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August 31 to September 28, 2007 <br />OND JA11-~5' <br /> Your Portfolio (continued) <br /> Investment Account No. 13219236 <br />Fixed Income (continued)'' <br />Asset-Backed Securities (continued) <br /> Remaining Estimated <br /> Principal Annual Date Total Gain or <br />Description (CUSIP) Par Value Value Income Acquired Price Value Cost Basis (Loss) <br />FREDDIE MAC GROUP $240,000.00 $112,149.01 $4,485.96 12/07/2006 $97.706 $109,576.31 $109,910.03 $(333.72) <br />#M80825 FHLMCGOLD7YR <br />BALLOOWRESET 4.0000% <br />DUE06/01/2010 FACTOR: <br />.46728755 (31282R4J0) <br />FREDDIE MAC GROUP $323,000.00 $71,255.32 $2,850.21 03/16/2006 $99.092 $70,608.33 <br />#M90785 FHLMCGOLD 5YR <br />BALLOOWRESET 4.0000'Yo <br />DUE 12/01/2007 FACTOR: <br />.22060473 (31282U2S5) <br />FREDDIE MAC GROUP $600,000.00 $397,829.53 $15,913.18 03/06/2006 $97.815 $389,136.95 $387,390.52 $1,746.43 <br />#M90966 FHLMCGOLDSYR <br />BALLOOWRESET 4.0000% <br />DUE 01/01/2010 FACTOR: <br />.66304922 (31282VCB9) <br />FREDDIE MAC GROUP $363,000.00 $360,819.96 $21,649.20 09/13/2007 $101.484 $366,174.54 $369,506.20 $(3,331.66) <br />#J05460 8.0000% DUE <br />08/07/2017 FACTOR: <br />.99399440 (3128PH659) <br />FHLMC REMIC SERIES 2412 $250,000.00 $43,081.19 $2,369.47 03/16/2006 $100.100 $43,124.26 <br />EC 5.5000% DUE <br />02/15/2009 FACTOR: <br />.17232478 (31339DUH9) <br />FANNIE MAE POOL #255620 $475.000.00 $308,864.40 $12,354.58 03/16/2006 $97.227 $300,299.60 <br />FNMA CONV BALLOON 7YR <br />4.0000% DUE 01 /O7 /2012 <br />FACTOR:.65024088 <br />(31371 L4D8) <br />FANNIE MAE POOL #254955 $195,748.00 $92,472.10 $3,698.88 03/16/2006 $97.676 $90,323.05 <br />FNMA CONV BALLOON 7YR <br />4.0000% DUE 10/01/2010 <br />FACTOR:.47240384 <br />(31371 LE47) <br />Investment -Portfolio Page 4 of 10 <br />13219236-12-1 11]/OlWl <br />