FC 97/8 |
FAO Long Term |
ANNEX C-4 |
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FIXED INCOME - US DOLLAR |
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(As of 31 December 2000) |
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Unrealized |
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Shares |
Security Description |
Market Value |
Cost |
Gain/Loss |
540000 |
FHLMC DEB DTD 07/10/2000 7 07-15-2005 |
566,659.80 |
550,368.00 |
16291.8 |
100000 |
U.S. TREAS 6.25 NT DUE 02-28-2002 REG |
100,875.00 |
99,015.63 |
1859.37 |
159000 |
US T BOND 6.25% (WI) BDS 15/05/2030 |
177,383.58 |
171,820.00 |
5563.58 |
105000 |
US TREAS BDS 6.125 DUE 08-15-2029 REG |
114,204.30 |
107,165.63 |
7038.67 |
1259000 |
US TREAS BDS BD 5.25 DUE 02-15-2029 REG |
1,206,084.23 |
1,112,838.61 |
93245.62 |
375000 |
US TREAS NT 4.75 DUE 02-15-2004 REG |
370,428.75 |
356,132.81 |
14295.94 |
70000 |
US TREAS NTS DTD 00854 6 DUE 08-15-2009 REG |
73,861.20 |
70,275.54 |
3585.66 |
600000 |
US TREAS NTS DTD 00874 5.75 DUE 08-15-2010 REG |
628,782.00 |
612,812.50 |
15969.5 |
1705000 |
USA TREASURY BDS 6% 15/2/2026 USD1000 |
1,796,643.75 |
1,710,168.47 |
86475.28 |
125000 |
USA TREASURY BDS 7.875% 15/2/21 USD1000 |
159,062.50 |
149,384.77 |
9677.73 |
155000 |
USA TREASURY NTS 5.5% 31/12/2000 USD1000 |
155,000.00 |
154,690.16 |
309.84 |
74000 |
USA TREASURY NTS 7.25% 15/5/04 USD1000 |
78,729.34 |
74,896.10 |
3833.24 |
130000 |
USA TREASURY STRIP STRIP INT PMT 15/2/11 USD |
76,455.60 |
76,454.30 |
1.3 |
125000 |
AXA SA US$ SUB NT 8.6 DUE 12-15-2030 BEO |
127,143.75 |
124,643.75 |
2500 |
260000 |
ING CAP FUNDING TR GTD TR PRD VAR RATE PREP |
264,513.86 |
260,000.00 |
4513.86 |
275000 |
CITIGROUP INC SUB NT 7.25 DUE 10-01-2010BEO |
284,429.75 |
273,740.50 |
10689.25 |
105000 |
DUKE ENERGY FIELD SVCS LLC NT 7.875 DUE 08-16-2010 BEO |
111,777.75 |
104,878.20 |
6899.55 |
105000 |
ENERGY EAST CORP 8.08% NT 15/11/2010 |
107,468.55 |
104,942.25 |
2526.3 |
260000 |
FORD MTR CR CO 7.875 DUE 06-15-2010BEO |
268,481.76 |
259,183.60 |
9298.16 |
130000 |
KEYSPAN CORP 8% NOTES 15.11.2030 |
139,950.20 |
129,797.20 |
10153 |
500000 |
NEWS AMER HLDGS INC GTD SR 10.125 DEB DUE 10-15-2012 REG |
533,585.00 |
567,335.00 |
-33750 |
858022.71 |
DLJ MTG ACCEP CORP SER 1998-2 6.75 CTF DUE 06-19-2028 BEO |
847,297.43 |
861,709.52 |
-14412.09 |
950000 |
FED NATL MORT ASSC 6.625% BDS 15/11/10 USD1000 |
996,901.50 |
946,661.30 |
50240.2 |
395000 |
FED NATL MORT ASSC 6.625% NTS 15/10/2007 USD10 |
412,218.05 |
392,795.90 |
19422.15 |
636741.19 |
FHLMC GOLD POOL C00921 7.5 02-01-2030 |
646,489.70 |
623,906.88 |
22582.82 |
239966.88 |
FNMA POOL #535039 8 DUE 12-01-2029 REG |
245,889.26 |
243,678.88 |
2210.38 |
566312.66 |
FNMA POOL #535095 8 DUE 01-01-2030 REG |
580,289.26 |
578,258.32 |
2030.94 |
434726.87 |
GNMA, POOL # 780250 SERIES 2025 7.5% DUE 09-15-2025 |
442,334.59 |
440,670.48 |
1664.11 |
750000 |
DISCOVER CARD MASTER TR I 1998-7 CR CTF CL A 5.6 DUE 05-16-2006 BEO |
742,732.50 |
705,468.76 |
37263.74 |
325000 |
LB UBS 6.51% 2000-C5 A2 15.11.2010 |
326,768.33 |
326,459.90 |
308.43 |
Subtotal |
12,582,441.29 |
12,190,152.96 |
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Accrued Income |
190,496.65 |
190,496.65 |
||
Total |
12,772,937.94 |
12,380,649.61 |
392,288.33 |