Form990-PF

Department of the Treasury
Internal Revenue Service

Return of Private Foundation
or Section 4947(a)(1) Trust Treated as Private Foundation
bulletDo not enter social security numbers on this form as it may be made public.
bulletGo to www.irs.gov/Form990PF for instructions and the latest information.
OMB No. 1545-0052
2020
Open to Public Inspection
For calendar year 2020, or tax year beginning 01-01-2020 , and ending 12-31-2020
Name of foundation
The George Gund Foundation
 
Number and street (or P.O. box number if mail is not delivered to street address)45 Prospect Ave W Guildhall No 1
 
Room/suite
City or town, state or province, country, and ZIP or foreign postal code
Cleveland, OH44115
A Employer identification number

34-6519769
B Telephone number (see instructions)

(216) 241-3114
C bullet
G Check all that apply:

D 1. Foreign organizations, check here............. bullet
2. Foreign organizations meeting the 85%
test, check here and attach computation ...
bullet
E bullet
H Check type of organization:
F bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$592,888,372
J Accounting method:
 
(Part I, column (d) must be on cash basis.)
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see instructions).) (a) Revenue and
expenses per
books
(b) Net investment
income
(c) Adjusted net
income
(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule)  
2 Check bullet.............
3 Interest on savings and temporary cash investments 30,193 30,193  
4 Dividends and interest from securities... 9,356,592 9,356,592  
5a Gross rents............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 59,258,517
b Gross sales price for all assets on line 6a 159,974,466
7 Capital gain net income (from Part IV, line 2)... 59,130,181
8 Net short-term capital gain.........  
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule)....... 165,901 163,327  
12 Total. Add lines 1 through 11........ 68,811,203 68,680,293  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 371,988 0   371,988
14 Other employee salaries and wages...... 1,341,773 0   1,341,773
15 Pension plans, employee benefits....... 664,321 0   664,321
16a Legal fees (attach schedule)......... 76,855 69,570   7,285
b Accounting fees (attach schedule)....... 212,700 31,905   180,795
c Other professional fees (attach schedule).... 5,832,756 5,730,046   102,710
17 Interest............... 115,387 115,387   0
18 Taxes (attach schedule) (see instructions)... 338,471 259,771   200
19 Depreciation (attach schedule) and depletion... 30,502 0  
20 Occupancy.............. 155,555 0   155,555
21 Travel, conferences, and meetings....... 50,312 0   50,312
22 Printing and publications.......... 78,644 0   78,644
23 Other expenses (attach schedule)....... 1,188,847 0   188,847
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 10,458,111 6,206,679   3,142,430
25 Contributions, gifts, grants paid....... 46,033,271 46,033,271
26 Total expenses and disbursements. Add lines 24 and 25 56,491,382 6,206,679   49,175,701
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements 12,319,821
b Net investment income (if negative, enter -0-) 62,473,614
c Adjusted net income (if negative, enter -0-)...  
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2020)
Form 990-PF (2020)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.)
Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing............. 522,073 722,552 722,552
2 Savings and temporary cash investments......... 6,533,963 4,560,040 4,560,040
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet        
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see instructions).....      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet   2,459 0 0
8 Inventories for sale or use..............      
9 Prepaid expenses and deferred charges..........      
10a Investments—U.S. and state government obligations (attach schedule) 15,713,913 13,877,751 13,863,495
b Investments—corporate stock (attach schedule)....... 347,100,829 366,305,687 483,311,633
c Investments—corporate bonds (attach schedule)....... 4,136,248 4,638,360 4,963,374
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans.............      
13 Investments—other (attach schedule).......... 84,211,618 78,179,833 76,784,215
14 Land, buildings, and equipment: basis bullet917,805
Less: accumulated depreciation (attach schedule) bullet841,719 86,088 76,086 76,086
15 Other assets (describe bullet) 6,349,899 8,606,977 8,606,977
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 464,657,090 476,967,286 592,888,372
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable.................    
19 Deferred revenue.................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet) 14,253 11,894
23 Total liabilities (add lines 17 through 22)......... 14,253 11,894
Net Assets or Fund Balances Foundations that follow FASB ASC 958, check here bullet
and complete lines 24, 25, 29 and 30.
24 Net assets without donor restrictions...........    
25 Net assets with donor restrictions............    
Foundations that do not follow FASB ASC 958, check here bullet
and complete lines 26 through 30.
26 Capital stock, trust principal, or current funds........ 464,642,837 476,955,392
27 Paid-in or capital surplus, or land, bldg., and equipment fund 0 0
28 Retained earnings, accumulated income, endowment, or other funds 0 0
29 Total net assets or fund balances (see instructions)..... 464,642,837 476,955,392
30 Total liabilities and net assets/fund balances (see instructions). 464,657,090 476,967,286
Part III
Analysis of Changes in Net Assets or Fund Balances
1
Total net assets or fund balances at beginning of year—Part II, column (a), line 29 (must agree with end-of-year figure reported on prior year’s return) ...............
1
464,642,837
2
Enter amount from Part I, line 27a .....................
2
12,319,821
3
Other increases not included in line 2 (itemize) bullet
3
0
4
Add lines 1, 2, and 3 ..........................
4
476,962,658
5
Decreases not included in line 2 (itemize) bullet
5
7,266
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 29 .
6
476,955,392
Form 990-PF (2020)
Form 990-PF (2020)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.)
(b)
How acquired
P—Purchase
D—Donation
(c)
Date acquired
(mo., day, yr.)
(d)
Date sold
(mo., day, yr.)
1 a 10426 shs Kellogg Co D 1969-04-03 2020-01-13
b 21258 shs Kellogg Co D 1969-04-03 2020-06-01
c 45332 shs Kellogg Co D 1969-04-03 2020-07-09
d 27305 shs Kellogg Co D 1969-04-03 2020-10-22
e 27038 shs Kellogg Co D 1969-04-03 2020-12-16
Oakmark - Per K-1 P    
Harbourvest Ptr VII - Buyout - Per K-1 P    
Harbourvest Ptr VII - Venture - Per K-1 P    
Dynamic Mgr: Portfolio 1 - Per K-1 P    
Dynamic Mgr: Portfolio 2 - Per K-1 P    
Early Stage Partners - Per K-1 P    
Early Stage Partners II - Per K-1 P    
NEO Capital Fund - Per K-1 P    
1,831.51 Shs Goldman Sachs Global Managers Alpha Plus Portolio Class 1 P 2004-07-30 2020-01-31
316.20 Shs Goldman Sachs Global Managers Alpha Plus Portolio Class 1 P 2004-07-30 2020-04-30
2,861.54 Shs Goldman Sachs Global Managers Alpha Plus Portolio Class 1 P 2004-07-30 2020-06-30
6,702.08 Shs Goldman Sachs Global Managers Alpha Plus Portolio Class 1 P 2004-07-30 2020-07-31
4,409.41 Shs Goldman Sachs Global Managers Alpha Plus Portolio Class 1 P 2004-07-30 2020-10-30
3,828.21 Shs Goldman Sachs Global Managers Alpha Plus Portolio Class 1 P 2004-07-30 2020-12-31
3,907.31 Shs Gs Global Manager Strategies Alpha Plus Ii Portfolio Class 1 P 2005-01-31 2020-01-31
801.74 Shs Gs Global Manager Strategies Alpha Plus Ii Portfolio Class 1 P 2005-01-31 2020-04-30
5,848.29 Shs Gs Global Manager Strategies Alpha Plus Ii Portfolio Class 1 P 2005-01-31 2020-06-30
14,107.40 Shs Gs Global Manager Strategies Alpha Plus Ii Portfolio Class 1 P 2005-01-31 2020-07-31
9,187.46 Shs Gs Global Manager Strategies Alpha Plus Ii Portfolio Class 1 P 2005-01-31 2020-10-31
7,857.19 Shs Gs Global Manager Strategies Alpha Plus Ii Portfolio Class 1 P 2005-01-31 2020-12-31
101566.6369 Hawaiian Airlines Trust Dtd 5/29/2013 3.90000% 7/15/20 P 2019-04-16 2020-01-15
75000. New Haven Conn Dtd 12/18/2019 2.85700% 8/1/2027 P 2019-12-05 2020-01-24
125000. United States Treas Nts Infl Idx Dtd 1/15/2019 0.87500% 1/ P   2020-01-24
162628.844 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2019-12-04 2020-01-27
82564.2264 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2019-12-13 2020-01-27
50000. United States Treas Nts Dtd 10/31/2019 1.62500% 10/31/2026 P 2019-10-31 2020-01-27
100000. Priceline Group Inc Dtd 8/15/2017 3.55000% 3/15/2028 P 2019-05-14 2020-01-28
101700.048 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-01-31
175000. United States Treasury Dtd 8/15/2017 0.00000% 8/15/2047 P   2020-02-07
50000. Michigan St Hsg Dev Auth Dtd 10/31/2019 3.53000% 6/1/2050 P 2019-10-09 2020-02-12
135968.0399 Freddie Mac Gold Dtd 8/1/1999 7.00000% 7/1/2024 P 2020-01-22 2020-02-18
100000. Grand Parkway Transn Corp Tex Dtd 2/27/2020 3.21600% 10/1/ P 2020-02-12 2020-02-18
50000. United States Treasury Dtd 8/15/2017 0.00000% 8/15/2047 P   2020-02-18
161636.741 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2019-12-04 2020-02-25
80957.6621 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2019-12-13 2020-02-25
50000. United States Treasury Dtd 8/15/2017 0.00000% 8/15/2047 P 2020-01-23 2020-02-27
100000. Bank Of Nova Scotia Dtd 12/16/2015 4.50000% 12/16/2025 P 2019-11-05 2020-03-02
100000. Mercury General Corp Dtd 3/8/2017 4.40000% 3/15/2027 P 2019-04-18 2020-03-02
100000. United States Treas Bds Infl Idx Dtd 2/15/2020 0.25000% 2/ P 2020-02-28 2020-03-02
75000. Williamette Industries Inc Dtd 7/1/1996 7.85000% 7/1/2026 P 2019-11-07 2020-03-02
100000. Kroger Co Dtd 9/22/1999 8.00000% 9/15/2029 P 2019-03-06 2020-03-03
50000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-02 2020-03-03
75000. Fairfax Financial Holdings Ltd Dtd 10/17/2018 4.85000% 4/1 P 2019-04-08 2020-03-04
25000. Hawaiian Airlines Trust Dtd 5/29/2013 3.90000% 7/15/2027 P 2019-04-16 2020-03-04
250000. United States Treas Nts Dtd 10/31/2019 1.62500% 10/31/2026 P 2019-10-31 2020-03-04
75000. Meadwestvaco Corp Dtd 2/6/2001 7.95000% 2/15/2031 P 2019-05-09 2020-03-04
100000. Jetblue Airways Corp Dtd 11/12/2019 2.75000% 5/15/2032 P 2019-10-29 2020-03-10
25000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-10 2020-03-11
132004.2868 Freddie Mac Gold Dtd 8/1/1999 7.00000% 7/1/2024 P 2020-01-22 2020-03-16
50000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-02 2020-03-17
400000. United States Treasury Dtd 8/15/2017 0.00000% 8/15/2047 P   2020-03-18
75000. United States Treas Bds Dtd 11/15/2019 2.37500% 11/15/2049 P 2020-03-03 2020-03-18
200000. United States Treas Nts Dtd 2/15/2020 1.50000% 2/15/2030 P   2020-03-18
275000. United States Treasury Dtd 8/15/2017 0.00000% 8/15/2047 P 2019-07-03 2020-03-20
25000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-20 2020-03-23
160654.438 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2019-12-04 2020-03-25
78733.9862 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2019-12-13 2020-03-25
100441.392 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-03-25
25000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-25 2020-03-25
99848.8899 Virginia St Hsg Dev Auth Comwl Dtd 2/1/2020 2.85000% 1 P 2020-01-29 2020-03-25
50000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P   2020-03-26
50000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-26 2020-03-27
150000. United States Treas Nts Dtd 10/31/2019 1.62500% 10/31/2026 P 2019-10-31 2020-03-31
100000. United States Treas Nts Dtd 2/29/2020 1.12500% 2/28/2025 P 2020-03-04 2020-03-31
50000. Kimberly-Clark Corp Dtd 10/29/2018 3.95000% 11/1/2028 P 2020-03-26 2020-04-03
100000. Freddie Mac Dtd 3/1/2005 5.50000% 3/15/2035 P 2020-03-20 2020-04-07
1900000. Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2019-12-04 2020-04-13
360000. Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2019-12-13 2020-04-13
128017.3369 Freddie Mac Gold Dtd 8/1/1999 7.00000% 7/1/2024 P 2020-01-22 2020-04-15
78031.337 Freddie Mac Dtd 3/1/2005 5.50000% 3/15/2035 P 2020-03-20 2020-04-15
25000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-20 2020-04-15
150000. United States Treas Nts Dtd 10/31/2019 1.62500% 10/31/2026 P   2020-04-15
100000. Wisconsin St Gen Fd Annual Appr Dtd 2/13/2020 2.39900% 5/1 P 2020-01-29 2020-04-15
100000. Buncombe Cnty N C Dtd 4/9/2020 2.40000% 6/1/2030 P 2020-04-02 2020-04-16
96653331. Freddie Mac Gold Dtd 8/1/1999 7.00000% 7/1/2024 P 2020-01-22 2020-04-27
68291.295 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-04-27
98689.392 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-04-27
99386.5404 Virginia St Hsg Dev Auth Comwl Dtd 2/1/2020 2.85000% 1 P 2020-01-29 2020-04-27
158876.277 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2019-12-04 2020-04-29
78388.5919 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2019-12-13 2020-04-29
50000. Cox Communications Inc Dtd 2/20/2009 8.37500% 3/1/2039 P 2020-04-14 2020-04-30
99854.4964 Colorado Hsg & Fin Auth Dtd 3/26/2020 2.35000% 4/1/205 P 2020-03-12 2020-05-01
100000. Colorado Hsg & Fin Auth Dtd 3/26/2020 2.35000% 4/1/2050 P 2020-03-12 2020-05-11
50000. Jpmorgan Chase & Co Dtd 5/13/2020 2.95600% 5/13/2031 P 2020-05-06 2020-05-12
50000. Evergy Kansas Central Inc Dtd 4/9/2020 3.45000% 4/15/2050 P 2020-04-02 2020-05-14
67518.579 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-05-26
97194.096 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-05-26
99239.0675 Virginia St Hsg Dev Auth Comwl Dtd 2/1/2020 2.85000% 1 P 2020-01-29 2020-05-26
250000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P 2020-03-20 2020-05-27
100000. Baptist Health Obligated Group Dtd 12/19/2019 4.10000% 12/ P 2019-12-05 2020-06-04
50000. Kroger Co Dtd 4/28/2020 2.20000% 5/1/2030 P 2020-04-21 2020-06-08
75000. Tennessee Hsg Dev Agy Resident Dtd 5/28/2020 2.30800% 1/1/ P 2020-05-07 2020-06-09
100000. Tennessee Hsg Dev Agy Resident Dtd 3/25/2020 2.12000% 7/1/ P 2020-02-26 2020-06-10
100000. Virginia St Hsg Dev Auth Comwl Dtd 2/1/2020 2.85000% 12/25 P 2020-01-29 2020-06-11
50000. Archer Daniels Midland Co Dtd 12/15/1997 6.75000% 12/15/20 P 2019-12-09 2020-06-15
50000. Marathon Petroleum Corp Dtd 4/27/2020 4.70000% 5/1/2025 P 2020-04-24 2020-06-24
66348.36 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-06-25
95704.8 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-06-25
98918.5561 Virginia St Hsg Dev Auth Comwl Dtd 2/1/2020 2.85000% 1 P 2020-01-29 2020-06-26
100000. Western Mich Univ Homer Stryker Dtd 10/9/2018 4.75000% 11/ P 2020-02-07 2020-07-01
100000. Delta Air Lines Pass Thru Tr Dtd 8/24/2015 3.62500% 7/30/2 P 2020-04-30 2020-07-09
100000. Massachusetts Edl Fing Auth Dtd 6/13/2019 3.45500% 7/1/202 P 2020-03-11 2020-07-09
75000. Hp Inc Dtd 6/17/2020 2.20000% 6/17/2025 P 2020-06-17 2020-07-14
65662.641 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-07-27
93714.912 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-07-27
100000. Virginia St Hsg Dev Auth Dtd 7/21/2020 2.98200% 7/1/2040 P 2020-07-09 2020-08-04
100000. California Health Facs Fing Auth Dtd 4/27/2020 3.56600% 11 P 2020-04-22 2020-08-14
64717.614 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-08-25
92136.912 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-08-25
10000. Michigan St Hsg Dev Auth Dtd 10/31/2019 3.53000% 6/1/2050 P 2019-10-09 2020-09-01
100000. Archer-Daniels-Midland Co Dtd 3/27/2020 3.25000% 3/27/2030 P 2020-06-15 2020-09-18
50000. Hewlett Packard Enterprise Co Dtd 7/17/2020 1.75000% 4/1/2 P 2020-07-14 2020-09-21
50000. Anheuser-Busch Inbev Worldwide Inc Dtd 1/23/2019 5.55000% P 2020-03-17 2020-09-22
50000. Arizona Public Service Co Dtd 5/19/2015 3.15000% 5/15/2025 P 2020-06-24 2020-09-22
50000. Essential Utilities Inc Dtd 4/15/2020 2.70400% 4/15/2030 P 2020-04-13 2020-09-22
100000. Fannie Mae Dtd 2/1/2020 2.47500% 2/1/2035 P 2020-02-28 2020-09-23
50000. Intuit Inc Dtd 6/29/2020 0.95000% 7/15/2025 P 2020-06-29 2020-09-23
300000. United States Treas Bds Dtd 2/15/2020 2.00000% 2/15/2050 P   2020-09-23
100000. Emerson Electric Co Dtd 4/29/2020 1.95000% 10/15/2030 P   2020-09-25
63958.11 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-09-25
90552.192 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-09-25
50000. Brown & Brown Inc Dtd 9/24/2020 2.37500% 3/15/2031 P   2020-09-29
77889.9647 Spirit Airlines Inc Dtd 8/11/2015 4.10000% 10/1/2029 P 2020-09-23 2020-10-01
75000. Weyerhaeuser Co Dtd 12/17/2002 6.87500% 12/15/2033 P   2020-10-01
81000. Ross Stores Inc Dtd 4/6/2020 4.70000% 4/15/2027 P 2020-06-16 2020-10-22
62340.753 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-10-26
88974.144 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-10-26
50000. Xilinx Inc Dtd 5/19/2020 2.37500% 6/1/2030 P 2020-05-12 2020-10-27
49261.5688 United Air Lines Inc Dtd 9/13/2019 2.70000% 11/1/2033 P 2020-10-01 2020-11-02
49064.1676 United Airlines Inc Dtd 9/13/2019 2.90000% 11/1/2029 P 2020-10-13 2020-11-02
50000. United States Treas Bds Infl Idx Dtd 2/15/2020 0.25000% 2/ P 2020-10-05 2020-11-04
75000. Kemper Corp Dtd 9/29/2020 2.40000% 9/30/2030 P 2020-09-22 2020-11-10
100000. Bolingbrook Ill Dtd 8/27/2020 2.56800% 1/1/2036 P 2020-08-14 2020-11-24
60910.335 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-11-25
87128.592 Fannie Mae Dtd 7/1/2004 6.00000% 8/1/2034 P 2019-12-09 2020-11-25
50000. Montgomery Cnty Pa Indl Dev Auth Dtd 7/16/2020 2.65000% 11 P 2020-06-26 2020-12-01
100000. Two Rivers Wis Dtd 5/21/2020 2.75000% 4/1/2030 P 2020-04-21 2020-12-02
47741.0272 Delta Air Lines Inc Dtd 3/12/2020 2.50000% 6/10/2028 P 2020-04-27 2020-12-10
75000. United States Treas Nts Infl Idx Dtd 4/15/2017 0.12500% 4/ P   2020-12-11
150000. United States Treas Nts Infl Idx Dtd 4/15/2017 0.12500% 4/ P   2020-12-21
150000. United States Treas Nts Infl Idx Dtd 4/15/2018 0.62500% 4/ P 2020-08-24 2020-12-22
59927.319 Fannie Mae Dtd 7/1/2005 5.75000% 8/25/2035 P 2020-03-23 2020-12-28
19000. Ross Stores Inc Dtd 4/6/2020 4.70000% 4/15/2027 P 2020-06-16 2020-12-29
107257.0171 Delta Air Lines Inc Dtd 4/30/2002 6.71800% 1/2/2023 P 2018-11-14 2020-01-02
66199.8055 Union Pacific Railroad Dtd 7/31/2007 6.17600% 1/2/2031 P 2013-08-01 2020-01-02
589.1535 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-01-15
36494.025 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-01-15
55666.3833 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-01-15
55666.3833 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-01-15
35647.98 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-01-15
7377.56 Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-01-15
25687.67 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-01-15
41375.588 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-01-15
20271.0502 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-01-15
45953.7111 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-01-15
45953.7111 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-01-15
101566.6369 Hawaiian Airlines Trust Dtd 5/29/2013 3.90000% 7/15/20 P 2016-11-04 2020-01-15
101566.6369 Hawaiian Airlines Trust Dtd 5/29/2013 3.90000% 7/15/20 P 2017-03-10 2020-01-15
28963.1978 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-01-15
91907.24 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/2039 P 2018-05-15 2020-01-16
34080.78 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-01-21
41637.728 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-01-21
59883.3608 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/ P 2018-11-01 2020-01-21
56394.7635 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-01-21
57224.9835 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-01-21
50000. United States Treas Nts Infl Idx Dtd 7/15/2018 0.75000% 7/ P 2019-01-09 2020-01-24
14464.3213 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2009-01-28 2020-01-27
14464.3213 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-09-21 2020-01-27
14464.3213 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-11-15 2020-01-27
47601.2017 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-01-27
28322.3781 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-01-27
68252.099 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-01-27
108574.56 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-01-27
162628.844 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2012-04-12 2020-01-27
58618.15 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-01-27
82564.2264 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2012-06-07 2020-01-27
82564.2264 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2018-06-28 2020-01-27
11160.4127 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-01-27
26001.5821 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-01-27
62552.3189 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-01-27
15439.2 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-01-31
52906.188 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-01-31
29388.5 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-01-31
95064.2775 Freddie Mac Gold Dtd 10/1/2013 5.00000% 10/1/2043 P 2016-04-28 2020-01-31
58129.9223 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-01-31
58846.635 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-01-31
31069.2 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-01-31
34714.737 Fannie Mae Dtd 7/1/2009 7.00000% 12/1/2036 P 2009-12-10 2020-01-31
64538.08 Fannie Mae Dtd 8/1/2009 6.50000% 10/1/2036 P 2016-02-24 2020-01-31
78105.3729 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-01-31
22520.94 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-01-31
12658.9684 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-01-31
19131.9773 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-01-31
39374.965 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-01-31
39374.965 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-01-31
49550.1025 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-01-31
57794.85 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-01-31
48010.396 Fannie Mae Dtd 2/1/2015 5.00000% 7/1/2044 P 2016-06-09 2020-01-31
35318.1915 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-01-31
85937.6707 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-01-31
49364.9173 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-01-31
15596.7165 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-01-31
43342.614 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/20 P 2013-06-26 2020-01-31
37971.9845 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-01-31
41694.3444 Small Business Administration Dtd 2/13/2008 5.16000% 2 P 2018-08-14 2020-02-03
25000. United States Treasury Dtd 8/15/2017 0.00000% 8/15/2047 P 2019-01-04 2020-02-07
484.785 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/202 P 2009-10-28 2020-02-18
35474.52 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-02-18
54579.0831 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-02-18
54579.0831 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-02-18
35173.116 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-02-18
6315.85 Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-02-18
25524.784 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-02-18
40665.472 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-02-18
19966.1895 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-02-18
45449.9892 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-02-18
45449.9892 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-02-18
91732.61 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/2039 P 2018-05-15 2020-02-18
28007.4265 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-02-18
33480.86 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-02-20
41236.236 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-02-20
58947.8408 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/ P 2018-11-01 2020-02-20
55717.7813 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-02-20
56457.7523 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-02-20
14254.392 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2009-01-28 2020-02-25
14254.392 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2011-09-21 2020-02-25
14254.392 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2011-11-15 2020-02-25
46952.496 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-02-25
27612.2456 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-02-25
67537.472 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-02-25
107500.4128 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-02-25
161636.741 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2012-04-12 2020-02-25
56408.03 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-02-25
80957.6621 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2012-06-07 2020-02-25
80957.6621 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2018-06-28 2020-02-25
11129.0918 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-02-25
25159.8888 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-02-25
62357.1093 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-02-25
100000. Us Airways Dtd 12/13/2012 4.62500% 12/3/2026 P 2017-11-17 2020-02-28
33102.0382 Small Business Administration Dtd 3/11/2009 4.66000% 3 P 2018-08-14 2020-03-02
435000. Delta Air Lines Inc Dtd 4/30/2002 6.71800% 1/2/2023 P 2018-11-14 2020-03-04
125000. Hawaiian Airlines Trust Dtd 5/29/2013 3.90000% 7/15/2027 P   2020-03-04
100000. United Airlines Inc Dtd 11/17/2015 3.70000% 12/1/2022 P 2018-08-27 2020-03-05
15395.78 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-03-16
52346.044 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-03-16
28258.9 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-03-16
377.1968 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-03-16
94885.5675 Freddie Mac Gold Dtd 10/1/2013 5.00000% 10/1/2043 P 2016-04-28 2020-03-16
57727.394 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-03-16
34700.091 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-03-16
53549.9985 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-03-16
53549.9985 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-03-16
34880.49 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-03-16
5331.75 Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-03-16
25439.04 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-03-16
39869.374 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-03-16
19831.3311 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-03-16
44980.6698 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-03-16
44980.6698 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-03-16
37888.5223 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-03-16
89799.31 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/2039 P 2018-05-15 2020-03-16
27153.6412 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-03-16
33046.88 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-03-20
42815.332 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/20 P 2013-06-26 2020-03-20
40644.466 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-03-20
57180.042 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/2 P 2018-11-01 2020-03-20
52905.8273 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-03-20
53976.531 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/204 P 2019-01-10 2020-03-20
14121.7109 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2009-01-28 2020-03-25
14121.7109 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-09-21 2020-03-25
14121.7109 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-11-15 2020-03-25
46501.7526 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-03-25
27304.7148 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-03-25
66528.062 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-03-25
58228.2 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-03-25
30911.84 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-03-25
33875.784 Fannie Mae Dtd 7/1/2009 7.00000% 12/1/2036 P 2009-12-10 2020-03-25
63487.88 Fannie Mae Dtd 8/1/2009 6.50000% 10/1/2036 P 2016-02-24 2020-03-25
77370.0872 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-03-25
22009.296 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-03-25
12583.9321 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-03-25
19005.3347 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-03-25
39163.18 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-03-25
39163.18 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-03-25
49032.41 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-03-25
57529.7685 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-03-25
47409.482 Fannie Mae Dtd 2/1/2015 5.00000% 7/1/2044 P 2016-06-09 2020-03-25
105339.6478 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-03-25
160654.438 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2012-04-12 2020-03-25
56205.555 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-03-25
78733.9862 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2012-06-07 2020-03-25
78733.9862 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2018-06-28 2020-03-25
35223.471 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-03-25
85714.4515 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-03-25
48641.5673 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-03-25
15446.244 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-03-25
11096.4566 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-03-25
24075.1805 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-03-25
61820.0919 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-03-25
73223.3409 Spirit Airlines Inc Dtd 8/11/2015 4.10000% 10/1/2029 P 2017-08-23 2020-04-01
73223.3409 Spirit Airlines Inc Dtd 8/11/2015 4.10000% 10/1/2029 P 2018-11-14 2020-04-01
250000. Freddie Mac Gold Dtd 10/1/2013 5.00000% 10/1/2043 P 2016-04-28 2020-04-09
100000. Fannie Mae Dtd 2/1/2015 5.00000% 7/1/2044 P 2016-06-09 2020-04-09
3000000. Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2012-04-12 2020-04-13
727000. Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P   2020-04-13
15348.4 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-04-15
51730.724 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-04-15
16322.3 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-04-15
301.0163 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-04-15
94691.455 Freddie Mac Gold Dtd 10/1/2013 5.00000% 10/1/2043 P 2016-04-28 2020-04-15
57011.5611 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-04-15
33927.657 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-04-15
52218.6075 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-04-15
52218.6075 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-04-15
34382.901 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-04-15
4356.175 Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-04-15
25352.84 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-04-15
38828.7 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-04-15
19694.8094 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-04-15
44656.4547 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-04-15
44656.4547 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-04-15
37794.0353 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-04-15
26426.2328 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-04-15
32544.9 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-04-20
42274.211 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/20 P 2013-06-26 2020-04-20
40285.526 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-04-20
55606.2375 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/ P 2018-11-01 2020-04-20
50263.7183 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-04-20
52022.538 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/204 P 2019-01-10 2020-04-20
13900.2505 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2009-01-28 2020-04-27
13900.2505 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-09-21 2020-04-27
13900.2505 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-11-15 2020-04-27
45787.644 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-04-27
26961.8858 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-04-27
64328.499 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-04-27
57250.935 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-04-27
30735.24 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-04-27
33177.204 Fannie Mae Dtd 7/1/2009 7.00000% 12/1/2036 P 2009-12-10 2020-04-27
300000. Fannie Mae Dtd 7/1/2009 7.00000% 12/1/2036 P 2009-12-10 2020-04-27
62181.6 Fannie Mae Dtd 8/1/2009 6.50000% 10/1/2036 P 2016-02-24 2020-04-27
1000000. Fannie Mae Dtd 8/1/2009 6.50000% 10/1/2036 P 2016-02-24 2020-04-27
76630.5292 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-04-27
21493.62 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-04-27
12508.3874 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-04-27
18877.7876 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-04-27
38949.995 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-04-27
38949.995 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-04-27
48504.2075 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-04-27
57302.1765 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-04-27
46975.47 Fannie Mae Dtd 2/1/2015 5.00000% 7/1/2044 P 2016-06-09 2020-04-27
104139.675 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-04-27
55020.26 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-04-27
22385.0175 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-04-27
85490.0068 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-04-27
47803.959 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-04-27
15260.886 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-04-27
11066.1308 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-04-27
23344.0368 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-04-27
61618.7666 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-04-27
158876.277 Freddie Mac Dtd 5/1/2002 6.288343% 7/25/2032 P 2012-04-12 2020-04-29
78388.5919 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2018-06-28 2020-04-29
78388.5919 Freddie Mac Dtd 9/1/2003 6.50000% 9/25/2043 P 2012-06-07 2020-04-29
75000. Fuller Rd Mgmt Corp N Y Lease Dtd 11/22/2005 5.55000% 9/1/ P 2016-05-11 2020-05-11
15304.54 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-05-15
50696.676 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-05-15
15255.7 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-05-15
240.813 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/202 P 2009-10-28 2020-05-15
56448.4775 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-05-15
33699.012 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-05-15
51188.5141 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-05-15
51188.5141 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-05-15
33502.251 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-05-15
2914.7775 Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-05-15
25209.332 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-05-15
37570.82 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-05-15
19463.4884 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-05-15
43823.5182 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-05-15
43823.5182 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-05-15
37709.4568 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-05-15
25801.2064 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-05-15
89263.7 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/2039 P 2018-05-15 2020-05-18
100000. Alcan Inc Dtd 10/28/1998 7.25000% 11/1/2028 P 2019-04-24 2020-05-20
32026.29 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-05-20
40540.4265 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/2 P 2013-06-26 2020-05-20
39557.902 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-05-20
53472.2123 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/ P 2018-11-01 2020-05-20
49218.4935 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-05-20
50382.0488 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-05-20
13093.4162 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2009-01-28 2020-05-26
13093.4162 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-09-21 2020-05-26
13093.4162 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-11-15 2020-05-26
45248.5199 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-05-26
26507.3328 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-05-26
61869.835 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-05-26
55742.715 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-05-26
30597.52 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-05-26
75886.6486 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-05-26
20974.656 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-05-26
12432.3345 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-05-26
18749.3361 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-05-26
26227.25 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-05-26
26227.25 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-05-26
46895.5275 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-05-26
56613.339 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-05-26
102829.0947 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-05-26
54487.235 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-05-26
22323.759 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-05-26
85264.3206 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-05-26
47106.1045 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-05-26
15118.437 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-05-26
11038.4528 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-05-26
22196.8815 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-05-26
59649.3349 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-05-26
83200. American Airlines Inc Dtd 5/16/2016 3.20000% 12/15/2029 P 2018-03-27 2020-06-15
15258.04 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-06-15
49788.08 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-06-15
14539.7 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-06-15
187.6568 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-06-15
55961.7212 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-06-15
33355.236 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-06-15
50208.4261 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-06-15
50208.4261 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-06-15
33140.175 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-06-15
1800.0025 Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-06-15
25109.608 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-06-15
36144.39 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-06-15
19332.1957 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-06-15
43071.5142 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-06-15
43071.5142 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-06-15
37624.3558 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-06-15
25157.5489 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-06-15
31486.83 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-06-22
37632.0525 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/2 P 2013-06-26 2020-06-22
39037.526 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-06-22
51787.6485 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/ P 2018-11-01 2020-06-22
47173.1685 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-06-22
49585.8765 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-06-22
12858.464 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2009-01-28 2020-06-25
12858.464 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2011-09-21 2020-06-25
12858.464 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2011-11-15 2020-06-25
44821.3014 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-06-25
26087.5122 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-06-25
56856.238 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-06-25
54786.375 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-06-25
29168.92 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-06-25
75138.4329 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-06-25
20450.268 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-06-25
12355.7415 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-06-25
18620.0007 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-06-25
26071.43 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-06-25
26071.43 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-06-25
46203.0775 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-06-25
55430.1968 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-06-25
101797.5195 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-06-25
53913.055 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-06-25
22262.1743 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-06-25
85037.377 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-06-25
45794.9608 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-06-25
14828.871 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-06-25
11007.7802 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-06-25
21018.8421 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-06-25
53146.3854 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-06-25
15210.18 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-07-15
48173.564 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-07-15
13819.6 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-07-15
155.8845 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-07-15
55351.504 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-07-15
33149.931 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-07-15
49235.3066 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-07-15
49235.3066 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-07-15
32455.575 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-07-15
699.3525 Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-07-15
25017.516 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-07-15
34521.084 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-07-15
18759.3214 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-07-15
42778.0584 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-07-15
42778.0584 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-07-15
37538.7228 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-07-15
24614.61 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-07-15
85837.386 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/203 P 2018-05-15 2020-07-16
30999.68 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-07-20
37059.946 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/20 P 2013-06-26 2020-07-20
37106.074 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-07-20
50401.368 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/2 P 2018-11-01 2020-07-20
45542.0843 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-07-20
47958.2273 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-07-20
12783.9948 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2009-01-28 2020-07-27
12783.9948 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-09-21 2020-07-27
12783.9948 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-11-15 2020-07-27
44324.6259 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-07-27
25740.1897 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-07-27
52600.159 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-07-27
53169.75 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-07-27
24372.44 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-07-27
74385.8445 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-07-27
19923.48 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-07-27
12278.6085 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-07-27
18489.7609 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-07-27
25914.595 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-07-27
25914.595 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-07-27
45338.0425 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-07-27
54894.0645 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-07-27
100327.05 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-07-27
53252.155 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-07-27
22200.2625 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-07-27
84809.1921 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-07-27
45181.2518 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-07-27
14027.9235 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-07-27
10976.4098 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-07-27
19351.2787 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-07-27
45969.6963 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-07-27
36812.5818 Small Business Administration Dtd 2/13/2008 5.16000% 2 P 2018-08-14 2020-08-03
12846.28 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-08-17
46459.376 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-08-17
7587.7 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-08-17
124.1123 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-08-17
54966.4703 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-08-17
32948.913 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-08-17
48154.0825 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-08-17
48154.0825 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-08-17
32096.391 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-08-17
250000. Freddie Mac Dtd 10/1/2011 7.00000% 11/15/2029 P 2011-10-25 2020-08-17
24925.324 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-08-17
32873.41 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-08-17
18634.8761 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-08-17
41350.9041 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-08-17
41350.9041 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-08-17
37452.553 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/2 P 2013-06-21 2020-08-17
83229.04 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/2039 P 2018-05-15 2020-08-17
23864.3171 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-08-17
30535.08 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-08-20
36510.9605 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/2 P 2013-06-26 2020-08-20
35752.782 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-08-20
48680.9708 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/ P 2018-11-01 2020-08-20
42755.3235 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-08-20
47070.1965 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-08-20
12625.854 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2009-01-28 2020-08-25
12625.854 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2011-09-21 2020-08-25
12625.854 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2/ P 2011-11-15 2020-08-25
43813.458 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-08-25
24833.3405 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-08-25
46704.51 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-08-25
52021.71 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-08-25
24241.84 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-08-25
73628.8832 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-08-25
19392.732 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-08-25
12200.9672 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-08-25
18358.5961 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-08-25
25756.745 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-08-25
25756.745 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-08-25
44887.1 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-08-25
54512.226 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-08-25
99288.27 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-08-25
52447.73 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-08-25
22138.0215 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-08-25
84579.7498 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-08-25
44304.2388 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-08-25
13822.4385 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-08-25
10603.4911 Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/ P 2004-04-19 2020-08-25
18533.4532 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-08-25
42165.7172 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-08-25
29322.7006 Small Business Administration Dtd 3/11/2009 4.66000% 3 P 2018-08-14 2020-09-01
12808.26 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-09-15
45015.98 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-09-15
7149.9 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-09-15
91.4288 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-09-15
53858.5213 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-09-15
32750.877 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-09-15
47625.2074 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-09-15
47625.2074 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-09-15
31687.458 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-09-15
24831.276 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-09-15
31557.359 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-09-15
18494.1413 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-09-15
40650.093 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-09-15
40650.093 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-09-15
37365.8418 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-09-15
23109.8834 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-09-15
80553.465 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/203 P 2018-05-15 2020-09-16
100000. Brown & Brown Inc Dtd 9/18/2014 4.20000% 9/15/2024 P 2019-04-30 2020-09-17
29573.48 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-09-21
35932.68 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/20/ P 2013-06-26 2020-09-21
35340.048 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/204 P 2013-06-21 2020-09-21
47929.8675 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/ P 2018-11-01 2020-09-21
42186.486 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/2 P 2018-10-10 2020-09-21
46314.5063 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-09-21
12280.8283 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2009-01-28 2020-09-25
12280.8283 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-09-21 2020-09-25
12280.8283 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-11-15 2020-09-25
42993.3738 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-09-25
24461.8861 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-09-25
42412.496 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-09-25
51140.43 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-09-25
24079.44 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-09-25
72867.4862 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-09-25
18858.012 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-09-25
12122.754 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-09-25
18226.5268 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-09-25
25597.915 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-09-25
25597.915 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-09-25
44409.0325 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-09-25
54285.2393 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-09-25
96410.946 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-09-25
51834.15 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-09-25
22075.4505 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-09-25
84349.0342 Fannie Mae Dtd 6/1/2007 6.00000% 5/1/2037 P 2011-10-19 2020-09-25
42429.273 Fannie Mae Dtd 10/1/2008 7.50000% 1/1/2035 P 2013-06-14 2020-09-25
13631.3235 Fannie Mae Dtd 4/1/2009 7.50000% 4/1/2038 P 2009-09-16 2020-09-25
17703.2953 New Century Home Equity Loan Tr Dtd 6/1/2005 4.750344% P 2011-02-22 2020-09-25
40110.4534 Sequoia Mtg Trust Dtd 3/1/2012 4.25888% 4/25/2042 P 2016-04-18 2020-09-25
77889.9647 Spirit Airlines Inc Dtd 8/11/2015 4.10000% 10/1/2029 P 2017-08-23 2020-10-01
77889.9647 Spirit Airlines Inc Dtd 8/11/2015 4.10000% 10/1/2029 P 2018-11-14 2020-10-01
12770.04 Freddie Mac Gold Dtd 2/1/2008 5.00000% 2/1/2038 P 2018-05-31 2020-10-15
43450.872 Freddie Mac Gold Dtd 9/1/2009 8.00000% 6/1/2037 P 2011-10-14 2020-10-15
6709.6 Freddie Mac Gold Dtd 5/1/2002 6.50000% 8/1/2022 P 2018-05-31 2020-10-15
59.2313 Federal Home Ln Mtg Corp Dtd 5/1/1991 9.00000% 5/15/20 P 2009-10-28 2020-10-15
52577.0384 Freddie Mac Gold Dtd 6/1/2016 7.00000% 10/1/2037 P 2016-06-22 2020-10-15
32554.053 Freddie Mac Dtd 2/1/2002 6.50000% 2/15/2032 P 2014-12-23 2020-10-15
46802.6862 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2015-03-10 2020-10-15
46802.6862 Freddie Mac Dtd 6/1/2001 6.50000% 6/15/2031 P 2016-02-01 2020-10-15
31328.613 Freddie Mac Dtd 8/1/2010 7.00000% 12/15/2036 P 2015-03-19 2020-10-15
24739.176 Freddie Mac Dtd 1/1/2014 5.380608% 10/15/2047 P 2014-01-13 2020-10-15
29987.237 Freddie Mac Dtd 10/1/2015 6.50000% 8/15/2045 P 2015-10-29 2020-10-15
18368.1822 Freddie Mac Dtd 9/1/2002 6.00000% 9/15/2032 P 2015-01-16 2020-10-15
40154.6574 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2009-09-04 2020-10-15
40154.6574 Freddie Mac Dtd 1/1/2003 5.30000% 1/15/2033 P 2018-06-28 2020-10-15
37278.5938 Government Natl Mtg Assn Dtd 12/1/2008 7.00000% 12/15/ P 2013-06-21 2020-10-15
22191.2043 Vendee Mortgage Trust Dtd 9/1/1995 7.25000% 9/15/2025 P 2009-12-16 2020-10-15
78232.605 Government Natl Mtg Assn Dtd 5/1/2009 5.50000% 5/16/203 P 2018-05-15 2020-10-16
100000. Campbell & Kenton Cntys Ky Sant Dist Dtd 12/28/2010 6.2500 P 2016-07-05 2020-10-20
29014.92 Fannie Mae Dtd 11/1/1996 7.50000% 11/20/2026 P 2016-04-28 2020-10-20
35421.7325 Government Natl Mtg Assn Ii Dtd 10/1/2010 8.00000% 8/2 P 2013-06-26 2020-10-20
34955.35 Government Natl Mtg Assn Dtd 2/1/2013 6.82556% 2/20/2043 P 2013-06-21 2020-10-20
44791.326 Government Natl Mtg Assn Dtd 11/1/2018 7.00000% 11/20/2 P 2018-11-01 2020-10-20
40082.7683 Government Natl Mtg Assn Dtd 10/1/2018 7.00000% 10/20/ P 2018-10-10 2020-10-20
44024.8463 Government Natl Mtg Assn Dtd 1/1/2019 6.50000% 1/20/20 P 2019-01-10 2020-10-20
200000. Mastr Alternative Loans Trust Dtd 5/1/2003 6.25000% 6/25/2 P 2004-04-19 2020-10-22
10845.9256 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2009-01-28 2020-10-26
10845.9256 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-09-21 2020-10-26
10845.9256 Countrywide Asset-Backed Ctfs Dtd 12/1/2004 4.61500% 2 P 2011-11-15 2020-10-26
42414.714 Fannie Mae Dtd 11/1/2000 7.50000% 11/25/2040 P 2015-12-29 2020-10-26
24111.0855 Fannie Mae Dtd 3/1/2013 6.50000% 5/25/2042 P 2013-03-12 2020-10-26
40317.584 Fannie Mae Dtd 9/1/2017 2.75000% 10/25/2047 P 2018-08-07 2020-10-26
49174.695 Fannie Mae Dtd 2/1/1999 6.50000% 3/1/2029 P 2016-03-17 2020-10-26
23947.34 Fannie Mae Dtd 9/1/2003 5.50000% 10/1/2033 P 2018-09-11 2020-10-26
72101.6662 Fannie Mae Dtd 3/1/1997 6.50000% 3/1/2027 P 2009-06-30 2020-10-26
18319.284 Fannie Mae Dtd 9/1/1998 8.50000% 10/1/2026 P 2009-03-24 2020-10-26
12044.0325 Fannie Mae Dtd 8/1/1999 8.00000% 8/1/2029 P 2011-11-03 2020-10-26
18093.5325 Fannie Mae Dtd 9/1/1999 8.00000% 9/1/2029 P 2016-04-27 2020-10-26
25438.035 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2009-12-14 2020-10-26
25438.035 Fannie Mae Dtd 5/1/2001 7.00000% 5/1/2031 P 2015-10-20 2020-10-26
43900.5175 Fannie Mae Dtd 1/1/2013 6.00000% 2/1/2038 P 2018-06-07 2020-10-26
52669.0755 Fannie Mae Dtd 9/1/2014 6.50000% 3/1/2040 P 2014-11-14 2020-10-26
95604.21 Fannie Mae Dtd 7/1/2001 9.50000% 7/25/2041 P 2016-04-15 2020-10-26
51134.66 Fannie Mae Dtd 4/1/2005 6.00000% 5/25/2035 P 2015-11-19 2020-10-26
22012.5458 Fannie Mae Dtd 10/1/2007 5.83200% 6/1/2037 P 2016-08-18 2020-10-26
84117.0612 Fannie Mae Dtd 6/1/2007 6.00000