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MORTGAGE BACKED SECURITIES (GNMA) REPORT
Entries 1 - 46 of 46
SecurityRateMaturity
Date   
Par ValueBook ValueMarket ValueYield

GENERAL NATL MTG ASSN5.004/20/203325,909,659.2725,777,502.1826,641,823.474.86
GNMA I TBA JUL 30 SINGLE FAM6.0012/1/20991,800,000.001,814,203.121,826,859.425.91
GNMA II POOL5.006/20/20331,042,657.931,072,484.731,010,551.815.16
GNMA II POOL5.008/20/20333,701,662.933,653,381.783,587,679.225.16
GNMA II POOL5.501/20/20341,415,772.971,328,242.891,410,254.395.52
GNMA II POOL6.002/20/2034276,328.63275,822.90281,014.085.90
GNMA II POOL6.001/20/2035318,417.89318,115.74323,817.015.90
GNMA II POOL5.503/20/20354,763,276.214,831,113.434,730,055.985.54
GNMA II POOL5.008/20/20352,746,908.042,681,524.442,652,191.905.18
GNMA II POOL5.504/20/20363,484,708.673,464,656.543,460,361.125.54
GNMA II POOL6.001/20/20371,073,840.091,068,111.441,089,070.205.92
GNMA II POOL5.504/20/2037603,090.16597,119.05598,865.925.54
GNMA II POOL5.507/20/2037923,686.26904,569.44917,216.465.54
GNMA II POOL6.008/20/20372,213,977.002,289,309.932,245,456.285.92
GNMA II POOL6.0011/20/2037888,564.30878,884.84901,198.295.92
GNMA II POOL5.503/20/20381,929,199.791,892,154.581,915,619.135.54
GNMA II POOL6.003/20/20382,157,279.232,144,062.802,188,300.095.91
GNMA II POOL5.004/20/20382,467,544.072,426,119.362,381,686.915.18
GNMA II POOL5.005/20/2038770,334.71752,513.02743,531.245.18
GNMA II POOL5.381/20/202810,614.3210,795.7410,746.655.31
GNMA II POOL5.382/20/20288,659.258,806.608,767.235.31
GNMA II POOL5.253/20/202811,416.2811,597.2311,539.205.19
GNMA II POOL5.383/20/202828,388.3028,875.1728,747.645.31
GNMA II POOL5.383/20/20286,448.316,559.666,531.245.31
GNMA II POOL6.384/20/202815,550.8715,849.0715,748.196.30
GNMA II POOL6.385/20/202816,249.0116,523.6316,455.216.30
GNMA II POOL6.385/20/202836,613.1437,320.3637,095.666.29
GNMA II POOL6.386/20/202826,182.9226,533.9626,506.866.30
GNMA II POOL6.386/20/202822,729.1123,088.8623,013.956.30
GNMA II POOL6.386/20/202830,003.1830,576.2930,365.296.30
GNMA II POOL5.638/20/202826,332.3126,784.8626,568.385.58
GNMA II POOL5.638/20/202911,674.3511,855.4311,760.795.58
GNMA II POOL5.639/20/202927,033.1627,267.2827,230.505.58
GNMA II POOL4.8812/20/2031263,532.11263,532.07264,152.204.86
GNMA II POOL6.006/20/2034465,727.28463,976.96468,010.745.97
GNMA II POOL5.637/20/2035339,253.20336,789.44340,790.365.60
GNMA II POOL5.2512/20/2035191,391.91191,196.96192,777.205.21
GNMA II POOL4.503/20/2036288,995.80287,275.28288,753.774.50
GNMA II POOL6.008/20/2036117,499.82117,275.92118,450.755.95
GNMA POOL5.006/15/20351,621,573.401,636,387.331,572,876.485.15
GNMA POOL6.507/15/2032115,721.51115,721.51120,769.516.23
GNMA POOL5.503/15/20331,733,345.901,745,947.361,732,208.745.50
GNMA POOL6.006/15/20363,009,971.992,989,103.263,058,684.535.90
GNMA POOL6.001/15/20384,356,967.194,402,503.234,428,370.345.90
GNMA POOL9.505/15/20221,311,140.701,442,814.931,434,414.948.68
GOV NATL MTG ASSN GTD4.0212/16/20214,774,764.504,793,744.104,760,846.064.03
Total77,354,687.97$77,238,594.70$77,967,735.33 



Entries 1 - 46 of 46