j - tn.gov · 2020-04-18 · annual statement for the year 2009 of the unitedhealthcare plan of the...

ANNUAL STATEMENT FOR THE YEAR 2009 OF THE UnitedHealthcare Plan of the River Valley, Inc.

SCHEDULE D - PART 4 Showing Ail Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year

6 I 7 I 8 I 9 I 10 I Change In Book/Adjusted Carrying Value 11 I 12 I 13 I 14 I

16 18 19 20 21 17 4 2 3 5

3128PC-2X-9 FHLMC Pool J01690 (MBSI 5.500% 04/01121 _ .02/01/2009 Paydown_ _ ___ . __ _18,319 _______________ 18,319 _____________ _18,313 ___________ _18,310 -------·----·-----0 __ 9 ------------·-----0 ·------------------9 -- _____________ 0 3128PC-2X-9 FHLMC Pool J01690 (MBSI 5.500% 04/01/21 _03/01/2009 __ Paydown ----------·--27,623 -------------·-37,623 ________ 37,612 -----·--------37,605 _________ 0 ________________ _18 ___ 0 -----------------·18 ·----·-----------0 r _______ ;37,623 0 _ ---- ___________ o r----------------->11 r_JJ4/01/2021 -3128PC-2X-9 FHLMC Pool J01690 (MBSI 5.500% 04/01121 _ _D4/01/2009 __ Paydown ---·------·--_42,813 -·----·------·_42,813 ____ _42,800 ---·-·-------_42,792 __________ 0 ________________ 21 _____ 0 _________________ .21 -----·-----------0 ______ .42,813 0 ---------- ______ 0 ________________ _785 .D4/01/2021-3128PC-2X-9 FHLMC Pool J01690 (MBSI 5.500% 04/01/21 _ .05/01/2009 __ Paydown. ----------·----3,980 ------·------·--2,980 _____ 3,979 ---·-----------3.978 __________ 0 __________________ 2 ____ 0 ----------------·-2 ·----·-----------0 - _______ _3,980 0 ---- ---- _______ 0 __________________ 91 __ 04/01/2021 -3128PC-2X-9 __ FHLMC Pool J01690 (MBSI 5.500% 04/01/21_ .06/01/2009 Paydown_ _ ______ _17,844 ··-----------·-17,844 -----------·-.17,839 ---·---------_17,836 __________________ 0 ___ 9 ----·-----------·0 ·------------------9 _______________ 0 ___________ _17,844 0 __________________ 0 -·-·----·-------_491 . .04/01/2021-3128PC-2X-9 ___ FHLMC Pool J01690 (MBS) 5.500% 04/01/21 . .07/01/2009 Paydown_ _ _________ 3,798 -----------·---3,797 _______________ 3,796 __________________ 0 .. 2 ------------·-----0 __________________ _2 ____________ 0 --------------3.798 -- _________ 0 ---------·--------0 ---------0 ________________ _122 .JJ4/01/2021 3128PC-2X-9 __ FHLMC Pool J01690 (MBSI 5.500% 04/01121 _ _ .08/01/2009 _ Paydown_ __ _______ 3,778 _______________ 3,777 ---·-·---------3,776 ---------·--------0 ___ 2 __________________ 0 ·---------·--------2 ·-----------0 -·-·----------3,778 --- ____ 0 __________________ 0 ---- ___ 0 _________________ _138 . .04/01/2021-3128PC-2X-9 ___ FHLMC Pool J01690 (MBSI 5.500% 04/01121 _ .09/01/2009 Paydown_ _ ______ _10,807 _____________ _10,804 ---·---------_10,802 ---------·--·-----0 _____ 5 __________________ 0 ___________________ 5 ______________ 0 -·----------_10,807 _______ 0 _________________ 0 - - ________ 0 --·------·-------_446 __ 04/01/2021 3128PC-2X-9 FHLMC Pool J01690 (MBS) 5.500% 04/01121 _ _10/01/2009 __ Paydown ·-------·-·----3,503 __ 3,502 _______________ 3,502 .. __ 0 --------------·---2 __________________ 0 -----------------·-2 ·----------------0 -- --------3.503 ------·----------0 ---- ---------·-0 ----------------·-0 _________ _161 __ 04/01/2021 -3128PC-2X-9 ___ FHLMC Pool J01690 IMBSI 5.500% 04/01121 .. 11/01/2009 __ Paydown ---·-----------3,467 _____ 3,466 ----------··---3,465 __________ 0 --·--------------·2 __ 0 ___________________ 2 _________________ 0 __________ 3,467 ---·----·--------0 ------ ___________ 0 ----·---------·---0 . ___________ _175 .D4/01/2021

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~;;~~=~=; : ;~ :~~~ ~~~;~: ~.~~~~ ;~;~;;;; ••••1•:::::-- :;~;;;~~~ :: :::~::~ -- ;.~~; : ;:~~; 9.628 ;:~;~ ---- ~ __ i~~: : ~ i;~: ~ ~.~~; ----------:::::::~ .-----------·· -- •• ~ ••••••••••••••••••~ L 2~; ;~;~;;;~;; 3128PE-4K-1 ___ IFHLMC POOL J03526 MBS 6.000% 10/01121 ____ ·--- _06/01/2009 __ Paydown ---·------·----3.239 ------·---------3,239 ________ 3,293 ---·-·-----·---3,289 ______________ o ---------------1491~'------ _________ o ___ o -·-----------.3,239 ____ o ·-------· .. 0 __________________ o ( ________________ 97 . .10/01/2021 3128PE-4K-1 ___ FHLMC POOL J03526 MBS 6.000% 10/01121 ____ __ .07/01/2009 __ Paydown _______________ 3,350 ----·-·---------2.350 ________ 3,406 ---·-·---------3.401 _______________ 0 --·-----------.151) .. _ ........... 0 ........ 0 .............. 3,350 _________ 0 n ------------------0 ~ ............... 117 .J0/01/2021

1

.3128PE-4K-1 ... IFHLMC POOL J03526 MBS 6.000% 10101121 ----~-------~-.08/01/2009 . Paydown ---·------- .... 3,916 ~ ............... 2.916~-- ............ 3,981 ~--·---- ....... 3,976 .............. .1601~- ............. 0 1 ............. 3,916 ..... o n 1 ................. 1571 _ _10/01/2021

~;~:~!=; ·:: ;~~~ :~~ ~~~~~ ~~~ ~.~~~ ;~;~;;;; :::: ::::::: ~;~;;~~~~ .. :::~::~ •• ~.;~; f t;~~ : ;.;~ ;:;~~ :]~~: - ~ ::;~; .. ~ ~ ·······-----------0 ;~; ;~;~;;~~~; .1-3128PE-4K-1 _ FHLMC POOL J03526 MBS 6.000% 10/01/21 ............ .11/01/2009 .. Paydown ............. .15,259 t .............. 15,259 .. ___________ 15,511 ........ .15,492 .............. 1233) ___ 0 ...... J5,259 n n .................. 0 ................. 839 .J0/01/2021 . 3128PE-4K-1 ___ FHLMC POOL "~3526 M~S 6.000% 10/01/21 .... ________ _12/01/2009 Paydown ............... 3,250 ............... 3,250 __ ............ 3,304 ·-·----·----·--!50) ................. 0 ............. 3,250 n o .............. 0 ................. 195 _ _10/01/2021 . 3128PE-4P-O FHLMC Pool J03530 MM 6.000% 10/01/21 . .01/01/2009 Paydown. ·----·-----.... 4,456 ................ .4,456 ............ 4,519 ---------------159) ................. 0 ............... 0 .................. 0 .............. 0 ................... 22 . .10/01/2021 . 3128PE-4P-O FHLMC Pool J03530 MM 6.000% 10/01121 .02/01/2009 .. Paydown. _______________ 3,228 ................ 2,228 ............ 3,274 ·------·-------1421 .................. 0 ................ 0 ----·------·------0 ................. 0 ................... 32 . .10/01/2021 . 3128PE-4P-0 FHLMC Pool J03530 MBS 6.000% 10/01/21. _03/01/2009 .. Paydown. . .......... __ _17,359 .............. 17,359 ......... .17,603 ..... _________ (228) .................. 0 ____________ _17,359 ................ 0 __ 0 .................. 0 ................. .260 _ _10/01/2021. 3128PE-4P-0 _. FHLMC Pool J03530 MBS 6.000% 10/01/21 . .D4/01/2009 .. Paydown. .. ............. 3,265 ... 2,265 ............... 3,311 .......... 3,308 .............. .143) . ____ 0 ........ 3.265 ------·----------0 ................. 0 ------------------0 ............. £5 .. 10/01/2021 3128PE-4P-0 ___ FHLMC Pool J03530 MBS 6.000% 10/01/21 __ .D5/01/2009 Paydown .......... ___ 3,382 .3,382 ___________ 3,429 .............. 3,426 ............. 1451 - .. 0 .............. 3,382 ... 0 .................. 0 ----·-------------0 ............... 85 . .10/01/2021 . 3128PE-4P-0 __ FHLMC Pool J03530 MBS 6.000% 10/01/21 . .06/01/2009 Paydown. .. ............. 3,389 ........ 3,389 ............... 3,436 ............. 3,433 ............ .1451 _ ___0 .............. 3,389 _______ 0 .................. 0 __________________ 0 .............. .102 . .10/01/2021 3128PE-4P-O FHLMC Pool J03530 MBS 6.000% 10/01/21. .07/01/2009 __ Paydown .............. 41,220 ... .41,220 .............. 41,800 .......... .41,763 ............ (5421 _ .... 0 ............ .41,220 ______ 0 .................. 0 ------------------0 ............ 1,443 .. 10/01/2021

;;~~:~=:=~ J;~ ::~: ~;~: ~: ~.~~~ ;~;~;;~; :;~;;~~~ -- :::~~:~. . ~t~~ .:::::: 3~.~~ ~.~~~ :: :: 3~.~~~ ~:~~: ::::::~ :: .~~.~~ :::::~ ----------------··~ .~ :: 1,;:~ ;~;~;;~~~;. 3128PE-4P-0 ... FHLMC Pool J03530 MBS 6.000% 10/01/21 .J0/01/2009 __ Paydown I ............ .16,402 ............... 16,402 f .......... 16,633 ............. .16,618 ......... (216)[ ................. 0 ............ .16,402 ................ 0 .................. 0 ............. 0 ............... 820 _ _10/01/2021 ·j 3128PE-4P-O ___ FHLMC Pool J03530 MBS 6.000% 10/01/21 . .11./01/2009 .. Paydown .......... 3,237 ................ 3,237 .............. 3,283 ......... 3,280 .......... 143.) ......... ________ 0 ........... 3,237 _________________ 0 ................ 0 ------------------0 ......... 178 _.10/01/2021 . 3128PE-4P-O FHLMC Pool J03530 MBS 6.000% 10/01/21 .. 12/01/2009 .. Paydown ________ 27,779 ............... 27,779 ............ .28,170 _ ........ 28,145 ......... 13661 .. ________ 0 ...... 27,779 -·----·----------0 .......... 0 ----·-------------0 ....... 1,667 .J0/01/2021. 3128PE-KP-2 ... FHLMC Pool J03002 IMM) 5.500% 07/01/21. .Dl/01/2009 .. Paydown_ ...... 5,643 ................ 5,643 .............. 5,630 ..... 5,630 ............ i3 _________________ 0 ............... 13 ................. 0 ........ 5,643 ................. 0 ........ 0 .................. 0 ....... 26 .. 07/0i/2021 3128PE-KP-2 ___ FHLMC Pool J03002 IMBSI 5.500% 07/01/21. _.02/01/2009 .. Paydown_ .... _34,450 .. _____________ 34,450 .............. 34,369 _ .... 34,369 __________________ 0 .......... 80 .......... ________ 0 ........... 80 ·----------------0 ..... 34,450 ................. 0 ...... 0 .................. 0 - ....... 316 .. 07/01/2021 3128PE-KP-2 ___ FHLMC Pool J03002 IM8S) 5.500% 07/01/21 .03/01/2009 __ Paydown. .. ........... 26,421 ............. 26,421 ... .26,359 ............. .26,360 .......... 0 ................. 62 .............. 0 .................. 62 ............. 0 ............ 26,421 ........... 0 .................. 0 .... 0 .................. 363 . .07/01/2021 3128PE-KP-2 FHLMC Pool J03002 (MBSI 5.500% 07/01/21 _ .04/01/2009 __ Paydown. .. ............. 6. 146 .............. £, 146 ... 6, 132 ............... £, 132 .......... 0 ................ .14 ............... 0 ............ .14 ............... 0 .............. 6, 146 ......... 0 .................. 0 ......... 0 .................. 113 .JJ7/01/2021 . 3128PE-KP-2 FHLMC Pool J03002 (MBSI 5.500% 07/01/21 _ .05/01/2009 __ Paydown ............... 6,698 .............. £,698 .... 6,683 ............... 6,683 ........... 0 ................ .16 ............. 0 ................. .16 .............. 0 .............. 6,698 .......... 0 __________________ 0 ...... 0 ................. .154 .JJ7/01/2021 3128PE-KP-2 ___ FHLMC Pool J03002 (MBSI 5.500% 07/01/21 .06/01/2009 Paydown. .. ............. 6,037 ............... £.037 ..... 6,023 ............... £,023 .......... 0 ................ .14 ............... 0 ................. .14 ................ 0 .............. 6,037 .......... 0 .................. 0 ........ 0 .................. 166 .07/01/2021 . 3128PE-KP-2 ... FHLMC Pool J03002 (MBS) 5.500% 07/01/21 _ .07/01/2009 Paydown ______ 6,272 ................ £.272 ............... 6,257 --- ...... £,257 .................. 0 ...... .15 __________________ 0 ........... 15 ----------·------0 ........ 6,272 ................. 0 ........... 0 .................. 0 ........ .201 . .07/01/2021 3128PE-KP-2 FHLMC Pool J03002 IMMI 5.500% 07/01121 .08/01/2009 Paydown. .. ... 5,723 ................ 5.723 ............... 5,710 ___ 5,710 .................. 0 .......... .13 --·----·-- ........ 0 ............ .13 _________________ 0 ........ .5,723 ................. 0 .............. 0 .................. 0 ....... 210 .07/01/2021 3128PE-KP-2 FHLMC Pool J03002 I~S) 5.500% 07/01/21 _00/01/2009 Paydown. _____________ 31,896 ............... 31,896 .............. 31,822 .. _31,822 .................. 0 ......... .74 .......... ________ 0 .......... .74 _________________ 0 ....... 31.896 ------·----------0 ................ 0 .................. 0 .... _1,316 . .07/0112021 3128PE-KP-2 FHLMC Pool J03002 IMBSI 5.500% 07/01121. .J0/01/2009 Paydown. .. ........... 55,781 ............. 55,781 ______________ 55,650 .............. 55,651 ............ 0 .............. ..130 ................ 0 ................ .130 ............... 0 ............ 55,781 ........... 0 .................. 0 ........... 0 ............... 2,557 .. 07/01/2021 3128PE-KP-2 FHLMC Pool J03002 (~S) 5.500% 07/01121 . .11/01/2009 Payd01m. .. ............. 5,524 ............. 5,524 .. 5,512 ............... 5,512 ........... 0 ............. .13 ............... 0 ................. .13 .............. 0 ............. .5,524 ............. 0 .......... 0 .......... 0 ................. .279 .n?/01/2021 -3128PE-KP-2 FHLMC Pool J03002 (MBS) 5.500% 07/01/21 . .12/01/2009 __ Paydown___ ............. 28,060 ........... 38,060 ____ 37,971 .............. 37,972 ........... 0 ................. 89 ............... 0 .................. 89 ............... 0 ............ 38,060 ............. 0 .................. 0 ......... 0 ............... 2,093 .07/01/2021. 3128PK-Mu-5 ___ FHLMC Pool J07571 MBS 5.500%04/01/23 _ .01/01/2009 Paydown.. .. ............ .7,549 ............ 1,549 .. 7,634 ............... 1,633 ............ 0 .............. .1841 _ ............... 0 ................. 1841 ................ 0 ............. .7,549 ............. 0 .................. 0 .......... 0 ................... 35 .. 04/01/2023 3128PK-Mu-5 FHLMC Pool J07571 MBS 5.500% 04/01/23 .02/01/2009 Paydown. . ......... ____ 11,562 ............... 11,562 .............. 11,692 ..... 11,691 .................. 0 ......... (129) __________________ 0 .......... 1129) _________________ 0 ...... .11,562 ................. 0 ........... 0 .................. 0 ...... .106 . .04/01/2023. 3128PK-Mu-5 FHLMC Pool J07571 MBS 5.500%04/01/23 _03/01/2009 __ Paydown ........... _136,267 ............. .136,267 ........... .137,800 .. .137,784 __________________ 0 ..... 11,5171 __________________ 0 ........ 11,5171 _________________ 0 ...... 136,267 .................. 0 ........... 0 .................. 0 ..... 1,874 .. 04/01/2023 3128PK-Mu-5 __ FHLMC Pool J07571 MBS 5.500% 04/01/23 . _D4/01/2009 __ Paydown ·----·-----.... 8,420 ................ £.420 .............. 8,515 ..... 8,514 __________________ 0 ........ 1941 ........ __________ 0 ............ 194) _________________ 0 ........ 8,420 -·-----------·---0 ........... 0 .................. 0 - _______ _154 . .04/01/2023 3128PK-Mu-5 ___ FHLMC Pool J07571 MBS 5.500% 04/01/23. _05/01/2009 __ Paydown ............... 8, 183 ................ £. 183 ............. 8,275 ....... ________ 8,274 __________________ 0 ...... 191) ........ __________ 0 .......... 1911 ................. 0 ..... 8, 183 _________________ 0 ..... 0 .................. 0 ____ _188 .. 04/01/2023 3128PK-Mu-5 FHLMC Pool J07571 MBS 5.500% 04/01/23 _ . .06/01/2009 Paydown ......... 9, 103 ___ .9, 103 _______________ 9,205 .............. 9,204 ....... 0 .............. 1101) - --- ....... 0 ............... (1011 ........ 0 ............. .9, 103 ....... 0 ........ 0 ---------0 ................. .250 .D4/01/2023-3128PK-Mu-5 ___ FHLMC Pool J07571 M8S 5.500%04/01/23 _ .D7/01/2009 .. Paydown ........... 9,029 ... .9,029 _______________ 9,131 ............ 9,130 ........ 0 .............. 11011 _ ·----- ...... 0 ............... 11011 ....... 0 ............. .9,029 ........ 0 ... 0 .. 0 .................. 290 .. 04/01/2023. 3128PK-Mu-5 FHLMC Pool J07571 ~S 5.500% 04/01/23 . .06/01/2009 .. Paydown ........ 05,940 .. 55,940 ______________ 56,569 ___________ _56,562 ..... 0 .............. 16231 . __ ---- ..... 0 ............... 16231 ....... 0 ............ 05,940 ........ 0 .................. 0 --------------·---0 .D4/01/2023. 3128PK-Mu-5 FHLMC Pool J07571 MBS 5.500% 04/01/23 _ .00/01/2009 __ Paydown ............ .17,434 .............. 17,434 ......... .17,630 ............. .17,628 __________________ o ----11941 .................. 0 ..... 1194) _________________ o ..... 17,434 ................. 0 .. 0 .................. 0 .. 04/01/2023. 3128PK-Mu-5 FHLMC Pool J07571 MBS 5.500% 04/01/23 ___ .. 10/01/2009 __ Paydown ............ £9,227 .............. 69.227 ......... .70,006 .............. 69,998 .................. 0 ... 17711 ............ 0 ....... 17711 ................. 0 ... £9,227 ................. 0 .. 0 .................. 0 . .04/01/2023. 3128PK-MU-5 FHLMC Pool J07571 MBS 5.500% 04/01/23. ..11/01/2009 __ Paydown .......... ____ 8,331 ............... £,331 .......... 8,424 ............... 8,423 .................. 0 .... 193) .................. 0 _______ (93) ................. 0 ...... 8,331 ................. 0 .... 0 .................. 0 . .04/01/2023 3128PK-Mu-5 ___ FHLMC Pool J0/571 MBS 5.500% 04/01123. ..12/01/2009 __ Paydown .......... ____ 8,410 ............... £.410 .......... 8,505 ............... 8.504 ................ 0 -----194) .................. 0 -----------------1941 ................. 0 _________ 8,410 ................. 0 .. 0 .................. 0 ................. .463 .. 04/01/2023


SCHEDULE D .. PART 4 Showinq Ali Lonq-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year


16 18 19 20 21 17 4 3 5 2

3128PL-PR-7 ... FHLMC Pool J08532 MBS 5.500% 08/01/23. .01/01/2009 Paydown ......... 6.538 .... £.538 ............... 6,612 ........... £.611 ....... 0 .............. 1731 ............. 0 ................. 1731 ......... 0

mi~=~~=; ••• ~~~ ~~~: ~m~ ~: i::~ ~i:~i;~~ • ~!:~i;~~~~ :: ~:m:~ . u~! t~! J:m . tm J ··· 1m . J m: j ~ : ::••••••••·~ I· ~ ·1~i 1 ~:~~i~~~~~. · 3128PL-PR-7 FHLMC Pool J08532 MBS 5.500%08/01/23 .JJS/01/2009 .. Paydown .... .10,570 ............... 10,570 ............. .10,689 ....... .10,687 ..... 0 ............. (1181 ........... 0 ............... (1181 .......... 0 0 .................. 0 ................. .242 .08/01/2023. 3128PL-PR-7 FHLMC Pool J08532 MBS 5.500% 08/01123 .06/01/2009 Paydown. . ..... 6,578 ................ £.578 ............... 6,652 ......... £,651 ..... 0 .............. .1731 . ..0 ................. (73) .......... 0 ............ 0 .................. 0 ............. U ................. 181 .08/01/2023. 3128PL-PR-7 FHLMC Pool J08532 MBS 5.500% 08/01/23 .07/01/2009 Paydown ..... .7,256 ................ 7.256 ............... 7,338 .. 7,337 ..... 0 ............. .!81) . . ... 0 ................ .1811 .......... 0 ......... 0 .................. 0 ............ 0 ................ .233 .08/01/2023. 3128PL-PR-7 ... FHLMC Pool J08532 M8S 5.500% 08/01/23 .08/01/2009 Paydown ....... 9,935 ................ 2.935 ............. .10.047 ....... .10,046 ...... 0 ............. 11111 . . .... 0 ............... 11111 ......... 0 .............. 9,935 ......... 0 .................. 0 ............ 0 ................ .364 .08/01/2023 3128PL-PR-7 ... FHLMC Pool J08532 M8S 5.500% 08/01/23 .09/01/2009. Paydown. . .............. £,923 ...... 7,000 .............. .7,000 ................. 0 ...... .1771 .................. 0 ..... (77) ................. 0 ............ 6,923 ................. 0 .......... 0 .................. 0 ............... .286 .08/01/2023 3128PL-PR-7 ... FHLMC Pool J08532 M8S 5.500% 08/01/23. ..10/0112009. Paydown ................ 7,017 ........... 7,096 ............... 7,096 .................. 0 ......... .1781 .................. 0 ....... .1781 ................. 0 ........... .7,017 ................. 0 ............. 0 .... 0 ................. 322 .08/01/2023 3128PL-PR-7 ... FHLMC Pool J08532 MBS 5.500% 08/01/23 . .11/01/2009 .. Paydown. . ............... 7,883 ......... .7,972 .............. .7,971 .................. 0 .................. 0 ........ (88) .... 0 ............. .7,883 ................. 0 ................ 0 ... 0 ................. 397 . .08/01/2023.

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3128PL-PR-7 FHLMC Pool J08532 MBS 5.500% 08/01123.. ..12/01/2008 .. Paydown. . ..... .47,946 .............. 48,486 ........... .48,480 ....... 0 .................. 0 ............... (5341 ................. 0 .... 47,946 ................. 0 .. 0 .... 0 t··· ... 2,637 .08/01/2023 .j

;~~~;~=~:=~ ... ~~~~ :::: ~~~;~~: ~.~~~~ ~~j~~j;~ •.......... ~;;~~j:~ .. :::~::~. . ... ..... 3,948 ~.~:~ • ~.;~; ~.;~; .•••••••• ~ •••••••••••••• ~ .•.•••••••••••••. ~ ... ;:~:~ ••••••••••••••••• ~ ···················~ •••··· .••• ~ t ...•.•••••••• ~~ ~~;~~;~~;~ j 312926-ZP-2 ... FHLMC Pool A80782 MBS 6.000% 08/01/38 ····I .. ··!·03/01/2009 Paydown. . ......... .173,742 ..... .173,742 ............ .176,945 ........... .176,936 .......... 0 .......... (3, 1941 .................. 0 ........... ..13, 1941 ................ 0 .. .173.742 ................. 0 . . ... 0 1··· .......... 2,606 .. 08/01/2038 312926-2P-2 .

1FHLMC Pool A80782 MBS 6.000% 08/01/38 ............ 04/01/2009 . Paydown ........... .100.884 ............. .100,884 ........ .102.744 ............ .102,739 .................. 0 .......... (1,8551 ................. 0 ........... ..11,8551 ....... . .... 0 .......... .100,884 .... 0 n ... . ... 0 ............. .2,018 .. 08/01/2038

312926-2P-2 .,FHLMC Pooi AB0782 MBS 6.000%08/01/38 ····i······J.DS/01/2009 .. Paydown ............. 56,698 .............. .56,698 ............ 57,743 ............. .57,740 .................. 0 1 .......... (1,0421! ................ 0 ........... ..11.0421!.... . ..... 0 ............ 56,698 ...... 0 n . . ... 0 ............. .1,417 . .08/01/2038. 312926-2P-2 .. FHLMC Pool A80782 M8S 6.000%08/01/38 ........... i . .06/01/2009 .. Paydown ............. .48,636 ............. .48,636 .......... .49,533 ............. .49,530 .................. 0 ............ .18941i.. ..0 ............... (8941i.. . ...... 0 ............ .48,636 ........ 0 . . ... 0 ............. .1,459 . .08/01/2038

1312926-ZP-2 .. FHLMC Pool A80782 M8S 6.000%08/01138 .... 1 ....... ,.07/01/2009 .!Paydown ........... 164,3121 ............ .164,3121 ........... .167.341 ............ .167,333 .0 ~ .......... (3,02111 ............... 0 1 .......... ..13.02111 ................ 0 1·· ....... .164,312 ............. 0 n "1··· ........... 5,7511 .. 08/01/2038. 312926-2P-2 .. FHLMC Pool A80782 MBS 6.000% 08/01/38 ............ 08/01/2009 .. Paydown ............. 44,919 ............. .44.919 ............ .45,747 ............. .45,744 .................. 0 [ ............. (8261 ................. 0 .............. (8261 ................ 0 ........... .44,919 ................. 0 ................... 0 ............. .1,797 .D8/01/2038

1

312926-2P-2 ... IFHLMC Pool A80782 MBS 6.000% 08/01/38 ............ 09/0112009 .. Paydown ............ 78.994 ............. .78,994 ............. 80,450 .............. 80,446 .................. 0 ......... .11,4521 ................. 0 .......... ..11,4521 ................ 0 .......... 78,994 n .............. . ............. 3,555 .08/0112038 312926-2P-2 ... FHLMC Pool A80782 MBS 6.000% 08/01/38 ............ .10/0112009 .. Paydown ............ B7,940 .............. 97,940 .... 99,746 .............. 99,741 0 .......... (1,8011 ................. 0 .......... ..11,8011 ................ 0 ........... B7,940 n n ............. .4,897 .08/01/2038 . 312926-2P-2 ___ FHLMC Poe! A80782 MBS 6.000% 08/01/38 ____ ....... .J 1101/2009 .. Paydown ............ £0,099 .............. 60, 099 ............. 61 ,207 ........ 61 ,203 0 ---------- ( 1, 105) -- -------- -- --0 .......... .J 1, 105} -- - ------------0 -- .. £0 ,099 ------------------0 o --- -- _______ 3_305 __ 08/01/2038 -312926-ZP-2 ... FHLMC Pool A80782 MBS 6.000% 08/01138 . .12/01/2009 .. Paydown. . .......... .133,873 ............. .133,873 ............ .136.341 ........ .136,334 ..... 0 .......... (2,4611 . . ............ 0 ............ .12,461) ............... 0 .. 133,873 ................. 0 .................. 0 ................. 0 .... 8,032 .. 08/01/2038 312972-LE-o ... FHLMC Pool 819325 (MBSI 5.000% 05/01/20 .01/01/2009 Paydown. . ............. .4,855 ................ .4.855 .............. .4,757 ........ 4,767 .... 0 ................ 87 ......... 0 .................. 87 ................ 0 .... 4,855 ................. 0 .. 0 ................ 0 ........ 20 .05/01/2020 312972-LE-Q ... FHLMC Pool 819325 (MBSI 5.000% 05/01/20. .02/01/2009 Paydown. . ............ 23,951 ............... 23,951 ............. .23,468 ....... .23,521 ... 0 .............. .430 ............. 0 ................. 430 ............... 0 .. 23,951 ................. 0 ... 0 ................. 0 .... .200 .05/01/2020. 312972-LE-0 FHLMC Pool 819325 IMBSI 5.000% 05/01/20. .03/01/2009 .. Paydown .............. 4,906 .. .4,807 .............. .4,818 ............... 0 .......... 88 .................. 0 ......... 88 ... 0 .............. 4.906 .... 0 .................. 0 .... 0 .................. 61 .. 05/01/2020 312972-LE-Q FHLMC Pool 819325 (MBSI 5.000% 05/01/20 .04/01/2009 Paydown. . . .27,238 ...... 26,689 ............ .26,749 ... 0 ........... A89 .. 0 ............ .489 ... 0 ........... .27,238 ................. 0 ................. 0 ... 0 ................ .454 .. 05/01/2020. 312972-LE-Q FHLMC Pool 819325 iMBSI 5.000% 05/01/20 .05/01/2009 Paydown .............. 5,443 ....... 5,333 ............... 5,345 .................. 0 ........... 98 .................. 0 ............... 98 ..... 0 ............. .5,443 .... 0 .................. 0 ...... 0 ................ .113 . .05/01/2020. 312972-LE-0 .. FHLMC Pool 819325 iMBSI 5.000% 05/01/20 .06/01/2009 . Paydown... . ............ 33.207 ..... 32,537 ............. .32,611 .................. 0 .......... 596 .................. 0 .............. 596 .... 0 ............ 33,207 .... 0 .. 0 .... 0 ................. 830 .. 05/01/2020. 312972-LE-0 .. FHLMC Pool 819325 (MBSI 5.000% 05/01/20 .07/01/2009 Paydown. . ............ .18,871 ............... 18,871 ............. .18,491 ........ .18,533 ........ 0 ............. 339 ................ 0 ................ J39 ................ 0 .. .18,871 ................. 0 .................. 0 .................. 0 ................. 550 .05/01/2020

.312972-LE-0 FHLMC Pool 819325 IMBSI 5.000% 05/01/20. .08/01/2009 .. Pavdown ....... J1,282 ............... 31,282 .............. 30,651 ............ 30,721 ..... 0 ............. 561 ............. 0 ................ 561 ............... 0 .... 31,282 0 ................... 0 .................. 0 ... . . ... .1,043 . .05/01/2020 .,

1312972-LE~O ... FHLMC Pool 819325 (MBSI 5.000% 05/01/20. ..09/01/2009 .. I Paydown ........ .4,562 ................. 4,562 ............. .4.471 .. .4,481 .................. 0 t······ .......... 82 f ........... 0 .................. 82 .............. 0 .. .4,562 n ... . . ~ ..... ·~ . . ... .171 .05/01/2020 312972-LE-0 FHLMC Pool 819325 (MBSI 5.000% 05/01120. ..10/01/2009 .. Paydown. . ........ 9,869 .......... 2,869 ............... 9,692 .................. 0 .............. 177 ................. 0 ...... .177 ................. 0 .............. 9,869 ................. .411 .D5/01/2020 312972-LE-0 FHLMC Pool 819325 (MBSI 5.000%05/01/20 . .11/01/2009 .. Paydown. . ...... .11,987 ..... .11,987 ............. .11,772 .............. 0 .... . .... 215 ................. 0 .... 215 ................. 0 ............ .11.987 n n .................. 549 .D5/01/2020 312972-LE-0 FHLMC Pool 819325 (MBSI 5.000% 05/01/20 . .12/01/2009 .. Paydown. . ...... 25.740 ...... .25,740 .............. 25,222 ....... .25,279 ............ 0 .. ..<162 ................. 0 .. .462 ................. 0 ........... 25,740 ................. 0 ...... 0 .................. 0 ............. .1,287 . .05/01/2020 31339N-WC-6 FHLMC 2430 VL (CMOI 6.000%01/15/18 .01/01/2009 .. Paydown. . .... 21.368 .. 21,368 ............. 22,603 ............ .21,386 ............ 0 ... ..1181 .................. 0 ..... (181 ................. 0 ........... 21.368 ................. 0 ............. 0 .................. 0 ................ .107 .06/15/2009 31339N-WC-6 FHLMC 2430 VL (CMOI 6.000% 01/15/18. .02/0112009 .. Paydown. . ............ 32,581 ............... 32,581 ......... 34,464 .............. 32,608 .. 0 ............. ..1281 . . .. 0 ............. 0 .. 32,581 ................. 0 .................. 0 ............. 0 ................. 326 .. 06/15/2009. 31339N-WC-6 FHLMC 2430 VL (CMOI 6.000% 01/15/18. .03/0112009 .. Paydown. . ............ 59,300 .............. 59,300 .......... 62,729 ............. .59,351 .................. 0 ............. ..1511 . . .. 0 ............ 0 .. 59,300 ................ 0 .................. 0 ............ 0 ................. 890 .. 06/15/2009 31339N-WC-6 FHLMC 2430 VL (CMOI 6.000%01/15/18. .04/0112009 .. Paydown ............. 54,070 ............... 54,070 ........... 57,196 .............. 54,116 .................. 0 ............. ..1461. . .. 0 .............. 0 ............ 54,070 ................. 0 .................. 0 ............. 0 ............. .1,081 .. 06/15/2009 31339N-WC-6 FHLMC 2430 VL (CMOI 6.000% 01/15/18. .05/01/2009 .. Paydown ............. 30,220 .............. 30,220 ........... 31,967 .............. 30,246 .................. 0 ............. ..1261 . . .. 0 ............. 0 .. 30,220 ................. 0 .................. 0 ............. 0 ... .756 .. 06/15/2009. 3133T4-XM-3 ... FHLMC 1708 E (CMOI 6.000% 03/15/09 .01/01/2009 Paydown. . ...... .2, 159 .. ... 2, 159 ............... 2,052 ............... 2, 152 ............ 0 ... 7 .................. 0 ................. 0 ............. 2, 159 ................. 0 ............. 0 .................. 0 .................. .11 .. 03/15/2009

!!EE··~~~~~~t~;~~.. . .. EliE••rJE• ·············· ·····•••••••~.~ .. ~E i~ ~E ! :E:I ! . ! iffi ! ! ! ·············~ E~• 31392F-FA-0 FNMA 2002-73 00 (CMOI 5.000% 06/25/16 .. . .04/01/2009 Paydown. . ............ 39,235 .............. 39,235 ......... .40.032 .............. 39,351 .. 0 ............. (1171 . . ........... 0 ............. 0 ... 39,235 ................. 0 .................. 0 ................. 0 ... 654 .. 01/25/2012. 31392F-FA-0 FNMA 2002-73 00 (CMOI 5.000% 06/25/16 . .05/01/2009 Paydown .... 30.875 ...... 30,875 .............. 31 ,502 .............. 30,967 ........... 0 ... ..1921 .................. 0 ................. 0 ............ 30,875 ................. 0 ................. 0 .................. 0 ................. 643 .. 01125/2012 31392F-FA-O ... FNMA 2002-73 00 (CMOI 5.000% 06/25/16. .06/01/2009 Paydown. . .... J3,358 ... 33,358 .............. 34,036 ............. .33,457 ......... 0 .... J991 .................. 0 .... 0 ............ 33,358 ....... 0 ................. 0 .................. 0 ................. 834 .. 01125/2012 31392F-FA-0 ... FNMA 2002-73 00 (CMOI 5.000%06/25/16. ..o?/01/2009 .. Paydown. . ............ J0,979 ............... 30,979 .............. 31,608 ............. .31,071 .......... 0 .... ..1921 .................. 0 ... 0 ............ 30,979 ...... 0 ................. 0 .................. 0 ................. 904 .01/25/2012 31392F-FA-0 ... FNMA 2002-73 00 (CMOI 5.000% 06/25/16. .08/01/2009 .. Paydown. . ............ 36,352 ............... 36,352 .............. 37,091 ........... .36,461 .......... 0 .. .(1081 .................. 0 ................. 0 ............ 36,352 ................. 0 .. 0 .................. 0 ............ .1,212 .. 01/25/2012 31392F-FA-0 FNMA 2002-73 00 (CMOI 5.000% 06/25/16. .09/0112009 .. Paydown. . ............ 23,510 ............ 23,510 .... .23,987 ............. .23,580 .................. 0 ............. ..1701 . . .. 0 ............. 0 ............ 23,510 ................. 0 .................. 0 ............ 0 ................. 882 .. 01/25/2012. 31392F-FA-O FNMA 2002-73 00 (CMOI 5.000% 06/25/16. ..10/01/2009 .. Paydown. . ............ 29.216 ......... .29.216 .... 29,809 ............. .29,303 .................. 0 ............. J87) . ..0 ........... 0 .. 29,216 ................. 0 .................. 0 ............ 0 ............. .1,217 .. 01/25/2012 31392F-FA-0 FNMA 2002-73 00 (CMOI 5.000%06/25/16 . .11/0112009 .. Paydown. . ............ 25.047 ........... 25,047 .... .25.556 ............. .25,121 .................. 0 .............. .1751. . ... 0 ........... 0 ............ 25,047 ................ 0 .................. 0 .......... 0 ............. .1.148 .n1/25/2012 31392F-FA-0 FNMA 2002-73 00 (CMOI 5.000%06/25/16. ..12/0112009 .. Paydown. . ............ 22,399 ............. .22,399 ............. .22,854 ......... .22,466 ........ 0 .............. J67) .................. 0 ................. 0 .......... 22,399 ................. 0 .... 0 .................. 0 ........... .1,120 .. 01125/2012 31392H-S5-3 FNMA 2003-8 OY (CMOI 4.500% 12/25/25. .01/01/2009 .. Paydown. . ............ 27,586 ............... 27,586 ............. .27.724 ........... .27,532 ........ 0 ... .54 .................. 0 ................. 0 .......... 27.586 ................. 0 ..... 0 .................. 0 .............. .103 .. 05125/2010 31392H-S5-3 FNMA 2003-8 OY (CMOI 4.500% 12/25/25 .02/01/2009 .. Paydown. . ............ 13, 138 .............. .73, 138 ............ .73,504 ............ .72,995 ........ 0 ............. J43 .................. 0 ................. 143 ................. 0 ........... .73, 138 ................. 0 .... 0 .................. 0 ............. .549 .. 05125/2010 31392H-S5-3 FNMA 2003-8 OY iCMOI 4.500% 12/25/25 .03/01/2009 .. Pavdown ............. £9.005 ............... 69,005 ............ 69,350 .......... 68,870 ....... 0 .............. .135 ................. 0 .. .135 ................. 0 ....... 69,005 ................. 0 .. 0 .................. 0 ......... .776 .. 05/25/2010.

m ..... -1>(J.)

2 3 4 5

For-I Disposal eign Date

1-------+-04/01/2009 -- Paydown 1--------+ 05/01/2009 Paydown. 1--------t-06/01/2009 Paydown. 1-------+Dl /01/2009 Paydown _ -1-------+08/01/2009 .. Paydown

1 ___ ---+o9/0112oo9 -raydown ___ 1-------+J0/01/2009 __ Paydown 1--------~-J 1/01/2009 __ Paydown


SCHEDULED- PART 4 Showino All Lono-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year

17 6 I 7 I 8 I 9 I 10 I Change In Book/Adjusted Carrying Value 11 I 12 I 13 I 14 I

21 16 18 19 20

Numl Shares of c

Stock sideration Par Value Actual Cost _____________ B1,721 -- ________ 91,721 ... 92, 180

--- ...... £6,815 _______________ 66,815 ______________ 67, 149

....... 36, 116 _______________ 36, 116 ______________ 36,296

.... 54,393 _______________ 54 ,393 _____________ 54 ,665

--- 1------------B0,6011. . ...... 80,6011-- ... 81 ,004

lE" !I ~ ...... j ••••••••••••••••••~ 1~i~ill ............ ,ll !' '~'jjjf:~j 37,861 __________________ o ________________ 66 __ o __________________ 66 ______ o ____________ 37.927 _________________ o ________________ o __________________ o _____________ .711 .01/15/2010 36,197 _____________ o ___ 63 __________________ o _ .... 63 _________________ o ... 36,260 _________________ o __________________ o _______________ o __________________ 816 .o1115/201o _ 24,566 ________ o _________________ 43 __________________ o _____ .43 _________________ o .. 24,609 ________________ o __________________ o _________________ o __________________ 646 .01115/2010

__________ .11 ,934 _____________ o _________________ 56 __________________ o _________ 56 _________________ o _______ .1 1 ,990 _________________ o __________________ o _______________ o __________________ A5 .. 02/15/2017 ________ .14.564 _____________ o _________________ 69 __________________ o _________ 69 _________________ o .. .14,633 _________________ o __________________ o ________________ o _________________ .110 .. 02/15/2017 _

... 20,287 __________________ o ________________ 96 _____ o __________________ 96 ________ o ____________ 20.383 ___ o _______________ o __________________ o ______________ .229 .02/15/2017 __ .23,588 ________________ o _________ .111 ______________ o ________________ J11 ___________ o ___________ .23,699 __________________ o __________________ o _______________ 355 .02/15/2017 _ .. .zo, 719 __________________ o _________________ 98 ______ o __________________ 98 ____________ o ____________ 2o ,816 __________________ o __________________ o ______________ .390 .. 02/15/2017 .. .22, m _________________ o _______________ .105 __________________ o ________ Jo5 _________________ o .... 22,282 __________________ o __________________ o __________________ 501 .o2/15/2017 _ __ .zo. 167 _______________ o _________________ 95 __________________ o _______ ... 95 _________________ o ______ 20,262 __ o _________________ o _________________ .532 .DZ/1512017 .. .17, 773 ______________ o _________________ 84 __________________ o ___________ 84 _________________ o ...... 17 ,857 _________________ o __________________ o _________________ o _________________ .536 .. 02/15/2017 .. .16, 184 ________________ o ________________ .76 __________________ o _________ .76 _________________ o _ ..... J6,260 _________________ o __________________ o _________________ o _________________ .549 .. 02/15/2017 _ .. .14.477 ___ o _________________ 68 _________________ o __________________ 68 _____________ o ____________ .14,546 _____ o __________________ o __________________ o _____________ 546 .02/15/2017 _ __ .15,625 __________________ o ________________ .74 _____ o _________________ .74 ______________ o ____________ .15,699 ______ o _________________ o __________________ o _______________ 648 .02/15/2017 . .16, 143 __________________ o ________________ .76 __ o _________________ .76 ____________ o ____________ .16,220 ___ o __________________ o __________________ o _____________ 730 .. 02/15/2017

____ .11,953 __________________ o ______________ 37 ____ o _________________ .37 __________ o ____________ J1.990 _________________ o _______________ o __________________ o _____________ Ao .. 02/15/2017 __________ .14,587 ________ o ________________ .46 _________________ o ... .46 ____ o ... .14,633 _________________ o __________________ o _________________ o ___________________ 98 .. 02/15/2017 _

_______ .20,319 ________ o _________________ 64 _________________ o ____ 64 _________________ o ... 20,383 _________________ o __________________ o _____________ o _________________ .204 .. 02/15/2017 _______ .23.625 ________ o ________________ .74 _________________ o ........ .74 _________________ o ____________ 23,699 _________________ o __________________ o _____________ o __________________ 316 .. 02/15/2017 _

_____________ .20,751 __________________ o _ ... 65 __________ o __________________ 65 _____ o ____________ 20,816 _________________ o _______ o __________________ o .... 347 .. 02/15/2017 __________ .22,212 __________________ o ________ .70 __ o _______________ .70 _____ o ____________ 22,282 _________________ o ___________ o __________________ o _ .. .446 __ 02/15/2017

_________ 20, 198 ______ o ________ 63 __________________ o __________________ 63 ___ o ____________ 20,262 _________________ o ___________ o __________________ o _____ .473 .. 02/15/2017 .. .17,801 __________________ o _______ 56 __ o _________________ 56 ______ o ____________ .17,857 _________________ o ______ o _________________ o ____ .476 __ 02/15/2017 _

m ...... ~

:.:..


SCHEDULE D- PART 4 Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year

6 I 7 I 8 I 9 I 10 I Change In Book/Adjusted Carrying Value 11 I 12 I 13 I 14 I 15

16 17 18 19 20 21 4 5 2 3

Total Total Foreign Bond

Current Change in Exchange Book/ Interest/ Prior Year Current Year's Other Book/ Change in Adjusted Foreign Stock

Book/ Unrealized Year's Than Adjusted Book/ Carrying Exchange Dividends CUSIP I I I I l Number of I I I ~djusted Valuation (Amor- Temporary Carrying Adjusted Value at Gain Realized Total Gain Received ldenti- For- Disposal Name Shares of Con- Carrying Increase/ tization)/ Impairment Value Carrying Disposal (Loss) on Gain (Loss) (Loss) on During Maturity fication Description eign Date . of Purchaser__ Stock . . sideration Par 1/aJLIEl_ ActuaJ Cost Vall)e Decrease Accretion RectJgnized (11 + 12-13) Value Date Disposal on Disposal Disposal Year I Date

................ 0 .......... .16,260 ...... 0 .................. 0 31393K-FA-8 .. FHLMC 2572 HK (CMC) 4.000% 02/15117 ............... l.D9/01/2009 .. Paydown ........... .16.260 ........ .16,260 .... 16, 176 ........... .16,209 ... 0 ................ 51 .......... 0 ....... 51 31393K-FA-8 FHLMC 2572 HK (CMO) 4.000% 02/15/17 ................ J0/01/2009 Paydown .... .14,546 ............... 14,546 ............. .14.471 .............. 14,500 ................ 0 ..... 45 ... 0 .................. 45 ................ 0 ............ .14,546 n 0 n ......... . ... 4~5 .. Ul/1512011 31393K-FA-8 FHLMC 2572 HK (CMO) 4.000% 02/15/17 ................ .11/01/2009 .. Paydown ..... .15,699 ............... 15,699 ............. .15,618 ............. .15,650 .............. 0 ..... 49 .. 0 ................. .49 ............... 0 ............ .15,699 o .................. 0 ................. 0 ....... . ... 576 .. 02/15/2017 31393K-FA-8 ... FHLMC 2572 HK (CMO) 4.000% 02/15/17 ................ .12/01/2009 Paydown ............. .16,220 .............. .16,220 ............. .16, 136 ............. .16, 169 .............. 0 .... 51 .................. 0 .................. 51 [ ............... 0 . .16,220 f·· .. ·~ ·~ ........ . .. 0 ..... . ... 649[ . .02/1512017. 31393K-G6-6 ... FHLMC 2572 LF (CMO) 5.500%07/15/27 ................. .01/01/2009 .. Paydown ............ 23,119 ..... 23,119 .. .24,376 ............ .23,235 .................. 0 ............. (1161 ............... 0 ..... (116) .... 0 ............ 23,119 ......... . .. 0 . . . ... 106 . .06/15/2010. 31393K-G6-6 FHLMC 2572 LF (CMO) 5.500% 07/15/27 . . ...... 1 . .02/01/2009 .. Paydown ........ 78,946 .. .78,946 ... 83,239 ... .79,344 .................. 0 ............. (397) ................. 0 ........... (397) ................ 0 ........ .76,946 ....... 0 .................. 0 .................. 0 ... .724 . .06/15/2010 31393K-G6-6 FHLMC 2572 LF (CMO) 5.500% 07/15/27. . ....... .03/01/2009 . Paydown. . ..... 160, 129 .... 160,129 .. .168,836 ............ .160,934 .................. 0 ............ (806) ................. 0 ........ (806) ................. 0 ......... .160.129 ....... 0 .................. 0 ................. 0 .2.202 . .06/1512010 31393K-G6-6 ... FHLMC 2572 LF (CMO) 5.500%07/15/27.. . ....... D4/0112009 .. Paydown. . ....... .202.141 ... 202,141 .... 213,132 .. 203,158 ... 0 .......... 11.017) ................. 0 ..... (1,017) ................. 0 ......... .202.141 ....... 0 .................. 0 ................ 0 .3.706 .. 06/15/2010 31393K-G6-6 ... FHLMC 2572 LF (CMO) 5.500%07/15/27 ........ .05/01/2009 Paydown ............ 231,375 ............. 231,375 ............ 243,956 ............ 232,539 ................. 0 .... (1,164). . ... 0 ............ (1,164) ................. 0 .......... .231.375 ................. 0 ................. 0 ........ 0 .5,302 .. 06/15/2010 31393K-G6-6 FHLMC 2572 LF (CMOI 5.500% 07/15/27 ........ .06/01/2009 Paydown ..... 175,578 ............. .175,578 ............ .185, 125 ............ .176,461 .................. 0 ......... (8831 . . ... 0 ............... (8831 ................. 0 . .175,578 ................. 0 .................. 0 ........... 0 4,828 .. 06/15/2010.

;~;:~:=: ... ~~~ ~;~~ ~~ i~~~; t;~~~ ~~;;;;~~ .. •j ~;;~:;~~~~ ::;~~:~. 1~ni~ ~ • 1~~:~~ 1~:~~~ I • 1~n~~ ..•••••••• ~ (5~~: • ~ (507) ................. 0 t 1~~:~~ ·····~ ••••··············~ ······••••••••••••~ ~~2:~ ~~:;;:~~:~ 31393L-MY-6 FHLMC 2564 OR (CMO) 4.500% 02/15/26. . ....... .02/01/2009 Paydown. . ............ 74.602 ............. .74,602 ............. .75.593 ....... .74,632 ........ 0 ............. .J30) .................. 0 ....... 0 ............ 74,602 , ................ 0 .................. 0 .................. 0 .. .560 .. 08/15/2010. 31393L-MY-6 FHLMC 2564 OR (CMOI 4.500% 02/15/26.. . ....... D3/01/2009 Paydown 103,656 ............ 103,656 ............ .105,032 ....... .103,697 ......... 0 .............. 1411 .................. 0 ............. 0 .......... .103,656 r·················O . . . ......... 0 .................. 0 1,166 . .08/15/2010 31393L-MY-6 FHLMC 2564 OR (CMO) 4.500%02/15/26. . ....... .04/01/2009 Paydown. . ........... 118,589 ............ .118,589 ............ .120,164 t ........ .118,637 ........... 0 .............. .J47) .................. 0 ............... 0 .......... .118,589 ................. 0 ........... 0 .................. 0 1.779 .. 08/1512010 313931.-MY-6 FHLMC 2564 OR (CMC) 4.500%02/15/26. . ....... .05/01/2009 Paydown ..... 140,099 ............. .140.099 ............ .141,960 [ ........... .140,155 0 ............ .J561 ................ 0 ................. 0 .......... .140.099 ...... 0 .................. 0 .............. 0 2.627 . .08/15/2010 31393L-MY-6 .. FHLMC 2564 OR (CMO) 4.500% 02/15/26 ........ .OS/01/2009 .. Paydown .... 102.712 ............. .102,712 ............. 104,076 ............ .102,753 0 l .............. J411 ............... 0 ... 0 .......... .102.712 ........ 0 ................. 0 ................ 0 2,3111 . .08/15/2010

.31393L-MY-6 ... FHLMC 2564 OR (CMO) 4.500%02/15/26 ....... .07/01/2009 .. Paydown ...... 91,554 ............... 91,554 ... 92,770 .............. 91,590 0 ~·· ........... .1371 ............... 0 ..... 0 ............ 91,554 ......... 0 .................. 0 .................. 0 ... . 2,403 .. 08/15/2010 .

1

31395W-Wf-O ... IFHLMC 3012 1M (CMO) 4.500% 03/15/25 ........ i.D1/01/2009 Paydown ........ 20,3251 .............. 20,3251.. . .. .20,271 .. 20,284 0 I·· ............. .41 .............. 0 1 ........... 20,325 ............. 0 0 ... 0 . . . .761 . .03/15/2025 ·1 31395W-WF-O ... FHLMC 3012 TM (CMC) 4.500% 03/15/25 ............... i.D2/01/2009 Paydown ........ 34,845 .............. 34,845 ............. 34,752 ............. .34,774 .................. 0 f.. . ..... .71 ................. 0 ... 34,845 ................. 0 .. 0 0 ... ..261 .. 03/15/2025. 31395W-WF-O ... FHLMC 3012 TM (CMO) 4.500% 03/15/25 ............. f.D3/01/2009 .. Paydown ........ 24,680 .............. 24,680 ............ .24,615 ............. .24,630 0 f .......... .50 ................. 0 ... 24,680 ................. 0 ............. . .. 0 0 . ..278 .. 03/15/2025 . 31395W-WF-0 ... FHLMC 3012 TM (CMO) 4.500% 03/15/25 ········t·D4/01/2009 Paydown ........ 20,471 ............. .20,471 ............ .20.416 ............. .20.429 0 t ......... .41 ................. 0 .... 20,471 .......... 0 ............. . .. 0 0 ................. 307 .. 03/15/2025.

;;~;~~=~~=~ ••• ~~~~ ;~~; ~~ :~~; :.;~; ~;;;;;~;. . ...... ~~;~;;;~~~ •• ~::~::~ . ~~:;~~ .. ~~:;~~ .. ~~:;6i ~~:~;~ ....... ~ : !i .......... 0 ................. .41 ••••.••••••••• ~ .;~:;~ : • b ...... 6 ••6 : •• ~~~ b~;~~;~~;~. 31395W-Wf-0 ... FHLMC 3012 TM (CMOI 4.500% 03/15/25 . .07/01/2009 Paydown. . ....... 20, 154 ..... 20, 154 .... 20, 100 ... .20, 113 ........ 0 ............... .41 .................. 0 ....... .41 .............. 0 ............ 20, 154 ................. 0 .......... 0 .... 0 ... 529 .. 03/15/2025 31395W-WF-0 .. FHLMC 3012 Tij (CMO) 4.500% 03/15/25. ..08/01/2009 Paydown ........... 20,049 ... .20,049 ... .19,996 ..... 20,009 ... 0 ............... .41 .................. 0 ................. .41 ................ 0 ............ 20,049 ................. 0 ................ 0 ... 0 ... 601 .. 03/15/2025. 31395W-WF-O FHLMC 3012 TI~ (CMO) 4.500% 03/15/25 . .09/01/2009 Paydown. . ............ .19,945 ............... 19,945 ............. .19,892 ............. .19,905 .................. 0 ............. .40 ........... 0 ...... .40 ................. 0 ........... .19,945 ......... 0 .................. 0 .............. 0 ... 673 .. 03/15/2025 31395W-Wf-0 ... FHLMC 3012 TM (CMO) 4.500% 03/15/25. ..10/01/2009 Paydown ............. .19,842 ............ 19,842 ... ..19,789 ............ .19,802 ... 0 ........... .40 ............ 0 ...... .40 .... 0 ............ .19,842 ........ 0 .................. 0 ................. 0 .. .744 .. 03/15/2025 31395W-WF-0 FHLMC 3012 TM (CMO) 4.500% 03/15/25 . .11/01/2009 .. Paydown. . ............ .19,739 ............... 19,739 .. .19,686 ............. .19,699 .................. 0 ............... .40 ............ 0 ....... .40 ...... 0 ............ .19,739 ........... 0 ............... 0 ................. 0 ... 814 . .03/15/2025. 31395VI-WF-0 FHLMC 3012 TM (CMO) 4.500% 03/15/25 .. ..12/01/2009 Paydown. . ............ .19,636 ............... 19,636 ............. .19,584 ............. .19,597 .................. 0 .............. .40 ............. 0 ........ .40 .. 0 ............ .19,636 ........... 0 .................. 0 ................. 0 ... 884 .. 03/15/2025. 31402Q-R6-0 ... FNMA Pool 735009 (MBS) 5.000%05/01/19. ..01/01/2009 .. Paydown ............. .11,797 ........ 11.797 ..... .11.591 ........ .11,611 .......... 0 ............... 187 .. 0 ................ .187 ................. 0 ............ .11,797 ................. 0 ........... 0 . . ...... 0 .... .49 .. 05/01/2019

.31402Q-R6-0 FNMA Pool 735009 (MBSI 5.000%05/01/19 .......... .02/01/2009 .. Pavdown ........ .12.132 ...... .12.132 ............. .11.920 ... .11,940 ...... 0 ............... .192 .................. 0 ............... .192 .. .12,132 ................. 0 0 ... . ... 0 .. .101 .. 05/01/2019 131402Q-R6-0 ... FNMA Pool 735009 (MBSI 5.000% 05/01/19. ········t·D3/01/2009 ..!Paydown. . ....... .15, 163 ...... 15, 163 ............. .1.4.897 f ..... .14,923 ...... 0 r··· ........... 240 .................. 0 t······· ........ 240 .......... .15, 163 ................. 0 ~ . . ....... 0 .. .190 ~ . .05/01/2019. 31402Q-R6-0 ... FNMA Pool 735009 (MBSI 5.000% 05/01/19. . ........ D4/01/2009 .. Paydown ............ 20,591 ............... 20,591 ............. .20,231 ............ .20,265 ...... 0 .............. 326 .................. 0 ....... . . .326 .......... 20,591 ....... 0 ................. 0 ... 343 .. 05/01/2019. 31402Q-R6-0 FNMA Pool 735009 (MBS) 5.000% 05/01/19. . ........ .05/01/2009 . Paydown ............ .15.997 .............. .15,997 ............. .15,717 ............ .15,744 ...... 0 .............. 253 .................. 0 .... . .. 253 .......... .15,997 ......... 0 0 ................ 0 ... 333 .. 05/01/2019 31402Q-R6-0 FNMA Pool 735009 (MBS) 5.000% 05/01/19 ... ..OS/01/2009 .. Paydown. . ........... .16,358 ............. .16,358 .............. 16,071 ............ .16,099 ...... 0 ............. 259 .......... 0 .. . ...... 259 .......... .16,358 ... 0 .................. 0 .............. 0 .. .409 . .05/01/2019 31402Q-R6-0 ... FNMA Pool 735009 (MBS) 5,000% 05/01/19.. ..07/01/2009 .. Paydown. . ............ .17,862 ............ .17,862 ............ .17,549 ............. .17,579 ................. 0 .......... 283 .................. 0 .... 283 ................. 0 ........... .17,862 .......... 0 .................. 0 ............... 0 ... 521 .. 05/01/2019 314021l-R6-0 FNMA Pool 735009 (MBSI 5.000%05/01/19 . .08/01/2009 Paydown ....... .16,145 ............... 16,145 ..... .15,862 .... .15.889 .... 0 .............. 256 ................. 0 ................ 256 ............... 0 ........... ..16,145 ................. 0 ......... 0 .... 0 ... 538 .. 05/01/2019 31402Q-R6-0 ... FNMA Pool 735009 (MBSI 5.000% 05/01/19 . .09/01/2009 .. Paydown ..... .15,266 ............... 15,266 ... .14,999 .... .15,025 ..... 0 .............. 242 .................. 0 ................ 242 ................ 0 ........... ..15,266 ................. 0 ........... 0 ..... 0 .. .572 .. 05/01/2019. 31402Q-R6-0 FNMA Pool 735009 (MBS) 5.000% 05/01/19. ..10/01/2009 .. Paydown.. . .... .14, 131 .............. .14, 131 ..... 13,884 ... .13,907 ..... 0 .............. 224 .................. 0 ................ 224 ................ 0 ........... ..14, 131 ................. 0 ............. 0 .................. 0 ... 589 . .05/01/2019. 31402Q-R6-0 FNMA Pool 735009 (MBS) 5.000% 05/01119 . .11/01/2009 .. Paydown. . ..... .12.761 .............. .12.761 ... .12,538 ... .12,559 .... 0 .............. 202 .................. 0 ................ 202 ................. 0 ............ .12,761 ................. 0 ................. 0 .. 0 .. .585 . .05/01/2019. 31402Q-R6-0 .. FNMA Pool 735009 (M8S) 5.000% 05/01/19 .. ..12/01/2009 .. Paydown ............. .14,881 .............. .14,881 ....... .14,621 ............. .14,646 .................. 0 ............ 236 ........... 0 . ... 236 ....... 0 ............ .14.881 ............ 0 .................. 0 ................ 0 .. .744 . .05/01/2019 31402R-R~C1 ... FNMA Pool 735893 MBS 5.000% 10/01/35. .01/01/2009 .. Paydown ............. 28,419 .............. 28,419 .............. 27,982 ............. .27,983 .................. 0 ............ 436 ........... 0 ........ 436 ..... 0 ............ 28.419 ........ 0 .................. 0 ............ 0 .. .118 .J0/01/2035 31402R-RN-1 .. FNMA Pool 735893 MBS 5.000% 10/01/35. ..02/01/2009 .. Paydown ............. 50, 160 .............. 50, 160 ............. .49,388 .............. 49.391 ................. 0 ........... .769 .............. 0 ......... 769 ...... 0 ............ 50, 160 ............ 0 .................. 0 ................ 0 .. .418 .J0/01/2035. 31402R-RN-1 FNMA Pool 735893 MBS 5.000% 10/01/35. ..03/01/2009 Paydown... . ...... 70,067 .............. .70,067 .... 68,989 ....... 66,993 .......... 0 ............ 1,075 .. 0 ............. .1,075 ....... 0 ............ 70,067 .................. 0 .... 0 ...... 0 . . .. 876 . .10/01/2035 31402R-RN-1 FNMA Pool 735893 MBS 5.000% 10/01135. .D4/0112009 Paydown..... . ..... £9,094 ... 69,094 ..... 68,030 ......... 68,034 ........ 0 ........... .1.050 ... 0 ............. .1,060 ................. 0 .. £9,094 ................. 0 ................ 0 0 ... 1,152 . .10/0112035 31402R-RN-1 FNMA Pool 735893 MBS 5.000% 10/01/35 . .05/01/2009 .. Paydown.... . .... B2,737 ... 82,737 .... 81,464 ........ 81,466 ........ 0 ............ 1.269 .. 0 .............. 1,269 ................. 0 ... B2,737 ................. 0 .................. 0 0 . 1,724 . .10/01/2035. 31402R-RN-1 ... FNMA Pool 735893 MBS 5.000% 10/01/35 . .06/01/2009 Paydown. . ..... 92, 163 .... 92, 163 ..... 90.744 ........ 90,749 ......... 0 ........... .1.413 .. 0 ............. .1.413 ................. 0 ...... 92, 163 ... 0 ................ 0 .... 0 2,304 . .10/01/2035 31402R-RN-1 ... FNMA Pool 735893 MBS 5.000% 10/01/35. ..06/08/2009 .. Morgan Stanley. . ........ .4,629,233 ......... .4,593,348 ......... .4,522,653 ......... .4,522,905 .................. 0 ............. (435) ................. 0 ........... (435) ..... 0 ....... .4,522,470 ............... 0 ......... .106,764 ......... .106,764 .. .121,213 .J0/01/2035. 31407N-FK-4 .. FNMA Pool 835470 (MBSI 5.000% 09/01/20. ..01/01/2009 Paydown. . .............. 8,556 .............. £.556 ............... 8,382 ............... 8.398 .................. 0 .............. .158 ................ 0 ............. .158 ....... 0 .............. 8,556 ................ 0 ......... 0 .................. 0 .... 36 . .09/01/2020 31407N-FK-4 ... FNMA Pool 835470 (MBSI 5.000% 09/01/20. .02/01/2009 .. Paydown. . ........... .14.733 ............ .14,733 ............. .14,434 ............. .14,461 .................. 0 .............. 272 .............. 0 ............ 272 ....... 0 ............ .14,733 ................ 0 .................. 0 .................. 0 .. .123 .. 09/01/2020. 31407N-FK-4 ... FNMA Pool 835470 (MBS) 5.000% 09/01/20 . .03/01/2009 Paydown. . ............ .12,508 ............. .12,508 ............ 12.254 ............. .12,277 .................. 0 ............ 231 ............ 0 ......... 231 ........ 0 ............ .12,508 .............. 0 .................. 0 ................. 0 .. .156 . .09/01/2020 31407N-FK-4 ... FNMA Pool 835470 (MBS) 5.000%09/01/20 ............ D4/01/2009 .. Paydown. . ............ .17.949 .............. .17.949 . .17,584 ..... 17,617 ................ 0 .............. 331 .. 0 ................ .331 ................. 0 ... 17,949 ................. 0 .................. 0 .... 0 .. .299 .. 09/01/2020 31407N-FK-4 ... FNMA Pool 835470 (MBSI 5.000%09/01/20 ........... 1 . .05/01/2009 .. Paydown ............. .17,530 ............... 17,530 .. .17,174 ... .17,206 ........ 0 .. 324 .................. 0 ................. 324 ................. 0 ..... .17,530 ............... 0 ................. 0 .... 0 ... 365 . .09/01/2020 31407N-FK-4 ... FNMA Pool 835470 (MBS) 5.000% 09/01/20 ............ .06/01/2009 Paydown. . ............ .19,898 .............. .19,898 .. .19,493 .... .19,530 ..... 0 ............. .267 .................. 0 ................. 367 ................. 0 ... .19,898 ................. 0 ................. 0 .... 0 .. .497 . .09/0112020 31407N-FK-4 ... FMMA Pool 835470 (MBSI 5.000%09/01/20 ............ .07/01/2009 .. Paydown. . ........ 22.448 .......... 22.448 ......... .21.992 ............. .22,033 ................. 0 ............ .414 ........... 0 ....... 414 ....... 0 ............ 22.448 ............. 0 .................. 0 ................ 0 ... 655 . .09/01/2020. 31407N-FK-4 ... FNMA Pool 835470 (MBSI 5.000% 09/01/20 ............ .08/01/2009 Paydown .......... .18.306 ......... 18,306 .......... .17.934 ............. .17,968 ................. 0 ............ 338 ............. 0 .......... 338 ....... 0 ............ .18,306 ............. 0 ... 0 ................ 0 ... 610 .. 09/01/2020. 31407N-FK-4 FNMA Pool 835470 (MBS) 5.000%09/01/20 ......... 00/01/2009 Paydown. . ......... 28,549 ....... .28,549 ........... 27.969 ............. .28,022 .................. 0 ........... 527 ............... 0 ........ 527 ....... 0 ............ 28,549 ............. 0 .................. 0 .................. 0 1,071 . .09/01/2020. 31407N-FK-4 ... FNMA Pool 835470 (MBS) 5.000%09/01/20 ......... J0/01/2009 Paydown ......... 22.264 .... .22,264 ......... .21.812 ............. 21.853 .................. 0 .......... .411 .......... 0 ··~cc 0 •.. .411 ........ 0 ............ 22.264 ......... 0 .................. 0 ............ 0 ... 928 .. 09/01/2020

m 7'--(..,'"1

2 3 4 5

CUSIP


SCHEDULE D- PART 4 Showing Ail Long-Term Bonds and Stocks SOLD, REDEioMED or Otherwise DISPOSED OF During Current Year


Total

16 17 18 19 20

Current Change in Exchange Book/ lnteresV Prior Year Current Year's Other Book/ Change in Adjusted Foreign Stock

Book/ Unrealized Year's Than Adjusted Book/ Carrying Exchange Dividends Number of Adjusted Valuation (Amor- Temporary Carrying Adjusted Value at Gain Realized Total Gain Received

21

Total I Foreign Bond

fication I Description I eign I Date_ J of Purchaser j_ Stock I sid_e_ration I Par ValuE!_ I Actual Cost f_ Value DecrE!1>S_El Accretion B_e~nized (11 +J2~1:3l_ Value Date Disposal ()11_ Disposal Disposal Year I Date ldenti- For- Disposal Name Shares of Con- Carrying Increase/ tization)/ Impairment Value Carrying Disposal (Loss) on Gain (Loss) (loss) on During Maturity

31407N-FK-4 ___ FNMA Pool 835470 (MBS) 5.000% 09/01/20 --------~-.11/01/2009 _Paydown. ________ _12,500 __ 12,500 ______________ 12,269 ______________ 231 __________________ 0 ______ 231 _________________ 0 ___ .. .12.500 _________________ 0 _________________ 0 __________________ 0 ~----------------_573 . .09/01/2020 31407N-FK-4 ___ FNMA Pool 835470 (MBS) 5.000% 09/01/20 _________ _12/01/2009 _Paydown_ _ ____________ _14,441 _______________ 14,441 _____________ _14, 174 ____________ 267 ____ 0 ________________ 267 ___________ 0 ____________ _14,441 _________________ 0 ____ 0 __________________ 0 ______ _722 . .09/01/2020 31407S-GA-4 ___ FNMA Pool 839093 (MBS) 5.000% 10/01/20 _________ .01/01/2009 Paydown ______________ _4,045 _________________ 4,045 _______________ 3,970 _______________ _75 ____ 0 _________________ _75 ___________ 0 ______________ 4,045 ________________ 0 _____ 0 __________________ o _______ _17 _ _10/01/2020 31407s-GA-4 FNMA Pool 839093 (MBS) 5.000% 10/01/20 _________ .02/01/2009 Paydown___ _ _____________ _4,271 _________________ 4,271 _______________ A, 191 ___________ 80 ____ 0 __________________ 80 _________ 0 _____________ .4,271 _______________ 0 ____ 0 __________________ 0 _______ 36 _ _10/01/2020 31407S-GA-4 _. FNMA Pool 839093 (MBS) 5.000% 10/01/20 ......... .03/01/2009 .. Paydown_ ...... .16,264 ______________ .16,264 ............ .15,961 __________ 303 .................. 0 ... .303 _________________ 0 ......... .16,264 _________________ 0 _________________ 0 _ ..... 0 ................. 203 _ _10/01/2020 _ 314075-GA-4 FNMA Pool 839093 (MBS) 5.000% 10/01/20 ___ . .04/01/2009 __ Paydown ..... 22, 119 .............. 21,107 .......... 0 ______________ A12 ................. 0 .... 412 ................. 0 ......... 22, 119 .................. 0 .... 0 ................ 369 _ _10/01/2020 31407S-GA-4 FNMA Pool 839093 (MBS) 5.000% 10/01/20. ..05/01/2009 __ Paydown ......... 9,937 ............ 9,752 .......... 0 ______________ __185 ............... 0 .. .185 _________________ 0 .......... 9,937 . _______________ 0 ____ 0 _________________ 207 _ _10/01/2020. 31407S-GA-4 FNMA Pool 839093 (M8S) 5.000% 10/01/20. ..06/01/2009 __ Paydown ........ 5,712 ________________ 5,712 ______ .... 5,605 ........ 0 _______________ _106 ................. 0 ..... .106 _________________ 0 ......... 5,712 _________________ 0 ................. 0 ... 0 _________________ _143 _ _10/01/2020. 31407S-GA-4 ___ FNMA Pool 839093 (MBS) 5.000% 10/01/20 _.07/01/2009 Paydown _____________ 22,454 ............... 22,454 .......... 22,016 _____________ .22,036 __________________ 0 ............. A19 .... 0 _________________ 419 ............ 0 ____________ 22,454 _________________ 0 .... 0 ------------------0 ........ 655 .. 10/01/2020. 31407S-GA-4 FNMA Pool 839093 (MBS) 5.000% 10/01/20 . .08/01/2009 Paydown _____________ _10,973 ............... 10,973 ........... 10,759 ___ 10,768 .. 0 ............... 205 . __________ 0 ________________ 205 .... ___________ 0 _____________ 10,973 _________________ 0 ....... 0 __________________ 0 .............. 366 . .10/01/2020

;;:~;t:~ ;~~ :~~: ~;~~~~ i:: ~:~~~~ ;~:~~:~~ ~:~~:~~: 1::~~~;~ :2~:~~: - 2~:~~: 2;:;;;; 2;:;~~ - ~ i~ci f- ~ :~~ci : ::~ t :;;~:~~: ······:·:::::::::~ - ~ ·········:::::::::~ : ;~~ f ~~:~;:~~~ 31407S-GA-4 ___ FNMA Pool 839093 (MBS) 5.000% 10/01/20. ..11/01/2009 --~Paydown ...... 29,482. _ _ _____ 29,482 ________ 28,906 _____________ _28,933 . ___________ 0 _________ 550 _0 _ .......... 550 ___ 0 ~-- ......... 29.482 .......... 0 __________________ 0 .......... 0 f--10/01/2020 31407S-GA-4 FNMA Pool 839093 (MBS) 5.000% 10/01/20 . .12/01/2009 .. Paydown ............ .11,017 ..... 11,017 .. 10,801 ______________ 10,811 ................ 0 .. 205 ............... 205 .... 0 ........... .11,017 .......... 0 __________________ 0 ................. 0

1

. .10/01/2020 31410X-VR-4 FNMA Pool 900724 (MBS) 5.500%08/01/21 . .01/01/2009 .. Paydown .............. 11.453 ... .11.453 .. .11,454 _____________ _11,451 ________________ 0 ...... 2 .0 . _________________ 2 .... 0 ........... .11,453 ........... 0 __________________ 0 ................. 0 ___________________ 52 . .08/01/2021 31410X-VR-4 ___ FNMA Pool 900724 (MBS) 5.500% 08/01121 . .02/01/2009 __ Paydown _____________ _16,605 _______________ 16,605 .............. 16,606 _________ .16,602 .. 0 __________________ 3 n _ ..... 3 _________________ 0 f__ ...... 16,605 _________________ 0 ................. 0 _________________ _152 .08/01/2021 31410X-VR-4 .. 1 FNMA Pool 900724 (MBS) 5.500%08/01/21 .03/01/2009 __ Paydown ____________ .11,207 _____________ _11,207 ______________ 11,207 . _____ ... 11,205 .... 0 __________________ 2 .0 . .... 2 _________________ 0 1

......... .11,207 _________________ 0 ................ 0 _________________ .154 . .08/01/2021 31410X-VR-4 ... IFNMA Pool 900724 (MBS) 5.500%08/01/21 . .04/01/2009 . .I Paydown _____________ 41,586 t ______________ 41,586 _____________ _41,590 _____ .... .41,579 __ ...... o _________________ _? _o ...... 7 _________________ o t _____ A1,586 _________________ o . ________________ o _________________ _762 . .08/01/2021 _ 31410X-VR-4 ---~ FNMA Pool 900724 (MBS) 5.500% 08/01/21 . .05/01/2009 ·1 Paydown ________ .31 ,8671 ______________ 31 ,867 ______________ 31 ,869 ............ 31 ,861 i __________________ 6 . -------------- _ 0 ......... 6 0 1 .......... 31 ,867 _______ 0 ______________ _730 __ 08/01/2021 -~ 31410X-VR-4 ___ FNMA Pool 900724 (MBS) 5.500%08/01/21 . .06/01/2009. Paydown ________ .11.135 ............. 11,135 ........ 11,136 _____________ .11,133 ? .0 ___________________ 2 0 __________ __11,135 _________________ 0 ......... 306 .. 08/01/2021 _ 31410X-VR-4 ___ FNMA Pool 900724 (MBS) 5.500% 08/01121 .D?/01/2009 .. Paydown ________ 22, 133 ............. 22. 133 .......... 22, 135 _____________ 22, 129 _ _4 .. 0 ___________________ A _________________ 0 ___________ 22, 133 _________________ 0 _____________ _710 . .08/01/2021 _ 31410x-vR-4 ___ FNMA Pool 900724 (MBS) 5.500%08/01/21 . .08/01/2009 .. Paydown ________ _13,200 .............. 13,200 .......... 13,201 ______________ 13,198 l------------------2 0 ___________________ 2 _________________ 0 __________ _.13,200 _________________ 0 ............... 484 . .08/01/2021. 31410X-V8-4 ___ FNMA Pool 900724 (MBS) 5.500% 08/01/21 .09/01/2009 __ Paydown _______ _14,587 _____________ _14,587 _____________ .14.588 .............. 14,585 l------------------3 _0 ................... 3 _______ 0 ........... .14,587 ............ 0 _________________ 602 .. 08/01/2021 . 31410X-VR-4 ___ FNMA Pool 900724 (MBS) 5.500% 08/01/21_ .. 10/01/2009 Paydown. _______ 7,098 ___ 7,098 ______________ _7,099 ............... 7,097 .............. 0 .... 1 __________________ 0 ___________________ _1 ..... 0 ............. .7,098 ......... 0 __________________ 0 ............. 0 __________________ 325 .. 08/01/2021 31410X-VR-4 FNMA Pool 900724 (MBS) 5.500% 08/01/21 _ . .11/01/2009 __ Paydown. .. ... 20,455 ___ 20,455 ___________ _20,457 ............. .20,452 ............... 0 ...... .4 __ 0 ................... 4 .... 0 ____________ 20,455 ............. 0 __________________ 0 ............. 0 ___ 1,031 . .08/01/2021 31410X-VR-4 FNMA Pool 900724 (MBS) 5.500% 08/01/21 _ . .12/01/2009 __ Paydown ...... 9,600 ___________ 9,600 ________ 9,600 ....... ________ 9,598 ______________ 0 ...... 2 ______ 0 ___________________ 2 ..... 0 ______________ 9,600 ............ 0 __________________ 0 .................. 0 _____ 528 .. 08/01/2021 31412M-X4-5 FNMA Pool 929599 MBS 5.500% 06/01/38 . .01/01/2009 Paydown. _______________ 9,730 ................ 9.730 ............... 9,845 ... 9,644 ... 0 ______________ (114) ___ .............. 0 ____ (114) _________________ 0 ... 9,730 _________________ 0 __________________ 0 ___ 0 ................... 45 .06/01/2038. 31412M-X4-5 ___ FNMA Pool 929599 MBS 5.500% 06/01/38. _.02/01/2009 Paydown_ __ _____________ 6,27i ________________ 6,277 ............... 6,351 ... 6,350 ___ 0 _______________ j74) _________________ 0 .... (74) _________________ 0 ... 6,277 ................. 0 ... 0 . ________________ 58 __ 06/01/2038 31412M-X4-5 FNMA Pool 929599 M8S 5.500% 06/01/38 _03/01/2009 Paydown . _______________ 9,015 ________________ 9, 015 _______________ 9, 122 ________ ...... 9, 121 .. 0 ______________ (106) . ---------------0 .. ( 106) _________________ 0 ............ 9, 015 _________________ 0 ...... 0 ________________ .124 . .06/01/2038 . 31412M-X4-5 FNMA Pool 929599 MBS 5.500% 06/01/38 . .04/01/2009 .. Paydown________ __ ___________ 34,805 ............... 34,805 .............. 35.218 ... 35,214 .... 0 ______________ (409) __________________ 0 ... (409) _________________ 0 ........ 34,805 _________________ 0 ...... 0 __________________ 638 __ 06/01/2038 31412M-X4-5 FNMA Pool 929599 MBS 5.500% 06/01/38 _ . .05/01/2009 --~Paydown. .. .... 2,488 .. 2,488 ______________ .2,517 _______________ 2,517 ________________ 0 ..... 129) . __ 0 _________________ (29) ............ 0 -------------2.488 _____ 0 ------------------0 ........ 57 .. 06/01/2038 _ 31412M-X4-5 FNMA Pool 929599 MBS 5.500% 06/01/38 ________ .06/01/2009 __ Paydown _____________ 40,829 _____________ .40,829 ____________ _41,314 ............ .41,309 ... (480) _ ... 0 ............... (480) ........... 0 ____________ 40,829 ____ 0 ___________ 1, 123 •. 06/01/2038 -~31412M-X4-5 _ FNMA Pool 929599 MBS 5.500% 06/01/38 -------·t·.o? /01/2009 Paydown ____________ 30, 108r----- _________ 30, 108~--- __________ 30 ,465 I _____________ 30 .462 ~ .(354) . __ 0 --------------- (354) ........ 0 ____________ .30, 108 ............... 0 __ .0 ____________ .966 1

1_.06/01/2038

31.412M-X.4-5 ___ FNMA Pool 929599 MBS 5.500% 06/01/38 ___ __ ______ .08/01/2009 __ Paydown _____________ _2,470 ............... 2,470 ___ ........... 2,499 .. 2,499 ______________ j29) __ .............. 0 .... (29) _________________ 0 ......... 2,470 _________________ 0 ................. 0 _______________ 91 . .06/0112038 31412M-X4-5 FNMA Pool 929599 MBS 5.500%06/01/38 _____________ .W/01/2009 Paydown ............ 28,157 _____ ......... 28,157 ___ .......... 28,491 _____________ _28,488 ............. (331) _ .............. 0 .. (331) _________________ 0 ..... 28,157 _________________ 0 ................. 0 ........... 1,161 . .06/01/2038.

;~:i~~~t~ ~~~~ ~::: ~~~~: ~: ;:;~~~ :j~;:;:. ..... i~j~ij~~; •• ::~~::~. .~~:~~~ ····· i~:~~; .. • i~:~~ : : i~:;~6 : ~ f : : i~~; ••••.••••••••••••• ~ i~;; :~ ~~:~~! .••••••••••••••••• ~ ••••.•••••••••••• ~ .................. 0 . :;_~;6 ~~:~~;;~;:. 31412M-X4-5 FNMA Pool 929599 MBS 5.500% 06/01/38 _ _11/30/2009 JP Morgan Chase. _________ 2, 175,381 __________ _2,045,613 _________ 2,069,904 ........ 2,069,647 ............. 0 '"' __________________ 0 ................. (55) .... 0 ........ 2,069,593 .............. 0 _________ .105,789 .......... 105,789 _____________ 107, 196 . .06/01/2038 31412M-X4-5 ___ FNMA Pool 929599 MBS 5.500% 06/01/38 _ _12/01/2009 Paydown__ _ ______________ 2,476 ________________ 2,476 _______________ 2,506 ............... 2,506 ........... 0 l?<l' __________________ 0 ................. (29) _ ...... 0 -------------2,476 ............... 0 __________________ 0 __________________ 0 __ 9,512 . .06/01/2038 31414F-K9-1 FNMA Pool 964820 MBS 5.000% 08/01123 ________ . .01/01/2009 .. Paydown__ __ ____________ 14,802 ______________ _14,802 _____________ .14,940 .............. 14,937 ... __________ 0 ______________ (135) __________________ 0 ............... (135) ....... 0 ____________ _14,802 ............... 0 __________________ 0 .................. 0 __ 62 . .08/01/2023. 31414F-K9-1 FNMA Pool 964820 MBS 5.000% 08/01123 .02/01/2009 .. Paydown_ __ ___________ 11,633 _______________ 71,633 _____________ _72,304 ............. .72,287 .............. 0 ______________ (655) . ___ 0 ............... (655) ........... 0 ___________ .71.633 ................ 0 __________________ 0 .................. 0 ____ 597 .. 08/01/2023 31414F-K9-1 FNMA Pool 964820 MBS 5.000% 08/01/23 _ . .03/01/2009 __ Paydown_ ......... 55,293 ..... 55,293 ......... 55,812 ______________ 55,799 __________________ o ______________ (505) _________________ o _______________ (505) _________________ o ............ 55,293 __________________ 0 _________________ o ______ o ................. 691 . .08/01/2023. 31414F-K9-1 ___ FNMA Pool 964820 MBS 5.000%08/01/23 .04/01/2009 Paydown. ... ______ ;31,243 ....... 31.243 ......... 31,536 ______________ 31,529 __ 0 ______________ (285) _ .............. 0 ____ (285) _________________ 0 l ___________ ;l1,243 ..... _____________ 0 . _______________ _521 . .08/01/2023. 31414F-K9-1 FNMA Pool 964820 MBS 5.000% 08/01/23 _ .05/01/2009 Paydown. .. ....... 84.981 ....... 84,981 ......... 85,778 ______________ 85,758 ------------------0 ____ (777) _ .............. 0 .. (777) _________________ 0 ........... 84,981 .................. 0 .1.770 . .08/01/2023 31414F-K9-1 FNMA Pool 964820 MBS 5.000% 08/01/23 . .06/01/2009 Paydown _____________ ]0, 146 ______________ _70, 146 _____________ _70,804 ............ .70,787 .............. 0 ... (641) . ..0 _______________ (641) ............. 0 __________ .70, 146 .. 0 .. 1,754 . .08/01/2023 31414F-K9-1 FNII~ Pool 964820 MBS 5.000% 08/01/23 .D7/01/2009 Paydown_ _ ____________ B2.700 _______________ 52,700 ______________ 63,288 .............. 63,273 ............ 0 ... (573) . ..0 _______________ (573) ............ 0 ___________ 62,700 ____ 0 __ 1,829 . .08/01/2023 31414F-K9-1 ... FNMA Pool 964820 MBS 5.000% 08/01/23 . .08/01/2009 Paydown. _____________ 86,469 _______________ 86,469 ______________ 87,280 ______________ 87,259 ............... 0 ... (790) . ___ 0 _______________ (790) ............ 0 ___________ 86,469 _________________ 0 .. 0 ____ 2,882 .. 08/01/2023 _ 31414F-K9-1 ... FNMA Pool 964820 MBS 5.000%08/01/23 _ .D9/01/2009 Paydown. _____________ 59,166 __________ 59,166 ______________ 59,721 ______________ 59,707 ............... 0 .... (541). ____ 0 _______________ (541) .............. 0 ____________ 59,166 _________________ 0 .... 0 __________________ o ___ 2,219 .. 08/01/2023 _ 31414F-K9-1 _. FNMA Pool 964820 MBS 5.000% 08/01/23 _ .. 10/01/2009 Paydown .......... 43,186 ...... .43, 186 ........ .43,591 _____________ .43,581 ___ 0 ______________ (395) _ ............... 0 ..... (395) _________________ 0 ........... A3, 186 ..... 0 __________________ 0 ....... 0 _______________ 1,799 . .08/01/2023. 31414F-K9-1 ___ FNMA Pool 964820 MBS 5.000%08/01/23 _ .. 11/01/2009 Paydown ....... 16,603 ...... 16,603 ........ 16,759 .. 16,755 _ .. 0 .............. (152) _________________ 0 ..... (152) _________________ 0 ............ .16,603 ------ ___ 0 .... ______________ 0 ........ 0 _________________ _761 . .08/01/2023 31414F-K9-1 ___ FNMA Pool 964820 MBS 5.000% 08/01123 _ .. 12/01/2009 __ Paydown. _____ ;37,905 ..... 37,905 ........ 38,260 ______________ 38,251 ___ 0 .............. 1346) _ ............... 0 .... (346) _________________ 0 ............ 37,905 ... ____ 0 __________________ 0 ...... 0 .............. .1,895 . .08/01/2023

~~:~: ~ili!~~ !§~r:~ 1 ~!i§ .• ~~~ . ,j§. ~; ~m 1.~. ! ,J~:•• . ! ..... ,J~i 1 ~§ 1 1 1 ,~ ~:~• 31415S-M4-1 FNMA Pool 987879 MBS 5.500%09/01/38 ________ . .06/30/2009 __ Chase Securities _________ 3,427,350 ___________ 3,311,449 ________ . .3,327,489 __________ 3,327,361 __________________ 0 ________________ _12 ................ 0 ..... .12 _________________ 0 ........ 3,327,373 ...... 0 ___________ 99,977 ___________ 99,977 ........... 97,136 .09/01/2038. 31415S-M4-1 FNMA Pool 987879 MBS 5.500% 09/01/38 _________ .07/01/2009 Paydown _____________ 55.374 _____ 55.374 _______ 55,643 ____________ _55,640 __ 0 .. ___________ (266) __ _ ____________ 0 ... (266) _________________ 0 ...... 55,374 ________ 0 __________________ 0 ____ 0 .......... 16.954 .. 09/01/2038

m _., .J::>. 0,


SCHEDULE D- PART 4 Showinq All Lonq-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year

3 5 18 6 I 7 I 8 I 9 I 10 I Change In Book/Adjusted Carrying Value 11 I 12 I 13 I 14 I

4 2 21 16 19 20 17

CUSIP ldenti- I I For-~ Disposal I Name fication Description eign Date of Purchaser

Number of Shares of

Stock 38373M-J2-7 4.054% 01/16/48 .D1/01/2009 .. Paydown .................... + ......... . 38373M-J2-7 ... 4.054% 01/16/48 .02/01/2009 Paydown ..................... + 38373M-J2-7 . . 4.054% 01/16/48 .D3/01/2009 .. Paydown . 38373M-J2-7 . . 4.054% 01/16/48 .04/01/2009 .. Paydown . 38373M-J2-7 4.054% 01116/48 .. .05/01/2009 .. Paydown .. 38373M-J2-7 4.054% Oi/16/48 . .06/01/2009 Paydown .. 38373M-J2-7 4.054% 01/16/48. .07/0112009 .. Paydown.. . .................... .. 38373M-J2-7 4.054% 01/16/48 . .06/01/2009 .. Paydown . 38373M-J2-7 4.054% 01/16/48 . .09/01/2009 .. Paydown 38373M-J2-7 4.054% 01/16/48 .. 10/01/2009 Paydown 38373M-J2-7 4.054% 01116/48. ..11/01/2009 Paydown 38373M-J2-7 4.054% 01/16/48 . ..12/01/2009 .. Paydown

3199999. Bonds- U.S. Special Revenues

Consideration

"" ... 2,040 ..... .2,050 .. ... .2,059 .. .. .2.069

. .... .2,079 .. .. 2,089

...... 2.098 """""""".4,625

..... .18,609

..... 91,013 ..... .2,058 .... 2,068

29,396,704

Par Value Actual Cost ..2.040 ""'""" .. .1,981 .. 2,050 '"""""""""""""" 1,990

... 2,059 '""""""""""""""2,000

... 2,069 """"""""""""'""2,009 .. 2,079 """ .... 2,019 .. 2,089 ... 2,028 ..2,098 " .. 2,038 ...4.625 .. .4,491

""18,609 """"""""""""""18,070 ... 91,013 """"""""""""""88 ,378

.. 2,058 """"""""""'"""" 1,999

.. 2,068 [.. "" .... 2,008

28,741.243 28,907,619

030615-AC-2 ... 5.270% 11/08/ll ............................................ 01/08/2009 Paydown .................... £7,429 .............. 67,429 I Amer icredi t Prime Auto 2007-i A3 ABS I ~ ·1 ... 67,639

1 Amencredl t Pr !me Auto 2007-1 A3 ABS 1 030615-AC-2 ... 15.270% 11/08/11 ...................................... I ....... t.02/08/2009 Paydown ............ 102,592 ............ .102 ,592

. Americredit Prime Auto 2007-1 A3 ABS . .. .102,913

1

030615-AC-2 ... 15.270% 11/08/11 ...................................... 1 ....... 1.03/08/2009 .. 1 Paydown f ............ 94,0541 .............. 94,0541 ............. 94 ,348 Americredit Prime Auto 2007-1 A3 ABS I

030615-AC-2 ... 5.270% 11/08/11 .............................................. 04/08/2009 .. Paydown ~ ............ 99,998 .............. 99,998 ........... .100.310 Amer icredit Prime Auto 2007-1 A3 ABS I

030615-AC-2 ___ 5.270% 11/08/11. _____ .. ________________________ _ ______ J}5/08/200S __ Paydown t ____________ .95,534 t-- __ 95,534 t _____________ 95,833

Americredit Prime Auto 2007-1 A3 ABS l 030615-AC-2 5.270% 11/08/11 .06/08/2009 Paydown ............ 90,055

Americredit Prime Auto 2007-1 A3 ABS 030615-AC-2 ... 5.270% 11/08/11. .07/08/2009 .. Paydown ............ 91,621

... 90,055 ... 90,336

... 91,621 ... 91,907

..... 88,931 ... 89,209

15 Total

Total Foreign Bond Current Change in Exchange Book/ lnteresV

Prior Year Current Year's Other Book/ Change in Adjusted Foreign Stock Book! Unrealized Year's Than Adjusted Book! Carrying Exchange Dividends

Adjusted Valuation (Amor- Temporary Carrying Adjusted Value at Gain Realized Total Gain Received Carrying Increase/ tization)/ Impairment Value Carrying Disposal (Loss) on Gain (Loss) (Loss) on During I Maturity Value Decrease Accretion Recoonized (11 + 12-13) Value Date Disposal on Disposal Disposal Year Date

.. .1,985 """"""'""""""0 """"""'""""""""""56 """"""""""'"""0 """"""""'"""""'"""56 """"""""""""""0 """"""""""""'2,040 "'"""0 ""'"""""""""""""0 '""""0 """""""""""""""""""} .. 01/16/2048

.. .1,994 """""""""""""""""0 """""""""""""'"""56 .. 0 .. 56 ... 0 ""'""""'"""""2,050 '""""""""'"""""""0 ..... 0 """"""""""""""""""0 """""""""""14 .. 01/16/2048

.. 2.003 " ... 0 """"""""""""""""56 """"""""'""""""""0 .. 56 """""""""""""""""0 """"""""""""2,059 """""""""""""""""0 ... 0 ""'""'""""""""""""0 """""""""""21 .01/16/2048 """"""""2,013 '""""""""""'""""""0 """""""""""""'"""56 """"'""""""""""""0 ""'"""""""""""""56 """"""""""""'""""0 ""'"""""""'""2,069 """""""""""""""""0 .... 0 """"""""""'""'""""0 """"""""""'28 .01/16/2048 '""""""'2,022 """""""""""0 """""""""""""""""57 "'""""""""""""0 """"""""""""""""""57 '""""'"""""""""0 """"""'""""""2,079 """""""""""0 """"""'"""""""""""0 ..... 0 """"""""'""""'"""""35 .01116/2048

........... 2,032 .......... 0 ................. 57 ................ 0 .................. 57 .............. 0 ............. 2,089 ......... 0 .................. 0 ... 0 .................. A2 .. Oi/16/2048 '"""""""2,041 """"""""""0 """""""""""""""""57 '""""""'""""0 """"""""""""""""""57 """"'"""""""""0 """"""'""""""2,098 "" ...... 0 """"""""""""""""""0 .... 0 """""""""""""""""""50 .. 01/16/2048.

.. A.499 .......... 0 ............... .126 .................. 0 ................ .126 ............... 0 .............. 4.625 ...... 0 .................. 0 ... 0 .................. 125 .. 01/16/2048

.. .18,102 '""""""""""""""""'0 '"""""""""""""507 .. 0 """""""'"""""J51)7 ""'""""""""""""""0 ""'""""'""""J8,609 """"""""""""""'""0 ... 0 """"""""""""""""""0 .. .566 .01116/2048

... 88,533 .. 0 """"""""""""2,480 ... 0 """""""""""""2,480 ....... 0 ""'""""""""'91,013 '"""""""""'""""""0 ..... 0 """"""""""'""'""""0 """"""""""3,075 .01116/2048 ... 2,002 """"""""""'""""""56 """"""""""""""""""56 ...... 0 "'""""""""""2,058 """""""""""""""""0 ..... 0 """"""""""""""""""0 """"""""""""""76 .. 01/16/2048 .. 2. 012 " '""""""56 "" ..... 56 """""""""""""""0 """"""""2, 068 """""""""""""""0 """"""""""""""""""0 "" ..... 0 t ""'""""""""""""""'84 .. 01116/2048 "

28,785.1911 o I 143.08411 o I 143.08411 o I 28.742.102 I o I 654,6031 654,6031 1.018,6141 XXX

... 67.482 1 ................ 0 t J531f ................ 0 1 .. 1531~ ................ 0 ~ ...... 67.429 1 ............. 0 f ................. 0

1

................. 0

1

................ .296 1.03/08/2010.

..... .102,673 L.. .. .... 0 '"""""""""""""j81)1, "'"""" .... 0 I """""""""""""181)1 ... " """"""""0 I "'""""""102,5921... .. ..... 0 I """"""""""""0 '"""''""""'"""0 '" """"""""""9011.03/08/2010

17411 """"""""""""0 I """""""""""'""17411 ... " '""""""'""0 I"""" """"""94,0541 """""""'""""0 I""' """"""""""""0 ..... 0 I"" """""".1,2391.03/08/2010

.. .100,077 t '""""""'""""""""0 '"""""""""""j79) """""""'""•""""0 """""""""""""179q ,.0 """ ..... 99,998 ~ """'""""""""""0 ........... 0 """""""""'"""""""0 ~.. .. ... 1,757 .. 03/08/2010

m:: t:-~" 0 17£'1 0 ('£'\I " 95 534 I " 0 "I "'fi!"IO MjCIOI2f\1CI

.. ::·:~: r .. :: : :::::: ::: ::] ::::I : ::~::::I ::: :I· . . : . : :. . . ..u-u '"" uw u u

"'"""'""94,128 f.. '""""'"u

2. 373 L03/08/2010

... 91,693 2,817 LD3/08/2010

... 89,0021 ................. 0 .............. .1701 . .. .. o ................. (701 L .............. o Americredit Prime Auto 2007-1 A3 ABS l

030615-AC-2 5.270% 11/08/11 . .08/08/2009 .. Paydown .... . . ........... B8,931 A•er icredi t Prime Auto 2007-1 A3 ABS

030615-AC-2 5.270% 11/0B/11 . .D9/08/2009 .. Paydown ............ B6.397 .ll..'!ler!cred!t Prime Auto 2007-1 A3 AB.S 1

..... 86,397

.. 88.931 f ............... o t ................. o t ................ o L ........... 3.124 l.D3108/2010

... 86,6671.. . .... 86,4651. """"'""""""'""0 f """"""""""""J681f... . .. 0 f '"""""""""""""1681 f " ......... 0 f .. '""""'""86,397 f ............ 0 f " ........... 0 f· """"""""" .... 0 ... 3.415 L03/08/2010

B5,448 Amer icredi t Prime Auto 2007-1 A3 ABS

030615-AG-2 ... ,5.270% 11/0B/11 .J0/08/2009 .. ,Paydown

030615-AC-2 ... 5.270% 11/08/11 . .11/08/2009 .. Paydown .................... B6,840 Americredit Prime Auto 2007-1 A3 ABS

030615-AC-2 ... 5.270% 11/08/11. ..12/08/2009 Paydown ............. 78,054 AmSouth Bank Corp Note Cont Call

032165-AF-9 03/01109. .03/01/2009 .. Maturity ......... .1,860,000 Bank of America Corp Note Non Call Adj

06050T-KK-7 2.181%02127/09 .02/27/2009 .. Maturity ................... . ..2,250,000 Bell south Corporation Corporate Note Cant

079860-AF-9 ... Callable 4.200%09/15/09 .09/15/2009 Maturity .................. f .................... . ..J. 750,000 Credit Based Asset Serv 2007-CB2 A2A ABS

1248MB-AG-O .. 5.891% 02/25/37 . .01/01/2009 Paydown f ........... 28,606 Credit Based Asset Serv 2007-CB2 A2A ABS [

1248MB-AG-O 5.891% 02/25/37 . .D2/01!2009 .. Paydown ............ 28, 792 Credit Based Asset Serv 2007-CB2 A2A ABS

1248MB-AG-O ... 5.891% 02/25/37 . .03/01/2009 .. Paydown ..... 23,391 Credit Based Asset Serv 2007-CB2 A2A ABS

1248MB-AG-O .. 5.891% 02/25/37. .04/01/2009 .. Paydown ................... + .................... . .. ... 25,780 Credit Based Asset Serv 2007-GB2 A2A ABS

1248MB-AG-O 5.891% 02/25/37. . .......... DS/01/2009 Paydown................. if·· .. Credit Based Asset Serv 2007-CB2 A2A ABS I t

1248MB-AG-O ... 5.891% 02/25/37 . ... .. ...... 06/01/2009 .. Paydown Credit Based Asset Serv 2007-CB2 A2A ABS

1248MB-AG-O 5.891% 02/25/37 . ... ....... .07/01/2009 Pavdown

.. ... .34.917

..... .33,875

..... 29,504

... 85,448

.. 86,840

..... 85,715 t ............. 85,515 t ......... 0 t ............ J6Bil ................. 0 f ................ 1681~ ................ 0 t· .......... 85,448 f· ............... 0 l ................. O f ........... 0 t' .............. 3,753 t.D3/08/2010

... 87,111 """""'"""86,908 """"""""""""0 """ """""""""j691 """""""'""""""0 f """"""""""'""""1691 """""""""""""0 """ ... 86,840 f· """""""""""0 '""""""""""""0 f... .. .. 0 ""'""""""""".4,195 .. 03/08/2010"

.. .78,298[ """""'"""'"78,116l """""""""""""""'0 l... "'""""J621l ................. O L '"""""""'""""1621[ """"""""" .... 0 l """'"""".78,054 ... 7B,054

.. .1.86o.ooo L ........ .1,881,818

.. .2.25o.ooo L ........ 2.246.400

.. 1,75o,oooL ........ 1.759,196

... 28,606 L ......... .28,605

.. .28,792 .. 28,792

... 23,391 ... 20.635

.. .25,780 .. .22,743

... 34,917 L .......... 30.804

... 33,875 ... 29.885

.. .29,504 .. .23,637

.... .1,862,258 f.. '"'"'"'u

........... 0

1 ................. 0

1 ................. 0 t .............. 4.113

1.03/08/2010

.. 12.2581\ .. '"""""'""'"""0 I """""'""'"'j2,258)1 .. ""'"""""'""""0 I '"""'"'1,860,000 '"""'""""'""'""""0 '"" .... 0 """""""""""".56,963 .D3/01/2009

.... 2,249,590 f... "'""""'"u .. 410 I"' "'"'"'"""'""""0 """"'""""'""""'..410 ""'""""'"""""""""0 """""""'2,250,000 ""'"''""""""'"""'0 '""""'""""0 .... 0 """""""'""""""12,406 .D2!27/2009"

.... .1.755,515 t """"'"""""'""""'"0 t·'" "'"'"'"15.515)f ..

.. .28,525 """""'""""""'""""0 "'" "'"'"""""'""'80

.. .28,712[... "" .... 0

.. .23.325!... .. ....... o L .......... 2.754

.. 25,708 t """""'"""""""""'"0 t· """"'""""".3,035

·::·::: 1· "" : r:: · :::~ .. .29,421 """"'""""""""""""0 '" .. 5,892

.. 0 '"""'""""'""j5,5151 ..... 0 "'"""'""1,750,000 '""""'"""""'""""'0 ..... 0 '"""""""""""""""""0 .... 73,500 .. 09/15/2009

.. 0 ................. 80 ... 0 ............ 28,606 ................. 0 ..... 0 .................. 0 ......... 140 .D2/25/2037

.0 .. 81 ... 0 .28,792 L .......... o .o 1.. . .o 1... . .... .283 Loz/25/2037

.... 2.688 1 ................. 66 ... 0 ... 23.391 1 ............... o ( ................ o (. . ....... o "".342 L02125/2037 "

4.013

. :: t : .: .:::::~ t : : .. .. : L. . ........... 506 l.D2125/2037 .... 2,963 f ...

... 857 L .02/25/2037

:::: :: l ,. ·: :::::: t : "" : .... O n

.998 1.02/25/2037 "

.1,014 . .02125/2037"

m ...... .j:>.

:....-.J


SCHEDULE D .. PART 4 Showing All Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF Durinq Current Year

CUSIP ldenti-

fication

2

Description Credit Based Asset Serv 2007-CB2 A2A ABS

3 4 5

Name of Purchaser

For-~ Disposal eign Date


Number of Shares of

Stock Con

sideration

.... 30,633

Par Value Actual Cost

.. 30,633 .. .24,542

Prior Year Book/

Adjusted Carrying

Value

Unrealized Valuation Increase/ Decrease

Current Year's (Amor

tization)/ Accretion

... 30,547 .................. 0 ! ........... £, 118

Total Current Change in

'Year's Other Book/ Than Adjusted

Temporary Carrying Impairment Value RecQgnize>d _jJ1 + 12-1 :.3)_

15 Total

Foreign Exchange Change in

Book/ Adjusted Carrying

Value

16

Book/ Adjusted Carrying Value at Disposal

Date

17

Foreign Exchange

Gain (Loss) on Disposal

18

Realized Gain (Loss) on Disposal

19

Total Gain (Loss) on Disposal

20

Bond Interest/ Stock

Dividends Received

During Year

21

Maturity Date

1248MB-AG-O ... 15.891% 02/25/37 ------1 -------~-D8/0t/2009 .. 1 Paydown _ ... --------------+--

1248MB-AG-O ···IE~~~~~~~¥.~~:-~~::-~~~~~~~~:~::: -I t00/0t/20091Paydown r ......... 29,712 r .............. 29,712 r ......... .23,804 r ............ .29,629 .................. 0 l···········n,934 ............. 5,851 I· ............. 831 ............ 0 ............ 29,7121·············0 .................. 0 1·················0 [

i248MB-AG-O 5.891% 02/25/37------------------------------------- .00/25/2009 __ Deutsche Bank_ _ __________ .434,027 _______ 511,372 __________ .,409,681 ______ .509,939 __ o ___________ .1,076 __________ 100,692 ________ {99,616) ________________ 0 ____ _410,323 ______________ o ___________ 23,704 .......... 23,704 ____________ 24.912 'JJ2i25/2037

.... .6,032 f ................ 861-- ............ o ~ ........... 30,633 ~--- _ _ ___ o [ ................ o L.. . .. 1,202 L02125/2037

.. 1,310 L02125/2037.

t2628K-AA-0 ... CSAB Mtg 2006-3 AlA ABS 6.000% tt/25/36. .Dt/01/2009 __ Paydown ............. .12.645 ........ 12,645 ............. .12,645 ....... .12,612 ... 0 ................. 34 .................. 0 .............. 34 ................. 0 ..... 12,645 ......... 0 .................. 0 ..... 0 ................... 63 .Jt/25/2036

;;~;~~=~=~ .. ~~~ ~:: ;~t; ~:~ ~: ~:~~: ;;j;;j;~ ~;j~ij~~~ .. ~:;~~:~ ........... . : i6:;:~ i6:~~ . ~~:~~ . . iri:~~; ............... ::~ ;:~~ : : i~42~ :.:.::::::::::::::~ ~ . : i6:;~ ...... :::::::::::~ ··············::::~ . :::~ :~; ~~j~;;;~;~. t2626K-AA-O ... CSAB Mtg 2006-3 AlA ABS 6.000% tt/25/36 _ Jl4/0t/2009 .. Paydown ......... .13,539 .............. J3,53g ......... .11,723 ............. .13,503 .................. 0 ............ .1,815 ............ .1,779 .................. 36 ................ 0 ............ J3,53g ................. 0 ... 0 .................. 0 ....... .271 . .11/25/2036

t2628K-AA-0 ... CSAB Mtg 2006-3 AlA ABS 6.000% tt/25/36 .......... 00/29/2009 .. CS First Boston Corp... . ...... .104,487 ~ ............ J89,g76 ........... .163,833 ............ J8g,471 .................. 0 ...... 307 ........... 25,811 ____ (25,504) ................. 0 .......... .163,967 _______ 0 .... (59,480) ......... .(59,480) ............ 9,467 . .11125/2036 t2628K-AA-0 ___ CSAB Mtg 2006-3 AtA ABS 6.000% tt/25/36. --------I-D9/0t/2009 --~Paydown ............. .11,974 [ ............. .11,974 ............. .10,326 ......... .11,942 ........ o ............ .1.659 ____________ .1,627 .................. 32 ..... 0 ............ Jt,974 ................. 0 .................. 0 .............. 0 .................. 539 .Jt/25/2036

126650-AlJ-4 __ 4.000% 09/15/09 . ___ ------+09/15/2009 .. Maturity ........... 300,000 ............. 300,000 ........... 296,475 .. 298,628 f ................. 0 .. .1,372 .................. 0 ........ .1,372 ................. 0 f-- ..... 300,000 f-- ....... 0 ................. 0 .................. 0 ............ .12,000 .D9/15/200g

ICVSCorpCorporateNoteCon!Callable I j I I I I I I

- Carmax Auto Uvm 2007-2 A3 ABS 5.230% I 14312T-AG-4 6;;~~:t!uto Own

2007_2

A3

ABS 5.230

% .... J . ··j Dt/15/2009 ·1 Paydown j ......... .. 21 ,612 j ......... .21 ,612 j·· .......... .21 ,6081------------.21,611 j·· ............ 0 1---------------- t I ............. 0 ................... .! I .............. 0 ~-----------21 ,6121----------------0 ~---- _ .0 .................. 0 .................. 94 .J2/t5/20tt . _

::::: ~~~:j:::~:::::: :: I :::::::: , :: :: ::1 :: : : : :I : ::I : : :1

: :::::I Carmax Auto Own 2007-2 A3 ABS

t4312T-AC-4 12/15/11 Paydown ____ . . ............ 20,778 .............. .20,778 ...... .20,774 ............. .20,777 ................. 0 ... 1 .................. 0 .................. ..! ................. 0 ... .20,778 _____ 0 .................. 0 .................. 0 I ............ .453 . .12/15/2011. Carmax Auto Own 2007-2 A3 ABS 5.230%

::::: Jj,:t::: :::: ~= I 1""~ ,:: r ::1

::, ::I ::: [ __ -- : -:1

.:::::: l : .. .... :I : l ~::~:: l -- _: [ - --: l :1

:::l ;:~;:;::;;-14312T-AC-4 ... 6:;~;::1u-to Own 2007-2 A3 ASS 5.230% .......... DS/15/2009 ··I Pay~own [····--------20,437 r···· ......... .20,437[ . ~:·4:: r .. -- .2:,436 ... . : r . . : ···- ............. 0 I -: . . :0,4:7 ............... 0 ..... . .... 0 ................. 0 r .............. .713 .12/15/2011

14312T-AC-• ... 12/15/,t . .. ---------1 ........ 09/15/2009 __ Payaown ............ .19,927 1---- ......... 19,927 ............. ~>,9<o 1 ............. 1.,926 .............. v 1 ................. ' ................. 0 1- ............... . ........... 9,9<7 ................ 0 1-- -- .. 0 ................. 0 1 ................ .782 . .12/15/2011 . Carmax Auto Own 2007-2 A3 ABS 5.230%

t4312T -AC-4 12/15/1 t . ------~- ---···t·J0/15/2009 --~Paydown . -+-Carmax Auto Own 2007-2 A3 ABS 5.230%

t4312T-AC-4 ... 12/15/tt . . ...... ______ .Jt/15/2009 .. Paydown Carmax Auto Own 2007-2 A3 ABS 5.230%

. .12/1512009 .J Paydown

.01/01/2009 .J Paydown

1- ...... f-D7/14/2009 --!Maturity. ---+-

t4312T-AC-4 ---~ 12/15/11 Cit i corp Res Mtg 2006-2 A !A ASS 5.872%

t7310E-AA-6 ___ 09/25/36 -··············--··························-···1 Corneas! Corp Note Con! Cat I Adj 0.805%

20030N-.'.N-1 ... 07/14/09 ········----------------········· GE Cap Corp Corp Note Non Call 4.125%

36962G-R4-8 ... 09/01109 . HSBC Bank USA Corporate Note- Non Call

404200-AN-g ... 3.875% 09/15/09. --~ Hyundai Auto Rec 2007-A A2A ABS 5.110%

44920N-AB-0 ... 01/15/10 __ .. ·······t·Ot/15/2009 Paydown _ ··················+· Hyunda! Auto Rec 2007-A A2A ASS 5.110%

44920N-AB-0 ... 01/15/10 . -------~-02/15/2009 .. Paydown JP Morgan Chase 2006-S4 AlA CMO 5.440%

466302-AA-4 12/25/36 . ................... ....... .Dt/25/2009 .. Paydown . _ . ···········+· JP Morgan Chase 2006-84 AlA CMO 5.440%

466302-AA-4 12/25/36 ..... .02/25/2009 .. Paydown

~--- t00/01/2009 .. ,Maturity

.D9/15/2009 __ Maturity ····················+······--·-·--······

.... .19,074

.... .19,061

.... .17,932

.... 27,001

.. J,tOO,OOO

.J ,475,000

... 900,000

... 210,403

...•. 8,543

.... .40,788

.... .11,568

. .19,074

. .19,061

. .17 ,932

. .27,001

. .1,100,000

.. t ,475,000

... 900,000

.. 210,403

8.543

.40,788

.. 11,588

.. 19.070

. .19,056 . .19,060 f··· .19,073 f . . . : ~- : . :·: -. : : f ................ U

... 0 .. J9,06t f ................ o ~ _________________ o ~--- ... o ~ ................. 914 U2/t5/20tt

.. .19,074 f ................ o ~ ................. o ~--- ... o l ................. 83t U2/t5/20tt .

.. .17 ,928

.. .27,001

... 1,094,419

.. .! ,458,188

. t ............... 0 ................... .! f·- .............. U . .17,931 1--- ............. 0 1--

... .1,469,231

.. J7 .932 r ________________ 0 _____ 0 __________________ o I

.. .26,899 t ................. 0 I···· .......... J031·················0 I·· ............. .1031·· .............. 0 ............ 27,001 ~ ....... 0 ..... 0 .................. 0 ~ ................ .132 t.D9/25/2036

___ .1,098.282. _________________ o ___________ _!,718 _________________ 0 ________ _!,718 __ _ ___ 0 _______ _1,100,000 r ________________ o _________________ o ______ o ____________ 22.405 .. 07114/2009 _

... 5,76g .... 0 ........ 1,475,000 ................. 0 .................. 0 ........ 0 .............. 60,844 .. 09/01/2009

... 938 U2/t5/2011

.................. 0 ~- .......... 5,76g f ................. U

.. 867,879 .. B92,03t .......... 0 ............ .7,969 ................. 0 ............. .7.969 ................. 0 ........... 900,000 .... 0 ............ 0 .................. 0 .. .34,875 .. 09/15/2009

.. 210,403 .. 210.402 ......... 0 .................. 0 .............. 0 ................... 0 ................ 0 .......... 210,403 ................. 0 ..... 0 .................. 0 .................. 896 .. 01/15/2010 .

.. 8,543

.. AO, 787

. .10,333 . .11.588 ~= :1 :1 : " : ::: : : • : ::r::: . o I 1,255 .... J ,255

m _. .j:l.

Co


SCHEDULE D .. PART 4 Showing Ali Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF Durinq Current Year

2 5 18 6 I 7 I 8 I 9 I 10 I Change In Book/Adjusted Carrying Value 11 I 12 I 13 I 14 I 15

16 17 3 4 19 21 20

CUSIP ldenti· fication I Description

.l' Morgan Chase 2006·S4 A 1A CMO 5.440%


Name of Purchaser

466302-AA-4 ... 12/25/36 ............................... ... ....... .D4/25/2009 .. Paydown

Number of Shares of

Stock Con

sideration

----~6.315

.... 29,985

Par Value

.. 36,315

.. 29,985

Actual Cost

... 32,381

.. .26,737

Prior Year Book/

Adjusted Carrying

Value


Current Year's (Amor·



Year's Other Book/ Than Adjusted

Temporary Carrying Impairment Value Reco_gnized (1J:t.12·13)

Total Foreign

Exchange Change in


Value


Date

.. 29,985

Foreign Exchange




Bond Interest! Stock

Dividends Received

During Year

Maturity Date

0 1·················0 1············-0 t···· . . ...... .494 t .. .12/25/2036

................. 0 ~ ................. 0 ~--· ............. 0 .. . ... 544 . .12/25/2036

466302-AA-4 ---~~~~~::n Ch~;~ zooii~s4 AiACMO 5_440

% ··j·······t·D3/25/2009 .. ,Paydown___ ············+·

JP Morgan Chase 2006·S4 A 1A CMO 5.440% • 1 _ _ __ 1

_ . _ 1

466302-AA-4 . 12/25/36 . .D5/25/2009 __ Paydown ............. 34, 758 .............. 34 ,i5tl ............. oO ·"9o ............. 34, 758

__ .36.314 r ________________ of--- ...... 3.934, __________ .3.933 f--- ____ J , _______________ 0 ( __ ...... 36.315

.29,985 . : t ::~:: ..... 3,248 f--· ........ D l ............... 0 •.

. .12/25/2036 .

::::~::~:- ~~;~i~E: ::::: :::~:: ::: ::: ::::: --- -- ::::::::: :: ::::::: --- :::::: - _:::::: -::::: - -:::::: --- : -- ::::: :::: : : r :::::: : -- - : _: - 1.~~: I .l' Morgan Chase 2006-S4 A iA CMO 5.440% ' • _ . 1 • • • 1

7 , ,

. .12/2512036

. .12/25/2036

1

466302-AA-4. ~~~~::;,-Chase 2006

_84

A1A CMO

5.4

40% .D8/25/<009 .. eayaown. ~-- ...... 34,067. ..J<,v67 .............. 30,377 ............. .34,066 ................. 0 ~--·········3,690 .......... 3,690 .................. D .............. 0 ........... 34,06, ~-- ........ 0 ......... 0 ..... 0 ............... ,,236 ~--12/2,/2036

466302 AA 4 12/25/36 ......... .10/25/2009 .. Paydown ............ .16,427 .............. .16,427 .... .14,648 .......... .16,427 ................. 0 _ .......... .1,779 ............ .1,779 .. .. ........ D .... 0 ............. 6,427 ...... 0 .. 0 ................. 0 ................ 5 .. 5/2036 _

466302~AA~4 ;~~~;~:n Chase 2006

_84

AiA CMO 5

.440% .........

1.00/25/2009 . Paydown. [ ........... 49,571 .............. .49,571 ............. .44,202 ............. .49,571 ............... 0

1

........... ~.370 ............. 5,369

1 .................. .1 ................. 0 ---~.571 ................. 0 ............. 0 l ...... 0 2 ::2 ::;:5/2036

1

.

1466302-AA-4 _ ~~~~~~~n Chase 2006-S4 AiA C'MO

5'44

0% ......... .11/25/2009 Paydown [ ............ 23,674 ............... 23,674 ......... 21,109 ........ 23,6731.. .. ... 0 _ .......... 2,564 ............ 2,5641.. .. ....... D 1-- .... 0 ............ 23,674 ........... 0 1-- ..... 0 1 ................. 0 - ............ 1,181 . .12/25/2036-

1

466302-AA-4 ___ ~~~~~:~: ~::·:~:::~A::: ::: :::~: ~--·····j·J2/25/2009 --1 Paydown 1· ........... .13.399~---- ..... 13,399l ............ 11 ,9481 ............ .13,3991 ................. 0 ~-- .......... 1 ,451 ....... .1.451 ~-- ................ D ~-------·········0 ~-- ....... .13,3991 . . 0 , ................. 0 I ................ 0 ,.... .. ...... .729 . .12/25/2036 -1 46630L-AA-2 .. 11/25/36 ... ---1------- .Di/26/2009 .. Paydown _ ........... .12,877 .. .. ...... .12,877 ............ .12,877 .. ...12,877 ................. 0 .. . .......... 0 ............. 0 .. ...0 ................ 0 .......... .12,877 I ................ 0 ................. 0 ................. 0 .. .. .......... 6 f.J1/25/2036

JP Morgan Mtg 2007-CH1 ft.F1A ABS 0.311% I r

::~::~:. ~~;~~~i~n Mtg 2007-CH1 AF1A ABS 0.311% --- .... ::;::;:::: .. ::::::: _ 1::::: I 1:::~ : . ::::: - 1::::: : _ 1.:: " 1.::: . . : .. :: ·.1::::: : : _: • : 1: ::;::;::::

.l' Morgan Mtg 2007.CH1 AF1A ABS 0.311% 46630L-AA-2 .. 11/25/36 _ .D4/27/2009 .. Paydown_ ............. .11,485 ........ 11,465 .. .10,317 .. .11,485 .................. 0 ........... 1,168 ............. 1,168 ...... D ..... 0 ............ .11,485 ........ 0 .................. 0 .................. 0 ............. 21 . .11/25/2036.

JP Morgan Mtg 2007.CH1 AF1A ABS 0.311% 46630L·AA·2 _. 11/25/36. .05/26/2009 Paydown. .. ........... .14.176 ......... .14,176 ... 12,734 . .14,176 .................. 0 ......... .1,442 ............ .1,442 ........ 0 ... 0 ............ .14,176 .......... 0 .... 0 .................. 0 ................ 32 . .11/25/2036 .

.l' Morgan Mtg 2007.CH1 AF1A ABS 0.311% 46630L-AA-2 . 11/25/36 . ...l

1

.D6/25/2009 .. Paydown ... ----------------f--JP Morgan Mtg 2007.CH1 AF1A ABS 0.311%

46630L·AA-2 ... 11/25/36. . .. .. D7127.12009 .. Paydown JP Morgan Mtg 2007.CH1 AF1A ABS 0.311%

46630L-AA-2. 11/25/36. .08/25/2009 .. Paydown ---------------------1-------------·---------

-------------+-----

JP Morgan Mtg 2007.CH1 AF1A ABS 0.311% 46630L-AA-2 ... 11/25/36. .00/25/2009 Paydown ............ ---------t----

.1' Morgan Mtg 2007.CH1 AF1A ABS 0.311% 46630L-AA-2 ... 11/25/36. .J0/26/2009 Paydown.

.J' Morgan Mtg 2007.CH1 AF1A ABS 0.311% f--·

46630L-AA-2. 11/25/36. ..11/25/2009 .. Paydown JP Morgan Mtg 2007.CH1 AF1A ABS 0.311%

46630L-AA-2 11/25/36. ..12/28/2009 .. Paydown---------------------+----. Marshall & !Isley Corp Corp Note Non

571834-AE-0 ... Callable 4.375%08/01/09.. .DS/01/2009 Maturity Marshall & !Isley Corp Corp Note Non Call

571834-AF-7 ... 5.626% 08/17/09 . .08/17/2009 Maturity JPM & Co Mediun Term Note 6.000%

61688A-AX-6 01/15/09. .D1/15/2009 .. Maturity Morgan Stanley Cap MSC 2006·1012 A1 CMBS

61750W·AR-4 ... ,5.257% 12/15/43 ................................... . ...... 1.01/01/2009 .. , Paydown Morgan Stanley Cap MSC 2006-1012 A1 CMBS

61750W·AR·4 ... 5.257% 12/15/43 . . ....... D2/01/2009 .. Paydown Morgan Stanley Cap MSC 2006·1012 A1 CMBS

61750W-AR·4 ... 5.257% 12/15/43 . . ....... D3/01/2009 .. Paydown _ Morgan Stanley Cap MSC 2006-1012 A1 CMBS

61750W-AR·4 ... 5.257% 12/15/43 ....... 04/01/2009 Paydown

.... .13,710 .. 13,710

.... .10,577 "10,577

.... .12,741 .. 12,741

..... 8,253 .. 8,253

..... 9,364 .. 9,364

.... J2, 106 ... 12, 106

.... .11, 154 ..11, 154

.. .500,000 ... 500,000

.. .470,000 .. .470,000

.. 825,000 ... 825,000

.... .7,885 .. 7,885

.... .7,926 .. 7,926

.... .11,600 . .11,600

.... 8,027 .. 8,027

. .12.315 r .. _________ _13,710 i----- ____ .... o 1- _ 1.395

.9,501 f ............ .10,5771 ................. 0 t1

........ ... 1,076

... .11,445 ~ ............ .12,7411 ................. 0 ... ...1,296

.... .1,3951 ................ 0 1.. .. .. 0 [... ...13,710 [ ................. 0 l-.11/25/2036

:::::1- : :f ·:::::: . -: .. :. : ::•: ::1-::;::;:::. . .7,414 .. 8,253 ...... 0 .. 840 .. 840 ............... 0 ............. 0 ............. 11,253 ................. 0 ........... 0 .................. 0 ................... 29 . .11/25/2036 .

..8,412 .. 9,364 ...... 0 ............... 953 .. 953 ............... 0 ............. 0 ... 9,364 ................. 0 ................ 0 .................. 0 ................... 36 . .11/25/2036

. .10,875 . .12,106 .................. 0 ..... 1,232 .... .1,232 .... D ................. 0 ............ .12, 106 .... 0 .................. 0 .................. 0 .......... .A9 . .11/25/2036

.. .10,019 . .11,1541---- ............. o L .. .... .1,135 .... J. 135 ...... D ................. 0 ............ J1, 154 ........ 0 ~ ................. 0 .................. 0 ............ 49 . .11/25/2036

... 470,940 :::·:: t : l -_ (::t ---- : l. .. (:::t .. : l :::::: l. . : l .. : t ... :

... 497 ,785 .. 21. 875 LD8/01/2009 .

... 26,589 l..OS/17/2009

. .7,904

.. 825,310 t ................. 0 t" ........... (310)t ...

.. 7,884 ................. 0 .. .. ....... 0 ...

.. 0

"I ............. 0 I :I : I ~ ·········~·~ ~I I : .......•.•• ~.~ 1~~ __ 0

1

.. ____________ (3101

0 .. ...D

..0

.. 8.027

. .11,600 I ________________ of _______________ o t·· 0 . 0

.. 835,049

.. 7,945 .. 7,925

.. .11 ,629

.. 8,047

m ..... .f:>. (c


SCHEDULE D .. PART 4 Showina All Lona-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year

4 5 20 21 6 I 7 I 8 I 9 I 10 I Change In Book/Adjusted Carrying Value 11 I 12 I 13 I 14 I 15

3 2 19 16 17 18

CUSIP Identification Description


Name of Purchaser

Number of Shares of

Stock Con

sideration Par Value Actual Cost

Prior Year Book/

Adjusted Carrying

Value





'Year's Other Book/ Than Adjusted

Temporary Carrying Impairment Value Recoqnized ( 11 + 12-13)

Total Foreign

Exchange Change in

Book! Adjusted Carrying

Value


Date

Foreign Exchange




Bond Interest/ Stock

Dividends Received

During Year

Maturity Date

Morgan Stanley Cap MSC 2006-1012 A1 CMBS 61750W-AR-4 ... ,5.257% 12/15/43--------------------------------------- .05/01/2009 .. Paydown ....... 9,277 ................ B,277 ............ 9,300 ............... B,276 .................. 0 ...... 0 .................. 0 ...... 0 ........... 0 - ... 9,277 ................. 0 .................. 0 ................. 0 ~----------------.2031_.10/15/2011

61750W-AR-4 ___ ~:~~~ !%~~~~3 ~:~--:~-~~~~~;~:~--:;--~~:--- .06/01/2009 .. Paydown ............. 8, 117 ................ B, 117 ............ 8, 137 ............... 8, 117 .................. 0 .... 0 .................. 0 .... 0 ................ 0 .............. 8, 117 ................. 0 .................. 0 ............... 0 ................. 213 . .10/15/2011

6i750W-AR-4 5.257% 12/15/43 J)7/01i2009 Paydown ~-------------9,512 _________ _9,512 _______________ 9,536 _____________ ,9,512 . __ o __________________ o ___ 0 ___________________ _(} _________________ 0 . ------------9,512 _________________ o __________________ o _________________ (} _____________ .292 .J0/15/2011

Morgan Stanley Cap MSC 2006-1012 A1 CMBS 61750W-AR-4 5.257% 12/15/43 _ .OB/01/2009 .. Paydown ........... 8,341 ................ 8,341 ............... 8,362 ............ 8,340 .. 0 .................. 0 ___ 0 ... 0 ................. 0 ............. 8,341 ................. 0 ................. 0 ............. .292 . .10/15/2011 .

Morgan Stanley Cap MSC 2006-1012 A1 CMBS 61750W-AR-4 5.257% 12/15/43 _ .09/01/2009 Paydo.n _____________ . . ............. 8,535 ................ 8,535 ........... 8,556 ............... 8,534 .................. 0 ..... 0 .................. 0 . ________ 0 ................. 0 .............. 8,535 ................. 0 ................. 0 -----------------.337 . .10/15/2011 .

Morgan Stanley Cap MSC 2006-1012 A1 CMBS 6175011-AR-4 ... ~;~~:~ ~~~~~~~3 Cap MSC

2006-I0

12 A1

CMBS . .10/01/2009 . Paydown ............ .16,680 ...... 16,680 ............. .16, 722 ....... .16,680 _____________ 0 ........... 1 ..... 0 ... 0 . .16,680 r ...... 0 .0 . . .... 0 ................ .731 t .10115/2011 -~

61750W-AR-4 5.257% 12/15/43 _ _ _______

1

_.11/01/2009 _Paydown .............. 8,617 .......... B,617 ............... 8,639 ............... 8,617 .................. 0

1

................. 0 ~--------- ....... 0 ................... 0 ...... 0 .. .8,617

1

____________ 0 .................. 0 ..... 0 ........... .415 . .10/15/2011 .

61750W-AR-4 ... ~~;~;~ ;i;~i;x3 Cap MSC 20

0.6-I01.2

A1

CMBS ......... .12101/2009 .. Paydown ..... .10,407 ............... 10,407 ............ .10,433 ... .10,406 .................. 0 ................. 0 ................. 0 .................. 0 ................. 0 ------•-- . .10,407 ................ 0 .......... 0 ................. 0 -----------547 . .10/15/2011 Pacific Gas & Electric Note Cont Callable 1 I 1

_ 694308-Gil-7 ... 3.600% _03/01/09 _ . . ........ .03/01/2009 .. Maturity ..... . .. .1, 150,000 f .......... 1, 150,000 ......... .1, 128,024 ......... .1, 147,349 .................. 0 f···- ....... 2 ,651 ................. 0 ............ 2,651 ................. 0 .... 1, 150,000 ................. 0 ............. 0 ................ 0 1-- ... ... 20, 700 .D3!01/2009

I uevon tnergy Corp corporate Note Non I I I I I I I I I I I I I I I 709903~Bil-3 ~:~!:~::nce1~;~!5~q~1i.~~5~~o6-4 AFt ABS ............. .11/15/2009 __ Maturity ............ 100,000 ............ .100,000 .... . .. .10:,750 ........... .100,073 ............. 0 ............... i73) ................. 0 ................ (73) __ .............. 0 ......... .100,000 ................. 0 ................. 0 _ ................ 0 f ............ .10,125 . .11/1512009.

75970H AD-2 -I :~~~:,~~!5~~~~ E~~-,"i; iii00::4

AFi ASS ... . ..... 01101/2009 .. Paydown ........... J9, 145 . . ... .19,145 .. . ...... .1 , 145 f- ...... .19, 145 ................. 0 ... 0 ................ 0 f .. 0 1--············0 .. . ... 19, 145 ................. 0 ......... . . 0 ~-----------------0 1-- ___________ 88 .D1/25/2037

75970H-AD-2 ---~ :~~~~~,~~!5~~~~ E~~ii;iiiiJS-:4 AFi ASS -I.. to210112009 -1 Paydown I 24134~ 24, 134[ 24,134 l···· 24, 134~. . .... 0 .................. 0 [ .... 0 1 .................. 0 [.. . ...... 0 [ ........... 24, 134 ....... 0 [ ................. 0 ................ 0 l ................ .223 l.JJ1/25/2037

75970H-A0-2 ... 5.545% 01/25137 ...................... AFi-ASS ------~-------t-03/01/2009 .yaydown 1· .......... 28.728 .. 28,728 .. .27,459 .. .1 ,269 ................... 0 ........... 0 ............ 28,728 ........ 0 .................. 0 ...... 0 .................. 398 .01/25/2037 ... 28, 728f... . .. 0 l ........... .1 ,269 Renaissance Home Equity 2006-4

----~4,661 75970H-AD-2 5.545% 01/25/37 --------~-04101/2009 .. Paydown Renaissance Home Equity 2006-4 AF1 ASS

75970H-AD-2. _ 5.545% 01/25137 ......... 05/01/2009 __ Paydown ···················+--------------------Renaissance Home Equity 2006-4 AF1 ABS

75970H-AD-2 ... 5.545% 01/25/37. . .............. 06101/2009 .. Paydown-------------------+----------------- f---- ....... .13,856

.... .10,386

.. 34,661

.. 10,386

13,856

75970H-AD-2 5.545% 01/25/37. . ............. 07101/2009 .. Paydown 1--------------8,026 ............... 8,026 I Renaissance Home Eqwty 2006-4 AF1 ABS I I I I f Renaissance Home Equity 2006-4 AF1 ABS I

75970H-AD-2 5.545% 01125137 . ------~------- .08/01/2009 --~ Paydowr, ' ............ J4, 042 ,__ ...... .14, 042 Renaissance Home Equity 2006-4 AF1 ABS

75970H-AD-2 _ . 5.545% 01/25/37 . ..... . ....... 09101/2009 __ Paydown --------------------+------ .... .7,611 .. 1,611 Renaissance Home Equity 2006-4 AF1 ASS

. .10101/2009 .. , Paydown ~- ........... J7 ,559

------~-- -·-·t-.11/01/2009 .. Paydown _ ........... .12,058 )-4 AF1 ABS

75970H-Ao-

2 ---~ :~~~~:,~~!5~~~~ E~~ii;-2iill6~4.AF"i.Aas 75970H-AD-2 ... 5.545% 01/25/37

Renaissance Home Equity 200 .... .4,263 75970H-AD-2 ... ,5.545% 01/25/37----------------------------------- ---~-----··t·J2/01/2009 .. ,Paydown

75971E-AE-6 ... ~~~~~';;7;5~;eEqul ty 2~~~3 AF

2 (ABS) ... . .01/01/2009 .. Paydown .......... .15 082

Renaissance Home Equity 2006-3 AF2 lABS) 75971E-AE-6 .. 5.580% 11/25/36 ___ ----1

Renaissance Home Equity 2006-3 AF2 lABS) 75971E-AE-6 5.580% 11/25/36 _

Renaissance Home Equity 2006-3 AF2 lABS)

02101/2009 .. , Paydown

.03/01/2009 .. Paydown

75971E-AE-6 5.580% 11/25136. ----~-------t-04101/2009 .. Paydown Renaissance Home Equity 2006-3 AF2 lABS)

75971E-AE-6 5.580% 11/25/36 __ -------~-05/01/2009 __ Paydown Renaissance Home Equity 2006-3 AF2 lABS)

75971E-AE-6 .. 5.580% 11/25136. . ....... 06/01/2009 .. Paydown Renaissance Home Equity 2006-3 AF2 (ABSI

75971E-AE-6 5.580% 11/25/36. . ....... 07101/2009 __ Paydown

.... 24,985

.... 20,570

.... .18, 145

.... .2,567

····+ .... 25,411

... 9,961

17,559

.. 12,058

... 4,263

. .15.082

24,985

. .20,570

. .18, 145

.. 2,567

.. 25,411

____ B,961

... 33, 130 .. .34 '661 f ................. 0 ! -- 1 ,531 .... .1,531 ............... 0 ...... 0 .... 34,661 ................. 0 ---- ...... 0 .................. 0 ........... 641 .SJ1/25/2037-

.. 9,928

. .13,244

.. 7,672

.. .13,422

::::t:: -- -- :[ __ ::[· - ::: - -: : - ::::: .: - --: --- : .::: ;;~::~:::: _1:::: I - _: _ : ---_:: .. : f---- ---_: 1::::: f··:· - : l : -: _ ::: :::::;:::: 1

. .7,275 . .7,611 .................. 0 - ............. 336 ............... 336 ................... 0 - ... 0 ............. .7,611 -- .... 0 ... 0 .................. 0 --- .............. 317 .01/25/2037

. .16,784 .... .17 ,559 .................. 0 ............ 776 _______________ ]76 ................... 0 ....... 0 ............ .17 ,559 .... 0 .................. 0 .................. 0 ................ 811 .D1/25/2037

. .11,525 . .12,058 -- .......... 0 ............... 533 ............... 533 ..... 0 ................. 0 - ... .12,058 ................. 0 ... 0 .................. 0 .................. 613 .. 01/25/2037-

. .4,075

.. .15,082

.. .24,985 ::: : ·: ·: : : ::: : : : t ~ :::: !

.. .19, 133

. .16,877

.... .1 ,365 .......... .70 ................. 0 .. 20,570 ................. 0 ..... 0 .................. 0 ................. .287 . .11/2512036

.... .1 ,204 -- ....... 62 ................. 0 ... .18, 145 ................. 0 .... 0 ................. 0 .................. 337 . .11/2512036

.. .20,500 t···· ............. 0 t ........... 1,435

. .18,083 --- - .......... 0 ____________ 1,266

.. 2,387

.. .23,636

.. 8,425

'~'· "I······· '"I .:I : :I ::: :I : :· ....... "'""~ .. .25,325 f--- ........ 0 t .......... .1,773

.. 0 .......... 1,541

.. .709 LJ 1/25/2036 -

.... .1,507 n 1 __ , .............. 324 U1/25/2036 . .. 9,927

m -1.

""" -1.

0

CUSIP Identi-

2

fication I Description Renaissance Home Equity 2006-3 AF2 lABS)

75971E-AE-6 .. .15.580% 11/25/36 Renaissance Home Equity 2006-3 AF2 lABS)

Renaissance Home Equity 2006-3 AF2 lABS)

3 4



5

Name of Purchaser

SCHEDULED- PART 4 Showing Ali Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Year


Number of Shares of

Stock Con

sideration Par Value Actual Cost

Prior Year Book/

Adjusted Carrying

Value





Year's Other Book/ Than Adjusted

Temporary Carrying Impairment Value Recoqnized J.:11:i:l2_-_1_:i)_

Total Foreign

Exchange Change in


Value

.D8/01/2009 .J Paydown --------------------+- ..... 25.374 _____ 25.374 L ___________ 21 ,461 .. .25,288 f------ __________ 0 l. .......... 3,925 :::::I. - :: ... 0

..... 20,289 _____ _20,289 ______ 17, 160 .. .20.22o 1-----------------o L __________ J, 138 ... 0

16


Date

17

Foreign Exchange


18 19

Realized I Total Gain Gain (Loss) (Loss) on on Disposal Disposal

20

Bond lnteresV Stock

Dividends Received

During Year

21

Maturity Date

.. 20,289

... 25,374 f·· -- _______ 0 r---------------.0 f _________________ o t····· ____________ 944 1 . .11/25/2036-

____ o _________________ o ~ _________________ o _______________ 849 . .11125/2036 75971E-AE-6 ---~5.580% 11/25/36 .00/0112009 --~Paydown------------------ + 75971E-AE-6 ___ 5.580% 11/25/36. .D9/25/2009 Deutsche Bank _ .... 531 '638 _____ 644,331 ..... 544,969 ... 642, 150 f-- .. U .. 833 .... 97,489 (96,656) ~ ________________ o ~ _________ .545 ,493 L _.( 13,856/L _________ ( 13 ,S56JL ____________ 29,862 L11/25/2036

Soundview Home Eq 2007-NS1 A1 ABS 836120-AA-6 ~:~~~~f-~. Home Eq 2007-NS1 A1 ABS 0.351% .D1/26/2009 --Paydown- _____________ _16,790 ______________ .16,790 t··----------.16,790 __________ _16,790 t·· _______________ 0 I _____ o __________________ 0 - _____________ Q _________________ 0 t ___________ _16,790 t··--------------0 r--- _____________ o I .. 0 - ... 9 .. 01/25/2037

836120-AA-6 ___ 01/25/37 .D2/25/2009 .. Paydown ........ .10, 101 ............. .10, 101 -------------.9,001 __________ _10, 101 _________________ 0 ........ J, 100 _____ .1, 100 .. 0 _________________ 0 ........... JO, 101 ________ 0 __ _ ____________ 0 ...... 0 ________________ 9 .01/25/2037 SoundVIew Home Eq 2007-NSI At ABS 0.351% i

:::: I!::="'"'"''""'""''''.:" "·"" J ::: ::: :: : :: : :: : :: : I • : : : : : : ' :: : I : I -: I .: -- :: .::;::;:::: 1 836120-AA-6 .. ~:~~~~:: :~~~ :~ ~~:~~~~; :; :: :::::: ·······1-05/25/2009 __ Paydown _____________ .11 ,889 _____________ .11 ,889 _____________ .10 ,594 [. . ......... .11 ,889 1-- _______________ 0 ____________ J ,295 ____________ .1 ,295 __________ Q , ...... 0 ........... J 1 ,889

1 ________________ 0 [---- ___ .... 0 _________________ 0 [ __________________ 29 _.01/25/2037 _

836120-AA-6 ---\ 01/25/37 ---------------------------------- .... .. .06/25/2009 __ Paydown ............. .10 ,251 l .............. 10,251 _______________ 9, 1351 ............ .10 ,251 .. ____ 0 ............ .1, 116 ............ .1, 116 ............. 0 [.. ________ 0 ............ JO ,251 ________________ 0 __ ........... 0 .. 0 1------------------28 .. 01/25/2037 _

836120-AA-6 ... ~:~~~:~.!:::~:~~~~~:~;~; ~: ~:~~;~~-------j-07/27/2009 _JPaydown ____________ 9,323~--- ____________ B,323~-------------J.7561 .. ____________ B,323~--- _____________ o, ___________ .1,581 1· . .1,581 [ ......... . 0 l- ........ 0 ~------------.9,323 ........ 0 l- _______________ o ~-- _______________ o ~--- ---------------291.01/25/2037 _

836120-AA-6 ---101/25137 ---------------------------------- ______________ _______ .D8/25/2009 .. , Paydown 1-- ..... J2, 826 __ ......... .12 ,826 ____________ .10 ,670 __ ......... .12 ,826 _________________ 0 l ......... 2, 174 ___________ 2, 174~- ____ 0 I__ _ __ 0 ........... .12,826 _____________ 0 1-- _ _ .0 __ _ ____________ 0 r--- ______________ .A5 .01125/2037 -I Sound'new Home Eq 2007-NS1 A1 ABS 0.351%

1 I [

836120-AA-6 .. 01/25/37. ------------- -------t-.09/25/2009 . Payd"n f ............ .12, 151 f ______________ 12, 151 f ............ 10, 109 f ............ .12, 1511-- ........ 0 ___________ 2,060 1-----------2,060 . _________________ Q 1- ______________ 0 1-- .. .12, 151 ____ 0 1----------------.0 [-- _ ............. 0 __ .......... .46 1.01125/2037 Soundview Home Eq 2007-NS1 A1 ABS 0.351%

836120-AA-6 01/25/37 _______ 1_09/29/2009 __ Bank of America Sec Textron Financial Corp Note Non Call

883190-LB-4 5.125% 11/01/10 _______ .JJS/02/2009 JP Morgan Chase Time Warner Corp Note Non Call Adj

887317-AA-3 ___ 0.503% 11/13/09 _ _ _ _______ .11/13/2009 Maturity Verizon Wireless Corp Note MW 75BP Prv Pic

;92344S-Af+.3 7.375% 11/15/13----------------------------- ________________ . .11/10/2009 __ Tax Free Exchange ____ --f--------------------- l ........ J,092,617 L ......... .1,100,000

I Walmart Stores Inc Corporate Bond 6.875% I I I f

931142-BE-2 ... ~~:~~~~;,~ ?~;I c~;~;;;;~ N~t~C~;; .......... - TDB/10/2009 Maturity [··-----..1 ,500,000 ------

939640-AC-2 ___ Cat I able 5.500% 02/15/09 ------------ . --1 -------~- .02/15/2009 .. Maturity ........ J, 000,000 ~-- .. J, 000,000 ! .. _ ....... 950, 360

..... J91 ,652

____ _1 ,091,035

f ..

-+-- .... 207 ,691 _____ 230,368

_____ 570,000 l ___________ ,192,337 .... 359,322

.. J, 15o.ooo L ________ 1, 150,000 l ________ J, 139,581

.J,5oo,ooot ___ .... .1,560,826

World Savings Bank Corporate Note Non .... .1 ,004,530

F. __ .. LJ2/15/2009 ..1 Maturity

98151G-AA-3 ---~Callable 4.125% 12/15/09 __________ -I ...... t.J2/15/2009 .. 1 Mater i ty Amvescap Pic Corp Note Coni Cal t 4.500%

03235E-AM-2 ___ 12/15/09

+ .. J,OOO,OOO .. .1 '000 '000

.. J' 100 '000 __ J, 100 .ooo L ________ J, 074,590

3899999. Bonds- Industrial and Miscellaneous Unaffiliated) 24,184,134 24,700,399 24,063,680 8399997. Total - Bonds- Part 4 115,225,659 112,419,025 113,839,900 8399998. Total- Bonds- Part 5 19,475,741 19,161,532 19,724,979 8399999. Total- Bonds 134,701,400 131,580,557 133 '564' 879 8999997. Total- Preferred Stocks- Part 4 XXX 8999998. Total- Preferred Stocks- Part 5 XXX

8999999. Total- Preferred Stocks XXX

9799997. Total- Common Stocks- Part 4 XXX 9799998. Total- Common Stocks- Part 5 XXX 9799999. Total- Common Stocks XXX 9899999. Total- Preferred and Common Stocks X .XX 9999999 - Totals 134 ' 70 1.400 XXX 133' 564 '879

______ 230,368 1--- ________ o 1------- ____ 719 L __________ 39,057 ... (38,338) 1----------------0 . .192 ,o3o f _____________ o L __________ 15 ,662 .. 15,662 f-- __________ 891 LD1/25/2037

______ .\69,646 _____________ o L ___________ £,361 .. 177,327 .. .1170,9661 L.. ________ o ... 398,679 _________________ 0 , ......... (39' 357) __________ (39 ,357) _____________ _10,062,_.11/01/2010

____ J. 145.660 t··- ______________ 0 1-- _________ ... 340 1-- _______________ 0 l------------.4.340 [- __________ 0 f _______ 1. 150.000 _________________ 0 _____________ o __ o _____________ .16.613 . .11113/2009 _

:~·~ ················: ~··· ~:,~: ••••••••••••••••• :

1

~:,~: •.•••••••••••••• : f : ·~·~ ••• j ~······ ; ; I.. • ···~·~I :::~~. .... J ,091,273 0 I__ _ _ _8,727 o L ____________ 8, 127 ... 0 .. 1,100,000

24,666,060 155,234 563,836 I 1408,6021 24,257,461 113,777,314 114,873 563,8361 1448,963) 113,328,352

(82, 160) (82, 160) 19,642,819 113,777,314 32,713 563,836 I (531. 1231 132,971' 171

113,777,314 32,713 563,8361 (531, 123) 132, 971,171

.0 .. 0 (73,327) (73,327)

1,897,308 1,897,308 (167 ,077) li67,077)

1 '730,231 1,730,231

1,730,231 1,730,231

.. J03, 125 t .. 08/10/2009 -1

... 27' 500 .. 02/15/2009

.. .49,500 LJ2/15/2009 844, 636 I XXX

3.160,8471 XXX 595,7461 XXX

3,756,5931 XXX

o I XXX XXX XXX XXX

XXX XXX XXX

3,756.5931 XXX


SCHEDULED .. PART 5 s .. --···· . ... --·· .......... -··-- -··- ----··- .. ......---··. - '""'""'''"'-- '~-- ..... ,,,...' ....... ..... ,.......,, ....,......,_ -= ....,., .,.,....,,, .............. ' ....... ~ • """""·'

1 2 3 4 5 6 7 8 9 10 11 Chanqe in Book/Adjusted Carrvinq Value 17 18 19 20 21 12 13 14 15 16

Total Total Foreign

Par Value Current Change in Exchange (Bonds) Book/ Current Year's Other Book! Change in Foreign Interest and

or Adjusted Unrealized Year's Than Adjusted Book/ Exchange Realized Dividends Paid for CUSIP Number of Carrying Valuation (Amort· Temporary Carrying Adjusted Gain Gain Total Gain Received Accrued ldenti- For- Date Disposal Name of Shares Consid· Value at Increase/ ization)/ Impairment Value (12 + Carrying (Loss) on (Loss) on (Loss) on During Interest and

fication Description eiqn Acquired Name of Vendor Date Purchaser J.StocJ1 Actual Cost eration Disposal I (Decrease) Accretion Recognized 13-14) Value Disposal Disposal Disposal Year Dividends FHLMC Pool A84118 MBS 4.500% 01/01/39

312930-SF-8 .... .. 01/09/2009 Bank of Amer i ca Sec . ..02/01/2009 Paydown . ............... 1,772 " ......... .1,817 ..... .1,772 ... 1,772 .. D ................ (45) . .. .... D ................ (45) ................ 0 ............. D .................. 0 .............. 0 .................. ? ........ 3 FHLMC Poo I A84118 MBS 4.500% 01/01/39

312930-SF-8 ... 1 ....... .Dl/09/2009 .. Bank of America Sec . .... .. 03/01/2009 Paydown _ ............... 1.817 ......... .1,864 .... .1,817 ... .1,817 .. D ............... (47) . " .. 0 ................ (47) ................. 0 ................ 0 .................. 0 ............. 0 ................. 14 .. ..... 3 FHLMC Pool A84118 MBS 4.500% 01/01/39

31293G-$F-8 . .. 01/09/2009 Bank of .~merica Sec . . ...... ..04/01/2009 . Paydown . ................ 1,826 ............ .1,872 ............. 1.826 ............... 1.826 ............... 0 ................ (47) .................. 0 .. !47) ................. 0 ................ D .. .. ...... D .................. 0 ................ .21 .................. 3 FHLMC Pool A84118 MBS 4.500% 01/01/39

312930-SF-8 . ------------- 1 ........ .. 01/09/2009 .. Bank of America Sec . ......... .. 05/01/2009 . Paydown_ ................ 1,833 ............ .1.880 ............ .1.833 .... .1.833 ................ 0 ............... .147) .................. 0 ... (47) ................. 0 ................ D .......... 0 ................. D .. .............. .27 .................. 3 FHLMC Pool A84118 MBS 4.500% 01/01/39

312930-SF-8 . I"""" .. 01/09/2009 Bank of America Sec--------------- .. 06/01/2009 Paydown. ............... 1,846 . .......... .1,893 ....... .1,846 ........ 1,846 ..... 0 ............... .147). .......... 0 .. ............. .147) .. ....... 0 ................ D .. 0 .................. 0 ................. 35 ... ......... 3 FHLMC Pool A84118 MBS 4.500% 01/01/39

m ()1

312930-SF-8 ... .. 01/09/2009 .. Ba~< of A1l1erica Sec. .. .......... 07/01/2009. Paydown. . ..... 1,960 ... 2,011 ............. 1,960 .......... 1,960 .................. 0 ................ (50) .. D ............... (50) ................. 0 ... D .................. 0 ................ .44 .................. 3 FHLMC Pool A84118 MBS 4.500% 01/01/39

. . ::::1 . : . ·:::: .............. .31 1312930-SF-8 .. ...... 01/09/2009 .. Bank of America Sec .............. DB/01/2009. Paydown. ...1.861 .. .1,909 ............ .1,861 ............... 1,861 .................. D ................. 0 . ....... D .................. 0 t .................. D ................ .49

I~""' ~ ... G ·= "'""'" j I I ••••••·····; :::: I ... :

312930-SF-8 ... ..... Dl/09/2009 Bank of America Sec. .. .... 09/01/2009 Paydown ................ 1,872 .......... .1,920 ........... .1,872 ................. 0 ................ D ....... 0 .................. 0 . " ........... 56 .................. 31

1312930-SF-8 IFHLMC Pool AB4118 MBS 4.500% 01/0i/39 1 1

1

...... 01/09/2009 .. jBank of America Sec. .. .. f .. 10/01/2009. Paydown. .. ............. 1.880 l ........... .1,928 ............ 1,880 ................ (48) .................. 0 f .............. (48) ................. 0 ................ D ............. 0 .................. D f ................ 63 .................. 3

1312930-SF-8 .. /PrlLW!C Pool A84118 MBS 4.500% 01/01/39

......... .1.587,441 ..... 0 .............. (364). .. ........ 0 ............. (364) .... ,, ........ 0 1················0 .......... (27,454) ......... (27 ,454)1 .......... 54,378 .. 2,3221 1... , ....... f.JJ1/09/2009 .. Bank of America Sec ................. 10/29/2009 .jJP Morgan Chase............ .. ... .1,548,134 ...... 1,587,805f ...... 1,559,987

1 FHLMC Pool A84118 MBS 4.500% 01/01ml J : J 312930-SF-8 ......... 01/09/2009 . Bank of America Sec. ..11/01/2009 Paydown....................... .. ......... 1.889 ........... .1,937 ....... .1,889 ........ 1,889 ........ 0 ................ (48) . .. ....... 0 ................ (48) ................ 0 ................ D ..... 0

i146.9:SJ ••••••••• ~.~~~ ......... 3 912810-FT -0 Ius Treasury Note 4.500%02/15/36 .. 02/26/2009 .. CitiGroup .. 09/30/2009 Barela s Capital Inc ................ 3,200,000 ....... 3,601,263 ....... 3,449,112 ......... 3,596,100 .................. 0 . JS, 162) . .. D ........... JS, 162) ................. 0 .... .0 ......... (146,988) ............ .4,773 0399999. Bonds· U.S. Governments 4,766,690 5,208,099 5,027.655 5.202,097 0 (6,001) 0 (6,001) 0 0 ( 174, 442) (174,442)1 150,961 7.125

FHLMC Poo I G08313 MBS 5.000% 01/01/39 3128MJ-K3-3 . .. 0 1/27/2009 CS First Boston Corp_ -------- .. 03/01/2009 . Paydown_ ............... 51,779 ........... 52,863 ........... 51,779 .............. 51,779 .................. D ....... J1,084) . .. ... 0 .......... .11,084) . ...0 .......... D .................. 0 ....... D .. ............. 216 .... 79

FHLMC Poo I 008313 MBS 5.000% 01/01/39 3128MJ-K3-3 ...

I FHLMC Poo I G08313 MBS .JJ1/27/2009. CS First Boston Corp ...... .. 04/01/2009 . Paydown .. .... ............... 19,688 ........... 20,101 ........... .19,688 .......... .19,688 ............. 0 .............. (412) .................. D ............ (412) ................. 0 ................ 0 ............ D .................. 0 ................ 164 .. ............... 30

5.000% 01/01/39 3128MJ-K3-3 ... .. 01/2712009 . CS First Boston Corp_ .. 05/01/2009 . Paydown_ ............... 81,323 ........... 83,026 ........... 81,323 ............ 81,323 .............. 0 .......... J1,703) .................. D .......... J1, 703) ................. 0 .. D ............... 0 D ............. 1,017 ............... .124

FHLMC Pool G08313 MBS 5.000% 01/01/39 ,3128MJ-K3-3 ... , .. ----- ! ........ .. 01/27/2009 CS First Boston Corp _ ...... JJ6/01/2009 Paydown_ ............. 82, 140 ........... 83,859 ........... 82, 140 .............. 82, 140 .. D .......... J1,720) . ....... 0 f ......... J 1,720) . ..... 0 ................ JJ .................. D ..0 ............ .1,369 ............... .125

FHLMC Poo I G08313 MBS 5.000% 01/01/39 I f· ............. 54,209 I ........... 55,344

I I

: I· . .. :I· J,~:: . . . ::I 3128MJ-K3-3 . .. 01/2712009 .. CS Fl rst Boston Corp _ -----· .. 07/01/2009 . Paydown ........... 54,209 ......... 54,209 .................. 0 ......... .J1.135) . .. ..... D .......... .J1, 135).. .. ...... 0 .......... D FHLMC Pool G08313 MBS 5.000% 01/01/39

3128MJ-K3-3 . . ...... .. 01/27/2009 CS First Boston Corp _____________ .. 08/01/2009 Paydown_ . ......... 22, 178 ....... 22,642 ...... 22, 178 ........ 22,178 ........... 0 .............. (464) .................. 0 .......... (464) ................. 0 .... 0 FHLMC Poo I G08313 MBS 5.000% 01/01/39

3128MJ-K3-3 .. -------------------------------- .. 01/27/2009 CS First Boston Corp ___ ... D9/01/2009 . Paydown. ......... .18.175 ....... .18,556 ..... .18,175 ....... .18.175 ........... 0 .............. (381) .................. 0 .... (381) ................. 0 ................ JJ .. .... D .................. 0 ...... 530 ........ 28 FHLMC Poo I G08313 MBS 5.000% 01/01/39

3128MJ-K3-3 " -------------------------------- ----------------- 1 ........ .JJ1/27/2009 . CS First Boston Corp_ ...... 10/01/2009 Paydown_ ............... 15,423 ........... .15, 746 ........... .15,423 .............. 15,423 .................. 0 ............ (323) . .. ... 0 .............. (323) . .. .... 0 ................ D .................. D .......... 0 ............... 514 ................ .24 FHLMC Poo I 008313 MBS 5.000% 01/01/39

3128MJ-K3-3 . I·"'"" .. 01/27/2009 . . CS First Boston Corp _ ..... .11/01/2009 . Paydown. ............... 31,019 ........... 31,669 ....... 31,019 .............. 31,019 .. 0 .............. (649) . .. ...... 0 .............. (649) ""• .......... 0 ................ .0 .................. 0 . .............. 0 ............ .1,163 .. .............. .47 FHLMC Poo I G08313 MBS 5.000% 01/01/39

3128MJ-K3-3 . ..J. .. 1 ........ .. 01/27/2009 CS Fl rst Boston Corp -· ----------· . .12/01/2009 . Paydown_ ....... 22,308 .......... 22,775 ......... 22,308 .......... 22,308 ............ 0 .............. (467) .................. 0 ............. (467) ................. 0 .......... . D .. .............. 0 .................. 0 .............. 930 .............. .34 FHLMC Pool 008313 MBS 5.000% 01/01/39

3128M~3~3 .. .. 01/27/2009 CS First Boston Corp _ ...... 12/01/2009 . Bank of America Sec _______ .......... .1 ,337,613 .. 1,365,620 ....... 1,400,419 ....... .1.365.434 ---- ... 0 .............. 1186) . ........ 0 .............. 1186) ................ 0 .. .............. D ........... 34.985 ........... 34,985 ........... 58, 149 ............ .2.044 FHLMC Poo I 008330 MBS 4.500% 01/01/39 I

3128MJ-LL-2 . .. 01/14/2009 . CS First Boston Corp. ..... 02/01/2009 . Paydown_ ................ 6.442 ............. 6,606 ............. 6,442 ... 6,442 .. .. .0 ... (164) . .. ........ 0 .............. (164) ................. 0 ................. 0 .................. .0 .................. 0 ................ .24 .. .. i5 FHLMC Poo I G08330 MBS 4.500% 01/01/39

3128MJ-LL-2 . .. 01/14/2009 CS First Boston Corp -------------· .. 03/01/2009 Paydown. ............. 5,669 ............ 5,813 ............ 5,669 ........... 5.669 ............ 0 ... (144) . ... D .............. (144) ................. 0 .......... .0 .................. D .. D ................ .43 . ............. .13 FHLMC Poo I G08330 MBS 4.500% 01/01/39

3128MJ-LL-2 ... . .01/14/2009 CS First Boston Corp _ . __________ .D4/01/2009 . Paydown_ ........... 5,784 ........... 5,931 ......... 5,784 ........... 5,784 .............. 0 ... (147) . .. 0 .............. (147) ................. 0 .... .0 ............... 0 .................. 0 ................. 65 .. ........... 14 FHLMC Poo I G08330 MBS 4.500% 01/01/39

3128MJ-LL -2 . -----r .. ,~ . CS First Boston Corp_ .. 05/01/2009 . Paydown_ ............... 15,487 -"-~ 1-"-~ -" ., I " -- - ,~, ., .... ---"[-'~' ................ 0 ------------ :I ---------"~--- ----------"f-m ............. .371

FHLMC Pool G08330 MBS 4.500% 01/01/39 3128MJ-LL ·2 ... ------------------------------·- .......... 01/14/2009 . _ CS First Boston Corp _ .. 06/01/2009 Paydown_ .............. 27,802 ........... 28,510 .......... 27,802 ............. 27,802 ................. D .............. (708) . . ...... 0 ............. (708) ............... 0 .......... 0 ................. 0 ............... 521

. .. :: FHLMC Poo I G08330 MBS 4.500% 01/01/39 3128MJ-LL-2 ... ......... . .......... ........ .. 01/14/2009 . CS First Boston Corp _ --------· .. 07/01/2009. _Paydown . .. . ... 31, 183 ...... 31,977 ....... 31,183 .......... 31.183 .............. 0 ..... (794). D ............. (794) ................. 0 .0 .. .......... 0 ................. 0 ........... 702

m ..... (J1


SCHEDULED- PART 5 Showing All Long-Term Bonds and Stocks ACQUIRED During Y;;ar and Fully DISPOSED OF Durinq Current Year

4 5 18 6 I 7 I 8 I 9 I 10 I 11 I Change in Book/Adjusted Carrying Value 12 I 13 I 14 I 15 I

3 2 17 19 20 21

CUSIP Identification Description

FHLMC Pool G08330 MSS 4.500% 01/01/39!

For-~ Date eion Acquired Name of Vendor

Disposal Date

Name of Purchaser

Par Value (Bonds)

or Number of

Shares (Stock) Actual Cost

Consideration


Unrealized Valuation Increase/

I {Decrease)

3128MJ-LL-2 1-------+--01/14/2009 --ICS First Boston Corp ____________ J-_08/01/2009 _jPaydown ~---- ______ 21,481 .. 22,028 .. 21,481 __ 21.481 __________________ o ,_

4.500% 01/01/39• 3128MJ-LL -2 __ FHLMC Pool G

08330 Mas ----4'.soo%--oi-ioi-is"sj-- __ l01/14/2009 cs First Boston corp ______________ o9/01/2009 -raydown t __ . .10,654 ___________ .10.926 t __________ .to. 654 t ____________ 10 .654 __________________ 0 ,_

3128MJ-LL-2-- FHLMC Pool G08330 MBS 4.500% 01/01/39- ---~--Oit14i2009 CS FirSt Boston Cor.p -------------- .J0101i2009 Paydown- . . _____________ 20,584 -- .... 21, 109 __________ 20,584 ____________ 20,584 .. 0 ,_

3128MJ-LL-2 _ __ ___ 01/14/2009 CS FirSt Boston Corp UBS Financial Services ____________ 2,830.447 ______ 2,902,535 _______ 2,851,675 ___ .... 2,901,306 FHLMC Poo I G08330 MBS 4.500% 01/01/3

3128MJ-LL-2 _____ 01/14/2009 CS First Boston Corp Paydown .... 24,467 ___________ 25,090 __________ 24,467 _____________ 24.467

3128PP-~H. ::: :::: ~;:::: :: :·::~~ :~:~;~: ....... 1_.10/29/2009 _,UBS Financial ServiCes -----------r--12/01/2009 _ Paydown_ ----------------~---------------8,617 1

. ___________ 8,938 ___ 8,617 _______________ 8,617 r-----

3128PP-MC-4 _ ___ .. 07/21/2009 _

1

Bare lays Capi !a I Inc ____________

1

__ 08/01/2009 Paydown _ ___ _______ __ ___________ _17. 454

1

.. ________ _17. 910 .... 17 ,454 _____________ _17 ,454~-----

3128PP-MC-4 ___ ~HL_Mc __ P0_01

__ J1_03~5--~~---- 4'500

% 07101124

___ .D7/21/2009 _ Barclays Capital Inc ____________ .. 09/01/2009 Paydown_ -------------------- _____________ 29,827 __ .. 30.607 ___________ 29,827 _____________ 29,827 ----

3128PP-MC-4 YHLMC~ool JI03~5 MB;l 4 '50~ 07~01124 ..... ..07121/20091Barclays Capital Inc. _ . .10/01/2009 Paydown. ····················l __________ 50,284 _________ 51,600 1 .......... 50,284 - .... .50,284 --

1

3128PP-MC-4 ~~:=.-. ~~:.; ~;~~~:= <:.:~.:.·~··~.:.;~~;~:~ .. 07/21/2009 --~Bar clays Capital Inc ------------~--11/01/2009 .1 Paydown __ -------------------- _____________ 21 ,8681 __________ 22,440 ~ ----- ... 21,868[ ____________ 21,8681

3128PP-MC-4 -I;;Hi~lic·?;~i-.iio?-is-iiB.s ----4'.-soo% __ 69_101124

__ 07/21/2009 _ Barclays Capital Inc_ __ ______ .. 12/01/2009 .jPaydown. ---------------------~------------53,569 ________ 54,9711 _________ 53,569[ _____________ 53,569

3128PP-YL-1 _ . - ________________ J ______ ,!.J0/30/2009 .. I Morgan Stanley __________________ .[_.12/01/2009 _jPaydown _ _l ______________ 63,002 L. _______ 65,581l __________ 63,oo2l _____________ 63,002 L 5.ann~ FNMA Poo I 555549 IMBS) ------- I I I I

31385X-EW-3 06/01/18 -------t--06/11/2009 -1 UBS Sec/War burg Di IIi on _________ f-W /01/2009 _j Paydown _ __( ____________ _123,536 ~--- ______ 128 ,014 ~ ________ _123,5361 ___________ _123,536 1-- ____________ 0 ,_ s.onm:

Current Year's (Amortization)/

Accretion

Current !Year's Other·

Than Temporary Impairment Recognized

Total Change in


Value (12 + 13-14)

16 Total



Value

Foreign Exchange


Realized Gain

(Loss) on Disposal


Interest and Dividends Received

During Year

Paid for Accrued

Interest and Dividends

.. 1547lt ________________ of 1547lf _______________ o t __ n __________________ o ( _______ o l _____________ 564 L. ______ 51

12111 ________________ o ~ ___ .12111~ ______________ o ____________ n 1----------------o ~- ___________ o ~--------------320 l--- __ . .25

.. 1524)' _______________ o 1 --------15241 _________________ o ________________ n 1__ __ __ o ~------------.... u --- .695 ~ _______________ _49

__ J1.229l __ __ _________ o __________ .J1.229l _________________ o _______________ o __________ 149.63' .. 149,631)[-- _____ 99,419 ... 6.722

__ 16231 __________________ o _______ 16231 _________________ o _____ o __________________ o L ______________ n

. ,.:~: ··········••••••••~ 1. ,.:~:1 ! ~•••••••••••~ •••••••••••••••••~ I : •••••••••••••= , ••..• ·· .: ------1572)1 _________________ 0 ...... 1572) -----------------0 1----------------D ~-----------------0 ~--- __ ____ D _______________ 328~----- ... 63

__ J1.402). _________________ o _____ J1.402l _________________ o ________________ n _________________ of--- _____________ o ____________ J,004 __ .. .154

J2,579il ................ o _ J2.579l ............... of _ ___ n \ _: t _ : ::: ~ .............. .126

.11,532 f--- ____ 58

__ D [ _______________ 32!--- .17

__ 257 _.J4.478l __________________ o ___________ J4,478l ________________ o t _______________ n

__ j3,481) __________________ 0 ________ ,13.481) _________________ 0 _____________ D __________________ 0 __________________ Q _______________ BOO ..200

__ J3.281) _ __ __ o __________ J3.281l _________________ o _____________ _o __________________ _o __________________ o ____________ .1,131 ___189

FNMA Pool 555549 IMBS) -··-·--

1

31385X-EW-3 ___ ~~~1~:~~-555549

IM85) S.OOO% _________ 06/11/2009 __ UBS Sec/Warburg DilliOn__ .. 08/01/2009 _ Paydown ___________ 96,041 t __________ 99,523 t __________ 96,041[ _____________ 96,041 t ____________ Q.

31385X-EW-3 ___ 06/01/18 __ _ _ __ _______ 06/11/2009 _ UBS Sec/Warburg DilliOn_ __09/01/2009 Paydown_ __ __ 90,511 __________ 93.792 ~ __________ 90,511 _____________ 90,511 ____________ 0 ,_ FNMA Pool 555549 IMBS) 5.000% I

:::::::~: ··· ~~%:~~ilss5549 (MBS) 5.ooo% ~- ·······tT::;::;:::: 1: :::;::::~:: ::::::: l ::;::;::: •1::::::: ••••••• _

1 _ :::::: t _ ::.:::

__ 91.723l _____________ 91,723 l--- ______ o [ __________ J3.32Sl,--- ____________ o __________ .13.3251 _________________ o _________________ o ______________ o __________________ o ____________ 1,529 [_ .191,

. •••~•~ ~···········•••••~. ······• :.::~:, ••••·••••••••••••~ ...• :::~: •••••••·•••·•••~ I••••~ ········••••••••••~ ·•··••••••••••••~ ··••·••••·•••:•~ ••••••••••••••••~ I FNMA Pool 555549 IMBS) 5.000% 1 I

3i385X-EW-3 06/01/18 _ __ ___ .. 06/11/2009 --1UBS SeciWarburg Dillion .. 12/01/2009 _ Paydown__ __ ____________________ _79,016 ~ __________ 81,880 FNMA Pool 935165 MBS 5.000% 05/01/24

------------------~-------r--06/08/2009 .jBank of America Sec ______________ [ __ 07/01/2009 _jPaydown __ _

314121!-MN-7 __ J__ ____ 5:~00~_~51_011_24 ___________ 06/08/2009 __ Bank of America Sec ____________ .D8/01/2009 _ Paydown_

FNMA Pool 935165 MBS 5.000% 05/01/24

31412U-MN-7-- 1------------------FNMA Pool 935165 MBS

31412U-MN-7 .. 06/08/2009 Bank of Amer i. ca Sec -------------~--09/01/2009 _j Paydown _ Pool 935165 MBS 5.000% 05/01/24 I

31412\HIN-7 _ .. 06/08/2009 Bank of America Sec _____________ . .10/01/2009 -jPaydown FNMA Poo I 935165 MBS 5.000% 05/01/24

31412U-MN-7 ___ .. 06/08/2009 __ Bank of A•erica Sec ____________ .. 11/01/2009 _1

Paydown FNMA Pool 935165 M8S 5.000% 05/01/24

31412U-MN-7 ___ _ __06/08/2009 __ Bank of America Sec Paydown FNMA Poo I 991133 MBS 4.500% 01/01/39

31415W-BA-O _ .. 01/09/2009 Greenwich Cap Mkts Paydown_ FNMA Pool 991133 MBS 4.500% 01/01/39

31415W-BA-O _ .. 01/09/2009 Greenwich Cap Mkts _ __03/01/2009 _ Paydown_ FNMA Pool \i\11133 MBS 4.500% 01/01/39

--------------~-------1 __ 01/09/2009 _jGreenwich Cap Mkts _______________ t __ 04/01/2009 ·j'Paydown FNMA Pool 991133 MBS 4.500% 01/01/39

31415W-BA-0 _________ 01/09/2009 _ Greenwich Cap Mkts _________________ 05/01/2009 _ Paydown Pool 991133 MBS 4.500% 01/01/39

31415W-BA-O ---1-

31415W-BA-O __ 01/09/2009 .!Greenwich Cap Mkts __ 06/01/2009 _j Paydown

. .16,665

.. .16,074

___15,797

__ _186,512

··-- r •. _::::::

__ 5,973

__9,236

------------------1-- ____ 23,267

____ 19,044

___ 32,554

___17, 123

__ _16,516

__ _16,231

__ _191,641

... 14,925

__ _15,006

___ 6, 134

___ 9,486

.. 23,895

__ _19,559

.. 33,434

79,973

.. 79,016

__ _16,665

___ 16,074

__ _15,797 __ .15.797 __________________ o ..... 14341 __________________ o ---------14341 _________________ o _________ o __________________ o ________________ o ________________ 1971-- ... 33

.. 186,512

__ _14,526 _,::::;: -- -- : ~5~~:::- - -_ _: j5;::: - _: t : -_: - : 3,~:: ,,,,,,,,,,,,,,,,,30

___ 389

__ _14,604 __ .14.604 __________ o ______________ I402l __________________ o ______________ 14021 _________________ o _________________ o ________________ o __________________ o ______________ .365 _________________ 3o

___ 5,973 __ 5 .973 __________________ o ________ 11611 __________________ o ___________ 1 1611 _________________ o _______________ o __________________ o _________________ o ________________ .22 _____ 9

___ 9,236 __ 9,236 __________________ o ..... 1250) __________________ o _ ---------12501 _________________ o __________ o __________________ o ____________ o _________________ 69 ____ 14

__ 23,267 .. 23.267 ___ o ~ _____________ 1629)~--- ____________ o ~ _____________ 16291 ________________ o ~ _______________ _o _____________ o 1-----------------o ________ 262 ________________ 35

... 32,554 ___ 0

... o f -- ............. o t-------- _________ o t ______________ 286 t------ ... 29

__ o _________________ o _______________ 610 ___ __ ___ 49

.. .19,044 19.044 ~- ________________ o t----- ..... 1515lt _________________ o t------ ....... 1515lt ________________ o

___ 32.554 _________________ o __ .. 18801 _________________ o ____________ I8BOl ________________ o

m ..... ~ i\:)

CUSIP Identification

31416A-7A-2

31416A-7A-2

2 3 4 5


SCHEDULED- PART 5 Showing Ail Long: Term Bonds andStocks AC:QUIRED During'{~ar and Fully[)ISPOSED QF During Current Year

6 I 7 I 8 I 9 I 10 I 11 I Change in Book/Adjusted Carrying Value 12 I 13 I 14 I 15 I


Current !Year's Other

17 18 19 20


21

Description For-~ Date eiqn Acquired Name of Vendor

Disposal Date

Name of Purchaser

Par Value (Bonds)

or Number of

Shares (Stock) Actual Cost

Consideration

Book/ Adjusted Carrying Value at Disposal I (Decrease)


Accretion

Than Temporary Impairment Recqgnized

Total Change in


Value (12 + 13 -14)

16 Total



Value

Foreign Exchange


Realized Gain

(Loss) on Disposal

Total Gain (Loss) on Di~osal

During Year

Paid for Accrued


FNMA Poo I 994689 MBS

.. 01/09/2009 . .!Greenwich Cap Mkts 4.500% 01/01/39

f .. 07/01/2009 .jPaydown .

4.500% o1101139 I ........ t .. 01/09/2009 ·I Greenwich Cap Mkts ................ ~ .. 08/01/2009 .j Paydown .

4.500% 01/01/39 ........ 1 .. 01/09/2009 .. j Greenwich Cap Mkts ................ ..09/01/2009 .j Paydown .

.......... 01/09/20( 4.500% Q1tn1/':I.Q

.. 02/26/2009 . .I Greenwich Cap Mkts f . .11/01/2009 .j Paydown .

...... 67,671 .. 69,500

..... 28.478 ..29,248

. ... .15.930 ... .16,361

... 67,671

.. 28.478

.. .15,930

.... 67,671 t ..... .......... 0 •·

... 28.478 ... .. ...... 0 •· .. (770)

j1,829lf ................ 0 I· 11,829)1 ... . . 0 I .............. 0 1- ....... 0 I ·············· 0 I .. .1,5231 ..... .102

............. 0 f (770l·· . 0 1············0 I ..... 0 I· ..... 0 f .......... 7481 .... 43

.. (43tn .............. o 1... . ... o ................. o 1 .............. o ~ ............. ..478 1 ................ 24 ... .15,930 f· ................ 0 1 ............. (431)

. .15,828 ~ . .............. 0 ' .. 534 f ............. 24

..... (51,92711 ......... (51,927lL ........ 115,090 ... 4,915

31416A-7A-2 Pool 994689 MBS 5.000% 02/01/39 .. 02/26/2009 . .I Greenwich Cap Mkts , .. 12/01/2009 .j Paydown . ..... 24.563 ... 25.031 ... 24,563 ................. 0 ~- .......... B21 1... . ... 38

31416A-7A-2 _ i __ -----+--02/26/2009 --1 Greenwich Cap Mkts _ ----------- LJ2/01/2009 JP Morgan Chase .......... ~ .......... 1,909.082 . .1,945,474 FNMA Poo I AA3057 MBS 4.500% 05/01/24

31416L-MF-0 ~-······t·.10/29/2009 ·jJP Morgan Chase .................... f . .12/01/2009 4.500% 04/01/24

Paydown . . ....... ~-· . .14.609 .. .15, 154

31416L-QY-5 ......... 04/08/2009 .. Bank of America Sec 4.51 ___ - ·- ....

.. 04/08/2009 . .I Bank of America Sec 4.500% 04/01/24

.......... t.05/01/2009 ·1 Paydown

............ 06/01/2009 . Paydown .... 31416L-QY-5

31416L-QY-5

_. ·-. 1.. . .. +.04/08/2009 .. j Bank of America Sec . .. ..... ~ .. 07/0112009 ·j Paydown .

FNMA Poo I AA3170 MBS 4.500% 04/01/24 31416L-QY-5.

.. 04/08/2009 .J Bank of America Sec .

.. 04/08/2009 . .I Bank of America Sec

.. 08/01/2009jPaydown

.. 09/01/2009 . Paydown

................ ~-· ............. 9. 774 .. .10, 122

. .. 8.703 ... 9,013

...... .7.467 f·· . .7.733

....... 14,595 ~ .......... .15, 115

... .7.470 L ...... .7,736

... 2,001,255

.. .14,609

... 9,774

... 8.703

.. .7.467

...14,595

. .7,470

___ 1 ,944,933 ~ ________________ _{) ~-.- ---------- (541)~--- ________ l.l .. (541) ... ... 0 .. . .0 .. .75,037 ... 2,917 ' .. 56,322 [""" .... 56.322

.... .14,609 t·· .............. 0 f . ... (546)f .............. D f .. (546)f ............. 0 f ......... .0 ~ ................. D ~ ...... D f ............. 55 f ............. 29

... 9,774 ... .. ..... D l ............ (348)l ................ D f·· ......... (348)[... . ... 0 t ............... 0 ~.... .. ..... u .. 18 ................ D I .............. 37, .. .

.... 8,703 f... .. ..... D ~ ........... (310)f ................. U

.. .. .7.467 f ................ D f ............. (266lf... . ... D ... .

..... .14,595 ~ ..

..... 7.470

0 t ............ (520)t ................ D ... .

.D ............ (266) ................. D ... .

.. (310) ....

::1 :!··············~····· : :1 ,: ; . (266) .. 0 .............. 0 ........ D .................. D ..... .140 ... 14

m ..... (]1

(..,

CUSIP ldenti-

fication

2

Description

3 4

For-~ Date eign Acquired


5

Name of Vendor

SCHEDULE D .. PART 5 Showing All Long-Term Bonds and Stocks ACQUIRED Durinq Year and Fully DISPOSED OF Durinq Current Year

6 I 7 I 8 I 9 I 10 I 11 I Change in Book/Adjusted Carrying Value 12 I 13 I 14 I 15 I

Disposal Date

Name of Purchaser

Par Value (Bonds)

or Number of

Shares (St()ck) Actual Cost

Consideration

Book/ Adjusted Carrying Value at Di~sal


lJpecrease)


Accretion

Current Year's Other

Than Temporary Impairment Rec()gflized

Total Change in


Value (12 + 13- 14)

16 Total



Value

17

Foreign Exchange

Gain (loss) on Di~sal

18

Realized Gain

(loss) on Disposal

19


20


During Year

21

Paid for Accrued


4.500% 04/01/24 31416L-QY-5 -~Bank of Aoerica Sec ............... 1 . .10/01/2009 Paydown. . ..... 1 ............... 9,0761 ............ 9.400 ............. 9,076~·-· ........... 9.0761 ................. 0 1 ............. (323)~·········· ... 0 .............. (323)1 ................ 0 I ..... .0 .. 0 .................. 0 1 .............. 204 ~ .. ·············· 17

31416L-QY-5 .. Bank of America Sec ................ .11/01/2009. Paydown. .. J: ~~~ .......... .15,117 .14,597 .... . J:·~~~ ················-~ .(~~:) ....... 0 (~~:) . : ..... 0 .................. 0 . ~ .... ··········~~~ ················~~

Bank o1 Amer 1 ca sec . .12/01/2009 Paydown ___ _ ________ .. _____ !, <::'\JU ___________ } ,456 ____________ }, 200 ___ ----------' ,LUU .. ________________ .u _____ I.~:Jo) _________ .0 _________ .. ___ \.i::::>OJ _________________ v _______________ .0 __________ ....... JJ __________ iJ _______________ .t. 10 __ ~''

FNMA Poo I AA8476 MBS 31416S-M2-4. UBS Sec/Warbur9 Dillion .. 08/01/2009 Paydown. . ............. .10,868 ........... .11,303 ........... .10,868 ....... .10.868 .................. 0 .... (435) .................. 0 .............. (435) ................. 0 ................. 0 .................. 0 ............ 0 ................ .45 .. .23

FNMA Pool AA8476 MBS 31416S-M2-4. UBSSec/Warbur9Dillion. ..09/01/2009. Paydown. . ............. .11,506 ............ 11,968 ......... .11,506 .............. .11,506 .................. 0 .............. (460) ................. 0 .............. (460) ................. 0 ........ 0 .................. 0 .................. 0 ............... 96 ................ .24

FNMA Pool AA8476 MBS 31416S-M2-4 .. . U8S Sec/Warburg Di Ilion. ..10/01/2009. Paydown. . ... 46,050 ............ 47,892 ............ 46,050 ............ .46,050 ..... 0 ........... 11.842) .................. 0 .... 11,842) ................. 0 ................. 0 .... 0 .................. 0 ............... 576 ..... 96

FNMA Pool AA8476 MBS 31416S-M2-4. UBS Sec/Warburg Di II ion

1

. .11/01/2009. Paydown. .. .. .10,376 ........ .10,791

1

........... 10,376 ............. .10,376 ... 0 .............. (415) .................. 0 ......... (415) ................. 0 ................. 0 .................. 0

1

................. 0 ............... .173 .... 22

1

.31416S-M2-4 .. :: :: ::::: :: :·:::: ::;::;:: 1.... ..06/30/2009 _ U8S Sec/Warburg Di II ion .......... 12/01/2009 Paydown. .. .............. 9,687 ........ 10.074 ............ 9,687 ... 9,687 .................. 0 .............. (387) .................. 0 .............. (387) ............... 0 ................. 0 .................. 0 .... . ... 0 .............. ~02 ................ .20.

31416S-QC-8 1.. .. 07/21/2009 .. Bank of AmeriCa Sec. _ ...... 08/01/2009 Paydown. .. ............. 40,848l .......... 41,933 .......... A0,848l... . .... 40,848 .................. 0 .......... .11.085) .................. 0 .......... .11,085) ................. 0 ................ .0 .................. 0 .. .. ...... 0 ................. 53 ................ 1171

31416S-QC-8. .. .. ~.~~~~~~;;~;;~~ 1 ....... 1 .. 07/21/2009 .. I Bank of Amema Sec ............... 1 .. 09/01/2009 .!Paydown... .. .... 36,433 ........... 37,4011 .......... 36,4331 ............. 36,433 ~- ................ 0 ~ ............. (968)1 ................ 0 1 ............. (968) ................. 0 ............. 0 1 ................. 0 1 ................. 0 1 ..... - ... .. 273 ............... .1051

314168-QC-8. .. .. 4.soo%.ii?ioi/

24 .......... 07/21/2009. Bank of Amema sec ................ .10/01/2009. Paydown. .. ........... 24,322 ........... 24.968 .. ...24,322 ............ 24.322 ................ of ............. 16461 ................ o ............. (6461 ................ of ............. .o ................. o ................. o ... ......... 274 ................ .70

314168-QC-8 ........................................ ..07/21/2009 Bank of ~"'rica Sec. .. .... .11/01/2009 Paydown. .. ............ 23,166 .. 23,781 ........... 23,166 ......... 23,166 .................. 0 .............. (615) .................. 0 .... (615) ................. 0 ................. 0 1... ..0 ................ 0 ............... 347 ... 67

31416S-QC-8. : :::~ :::::::: :.:: ::;::;:: .. 07/21/2009 .. Bank of America Sec. . .... .12/01/2009 Paydown. .. ............. 90,723 ......... 93, 133 ........... 90,723 ...... 90.723 .................. 0 .......... .12,410) .................. 0 .. 12,410) ................. 0 ................. 0 ... .. ...... 0 ................. 0 ............ .1.701 ............... 261

31416T-2S-7. ..06/30/2009 .. U8S Sec/Warburg Di i I ion .. 08/01/2009 _ Paydown .............. .15,402 ........... .15,994 ...... 15,402 ............. .15,402 .................. 0 .............. (592) .................. 0 .............. (592) . .. .. 0 ................ .0 1 ................. 0 ... 0 ............... 64 ............... 32

31416T-2S-7 .. ::: :::: ::::: :: :::::: ::;::;:: .. 06/30/2009. U8S Sec/Warburg Di Ilion. ..09/01/2009 _ Paydown. .. ............ .13,533 ........... .14,054 ..... .13,533 ............. .13,533 .................. 0 .............. (520) .................. 0 .............. (520) ................ 0 ................. 0 ................. 0 ... 0 ............... .113 ................ .28

31416T-2S-7 ... ..06/30/2009 _ UBS Sec/Warburg Di II ion ... _ . .10/01/2009 Paydown.. .. .... , ............. .14,098 ......... .14,640 ........... .14,098 ..... .14,098 ......... 0 .............. (542) .................. 0 .... (5421 ................. 0 ................. 0 ... . ......... 0 .................. 0 ............... .176 ..... 29

31416T-2S-7 ::: :::: ::::: :: :::::: ::;::;:: .. 06/30/2009 .j UBS Sec/War burg Di II ion . ..11101/2009 Paydown . .. ........ 101,830 I· ........ .105, 744 _ .. .101,830 ............ .101,830 f ................. 0 ........... 13,914) .................. 0 .......... .13,914) ................. 0 .............. .0 .................. 0 .................. 0 ............ J, 697 [ .............. 2121

31416T-2S-7. ..06/30/2009 UBS Sec/Warbur Dillion . .12/01/2009 Pa down. .. ... .41,017 .......... <2,593 ........... A1,017 .............. 41,017 ................. 0 ........... 11.577) ................. 0 ............ (1,577) ................. 0 ........ .0 .................. 0 .................. 0 ........... 855 ................ 85 3199999. Bonds- U.S. Special Revenues 11,954,842 12,257,211 12,166,374 12,176,625 o (80.586) o (80.586) o o (10,2511 (10,2511 412,877 21.953

LB UBS Conm Mig Trust 2007 C7 CMO COMM 52109R-BM-2 ... 5.866% 09/15/45. ..05/20/2009 .. Barclays Group Inc ................... 09/24/2009 Morgan Slanley. .. ... 1 ............ 200,000 I ........ .170,492 I ........ .173,563 1.. . .... 171,383 1 ...... .... B90 [.... ..B90 [ ................ 0 j ............... .O ... 2, 180 ... 2,180 .. .4,497 ... 489

L8 UBS Conm Mtg Trust 2007 C7 CMO COMM 52109R-BM-2 ... 5.866% 09/15/45. ..05/20/2009 .. Ci1iGroup .. 09/24/2009 Morgan Slanley. .. ... t ............ 335,000

MidAmer1can Energy Corp Note MW 30 BP 59562V-Au-1 ... Priv Pic 3.150% 07/15/12 .. 07/01/2009 Chase Securities. ..09/23!2D09. Tax Free Exchange ......... .1.200,000

Wachovia Bank Mig Tr 2007-C34 A3 CMBS 92979F-A[}-2 ... 5.678% 07/15/17 .. 05/21/2009 Wachov i a Bank .. 08/13/2009 .JBank of America Sec .. .705,000

3899999. Bonds - Industrial and Miscellaneous (Unaffiliated) 2,440,000

8399998. Total - Bonds 19,161,532

8999998. Total - Preferred Stocks 9799998. Total- Common Stocks 9899999. Total- Preferred and Common Stocks 9999999 - Totals

.. .287,328 .. .290, 717

.. 1,199,652 .. 1, 199,676

... 602, 197 .617,756 2,259,669 2,281,712

19,724,979 19,475,741

19,724,979 19,475,741

288.772 f ....... .1,444 f ................. 0 f... .. 1.444 f· .. ............. 0 1

............... .0 I ... .1.945

.. 1' 199,676 f ............... .24 f ................. .0 f ............... .24 f ... 0 f ............... .0 f ................. 0 f ........... 0 I 7,980 f ................. D

... .1,945 .. .7,533 ... 819

.. 604,266 o I ........... 2,069 o I 2,069 o I ................ 0 .. .13,491 .. .13,491 .. .11,898 .. .2,891 2,264,097 4,427 4,427 17,616 17,616 31,908 4,199

19,642,819 (82, 160) (82, 160) (167,077) ( 167,077) 595,746 33,277

19,642,819 (82, 160) (82, 160) ( 167 ,077) (167,077) 595,746 33,277


Schedule D - Part 6 - Section 1 - Valuation of Shares of Subsidiary, Controlled or Affiliated Companies

Schedule D ·- Part 6- Section'~

N 10NI E

E16

m ...... --J


CUSIP Identi-

2 Codes 3 I 4

For-

5 6

fication I Description Code eign Date

Acquired Name of Vendor 0399999. Total- U.S. Government Bonds 1 099999. Total - All Other Government Bonds 1799999. Total- U.S. States, Territories and Possessions Bonds 2499999. Total- U.S. Political Subdivisions of States, Territories and Possessions Bonds 3199999. Total- U.S. Special Revenues Bonds 3899999. Total- Industrial and Miscellaneous Bonds (Unaffiliated 4199999. Total - Credit Tenant Loans 4899999. Total- Hybrid Securities 7799999. Total-Issuer Obligations 7899999. Total- Single Class Mortgage-Backed/Asset-Backed Securities 7999999. Total - Defined Multi-Class Residential Mortgage-Backed Securities 8099999. Total- Other Multi-Class Residential Mortqaqe-Backed Securities 8199999. Total- Defined Multi-Class Commercial Mortgage-Backed Securities 8299999. Total- Other Multi-Class Commercial Mortgage-Backed/Asset-Backed Securities 8399999. Total Bonds 8699999. Total- Parent, Subsidiaries and Affiliates

SCHEDULE DA- PART 1 Showing All SHORT-TERM INVESTMENTS Owned December 31 of Curreni Year

7 I 8 I Change in Book/Adjusted Carrying Value I 13 14 Interest 21

Maturity Date


Value

9 I 1o I 11 I 12 15 16 17 18 19 20 Total

Foreign Amount Due Current Exchange and Accrued

Current Year's Other Change in Dec. 31 of

Unrealized I Year's Than Book/ Current I Non- I I I I Amount Valuation (Amor- Temporary Adjusted Year on Admitted Effective Received Paid for Increase/ tization)/ Impairment Carrying Bonds not Due and Rate Rate When During Accrued

I (Decrease) Accretion Recognized Value Par Value Actual Cost in Default Accrued of of Pa1d Year I Interest ol ol ol oJ ol ol OJ o I XXX I XXX I XXX I o I o ol ol OJ oJ ol ol OJ o I XXX I XXX I XXX I o I o OJ ol ol OJ OJ Ol Ol 0 I XXX I XXX I XXX I 0 I 0 o I o I o I o I o I o I o I o I XXX I XXX I XXX I o I o 01 01 01 01 01 01 OJ o I XXX I XXX I XXX I 0 I 0 ol ol ol ol ol 01 oJ o I XXX I XXX I XXX I o I o 01 OJ OJ 01 01 01 OJ o I XXX I XXX I XXX I 0 I 0 ol 01 ol 01 ol 01 01 o I XXX I XXX I XXX I 0 I o 01 ol ol 01 ol 01 01 o I XXX I XXX I XXX I 0 I o ol ol ol ol of of Of o I XXX I XXX I XXX I o I 0 ol ol ol ol ol ol 01 o I XXX I XXX I XXX I o I o 01 ol 01 01 01 ol Ol o I XXX I XXX I XXX I o I 0 o I o I o I o I o I o I o I o I XXX I XXX I XXX I o I o 01 01 01 01 01 ol Ol o I XXX I XXX I XXX I o I o 01 01 O! O! 01 O! O! o! )(XX ! XXX I XXX ! 0! 0

ol ol ol ol ol XXX I ol ol o I XXX I XXX I XXX I o I o

:::::::~: ~~m::e;r;~:~r~ c~~~~ M~~~e~~:rk;t lnst j ··········· t ::;::;::: j :: :::::: . :: t . . : : t .... : : t . . . : ~ : : t ::::: t . ::::: , .. : t :I 300250-70-1 ... Evergreen lnst Treasury 1M". No Broker ..... XXX ......................... 0 .... 0 .................. .D ....... 0 ................... 0 ......... 0 .................... 0 ........... 0 .................. 0 ...... 0.000 I .......... 0.000 ... 0 I 316175-10-8 Fidelity Institutional Government Portfolio .. No Broker ..... XXX ......................... 0 ..... 0 ................... 0 ........ 0 .................. 0 ......... 0 ..................... 0 .............. 0 .................. 0 .. 0.000 .......... 0.000 .. 0 38141W-27-3 .. Goldman Sachs Fin Square Government Fund No Broker . ..XXX ............ .40,000,000 ................... 0 .......... 0 ................... 0 ........ 0 ..................... 0 ....... 40,000,000 .. 0 ............ 0 ...... 0.000 ..... 0.000 ..... .332 .................. 0 47102S-54-4 Janus Government Mmkt No Broker .. XXX.. . ... 0 ................... 0 .......... 0 ................... 0 ......... 0 ..................... 0 ........ 0 .... 0 ................. 0 ...... 0.000 ........ 0.000 .......... 3 ................. 0 60934N-1Q-4 ... Federated Gov't Oblig Fund. No Broker. .. ... XXX ......................... 0 ....... 0 ............. 0 ........ 0 ................... 0 ............ 0 .... 0 .................... 0 .................. 0 ....... 0.000 ....... .0.000 .... 0

Morgan Stanley Institutional liquidity Fund 61747C-7D-7 Government Port No Broker .. . ... XXX.. ...0 ................... 0 ........... 0 ................... 0 ........ 0 ..................... 0 ...... 0.000 ....... .0.000 ............ 68 .................. 0 665278-70-1. Northern Ins! Govl Select Port No Broker. .. ... XXX.. ...0 ................... 0 .......... 0 ................... 0 ........ 0 ..................... 0 ...... 0.000 , ......... 0.000 ....... 68 .................. 0 76628T-31-4 Ridgeworth US TREAS MMKT No Broker .... XXX ......................... 0 ... 0 ....... 0 .... 0 ................. 0 ........ 0 ..................... 0 ............... 0 .......... 9.000 ... D 94975H-29-6 .. Wells Fargo Treasury Plus MMKT Fund- Ins! No Broker ..... XXX.. . .. .10,000,000 ................... 0 ................... 0 ..... 0 .................. 0 ....... 0 ........ .10,000,000 .................. 0 .......... 0.000 ........................... 5 .. 0 94975P-4D-5 Wells Fargo Government MMKT Fund-Ins! Cis .. No Broker . .. ... XXX ......................... 0 ............... 0 ....... 0 ................... 0 ........... 0 ..................... 0 ........... 0 ... 0 ... 0.000 ........ ~ .................. 0 8899999. Exempt Money Market Mutual Funds so.ooo.ooo o o o o XXX so.ooo.ooo o o XXX XXX 4g7 o

•• ~ •. L ••••••••••••••••••~ t •••••••••••••••••~ t · ••·•···~ t · · ••••••••••••~ t •••••••••••••••~ t ••••••~·~~~ t • ••••~·~~~ I•••••• • J 2.02! 00078H-55-4 ... ABN AMRO Ins! i lui ional Prime MMKT ... . 12/31/2009 No Broker . 01748V-55-1 Allegiant Advantage Ins! MMKT .12/31/2009 .. No Broker

Barclays Global Prime MMKT Fund Premillll 066922-75-8 ... Shares. .12/30/2009 .. No Broker ..... XXX ............ .40,000,000 ................... 0 ..... 0 ................... 0 ... 0 ..................... 0 ... .40,000,000 ..................... 0 ................. 0 ...... .0.000 .... 0.000 ........................ 1,864 .................. 0 09248u-7t-8 BlackRock Liquidity Funds T-Fund Port. .12/31/2009 .. No Broker. .. ... XXX.... ..0 ................... 0 ......... 0 ................... 0 ........ 0 .................... 0 .............. 0 .. 0 .................. 0 ...... 0.000 ....... 0.000 ............. 0 .................. 0 19765K-B8-8 ... Colunbia (Nations) Money Market Reserves. .12/31/2009 No Broker.. .. ... XXX.. . ................. 0 .... 0 ................... 0 ......... 0 ................... 0 .......... 0 ... 0 ..................... 0 .................. 0 .... .0.000 ........... 0.000 ........................... £26 ... 0 22544M-4D-5 Credit Suisse Ins! MMKT Prime Port A. .12/31/2009 .. No Broker.. .. ... XXX.. .. .............. 0 ... 0 ................... 0 ........ 0 ................... 0 .......... 0 ... 0 .................... 0 .................. 0 .... .0.000 ........... 0.000 ............................... ~ ... 0 26188J-20-6 Dreyfus Cash Mgmt Money Market Fund .12/31/2009 No Broker ... .. ... XXX.. .. ..... 0 ..... 0 ................... 0 ........... 0 .......... 0 .... 0 ..................... 0 .................. 0 ...... 0.000 .......... 0.000 .......................... .! ,464 .................. 0 .

~:!~~~=~~~ ••• ~:::~~:e;n~~~!~:~:~~! ~;:~eA~::;t;~~d .· • :~~~:~~: •• ~: :::~:: • • •••. ~~.. ·······~ ••••••••••••••••••• ~ .•••••••••• ~ ••••••••••••••••••• ~ ........ 0 .. ············~ •••••••••••••••••••• ~ ····~ ••••••••••••••••• ~ ~·~~~ ... .~.~~~ ••••••• ••• • •• ;~~ •••••••••••••••••• ~I 300250-60-2 .. Evergreen Institutional Money Markel... .12/30/2009 .. No Broker. .. ... XXX.. .. .... 35,000,000 .................. 0 .......... 0 .................. Jl ......... 0 ..................... 0 ........ 35,000,000 .... 0 .................. 0 ...... 0.000 ........... 0.000 .............. £90 .................. 0 31678R-5Q-2 Fifth Third Institutional Govt MMKT. .12/31/2009 No Broker.. .. ... XXX ......................... 0 ..... 0 ................... 0 .............. 0 ................... 0 ........... 0 ..... 0 ..................... 0 ... 0 ...... .0.000 .......... Jl.OOO 1......... . ... 56 .. 0 31678R-70-0 Fifth Third lnst i lui i ana I MMKT . . 12/31/2009 No Broker .. . .. ... XXX.. .. ..... 0 ..... 0 ................... 0 ...... 0 ................... 0 ............ 0 ... 0 ..................... 0 .. 0 ...... 0.000 .......... 0.000 1 ......................... .!. 971 .. 0 31846V-54-2 .. First American Treasury Obligations Fund Z. .12/31/2009 .. No Broker. .. ... XXX ......................... 0 .................. 0 ....... 0 ................... 0 ......... 0 ..................... 0 .................... 0 ... 0 .................. 0 ...... .0.000 .......... 0.000 1....... .. .......... 0 .................. 0

First American Government Obi igations Fund Z

~~ ;·;::~:;;~~:;-~"··· •i~ .. ~~~~· i •••·•~~ i i ······· i i i .... ~::~ i i iEI jE: •••••• iE i


SCHEDULE DA- PART 1 s· .,_ ..... Ali SHOw~- . .... INVESTMENTS -- .... _ dO 1-_ __ ,., ___ -. -· .. -··· . --·

1 2 Codes 5 6 7 8 Change in Book/Adjusted Carrying Value 13 14 Interest 21 3 4 9 10 11 12 15 16 17 18 19 20

Total Foreign Amount Due

Current Exchange and Accrued Current Year's Other Change in Dec. 31 of

Book/ Unrealized Year's Than Book! Current Non- Amount CUSIP Adjusted Valuation (Amor- Temporary Adjusted Year on Admitted Effective Received Paid for ldenti- For- Date Maturity Carrying Increase/ tization)/ Impairment Carrying Bonds not Due and Rate Rate When During Accrued fication Description Code eign Acquired Name of Vendor Date Value (Decrease) Accretion Recognized Value Par Value Actual Cost in Default Accrued of of Paid Year Interest

UBS Global Asset Mgmt Select Prime lnst Fund 90262Y-5Q-5 ~~~ ----·-------------------·-······ ~~~~~~.-~~~~ ~ ~ t2/30/2009 ~~ No Broker . ~~ ~ XXX ~~~ ~~~~~~~~AO. 000. ooo ~~~~~0 ~~~~~~~~~~~~~~~~~ .. 0 ~ ~ ~ ~0 ~~~~~~~~~~~~~~~~ ~~~0 ~ ~ ~~ ~~~~~~~~~~~0 ~~~~~~~~AO, 000,000 ~~~~~~~~~~ ~ ~~~~0 ~~~~0 ~~~~~~.0.000 ~~~~.-~~~~~0.000 ...... ~ -~~~~~~ ~ ~~J. 685 ~~~~ .. ~~~~~~~.-~~~0 949917-39-7 ~~~ Wells Fargo Advantage Herltage Money FL11d ....

~~~~~~~~~~~~ ~ ~ 12/31/2009 ~~ No Broker . ~~~XXX ~ ~ ~~~~~~~0 ~ ~0 ~~0 ~ ~ ~0 ~~~~~ ~~~~~ ~~~~~ ~ ~~~0 ~~~~~~~~~~~~~0 ~~~~~ .. ~~~~~~~~~~~~~~0 ~~~~~~~~~~ ~ ~~~~0 ~~0 ~~~~~~.0.000 ~.-~~~~~~ ~0.000 ~~~~~~~ ~~ ~~~~~288 ~~0 UHC HealthCare Liquidity Pool Pro Rata Share (Portion) ~ 12/31/2009 No Broker ~ XXX ~~~~ ~ ~~~~~~~J3 ,742,7 48 0 ~~~~~ ~ ~~~~~~~~~~~0 ~~~ ~ 0 ~~ ~~~~~~~~~~~~~~~~0 ~~~~ ~~~~~~0 ~~~ ~~ ~ .. J3. 7 42. 748 ~~~~~~~~~0 ~~~~~~~~~~~~ .. ~~~D ~~~~~~.0.000 ~~~~~~~~~~0.000 ~~~ ~~J ,653 ~~~ ~ D

8999999. Class One Monev Market Mutual Funds 169,359,309 0 0 0 0 XXX 169.359.309 0 0 XXX XXX XXX 22.598 0 9199999 - Totals 219.359,309 0 0 0 0 XXX 219.359,309 0 0 XXX XXX XXX 23,095 0

m ..... --.J

ANNUAL STATEMENT FOR THE YEAR 2009 OF THE UnitedHealt~care Plan of the Rivm Valley, Inc.

Schedule DB - Part A - Section 1 - Options, Caps, Floors and Insurance Futures Options Owned

NONE

Schedule DB- Part A- Section 2- Options, Caps, Floors and Insurance Futures Options Acquired

NOl\JE

Schedule DB- Part A- Section 3- Options, Caps, Floors and Insurance Futures Options Terminated

No~ N E

Schedule DB - Part B - Section 1 - Options, Caps, Floors and Insurance Futures Options Written and In Force

NOl\JE

Schedule DB- Part B- Section 2- Options, Caps, Floors and Insurance Futures Options Written

NOl\JE

Schedule DB- Part B- Section 3- Options, Caps, Floors and Insurance Futures Options Terminated

NONE

Schedule DB - Part C - Section 1 - Collar, Swap and Forwards Open

NOl\JE

Schedule DB - Part C - Section :2 - Collar, Swap and Forwards Opened

NOl\JE

Schedule DB - Part C - Section 3 - Collar, Swap and Forwards Terminated

NONE

Schedule DB - Part D - Section 1 - Futures Contracts and Insurance Futures Contracts Open

N 0 ~J E

Schedule DB- Part D- Section 2- Futures Contracts and Insurance Futures Contracts Opened

N 0 ~J E

Schedule DB- Part D- Section 3- Futures Contracts and Insurance Futures Contracts Terminated

NONE

Schedule DB- PartE- Section 1 - Counte1rparty Exposure for Derivative Instruments Open

N 0 ~J E

E18,E19,E20,E21,E22, E23,E24


SCHEDULE E .. PART 1 -CASH .-------------------~------------- 2 3 4 5

Depository Code Rate of Interest

Amount of Interest Received During

Yea1r

Amount of Interest Accrued December ~l1

of Current Year JP Morgan Chase. Chicago, IL ................ I··············

JP Moroan Chase . New York, NY . 0199998 Deposits in ... depositories which do not exceed the allowable limit in any one depository (See instructions) ·open depositories 0199999. Totals- Open Depositories 0299998 Deposits in ... depositories which do not exceed the allowable limit in any one depository (See instructions) -suspended depositories 0299999. Totals- Suspended Depositories 0399999. Total Cash on Deposit 0499999. Cash in Company's Office

XXX XXX

XXX XXX XXX XXX XXX X,XX XXX XXX

........ .... ..... .

........... .... ······

.......

....... ..... .... ················+···

...........

·····. . ..................... .

······························ . . ............ .

........... .. .

······.

. + ......... .... ..... .

......... ... .... .. .

. ......... ............ . ............. .

...... . ............... .

·········!·········· . .........

....... ..

····················· ..... .

..............

......... .............. .... .

·······I············. - -----------·--·-··

-------1············

.......

XXX XXX

....

.... ··············

... ........ .

. ... ··········

. ............ ································

. ........... .

........

······························································

···········!············+··················· ·····f························· + ... . . ... .

········. ·······f .... . . ·············!

----------I ............ f

.......... !······································

6 7

Balance ... _ ___________ . A87. 664 XXX

__ _ J ,235,922 XXX

0 XXX 1,723,586 XXX

0 XXX 0 XXX

1,723, 586 XXX 0 XXX

...............

...........

. .......... .

. . ········f··········

..............................

.. ......... .

................... ......... .

........

···················I···

···········!···

. ..... .

..................

. ....

....

.....

.....

····I··· ·····I······· . --· ....

··········!·············

················f ........... ·····························!

............

...... I············-

.... ··········!····

.....

·····+······· ........ .

0599999 Total- Cash XXX XXX

.......

············!·· . ..... .

················f

·f·······-··················1·········

·+······································ .

1,723,586 XXX

TOTALS OF DEPOSITORY BALANCES ON THE LAST DAY OF EACH MONTH DURING THE CURRENT . .:.Y=EA:..:R:.r------==~-:-::::-::o 1. January. . ............. 2,821.849 4. ApriL . 1,634.871 ...... 225.657, 191 10. October... __ 285,361,806 2. February ........................... 910,683 5. May___ ....... 1,814,243 ___ . 229.036,644 11. November... ________ .. 220,839,325 3. March 1.594.795 6. June 2,020,664 188,934,988 12. December 1,723,586

E25

m 1\J CJ)


SCHEDULE E .. PART 2- CASH EQUIVALENTS Show Investments Owned December 31 of Current Year

1 2 3 4 5 6 7 8 Book/ Adjusted Amount of Interest Amount Received

Description Code Date Acauired Rate of Interest Maturity Date Carrvinq Value Due and Accrued Durinq Year US Treasury Bi II 912795R78 ~ ~~~~ ~J1/04/2009 ~ ~~~~~~D.015 ~~~~~~~~~~~~01/07/2010 ~~ ~ ~ ~ ~ ~ ~~~~~ ~ ~ ~ ~~~~ ~ ~~~~ ~~~ ~~~~~ ~~~~ ~ 29' 999' 925 ~~~ ~~~~~~~~~~ ~~~~~~~ ~ ~ 0 ~ ~~ ~ ~~~~ ~~~ ~~ ~~ -.~~~ ~ .. ~~ ~~-.~-.~ }13

0199999. U.S. Governments • Issuer Obliaations 29,999.925 0 713

0399999. Total· U.S. Government Bonds 29,999,925 0 713

1099999. Total· All Other Government Bonds 0 0 0

1799999. Total· U.S. States, Territories and Possessions Bonds 0 0 0

2499999. Total· U.S. Political Subdivisions of States, Territories and Possessions Bonds 0 0 0

3199999. Total- U.S. Special Revenues Bonds 0 0 0

3899999. Total- Industrial and Miscellaneous Bonds (Unaffiliated) 0 0 0

4199999. Total- Credit Tenant Loans 0 0 0

4899999. Total· Hybrid Securities 0 0 0

5599999. Total- Parent, Subsidiaries and Affiliates Bonds 0 0 0

7799999. Total-Issuer Obligations 29,999,925 0 713

7899999. Total· Sinqle Class Mortqaqe-Backed/Asset-Backed Securities 0 0 0

7999999. Total- Defined Multi-Class Residential Mortgage-Backed Securities 0 0 0

8099999. Total- Other Multi-Class Residential Mortqaqe-Backed Securities 0 0 0

8199999. Total- Defined Multi-Class Commercial Mortgage-Backed Securities 0 0 0

8299999. Total- Other Multi-Class Commercial Mortqaqe-Backed/Asset-Backed Securities 0 0 0

8399999. Total Bonds 29,999,925 0 713

~~~~~~~~~~~~~· ~ ~ ~ ~ ~ j~~~~~~~~~~~~~ ~ ·---------- ~~~~~ ~~ ~~~ ~~~ ~ ~ ~~. ~~~~-.~~~~-.~~~~~ ~ ~ ~~ I ~ ~ ~ ~

·······-----.,---------- ----------- ·~~~~~~-- ~~~~~~~~~-.~~~-.~ ~ +~

------------------------------------------------------- --------------------I~~~~~~~~~~~~~~~

1.~ ~ ~ ~ ~~~ ~ ~~ .. [···········

I~~~

I~~ ~ ~~~~~~~~~~~~~ ~~~~~~

I~~~ ~ ~ ~~ ~~~~~~ ~~~ ~-.~~~~

~~~~~~~~~~~

~~~~~~~~~~~

----------------------------- ~~~~~~~~~ .. -~~ ~~~~~~· ~ ~--~~~~ ~

~ ~~~~~~~~~~~~~~~~~

----------- ------------ ------ ~~~~~~~~~ ---------------------- .~.;~~~~~~~~~~~~·

----------- I ~ ~ ~ ........ I ~ ~~~~~~~~~~-~~~~ --------- ~~~~~~~~~~· ~ ~~~~~~~~~~~~~~~~~

_______ , __ I

~~~~~~~ ..

---- ;~~~~~~~~~~~~ .. .. ~~~~~~~~~~~~~ ~ -----------------------------------------------------------------------------------------------------------·· ----· ;~~~~~~~~~~~~ -·-··-····-···--·-·

···-- I ~ ~ ~ ·---- ;~~~~~~~~~~~~~ ------··--------------- .-~~~~~~~~~~ ~ "'·------------------------------·--·--------. -------------------···---- f~~~~~~~~ ·---------------------

8699999 - Total Cash Eauivalents 29,999,925 0 713


SCHEDULE E- PART 3 - SPECIAL DEPOSITS Deposits.~F~o~r~th~e--~~.------------------------,

States, Etc.

1. Alabama ...

2. Alaska .. .

3. Arizona ... .

Arkansas ..

. .. AL

....... AK

. ... AZ

. .................. AR 4.

5.

6.

California.. .. . .... . ... .. . ... .. CA

Colorado . .. . .................................................. CO

7. Connecticut ... ....................... CT

8. Delaware ................. DE

9. District of Columbia.. . ... . .. DC

10. Florida ........................................................ FL

11. Georgia ........................................................... GA

12. Hawaii .. . .... HI

13. Idaho.. . ................... JD

14. Illinois ............................................................... .JL

15. Indiana .. . .IN

16. Iowa .. . ............ .... JA

17. Kansas .. . .................................. KS

18. Kentucky .. ..................... KY

19. Louisiana .. . ........ .......... LA

20. Maine ............................................................... ME

21. Maryland .................................................... MD

22. Massachusetts .............................................. MA

23. Michigan ... .... Ml

24. Minnesota .. . .......... MN

25. Mississippi ...................................................... MS

26. Missouri ........................................................ .MO

27. Montana ........................................................... MT

28. Nebraska ......................................................... NE

29. Nevada .. NV

30. New Hampshire .. . .................................... NH

32. New Mexico .. . ... . ....... NM

33. New York .. . .................... NY

North Carolina ... . ............................ NC 34.

35.

36.

North Dakota .................................................. ND

Ohio ..................................................... OH

37. Oklahoma . ................ OK

Oregon .... . ....... OR 38.

39.

40.

41.

42.

Pennsylvania ............................................... PA

Rhode Island ....................................... .RI

South Carolina ...

43. Tennessee .. . ..................... TN

44. Texas .... . ...................... TX

45. Utah .. . ................... UT

46. Vermont. . . . . ... .... .. . ......... .. .VT

47. Virginia ........................................................ VA

48. Washington.. . .................... WA

49. West Virginia .. . .... wv 50.

51.

Wisconsin

Wyoming ........................................................ WY

52. American Samoa.. . . ............................... AS

53. Guam ................................................................ GU

54. Puerto Rico .. .. ........ .. ............... .. . .. PR

55. U.S. Virgin Islands .... ....... .. .. .. . . . VI

56. Northern Mariana Islands .............................. MP

57. Canada ........................................................... CN

2 Benefit of All Polic holders 3 4

Book/ Adjusted Car in Value Fair Value Fair Value

........ 312,412 ................ 324,883

58. Aggregate Alien and Other.. . ........ OT I--'XX-"-"-X-'-t--·----J~------I---------~O::...j-----------0~----------;:.0 +---------~0 ~5~9-~S~u=b~to~ta~l ______________________ ~xx~x~-------_J~----~--~6~,2~4,~8,~61~44---~6~,2~78~,3~33~--~3.1~,6=9~3,~72~84---~3~2~,19~2~,9~7~1

5801.

5802.

5803.

5898.

5899.

DETAILS OF WRITE-INS

E27

0 0

j - tn.gov · 2020-04-18 · annual statement for the year 2009 of the unitedhealthcare plan of the...

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