Corporate Bond Offerings Date:06/25/2009s3-eu-west-1.amazonaws.com/rankia/blog/fernan2/bonos_USA.pdfCorporate Bond Offerings Date:06/25/2009 CUSIP S&P/Moody Description Ticker CPN

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


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&LT1ST 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


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


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


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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This document does not constitute an offer to sell or the solicitation of an offer to purchase a Corporate Bond and is provided forinformational purposes only. While every effort has been made to ensure the accuracy of the information presented, Smith Barneymakes no representation or warranty that such information is accurate. The terms of each Corporate Bond must be confirmed with aFinancial Advisor prior to purchase.

IMPORTANT DISCLOSURES

This transmission and any market data or any other material referenced herein is not a recommendation by Citigroup Global MarketsInc. ("CGMI"), its subsidiaries or affiliates.

Citigroup Inc. and its affiliates provide a vast array of financial services in addition to investment banking, including among otherscorporate banking, to a large number of corporations globally. The reader should assume that Citigroup or its affiliates receivecompensation for those services from such corporations. CGMI including its parent, subsidiaries and/or affiliates (the "Firm"), maymake a market in financial products that may be mentioned in the aforementioned material. For financial products in which the Firm isnot a market maker, the Firm usually provides bids and offers and may act as principal in connection with such transactions. Inaddition, the Firm or its employees may own these securities, including derivatives, or other financial products or may be a director ofany company referenced herein. The Firm may also perform or solicit investment banking or other services and may have been amanager or co#manager of a public offering of securities for any issuer referenced herein.

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Documents

Corporate Bond Offerings Date:06/25/2009s3-eu-west-1.amazonaws.com/rankia/blog/fernan2/bonos_USA.pdfCorporate Bond Offerings Date:06/25/2009 CUSIP S&P/Moody Description Ticker CPN