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Securities valued at less than $1,000 are omitted.

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Security Description Par Value
$US in thousands (000s)
Interest
Rate
Term Market Value
$US in thousands (000s)
BANK OF AMERICA1961.00030 yr96
BANK OF AMERICA61,4841.00030 yr61,388
BANK OF AMERICA4142.00030 yr414
BANK OF AMERICA4994.25030 yr499
BANK OF AMERICA1,4034.62530 yr1,403
BANK OF AMERICA6,6684.75030 yr6,668
BANK OF AMERICA22,1724.87530 yr22,084
BANK OF AMERICA4464.87530 yr446
BANK OF AMERICA19,5915.00030 yr19,508
BANK OF AMERICA11,1945.12530 yr11,055
BANK OF AMERICA245.12530 yr24
BANK OF AMERICA285.25015 yr28
BANK OF AMERICA4705.25030 yr470
BANK OF AMERICA385.25030 yr38
BANK OF AMERICA44,4525.37530 yr44,383
BANK OF AMERICA205.37515 yr20
BANK OF AMERICA355.37530 yr35
BANK OF AMERICA345.37515 yr34
BANK OF AMERICA545.37530 yr54
BANK OF AMERICA4745.50030 yr474
BANK OF AMERICA20,4175.50030 yr20,358
BANK OF AMERICA275.50015 yr27
BANK OF AMERICA285.50015 yr28
BANK OF AMERICA1355.50030 yr135
BANK OF AMERICA385.62515 yr38
BANK OF AMERICA14,6405.62530 yr14,510
BANK OF AMERICA2,0495.62530 yr2,049
BANK OF AMERICA1045.62515 yr104
BANK OF AMERICA3,4025.75030 yr3,402
BANK OF AMERICA385.75030 yr38
BANK OF AMERICA2015.75015 yr201
BANK OF AMERICA185.75015 yr18
BANK OF AMERICA23,0635.75030 yr22,813
BANK OF AMERICA545.75030 yr54
BANK OF AMERICA295.75015 yr29
BANK OF AMERICA265.87515 yr26
BANK OF AMERICA7,8645.87530 yr7,864
BANK OF AMERICA4,6695.87530 yr4,627
BANK OF AMERICA535.87515 yr53
BANK OF AMERICA3065.87530 yr306
BANK OF AMERICA7,3676.00030 yr7,367
BANK OF AMERICA5,7966.00030 yr5,598
BANK OF AMERICA96.00015 yr9
BANK OF AMERICA466.00030 yr46
BANK OF AMERICA646.00015 yr64
BANK OF AMERICA1136.00030 yr113
BANK OF AMERICA1,6876.12530 yr1,687
BANK OF AMERICA96.12515 yr9
BANK OF AMERICA5,2486.12530 yr4,970
BANK OF AMERICA596.12515 yr59
BANK OF AMERICA2346.12530 yr234
BANK OF AMERICA186.12525 yr18
BANK OF AMERICA10,1946.25030 yr10,194
BANK OF AMERICA7,4036.25030 yr7,102
BANK OF AMERICA116.25015 yr11
BANK OF AMERICA3106.25030 yr310
BANK OF AMERICA96.25015 yr9
BANK OF AMERICA6036.25025 yr340
BANK OF AMERICA1276.37530 yr127
BANK OF AMERICA12,4106.37530 yr11,777
BANK OF AMERICA14,1816.37530 yr14,181
BANK OF AMERICA2626.37530 yr262
BANK OF AMERICA316.37515 yr31
BANK OF AMERICA156.37515 yr15
BANK OF AMERICA3966.37525 yr201
BANK OF AMERICA126.50015 yr12
BANK OF AMERICA5,5206.50030 yr5,163
BANK OF AMERICA4026.50030 yr402
BANK OF AMERICA3,3256.50030 yr3,102
BANK OF AMERICA1636.50030 yr163
BANK OF AMERICA5696.50025 yr431
BANK OF AMERICA5,2616.62530 yr5,015
BANK OF AMERICA5,0336.62530 yr4,807
BANK OF AMERICA686.62530 yr68
BANK OF AMERICA36.62515 yr3
BANK OF AMERICA496.62530 yr49
BANK OF AMERICA2536.62525 yr193
BANK OF AMERICA2,2816.75030 yr1,834
BANK OF AMERICA3,7296.75030 yr3,290
BANK OF AMERICA456.75015 yr45
BANK OF AMERICA2506.75030 yr250
BANK OF AMERICA1,3846.87530 yr1,219
BANK OF AMERICA3,9846.87530 yr3,280
BANK OF AMERICA146.87515 yr14
BANK OF AMERICA56.87515 yr5
BANK OF AMERICA1606.87530 yr160
BANK OF AMERICA696.87525 yr69
BANK OF AMERICA417.00030 yr41
BANK OF AMERICA1,1437.00030 yr853
BANK OF AMERICA3,0607.00030 yr2,838
BANK OF AMERICA677.00030 yr67
BANK OF AMERICA127.00015 yr12
BANK OF AMERICA217.00015 yr21
BANK OF AMERICA117.00015 yr11
BANK OF AMERICA2537.00025 yr185
BANK OF AMERICA4187.12530 yr418
BANK OF AMERICA9607.12530 yr892
BANK OF AMERICA3,2337.12530 yr3,233
BANK OF AMERICA2027.12525 yr128
BANK OF AMERICA1,3237.25030 yr1,323
BANK OF AMERICA2917.25030 yr291
BANK OF AMERICA617.25030 yr61
BANK OF AMERICA4617.37530 yr461
BANK OF AMERICA2707.37530 yr270
BANK OF AMERICA8977.50030 yr667
BANK OF AMERICA2877.62530 yr195
BANK OF AMERICA8787.62530 yr668
BANK OF AMERICA137.75015 yr13
BANK OF AMERICA47.87515 yr4
BANK OF AMERICA178.00015 yr17
BANK OF AMERICA98.00015 yr9
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FIRST MORTGAGE CORP1,2595.50030 yr1,259
FIRST MORTGAGE CORP3405.62530 yr340
FIRST MORTGAGE CORP3555.75030 yr355
FIRST MORTGAGE CORP1,0585.87530 yr1,058
FIRST MORTGAGE CORP405.87515 yr40
FIRST MORTGAGE CORP3826.00030 yr382
FIRST MORTGAGE CORP1896.12530 yr189
FIRST MORTGAGE CORP4206.25030 yr420
FIRST MORTGAGE CORP3536.75030 yr353
FIRST MORTGAGE CORP6846.87530 yr684
FIRST MORTGAGE CORP1437.00030 yr143
FIRST MORTGAGE CORP2788.00030 yr278
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PHH MORTGAGE1374.75015 yr137
PHH MORTGAGE6246.37530 yr624
PHH MORTGAGE926.75030 yr92
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RURAL ALLIANCE INC CALIF807.00030 yr80
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WELLS FARGO HOME MORTGAGE2025.12530 yr202

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