 -98 -98 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-07-15 151 159 -8 -8 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-07-15 419 443 -24 -24 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-07-15 395 441 -46 -46 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-07-15 646 726 -80 -80 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-07-15 324 367 -43 -43 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-07-15 739 845 -106 -106 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-07-15 288 317 -29 -29 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-07-15 178 197 -19 -19 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-07-15 1506 1618 -112 -112 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-07-15 419 434 -15 -15 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-07-15 2580 2519 61 61 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-07-15 1694 1753 -59 -59 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-07-15 1809 1847 -38 -38 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-07-15 166 184 -18 -18 . FHLMC 2021-10-08 2022-07-15 40 -40 -40 . FHLMC 2022-07-15 114 84 30 30 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-07-15 724 744 -20 -20 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-07-15 1232 742 490 490 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-07-15 640 -640 -640 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-07-15 529 590 -61 -61 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-07-15 1830 2195 -365 -365 . FREDDIE MAC 2005-09-15 2022-07-15 114 117 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-07-15 966 1035 -69 -69 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-07-15 3 3 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-07-15 3463 3715 -252 -252 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-07-15 3067 3454 -387 -387 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-07-15 1022 1113 -91 -91 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-07-15 468 482 -14 -14 . FORD CR AUTO OWNER TR 2020-C 2020-C CL A3 0.41% 07/15/2025 DTD 2022-05-11 2022-07-15 3705 3630 75 75 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-07-15 1124 1152 -28 -28 . GNMA POOL NO 550851 2001-10-17 2022-07-15 576 599 -23 -23 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-07-15 149 163 -14 -14 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-07-15 18 20 -2 -2 . GNMA 701738 5% 03/15/39 2009-07-29 2022-07-15 1012 1035 -23 -23 . SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 2021-2 CL A3 0.34% 02/18/ 2021-11-16 2022-07-15 28746 29389 -643 -643 . GNMA 2003-26 CL MB 2022-01-28 2022-07-18 90 -90 -90 . GNMA 2003-26 CL MB 2022-07-18 332 269 63 63 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-07-18 1126 1253 -127 -127 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-07-18 1654 1776 -122 -122 . GNMA 2010-146 CL HB 3.75% 11/16/2040 DTD 11/01/2010 2018-02-16 2022-07-18 682 679 3 3 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-07-18 5666 5669 -3 -3 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-07-20 3146 3238 -92 -92 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-07-20 397 418 -21 -21 . GNMA 2003-26 CL MB 2022-07-20 2328 2585 -257 -257 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-07-20 1362 1442 -80 -80 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-07-20 949 1063 -114 -114 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-07-20 3604 466 3138 3138 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-07-20 3599 -3599 -3599 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-07-20 721 782 -61 -61 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-07-20 1805 2010 -205 -205 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-07-20 1556 1829 -273 -273 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-07-20 1561 1766 -205 -205 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-07-20 484 565 -81 -81 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-07-20 692 789 -97 -97 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-07-20 1661 1701 -40 -40 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-07-20 1580 570 1010 1010 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-07-20 1223 -1223 -1223 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-07-20 2856 2940 -84 -84 5359. ISHARES TR 7-10 YR TREAS INDEX FD 2021-06-22 2022-07-20 545895 618419 -72524 -72524 65000. AMERN EXPRESS CO SR NTS 3.375% 05/03/2024 DTD 2022-04-28 2022-07-25 64786 64994 -208 -208 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-07-25 42 42 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-07-25 3327 3579 -252 -252 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-07-25 890 1014 -124 -124 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-07-25 6611 6700 -89 -89 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-07-25 1068 1070 -2 -2 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-07-25 2604 2783 -179 -179 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-07-25 16752 16752 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-07-25 902 930 -28 -28 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-07-25 27339 28065 -726 -726 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-07-25 590 591 -1 -1 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-07-25 2077 2087 -10 -10 . FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201 2017-04-19 2022-07-25 59 59 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-07-25 6345 6441 -96 -96 . FNMA 256749 6% 06/01/37 2008-09-30 2022-07-25 500 507 -7 -7 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-07-25 11535 11054 481 481 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-07-25 8289 8372 -83 -83 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-07-25 365 398 -33 -33 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-07-25 995 1071 -76 -76 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-07-25 671 681 -10 -10 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-07-25 18053 18222 -169 -169 125000. FNMA AL2965 VAR RATE 12/01/22 2014-06-11 2022-07-25 9129 9015 114 114 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-07-25 82 79 3 3 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-07-25 4894 5166 -272 -272 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-07-25 7223 7806 -583 -583 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-07-25 324 303 21 21 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-07-25 371 362 9 9 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-07-25 675 644 31 31 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-07-25 369 348 21 21 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-07-25 84 94 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-07-25 93 104 -11 -11 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-07-25 1173 1205 -32 -32 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-07-25 199 213 -14 -14 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-07-25 427 466 -39 -39 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-07-25 5342 6357 -1015 -1015 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-07-25 1754 2095 -341 -341 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-07-25 1006 1031 -25 -25 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-07-25 232 263 -31 -31 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-07-25 42 46 -4 -4 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-07-25 210 235 -25 -25 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-07-25 275 279 -4 -4 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-07-25 1526 1687 -161 -161 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-07-25 2131 2235 -104 -104 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-07-25 2697 2846 -149 -149 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-07-25 704 743 -39 -39 . FNMA 776289 5% 05/01/34 2013-04-04 2022-07-25 216 238 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-07-25 14 14 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-07-25 104 109 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-07-25 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-07-25 48 51 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-07-25 415 437 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-07-25 161 171 -10 -10 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-07-25 2299 2558 -259 -259 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-07-25 6235 6500 -265 -265 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-07-25 3905 4076 -171 -171 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-07-25 3454 3716 -262 -262 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-07-25 2461 2690 -229 -229 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-07-25 2616 2661 -45 -45 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-07-25 27 27 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-07-25 283 278 5 5 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-07-25 265 270 -5 -5 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-07-25 202 202 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-07-25 730 725 5 5 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-07-25 154 167 -13 -13 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-07-25 81 79 2 2 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-07-25 112 111 1 1 . METLIFE INC 2022-07-25 352 352 352 40000. PAC GAS & ELEC SR NTS 1.367% 03/10/2023 DTD 2021-03-08 2022-07-25 40000 40000 25235.547 FIDELITY 500 INDEX FUND 2018-11-02 2022-07-29 3620292 2404140 1216152 1216152 470. LILLY ELI & CO 2022-08-03 146876 48231 98645 98645 80000. FREEPORT-MCMORAN INC 3.875% 03/15/2023 DTD 10/09/2013 2022-07-06 2022-08-04 79923 79993 -70 -70 35000. GILEAD SCIENCES INC 3.700% 04/01/2024 DTD 03/07/2014 2014-06-24 2022-08-04 35172 35852 -680 -680 5000. GOLDMAN SACHS GROUP INC SR NTS 3.5% 01/23/2025 DTD 2015-01-20 2022-08-04 4981 4998 -17 -17 21000. GOLDMAN SACHS GROUP INC SR NTS 3.5% 01/23/2025 DTD 2015-01-20 2022-08-04 20921 20991 -70 -70 113091. JPMORGAN BETABUILDERS EUROPE ETF 2022-08-11 5511929 5733411 -221482 -221482 46229. VANGUARD MORTGAGE-BACKED SEC 2020-10-30 2022-08-11 2242749 2502838 -260089 -260089 . EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/18/2025 2021-11-16 2022-08-15 19016 19020 -4 -4 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-08-15 254 266 -12 -12 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-08-15 31 35 -4 -4 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-08-15 51 54 -3 -3 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-08-15 4695 5039 -344 -344 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-08-15 421 435 -14 -14 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-08-15 28 28 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-08-15 449 447 2 2 . FREDDIE MAC 2005-01-19 2022-08-15 33 35 -2 -2 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-08-15 1500 1630 -130 -130 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-08-15 147 155 -8 -8 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-08-15 301 318 -17 -17 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-08-15 192 215 -23 -23 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-08-15 572 644 -72 -72 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-08-15 262 297 -35 -35 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-08-15 1618 1850 -232 -232 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-08-15 372 410 -38 -38 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-08-15 184 204 -20 -20 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-08-15 1109 1192 -83 -83 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-08-15 421 436 -15 -15 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-08-15 1553 1516 37 37 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-08-15 2894 2993 -99 -99 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-08-15 1610 1643 -33 -33 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-08-15 178 197 -19 -19 . FHLMC 2021-10-08 2022-08-15 35 -35 -35 . FHLMC 2022-08-15 97 72 25 25 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-08-15 760 780 -20 -20 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-08-15 1004 604 400 400 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-08-15 522 -522 -522 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-08-15 605 674 -69 -69 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-08-15 1795 2154 -359 -359 . FREDDIE MAC 2005-09-15 2022-08-15 71 73 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-08-15 927 994 -67 -67 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-08-15 3 3 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-08-15 973 1044 -71 -71 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-08-15 2774 3125 -351 -351 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-08-15 1661 1808 -147 -147 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-08-15 423 436 -13 -13 . FORD CR AUTO OWNER TR 2020-C 2020-C CL A3 0.41% 07/15/2025 DTD 2022-05-11 2022-08-15 11539 11305 234 234 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-08-15 885 908 -23 -23 . GNMA POOL NO 550851 2001-10-17 2022-08-15 84 87 -3 -3 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-08-15 149 163 -14 -14 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-08-15 18 20 -2 -2 . GNMA 701738 5% 03/15/39 2009-07-29 2022-08-15 717 733 -16 -16 . SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 2021-2 CL A3 0.34% 02/18/ 2021-11-16 2022-08-15 25574 26147 -573 -573 . GNMA 2003-26 CL MB 2022-01-28 2022-08-16 126 -126 -126 . GNMA 2003-26 CL MB 2022-08-16 465 378 87 87 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-08-16 988 1100 -112 -112 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-08-16 1148 1233 -85 -85 . GNMA 2010-146 CL HB 3.75% 11/16/2040 DTD 11/01/2010 2018-02-16 2022-08-16 697 694 3 3 . FHLMC KJ18 CL A2 3.065% 08/25/2022 DTD 12/01/2017 2017-12-19 2022-08-17 42663 19491 23172 23172 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-08-18 5559 5562 -3 -3 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-08-22 2040 2100 -60 -60 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-08-22 385 405 -20 -20 . GNMA 2003-26 CL MB 2022-08-22 2597 2884 -287 -287 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-08-22 862 913 -51 -51 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-08-22 802 899 -97 -97 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-08-22 3187 412 2775 2775 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-08-22 3183 -3183 -3183 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-08-22 559 606 -47 -47 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-08-22 1646 1834 -188 -188 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-08-22 1417 1665 -248 -248 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-08-22 1358 1536 -178 -178 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-08-22 492 574 -82 -82 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-08-22 984 1121 -137 -137 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-08-22 2153 2205 -52 -52 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-08-22 1589 573 1016 1016 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-08-22 1230 -1230 -1230 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-08-22 93 96 -3 -3 285000. FHLMC KJ18 CL A2 3.065% 08/25/2022 DTD 12/01/2017 2017-12-19 2022-08-23 45735 20895 24840 24840 69. O'REILLY AUTOMOTIVE INC 2022-08-24 49263 28246 21017 21017 12. OLD DOMINION FREIGHT LINE INC COM 2021-09-15 2022-08-24 3503 3501 2 2 56. OLD DOMINION FREIGHT LINE INC COM 2022-08-24 16325 16322 3 3 115. OLD DOMINION FREIGHT LINE INC COM 2022-08-24 33687 33436 251 251 25. OLD DOMINION FREIGHT LINE INC COM 2021-09-09 2022-08-24 7316 7254 62 62 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-08-25 42 42 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-08-25 2639 2840 -201 -201 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-08-25 705 804 -99 -99 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-08-25 3162 3204 -42 -42 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-08-25 1099 1101 -2 -2 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-08-25 2356 2519 -163 -163 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-08-25 6088 6088 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-08-25 969 999 -30 -30 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-08-25 3009 3089 -80 -80 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-08-25 817 819 -2 -2 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-08-25 2210 2220 -10 -10 . FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201 2017-04-19 2022-08-25 19 19 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-08-25 7810 7927 -117 -117 . FNMA 256749 6% 06/01/37 2008-09-30 2022-08-25 68 69 -1 -1 . FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-08-25 25852 24775 1077 1077 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-08-25 359 362 -3 -3 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-08-25 339 370 -31 -31 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-08-25 1147 1235 -88 -88 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-08-25 3378 3429 -51 -51 225000. FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2022-08-25 12150 12264 -114 -114 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-08-25 16909 16267 642 642 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-08-25 10836 11437 -601 -601 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-08-25 3840 4150 -310 -310 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-08-25 313 293 20 20 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-08-25 349 340 9 9 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-08-25 632 603 29 29 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-08-25 344 325 19 19 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-08-25 85 94 -9 -9 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-08-25 94 105 -11 -11 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-08-25 725 745 -20 -20 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-08-25 80 86 -6 -6 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-08-25 389 424 -35 -35 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-08-25 5206 6195 -989 -989 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-08-25 1709 2042 -333 -333 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-08-25 790 810 -20 -20 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-08-25 936 1059 -123 -123 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-08-25 48 53 -5 -5 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-08-25 188 210 -22 -22 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-08-25 104 105 -1 -1 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-08-25 1474 1629 -155 -155 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-08-25 929 980 -51 -51 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-08-25 687 726 -39 -39 . FNMA 776289 5% 05/01/34 2013-04-04 2022-08-25 217 239 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-08-25 632 664 -32 -32 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-08-25 105 110 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-08-25 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-08-25 49 51 -2 -2 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-08-25 430 452 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-08-25 162 171 -9 -9 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-08-25 1829 2035 -206 -206 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-08-25 8028 8369 -341 -341 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-08-25 1969 2056 -87 -87 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-08-25 1524 1639 -115 -115 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-08-25 891 974 -83 -83 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-08-25 2647 2692 -45 -45 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-08-25 27 28 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-08-25 348 342 6 6 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-08-25 909 923 -14 -14 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-08-25 322 322 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-08-25 423 420 3 3 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-08-25 3364 3646 -282 -282 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-08-25 92 90 2 2 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-08-25 111 110 1 1 84. OLD DOMINION FREIGHT LINE INC COM 2021-09-09 2022-08-25 24956 24373 583 583 240. AMETEK INC NEW 2022-08-31 28876 33900 -5024 -5024 100. LINDE PLC/OLD 2019-08-14 2022-08-31 28286 18615 9671 9671 70. LINDE PLC/OLD 2022-08-31 19880 13025 6855 6855 89. AMETEK INC NEW 2021-11-05 2022-09-01 10656 12562 -1906 -1906 281. AMETEK INC NEW 2022-09-01 33645 28334 5311 5311 75. AMETEK INC NEW 2022-09-01 8980 7535 1445 1445 37. AMETEK INC NEW 2022-09-01 4427 3696 731 731 112. LINDE PLC/OLD 2022-09-01 30874 20742 10132 10132 357. AMETEK INC NEW 2022-09-02 42447 35558 6889 6889 95. AMETEK INC NEW 2022-09-02 11306 9445 1861 1861 25. AMETEK INC NEW 2020-09-30 2022-09-02 2976 2485 491 491 75. AMETEK INC NEW 2022-09-06 8862 7456 1406 1406 . EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/18/2025 2021-11-16 2022-09-15 18466 18470 -4 -4 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-09-15 176 185 -9 -9 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-09-15 55 62 -7 -7 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-09-15 49 52 -3 -3 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-09-15 6053 6498 -445 -445 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-09-15 637 658 -21 -21 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-09-15 26 26 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-09-15 271 270 1 1 . FREDDIE MAC 2005-01-19 2022-09-15 34 35 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-09-15 302 328 -26 -26 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-09-15 148 155 -7 -7 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-09-15 362 382 -20 -20 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-09-15 617 689 -72 -72 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-09-15 512 576 -64 -64 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-09-15 248 280 -32 -32 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-09-15 1378 1575 -197 -197 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-09-15 663 729 -66 -66 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-09-15 185 205 -20 -20 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-09-15 2003 2154 -151 -151 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-09-15 8029 8314 -285 -285 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-09-15 1752 1710 42 42 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-09-15 3291 3404 -113 -113 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-09-15 2851 2910 -59 -59 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-09-15 203 224 -21 -21 . FHLMC 2021-10-08 2022-09-15 31 -31 -31 . FHLMC 2022-09-15 88 65 23 23 4770000. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2022-09-15 155 159 -4 -4 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-09-15 872 525 347 347 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-09-15 453 -453 -453 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-09-15 598 667 -69 -69 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-09-15 1761 2113 -352 -352 . FREDDIE MAC 2005-09-15 2022-09-15 88 90 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-09-15 788 845 -57 -57 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-09-15 3 3 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-09-15 907 973 -66 -66 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-09-15 2777 3128 -351 -351 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-09-15 1690 1840 -150 -150 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-09-15 458 472 -14 -14 . FORD CR AUTO OWNER TR 2020-C 2020-C CL A3 0.41% 07/15/2025 DTD 2022-05-11 2022-09-15 12468 12215 253 253 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-09-15 325 333 -8 -8 . GNMA POOL NO 550851 2001-10-17 2022-09-15 84 87 -3 -3 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-09-15 150 165 -15 -15 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-09-15 19 20 -1 -1 . GNMA 701738 5% 03/15/39 2009-07-29 2022-09-15 66 67 -1 -1 140000. SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 2021-2 CL A3 0.34% 2021-11-16 2022-09-15 20530 20990 -460 -460 . GNMA 2003-26 CL MB 2022-01-28 2022-09-16 165 -165 -165 . GNMA 2003-26 CL MB 2022-09-16 607 493 114 114 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-09-16 950 1058 -108 -108 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-09-16 1245 1337 -92 -92 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-09-19 5463 5467 -4 -4 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-09-20 2194 2259 -65 -65 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-09-20 326 343 -17 -17 . GNMA 2003-26 CL MB 2022-09-20 2641 2933 -292 -292 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-09-20 367 389 -22 -22 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-09-20 633 709 -76 -76 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-09-20 3845 497 3348 3348 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-09-20 3840 -3840 -3840 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-09-20 810 877 -67 -67 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-09-20 1887 2102 -215 -215 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-09-20 1308 1537 -229 -229 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-09-20 1410 1595 -185 -185 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-09-20 494 577 -83 -83 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-09-20 879 1002 -123 -123 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-09-20 1381 1414 -33 -33 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-09-20 1054 380 674 674 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-09-20 815 -815 -815 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-09-20 93 96 -3 -3 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-09-26 41 40 1 1 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-09-26 3169 3409 -240 -240 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-09-26 855 974 -119 -119 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-09-26 6403 6489 -86 -86 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-09-26 4394 4402 -8 -8 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-09-26 6897 7372 -475 -475 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-09-26 9130 9130 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-09-26 1222 1259 -37 -37 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-09-26 5917 6075 -158 -158 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-09-26 597 598 -1 -1 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-09-26 1996 2005 -9 -9 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-09-26 8072 8193 -121 -121 . FNMA 256749 6% 06/01/37 2008-09-30 2022-09-26 489 496 -7 -7 100000. FHLMC K025 CL A2 2.682% 10/25/2022 DTD 02/01/2013 2013-12-02 2022-09-26 55559 53245 2314 2314 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-09-26 6270 6332 -62 -62 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-09-26 341 372 -31 -31 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-09-26 1059 1141 -82 -82 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-09-26 2141 2173 -32 -32 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-09-26 42 41 1 1 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-09-26 7121 7516 -395 -395 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-09-26 6147 6643 -496 -496 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-09-26 314 294 20 20 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-09-26 350 342 8 8 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-09-26 634 605 29 29 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-09-26 345 326 19 19 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-09-26 85 94 -9 -9 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-09-26 396 443 -47 -47 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-09-26 737 757 -20 -20 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-09-26 267 286 -19 -19 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-09-26 426 465 -39 -39 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-09-26 5073 6036 -963 -963 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-09-26 1666 1989 -323 -323 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-09-26 5284 5413 -129 -129 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-09-26 373 422 -49 -49 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-09-26 78 86 -8 -8 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-09-26 150 168 -18 -18 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-09-26 676 686 -10 -10 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-09-26 1407 1555 -148 -148 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-09-26 2453 2588 -135 -135 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-09-26 672 709 -37 -37 . FNMA 776289 5% 05/01/34 2013-04-04 2022-09-26 218 240 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-09-26 11 12 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-09-26 106 111 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-09-26 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-09-26 49 52 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-09-26 447 471 -24 -24 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-09-26 254 268 -14 -14 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-09-26 3871 4307 -436 -436 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-09-26 12856 13403 -547 -547 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-09-26 3828 3996 -168 -168 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-09-26 443 477 -34 -34 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-09-26 884 967 -83 -83 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-09-26 817 831 -14 -14 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-09-26 27 28 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-09-26 289 284 5 5 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-09-26 720 732 -12 -12 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-09-26 246 246 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-09-26 722 717 5 5 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-09-26 2514 2725 -211 -211 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-09-26 86 85 1 1 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-09-26 111 111 55. CHARTER COMMUNICATIONS INC-A 2022-09-29 17227 16015 1212 1212 161. CHARTER COMMUNICATIONS INC-A 2022-09-29 50344 34890 15454 15454 69. CHARTER COMMUNICATIONS INC-A 2022-09-30 21405 12373 9032 9032 . PETROLEO BRASILEIRO SA PETROBRAS S A 2022-09-30 80 80 80 39. SVB FINANCIAL GROUP 2021-11-02 2022-10-05 14197 28733 -14536 -14536 63. SVB FINANCIAL GROUP 2022-10-05 22987 44322 -21335 -21335 62. SVB FINANCIAL GROUP 2022-10-06 22156 41313 -19157 -19157 31. SVB FINANCIAL GROUP 2021-10-13 2022-10-06 11048 20493 -9445 -9445 8233.585 FIDELITY 500 INDEX FUND 2018-11-02 2022-10-11 1025328 784397 240931 240931 350000. US TREAS 2.375% 08/15/24 2016-04-01 2022-10-14 336588 368293 -31705 -31705 400000. U S A TREAS NOTES 2019-02-22 2022-10-14 395547 395547 200000. US TREAS 0.125% 09/15/23 2021-09-29 2022-10-14 192258 199406 -7148 -7148 . DRIVE AUTO RECEIVABLES TR 2019-4 2019-4 CL D 2.7% 02/16/2027 DTD 2022-05-12 2022-10-17 1789 1785 4 4 150000. EXETER AUTOMOBILE RECEIVABLES TR 2021-2 2021-1A CL B 0.5% 02/1 2021-11-16 2022-10-17 13111 13114 -3 -3 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-10-17 156 163 -7 -7 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-10-17 86 96 -10 -10 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-10-17 590 620 -30 -30 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-10-17 7092 7613 -521 -521 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-10-17 351 363 -12 -12 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-10-17 27 26 1 1 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-10-17 377 376 1 1 . FREDDIE MAC 2005-01-19 2022-10-17 34 35 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-10-17 307 334 -27 -27 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-10-17 7452 7835 -383 -383 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-10-17 372 393 -21 -21 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-10-17 201 225 -24 -24 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-10-17 767 863 -96 -96 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-10-17 219 248 -29 -29 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-10-17 346 396 -50 -50 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-10-17 275 302 -27 -27 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-10-17 186 206 -20 -20 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-10-17 1554 1670 -116 -116 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-10-17 403 417 -14 -14 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-10-17 1311 1280 31 31 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-10-17 1489 1540 -51 -51 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-10-17 1499 1530 -31 -31 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-10-17 265 293 -28 -28 . FHLMC 2022-10-17 107 117 -10 -10 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2021-10-20 2022-10-17 820 494 326 326 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-10-17 426 -426 -426 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-10-17 1500 1672 -172 -172 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-10-17 1728 2073 -345 -345 . FREDDIE MAC 2005-09-15 2022-10-17 609 624 -15 -15 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-10-17 920 987 -67 -67 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-10-17 3 3 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-10-17 1693 1817 -124 -124 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-10-17 2893 3258 -365 -365 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-10-17 782 851 -69 -69 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-10-17 512 528 -16 -16 . FORD CR AUTO OWNER TR 2020-C 2020-C CL A3 0.41% 07/15/2025 DTD 2022-05-11 2022-10-17 10790 10571 219 219 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-10-17 1020 1046 -26 -26 . GNMA POOL NO 550851 2001-10-17 2022-10-17 84 87 -3 -3 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-10-17 181 198 -17 -17 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-10-17 19 20 -1 -1 . GNMA 701738 5% 03/15/39 2009-07-29 2022-10-17 62 63 -1 -1 . GNMA 2003-26 CL MB 2022-01-28 2022-10-17 104 -104 -104 . GNMA 2003-26 CL MB 2022-10-17 384 311 73 73 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-10-17 896 998 -102 -102 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-10-17 1344 1443 -99 -99 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-10-18 5268 5271 -3 -3 1784.784 MIURA GLOBAL FUND, LTD. CLASS BB - NEW ISSUES INELIGIBLE NON- 2018-09-28 2022-10-18 2133689 2182500 -48811 -48811 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-10-20 4696 4833 -137 -137 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-10-20 335 352 -17 -17 . GNMA 2003-26 CL MB 2022-10-20 2866 3183 -317 -317 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-10-20 968 1025 -57 -57 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-10-20 709 794 -85 -85 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-10-20 3579 463 3116 3116 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-10-20 3574 -3574 -3574 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-10-20 566 614 -48 -48 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-10-20 1481 1649 -168 -168 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-10-20 1186 1394 -208 -208 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-10-20 1143 1294 -151 -151 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-10-20 348 406 -58 -58 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-10-20 798 909 -111 -111 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-10-20 1228 1258 -30 -30 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-10-20 1519 548 971 971 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-10-20 1176 -1176 -1176 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-10-20 92 94 -2 -2 . WELLS FARGO & CO NEW 2022-10-24 623 623 623 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-10-25 16 16 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-10-25 2372 2552 -180 -180 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-10-25 871 993 -122 -122 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-10-25 1202 1219 -17 -17 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-10-25 708 709 -1 -1 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-10-25 3199 3419 -220 -220 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-10-25 1936 1936 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-10-25 319 328 -9 -9 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-10-25 178 183 -5 -5 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-10-25 733 735 -2 -2 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-10-25 1694 1702 -8 -8 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-10-25 7472 7584 -112 -112 . FNMA 256749 6% 06/01/37 2008-09-30 2022-10-25 108 110 -2 -2 . FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-10-25 14149 14290 -141 -141 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-10-25 370 404 -34 -34 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-10-25 897 966 -69 -69 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-10-25 1496 1519 -23 -23 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-10-25 2352 2263 89 89 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-10-25 6871 7253 -382 -382 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-10-25 3259 3522 -263 -263 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-10-25 326 306 20 20 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-10-25 375 365 10 10 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-10-25 681 651 30 30 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-10-25 373 352 21 21 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-10-25 85 95 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-10-25 499 558 -59 -59 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-10-25 847 870 -23 -23 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-10-25 79 85 -6 -6 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-10-25 378 412 -34 -34 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-10-25 4943 5882 -939 -939 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-10-25 1623 1939 -316 -316 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-10-25 1472 1508 -36 -36 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-10-25 396 447 -51 -51 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-10-25 48 52 -4 -4 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-10-25 104 116 -12 -12 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-10-25 325 330 -5 -5 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-10-25 1021 1128 -107 -107 . FNMA 2010-123 CL KU 4.5% 11/25/2040 DTD 10/01/2010 2018-03-26 2022-10-25 200 210 -10 -10 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-10-25 988 1042 -54 -54 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-10-25 656 693 -37 -37 . FNMA 776289 5% 05/01/34 2013-04-04 2022-10-25 219 241 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-10-25 11 12 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-10-25 106 111 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-10-25 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-10-25 49 52 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-10-25 420 442 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-10-25 164 173 -9 -9 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-10-25 2609 2903 -294 -294 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-10-25 22490 23446 -956 -956 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-10-25 1207 1260 -53 -53 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-10-25 3073 3305 -232 -232 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-10-25 2118 2315 -197 -197 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-10-25 2541 2585 -44 -44 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-10-25 27 27 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-10-25 3338 3280 58 58 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-10-25 494 503 -9 -9 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-10-25 219 219 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-10-25 573 569 4 4 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-10-25 144 156 -12 -12 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-10-25 87 85 2 2 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-10-25 112 111 1 1 145000. TRUIST BK SR NTS MTN 3.2% 04/01/2024 DTD 2020-09-23 2022-10-26 141002 157725 -16723 -16723 546. APPLE COMPUTER INC 2006-04-07 2022-11-01 81803 1350 80453 80453 . CARVANA AUTO RECEIVABLES TR 2021-P2 2021-P2 CL A3 0.49% 03/10/2026 D 2021-11-18 2022-11-14 10498 10416 82 82 . DRIVE AUTO RECEIVABLES TR 2019-4 2019-4 CL D 2.7% 02/16/2027 DTD 2022-05-12 2022-11-15 12164 12133 31 31 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-11-15 53 56 -3 -3 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-11-15 31 35 -4 -4 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-11-15 43 45 -2 -2 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-11-15 7866 8443 -577 -577 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-11-15 483 499 -16 -16 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-11-15 1368 1354 14 14 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-11-15 414 413 1 1 . FREDDIE MAC 2005-01-19 2022-11-15 34 35 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-11-15 310 337 -27 -27 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-11-15 105 110 -5 -5 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-11-15 384 406 -22 -22 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-11-15 214 239 -25 -25 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-11-15 496 558 -62 -62 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-11-15 272 308 -36 -36 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-11-15 440 503 -63 -63 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-11-15 262 288 -26 -26 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-11-15 190 211 -21 -21 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-11-15 1011 1087 -76 -76 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-11-15 417 432 -15 -15 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-11-15 1077 1051 26 26 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-11-15 2234 2311 -77 -77 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-11-15 1388 1417 -29 -29 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-11-15 281 311 -30 -30 . FHLMC 2022-11-15 178 196 -18 -18 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-11-15 843 946 -103 -103 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-11-15 863 962 -99 -99 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-11-15 1695 2034 -339 -339 . FREDDIE MAC 2005-09-15 2022-11-15 80 82 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-11-15 738 791 -53 -53 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-11-15 3 3 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-11-15 1368 1468 -100 -100 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-11-15 2695 3036 -341 -341 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-11-15 1281 1394 -113 -113 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-11-15 304 313 -9 -9 . FORD CR AUTO OWNER TR 2020-C 2020-C CL A3 0.41% 07/15/2025 DTD 2022-05-11 2022-11-15 10039 9835 204 204 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-11-15 323 331 -8 -8 . GNMA POOL NO 550851 2001-10-17 2022-11-15 85 88 -3 -3 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-11-15 1951 2134 -183 -183 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-11-15 19 20 -1 -1 . GNMA 701738 5% 03/15/39 2009-07-29 2022-11-15 370 378 -8 -8 . WORLD OMNI AUTO RECEIVABLES TR 2019-A 2019-A CL A4 3.22% 06/16/2025 2021-11-18 2022-11-15 21210 21793 -583 -583 . GNMA 2003-26 CL MB 2022-01-28 2022-11-16 81 -81 -81 . GNMA 2003-26 CL MB 2022-11-16 298 242 56 56 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-11-16 1039 1157 -118 -118 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-11-16 1415 1520 -105 -105 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-11-21 2757 2838 -81 -81 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-11-21 266 280 -14 -14 . GNMA 2003-26 CL MB 2022-11-21 1455 1616 -161 -161 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-11-21 853 903 -50 -50 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-11-21 491 550 -59 -59 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-11-21 3132 405 2727 2727 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-11-21 3128 -3128 -3128 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-11-21 466 505 -39 -39 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-11-21 1528 1701 -173 -173 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-11-21 995 1169 -174 -174 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-11-21 1071 1212 -141 -141 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-11-21 407 475 -68 -68 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-11-21 571 650 -79 -79 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-11-21 1508 1545 -37 -37 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-11-21 1076 388 688 688 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-11-21 833 -833 -833 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-11-21 92 95 -3 -3 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-11-23 4985 4988 -3 -3 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-11-25 39 39 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-11-25 2618 2817 -199 -199 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-11-25 479 546 -67 -67 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-11-25 1956 1983 -27 -27 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-11-25 1139 1141 -2 -2 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-11-25 3150 3367 -217 -217 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-11-25 3169 3169 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-11-25 908 936 -28 -28 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-11-25 1212 1244 -32 -32 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-11-25 414 415 -1 -1 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-11-25 1482 1489 -7 -7 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-11-25 8974 9109 -135 -135 . FNMA 256749 6% 06/01/37 2008-09-30 2022-11-25 67 68 -1 -1 265000. FHLMC STRUCTURED PASS-THROUGH CERTIFICATES FRESR 2017-SR01 2017-12-06 2022-11-25 8156 8237 -81 -81 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-11-25 345 376 -31 -31 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-11-25 832 896 -64 -64 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-11-25 797 809 -12 -12 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-11-25 4998 5276 -278 -278 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-11-25 4199 4538 -339 -339 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-11-25 316 296 20 20 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-11-25 353 344 9 9 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-11-25 638 610 28 28 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-11-25 348 328 20 20 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-11-25 85 95 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-11-25 113 126 -13 -13 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-11-25 488 501 -13 -13 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-11-25 109 117 -8 -8 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-11-25 379 414 -35 -35 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-11-25 4817 5732 -915 -915 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-11-25 1582 1889 -307 -307 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-11-25 477 489 -12 -12 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-11-25 241 273 -32 -32 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-11-25 16 18 -2 -2 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-11-25 29 33 -4 -4 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-11-25 94 95 -1 -1 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-11-25 1262 1394 -132 -132 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-11-25 716 756 -40 -40 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-11-25 630 666 -36 -36 . FNMA 776289 5% 05/01/34 2013-04-04 2022-11-25 220 242 -22 -22 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-11-25 11 12 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-11-25 107 112 -5 -5 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-11-25 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-11-25 49 52 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-11-25 457 481 -24 -24 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-11-25 164 174 -10 -10 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-11-25 1849 2057 -208 -208 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-11-25 2029 2115 -86 -86 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-11-25 904 944 -40 -40 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-11-25 422 454 -32 -32 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-11-25 4457 4871 -414 -414 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-11-25 524 533 -9 -9 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-11-25 27 28 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-11-25 268 263 5 5 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-11-25 544 553 -9 -9 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-11-25 170 170 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-11-25 619 614 5 5 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-11-25 145 157 -12 -12 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-11-25 82 80 2 2 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-11-25 700 696 4 4 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-11-28 37 36 1 1 60000. WP CAREY INC SR NTS 4.6% 04/01/2024 DTD 2017-10-20 2022-12-01 59638 62780 -3142 -3142 870. ALPHABET INC-CL A 2016-07-11 2022-12-02 86869 31629 55240 55240 181. FISERV INC 2019-05-14 2022-12-02 19095 15340 3755 3755 778. FISERV INC 2022-12-02 81850 64375 17475 17475 107. FISERV INC 2022-12-02 11245 8634 2611 2611 40. FISERV INC 2019-01-23 2022-12-02 4207 3219 988 988 76000. GENERAL ELEC CAP CORP DD 03/20/02 6.750% DUE 03/15/32 2022-12-02 86072 90087 -4015 -4015 278. LOWES COS INC 2022-12-02 59862 9949 49913 49913 17. FISERV INC 2019-01-23 2022-12-05 1770 1368 402 402 . CARVANA AUTO RECEIVABLES TR 2021-P2 2021-P2 CL A3 0.49% 03/10/2026 D 2021-11-18 2022-12-12 10769 10685 84 84 215000. US TREAS 0.125% 09/15/23 2021-09-29 2022-12-14 207979 214362 -6383 -6383 . DRIVE AUTO RECEIVABLES TR 2019-4 2019-4 CL D 2.7% 02/16/2027 DTD 2022-05-12 2022-12-15 10457 10431 26 26 . EXETER AUTOMOBILE RECEIVABLES TR 2021-3 2021-3A CL B 0.69% 01/15/202 2022-03-31 2022-12-15 17951 17513 438 438 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2022-12-15 224 234 -10 -10 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2022-12-15 229 255 -26 -26 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2022-12-15 48 50 -2 -2 . FHLMC GOLD G16394 3.5% 08/01/32 2020-10-01 2022-12-15 3612 3877 -265 -265 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2022-12-15 655 678 -23 -23 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2022-12-15 25 25 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2022-12-15 332 331 1 1 . FREDDIE MAC 2005-01-19 2022-12-15 34 35 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2022-12-15 311 338 -27 -27 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2022-12-15 125 132 -7 -7 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2022-12-15 366 387 -21 -21 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2022-12-15 564 630 -66 -66 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2022-12-15 468 526 -58 -58 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2022-12-15 220 249 -29 -29 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2022-12-15 371 424 -53 -53 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2022-12-15 329 362 -33 -33 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2022-12-15 188 208 -20 -20 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2022-12-15 1168 1255 -87 -87 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2022-12-15 416 431 -15 -15 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2022-12-15 2021 1973 48 48 . FHLMC 4961 CL JB 2.5% 12/15/2042 DTD 02/01/2020 2021-11-17 2022-12-15 2338 2418 -80 -80 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2022-12-15 1566 1598 -32 -32 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2022-12-15 260 288 -28 -28 . FHLMC 2022-12-15 103 113 -10 -10 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2022-12-15 874 980 -106 -106 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2022-12-15 1085 1210 -125 -125 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2022-12-15 1427 1712 -285 -285 . FREDDIE MAC 2005-09-15 2022-12-15 66 67 -1 -1 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2022-12-15 735 788 -53 -53 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2022-12-15 3 4 -1 -1 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2022-12-15 1086 1165 -79 -79 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2022-12-15 2690 3030 -340 -340 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2022-12-15 692 753 -61 -61 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2022-12-15 436 449 -13 -13 . FORD CR AUTO OWNER TR 2020-C 2020-C CL A3 0.41% 07/15/2025 DTD 2022-05-11 2022-12-15 9573 9379 194 194 . GNMA 737022 4.5% 02/15/40 2010-05-13 2022-12-15 954 978 -24 -24 . GNMA POOL NO 550851 2001-10-17 2022-12-15 86 89 -3 -3 . GNMA 550750 5.5% 12/15/35 2013-07-23 2022-12-15 132 144 -12 -12 . GNMA 658181 5.5% 11/15/36 2011-01-26 2022-12-15 19 20 -1 -1 . GNMA 701738 5% 03/15/39 2009-07-29 2022-12-15 61 63 -2 -2 . HYUNDAI AUTO RECEIVABLES TR 2019-B 2019-B CL A4 2.0% 04/15/2025 DTD 2021-11-17 2022-12-15 11431 11628 -197 -197 . WORLD OMNI AUTO RECEIVABLES TR 2019-A 2019-A CL A4 3.22% 06/16/2025 2021-11-18 2022-12-15 27680 28441 -761 -761 . GNMA 2003-26 CL MB 2022-01-28 2022-12-16 85 -85 -85 . GNMA 2003-26 CL MB 2022-12-16 313 254 59 59 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2022-12-16 892 993 -101 -101 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2022-12-16 1373 1475 -102 -102 . HONDA AUTO RECEIVABLES OWNER TR 2020-3 CL A3 0.37% 10/18/2024 DTD 2021-06-22 2022-12-19 4745 4748 -3 -3 . GNMA II POOL MA7829 3.5% 01/20/2052 DTD 01/01/2022 2022-02-15 2022-12-20 1940 1997 -57 -57 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2022-12-20 185 194 -9 -9 . GNMA 2003-26 CL MB 2022-12-20 1044 1159 -115 -115 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2022-12-20 418 442 -24 -24 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2022-12-20 829 929 -100 -100 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-02-23 2022-12-20 2243 290 1953 1953 . GNMA 2003-65 CL AN 5.5% 08/20/2033 DTD 08/01/2003 2022-12-20 2240 -2240 -2240 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2022-12-20 523 567 -44 -44 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2022-12-20 1096 1221 -125 -125 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2022-12-20 1244 1462 -218 -218 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2022-12-20 1202 1360 -158 -158 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2022-12-20 322 375 -53 -53 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2022-12-20 763 869 -106 -106 . GNMA 2015-79 CL QP 3.0% 11/20/2044 DTD 05/01/2015 2019-12-06 2022-12-20 1052 1078 -26 -26 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-02-11 2022-12-20 1048 378 670 670 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2022-12-20 811 -811 -811 . GNMA 2019-31 CL UA 3.0% 06/20/2047 DTD 03/01/2019 2020-09-28 2022-12-20 90 93 -3 -3 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2022-12-27 70 70 . FHLMC POOL POOL ZT1361 3.0% 05/01/2047 DTD 11/01/2018 2021-03-05 2022-12-27 1188 1278 -90 -90 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2022-12-27 660 752 -92 -92 . FNMA 2012-31 CL LJ 3.5% 04/25/2042 DTD 03/01/2012 2018-01-03 2022-12-27 1725 1748 -23 -23 . FNMA 2012-52 CL NY 3.5% 05/25/2042 DTD 04/01/2012 2017-12-05 2022-12-27 5440 5450 -10 -10 . FNMA 2012-120 CL PA 3.5% 10/25/2042 DTD 10/01/2012 2021-11-17 2022-12-27 3102 3316 -214 -214 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2022-12-27 4877 4877 . FNMA 2014-2 CL PX 4.5% 01/25/2041 DTD 01/01/2014 2018-11-06 2022-12-27 604 623 -19 -19 . FNMA 2014-M8 CL A2 VAR RT 06/25/2024 DTD 07/01/2014 2014-12-30 2022-12-27 177 182 -5 -5 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2022-12-27 409 410 -1 -1 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2022-12-27 1057 1062 -5 -5 . FNMA 2019-6 CL GJ 3.0% 02/25/2049 DTD 02/01/2019 2022-02-25 2022-12-27 4406 4472 -66 -66 . FNMA 256749 6% 06/01/37 2008-09-30 2022-12-27 66 67 -1 -1 . FNMA 469130 4.87% 10/01/41 2016-12-20 2022-12-27 374 408 -34 -34 . FNMA 555424 5.5% 05/01/33 2010-09-17 2022-12-27 841 905 -64 -64 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2022-12-27 1889 1917 -28 -28 . FNMA AL3876 VAR RATE 06/01/23 2013-12-18 2022-12-27 39 38 1 1 . FNMA AL5263 4% 02/01/29 2020-04-02 2022-12-27 5515 5821 -306 -306 . FNMA AL6039 4% 08/01/32 2021-11-19 2022-12-27 3289 3554 -265 -265 . FNMA AM3301 2.35% 05/01/23 2014-01-28 2022-12-27 328 308 20 20 . FNMA AM8970 2.87% 05/01/30 2016-01-27 2022-12-27 377 368 9 9 . FNMA AN2497 2.6% 09/01/28 2017-02-06 2022-12-27 686 655 31 31 . FNMA AN2840 2.49% 09/01/28 2017-02-07 2022-12-27 375 354 21 21 . FNMA AU6278 5% 11/01/43 2014-10-28 2022-12-27 86 96 -10 -10 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2022-12-27 101 113 -12 -12 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2022-12-27 421 432 -11 -11 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2022-12-27 65 70 -5 -5 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2022-12-27 386 422 -36 -36 . FNMA 2004-91 CL HC 6.0% 12/25/2034 DTD 11/01/2004 2017-11-01 2022-12-27 4693 5585 -892 -892 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2022-12-27 1541 1841 -300 -300 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2022-12-27 4711 4827 -116 -116 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2022-12-27 238 269 -31 -31 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2022-12-27 164 180 -16 -16 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2022-12-27 106 119 -13 -13 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2022-12-27 84 85 -1 -1 . FNMA 2011-52 CL KB 5.5% 06/25/2041 DTD 05/01/2011 2014-03-20 2022-12-27 901 995 -94 -94 . FNMA 2010-38 CL KC 4.5% 04/25/2040 DTD 03/01/2010 2018-02-15 2022-12-27 955 1007 -52 -52 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2022-12-27 636 672 -36 -36 . FNMA 776289 5% 05/01/34 2013-04-04 2022-12-27 221 244 -23 -23 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2022-12-27 11 12 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-12-27 107 113 -6 -6 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2022-12-27 8 8 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2022-12-27 49 52 -3 -3 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2022-12-27 423 445 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2022-12-27 165 174 -9 -9 . FNMA BM4097 4.5% 07/01/47 2021-11-17 2022-12-27 1880 2091 -211 -211 . FNMA BP3773 2% 02/01/36 2021-02-18 2022-12-27 2166 2258 -92 -92 . FNMA CA3804 2.5% 07/01/49 2021-02-26 2022-12-27 2212 2309 -97 -97 . FNMA FM2014 3% 11/01/49 2021-03-05 2022-12-27 1365 1468 -103 -103 . FNMA FM5937 4% 01/01/49 2021-03-05 2022-12-27 747 817 -70 -70 . FNMA FS1396 4% 04/01/52 2022-04-08 2022-12-27 540 549 -9 -9 . FNMA AA0835 5% 01/01/39 2009-07-29 2022-12-27 27 28 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2022-12-27 292 287 5 5 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2022-12-27 517 525 -8 -8 . FNMA MA1213 3.5% 10/01/42 2014-02-28 2022-12-27 206 206 . FNMA MA1546 3.5% 08/01/43 2014-03-19 2022-12-27 461 458 3 3 . FNMA MA2369 4% 08/01/45 2016-04-05 2022-12-27 1647 1785 -138 -138 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2022-12-27 82 81 1 1 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2022-12-27 113 113 1. APOLLO EPF II PRIVATE INVESTORS,L.P. (OFFSHORE) CLASS A - 2021-01-01 2022-12-31 51795 2719 49076 49076 1. CRP VIII (CARLYLE) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF 2021-01-01 2022-12-31 245191 278147 -32956 -32956 1. BSREP III (BROOKFIELD) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF 2021-01-01 2022-12-31 79289 93601 -14312 -14312 1. AP VIII (APAX) PRIVATE INVESTORS OFFSHORE LP - CLASS A (NON-SELF 2021-01-01 2022-12-31 82605 36694 45911 45911 1. RIVERSTONE GLOBAL ENERGY AND POWER PRIVATE INVESTORS V, LP (OFFSHOR 2021-01-01 2022-12-31 259466 284570 -25104 -25104 1. BREP IX PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - 2021-01-01 2022-12-31 140217 172067 -31850 -31850 1. DFJ GROWTH 2013 PRIVATE INVESTORS OFFSHORE, L.P. CLASS A - 2021-01-01 2022-12-31 329435 1747 327688 327688 1. KKR ASIAN FUND II PRIVATE INVESTORS OFFSHORE, LP - CLASS A - NON-SE 2021-01-01 2022-12-31 106917 112857 -5940 -5940 1. KKR NORTH AMERICA XI PRIVATE INVESTORS OFFSHORE CLASS A NON SELF 2021-01-01 2022-12-31 1141565 107204 1034361 1034361 1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING 2021-01-01 2022-12-31 171369 173057 -1688 -1688 1. CCMP III PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - 2021-01-01 2022-12-31 449513 39630 409883 409883 1. WP GROWTH PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - 2021-01-01 2022-12-31 1 2895 -2894 -2894 1. AP X PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - NON-SELF DEALING 2021-01-01 2022-12-31 125810 127949 -2139 -2139 1. STARWOOD SOF IX PRIVATE INVESTORS OFFSHORE L.P. CLASS A - NON-SELF 2021-01-01 2022-12-31 316095 62518 253577 253577 1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE 2021-01-01 2022-12-31 79151 39255 39896 39896 1. STARWOOD SOF XI PRIVATE INVESTORS OFFSHORE 2, L.P. (NON-SELF DEALIN 2021-01-01 2022-12-31 240959 248025 -7066 -7066 1. BLACKSTONE GSO PRIVATE INVESTORS, L.P. ( 2021-01-01 2022-12-31 1 2019 -2018 -2018 1. BREP ASIA II PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF DEALING 2021-01-01 2022-12-31 35076 45562 -10486 -10486 1. ASF VIII PRIVATE INVESTORS OFFSHORE, SICAV-RAIF S.C.SP. - CLASS A - 2021-01-01 2022-12-31 104829 106019 -1190 -1190 1. DFJ GROWTH IV PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A NON-SELF 2021-01-01 2022-12-31 39879 43432 -3553 -3553 1. EQT INFRASTRUCTURE V PRIVATE INVESTORS OFFSHORE SICAV-RAIF S.C.SP 2021-01-01 2022-12-31 57238 59421 -2183 -2183 1. SVSS V PRIVATE INVESTORS OFFSHORE, L.P - CLASS A NON-SELF DEALING 2021-01-01 2022-12-31 1 469 -468 -468 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 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DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 CAPITAL GAIN DIVIDENDS P 871516 1839958 85324 0 85324 0 85324 57003 0 71225 128228 X 0 42904 42904 0 false false false false false false false true true NY true false false false false true JPMORGAN CHASE BANK N A 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 606032003 false false false false true false false false false false false false false false false false false false false false false false JPMORGAN CHASE BANK NA 10 S DEARBORN IL1-0111 CHICAGO IL 606032003 TRUSTEE 50 1166379 NONE 0 NONE 0 225097665 15003439 0 240101104 0 0 240101104 3601517 236499587 11824979 11824979 85324 85324 11739655 130000 11869655 0 11869655 11216089 0 0 0 0 11216089 11869655 3030563 0 0 0 0 0 0 0 11216089 3030563 0 0 8185526 0 0 0 0 0 0 0 0 3684129 0 0 0 0 0 0 0 0 BOOTH FERRIS FOUNDATION JPMORGAN C 270 PARK AVENUE NEW YORK NY 10017 2124642487 NONE@JPMORGAN.COM ONE COPY OF THE PROPOSAL SHOULD BE ACCOMPANIED BY AN ANNUAL REPORT. FINANCIAL DATA, INCLUDING THE ORGANIZATION'S CURRENT BUDGET AND ITS LATEST AUDITED FINANCIAL STATEMENTS SHOULD BE SUBMITTED AS WELL. N/A THE FOUNDATION'S PRIMARY INTERESTS ARE IN THE FIELD OF EDUCATION, ESPECIALLY THEOLOGICAL, SMALLER COLLEGES AND INDEPENDENT SECONDARY SCHOOLS. A LIMITED NUMBER OF GRANTS ARE MADE IN THE AREAS OF SOCIAL SERVICES AND CULTURAL ACTIVITIES IN NEW YORK CITY. GRANTS ARE NOT MADE EL EDUCATION INC 247 W 35TH STREET 8TH FLOOR NEW YORK NY 10001 NONE PC GENERAL 143000 THE CHILD CENTER OF NY 118-35 QUEENS BOULEVARD FOREST HILLS NY 11375 NONE PC GENERAL 150000 NEW YORK HALL OF SCIENCE 4701 111TH STREET QUEENS NY 11368 NONE PC GENERAL 150000 ADVOCATES FOR CHILDREN OF NEWYORK INC 151 WEST 30TH STREET 5TH FLOOR NEW YORK NY 10001 NONE PC GENERAL 150000 QUEENS COMMUNITY HOUSE INC 108-25 62ND DRIVE FOREST HILLS NY 11375 NONE PC GENERAL 100000 CAMBA INC 1720 CHURCH AVENUE BROOKLYN NY 11226 NONE PC GENERAL 75000 QUEENS COUNTY FARM MUSEUM 73-50 LITTLE NECK PARKWAY LITTLE NECK NY 11104 NONE PC GENERAL 110000 URBAN RESOURCE INSTITUTE 75 BROAD STREET SUITE 505 NEW YORK NY 10004 NONE PC GENERAL 75000 BROOKLYN ARTS EXCHANGE 421 5TH AVENUE BROOKLYN NY 11215 NONE PC GENERAL 100000 WHEDCO 50 EAST 168TH STREET BRONX NY 10452 NONE PC GENERAL 125000 ACCESS JUSTICE BROOKLYN INC 44 COURT STREET SUITE 1206 BROOKLYN NY 11201 NONE PC GENERAL 134000 BUILD NYC 1460 BROADWAY NEW YORK NY 10036 NONE PC GENERAL 150000 NEW YORK HISTORICAL SOCIETY 170 CENTRAL PARK WEST NEW YORK NY 10024 NONE PC GENERAL 100000 JAPAN SOCIETY INC 333 EAST 47TH STREET NEW YORK NY 10001 NONE PC GENERAL 150000 MONTEFIORE MEDICAL CENTER 111 E 210TH STREET BRONX NY 10467 NONE PC GENERAL 150000 SOUTH STREET SEAPORT MUSEUM 12 FULTON STREET NEW YORK NY 10038 NONE PC GENERAL 83000 BRONX COUNCIL ON THE ARTS INC 2700 E TREMONT AVE BRONX NY 10461 NONE PC GENERAL 75000 CASES 151 LAWRENCE STREET THIRD FLOOR BROOKLYN NY 11201 NONE PC GENERAL 150000 SOHO REPERTORY THEATRE INC 401 BROADWAY SUITE 300 NEW YORK NY 10013 NONE PC GENERAL 125000 THE UKRAINIAN MUSEUM 222 EAST 6TH STREET NEW YORK NY 10003 NONE PC GENERAL 150000 NATIONAL DANCE INSTITUTE INC 217 WEST 147TH STREET NEW YORK NY 10040 NONE PC GENERAL 125000 ARTS CONNECTION INC 45 WEST 34TH STREET SUITE 1210 NEW YORK NY 10001 NONE PC GENERAL 50000 PHILANTHROPY NEW YORK INC 320 EAST 43RD STREET NEW YORK NY 10017 NONE PC GENERAL 18100 CENTRAL PARK CONSERVANCY INC 14 EAST 60TH STREET NEW YORK NY 10022 NONE PC GENERAL 125000 MOVEMENT RESEARCH INC 150 FIRST AVENUE NEW YORK NY 10009 NONE PC GENERAL 75000 VISUAL ARTS RESEARCH AND RESOURCE CENTER RELATING TO THE CARIBBEAN INC 120 EAST 125TH STREET NEW YORK NY 10035 NONE PC GENERAL 125000 EDUCATIONAL VIDEO CENTER INC 16 CLARKSON STREET 401 NEW YORK NY 10014 NONE PC GENERAL 140000 NEW YORK LEGAL ASSISTANCE GROUP INC 100 PEARL STREET 19TH FLOOR NEW YORK NY 10004 NONE PC GENERAL 110000 CITY PARKS FOUNDATION 830 FIFTH AVENUE NEW YORK NY 10065 NONE PC GENERAL 175000 CLEMENTE SOTO VELEZ CULTURAL AND EDUCATION CENTER 107 SUFFOLK STREET 312 NEW YORK NY 10002 NONE PC GENERAL 50000 PARTNERSHIP FOR AFTER SCHOOL EDUCATION 120 BROADWAY SUITE 230 NEW YORK NY 10271 NONE PC GENERAL 175000 THE TEAK FELLOWSHIP INC 16 WEST 22ND STREET 3RD FLOOR NEW YORK NY 10001 NONE PC GENERAL 100000 DREAM 1991 SECOND AVENUE NEW YORK NY 10029 NONE PC GENERAL 150000 METROPOLITAN COLLEGE OF NEWYORK 60 WEST STREET NEW YORK 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NC 27517 NONE PC GENERAL 150000 CIVIC HALL INC 31 UNION SQUARE WEST SUITE 7A NEW YORK NY 10003 NONE PC GENERAL 100000 FUND FOR PUBLIC HOUSING INC 90 CHURCH STREET 10TH FLOOR NEW YORK NY 10007 NONE PC GENERAL 75000 SUNNYSIDE COMMUNITY SERVICES INC 43-31 39TH STREET SUNNYSIDE NY 11104 NONE PC GENERAL 75000 BRIDGES FROM SCHOOL TO WORK 10400 FERNWOOD ROAD BETHESDA MD 20817 NONE PC GENERAL 150000 SILVER ARTPROJECTS INC 4 WORLD TRADE CENTER150 GREENWICH NEW YORK NY 10007 NONE PC GENERAL 100000 NEW YORKERS FOR PARKS 55 BROAD STREET 23RD FLOOR NEW YORK NY 10004 NONE PC GENERAL 100000 THE NEW YORK COMMUNITY TRUST 909 THIRD AVENUE FLOOR 22 NEW YORK NY 10022 NONE PC GENERAL 40000 COMMUNITY RESOURCE EXCHANGE 42 BROADWAY 20TH FLOOR NEW YORK NY 10004 NONE PC GENERAL 150000 THE URBAN ASSEMBLY 551 FIFTH AVENUE23RD FLOOR NEW YORK NY 10176 NONE PC GENERAL 125000 CENTER FOR NEW YORK CITY AFFAIRS NEW SCHOOL 72 FIFTH AVENUE 6TH FLOOR NEW YORK NY 10011 NONE PC GENERAL 100000 URBAN ARTS PARTNERSHIP 21 HOWARD STREET 5TH FLOOR NEW YORK NY 10013 NONE PC GENERAL 150000 NEW YORK FOUNDATION FOR THE ARTS 20 JAY STREET SUITE 740 BROOKLYN NY 11201 NONE PC GENERAL 100000 ONE GOAL - NEW YORK 55 EXCHANGE PLACE- STE 503 NEW YORK NY 10005 NONE PC GENERAL 100000 THE LESBIAN GAY BISEXUAL & TRANSGENDER COMMUNITY CENTER 208 WEST 13TH STREET NEW YORK NY 10011 NONE PC GENERAL 150000 CYPRESS HILLS LOCAL DEVELOPMENT CORPORATION 625 JAMAICA AVENUE BROOKLYN NY 11208 NONE PC GENERAL 75000 BEDFORD STUYVESANT RESTORATION CORPORATION 1368 FULTON STREET BROOKLYN NY 11216 NONE PC GENERAL 150000 CHILDRENS AID 117 WEST 124TH STREET 5TH FLOOR NEW YORK NY 10027 NONE PC GENERAL 100000 COALITION FOR ASIAN AMERICAN CHILDREN 50 BROAD STREET 18TH FLOOR NEW YORK NY 10004 NONE PC GENERAL 75000 COUNCIL OF PEOPLES ORGANIZATION INC 1077 CONEY ISLAND AVENUE BROOKLYN NY 11230 NONE PC GENERAL 142003 EDIBLE SCHOOLYARD NYC 20 JAY STREET SUITE M9 BROOKLYN NY 11215 NONE PC GENERAL 125000 EL MUSEO DEL BARRIO 1230 FIFTH AVENUE NEW YORK NY 10029 NONE PC GENERAL 100000 FJC FOR NEW YORK CITY FUND 520 EIGHTH AVE 20TH FL NEW YORK NY 10018 NONE PC GENERAL 100000 FUTURES AND OPTIONS INC 120 BROADWAYSUITE 1019 NEW YORK NY 10271 NONE PC GENERAL 125000 GIBNEY 280 BROADWAY NEW YORK NY 10007 NONE PC GENERAL 100000 GRADUATE NYC 16 COURT STREET 4TH FLOOR BROOKLYN NY 11201 NONE PC GENERAL 100000 ITHACA COLLEGE 953 DANBY ROAD ITHACA NY 14850 NONE PC GENERAL 135000 LESLIE-LOHMAN MUSEUM OF GAY AND LESBIAN ART 26 WOOSTER STREET NEW YORK NY 10013 NONE PC GENERAL 100000 MARYMOUNT MANHATTAN COLLEGE 221 EAST 71ST STREET NEW YORK NY 10021 NONE PC GENERAL 150000 METROPOLITAN CENTER FOR MENTAL HEALTH 160 WEST 86TH STREET NEW YORK NY 10024 NONE PC GENERAL 130741 MIND-BUILDERS CREATIVE ARTS CENTER 3415 OLINVILLE AVENUE Bronx NY 10467 NONE PC GENERAL 100000 MUSEUM OF CHINESE IN AMERICA 215 CENTRE STREET NEW YORK NY 10013 NONE PC GENERAL 60000 NEW ART PUBLICATIONS INC DBA BOMB MAGAZINE 80 HANSON PLACE SUITE 703 BROOKLYN NY 11217 NONE PC GENERAL 100000 NEW MUSIC USA P O BOX 370550 BROOKLYN NY 11237 NONE PC GENERAL 75000 NEW TEACHER CENTER 1205 PACIFIC AVENUE SUITE 301 SANTA CRUZ CA 95060 NONE PC GENERAL 160000 PLAYWORKS EDUCATION ENERGIZED 31 WEST 34TH STREET SUITE 7153 NEW YORK NY 10001 NONE PC GENERAL 50000 ST ANN'S WAREHOUSE 45 WATER STREET BROOKLYN NY 11201 NONE PC GENERAL 100000 ST NICKS ALLIANCE WORKFORCE DEVELOPMENT 2 KINGSLAND AVENUE BROOKLYN NY 11211 NONE PC GENERAL 75000 STANLEY M ISAACS NEIGHBORHOOD CENTER 415 E 93RD STREET NEW YORK NY 10128 NONE PC GENERAL 100000 THE KNOWLEDGE HOUSE 363 RIDER AVENUE 3RD FLOOR BRONX NY 10451 NONE PC GENERAL 50000 THE NATIONAL BLACK THEATRE WORKSHOP INC 213 WEST 137TH STREET NEW YORK NY 10030 NONE PC GENERAL 125000 THE NEW 42ND STREET INC 229 WEST 42ND STREET NEW YORK NY 10036 NONE PC GENERAL 150000 THE SOCIETY FOR THE PRESERVATION OF WEEKSVILLE AND BEDFORD-STUYVESANT HISTOR 158 BUFFALO AVENUE BROOKLYN NY 11213 NONE PC GENERAL 260000 THE TRUSTEES OF COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK 615 WEST 131ST STREET 6TH FLOOR NEW YORK NY 10027 NONE PC GENERAL 172500 UASPIRE 55 EXCHANGE PLACE SUITE 503 NEW YORK NY 10005 NONE PC GENERAL 150000 UP2US INC 520 8TH AVE SUITE 201D NEW YORK NY 10018 NONE PC GENERAL 150000 FUND FOR THE CITY OF NY 121 6TH AVE 6 NEW YORK NY 10013 NONE PC GENERAL 150000 COMMUNITY FOOD ADVOCATES 110 WALL ST NEW YORK NY 10005 NONE PC GENERAL 125000 BATTERY DANCE 380 BROADWAY 5TH FLOOR NEW YORK NY 10013 NONE PC GENERAL 100000 CALLEN-LORDE COMMUNITY HEALTH CENTER 356 WEST 18TH STREET NEW YORK NY 10011 NONE PC GENERAL 100000 10617444 14 4994043 18 1839958 OTHER INCOME 15 31 PARTNERSHIP INCOME 15 14065 6848097 6848097 false false false false false false false false false false 00507UAS0 ALLERGAN FDG SCS 3.8 75794 71189 026874CY1 AMERICAN INTL GROUP 035242AM8 ANHEUSER-BUSCH INBEV 62183 56667 037735CM7 APPALACHIAN PWR CO S 47319 39030 12189TAZ7 BURLINGTN NORTH SANT 58141 59587 12669FBN2 CHL MTG PASS-THROUGH 16051 15165 171232AE1 CHUBB CORP 6.8% 11/1 77731 64374 172967EW7 CITIGROUP INC SR NTS 103162 86029 25156PAC7 DEUTSCHE TELEKOM INT 138199 117926 29364DAR1 ENTERGY AR LLC 3.05% 32077 31757 29379VAM5 ENTERPRISE PRODUCTS 3128M4SQ7 FHLMC GOLD G02927 5. 11362 11266 3128M6UR7 FHLMC GOLD G04792 6. 4458 4150 3128M8GL2 FHLMC GOLD G06203 5% 7025 6749 3128MJMC1 FHLMC GOLD G08354 5% 36297 35609 3128NH5J8 FHLMC POOL 1J1749 AR 6160 6239 312938K51 FHLMC GOLD A90316 4. 22997 22841 31297LDH0 FHLMC GOLD A31004 6% 7639 7500 31298EX75 FHLMC GOLD C46102 5. 20148 18768 3132H3HK2 FHLMC GOLD U90234 3% 41984 36160 3132QDDX6 FHLMC GOLD U93118 3. 130007 115394 3133984L0 FHLMC 2338 CL ZC 6.5 17699 16519 3133T2QN3 FHLMC 1611 CL Z 6.5% 3845 3430 3133TAN73 FHLMC 1974 CL ZA 7.0 6805 6086 3133TJDF7 FHLMC 2122 CL ZE 6.0 25589 22852 3133TSQF3 FHLMC 2310 CL Z 6.0% 17536 16392 3136A1MA0 FNMA 2011-99 CL DB 5 50904 44692 3136AEX69 FNMA 2013-M9 CL A2 V 5292 5275 3136AKQM8 FNMA 2014-M8 CL A2 V 81984 77517 3136ALMX6 FNMA 2014-73 CL PJ 3 25484 24225 31371NEW1 FNMA 256749 6% 06/01 15994 16455 3137AA5D1 FHLMC 3854 CL EW 4.0 20519 18833 3137ALYM5 FHLMC 4000 CL VH 3.5 287297 264443 3137AYCE9 FHLMC K025 CL A2 2.6 31381SEB4 FNMA 469130 4.87% 10 179508 158834 31385XAZ0 FNMA 555424 5.5% 05/ 61955 59116 3138A7PH5 FNMA AH5823 4.5% 02/ 118435 115672 3138EJ3L0 FNMA AL2602 VAR RATE 3138EKJK2 FNMA AL2965 VAR RATE 3138ELJW4 FNMA AL3876 VAR RATE 14354 14750 3138L3U37 FNMA AM3301 2.35% 05 110989 117012 3138L4H55 FNMA POOL AM3851 3.0 345379 335554 3138L96G2 FNMA AM8970 2.87% 05 183196 169740 3138L9T85 FNMA POOL AM8674 2.8 206570 191413 3138X56Q5 FNMA AU6278 5% 11/01 41033 37186 31392HMM2 FNMA 2003-11 CL BY 5 12943 11549 31393BFF7 FNMA 2003-33 CL AM 4 37279 35110 31393BVP7 FNMA 2003-42 CL JH 5 8612 7906 31393DK42 FNMA 2003-80 CL QG 5 52320 47195 31393FPA8 FHLMC 2532 CL PH 5.5 18593 16822 31393FPW0 FHLMC 2544 CL KE 5.5 11595 10672 31393NK57 FHLMC 2590 CL OA 4.0 31393NVW6 FHLMC 2598 CL QE 5.5 82466 73880 31394AWY8 FNMA 2004-60 CL LB 5 31394DA59 FNMA 2005-48 CL AU 5 65832 55436 31394ED54 FNMA 2005-73 CL EZ 5 143684 140866 31394KR89 FHLMC 2696 CL DG 5.5 63653 56816 31395BBS1 FNMA 2006-9 CL DG 5. 31062 27886 31395R2Z0 FHLMC 2949 CL PB 5.5 92436 77848 31395UEH0 FHLMC 2980 CL QB 6.5 12949 13289 31396AU69 FHLMC 3027 CL DE 5.0 18001 16611 31396LLF5 FNMA 2006-102 CL A 6 3489 3310 31396PW64 FNMA 2007-22 CL A 5. 9073 8249 31397NXK6 FNMA 2009-33 CL FB V 16192 15972 31397UDK2 FNMA 2011-52 CL KB 5 74424 68317 31397YWZ0 FHLMC 3508 CL PK 4.0 868 811 31398QK30 FHLMC 3684 CL CY 4.5 39534 34812 31398RM85 FNMA 2010-64 CL DM 5 25115 23830 31398VWE2 FHLMC 3653 CL B 4.5% 56571 51454 31398WKY9 FHLMC 3631 CL PA 4.0 27049 25576 31404RNE3 FNMA 776289 5% 05/01 18379 16665 31405E5Q4 FNMA 787555 6.5% 02/ 2400 2338 31405E5Y7 FNMA 787563 6.5% 03/ 17908 17876 31405E5Z4 FNMA 787564 7% 03/01 1938 1810 3140EUDE6 FNMA BC0100 3.5% 12/ 25296 22208 3140EX3A9 FNMA BC3492 3.5% 02/ 171329 151258 3140F0NR1 FNMA BC4899 3.5% 04/ 71391 63176 31416H4V4 FNMA AA0835 5% 01/01 7235 7217 31416W3B6 FNMA AB1693 4% 11/01 74307 72621 31417ACQ0 FNMA AB3678 3.5% 10/ 68297 62898 31418AK31 FNMA MA1213 3.5% 10/ 16723 15622 31418AWG9 FNMA MA1546 3.5% 08/ 40996 38570 31418BT30 FNMA MA2369 4% 08/01 64495 56863 36202FGE0 GNMA II POOL 004697 25865 25032 3620AQYT4 GNMA 737022 4.5% 02/ 78178 74508 36213C5L0 GNMA 550851 7% 09/15 10242 10113 36213CZP8 GNMA 550750 5.5% 12/ 24247 22808 36294SFW2 GNMA 658181 5.5% 11/ 4449 4178 36296US35 GNMA 701738 5% 03/15 14600 14616 36962GXZ2 GEN ELEC CO SR NTS M 375558AW3 GILEAD SCIENCES INC 38141EC23 GOLDMAN SACHS GROUP 39990 37184 38141GGM0 GOLDMAN SACHS GROUP 59774 62622 38148LAC0 GOLDMAN SACHS GROUP 38373S3V7 GNMA 2003-26 CL MB 5 120718 108265 38373SYG6 GNMA 2003-19 CL GT 5 28446 26223 38373SZB6 GNMA 2003-19 CL DH 5 40009 37696 38374BDZ3 GNMA 2003-62 CL HE 5 45705 40735 38374CBC4 GNMA 2003-75 CL ZA 5 41601 38524 38374CYU9 GNMA 2003-84 CL PC 5 110137 99397 38374FTH7 GNMA 2004-19 CL KE 5 72903 65631 38374GSQ6 GNMA 2004-37 CL PE 5 93354 80359 38374JYA8 GNMA 2004-86 CL C 5. 224903 198498 38374KP23 GNMA 2005-26 CL XY 5 95502 85857 38374KTZ6 GNMA 2005-13 CL AH 5 92482 89085 38374XD93 GNMA 2009-84 CL C 4. 17918 16647 38375YET5 GNMA 2008-83 CL ND 5 37096 32107 38376WCN3 GNMA 2010-14 CL KP 5 264344 221673 38377QRF6 GNMA 2011-22 CL PL 5 230125 201567 38377YX39 GNMA 2011-137 CL WA 51949 47317 3837H27G8 GNMA 2008-63 CL PE 5 95260 84734 458140AS9 INTEL CORP SR NTS 3. 466247BL6 JPM MTG TR 2004-A1 2 14606 13367 501044CN9 KROGER CO SR NTS 5.4 544646ZR6 LOS ANGELES CA UNIF 90000 100684 5899293T3 MERRILL LYNCH MTG IN 14259 13241 59156RAM0 METLIFE INC SR NTS 5 76577 68018 656531AD2 EQUINOR ASA 7.15% 11 70558 52600 74251VAM4 PRIN FINL GRP 3.1% 1 32952 30823 796253T93 SAN ANTONIO TX ELEC 95000 103102 82481LAC3 SHIRE ACQ INV IRELAN 16119 15724 842434CG5 SOUTHN CALIF GAS CO 857477AL7 ST STR CORP 3.1% 05/ 23961 23840 85771PAQ5 EQUINOR ASA 4.8% 11/ 9950 9403 867229AE6 SUNCOR ENERGY INC SR 86765BAQ2 ENERGY TRANSFER LP 5 19866 16961 880591CS9 TVA SR NTS 5.88% 04/ 92867 82248 88059ENT7 TVA CPN STRIP ZERO C 270414 251792 90265EAL4 UDR INC MTN 2.95% 09 34766 32125 911596AL8 US BANCORP 7.5% 06/0 65965 53774 912810EP9 US TREAS 7.125% 02/1 912810EW4 US TREAS 6% 02/15/26 1064719 846351 912810QK7 US TREAS 3.875% 08/1 143944 160952 912810QN1 US TREAS 4.75% 02/15 154936 163090 912828D56 US TREAS 2.375% 08/1 368293 337695 9128334V9 STRIPS ZERO CPN 02/1 526036 424420 912833XX3 STRIPS ZERO CPN 02/1 293796 261773 927804FR0 VA ELEC & PWR CO SR 21827 18861 94974BFY1 WELLS FARGO & COMPAN 25973 25175 00185AAF1 AON GLOBAL LTD 3.5% 85261 82959 00206RCP5 AT&T INC SR NTS 4.5% 96246 90905 00912XAV6 AIR LEASE CORP SR NT 19347 18223 026874DC8 AMERN INTL GROUP SR 03027XAD2 AMERN TOWER CORP SR 084670BR8 BERKSHIRE HATHAWAY I 66024 64722 096630AD0 BOARDWALK PIPELINES 11120VAA1 BRIXMOR OPER PART SR 44807 43178 14314JAE0 CARMAX AUTO OWNER TR 166764BD1 CHEVRON CORP SR NTS 86527 82125 23317HAD4 SITE CENTERS CORP SR 37257 36808 26884ABF9 ERP OPER LP SR NTS 2 43844 41693 29250NAH8 ENBRIDGE INC 3.5% 06 3133TVEN2 FHLMC 2355 CL AE 6.0 15553 14261 3136A6BM5 FNMA 2012-52 CL NY 3 167991 153308 3136AQ5Y2 FNMA 2016-9 CL D 3.0 128598 116103 3136AV6R5 FNMA GRANTOR TR 2017 157043 146475 3137FAWS3 FHLMC K067 CL A2 3.1 366662 337433 3137FCJF2 FHLMC STRUCTURED PAS 3137FCJK1 FHLMC K070 CL A2 VAR 242046 223400 3137FCWX8 FHLMC KJ18 CL A2 3.0 3138LAU72 FNMA POOL AM9605 3.1 304406 283063 3138LEX30 FNMA AN2497 2.6% 09/ 382544 365428 3138LFEN4 FNMA AN2840 2.49% 09 226176 217220 31394BZB3 FNMA 2004-91 CL HC 6 198472 167851 349553AM9 FORTIS INC SR NTS 3. 27135 25973 38374BQW6 GNMA 2003-65 CL AN 5 206906 184984 38376CN62 GNMA 2009-92 CL CP 5 346925 305242 56501RAC0 MANULIFE FINANCIAL C 20931 19476 61746BDZ6 MORGAN STANLEY SR NT 101522 96802 637417AG1 NATL RETAIL PROP INC 41253 39047 74432QAC9 PRUDENTIAL FINL INC 23274 20464 912810FE3 US TREAS 5.5% 08/15/ 226347 187209 912810RQ3 US TREAS 2.5% 02/15/ 609477 486332 912810RS9 US TREAS 2.5% 05/15/ 398989 328230 92343VCQ5 VERIZON COMMUNICATIO 92936UAA7 WP CAREY INC SR NTS 96950FAQ7 WILLIAMS COMPANIES I 025932AK0 AMERN FINL GROUP SR 026874DD6 AMERN INTL GROUP SR 026874DK0 AMERN INTL GROUP SR 042735BG4 ARROW ELECTRONICS IN 47178 48045 126650CY4 CVS HEALTH CORP SR N 39953 36437 20030NBL4 COMCAST CORP 3.375% 3136A5HP4 FNMA 2012-31 CL LJ 3 369086 339291 3136A9CU0 FNMA 2012-115 CL DY 180813 155845 3136AJBN5 FNMA 2014-2 CL PX 4. 106719 101787 3136AJD52 FNMA 2014-26 CL YW 3 126055 116690 3137AGEG1 FHLMC 3939 CL BZ 4.5 139848 131759 3137BS3J0 FHLMC 4616 CL HP 3.0 102733 95706 3137GAG35 FHLMC 3735 CL KL 3.5 38561 37002 31398ETK0 FHLMC 3548 CL ZE 5.5 86504 81833 31398N2Z6 FNMA 2010-123 CL KU 150912 144890 31398PEC9 FNMA 2010-38 CL KC 4 156563 145703 38377MUH7 GNMA 2010-146 CL HB 34467 31683 38378UNX1 GNMA 2013-147 CL BE 385781 356356 61945CAG8 MOSAIC CO SR NTS 4.0 67077MAL2 NUTRIEN LTD SR NTS 3 686330AJ0 ORIX CORP SR NTS 3.7 756109AQ7 REALTY INCOME CORP 3 89061 88349 822582AN2 SHELL INTL FIN 5.5% 88859 76413 83002G108 SIX CIRCLES ULTR SHR 2220747 2156410 857477AZ6 ST STR CORP SR NTS V 90276FAS3 UBS COML MTG TR 2018 9128284N7 US TREAS 2.875% 05/1 30448 28873 95040QAD6 WELLTOWER INC SR NTS 44982 42173 001055AQ5 AFLAC INC SR NTS 2.8 43810 41892 00912XBA1 AIR LEASE CORP SR NT 75257 71168 05351WAB9 AVANGRID INC SR NTS 44936 40891 064159MK9 BK OF NOVA SCOTIA SR 93065 88510 10112RAX2 BOSTON PROPERTIES LP 35943 33176 124857AZ6 PARAMOUNT GLOBAL SR 27156 22259 14040HBN4 CAPITAL ONE FINANCIA 118843 114025 174610AR6 CITIZENS FINL GROUP 50829 46235 26078JAE0 DUPONT DE NEMOURS IN 42903 38442 29365TAG9 ENTERGY TX INC 4.0% 54898 51871 3137AMDT1 FHLMC 3997 CL WC 3.5 524578 484303 316773CX6 FIFTH THIRD BANCORP 24954 24622 38148YAA6 GOLDMAN SACHS GROUP 140747 110992 38379LY91 GNMA 2015-79 CL QP 3 89695 81226 404121AF2 HCA INC SR NTS 4.75% 42225UAG9 HEALTHCARE RLTY HLDG 83615 70137 464287440 ISHARES 7-10 YEAR TR 6539610 6010387 53227JAB0 LIFE STORAGE LP 4.0% 9948 8957 55336VAK6 MPLX LP SR NTS 4.125 573284AT3 MARTIN MARIETTA MATE 58013MEZ3 MCDONALD'S CORP SR N 46864 43036 65473PAH8 NISOURCE INC SR NTS 682680AV5 ONEOK INC 5.2% 07/15 761713BB1 REYNOLDS AMERN INC 5 103402 80921 828807DF1 SIMON PPTY GROUP LP 44519 37570 84610WAB1 LIFESTORAGE LP 3.5% 36044 32697 89153VAQ2 TOTALENERGIES CAP IN 45000 41714 91159HHW3 US BANCORP MTN 3.0% 34997 30729 912810FP8 US TREAS 5.375% 02/1 337181 290848 912810RT7 US TREAS 2.25% 08/15 459285 378617 9128284V9 US TREAS 2.875% 08/1 412372 381380 912828Q29 US TREAS 1.5% 03/31/ 921937827 VANGUARD SHORT-TERM 95000U2H5 WELLS FARGO & CO SR 165000 156037 961214EH2 WESTPAC BNKG CORP SR 140689 132836 976843BM3 WI PUB SVC SR NTS 3. 49943 34857 00206RKE1 AT&T INC SR NTS 3.3% 002824BH2 ABBOTT LABORATORIES 145458 97494 00287YAQ2 ABBVIE INC SR NTS 3. 00287YAW9 ABBVIE INC SR NTS 4. 186009 128915 015271AV1 ALEXANDRIA REAL ESTA 90564 66920 03027XAW0 AMERN TOWER CORP SR 116001 90717 03040WAQ8 AMERN WTR CAP C SR N 035240AG5 ANHEUSER-BUSCH INBEV 124142 93774 037833AL4 APPLE INC SR NTS 3.8 187778 129357 037833CR9 APPLE INC SR NTS 3.2 053332BA9 AUTOZONE INC SR NTS 98452 77584 06051GFC8 BK OF AMER CORP SR N 193315 133312 06051GHT9 BK OF AMER CORP SR N 353981 309167 075887CJ6 BECTON DICKINSON & C 109122 85826 097023DA0 BOEING CO SR NTS 2.7 216370 194613 110122AX6 BRISTOL-MYERS SQUIBB 11134LAP4 BROADCOM CRP / CAYMN 160502 144146 126408HK2 CSX CORP SR NTS 4.3% 129130 84883 14315XAE8 CARMAX AUTO OWNER TR 182137 168895 14316HAD4 CARMAX AUTO OWNER TR 124999 116162 15189TAX5 CENTERPOINT ENERGY I 73585 57577 161175BT0 CHARTER COMM OPT LLC 106799 68965 172967KY6 CITIGROUP INC SR NTS 189639 166529 20030NCZ2 COMCAST CORP 3.45% 0 115215 72524 20605PAM3 CONCHO RES INC 2.4% 25470DBJ7 DISCOVERY COMMUNICAT 111042 82409 256677AG0 $ GEN CORP SR NTS 3. 26138EAU3 KEURIG DR PEPPER INC 29250NAJ4 ENBRIDGE INC 4.5% 06 29379VAY9 ENTERPRISE PRODUCTS 3128MFKF4 FHLMC GOLD G16394 3. 285265 259805 3138EMZ53 FNMA AL5263 4% 02/01 198548 185251 38381RZF9 GNMA 2019-31 CL UA 3 12950 12336 437076BH4 HOME DEPOT INC SR NT 130591 86582 487836BX5 KELLOGG CO SR NTS 2. 49456BAS0 KINDER MORGAN INC 3. 548661DQ7 LOWE'S COS INC SR NT 60511 39106 594918BC7 MICROSOFT CORP SR NT 123522 90327 606822BH6 MITSUBISHI UFJ FIN G 126574 101368 6174468C6 MORGAN STANLEY SR NT 240698 214828 65473PAL9 NISOURCE INC SR NTS 655844BV9 NORFOLK SOUTHN CORP 125603 80098 665859AV6 NORTHN TR CORP SR NT 39848 32861 68389XAW5 ORACLE CORP SR NTS 4 117195 76385 717081DE0 PFIZER INC 4.300% 06 74340XBK6 PROLOGIS LP SR NTS 3 26728 23470 776743AJ5 ROPER TECHNOLOGIES I 51033 40070 80285WAD9 SANTANDER DRIVE AUTO 82481LAD1 SHIRE ACQ INV IRELAN 123080 103165 83002G884 SIX CIRCLES CREDIT O 5452078 5044336 86562MAC4 SUMITOMO MITSUI FINL 92394 81758 86787EBC0 TRUIST BK SR NTS MTN 89236TGU3 TOYOTA MTR CR CORP S 89352HAX7 TRANSCANADA PIPELINE 90265EAT7 UDR INC MTN 2.1% 08/ 61516 44080 906548CS9 UN ELEC CO 2.625% 03 912810SN9 US TREAS 1.25% 05/15 787598 468203 913017CJ6 RAYTHEON TECH CORP S 118049 77181 91324PDY5 UNITEDHEALTH GROUP I 106342 72549 92206C771 VANGUARD MORTGAGE-BA 2795819 2359939 92343VEA8 VERIZON COMMUNICATIO 92556HAD9 PARAMOUNT GLOBAL SR 113846 81847 92857WBS8 VODAFONE GROUP PLC S 63915 41779 95000U2D4 WELLS FARGO & CO SR 96369 79894 95000U2Q5 WELLS FARGO & CO SR 50000 35665 98163GAE1 WORLD OMNI AUTOMOBIL 119992 118206 98389BAY6 XCEL ENERGY INC SR N 115156 89205 98978VAS2 ZOETIS INC SR NTS 2. 39621 32461 00774MAW5 AERCAP IRELAND CAP/G 149727 125666 02209SBB8 ALTRIA GROUP INC 3.8 02209SBN2 ALTRIA GROUP INC 3.7 023608AL6 AMEREN CORP SR NTS 1 025932AP9 AMERN FINL GROUP SR 24576 19581 032654AN5 ANALOG DEVICES INC S 06051GJZ3 BK OF AMER CORP SR N 40000 33660 08661UAB2 BETH ISRAEL LAHEY HE 25000 15410 09062XAH6 BIOGEN INC SR NTS 2. 45819 38290 11120VAL7 BRIXMOR OPER PART SR 19935 15297 120568AX8 BUNGE LTD FIN CORP 3 101501 88495 13645RBF0 CANADIAN PAC RY 2.45 44984 37269 14687BAH9 CARVANA AUTO RECEIVA 354918 323195 14687TAC1 CARVANA AUTO RECEIVA 167415 162531 14687TAD9 CARVANA AUTO RECEIVA 354878 316826 161175BJ2 CHARTER COMM OPT LLC 103234 85662 21036PAY4 CONSTELLATION BRANDS 22822VAB7 CROWN CASTLE INC SR 129767 112384 25746UDL0 DOMINION ENERGY INC 39943 31827 277432AR1 EASTMAN CHEM CO SR N 103354 92175 29444UBE5 EQUINIX INC SR NTS 3 47701 39169 30166RAD9 EXETER AUTOMOBILE RE 3132ADQN1 FHLMC POOL POOL ZT13 218244 181985 3136A9N61 FNMA 2012-120 CL PA 190574 170041 3137FRK75 FHLMC 4961 CL JB 2.5 272737 236447 3138ENV97 FNMA AL6039 4% 08/01 345371 309341 3140J8RT2 FNMA BM4097 4.5% 07/ 191654 170699 3140KBFP4 FNMA BP3773 2% 02/01 359334 307600 3140QBGN2 FNMA CA3804 2.5% 07/ 340635 281322 3140X5GY3 FNMA FM2014 3% 11/01 209480 173885 3140X9S30 FNMA FM5937 4% 01/01 138773 121226 337738BC1 FISERV INC SR NTS 2. 142003 117689 37045XDD5 GEN MOTORS FINL CO S 99807 88058 37940XAA0 GLOBAL PAYMENTS INC 99947 89380 404119CB3 HCA INC 3.5% 07/15/2 104478 67365 43813KAC6 HONDA AUTO RECEIVABL 47680 46609 44891JAD0 HYUNDAI AUTO RECEIVA 100267 97673 46429B267 ISHARES US TREASURY 499786 501998 500255AX2 KOHL'S CORP SR NTS 3 53227JAD6 LIFE STORAGE LP 2.4% 29725 23079 56585ABH4 MARATHON PETRLM CORP 49132 43327 655844CL0 NORFOLK SOUTHN CORP 24802 16146 67103HAF4 O'REILLY AUTOMOTIVE 67623CAD1 OFFICE PPTY INCOME T 67623CAE9 OFFICE PPTY INCOME T 68389XCC7 ORACLE CORP SR NTS 1 694308JS7 PAC GAS & ELEC SR NT 694308JY4 PAC GAS & ELEC 1.7% 59926 58069 71710TAC2 PG&E ENERGY RECOVERY 29999 20920 74834LBC3 QUEST DIAGNOSTICS IN 92204 75356 756109BD5 RLTY INCOME CORP SR 21567 19866 756109BF0 RLTY INCOME CORP SR 80298 69613 7591EPAT7 REGIONS FINL CORP SR 94758 80455 80286XAC8 SANTANDER DRIVE AUTO 824348BL9 SHERWIN-WILLIAMS CO 94049 78099 8426EPAE8 SOUTHN CO GAS CAP 3. 86765BAT6 ENERGY TRANSFER LP S 87264ACB9 T-MOBILE USA INC 2.5 94166 77607 912810SR0 US TREAS 1.125% 05/1 639408 453748 912828Y79 US TREAS 2.875% 07/3 926074 840468 91282CAK7 US TREAS 0.125% 09/1 91282CCV1 US TREAS 1.125% 08/3 841754 755638 913017CR8 RAYTHEON TECH CORP S 48499 41905 981464HA1 WORLD FINL NETWORK C 98162YAE3 WORLD OMNI AUTO RECE 247740 240769 012653AE1 ALBEMARLE CORP SR NT 78563 75399 01F0526A5 FNMA 30 YR TBA 5 1/2 01F0606A8 FNMA 30 YR TBA 6% OC 025816CY3 AMERN EXPRESS CO SR 64935 63676 03066PAE9 AMERICREDIT AUTOMOBI 277403 272395 05723KAE0 BAKER HUGHES LLC/CO- 38002 36948 136385AV3 CANADIAN NATL RES SR 84295 82614 26209AAG6 DRIVE AUTO RECEIVABL 160181 158157 285512AE9 ELECTR ARTS INC SR N 65798 62879 29273RBG3 ENERGY TRANSFER LP S 86611 77921 30166AAD6 EXETER AUTOMOBILE RE 211759 213607 30167JAC8 EXETER AUTOMOBILE RE 221897 223304 3136B3T59 FNMA 2019-6 CL GJ 3. 295253 273412 3137H73P6 FHLMC K142 CL A2 2.4 315119 269580 3140XGRS0 FNMA FS1396 4% 04/01 307398 287039 34533YAD2 FORD CR AUTO OWNER T 134105 133573 36179WVW5 GNMA II POOL MA7829 426288 380585 380130AD6 GM FINL AUTOMOBILE L 254976 250581 446150BB9 HUNTINGTON BANCSHARE 40000 38101 58769KAD6 MERCEDES-BENZ AUTO L 194970 195207 59523UAP2 MID-AMERICA APARTMEN 57688 56887 637071AM3 NOV INC SR NTS 3.6% 77089 74710 723787AQ0 PIONEER NAT RESOURCE 69656 66565 74762EAG7 QUANTA SERVICES INC 74222 73674 802918AC6 SANTANDER DRIVE AUTO 244993 241962 857477BU6 ST STR CORP SR NTS V 15000 14194 874054AE9 TAKE-TWO INTERACTIVE 59356 58597 89681LAA0 TRITON CONTAINER/TAL 84660 65624 89788MAK8 TRUIST FINL CORP SR 75000 78908 907818ED6 UN PAC CORP SR NTS 3 59458 57664 912810RV2 US TREAS 3% 02/15/47 220891 163711 912810SZ2 US TREAS 2% 08/15/51 180308 147322 912810TA6 US TREAS 1.75% 08/15 911776 735661 912810TB4 US TREAS 1.875% 11/1 471778 465519 912828ZN3 US TREAS 0.5% 04/30/ 450684 430527 91282CAH4 US TREAS 0.5% 08/31/ 388969 382975 91282CEP2 US TREAS 2.875% 05/1 363563 368625 91282CFL0 US TREAS 3.875% 09/3 982539 992930 92203J407 VANGUARD TOTAL INTL 7736231 7228000 92936UAC3 WP CAREY INC SR NTS 58580 58465 101137107 BOSTON SCIENTIFIC CO 109780 195676 110122108 BRISTOL-MYERS SQUIBB 289545 323847 438516106 HONEYWELL INTERNATIO 41340 235301 532457108 ELI LILLY & CO 58377 280233 548661107 LOWE'S COS INC 14031 146641 577130834 MATTHEWS PACIFIC TIG 2685954 3521350 594918104 MICROSOFT CORP 135873 1045855 609207105 MONDELEZ INTERNATION 63825 150496 617446448 MORGAN STANLEY 107158 295870 713448108 PEPSICO INC 159499 265570 723787107 PIONEER NATURAL RESO 122330 241637 882508104 TEXAS INSTRUMENTS IN 133740 303179 949746101 WELLS FARGO & CO 212954 262233 02079K107 ALPHABET INC-CL C 159739 530605 02079K305 ALPHABET INC-CL A 25290 138521 09062X103 BIOGEN INC 131441 123783 16119P108 CHARTER COMMUNICATIO 30303M102 META PLATFORMS INC-C 289205 222509 57636Q104 MASTERCARD INC - A 179869 482302 65339F101 NEXTERA ENERGY INC 203580 304304 67103H107 O'REILLY AUTOMOTIVE 68981 201723 78486Q101 SVB FINANCIAL GROUP 91324P102 UNITEDHEALTH GROUP I 169637 738011 94106B101 WASTE CONNECTIONS IN 84294 162380 96208T104 WEX INC 023135106 AMAZON.COM INC 355592 536088 032654105 ANALOG DEVICES INC 136001 166162 037833100 APPLE INC 11948 627952 060505104 BANK OF AMERICA CORP 62868 211670 48127B862 JPM SMALL CAP EQTY F 1980700 3317792 655844108 NORFOLK SOUTHERN COR 169350 272294 67066G104 NVIDIA CORP 36991 120712 025816109 AMERICAN EXPRESS CO 127181 166958 315911727 FIDELITY INTL INDX-I 11006589 10277512 315911750 FIDELITY 500 INDEX F 28628892 40753798 64110L106 NETFLIX INC 70450Y103 PAYPAL HOLDINGS INC 83002G306 SIX CIRCLES US UNCON 11770084 12893403 83002G405 SIX CIRCLES INTL UNC 11933870 10872834 G5494J103 LINDE PLC 155349 304000 00287Y109 ABBVIE INC 218661 410005 337738108 FISERV INC 580135101 MCDONALD'S CORP 215362 251671 N6596X109 NXP SEMICONDUCTORS N 334814 383855 007903107 ADVANCED MICRO DEVIC 171151 113024 031100100 AMETEK INC 09857L108 BOOKING HOLDINGS INC 192032 223696 461202103 INTUIT INC 153393 188772 518439104 ESTEE LAUDER COMPANI 693506107 PPG INDUSTRIES INC 75513E101 RAYTHEON TECHNOLOGIE 109572 115251 883556102 THERMO FISHER SCIENT 260962 371716 N07059210 ASML HOLDING NV-NY R 46781 87424 20825C104 CONOCOPHILLIPS 295895 483446 22160K105 COSTCO WHOLESALE COR 170831 158406 244199105 DEERE & CO 353081 415468 363576109 ARTHUR J GALLAGHER & 144093 190991 43300A203 HILTON WORLDWIDE HOL 136339 136216 45687V106 INGERSOLL RAND INC C 107050 115420 46120E602 INTUITIVE SURGICAL I 110054 95791 46641Q191 JPMORGAN BETABUILDER 46641Q217 JPMORGAN BETABUILDER 6306065 6116458 46641Q225 JPMORGAN BETABUILDER 2926762 3335710 46641Q233 JPMORGAN BETABUILDER 3471723 3242373 654106103 NIKE INC -CL B 181508 166973 679580100 OLD DOMINION FREIGHT 151387 152106 75886F107 REGENERON PHARMACEUT 141051 185423 808513105 SCHWAB (CHARLES) COR 82509L107 SHOPIFY INC - CLASS 83304A106 SNAP INC - A 98138H101 WORKDAY INC-CLASS A G29183103 EATON CORP PLC 145135 171860 G6095L109 APTIV PLC G8994E103 TRANE TECHNOLOGIES P 107670 118840 023608102 AMEREN CORPORATION 200437 190556 099502106 BOOZ ALLEN HAMILTON 150808 186150 30231G102 EXXON MOBIL CORP 173527 172178 61174X109 MONSTER BEVERAGE COR 180547 203060 743315103 PROGRESSIVE CORP 239101 261884 78409V104 S&P GLOBAL INC 155993 145029 872590104 T-MOBILE US INC 192971 190400 139954929 APOLLO EPF II PRIVAT AT COST 136746 345162929 AP VIII (APAX) PRIVA AT COST 236307 425955911 RIVERSTONE GLOBAL EN AT COST 1221996 805820 468213962 DFJ GROWTH 2013 PRIV AT COST 1313491 482493996 KKR ASIAN FUND II PR AT COST 189675 461100 482924925 KKR NORTH AMERICA XI AT COST 807366 484981964 GSO PRIVATE INVESTOR AT COST 103612 116882 576814925 CCMP III PRIVATE INV AT COST 294526 811711969 STARWOOD SOF IX PRIV AT COST 106999 827994922 SILVER LAKE PARTNERS AT COST 1536292 74764S927 QUANTUM OFFSHORE V, AT COST 447370 976746 8V1304918 STARWOOD SOF XI PRIV AT COST 922427 1341536 G82981997 GOLDENTREE OFFSHORE 855711974 STARWOOD SOF VIII PR AT COST 127821 135830 092599968 BLACKSTONE GSO PRIVA AT COST 33198 179172911 CRP VIII (CARLYLE) P AT COST 206759 571570 98672C914 BREP ASIA II PRIVATE AT COST 505698 664797 HFVARARG8 VARDE CREDIT PARTNER AT COST 2250000 2420642 325628915 BSREP III (BROOKFIEL AT COST 477504 618205 426315917 BREP IX PRIVATE INVE AT COST 486057 861269 612312918 WP GROWTH PRIVATE IN AT COST 2180625 2921400 238568919 RIDGE SELECT: PRIVAT AT COST 2800000 2490755 632569919 AP X PRIVATE INVESTO AT COST 1483272 1683696 HEARSAA09 ARISTEIA INTERNATION AT COST 2800000 3773290 HEFRTAB93 FORT GLOBAL OFFSHORE HENWMABJ8 EMERGING MARKET CURR AT COST 1125000 1272454 PEASFAAC6 ASF VIII PRIVATE INV AT COST 808738 1356786 PEDRPAAB6 DFJ GROWTH IV PRIVAT AT COST 1190000 1407194 5M4217912 MARINER ATLANTIC MUL AT COST 2201113 2672713 HEMGMAAP1 MIURA GLOBAL FUND, L HETACAB28 TACONIC OPPORTUNITY AT COST 3000000 3255209 PEEQTAAB3 EQT INFRASTRUCTURE V AT COST 455460 416046 PESVPAAA3 SVSS V PRIVATE INVES AT COST 800000 865928 024525669 AMERICAN BEACON AHL AT COST 2158000 1860200 3LK4K2930 LAKEWOOD CAPITAL OFF AT COST 1000000 1000000 HECTUAAT7 COATUE OFFSHORE FUND AT COST 1000000 1000000 HEMGMAAZ9 MIURA GLOBAL FUND, L AT COST 67500 65990 RETURN OF CAPITAL ADJUSTMENT 73150 2022 TRANSACTIONS POSTED IN 2023 4188 2023 TRANSACTIONS POSTED IN 2022 3409 MUTUAL FUND ADJUSTMENT 314 ACCRUED INT PAID-CARRYOVER 973 ATTORNEY GENERAL FEE 1500 0 1500 K1 INCOME - STARWOOD SOF VIII PRIVATE IN 14065 14065 OTHER INCOME 31 31 ROUNDING 3 2021 TRANSACTIONS POSTED IN 2022 5826 2022 TRANSACTIONS POSTED IN 2021 11175 RECOVERY OF CHARITABLE DISTRIBUTIONS 130000 CASH AMT IN NQSI OID 7547 FOREIGN TAXES 1543 1543 0 FEDERAL TAX PAYMENT - PRIOR YE 130000 0 0 FOREIGN TAXES ON QUALIFIED FOR 125853 125853 0 FOREIGN TAXES ON NONQUALIFIED 13068 13068 0