Form990-PF

Department of the Treasury
Internal Revenue Service
Return of Private Foundation
or Section 4947(a)(1) Nonexempt Charitable Trust
Treated as a Private Foundation
Note. The foundation may be able to use a copy of this return to satisfy state reporting requirements.
OMB No. 1545-0052
2011
For calendar year 2011, or tax year beginning 01-01-2011 , and ending 12-31-2011
G
Check all that apply:
Name of foundation
TA JOHN W & ANNA H HANES FDN
 

Number and street (or P.O. box number if mail is not delivered to street address)1525 W WT HARRIS BLVD D1114-044   Room/suite
City or town, state, and ZIP code
CHARLOTTE, NC28288
A Employer identification number

56-6037589
B Telephone number (see page 10 of the instructions)

(336) 747-8161
C bullet
D 1. bullet
H Check type of organization:
2. bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$26,406,022J Accounting method:
 
(Part I, column (d) must be on cash basis.)
E bullet
F bullet
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see page 11 of the instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule)  
2 Check bullet
3 Interest on savings and temporary cash investments      
4 Dividends and interest from securities...... 772,592 770,713  
5a Gross rents..............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 931,802
b Gross sales price for all assets on line 6a 3,176,577
7 Capital gain net income (from Part IV, line 2)... 931,802
8 Net short-term capital gain......... 0
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule)....... Click to see attachment 867    
12 Total. Add lines 1 through 11........ 1,705,261 1,702,515  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 151,134 113,351   37,784
14 Other employee salaries and wages......   0 0 0
15 Pension plans, employee benefits.......   0 0  
16a Legal fees (attach schedule).........       0
b Accounting fees (attach schedule).......        
c Other professional fees (attach schedule)....       0
17 Interest...............       0
18 Taxes (attach schedule) (see page 14 of the instructions) Click to see attachment 11,011 4,954   0
19 Depreciation (attach schedule) and depletion... 0 0  
20 Occupancy..............        
21 Travel, conferences, and meetings.......   0 0  
22 Printing and publications..........   0 0  
23 Other expenses (attach schedule).......        
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 162,145 118,305 0 37,784
25 Contributions, gifts, grants paid........ 1,307,800 1,307,800
26 Total expenses and disbursements. Add lines 24 and 25 1,469,945 118,305 0 1,345,584
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements 235,316
b Net investment income (if negative, enter -0-) 1,584,210
c Adjusted net income (if negative, enter -0-)... 0
For Privacy Act and Paperwork Reduction Act Notice, see page 30 of the instructions.
Cat. No. 11289X Form 990-PF (2011)
Form 990-PF (2011)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.)		 Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing...............   3,405 3,405
2 Savings and temporary cash investments.......... 633,612 142,420 142,420
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet     0 0
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see page 15 of the
instructions)....................      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet0      
8 Inventories for sale or use...............      
9 Prepaid expenses and deferred charges...........      
10a Investments—U.S. and state government obligations (attach schedule) 4,189,621 Click to see attachment4,159,187 4,469,207
b Investments—corporate stock (attach schedule)........ 10,741,925 Click to see attachment9,121,509 15,648,997
c Investments—corporate bonds (attach schedule)........ 1,927,561 Click to see attachment2,080,776 2,252,141
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans..............      
13 Investments—other (attach schedule)........... 1 Click to see attachment2,231,036 3,889,852
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet)      
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 17,492,720 17,738,333 26,406,022
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable...................    
19 Deferred revenue..................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet)    
23 Total liabilities (add lines 17 through 22)..........   0
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted....................    
25 Temporarily restricted................    
26 Permanently restricted................    
bullet
and complete lines 27 through 31.
27 Capital stock, trust principal, or current funds......... 17,492,720 17,738,333
28 Paid-in or capital surplus, or land, bldg., and equipment fund    
29 Retained earnings, accumulated income, endowment, or other funds    
30 Total net assets or fund balances (see page 17 of the
instructions).................... 17,492,720 17,738,333
31 Total liabilities and net assets/fund balances (see page 17 of
the instructions).................. 17,492,720 17,738,333
Part III Analysis of Changes in Net Assets or Fund Balances
1 Total net assets or fund balances at beginning of year—Part II, column (a), line 30 (must agree
with end-of-year figure reported on prior year’s return)............... 1 17,492,720
2 Enter amount from Part I, line 27a..................... 2 235,316
3 Other increases not included in line 2 (itemize) bulletClick to see attachment 3 12,326
4 Add lines 1, 2, and 3.......................... 4 17,740,362
5 Decreases not included in line 2 (itemize) bulletClick to see attachment 5 2,029
6 Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30. 6 17,738,333
Form 990-PF (2011)
Form 990-PF (2011)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.) 		(b) How acquired
P—Purchase
D—Donation 		(c) Date acquired
(mo., day, yr.) 		(d) Date sold
(mo., day, yr.)
1 a 45000. BANK OF AMERICA NA 6.000% 10/15/36   2007-01-23 2011-12-02
b 25000. BANK OF AMERICA NA 6.000% 10/15/36   2007-01-23 2011-12-02
c 2591. BANK NEW YORK MELLON CORP COM   2001-09-25 2011-09-21
d 4203. BANK NEW YORK MELLON CORP COM   2001-09-25 2011-09-21
e 970. CANADIAN NATL RY CO COM   2002-04-30 2011-12-05
325. CANADIAN NATL RY CO COM   2002-04-30 2011-12-05
845.97 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-02-15
474.81 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-03-15
697.33 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-04-15
269.45 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-05-15
298.34 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-06-15
649.26 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-07-15
270.8 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-08-15
318.81 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-09-15
270.41 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-10-15
143.04 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-11-15
276.47 FHLMC POOL #G01699 6.000% 2/01/34   2004-08-09 2011-12-15
1483.45 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-02-15
791.17 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-02-15
1046.53 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-03-15
1962.24 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-03-15
595.42 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-04-15
1116.41 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-04-15
1177.4 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-05-15
627.95 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-05-15
863.56 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-06-15
460.56 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-06-15
1250.64 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-07-15
667.01 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-07-15
898.56 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-08-15
479.23 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-08-15
47.65 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-09-15
89.35 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-09-15
89.89 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-10-15
47.94 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-10-15
5387.3 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-11-15
2873.22 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-11-15
43.28 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-12-15
81.15 FHLMC POOL #A40746 5.500% 12/01/35   2005-12-12 2011-12-15
420.49 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-02-15
876.01 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-02-15
37.87 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-03-15
78.91 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-03-15
1280.07 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-04-15
2666.81 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-04-15
1897.12 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-05-15
910.62 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-05-15
59.36 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-06-15
28.49 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-06-15
64.57 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-07-15
30.99 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-07-15
59.61 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-08-15
28.61 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-08-15
3089.86 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-09-15
1483.13 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-09-15
1762.85 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-10-15
846.17 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-10-15
882.41 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-11-15
1838.35 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-11-15
26.9 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-12-15
56.03 FHLMC POOL #A50327 6.000% 7/01/36   2006-07-20 2011-12-15
2011.94 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-02-15
874.75 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-02-15
499.62 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-03-15
1149.14 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-03-15
313.99 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-04-15
722.18 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-04-15
1017.73 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-05-15
442.49 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-05-15
673.2 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-06-15
292.69 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-06-15
761.91 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-07-15
331.26 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-07-15
1009.01 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-08-15
438.7 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-08-15
1128.94 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-09-15
490.84 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-09-15
870.74 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-10-15
378.58 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-10-15
784.48 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-11-15
341.08 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-11-15
393.19 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-12-15
904.34 FHLMC POOL #G11981 5.000% 4/01/21   2006-05-19 2011-12-15
1343.35 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-02-15
671.66 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-02-15
624.68 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-03-15
1249.39 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-03-15
497.77 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-04-15
995.56 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-04-15
805.58 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-05-15
402.78 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-05-15
731.9 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-06-15
365.94 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-06-15
715.25 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-07-15
357.62 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-07-15
737.13 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-08-15
368.56 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-08-15
840.68 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-09-15
420.33 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-09-15
769.33 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-10-15
384.66 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-10-15
854.69 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-11-15
427.34 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-11-15
403.09 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-12-15
806.2 FHLMC POOL #G03833 5.500% 5/01/37   2008-02-04 2011-12-15
1105.81 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-02-15
390.29 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-02-15
318.76 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-03-15
903.16 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-03-15
407.34 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-04-15
1154.14 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-04-15
855.29 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-05-15
301.87 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-05-15
751.75 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-06-15
265.32 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-06-15
442.49 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-07-15
156.17 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-07-15
253.81 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-08-15
89.58 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-08-15
804.24 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-09-15
283.85 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-09-15
198.9 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-10-15
563.54 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-10-15
232.42 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-11-15
658.53 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-11-15
138.71 FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-12-15
393. FHLMC POOL #G04251 6.500% 4/01/38   2008-07-02 2011-12-15
349.44 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-02-15
723.84 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-02-15
375.45 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-03-15
777.71 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-03-15
413.18 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-04-15
855.88 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-04-15
370.83 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-05-15
768.14 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-05-15
709.68 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-06-15
342.6 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-06-15
545.88 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-07-15
263.53 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-07-15
285.48 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-08-15
591.35 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-08-15
316.04 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-09-15
654.65 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-09-15
324.15 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-10-15
671.45 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-10-15
267.47 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-11-15
554.04 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-11-15
351.1 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-12-15
727.28 FHLMC POOL #G08006 6.000% 8/01/34   2004-11-15 2011-12-15
267.67 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-02-15
211.74 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-03-15
204.75 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-04-15
183.22 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-05-15
143.71 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-06-15
180.61 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-07-15
202.7 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-08-15
161.59 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-09-15
205.49 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-10-15
293.62 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-11-15
193.4 FHLMC POOL #G08015 5.500% 10/01/34   2004-10-22 2011-12-15
242.15 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-02-15
532.74 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-02-15
156.24 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-03-15
343.72 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-03-15
139.98 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-04-15
307.96 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-04-15
313.66 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-05-15
142.57 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-05-15
291.63 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-06-15
132.56 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-06-15
465.6 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-07-15
211.64 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-07-15
486.2 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-08-15
221. FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-08-15
627.64 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-09-15
285.29 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-09-15
679.48 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-10-15
1494.85 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-10-15
1748.31 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-11-15
794.69 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-11-15
760.86 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-12-15
1673.89 FHLMC POOL #G08331 4.500% 2/01/39   2009-03-04 2011-12-15
281.13 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-02-15
618.48 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-02-15
157.25 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-03-15
345.95 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-03-15
127.81 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-04-15
281.18 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-04-15
131.34 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-05-15
288.95 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-05-15
334.83 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-06-15
152.19 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-06-15
182.79 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-07-15
402.13 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-07-15
231.03 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-08-15
508.26 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-08-15
268.79 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-09-15
591.34 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-09-15
534.97 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-10-15
1176.94 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-10-15
746.45 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-11-15
1642.2 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-11-15
1557.65 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-12-15
708.02 FHLMC POOL #G08332 4.500% 3/01/39   2010-01-06 2011-12-15
1575.46 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-02-15
237.1 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-03-15
153.03 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-04-15
140.27 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-05-15
944.34 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-06-15
240.27 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-07-15
800.06 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-08-15
865.92 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-09-15
1770.86 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-10-15
877.62 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-11-15
2273.22 FHLMC POOL #G08420 4.500% 9/01/40   2011-01-03 2011-12-15
182.77 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-04-15
187.28 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-05-15
194.27 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-06-15
459.66 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-07-15
189.78 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-08-15
180.05 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-09-15
190.47 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-10-15
195.85 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-11-15
185.48 FHLMC POOL #A95709 4.000% 12/01/40   2011-03-02 2011-12-15
201.21 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-02-15
462.79 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-02-15
973.65 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-03-15
2239.42 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-03-15
171.54 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-04-15
394.54 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-04-15
240.75 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-05-15
553.74 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-05-15
489.44 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-06-15
212.8 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-06-15
123.34 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-07-15
283.7 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-07-15
327.47 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-08-15
142.38 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-08-15
100.66 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-09-15
231.51 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-09-15
662.39 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-10-15
1523.5 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-10-15
980.28 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-11-15
2254.67 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-11-15
108.78 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-12-15
250.2 FHLMC POOL #B12205 5.500% 2/01/19   2004-05-12 2011-12-15
730.33 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-02-15
2008.48 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-02-15
906.63 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-03-15
2493.32 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-03-15
445.35 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-04-15
1224.74 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-04-15
1297.32 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-05-15
471.74 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-05-15
53.77 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-06-15
19.55 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-06-15
21.46 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-07-15
59.01 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-07-15
344.12 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-08-15
125.13 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-08-15
123.72 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-09-15
340.25 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-09-15
168.68 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-10-15
463.89 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-10-15
153.51 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-11-15
422.18 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-11-15
331.05 FHLMC POOL #A10322 5.000% 6/01/33   2003-05-28 2011-12-15
910.41 FHLMC POOL #A10322 5.000% 6/01/33   2004-03-23 2011-12-15
518.09 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-02-15
1660.56 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-02-15
330.3 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-03-15
1058.66 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-03-15
230.49 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-04-15
738.75 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-04-15
515.36 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-05-15
1651.79 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-05-15
341.69 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-06-15
106.61 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-06-15
77.19 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-07-15
247.41 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-07-15
360.08 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-08-15
1154.11 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-08-15
229.54 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-09-15
735.7 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-09-15
102.4 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-10-15
328.21 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-10-15
151.2 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-11-15
484.63 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-11-15
465.74 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-10 2011-12-15
1492.78 FHLMC POOL #A14186 5.500% 10/01/33   2004-03-23 2011-12-15
50000. FREDDIE MAC NT DTD 01/08/09 1.5% 01/07/2   2009-09-14 2011-01-07
50000. FREDDIE MAC NT DTD 01/08/09 1.5% 01/07/2   2009-09-14 2011-01-07
146.72 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-02-25
337.45 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-02-25
139.31 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-03-25
320.41 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-03-25
133.47 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-04-25
306.99 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-04-25
134.23 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-05-25
308.73 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-05-25
81.87 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-06-25
35.59 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-06-25
107.8 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-07-25
247.95 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-07-25
74.7 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-08-25
171.8 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-08-25
150.49 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-09-25
346.12 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-09-25
78.55 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-10-25
180.67 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-10-25
111.89 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-11-25
257.36 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-11-25
140.56 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-12-25
323.28 FNMA POOL #545064 6.500% 6/01/31   2004-01-13 2011-12-25
98.29 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-02-25
179.02 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-02-25
418.09 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-03-25
229.54 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-03-25
459.45 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-04-25
252.25 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-04-25
32.88 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-05-25
18.05 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-05-25
111.97 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-06-25
61.47 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-06-25
100.71 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-07-25
55.29 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-07-25
262.2 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-08-25
143.95 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-08-25
336.72 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-09-25
184.86 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-09-25
294.98 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-10-25
161.95 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-10-25
355.43 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-11-25
195.14 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/   2002-08-01 2011-11-25
97.48 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-12-25
53.52 FEDERAL NATL MTG ASSN GTD MTG PASS THRU CTF POOL #636697 DTD 4/1   2002-08-01 2011-12-25
788.7 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-02-25
1267.56 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-02-25
36.51 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-03-25
22.72 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-03-25
387.59 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-04-25
241.17 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-04-25
36.38 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-05-25
22.64 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-05-25
895.83 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-06-25
1439.72 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-06-25
480.46 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-07-25
298.95 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-07-25
32.5 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-08-25
20.22 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-08-25
26.73 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-09-25
16.63 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-09-25
629.24 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-10-25
391.53 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-10-25
15.17 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-11-25
9.44 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-11-25
15.26 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-12-25
9.49 FNMA POOL #636880 6.500% 4/01/32   2002-04-09 2011-12-25
321.05 FNMA POOL #AH8423 4.500% 4/01/41   2011-05-25 2011-07-25
290.42 FNMA POOL #AH8423 4.500% 4/01/41   2011-05-25 2011-08-25
475.75 FNMA POOL #AH8423 4.500% 4/01/41   2011-05-25 2011-09-25
2268.37 FNMA POOL #AH8423 4.500% 4/01/41   2011-05-25 2011-10-25
1398.07 FNMA POOL #AH8423 4.500% 4/01/41   2011-05-25 2011-11-25
1662.93 FNMA POOL #AH8423 4.500% 4/01/41   2011-05-25 2011-12-25
1539.45 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-02-25
855.45 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-02-25
627.77 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-03-25
1129.72 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-03-25
444.11 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-04-25
799.21 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-04-25
442.96 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-05-25
797.15 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-05-25
488.7 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-06-25
271.56 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-06-25
382.46 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-07-25
688.26 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-07-25
436.6 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-08-25
785.7 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-08-25
511.6 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-09-25
920.66 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-09-25
409.79 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-10-25
737.44 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-10-25
270.26 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-11-25
486.35 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-11-25
512.06 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-12-25
921.49 FNMA POOL #720307 4.500% 6/01/18   2003-06-09 2011-12-25
643.67 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-02-25
1373.17 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-02-25
1035.11 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-03-25
2208.25 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-03-25
1023.12 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-04-25
2182.66 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-04-25
145.72 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-05-25
310.87 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-05-25
627. FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-06-25
1337.6 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-06-25
509.32 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-07-25
1086.54 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-07-25
248.72 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-08-25
530.6 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-08-25
545.38 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-09-25
1163.48 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-09-25
484.15 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-10-25
1032.85 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-10-25
256.62 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-11-25
547.45 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-11-25
1100.67 FNMA POOL #722126 5.000% 7/01/33   2003-07-11 2011-12-25
2348.09 FNMA POOL #722126 5.000% 7/01/33   2004-03-23 2011-12-25
316.8 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-02-25
164.74 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-02-25
270.82 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-03-25
520.8 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-03-25
149.66 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-04-25
287.81 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-04-25
150.46 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-05-25
289.36 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-05-25
181.57 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-06-25
349.18 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-06-25
152.28 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-07-25
292.85 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-07-25
179.2 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-08-25
344.61 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-08-25
161.85 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-09-25
311.26 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-09-25
155.1 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-10-25
298.28 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-10-25
152.61 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-11-25
293.49 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-11-25
153.33 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-12-25
294.86 FNMA POOL #727496 4.500% 5/01/18   2003-06-20 2011-12-25
61.35 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-02-25
117.58 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-02-25
58.43 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-03-25
112. FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-03-25
57.8 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-04-25
110.78 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-04-25
269.96 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-05-25
517.42 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-05-25
890.79 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-06-25
464.76 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-06-25
58.3 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-07-25
111.75 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-07-25
401.61 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-08-25
769.74 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-08-25
70.02 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-09-25
134.21 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-09-25
283.62 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-10-25
543.61 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-10-25
844.49 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-11-25
1618.6 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-11-25
482.3 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-12-25
924.41 FNMA POOL #731742 5.000% 9/01/33   2003-08-11 2011-12-25
325.74 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-02-25
624.33 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-02-25
385.88 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-03-25
739.61 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-03-25
1582.38 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-04-25
3032.89 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-04-25
95.79 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-05-25
183.59 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-05-25
99.64 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-06-25
190.98 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-06-25
101.04 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-07-25
193.66 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-07-25
303.11 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-08-25
580.96 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-08-25
299.56 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-09-25
574.16 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-09-25
93.8 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-10-25
179.79 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-10-25
99.59 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-11-25
190.87 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-11-25
334.22 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-12-25
640.59 FNMA POOL #755647 5.500% 12/01/18   2003-12-08 2011-12-25
81.85 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-02-25
30.46 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-02-25
141.84 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-03-25
381.15 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-03-25
30.24 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-04-25
81.26 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-04-25
133.42 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-05-25
358.54 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-05-25
696.64 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-06-25
259.24 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-06-25
29.76 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-07-25
79.96 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-07-25
29.57 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-08-25
79.46 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-08-25
379.34 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-09-25
1019.39 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-09-25
262.26 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-10-25
704.76 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-10-25
28.27 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-11-25
75.96 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-11-25
281.56 FNMA POOL #757866 5.500% 11/01/33   2003-12-05 2011-12-25
756.63 FNMA POOL #757866 5.500% 11/01/33   2004-03-23 2011-12-25
80.28 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-02-25
78.66 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-03-25
80.72 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-04-25
81.14 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-05-25
81.41 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-06-25
2107.91 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-07-25
77.89 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-08-25
81.47 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-09-25
1073.83 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-10-25
88.94 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-11-25
78.2 FNMA POOL #825743 4.500% 7/01/35   2010-11-10 2011-12-25
35.01 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-02-25
73.91 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-02-25
224.04 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-03-25
472.97 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-03-25
34.26 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-04-25
72.32 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-04-25
34.21 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-05-25
72.22 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-05-25
34.71 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-06-25
73.28 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-06-25
39.41 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-07-25
83.19 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-07-25
641.45 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-08-25
1354.17 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-08-25
45.83 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-09-25
96.74 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-09-25
46.31 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-10-25
97.77 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-10-25
37.97 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-11-25
80.15 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-11-25
277.23 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-12-25
585.26 FNMA POOL #842121 6.000% 8/01/35   2005-11-14 2011-12-25
2019.03 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-02-25
925.39 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-02-25
654.88 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-03-25
1428.83 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-03-25
571.18 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-04-25
1246.22 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-04-25
518.3 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-05-25
1130.83 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-05-25
871.36 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-06-25
399.37 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-06-25
419.51 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-07-25
915.29 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-07-25
486.51 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-08-25
1061.48 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-08-25
562.28 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-09-25
1226.79 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-09-25
446.55 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-10-25
974.28 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-10-25
526.13 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-11-25
1147.92 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-11-25
708.6 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-12-25
1546.04 FNMA POOL #844809 5.000% 11/01/35   2006-06-22 2011-12-25
148.4 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-02-25
890.42 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-02-25
12.15 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-03-25
72.91 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-03-25
154.82 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-04-25
928.92 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-04-25
100.01 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-05-25
600.04 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-05-25
70.1 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-06-25
420.59 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-06-25
87.63 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-07-25
525.79 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-07-25
11.89 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-08-25
71.34 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-08-25
12.11 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-09-25
72.63 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-09-25
78.32 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-10-25
469.93 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-10-25
274.95 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-11-25
1649.7 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-11-25
111.32 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-12-25
667.93 FNMA POOL #848355 5.000% 8/01/35   2005-12-21 2011-12-25
746.44 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-02-25
1559.53 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-02-25
577.28 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-03-25
1206.1 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-03-25
2214.4 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-04-25
4626.51 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-04-25
1301.73 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-05-25
2719.69 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-05-25
1605.8 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-06-25
3354.97 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-06-25
42.22 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-07-25
88.21 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-07-25
467.16 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-08-25
976.03 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-08-25
1753.33 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-09-25
3663.21 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-09-25
689.22 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-10-25
1439.98 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-10-25
527.06 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-11-25
1101.18 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-11-25
35.09 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-12-25
73.32 FNMA POOL #898329 5.500% 12/01/36   2007-02-13 2011-12-25
676.99 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-02-25
1399.11 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-02-25
274.73 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-03-25
567.78 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-03-25
379.77 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-04-25
784.86 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-04-25
217.65 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-05-25
449.8 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-05-25
151.88 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-06-25
313.88 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-06-25
14.78 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-07-25
30.55 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-07-25
120.42 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-08-25
248.86 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-08-25
263.67 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-09-25
544.92 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-09-25
79.31 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-10-25
163.91 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-10-25
204.28 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-11-25
422.18 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-11-25
356.06 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-12-25
735.87 FNMA POOL #907484 6.000% 1/01/37   2008-07-02 2011-12-25
1214.17 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-02-25
893.85 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-03-25
427.14 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-04-25
653.53 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-05-25
958.19 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-06-25
748.57 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-07-25
1293.93 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-08-25
1535.63 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-09-25
4146.38 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-10-25
4809.93 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-11-25
4809.15 FNMA POOL #930612 4.500% 2/01/39   2010-09-22 2011-12-25
509.74 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-02-25
886.8 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-03-25
207.9 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-04-25
453.47 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-05-25
897.03 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-06-25
172.93 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-07-25
537.72 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-08-25
401.6 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-09-25
264.09 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-10-25
584.55 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-11-25
557.11 FNMA POOL #929825 5.500% 8/01/38   2010-05-04 2011-12-25
1634.56 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-08-25
766.2 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-08-25
392.83 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-09-25
838.04 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-09-25
83.46 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-10-25
178.04 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-10-25
210.08 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-11-25
98.48 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-11-25
988.58 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-12-25
2108.97 FNMA POOL #962062 5.000% 3/01/38   2011-06-13 2011-12-25
3079.97 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-02-25
1539.99 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-02-25
812.06 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-03-25
1624.12 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-03-25
672.88 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-04-25
1345.75 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-04-25
487.64 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-05-25
975.28 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-05-25
864.71 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-06-25
432.36 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-06-25
708.36 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-07-25
1416.72 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-07-25
454.79 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-08-25
909.57 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-08-25
629.47 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-09-25
1258.93 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-09-25
518.02 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-10-25
1036.03 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-10-25
571.27 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-11-25
1142.55 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-11-25
712.95 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-12-25
1425.9 FNMA POOL #982892 4.500% 5/01/23   2009-05-20 2011-12-25
647.86 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-02-25
359.92 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-02-25
187.66 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-03-25
337.79 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-03-25
255.14 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-04-25
459.24 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-04-25
197.5 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-05-25
355.5 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-05-25
39.73 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-06-25
71.51 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-06-25
44.18 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-07-25
79.53 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-07-25
42.07 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-08-25
75.73 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-08-25
44.29 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-09-25
79.72 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-09-25
345.11 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-10-25
621.19 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-10-25
46.83 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-11-25
84.29 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-11-25
412.81 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-12-25
743.06 FNMA POOL #AA8449 4.500% 6/01/39   2009-11-06 2011-12-25
108.55 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-02-25
199.01 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-02-25
117.01 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-03-25
214.52 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-03-25
65.28 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-04-25
119.67 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-04-25
83.55 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-05-25
153.17 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-05-25
64.21 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-06-25
117.71 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-06-25
101.88 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-07-25
186.79 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-07-25
144.97 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-08-25
265.78 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-08-25
255.23 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-09-25
467.92 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-09-25
826.69 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-10-25
1515.59 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-10-25
850.08 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-11-25
1558.49 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-11-25
977.98 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-12-25
1792.95 FNMA POOL #AB1501 4.000% 9/01/40   2010-09-20 2011-12-25
169.79 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-02-25
79.9 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-02-25
85.9 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-03-25
182.54 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-03-25
84.13 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-04-25
178.77 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-04-25
230.78 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-05-25
108.6 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-05-25
659.04 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-06-25
310.13 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-06-25
192.64 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-07-25
90.65 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-07-25
418.45 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-08-25
196.92 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-08-25
228.41 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-09-25
485.37 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-09-25
100.78 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-10-25
214.15 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-10-25
84.31 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-11-25
179.16 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-11-25
208.52 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-12-25
443.1 FNMA POOL #AE9687 4.000% 11/01/40   2011-01-04 2011-12-25
9479.52 GE CAP COML MTG CORP 5.349% 8/11/36   2007-06-13 2011-12-11
4490.3 GE CAP COML MTG CORP 5.349% 8/11/36   2007-06-13 2011-12-11
497.15 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-02-15
272.94 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-02-15
415.19 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-03-15
227.95 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-03-15
31.14 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-04-15
17.1 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/200   2002-06-10 2011-04-15
29.55 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-05-15
16.23 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-05-15
438.4 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-06-15
798.51 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-06-15
28.54 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-07-15
15.67 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-07-15
28.81 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-08-15
15.82 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-08-15
235.31 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-09-15
129.19 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-09-15
282.18 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-10-15
154.92 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/2   2002-06-10 2011-10-15
28.25 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-11-15
15.51 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-11-15
28.38 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-12-15
15.58 GOVERNMENT NATL MTG ASSN GTD PASS THRU POOL #570489 DTD 6/1/20   2002-06-10 2011-12-15
386.24 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-02-15
643.73 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-02-15
548.69 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-03-15
914.48 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-03-15
314.47 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-04-15
524.11 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-04-15
256.87 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-05-15
428.12 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-05-15
110.68 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-06-15
66.41 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-06-15
302.43 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-07-15
504.06 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-07-15
234.17 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-08-15
390.29 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-08-15
81.24 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-09-15
135.4 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-09-15
301.37 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-10-15
502.28 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-10-15
94.46 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-11-15
157.43 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-11-15
216.85 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-12-15
361.42 GNMA POOL #707098 5.500% 1/15/39   2009-03-03 2011-12-15
3000. HARRIS CORP DEL COM   2010-10-27 2011-10-28
1750. HARRIS CORP DEL COM   2010-10-27 2011-10-28
2795. ITT INDS INC COM   2010-10-28 2011-09-21
1650. ITT INDS INC COM   2010-10-28 2011-09-21
400. INTL BUSINESS MACHINES CORP COM   1997-10-24 2011-12-05
130. INTL BUSINESS MACHINES CORP COM   1997-10-24 2011-12-05
3593. LUBRIZOL CORP COM   2003-08-12 2011-09-16
6018. LUBRIZOL CORP COM   2003-08-12 2011-09-16
4000. NATIONAL RURAL UTILS 7.250% 3/01/12   2004-12-23 2011-08-19
7000. NATIONAL RURAL UTILS 7.250% 3/01/12   2004-12-23 2011-08-19
4000. NATIONAL RURAL UTILS 7.250% 3/01/12   2004-12-23 2011-10-21
8000. NATIONAL RURAL UTILS 7.250% 3/01/12   2004-12-23 2011-10-21
25000. NEWS AMER HLDGS INC 9.250% 2/01/13   2004-01-12 2011-02-23
10000. NEWS AMER HLDGS INC 9.250% 2/01/13   2004-01-12 2011-02-23
30000. OCCIDENTAL PETROLEUM 6.750% 1/15/12   2006-11-21 2011-03-31
25000. US TREASURY NOTE 4.000% 2/15/15   2010-04-28 2011-01-04
45000. US TREASURY NOTE 4.000% 8/15/18   2008-08-28 2011-03-03
50000. US TREASURY NOTE 2.000% 11/30/13   2010-09-20 2011-03-03
100000. US TREASURY NOTE 2.000% 11/30/13   2010-09-20 2011-06-13
35000. US TREASURY NOTE 2.000% 11/30/13   2010-10-25 2011-06-13
75000. US TREASURY NOTE 1.125% 12/15/11   2009-02-04 2011-06-28
25000. US TREASURY NOTE 1.125% 12/15/11   2009-11-06 2011-06-28
10000. US TREASURY NOTE 1.125% 12/15/11   2009-11-06 2011-12-15
30000. US TREASURY NOTE 1.125% 12/15/11   2009-02-04 2011-12-15
25000. US TREASURY NOTE 1.125% 1/15/12   2009-12-17 2011-08-31
20000. US TREASURY NOTE 1.125% 1/15/12   2009-12-17 2011-08-31
(e) Gross sales price (f) Depreciation allowed
(or allowable) 		(g) Cost or other basis
plus expense of sale 		(h) Gain or (loss)
(e) plus (f) minus (g)
a 36,810   46,225 -9,415
b 20,450   25,681 -5,231
c 51,660   105,511 -53,851
d 83,304   171,150 -87,846
e 76,173   15,470 60,703
25,515   5,183 20,332
846   873 -27
475   490 -15
697   720 -23
269   278 -9
298   308 -10
649   670 -21
271   280 -9
319   329 -10
270   279 -9
143   148 -5
276   285 -9
1,483   1,466 17
791   782 9
1,047   1,035 12
1,962   1,940 22
595   589 6
1,116   1,104 12
1,177   1,164 13
628   621 7
864   854 10
461   455 6
1,251   1,236 15
667   659 8
899   888 11
479   474 5
48   47 1
89   88 1
90   89 1
48   47 1
5,387   5,325 62
2,873   2,840 33
43   43  
81   80 1
420   416 4
876   867 9
38   37 1
79   78 1
1,280   1,267 13
2,667   2,639 28
1,897   1,877 20
911   901 10
59   59  
28   28  
65   64 1
31   31  
60   59 1
29   28 1
3,090   3,058 32
1,483   1,468 15
1,763   1,744 19
846   837 9
882   873 9
1,838   1,819 19
27   27  
56   55 1
2,012   1,968 44
875   856 19
500   489 11
1,149   1,125 24
314   308 6
722   707 15
1,018   997 21
442   434 8
673   660 13
293   287 6
762   748 14
331   325 6
1,009   991 18
439   431 8
1,129   1,109 20
491   482 9
871   856 15
379   372 7
784   772 12
341   335 6
393   387 6
904   890 14
1,343   1,359 -16
672   679 -7
625   632 -7
1,249   1,264 -15
498   504 -6
996   1,007 -11
806   815 -9
403   407 -4
732   740 -8
366   370 -4
715   724 -9
358   362 -4
737   746 -9
369   373 -4
841   850 -9
420   425 -5
769   778 -9
385   389 -4
855   865 -10
427   432 -5
403   408 -5
806   816 -10
1,106   1,138 -32
390   402 -12
319   328 -9
903   930 -27
407   419 -12
1,154   1,188 -34
855   880 -25
302   311 -9
752   774 -22
265   273 -8
442   455 -13
156   161 -5
254   261 -7
90   92 -2
804   828 -24
284   292 -8
199   205 -6
564   580 -16
232   239 -7
659   678 -19
139   143 -4
393   404 -11
349   361 -12
724   748 -24
375   388 -13
778   804 -26
413   427 -14
856   885 -29
371   383 -12
768   794 -26
710   734 -24
343   354 -11
546   564 -18
264   272 -8
285   295 -10
591   611 -20
316   327 -11
655   677 -22
324   335 -11
671   694 -23
267   277 -10
554   573 -19
351   363 -12
727   752 -25
268   273 -5
212   216 -4
205   209 -4
183   187 -4
144   147 -3
181   184 -3
203   207 -4
162   165 -3
205   210 -5
294   300 -6
193   197 -4
242   243 -1
533   536 -3
156   157 -1
344   346 -2
140   141 -1
308   310 -2
314   315 -1
143   143  
292   293 -1
133   133  
466   468 -2
212   213 -1
486   489 -3
221   222 -1
628   631 -3
285   287 -2
679   683 -4
1,495   1,503 -8
1,748   1,758 -10
795   799 -4
761   765 -4
1,674   1,683 -9
281   283 -2
618   622 -4
157   158 -1
346   348 -2
128   129 -1
281   283 -2
131   132 -1
289   291 -2
335   337 -2
152   153 -1
183   184 -1
402   404 -2
231   232 -1
508   511 -3
269   270 -1
591   595 -4
535   538 -3
1,177   1,184 -7
746   751 -5
1,642   1,651 -9
1,558   1,566 -8
708   712 -4
1,575   1,613 -38
237   243 -6
153   157 -4
140   144 -4
944   967 -23
240   246 -6
800   819 -19
866   887 -21
1,771   1,814 -43
878   899 -21
2,273   2,328 -55
183   180 3
187   185 2
194   191 3
460   453 7
190   187 3
180   178 2
190   188 2
196   193 3
185   183 2
201   205 -4
463   471 -8
974   992 -18
2,239   2,281 -42
172   175 -3
395   402 -7
241   245 -4
554   564 -10
489   498 -9
213   217 -4
123   126 -3
284   289 -5
327   333 -6
142   145 -3
101   103 -2
232   236 -4
662   675 -13
1,524   1,551 -27
980   998 -18
2,255   2,296 -41
109   111 -2
250   255 -5
730   746 -16
2,008   2,046 -38
907   925 -18
2,493   2,540 -47
445   455 -10
1,225   1,248 -23
1,297   1,322 -25
472   482 -10
54   55 -1
20   20  
21   22 -1
59   60 -1
344   351 -7
125   128 -3
124   126 -2
340   347 -7
169   172 -3
464   473 -9
154   157 -3
422   430 -8
331   338 -7
910   928 -18
518   534 -16
1,661   1,710 -49
330   340 -10
1,059   1,090 -31
230   238 -8
739   761 -22
515   531 -16
1,652   1,701 -49
342   352 -10
107   110 -3
77   80 -3
247   255 -8
360   371 -11
1,154   1,189 -35
230   237 -7
736   758 -22
102   106 -4
328   338 -10
151   156 -5
485   499 -14
466   480 -14
1,493   1,537 -44
50,000   50,568 -568
50,000   50,568 -568
147   154 -7
337   354 -17
139   146 -7
320   336 -16
133   140 -7
307   322 -15
134   141 -7
309   323 -14
82   86 -4
36   37 -1
108   113 -5
248   260 -12
75   78 -3
172   180 -8
150   158 -8
346   363 -17
79   82 -3
181   189 -8
112   117 -5
257   270 -13
141   147 -6
323   339 -16
98   99 -1
179   181 -2
418   423 -5
230   232 -2
459   465 -6
252   255 -3
33   33  
18   18  
112   113 -1
61   62 -1
101   102 -1
55   56 -1
262   265 -3
144   146 -2
337   341 -4
185   187 -2
295   298 -3
162   164 -2
355   360 -5
195   197 -2
97   99 -2
54   54  
789   791 -2
1,268   1,272 -4
37   37  
23   23  
388   389 -1
241   242 -1
36   36  
23   23  
896   899 -3
1,440   1,444 -4
480   482 -2
299   300 -1
33   33  
20   20  
27   27  
17   17  
629   631 -2
392   393 -1
15   15  
9   9  
15   15  
9   10 -1
321   333 -12
290   301 -11
476   493 -17
2,268   2,352 -84
1,398   1,450 -52
1,663   1,724 -61
1,539   1,582 -43
855   879 -24
628   645 -17
1,130   1,161 -31
444   456 -12
799   821 -22
443   455 -12
797   819 -22
489   502 -13
272   279 -7
382   393 -11
688   707 -19
437   449 -12
786   807 -21
512   526 -14
921   946 -25
410   421 -11
737   758 -21
270   278 -8
486   500 -14
512   526 -14
921   947 -26
644   659 -15
1,373   1,404 -31
1,035   1,060 -25
2,208   2,257 -49
1,023   1,048 -25
2,183   2,231 -48
146   149 -3
311   318 -7
627   642 -15
1,338   1,367 -29
509   522 -13
1,087   1,111 -24
249   255 -6
531   542 -11
545   559 -14
1,163   1,189 -26
484   496 -12
1,033   1,056 -23
257   263 -6
547   560 -13
1,101   1,128 -27
2,348   2,400 -52
317   323 -6
165   168 -3
271   277 -6
521   532 -11
150   153 -3
288   294 -6
150   154 -4
289   295 -6
182   185 -3
349   357 -8
152   155 -3
293   299 -6
179   183 -4
345   352 -7
162   165 -3
311   318 -7
155   158 -3
298   305 -7
153   156 -3
293   300 -7
153   157 -4
295   301 -6
61   60 1
118   115 3
58   57 1
112   110 2
58   57 1
111   109 2
270   265 5
517   508 9
891   874 17
465   456 9
58   57 1
112   110 2
402   394 8
770   755 15
70   69 1
134   132 2
284   279 5
544   536 8
844   832 12
1,619   1,595 24
482   476 6
924   912 12
326   337 -11
624   646 -22
386   399 -13
740   765 -25
1,582   1,636 -54
3,033   3,136 -103
96   99 -3
184   190 -6
100   103 -3
191   197 -6
101   104 -3
194   200 -6
303   313 -10
581   601 -20
300   310 -10
574   594 -20
94   97 -3
180   186 -6
100   103 -3
191   197 -6
334   346 -12
641   662 -21
82   83 -1
30   31 -1
142   144 -2
381   388 -7
30   31 -1
81   83 -2
133   135 -2
359   365 -6
697   709 -12
259   263 -4
30   30  
80   81 -1
30   30  
79   81 -2
379   385 -6
1,019   1,038 -19
262   266 -4
705   717 -12
28   29 -1
76   77 -1
282   286 -4
757   770 -13
80   85 -5
79   83 -4
81   85 -4
81   86 -5
81   86 -5
2,108   2,221 -113
78   82 -4
81   86 -5
1,074   1,132 -58
89   94 -5
78   82 -4
35   35  
74   74  
224   225 -1
473   475 -2
34   34  
72   73 -1
34   34  
72   73 -1
35   35  
73   74 -1
39   40 -1
83   84 -1
641   644 -3
1,354   1,360 -6
46   46  
97   97  
46   47 -1
98   98  
38   38  
80   81 -1
277   278 -1
585   588 -3
2,019   1,920 99
925   880 45
655   623 32
1,429   1,360 69
571   544 27
1,246   1,187 59
518   494 24
1,131   1,078 53
871   832 39
399   381 18
420   401 19
915   875 40
487   466 21
1,061   1,016 45
562   539 23
1,227   1,176 51
447   428 19
974   935 39
526   505 21
1,148   1,103 45
709   682 27
1,546   1,487 59
148   145 3
890   868 22
12   12  
73   71 2
155   151 4
929   907 22
100   98 2
600   586 14
70   68 2
421   411 10
88   86 2
526   514 12
12   12  
71   70 1
12   12  
73   71 2
78   77 1
470   460 10
275   269 6
1,650   1,617 33
111   109 2
668   655 13
746   738 8
1,560   1,542 18
577   571 6
1,206   1,193 13
2,214   2,190 24
4,627   4,575 52
1,302   1,288 14
2,720   2,689 31
1,606   1,588 18
3,355   3,317 38
42   42  
88   87 1
467   462 5
976   965 11
1,753   1,734 19
3,663   3,622 41
689   682 7
1,440   1,424 16
527   521 6
1,101   1,089 12
35   35  
73   73  
677   681 -4
1,399   1,408 -9
275   276 -1
568   571 -3
380   382 -2
785   790 -5
218   219 -1
450   453 -3
152   153 -1
314   316 -2
15   15  
31   31  
120   121 -1
249   250 -1
264   265 -1
545   548 -3
79   80 -1
164   165 -1
204   206 -2
422   425 -3
356   358 -2
736   741 -5
1,214   1,269 -55
894   934 -40
427   447 -20
654   683 -29
958   1,002 -44
749   783 -34
1,294   1,353 -59
1,536   1,605 -69
4,146   4,335 -189
4,810   5,029 -219
4,809   5,028 -219
510   539 -29
887   938 -51
208   220 -12
453   480 -27
897   949 -52
173   183 -10
538   569 -31
402   425 -23
264   279 -15
585   618 -33
557   589 -32
1,635   1,754 -119
766   822 -56
393   422 -29
838   899 -61
83   90 -7
178   191 -13
210   225 -15
98   106 -8
989   1,061 -72
2,109   2,263 -154
3,080   3,172 -92
1,540   1,586 -46
812   836 -24
1,624   1,673 -49
673   693 -20
1,346   1,386 -40
488   502 -14
975   1,005 -30
865   891 -26
432   445 -13
708   730 -22
1,417   1,459 -42
455   468 -13
910   937 -27
629   648 -19
1,259   1,297 -38
518   534 -16
1,036   1,067 -31
571   588 -17
1,143   1,177 -34
713   734 -21
1,426   1,469 -43
648   657 -9
360   365 -5
188   190 -2
338   342 -4
255   259 -4
459   466 -7
198   200 -2
356   360 -4
40   40  
72   72  
44   45 -1
80   81 -1
42   43 -1
76   77 -1
44   45 -1
80   81 -1
345   350 -5
621   630 -9
47   47  
84   85 -1
413   418 -5
743   753 -10
109   111 -2
199   204 -5
117   120 -3
215   220 -5
65   67 -2
120   123 -3
84   86 -2
153   157 -4
64   66 -2
118   121 -3
102   104 -2
187   191 -4
145   149 -4
266   272 -6
255   262 -7
468   480 -12
827   847 -20
1,516   1,553 -37
850   871 -21
1,558   1,597 -39
978   1,002 -24
1,793   1,838 -45
170   169 1
80   80  
86   86  
183   182 1
84   84  
179   178 1
231   230 1
109   108 1
659   658 1
310   309 1
193   192 1
91   90 1
418   417 1
197   196 1
228   228  
485   484 1
101   101  
214   214  
84   84  
179   179  
209   208 1
443   442 1
9,480   9,287 193
4,490   4,399 91
497   493 4
273   270 3
415   411 4
228   226 2
31   31  
17   17  
30   29 1
16   16  
438   434 4
799   791 8
29   28 1
16   16  
29   29  
16   16  
235   233 2
129   128 1
282   280 2
155   153 2
28   28  
16   15 1
28   28  
16   15 1
386   398 -12
644   664 -20
549   566 -17
914   943 -29
314   324 -10
524   540 -16
257   265 -8
428   441 -13
111   114 -3
66   68 -2
302   312 -10
504   520 -16
234   241 -7
390   402 -12
81   84 -3
135   140 -5
301   311 -10
502   518 -16
94   97 -3
157   162 -5
217   224 -7
361   373 -12
116,134   134,698 -18,564
67,745   78,574 -10,829
121,133   133,898 -12,765
71,549   79,045 -7,496
76,376   19,454 56,922
24,800   6,322 18,478
485,055   120,858 364,197
812,430   202,428 610,002
4,147   4,627 -480
7,258   8,098 -840
4,100   4,627 -527
8,200   9,255 -1,055
28,837   32,815 -3,978
11,535   13,126 -1,591
31,447   32,164 -717
27,427   26,824 603
47,932   45,696 2,236
51,139   51,871 -732
103,551   103,742 -191
36,243   36,416 -173
75,354   74,964 390
25,118   25,125 -7
10,000   10,039 -39
30,000   30,000  
25,101   25,147 -46
20,080   20,044 36
Complete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l) Gains (Col. (h) gain minus
col. (k), but not less than -0-) or
Losses (from col.(h))
(i) F.M.V. as of 12/31/69 (j) Adjusted basis
as of 12/31/69 		(k) Excess of col. (i)
over col. (j), if any
a       -9,415
b       -5,231
c       -53,851
d       -87,846
e       60,703
      20,332
      -27
      -15
      -23
      -9
      -10
      -21
      -9
      -10
      -9
      -5
      -9
      17
      9
      12
      22
      6
      12
      13
      7
      10
      6
      15
      8
      11
      5
      1
      1
      1
      1
      62
      33
       
      1
      4
      9
      1
      1
      13
      28
      20
      10
       
       
      1
       
      1
      1
      32
      15
      19
      9
      9
      19
       
      1
      44
      19
      11
      24
      6
      15
      21
      8
      13
      6
      14
      6
      18
      8
      20
      9
      15
      7
      12
      6
      6
      14
      -16
      -7
      -7
      -15
      -6
      -11
      -9
      -4
      -8
      -4
      -9
      -4
      -9
      -4
      -9
      -5
      -9
      -4
      -10
      -5
      -5
      -10
      -32
      -12
      -9
      -27
      -12
      -34
      -25
      -9
      -22
      -8
      -13
      -5
      -7
      -2
      -24
      -8
      -6
      -16
      -7
      -19
      -4
      -11
      -12
      -24
      -13
      -26
      -14
      -29
      -12
      -26
      -24
      -11
      -18
      -8
      -10
      -20
      -11
      -22
      -11
      -23
      -10
      -19
      -12
      -25
      -5
      -4
      -4
      -4
      -3
      -3
      -4
      -3
      -5
      -6
      -4
      -1
      -3
      -1
      -2
      -1
      -2
      -1
       
      -1
       
      -2
      -1
      -3
      -1
      -3
      -2
      -4
      -8
      -10
      -4
      -4
      -9
      -2
      -4
      -1
      -2
      -1
      -2
      -1
      -2
      -2
      -1
      -1
      -2
      -1
      -3
      -1
      -4
      -3
      -7
      -5
      -9
      -8
      -4
      -38
      -6
      -4
      -4
      -23
      -6
      -19
      -21
      -43
      -21
      -55
      3
      2
      3
      7
      3
      2
      2
      3
      2
      -4
      -8
      -18
      -42
      -3
      -7
      -4
      -10
      -9
      -4
      -3
      -5
      -6
      -3
      -2
      -4
      -13
      -27
      -18
      -41
      -2
      -5
      -16
      -38
      -18
      -47
      -10
      -23
      -25
      -10
      -1
       
      -1
      -1
      -7
      -3
      -2
      -7
      -3
      -9
      -3
      -8
      -7
      -18
      -16
      -49
      -10
      -31
      -8
      -22
      -16
      -49
      -10
      -3
      -3
      -8
      -11
      -35
      -7
      -22
      -4
      -10
      -5
      -14
      -14
      -44
      -568
      -568
      -7
      -17
      -7
      -16
      -7
      -15
      -7
      -14
      -4
      -1
      -5
      -12
      -3
      -8
      -8
      -17
      -3
      -8
      -5
      -13
      -6
      -16
      -1
      -2
      -5
      -2
      -6
      -3
       
       
      -1
      -1
      -1
      -1
      -3
      -2
      -4
      -2
      -3
      -2
      -5
      -2
      -2
       
      -2
      -4
       
       
      -1
      -1
       
       
      -3
      -4
      -2
      -1
       
       
       
       
      -2
      -1
       
       
       
      -1
      -12
      -11
      -17
      -84
      -52
      -61
      -43
      -24
      -17
      -31
      -12
      -22
      -12
      -22
      -13
      -7
      -11
      -19
      -12
      -21
      -14
      -25
      -11
      -21
      -8
      -14
      -14
      -26
      -15
      -31
      -25
      -49
      -25
      -48
      -3
      -7
      -15
      -29
      -13
      -24
      -6
      -11
      -14
      -26
      -12
      -23
      -6
      -13
      -27
      -52
      -6
      -3
      -6
      -11
      -3
      -6
      -4
      -6
      -3
      -8
      -3
      -6
      -4
      -7
      -3
      -7
      -3
      -7
      -3
      -7
      -4
      -6
      1
      3
      1
      2
      1
      2
      5
      9
      17
      9
      1
      2
      8
      15
      1
      2
      5
      8
      12
      24
      6
      12
      -11
      -22
      -13
      -25
      -54
      -103
      -3
      -6
      -3
      -6
      -3
      -6
      -10
      -20
      -10
      -20
      -3
      -6
      -3
      -6
      -12
      -21
      -1
      -1
      -2
      -7
      -1
      -2
      -2
      -6
      -12
      -4
       
      -1
       
      -2
      -6
      -19
      -4
      -12
      -1
      -1
      -4
      -13
      -5
      -4
      -4
      -5
      -5
      -113
      -4
      -5
      -58
      -5
      -4
       
       
      -1
      -2
       
      -1
       
      -1
       
      -1
      -1
      -1
      -3
      -6
       
       
      -1
       
       
      -1
      -1
      -3
      99
      45
      32
      69
      27
      59
      24
      53
      39
      18
      19
      40
      21
      45
      23
      51
      19
      39
      21
      45
      27
      59
      3
      22
       
      2
      4
      22
      2
      14
      2
      10
      2
      12
       
      1
       
      2
      1
      10
      6
      33
      2
      13
      8
      18
      6
      13
      24
      52
      14
      31
      18
      38
       
      1
      5
      11
      19
      41
      7
      16
      6
      12
       
       
      -4
      -9
      -1
      -3
      -2
      -5
      -1
      -3
      -1
      -2
       
       
      -1
      -1
      -1
      -3
      -1
      -1
      -2
      -3
      -2
      -5
      -55
      -40
      -20
      -29
      -44
      -34
      -59
      -69
      -189
      -219
      -219
      -29
      -51
      -12
      -27
      -52
      -10
      -31
      -23
      -15
      -33
      -32
      -119
      -56
      -29
      -61
      -7
      -13
      -15
      -8
      -72
      -154
      -92
      -46
      -24
      -49
      -20
      -40
      -14
      -30
      -26
      -13
      -22
      -42
      -13
      -27
      -19
      -38
      -16
      -31
      -17
      -34
      -21
      -43
      -9
      -5
      -2
      -4
      -4
      -7
      -2
      -4
       
       
      -1
      -1
      -1
      -1
      -1
      -1
      -5
      -9
       
      -1
      -5
      -10
      -2
      -5
      -3
      -5
      -2
      -3
      -2
      -4
      -2
      -3
      -2
      -4
      -4
      -6
      -7
      -12
      -20
      -37
      -21
      -39
      -24
      -45
      1
       
       
      1
       
      1
      1
      1
      1
      1
      1
      1
      1
      1
       
      1
       
       
       
       
      1
      1
      193
      91
      4
      3
      4
      2
       
       
      1
       
      4
      8
      1
       
       
       
      2
      1
      2
      2
       
      1
       
      1
      -12
      -20
      -17
      -29
      -10
      -16
      -8
      -13
      -3
      -2
      -10
      -16
      -7
      -12
      -3
      -5
      -10
      -16
      -3
      -5
      -7
      -12
      -18,564
      -10,829
      -12,765
      -7,496
      56,922
      18,478
      364,197
      610,002
      -480
      -840
      -527
      -1,055
      -3,978
      -1,591
      -717
      603
      2,236
      -732
      -191
      -173
      390
      -7
      -39
       
      -46
      36
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 931,802
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see pages 13 and 17 of the instructions).
If (loss), enter -0- in Part I, line 8 . . . . . . . . . . . . . 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)

If section 4940(d)(2) applies, leave this part blank.
Was the foundation liable for the section 4942 tax on the distributable amount of any year in the base period?
If “Yes,” the foundation does not qualify under section 4940(e). Do not complete this part.
1 Enter the appropriate amount in each column for each year; see page 18 of the instructions before making any entries.
(a)
Base period years Calendar
year (or tax year beginning in) 		(b)
Adjusted qualifying distributions 		(c)
Net value of noncharitable-use assets 		(d)
Distribution ratio
(col. (b) divided by col. (c))
2010 1,272,965 24,787,805 0.051354
2009 1,226,903 22,221,476 0.055212
2008 986,333 25,892,621 0.038093
2007 1,551,833 29,535,751 0.052541
2006 1,518,724 27,501,615 0.055223
2 Total of line 1, column (d) ...................... 2 0.252423
3 Average distribution ratio for the 5-year base period—divide the total on line 2 by 5, or by
the number of years the foundation has been in existence if less than 5 years. . . 		3 0.050485
4 Enter the net value of noncharitable-use assets for 2011 from Part X, line 5..... 4 26,621,986
5 Multiply line 4 by line 3....................... 5 1,344,011
6 Enter 1% of net investment income (1% of Part I, line 27b)........... 6 15,842
7 Add lines 5 and 6......................... 7 1,359,853
8 Enter qualifying distributions from Part XII, line 4.............. 8 1,345,584
If line 8 is equal to or greater than line 7, check the box in Part VI, line 1b, and complete that part using a 1% tax rate. See
the Part VI instructions on page 18.
Form 990-PF (2011)
Form 990-PF (2011)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see page 18 of the instructions)
1a Bulletand enter “N/A” on line 1. Bracket
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b 1 31,684
hereBulletand enter 1% of Part I, line 27b...................
c All other domestic foundations enter 2% of line 27b. Exempt foreign organizations enter 4% of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2 0
3 Add lines 1 and 2............................ 3 31,684
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-). 4 0
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5 31,684
6 Credits/Payments:
a 2011 estimated tax payments and 2010 overpayment credited to 2011 6a 6,852
b Exempt foreign organizations—tax withheld at source....... 6b
c Tax paid with application for extension of time to file (Form 8868) 6c 0
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 6,852
8 Enter any penalty for underpayment of estimated tax. if Form 2220 is attached. 8 0
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......Bullet 9 24,832
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...Bullet 10  
11 Enter the amount of line 10 to be: Credited to 2012 estimated taxBullet   Refunded Bullet 11 0
Part VII-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes (see page 19 of
the instructions for definition)?............................
1b
 
No
If the answer is “Yes” to 1a or 1b, attach a detailed description of the activities and copies of any materials
published or distributed by the foundation in connection with the activities.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. bullet$   (2) On foundation managers.bullet$  
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.bullet$  
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If “Yes,” attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If “Yes,” attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?........
4a
 
No
b
If “Yes,” has it filed a tax return on Form 990-T for this year?...................
4b
 
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If “Yes,” attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
  • By language in the governing instrument, or
  • By state legislation that effectively amends the governing instrument so that no mandatory directions
    • that conflict with the state law remain in the governing instrument?................
    6
    Yes
     
    7
    Did the foundation have at least $5,000 in assets at any time during the year? If “Yes,” complete Part II, col. (c), and Part XV.
    7
    Yes
     
    8a
    Enter the states to which the foundation reports or with which it is registered (see page 19 of the
    instructions)bulletNC
    b
    If the answer is “Yes” to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney
    General (or designate) of each state as required by General Instruction G? If “No,” attach explanation .
    8b
    Yes
     
    9
    Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3)
    or 4942(j)(5) for calendar year 2011 or the taxable year beginning in 2011 (see instructions for Part XIV on
    page 27)? If “Yes,” complete Part XIV..........................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If “Yes,” attach a schedule listing their names and addresses.
    10
     
    No
    11
    At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
    meaning of section 512(b)(13)? If "Yes," attach schedule. (see page 20 of the instructions) .......
    11
     
    No
    12
    Did the foundation acquire a direct or indirect interest in any applicable insurance contract before August 17, 2008?
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbullet  
    14
    The books are in care ofbulletWELLS FARGO BANK NA Telephone no.bullet (336) 747-8161
    Located atbullet1 WEST 4TH STREETWINSTON SALEMNC ZIP+4bullet27101
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041.........bullet
    and enter the amount of tax-exempt interest received or accrued during the year ......bullet
    15  
    16
    At any time during calendar year 2011, did the foundation have an interest in or a signature or other authority over
    a bank, securities, or other financial account in a foreign country? .................
    16
     
    No
    See page 20 of the instructions for exceptions and filing requirements for Form TD F 90-22.1. If "Yes", enter the name of the foreign country bullet  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 5
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the “Yes” column, unless an exception applies.
    Yes
    No
    1a
    During the year did the foundation (either directly or indirectly):
    (1) Engage in the sale or exchange, or leasing of property with a disqualified person?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?.........................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (5) Transfer any income or assets to a disqualified person (or make any of either available
    for the benefit or use of a disqualified person)?.................
    (6) Agree to pay money or property to a government official? (Exception. Check “No”
    if the foundation agreed to make a grant to or to employ the official for a period
    after termination of government service, if terminating within 90 days.).........
    b
    If any answer is “Yes” to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
    section 53.4941(d)-3 or in a current notice regarding disaster assistance (see page 20 of the instructions)?...
    1b
     
    No
    .........bullet
    c
    Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
    that were not corrected before the first day of the tax year beginning in 2011?.............
    1c
     
    No
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2011, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2011?...............
    If “Yes,” list the years bullet20, 20, 20, 20
    b
    Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
    (relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
    to all years listed, answer “No” and attach statement—see page 20 of the instructions.) .........
    2b
     
    No
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business
    enterprise at any time during the year?.....................
    b
    If “Yes,” did it have excess business holdings in 2011 as a result of (1) any purchase by the foundation
    or disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved
    by the Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3)
    the lapse of the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine
    if the foundation had excess business holdings in 2011.)....................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
    charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2011?
    4b
     
    No
    5a
    During the year did the foundation pay or incur any amount to:
    (1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?...............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 509(a)(1), (2), or (3), or section 4940(d)(2)? (see page 22 of the instructions)...
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?........
    b
    If any answer is “Yes” to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
    Regulations section 53.4945 or in a current notice regarding disaster assistance (see page 22 of the instructions)?
    5b
     
     
    .........bullet
    c
    If the answer is “Yes” to question 5a(4), does the foundation claim exemption from the
    tax because it maintained expenditure responsibility for the grant?............
    If “Yes,” attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay
    premiums on a personal benefit contract?....................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?....
    6b
     
    No
    If “Yes” to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 6
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors
    1 List all officers, directors, trustees, foundation managers and their compensation (see page 22 of the instructions).
    (a) Name and address (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation
     (If not paid, enter
    -0-)     		(d) Contributions to
    employee benefit plans
    and deferred compensation     		(e) Expense account,
    other allowances
    Wells Fargo Bank Trustee
    40     		151,134    
    1525 W W T HARRIS BLVD
    CHARLOTTE,NC28288
    2 Compensation of five highest-paid employees (other than those included on line 1—see page 23 of the instructions).
    If none, enter “NONE.”
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet 0
    3 Five highest-paid independent contractors for professional services (see page 23 of the instructions). If none, enter "NONE".
    (a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation
    NONE
    Total number of others receiving over $50,000 for professional services.............bullet0
    Part IX-A
    Summary of Direct Charitable Activities
    List the foundation’s four largest direct charitable activities during the tax year. Include relevant statistical information such as the number of organizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses
    1
     
    2  
    3  
    4  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 7
    Part IX-B
    Summary of Program-Related Investments (see page 23 of the instructions)
    Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
    1  
    2  
    All other program-related investments. See page 24 of the instructions.
    3  
    Total. Add lines 1 through 3..........................bullet  
    Part X
    Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,
    see page 24 of the instructions.)
    1
    Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
    purposes:
    a
    Average monthly fair market value of securities...................
    1a
    26,305,555
    b
    Average of monthly cash balances.......................
    1b
    721,842
    c
    Fair market value of all other assets (see page 24 of the instructions)............
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    27,027,397
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) .............
    1e
    0
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
    0
    3
    Subtract line 2 from line 1d.........................
    3
    27,027,397
    4
    Cash deemed held for charitable activities. Enter 1 1⁄2% of line 3 (for greater amount, see page 25
    of the instructions) ...........................
    4
    405,411
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    26,621,986
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    1,331,099
    Part XI
    Distributable Amount bullet and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    1,331,099
    2a
    Tax on investment income for 2011 from Part VI, line 5......
    2a
    31,684
    b
    Income tax for 2011. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    31,684
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    1,299,415
    4
    Recoveries of amounts treated as qualifying distributions................
    4
    867
    5
    Add lines 3 and 4............................
    5
    1,300,282
    6
    Deduction from distributable amount (see page 25 of the instructions)...........
    6
    0
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII,
    line 1................................
    7
    1,300,282
    Part XII
    Qualifying Distributions (see page 25 of the instructions)
    1
    Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
    a
    Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
    1a
    1,345,584
    b
    Program-related investments—total from Part IX-B..................
    1b
    0
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes...............................
    2
    0
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
    0
    b
    Cash distribution test (attach the required schedule) .................
    3b
    0
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    1,345,584
    5
    Foundations that qualify under section 4940(e) for the reduced rate of tax on net investment
    income. Enter 1% of Part I, line 27b (see page 26 of the instructions)............
    5
    0
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    1,345,584
    Note: The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundation qualifies for
    the section 4940(e) reduction of tax in those years.
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 8
    Part XIII
    Undistributed Income (see page 26 of the instructions)
    (a)
    Corpus     		(b)
    Years prior to 2010     		(c)
    2010     		(d)
    2011
    1 Distributable amount for 2011 from Part XI, line 7 1,300,282
    2 Undistributed income, if any, as of the end of 2011:
    a Enter amount for 2010 only....... 1,054,818
    b Total for prior years:20, 20, 20 0
    3 Excess distributions carryover, if any, to 2011:
    a From 2006....... 0
    b From 2007....... 0
    c From 2008....... 0
    d From 2009....... 0
    e From 2010....... 0
    fTotal of lines 3a through e......... 0
    4Qualifying distributions for 2011 from Part
    XII, line 4: bullet$ 1,345,584
    a Applied to 2010, but not more than line 2a 1,054,818
    b Applied to undistributed income of prior years
    (Election required—see page 26 of the instructions)    		 0
    c Treated as distributions out of corpus (Election
    required—see page 26 of the instructions)...     		0
    d Applied to 2011 distributable amount..... 290,766
    e Remaining amount distributed out of corpus 0
    5 Excess distributions carryover applied to 2011. 0 0
    (If an amount appears in column (d), the
    same amount must be shown in column (a).)
    6Enter the net total of each column as
    indicated below:
    a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5 0
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ...........     		0
    c Enter the amount of prior years’ undistributed
    income for which a notice of deficiency has
    been issued, or on which the section 4942(a)
    tax has been previously assessed......     		0
    d Subtract line 6c from line 6b. Taxable
    amount—see page 27 of the instructions ...     		0
    e Undistributed income for 2010. Subtract line
    4a from line 2a. Taxable amount—see page 27
    of the instructions ...........     		0
    f Undistributed income for 2011. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2011 ..........     		1,009,516
    7 Amounts treated as distributions out of
    corpus to satisfy requirements imposed by
    section 170(b)(1)(F) or 4942(g)(3) (see page 27
    of the instructions) ...........     		0
    8Excess distributions carryover from 2006 not
    applied on line 5 or line 7 (see page 27 of the
    instructions) .............     		0
    9Excess distributions carryover to 2012.
    Subtract lines 7 and 8 from line 6a ......     		0
    10 Analysis of line 9:
    a Excess from 2007.... 0
    b Excess from 2008.... 0
    c Excess from 2009.... 0
    d Excess from 2010.... 0
    e Excess from 2011.... 0
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 9
    Part XIV
    Private Operating Foundations (see page 27 of the instructions and Part VII-A, question 9)
    1a If the foundation has received a ruling or determination letter that it is a private operating
    foundation, and the ruling is effective for 2011, enter the date of the ruling.......bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2011 (b) 2010 (c) 2009 (d) 2008
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used directly
    for active conduct of exempt activities ....     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets” alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment” alternative test— enter 2⁄3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support” alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the organization had $5,000 or more in
    assets at any time during the year—see page 27 of the instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number of the person to whom applications should be addressed:
    John Wesley and Anna Hodgin Hanes
    1 West 4th Street 2nd floor
    Winston Salem,NC27101
    (336) 747-8161
    bThe form in which applications should be submitted and information and materials they should include:
    None
    cAny submission deadlines:
    None
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    None
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 10
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    RiverRun International Film
    Festival
    305 WEST 4TH STREET 1A
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 10,000
    Salvation Army National Headquarter
    POST OFFICE BOX 269
    Alexandria,VA22313     		NONE PUBLIC CHARITY CONTRIBUTIONS 30,000
    NC Museum of Art Fdn Inc
    4830 MAIL SERVICE CENTER
    Raleigh,NC27607     		NONE PUBLIC CHARITY CONTRIBUTION 200,000
    United Way of Forsyth County
    301 NORTH MAIN STREET SUITE 1700
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTIONS 50,000
    Yadlin Riverkeeper Inc
    308 PATTERSON AVENUE
    WinstonSalem,NC27012     		NONE PUBLIC CHARITY CONTRIBUTION 5,000
    Authoring Action
    411 WEST FOURTH STREET SUITE 101C
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 10,000
    Yadkin Arts Council Inc
    POST OFFICE BOX 667
    Yadkinville,NC27055     		NONE PUBLIC CHARITY CONTRIBUTION 50,000
    American Natl Red Cross
    690 COLISEUM DRIVE
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTION 5,000
    Bookmarks
    PO BOX 11867
    WinstonSalem,NC27116     		NONE PUBLIC CHARITY CONTRIBUTION 10,000
    The Arts Council of WS and
    Forsyth County
    305 W FOURTH STREET SUITE 1C
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 125,000
    Boys Scouts of America-Old Hickory
    Council
    6600 SILAS CREEK PARKWAY
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTION 20,000
    YMCA of Northwest NC
    301 NORTH MAIN STREET SUITE 1900
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 20,000
    Catawba College
    2300 WEST INNES STREET
    Salisbury,NC28144     		NONE PUBLIC CHARITY CONTRIBUTIONS 5,000
    The Childrens Home Inc
    1001 REYNOLDA ROAD
    Winston Salem,NC27104     		NONE PUBLIC CHARITY CONTRIBUTION 20,000
    Summit School
    2100 REYNOLDA ROAD
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTIONS 80,000
    YWCA
    1201 GLADE STREET
    WinstonSalem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 50,000
    The Centers for Exceptional
    Children Family network
    2315 COLISEUM DRIVE
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTION 5,000
    Penland School of Crafts Inc
    P O BOX 37
    Penland,NC28765     		NONE PUBLIC CHARITY CONTRIBUTION 40,000
    Moravian Music Foundation Inc
    457 SOUTH CHURCH STREET
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTIONS 5,000
    Secca Fountation
    750 MARGUERITE DRIVE
    WinstonSalem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTION 25,000
    Winston Salem Symphony Assoc
    201 NORTH BROAD ST SUITE 200
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTIONS 20,000
    Winston Salem Rescue Mission
    718 TRADE STREET
    WinstonSalem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 25,000
    Senior Services Inc
    2895 SHOREFAIR DRIVE
    Winston Salen,NC27105     		NONE PUBLIC CHARITY CONTRIBUTIONS 35,000
    NC Center for Public Policy
    Research Inc
    PO BOX 430
    Raleigh,NC27602     		NONE PUBLIC CHARITY CONTRIBUTION 8,000
    Enrichment Center
    1006 S MARSHALL STREET
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 5,000
    Samaritian Ministries
    1243 PATTERSON AVENUE
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTIONS 50,000
    Sherherd's Center of Greater
    Winston Salem Inc
    1700 EBERT STREET
    Winston Salem,NC27103     		NONE PUBLIC CHARITY CONTRIBUTIONS 10,000
    Lewisville Historical Society
    PO BOX 242
    Lewisville,NC27023     		NONE PUBLIC CHARITY CONTRIBUTION 5,000
    North Carolina Pottery Center Inc
    POST OFFICE BOX 531
    Seagrove,NC27341     		NONE PUBLIC CHARITY CONTRIBUTION 15,300
    New Winston Museum
    110 THOMAS STREET
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 28,333
    Childrens Museum of WS
    390 SOUTH LIBERTY STREET
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 10,000
    Winston Salem Inds for the Blind
    7730 NORTH POINT DR
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTIONS 25,000
    Helen Simoneau Danse
    C/O WS Foundation
    2564 ROBINHOOD ROAD
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTION 8,000
    Experiment in Self Reliance
    PO BOX 135
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 25,000
    University of NC School of the Arts
    Foundation Inc
    1533 SOUTH MAIN STREET
    Winston Salem,NC27127     		NONE PUBLIC CHARITY CONTRIBUTION 166,667
    Forsyth Jail and Prison Ministries
    P O BOX 11802
    Winston Salem,NC27116     		NONE PUBLIC CHARITY CONTRIBUTION 20,000
    Ashe County Arts Council Inc
    303 SCHOOL AVENUE
    West Jefferson,NC28694     		NONE PUBLIC CHARITY CONTRIBUTION 2,500
    Conservation Trust for North
    Carolina
    1028 WASHINGTON STREET
    Raleigh,NC27605     		NONE PUBLIC CHARITY CONTRIBUTION 20,000
    Leadership Winston Salem
    501 N CLEVELAND AVE SUITE 111
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 2,000
    Piedmont Opera
    235 NORTH CHERRY STREET SUITE 100
    Winston Salem,NC27101     		NONE PUBLIC CHARITY CONTRIBUTION 5,000
    Libforall Foundation
    3524 YADKINVILLE ROAD 357
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTION 50,000
    Winston Salem Street School
    415 W CLEMMONSVILLE ROAD
    Winston Salem,NC27106     		NONE PUBLIC CHARITY CONTRIBUTIONS 2,000
    Alban Elved Dance Co
    205 N 15TH STREET
    Wilmington,NC28401     		NONE PUBLIC CHARITY CONTRIBUTION 5,000
    Total .................................bullet 3a 1,307,800
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 11
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See page 28 of
    the instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3Interest on savings and temporary cash investments          
    4 Dividends and interest from securities....     14 772,592  
    5 Net rental income or (loss) from real estate:
    aDebt-financed property......          
    bNot debt-financed property.....          
    6Net rental income or (loss) from personal property          
    7 Other investment income.....          
    8Gain or (loss) from sales of assets other than inventory     18 931,802  
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue: aRECOVERY     01 867  
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   1,705,261  
    13Total. Add line 12, columns (b), (d), and (e)..................
    131,705,261
    (See worksheet in line 13 instructions on page 28 to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to
    the accomplishment of the organization’s exempt purposes (other than by providing funds for such purposes). (See
    page 28 of the instructions.)
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 12
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section
    Yes
    No
    501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash...................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements...........................
    1b(4)
     
    No
    (5) Loans or loan guarantees.............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is “Yes,” complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.
    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) of the Code (other than section 501(c)(3)) or in section 527?...........
    b
    If “Yes,” complete the following schedule.
    (a) Name of organization (b) Type of organization (c) Description of relationship
    SignHere
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer or fiduciary) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    Signature of officer or trustee Date Title
    PaidPreparersUseOnly Preparer's SignatureBullet Date PTIN
    Firm's namebullet



    Firm's addressbullet







         		Firm's EINbullet
    Phone no.
    Form 990-PF (2011)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2011 InvestmentsCorpBondsSchedule
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    Name of Bond End of Year Book Value End of Year Fair Market Value
    002824AW0 ABBOTT LABS 4.125 9,995 11,086
    06050TJZ6 BANK OF AMERICA 6.00    
    06406HBE8 BANK NY MELLON 4.950 25,021 25,921
    12189TBC7 BURLINGTN NORTH SANT 19,965 22,446
    17313UAE9 CITIGROUP INC 2.125 60,245 60,400
    20030NBB6 COMCAST CORP 6.400 27,976 31,077
    25179MAG8 DEVON ENERGY 5.625 10,235 10,904
    36962G3H5 GENERAL ELEC 5.625 15,120 16,602
    36962GXZ2 GENERAL ELEC 6.750 24,655 23,419
    38143UAB7 GOLDMAN SACHS 5.150 25,139 25,476
    437076AP7 HOME DEPOT 5.400 18,930 23,099
    459200GJ4 IBM CORP 5.700 32,902 42,381
    46625HDF4 JPMORGAN CHASE 5.150 19,553 21,228
    50075NBA1 KRAFT FOODS 5.375 14,876 17,308
    565849AD8 MARATHON OIL 6.000 6,245 6,981
    58013MEC4 MCDONALDS CORP 6.300 8,983 13,974
    61746SBR9 MORGAN STANLEY 5.375 19,915 19,543
    637432CU7 NATL RURAL UTIL 7.25 19,667 17,179
    652478AH1 NEWS AMER HLDG 9.250    
    652482BG4 NEWS AMER INC 5.300 5,029 5,446
    10138MAH8 PEPSI BOTTLING 6.950 24,948 28,101
    742718DF3 PROCTER GAMBLE 5.550 24,680 33,204
    78387GAM5 SBC COMMUNICATN 6.45 14,710 18,042
    87236YAA6 TD AMERITRADE 5.600 19,972 21,625
    904764AJ6 UNILEVER CAPITL 3.65 37,756 37,253
    91324PBM3 UNITEDHEALTH 3.875 14,795 15,931
    931142BF9 WALMART STORES 7.550 31,107 36,507
    931142BT9 WALMART STORES 4.550 16,457 15,832
    25468PCE4 WALT DISNEY CO 5.625 26,127 29,613
    002824AW0 ABBOTT LABS 4.125 9,995 11,086
    06050TJZ6 BANK OF AMERICA 6.00    
    06406HBE8 BANK NY MELLON 4.950 50,041 51,843
    12189TBC7 BURLINGTN NORTH SANT 34,939 39,280
    17313UAE9 CITIGROUP INC 2.125 130,531 130,867
    20030NBB6 COMCAST CORP 6.400 61,547 68,368
    25179MAG8 DEVON ENERGY 5.625 20,470 21,808
    369550AK4 GENERAL DYNAMIC 4.25 9,401 10,488
    36962G3H5 GENERAL ELEC 5.625 35,280 38,737
    36962GXZ2 GENERAL ELEC 6.750 43,147 40,983
    38143UAB7 GOLDMAN SACHS 5.150 50,279 50,952
    437076AP7 HOME DEPOT 5.400 28,395 34,649
    459200GJ4 IBM CORP 5.700 61,104 78,707
    46625HDF4 JPMORGAN CHASE 5.150 39,106 42,455
    50075NBA1 KRAFT FOODS 5.375 39,670 46,154
    565849AD8 MARATHON OIL 6.000 12,491 13,962
    58013MEC4 MCDONALDS CORP 6.30 17,966 27,948
    61746SBR9 MORGAN STANLEY 5.375 49,788 48,857
    637432CU7 NATL RURAL UTIL 7.25 34,604 30,315
    652478AH1 NEWS AMER HLDGS 9.25    
    652482BG4 NEWS AMER INC 5.300 10,058 10,891
    674599BV6 OCCIDENTAL PETE 6.75    
    10138MAH8 PEPSI BOTTLING 6.950 49,897 56,201
    742718DF3 PROCTER GAMBLE 5.550 44,424 59,767
    78387GAM5 SBC COMMUNICAT 6.450 29,421 36,084
    87236YAA6 TD AMERITRADE 5.600 39,945 43,250
    904764AJ6 UNILEVER CAPITL 3.65 70,118 69,183
    91324PBM3 UNITEDHEALTH 3.875 34,521 37,172
    931142BF9 WALMART STORES 7.550 62,213 73,013
    931142BT9 WALMART STORES 4.550 43,884 42,218
    25468PCE4 WALT DISNEY CO 5.625 62,704 71,070
    031162BF6 AMGEN INC 29,982 30,205
    539830AT6 LOCKHEED MARTIN CORP 26,378 26,591
    031162BF6 AMGEN INC 74,955 75,512
    172967EM9 CITIGROUP INC 54,843 53,362
    487836BD9 KELLOGG CO 39,166 42,335
    539803AT6 LOCKHEED MARTIN CORP 47,480 47,864
    88732JAL2 TIME WARNER CABLE IN 57,030 59,386

    TY 2011 InvestmentsCorpStockSchedule
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    Name of Stock End of Year Book Value End of Year Fair Market Value
    36158YFT1 GE CAP COM MTG 5.349    
    46625YP64 JPMORGAN CHASE 5.475    
    46630JAC3 JPMORGAN CHASE 5.420    
    94985D632 WELLS FARGO FD #4118    
    437076102 HOME DEPOT INC 160,751 258,546
    254687106 WALT DISNEY CO 118,813 212,625
    194162103 COLGATE PALMOLIVE CO 24,037 313,941
    423074103 HEINZ H J CO 166,598 245,288
    494368103 KIMBERLY CLARK CORP 183,877 328,666
    713448108 PEPSICO INC 46,129 208,472
    742718109 PROCTER & GAMBLE CO 117,639 217,475
    166764100 CHEVRON CORP 69,081 169,282
    20825C104 CONOCOPHILLIPS 38,705 44,815
    30231G102 EXXON MOBIL CORP 116,530 156,806
    064058100 BANK NY MELLON CORP    
    060505104 BANK OF AMERICA 94,404 16,485
    38141G104 GOLDMAN SACHS GROUP 225,448 90,430
    46625H100 JP MORGAN CHASE & CO 166,891 148,794
    002824100 ABBOTT LABS 46,101 213,843
    071813109 BAXTER INTL INC 34,780 86,590
    110122108 BRISTOL MYERS SQUIBB 128,721 174,579
    478160104 JOHNSON & JOHNSON 94,026 228,415
    149123101 CATERPILLAR INC 97,211 226,500
    369604103 GENERAL ELECTRIC CO 9,116 139,949
    450911102 ITT CORP    
    696429307 PALL CORP 108,363 327,241
    913017109 UNITED TECHNOLOGIES 106,922 284,247
    88579Y101 3M CO 24,811 105,595
    17275R102 CISCO SYSTEMS INC 42,719 121,208
    413875105 HARRIS CORP DEL    
    458140100 INTEL CORP 48,590 160,050
    459200101 IBM CORP 94,836 358,566
    594918104 MICROSOFT CORP 292,867 232,835
    882508104 TEXAS INSTRUMENTS 147,636 195,095
    263534109 DU PONT DE NEMOURS 138,607 138,256
    549271104 LUBRIZOL CORP    
    00206R102 AT&T INC 83,907 80,438
    92343V104 VERIZON COMMUNICAT 97,647 96,128
    743263105 PROGRESS ENERGY INC 116,238 154,671
    088606108 BHP BILLITON LTD ADR    
    136375102 CANADIAN NATL RR    
    806857108 SCHLUMBERGER LTD    
    729251108 PLUM CREEK TIMBER CO    
    36158YFT1 GE CAP COM MTG 5.349    
    46625YP64 JPMORGAN CHASE 5.475    
    46630JAC3 JPMORGAN CHASE 5.420    
    94985D632 WELLS FARGO FD #4118    
    437076102 HOME DEPOT INC 101,286 162,905
    254687106 WALT DISNEY CO 188,601 337,500
    194162103 COLGATE PALMOLIVE CO 37,293 487,080
    423074103 HEINZ H J CO 323,096 456,584
    494368103 KIMBERLY CLARK CORP 110,529 200,083
    713448108 PEPSICO INC 81,277 350,925
    742718109 PROCTER & GAMBLE CO 190,727 354,630
    166764100 CHEVRON CORP 110,002 269,511
    20825C104 CONOCOPHILLIPS 186,915 216,424
    30231G102 EXXON MOBIL CORP 192,432 258,942
    064058100 BANK NY MELLON CORP    
    060505104 BANK OF AMERICA 318,393 55,600
    46625H100 JPMORGAN CHASE & CO 286,982 258,120
    002824100 ABBOTT LABS 76,856 355,542
    071813109 BAXTER INTL INC 52,567 130,875
    110122108 BRISTOL MYERS SQUIBB 219,326 291,223
    478160104 JOHNSON & JOHNSON 157,254 381,217
    149123101 CATERPILLAR INC 174,435 406,432
    369604103 GENERAL ELECTRIC CO 15,043 230,949
    450911102 ITT CORP    
    696429307 PALL CORP 174,948 528,409
    913017109 UNITED TECHNOLOGIES 173,409 460,906
    88579Y101 3M CO 65,368 278,209
    17275R102 CISCO SYSTEMS INC 69,508 196,656
    413875105 HARRIS CORP DEL    
    458140100 INTEL CORP 80,430 259,718
    459200101 IBM CORP 145,901 551,640
    594918104 MICROSOFT CORP 498,568 399,265
    822508104 TEXAS INSTRUMENTS 240,332 317,852
    263534109 DU PONT DE NEMOURS 224,886 223,864
    549271104 LUBRIZOL CORP    
    00206R102 AT&T INC 283,897 272,160
    92343V104 VERIZON COMMUNICAT 162,201 159,678
    743263105 PROGRESS ENERGY INC 189,661 252,370
    088606108 BHP BILLITON LTD ADR    
    136375102 CANADIAN NATL RR    
    806857108 SCHLUMBERGER LTD    
    729251108 PLUM CREEK TIMBER CO    
    000375204 ABB LTD - ADR    
    50075N104 KRAFT FOODS INC 174,418 187,734
    65339F101 NEXTERA ENERGY INC 87,116 94,973
    89353D107 TRANSCANADA CORP    
    50075N104 KRAFT FOODS INC 324,274 348,942
    65339F101 NEXTERA ENERGY INC 161,577 176,248

    TY 2011 InvestmentsGovtObligationsSch
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    US Government Securities - End of Year Book Value:

    4,159,187
    US Government Securities - End of Year Fair Market Value:

    4,469,207
    State & Local Government Securities - End of Year Book Value:


     
    State & Local Government Securities - End of Year Fair Market Value:


     


    TY 2011 InvestmentsOtherSchedule2
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    9WB056050 NORTHWESTERN MUT POL AT COST 1 28,886
    000375204 ABB LTD ADR AT COST 69,685 72,496
    088606108 BHP BILLITON LIMITED AT COST 90,546 336,340
    136375102 CANADIAN NATL RR AT COST 77,174 380,152
    36158YFT1 GE CAP COML MTG CORP AT COST 39,688 40,934
    46625YP64 J P MORGAN CHASE COM AT COST 18,663 22,001
    46630JAC3 JP MORGAN CHASE COMM AT COST 39,597 43,242
    729251108 PLUM CREEK TIMBER AT COST 135,738 161,522
    806857108 SCHLUMBERGER LTD AT COST 147,438 149,599
    89353D107 TRANSCANADA CORP AT COST 63,365 63,322
    94985D632 WELLS FARGO ADVTG AT COST 100,000 94,203
    36158YFT1 GECAP COML MTG AT COST 83,787 86,416
    46625YP64 JP MORGAN CHASE COM AT COST 41,991 49,502
    46630JAC3 JP MORGAN CHASE AT COST 84,143 91,889
    94985D632 WELLS FARGO ADVTG AT COST 200,001 188,406
    000375204 ABB LTD-ADR AT COST 130,538 135,105
    088606108 BHP BILLITON LIMITED AT COST 147,322 547,241
    136375102 CANADIAN NATL AT COST 150,426 740,978
    806857108 SCHLUMBERGER LTD AT COST 273,282 276,656
    89353D107 TRANSCANADA CORP AT COST 109,250 109,175
    729251108 PLUM CREEK TIMBER CO AT COST 228,401 271,787

    TY 2011 OtherDecreasesSchedule
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    Description Amount
    MUTUAL FUND TAX EFFECTIVE DATE BEFORE TYE 385
    2011 ACCURED INT TAX EFFECTIVE 2012 818
    ACCRUED INTEREST POSTING 2011 NOT MATCHED TO INCOME 182
    SALES POSTING CURRENT TAX YEAR EFF PREVIOUS TAX YEAR 637
    ROUNDING 7


    TY 2011 OtherIncomeSchedule2
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
    RECOVERY 867 0  


    TY 2011 OtherIncreasesSchedule
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    Description Amount
    MUTUAL FUND POSTING DATE AFTER TYE 8,339
    2010 PURCHASE ACCURED INT TAX EFFECTIVE 2011 3,241
    ACCRETION POSTED 2011, BUT EFFECTIVE 2010 195
    POSITIVE COST BASIS ADJ TO US TREASURY BDS 551


    TY 2011 TaxesSchedule
    Name:
    TA JOHN W & ANNA H HANES FDN
    EIN: 56-6037589
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FOREIGN TAXES 4,954 4,954   0
    FEDERAL ESTIMATES - PRINCIPAL 6,057 0   0