2024-11-06T09:01:13-06:00 2023-12-31 346565596 ERNST & YOUNG US LLP 2100 ONE PPG PLACE PITTSBURGH PA 15222 990PF 2023-01-01 251202255 PNC FOUNDATION PNC 4125654532 300 FIFTH AVENUE PITTSBURGH PA 15222 PNC FOUNDATION SECRETARY 4125654532 2024-10-14 true true JASON BELOT P00183464 3302555814 2024-10-14 2023 2024-10-15 13:58:12Z X 126633811 X 5116084 5115244 459021 35164161 459021 0 10154 5585259 5574265 0 0 0 0 0 0 390 0 0 390 10349 10349 0 0 5924 5924 0 0 0 0 0 0 0 5124780 18001 5106779 5141443 34274 0 5107169 82865128 82865128 88006571 34274 0 87972297 -82421312 5539991 0 591718 299976 299976 60866591 8344156 8344156 0 0 13453333 0 12500000 13453333 13453333 36879842 18164342 17677229 305888 305888 49113900 43199270 32179055 31741558 3853677 3333342 6003659 158196986 76080092 126633811 0 X 158196986 76080092 158196986 76080092 158196986 76080092 158196986 -82421312 362951 76138625 58533 76080092 300000. US BANK NA CINCINNATI CALL 12/09/2022 UN 2020-11-03 2023-01-09 300000 300000 1000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-01-28 2023-01-09 961 1110 -149 -149 65000. USA TREASURY NOTE 03.500% DUE 02/15/2039 2022-10-03 2023-01-12 64479 62979 1500 1500 1000000. ROYAL BANK OF CANADA SEDOL 2HBBDV1 ISIN 2020-11-03 2023-01-17 1000000 1000000 68000. USA TREASURY NOTES 02.000% DUE 06/30/2024 2022-05-12 2023-01-19 65678 67147 -1469 -1469 32025.467 FEDERAL HOME LOAN MTG POOL SB0100 2019-10-25 2023-01-20 30084 32330 -2246 -2246 1000000. BANK OF NY MELLON CORP SER MTN CALL 12/2 2020-11-03 2023-01-27 1000000 1000000 327.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-01-31 327 350 -23 -23 262.83 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-01-31 263 272 -9 -9 990.51 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-01-31 991 1079 -88 -88 300.31 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-01-31 300 329 -29 -29 492.92 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-01-31 493 540 -47 -47 319.96 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-01-31 320 347 -27 -27 434.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-01-31 435 459 -24 -24 132.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-01-31 133 139 -6 -6 214.33 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-01-31 214 226 -12 -12 85.19 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-01-31 85 89 -4 -4 522.66 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-01-31 523 550 -27 -27 234.19 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-01-31 234 248 -14 -14 344.73 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-01-31 345 353 -8 -8 47.23 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-01-31 47 48 -1 -1 121.22 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-01-31 121 127 -6 -6 290.98 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-01-31 291 314 -23 -23 778.42 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-01-31 778 806 -28 -28 232.92 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-01-31 233 247 -14 -14 517.53 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-01-31 518 535 -17 -17 523.73 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-01-31 524 553 -29 -29 216.14 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-01-31 216 233 -17 -17 57.35 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-01-31 57 59 -2 -2 1617.59 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-01-31 1618 1656 -38 -38 305.34 FEDERAL NATL MTG ASSN POOL CA7328 2020-12-28 2023-01-31 305 318 -13 -13 1038.92 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-01-31 1039 1130 -91 -91 246.41 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-01-31 246 230 16 16 1008.55 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-01-31 1009 1075 -66 -66 1171.21 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-01-31 1171 1162 9 9 523.15 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-01-31 523 562 -39 -39 169.26 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-01-31 169 186 -17 -17 1070.12 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-01-31 1070 1214 -144 -144 253.43 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-01-31 253 280 -27 -27 447.23 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-01-31 447 490 -43 -43 1261.84 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-01-31 1262 1395 -133 -133 124.78 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-01-31 125 125 579.84 FEDERAL NATL MTG ASSN POOL FS2731 2022-10-27 2023-01-31 580 532 48 48 273.25 FEDERAL NATL MTG ASSN POOL AB4044 2017-08-28 2023-01-31 273 283 -10 -10 1. CITIBANK ADR SETTLEMENT (15CV09185M) VAR 2001-01-01 2023-02-10 92 92 92 550000. WELLS FARGO & COMPANY SER M SUBR 2021-03-30 2023-02-13 550000 550000 500000. USA TREASURY NOTES 02.000% DUE 02/15/202 2022-03-29 2023-02-15 500000 500000 73000. BOSTON PROPERTIES INC CALL 03/21/2029 UN 2019-07-16 2023-02-21 62890 73962 -11072 -11072 140.82 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-02-28 141 151 -10 -10 274.05 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-02-28 274 283 -9 -9 944.15 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-02-28 944 1028 -84 -84 301.99 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-02-28 302 330 -28 -28 542.54 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-02-28 543 594 -51 -51 354.04 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-02-28 354 384 -30 -30 1122.98 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-02-28 1123 1185 -62 -62 84.84 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-02-28 85 89 -4 -4 145.76 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-02-28 146 154 -8 -8 87.66 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-02-28 88 92 -4 -4 165.92 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-02-28 166 174 -8 -8 1066.92 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-02-28 1067 1129 -62 -62 53.41 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-02-28 53 55 -2 -2 126.03 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-02-28 126 129 -3 -3 121.41 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-02-28 121 127 -6 -6 487.49 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-02-28 487 526 -39 -39 1584.34 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-02-28 1584 1640 -56 -56 133.82 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-02-28 134 142 -8 -8 240.52 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-02-28 241 249 -8 -8 278.65 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-02-28 279 294 -15 -15 489.54 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-02-28 490 528 -38 -38 57.46 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-02-28 57 59 -2 -2 724.17 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-02-28 724 741 -17 -17 865.09 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-02-28 865 778 87 87 385.26 FEDERAL NATL MTG ASSN POOL CA7328 2020-12-28 2023-02-28 385 402 -17 -17 845.32 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-02-28 845 920 -75 -75 101.54 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-02-28 102 95 7 7 1162.8 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-02-28 1163 1239 -76 -76 1118.92 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-02-28 1119 1110 9 9 483.3 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-02-28 483 519 -36 -36 207.09 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-02-28 207 228 -21 -21 772.01 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-02-28 772 876 -104 -104 328.02 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-02-28 328 363 -35 -35 339.98 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-02-28 340 373 -33 -33 1203.71 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-02-28 1204 1331 -127 -127 385.33 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-02-28 385 385 531.15 FEDERAL NATL MTG ASSN POOL FS2731 2022-10-27 2023-02-28 531 487 44 44 151.21 FEDERAL NATL MTG ASSN POOL AB4044 2017-08-28 2023-02-28 151 157 -6 -6 2000000. USA TREASURY NOTES 01.500% DUE 02/28/202 2020-11-03 2023-02-28 2000000 2000000 1000000. BANK OF AMERICA CORP SR UNSEC CALL 03/05/23 @ 100 2022-03-11 2023-03-05 1000000 1000000 7000. AMERICAN EXPRESS COMPANY JR SUB CALL 09/15/2026 @ 100 2021-08-26 2023-03-08 5864 7094 -1230 -1230 8000. AMERICAN TOWER CORP CALL 08/15/2026 UNSC 2022-09-08 2023-03-08 6907 7011 -104 -104 5000. COMMONSPIRIT HEALTH CALL 04/01/2029 SECR 2019-08-07 2023-03-08 4319 5000 -681 -681 4000. CROWN CASTLE INTL CORP CALL 11/15/2028 UNSC 2019-06-20 2023-03-08 3727 4155 -428 -428 5000. DISCOVERY COMMUNICATIONS CALL 12/20/2027 2021-06-03 2023-03-08 4546 5377 -831 -831 2808. ISHARES RUSSELL MID-CAP ETF 2008-12-26 2023-03-08 200183 39928 160255 160255 6000. KINDER MORGAN INC/DELAWA CALL 03/01/2025 @ 100.000 COGT 2022-09-12 2023-03-08 5826 5979 -153 -153 5000. LOS ANGELES CALIF UNI SCH DIST BUILD AMERICA BONDS TAXABLE GO 2017-07-11 2023-03-08 5197 5956 -759 -759 6000. METLIFE INC SERIES G CALL 09/15/25 @ 100 2020-09-11 2023-03-08 5603 6008 -405 -405 4000. MORGAN STANLEY SERIES GMTN CALL 01/23/2029 @ 100 2022-05-03 2023-03-08 3733 3976 -243 -243 8000. ORACLE CORP CALL 02/01/2027 UNSC 2022-09-08 2023-03-08 7209 7298 -89 -89 4000. SONOCO PRODUCTS CO CALL 11/01/2031 UNSC 2022-01-14 2023-03-08 3238 3976 -738 -738 11000. USA TREASURY NOTES 01.875% DUE 02/15/2051 2021-03-23 2023-03-08 7207 9924 -2717 -2717 20000. USA TREASURY NOTES 02.250% DUE 05/15/2041 2021-08-17 2023-03-08 15161 21347 -6186 -6186 8000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-01-28 2023-03-08 7457 8853 -1396 -1396 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-05-03 2023-03-08 4598 4851 -253 -253 3000. USA TREASURY NOTES 02.000% DUE 06/30/2024 2022-05-12 2023-03-08 2874 2962 -88 -88 11000. USA TREASURY NOTES 01.8750% DUE 02/15/2032 2022-02-24 2023-03-08 9259 10947 -1688 -1688 4000. CITIGROUP INC CALL 12/20/29 @ 100 2022-05-05 2023-03-09 3632 3833 -201 -201 5000. DELL INT LLC / EMC CORP CALL 04/15/2030 SECR 2021-06-30 2023-03-09 5076 6164 -1088 -1088 8000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC 2019-01-29 2023-03-09 7469 7659 -190 -190 4000. PARKER-HANNIFIN CORP CALL 03/14/2029 UNSC 2019-06-05 2023-03-09 3572 3987 -415 -415 6000. T-MOBILE USA INC CALL 02/15/2023 COGT 2022-07-25 2023-03-09 5438 5573 -135 -135 10000. UNIV OF CALIFORNIA CA REVENUES REF-GEN-SE REV 2019-03-13 2023-03-09 9200 10000 -800 -800 11000. WALGREENS BOOTS ALLIANCE CALL 01/15/2030 2022-04-12 2023-03-09 9252 10326 -1074 -1074 99000. WALGREENS BOOTS ALLIANCE CALL 01/15/2030 2021-07-19 2023-03-09 83267 105734 -22467 -22467 5000. BROADCOM CRP / CAYMN FI SER WI CALL 10/ 2020-12-15 2023-03-10 4736 5375 -639 -639 5000. HCA INC CALL 03/15/2029 SECR 2021-02-05 2023-03-10 4581 5591 -1010 -1010 5000. NATIONAL RURAL UTIL COOP SER MTN CALL 08 2017-06-09 2023-03-10 4756 5041 -285 -285 4000. SOUTHWEST AIRLINES CO CALL 04/04/2025 UNSC 2020-11-24 2023-03-10 3992 4274 -282 -282 4000. VERIZON COMMUNICATIONS CALL 11/08/2028 UNSC 2019-02-07 2023-03-10 3746 4004 -258 -258 5000. CHENIERE CORP CHRISTI HD SER WI SECR 2020-11-02 2023-03-13 5039 5323 -284 -284 700000. BURLINGTN NORTH SANTA FE CALL 12/15/2022 @ 100.000 UNSC 2022-03-28 2023-03-15 700000 700000 2000000. USA TREASURY NOTES 00.500% DUE 03/15/2023 2020-11-03 2023-03-15 2000000 2000000 7000. ENERGY TRANSFER PARTNERS CALL 01/15/2027 UNSC 2021-06-30 2023-03-16 6646 7549 -903 -903 7000. WESTLAKE CHEMICAL CORP CALL 08/15/2022 UNSC 2022-05-24 2023-03-16 6555 6722 -167 -167 8000. DIAMONDBACK ENERGY INC CALL 12/24/2030 COGT 2022-06-09 2023-03-27 6839 7221 -382 -382 66000. DIAMONDBACK ENERGY INC CALL 12/24/2030 COGT 2022-03-08 2023-03-27 56425 63941 -7516 -7516 456.47 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-03-31 456 488 -32 -32 279.1 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-03-31 279 288 -9 -9 1012.06 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-03-31 1012 1102 -90 -90 410.23 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-03-31 410 449 -39 -39 627.39 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-03-31 627 687 -60 -60 419.01 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-03-31 419 455 -36 -36 1158.97 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-03-31 1159 1223 -64 -64 372.84 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-03-31 373 391 -18 -18 399.22 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-03-31 399 422 -23 -23 177.25 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-03-31 177 185 -8 -8 619.95 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-03-31 620 652 -32 -32 247.69 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-03-31 248 262 -14 -14 53.48 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-03-31 53 55 -2 -2 122.62 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-03-31 123 126 -3 -3 176.33 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-03-31 176 184 -8 -8 943.54 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-03-31 944 1019 -75 -75 754.52 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-03-31 755 781 -26 -26 121.86 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-03-31 122 129 -7 -7 127.67 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-03-31 128 132 -4 -4 404.68 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-03-31 405 427 -22 -22 403.16 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-03-31 403 435 -32 -32 59.96 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-03-31 60 62 -2 -2 1753.49 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-03-31 1753 1795 -42 -42 1000.22 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-03-31 1000 900 100 100 402.36 FEDERAL NATL MTG ASSN POOL CA7328 2020-12-28 2023-03-31 402 420 -18 -18 748.01 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-03-31 748 814 -66 -66 227.05 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-03-31 227 212 15 15 1304.31 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-03-31 1304 1390 -86 -86 1118.91 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-03-31 1119 1110 9 9 362.94 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-03-31 363 390 -27 -27 383.73 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-03-31 384 422 -38 -38 1007.89 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-03-31 1008 1143 -135 -135 304.07 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-03-31 304 336 -32 -32 617.16 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-03-31 617 676 -59 -59 1372.79 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-03-31 1373 1517 -144 -144 358.16 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-03-31 358 358 631.21 FEDERAL NATL MTG ASSN POOL FS2731 2022-10-27 2023-03-31 631 579 52 52 450.06 FEDERAL NATL MTG ASSN POOL AB4044 2017-08-28 2023-03-31 450 466 -16 -16 300000. JOHN DEERE CAPITAL CORP SER MTN UNSC 2020-11-03 2023-04-06 300000 300000 250000. WAL-MART STORES INC CALL 01/11/2023 @ 10 2020-11-03 2023-04-11 250000 250000 63000. BROADCOM CRP / CAYMN FI SER WI CALL 10/ 2020-12-15 2023-04-13 61077 67604 -6527 -6527 62000. USA TREASURY NOTES 02.000% DUE 06/30/2024 2022-04-20 2023-04-14 60135 61216 -1081 -1081 1000000. USA TREASURY NOTES 00.250% DUE 04/15/202 2020-11-03 2023-04-15 1000000 1000000 750000. KFW SEDOL BMV1LS0 ISIN US500769JN53 2021-04-08 2023-04-25 750000 749850 150 150 515.16 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-04-30 515 551 -36 -36 277.08 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-04-30 277 286 -9 -9 1160.01 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-04-30 1160 1262 -102 -102 361.34 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-04-30 361 395 -34 -34 548.86 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-04-30 549 601 -52 -52 345.07 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-04-30 345 374 -29 -29 466.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-04-30 466 492 -26 -26 460.88 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-04-30 461 483 -22 -22 91.1 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-04-30 91 96 -5 -5 499.8 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-04-30 500 522 -22 -22 331.58 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-04-30 332 349 -17 -17 1015.89 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-04-30 1016 1075 -59 -59 195.77 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-04-30 196 201 -5 -5 358.1 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-04-30 358 367 -9 -9 130.45 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-04-30 130 136 -6 -6 529.57 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-04-30 530 572 -42 -42 709.2 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-04-30 709 734 -25 -25 281.25 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-04-30 281 298 -17 -17 261.86 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-04-30 262 271 -9 -9 396.15 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-04-30 396 418 -22 -22 493.2 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-04-30 493 532 -39 -39 57.27 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-04-30 57 59 -2 -2 1844.89 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-04-30 1845 1888 -43 -43 1143.68 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-04-30 1144 1029 115 115 294.88 FEDERAL NATL MTG ASSN POOL CA7328 2020-12-28 2023-04-30 295 307 -12 -12 302.83 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-04-30 303 329 -26 -26 463.96 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-04-30 464 433 31 31 1111.79 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-04-30 1112 1184 -72 -72 818.98 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-04-30 819 812 7 7 481.61 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-04-30 482 517 -35 -35 371.06 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-04-30 371 408 -37 -37 811.86 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-04-30 812 921 -109 -109 420.43 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-04-30 420 465 -45 -45 542.28 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-04-30 542 594 -52 -52 1377.17 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-04-30 1377 1522 -145 -145 643.43 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-04-30 643 642 1 1 571.08 FEDERAL NATL MTG ASSN POOL FS2731 2022-10-27 2023-04-30 571 524 47 47 268.31 FEDERAL NATL MTG ASSN POOL AB4044 2017-08-28 2023-04-30 268 278 -10 -10 1. JP MORGAN ADR FX SETTLEMENT VARIOUS CUSI 2001-01-01 2023-05-08 5 5 5 750000. CHEVRON CORP UNSC 2021-02-01 2023-05-11 750000 750000 2000000. USA TREASURY NOTES 00.125% DUE 05/15/2023 2020-11-03 2023-05-15 2000000 1996484 3516 3516 300000. 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USA TREASURY NOTE 02.750% DUE 05/31/2023 2022-12-22 2023-05-31 500000 496309 3691 3691 1000000. AMAZON.COM INC UNSC 2020-11-03 2023-06-03 1000000 1000000 9000. AT&T INC CALL 06/15/2042 @ 100.000 UNSC 2022-06-23 2023-06-07 7500 7881 -381 -381 64000. AT&T INC CALL 06/15/2042 @ 100.000 UNSC 2021-06-15 2023-06-07 53336 71261 -17925 -17925 65000. DISCOVERY COMMUNICATIONS CALL 12/20/2027 2021-06-03 2023-06-07 60198 69309 -9111 -9111 7000. HCA INC CALL 03/15/2029 SECR 2022-06-16 2023-06-07 6465 6416 49 49 58000. HCA INC CALL 03/15/2029 SECR 2021-02-05 2023-06-07 53564 64594 -11030 -11030 1. SIGNET JEWELERS LIMITED G81276100 CLASS 2001-01-01 2023-06-12 22 22 22 1000000. USA TREASURY NOTES 00.250% DUE 06/15/202 2020-11-03 2023-06-15 1000000 1000000 138.81 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-06-30 139 148 -9 -9 284.34 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-06-30 284 294 -10 -10 1204.7 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-06-30 1205 1310 -105 -105 463.6 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-06-30 464 507 -43 -43 861.44 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-06-30 861 942 -81 -81 373.78 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-06-30 374 405 -31 -31 1219.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-06-30 1220 1286 -66 -66 140.75 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-06-30 141 147 -6 -6 264.82 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-06-30 265 280 -15 -15 253.64 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-06-30 254 265 -11 -11 499.61 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-06-30 500 525 -25 -25 246.94 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-06-30 247 261 -14 -14 1787.75 FEDERAL HOME LOAN MTG CORP POOL RA9270 2023-06-09 2023-06-30 1788 1793 -5 -5 56.98 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-06-30 57 58 -1 -1 51.31 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-06-30 51 53 -2 -2 251.41 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-06-30 251 263 -12 -12 368.41 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-06-30 368 398 -30 -30 780.13 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-06-30 780 807 -27 -27 145.89 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-06-30 146 155 -9 -9 508.66 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-06-30 509 525 -16 -16 181.7 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-06-30 182 192 -10 -10 631.43 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-06-30 631 680 -49 -49 258.17 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-06-30 258 266 -8 -8 664.31 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-06-30 664 680 -16 -16 958.4 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-06-30 958 862 96 96 292.4 FEDERAL NATL MTG ASSN POOL CA7328 2020-12-28 2023-06-30 292 305 -13 -13 66.06 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-06-30 66 72 -6 -6 90.71 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-06-30 91 85 6 6 1441.93 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-06-30 1442 1534 -92 -92 1348.42 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-06-30 1348 1338 10 10 495.42 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-06-30 495 531 -36 -36 451.56 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-06-30 452 496 -44 -44 986.02 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-06-30 986 1118 -132 -132 405.75 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-06-30 406 448 -42 -42 474.15 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-06-30 474 519 -45 -45 1374.84 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-06-30 1375 1519 -144 -144 1033.56 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-06-30 1034 1032 2 2 676.12 FEDERAL NATL MTG ASSN POOL FS2731 2022-10-27 2023-06-30 676 620 56 56 940. 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USA TREASURY NOTES 03.625% DUE 03/31/202 2023-04-13 2023-08-02 56403 58430 -2027 -2027 1000000. USA TREASURY NOTES 02.500% DUE 08/15/202 2022-03-28 2023-08-15 1000000 1000000 2000000. USA TREASURY NOTES 00.125% DUE 08/15/2023 2020-11-03 2023-08-15 2000000 1995625 4375 4375 7000. AMERICAN EXPRESS COMPANY JR SUB CALL 09/15/2026 @ 100 2023-05-12 2023-08-23 5766 5644 122 122 69000. AMERICAN EXPRESS COMPANY JR SUB CALL 09/15/2026 @ 100 2021-08-26 2023-08-23 56839 68122 -11283 -11283 46985.426 FEDERAL NATL MTG ASSN POOL CA7328 2020-12-28 2023-08-30 37559 48966 -11407 -11407 59123.163 FEDERAL NATL MTG ASSN POOL FS2731 2022-10-27 2023-08-30 53617 54227 -610 -610 1368. ISHARES RUSSELL MID-CAP ETF 2008-12-26 2023-08-30 99928 19452 80476 80476 16000. USA TRESURY NOTES 04.000% DUE 02/28/2030 2023-03-30 2023-08-30 15780 16296 -516 -516 354.99 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-08-31 355 379 -24 -24 270.2 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-08-31 270 279 -9 -9 1182.42 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-08-31 1182 1286 -104 -104 374.62 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-08-31 375 409 -34 -34 1473.3 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-08-31 1473 1611 -138 -138 363.6 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-08-31 364 394 -30 -30 874.18 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-08-31 874 922 -48 -48 137.75 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-08-31 138 144 -6 -6 212.42 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-08-31 212 224 -12 -12 178.68 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-08-31 179 187 -8 -8 328.3 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-08-31 328 345 -17 -17 1256.8 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-08-31 1257 1329 -72 -72 1120.76 FEDERAL HOME LOAN MTG CORP POOL RA9270 2023-06-09 2023-08-31 1121 1124 -3 -3 320.9 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-08-31 321 329 -8 -8 130.59 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-08-31 131 134 -3 -3 255.65 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-08-31 256 267 -11 -11 484.26 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-08-31 484 522 -38 -38 2778.67 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-08-31 2779 2873 -94 -94 447.81 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-08-31 448 475 -27 -27 268.59 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-08-31 269 277 -8 -8 277.05 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-08-31 277 292 -15 -15 780.45 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-08-31 780 841 -61 -61 56.05 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-08-31 56 58 -2 -2 774.79 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-08-31 775 793 -18 -18 814.26 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-08-31 814 733 81 81 68.2 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-08-31 68 74 -6 -6 88.29 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-08-31 88 82 6 6 1012.03 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-08-31 1012 1076 -64 -64 980.36 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-08-31 980 973 7 7 408.05 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-08-31 408 437 -29 -29 150.92 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-08-31 151 166 -15 -15 951.2 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-08-31 951 1078 -127 -127 349.08 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-08-31 349 386 -37 -37 491.82 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-08-31 492 539 -47 -47 1495.2 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-08-31 1495 1651 -156 -156 258.82 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-08-31 259 258 1 1 85.02 FEDERAL NATL MTG ASSN POOL FS4703 2023-08-29 2023-08-31 85 81 4 4 7000. METLIFE INC SERIES G CALL 09/15/25 @ 100 2020-09-11 2023-08-31 6528 7007 -479 -479 10000. NEW JERSEY ST TRANSPRTN TRUST TXBL-SER C REV 2022-05-09 2023-08-31 10084 10536 -452 -452 1000000. USA TREASURY NOTES 01.375% DUE 08/31/202 2021-04-19 2023-08-31 1000000 1000000 30000. US BANCORP CALL 06/10/2033 UNSC 2023-08-03 2023-09-01 29714 29818 -104 -104 63000. AMAZON.COM INC UNSC 2022-11-30 2023-09-07 62359 62902 -543 -543 63000. NATIONAL RURAL UTIL COOP SER MTN CALL 08 2017-06-09 2023-09-08 60236 63413 -3177 -3177 2000000. USA TREASURY NOTES 00.125% DUE 09/15/2023 2020-11-03 2023-09-15 2000000 1995234 4766 4766 431000. GILEAD SCIENCES INC CALL 09/29/2021 UNSC 2021-02-01 2023-09-29 431000 431000 73000. SONOCO PRODUCTS CO CALL 11/01/2031 UNSC 2022-01-14 2023-09-29 58299 71534 -13235 -13235 359.51 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-09-30 360 384 -24 -24 270.37 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-09-30 270 279 -9 -9 920.21 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-09-30 920 1000 -80 -80 256.66 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-09-30 257 280 -23 -23 1249.96 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-09-30 1250 1367 -117 -117 391.19 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-09-30 391 424 -33 -33 524.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-09-30 525 553 -28 -28 142.45 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-09-30 142 149 -7 -7 146.9 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-09-30 147 155 -8 -8 492.1 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-09-30 492 514 -22 -22 411.43 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-09-30 411 432 -21 -21 1070.34 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-09-30 1070 1132 -62 -62 853.85 FEDERAL HOME LOAN MTG CORP POOL RA9270 2023-06-09 2023-09-30 854 856 -2 -2 51.27 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-09-30 51 53 -2 -2 128.04 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-09-30 128 131 -3 -3 134.29 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-09-30 134 140 -6 -6 276.69 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-09-30 277 298 -21 -21 783.51 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-09-30 784 810 -26 -26 112.18 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-09-30 112 119 -7 -7 267.02 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-09-30 267 276 -9 -9 436.26 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-09-30 436 460 -24 -24 622.41 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-09-30 622 670 -48 -48 335.16 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-09-30 335 345 -10 -10 656.33 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-09-30 656 672 -16 -16 753.48 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-09-30 753 678 75 75 65.64 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-09-30 66 71 -5 -5 550.98 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-09-30 551 514 37 37 1004.46 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-09-30 1004 1068 -64 -64 1264.06 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-09-30 1264 1254 10 10 457.53 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-09-30 458 490 -32 -32 149.67 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-09-30 150 164 -14 -14 972.85 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-09-30 973 1102 -129 -129 361.73 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-09-30 362 400 -38 -38 427.07 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-09-30 427 468 -41 -41 962.72 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-09-30 963 1063 -100 -100 453.96 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-09-30 454 453 1 1 86.15 FEDERAL NATL MTG ASSN POOL FS4703 2023-08-29 2023-09-30 86 82 4 4 5000. CALIFORNIA ST BUILD AMERICA BNDS TAX VAR PURP 2017-06-23 2023-10-04 5744 7144 -1400 -1400 8000. COMCAST CORP CALL 07/15/2028 COGT 2019-02-28 2023-10-04 7519 8146 -627 -627 6000. COMMONSPIRIT HEALTH CALL 04/01/2029 SECR 2019-08-07 2023-10-04 5191 6000 -809 -809 730000. ENBRIDGE INC SEDOL ISIN US29250NBG97 2022-03-04 2023-10-04 730000 715203 14797 14797 1483. ISHARES RUSSELL MID-CAP ETF 2008-12-26 2023-10-04 100206 21087 79119 79119 65000. USA TREASURY NOTE 03.500% DUE 02/15/2039 2022-10-03 2023-10-04 55009 62979 -7970 -7970 14000. USA TREASURY NOTES 01.875% DUE 02/15/2051 2021-03-23 2023-10-04 7627 12631 -5004 -5004 19000. USA TREASURY NOTES 02.250% DUE 05/15/2041 2021-08-17 2023-10-04 12768 20245 -7477 -7477 13000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-01-28 2023-10-04 11998 14235 -2237 -2237 20000. USA TREASURY NOTES 01.8750% DUE 02/15/2032 2022-02-24 2023-10-04 16072 19903 -3831 -3831 5000. UNIV OF CALIFORNIA CA REVENUES REF-GEN-SE REV 2019-03-13 2023-10-04 4466 5000 -534 -534 9000. AIRCASTLE LTD SEDOL 2GXZ455 ISIN US00928QAS03 2023-01-19 2023-10-05 8482 8631 -149 -149 7000. AMERICAN TOWER CORP CALL 08/15/2026 UNSC 2022-09-08 2023-10-05 6162 6134 28 28 7000. BANK OF NY MELLON CORP SER G CALL 09/20/25 @ 100 2021-02-16 2023-10-05 6644 7315 -671 -671 6000. BOEING CO CALL 11/01/2039 UNSC 2023-01-12 2023-10-05 5416 6163 -747 -747 6000. CHENIERE CORP CHRISTI HD SER WI SECR 2020-11-02 2023-10-05 5957 6283 -326 -326 8000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC 2019-01-29 2023-10-05 7414 7659 -245 -245 10000. JOBSOHIO BEVERAGE SYS STWD LIQ SER B REV 2017-06-28 2023-10-05 9521 10396 -875 -875 6000. KINDER MORGAN INC/DELAWA CALL 03/01/2025 @ 100.000 COGT 2022-09-12 2023-10-05 5845 5979 -134 -134 7000. ORACLE CORP CALL 02/01/2027 UNSC 2022-09-08 2023-10-05 6333 6385 -52 -52 7000. PARKER-HANNIFIN CORP CALL 03/14/2029 UNSC 2019-06-05 2023-10-05 6165 6978 -813 -813 6000. SOUTHWEST AIRLINES CO CALL 04/04/2025 UNSC 2020-11-24 2023-10-05 5921 6299 -378 -378 6000. T-MOBILE USA INC CALL 02/15/2023 COGT 2022-07-25 2023-10-05 5526 5573 -47 -47 30000. US BANCORP CALL 06/10/2033 UNSC 2023-08-03 2023-10-05 27986 29818 -1832 -1832 6000. WESTLAKE CHEMICAL CORP CALL 08/15/2022 UNSC 2022-05-24 2023-10-05 5731 5762 -31 -31 7000. DCP MIDSTREAM OPERATING CALL 04/15/2027 COGT 2023-03-07 2023-10-06 6862 6953 -91 -91 11000. PIONEER NATURAL RESOURCE CALL 05/15/2030 UNSC 2020-08-07 2023-10-06 8657 10950 -2293 -2293 68000. PIONEER NATURAL RESOURCE CALL 05/15/2030 UNSC 2020-08-07 2023-10-11 54220 67692 -13472 -13472 700000. AMERIPRISE FINANCIAL INC UNSC 2020-11-03 2023-10-15 700000 700000 152.92 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-10-31 153 163 -10 -10 276.7 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-10-31 277 286 -9 -9 948.75 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-10-31 949 1031 -82 -82 308.66 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-10-31 309 337 -28 -28 1121.55 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-10-31 1122 1226 -104 -104 332.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-10-31 332 360 -28 -28 625.39 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-10-31 625 659 -34 -34 314.63 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-10-31 315 329 -14 -14 34.26 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-10-31 34 36 -2 -2 220.11 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-10-31 220 230 -10 -10 272.39 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-10-31 272 286 -14 -14 1437.11 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-10-31 1437 1520 -83 -83 181.13 FEDERAL HOME LOAN MTG CORP POOL RA9270 2023-06-09 2023-10-31 181 182 -1 -1 51.41 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-10-31 51 53 -2 -2 48.1 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-10-31 48 49 -1 -1 141.8 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-10-31 142 148 -6 -6 268.28 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-10-31 268 289 -21 -21 761.29 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-10-31 761 787 -26 -26 118.53 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-10-31 119 126 -7 -7 234.55 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-10-31 235 242 -7 -7 69.91 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-10-31 70 74 -4 -4 227.82 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-10-31 228 245 -17 -17 53.84 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-10-31 54 55 -1 -1 1562.86 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-10-31 1563 1599 -36 -36 988.69 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-10-31 989 890 99 99 64.42 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-10-31 64 70 -6 -6 947.29 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-10-31 947 884 63 63 892.89 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-10-31 893 949 -56 -56 885.24 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-10-31 885 878 7 7 329.27 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-10-31 329 352 -23 -23 153.03 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-10-31 153 168 -15 -15 1055.64 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-10-31 1056 1196 -140 -140 345.89 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-10-31 346 382 -36 -36 352.93 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-10-31 353 386 -33 -33 1295.88 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-10-31 1296 1430 -134 -134 131.45 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-10-31 131 131 1104.07 FEDERAL NATL MTG ASSN POOL FS4703 2023-08-29 2023-10-31 1104 1048 56 56 1000000. USA TREASURY NOTES 01.625% DUE 10/31/202 2020-11-03 2023-10-31 1000000 1000000 3039. ISHARES RUSSELL MID-CAP ETF 2008-12-26 2023-11-01 199585 43213 156372 156372 911. ISHARES RUSSELL 2000 ETF 2017-05-24 2023-11-01 149858 125073 24785 24785 139000. USA TREASURY NOTES 03.500% DUE 02/15/2033 2023-03-27 2023-11-02 126669 138763 -12094 -12094 76000. USA TREASURY NOTES 03.500% DUE 02/15/2033 2023-05-25 2023-11-02 69258 70469 -1211 -1211 7000. ADVOCATE HEALTH CORP CALL 02/15/2048 UNSC 2022-04-11 2023-11-29 5919 7247 -1328 -1328 6000. BANK OF AMERICA CORPORATION SR UNSEC CALL 3/15/49 @ 100 2021-06-11 2023-11-29 5014 7236 -2222 -2222 4000. BOEING CO CALL 11/01/2039 UNSC 2023-01-12 2023-11-29 3965 4108 -143 -143 5000. CALIFORNIA ST BUILD AMERICA BNDS TAX VAR PURP 2017-06-23 2023-11-29 5975 7128 -1153 -1153 9000. CITIGROUP INC CALL 12/20/29 @ 100 2022-05-05 2023-11-29 8337 8625 -288 -288 7000. CROWN CASTLE INTL CORP CALL 11/15/2028 UNSC 2019-06-20 2023-11-29 6576 7240 -664 -664 7000. METLIFE INC SERIES G CALL 09/15/25 @ 100 2020-09-11 2023-11-29 6598 7006 -408 -408 8000. MORGAN STANLEY SERIES GMTN CALL 01/23/2029 @ 100 2022-05-03 2023-11-29 7610 7952 -342 -342 5000. NEW JERSEY ST TRANSPRTN TRUST TXBL-SER C REV 2022-05-09 2023-11-29 5061 5257 -196 -196 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-01-28 2023-11-29 9435 10919 -1484 -1484 30000. USA TREASURY NOTES 01.8750% DUE 02/15/2032 2022-02-24 2023-11-29 25054 29855 -4801 -4801 5000. UNIV OF CALIFORNIA CA REVENUES REF-GEN-SE REV 2019-03-13 2023-11-29 4607 5000 -393 -393 9000. VERIZON COMMUNICATIONS CALL 11/08/2028 UNSC 2019-02-07 2023-11-29 8539 9008 -469 -469 6000. WELLS FARGO & COMPANY SER MTN CALL 04/04/50 @ 100 2021-06-30 2023-11-29 5370 8209 -2839 -2839 8000. CAMPBELL SOUP CO CALL 01/24/2030 UNSC 2023-09-07 2023-11-30 6724 6602 122 122 8000. DELL INT LLC / EMC CORP CALL 04/15/2030 SECR 2021-06-30 2023-11-30 8332 9688 -1356 -1356 9000. ENERGY TRANSFER PARTNERS CALL 01/15/2027 UNSC 2021-06-30 2023-11-30 8615 9580 -965 -965 147.36 FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-11-30 147 157 -10 -10 273.85 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-11-30 274 283 -9 -9 1073.39 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-11-30 1073 1166 -93 -93 263.03 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-11-30 263 287 -24 -24 933.97 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-11-30 934 1021 -87 -87 344.88 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-11-30 345 374 -29 -29 463.78 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-11-30 464 489 -25 -25 148.7 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-11-30 149 156 -7 -7 149.24 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-11-30 149 158 -9 -9 225.29 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-11-30 225 235 -10 -10 321.25 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-11-30 321 337 -16 -16 1634.41 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-11-30 1634 1728 -94 -94 1761.46 FEDERAL HOME LOAN MTG CORP POOL RA9270 2023-06-09 2023-11-30 1761 1767 -6 -6 51.91 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-11-30 52 53 -1 -1 133.65 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-11-30 134 137 -3 -3 76.54 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-11-30 77 80 -3 -3 511.55 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-11-30 512 552 -40 -40 729.094 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-11-30 729 753 -24 -24 222.59 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-11-30 223 236 -13 -13 262.31 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-11-30 262 271 -9 -9 177.13 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-11-30 177 187 -10 -10 316.26 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-11-30 316 341 -25 -25 54.99 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-11-30 55 57 -2 -2 1235.56 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-11-30 1236 1264 -28 -28 614.22 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-11-30 614 553 61 61 768.96 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-11-30 769 835 -66 -66 438.65 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-11-30 439 409 30 30 904.83 FEDERAL NATL MTG ASSN POOL FM1577 2022-04-13 2023-11-30 905 917 -12 -12 799.91 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-11-30 800 794 6 6 367.26 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-11-30 367 393 -26 -26 305.91 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-11-30 306 336 -30 -30 804.48 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-11-30 804 911 -107 -107 277.09 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-11-30 277 306 -29 -29 253.99 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-11-30 254 278 -24 -24 1105.34 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-11-30 1105 1220 -115 -115 110.58 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-11-30 111 110 1 1 158.54 FEDERAL NATL MTG ASSN POOL FS4703 2023-08-29 2023-11-30 159 151 8 8 6000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC 2019-01-29 2023-11-30 5728 5744 -16 -16 6000. OCCIDENTAL PETROLEUM COR CALL 03/01/2028 UNSC 2023-09-08 2023-11-30 6177 6108 69 69 5000. WALMART INC CALL 12/29/2047 UNSC 2018-08-07 2023-11-30 4295 5091 -796 -796 4000. WESTLAKE CHEMICAL CORP CALL 08/15/2022 UNSC 2022-05-24 2023-11-30 3856 3841 15 15 550000. CONSOLIDATED EDISON INC SER A CALL 12/01/2021 2021-03-30 2023-12-01 550000 549522 478 478 56000. KINDER MORGAN INC/DELAWA CALL 03/01/2025 @ 100.000 COGT 2022-09-12 2023-12-05 55121 55808 -687 -687 750000. BB&T CORPORATION SER MTN CALL 11/06/2023 2022-12-15 2023-12-06 750000 742193 7807 7807 829. ISHARES MSCI EAFE ETF 2008-12-26 2023-12-06 60599 51854 8745 8745 68000. JPMORGAN CHASE & CO CALL 12/10/2024 UNSC 2022-11-30 2023-12-06 65072 62641 2431 2431 20000. USA TREASURY NOTES 01.875% DUE 02/15/2051 2021-03-23 2023-12-06 12285 18044 -5759 -5759 11000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-05-03 2023-12-06 10345 10672 -327 -327 15000. USA TREASURY NOTES 01.8750% DUE 02/15/2032 2022-02-24 2023-12-06 12674 14086 -1412 -1412 61921.389 FEDERAL HOME LOAN MTG CORP POOL RA3194 2020-07-16 2023-12-07 51646 65038 -13392 -13392 64705.093 FEDERAL NATL MTG ASSN POOL BN5356 2019-04-09 2023-12-07 62986 66852 -3866 -3866 65971.692 FEDERAL NATL MTG ASSN POOL FM1577 2021-10-25 2023-12-07 63003 67373 -4370 -4370 29198.777 FEDERAL NATL MTG ASSN POOL FM3375 2021-04-27 2023-12-07 27848 31230 -3382 -3382 500000. BAKER HUGHES LLC/CO-OBL UNSC 2022-02-10 2023-12-15 500000 495140 4860 4860 500000. MORGAN STANLEY SR UNSEC CALL 01/25/23 @ 100 2021-01-20 2023-12-26 500000 500000 676. FEDERAL HOME LOAN MTG CORP GOLD POOL G05455 2018-03-09 2023-12-31 676 721 -45 -45 1466.13 FEDERAL HOME LOAN MTG CORP GOLD POOL C03795 2017-06-21 2023-12-31 1466 1514 -48 -48 822.83 FEDERAL HOME LOAN MTG CORP POOL ZS9495 2021-03-16 2023-12-31 823 894 -71 -71 218.72 FEDERAL HOME LOAN MTG CORP POOL ZT0542 2021-05-17 2023-12-31 219 239 -20 -20 913.01 FEDERAL HOME LOAN MTG CORP POOL SD7513 2021-01-20 2023-12-31 913 998 -85 -85 345.73 FEDERAL HOME LOAN MTG CORP GOLD POOL G67700 2021-08-26 2023-12-31 346 375 -29 -29 544.6 FEDERAL HOME LOAN MTG CORP GOLD POOL G60714 2017-06-15 2023-12-31 545 574 -29 -29 479.78 FEDERAL HOME LOAN MTG CORP GOLD POOL G61260 2018-05-09 2023-12-31 480 502 -22 -22 150.95 FEDERAL HOME LOAN MTG CORP POOL RA1193 2020-03-23 2023-12-31 151 159 -8 -8 103.15 FEDERAL HOME LOAN MTG CORP POOL RA3175 2021-11-29 2023-12-31 103 108 -5 -5 239.89 FEDERAL HOME LOAN MTG CORP POOL RA4919 2021-03-24 2023-12-31 240 254 -14 -14 705.09 FEDERAL HOME LOAN MTG CORP POOL RA9270 2023-06-09 2023-12-31 705 707 -2 -2 187.65 FEDERAL NATL MTG ASSN POOL AS1558 2018-08-27 2023-12-31 188 192 -4 -4 52.15 FEDERAL NATL MTG ASSN POOL AS2946 2019-01-28 2023-12-31 52 53 -1 -1 253.19 FEDERAL NATL MTG ASSN POOL AV7104 2018-01-16 2023-12-31 253 265 -12 -12 79.11 FEDERAL NATL MTG ASSN POOL BM5508 2022-03-25 2023-12-31 79 85 -6 -6 383.19 FEDERAL NATL MTG ASSN POOL CA0995 2022-01-25 2023-12-31 383 406 -23 -23 410.68 FEDERAL NATL MTG ASSN POOL CA1354 2019-06-27 2023-12-31 411 424 -13 -13 402.67 FEDERAL NATL MTG ASSN POOL CA1560 2019-05-28 2023-12-31 403 424 -21 -21 116.16 FEDERAL NATL MTG ASSN POOL CA2580 2022-02-25 2023-12-31 116 125 -9 -9 262.45 FEDERAL NATL MTG ASSN POOL CA2166 2018-11-19 2023-12-31 262 270 -8 -8 283.11 FEDERAL NATL MTG ASSN POOL CA3664 2022-05-25 2023-12-31 283 290 -7 -7 804.6 FEDERAL NATL MTG ASSN POOL CA6862 2023-02-27 2023-12-31 805 724 81 81 935.31 FEDERAL NATL MTG ASSN POOL CA8645 2021-07-26 2023-12-31 935 1016 -81 -81 110.64 FEDERAL NATL MTG ASSN POOL CB2899 2022-08-29 2023-12-31 111 103 8 8 582.59 FEDERAL NATL MTG ASSN POOL FM3229 2022-05-09 2023-12-31 583 578 5 5 186.75 FEDERAL NATL MTG ASSN POOL FM5768 2021-09-27 2023-12-31 187 205 -18 -18 919.52 FEDERAL NATL MTG ASSN POOL FM7323 2021-05-10 2023-12-31 920 1041 -121 -121 237.73 FEDERAL NATL MTG ASSN POOL FM7482 2021-05-26 2023-12-31 238 262 -24 -24 503.5 FEDERAL NATL MTG ASSN POOL FM9498 2021-12-28 2023-12-31 504 551 -47 -47 1014.93 FEDERAL NATL MTG ASSN POOL FM9679 2021-11-17 2023-12-31 1015 1120 -105 -105 114.32 FEDERAL NATL MTG ASSN POOL FS0838 2022-04-07 2023-12-31 114 114 88.67 FEDERAL NATL MTG ASSN POOL FS4703 2023-08-29 2023-12-31 89 84 5 5 1000000. 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