| 1
a |
35000. BANK OF AMERICA CORP 2.600% 1/15/19 |
|
2014-05-14 |
2019-01-15 |
| b |
18000. ANHEUSER-BUSCH INBEV 2.650% 2/01/21 |
|
2018-04-24 |
2019-01-24 |
| c |
25000. KOHL'S CORPORATION 4.000% 11/01/21 |
|
2016-06-27 |
2019-01-24 |
| d |
91.51 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-02-15 |
| e |
6.61 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-02-15 |
|
32.23 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-02-15 |
|
15.96 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-02-15 |
|
5.17 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-02-15 |
|
10.1 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-02-15 |
|
3.31 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-02-15 |
|
224.59 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-02-15 |
|
36.19 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-02-15 |
|
45.58 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-02-15 |
|
35000. US TREASURY NOTE 1.000% 11/15/19 |
|
2016-12-06 |
2019-02-22 |
|
11.39 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-02-25 |
|
57.79 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-02-25 |
|
14.76 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-02-25 |
|
10.99 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-02-25 |
|
9.47 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-02-25 |
|
12.05 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-02-25 |
|
16.95 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-02-25 |
|
26.04 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-02-25 |
|
14.86 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-02-25 |
|
4.88 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-02-25 |
|
8.09 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-02-25 |
|
90.7 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-02-25 |
|
14.96 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-02-25 |
|
1.27 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-02-25 |
|
46.71 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-02-25 |
|
96.23 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-02-25 |
|
85.24 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-03-15 |
|
23.33 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-03-15 |
|
32.38 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-03-15 |
|
16.8 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-03-15 |
|
5.65 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-03-15 |
|
103.41 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-03-15 |
|
3.33 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-03-15 |
|
599.39 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-03-15 |
|
250.72 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-03-15 |
|
46.49 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-03-15 |
|
16.37 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-03-25 |
|
58.19 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-03-25 |
|
14.83 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-03-25 |
|
11.05 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-03-25 |
|
33.11 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-03-25 |
|
12.36 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-03-25 |
|
17.15 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-03-25 |
|
25.75 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-03-25 |
|
14.93 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-03-25 |
|
4.91 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-03-25 |
|
8.13 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-03-25 |
|
13.43 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-03-25 |
|
5.01 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-03-25 |
|
1.28 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-03-25 |
|
7.94 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-03-25 |
|
189.23 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-03-25 |
|
30000. US TREASURY NOTE 1.000% 11/15/19 |
|
2016-12-06 |
2019-03-28 |
|
35000. US TREASURY NOTE 2.625% 8/15/20 |
|
2010-09-29 |
2019-04-12 |
|
68.09 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-04-15 |
|
26.48 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-04-15 |
|
32.54 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-04-15 |
|
16.76 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-04-15 |
|
5.23 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-04-15 |
|
144.57 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-04-15 |
|
214.59 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-04-15 |
|
168.43 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-04-15 |
|
239.41 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-04-15 |
|
46.76 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-04-15 |
|
41.82 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-04-25 |
|
58.58 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-04-25 |
|
14.24 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-04-25 |
|
11.11 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-04-25 |
|
9.73 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-04-25 |
|
12.51 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-04-25 |
|
17.3 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-04-25 |
|
213.42 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-04-25 |
|
15. FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-04-25 |
|
4.94 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-04-25 |
|
8.16 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-04-25 |
|
12.31 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-04-25 |
|
180.49 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-04-25 |
|
1.29 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-04-25 |
|
7.97 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-04-25 |
|
57.15 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-04-25 |
|
74.61 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-05-15 |
|
50.88 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-05-15 |
|
37.8 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-05-15 |
|
16.86 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-05-15 |
|
5.97 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-05-15 |
|
9.63 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-05-15 |
|
2.49 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-05-15 |
|
181.53 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-05-15 |
|
498.39 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-05-15 |
|
718.52 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-05-15 |
|
15000. US TREASURY NOTE 2.625% 8/15/20 |
|
2010-09-29 |
2019-05-15 |
|
40000. US TREASURY NOTE 1.000% 11/15/19 |
|
2016-12-06 |
2019-05-15 |
|
18.35 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-05-25 |
|
58.99 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-05-25 |
|
14.31 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-05-25 |
|
11.17 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-05-25 |
|
10.36 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-05-25 |
|
12.56 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-05-25 |
|
19.14 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-05-25 |
|
225.03 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-05-25 |
|
15.08 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-05-25 |
|
4.96 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-05-25 |
|
21.78 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-05-25 |
|
12.37 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-05-25 |
|
4.9 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-05-25 |
|
1.29 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-05-25 |
|
8.01 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-05-25 |
|
51.37 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-05-25 |
|
74.89 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-06-15 |
|
14.09 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-06-15 |
|
46.49 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-06-15 |
|
17.4 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-06-15 |
|
5.36 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-06-15 |
|
11. FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-06-15 |
|
2.54 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-06-15 |
|
262.05 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-06-15 |
|
213.26 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-06-15 |
|
39.69 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-06-15 |
|
25000. DOW CHEMICAL CO/THE 4.250% 11/15/20 |
|
2016-02-01 |
2019-06-19 |
|
30.08 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-06-25 |
|
59.4 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-06-25 |
|
14.39 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-06-25 |
|
11.24 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-06-25 |
|
63.5 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-06-25 |
|
12.51 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-06-25 |
|
16.51 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-06-25 |
|
28.27 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-06-25 |
|
15.15 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-06-25 |
|
4.99 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-06-25 |
|
8.29 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-06-25 |
|
12.42 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-06-25 |
|
4.34 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-06-25 |
|
1.3 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-06-25 |
|
9.1 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-06-25 |
|
138.18 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-06-25 |
|
30000. TARGET CORP 2.300% 6/26/19 |
|
2017-04-05 |
2019-06-26 |
|
73.59 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-07-15 |
|
39.13 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-07-15 |
|
32.35 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-07-15 |
|
18.56 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-07-15 |
|
5.69 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-07-15 |
|
109.89 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-07-15 |
|
2.49 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-07-15 |
|
163.08 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-07-15 |
|
521.31 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-07-15 |
|
39.79 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-07-15 |
|
18.51 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-07-25 |
|
59.81 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-07-25 |
|
15.95 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-07-25 |
|
11.3 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-07-25 |
|
9.84 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-07-25 |
|
12.37 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-07-25 |
|
17.11 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-07-25 |
|
25.41 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-07-25 |
|
15.22 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-07-25 |
|
5.01 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-07-25 |
|
8.33 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-07-25 |
|
19.76 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-07-25 |
|
5.52 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-07-25 |
|
1.31 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-07-25 |
|
8.09 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-07-25 |
|
90.48 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-07-25 |
|
43470.416 AQR MANAGED FUTURES STR-I |
|
2013-09-05 |
2019-07-30 |
|
27346.154 BLACKROCK GL L/S CREDIT-K #1940 |
|
2018-09-12 |
2019-07-30 |
|
5690.44 AMERICAN EUROPACIFIC GRTH CL F2 616 |
|
2016-03-16 |
2019-07-30 |
|
1652. ISHARES CORE S & P 500 ETF |
|
2010-07-15 |
2019-07-30 |
|
29932.383 MERGER FUND-INST #301 |
|
2012-02-07 |
2019-07-30 |
|
19640.847 PIMCO FOREIGN BD FD USD H-INST #103 |
|
2008-12-23 |
2019-07-30 |
|
25017.286 ROBECO BP LNG/SHRT RES-INS |
|
2016-03-16 |
2019-07-30 |
|
1982. SPDR DOW JONES REIT ETF |
|
2009-05-20 |
2019-07-30 |
|
22865.854 VANGUARD TAX-MANAGED INTL-INV 127 |
|
2011-11-21 |
2019-07-31 |
|
67.08 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-08-15 |
|
6.63 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-08-15 |
|
96.32 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-08-15 |
|
16.61 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-08-15 |
|
5.41 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-08-15 |
|
9.06 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-08-15 |
|
2.49 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-08-15 |
|
1010.78 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-08-15 |
|
35.5 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-08-15 |
|
40.15 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-08-15 |
|
10.58 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-08-25 |
|
60.21 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-08-25 |
|
20.23 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-08-25 |
|
11.36 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-08-25 |
|
10.07 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-08-25 |
|
12.25 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-08-25 |
|
17.54 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-08-25 |
|
23.4 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-08-25 |
|
15.29 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-08-25 |
|
5.04 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-08-25 |
|
8.36 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-08-25 |
|
13.52 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-08-25 |
|
4.56 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-08-25 |
|
1.31 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-08-25 |
|
8.13 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-08-25 |
|
124.61 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-08-25 |
|
59.08 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-09-15 |
|
20.09 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-09-15 |
|
11.46 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-09-15 |
|
31.17 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-09-15 |
|
6.07 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-09-15 |
|
8.8 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-09-15 |
|
2.51 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-09-15 |
|
657.41 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-09-15 |
|
591.03 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-09-15 |
|
1727.76 FED HOME LN MTG CORP 3.500% 3/15/45 |
|
2019-08-13 |
2019-09-15 |
|
1455.87 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-09-15 |
|
25000. UNUM GROUP 3.000% 5/15/21 |
|
2016-05-31 |
2019-09-17 |
|
472.66 FED NATL MTG ASSN 3.500% 1/25/43 |
|
2019-08-08 |
2019-09-25 |
|
25.1 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-09-25 |
|
60.63 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-09-25 |
|
14.75 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-09-25 |
|
13.4 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-09-25 |
|
85.95 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-09-25 |
|
12.81 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-09-25 |
|
17.61 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-09-25 |
|
26.78 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-09-25 |
|
15.36 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-09-25 |
|
5.07 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-09-25 |
|
8.4 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-09-25 |
|
120.93 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-09-25 |
|
4.75 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-09-25 |
|
1.32 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-09-25 |
|
8.16 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-09-25 |
|
64.8 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-09-25 |
|
57.85 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-10-15 |
|
6.29 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-10-15 |
|
11.52 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-10-15 |
|
15.53 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-10-15 |
|
5.47 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-10-15 |
|
29.77 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-10-15 |
|
2.52 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-10-15 |
|
474.84 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-10-15 |
|
546.29 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-10-15 |
|
2097.14 FED HOME LN MTG CORP 3.500% 3/15/45 |
|
2019-08-13 |
2019-10-15 |
|
30.24 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-10-15 |
|
805.5 FED NATL MTG ASSN 3.500% 1/25/43 |
|
2019-08-08 |
2019-10-25 |
|
21.74 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-10-25 |
|
61.04 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-10-25 |
|
15.06 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-10-25 |
|
9.52 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-10-25 |
|
9.29 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-10-25 |
|
13.41 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-10-25 |
|
18.56 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-10-25 |
|
27.59 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-10-25 |
|
15.44 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-10-25 |
|
5.09 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-10-25 |
|
8.44 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-10-25 |
|
13.79 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-10-25 |
|
4.44 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-10-25 |
|
1.32 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-10-25 |
|
7.88 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-10-25 |
|
129.77 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-10-25 |
|
15000. US TREASURY NOTE 1.000% 6/30/21 |
|
2016-06-27 |
2019-11-06 |
|
10000. US TREASURY NOTE 2.000% 2/15/22 |
|
2019-01-14 |
2019-11-06 |
|
35000. US TREASURY NOTE 2.000% 2/15/22 |
|
2012-03-28 |
2019-11-06 |
|
65000. US TREASURY NOTE 2.250% 4/30/21 |
|
2014-05-29 |
2019-11-06 |
|
64.38 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-11-15 |
|
79.59 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-11-15 |
|
11.57 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-11-15 |
|
13.91 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-11-15 |
|
103.04 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-11-15 |
|
258.65 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-11-15 |
|
2.54 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-11-15 |
|
202.02 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-11-15 |
|
421.65 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-11-15 |
|
2586.32 FED HOME LN MTG CORP 3.500% 3/15/45 |
|
2019-08-13 |
2019-11-15 |
|
29.78 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-11-15 |
|
25000. LOCKHEED MARTIN CORP 4.250% 11/15/19 |
|
2013-09-11 |
2019-11-15 |
|
40000. WESTPAC BANKING CORP 4.875% 11/19/19 |
|
2011-06-06 |
2019-11-19 |
|
2131.63 FED NATL MTG ASSN 3.500% 1/25/43 |
|
2019-08-08 |
2019-11-25 |
|
34.07 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-11-25 |
|
61.47 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-11-25 |
|
16.4 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-11-25 |
|
11.56 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-11-25 |
|
12.15 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-11-25 |
|
13.58 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-11-25 |
|
18.65 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-11-25 |
|
25.79 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-11-25 |
|
15.51 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-11-25 |
|
5.12 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-11-25 |
|
1292.22 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-11-25 |
|
117.21 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-11-25 |
|
4.46 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-11-25 |
|
1.37 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-11-25 |
|
6.74 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-11-25 |
|
81.79 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-11-25 |
|
30000. GEORGIA POWER COMPAN 4.250% 12/01/19 |
|
2009-12-08 |
2019-12-01 |
|
59.77 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-12-15 |
|
21.16 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-12-15 |
|
68.27 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-12-15 |
|
13.21 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-12-15 |
|
4.78 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-12-15 |
|
7.18 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-12-15 |
|
2.55 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-12-15 |
|
529.52 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-12-15 |
|
922.22 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-12-15 |
|
1760.6 FED HOME LN MTG CORP 3.500% 3/15/45 |
|
2019-08-13 |
2019-12-15 |
|
30.6 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-12-15 |
|
602.65 FED NATL MTG ASSN 3.500% 1/25/43 |
|
2019-08-08 |
2019-12-25 |
|
49.96 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-12-25 |
|
61.89 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-12-25 |
|
13.68 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-12-25 |
|
11.62 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-12-25 |
|
10.15 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-12-25 |
|
12.96 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-12-25 |
|
18.73 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-12-25 |
|
159.86 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-12-25 |
|
15.58 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-12-25 |
|
5.15 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-12-25 |
|
3.92 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-12-25 |
|
12.83 FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-12-25 |
|
4.49 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-12-25 |
|
1.34 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-12-25 |
|
167.54 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-12-25 |
|
75.19 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-12-25 |
|
55.72 FHLMC POOL G11981 5.000% 4/01/21 |
|
2006-05-19 |
2019-12-31 |
|
5.8 FHLMC POOL G08122 5.500% 4/01/36 |
|
2006-05-19 |
2019-12-31 |
|
9.71 FHLMC POOL J04827 5.500% 5/01/22 |
|
2007-06-20 |
2019-12-31 |
|
14.42 FHLMC POOL C00859 6.500% 9/01/29 |
|
2000-09-29 |
2019-12-31 |
|
4.49 FHLMC POOL A10322 5.000% 6/01/33 |
|
2003-05-28 |
2019-12-31 |
|
7.21 FHLMC POOL A14186 5.500% 10/01/33 |
|
2004-03-10 |
2019-12-31 |
|
2.57 FHLMC POOL C58858 6.000% 10/01/31 |
|
2001-10-01 |
2019-12-31 |
|
610.97 FHLMC POOL #Q09258 3.000% 7/01/42 |
|
2013-01-04 |
2019-12-31 |
|
1051.47 FHLMC POOL #Q30470 4.000% 12/01/44 |
|
2016-04-13 |
2019-12-31 |
|
33.37 FNMA POOL 545064 6.500% 6/01/31 |
|
2004-01-13 |
2019-12-31 |
|
62.32 FNMA POOL 558575 7.500% 11/01/30 |
|
2000-09-29 |
2019-12-31 |
|
308.25 FNMA POOL 572672 6.000% 4/01/31 |
|
2001-09-04 |
2019-12-31 |
|
11.69 FNMA POOL #630420 6.000% 3/01/32 |
|
2002-03-05 |
2019-12-31 |
|
65.79 FNMA POOL #636697 6.000% 5/01/32 |
|
2002-08-01 |
2019-12-31 |
|
14.07 FNMA POOL 722126 5.000% 7/01/33 |
|
2003-06-16 |
2019-12-31 |
|
18.81 FNMA POOL 731742 5.000% 9/01/33 |
|
2003-08-11 |
2019-12-31 |
|
26.39 FNMA POOL 757866 5.500% 11/01/33 |
|
2003-12-05 |
2019-12-31 |
|
15.66 FNMA POOL 794348 5.000% 9/01/34 |
|
2004-09-09 |
2019-12-31 |
|
5.17 FNMA POOL 796970 6.000% 10/01/34 |
|
2005-01-27 |
2019-12-31 |
|
3.93 FNMA POOL 825743 4.500% 7/01/35 |
|
2010-11-10 |
2019-12-31 |
|
12. FNMA POOL 848355 5.000% 8/01/35 |
|
2005-12-21 |
2019-12-31 |
|
4.51 FNMA POOL 881437 6.000% 7/01/36 |
|
2008-04-17 |
2019-12-31 |
|
1.34 FNMA POOL 898329 5.500% 12/01/36 |
|
2007-02-13 |
2019-12-31 |
|
6.33 FNMA POOL 900910 5.000% 2/01/37 |
|
2007-02-13 |
2019-12-31 |
|
124.36 FNMA POOL AB1501 4.000% 9/01/40 |
|
2010-09-20 |
2019-12-31 |
|
30.63 GNMA POOL 468223 6.500% 9/15/28 |
|
2000-09-29 |
2019-12-31 |
|
CAPITAL GAIN DIVIDENDS |
P |
|
|