JOHN WESLEY HANES AND ANNA HODGIN HANES FOUNDATION: Form 990PF, tax year 2012

View the entire original 990 at ProPublica ↗

Organization: JOHN WESLEY HANES AND ANNA HODGIN HANES FOUNDATION (EIN 56-6037589)
Tax period: 2012-01-01 to 2012-12-31
Filed: 2013-04-27
IRS object ID: 201331179349100108
Schema version: 2012v2.1
Source: Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header
Form 990-PF
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Other Assets Schedule
Other Decreases Schedule
Other Expenses Schedule
Other Increases Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2013-04-27T08:26:15-06:00	Timestamp
Tax Period End Date	2012-12-31	TaxPeriodEndDate
Return Type	990PF	ReturnType
Tax Period Begin Date	2012-01-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	566037589	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	TA JOHN W & ANNA H HANES FDN 496-1019004416	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	HANE	NameControl
Phone	8003523705	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	1525 W WT HARRIS BLVD D1114-044	AddressLine1
City	CHARLOTTE	City
State	NC	State
ZIP Code	28288	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	-	Name
Title	Trustee	Title
Phone	8003523705	Phone
Date Signed	2013-04-24	DateSigned

Field	Value	IRS element (for citing)
Tax Year	2012	TaxYear
Build TS	2016-02-24 21:20:13Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	27551153	FMVAssetsEOY

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Not Required To Attach Schedule B	X	NotRequiredToAttachScheduleB
Dividends Rev And Expnss	857845	DividendsRevAndExpnss
Dividends Net Invst Incm	857613	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	-19999	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	2478058	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	0	CapitalGainNetIncmNetInvstIncm
Net STCG Adj Net Incm	0	NetSTCGAdjNetIncm
Total Revenue And Expenses	837846	TotalRevenueAndExpenses
Total Net Investment Income	857613	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	291276	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	218457	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	72819	CompOfcrDirTrstDsbrsChrtblPrps
Oth Empl Slrs Wgs Net Invst Incm	0	OthEmplSlrsWgsNetInvstIncm
Oth Empl Slrs Wgs Adj Net Incm	0	OthEmplSlrsWgsAdjNetIncm
Oth Empl Slrs Wgs Dsbrs Chrtbl Prps	0	OthEmplSlrsWgsDsbrsChrtblPrps
Pension Empl Bnft Net Invst Incm	0	PensionEmplBnftNetInvstIncm
Pension Empl Bnft Adj Net Incm	0	PensionEmplBnftAdjNetIncm
Legal Fees Dsbrs Chrtbl Prps	0	LegalFeesDsbrsChrtblPrps
Other Prof Fees Dsbrs Chrtbl Prps	0	OtherProfFeesDsbrsChrtblPrps
Interest Dsbrs Chrtbl Prps	0	InterestDsbrsChrtblPrps
Taxes Rev And Expnss	44179	TaxesRevAndExpnss
Taxes Net Invst Incm	6763	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Deprec And Depletion Rev And Expnss	0	DeprecAndDepletionRevAndExpnss
Deprec And Depletion Net Invst Incm	0	DeprecAndDepletionNetInvstIncm
Trav Conf Meeting Rev And Expnss	698	TravConfMeetingRevAndExpnss
Trav Conf Meeting Net Invst Incm	0	TravConfMeetingNetInvstIncm
Trav Conf Meeting Adj Net Incm	0	TravConfMeetingAdjNetIncm
Trav Conf Meeting Dsbrs Chrtbl Prps	698	TravConfMeetingDsbrsChrtblPrps
Printing And Pub Net Invst Incm	0	PrintingAndPubNetInvstIncm
Printing And Pub Adj Net Incm	0	PrintingAndPubAdjNetIncm
Other Expenses Rev And Expnss	110	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	110	OtherExpensesNetInvstIncm
Tot Opr Expenses Rev And Expnss	336263	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	225330	TotOprExpensesNetInvstIncm
Tot Opr Expenses Adj Net Incm	0	TotOprExpensesAdjNetIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	73517	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	1377633	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	1377633	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	1713896	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	225330	TotalExpensesNetInvstIncm
Total Expenses Adj Net Incm	0	TotalExpensesAdjNetIncm
Total Expenses Dsbrs Chrtbl Prps	1451150	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	-876050	ExcessOfRevenueOverExpenses
Net Investment Income	632283	NetInvestmentIncome
Adjusted Net Income	0	AdjustedNetIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	3405	CashBOY
Cash EOY	3123	CashEOY
Cash EOYFMV	3123	CashEOYFMV
Savings And Temp Cash Invst BOY	142420	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	108891	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	108891	SavingsAndTempCashInvstEOYFMV
Accounts Receivable EOY	0	AccountsReceivableEOY
Accounts Receivable EOYFMV	0	AccountsReceivableEOYFMV
Allwnc For Dbtfl Acct Other Rcvbl	0	AllwncForDbtflAcctOtherRcvbl
Investments Govt Oblig BOY	4159187	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	4178000	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	4472540	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	9121509	InvestmentsCorpStockBOY
Investments Corp Stock EOY	10527159	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	20634036	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	2080776	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	1862867	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	2086973	InvestmentsCorpBondsEOYFMV
Investments Other BOY	2231036	InvestmentsOtherBOY
Investments Other EOYFMV	0	InvestmentsOtherEOYFMV
Other Assets EOY	183334	OtherAssetsEOY
Other Assets EOYFMV	245590	OtherAssetsEOYFMV
Total Assets BOY	17738333	TotalAssetsBOY
Total Assets EOY	16863374	TotalAssetsEOY
Total Assets EOYFMV	27551153	TotalAssetsEOYFMV
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	17738333	CapitalStockBOY
Capital Stock EOY	16863374	CapitalStockEOY
Total Net Assets BOY	17738333	TotalNetAssetsBOY
Total Net Assets EOY	16863374	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	17738333	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	16863374	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	17738333	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	-876050	ExcessOfRevenueOverExpenses
Other Increases	1384	OtherIncreases
Subtotal	16863667	Subtotal
Other Decreases	293	OtherDecreases
Total Net Assets Fund Balances EOY	16863374	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (945 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
4000. ABBOTT LABORATORIES 4.125% 5/27/20	2010-05-24	2012-11-08	4819	3998	821	821
4000. ABBOTT LABORATORIES 4.125% 5/27/20	2010-05-24	2012-11-08	4819	3998	821	821
6000. ABBOTT LABORATORIES 4.125% 5/27/20	2010-05-24	2012-11-08	7229	5997	1232	1232
6000. ABBOTT LABORATORIES 4.125% 5/27/20	2010-05-24	2012-11-08	7229	5997	1232	1232
2965. BANK AMER CORP COM	2008-07-22	2012-09-19	27545	94404	-66859	-66859
10000. BANK AMER CORP COM	2008-07-22	2012-09-19	92898	318393	-225495	-225495
25000. BANK OF NEW YORK MEL 4.950% 11/01/12	2008-12-08	2012-11-01	25000	25021	-21	-21
50000. BANK OF NEW YORK MEL 4.950% 11/01/12	2008-12-08	2012-11-01	50000	50041	-41	-41
1065. CANADIAN NATL RY CO COM	2002-04-30	2012-09-19	100078	16985	83093	83093
2129. CANADIAN NATL RY CO COM	2002-04-30	2012-09-19	200169	33954	166215	166215
1093. CANADIAN NATL RY CO COM	2002-04-30	2012-12-13	99690	17432	82258	82258
130000. CITIGROUP INC 2.125% 4/30/12	2009-08-04	2012-04-30	130000	130531	-531	-531
60000. CITIGROUP INC 2.125% 4/30/12	2009-08-04	2012-04-30	60000	60245	-245	-245
.089 DUKE ENERGY HOLDING CORP. COM	2003-04-30	2012-07-13	6	4	2	2
.362 DUKE ENERGY HOLDING CORP. COM	2003-04-30	2012-07-13	24	18	6	6
422.17 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-01-15	422	436	-14	-14
121.92 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-02-15	122	126	-4	-4
341.13 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-03-15	341	352	-11	-11
251.05 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-04-15	251	259	-8	-8
360.83 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-05-15	361	372	-11	-11
412.26 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-06-15	412	426	-14	-14
464.93 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-07-15	465	480	-15	-15
131.3 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-08-15	131	136	-5	-5
182.52 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-09-15	183	188	-5	-5
317.21 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-10-15	317	327	-10	-10
239.58 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-11-15	240	247	-7	-7
282.2 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2012-12-15	282	291	-9	-9
2124.88 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-01-15	2125	2101	24	24
1133.27 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-01-15	1133	1120	13	13
1791.83 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-02-15	1792	1771	21	21
3359.67 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-02-15	3360	3321	39	39
34.48 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-03-15	34	34
64.66 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-03-15	65	64	1	1
1769.27 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-04-15	1769	1749	20	20
943.61 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-04-15	944	933	11	11
1655.2 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-05-15	1655	1636	19	19
882.77 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-05-15	883	873	10	10
800.96 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-06-15	801	792	9	9
427.18 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-06-15	427	422	5	5
1015.93 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-07-15	1016	1004	12	12
541.83 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-07-15	542	536	6	6
462.6 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-08-15	463	457	6	6
867.38 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-08-15	867	857	10	10
531.7 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-09-15	532	526	6	6
996.94 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-09-15	997	986	11	11
1126.26 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-10-15	1126	1113	13	13
2111.73 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-10-15	2112	2088	24	24
2216.66 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-11-15	2217	2191	26	26
1182.22 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-11-15	1182	1169	13	13
1022.45 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-12-15	1022	1011	11	11
1917.1 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2012-12-15	1917	1895	22	22
56.08 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-01-15	56	55	1	1
26.92 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-01-15	27	27
27.99 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-02-15	28	28
58.31 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-02-15	58	58
956.07 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-03-15	956	946	10	10
458.91 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-03-15	459	454	5	5
456.84 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-04-15	457	452	5	5
951.74 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-04-15	952	942	10	10
51.97 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-05-15	52	51	1	1
24.94 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-05-15	25	25
54.63 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-06-15	55	54	1	1
26.22 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-06-15	26	26
999.5 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-07-15	1000	989	11	11
479.76 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-07-15	480	475	5	5
861.95 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-08-15	862	853	9	9
1795.74 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-08-15	1796	1777	19	19
23.84 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-09-15	24	24
49.67 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-09-15	50	49	1	1
21.43 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-10-15	21	21
44.64 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-10-15	45	44	1	1
778.02 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-11-15	778	770	8	8
1620.87 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-11-15	1621	1604	17	17
470.58 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-12-15	471	466	5	5
980.37 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2012-12-15	980	970	10	10
1149.34 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-01-15	1149	1132	17	17
499.71 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-01-15	500	492	8	8
325.49 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-02-15	325	321	4	4
748.63 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-02-15	749	738	11	11
347.6 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-03-15	348	343	5	5
799.48 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-03-15	799	788	11	11
287.13 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-04-15	287	283	4	4
660.41 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-04-15	660	651	9	9
564.08 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-05-15	564	557	7	7
245.25 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-05-15	245	242	3	3
581.47 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-06-15	581	574	7	7
252.81 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-06-15	253	250	3	3
524.58 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-07-15	525	518	7	7
228.08 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-07-15	228	225	3	3
372.42 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-08-15	372	368	4	4
856.57 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-08-15	857	846	11	11
271.07 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-09-15	271	268	3	3
623.46 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-09-15	623	616	7	7
299.73 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-10-15	300	296	4	4
689.38 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-10-15	689	682	7	7
203.31 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-11-15	203	201	2	2
467.6 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-11-15	468	463	5	5
183.57 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-12-15	184	182	2	2
422.2 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2012-12-15	422	418	4	4
841.6 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-01-15	842	851	-9	-9
420.79 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-01-15	421	426	-5	-5
401.44 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-02-15	401	406	-5	-5
802.89 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-02-15	803	812	-9	-9
410.18 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-03-15	410	415	-5	-5
820.38 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-03-15	820	830	-10	-10
1199.81 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-04-15	1200	1214	-14	-14
599.89 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-04-15	600	607	-7	-7
589.93 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-05-15	590	597	-7	-7
1179.88 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-05-15	1180	1194	-14	-14
1392.7 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-06-15	1393	1409	-16	-16
696.33 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-06-15	696	704	-8	-8
988.26 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-07-15	988	1000	-12	-12
494.12 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-07-15	494	500	-6	-6
454.23 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-08-15	454	459	-5	-5
908.47 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-08-15	908	919	-11	-11
586.22 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-09-15	586	593	-7	-7
1172.46 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-09-15	1172	1186	-14	-14
426.71 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-10-15	427	432	-5	-5
853.45 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-10-15	853	863	-10	-10
1047.83 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-11-15	1048	1060	-12	-12
523.9 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-11-15	524	530	-6	-6
453.08 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-12-15	453	458	-5	-5
906.19 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2012-12-15	906	917	-11	-11
624.29 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-01-15	624	643	-19	-19
220.34 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-01-15	220	227	-7	-7
230.38 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-02-15	230	237	-7	-7
652.74 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-02-15	653	672	-19	-19
182.35 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-03-15	182	188	-6	-6
516.65 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-03-15	517	532	-15	-15
379.9 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-04-15	380	391	-11	-11
134.08 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-04-15	134	138	-4	-4
333.73 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-05-15	334	343	-9	-9
945.57 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-05-15	946	973	-27	-27
807.72 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-06-15	808	831	-23	-23
285.08 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-06-15	285	293	-8	-8
675.48 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-07-15	675	695	-20	-20
238.41 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-07-15	238	245	-7	-7
278.58 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-08-15	279	287	-8	-8
789.32 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-08-15	789	812	-23	-23
227.76 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-09-15	228	234	-6	-6
645.31 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-09-15	645	664	-19	-19
40.14 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-10-15	40	41	-1	-1
113.73 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-10-15	114	117	-3	-3
178.07 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-11-15	178	183	-5	-5
504.54 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-11-15	505	519	-14	-14
158.52 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-12-15	159	163	-4	-4
449.13 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2012-12-15	449	462	-13	-13
462.92 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-01-15	463	470	-7	-7
202.53 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-01-15	203	206	-3	-3
170.08 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-02-15	170	173	-3	-3
388.75 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-02-15	389	395	-6	-6
285.84 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-03-15	286	290	-4	-4
653.36 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-03-15	653	663	-10	-10
322.47 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-04-15	322	327	-5	-5
737.07 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-04-15	737	748	-11	-11
376.2 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-05-15	376	382	-6	-6
859.89 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-05-15	860	873	-13	-13
305.05 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-06-15	305	310	-5	-5
697.26 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-06-15	697	708	-11	-11
480.78 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-07-15	481	488	-7	-7
1098.92 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-07-15	1099	1115	-16	-16
930.7 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-08-15	931	945	-14	-14
2127.32 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-08-15	2127	2159	-32	-32
1039.4 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-09-15	1039	1055	-16	-16
2375.77 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-09-15	2376	2411	-35	-35
873.82 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-10-15	874	887	-13	-13
1997.3 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-10-15	1997	2027	-30	-30
1019.99 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-11-15	1020	1035	-15	-15
2331.41 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-11-15	2331	2366	-35	-35
1008.45 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-12-15	1008	1024	-16	-16
2305.02 FHLMC POOL #G06799 3.500% 11/01/41	2011-11-29	2012-12-15	2305	2340	-35	-35
696.46 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-01-15	696	720	-24	-24
336.22 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-01-15	336	348	-12	-12
288.71 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-02-15	289	299	-10	-10
598.04 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-02-15	598	618	-20	-20
341.18 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-03-15	341	353	-12	-12
706.74 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-03-15	707	731	-24	-24
434.27 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-04-15	434	449	-15	-15
899.55 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-04-15	900	930	-30	-30
342.55 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-05-15	343	354	-11	-11
709.57 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-05-15	710	734	-24	-24
391.74 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-06-15	392	405	-13	-13
811.47 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-06-15	811	839	-28	-28
585.34 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-07-15	585	605	-20	-20
282.57 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-07-15	283	292	-9	-9
286.82 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-08-15	287	297	-10	-10
594.14 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-08-15	594	614	-20	-20
350.48 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-09-15	350	362	-12	-12
726. FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-09-15	726	751	-25	-25
315.75 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-10-15	316	326	-10	-10
654.06 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-10-15	654	676	-22	-22
422.71 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-11-15	423	437	-14	-14
875.61 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-11-15	876	905	-29	-29
327.93 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-12-15	328	339	-11	-11
679.29 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2012-12-15	679	702	-23	-23
196.22 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-01-15	196	200	-4	-4
197.87 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-02-15	198	202	-4	-4
314.45 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-03-15	314	321	-7	-7
283.04 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-04-15	283	289	-6	-6
240.52 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-05-15	241	245	-4	-4
194.05 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-06-15	194	198	-4	-4
201.66 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-07-15	202	206	-4	-4
197.98 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-08-15	198	202	-4	-4
309.41 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-09-15	309	316	-7	-7
250.9 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-10-15	251	256	-5	-5
254.52 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-11-15	255	260	-5	-5
244.12 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2012-12-15	244	249	-5	-5
1328.35 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-01-15	1328	1335	-7	-7
603.8 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-01-15	604	607	-3	-3
498.14 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-02-15	498	501	-3	-3
1095.9 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-02-15	1096	1102	-6	-6
1379.04 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-03-15	1379	1386	-7	-7
626.84 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-03-15	627	630	-3	-3
613.47 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-04-15	613	617	-4	-4
1349.62 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-04-15	1350	1357	-7	-7
982.49 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-05-15	982	988	-6	-6
446.59 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-05-15	447	449	-2	-2
986.52 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-06-15	987	992	-5	-5
448.42 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-06-15	448	451	-3	-3
1082.86 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-07-15	1083	1089	-6	-6
492.21 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-07-15	492	495	-3	-3
533.19 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-08-15	533	536	-3	-3
1173.03 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-08-15	1173	1179	-6	-6
602.97 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-09-15	603	606	-3	-3
1326.53 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-09-15	1327	1334	-7	-7
495.34 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-10-15	495	498	-3	-3
1089.74 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-10-15	1090	1096	-6	-6
1244.55 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-11-15	1245	1251	-6	-6
565.7 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-11-15	566	569	-3	-3
493.09 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-12-15	493	496	-3	-3
1084.79 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2012-12-15	1085	1091	-6	-6
1246.66 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-01-15	1247	1254	-7	-7
566.67 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-01-15	567	570	-3	-3
531.25 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-02-15	531	534	-3	-3
1168.76 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-02-15	1169	1175	-6	-6
603.54 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-03-15	604	607	-3	-3
1327.79 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-03-15	1328	1335	-7	-7
657.5 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-04-15	658	661	-3	-3
1446.51 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-04-15	1447	1455	-8	-8
521.98 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-05-15	522	525	-3	-3
1148.35 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-05-15	1148	1155	-7	-7
484.16 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-06-15	484	487	-3	-3
1065.15 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-06-15	1065	1071	-6	-6
1084.58 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-07-15	1085	1091	-6	-6
492.99 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-07-15	493	496	-3	-3
519.04 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-08-15	519	522	-3	-3
1141.88 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-08-15	1142	1148	-6	-6
587. FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-09-15	587	590	-3	-3
1291.39 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-09-15	1291	1299	-8	-8
525.97 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-10-15	526	529	-3	-3
1157.13 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-10-15	1157	1164	-7	-7
559.53 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-11-15	560	563	-3	-3
1230.96 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-11-15	1231	1238	-7	-7
518.42 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-12-15	518	521	-3	-3
1140.53 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2012-12-15	1141	1147	-6	-6
1675.99 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-01-15	1676	1716	-40	-40
2091.97 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-02-15	2092	2142	-50	-50
911.68 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-03-15	912	934	-22	-22
2333.38 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-04-15	2333	2390	-57	-57
1065.46 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-05-15	1065	1091	-26	-26
1595.33 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-06-15	1595	1634	-39	-39
2520.93 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-07-15	2521	2582	-61	-61
1921.53 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-08-15	1922	1968	-46	-46
3070.98 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-09-15	3071	3145	-74	-74
1810.02 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-10-15	1810	1854	-44	-44
1871.07 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-11-15	1871	1916	-45	-45
1396.19 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2012-12-15	1396	1430	-34	-34
191.3 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-01-15	191	189	2	2
3416.25 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-02-15	3416	3377	39	39
180.35 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-03-15	180	178	2	2
179.92 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-04-15	180	178	2	2
201.44 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-05-15	201	199	2	2
2526.44 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-06-15	2526	2500	26	26
3110.25 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-07-15	3110	3079	31	31
145.16 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-08-15	145	144	1	1
3299.2 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-09-15	3299	3267	32	32
149.95 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-10-15	150	149	1	1
144.16 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-11-15	144	143	1	1
167.19 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2012-12-15	167	166	1	1
257.36 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-01-15	257	262	-5	-5
111.89 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-01-15	112	114	-2	-2
110.2 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-02-15	110	112	-2	-2
253.45 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-02-15	253	258	-5	-5
120.31 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-03-15	120	123	-3	-3
276.71 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-03-15	277	282	-5	-5
114.08 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-04-15	114	116	-2	-2
262.39 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-04-15	262	267	-5	-5
717.97 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-05-15	718	731	-13	-13
1651.34 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-05-15	1651	1682	-31	-31
111.16 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-06-15	111	113	-2	-2
255.67 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-06-15	256	260	-4	-4
240.71 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-07-15	241	245	-4	-4
104.65 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-07-15	105	107	-2	-2
688.96 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-08-15	689	702	-13	-13
1584.61 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-08-15	1585	1614	-29	-29
99.62 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-09-15	100	101	-1	-1
229.13 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-09-15	229	233	-4	-4
99.65 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-10-15	100	101	-1	-1
229.2 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-10-15	229	233	-4	-4
100.21 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-11-15	100	102	-2	-2
230.47 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-11-15	230	235	-5	-5
100.64 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-12-15	101	102	-1	-1
231.48 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2012-12-15	231	236	-5	-5
115.03 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-01-15	115	117	-2	-2
41.83 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-01-15	42	43	-1	-1
103.24 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-02-15	103	105	-2	-2
283.93 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-02-15	284	289	-5	-5
234.95 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-03-15	235	240	-5	-5
646.15 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-03-15	646	658	-12	-12
118.82 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-04-15	119	121	-2	-2
326.77 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-04-15	327	333	-6	-6
320.78 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-05-15	321	327	-6	-6
882.18 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-05-15	882	899	-17	-17
431.89 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-06-15	432	441	-9	-9
1187.73 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-06-15	1188	1210	-22	-22
388.77 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-07-15	389	396	-7	-7
141.37 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-07-15	141	144	-3	-3
104.52 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-08-15	105	107	-2	-2
287.45 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-08-15	287	293	-6	-6
134.69 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-09-15	135	137	-2	-2
370.41 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-09-15	370	377	-7	-7
197.19 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-10-15	197	201	-4	-4
542.3 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-10-15	542	553	-11	-11
121.32 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-11-15	121	124	-3	-3
333.64 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-11-15	334	340	-6	-6
12.08 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2012-12-15	12	12
33.22 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2012-12-15	33	34	-1	-1
440.55 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-01-15	441	454	-13	-13
137.45 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-01-15	137	142	-5	-5
162.04 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-02-15	162	167	-5	-5
519.35 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-02-15	519	535	-16	-16
110.04 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-03-15	110	113	-3	-3
352.69 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-03-15	353	363	-10	-10
348.91 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-04-15	349	360	-11	-11
1118.32 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-04-15	1118	1152	-34	-34
228.56 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-05-15	229	236	-7	-7
732.58 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-05-15	733	754	-21	-21
596.8 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-06-15	597	615	-18	-18
186.2 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-06-15	186	192	-6	-6
440.12 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-07-15	440	453	-13	-13
137.32 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-07-15	137	142	-5	-5
173.34 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-08-15	173	179	-6	-6
555.59 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-08-15	556	572	-16	-16
480.8 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-09-15	481	496	-15	-15
1541.05 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-09-15	1541	1587	-46	-46
288.89 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-10-15	289	298	-9	-9
925.94 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-10-15	926	954	-28	-28
286.56 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-11-15	287	295	-8	-8
918.46 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-11-15	918	946	-28	-28
234.26 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2012-12-15	234	241	-7	-7
750.83 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2012-12-15	751	773	-22	-22
215000. FEDERAL HOME LN MTG CORP NT DTD 1/14/200	2003-07-24	2012-01-15	215000	222161	-7161	-7161
45000. FEDERAL HOME LN MTG CORP NT DTD 1/14/200	2002-07-23	2012-01-15	45000	47551	-2551	-2551
50000. FED HOME LN MTG CORP 1.750% 6/15/12	2011-01-07	2012-06-15	50000	50895	-895	-895
50000. FED HOME LN MTG CORP 1.750% 6/15/12	2011-01-07	2012-06-15	50000	50895	-895	-895
229.81 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-01-25	230	241	-11	-11
99.92 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-01-25	100	105	-5	-5
113.9 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-02-25	114	119	-5	-5
261.98 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-02-25	262	275	-13	-13
60. FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-03-25	60	63	-3	-3
138. FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-03-25	138	145	-7	-7
67.88 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-04-25	68	71	-3	-3
156.14 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-04-25	156	164	-8	-8
95.33 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-05-25	95	100	-5	-5
219.25 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-05-25	219	230	-11	-11
95.42 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-06-25	95	100	-5	-5
219.46 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-06-25	219	230	-11	-11
113.63 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-07-25	114	119	-5	-5
261.36 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-07-25	261	274	-13	-13
141.55 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-08-25	142	148	-6	-6
325.56 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-08-25	326	341	-15	-15
29.2 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-09-25	29	31	-2	-2
67.17 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-09-25	67	70	-3	-3
68.95 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-10-25	69	72	-3	-3
158.59 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-10-25	159	166	-7	-7
149.18 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-11-25	149	156	-7	-7
343.11 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-11-25	343	360	-17	-17
125.72 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-12-25	126	132	-6	-6
289.16 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2012-12-25	289	303	-14	-14
15.17 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-01-25	15	15
27.63 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-01-25	28	28
146.05 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-02-25	146	148	-2	-2
80.18 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-02-25	80	81	-1	-1
466.36 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-03-25	466	472	-6	-6
256.04 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-03-25	256	259	-3	-3
97.58 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-04-25	98	99	-1	-1
177.73 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-04-25	178	180	-2	-2
170.13 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-05-25	170	172	-2	-2
93.4 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1/	2002-08-01	2012-05-25	93	94	-1	-1
136.25 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-06-25	136	138	-2	-2
74.81 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-06-25	75	76	-1	-1
44.02 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-07-25	44	45	-1	-1
80.17 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-07-25	80	81	-1	-1
140.49 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-08-25	140	142	-2	-2
77.13 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-08-25	77	78	-1	-1
76.69 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-09-25	77	78	-1	-1
42.1 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1/	2002-08-01	2012-09-25	42	43	-1	-1
82.12 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-10-25	82	83	-1	-1
45.08 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-10-25	45	46	-1	-1
241.66 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-11-25	242	244	-2	-2
132.67 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-11-25	133	134	-1	-1
119.16 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2012-12-25	119	121	-2	-2
65.42 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2012-12-25	65	66	-1	-1
9.67 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-01-25	10	10
15.54 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-01-25	16	16
546.51 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-02-25	547	548	-1	-1
340.05 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-02-25	340	341	-1	-1
14.3 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-03-25	14	14
8.9 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-03-25	9	9
8.95 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-04-25	9	9
14.38 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-04-25	14	14
1510.79 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-05-25	1511	1516	-5	-5
940.05 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-05-25	940	943	-3	-3
891.84 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-06-25	892	895	-3	-3
554.92 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-06-25	555	557	-2	-2
9.37 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-07-25	9	9
5.83 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-07-25	6	6
380.21 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-08-25	380	381	-1	-1
236.57 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-08-25	237	237
8.92 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-09-25	9	9
5.55 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-09-25	6	6
8.96 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-10-25	9	9
5.58 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-10-25	6	6
9.02 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-11-25	9	9
5.61 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-11-25	6	6
393.75 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-12-25	394	395	-1	-1
245. FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2012-12-25	245	246	-1	-1
809.47 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-01-25	809	839	-30	-30
975.37 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-02-25	975	1011	-36	-36
1108.14 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-03-25	1108	1149	-41	-41
801.16 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-04-25	801	831	-30	-30
527.83 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-05-25	528	547	-19	-19
1098.42 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-06-25	1098	1139	-41	-41
897.51 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-07-25	898	931	-33	-33
1144.74 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-08-25	1145	1187	-42	-42
1719.06 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-09-25	1719	1782	-63	-63
1307.37 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-10-25	1307	1356	-49	-49
1294.83 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-11-25	1295	1343	-48	-48
1186.81 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2012-12-25	1187	1231	-44	-44
840.9 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-01-25	841	864	-23	-23
467.28 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-01-25	467	480	-13	-13
302.57 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-02-25	303	311	-8	-8
544.5 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-02-25	545	560	-15	-15
438.24 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-03-25	438	450	-12	-12
788.65 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-03-25	789	810	-21	-21
699.76 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-04-25	700	719	-19	-19
388.85 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-04-25	389	400	-11	-11
248.37 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-05-25	248	255	-7	-7
446.96 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-05-25	447	459	-12	-12
288.92 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-06-25	289	297	-8	-8
519.93 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-06-25	520	534	-14	-14
672.17 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-07-25	672	691	-19	-19
373.52 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-07-25	374	384	-10	-10
257.21 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-08-25	257	264	-7	-7
462.86 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-08-25	463	476	-13	-13
284.4 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-09-25	284	292	-8	-8
511.8 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-09-25	512	526	-14	-14
496.49 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-10-25	496	510	-14	-14
893.47 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-10-25	893	918	-25	-25
361.68 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-11-25	362	372	-10	-10
650.87 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-11-25	651	669	-18	-18
291.26 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-12-25	291	299	-8	-8
524.14 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2012-12-25	524	539	-15	-15
3048.56 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-01-25	3049	3116	-67	-67
1429.01 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-01-25	1429	1464	-35	-35
613.59 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-02-25	614	629	-15	-15
1308.99 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-02-25	1309	1338	-29	-29
509.66 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-03-25	510	522	-12	-12
1087.28 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-03-25	1087	1111	-24	-24
512.98 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-04-25	513	524	-11	-11
240.46 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-04-25	240	246	-6	-6
702.87 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-05-25	703	720	-17	-17
1499.45 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-05-25	1499	1533	-34	-34
136.05 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-06-25	136	139	-3	-3
290.25 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-06-25	290	297	-7	-7
1126.22 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-07-25	1126	1151	-25	-25
527.92 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-07-25	528	541	-13	-13
885.34 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-08-25	885	907	-22	-22
1888.73 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-08-25	1889	1931	-42	-42
945.54 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-09-25	946	969	-23	-23
2017.15 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-09-25	2017	2062	-45	-45
927.88 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-10-25	928	951	-23	-23
1979.48 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-10-25	1979	2023	-44	-44
1396.74 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-11-25	1397	1431	-34	-34
2979.72 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-11-25	2980	3046	-66	-66
811.36 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2012-12-25	811	831	-20	-20
1730.89 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2012-12-25	1731	1769	-38	-38
296.2 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-01-25	296	302	-6	-6
154.02 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-01-25	154	157	-3	-3
736.45 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-02-25	736	752	-16	-16
1416.25 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-02-25	1416	1446	-30	-30
138.91 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-03-25	139	142	-3	-3
267.14 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-03-25	267	273	-6	-6
137.74 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-04-25	138	141	-3	-3
264.88 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-04-25	265	270	-5	-5
186.6 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-05-25	187	191	-4	-4
358.85 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-05-25	359	366	-7	-7
124.71 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-06-25	125	127	-2	-2
239.83 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-06-25	240	245	-5	-5
125.27 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-07-25	125	128	-3	-3
240.91 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-07-25	241	246	-5	-5
581.53 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-08-25	582	594	-12	-12
1118.34 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-08-25	1118	1142	-24	-24
120.04 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-09-25	120	123	-3	-3
230.84 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-09-25	231	236	-5	-5
121.62 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-10-25	122	124	-2	-2
233.88 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-10-25	234	239	-5	-5
121.44 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-11-25	121	124	-3	-3
233.54 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-11-25	234	238	-4	-4
123.03 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-12-25	123	126	-3	-3
236.59 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2012-12-25	237	242	-5	-5
2104.73 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-01-25	2105	2076	29	29
1098.12 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-01-25	1098	1083	15	15
547.16 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-02-25	547	540	7	7
1048.71 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-02-25	1049	1035	14	14
912.04 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-03-25	912	901	11	11
1748.08 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-03-25	1748	1726	22	22
2686.87 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-04-25	2687	2654	33	33
1401.84 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-04-25	1402	1385	17	17
295.13 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-05-25	295	292	3	3
565.67 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-05-25	566	559	7	7
252.78 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-06-25	253	250	3	3
484.5 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-06-25	485	479	6	6
1347.74 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-07-25	1348	1332	16	16
703.17 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-07-25	703	695	8	8
1094.9 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-08-25	1095	1082	13	13
2098.55 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-08-25	2099	2073	26	26
420.34 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-09-25	420	415	5	5
805.65 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-09-25	806	796	10	10
842.09 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-10-25	842	832	10	10
1614. FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-10-25	1614	1595	19	19
252.42 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-11-25	252	249	3	3
483.8 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-11-25	484	478	6	6
928.85 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-12-25	929	918	11	11
1780.29 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2012-12-25	1780	1759	21	21
187.71 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-01-25	188	194	-6	-6
97.94 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-01-25	98	101	-3	-3
158.54 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-02-25	159	164	-5	-5
303.88 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-02-25	304	314	-10	-10
89.44 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-03-25	89	92	-3	-3
171.43 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-03-25	171	177	-6	-6
93.5 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-04-25	94	97	-3	-3
179.2 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-04-25	179	185	-6	-6
88.66 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-05-25	89	92	-3	-3
169.93 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-05-25	170	176	-6	-6
183.23 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-06-25	183	189	-6	-6
351.19 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-06-25	351	363	-12	-12
184.53 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-07-25	185	191	-6	-6
96.28 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-07-25	96	100	-4	-4
91.53 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-08-25	92	95	-3	-3
175.44 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-08-25	175	181	-6	-6
285.45 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-09-25	285	295	-10	-10
547.11 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-09-25	547	566	-19	-19
281.62 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-10-25	282	291	-9	-9
539.77 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-10-25	540	558	-18	-18
291.77 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-11-25	292	302	-10	-10
559.22 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-11-25	559	578	-19	-19
92.8 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-12-25	93	96	-3	-3
177.87 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2012-12-25	178	184	-6	-6
1092.24 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-01-25	1092	1112	-20	-20
406.45 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-01-25	406	412	-6	-6
159.08 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-02-25	159	161	-2	-2
427.49 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-02-25	427	435	-8	-8
515.35 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-03-25	515	523	-8	-8
1384.9 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-03-25	1385	1410	-25	-25
138.51 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-04-25	139	141	-2	-2
51.54 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-04-25	52	52
219.49 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-05-25	219	223	-4	-4
589.82 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-05-25	590	600	-10	-10
430.14 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-06-25	430	436	-6	-6
1155.89 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-06-25	1156	1177	-21	-21
378.46 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-07-25	378	384	-6	-6
1017.04 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-07-25	1017	1035	-18	-18
25.72 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-08-25	26	26
69.12 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-08-25	69	70	-1	-1
425.26 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-09-25	425	431	-6	-6
1142.8 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-09-25	1143	1163	-20	-20
149.65 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-10-25	150	152	-2	-2
402.17 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-10-25	402	409	-7	-7
97.63 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-11-25	98	99	-1	-1
262.36 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-11-25	262	267	-5	-5
481.99 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2012-12-25	482	489	-7	-7
1295.25 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2012-12-25	1295	1319	-24	-24
78.52 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-01-25	79	83	-4	-4
77.05 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-02-25	77	81	-4	-4
79.4 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-03-25	79	84	-5	-5
79.45 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-04-25	79	84	-5	-5
827.41 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-05-25	827	872	-45	-45
1471.68 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-06-25	1472	1551	-79	-79
76.74 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-07-25	77	81	-4	-4
77.37 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-08-25	77	82	-5	-5
2988.67 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-09-25	2989	3149	-160	-160
79.82 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-10-25	80	84	-4	-4
5097.67 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-11-25	5098	5372	-274	-274
2660.16 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2012-12-25	2660	2803	-143	-143
4564.71 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-03-25	4565	4880	-315	-315
4405.07 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-04-25	4405	4709	-304	-304
4251.63 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-05-25	4252	4545	-293	-293
4448.76 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-06-25	4449	4756	-307	-307
4479.77 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-07-25	4480	4789	-309	-309
3978.35 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-08-25	3978	4253	-275	-275
4969.09 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-09-25	4969	5312	-343	-343
4432.2 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-10-25	4432	4738	-306	-306
4071.84 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-11-25	4072	4353	-281	-281
2986.61 FNMA POOL #835760 4.500% 9/01/35	2012-01-31	2012-12-25	2987	3193	-206	-206
82.87 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-01-25	83	83
39.25 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-01-25	39	39
34.5 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-02-25	35	35
72.83 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-02-25	73	73
36.9 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-03-25	37	37
77.89 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-03-25	78	78
946.38 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-04-25	946	951	-5	-5
1997.92 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-04-25	1998	2007	-9	-9
713.68 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-05-25	714	717	-3	-3
1506.65 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-05-25	1507	1513	-6	-6
32.79 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-06-25	33	33
69.22 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-06-25	69	70	-1	-1
547.91 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-07-25	548	550	-2	-2
1156.71 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-07-25	1157	1162	-5	-5
672.72 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-08-25	673	676	-3	-3
1420.18 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-08-25	1420	1426	-6	-6
33.94 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-09-25	34	34
71.65 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-09-25	72	72
580.29 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-10-25	580	583	-3	-3
1225.06 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-10-25	1225	1230	-5	-5
32.44 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-11-25	32	33	-1	-1
68.49 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-11-25	68	69	-1	-1
249.76 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-12-25	250	251	-1	-1
527.28 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2012-12-25	527	530	-3	-3
1560.5 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-01-25	1561	1503	58	58
715.23 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-01-25	715	689	26	26
508.68 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-02-25	509	491	18	18
1109.85 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-02-25	1110	1071	39	39
713.67 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-03-25	714	689	25	25
1557.11 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-03-25	1557	1504	53	53
719.9 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-04-25	720	696	24	24
1570.68 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-04-25	1571	1519	52	52
611.44 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-05-25	611	592	19	19
1334.06 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-05-25	1334	1292	42	42
760.64 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-06-25	761	737	24	24
1659.58 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-06-25	1660	1609	51	51
771.29 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-07-25	771	748	23	23
1682.82 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-07-25	1683	1633	50	50
541.91 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-08-25	542	526	16	16
1182.34 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-08-25	1182	1149	33	33
558.36 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-09-25	558	543	15	15
1218.24 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-09-25	1218	1184	34	34
574.69 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-10-25	575	559	16	16
1253.86 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-10-25	1254	1220	34	34
559.1 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-11-25	559	544	15	15
1219.85 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-11-25	1220	1188	32	32
537.74 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-12-25	538	524	14	14
1173.26 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2012-12-25	1173	1143	30	30
68.78 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-01-25	69	68	1	1
11.46 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-01-25	11	11
144.6 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-02-25	145	142	3	3
867.59 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-02-25	868	852	16	16
137.57 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-03-25	138	135	3	3
825.44 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-03-25	825	811	14	14
166.57 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-04-25	167	164	3	3
999.42 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-04-25	999	983	16	16
177.56 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-05-25	178	175	3	3
1065.36 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-05-25	1065	1048	17	17
113.29 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-06-25	113	112	1	1
679.72 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-06-25	680	669	11	11
70.43 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-07-25	70	69	1	1
422.61 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-07-25	423	416	7	7
154.35 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-08-25	154	152	2	2
926.08 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-08-25	926	913	13	13
138.61 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-09-25	139	137	2	2
831.66 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-09-25	832	820	12	12
188.6 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-10-25	189	186	3	3
1131.62 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-10-25	1132	1116	16	16
126.56 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-11-25	127	125	2	2
759.35 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-11-25	759	749	10	10
165.42 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-12-25	165	163	2	2
992.52 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2012-12-25	993	980	13	13
2022.67 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-01-25	2023	2000	23	23
968.11 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-01-25	968	958	10	10
31.04 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-02-25	31	31
64.86 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-02-25	65	64	1	1
640.87 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-03-25	641	634	7	7
1338.96 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-03-25	1339	1324	15	15
949.38 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-04-25	949	939	10	10
1983.53 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-04-25	1984	1961	23	23
3287.77 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-05-25	3288	3252	36	36
6869.09 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-05-25	6869	6792	77	77
211.58 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-06-25	212	209	3	3
442.05 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-06-25	442	437	5	5
1547.78 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-07-25	1548	1531	17	17
3233.75 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-07-25	3234	3198	36	36
2930.13 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-08-25	2930	2898	32	32
6121.89 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-08-25	6122	6053	69	69
13.21 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-09-25	13	13
27.61 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-09-25	28	27	1	1
973.59 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-10-25	974	963	11	11
2034.1 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-10-25	2034	2011	23	23
1086.18 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-11-25	1086	1074	12	12
2269.35 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-11-25	2269	2244	25	25
389.21 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-12-25	389	385	4	4
813.17 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2012-12-25	813	804	9	9
710.37 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-01-25	710	715	-5	-5
343.73 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-01-25	344	346	-2	-2
14.01 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-02-25	14	14
28.95 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-02-25	29	29
505.67 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-03-25	506	509	-3	-3
1045.06 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-03-25	1045	1052	-7	-7
526.7 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-04-25	527	530	-3	-3
1088.52 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-04-25	1089	1095	-6	-6
11.25 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-05-25	11	11
23.24 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-05-25	23	23
11.72 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-06-25	12	12
24.22 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-06-25	24	24
230.38 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-07-25	230	232	-2	-2
476.12 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-07-25	476	479	-3	-3
258.55 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-08-25	259	260	-1	-1
534.34 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-08-25	534	538	-4	-4
699.1 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-09-25	699	704	-5	-5
1444.81 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-09-25	1445	1454	-9	-9
9.5 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-10-25	10	10
19.63 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-10-25	20	20
283.67 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-11-25	284	285	-1	-1
586.24 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-11-25	586	590	-4	-4
283.38 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-12-25	283	285	-2	-2
585.66 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2012-12-25	586	589	-3	-3
2675.04 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-01-25	2675	2797	-122	-122
2758.86 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-02-25	2759	2884	-125	-125
3539.28 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-03-25	3539	3700	-161	-161
2791.68 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-04-25	2792	2919	-127	-127
2372.66 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-05-25	2373	2481	-108	-108
2013.98 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-06-25	2014	2106	-92	-92
2627.6 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-07-25	2628	2747	-119	-119
2697.69 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-08-25	2698	2820	-122	-122
3154.95 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-09-25	3155	3298	-143	-143
2201.4 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-10-25	2201	2301	-100	-100
2489.98 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-11-25	2490	2603	-113	-113
2044.59 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2012-12-25	2045	2138	-93	-93
275.89 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-01-25	276	292	-16	-16
168.81 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-02-25	169	179	-10	-10
1304.36 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-03-25	1304	1380	-76	-76
583.39 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-04-25	583	617	-34	-34
486.37 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-05-25	486	515	-29	-29
908.73 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-06-25	909	961	-52	-52
1330.24 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-07-25	1330	1407	-77	-77
1057.7 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-08-25	1058	1119	-61	-61
1243.42 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-09-25	1243	1316	-73	-73
678.26 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-10-25	678	718	-40	-40
488.09 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-11-25	488	516	-28	-28
1590.85 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2012-12-25	1591	1683	-92	-92
3749.63 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-01-25	3750	4024	-274	-274
1757.64 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-01-25	1758	1886	-128	-128
668.59 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-02-25	669	717	-48	-48
1426.33 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-02-25	1426	1531	-105	-105
1552.81 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-03-25	1553	1666	-113	-113
3312.66 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-03-25	3313	3555	-242	-242
2856.88 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-04-25	2857	3066	-209	-209
1339.16 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-04-25	1339	1437	-98	-98
752.25 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-05-25	752	807	-55	-55
1604.81 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-05-25	1605	1722	-117	-117
6135.08 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-06-25	6135	6584	-449	-449
2875.82 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-06-25	2876	3086	-210	-210
1419.68 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-07-25	1420	1523	-103	-103
665.47 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-07-25	665	714	-49	-49
1273.76 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-08-25	1274	1367	-93	-93
2717.36 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-08-25	2717	2916	-199	-199
947.47 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-09-25	947	1017	-70	-70
2021.27 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-09-25	2021	2169	-148	-148
659.81 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-10-25	660	708	-48	-48
1407.59 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-10-25	1408	1511	-103	-103
366.84 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-11-25	367	394	-27	-27
782.6 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-11-25	783	840	-57	-57
739.86 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-12-25	740	794	-54	-54
1578.37 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2012-12-25	1578	1694	-116	-116
1067.73 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-01-25	1068	1100	-32	-32
533.86 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-01-25	534	550	-16	-16
366.59 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-02-25	367	378	-11	-11
733.18 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-02-25	733	755	-22	-22
438.39 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-03-25	438	452	-14	-14
876.78 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-03-25	877	903	-26	-26
493.5 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-04-25	494	508	-14	-14
987. FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-04-25	987	1017	-30	-30
223.41 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-05-25	223	230	-7	-7
446.82 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-05-25	447	460	-13	-13
342.87 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-06-25	343	353	-10	-10
685.75 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-06-25	686	706	-20	-20
368.09 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-07-25	368	379	-11	-11
736.19 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-07-25	736	758	-22	-22
328.48 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-08-25	328	338	-10	-10
656.96 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-08-25	657	677	-20	-20
293.29 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-09-25	293	302	-9	-9
586.57 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-09-25	587	604	-17	-17
248.7 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-10-25	249	256	-7	-7
497.41 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-10-25	497	512	-15	-15
328.5 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-11-25	329	338	-9	-9
657.01 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-11-25	657	677	-20	-20
224.47 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-12-25	224	231	-7	-7
448.94 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2012-12-25	449	462	-13	-13
622.83 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-01-25	623	631	-8	-8
346.02 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-01-25	346	351	-5	-5
457.51 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-02-25	458	464	-6	-6
823.52 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-02-25	824	835	-11	-11
464.91 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-03-25	465	471	-6	-6
836.83 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-03-25	837	848	-11	-11
479.71 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-04-25	480	486	-6	-6
863.48 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-04-25	863	875	-12	-12
383.31 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-05-25	383	389	-6	-6
689.95 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-05-25	690	699	-9	-9
181.92 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-06-25	182	184	-2	-2
327.46 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-06-25	327	332	-5	-5
311.71 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-07-25	312	316	-4	-4
173.17 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-07-25	173	176	-3	-3
776.53 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-08-25	777	787	-10	-10
1397.75 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-08-25	1398	1417	-19	-19
503.43 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-09-25	503	510	-7	-7
906.18 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-09-25	906	919	-13	-13
334.23 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-10-25	334	339	-5	-5
601.61 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-10-25	602	610	-8	-8
210.13 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-11-25	210	213	-3	-3
378.24 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-11-25	378	383	-5	-5
186.49 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-12-25	186	189	-3	-3
335.67 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2012-12-25	336	340	-4	-4
936.15 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-01-25	936	959	-23	-23
510.63 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-01-25	511	523	-12	-12
413.26 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-02-25	413	424	-11	-11
757.65 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-02-25	758	777	-19	-19
932.67 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-03-25	933	956	-23	-23
1709.9 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-03-25	1710	1753	-43	-43
995.55 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-04-25	996	1020	-24	-24
1825.17 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-04-25	1825	1871	-46	-46
386.1 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-05-25	386	396	-10	-10
707.84 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-05-25	708	725	-17	-17
444.86 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-06-25	445	456	-11	-11
815.58 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-06-25	816	836	-20	-20
513.02 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-07-25	513	526	-13	-13
940.54 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-07-25	941	964	-23	-23
714.25 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-08-25	714	732	-18	-18
1309.46 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-08-25	1309	1342	-33	-33
934.72 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-09-25	935	958	-23	-23
1713.64 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-09-25	1714	1756	-42	-42
968.99 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-10-25	969	993	-24	-24
1776.48 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-10-25	1776	1821	-45	-45
1221.09 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-11-25	1221	1252	-31	-31
2238.67 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-11-25	2239	2294	-55	-55
1034.11 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-12-25	1034	1060	-26	-26
1895.87 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2012-12-25	1896	1943	-47	-47
473.96 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-01-25	474	473	1	1
223.04 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-01-25	223	223
191.34 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-02-25	191	191
406.6 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-02-25	407	406	1	1
205.8 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-03-25	206	205	1	1
437.33 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-03-25	437	436	1	1
432.17 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-04-25	432	431	1	1
203.37 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-04-25	203	203
544.92 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-05-25	545	544	1	1
1157.96 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-05-25	1158	1155	3	3
213.48 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-06-25	213	213
453.65 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-06-25	454	453	1	1
1093.35 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-07-25	1093	1091	2	2
514.52 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-07-25	515	513	2	2
284.71 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-08-25	285	284	1	1
605. FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-08-25	605	604	1	1
373.95 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-09-25	374	373	1	1
794.64 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-09-25	795	793	2	2
512.39 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-10-25	512	511	1	1
1088.82 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-10-25	1089	1086	3	3
649.75 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-11-25	650	648	2	2
1380.73 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-11-25	1381	1377	4	4
735.66 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-12-25	736	734	2	2
1563.28 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2012-12-25	1563	1560	3	3
5651.64 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-01-11	5652	5537	115	115
2677.09 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-01-11	2677	2623	54	54
7249.11 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-02-11	7249	7102	147	147
15303.67 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-02-11	15304	14993	311	311
4819.16 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-03-11	4819	4721	98	98
10173.78 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-03-11	10174	9968	206	206
10127.23 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-04-11	10127	9922	205	205
21379.71 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-04-11	21380	20946	434	434
11680.19 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-05-11	11680	11443	237	237
24658.18 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-05-11	24658	24158	500	500
3956.92 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-06-11	3957	3877	80	80
8353.5 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2012-06-11	8354	8184	170	170
499.75 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-01-15	500	495	5	5
910.27 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-01-15	910	902	8	8
27.35 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-02-15	27	27
15.02 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-02-15	15	15
435.7 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-03-15	436	432	4	4
239.21 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-03-15	239	237	2	2
660.76 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-04-15	661	655	6	6
362.77 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-04-15	363	359	4	4
452. GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/200	2002-06-10	2012-05-15	452	448	4	4
248.16 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-05-15	248	246	2	2
643.68 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-06-15	644	638	6	6
353.39 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-06-15	353	350	3	3
11.82 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-07-15	12	12
21.53 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-07-15	22	21	1	1
21.59 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-08-15	22	21	1	1
11.85 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-08-15	12	12
354.59 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-09-15	355	351	4	4
194.67 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2012-09-15	195	193	2	2
21.09 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-10-15	21	21
11.58 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-10-15	12	11	1	1
21.21 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-11-15	21	21
11.64 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-11-15	12	12
21.34 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-12-15	21	21
11.71 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2012-12-15	12	12
303.33 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-01-15	303	313	-10	-10
182. GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-01-15	182	188	-6	-6
499.12 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-02-15	499	515	-16	-16
831.86 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-02-15	832	858	-26	-26
468.31 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-03-15	468	483	-15	-15
780.52 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-03-15	781	805	-24	-24
245.66 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-04-15	246	253	-7	-7
409.44 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-04-15	409	422	-13	-13
9.66 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-05-15	10	10
16.1 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-05-15	16	17	-1	-1
223.65 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-06-15	224	231	-7	-7
372.75 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-06-15	373	384	-11	-11
214.47 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-07-15	214	221	-7	-7
128.68 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-07-15	129	133	-4	-4
439.65 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-08-15	440	453	-13	-13
732.75 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-08-15	733	756	-23	-23
634.66 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-09-15	635	654	-19	-19
1057.77 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-09-15	1058	1091	-33	-33
263.32 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-10-15	263	272	-9	-9
438.87 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-10-15	439	453	-14	-14
400.3 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-11-15	400	413	-13	-13
667.16 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-11-15	667	688	-21	-21
404.26 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-12-15	404	417	-13	-13
673.77 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2012-12-15	674	695	-21	-21
10000. GENERAL DYNAMICS COR 4.250% 5/15/13	2007-01-26	2012-12-07	10169	9912	257	257
349.51 VR J P MORGAN CHAS 5.37932% 4/15/43	2008-02-08	2012-11-15	350	326	24	24
786.39 VR J P MORGAN CHAS 5.37932% 4/15/43	2008-02-08	2012-11-15	786	734	52	52
.3333 KRAFT FOODS GROUP INC	2011-09-21	2012-10-11	15	12	3	3
4380. MICROSOFT CORP COM	1999-04-21	2012-12-13	118421	177938	-59517	-59517
17000. NATIONAL RURAL UTILS 7.250% 3/01/12	2004-12-23	2012-03-01	17000	19667	-2667	-2667
30000. NATIONAL RURAL UTILS 7.250% 3/01/12	2005-05-23	2012-03-01	30000	34604	-4604	-4604
.5 PHILLIPS 66	2008-10-07	2012-05-22	16	14	2	2
307. PHILLIPS 66	2008-10-07	2012-08-16	12421	8853	3568	3568
1485. PHILLIPS 66	2008-10-07	2012-08-16	60082	42822	17260	17260
65000. US TREASURY NOTES 4.500% 3/31/12	2008-11-14	2012-01-31	65465	71188	-5723	-5723
40000. UNITED STATES TREAS 4.875% 6/30/12	2010-06-30	2012-06-30	40000	44434	-4434	-4434
50000. US TREASURY NOTE 4.625% 7/31/12	2009-12-17	2012-07-31	50000	54633	-4633	-4633
75000. US TREASURY NOTE 1.125% 1/15/12	2009-12-17	2012-01-15	75000	75074	-74	-74
15000. US TREASURY NOTE 1.125% 1/15/12	2009-04-16	2012-01-15	15000	14978	22	22
5000. US TREASURY NOTE 1.375% 10/15/12	2010-08-16	2012-10-15	5000	5089	-89	-89

Field	Value	IRS element (for citing)
Capital Gain Net Income	-19999	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	false	LiableFor4942Tax
Qualifying Distributions Year1	1345584	QualifyingDistributionsYear1
Noncharitable Assets Year1	26621986	NoncharitableAssetsYear1
Distribution Ratio Year1	0.050544	DistributionRatioYear1
Qualifying Distributions Year2	1272965	QualifyingDistributionsYear2
Noncharitable Assets Year2	24787805	NoncharitableAssetsYear2
Distribution Ratio Year2	0.051354	DistributionRatioYear2
Qualifying Distributions Year3	1226903	QualifyingDistributionsYear3
Noncharitable Assets Year3	22221476	NoncharitableAssetsYear3
Distribution Ratio Year3	0.055212	DistributionRatioYear3
Qualifying Distributions Year4	986333	QualifyingDistributionsYear4
Noncharitable Assets Year4	25892621	NoncharitableAssetsYear4
Distribution Ratio Year4	0.038093	DistributionRatioYear4
Qualifying Distributions Year5	1551833	QualifyingDistributionsYear5
Noncharitable Assets Year5	29535751	NoncharitableAssetsYear5
Distribution Ratio Year5	0.052541	DistributionRatioYear5
Total Distribution Ratio	0.247744	TotalDistributionRatio
Average Distribution Ratio	0.049549	AverageDistributionRatio
Net Noncharitable Assets	27479821	NetNoncharitableAssets
Adjusted Noncharitable Assets	1361598	AdjustedNoncharitableAssets
One Percent Net Investment Income	6323	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	1367921	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	1451150	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	X	DomesticOrgMeetingSect4940e
Investment Income Excise Tax	6323	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	6323	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	6323	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	12584	EstTaxPaymentsAndOverpayment
Tax Paid With Extension	0	TaxPaidWithExtension
Total Credits And Payments	12584	TotalCreditsAndPayments
Form2220 Attached	X	Form2220Attached
Penalty For Underpayment	0	PenaltyForUnderpayment
Overpayment	6261	Overpayment
Amount Credited To Next Year	6261	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	false	LegislativePoliticalActivities
More Than100 Spent	false	MoreThan100Spent
Form1120 POL Filed	false	Form1120POLFiled
Activities Not Prev Reported	false	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	false	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	false	UnrelatedBusIncomeOver1000
Termination Etc	false	TerminationEtc
Requirements Of Sect508e	true	RequirementsOfSect508e
At Least5000 In Assets	true	AtLeast5000InAssets
States Filed With	NC	StatesFiledWith
Form990 PF Filed With AG	true	Form990PFFiledWithAG
Private Operating Foundation	false	PrivateOperatingFoundation
New Substantial Contributors	false	NewSubstantialContributors
Interest In Controlled Entity	false	InterestInControlledEntity
Comply With Public Inspection Rqr	true	ComplyWithPublicInspectionRqr

Books In Care Of Business Name BooksInCareOfBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	WELLS FARGO BANK NA	BusinessNameLine1

Field	Value	IRS element (for citing)
Books In Care Of Phone Number	8003523705	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	1 WEST 4TH STREET 2ND FLOOR	AddressLine1
City	WINSTON SALEM	City
State	NC	State
ZIP Code	27101	ZIPCode

Field	Value	IRS element (for citing)
Foreign Bank	false	ForeignBank

Statements Regarding Acty4720 StatementsRegardingActy4720

Field	Value	IRS element (for citing)
Sale Or Exchange With Dsqfly Person	false	SaleOrExchangeWithDsqflyPerson
Borrow Or Lend With Dsqfly Person	false	BorrowOrLendWithDsqflyPerson
Furnished Goods With Dsqfly Person	true	FurnishedGoodsWithDsqflyPerson
Pay Compensation To Dsqfly Person	true	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	false	TransferAssetsToDsqflyPerson
Payment To Government Offical	false	PaymentToGovernmentOffical
Acts Fail To Qualify As Exceptions	false	ActsFailToQualifyAsExceptions
Uncorrected Prior Acts	false	UncorrectedPriorActs
Undistributed Income Prior Years	false	UndistributedIncomePriorYears
Undistr Income4942a2 Not Applied	false	UndistrIncome4942a2NotApplied
Business Holdings	false	BusinessHoldings
Jeopardy Investments	false	JeopardyInvestments
Uncorrected Jeopardy Investments	false	UncorrectedJeopardyInvestments
Influence Legislation	false	InfluenceLegislation
Influence Election	false	InfluenceElection
Grants To Individuals	false	GrantsToIndividuals
Grants To Organizations	false	GrantsToOrganizations
Noncharitable Purpose	false	NoncharitablePurpose
Rcv Funds To Pay Prsnl Bnft Contract	false	RcvFundsToPayPrsnlBnftContract
Pay Premiums Prsnl Bnft Contract	false	PayPremiumsPrsnlBnftContract
Prohibited Tax Shelter Transactn	false	ProhibitedTaxShelterTransactn

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee

Field	Value	IRS element (for citing)
Person Name	Wells Fargo Bank	PersonName

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	1525 W W T HARRIS BLVD	AddressLine1
City	CHARLOTTE	City
State	NC	State
ZIP Code	28288	ZIPCode

Field	Value	IRS element (for citing)
Title	Trustee	Title
Avg Hours Per Wk Devoted To Position	40	AvgHoursPerWkDevotedToPosition
Compensation	291276	Compensation

Field	Value	IRS element (for citing)
Comp Of Highest Paid Empl NONE	NONE	CompOfHighestPaidEmplNONE
Tot Number Of Oth Empl Paid Over50k	0	TotNumberOfOthEmplPaidOver50k
Comp Of Hghst Paid Cntrct NONE	NONE	CompOfHghstPaidCntrctNONE
Tot Number Of Cntrct Paid Over50k	0	TotNumberOfCntrctPaidOver50k

Field	Value	IRS element (for citing)
Summary Of Direct Charitable Acty		SummaryOfDirectCharitableActy
Sum Of Program Related Investments		SumOfProgramRelatedInvestments

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	27357371	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	540924	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	27898295	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	27898295	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	418474	CashDeemedCharitable
Net Noncharitable Assets	27479821	NetNoncharitableAssets
Minimum Investment Return	1373991	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	1373991	MinimumInvestmentReturn
Tax Based On Investment Income	6323	TaxBasedOnInvestmentIncome
Total Tax	6323	TotalTax
Distributable Amount Before Adj	1367668	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	1367668	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	1367668	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	1451150	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Amounts Paid Acq Charitable Assets	0	AmountsPaidAcqCharitableAssets
Amounts Set Aside Suitability Test	0	AmountsSetAsideSuitabilityTest
Amounts Set Aside Cash Distri Test	0	AmountsSetAsideCashDistriTest
Qualifying Distributions	1451150	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	6323	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	1444827	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	1367668	DistributableAmountAsAdjusted
Undistributed Income Prior Year	1009516	UndistributedIncomePriorYear
Total For Prior Years	0	TotalForPriorYears
Excess Distri Carryover Year5	0	ExcessDistriCarryoverYear5
Excess Distri Carryover Year4	0	ExcessDistriCarryoverYear4
Excess Distri Carryover Year3	0	ExcessDistriCarryoverYear3
Excess Distri Carryover Year2	0	ExcessDistriCarryoverYear2
Excess Distri Carryover Year1	0	ExcessDistriCarryoverYear1
Total Excess Distri Carryover	0	TotalExcessDistriCarryover
Qualifying Distributions	1451150	QualifyingDistributions
Applied To Year1	1009516	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	441634	AppliedToCurrentYear
Remaining Distri From Corpus	0	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	0	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	0	ExcessDistriCyovAppliedCY
Total Corpus	0	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	926034	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	0	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	0	ExcessDistriCyovToNextYear
Excess From Year4	0	ExcessFromYear4
Excess From Year3	0	ExcessFromYear3
Excess From Year2	0	ExcessFromYear2
Excess From Year1	0	ExcessFromYear1
Excess From Current Year	0	ExcessFromCurrentYear

Supplementary Information SupplementaryInformation

Appication Submission Info AppicationSubmissionInfo

Field	Value	IRS element (for citing)
Recipient Name	John Wesley and Anna Hodgin Hanes	RecipientName

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	1 West 4th Street 2nd floor	AddressLine1
City	Winston Salem	City
State	NC	State
ZIP Code	27101	ZIPCode

Field	Value	IRS element (for citing)
Recipient Phone Number	3367478161	RecipientPhoneNumber
Form And Info And Materials	None	FormAndInfoAndMaterials
Submission Deadlines	None	SubmissionDeadlines
Restrictions On Awards	None	RestrictionsOnAwards

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (38 entries)

Business Name Line2RecipientBusinessName/BusinessNameLine2	Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
RiverRun International Film
Festival	305 WEST 4TH STREET 1A	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$11,500
Amos Cottage Inc
	3325 SILAS CREEK PARKWAY	WinstonSalem	NC	27103	NONE	PUBLIC CHARITY	CONTINGENT GRANT	$15,000
Historic Bethabara Park Inc
	2147 BETHABARA ROAD	WinstonSalem	NC	27106	NONE	PUBLIC CHARITY	PALISADE FORT REPLACEMENT	$25,000
United Way of Forsyth County
	301 NORTH MAIN STREET SUITE 1700	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$50,000
Everyone Can Help Out
	690 COLISEUM DRIVE	WinstonSalem	NC	27127	NONE	PUBLIC CHARITY	STORYLINE NEIGHBORHOOD	$5,000
Powar Program Inc
	625 TRADE STREET	WinstonSalem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$12,000
Ican House Services Inc
	862 WEST FOURTH STREET	WinstonSalem	NC	27101	NONE	PUBLIC CHARITY	SUPPORT	$10,000
Crosby Scholars Comm Ptnship
	2701 UNIVERSITY PARKWAY	WinstonSalem	NC	27105	NONE	PUBLIC CHARITY	SUPPORT	$57,000
American Chestnut Fdn
	160 ZILLICOA STREET SUITE D	Asheville	NC	28801	NONE	PUBLIC CHARITY	SUPPORT	$3,000
Bookmarks
	PO BOX 11867	WinstonSalem	NC	27116	NONE	PUBLIC CHARITY	CONTRIBUTION	$10,000
The Arts Council of WS and
Forsyth County	305 W FOURTH STREET SUITE 1C	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$100,000
Boys Scouts of America-Old Hickory
Council	6600 SILAS CREEK PARKWAY	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$40,000
YMCA of Northwest NC
	301 NORTH MAIN STREET SUITE 1900	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$10,000
Wake Forrest Univ Collegd Fund
	PO BOX 7227	WinstonSalem	NC	27109	NONE	PUBLIC CHARITY	SUPPORT	$120,000
The Childrens Home Inc
	1001 REYNOLDA ROAD	Winston Salem	NC	27104	NONE	PUBLIC CHARITY	CONTRIBUTION	$20,000
Summit School
	2100 REYNOLDA ROAD	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$80,000
YWCA
	1201 GLADE STREET	WinstonSalem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$75,000
Hugh Chatham Mem Hospital Fdn
	PO BOX 560	Elkin	NC	28621	NONE	PUBLIC CHARITY	STEP BY STEP PROGRAM	$10,000
Secca Fountation
	750 MARGUERITE DRIVE	WinstonSalem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$25,000
Winston Salem Symphony Assoc
	201 NORTH BROAD ST SUITE 200	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$5,000
Sciworks the Science Ctr
Environmental Park Forsyth County	400 W HANES MILL ROAD	WinstonSalem	NC	27105	NONE	PUBLIC CHARITY	PLANETARIUM UPGRADE	$57,500
Senior Services Inc
	2895 SHOREFAIR DRIVE	Winston Salen	NC	27105	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$140,000
Asheville Area Habitat for Humanity
	33 MEADOW ROAD	Asheville	NC	28803	NONE	PUBLIC CHARITY	SUPPORT	$25,000
Habitat for Humanity of Forsyth
County Inc	339 WITT STREET	WinstonSalem	NC	271031953	NONE	PUBLIC CHARITY	REUSE RESTORE RENEW	$100,000
Samaritian Ministries
	1243 PATTERSON AVENUE	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$100,000
WS Theatre Alliance
	1047 NORTHWEST BLVD	WinstonSalem	NC	27101	NONE	PUBLIC CHARITY	SUPPORT	$4,300
High Country Soccer Assoc
	PO BOX 3367	Boone	NC	28607	NONE	PUBLIC CHARITY	SUPPORT	$25,000
Downtown WS Foundation
	305 W 4TH STREET SUITE 2E	WinstonSalem	NC	27101	NONE	PUBLIC CHARITY	MEADE WILLIS GRANT	$50,000
New Winston Museum
	110 THOMAS STREET	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$33,333
Alleghany Wellness Center Inc
	PO BOX 1735 508 COLLINS RD	Asheville	NC	28675	NONE	PUBLIC CHARITY	SUPPORT	$15,000
Carolina Performing Arts
	134 EAST FRANKLIN STREET BOX 3233	Chapel Hill	NY	27599	NONE	PUBLIC CHARITY	RITE OF SPRING 100	$25,000
Helen Simoneau Danse
C/O WS Foundation	2564 ROBINHOOD ROAD	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	SUPPORT	$8,000
Hospice and Palliative CareCenter
	101 HOSPICE LANE	WinstonSalem	NC	27103	NONE	PUBLIC CHARITY	SUPPORT	$40,000
Leadership Winston Salem
	501 N CLEVELAND AVE SUITE 111	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$3,500
Haywood Arts Repertory Theater
	PO BOX 1024	Waynesville	NC	28786	NONE	PUBLIC CHARITY	SUPPORT	$10,000
Piedmont Environmental Alliance Inc
	1959 N PEACE HAVEN RD NO 257	WinstonSalem	NC	27101	NONE	PUBLIC CHARITY	SUPPORT	$2,500
Libforall Foundation
	3524 YADKINVILLE ROAD 357	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$50,000
Miracle Flights for Kids
	2764 N GREEN VALLEY PKWY NO 115	Green Valley	NV	89014	NONE	PUBLIC CHARITY	SUPPORT	$5,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	1377633	TotGrantOrContriPaidDuringYear

Analysis Income Producing Acty AnalysisIncomeProducingActy

Field	Value	IRS element (for citing)
Fees Contracts From Govt Agencies		FeesContractsFromGovtAgencies
Membership Dues And Assessments		MembershipDuesAndAssessments
Int On Savings And Temp Cash Invst		IntOnSavingsAndTempCashInvst

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$857,845	ExclusionAmount

Field	Value	IRS element (for citing)
Net Rental Incm Re Debt Fincd Prop		NetRentalIncmReDebtFincdProp
Net Rntl Incm Re Not Debt Fincd Prop		NetRntlIncmReNotDebtFincdProp
Net Rental Incm Personal Property		NetRentalIncmPersonalProperty
Other Investment Income Part VII		OtherInvestmentIncomePartVII

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	-$19,999	ExclusionAmount

Field	Value	IRS element (for citing)
Net Income Loss From Special Events		NetIncomeLossFromSpecialEvents
Gross Profit Loss Sales Of Invntry		GrossProfitLossSalesOfInvntry

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Exclusion	$837,846	ExclusionAmount

Field	Value	IRS element (for citing)
Total Part XVIA	837846	TotalPartXVIA

Field	Value	IRS element (for citing)
Rln Of Acty To Accom Of Exempt Prps		RlnOfActyToAccomOfExemptPrps

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Noncharitable EO	false	TrnsfrOfCashToNoncharitableEO
Trnsfr Oth Assets Noncharitable EO	false	TrnsfrOthAssetsNoncharitableEO
Sales Or Exchanges Of Assets	false	SalesOrExchangesOfAssets
Purchase Assets Noncharitable EO	false	PurchaseAssetsNoncharitableEO
Rental Of Facilities Etc	false	RentalOfFacilitiesEtc
Reimbursement Arrangements	false	ReimbursementArrangements
Loans Or Loan Guarantees	false	LoansOrLoanGuarantees
Performance Of Services Etc	false	PerformanceOfServicesEtc
Sharing Of Facilities Etc	false	SharingOfFacilitiesEtc
Relationships Noncharitable E Os	false	RelationshipsNoncharitableEOs

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (70 entries)

Name Of BondNameOfBond	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
002824AW0 ABBOTT LABS 4.125
06050TJZ6 BANK OF AMERICA 6.00
06406HBE8 BANK NY MELLON 4.950
12189TBC7 BURLINGTN NORTH SANT	54904	63402
17313UAE9 CITIGROUP INC 2.125
20030NBB6 COMCAST CORP	89522	103626
25179MAG8 DEVON ENERGY CORPORA	30705	31563
36962G3H5 GENERAL ELEC CAP COR	50401	58986
36962GXZ2 GENERAL ELEC CAP COR	67802	71430
38143UAB7 GOLDMAN SACHS GROUP	75418	78218
437076AP7 HOME DEPOT INC	47326	57121
459200GJ4 IBM CORPORATION	94006	120766
46625HDF4 JP MORGAN CHASE & CO	58658	65949
50075NBA1 KRAFT FOODS INC	54547	66399
565849AD8 MARATHON OIL CORP	18736	21635
58013MEC4 MCDONALD'S CORP	26949	41526
61746SBR9 MORGAN STANLEY	69703	76103
637432CU7 NATL RURAL UTIL 7.25
652478AH1 NEWS AMER HLDG 9.250
652482BG4 NEWS AMER INC	15087	16303
10138MAH8 PEPSI BOTTLING GROUP	74845	80646
742718DF3 PROCTOR & GAMBLE CO	69104	93911
78387GAM5 SBC COMMUNICATIONS	44131	57180
87236YAA6 TD AMERITRADE HOLDIN	59917	71209
904764AJ6 UNILEVER CAPITAL COR	107874	103395
91324PBM3 UNITEDHEALTH GROUP	49316	55409
931142BF9 WAL-MART STORES	93320	110345
931142BT9 WAL-MART STORES	60341	55757
25468PCE4 WALT DISNEY COMPANY	88830	98886
002824AW0 ABBOTT LABS 4.125
06050TJZ6 BANK OF AMERICA 6.00
06406HBE8 BANK NY MELLON 4.950
12189TBC7 BURLINGTN NORTH SANT
17313UAE9 CITIGROUP INC 2.125
20030NBB6 COMCAST CORP 6.400
25179MAG8 DEVON ENERGY 5.625
369550AK4 GENERAL DYNAMIC 4.25
36962G3H5 GENERAL ELEC 5.625
36962GXZ2 GENERAL ELEC 6.750
38143UAB7 GOLDMAN SACHS 5.150
437076AP7 HOME DEPOT 5.400
459200GJ4 IBM CORP 5.700
46625HDF4 JPMORGAN CHASE 5.150
50075NBA1 KRAFT FOODS 5.375
565849AD8 MARATHON OIL 6.000
58013MEC4 MCDONALDS CORP 6.30
61746SBR9 MORGAN STANLEY 5.375
637432CU7 NATL RURAL UTIL 7.25
652478AH1 NEWS AMER HLDGS 9.25
652482BG4 NEWS AMER INC 5.300
674599BV6 OCCIDENTAL PETE 6.75
10138MAH8 PEPSI BOTTLING 6.950
742718DF3 PROCTER GAMBLE 5.550
78387GAM5 SBC COMMUNICAT 6.450
87236YAA6 TD AMERITRADE 5.600
904764AJ6 UNILEVER CAPITL 3.65
91324PBM3 UNITEDHEALTH 3.875
931142BF9 WALMART STORES 7.550
931142BT9 WALMART STORES 4.550
25468PCE4 WALT DISNEY CO 5.625
031162BF6 AMGEN INC	104937	109163
539830AT6 LOCKHEED MARTIN CORP	73858	78930
031162BF6 AMGEN INC
172967EM9 CITIGROUP INC	54843	59508
487836BD9 KELLOGG CO	39166	44558
539803AT6 LOCKHEED MARTIN CORP
88732JAL2 TIME WARNER CABLE IN	57030	62459
369550AV0 GENERAL DYNAMICS COR	10010	9945
637432MQ5 NATIONAL RURAL UTIL	45396	47208
693475AL9 PNC FINANCIAL SERVIC	76185	75437

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (95 entries)

Name Of StockNameOfStock	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
36158YFT1 GE CAP COM MTG 5.349
46625YP64 JPMORGAN CHASE 5.475
46630JAC3 JPMORGAN CHASE 5.420
94985D632 WELLS FARGO FD #4118
437076102 HOME DEPOT INC	262036	620046
254687106 WALT DISNEY CO	307415	730419
194162103 COLGATE PALMOLIVE CO	61329	906362
423074103 HEINZ H J CO	489695	749148
494368103 KIMBERLY CLARK CORP	294406	606883
713448108 PEPSICO INC	127406	576933
742718109 PROCTER & GAMBLE CO	308366	582225
166764100 CHEVRON CORP	179082	445969
20825C104 CONOCOPHILLIPS	246528	281020
30231G102 EXXON MOBIL CORPORAT	308963	424528
064058100 BANK NY MELLON CORP
060505104 BANK OF AMERICA
38141G104 GOLDMAN SACHS GROUP	346228	256523
46625H100 JPMORGAN CHASE & CO	453873	538094
002824100 ABBOTT LABS	122957	663253
071813109 BAXTER INTL INC	87347	292971
110122108 BRISTOL MYERS SQUIBB	348047	430775
478160104 JOHNSON & JOHNSON	251280	651650
149123101 CATERPILLAR INC	271646	626005
369604103 GENERAL ELECTRIC CO	24158	434682
450911102 ITT CORP
696429307 PALL CORP	283311	902213
913017109 UNITED TECHNOLOGIES	280331	836092
88579Y101 3M CO	90179	436024
17275R102 CISCO SYSTEMS INC	112227	345456
413875105 HARRIS CORP DEL
458140100 INTEL CORP	129020	356932
459200101 INTERNATIONAL BUSINE	240737	948173
594918104 MICROSOFT CORP	613497	533366
882508104 TEXAS INSTRUMENTS IN	387968	544313
263534109 DU PONT E I DE NEMOU	363493	355780
549271104 LUBRIZOL CORP
00206R102 AT & T INC	367804	393059
92343V104 VERIZON COMMUNICATIO	259848	275890
743263105 PROGRESS ENERGY INC
088606108 BHP BILLITON LIMITED	237868	981034
136375102 CANADIAN NATL RR CO	159229	908644
806857108 SCHLUMBERGER LTD	420719	432423
729251108 PLUM CREEK TIMBER CO	364138	525873
36158YFT1 GE CAP COM MTG 5.349
46625YP64 JPMORGAN CHASE 5.475
46630JAC3 JPMORGAN CHASE 5.420
94985D632 WELLS FARGO FD #4118
437076102 HOME DEPOT INC
254687106 WALT DISNEY CO
194162103 COLGATE PALMOLIVE CO
423074103 HEINZ H J CO
494368103 KIMBERLY CLARK CORP
713448108 PEPSICO INC
742718109 PROCTER & GAMBLE CO
166764100 CHEVRON CORP
20825C104 CONOCOPHILLIPS
30231G102 EXXON MOBIL CORP
064058100 BANK NY MELLON CORP
060505104 BANK OF AMERICA
46625H100 JPMORGAN CHASE & CO
002824100 ABBOTT LABS
071813109 BAXTER INTL INC
110122108 BRISTOL MYERS SQUIBB
478160104 JOHNSON & JOHNSON
149123101 CATERPILLAR INC
369604103 GENERAL ELECTRIC CO
450911102 ITT CORP
696429307 PALL CORP
913017109 UNITED TECHNOLOGIES
88579Y101 3M CO
17275R102 CISCO SYSTEMS INC
413875105 HARRIS CORP DEL
458140100 INTEL CORP
459200101 IBM CORP
594918104 MICROSOFT CORP
822508104 TEXAS INSTRUMENTS
263534109 DU PONT DE NEMOURS
549271104 LUBRIZOL CORP
00206R102 AT&T INC
92343V104 VERIZON COMMUNICAT
743263105 PROGRESS ENERGY INC
088606108 BHP BILLITON LTD ADR
136375102 CANADIAN NATL RR
806857108 SCHLUMBERGER LTD
729251108 PLUM CREEK TIMBER CO
000375204 ABB LTD - ADR	200223	229210
50075N104 KRAFT FOODS INC
65339F101 NEXTERA ENERGY INC	248693	308241
89353D107 TRANSCANADA CORP	172615	186914
50075N104 KRAFT FOODS INC
65339F101 NEXTERA ENERGY INC
26441C204 DUKE ENERGY HOLDING	305877	403663
459506101 INTERNATIONAL FLAVOR	299940	329905
50076Q106 KRAFT FOODS GROUP IN	174979	217710
609207105 MONDELEZ INTERNATION	323701	365635

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	4178000	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	4472540	USGovtSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther (21 entries)

Category Or ItemCategoryOrItem
9WB056050 NORTHWESTERN MUT POL
000375204 ABB LTD ADR
088606108 BHP BILLITON LIMITED
136375102 CANADIAN NATL RR
36158YFT1 GE CAP COML MTG CORP
46625YP64 J P MORGAN CHASE COM
46630JAC3 JP MORGAN CHASE COMM
729251108 PLUM CREEK TIMBER
806857108 SCHLUMBERGER LTD
89353D107 TRANSCANADA CORP
94985D632 WELLS FARGO ADVTG
36158YFT1 GECAP COML MTG
46625YP64 JP MORGAN CHASE COM
46630JAC3 JP MORGAN CHASE
94985D632 WELLS FARGO ADVTG
000375204 ABB LTD-ADR
088606108 BHP BILLITON LIMITED
136375102 CANADIAN NATL
806857108 SCHLUMBERGER LTD
89353D107 TRANSCANADA CORP
729251108 PLUM CREEK TIMBER CO

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets (3 entries)

DescriptionDescription	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
46625YP64 VR J P MORGAN CHAS 5	59593	72128
46630JAC3 JP MORGAN CHASE COMM	123740	144576
9WB056050 $25,000 WHOLE LIFE I	1	28886

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases (4 entries)

DescriptionDescription	AmountAmount
MUTUAL FUND TAX EFFECTIVE DATE BEFORE TYE	$233
2012 ACCURED INT TAX EFFECTIVE 2013	$23
RONDING	$27
ACCRUED INTEREST PURCHASE 2012 NOT MATCHED TO INCOME	$10

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses

Field	Value	IRS element (for citing)
Description	ADR FEE	Description
Revenue And Expenses Per Books	110	RevenueAndExpensesPerBooks
Net Investment Income	110	NetInvestmentIncome
Disbursements Charitable Prps	0	DisbursementsCharitablePrps

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases (2 entries)

DescriptionDescription	AmountAmount
MUTUAL FUND POSTING DATE AFTER TYE	$385
2011 PURCHASE ACCURED INT TAX EFFECTIVE 2012	$999

Taxes Schedule TaxesSchedule

Taxes Taxes (3 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome
FOREIGN TAXES	$6,763	6763
FEDERAL TAX PAYMENT - PRIOR YE	$24,832	0
FEDERAL ESTIMATES - PRINCIPAL	$12,584	0