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3128X2K4 Freddie Mac

GOVT
C AGCY 5.2 3/5/2019 AAA Aaa 7815 7815
3128X33E Freddie Mac
GOVT
C AGCY 5.05 1/26/2015 AAA Aaa 47410 47410
3128X3UGFreddie MacGOVT
C AGCY 5.5 8/20/2019 AAA Aaa 1395 1395
3128X4S3 Freddie Mac
GOVT
C AGCY 5.4 3/17/2021 AAA Aaa 2515 2515
31331V2U Federal Farm
GOVT
Crd Bk AGCY 5.13 8/25/2016 AAA Aaa 30025 30025
3133M4MAFederal Home
GOVTLn Bks AGCY 6.13 6/8/2018 AAA Aaa 1050 1050
3133X0PF Federal Home
GOVTLn Bks AGCY 5.38 8/15/2018 AAA Aaa 12610 12610
3133X1XC Federal Home
GOVTLn Bks AGCY 3.63 11/14/2008 AAA Aaa 535 535
3133X72S Federal Home
GOVTLn BankAGCY 5.38 5/15/2019 AAA Aaa 6605 6605
3133X8AS Federal Home
GOVTLn Bks AGCY 5.13 8/15/2019 AAA Aaa 7000 7000
3133XAUZFHLB C GOVT AGCY 3.75 3/7/2007 AAA Aaa 8815 8815
3133XBB2 FHLB GOVT AGCY 4.38 3/17/2010 AAA Aaa 3895 3895
3133XBBBFederal HmGOVT
Ln Bk C AGCY 0 3/30/2011 AAA Aaa 2090 2090
3133XBSDFederal HmGOVT
Ln Bks C AGCY 4.25 5/16/2008 AAA Aaa 2945 2945
3133XBYMFed Home LnGOVT
Bank AGCY 4.63 6/12/2020 AAA Aaa 2580 2580
3133XDTL Federal Home
GOVTLn BankAGCY 5 12/21/2015 AAA Aaa 28950 28950
3133XE5K Federal HmGOVT
Loan Bk AGCY 4.63 1/18/2008 AAA Aaa 1115 1115
3133XED9 Federal Home
GOVTLoan Bank
AGCY 4.63 2/1/2008 AAA Aaa 12895 12895
3133XEJMFederal Home
GOVTLn BankAGCY 4.63 2/8/2008 AAA Aaa 7840 7840
3133XENCFederal Home
GOVTLoan BKAGCY 4.85 2/6/2008 AAA Aaa 10535 10535
3133XGAYFederal Home
GOVTLoan BkAGCY 5.5 7/15/2036 AAA Aaa 24045 24045
3133XGNJFederal Home
GOVTLn BankAGCY 5 9/18/2009 AAA Aaa 141360 141360
3134A1SP Federal Home
GOVTLn MtgeAGCY 7.1 4/10/2007 AAA Aaa 180 180
3134A2HF Federal Home
GOVTLn MtgeAGCY 0 11/24/2014 AAA Aaa 915 915
3134A4AA FHLMC-Reference
GOVT Note AGCY 6.75 3/15/2031 AAA Aaa 26030 26030
3134A4JT FHLMC-Reference
GOVT Note AGCY 5.75 1/15/2012 AAA Aaa 106655 106655
3134A4MFFHLMC C GOVT AGCY 6.25 3/5/2012 AA- Aa2 320 320
3134A4QDFHLMC-Reference
GOVT Note AGCY 5.13 7/15/2012 AAA Aaa 52965 52965
3134A4SA FHLMC-Reference
GOVT Note AGCY 4.5 1/15/2013 AAA Aaa 79210 79210
3134A4UK FHLMC-Reference
GOVT Note AGCY 4.88 11/15/2013 AAA Aaa 69675 69675
3134A4VF Freddie Mac
GOVT AGCY 4.38 11/16/2007 AAA Aaa 220 220
3134A4VGFreddie MacGOVT AGCY 4.75 11/17/2015 AAA Aaa 435 435
313586QR FNMA GOVT AGCY 0 7/5/2014 AAA Aaa 51030 51030
31359BUWFNR 93-134GOVT
PAC H 11AGCY 6.5 8/25/2008 AAA Aaa 16394.8 10210.9
31359MB2 FNMA C GOVT AGCY 4.75 4/19/2010 AAA Aaa 67065 67065
31359MB6 FNMA C GOVT AGCY 5 4/26/2017 AAA Aaa 41295 41295
31359MC9FNMA GOVT AGCY 4.13 5/15/2010 AAA Aaa 29380 29380
31359MEBFNMA GOVT AGCY 6.21 8/6/2038 AAA Aaa 30734 30734
31359MEL FNMA GOVT AGCY 0 6/1/2017 AAA Aaa 32340 32340
31359MEYFNMA Benchmark
GOVT AGCY 6.63 9/15/2009 AAA Aaa 1155 1155
31359MFGFNMA Benchmark
GOVT AGCY 7.25 1/15/2010 AAA Aaa 37665 37665
31359MGHFNMA Benchmark
GOVT AGCY 6.63 10/15/2007 AAA Aaa 6115 6115
31359MGJFNMA Benchmark
GOVT AGCY 6.63 11/15/2010 AAA Aaa 1405 1405
31359MGKFNMA Benchmark
GOVT AGCY 6.63 11/15/2030 AAA Aaa 54570 54570
31359MK6 Fannie MaeGOVT AGCY 4.88 4/15/2009 AAA Aaa 178970 178970
31359MM2Fannie MaeGOVT AGCY 5.13 4/15/2011 AAA Aaa 63825 63825
31359MMQFNMA Benchmark
GOVT AGCY 6.13 3/15/2012 AAA Aaa 44535 44535
31359MPFFNMA Benchmark
GOVT AGCY 4.38 9/15/2012 AAA Aaa 6050 6050
31359MQVFNMA Benchmark
GOVT C AGCY 4.75 2/21/2013 AAA Aaa 1040 1040
31359MS5 Fannie MaeGOVT AGCY 5.25 6/15/2008 AAA Aaa 17510 17510
31359MS6 Fannie MaeGOVT AGCY 5.38 7/15/2016 AAA Aaa 5375 5375
31359MW4Fannie MaeGOVT AGCY 5.25 9/15/2016 AAA Aaa 11465 11465
31359MWJFNMA Benchmark
GOVT AGCY 4.63 10/15/2014 AAA Aaa 6935 6935
31359MYCFNMA C GOVT AGCY 5.25 3/24/2015 AAA Aaa 24845 24845
31359MYNFannie MaeGOVT AGCY 4.25 8/15/2010 AAA Aaa 185930 185930
31359MZ3 FNMA Benchmark
GOVT NotesAGCY 5 10/15/2011 AAA Aaa 18980 18980
31359MZHFNMA Benchmark
GOVT NotesAGCY 4.5 10/15/2008 AAA Aaa 10615 10615
31359S5WFNGT 01-T6 GOVT
B DFEASAGCY 6.09 5/25/2011 AAA Aaa 31010 31010
31359T7C FNA 98-M5GOVT
D-MULTI AGCY 6.35 6/25/2020 AAA Aaa 9005 9005
3136F6P9 Fannie MaeGOVT
C AGCY 0 3/22/2010 AAA Aaa 2220 2220
3137EAAAFreddie Mac GOVT AGCY 4.88 2/17/2009 AAA Aaa 10 10
3137EAADFreddie Mac GOVT AGCY 5.25 4/18/2016 AAA Aaa 365 365
3137EAAEFreddie Mac GOVT AGCY 5.25 5/21/2009 AAA Aaa 64980 64980
3137EAAF Freddie MacGOVT AGCY 5.25 7/18/2011 AAA Aaa 2030 2030
3137EAAGFHLMC Reference
GOVT Note AGCY 5.5 7/18/2016 AAA Aaa 134205 134205
3137EAAJ Freddie MacGOVT AGCY 5.13 10/18/2016 AAA Aaa 30370 30370
3137EAAKFreddie Mac GOVT AGCY 4.75 11/3/2009 AAA Aaa 50875 50875
313921L9 FNGT 01 T-11
GOVTB DFEAS
AGCY 5.5 9/25/2011 AAA Aaa 1020 1020
317705AC Financing Corp
GOVT AGCY 9.8 11/30/2017 AAA Aaa 65 65
317705AD Financing Corp
GOVT AGCY 9.4 2/8/2018 AAA Aaa 50 50
317705AE Financing Corp
GOVT AGCY 9.8 4/6/2018 AAA Aaa 370 370
317705AG Financing Corp
GOVT AGCY 10.35 8/3/2018 AAA Aaa 55 55
317705AH Financing Corp
GOVT AGCY 9.65 11/2/2018 AAA Aaa 160 160
317705AM Financing Corp
GOVT AGCY 9.7 4/5/2019 AAA Aaa 50 50
880591BL Tenn ValleyGOVT
Auth C AGCY 8.25 4/15/2042 AAA Aaa 60 60
880591CJ Tenn ValleyGOVT
Auth AGCY 6.75 11/1/2025 AAA Aaa 185 185
880591CP Tenn ValleyGOVT
Auth AGCY 6.15 1/15/2038 AAA Aaa 40960 40960
880591CU Tenn ValleyGOVT
Auth AGCY 6.25 12/15/2017 AAA Aaa 3645 3645
880591DMTenn ValleyGOVT
Auth AGCY 7.13 5/1/2030 AAA Aaa 4290 4290
880591DN Tenn ValleyGOVT
Auth AGCY 5.63 1/18/2011 AAA Aaa 105 105
880591DV Tenn ValleyGOVT
Auth AGCY 4.7 7/15/2033 AAA Aaa 4595 4595
US13508PCQ54
CanadaGov'tGOVT AGCY 1.9 3/23/2009 AAA Aaa 233000 233000
US31359MDR16
Fannie MaeGOVT AGCY 1.75 3/26/2008 AAA Aaa 110000 110000
US748305BC27
QueensLndTreas
GOVT AGCY 6 6/14/2011 AAA Aaa 900 900
US748305BE82
QueenslandGOVT
Treasury AGCY 6 10/14/2015 AAA Aaa 100 100
XS0150250933
DevBnkJapanGOVT AGCY 1.4 6/20/2012 AA- Aaa 227000 227000
XS0171578502
DevBnkJapanGOVT AGCY 1.05 6/20/2023 AA- Aaa 165000 165000
XS0179761175
Japan Fin Corp
GOVT AGCY 1.35 11/26/2013 AA- Aaa 190000 190000
XS0252567515
Japan Fin Corp
GOVT AGCY 2 5/9/2016 AA- Aaa 130000 130000
465139NMGLT Aid Israel
GOVT
9Z GG 0 11/15/2010 AAA Aaa 290 290
737518AA Postal Square
GOVT
LTD GG 8.95 6/15/2022 AAA Aaa 3867 3141.43
737518AC Postal Square
GOVT
LTD GG 6.5 6/15/2022 AAA Aaa 6933 5587.86
761157AA Resolution GOVT
Fdg Corp GG 8.13 10/15/2019 AAA Aaa 18305 18305
761157AB Resolution GOVT
Fdg Corp GG 8.63 1/15/2030 AAA Aaa 4423 4423
761157AC Resolution GOVT
Fdg Corp GG 8.88 4/15/2030 AAA Aaa 451 451
761157AD Resolution GOVT
Fdg Corp GG 8.88 7/15/2020 AAA Aaa 9295 9295
761157AE Resolution GOVT
Fdg Corp GG 9.38 10/15/2020 AAA Aaa 300 300
761157AG Resolution GOVT
Fdg Corp GG 8.63 1/15/2021 AAA Aaa 11755 11755
76116ECE Resolution GOVT
Fdg Corp GG 0 4/15/2016 AAA Aaa 7885 7885
BE0000300096
Belgium Kingdom
GOVT GG 5.5 9/28/2017 AA+ Aa1 515 515
ZAG000019878
Republi of South
GOVTAfricaGG 8.75 12/21/2014 NR A2 2960 2960
912810DB US TreasuryGOVT
Bond C GOVT 10.38 11/15/2012 AAA Aaa 23935 23935
912810DF US TreasuryGOVT
Bond C GOVT 12 8/15/2013 AAA Aaa 12235 12235
912810DJ US TreasuryGOVT
Bond C GOVT 13.25 5/15/2014 AAA Aaa 6470 6470
912810DL US TreasuryGOVT
Bond C GOVT 12.5 8/15/2014 AAA Aaa 43080 43080
912810DN US TreasuryGOVT
Bond C GOVT 11.75 11/15/2014 AAA Aaa 305 305
912810DZ US TreasuryGOVT
Bond GOVT 8.88 8/15/2017 AAA Aaa 111535 111535
912810DZ8F2
US TreasuryGOVT
Bond GOVT 8.88 8/15/2017 AAA Aaa 20580 20580
912810EA US TreasuryGOVT
Bond GOVT 9.13 5/15/2018 AAA Aaa 35555 35555
912810EB US TreasuryGOVT
Bond GOVT 9 11/15/2018 AAA Aaa 37660 37660
912810ED US TreasuryGOVT
Bond GOVT 8.13 8/15/2019 AAA Aaa 204409 204409
912810EJ US TreasuryGOVT
Bond GOVT 8.13 5/15/2021 AAA Aaa 2255 2255
912810EK US TreasuryGOVT
Bond GOVT 8.13 8/15/2021 AAA Aaa 371740 371740
912810EP US TreasuryGOVT
Bond GOVT 7.13 2/15/2023 AAA Aaa 462575 462575
912810EWUS Treasury GOVT
Bond GOVT 6 2/15/2026 AAA Aaa 48530 48530
912810FA US TreasuryGOVT
Bond GOVT 6.38 8/15/2027 AAA Aaa 185575 185575
912810FJ US TreasuryGOVT
Bond GOVT 6.13 8/15/2029 AAA Aaa 193700 193700
912810FP US TreasuryGOVT
Bond GOVT 5.38 2/15/2031 AAA Aaa 219925 219925
9128277L US TreasuryGOVT
Note GOVT 4.88 2/15/2012 AAA Aaa 39750 39750
912828AJ US TreasuryGOVT
Note GOVT 4.38 8/15/2012 AAA Aaa 141290 141290
912828AP US TreasuryGOVT
Note GOVT 4 11/15/2012 AAA Aaa 227800 227800
912828BH US TreasuryGOVT
Note GOVT 4.25 8/15/2013 AAA Aaa 244920 244920
912828BK US TreasuryGOVT
Note GOVT 3.13 9/15/2008 AAA Aaa 175530 175530
912828BR US TreasuryGOVT
Note GOVT 4.25 11/15/2013 AAA Aaa 186370 186370
912828BV US TreasuryGOVT
Note GOVT 3.25 1/15/2009 AAA Aaa 295375 295375
912828CJ US TreasuryGOVT
Note GOVT 4.75 5/15/2014 AAA Aaa 176985 176985
912828CL US TreasuryGOVT
Note GOVT 4 6/15/2009 AAA Aaa 74415 74415
912828CL2F1
US TreasuryGOVT
Note GOVT 4 6/15/2009 AAA Aaa -6215 -6215
912828CX US TreasuryGOVT
Note GOVT 3.38 10/15/2009 AAA Aaa 181670 181670
912828DC US TreasuryGOVT
Note GOVT 4.25 11/15/2014 AAA Aaa 242050 242050
912828DG US TreasuryGOVT
Note GOVT 3.63 1/15/2010 AAA Aaa 92295 92295
912828DK US TreasuryGOVT
Note GOVT 3.38 2/15/2008 AAA Aaa 105285 105285
912828DP US TreasuryGOVT
Note GOVT 4 3/15/2010 AAA Aaa 274229 274229
912828DV US TreasuryGOVT
Note GOVT 4.13 5/15/2015 AAA Aaa 283895 283895
912828DX US TreasuryGOVT
Note GOVT 3.63 6/15/2010 AAA Aaa 67575 67575
912828DY US TreasuryGOVT
N/B GOVT 3.63 6/30/2007 AAA Aaa 52 52
912828DZ US TreasuryGOVT
N/B GOVT 3.88 7/15/2010 AAA Aaa 80 80
912828EG US TreasuryGOVT
Note GOVT 3.88 9/15/2010 AAA Aaa 171570 171570
912828EU US TreasuryGOVT
Note GOVT 4.38 1/31/2008 AAA Aaa 5540 5540
912828EY US TreasuryGOVT
N/B GOVT 4.63 2/29/2008 AAA Aaa 160 160
912828FD US TreasuryGOVT
Note GOVT 4.88 4/30/2011 AAA Aaa 256495 256495
912828FF US TreasuryGOVT
Note GOVT 5.13 5/15/2016 AAA Aaa 115415 115415
912828FR6F2
US TreasuryGOVT
Note GOVT 4.88 8/31/2008 AAA Aaa -114050 -114050
912828FS US TreasuryGOVT
Bond GOVT 4.63 8/31/2011 AAA Aaa 42130 42130
912828FY US TreasuryGOVT
Note GOVT 4.63 11/15/2016 AAA Aaa 5300 5300
BE0000257635
Belgium Kingdom
GOVT GOVT 8.5 10/1/2007 AA+ Aa1 1095 1095
BE0000305145
Belgium Kingom
GOVT GOVT 3 3/28/2010 AA+ Aa1 5647 5647
CA135087WH31
Canadian Government
GOVT GOVT 6 6/1/2008 AAA Aaa 910 910
CA135087XG49
Canadian Govt
GOVT GOVT 5.75 6/1/2033 AAA Aaa 1477 1477
CA135087XY54
Canada GovtGOVT GOVT 4 9/1/2010 AAA Aaa 220 220
CA683234NX25
Ontario (Providence
GOVT of)GOVT 6.1 11/19/2010 AA Aa1 980 980
DE0001141430
Bundesobligation
GOVT GOVT 3.5 10/10/2008 AAA Aaa 694 694
DE0001141448
Bundesobligation
GOVT GOVT 3.25 4/17/2009 AAA Aaa 5065 5065
DK0009919029
Kingdom ofGOVT
Denmark GOVT 7 11/15/2007 AAA Aaa 2685 2685
DK0009920894
Kingdom ofGOVT
Denmark GOVT 5 11/15/2013 AAA Aaa 1880 1880
ES0000012239
Bonos Y Oblig
GOVTDel Estado
GOVT 4 1/31/2010 AAA Aaa 525 525
FR0000571150
France O.A.T.
GOVT GOVT 6 10/25/2025 AAA Aaa 838 838
GB0030468747
Treasury GOVT GOVT 5 3/7/2012 AAA NR 244 244
GB0031734154
Treasury GOVT GOVT 5 3/7/2008 AAA Aaa 625 625
GB0032452392
Treasury GOVT GOVT 4.25 3/7/2036 AAA Aaa 5179 5179
GB0033280339
Treasury GOVT GOVT 4.75 9/7/2015 AAA Aaa 1465 1465
MX0MGO000045
Mexican Fixed
GOVTRate Bds
GOVT 8 12/19/2013 A Baa1 12260 12260
NO0001004675
Norwegian GOVT
Government GOVT 6.75 1/15/2007 AAA Aaa 665 665
NO0010144843
Norwegian GOVT
Government GOVT 6.5 5/15/2013 AAA Aaa 670 670
NZGOVD0413R0
New ZealandGOVT
Gov GOVT 6.5 4/15/2013 AAA Aaa 52 52
SE0000909640
Swedish Government
GOVT GOVT 5.5 10/8/2012 AAA Aaa 2240 2240
SG7927920848
Singapore Government
GOVT GOVT 2.63 4/1/2010 AAA Aaa 250 250
US748305BB44
QueenslandGOVT
Treasury GOVT 6 7/14/2009 AAA Aaa 525 525
XS0108238543
Republic ofGOVT
Italy GOVT 1.8 2/23/2010 A+ Aa2 417000 417000
912803AY US Treas Strip
GOVTPrinc STRIP 0 11/15/2021 AAA Aaa 118940 118940
CA135087WB60
Canadian Government
GOVT SUPRA 7.25 6/1/2007 AAA Aaa 1489 1489
CA135087YB43
Canadian Government
GOVT SUPRA 4 6/1/2016 AAA Aaa 1504 1504
DE0001135176
BundesrepubGOVT
DeutschSUPRA 5.5 1/4/2031 AAA Aaa 6705 6705
DE0001135200
Bundersrepub
GOVTDeutschSUPRA 5 7/4/2012 AAA Aaa 3453 3453
DE0001137156
Bundessachatzanweisungen
GOVT SUPRA 3.5 9/12/2008 AAA Aaa 1850 1850
DE0001141398
Bundesobligation
GOVT SUPRA 4 2/16/2007 AAA Aaa 4060 4060
FR0010011130
France (Govt
GOVT
of) SUPRA 4 10/25/2013 AAA Aaa 3930 3930
GB0003042636
TSY Sovereign
GOVT SUPRA 5.75 12/7/2009 AAA Aaa 1008 1008
GB00B0330274
Treasury GOVT SUPRA 4.75 6/7/2010 AAA Aaa 1369 1369
GB00B058DQ55
TSY 4.75 2020
GOVT SUPRA 4.75 3/7/2020 AAA NR 175 175
GB00B0V3WX43
Treasury GOVT SUPRA 4 9/7/2016 AAA Aaa 976 976
IT0004026297
Buoni Poliennali
GOVT SUPRA 3.5 3/15/2011 A+ Aa2 925 925
NL0000102234
NetherlandsGOVT
Govern SUPRA 4 1/15/2037 AAA Aaa 2832 2832
NZGOVD0007R0
New ZealandGOVT
Govt SUPRA 6 7/15/2008 AAA Aaa 45 45
PL0000103602
Poland GovtGOVT
Bond SUPRA 6.25 10/24/2015 A- A2 500 500
XS0092084705
European Investment
GOVT Bank
SUPRA 5.5 12/7/2009 AAA Aaa 225 225
00077QAGABN Amro CORPBk NV B 7.13 6/18/2007 A+ A1 35 35
002920AC Abbey National
CORP PLC B 7.95 10/26/2029 A+ A1 240 240
054937AC BB&T Corporation
CORP B 6.5 8/1/2011 A A1 310 310
05518F20 BAC Cap Trust
CORP C B 5.63 3/8/2035 A Aa3 1775 1775
05529MAABB&T Cptl Trust
CORPI C B 5.85 8/18/2035 A- A1 8560 8560
05576HAA BT Instl CapCORP
C B 144AB 7.75 12/1/2026 A- A2 2000 2000
055843AA Bt PreferredCORP
Cap C B 7.88 2/25/2027 NR A2 25 25
056335AA BAC Captl Tst
CORPXI C B 6.63 5/23/2036 A Aa3 8450 8450
059438AJ Bank One Corporation
CORP B 7.6 5/1/2007 A A1 5000 5000
060505AD Bank of America
CORP B 7.8 2/15/2010 A+ Aa3 2600 2600
060505AG Bank of America
CORP B 7.4 1/15/2011 A+ Aa3 3065 3065
060505AL Bank of America
CORP B 5.25 2/1/2007 AA- Aa2 195 195
060505AQ Bank of America
CORP B 6.25 4/15/2012 AA- Aa2 50 50
060505AWBank of America
CORP B 3.88 1/15/2008 AA- Aa2 1105 1105
060505BC BANK OF AMERICA
CORP CORP
B 3.25 8/15/2008 AA- Aa2 20725 20725
060505BF Bank of America
CORP B 4.38 12/1/2010 AA- Aa2 47060 47060
060505BM Bank of America
CORP B 5.38 6/15/2014 AA- Aa2 6750 6750
060505CL Bank of America
CORP B 5.75 8/15/2016 A+ Aa3 72875 72875
06050TJZ Bank of America
CORP B 6 10/15/2036 AA- Aa2 60325 60325
064057BE Bank of New CORP
York B 3.75 2/15/2008 A+ Aa3 2250 2250
06406HAY Bank of New CORP
York B 4.95 1/14/2011 A+ Aa3 2600 2600
06406MAWBank of New CORP
York B 3.8 2/1/2008 AA- Aa2 2000 2000
06423AAGBank One Corporation
CORP B 7.88 8/1/2010 A A1 25 25
06423ENMBank One Illinois
CORP B 5.5 3/26/2007 AA- Aa2 10000 10000
065912AA Bankamerica CORP
C 144A B 7.7 12/31/2026 A Aa3 3000 3000
066050CU BANK OF AMERICA
CORP CORP
B 6.25 4/1/2008 A+ Aa3 9829 9829
066050CV Bank of America
CORP B 5.88 2/15/2009 AA- Aa2 5755 5755
22609AAD Crestar CapCORP
Tst I C B 8.16 12/15/2026 A- A1 30 30
2515E0AA Deutsche Bank
CORP B 5.38 3/2/2015 A+ A1 100 100
31677QAPFifth Third Bank
CORP B 4.2 2/23/2010 AA- Aa2 2700 2700
31945JAA First Chgo NBD
CORP C 144A
B 7.95 12/1/2026 NR A1 2000 2000
337363AE First Union CORP
Inst C B 8.04 12/1/2026 A- A1 2000 2000
337364AE First Union CORP
Inst C B 7.85 1/1/2027 A- A1 25 25
33738MACFirst Union CORP
Natl Bk B 5.8 12/1/2008 A+ Aa3 260 260
33738MAEFirst Union CORP
Natl Bk B 7.8 8/18/2010 A+ Aa3 4860 4860
338899AA Fleet Captl CORP
Tst II C B 7.92 12/11/2026 A Aa3 25 25
33901AAA Fleet BostonCORP
Corp B 7.38 12/1/2009 A+ Aa3 325 325
339030AG FleetbostonCORP
Finl B 3.85 2/15/2008 AA- Aa2 6500 6500
4042Q1ABHSBC BankCORP USA B 5.63 8/15/2035 AA- Aa3 10300 10300
46623PAA JP Morgan CORP
Cap I C B 7.54 1/15/2027 A- A1 2110 2110
46625HAGJP Morgan CORP
Chase & Co B 6.75 8/15/2008 A A1 560 560
46625HAJ JP Morgan CORP
Chase B 6.75 2/1/2011 A A1 2700 2700
46625HAMJP Morgan CORP
Chase B 5.35 3/1/2007 A+ Aa3 3995 3995
46625HAP JP MORGAN CORP
CHASE B & CO 5.25 5/30/2007 A+ Aa3 925 925
46625HAT JP Morgan CORP
Chase B 5.75 1/2/2013 A A1 125 125
46625HAV JP Morgan CORP
Chase B 4 2/1/2008 A+ Aa3 5265 5265
46625HBHJP MORGAN CORP
CHASE B & CO 3.5 3/15/2009 A+ Aa3 19645 19645
46625HBV JP Morgan CORP
Chase B 5.13 9/15/2014 A A1 8785 8785
46625HCAJP Morgan CORP
Chase B 4.5 1/15/2012 A+ Aa3 18480 18480
46625HCEJPMorgan Chase&Co
CORP B 4.75 3/1/2015 A+ Aa3 3765 3765
46627NAA JP Morgan CORP
Cap XV B 5.88 3/15/2035 A- A1 70875 70875
49306BNWKey Bank NA CORP B 4.41 3/18/2008 A A1 150 150
49306CADKEY BANKCORP NA B 7 2/1/2011 A- A2 30 30
493265AC Keycorp InstitCapt
CORP AC B 7.83 12/1/2026 BBB A3 30 30
49326QAAKeycorp Capital
CORP III C B 7.75 7/15/2029 BBB A3 2000 2000
515110AN LandwirtscheCORPRentenbankB 4.13 7/15/2008 AAA Aaa 200 200
5525V0AR Marshall & CORP
Ilsley Bk B 4.4 3/15/2010 A+ Aa3 2700 2700
55263ECL MBNA CorpCORP B 5 5/4/2010 AA- Aa2 100 100
564759MJ Manufacturers
CORP & Trad B 8 10/1/2010 A- A3 1200 1200
571834AE Marshall & CORP
Ilsley B 4.38 8/1/2009 A A1 200 200
57183HGAMarshall&Ilsey
CORP B 5.35 4/1/2011 A A1 31135 31135
585515AC Mellon Funding
CORP Corp B 4.88 6/15/2007 A+ A1 35 35
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030955AJ Ameritech Capital
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35177PAK France Telecom
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78387GAHSBC Communications
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852060AD Sprint Capital
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852060AM Sprint Capital
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CORP
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CORP UC 8.25 9/15/2030 BBB+ Baa1 3820 3820
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92344XAA Verizon NYCORP
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DeutscheTelFin
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15189WABCentrpnt Energy
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209111CV ConsolidatedEdisonNY
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209111DE ConsolidatedEdisonNY
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210371AF Constellation
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25746UAUDominion Resourc
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25746UAV Dominion Resourc
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25746UAWDominion Resources
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264399EL Duke Energy CORP
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26439RAF Duke CapitalCORP
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26439XAB Duke Energy CORP
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30161NAB Exelon Corp CORP
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30161NACExelon Corp CORP
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337932AC FirstEnergyCORP
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68233DAS Oncor Electric
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693627AX PSI EnergyCORP
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694308GB Pacific GasCORP
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694308GC Pacific GasCORP
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694308GD Pacific G &CORP
EC UE 4.8 3/1/2014 BBB Baa1 145 145
694308GE Pacific G &CORP
EC UE 6.05 3/1/2034 BBB Baa1 13240 13240
743263AD Progress Energy
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743263AE Progress Energy
CORPInc UE 7.75 3/1/2031 BBB- Baa2 7240 7240
744448BU PUBLIC SERV CORP CO OFUECOLO 7.88 10/1/2012 BBB+ A3 3000 3000
81013TAB Scottish Power
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842400ES SOUTHERN CORP
CAL EDISON
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842400FA Southern CalCORP
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842434CE SOUTHERN CORP
CALIF GAS
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842634AE Southern Co CORP
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875127AV Tampa Electric
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XS0147030554
RWE Finance CORPBV UE 6.13 10/26/2012 A+ A1 225 225
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