MoneyGram 2011 Annual Report Download - page 163

Schedule 1.1(c) C−1 securities
Category CUSIP Par Value 12/31/2007 (a) Par Value 01/31/2008 (a) Par Value 03/31/2010 (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 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 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 3,380,322
FHR 2018 Z 3133TCJ74 1,483,856 1,465,299 924,045
FHR 2080 Z 3133TG3U1 5,174,843 5,117,437 3,235,550
FHR 2211 ZA 3133TNEQ3 4,145,362 4,093,653 2,835,071
FHR 2336 TB 3133986U8 2,990,710 2,802,165 454,577
FHR 2391 XG 31339LYF1 12,494,891 12,318,766 3,138,064
FHR 2466 DG 31392MM74 91,490 — —
FHR 2482 EJ 31392PQU2 10,143,625 10,005,887 4,328,762
FHR 2484 VB 31392PRK3 7,799,226 7,540,881 —
FHR 2532 A 31393FNV4 4,883,558 4,807,616 225,939
FHR 2539 TC 31393FXA9 25,000,000 25,000,000 15,178,517
FHR 2564 QC 31393LNU3 16,687,124 16,470,888 7,396,723
FHR 2574 PC 31393L2N2 43,317,106 40,912,072 —
FHR 2603 JP 31393PST2 6,313,823 6,210,745 222,955
FHR 2641 KC 31393WV63 6,348,949 6,257,238 3,683,483
FHR 2656 AC 31394HR86 7,092,716 7,081,975 4,614,663
FHR 2675 PB 31394J4P9 27,052,753 26,664,236 14,661,171
FHR 2691 LD 31394LDU3 17,090,000 17,090,000 9,743,272
FHR 2740 PC 31394P3P6 20,000,000 20,000,000 13,248,668
FHR 2793 GC 31394YG99 12,750,000 12,750,000 2,261,072
FHR 2793 GC 31394YG99 10,000,000 10,000,000 1,773,390
FHR 2807 JA 31395AM44 4,195,383 4,194,766 —
FHR 2878 QD 31395GKM3 20,000,000 20,000,000 6,964,592
FHR 3014 DW 31395XAD7 3,397,571 3,326,814 1,875,282
FN 725341 31402CZE5 14,349,101 14,153,804 8,792,043
FNR 02−77 QE 31392F4E4 25,000,000 25,000,000 15,721,536
FNR 1997−12 KB 31359NE64 573,745 572,197 440,808
FNR 1999−33 ZA 31359WKG5 6,700,618 6,638,305 4,277,996
FNR 2001−23 PG 31359S4D9 9,123,523 9,105,038 6,572,962
FNR 2001−31 VB 313920CB4 2,613,792 2,130,331 —
FNR 2001−63 TB 31392AUH9 4,468,244 4,389,351 44,601
FNR 2002−55 VL 31392EFY1 6,050,749 5,669,540 —
FNR 2003−41 PM 31393BD51 26,916,040 26,916,040 19,683,718
FNR 2003−97 WC 31393TNL6 20,136,482 20,136,482 15,194,213
FNR 2005−53 MB 31394DH60 29,884,512 29,884,512 25,787,188
FNR 2005−58 CW 31394EDC9 9,873,409 9,783,888 7,009,664
FNR 2007−10 VA 31396PNB3 11,511,731 11,420,679 8,886,656
GNR 1998−24 Z 3837H1B42 4,239,680 4,177,436 2,798,097
GNR 2000−26 PD 3837H4B79 98,833 94,741 —
GNR 2002−67 VB 38373VQX1 7,403,134 7,007,396 —
FHR 49 G 31340YRU5 645,266 635,324 391,511
FFCB 5 3/14 C 6/04 31331TWT4 12,000,000 — —
FHLMC 4.25 3/10 C 9/04 3128X2ZL2 20,000,000 — —
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 — —
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 — —
FNMA 4.3 3/10 C 6/04 3136F5HH7 20,000,000 — —
FNMA 4.6 9/10 C 12/04 3136F6EW5 30,735,000 — —
FNMA 5 2/12 C 5/04 3136F45M2 25,000,000 — —
FNMA 5 8/11 C 5/04 3136F46A7 6,785,000 — —
FNMA 5.25 1/13 C 7/03 3136F2J90 30,120,000 — —
FNMA 5.25% 1/13 C 4/04 3136F2P77 10,545,000 — —
FNMA 5.5 11/14 2/05 3136F6MW6 20,000,000 — —
Total C−1 securities $819,094,979 $603,730,361 $224,747,107 $802,713,079 $591,655,754
Investor Value / Par Value 98.0000% 98.0000%
(a) Par Values ($) and Investor Values ($) for illustrative purposes only
(b) Security was called or paid in full.