corporate bond offerings...
TRANSCRIPT
Corporate Bond OfferingsDate:06/25/2009
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1 02581FYM5 BBB+/A2 AMERICAN EXPR
CENT MTNAXP 5.200 11/26/2010 102.250 3.542 510
2 02581FYE3 BBB+/A2 AMERICAN EXPRCENTURION
AXP 6.000 09/13/2017 95.669 6.693 313
3 02581FYH6 BBB+/A2 AMERICAN EXPRCENTURION
AXP 5.550 10/17/2012 101.169 5.157 7
4 026074AA2 BBB/BAA2 AMERICAN FINANCIALGROUP
AFG 9.875 06/15/2019 103.370 9.347 480
5 026609AM9 A+/A3 AMERICAN HOME PDNT
WYE 6.950 03/15/2011 108.338 1.961 7
6 026874AZ0 A-/A3 AMERICAN INTLGROUP
AIG 6.250 05/01/2036 50.748 12.774 80
7 02687QBC1 A-/A3 AMERICAN INTLGROUP
AIG 5.600 10/18/2016 53.000 17.108 214
8 02687QBE7 A-/A3 AMERICAN INTLGROUP
AIG 5.375 10/18/2011 74.500 19.669 195
9 02687QBK3 AA/A3 AMERICAN INTLGROUP
AIG 0.709 03/20/2012 67.500 15.554 5000
10 02687QBL1 A3 AMERICAN INTLGROUP
AIG 4.950 03/20/2012 70.000 19.695 235
11 02687QBW7 A-/A3 AMERICAN INTLGROUP
AIG 5.450 05/18/2017 53.000 16.220 199
12 026874AX5 A-/A3 AMERICAN INTLGROUP GLB
AIG 5.050 10/01/2015 56.500 16.437 16
13 02687QDG0 A-/A3 AMERICAN INTLGROUP MTN
AIG 5.850 01/16/2018 54.000 15.862 126
14 026874AV9 A-/A3 AMERICAN INTLGROUP WI
AIG 4.700 10/01/2010 84.750 18.911 234
15 029717AQ8 BBB+/WR AMERICAN STD SR NT 5.500 04/01/2015 99.640 5.572 100016 03040WAD7 BBB+/BAA2 AMERICAN WATER BDAWK 6.593 10/15/2037 88.507 7.584 10017 03076CAD8 A/A3 AMERIPRISE
FINANCIALAMP 7.300 06/28/2019 103.717 6.780 245
18 030955AM0 A/WR AMERITECH CAP FDGNT
T 6.450 01/15/2018 106.435 5.495 10
19 030955AN8 A/WR AMERITECH CAP FDGNT
T 6.550 01/15/2028 95.500 6.986 5
20 031162AV2 A+/A3 AMGEN INC GLOBAL AMGN 5.850 06/01/2017 109.122 4.469 1121 031162AW0 A+/A3 AMGEN INC GLOBAL AMGN 6.375 06/01/2037 106.750 5.879 1022 031162AX8 A+/A3 AMGEN INC GLOBAL AMGN 6.150 06/01/2018 111.333 4.587 88523 031162AZ3 A+/A3 AMGEN INC GLOBAL AMGN 5.700 02/01/2019 108.471 4.597 25024 031162BA7 A+/A3 AMGEN INC GLOBAL AMGN 6.400 02/01/2039 111.575 5.595 10025 031162AJ9 A+/A3 AMGEN INC SRNT
GLOBALAMGN 4.850 11/18/2014 107.636 3.290 700
26 032511BC0 BBB-/BAA3 ANADARKO PETROLCORP
APC 8.700 03/15/2019 114.198 6.686 820
27 032511BD8 BBB-/BAA3 ANADARKO PETROLCORP
APC 7.625 03/15/2014 110.116 5.173 905
28 032511BE6 BBB-/BAA3 ANADARKO PETROLCORP
APC 5.750 06/15/2014 103.322 4.985 146
29 032511BF3 BBB-/BAA3 ANADARKO PETROLCORP
APC 6.950 06/15/2019 104.518 6.331 900
30 032511BG1 BBB-/BAA3 ANADARKO PETROLCORP
APC 7.950 06/15/2039 104.750 7.547 75
31 032511AX5 BBB-/BAA3 ANADARKO PTRLMCORP SRNT
APC 5.950 09/15/2016 100.000 5.948 2256
32 032511AY3 BBB-/BAA3 ANADARKO PTRLMCORP SRNT
APC 6.450 09/15/2036 91.000 7.208 35
33 035229DC4 BBB+/BAA2 ANHEUSER BUSCH ABIBB 6.450 09/01/2037 93.933 6.942 134 035229DD2 BBB+/BAA2 ANHEUSER BUSCH ABIBB 5.500 01/15/2018 100.825 5.378 1035 035229CL5 BBB+/BAA2 ANHEUSER BUSCH
BDABIBB 6.000 11/01/2041 88.500 6.891 127
36 035229CT8 BBB+/BAA2 ANHEUSER BUSCHCOS BD
ABIBB 5.350 05/15/2023 92.050 6.209 5
37 035229CP6 BBB+/BAA2 ANHEUSER BUSCHCOS INC
ABIBB 4.375 01/15/2013 104.983 2.884 161
38 035229DB6 BBB+/BAA2 ANHEUSER BUSCHCOS NOTE
ABIBB 5.600 03/01/2017 107.668 4.410 27
39 035229CS0 BBB+/BAA2 ANHEUSER BUSCHCOS NT
ABIBB 4.500 04/01/2018 94.394 5.308 20
40 035229CV3 BBB+/BAA2 ANHEUSER BUSCHCOS NT
ABIBB 5.050 10/15/2016 98.950 5.224 5
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty41 035229CW1 BBB+/BAA2 ANHEUSER BUSCH
COS NTABIBB 5.000 03/01/2019 97.534 5.329 460
42 035229CX9 BBB+/BAA2 ANHEUSER BUSCHCOS NT
ABIBB 4.700 04/15/2012 102.576 3.718 993
43 035229CY7 BBB+/BAA2 ANHEUSER BUSCHCOS NT
ABIBB 5.000 01/15/2015 107.322 3.533 95
44 035229AL7 BBB+/BAA2 ANHEUSER BUSCHDEB
ABIBB 9.000 12/01/2009 103.339 1.000 495
45 035229BP7 BBB+/BAA2 ANHEUSER BUSCHDEB
ABIBB 6.750 12/15/2027 95.764 7.167 20
46 035229CH4 BBB+/BAA2 ANHEUSER BUSCHNT
ABIBB 6.000 04/15/2011 105.950 2.578 305
47 035229CE1 BBB+/BAA2 ANHEUSER BUSCHNTS
ABIBB 7.500 03/15/2012 112.254 2.770 1
48 03522QAC9 BBB+/BAA2 ANHEUSER-BUSCHCOMPANIES, INC.
ABIBB 5.625 10/01/2010 103.889 2.453 59
49 001814AR3 A-/A3 ANR PIPELINE CODEB
TRP 9.625 11/01/2021 138.826 5.297 11
50 001814AS1 A-/A3 ANR PIPELINE CO SRNT
TRP 7.000 06/01/2025 117.013 5.394 8
51 03674BAC8 A-/BAA1 ANTHEM INC BD WLP 6.800 08/01/2012 107.708 4.113 47052 00184AAF2 BBB/BAA2 AOL TIME WARNER
GLBL BDTWX 6.875 05/01/2012 107.562 4.024 90
53 00184AAG0 BBB/BAA2 AOL TIME WARNERGLBL BD
TWX 7.700 05/01/2032 100.225 7.677 3
54 00184AAC9 BBB/BAA2 AOL TIME WARNERGLBL DEB
TWX 7.625 04/15/2031 91.000 8.540 1
55 00184AAB1 BBB/BAA2 AOL TIME WARNERGLBL NT
TWX 6.750 04/15/2011 105.800 3.382 45
56 037388AE5 BBB-/BAA3 AON CAP A AOC 8.205 01/01/2027 96.000 8.653 54057 037411AT2 A-/A3 APACHE CORP APA 5.250 04/15/2013 108.353 2.906 44058 037411AU9 A-/A3 APACHE CORP APA 6.000 09/15/2013 109.766 3.483 58059 037411AV7 A+/A3 APACHE CORP APA 6.900 09/15/2018 114.821 4.881 560 037411AM7 A-/A3 APACHE CORP DEB APA 7.375 08/15/2047 107.000 6.855 1061 037411AS4 A-/A3 APACHE CORP NT APA 5.625 01/15/2017 104.500 4.904 262 03746AAC4 A-/A3 APACHE FIN CANADA
GLBLAPA 4.375 05/15/2015 102.812 3.835 22
63 037735BZ9 BBB/BAA2 APPALACHIAN PWRBD
AEP 5.950 05/15/2033 92.661 6.562 420
64 037735CE5 BBB/BAA2 APPALACHIAN PWRSRNT
AEP 5.800 10/01/2035 90.481 6.564 85
65 037735CM7 BBB/BAA2 APPALACHIAN PWRUNSCD
AEP 7.000 04/01/2038 101.500 6.878 15
66 039483AT9 A/A2 ARCHER DANIEL MIDBD
ADM 5.935 10/01/2032 103.000 5.700 25
67 039483AH5 A/A2 ARCHER DANIEL MIDDEB
ADM 8.375 04/15/2017 123.524 4.729 240
68 039483AS1 A/A2 ARCHER DANIEL MIDNT
ADM 7.000 02/01/2031 114.973 5.777 1125
69 039483AY8 A/A2 ARCHER DANIELS ADM 5.450 03/15/2018 105.677 4.649 28370 03979GAL9 AA+/AA2 ARDEN RLTY INC NTS GE 5.250 03/01/2015 99.336 5.386 69471 03979GAH8 AA+/AA2 ARDEN RLTY INC SR
NTGE 8.500 11/15/2010 107.875 2.627 4
72 03938LAC8 BBB/BAA3 ARECELORMITTAL MTNA 5.375 06/01/2013 97.585 6.075 10073 03938LAL8 BBB/BAA3 ARECELORMITTAL MTNA 9.000 02/15/2015 108.500 7.143 54774 03938LAM6 BBB/BAA3 ARECELORMITTAL MTNA 9.850 06/01/2019 109.750 8.381 19675 03938LAF1 BBB/BAA3 ARECELORMITTAL
GLOBALMTNA 6.125 06/01/2018 88.250 7.991 28
76 040555CH5 BBB-/BAA2 ARIZONA PUB SVC BDPNW 5.500 09/01/2035 78.204 7.394 2077 040555CJ1 BBB-/BAA2 ARIZONA PUB SVC
NOTEPNW 6.250 08/01/2016 104.500 5.474 40
78 040555CC6 BBB-/BAA2 ARIZONA PUB SVC NTPNW 6.375 10/15/2011 105.639 3.780 41579 040555CD4 BBB-/BAA2 ARIZONA PUB SVC NTPNW 6.500 03/01/2012 107.824 3.406 1480 040555CL6 BBB-/BAA2 ARIZONA PUB SVC SR
UNSECPNW 8.750 03/01/2019 119.311 6.077 450
81 042735AK6 BBB-/BAA3 ARROW ELECTRS SRDEB
ARW 7.500 01/15/2027 93.643 8.189 429
82 046003JU4 A/A3 ASSOC CORP NA SRDEB
C 6.950 11/01/2018 91.440 8.282 4
83 046003DD8 A-/BAA1 ASSOC CORP NA SUBDEB
C 8.150 08/01/2009 100.612 1.000 10
84 046353AA6 AA-/A1 ASTRAZENECA PLCNT GLBL
AZN 5.400 06/01/2014 109.522 3.287 100
85 046353AB4 AA-/A1 ASTRAZENECA PLCSR NOTE
AZN 5.900 09/15/2017 110.053 4.425 100
86 046353AC2 AA-/A1 ASTRAZENECA PLCSR NOTE
AZN 5.400 09/15/2012 109.400 2.340 24
87 046353AD0 AA-/A1 ASTRAZENECA PLCSR NOTE
AZN 6.450 09/15/2037 113.185 5.522 500
88 00209TAB1 BBB+/BAA1 AT&T BROADBAND CMCSA 9.455 11/15/2022 119.784 7.133 24
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyCORP GLBL
89 001957AW9 A/WR AT&T CORP GLOBALNT
T 6.500 03/15/2029 100.000 6.499 10
90 00206RAP7 A/A2 AT&T INC T 6.700 11/15/2013 111.317 3.862 38491 00206RAD4 A/A2 AT&T INC BOND T 6.500 09/01/2037 102.500 6.308 3592 00206RAF9 A/A2 AT&T INC BOND
GLOBALT 4.950 01/15/2013 105.704 3.232 50
93 00206RAG7 A/A2 AT&T INC BONDGLOBAL
T 6.300 01/15/2038 100.059 6.295 1
94 00206RAJ1 A/A2 AT&T INC BONDGLOBAL
T 5.500 02/01/2018 102.488 5.137 479
95 00206RAM4 A/A2 AT&T INC BONDGLOBAL
T 5.600 05/15/2018 103.353 5.124 223
96 00206RAN2 A/A2 AT&T INC BONDGLOBAL
T 6.400 05/15/2038 101.674 6.273 14
97 00206RAB8 A/A2 AT&T INC NT T 6.800 05/15/2036 106.975 6.260 3398 00206RAQ5 A/A2 AT&T INC NT T 4.850 02/15/2014 105.210 3.615 49399 00206RAR3 A/A2 AT&T INC NT T 5.800 02/15/2019 103.994 5.265 230100 00206RAS1 A/A2 AT&T INC NT T 6.550 02/15/2039 107.320 6.017 100101 00209AAE6 A/A2 AT&T WIRELESS SER T 7.875 03/01/2011 109.033 2.324 20102 00209AAG1 A/A2 AT&T WIRELESS SER
GLBLT 8.125 05/01/2012 114.227 2.864 135
103 048303BG5 AAA/AAA ATLANTIC CITY 1MTGINSD
POM 6.625 08/01/2013 109.000 4.204 6
104 048303BN0 AA-/A3 ATLANTIC CITY 1MTGINSD
POM 7.250 08/30/2010 106.168 1.879 10
105 048303AZ4 BBB+/A3 ATLANTIC CITY ELE1MTG
POM 6.625 08/01/2013 114.662 2.802 10
106 048825AW3 AA/AA1 ATLANTIC RICHFIELDDEB
9.000 04/01/2021 142.417 4.350 152
107 048825BA0 AA/AA1 ATLANTIC RICHFIELDDEB
8.250 02/01/2022 138.023 4.305 5
108 04882PBV0 AA+/AA1 ATLANTIC RICHFIELDMTN
BPLN 8.370 02/14/2012 117.112 1.673 14
109 04882PBY4 AA+/AA1 ATLANTIC RICHFLD2/18/92
BPLN 8.440 02/21/2012 117.410 1.675 25
110 049560AJ4 BBB+/BAA2 ATMOS ENERGY NTS ATO 8.500 03/15/2019 116.500 6.210 35111 052537BU0 NR/AAA AUSTRALIA
COMWLTH BDAUSTLA 8.375 03/15/2017 127.745 4.133 5
112 053332AF9 BBB/BAA2 AUTOZONE INC BD AZO 5.500 11/15/2015 100.750 5.358 5113 053332AG7 BBB/BAA2 AUTOZONE INC SRNT AZO 6.950 06/15/2016 104.953 6.066 168114 05348EAE9 BBB+/BAA1 AVALON BAY COM NT AVB 6.625 09/15/2011 105.500 3.994 250115 054303AW2 A/A2 AVON PRODUCTS AVP 6.500 03/01/2019 110.375 5.125 160116 054303AQ5 A/A2 AVON PRODUCTS NT AVP 4.625 05/15/2013 106.994 2.711 225117 054303AS1 A/A2 AVON PRODUCTS NT AVP 5.125 01/15/2011 105.411 1.559 8118 054303AU6 A/A2 AVON PRODUCTS NT AVP 5.750 03/01/2018 108.281 4.581 250119 054303AV4 A/A2 AVON PRODUCTS SR
UNSECAVP 5.625 03/01/2014 108.079 3.723 80
120 05461TAA5 A-/BAA1 AXIS CAPITAL HLDGSNTS
AXS 5.750 12/01/2014 93.003 7.336 943
121 05523UAJ9 BBB+/BAA2 BAE SYSTEMS GLBLNT 144A
BALN 6.375 06/01/2019 105.366 5.660 500
122 057224AY3 A/A2 BAKER HUGHESNOTES
BHI 7.500 11/15/2018 118.516 5.001 500
123 059438AH4 A/A1 BANC ONE CORP SUBDEB
JPM 7.625 10/15/2026 105.500 7.067 7
124 05946NAD7 A2 BANCO BRADESCOSUBNT
BRADES 8.750 10/24/2013 119.000 3.920 10
125 06050XA29 A-/A3 BANK AMERICA BAC 6.250 09/15/2037 85.841 7.453 100126 06050XA45 A-/A3 BANK AMERICA BAC 6.000 11/15/2037 90.007 6.795 1127 06050XA86 A-/A3 BANK AMERICA BAC 6.350 12/15/2037 86.456 7.503 30128 06050XB85 A-/A3 BANK AMERICA BAC 6.250 06/15/2038 86.294 7.405 30129 06050XHA4 A-/A3 BANK AMERICA MTN
08/01BAC 6.550 08/15/2027 90.747 7.490 10
130 06050XC43 A-/A3 BANK AMERICA MTN09/13
BAC 7.000 08/15/2038 93.850 7.523 50
131 06050XC84 A-/A3 BANK AMERICA MTN09/13
BAC 6.900 08/15/2038 93.750 7.426 42
132 06050TKN1 A/A1 BANK OF AMER CONT
BAC 5.300 03/15/2017 87.039 7.546 5
133 06050XPZ0 A-/A3 BANK OF AMER CONT 04/29
BAC 5.800 04/15/2029 82.714 7.487 10
134 06050XLF8 A-/A3 BANK OF AMER CONT 05/22
BAC 5.000 05/15/2023 76.308 7.800 5
135 06050XLJ0 A-/A3 BANK OF AMER CONT 05/30
BAC 4.700 05/15/2018 85.682 6.881 5
136 06050XLV3 A-/A3 BANK OF AMER CONT 06/19
BAC 4.600 06/15/2018 87.014 6.538 3
137 06050XNC3 A-/A3 BANK OF AMER CONT 10/30
BAC 6.000 10/15/2028 84.922 7.489 10
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty138 06050XKJ1 A-/A3 BANK OF AMER CO
NT 3/06BAC 5.200 03/15/2018 88.125 7.046 1
139 06050XMF7 A-/A3 BANK OF AMER CONT 8/7
BAC 5.500 08/15/2018 89.762 7.038 15
140 06050XB51 A-/A3 BANK OF AMER CRPMTN
BAC 6.000 05/15/2025 87.620 7.331 10
141 06050XB69 A-/A3 BANK OF AMER CRPMTN
BAC 6.000 05/15/2025 85.565 7.577 10
142 06050XD83 A-/A3 BANK OF AMER CRPMTN
BAC 6.900 09/15/2038 94.001 7.403 20
143 06050XDU4 A-/A3 BANK OF AMER CRPMTN
BAC 7.000 12/15/2026 94.787 7.541 8
144 06050XGJ6 A-/A3 BANK OF AMER CRPMTN
BAC 6.650 06/15/2027 92.224 7.441 5
145 060505DA9 A-/A3 BANK OF AMERICA BAC 5.420 03/15/2017 84.500 8.167 329146 060505DB7 A-/A3 BANK OF AMERICA BAC 5.490 03/15/2019 81.253 8.343 300147 06050XQX4 A-/A3 BANK OF AMERICA
SRNTBAC 6.200 06/15/2029 88.000 7.356 10
148 060505CS1 A/A2 BANK OF AMERICACO GLBL
BAC 5.625 10/14/2016 95.087 6.479 31
149 06050XA78 A-/A3 BANK OF AMERICACO MTN
BAC 6.150 12/15/2037 85.210 7.403 185
150 06050XC50 A-/A3 BANK OF AMERICACO MTN
BAC 7.000 08/15/2038 93.399 7.563 3
151 06050XCW1 A-/A3 BANK OF AMERICACO MTN
BAC 6.850 10/15/2026 95.204 7.343 17
152 06050XDP5 A-/A3 BANK OF AMERICACO MTN
BAC 6.700 12/15/2026 92.373 7.490 45
153 06050XFS7 A-/A3 BANK OF AMERICACO MTN
BAC 6.750 05/15/2027 94.134 7.343 15
154 06050XGA5 A-/A3 BANK OF AMERICACO MTN
BAC 6.800 05/15/2027 94.623 7.344 10
155 06050XGS6 A-/A3 BANK OF AMERICACO MTN
BAC 6.600 06/15/2027 91.284 7.490 15
156 06050XGT4 A-/A3 BANK OF AMERICACO MTN
BAC 5.600 07/15/2012 101.000 5.239 5
157 06050XHH9 A-/A3 BANK OF AMERICACO MTN
BAC 6.300 09/15/2027 88.269 7.489 15
158 06050XHM8 A-/A3 BANK OF AMERICACO MTN
BAC 6.200 09/15/2027 87.292 7.488 10
159 06050XHY2 A-/A3 BANK OF AMERICACO MTN
6.375 10/15/2027 88.985 7.489 100
160 06050XJB0 A-/A3 BANK OF AMERICACO MTN
6.300 11/15/2027 88.223 7.489 6
161 06050XJJ3 A-/A3 BANK OF AMERICACO MTN
BAC 6.000 11/15/2027 84.419 7.584 25
162 06050XJX2 A-/A3 BANK OF AMERICACO MTN
BAC 5.450 01/15/2018 91.156 6.833 15
163 06050XJY0 A-/A3 BANK OF AMERICACO MTN
BAC 5.800 01/15/2028 82.500 7.571 6
164 06050XKF9 A-/A3 BANK OF AMERICACO MTN
BAC 5.700 02/15/2028 82.221 7.484 10
165 06050XKG7 A-/A3 BANK OF AMERICACO MTN
BAC 5.350 02/15/2018 89.000 7.074 17
166 06050XRH8 A-/A3 BANK OF AMERICACO MTN
BAC 6.000 07/15/2034 83.000 7.511 10
167 06050XWZ2 A-/A3 BANK OF AMERICACO MTN
BAC 6.250 05/15/2036 86.567 7.409 20
168 06050XYF4 A-/A3 BANK OF AMERICACO MTN
BAC 6.250 09/15/2036 87.000 7.361 32
169 06050XZD8 A-/A3 BANK OF AMERICACO MTN
BAC 6.000 02/15/2037 82.618 7.499 30
170 06050XZF3 A-/A3 BANK OF AMERICACO MTN
BAC 6.000 06/15/2027 85.448 7.480 4
171 060505AU8 A/A2 BANK OF AMERICACORP
BAC 5.125 11/15/2014 97.023 5.776 1
172 060505DH4 A/A2 BANK OF AMERICACORP
BAC 6.000 09/01/2017 94.160 6.947 850
173 060505DK7 A/A2 BANK OF AMERICACORP
BAC 5.375 09/11/2012 102.028 4.682 1370
174 060505DP6 A/A2 BANK OF AMERICACORP
BAC 5.750 12/01/2017 91.963 7.030 377
175 06050BAA9 AAA/AAA BANK OF AMERICACORP
BAC 3.125 06/15/2012 104.001 1.732 3000
176 06050BAG6 AAA/AAA BANK OF AMERICACORP
BAC 2.100 04/30/2012 101.111 1.696 5000
177 06050BAJ0 AAA/AAA BANK OF AMERICACORP
BAC 2.375 06/22/2012 101.893 1.720 1000
178 06050XC68 A-/A3 BANK OF AMERICACORP
BAC 7.000 08/15/2038 94.544 7.461 100
179 060505BP8 A/A2 BANK OF AMERICA BAC 4.250 10/01/2010 103.375 1.518 150
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyGLOBAL
180 060505BS2 A/A2 BANK OF AMERICAGLOBAL
BAC 4.750 08/01/2015 93.109 6.122 50
181 060505BU7 A/A2 BANK OF AMERICAGLOBAL
BAC 4.500 08/01/2010 101.549 3.037 2
182 06050XSD6 A-/A3 BANK OF AMERICAMTN
BAC 5.000 09/15/2015 95.344 5.901 125
183 06050XSM6 A-/A3 BANK OF AMERICAMTN
BAC 5.200 11/15/2019 86.221 7.098 5
184 06050XSS3 A-/A3 BANK OF AMERICAMTN
BAC 5.000 11/15/2014 96.424 5.782 10
185 06050XST1 A-/A3 BANK OF AMERICAMTN
BAC 5.350 11/15/2019 87.301 7.099 10
186 06050XSY0 A-/A3 BANK OF AMERICAMTN
BAC 4.950 12/15/2014 97.290 5.531 20
187 06050XTB9 A-/A3 BANK OF AMERICAMTN
BAC 5.000 12/15/2014 97.295 5.581 10
188 06050XTC7 A-/A3 BANK OF AMERICAMTN
BAC 5.400 12/15/2019 88.000 7.040 14
189 06050XTD5 A-/A3 BANK OF AMERICAMTN
BAC 5.600 12/15/2029 81.715 7.340 40
190 06050XTJ2 A-/A3 BANK OF AMERICAMTN
BAC 5.250 12/15/2019 85.765 7.199 40
191 06050XTK9 A-/A3 BANK OF AMERICAMTN
BAC 5.450 12/15/2029 80.595 7.289 15
192 06050XTU7 A-/A3 BANK OF AMERICAMTN
BAC 5.000 02/15/2020 84.427 7.099 9
193 06050XUA9 A-/A3 BANK OF AMERICAMTN
BAC 5.250 03/15/2020 87.250 6.957 6
194 06050XUJ0 A-/A3 BANK OF AMERICAMTN
BAC 5.250 03/15/2015 96.020 6.084 25
195 06050XVR1 A-/A3 BANK OF AMERICAMTN
BAC 5.125 09/15/2015 94.046 6.297 13
196 06050XWC3 A-/A3 BANK OF AMERICAMTN
BAC 5.750 11/15/2025 84.500 7.397 40
197 06050XWX7 A-/A3 BANK OF AMERICAMTN
BAC 6.300 05/15/2031 87.229 7.495 5
198 06050XRP0 A-/A3 BANK OF AMERICAMTN 8/19
BAC 5.550 08/15/2024 84.320 7.276 5
199 06050XRT2 A-/A3 BANK OF AMERICAMTN 8/26
BAC 5.750 08/15/2029 85.281 7.138 15
200 06051GDW6 A/A2 BANK OF AMERICANA
BAC 4.900 05/01/2013 99.000 5.189 10
201 06051GDX4 A/A2 BANK OF AMERICANA
BAC 5.650 05/01/2018 90.070 7.186 550
202 06051GDY2 A/A2 BANK OF AMERICANA
BAC 7.375 05/15/2014 104.650 6.251 1000
203 06051GDZ9 A/A2 BANK OF AMERICANA
BAC 7.625 06/01/2019 102.118 7.320 1960
204 060505CL6 A-/A3 BANK OF AMERICA NTBAC 5.750 08/15/2016 91.454 7.308 99205 060505CK8 A/A2 BANK OF AMERICA
SRNTBAC 5.375 08/15/2011 103.700 3.550 715
206 06050XQE6 A-/A3 BANK OF AMERICASRNT
BAC 5.550 05/15/2019 89.082 7.097 10
207 06050XQJ5 A-/A3 BANK OF AMERICASUBNT
BAC 6.000 05/15/2024 88.490 7.278 5
208 0640P1FC2 A+/A3 BANK OF NY CO MTN BK 5.700 12/15/2020 99.748 5.730 125209 0640P1GJ6 A+/AA3 BANK OF NY CO MTN BK 5.800 03/15/2021 97.685 6.078 5210 0640P1HL0 A+/AA3 BANK OF NY CO MTN BK 6.350 07/15/2021 100.375 5.631 15211 0640P1LA9 A+/AA3 BANK OF NY CO MTN BK 5.800 02/15/2022 98.720 5.945 10212 0640P1NB5 A/AA3 BANK OF NY CO MTN BK 6.200 07/15/2032 99.750 6.220 52213 0640P1PD9 A+/AA3 BANK OF NY CO MTN BK 5.900 10/15/2032 96.723 6.166 10214 0640P1QF3 A/AA3 BANK OF NY CO MTN BK 5.650 01/18/2033 95.411 6.017 10215 06406JHB4 A+/AA3 BANK OF NY CO MTN
03/10BK 4.950 03/15/2015 102.843 4.380 165
216 06406JFQ3 A+/AA3 BANK OF NY CO MTN05/19
BK 6.100 05/15/2029 97.100 6.358 3
217 0640P1CN1 AA-/AA3 BANK OF NY CO MTN05/4
BK 5.300 05/15/2020 95.450 5.871 5
218 0640P1DA8 A+/AA3 BANK OF NY CO MTN06/15
BK 5.050 06/15/2020 93.177 5.904 5
219 0640P1DS9 A+/AA3 BANK OF NY CO MTN08/10
BK 5.400 08/17/2020 102.016 5.159 1
220 06406JGT6 A+/AA3 BANK OF NY CO MTN08/25
BK 5.400 08/15/2019 94.043 6.200 10
221 0640P1AD5 A+/AA3 BANK OF NY CO MTN10/14
BK 5.550 10/15/2029 93.000 6.158 10
222 0640P1JT1 A+/AA3 BANK OF NY CO MTN10/18
BK 6.000 10/15/2031 98.002 6.165 10
223 0640P1EP4 A+/AA3 BANK OF NY CO MTN10/19
BK 5.550 10/15/2030 93.908 6.062 15
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty224 06406JDQ5 A/AA3 BANK OF NY CO MTN
10/22BK 5.600 10/15/2018 100.769 5.492 28
225 0640P1AQ6 A+/AA3 BANK OF NY CO MTN12/22
BK 5.300 11/15/2019 95.000 5.952 2
226 0640P1AY9 A+/AA3 BANK OF NY CO MTN12/22
BK 5.250 12/16/2019 92.765 6.200 3
227 0640P1BB8 A+/AA3 BANK OF NY CO MTN12/29
BK 5.450 12/17/2029 91.827 6.158 5
228 06406HBL2 AA2 BANK OF NY MELLON BK 4.300 05/15/2014 103.918 3.420 100229 06406HBM0 AA2 BANK OF NY MELLON BK 5.450 05/15/2019 104.871 4.823 40230 06406HBE8 AA-/AA2 BANK OF NY MTN BK 4.950 11/01/2012 107.332 2.639 531231 06406HBJ7 AA-/AA2 BANK OF NY MTN BK 4.500 04/01/2013 105.291 2.998 100232 06406HBK4 AA-/AA2 BANK OF NY MTN BK 5.125 08/27/2013 106.552 3.420 885233 064244AA4 AAA/AAA BANK OF THE WEST BNP 2.150 03/27/2012 101.580 1.559 1000234 06423AAG8 A/A1 BANK ONE CORP SUB
NTJPM 7.875 08/01/2010 106.500 1.802 830
235 06423AAQ6 A/A1 BANK ONE CORP SUBNTS
JPM 5.900 11/15/2011 105.612 3.418 1012
236 06423AAS2 A/A1 BANK ONE CORP SUBNTS
JPM 5.250 01/30/2013 102.609 4.453 1930
237 066050CM5 A-/A3 BANKAMERICA CORPSUB NT
BAC 7.125 10/15/2011 106.750 4.009 10
238 060505AQ7 A/A2 BANKAMERICAGL0BAL NT
BAC 6.250 04/15/2012 105.868 4.005 366
239 060505AR5 A/A2 BANKAMERICAGL0BAL NT
BAC 4.875 09/15/2012 100.875 4.576 1312
240 060505AX2 A/A2 BANKAMERICAGL0BAL SRNT
BAC 4.875 01/15/2013 100.645 4.675 170
241 060505BD5 A-/A3 BANKAMERICAGL0BAL SUBNT
BAC 4.750 08/15/2013 96.875 5.607 10
242 060505AD6 A-/A3 BANKAMERICA GLBLSUB NT
BAC 7.800 02/15/2010 103.597 1.975 6
243 060505AG9 A-/A3 BANKAMERICA GLBLSUB NT
BAC 7.400 01/15/2011 104.433 4.393 400
244 060505BM5 A/A2 BANKAMERICA NT BAC 5.375 06/15/2014 97.950 5.857 241245 060505BF0 A/A2 BANKAMERICA SR NT BAC 4.375 12/01/2010 102.109 2.847 75246 060505BG8 A-/A3 BANKAMERICA SUB
NTBAC 5.250 12/01/2015 90.000 7.223 95
247 06738GUZ1 AA-/AA3 BARCLAYS BK PLC BACR 5.450 09/12/2012 106.245 3.373 425248 067901AB4 A-/BAA1 BARRICK GOLD CORPABX 6.950 04/01/2019 113.247 5.199 300249 06849RAB8 A-/BAA1 BARRICK GOLD FIN
GLOBALABX 6.800 09/15/2018 112.816 5.042 100
250 06849RAC6 A-/BAA1 BARRICK GOLD FINGLOBAL
ABX 7.500 09/15/2038 117.571 6.191 11
251 06849VAA1 A-/BAA1 BARRICK GOLD FINGLOBAL
ABX 5.800 11/15/2034 95.319 6.167 235
252 06849VAB9 A-/BAA1 BARRICK GOLD FINGLOBAL
ABX 4.875 11/15/2014 105.443 3.747 100
253 071813AW9 A+/A3 BAXTER INTL INC NT BAX 5.900 09/01/2016 110.412 4.202 240254 071813AY5 A+/A3 BAXTER INTL INC NT BAX 5.375 06/01/2018 107.233 4.386 737255 071813AU3 A+/A3 BAXTER INTL INC NT
GLBLBAX 4.625 03/15/2015 106.778 3.311 100
256 071813AZ2 A+/A3 BAXTER INTL INC SRUNSEC
BAX 4.000 03/01/2014 104.764 2.901 15
257 054937AE7 A-/A2 BB&T CORP GLOBALSUBNT
BBT 5.200 12/23/2015 99.450 5.301 1
258 05531FAA1 A/A1 BB&T CORP MTN BBT 5.700 04/30/2014 103.839 4.799 100259 073928X73 A+/AA3 BEAR STEARNS CO
INCJPM 6.950 08/10/2012 109.703 3.622 380
260 07385TAJ5 A+/AA3 BEAR STEARNS COINC GLBL
JPM 5.700 11/15/2014 104.027 4.839 25
261 073902ML9 A+/AA3 BEAR STEARNS INC JPM 5.500 08/15/2011 106.412 2.386 500262 073902PN2 A/A1 BEAR STEARNS INC JPM 5.550 01/22/2017 96.163 6.192 710263 073902PP7 A+/AA3 BEAR STEARNS INC JPM 5.350 02/01/2012 105.837 2.987 100264 073902PR3 A+/AA3 BEAR STEARNS INC JPM 6.400 10/02/2017 102.867 5.954 491265 073902RU4 A+/AA3 BEAR STEARNS INC
GLOBALJPM 7.250 02/01/2018 108.625 5.951 250
266 07387EHT7 A+/AA3 BEAR STEARNS MTN JPM 6.000 05/15/2037 88.803 6.910 3267 07387EJA6 AA-/AA2 BEAR STEARNS MTN JPM 7.500 03/15/2018 102.665 3.643 4268 07387EES2 A+/AA3 BEAR STEARNS MTN
04/15JPM 5.800 04/15/2029 88.000 6.921 5
269 07387EFU6 A+/AA3 BEAR STEARNS MTN08/05
JPM 6.000 08/15/2029 93.306 6.605 20
270 07387EHR1 A+/AA3 BEAR STEARNS MTN2/24
JPM 6.000 02/24/2031 91.950 6.706 5
271 07387EAV9 A+/AA3 BEAR STEARNS MTN8/14
JPM 6.100 08/15/2023 98.000 6.315 5
272 073902CD8 A/AA3 BEAR STEARNS NTGLOBAL
JPM 4.650 07/02/2018 90.613 6.015 4
273 073902CE6 A+/AA3 BEAR STEARNS NT JPM 4.500 10/28/2010 103.107 2.113 100
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyGLOBAL
274 073902KF4 A+/AA3 BEAR STEARNS NTSGLOBAL
JPM 5.300 10/30/2015 99.253 5.440 1
275 075811AD1 BBB/BAA3 BECKMAN COULTERCVT
BEC 2.500 12/15/2036 99.650 2.518 10
276 075887AN9 AA-/A2 BECTON DICKINSONDEB
BDX 7.000 08/01/2027 111.000 5.995 5
277 075887AU3 AA-/A2 BECTON DICKINSONNT
BDX 5.000 05/15/2019 106.388 4.202 100
278 075887AV1 AA-/A2 BECTON DICKINSONNT
BDX 6.000 05/15/2039 106.683 5.539 1325
279 079857AH1 A/A2 BELLSOUTH CAP FDGCORP
T 7.875 02/15/2030 113.964 6.623 432
280 079860AE2 A/A2 BELLSOUTH CORP BDT 6.550 06/15/2034 100.125 6.539 250281 079860AK8 A/A2 BELLSOUTH CORP BDT 6.000 11/15/2034 96.712 6.260 38282 079860AL6 A/A2 BELLSOUTH CORP BDT 5.200 12/15/2016 104.081 4.548 9283 079860AG7 A/A2 BELLSOUTH CORP BD
GLOBALT 5.200 09/15/2014 105.763 3.963 251
284 079860AD4 A/A2 BELLSOUTH CORPGLBL BD
T 6.875 10/15/2031 104.708 6.472 500
285 079860AB8 A/A2 BELLSOUTH CORPGLBL NT
T 6.000 10/15/2011 108.125 2.336 35
286 079860AJ1 A/A2 BELLSOUTH CORP NTT 4.750 11/15/2012 106.107 2.839 50287 079867AW7 A/A2 BELLSOUTH
TELECOM DEBT 6.375 06/01/2028 101.500 6.238 10
288 079867AP2 A/A2 BELLSOUTHTELECOMM DEB
T 7.000 12/01/2095 93.343 7.499 4
289 084670AS7 AAA/AA2 BERKSHIREHATHAWY GLOBAL
BRK 4.750 05/15/2012 107.483 2.055 430
290 084664BD2 AAA/AA2 BERKSHIRE HTHAWY BRK 4.600 05/15/2013 105.670 3.037 1016291 084664BE0 AAA/AA2 BERKSHIRE HTHAWY BRK 5.400 05/15/2018 105.905 4.582 2868292 084664AM3 AAA/AA2 BERKSHIRE HTHAWY
GLOBALBRK 5.100 07/15/2014 108.770 3.202 245
293 084664AZ4 AAA/AA2 BERKSHIRE HTHAWYNT
BRK 4.500 01/15/2013 105.507 2.854 590
294 084664BG5 AAA/AA2 BERKSHIRE HTHAWYNT
BRK 5.000 08/15/2013 107.139 3.140 1
295 084664AR2 AAA/AA2 BERKSHIRE HTHAWYNT GBL
BRK 4.125 01/15/2010 101.684 1.000 2
296 084664AD3 AAA/AA2 BERKSHIRE HTHAWYNT GLBL
BRK 4.625 10/15/2013 107.275 2.813 122
297 084664AF8 AAA/AA2 BERKSHIRE HTHAWYNT GLBL
BRK 4.200 12/15/2010 103.419 1.813 1
298 084664AT8 AAA/AA2 BERKSHIRE HTHAWYNT GLBL
BRK 4.850 01/15/2015 107.736 3.310 100
299 38238QAL0 BBB+/BAA2 BF GOODRICH COMTN 11/21
GR 7.100 11/15/2027 104.897 6.634 73
300 055451AB4 A+/A1 BHP BILLITON FINUSA
BHP 5.250 12/15/2015 107.280 3.961 795
301 055451AC2 A+/A1 BHP BILLITON FINUSA
BHP 5.000 12/15/2010 104.645 1.759 2
302 055451AF5 A+/A1 BHP BILLITON FINUSA
BHP 5.400 03/29/2017 104.810 4.652 1
303 055451AG3 A+/A1 BHP BILLITON FINUSA
BHP 5.500 04/01/2014 108.660 3.505 247
304 055451AH1 A+/A1 BHP BILLITON FINUSA
BHP 6.500 04/01/2019 112.693 4.850 500
305 055450AC4 A+/A1 BHP FINANCE USALTD DEB
BHP 8.500 12/01/2012 116.462 3.362 10
306 055450AG5 A+/A1 BHP FINANCE USALTD DEB
BHP 7.250 03/01/2016 113.362 4.877 51
307 09062XAB9 BBB+/BAA3 BIOGEN IDEC INC BIIB 6.875 03/01/2018 106.400 5.919 260308 06050XRA3 A-/A3 BK OF AMERICA SBNT
06/24BAC 6.250 06/15/2029 88.080 7.394 40
309 091797AP5 BBB/BAA3 BLACK & DECKERCORP
BDK 8.950 04/15/2014 111.280 6.188 903
310 093662AC8 BBB/BAA1 BLOCK FINL CORPNTS
HRB 5.125 10/30/2014 97.688 5.631 142
311 097014AD6 A+/A2 BOEING CAP BDSGLOBAL
BA 6.100 03/01/2011 107.592 1.478 35
312 097014AH7 A+/A2 BOEING CAP CORPGLBL NT
BA 5.800 01/15/2013 109.207 3.038 14
313 097014AG9 A+/A2 BOEING CAP CORPNT
BA 6.500 02/15/2012 111.130 2.117 202
314 09700PAT5 A+/A2 BOEING CAP MTN 6.000 05/15/2012 109.011 2.719 35315 09700PDN5 A+/A2 BOEING CAP MTN BA 4.100 06/15/2010 102.952 0.997 1316 09700PBF4 A+/A2 BOEING CAP MTN
06/06BA 5.500 06/15/2012 107.643 2.790 5
317 09700PBP2 A+/A2 BOEING CAP MTN07/18
BA 5.600 07/15/2012 108.243 2.756 12
318 097014AC8 A+/A2 BOEING CAP SR NT BA 7.375 09/27/2010 106.929 1.708 3
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty319 097023AG0 A+/A2 BOEING CO DEB BA 8.625 11/15/2031 139.501 5.526 18320 097023AM7 A+/A2 BOEING CO DEB BA 7.250 06/15/2025 116.502 5.665 150321 097023AW5 A+/A2 BOEING CO NOTES BA 6.000 03/15/2019 110.603 4.631 4500322 097023AT2 A+/A2 BOEING CO NT BA 5.125 02/15/2013 106.777 3.132 5323 097023AV7 A+/A2 BOEING CO SR
UNSECBA 5.000 03/15/2014 107.015 3.375 990
324 097023AX3 A+/A2 BOEING CO SRUNSEC
BA 6.875 03/15/2039 116.354 5.723 285
325 10112RAB0 A-/BAA2 BOSTONPROPERTIES GLBL
BXP 6.250 01/15/2013 100.750 6.011 1237
326 05565QBF4 AA/AA1 BP CAPITAL MKTSPLC
BPLN 5.250 11/07/2013 108.520 3.139 531
327 05565QBG2 AA/AA1 BP CAPITAL MKTSPLC
BPLN 3.125 03/10/2012 103.149 1.920 205
328 05565QBH0 AA/AA1 BP CAPITAL MKTSPLC
BPLN 3.875 03/10/2015 101.500 3.581 65
329 05565QBJ6 AA/AA1 BP CAPITAL MKTSPLC
BPLN 4.750 03/10/2019 102.327 4.451 500
330 05565QBL1 AA/AA1 BP CAPITAL MKTSPLC
BPLN 3.625 05/08/2014 101.989 3.179 730
331 105340AF0 BBB-/BAA3 BRANDYWINE OPERPARTNERS
BDN 6.000 04/01/2016 78.000 10.647 250
332 105340AJ2 BBB-/BAA3 BRANDYWINE OPERPARTNERS
BDN 5.700 05/01/2017 74.500 10.562 250
333 110122AL2 A+/A2 BRISTOL MYERSSQUIB
BMY 5.250 08/15/2013 108.509 3.039 25
334 110122AP3 A+/A2 BRISTOL MYERSSQUIB
BMY 5.875 11/15/2036 104.500 5.553 31
335 110122AR9 A+/A2 BRISTOL MYERSSQUIB
BMY 5.450 05/01/2018 107.354 4.434 100
336 11102AAA9 BBB/BAA2 BRITISH TELECOMNOTES
BRITEL 5.950 01/15/2018 93.000 7.054 3
337 115885AK1 BBB/BAA3 BROWNING FERRISDEB
RSG 7.400 09/15/2035 99.535 7.439 6
338 118230AA9 BBB/BAA2 BUCKEYE PARTNERSSR NT
BPL 4.625 07/15/2013 100.250 4.556 3
339 118230AE1 BBB/BAA2 BUCKEYE PARTNERSSRNT
BPL 5.125 07/01/2017 96.500 5.675 80
340 12189TAT1 BBB/BAA1 BURLIN NTH SANTAFE CORP
BNI 6.750 07/15/2011 108.816 2.304 247
341 12189TAW4 BBB/BAA1 BURLIN NTH SANTAFE CORP
BNI 4.875 01/15/2015 102.927 4.276 645
342 12189TAX2 BBB/BAA1 BURLINGTON NORTHSANTA F
BNI 6.200 08/15/2036 103.255 5.956 55
343 12189TAY0 BBB/BAA1 BURLINGTON NORTHSANTA F
BNI 5.650 05/01/2017 104.000 5.025 412
344 12189TAZ7 BBB/BAA1 BURLINGTON NORTHSANTA F
BNI 6.150 05/01/2037 98.500 6.264 16
345 12189TBA1 BBB/BAA1 BURLINGTON NORTHSANTA F
BNI 5.750 03/15/2018 103.750 5.208 850
346 121897WQ1 BBB/A3 BURLINGTONNORTHRN SR
BNI 8.750 02/25/2022 131.566 5.294 10
347 12201PAN6 A/A2 BURLINGTONRESOURCES
COP 7.400 12/01/2031 107.171 6.773 1
348 12201PAM8 A/A2 BURLINGTONRESOURCES NT
COP 6.500 12/01/2011 110.379 2.078 10
349 12705QAU9 BBB+/BAA1 CABOT CORP MTN10/21
CBT 7.280 10/21/2027 110.094 6.340 20
350 133131AK8 BBB/BAA1 CAMDEN PPTY TRSRNT
CPT 5.875 11/30/2012 100.000 5.873 250
351 13342BAC9 BBB+/BAA1 CAMERON INTL CORPSRNT
CAM 6.375 07/15/2018 94.750 7.174 27
352 134429AT6 A/A2 CAMPBELL SOUP CO CPB 4.500 02/15/2019 102.020 4.241 490353 134429AM1 A/A2 CAMPBELL SOUP CO
NTCPB 6.750 02/15/2011 109.037 1.121 100
354 134429AR0 A/A2 CAMPBELL SOUP CONT
CPB 5.000 12/03/2012 108.658 2.353 5
355 136385AJ0 BBB/BAA2 CANADIAN NATL RESBDS
CNQCN 6.500 02/15/2037 103.854 6.206 97
356 136385AK7 BBB/BAA2 CANADIAN NATL RESGLOBAL
CNQCN 5.700 05/15/2017 105.121 4.907 100
357 136385AM3 BBB/BAA2 CANADIAN NATL RESGLOBAL
CNQCN 5.150 02/01/2013 103.875 3.979 100
358 136385AN1 BBB/BAA2 CANADIAN NATL RESGLOBAL
CNQCN 5.900 02/01/2018 105.353 5.121 80
359 136385AP6 BBB/BAA2 CANADIAN NATL RESGLOBAL
CNQCN 6.750 02/01/2039 104.500 6.408 10
360 136385AH4 BBB/BAA2 CANADIAN NATL RESNTS
CNQCN 6.000 08/15/2016 105.550 5.061 100
361 136385AE1 BBB/BAA2 CANADIAN NATL RESSR NT
CNQCN 6.450 06/30/2033 93.500 7.014 180
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty362 136375BL5 A-/A3 CANADIAN NATL RY
BDCNRCN 6.250 08/01/2034 109.629 5.535 317
363 136375BR2 A-/A3 CANADIAN NATL RYNT
CNRCN 5.550 05/15/2018 104.120 4.969 16
364 136375BS0 A-/A3 CANADIAN NATL RYNT
CNRCN 4.950 01/15/2014 106.186 3.466 367
365 136375BT8 A-/A3 CANADIAN NATL RYNT
CNRCN 5.550 03/01/2019 103.250 5.119 7
366 13645RAC8 BBB/BAA3 CANADIAN PAC RRBD
CP 6.250 10/15/2011 108.215 2.535 300
367 140420MV9 BBB/A3 CAPITAL ONE BANKUSA NA
8.800 07/15/2019 102.770 8.385 3000
368 14040EHG0 BBB/A3 CAPITAL ONE BK NT COF 6.500 06/13/2013 101.000 6.210 62369 14040HAL9 BBB/BAA1 CAPITAL ONE
FINANCIALCOF 5.250 02/21/2017 88.920 7.156 1000
370 14040HAM7 BBB/BAA1 CAPITAL ONEFINANCIAL
COF 5.500 06/01/2015 95.000 6.531 8
371 14040HAQ8 BBB/BAA1 CAPITAL ONEFINANCIAL
COF 5.700 09/15/2011 101.375 5.030 35
372 14040HAR6 BBB/BAA1 CAPITAL ONEFINANCIAL
COF 6.750 09/15/2017 99.130 6.888 27
373 14040HAS4 BBB/BAA1 CAPITAL ONEFINANCIAL
COF 7.375 05/23/2014 104.645 6.257 500
374 14040HAN5 BBB-/BAA2 CAPITAL ONE FINL NT COF 6.150 09/01/2016 90.000 8.008 1161375 14149YAF5 BBB+/BAA2 CARDINAL HEALTH
NTCAH 6.750 02/15/2011 106.500 2.635 15
376 14149YAH1 BBB+/BAA2 CARDINAL HEALTHNT
CAH 5.850 12/15/2017 97.104 6.296 1052
377 144141CT3 A-/A2 CAROLINA PWR & LT1STMTG
PGN 5.125 09/15/2013 107.402 3.229 1000
378 144141CW6 A-/A2 CAROLINA PWR & LT1STMTG
PGN 5.150 04/01/2015 107.730 3.647 33
379 144141CX4 A-/A2 CAROLINA PWR & LT1STMTG
PGN 5.250 12/15/2015 105.615 4.246 1
380 144141CY2 A-/A2 CAROLINA PWR & LT1STMTG
PGN 6.300 04/01/2038 107.500 5.762 25
381 144141CS5 BBB+/A3 CAROLINA PWR & LTNT
PGN 6.500 07/15/2012 110.000 3.033 26
382 144141BP2 A-/A2 CAROLINA PWR<1ST MTG
PGN 8.625 09/15/2021 128.500 5.404 6
383 14912HMY3 A/A2 CAT FINL SVC MTN CAT 5.400 12/15/2010 105.318 1.692 18384 14912HDR8 A/A2 CATERPILLAR FI MTN CAT 5.500 06/15/2012 102.050 1.004 50385 14912HGB0 A/A2 CATERPILLAR FI MTN CAT 6.050 10/15/2027 100.500 5.809 13386 14912HGP9 A/A2 CATERPILLAR FI MTN CAT 5.850 11/15/2027 97.183 6.106 5387 14912HHP8 A/A2 CATERPILLAR FI MTN CAT 5.950 12/15/2027 100.000 5.950 10388 14912HLQ1 A/A2 CATERPILLAR FI MTN CAT 5.000 12/15/2013 103.390 4.159 16389 14912HNC0 A/A2 CATERPILLAR FI MTN CAT 5.650 12/15/2010 105.037 2.123 20390 14912L3G4 A/A2 CATERPILLAR FIN CAT 5.125 10/12/2011 105.820 2.486 108391 14912L3K5 A/A2 CATERPILLAR FIN
MTNCAT 5.850 09/01/2017 102.570 5.455 14
392 14912L3N9 A/A2 CATERPILLAR FINMTN
CAT 4.850 12/07/2012 104.891 3.331 1
393 14912L3S8 A/A2 CATERPILLAR FINMTN
CAT 4.250 02/08/2013 105.191 2.728 100
394 14912L3U3 A/A2 CATERPILLAR FINMTN
CAT 5.450 04/15/2018 98.424 5.679 1110
395 14912L4A6 A/A2 CATERPILLAR FINMTN
CAT 4.900 08/15/2013 104.611 3.684 320
396 14912L4C2 A/A2 CATERPILLAR FINMTN
CAT 6.200 09/30/2013 108.106 4.100 485
397 14912L4D0 A/A2 CATERPILLAR FINMTN
CAT 7.050 10/01/2018 109.354 5.732 25
398 14912L4E8 A/A2 CATERPILLAR FINMTN
CAT 7.150 02/15/2019 110.309 5.740 100
399 14912L4F5 A/A2 CATERPILLAR FINMTN
CAT 6.125 02/17/2014 107.970 4.211 1197
400 14911RAH2 A/A2 CATERPILLAR FINNTS
CAT 4.300 06/01/2010 103.019 0.993 30
401 14911QQA2 A/A2 CATERPILLAR FINSER 9/18
CAT 5.000 09/15/2013 100.710 1.578 41
402 14911Q6K2 A/A2 CATERPILLAR FINSERV CRP
CAT 6.000 10/15/2026 100.250 5.788 45
403 14911QFN6 A/A2 CATERPILLAR FINSERV CRP
CAT 5.250 11/15/2010 104.966 1.596 5
404 14911QTL5 A/A2 CATERPILLAR FINSERV CRP
CAT 4.000 04/15/2011 102.334 2.664 40
405 14911QTQ4 A/A2 CATERPILLAR FINSERV CRP
5.250 04/15/2019 100.411 3.800 10
406 14911QXM8 A/A2 CATERPILLAR FINSERV MTN
CAT 5.500 12/15/2024 95.500 5.949 5
407 14912HEB2 A/A2 CATERPILLAR FIN CAT 6.200 07/15/2027 100.750 5.803 9
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtySERV MTN
408 14912L2M2 A/A2 CATERPILLAR FINSERV NTS
CAT 4.750 02/17/2015 101.986 4.348 30
409 14912L2Y6 A/A2 CATERPILLAR FINSRV MTN
CAT 5.500 03/15/2016 105.018 4.620 64
410 14912L2W0 A/A2 CATERPILLAR FINSRV NT
CAT 5.050 12/01/2010 104.429 1.872 65
411 149123BM2 A/A2 CATERPILLAR INC CAT 5.700 08/15/2016 111.245 3.878 100412 149123BN0 A/A2 CATERPILLAR INC CAT 6.050 08/15/2036 99.585 6.081 1413 149123BP5 A/A2 CATERPILLAR INC CAT 7.000 12/15/2013 114.838 3.386 45414 149123BQ3 A/A2 CATERPILLAR INC CAT 7.900 12/15/2018 117.124 5.548 15415 124857AB9 BBB-/BAA3 CBS CORP NT CBS 8.200 05/15/2014 104.500 7.089 5416 124857AC7 BBB-/BAA3 CBS CORP NT CBS 8.875 05/15/2019 100.750 8.757 105417 925524AH3 BBB-/BAA3 CBS CORPORATION CBS 7.875 07/30/2030 82.000 9.927 242418 925524AQ3 BBB-/BAA3 CBS CORPORATION CBS 6.625 05/15/2011 102.150 5.399 162419 925524AT7 BBB-/BAA3 CBS CORPORATION CBS 5.625 08/15/2012 100.500 5.446 70420 925524AU4 BBB-/BAA3 CBS CORPORATION CBS 4.625 05/15/2018 83.718 7.131 441421 925524AV2 BBB-/BAA3 CBS CORPORATION CBS 5.500 05/15/2033 66.000 8.979 64422 15133KAC7 BBB-/BAA2 CENTEL CAP CORP
DEBEQ 9.000 10/15/2019 114.939 6.942 27
423 15189YAB2 BBB/BAA3 CENTERPOINT ENRESC GLBL
CNP 7.875 04/01/2013 107.993 5.485 34
424 156686AM9 BBB-/BAA2 CENTURYTELEPHONE DEB
CTL 6.875 01/15/2028 82.000 8.870 27
425 156686AJ6 BBB-/BAA2 CENTURYTELEPHONE NT
CTL 7.200 12/01/2025 84.000 9.094 12
426 158525AT2 BBB/BAA3 CHAMPION INTLCORP DEB
IP 7.200 11/01/2026 101.875 7.010 25
427 158525AV7 BBB/BAA3 CHAMPION INTLCORP DEB
IP 7.150 12/15/2027 90.960 8.102 37
428 808513AC9 A/A2 CHARLES SCHWABCORP
SCHW 4.950 06/01/2014 103.052 4.255 5
429 166751AH0 AA/AA1 CHEVRON CORPSENIOR NTS
CVX 3.950 03/03/2014 104.332 2.950 684
430 166751AJ6 AA/AA1 CHEVRON CORPSENIOR NTS
CVX 4.950 03/03/2019 107.652 3.988 100
431 166751AK3 AA/AA1 CHEVRON CORPSENIOR NTS
CVX 3.450 03/03/2012 104.329 1.785 400
432 171232AR2 A+/A2 CHUBB CORP CB 5.750 05/15/2018 106.457 4.845 100433 171232AS0 A+/A2 CHUBB CORP CB 6.500 05/15/2038 109.500 5.816 150434 20441XAB8 BBB/BAA1 CIA BRASIL DE BEBID ABIBB 10.500 12/15/2011 116.861 3.301 100435 125509BL2 BBB/BAA2 CIGNA CORP CI 8.500 05/01/2019 103.930 7.915 116436 125509BG3 BBB/BAA2 CIGNA CORP NT CI 6.375 10/15/2011 103.875 4.571 213437 125509BH1 BBB/BAA2 CIGNA CORP NT CI 6.150 11/15/2036 72.774 8.794 175438 125509BK4 BBB/BAA2 CIGNA CORP NT CI 6.350 03/15/2018 92.820 7.485 275439 172062AE1 BBB+/A3 CINCINNATI FINL
CORPCINF 6.125 11/01/2034 77.000 8.314 15
440 17248RAF3 A/A2 CINGULAR WIRELESSGLBL
T 6.500 12/15/2011 109.402 2.530 120
441 172062AF8 BBB+/A3 CINN FINL SR DEB CINF 6.920 05/15/2028 86.500 8.352 1442 17275RAB8 A+/A1 CISCO SYS INC NTS CSCO 5.250 02/22/2011 106.500 1.243 10443 17275RAC6 A+/A1 CISCO SYS INC NTS CSCO 5.500 02/22/2016 108.750 3.987 4444 17275RAD4 A+/A1 CISCO SYS INC NTS CSCO 5.900 02/15/2039 102.764 5.705 3445 17275RAE2 A+/A1 CISCO SYS INC NTS CSCO 4.950 02/15/2019 102.993 4.562 975446 17290CAB2 AAA/AAA CITIBANK NA C 1.875 05/07/2012 100.528 1.684 14500447 17314JAA1 AAA/AAA CITIBANK NA C 1.625 03/30/2011 101.088 0.996 25448 173034GV5 A-/BAA1 CITICORP SUB NT C 7.250 10/15/2011 100.350 7.075 27449 1730T3AP8 A3 CITIGROUP FNDG INC
NTSC 6.050 04/28/2031 79.185 8.083 20
450 17313YAB7 AAA/AAA CITIGROUP FUNDINGINC
C 1.375 05/05/2011 100.684 1.000 15200
451 17313YAC5 AAA/AAA CITIGROUP FUNDINGINC
C 1.250 06/03/2011 100.479 0.998 4750
452 17314AAF9 AAA/AAA CITIGROUP FUNDINGINC
C 2.000 03/30/2012 101.021 1.619 5000
453 172967CQ2 A-/BAA1 CITIGROUP GLBL C 5.000 09/15/2014 85.000 8.633 6454 17307XAH4 A/A3 CITIGROUP GLBL
MKTS HLDGC 5.500 11/15/2019 91.818 6.591 33
455 17307XAL5 AA/A3 CITIGROUP GLBLMKTS HLDG
C 5.000 11/15/2013 100.661 3.196 87
456 17307XAQ4 A/A3 CITIGROUP GLBLMKTS HLDG
C 5.000 11/15/2013 96.000 6.043 3
457 17307XAR2 A/A3 CITIGROUP GLBLMKTS HLDG
C 5.500 11/15/2018 92.723 6.550 2
458 17307XBH3 A/A3 CITIGROUP GLBLMKTS HLDG
C 5.625 12/15/2018 89.348 7.610 23
459 17307XCN9 AA/A3 CITIGROUP GLBLMKTS HLDG
C 4.600 03/15/2016 92.668 5.940 25
460 17307XCP4 AA/A3 CITIGROUP GLBLMKTS HLDG
C 5.000 03/15/2019 81.000 8.305 5
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty461 17307XCS8 A/A3 CITIGROUP GLBL
MKTS HLDGC 5.500 03/15/2019 95.194 6.277 4
462 17307XCY5 A/A3 CITIGROUP GLBLMKTS HLDG
C 5.750 05/15/2024 85.571 7.729 15
463 17307XDM0 A/A3 CITIGROUP GLBLMKTS HLDG
C 6.000 05/15/2024 94.782 6.949 6
464 17307XDW8 A/A3 CITIGROUP GLBLMKTS HLDG
C 6.000 06/15/2029 83.365 7.637 15
465 17307XEN7 A/A3 CITIGROUP GLBLMKTS HLDG
C 5.750 07/15/2029 80.733 7.635 25
466 17307XFK2 A/A3 CITIGROUP GLBLMKTS HLDG
C 5.375 09/15/2020 89.486 7.712 10
467 17307XFP1 A/A3 CITIGROUP GLBLMKTS HLDG
C 5.375 10/15/2020 96.983 6.396 15
468 17307XFN6 A/A3 CITIGROUP GLBLMKTS MTN
C 5.000 09/15/2024 84.500 7.652 10
469 17307XFR7 A/A3 CITIGROUP GLBLMKTS MTN
C 5.000 09/15/2019 83.836 7.840 5
470 17307XFY2 A/A3 CITIGROUP GLBLMKTS MTN
C 5.000 11/15/2019 91.572 6.590 5
471 17307XGB1 A/A3 CITIGROUP GLBLMKTS MTN
C 5.000 11/15/2019 85.000 7.906 4
472 17307XGE5 A/A3 CITIGROUP GLBLMKTS MTN
C 5.000 11/15/2019 86.962 7.498 116
473 17307XGM7 A/A3 CITIGROUP GLBLMKTS MTN
C 5.500 12/15/2029 86.196 6.749 5
474 17307XGU9 A/A3 CITIGROUP GLBL MTN02/25
C 6.000 02/25/2025 86.006 7.529 15
475 17307XHA2 A/A3 CITIGROUP GLBL MTN03/04
C 5.500 03/15/2030 77.128 7.731 5
476 172967CC3 A-/BAA1 CITIGROUP GLOBALSUB NT
C 6.000 10/31/2033 75.500 8.354 40
477 172967AZ4 A-/BAA1 CITIGROUP GLOBALSUB NTS
C 7.250 10/01/2010 101.250 6.186 801
478 172967EH0 A/A3 CITIGROUP INC C 6.000 08/15/2017 90.253 7.630 139479 172967EJ6 A/A3 CITIGROUP INC C 5.500 08/27/2012 99.000 5.848 36480 172967EM9 A/A3 CITIGROUP INC C 6.125 11/21/2017 90.150 7.741 30481 172967EP2 A/A3 CITIGROUP INC C 6.875 03/05/2038 88.500 7.892 5482 172967EV9 A/A3 CITIGROUP INC C 8.500 05/22/2019 102.372 8.144 5483 17313UAA7 AAA/AAA CITIGROUP INC C 2.875 12/09/2011 103.603 1.369 1000484 17313UAE9 AAA/AAA CITIGROUP INC C 2.125 04/30/2012 101.235 1.677 5000485 172967BL4 A-/BAA1 CITIGROUP INC BD
GLOBALC 6.625 06/15/2032 83.500 8.236 20
486 172967BU4 A-/BAA1 CITIGROUP INC BDGLOBAL
C 5.875 02/22/2033 75.000 8.305 18
487 172967CT6 A/A3 CITIGROUP INC BDS C 5.850 12/11/2034 81.447 7.492 250488 172967BW0 A-/BAA1 CITIGROUP INC GBL
SUB NTC 4.875 05/07/2015 84.514 8.263 19
489 172967DP3 A/A3 CITIGROUP INC GLBL C 5.850 07/02/2013 96.557 6.847 193490 172967DQ1 A/A3 CITIGROUP INC GLBL C 5.850 08/02/2016 90.278 7.651 838491 172967EC1 A/A3 CITIGROUP INC
GLOBALC 5.875 05/29/2037 81.415 7.468 100
492 172967EL1 A/A3 CITIGROUP INCGLOBAL
C 5.300 10/17/2012 97.996 5.975 500
493 172967ES6 A/A3 CITIGROUP INC NT C 6.125 05/15/2018 89.000 7.869 10494 172967CN9 A/A3 CITIGROUP INC NT
GLBLC 4.250 07/29/2009 100.260 1.000 190
495 172967BC4 A/A3 CITIGROUP INC NTGLOBAL
C 6.500 01/18/2011 102.676 4.688 111
496 172967BJ9 A/A3 CITIGROUP INC NTGLOBAL
C 6.000 02/21/2012 100.753 5.685 92
497 172967CU3 A/A3 CITIGROUP INC NTSGLOBAL
C 4.125 02/22/2010 100.375 3.525 8367
498 172967CY5 A/A3 CITIGROUP INC NTSGLOBAL
C 4.700 05/29/2015 87.532 7.335 69
499 172967DA6 A/A3 CITIGROUP INC NTSGLOBAL
C 4.625 08/03/2010 100.500 4.148 775
500 172967DE8 A/A3 CITIGROUP INC NTSGLOBAL
C 5.300 01/07/2016 88.250 7.620 85
501 172967DH1 A/A3 CITIGROUP INC NTSGLOBAL
C 5.125 02/14/2011 101.062 4.436 100
502 172967DU2 A/A3 CITIGROUP INC NTSGLOBAL
C 5.100 09/29/2011 100.250 4.977 1099
503 172967EQ0 A/A3 CITIGROUP INC SRNOTES
C 5.500 04/11/2013 95.250 6.947 895
504 172967AQ4 A/A3 CITIGROUP INC SR NTC 7.000 12/01/2025 92.250 7.847 5505 172967DZ1 A/A3 CITIGROUP INC SRNT C 5.250 02/27/2012 98.829 5.728 335506 172967EU1 A/A3 CITIGROUP INC SRNT C 6.500 08/19/2013 98.375 6.956 950507 172967DR9 A-/BAA1 CITIGROUP INC SUB
NTC 6.125 08/25/2036 83.555 7.558 100
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty508 172967BP5 A-/BAA1 CITIGROUP INC
SUBNT GLBLC 5.625 08/27/2012 95.250 7.333 851
509 172967DY4 A-/BAA1 CITIGROUP INCSUBNTS
C 5.500 02/15/2017 83.012 8.579 1348
510 17314JAG8 AAA CITIGROUP NA C 1.875 06/04/2012 100.486 1.704 250511 172967CK5 A/A3 CITIGROUP SR NT
GLBLC 5.125 05/05/2014 92.000 7.102 125
512 186108CD6 BBB/BAA3 CLEVE ELEC ILLUMGLOBAL
FE 5.650 12/15/2013 101.315 5.314 324
513 186108CE4 BAA3 CLEVE ELEC ILLUMGLOBAL
FE 5.950 12/15/2036 87.919 6.940 125
514 189054AN9 BBB+/BAA2 CLOROX CO NTS CLX 5.950 10/15/2017 108.413 4.711 363515 189054AM1 BBB+/BAA2 CLOROX CO NTS
GLOBALCLX 4.200 01/15/2010 101.625 1.181 1
516 189054AQ2 BBB+/BAA2 CLOROX CO SENIORNOTES
CLX 5.000 03/01/2013 105.709 3.333 1000
517 12572QAD7 AA/AA3 CME GROUP INC CME 5.750 02/15/2014 109.084 3.599 571518 12572QAA3 AA/AA3 CME GROUP INC MTN CME 5.400 08/01/2013 107.213 3.490 60519 202712AE5 AA-/AA2 CMNWLTH BK AUST
SUB NTCBA 8.500 06/01/2010 105.322 2.601 225
520 126117AE0 BBB-/BAA3 CNA FINL CORP DEB CNAFNL 7.250 11/15/2023 72.690 11.091 380521 126117AH3 BBB-/BAA3 CNA FINL CORP NT CNAFNL 6.950 01/15/2018 89.500 8.718 100522 12612WAB0 BBB-/BAA3 CNF INC SR NT GLBL CNW 6.700 05/01/2034 64.624 10.830 100523 191098AE2 BBB/BAA2 COCA COLA BTTLNG
SR NTCOKE 5.000 11/15/2012 104.770 3.488 2645
524 191216AK6 A+/AA3 COCA COLA CO NT KO 5.350 11/15/2017 108.435 4.147 9525 191216AL4 A+/AA3 COCA COLA CO DEB KO 3.625 03/15/2014 102.846 2.972 475526 191216AM2 A+/AA3 COCA COLA CO DEB KO 4.875 03/15/2019 104.542 4.297 745527 191219BJ2 A/A3 COCA COLA
ENTERPRISE BDCCE 6.125 08/15/2011 108.749 1.903 1
528 191219AP9 A/A3 COCA COLAENTERPRISE DEB
CCE 8.500 02/01/2022 131.000 5.126 250
529 191219AQ7 A/A3 COCA COLAENTERPRISE DEB
CCE 8.000 09/15/2022 124.390 5.393 24
530 191219BU7 A/A3 COCA COLAENTERPRISE DEB
CCE 3.750 03/01/2012 104.562 1.986 15
531 191219BV5 A/A3 COCA COLAENTERPRISE DEB
CCE 4.250 03/01/2015 104.050 3.456 100
532 191219BS2 A/A3 COCA COLAENTERPRISE NT
CCE 5.000 08/15/2013 106.520 3.296 520
533 191219BT0 A/A3 COCA COLAENTERPRISE NT
CCE 7.375 03/03/2014 115.981 3.626 465
534 14040HAK1 BBB/BAA1 COF FINANCIAL COF 4.800 02/21/2012 99.250 5.105 10535 19416QDL1 AA-/AA3 COLGATE-PLMLVE
MTN 11/10CL 4.200 05/15/2013 104.923 2.848 600
536 20029PAG4 BBB+/BAA1 COMCAST CABLE CMNT
CMCSA 8.875 05/01/2017 117.500 6.037 10
537 20029PAL3 BBB+/BAA1 COMCAST CABLECOM INC
CMCSA 6.750 01/30/2011 106.676 2.425 176
538 20030NAL5 BBB+/BAA1 COMCAST CORP CMCSA 5.900 03/15/2016 104.910 5.027 1646539 20030NAR2 BBB+/BAA1 COMCAST CORP CMCSA 5.875 02/15/2018 103.462 5.367 905540 20030NAU5 BBB+/BAA1 COMCAST CORP CMCSA 6.300 11/15/2017 107.047 5.248 35541 20030NAV3 BBB+/BAA1 COMCAST CORP CMCSA 6.950 08/15/2037 106.500 6.446 25542 20030NAW1 BBB+/BAA1 COMCAST CORP CMCSA 5.700 05/15/2018 102.783 5.302 714543 20030NAX9 BBB+/BAA2 COMCAST CORP CMCSA 6.400 05/15/2038 100.500 6.361 50544 20030NAZ4 BBB+/BAA1 COMCAST CORP CMCSA 5.700 07/01/2019 101.937 5.446 311545 20030NAC5 BBB+/BAA1 COMCAST CORP BD CMCSA 7.050 03/15/2033 106.800 6.483 20546 20030NAF8 BBB+/BAA1 COMCAST CORP BDS CMCSA 5.650 06/15/2035 93.575 6.148 40547 20030NAG6 BBB+/BAA1 COMCAST CORP BDS CMCSA 4.950 06/15/2016 99.637 5.012 10548 20030NAH4 BBB+/BAA1 COMCAST CORP BDS CMCSA 5.450 11/15/2010 105.217 1.597 100549 20030NAJ0 BBB+/BAA1 COMCAST CORP BDS CMCSA 5.850 11/15/2015 106.324 4.690 1000550 20030NAK7 BBB+/BAA1 COMCAST CORP BDS CMCSA 6.500 11/15/2035 103.799 6.205 1693551 20030NAP6 BBB+/BAA1 COMCAST CORP
GLOBALCMCSA 6.500 01/15/2017 107.690 5.251 30
552 20030NAA9 BBB+/BAA1 COMCAST CORP NT CMCSA 5.850 01/15/2010 102.613 1.000 29553 20030NAD3 BBB+/BAA1 COMCAST CORP NT CMCSA 5.500 03/15/2011 105.612 2.135 16554 20030NAE1 BBB+/BAA1 COMCAST CORP NT CMCSA 5.300 01/15/2014 104.784 4.133 932555 20030NAY7 BBB+/BAA1 COMCAST CORP NT CMCSA 6.550 07/01/2039 103.536 6.286 495556 20035CAA8 A-/A2 COMERICA BANK NT CMA 5.700 06/01/2014 93.000 7.423 40557 200339AD1 A-/A2 COMERICA BANK SUB
NTCMA 7.125 12/01/2013 100.250 3.761 2
558 200339AJ8 A-/A2 COMERICA BANK SUBNT
CMA 7.875 09/15/2026 86.500 9.478 10
559 20035CAB6 A-/A2 COMERICA BANK SUBNT
CMA 5.200 08/22/2017 80.614 8.551 421
560 200641AA6 BBB/BAA2 COMMERCE GROUPINC NT
CGI 5.950 12/09/2013 91.034 8.409 1000
561 201723AH6 BBB/BAA2 COMMERCIAL METALCO NT
CMC 6.500 07/15/2017 91.033 8.034 892
562 201723AJ2 BBB/BAA2 COMMERCIAL METAL CMC 7.350 08/15/2018 93.500 8.381 163
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyCO NT
563 202795HN3 BBB+/BAA2 COMMONWEALTH ED1STMTG
EXC 5.950 08/15/2016 104.500 5.185 300
564 202795HU7 BBB+/BAA2 COMMONWEALTH ED1STMTG
EXC 5.800 03/15/2018 104.365 5.170 150
565 202795GX2 BBB-/BAA3 COMMONWEALTH EDSR NT
EXC 6.950 07/15/2018 105.700 6.119 216
566 205363AL8 A-/BAA1 COMPUTERSCIENCES GBL
CSC 6.500 03/15/2018 105.307 5.716 29
567 205363AF1 A-/BAA1 COMPUTERSCIENCES NT
CSC 5.000 02/15/2013 108.799 2.448 227
568 202795FM7 BBB+/BAA2 COMW ED-1ST MTG EXC 7.500 07/01/2013 115.445 3.345 27569 202795HP8 BBB+/BAA2 COMW ED-1ST MTG EXC 5.400 12/15/2011 106.300 2.732 750570 209111EN9 A-/A1 CON ED ED 5.500 09/15/2016 106.423 4.448 161571 209111ET6 A-/A1 CON ED CO NY INC ED 5.850 04/01/2018 108.157 4.701 75572 209111EU3 A-/A1 CON ED CO NY INC ED 6.750 04/01/2038 120.802 5.327 100573 209111EV1 A-/A1 CON ED CO NY INC ED 7.125 12/01/2018 116.181 4.954 555574 209111EX7 A-/A1 CON ED CO NY INC ED 6.650 04/01/2019 114.500 4.772 55575 209111DB6 NR/A1 CON ED CO NY INC
DEBED 6.900 10/01/2028 103.550 3.528 5
576 209111EC3 A-/A1 CON ED CO NY INCNT
ED 3.850 06/15/2013 101.000 3.576 30
577 209111DG5 AA-/A1 CON ED CO NY INCNTS
ED 8.125 05/01/2010 105.500 1.478 25
578 209111EM1 A-/A1 CON EDISON CO OFNY
ED 6.200 06/15/2036 103.500 5.938 15
579 205887BE1 BBB/BAA2 CONAGRA FOODSINC
CAG 5.875 04/15/2014 107.250 4.188 4
580 205887BF8 BBB/BAA2 CONAGRA FOODSINC
CAG 7.000 04/15/2019 111.660 5.446 36
581 205887AX0 BBB/BAA2 CONAGRA INC NOTEACAG 8.250 09/15/2030 111.250 7.205 570582 205887AR3 BBB/BAA2 CONAGRA INC SR NT CAG 7.000 10/01/2028 104.499 6.583 635583 205887BA9 BBB/BAA2 CONAGRA INC SR NT CAG 6.750 09/15/2011 109.346 2.378 725584 205887AC6 BBB-/BAA3 CONAGRA INC SUB
NTCAG 9.750 03/01/2021 127.382 6.384 59
585 207597CZ6 BBB+/A3 CONN LT&PWR1ST&REF MTG
NU 7.875 10/01/2024 123.198 5.593 3
586 207597ED3 BBB+/A3 CONNECTICUTLT&PWR
NU 5.650 05/01/2018 107.822 4.563 400
587 20825UAB0 A/A1 CONOCO INC NT COP 6.350 10/15/2011 109.875 1.923 4588 208251AE8 A/A1 CONOCO INC NTS COP 6.950 04/15/2029 110.307 6.049 100589 20825RAB7 A/A1 CONOCOPHILLIPS
AUSTRCOP 5.500 04/15/2013 107.794 3.295 88
590 20825CAE4 A/A1 CONOCOPHILLIPS BD COP 4.750 10/15/2012 107.470 2.376 280591 20825TAA5 A/A1 CONOCOPHILLIPS
CANADACOP 5.625 10/15/2016 109.166 4.154 105
592 20825VAB8 A/A1 CONOCOPHILLIPSCANADA
COP 5.950 10/15/2036 102.217 5.787 1750
593 20825CAF1 A/A1 CONOCOPHILLIPSINC
COP 5.900 10/15/2032 101.375 5.791 7
594 20825CAM6 A/A1 CONOCOPHILLIPSINC
COP 4.400 05/15/2013 104.209 3.235 10
595 20825CAN4 A/A1 CONOCOPHILLIPSINC
COP 5.200 05/15/2018 106.949 4.251 100
596 20825CAP9 A/A1 CONOCOPHILLIPSINC
COP 5.900 05/15/2038 101.947 5.760 485
597 20825CAQ7 A/A1 CONOCOPHILLIPSINC
COP 6.500 02/01/2039 107.499 5.957 20
598 20825CAR5 A/A1 CONOCOPHILLIPSINC
COP 5.750 02/01/2019 105.625 5.003 30
599 20825CAT1 A/A1 CONOCOPHILLIPSINC
COP 4.600 01/15/2015 104.213 3.749 714
600 20825CAU8 A/A1 CONOCOPHILLIPSINC
COP 6.000 01/15/2020 109.450 4.845 439
601 20825CAS3 A/A1 CONOCOPHILLIPSINC GLBL
COP 4.750 02/01/2014 105.633 3.412 462
602 209615CA9 A-/BAA2 CONSOL NAT GAS D 5.000 12/01/2014 104.080 4.151 90603 209864AT4 NR/BAA3 CONSOLIDATED RAIL
CORPCRR 9.750 06/15/2020 130.058 5.972 2
604 210371AF7 BBB/BAA3 CONSTELLATIONENERGY BD
CEG 7.600 04/01/2032 94.208 8.162 67
605 210371AH3 BBB/BAA3 CONSTELLATIONENERGY NT
CEG 7.000 04/01/2012 105.046 5.011 366
606 210371AJ9 BBB/BAA3 CONSTELLATIONENERGY NT
CEG 6.125 09/01/2009 100.864 1.000 62
607 210518CC8 BBB/BAA1 CONSUMER ENERGYGLBL
CMS 4.400 08/15/2009 100.422 1.000 32
608 210518AT3 BBB/BAA1 CONSUMERSENERGY SRNT
CMS 6.875 03/01/2018 107.274 5.794 2
609 216871AB9 A/A3 COOPER US GLOBAL CBE 5.250 11/15/2012 107.918 2.775 50
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty610 21935NAV7 BBB/BAA1 CORNING INC
03/08/937.530 03/01/2023 104.050 7.063 25
611 219350AR6 BBB+/BAA1 CORNING INC BONDS GLW 7.250 08/15/2036 95.250 7.667 93612 219350AS4 BBB+/BAA1 CORNING INC DEB GLW 6.625 05/15/2019 103.821 6.103 1000613 219868BL9 A+/A1 CORP ANDINA DE
FOMCAF 5.750 01/12/2017 99.100 5.899 35
614 219868AQ9 A+/A1 CORP ANDINA DEFOM NT
CAF 5.200 05/21/2013 102.000 4.631 195
615 12496DAA5 A-/A3 CORPORATE BDTRACERS
CBTRCR 5.220 07/25/2013 95.240 6.556 6
616 22160KAB1 A/A2 COSTCO WHOLESALECO SRNT
COST 5.300 03/15/2012 108.997 1.876 100
617 22160KAC9 A/A2 COSTCO WHOLESALECO SRNT
COST 5.500 03/15/2017 108.250 4.233 350
618 22237LPA4 A/A2 COUNTRYWIDE FINANGLBL
BAC 4.000 03/22/2011 100.189 3.883 1000
619 22237LPM8 A/A2 COUNTRYWIDE FINANMTN
BAC 4.125 09/15/2009 100.647 1.000 7
620 22238HAG5 A/A2 COUNTRYWIDE FINANMTN
BAC 4.500 06/15/2010 101.625 2.769 100
621 22238HEE6 A/A2 COUNTRYWIDE FINLGLBL
BAC 5.000 12/15/2009 101.614 1.460 65
622 222372AJ3 A-/A3 COUNTRYWIDE FINLMTN
BAC 6.250 05/15/2016 91.750 7.822 5
623 22238HBB5 A/A2 COUNTRYWIDE FINLMTN
BAC 6.000 03/16/2026 86.830 7.383 5
624 22238HGQ7 A/A2 COUNTRYWIDE FINLMTN
BAC 5.800 06/07/2012 101.552 5.221 80
625 22237LMY5 A/A2 COUNTRYWIDE HMGLOBAL NT
BAC 5.625 07/15/2009 100.192 1.000 40
626 22237LNG3 A/A2 COUNTRYWIDE HMLN MTN
BAC 6.000 01/24/2018 94.000 6.940 20
627 22303QAG5 A/BAA1 COVIDIEN INTNTL COV 6.000 10/15/2017 107.000 4.959 77628 22303QAH3 A/BAA1 COVIDIEN INTNTL COV 6.550 10/15/2037 111.576 5.719 100629 22303QAF7 A/BAA1 COVIDIEN INTNTL
GLOBALCOV 5.450 10/15/2012 107.826 2.937 30
630 224044AD9 BBB-/BAA3 COXCOMMUNICATIONSNT
COXENT 7.125 03/01/2013 107.346 4.910 20
631 224044AS6 BBB-/BAA3 COXCOMMUNICATIONSNT
COXENT 7.875 08/15/2009 100.855 1.000 60
632 224044AY3 BBB-/BAA3 COXCOMMUNICATIONSNT
COXENT 7.750 11/01/2010 105.786 3.283 500
633 224399AP0 BBB/BAA2 CRANE CO CR 6.550 11/15/2036 94.021 7.045 450634 22541LAC7 A+/AA1 CREDIT SUISSE FB
GLOBALCS 6.500 01/15/2012 108.375 3.050 90
635 22541LAH6 A+/AA1 CREDIT SUISSE FBGLOBAL
CS 5.500 08/15/2013 107.565 3.513 100
636 22541LAM5 A+/AA1 CREDIT SUISSE FBGLOBAL
CS 5.125 01/15/2014 102.330 4.551 1
637 225434CH0 A+/AA1 CREDIT SUISSE FBGLOBAL
CS 5.500 08/16/2011 107.575 1.852 100
638 225434CJ6 A+/AA1 CREDIT SUISSE FBGLOBAL
CS 5.850 08/16/2016 109.664 4.263 100
639 225434AF6 A+/AA1 CREDIT SUISSE FBNTS
CS 5.250 03/02/2011 105.375 1.965 75
640 225434AG4 A+/AA1 CREDIT SUISSE FBNTS
CS 5.375 03/02/2016 104.250 4.626 105
641 22541HCC4 A/AA2 CREDIT SUISSE FBUSA
CS 6.000 02/15/2018 102.438 5.638 100
642 22541LAB9 A+/AA1 CREDIT SUISSE FBUSA
CS 6.125 11/15/2011 107.551 2.814 25
643 22541LAR4 A+/AA1 CREDIT SUISSE FBUSA
CS 4.875 01/15/2015 101.000 4.668 4
644 22541LBH5 A+/AA1 CREDIT SUISSE FBUSA
CS 4.875 08/15/2010 103.925 1.347 25
645 22541LBK8 A+/AA1 CREDIT SUISSE FBUSA
CS 5.125 08/15/2015 102.750 4.604 335
646 22546QAA5 A+/AA1 CREDIT SUISSE NEWYORK
CS 5.500 05/01/2014 105.561 4.216 100
647 2254C0TC1 A+/AA1 CREDIT SW MTN CS 5.000 05/15/2013 103.250 4.083 895648 12626PAG8 BBB+/BAA1 CRH AMERICA INC NT CRHID 6.000 09/30/2016 92.500 7.351 438649 12626PAD5 BBB+/BAA1 CRH AMERICA INC
GLBL NTCRHID 6.950 03/15/2012 103.973 5.350 618
650 12626PAE3 BBB+/BAA1 CRH AMERICA INCGLBL NT
CRHID 5.300 10/15/2013 97.226 6.041 638
651 126408GL1 BBB-/BAA3 CSX CORP CSX 5.750 03/15/2013 104.600 4.390 1652 126408GM9 BBB-/BAA3 CSX CORP CSX 6.250 03/15/2018 102.114 5.934 50653 126408GN7 BBB-/BAA3 CSX CORP CSX 6.250 04/01/2015 104.000 5.429 23
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty654 126408GQ0 BBB-/BAA3 CSX CORP CSX 7.375 02/01/2019 108.982 6.121 67655 12641LBE2 BBB/BAA3 CSX CORP MTN 02/12 CSX 9.780 02/14/2011 110.150 3.298 850656 126408GD9 BBB-/BAA3 CSX CORP NT CSX 5.500 08/01/2013 104.779 4.214 25657 126650BN9 BBB+/BAA2 CVS CAREMARK
CORPCVS 6.600 03/15/2019 108.111 5.509 124
658 126650BH2 BBB+/BAA2 CVS CORP CVS 5.750 06/01/2017 103.371 5.224 500659 126650BJ8 BBB+/BAA2 CVS CORP CVS 6.250 06/01/2027 99.463 6.300 108660 126650AV2 BBB+/BAA2 CVS CORP GLOBAL CVS 4.875 09/15/2014 105.186 3.768 100661 126650BD1 BBB+/BAA2 CVS CORP SR NT CVS 5.750 08/15/2011 107.461 2.138 30662 126650BE9 BBB+/BAA2 CVS CORP SR NT CVS 6.125 08/15/2016 106.009 5.107 1000663 233835BA4 BBB+/A3 DAIMLERCHRYSLER
NADAIGR 5.875 03/15/2011 103.750 3.588 750
664 233835AT4 BBB+/A3 DAIMLERCHRYSLERNA GLBL
DAIGR 7.300 01/15/2012 104.841 5.239 16
665 233835AW7 BBB+/A3 DAIMLERCHRYSLERNA GLBL
DAIGR 6.500 11/15/2013 102.000 5.971 3
666 2338E8C72 BBB+/A3 DAIMLERCHRYSLERNA HLDG
DAIGR 6.200 07/15/2011 102.393 4.952 1
667 233835AA5 BBB+/A3 DAIMLERCHRYSLERNA HOLD
DAIGR 7.200 09/01/2009 101.045 1.000 51
668 233835AK3 BBB+/A3 DAIMLERCHRYSLERNA HOLD
DAIGR 8.000 06/15/2010 104.010 3.699 333
669 233835AP2 BBB+/A3 DAIMLERCHRYSLERNA HOLD
DAIGR 7.750 01/18/2011 105.435 4.093 30
670 233835AQ0 BBB+/A3 DAIMLERCHRYSLERNA HOLD
DAIGR 8.500 01/18/2031 108.500 7.686 500
671 233835AZ0 BBB+/A3 DAIMLERCHRYSLERNA NTS
DAIGR 4.875 06/15/2010 101.625 3.139 160
672 23383FBU8 BBB+/A3 DAIMLERCHRYSLERNT
DAIGR 5.750 09/08/2011 103.010 4.291 145
673 235851AG7 A+/A2 DANAHER CORP SRUNSCD
DHR 5.625 01/15/2018 107.337 4.577 100
674 235851AH5 A+/A2 DANAHER CORP SRUNSCD
DHR 5.400 03/01/2019 105.823 4.645 860
675 237194AF2 BBB/BAA3 DARDENRESTAURANTS NT
DRI 5.625 10/15/2012 104.100 4.274 885
676 237194AH8 BBB/BAA3 DARDEN RESTAURTSSR UNSC
DRI 6.800 10/15/2037 87.044 7.957 184
677 89837RAA0 AA+/AA1 DARTMOUTHUNIVERSITY
4.750 06/01/2019 102.389 4.449 310
678 239753BC9 A+/A2 DAYTON HUDSONDEB
TGT 9.875 07/01/2020 139.457 5.136 135
679 239753BK1 A+/A2 DAYTON HUDSONDEB
TGT 8.600 01/15/2012 115.040 2.459 21
680 239753BM7 A+/A2 DAYTON HUDSONDEB
TGT 8.800 05/15/2022 132.394 5.296 4
681 26439XAB9 BBB/BAA2 DCP MIDSTREAM DCPMID 7.875 08/16/2010 105.875 2.553 1178682 24240VAM3 A/A2 DEAN WITTER
DISCOVER NTMS 6.750 01/01/2016 103.890 6.018 5
683 24240XAT4 A+/A2 DEAN WITTER MTN02/09/94
MS 7.070 02/10/2014 106.000 5.575 28
684 244199BB0 A/A2 DEERE & CO NT DE 6.950 04/25/2014 116.419 3.241 100685 244217BK0 A/A2 DEERE JOHN CAP
CORP GLBLDE 5.100 01/15/2013 106.098 3.262 655
686 244217BG9 A/A2 DEERE JOHN CAPCORP NT
DE 7.000 03/15/2012 111.343 2.631 698
687 246688AF2 BBB-/BAA3 DELHAIZE AMERICA DELH 9.000 04/15/2031 124.496 6.823 26688 24668PAB3 BBB-/BAA3 DELHAIZE GROUP
GLOBALDELH 6.500 06/15/2017 104.026 5.859 60
689 24702RAD3 A-/A2 DELL INC NOTESGLOBAL
DELL 4.700 04/15/2013 105.071 3.266 90
690 24702RAE1 A-/A2 DELL INC NOTESGLOBAL
DELL 5.650 04/15/2018 106.199 4.777 395
691 24702RAF8 A-/A2 DELL INC NOTESGLOBAL
DELL 6.500 04/15/2038 98.072 6.650 415
692 24702RAG6 A-/A2 DELL INC NOTESGLOBAL
DELL 5.625 04/15/2014 107.826 3.820 467
693 24702RAH4 A- DELL INC NOTESGLOBAL
DELL 3.375 06/15/2012 102.392 2.530 1413
694 24702RAJ0 A- DELL INC NOTESGLOBAL
DELL 5.875 06/15/2019 103.757 5.382 187
695 247109BB6 AA-/BAA1 DELMARVA P&L MTN POM 7.610 12/02/2019 116.082 5.556 79696 250847EA4 A-/A3 DETROIT EDISON CO
SRNTDTE 5.700 10/01/2037 98.809 5.785 1945
697 2515A0HQ9 A+/AA1 DEUTSCHE BANK AG DB 5.375 10/12/2012 107.303 3.020 20698 2515A0NY5 A+/AA1 DEUTSCHE BANK AG DB 4.875 05/20/2013 104.209 3.702 4948699 2515E0AA7 A/AA2 DEUTSCHE BK FINL
LLC NTDB 5.375 03/02/2015 99.750 5.426 39
700 25156PAD5 BBB+/BAA1 DEUTSCHE TELEKOMBD
DT 9.250 06/01/2032 127.424 6.859 560
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty701 25156PAF0 BBB+/BAA1 DEUTSCHE TELEKOM
GLOBALDT 5.250 07/22/2013 104.000 4.168 4
702 25156PAH6 BBB+/BAA1 DEUTSCHE TELEKOMGLOBAL
DT 5.750 03/23/2016 103.250 5.170 2
703 25156PAB9 BBB+/BAA1 DEUTSCHE TELEKOMINT FIN
DT 8.500 06/15/2010 105.950 2.190 470
704 25156PAM5 BBB+/BAA1 DEUTSCHE TELEKOMINT FIN
DT 4.875 07/08/2014 102.031 4.419 100
705 25156PAN3 BBB+/BAA1 DEUTSCHE TELEKOMINT FIN
DT 6.000 07/08/2019 102.362 5.687 1000
706 25179SAD2 BBB+/BAA1 DEVON ENERGY CODEB
DVN 7.875 09/30/2031 112.500 6.778 9
707 251799AA0 BBB+/BAA1 DEVON ENERGY CONT
DVN 7.950 04/15/2032 122.664 6.096 3
708 25179MAG8 BBB+/BAA1 DEVON ENERGYSENIOR NOTE
DVN 5.625 01/15/2014 107.721 3.760 200
709 25179MAH6 BBB+/BAA1 DEVON ENERGYSENIOR NOTE
DVN 6.300 01/15/2019 107.854 5.243 198
710 25243YAH2 A-/A3 DIAGEO CAPITAL PLC DIAG 5.875 09/30/2036 103.356 5.632 100711 25243YAJ8 A-/A3 DIAGEO CAPITAL PLC DIAG 5.500 09/30/2016 107.404 4.299 100712 25243YAL3 A-/A3 DIAGEO CAPITAL PLC DIAG 5.200 01/30/2013 106.750 3.191 535713 25243YAM1 A-/A3 DIAGEO CAPITAL PLC
GLBLDIAG 5.750 10/23/2017 108.054 4.573 100
714 25243YAN9 A-/A3 DIAGEO CAPITAL PLCGLBL
DIAG 7.375 01/15/2014 116.110 3.506 450
715 25244SAB7 A-/A3 DIAGEO FINANCE BVNT
DIAG 3.875 04/01/2011 103.460 1.858 190
716 25244SAC5 A-/A3 DIAGEO FINANCE BVNT
DIAG 5.300 10/28/2015 106.741 4.079 100
717 25244SAD3 A-/A3 DIAGEO FINANCE BVNT
DIAG 5.500 04/01/2013 110.556 2.532 100
718 25271CAJ1 A-/BAA1 DIAMOND OFFSHSRNT GLBL
DO 4.875 07/01/2015 104.412 4.040 5
719 254687AV8 A/A2 DISNEY CO CVT SRNTDIS 4.700 12/01/2012 108.081 2.232 1161720 254687AH9 A/A1 DISNEY CO DEB DIS 7.550 07/15/2093 109.659 6.616 10721 25468PCA2 A/A2 DISNEY CO GLOBAL
NTDIS 6.200 06/20/2014 111.407 3.669 10
722 25468PCK0 A/A2 DISNEY CO GLOBALNT
DIS 5.500 03/15/2019 108.201 4.450 294
723 254687CC8 A/A2 DISNEY CO NT DIS 5.700 07/15/2011 108.356 1.527 250724 25468PCB0 A/A2 DISNEY COMPANY
GLBL NTDIS 5.875 12/15/2017 109.882 4.459 14
725 25468PCE4 A/A2 DISNEY COMPANYMTN
DIS 5.625 09/15/2016 111.358 3.807 450
726 25468PCG9 A/A2 DISNEY COMPANYMTN
DIS 6.000 07/17/2017 111.287 4.324 311
727 25468PBW5 A/A2 DISNEY WALT GLBLNT
DIS 7.000 03/01/2032 119.504 5.485 175
728 25468PBX3 A/A2 DISNEY WALT GLBLNT
DIS 6.375 03/01/2012 110.379 2.340 315
729 25746RAE6 BBB/BAA3 DOMINION CAP TR I D 7.830 12/01/2027 103.530 6.606 2730 25746UAW9 BBB+/BAA2 DOMINION
RESOURCESD 5.150 07/15/2015 103.001 4.575 100
731 25746UAV1 A-/BAA2 DOMINIONRESOURCES BDS
D 5.950 06/15/2035 93.500 6.470 3
732 209615BX0 A-/BAA2 DOMINIONRESOURCES INC
D 6.250 11/01/2011 108.224 2.597 5
733 257469AF3 A-/BAA2 DOMINIONRESOURCES NOTES
D 5.700 09/17/2012 107.799 3.129 9
734 25746UAJ8 A-/BAA2 DOMINIONRESOURCES NT
D 6.250 06/30/2012 108.739 3.173 850
735 25746UAU3 A-/BAA2 DOMINIONRESOURCES NT
D 4.750 12/15/2010 103.522 2.280 6
736 257469AJ5 A-/BAA2 DOMINIONRESOURCES SRNT
D 5.250 08/01/2033 100.500 5.213 10
737 25746UBB4 A-/BAA2 DOMINIONRESOURCES SRNT
D 5.600 11/15/2016 105.000 4.786 5
738 25746UBE8 A-/BAA2 DOMINIONRESOURCES SRNT
D 6.400 06/15/2018 107.346 5.356 5
739 25746UBG3 A-/BAA2 DOMINIONRESOURCES SRNT
D 8.875 01/15/2019 124.513 5.533 140
740 257867AC5 BBB/BAA3 DONNELLEY R R &SONS DEB
RRD 8.875 04/15/2021 94.500 9.663 4
741 257867AS0 BBB/BAA3 DONNELLEY RR &SONS
RRD 5.625 01/15/2012 97.375 6.765 775
742 257867AT8 BBB/BAA3 DONNELLEY RR &SONS
RRD 6.125 01/15/2017 90.000 7.910 404
743 257867AU5 BBB/BAA3 DONNELLEY RR &SONS
RRD 11.250 02/01/2019 111.010 9.473 1039
744 257867AM3 BBB/BAA3 DONNELLEY RR &SONS GLBL
RRD 4.950 04/01/2014 88.500 7.896 6
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty745 257867AP6 BBB/BAA3 DONNELLEY RR &
SONS GLBLRRD 4.950 05/15/2010 101.375 3.338 545
746 257867AR2 BBB/BAA3 DONNELLEY RR &SONS GLBL
RRD 5.500 05/15/2015 86.500 8.461 70
747 260003AD0 A/A2 DOVER CORP NT DOV 6.500 02/15/2011 107.800 1.616 10748 260003AG3 A/A2 DOVER CORP NT DOV 6.600 03/15/2038 115.751 5.502 1075749 26054LEM1 BBB-/BAA3 DOW CHEM CO MTN DOW 5.900 08/15/2013 100.609 1.000 12750 26054LFM0 BBB-/BAA3 DOW CHEM CO MTN DOW 7.250 11/15/2013 101.350 3.569 3751 26054LFQ1 BBB-/BAA3 DOW CHEM CO MTN DOW 7.125 11/15/2013 101.600 2.789 11752 26054LDJ9 BBB-/BAA3 DOW CHEM CO MTN
03/27DOW 5.650 03/15/2013 112.000 2.257 1
753 260543BW2 BBB-/BAA3 DOW CHEMICAL DOW 7.600 05/15/2014 104.000 6.623 650754 260543BX0 BBB-/BAA3 DOW CHEMICAL CO
NOTESDOW 8.550 05/15/2019 101.573 8.311 2299
755 260543BY8 BBB-/BAA3 DOW CHEMICAL CONOTES
DOW 9.400 05/15/2039 108.689 8.586 190
756 260543BJ1 BBB-/BAA3 DOW CHEMICAL DEB DOW 7.375 11/01/2029 92.216 8.164 344757 260543BR3 BBB-/BAA3 DOW CHEMICAL GLBL
NTDOW 6.000 10/01/2012 103.950 4.674 117
758 260543BV4 BBB-/BAA3 DOW CHEMICAL GLBLNT
DOW 5.700 05/15/2018 88.010 7.579 3
759 260543BL6 BBB-/BAA3 DOW CHEMICAL NTS DOW 6.125 02/01/2011 103.375 3.907 1035760 23330AAC4 BBB/BAA3 DPL CAP TR DPL 8.125 09/01/2031 94.500 8.686 2761 26138EAG4 BBB-/BAA3 DR PEPPER SNAPPLE
GROUPDPS 6.120 05/01/2013 108.189 3.804 135
762 26138EAH2 BBB-/BAA3 DR PEPPER/SEV UPSR
DPS 6.820 05/01/2018 106.824 5.820 110
763 233331AM9 BBB-/BAA2 DTE ENERGY CO NTS DTE 6.350 06/01/2016 100.250 6.304 35764 233331AN7 BBB-/BAA2 DTE ENERGY CO RC
B7.625 05/15/2014 107.894 5.743 100
765 233331AJ6 BBB-/BAA2 DTE ENERGY COSRNT
DTE 6.375 04/15/2033 84.988 7.767 4
766 263534BX6 A/A2 DU PONT E I DE NEMDEB
DD 4.750 03/15/2015 105.435 3.684 369
767 263534BK4 A/A2 DU PONT E I DE NEMNT
DD 4.750 11/15/2012 106.950 2.585 50
768 263534BN8 A/A2 DU PONT E I DE NEMNT
DD 4.875 04/30/2014 105.623 3.596 2
769 263534BQ1 A/A2 DU PONT E I DE NEMNT
DD 5.250 12/15/2016 106.243 4.264 172
770 263534BS7 A/A2 DU PONT E I DE NEMNT
DD 5.000 01/15/2013 106.722 2.985 50
771 263534BT5 A/A2 DU PONT E I DE NEMNT
DD 6.000 07/15/2018 107.750 4.927 25
772 263534BU2 A/A2 DU PONT E I DE NEMNT
DD 5.000 07/15/2013 107.084 3.120 250
773 263534BV0 A/A2 DU PONT E I DE NEMNT
DD 5.875 01/15/2014 109.802 3.520 1000
774 263534BW8 A/A2 DU PONT E I DE NEMSRNT
DD 5.750 03/15/2019 107.074 4.827 250
775 26353LJB8 A/A2 DU PONT E I DEN MTNDD 4.125 03/06/2013 104.191 2.916 475776 26439RAJ5 BBB/BAA1 DUKE CAPITAL CORP
NTSE 6.250 02/15/2013 106.250 4.365 10
777 26439RAK2 BBB/BAA1 DUKE CAPITAL CORPNT
SE 6.750 02/15/2032 98.143 6.913 19
778 26439RAQ9 BBB/BAA1 DUKE CAPITAL CORPNT
SE 5.500 03/01/2014 105.184 4.262 95
779 26439RAH9 BBB/BAA1 DUKE CAPITAL CORPSR NT
SE 8.000 10/01/2019 105.369 7.246 15
780 264399ED4 A-/A3 DUKE ENERGY BD DUK 6.450 10/15/2032 110.097 5.663 255781 26442CAA2 A-/A3 DUKE ENERGY
CAROLINASDUK 6.100 06/01/2037 108.571 5.496 500
782 26442CAB0 A/A2 DUKE ENERGYCAROLINAS
DUK 6.000 01/15/2038 107.500 5.477 10
783 26442CAD6 A/A2 DUKE ENERGYCAROLINAS
DUK 5.100 04/15/2018 103.000 4.679 6
784 26442CAE4 A/A2 DUKE ENERGYCAROLINAS
DUK 6.050 04/15/2038 108.500 5.460 40
785 26442CAG9 A/A2 DUKE ENERGYCAROLINAS
DUK 7.000 11/15/2018 118.240 4.584 25
786 264399EQ5 BBB+/BAA2 DUKE ENERGY CORP DUK 6.300 02/01/2014 108.500 4.240 2787 264399EF9 A-/A3 DUKE ENERGY CORP
BDDUK 5.625 11/30/2012 106.343 3.633 1
788 263901AB6 A/A3 DUKE ENERGYINDIANA
DUK 6.450 04/01/2039 116.521 5.335 575
789 26442EAA8 A/A3 DUKE ENERGY OHIOINC
DUK 5.450 04/01/2019 105.375 4.754 250
790 264399DK9 A-/A3 DUKE ENERGY SR NTSER A
DUK 6.000 12/01/2028 107.637 5.362 3
791 264399DW3 A-/A3 DUKE NERGYCAROLINAS LLC
DUK 6.250 01/15/2012 108.542 2.747 5
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty792 26441YAH0 BBB/BAA2 DUKE REALTY LP NTSDRE 5.400 08/15/2014 87.320 8.501 1158793 26441YAM9 BBB/BAA2 DUKE REALTY LP NTSDRE 5.950 02/15/2017 83.000 9.086 250794 278058DB5 A-/A3 EATON CORP BOND ETN 5.800 03/15/2037 88.500 6.719 1795 278058AQ5 A-/A3 EATON CORP DEB ETN 6.500 06/01/2025 103.000 6.200 150796 278058AW2 A-/A3 EATON CORP DEB ETN 7.650 11/15/2029 108.500 6.868 255797 278058DF6 A-/A3 EATON CORP NOTE ETN 4.900 05/15/2013 106.679 3.058 135798 278058DH2 A-/A3 EATON CORP SR
UNSECETN 6.950 03/20/2019 109.278 5.692 23
799 278265AC7 A-/A3 EATON VANCE CORPSRNT
EV 6.500 10/02/2017 111.306 4.822 100
800 298785EV4 AAA/AAA EIB EIB 2.375 03/14/2014 98.971 2.608 250801 28264QGC2 AA1 EKSPORTFINANS A/S
GLBLEXPT 5.500 06/26/2017 104.103 4.874 500
802 28264QEY6 AA+/AA1 EKSPORTFINANSGLBL
EXPT 5.000 02/14/2012 107.399 2.085 500
803 285659AF5 A/A2 ELEC DATA SYSTEMNT
HPQ 7.450 10/15/2029 115.530 6.104 10
804 285661AF1 A/A2 ELECTRONIC DATASYS
HPQ 3.875 07/15/2023 101.264 2.636 49
805 532457AZ1 AA/A1 ELI LILLY & CO LLY 5.500 03/15/2027 100.750 5.433 40806 532457BB3 AA/A1 ELI LILLY & CO LLY 5.200 03/15/2017 106.308 4.231 400807 532457BC1 AA/A1 ELI LILLY & CO LLY 5.950 11/15/2037 109.178 5.319 130808 532457BD9 AA/A1 ELI LILLY & CO LLY 3.550 03/06/2012 104.518 1.817 50809 532457BE7 AA/A1 ELI LILLY & CO LLY 4.200 03/06/2014 104.280 3.208 8810 29078EAA3 BBB-/BAA3 EMBARQ CORP NTS EQ 7.995 06/01/2036 89.348 9.056 250811 29078EAB1 BBB-/BAA3 EMBARQ CORP NTS EQ 7.082 06/01/2016 99.750 7.127 281812 29078EAC9 BBB-/BAA3 EMBARQ CORP NTS EQ 6.738 06/01/2013 102.750 5.939 140813 291011AY0 A/A2 EMERSON ELEC CO
BDEMR 4.875 10/15/2019 105.558 4.203 100
814 291011AZ7 A/A2 EMERSON ELEC COBD
EMR 4.125 04/15/2015 104.000 3.358 4
815 291011BA1 A/A2 EMERSON ELEC COBD
EMR 5.000 04/15/2019 103.967 4.494 79
816 291011AN4 A/A2 EMERSON ELEC CONT
EMR 5.750 11/01/2011 109.361 1.648 59
817 291011AP9 A/A2 EMERSON ELEC CONT
EMR 5.625 11/15/2013 109.553 3.263 1040
818 291011AQ7 A/A2 EMERSON ELEC CONT
EMR 6.000 08/15/2032 105.372 5.583 1
819 291011AR5 A/A2 EMERSON ELEC CONT
EMR 4.625 10/15/2012 107.526 2.240 10
820 291011AS3 A/A2 EMERSON ELEC CONT
EMR 5.000 12/15/2014 107.632 3.454 90
821 29250NAA3 A-/BAA1 ENBRIDGE INC NTS ENB 4.900 03/01/2015 99.480 5.005 3822 292505AB0 A-/BAA2 ENCANA CORP ECACN 4.750 10/15/2013 103.000 3.981 15823 292505AE4 A-/BAA2 ENCANA CORP ECACN 6.625 08/15/2037 99.500 6.664 35824 292505AH7 A-/BAA2 ENCANA CORP ECACN 6.500 05/15/2019 108.750 5.346 100825 292506AA0 A-/BAA2 ENCANA CORP ECACN 5.800 05/01/2014 106.500 4.296 250826 29245SAC6 BBB/BAA3 ENDESA-CHILE BD
GLBLENDESA 8.350 08/01/2013 114.932 4.322 190
827 29245SAD4 BBB/BAA3 ENDESA-CHILE BDGLBL
ENDESA 8.625 08/01/2015 115.875 5.517 150
828 29265AAT3 BBB/BAA3 ENERGEN CORP MTN12/22
EGN 7.625 12/15/2010 103.375 5.189 7
829 29266MAF6 A-/A3 ENERGY EAST CORPNT
IBESM 6.750 07/15/2036 104.066 6.431 80
830 29273RAB5 BBB-/BAA3 ENERGY TRANSFERGLOBAL
ETP 5.950 02/01/2015 102.000 5.528 1
831 29273RAE9 BBB-/BAA3 ENERGY TRANSFERPARTNER
ETP 6.125 02/15/2017 100.550 6.033 1
832 29273RAG4 BBB-/BAA3 ENERGY TRANSFERPARTNER
ETP 6.000 07/01/2013 104.000 4.888 1
833 29273RAH2 BBB-/BAA3 ENERGY TRANSFERPARTNER
ETP 6.700 07/01/2018 104.826 5.998 145
834 29273RAJ8 BBB-/BAA3 ENERGY TRANSFERPARTNER
ETP 7.500 07/01/2038 107.336 6.911 10
835 29273RAL3 BBB-/BAA3 ENERGY TRANSFERPARTNER
ETP 8.500 04/15/2014 114.952 4.953 150
836 29273RAM1 BBB-/BAA3 ENERGY TRANSFERPARTNER
ETP 9.000 04/15/2019 117.549 6.542 405
837 292845AE4 A+/NR ENGELHARD CORPNT
BASGR 6.950 06/01/2028 102.311 6.731 15
838 26874QAB6 NR/BAA1 ENSCO INTL INC DEB ESV 7.200 11/15/2027 102.721 6.935 1091839 29364LAQ5 BBB+/BAA2 ENTERGY GULF
1STMTGETR 4.875 11/01/2011 100.290 1.000 4
840 29364WAJ7 A-/BAA1 ENTERGY LA 1STMTG
ETR 6.500 09/01/2018 103.500 5.997 10
841 29364PAK9 BBB+/BAA3 ENTERGY NEWORLEANS
ETR 5.600 09/01/2024 86.500 7.056 6
842 29365TAA2 BBB+/BAA3 ENTERGY TEXAS INC ETR 7.125 02/01/2019 108.608 5.934 150
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1STMTG
843 29379VAA1 BBB-/BAA3 ENTERPRISEPRODUCTS
EPD 6.300 09/15/2017 102.867 5.853 527
844 29379VAD5 BBB-/BAA3 ENTERPRISEPRODUCTS
EPD 9.750 01/31/2014 116.669 5.576 750
845 29379VAE3 BBB-/BAA3 ENTERPRISEPRODUCTS
EPD 4.600 08/01/2012 103.029 3.552 750
846 293791AT6 BBB-/BAA3 ENTERPRISEPRODUCTS GLBL
EPD 5.750 03/01/2035 82.956 7.217 57
847 26875PAC5 A-/A3 EOG RESOURCES INCNT
EOG 6.875 10/01/2018 112.435 5.166 5
848 26875PAD3 A-/A3 EOG RESOURCES INCNT
EOG 5.625 06/01/2019 108.088 4.599 150
849 294429AF2 BBB+/BAA1 EQUIFAX INC NT EFX 6.300 07/01/2017 100.264 6.258 20850 294429AG0 BBB+/BAA1 EQUIFAX INC NT EFX 7.000 07/01/2037 93.000 7.608 14851 26884AAQ6 BBB+/BAA1 ERP OPERATING LP
NTEQR 5.200 04/01/2013 102.000 4.611 250
852 26884AAX1 BBB+/BAA1 ERP OPERATING LPNT
EQR 5.750 06/15/2017 97.500 6.152 250
853 29476LAC1 BBB+/BAA1 ERP OPERATING LPNT
EQR 5.125 03/15/2016 92.400 6.541 5
854 29736RAC4 A/A2 ESTEE LAUDER COSNT
EL 6.000 05/15/2037 92.055 6.628 70
855 298785EX0 AAA/AAA EUROPEAN INV BK EIB 3.000 04/08/2014 101.285 2.711 500856 299808AB1 BBB+/A3 EVEREST REINS
HLDG SR NTRE 8.750 03/15/2010 104.429 2.398 46
857 30161NAC5 BBB-/BAA1 EXELON CORP BDS EXC 5.625 06/15/2035 81.000 7.261 40858 30161NAD3 BBB-/BAA1 EXELON CORP NTS EXC 4.900 06/15/2015 96.594 5.579 43859 30161NAA9 BBB-/BAA1 EXELON CORP SRNT EXC 6.750 05/01/2011 106.447 3.107 26860 30161MAE3 BBB/A3 EXELON GENER SR
NTEXC 6.200 10/01/2017 101.500 5.965 35
861 30161MAB9 BBB/A3 EXELON GENERSRNT
EXC 6.950 06/15/2011 107.498 2.979 150
862 302182AC4 BBB/BAA3 EXPRESS SCRIPTSINC
ESRX 5.250 06/15/2012 103.726 3.903 63
863 302182AD2 BBB/BAA3 EXPRESS SCRIPTSINC
ESRX 6.250 06/15/2014 105.896 4.895 1000
864 313309AJ5 BBB/BAA2 FEDERAL EXPRESSNT
FDX 9.650 06/15/2012 115.275 4.112 10
865 313747AN7 BBB+/BAA1 FEDERAL RLTY INVTTR BD
FRT 6.200 01/15/2017 93.926 7.259 57
866 31428XAR7 BBB/BAA2 FEDEX CORP NT FDX 8.000 01/15/2019 115.599 5.843 15867 31428XAQ9 BBB/BAA2 FEDEX CORP SRNT FDX 7.375 01/15/2014 112.268 4.367 300868 316773CH1 BBB-/BAA2 FIFTH THIRD
BANCORP NTFITB 8.250 03/01/2038 79.000 10.594 50
869 316773CJ7 BBB/BAA1 FIFTH THIRDBANCORP NT
FITB 6.250 05/01/2013 101.000 5.952 525
870 31677QAP4 BBB+/A2 FIFTH THIRD BK NTS FITB 4.200 02/23/2010 100.375 3.602 818871 337364AE3 A-/A3 FIRST UN INST CAP II WFC 7.850 01/01/2027 93.000 8.632 15872 337932AB3 BBB-/BAA3 FIRSTENERGY CORP
SER BFE 6.450 11/15/2011 106.920 3.391 2
873 337932AC1 BBB-/BAA3 FIRSTENERGY CORPSER C
FE 7.375 11/15/2031 96.054 7.748 1
874 337738AF5 BBB/BAA2 FISERV INC NT FISV 6.125 11/20/2012 106.355 4.096 100875 337738AG3 BBB/BAA2 FISERV INC NT FISV 6.800 11/20/2017 102.500 6.409 5876 341081EZ6 A/AA3 FLA PWR & LT BDS FPL 5.550 11/01/2017 108.710 4.295 120877 341081FA0 A/AA3 FLA PWR & LT BDS FPL 5.950 02/01/2038 105.000 5.597 10878 341099CB3 A-/A2 FLA PWR CORP 1ST
MTGPGN 5.900 03/01/2033 102.000 5.744 10
879 341099CH0 A-/A2 FLA PWR CORP 1STMTG
PGN 6.350 09/15/2037 109.500 5.670 51
880 341099CL1 A-/A2 FLA PWR CORP 1STMTG
PGN 6.400 06/15/2038 112.500 5.529 10
881 344775AC5 BBB-/BAA3 FOOD LION NT DELH 8.050 04/15/2027 114.027 6.688 10882 349631AD3 BBB-/BAA2 FORTUNE BRANDS
DEBFO 8.625 11/15/2021 110.454 7.324 30
883 349631AG6 BBB-/BAA2 FORTUNE BRANDSDEB
FO 6.625 07/15/2028 88.881 7.751 697
884 349631AP6 BBB-/BAA2 FORTUNE BRANDSINC
FO 6.375 06/15/2014 101.339 6.057 3000
885 349631AK7 BBB-/BAA2 FORTUNE BRANDSNT
FO 4.875 12/01/2013 99.200 5.078 15
886 349631AL5 BBB-/BAA2 FORTUNE BRANDSNT
FO 5.375 01/15/2016 96.750 5.982 39
887 349631AM3 BBB-/BAA2 FORTUNE BRANDSNT
FO 5.125 01/15/2011 101.940 3.816 2055
888 349631AN1 BBB-/BAA2 FORTUNE BRANDSNT
FO 5.875 01/15/2036 77.950 7.866 447
889 302570BA3 A-/A2 FPL GROUP CAP INC FPL 5.350 06/15/2013 107.818 3.230 315890 302570BC9 A-/A2 FPL GROUP CAP INC FPL 7.875 12/15/2015 120.400 4.231 4
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty891 302570AV8 A-/A2 FPL GROUP CAP
NOTESFPL 5.625 09/01/2011 107.250 2.184 3
892 351807AH5 AA+/AA2 FRANCHISE FIN CORPSR NT
GE 8.750 10/15/2010 109.926 0.995 143
893 359262AT9 A-/A1 FROST NATL BK CFR 6.875 08/01/2011 104.184 4.742 50894 361448AG8 BBB+/BAA1 GATX CORP NOTES GMT 8.750 05/15/2014 111.000 6.102 100895 36804PAD8 BBB+/BAA1 GATX FINANCIAL
CORP SRNTGMT 6.273 06/15/2011 104.287 3.975 135
896 36804PAL0 BBB+/BAA1 GATX FINANCIALSRNT
GMT 5.500 02/15/2012 101.000 5.086 500
897 36966RCT1 AA+/AA2 GE CAPITAL GE 5.200 03/15/2020 92.618 6.150 5898 36966RDM5 AA+/AA2 GE CAPITAL GE 5.450 04/15/2023 91.770 6.350 1899 36158FAA8 A-/A3 GE GLOBAL
INSURANCESCHREI 7.000 02/15/2026 81.000 9.260 140
900 36158FAB6 A-/A3 GE GLOBALINSURANCE
SCHREI 6.450 03/01/2019 91.000 7.790 62
901 36158FAD2 A-/A3 GE GLOBALINSURANCE 6/23
SCHREI 7.750 06/15/2030 85.204 9.375 20
902 36966RV37 AA+/AA2 GENEL ELECTRICMTN SRUNC
GE 6.000 11/15/2037 96.000 6.303 31
903 368710AG4 AA-/A1 GENENTECH INCGLOBAL
ROSW 4.750 07/15/2015 107.173 3.425 100
904 36962G4C5 AA+/AA2 GENERAL ELE CAP GE 5.900 05/13/2014 103.250 5.135 315905 36962GK60 AA+/AA2 GENERAL ELE CAP
MTNGE 5.500 09/30/2016 100.750 2.448 25
906 36962G4B7 AA+/AA2 GENERAL ELE CAPMTN GLBL
GE 6.875 01/10/2039 93.887 7.386 100
907 36962GK86 AA+/AA2 GENERAL ELE CAPMTN GLBL
GE 4.750 09/15/2014 100.284 4.686 244
908 36962GP65 AA+/AA2 GENERAL ELECTRICCAP
GE 4.875 03/04/2015 101.500 4.571 50
909 36967HAD9 AAA/AAA GENERAL ELECTRICCAP
GE 3.000 12/09/2011 103.877 1.380 1000
910 36967HAH0 AAA/AAA GENERAL ELECTRICCAP
GE 2.200 06/08/2012 101.409 1.706 1000
911 36967HAL1 AAA/AAA GENERAL ELECTRICCAP
GE 1.800 03/11/2011 101.345 0.998 5085
912 36967HAN7 AAA/AAA GENERAL ELECTRICCAP
GE 2.250 03/12/2012 101.731 1.592 12550
913 36967HAV9 AAA/AAA GENERAL ELECTRICCAP
GE 2.125 12/21/2012 100.426 1.997 8122
914 36967HAY3 AAA/AAA GENERAL ELECTRICCAP
GE 2.625 12/28/2012 102.126 1.992 2000
915 36966RXT8 AAA/AA2 GENERAL ELECTRICMTN
GE 4.000 06/15/2011 105.121 1.346 5
916 369550AM0 A/A2 GENL DYNAMICSCORP BD
GD 5.375 08/15/2015 108.178 3.862 98
917 369550AK4 A/A2 GENL DYNAMICSGLOBAL NT
GD 4.250 05/15/2013 103.989 3.148 2
918 369550AN8 A/A2 GENL DYNAMICSGLOBAL NT
GD 5.250 02/01/2014 109.017 3.123 250
919 36962GC51 AA+/AA2 GENL ELE CAP MTNDTC
GE 6.000 05/30/2018 100.625 4.450 40
920 36962G3F9 AA+/AA2 GENL ELEC CAP MTN GE 5.400 09/20/2013 106.230 3.788 20921 36962GP24 AA+/AA2 GENL ELEC CAP MTN GE 5.250 03/01/2021 97.000 5.975 13922 36962GVS0 AA+/AA2 GENL ELEC CAP
CORP 11/16GE 6.875 11/15/2010 106.179 2.282 50
923 36962G2G8 AA+/AA2 GENL ELEC CAPCORP GLBL
GE 5.400 02/15/2017 100.118 5.380 177
924 36962G3A0 AA+/AA2 GENL ELEC CAPCORP GLBL
GE 6.150 08/07/2037 86.499 7.285 464
925 36962G2S2 AA+/AA2 GENL ELEC CAPCORP MTN
GE 5.000 12/01/2010 103.813 2.254 6
926 36962G2Z6 AA+/AA2 GENL ELEC CAPCORP MTN
GE 5.500 06/04/2014 104.014 4.580 250
927 36962GF74 AA+/AA2 GENL ELEC CAPCORP NT
GE 5.000 02/13/2019 98.450 6.004 40
928 36962GH23 AAA/AA2 GENL ELEC CAPCORP NT
GE 5.000 03/30/2024 93.350 6.361 50
929 36962GS62 AA+/AA2 GENL ELEC CAPCORP NT
GE 4.875 10/21/2010 103.872 1.863 260
930 36962GUL6 AA+/AA2 GENL ELEC CAP GLBLNTS
GE 7.375 01/19/2010 103.505 1.000 85
931 36962G3P7 AA+/AA2 GENL ELEC CAPGLOBAL
GE 5.875 01/14/2038 81.800 7.418 279
932 36962G2C7 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.200 02/01/2011 104.430 2.337 373
933 36962G2L7 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.000 04/10/2012 103.886 3.517 625
934 36962G3H5 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.625 09/15/2017 97.882 5.953 169
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty935 36962G3K8 AA+/AA2 GENL ELEC CAP
GLOBAL MTNGE 5.250 10/19/2012 104.296 3.850 53
936 36962G3T9 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 4.800 05/01/2013 102.375 4.123 773
937 36962G3U6 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.625 05/01/2018 96.735 6.107 200
938 36962GL93 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.250 11/05/2024 98.723 5.672 10
939 36962GU69 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.000 01/08/2016 101.061 4.808 387
940 36962GWB6 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 6.125 02/22/2011 105.856 2.467 65
941 36962GX41 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.650 06/09/2014 103.619 4.817 29
942 36962GXT6 AAA/AA2 GENL ELEC CAPGLOBAL MTN
GE 6.200 02/22/2022 99.000 6.315 5
943 36962GXZ2 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 6.750 03/15/2032 93.700 7.322 14
944 36962GY40 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.375 10/20/2016 100.558 5.281 470
945 36962GYY4 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 6.000 06/15/2012 106.212 3.761 120
946 36962GZC1 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 6.200 08/15/2027 98.000 6.386 2
947 36962GZE7 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 6.000 08/23/2027 97.000 6.277 5
948 36962GZY3 AA+/AA2 GENL ELEC CAPGLOBAL MTN
GE 5.450 01/15/2013 104.313 4.128 4
949 36962GXS8 AA+/AA2 GENL ELEC CAPGLOBAL NT
GE 5.875 02/15/2012 105.737 3.564 5
950 36962GH98 AA+/AA2 GENL ELEC CAP MTN GE 5.500 04/30/2024 98.500 5.859 20951 36962GG24 AA+/AA2 GENL ELEC CAP MTN
02/13GE 5.500 02/13/2024 94.723 6.366 10
952 36962GL28 AA+/AA2 GENL ELEC CAP MTN09/24
GE 4.500 09/24/2024 97.023 6.120 40
953 36962GS39 AA+/AA2 GENL ELEC CAP MTN10/06
GE 5.500 10/06/2017 99.679 5.548 100
954 36962GM68 AA+/AA2 GENL ELEC CAP MTN11/19
GE 4.375 11/21/2011 103.260 2.952 33
955 36962GS21 AA+/AA2 GENL ELEC CAP MTN8/5
GE 5.250 08/05/2025 96.500 6.129 29
956 36962GR30 AA+/AA2 GENL ELEC CAP MTNGLOBAL
GE 4.250 06/15/2012 103.750 2.917 11
957 36962GT38 AA+/AA2 GENL ELEC CAP NTGLBL
GE 5.000 11/15/2011 104.050 3.214 894
958 36962GW59 AA+/AA2 GENL ELEC CAP NTS GE 5.500 04/28/2011 105.141 2.599 482959 36959CAA6 AA+/AA2 GENL ELEC CAP
SVCS SUBNTGE 7.500 08/21/2035 131.194 5.284 9
960 369604BC6 AA+/AA2 GENL ELEC CO MTN GE 5.250 12/06/2017 100.851 5.124 672961 369604AY9 AA+/AA2 GENL ELEC CO NT
GLOBALGE 5.000 02/01/2013 105.921 3.237 20
962 36962GB86 AA+/AA2 GENL ELEC GLBLMTN 05/15
GE 6.000 05/15/2015 102.100 0.389 80
963 36962GE75 AA+/AA2 GENL ELEC GLBLMTN 12/01
GE 4.250 12/01/2010 103.336 1.857 552
964 36962GS96 AA+/AA2 GENL ELEC MTN GE 5.250 11/28/2017 100.000 5.226 9965 36966R2B1 AA+/AA2 GENL ELEC MTN GE 5.750 08/15/2016 102.000 5.407 7966 36966R2G0 AA+/AA2 GENL ELEC MTN GE 6.100 09/15/2025 99.000 6.198 175967 36966RB70 AA+/AA2 GENL ELEC MTN GE 5.400 10/15/2025 92.650 6.116 43968 36966RB88 AA+/AA2 GENL ELEC MTN GE 5.500 10/15/2034 90.000 6.295 4969 36966RBJ4 AA+/AA2 GENL ELEC MTN GE 5.250 01/15/2016 100.000 5.248 5970 36966RBN5 AA+/AA2 GENL ELEC MTN GE 4.850 02/15/2013 102.530 4.091 7971 36966RE77 AA+/AA2 GENL ELEC MTN GE 5.500 12/15/2024 93.250 6.179 5972 36966RG59 AA+/AA2 GENL ELEC MTN GE 5.550 02/15/2034 94.022 6.018 10973 36966RJ31 AA+/AA2 GENL ELEC MTN GE 6.000 03/15/2032 99.000 6.081 5974 36966RJ98 AA+/AA2 GENL ELEC MTN GE 6.050 04/15/2032 99.000 6.131 30975 36966RKG0 AA+/AA2 GENL ELEC MTN GE 4.850 10/15/2013 101.000 4.589 200976 36966RKJ4 AA+/AA2 GENL ELEC MTN GE 5.650 10/15/2022 96.500 6.036 25977 36966RM78 AA+/AA2 GENL ELEC MTN GE 6.300 07/15/2032 99.500 6.341 5978 36966RN69 AA+/AA2 GENL ELEC MTN GE 6.000 08/15/2019 100.621 1.000 20979 36966RN77 AA+/AA2 GENL ELEC MTN GE 6.125 08/15/2030 99.000 6.210 4980 36966RP34 AA+/AA2 GENL ELEC MTN GE 6.000 09/15/2030 97.100 6.248 25981 36966RP91 AA+/AA2 GENL ELEC MTN GE 6.000 09/15/2030 98.250 6.148 15982 36966RT30 AA+/AA2 GENL ELEC MTN GE 6.250 08/15/2027 99.000 6.343 12983 36966RT48 AA+/AA2 GENL ELEC MTN GE 6.125 08/15/2027 99.635 6.158 63984 36966RT55 AA+/AA2 GENL ELEC MTN GE 6.050 09/15/2024 99.500 6.100 31985 36966RT89 AA+/AA2 GENL ELEC MTN GE 6.150 09/15/2040 92.500 6.725 190986 36966RT97 AA+/AA2 GENL ELEC MTN GE 6.000 09/15/2023 99.000 6.105 5987 36966RU38 AA+/AA2 GENL ELEC MTN GE 6.150 10/15/2026 99.930 6.156 130988 36966RU61 AA+/AA2 GENL ELEC MTN GE 5.550 11/15/2019 98.250 5.777 23
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty989 36966RU79 AA+/AA2 GENL ELEC MTN GE 5.900 11/15/2025 96.850 6.208 10990 36966RWJ1 AA+/AA2 GENL ELEC MTN GE 5.550 03/15/2034 93.000 6.101 5991 36966RX35 AA+/AA2 GENL ELEC MTN GE 5.700 04/15/2026 95.750 6.107 5992 36966RX43 AA+/AA2 GENL ELEC MTN 6.000 04/15/2038 89.500 6.835 28993 36966RX68 AA+/AA2 GENL ELEC MTN GE 5.750 05/15/2024 97.600 5.995 15994 36966RXV3 AAA/AA2 GENL ELEC MTN GE 5.050 06/15/2025 88.500 6.189 2995 36966RVC7 AA+/AA2 GENL ELEC MTN 01/21GE 5.400 01/15/2029 93.012 6.008 3996 36966RVF0 AA+/AA2 GENL ELEC MTN 02/03GE 5.000 02/15/2020 92.221 6.000 16997 36962GP73 AA+/AA2 GENL ELEC MTN 03/11GE 5.250 03/11/2025 95.134 6.276 51998 36966RWK8 AA+/AA2 GENL ELEC MTN 03/31GE 4.450 03/15/2011 103.564 2.308 25999 36966RNW2 AA+/AA2 GENL ELEC MTN 04/01GE 5.000 10/15/2021 92.000 5.924 51000 36966RXM3 AA+/AA2 GENL ELEC MTN 05/26GE 5.200 05/15/2025 90.499 6.141 61001 36966RQM1 AA+/AA2 GENL ELEC MTN 06/17GE 5.250 12/15/2014 103.394 4.547 251002 36966RXS0 AA+/AA2 GENL ELEC MTN 06/3 GE 5.250 06/15/2034 90.172 6.015 51003 36966RGS9 AA+/AA2 GENL ELEC MTN 07/10GE 5.250 07/15/2028 90.500 6.100 111004 36966RRC2 AA+/AA2 GENL ELEC MTN 07/22GE 5.500 07/15/2019 97.000 5.900 71005 36966RRD0 AA+/AA2 GENL ELEC MTN 07/22GE 5.625 07/15/2029 92.250 6.307 41006 36966RM60 AA+/AA2 GENL ELEC MTN 07/27GE 6.150 07/15/2019 100.500 5.196 2151007 36966RRL2 AA+/AA2 GENL ELEC MTN 08/05GE 5.750 08/15/2029 96.959 6.012 101008 36966RRY4 AA+/AA2 GENL ELEC MTN 08/26GE 5.500 08/15/2023 93.076 6.239 51009 36966RHY5 AA+/AA2 GENL ELEC MTN 09/05GE 5.875 12/15/2023 97.448 6.143 81010 36966RJJ6 AA+/AA2 GENL ELEC MTN 09/18GE 5.700 12/15/2022 95.916 6.150 131011 36966RJN7 AA+/AA2 GENL ELEC MTN 09/25GE 5.350 12/15/2019 93.103 6.250 11012 36966RST4 AA+/AA2 GENL ELEC MTN 09/30GE 5.000 09/15/2019 93.729 5.816 11013 36966RLX2 AA+/AA2 GENL ELEC MTN 1/2 GE 5.450 01/15/2024 94.331 6.041 151014 36966RJS6 AA+/AA2 GENL ELEC MTN 10/02GE 5.000 10/15/2014 104.000 4.149 171015 36966RJX5 AA+/AA2 GENL ELEC MTN 10/09GE 4.750 10/15/2014 102.500 4.220 11016 36966RC38 AA+/AA2 GENL ELEC MTN 10/27GE 5.500 10/15/2025 93.000 6.183 51017 36966RD60 AA+/AA2 GENL ELEC MTN 11/17GE 5.750 11/15/2025 95.000 6.239 41018 36966RLJ3 AA+/AA2 GENL ELEC MTN 12/11GE 5.625 12/15/2023 95.000 6.149 101019 36966RF27 AA+/AA2 GENL ELEC MTN 12/15GE 5.750 12/15/2024 97.525 5.998 151020 36966RLN4 AA+/AA2 GENL ELEC MTN 12/18GE 5.500 12/15/2022 94.106 6.150 51021 36966RF35 AA+/AA2 GENL ELEC MTN 12/22GE 5.650 12/15/2024 95.000 6.152 101022 36966RLS3 AA+/AA2 GENL ELEC MTN 12/26GE 5.500 12/15/2023 94.875 6.032 181023 36966RAU0 AA+/AA2 GENL ELEC MTN 12/27GE 5.625 12/15/2017 98.750 5.814 91024 36966RH41 AA+/AA2 GENL ELEC MTN 3/2 GE 5.625 03/15/2022 94.922 6.204 251025 36966RPE0 AA+/AA2 GENL ELEC MTN 4/22 GE 5.500 04/15/2024 92.819 6.250 101026 36966REE2 AA+/AA2 GENL ELEC MTN 5/1 GE 4.600 05/15/2013 102.330 3.945 101027 36966REH5 AA+/AA2 GENL ELEC MTN 5/1 5.350 05/15/2023 94.500 5.937 151028 36966RPQ3 AA+/AA2 GENL ELEC MTN 5/6 GE 5.625 05/15/2024 96.384 5.995 11029 36966RGE0 AA+/AA2 GENL ELEC MTN 6/26 GE 4.800 06/15/2028 86.239 6.022 121030 36966RA71 AA+/AA2 GENL ELEC MTN 9/29 GE 5.250 09/15/2025 92.261 5.998 151031 36966RV60 AA+/AA2 GENL ELEC MTN SR
UNSCDGE 6.000 01/15/2038 86.000 7.157 2
1032 36966RV86 AA+/AA2 GENL ELEC MTN SRUNSCD
GE 5.000 02/15/2020 92.500 5.962 25
1033 36966RV94 AA+/AA2 GENL ELEC MTN SRUNSCD
GE 4.000 02/15/2012 100.996 3.598 148
1034 36966RW28 AA+/AA2 GENL ELEC SRUNSCD MTN
GE 5.100 02/15/2019 96.945 5.513 25
1035 36962GG57 AA+/AA2 GENL ELEC STR MTN03/03
GE 4.375 03/03/2012 102.462 3.403 40
1036 36962GG81 AA+/AA2 GENL ELEC STR MTN03/15
GE 5.000 03/15/2019 98.300 6.017 25
1037 370334BE3 BBB+/BAA1 GENL MILLS INC GIS 5.650 09/10/2012 108.875 2.729 2681038 370334BF0 BBB+/BAA1 GENL MILLS INC GIS 5.200 03/17/2015 106.521 3.914 1921039 370334BG8 BBB+/BAA1 GENL MILLS INC GIS 5.250 08/15/2013 106.582 3.521 6201040 370334BH6 BBB+/BAA1 GENL MILLS INC GIS 5.650 02/15/2019 106.925 4.744 5001041 370334AS3 BBB+/BAA1 GENL MILLS INC
GLOBAL NTGIS 6.000 02/15/2012 108.796 2.515 100
1042 370334BB9 BBB+/BAA1 GENL MILLS INC NT GIS 5.700 02/15/2017 108.939 4.311 1001043 37247DAK2 BBB/BAA3 GENWORTH FINL MTNGNW 6.515 05/22/2018 63.000 13.881 51044 37247DAE6 BBB/BAA3 GENWORTH FINL NT GNW 5.750 06/15/2014 70.750 14.156 3341045 37247DAF3 BBB/BAA3 GENWORTH FINL NT GNW 4.950 10/01/2015 66.950 12.780 4021046 37247DAJ5 BBB/BAA3 GENWORTH FINL NT GNW 5.650 06/15/2012 81.500 13.430 2001047 37247XAL6 A/A2 GENWORTH GLOB
FND 2007-CGNW 5.250 05/15/2012 97.500 6.210 16
1048 37247XAN2 A/A2 GENWORTH GLOBFND MTN
GNW 5.200 10/08/2010 100.625 4.682 27
1049 37247XAC6 A/A2 GENWORTH GLOBALFUNDING
GNW 5.125 03/15/2011 99.000 5.742 414
1050 37247XAD4 A/A2 GENWORTH GLOBALFUNDING
GNW 5.750 05/15/2013 96.000 6.946 21
1051 37247XAE2 A/A2 GENWORTH GLOBALFUNDING
GNW 5.375 09/15/2011 99.550 5.590 1346
1052 372546AA9 A+/A1 GEORGEWASHINGTONUNIVER
GRWASH 6.000 02/01/2019 109.046 4.811 260
1053 373334JG7 A/A2 GEORGIA PWR CO NT SO 6.000 09/01/2040 100.650 5.775 2
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1054 377372AC1 A+/A1 GLAXOSMITHKLINE
CAPGSK 4.850 05/15/2013 106.224 3.131 850
1055 377372AD9 A+/A1 GLAXOSMITHKLINECAP GLBL
GSK 5.650 05/15/2018 107.696 4.584 2000
1056 377372AE7 A+/A1 GLAXOSMITHKLINECAP GLBL
GSK 6.375 05/15/2038 113.482 5.443 700
1057 379352AL1 BBB+/BAA2 GLOBAL MARINE NT RIG 7.000 06/01/2028 104.988 6.536 151058 36186CBF9 AAA/AAA GMAC LLC GMAC 2.200 12/19/2012 100.650 2.005 138151059 381317AQ9 AA-/A1 GOLDEN WEST FINL
NTWFC 4.750 10/01/2012 103.110 3.724 230
1060 38141EA25 A/A1 GOLDMAN SACHS GS 7.500 02/15/2019 108.294 6.334 3001061 38141EA33 A/A1 GOLDMAN SACHS GS 6.000 05/01/2014 105.628 4.684 13711062 38143YAC7 A-/A2 GOLDMAN SACHS GS 6.450 05/01/2036 87.875 7.505 181063 38143VAA7 BBB/A2 GOLDMAN SACHS
CAPITAL IGS 6.345 02/15/2034 85.000 7.713 450
1064 38144LAB6 A/A1 GOLDMAN SACHS GP GS 6.250 09/01/2017 100.750 6.130 9101065 38144LAC4 A/A1 GOLDMAN SACHS GP GS 5.450 11/01/2012 105.000 3.837 1001066 38141GCU6 A/A1 GOLDMAN SACHS GP
BDGS 6.125 02/15/2033 95.045 6.539 5
1067 38141GAZ7 A/A1 GOLDMAN SACHS GPGLBL BD
GS 6.875 01/15/2011 106.840 2.331 100
1068 38141GBU7 A/A1 GOLDMAN SACHS GPGLBL BD
GS 6.600 01/15/2012 108.000 3.292 200
1069 38141GCM4 A/A1 GOLDMAN SACHS GPGLBL BD
GS 5.500 11/15/2014 103.500 4.753 100
1070 38143UAB7 A/A1 GOLDMAN SACHS GPGLBL BD
GS 5.150 01/15/2014 102.000 4.656 160
1071 38141GAL8 A/A1 GOLDMAN SACHS GPGLBL NT
GS 7.800 01/28/2010 103.874 1.055 42
1072 38141GCG7 A/A1 GOLDMAN SACHS GPGLBL NT
GS 5.700 09/01/2012 105.940 3.695 3
1073 38141GDB7 A/A1 GOLDMAN SACHS GPGLBL NT
GS 5.250 04/01/2013 104.235 4.021 95
1074 38141GDK7 A/A1 GOLDMAN SACHS GPGLBL NT
GS 4.750 07/15/2013 101.736 4.277 1
1075 38141GDQ4 A/A1 GOLDMAN SACHS GPGLBL NT
GS 5.250 10/15/2013 103.000 4.472 60
1076 38141GFM1 A/A1 GOLDMAN SACHS GPGLBL NT
GS 6.150 04/01/2018 99.621 6.205 3
1077 38141GAD6 A/A1 GOLDMAN SACHS GPGLOB NT
GS 7.350 10/01/2009 101.597 1.000 15
1078 38143UAW1 A/A1 GOLDMAN SACHS GPNTS
GS 5.000 10/01/2014 102.286 4.505 41
1079 38143UBE0 A/A1 GOLDMAN SACHS GPNTS
GS 4.500 06/15/2010 103.248 1.083 234
1080 38141GEE0 A/A1 GOLDMAN SACHSGRP GLBL
GS 5.350 01/15/2016 99.443 5.452 5165
1081 38141GEA8 A/A1 GOLDMAN SACHSGRP INC
GS 5.125 01/15/2015 101.423 4.829 5
1082 38141GEF7 A/A1 GOLDMAN SACHSGRP INC
GS 5.000 01/15/2011 104.835 1.805 37
1083 38141GER1 A/A1 GOLDMAN SACHSGRP INC
GS 5.750 10/01/2016 101.650 5.470 50
1084 38141GES9 A-/A2 GOLDMAN SACHSGRP INC
GS 5.950 01/15/2027 88.099 7.151 70
1085 38141GEU4 A-/A2 GOLDMAN SACHSGRP INC
GS 5.625 01/15/2017 96.721 6.175 649
1086 38141GEV2 A/A1 GOLDMAN SACHSGRP INC
GS 5.300 02/14/2012 105.096 3.255 394
1087 38141GFD1 A-/A2 GOLDMAN SACHSGRP INC
GS 6.750 10/01/2037 90.249 7.592 57
1088 38141GFG4 A/A1 GOLDMAN SACHSGRP INC
GS 5.950 01/18/2018 98.978 6.105 1157
1089 38146FAA9 AAA/AAA GOLDMAN SACHSGRP INC
GS 3.250 06/15/2012 104.388 1.722 5000
1090 38146FAF8 AAA GOLDMAN SACHSGRP INC
GS 1.625 07/15/2011 101.268 0.996 653
1091 38146FAH4 AAA/AAA GOLDMAN SACHSGRP INC
GS 1.700 03/15/2011 101.185 0.998 250
1092 38146FAK7 AAA/AAA GOLDMAN SACHSGRP INC
GS 2.150 03/15/2012 101.887 1.437 250
1093 382388AV8 BBB+/BAA2 GOODRICH CORP GR 6.125 03/01/2019 122.558 3.371 50251094 386088AH1 A-/A3 GRAND MET CORP NTDIAG 7.450 04/15/2035 114.771 6.285 71095 391648AT9 AA-/A1 GREATER BAY
BANCORP GLBLWFC 5.125 04/15/2010 103.014 1.284 660
1096 39538FAA3 BBB/A3 GREENPOINT BANKSUB NTS
COF 9.250 10/01/2010 104.839 5.198 44
1097 40049JAX5 BBB+/BAA1 GRUPO TELEVISA SA TELVIS 6.000 05/15/2018 96.240 6.564 2001098 362320AT0 A/BAA1 GTE CORP DEB VZ 8.750 11/01/2021 116.033 6.806 101099 362320AZ6 A/BAA1 GTE CORP DEB VZ 6.840 04/15/2018 107.849 5.691 6801100 362320BA0 A/BAA1 GTE CORP DEB VZ 6.940 04/15/2028 99.500 6.987 10
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1101 362333AH9 A/BAA1 GTE FLA DEB VZ 6.860 02/01/2028 98.000 7.054 1641102 36233RAF0 NR/A3 GTE NW INC NT VZ 6.300 06/01/2010 104.270 1.601 501103 362338AQ8 AA-/BAA1 GTE SOUTHWEST 1ST
MTGVZ 8.500 11/15/2031 116.792 7.002 5
1104 40218LAH0 A/A1 GULF CDA RES LTD COP 8.250 03/15/2017 123.990 4.527 21105 402479BR9 A/A2 GULF PWR INSD SR
NTSO 5.600 04/01/2033 98.417 5.722 10
1106 406216AY7 A/A2 HALLIBURTON CO HAL 7.450 09/15/2039 122.113 5.876 5001107 406216AR2 A/A2 HALLIBURTON CO NT
GLBLHAL 5.500 10/15/2010 105.470 1.217 10
1108 406216AV3 A/A2 HALLIBURTON COSRNT
HAL 5.900 09/15/2018 108.585 4.738 300
1109 406216AX9 A/A2 HALLIBURTON COSRNT
HAL 6.150 09/15/2019 110.250 4.863 46
1110 41163GAF8 BBB+/NR HARCOURT GEN INCSR DEB
REEDLN 7.200 08/01/2027 79.500 9.610 44
1111 412824AB0 BBB-/BAA2 HARLEYSVILLEGROUP NT
HGIC 5.750 07/15/2013 101.082 5.447 258
1112 413875AK1 BBB+/BAA1 HARRIS CORP HRS 5.950 12/01/2017 101.754 5.684 51113 413875AJ4 BBB+/BAA1 HARRIS CORP
GLOBALHRS 5.000 10/01/2015 98.451 5.293 3000
1114 416515AS3 BBB/BAA3 HARTFORD FINL NT HIG 5.950 10/15/2036 67.841 9.179 42501115 416515AL8 BBB/BAA3 HARTFORD FINL NT
GLBLHIG 4.625 07/15/2013 91.875 6.965 3
1116 416515AE4 BBB/BAA3 HARTFORD FINL SRNT
HIG 7.900 06/15/2010 103.075 4.580 149
1117 416515AM6 BBB/BAA3 HARTFORD FINL SRNT
HIG 4.750 03/01/2014 88.750 7.658 170
1118 416515AQ7 BBB/BAA3 HARTFORD FINLSVCS SR NT
HIG 5.250 10/15/2011 98.750 5.836 18
1119 416515AR5 BBB/BAA3 HARTFORD FINLSVCS SR NT
HIG 5.500 10/15/2016 85.500 8.177 50
1120 416515AT1 BBB/BAA3 HARTFORD FINLSVCS SR NT
HIG 5.375 03/15/2017 82.750 8.465 750
1121 416515AU8 BBB/BAA3 HARTFORD FINLSVCS SR NT
HIG 6.300 03/15/2018 86.852 8.462 45
1122 416515AV6 BBB/BAA3 HARTFORD FINLSVCS SR NT
HIG 6.000 01/15/2019 81.000 9.009 70
1123 41659FHF4 A/A3 HARTFORD LIFE MTN HIG 5.250 07/15/2013 98.340 5.715 501124 4165X0FA3 A/BAA1 HARTFORD LIFE MTN HIG 5.250 05/15/2013 98.432 5.705 401125 4165X0FB1 A/BAA1 HARTFORD LIFE MTN HIG 5.500 05/15/2017 89.625 7.251 101126 4165X0LF5 A/BAA1 HARTFORD LIFE MTN HIG 4.750 01/15/2017 85.888 7.208 451127 421915EH8 BBB/BAA3 HEALTH CARE
PROPERTIESHCP 5.650 12/15/2013 94.500 7.110 885
1128 421915EC9 BBB/BAA3 HEALTH CARE PRTYNTS
HCP 6.000 03/01/2015 90.750 8.062 815
1129 421915AG4 BBB/BAA3 HEALTH CARE PRTYSR NTS
HCP 7.072 06/08/2015 96.000 7.928 250
1130 421946AF1 BBB-/BAA3 HEALTHCARE RLTYTR INC
HR 5.125 04/01/2014 90.429 7.556 120
1131 422317AC1 BBB-/BAA3 HEARST-ARGYLE TVSR NT
HTV 7.000 01/15/2018 72.000 12.407 5
1132 423074AJ2 BBB/BAA2 HEINZ H J CO NT HNZ 5.350 07/15/2013 109.688 2.798 1001133 427866AE8 A/A2 HERSHEY FDS CORP
DEBHSY 8.800 02/15/2021 133.306 4.989 10
1134 427866AN8 A/A2 HERSHEY FDS CORPNT
HSY 5.300 09/01/2011 108.242 1.427 26
1135 427866AQ1 A/A2 HERSHEY FDS CORPNT
HSY 5.000 04/01/2013 106.612 3.118 325
1136 42809HAA5 BBB-/BAA2 HESS CORP HES 7.000 02/15/2014 111.013 4.344 4701137 42809HAB3 BBB-/BAA2 HESS CORP HES 8.125 02/15/2019 114.523 6.105 601138 428236AM5 A/A2 HEWLETT PACKARD
COHPQ 5.400 03/01/2017 110.189 3.852 100
1139 428236AT0 A/A2 HEWLETT PACKARDCO
HPQ 6.125 03/01/2014 111.343 3.471 225
1140 428236AU7 A/A2 HEWLETT PACKARDCO
HPQ 4.250 02/24/2012 105.027 2.283 1000
1141 428236AX1 A/A2 HEWLETT PACKARDCO
HPQ 2.250 05/27/2011 101.889 1.245 100
1142 428236AY9 A/A2 HEWLETT PACKARDCO
HPQ 2.950 08/15/2012 102.466 2.130 955
1143 428236AL7 A/A2 HEWLETT PACKARDCO GLBL
HPQ 5.250 03/01/2012 107.874 2.196 2
1144 428236AQ6 A/A2 HEWLETT PACKARDCO GLBL
HPQ 4.500 03/01/2013 105.546 2.895 177
1145 428236AS2 A/A2 HEWLETT PACKARDCO GLBL
HPQ 5.500 03/01/2018 107.099 4.501 60
1146 428236AV5 A/A2 HEWLETT PACKARDCO GLBL
HPQ 4.750 06/02/2014 106.012 3.412 748
1147 428236AG8 A/A2 HEWLETT PACKARDGLBL NT
HPQ 6.500 07/01/2012 112.263 2.253 2724
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1148 421915EG0 BBB/BAA3 HLTH CARE
PROPERTIES MTNHCP 6.300 09/15/2016 89.750 8.209 105
1149 437076AL6 BBB+/BAA1 HOME DEPOT INC NTGLBL
HD 3.750 09/15/2009 100.569 1.000 500
1150 437076AN2 BBB+/BAA1 HOME DEPOT INC NTGLBL
HD 5.200 03/01/2011 104.694 2.315 790
1151 437076AP7 BBB+/BAA1 HOME DEPOT INC NTGLBL
HD 5.400 03/01/2016 100.667 5.279 1751
1152 437076AR3 BBB+/BAA1 HOME DEPOT INC NTGLBL
HD 5.250 12/16/2013 104.503 4.134 123
1153 437076AS1 BBB+/BAA1 HOME DEPOT INC NTGLBL
HD 5.875 12/16/2036 90.946 6.593 100
1154 437076AM4 BBB+/BAA1 HOME DEPOT NTS HD 4.625 08/15/2010 102.910 1.994 11155 438506AS6 A/A2 HONEYWELL INC DEB HON 6.625 06/15/2028 113.764 5.451 651156 438516AT3 A/A2 HONEYWELL INTL
BONDSHON 5.700 03/15/2037 96.500 5.959 1
1157 438516AC0 A/A2 HONEYWELL INTLDEB
HON 9.500 06/01/2016 129.669 4.467 50
1158 438516AN6 A/A2 HONEYWELL INTLGLBL BD
HON 6.125 11/01/2011 110.440 1.556 585
1159 438516AV8 A/A2 HONEYWELL INTLGLBL NTS
HON 5.625 08/01/2012 110.568 2.072 4615
1160 438516AW6 A/A2 HONEYWELL INTLGLBL NTS
HON 4.250 03/01/2013 105.393 2.696 5
1161 438516AX4 A/A2 HONEYWELL INTLGLBL NTS
HON 5.300 03/01/2018 106.567 4.381 607
1162 438516AS5 A/A2 HONEYWELL INTLNOTE
HON 5.300 03/15/2017 106.428 4.310 12
1163 438516AP1 A/A2 HONEYWELL INTL NT HON 5.400 03/15/2016 111.360 3.485 4751164 438516AY2 A/A2 HONEYWELL INTL SR
NTSHON 3.875 02/15/2014 101.295 3.568 1
1165 438516AZ9 A/A2 HONEYWELL INTL SRUNSEC
HON 5.000 02/15/2019 104.146 4.465 705
1166 441060AJ9 BBB/BAA3 HOSPIRA INC NTGLOBAL
HSP 6.050 03/30/2017 101.636 5.783 2
1167 441060AK6 BBB/BAA3 HOSPIRA INC NTGLOBAL
HSP 6.400 05/15/2015 104.000 5.590 190
1168 44106MAG7 BBB/BAA2 HOSPITALITY PPTYS HPT 5.125 02/15/2015 84.189 8.741 1001169 44106MAN2 BBB/BAA2 HOSPITALITY PPTYS HPT 6.700 01/15/2018 86.000 9.091 2501170 44181EP36 A/A3 HOUSEHOLD FIN
CORPHSBC 5.650 08/15/2019 89.879 7.051 13
1171 44181ET73 A/A3 HOUSEHOLD FINCORP
HSBC 5.400 11/15/2019 85.010 7.482 8
1172 44181ETN8 A/A3 HOUSEHOLD FINCORP
HSBC 6.000 05/15/2023 88.965 7.275 21
1173 44181EUB2 A/A3 HOUSEHOLD FINCORP
5.250 05/15/2018 88.250 7.052 25
1174 44181EYK8 A/A3 HOUSEHOLD FINCORP
HSBC 6.000 10/15/2023 87.565 7.425 10
1175 44181ET24 A/A3 HOUSEHOLD FINCORP 10/21
HSBC 5.000 11/15/2014 94.250 6.263 5
1176 44181EZY7 A/A3 HOUSEHOLD FINCORP 12/04
HSBC 5.850 12/15/2023 86.046 7.427 3
1177 44181EG28 A/A3 HOUSEHOLD FINCORP 4/1
HSBC 4.550 05/15/2014 96.000 5.487 5
1178 44181EP93 AA-/A3 HOUSEHOLD FINCORP MTN
HSBC 5.600 08/15/2019 89.181 7.101 10
1179 441812GA6 A/A3 HOUSEHOLD FINCORP NT
HSBC 6.375 08/01/2010 105.050 1.662 2
1180 441812KD5 A/A3 HOUSEHOLD FINCORP NT
HSBC 4.750 07/15/2013 97.500 5.447 1
1181 441812JY1 A/A3 HOUSEHOLD FINGLBL NT
HSBC 7.000 05/15/2012 104.592 5.255 375
1182 441812KA1 A/A3 HOUSEHOLD FINGLBL NT
HSBC 6.375 11/27/2012 103.250 5.318 38
1183 441812KH6 A/A3 HOUSEHOLD FINGLBL NT
HSBC 4.125 11/16/2009 101.174 1.000 100
1184 441812GM0 A/A3 HOUSEHOLD FINGLBL NTS
HSBC 8.000 07/15/2010 104.726 3.343 36
1185 441812JW5 A/A3 HOUSEHOLD FINGLBL NTS
HSBC 6.375 10/15/2011 103.654 4.671 49
1186 44181EEL8 A/A3 HOUSEHOLD FINGLBL NTS
HSBC 7.100 12/15/2011 105.625 4.651 25
1187 44181EN46 A/A3 HOUSEHOLD FIN MTN08/05
HSBC 5.600 08/15/2016 97.000 6.121 90
1188 44181EMD7 A/A3 HOUSEHOLD FINANCO 10/10
HSBC 6.500 10/15/2009 101.530 1.242 18
1189 44181E2F4 A/A3 HOUSEHOLDFINANCE CORP
HSBC 5.850 12/15/2023 84.885 7.573 5
1190 44181EB23 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.000 12/15/2023 89.400 7.180 50
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1191 44181EB72 A/A3 HOUSEHOLD
FINANCE CORPHSBC 5.400 01/15/2019 87.654 7.192 46
1192 44181ECC0 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.300 08/15/2011 102.750 4.918 15
1193 44181ECJ5 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.250 08/15/2011 102.447 5.018 10
1194 44181ED47 A/A3 HOUSEHOLDFINANCE CORP
HSBC 5.500 01/15/2019 87.399 7.340 5
1195 44181EDT2 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.100 11/15/2011 102.803 4.833 25
1196 44181EV54 A/A3 HOUSEHOLDFINANCE CORP
HSBC 5.500 11/15/2019 86.603 7.349 7
1197 44181EVU9 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.000 08/15/2023 88.445 7.325 16
1198 44181EVZ8 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.400 08/15/2023 90.000 7.563 5
1199 44181EWE4 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.250 08/15/2023 88.500 7.590 8
1200 44181EWK0 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.350 08/15/2023 91.308 7.348 10
1201 44181EWV6 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.250 09/15/2023 89.000 7.516 5
1202 44181EXC7 A/A3 HOUSEHOLDFINANCE CORP
HSBC 6.000 09/15/2023 84.954 7.750 1
1203 44181EXX1 A/A3 HOUSEHOLDFINANCE CORP
HSBC 5.750 10/15/2023 85.283 7.424 7
1204 442164BL2 BBB+/BAA2 HOUSTON LTG&PWR1ST MTG
CNP 9.150 03/15/2021 134.942 5.140 8
1205 40426WAS0 BBB/BAA2 HRPT PROP TR NT HRP 5.750 11/01/2015 85.521 8.775 191206 40426WAU5 BBB/BAA2 HRPT PROP TR NT HRP 6.250 06/15/2017 88.046 8.334 251207 40426WAV3 BBB/BAA2 HRPT PROP TR NT HRP 6.650 01/15/2018 85.500 9.130 1901208 40426WAQ4 BBB/BAA2 HRPT PROP TR SR NTHRP 5.750 02/15/2014 92.000 7.843 1001209 40428EJQ3 AA-/A1 HSBC BK USA NY
GLBLHSBC 4.625 04/01/2014 100.152 4.587 66
1210 40429CCR1 A/A3 HSBC FINANCE CORP HSBC 5.250 04/15/2015 99.500 5.350 51211 40429CAA0 A/A3 HSBC FINANCE CORP
GLOBALHSBC 6.750 05/15/2011 104.132 4.425 750
1212 40429CCQ3 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 4.750 04/15/2010 102.500 1.557 270
1213 40429CCS9 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 5.000 06/30/2015 95.650 5.871 20
1214 40429CCV2 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 4.625 09/15/2010 101.645 3.222 80
1215 40429CCX8 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 5.250 01/14/2011 101.747 4.066 1
1216 40429CFN7 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 5.500 01/19/2016 96.059 6.241 100
1217 40429CFQ0 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 5.700 06/01/2011 102.241 4.466 113
1218 40429CFW7 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 5.250 01/15/2014 99.906 5.273 674
1219 40429CFZ0 A/A3 HSBC FINANCE CORPGLOBAL
HSBC 5.900 06/19/2012 102.500 4.983 6
1220 40429XA97 A/A3 HSBC FINANCE MTN HSBC 5.100 10/15/2010 102.056 3.455 241221 40429XEB8 A/A3 HSBC FINANCE MTN HSBC 5.550 07/15/2020 88.149 7.108 221222 40429XET9 A/A3 HSBC FINANCE MTN HSBC 5.500 08/15/2020 84.997 7.500 11223 40429XFL5 A/A3 HSBC FINANCE MTN HSBC 5.350 09/15/2020 83.059 7.600 41224 40429XFQ4 A/A3 HSBC FINANCE MTN HSBC 5.500 09/15/2020 87.590 7.109 101225 40429XTP1 A/A3 HSBC FINANCE MTN HSBC 6.000 08/15/2014 101.500 5.657 691226 40429XTV8 A/A3 HSBC FINANCE MTN HSBC 5.750 09/15/2014 100.000 5.750 21227 40429XHM1 A/A3 HSBC FINANCE MTN
01/12HSBC 5.000 01/15/2011 102.252 3.497 1
1228 40429XAS5 A/A3 HSBC FINANCE MTN01/27
HSBC 4.150 01/15/2010 100.668 2.902 6
1229 40429XEF9 A/A3 HSBC FINANCE MTN07/28
HSBC 5.600 07/15/2020 86.817 7.354 5
1230 40429XEK8 A/A3 HSBC FINANCE MTN08/11
HSBC 5.550 08/15/2020 86.309 7.356 5
1231 44181ES66 A/A3 HSBC FINANCE MTN10/15
HSBC 5.500 11/15/2019 95.000 6.153 20
1232 40429XGQ3 A/A3 HSBC FINANCE MTN11/25
HSBC 6.000 11/15/2020 91.691 7.065 58
1233 40429XGZ3 A/A3 HSBC FINANCE MTN12/08
HSBC 6.000 12/15/2020 91.647 7.065 29
1234 404280AG4 A+/A1 HSBC HLDGS PLCGLOBAL
HSBC 6.500 05/02/2036 100.500 6.460 50
1235 404280AB5 A+/A1 HSBC HOLDING PLCGLOBAL
HSBC 5.250 12/12/2012 104.750 3.768 237
1236 4042EPAA5 AAA/AAA HSBC USA INC HSBC 3.125 12/16/2011 104.250 1.363 50001237 444859AU6 BBB/BAA3 HUMANA INC BD HUM 6.300 08/01/2018 85.000 8.723 853
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1238 444859AV4 BBB/BAA3 HUMANA INC BD HUM 6.450 06/01/2016 88.750 8.642 4001239 444859AY8 BBB/BAA3 HUMANA INC BD HUM 7.200 06/15/2018 90.890 8.683 7751240 444859AZ5 BBB/BAA3 HUMANA INC BD HUM 8.150 06/15/2038 87.739 9.387 3831241 44643TAC1 BBB+/BAA2 HUNTINGTON BK NT HBAN 4.900 01/15/2014 85.000 8.995 3541242 44643TAD9 BBB+/A3 HUNTINGTON BK NT HBAN 5.375 02/28/2019 71.250 10.102 3841243 44643TAE7 BAA2 HUNTINGTON BK NT HBAN 5.500 02/15/2016 78.479 10.020 1961244 44643QFT5 BBB-/BAA1 HUNTINGTON
NATIONAL BKHBAN 4.375 01/15/2010 101.818 1.000 50
1245 448055AE3 BBB+/BAA2 HUSKY ENERGY INCSRNT
HSECN 5.900 06/15/2014 106.352 4.455 550
1246 448055AF0 BBB+/BAA2 HUSKY ENERGY INCSRUNSEC
HSECN 7.250 12/15/2019 112.878 5.603 500
1247 44924EAB6 A+/A1 IBM INTL GROUPCAPITAL
IBM 5.050 10/22/2012 109.365 2.106 100
1248 449909AL4 BBB+/BAA1 ICI WILMINGTONGLBL
AKZANA 5.625 12/01/2013 98.700 5.962 1000
1249 452092CX5 BBB/BAA3 ILLINOIS POWER CO AEE 9.750 11/15/2018 117.280 7.183 901250 453258AP0 BBB+/BAA2 INCO LTD BD VALEBZ 7.200 09/15/2032 92.750 7.884 7611251 453258AU9 BBB+/BAA2 INCO LTD BD VALEBZ 5.700 10/15/2015 99.250 5.842 101252 454889AN6 BBB/BAA2 INDIANA MICH PWR
SR NTAEP 7.000 03/15/2019 109.040 5.769 610
1253 45687AAE2 BBB+/BAA1 INGERSOLL RAND CO IR 9.500 04/15/2014 111.500 6.652 4081254 456866AK8 BBB+/WR INGERSOLL RAND CO
DEBIR 6.391 11/15/2027 107.000 5.767 1000
1255 456866AM4 BBB+/WR INGERSOLL RAND CODEB
IR 6.443 11/15/2027 107.000 5.817 1000
1256 456866AS1 BBB+/BAA1 INGERSOLL RAND CONT
IR 4.750 05/15/2015 96.270 5.500 1000
1257 45687AAA0 BBB+/BAA1 INGERSOLL RAND COSRNT
IR 6.875 08/15/2018 101.000 6.725 90
1258 45687AAB8 BBB+/BAA1 INGERSOLL RAND COSRNT
IR 6.000 08/15/2013 107.080 4.115 500
1259 45686XCC5 BBB+/BAA1 INGERSOLL-RANDMTN 11/18
IR 6.130 11/18/2027 106.750 5.539 1000
1260 45686XCE1 BBB+/BAA1 INGERSOLL-RANDMTN 11/19
IR 6.230 11/19/2027 106.750 5.635 2397
1261 459200AG6 A+/A1 INTL BUS MACHSCORP DEB
IBM 8.375 11/01/2019 131.476 4.527 640
1262 459200AL5 A+/A1 INTL BUS MACHSCORP DEB
IBM 7.500 06/15/2013 115.978 3.172 39
1263 459200AM3 A+/A1 INTL BUS MACHSCORP DEB
IBM 7.000 10/30/2025 117.653 5.363 34
1264 459200AP6 A+/A1 INTL BUS MACHSCORP DEB
IBM 7.125 12/01/2096 111.500 6.387 15
1265 459200BA8 A+/A1 INTL BUS MACHSCORP GLBL
IBM 4.750 11/29/2012 108.592 2.127 846
1266 459200GJ4 A+/A1 INTL BUS MACHSCORP GLBL
IBM 5.700 09/14/2017 107.783 4.552 250
1267 459200GL9 A+/A1 INTL BUS MACHSCORP GLBL
IBM 8.000 10/15/2038 137.341 5.437 500
1268 459200GM7 A+/A1 INTL BUS MACHSCORP GLBL
IBM 7.625 10/15/2018 121.083 4.786 1663
1269 459200GN5 A+/A1 INTL BUS MACHSCORP GLBL
IBM 6.500 10/15/2013 113.050 3.218 7
1270 459902AP7 BBB INTL GAME TECHSRNT GLBL
IGT 2.600 12/15/2036 99.000 2.651 8
1271 459902AR3 BBB/BAA2 INTL GAME TECHSRNT GLBL
IGT 7.500 06/15/2019 103.215 7.045 375
1272 45974VB23 BBB+/BAA2 INTL LEASE FIN AIG 5.350 03/01/2012 81.250 13.999 101273 459745FG5 BBB+/BAA2 INTL LEASE FIN CO
GLBLAIG 5.875 05/01/2013 79.000 12.992 758
1274 459745FP5 BBB+/BAA2 INTL LEASE FINGLOBAL
AIG 5.000 04/15/2010 95.225 11.457 517
1275 459745FQ3 BBB+/BAA2 INTL LEASE FINGLOBAL
AIG 4.875 09/01/2010 90.105 14.347 146
1276 45974VA24 BBB+/BAA2 INTL LEASE FIN MTN AIG 5.750 06/15/2011 90.250 11.444 461277 45974VA73 BBB+/BAA2 INTL LEASE FIN MTN AIG 5.550 09/05/2012 77.500 14.641 1081278 45974VA81 BBB+/BAA2 INTL LEASE FIN MTN AIG 5.625 09/20/2013 78.000 12.479 181279 45974VA99 BBB+/BAA2 INTL LEASE FIN MTN AIG 5.400 02/15/2012 83.000 13.273 451280 45974VB31 BBB+/BAA2 INTL LEASE FIN MTN AIG 5.300 05/01/2012 80.810 13.681 2501281 45974VB49 BBB+/BAA2 INTL LEASE FIN MTN AIG 5.650 06/01/2014 73.000 13.299 181282 45974VB56 BAA2 INTL LEASE FIN MTN AIG 5.625 09/15/2010 92.375 12.605 241283 45974VB64 BBB+/BAA2 INTL LEASE FIN MTN AIG 4.950 02/01/2011 95.750 7.847 501284 45974VB72 BBB+/BAA2 INTL LEASE FIN MTN AIG 6.375 03/25/2013 81.000 12.940 591285 45974VB80 BBB+/BAA2 INTL LEASE FIN MTN AIG 6.625 11/15/2013 80.000 12.720 5001286 45974VZX9 BBB+/BAA2 INTL LEASE FIN MTN
11/05AIG 5.250 01/10/2013 74.000 15.006 129
1287 45974VZY7 BBB+/BAA2 INTL LEASE FIN MTN3/24
AIG 5.450 03/24/2011 90.480 11.662 7
1288 459745FN0 BBB+/BAA2 INTL LEASE FIN NTS AIG 4.750 01/13/2012 80.200 14.333 325
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1289 459745FS9 BBB+/BAA2 INTL LEASE FIN NTS AIG 5.125 11/01/2010 88.375 15.033 111290 459745FR1 BBB+/BAA2 INTL LEASE FIN SRNT AIG 5.000 09/15/2012 80.250 12.675 1001291 460146CC5 BBB/BAA3 INTL PAPER CO
BONDSIP 8.700 06/15/2038 91.250 9.599 142
1292 460146CD3 BBB/BAA3 INTL PAPER COBONDS
IP 9.375 05/15/2019 103.625 8.814 6
1293 460146CA9 BBB/BAA3 INTL PAPER CONOTES
IP 7.950 06/15/2018 98.950 8.116 1042
1294 460146CB7 BBB/BAA3 INTL PAPER CONOTES
IP 7.400 06/15/2014 101.000 7.156 4
1295 460146BN2 BBB/BAA3 INTL PAPER CO NT IP 6.750 09/01/2011 107.601 3.097 31296 460146BZ5 BBB/BAA3 INTL PAPER CO NT IP 5.250 04/01/2016 87.500 7.652 11331297 460146BU6 BBB/BAA3 INTL PAPER CO NT
GLOBALIP 5.300 04/01/2015 95.500 6.241 718
1298 450679BW4 BBB+/BAA1 ITT CORP SR UNSECNOTES
ITT 4.900 05/01/2014 104.700 3.825 100
1299 450679BX2 BBB+/BAA1 ITT CORP SR UNSECNOTES
ITT 6.125 05/01/2019 105.042 5.455 100
1300 46625HAJ9 A/A1 J P MORGAN CHASESUB NT
JPM 6.750 02/01/2011 106.214 2.718 19
1301 472319AD4 BBB/BAA2 JEFFERIES GROUPBONDS
JEF 5.875 06/08/2014 94.000 7.344 28
1302 472319AE2 BBB/BAA2 JEFFERIES GROUPBONDS
JEF 6.450 06/08/2027 76.000 9.208 300
1303 472319AA0 BBB/BAA2 JEFFERIES GROUPINC NT
JEF 7.750 03/15/2012 103.125 6.468 632
1304 475070AD0 A- JEFFERSON PILOT NTGLBL
LNC 4.750 01/30/2014 90.250 7.289 415
1305 24422EQQ5 A/A2 JOHN DEERE CAP DE 4.500 04/03/2013 104.250 3.287 151306 24422EQR3 A/A2 JOHN DEERE CAP DE 5.350 04/03/2018 103.644 4.834 151307 24422EPX1 A/A2 JOHN DEERE CAP
MTNDE 4.875 10/15/2010 104.263 1.528 35
1308 24422EQA0 A/A2 JOHN DEERE CAPMTN
DE 5.400 04/07/2010 103.363 1.000 7
1309 24422EQB8 A/A2 JOHN DEERE CAPMTN
DE 5.650 07/25/2011 107.451 1.958 56
1310 24422EQD4 A/A2 JOHN DEERE CAPMTN
DE 5.400 10/17/2011 107.379 2.092 5
1311 24422EQJ1 A/A2 JOHN DEERE CAPMTN
DE 5.350 01/17/2012 108.228 2.019 192
1312 24422EQM4 A/A2 JOHN DEERE CAPMTN
DE 4.950 12/17/2012 108.571 2.358 100
1313 24422EQU6 A JOHN DEERE CAPMTN
DE 4.900 09/09/2013 106.210 3.300 20
1314 24422EQV4 A JOHN DEERE CAPMTN
DE 5.750 09/10/2018 105.227 5.032 47
1315 24422EQW2 A/A2 JOHN DEERE CAPMTN
DE 5.250 10/01/2012 108.281 2.578 167
1316 24422EQF9 A/A2 JOHN DEERECAPITAL CORP
DE 5.500 04/13/2017 104.930 4.734 25
1317 24424DAA7 AAA/AAA JOHN DEERECAPITAL CORP
DE 2.875 06/19/2012 103.383 1.702 5000
1318 41013NH92 AA+/A1 JOHN HAN LIFE MTN MFCCN 5.650 03/15/2031 99.760 5.669 131319 478115AA6 AA/AA2 JOHNS HOPKINS
UNIVERSITYJHUNIV 5.250 07/01/2019 106.795 4.403 300
1320 478160AL8 AAA/AAA JOHNSON &JOHNSON BD
JNJ 4.950 05/15/2033 99.198 5.008 328
1321 478160AM6 AAA/AAA JOHNSON &JOHNSON BD
JNJ 3.800 05/15/2013 107.001 1.916 30
1322 478160AN4 AAA/AAA JOHNSON &JOHNSON BD
JNJ 5.950 08/15/2037 112.698 5.095 1000
1323 478160AP9 AAA/AAA JOHNSON &JOHNSON BD
JNJ 5.150 08/15/2012 110.650 1.639 10
1324 478160AQ7 AAA/AAA JOHNSON &JOHNSON BD
JNJ 5.550 08/15/2017 110.620 4.005 10
1325 478160AT1 AAA/AAA JOHNSON &JOHNSON SRNT
JNJ 5.850 07/15/2038 110.566 5.145 60
1326 478160AU8 AAA/AAA JOHNSON &JOHNSON SRNT
JNJ 5.150 07/15/2018 109.112 3.942 225
1327 478366AM9 BBB/BAA2 JOHNSON CONTROLSINC NT
JCI 4.875 09/15/2013 100.500 4.741 10
1328 478366AQ0 BBB/BAA2 JOHNSON CONTROLSINC NT
JCI 5.250 01/15/2011 102.250 3.733 110
1329 478366AR8 BBB/BAA2 JOHNSON CONTROLSINC NT
JCI 5.500 01/15/2016 94.303 6.585 75
1330 481165AF5 BBB-/BAA3 JOY GLOBAL INCNOTE
JOYG 6.000 11/15/2016 96.000 6.694 925
1331 48121CJN7 A+/AA2 JP MORGAN CHASE JPM 5.875 06/13/2016 99.250 6.008 2501332 48121CYK6 A+/AA2 JP MORGAN CHASE JPM 6.000 10/01/2017 99.549 6.069 10001333 46625HBV1 A/A1 JP MORGAN CHASE
BDSJPM 5.125 09/15/2014 102.810 4.512 100
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1334 46627BCH2 A+/A1 JP MORGAN CHASE
BDSJPM 6.100 10/15/2036 90.045 6.912 32
1335 46627VAA5 BBB+/A1 JP MORGAN CHASEBDS
JPM 5.850 08/01/2035 80.613 7.563 316
1336 46631VAA9 BBB+/A1 JP MORGAN CHASECAPITAL
JPM 6.800 10/01/2037 87.386 7.923 120
1337 46625HAN0 A/A1 JP MORGAN CHASEGLBL NT
JPM 6.625 03/15/2012 107.366 3.737 500
1338 46625HAT7 A/A1 JP MORGAN CHASEGLBL NT
JPM 5.750 01/02/2013 105.148 4.157 100
1339 46625HAX8 A/A1 JP MORGAN CHASEGLBL NT
JPM 5.250 05/01/2015 102.377 4.777 148
1340 46625HBA7 A+/AA3 JP MORGAN CHASEGLBL NT
JPM 4.500 11/15/2010 104.190 1.411 11
1341 46623ECT4 A+/AA3 JP MORGAN CHASEMTN
JPM 5.375 01/15/2014 104.000 4.393 74
1342 46627BBF7 A+/A1 JP MORGAN CHASEMTN
JPM 5.750 04/15/2030 85.000 7.136 5
1343 46627BDK4 A+/A1 JP MORGAN CHASEMTN
JPM 5.800 03/15/2037 86.392 6.908 10
1344 46627BFB2 A+/A1 JP MORGAN CHASEMTN
JPM 6.250 11/15/2037 88.750 7.180 10
1345 46627BFD8 A/A1 JP MORGAN CHASEMTN
JPM 6.250 12/15/2037 91.755 6.913 25
1346 46627BBE0 A+/A1 JP MORGAN CHASEMTN 3/23
JPM 5.450 04/15/2018 92.345 6.600 91
1347 46625HHN3 A+/AA3 JP MORGAN CHASENOTES
JPM 4.650 06/01/2014 100.966 4.428 890
1348 46625HBJ8 A/A1 JP MORGAN CHASENT
JPM 4.875 03/15/2014 104.124 3.906 100
1349 46625HDD9 A+/AA3 JP MORGAN CHASENT
JPM 4.600 01/17/2011 104.117 1.887 940
1350 46625HDF4 A/A1 JP MORGAN CHASENT
JPM 5.150 10/01/2015 102.224 4.734 27
1351 46625HCA6 A+/AA3 JP MORGAN CHASENTS
JPM 4.500 01/15/2012 104.250 2.757 10
1352 46625HCE8 A+/AA3 JP MORGAN CHASENTS
JPM 4.750 03/01/2015 101.495 4.448 4
1353 46625HGG9 A+/AA3 JP MORGAN CHASENTS
JPM 5.600 06/01/2011 106.724 2.010 100
1354 46625HHL7 A+/AA3 JP MORGAN CHASESR UNSEC
JPM 6.300 04/23/2019 102.970 5.896 130
1355 46625HGY0 A+/AA3 JP MORGAN CHASESRNT
JPM 6.000 01/15/2018 101.625 5.756 140
1356 46625HHB9 A+/AA3 JP MORGAN CHASESRNT
JPM 4.750 05/01/2013 103.221 3.838 472
1357 46625HHF0 A+/AA3 JP MORGAN CHASESRNT
JPM 6.400 05/15/2038 103.773 6.119 70
1358 46625HGN4 A/A1 JP MORGAN CHASESUBNT
JPM 6.125 06/27/2017 102.500 5.731 115
1359 46625HGT1 A+/AA3 JP MORGAN CHASESUBNT
JPM 5.375 10/01/2012 105.486 3.572 1
1360 46627BCB5 A/A1 JP MORGAN CHASESUBNT
JPM 6.000 12/15/2030 89.974 6.902 30
1361 481247AA2 AAA/AAA JPMCHASE & CO JPM 3.125 12/01/2011 104.225 1.344 7951362 481247AE4 AAA/AAA JPMCHASE & CO JPM 2.125 06/22/2012 101.116 1.739 5991363 481247AG9 AAA/AAA JPMCHASE & CO JPM 1.650 02/23/2011 101.072 0.992 50001364 481247AK0 AAA/AAA JPMCHASE & CO JPM 2.200 06/15/2012 101.356 1.728 6861365 481247AM6 AAA/AAA JPMCHASE & CO JPM 2.125 12/26/2012 100.757 1.900 30001366 48123CAA2 BBB+/A1 JPMORGAN CHASE
CAP XXJPM 6.550 09/29/2036 83.000 8.105 182
1367 485134BL3 BBB+/A3 KANSAS CTY P&L NT GXP 7.150 04/01/2019 112.187 5.516 251368 487836BA5 BBB+/A3 KELLOGG CO K 4.250 03/06/2013 104.207 3.033 10001369 487836BB3 BBB+/A3 KELLOGG CO K 4.450 05/30/2016 102.169 4.086 601370 487836AS7 BBB+/A3 KELLOGG CO GLOB
NTK 6.600 04/01/2011 108.344 1.744 100
1371 487836AZ1 BBB+/A3 KELLOGG CO SRUNSCD
K 5.125 12/03/2012 108.219 2.601 68
1372 492386AT4 BBB-/BAA3 KERR MCGEE CORPBD
APC 7.875 09/15/2031 99.192 7.951 145
1373 492386AU1 BBB-/BAA3 KERR MCGEE CORPGLBL BD
APC 6.950 07/01/2024 93.220 7.721 23
1374 492386AS6 BBB-/BAA3 KERR MCGEE CORPNT
APC 6.875 09/15/2011 107.295 3.414 15
1375 49306CAE1 BBB+/A3 KEY BANK N A NT KEY 5.700 08/15/2012 97.000 6.778 9951376 49306CAB7 BBB+/A3 KEY BANK N A SUB
NTKEY 6.950 02/01/2028 81.000 9.084 47
1377 49306CAD3 BBB+/A2 KEY BANK N A SUBNT
KEY 7.000 02/01/2011 104.250 4.199 218
1378 49306CAF8 BBB+/A3 KEY BANK N A SUBNT
KEY 5.700 11/01/2017 96.500 6.243 20
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1379 49306CAH4 BBB+/A3 KEY BANK N A SUB
NTKEY 5.800 07/01/2014 93.625 7.346 218
1380 49328CAA3 AAA/AAA KEY BANK NA KEY 3.200 06/15/2012 104.274 1.712 10001381 49327XAA8 A3 KEY BANK SNA
SUBNOTESKEY 4.950 09/15/2015 84.000 8.297 1
1382 49327WAC6 A-/A2 KEY BANK SRNT KEY 5.500 09/17/2012 100.550 5.309 9251383 49337WAB6 A-/BAA1 KEYSPAN CORP NGGLN 7.625 11/15/2010 106.956 2.446 701384 49337WAH3 A-/BAA1 KEYSPAN CORP BD NGGLN 5.875 04/01/2033 85.513 7.150 1421385 500769CU6 AAA/AAA KFW GLOBAL NOTES KFW 4.500 07/16/2018 104.350 3.924 5001386 500769CP7 AAA/AAA KFW GOVT GUARANT
GLBLKFW 3.250 03/15/2013 103.513 2.257 500
1387 494368AT0 A/A2 KIMBERLY CLARKCORP DEB
KMB 6.250 07/15/2018 112.543 4.543 620
1388 494368AX1 A/A2 KIMBERLY CLARKCORP NT
KMB 5.000 08/15/2013 107.554 3.037 15
1389 494368BB8 A/A2 KIMBERLY CLARKCORP NT
KMB 6.125 08/01/2017 112.165 4.325 100
1390 494368BD4 A/A2 KIMBERLY CLARKCORP SRNT
KMB 7.500 11/01/2018 119.951 4.820 10
1391 494550AL0 BBB/BAA2 KINDER MORGAN BD KMP 7.750 03/15/2032 100.500 7.701 101392 494550AV8 BBB/BAA2 KINDER MORGAN BD KMP 6.500 02/01/2037 93.396 7.045 761393 494550BA3 BBB/BAA2 KINDER MORGAN
ENERKMP 5.625 02/15/2015 103.928 4.820 250
1394 494550BB1 BBB/BAA2 KINDER MORGANENER
KMP 6.850 02/15/2020 105.464 6.143 250
1395 494550AW6 BBB/BAA2 KINDER MORGANMTN
KMP 6.950 01/15/2038 103.252 6.693 250
1396 494550AH9 BBB/BAA2 KINDER MORGAN NT KMP 6.750 03/15/2011 106.241 2.972 1501397 494550AJ5 BBB/BAA2 KINDER MORGAN NT KMP 7.400 03/15/2031 101.000 7.306 1511398 494550AT3 BBB/BAA2 KINDER MORGAN NT KMP 5.800 03/15/2035 84.617 7.110 141399 494550AZ9 BBB/BAA2 KINDER MORGAN SR
NTKMP 9.000 02/01/2019 115.500 6.773 100
1400 494550AX4 BBB/BAA2 KINDER MORGAN SRUNSCD
KMP 5.850 09/15/2012 104.767 4.243 4
1401 500255AP9 BBB+/BAA1 KOHLS CORP BD KSS 6.250 12/15/2017 104.929 5.513 5001402 500255AQ7 BBB+/BAA1 KOHLS CORP BD KSS 6.875 12/15/2037 99.499 6.915 21403 500255AC8 BBB+/BAA1 KOHLS CORP NT KSS 7.375 10/15/2011 108.378 3.533 1001404 780641AH9 BBB+/BAA2 KONINKLIJKE PTT KPN 8.375 10/01/2030 119.090 6.679 11405 50075NAL8 BBB+/BAA2 KRAFT FOODS INC KFT 5.250 10/01/2013 106.040 3.700 951406 50075NAQ7 BBB+/BAA2 KRAFT FOODS INC KFT 6.000 02/11/2013 108.178 3.567 4001407 50075NAS3 BBB+/BAA2 KRAFT FOODS INC KFT 6.500 08/11/2017 108.074 5.263 1001408 50075NAT1 BBB+/BAA2 KRAFT FOODS INC KFT 6.875 02/01/2038 108.824 6.211 5041409 50075NAV6 BBB+/BAA2 KRAFT FOODS INC KFT 6.125 08/23/2018 105.688 5.330 901410 50075NAX2 BBB+/BAA2 KRAFT FOODS INC KFT 6.750 02/19/2014 111.303 4.050 6531411 50075NAB0 BBB+/BAA2 KRAFT FOODS INC
GLBLKFT 5.625 11/01/2011 107.084 2.483 20
1412 50075NAH7 BBB+/BAA2 KRAFT FOODS INCGLBL
KFT 6.250 06/01/2012 108.863 3.053 229
1413 50075NAU8 BBB+/BAA2 KRAFT FOODS INCGLOBAL
KFT 6.125 02/01/2018 105.697 5.290 650
1414 501044BK6 BBB-/BAA2 KROGER CO NT KR 7.000 05/01/2018 111.839 5.303 2401415 501044BM2 BBB-/BAA2 KROGER CO NT KR 6.800 12/15/2018 110.736 5.339 101416 501044CC3 BBB-/BAA2 KROGER CO NT KR 6.750 04/15/2012 110.306 2.879 4901417 501044CE9 BBB-/BAA2 KROGER CO NT KR 5.500 02/01/2013 105.558 3.826 501418 501044CF6 BBB-/BAA2 KROGER CO NT KR 4.950 01/15/2015 104.548 4.026 1151419 501044BT7 BBB-/BAA2 KROGER CO SR NT KR 7.700 06/01/2029 114.402 6.409 771420 501044BZ3 BBB-/BAA2 KROGER CO SR NT KR 7.500 04/01/2031 115.360 6.203 571421 501044CA7 BBB-/BAA2 KROGER CO SR NT KR 6.800 04/01/2011 107.562 2.367 5931422 501044CG4 BBB-/BAA2 KROGER CO SR NT KR 6.400 08/15/2017 109.438 4.973 2501423 501044CH2 BBB-/BAA2 KROGER CO SR NT KR 6.150 01/15/2020 104.753 5.548 801424 501044CJ8 BBB-/BAA2 KROGER CO SR NT KR 5.000 04/15/2013 103.632 3.957 51425 501044CK5 BBB-/BAA2 KROGER CO SR NT KR 6.900 04/15/2038 111.550 6.047 141426 501044CL3 BBB-/BAA2 KROGER CO SR NT KR 7.500 01/15/2014 113.999 4.090 381427 51488YAA7 AA+/AAA LANDESBANK BW
MTNLBBW 6.350 04/01/2012 109.559 2.720 125
1428 515110AV6 AAA/AAA LANDW RENTENBANKGLBL
RENTEN 5.125 02/01/2017 109.030 3.746 250
1429 51803XJG5 A/A2 LASALLE FD LLC MTN BAC 6.000 02/15/2026 85.500 7.544 41430 51803XGU7 A/A2 LASALLE FD LLC MTN
02/14BAC 5.000 02/15/2017 89.328 6.817 100
1431 524671AA2 BBB/BAA3 LEGRAND DEB LR 8.500 02/15/2025 88.500 9.964 5001432 529772AE5 BBB-/BAA3 LEXMARK INTL INC
SR NTLXK 6.650 06/01/2018 93.000 7.750 1000
1433 529772AD7 BBB-/BAA3 LEXMARK INTL SR NT LXK 5.900 06/01/2013 99.600 6.014 1801434 53117CAJ1 BBB/BAA2 LIBERTY PROP LP
NTSLRY 5.125 03/02/2015 88.028 7.776 17
1435 53117CAF9 BBB/BAA2 LIBERTY PROP TR SRNT
LRY 7.250 03/15/2011 101.750 6.147 700
1436 53117CAG7 BBB/BAA2 LIBERTY PROP TR SR LRY 6.375 08/15/2012 100.250 6.282 740
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyNT
1437 53117CAH5 BBB/BAA2 LIBERTY PROP TR SRNT
LRY 5.650 08/15/2014 90.806 7.862 596
1438 53117CAL6 BBB/BAA2 LIBERTY PROPERTYLP
LRY 6.625 10/01/2017 89.000 8.504 250
1439 532457AN8 AA/A1 LILLY ELI & CO DEB LLY 6.570 01/01/2016 112.250 4.384 151440 532457AU2 AA/A1 LILLY ELI & CO GLBL
NTLLY 6.000 03/15/2012 109.749 2.267 1
1441 534187AW9 A-/BAA2 LINCOLN NATL CORP LNC 6.300 10/09/2037 76.000 8.566 101442 534187AP4 A-/BAA2 LINCOLN NATL CORP
NTLNC 4.750 02/15/2014 95.000 6.002 40
1443 539830AE9 A-/BAA1 LOCKHEED MARTINDEB
LMT 7.650 05/01/2016 121.994 3.946 238
1444 539830AD1 A-/BAA1 LOCKHEED MARTINDEB PUT
LMT 7.200 05/01/2036 128.083 5.239 241
1445 540424AP3 A/A3 LOEWS CORP SR NT L 6.000 02/01/2035 88.926 6.930 9991446 543859AL6 A-/BAA1 LORAL CORP DEB LMT 7.625 06/15/2025 118.921 5.792 221447 544152AA9 BBB-/BAA2 LORILLARD TOBACCO
CO.8.125 06/23/2019 106.176 7.245 500
1448 548661CL9 A+/A1 LOWES CO BD LOW 5.800 10/15/2036 93.500 6.301 51449 548661CK1 A+/A1 LOWES CO NT LOW 5.400 10/15/2016 106.000 4.427 651450 548661CM7 A+/A1 LOWES CO NT LOW 5.600 09/15/2012 109.697 2.438 4751451 548661CN5 A+/A1 LOWES CO NT LOW 6.100 09/15/2017 113.948 4.082 2501452 548661CJ4 A+/A1 LOWES COMPANIES
BDLOW 5.500 10/15/2035 96.217 5.781 750
1453 548661CH8 A+/A1 LOWES COMPANIESNTS
LOW 5.000 10/15/2015 105.750 3.958 3
1454 549271AG9 BBB/BAA2 LUBRIZOL CORP LZ 8.875 02/01/2019 118.768 6.242 3501455 549271AD6 BBB/BAA2 LUBRIZOL CORP SR
NTSLZ 4.625 10/01/2009 100.911 1.000 5
1456 549271AE4 BBB/BAA2 LUBRIZOL CORP SRNTS
LZ 5.500 10/01/2014 103.952 4.642 3
1457 552676AM0 BBB-/BAA3 M D C HLDGS SRNT MDC 7.000 12/01/2012 103.978 5.701 1501458 55448QAL0 BBB/BAA2 MACK-CALI REALTY
NTCLI 5.050 04/15/2010 100.405 4.515 384
1459 55448QAE6 BBB/BAA2 MACK-CALI REALTYNTS
CLI 7.750 02/15/2011 101.870 6.511 155
1460 564760CA2 A-/A3 MAN AND TRADERS MTB 6.625 12/04/2017 95.750 7.308 1051461 565805AA6 BBB+/BAA1 MARATHON OIL CO
NTMRO 6.000 07/01/2012 108.229 3.108 225
1462 565849AD8 BBB+/BAA1 MARATHON OIL CONT
MRO 6.000 10/01/2017 102.500 5.616 7
1463 565849AF3 BBB+/BAA1 MARATHON OIL CONT
MRO 5.900 03/15/2018 103.245 5.426 99
1464 565849AG1 BBB+/BAA1 MARATHON OIL COSRNT
MRO 6.500 02/15/2014 109.503 4.215 484
1465 565849AH9 BBB+/BAA1 MARATHON OIL COSRNT
MRO 7.500 02/15/2019 112.075 5.841 470
1466 571903AE3 BBB-/BAA3 MARRIOTT INTL NTS MAR 4.625 06/15/2012 100.740 4.355 3411467 571903AF0 BBB-/BAA3 MARRIOTT INTL NTS MAR 6.200 06/15/2016 96.750 6.793 9501468 571903AG8 BBB-/BAA3 MARRIOTT INTL NTS MAR 6.375 06/15/2017 96.000 7.039 1001469 571903AH6 BBB-/BAA3 MARRIOTT INTL NTS MAR 5.625 02/15/2013 99.500 5.778 731470 55259PAC0 BBB-/A3 MARSH & ILS MTN MI 5.250 09/04/2012 87.625 9.876 301471 55259PAE6 BBB-/A3 MARSH & ILS MTN MI 4.850 06/16/2015 82.044 8.783 4901472 57183MCC2 BBB-/A3 MARSH & ILS MTN
07/03MI 5.000 07/15/2018 94.950 6.346 5
1473 55259PAB2 BBB-/A3 MARSH & ILS NT MI 6.375 09/01/2011 97.250 7.770 1251474 571748AN2 BBB-/BAA2 MARSH & MCLENNAN
COS INCMMC 5.150 09/15/2010 101.875 3.546 500
1475 571748AM4 BBB-/BAA2 MARSH & MCLENNANGLBL
MMC 5.375 07/15/2014 98.122 5.809 175
1476 571834AE0 BBB-/A3 MARSHALL & ILSLEYCP NT
MI 4.375 08/01/2009 100.155 2.525 2212
1477 577081AS1 BBB-/BAA2 MATTEL INC BONDS MAT 5.625 03/15/2013 108.049 3.300 3481478 57859HBU7 BBB-/NR MAYTAG CORP NT WHR 5.000 05/15/2015 87.000 7.798 51479 57859HBV5 BBB-/NR MAYTAG CORP NT WHR 6.450 08/15/2014 100.000 6.448 321480 5526E2AB5 A/A1 MBNA AMER BK MTN
6/18BAC 6.625 06/15/2012 101.750 5.970 8
1481 55263ECJ2 A2 MBNA CORP BD BAC 5.000 06/15/2015 87.961 7.545 1681482 55263ECL7 A/A2 MBNA CORP SR NT BAC 5.000 05/04/2010 103.000 1.411 1001483 579780AG2 A-/A2 MCCORMICK & CO
INC MTNMKC 5.250 09/01/2013 107.417 3.329 2000
1484 58013MEC4 A/A3 MCDONALDS CORPBD
MCD 6.300 10/15/2037 114.126 5.327 100
1485 58013MEA8 A/A3 MCDONALDS CORPBONDS
MCD 5.300 03/15/2017 107.765 4.113 76
1486 580135BY6 A/A3 MCDONALDS CORPDEB
MCD 6.375 01/08/2028 108.500 5.630 35
1487 58013MDR2 A/A3 MCDONALDS CORPMTN
MCD 5.750 03/01/2012 109.500 2.072 55
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1488 58013MED2 A/A3 MCDONALDS CORP
MTNMCD 4.300 03/01/2013 106.198 2.520 500
1489 58013MEE0 A/A3 MCDONALDS CORPMTN
MCD 5.350 03/01/2018 107.545 4.297 100
1490 58013MEF7 A/A3 MCDONALDS CORPMTN
MCD 6.300 03/01/2038 105.500 5.899 1
1491 58013MEG5 A/A3 MCDONALDS CORPMTN
MCD 5.000 02/01/2019 105.884 4.246 190
1492 58013MEH3 A/A3 MCDONALDS CORPMTN
MCD 5.700 02/01/2039 104.130 5.418 200
1493 58013MEB6 A/A3 MCDONALDS CORPSR UNSCD
MCD 5.800 10/15/2017 110.883 4.229 500
1494 580645AF6 A1 MCGRAW HILL INC NT MHP 6.550 11/15/2037 93.584 7.076 171495 581557AW5 BBB+/BAA3 MCKESSON CORP
DEBMCK 6.500 02/15/2014 109.805 4.147 240
1496 58155QAA1 BBB+/BAA3 MCKESSON CORP NT MCK 7.750 02/01/2012 111.217 3.195 2501497 581557AU9 BBB+/BAA3 MCKESSON HBOC
INCMCK 5.250 03/01/2013 104.285 3.982 470
1498 581557AV7 BBB+/BAA3 MCKESSON HBOCINC
MCK 5.700 03/01/2017 106.021 4.753 317
1499 581557AX3 BBB+/BAA3 MCKESSON HBOCINC
MCK 7.500 02/15/2019 114.651 5.516 498
1500 5526J0AB4 BBB-/BAA3 MDC HOLDINGSBONDS
MDC 5.375 07/01/2015 94.386 6.520 2143
1501 5526J0AA6 BBB-/BAA3 MDC HOLDINGS NTS MDC 5.375 12/15/2014 94.609 6.565 2071502 58405UAC6 BBB/BAA3 MEDCO HEALTH SOL
NTMHS 7.250 08/15/2013 109.135 4.781 50
1503 58405UAE2 BBB/BAA3 MEDCO HEALTH SOLNT
MHS 6.125 03/15/2013 105.516 4.491 38
1504 58440JAD6 NR/BAA1 MEDIAONE GROUPINC DEB
CMCSA 7.900 02/01/2027 110.515 6.861 112
1505 585055AN6 AA-/A1 MEDTRONIC INC MDT 5.600 03/15/2019 110.213 4.301 4751506 585055AP1 AA-/A1 MEDTRONIC INC MDT 4.500 03/15/2014 106.418 3.026 1301507 585055AM8 AA-/A1 MEDTRONIC INC
CVBD GLBLMDT 1.625 04/15/2013 93.500 3.469 500
1508 585055AH9 AA-/A1 MEDTRONIC INCNOTES GBL
MDT 4.750 09/15/2015 106.633 3.549 179
1509 587405AB7 A-/BAA1 MERCANTILE BK SHS PNC 4.625 04/15/2013 95.580 5.942 1091510 589331AP2 AA-/AA3 MERCK & CO 4.000 06/30/2015 103.311 3.385 9801511 589331AE7 AA-/AA3 MERCK & CO DEB MRK 5.950 12/01/2028 104.838 5.540 51512 589331AH0 AA-/AA3 MERCK & CO NT MRK 4.375 02/15/2013 106.078 2.606 701513 589331AQ0 AA-/AA3 MERCK & CO NTS 5.850 06/30/2039 105.563 5.470 1001514 589331AK3 AA-/AA3 MERCK & CO NTS
GLOBALMRK 4.750 03/01/2015 107.117 3.360 100
1515 589331AN7 AA-/AA3 MERCK & CO NTSGLOBAL
5.000 06/30/2019 102.750 4.653 280
1516 589331AR8 AA-/AA3 MERCK & CO NTSGLOBAL
1.875 06/30/2011 101.262 1.234 100
1517 59018YJ69 A/A2 MERRILL LYNCH BAC 6.400 08/28/2017 92.125 7.716 251518 59023VAA8 A-/A3 MERRILL LYNCH BAC 7.750 05/14/2038 92.500 8.446 1001519 59018YVV0 A/A2 MERRILL LYNCH & COBAC 4.790 08/04/2010 101.838 3.067 101520 590188JF6 A/A2 MERRILL LYNCH & CO
BDBAC 6.500 07/15/2018 91.900 7.763 15
1521 5901884M7 A-/A3 MERRILL LYNCH & COINC
BAC 6.050 05/16/2016 90.191 7.925 10
1522 590188JB5 A/A2 MERRILL LYNCH & CONT
BAC 6.750 06/01/2028 90.500 7.712 15
1523 590188JN9 A/A2 MERRILL LYNCH & CONT
BAC 6.875 11/15/2018 95.707 7.520 500
1524 59022CAJ2 A-/A3 MERRILL LYNCH BD BAC 6.110 01/29/2037 80.800 7.816 451525 59022CCS0 A-/A3 MERRILL LYNCH BD BAC 5.700 05/02/2017 87.750 7.818 301526 59018YB59 A/A2 MERRILL LYNCH F/R
MTNBAC 5.800 04/05/2037 82.240 7.301 25
1527 59018YE64 AA-/A2 MERRILL LYNCH MTN BAC 6.000 06/15/2037 87.157 7.058 661528 59018YN56 A/A2 MERRILL LYNCH MTN BAC 6.150 04/25/2013 100.994 5.853 261529 59018YN64 A/A2 MERRILL LYNCH MTN BAC 6.875 04/25/2018 94.140 7.804 13121530 5901M0HB8 AA-/A1 MERRILL LYNCH MTN BAC 6.250 08/14/2037 89.546 7.110 201531 59018YUZ2 A/A2 MERRILL LYNCH MTN
02/07BAC 4.250 02/08/2010 101.599 1.584 50
1532 59018YTZ4 A/A2 MERRILL LYNCH MTN07/19
BAC 5.450 07/15/2014 96.000 6.390 50
1533 59018YUH2 A/A2 MERRILL LYNCH MTN09/10
BAC 4.125 09/10/2009 100.604 1.000 5
1534 59018YRZ6 A/A2 MERRILL LYNCH MTN09/26
BAC 5.300 09/30/2015 98.150 5.654 100
1535 59018YSH5 A/A2 MERRILL LYNCH MTN11/04
BAC 4.500 11/04/2010 102.131 2.870 50
1536 5901M0BN8 A/A2 MERRILL LYNCH MTN11/13
BAC 5.050 11/13/2012 100.250 3.043 10
1537 59018YUW9 A/A2 MERRILL LYNCH MTN BAC 5.000 01/15/2015 94.078 6.281 157
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty11/22
1538 59018YSU6 A/A2 MERRILL LYNCH MTN2/04
BAC 5.000 02/03/2014 95.988 6.011 1197
1539 59018YXZ9 A/A2 MERRILL LYNCH MTN7/25
BAC 5.770 07/25/2011 104.009 3.737 401
1540 59018YM40 A/A2 MERRILL LYNCHNOTES
BAC 5.450 02/05/2013 99.590 5.576 14
1541 59018YJ36 A/A2 MERRILL LYNCH NTGBL
BAC 6.050 08/15/2012 102.354 5.221 1000
1542 59022CAB9 A-/A3 MERRILL LYNCH SUBNT
BAC 6.220 09/15/2026 81.000 8.314 101
1543 59156RAU2 A-/A2 METLIFE INC MET 6.750 06/01/2016 103.543 6.113 261544 59156RAC2 A-/A2 METLIFE INC NT MET 6.125 12/01/2011 105.590 3.687 101545 59156RAH1 A-/A2 METLIFE INC NT MET 5.500 06/15/2014 103.053 4.800 881546 59156RAN8 A-/A2 METLIFE INC NT MET 5.000 06/15/2015 99.400 5.118 3801547 59156RAR9 A-/A2 METLIFE INC NT MET 6.817 08/15/2018 103.730 6.273 301548 59156RAT5 A-/A2 METLIFE INC NT MET 7.717 02/15/2019 108.977 6.449 8431549 59156RAD0 A-/A2 METLIFE INC SR NT
GLOBALMET 5.375 12/15/2012 104.110 4.088 22
1550 59156RAE8 A-/A2 METLIFE INC SR NTGLOBAL
MET 6.500 12/15/2032 98.573 6.620 15
1551 591894BX7 BBB/BAA2 METRO EDISON NT FE 7.700 01/15/2019 109.560 6.348 401552 594918AB0 AAA/AAA MICROSOFT CORP MSFT 2.950 06/01/2014 100.808 2.773 6031553 594918AC8 AAA/AAA MICROSOFT CORP MSFT 4.200 06/01/2019 99.804 4.224 4231554 594918AD6 AAA/AAA MICROSOFT CORP MSFT 5.200 06/01/2039 99.739 5.217 41555 59562VAT4 BBB+/BAA1 MIDAMERICAN
ENERGYBRK 5.750 04/01/2018 106.654 4.808 500
1556 59562VAK3 BBB+/BAA1 MIDAMERICANENERGY GLBL
BRK 5.000 02/15/2014 104.477 3.931 9
1557 59562VAR8 BBB+/BAA1 MIDAMERICANENERGY GLBL
BRK 6.500 09/15/2037 106.897 5.990 450
1558 59562VAP2 BBB+/BAA1 MIDAMERICANENERGY GLOBA
BRK 5.950 05/15/2037 98.900 6.031 100
1559 59562VAM9 BBB+/BAA1 MIDAMERICANENERGY HLDGS
BRK 6.125 04/01/2036 100.250 6.105 6
1560 595620AB1 A-/A2 MIDAMERICANENERGY MTN
BRK 6.750 12/30/2031 120.278 5.209 59
1561 595620AC9 A-/A2 MIDAMERICANENERGY MTN
BRK 5.125 01/15/2013 105.931 3.335 100
1562 595620AD7 A-/A2 MIDAMERICANENERGY MTN
BRK 4.650 10/01/2014 105.581 3.477 80
1563 59562EAH8 A-/A2 MIDAMERICANENERGY SRNT
BRK 5.800 10/15/2036 99.500 5.836 94
1564 460377AB0 BBB/BAA3 MITTAL STEEL USAISG INC
MTNA 6.500 04/15/2014 96.500 7.377 649
1565 607059AT9 AAA/AAA MOBIL CORP DEB XOM 8.625 08/15/2021 139.351 4.401 21566 61166WAF8 A+/A2 MONSANTO CO
SENIOR NOTESMON 5.125 04/15/2018 106.478 4.234 500
1567 61166WAG6 A+/A2 MONSANTO COSENIOR NOTES
MON 5.875 04/15/2038 110.116 5.193 171
1568 61166WAE1 A+/A2 MONSANTO CO SR NTGLBL
MON 5.500 08/15/2025 100.000 5.499 3
1569 616880BJ8 A/A1 MORGAN J P & COSUB NT
JPM 6.250 02/15/2011 104.502 3.376 1
1570 61745ESZ5 A/A2 MORGAN STAN MTN MS 7.000 05/02/2028 100.000 6.992 301571 61745EUU3 A/A2 MORGAN STAN MTN MS 5.000 02/22/2023 91.000 6.950 141572 617446C23 A/A2 MORGAN STANLEY MS 5.450 01/09/2017 95.133 6.271 2901573 617446V71 A/A2 MORGAN STANLEY MS 6.250 08/28/2017 99.899 6.264 20511574 61747YCE3 A/A2 MORGAN STANLEY MS 6.000 04/28/2015 102.156 5.560 1851575 61747YCF0 A/A2 MORGAN STANLEY MS 6.000 05/13/2014 102.765 5.346 4501576 61747YCG8 A/A2 MORGAN STANLEY MS 7.300 05/13/2019 104.780 6.631 2501577 61757UAB6 AAA/AAA MORGAN STANLEY MS 3.250 12/01/2011 104.521 1.344 26191578 61757UAF7 AAA/AAA MORGAN STANLEY MS 2.000 09/22/2011 102.133 1.029 50001579 61757UAH3 AAA/AAA MORGAN STANLEY MS 1.950 06/20/2012 100.756 1.688 50001580 61757UAP5 AAA/AAA MORGAN STANLEY MS 2.250 03/13/2012 101.857 1.545 50001581 617446H51 A/A2 MORGAN STANLEY
04/27MS 5.550 04/27/2017 95.939 6.212 574
1582 617446DX4 A/A2 MORGAN STANLEYGLBL NT
MS 8.000 06/15/2010 105.500 2.168 8
1583 617446GM5 A/A2 MORGAN STANLEYGLBL NT
MS 6.750 04/15/2011 105.867 3.345 23
1584 617446HC6 A/A2 MORGAN STANLEYGLBL NT
MS 6.600 04/01/2012 106.773 3.975 785
1585 617446HR3 A/A2 MORGAN STANLEYGLBL NT
MS 5.300 03/01/2013 102.674 4.499 139
1586 61746BCW4 A/A2 MORGAN STANLEYGLBL NT
MS 5.625 01/09/2012 104.500 3.740 250
1587 61746BDB9 A/A2 MORGAN STANLEYGLBL NT
MS 5.750 10/18/2016 99.500 5.833 400
1588 61748AAE6 A-/A3 MORGAN STANLEY MS 4.750 04/01/2014 95.888 5.749 60
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyGLOBAL
1589 6174466Q7 A/A2 MORGAN STANLEYGROUP MTN
MS 6.625 04/01/2018 100.969 6.476 25
1590 617446V89 A/A2 MORGAN STANLEYMTN
MS 5.750 08/31/2012 104.855 4.099 24
1591 61744YAD0 A/A2 MORGAN STANLEYMTN
MS 5.950 12/28/2017 97.737 6.298 400
1592 61744AAN0 A/A2 MORGAN STANLEYNT
MS 4.250 05/15/2010 101.975 1.960 250
1593 61746SBR9 A/A2 MORGAN STANLEYNTS GLBL
MS 5.375 10/15/2015 98.004 5.756 109
1594 61746SBS7 A/A2 MORGAN STANLEYNTS GLBL
MS 5.050 01/21/2011 103.141 2.971 400
1595 61746SBC2 A/A2 MORGAN STANLEYNTS GLOBL
MS 4.000 01/15/2010 101.615 1.002 5
1596 61746BCY0 A/A2 MORGAN STANLEYSRNT GLBL
MS 6.250 08/09/2026 94.000 6.850 155
1597 6174462T5 A/A2 MORGAN STANLEYSRNT MTN
MS 5.250 11/02/2012 103.750 4.036 625
1598 629568AP1 BBB+ NABORS IND CVTREGD
NBR 0.940 05/15/2011 94.875 3.797 485
1599 63538LAA0 A/NR NAT CTY BK N.W. MTN7/27
PNC 7.250 07/15/2010 105.875 1.542 25
1600 632525AD3 AA-/AA2 NATIONAL AUSTRALIABK SB
NAB 8.600 05/19/2010 106.115 1.618 607
1601 634902LM0 A+/A1 NATIONAL CITY BK BKNTS
PNC 4.500 03/15/2010 101.590 2.221 34
1602 63534PAB3 A/A2 NATIONAL CITY BKSUB NT
PNC 6.250 03/15/2011 104.445 3.542 100
1603 635405AM5 A-/BAA1 NATIONAL CITY COSUB NTS
PNC 6.875 05/15/2019 97.000 7.305 198
1604 635405AW3 A/A3 NATIONAL CITY CRPCVB
PNC 4.000 02/01/2011 99.000 4.659 140
1605 635405AQ6 A/A3 NATIONAL CITY NTS PNC 4.900 01/15/2015 100.424 4.811 501606 636180BJ9 BBB/BAA1 NATIONAL FUEL GAS NFG 8.750 05/01/2019 113.500 6.838 251607 63743FHX7 A/A2 NATIONAL RUR MTN NRUC 4.250 11/15/2011 102.750 3.045 51608 63743FJL1 A/A2 NATIONAL RUR MTN NRUC 4.050 11/15/2010 103.229 1.669 201609 63743FJY3 A/A2 NATIONAL RUR MTN NRUC 7.500 11/15/2013 114.728 3.812 21610 63743FKB1 A/A2 NATIONAL RUR MTN NRUC 5.350 01/15/2011 104.547 2.329 51611 637432LM5 A+/A1 NATIONAL RUR UT
COOP NTNRUC 5.500 07/01/2013 106.497 3.737 5
1612 637432CT0 A/A2 NATIONAL RUR UTGLBL BD
NRUC 8.000 03/01/2032 111.500 6.981 41
1613 637432HT5 A+/A1 NATIONAL RUR UT NT NRUC 5.450 04/10/2017 104.153 4.803 231614 637432KT1 A+/A1 NATIONAL RURAL CT NRUC 5.450 02/01/2018 102.250 5.122 501615 637432CG8 A+/A1 NATIONAL RURAL UTL
NTNRUC 6.550 11/01/2018 110.818 5.079 3
1616 638585BH1 A-/A3 NATIONSBANK CORPSUB DEB
BAC 6.600 05/15/2010 103.375 2.667 157
1617 638585AP4 A-/A3 NATIONSBANK CORPSUB NT
BAC 7.250 10/15/2025 91.000 8.263 5
1618 638585BF5 A-/A3 NATIONSBANK CORPSUB NT
BAC 6.800 03/15/2028 87.500 8.108 40
1619 638612AF8 BBB+/BAA1 NATIONWIDE FINLSVC NT
NATMUT 5.900 07/01/2012 99.000 6.270 25
1620 63618EAR2 BBB/BAA1 NATL FUEL GAS CO6/12/95
7.375 06/13/2025 120.389 5.445 10
1621 638539AH9 A/BAA3 NATL WESTMINSTERSUB NT
RBS 7.375 10/01/2009 101.500 1.395 473
1622 628855AN8 A-/A3 NCNB CORP SUB DEB BAC 10.200 07/15/2015 110.623 7.950 7251623 641423BY3 BBB/BAA3 NEVADA PWR CO NVE 7.125 03/15/2019 109.565 5.819 10331624 644239AY1 A/BAA2 NEW ENGL TEL&TEL
DEBVZ 7.875 11/15/2029 106.050 7.299 15
1625 651229AE6 BBB-/BAA3 NEWELLRUBBERMAID INC NT
NWL 4.000 05/01/2010 102.044 1.528 26
1626 651639AE6 BBB+/BAA2 NEWMONT USA LTD NEM 5.875 04/01/2035 92.500 6.476 9001627 652478AV0 BBB+/BAA1 NEWS AMER HLDGS
DEBNWS 9.500 07/15/2024 122.747 7.026 152
1628 652478AW8 BBB+/BAA1 NEWS AMER HLDGSDEB
NWS 8.450 08/01/2034 116.317 7.053 386
1629 652478AX6 BBB+/BAA1 NEWS AMER HLDGSDEB
NWS 8.500 02/23/2025 109.076 7.503 278
1630 652478AZ1 BBB+/BAA1 NEWS AMER HLDGSDEB
NWS 7.700 10/30/2025 94.000 8.379 455
1631 652478BA5 BBB+/BAA1 NEWS AMER HLDGSDEB
NWS 7.750 12/01/2045 106.303 7.255 219
1632 652478BB3 BBB+/BAA1 NEWS AMER HLDGSDEB
NWS 7.900 12/01/2095 96.342 8.199 5
1633 652478BZ0 BBB+/BAA1 NEWS AMER HLDGSSR DEB
NWS 8.250 10/17/2096 105.655 7.807 3
1634 652482BL3 BBB+/BAA1 NEWS AMER INC NWS 6.400 12/15/2035 91.500 7.117 1
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyGLOBAL
1635 652482AU4 BBB+/BAA1 NEWS AMER INC SRDEB
NWS 7.280 06/30/2028 101.510 7.134 23
1636 652482BC3 BBB+/BAA1 NEWS AMER INCSRNT GLBL
NWS 6.550 03/15/2033 99.857 6.561 1928
1637 652482BD1 BBB+/BAA1 NEWS AMER INCSRNT GLBL
NWS 4.750 03/15/2010 101.432 2.690 1
1638 652482BG4 BBB+/BAA1 NEWS AMERICA NTS NWS 5.300 12/15/2014 104.459 4.372 1001639 652482BJ8 BBB+/BAA1 NEWS AMERICA NTS NWS 6.200 12/15/2034 86.500 7.383 31640 652482BN9 BBB+/BAA1 NEWS AMERICA NTS
GLBLNWS 6.150 03/01/2037 89.922 6.976 50
1641 652482BQ2 BBB+/BAA1 NEWS AMERICA NTSGLOBAL
NWS 6.650 11/15/2037 91.590 7.359 185
1642 65334HAA0 BBB-/BAA3 NEXEN INC NT NXY 7.875 03/15/2032 107.491 7.199 271643 65334HAC6 BBB-/BAA3 NEXEN INC NT NXY 5.050 11/20/2013 100.000 5.049 1001644 65334HAF9 BBB-/BAA3 NEXEN INC NTS NXY 5.650 05/15/2017 98.750 5.849 2501645 65463PAH0 BBB/BAA3 NIPSCO CAPITAL MKT
3/31NI 7.990 04/01/2022 113.742 6.396 388
1646 65473QAJ2 BBB-/BAA3 NISOURCE FIN CORP NI 7.875 11/15/2010 104.375 4.550 1101647 645767AW4 A/BAA1 NJ BELL TEL DEB VZ 7.850 11/15/2029 108.292 7.074 7001648 654894AG9 BBB/BAA2 NOBLE AFFILIATES
DEBNBL 7.250 08/01/2097 86.788 8.354 42
1649 654894AF1 BBB/BAA2 NOBLE AFFILIATESSR NT
NBL 8.000 04/01/2027 106.116 7.375 20
1650 655042AD1 A-/BAA1 NOBLE DRILLING SRNT
NE 7.500 03/15/2019 111.383 5.939 4
1651 655044AD7 BBB/BAA2 NOBLE ENERGY INCNT
NBL 8.250 03/01/2019 114.500 6.229 50
1652 654902AB1 A/A1 NOKIA CORPORATIONNOKIA 5.375 05/15/2019 102.952 4.992 16551653 655664AL4 A-/BAA1 NORDSTRM INC SR
DEB GLBLJWN 7.000 01/15/2038 91.500 7.743 10
1654 655664AM2 BBB+/BAA2 NORDSTROM INCNOTES
JWN 6.750 06/01/2014 105.368 5.488 2340
1655 655664AK6 BBB+/BAA2 NORDSTROM INC NTGLBL
JWN 6.250 01/15/2018 101.482 6.025 698
1656 655844BC1 BBB+/BAA1 NORFOLK SOUTHNCORP 144A
NSC 5.900 06/15/2019 105.805 5.147 824
1657 655844AE8 BBB+/BAA1 NORFOLK SOUTHNCORP NT
NSC 7.700 05/15/2017 115.659 5.246 1
1658 655844AJ7 BBB+/BAA1 NORFOLK SOUTHNCORP NT
NSC 7.800 05/15/2027 109.500 6.868 19
1659 655844AU2 BBB+/BAA1 NORFOLK SOUTHNCORP NTS
NSC 5.257 09/17/2014 105.287 4.118 300
1660 656531AF7 AA-/AA2 NORSK HYDRO A SDEB
STOIL 6.700 01/15/2018 113.315 4.782 68
1661 656531AJ9 AA-/AA2 NORSK HYDRO A SDEB
STOIL 7.150 01/15/2029 114.500 5.891 6
1662 665228BQ4 AA/A1 NORTHERN ILL GAS1ST MTG
GAS 6.580 02/15/2028 118.727 5.020 20
1663 665772CB3 A/A2 NORTHERN STS PWR XEL 6.250 06/01/2036 111.545 5.429 311664 665772BN8 A/A2 NORTHERN STS PWR
1ST MTGXEL 7.125 07/01/2025 111.500 5.997 20
1665 665772CD9 A/A2 NORTHERN STSPWR-MINN
XEL 5.250 03/01/2018 105.500 4.477 25
1666 665859AG9 AA-/A1 NORTHERN TR CORP NTRS 5.300 08/29/2011 107.998 1.527 1001667 665859AK0 AA-/A1 NORTHERN TR CORP NTRS 4.625 05/01/2014 106.871 3.084 1001668 666807AP7 BBB+/BAA1 NORTHROP
GRUMMANNOC 7.750 03/01/2016 119.257 4.387 223
1669 666807AQ5 BBB+/BAA1 NORTHROPGRUMMAN DEB
NOC 7.875 03/01/2026 126.351 5.448 148
1670 666807AT9 BBB+/BAA1 NORTHROPGRUMMAN NT
NOC 7.125 02/15/2011 108.315 1.902 281
1671 666807AW2 BBB+/BAA1 NORTHROPGRUMMAN NT
NOC 7.750 02/15/2031 128.401 5.490 13
1672 667294BB7 BBB+/WR NORTHWEST AIR 02-1G-2
NWA 6.264 05/20/2023 79.109 8.899 115
1673 66989HAA6 AA-/AA2 NOVARTIS CAPITALCORP
NOVART 4.125 02/10/2014 104.449 3.082 8
1674 66989GAA8 AA-/AA2 NOVARTIS SECSINVEST LTD
NOVART 5.125 02/10/2019 103.310 4.692 92
1675 67021CAE7 A+/A1 NSTAR ELECTRIC CO NST 5.625 11/15/2017 108.751 4.365 14151676 670346AF2 A+/A1 NUCOR CORP NOTES NUE 5.000 12/01/2012 107.459 2.701 1051677 670346AG0 A+/A1 NUCOR CORP NOTES NUE 5.750 12/01/2017 107.769 4.625 1001678 670346AH8 A+/A1 NUCOR CORP NOTES NUE 6.400 12/01/2037 102.500 6.211 501679 670346AJ4 A+/A1 NUCOR CORP NOTES NUE 5.000 06/01/2013 105.220 3.560 151680 670346AK1 A+/A1 NUCOR CORP NOTES NUE 5.850 06/01/2018 106.933 4.881 1001681 670346AE5 A+/A1 NUCOR CORP SR NT NUE 4.875 10/01/2012 107.091 2.587 101682 64944QAA5 AAA/AAA NY CMNTY STAT TR
BDNYCOMM 3.000 12/16/2011 103.681 1.471 300
1683 650094CB9 A/BAA3 NY TEL CO DEB VZ 7.000 12/01/2033 98.000 7.174 25
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1684 650094CJ2 A/BAA3 NY TEL CO DEB VZ 6.500 04/15/2028 98.500 6.640 251685 629491AA9 AA/A2 NYSE EURONEXT NYX 4.800 06/28/2013 105.500 3.318 771686 674599BE4 A/A2 OCCIDENTAL PETE
SR NTOXY 9.250 08/01/2019 144.386 3.887 95
1687 674599BX2 A/A2 OCCIDENTAL PETESR NT
OXY 4.125 06/01/2016 101.428 3.887 3
1688 676167AU3 AAA/AAA OESTERREICHEKONTRL GLBL
OKB 5.000 04/25/2017 104.878 4.259 67
1689 677347CF1 BBB+/BAA1 OHIO EDISON NOTE FE 8.250 10/15/2038 121.500 6.584 1201690 677415CL3 BBB/A3 OHIO POWER CO SR
NTAEP 6.000 06/01/2016 103.824 5.331 20
1691 677415CF6 BBB/A3 OHIO POWER CO SRNT GLBL
AEP 6.600 02/15/2033 99.500 6.641 40
1692 680223AF1 BBB+ OLD REP INTL CVT ORI 8.000 05/15/2012 103.250 6.730 4331693 681919AS5 A-/BAA1 OMNICOM GRP OMC 5.900 04/15/2016 102.000 5.541 3541694 68233DAS6 BBB+/BAA1 ONCOR ELECTRIC NT TXU 6.375 05/01/2012 105.750 4.200 651695 682680AB9 BBB/BAA2 ONEOK INC DEB OKE 6.875 10/01/2028 96.500 7.213 121696 682680AN3 BBB/BAA2 ONEOK INC SRNT OKE 6.000 06/15/2035 87.166 7.088 911697 68268NAB9 BBB/BAA2 ONEOK PARTNERS LPOKS 6.150 10/01/2016 102.500 5.722 11698 68268NAE3 BBB/BAA2 ONEOK PARTNERS LPOKS 8.625 03/01/2019 113.240 6.737 2801699 68389XAC9 A/A2 ORACLE CORP ORCL 5.750 04/15/2018 108.080 4.620 13501700 68389XAD7 A/A2 ORACLE CORP ORCL 4.950 04/15/2013 107.100 2.956 251701 68389XAE5 A/A2 ORACLE CORP ORCL 6.500 04/15/2038 114.346 5.501 1001702 68402LAC8 A/A2 ORACLE CORP BD
GLBLORCL 5.250 01/15/2016 106.778 4.059 21
1703 68402LAE4 A/A2 ORACLE CORP NTGLOBAL
ORCL 5.000 01/15/2011 105.735 1.233 754
1704 684065AW5 AA-/A2 ORANGE & ROCKLDUTIL DEB
ED 7.000 03/01/2029 104.875 2.936 9
1705 694308GN1 BBB+/A3 PAC G&E 1ST&REFMTG 86F
PCG 8.250 10/15/2018 123.801 5.013 136
1706 69373UAA5 AA-/A1 PACCAR INC PCAR 6.875 02/15/2014 111.696 4.073 1001707 69373UAB3 AA-/A1 PACCAR INC PCAR 6.375 02/15/2012 108.947 2.814 5941708 694032AV5 A/WR PACIFIC BELL DEB T 7.375 07/15/2043 98.000 7.539 81709 694032BH5 A/BAA1 PACIFIC BELL DEB T 7.375 07/15/2043 101.656 7.213 21710 69422PAB5 BBB-/BAA3 PACIFIC ENERGY
SRNT GLBLPAA 7.125 06/15/2014 103.875 2.846 750
1711 694308GQ4 BBB+/A3 PACIFIC G&E PCG 6.250 03/01/2039 106.500 5.788 51712 694308GD3 BBB+/A3 PACIFIC G&E
1ST&REF INSDPCG 4.800 03/01/2014 107.321 3.103 100
1713 694308GE1 BBB+/A3 PACIFIC G&E1ST&REF INSD
PCG 6.050 03/01/2034 105.000 5.670 41
1714 694308GL5 BBB+/A3 PACIFIC G&E UNSEC PCG 5.625 11/30/2017 108.350 4.425 7001715 695114BD9 A/A3 PACIFICORP 1ST MTGBRK 6.750 10/26/2023 115.677 5.185 151716 695114BU1 A/A3 PACIFICORP 1ST MTGBRK 6.900 11/15/2011 110.492 2.332 151717 695114BZ0 A/A3 PACIFICORP 1ST MTGBRK 5.250 06/15/2035 98.116 5.385 751718 695114CG1 A/A3 PACIFICORP 1ST MTGBRK 6.250 10/15/2037 108.500 5.644 881719 695114CH9 A/A3 PACIFICORP 1ST MTGBRK 5.650 07/15/2018 109.086 4.420 5001720 695114CK2 A/A3 PACIFICORP 1ST MTGBRK 5.500 01/15/2019 105.788 4.739 151721 695114CL0 A/A3 PACIFICORP 1ST MTGBRK 6.000 01/15/2039 107.556 5.481 15001722 695114BW7 A/A3 PACIFICORP NT BRK 5.450 09/15/2013 108.462 3.279 11723 695156AM1 BBB/BAA3 PACKAGING CO NT
GLBLPKG 5.750 08/01/2013 100.000 5.748 197
1724 69563AHC8 AA+/AA2 PAINE WEBBER MTN7/16/97
UBS 7.605 07/17/2017 108.333 6.270 14
1725 69806LAD6 BBB+/BAA1 PAN PACIFIC RETPROP NT
KIM 4.700 06/01/2013 91.000 7.385 20
1726 693304AH0 A-/A2 PECO ENERGY 1STMTG
EXC 5.950 10/01/2036 106.814 5.466 14
1727 693304AN7 A-/A2 PECO ENERGY 1STMTG
EXC 5.000 10/01/2014 105.650 3.802 53
1728 693304AE7 A/A2 PECO ENERGY1STMTG AMBAC
EXC 5.950 11/01/2011 108.482 2.203 25
1729 693304AL1 A-/A2 PECO ENERGY1STMTG AMBAC
EXC 5.350 03/01/2018 102.000 5.061 25
1730 706451AH4 BBB+/BAA1 PEMEX MASTER BDGLBL
PEMEX 7.375 12/15/2014 110.998 5.044 27
1731 706451BG5 BBB+/BAA1 PEMEX MASTERTRUST GBL
PEMEX 6.625 06/15/2035 92.250 7.294 100
1732 706451BD2 BBB+/BAA1 PEMEX PROJ FDGMSTR GBL
PEMEX 9.500 09/15/2027 124.614 7.073 17
1733 706451BS9 BBB+/BAA1 PEMEX PROJ FDG TR PEMEX 5.750 03/01/2018 93.500 6.751 4501734 710198HE5 BBB+/A3 PEOPLES BK OF CT
SUBNTPBCT 9.875 11/15/2010 107.875 3.935 19
1735 713291AG7 BBB-/BAA3 PEPCO HOLDINGSINC GLBL
POM 6.450 08/15/2012 105.743 4.459 625
1736 10138MAH8 A+/AA2 PEPSI BOTTLING BD PBG 6.950 03/15/2014 113.805 3.724 11737 10138MAF2 A/A2 PEPSI BOTTLING NT PBG 5.000 11/15/2013 106.600 3.364 11738 10138MAG0 A/A2 PEPSI BOTTLING NT PBG 5.500 04/01/2016 105.930 4.472 11739 10138MAK1 A/A2 PEPSI BOTTLING PBG 5.125 01/15/2019 106.034 4.345 100
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtySRNT
1740 713409AC4 A/A2 PEPSI BOTTLINGSRNT
PBG 7.000 03/01/2029 116.875 5.576 29
1741 10138MAB1 A+/AA2 PEPSI BOTTLINGSRNT GLBL
PBG 4.625 11/15/2012 108.236 2.084 29
1742 71343PAD3 A/BAA1 PEPSIAMERICAS BD PAS 5.625 05/31/2011 107.044 1.866 2501743 71343XAD6 A/BAA1 PEPSIAMERICAS INC
NTPAS 4.500 03/15/2013 106.000 2.785 60
1744 713448BJ6 A+/AA2 PEPSICO INC PEP 7.900 11/01/2018 123.895 4.706 2461745 713448BF4 A+/AA2 PEPSICO INC NT PEP 5.150 05/15/2012 109.659 1.693 1001746 713448BG2 A+/AA2 PEPSICO INC NT PEP 4.650 02/15/2013 106.983 2.617 4501747 713448BK3 A+/AA2 PEPSICO INC SR
UNSECPEP 3.750 03/01/2014 103.371 2.971 185
1748 713448BH0 A+/AA2 PEPSICO INC SRNT PEP 5.000 06/01/2018 105.254 4.285 9751749 71644EAH5 BBB/BAA2 PETRO CANADA
NOTESPCACN 6.050 05/15/2018 101.500 5.830 35
1750 71645WAN1 BBB- PETROBRAS INTL BD PETBRA 7.875 03/15/2019 110.000 6.468 1001751 71645WAH4 BBB-/BAA1 PETROBRAS INTL BD
GLOBALPETBRA 8.375 12/10/2018 115.830 6.140 53
1752 71645WAL5 BBB-/BAA1 PETROBRAS INTL BDGLOBAL
PETBRA 6.125 10/06/2016 104.000 5.449 100
1753 71645WAG6 BAA1 PETROBRAS INTL NTGLOBAL
PETBRA 9.125 07/02/2013 121.870 3.257 31
1754 71645WAJ0 BAA1 PETROBRAS INTL NTGLOBAL
PETBRA 7.750 09/15/2014 115.600 4.367 68
1755 717081CY7 AAA/AA2 PFIZER INC PFE 7.200 03/15/2039 120.250 5.767 1401756 717081CZ4 AAA/AA2 PFIZER INC PFE 4.450 03/15/2012 105.852 2.211 10001757 717081DA8 AAA/AA2 PFIZER INC PFE 5.350 03/15/2015 108.820 3.625 5661758 717081DB6 AAA/AA2 PFIZER INC PFE 6.200 03/15/2019 111.099 4.758 6671759 717081AR4 AAA/AA2 PFIZER INC NT PFE 4.500 02/15/2014 106.000 3.097 751760 71713UAQ5 AAA/AA2 PHARMACIA CORP PFE 6.500 12/01/2018 113.981 4.649 1001761 718172AA7 A/A2 PHILIP MORRIS PM 5.650 05/16/2018 106.531 4.739 1901762 718172AB5 A/A2 PHILIP MORRIS PM 4.875 05/16/2013 106.029 3.208 6021763 718172AC3 A/A2 PHILIP MORRIS PM 6.375 05/16/2038 109.547 5.697 5121764 718172AG4 A/A2 PHILIP MORRIS PM 6.875 03/17/2014 113.467 3.731 5001765 500472AB1 A-/A3 PHILIPS ELECTRS
BONDSPHG 5.750 03/11/2018 102.484 5.387 36
1766 500472AA3 A-/A3 PHILIPS ELECTRSNOTES
PHG 4.625 03/11/2013 104.694 3.266 100
1767 500472AC9 A-/A3 PHILIPS ELECTRSNOTES
PHG 6.875 03/11/2038 104.500 6.525 4
1768 718507BH8 A/A1 PHILLIPSPETROLEUM DEB
COP 6.650 07/15/2018 113.504 4.792 368
1769 720186AF2 A/A3 PIEDMONT NATL GAS PNY 6.250 06/01/2036 101.500 5.421 251770 72447XAA5 A/A1 PITNEY BOWES INC
MTNPBI 4.750 01/15/2016 103.250 4.177 5
1771 72447XAC1 A/A1 PITNEY BOWES INCMTN
PBI 5.750 09/15/2017 107.290 4.669 427
1772 724479AF7 A/A1 PITNEY BOWES INCNT
PBI 4.625 10/01/2012 105.380 2.879 25
1773 724479AG5 A/A1 PITNEY BOWES INCNT
PBI 5.000 03/15/2015 105.757 3.865 745
1774 72447WAA7 A/A1 PITNEY BOWES INCNT
PBI 4.750 05/15/2018 100.538 4.675 80
1775 72447WAN9 AA/A1 PITNEY BOWES INCNT GLBL
PBI 3.875 06/15/2013 102.270 3.259 25
1776 725906AN1 A-/BAA1 PLACER DOME INCBD GLBL
ABX 6.450 10/15/2035 94.500 6.905 7
1777 72650RAR3 BBB-/BAA3 PLAINS ALL AMER PAA 6.650 01/15/2037 94.428 7.114 11778 72650RAU6 BBB-/BAA3 PLAINS ALL AMER PAA 8.750 05/01/2019 115.437 6.590 351779 72650RAM4 BBB-/BAA3 PLAINS ALL AMER
GLBLPAA 6.700 05/15/2036 94.510 7.162 235
1780 693476BE2 A/A3 PNC FDG CORP PNC 5.400 06/10/2014 101.625 5.024 21781 693476BF9 A/A3 PNC FDG CORP PNC 6.700 06/10/2019 103.650 6.202 1481782 69351CAC7 AAA/AAA PNC FUNDING CORP PNC 2.300 06/22/2012 101.764 1.690 10001783 737415AJ8 BBB-/BAA3 POST APT HOMES NT PPS 6.300 06/01/2013 94.000 8.115 601784 73755LAB3 A-/BAA1 POTASH CORP SASK
NTPOT 7.750 05/31/2011 110.544 3.181 695
1785 73755LAC1 A-/BAA1 POTASH CORP SASKNT
POT 4.875 03/01/2013 105.125 3.377 250
1786 73755LAD9 A-/BAA1 POTASH CORP SASKNT
POT 5.875 12/01/2036 87.500 6.896 3
1787 73755LAE7 A-/BAA1 POTASH CORP SASKNT
POT 5.250 05/15/2014 105.019 4.102 460
1788 73755LAF4 A-/BAA1 POTASH CORP SASKNT
POT 6.500 05/15/2019 108.367 5.394 100
1789 693506BA4 BBB+/A3 PPG INDS INC PPG 5.750 03/15/2013 106.353 3.892 2051790 693506BB2 BBB+/A3 PPG INDS INC PPG 6.650 03/15/2018 114.667 4.587 3071791 69351UAM5 A-/A3 PPL ELECTRIC
UTILITIESPPL 6.250 05/15/2039 112.497 5.402 1000
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1792 69352JAC1 BBB/BAA2 PPL ENERGY SR NT PPL 6.400 11/01/2011 106.500 3.476 9171793 69352JAG2 BBB/BAA2 PPL ENERGY SUPPLY
BDPPL 5.700 10/15/2015 101.750 5.367 3
1794 69352JAL1 BBB/BAA2 PPL ENERGY SUPPLYNTS
PPL 6.500 05/01/2018 103.690 5.955 75
1795 74005PAQ7 A/A2 PRAXAIR INC NT PX 5.250 11/15/2014 108.128 3.574 251796 74005PAR5 A/A2 PRAXAIR INC NT PX 4.625 03/30/2015 104.000 3.842 891797 74005PAS3 A/A2 PRAXAIR INC NT PX 4.375 03/31/2014 104.500 3.430 201798 74432AHT0 A/BAA2 PRDENTL FIN MTN
SRN UNSCPRU 5.300 06/15/2020 83.764 7.498 11
1799 74432ARA0 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 6.200 11/15/2031 85.097 7.594 32
1800 74432ARM4 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 5.850 12/15/2031 81.875 7.536 24
1801 74432ASJ0 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 6.000 03/15/2037 82.000 7.559 20
1802 74432ATL4 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 6.400 06/15/2037 87.000 7.519 13
1803 74432AUX6 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 6.000 09/15/2017 93.347 7.081 25
1804 74432AVF4 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 6.400 10/15/2037 86.093 7.602 40
1805 74432AVT4 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 5.250 11/15/2013 97.875 5.805 640
1806 74432AWG1 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 6.050 12/15/2022 87.750 7.512 100
1807 74432AWH9 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 6.150 12/15/2037 82.250 7.696 10
1808 74432AWS5 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 5.300 01/15/2015 96.150 6.129 43
1809 74432AXN5 A/BAA2 PRDENTL FIN MTNSRN UNSC
PRU 5.850 03/15/2018 93.000 6.932 15
1810 74047PAH7 BBB/BAA2 PREMCOR REFININGGLBL
VLO 7.500 06/15/2015 102.250 6.259 82
1811 74251VAB8 BBB+/A3 PRINCIPAL FINGROUP GBL
PFG 7.875 05/15/2014 105.375 6.567 125
1812 74251VAD4 BBB+/A3 PRINCIPAL FINGROUP GBL
PFG 8.875 05/15/2019 108.910 7.576 20
1813 74254PWE8 A+/AA3 PRINCIPAL LIFE PFG 5.850 04/15/2020 97.000 6.235 111814 74254PYE6 A+/AA3 PRINCIPAL LIFE PFG 5.300 04/24/2013 100.947 5.022 1551815 74254PJR4 A+/AA3 PRINCIPAL LIFE INC
NTPFG 5.200 11/15/2010 104.185 2.095 480
1816 74254PPB2 A+/AA3 PRINCIPAL LIFE MTN PFG 5.150 09/30/2011 104.912 2.878 551817 74254PWV0 A+/AA3 PRINCIPAL LIFE MTN PFG 5.600 05/16/2016 100.144 5.573 1851818 74254PXN7 A+/AA3 PRINCIPAL LIFE MTN PFG 6.200 06/15/2020 99.500 6.263 51819 742718DL0 AA-/AA3 PROCTER & GAMBLE PG 4.600 01/15/2014 106.100 3.148 801820 742718DM8 AA-/AA3 PROCTER & GAMBLE PG 3.500 02/15/2015 101.787 3.150 1321821 742718DN6 AA-/AA3 PROCTER & GAMBLE PG 4.700 02/15/2019 102.500 4.378 61822 742718CB3 AA-/AA3 PROCTER & GAMBLE
BDPG 5.500 02/01/2034 103.588 5.238 310
1823 742718BZ1 AA-/AA3 PROCTER & GAMBLEBD GLBL
PG 4.850 12/15/2015 107.500 3.540 1
1824 742718BG3 AA-/AA3 PROCTER & GAMBLENT
PG 8.000 09/01/2024 129.125 5.200 265
1825 742718DA4 AA-/AA3 PROCTER & GAMBLENT
PG 4.950 08/15/2014 107.785 3.286 1
1826 742718DF3 AA-/AA3 PROCTER & GAMBLENT GLBL
PG 5.550 03/05/2037 105.596 5.167 155
1827 743263AJ4 BBB/BAA2 PROGRESS ENERGYINC NT
PGN 6.850 04/15/2012 108.750 3.528 20
1828 743263AN5 BBB/BAA2 PROGRESS ENERGYINC NT
PGN 7.050 03/15/2019 112.376 5.394 50
1829 743315AF0 A+/A1 PROGRESSIVE CORPDEB
PGR 7.000 10/01/2013 109.722 4.462 60
1830 743410AK8 BBB-/BAA2 PROLOGIS 2006 SRNTGLBL
PLD 5.500 04/01/2012 94.250 7.858 241
1831 743410AQ5 BBB- PROLOGIS TRUSTCVBD
PLD 2.250 04/01/2037 81.000 3.301 34
1832 743410AR3 BBB- PROLOGIS TRUSTCVBD
PLD 1.875 11/15/2037 73.000 3.358 10
1833 743410AS1 BBB- PROLOGIS TRUSTCVBD
PLD 2.625 05/15/2038 76.750 3.988 500
1834 743410AT9 BBB-/BAA2 PROLOGIS TRUST NT PLD 6.625 05/15/2018 80.500 9.986 25001835 74367CFW0 AA-/A2 PROTECTIVE LFE
MTNPL 6.750 08/15/2033 96.975 7.011 70
1836 74367CAB1 AA-/A2 PROTECTIVE LFEMTN 01/15
PL 5.750 01/15/2019 95.048 6.453 25
1837 743674AR4 A-/BAA2 PROTECTIVE LIFE NT PL 4.300 06/01/2013 93.650 6.146 5461838 74367FAN8 AA-/A2 PROTECTIVE LIFE NT
03-1PL 5.450 09/28/2012 101.000 5.109 1
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1839 74432AD64 A/A3 PRUDENTIAL FIN PRU 6.350 05/15/2028 87.663 7.589 151840 74432AE22 A/A3 PRUDENTIAL FIN PRU 6.250 05/15/2023 89.528 7.474 521841 74432AFZ8 A/BAA2 PRUDENTIAL FIN PRU 5.500 02/15/2030 79.875 7.420 651842 74432QBF1 A/BAA2 PRUDENTIAL FIN PRU 6.200 01/15/2015 99.000 6.414 2761843 74432QBG9 A/BAA2 PRUDENTIAL FIN PRU 7.375 06/15/2019 101.093 7.218 9501844 74432APB0 A/BAA2 PRUDENTIAL FIN
05/25PRU 6.400 05/15/2031 87.335 7.595 6
1845 74432QAC9 A/BAA2 PRUDENTIAL FIN BD PRU 5.750 07/15/2033 79.050 7.671 1211846 74432QAG0 A/BAA2 PRUDENTIAL FIN BD PRU 4.750 06/13/2015 96.000 5.548 151847 74432QAK1 A/BAA2 PRUDENTIAL FIN BD PRU 5.900 03/17/2036 79.587 7.714 301848 74432QAJ4 A/BAA2 PRUDENTIAL FIN
GLBLPRU 5.500 03/15/2016 93.815 6.656 35
1849 74432AB82 A/BAA2 PRUDENTIAL FIN INCMTN
PRU 6.000 02/15/2032 82.905 7.592 7
1850 74432APU8 A/BAA2 PRUDENTIAL FIN INCMTN
PRU 6.500 07/15/2021 92.000 7.521 5
1851 74432APY0 A/BAA2 PRUDENTIAL FIN INCMTN
PRU 6.500 07/15/2021 90.000 7.795 3
1852 74432AAG5 A/BAA2 PRUDENTIAL FIN MTN PRU 5.750 04/15/2024 83.938 7.572 81853 74432AEE6 A/BAA2 PRUDENTIAL FIN MTN PRU 5.650 11/15/2024 82.613 7.583 101854 74432AG95 A/BAA2 PRUDENTIAL FIN MTN PRU 6.300 07/16/2018 94.500 7.135 31855 74432AGW4 A/BAA2 PRUDENTIAL FIN MTN PRU 5.800 04/15/2025 82.216 7.773 51856 74432ALQ1 A/BAA2 PRUDENTIAL FIN MTN PRU 6.000 11/15/2030 83.298 7.591 51857 74432AND8 A/BAA2 PRUDENTIAL FIN MTN PRU 6.000 03/15/2031 83.181 7.592 101858 74432AQH6 A/BAA2 PRUDENTIAL FIN MTN PRU 6.150 09/15/2031 84.609 7.593 51859 74432AQL7 A/BAA2 PRUDENTIAL FIN MTN PRU 6.150 09/15/2031 84.609 7.593 141860 74432AQP8 A/BAA2 PRUDENTIAL FIN MTN PRU 5.850 10/15/2021 86.442 7.562 61861 74432AQQ6 A/BAA2 PRUDENTIAL FIN MTN PRU 5.950 10/15/2031 82.476 7.591 251862 74432AQS2 A/BAA2 PRUDENTIAL FIN MTN PRU 6.050 10/15/2031 83.342 7.613 101863 74432ATP5 A/BAA2 PRUDENTIAL FIN MTN PRU 6.400 07/15/2032 86.967 7.607 101864 74432AVD9 A/BAA2 PRUDENTIAL FIN MTN PRU 6.000 10/15/2018 97.532 6.354 301865 74432AWL0 A/BAA2 PRUDENTIAL FIN MTN PRU 6.000 12/15/2032 83.500 7.505 401866 74432AWN6 A/BAA2 PRUDENTIAL FIN MTN PRU 6.250 12/15/2022 89.500 7.502 81867 74432AWP1 A/BAA2 PRUDENTIAL FIN MTN PRU 6.600 12/15/2037 88.363 7.605 2501868 74432AXP0 A/BAA2 PRUDENTIAL FIN MTN PRU 6.250 03/15/2023 89.448 7.493 211869 74432QAY1 A/BAA2 PRUDENTIAL FIN MTN PRU 6.100 06/15/2017 95.000 6.927 241870 74432QBC8 A/BAA2 PRUDENTIAL FIN MTN PRU 6.000 12/01/2017 94.375 6.891 251871 74432QBD6 A/BAA2 PRUDENTIAL FIN MTN PRU 6.625 12/01/2037 89.500 7.525 351872 74432QBE4 BAA2 PRUDENTIAL FIN MTN PRU 5.150 01/15/2013 99.770 5.221 17081873 74432ABX7 A/BAA2 PRUDENTIAL FIN MTN
07/09PRU 6.200 07/15/2024 87.250 7.640 5
1874 74432AQC7 A/BAA2 PRUDENTIAL FIN MTN08/03
PRU 6.350 08/15/2031 86.745 7.595 5
1875 74432ACX6 A/BAA2 PRUDENTIAL FIN MTN09/2
PRU 5.500 09/15/2017 91.736 6.830 10
1876 74432AQX1 A/BAA2 PRUDENTIAL FIN MTN10/26
PRU 6.150 10/15/2031 85.000 7.550 16
1877 74432ADQ0 A/BAA2 PRUDENTIAL FIN MTN10/28
PRU 5.600 10/15/2024 81.535 7.670 10
1878 74432AEP1 A/BAA2 PRUDENTIAL FIN MTN12/16
PRU 5.650 12/15/2024 82.642 7.574 5
1879 74432AEJ5 A/BAA2 PRUDENTIAL FIN MTN12/9
PRU 5.750 12/15/2024 83.537 7.575 11
1880 74432ATT7 A/BAA2 PRUDENTIAL FIN MTN7/19
PRU 6.450 07/15/2032 87.608 7.597 30
1881 74432AQN3 A/BAA2 PRUDENTIAL FIN MTN9/28
PRU 6.200 09/15/2031 83.758 7.742 7
1882 74432QAB1 A/BAA2 PRUDENTIAL FIN NT PRU 4.500 07/15/2013 95.500 5.763 8541883 74432QAE5 A/BAA2 PRUDENTIAL FIN NT PRU 5.100 09/20/2014 95.750 6.059 2751884 74432QAP0 A/BAA2 PRUDENTIAL FIN NT PRU 5.100 12/14/2011 101.500 4.447 1881885 69362BAJ1 BBB/BAA1 PSEG POWER BD PEG 8.625 04/15/2031 119.916 6.851 481886 69362BAN2 BBB/BAA1 PSEG POWER NT PEG 5.500 12/01/2015 103.250 4.903 251887 69362BAM4 BBB/BAA1 PSEG POWER NT
GLBLPEG 6.950 06/01/2012 108.750 3.756 22
1888 693627AQ4 A/A3 PSI ENERGY 1SMTG DUK 8.310 09/01/2032 118.000 6.760 131889 693627AY7 A-/BAA1 PSI ENERGY SRNT DUK 6.120 10/15/2035 99.600 6.150 21890 744448CC3 A/A3 PUB SVC COLO XEL 5.125 06/01/2019 104.802 4.519 121891 744448BU4 A/A3 PUB SVC COLO 1ST
MT GLBLXEL 7.875 10/01/2012 115.993 2.704 25
1892 744448BZ3 A/A3 PUB SVC COLO 1STMT GLBL
XEL 6.250 09/01/2037 111.724 5.432 29
1893 744448CA7 A/A3 PUB SVC COLO 1STMT GLBL
XEL 6.500 08/01/2038 114.343 5.505 12
1894 744567BB3 A-/A3 PUB SVC E&G1ST&REF MTG
5.000 07/01/2037 92.256 5.548 8
1895 744567CN6 A-/A3 PUB SVC E&G1ST&REF MTG
PEG 9.250 06/01/2021 140.059 4.797 1
1896 744567EV6 A/A3 PUB SVC E&G1ST&REF MTG
PEG 6.750 01/01/2016 109.250 5.063 2
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1897 74531EAG7 A-/BAA2 PUGET SOUND MTN
11/09PSD 7.690 02/01/2011 107.750 2.668 54
1898 751277AN4 AA/NR RALSTON PURINADEB
NESTLE 9.300 05/01/2021 147.116 4.205 8
1899 751277AQ7 AA/NR RALSTON PURINADEB
NESTLE 8.625 02/15/2022 141.701 4.307 24
1900 751277AR5 AA/NR RALSTON PURINADEB
NESTLE 8.125 02/01/2023 131.206 4.943 91
1901 751277AU8 AA/NR RALSTON PURINADEB
NESTLE 7.750 10/01/2015 124.406 3.385 133
1902 755111AJ0 A-/BAA1 RAYTHEON CO DEB RTN 6.750 03/15/2018 115.358 4.589 10101903 755111AU5 A-/BAA1 RAYTHEON CO DEB RTN 6.400 12/15/2018 114.488 4.502 11491904 755111BL4 A-/BAA1 RAYTHEON CO NT RTN 5.500 11/15/2012 109.642 2.502 2001905 755111BQ3 A-/BAA1 RAYTHEON CO NT RTN 4.850 01/15/2011 105.031 1.535 241906 758202AF2 BBB+/BAA1 REED ELSVIER CAPTLREEDLN 7.750 01/15/2014 112.793 4.596 1961907 7591EAAB9 AAA/AAA REGIONS BK RF 3.250 12/09/2011 104.521 1.361 50001908 759351AC3 A-/BAA1 REINSURANCE
GP/AMER NTRGA 6.750 12/15/2011 104.125 4.946 400
1909 75968NAB7 A/BAA1 RENAISSANCEREHLDGS LTD
RNR 5.875 02/15/2013 106.400 3.966 14
1910 760715AB8 A-/A2 REPUBLIC N Y CAP I HSBC 7.750 11/15/2026 91.000 8.767 801911 760719AR5 A+/A2 REPUBLIC N Y CORP
SUB NTHSBC 9.125 05/15/2021 109.666 7.856 1000
1912 760719AS3 A+/A2 REPUBLIC N Y CORPSUB NT
HSBC 9.300 06/01/2021 117.386 7.111 25
1913 761713AT3 BBB/BAA3 REYNOLDSAMERICAN
RAI 7.250 06/15/2037 84.000 8.796 55
1914 761713AU0 BBB/BAA3 REYNOLDSAMERICAN
RAI 6.750 06/15/2017 98.000 7.082 50
1915 761713AD8 BBB/BAA3 REYNOLDSAMERICAN GLBL
RAI 7.250 06/01/2013 104.250 6.015 251
1916 761713AE6 BBB/BAA3 REYNOLDSAMERICAN GLBL
RAI 7.625 06/01/2016 101.500 7.343 116
1917 761713AP1 BBB/BAA3 REYNOLDSAMERICAN GLBL
RAI 7.250 06/01/2012 106.750 4.745 50
1918 76182KAH8 BBB-/BAA3 REYNOLDS R JTOBACCO
RAI 9.250 08/15/2013 114.750 5.226 14
1919 74955EAA7 BBB-/BAA2 RGS (I&M) FUNDINGCORP
AEP 9.810 12/07/2022 110.222 8.517 16
1920 767201AC0 BBB/BAA1 RIO TINTO FIN GLBLNT
RIOLN 6.500 07/15/2018 102.000 6.207 500
1921 767201AE6 BBB/BAA1 RIO TINTO FIN GLBLNT
RIOLN 5.875 07/15/2013 102.500 5.181 31
1922 767201AF3 BBB/BAA1 RIO TINTO FINANCEPLC
RIOLN 8.950 05/01/2014 112.250 5.990 485
1923 767201AH9 BBB/BAA1 RIO TINTO FINANCEPLC
RIOLN 9.000 05/01/2019 113.500 7.069 469
1924 774341AB7 A/A1 ROCKWELL COLLINS COL 5.250 07/15/2019 105.993 4.502 2601925 77509NAF0 BBB/BAA2 ROGERS CABLE
SRNTRCICN 8.750 05/01/2032 124.363 6.658 70
1926 775109AK7 BBB/BAA2 ROGERS COMM INC RCICN 6.800 08/15/2018 109.684 5.438 51927 775109AL5 BBB/BAA2 ROGERS COMM INC RCICN 7.500 08/15/2038 114.945 6.365 401928 77531QAK4 BBB/BAA2 ROGERS WIRELESS
INCRCICN 7.250 12/15/2012 111.058 3.806 842
1929 77531QAD0 BBB/BAA2 ROGERS WIRELESSINC GLBL
RCICN 6.375 03/01/2014 106.000 4.919 17
1930 775371AV9 BBB-/BAA3 ROHM & HAAS CO NT DOW 6.000 09/15/2017 90.500 7.573 1901931 775371AW7 BBB-/BAA3 ROHM & HAAS CO NT DOW 5.600 03/15/2013 101.326 5.200 1171932 783549AZ1 BBB+/BAA1 RYDER SYS INC DEB R 6.950 12/01/2025 88.500 8.239 71933 78355HJK6 BBB+/BAA1 RYDER SYSTEM INC R 5.850 11/01/2016 93.500 6.996 451934 78355HJM2 BBB+ RYDER SYSTEM INC R 6.000 03/01/2013 100.875 5.729 16851935 78355HJH3 BBB+/BAA1 RYDER SYSTEM, INC. R 5.000 06/15/2012 100.625 4.770 1501936 786514BQ1 BBB/BAA2 SAFEWAY INC SWY 6.250 03/15/2014 109.645 3.981 181937 786514BA6 BBB/BAA2 SAFEWAY INC DEB SWY 7.250 02/01/2031 113.654 6.103 10001938 786514BC2 BBB/BAA2 SAFEWAY INC NT SWY 6.500 03/01/2011 107.080 2.157 1851939 786514BF5 BBB/BAA2 SAFEWAY INC NT SWY 5.800 08/15/2012 107.112 3.381 51940 786514BL2 BBB/BAA2 SAFEWAY INC NT SWY 4.950 08/16/2010 103.139 2.116 221941 786514BP3 BBB/BAA2 SAFEWAY INC NT SWY 6.350 08/15/2017 107.444 5.213 8801942 786514AS8 BBB/BAA2 SAFEWAY INC SR
DEBSWY 7.450 09/15/2027 113.723 6.182 500
1943 797440BJ2 A+/A1 SAN DIEGO G&E SRE 6.125 09/15/2037 110.879 5.371 101944 797440BK9 A+/A1 SAN DIEGO G&E SRE 6.000 06/01/2039 109.000 5.390 351945 803111AM5 BBB+/BAA1 SARA LEE CORP BD SLE 6.125 11/01/2032 87.500 7.242 71946 803111AK9 BBB+/BAA1 SARA LEE CORP NT SLE 6.250 09/15/2011 107.167 2.875 1001947 803111AQ6 BBB+/BAA1 SARA LEE CORP SR
NTSLE 3.875 06/15/2013 100.000 3.875 9
1948 804787DJ5 A/A2 SAVANNAH ELEC &PWR CO
SO 5.500 12/15/2028 99.792 5.517 3
1949 78387GAM5 A/A2 SBCCOMMUNICATIONS
T 6.450 06/15/2034 103.141 6.201 16
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyBDS
1950 84533TGM2 A/A2 SBCCOMMUNICATIONSCAPITAL COR
T 7.390 05/24/2010 105.326 1.414 13
1951 78387GAS2 A/A2 SBCCOMMUNICATIONSGBL
T 5.300 11/15/2010 105.410 1.316 3
1952 78387GAD5 A/A2 SBCCOMMUNICATIONSGLBL
T 6.250 03/15/2011 106.600 2.286 10
1953 78387GAH6 A/A2 SBCCOMMUNICATIONSGLBL
T 5.875 02/01/2012 107.650 2.787 40
1954 78387GAK9 A/A2 SBCCOMMUNICATIONSGLBL
T 5.875 08/15/2012 108.751 2.923 100
1955 78387GAL7 A/A2 SBCCOMMUNICATIONSNTS
T 5.625 06/15/2016 106.586 4.511 100
1956 78387GAP8 A/A2 SBCCOMMUNICATIONSNTS
T 5.100 09/15/2014 105.777 3.864 750
1957 78387GAQ6 A/A2 SBCCOMMUNICATIONSNTS
T 6.150 09/15/2034 99.655 6.176 2500
1958 806605AJ0 A-/BAA1 SCHERING PLOUGHBD
SGP 6.000 09/15/2017 111.446 4.327 100
1959 808626AG0 A-/A3 SCIENCE APPLICATBD GLBL
SAI 5.500 07/01/2033 80.750 7.196 73
1960 811845AN6 AAA/NR SEAGRAM JOSEPH&SONS DEB
VIVFP 9.000 08/15/2021 145.161 4.206 40
1961 811845AX4 AAA/NR SEAGRAM JOSEPHSR DEB
VIVFP 7.600 12/15/2028 134.781 4.824 5
1962 811850AJ5 BBB/NR SEAGRAM LTD DEB 6.875 09/01/2023 104.926 6.342 231963 81619PAA5 A-/NR SELECT NOTES TR SELECT 6.050 02/22/2033 78.148 8.134 871964 81619PAB3 A-/NR SELECT NOTES TR SELECT 5.800 02/22/2033 77.672 7.886 761965 81619PAC1 A-/NR SELECT NOTES TR SELECT 5.700 06/15/2033 74.400 8.130 4321966 81619PAD9 A- SELECT NOTES
TRUST NTZSELECT 5.900 06/15/2033 77.356 8.032 10
1967 81619PAE7 A- SELECT NOTESTRUST NTZ
SELECT 5.875 02/15/2033 75.921 8.181 7
1968 816851AL3 BBB+/BAA1 SEMPRA ENERGY NT SRE 8.900 11/15/2013 113.466 5.400 5791969 816851AN9 BBB+/BAA1 SEMPRA ENERGY NT SRE 6.500 06/01/2016 106.610 5.343 4701970 822582AD4 AA+/AA1 SHELL INTL FIN
GLOBALRDSALN 6.375 12/15/2038 112.182 5.532 200
1971 822582AF9 AA+/AA1 SHELL INTL FINGLOBAL
RDSALN 4.000 03/21/2014 103.990 3.085 100
1972 826418BE4 BBB/BAA3 SIERRA PAC PWR NVE 6.750 07/01/2037 101.500 6.631 951973 826418BF1 A/BAA3 SIERRA PAC PWR NVE 6.750 07/01/2037 98.375 6.882 761974 828807BF3 A-/A3 SIMON PROP GRP LP SPG 5.625 08/15/2014 98.000 6.083 981975 828807BU0 A-/A3 SIMON PROP GRP LP SPG 5.600 09/01/2011 103.250 4.018 171976 828807BV8 A-/A3 SIMON PROP GRP LP SPG 5.875 03/01/2017 95.500 6.631 401977 828807BW6 A-/A3 SIMON PROP GRP LP SPG 5.250 12/01/2016 93.000 6.451 501978 828807CA3 A-/A3 SIMON PROP GRP LP SPG 10.350 04/01/2019 114.750 8.127 20001979 828807BE6 A-/A3 SIMON PROP GRP LP
GLOBALSPG 4.875 08/15/2010 102.375 2.714 250
1980 828807BL0 A-/A3 SIMON PROP GRP LPGLOBAL
SPG 4.600 06/15/2010 101.401 3.103 1635
1981 828807BP1 A-/A3 SIMON PROP GRP LPGLOBAL
SPG 5.750 12/01/2015 96.250 6.472 4
1982 828807BR7 A-/A3 SIMON PROP GRP LPGLOBAL
SPG 5.375 06/01/2011 102.842 3.823 825
1983 828807CB1 A-/A3 SIMON PROP GRPNTS
SPG 6.750 05/15/2014 102.000 6.265 102
1984 832110AK6 BBB+/BAA1 SMITH INTL INC SR NTSII 8.625 03/15/2014 113.466 5.349 1081985 842400ES8 A/A2 SOU CALIF ED
1STMTGEIX 6.000 01/15/2034 108.053 5.404 60
1986 842400FA6 A/A2 SOU CALIF ED1STMTG
EIX 5.350 07/15/2035 92.389 5.927 9
1987 842400FK4 A/A2 SOU CALIF ED1STMTG
EIX 5.750 03/15/2014 108.778 3.700 6
1988 842400EV1 A/A2 SOU CALIF ED1STMTG 04-G
EIX 5.750 04/01/2035 105.673 5.341 195
1989 837004BC3 A-/A2 SOUTH CAROL E&G1ST MTG
SCG 7.125 06/15/2013 115.911 2.846 25
1990 837004BR0 AA-/A2 SOUTH CAROL E&G1ST MTG
SCG 6.700 02/01/2011 108.515 1.260 8
1991 837004BX7 A-/A2 SOUTH CAROL E&G1ST MTG
SCG 5.300 05/15/2033 98.891 5.383 600
1992 842400FF5 A/A2 SOUTHERN CALEDISON
EIX 5.550 01/15/2037 101.947 5.413 44
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty1993 842434CA8 A+/A1 SOUTHERN CAL GAS
1ST MTGSRE 4.800 10/01/2012 108.463 2.094 10
1994 842434CE0 A1 SOUTHERN CAL GAS1ST MTG
SRE 4.375 01/15/2011 104.282 1.553 15
1995 842434CB6 A+/A1 SOUTHERN CAL GASAMBAC
SRE 4.800 10/01/2012 105.000 3.169 10
1996 843646AC4 BBB+/BAA1 SOUTHERN POWERSRNT GLBL
SO 6.250 07/15/2012 107.928 3.480 3
1997 844030AA4 BBB-/BAA3 SOUTHERN UNIONDEB
SUG 7.600 02/01/2024 98.500 7.773 35
1998 844741AV0 BBB+/BAA1 SOUTHWEST AIR CONT
LUV 6.500 03/01/2012 105.750 4.198 1790
1999 844741AN8 BBB+/BAA1 SOUTHWEST AIR DEB LUV 7.375 03/01/2027 95.500 7.848 502000 844741AY4 BBB+/BAA1 SOUTHWEST
AIRLINESLUV 5.750 12/15/2016 97.000 6.259 5
2001 844741AX6 BBB+/BAA1 SOUTHWESTAIRLINES NTS
LUV 5.125 03/01/2017 87.250 7.326 250
2002 845335BZ0 A/WR SOUTHWESTERN B/TDEB
T 7.000 11/15/2027 100.950 6.847 75
2003 845335BQ0 A/A2 SOUTHWESTN B/TDEB
T 7.000 07/01/2015 112.335 4.623 10
2004 845335BW7 A/WR SOUTHWESTN B/TDEB
T 7.200 10/15/2026 102.970 2.294 7
2005 845335DE5 A/BAA1 SOUTHWESTN B/TDEB
T 7.000 11/15/2027 101.000 6.839 9
2006 845437BH4 BBB/BAA1 SOUTHWSTN ELEPWR SRNT
AEP 5.550 01/15/2017 100.094 5.534 1
2007 845437BJ0 BBB/BAA1 SOUTHWSTN ELEPWR SRNT
AEP 5.875 03/01/2018 101.564 5.643 450
2008 846042AA7 AAA/AAA SOVEREIGN CAP TRV1
SANTAN 2.750 01/17/2012 103.336 1.412 2000
2009 84755TAB3 BBB/BAA1 SPECTRA ENERGYCAPITAL
SE 5.900 09/15/2013 103.375 4.998 30
2010 792860AK4 A-/A2 ST PAUL TRAVELERS TRV 6.750 06/20/2036 111.459 5.896 102011 855030AJ1 BBB/BAA2 STAPLES INC SPLS 9.750 01/15/2014 113.750 6.226 7502012 855030AK8 BBB/BAA2 STAPLES INC SPLS 7.750 04/01/2011 106.500 3.873 5872013 855030AH5 BBB/BAA2 STAPLES INC NT
GLOBALSPLS 7.375 10/01/2012 107.063 4.992 4
2014 855244AC3 BBB/BAA3 STARBUCKS CORP SBUX 6.250 08/15/2017 103.828 5.655 3672015 857477AB9 A/A2 STATE STR CORP STT 7.650 06/15/2010 106.088 1.239 7952016 857477AE3 A+ STATE STR CORP STT 4.300 05/30/2014 102.000 3.849 7292017 85744RAA0 AAA/AAA STATE STREET
BK&TR NTSTT 1.850 03/15/2011 101.450 0.992 5000
2018 85748KAA1 AAA/AAA STATE STREET CORP STT 2.150 04/30/2012 101.304 1.676 50002019 858155AC8 BBB/BAA3 STEELCASE INC NT SCS 6.500 08/15/2011 100.650 6.164 17632020 866930AG5 A-/A3 SUNAMERICA INC
DEBAIG 5.600 07/31/2097 57.150 9.799 10
2021 86703QBN0 AA/A3 SUNAMERICA INCMTN 02/14
7.000 02/13/2026 64.456 11.975 99
2022 86722TAA0 BBB+/BAA1 SUNCOR ENERGY INCSU 6.100 06/01/2018 100.750 5.989 152023 86722TAB8 BBB+/BAA1 SUNCOR ENERGY INCSU 6.850 06/01/2039 97.500 7.051 1442024 867229AD8 BBB+/BAA1 SUNCOR ENERGY INC
BDSU 5.950 12/01/2034 84.000 7.349 10
2025 867229AE6 BBB+/BAA1 SUNCOR ENERGY INCBD
SU 6.500 06/15/2038 95.373 6.870 1
2026 86764PAE9 BBB/BAA2 SUNOCO INC SRUNSEC
SUN 9.625 04/15/2015 114.950 6.482 938
2027 867914AY9 BBB+/BAA1 SUNTRUST BANK STI 4.250 10/15/2009 100.530 2.399 55622028 867914BB8 BBB+/BAA1 SUNTRUST BANK STI 5.250 11/05/2012 100.500 5.083 9002029 86801BAB1 AAA/AAA SUNTRUST BANK STI 3.000 11/16/2011 103.962 1.302 10002030 87083KAM4 A/AA3 SWISS BANK CORP
MTN 6/13UBS 7.375 06/15/2017 104.477 6.641 1
2031 870836AC7 A/AA3 SWISS BANK CORPNY SUBDB
UBS 7.500 07/15/2025 98.169 7.700 10
2032 87182RAC1 A+/A1 SYSCO CORP NTGLOBAL
SYY 6.100 06/01/2012 110.385 2.395 75
2033 871829AL1 A+/A1 SYSCO CORP SR NT SYY 5.250 02/12/2018 105.484 4.475 102034 871829AM9 A+/A1 SYSCO CORP SR NT SYY 5.375 03/17/2019 105.882 4.616 502035 87425EAJ2 BBB/BAA2 TALISMAN ENERGY
INC SRNTTLM 5.850 02/01/2037 75.000 8.137 13
2036 87612EAP1 A+/A2 TARGET CORP TGT 5.375 05/01/2017 103.500 4.832 12037 87612EAR7 A+/A2 TARGET CORP
BONDSTGT 6.500 10/15/2037 102.500 6.308 100
2038 87612EAT3 A+/A2 TARGET CORPBONDS
TGT 5.125 01/15/2013 107.823 2.789 500
2039 87612EAU0 A+/A2 TARGET CORPBONDS
TGT 7.000 01/15/2038 110.881 6.183 192
2040 87612EAS5 A+/A2 TARGET CORPBONDS GLBL
TGT 6.000 01/15/2018 107.375 4.931 75
2041 87612EAH9 A+/A2 TARGET CORP TGT 5.875 03/01/2012 108.749 2.467 20
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyGLOBAL NT
2042 87612EAC0 A+/A2 TARGET CORP NT TGT 6.350 01/15/2011 107.535 1.392 3002043 87612EAM8 A+/A2 TARGET CORP NT TGT 4.000 06/15/2013 105.471 2.538 1002044 87612EAB2 A+/A2 TARGET CORP NTS TGT 7.500 08/15/2010 107.083 1.144 692045 87612EAF3 A+/A2 TARGET CORP NTS TGT 7.000 07/15/2031 107.338 6.375 282046 87612EAN6 A+/A2 TARGET CORP NTS TGT 5.875 07/15/2016 110.940 4.072 1002047 872287AF4 BBB+/BAA1 TCI COMM INC DEB CMCSA 7.875 02/15/2026 107.853 7.063 8922048 872287AC1 BBB+/BAA1 TCI COMM INC SR
DEBCMCSA 8.750 08/01/2015 113.250 6.109 3
2049 87875UAH5 BBB-/BAA3 TECO ENERGY INC TE 6.572 11/01/2017 97.601 6.954 202050 872456AA6 BBB/BAA2 TELECOM ITALIA
GLOBLTITIM 7.175 06/18/2019 104.091 6.608 1000
2051 87927VAN8 BBB/BAA2 TELECOM ITALIAGLOBL
TITIM 4.875 10/01/2010 102.125 3.128 465
2052 87927VAQ1 BBB/BAA2 TELECOM ITALIAGLOBL
TITIM 5.250 10/01/2015 98.561 5.524 245
2053 87927VAU2 BBB/BAA2 TELECOM ITALIAGLOBL
TITIM 6.999 06/04/2018 103.500 6.476 30
2054 87927VAV0 BBB/BAA2 TELECOM ITALIAGLOBL
TITIM 7.721 06/04/2038 105.348 7.275 500
2055 87927VAW8 BBB/BAA2 TELECOM ITALIAGLOBL
TITIM 6.175 06/18/2014 102.050 5.695 900
2056 87927VAK4 BBB/BAA2 TELECOM ITALIAGLBL
TITIM 4.000 01/15/2010 101.125 1.901 905
2057 87927VAL2 BBB/BAA2 TELECOM ITALIAGLBL
TITIM 4.950 09/30/2014 96.750 5.673 440
2058 87927VAM0 BBB/BAA2 TELECOM ITALIAGLBL
TITIM 6.000 09/30/2034 87.655 7.053 65
2059 87927VAR9 BBB/BAA2 TELECOM ITALIAGLBL
TITIM 7.200 07/18/2036 100.457 7.161 125
2060 87927VAS7 BBB/BAA2 TELECOM ITALIAGLBL
TITIM 6.200 07/18/2011 105.114 3.589 720
2061 87927VAF5 BBB/BAA2 TELECOM ITALIA SPAGLBL
TITIM 6.375 11/15/2033 91.589 7.105 1000
2062 87938WAB9 A-/BAA1 TELEFONICAEMISIONES SAU
TELEFO 6.421 06/20/2016 108.832 4.909 93
2063 87938WAC7 A-/BAA1 TELEFONICAEMISIONES SAU
TELEFO 7.045 06/20/2036 113.371 6.035 100
2064 87938WAG8 A-/BAA1 TELEFONICAEMISIONES SAU
TELEFO 6.221 07/03/2017 107.553 5.062 27
2065 87938WAJ2 A-/BAA1 TELEFONICAEMISIONES SAU
4.949 01/15/2015 103.165 4.299 560
2066 879385AD4 A-/BAA1 TELEFONICA EUROPEBV
TELEFO 8.250 09/15/2030 127.449 5.953 1
2067 879403AS2 BBB+/A3 TELEFONOS DE MEXGLOBAL
TFONY 5.500 01/27/2015 102.436 4.993 8
2068 872384AF9 BBB-/BAA3 TEPPCO PARTNERL.P.
TPP 7.550 04/15/2038 98.542 7.675 22
2069 881685BD2 AA/AA1 TEXACO CAP INC DEBCVX 7.500 03/01/2043 119.000 2.730 22070 881685BB6 AA/AA1 TEXACO CAP INC GTD
DEBCVX 8.000 08/01/2032 136.845 5.232 9
2071 882389CA5 BBB+/A3 TEXAS EAST TRANSNTS
SE 7.300 12/01/2010 108.171 1.461 40
2072 883203BL4 BBB-/BAA3 TEXTRON INC NOTES TXT 5.600 12/01/2017 82.000 8.653 1952073 883203BH3 BBB-/BAA3 TEXTRON INC NT TXT 6.500 06/01/2012 99.250 6.785 852074 883203BJ9 BBB-/BAA3 TEXTRON INC SR NT TXT 4.500 08/01/2010 98.304 6.133 4102075 073928VU4 A+/AA3 THE BEAR STEARNS
COMPANIES INCJPM 7.000 12/13/2021 100.500 5.847 10
2076 073928XQ1 A+/AA3 THE BEAR STEARNSCOMPANIES INC
JPM 6.100 09/27/2022 98.764 6.237 37
2077 88732JAR9 BBB/BAA2 TIME WARNER CABLE TWC 7.500 04/01/2014 111.367 4.794 312078 88732JAS7 BBB/BAA2 TIME WARNER CABLE TWC 8.250 04/01/2019 115.656 6.095 10652079 88732JAG3 BBB/BAA2 TIME WARNER CABLE
GLOBALTWC 5.400 07/02/2012 104.864 3.676 250
2080 88732JAH1 BBB/BAA2 TIME WARNER CABLEGLOBAL
TWC 5.850 05/01/2017 101.250 5.649 3
2081 88732JAJ7 BBB/BAA2 TIME WARNER CABLEGLOBAL
TWC 6.550 05/01/2037 100.277 6.527 120
2082 88732JAK4 BBB/BAA2 TIME WARNER CABLEGLOBAL
TWC 6.200 07/01/2013 105.999 4.544 15
2083 88732JAL2 BBB/BAA2 TIME WARNER CABLEGLOBAL
TWC 6.750 07/01/2018 106.417 5.824 2000
2084 88732JAP3 BBB/BAA2 TIME WARNER CABLEGLOBAL
TWC 8.750 02/14/2019 119.100 6.095 50
2085 88732JAQ1 BBB/BAA2 TIME WARNER CABLEGLOBAL
TWC 8.250 02/14/2014 113.750 4.888 25
2086 88731EAF7 BBB/BAA2 TIME WARNER ENTDEB
TWC 8.375 03/15/2023 112.576 6.937 235
2087 88731EAJ9 BBB/BAA2 TIME WARNER ENTSR SUB
TWC 8.375 07/15/2033 116.147 6.979 143
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty2088 887317AB1 BBB/BAA2 TIME WARNER INC TWX 5.500 11/15/2011 104.375 3.561 5772089 887317AC9 BBB/BAA2 TIME WARNER INC
NTSTWX 5.875 11/15/2016 102.330 5.485 2
2090 887315AM1 BBB/BAA2 TIME WARNER INCDEB
TWX 9.150 02/01/2023 113.123 7.584 10
2091 887315AY5 BBB/BAA2 TIME WARNER INCDEB
TWX 6.875 06/15/2018 104.531 6.207 170
2092 887315BM0 BBB/BAA2 TIME WARNER INCDEB
TWX 6.950 01/15/2028 95.379 7.412 3
2093 887315BN8 BBB/BAA2 TIME WARNER INCDEB
TWX 6.625 05/15/2029 88.500 7.769 17
2094 887315AK5 BBB/BAA2 TIME WARNER INC SRNT
TWX 9.125 01/15/2013 111.500 5.505 10
2095 872540AM1 A/A3 TJX COS INC TJX 6.950 04/15/2019 113.688 5.151 6052096 891027AF1 A/BAA1 TORCHMARK CORP
NTTMK 7.875 05/15/2023 101.500 7.696 23
2097 891092AD0 BBB-/BAA3 TORO CO DEB TTC 7.800 06/15/2027 99.500 7.852 102098 891490AR5 A/A1 TOSCO CORP DEB COP 7.800 01/01/2027 117.052 6.191 2002099 891490AT1 A/A1 TOSCO CORP DEB COP 8.125 02/15/2030 119.855 6.380 1702100 89233PC46 AA/AA1 TOYOTA MOTOR CR
MTNTOYOTA 5.750 02/17/2017 100.617 1.000 15
2101 89240AHE3 AAA/AA1 TOYOTA MOTOR CRMTN
TOYOTA 6.000 08/20/2027 100.950 5.913 25
2102 89240AKF6 AAA/AA1 TOYOTA MOTOR CRMTN SRUN
TOYOTA 5.050 02/22/2028 96.900 5.313 10
2103 892332AM9 AA/AA1 TOYOTA MOTORCRED GLOBAL
TOYOTA 4.350 12/15/2010 104.625 1.143 50
2104 89352HAB5 A-/A3 TRANS-CANADAPIPELINES
TRP 5.850 03/15/2036 100.199 5.834 500
2105 89352HAD1 A-/A3 TRANS-CANADAPIPELINES
TRP 6.200 10/15/2037 100.500 6.162 10
2106 89350LGR7 A+/A3 TRANSAMERICAFINANCE CORPORATI
AEGON 6.670 12/06/2010 107.140 1.611 30
2107 8935268Y2 A-/A3 TRANSCANADAPIPELINE NTS
TRP 7.125 01/15/2019 116.000 4.996 10
2108 8935268Z9 A-/A3 TRANSCANADAPIPELINE NTS
TRP 7.625 01/15/2039 119.500 6.180 16
2109 893830AU3 BBB+/BAA2 TRANSOCEAN IN SRUNSD NT
RIG 1.625 12/15/2037 97.875 1.720 500
2110 893830AV1 BBB+/BAA2 TRANSOCEAN IN SRUNSD NT
RIG 1.500 12/15/2037 93.500 1.793 500
2111 893830AW9 BBB+/BAA2 TRANSOCEAN IN SRUNSD NT
RIG 1.500 12/15/2037 91.000 1.911 480
2112 893830AF6 BBB+/BAA2 TRANSOCEAN SEDCORIG 7.500 04/15/2031 113.103 6.378 4552113 893830AS8 BBB+/BAA2 TRANSOCEAN SEDCO
NTRIG 6.000 03/15/2018 104.910 5.288 34
2114 893830AT6 BBB+/BAA2 TRANSOCEAN SEDCONT
RIG 6.800 03/15/2038 107.954 6.202 5
2115 89417EAE9 A-/A2 TRAVELERS COS INC TRV 5.800 05/15/2018 104.766 5.124 902116 89417EAF6 A-/A2 TRAVELERS COS INC TRV 5.900 06/02/2019 104.275 5.339 1002117 89420GAE9 A-/A2 TRAVELERS PROP
CASU GLBLTRV 6.375 03/15/2033 110.220 5.591 3
2118 895953AD9 BBB-/BAA3 TRICON GLOBALREST SR NT
YUM 8.875 04/15/2011 113.954 0.996 220
2119 87265CAH3 BBB+/BAA2 TRW INC MTN06/04/90 PUT
NOC 9.350 06/04/2020 136.444 4.984 30
2120 87265CAU4 BBB+/BAA2 TRW INC NTS NOC 9.375 04/15/2021 127.250 6.099 7502121 902133AG2 BBB-/BAA2 TYCO ELECTRON
GROUP S.A.TEL 7.125 10/01/2037 86.760 8.351 373
2122 9021EQAD6 BBB+/BAA1 TYCO INTL GROUP TYC 6.875 01/15/2021 100.261 6.841 92123 902118AY4 BBB+/BAA1 TYCO INTL GROUP NTTYC 6.750 02/15/2011 105.500 3.245 282124 902118BC1 BBB+/BAA1 TYCO INTL GROUP NTTYC 6.375 10/15/2011 106.750 3.290 952125 902118BL1 BBB+/BAA1 TYCO INTL GROUP SATYC 8.500 01/15/2019 115.276 6.341 352126 9021EQAC8 BBB+/BAA1 TYCO INTL GROUP SATYC 7.000 12/15/2019 102.000 6.730 162127 902118BK3 BBB+/BAA1 TYCO INTL GROUP SA
GLBLTYC 6.000 11/15/2013 104.269 4.902 696
2128 912920AQ8 AA-/BAA1 U S WESTCOMMUNICATIONS
QUS 7.200 11/10/2026 91.000 8.178 10
2129 912920AR6 AA-/BAA1 U S WESTCOMMUNICATIONS
QUS 6.875 09/15/2033 77.750 9.178 214
2130 90261XEM0 A+/AA2 UBS AG STAMFORDCT
UBS 5.875 12/20/2017 94.500 6.737 100
2131 90261XFA5 A+/AA2 UBS AG STAMFORDCT
UBS 5.750 04/25/2018 95.500 6.425 600
2132 904764AG2 A+/A1 UNILEVER CAP CORP UNANA 7.125 11/01/2010 107.789 1.228 442133 08658EAA5 A+/A1 UNILEVER NV UNANA 6.625 04/15/2028 112.738 5.526 3052134 90520GAA4 A/A3 UNION BANK OF
CALIFORNIAMTFG 5.950 05/11/2016 96.750 6.544 250
2135 906548CG5 BBB/BAA1 UNION ELEC CO MTG AEE 6.700 02/01/2019 105.449 5.945 22136 906548CE0 BBB/BAA1 UNION ELECTRIC AEE 6.400 06/15/2017 104.737 5.652 260
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty2137 02360FAB2 BBB/BAA1 UNION ELECTRIC CO
BDSAEE 5.300 08/01/2037 80.875 6.841 29
2138 907818CK2 BBB/BAA2 UNION PAC CORP NT UNP 6.650 01/15/2011 106.496 2.335 15692139 907818CN6 BBB/BAA2 UNION PAC CORP NT UNP 6.125 01/15/2012 107.335 3.101 182140 907818CT3 BBB/BAA2 UNION PAC CORP NT UNP 5.375 05/01/2014 104.545 4.322 212141 907818CU0 BBB/BAA2 UNION PAC CORP NT UNP 6.250 05/01/2034 94.500 6.707 22142 907818CW6 BBB/BAA2 UNION PAC CORP NT UNP 5.650 05/01/2017 107.096 4.562 102143 907818CY2 BBB/BAA2 UNION PAC CORP NT UNP 5.450 01/31/2013 105.850 3.691 202144 907818DA3 BBB/BAA2 UNION PAC CORP NT UNP 5.700 08/15/2018 103.964 5.149 32145 907818DB1 BBB/BAA2 UNION PAC CORP NT UNP 7.875 01/15/2019 117.062 5.547 1002146 907818DC9 BBB/BAA2 UNION PAC CORP NT UNP 5.125 02/15/2014 103.795 4.212 4772147 907818DD7 BBB/BAA2 UNION PAC CORP NT UNP 6.125 02/15/2020 101.250 5.963 1802148 908068AH2 BBB+/BAA3 UNION PLANTERS NT RF 4.375 12/01/2010 100.884 3.728 1982149 91019PCR1 BBB/BAA2 UNITED DOM RLT UDR 6.050 06/01/2013 100.000 6.048 2502150 91019PCP5 BBB/BAA2 UNITED DOM RLT
MTN 11/01UDR 5.250 01/15/2015 90.000 7.487 140
2151 91324PBH4 A-/BAA1 UNITED HEALTHGROUP
UNH 4.875 02/15/2013 101.682 4.367 844
2152 91324PBJ0 A-/BAA1 UNITED HEALTHGROUP
UNH 6.000 02/15/2018 97.878 6.322 1000
2153 91324PBK7 A-/BAA1 UNITED HEALTHGROUP
UNH 6.875 02/15/2038 95.644 7.237 930
2154 91324PAM4 A-/BAA1 UNITED HEALTHGROUP BDS
UNH 4.875 03/15/2015 98.227 5.237 480
2155 91324PAP7 A-/BAA1 UNITED HEALTHGROUP BDS
UNH 5.250 03/15/2011 104.202 2.714 1
2156 91324PAQ5 A-/BAA1 UNITED HEALTHGROUP BDS
UNH 5.375 03/15/2016 96.231 6.065 720
2157 91324PAR3 A-/BAA1 UNITED HEALTHGROUP BDS
UNH 5.800 03/15/2036 81.250 7.422 45
2158 91324PAW2 A-/BAA1 UNITED HEALTHGROUP GBL
UNH 6.000 06/15/2017 99.500 6.080 250
2159 91324PAX0 A-/BAA1 UNITED HEALTHGROUP GBL
UNH 6.500 06/15/2037 91.251 7.233 231
2160 91324PBC5 A-/BAA1 UNITED HEALTHGROUP GBL
UNH 6.000 11/15/2017 101.000 5.846 20
2161 91324PBE1 A-/BAA1 UNITED HEALTHGROUP GBL
UNH 6.625 11/15/2037 95.531 6.988 100
2162 91324PAK8 A-/BAA1 UNITED HEALTHGROUP NT
UNH 4.125 08/15/2009 100.388 1.000 171
2163 91324PAH5 A-/BAA1 UNITED HEALTHCAREGRP
UNH 4.750 02/10/2014 98.577 5.099 696
2164 91324PAE2 A-/BAA1 UNITED HEALTHCAREGRP NT
UNH 4.875 04/01/2013 101.702 4.376 1000
2165 91086QAU2 BBB+/BAA1 UNITED MEX ST GLBL2017
MEX 5.625 01/15/2017 104.284 4.937 289
2166 911308AA2 AA-/AA3 UNITED PARCEL DEB UPS 8.375 04/01/2020 129.934 4.781 402167 91131UFY5 AA-/AA3 UNITED PARCEL
SERV 7/3UPS 4.000 07/15/2016 100.375 3.300 3
2168 911312AG1 AA-/AA3 UNITED PARCELSERVICE
UPS 4.500 01/15/2013 107.568 2.264 100
2169 911312AH9 AA-/AA3 UNITED PARCELSERVICE
UPS 5.500 01/15/2018 110.127 4.083 50
2170 911312AJ5 AA-/AA3 UNITED PARCELSERVICE
UPS 6.200 01/15/2038 111.385 5.412 2750
2171 911312AK2 AA-/AA3 UNITED PARCELSERVICE
UPS 5.125 04/01/2019 107.728 4.152 100
2172 911312AL0 AA-/AA3 UNITED PARCELSERVICE
UPS 3.875 04/01/2014 104.403 2.876 250
2173 913017BQ1 A/A2 UNITEDTECHNOLOGIES BDS
UTX 6.125 02/01/2019 112.927 4.453 250
2174 913017AR0 A/A2 UNITEDTECHNOLOGIES DEB
UTX 8.875 11/15/2019 134.370 4.659 100
2175 913017BD0 A/A2 UNITEDTECHNOLOGIES NTS
UTX 6.350 03/01/2011 108.604 1.132 100
2176 913017BF5 A/A2 UNITEDTECHNOLOGIES NTS
UTX 6.100 05/15/2012 112.302 1.697 100
2177 913017BH1 A/A2 UNITEDTECHNOLOGIES NTS
UTX 4.875 05/01/2015 107.698 3.408 760
2178 913017BK4 A/A2 UNITEDTECHNOLOGIES NTS
UTX 6.050 06/01/2036 103.887 5.764 2
2179 913017BM0 A/A2 UNITEDTECHNOLOGIES NTS
UTX 5.375 12/15/2017 107.561 4.299 112
2180 913017BP3 A/A2 UNITEDTECHNOLOGIES NTS
UTX 6.125 07/15/2038 110.571 5.400 1095
2181 913026AS9 BBB+/BAA1 UNITED TEL FL 1STMTG FF
EQ 6.875 07/15/2013 110.097 4.136 30
2182 91311QAE5 BBB+/BAA1 UNITED UTILITIES BD UU 5.375 02/01/2019 94.000 6.214 10002183 91311QAC9 BBB+/BAA1 UNITED UTILITIES NT UU 6.875 08/15/2028 99.944 6.879 82184 913903AM2 BBB-/BAA3 UNIVERSAL HEALTH UHS 6.750 11/15/2011 105.020 4.495 5
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyNT
2185 913903AN0 BBB-/BAA3 UNIVERSAL HEALTHNT
UHS 7.125 06/30/2016 102.295 6.709 157
2186 91160HAA5 AAA/AAA US BANCORP USB 2.250 03/13/2012 101.804 1.565 10002187 91160HAC1 AAA US BANCORP MTN USB 1.800 05/15/2012 100.512 1.617 154002188 91159HGJ3 A+/AA3 US BANCORP NT USB 4.500 07/29/2010 103.610 1.128 92189 91159HGR5 AA/AA3 US BANCORP NT USB 4.200 05/15/2014 102.383 3.661 62190 90333WAA6 A+/AA2 US BANK NA NT
GLOBALUSB 6.375 08/01/2011 107.999 2.419 169
2191 90333WAB4 A+/AA2 US BANK NA NTGLOBAL
USB 6.300 02/04/2014 110.000 3.900 5
2192 90331HKP7 A+/AA2 US BANK NA SUBNTS USB 4.950 10/30/2014 104.500 4.003 902193 911684AD0 BBB-/BAA2 US CELL CORP NT USM 6.700 12/15/2033 91.250 7.485 402194 902917AF0 BBB/BAA3 USA WASTE SVC SR
NTWMI 7.125 12/15/2017 104.134 6.482 111
2195 902911AM8 BBB/BAA1 UST INC GLBL NT MO 6.625 07/15/2012 108.304 3.712 5172196 902905AK4 BBB+/BAA1 USX CORP DEB MRO 9.375 02/15/2012 115.653 3.116 152197 91911TAE3 BBB+/BAA2 VALE OVERSEAS LTD VALEBZ 8.250 01/17/2034 111.500 7.241 2322198 91911TAH6 BBB+/BAA2 VALE OVERSEAS LTD
GLOBALVALEBZ 6.875 11/21/2036 96.750 7.146 127
2199 91913YAP5 BBB/BAA2 VALERO ENERGYCORP
VLO 10.500 03/15/2039 126.703 8.107 750
2200 91913YAE0 BBB/BAA2 VALERO ENERGYCORP BD
VLO 7.500 04/15/2032 97.826 7.702 19
2201 91913YAL4 BBB/BAA2 VALERO ENERGYCORP BD
VLO 6.625 06/15/2037 88.477 7.627 14
2202 91913YAN0 BBB/BAA2 VALERO ENERGYCORP BD
VLO 9.375 03/15/2019 116.835 6.958 744
2203 91913YAD2 BBB/BAA2 VALERO ENERGYCORP NT
VLO 6.875 04/15/2012 107.460 4.020 258
2204 91914CAA5 BBB-/BAA3 VALERO LOGISTICSNT
NSUS 6.875 07/15/2012 106.227 4.655 15
2205 921813AA9 AA/AA2 VANDERBILTUNIVERSITY NT
VANDER 5.250 04/01/2019 103.499 4.795 15
2206 92239MAJ0 A-/BAA1 VECTREN ULTILITYSR NT
VVC 6.250 04/01/2039 100.800 6.011 42
2207 92334NAA1 BBB+/A3 VEOLIAENVIRONMENT
VIEFP 5.250 06/03/2013 103.000 4.408 5
2208 92334NAB9 BBB+/A3 VEOLIAENVIRONMENT
VIEFP 6.000 06/01/2018 102.050 5.703 5
2209 92343VAF1 A/A3 VERIZON COMM VZ 6.250 04/01/2037 104.653 5.906 232210 92343VAG9 A/A3 VERIZON COMM VZ 5.500 04/01/2017 105.113 4.704 5032211 92343VAJ3 A/A3 VERIZON COMM VZ 4.350 02/15/2013 103.268 3.383 16262212 92343VAK0 A/A3 VERIZON COMM VZ 6.400 02/15/2038 101.624 6.276 1232213 92343VAL8 A/A3 VERIZON COMM VZ 5.500 02/15/2018 103.459 5.000 9352214 92343VAM6 A/A3 VERIZON COMM VZ 6.100 04/15/2018 106.263 5.202 10002215 92343VAN4 A/A3 VERIZON COMM VZ 5.250 04/15/2013 106.250 3.475 112216 92343VAP9 A/A3 VERIZON COMM VZ 6.900 04/15/2038 108.080 6.288 10002217 92343VAU8 A/A3 VERIZON COMM VZ 7.350 04/01/2039 112.668 6.392 7502218 92343VAV6 A/A3 VERIZON COMM VZ 6.350 04/01/2019 106.643 5.461 10002219 92343VAB0 A/A3 VERIZON COMM GLBLVZ 5.350 02/15/2011 105.821 1.702 102220 92343VAC8 A/A3 VERIZON COMM GLBLVZ 5.550 02/15/2016 105.876 4.513 2502221 92343VAQ7 A/A3 VERIZON COMM
SENIOR NTSVZ 8.750 11/01/2018 120.805 5.827 500
2222 92343VAR5 A/A3 VERIZON COMMSENIOR NTS
VZ 8.950 03/01/2039 131.152 6.554 1300
2223 92344GAL0 A/A3 VERIZON GLBL FDG VZ 7.250 12/01/2010 107.129 2.123 22224 92344GAM8 A/A3 VERIZON GLBL FDG VZ 7.750 12/01/2030 116.523 6.330 10002225 92344GAQ9 A/A3 VERIZON GLBL FDG
BDVZ 6.875 06/15/2012 111.750 2.714 12
2226 92344GAS5 A/A3 VERIZON GLBL FDGBD
VZ 7.750 06/15/2032 113.382 6.609 16
2227 92344GAX4 A/A3 VERIZON GLBL FDGBDS
VZ 5.850 09/15/2035 97.033 6.077 1
2228 92344GAV8 A/A3 VERIZON GLBL FDGCORP NT
VZ 4.375 06/01/2013 104.833 3.057 100
2229 92344GAW6 A/A3 VERIZON GLBL FDGGBL NT
VZ 4.900 09/15/2015 102.583 4.419 41
2230 92344GAT3 A/A3 VERIZON GLBL FDGNT
VZ 7.375 09/01/2012 113.331 2.937 2
2231 92344WAA9 A/BAA1 VERIZON MARYLANDINC
VZ 6.125 03/01/2012 105.573 3.904 1
2232 92344WAB7 A/BAA1 VERIZON MARYLANDINC
VZ 5.125 06/15/2033 77.000 7.143 28
2233 92344RAA0 A/BAA2 VERIZON NEWENGLAND INC
VZ 6.500 09/15/2011 107.096 3.146 4
2234 92344RAB8 A/BAA2 VERIZON NEWENGLAND INC
VZ 4.750 10/01/2013 102.953 3.987 216
2235 92344UAA3 A/BAA1 VERIZON NEWJERSEY GLBL
VZ 5.875 01/17/2012 106.250 3.296 20
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty2236 92344XAB5 A/BAA3 VERIZON NEW YORK
INC NTVZ 7.375 04/01/2032 102.354 7.162 1450
2237 92344XAA7 A/BAA3 VERIZON NEW YORKNT
VZ 6.875 04/01/2012 107.500 3.969 2
2238 92344TAA6 A/BAA1 VERIZONPENNSYLVANIA
VZ 5.650 11/15/2011 106.250 2.906 986
2239 92345NAA8 A/BAA1 VERIZON VA INCGLOBAL
VZ 4.625 03/15/2013 103.504 3.606 60
2240 925524BB5 BBB/BAA3 VIACOM INC BDGLOBAL
VIA 6.250 04/30/2016 99.500 6.339 29
2241 925524AX8 BBB/BAA3 VIACOM INC BDSGLOBAL
VIA 6.875 04/30/2036 96.500 7.169 26
2242 925524AZ3 BBB/BAA3 VIACOM INC BDSGLOBAL
VIA 5.750 04/30/2011 103.362 3.830 186
2243 92553PAB8 BBB/BAA3 VIACOM INC SRUNSEC NT
VIA 6.125 10/05/2017 99.750 6.162 19
2244 927804FC3 A-/BAA1 VIRG ELE & PWR D 5.950 09/15/2017 109.485 4.551 3502245 927804FE9 A-/BAA1 VIRG ELE & PWR D 6.350 11/30/2037 105.000 5.982 292246 927804FG4 A-/BAA1 VIRG ELE & PWR
SRNTSD 8.875 11/15/2038 140.145 5.962 790
2247 92857TAG2 A-/BAA1 VODAFONE AIRT NTS VOD 7.750 02/15/2010 104.193 1.000 8812248 92857TAH0 A-/BAA1 VODAFONE AIRT NTS VOD 7.875 02/15/2030 120.889 6.083 1132249 92857WAB6 A-/BAA1 VODAFONE GROUP
PLCVOD 6.250 11/30/2032 103.753 5.950 172
2250 92857WAE0 A-/BAA1 VODAFONE GROUPPLC
VOD 4.625 07/15/2018 95.324 5.282 20
2251 92857WAF7 A-/BAA1 VODAFONE GROUPPLC
VOD 5.000 12/16/2013 104.624 3.861 307
2252 92857WAK6 A-/BAA1 VODAFONE GROUPPLC
VOD 5.750 03/15/2016 104.853 4.891 45
2253 92857WAP5 A-/BAA1 VODAFONE GROUPPLC
VOD 5.625 02/27/2017 103.553 5.058 1800
2254 92857WAQ3 A-/BAA1 VODAFONE GROUPPLC
VOD 6.150 02/27/2037 101.600 6.030 32
2255 92857WAR1 A-/BAA1 VODAFONE GROUPPLC
VOD 5.350 02/27/2012 106.525 2.785 154
2256 92857WAT7 A-/BAA1 VODAFONE GROUPPLC
VOD 4.150 06/10/2014 100.123 4.122 44
2257 929043AE7 BBB/BAA2 VORNADO RLTY LPNT
VNO 3.625 11/15/2026 91.500 4.326 10
2258 929160AE9 BBB/BAA2 VULCAN MATLS CONTS
VMC 5.600 11/30/2012 107.000 3.411 457
2259 929160AJ8 BBB/BAA2 VULCAN MATLS CONTS
VMC 6.300 06/15/2013 107.191 4.304 245
2260 929160AF6 BBB/BAA2 VULCAN MATLS COSR UNSB
VMC 6.400 11/30/2017 107.000 5.346 221
2261 33738MAE1 AA-/AA3 WACHOVIA BANK NA WFC 7.800 08/18/2010 105.955 2.437 1132262 92976GAG6 AA-/AA3 WACHOVIA BANK NA
GLOBALWFC 5.850 02/01/2037 89.461 6.692 148
2263 92976GAB7 AA-/AA3 WACHOVIA BANK NASUB NT
WFC 4.800 11/01/2014 99.030 5.008 900
2264 844730AG6 A+/A2 WACHOVIA CORP WFC 5.800 06/15/2014 101.000 5.566 252265 92976WBH8 AA-/A1 WACHOVIA CORP WFC 5.750 02/01/2018 99.000 5.899 552266 92976WBJ4 AA-/A1 WACHOVIA CORP WFC 5.500 05/01/2013 104.725 4.153 10422267 929903AE2 A+/A2 WACHOVIA CORP
GLOBALWFC 4.875 02/15/2014 98.770 5.176 300
2268 92976WAT3 AA-/A1 WACHOVIA CORPMTN 05/27
WFC 4.375 06/01/2010 102.786 1.316 256
2269 92976WBA3 AA-/A1 WACHOVIA CORPMTN 07/31
WFC 5.700 08/01/2013 105.841 4.131 375
2270 929903BJ0 AA-/A1 WACHOVIA CORPSRNT
WFC 5.350 03/15/2011 104.512 2.629 318
2271 929903CF7 AA-/A1 WACHOVIA CORPSRNT
WFC 5.300 10/15/2011 104.995 3.025 130
2272 929903DT6 AA-/A1 WACHOVIA CORPSRNT
WFC 5.750 06/15/2017 100.293 5.703 10
2273 929903AJ1 A+/A2 WACHOVIA CORPSUBNT
WFC 5.250 08/01/2014 97.000 5.941 2
2274 929903AM4 A+/A2 WACHOVIA CORPSUBNT
WFC 5.500 08/01/2035 75.000 7.745 25
2275 929903CH3 A+/A2 WACHOVIA CORPSUBNT
WFC 5.625 10/15/2016 97.130 6.117 385
2276 931142BF9 AA/AA2 WAL MART STORESBD
WMT 7.550 02/15/2030 129.093 5.228 270
2277 931142CB7 AA/AA2 WAL MART STORESBONDS
WMT 5.250 09/01/2035 97.500 5.429 16
2278 931142CJ0 AA/AA2 WAL MART STORESINC
WMT 5.800 02/15/2018 110.821 4.285 322
2279 931142CK7 AA/AA2 WAL MART STORESINC
WMT 6.500 08/15/2037 115.439 5.423 2900
2280 931142CL5 AA/AA2 WAL MART STORES WMT 4.250 04/15/2013 105.450 2.726 990
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyINC
2281 931142CM3 AA/AA2 WAL MART STORESINC
WMT 6.200 04/15/2038 109.750 5.519 204
2282 931142CN1 AA/AA2 WAL MART STORESINC
WMT 3.000 02/03/2014 100.673 2.842 83
2283 931142CP6 AA/AA2 WAL MART STORESINC
WMT 4.125 02/01/2019 99.870 4.141 140
2284 931142BT9 AA/AA2 WAL MART STORESNT GLBL
WMT 4.550 05/01/2013 106.847 2.660 26
2285 931142BV4 AA/AA2 WAL MART STORESNT GLBL
WMT 4.125 02/15/2011 105.020 1.002 478
2286 931142CF8 AA/AA2 WAL MART STORESNTS
WMT 5.000 04/05/2012 109.408 1.511 462
2287 931142CG6 AA/AA2 WAL MART STORESNTS
WMT 5.375 04/05/2017 109.331 3.966 480
2288 931142CH4 AA/AA2 WAL MART STORESNTS
WMT 5.875 04/05/2027 107.500 5.221 5
2289 931142CQ4 AA/AA2 WAL MART STORESNTS
WMT 3.200 05/15/2014 100.767 3.029 500
2290 931142BY8 AA/AA2 WAL MART STORESNTS GBL
WMT 4.500 07/01/2015 105.538 3.470 25
2291 931142BZ5 AA/AA2 WAL MART STORESNTS GBL
WMT 4.125 07/01/2010 103.773 0.352 100
2292 931422AD1 A+/A2 WALGREEN CONOTES
WAG 4.875 08/01/2013 106.658 3.126 6
2293 931422AE9 A+/A2 WALGREEN CONOTES
WAG 5.250 01/15/2019 105.812 4.494 1000
2294 254687AW6 A/A2 WALT DISNEYCOMPANY
DIS 4.500 12/15/2013 105.824 3.091 420
2295 93884PCJ7 AA-/A2 WASHINGTON GASMTN 10/09
6.820 10/09/2026 119.532 5.104 22
2296 939333AC4 A/A3 WASHINGTONMUTUAL FIN
C 6.875 05/15/2011 103.591 4.844 361
2297 939653AH4 BBB+/BAA1 WASHINGTON REITSR NT
WRE 5.950 06/15/2011 100.083 5.903 1868
2298 94106LAN9 BBB/BAA3 WASTE MGMT BD WMI 7.750 05/15/2032 106.777 7.143 42299 94106LAT6 BBB/BAA3 WASTE MGMT COMP
GTDWMI 6.375 03/11/2015 106.845 4.978 650
2300 947074AJ9 BBB+/BAA1 WEATHERFORDINTRNTL GLBL
WFT 6.350 06/15/2017 100.500 6.269 317
2301 947075AC1 BBB+/BAA1 WEATHERFORDINTRNTL INC
WFT 5.150 03/15/2013 100.327 5.050 65
2302 947075AF4 BBB+/BAA1 WEATHERFORDINTRNTL INC
WFT 9.625 03/01/2019 120.354 6.725 5
2303 947076AB1 BBB+/BAA1 WEATHERFORD SRNTWFT 5.500 02/15/2016 97.250 6.007 102304 94874RCK0 BBB/BAA2 WEINGARTEN
REALTY INVSTWRI 4.990 09/03/2013 97.000 5.808 250
2305 94973HAC2 A-/BAA1 WELLPOINT HLTH NT WLP 6.375 01/15/2012 106.075 3.842 8542306 94973VAF4 A-/BAA1 WELLPOINT INC
GLOBALWLP 4.250 12/15/2009 101.482 1.000 15
2307 94973VAG2 A-/BAA1 WELLPOINT INCGLOBAL
WLP 5.000 12/15/2014 101.500 4.685 2
2308 94973VAH0 A-/BAA1 WELLPOINT INCGLOBAL
WLP 5.950 12/15/2034 83.000 7.449 214
2309 94973VAJ6 A-/BAA1 WELLPOINT INCGLOBAL
WLP 5.000 01/15/2011 103.625 2.585 665
2310 94973VAK3 A-/BAA1 WELLPOINT INCGLOBAL
WLP 5.250 01/15/2016 96.250 5.950 10
2311 94973VAL1 A-/BAA1 WELLPOINT INCGLOBAL
WLP 5.850 01/15/2036 87.000 6.927 25
2312 94973VAM9 A-/BAA1 WELLPOINT INCGLOBAL
WLP 5.875 06/15/2017 100.250 5.835 85
2313 94973VAQ0 A-/BAA1 WELLPOINT INCGLOBAL
WLP 6.000 02/15/2014 103.836 5.057 500
2314 94973VAR8 A-/BAA1 WELLPOINT INCGLOBAL
WLP 7.000 02/15/2019 107.713 5.935 700
2315 949744AA4 AAA/AAA WELLS FARGO & CO WFC 3.000 12/09/2011 103.654 1.471 62316 949744AC0 AAA/AAA WELLS FARGO & CO WFC 2.125 06/15/2012 101.113 1.737 502317 949746FJ5 A+/A2 WELLS FARGO & CO
NTWFC 4.950 10/16/2013 102.168 4.389 191
2318 949746JE2 A+/A2 WELLS FARGO & CONT GLBL
WFC 5.125 09/15/2016 96.813 5.668 181
2319 94980VAE8 AA-/AA3 WELLS FARGO BANK WFC 5.750 05/16/2016 102.392 5.329 2502320 94980VAG3 AA-/AA3 WELLS FARGO BANK WFC 5.950 08/26/2036 87.500 6.982 12321 94980VAA6 AA-/AA3 WELLS FARGO BANK
GLOBALWFC 4.750 02/09/2015 95.771 5.639 500
2322 949746JJ1 AA-/A1 WELLS FARGO CONTS
WFC 4.200 01/15/2010 101.724 1.000 7
2323 949746NB3 AA-/A1 WELLS FARGO CONTS
WFC 4.875 01/12/2011 104.423 1.933 950
2324 949746NJ6 AA-/A1 WELLS FARGO WFC 5.300 08/26/2011 105.625 2.598 141
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer QtyGLOBAL
2325 949746CE9 A+/A2 WELLS FARGOGLOBAL NT
WFC 6.375 08/01/2011 105.426 3.648 1
2326 949746MZ1 AA-/A1 WELLS FARGOGLOBAL SR NT
WFC 4.625 08/09/2010 103.148 1.743 1
2327 949746CL3 A+/A2 WELLS FARGOGLOBAL SUBNT
WFC 5.125 09/01/2012 103.625 3.896 15
2328 949746CR0 A+/A2 WELLS FARGOGLOBAL SUBNT
WFC 5.000 11/15/2014 100.500 4.892 302
2329 949748AE7 AA-/AA3 WELLS FARGOGLOBAL SUBNT
WFC 7.550 06/21/2010 105.925 1.409 500
2330 949748AF4 AA-/AA3 WELLS FARGOGLOBAL SUBNT
WFC 6.450 02/01/2011 105.950 2.595 840
2331 94974BAZ3 AA-/A1 WELLS FARGO MTN10/19
WFC 3.980 10/29/2010 102.266 2.240 730
2332 949746NY3 AA-/A1 WELLS FARGO SR NT WFC 4.375 01/31/2013 102.215 3.708 5272333 949746NW7 AA-/A1 WELLS FARGO SR
UNSECWFC 5.250 10/23/2012 105.125 3.594 50
2334 949746NX5 AA-/A1 WELLS FARGO SRUNSEC
WFC 5.625 12/11/2017 100.523 5.546 284
2335 959802AJ8 A-/A3 WESTERN UNION CO WU 6.500 02/26/2014 108.549 4.445 2052336 959802AB5 A-/A3 WESTERN UNION CO
GLOBALWU 5.930 10/01/2016 105.340 5.040 14
2337 959802AD1 A-/A3 WESTERN UNION COGLOBAL
WU 5.400 11/17/2011 105.750 2.882 940
2338 959802AH2 A-/A3 WESTERN UNION COGLOBAL
WU 6.200 11/17/2036 95.589 6.548 10
2339 960402AQ8 BBB-/BAA3 WESTINGHOUSEELEC DEB
CBS 8.625 08/01/2012 108.592 5.554 1
2340 96332HCB3 BBB-/BAA3 WHIRLPOOL CORP WHR 8.600 05/01/2014 105.797 7.157 4822341 96332HCC1 BBB-/BAA3 WHIRLPOOL CORP WHR 8.000 05/01/2012 105.603 5.824 6392342 963320AN6 BBB-/BAA3 WHIRLPOOL CORP NTWHR 6.500 06/15/2016 99.006 6.680 102343 976656BL1 A-/A1 WIS ELEC PWR DEB WEC 6.875 12/01/2095 98.713 6.964 402344 976656CA4 A-/A1 WIS ELEC PWR NT WEC 6.000 04/01/2014 111.384 3.385 28352345 976657AC0 BBB+/A3 WISCONSIN ENERGY
NTWEC 6.500 04/01/2011 108.162 1.749 5
2346 976826BE6 A-/A2 WISCONSIN PWR & LTLNT 6.375 08/15/2037 100.750 6.317 202347 98151GAA3 AA/AA2 WORLD SAVINGS BK WFC 4.125 12/15/2009 101.425 1.000 1002348 92931BAB2 BBB/BAA1 WPS RESCOURCES
SR NTTEG 5.375 12/01/2012 103.345 4.311 175
2349 983024AN0 A+/A3 WYETH WYE 5.950 04/01/2037 105.725 5.543 34442350 983024AG5 A+/A3 WYETH BD WYE 6.500 02/01/2034 112.164 5.584 502351 983024AM2 A+/A3 WYETH NOTE WYE 5.450 04/01/2017 105.000 4.673 1102352 983024AE0 A+/A3 WYETH NT WYE 5.500 02/01/2014 108.904 3.387 3652353 983024AJ9 A+/A3 WYETH NT GLBL WYE 5.500 02/15/2016 109.935 3.789 1002354 98310WAB4 BBB-/BAA3 WYNDHAM
WORLDWIDE GLBLWYN 6.000 12/01/2016 82.000 9.425 100
2355 98412JBA1 BBB/BAA2 XEROX CORP DEB XRX 7.200 04/01/2016 101.250 6.962 2602356 984121BM4 BBB/BAA2 XEROX CORP NT XRX 7.625 06/15/2013 102.000 6.518 1042357 984121BL6 BBB/BAA2 XEROX CORP SR NT XRX 7.125 06/15/2010 104.225 2.630 552358 984121BP7 BBB/BAA2 XEROX CORP SR NT XRX 6.400 03/15/2016 94.500 7.454 1612359 984121BQ5 BBB/BAA2 XEROX CORP SR NT XRX 6.750 02/01/2017 93.500 7.904 11182360 984121BS1 BBB/BAA2 XEROX CORP SR NT XRX 5.500 05/15/2012 101.625 4.885 122361 984121BV4 BBB/BAA2 XEROX CORP SR NT XRX 5.650 05/15/2013 101.500 5.215 2252362 984121BW2 BBB/BAA2 XEROX CORP SR NT XRX 6.350 05/15/2018 91.250 7.729 12363 984121BY8 BBB/BAA2 XEROX CORP SR NT XRX 8.250 05/15/2014 104.750 7.077 1502364 984121BN2 BBB/BAA2 XEROX CORP SRNT XRX 6.875 08/15/2011 104.500 4.624 82365 983730AA0 BBB+/BAA2 XL CAPITAL FINANCE
GLBLXL 6.500 01/15/2012 96.750 7.935 250
2366 98372PAF5 BBB+/BAA2 XL CAPITAL LTD XL 5.250 09/15/2014 88.500 7.989 1702367 98372PAG3 BBB+/BAA2 XL CAPITAL LTD XL 6.375 11/15/2024 76.000 9.346 2242368 98372PAK4 BBB+/BAA2 XL CAPITAL LTD XL 6.250 05/15/2027 76.000 8.968 10002369 655422AQ6 BBB/BAA2 XSTRATA CANADA
CORPXTALN 8.375 02/15/2011 107.000 3.883 45
2370 655422AS2 BBB/BAA2 XSTRATA CANADACORP
XTALN 7.250 07/15/2012 101.000 6.878 85
2371 98385XAF3 BBB/BAA2 XTO ENERGY INC XTO 5.000 01/31/2015 103.309 4.326 7252372 98385XAG1 BBB/BAA2 XTO ENERGY INC XTO 5.300 06/30/2015 103.000 4.720 952373 98385XAJ5 BBB/BAA2 XTO ENERGY INC XTO 6.100 04/01/2036 94.250 6.558 912374 98385XAK2 BBB/BAA2 XTO ENERGY INC XTO 5.900 08/01/2012 108.421 3.021 6252375 98385XAL0 BBB/BAA2 XTO ENERGY INC XTO 6.250 08/01/2017 107.446 5.113 1022376 98385XAM8 BBB/BAA2 XTO ENERGY INC XTO 6.750 08/01/2037 108.250 6.130 32377 98385XAN6 BBB/BAA2 XTO ENERGY INC XTO 4.625 06/15/2013 103.875 3.566 2142378 98385XAP1 BBB/BAA2 XTO ENERGY INC XTO 5.500 06/15/2018 103.500 5.010 1002379 98385XAS5 BBB/BAA2 XTO ENERGY INC XTO 5.750 12/15/2013 107.359 3.934 5252380 98385XAT3 BBB/BAA2 XTO ENERGY INC XTO 6.500 12/15/2018 110.250 5.119 1002381 98385XAD8 BBB/BAA2 XTO ENERGY INC NT XTO 4.900 02/01/2014 106.139 3.441 602382 98385XAA4 BBB/BAA2 XTO ENERGY INC SR
NTXTO 7.500 04/15/2012 111.147 3.286 225
CUSIP S&P/Moody Description Ticker CPN Maturity Offer Offer Yield Offer Qty2383 98385XAC0 BBB/BAA2 XTO ENERGY INC
SRNT GLBLXTO 6.250 04/15/2013 107.390 4.122 15
2384 988498AB7 BBB-/BAA3 YUM BRANDS INC NT YUM 6.250 04/15/2016 103.827 5.564 25952385 988498AC5 BBB-/BAA3 YUM BRANDS INC NT
GLOBALYUM 6.250 03/15/2018 103.954 5.667 85
2386 988498AD3 BBB-/BAA3 YUM BRANDS INC NTGLOBAL
YUM 6.875 11/15/2037 101.000 6.794 10
2387 989822AA9 BBB/BAA3 ZURICH REINS SR NT BRK 7.125 10/15/2023 81.000 9.592 140(1). (M) Yield To Maturity; (W) Yield to Worst
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