MoneyGram 2011 Annual Report Download - page 159

Schedule C
Category CUSIP
Par Value
(12/31/2007)
(a)
Par Value
(01/31/2008)
(a) Investor Value (12/31) (a) Investor Value (1/31) (a)
C−1
FHLB 4 3/09 C 4/04 3133X4VF5 $ 9,465,000 $ 9,465,000
FHLB 4 3/26/09 C 4/04 3133X4Q87 22,200,000 22,200,000
FHLB 4.02 12/10 C 9/03 31339X4E1 7,700,000 7,700,000
FHLB 6.125 12/29/14 3133XLGV9 10,390,000 10,390,000
FHLB 6.32 06/17 3133XLGE7 10,000,000 10,000,000
FHLMC 4.1 12/10 3128X1FX0 13,175,000 13,175,000
FHLMC 4.5 13 3134A4SA3 1,000,000 1,000,000
FHLMC 4.95 5/13 C 5/04 3128X1CT2 10,000,000 10,000,000
FNMA 0 07/05/14 TT3169600 8,000,000 8,000,000
FNMA 5 2/13 C 5/04 3136F3AJ5 10,000,000 10,000,000
FNMA 5.15 1/13 C 1/05 3136F2B56 3,000,000 3,000,000
FNMA 6 03/20/17 3136F8GW9 10,000,000 10,000,000
FNMA 6.25 08/15/16 3136F7U88 10,000,000 10,000,000
FHR 2006 ZB 3133TBQM5 4,968,134 4,919,859
FHR 2018 Z 3133TCJ74 1,483,856 1,465,299
FHR 2080 Z 3133TG3U1 5,174,843 5,117,437
FHR 2211 ZA 3133TNEQ3 4,145,362 4,093,653
FHR 2336 TB 3133986U8 2,990,710 2,802,165
FHR 2391 XG 31339LYF1 12,494,891 12,318,766
FHR 2466 DG 31392MM74 91,490 0
FHR 2482 EJ 31392PQU2 10,143,625 10,005,887
FHR 2484 VB 31392PRK3 7,799,226 7,540,881
FHR 2532 A 31393FNV4 4,883,558 4,807,616
FHR 2539 TC 31393FXA9 25,000,000 25,000,000
FHR 2564 QC 31393LNU3 16,687,124 16,470,888
FHR 2574 PC 31393L2N2 43,317,106 40,912,072
FHR 2603 JP 31393PST2 6,313,823 6,210,745
FHR 2641 KC 31393WV63 6,348,949 6,257,238
FHR 2656 AC 31394HR86 7,092,716 7,081,975
FHR 2675 PB 31394J4P9 27,052,753 26,664,236
FHR 2691 LD 31394LDU3 17,090,000 17,090,000
FHR 2740 PC 31394P3P6 20,000,000 20,000,000
FHR 2793 GC 31394YG99 12,750,000 12,750,000
FHR 2793 GC 31394YG99 10,000,000 10,000,000
FHR 2807 JA 31395AM44 4,195,383 4,194,766
FHR 2878 QD 31395GKM3 20,000,000 20,000,000
FHR 3014 DW 31395XAD7 3,397,571 3,326,814
FN 725341 31402CZE5 14,349,101 14,153,804
FNR 02−77 QE 31392F4E4 25,000,000 25,000,000
FNR 1997−12 KB 31359NE64 573,745 572,197
FNR 1999−33 ZA 31359WKG5 6,700,618 6,638,305
FNR 2001−23 PG 31359S4D9 9,123,523 9,105,038
FNR 2001−31 VB 313920CB4 2,613,792 2,130,331
FNR 2001−63 TB 31392AUH9 4,468,244 4,389,351
FNR 2002−55 VL 31392EFY1 6,050,749 5,669,540
FNR 2003−41 PM 31393BD51 26,916,040 26,916,040
FNR 2003−97 WC 31393TNL6 20,136,482 20,136,482
FNR 2005−53 MB 31394DH60 29,884,512 29,884,512
FNR 2005−58 CW 31394EDC9 9,873,409 9,783,888
FNR 2007−10 VA 31396PNB3 11,511,731 11,420,679
GNR 1998−24 Z 3837H1B42 4,239,680 4,177,436
GNR 2000−26 PD 3837H4B79 98,833 94,741
GNR 2002−67 VB 38373VQX1 7,403,134 7,007,396
FHR 49 G 31340YRU5 645,266 635,324
FFCB 5 3/14 C 6/04 31331TWT4 12,000,000 0
FHLMC 4.25 3/10 C 9/04 3128X2ZL2 20,000,000 0
FHLMC 5 3/13 C 9/04 3128X2C52 22,825,000 22,825,000
FHLMC 5.25 2/14 C 2/05 3128X2QV0 11,000,000 0
FNMA 4.01 8/09 C 8/04 3136F5CC3 9,230,000 9,230,000
FNMA 4.27 1/09 C 4/04 3136F4W83 22,915,000 0
FNMA 4.3 3/10 C 6/04 3136F5HH7 20,000,000 0
FNMA 4.6 9/10 C 12/04 3136F6EW5 30,735,000 0
FNMA 5 2/12 C 5/04 3136F45M2 25,000,000 0
FNMA 5 8/11 C 5/04 3136F46A7 6,785,000 0
FNMA 5.25 1/13 C 7/03 3136F2J90 30,120,000 0
FNMA 5.25% 1/13 C 4/04 3136F2P77 10,545,000 0
FNMA 5.5 11/14 2/05 3136F6MW6 20,000,000 0
Total C−1 $819,094,978 $603,730,361 $802,713,079 $591,655,754
Investor Value / Par Value 98.0000% 98.0000%
(a) Par Values ($) and Investor Values ($) for illustrative purposes only