Attached files
file | filename |
---|---|
10-Q - 10-Q - AMERICAN PHYSICIANS SERVICE GROUP INC | f10q093009.htm |
EX-31 - EXHIBIT 31.1 - AMERICAN PHYSICIANS SERVICE GROUP INC | exhibit311.htm |
EX-32 - EXHIBIT 32.2 - AMERICAN PHYSICIANS SERVICE GROUP INC | exhibit322.htm |
EX-32 - EXHIBIT 32.1 - AMERICAN PHYSICIANS SERVICE GROUP INC | exhibit321.htm |
EX-31 - EXHIBIT 31.2 - AMERICAN PHYSICIANS SERVICE GROUP INC | exhibit312.htm |
Exhibit 99.1
APSG Securities Held |
As Of 9/30/2009 |
CUSIP | Security Description | Par Value/ Shares |
| Book Value |
| Market Value | ||
|
|
|
|
|
|
|
|
|
Treasuries |
|
|
|
|
|
|
|
|
912795-Q6-1 | US Treasury Bill | 3,000,000 |
| $ | 2,999,064 |
| $ | 2,999,700 |
912827-7B-2 | US Treasury Note | 500,000 |
|
| 500,859 |
|
| 538,690 |
912828-EM-8 | US Treasury Note | 1,000,000 |
|
| 995,587 |
|
| 1,044,960 |
912828-FD-7 | US Treasury Note | 1,000,000 |
|
| 999,116 |
|
| 1,065,510 |
912828-FN-5 | US Treasury | 300,000 |
|
| 301,728 |
|
| 321,996 |
912828-FX-3 | US Treasury Note | 1,000,000 |
|
| 999,708 |
|
| 1,005,470 |
912828-GG-9 | US Treasury Note | 1,000,000 |
|
| 999,404 |
|
| 1,016,990 |
912828-GM-6 | US Treasury Note | 1,000,000 |
|
| 997,013 |
|
| 1,081,250 |
912828-GR-5 | US Treasury Note | 1,500,000 |
|
| 1,495,776 |
|
| 1,539,375 |
912828-GU-8 | US Treasury Note | 1,000,000 |
|
| 994,377 |
|
| 1,091,330 |
912828-HW-3 | US Treasury Inflation Protection | 11,900,000 |
|
| 11,778,873 |
|
| 12,097,763 |
|
|
|
|
|
|
|
|
|
| Total Treasuries: | 23,200,000 |
|
| 23,061,505 |
|
| 23,803,034 |
|
|
|
|
|
|
|
|
|
Agencies |
|
|
|
|
|
|
|
|
3128X7-U3-6 | FHLMC Agency Note NC | 1,000,000 |
|
| 1,020,914 |
|
| 1,026,330 |
3128X8-QT-2 | FHLMC Agency Note NC | 1,000,000 |
|
| 1,000,112 |
|
| 1,008,310 |
3128X8-QY-1 | FHLMC Agency Note NC | 2,500,000 |
|
| 2,507,185 |
|
| 2,526,525 |
3133XH-RK-0 | FHLB Agency Note NC | 1,000,000 |
|
| 988,509 |
|
| 1,076,250 |
3133XL-HQ-9 | FHLB Agency Note NC | 2,000,000 |
|
| 2,001,721 |
|
| 2,153,120 |
3133XT-GH-3 | FHLB Agency Note NC | 2,500,000 |
|
| 2,500,000 |
|
| 2,510,950 |
3133XT-L7-9 | FHLB Agency Note NC | 3,000,000 |
|
| 2,999,776 |
|
| 3,020,640 |
31359M-ZL-0 | FNMA Agency Note NC | 1,000,000 |
|
| 1,039,038 |
|
| 1,050,310 |
3137EA-BL-2 | FHLMC Agency Note NC | 1,000,000 |
|
| 1,013,131 |
|
| 1,018,490 |
31398A-TZ-5 | FNMA Agency Note NC | 1,000,000 |
|
| 1,014,983 |
|
| 1,023,750 |
|
|
|
|
|
|
|
|
|
| Total Agencies: | 16,000,000 |
|
| 16,085,369 |
|
| 16,414,675 |
|
|
|
|
|
|
|
|
|
Corporate Bonds |
|
|
|
|
|
|
|
|
001957-BC-2 | AT&T Corp. NC | 2,500,000 |
|
| 2,772,188 |
|
| 2,769,200 |
00209A-AE-6 | AT&T Wireless NC | 1,000,000 |
|
| 1,067,422 |
|
| 1,085,230 |
002819-AA-8 | Abbott Laboratories NC | 1,000,000 |
|
| 1,025,304 |
|
| 1,091,890 |
025537-AD-3 | American Electric Power NC | 500,000 |
|
| 510,460 |
|
| 509,905 |
026609-AM-9 | American Home Products S/U NC | 2,000,000 |
|
| 2,129,595 |
|
| 2,148,840 |
037735-CC-9 | Appalachian Power Co. | 1,000,000 |
|
| 1,020,254 |
|
| 1,019,100 |
05565Q-BL-1 | BC Capital Markets NC | 1,000,000 |
|
| 1,033,836 |
|
| 1,030,310 |
06050B-AG-6 | Bank of America Corp NC * | 1,000,000 |
|
| 1,006,918 |
|
| 1,014,030 |
064244-AA-4 | Bank of the West NC * | 1,000,000 |
|
| 1,011,711 |
|
| 1,017,310 |
079857-AG-3 | Bellsouth Cap Funding NC | 1,250,000 |
|
| 1,280,710 |
|
| 1,282,888 |
084664-AD-3 | Berkshire Hathaway Fin NC | 1,000,000 |
|
| 1,004,662 |
|
| 1,057,840 |
086516-AJ-0 | Best Buy Co. NC | 500,000 |
|
| 486,474 |
|
| 535,655 |
14912L-2Y-6 | Caterpillar Fin Serv Corp NC | 500,000 |
|
| 501,025 |
|
| 526,870 |
17290C-AB-2 | CitiGroup Inc. NC * | 1,000,000 |
|
| 1,000,780 |
|
| 1,006,620 |
17313Y-AB-7 | CitiGroup Funding Inc. NC * | 3,200,000 |
|
| 3,211,380 |
|
| 3,220,960 |
17313Y-AC-5 | Citigroup Funding, Inc. NC * | 3,000,000 |
|
| 2,996,739 |
|
| 3,009,630 |
CUSIP | Security Description | Par Value/ Shares |
| Book Value |
| Market Value | ||
|
|
|
|
|
|
|
|
|
Corporate Bonds (continued) |
|
|
|
|
|
|
| |
17314J-AN-3 | CitiBank NA NC * | 4,000,000 |
| $ | 4,014,863 |
| $ | 4,014,320 |
189054-AM-1 | Clorox Company | 1,220,000 |
|
| 1,231,746 |
|
| 1,231,932 |
191216-AK-6 | Coca-Cola Co. NC | 1,000,000 |
|
| 1,045,652 |
|
| 1,091,960 |
191219-BR-4 | Coca-Cola Enterprises Floater | 1,000,000 |
|
| 1,004,605 |
|
| 1,006,790 |
264399-EQ-5 | Duke Energy Corp. NC | 1,000,000 |
|
| 1,012,118 |
|
| 1,106,280 |
36962G-3F-9 | General Electric Cap Corp NC | 1,000,000 |
|
| 1,008,657 |
|
| 1,075,140 |
36967H-AG-2 | General Electric Cap Corp NC * | 3,500,000 |
|
| 3,530,989 |
|
| 3,537,590 |
377372-AC-1 | GlaxoSmithKline Cap Inc. NC | 1,000,000 |
|
| 1,004,779 |
|
| 1,074,330 |
38146F-AF-8 | Goldman Sachs Group Inc. NC * | 4,000,000 |
|
| 4,033,159 |
|
| 4,039,880 |
38146F-AH-4 | Goldman Sachs Group Inc. NC * | 2,500,000 |
|
| 2,522,005 |
|
| 2,530,050 |
478160-AQ-7 | Johnson & Johnson NC | 1,500,000 |
|
| 1,592,912 |
|
| 1,685,580 |
481247-AG-9 | JPMorgan Chase & Co. NC * | 3,500,000 |
|
| 3,531,232 |
|
| 3,538,255 |
481247-AK-0 | JPMorgan Chase & Co. NC * | 1,000,000 |
|
| 1,009,033 |
|
| 1,017,110 |
487836-AS-7 | Kellogg Company NC | 1,000,000 |
|
| 1,067,173 |
|
| 1,071,730 |
53079E-AS-3 | Liberty Mutual Group | 200,000 |
|
| 208,674 |
|
| 195,182 |
594918-AC-8 | Microsoft Corporation NC | 1,000,000 |
|
| 991,638 |
|
| 1,029,580 |
61757U-AB-6 | Morgan Stanley NC * | 2,000,000 |
|
| 2,075,415 |
|
| 2,080,560 |
61757U-AF-7 | Morgan Stanley NC * | 3,800,000 |
|
| 3,858,759 |
|
| 3,861,560 |
713448-BK-3 | Pepsico Inc. | 1,000,000 |
|
| 1,006,146 |
|
| 1,041,210 |
718507-BQ-8 | ConocoPhillips NC | 1,250,000 |
|
| 1,313,844 |
|
| 1,319,575 |
72447X-AA-5 | Pitney Bowes Inc MTN NC | 1,000,000 |
|
| 960,534 |
|
| 1,042,960 |
742718-DM-8 | Procter & Gamble Co. NC | 1,000,000 |
|
| 999,748 |
|
| 1,024,090 |
806605-AJ-0 | Schering-Plough NC | 1,000,000 |
|
| 1,084,641 |
|
| 1,115,560 |
846042-AA-7 | Sovereign Bank NC * | 1,000,000 |
|
| 1,025,007 |
|
| 1,029,290 |
86801B-AB-1 | Suntrust Bank NC * | 2,500,000 |
|
| 2,576,558 |
|
| 2,588,125 |
881609-AQ-4 | Tesoro Corp. NC | 1,000,000 |
|
| 965,069 |
|
| 980,000 |
931422-AD-1 | Walgreen Co. NC | 1,000,000 |
|
| 1,013,885 |
|
| 1,077,940 |
|
|
|
|
|
|
|
|
|
| Total Corporates: | 66,420,000 |
|
| 67,748,298 |
|
| 68,732,856 |
|
|
|
|
|
|
|
|
|
| * These Bonds are FDIC Insured and have a AAA rating |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Municipal Bonds |
|
|
|
|
|
|
|
|
012122-3E-5 | Albany Cnty NY GO CC | 1,000,000 |
|
| 986,407 |
|
| 1,054,410 |
017086-EA-3 | Allegany Cnty NY GO DC | 1,070,000 |
|
| 1,079,255 |
|
| 1,130,273 |
121403-WL-9 | Burleson ISD TX GO NC | 1,960,000 |
|
| 1,991,578 |
|
| 2,173,581 |
145610-FF-3 | Carrollton TX GO CC | 250,000 |
|
| 255,900 |
|
| 266,878 |
162375-3G-2 | Chattanooga TN GO CC SNK | 1,060,000 |
|
| 1,036,554 |
|
| 1,106,174 |
199491-YQ-8 | Columbus OH GO CC | 1,900,000 |
|
| 1,858,906 |
|
| 1,997,375 |
234685-HL-2 | Dallas Cnty TX GO CC | 1,500,000 |
|
| 1,547,448 |
|
| 1,668,960 |
245176-BW-1 | Del Mar College TX GO CC | 500,000 |
|
| 490,901 |
|
| 513,930 |
373028-PV-5 | Georgetown TX GO CC | 410,000 |
|
| 414,671 |
|
| 443,579 |
386137-4G-5 | Grand Prairie TX GO CC | 345,000 |
|
| 339,111 |
|
| 355,336 |
40727E-S5-7 | Hamilton Cnty OH GO CC | 1,205,000 |
|
| 1,192,960 |
|
| 1,271,504 |
40727E-T9-8 | Hamilton Cnty OH GO CC | 500,000 |
|
| 501,336 |
|
| 542,435 |
442330-T6-3 | Houston TX GO CC | 1,000,000 |
|
| 1,023,014 |
|
| 1,061,930 |
442403-BV-2 | Houston ISD TX GO CC | 1,000,000 |
|
| 969,764 |
|
| 1,065,700 |
478718-ZH-5 | Johnson Cnty USD KS GO CC | 1,000,000 |
|
| 938,352 |
|
| 1,066,430 |
514282-QB-1 | Lancaster PA GO NC | 1,005,000 |
|
| 1,109,115 |
|
| 1,133,901 |
528828-SJ-6 | Lewisville ISD TX GO CC | 1,000,000 |
|
| 954,426 |
|
| 1,059,090 |
542264-BP-0 | Lone Star College TX GO NC | 500,000 |
|
| 511,580 |
|
| 515,550 |
CUSIP | Security Description | Par Value/ Shares |
| Book Value |
| Market Value | ||
|
|
|
|
|
|
|
|
|
Municipal Bonds (continued) |
|
|
|
|
|
|
| |
542264-BQ-8 | Lone Star College TX GO NC | 500,000 |
| $ | 525,599 |
| $ | 529,640 |
581663-4F-5 | McKinney ISD TX GO CC | 1,000,000 |
|
| 1,108,177 |
|
| 1,159,780 |
590759-N5-1 | Mesquite ISD TX GO CC | 1,065,000 |
|
| 1,088,473 |
|
| 1,155,014 |
642169-5J-1 | New Bedford MA GO NC | 1,600,000 |
|
| 1,674,694 |
|
| 1,791,952 |
667027-A2-2 | Northside ISD TX GO CC | 1,000,000 |
|
| 969,097 |
|
| 1,066,430 |
667825-TW-3 | Northwest ISD TX GO CC | 1,000,000 |
|
| 1,064,348 |
|
| 1,152,700 |
702333-N5-0 | Pasadena ISD TX GO CC | 1,000,000 |
|
| 1,021,440 |
|
| 1,080,560 |
717095-U3-5 | Pflugerville ISD TX GO CC | 1,000,000 |
|
| 1,043,421 |
|
| 1,108,990 |
731197-UL-1 | Polk Cnty IA GO CC | 500,000 |
|
| 488,120 |
|
| 525,785 |
83710D-D5-4 | South Carolina State SC GO CC | 1,440,000 |
|
| 1,415,182 |
|
| 1,525,565 |
83710D-D7-0 | South Carolina State SC GO CC | 1,125,000 |
|
| 1,114,689 |
|
| 1,187,156 |
850000-ZA-1 | Spring ISD TX GO CC SNK | 1,000,000 |
|
| 1,017,086 |
|
| 1,046,540 |
889855-TE-2 | Tomball ISD TX GO CC | 1,000,000 |
|
| 956,974 |
|
| 1,074,600 |
902307-HK-6 | Tyler Jr. College TX REV CC | 425,000 |
|
| 414,907 |
|
| 429,531 |
915137-E9-0 | University of Tx TX REV CC | 400,000 |
|
| 426,875 |
|
| 469,104 |
930863-M8-5 | Wake Cnty NC GO CC | 1,000,000 |
|
| 1,090,771 |
|
| 1,159,200 |
947100-MF-7 | Weatherford TX GO CC | 1,000,000 |
|
| 990,900 |
|
| 1,023,840 |
95308R-AL-3 | West Harris Cnty TX REV CC SNK | 500,000 |
|
| 522,524 |
|
| 561,225 |
969887-SD-1 | Williamson Cnty TX GO CC | 265,000 |
|
| 264,350 |
|
| 284,803 |
974450-RS-9 | Winnebago Cnty IL GO CC SNK | 845,000 |
|
| 836,559 |
|
| 862,737 |
|
|
|
|
|
|
|
|
|
| Total Municipals: | 34,870,000 |
|
| 35,235,463 |
|
| 37,622,187 |
|
|
|
|
|
|
|
|
|
Mortgage-Backed Bonds |
|
|
|
|
|
|
| |
31283K-N4-6 | FHLMC Pool #G11311 | 135,292 |
|
| 134,078 |
|
| 144,076 |
3128GV-BY-5 | FHLMC Pool #E90955 | 90,426 |
|
| 89,615 |
|
| 96,297 |
3128GV-BZ-2 | FHLMC Pool #E90956 | 103,116 |
|
| 102,187 |
|
| 109,810 |
3128H4-E8-8 | FHLMC Pool #E96459 | 504,699 |
|
| 499,854 |
|
| 537,307 |
3128KL-GN-1 | FHLMC Pool #A57405 | 1,293,599 |
|
| 1,280,224 |
|
| 1,355,921 |
3128MJ-A4-2 | FHLMC Pool #G08026 | 884,679 |
|
| 857,310 |
|
| 918,168 |
3128MJ-AQ-3 | FHLMC Pool #G08014 | 1,103,576 |
|
| 1,069,454 |
|
| 1,145,351 |
31292J-BG-4 | FHLMC Pool #C01839 | 1,715,899 |
|
| 1,662,967 |
|
| 1,780,853 |
31294K-KT-1 | FHLMC Pool #E01206 | 158,228 |
|
| 156,794 |
|
| 167,776 |
31294K-KU-8 | FHLMC Pool #E01207 | 152,070 |
|
| 150,696 |
|
| 161,244 |
31296W-NK-9 | FHLMC Pool #A20394 | 919,220 |
|
| 890,909 |
|
| 954,016 |
31297P-JS-1 | FHLMC Pool #A33873 | 784,048 |
|
| 759,201 |
|
| 812,993 |
31371K-GB-1 | FNMA Pool # 254094 | 172,942 |
|
| 171,568 |
|
| 182,220 |
31371K-UK-5 | FNMA Pool #254486 | 160,532 |
|
| 159,083 |
|
| 170,653 |
31371K-WE-7 | FNMA Pool #254545 | 171,320 |
|
| 169,764 |
|
| 182,121 |
31371M-3X-3 | FNMA Pool #256514 | 663,033 |
|
| 657,966 |
|
| 701,613 |
31371M-KF-3 | FNMA Pool #255994 | 636,970 |
|
| 634,462 |
|
| 674,670 |
31371M-PJ-0 | FNMA Pool #256125 | 653,046 |
|
| 637,488 |
|
| 683,431 |
31371M-RT-6 | FNMA Pool #256198 | 561,313 |
|
| 558,572 |
|
| 593,726 |
31371M-SX-6 | FNMA Pool #256234 | 1,128,172 |
|
| 1,122,660 |
|
| 1,193,319 |
31371M-T5-6 | FNMA Pool #256272 | 828,251 |
|
| 824,206 |
|
| 876,079 |
31371N-CL-7 | FNMA Pool #256675 | 700,410 |
|
| 681,252 |
|
| 731,651 |
31371N-CM-5 | FNMA Pool #256676 | 629,881 |
|
| 622,306 |
|
| 666,034 |
31371N-EW-1 | FNMA Pool #256749 | 1,114,005 |
|
| 1,102,960 |
|
| 1,177,782 |
31387A-W6-8 | FNMA Pool #578569 | 231,966 |
|
| 230,870 |
|
| 245,280 |
31387C-P3-9 | FNMA Pool #580142 | 155,476 |
|
| 154,243 |
|
| 163,816 |
CUSIP | Security Description | Par Value/ Shares |
| Book Value |
| Market Value | ||
|
|
|
|
|
|
|
|
|
Mortgage-Backed Bonds (continued) |
|
|
|
|
|
|
| |
31390K-3W-6 | FNMA Pool #648913 | 112,053 |
| $ | 111,051 |
| $ | 119,118 |
31402D-C4-0 | FNMA Pool #725591 | 1,641,089 |
|
| 1,589,765 |
|
| 1,702,186 |
31404J-3Y-9 | FNMA Pool #770415 | 651,852 |
|
| 631,470 |
|
| 676,120 |
31406N-RB-2 | FNMA Pool #815082 | 585,724 |
|
| 580,294 |
|
| 615,132 |
31409G-GX-8 | FNMA Pool #870614 | 1,200,615 |
|
| 1,160,799 |
|
| 1,242,874 |
31411D-S7-5 | FNMA Pool #905142 | 1,128,934 |
|
| 1,117,203 |
|
| 1,183,146 |
31411L-5E-7 | FNMA Pool #911745 | 1,411,284 |
|
| 1,394,387 |
|
| 1,487,912 |
31413A-WS-8 | FNMA Pool #939957 | 839,980 |
|
| 830,219 |
|
| 888,069 |
36202E-AY-5 | GNMA II Pool #3623 | 1,029,549 |
|
| 999,700 |
|
| 1,071,958 |
|
|
|
|
|
|
|
|
|
| Total Mortgage-Backed Bonds: | 24,253,249 |
|
| 23,795,577 |
|
| 25,412,719 |
|
|
|
|
|
|
|
|
|
GSE CMOs |
|
|
|
|
|
|
|
|
31392H-C9-2 | FNR 2003-9 BJ | 672,603 |
|
| 664,782 |
|
| 701,647 |
31392H-RQ-8 | FNR 2003-4 AD | 532,211 |
|
| 525,862 |
|
| 551,594 |
31392J-3M-9 | FNR 2003-21 PJ | 273,186 |
|
| 267,899 |
|
| 282,081 |
31392J-Y5-2 | FNR 2003-21 OV | 480,426 |
|
| 456,586 |
|
| 494,382 |
31393C-AR-4 | FNR 2003-34 VD | 277,339 |
|
| 271,681 |
|
| 281,599 |
31393E-AE-9 | FNR 2003-74 PJ | 494,891 |
|
| 452,125 |
|
| 489,922 |
31393E-BF-5 | FNR 2003-74 AE | 644,982 |
|
| 623,517 |
|
| 649,239 |
31393E-FX-2 | FNR 2003-79 NL | 482,956 |
|
| 472,362 |
|
| 498,744 |
31393F-6H-4 | FHR 2522 AH | 1,228,000 |
|
| 1,203,788 |
|
| 1,277,098 |
31393F-JK-3 | FHR 2527 LG | 82,160 |
|
| 81,073 |
|
| 84,256 |
31393G-Y6-5 | FHR 2541 LM | 148,960 |
|
| 147,124 |
|
| 152,639 |
31393H-S4-5 | FHR 2558 JS | 452,972 |
|
| 444,979 |
|
| 469,448 |
31393J-4D-7 | FHR 2554 JW | 220,166 |
|
| 219,195 |
|
| 226,794 |
31393K-U2-9 | FHR 2575 QP | 54,129 |
|
| 53,734 |
|
| 55,808 |
31393L-JD-6 | FHR 2564 The Garden Company | 212,534 |
|
| 210,594 |
|
| 216,432 |
31393M-RM-5 | FHR 2586 HL | 625,779 |
|
| 594,117 |
|
| 647,011 |
31393Q-WR-9 | FHR 2610 DG | 513,480 |
|
| 495,060 |
|
| 521,200 |
31393R-4P-2 | FHR 2617 BG | 340,304 |
|
| 333,024 |
|
| 345,738 |
31393U-UC-5 | FNR 2003-134 ME | 390,797 |
|
| 379,768 |
|
| 407,163 |
31393V-P9-6 | FHR 2628 LE | 773,648 |
|
| 740,386 |
|
| 783,793 |
31393W-6K-0 | FHR 2640 AL | 581,800 |
|
| 568,888 |
|
| 603,187 |
31393W-EZ-8 | FHR 2643 HJ | 1,100,000 |
|
| 1,061,990 |
|
| 1,153,002 |
31393W-N5-4 | FHR 2644 EC | 302,256 |
|
| 290,711 |
|
| 307,541 |
31394E-JC-3 | FNR 2005-55 LC | 493,900 |
|
| 495,134 |
|
| 517,305 |
31394E-MW-5 | FNR 2005-62 DT | 1,000,000 |
|
| 986,098 |
|
| 1,041,240 |
31394K-ZA-5 | FHR 2692 QT | 534,400 |
|
| 531,319 |
|
| 544,228 |
31394T-RH-0 | FHR 2762 XC | 325,311 |
|
| 307,311 |
|
| 333,889 |
31394W-G5-1 | FHR 2779 YA | 577,969 |
|
| 550,653 |
|
| 590,012 |
31394X-K5-4 | FHR 2772 QA | 1,087,086 |
|
| 1,060,839 |
|
| 1,117,868 |
31395A-C8-6 | FHR 2806 AC | 1,690,618 |
|
| 1,679,519 |
|
| 1,754,512 |
31395C-Q3-8 | FHR 2825 LE | 1,000,000 |
|
| 989,857 |
|
| 1,035,089 |
31395D-BP-3 | FNR 2006-40 VA | 1,119,598 |
|
| 1,123,041 |
|
| 1,190,289 |
31395H-3S-7 | FHR 2874 LC | 1,000,000 |
|
| 998,380 |
|
| 1,053,769 |
31395L-XA-4 | FHR 2916 YE | 356,686 |
|
| 354,807 |
|
| 371,442 |
31395M-QS-1 | FHR 2935 LM | 519,143 |
|
| 509,241 |
|
| 544,131 |
31395N-QR-1 | FHR 2006 QD | 1,000,000 |
|
| 1,001,089 |
|
| 1,050,250 |
31395P-XB-3 | FHR 2950 ON | 795,809 |
|
| 791,515 |
|
| 834,183 |
31395P-ZJ-4 | FHR 2949 BV | 60,367 |
|
| 60,367 |
|
| 60,397 |
CUSIP | Security Description | Par Value/ Shares |
| Book Value |
| Market Value | ||
|
|
|
|
|
|
|
|
|
GSE CMOs (continued) |
|
|
|
|
|
|
| |
31395T-LX-0 | FHR 2963 BK | 690,226 |
| $ | 662,947 |
| $ | 701,634 |
31395U-SY-8 | FHR 2977 PC | 1,400,000 |
|
| 1,384,851 |
|
| 1,481,040 |
31395V-KF-5 | FHR 2984 NA | 241,890 |
|
| 241,823 |
|
| 248,046 |
31396C-SQ-4 | FHR 3048 QA | 581,469 |
|
| 576,660 |
|
| 608,678 |
31396F-HS-5 | FHR 3072 AE | 817,628 |
|
| 811,609 |
|
| 849,704 |
31396G-AV-3 | FHR 3087 JB | 492,392 |
|
| 494,041 |
|
| 515,270 |
31396G-UG-4 | FHR 3099 PB | 1,000,000 |
|
| 1,002,048 |
|
| 1,054,164 |
31396H-F8-7 | FHR 3107 ME | 788,889 |
|
| 783,216 |
|
| 819,895 |
31396H-VV-8 | FHR 3117 PC | 1,473,002 |
|
| 1,457,618 |
|
| 1,546,093 |
31396J-A3-9 | FHR 3133 PB | 2,000,000 |
|
| 2,001,856 |
|
| 2,065,877 |
31396N-7C-4 | FHR 3138 QA | 189,192 |
|
| 189,097 |
|
| 194,091 |
31396N-CW-4 | FHR 3145 KC | 2,000,000 |
|
| 1,967,319 |
|
| 2,117,070 |
31396N-M2-9 | FHR 3147 YE | 483,001 |
|
| 484,281 |
|
| 504,225 |
31396R-NN-3 | FHR 3154 PJ | 428,728 |
|
| 428,512 |
|
| 440,472 |
31396U-NL-0 | FHR 3188 CK | 674,188 |
|
| 668,458 |
|
| 700,039 |
31397A-HX-4 | FHR 3200 MX | 1,460,000 |
|
| 1,444,008 |
|
| 1,524,199 |
31397A-HY-2 | FHR 3200 NA | 512,894 |
|
| 513,347 |
|
| 526,630 |
31397A-QG-1 | FHR 3203 MA | 568,889 |
|
| 564,317 |
|
| 590,288 |
31397G-B9-0 | FHR 3310 A | 673,320 |
|
| 666,476 |
|
| 704,416 |
31397G-J5-0 | FHR 3306 PB | 1,400,000 |
|
| 1,388,240 |
|
| 1,471,120 |
31397J-GE-8 | FHR 3330 PB | 1,000,000 |
|
| 992,243 |
|
| 1,046,407 |
31398E-HW-7 | FHR 3539 PM | 1,875,730 |
|
| 1,843,472 |
|
| 1,883,350 |
38374F-H4-9 | GNR 2004-17 HG | 448,903 |
|
| 431,798 |
|
| 468,912 |
38374M-EQ-8 | GNR 2005-84 SC | 59,564 |
|
| 57,350 |
|
| 63,010 |
38374T-NS-9 | GNR 2009-13 E | 951,274 |
|
| 938,021 |
|
| 992,862 |
|
|
|
|
|
|
|
|
|
| Total GSE CMO's: | 44,657,645 |
|
| 43,992,022 |
|
| 46,356,415 |
|
|
|
|
|
|
|
|
|
Corporate CMO's |
|
|
|
|
|
|
|
|
12637H-AV-0 | CSMC 2006-4 6A2 | 1,753,479 |
|
| 578,648 |
|
| 578,648 |
12667F-7S-8 | CWALT 2005-4 B1 | 3,180,778 |
|
| 219,674 |
|
| 219,674 |
12669D-LJ-5 | CWHL 2002-32 3A1 | 61,806 |
|
| 59,780 |
|
| 60,416 |
16162T-4J-2 | Chase 2003-S4 1A6 | 36,476 |
|
| 36,382 |
|
| 36,407 |
22541S-HE-1 | CSFB 2004-3 DB2 | 1,915,588 |
|
| 240,052 |
|
| 240,052 |
22541S-VQ-8 | CSFB 2004-4 DB2 | 1,841,907 |
|
| 769,061 |
|
| 828,858 |
22541S-Z7-6 | CSFB 2004-8 DB2 | 1,628,861 |
|
| 244,329 |
|
| 244,329 |
225458-BS-6 | CSFB 2005-1 3A2 | 655,310 |
|
| 518,325 |
|
| 524,720 |
225458-LV-8 | CSFB 2005-3 DB2 | 2,923,777 |
|
| 233,902 |
|
| 233,902 |
2254W0-HF-5 | CSFB 2004-6 3A2 | 724,327 |
|
| 631,381 |
|
| 638,131 |
23244E-AK-3 | CWALT 2006-J6 B1 | 483,177 |
|
| 17,659 |
|
| 17,659 |
55265K-3H-0 | MASTR 2003-11 5A2 | 551,004 |
|
| 487,941 |
|
| 494,832 |
55265K-T2-5 | MASTR 2003-10 1A2 | 848,086 |
|
| 806,498 |
|
| 806,498 |
576434-QT-4 | MALT 2004-4 B1 | 1,591,910 |
|
| 639,700 |
|
| 639,700 |
|
|
|
|
|
|
|
|
|
| Total Corporate CMO's: | 18,196,486 |
|
| 5,483,331 |
|
| 5,563,826 |
|
|
|
|
|
|
|
|
|
CUSIP | Security Description | Par Value/ Shares |
| Book Value |
| Market Value | ||
|
|
|
|
|
|
|
|
|
Equities |
|
|
|
|
|
|
|
|
001055-10-2 | Aflac Inc. | 538 |
| $ | 21,998 |
| $ | 22,994 |
00206R-10-2 | AT&T | 10,144 |
|
| 259,427 |
|
| 273,989 |
002824-10-0 | Abbott Laboratories | 517 |
|
| 27,387 |
|
| 25,576 |
00724F-10-1 | Adobe Systems Inc | 915 |
|
| 23,684 |
|
| 30,232 |
025537-10-1 | American Electric Power Co. | 10,000 |
|
| 274,740 |
|
| 309,900 |
025816-10-9 | American Express Co. | 3,748 |
|
| 88,512 |
|
| 127,057 |
03073E-10-5 | AmeriSourceBergen Corp | 1,242 |
|
| 23,258 |
|
| 27,796 |
037411-10-5 | Apache Corp | 241 |
|
| 22,105 |
|
| 22,131 |
037833-10-0 | Apple Computer Inc | 196 |
|
| 26,896 |
|
| 36,329 |
038222-10-5 | Applied Materials Inc | 8,225 |
|
| 142,012 |
|
| 110,051 |
053015-10-3 | Automatic Data Processing Inc | 2,790 |
|
| 119,342 |
|
| 109,647 |
053611-10-9 | Avery Dennison Corp | 945 |
|
| 21,111 |
|
| 34,029 |
067383-10-9 | CR Bard Inc. | 300 |
|
| 24,031 |
|
| 23,583 |
071813-10-9 | Baxter International Inc. | 461 |
|
| 23,610 |
|
| 26,282 |
111320-10-7 | Broadcom Corp- Class A | 1,098 |
|
| 25,051 |
|
| 33,698 |
125071-10-0 | CDI Corp | 2,490 |
|
| 24,203 |
|
| 34,985 |
126650-10-0 | CVS Corp | 909 |
|
| 31,899 |
|
| 32,488 |
143130-10-2 | Carmax Inc. | 490 |
|
| 6,810 |
|
| 10,241 |
17275R-10-2 | Cisco Systems Inc | 1,483 |
|
| 39,705 |
|
| 34,910 |
172908-10-5 | Cintas Corp | 850 |
|
| 17,859 |
|
| 25,764 |
189754-10-4 | Coach Inc. | 848 |
|
| 25,862 |
|
| 27,916 |
191216-10-0 | Coca-Cola Co | 2,610 |
|
| 131,598 |
|
| 140,157 |
191219-10-4 | Coca-Cola Enterprises | 1,488 |
|
| 30,453 |
|
| 31,858 |
194162-10-3 | Colgate Palmolive Co | 2,461 |
|
| 163,229 |
|
| 187,725 |
20030N-10-1 | Comcast Class A | 1,541 |
|
| 26,511 |
|
| 26,012 |
20030N-20-0 | Comcast Corp Special Cl A | 2,125 |
|
| 29,025 |
|
| 34,170 |
209115-10-4 | Consolidated Edison Inc. | 50,000 |
|
| 2,091,819 |
|
| 2,047,000 |
23918K-10-8 | Davita Inc. | 439 |
|
| 22,735 |
|
| 24,865 |
24702R-10-1 | Dell Inc. | 6,200 |
|
| 99,985 |
|
| 94,612 |
25243Q-20-5 | Diageo PLC-Sponsored ADR | 455 |
|
| 36,754 |
|
| 27,978 |
254687-10-6 | Disney, Walt | 2,185 |
|
| 54,919 |
|
| 60,000 |
263534-10-9 | EI Dupont De Nemours & Co | 2,025 |
|
| 45,218 |
|
| 65,084 |
26441C-10-5 | Duke Energy Corp | 35,000 |
|
| 633,326 |
|
| 550,900 |
268648-10-2 | EMC Corp | 2,135 |
|
| 24,906 |
|
| 36,380 |
278642-10-3 | Ebay Inc. | 1,338 |
|
| 24,148 |
|
| 31,577 |
291011-10-4 | Emerson Electric Co | 950 |
|
| 30,240 |
|
| 38,076 |
29266R-10-8 | Energizer Holdings Inc. | 435 |
|
| 29,350 |
|
| 28,858 |
302491-30-3 | FMC Corp | 357 |
|
| 15,366 |
|
| 20,081 |
302571-10-4 | FPL Group Inc. | 238 |
|
| 14,473 |
|
| 13,145 |
31428X-10-6 | FedEx Corp | 415 |
|
| 27,394 |
|
| 31,216 |
33734X-18-4 | 1st Trust Utilities AlphaDEX ETF | 86,500 |
|
| 1,346,243 |
|
| 1,249,925 |
34354P-10-5 | Flowserve Corp | 279 |
|
| 19,412 |
|
| 27,493 |
35671D-85-7 | Freeport-McMoran Copper | 287 |
|
| 20,207 |
|
| 19,691 |
369604-10-3 | General Electric | 5,450 |
|
| 55,100 |
|
| 89,489 |
370334-10-4 | General Mills Inc | 255 |
|
| 14,846 |
|
| 16,417 |
375558-10-3 | Gilead Sciences Inc. | 526 |
|
| 27,872 |
|
| 24,459 |
38259P-50-8 | Google Inc. | 67 |
|
| 34,033 |
|
| 33,222 |
42222L-10-7 | HealthTronics Inc. | 48,565 |
|
| 109,271 |
|
| 119,470 |
428236-10-3 | Hewlett-Packard Co | 671 |
|
| 30,014 |
|
| 31,678 |
443683-10-7 | Hudson City Bancorp Inc. | 1,639 |
|
| 21,813 |
|
| 21,553 |
458140-10-0 | Intel Corp | 3,750 |
|
| 67,718 |
|
| 73,388 |
459200-10-1 | Intl Business Machines Corp | 263 |
|
| 27,407 |
|
| 31,457 |
464287-22-6 | IShares Lehman Aggr. Bond Fund | 13,000 |
|
| 1,299,598 |
|
| 1,369,240 |
CUSIP | Security Description | Par Value/ Shares |
| Book Value |
| Market Value | ||
|
|
|
|
|
|
|
|
|
Equities (continued) |
|
|
|
|
|
|
|
|
464288-41-4 | Ishares S&P National Municipal | 5,000 |
| $ | 506,582 |
| $ | 529,000 |
46625H-10-0 | JP Morgan Chase & Co | 509 |
|
| 21,525 |
|
| 22,304 |
478160-10-4 | Johnson & Johnson | 405 |
|
| 22,755 |
|
| 24,660 |
522015-10-6 | Learning Tree Int'l Inc | 1,295 |
|
| 14,530 |
|
| 14,750 |
549271-10-4 | Lubrizol Corp | 281 |
|
| 20,209 |
|
| 20,080 |
552676-10-8 | MDC Holdings Inc. | 2,380 |
|
| 73,414 |
|
| 82,681 |
552715-10-4 | MEMC Electronic Materials | 1,675 |
|
| 24,513 |
|
| 27,855 |
571748-10-2 | Marsh & McLennan Co | 3,045 |
|
| 89,188 |
|
| 75,303 |
577767-10-6 | Maxwell Technologies, Inc | 2,415 |
|
| 30,236 |
|
| 44,508 |
580037-10-9 | McDermott Intl. Inc. | 986 |
|
| 24,751 |
|
| 24,916 |
582839-10-6 | Mead Johnson Nutrition Co. Class-A | 762 |
|
| 29,703 |
|
| 34,374 |
58405U-10-2 | MedCo Health Solutions Inc. | 500 |
|
| 22,023 |
|
| 27,655 |
594918-10-4 | Microsoft Corp | 9,944 |
|
| 277,687 |
|
| 255,760 |
595017-10-4 | Microchip Technology Inc. | 1,162 |
|
| 37,470 |
|
| 30,793 |
628530-10-7 | Mylan Inc. | 1,578 |
|
| 25,451 |
|
| 25,264 |
651229-10-6 | Newell Rubbermaid Inc | 1,863 |
|
| 25,888 |
|
| 29,230 |
65248E-10-4 | News Corp - Class A | 5,250 |
|
| 64,887 |
|
| 62,790 |
664397-10-6 | NorthEast Utilites Co. | 15,000 |
|
| 336,383 |
|
| 356,100 |
680223-10-4 | Old Republic International Corp | 5,000 |
|
| 61,222 |
|
| 60,900 |
68389X-10-5 | Oracle Corp | 1,379 |
|
| 30,564 |
|
| 28,738 |
69840W-10-8 | Panera Bread Company-Class A | 477 |
|
| 21,192 |
|
| 26,235 |
704326-10-7 | Paychex Inc | 1,105 |
|
| 28,134 |
|
| 32,100 |
713448-10-8 | Pepsico Inc | 503 |
|
| 29,056 |
|
| 29,506 |
736508-84-7 | Portland General Electric Co. | 20,000 |
|
| 401,982 |
|
| 394,400 |
740189-10-5 | Precision Castparts Corp | 292 |
|
| 18,211 |
|
| 29,746 |
741503-40-3 | Priceline.com Inc. | 168 |
|
| 16,150 |
|
| 27,858 |
742718-10-9 | Procter & Gamble | 960 |
|
| 59,799 |
|
| 55,603 |
747525-10-3 | Qualcomm Inc | 641 |
|
| 27,793 |
|
| 28,832 |
81369Y-60-5 | Sector Spdr Trust (Financial) | 4,585 |
|
| 40,394 |
|
| 68,500 |
87612E-10-6 | Target Corp | 554 |
|
| 26,580 |
|
| 25,861 |
881624-20-9 | Teva Pharmaceutical Inds. Ltd. | 469 |
|
| 24,278 |
|
| 23,713 |
882508-10-4 | Texas Instruments Inc. | 3,359 |
|
| 68,884 |
|
| 79,575 |
88579Y-10-1 | 3M Company | 1,468 |
|
| 110,766 |
|
| 108,338 |
907818-10-8 | Union Pacific Corp | 396 |
|
| 22,834 |
|
| 23,107 |
911312-10-6 | United Parcel Service Class B | 1,360 |
|
| 83,961 |
|
| 76,799 |
913017-10-9 | United Technologies Corp | 419 |
|
| 25,878 |
|
| 25,530 |
91324P-10-2 | UnitedHealth Group Inc. | 4,475 |
|
| 135,037 |
|
| 112,054 |
92343V-10-4 | Verizon Communications | 10,000 |
|
| 305,723 |
|
| 302,700 |
931142-10-3 | Wal-Mart Stores Inc | 2,814 |
|
| 135,630 |
|
| 138,139 |
931422-10-9 | Walgreen Company | 2,280 |
|
| 85,902 |
|
| 85,432 |
949746-10-1 | Wells Fargo Co. | 4,620 |
|
| 99,833 |
|
| 130,192 |
969457-10-0 | Williams Cos Inc. | 1,217 |
|
| 21,080 |
|
| 21,748 |
FEMPTN-RS-4 | FemPartners | 449,617 |
|
| 55,000 |
|
| 55,000 |
G1151C-10-1 | Accenture Ltd. Ireland - Class A | 855 |
|
| 33,216 |
|
| 31,866 |
H5833N-10-3 | Noble Corp | 604 |
|
| 22,263 |
|
| 22,928 |
|
|
|
|
|
|
|
|
|
| Total Equities: | 895,746 |
|
| 11,513,043 |
|
| 11,710,194 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Grand Total: | 228,493,126 |
| $ | 226,914,609 |
| $ | 235,615,906 |