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Securities valued less than $1,000 are omitted.
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G H
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| ALPINE SECURITZATION | 28,500 | 5.32 | 7/5/2007 | 28,483 | | ALPINE SECURITZATION | 50,000 | 5.33 | 7/6/2007 | 49,963 | | ALPINE SECURITZATION | 75,000 | 5.36 | 7/2/2007 | 74,989 | | ALTERNATIVE LN TR | 3,495 | 5.55 | 8/25/2046 | 3,490 | | ALTERNATIVE LN TR | 4,448 | 5.57 | 10/25/2036 | 4,448 | | AMERICAN EXPRESS BK FSB | 15,000 | 5.32 | 2/20/2009 | 15,000 | | AMERICAN EXPRESS CENTURION BK | 10,000 | 5.41 | 9/14/2007 | 10,000 | | AMERICAN GEN FIN CORP MTN | 10,000 | 5.37 | 1/9/2009 | 10,000 | | ARMS II GLOBAL FD 3 | 2,192 | 5.56 | 1/10/2035 | 2,192 | | ARMS II GLOBAL FD I | 1,311 | 5.59 | 9/10/2034 | 1,311 | | ATT INC | 4,000 | 5.45563 | 2/5/2010 | 4,000 | | Back To Top |
| BANK OF AMERICA NA | 25,000 | 5.305 | 10/10/2007 | 25,000 | | BARCLAYS BANK PLC | 30,000 | 5.32 | 9/28/2007 | 30,000 | | BARCLAYS BK PLC N Y | 25,000 | 5.3 | 8/1/2007 | 25,000 | | BARCLAYS U S FDG LLC | 25,000 | 5.23 | 8/9/2007 | 24,858 | | BARCLAYS U S FDG LLC | 25,000 | 5.24 | 7/9/2007 | 24,971 | | BARCLAYS U.S. FDG LLC | 25,000 | 5.185 | 9/13/2007 | 24,726 | | BEAR STEARNS CO INC | 15,000 | 5.48 | 5/18/2010 | 15,000 | | BNP PARIBAS FIN INC | 50,000 | 5.3 | 7/6/2007 | 49,963 | | Back To Top |
| CAPITAL AUTO RECEIVABLES ASSET | 7,540 | 5.3246 | 5/15/2008 | 7,540 | | CAPITAL ONE AUTO FIN TR | 1,941 | 5.53 | 5/15/2009 | 1,941 | | CIT GROUP INC NEW | 5,000 | 5.48 | 8/17/2009 | 5,000 | | CIT GROUP INC NEW | 12,270 | 5.59 | 9/20/2007 | 12,271 | | CIT GRP INC MED TERM SR NTS | 4,000 | 5.57 | 5/23/2008 | 4,002 | | COUNTRYWIDE FINL CORP | 2,000 | 5.63 | 12/19/2008 | 2,000 | | COUNTRYWIDE FINL CORP MTN | 8,270 | 5.60563 | 5/5/2008 | 8,274 | | CREDIT SUISSE NY | 10,000 | 5.475 | 2/20/2009 | 10,000 | | CWABS INC | 220 | 5.61 | 12/15/2033 | 220 | | Back To Top |
| DEUTSCHE TELEKOM INTL FIN B V | 5,000 | 5.54 | 3/23/2009 | 5,001 | | DIAGEO FIN BV | 7,000 | 5.48 | 3/30/2009 | 7,000 | | DRESDNER U S FIN INC | 90,000 | 5.3 | 7/3/2007 | 89,974 | | Back To Top |
| EUROPEAN INVT BK | 15,000 | 3.125 | 10/15/2007 | 14,997 | | Back To Top |
| FEDERAL HOME LN BK | 5,000 | 5.38 | 4/9/2008 | 5,000 | | FEDERAL HOME LN BK CONS DSC NT | 25,000 | 0 | 7/13/2007 | 24,957 | | FEDERAL HOME LN BKS | 25,000 | 5.02 | 3/7/2008 | 25,000 | | FEDERAL HOME LN BKS | 5,000 | 5.125 | 11/28/2008 | 4,992 | | FEDERAL HOME LN BKS | 5,000 | 5.225 | 3/13/2009 | 5,000 | | FEDERAL HOME LN BKS | 2,000 | 5.41 | 11/13/2008 | 2,000 | | FEDERAL HOME LN BKS | 10,000 | 5.625 | 6/18/2010 | 9,997 | | FEDERAL HOME LN MTG CORP | 10,000 | 5.25 | 8/28/2007 | 10,000 | | FEDERAL HOME LN MTG CORP | 10,000 | 5.36 | 3/27/2008 | 9,999 | | FEDERAL HOME LN MTG CORP | 4,000 | 5.45 | 5/14/2010 | 3,992 | | FEDERAL HOME LN MTG CORP | 30,000 | 5.5 | 2/13/2009 | 30,000 | | FEDERAL HOME LN MTG CORP | 20,000 | 5.5 | 2/16/2010 | 20,000 | | FEDERAL HOME LN MTG CORP | 19,235 | 5.5 | 1/26/2010 | 19,235 | | FEDERAL HOME LN MTG DISC NTS | 35,000 | 0 | 7/30/2007 | 34,856 | | FEDERAL HOME LN MTG DISC NTS | 25,000 | 0 | 8/20/2007 | 24,823 | | FEDERAL HOME LN MTG DISC NTS | 15,000 | 0 | 8/27/2007 | 14,879 | | FEDERAL HOME LN MTG DISC NTS | 25,000 | 0 | 9/13/2007 | 24,739 | | FEDERAL HOME LN MTG DISC NTS | 50,000 | 0 | 10/15/2007 | 49,254 | | FEDERAL HOME LN MTG DISC NTS | 50,000 | 0 | 3/28/2008 | 48,095 | | FEDERAL HOME LN MTG DISC NTS | 30,000 | 5.7 | 6/18/2010 | 30,000 | | FEDERAL HOME LN MTG DISC NTS | 7,660 | 5.8 | 6/28/2010 | 7,660 | | FEDERAL HOME LOAN BANK | 10,000 | 5.3 | 11/7/2008 | 9,999 | | FEDERAL HOME LOAN BANK | 5,000 | 5.5 | 3/5/2009 | 5,000 | | FEDERAL HOME LOAN BANK | 15,000 | 5.5 | 5/14/2010 | 14,999 | | FEDERAL HOME LOAN BANK | 7,000 | 5.5 | 11/9/2009 | 7,000 | | FEDERAL HOME LOAN BANK | 5,000 | 5.55 | 5/17/2010 | 5,000 | | FEDERAL HOME LOAN BK | 15,000 | 5.04 | 1/10/2008 | 15,000 | | FEDERAL NATL MTG ASSN | 20,000 | 5.45 | 3/27/2009 | 19,999 | | FEDERAL NATL MTG ASSN | 15,000 | 5.5 | 3/27/2009 | 15,000 | | FEDERAL NATL MTG ASSN DISC NTS | 25,000 | 0 | 8/15/2007 | 24,841 | | FEDERAL NATL MTG ASSN DISC NTS | 25,000 | 0 | 10/31/2007 | 24,570 | | FEDERAL NATL MTG ASSN DISC NTS | 15,000 | 5.02 | 1/4/2008 | 14,609 | | FEDERAL NATL MTG ASSOC | 15,000 | 5.45 | 4/30/2010 | 15,000 | | Back To Top |
| GANNETT CO INC | 10,000 | 5.56 | 5/26/2009 | 10,000 | | GEMINI SEC CORP. | 50,000 | 5.34 | 7/5/2007 | 49,970 | | GEMINI SEC CORP. | 26,300 | 5.35 | 7/5/2007 | 26,284 | | GOLDMAN SACHS GROUP INC MTN | 5,000 | 5.44 | 12/23/2009 | 5,000 | | GOLDMAN SACHS GROUP INC MTN | 10,000 | 5.46 | 6/28/2010 | 10,000 | | GOLDMAN SACHS GRP I | 25,000 | 5.17 | 10/16/2007 | 24,608 | | GRANITE MASTER ISSUER PLC | 10,000 | 5.42571 | 12/17/2054 | 10,000 | | GRANITE MASTER ISSUER PLC | 4,000 | 5.46 | 12/20/2054 | 4,003 | | Back To Top |
| HEWLETT PACKARD CO | 10,000 | 5.42 | 6/15/2010 | 9,994 | | HSBC FIN CORP | 3,000 | 5.415 | 10/21/2009 | 3,000 | | Back To Top |
| INTERSTAR MILLENNIUM | 2,243 | 5.56 | 3/14/2036 | 2,243 | | INTERSTAR MILLENNIUM | 1,982 | 5.60813 | 1/20/2036 | 1,982 | | Back To Top |
| J P MORGAN CHASE + CO | 5,000 | 5.39563 | 5/7/2010 | 5,000 | | JP MORGAN CHASE + CO | 5,000 | 5.5 | 6/22/2010 | 5,000 | | Back To Top |
| KEYCORP STUDENT LN TR | 5,000 | 5.44 | 6/27/2025 | 5,000 | | Back To Top |
| LEHMAN BROTHERS HLDGS INC | 3,000 | 5.15 | 9/7/2007 | 3,000 | | LEHMAN BROTHERS HLDGS INC | 5,000 | 5.41 | 12/23/2008 | 5,000 | | LEHMAN BROTHERS HLDGS INC | 6,000 | 5.44 | 4/3/2009 | 6,000 | | LEHMAN BROTHERS HLDGS INC | 10,000 | 5.5 | 5/25/2010 | 10,000 | | LINCOLN NATL CORP IN | 5,000 | 5.46 | 4/6/2009 | 5,001 | | Back To Top |
| MERRILL LYNCH + CO INC | 10,000 | 5.40563 | 5/8/2009 | 10,000 | | MERRILL LYNCH AND CO | 35,000 | 5.22 | 8/23/2007 | 34,731 | | MORGAN STANLEY | 5,000 | 5.45563 | 5/7/2010 | 5,000 | | MORGAN STANLEY | 5,000 | 5.48156 | 11/9/2007 | 5,001 | | MORGAN STANLEY GROUP INC | 20,000 | 5.44563 | 1/15/2010 | 20,000 | | Back To Top |
| NEPTUNE FDG CORP | 20,000 | 5.29 | 7/20/2007 | 19,944 | | NEPTUNE FDG CORP. | 9,493 | 5.26 | 7/30/2007 | 9,451 | | NEPTUNE FDG CORP. | 25,000 | 5.32 | 7/31/2007 | 24,889 | | NEPTUNE FDG CORP. | 25,000 | 5.32 | 8/1/2007 | 24,885 | | NEPTUNE FDG CORP. | 50,000 | 5.41 | 7/2/2007 | 49,992 | | Back To Top |
| ORACLE CORP | 10,000 | 5.42 | 5/14/2010 | 10,000 | | Back To Top |
| PRCPL LF INCM TRS SECD MTN | 10,000 | 5.335 | 5/15/2009 | 9,996 | | Back To Top |
| RESIDENTIAL ASSET MTG PRODS | 435 | 5.66 | 3/25/2033 | 435 | | RHINELAND FDG CAP CORP | 41,000 | 5.29 | 9/13/2007 | 40,554 | | RHINELAND FUNDING CPTL | 16,077 | 5.37 | 7/30/2007 | 16,007 | | Back To Top |
| SBC COMMUNICATIONS INC | 8,000 | 5.57 | 11/14/2008 | 8,006 | | SECURITIZED ASSET BACKED RECEI | 64 | 5.67 | 8/25/2034 | 64 | | SLM CORP | 10,000 | 5.435 | 1/25/2008 | 10,000 | | SLM CORP | 4,320 | 5.565 | 7/25/2008 | 4,325 | | SLM CORP MEDIUM TERM NTS | 5,270 | 5.555 | 1/26/2009 | 5,275 | | SMHL GLOBAL FD | 4,405 | 5.41656 | 11/9/2039 | 4,405 | | Back To Top |
| TEXTRON FINANCIAL CORP | 5,000 | 5.51 | 9/14/2009 | 5,000 | | TEXTRON FINANCIAL CORP | 8,000 | 5.51 | 12/14/2009 | 8,000 | | TEXTRON FINL CORP | 10,000 | 5.46 | 3/19/2010 | 10,000 | | THREE PILLARS FUNDG CO | 17,537 | 5.35 | 7/6/2007 | 17,524 | | TOYOTA MTR CR CORP MTN BK ENT | 10,000 | 5.46 | 6/10/2010 | 10,000 | | TREASURY BILL | 25,000 | 0 | 11/15/2007 | 24,557 | | Back To Top |
| UBS AG STAMFORD BRH | 15,000 | 5.45 | 12/28/2007 | 15,000 | | UBS FINANCE (DELW) | 18,000 | 0 | 9/13/2007 | 17,806 | | UBS FINANCE (DELW) | 20,000 | 5.31 | 7/6/2007 | 19,985 | | UBS FINANCE (DELW) | 113,000 | 5.35 | 7/2/2007 | 112,979 | | UNITED STATES TREAS BILLS | 10,025 | 0 | 9/27/2007 | 34,588 | | UNITED STATES TREAS BILLS | 25,000 | 0 | 10/18/2007 | 24,631 | | UNITED STATES TREAS BILLS | 25,000 | 0 | 10/25/2007 | 24,613 | | UNITED STATES TREAS BILLS | 27,257 | 0 | 12/6/2007 | 26,691 | | UNITED STATES TREAS BILLS | 50,000 | 0 | 12/13/2007 | 48,906 | | UNITED STATES TREAS BILLS | 50,000 | 0 | 12/27/2007 | 48,804 | | UNITED STATES TREAS BILLS | 1,500 | 0 | 9/6/2007 | 1,482 | | UNITED STATES TREAS NTS | 5,000 | 4.5 | 4/30/2009 | 4,976 | | Back To Top |
| WASHINGTON MUT BK FA CHATSWORT | 3,000 | 5.44625 | 5/1/2009 | 3,000 | | WASHINGTON MUT INC | 5,000 | 5.5 | 8/24/2009 | 5,000 | | WELLS FARGO CO | 10,000 | 5.506 | 6/18/2010 | 10,000 |
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