2013-04-27T08:26:15-06:00 2012-12-31 990PF 2012-01-01 566037589 TA JOHN W & ANNA H HANES FDN 496-1019004416 HANE 8003523705 1525 W WT HARRIS BLVD D1114-044 CHARLOTTE NC 28288 - 8003523705 2013-04-24 2012 2016-02-24 21:20:13Z X 27551153 X 857845 857613 -19999 2478058 0 0 837846 857613 291276 218457 72819 0 0 0 0 0 0 0 0 44179 6763 0 0 0 698 0 0 698 0 0 110 110 336263 225330 0 73517 1377633 1377633 1713896 225330 0 1451150 -876050 632283 0 3405 3123 3123 142420 108891 108891 0 0 0 4159187 4178000 4472540 9121509 10527159 20634036 2080776 1862867 2086973 2231036 0 183334 245590 17738333 16863374 27551153 0 X 17738333 16863374 17738333 16863374 17738333 16863374 17738333 -876050 1384 16863667 293 16863374 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. 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