| Issue | Rate | Maturity Date | Par Value | Book Value | Market Value | Yield |
|
| AB SPINTAB SWEDMORTGAGE | 5.00 | 6/21/2006 | 55,100,000.00 | 5,158,202.11 | 5,898,398.57 | 5.08 |
| ABSOLUTE FUNDING SRL | 3.71 | 10/1/2010 | 4,500,000.00 | 4,066,646.08 | 4,452,090.31 | 3.70 |
| AIR + CHEMICALS INC | 6.00 | 3/30/2005 | 2,200,000.00 | 1,984,895.08 | 2,240,891.63 | 5.82 |
| AKER RGI | 8.43 | 3/5/2007 | 2,505,560.00 | 262,772.11 | 308,685.96 | 9.12 |
| ANNINGTON FINANCE 4 PLC | 8.07 | 1/10/2023 | 1,200,000.00 | 1,787,455.39 | 1,884,217.25 | 7.83 |
| AUSTRALIA(CMNWLTH) | 9.00 | 9/15/2004 | 53,000,000.00 | 32,278,409.63 | 31,901,600.03 | 8.39 |
| AUSTRALIA(CMNWLTH) | 7.50 | 9/15/2009 | 6,945,000.00 | 4,113,213.52 | 4,249,633.14 | 6.88 |
| AUSTRALIA(CMNWLTH) | 6.75 | 11/15/2006 | 16,500,000.00 | 9,248,165.54 | 9,623,368.22 | 6.50 |
| AUSTRIA REP OF | 5.00 | 7/15/2012 | 40,610,000.00 | 34,930,044.21 | 39,786,593.98 | 5.04 |
| AXA | 6.75 | 12/15/2020 | 1,600,000.00 | 1,452,407.96 | 1,615,833.60 | 6.60 |
| BANK OF SCOTLAND | 5.13 | 12/5/2013 | 12,800,000.00 | 11,289,390.01 | 12,407,731.12 | 5.22 |
| BARCLAYS BANK PLC | 5.75 | 3/8/2011 | 3,250,000.00 | 2,963,424.87 | 3,237,385.56 | 5.70 |
| BAYER AG | 5.38 | 4/10/2007 | 15,770,000.00 | 14,503,920.57 | 15,792,895.03 | 5.30 |
| BELGIUM (KINGDOM OF) | 5.75 | 9/28/2010 | 30,500,000.00 | 30,203,556.65 | 31,565,435.10 | 5.49 |
| BELGIUM KINGDOM | 0.00 | 7/18/2002 | 25,000,000.00 | 22,189,924.86 | 24,646,183.32 | 0.00 |
| BELGUIM KINGDOM OF | 0.00 | 9/19/2002 | 19,170,000.00 | 17,099,644.56 | 18,792,669.85 | 0.00 |
| BG ENERGY CAPITAL PLC | 6.38 | 6/20/2008 | 2,100,000.00 | 2,992,753.87 | 3,239,441.56 | 6.30 |
| BIRKA ENERGI AB | 6.38 | 11/3/2006 | 5,680,000.00 | 5,868,024.59 | 5,834,098.74 | 6.13 |
| BK OF IRELAND | 6.45 | 2/10/2010 | 5,100,000.00 | 4,647,942.74 | 5,313,664.78 | 6.11 |
| BMW US CAPITAL CORP | 5.13 | 1/28/2009 | 9,900,000.00 | 8,867,527.10 | 9,699,268.17 | 5.17 |
| BNP PARIBAS EX BNP PARIS | 5.25 | 1/23/2014 | 7,400,000.00 | 6,483,565.11 | 7,210,857.95 | 5.32 |
| BOMBARDIER CAPITAL FUNDING LTD | 6.13 | 5/14/2007 | 2,752,000.00 | 2,714,814.28 | 2,731,262.09 | 6.10 |
| BRISA FINANCE BV | 4.88 | 12/20/2006 | 5,780,000.00 | 5,220,515.53 | 5,688,493.18 | 4.89 |
| BRITISH COLUMBIA PROV CDA | 6.38 | 8/23/2010 | 4,250,000.00 | 2,765,217.19 | 2,924,514.84 | 6.09 |
| BRITISH TELECOM | 6.38 | 2/15/2006 | 2,200,000.00 | 2,025,884.67 | 2,224,269.90 | 6.23 |
| BRITISH TELECOM PLC | 6.88 | 2/15/2011 | 13,090,000.00 | 12,243,270.20 | 13,545,970.98 | 6.56 |
| BUNDESREPUBLIK DEUT | 6.50 | 7/4/2027 | 25,500,000.00 | 26,034,827.20 | 29,226,541.44 | 5.60 |
| BUNDESREPUBLIK DEUTSCHLAND | 5.00 | 7/4/2011 | 5,300,000.00 | 5,190,965.32 | 5,266,342.73 | 4.97 |
| CANADA GOVT | 5.75 | 6/1/2029 | 99,540,000.00 | 64,791,347.50 | 64,891,994.51 | 5.80 |
| CANADA GOVT | 5.50 | 6/1/2010 | 50,320,000.00 | 33,544,769.74 | 33,390,170.92 | 5.45 |
| CANADA GOVT | 6.00 | 6/1/2011 | 29,500,000.00 | 19,876,476.38 | 20,166,513.80 | 5.77 |
| CELTIC RESIDENTIAL IRIS MORT | 3.64 | 4/28/2030 | 2,447,354.93 | 2,797,504.83 | 3,069,044.42 | 2.87 |
| CHESTER ASSET RECEIVABLE DEAL | 3.70 | 11/15/2010 | 5,500,000.00 | 4,975,316.54 | 5,453,274.47 | 3.69 |
| CHUGOKU ELECTRIC P | 5.63 | 12/12/2003 | 10,000,000.00 | 4,534,229.78 | 5,144,075.14 | 10.80 |
| CIT GROUP INC | 5.50 | 5/16/2005 | 8,760,000.00 | 7,726,836.15 | 8,081,887.94 | 5.89 |
| CLEAR CHANNEL COMM | 6.50 | 7/7/2005 | 4,200,000.00 | 3,938,145.88 | 4,004,088.77 | 6.73 |
| CROATIA (REP OF) | 6.25 | 2/11/2009 | 2,692,000.00 | 2,569,719.23 | 2,649,514.19 | 6.27 |
| DAIMLERCHRYSLER NORTH AM | 7.50 | 12/7/2006 | 2,000,000.00 | 2,985,966.35 | 3,155,147.79 | 7.25 |
| DAIMLERCHRYSLER NT | 5.63 | 1/16/2007 | 6,900,000.00 | 6,225,203.29 | 6,826,879.20 | 5.61 |
| DENMARK (KINGDOM) | 8.00 | 3/15/2006 | 40,000,000.00 | 5,085,731.38 | 5,896,080.16 | 7.22 |
| DENMARK KINGDOM OF | 6.00 | 11/15/2009 | 18,073,000.00 | 2,330,265.28 | 2,531,816.70 | 5.69 |
| DENMARK KINGDOM OF | 4.88 | 4/18/2007 | 41,100,000.00 | 36,160,666.27 | 41,078,486.56 | 4.82 |
| DENMARK(KINGDOM) | 5.00 | 8/15/2005 | 382,000,000.00 | 46,770,259.12 | 51,340,085.90 | 4.95 |
| DEUTSCHE TELEKOM INTL FIN BV | 8.13 | 5/29/2012 | 1,314,000.00 | 1,203,332.90 | 1,279,960.30 | 8.24 |
| DOW CHEMICAL COMPANY | 5.00 | 10/18/2006 | 5,610,000.00 | 5,315,515.00 | 5,452,481.41 | 5.08 |
| DUTCH GOVT | 5.25 | 7/15/2008 | 43,815,000.00 | 41,259,818.12 | 44,428,175.46 | 5.11 |
| DUTCH GOVT | 0.00 | 9/30/2002 | 65,000,000.00 | 62,475,997.66 | 63,682,063.74 | 0.00 |
| EL PASO CORP | 5.75 | 3/14/2006 | 4,800,000.00 | 4,120,486.61 | 4,470,623.09 | 6.10 |
| FACT 2001 LIMITED | 3.60 | 12/15/2007 | 4,408,220.25 | 3,975,273.45 | 4,354,539.51 | 3.59 |
| FINLAND (REPUBLIC | 5.38 | 7/4/2013 | 14,975,000.00 | 13,307,842.35 | 15,048,504.74 | 5.28 |
| FKI PLC | 6.63 | 2/22/2010 | 5,870,000.00 | 5,233,665.26 | 5,652,425.11 | 6.79 |
| FORD MOTOR CREDIT | 7.25 | 2/22/2005 | 3,680,000.00 | 5,398,446.42 | 5,622,324.28 | 7.23 |
| FORTIS BANK BELGIUM N.V. | 6.50 | 12/31/2049 | 3,400,000.00 | 3,041,153.72 | 3,369,677.94 | 6.48 |
| FRANCE (GOVT OF) | 5.50 | 10/25/2007 | 96,685,000.00 | 89,811,233.29 | 99,516,998.78 | 5.28 |
| FRANCE (GOVT OF) | 5.50 | 4/25/2029 | 40,760,000.00 | 35,911,490.10 | 41,201,603.91 | 5.37 |
| FRANCE (REP OF) | 4.50 | 7/12/2006 | 42,450,000.00 | 36,497,258.60 | 42,012,725.55 | 4.49 |
| FRANCE (REPUBLIC OF) | 5.00 | 1/12/2006 | 91,420,000.00 | 81,349,696.32 | 92,135,086.37 | 4.90 |
| FRANCE (REPUBLIC OF) | 3.50 | 7/12/2004 | 186,350,000.00 | 171,430,065.19 | 182,433,545.18 | 3.53 |
| FRANCE (REPUBLIC OF) | 5.00 | 10/25/2016 | 15,000,000.00 | 12,781,044.00 | 14,503,273.98 | 5.11 |
| FRANCE O A T | 5.00 | 10/25/2011 | 6,350,000.00 | 5,854,186.40 | 6,265,147.70 | 5.01 |
| FRANCE REP OF | 4.75 | 7/12/2007 | 28,000,000.00 | 27,982,559.42 | 27,860,902.89 | 4.71 |
| FRANCE REPUBLIC | 5.50 | 10/25/2010 | 18,700,000.00 | 17,205,005.04 | 19,126,070.34 | 5.31 |
| FRANCE(GOVT OF) | 5.50 | 4/25/2007 | 130,500,000.00 | 120,552,747.73 | 134,066,249.89 | 5.29 |
| FRANCE(GOVT OF) | 5.25 | 4/25/2008 | 69,110,000.00 | 62,849,870.20 | 70,152,250.30 | 5.11 |
| FRANCE(GOVT OF) | 4.50 | 7/12/2003 | 23,800,000.00 | 21,995,065.89 | 23,692,344.92 | 4.46 |
| GALLAHER GROUP PLC | 5.75 | 10/2/2006 | 2,899,000.00 | 2,595,817.39 | 2,871,714.42 | 5.73 |
| GEN MOTORS ACC CP | 6.00 | 10/16/2006 | 5,000,000.00 | 4,532,622.16 | 4,924,051.63 | 6.02 |
| GEN MOTORS ACCEP CORP | 6.13 | 3/15/2007 | 2,100,000.00 | 1,905,286.53 | 2,089,567.72 | 6.08 |
| GENERAL ELECTRIC CAP CAN INC | 1.00 | 6/20/2004 | 1,000,000.00 | 964,459.09 | 986,913.97 | 1.00 |
| GERMANY (FED REP OF) | 6.25 | 1/4/2030 | 78,850,000.00 | 78,392,775.69 | 88,480,706.74 | 5.50 |
| GERMANY (FED REP) | 8.00 | 7/22/2002 | 34,000,000.00 | 30,228,759.03 | 33,655,577.61 | 7.98 |
| GERMANY (FED REP) | 6.88 | 5/12/2005 | 38,800,000.00 | 36,032,816.42 | 40,990,745.95 | 6.43 |
| GERMANY (FED REP) | 6.00 | 1/5/2006 | 3,200,000.00 | 2,878,043.87 | 3,324,582.98 | 5.70 |
| GERMANY (FED REP) | 5.00 | 1/4/2012 | 192,000.00 | 191,880.41 | 190,439.39 | 4.98 |
| GERMANY (FEDERAL REPUBLIC OF) | 5.50 | 1/4/2031 | 58,990,000.00 | 56,207,967.42 | 60,211,712.25 | 5.32 |
| GERMANY (FEDERAL REPUBLIC OF) | 3.25 | 2/17/2004 | 22,695,000.00 | 20,076,217.73 | 22,194,492.02 | 3.28 |
| GERMANY (FEDERAL REPUBLIC OF) | 4.50 | 8/18/2006 | 117,120,000.00 | 106,207,817.10 | 115,982,957.54 | 4.49 |
| GERMANY (FEDERAL REPUBLIC) | 5.25 | 1/4/2011 | 52,674,600.00 | 47,795,353.63 | 53,214,075.96 | 5.13 |
| GERMANY FED REP | 3.75 | 1/4/2009 | 5,050,000.00 | 4,516,777.58 | 4,719,178.69 | 3.96 |
| GERMANY FED REP | 4.50 | 7/4/2009 | 71,830,000.00 | 62,581,847.30 | 69,735,109.08 | 4.58 |
| GERMANY FED REPUBLIC OF | 5.25 | 1/4/2008 | 27,100,000.00 | 24,326,301.05 | 27,611,739.90 | 5.09 |
| GERMANY FEDERAL REP OF | 5.00 | 8/19/2005 | 115,920,000.00 | 104,694,509.78 | 116,866,795.06 | 4.90 |
| GERMANY FEDERAL REPUBLIC OF | 3.75 | 8/26/2003 | 89,940,000.00 | 78,971,569.86 | 88,862,528.52 | 3.75 |
| GERMANY FEDERAL REPUBLIC OF | 4.13 | 7/4/2008 | 9,210,000.00 | 8,240,768.89 | 8,834,443.25 | 4.25 |
| GERMANY FEDERAL REPUBLIC OF | 4.25 | 3/14/2003 | 20,000,000.00 | 18,557,284.16 | 19,838,424.54 | 4.23 |
| GERMANY FEDERAL REPUBLIC OF | 4.00 | 2/16/2007 | 2,900,000.00 | 2,800,929.76 | 2,804,825.54 | 4.08 |
| GERMANY(FED REP) | 7.38 | 1/3/2005 | 63,040,000.00 | 58,290,089.03 | 66,938,713.91 | 6.86 |
| GERMANY(FED REP) | 6.00 | 9/15/2003 | 112,500,000.00 | 102,042,234.89 | 113,974,400.76 | 5.85 |
| GERMANY(FED REP) | 6.50 | 7/15/2003 | 163,600,000.00 | 149,786,011.63 | 166,043,020.95 | 6.33 |
| GERMANY(FED REP) | 5.63 | 1/4/2028 | 19,200,000.00 | 17,877,661.54 | 19,749,340.76 | 5.40 |
| GERMANY(FED REP) | 4.13 | 8/27/2004 | 16,100,000.00 | 14,111,206.07 | 15,964,366.49 | 4.11 |
| GERMANY(FED REP) | 4.25 | 2/18/2005 | 19,800,000.00 | 17,420,581.89 | 19,617,552.07 | 4.24 |
| GERMANY(FED REPUBLIC OF) | 5.25 | 7/4/2010 | 119,650,000.00 | 110,246,180.57 | 120,981,768.44 | 5.13 |
| GERMANY(FEDERAL REPUBLIC OF | 5.00 | 2/17/2006 | 52,334,000.00 | 47,025,768.43 | 52,776,952.19 | 4.90 |
| GERMANY(FEDERAL REPUBLIC OF) | 6.00 | 7/4/2007 | 145,025,000.00 | 135,198,581.65 | 152,583,264.20 | 5.63 |
| GERMANY(FEDERAL REPUBLIC OF) | 4.75 | 7/4/2028 | 10,000,000.00 | 8,149,240.19 | 9,105,903.03 | 5.15 |
| GLOBALDRIVE B V | 3.62 | 6/17/2008 | 2,467,679.70 | 2,227,523.94 | 2,439,335.73 | 3.61 |
| GMAC SWIFT TRUST 1 | 5.00 | 1/18/2005 | 5,700,000.00 | 4,990,068.81 | 5,702,645.85 | 4.94 |
| GNK PLCI | 6.75 | 10/28/2019 | 1,756,000.00 | 2,439,313.85 | 2,706,876.36 | 6.67 |
| HAUS | 3.64 | 12/10/2037 | 4,764,169.50 | 4,307,926.78 | 4,719,799.34 | 3.63 |
| HELLENIC EXCHANGEABLE FINANCE | 2.00 | 8/2/2005 | 589,000.00 | 590,313.86 | 630,271.24 | 1.85 |
| HILTON GROUP FINANCE | 6.50 | 7/17/2009 | 1,370,000.00 | 1,263,189.25 | 1,397,020.34 | 6.30 |
| HOLMES FINANCING NO 1 PLC | 3.67 | 7/26/2010 | 4,000,000.00 | 3,618,048.38 | 3,952,870.53 | 3.67 |
| HOLMES FINANCING PLC A2 | 5.05 | 7/15/2008 | 12,050,000.00 | 10,972,036.49 | 12,035,956.96 | 4.99 |
| HOUSEHOLD FINANCE CORP | 5.13 | 6/24/2009 | 11,600,000.00 | 10,962,220.66 | 10,479,215.43 | 5.60 |
| HUNGARY (GOVT OF) | 12.50 | 9/24/2002 | 2,630,000,000.00 | 10,385,753.96 | 10,701,623.80 | 12.39 |
| HUNGARY GOVT | 9.50 | 6/12/2003 | 2,720,000,000.00 | 10,692,654.80 | 10,982,842.46 | 9.49 |
| ICELAND(REP OF) | 8.75 | 5/12/2003 | 2,959,000.00 | 4,356,734.30 | 4,655,412.03 | 8.48 |
| IMPERIAL TOBACCO FIN PLC | 6.38 | 9/27/2006 | 7,798,000.00 | 7,275,476.53 | 7,840,127.21 | 6.26 |
| INFINEON TECH | 4.25 | 2/6/2007 | 500,000.00 | 414,196.16 | 404,234.94 | 5.19 |
| ING VERZEKERINGEN NV | 6.25 | 6/21/2021 | 7,430,000.00 | 6,842,118.16 | 7,484,433.69 | 6.13 |
| INTER LEASE FINANCE CORP | 6.63 | 12/7/2009 | 1,940,000.00 | 2,800,230.80 | 2,942,355.56 | 6.66 |
| INTERNATIONAL LEASE FIN CORP | 4.13 | 7/12/2004 | 16,370,000.00 | 15,893,304.26 | 15,924,910.87 | 4.19 |
| INTERNATIONAL PAPER COMPANY | 5.38 | 8/11/2006 | 3,700,000.00 | 3,131,684.74 | 3,613,285.53 | 5.44 |
| INTERNET INITIATIV | 1.75 | 3/31/2005 | 168,000,000.00 | 1,158,548.69 | 1,114,336.60 | 2.20 |
| INTESABCI SPA | 1.00 | 5/8/2014 | 2,220,000.00 | 2,098,016.59 | 2,190,335.10 | 1.00 |
| IRELAND (REP OF) | 5.00 | 4/18/2013 | 24,500,000.00 | 20,755,002.29 | 23,872,697.60 | 5.07 |
| ITALY (REPUBLIC OF) | 6.00 | 5/1/2031 | 58,090,000.00 | 56,212,095.02 | 61,771,506.03 | 5.57 |
| ITALY REPUBLIC OF | 4.75 | 7/1/2005 | 27,000,000.00 | 23,861,825.32 | 27,020,532.72 | 4.69 |
| ITALY(REPUBLIC | 4.10 | 4/1/2003 | 90,000,000.00 | 85,197,262.67 | 89,348,463.75 | 4.08 |
| JAPAN | 2.00 | 6/21/2021 | 3,508,000,000.00 | 29,692,890.73 | 29,676,441.66 | 1.97 |
| JAPAN (GOVERNMENT OF) | 0.70 | 3/20/2007 | 870,000,000.00 | 7,103,061.20 | 7,371,289.05 | 0.69 |
| JAPAN (GOVT | 0.40 | 6/20/2003 | 19,129,000,000.00 | 153,483,927.10 | 160,191,881.74 | 0.40 |
| JAPAN (GOVT OF) | 2.40 | 6/20/2007 | 352,000,000.00 | 3,052,388.82 | 3,225,108.38 | 2.19 |
| JAPAN (GOVT OF) | 1.50 | 3/20/2019 | 2,838,300,000.00 | 21,836,688.43 | 22,565,060.05 | 1.57 |
| JAPAN (GOVT OF) | 1.40 | 6/22/2009 | 8,838,000,000.00 | 72,397,172.01 | 76,735,176.65 | 1.35 |
| JAPAN (GOVT OF) | 1.10 | 3/21/2011 | 4,356,000,000.00 | 32,523,221.42 | 36,185,134.56 | 1.10 |
| JAPAN (GOVT OF) | 1.90 | 3/22/2021 | 3,088,000,000.00 | 25,628,504.01 | 25,728,681.82 | 1.90 |
| JAPAN (GOVT OF) | 0.40 | 6/20/2006 | 10,735,000,000.00 | 79,746,591.49 | 90,057,479.78 | 0.40 |
| JAPAN (GOVT OF) | 2.00 | 3/21/2022 | 700,000,000.00 | 5,494,512.37 | 5,894,478.51 | 1.98 |
| JAPAN (GOVT) | 1.20 | 6/20/2011 | 2,618,000,000.00 | 20,706,445.13 | 21,878,251.72 | 1.20 |
| JAPAN (GOVT) | 1.50 | 12/20/2011 | 4,270,000,000.00 | 32,334,061.22 | 36,441,545.95 | 1.47 |
| JAPAN DEVELOPMENT BANK | 1.40 | 6/20/2012 | 3,241,000,000.00 | 26,110,627.10 | 27,202,741.81 | 1.39 |
| JAPAN FINANCE CORP FOR MUNIC | 1.55 | 2/21/2012 | 2,080,000,000.00 | 15,627,949.74 | 17,781,928.68 | 1.51 |
| JAPAN GOV OF | 0.70 | 10/20/2003 | 2,812,000,000.00 | 21,726,921.23 | 23,666,996.91 | 0.69 |
| JAPAN GOVERNMENT OF | 1.10 | 12/22/2008 | 15,520,000,000.00 | 123,355,924.88 | 132,900,675.49 | 1.07 |
| JAPAN GOVT OF | 2.50 | 12/21/2020 | 1,996,000,000.00 | 15,612,446.29 | 18,269,012.25 | 2.28 |
| JAPAN GOVT OF | 0.50 | 3/20/2006 | 8,752,700,000.00 | 71,860,461.38 | 73,779,665.10 | 0.49 |
| JAPAN GOVT OF | 1.30 | 6/20/2011 | 6,106,000,000.00 | 50,574,809.32 | 51,460,506.23 | 1.29 |
| JAPAN(GOVT OF) | 1.80 | 6/20/2008 | 4,380,000,000.00 | 34,209,713.35 | 39,136,508.11 | 1.68 |
| JAPAN(GOVT OF) | 1.10 | 3/21/2005 | 12,319,000,000.00 | 102,598,969.73 | 105,549,524.51 | 1.07 |
| KONINKLIJKE AHOLD NV | 5.88 | 5/9/2008 | 5,750,000.00 | 5,272,723.75 | 5,700,991.58 | 5.85 |
| KOREA (REPUBLIC OF) | 5.64 | 10/17/2006 | 5,000,000,000.00 | 3,689,244.85 | 4,165,970.81 | 5.63 |
| KOREA (REPUBLIC) | 6.10 | 1/9/2005 | 2,000,000,000.00 | 1,536,071.22 | 1,702,964.74 | 5.96 |
| KOREA(REPUBLIC OF) | 6.90 | 1/16/2007 | 24,900,000,000.00 | 19,880,043.46 | 21,802,179.94 | 6.55 |
| KREDITANST FUR WIE | 5.55 | 6/7/2021 | 1,700,000.00 | 2,470,089.09 | 2,656,480.79 | 5.41 |
| LANDWIRTSCHAFTLICHE RENTENBANK | 4.25 | 9/28/2004 | 5,700,000.00 | 4,948,786.81 | 5,647,477.11 | 4.24 |
| LLOYDS TSB BANK PLC | 6.63 | 3/30/2015 | 1,800,000.00 | 2,779,163.42 | 2,933,674.67 | 6.20 |
| MAGELLAN MTGS NO 1 PUB LTD CO | 3.64 | 12/15/2036 | 5,182,876.05 | 4,679,894.84 | 5,129,487.61 | 3.64 |
| MARKS + SPENSERS PLC | 5.13 | 11/7/2006 | 6,000,000.00 | 5,308,501.08 | 5,958,341.98 | 5.10 |
| MICHELIN FINANCE LUX | 6.13 | 4/16/2009 | 6,000,000.00 | 5,563,592.21 | 6,002,785.10 | 6.05 |
| MORGAN STANLEY GROUP INC | 5.75 | 4/1/2009 | 10,000,000.00 | 8,667,107.07 | 9,792,499.98 | 5.80 |
| NATIONAL RURAL UTILITIES CO OP | 6.50 | 3/14/2007 | 8,760,000.00 | 7,814,790.12 | 8,795,644.57 | 6.39 |
| NATIONWIDE BLDG SOC | 7.91 | 3/13/2049 | 1,650,000.00 | 2,491,661.73 | 2,880,537.59 | 6.91 |
| NETHERLANDS KINGDOM OF | 3.75 | 7/15/2009 | 20,349,000.00 | 17,024,293.17 | 18,770,768.27 | 4.01 |
| NETHERLANDS KINGDOM OF | 5.50 | 7/15/2010 | 1,170,000.00 | 1,076,180.56 | 1,196,080.12 | 5.31 |
| NEW SOUTH WALES TREASURY CORP | 6.00 | 5/1/2012 | 12,950,000.00 | 6,540,037.53 | 7,098,959.66 | 6.14 |
| NGG FINANCE PLC | 5.25 | 8/23/2006 | 5,200,000.00 | 4,689,116.50 | 5,120,243.36 | 5.27 |
| NORDEA BANK FINLAND PLC | 5.75 | 3/26/2014 | 9,650,000.00 | 8,838,548.91 | 9,620,169.28 | 5.70 |
| NORWAY (KINGDOM OF) | 5.50 | 5/15/2009 | 45,200,000.00 | 4,717,890.48 | 5,655,997.07 | 5.86 |
| NORWAY KINGDOM OF | 6.50 | 5/15/2013 | 375,000,000.00 | 45,104,025.79 | 49,498,369.88 | 6.56 |
| OLIVETTI INTERNATIONAL FINANCE | 5.38 | 7/30/2004 | 5,800,000.00 | 5,094,260.10 | 5,751,138.24 | 5.35 |
| ONTARIO PROV CDA | 4.88 | 6/2/2004 | 1,500,000.00 | 989,454.66 | 1,000,779.15 | 4.80 |
| OVERSEA CHINESE BK | 7.25 | 9/6/2011 | 9,060,000.00 | 8,711,642.36 | 9,345,169.03 | 6.94 |
| PFIZER INC | 0.80 | 3/18/2008 | 650,000,000.00 | 5,261,467.00 | 5,496,384.35 | 0.79 |
| POLAND | 0.00 | 9/11/2002 | 12,900,000.00 | 3,054,910.71 | 3,122,740.84 | 0.00 |
| POLAND (GOVT OF) | 6.00 | 11/24/2009 | 87,660,000.00 | 16,593,241.52 | 19,985,546.71 | 6.49 |
| POLAND(GOVT | 8.50 | 11/12/2006 | 108,530,000.00 | 25,978,549.94 | 27,343,154.52 | 8.32 |
| PUBLIC POWER CORPORATION | 4.50 | 3/12/2009 | 6,521,000.00 | 6,250,998.85 | 6,038,106.08 | 4.80 |
| QUEBEC PROV CDA | 6.25 | 12/1/2010 | 2,500,000.00 | 1,623,516.74 | 1,698,670.85 | 6.05 |
| QUEBEC(PROV OF) | 1.60 | 5/9/2013 | 1,390,000,000.00 | 11,259,448.37 | 11,790,917.71 | 1.57 |
| RAILTRACK PLC | 5.88 | 12/7/2009 | 900,000.00 | 1,239,627.15 | 1,348,547.88 | 5.98 |
| REED ELSEVIER CAPITAL | 5.75 | 7/31/2008 | 4,400,000.00 | 3,913,086.09 | 4,404,649.74 | 5.67 |
| RESEAU FERRE DE FR | 4.63 | 3/17/2014 | 5,600,000.00 | 4,801,784.96 | 5,187,520.37 | 4.93 |
| REXAM PLC | 6.63 | 3/27/2007 | 2,770,000.00 | 2,516,197.26 | 2,798,643.00 | 6.48 |
| RIO TINTO PLC | 5.13 | 5/10/2007 | 7,600,000.00 | 7,363,288.91 | 7,558,492.09 | 5.09 |
| SAINSBURY(J) | 5.63 | 7/11/2008 | 10,230,000.00 | 8,922,637.61 | 10,280,213.92 | 5.53 |
| SAN PAOLA IMI SPA | 6.38 | 4/6/2010 | 4,450,000.00 | 4,130,836.34 | 4,602,592.02 | 6.09 |
| SANPALO IMI CAPITAL TRUST I | 8.13 | 12/31/2049 | 2,650,000.00 | 2,623,537.02 | 2,897,770.93 | 7.34 |
| SCANIA CV AB | 6.00 | 12/17/2008 | 5,970,000.00 | 5,184,925.30 | 5,917,052.83 | 5.98 |
| SCOTTISH POWER PLC | 5.25 | 8/4/2008 | 11,840,000.00 | 5,239,475.79 | 5,823,931.27 | 10.54 |
| SECURITAS AB | 6.13 | 1/12/2006 | 7,060,000.00 | 6,346,437.49 | 7,156,710.42 | 5.97 |
| SINGAPORE TELECOMS | 6.00 | 11/21/2011 | 7,460,000.00 | 6,568,723.33 | 7,286,638.42 | 6.07 |
| SOC CARTOLARIZZ IMMOBILI PUB | 3.69 | 12/21/2005 | 5,500,000.00 | 4,964,600.09 | 5,436,826.56 | 3.68 |
| SOCIETA C C INPS SCCI | 3.90 | 1/31/2008 | 5,700,000.00 | 5,152,255.86 | 5,604,693.19 | 3.92 |
| SOCIETA DI CARTOLARIZ CREDIT | 3.71 | 12/6/2005 | 4,000,000.00 | 3,614,386.57 | 3,958,006.18 | 3.70 |
| SODEXHO ALLIANCE SA | 5.88 | 3/25/2009 | 8,730,000.00 | 7,989,883.59 | 8,650,850.35 | 5.86 |
| SOGERIM SA | 7.00 | 4/20/2011 | 9,950,000.00 | 9,111,794.92 | 10,101,530.33 | 6.81 |
| SOUTH AFRICA(REPUBLIC OF) | 13.50 | 9/15/2015 | 38,300,000.00 | 3,687,076.84 | 4,149,869.72 | 12.09 |
| SOUTH KOREA (REPUBLIC OF) | 7.17 | 4/10/2007 | 6,230,000,000.00 | 5,029,734.36 | 5,523,284.26 | 6.72 |
| SPAIN (KINGDON OF) | 4.50 | 7/30/2004 | 39,800,000.00 | 41,782,613.99 | 39,680,898.34 | 4.46 |
| SPAIN KINGDOM OF | 4.60 | 7/30/2003 | 22,320,000.00 | 19,586,381.25 | 22,253,207.31 | 4.56 |
| SPAIN KINGDOM OF | 5.50 | 7/30/2017 | 15,800,000.00 | 13,750,660.96 | 15,900,180.74 | 5.40 |
| SPINTAB AB | 5.75 | 6/15/2005 | 140,000,000.00 | 14,493,836.01 | 15,398,317.29 | 5.69 |
| STATENS BOSTADSFIN | 5.50 | 3/15/2006 | 80,000,000.00 | 8,483,542.18 | 8,730,791.74 | 5.48 |
| STH AFRICA REP | 13.00 | 8/31/2010 | 78,720,000.00 | 6,639,428.63 | 8,024,134.81 | 12.37 |
| STORA ENSO OYJ | 6.38 | 6/29/2007 | 5,500,000.00 | 4,951,436.76 | 5,675,017.04 | 6.10 |
| SUDZUCKER INTL FIN | 5.75 | 2/27/2012 | 2,200,000.00 | 1,922,068.16 | 2,204,389.01 | 5.67 |
| SWAFE BV | 3.63 | 2/2/2032 | 1,946,088.78 | 1,756,576.47 | 1,922,774.85 | 3.62 |
| SWEDEN (KINGDOM OF) | 8.00 | 8/15/2007 | 442,800,000.00 | 47,637,724.14 | 54,123,615.78 | 7.12 |
| SWEDEN KINGDOM OF | 5.25 | 3/15/2011 | 390,000,000.00 | 36,858,131.14 | 41,983,350.50 | 5.31 |
| SWEDEN KINGDOM OF | 5.00 | 1/15/2004 | 274,500,000.00 | 28,375,478.47 | 29,914,219.36 | 4.99 |
| SWEDEN KINGDOM OF | 5.00 | 1/28/2009 | 87,400,000.00 | 8,569,333.86 | 9,348,282.18 | 5.09 |
| SWEDEN KINGDOM OF | 3.50 | 4/20/2006 | 99,800,000.00 | 9,132,453.30 | 10,272,459.12 | 3.70 |
| SWEDEN(KINGDOM OF) | 6.75 | 5/5/2014 | 40,000,000.00 | 4,766,817.68 | 4,814,788.30 | 6.10 |
| SYNGENTA LUX FINANCE | 5.50 | 7/10/2006 | 2,800,000.00 | 2,572,459.29 | 2,802,682.39 | 5.43 |
| TESCO PLC | 0.70 | 9/20/2006 | 700,000,000.00 | 5,977,750.90 | 5,898,741.96 | 0.69 |
| TEXTRON INC | 5.63 | 3/14/2005 | 4,900,000.00 | 4,370,675.21 | 4,842,750.34 | 5.62 |
| TOYOTA MOTOR CREDIT CORP | 4.75 | 6/17/2005 | 11,400,000.00 | 5,106,408.72 | 5,791,712.50 | 9.23 |
| TOYOTA MOTOR CREDIT CORP | 0.75 | 6/9/2008 | 665,000,000.00 | 5,522,427.20 | 5,569,127.85 | 0.75 |
| TREASURY | 8.00 | 6/10/2003 | 34,400,000.00 | 53,292,210.56 | 54,202,997.08 | 7.74 |
| TREASURY | 8.50 | 12/7/2005 | 43,115,200.00 | 67,914,825.57 | 72,936,592.12 | 7.66 |
| TREASURY | 6.25 | 11/25/2010 | 12,400,000.00 | 19,544,531.25 | 20,430,431.73 | 5.78 |
| TREASURY | 5.00 | 3/7/2012 | 42,350,000.00 | 61,526,011.16 | 64,541,178.19 | 5.00 |
| TREUHANDANSTALT | 7.50 | 9/9/2004 | 22,500,000.00 | 22,090,646.32 | 23,803,739.15 | 7.00 |
| TYCO INTL GROUP SA | 6.13 | 4/4/2007 | 3,000,000.00 | 2,733,274.87 | 2,222,156.38 | 8.17 |
| U K CONVERSION LOAN | 9.00 | 7/12/2011 | 46,200,000.00 | 84,911,526.16 | 90,493,095.68 | 7.00 |
| U K TREASURY | 5.75 | 12/7/2009 | 21,230,000.00 | 32,412,429.60 | 33,739,454.51 | 5.52 |
| U K TREASURY LOAN | 9.00 | 10/13/2008 | 4,170,000.00 | 7,279,839.14 | 7,687,980.44 | 7.44 |
| U K TREASURY STOCK | 5.00 | 6/7/2004 | 2,420,000.00 | 3,472,688.79 | 3,710,200.16 | 4.97 |
| U K TREASURY STOCK | 8.00 | 6/7/2021 | 3,260,000.00 | 6,503,825.12 | 6,832,673.06 | 5.82 |
| U K TREASURY STOCK | 7.50 | 12/7/2006 | 19,629,000.00 | 30,760,353.59 | 32,837,723.82 | 6.83 |
| UK TREASURY STOCK | 6.00 | 12/7/2028 | 8,200,000.00 | 14,383,491.66 | 14,674,127.61 | 5.11 |
| UMC JAPAN | 0.00 | 3/26/2007 | 190,000,000.00 | 1,461,262.25 | 1,607,031.73 | 0.00 |
| UNICREDITO ITALIANO SPA | 6.00 | 3/16/2011 | 4,130,000.00 | 3,762,896.87 | 4,168,831.05 | 5.87 |
| UNICREDITO ITALIANO SPA | 6.10 | 2/28/2012 | 4,120,000.00 | 3,629,709.88 | 4,138,391.95 | 6.00 |
| UNIKREDIT REALKRED | 6.00 | 10/1/2032 | 81,903,175.00 | 9,512,755.86 | 10,567,720.27 | 6.18 |
| UNIKREDIT REALRED | 6.00 | 7/1/2029 | 47,295,253.00 | 5,668,118.54 | 6,165,242.77 | 6.12 |
| UNILEVER NV | 5.13 | 6/7/2006 | 9,000,000.00 | 7,836,850.98 | 9,039,732.16 | 5.04 |
| UPM KYMMENE CORP | 6.13 | 1/23/2012 | 6,400,000.00 | 5,587,688.19 | 6,386,220.66 | 6.06 |
| VICWEST CORP | 12.50 | 3/10/2007 | 124,750.00 | 66,953.37 | 73,821.66 | 13.89 |
| VOLKSWAGON FIN SERVICES NV | 5.38 | 1/25/2012 | 10,450,000.00 | 8,813,036.33 | 9,985,775.73 | 5.56 |
| WORLDCOM INC | 6.75 | 5/15/2008 | 2,880,000.00 | 2,684,032.06 | 313,155.52 | 0.00 |
| WPP GROUP PLC | 6.00 | 6/18/2008 | 3,740,000.00 | 3,232,739.60 | 3,710,339.45 | 5.97 |
| | | | | | |
| Total | $172,576,701,927.21 | $5,021,069,210.70 | $5,450,879,528.44 | |
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