EX-99 6 exhibit991.htm EXHIBIT 99.1 Exhibit 99.1

Exhibit 99.1


APSG Securities Held

March 31, 2010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

CUSIP

 

Security Description

 

Par/ Shares

 

Book Value

 

Market Value

 

 

 

 

 

 

 

 

 

Treasuries

 

 

 

 

 

 

 

 

912810-QE-1

 

US Treasury Bond

 

85,000

 

83,478

 

83,779

912827-7B-2

 

US Treasury Note

 

500,000

 

500,639

 

530,040

912828-EM-8

 

US Treasury Note

 

1,000,000

 

997,525

 

1,026,090

912828-FD-7

 

US Treasury Note

 

1,000,000

 

999,389

 

1,047,190

912828-FN-5

 

US Treasury

 

300,000

 

301,273

 

316,980

912828-GM-6

 

US Treasury Note

 

1,000,000

 

997,584

 

1,069,140

912828-GR-5

 

US Treasury Note

 

1,500,000

 

1,499,159

 

1,507,800

912828-GU-8

 

US Treasury Note

 

1,000,000

 

995,375

 

1,077,890

912828-HW-3

 

US Treasury Inflation Protection

 

11,900,000

 

11,843,952

 

12,433,998

 

 

 

 

 

 

 

 

 

 

 

Total Treasuries:

 

18,285,000

 

18,218,372

 

19,092,906

 

 

 

 

 

 

 

 

 

Agencies

 

 

 

 

 

 

 

 

3128X7-U3-6

 

FHLMC Agency Note NC

 

1,000,000

 

1,008,354

 

1,011,220

3128X8-QT-2

 

FHLMC Agency Note NC

 

1,000,000

 

1,000,053

 

1,006,070

3128X8-QY-1

 

FHLMC Agency Note NC

 

2,500,000

 

2,504,220

 

2,516,525

3128X9-L8-1

 

FHLMC Agency Note S/U DC

 

1,500,000

 

1,494,910

 

1,484,115

3128X9-NY-2

 

FHLMC Agency S/U DC

 

1,000,000

 

998,211

 

989,890

31331G-5P-0

 

FFCB Agency Note CC

 

500,000

 

499,684

 

498,750

3133XH-RK-0

 

FHLB Agency Note NC

 

1,000,000

 

991,017

 

1,060,940

3133XL-HQ-9

 

FHLB Agency Note NC

 

2,000,000

 

2,001,229

 

2,111,260

3133XT-GH-3

 

FHLB Agency Note NC

 

2,500,000

 

2,500,000

 

2,504,700

3133XT-L7-9

 

FHLB Agency Note NC

 

3,000,000

 

2,999,866

 

3,014,070

3133XV-WS-6

 

FHLB Agency Note DC

 

500,000

 

499,790

 

498,905

3133XW-WY-1

 

FHLB Agency Note S/U DC

 

1,500,000

 

1,496,377

 

1,482,195

31359M-ZL-0

 

FNMA Agency Note NC

 

1,000,000

 

1,022,937

 

1,029,380

3137EA-BL-2

 

FHLMC Agency Note NC

 

1,000,000

 

1,004,294

 

1,006,430

31398A-TZ-5

 

FNMA Agency Note NC

 

1,000,000

 

1,007,741

 

1,012,810

 

 

 

 

 

 

 

 

 

 

 

Total Agencies:

 

21,000,000

 

21,028,683

 

21,227,260

 

 

 

 

 

 

 

 

 

Corporate Bonds

 

 

 

 

 

 

 

 

001957-BC-2

 

AT&T Corp. NC

 

2,500,000

 

2,709,122

 

2,732,700

00209A-AE-6

 

AT&T Wireless NC

 

1,000,000

 

1,043,957

 

1,064,220

002819-AA-8

 

Abbott Laboratories NC

 

1,000,000

 

1,021,529

 

1,093,590

00724F-AA-9

 

Adobe Systems Inc. NC

 

1,000,000

 

1,004,348

 

1,003,960

020039-DB-6

 

AllTel Corp. NC

 

630,000

 

700,926

 

700,371

026609-AM-9

 

American Home Products S/U NC

 

2,000,000

 

2,085,590

 

2,121,280

037735-CC-9

 

Appalachian Power Co.

 

1,000,000

 

1,005,089

 

1,005,420

053807-AM-5

 

Avnet Inc. NC

 

570,000

 

607,102

 

600,244

05565Q-BL-1

 

BC Capital Markets NC

 

1,000,000

 

1,030,369

 

1,037,340

06048W-BN-9

 

Bank of America Corp. Fxd/Fltr. NC

 

1,500,000

 

1,462,525

 

1,500,000

06050B-AA-9

 

Bank of America Corp NC*

 

2,000,000

 

2,083,106

 

2,078,240

06050B-AG-6

 

Bank of America Corp NC*

 

1,000,000

 

1,005,603

 

1,018,420

064244-AA-4

 

Bank of the West NC*

 

1,000,000

 

1,009,397

 

1,019,010

084423-AQ-5

 

Berkley Corporation NC

 

1,000,000

 

1,038,557

 

1,091,940

084664-AD-3

 

Berkshire Hathaway Fin NC

 

1,000,000

 

1,004,129

 

1,078,960

084670-AZ-1

 

Berkshire Hathaway Inc. NC

 

1,000,000

 

1,000,969

 

1,005,120







CUSIP

 

Security Description

 

Par/ Shares

 

Book Value

 

Market Value

 

 

 

 

 

 

 

 

 

Corporate Bonds (continued)

 

 

 

 

 

 

086516-AJ-0

 

Best Buy Co. NC

 

500,000

 

488,047

 

559,640

14912L-2Y-6

 

Caterpillar Fin Serv Corp NC

 

500,000

 

500,958

 

542,985

14912L-4D-0

 

Caterpillar Fin Service Corp NC

 

1,000,000

 

1,159,935

 

1,156,010

156700-AA-4

 

Century Tel Inc. NC

 

1,000,000

 

1,035,766

 

1,037,910

17290C-AB-2

 

CitiGroup Inc. NC*

 

1,000,000

 

1,000,633

 

1,012,970

17313Y-AB-7

 

CitiGroup Funding Inc. NC*

 

3,200,000

 

3,207,834

 

3,225,184

17313Y-AC-5

 

Citigroup Funding, Inc. NC*

 

3,000,000

 

2,997,706

 

3,017,160

17314J-AN-3

 

CitiBank NA NC*

 

4,000,000

 

4,010,896

 

4,032,320

191216-AK-6

 

Coca-Cola Co. NC

 

1,000,000

 

1,043,309

 

1,100,140

191219-BR-4

 

Coca-Cola Enterprises Floater

 

1,000,000

 

1,003,144

 

1,006,550

264399-EF-9

 

Duke Energy Corp NC

 

1,500,000

 

1,652,005

 

1,642,710

264399-EQ-5

 

Duke Energy Corp. NC

 

1,000,000

 

1,010,873

 

1,113,990

35671D-AT-2

 

Freeport-McMoran Fltr. CC

 

1,000,000

 

1,020,000

 

1,010,000

36962G-3D-4

 

General Electric Cap Corp Fltr. NC

 

500,000

 

455,251

 

453,200

36962G-3F-9

 

General Electric Cap Corp NC

 

1,000,000

 

1,007,660

 

1,080,980

36962G-Z7-2

 

General Electric Cap Corp NC Fltr.

 

1,500,000

 

1,432,792

 

1,432,695

36967H-AG-2

 

General Electric Cap Corp NC*

 

3,500,000

 

3,518,802

 

3,533,495

377372-AC-1

 

GlaxoSmithKline Cap Inc. NC

 

1,000,000

 

1,004,167

 

1,083,900

38146F-AF-8

 

Goldman Sachs Group Inc. NC*

 

4,000,000

 

4,023,961

 

4,045,080

38146F-AH-4

 

Goldman Sachs Group Inc. NC*

 

2,500,000

 

2,514,486

 

2,527,500

46849L-SB-8

 

Jackson Natl Life Global NC

 

1,509,000

 

1,614,901

 

1,612,050

478160-AQ-7

 

Johnson & Johnson NC

 

1,500,000

 

1,587,923

 

1,656,750

481247-AG-9

 

JPMorgan Chase & Co. NC*

 

3,500,000

 

3,520,084

 

3,535,175

481247-AK-0

 

JPMorgan Chase & Co. NC*

 

1,000,000

 

1,007,397

 

1,019,640

487836-AS-7

 

Kellogg Company NC

 

1,000,000

 

1,045,008

 

1,054,720

53079E-AS-3

 

Liberty Mutual Group NC

 

200,000

 

207,867

 

217,890

570535-AH-7

 

Markel Corporation NC

 

1,000,000

 

1,025,945

 

1,074,990

58405U-AE-2

 

Medco Health Solutions S/U NC

 

1,000,000

 

1,080,618

 

1,096,980

594918-AC-8

 

Microsoft Corporation NC

 

1,000,000

 

991,991

 

1,012,860

61745E-2B-6

 

Morgan Stanley Fltr. NC

 

1,000,000

 

1,000,000

 

998,750

61757U-AB-6

 

Morgan Stanley NC*

 

2,000,000

 

2,058,227

 

2,073,600

61757U-AF-7

 

Morgan Stanley NC*

 

3,800,000

 

3,844,015

 

3,863,840

650094-BV-6

 

Verizon New York Inc. NC

 

1,000,000

 

1,130,385

 

1,118,270

713448-BK-3

 

Pepsico Inc.

 

1,000,000

 

1,005,498

 

1,045,540

718507-BQ-8

 

ConocoPhillips NC

 

1,250,000

 

1,264,782

 

1,264,663

72447X-AA-5

 

Pitney Bowes Inc MTN NC

 

1,000,000

 

963,202

 

1,054,550

742718-DM-8

 

Procter & Gamble Co. NC

 

1,000,000

 

999,769

 

1,024,280

742718-DR-7

 

Procter & Gamble NC

 

1,365,000

 

1,367,249

 

1,365,191

74834L-AL-4

 

Quest Diagnostic Inc. NC

 

1,000,000

 

1,086,795

 

1,078,270

806605-AJ-0

 

Schering-Plough NC

 

1,000,000

 

1,080,195

 

1,125,340

846042-AA-7

 

Sovereign Bank NC*

 

1,000,000

 

1,019,638

 

1,030,810

86801B-AB-1

 

Suntrust Bank NC*

 

2,500,000

 

2,558,770

 

2,581,325

881609-AQ-4

 

Tesoro Corp. NC

 

1,000,000

 

970,204

 

1,002,500

88579E-AF-2

 

3M Company NC

 

1,500,000

 

1,584,487

 

1,583,340

931422-AD-1

 

Walgreen Co. NC

 

1,000,000

 

1,012,205

 

1,088,660

G1279M-HS-8

 

BP Capital Markets PLC NC

 

2,500,000

 

2,573,588

 

2,572,425

 

 

 

 

 

 

 

 

 

 

 

Total Corporate Bonds:

 

89,524,000

 

91,501,287

 

92,917,642

 

 

 

 

 

 

 

 

 

 

 

* These Bonds are FDIC Insured and have a AAA rating

 

 

 

 





CUSIP

 

Security Description

 

Par/ Shares

 

Book Value

 

Market Value

 

 

 

 

 

 

 

 

 

Municipals

 

 

 

 

 

 

 

 

012122-3E-5

 

Albany Cnty NY GO CC

 

1,000,000

 

986,768

 

1,031,910

017086-EA-3

 

Allegany Cnty NY GO DC

 

1,070,000

 

1,078,676

 

1,098,922

121403-WL-9

 

Burleson ISD TX GO NC

 

1,960,000

 

1,989,826

 

2,124,895

145610-FF-3

 

Carrollton TX GO CC

 

250,000

 

255,650

 

257,305

162375-3G-2

 

Chattanooga TN GO CC SNK

 

1,060,000

 

1,037,203

 

1,078,592

199491-YQ-8

 

Columbus OH GO CC

 

1,900,000

 

1,859,876

 

1,932,889

234685-HL-2

 

Dallas Cnty TX GO CC

 

1,500,000

 

1,545,088

 

1,619,295

245176-BW-1

 

Del Mar College TX GO CC

 

500,000

 

491,084

 

503,430

373028-PV-5

 

Georgetown TX GO CC

 

410,000

 

414,317

 

431,406

386137-4G-5

 

Grand Prairie TX GO CC

 

345,000

 

339,234

 

347,563

40727E-S5-7

 

Hamilton Cnty OH GO CC

 

1,205,000

 

1,193,390

 

1,230,642

40727E-T9-8

 

Hamilton Cnty OH GO CC

 

500,000

 

501,254

 

529,060

442330-T6-3

 

Houston TX GO CC

 

1,000,000

 

1,015,031

 

1,042,490

442403-BV-2

 

Houston ISD TX GO CC

 

1,000,000

 

970,441

 

1,041,870

478718-ZH-5

 

Johnson Cnty USD KS GO CC

 

1,000,000

 

940,121

 

1,030,040

514282-QB-1

 

Lancaster PA GO NC

 

1,005,000

 

1,103,048

 

1,103,450

528828-SJ-6

 

Lewisville ISD TX GO CC

 

1,000,000

 

955,310

 

1,032,250

542264-BP-0

 

Lone Star College TX GO NC

 

500,000

 

510,125

 

513,615

542264-BQ-8

 

Lone Star College TX GO NC

 

500,000

 

522,384

 

525,920

581663-4F-5

 

McKinney ISD TX GO CC

 

1,000,000

 

1,103,280

 

1,105,880

590759-N5-1

 

Mesquite ISD TX GO CC

 

1,065,000

 

1,086,708

 

1,133,820

642169-5J-1

 

New Bedford MA GO NC

 

1,600,000

 

1,670,581

 

1,743,424

667027-A2-2

 

Northside ISD TX GO CC

 

1,000,000

 

969,758

 

1,040,290

667825-TW-3

 

Northwest ISD TX GO CC

 

1,000,000

 

1,060,551

 

1,118,330

702333-N5-0

 

Pasadena ISD TX GO CC

 

1,000,000

 

1,015,864

 

1,059,830

717095-U3-5

 

Pflugerville ISD TX GO CC

 

1,000,000

 

1,040,888

 

1,085,160

731197-UL-1

 

Polk Cnty IA GO CC

 

500,000

 

488,565

 

515,135

83710D-D5-4

 

South Carolina State SC GO CC

 

1,440,000

 

1,415,838

 

1,485,576

83710D-D7-0

 

South Carolina State SC GO CC

 

1,125,000

 

1,114,915

 

1,157,378

850000-ZA-1

 

Spring ISD TX GO CC SNK

 

1,000,000

 

1,015,290

 

1,025,170

889855-TE-2

 

Tomball ISD TX GO CC

 

1,000,000

 

958,622

 

1,043,640

902307-HK-6

 

Tyler Jr. College TX REV CC

 

425,000

 

415,129

 

418,846

915137-E9-0

 

University of Tx TX REV CC

 

400,000

 

425,287

 

456,856

930863-M8-5

 

Wake Cnty NC GO CC

 

1,000,000

 

1,086,725

 

1,118,650

947100-MF-7

 

Weatherford TX GO CC

 

1,000,000

 

991,245

 

1,011,560

95308R-AL-3

 

West Harris Cnty TX REV CC SNK

 

500,000

 

520,031

 

529,880

969887-SD-1

 

Williamson Cnty TX GO CC

 

265,000

 

264,383

 

279,676

974450-RS-9

 

Winnebago Cnty IL GO CC SNK

 

845,000

 

836,760

 

847,518

 

 

 

 

 

 

 

 

 

 

 

Total Municipals:

 

34,870,000

 

35,189,248

 

36,652,164

 

 

 

 

 

 

 

 

 

MBS

 

 

 

 

 

 

 

 

31283K-N4-6

 

FHLMC Pool #G11311

 

114,129

 

113,146

 

121,972

3128GV-BY-5

 

FHLMC Pool #E90955

 

72,363

 

71,739

 

77,336

3128GV-BZ-2

 

FHLMC Pool #E90956

 

84,012

 

83,284

 

89,786

3128H4-E8-8

 

FHLMC Pool #E96459

 

423,106

 

419,185

 

451,918

3128KL-GN-1

 

FHLMC Pool #A57405

 

1,027,344

 

1,016,738

 

1,086,053

3128MJ-A4-2

 

FHLMC Pool #G08026

 

796,072

 

771,532

 

826,735

3128MJ-AQ-3

 

FHLMC Pool #G08014

 

1,013,573

 

982,349

 

1,052,614

31292J-BG-4

 

FHLMC Pool #C01839

 

1,568,972

 

1,520,775

 

1,629,405

31294K-KT-1

 

FHLMC Pool #E01206

 

137,148

 

135,953

 

145,728

31294K-KU-8

 

FHLMC Pool #E01207

 

128,639

 

127,522

 

136,687

31296W-NK-9

 

FHLMC Pool #A20394

 

856,042

 

829,796

 

889,016

31297P-JS-1

 

FHLMC Pool #A33873

 

692,798

 

670,909

 

717,319





CUSIP

 

Security Description

 

Par/ Shares

 

Book Value

 

Market Value

 

 

 

 

 

 

 

 

 

MBS (continued)

 

 

 

 

 

 

 

 

31371K-GB-1

 

FNMA Pool # 254094

 

134,765

 

133,699

 

142,937

31371K-UK-5

 

FNMA Pool #254486

 

140,007

 

138,793

 

149,497

31371K-WE-7

 

FNMA Pool #254545

 

149,751

 

148,442

 

159,902

31371M-3X-3

 

FNMA Pool #256514

 

588,503

 

584,015

 

628,144

31371M-KF-3

 

FNMA Pool #255994

 

563,477

 

561,272

 

597,935

31371M-PJ-0

 

FNMA Pool #256125

 

575,917

 

562,290

 

599,533

31371M-RT-6

 

FNMA Pool #256198

 

496,068

 

493,660

 

525,964

31371M-SX-6

 

FNMA Pool #256234

 

954,861

 

950,223

 

1,012,406

31371M-T5-6

 

FNMA Pool #256272

 

719,889

 

716,394

 

763,274

31371N-CL-7

 

FNMA Pool #256675

 

604,730

 

588,284

 

629,055

31371N-CM-5

 

FNMA Pool #256676

 

543,412

 

536,911

 

575,897

31371N-EW-1

 

FNMA Pool #256749

 

998,318

 

988,436

 

1,062,132

31387A-W6-8

 

FNMA Pool #578569

 

208,130

 

207,152

 

221,662

31387C-P3-9

 

FNMA Pool #580142

 

152,487

 

151,284

 

161,734

31390K-3W-6

 

FNMA Pool #648913

 

99,398

 

98,545

 

106,136

31402D-C4-0

 

FNMA Pool #725591

 

1,515,602

 

1,468,396

 

1,570,191

31404J-3Y-9

 

FNMA Pool #770415

 

608,361

 

589,417

 

630,273

31406N-RB-2

 

FNMA Pool #815082

 

503,890

 

499,230

 

532,713

31409G-GX-8

 

FNMA Pool #870614

 

1,081,396

 

1,045,632

 

1,117,305

31411D-S7-5

 

FNMA Pool #905142

 

1,012,148

 

1,001,649

 

1,067,932

31411L-5E-7

 

FNMA Pool #911745

 

1,159,634

 

1,145,950

 

1,228,455

31413A-WS-8

 

FNMA Pool #939957

 

768,439

 

759,523

 

817,559

36202E-AY-5

 

GNMA II Pool #3623

 

922,723

 

896,069

 

963,332

 

 

 

 

 

 

 

 

 

 

 

Total MBS:

 

21,416,103

 

21,008,193

 

22,488,535

 

 

 

 

 

 

 

 

 

GSE CMOs

 

 

 

 

 

 

 

 

31392H-C9-2

 

FNR 2003-9 BJ

 

567,473

 

561,277

 

597,328

31392H-RQ-8

 

FNR 2003-4 AD

 

453,983

 

448,930

 

478,099

31392J-3M-9

 

FNR 2003-21 PJ

 

236,017

 

231,801

 

246,279

31392J-Y5-2

 

FNR 2003-21 OV

 

401,163

 

381,533

 

414,939

31393C-AR-4

 

FNR 2003-34 VD

 

209,695

 

206,069

 

214,113

31393E-AE-9

 

FNR 2003-74 PJ

 

449,467

 

410,893

 

452,905

31393E-BF-5

 

FNR 2003-74 AE

 

581,696

 

564,794

 

595,081

31393E-FX-2

 

FNR 2003-79 NL

 

402,975

 

395,041

 

417,562

31393F-6H-4

 

FHR 2522 AH

 

1,228,000

 

1,207,498

 

1,298,854

31393F-JK-3

 

FHR 2527 LG

 

59,584

 

58,910

 

61,246

31393G-Y6-5

 

FHR 2541 LM

 

110,227

 

109,080

 

113,128

31393H-S4-5

 

FHR 2558 JS

 

369,679

 

363,710

 

384,957

31393J-4D-7

 

FHR 2554 JW

 

149,735

 

149,235

 

153,327

31393K-U2-9

 

FHR 2575 QP

 

17,862

 

17,782

 

18,086

31393L-JD-6

 

FHR 2564 GC

 

106,310

 

105,674

 

107,474

31393M-RM-5

 

FHR 2586 HL

 

540,785

 

514,083

 

562,709

31393Q-WR-9

 

FHR 2610 DG

 

397,577

 

384,634

 

406,812

31393R-4P-2

 

FHR 2617 BG

 

289,090

 

283,846

 

296,066

31393U-UC-5

 

FNR 2003-134 ME

 

347,218

 

337,684

 

358,409

31393V-P9-6

 

FHR 2628 LE

 

606,521

 

581,305

 

617,151

31393W-6K-0

 

FHR 2640 AL

 

470,557

 

461,045

 

490,121

31393W-EZ-8

 

FHR 2643 HJ

 

1,100,000

 

1,065,979

 

1,162,516

31393W-N5-4

 

FHR 2644 EC

 

257,498

 

248,292

 

263,650

31394E-JC-3

 

FNR 2005-55 LC

 

430,303

 

431,279

 

450,247

31394E-MW-5

 

FNR 2005-62 DT

 

1,000,000

 

989,220

 

1,057,910

31394K-ZA-5

 

FHR 2692 QT

 

268,388

 

267,516

 

270,803

31394T-RH-0

 

FHR 2762 XC

 

292,570

 

276,642

 

302,788

31394W-G5-1

 

FHR 2779 YA

 

508,460

 

485,146

 

527,201







CUSIP

 

Security Description

 

Par/ Shares

 

Book Value

 

Market Value

 

 

 

 

 

 

 

 

 

GSE CMOs (continued)

 

 

 

 

 

 

31394X-K5-4

 

FHR 2772 QA

 

942,289

 

920,991

 

981,885

31395A-C8-6

 

FHR 2806 AC

 

1,392,848

 

1,384,632

 

1,456,897

31395C-Q3-8

 

FHR 2825 LE

 

1,000,000

 

993,084

 

1,042,052

31395D-BP-3

 

FNR 2006-40 VA

 

1,057,702

 

1,060,592

 

1,130,588

31395H-3S-7

 

FHR 2874 LC

 

1,000,000

 

998,721

 

1,062,189

31395L-XA-4

 

FHR 2916 YE

 

263,734

 

262,640

 

271,881

31395M-QS-1

 

FHR 2935 LM

 

466,208

 

457,498

 

490,329

31395N-QR-1

 

FHR 2006 QD

 

1,000,000

 

1,000,778

 

1,054,340

31395P-XB-3

 

FHR 2950 ON

 

688,901

 

685,827

 

718,314

31395T-LX-0

 

FHR 2963 BK

 

612,935

 

589,405

 

633,971

31395U-SY-8

 

FHR 2977 PC

 

1,400,000

 

1,387,352

 

1,491,478

31395V-KF-5

 

FHR 2984 NA

 

144,392

 

144,370

 

146,613

31396C-SQ-4

 

FHR 3048 QA

 

484,552

 

480,898

 

506,841

31396F-FL-2

 

FHR 3068 JA

 

617,219

 

619,255

 

605,927

31396F-HS-5

 

FHR 3072 AE

 

626,463

 

622,626

 

647,782

31396G-AV-3

 

FHR 3087 JB

 

402,436

 

403,633

 

420,431

31396G-UG-4

 

FHR 3099 PB

 

1,000,000

 

1,001,247

 

1,042,907

31396H-F8-7

 

FHR 3107 ME

 

599,694

 

595,990

 

620,597

31396H-VV-8

 

FHR 3117 PC

 

1,309,030

 

1,296,578

 

1,385,679

31396J-A3-9

 

FHR 3133 PB

 

1,711,482

 

1,712,318

 

1,747,078

31396N-7C-4

 

FHR 3138 QA

 

122,006

 

121,974

 

122,768

31396N-CW-4

 

FHR 3145 KC

 

2,000,000

 

1,971,651

 

2,127,639

31396N-M2-9

 

FHR 3147 YE

 

367,487

 

368,355

 

383,807

31396R-NN-3

 

FHR 3154 PJ

 

325,330

 

325,223

 

330,143

31396U-NL-0

 

FHR 3188 CK

 

576,951

 

572,549

 

603,854

31397A-HX-4

 

FHR 3200 MX

 

1,460,000

 

1,447,722

 

1,485,069

31397A-HY-2

 

FHR 3200 NA

 

315,885

 

316,101

 

323,560

31397A-QG-1

 

FHR 3203 MA

 

453,556

 

450,339

 

472,939

31397G-B9-0

 

FHR 3310 A

 

577,024

 

571,797

 

603,564

31397G-J5-0

 

FHR 3306 PB

 

1,400,000

 

1,391,701

 

1,470,721

31397J-GE-8

 

FHR 3330 PB

 

1,000,000

 

994,679

 

1,045,322

31398E-HW-7

 

FHR 3539 PM

 

1,414,263

 

1,392,505

 

1,406,749

31398M-VX-1

 

FNR 2010-19 CK

 

988,188

 

995,785

 

986,422

38374F-H4-9

 

GNR 2004-17 HG

 

386,176

 

371,697

 

394,961

38374M-EQ-8

 

GNR 2005-84 SC

 

18,839

 

18,699

 

19,156

38374T-NS-9

 

GNR 2009-13 E

 

863,318

 

852,532

 

907,572

38375Q-X7-9

 

GNR 2008-51 PE

 

397,964

 

407,878

 

419,823

 

 

 

 

 

 

 

 

 

 

 

Total GSE CMOs:

 

41,239,706

 

40,728,523

 

42,881,612

 

 

 

 

 

 

 

 

 

Non-Agency CMOs

 

 

 

 

 

 

 

 

12637H-AV-0

 

CSMC 2006-4 6A2

 

1,620,541

 

412,880

 

445,001

12667F-7S-8

 

CWALT 2005-4 B1

 

3,163,506

 

141,039

 

141,039

12669D-LJ-5

 

CWHL 2002-32 3A1

 

51,836

 

50,177

 

53,496

22541S-HE-1

 

CSFB 2004-3 DB2

 

1,889,309

 

238,263

 

283,396

22541S-VQ-8

 

CSFB 2004-4 DB2

 

1,824,036

 

765,055

 

833,632

22541S-Z7-6

 

CSFB 2004-8 DB2

 

1,616,296

 

242,444

 

242,444

225458-LV-8

 

CSFB 2005-3 DB2

 

2,907,376

 

233,989

 

270,369

2254W0-HF-5

 

CSFB 2004-6 3A2

 

631,297

 

552,558

 

568,235

23244E-AK-3

 

CWALT 2006-J6 B1

 

482,614

 

0

 

0

55265K-3H-0

 

MASTR 2003-11 5A2

 

481,644

 

427,304

 

436,727

55265K-T2-5

 

MASTR 2003-10 1A2

 

778,852

 

740,966

 

763,660

576434-QT-4

 

MALT 2004-4 B1

 

1,527,748

 

616,281

 

689,969

 

 

 

 

 

 

 

 

 

 

 

Total Non-Agency CMOs:

 

16,975,054

 

4,420,957

 

4,727,969







CUSIP

 

Security Description

 

Par/ Shares

 

Book Value

 

Market Value

 

 

 

 

 

 

 

 

 

Equities

 

 

 

 

 

 

 

 

001055-10-2

 

Aflac Inc.

 

464

 

18,972

 

25,191

00206R-10-2

 

AT&T Inc

 

15,144

 

387,928

 

391,321

002824-10-0

 

Abbott Laboratories

 

517

 

27,387

 

27,236

00724F-10-1

 

Adobe Systems Inc

 

915

 

23,684

 

32,364

023608-10-2

 

Ameren Corporation

 

4,000

 

102,362

 

104,320

025537-10-1

 

American Electric Power Co.

 

10,000

 

274,740

 

341,800

025816-10-9

 

American Express Co.

 

2,615

 

52,965

 

107,895

03073E-10-5

 

AmeriSourceBergen Corp

 

1,073

 

20,093

 

31,031

037411-10-5

 

Apache Corp

 

241

 

22,105

 

24,462

037833-10-0

 

Apple Computer Inc

 

196

 

26,896

 

46,060

038222-10-5

 

Applied Materials Inc

 

8,225

 

142,012

 

110,770

053015-10-3

 

Automatic Data Processing Inc

 

2,790

 

119,342

 

124,071

125071-10-0

 

CDI Corp

 

3,875

 

40,812

 

56,808

143130-10-2

 

Carmax Inc.

 

490

 

6,810

 

12,309

171340-10-2

 

Church & Dwight Co Inc

 

497

 

31,906

 

33,274

17275R-10-2

 

Cisco Systems Inc

 

1,483

 

39,705

 

38,602

172908-10-5

 

Cintas Corp

 

850

 

17,859

 

23,885

189754-10-4

 

Coach Inc.

 

848

 

25,862

 

33,513

191216-10-0

 

Coca-Cola Co

 

2,610

 

131,598

 

143,550

194162-10-3

 

Colgate Palmolive Co

 

1,936

 

128,165

 

165,063

20030N-20-0

 

Comcast Corp Special Cl A

 

2,125

 

29,025

 

38,186

205887-10-2

 

Conagra Foods Inc.

 

1,377

 

32,122

 

34,521

209115-10-4

 

Consolidated Edison Inc.

 

50,000

 

2,091,819

 

2,227,000

23918K-10-8

 

Davita Inc.

 

439

 

22,735

 

27,833

24702R-10-1

 

Dell Inc.

 

6,200

 

99,985

 

93,124

25243Q-20-5

 

Diageo PLC-Sponsored ADR

 

455

 

36,754

 

30,690

254687-10-6

 

Disney, Walt

 

2,185

 

54,919

 

76,278

260003-10-8

 

Dover Corp

 

634

 

27,144

 

29,640

263534-10-9

 

EI Dupont De Nemours & Co

 

1,355

 

30,257

 

50,460

26441C-10-5

 

Duke Energy Corp

 

25,000

 

438,654

 

408,000

268648-10-2

 

EMC Corp

 

2,135

 

24,906

 

38,515

278642-10-3

 

Ebay Inc.

 

1,338

 

24,148

 

36,083

291011-10-4

 

Emerson Electric Co

 

950

 

30,240

 

47,823

302491-30-3

 

FMC Corp

 

357

 

15,366

 

21,613

302563-10-1

 

FPIC Insurance Group, Inc.

 

14,341

 

337,615

 

388,785

31428X-10-6

 

FedEx Corp

 

205

 

12,854

 

19,147

35671D-85-7

 

Freeport-McMoran Copper

 

287

 

20,207

 

23,976

35914P-10-5

 

Frontier Oil Corp

 

2,925

 

34,177

 

39,488

369604-10-3

 

General Electric

 

5,450

 

55,100

 

99,190

370334-10-4

 

General Mills Inc

 

255

 

14,846

 

18,051

38259P-50-8

 

Google Inc.

 

67

 

34,033

 

37,997

42222L-10-7

 

HealthTronics Inc.

 

48,565

 

109,271

 

173,863

428236-10-3

 

Hewlett-Packard Co

 

671

 

30,014

 

35,664

443683-10-7

 

Hudson City Bancorp Inc.

 

1,639

 

21,813

 

23,225

458140-10-0

 

Intel Corp

 

3,750

 

67,718

 

83,588

459200-10-1

 

Intl Business Machines Corp

 

263

 

27,407

 

33,730

464287-22-6

 

IShares Barclays Aggr. Bond Fund

 

10,000

 

1,004,573

 

1,042,000

464287-24-2

 

IShares IBOXX Inv Grade Corp BF

 

3,000

 

295,025

 

317,310

464288-41-4

 

iShares S&P National Municipal

 

5,000

 

506,582

 

516,500

46625H-10-0

 

JP Morgan Chase & Co

 

509

 

21,525

 

22,778

478160-10-4

 

Johnson & Johnson

 

405

 

22,755

 

26,406

494368-10-3

 

Kimberly Clark Corp

 

501

 

32,708

 

31,503

50540R-40-9

 

Laboratory Corp of America Holding

 

343

 

26,235

 

25,969

522015-10-6

 

Learning Tree Int'l Inc

 

1,295

 

14,530

 

18,221

549271-10-4

 

Lubrizol Corp

 

281

 

20,209

 

25,773







CUSIP

 

Security Description

 

Par/ Shares

 

Book Value

 

Market Value

 

 

 

 

 

 

 

 

 

Equities (continued)

 

 

 

 

 

 

 

 

552676-10-8

 

MDC Holdings Inc.

 

2,380

 

73,414

 

82,372

552715-10-4

 

MEMC Electronic Materials

 

4,680

 

65,382

 

71,744

571748-10-2

 

Marsh & McLennan Co

 

3,845

 

106,445

 

93,895

577767-10-6

 

Maxwell Technologies, Inc

 

2,415

 

30,236

 

29,922

58405U-10-2

 

MedCo Health Solutions Inc.

 

405

 

17,839

 

26,147

594918-10-4

 

Microsoft Corp

 

7,779

 

217,348

 

227,827

595017-10-4

 

Microchip Technology Inc.

 

1,162

 

37,470

 

32,722

595137-10-0

 

Microsemi Corp.

 

2,042

 

36,411

 

35,408

628530-10-7

 

Mylan Inc.

 

1,245

 

20,080

 

28,274

65248E-10-4

 

News Corp - Class A

 

2,635

 

30,816

 

37,970

664397-10-6

 

NorthEast Utilities Co.

 

15,000

 

336,383

 

414,600

666807-10-2

 

Northrop Grumman Corp.

 

451

 

28,486

 

29,572

66987V-10-9

 

Novartis AG-ADR

 

479

 

26,154

 

25,914

680223-10-4

 

Old Republic International Corp

 

10,000

 

113,424

 

126,800

68389X-10-5

 

Oracle Corp

 

1,379

 

30,564

 

35,454

69840W-10-8

 

Panera Bread Company-Class A

 

390

 

17,502

 

29,831

704326-10-7

 

Paychex Inc

 

1,105

 

28,134

 

33,946

713448-10-8

 

Pepsico Inc

 

503

 

29,056

 

33,278

714290-10-3

 

Perrigo Co.

 

548

 

25,731

 

32,179

736508-84-7

 

Portland General Electric Co.

 

20,000

 

401,982

 

386,200

740189-10-5

 

Precision Castparts Corp

 

245

 

15,279

 

31,044

741503-40-3

 

Priceline.com Inc.

 

137

 

13,170

 

34,935

742718-10-9

 

Procter & Gamble

 

960

 

59,799

 

60,739

743263-10-5

 

Progress Energy Inc.

 

4,000

 

157,342

 

157,440

803111-10-3

 

Sara Lee Corp.

 

2,397

 

32,987

 

33,390

81369Y-60-5

 

Sector Spdr Trust (Financial)

 

4,585

 

40,394

 

73,131

816851-10-9

 

Sempra Energy

 

280

 

14,518

 

13,972

858155-20-3

 

Steelcase Inc. Class-A

 

2,425

 

16,570

 

15,690

87612E-10-6

 

Target Corp

 

554

 

26,580

 

29,140

881624-20-9

 

Teva Pharmaceutical Inds. Ltd.

 

469

 

24,278

 

29,585

882508-10-4

 

Texas Instruments Inc.

 

3,359

 

68,884

 

82,195

88579Y-10-1

 

3M Company

 

1,468

 

110,766

 

122,681

903293-40-5

 

USG Corp.

 

1,425

 

16,961

 

24,453

907818-10-8

 

Union Pacific Corp

 

396

 

22,834

 

29,027

911312-10-6

 

United Parcel Service Class B

 

1,360

 

83,961

 

87,598

913017-10-9

 

United Technologies Corp

 

419

 

25,878

 

30,843

91324P-10-2

 

UnitedHealth Group Inc.

 

4,475

 

135,037

 

146,198

91913Y-10-0

 

Valero Energy Corp

 

1,900

 

35,084

 

37,430

92343V-10-4

 

Verizon Communications

 

15,000

 

459,381

 

465,300

92553P-20-1

 

Viacom Inc. Class B

 

912

 

28,511

 

31,355

931142-10-3

 

Wal-Mart Stores Inc

 

2,814

 

135,630

 

156,458

931422-10-9

 

Walgreen Company

 

2,280

 

85,902

 

84,565

949746-10-1

 

Wells Fargo Co.

 

3,095

 

50,609

 

96,316

963320-10-6

 

Whirlpool Corp

 

350

 

28,090

 

30,538

969457-10-0

 

Williams Cos Inc.

 

1,028

 

17,806

 

23,747

983919-10-1

 

Xilinx Inc.

 

1,327

 

35,092

 

33,839

FEMPTN-RS-4

 

FemPartners

 

449,617

 

55,000

 

55,000

G1151C-10-1

 

Accenture Ltd. Ireland - Class A

 

855

 

33,216

 

35,867

H0023R-10-5

 

ACE Ltd.

 

5,000

 

247,290

 

261,500

H5833N-10-3

 

Noble Corp

 

604

 

22,235

 

25,259

 

 

 

 

 

 

 

 

 

 

 

Total Equities:

 

845,250

 

11,080,419

 

12,189,739

 

 

 

 

 

 

 

 

 

 

 

Grand Total:

 

 

 

243,175,681

 

252,177,828