| MORTGAGE BACKED SECURITIES (GNMA) REPORT |
| Entries 1 - 25 of 46 |
| Security | Rate | Maturity Date | Par Value | Book Value | Market Value | Yield |
|---|---|---|---|---|---|---|
 | ||||||
| GENERAL NATL MTG ASSN | 5.00 | 4/20/2033 | 25,909,659.27 | 25,777,502.18 | 26,641,823.47 | 4.86 |
| GNMA I TBA JUL 30 SINGLE FAM | 6.00 | 12/1/2099 | 1,800,000.00 | 1,814,203.12 | 1,826,859.42 | 5.91 |
| GNMA II POOL | 5.00 | 6/20/2033 | 1,042,657.93 | 1,072,484.73 | 1,010,551.81 | 5.16 |
| GNMA II POOL | 5.00 | 8/20/2033 | 3,701,662.93 | 3,653,381.78 | 3,587,679.22 | 5.16 |
| GNMA II POOL | 5.50 | 1/20/2034 | 1,415,772.97 | 1,328,242.89 | 1,410,254.39 | 5.52 |
| GNMA II POOL | 6.00 | 2/20/2034 | 276,328.63 | 275,822.90 | 281,014.08 | 5.90 |
| GNMA II POOL | 6.00 | 1/20/2035 | 318,417.89 | 318,115.74 | 323,817.01 | 5.90 |
| GNMA II POOL | 5.50 | 3/20/2035 | 4,763,276.21 | 4,831,113.43 | 4,730,055.98 | 5.54 |
| GNMA II POOL | 5.00 | 8/20/2035 | 2,746,908.04 | 2,681,524.44 | 2,652,191.90 | 5.18 |
| GNMA II POOL | 5.50 | 4/20/2036 | 3,484,708.67 | 3,464,656.54 | 3,460,361.12 | 5.54 |
| GNMA II POOL | 6.00 | 1/20/2037 | 1,073,840.09 | 1,068,111.44 | 1,089,070.20 | 5.92 |
| GNMA II POOL | 5.50 | 4/20/2037 | 603,090.16 | 597,119.05 | 598,865.92 | 5.54 |
| GNMA II POOL | 5.50 | 7/20/2037 | 923,686.26 | 904,569.44 | 917,216.46 | 5.54 |
| GNMA II POOL | 6.00 | 8/20/2037 | 2,213,977.00 | 2,289,309.93 | 2,245,456.28 | 5.92 |
| GNMA II POOL | 6.00 | 11/20/2037 | 888,564.30 | 878,884.84 | 901,198.29 | 5.92 |
| GNMA II POOL | 5.50 | 3/20/2038 | 1,929,199.79 | 1,892,154.58 | 1,915,619.13 | 5.54 |
| GNMA II POOL | 6.00 | 3/20/2038 | 2,157,279.23 | 2,144,062.80 | 2,188,300.09 | 5.91 |
| GNMA II POOL | 5.00 | 4/20/2038 | 2,467,544.07 | 2,426,119.36 | 2,381,686.91 | 5.18 |
| GNMA II POOL | 5.00 | 5/20/2038 | 770,334.71 | 752,513.02 | 743,531.24 | 5.18 |
| GNMA II POOL | 5.38 | 1/20/2028 | 10,614.32 | 10,795.74 | 10,746.65 | 5.31 |
| GNMA II POOL | 5.38 | 2/20/2028 | 8,659.25 | 8,806.60 | 8,767.23 | 5.31 |
| GNMA II POOL | 5.25 | 3/20/2028 | 11,416.28 | 11,597.23 | 11,539.20 | 5.19 |
| GNMA II POOL | 5.38 | 3/20/2028 | 28,388.30 | 28,875.17 | 28,747.64 | 5.31 |
| GNMA II POOL | 5.38 | 3/20/2028 | 6,448.31 | 6,559.66 | 6,531.24 | 5.31 |
| GNMA II POOL | 6.38 | 4/20/2028 | 15,550.87 | 15,849.07 | 15,748.19 | 6.30 |
| Entries 1 - 25 of 46 |