JOHN WESLEY HANES AND ANNA HODGIN HANES FOUNDATION: Form 990PF, tax year 2011

View the entire original 990 at ProPublica ↗

Organization: JOHN WESLEY HANES AND ANNA HODGIN HANES FOUNDATION (EIN 56-6037589)
Tax period: 2011-01-01 to 2011-12-31
Filed: 2012-05-11
IRS object ID: 201201329349101805
Schema version: 2011v1.2
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 Decreases Schedule
Other Income Schedule2
Other Increases Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2012-05-11T14:17:40-06:00	Timestamp
Tax Period End Date	2011-12-31	TaxPeriodEndDate
Return Type	990PF	ReturnType
Tax Period Begin Date	2011-01-01	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	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	JOHN	NameControl
Phone	3367478161	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	WELLS FARGO BANK NA	Name
Title	Trustee	Title
Phone	3367478161	Phone
Date Signed	2012-05-10	DateSigned

Field	Value	IRS element (for citing)
Tax Year	2011	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	26406022	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	772592	DividendsRevAndExpnss
Dividends Net Invst Incm	770713	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	931802	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	3176577	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	931802	CapitalGainNetIncmNetInvstIncm
Net STCG Adj Net Incm	0	NetSTCGAdjNetIncm
Other Income Rev And Expnss	867	OtherIncomeRevAndExpnss
Total Revenue And Expenses	1705261	TotalRevenueAndExpenses
Total Net Investment Income	1702515	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	151134	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	113351	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	37784	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	11011	TaxesRevAndExpnss
Taxes Net Invst Incm	4954	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 Net Invst Incm	0	TravConfMeetingNetInvstIncm
Trav Conf Meeting Adj Net Incm	0	TravConfMeetingAdjNetIncm
Printing And Pub Net Invst Incm	0	PrintingAndPubNetInvstIncm
Printing And Pub Adj Net Incm	0	PrintingAndPubAdjNetIncm
Tot Opr Expenses Rev And Expnss	162145	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	118305	TotOprExpensesNetInvstIncm
Tot Opr Expenses Adj Net Incm	0	TotOprExpensesAdjNetIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	37784	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	1307800	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	1307800	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	1469945	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	118305	TotalExpensesNetInvstIncm
Total Expenses Adj Net Incm	0	TotalExpensesAdjNetIncm
Total Expenses Dsbrs Chrtbl Prps	1345584	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	235316	ExcessOfRevenueOverExpenses
Net Investment Income	1584210	NetInvestmentIncome
Adjusted Net Income	0	AdjustedNetIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash EOY	3405	CashEOY
Cash EOYFMV	3405	CashEOYFMV
Savings And Temp Cash Invst BOY	633612	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	142420	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	142420	SavingsAndTempCashInvstEOYFMV
Accounts Receivable EOY	0	AccountsReceivableEOY
Accounts Receivable EOYFMV	0	AccountsReceivableEOYFMV
Allwnc For Dbtfl Acct Other Rcvbl	0	AllwncForDbtflAcctOtherRcvbl
Investments Govt Oblig BOY	4189621	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	4159187	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	4469207	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	10741925	InvestmentsCorpStockBOY
Investments Corp Stock EOY	9121509	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	15648997	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	1927561	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	2080776	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	2252141	InvestmentsCorpBondsEOYFMV
Investments Other BOY	1	InvestmentsOtherBOY
Investments Other EOY	2231036	InvestmentsOtherEOY
Investments Other EOYFMV	3889852	InvestmentsOtherEOYFMV
Total Assets BOY	17492720	TotalAssetsBOY
Total Assets EOY	17738333	TotalAssetsEOY
Total Assets EOYFMV	26406022	TotalAssetsEOYFMV
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	17492720	CapitalStockBOY
Capital Stock EOY	17738333	CapitalStockEOY
Total Net Assets BOY	17492720	TotalNetAssetsBOY
Total Net Assets EOY	17738333	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	17492720	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	17738333	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	17492720	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	235316	ExcessOfRevenueOverExpenses
Other Increases	12326	OtherIncreases
Subtotal	17740362	Subtotal
Other Decreases	2029	OtherDecreases
Total Net Assets Fund Balances EOY	17738333	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (809 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
45000. BANK OF AMERICA NA 6.000% 10/15/36	2007-01-23	2011-12-02	36810	46225	-9415	-9415
25000. BANK OF AMERICA NA 6.000% 10/15/36	2007-01-23	2011-12-02	20450	25681	-5231	-5231
2591. BANK NEW YORK MELLON CORP COM	2001-09-25	2011-09-21	51660	105511	-53851	-53851
4203. BANK NEW YORK MELLON CORP COM	2001-09-25	2011-09-21	83304	171150	-87846	-87846
970. CANADIAN NATL RY CO COM	2002-04-30	2011-12-05	76173	15470	60703	60703
325. CANADIAN NATL RY CO COM	2002-04-30	2011-12-05	25515	5183	20332	20332
845.97 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-02-15	846	873	-27	-27
474.81 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-03-15	475	490	-15	-15
697.33 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-04-15	697	720	-23	-23
269.45 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-05-15	269	278	-9	-9
298.34 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-06-15	298	308	-10	-10
649.26 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-07-15	649	670	-21	-21
270.8 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-08-15	271	280	-9	-9
318.81 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-09-15	319	329	-10	-10
270.41 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-10-15	270	279	-9	-9
143.04 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-11-15	143	148	-5	-5
276.47 FHLMC POOL #G01699 6.000% 2/01/34	2004-08-09	2011-12-15	276	285	-9	-9
1483.45 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-02-15	1483	1466	17	17
791.17 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-02-15	791	782	9	9
1046.53 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-03-15	1047	1035	12	12
1962.24 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-03-15	1962	1940	22	22
595.42 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-04-15	595	589	6	6
1116.41 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-04-15	1116	1104	12	12
1177.4 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-05-15	1177	1164	13	13
627.95 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-05-15	628	621	7	7
863.56 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-06-15	864	854	10	10
460.56 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-06-15	461	455	6	6
1250.64 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-07-15	1251	1236	15	15
667.01 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-07-15	667	659	8	8
898.56 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-08-15	899	888	11	11
479.23 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-08-15	479	474	5	5
47.65 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-09-15	48	47	1	1
89.35 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-09-15	89	88	1	1
89.89 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-10-15	90	89	1	1
47.94 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-10-15	48	47	1	1
5387.3 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-11-15	5387	5325	62	62
2873.22 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-11-15	2873	2840	33	33
43.28 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-12-15	43	43
81.15 FHLMC POOL #A40746 5.500% 12/01/35	2005-12-12	2011-12-15	81	80	1	1
420.49 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-02-15	420	416	4	4
876.01 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-02-15	876	867	9	9
37.87 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-03-15	38	37	1	1
78.91 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-03-15	79	78	1	1
1280.07 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-04-15	1280	1267	13	13
2666.81 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-04-15	2667	2639	28	28
1897.12 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-05-15	1897	1877	20	20
910.62 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-05-15	911	901	10	10
59.36 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-06-15	59	59
28.49 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-06-15	28	28
64.57 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-07-15	65	64	1	1
30.99 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-07-15	31	31
59.61 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-08-15	60	59	1	1
28.61 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-08-15	29	28	1	1
3089.86 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-09-15	3090	3058	32	32
1483.13 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-09-15	1483	1468	15	15
1762.85 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-10-15	1763	1744	19	19
846.17 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-10-15	846	837	9	9
882.41 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-11-15	882	873	9	9
1838.35 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-11-15	1838	1819	19	19
26.9 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-12-15	27	27
56.03 FHLMC POOL #A50327 6.000% 7/01/36	2006-07-20	2011-12-15	56	55	1	1
2011.94 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-02-15	2012	1968	44	44
874.75 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-02-15	875	856	19	19
499.62 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-03-15	500	489	11	11
1149.14 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-03-15	1149	1125	24	24
313.99 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-04-15	314	308	6	6
722.18 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-04-15	722	707	15	15
1017.73 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-05-15	1018	997	21	21
442.49 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-05-15	442	434	8	8
673.2 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-06-15	673	660	13	13
292.69 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-06-15	293	287	6	6
761.91 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-07-15	762	748	14	14
331.26 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-07-15	331	325	6	6
1009.01 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-08-15	1009	991	18	18
438.7 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-08-15	439	431	8	8
1128.94 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-09-15	1129	1109	20	20
490.84 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-09-15	491	482	9	9
870.74 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-10-15	871	856	15	15
378.58 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-10-15	379	372	7	7
784.48 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-11-15	784	772	12	12
341.08 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-11-15	341	335	6	6
393.19 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-12-15	393	387	6	6
904.34 FHLMC POOL #G11981 5.000% 4/01/21	2006-05-19	2011-12-15	904	890	14	14
1343.35 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-02-15	1343	1359	-16	-16
671.66 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-02-15	672	679	-7	-7
624.68 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-03-15	625	632	-7	-7
1249.39 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-03-15	1249	1264	-15	-15
497.77 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-04-15	498	504	-6	-6
995.56 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-04-15	996	1007	-11	-11
805.58 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-05-15	806	815	-9	-9
402.78 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-05-15	403	407	-4	-4
731.9 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-06-15	732	740	-8	-8
365.94 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-06-15	366	370	-4	-4
715.25 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-07-15	715	724	-9	-9
357.62 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-07-15	358	362	-4	-4
737.13 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-08-15	737	746	-9	-9
368.56 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-08-15	369	373	-4	-4
840.68 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-09-15	841	850	-9	-9
420.33 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-09-15	420	425	-5	-5
769.33 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-10-15	769	778	-9	-9
384.66 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-10-15	385	389	-4	-4
854.69 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-11-15	855	865	-10	-10
427.34 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-11-15	427	432	-5	-5
403.09 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-12-15	403	408	-5	-5
806.2 FHLMC POOL #G03833 5.500% 5/01/37	2008-02-04	2011-12-15	806	816	-10	-10
1105.81 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-02-15	1106	1138	-32	-32
390.29 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-02-15	390	402	-12	-12
318.76 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-03-15	319	328	-9	-9
903.16 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-03-15	903	930	-27	-27
407.34 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-04-15	407	419	-12	-12
1154.14 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-04-15	1154	1188	-34	-34
855.29 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-05-15	855	880	-25	-25
301.87 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-05-15	302	311	-9	-9
751.75 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-06-15	752	774	-22	-22
265.32 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-06-15	265	273	-8	-8
442.49 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-07-15	442	455	-13	-13
156.17 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-07-15	156	161	-5	-5
253.81 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-08-15	254	261	-7	-7
89.58 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-08-15	90	92	-2	-2
804.24 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-09-15	804	828	-24	-24
283.85 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-09-15	284	292	-8	-8
198.9 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-10-15	199	205	-6	-6
563.54 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-10-15	564	580	-16	-16
232.42 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-11-15	232	239	-7	-7
658.53 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-11-15	659	678	-19	-19
138.71 FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-12-15	139	143	-4	-4
393. FHLMC POOL #G04251 6.500% 4/01/38	2008-07-02	2011-12-15	393	404	-11	-11
349.44 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-02-15	349	361	-12	-12
723.84 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-02-15	724	748	-24	-24
375.45 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-03-15	375	388	-13	-13
777.71 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-03-15	778	804	-26	-26
413.18 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-04-15	413	427	-14	-14
855.88 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-04-15	856	885	-29	-29
370.83 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-05-15	371	383	-12	-12
768.14 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-05-15	768	794	-26	-26
709.68 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-06-15	710	734	-24	-24
342.6 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-06-15	343	354	-11	-11
545.88 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-07-15	546	564	-18	-18
263.53 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-07-15	264	272	-8	-8
285.48 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-08-15	285	295	-10	-10
591.35 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-08-15	591	611	-20	-20
316.04 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-09-15	316	327	-11	-11
654.65 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-09-15	655	677	-22	-22
324.15 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-10-15	324	335	-11	-11
671.45 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-10-15	671	694	-23	-23
267.47 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-11-15	267	277	-10	-10
554.04 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-11-15	554	573	-19	-19
351.1 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-12-15	351	363	-12	-12
727.28 FHLMC POOL #G08006 6.000% 8/01/34	2004-11-15	2011-12-15	727	752	-25	-25
267.67 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-02-15	268	273	-5	-5
211.74 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-03-15	212	216	-4	-4
204.75 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-04-15	205	209	-4	-4
183.22 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-05-15	183	187	-4	-4
143.71 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-06-15	144	147	-3	-3
180.61 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-07-15	181	184	-3	-3
202.7 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-08-15	203	207	-4	-4
161.59 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-09-15	162	165	-3	-3
205.49 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-10-15	205	210	-5	-5
293.62 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-11-15	294	300	-6	-6
193.4 FHLMC POOL #G08015 5.500% 10/01/34	2004-10-22	2011-12-15	193	197	-4	-4
242.15 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-02-15	242	243	-1	-1
532.74 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-02-15	533	536	-3	-3
156.24 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-03-15	156	157	-1	-1
343.72 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-03-15	344	346	-2	-2
139.98 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-04-15	140	141	-1	-1
307.96 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-04-15	308	310	-2	-2
313.66 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-05-15	314	315	-1	-1
142.57 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-05-15	143	143
291.63 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-06-15	292	293	-1	-1
132.56 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-06-15	133	133
465.6 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-07-15	466	468	-2	-2
211.64 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-07-15	212	213	-1	-1
486.2 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-08-15	486	489	-3	-3
221. FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-08-15	221	222	-1	-1
627.64 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-09-15	628	631	-3	-3
285.29 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-09-15	285	287	-2	-2
679.48 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-10-15	679	683	-4	-4
1494.85 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-10-15	1495	1503	-8	-8
1748.31 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-11-15	1748	1758	-10	-10
794.69 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-11-15	795	799	-4	-4
760.86 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-12-15	761	765	-4	-4
1673.89 FHLMC POOL #G08331 4.500% 2/01/39	2009-03-04	2011-12-15	1674	1683	-9	-9
281.13 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-02-15	281	283	-2	-2
618.48 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-02-15	618	622	-4	-4
157.25 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-03-15	157	158	-1	-1
345.95 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-03-15	346	348	-2	-2
127.81 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-04-15	128	129	-1	-1
281.18 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-04-15	281	283	-2	-2
131.34 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-05-15	131	132	-1	-1
288.95 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-05-15	289	291	-2	-2
334.83 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-06-15	335	337	-2	-2
152.19 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-06-15	152	153	-1	-1
182.79 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-07-15	183	184	-1	-1
402.13 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-07-15	402	404	-2	-2
231.03 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-08-15	231	232	-1	-1
508.26 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-08-15	508	511	-3	-3
268.79 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-09-15	269	270	-1	-1
591.34 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-09-15	591	595	-4	-4
534.97 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-10-15	535	538	-3	-3
1176.94 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-10-15	1177	1184	-7	-7
746.45 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-11-15	746	751	-5	-5
1642.2 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-11-15	1642	1651	-9	-9
1557.65 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-12-15	1558	1566	-8	-8
708.02 FHLMC POOL #G08332 4.500% 3/01/39	2010-01-06	2011-12-15	708	712	-4	-4
1575.46 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-02-15	1575	1613	-38	-38
237.1 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-03-15	237	243	-6	-6
153.03 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-04-15	153	157	-4	-4
140.27 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-05-15	140	144	-4	-4
944.34 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-06-15	944	967	-23	-23
240.27 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-07-15	240	246	-6	-6
800.06 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-08-15	800	819	-19	-19
865.92 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-09-15	866	887	-21	-21
1770.86 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-10-15	1771	1814	-43	-43
877.62 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-11-15	878	899	-21	-21
2273.22 FHLMC POOL #G08420 4.500% 9/01/40	2011-01-03	2011-12-15	2273	2328	-55	-55
182.77 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-04-15	183	180	3	3
187.28 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-05-15	187	185	2	2
194.27 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-06-15	194	191	3	3
459.66 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-07-15	460	453	7	7
189.78 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-08-15	190	187	3	3
180.05 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-09-15	180	178	2	2
190.47 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-10-15	190	188	2	2
195.85 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-11-15	196	193	3	3
185.48 FHLMC POOL #A95709 4.000% 12/01/40	2011-03-02	2011-12-15	185	183	2	2
201.21 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-02-15	201	205	-4	-4
462.79 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-02-15	463	471	-8	-8
973.65 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-03-15	974	992	-18	-18
2239.42 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-03-15	2239	2281	-42	-42
171.54 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-04-15	172	175	-3	-3
394.54 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-04-15	395	402	-7	-7
240.75 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-05-15	241	245	-4	-4
553.74 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-05-15	554	564	-10	-10
489.44 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-06-15	489	498	-9	-9
212.8 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-06-15	213	217	-4	-4
123.34 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-07-15	123	126	-3	-3
283.7 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-07-15	284	289	-5	-5
327.47 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-08-15	327	333	-6	-6
142.38 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-08-15	142	145	-3	-3
100.66 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-09-15	101	103	-2	-2
231.51 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-09-15	232	236	-4	-4
662.39 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-10-15	662	675	-13	-13
1523.5 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-10-15	1524	1551	-27	-27
980.28 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-11-15	980	998	-18	-18
2254.67 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-11-15	2255	2296	-41	-41
108.78 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-12-15	109	111	-2	-2
250.2 FHLMC POOL #B12205 5.500% 2/01/19	2004-05-12	2011-12-15	250	255	-5	-5
730.33 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-02-15	730	746	-16	-16
2008.48 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-02-15	2008	2046	-38	-38
906.63 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-03-15	907	925	-18	-18
2493.32 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-03-15	2493	2540	-47	-47
445.35 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-04-15	445	455	-10	-10
1224.74 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-04-15	1225	1248	-23	-23
1297.32 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-05-15	1297	1322	-25	-25
471.74 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-05-15	472	482	-10	-10
53.77 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-06-15	54	55	-1	-1
19.55 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-06-15	20	20
21.46 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-07-15	21	22	-1	-1
59.01 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-07-15	59	60	-1	-1
344.12 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-08-15	344	351	-7	-7
125.13 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-08-15	125	128	-3	-3
123.72 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-09-15	124	126	-2	-2
340.25 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-09-15	340	347	-7	-7
168.68 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-10-15	169	172	-3	-3
463.89 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-10-15	464	473	-9	-9
153.51 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-11-15	154	157	-3	-3
422.18 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-11-15	422	430	-8	-8
331.05 FHLMC POOL #A10322 5.000% 6/01/33	2003-05-28	2011-12-15	331	338	-7	-7
910.41 FHLMC POOL #A10322 5.000% 6/01/33	2004-03-23	2011-12-15	910	928	-18	-18
518.09 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-02-15	518	534	-16	-16
1660.56 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-02-15	1661	1710	-49	-49
330.3 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-03-15	330	340	-10	-10
1058.66 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-03-15	1059	1090	-31	-31
230.49 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-04-15	230	238	-8	-8
738.75 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-04-15	739	761	-22	-22
515.36 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-05-15	515	531	-16	-16
1651.79 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-05-15	1652	1701	-49	-49
341.69 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-06-15	342	352	-10	-10
106.61 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-06-15	107	110	-3	-3
77.19 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-07-15	77	80	-3	-3
247.41 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-07-15	247	255	-8	-8
360.08 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-08-15	360	371	-11	-11
1154.11 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-08-15	1154	1189	-35	-35
229.54 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-09-15	230	237	-7	-7
735.7 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-09-15	736	758	-22	-22
102.4 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-10-15	102	106	-4	-4
328.21 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-10-15	328	338	-10	-10
151.2 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-11-15	151	156	-5	-5
484.63 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-11-15	485	499	-14	-14
465.74 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-10	2011-12-15	466	480	-14	-14
1492.78 FHLMC POOL #A14186 5.500% 10/01/33	2004-03-23	2011-12-15	1493	1537	-44	-44
50000. FREDDIE MAC NT DTD 01/08/09 1.5% 01/07/2	2009-09-14	2011-01-07	50000	50568	-568	-568
50000. FREDDIE MAC NT DTD 01/08/09 1.5% 01/07/2	2009-09-14	2011-01-07	50000	50568	-568	-568
146.72 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-02-25	147	154	-7	-7
337.45 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-02-25	337	354	-17	-17
139.31 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-03-25	139	146	-7	-7
320.41 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-03-25	320	336	-16	-16
133.47 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-04-25	133	140	-7	-7
306.99 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-04-25	307	322	-15	-15
134.23 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-05-25	134	141	-7	-7
308.73 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-05-25	309	323	-14	-14
81.87 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-06-25	82	86	-4	-4
35.59 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-06-25	36	37	-1	-1
107.8 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-07-25	108	113	-5	-5
247.95 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-07-25	248	260	-12	-12
74.7 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-08-25	75	78	-3	-3
171.8 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-08-25	172	180	-8	-8
150.49 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-09-25	150	158	-8	-8
346.12 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-09-25	346	363	-17	-17
78.55 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-10-25	79	82	-3	-3
180.67 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-10-25	181	189	-8	-8
111.89 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-11-25	112	117	-5	-5
257.36 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-11-25	257	270	-13	-13
140.56 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-12-25	141	147	-6	-6
323.28 FNMA POOL #545064 6.500% 6/01/31	2004-01-13	2011-12-25	323	339	-16	-16
98.29 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-02-25	98	99	-1	-1
179.02 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-02-25	179	181	-2	-2
418.09 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-03-25	418	423	-5	-5
229.54 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-03-25	230	232	-2	-2
459.45 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-04-25	459	465	-6	-6
252.25 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-04-25	252	255	-3	-3
32.88 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-05-25	33	33
18.05 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-05-25	18	18
111.97 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-06-25	112	113	-1	-1
61.47 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-06-25	61	62	-1	-1
100.71 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-07-25	101	102	-1	-1
55.29 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-07-25	55	56	-1	-1
262.2 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-08-25	262	265	-3	-3
143.95 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-08-25	144	146	-2	-2
336.72 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-09-25	337	341	-4	-4
184.86 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-09-25	185	187	-2	-2
294.98 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-10-25	295	298	-3	-3
161.95 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-10-25	162	164	-2	-2
355.43 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-11-25	355	360	-5	-5
195.14 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/	2002-08-01	2011-11-25	195	197	-2	-2
97.48 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-12-25	97	99	-2	-2
53.52 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1	2002-08-01	2011-12-25	54	54
788.7 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-02-25	789	791	-2	-2
1267.56 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-02-25	1268	1272	-4	-4
36.51 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-03-25	37	37
22.72 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-03-25	23	23
387.59 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-04-25	388	389	-1	-1
241.17 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-04-25	241	242	-1	-1
36.38 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-05-25	36	36
22.64 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-05-25	23	23
895.83 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-06-25	896	899	-3	-3
1439.72 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-06-25	1440	1444	-4	-4
480.46 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-07-25	480	482	-2	-2
298.95 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-07-25	299	300	-1	-1
32.5 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-08-25	33	33
20.22 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-08-25	20	20
26.73 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-09-25	27	27
16.63 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-09-25	17	17
629.24 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-10-25	629	631	-2	-2
391.53 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-10-25	392	393	-1	-1
15.17 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-11-25	15	15
9.44 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-11-25	9	9
15.26 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-12-25	15	15
9.49 FNMA POOL #636880 6.500% 4/01/32	2002-04-09	2011-12-25	9	10	-1	-1
321.05 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2011-07-25	321	333	-12	-12
290.42 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2011-08-25	290	301	-11	-11
475.75 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2011-09-25	476	493	-17	-17
2268.37 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2011-10-25	2268	2352	-84	-84
1398.07 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2011-11-25	1398	1450	-52	-52
1662.93 FNMA POOL #AH8423 4.500% 4/01/41	2011-05-25	2011-12-25	1663	1724	-61	-61
1539.45 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-02-25	1539	1582	-43	-43
855.45 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-02-25	855	879	-24	-24
627.77 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-03-25	628	645	-17	-17
1129.72 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-03-25	1130	1161	-31	-31
444.11 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-04-25	444	456	-12	-12
799.21 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-04-25	799	821	-22	-22
442.96 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-05-25	443	455	-12	-12
797.15 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-05-25	797	819	-22	-22
488.7 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-06-25	489	502	-13	-13
271.56 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-06-25	272	279	-7	-7
382.46 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-07-25	382	393	-11	-11
688.26 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-07-25	688	707	-19	-19
436.6 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-08-25	437	449	-12	-12
785.7 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-08-25	786	807	-21	-21
511.6 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-09-25	512	526	-14	-14
920.66 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-09-25	921	946	-25	-25
409.79 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-10-25	410	421	-11	-11
737.44 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-10-25	737	758	-21	-21
270.26 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-11-25	270	278	-8	-8
486.35 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-11-25	486	500	-14	-14
512.06 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-12-25	512	526	-14	-14
921.49 FNMA POOL #720307 4.500% 6/01/18	2003-06-09	2011-12-25	921	947	-26	-26
643.67 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-02-25	644	659	-15	-15
1373.17 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-02-25	1373	1404	-31	-31
1035.11 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-03-25	1035	1060	-25	-25
2208.25 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-03-25	2208	2257	-49	-49
1023.12 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-04-25	1023	1048	-25	-25
2182.66 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-04-25	2183	2231	-48	-48
145.72 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-05-25	146	149	-3	-3
310.87 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-05-25	311	318	-7	-7
627. FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-06-25	627	642	-15	-15
1337.6 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-06-25	1338	1367	-29	-29
509.32 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-07-25	509	522	-13	-13
1086.54 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-07-25	1087	1111	-24	-24
248.72 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-08-25	249	255	-6	-6
530.6 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-08-25	531	542	-11	-11
545.38 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-09-25	545	559	-14	-14
1163.48 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-09-25	1163	1189	-26	-26
484.15 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-10-25	484	496	-12	-12
1032.85 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-10-25	1033	1056	-23	-23
256.62 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-11-25	257	263	-6	-6
547.45 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-11-25	547	560	-13	-13
1100.67 FNMA POOL #722126 5.000% 7/01/33	2003-07-11	2011-12-25	1101	1128	-27	-27
2348.09 FNMA POOL #722126 5.000% 7/01/33	2004-03-23	2011-12-25	2348	2400	-52	-52
316.8 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-02-25	317	323	-6	-6
164.74 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-02-25	165	168	-3	-3
270.82 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-03-25	271	277	-6	-6
520.8 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-03-25	521	532	-11	-11
149.66 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-04-25	150	153	-3	-3
287.81 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-04-25	288	294	-6	-6
150.46 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-05-25	150	154	-4	-4
289.36 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-05-25	289	295	-6	-6
181.57 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-06-25	182	185	-3	-3
349.18 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-06-25	349	357	-8	-8
152.28 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-07-25	152	155	-3	-3
292.85 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-07-25	293	299	-6	-6
179.2 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-08-25	179	183	-4	-4
344.61 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-08-25	345	352	-7	-7
161.85 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-09-25	162	165	-3	-3
311.26 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-09-25	311	318	-7	-7
155.1 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-10-25	155	158	-3	-3
298.28 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-10-25	298	305	-7	-7
152.61 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-11-25	153	156	-3	-3
293.49 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-11-25	293	300	-7	-7
153.33 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-12-25	153	157	-4	-4
294.86 FNMA POOL #727496 4.500% 5/01/18	2003-06-20	2011-12-25	295	301	-6	-6
61.35 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-02-25	61	60	1	1
117.58 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-02-25	118	115	3	3
58.43 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-03-25	58	57	1	1
112. FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-03-25	112	110	2	2
57.8 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-04-25	58	57	1	1
110.78 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-04-25	111	109	2	2
269.96 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-05-25	270	265	5	5
517.42 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-05-25	517	508	9	9
890.79 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-06-25	891	874	17	17
464.76 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-06-25	465	456	9	9
58.3 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-07-25	58	57	1	1
111.75 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-07-25	112	110	2	2
401.61 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-08-25	402	394	8	8
769.74 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-08-25	770	755	15	15
70.02 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-09-25	70	69	1	1
134.21 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-09-25	134	132	2	2
283.62 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-10-25	284	279	5	5
543.61 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-10-25	544	536	8	8
844.49 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-11-25	844	832	12	12
1618.6 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-11-25	1619	1595	24	24
482.3 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-12-25	482	476	6	6
924.41 FNMA POOL #731742 5.000% 9/01/33	2003-08-11	2011-12-25	924	912	12	12
325.74 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-02-25	326	337	-11	-11
624.33 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-02-25	624	646	-22	-22
385.88 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-03-25	386	399	-13	-13
739.61 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-03-25	740	765	-25	-25
1582.38 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-04-25	1582	1636	-54	-54
3032.89 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-04-25	3033	3136	-103	-103
95.79 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-05-25	96	99	-3	-3
183.59 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-05-25	184	190	-6	-6
99.64 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-06-25	100	103	-3	-3
190.98 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-06-25	191	197	-6	-6
101.04 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-07-25	101	104	-3	-3
193.66 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-07-25	194	200	-6	-6
303.11 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-08-25	303	313	-10	-10
580.96 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-08-25	581	601	-20	-20
299.56 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-09-25	300	310	-10	-10
574.16 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-09-25	574	594	-20	-20
93.8 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-10-25	94	97	-3	-3
179.79 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-10-25	180	186	-6	-6
99.59 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-11-25	100	103	-3	-3
190.87 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-11-25	191	197	-6	-6
334.22 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-12-25	334	346	-12	-12
640.59 FNMA POOL #755647 5.500% 12/01/18	2003-12-08	2011-12-25	641	662	-21	-21
81.85 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-02-25	82	83	-1	-1
30.46 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-02-25	30	31	-1	-1
141.84 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-03-25	142	144	-2	-2
381.15 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-03-25	381	388	-7	-7
30.24 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-04-25	30	31	-1	-1
81.26 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-04-25	81	83	-2	-2
133.42 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-05-25	133	135	-2	-2
358.54 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-05-25	359	365	-6	-6
696.64 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-06-25	697	709	-12	-12
259.24 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-06-25	259	263	-4	-4
29.76 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-07-25	30	30
79.96 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-07-25	80	81	-1	-1
29.57 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-08-25	30	30
79.46 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-08-25	79	81	-2	-2
379.34 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-09-25	379	385	-6	-6
1019.39 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-09-25	1019	1038	-19	-19
262.26 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-10-25	262	266	-4	-4
704.76 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-10-25	705	717	-12	-12
28.27 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-11-25	28	29	-1	-1
75.96 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-11-25	76	77	-1	-1
281.56 FNMA POOL #757866 5.500% 11/01/33	2003-12-05	2011-12-25	282	286	-4	-4
756.63 FNMA POOL #757866 5.500% 11/01/33	2004-03-23	2011-12-25	757	770	-13	-13
80.28 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-02-25	80	85	-5	-5
78.66 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-03-25	79	83	-4	-4
80.72 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-04-25	81	85	-4	-4
81.14 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-05-25	81	86	-5	-5
81.41 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-06-25	81	86	-5	-5
2107.91 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-07-25	2108	2221	-113	-113
77.89 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-08-25	78	82	-4	-4
81.47 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-09-25	81	86	-5	-5
1073.83 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-10-25	1074	1132	-58	-58
88.94 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-11-25	89	94	-5	-5
78.2 FNMA POOL #825743 4.500% 7/01/35	2010-11-10	2011-12-25	78	82	-4	-4
35.01 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-02-25	35	35
73.91 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-02-25	74	74
224.04 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-03-25	224	225	-1	-1
472.97 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-03-25	473	475	-2	-2
34.26 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-04-25	34	34
72.32 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-04-25	72	73	-1	-1
34.21 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-05-25	34	34
72.22 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-05-25	72	73	-1	-1
34.71 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-06-25	35	35
73.28 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-06-25	73	74	-1	-1
39.41 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-07-25	39	40	-1	-1
83.19 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-07-25	83	84	-1	-1
641.45 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-08-25	641	644	-3	-3
1354.17 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-08-25	1354	1360	-6	-6
45.83 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-09-25	46	46
96.74 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-09-25	97	97
46.31 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-10-25	46	47	-1	-1
97.77 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-10-25	98	98
37.97 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-11-25	38	38
80.15 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-11-25	80	81	-1	-1
277.23 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-12-25	277	278	-1	-1
585.26 FNMA POOL #842121 6.000% 8/01/35	2005-11-14	2011-12-25	585	588	-3	-3
2019.03 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-02-25	2019	1920	99	99
925.39 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-02-25	925	880	45	45
654.88 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-03-25	655	623	32	32
1428.83 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-03-25	1429	1360	69	69
571.18 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-04-25	571	544	27	27
1246.22 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-04-25	1246	1187	59	59
518.3 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-05-25	518	494	24	24
1130.83 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-05-25	1131	1078	53	53
871.36 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-06-25	871	832	39	39
399.37 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-06-25	399	381	18	18
419.51 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-07-25	420	401	19	19
915.29 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-07-25	915	875	40	40
486.51 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-08-25	487	466	21	21
1061.48 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-08-25	1061	1016	45	45
562.28 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-09-25	562	539	23	23
1226.79 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-09-25	1227	1176	51	51
446.55 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-10-25	447	428	19	19
974.28 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-10-25	974	935	39	39
526.13 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-11-25	526	505	21	21
1147.92 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-11-25	1148	1103	45	45
708.6 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-12-25	709	682	27	27
1546.04 FNMA POOL #844809 5.000% 11/01/35	2006-06-22	2011-12-25	1546	1487	59	59
148.4 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-02-25	148	145	3	3
890.42 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-02-25	890	868	22	22
12.15 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-03-25	12	12
72.91 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-03-25	73	71	2	2
154.82 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-04-25	155	151	4	4
928.92 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-04-25	929	907	22	22
100.01 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-05-25	100	98	2	2
600.04 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-05-25	600	586	14	14
70.1 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-06-25	70	68	2	2
420.59 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-06-25	421	411	10	10
87.63 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-07-25	88	86	2	2
525.79 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-07-25	526	514	12	12
11.89 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-08-25	12	12
71.34 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-08-25	71	70	1	1
12.11 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-09-25	12	12
72.63 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-09-25	73	71	2	2
78.32 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-10-25	78	77	1	1
469.93 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-10-25	470	460	10	10
274.95 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-11-25	275	269	6	6
1649.7 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-11-25	1650	1617	33	33
111.32 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-12-25	111	109	2	2
667.93 FNMA POOL #848355 5.000% 8/01/35	2005-12-21	2011-12-25	668	655	13	13
746.44 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-02-25	746	738	8	8
1559.53 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-02-25	1560	1542	18	18
577.28 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-03-25	577	571	6	6
1206.1 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-03-25	1206	1193	13	13
2214.4 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-04-25	2214	2190	24	24
4626.51 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-04-25	4627	4575	52	52
1301.73 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-05-25	1302	1288	14	14
2719.69 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-05-25	2720	2689	31	31
1605.8 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-06-25	1606	1588	18	18
3354.97 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-06-25	3355	3317	38	38
42.22 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-07-25	42	42
88.21 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-07-25	88	87	1	1
467.16 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-08-25	467	462	5	5
976.03 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-08-25	976	965	11	11
1753.33 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-09-25	1753	1734	19	19
3663.21 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-09-25	3663	3622	41	41
689.22 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-10-25	689	682	7	7
1439.98 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-10-25	1440	1424	16	16
527.06 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-11-25	527	521	6	6
1101.18 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-11-25	1101	1089	12	12
35.09 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-12-25	35	35
73.32 FNMA POOL #898329 5.500% 12/01/36	2007-02-13	2011-12-25	73	73
676.99 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-02-25	677	681	-4	-4
1399.11 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-02-25	1399	1408	-9	-9
274.73 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-03-25	275	276	-1	-1
567.78 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-03-25	568	571	-3	-3
379.77 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-04-25	380	382	-2	-2
784.86 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-04-25	785	790	-5	-5
217.65 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-05-25	218	219	-1	-1
449.8 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-05-25	450	453	-3	-3
151.88 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-06-25	152	153	-1	-1
313.88 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-06-25	314	316	-2	-2
14.78 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-07-25	15	15
30.55 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-07-25	31	31
120.42 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-08-25	120	121	-1	-1
248.86 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-08-25	249	250	-1	-1
263.67 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-09-25	264	265	-1	-1
544.92 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-09-25	545	548	-3	-3
79.31 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-10-25	79	80	-1	-1
163.91 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-10-25	164	165	-1	-1
204.28 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-11-25	204	206	-2	-2
422.18 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-11-25	422	425	-3	-3
356.06 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-12-25	356	358	-2	-2
735.87 FNMA POOL #907484 6.000% 1/01/37	2008-07-02	2011-12-25	736	741	-5	-5
1214.17 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-02-25	1214	1269	-55	-55
893.85 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-03-25	894	934	-40	-40
427.14 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-04-25	427	447	-20	-20
653.53 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-05-25	654	683	-29	-29
958.19 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-06-25	958	1002	-44	-44
748.57 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-07-25	749	783	-34	-34
1293.93 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-08-25	1294	1353	-59	-59
1535.63 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-09-25	1536	1605	-69	-69
4146.38 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-10-25	4146	4335	-189	-189
4809.93 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-11-25	4810	5029	-219	-219
4809.15 FNMA POOL #930612 4.500% 2/01/39	2010-09-22	2011-12-25	4809	5028	-219	-219
509.74 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-02-25	510	539	-29	-29
886.8 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-03-25	887	938	-51	-51
207.9 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-04-25	208	220	-12	-12
453.47 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-05-25	453	480	-27	-27
897.03 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-06-25	897	949	-52	-52
172.93 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-07-25	173	183	-10	-10
537.72 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-08-25	538	569	-31	-31
401.6 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-09-25	402	425	-23	-23
264.09 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-10-25	264	279	-15	-15
584.55 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-11-25	585	618	-33	-33
557.11 FNMA POOL #929825 5.500% 8/01/38	2010-05-04	2011-12-25	557	589	-32	-32
1634.56 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-08-25	1635	1754	-119	-119
766.2 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-08-25	766	822	-56	-56
392.83 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-09-25	393	422	-29	-29
838.04 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-09-25	838	899	-61	-61
83.46 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-10-25	83	90	-7	-7
178.04 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-10-25	178	191	-13	-13
210.08 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-11-25	210	225	-15	-15
98.48 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-11-25	98	106	-8	-8
988.58 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-12-25	989	1061	-72	-72
2108.97 FNMA POOL #962062 5.000% 3/01/38	2011-06-13	2011-12-25	2109	2263	-154	-154
3079.97 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-02-25	3080	3172	-92	-92
1539.99 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-02-25	1540	1586	-46	-46
812.06 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-03-25	812	836	-24	-24
1624.12 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-03-25	1624	1673	-49	-49
672.88 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-04-25	673	693	-20	-20
1345.75 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-04-25	1346	1386	-40	-40
487.64 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-05-25	488	502	-14	-14
975.28 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-05-25	975	1005	-30	-30
864.71 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-06-25	865	891	-26	-26
432.36 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-06-25	432	445	-13	-13
708.36 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-07-25	708	730	-22	-22
1416.72 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-07-25	1417	1459	-42	-42
454.79 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-08-25	455	468	-13	-13
909.57 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-08-25	910	937	-27	-27
629.47 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-09-25	629	648	-19	-19
1258.93 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-09-25	1259	1297	-38	-38
518.02 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-10-25	518	534	-16	-16
1036.03 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-10-25	1036	1067	-31	-31
571.27 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-11-25	571	588	-17	-17
1142.55 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-11-25	1143	1177	-34	-34
712.95 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-12-25	713	734	-21	-21
1425.9 FNMA POOL #982892 4.500% 5/01/23	2009-05-20	2011-12-25	1426	1469	-43	-43
647.86 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-02-25	648	657	-9	-9
359.92 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-02-25	360	365	-5	-5
187.66 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-03-25	188	190	-2	-2
337.79 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-03-25	338	342	-4	-4
255.14 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-04-25	255	259	-4	-4
459.24 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-04-25	459	466	-7	-7
197.5 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-05-25	198	200	-2	-2
355.5 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-05-25	356	360	-4	-4
39.73 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-06-25	40	40
71.51 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-06-25	72	72
44.18 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-07-25	44	45	-1	-1
79.53 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-07-25	80	81	-1	-1
42.07 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-08-25	42	43	-1	-1
75.73 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-08-25	76	77	-1	-1
44.29 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-09-25	44	45	-1	-1
79.72 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-09-25	80	81	-1	-1
345.11 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-10-25	345	350	-5	-5
621.19 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-10-25	621	630	-9	-9
46.83 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-11-25	47	47
84.29 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-11-25	84	85	-1	-1
412.81 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-12-25	413	418	-5	-5
743.06 FNMA POOL #AA8449 4.500% 6/01/39	2009-11-06	2011-12-25	743	753	-10	-10
108.55 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-02-25	109	111	-2	-2
199.01 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-02-25	199	204	-5	-5
117.01 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-03-25	117	120	-3	-3
214.52 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-03-25	215	220	-5	-5
65.28 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-04-25	65	67	-2	-2
119.67 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-04-25	120	123	-3	-3
83.55 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-05-25	84	86	-2	-2
153.17 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-05-25	153	157	-4	-4
64.21 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-06-25	64	66	-2	-2
117.71 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-06-25	118	121	-3	-3
101.88 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-07-25	102	104	-2	-2
186.79 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-07-25	187	191	-4	-4
144.97 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-08-25	145	149	-4	-4
265.78 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-08-25	266	272	-6	-6
255.23 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-09-25	255	262	-7	-7
467.92 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-09-25	468	480	-12	-12
826.69 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-10-25	827	847	-20	-20
1515.59 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-10-25	1516	1553	-37	-37
850.08 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-11-25	850	871	-21	-21
1558.49 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-11-25	1558	1597	-39	-39
977.98 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-12-25	978	1002	-24	-24
1792.95 FNMA POOL #AB1501 4.000% 9/01/40	2010-09-20	2011-12-25	1793	1838	-45	-45
169.79 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-02-25	170	169	1	1
79.9 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-02-25	80	80
85.9 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-03-25	86	86
182.54 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-03-25	183	182	1	1
84.13 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-04-25	84	84
178.77 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-04-25	179	178	1	1
230.78 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-05-25	231	230	1	1
108.6 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-05-25	109	108	1	1
659.04 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-06-25	659	658	1	1
310.13 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-06-25	310	309	1	1
192.64 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-07-25	193	192	1	1
90.65 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-07-25	91	90	1	1
418.45 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-08-25	418	417	1	1
196.92 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-08-25	197	196	1	1
228.41 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-09-25	228	228
485.37 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-09-25	485	484	1	1
100.78 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-10-25	101	101
214.15 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-10-25	214	214
84.31 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-11-25	84	84
179.16 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-11-25	179	179
208.52 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-12-25	209	208	1	1
443.1 FNMA POOL #AE9687 4.000% 11/01/40	2011-01-04	2011-12-25	443	442	1	1
9479.52 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2011-12-11	9480	9287	193	193
4490.3 GE CAP COML MTG CORP 5.349% 8/11/36	2007-06-13	2011-12-11	4490	4399	91	91
497.15 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-02-15	497	493	4	4
272.94 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-02-15	273	270	3	3
415.19 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-03-15	415	411	4	4
227.95 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-03-15	228	226	2	2
31.14 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-04-15	31	31
17.1 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/200	2002-06-10	2011-04-15	17	17
29.55 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-05-15	30	29	1	1
16.23 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-05-15	16	16
438.4 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-06-15	438	434	4	4
798.51 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-06-15	799	791	8	8
28.54 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-07-15	29	28	1	1
15.67 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-07-15	16	16
28.81 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-08-15	29	29
15.82 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-08-15	16	16
235.31 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-09-15	235	233	2	2
129.19 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-09-15	129	128	1	1
282.18 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-10-15	282	280	2	2
154.92 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2	2002-06-10	2011-10-15	155	153	2	2
28.25 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-11-15	28	28
15.51 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-11-15	16	15	1	1
28.38 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-12-15	28	28
15.58 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20	2002-06-10	2011-12-15	16	15	1	1
386.24 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-02-15	386	398	-12	-12
643.73 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-02-15	644	664	-20	-20
548.69 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-03-15	549	566	-17	-17
914.48 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-03-15	914	943	-29	-29
314.47 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-04-15	314	324	-10	-10
524.11 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-04-15	524	540	-16	-16
256.87 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-05-15	257	265	-8	-8
428.12 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-05-15	428	441	-13	-13
110.68 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-06-15	111	114	-3	-3
66.41 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-06-15	66	68	-2	-2
302.43 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-07-15	302	312	-10	-10
504.06 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-07-15	504	520	-16	-16
234.17 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-08-15	234	241	-7	-7
390.29 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-08-15	390	402	-12	-12
81.24 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-09-15	81	84	-3	-3
135.4 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-09-15	135	140	-5	-5
301.37 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-10-15	301	311	-10	-10
502.28 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-10-15	502	518	-16	-16
94.46 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-11-15	94	97	-3	-3
157.43 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-11-15	157	162	-5	-5
216.85 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-12-15	217	224	-7	-7
361.42 GNMA POOL #707098 5.500% 1/15/39	2009-03-03	2011-12-15	361	373	-12	-12
3000. HARRIS CORP DEL COM	2010-10-27	2011-10-28	116134	134698	-18564	-18564
1750. HARRIS CORP DEL COM	2010-10-27	2011-10-28	67745	78574	-10829	-10829
2795. ITT INDS INC COM	2010-10-28	2011-09-21	121133	133898	-12765	-12765
1650. ITT INDS INC COM	2010-10-28	2011-09-21	71549	79045	-7496	-7496
400. INTL BUSINESS MACHINES CORP COM	1997-10-24	2011-12-05	76376	19454	56922	56922
130. INTL BUSINESS MACHINES CORP COM	1997-10-24	2011-12-05	24800	6322	18478	18478
3593. LUBRIZOL CORP COM	2003-08-12	2011-09-16	485055	120858	364197	364197
6018. LUBRIZOL CORP COM	2003-08-12	2011-09-16	812430	202428	610002	610002
4000. NATIONAL RURAL UTILS 7.250% 3/01/12	2004-12-23	2011-08-19	4147	4627	-480	-480
7000. NATIONAL RURAL UTILS 7.250% 3/01/12	2004-12-23	2011-08-19	7258	8098	-840	-840
4000. NATIONAL RURAL UTILS 7.250% 3/01/12	2004-12-23	2011-10-21	4100	4627	-527	-527
8000. NATIONAL RURAL UTILS 7.250% 3/01/12	2004-12-23	2011-10-21	8200	9255	-1055	-1055
25000. NEWS AMER HLDGS INC 9.250% 2/01/13	2004-01-12	2011-02-23	28837	32815	-3978	-3978
10000. NEWS AMER HLDGS INC 9.250% 2/01/13	2004-01-12	2011-02-23	11535	13126	-1591	-1591
30000. OCCIDENTAL PETROLEUM 6.750% 1/15/12	2006-11-21	2011-03-31	31447	32164	-717	-717
25000. US TREASURY NOTE 4.000% 2/15/15	2010-04-28	2011-01-04	27427	26824	603	603
45000. US TREASURY NOTE 4.000% 8/15/18	2008-08-28	2011-03-03	47932	45696	2236	2236
50000. US TREASURY NOTE 2.000% 11/30/13	2010-09-20	2011-03-03	51139	51871	-732	-732
100000. US TREASURY NOTE 2.000% 11/30/13	2010-09-20	2011-06-13	103551	103742	-191	-191
35000. US TREASURY NOTE 2.000% 11/30/13	2010-10-25	2011-06-13	36243	36416	-173	-173
75000. US TREASURY NOTE 1.125% 12/15/11	2009-02-04	2011-06-28	75354	74964	390	390
25000. US TREASURY NOTE 1.125% 12/15/11	2009-11-06	2011-06-28	25118	25125	-7	-7
10000. US TREASURY NOTE 1.125% 12/15/11	2009-11-06	2011-12-15	10000	10039	-39	-39
30000. US TREASURY NOTE 1.125% 12/15/11	2009-02-04	2011-12-15	30000	30000
25000. US TREASURY NOTE 1.125% 1/15/12	2009-12-17	2011-08-31	25101	25147	-46	-46
20000. US TREASURY NOTE 1.125% 1/15/12	2009-12-17	2011-08-31	20080	20044	36	36

Field	Value	IRS element (for citing)
Capital Gain Net Income	931802	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	false	LiableFor4942Tax
Qualifying Distributions Year1	1272965	QualifyingDistributionsYear1
Noncharitable Assets Year1	24787805	NoncharitableAssetsYear1
Distribution Ratio Year1	0.051354	DistributionRatioYear1
Qualifying Distributions Year2	1226903	QualifyingDistributionsYear2
Noncharitable Assets Year2	22221476	NoncharitableAssetsYear2
Distribution Ratio Year2	0.055212	DistributionRatioYear2
Qualifying Distributions Year3	986333	QualifyingDistributionsYear3
Noncharitable Assets Year3	25892621	NoncharitableAssetsYear3
Distribution Ratio Year3	0.038093	DistributionRatioYear3
Qualifying Distributions Year4	1551833	QualifyingDistributionsYear4
Noncharitable Assets Year4	29535751	NoncharitableAssetsYear4
Distribution Ratio Year4	0.052541	DistributionRatioYear4
Qualifying Distributions Year5	1518724	QualifyingDistributionsYear5
Noncharitable Assets Year5	27501615	NoncharitableAssetsYear5
Distribution Ratio Year5	0.055223	DistributionRatioYear5
Total Distribution Ratio	0.252423	TotalDistributionRatio
Average Distribution Ratio	0.050485	AverageDistributionRatio
Net Noncharitable Assets	26621986	NetNoncharitableAssets
Adjusted Noncharitable Assets	1344011	AdjustedNoncharitableAssets
One Percent Net Investment Income	15842	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	1359853	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	1345584	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Investment Income Excise Tax	31684	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	31684	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	31684	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	6852	EstTaxPaymentsAndOverpayment
Tax Paid With Extension	0	TaxPaidWithExtension
Total Credits And Payments	6852	TotalCreditsAndPayments
Penalty For Underpayment	0	PenaltyForUnderpayment
Tax Due	24832	TaxDue
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
Applicable Insurance Contract	false	ApplicableInsuranceContract
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	3367478161	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	1 WEST 4TH STREET	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	151134	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	26305555	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	721842	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	27027397	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	27027397	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	405411	CashDeemedCharitable
Net Noncharitable Assets	26621986	NetNoncharitableAssets
Minimum Investment Return	1331099	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	1331099	MinimumInvestmentReturn
Tax Based On Investment Income	31684	TaxBasedOnInvestmentIncome
Total Tax	31684	TotalTax
Distributable Amount Before Adj	1299415	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	867	RecoveriesQlfyDistributions
Distributable Amount Before Ded	1300282	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	1300282	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	1345584	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	1345584	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	0	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	1345584	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	1300282	DistributableAmountAsAdjusted
Undistributed Income Prior Year	1054818	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	1345584	QualifyingDistributions
Applied To Year1	1054818	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	290766	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	1009516	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 (43 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	$10,000
Salvation Army National Headquarter
	POST OFFICE BOX 269	Alexandria	VA	22313	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$30,000
NC Museum of Art Fdn Inc
	4830 MAIL SERVICE CENTER	Raleigh	NC	27607	NONE	PUBLIC CHARITY	CONTRIBUTION	$200,000
United Way of Forsyth County
	301 NORTH MAIN STREET SUITE 1700	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$50,000
Yadlin Riverkeeper Inc
	308 PATTERSON AVENUE	WinstonSalem	NC	27012	NONE	PUBLIC CHARITY	CONTRIBUTION	$5,000
Authoring Action
	411 WEST FOURTH STREET SUITE 101C	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$10,000
Yadkin Arts Council Inc
	POST OFFICE BOX 667	Yadkinville	NC	27055	NONE	PUBLIC CHARITY	CONTRIBUTION	$50,000
American Natl Red Cross
	690 COLISEUM DRIVE	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$5,000
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	$125,000
Boys Scouts of America-Old Hickory
Council	6600 SILAS CREEK PARKWAY	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$20,000
YMCA of Northwest NC
	301 NORTH MAIN STREET SUITE 1900	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$20,000
Catawba College
	2300 WEST INNES STREET	Salisbury	NC	28144	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$5,000
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	$50,000
The Centers for Exceptional
Children Family network	2315 COLISEUM DRIVE	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$5,000
Penland School of Crafts Inc
	P O BOX 37	Penland	NC	28765	NONE	PUBLIC CHARITY	CONTRIBUTION	$40,000
Moravian Music Foundation Inc
	457 SOUTH CHURCH STREET	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$5,000
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	$20,000
Winston Salem Rescue Mission
	718 TRADE STREET	WinstonSalem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$25,000
Senior Services Inc
	2895 SHOREFAIR DRIVE	Winston Salen	NC	27105	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$35,000
NC Center for Public Policy
Research Inc	PO BOX 430	Raleigh	NC	27602	NONE	PUBLIC CHARITY	CONTRIBUTION	$8,000
Enrichment Center
	1006 S MARSHALL STREET	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$5,000
Samaritian Ministries
	1243 PATTERSON AVENUE	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$50,000
Sherherd's Center of Greater
Winston Salem Inc	1700 EBERT STREET	Winston Salem	NC	27103	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$10,000
Lewisville Historical Society
	PO BOX 242	Lewisville	NC	27023	NONE	PUBLIC CHARITY	CONTRIBUTION	$5,000
North Carolina Pottery Center Inc
	POST OFFICE BOX 531	Seagrove	NC	27341	NONE	PUBLIC CHARITY	CONTRIBUTION	$15,300
New Winston Museum
	110 THOMAS STREET	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$28,333
Childrens Museum of WS
	390 SOUTH LIBERTY STREET	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$10,000
Winston Salem Inds for the Blind
	7730 NORTH POINT DR	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$25,000
Helen Simoneau Danse
C/O WS Foundation	2564 ROBINHOOD ROAD	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$8,000
Experiment in Self Reliance
	PO BOX 135	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$25,000
University of NC School of the Arts
Foundation Inc	1533 SOUTH MAIN STREET	Winston Salem	NC	27127	NONE	PUBLIC CHARITY	CONTRIBUTION	$166,667
Forsyth Jail and Prison Ministries
	P O BOX 11802	Winston Salem	NC	27116	NONE	PUBLIC CHARITY	CONTRIBUTION	$20,000
Ashe County Arts Council Inc
	303 SCHOOL AVENUE	West Jefferson	NC	28694	NONE	PUBLIC CHARITY	CONTRIBUTION	$2,500
Conservation Trust for North
Carolina	1028 WASHINGTON STREET	Raleigh	NC	27605	NONE	PUBLIC CHARITY	CONTRIBUTION	$20,000
Leadership Winston Salem
	501 N CLEVELAND AVE SUITE 111	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$2,000
Piedmont Opera
	235 NORTH CHERRY STREET SUITE 100	Winston Salem	NC	27101	NONE	PUBLIC CHARITY	CONTRIBUTION	$5,000
Libforall Foundation
	3524 YADKINVILLE ROAD 357	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTION	$50,000
Winston Salem Street School
	415 W CLEMMONSVILLE ROAD	Winston Salem	NC	27106	NONE	PUBLIC CHARITY	CONTRIBUTIONS	$2,000
Alban Elved Dance Co
	205 N 15TH STREET	Wilmington	NC	28401	NONE	PUBLIC CHARITY	CONTRIBUTION	$5,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	1307800	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	$772,592	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	$931,802	ExclusionAmount

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

Other Revenue Described OtherRevenueDescribed

Field	Value	IRS element (for citing)
Description	RECOVERY	Description
Exclusion Code	01	ExclusionCode
Exclusion	$867	ExclusionAmount

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Exclusion	$1,705,261	ExclusionAmount

Field	Value	IRS element (for citing)
Total Part XVIA	1705261	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 (67 entries)

Name Of BondNameOfBond	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
002824AW0 ABBOTT LABS 4.125	9995	11086
06050TJZ6 BANK OF AMERICA 6.00
06406HBE8 BANK NY MELLON 4.950	25021	25921
12189TBC7 BURLINGTN NORTH SANT	19965	22446
17313UAE9 CITIGROUP INC 2.125	60245	60400
20030NBB6 COMCAST CORP 6.400	27976	31077
25179MAG8 DEVON ENERGY 5.625	10235	10904
36962G3H5 GENERAL ELEC 5.625	15120	16602
36962GXZ2 GENERAL ELEC 6.750	24655	23419
38143UAB7 GOLDMAN SACHS 5.150	25139	25476
437076AP7 HOME DEPOT 5.400	18930	23099
459200GJ4 IBM CORP 5.700	32902	42381
46625HDF4 JPMORGAN CHASE 5.150	19553	21228
50075NBA1 KRAFT FOODS 5.375	14876	17308
565849AD8 MARATHON OIL 6.000	6245	6981
58013MEC4 MCDONALDS CORP 6.300	8983	13974
61746SBR9 MORGAN STANLEY 5.375	19915	19543
637432CU7 NATL RURAL UTIL 7.25	19667	17179
652478AH1 NEWS AMER HLDG 9.250
652482BG4 NEWS AMER INC 5.300	5029	5446
10138MAH8 PEPSI BOTTLING 6.950	24948	28101
742718DF3 PROCTER GAMBLE 5.550	24680	33204
78387GAM5 SBC COMMUNICATN 6.45	14710	18042
87236YAA6 TD AMERITRADE 5.600	19972	21625
904764AJ6 UNILEVER CAPITL 3.65	37756	37253
91324PBM3 UNITEDHEALTH 3.875	14795	15931
931142BF9 WALMART STORES 7.550	31107	36507
931142BT9 WALMART STORES 4.550	16457	15832
25468PCE4 WALT DISNEY CO 5.625	26127	29613
002824AW0 ABBOTT LABS 4.125	9995	11086
06050TJZ6 BANK OF AMERICA 6.00
06406HBE8 BANK NY MELLON 4.950	50041	51843
12189TBC7 BURLINGTN NORTH SANT	34939	39280
17313UAE9 CITIGROUP INC 2.125	130531	130867
20030NBB6 COMCAST CORP 6.400	61547	68368
25179MAG8 DEVON ENERGY 5.625	20470	21808
369550AK4 GENERAL DYNAMIC 4.25	9401	10488
36962G3H5 GENERAL ELEC 5.625	35280	38737
36962GXZ2 GENERAL ELEC 6.750	43147	40983
38143UAB7 GOLDMAN SACHS 5.150	50279	50952
437076AP7 HOME DEPOT 5.400	28395	34649
459200GJ4 IBM CORP 5.700	61104	78707
46625HDF4 JPMORGAN CHASE 5.150	39106	42455
50075NBA1 KRAFT FOODS 5.375	39670	46154
565849AD8 MARATHON OIL 6.000	12491	13962
58013MEC4 MCDONALDS CORP 6.30	17966	27948
61746SBR9 MORGAN STANLEY 5.375	49788	48857
637432CU7 NATL RURAL UTIL 7.25	34604	30315
652478AH1 NEWS AMER HLDGS 9.25
652482BG4 NEWS AMER INC 5.300	10058	10891
674599BV6 OCCIDENTAL PETE 6.75
10138MAH8 PEPSI BOTTLING 6.950	49897	56201
742718DF3 PROCTER GAMBLE 5.550	44424	59767
78387GAM5 SBC COMMUNICAT 6.450	29421	36084
87236YAA6 TD AMERITRADE 5.600	39945	43250
904764AJ6 UNILEVER CAPITL 3.65	70118	69183
91324PBM3 UNITEDHEALTH 3.875	34521	37172
931142BF9 WALMART STORES 7.550	62213	73013
931142BT9 WALMART STORES 4.550	43884	42218
25468PCE4 WALT DISNEY CO 5.625	62704	71070
031162BF6 AMGEN INC	29982	30205
539830AT6 LOCKHEED MARTIN CORP	26378	26591
031162BF6 AMGEN INC	74955	75512
172967EM9 CITIGROUP INC	54843	53362
487836BD9 KELLOGG CO	39166	42335
539803AT6 LOCKHEED MARTIN CORP	47480	47864
88732JAL2 TIME WARNER CABLE IN	57030	59386

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (91 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	160751	258546
254687106 WALT DISNEY CO	118813	212625
194162103 COLGATE PALMOLIVE CO	24037	313941
423074103 HEINZ H J CO	166598	245288
494368103 KIMBERLY CLARK CORP	183877	328666
713448108 PEPSICO INC	46129	208472
742718109 PROCTER & GAMBLE CO	117639	217475
166764100 CHEVRON CORP	69081	169282
20825C104 CONOCOPHILLIPS	38705	44815
30231G102 EXXON MOBIL CORP	116530	156806
064058100 BANK NY MELLON CORP
060505104 BANK OF AMERICA	94404	16485
38141G104 GOLDMAN SACHS GROUP	225448	90430
46625H100 JP MORGAN CHASE & CO	166891	148794
002824100 ABBOTT LABS	46101	213843
071813109 BAXTER INTL INC	34780	86590
110122108 BRISTOL MYERS SQUIBB	128721	174579
478160104 JOHNSON & JOHNSON	94026	228415
149123101 CATERPILLAR INC	97211	226500
369604103 GENERAL ELECTRIC CO	9116	139949
450911102 ITT CORP
696429307 PALL CORP	108363	327241
913017109 UNITED TECHNOLOGIES	106922	284247
88579Y101 3M CO	24811	105595
17275R102 CISCO SYSTEMS INC	42719	121208
413875105 HARRIS CORP DEL
458140100 INTEL CORP	48590	160050
459200101 IBM CORP	94836	358566
594918104 MICROSOFT CORP	292867	232835
882508104 TEXAS INSTRUMENTS	147636	195095
263534109 DU PONT DE NEMOURS	138607	138256
549271104 LUBRIZOL CORP
00206R102 AT&T INC	83907	80438
92343V104 VERIZON COMMUNICAT	97647	96128
743263105 PROGRESS ENERGY INC	116238	154671
088606108 BHP BILLITON LTD ADR
136375102 CANADIAN NATL RR
806857108 SCHLUMBERGER LTD
729251108 PLUM CREEK TIMBER CO
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	101286	162905
254687106 WALT DISNEY CO	188601	337500
194162103 COLGATE PALMOLIVE CO	37293	487080
423074103 HEINZ H J CO	323096	456584
494368103 KIMBERLY CLARK CORP	110529	200083
713448108 PEPSICO INC	81277	350925
742718109 PROCTER & GAMBLE CO	190727	354630
166764100 CHEVRON CORP	110002	269511
20825C104 CONOCOPHILLIPS	186915	216424
30231G102 EXXON MOBIL CORP	192432	258942
064058100 BANK NY MELLON CORP
060505104 BANK OF AMERICA	318393	55600
46625H100 JPMORGAN CHASE & CO	286982	258120
002824100 ABBOTT LABS	76856	355542
071813109 BAXTER INTL INC	52567	130875
110122108 BRISTOL MYERS SQUIBB	219326	291223
478160104 JOHNSON & JOHNSON	157254	381217
149123101 CATERPILLAR INC	174435	406432
369604103 GENERAL ELECTRIC CO	15043	230949
450911102 ITT CORP
696429307 PALL CORP	174948	528409
913017109 UNITED TECHNOLOGIES	173409	460906
88579Y101 3M CO	65368	278209
17275R102 CISCO SYSTEMS INC	69508	196656
413875105 HARRIS CORP DEL
458140100 INTEL CORP	80430	259718
459200101 IBM CORP	145901	551640
594918104 MICROSOFT CORP	498568	399265
822508104 TEXAS INSTRUMENTS	240332	317852
263534109 DU PONT DE NEMOURS	224886	223864
549271104 LUBRIZOL CORP
00206R102 AT&T INC	283897	272160
92343V104 VERIZON COMMUNICAT	162201	159678
743263105 PROGRESS ENERGY INC	189661	252370
088606108 BHP BILLITON LTD ADR
136375102 CANADIAN NATL RR
806857108 SCHLUMBERGER LTD
729251108 PLUM CREEK TIMBER CO
000375204 ABB LTD - ADR
50075N104 KRAFT FOODS INC	174418	187734
65339F101 NEXTERA ENERGY INC	87116	94973
89353D107 TRANSCANADA CORP
50075N104 KRAFT FOODS INC	324274	348942
65339F101 NEXTERA ENERGY INC	161577	176248

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	4159187	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	4469207	USGovtSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther (21 entries)

Category Or ItemCategoryOrItem	Listed At Cost Or FMVListedAtCostOrFMV	Book ValueBookValue	EOYFMVEOYFMV
9WB056050 NORTHWESTERN MUT POL	AT COST	1	28886
000375204 ABB LTD ADR	AT COST	69685	72496
088606108 BHP BILLITON LIMITED	AT COST	90546	336340
136375102 CANADIAN NATL RR	AT COST	77174	380152
36158YFT1 GE CAP COML MTG CORP	AT COST	39688	40934
46625YP64 J P MORGAN CHASE COM	AT COST	18663	22001
46630JAC3 JP MORGAN CHASE COMM	AT COST	39597	43242
729251108 PLUM CREEK TIMBER	AT COST	135738	161522
806857108 SCHLUMBERGER LTD	AT COST	147438	149599
89353D107 TRANSCANADA CORP	AT COST	63365	63322
94985D632 WELLS FARGO ADVTG	AT COST	100000	94203
36158YFT1 GECAP COML MTG	AT COST	83787	86416
46625YP64 JP MORGAN CHASE COM	AT COST	41991	49502
46630JAC3 JP MORGAN CHASE	AT COST	84143	91889
94985D632 WELLS FARGO ADVTG	AT COST	200001	188406
000375204 ABB LTD-ADR	AT COST	130538	135105
088606108 BHP BILLITON LIMITED	AT COST	147322	547241
136375102 CANADIAN NATL	AT COST	150426	740978
806857108 SCHLUMBERGER LTD	AT COST	273282	276656
89353D107 TRANSCANADA CORP	AT COST	109250	109175
729251108 PLUM CREEK TIMBER CO	AT COST	228401	271787

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases (5 entries)

DescriptionDescription	AmountAmount
MUTUAL FUND TAX EFFECTIVE DATE BEFORE TYE	$385
2011 ACCURED INT TAX EFFECTIVE 2012	$818
ACCRUED INTEREST POSTING 2011 NOT MATCHED TO INCOME	$182
SALES POSTING CURRENT TAX YEAR EFF PREVIOUS TAX YEAR	$637
ROUNDING	$7

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	RECOVERY	Description
Revenue And Expenses Per Books	867	RevenueAndExpensesPerBooks
Net Investment Income	0	NetInvestmentIncome

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases (4 entries)

DescriptionDescription	AmountAmount
MUTUAL FUND POSTING DATE AFTER TYE	$8,339
2010 PURCHASE ACCURED INT TAX EFFECTIVE 2011	$3,241
ACCRETION POSTED 2011, BUT EFFECTIVE 2010	$195
POSITIVE COST BASIS ADJ TO US TREASURY BDS	$551

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
FOREIGN TAXES	$4,954	4954	0
FEDERAL ESTIMATES - PRINCIPAL	$6,057	0	0