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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 AMERICA326.50015 Year32
BANK OF AMERICA497.00030 Year49
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CONDUIT GE 1991 A618.75030 Year61
CONDUIT GE 1992 A188.37530 Year18
COUNTRYWIDE245.12515 Year22
COUNTRYWIDE285.25015 Year27
COUNTRYWIDE385.25015 Year37
COUNTRYWIDE205.37515 Year19
COUNTRYWIDE355.37530 Year34
COUNTRYWIDE345.37515 Year33
COUNTRYWIDE545.37530 Year51
COUNTRYWIDE315.50015 Year30
COUNTRYWIDE285.50015 Year27
COUNTRYWIDE1355.50030 Year130
COUNTRYWIDE505.62515 Year49
COUNTRYWIDE4415.62530 Year423
COUNTRYWIDE1405.62515 Year136
COUNTRYWIDE2,7255.75030 Year2,629
COUNTRYWIDE385.75030 Year37
COUNTRYWIDE2925.75015 Year288
COUNTRYWIDE415.75015 Year40
COUNTRYWIDE545.75030 Year53
COUNTRYWIDE355.75015 Year35
COUNTRYWIDE265.87515 Year25
COUNTRYWIDE3,0115.87530 Year2,924
COUNTRYWIDE815.87515 Year79
COUNTRYWIDE4905.87530 Year482
COUNTRYWIDE1,7856.00030 Year1,744
COUNTRYWIDE106.00015 Year10
COUNTRYWIDE466.00030 Year45
COUNTRYWIDE996.00015 Year98
COUNTRYWIDE1136.00015 Year112
COUNTRYWIDE96.12515 Year9
COUNTRYWIDE1146.12530 Year114
COUNTRYWIDE1106.12515 Year109
COUNTRYWIDE4506.12530 Year447
COUNTRYWIDE4046.25030 Year399
COUNTRYWIDE1,2386.25030 Year1,238
COUNTRYWIDE466.25015 Year46
COUNTRYWIDE5026.25030 Year502
COUNTRYWIDE346.25015 Year34
COUNTRYWIDE1276.37530 Year128
COUNTRYWIDE2,0496.37530 Year2,060
COUNTRYWIDE1,4266.37530 Year1,419
COUNTRYWIDE3776.37530 Year379
COUNTRYWIDE846.37515 Year85
COUNTRYWIDE156.37515 Year15
COUNTRYWIDE146.50015 Year14
COUNTRYWIDE1,1676.50030 Year1,179
COUNTRYWIDE4286.50030 Year413
COUNTRYWIDE1,4296.50030 Year1,429
COUNTRYWIDE2066.50030 Year209
COUNTRYWIDE106.50015 Year10
COUNTRYWIDE8736.62530 Year885
COUNTRYWIDE2,3376.62530 Year2,349
COUNTRYWIDE686.62530 Year69
COUNTRYWIDE1046.62530 Year106
COUNTRYWIDE186.62515 Year18
COUNTRYWIDE496.62530 Year49
COUNTRYWIDE7246.75030 Year738
COUNTRYWIDE36.75015 Year3
COUNTRYWIDE4566.75030 Year461
COUNTRYWIDE656.75030 Year66
COUNTRYWIDE576.75015 Year58
COUNTRYWIDE3056.75030 Year311
COUNTRYWIDE2996.87530 Year306
COUNTRYWIDE4516.87530 Year458
COUNTRYWIDE316.87515 Year32
COUNTRYWIDE266.87515 Year27
COUNTRYWIDE2346.87530 Year239
COUNTRYWIDE4607.00030 Year472
COUNTRYWIDE1317.00030 Year134
COUNTRYWIDE257.00015 Year26
COUNTRYWIDE217.00015 Year22
COUNTRYWIDE117.00015 Year11
COUNTRYWIDE57.00015 Year5
COUNTRYWIDE4417.12530 Year439
COUNTRYWIDE3397.12530 Year349
COUNTRYWIDE157.12515 Year16
COUNTRYWIDE87.12515 Year9
COUNTRYWIDE2107.12530 Year214
COUNTRYWIDE4367.25030 Year448
COUNTRYWIDE1877.25030 Year193
COUNTRYWIDE97.25015 Year10
COUNTRYWIDE617.25030 Year63
COUNTRYWIDE447.37530 Year45
COUNTRYWIDE657.37530 Year68
COUNTRYWIDE957.62515 Year98
COUNTRYWIDE4447.62530 Year459
COUNTRYWIDE137.75015 Year13
COUNTRYWIDE137.87515 Year14
COUNTRYWIDE278.00030 Year28
COUNTRYWIDE98.00015 Year9
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FIRST MTG CORP3205.00015 Year307
FIRST MTG CORP4075.37515 Year395
FIRST MTG CORP3955.50015 Year385
FIRST MTG CORP2,1685.50030 Year2,062
FIRST MTG CORP2865.62515 Year280
FIRST MTG CORP3685.62530 Year352
FIRST MTG CORP3825.75030 Year369
FIRST MTG CORP1,9945.87530 Year1,936
FIRST MTG CORP665.87515 Year66
FIRST MTG CORP1,1436.00030 Year1,117
FIRST MTG CORP6156.12530 Year605
FIRST MTG CORP1,9716.25030 Year1,951
FIRST MTG CORP8336.37530 Year829
FIRST MTG CORP7016.75030 Year708
FIRST MTG CORP7286.87530 Year738
FIRST MTG CORP1567.00030 Year159
FIRST MTG CORP2998.00030 Year309
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MISSION FEDERAL CREDIT UNION1227.75015 Year125
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PHH MORTGAGE 1914.75015 Year181
PHH MORTGAGE 4636.12530 Year456
PHH MORTGAGE 6796.37530 Year676
PHH MORTGAGE 1026.75030 Year103
PHH MORTGAGE 617.37515 Year63
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RURAL ALLIANCE INC CA807.00030 Year80
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WELLS FARGO2205.12530 Year205
WELLS FARGO1396.25030 Year137
WELLS FARGO119.50030 Year11
WELLS FARGO139.75030 Year14
WELLS FARGO810.00030 Year9
WELLS FARGO410.62530 Year4

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