| MORTGAGE BACKED SECURITIES (FNMA) REPORT |
| Entries 1 - 25 of 640 |
| Security | Rate | Maturity Date | Par Value | Book Value | Market Value | Yield |
|---|---|---|---|---|---|---|
 | ||||||
| FANNIE MAE | 5.00 | 3/25/2034 | 62,887,522.50 | 62,758,523.89 | 65,899,848.56 | 4.77 |
| FANNIE MAE | 5.38 | 6/12/2017 | 4,700,000.00 | 5,021,450.99 | 4,919,769.18 | 5.13 |
| FEDERAL HOME LN MTG CORP | 5.50 | 2/25/2034 | 105,697,621.15 | 107,751,399.88 | 111,217,949.80 | 5.23 |
| FEDERAL NATL MTG ASSN | 3.00 | 10/1/2036 | 121,289,909.69 | 101,824,009.04 | 110,997,945.37 | 3.28 |
| FEDERAL NATL MTG ASSN | 4.38 | 9/15/2012 | 6,900,000.00 | 6,941,193.66 | 7,010,707.74 | 4.31 |
| FEDERAL NATL MTG ASSN | 5.00 | 2/1/2035 | 2,770,462.41 | 922,834.56 | 715,545.33 | 11.00 |
| FEDERAL NATL MTG ASSN | 5.00 | 8/1/2035 | 27,184,365.34 | 8,066,599.35 | 6,859,996.34 | 11.00 |
| FEDERAL NATL MTG ASSN | 5.00 | 3/1/2036 | 1,291,946.74 | 378,159.47 | 308,002.69 | 11.00 |
| FEDERAL NATL MTG ASSN | 5.25 | 1/15/2009 | 4,800,000.00 | 4,805,243.28 | 4,864,616.64 | 5.18 |
| FEDERAL NATL MTG ASSN | 5.50 | 9/25/2024 | 6,016,082.84 | 5,997,101.70 | 6,066,676.29 | 5.45 |
| FEDERAL NATL MTG ASSN | 6.03 | 4/25/2045 | 2,445,575.29 | 2,500,686.48 | 2,323,202.62 | 6.35 |
| FEDERAL NATL MTG ASSN | 8.00 | 3/18/2027 | 119,674.71 | 37,757.53 | 22,931.79 | 16.00 |
| FEDERAL NATL MTG ASSN | 8.00 | 5/18/2027 | 90,607.75 | 27,830.84 | 18,085.85 | 16.00 |
| FEDERAL NATL MTG ASSN STRIPPED | 5.00 | 6/1/2035 | 438,066.45 | 125,116.62 | 106,244.12 | 11.00 |
| FEDERAL NATL MTG ASSN STRIPPED | 5.00 | 4/1/2036 | 1,452,440.20 | 441,834.55 | 352,110.43 | 11.00 |
| FNMA GRANTOR TRUST | 6.50 | 1/25/2044 | 3,134,535.46 | 3,200,285.90 | 3,128,589.25 | 6.51 |
| FNMA POOL | 8.75 | 7/1/2021 | 96,608.79 | 102,145.37 | 104,575.28 | 8.08 |
| FNMA POOL | 8.75 | 7/1/2021 | 129,125.50 | 136,525.62 | 138,621.45 | 8.15 |
| FNMA POOL | 8.75 | 8/1/2021 | 21,090.40 | 22,301.67 | 22,298.42 | 8.28 |
| FNMA POOL | 8.75 | 8/1/2021 | 26,045.56 | 27,541.43 | 27,748.88 | 8.21 |
| FNMA POOL | 8.75 | 9/1/2021 | 52,959.32 | 56,007.36 | 57,366.13 | 8.08 |
| FNMA POOL | 8.50 | 10/1/2021 | 105,282.88 | 110,971.21 | 113,418.07 | 7.89 |
| FNMA POOL | 8.50 | 11/1/2021 | 135,029.01 | 142,339.54 | 145,235.65 | 7.90 |
| FNMA POOL | 8.50 | 11/1/2021 | 61,813.71 | 65,160.35 | 66,499.12 | 7.90 |
| FNMA POOL | 8.50 | 12/1/2021 | 29,307.12 | 30,896.96 | 30,853.61 | 8.07 |
| Entries 1 - 25 of 640 |