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Source: University of California, Office of the Treasurer
University of California Retirement PlanFixed Income Portfolio
December 31, 2002
DESCRIPTION
 
PAR VALUE
 
RATE
 
MATURITY
 
MARKET VALUE
 
ABBOTT LABORATORIES NC 10,000,000 5.625 7/1/06 10,885,300
 
ALCOA INC NC 14,000,000 5.375 1/15/13 14,835,520
 
ALLSTATE CORP NC 24,000,000 7.200 12/1/09 27,831,600
 
ALLSTATE CORP. NC 13,000,000 6.900 5/15/2038 14,314,430
 
AMERICAN GENERAL CAP II NC 29,000,000 8.500 7/1/2030 37,789,900
 
AMERICAN GENERAL INST CAP A NC 37,500,000 7.570 12/1/2045 44,584,125
 
ANADARKO FINANCE NC 27,500,000 7.500 5/1/2031 32,693,650
 
AOL TIME WARNER INC NC 26,000,000 6.875 5/1/12 27,462,240
 
AOL TIME WARNER INC NC 45,000,000 7.625 4/15/2031 46,070,100
 
AOL TIME WARNER INC NC 20,000,000 7.700 5/1/2032 20,881,000
 
ATHABASCA OIL SANDS NC 20,000,000 8.200 4/1/27 23,514,878
 
AXA NC 31,000,000 8.600 12/15/2030 35,400,140
 
BECTON DICKINSON NC 37,000,000 7.000 8/1/27 41,766,710
 
BELLSOUTH CORP NC 5,000,000 5.000 10/15/06 5,347,800
 
BELLSOUTH CORP NC 29,000,000 6.875 10/15/2031 32,491,600
 
BOMBARDIER NC 18,200,000 7.350 12/22/26 8,651,920
 
BRITISH TEL PLC NC 12,000,000 8.375 12/15/10 14,414,280
 
BRITISH TEL PLC NC 38,000,000 8.875 12/15/2030 48,427,200
 
BURLINGTON RESOURCES NC 24,300,000 9.875 6/15/10 31,376,552
 
CANADIAN NATL RAILROAD NC 22,000,000 6.800 7/15/18 24,252,140
 
CANADIAN NATL RAILROAD NC 38,525,000 6.900 7/15/28 43,621,858
 
CARNIVAL CORP NC 23,500,000 7.200 10/1/23 23,552,736
 
CCCIT 2001-A6 A6 6,000,000 5.650 6/15/06 6,552,840
 
CELULOSA ARAUCO NC 41,632,000 7.750 9/13/11 45,986,291
 
CEMEX S A PT09 50,000,000 9.625 10/1/09 55,125,000
 
CHAMT 2001-4 A 6,000,000 5.500 11/15/08 6,530,760
 
CHILE REP NC 11,000,000 7.125 1/11/12 12,403,490
 
CITIGROUP INC NC 16,500,000 5.500 8/9/06 17,815,545
 
CITIGROUP INC NC 35,000,000 6.000 2/21/12 38,467,450
 
CLEAR CHANNEL COMMUNICATIONS NC 34,750,000 7.650 9/15/10 39,324,490
 
CODELCO INC NC 21,000,000 6.375 11/30/12 22,101,870
 
DCAT 2001-B A4 4,000,000 5.320 6/1/04 4,233,360
 
EATON CORP NC 10,650,000 8.100 8/15/22 12,240,012
 
EMERSON ELECTRIC NC 16,000,000 7.125 8/15/10 18,596,640
 
FEDERAL HOME LOAN BANK 186,000,000 5.375 2/15/07 203,978,760
 
FGCI POOL #E01084 20,997,729 5.500 1/1/17 21,770,968
 
FGCI POOL #E01098 48,842,773 6.000 2/1/17 51,015,948
 
FGCI POOL #E01251 28,794,189 5.500 11/1/17 29,866,263
 
FGCI POOL #G11212 14,390,648 6.500 11/1/16 15,138,687
 
FHLG POOL #C62885 33,404,488 6.500 1/1/2032 34,816,448
 
FHLG POOL #G01317 23,814,120 7.000 10/1/2031 24,977,804
 
FHLG POOL #G01323 32,936,677 7.000 9/1/2031 34,499,063
 
FHLG POOL #G01324 18,815,900 7.000 10/1/2031 19,708,452
 
FHLG POOL #G01391 100,594,758 7.000 4/1/2032 105,510,352
 
 
Source: University of California, Office of the Treasurer
University of California Retirement PlanFixed Income Portfolio
December 31, 2002
DESCRIPTION
 
PAR VALUE
 
RATE
 
MATURITY
 
MARKET VALUE
 
FHR 2422 DM 45,000,000 6.500 4/15/28 47,165,184
 
FHR 2484 PA 51,227,643 6.000 4/15/22 53,647,698
 
FHR 2484 VA 9,696,984 6.000 9/15/12 10,293,352
 
FHR 2494 CD 13,750,000 5.500 8/15/14 14,624,999
 
FHR 2501 MA 17,000,000 5.500 3/15/12 17,767,288
 
FHR 2509 TA 11,000,000 5.500 10/15/09 11,421,500
 
FIRSTENERGY CORP NC 24,000,000 5.500 11/15/06 24,135,120
 
FIRSTENERGY CORP NC 30,000,000 6.450 11/15/11 29,848,800
 
FIRSTENERGY CORP NC 26,500,000 7.375 11/15/2031 25,679,030
 
FNCI 5 1/2 TBA 60,000,000 5.500 1/5/18 61,396,872
 
FNCI POOL #254308 5,097,908 6.500 5/1/17 5,376,453
 
FNCI POOL #254373 13,928,734 6.500 7/1/17 14,689,790
 
FNCI POOL #545125 29,673,250 6.000 8/1/16 31,001,067
 
FNCI POOL #545296 32,533,757 6.000 11/1/16 33,989,576
 
FNCI POOL #581853 62,829,957 6.000 7/1/16 65,641,468
 
FNCI POOL #598444 5,473,933 6.500 6/1/17 5,773,024
 
FNCI POOL #609541 11,152,776 6.500 10/1/16 11,748,262
 
FNCI POOL #612304 59,916,559 6.000 10/1/16 62,597,702
 
FNCI POOL #639018 5,529,155 6.500 4/1/17 5,831,264
 
FNCI POOL #650503 16,026,900 6.500 6/1/17 16,902,597
 
FNCI POOL #651388 5,499,887 6.500 8/1/17 5,800,397
 
FNCI POOL #673022 61,839,544 5.500 12/1/17 64,129,222
 
FNMA POOL #555139 78,685,000 6.500 10/1/2032 81,979,934
 
FNMA POOL #254146 40,396,775 6.000 1/1/2032 41,770,303
 
FNMA POOL #254548 42,928,457 5.500 12/1/2032 43,818,912
 
FNMA POOL #516493 2,438,765 6.000 6/1/29 2,520,983
 
FNMA POOL #535811 7,503,625 6.500 4/1/2031 7,804,488
 
FNMA POOL #535911 22,444,849 6.500 5/1/2031 23,328,538
 
FNMA POOL #545506 31,024,702 7.000 2/1/2032 32,610,111
 
FNMA POOL #581706 21,143,778 6.500 7/1/2031 21,991,552
 
FNMA POOL #581861 26,016,855 6.500 7/1/2031 27,060,018
 
FNMA POOL #581975 21,883,104 6.500 8/1/2031 22,760,522
 
FNMA POOL #585628 60,090,095 6.500 6/1/2031 62,499,447
 
FNMA POOL #591189 11,759,218 6.500 8/31/2031 12,230,711
 
FNMA POOL #591497 16,468,896 6.500 9/1/2031 17,129,228
 
FNMA POOL #592020 27,670,313 6.500 6/1/2031 28,779,773
 
FNMA POOL #597249 39,186,081 6.500 9/1/2031 40,757,273
 
FNMA POOL #597384 42,866,271 6.500 6/1/2031 44,585,023
 
FNMA POOL #597545 10,829,016 6.500 9/1/2031 11,263,213
 
FNMA POOL #597699 42,003,608 6.500 9/1/2031 43,687,770
 
FNMA POOL #610324 78,208,954 6.500 10/1/2031 81,344,794
 
FNMA POOL #614359 26,832,636 6.500 12/1/2031 27,908,508
 
FNMA POOL #620451 17,305,161 6.500 1/1/2032 17,999,023
 
FNMA POOL #633857 10,783,688 7.000 3/1/2032 11,334,751
 
 
Source: University of California, Office of the Treasurer
University of California Retirement PlanFixed Income Portfolio
December 31, 2002
DESCRIPTION
 
PAR VALUE
 
RATE
 
MATURITY
 
MARKET VALUE
 
FNMA POOL #635030 43,838,332 6.500 5/1/2032 45,658,658
 
FNMA POOL #640008 24,708,008 7.000 4/1/2032 25,970,625
 
FNMA POOL #672415 11,672,306 6.500 9/1/2032 12,156,982
 
FNMA POOL #673572 29,000,000 6.000 11/1/2032 30,012,753
 
FNMA POOL #676633 94,999,548 6.000 12/1/2032 98,339,371
 
FNMA POOL #676739 15,089,273 6.000 1/1/2033 15,619,755
 
FNMA POOL #676740 19,114,643 6.000 1/1/2033 19,786,641
 
FNMA POOL #676868 10,329,704 6.000 1/1/2033 10,690,443
 
FNMA-BENCHMARK 65,000,000 4.000 11/17/06 66,101,750
 
FNMA-BENCHMARK 68,000,000 5.000 1/15/07 73,712,680
 
FNMA-BENCHMARK 83,000,000 5.250 1/15/09 90,724,810
 
FNMA-BENCHMARK 85,000,000 5.500 3/15/11 93,249,250
 
FNMA-DUS POOL #382064 7,645,739 7.030 11/1/09 8,854,225
 
FNMA-DUS POOL #383233 7,967,764 6.275 3/1/2031 8,953,536
 
FNMA-DUS POOL #383428 6,868,763 6.080 5/1/11 7,607,155
 
FNMA-POOL #627118 74,278,170 7.000 3/1/2032 78,073,897
 
FNMA-POOL #627131 75,749,864 7.000 3/1/2032 79,620,796
 
FNR 02-09 PB 36,000,000 6.000 11/25/14 37,879,812
 
FNR 02-18 VA 14,258,642 6.500 2/25/13 15,095,739
 
FNR 02-29 VA 14,347,542 6.500 2/15/13 15,178,058
 
FNR 02-33 VA 9,558,614 6.500 6/25/13 10,045,646
 
G2SF POOL#TBA 39,000,000 6.000 1/3/28 40,566,092
 
GENERAL ELECTRIC NC 20,000,000 4.625 9/15/09 20,550,200
 
GENERAL ELECTRIC NC 40,000,000 6.000 6/15/12 43,122,800
 
GENERAL ELECTRIC CAPITAL NC 52,000,000 6.125 2/22/11 56,209,920
 
GENERAL ELECTRIC CAPITAL NC 57,000,000 6.750 3/15/2032 63,177,660
 
GEORGIA POWER NC 15,000,000 5.125 11/15/12 15,468,900
 
GNMA-I POOL #523006 10,283,047 6.500 2/15/2032 10,802,248
 
GNMA-I POOL #546959 3,089,014 7.000 9/15/2031 3,267,912
 
GNMA-I POOL #550274 9,003,998 7.000 8/15/2031 9,525,458
 
GNMA-I POOL #551683 8,798,156 7.000 10/15/2031 9,307,695
 
GNMA-I POOL #552383 17,398,654 6.000 2/15/2032 18,135,926
 
GNMA-I POOL #569552 24,216,371 6.000 1/15/2032 25,230,902
 
GNMA-I POOL #569569 24,860,397 6.000 1/15/2032 25,913,862
 
GNMA-I POOL #569703 35,571,562 6.500 2/15/2032 37,367,604
 
GNMA-I POOL #570142 38,952,030 6.000 12/15/2031 40,583,904
 
GNMA-I POOL #572861 10,170,653 6.500 2/15/2032 10,672,270
 
GNMA-I POOL #586579 3,587,665 6.500 5/15/2032 3,768,809
 
GNMA-I POOL #780933 32,042,945 7.000 12/15/28 34,106,962
 
GNMA-I POOL #781029 34,136,704 6.500 5/15/29 35,984,886
 
GNMA-I POOL #781130 35,995,818 7.000 1/15/2030 38,269,461
 
GNMA-II POOL #2824 7,766,516 7.000 10/20/29 8,181,470
 
GNMA-II POOL #2957 19,687,914 7.500 8/20/2030 20,856,094
 
GNMA-II POOL #2958 8,322,931 8.000 8/20/2030 8,889,729
 

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