| JH COLLATERAL
/ STIV (000000N/A) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US38380P2F02 / GNMA, Series 2020-118
|
|
|
|
|
|
|
|
| US31374F3T48 / FN 313210
|
|
|
|
|
|
|
|
| US3140J8JG93 / Federal National Mortgage Association
|
|
|
|
|
|
|
|
| US977100HA74 / WISCONSIN ST GEN FUND ANNUAL A WISGEN 05/28 FIXED 2.299
|
|
|
|
|
|
|
|
| US31347AVZ47 / FEDERAL HOME LOAN MORTGAGE CORP 2.464% 05/01/2045 FHA
|
|
|
|
|
|
|
|
| US38379RSQ73 / Government National Mortgage Association
|
|
|
|
|
|
|
|
| US3138EQZ708 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31385CWR05 / UMBS
|
|
|
|
|
|
|
|
| US3134GW4C78 / Federal Home Loan Mortgage Corp
|
|
|
|
|
|
|
|
| US3135G0Q225 / Federal National Mortgage Association
|
|
|
|
|
|
|
|
| US3140J7UA12 / UMBS, 15 Year
|
|
|
|
|
|
|
|
| US38378BE477 / Government National Mortgage Association
|
|
|
|
|
|
|
|
| US3133EMMT62 / Federal Farm Credit Banks Funding Corp
|
|
|
|
|
|
|
|
| US3140QBAP37 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US13063DRD20 / CALIFORNIA ST
|
|
|
|
|
|
|
|
| US3138ER5X45 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31385K3Y96 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3138EJWY06 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31419AP433 / Fannie Mae 6.50 01/01/2039
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO
/ ABS-MBS (38379U7Q3) |
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO
/ ABS-MBS (38379RW58) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO
/ ABS-MBS (38380P4X9) |
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO
/ ABS-MBS (38379U6A9) |
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO
/ ABS-MBS (38379RZB2) |
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO
/ ABS-MBS (38379RZH9) |
|
|
|
|
|
|
|
| UNITED STATES TREASURY NOTE/BO 04/30 3.875
/ DBT (91282CMZ1) |
|
|
|
|
|
|
|
| LOS ANGELES UNIFIED SCHOOL DIS LOSSCD 09/25 FIXED 1.54
/ DBT (544646XT4) |
|
|
|
|
|
|
|
| UNITED STATES TREASURY NOTE/BO 05/27 3.875
/ DBT (91282CNE7) |
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO
/ ABS-MBS (38380PY57) |
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO
/ ABS-MBS (38381E3Q9) |
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO
/ ABS-MBS (38380RGN4) |
|
|
|
|
|
|
|
| UNITED STATES TREASURY NOTE/BO 06/29 4.25
/ DBT (91282CKX8) |
|
|
|
|
|
|
|
| US 2YR NOTE CBT 0925
/ DIR (ADI2W3V11) |
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| UNITED STATES TREASURY NOTE/BO 05/28 3.75
/ DBT (91282CND9) |
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| UNITED STATES TREASURY NOTE/BO 05/30 4
/ DBT (91282CNG2) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| UNITED STATES TREASURY NOTE/BO 04/27 3.75
/ DBT (91282CMY4) |
|
|
|
|
|
|
|
| COUNTY OF ORANGE FL SALES TAX ORAGEN 01/26 FIXED 2.28
/ DBT (684515RD3) |
|
|
|
|
|
|
|
| FEDERAL HOME LOAN BANKS BONDS 02/30 4.5
/ DBT (3130B5EQ7) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FEDERAL HOME LOAN BANKS BONDS 09/29 4.15
/ DBT (3130B2WG6) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FEDERAL HOME LOAN BANKS BONDS 03/29 4.5
/ DBT (3130B5J66) |
|
|
|
|
|
|
|
| FEDERAL HOME LOAN BANKS UNSECURED 03/27 4
/ DBT (3130B5K64) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FEDERAL FARM CREDIT BANKS FUND BONDS 03/30 4.47
/ DBT (3133ER5U1) |
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FEDERAL FARM CREDIT BANKS FUND BONDS 03/30 4.33
/ DBT (3133ER7E5) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FEDERAL FARM CREDIT BANKS FUND BONDS 03/31 4.9
/ DBT (3133ETAF4) |
|
|
|
|
|
|
|
| FEDERAL FARM CREDIT BANKS FUND BONDS 01/29 4.6
/ DBT (3133ERVH1) |
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FMCC / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| AGM.PRH / Federal Agricultural Mortgage Corporation - Preferred Stock
|
|
|
|
|
|
|
|
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO
/ ABS-MBS (38379RG98) |
|
|
|
|
|
|
|
| AGM.PRH / Federal Agricultural Mortgage Corporation - Preferred Stock
|
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO
/ ABS-MBS (38379R4P5) |
|
|
|
|
|
|
|
| AGM.PRH / Federal Agricultural Mortgage Corporation - Preferred Stock
|
|
|
|
|
|
|
|
| CITY OF NEW YORK NY NYC 10/26 FIXED 1.99
/ DBT (64966QEJ5) |
|
|
|
|
|
|
|
| US3138ETYA83 / UMBS, 15 Year
|
|
|
|
|
|
|
|
| US3130AL5A81 / FEDERAL HOME LOAN BANKS 0.90000000
|
|
|
|
|
|
|
|
| US38380PV766 / GNMA, Series 2020-120
|
|
|
|
|
|
|
|
| US3130ARAB76 / FHLB 2.75% 3/25/27
|
|
|
|
|
|
|
|
| US3132DPM547 / FR SD2180
|
|
|
|
|
|
|
|
| US3133ENHC75 / Federal Farm Credit Banks Funding Corp
|
|
|
|
|
|
|
|
| US3133G6UP82 / UMBS, 15 Year
|
|
|
|
|
|
|
|
| US38380RE719 / Ginnie Mae II
|
|
|
|
|
|
|
|
| US38380JMW52 / GNMA, Series 2018-9
|
|
|
|
|
|
|
|
| US3140J9MN80 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3132CWA797 / Freddie Mac Pool
|
|
|
|
|
|
|
|
| US3140X42G00 / FNMA 15YR 3% 09/01/2034#FM1674
|
|
|
|
|
|
|
|
| US31287RQL68 / FHLG 30YR 7% 04/01/2032#
|
|
|
|
|
|
|
|
| US31385FRK48 / FN 09/30 FIXED 8
|
|
|
|
|
|
|
|
| US38379RPH02 / Government National Mortgage Association
|
|
|
|
|
|
|
|
.
