UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549-1004

 


 

FORM 11-K

 

 

(Mark One)

/ X /

 

Annual Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934

 

 

 

 

 

For the fiscal year ended December 31, 2008

Commission file number  001-09553

 

 

 

OR

 

 

 

 

 

 

/   /

 

Transition Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934

 

 

 

 

 

CBS 401(k) PLAN

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(Full title of the plan)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

CBS CORPORATION

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(Name of issuer of the securities held pursuant to the plan)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

51 West 52nd Street

 

 

 

 

 

 

New York, New York 10019

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(Address of principal executive offices)

 

 

 

 

 

 


 

CBS 401(k) PLAN

 

FINANCIAL STATEMENTS, SUPPLEMENTAL SCHEDULES AND EXHIBIT

 

DECEMBER 31, 2008

 

INDEX

 

 

Pages

 

 

Report of Independent Registered Public Accounting Firm

1

 

 

Financial Statements:

 

 

 

Statements of Net Assets Available for Benefits
at December 31, 2008 and 2007

2

 

 

Statement of Changes in Net Assets Available for Benefits for the Year
ended December 31, 2008

3

 

 

Notes to financial statements

4 – 19

 

 

 

Schedules

Supplemental Schedules:

 

Schedule H, line 4a – Schedule of Delinquent Participant Contributions

S – 1

 

 

Schedule H, line 4i - Schedule of Assets (Held at End of Year)

S – 2 – S – 17

 

 

All other schedules required by the Department of Labor’s Rules and Regulations for
Reporting and Disclosure under the Employee Retirement Income Security Act of
1974 are omitted as not applicable or not required.

 

 

 

Signatures

S – 18

 

 

Exhibit:

 

23.1 Consent of Independent Registered Public Accounting Firm

 

 


 

Report of Independent Registered Public Accounting Firm

 

To the Participants and Administrator of the

CBS 401(k) Plan

 

 

In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of the CBS 401(k) Plan (the “Plan”) at December 31, 2008 and December 31, 2007, and the changes in net assets available for benefits for the year ended December 31, 2008 in conformity with accounting principles generally accepted in the United States of America.  These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.  We conducted our audits of these statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement.  An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation.  We believe that our audits provide a reasonable basis for our opinion.

 

Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental Schedule of Delinquent Participant Contributions and the Schedule of Assets (Held at End of Year) are presented for the purpose of additional analysis and are not a required part of the basic financial statements but are supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. These supplemental schedules are the responsibility of the Plan’s management.  The supplemental schedules have been subjected to the auditing procedures applied in the audits of the basic financial statements and, in our opinion, are fairly stated in all material respects in relation to the basic financial statements taken as a whole.

 

 

/s/ PRICEWATERHOUSECOOPERS LLP

 

New York, New York

June 29, 2009

 


 

CBS 401(k) PLAN

 

STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

(In thousands)

 

 

 

 

At December 31,

 

 

   2008

 

2007

 Assets

 

 

 

 

 

 Cash and cash equivalents

 

$

            —

 

$            60

 

 

 

 

 

 

 

 

 Investments, at fair value:

 

 

 

 

 

 

Investments

 

 

2,920,706

 

2,074,451

 

Investments in master trust investment accounts (Note 8)

 

 

 

1,594,602

 

Participant loans

 

 

25,637

 

25,065

 

 

 

 

 

 

 

 

 Receivables:

 

 

 

 

 

 

Employer contributions

 

 

1,682

 

 

Due from broker for securities sold

 

 

600

 

77

 

Interest and dividends

 

 

5,236

 

7,024

 

 Total assets

 

 

2,953,861

 

3,701,279

 

 

 

 

 

 

 

 

 Liabilities

 

 

 

 

 

 

 Accrued expenses and other liabilities

 

 

1,093

 

1,867

 

 Due to broker for securities purchased

 

 

402

 

638

 

 Net assets available for benefits, at fair value

 

 

2,952,366

 

3,698,774

 

 Adjustment from fair value to contract value for fully benefit-responsive investment contracts

 

 

(17,387

)

(30,165

)

 Net assets available for benefits

 

$

2,934,979

 

$3,668,609

 

 

The accompanying notes are an integral part of these financial statements.

 

2


 

 CBS 401(k) PLAN

 

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

(In thousands)

 

 

 

 

Year Ended

 

 

December 31, 2008

 Additions to net assets attributed to:

 

 

 

Investment income:

 

 

 

Dividends

 

$        9,753

 

Interest

 

90,943

 

 

 

 

 

Contributions:

 

 

 

Employee

 

104,024

 

Employer

 

35,988

 

Rollover

 

5,430

 

 

 

 

 

Plan mergers (Note 1):

 

 

 

Transfer from CNET Networks 401(k) Plan

 

62,184

 

Transfer from SignStorey, Inc. 401(k) Profit Sharing Plan and Trust

 

371

 

Total additions

 

308,693

 

 

 

 

 

 Deductions from net assets attributed to:

 

 

 

Net depreciation in fair value of investments

 

(689,331

)

Benefits paid to participants

 

(348,170

)

Plan expenses

 

(4,822

)

Total deductions

 

(1,042,323

)

 

 

 

 

 Net decrease

 

(733,630

)

 

 

 

 

 Net assets available for benefits, beginning of year

 

3,668,609

 

 

 

 

 

 Net assets available for benefits, end of year

 

$ 2,934,979

 

 

The accompanying notes are an integral part of these financial statements.

 

3


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS

(Tabular dollars in thousands)

 

 

NOTE 1 – PLAN DESCRIPTION

 

The following is a brief description of the CBS 401(k) Plan (the “Plan”) and is provided for general information only.  Participants should refer to the Plan document for more complete information regarding the Plan.

 

The Plan, sponsored by CBS Corporation (the “Company” or “CBS Corp.”), is a defined contribution plan offered on a voluntary basis to eligible employees of the Company and its subsidiaries.

 

Eligible full-time employees are automatically enrolled in the Plan following the attainment of age 21, unless they elect not to participate.  Part-time employees are automatically enrolled in the Plan following the attainment of age 21 and completion of one thousand hours of service within a consecutive twelve-month period, unless they elect not to participate.  The Plan is subject to the provisions of the Internal Revenue Code of 1986, as amended, (the “Code”) and the Employee Retirement Income Security Act of 1974, as amended, (“ERISA”) and is administered by a retirement committee appointed by the Company’s Board of Directors (the “Board”).

 

The Bank of New York Mellon (the “Trustee”) is the trustee and custodian and Mercer is the recordkeeper of the Plan.  Certain Plan investments are shares of funds managed by the Trustee or companies affiliated with the Trustee and therefore qualify as a party-in-interest transaction.  The fair value of these investments was $147.6 million at December 31, 2008 and $139.4 million at December 31, 2007 and these investments depreciated by $22.8 million for the year ended December 31, 2008.  In addition, certain Plan investments are shares of CBS Corp. common stock and therefore qualify as a party-in-interest transaction. The fair value of these investments was $66.2 million at December 31, 2008 and $161.5 million at December 31, 2007 and these investments depreciated by $122.1 million for the year ended December 31, 2008.  During the year ended December 31, 2008, the Plan purchased $33.8 million shares of CBS Corp. common stock and sold $3.5 million shares of CBS Corp. common stock.

 

Plan Mergers

 

During the second quarter of 2008, the Company completed the acquisition of CNET Networks, Inc. (“CNET”). Effective December 31, 2008, the CNET Networks 401(k) Plan (the “CNET Plan”), including net assets of $62,183,590, was merged into the Plan and all active participants in the CNET Plan were eligible to participate in the Plan.  In connection with the plan merger, participants’ accounts were liquidated and reinvested into the Plan’s funds that the investment committee determined to be of a similar nature.  Investments in the CNET Plan included a fixed

 

4


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

income fund that will be liquidated over a twelve-month period. For those investments merged into the Plan, former CNET Plan participants will continue to vest in their accounts in accordance with the original terms of the CNET Plan.

 

During the fourth quarter of 2007, the Company completed the acquisition of SignStorey, Inc. (“SignStorey”). Effective as of May 5, 2008, the SignStorey Inc. 401(k) Profit Sharing Plan & Trust (the “SignStorey Plan”), including net assets of $370,763, were merged into the Plan and all active participants in the SignStorey Plan were eligible to participate in the Plan. In connection with the plan merger, participants’ accounts were invested into the funds that the investment committee determined to be of a similar nature.

 

Participant Accounts

 

Each participant’s account is credited with the participant’s contributions, the employer matching contributions, the participant’s share of the investment income (loss) and any realized or unrealized gains or losses of the Plan’s assets, net of certain plan expenses.

 

Plan participants have the option of investing their contributions or existing account balances among various investment options.  These investment options included commingled trust funds (“common collective trusts”), registered investment companies (mutual funds), separate accounts, which primarily invest in common stocks and mutual funds a fixed income fund, consisting primarily of guaranteed investment contracts and synthetic guaranteed investment contracts, and CBS Corp. Class B Common Stock.

 

During 2007, the Plan was amended to convert the portion of the Plan invested in CBS Corp. Class A and B Common Stock to an Employee Stock Ownership Plan (“ESOP”).  As a result, when cash dividends on CBS Corp. Common Stock are paid to the ESOP, Plan participants have the option to elect to have dividends paid on vested shares either distributed to them or reinvested in the ESOP account in CBS Corp. Class B Common Stock. If a participant does not make an election, the dividends are reinvested in the ESOP account.

 

Participants may also elect to open a self-directed brokerage account (“SDA”).  Participants may not contribute directly to the SDA, but may transfer balances to the SDA from other investment funds except the fixed income fund.  A participant may transfer up to 25% of his or her account balance (net of loans) to the SDA.  The initial transfer to the SDA may not be less than $2,500 and there is no minimum for subsequent individual transfers.

 

5


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

Contributions

 

The Plan permits participants to contribute up to 15% of annual compensation on an after-tax basis or 50% on a before-tax or combination basis, subject to the Code limitations set forth below.  During 2008, the plan was amended to allow participants to make Roth 401(k) contributions on an after-tax basis.  Roth 401(k) contributions and the related earnings can be withdrawn tax-free if certain requirements are met. Prior to January 1, 2008, the Plan only permitted participants to contribute up to 15% of annual compensation on a before-tax, after-tax or combination basis, subject to Code limitations. The level of employer matching contributions is entirely at the discretion of the Board for all participants in the Plan.  For 2008, the Board set the employer’s matching contribution at 60% of the first 5% of eligible compensation contributed on a before-tax basis.

 

Employer matching contributions are initially invested entirely in CBS Corp. Class B Common Stock.  Participants are permitted to immediately transfer their Company matching contributions out of CBS Corp. Class B Common Stock and into any other investment option.

 

Eligible full-time newly hired employees are immediately eligible to participate in the Plan and deemed to have authorized the Company to make before-tax contributions in the Plan in an amount equal to 5% of the employee’s eligible compensation upon his or her date of hire.  Any such deemed authorization takes effect following the 60th day the employee becomes eligible to participate in the Plan.  However, a deemed authorization does not take effect if, during the 60-day period the employee elects not to participate in the Plan or to participate at a different contribution rate. Prior to January 1, 2008, the period in which the deemed authorization takes effect was 45 days.

 

All participants who have attained age 50 before the close of the calendar year are eligible to make catch-up contributions.  These contributions are not treated as matchable contributions. Catch-up contributions can be made if the eligible participants make the maximum contribution permitted under the Plan for a plan year.  The limit for catch-up contributions is $5,000 in 2008.

 

The Code limits the amount of annual participant contributions that can be made on a before-tax basis to $15,500 for 2008.  Total compensation considered under the Plan, based on Code limits, may not exceed $230,000 for 2008.  The Code also limits annual aggregate participant and employer contributions to the lesser of $46,000 or 100% of compensation in 2008.  All contributions made to the Plan on an annual basis may be further limited due to certain non-discrimination tests prescribed by the Code.

 

Vesting

 

Participants in the Plan are immediately vested in their own contributions and earnings thereon.  Employer matching contributions vest at 20% per year of service, becoming fully vested after

 

6


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

five years of service.  If participants terminate employment prior to being vested in their employer matching contributions, the non-vested portion of their account is forfeited and may be used to reduce future employer matching contributions and to pay administrative expenses.  Forfeitures are recorded at the time vested benefits are distributed.  Employer matching contributions of approximately $1,507,000 and $3,194,000 were forfeited in 2008 and 2007, respectively.  The Company utilized forfeitures of approximately $647,000 to pay administrative expenses during 2008. There were no forfeitures used to reduce matching contributions during 2008.  As of December 31, 2008 and 2007, the Company had forfeitures of approximately $2,106,000 and
$1,164,000, respectively, available to be used as noted above.

 

Loans Outstanding

 

Eligible participants may request a loan for up to the lesser of 50% of the participant’s vested account balance or $50,000, reduced by the highest outstanding balance of any Plan loan made to the participant during the twelve-month period ending on the day before the loan is made.  The minimum loan available to a participant is $500.  The interest rate on participant loans is one percentage point above the annual prime commercial rate (as published in The Wall Street Journal) on the first day of the calendar month in which the loan is approved. Principal and interest is payable through payroll deductions.  Only one loan may be outstanding at any time. Participants may elect repayment periods from 12 to 60 months commencing as soon as administratively possible following the distribution of the loan proceeds to the participant.  The Plan allows participants to elect a repayment term of up to 300 months for loans used for the acquisition of a principal residence.  Repayments of loan principal and interest are allocated in accordance with the participants’ then current investment elections.

 

The loans outstanding carry interest rates ranging from 4.01% to 11.50% as of December 31, 2008.

 

Distributions and Withdrawals

 

Earnings on both employee and employer contributions are not subject to income tax until they are distributed or withdrawn from the Plan.

 

Participants in the Plan, or their beneficiaries, may receive their vested account balances in a lump sum or in installments over a period of up to 20 years in the event of retirement, termination of employment, disability or death. In the event of termination of employment, participants may also elect partial distribution of their account balance.  In general, participants must receive a required minimum distribution upon attainment of age 70 1/2 unless they are still employed.

 

7


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

Participants in the Plan may withdraw part or all of their after-tax and rollover contributions.  Upon attainment of age 59 1/2, participants may also withdraw all or part of their before-tax contributions and earnings thereon.  The Plan limits participants to two of the above withdrawal elections in each calendar year.

 

A participant may obtain a financial hardship withdrawal of the vested portion of employer matching contributions and before-tax contributions provided that the requirements for hardship are met and only to the extent required to relieve such financial hardship.  There is no restriction on the number of hardship withdrawals permitted.

 

When a participant terminates employment with the Company, the full value of employee contributions and earnings thereon plus the value of all vested employer matching contributions can be rolled over to a tax qualified retirement plan or an IRA or remain in the Plan rather than being distributed.  If the vested account balance is $1,000 or less and the participant does not make an election to rollover the vested account balance it will be automatically paid in a single lump sum cash payment and taxes will be withheld from the distribution.

 

Plan Expenses

 

The fees for investment of Plan assets are charged to the Plan’s investment funds.  Certain administrative expenses such as fees for accounting and employee communications may be paid by the Plan using forfeitures as described above or may be paid by the Company.  Recordkeeping and trustee fees are paid from participant accounts. For 2008, $356,579 was paid to the Trustee, a party-in-interest, or its affiliates for trustee services provided during the year.

 

NOTE 2 - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

 

Basis of Accounting

 

The financial statements are prepared on the accrual basis of accounting in conformity with accounting standards generally accepted in the United States of America.  Certain previously reported amounts have been reclassified to conform to the current presentation.

 

In accordance with the Financial Accounting Standards Board (“FASB”) Staff Position (“FSP”) AAG INV-1 and SOP 94-1-1 “Reporting of Fully Benefit-Responsive Investment Contracts Held by Certain Investment Companies Subject to the AICPA Investment Company Guide and Defined-Contribution Health and Welfare Pension Plans”, contract value was determined to be the relevant measurement attribute for the portion of net assets available for benefits attributable to fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan.  As a result, the Statement of Net Assets Available for Benefits presents the investments at fair value

 

8


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

with a separate adjustment from fair value to contract value for the portion of net assets attributable to each fully benefit-responsive investment contract.  The Statement of Changes in Net Assets Available for Benefits is prepared on a contract value basis with respect to the fully benefit-responsive investment contracts.

 

Investment Valuation and Income Recognition

 

Short-term money market investments are carried at amortized cost which approximates fair value due to the short-term maturity of these investments.  Investments in common stock are reported at fair value based on quoted market prices on national security exchanges.  Investments in registered investment companies are reported at fair value based on quoted market prices representing the net asset value of the shares held by the Plan. The fair value of investments in separate accounts is determined by the Trustee based upon the fair value of the underlying securities.  The fair values of investments in common collective trusts are determined using the Net Asset Value (“NAV”) provided by the administrator of the fund.  The NAV is determined by each fund’s trustee based upon the fair value of the underlying assets owned by the fund, less liabilities, divided by the number of outstanding units. The fair value of fixed income securities is determined by independent pricing sources based on quoted market prices, when available, or using valuation models which incorporate certain other observable inputs including recent trading activity for comparable securities and broker quoted prices. Participant loans are recorded at cost, which approximates fair value.  Cash and cash equivalents are valued at cost plus accrued interest, which approximates market value. Interest income is accrued as earned and dividend income is recorded on the ex-dividend date.

 

The Plan invests in benefit-responsive synthetic and traditional guaranteed investment contracts through a fixed income fund. The contract value of guaranteed investment contracts and synthetic investment contracts represents the aggregate amount of deposits thereto, plus interest at the contract rate, less withdrawals.  The fair value of the fixed rate traditional guaranteed investment contracts is determined by discounting the related cash flows, based on the contract duration, using a yield curve interpolated from swap rates and adjusted for liquidity and credit quality.  The fair value of synthetic guaranteed investment contracts is determined based on quoted market prices for the underlying assets. The fair value of the wrapper contracts for synthetic guaranteed investment contracts is determined using the replacement cost methodology that incorporates various inputs including the difference between the market rate for wrap fees and the actual wrap fees currently charged.

 

Security Transactions

 

Purchases and sales of securities are recorded on the trade date.  The average cost basis is used to determine gains or losses on security dispositions.

 

9


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

The Plan presents in the Statement of Changes in Net Assets Available for Benefits, the net appreciation or depreciation in the fair value of its investments, which consists of the realized gains and losses and the unrealized appreciation and depreciation on those investments which are presented at fair value.

 

Interest in Master Trust Investment Accounts

 

The Company entered into a master trust agreement (the “Master Trust”) to invest the assets of the Plan, as well as other plans sponsored by the Company.  Pursuant to the Master Trust, the Trustee had created seven master trust investment accounts (“MTIAs”).  The other plans sponsored by the Company were subsequently merged into the Plan, thereby eliminating the need for the MTIA structure and effective January 1, 2008, the MTIA structure was eliminated.  During 2007, The MTIAs consisted of the INVESCO Fund, the Wellington Growth Portfolio, the Barclays Global Investors S&P 500 Index Fund, Mellon Bank EB SMAM Aggregate Bond Index Fund, Mellon Capital Tactical Asset Allocation Fund, Dodge & Cox Value Equity Fund and Franklin Portfolio Mid Cap Stock Fund.   Each of these MTIAs was maintained exclusively for the Master Trust.

 

The fair value of a unit of participation in the MTIAs was determined by the Trustee based on the fair value of the underlying securities. Net investment assets and net earnings/losses on the MTIAs were allocated daily to the plans investing in the MTIAs based on each plan’s proportionate interest.  The Plan’s interest in the MTIAs’ related earnings and expenses was allocated to participants based on their respective account balances invested in the MTIAs. (See Note 8).

 

Investments in Derivatives

 

As part of their investment strategy, the managers of certain of the Plans investment funds may enter into derivative contracts for various purposes including, managing exposure to sector risk or movements in interest rates, extending the duration of the life of the investment portfolio and as a substitute for cash securities. The derivative instruments typically used are interest rate swaps and futures.  When using derivative transactions there is exposure to credit loss in the event of nonperformance by counterparties to these agreements. The Plan’s investment managers continually monitor its positions with, and credit quality of, the financial institutions which are counterparties to its derivative instruments. Nonperformance by any of the counterparties is not anticipated.

 

Interest rate swaps are recorded at fair value on the Statement of Net Assets Available for Benefits and marked- to- market through the duration of the contract term with an offsetting

 

10


 

CBS 401(k) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

increase to unrealized appreciation (depreciation).  The fair value upon settlement is recorded as a realized gain (loss). The notional amount of open swap contracts was $266.1 million at December 31, 2008. The fair value of swap contracts recorded on the Statement of Net Assets Available for Benefits was ($15.7) million at December 31, 2008 and $6.9 million at December 31, 2007.

 

Futures are marked-to-market and settled daily.  The daily receipt or payment is recognized as unrealized appreciation (depreciation) until the contract is closed at which time the total fair value of the futures contract is recognized as a realized gain (loss) in the Statement of Changes in Net Assets Available for Benefits.  The total notional amount of outstanding futures contracts was $717.0 million at December 31, 2008.

 

Payment of Benefits

 

Benefit payments are recorded when paid.

 

Use of Estimates

 

The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires the Plan to make estimates and assumptions, such as those regarding fair value of investments, that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of changes in net assets available for benefits during the reporting period.  Actual results could differ from those estimates.

 

Adoption of New Accounting Standards

 

Effective January 1, 2008, the Company adopted Statement of Financial Accounting Standards (‘SFAS”) No. 157, “Fair Value Measurements” (“SFAS 157”) for the Plan’s financial assets and liabilities.  SFAS 157 establishes a framework for measuring fair value under generally accepted accounting principles and expands disclosures about fair value measurement. (See Note 7).

 

Recent Pronouncements

 

In March 2008, the FASB issued SFAS No. 161, “Disclosures about Derivative Instruments and Hedging Activities — an amendment of FASB Statement No. 133” (“SFAS 161”) effective for financial statements issued for fiscal years and interim periods beginning after November 15, 2008.  SFAS 161 requires an entity to provide enhanced disclosures about derivative instruments and hedging activities.  The Plan administrator is currently evaluating the impact of the adoption of SFAS 161 on the Plan’s financial statements.

 

11


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

NOTE 3 – RISKS AND UNCERTAINTIES

 

The Plan provides for various investment options.  Investment securities are exposed to various risks such as interest rate, market and credit.  Market values of investments could decline for several reasons including, changes in prevailing market and interest rates, increases in defaults, and credit rating downgrades. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of such securities, it is at least reasonably possible that changes in investment values in the near term could materially affect participants’ account balances and the amounts reported in the Statements of Net Assets Available for Benefits and the related Statement of Changes in Net Assets Available for Benefits.

 

NOTE 4 – INVESTMENTS

 

The following table presents the Plan’s investments, at fair value:

 

 

 

At December 31,

 

 

   2008

 

 

2007

  Investments at fair value as determined by quoted market prices:

 

 

 

 

 

 

  Wellington Growth Portfolio

 

 

 

 

 

 

Common stock

 

$

73,843

 

 

$

 

Mutual funds

 

681

 

 

 

Cash and cash equivalents

 

 

4,758

 

 

 

 

  Dodge & Cox Value Equity Fund

 

 

 

 

 

 

Common stock

 

59,725

 

 

 

Mutual funds

 

2,630

 

 

 

Cash and cash equivalents

 

 

6,618

 

 

 

 

  Franklin Portfolio Mid Cap Stock Fund

 

 

 

 

 

 

Common stock

 

33,616

 

 

 

Mutual funds

 

232

 

 

 

Cash and cash equivalents

 

 

8,823

 

 

 

 

  Mutual funds

 

84,448

 

 

359,828

 

  Common stock

 

74,282

 

 

174,823

 

  Other

 

792

 

 

1,386

 

 

 

350,448

 

 

536,037

 

  Investments at estimated fair value:

 

 

 

 

 

 

  Common collective trusts

 

740,077

 

 

246,219

 

  Guaranteed investment contracts

 

115,851

 

 

96,231

 

  Synthetic guaranteed investment contracts

 

1,714,330

 

 

1,195,964

 

 

 

2,570,258

 

 

1,538,414

 

Investments, at fair value

 

$

2,920,706

 

 

$

2,074,451

 

 

12


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

Individual investments representing 5% or more of the Plan’s net assets available for benefits are identified below:

 

 

 

At December 31,

 

 

 

2008

 

2007

 

Barclays Global Investors S&P 500 Index Fund

 

$

390,229

 

 

$

643,412

 

 

INVESCO Fund MTIA, at contract value

 

$

 

 

$

574,660

 

 

Synthetic guaranteed investment contracts, at contract value:

 

 

 

 

 

 

 

Monumental Life Insurance MDA00930TR

 

$

485,614

 

 

$

 

 

Monumental Life Insurance MDA00303TR

 

$

 

 

$

460,079

 

 

JPMorgan Chase Bank ACBS-01

 

$

398,691

 

 

$

 

 

Union Bank of Switzerland No. 3071

 

$

 

 

$

378,730

 

 

Natixis Financial Products, Inc. No. 1222-01

 

$

312,035

 

 

$

296,572

 

 

State Street Bank and Trust Co. No. 108002

 

$

264,178

 

 

$

 

 

Natixis Financial Products, Inc. No. 1222-02

 

$

201,429

 

 

$

 

 

 

During the year ended December 31, 2008 the Plan’s investments (including gains and losses on investments sold and held during the year) depreciated as follows:

 

Commingled trusts

 

$

398,477

 

Separate accounts (common stock and mutual funds)

 

126,760

 

Common stocks

 

128,751

 

Mutual funds

 

34,678

 

Other

 

665

 

Net depreciation

 

$

689,331

 

 

Investment Contracts

 

The Plan invests in guaranteed investment contracts and synthetic guaranteed investment contracts. As described in Note 2, the guaranteed investment contracts are fully benefit-responsive and therefore, contract value is the relevant measurement attribute for that portion of the net assets available for benefits attributable to these contracts.  In a guaranteed investment contract, a deposit in the fund is used by the issuer to purchase investments that are held in the issuer’s general accounts.  The issuer is contractually obligated to repay the principal and a specified rate of interest guaranteed to the fund. There are no reserves against contract value for credit risk of the contract issuer or otherwise. A synthetic guaranteed investment contract provides for guaranteed returns of principal over a specified period of time through benefit responsive wrapper contracts, issued by a third party insurance company or bank, which are backed by underlying assets.

 

The interest crediting rate reflects the rate earned by participants for the underlying investments.  The wrapper contracts amortize the realized and unrealized gains and losses on the underlying fixed

 

13


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

income investments, typically over the duration of the investments, through adjustments to the future interest crediting rate.  Interest crediting rates are typically reset on a monthly or quarterly basis and all wrapper contract issuers provide that adjustments to the interest crediting rate cannot result in a future interest crediting rate that is less than zero.  Certain factors can influence the future interest crediting rates including, the level of market interest rates, the amount and timing of participant contributions and withdrawals, the returns generated by the fixed income investments that back the contract and the duration of the underlying investments backing the contract.

 

In certain circumstances, the amounts withdrawn from the investment contracts will be paid at fair value rather than contract value.  These events include plan termination, a material adverse change to the provisions of the plan, an employer election to withdraw from the contract to switch to a different investment provider or if the terms of a successor plan do not meet the contract issuer’s underwriting criteria for issuance of a clone contract.  The Company does not expect any employer initiated events that may cause premature liquidation of a contract at market value.

 

The contract issuer is permitted to terminate the fully benefit-responsive investment contracts with the Plan and settle at an amount different from contract value in certain events, including loss of the Plan’s qualified status, an un-cured material breach of responsibility, or material adverse changes to the provisions of the Plan.

 

At December 31, 2008 and 2007, guaranteed investment contracts and synthetic guaranteed investment contracts at contract value of $1,812,794,136 and $1,840,437,844, respectively, had fair values in the aggregate of $1,830,181,137 and $1,870,602,798, respectively.  The fair value of wrapper contracts was $3,034,164 and $502,810 at December 31, 2008 and 2007, respectively.

 

The average yields for investment contracts in the fixed income fund were as follows:

 

 

 

At December 31,

 

 

 

2008

 

2007

 

Based on actual earnings

 

4.5%

 

4.8%

 

Based on interest rate credited to participants

 

4.3%

 

5.0%

 

 

The following table presents the fair value of the assets, by type, that support the Plan’s synthetic guaranteed investment contracts held in the fixed income fund at December 31, 2008 and 2007.  The INVESCO Fund, which also held synthetic guaranteed investment contracts at December 31, 2007, was included in the MTIAs. (See Note 8).

 

14


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

 

 

At December 31,

 

 

 

2008

 

2007

 

Cash and cash equivalents

 

$

132,564

 

$

49,663

 

Common collective trusts

 

432,011

 

410,761

 

Fixed income

 

1,232,995

 

759,267

 

Futures

 

 

28

 

Swaps

 

(15,667

)

6,855

 

Wrapper value

 

3,034

 

503

 

Net payables

 

(70,607

)

(31,113

)

Synthetic guaranteed investment contracts

 

$

1,714,330

 

$

1,195,964

 

 

NOTE 5 - INCOME TAX STATUS

 

The Internal Revenue Service issued a favorable determination letter dated May 20, 2003,  that the Plan continues to satisfy the requirements of Section 401(a) of the Code and that the trust thereunder is exempt from federal income taxes under the provisions of Section 501(a) of the Code.  The Plan has been amended since receiving the determination letter and was restated effective January 1, 2008. The Plan administrator believes that the Plan is designed and is currently being operated in compliance with the applicable provisions of the Code.  On February 2, 2009, the restated Plan was submitted to the Internal Revenue Service for routine periodic review and to obtain an updated determination letter.

 

NOTE 6 – TERMINATION PRIORITIES

 

Although the Company anticipates that the Plan will continue indefinitely, it reserves the right, by action of its Board, to amend or terminate the Plan provided that such action does not retroactively reduce earned participant benefits.

 

In the event of Plan termination, participants become fully vested.  Upon termination, the Plan provides that the net assets of the Plan would be distributed to participants based on their respective account balances.

 

15


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

NOTE 7 - FAIR VALUE MEASUREMENTS

 

The following table sets forth the Plan’s financial assets measured at fair value on a recurring basis at December 31, 2008.  These assets have been categorized according to the three-level fair value hierarchy established by SFAS 157, which prioritizes the inputs used in measuring fair value. See Note 2 for the valuation methodology used to measure the fair value of these investments.

 

 

 

 

 

 

 

 

 

 

 

 

 

Level 1 (a)

 

Level 2 (b)

 

Level 3 (c)

 

Total

 

 Common collective trusts

 

$           —

 

$   740,077

 

$           —

 

$   740,077

 

 Separate accounts (common stock and mutual funds)

 

187,383

 

3,543

 

 

190,926

 

 Common stock

 

74,282

 

 

 

74,282

 

 Mutual funds

 

53,400

 

31,048

 

 

84,448

 

 Guaranteed investment contracts

 

 

 

115,851

 

115,851

 

 Synthetic guaranteed investment contracts

 

204,323

 

1,506,973

 

3,034

 

1,714,330

 

 Participant loans

 

 

 

25,637

 

25,637

 

 Other

 

792

 

 

 

792

 

Total

 

$   520,180

 

$2,281,641

 

$   144,522

 

$2,946,343

 

 

(a)

Level 1 valuation is based on quoted prices for the asset in active markets.

(b)

Level 2 valuation is based on inputs that are observable other than quoted market prices in Level 1, such as quoted prices for the asset in inactive markets or quoted prices for similar assets.

(c)

Level 3 valuation is based on unobservable inputs reflecting the Company’s own assumptions about the assumptions that market participants would use in pricing the asset.

 

16


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

The table below sets forth a summary of changes in the fair value of the Plan’s level 3 assets for the year ended December 31, 2008.

 

 

 

Guaranteed Investment Contracts

 

Synthetic Guaranteed Investment Contracts(a)

 

Participant Loans

 

Balance, beginning of year

 

$

96,231

 

$

503

 

$

25,065

 

Realized gains

 

800

 

 

 

Unrealized gains/(losses) related to instruments still held at the reporting date

 

4,872

 

2,531

 

 

Transfer from the CNET Plan

 

13,074

 

 

445

 

Purchases, sales, issuances and settlements (net)

 

874

 

 

127

 

Balance, end of year

 

$

115,851

 

$

3,034

 

$

25,637

 

 

(a) Reflects fair value of related wrapper contracts.

 

NOTE 8 - INVESTMENT IN MASTER TRUST INVESTMENT ACCOUNTS

 

The MTIAs were created by the Trustee to invest the assets of the Plan as well as other plans previously sponsored by the Company.  These other plans were subsequently merged into the Plan and, effective January 1, 2008, the MTIA structure was eliminated.

 

The value of the Plan’s interest in the total net assets of each of the MTIAs at December 31, 2007 was as follows:

 

Barclays Global Investors S&P 500 Index Fund

 

100.00%

 

Dodge & Cox Value Equity Fund

 

100.00%

 

Franklin Portfolio Mid Cap Stock Fund

 

100.00%

 

INVESCO Fund

 

100.00%

 

Mellon Bank EB SMAM Aggregate Bond Index Fund

 

100.00%

 

Mellon Capital Tactical Asset Allocation Fund

 

100.00%

 

Wellington Growth Portfolio

 

100.00%

 

 

See Note 2 for a description of the MTIAs.

 

17


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

The following table presents the net investments held by the MTIAs at December 31, 2007.

 

Barclays Global Investors S&P 500 Index Fund (a)

 

$

643,445

 

Dodge & Cox Value Equity Fund, at fair value:

 

 

 

Common stocks

 

111,317

 

Common collective trust

 

2,494

 

Franklin Portfolio Mid Cap Stock Fund, at fair value:

 

 

 

Common stocks

 

59,994

 

Common collective trust

 

248

 

INVESCO Fund, at fair value:

 

 

 

Group trusts

 

556,266

 

Short term investment funds

 

24,332

 

Mellon Bank EB SMAM Aggregate Bond Index Fund (a)

 

55,852

 

Mellon Capital Tactical Asset Allocation Fund (a)

 

8,475

 

Wellington Growth Portfolio, at fair value:

 

 

 

Common stocks

 

129,861

 

Preferred stocks

 

967

 

Common collective trust

 

3,531

 

Net payables

 

(2,180

)

Net investments held by the MTIAs

 

$

1,594,602

 

 

(a)  Invested entirely in commingled trust funds.

 

NOTE 9 - RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500

 

The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500:

 

 

 

At December 31,

 

 

 

2008

 

2007

 

 

 

 

 

 

 

Net assets available for benefits per the financial statements

 

$

2,934,979

 

$

3,668,609

 

Amounts allocated to withdrawing participants

 

(309

)

 

Adjustment from contract value to fair value for fully benefit -responsive investment contracts

 

17,387

 

 

Net assets available for benefits per the Form 5500

 

$

2,952,057

 

$

3,668,609

 

 

18


 

CBS 401(K) PLAN

 

NOTES TO THE FINANCIAL STATEMENTS (Continued)

(Tabular dollars in thousands)

 

 

The following is a reconciliation of the net decrease in net assets available for benefits as reflected in the financial statements to the Form 5500:

 

 

 

Year Ended
December 31, 2008

 

 

 

 

 

 

Net decrease in net assets available for benefits per the financial statements

 

$

(733,630

)

 

Add: Amounts allocated to withdrawing participants at December 31, 2008

 

(309

)

 

Less: Amounts allocated to withdrawing participants at December 31, 2007

 

 

 

Adjustment from contract value to fair value for fully benefit- responsive investment contracts

 

17,387

 

 

Net decrease in net assets available for benefits per the Form 5500

 

$

(716,552

)

 

 

Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, 2008, but were not paid as of that date.

 

19


 

SCHEDULE H, line 4a

 

CBS 401 (k) PLAN

SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS

For the year ended December 31, 2008

(Dollars in thousands)

 

 

 

Total that Constitute Nonexempt Prohibited Transactions

 

 

 

Participant
Contributions
Transferred
Late to Plan

 

Contributions Not
Corrected

 

Contributions
Corrected Outside
VFCP

 

Contributions
Pending Correction
in VFCP

 

Total Fully Corrected
Under VFCP and PTE
2002-51

 

$

50

 

 

 

$

50

 

 

 

S-1



 

SCHEDULE H, line 4i

 

CBS 401 (k) PLAN

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

December 31, 2008

(Dollars in thousands)

 

 

Identity of issuer, borrower, lessor or similar party

 

Maturity and Interest Rates

 

Cost(4)

 

Current Value

 

Wrapper Value

 

 

 

 

 

 

 

 

 

 

 

 

 

Self Directed Accounts

 

 

 

 

 

$

12,317

 

$

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Corporate Common Stock:

 

 

 

 

 

 

 

 

 

* (1)

CBS Corporation Class A Common Stock

 

 

 

 

 

266

 

-

 

* (1)

CBS Corporation Class B Common Stock

 

 

 

 

 

65,910

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Corporate Common Stock

 

 

 

 

 

66,176

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Mutual Funds

 

 

 

 

 

 

 

 

 

 

DFA U.S. Small Cap Fund

 

 

 

 

 

49,981

 

-

 

*

Dreyfus Government Cash Management Fund

 

 

 

 

 

25,674

 

-

 

 

Federated Prime Obligations Fund Class TR

 

 

 

 

 

5,374

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Mutual Funds

 

 

 

 

 

81,029

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Commingled Trust Funds:

 

 

 

 

 

 

 

 

 

 

Barclays Global Investors S&P 500 Index Fund

 

 

 

 

 

390,229

 

-

 

*

Standish Aggregate Bond Index Fund

 

 

 

 

 

79,239

 

-

 

 

Capital Guardian Intl Equity Fund

 

 

 

 

 

67,677

 

-

 

 

Barclays Global Investors LifePath 2020 Fund

 

 

 

 

 

67,053

 

-

 

 

Capital Guardian Emerging Markets Equity Fund

 

 

 

 

 

50,823

 

-

 

 

Barclays Global Investors LifePath 2040 Fund

 

 

 

 

 

37,589

 

-

 

 

Barclays Global Investors LifePath 2010 Fund

 

 

 

 

 

23,885

 

-

 

 

Barclays Global Investors LifePath 2035 Fund

 

 

 

 

 

6,141

 

-

 

 

Barclays Global Investors LifePath Retirement Fund

 

 

 

 

 

5,600

 

-

 

 

Barclays Global Investors LifePath 2030 Fund

 

 

 

 

 

4,293

 

-

 

 

Barclays Global Investors LifePath 2015 Fund

 

 

 

 

 

3,344

 

-

 

 

Barclays Global Investors LifePath 2025 Fund

 

 

 

 

 

2,350

 

-

 

 

Barclays Global Investors LifePath 2045 Fund

 

 

 

 

 

1,054

 

-

 

 

Barclays Global Investors LifePath 2050 Fund

 

 

 

 

 

800

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Commingled Trust Funds

 

 

 

 

 

740,077

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Separate Accounts:

 

 

 

 

 

 

 

 

 

   (2)

Wellington Growth Portfolio

 

 

 

 

 

79,282

 

-

 

   (2)

Dodge & Cox Value Equity Fund

 

 

 

 

 

68,973

 

-

 

* (2)

Franklin Portfolio Mid Cap Stock Fund

 

 

 

 

 

42,671

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Separate Accounts

 

 

 

 

 

190,926

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Guaranteed Investment Contracts, at contract value:

 

 

 

 

 

 

 

 

 

 

Prudential Insurance Company of America

 

 

 

 

 

 

 

 

 

 

G-10112-215

 

12/10/2013 and 5.09%

 

 

 

25,637

 

-

 

 

Jackson National Life Insurance Company

 

 

 

 

 

 

 

 

 

 

G-1378-3

 

12/01/2009 and 4.39%

 

 

 

21,745

 

-

 

 

Jackson National Life Insurance Company

 

 

 

 

 

 

 

 

 

 

G-1378-4

 

12/2/2013 and 5.32%

 

 

 

20,436

 

-

 

 

Security Life of Denver Insurance Company

 

 

 

 

 

 

 

 

 

 

SA-0556

 

7/01/2009 and 5.01%

 

 

 

19,435

 

-

 

 

Prudential Insurance Company of America

 

 

 

 

 

 

 

 

 

 

GA-10112-213

 

9/01/2009 and 4.27%

 

 

 

13,855

 

-

 

 

New York Life

 

 

 

 

 

 

 

 

 

 

GA-25200028

 

12/1/2009 and 4.48%

 

 

 

13,074

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Guaranteed Investment Contracts

 

 

 

 

 

114,182

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Synthetic Guaranteed Investment Contracts, at contract value:

 

 

 

 

 

 

 

 

 

   (3)

Monumental Life Insurance Company

 

 

 

 

 

 

 

 

 

 

MDA00930TR

 

evergreen and variable%

 

 

 

485,614

 

-

 

   (3)

JPMorgan Chase Bank

 

 

 

 

 

 

 

 

 

 

ACBS-01

 

evergreen and variable%

 

 

 

398,691

 

-

 

   (3)

Natixis Financial Products, Inc.

 

 

 

 

 

 

 

 

 

 

No. 1222-01

 

evergreen and variable%

 

 

 

312,035

 

-

 

   (3)

State Street Bank and Trust Co.

 

 

 

 

 

 

 

 

 

 

No. 108002

 

evergreen and variable%

 

 

 

264,178

 

-

 

   (3)

Natixis Financial Products, Inc.

 

 

 

 

 

 

 

 

 

 

No. 1222-02

 

evergreen and variable%

 

 

 

201,429

 

-

 

   (3)

Natixis Financial Products, Inc.

 

 

 

 

 

 

 

 

 

 

BR-222-25

 

4/27/2011 and 4.41%

 

 

 

36,665

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Synthetic Guaranteed Investment Contracts

 

 

 

 

 

1,698,612

 

-

 

 

 

 

 

 

 

 

 

 

 

 

*

Loans to Participants

 

Various maturities and interest rates ranging from 4.01% to 11.50%

 

 

 

25,637

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Assets

 

 

 

 

 

2,928,956

 

-

 

 

 

 

 

 

 

 

 

 

 

 

 

Less: Adjustment from fair value to contract value for fully benefit-responsive investment contracts

 

 

 

17,387

 

3,034

 

 

 

 

 

 

 

 

 

 

 

 

 

Total Assets, at fair value

 

 

 

 

 

$

2,946,343

 

$

3,034

 

 

 

*

Identified as a party-in-interest to the Plan.

 

 

 

 

(1)

A portion of these assets are held in the self-directed accounts.

 

(2)

Refer to Attachment A for listing of assets relating to these contracts.

 

(3)

Refer to Attachment B for listing of assets relating to these contracts.

 

(4)

There are no non-participant directed investments.

 

S-2

 


 

Attachment A

(In thousands)

 

Identity of Issuer

 

Description

 

Cost

 

Current
Value

 

ABB LTD SPONSORED ADR

 

COMMON STOCK

 

 

 

$

 863

 

ABBOTT LABS COM

 

COMMON STOCK

 

 

 

2,093

 

ACCENTURE LTD BERMUDA CL A

 

COMMON STOCK

 

 

 

1,640

 

ALTERA CORP COM

 

COMMON STOCK

 

 

 

923

 

AON CORP COM

 

COMMON STOCK

 

 

 

983

 

APOLLO GROUP INC CL A

 

COMMON STOCK

 

 

 

1,534

 

APPLE INC

 

COMMON STOCK

 

 

 

673

 

AUTOMATIC DATA PROCESSING INC

 

COMMON STOCK

 

 

 

1,011

 

CAMECO CORP

 

COMMON STOCK

 

 

 

269

 

CATERPILLAR INC

 

COMMON STOCK

 

 

 

768

 

CISCO SYS INC COM

 

COMMON STOCK

 

 

 

1,661

 

COVIDIEN LIMITED

 

COMMON STOCK

 

 

 

1,396

 

CUMMINS INC COM

 

COMMON STOCK

 

 

 

488

 

DEERE & CO COM

 

COMMON STOCK

 

 

 

1,263

 

DREYFUS GOVT CASH MGMT FUND

 

MUTUAL FUND

 

 

 

681

 

EATON CORP

 

COMMON STOCK

 

 

 

530

 

ELECTRONIC ARTS

 

COMMON STOCK

 

 

 

736

 

EOG RES INC COM

 

COMMON STOCK

 

 

 

702

 

FLUOR CORP NEW COM

 

COMMON STOCK

 

 

 

73

 

FOCUS MEDIA HLDG LTD SPONSORED

 

COMMON STOCK

 

 

 

115

 

FOSTER WHEELER LTD

 

COMMON STOCK

 

 

 

140

 

GENENTECH INC

 

COMMON STOCK

 

 

 

1,104

 

GENERAL DYNAMICS CORP COM

 

COMMON STOCK

 

 

 

1,317

 

GENZYME CORP COM

 

COMMON STOCK

 

 

 

856

 

GOLDMAN SACHS GROUP INC COM

 

COMMON STOCK

 

 

 

1,462

 

GOOGLE INC CL A

 

COMMON STOCK

 

 

 

1,578

 

HALLIBURTON CO COM

 

COMMON STOCK

 

 

 

1,005

 

HESS CORP

 

COMMON STOCK

 

 

 

671

 

HEWLETT PACKARD CO COM

 

COMMON STOCK

 

 

 

1,626

 

HONEYWELL INTL INC COM

 

COMMON STOCK

 

 

 

1,002

 

IBM CORP COM

 

COMMON STOCK

 

 

 

1,040

 

ILLINOIS TOOL WKS INC COM

 

COMMON STOCK

 

 

 

494

 

KOHLS CORP COM

 

COMMON STOCK

 

 

 

466

 

LOCKHEED MARTIN CORP COM

 

COMMON STOCK

 

 

 

1,987

 

MANPOWER INC WIS

 

COMMON STOCK

 

 

 

561

 

MARSH & MCLENNAN COS INC COM

 

COMMON STOCK

 

 

 

1,092

 

MCAFEE INC

 

COMMON STOCK

 

 

 

1,093

 

MCKESSON CORP COM

 

COMMON STOCK

 

 

 

1,085

 

MEDTRONIC INC COM

 

COMMON STOCK

 

 

 

862

 

MERCK & CO INC COM

 

COMMON STOCK

 

 

 

757

 

METLIFE INC COM

 

COMMON STOCK

 

 

 

919

 

METROPCS COMMUNICATIONS INC

 

COMMON STOCK

 

 

 

865

 

MICROSOFT CORP COM

 

COMMON STOCK

 

 

 

2,852

 

MONSANTO CO NEW COM

 

COMMON STOCK

 

 

 

908

 

MOODYS CORP COM

 

COMMON STOCK

 

 

 

590

 

NESTLE SA SPON ADR REPSTG REG

 

COMMON STOCK

 

 

 

1,676

 

NETAPP INC COM

 

COMMON STOCK

 

 

 

740

 

NIKE INC CL B COM

 

COMMON STOCK

 

 

 

742

 

NORFOLK SOUTHN CORP COM

 

COMMON STOCK

 

 

 

240

 

NORTEL NETWORKS CORP NEW COM

 

COMMON STOCK

 

 

 

0

 

OCCIDENTAL PETE CORP COM

 

COMMON STOCK

 

 

 

1,065

 

ORACLE CORPORATION COM

 

COMMON STOCK

 

 

 

3,026

 

PEPSICO INC COM

 

COMMON STOCK

 

 

 

961

 

PETROLEO BRASILEIRO SA

 

COMMON STOCK

 

 

 

390

 

PRECISION CASTPARTS CORP

 

COMMON STOCK

 

 

 

1,090

 

QUALCOMM INC

 

COMMON STOCK

 

 

 

1,460

 

RAYTHEON CO COM NEW

 

COMMON STOCK

 

 

 

1,738

 

RESEARCH IN MOTION LTD COM

 

COMMON STOCK

 

 

 

723

 

SCHLUMBERGER LTD COM

 

COMMON STOCK

 

 

 

1,034

 

SIEMENS AG SPONSORED ADR

 

COMMON STOCK

 

 

 

788

 

ST JUDE MED INC COM

 

COMMON STOCK

 

 

 

924

 

STAPLES INC COM

 

COMMON STOCK

 

 

 

1,150

 

TARGET CORP COM

 

COMMON STOCK

 

 

 

1,051

 

TEVA PHARMACEUTICAL INDS ADR

 

COMMON STOCK

 

 

 

1,355

 

TJX COS INC NEW COM

 

COMMON STOCK

 

 

 

1,176

 

TRANSOCEAN LTD ZUG NAMEN-AKT

 

COMMON STOCK

 

 

 

460

 

ULTRA PETE CORP

 

COMMON STOCK

 

 

 

478

 

UNITEDHEALTH GROUP INC COM

 

COMMON STOCK

 

 

 

1,195

 

VERISIGN INC COM

 

COMMON STOCK

 

 

 

515

 

VIACOM INC NEW CL B

 

COMMON STOCK

 

 

 

1,027

 

VISA INC COM CL A

 

COMMON STOCK

 

 

 

1,021

 

WELLS FARGO & CO NEW COM

 

COMMON STOCK

 

 

 

1,122

 

WESTERN UN CO COM

 

COMMON STOCK

 

 

 

1,732

 

WYETH COM

 

COMMON STOCK

 

 

 

914

 

CASH

 

CASH AND CASH EQUIVALENTS

 

 

 

4,758

 

 

 

WELLINGTON GROWTH PORTFOLIO

 

 

 

79,282

 

 

 

 

 

 

 

 

 

AEGON N V AMERICAN NY REGISTRY

 

COMMON STOCK

 

 

 

$

242

 

AMERICAN INTL GROUP INC COM

 

COMMON STOCK

 

 

 

213

 

AMGEN INC

 

COMMON STOCK

 

 

 

2,114

 

AUTODESK INC COM

 

COMMON STOCK

 

 

 

26

 

BAKER HUGHES INC COM

 

COMMON STOCK

 

 

 

1,268

 

BMC SOFTWARE INC COM

 

COMMON STOCK

 

 

 

433

 

BOSTON SCIENTIFIC CORP COM

 

COMMON STOCK

 

 

 

774

 

CADENCE DESIGN SYS INC COM

 

COMMON STOCK

 

 

 

92

 

CAPITAL ONE FINL CORP

 

COMMON STOCK

 

 

 

1,435

 

CARDINAL HEALTH INC COM

 

COMMON STOCK

 

 

 

1,431

 

 

S-3


 

Identity of Issuer

 

Description

 

Cost

 

Current
Value

 

CARMAX INC

 

COMMON STOCK

 

 

 

118

 

CEMEX SAB DE CV SPONS ADR NEW

 

COMMON STOCK

 

 

 

183

 

CHEVRON CORPORATION COM

 

COMMON STOCK

 

 

 

1,277

 

CITIGROUP INC COM

 

COMMON STOCK

 

 

 

537

 

CITRIX SYS INC COM

 

COMMON STOCK

 

 

 

471

 

COMCAST CORP NEW CL A

 

COMMON STOCK

 

 

 

3,038

 

COMPUTER SCIENCES CORP COM

 

COMMON STOCK

 

 

 

966

 

COMPUWARE CORP

 

COMMON STOCK

 

 

 

405

 

COVIDIEN LIMITED

 

COMMON STOCK

 

 

 

562

 

CREDIT SUISSE GROUP SPON ADR

 

COMMON STOCK

 

 

 

212

 

DISH NETWORK CORP CL A

 

COMMON STOCK

 

 

 

166

 

DOMTAR CORP COM

 

COMMON STOCK

 

 

 

47

 

DOW CHEM CO COM

 

COMMON STOCK

 

 

 

905

 

DREYFUS GOVT CASH MGMT FUND

 

MUTUAL FUND

 

 

 

2,630

 

EATON CORP

 

COMMON STOCK

 

 

 

50

 

EBAY INC COM

 

COMMON STOCK

 

 

 

628

 

ERICSSON L M TEL CO ADR CL B

 

COMMON STOCK

 

 

 

312

 

FEDEX CORP COM

 

COMMON STOCK

 

 

 

1,443

 

GENERAL ELEC CO COM

 

COMMON STOCK

 

 

 

1,580

 

GENUINE PARTS CO COM

 

COMMON STOCK

 

 

 

356

 

GENWORTH FINL INC

 

COMMON STOCK

 

 

 

42

 

GLAXOSMITHKLINE PLC SPONSORED

 

COMMON STOCK

 

 

 

1,677

 

HEALTH MGMT ASSOC INC NEW CL A

 

COMMON STOCK

 

 

 

54

 

HEWLETT PACKARD CO COM

 

COMMON STOCK

 

 

 

2,994

 

HITACHI LTD ADR 10

 

COMMON STOCK

 

 

 

407

 

HOME DEPOT INC COM

 

COMMON STOCK

 

 

 

1,266

 

HSBC HLDG PLC SPON ADR NEW

 

COMMON STOCK

 

 

 

389

 

INTERPUBLIC GROUP COS INC COM

 

COMMON STOCK

 

 

 

208

 

KONINKLIJKE PHILIPS ELECTRS NV

 

COMMON STOCK

 

 

 

219

 

KYOCERA CORP ADR

 

COMMON STOCK

 

 

 

362

 

LEGG MASON INC

 

COMMON STOCK

 

 

 

219

 

LIBERTY GLOBAL INC

 

COMMON STOCK

 

 

 

114

 

LIBERTY GLOBAL INC COM SER A

 

COMMON STOCK

 

 

 

45

 

LIBERTY MEDIA CORP NEW

 

COMMON STOCK

 

 

 

440

 

LIBERTY MEDIA HLDG CORP

 

COMMON STOCK

 

 

 

215

 

LOEWS CORP COM

 

COMMON STOCK

 

 

 

424

 

MACYS INC COM

 

COMMON STOCK

 

 

 

311

 

MAXIM INTEGRATED PRODS INC COM

 

COMMON STOCK

 

 

 

457

 

MOLEX INC CL A

 

COMMON STOCK

 

 

 

272

 

MOTOROLA INC COM

 

COMMON STOCK

 

 

 

1,108

 

NEWS CORPORATION CL A

 

COMMON STOCK

 

 

 

1,636

 

NOVARTIS AG SPON ADR

 

COMMON STOCK

 

 

 

1,493

 

OCCIDENTAL PETE CORP COM

 

COMMON STOCK

 

 

 

1,920

 

PANASONIC CORP ADR

 

COMMON STOCK

 

 

 

902

 

PFIZER INC COM STK USD0.05

 

COMMON STOCK

 

 

 

1,535

 

PITNEY BOWES INC COM

 

COMMON STOCK

 

 

 

510

 

ROYAL DUTCH SHELL PLC

 

COMMON STOCK

 

 

 

662

 

SANOFI-AVENTIS ADR

 

COMMON STOCK

 

 

 

1,881

 

SCHLUMBERGER LTD COM

 

COMMON STOCK

 

 

 

910

 

SHERWIN WILLIAMS CO COM

 

COMMON STOCK

 

 

 

317

 

SLM CORP

 

COMMON STOCK

 

 

 

407

 

SONY CORP AMERN SH NEW ADR

 

COMMON STOCK

 

 

 

1,148

 

SPRINT NEXTEL CORP COM SER 1

 

COMMON STOCK

 

 

 

320

 

SUN MICROSYSTEMS INC COM NEW

 

COMMON STOCK

 

 

 

58

 

SYNOPSYS INC COM

 

COMMON STOCK

 

 

 

370

 

THOMSON

 

COMMON STOCK

 

 

 

14

 

TIME WARNER INC

 

COMMON STOCK

 

 

 

1,911

 

TRAVELERS COS INC COM

 

COMMON STOCK

 

 

 

678

 

TYCO ELECTRONICS LTD

 

COMMON STOCK

 

 

 

365

 

TYCO INTERNATIONAL LTD BERMUDA

 

COMMON STOCK

 

 

 

432

 

UNITEDHEALTH GROUP INC COM

 

COMMON STOCK

 

 

 

1,330

 

VULCAN MATLS CO COM

 

COMMON STOCK

 

 

 

417

 

WACHOVIA CORP NEW COM

 

COMMON STOCK

 

 

 

582

 

WAL MART STORES INC COM

 

COMMON STOCK

 

 

 

1,643

 

WALGREEN CO

 

COMMON STOCK

 

 

 

493

 

WELLPOINT INC

 

COMMON STOCK

 

 

 

1,854

 

WELLS FARGO & CO NEW COM

 

COMMON STOCK

 

 

 

1,483

 

WYETH COM

 

COMMON STOCK

 

 

 

1,032

 

XEROX CORP COM

 

COMMON STOCK

 

 

 

917

 

CASH

 

CASH AND CASH EQUIVALENTS

 

 

 

6,618

 

 

 

DODGE & COX VALUE EQUITY FUND

 

 

 

68,973

 

 

 

 

 

 

 

 

 

ACTIVISION BLIZZARD INC COM

 

COMMON STOCK

 

 

 

$

105

 

ADVANCED AUTO PTS INC

 

COMMON STOCK

 

 

 

491

 

AFFILIATED COMPUTER SVCS INC

 

COMMON STOCK

 

 

 

74

 

AGCO CORP COM

 

COMMON STOCK

 

 

 

314

 

AIRGAS INC

 

COMMON STOCK

 

 

 

343

 

ALEXANDER & BALDWIN INC

 

COMMON STOCK

 

 

 

130

 

ALLIANT ENERGY CORP COM

 

COMMON STOCK

 

 

 

245

 

AMB PPTYS CORP COM

 

COMMON STOCK

 

 

 

84

 

AMERICAN FINL GROUP INC OHIO

 

COMMON STOCK

 

 

 

256

 

AMERICAN GREETINGS CORP CL A

 

COMMON STOCK

 

 

 

138

 

AMPHENOL CORP NEW CL A

 

COMMON STOCK

 

 

 

218

 

ANSYS INC COM

 

COMMON STOCK

 

 

 

120

 

APARTMENT INVT & MGMT CO CL A

 

COMMON STOCK

 

 

 

74

 

ARCH COAL INC COM

 

COMMON STOCK

 

 

 

212

 

ASSOCIATED BANC CORP COM

 

COMMON STOCK

 

 

 

77

 

 

S-4


 

Identity of Issuer

 

Description

 

Cost

 

Current
Value

 

AVNET INC COM

 

COMMON STOCK

 

 

 

191

 

BANCORPSOUTH INC

 

COMMON STOCK

 

 

 

161

 

BANK OF HAWAII CORP

 

COMMON STOCK

 

 

 

375

 

BARNES & NOBLE INC COM

 

COMMON STOCK

 

 

 

48

 

BECKMAN COULTER INC COM

 

COMMON STOCK

 

 

 

105

 

BERKLEY W R CORP COM

 

COMMON STOCK

 

 

 

298

 

BJS WHSL CLUB INC COM

 

COMMON STOCK

 

 

 

260

 

BOB EVANS FARMS INC

 

COMMON STOCK

 

 

 

82

 

BORG WARNER INC COM

 

COMMON STOCK

 

 

 

74

 

BRINKER INTL INC COM

 

COMMON STOCK

 

 

 

116

 

BRINKS CO

 

COMMON STOCK

 

 

 

228

 

BRINKS HOME SEC HLDGS INC COM

 

COMMON STOCK

 

 

 

160

 

BROADRIDGE FINL SOLUTIONS INC

 

COMMON STOCK

 

 

 

231

 

CAMDEN PPTY TR SHS BEN INT

 

COMMON STOCK

 

 

 

194

 

CAMERON INTL CORP COM

 

COMMON STOCK

 

 

 

100

 

CARLISLE COS INC COM

 

COMMON STOCK

 

 

 

120

 

CENTERPOINT ENERGY INC

 

COMMON STOCK

 

 

 

173

 

CENTEX CORP COM

 

COMMON STOCK

 

 

 

95

 

CENTRAL EUROPEAN DISTR CORP

 

COMMON STOCK

 

 

 

116

 

CEPHALON INC COM

 

COMMON STOCK

 

 

 

62

 

CHARLES RIV LABORATORIES INTL

 

COMMON STOCK

 

 

 

160

 

CIMAREX ENERGY CO

 

COMMON STOCK

 

 

 

177

 

CLIFFS NAT RES INC COM

 

COMMON STOCK

 

 

 

151

 

COMSTOCK RES INC NEW

 

COMMON STOCK

 

 

 

80

 

CORN PRODS INTL INC COM

 

COMMON STOCK

 

 

 

110

 

DENBURY RES INC COM NEW

 

COMMON STOCK

 

 

 

248

 

DENTSPLY INTL INC NEW COM

 

COMMON STOCK

 

 

 

491

 

DEVRY INC DEL COM

 

COMMON STOCK

 

 

 

46

 

DIEBOLD INC

 

COMMON STOCK

 

 

 

242

 

DOLLAR TREE INC COM

 

COMMON STOCK

 

 

 

397

 

DPL INC COM

 

COMMON STOCK

 

 

 

409

 

DRESSER RAND GROUP INC

 

COMMON STOCK

 

 

 

41

 

DREYFUS GOVT CASH MGMT FUND

 

MUTUAL FUND

 

 

 

232

 

DUKE REALTY CORPORATION

 

COMMON STOCK

 

 

 

142

 

DUN & BRADSTREET CORP DEL NEW

 

COMMON STOCK

 

 

 

170

 

DYCOM INDS INC

 

COMMON STOCK

 

 

 

72

 

EDWARDS LIFE SCIENCES CORP COM

 

COMMON STOCK

 

 

 

71

 

EMCOR GROUP INC COM

 

COMMON STOCK

 

 

 

52

 

ENERGEN CORP

 

COMMON STOCK

 

 

 

408

 

EQUITABLE RES INC COM

 

COMMON STOCK

 

 

 

70

 

F5 NETWORK INC COM

 

COMMON STOCK

 

 

 

46

 

FACTSET RESH SYS INC

 

COMMON STOCK

 

 

 

93

 

FERRO CORP COM

 

COMMON STOCK

 

 

 

45

 

FIRST AMERICAN CORP COM

 

COMMON STOCK

 

 

 

121

 

FIRST NIAGARA FINL GROUP INC

 

COMMON STOCK

 

 

 

58

 

FIRSTMERIT CORP

 

COMMON STOCK

 

 

 

371

 

FLOWSERVE CORP COM

 

COMMON STOCK

 

 

 

196

 

FMC CORP NEW COM

 

COMMON STOCK

 

 

 

295

 

FMC TECHNOLOGIES INC COM

 

COMMON STOCK

 

 

 

310

 

FOOT LOCKER INC COM

 

COMMON STOCK

 

 

 

62

 

FOSSIL INC COM

 

COMMON STOCK

 

 

 

90

 

GARTNER INC COM

 

COMMON STOCK

 

 

 

455

 

GATX CORP COM

 

COMMON STOCK

 

 

 

384

 

GEN PROBE INC NEW

 

COMMON STOCK

 

 

 

201

 

GENTEX CORP COM

 

COMMON STOCK

 

 

 

143

 

GLOBAL PMTS INC COM

 

COMMON STOCK

 

 

 

312

 

GREAT PLAINS ENERGY INC COM

 

COMMON STOCK

 

 

 

39

 

HANOVER INS GROUP INC COM

 

COMMON STOCK

 

 

 

125

 

HANSEN NAT CORP

 

COMMON STOCK

 

 

 

57

 

HARRIS CORP DEL COM

 

COMMON STOCK

 

 

 

259

 

HARSCO CORP

 

COMMON STOCK

 

 

 

149

 

HARTE-HANKS INC COM

 

COMMON STOCK

 

 

 

60

 

HAWAIIAN ELEC INDS INC COM

 

COMMON STOCK

 

 

 

182

 

HCC INS HLDGS INC COM

 

COMMON STOCK

 

 

 

487

 

HEALTH CARE REIT INC COM

 

COMMON STOCK

 

 

 

236

 

HNI CORP

 

COMMON STOCK

 

 

 

105

 

HORMEL FOODS CORP COM

 

COMMON STOCK

 

 

 

239

 

HOSPITALITY PPTYS TR COM SHS

 

COMMON STOCK

 

 

 

198

 

HUBBELL INC CL B

 

COMMON STOCK

 

 

 

402

 

IDACORP INC COM

 

COMMON STOCK

 

 

 

56

 

IDEXX LABS INC COM

 

COMMON STOCK

 

 

 

177

 

INTERNATIONAL SPEEDWAY CORP CL

 

COMMON STOCK

 

 

 

66

 

INTERSIL CORP CL A

 

COMMON STOCK

 

 

 

181

 

ITT EDL SVCS INC COM

 

COMMON STOCK

 

 

 

494

 

JABIL CIRCUIT INC COM

 

COMMON STOCK

 

 

 

62

 

JACOBS ENGR GROUP INC COM

 

COMMON STOCK

 

 

 

197

 

JANUS CAP GROUP INC

 

COMMON STOCK

 

 

 

107

 

JOY GLOBAL INC

 

COMMON STOCK

 

 

 

55

 

KENNAMETAL INC COM

 

COMMON STOCK

 

 

 

82

 

KIRBY CORP COM

 

COMMON STOCK

 

 

 

47

 

KNIGHT CAP GROUP INC

 

COMMON STOCK

 

 

 

147

 

LANDSTAR SYS INC COM

 

COMMON STOCK

 

 

 

19

 

LIBERTY PPTY TR SHS BEN INT

 

COMMON STOCK

 

 

 

269

 

LIFE TECHNOLOGIES CORP COM

 

COMMON STOCK

 

 

 

457

 

LIFEPOINT HOSPS INC COM

 

COMMON STOCK

 

 

 

89

 

LINCARE HLDGS INC COM

 

COMMON STOCK

 

 

 

442

 

LUBRIZOL CORP

 

COMMON STOCK

 

 

 

87

 

 

S-5


 

Identity of Issuer

 

Description

 

Cost

 

Current
Value

 

MACERICH CO COM

 

COMMON STOCK

 

 

 

76

 

MACK CALI RLTY CORP COM

 

COMMON STOCK

 

 

 

409

 

MANPOWER INC WIS

 

COMMON STOCK

 

 

 

190

 

MARINER ENERGY INC COM

 

COMMON STOCK

 

 

 

83

 

MDU RESOURCES GROUP INC

 

COMMON STOCK

 

 

 

369

 

MEDICIS PHARMACEUTICAL CORP

 

COMMON STOCK

 

 

 

172

 

MEREDITH CORP COM

 

COMMON STOCK

 

 

 

41

 

MINERALS TECHNOLOGIES INC COM

 

COMMON STOCK

 

 

 

258

 

MPS GROUP INC

 

COMMON STOCK

 

 

 

53

 

NATIONAL FUEL GAS CO N J

 

COMMON STOCK

 

 

 

316

 

NCR CORP NEW

 

COMMON STOCK

 

 

 

301

 

NETFLIX COM INC

 

COMMON STOCK

 

 

 

66

 

NEW YORK CMNTY BANCORP INC

 

COMMON STOCK

 

 

 

37

 

NORDSON CORP

 

COMMON STOCK

 

 

 

232

 

NV ENERGY INC COM

 

COMMON STOCK

 

 

 

376

 

OLIN CORP COM PAR $1.00

 

COMMON STOCK

 

 

 

108

 

OMNICARE INC COM

 

COMMON STOCK

 

 

 

247

 

OSHKOSH CORP COM

 

COMMON STOCK

 

 

 

138

 

OVERSEAS SHIPHOLDING GRP INC

 

COMMON STOCK

 

 

 

147

 

PANERA BREAD CO CL A COM

 

COMMON STOCK

 

 

 

157

 

PATTERSON UTI ENERGY INC COM

 

COMMON STOCK

 

 

 

87

 

PENTAIR INC COM

 

COMMON STOCK

 

 

 

225

 

PEPSIAMERICAS INC COM

 

COMMON STOCK

 

 

 

346

 

PHARMACEUTICAL PROD DEV INC

 

COMMON STOCK

 

 

 

177

 

PLAINS EXPLORATION & PRODTN

 

COMMON STOCK

 

 

 

107

 

PRICELINE COM INC

 

COMMON STOCK

 

 

 

88

 

PUGET ENERGY INC NEW

 

COMMON STOCK

 

 

 

196

 

PULTE HOMES INC COM

 

COMMON STOCK

 

 

 

73

 

RALCORP HLDGS INC NEW COM

 

COMMON STOCK

 

 

 

397

 

RAYMOND JAMES FINL INC COM

 

COMMON STOCK

 

 

 

204

 

REINSURANCE GROUP AMER INC COM

 

COMMON STOCK

 

 

 

81

 

RELIANCE STL & ALUM CO

 

COMMON STOCK

 

 

 

183

 

REPUBLIC SVCS INC COM

 

COMMON STOCK

 

 

 

214

 

ROPER INDS INC NEW COM

 

COMMON STOCK

 

 

 

109

 

ROSS STORES INC COM

 

COMMON STOCK

 

 

 

505

 

SCHEIN HENRY INC COM

 

COMMON STOCK

 

 

 

161

 

SEI INVESTMENT CO COM

 

COMMON STOCK

 

 

 

327

 

SEMTECH CORP

 

COMMON STOCK

 

 

 

68

 

SHAW GROUP INC COM

 

COMMON STOCK

 

 

 

96

 

SILICON LABORATORIES INC

 

COMMON STOCK

 

 

 

40

 

SOHU.COM INC COM

 

COMMON STOCK

 

 

 

199

 

SOUTHERN UN CO NEW

 

COMMON STOCK

 

 

 

197

 

SOUTHWESTERN ENERGY CO (DEL)

 

COMMON STOCK

 

 

 

278

 

SPX CORP

 

COMMON STOCK

 

 

 

292

 

STANCORP FINL GROUP INC COM

 

COMMON STOCK

 

 

 

610

 

STERIS CORP COM

 

COMMON STOCK

 

 

 

239

 

SVB FINL GROUP

 

COMMON STOCK

 

 

 

115

 

SYBASE INC COM

 

COMMON STOCK

 

 

 

417

 

SYNOPSYS INC COM

 

COMMON STOCK

 

 

 

180

 

SYNOVUS FINL CORP

 

COMMON STOCK

 

 

 

95

 

TCF FINL CORP

 

COMMON STOCK

 

 

 

52

 

TECH DATA CORP COM

 

COMMON STOCK

 

 

 

401

 

TECHNE CORP COM

 

COMMON STOCK

 

 

 

258

 

TELEPHONE & DATA SYS INC COM

 

COMMON STOCK

 

 

 

470

 

TERRA INDS INC

 

COMMON STOCK

 

 

 

227

 

TRACTOR SUPPLY CO

 

COMMON STOCK

 

 

 

61

 

TRANSATLANTIC HLDGS INC COM

 

COMMON STOCK

 

 

 

112

 

TRIMBLE NAV LTD

 

COMMON STOCK

 

 

 

61

 

TUPPERWARE BRANDS CORP COM

 

COMMON STOCK

 

 

 

66

 

UDR INC COM REIT

 

COMMON STOCK

 

 

 

145

 

UGI CORP NEW COM

 

COMMON STOCK

 

 

 

357

 

UNIVERSAL CORP VA

 

COMMON STOCK

 

 

 

105

 

UNIVERSAL HEALTH SVCS INC CL B

 

COMMON STOCK

 

 

 

406

 

URBAN OUTFITTERS INC COM

 

COMMON STOCK

 

 

 

274

 

URS CORP NEW

 

COMMON STOCK

 

 

 

379

 

VALSPAR CORP

 

COMMON STOCK

 

 

 

116

 

WARNACO GROUP INC

 

COMMON STOCK

 

 

 

338

 

WASHINGTON FEDERAL INC

 

COMMON STOCK

 

 

 

21

 

WATSON PHARMACEUTICALS INC COM

 

COMMON STOCK

 

 

 

64

 

WEINGARTEN RLTY INVS SH BEN

 

COMMON STOCK

 

 

 

226

 

WELLCARE HEALTH PLANS INC

 

COMMON STOCK

 

 

 

64

 

WERNER ENTERPRISES INC COM

 

COMMON STOCK

 

 

 

142

 

WESTAMERICA BANCORPORATION COM

 

COMMON STOCK

 

 

 

97

 

WESTERN DIGITAL CORP DEL COM

 

COMMON STOCK

 

 

 

250

 

WILEY JOHN & SONS INC CL A

 

COMMON STOCK

 

 

 

64

 

WILMINGTON TR CORP

 

COMMON STOCK

 

 

 

145

 

WMS INDS INC COM

 

COMMON STOCK

 

 

 

59

 

WORTHINGTON INDS INC COM

 

COMMON STOCK

 

 

 

213

 

CASH

 

CASH AND CASH EQUIVALENTS

 

 

 

8,823

 

FRANKLIN PORTFOLIO MID CAP STOCK FUND

 

 

 

$

42,671

 

 

S-6


 

Attachment B

(In thousands)

 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

3M CO MTN B/E TR 00005

 

4.375% 08/15/2013 DD 08/21/08

 

CORPORATE DEBT INSTRUMENTS

 

$

1,134

 

ABBOTT LABSo

 

5.600% 05/15/2011 DD 05/12/06

 

CORPORATE DEBT INSTRUMENTS

 

317

 

ABU DHABI NATL ENERGY MTN 144A

 

5.620% 10/25/2012 DD 10/25/07

 

CORPORATE DEBT INSTRUMENTS

 

1,361

 

ACE INA HLDG INC GTD SR NT

 

5.800% 03/15/2018 DD 02/14/08

 

CORPORATE DEBT INSTRUMENTS

 

450

 

ACESS GROUP DEL 08-1 CL A

 

VAR RT 10/27/2025 DD 08/05/08

 

CORPORATE DEBT INSTRUMENTS

 

1,195

 

ADJUSTABLE RATE 04-5 CL 2A1

 

VAR RT 04/25/2035 DD 12/01/04

 

CORPORATE DEBT INSTRUMENTS

 

28

 

AEGON N V SR NT

 

4.750% 06/01/2013 DD 05/20/03

 

CORPORATE DEBT INSTRUMENTS

 

427

 

AHMAT AMERN 06-6 P/T A1-A

 

VAR RT 11/25/2036 DD 10/30/06

 

CORPORATE DEBT INSTRUMENTS

 

104

 

ALTERNATIVE LN 06 OA10 CL 1A1

 

VAR RT 08/25/2046 DD 06/01/06

 

CORPORATE DEBT INSTRUMENTS

 

109

 

ALTRIA GROUP INC NT

 

9.700% 11/10/2018 DD 11/10/08

 

CORPORATE DEBT INSTRUMENTS

 

676

 

AMERICAN EXPRESS 08-2 CL A

 

4.020% 01/18/2011 DD 08/07/08

 

CORPORATE DEBT INSTRUMENTS

 

1,797

 

AMERICAN EXPRESS BK FSB MEDIUM

 

5.500% 04/16/2013 DD 04/16/08

 

CORPORATE DEBT INSTRUMENTS

 

5,210

 

AMERICAN EXPRESS CO

 

3.150% 12/09/2011 DD 12/11/08

 

U. S. GOVERNMENT SECURITIES

 

5,141

 

AMERICAN EXPRESS CO NT

 

7.000% 03/19/2018 DD 03/19/08

 

CORPORATE DEBT INSTRUMENTS

 

1,112

 

AMERICAN EXPRESS CR CORP MTN

 

5.875% 05/02/2013 DD 06/02/08

 

CORPORATE DEBT INSTRUMENTS

 

772

 

AMERICAN EXPRESS TRAVEL 144A

 

5.250% 11/21/2011 DD 11/21/06

 

CORPORATE DEBT INSTRUMENTS

 

858

 

AMERICAN GEN FIN CORP SR NT

 

8.450% 10/15/2009 DD 11/01/89

 

CORPORATE DEBT INSTRUMENTS

 

720

 

AMERICAN HOME MTG 2005-1 CL 6A

 

VAR RT 06/25/2045 DD 03/01/05

 

CORPORATE DEBT INSTRUMENTS

 

211

 

AMERICAN INTL GROUP INC 144A

 

8.250% 08/15/2018 DD 08/18/08

 

CORPORATE DEBT INSTRUMENTS

 

2,562

 

AMERICAN INTL GROUP INC MTN

 

5.450% 05/18/2017 DD 05/18/07

 

CORPORATE DEBT INSTRUMENTS

 

132

 

AMERICAN INTL GROUP INC NT

 

5.050% 10/01/2015 DD 04/01/06

 

CORPORATE DEBT INSTRUMENTS

 

402

 

AMERICAN INTL GRP MTN #TR00028

 

VAR RT 10/18/2011 DD 10/18/06

 

CORPORATE DEBT INSTRUMENTS

 

1,150

 

AMERICAN MOVIL S A DE C B GTD

 

5.500% 03/01/2014 DD 09/01/04

 

CORPORATE DEBT INSTRUMENTS

 

277

 

ANADARKO PETE CORP SR NT

 

5.950% 09/15/2016 DD 09/19/06

 

CORPORATE DEBT INSTRUMENTS

 

420

 

ANADARKO PETE CORP SR NT

 

5.950% 09/15/2016 DD 09/19/06

 

CORPORATE DEBT INSTRUMENTS

 

905

 

ANZ CAP TR I TR SECS 144A

 

4.484% 01/29/2049 DD 11/26/03

 

CORPORATE DEBT INSTRUMENTS

 

966

 

ANZ NATL INTL LTD MTN 144A

 

6.200% 07/19/2013 DD 07/16/08

 

CORPORATE DEBT INSTRUMENTS

 

614

 

AOL TIME WARNER INC NT

 

6.750% 04/15/2011 DD 04/19/01

 

CORPORATE DEBT INSTRUMENTS

 

205

 

APACHE CORP NT

 

6.000% 09/15/2013 DD 10/01/08

 

CORPORATE DEBT INSTRUMENTS

 

1,193

 

APPALACHIAN PWR CO SR NT SER O

 

5.650% 08/15/2012 DD 08/17/07

 

CORPORATE DEBT INSTRUMENTS

 

759

 

ARCELORMITTAL SA LUXEMBOURG NT

 

5.375% 06/01/2013 DD 05/27/08

 

CORPORATE DEBT INSTRUMENTS

 

1,056

 

ARIZONA PUB SVC CO NT

 

6.375% 10/15/2011 DD 10/05/01

 

CORPORATE DEBT INSTRUMENTS

 

400

 

ASSET BACKED CTFS TR 06-8 2A1

 

VAR RT 01/25/2046 DD 06/28/06

 

CORPORATE DEBT INSTRUMENTS

 

48

 

AT & T INC GLOBAL NT

 

6.500% 09/01/2037 DD 08/31/07

 

CORPORATE DEBT INSTRUMENTS

 

251

 

AT & T INC GLOBAL NT

 

6.500% 09/01/2037 DD 08/31/07

 

CORPORATE DEBT INSTRUMENTS

 

1,006

 

AT & T INC GLOBAL NT

 

6.500% 09/01/2037 DD 08/31/07

 

CORPORATE DEBT INSTRUMENTS

 

1,400

 

AT & T INC GLOBAL NT

 

6.500% 09/01/2037 DD 08/31/07

 

CORPORATE DEBT INSTRUMENTS

 

1,480

 

AT&T BROADBAND CORP NT

 

8.375% 03/15/2013 DD 11/18/02

 

CORPORATE DEBT INSTRUMENTS

 

771

 

AT&T BROADBAND CORP NT

 

8.375% 03/15/2013 DD 11/18/02

 

CORPORATE DEBT INSTRUMENTS

 

776

 

AT&T INC GLOBAL NT

 

5.600% 05/15/2018 DD 05/13/08

 

CORPORATE DEBT INSTRUMENTS

 

1,298

 

B A T INTL FIN PLC NT 144A

 

9.500% 11/15/2018 DD 11/21/08

 

CORPORATE DEBT INSTRUMENTS

 

333

 

BA CR CARD TR 08-3 CL A

 

VAR RT 08/15/2011 DD 03/18/08

 

CORPORATE DEBT INSTRUMENTS

 

2,479

 

BA CR CARD TR 08-9 CL A

 

4.070% 07/16/2012 DD 08/05/08

 

CORPORATE DEBT INSTRUMENTS

 

1,736

 

BANC AMER COML MTG 02 PB2 A4

 

6.186% 06/11/2035 DD 05/01/02

 

CORPORATE DEBT INSTRUMENTS

 

1,111

 

BANC AMER COML MTG 06-6 CL A4

 

5.356% 10/10/2045 DD 11/01/06

 

CORPORATE DEBT INSTRUMENTS

 

940

 

BANC AMER COML MTG INC 05-6 A4

 

VAR RT 09/10/2047 DD 12/01/05

 

CORPORATE DEBT INSTRUMENTS

 

2,091

 

BANK AMER COML MTG 00 1 CL A2A

 

7.333% 11/15/2031 DD 09/01/00

 

CORPORATE DEBT INSTRUMENTS

 

1,110

 

BANK AMER CORP NT

 

7.800% 02/15/2010 DD 02/14/00

 

CORPORATE DEBT INSTRUMENTS

 

205

 

BANK AMER CORP SR NT

 

5.750% 12/01/2017 DD 12/04/07

 

CORPORATE DEBT INSTRUMENTS

 

374

 

BANK AMER CORP SR NT

 

5.750% 12/01/2017 DD 12/04/07

 

CORPORATE DEBT INSTRUMENTS

 

1,709

 

BANK AMER FDG CORP MED TERM

 

5.650% 05/01/2018 DD 05/02/08

 

CORPORATE DEBT INSTRUMENTS

 

1,028

 

BANK AMER FDG CORP MED TERM

 

5.650% 05/01/2018 DD 05/02/08

 

CORPORATE DEBT INSTRUMENTS

 

10,080

 

BANK AMER MTG SECS 02 G CTF1A3

 

VAR RT 07/20/2032 DD 06/01/02

 

CORPORATE DEBT INSTRUMENTS

 

14

 

BANK AMER NA CHARLOTTE NC MED

 

6.100% 06/15/2017 DD 06/19/07

 

CORPORATE DEBT INSTRUMENTS

 

394

 

BANK NEW YORK INC MEDIUM TERM

 

4.500% 04/01/2013 DD 03/27/08

 

CORPORATE DEBT INSTRUMENTS

 

1,064

 

BANK ONE ISSUANCE TR 02 6 CL A

 

VAR RT 06/15/2012 DD 11/08/02

 

CORPORATE DEBT INSTRUMENTS

 

1,890

 

BARCLAYS BK PLC SUB NT 144A

 

6.050% 12/04/2017 DD 12/04/07

 

CORPORATE DEBT INSTRUMENTS

 

882

 

BARCLAYS CASH COLLATERAL

 

0.010% 01/01/2049 DD 07/01/08

 

INTEREST-BEARING CASH

 

(3,330)

 

BEAR STEARNS ALT 05-4 II 3A2

 

5.446% 05/25/2035 DD 04/01/05

 

CORPORATE DEBT INSTRUMENTS

 

318

 

BEAR STEARNS ARM 04-1 CL 21A1

 

VAR RT 04/25/2034 DD 02/01/04

 

CORPORATE DEBT INSTRUMENTS

 

56

 

BEAR STEARNS ARM 04-5 IIA

 

VAR RT 07/25/2034 DD 06/01/04

 

CORPORATE DEBT INSTRUMENTS

 

823

 

BEAR STEARNS ARM 05-3 CL 2A1

 

VAR RT 06/25/2035 DD 04/01/05

 

CORPORATE DEBT INSTRUMENTS

 

132

 

BEAR STEARNS ARM TR 02-11 IA2

 

VAR RT 01/25/2033 DD 12/01/02

 

CORPORATE DEBT INSTRUMENTS

 

17

 

BEAR STEARNS ARM TR 2005-5 A2

 

VAR RT 08/25/2035 DD 07/01/05

 

CORPORATE DEBT INSTRUMENTS

 

1,311

 

BEAR STEARNS COML 04-PWR6

 

4.825% 11/11/2041 DD 12/01/04

 

CORPORATE DEBT INSTRUMENTS

 

389

 

BEAR STEARNS COML 05-PWR10 A4

 

5.405% 12/11/2040 DD 12/01/05

 

CORPORATE DEBT INSTRUMENTS

 

1,701

 

BEAR STEARNS COS INC GLOBAL NT

 

5.500% 08/15/2011 DD 08/17/06

 

CORPORATE DEBT INSTRUMENTS

 

321

 

BEAR STEARNS COS INC MTN

 

6.950% 08/10/2012 DD 08/10/07

 

CORPORATE DEBT INSTRUMENTS

 

872

 

BEAR STEARNS COS INC MTN

 

6.950% 08/10/2012 DD 08/10/07

 

CORPORATE DEBT INSTRUMENTS

 

1,039

 

BEAR STEARNS COS INC NT

 

3.250% 03/25/2009 DD 03/25/04

 

CORPORATE DEBT INSTRUMENTS

 

523

 

BEAR STEARNS COS INC SR GLOBAL

 

7.250% 02/01/2018 DD 02/01/08

 

CORPORATE DEBT INSTRUMENTS

 

552

 

BEAR STEARNS COS INC SR NT

 

6.400% 10/02/2017 DD 10/02/07

 

CORPORATE DEBT INSTRUMENTS

 

494

 

BEAR STEARNS COS INC SR NT

 

6.400% 10/02/2017 DD 10/02/07

 

CORPORATE DEBT INSTRUMENTS

 

883

 

BERKSHIRE HATHAWAY FIN CORP

 

4.600% 05/15/2013 DD 11/15/08

 

CORPORATE DEBT INSTRUMENTS

 

1,500

 

BNP PARIBAS CASH COLLATERAL

 

VAR RT 01/01/2049 DD 07/01/08

 

INTEREST-BEARING CASH

 

1,080

 

BNP PARIBAS SUB NT TIER 1 144A

 

VAR RT 06/29/2049 DD 06/25/07

 

CORPORATE DEBT INSTRUMENTS

 

754

 

BOARDWALK PIPELINES INC LP

 

5.875% 11/15/2016 DD 11/21/06

 

CORPORATE DEBT INSTRUMENTS

 

376

 

BONY CASH RESERVE FUND

 

 

 

CASH

 

14,600

 

BRANDYWINE OPER LTN L P

 

4.500% 11/01/2009 DD 10/22/04

 

CORPORATE DEBT INSTRUMENTS

 

422

 

CALIFORNIA ST VAR PURP

 

5.000% 06/01/2037 DD 06/01/07

 

MUNI-GENERAL OBLIGATION

 

170

 

CALIFORNIA ST VARIOUS PURP

 

5.000% 11/01/2032 DD 11/01/07

 

MUNI-GENERAL OBLIGATION

 

1,573

 

CANADIAN NAT RES LTD NT

 

6.000% 08/15/2016 DD 08/17/06

 

CORPORATE DEBT INSTRUMENTS

 

157

 

CANADIAN NAT RES LTD NT

 

6.000% 08/15/2016 DD 08/17/06

 

CORPORATE DEBT INSTRUMENTS

 

349

 

CANADIAN NAT RES LTD NT

 

6.000% 08/15/2016 DD 08/17/06

 

CORPORATE DEBT INSTRUMENTS

 

363

 

CANADIAN NAT RES LTD NT

 

6.000% 08/15/2016 DD 08/17/06

 

CORPORATE DEBT INSTRUMENTS

 

1,112

 

CANADIAN NATL RY CO NT

 

4.250% 08/01/2009 DD 07/09/04

 

CORPORATE DEBT INSTRUMENTS

 

379

 

CANADIAN NATL RY CO NT

 

4.250% 08/01/2009 DD 07/09/04

 

CORPORATE DEBT INSTRUMENTS

 

980

 

CANADIAN PAC RY CO NEW NT

 

5.750% 05/15/2013 DD 05/20/08

 

CORPORATE DEBT INSTRUMENTS

 

648

 

CAPITAL AUTO 07 4 CL A-2B

 

VAR RT 12/15/2010 DD 11/15/07

 

CORPORATE DEBT INSTRUMENTS

 

1,238

 

CAPITAL ONE FINL CORP SR NT

 

5.700% 09/15/2011 DD 09/12/06

 

CORPORATE DEBT INSTRUMENTS

 

1,399

 

CARDINAL HEALTH INC NT

 

5.500% 06/15/2013 DD 06/02/08

 

CORPORATE DEBT INSTRUMENTS

 

638

 

CARGILL INC BD 144A

 

5.600% 09/15/2012 DD 09/11/07

 

CORPORATE DEBT INSTRUMENTS

 

1,177

 

CARGILL INC NT 144A

 

6.000% 11/27/2017 DD 11/27/07

 

CORPORATE DEBT INSTRUMENTS

 

560

 

CARRINGTON MTG 06-NC5 CL A1

 

VAR RT 01/25/2037 DD 12/19/06

 

CORPORATE DEBT INSTRUMENTS

 

606

 

CARRINGTON MTG LN TR SER 2006-NC3

 

1.54483% DD 02/25/36

 

CORPORATE DEBT INSTRUMENTS

 

2,586

 

CASH

 

 

 

INTEREST-BEARING CASH

 

589

 

CASH COLLATERAL HELD AT GOLDMAN

 

 

 

INTEREST-BEARING CASH

 

1,601

 

CASH HELD AT MERRILL LYNCH

 

 

 

INTEREST-BEARING CASH

 

334

 

CD 2007 CD5 MTG CL A-4

 

5.886% 11/15/2044 DD 11/01/07

 

CORPORATE DEBT INSTRUMENTS

 

361

 

CD 2007-CD4 P/T CL A-4

 

5.322% 12/11/2049 DD 03/01/07

 

CORPORATE DEBT INSTRUMENTS

 

60

 

CENTERPOINT ENERGY HOUSTON LLC

 

5.700% 03/15/2013 DD 09/15/03

 

CORPORATE DEBT INSTRUMENTS

 

942

 

CHASE ISSUACNE TR 08-9 CL A

 

4.260% 05/15/2013 DD 05/30/08

 

CORPORATE DEBT INSTRUMENTS

 

1,655

 

CHASE ISSUANCE 07-15 CL A

 

4.960% 09/17/2012 DD 10/03/07

 

CORPORATE DEBT INSTRUMENTS

 

1,859

 

CHASE ISSUANCE 07-17 CL A

 

5.120% 10/15/2014 DD 10/15/07

 

CORPORATE DEBT INSTRUMENTS

 

1,392

 

CHASE ISSUANCE TR 2006-3 CL A

 

VAR RT 07/15/2011 DD 05/15/06

 

CORPORATE DEBT INSTRUMENTS

 

1,444

 

CHASE MANHATTAN SUB NT

 

7.875% 06/15/2010 DD 06/09/00

 

CORPORATE DEBT INSTRUMENTS

 

567

 

CHASE MTG FIN SER 07-A1 CL 2A1

 

VAR RT 02/25/2037 DD 02/01/07

 

CORPORATE DEBT INSTRUMENTS

 

1,078

 

CHASE MTG FIN SER 07-A1 CL 3A1

 

VAR RT 02/25/2037 DD 02/01/07

 

CORPORATE DEBT INSTRUMENTS

 

502

 

CHASE MTG FIN SER 07-A1 CL 7A1

 

VAR RT 02/25/2037 DD 02/01/07

 

CORPORATE DEBT INSTRUMENTS

 

571

 

CHEVY CHASE FDG LLC MTG BACKED CTFS SER 2006-3

 

1.57583% DD 08/25/47

 

CORPORATE DEBT INSTRUMENTS

 

332

 

CHICAGO ILL O HARE INTL ARPT

 

5.000% 01/01/2033 DD 12/22/05

 

MUNI-AIRPORT

 

415

 

CHICAGO ILL TRAN AUTH SALES &

 

6.899% 12/01/2040 DD 08/06/08

 

TAXABLE MUNICIPALS

 

1,539

 

CHICAGO ILL TRAN AUTH SALES &

 

6.899% 12/01/2040 DD 08/06/08

 

TAXABLE MUNICIPALS

 

1,539

 

 

S-7


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

CIT MTG LN 07 1 CL 2-A1 144A

 

VAR RT 05/25/2009 DD 09/28/07

 

CORPORATE DEBT INSTRUMENTS

 

790

 

CIT MTG LN 07 1 CL 2-A2 144A

 

VAR RT 10/25/2037 DD 09/28/07

 

CORPORATE DEBT INSTRUMENTS

 

268

 

CIT MTG LN 07 1 CL 2-A3 144A

 

VAR RT 09/25/2024 DD 09/28/07

 

CORPORATE DEBT INSTRUMENTS

 

393

 

CITI CASH COLLATERAL

 

VAR RT 01/01/2049 DD 07/01/08

 

INTEREST-BEARING CASH

 

1,090

 

CITIBANK OMNI 07-A 144A

 

VAR RT 12/23/2013 DD 12/27/07

 

CORPORATE DEBT INSTRUMENTS

 

1,743

 

CITIGROUP CAP XXI ENHANCED PFD

 

VAR RT 12/21/2057 DD 12/21/07

 

CORPORATE DEBT INSTRUMENTS

 

540

 

CITIGROUP INC GLOBAL NT

 

5.850% 07/02/2013 DD 06/28/06

 

CORPORATE DEBT INSTRUMENTS

 

265

 

CITIGROUP INC GLOBAL NT

 

5.850% 07/02/2013 DD 06/28/06

 

CORPORATE DEBT INSTRUMENTS

 

921

 

CITIGROUP INC GLOBAL NT

 

5.850% 07/02/2013 DD 06/28/06

 

CORPORATE DEBT INSTRUMENTS

 

1,373

 

CITIGROUP INC GLOBAL NT

 

5.850% 07/02/2013 DD 06/28/06

 

CORPORATE DEBT INSTRUMENTS

 

1,375

 

CITIGROUP INC GLOBAL SR NT

 

6.125% 11/21/2017 DD 11/21/07

 

CORPORATE DEBT INSTRUMENTS

 

5,861

 

CITIGROUP INC SR NT

 

5.500% 08/27/2012 DD 08/27/07

 

CORPORATE DEBT INSTRUMENTS

 

1,941

 

COMCAST CABLE COMMUNS INC NT

 

6.750% 01/30/2011 DD 01/16/01

 

CORPORATE DEBT INSTRUMENTS

 

246

 

COMCAST CORP NEW GTD NT

 

5.900% 03/15/2016 DD 03/02/06

 

CORPORATE DEBT INSTRUMENTS

 

286

 

COMCAST CORP NEW NT

 

5.300% 01/15/2014 DD 05/15/03

 

CORPORATE DEBT INSTRUMENTS

 

935

 

COMMERCIAL MTG 07-GG9 CL A4

 

5.444% 01/10/2017 DD 03/01/07

 

CORPORATE DEBT INSTRUMENTS

 

761

 

COMMERCIAL MTG ASSET 99-C2 A-2

 

VAR RT 11/17/2032 DD 10/11/99

 

CORPORATE DEBT INSTRUMENTS

 

811

 

COMMIT TO PUR FHLMC GOLD SFM

 

4.500% 01/01/2024 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

2,044

 

COMMIT TO PUR FHLMC GOLD SFM

 

4.500% 01/01/2024 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

3,067

 

COMMIT TO PUR FHLMC GOLD SFM

 

4.500% 01/01/2024 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

5,871

 

COMMIT TO PUR FHLMC GOLD SFM

 

4.500% 01/01/2024 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

14,942

 

COMMIT TO PUR FNMA

 

4.500% 01/01/2024 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

5,620

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

(82,513)

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

(37,208)

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

(25,524)

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

(2,044)

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

(1,009)

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

(515)

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

515

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

831

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

3,075

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

4,016

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

5,131

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

6,465

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

8,168

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

8,208

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

8,295

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

8,576

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

9,160

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

10,294

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

10,384

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

14,248

 

COMMIT TO PUR FNMA SF MTG

 

5.000% 02/01/2039 DD 02/01/09

 

U. S. GOVERNMENT SECURITIES

 

37,208

 

COMMIT TO PUR GNMA II JUMBOS

 

5.500% 02/20/2034 DD 02/01/04

 

U. S. GOVERNMENT SECURITIES

 

9,200

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

(16,608)

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

(5,228)

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

520

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

927

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

1,020

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

1,435

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

5,228

 

COMMIT TO PUR GNMA SF MTG

 

5.000% 01/15/2039 DD 01/01/09

 

U. S. GOVERNMENT SECURITIES

 

12,172

 

COMMONWEALTH EDISON CO 1ST MTG

 

6.150% 09/15/2017 DD 09/10/07

 

CORPORATE DEBT INSTRUMENTS

 

442

 

CONAGRA FOODS INC NT

 

6.750% 09/15/2011 DD 09/10/01

 

CORPORATE DEBT INSTRUMENTS

 

1,112

 

CONOCOPHILLIPS AUSTRALIA FDG

 

VAR RT 04/09/2009 DD 04/11/06

 

CORPORATE DEBT INSTRUMENTS

 

895

 

CONOCOPHILLIPS GTD NT

 

4.400% 05/15/2013 DD 05/08/08

 

CORPORATE DEBT INSTRUMENTS

 

1,441

 

COUNTRYWIDE FINL CORP MEDIUM

 

5.800% 06/07/2012 DD 06/07/07

 

CORPORATE DEBT INSTRUMENTS

 

585

 

COUNTRYWIDE HOME MTN #TR00313

 

4.000% 03/22/2011 DD 03/22/04

 

CORPORATE DEBT INSTRUMENTS

 

357

 

COVIDIEN INTL FIN S A SR NT

 

5.450% 10/15/2012 DD 04/15/08

 

CORPORATE DEBT INSTRUMENTS

 

1,443

 

COX COMMUNICATIONS INC NEW NT

 

4.625% 06/01/2013 DD 05/27/03

 

CORPORATE DEBT INSTRUMENTS

 

866

 

CREDIT SUISSE FB

 

4.125% 01/15/2010 DD 12/15/04

 

CORPORATE DEBT INSTRUMENTS

 

273

 

CREDIT SUISSE FB 01-CK3 CL A4

 

6.530% 06/15/2034 DD 06/01/01

 

CORPORATE DEBT INSTRUMENTS

 

977

 

CREDIT SUISSE FB 02 CKN2 CL A3

 

6.133% 04/15/2037 DD 05/01/02

 

CORPORATE DEBT INSTRUMENTS

 

838

 

CREDIT SUISSE FB 02 CKS4 A2

 

5.183% 11/15/2036 DD 10/01/02

 

CORPORATE DEBT INSTRUMENTS

 

937

 

CREDIT SUISSE FB 02 P1 A 144A

 

VAR RT 03/25/2032 DD 03/01/02

 

CORPORATE DEBT INSTRUMENTS

 

97

 

CREDIT SUISSE FB 03 CPN1 A 2

 

4.597% 03/15/2035 DD 03/01/03

 

CORPORATE DEBT INSTRUMENTS

 

526

 

CREDIT SUISSE FB 03-C3 CL A-5

 

3.936% 05/15/2038 DD 06/01/03

 

CORPORATE DEBT INSTRUMENTS

 

1,235

 

CREDIT SUISSE FB 06-3 CL 1-A1A

 

VAR RT 04/25/2036 DD 03/30/06

 

CORPORATE DEBT INSTRUMENTS

 

63

 

CREDIT SUISSE FIRST BOSTON N Y

 

5.000% 05/15/2013 DD 05/06/08

 

CORPORATE DEBT INSTRUMENTS

 

1,492

 

CREDIT SUISSE FIRST BOSTON N Y

 

5.000% 05/15/2013 DD 05/06/08

 

CORPORATE DEBT INSTRUMENTS

 

1,925

 

CSFB INT CASH COLLATERAL

 

VAR RT 01/01/2049 DD 07/01/08

 

INTEREST-BEARING CASH

 

550

 

CVS CORP SR NT

 

5.750% 08/15/2011 DD 08/15/06

 

CORPORATE DEBT INSTRUMENTS

 

2,007

 

CWABS ASSET BKD 07-1 CL 2A1

 

VAR RT 07/25/2037 DD 02/09/07

 

CORPORATE DEBT INSTRUMENTS

 

974

 

CWABS ASSET BKD 2006 12 2-A-1

 

VAR RT 09/25/2045 DD 06/30/06

 

CORPORATE DEBT INSTRUMENTS

 

100

 

CWALT ALT LN TR SER 06 OA19 A1

 

VAR RT 02/20/2047 DD 11/30/06

 

CORPORATE DEBT INSTRUMENTS

 

155

 

CWALT ALTERNATIVE 06-OA21 A-1

 

VAR RT 03/20/2047 DD 12/29/06

 

CORPORATE DEBT INSTRUMENTS

 

233

 

CWALT INC 05-38 P/T CL A-1

 

VAR RT 09/25/2035 DD 07/01/05

 

CORPORATE DEBT INSTRUMENTS

 

187

 

CWALT INC 2006-5T2 CL A3

 

6.000% 04/25/2036 DD 02/01/06

 

CORPORATE DEBT INSTRUMENTS

 

858

 

CWMBS INC 05-HYB4 CL 2-A-1

 

VAR RT 08/20/2035 DD 06/01/05

 

CORPORATE DEBT INSTRUMENTS

 

809

 

CWMBS INC 2004-HYB6 CL A-2

 

VAR RT 11/20/2034 DD 09/01/04

 

CORPORATE DEBT INSTRUMENTS

 

31

 

CWMBS INC 2006-HYB1 CL 3A1

 

VAR RT 03/20/2036 DD 01/01/06

 

CORPORATE DEBT INSTRUMENTS

 

679

 

CWMBS INC 2006-OA5 2-A-1

 

VAR RT 04/25/2046 DD 02/28/06

 

CORPORATE DEBT INSTRUMENTS

 

116

 

DAIMLERCHRYSLER AUTO 06-C CLA3

 

5.020% 07/08/2010 DD 10/02/06

 

CORPORATE DEBT INSTRUMENTS

 

610

 

DAIMLERCHRYSLER N A #TR00043

 

5.750% 09/08/2011 DD 09/08/06

 

CORPORATE DEBT INSTRUMENTS

 

633

 

DAIMLERCHRYSLER N A HLDG CORP

 

4.875% 06/15/2010 DD 06/09/05

 

CORPORATE DEBT INSTRUMENTS

 

907

 

DAIMLERCHRYSLER N A HLDG SR NT

 

6.500% 11/15/2013 DD 11/06/03

 

CORPORATE DEBT INSTRUMENTS

 

20

 

DEPOSITS FOR SHORT SALES

 

 

 

CASH

 

 35,272

 

DEUTSCHE ALT-A 06 OA1 CL A-1

 

VAR RT 02/25/2047 DD 12/29/06

 

CORPORATE DEBT INSTRUMENTS

 

185

 

DEUTSCHE BK AG LONDON SR NT

 

6.000% 09/01/2017 DD 08/29/07

 

CORPORATE DEBT INSTRUMENTS

 

5,199

 

DEUTSCHE TELEKOM INTL FIN B V

 

5.875% 08/20/2013 DD 08/18/08

 

CORPORATE DEBT INSTRUMENTS

 

1,137

 

DEUTSCHE TELEKOM INTL FIN BV

 

STEP 06/15/2010 DD 07/06/00

 

CORPORATE DEBT INSTRUMENTS

 

515

 

DIAGEO CAP PLC GTD NT

 

5.200% 01/30/2013 DD 10/26/07

 

CORPORATE DEBT INSTRUMENTS

 

984

 

DOMINION RES INC DEL SR NT D

 

5.125% 12/15/2009 DD 12/16/02

 

CORPORATE DEBT INSTRUMENTS

 

25

 

DOW CHEM CO NT

 

6.000% 10/01/2012 DD 08/29/02

 

CORPORATE DEBT INSTRUMENTS

 

739

 

DPL INC SR NT

 

6.875% 09/01/2011 DD 08/31/01

 

CORPORATE DEBT INSTRUMENTS

 

2,539

 

DREYFUS GOVT CASH MGMT FUND

 

VAR RT 12/31/2075 DD 06/03/97

 

REGISTERED INVESTMENT COMPANIES

 

0

 

DREYFUS GOVT CASH MGMT FUND

 

VAR RT 12/31/2075 DD 06/03/97

 

REGISTERED INVESTMENT COMPANIES

 

2,419

 

DREYFUS GOVT CASH MGMT FUND

 

VAR RT 12/31/2075 DD 06/03/97

 

REGISTERED INVESTMENT COMPANIES

 

3,123

 

DREYFUS GOVT CASH MGMT FUND

 

VAR RT 12/31/2075 DD 06/03/97

 

REGISTERED INVESTMENT COMPANIES

 

25,480

 

DREYFUS GOVT CASH MGMT FUND

 

VAR RT 12/31/2075 DD 06/03/97

 

REGISTERED INVESTMENT COMPANIES

 

27,154

 

DU POINT E I DE NEMOURS & CO

 

5.000% 01/15/2013 DD 12/03/07

 

CORPORATE DEBT INSTRUMENTS

 

2,220

 

DUKE ENERGY CAROLINAS LLC 1ST

 

5.250% 01/15/2018 DD 01/10/08

 

CORPORATE DEBT INSTRUMENTS

 

281

 

EB CIS ASSET-BACKED SEC INDEX

 

 

 

CORPORATE DEBT INSTRUMENTS

 

2,867

 

EB CIS CMBS BOND INDEX FUND

 

 

 

COMMON/COLLECTIVE TRUST

 

18,844

 

EB CIS INT GOV/CR BOND INDEX

 

 

 

COMMON/COLLECTIVE TRUST

 

214,957

 

EB CIS MORTGAGE-BACKED SEC

 

 

 

COMMON/COLLECTIVE TRUST

 

195,344

 

EDP FIN B V AMSTERDAM NT 144A

 

5.375% 11/02/2012 DD 11/02/07

 

CORPORATE DEBT INSTRUMENTS

 

437

 

EDP FIN B V AMSTERDAM NT 144A

 

5.375% 11/02/2012 DD 11/02/07

 

CORPORATE DEBT INSTRUMENTS

 

920

 

EL PASO ENERGY MTN #TR 00004

 

7.800% 08/01/2031 DD 07/30/01

 

CORPORATE DEBT INSTRUMENTS

 

652

 

ENBRIDGE ENERGY PARTNERS LP NT

 

5.875% 12/15/2016 DD 12/21/06

 

CORPORATE DEBT INSTRUMENTS

 

329

 

ENCANA HLDGS FIN CORP NT

 

5.800% 05/01/2014 DD 05/13/04

 

CORPORATE DEBT INSTRUMENTS

 

42

 

ENDURANCE SPECIALTY HLDGS LTD

 

6.150% 10/15/2015 DD 10/17/05

 

CORPORATE DEBT INSTRUMENTS

 

282

 

 

S-8


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

ENERGY TRANSFER PARTNERS LP

 

5.650% 08/01/2012 DD 02/01/06

 

CORPORATE DEBT INSTRUMENTS

 

223

 

ENERGY TRANSFER PARTNERS LP SR

 

5.950% 02/01/2015 DD 01/18/05

 

CORPORATE DEBT INSTRUMENTS

 

344

 

ENTERGY ARK INC 1ST MTG BD

 

5.400% 08/01/2013 DD 07/17/08

 

CORPORATE DEBT INSTRUMENTS

 

1,020

 

EXPORT IMPORT BK KOREA NT

 

5.500% 10/17/2012 DD 10/17/07

 

CORPORATE DEBT INSTRUMENTS

 

1,484

 

FARMER MAC GTD NTS TR 2006 2

 

5.500% 07/15/2011 DD 07/20/06

 

CORPORATE DEBT INSTRUMENTS

 

852

 

FARMER MAC GTD P/T AS-1008 1

 

VAR RT 01/25/2012 DD 03/01/97

 

U. S. GOVERNMENT SECURITIES

 

991

 

FEDERAL AGRIC MTG CORP

 

VAR RT 04/25/2011

 

U. S. GOVERNMENT SECURITIES

 

254

 

FEDERAL FARM CR BKS CONS BD

 

4.500% 08/08/2011 DD 09/08/05

 

U. S. GOVERNMENT SECURITIES

 

2,680

 

FEDERAL FARM CR BKS CONS BDS

 

5.050% 11/06/2017 DD 08/06/08

 

U. S. GOVERNMENT SECURITIES

 

579

 

FEDERAL FARM CR BKS CONS SYS

 

4.400% 04/25/2012 DD 07/25/05

 

U. S. GOVERNMENT SECURITIES

 

2,382

 

FEDERAL HOME LN BK CHICAGO SUB

 

5.625% 06/13/2016 DD 06/13/06

 

U. S. GOVERNMENT SECURITIES

 

1,246

 

FEDERAL HOME LN BK CONS BD

 

5.000% 03/14/2014 DD 02/08/07

 

U. S. GOVERNMENT SECURITIES

 

3,416

 

FEDERAL HOME LN BK CONS BD

 

5.000% 03/14/2014 DD 02/08/07

 

U. S. GOVERNMENT SECURITIES

 

4,023

 

FEDERAL HOME LN BK CONS BD

 

5.000% 03/14/2014 DD 02/08/07

 

U. S. GOVERNMENT SECURITIES

 

7,706

 

FEDERAL HOME LN BK CONS BD

 

5.000% 03/14/2014 DD 02/08/07

 

U. S. GOVERNMENT SECURITIES

 

18,492

 

FEDERAL HOME LN BK CONS BD

 

5.000% 03/14/2014 DD 02/08/07

 

U. S. GOVERNMENT SECURITIES

 

18,506

 

FEDERAL HOME LN BKS CONS BD

 

4.875% 12/14/2012 DD 11/03/05

 

U. S. GOVERNMENT SECURITIES

 

1,640

 

FEDERAL HOME LN BKS CONS BD

 

4.875% 12/14/2012 DD 11/03/05

 

U. S. GOVERNMENT SECURITIES

 

1,797

 

FEDERAL HOME LN BKS CONS BD

 

4.875% 12/14/2012 DD 11/03/05

 

U. S. GOVERNMENT SECURITIES

 

4,361

 

FEDERAL HOME LN BKS CONS BD

 

4.875% 12/14/2012 DD 11/03/05

 

U. S. GOVERNMENT SECURITIES

 

7,330

 

FEDERAL HOME LN MTG CORP DEB

 

5.750% 06/27/2016 DD 06/27/06

 

U. S. GOVERNMENT SECURITIES

 

1,341

 

FEDERAL HOME LN MTG CORP DEBS

 

5.750% 03/15/2009 DD 03/12/99

 

U. S. GOVERNMENT SECURITIES

 

10,101

 

FEDERAL HOME LN MTG CORP MTN

 

5.500% 08/20/2012 DD 06/15/07

 

U. S. GOVERNMENT SECURITIES

 

1,687

 

FEDERAL HOME LN MTG CORP MTN

 

5.500% 08/20/2012 DD 06/15/07

 

U. S. GOVERNMENT SECURITIES

 

1,840

 

FEDERAL HOME LN MTG CORP REF

 

5.125% 11/17/2017 DD 10/12/07

 

U. S. GOVERNMENT SECURITIES

 

1,042

 

FEDERAL HOME LN MTG CORP REF

 

5.125% 11/17/2017 DD 10/12/07

 

U. S. GOVERNMENT SECURITIES

 

10,787

 

FEDERAL NATL MTG ASSN

 

3.375% 05/19/2011 DD 05/19/08

 

U. S. GOVERNMENT SECURITIES

 

8,201

 

FEDERAL NATL MTG ASSN DEBS

 

4.250% 05/15/2009 DD 05/21/04

 

U. S. GOVERNMENT SECURITIES

 

10,115

 

FEDERAL NATL MTG ASSN MTN

 

3.625% 02/12/2013 DD 01/11/08

 

U. S. GOVERNMENT SECURITIES

 

1,591

 

FEDERAL NATL MTG ASSN MTN

 

3.625% 02/12/2013 DD 01/11/08

 

U. S. GOVERNMENT SECURITIES

 

2,460

 

FEDERAL NATL MTG ASSN MTN

 

3.625% 02/12/2013 DD 01/11/08

 

U. S. GOVERNMENT SECURITIES

 

2,621

 

FEDERAL NATL MTG ASSN MTN

 

3.625% 02/12/2013 DD 01/11/08

 

U. S. GOVERNMENT SECURITIES

 

9,811

 

FEDERATED DEPT STORE INC DEL

 

6.300% 04/01/2009 DD 03/24/99

 

CORPORATE DEBT INSTRUMENTS

 

88

 

FHA GMAC PROJ #56 221-D4

 

7.430% 11/01/2022 DD 09/01/82

 

U. S. GOVERNMENT SECURITIES

 

192

 

FHA INSD P/T MTG 98TH GMAC

 

6.919% 09/01/2019 DD 08/01/83

 

U. S. GOVERNMENT SECURITIES

 

55

 

FHA INSD PROJ 16TH REILLY MTG

 

7.000% 04/10/2027 DD 07/01/98

 

U. S. GOVERNMENT SECURITIES

 

34

 

FHA POOL #21 GMAC MTG IOWA

 

7.450% 05/01/2021 DD 08/01/81

 

U. S. GOVERNMENT SECURITIES

 

484

 

FHA PROJ 221 CL D4 REILLY

 

7.430% 05/01/2022

 

U. S. GOVERNMENT SECURITIES

 

78

 

FHA PROJ MTG POOL# 04 REILLY

 

7.430% 07/01/2022 DD 07/01/82

 

U. S. GOVERNMENT SECURITIES

 

35

 

FHLMC POOL #1B-1580

 

VAR RT 03/01/2034 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

500

 

FHLMC POOL #1H-2524

 

VAR RT 08/01/2035 DD 09/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,061

 

FHLMC POOL #1J-1018

 

VAR RT 04/01/2038 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,391

 

FHLMC POOL #1K-1233

 

VAR RT 05/01/2036 DD 05/01/06

 

U. S. GOVERNMENT SECURITIES

 

831

 

FHLMC POOL #1L-0199

 

VAR RT 09/01/2035 DD 09/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,269

 

FHLMC POOL #78-2935

 

VAR RT 12/01/2034 DD 12/01/04

 

U. S. GOVERNMENT SECURITIES

 

949

 

FHLMC POOL #84-5355

 

VAR RT 05/01/2023 DD 05/01/93

 

U. S. GOVERNMENT SECURITIES

 

51

 

FHLMC POOL #A1-6199

 

7.000% 04/01/2031 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

135

 

FHLMC POOL #A1-8208

 

6.000% 03/01/2024 DD 01/01/04

 

U. S. GOVERNMENT SECURITIES

 

118

 

FHLMC POOL #A2-5226

 

6.500% 05/01/2033 DD 07/01/04

 

U. S. GOVERNMENT SECURITIES

 

42

 

FHLMC POOL #A4-1198

 

5.000% 12/01/2035 DD 12/01/05

 

U. S. GOVERNMENT SECURITIES

 

318

 

FHLMC POOL #A5-9994

 

5.500% 05/01/2037 DD 05/01/07

 

U. S. GOVERNMENT SECURITIES

 

944

 

FHLMC POOL #A7-5187

 

6.500% 04/01/2038 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,037

 

FHLMC POOL #B1-0170

 

4.500% 10/01/2018 DD 10/01/03

 

U. S. GOVERNMENT SECURITIES

 

35

 

FHLMC POOL #B1-0184

 

5.500% 10/01/2018 DD 10/01/03

 

U. S. GOVERNMENT SECURITIES

 

49

 

FHLMC POOL #B1-0207

 

4.500% 10/01/2018 DD 10/01/03

 

U. S. GOVERNMENT SECURITIES

 

41

 

FHLMC POOL #B1-0674

 

5.000% 11/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

98

 

FHLMC POOL #B1-0746

 

5.000% 11/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

38

 

FHLMC POOL #B1-0838

 

5.000% 11/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

20

 

FHLMC POOL #B1-0931

 

4.500% 11/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

40

 

FHLMC POOL #B1-1010

 

5.000% 12/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

21

 

FHLMC POOL #B1-1446

 

5.000% 12/01/2018 DD 12/01/03

 

U. S. GOVERNMENT SECURITIES

 

24

 

FHLMC POOL #B1-1801

 

4.500% 01/01/2019 DD 01/01/04

 

U. S. GOVERNMENT SECURITIES

 

44

 

FHLMC POOL #B1-2301

 

4.000% 02/01/2014 DD 02/01/04

 

U. S. GOVERNMENT SECURITIES

 

84

 

FHLMC POOL #B1-2730

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

150

 

FHLMC POOL #B1-2772

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

144

 

FHLMC POOL #B1-2818

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

124

 

FHLMC POOL #B1-2819

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

145

 

FHLMC POOL #B1-2883

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

128

 

FHLMC POOL #B1-2910

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

100

 

FHLMC POOL #B1-2911

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

110

 

FHLMC POOL #B1-3066

 

4.000% 03/01/2014 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

489

 

FHLMC POOL #B1-3343

 

4.000% 04/01/2014 DD 04/01/04

 

U. S. GOVERNMENT SECURITIES

 

64

 

FHLMC POOL #B1-3344

 

4.000% 04/01/2014 DD 04/01/04

 

U. S. GOVERNMENT SECURITIES

 

87

 

FHLMC POOL #B1-3360

 

4.000% 04/01/2014 DD 04/01/04

 

U. S. GOVERNMENT SECURITIES

 

120

 

FHLMC POOL #C0-1175

 

7.000% 05/01/2031 DD 05/01/01

 

U. S. GOVERNMENT SECURITIES

 

63

 

FHLMC POOL #C0-1598

 

5.000% 08/01/2033 DD 08/01/03

 

U. S. GOVERNMENT SECURITIES

 

195

 

FHLMC POOL #C6-6817

 

7.000% 05/01/2032 DD 04/01/02

 

U. S. GOVERNMENT SECURITIES

 

64

 

FHLMC POOL #C6-8269

 

7.000% 06/01/2032 DD 06/01/02

 

U. S. GOVERNMENT SECURITIES

 

213

 

FHLMC POOL #C6-9013

 

7.000% 07/01/2032 DD 07/01/02

 

U. S. GOVERNMENT SECURITIES

 

295

 

FHLMC POOL #D9-4598

 

6.500% 04/01/2021 DD 04/01/01

 

U. S. GOVERNMENT SECURITIES

 

39

 

FHLMC POOL #E0-1157

 

6.000% 06/01/2017 DD 06/01/02

 

U. S. GOVERNMENT SECURITIES

 

67

 

FHLMC POOL #E0-1281

 

5.000% 01/01/2018 DD 01/01/03

 

U. S. GOVERNMENT SECURITIES

 

18

 

FHLMC POOL #E0-1378

 

5.000% 05/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

94

 

FHLMC POOL #E0-1448

 

5.000% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

25

 

FHLMC POOL #E0-1481

 

4.500% 10/01/2018 DD 10/01/03

 

U. S. GOVERNMENT SECURITIES

 

40

 

FHLMC POOL #E0-1489

 

4.500% 11/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

80

 

FHLMC POOL #E0-1490

 

5.000% 11/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

162

 

FHLMC POOL #E0-1538

 

5.000% 12/01/2018 DD 12/01/03

 

U. S. GOVERNMENT SECURITIES

 

688

 

FHLMC POOL #E0-1602

 

4.500% 03/01/2019 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

44

 

FHLMC POOL #E7-6730

 

6.000% 05/01/2014 DD 05/01/99

 

U. S. GOVERNMENT SECURITIES

 

46

 

FHLMC POOL #E7-7099

 

6.000% 05/01/2014 DD 05/01/99

 

U. S. GOVERNMENT SECURITIES

 

14

 

FHLMC POOL #E9-0288

 

6.000% 06/01/2017 DD 06/01/02

 

U. S. GOVERNMENT SECURITIES

 

53

 

FHLMC POOL #E9-1957

 

5.000% 10/01/2017 DD 10/01/02

 

U. S. GOVERNMENT SECURITIES

 

24

 

FHLMC POOL #E9-2098

 

5.000% 11/01/2017 DD 10/01/02

 

U. S. GOVERNMENT SECURITIES

 

13

 

FHLMC POOL #E9-2224

 

5.000% 11/01/2017 DD 10/01/02

 

U. S. GOVERNMENT SECURITIES

 

40

 

FHLMC POOL #E9-6057

 

4.500% 05/01/2018 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

104

 

FHLMC POOL #E9-6247

 

4.500% 05/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

31

 

FHLMC POOL #E9-6248

 

4.500% 05/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

32

 

FHLMC POOL #E9-6460

 

5.000% 05/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

33

 

FHLMC POOL #E9-6988

 

5.000% 06/01/2018 DD 06/01/03

 

U. S. GOVERNMENT SECURITIES

 

21

 

FHLMC POOL #E9-7034

 

4.500% 06/01/2018 DD 06/01/03

 

U. S. GOVERNMENT SECURITIES

 

38

 

FHLMC POOL #E9-7701

 

5.000% 07/01/2018 DD 07/01/03

 

U. S. GOVERNMENT SECURITIES

 

19

 

FHLMC POOL #E9-9739

 

5.000% 08/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

29

 

FHLMC POOL #E9-9763

 

4.500% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

14

 

FHLMC POOL #E9-9764

 

4.500% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

14

 

FHLMC POOL #E9-9765

 

4.500% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

10

 

FHLMC POOL #E9-9768

 

4.500% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

63

 

FHLMC POOL #E9-9769

 

4.500% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

31

 

FHLMC POOL #E9-9770

 

4.500% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

20

 

FHLMC POOL #G0-1324

 

7.000% 10/01/2031 DD 10/01/01

 

U. S. GOVERNMENT SECURITIES

 

29

 

FHLMC POOL #G0-1391

 

7.000% 04/01/2032 DD 03/01/02

 

U. S. GOVERNMENT SECURITIES

 

121

 

FHLMC POOL #G0-1564

 

6.000% 04/01/2033 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

69

 

 

S-9


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

FHLMC POOL #G0-1731

 

6.500% 12/01/2029 DD 10/01/04

 

U. S. GOVERNMENT SECURITIES

 

506

 

FHLMC POOL #G0-1954

 

5.000% 11/01/2035 DD 11/01/05

 

U. S. GOVERNMENT SECURITIES

 

178

 

FHLMC POOL #G0-1981

 

5.000% 12/01/2035 DD 12/01/05

 

U. S. GOVERNMENT SECURITIES

 

136

 

FHLMC POOL #G0-2084

 

5.000% 03/01/2036 DD 02/01/06

 

U. S. GOVERNMENT SECURITIES

 

1,607

 

FHLMC POOL #G0-2155

 

5.000% 03/01/2036 DD 03/01/06

 

U. S. GOVERNMENT SECURITIES

 

115

 

FHLMC POOL #G0-2184

 

5.000% 04/01/2036 DD 04/01/06

 

U. S. GOVERNMENT SECURITIES

 

1,485

 

FHLMC POOL #G0-2197

 

5.000% 06/01/2036 DD 05/01/06

 

U. S. GOVERNMENT SECURITIES

 

1,378

 

FHLMC POOL #G0-3689

 

5.000% 06/01/2036 DD 12/01/07

 

U. S. GOVERNMENT SECURITIES

 

789

 

FHLMC POOL #G0-3812

 

5.500% 02/01/2038 DD 01/01/08

 

U. S. GOVERNMENT SECURITIES

 

885

 

FHLMC POOL #G0-4544

 

6.000% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

2,016

 

FHLMC POOL #G1-0855

 

6.000% 12/01/2013 DD 11/01/98

 

U. S. GOVERNMENT SECURITIES

 

20

 

FHLMC POOL #G1-1409

 

6.000% 05/01/2017 DD 06/01/03

 

U. S. GOVERNMENT SECURITIES

 

62

 

FHLMC POOL #G1-1490

 

5.000% 10/01/2018 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

34

 

FHLMC POOL #G1-1526

 

4.500% 03/01/2019 DD 02/01/04

 

U. S. GOVERNMENT SECURITIES

 

44

 

FHLMC POOL #G1-1742

 

5.000% 07/01/2020 DD 06/01/05

 

U. S. GOVERNMENT SECURITIES

 

97

 

FHLMC POOL #G1-2093

 

4.500% 12/01/2018 DD 05/01/06

 

U. S. GOVERNMENT SECURITIES

 

1,315

 

FHLMC POOL #G1-2094

 

4.500% 06/01/2019 DD 05/01/06

 

U. S. GOVERNMENT SECURITIES

 

1,600

 

FHLMC POOL #G1-2311

 

5.000% 12/01/2020 DD 08/01/06

 

U. S. GOVERNMENT SECURITIES

 

733

 

FHLMC POOL #G1-8021

 

5.000% 11/01/2019 DD 11/01/04

 

U. S. GOVERNMENT SECURITIES

 

65

 

FHLMC POOL #H0-9183

 

6.000% 03/01/2038 DD 12/01/08

 

U. S. GOVERNMENT SECURITIES

 

3,004

 

FHLMC POOL #P6-0084

 

6.000% 03/01/2016 DD 01/01/03

 

U. S. GOVERNMENT SECURITIES

 

245

 

FHLMC GROUP #C4-5817

 

7.500% 12/01/2030 DD 12/01/00

 

U. S. GOVERNMENT SECURITIES

 

52

 

FHLMC GROUP #E0-0894

 

8.500% 06/01/2015 DD 06/01/00

 

U. S. GOVERNMENT SECURITIES

 

27

 

FHLMC GROUP #E0-0912

 

8.500% 08/01/2015 DD 08/01/00

 

U. S. GOVERNMENT SECURITIES

 

4

 

FHLMC GROUP #E0-0935

 

8.500% 10/01/2015 DD 10/01/00

 

U. S. GOVERNMENT SECURITIES

 

39

 

FHLMC GROUP #E7-0797

 

5.500% 06/01/2013 DD 06/01/98

 

U. S. GOVERNMENT SECURITIES

 

90

 

FHLMC GROUP #E7-8829

 

6.000% 10/01/2014 DD 10/01/99

 

U. S. GOVERNMENT SECURITIES

 

29

 

FHLMC GROUP #E8-1255

 

8.500% 08/01/2015 DD 08/01/00

 

U. S. GOVERNMENT SECURITIES

 

60

 

FHLMC GROUP #G1-0777

 

9.000% 06/01/2010 DD 01/01/98

 

U. S. GOVERNMENT SECURITIES

 

5

 

FHLMC GROUP #G1-0817

 

6.000% 06/01/2013 DD 06/01/98

 

U. S. GOVERNMENT SECURITIES

 

10

 

FHLMC MULTICLASS MTG

 

6.250% 12/15/2028 DD 12/01/98

 

U. S. GOVERNMENT SECURITIES

 

1

 

FHLMC MULTICLASS MTG

 

6.250% 12/15/2028 DD 12/01/98

 

U. S. GOVERNMENT SECURITIES

 

1,867

 

FHLMC MULTICLASS MTG 2395 FT

 

VAR RT 12/15/2031 DD 12/15/01

 

U. S. GOVERNMENT SECURITIES

 

61

 

FHLMC MULTICLASS MTG T-61 1A1

 

VAR RT 07/25/2044 DD 06/01/04

 

U. S. GOVERNMENT SECURITIES

 

1,215

 

FIFTH THIRD BANCORP SR NT

 

6.250% 05/01/2013 DD 04/30/08

 

CORPORATE DEBT INSTRUMENTS

 

928

 

FIRST HORIZON 04-AR6 CL II-A-1

 

VAR RT 12/25/2034 DD 10/01/04

 

CORPORATE DEBT INSTRUMENTS

 

23

 

FIRST REP MTG LN TR 02 FRB1 A

 

VAR RT 08/15/2032 DD 09/05/02

 

CORPORATE DEBT INSTRUMENTS

 

245

 

FIRST UN NATL BK 01-C2 CL A 2

 

6.663% 01/12/2043 DD 06/01/01

 

CORPORATE DEBT INSTRUMENTS

 

1,640

 

FIRST UN NATL BK 01-C4 CL A2

 

6.223% 12/12/2033 DD 12/01/01

 

CORPORATE DEBT INSTRUMENTS

 

1,300

 

FNMA POOL #0253683

 

7.500% 01/01/2031 DD 01/01/01

 

U. S. GOVERNMENT SECURITIES

 

98

 

FNMA POOL #0254546

 

5.500% 12/01/2017 DD 11/01/02

 

U. S. GOVERNMENT SECURITIES

 

130

 

FNMA POOL #0254548

 

5.500% 12/01/2032 DD 11/01/02

 

U. S. GOVERNMENT SECURITIES

 

6,006

 

FNMA POOL #0254621

 

6.500% 01/01/2033 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

463

 

FNMA POOL #0254753

 

4.000% 05/01/2010 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

299

 

FNMA POOL #0254817

 

4.000% 06/01/2013 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

62

 

FNMA POOL #0254845

 

4.000% 07/01/2013 DD 06/01/03

 

U. S. GOVERNMENT SECURITIES

 

84

 

FNMA POOL #0254863

 

4.000% 08/01/2013 DD 07/01/03

 

U. S. GOVERNMENT SECURITIES

 

118

 

FNMA POOL #0254909

 

4.000% 09/01/2013 DD 08/01/03

 

U. S. GOVERNMENT SECURITIES

 

226

 

FNMA POOL #0254918

 

4.500% 09/01/2033 DD 08/01/03

 

U. S. GOVERNMENT SECURITIES

 

651

 

FNMA POOL #0254957

 

4.000% 10/01/2013 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

474

 

FNMA POOL #0255174

 

VAR RT 03/01/2014 DD 02/01/04

 

U. S. GOVERNMENT SECURITIES

 

691

 

FNMA POOL #0255178

 

5.000% 04/01/2034 DD 03/01/04

 

U. S. GOVERNMENT SECURITIES

 

11,292

 

FNMA POOL #0255654

 

4.500% 02/01/2035 DD 01/01/05

 

U. S. GOVERNMENT SECURITIES

 

262

 

FNMA POOL #0255897

 

4.500% 10/01/2035 DD 09/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,672

 

FNMA POOL #0256532

 

5.000% 12/01/2016 DD 11/01/06

 

U. S. GOVERNMENT SECURITIES

 

54

 

FNMA POOL #0256537

 

5.000% 12/01/2036 DD 11/01/06

 

U. S. GOVERNMENT SECURITIES

 

48

 

FNMA POOL #0256588

 

5.000% 12/01/2016 DD 12/01/06

 

U. S. GOVERNMENT SECURITIES

 

89

 

FNMA POOL #0256605

 

5.000% 02/01/2017 DD 01/01/07

 

U. S. GOVERNMENT SECURITIES

 

27

 

FNMA POOL #0256681

 

5.000% 04/01/2017 DD 03/01/07

 

U. S. GOVERNMENT SECURITIES

 

203

 

FNMA POOL #0256718

 

5.000% 05/01/2017 DD 04/01/07

 

U. S. GOVERNMENT SECURITIES

 

59

 

FNMA POOL #0256755

 

5.000% 06/01/2017 DD 05/01/07

 

U. S. GOVERNMENT SECURITIES

 

291

 

FNMA POOL #0257234

 

5.000% 06/01/2023 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

23

 

FNMA POOL #0257552

 

6.000% 12/01/2038 DD 12/01/08

 

U. S. GOVERNMENT SECURITIES

 

69

 

FNMA POOL #0303777

 

7.000% 03/01/2011 DD 02/01/96

 

U. S. GOVERNMENT SECURITIES

 

9

 

FNMA POOL #0303906

 

7.000% 05/01/2011 DD 04/01/96

 

U. S. GOVERNMENT SECURITIES

 

11

 

FNMA POOL #0303945

 

7.000% 12/01/2010 DD 05/01/96

 

U. S. GOVERNMENT SECURITIES

 

2

 

FNMA POOL #0313467

 

5.500% 11/01/2011 DD 03/01/97

 

U. S. GOVERNMENT SECURITIES

 

214

 

FNMA POOL #0316864

 

7.000% 07/01/2025 DD 07/01/95

 

U. S. GOVERNMENT SECURITIES

 

7

 

FNMA POOL #0340901

 

6.000% 03/01/2014 DD 03/01/96

 

U. S. GOVERNMENT SECURITIES

 

394

 

FNMA POOL #0357327

 

5.000% 01/01/2018 DD 01/01/03

 

U. S. GOVERNMENT SECURITIES

 

657

 

FNMA POOL #0357418

 

4.000% 08/01/2018 DD 08/01/03

 

U. S. GOVERNMENT SECURITIES

 

2,834

 

FNMA POOL #0357842

 

6.000% 07/01/2035 DD 07/01/05

 

U. S. GOVERNMENT SECURITIES

 

149

 

FNMA POOL #0420218

 

7.000% 03/01/2013 DD 03/01/98

 

U. S. GOVERNMENT SECURITIES

 

11

 

FNMA POOL #0449943

 

6.500% 12/01/2028 DD 11/01/98

 

U. S. GOVERNMENT SECURITIES

 

28

 

FNMA POOL #0453718

 

6.500% 01/01/2029 DD 01/01/99

 

U. S. GOVERNMENT SECURITIES

 

88

 

FNMA POOL #0454266

 

6.500% 01/01/2029 DD 01/01/99

 

U. S. GOVERNMENT SECURITIES

 

153

 

FNMA POOL #0454953

 

6.500% 12/01/2028 DD 01/01/99

 

U. S. GOVERNMENT SECURITIES

 

144

 

FNMA POOL #0456277

 

6.500% 12/01/2028 DD 12/01/98

 

U. S. GOVERNMENT SECURITIES

 

34

 

FNMA POOL #0516232

 

8.500% 08/01/2009 DD 09/01/99

 

U. S. GOVERNMENT SECURITIES

 

5

 

FNMA POOL #0518113

 

7.000% 10/01/2029 DD 10/01/99

 

U. S. GOVERNMENT SECURITIES

 

25

 

FNMA POOL #0535327

 

5.500% 06/01/2011 DD 05/01/00

 

U. S. GOVERNMENT SECURITIES

 

183

 

FNMA POOL #0555092

 

5.000% 12/01/2017 DD 11/01/02

 

U. S. GOVERNMENT SECURITIES

 

127

 

FNMA POOL #0555114

 

5.500% 12/01/2017 DD 11/01/02

 

U. S. GOVERNMENT SECURITIES

 

132

 

FNMA POOL #0555363

 

5.000% 04/01/2018 DD 03/01/03

 

U. S. GOVERNMENT SECURITIES

 

55

 

FNMA POOL #0555417

 

6.000% 05/01/2033 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

19

 

FNMA POOL #0555436

 

6.000% 05/01/2033 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

328

 

FNMA POOL #0555531

 

5.500% 06/01/2033 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

2,086

 

FNMA POOL #0555880

 

5.500% 11/01/2033 DD 10/01/03

 

U. S. GOVERNMENT SECURITIES

 

422

 

FNMA POOL #0569270

 

7.000% 01/01/2016 DD 01/01/01

 

U. S. GOVERNMENT SECURITIES

 

19

 

FNMA POOL #0611001

 

5.500% 11/01/2016 DD 11/01/01

 

U. S. GOVERNMENT SECURITIES

 

27

 

FNMA POOL #0626014

 

5.500% 02/01/2017 DD 01/01/02

 

U. S. GOVERNMENT SECURITIES

 

61

 

FNMA POOL #0643858

 

6.500% 05/01/2032 DD 05/01/02

 

U. S. GOVERNMENT SECURITIES

 

8

 

FNMA POOL #0652610

 

5.000% 04/01/2018 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

50

 

FNMA POOL #0654650

 

5.500% 01/01/2018 DD 01/01/03

 

U. S. GOVERNMENT SECURITIES

 

176

 

FNMA POOL #0669334

 

5.000% 11/01/2017 DD 11/01/02

 

U. S. GOVERNMENT SECURITIES

 

62

 

FNMA POOL #0672347

 

5.000% 12/01/2017 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

49

 

FNMA POOL #0674595

 

5.000% 12/01/2017 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

58

 

FNMA POOL #0674690

 

5.000% 01/01/2018 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

59

 

FNMA POOL #0674694

 

5.000% 01/01/2018 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

53

 

FNMA POOL #0674715

 

5.000% 01/01/2018 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

72

 

FNMA POOL #0675223

 

5.000% 12/01/2017 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

47

 

FNMA POOL #0675259

 

5.000% 12/01/2017 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

72

 

FNMA POOL #0676688

 

5.000% 12/01/2017 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

66

 

FNMA POOL #0678000

 

5.000% 12/01/2017 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

2,344

 

FNMA POOL #0678108

 

5.000% 01/01/2018 DD 12/01/02

 

U. S. GOVERNMENT SECURITIES

 

473

 

FNMA POOL #0684444

 

5.000% 04/01/2018 DD 03/01/03

 

U. S. GOVERNMENT SECURITIES

 

30

 

FNMA POOL #0686044

 

VAR RT 07/01/2033 DD 07/01/03

 

U. S. GOVERNMENT SECURITIES

 

455

 

FNMA POOL #0686229

 

5.000% 02/01/2018 DD 02/01/03

 

U. S. GOVERNMENT SECURITIES

 

35

 

FNMA POOL #0688017

 

5.500% 03/01/2033 DD 02/01/03

 

U. S. GOVERNMENT SECURITIES

 

147

 

FNMA POOL #0694406

 

5.500% 03/01/2033 DD 03/01/03

 

U. S. GOVERNMENT SECURITIES

 

99

 

FNMA POOL #0695844

 

5.000% 04/01/2018 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

149

 

FNMA POOL #0695845

 

5.000% 04/01/2018 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

42

 

 

S-10


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

FNMA POOL #0695904

 

5.000% 05/01/2018 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

647

 

FNMA POOL #0695926

 

5.000% 05/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

60

 

FNMA POOL #0695932

 

5.000% 06/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

44

 

FNMA POOL #0698975

 

5.000% 04/01/2018 DD 03/01/03

 

U. S. GOVERNMENT SECURITIES

 

12

 

FNMA POOL #0702857

 

5.000% 04/01/2018 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

1,100

 

FNMA POOL #0703445

 

5.000% 05/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

87

 

FNMA POOL #0703710

 

5.000% 02/01/2018 DD 04/01/03

 

U. S. GOVERNMENT SECURITIES

 

101

 

FNMA POOL #0707774

 

4.500% 06/01/2018 DD 06/01/03

 

U. S. GOVERNMENT SECURITIES

 

239

 

FNMA POOL #0708804

 

5.000% 06/01/2018 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

15

 

FNMA POOL #0709826

 

5.000% 06/01/2018 DD 06/01/03

 

U. S. GOVERNMENT SECURITIES

 

17

 

FNMA POOL #0713972

 

5.500% 07/01/2033 DD 07/01/03

 

U. S. GOVERNMENT SECURITIES

 

6,624

 

FNMA POOL #0720286

 

5.500% 03/01/2033 DD 05/01/03

 

U. S. GOVERNMENT SECURITIES

 

42

 

FNMA POOL #0724866

 

5.000% 06/01/2018 DD 06/01/03

 

U. S. GOVERNMENT SECURITIES

 

39

 

FNMA POOL #0725050

 

4.500% 01/01/2019 DD 12/01/03

 

U. S. GOVERNMENT SECURITIES

 

42

 

FNMA POOL #0725162

 

6.000% 02/01/2034 DD 01/01/04

 

U. S. GOVERNMENT SECURITIES

 

976

 

FNMA POOL #0725206

 

5.500% 02/01/2034 DD 02/01/04

 

U. S. GOVERNMENT SECURITIES

 

1,823

 

FNMA POOL #0725277

 

4.500% 03/01/2019 DD 02/01/04

 

U. S. GOVERNMENT SECURITIES

 

57

 

FNMA POOL #0725424

 

5.500% 04/01/2034 DD 04/01/04

 

U. S. GOVERNMENT SECURITIES

 

92

 

FNMA POOL #0725425

 

5.500% 04/01/2034 DD 04/01/04

 

U. S. GOVERNMENT SECURITIES

 

8,996

 

FNMA POOL #0725519

 

5.500% 05/01/2019 DD 05/01/04

 

U. S. GOVERNMENT SECURITIES

 

670

 

FNMA POOL #0725773

 

5.500% 09/01/2034 DD 08/01/04

 

U. S. GOVERNMENT SECURITIES

 

8,613

 

FNMA POOL #0725791

 

5.000% 11/01/2018 DD 08/01/04

 

U. S. GOVERNMENT SECURITIES

 

66

 

FNMA POOL #0725946

 

5.500% 11/01/2034 DD 10/01/04

 

U. S. GOVERNMENT SECURITIES

 

1,394

 

FNMA POOL #0725946

 

5.500% 11/01/2034 DD 10/01/04

 

U. S. GOVERNMENT SECURITIES

 

4,980

 

FNMA POOL #0729214

 

VAR RT 02/01/2035 DD 02/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,402

 

FNMA POOL #0730638

 

4.000% 08/01/2018 DD 07/01/03

 

U. S. GOVERNMENT SECURITIES

 

1,933

 

FNMA POOL #0731380

 

4.500% 08/01/2033 DD 08/01/03

 

U. S. GOVERNMENT SECURITIES

 

624

 

FNMA POOL #0734788

 

4.000% 09/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

2,807

 

FNMA POOL #0735141

 

5.500% 01/01/2035 DD 12/01/04

 

U. S. GOVERNMENT SECURITIES

 

5,518

 

FNMA POOL #0735224

 

5.500% 02/01/2035 DD 01/01/05

 

U. S. GOVERNMENT SECURITIES

 

16,629

 

FNMA POOL #0735403

 

5.000% 04/01/2035 DD 03/01/05

 

U. S. GOVERNMENT SECURITIES

 

5,778

 

FNMA POOL #0735439

 

6.000% 09/01/2019 DD 03/01/05

 

U. S. GOVERNMENT SECURITIES

 

807

 

FNMA POOL #0735504

 

6.000% 04/01/2035 DD 04/01/05

 

U. S. GOVERNMENT SECURITIES

 

2,957

 

FNMA POOL #0735591

 

5.000% 06/01/2035 DD 05/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,485

 

FNMA POOL #0735611

 

5.500% 03/01/2020 DD 05/01/05

 

U. S. GOVERNMENT SECURITIES

 

48

 

FNMA POOL #0735989

 

5.500% 02/01/2035 DD 10/01/05

 

U. S. GOVERNMENT SECURITIES

 

2,814

 

FNMA POOL #0739410

 

5.500% 10/01/2018 DD 09/01/03

 

U. S. GOVERNMENT SECURITIES

 

288

 

FNMA POOL #0740482

 

5.500% 10/01/2018 DD 10/01/03

 

U. S. GOVERNMENT SECURITIES

 

7

 

FNMA POOL #0745140

 

5.000% 11/01/2035 DD 12/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,454

 

FNMA POOL #0745193

 

5.500% 06/01/2020 DD 12/01/05

 

U. S. GOVERNMENT SECURITIES

 

665

 

FNMA POOL #0745238

 

6.000% 12/01/2020 DD 12/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,012

 

FNMA POOL #0745275

 

5.000% 02/01/2036 DD 01/01/06

 

U. S. GOVERNMENT SECURITIES

 

3,981

 

FNMA POOL #0745275

 

5.000% 02/01/2036 DD 01/01/06

 

U. S. GOVERNMENT SECURITIES

 

6,524

 

FNMA POOL #0745412

 

5.500% 12/01/2035 DD 03/01/06

 

U. S. GOVERNMENT SECURITIES

 

2,375

 

FNMA POOL #0745948

 

6.500% 10/01/2036 DD 10/01/06

 

U. S. GOVERNMENT SECURITIES

 

2,052

 

FNMA POOL #0761461

 

5.500% 03/01/2019 DD 05/01/04

 

U. S. GOVERNMENT SECURITIES

 

42

 

FNMA POOL #0766312

 

5.500% 03/01/2019 DD 02/01/04

 

U. S. GOVERNMENT SECURITIES

 

66

 

FNMA POOL #0777481

 

5.500% 06/01/2034 DD 06/01/04

 

U. S. GOVERNMENT SECURITIES

 

166

 

FNMA POOL #0778748

 

4.000% 05/01/2019 DD 05/01/04

 

U. S. GOVERNMENT SECURITIES

 

135

 

FNMA POOL #0780394

 

4.000% 06/01/2019 DD 06/01/04

 

U. S. GOVERNMENT SECURITIES

 

119

 

FNMA POOL #0791589

 

VAR RT 10/01/2034 DD 09/01/04

 

U. S. GOVERNMENT SECURITIES

 

843

 

FNMA POOL #0812185

 

4.500% 02/01/2035 DD 02/01/05

 

U. S. GOVERNMENT SECURITIES

 

263

 

FNMA POOL #0814474

 

4.500% 03/01/2035 DD 03/01/05

 

U. S. GOVERNMENT SECURITIES

 

221

 

FNMA POOL #0819359

 

4.500% 03/01/2035 DD 03/01/05

 

U. S. GOVERNMENT SECURITIES

 

269

 

FNMA POOL #0828346

 

5.000% 07/01/2035 DD 07/01/05

 

U. S. GOVERNMENT SECURITIES

 

49

 

FNMA POOL #0833408

 

4.500% 09/01/2035 DD 08/01/05

 

U. S. GOVERNMENT SECURITIES

 

49

 

FNMA POOL #0835746

 

5.000% 08/01/2035 DD 08/01/05

 

U. S. GOVERNMENT SECURITIES

 

1,442

 

FNMA POOL #0839466

 

4.500% 09/01/2035 DD 09/01/05

 

U. S. GOVERNMENT SECURITIES

 

881

 

FNMA POOL #0840639

 

4.500% 09/01/2035 DD 09/01/05

 

U. S. GOVERNMENT SECURITIES

 

160

 

FNMA POOL #0841079

 

4.500% 09/01/2035 DD 09/01/05

 

U. S. GOVERNMENT SECURITIES

 

812

 

FNMA POOL #0845155

 

5.500% 01/01/2021 DD 01/01/06

 

U. S. GOVERNMENT SECURITIES

 

434

 

FNMA POOL #0850867

 

VAR RT 01/01/2036 DD 01/01/06

 

U. S. GOVERNMENT SECURITIES

 

873

 

FNMA POOL #0852524

 

6.000% 02/01/2036 DD 02/01/06

 

U. S. GOVERNMENT SECURITIES

 

689

 

FNMA POOL #0865854

 

6.000% 03/01/2036 DD 02/01/06

 

U. S. GOVERNMENT SECURITIES

 

53

 

FNMA POOL #0870539

 

VAR RT 03/01/2036 DD 03/01/06

 

U. S. GOVERNMENT SECURITIES

 

1,099

 

FNMA POOL #0870962

 

6.000% 11/01/2036 DD 11/01/06

 

U. S. GOVERNMENT SECURITIES

 

325

 

FNMA POOL #0885612

 

6.500% 09/01/2036 DD 09/01/06

 

U. S. GOVERNMENT SECURITIES

 

30

 

FNMA POOL #0887046

 

6.000% 08/01/2036 DD 08/01/06

 

U. S. GOVERNMENT SECURITIES

 

51

 

FNMA POOL #0888492

 

VAR RT 05/01/2033 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

138

 

FNMA POOL #0888511

 

VAR RT 12/01/2033 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

492

 

FNMA POOL #0888514

 

VAR RT 03/01/2035 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

1,580

 

FNMA POOL #0888517

 

VAR RT 12/01/2035 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

1,290

 

FNMA POOL #0888645

 

5.000% 08/01/2037 DD 08/01/07

 

U. S. GOVERNMENT SECURITIES

 

1,460

 

FNMA POOL #0888746

 

6.500% 10/01/2037 DD 09/01/07

 

U. S. GOVERNMENT SECURITIES

 

1,675

 

FNMA POOL #0888892

 

7.500% 11/01/2037 DD 11/01/07

 

U. S. GOVERNMENT SECURITIES

 

329

 

FNMA POOL #0888892

 

7.500% 11/01/2037 DD 11/01/07

 

U. S. GOVERNMENT SECURITIES

 

2,465

 

FNMA POOL #0889063

 

6.500% 11/01/2037 DD 01/01/08

 

U. S. GOVERNMENT SECURITIES

 

97

 

FNMA POOL #0889116

 

6.000% 02/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,134

 

FNMA POOL #0889305

 

5.000% 04/01/2023 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

65

 

FNMA POOL #0889335

 

4.500% 06/01/2018 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

2,609

 

FNMA POOL #0889336

 

4.500% 12/01/2018 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,900

 

FNMA POOL #0889415

 

6.000% 05/01/2037 DD 04/01/08

 

U. S. GOVERNMENT SECURITIES

 

664

 

FNMA POOL #0889558

 

5.500% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,907

 

FNMA POOL #0889562

 

5.500% 05/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

299

 

FNMA POOL #0889579

 

6.000% 05/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

739

 

FNMA POOL #0889641

 

5.501% 08/01/2037 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

10,811

 

FNMA POOL #0889757

 

5.000% 02/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

6,974

 

FNMA POOL #0889858

 

5.500% 07/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

434

 

FNMA POOL #0891474

 

6.000% 04/01/2036 DD 04/01/06

 

U. S. GOVERNMENT SECURITIES

 

60

 

FNMA POOL #0893018

 

6.500% 10/01/2036 DD 09/01/06

 

U. S. GOVERNMENT SECURITIES

 

142

 

FNMA POOL #0893898

 

6.000% 10/01/2036 DD 09/01/06

 

U. S. GOVERNMENT SECURITIES

 

254

 

FNMA POOL #0894787

 

6.500% 12/01/2036 DD 12/01/06

 

U. S. GOVERNMENT SECURITIES

 

24

 

FNMA POOL #0897164

 

6.500% 08/01/2036 DD 10/01/06

 

U. S. GOVERNMENT SECURITIES

 

1,184

 

FNMA POOL #0899308

 

5.000% 04/01/2022 DD 04/01/07

 

U. S. GOVERNMENT SECURITIES

 

1,033

 

FNMA POOL #0899483

 

5.000% 07/01/2022 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

61

 

FNMA POOL #0899507

 

5.000% 04/01/2037 DD 05/01/07

 

U. S. GOVERNMENT SECURITIES

 

4,841

 

FNMA POOL #0902663

 

6.000% 11/01/2036 DD 11/01/06

 

U. S. GOVERNMENT SECURITIES

 

61

 

FNMA POOL #0904576

 

6.500% 11/01/2036 DD 11/01/06

 

U. S. GOVERNMENT SECURITIES

 

130

 

FNMA POOL #0911540

 

5.000% 02/01/2022 DD 01/01/07

 

U. S. GOVERNMENT SECURITIES

 

59

 

FNMA POOL #0912663

 

5.000% 03/01/2037 DD 03/01/07

 

U. S. GOVERNMENT SECURITIES

 

61

 

FNMA POOL #0915154

 

5.000% 04/01/2037 DD 04/01/07

 

U. S. GOVERNMENT SECURITIES

 

491

 

FNMA POOL #0915802

 

6.000% 09/01/2037 DD 09/01/07

 

U. S. GOVERNMENT SECURITIES

 

291

 

FNMA POOL #0915867

 

5.500% 04/01/2037 DD 04/01/07

 

U. S. GOVERNMENT SECURITIES

 

599

 

FNMA POOL #0916377

 

5.000% 05/01/2037 DD 05/01/07

 

U. S. GOVERNMENT SECURITIES

 

537

 

FNMA POOL #0916491

 

5.000% 06/01/2037 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

299

 

FNMA POOL #0919149

 

6.500% 04/01/2037 DD 04/01/07

 

U. S. GOVERNMENT SECURITIES

 

54

 

FNMA POOL #0926058

 

4.500% 05/01/2023 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,015

 

FNMA POOL #0928510

 

6.500% 06/01/2037 DD 07/01/07

 

U. S. GOVERNMENT SECURITIES

 

95

 

FNMA POOL #0928543

 

5.000% 07/01/2037 DD 08/01/07

 

U. S. GOVERNMENT SECURITIES

 

872

 

FNMA POOL #0928953

 

7.500% 12/01/2037 DD 12/01/07

 

U. S. GOVERNMENT SECURITIES

 

879

 

FNMA POOL #0928988

 

5.000% 12/01/2037 DD 01/01/08

 

U. S. GOVERNMENT SECURITIES

 

934

 

FNMA POOL #0929048

 

7.500% 01/01/2038 DD 01/01/08

 

U. S. GOVERNMENT SECURITIES

 

884

 

 

S-11


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

FNMA POOL #0929842

 

6.000% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

280

 

FNMA POOL #0929936

 

5.500% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

753

 

FNMA POOL #0929939

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

532

 

FNMA POOL #0929957

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

484

 

FNMA POOL #0933730

 

5.000% 04/01/2038 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

27

 

FNMA POOL #0933961

 

4.500% 07/01/2023 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

869

 

FNMA POOL #0934073

 

6.000% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

133

 

FNMA POOL #0934581

 

6.000% 10/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

373

 

FNMA POOL #0934590

 

6.500% 10/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,019

 

FNMA POOL #0934640

 

6.000% 11/01/2038 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

548

 

FNMA POOL #0936501

 

6.000% 06/01/2037 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

629

 

FNMA POOL #0937114

 

5.000% 05/01/2037 DD 05/01/07

 

U. S. GOVERNMENT SECURITIES

 

1,489

 

FNMA POOL #0937352

 

5.000% 06/01/2022 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

906

 

FNMA POOL #0937618

 

5.000% 06/01/2022 DD 05/01/07

 

U. S. GOVERNMENT SECURITIES

 

46

 

FNMA POOL #0938445

 

5.000% 07/01/2022 DD 07/01/07

 

U. S. GOVERNMENT SECURITIES

 

64

 

FNMA POOL #0938774

 

5.000% 06/01/2037 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

157

 

FNMA POOL #0940888

 

6.500% 06/01/2037 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

138

 

FNMA POOL #0940889

 

6.500% 06/01/2037 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

137

 

FNMA POOL #0940890

 

6.500% 06/01/2037 DD 06/01/07

 

U. S. GOVERNMENT SECURITIES

 

110

 

FNMA POOL #0940914

 

5.000% 07/01/2022 DD 07/01/07

 

U. S. GOVERNMENT SECURITIES

 

66

 

FNMA POOL #0941348

 

6.500% 08/01/2037 DD 08/01/07

 

U. S. GOVERNMENT SECURITIES

 

114

 

FNMA POOL #0942283

 

6.000% 08/01/2037 DD 07/01/07

 

U. S. GOVERNMENT SECURITIES

 

263

 

FNMA POOL #0942320

 

6.000% 08/01/2037 DD 07/01/07

 

U. S. GOVERNMENT SECURITIES

 

245

 

FNMA POOL #0943996

 

6.000% 08/01/2037 DD 08/01/07

 

U. S. GOVERNMENT SECURITIES

 

444

 

FNMA POOL #0944638

 

6.000% 07/01/2037 DD 07/01/07

 

U. S. GOVERNMENT SECURITIES

 

977

 

FNMA POOL #0944961

 

5.000% 07/01/2022 DD 07/01/07

 

U. S. GOVERNMENT SECURITIES

 

4

 

FNMA POOL #0945621

 

6.000% 08/01/2037 DD 08/01/07

 

U. S. GOVERNMENT SECURITIES

 

25

 

FNMA POOL #0946799

 

5.000% 09/01/2022 DD 09/01/07

 

U. S. GOVERNMENT SECURITIES

 

1,029

 

FNMA POOL #0947883

 

5.500% 11/01/2037 DD 10/01/07

 

U. S. GOVERNMENT SECURITIES

 

173

 

FNMA POOL #0949261

 

6.500% 09/01/2037 DD 09/01/07

 

U. S. GOVERNMENT SECURITIES

 

146

 

FNMA POOL #0952231

 

5.000% 11/01/2037 DD 11/01/07

 

U. S. GOVERNMENT SECURITIES

 

35

 

FNMA POOL #0954127

 

5.000% 12/01/2037 DD 12/01/07

 

U. S. GOVERNMENT SECURITIES

 

79

 

FNMA POOL #0961421

 

5.000% 01/01/2023 DD 01/01/08

 

U. S. GOVERNMENT SECURITIES

 

881

 

FNMA POOL #0961428

 

5.000% 01/01/2038 DD 01/01/08

 

U. S. GOVERNMENT SECURITIES

 

36

 

FNMA POOL #0961808

 

5.000% 03/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

961

 

FNMA POOL #0961820

 

5.000% 03/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

2,025

 

FNMA POOL #0961869

 

5.000% 03/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

25

 

FNMA POOL #0962075

 

6.500% 03/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

816

 

FNMA POOL #0962470

 

6.500% 04/01/2038 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

441

 

FNMA POOL #0962477

 

5.500% 04/01/2038 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

218

 

FNMA POOL #0962707

 

5.500% 04/01/2038 DD 04/01/08

 

U. S. GOVERNMENT SECURITIES

 

351

 

FNMA POOL #0962838

 

5.000% 04/01/2038 DD 04/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,595

 

FNMA POOL #0963102

 

4.500% 05/01/2023 DD 04/01/08

 

U. S. GOVERNMENT SECURITIES

 

91

 

FNMA POOL #0963271

 

5.500% 05/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

182

 

FNMA POOL #0963653

 

5.500% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

265

 

FNMA POOL #0963828

 

5.000% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

77

 

FNMA POOL #0963831

 

5.500% 06/01/2038 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

127

 

FNMA POOL #0963833

 

5.500% 06/01/2038 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

417

 

FNMA POOL #0963959

 

5.500% 07/01/2038 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

152

 

FNMA POOL #0964293

 

5.000% 07/01/2023 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

1

 

FNMA POOL #0964451

 

5.500% 07/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

219

 

FNMA POOL #0964867

 

6.000% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

152

 

FNMA POOL #0964949

 

6.000% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

114

 

FNMA POOL #0965090

 

4.500% 09/01/2023 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

93

 

FNMA POOL #0965219

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

264

 

FNMA POOL #0965309

 

6.000% 10/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

393

 

FNMA POOL #0965762

 

6.500% 02/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

54

 

FNMA POOL #0968079

 

5.000% 02/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

29

 

FNMA POOL #0968393

 

5.000% 12/01/2037 DD 01/01/08

 

U. S. GOVERNMENT SECURITIES

 

25

 

FNMA POOL #0968465

 

VAR RT 08/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,462

 

FNMA POOL #0969718

 

5.000% 03/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

67

 

FNMA POOL #0969832

 

5.000% 02/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

3,019

 

FNMA POOL #0969950

 

5.000% 03/01/2038 DD 03/01/08

 

U. S. GOVERNMENT SECURITIES

 

75

 

FNMA POOL #0969997

 

5.000% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

72

 

FNMA POOL #0970371

 

6.500% 03/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

47

 

FNMA POOL #0970518

 

6.000% 10/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

308

 

FNMA POOL #0971451

 

5.000% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

901

 

FNMA POOL #0972091

 

5.000% 02/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

33

 

FNMA POOL #0972099

 

5.500% 02/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

441

 

FNMA POOL #0972633

 

5.000% 02/01/2038 DD 02/01/08

 

U. S. GOVERNMENT SECURITIES

 

304

 

FNMA POOL #0973964

 

5.500% 05/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

294

 

FNMA POOL #0974756

 

5.000% 04/01/2038 DD 04/01/08

 

U. S. GOVERNMENT SECURITIES

 

870

 

FNMA POOL #0975129

 

6.000% 05/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

295

 

FNMA POOL #0975382

 

5.000% 06/01/2038 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

77

 

FNMA POOL #0975616

 

4.500% 07/01/2023 DD 06/01/08

 

U. S. GOVERNMENT SECURITIES

 

905

 

FNMA POOL #0979505

 

5.000% 04/01/2038 DD 04/01/08

 

U. S. GOVERNMENT SECURITIES

 

920

 

FNMA POOL #0979565

 

5.500% 10/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

106

 

FNMA POOL #0981334

 

5.500% 07/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

274

 

FNMA POOL #0981366

 

4.500% 05/01/2023 DD 04/01/08

 

U. S. GOVERNMENT SECURITIES

 

2,075

 

FNMA POOL #0981626

 

5.000% 07/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

30

 

FNMA POOL #0981848

 

5.500% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

271

 

FNMA POOL #0981909

 

5.500% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

87

 

FNMA POOL #0982832

 

5.000% 05/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

845

 

FNMA POOL #0982922

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

62

 

FNMA POOL #0983130

 

4.500% 05/01/2023 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

3,476

 

FNMA POOL #0983372

 

4.500% 08/01/2023 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

554

 

FNMA POOL #0983996

 

5.000% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

866

 

FNMA POOL #0984017

 

5.500% 06/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

193

 

FNMA POOL #0984031

 

5.000% 05/01/2038 DD 05/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,331

 

FNMA POOL #0985109

 

5.500% 07/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

280

 

FNMA POOL #0985110

 

5.500% 07/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

659

 

FNMA POOL #0985146

 

5.500% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

55

 

FNMA POOL #0985161

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

166

 

FNMA POOL #0985183

 

5.500% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

298

 

FNMA POOL #0986700

 

6.500% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

267

 

FNMA POOL #0986749

 

6.500% 07/01/2038 DD 07/01/08

 

U. S. GOVERNMENT SECURITIES

 

765

 

FNMA POOL #0987097

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

75

 

FNMA POOL #0987813

 

6.500% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

2,076

 

FNMA POOL #0987922

 

6.000% 11/01/2038 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

75

 

FNMA POOL #0988565

 

6.000% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,144

 

FNMA POOL #0988566

 

6.000% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,272

 

FNMA POOL #0988567

 

6.000% 08/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,577

 

FNMA POOL #0988732

 

6.000% 10/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,027

 

FNMA POOL #0988916

 

5.000% 08/01/2023 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

25

 

FNMA POOL #0990043

 

5.500% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

168

 

FNMA POOL #0990208

 

6.000% 09/01/2038 DD 08/01/08

 

U. S. GOVERNMENT SECURITIES

 

249

 

FNMA POOL #0990272

 

6.000% 10/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

630

 

FNMA POOL #0990652

 

6.500% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

203

 

FNMA POOL #0990662

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

881

 

FNMA POOL #0990663

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

665

 

FNMA POOL #0990664

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

302

 

FNMA POOL #0990674

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

669

 

 

S-12


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

FNMA POOL #0990675

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

570

 

FNMA POOL #0990676

 

6.000% 09/01/2038 DD 09/01/08

 

U. S. GOVERNMENT SECURITIES

 

272

 

FNMA POOL #0991528

 

6.000% 11/01/2038 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

376

 

FNMA POOL #0991696

 

5.000% 10/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

74

 

FNMA POOL #0992232

 

6.000% 11/01/2038 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

593

 

FNMA POOL #0992543

 

5.500% 11/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

111

 

FNMA POOL #0992546

 

5.500% 11/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

98

 

FNMA POOL #0993131

 

4.500% 10/01/2023 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

90

 

FNMA POOL #0994117

 

5.000% 11/01/2038 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

73

 

FNMA POOL #0994452

 

6.000% 11/01/2038 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

1,116

 

FNMA POOL #0994763

 

6.000% 11/01/2038 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

114

 

FNMA POOL #0995021

 

5.500% 02/01/2038 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

12,530

 

FNMA POOL #0995022

 

5.500% 08/01/2037 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

5,715

 

FNMA POOL #0995023

 

5.500% 08/01/2037 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

2,575

 

FNMA POOL #0995024

 

5.500% 08/01/2037 DD 10/01/08

 

U. S. GOVERNMENT SECURITIES

 

3,600

 

FNMA POOL #0995112

 

5.500% 07/01/2036 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

6,330

 

FNMA POOL #0995113

 

5.500% 09/01/2036 DD 11/01/08

 

U. S. GOVERNMENT SECURITIES

 

332

 

FNMA POOL #0995174

 

6.500% 08/01/2036 DD 12/01/08

 

U. S. GOVERNMENT SECURITIES

 

2,093

 

FNMA POOL #0AA0530

 

6.000% 12/01/2038 DD 12/01/08

 

U. S. GOVERNMENT SECURITIES

 

50

 

FNMA GTD REMIC P/T

 

VAR RT 02/25/2018 DD 05/01/88

 

U. S. GOVERNMENT SECURITIES

 

76

 

FNMA GTD REMIC P/T

 

VAR RT 02/25/2018 DD 05/01/88

 

U. S. GOVERNMENT SECURITIES

 

134

 

FNMA GTD REMIC P/T 04-M1 A PO

 

4.700% 06/25/2013 DD 05/01/04

 

U. S. GOVERNMENT SECURITIES

 

412

 

FNMA GTD REMIC P/T 07-54 EF

 

VAR RT 06/25/2037 DD 05/25/07

 

U. S. GOVERNMENT SECURITIES

 

2,387

 

FNMA GTD REMIC P/T 2002-34 FE

 

VAR RT 05/18/2032 DD 04/18/02

 

U. S. GOVERNMENT SECURITIES

 

41

 

FNMA GTD REMIC P/T 2002-T6 A1

 

3.310% 03/25/2032 DD 03/01/02

 

U. S. GOVERNMENT SECURITIES

 

236

 

FNMA GTD REMIC P/T CTF 99W4 A9

 

6.250% 02/25/2029

 

U. S. GOVERNMENT SECURITIES

 

2,547

 

FNMA GTD REMIC P/T CTF91-24Z

 

5.000% 03/25/2021

 

U. S. GOVERNMENT SECURITIES

 

155

 

FNMA GTD REMIC P/T CTF93-19N

 

5.000% 02/25/2023

 

U. S. GOVERNMENT SECURITIES

 

137

 

FNMA POOL#356720

 

4.995% DD 11/01/25

 

U. S. GOVERNMENT SECURITIES

 

414

 

FORD CR AUTO OWNER 08 A A-3A

 

3.960% 04/15/2012 DD 01/23/08

 

CORPORATE DEBT INSTRUMENTS

 

1,620

 

FORD CR AUTO OWNER TR 07 A-2A

 

5.420% 04/15/2010 DD 06/27/07

 

CORPORATE DEBT INSTRUMENTS

 

447

 

FRANCE TELECOM SA NT

 

STEP 03/01/2011 DD 09/01/01

 

CORPORATE DEBT INSTRUMENTS

 

710

 

GE CAP COML MTG 02 2 CL A3

 

5.349% 08/11/2036 DD 08/01/02

 

CORPORATE DEBT INSTRUMENTS

 

1,217

 

GE COML MTG CORP 03 C1 A2

 

4.093% 01/10/2038 DD 04/01/03

 

CORPORATE DEBT INSTRUMENTS

 

923

 

GE COML MTG CORP 05-C4 A4

 

5.3306% 11/10/2045 DD 12/01/05

 

CORPORATE DEBT INSTRUMENTS

 

1,657

 

GENERAL ELEC CAP CORP MEDIUM

 

VAR RT 02/01/2011 DD 02/01/08

 

CORPORATE DEBT INSTRUMENTS

 

413

 

GENERAL ELEC CAP CORP MEDIUM

 

VAR RT 02/01/2011 DD 02/01/08

 

CORPORATE DEBT INSTRUMENTS

 

3,543

 

GENERAL ELEC CAP CORP MEDIUM

 

VAR RT 02/01/2011 DD 02/01/08

 

CORPORATE DEBT INSTRUMENTS

 

4,919

 

GENERAL ELEC CAP CORP MTN

 

5.000% 12/01/2010 DD 04/30/07

 

CORPORATE DEBT INSTRUMENTS

 

2,414

 

GENERAL ELEC CAP MTN # 00709

 

4.875% 10/21/2010 DD 10/21/05

 

CORPORATE DEBT INSTRUMENTS

 

755

 

GENERAL ELEC CAP MTN # 00714

 

5.000% 11/15/2011 DD 12/02/05

 

CORPORATE DEBT INSTRUMENTS

 

573

 

GENERAL ELEC CAP MTN #TR 00004

 

3.000% 12/09/2011 DD 12/09/08

 

U. S. GOVERNMENT SECURITIES

 

2,378

 

GENERAL ELEC CAP MTN #TR00656

 

VAR RT 09/15/2014 DD 09/17/04

 

CORPORATE DEBT INSTRUMENTS

 

1,016

 

GENERAL ELEC CAP MTN #TR00665

 

3.750% 12/15/2009 DD 10/29/04

 

CORPORATE DEBT INSTRUMENTS

 

621

 

GENERAL ELEC CO NT

 

5.250% 12/06/2017 DD 12/06/07

 

CORPORATE DEBT INSTRUMENTS

 

2,393

 

GENERAL ELECTRIC CAP CORP

 

VAR RT 17-DEC-2013 USD

 

CORPORATE DEBT INSTRUMENTS

 

794

 

GENERAL MLS INC NT

 

5.250% 08/15/2013 DD 08/05/08

 

CORPORATE DEBT INSTRUMENTS

 

1,022

 

GLAXOSMITHKLINE CAP INC GTD NT

 

4.850% 05/15/2013 DD 05/13/08

 

CORPORATE DEBT INSTRUMENTS

 

502

 

GLAXOSMITHKLINE CAP INC GTD NT

 

4.850% 05/15/2013 DD 05/13/08

 

CORPORATE DEBT INSTRUMENTS

 

2,006

 

GMAC COML MTG 02 C3 CL A2

 

4.930% 07/10/2039 DD 12/01/02

 

CORPORATE DEBT INSTRUMENTS

 

1,263

 

GMAC COML MTG SEC 02-C1 CL A2

 

6.278% 11/15/2039 DD 02/01/02

 

CORPORATE DEBT INSTRUMENTS

 

1,928

 

GMAC COML MTG SECS 03-C3 A-3

 

4.646% 04/10/2040 DD 12/01/03

 

CORPORATE DEBT INSTRUMENTS

 

1,132

 

GMAC COML MTG SECS 99-C2 CL A2

 

6.945% 09/15/2033

 

CORPORATE DEBT INSTRUMENTS

 

286

 

GMACM MTG LN TR 04-AR1 CL 12A

 

VAR RT 06/25/2034 DD 04/01/04

 

CORPORATE DEBT INSTRUMENTS

 

252

 

GNMA POOL #0424340

 

6.500% 05/15/2026 DD 05/01/96

 

U. S. GOVERNMENT SECURITIES

 

31

 

GNMA POOL #0498396

 

6.000% 02/15/2029 DD 02/01/99

 

U. S. GOVERNMENT SECURITIES

 

55

 

GNMA POOL #0513834

 

6.500% 08/15/2029 DD 08/01/99

 

U. S. GOVERNMENT SECURITIES

 

36

 

GNMA POOL #0520046

 

7.000% 06/15/2031 DD 06/01/01

 

U. S. GOVERNMENT SECURITIES

 

13

 

GNMA POOL #0523128

 

7.000% 04/15/2031 DD 04/01/01

 

U. S. GOVERNMENT SECURITIES

 

23

 

GNMA POOL #0569149

 

6.000% 03/15/2032 DD 03/01/02

 

U. S. GOVERNMENT SECURITIES

 

17

 

GNMA POOL #0571201

 

7.000% 09/15/2031 DD 09/01/01

 

U. S. GOVERNMENT SECURITIES

 

1

 

GNMA POOL #0585255

 

7.000% 07/15/2032 DD 07/01/02

 

U. S. GOVERNMENT SECURITIES

 

50

 

GNMA POOL #0604791

 

5.500% 11/15/2033 DD 11/01/03

 

U. S. GOVERNMENT SECURITIES

 

269

 

GNMA POOL #0608945

 

6.000% 06/15/2036 DD 06/01/06

 

U. S. GOVERNMENT SECURITIES

 

706

 

GNMA POOL #0619220

 

6.000% 10/15/2034 DD 10/01/04

 

U. S. GOVERNMENT SECURITIES

 

880

 

GNMA POOL #0620925

 

4.500% 08/15/2033 DD 08/01/03

 

U. S. GOVERNMENT SECURITIES

 

41

 

GNMA POOL #0631356

 

6.000% 10/15/2035 DD 10/01/05

 

U. S. GOVERNMENT SECURITIES

 

14

 

GNMA POOL #0658325

 

6.000% 03/15/2037 DD 03/01/07

 

U. S. GOVERNMENT SECURITIES

 

36

 

GNMA POOL #0659942

 

6.000% 11/15/2037 DD 11/01/07

 

U. S. GOVERNMENT SECURITIES

 

648

 

GNMA POOL #0664387

 

6.000% 10/15/2037 DD 10/01/07

 

U. S. GOVERNMENT SECURITIES

 

268

 

GNMA POOL #0780994

 

6.000% 03/15/2029 DD 03/01/99

 

U. S. GOVERNMENT SECURITIES

 

5

 

GNMA POOL #0781124

 

7.000% 12/15/2029 DD 12/01/99

 

U. S. GOVERNMENT SECURITIES

 

52

 

GNMA POOL #0781155

 

6.500% 07/15/2009 DD 04/01/00

 

U. S. GOVERNMENT SECURITIES

 

3

 

GNMA POOL #0781328

 

7.000% 09/15/2031 DD 09/01/01

 

U. S. GOVERNMENT SECURITIES

 

64

 

GNMA POOL #0782119

 

6.000% 08/15/2036 DD 10/01/06

 

U. S. GOVERNMENT SECURITIES

 

2,636

 

GNMA GTD REMIC P/T 20020-31 FW

 

VAR RT 06/16/2031 DD 05/16/02

 

U. S. GOVERNMENT SECURITIES

 

98

 

GNMA GTD REMIC P/T 2002-21 FV

 

FLTG RT 03/16/2032 DD 03/16/02

 

U. S. GOVERNMENT SECURITIES

 

172

 

GNMA II POOL #0001524

 

9.000% 12/20/2020 DD 12/01/90

 

U. S. GOVERNMENT SECURITIES

 

1

 

GNMA II POOL #0003056

 

8.000% 03/20/2031 DD 03/01/01

 

U. S. GOVERNMENT SECURITIES

 

22

 

GNMA II POOL #0003123

 

VAR RT 08/20/2031 DD 08/01/01

 

U. S. GOVERNMENT SECURITIES

 

10

 

GNMA II POOL #0003136

 

VAR RT 09/20/2031 DD 09/01/01

 

U. S. GOVERNMENT SECURITIES

 

2

 

GNMA II POOL #0008324

 

VAR RT 11/20/2023 DD 11/01/93

 

U. S. GOVERNMENT SECURITIES

 

18

 

GNMA II POOL #0008814

 

VAR RT 02/20/2026 DD 02/01/96

 

U. S. GOVERNMENT SECURITIES

 

7

 

GNMA II POOL #0008847

 

VAR RT 04/20/2026 DD 04/01/96

 

U. S. GOVERNMENT SECURITIES

 

27

 

GOLDMAN CAP MKT (GLM) CASH COL

 

VAR RT 01/01/2049 DD 07/01/08

 

INTEREST-BEARING CASH

 

(580)

 

GOLDMAN SACHS GROUP INC

 

5.250% 10/15/2013 DD 10/14/03

 

CORPORATE DEBT INSTRUMENTS

 

1,061

 

GOLDMAN SACHS GROUP INC BD

 

6.150% 04/01/2018 DD 04/01/08

 

CORPORATE DEBT INSTRUMENTS

 

1,826

 

GOLDMAN SACHS GROUP INC SR

 

5.950% 01/18/2018 DD 01/18/08

 

CORPORATE DEBT INSTRUMENTS

 

853

 

GOLDMAN SACHS GROUP INC SR NT

 

6.250% 09/01/2017 DD 08/30/07

 

CORPORATE DEBT INSTRUMENTS

 

954

 

GOLDMAN SACHS GROUP INC SR NT

 

6.250% 09/01/2017 DD 08/30/07

 

CORPORATE DEBT INSTRUMENTS

 

4,072

 

GREENWICH CAP COML 06-GG7 A4

 

VAR RT 07/10/2038 DD 07/01/06

 

CORPORATE DEBT INSTRUMENTS

 

1,248

 

GREYSTONE SVCG FHA #2063 PROJ

 

7.440% 12/31/2039 DD 12/28/87

 

U. S. GOVERNMENT SECURITIES

 

7

 

GS MTG SECS CORP 05-GG4 A4

 

4.761% 07/10/2039 DD 06/01/05

 

CORPORATE DEBT INSTRUMENTS

 

465

 

GS MTG SECS CORP 2005-AR6 2A1

 

VAR RT 09/25/2035 DD 09/01/05

 

CORPORATE DEBT INSTRUMENTS

 

522

 

GSAA HOME EQUITY TR 2006-9 A-1

 

VAR RT 06/25/2036 DD 05/26/06

 

CORPORATE DEBT INSTRUMENTS

 

213

 

GSR MTG LN TR 2006 OA1 P/T 2A1

 

VAR RT 08/25/2046 DD 08/24/06

 

CORPORATE DEBT INSTRUMENTS

 

512

 

GULF SOUTH PIPLINE CO LP 144A

 

6.300% 08/15/2017 DD 08/17/07

 

CORPORATE DEBT INSTRUMENTS

 

207

 

HALLIBURTON CO SR NT

 

5.500% 10/15/2010 DD 10/17/03

 

CORPORATE DEBT INSTRUMENTS

 

281

 

HANCOCK JOHN II MTN 00001 144A

 

7.900% 07/02/2010 DD 06/30/00

 

CORPORATE DEBT INSTRUMENTS

 

310

 

HARBORVIEW MTG 06-9 CL 2A1A

 

VAR RT 10/19/2036 DD 10/04/06

 

CORPORATE DEBT INSTRUMENTS

 

260

 

HARBORVIEW MTG LN 05-14 CL 5-A

 

VAR RT 12/19/2035 DD 10/01/05

 

CORPORATE DEBT INSTRUMENTS

 

319

 

HARVORVIEW MTG LN TR 05-8 1A2A

 

VAR RT 09/19/2035 DD 07/29/05

 

CORPORATE DEBT INSTRUMENTS

 

37

 

HBOS PLC MTN #SB 00007 144A

 

VAR RT 11/29/2049 DD 10/30/03

 

CORPORATE DEBT INSTRUMENTS

 

244

 

HEINZ H J FIN CO GTD NT

 

STEP 07/15/2011 DD 01/15/03

 

CORPORATE DEBT INSTRUMENTS

 

705

 

HEINZ H J FIN CO GTD NT

 

STEP 07/15/2011 DD 01/15/03

 

CORPORATE DEBT INSTRUMENTS

 

826

 

HEWLETT PACKARD CO GLOBAL NT

 

4.500% 03/01/2013 DD 03/03/08

 

CORPORATE DEBT INSTRUMENTS

 

2,335

 

HOME DEPOT INC SR NT

 

5.200% 03/01/2011 DD 03/24/06

 

CORPORATE DEBT INSTRUMENTS

 

972

 

HONDA AUTO REC 06 3 TR A/B A-3

 

5.120% 10/15/2010 DD 10/25/06

 

CORPORATE DEBT INSTRUMENTS

 

902

 

HONDA AUTO REC 08-1 CL A-2

 

3.770% 09/20/2010 DD 06/26/08

 

CORPORATE DEBT INSTRUMENTS

 

1,882

 

HONEYWELL INTL INC SR NT

 

4.250% 03/01/2013 DD 02/29/08

 

CORPORATE DEBT INSTRUMENTS

 

998

 

HOUSEHOLD FIN CORP NT

 

6.375% 10/15/2011 DD 10/23/01

 

CORPORATE DEBT INSTRUMENTS

 

1,968

 

HSBC CAP FDG DLR 2 LP 144A

 

VAR RT 12/29/2049 DD 06/27/03

 

CORPORATE DEBT INSTRUMENTS

 

379

 

 

S-13


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

HSBC FIN CORP NT

 

5.700% 06/01/2011 DD 05/30/06

 

CORPORATE DEBT INSTRUMENTS

 

341

 

HSBC HOME EQTY 07 3 CL A-PT

 

VAR RT 11/20/2036 DD 10/18/07

 

CORPORATE DEBT INSTRUMENTS

 

792

 

HSBC USA INC GTD NTS

 

3.125% 12/16/2011 DD 12/16/08

 

U. S. GOVERNMENT SECURITIES

 

2,389

 

HSBC USA INC GTD NTS

 

3.125% 12/16/2011 DD 12/16/08

 

U. S. GOVERNMENT SECURITIES

 

6,646

 

IFC SBA LN BACKED 97-1 A 144A

 

VAR RT 01/15/2024 DD 11/25/97

 

CORPORATE DEBT INSTRUMENTS

 

180

 

IMC HOME EQ LN TR 97-2 CL A-7

 

7.230% 05/20/2027 DD 03/01/97

 

CORPORATE DEBT INSTRUMENTS

 

14

 

INDEPENDENCE CMNTY BK CORP NT

 

4.900% 09/23/2010 DD 09/23/05

 

CORPORATE DEBT INSTRUMENTS

 

161

 

INDYMAC INDX MTG 06-AR41 CL A3

 

VAR RT 02/25/2037 DD 12/28/06

 

CORPORATE DEBT INSTRUMENTS

 

342

 

INDYMAC MBS INC 05-AR15 CL A-1

 

VAR RT 09/25/2035 DD 07/01/05

 

CORPORATE DEBT INSTRUMENTS

 

318

 

INGERSOLL-RAND GLOBAL HLDG CO

 

6.000% 08/15/2013 DD 08/15/08

 

CORPORATE DEBT INSTRUMENTS

 

1,101

 

INTERNATIONAL BUSINESS MACHS

 

7.625% 10/15/2018 DD 10/15/08

 

CORPORATE DEBT INSTRUMENTS

 

360

 

INTERNATIONAL BUSINESS MACHS

 

7.625% 10/15/2018 DD 10/15/08

 

CORPORATE DEBT INSTRUMENTS

 

588

 

INTERNATIONAL BUSINESS MACHS

 

7.625% 10/15/2018 DD 10/15/08

 

CORPORATE DEBT INSTRUMENTS

 

809

 

INTERNATIONAL BUSINESS MACHS

 

7.625% 10/15/2018 DD 10/15/08

 

CORPORATE DEBT INSTRUMENTS

 

2,372

 

INTERNATIONAL LEASE FIN CORP

 

4.950% 02/01/2011 DD 01/29/08

 

CORPORATE DEBT INSTRUMENTS

 

198

 

INTERNATIONAL LEASE FIN CORP

 

4.950% 02/01/2011 DD 01/29/08

 

CORPORATE DEBT INSTRUMENTS

 

1,078

 

INTERNATIONAL LEASE MTN #00577

 

5.750% 06/15/2011 DD 06/13/06

 

CORPORATE DEBT INSTRUMENTS

 

1,167

 

IRS P US0003M R 2.73% 12/21/21

 

PUT DEC 11 002.730 ED 12/19/11

 

INTEREST RATE SWAP

 

(90)

 

IRS R US0003M P 2.73% 12/21/21

 

CALL DEC 11 002.730 ED 121911

 

INTEREST RATE SWAP

 

(150)

 

IRS R US0003M P 3.00%

 

2029 JUN 17

 

INTEREST RATE SWAP

 

(6)

 

IRS R US0003M P 4.00%

 

2010 JUN 18

 

INTEREST RATE SWAP

 

(1,208)

 

IRS R US0003M P 4.00%

 

2010 JUN 18

 

INTEREST RATE SWAP

 

(639)

 

IRS R US0003M P 4.00%

 

2010 JUN 18

 

INTEREST RATE SWAP

 

(159)

 

IRS R US0003M P 4.58% 05/06/19

 

CALL MAY 09 004.580 ED 5/01/09

 

INTEREST RATE SWAP

 

(1,287)

 

IRS R US0003M P 5.0%

 

2038 DEC 17

 

INTEREST RATE SWAP

 

(3,480)

 

IRS R US0003M P 5.0%

 

2038 DEC 17

 

INTEREST RATE SWAP

 

(2,091)

 

IRS R US0003M P 5.0%

 

2038 DEC 17

 

INTEREST RATE SWAP

 

(1,954)

 

IRS R US0003M P 5.0%

 

2038 DEC 17

 

INTEREST RATE SWAP

 

(1,414)

 

IRS R US0003M P 5.00%

 

2028 DEC 17

 

INTEREST RATE SWAP

 

(5,818)

 

IRS R US0003M P 5.00%

 

2028 DEC 17

 

INTEREST RATE SWAP

 

(3,019)

 

IRS R US0003M P 5.00%

 

2028 DEC 17

 

INTEREST RATE SWAP

 

(2,583)

 

IRS R US0003M P 5.00%

 

2028 DEC 17

 

INTEREST RATE SWAP

 

(1,973)

 

IRS R US0003M P 5.00%

 

2028 DEC 17

 

INTEREST RATE SWAP

 

(909)

 

IRS R US0003M P 5.00%

 

2028 DEC 17

 

INTEREST RATE SWAP

 

(537)

 

IRS R US0003M P 5.78% 08/11/20

 

PUT AUG 10 005.780 ED 08/09/10

 

INTEREST RATE SWAP

 

39

 

IRS R US0003M P 6.50% 10/23/39

 

PUT OCT 09 006.500 ED 10/21/09

 

INTEREST RATE SWAP

 

5

 

IRS_P US0003M R 3.0625%

 

2013 MAR 20

 

INTEREST RATE SWAP

 

535

 

IRS_P US0003M R 4.00%

 

2013 JUN 18

 

INTEREST RATE SWAP

 

650

 

IRS_P US0003M R 4.00%

 

2013 JUN 18

 

INTEREST RATE SWAP

 

800

 

IRS_P US0003M R 4.00%

 

2013 JUN 18

 

INTEREST RATE SWAP

 

1,142

 

IRS_P US0003M R 4.00%

 

2013 JUN 18

 

INTEREST RATE SWAP

 

1,188

 

IRS_P US0003M R 4.00%

 

2013 JUN 18

 

INTEREST RATE SWAP

 

2,610

 

IRS_P US0003M R 4.00%

 

2013 JUN 18

 

INTEREST RATE SWAP

 

3,172

 

IRS_P US0003M R 4.05%

 

2009 DEC 11

 

INTEREST RATE SWAP

 

88

 

IRS_P US0003M R 4.55%

 

2010 OCT 03

 

INTEREST RATE SWAP

 

132

 

IRS_P US0003M R 4.58% 05/06/19

 

PUT MAY 09 004.580 ED 05/01/09

 

INTEREST RATE SWAP

 

(23)

 

IRS_P US0003M R 5.00%

 

2010 NOV 07

 

INTEREST RATE SWAP

 

176

 

IRS_P US0003M R 5.02%

 

2011 NOV 21

 

INTEREST RATE SWAP

 

293

 

IRS_P US0003M R 5.15%

 

2010 NOV 07

 

INTEREST RATE SWAP

 

644

 

IRS_P US0003M R 5.16%

 

2009 SEP 12

 

INTEREST RATE SWAP

 

162

 

IRS_P US0006M R 2.9925%

 

2018 DEC 10

 

INTEREST RATE SWAP

 

333

 

IRS_R US0003M P 2.45%

 

2017 DEC 29

 

INTEREST RATE SWAP

 

(36)

 

IRS_R US0003M P 2.77375%

 

2018 DEC 17

 

INTEREST RATE SWAP

 

(107)

 

IRS_R US0003M P 4.68%

 

2018 JUL 1

 

INTEREST RATE SWAP

 

(155)

 

J P MORGAN CHASE COML MTG SECS

 

5.050% 12/12/2034 DD 12/01/02

 

CORPORATE DEBT INSTRUMENTS

 

1,916

 

J P MORGAN MTG 07-A1 CL 1A1

 

VAR RT 07/25/2035 DD 01/01/07

 

CORPORATE DEBT INSTRUMENTS

 

615

 

J P MORGAN MTG 07-A1 CL 5A2

 

VAR RT 07/25/2035 DD 01/01/07

 

CORPORATE DEBT INSTRUMENTS

 

539

 

JOHN DEERE CAP CORP MTN

 

4.500% 04/03/2013 DD 04/03/08

 

CORPORATE DEBT INSTRUMENTS

 

1,101

 

JP MORGAN 2006-A2 CL 4-A-1-

 

VAR RT 08/25/2034 DD 03/01/06

 

CORPORATE DEBT INSTRUMENTS

 

736

 

JP MORGAN CHASE BK N A NEW

 

6.000% 07/05/2017 DD 06/27/07

 

CORPORATE DEBT INSTRUMENTS

 

550

 

JP MORGAN CHASE NK NA NEW YORK

 

6.000% 10/01/2017 DD 09/24/07

 

CORPORATE DEBT INSTRUMENTS

 

757

 

JP MORGAN MTG TR 06-A2 CL 5A3

 

VAR RT 11/25/2033 DD 03/01/06

 

CORPORATE DEBT INSTRUMENTS

 

855

 

JPMORGAN CHASE & CO FDIC GTD

 

3.125% 12/01/2011 DD 12/02/08

 

U. S. GOVERNMENT SECURITIES

 

4,675

 

JPMORGAN CHASE & CO NT

 

4.750% 05/01/2013 DD 04/28/08

 

CORPORATE DEBT INSTRUMENTS

 

1,023

 

JPMORGAN CHASE & CO NT

 

4.750% 05/01/2013 DD 04/28/08

 

CORPORATE DEBT INSTRUMENTS

 

1,505

 

JPMORGAN CHASE & CO SR NT

 

6.000% 01/15/2018 DD 12/20/07

 

CORPORATE DEBT INSTRUMENTS

 

712

 

JPMORGAN CHASE & CO SR NT

 

6.000% 01/15/2018 DD 12/20/07

 

CORPORATE DEBT INSTRUMENTS

 

950

 

JPMORGAN CHASE BK N A NY

 

VAR RT 006/13/2016 DD 06/13/06

 

CORPORATE DEBT INSTRUMENTS

 

1,203

 

KERN RIV FDG CORP SR NT 144A

 

4.893% 04/30/2018 DD 05/01/03

 

CORPORATE DEBT INSTRUMENTS

 

182

 

KEYCORP MEDIUM TERM SR NTS

 

6.500% 05/14/2013 DD 05/14/08

 

CORPORATE DEBT INSTRUMENTS

 

922

 

KING CNTY WASH

 

4.750% 01/01/2034 DD 02/12/08

 

MUNI-GENERAL OBLIGATION

 

534

 

KONINKLIJKE PHILIPS ELECTRS N

 

4.625% 03/11/2013 DD 03/11/08

 

CORPORATE DEBT INSTRUMENTS

 

588

 

KRAFT FOOD INC BD

 

6.000% 02/11/2013 DD 08/13/07

 

CORPORATE DEBT INSTRUMENTS

 

315

 

KRAFT FOOD INC BD

 

6.000% 02/11/2013 DD 08/13/07

 

CORPORATE DEBT INSTRUMENTS

 

1,728

 

KRAFT FOODS INC NT

 

6.125% 02/01/2018 DD 12/12/07

 

CORPORATE DEBT INSTRUMENTS

 

352

 

KRAFT FOODS INC NT

 

6.125% 02/01/2018 DD 12/12/07

 

CORPORATE DEBT INSTRUMENTS

 

882

 

KRAFT FOODS INC NT

 

6.125% 02/01/2018 DD 12/12/07

 

CORPORATE DEBT INSTRUMENTS

 

1,599

 

KROGER CO SR NT

 

5.000% 04/15/2013 DD 03/27/08

 

CORPORATE DEBT INSTRUMENTS

 

770

 

LAS VEGAS VY NEV WTR DIST REF

 

5.000% 02/01/2034 DD 02/19/08

 

MUNI-WATER

 

363

 

LB UBS COML 05-C5 CTF A-4

 

4.954% 09/15/2030 DD 08/11/05

 

CORPORATE DEBT INSTRUMENTS

 

833

 

LB UBS COML MTG 03-C7 A-3

 

VAR RT 09/15/2027 DD 09/11/03

 

CORPORATE DEBT INSTRUMENTS

 

954

 

LB UBS COML MTG 03-C7 CL A-2

 

4.064% 09/15/2027 DD 09/11/03

 

CORPORATE DEBT INSTRUMENTS

 

349

 

LB UBS COML MTG 2006-C6 A-4

 

5.372% 09/15/2039 DD 09/11/06

 

CORPORATE DEBT INSTRUMENTS

 

467

 

LB UBS COML MTG TR 00-C4 CL A2

 

7.370% 08/15/2026 DD 09/11/00

 

CORPORATE DEBT INSTRUMENTS

 

1,347

 

LB UBS COML MTG TR 02 C2 CL A4

 

5.594% 06/15/2031 DD 06/11/02

 

CORPORATE DEBT INSTRUMENTS

 

1,191

 

LB UBS COML MTG TR 04-C4 A3

 

VAR RT 06/15/2029 DD 05/11/04

 

CORPORATE DEBT INSTRUMENTS

 

1,163

 

LB UBS COML MTG TR 05-C1 CL A3

 

4.545% 02/15/2030 DD 01/11/05

 

CORPORATE DEBT INSTRUMENTS

 

1,150

 

LB UBS COML MTG TR 05-C7 CL A4

 

5.197% 11/15/2030 DD 10/11/05

 

CORPORATE DEBT INSTRUMENTS

 

826

 

LB UBS COML MTG TR 06-CL A-4

 

5.156% 02/15/2031 DD 01/11/06

 

CORPORATE DEBT INSTRUMENTS

 

1,191

 

LB-UBS COML MTG TR 08-C1 CL A2

 

VAR RT 04/15/2041 DD 04/11/08

 

CORPORATE DEBT INSTRUMENTS

 

255

 

LEHMAN BROS HLDG INC MTN

 

5.750% 07/18/2011 DD 07/18/06

 

CORPORATE DEBT INSTRUMENTS

 

47

 

LEHMAN BROS HLDGS INC MEDIUM

 

6.750% 12/28/2017 DD 12/21/07

 

CORPORATE DEBT INSTRUMENTS

 

0

 

LEHMAN BROS HLDGS INC MEDIUM

 

6.750% 12/28/2017 DD 12/21/07

 

CORPORATE DEBT INSTRUMENTS

 

0

 

LEHMAN BROS HLDGS INC MEDIUM

 

6.750% 12/28/2017 DD 12/21/07

 

CORPORATE DEBT INSTRUMENTS

 

152

 

LEHMAN BROS HLDGS INC MTN

 

5.625% 01/24/2013 DD 01/22/08

 

CORPORATE DEBT INSTRUMENTS

 

57

 

LEHMAN BROS HLDGS INC MTN

 

5.625% 01/24/2013 DD 01/22/08

 

CORPORATE DEBT INSTRUMENTS

 

143

 

LEHMAN BROTHERS HLDGS #TR00632

 

5.750% 04/25/2011 DD 04/25/06

 

CORPORATE DEBT INSTRUMENTS

 

39

 

LEHMAN BROTHERS HLDGS TR 00387

 

6.625% 01/18/2012 DD 01/10/02

 

CORPORATE DEBT INSTRUMENTS

 

38

 

LEHMAN XS TR 2005-7N CL 1A1A

 

VAR RT 12/25/2035 DD 11/30/05

 

CORPORATE DEBT INSTRUMENTS

 

133

 

LINCOLN NATL CORP IND SR NT

 

VAR RT 04/06/2009 DD 04/06/06

 

CORPORATE DEBT INSTRUMENTS

 

2,295

 

LOCKHEED MARTIN CORP NT

 

4.121% 03/14/2013 DD 03/14/08

 

CORPORATE DEBT INSTRUMENTS

 

921

 

LONG BEACH 06-11 P/T CL IIA1

 

VAR RT 12/25/2036 DD 12/14/06

 

CORPORATE DEBT INSTRUMENTS

 

438

 

LUMINENT MTG TR 06-5 P/T A1A

 

VAR RT 07/25/2036 DD 06/29/06

 

CORPORATE DEBT INSTRUMENTS

 

274

 

MARKS & SPENCER PLC NT 144A

 

6.250% 12/01/2017 DD 12/06/07

 

CORPORATE DEBT INSTRUMENTS

 

501

 

MASTR ADJ RATE MTGS 02 3 B2

 

VAR RT 10/25/2032 DD 08/01/02

 

CORPORATE DEBT INSTRUMENTS

 

120

 

MBNA CR CARD MASTER 05-9 CL A9

 

VAR RT 04/15/2013 DD 11/17/05

 

CORPORATE DEBT INSTRUMENTS

 

1,207

 

MBNA CR CARD MASTER 2006-A1 A

 

4.900% 07/15/2011 DD 02/15/06

 

CORPORATE DEBT INSTRUMENTS

 

1,649

 

MCDONALDS CORP MEDIUM TERM NTS

 

4.300% 03/01/2013 DD 02/29/08

 

CORPORATE DEBT INSTRUMENTS

 

2,042

 

MERRILL LYNCH & CO INC MEDIUM

 

5.450% 02/05/2013 DD 02/05/08

 

CORPORATE DEBT INSTRUMENTS

 

433

 

MERRILL LYNCH & CO INC MEDIUM

 

5.450% 02/05/2013 DD 02/05/08

 

CORPORATE DEBT INSTRUMENTS

 

769

 

MERRILL LYNCH & CO INC MTN

 

6.400% 08/28/2017 DD 08/28/07

 

CORPORATE DEBT INSTRUMENTS

 

200

 

MERRILL LYNCH & CO INC MTN

 

6.400% 08/28/2017 DD 08/28/07

 

CORPORATE DEBT INSTRUMENTS

 

301

 

 

S-14


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

MERRILL LYNCH MTG 05-3 CL 5-A

 

VAR RT 11/25/2035 DD 10/31/05

 

CORPORATE DEBT INSTRUMENTS

 

383

 

METROPOLITAN LIFE GLOBAL 144A

 

5.125% 04/10/2013 DD 04/10/08

 

CORPORATE DEBT INSTRUMENTS

 

256

 

METROPOLITAN LIFE GLOBAL 144A

 

5.125% 04/10/2013 DD 04/10/08

 

CORPORATE DEBT INSTRUMENTS

 

1,864

 

METROPOLITAN LIFE MTN #TR00011

 

4.250% 07/30/2009 DD 07/26/04

 

CORPORATE DEBT INSTRUMENTS

 

181

 

METROPOLITAN LIFE TR00014 144A

 

VAR RT 03/15/2012 DD 12/15/04

 

CORPORATE DEBT INSTRUMENTS

 

355

 

MID ST TR IV ASST BKD NT

 

8.330% 04/01/2030

 

CORPORATE DEBT INSTRUMENTS

 

619

 

MONEY STORE SER 97-2 CL A

 

VAR RT 02/15/2029 DD 12/15/97

 

CORPORATE DEBT INSTRUMENTS

 

178

 

MONUMENTAL GLOBAL FDG 05-C

 

VAR RT 06/16/2010 DD 06/16/05

 

CORPORATE DEBT INSTRUMENTS

 

1,056

 

MORGAN J P & CO INC SUB NT

 

6.250% 02/15/2011 DD 02/15/96

 

CORPORATE DEBT INSTRUMENTS

 

345

 

MORGAN J P & CO REPO

 

0.040% 01/02/2009 DD 12/31/08

 

REPURCHASE AGREEMENTS

 

4,200

 

MORGAN STANLEY (MYC) CASH COLL

 

VAR RT 01/01/2049 DD 07/01/08

 

INTEREST-BEARING CASH

 

(500)

 

MORGAN STANLEY 07-IQ14 CL A-4

 

5.692% 04/15/2049 DD 05/01/07

 

CORPORATE DEBT INSTRUMENTS

 

477

 

MORGAN STANLEY DW & CO GL NT

 

6.750% 04/15/2011 DD 04/23/01

 

CORPORATE DEBT INSTRUMENTS

 

244

 

MORGAN STANLEY GLOBAL MED TERM

 

5.550% 04/27/2017 DD 04/27/07

 

CORPORATE DEBT INSTRUMENTS

 

78

 

MORGAN STANLEY GLOBAL MEDIUM

 

6.625% 04/01/2018 DD 04/01/08

 

CORPORATE DEBT INSTRUMENTS

 

877

 

MORGAN STANLEY GLOBAL MTN

 

6.250% 08/28/2017 DD 08/28/07

 

CORPORATE DEBT INSTRUMENTS

 

639

 

MORGAN STANLEY NT

 

VAR RT 01/09/2014 DD 01/09/07

 

CORPORATE DEBT INSTRUMENTS

 

208

 

MORGAN STANLEY NT

 

VAR RT 01/09/2014 DD 01/09/07

 

CORPORATE DEBT INSTRUMENTS

 

1,153

 

MORGAN STANLEY SR GBL MTN F

 

VAR RT 01/09/2012 DD 08/09/06

 

CORPORATE DEBT INSTRUMENTS

 

1,736

 

MORGAN STANLEY SR MEDIUM TERM

 

5.950% 12/28/2017 DD 12/28/07

 

CORPORATE DEBT INSTRUMENTS

 

2,075

 

MORGAN STANLEY SR MTN SER F

 

5.625% 01/09/2012 DD 08/09/06

 

CORPORATE DEBT INSTRUMENTS

 

578

 

MORGAN STANLEY SR NT

 

6.000% 04/28/2015 DD 04/28/08

 

CORPORATE DEBT INSTRUMENTS

 

863

 

MUFG CAP FIN 1 LTD USD

 

VAR RT 07/29/2049 DD 03/17/06

 

CORPORATE DEBT INSTRUMENTS

 

366

 

NATIONAL AUSTRALIA 144A 00013

 

VAR RT 02/08/2010 DD 02/08/08

 

CORPORATE DEBT INSTRUMENTS

 

1,301

 

NATIONAL AUSTRALIA BK SER A

 

8.600% 05/19/2010 DD 05/19/00

 

CORPORATE DEBT INSTRUMENTS

 

510

 

NATIONAL CITY BK CLEVELAND

 

VAR RT 06/18/2010 DD 04/19/05

 

CORPORATE DEBT INSTRUMENTS

 

562

 

NATL CITY CORP SUB NT

 

5.750% 02/01/2009 DD 02/01/99

 

CORPORATE DEBT INSTRUMENTS

 

398

 

NEVADA PWR REORGANIZED

 

6.500% 04/15/2012 DD 04/07/04

 

CORPORATE DEBT INSTRUMENTS

 

1,147

 

NEW YORK LIFE GBL TR00002 144A

 

3.875% 01/15/2009 DD 01/12/04

 

CORPORATE DEBT INSTRUMENTS

 

440

 

NEW YORK LIFE MTN 144A

 

5.250% 10/16/2012 DD 10/16/07

 

CORPORATE DEBT INSTRUMENTS

 

1,270

 

NEW YORK N Y CITY MUN WTR FIN

 

5.000% 06/15/2038 DD 12/11/07

 

MUNI-UTILITIES

 

1,111

 

NEWS AMER HLDGS INC DEB

 

8.500% 02/23/2025 DD 02/23/95

 

CORPORATE DEBT INSTRUMENTS

 

148

 

NEWS AMER HLDGS INC SHELF 9

 

9.500% 07/15/2024 DD 07/15/94

 

CORPORATE DEBT INSTRUMENTS

 

142

 

NISOURCE FIN CORP

 

VAR RT 11/23/2009 DD 11/23/04

 

CORPORATE DEBT INSTRUMENTS

 

496

 

NISOURCE FIN CORP SR NT

 

6.150% 03/01/2013 DD 02/19/03

 

CORPORATE DEBT INSTRUMENTS

 

220

 

NISSAN AUTO REC 08-B CL A-2

 

3.800% 10/15/2010 DD 06/19/08

 

CORPORATE DEBT INSTRUMENTS

 

1,817

 

NORDBANKEN AB STEP UP CAP 144A

 

FIX/FLOAT 11/29/2049

 

CORPORATE DEBT INSTRUMENTS

 

425

 

OPTEUM MTG ACCEP CORP 06-2 A1A

 

VAR RT 07/25/2036 DD 06/26/06

 

CORPORATE DEBT INSTRUMENTS

 

405

 

ORACLE CORP NT

 

4.950% 04/15/2013 DD 04/09/08

 

CORPORATE DEBT INSTRUMENTS

 

1,959

 

ORACLE CORP/OZARK HLDG INC NT

 

5.000% 01/15/2011 DD 01/13/06

 

CORPORATE DEBT INSTRUMENTS

 

616

 

ORACLE CORP/OZARK HLDG INC NT

 

5.000% 01/15/2011 DD 01/13/06

 

CORPORATE DEBT INSTRUMENTS

 

950

 

PERMANENT FING NO 5 CR SUISSE

 

VAR RT 06/10/2034 DD 07/22/04

 

CORPORATE DEBT INSTRUMENTS

 

1,816

 

PHILIP MORRIS INTL INC NT

 

5.650% 05/16/2018 DD 05/16/08

 

CORPORATE DEBT INSTRUMENTS

 

644

 

PHILIP MORRIS INTL INC NT

 

5.650% 05/16/2018 DD 05/16/08

 

CORPORATE DEBT INSTRUMENTS

 

843

 

PHILIP MORRIS INTL INC NT

 

5.650% 05/16/2018 DD 05/16/08

 

CORPORATE DEBT INSTRUMENTS

 

1,203

 

PNC BK A PITTSBURGH PA MEDIUM

 

6.000% 12/07/2017 DD 12/07/07

 

CORPORATE DEBT INSTRUMENTS

 

522

 

PPL ENERGY SUPPLY LLC SR NT

 

6.300% 07/15/2013 DD 07/21/08

 

CORPORATE DEBT INSTRUMENTS

 

685

 

PRICOA GLOBAL FDG I MTN 144A

 

5.400% 10/18/2012 DD 10/18/07

 

CORPORATE DEBT INSTRUMENTS

 

1,156

 

PRINCIPAL FINL GRP 144A

 

8.200% 08/15/2009 DD 08/25/99

 

CORPORATE DEBT INSTRUMENTS

 

454

 

PRIVATE EXPT FDG CORP SECD NT

 

5.450% 09/15/2017 DD 08/16/07

 

CORPORATE DEBT INSTRUMENTS

 

2,911

 

PROJECT FDG I ASSET BKD I 144A

 

VAR RT 01/15/2012 DD 03/05/98

 

CORPORATE DEBT INSTRUMENTS

 

36

 

PRUDENTIAL FINL MTN #TR00022

 

5.800% 06/15/2012 DD 06/19/07

 

CORPORATE DEBT INSTRUMENTS

 

321

 

PYRAMID INTERMEDIATE MANAGED

 

 

 

COMMON/COLLECTIVE TRUST

 

38,550

 

PYRAMID SHORT MANAGED MATURING

 

 

 

COMMON/COLLECTIVE TRUST

 

45,446

 

QBE INS GROUP LTD SUB FXD 144A

 

VAR RT /07/01/2023 DD 06/17/03

 

CORPORATE DEBT INSTRUMENTS

 

411

 

RBS PLC CASH COLLATERAL

 

0.010% 01/01/2049 DD 07/01/08

 

INTEREST-BEARING CASH

 

3,270

 

REGIONS BK BIRMINGHAM ALA MTN

 

3.250% 12/09/2011 DD 12/11/08

 

U. S. GOVERNMENT SECURITIES

 

2,393

 

REILLY MTG ASSOC 67TH FHA INSD

 

7.430% 12/31/2039 DD 01/01/83

 

U. S. GOVERNMENT SECURITIES

 

167

 

REILLY MTG ASSOC 91ST FHA PROJ

 

7.430% 07/01/2023 DD 07/01/83

 

U. S. GOVERNMENT SECURITIES

 

102

 

REILLY MTG GRP FHA POOL #64

 

7.430% 01/25/2024 DD 03/01/84

 

CORPORATE DEBT INSTRUMENTS

 

217

 

REINSURANCE GROUP AMER INC

 

5.625% 03/15/2017 DD 03/09/07

 

CORPORATE DEBT INSTRUMENTS

 

782

 

RESIDENTIAL ACC 05-5QO5 A-1

 

VAR RT 01/25/2046 DD 12/01/05

 

CORPORATE DEBT INSTRUMENTS

 

531

 

RESIDENTIAL FDG 05-SA4 CL 2A2

 

VAR RT 09/25/2035 DD 08/01/05

 

CORPORATE DEBT INSTRUMENTS

 

431

 

RESIDENTIAL SER 06 RS4 A1

 

VAR RT 07/25/2036 DD 06/28/06

 

CORPORATE DEBT INSTRUMENTS

 

52

 

RESONA PFD GLOBAL SECS 144A

 

VAR RT 12/29/2049 DD 07/25/05

 

CORPORATE DEBT INSTRUMENTS

 

286

 

ROGERS COMMUNICATIONS INC SR

 

6.800% 08/15/2018 DD 08/06/08

 

CORPORATE DEBT INSTRUMENTS

 

505

 

ROGERS WIRELESS INC SR SECD NT

 

7.250% 12/15/2012 DD 11/30/04

 

CORPORATE DEBT INSTRUMENTS

 

977

 

ROYAL BK SCOTLAND GROUP 144A

 

VAR RT 10/29/2049 DD 10/04/07

 

CORPORATE DEBT INSTRUMENTS

 

514

 

SABMILLER PLC NT 144A

 

5.700% 01/15/2014 DD 07/17/08

 

CORPORATE DEBT INSTRUMENTS

 

1,060

 

SALES TAX ASSET RECEIVABLE N Y

 

3.830% 10/15/2009 DD 11/04/04

 

TAXABLE MUNICIPALS

 

284

 

SALOMON BROS MTG 01-C2 CL A 3

 

6.499% 11/13/2036 DD 12/01/01

 

CORPORATE DEBT INSTRUMENTS

 

871

 

SALOMON BROS MTG VII 00-C1 A2

 

7.520% 12/18/2009 DD 06/01/00

 

CORPORATE DEBT INSTRUMENTS

 

708

 

SALOMON BROS MTG VII 94-20 A

 

VAR RT 08/01/2024

 

CORPORATE DEBT INSTRUMENTS

 

15

 

SANTANDER ISSUANCES S A 144A

 

VAR RT 06/20/2016 DD 06/20/06

 

CORPORATE DEBT INSTRUMENTS

 

180

 

SAXON ASSET SECS TR 2007-2

 

.57125% DD 05/25/37

 

CORPORATE DEBT INSTRUMENTS

 

833

 

SBA GTD PARTN CTFS SBIC 20-10A

 

8.017% 02/10/2010 DD 02/23/00

 

U. S. GOVERNMENT SECURITIES

 

356

 

SBC COMMUNICATIONS INC GBL NT

 

5.875% 02/01/2012 DD 02/01/02

 

CORPORATE DEBT INSTRUMENTS

 

31

 

SCOTTISH PWR PLC NT

 

4.910% 03/15/2010 DD 03/21/05

 

CORPORATE DEBT INSTRUMENTS

 

514

 

SIEMENS NV 144A

 

5.750% 10/17/2016 DD 08/16/06

 

CORPORATE DEBT INSTRUMENTS

 

600

 

SIERRA PAC PWR CO GEN & REF

 

5.450% 09/01/2013 DD 09/02/08

 

CORPORATE DEBT INSTRUMENTS

 

844

 

SLM CORP MTN # TR 00034

 

4.000% 01/15/2009 DD 11/12/03

 

CORPORATE DEBT INSTRUMENTS

 

1,682

 

SLM CORP MTN # TR 00043

 

VAR RT 01/26/2009 DD 02/05/04

 

CORPORATE DEBT INSTRUMENTS

 

775

 

SLM CORP MTN # TR 00104

 

8.450% 06/15/2018 DD 06/18/08

 

CORPORATE DEBT INSTRUMENTS

 

474

 

SLM STUDENT LN 08-5 CL A-2

 

VAR RT 10/25/2016 DD 04/30/08

 

CORPORATE DEBT INSTRUMENTS

 

2,121

 

SLM STUDENT LN 08-5 CL A-3

 

VAR RT 01/25/2018 DD 04/30/08

 

CORPORATE DEBT INSTRUMENTS

 

513

 

SLM STUDENT LN 08-5 CL A-4

 

VAR RT 07/25/2023 DD 04/30/08

 

CORPORATE DEBT INSTRUMENTS

 

1,279

 

SMALL BUS ADMIN CTF S-95 20B

 

8.150% 02/01/2015 DD 02/15/95

 

U. S. GOVERNMENT SECURITIES

 

266

 

SMALL BUS ADMIN GTD PARTN 97-D

 

7.500% 04/01/2017

 

U. S. GOVERNMENT SECURITIES

 

531

 

SMALL BUS ADMIN GTD PARTN 97-H

 

6.800% 08/01/2017

 

U. S. GOVERNMENT SECURITIES

 

217

 

SMALL BUS ADMIN GTD PARTN CTF

 

1999-20 7.200% 10/01/2019

 

U. S. GOVERNMENT SECURITIES

 

957

 

SMALL BUSINESS ADMIN 97-F

 

7.200% 06/01/2017 DD 06/01/97

 

U. S. GOVERNMENT SECURITIES

 

94

 

STRUCTURED ADJ RATE 04-12 3-A2

 

VAR RT 09/25/2034 DD 08/01/04

 

CORPORATE DEBT INSTRUMENTS

 

15

 

STRUCTURED ADJ RT 04-16 CL 3A1

 

VAR RT 11/25/2034 DD 10/01/04

 

CORPORATE DEBT INSTRUMENTS

 

115

 

STRUCTURED ASSET 0121A CL 1A1

 

VAR RT 01/25/2032 DD 12/01/01

 

CORPORATE DEBT INSTRUMENTS

 

26

 

STRUCTURED ASSET 03-34A 3A3

 

VAR RT 11/25/2033 DD 10/01/03

 

CORPORATE DEBT INSTRUMENTS

 

226

 

STRUCTURED ASSET 04-5 CL 3-A1

 

VAR RT 05/25/2034 DD 04/01/04

 

CORPORATE DEBT INSTRUMENTS

 

70

 

STRUCTURED ASSET 06-BC6 CL A2

 

VAR RT 01/25/2037 DD 12/25/06

 

CORPORATE DEBT INSTRUMENTS

 

634

 

STRUCTURED ASSET 07 AR6 A-1

 

VAR RT 08/25/2047 DD 10/01/07

 

CORPORATE DEBT INSTRUMENTS

 

1,353

 

STRUCTURED ASSET 07-BC1 CL A2

 

VAR RT 02/25/2037 DD 01/25/07

 

CORPORATE DEBT INSTRUMENTS

 

759

 

STRUCTURED ASSET SECS 03 144A

 

3.357% 04/25/2031 DD 01/01/03

 

CORPORATE DEBT INSTRUMENTS

 

422

 

STRUCTURED ASSET SECS 04-5 1A

 

VAR RT 05/25/2034 DD 04/01/04

 

CORPORATE DEBT INSTRUMENTS

 

40

 

STRUCTURED ASSET SECS 04-6 3A2

 

VAR RT 06/25/2034 DD 05/01/04

 

CORPORATE DEBT INSTRUMENTS

 

425

 

SUMITOMO MITSUI BKG CORP 144A

 

VAR RT 07/29/2049 DD 07/22/05

 

CORPORATE DEBT INSTRUMENTS

 

370

 

SUNTRUST BK ATLANTA INSTL C/D

 

4.415% 06/15/2009 DD 06/02/04

 

INTEREST-BEARING CASH

 

237

 

TARGET CORP NT

 

7.000% 01/15/2038 DD 01/17/08

 

CORPORATE DEBT INSTRUMENTS

 

395

 

TARGET CORP NT

 

7.000% 01/15/2038 DD 01/17/08

 

CORPORATE DEBT INSTRUMENTS

 

741

 

TCI COMMUN INC

 

8.750% 08/01/2015 DD 08/01/95

 

CORPORATE DEBT INSTRUMENTS

 

149

 

TELE COMMUNICATIONS INC DEB

 

7.875% 08/01/2013 DD 08/03/93

 

CORPORATE DEBT INSTRUMENTS

 

26

 

TELECOM ITALIA CAP GTD SR NT

 

4.950% 09/30/2014 DD 09/30/05

 

CORPORATE DEBT INSTRUMENTS

 

76

 

TELECOM ITALIA CAP GTD SR NT

 

4.950% 09/30/2014 DD 09/30/05

 

CORPORATE DEBT INSTRUMENTS

 

685

 

TELECOM ITALIA CAP GTD SR NT

 

4.950% 09/30/2014 DD 09/30/05

 

CORPORATE DEBT INSTRUMENTS

 

888

 

TELECOM ITALIA CAP GTD SR NT B

 

5.250% 11/15/2013 DD 05/15/04

 

CORPORATE DEBT INSTRUMENTS

 

336

 

 

S-15


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

TELEFONICA EMISIONES S A U SR

 

6.421% 06/20/2016 DD 06/20/06

 

CORPORATE DEBT INSTRUMENTS

 

549

 

TELEFONICA EMISIONES S A U SR

 

6.421% 06/20/2016 DD 06/20/06

 

CORPORATE DEBT INSTRUMENTS

 

1,215

 

TELEFONICA EUROPE B V US NT

 

7.750% 09/15/2010 DD 09/21/00

 

CORPORATE DEBT INSTRUMENTS

 

66

 

TENNESSEE VALLEY AUTH 2001 A

 

5.625% 01/18/2011 DD 01/18/01

 

U. S. GOVERNMENT SECURITIES

 

2,191

 

TENNESSEE VALLEY AUTH GBL 2007

 

5.500% 07/18/2017 DD 07/18/07

 

U. S. GOVERNMENT SECURITIES

 

4,229

 

THOMSON REUTERS CORP GTD NT

 

6.500% 07/15/2018 DD 06/20/08

 

CORPORATE DEBT INSTRUMENTS

 

500

 

THORNBURG MTG SECS TR 2006 4

 

1.5655% DD 07/25/11

 

CORPORATE DEBT INSTRUMENTS

 

16,291

 

TIAA GLOBAL MKTS MTN 144A

 

5.125% 10/10/2012 DD 10/10/07

 

CORPORATE DEBT INSTRUMENTS

 

1,035

 

TIME WARNER CABLE INC

 

5.850% 05/01/2017 DD 04/09/07

 

CORPORATE DEBT INSTRUMENTS

 

936

 

TIME WARNER CABLE INC NT

 

8.750% 02/14/2019 DD 11/18/08

 

CORPORATE DEBT INSTRUMENTS

 

625

 

TIME WARNER CABLE INC NT

 

8.750% 02/14/2019 DD 11/18/08

 

CORPORATE DEBT INSTRUMENTS

 

1,868

 

TIME WARNER ENTMT CO LP SR DEB

 

8.375% 03/15/2023 DD 09/15/93

 

CORPORATE DEBT INSTRUMENTS

 

252

 

TOBACCO SETTLEMENT AUTH IOWA

 

6.500% 06/01/2023 DD 11/30/05

 

TAXABLE MUNICIPALS

 

725

 

TRANSOCEAN INC SR NT

 

5.250% 03/15/2013 DD 12/11/07

 

CORPORATE DEBT INSTRUMENTS

 

929

 

U S TREAS BD STRIP PRIN PMT

 

8.125% 05/15/2021

 

U. S. GOVERNMENT SECURITIES

 

467

 

U S TREAS BD STRIP PRIN PMT

 

8.125% 05/15/2021

 

U. S. GOVERNMENT SECURITIES

 

592

 

U S TREAS BD STRIP PRIN PMT

 

8.125% 05/15/2021

 

U. S. GOVERNMENT SECURITIES

 

969

 

U S TREAS BD STRIP PRIN PMT

 

8.125% 05/15/2021

 

U. S. GOVERNMENT SECURITIES

 

1,049

 

U S TREAS BD STRIP PRIN PMT

 

8.125% 05/15/2021

 

U. S. GOVERNMENT SECURITIES

 

2,593

 

U S TREAS BD STRIP PRIN PMT

 

8.125% 05/15/2021

 

U. S. GOVERNMENT SECURITIES

 

4,567

 

U S TREAS STRIP GENERIC TINT

 

0.000% 11/15/2021 DD 11/15/91

 

U. S. GOVERNMENT SECURITIES

 

714

 

U S TREAS STRIP GENERIC TINT

 

0.000% 11/15/2021 DD 11/15/91

 

U. S. GOVERNMENT SECURITIES

 

2,381

 

U S TREAS STRIP GENERIC TINT

 

0.000% 11/15/2021 DD 11/15/91

 

U. S. GOVERNMENT SECURITIES

 

2,664

 

U S TREAS STRIP GENERIC TINT

 

0.000% 11/15/2021 DD 11/15/91

 

U. S. GOVERNMENT SECURITIES

 

5,350

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

260

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

330

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

450

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

550

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

750

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

1,130

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

1,249

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

1,410

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

1,500

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

4,084

 

U S TREASURY BILL

 

0.000% 12/17/2009 DD 12/18/08

 

U. S. GOVERNMENT SECURITIES

 

4,500

 

U S TREASURY BONDS

 

06.750% 08/15/2026 DD 08/15/96

 

U. S. GOVERNMENT SECURITIES

 

603

 

U S TREASURY BONDS

 

06.750% 08/15/2026 DD 08/15/96

 

U. S. GOVERNMENT SECURITIES

 

846

 

U S TREASURY BONDS

 

06.750% 08/15/2026 DD 08/15/96

 

U. S. GOVERNMENT SECURITIES

 

1,121

 

U S TREASURY BONDS

 

06.750% 08/15/2026 DD 08/15/96

 

U. S. GOVERNMENT SECURITIES

 

1,796

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

934

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

1,444

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

2,994

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

3,284

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

4,974

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

6,007

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

8,147

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

8,827

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

9,236

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

9,666

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

10,524

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

10,764

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

20,335

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

20,484

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

20,610

 

U S TREASURY NOTE

 

2.000% 11/30/2013 DD 11/30/08

 

U. S. GOVERNMENT SECURITIES

 

25,124

 

U S TREASURY NOTES

 

0.875% 12/31/2010 DD 12/31/08

 

U. S. GOVERNMENT SECURITIES

 

501

 

U S TREASURY NOTES

 

0.875% 12/31/2010 DD 12/31/08

 

U. S. GOVERNMENT SECURITIES

 

1,796

 

UBS AG STAMFORD BRH MEDIUM

 

5.875% 12/20/2017 DD 12/20/07

 

CORPORATE DEBT INSTRUMENTS

 

817

 

UBS AG STAMFORD BRH MEDIUM

 

5.875% 12/20/2017 DD 12/20/07

 

CORPORATE DEBT INSTRUMENTS

 

1,098

 

UNION PAC CORP NT

 

5.450% 01/31/2013 DD 08/24/07

 

CORPORATE DEBT INSTRUMENTS

 

970

 

UNITEDHEALTH GROUP INC NT

 

5.250% 03/15/2011 DD 03/02/06

 

CORPORATE DEBT INSTRUMENTS

 

658

 

US TREAS-CPI INFLAT

 

2.375% 01/15/2027 DD 01/15/07

 

U. S. GOVERNMENT SECURITIES

 

1

 

US TREAS-CPI INFLAT

 

2.375% 01/15/2027 DD 01/15/07

 

U. S. GOVERNMENT SECURITIES

 

218

 

US TREAS-CPI INFLAT

 

2.375% 01/15/2027 DD 01/15/07

 

U. S. GOVERNMENT SECURITIES

 

429

 

US TREAS-CPI INFLAT

 

2.375% 01/15/2027 DD 01/15/07

 

U. S. GOVERNMENT SECURITIES

 

546

 

US TREAS-CPI INFLAT

 

2.375% 01/15/2027 DD 01/15/07

 

U. S. GOVERNMENT SECURITIES

 

824

 

US TREAS-CPI INFLAT

 

2.375% 01/15/2027 DD 01/15/07

 

U. S. GOVERNMENT SECURITIES

 

2,857

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

0

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

6

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

520

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

684

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

1,057

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

2,030

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

2,259

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

2,809

 

US TREAS-CPI INFLATION INDEX

 

2.000%001/15/2026 DD 01/15/06

 

U. S. GOVERNMENT SECURITIES

 

3,192

 

VERIZON COMMUNICATIONS INC NT

 

5.350% 02/15/2011 DD 02/15/06

 

CORPORATE DEBT INSTRUMENTS

 

323

 

VERIZON COMMUNICATIONS INC NT

 

5.350% 02/15/2011 DD 02/15/06

 

CORPORATE DEBT INSTRUMENTS

 

1,811

 

VERIZON COMMUNICATIONS INC NT

 

5.350% 02/15/2011 DD 02/15/06

 

CORPORATE DEBT INSTRUMENTS

 

2,259

 

VERIZON NEW JERSEY DEB SER A

 

5.875% 01/17/2012 DD 01/22/02

 

CORPORATE DEBT INSTRUMENTS

 

748

 

VERIZON WIRELESS CAP LLC NT

 

8.500% 11/15/2018 DD 11/21/08

 

CORPORATE DEBT INSTRUMENTS

 

967

 

VERIZON WIRELESS CAP LLC NT

 

8.500% 11/15/2018 DD 11/21/08

 

CORPORATE DEBT INSTRUMENTS

 

996

 

VODAFONE AIRTOUCH PLC NT

 

7.750% 02/15/2010 DD 08/15/00

 

CORPORATE DEBT INSTRUMENTS

 

511

 

VODAFONE AIRTOUCH PLC NT

 

7.750% 02/15/2010 DD 08/15/00

 

CORPORATE DEBT INSTRUMENTS

 

684

 

VODAFONE GROUP PLC NEW NT

 

5.000% 12/16/2013 DD 09/22/03

 

CORPORATE DEBT INSTRUMENTS

 

29

 

VODAFONE GROUP PLC NEW NT

 

5.000% 12/16/2013 DD 09/22/03

 

CORPORATE DEBT INSTRUMENTS

 

1,975

 

WACHOVIA BK COML 05-C21 CL A-4

 

VAR RT 10/17/2044 DD 10/01/05

 

CORPORATE DEBT INSTRUMENTS

 

1,704

 

WACHOVIA BK COML 06-C29 CL AJ

 

VAR RT 11/15/2048 DD 12/01/06

 

CORPORATE DEBT INSTRUMENTS

 

78

 

WACHOVIA BK COML MTG 03-C6 A-4

 

5.125% 08/15/2035 DD 08/01/03

 

CORPORATE DEBT INSTRUMENTS

 

905

 

WACHOVIA BK NATL ASSN MEDIUM

 

6.000% 11/15/2017 DD 11/21/07

 

CORPORATE DEBT INSTRUMENTS

 

1,110

 

WACHOVIA BK NATL ASSN MTN

 

VAR RT 03/15/2016 DD 03/09/06

 

CORPORATE DEBT INSTRUMENTS

 

2,893

 

WACHOVIA CORP GBL MTN #SR00025

 

5.700% 08/01/2013 DD 07/31/06

 

CORPORATE DEBT INSTRUMENTS

 

194

 

WACHOVIA CORP GLOBAL MEDIUM

 

5.500% 05/01/2013 DD 04/25/08

 

CORPORATE DEBT INSTRUMENTS

 

494

 

WACHOVIA CORP GLOBAL MEDIUM

 

5.500% 05/01/2013 DD 04/25/08

 

CORPORATE DEBT INSTRUMENTS

 

1,088

 

WACHOVIA CORP GLOBAL MEDIUM

 

5.500% 05/01/2013 DD 04/25/08

 

CORPORATE DEBT INSTRUMENTS

 

1,646

 

WACHOVIA CORP NEW NT

 

5.300% 10/15/2011 DD 10/23/06

 

CORPORATE DEBT INSTRUMENTS

 

313

 

WAL-MART STORES INC NT

 

4.250% 04/15/2013 DD 04/15/08

 

CORPORATE DEBT INSTRUMENTS

 

1,029

 

WAMU MTG P/T 06-AR12 CL 1-A4

 

VAR RT 10/25/2036 DD 09/01/06

 

CORPORATE DEBT INSTRUMENTS

 

404

 

WAMU MTG P/T CTF 04-AR3 A2

 

VAR RT 06/25/2034 DD 04/01/04

 

CORPORATE DEBT INSTRUMENTS

 

101

 

WAMU MTG P/T CTFS 05-AR8 2A1A

 

VAR RT 07/25/2045 DD 07/15/05

 

CORPORATE DEBT INSTRUMENTS

 

136

 

WAMU MTG P/T SER 07-OA2 CL 1A

 

VAR RT 03/25/2047 DD 02/01/07

 

CORPORATE DEBT INSTRUMENTS

 

355

 

WAMU MTG P/T SER 07-OA5 CL 1A

 

VAR RT 06/25/2047 DD 05/01/07

 

CORPORATE DEBT INSTRUMENTS

 

268

 

WAMU MTG PASSTHRU 2004-OA4 1A

 

VAR RT 05/25/2047 DD 04/01/07

 

CORPORATE DEBT INSTRUMENTS

 

155

 

WEA FIN LLC / WCI FIN LLC 144A

 

5.400% 10/01/2012 DD 09/28/06

 

CORPORATE DEBT INSTRUMENTS

 

96

 

WELLPOINT INC NT

 

5.000% 01/15/2011 DD 01/10/06

 

CORPORATE DEBT INSTRUMENTS

 

425

 

WELLS FARGO & CO FDIC GTD TLGP

 

3.000% 12/09/2011 DD 12/10/08

 

U. S. GOVERNMENT SECURITIES

 

1,663

 

WELLS FARGO & CO NEW NT

 

4.625% 08/09/2010 DD 08/08/05

 

CORPORATE DEBT INSTRUMENTS

 

231

 

WELLS FARGO & CO NEW SR NT

 

4.875% 01/12/2011 DD 01/12/06

 

CORPORATE DEBT INSTRUMENTS

 

330

 

WELLS FARGO & CO NEW SR NT

 

4.875% 01/12/2011 DD 01/12/06

 

CORPORATE DEBT INSTRUMENTS

 

1,763

 

WELLS FARGO & CO NEW SR UNSECD

 

5.625% 12/11/2017 DD 12/10/07

 

CORPORATE DEBT INSTRUMENTS

 

417

 

WELLS FARGO 2005-AR16 CL VIA3

 

5.002% 10/25/2035 DD 09/01/05

 

CORPORATE DEBT INSTRUMENTS

 

949

 

WELLS FARGO MORTGAGE 05-16

 

VAR RT 10/25/2035 DD 09/01/05

 

CORPORATE DEBT INSTRUMENTS

 

424

 

 

S-16


 

Security Name

 

Maturity and Interest Rate

 

Description

 

Market
Value

 

WELLS FARGO MTG 05-AR6 CL A-1

 

VAR RT 04/25/2035 DD 03/01/05

 

CORPORATE DEBT INSTRUMENTS

 

995

 

WELLS FARGO MTG 06-AR10 V-A-3

 

5.6073% 07/25/2036 DD 06/01/06

 

CORPORATE DEBT INSTRUMENTS

 

917

 

WELLS FARGO MTG BKD 04 S A-1

 

VAR RT 09/25/2034 DD 08/01/04

 

CORPORATE DEBT INSTRUMENTS

 

564

 

WELLS FARGO MTG BKD 04-H A1

 

VAR RT 06/25/2034 DD 05/01/04

 

CORPORATE DEBT INSTRUMENTS

 

1,003

 

WESTFIELD CAP CORP LTD 144A

 

4.375% 11/15/2010 DD 11/02/04

 

CORPORATE DEBT INSTRUMENTS

 

182

 

WHITE MTNS RE GROUP SR NT 144A

 

6.375% 03/20/2017 DD 03/19/07

 

CORPORATE DEBT INSTRUMENTS

 

455

 

WISCONSIN ELEC PWR CO DEB

 

6.000% 04/01/2014 DD 10/01/08

 

CORPORATE DEBT INSTRUMENTS

 

342

 

WISCONSIN ST GEN REV TXB-SER A

 

4.800% 05/01/2013 DD 12/18/03

 

TAXABLE MUNICIPALS

 

450

 

XEROX CORP SR NT

 

5.500% 05/15/2012 DD 05/17/07

 

CORPORATE DEBT INSTRUMENTS

 

419

 

XSTRATA FIN CDA LTD GTD 144A

 

5.800% 11/15/2016 DD 11/15/06

 

CORPORATE DEBT INSTRUMENTS

 

156

 

XSTRATA FIN CDA LTD GTD 144A

 

5.800% 11/15/2016 DD 11/15/06

 

CORPORATE DEBT INSTRUMENTS

 

1,406

 

XTO ENERGY INC SR NT

 

6.250% 08/01/2017 DD 07/19/07

 

CORPORATE DEBT INSTRUMENTS

 

273

 

XTO ENERGY INC SR NT

 

6.250% 08/01/2017 DD 07/19/07

 

CORPORATE DEBT INSTRUMENTS

 

672

 

XTO ENERGY INC SR NT

 

6.250% 08/01/2017 DD 07/19/07

 

CORPORATE DEBT INSTRUMENTS

 

750

 

WRAPPER VALUE

 

 

 

 

 

3,034

 

NET PAYABLES

 

 

 

 

 

(70,607

)

 

 

 

 

 

 

 

 

SYNTHETIC GUARANTEED INVESTMENT CONTRACTS, AT FAIR VALUE

 

$

1,714,330

 

 

S-17


 

SIGNATURE

 

Pursuant to the requirements of the Securities Exchange Act of 1934, the persons who administer the Plan have duly caused this annual report to be signed on its behalf by the undersigned, hereunto duly authorized.

 

 

 

CBS 401(k) PLAN

 

 

 

 

 

 

Date: June 29, 2009

By:

/S/ STEPHEN D. MIRANTE

 

 

 

 

 

Stephen D. Mirante

 

 

 

 

 

Member of the Retirement Committee

 

S-18