2012-05-11T14:17:40-06:00 2011-12-31 990PF 2011-01-01 566037589 TA JOHN W & ANNA H HANES FDN JOHN 3367478161 1525 W WT HARRIS BLVD D1114-044 CHARLOTTE NC 28288 WELLS FARGO BANK NA 3367478161 2012-05-10 2011 2016-02-24 21:20:13Z X 26406022 X 772592 770713 931802 3176577 931802 0 867 1705261 1702515 151134 113351 37784 0 0 0 0 0 0 0 0 11011 4954 0 0 0 0 0 0 0 162145 118305 0 37784 1307800 1307800 1469945 118305 0 1345584 235316 1584210 0 3405 3405 633612 142420 142420 0 0 0 4189621 4159187 4469207 10741925 9121509 15648997 1927561 2080776 2252141 1 2231036 3889852 17492720 17738333 26406022 0 X 17492720 17738333 17492720 17738333 17492720 17738333 17492720 235316 12326 17740362 2029 17738333 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 931802 false 1272965 24787805 0.051354 1226903 22221476 0.055212 986333 25892621 0.038093 1551833 29535751 0.052541 1518724 27501615 0.055223 0.252423 0.050485 26621986 1344011 15842 1359853 1345584 31684 0 31684 0 31684 6852 0 6852 0 24832 0 false false false false false false false true true NC true false false false false true WELLS FARGO BANK NA 3367478161 1 WEST 4TH STREET WINSTON SALEM NC 27101 false false false true true false false false false false false false false false false false false false false false false false Wells Fargo Bank 1525 W W T HARRIS BLVD CHARLOTTE NC 28288 40 151134 NONE 0 NONE 0 26305555 721842 0 27027397 0 0 27027397 405411 26621986 1331099 1331099 31684 31684 1299415 867 1300282 0 1300282 1345584 0 0 0 0 1345584 0 1345584 1300282 1054818 0 0 0 0 0 0 0 1345584 1054818 0 0 290766 0 0 0 0 0 0 0 0 1009516 0 0 0 0 0 0 0 0 John Wesley and Anna Hodgin Hanes 1 West 4th Street 2nd floor Winston Salem NC 27101 3367478161 None None None RiverRun International Film Festival 305 WEST 4TH STREET 1A Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 10000 Salvation Army National Headquarter POST OFFICE BOX 269 Alexandria VA 22313 NONE PUBLIC CHARITY CONTRIBUTIONS 30000 NC Museum of Art Fdn Inc 4830 MAIL SERVICE CENTER Raleigh NC 27607 NONE PUBLIC CHARITY CONTRIBUTION 200000 United Way of Forsyth County 301 NORTH MAIN STREET SUITE 1700 Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTIONS 50000 Yadlin Riverkeeper Inc 308 PATTERSON AVENUE WinstonSalem NC 27012 NONE PUBLIC CHARITY CONTRIBUTION 5000 Authoring Action 411 WEST FOURTH STREET SUITE 101C Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 10000 Yadkin Arts Council Inc POST OFFICE BOX 667 Yadkinville NC 27055 NONE PUBLIC CHARITY CONTRIBUTION 50000 American Natl Red Cross 690 COLISEUM DRIVE Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTION 5000 Bookmarks PO BOX 11867 WinstonSalem NC 27116 NONE PUBLIC CHARITY CONTRIBUTION 10000 The Arts Council of WS and Forsyth County 305 W FOURTH STREET SUITE 1C Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 125000 Boys Scouts of America-Old Hickory Council 6600 SILAS CREEK PARKWAY Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTION 20000 YMCA of Northwest NC 301 NORTH MAIN STREET SUITE 1900 Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 20000 Catawba College 2300 WEST INNES STREET Salisbury NC 28144 NONE PUBLIC CHARITY CONTRIBUTIONS 5000 The Childrens Home Inc 1001 REYNOLDA ROAD Winston Salem NC 27104 NONE PUBLIC CHARITY CONTRIBUTION 20000 Summit School 2100 REYNOLDA ROAD Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTIONS 80000 YWCA 1201 GLADE STREET WinstonSalem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 50000 The Centers for Exceptional Children Family network 2315 COLISEUM DRIVE Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTION 5000 Penland School of Crafts Inc P O BOX 37 Penland NC 28765 NONE PUBLIC CHARITY CONTRIBUTION 40000 Moravian Music Foundation Inc 457 SOUTH CHURCH STREET Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTIONS 5000 Secca Fountation 750 MARGUERITE DRIVE WinstonSalem NC 27106 NONE PUBLIC CHARITY CONTRIBUTION 25000 Winston Salem Symphony Assoc 201 NORTH BROAD ST SUITE 200 Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTIONS 20000 Winston Salem Rescue Mission 718 TRADE STREET WinstonSalem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 25000 Senior Services Inc 2895 SHOREFAIR DRIVE Winston Salen NC 27105 NONE PUBLIC CHARITY CONTRIBUTIONS 35000 NC Center for Public Policy Research Inc PO BOX 430 Raleigh NC 27602 NONE PUBLIC CHARITY CONTRIBUTION 8000 Enrichment Center 1006 S MARSHALL STREET Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 5000 Samaritian Ministries 1243 PATTERSON AVENUE Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTIONS 50000 Sherherd's Center of Greater Winston Salem Inc 1700 EBERT STREET Winston Salem NC 27103 NONE PUBLIC CHARITY CONTRIBUTIONS 10000 Lewisville Historical Society PO BOX 242 Lewisville NC 27023 NONE PUBLIC CHARITY CONTRIBUTION 5000 North Carolina Pottery Center Inc POST OFFICE BOX 531 Seagrove NC 27341 NONE PUBLIC CHARITY CONTRIBUTION 15300 New Winston Museum 110 THOMAS STREET Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 28333 Childrens Museum of WS 390 SOUTH LIBERTY STREET Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 10000 Winston Salem Inds for the Blind 7730 NORTH POINT DR Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTIONS 25000 Helen Simoneau Danse C/O WS Foundation 2564 ROBINHOOD ROAD Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTION 8000 Experiment in Self Reliance PO BOX 135 Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 25000 University of NC School of the Arts Foundation Inc 1533 SOUTH MAIN STREET Winston Salem NC 27127 NONE PUBLIC CHARITY CONTRIBUTION 166667 Forsyth Jail and Prison Ministries P O BOX 11802 Winston Salem NC 27116 NONE PUBLIC CHARITY CONTRIBUTION 20000 Ashe County Arts Council Inc 303 SCHOOL AVENUE West Jefferson NC 28694 NONE PUBLIC CHARITY CONTRIBUTION 2500 Conservation Trust for North Carolina 1028 WASHINGTON STREET Raleigh NC 27605 NONE PUBLIC CHARITY CONTRIBUTION 20000 Leadership Winston Salem 501 N CLEVELAND AVE SUITE 111 Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 2000 Piedmont Opera 235 NORTH CHERRY STREET SUITE 100 Winston Salem NC 27101 NONE PUBLIC CHARITY CONTRIBUTION 5000 Libforall Foundation 3524 YADKINVILLE ROAD 357 Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTION 50000 Winston Salem Street School 415 W CLEMMONSVILLE ROAD Winston Salem NC 27106 NONE PUBLIC CHARITY CONTRIBUTIONS 2000 Alban Elved Dance Co 205 N 15TH STREET Wilmington NC 28401 NONE PUBLIC CHARITY CONTRIBUTION 5000 1307800 14 772592 18 931802 RECOVERY 01 867 1705261 1705261 false false false false false false false false false false 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 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 4159187 4469207 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 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 RECOVERY 867 0 MUTUAL FUND POSTING DATE AFTER TYE 8339 2010 PURCHASE ACCURED INT TAX EFFECTIVE 2011 3241 ACCRETION POSTED 2011, BUT EFFECTIVE 2010 195 POSITIVE COST BASIS ADJ TO US TREASURY BDS 551 FOREIGN TAXES 4954 4954 0 FEDERAL ESTIMATES - PRINCIPAL 6057 0 0