| |
Verdi i tusen kroner |
| AAA Trust |
25 064 |
| Aames Mortgage Investment Trust |
86 302 |
| Abbott Laboratories |
92 618 |
| ABFS Mortgage Loan Trust |
24 399 |
| ABN Amro Mortgage Corp |
75 128 |
| ABSC NIMS Trust |
22 731 |
| Accredited Mortgage Loan Trust |
16 814 |
| ACE Ltd |
40 955 |
| ACE Securities Corp. |
11 088 |
| Adjustable Rate Mortgage Trust |
17 837 |
| Advanta Business Card Master Trust |
1 609 |
| Aegis Asset Backed Securities Trust |
8 055 |
| Aetna Inc |
8 578 |
| Aflac Inc |
57 425 |
| Air Products & Chemicals Inc |
41 090 |
| Albertson’s Inc. |
134 602 |
| Alcoa Inc |
71 263 |
| Alliant Energy Corp |
43 818 |
| Allied Waste Industries Inc |
7 787 |
| Allstate Corp |
340 670 |
| Alltel Corp |
146 994 |
| Altria Group Inc |
179 415 |
| AMBAC Financial Group Inc |
45 434 |
| Ameren Corp |
32 951 |
| American Airlines |
154 665 |
| American Eagle Northwest LLC |
3 899 |
| American Electric Power Co Inc |
205 144 |
| American Express Co |
527 116 |
| American Express Credit Account Master Trust |
3 976 |
| American Home Mortgage Investment Trust |
795 955 |
| American International Group Inc |
2 285 809 |
| Ameriprise Financial Inc |
112 486 |
| Ameriquest Mortgage Securities Inc. |
29 512 |
| AmerisourceBergen Corp |
27 329 |
| Amgen Inc |
167 214 |
| Amortizing Residential Collateral Trust |
27 714 |
| AmSouth Bancorporation |
86 052 |
| Anheuser-Busch Cos Inc |
133 988 |
| Apache Corp |
29 781 |
| AQ Finance NIM Trust |
47 710 |
| Arcap Reit Inc |
1 106 |
| Arch Coal Inc |
33 852 |
| Archer-Daniels-Midland Co |
258 061 |
| Archstone-Smith Trust |
49 921 |
| Arden Realty LP |
27 774 |
| Argent NIM Trust |
6 361 |
| Argent Securities Inc |
22 587 |
| ArvinMeritor Inc |
3 294 |
| Asset Backed Funding Certificates |
15 799 |
| Asset Backed Funding Corp |
54 126 |
| Asset Backed Securities Corp Home Equity Loan Trust |
1 818 |
| Assurant Inc |
161 013 |
| AT&T Corp |
920 087 |
| Atmos Energy Corp |
85 149 |
| Autozone Inc |
93 860 |
| Aviation Capital Group Trust |
20 319 |
| Avista Corp |
7 633 |
| Banc of America Commercial Mortgage Inc |
65 573 |
| Banc of America Large Loan |
20 039 |
| Banche Popolari Unite S.C.R.L. |
70 932 |
| Bank of America - First Union NB Commercial |
46 433 |
| Bank of America Alternative Loan Trust |
161 262 |
| Bank of America Corporation |
2 580 094 |
| Bank of America Funding Corp |
97 891 |
| Bank of America Mortgage Securities |
292 758 |
| Bank of New York Co Inc |
104 516 |
| Bank One Issuance Trust |
211 822 |
| Bankunited Trust |
196 354 |
| Baxter International Inc |
58 903 |
| Bay View Auto Trust |
2 071 |
| Bayview Commercial Asset Trust |
50 782 |
| Bayview Financial Acquisition Trust |
10 451 |
| Bayview Financial Asset Trust |
5 059 |
| BB&T Corp |
52 909 |
| BBVA Pyme Fondo De Titulizacion De Activos |
4 013 |
| Bear Stearns Adjustable Rate Mortgage Trust |
282 296 |
| Bear Stearns ALT-A Trust |
357 864 |
| Bear Stearns Asset Backed Securities Inc |
5 532 |
| Bear Stearns Asset Backed Securities NIM |
23 150 |
| Bear Stearns Commercial Mortgage Securities Inc |
61 708 |
| Bear Stearns Cos Inc |
1 063 246 |
| Beckman Coulter Inc |
83 146 |
| Bella Vista Mortgage Trust |
74 766 |
| BellSouth Corp |
537 700 |
| Berkshire Hathaway Inc |
539 334 |
| BMW Floorplan Master Owner Trust |
10 243 |
| Bosphorus Financial Serv |
21 883 |
| Boston Scientific Corp |
55 493 |
| Bowater Inc |
13 445 |
| BPL Consumer SRL |
8 069 |
| Brandywine Realty Trust |
29 351 |
| Bristol-Myers Squibb Co |
120 490 |
| Bunge Ltd Finance Corp |
92 905 |
| Burlington Northern Santa Fe Corp |
173 787 |
| Burlington Resources Inc |
179 336 |
| Cablevision Systems Corp |
8 809 |
| Cabot Corp |
34 656 |
| Caithness Coso Fund Corp |
15 751 |
| California State University |
10 041 |
| CAMPBELL SOUP |
96 016 |
| Capital Auto Receivables Asset |
6 606 |
| Capital One Bank |
436 910 |
| Capital One Multi-Asset Execution Trust |
47 092 |
| Cardinal Health Inc |
64 183 |
| Caremark Rx Inc |
28 046 |
| Cargill Inc |
143 574 |
| Carnival Corp |
139 218 |
| Carss Finance Limited Partnership |
1 822 |
| Caterpillar Inc |
298 046 |
| Cedant Mortgage Corp |
54 917 |
| Cendant Corp |
155 607 |
| Centerpoint Energy Inc |
51 110 |
| Centex Corp |
179 250 |
| Centex Home Equity |
8 454 |
| CenturyTel Inc |
93 315 |
| Chase Commercial Mortgage Securities Corp |
32 944 |
| Chase Credit Card Master Trust |
83 248 |
| Chase Funding Mortgage Loan Asset-Backed |
7 455 |
| Chase Funding Net Interest Margin |
4 299 |
| Chase Issuance Trust |
33 630 |
| Chase Mortgage Finance Corporation |
60 888 |
| Chaseflex Trust |
23 463 |
| Chesapeake Funding LLC |
4 365 |
| ChevronTexaco Corp |
301 381 |
| Cincinnati Financial Corp |
35 524 |
| Cinergy Corp |
14 118 |
| Cintas Corp |
34 011 |
| CIT Group Inc |
1 119 625 |
| Citibank Credit Card Issuance |
36 734 |
| Citicorp Mortgage Securities |
249 332 |
| Citigroup Commercial Mortgage Trust |
80 997 |
| Citigroup Inc |
2 986 965 |
| Citigroup Mortgage Loan Trust, Inc |
196 651 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust |
2 955 |
| City of Augusta |
18 374 |
| Clear Channel Communications Inc |
172 468 |
| Clorox Co |
35 470 |
| CNF Inc |
57 393 |
| CNH equipment trust |
2 481 |
| Coca-Cola Co |
36 198 |
| Coca-Cola Enterprises Inc |
196 717 |
| Colgate-Palmolive Co |
46 114 |
| Colonial Properties Trust |
56 018 |
| Comcast Corp |
1 124 430 |
| COMM |
142 703 |
| Commercial Mortgage Acceptance Corp |
69 771 |
| Computer Associates International Inc |
53 169 |
| ConAgra Foods Inc |
177 641 |
| ConocoPhillips |
287 794 |
| Conseco Finance Securitization |
408 |
| Constellation Brands Inc |
7 296 |
| Constellation Energy Group Inc. |
161 690 |
| Continental Airlines Inc |
107 587 |
| Core Invest Grade Trust |
91 677 |
| Corning Inc |
48 852 |
| Corrections Corp of America |
5 462 |
| Costco Wholesale Corp |
20 744 |
| Countryplace Manufactured Housing Contraprvt Placemt |
31 505 |
| Countrywide Alternative Loan Trust |
1 596 486 |
| Countrywide Financial Corp |
698 163 |
| Countrywide Home Equity Loan Trust |
2 652 |
| Countrywide Home Loans |
817 429 |
| Countrywide Partnership Trust NIM |
3 590 |
| Coventry Health Care Inc |
21 231 |
| COX Enterprises Inc |
465 907 |
| Credit Suisse First Boston Mortgage Securities Corp |
717 489 |
| Credit-Based Asset Servicing and Securitization |
75 988 |
| Crest Ltd |
1 510 |
| CRH America Inc |
65 826 |
| Crown Castle International Corp |
3 008 |
| Crusade Global Trust |
26 920 |
| CSX Corp |
175 998 |
| CVS CORP |
33 075 |
| Decora Industries Inc |
21 938 |
| Deere & Co |
362 060 |
| Delhaize America Inc |
64 748 |
| Deluxe Corp |
121 696 |
| Den amerikanske stat |
(37 584 423) |
| Dentsply International Inc |
104 470 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust |
343 387 |
| Deutsche Mortgage and Asset Receiving Corp |
677 |
| Developers Diversified Realty Corp |
104 728 |
| Devon Energy Corp |
344 480 |
| Diamond Offshore Drilling Inc |
16 996 |
| Discover Card Master Trust I |
41 268 |
| Distribution Financial Svcs Floorplan Mastert Trust |
21 820 |
| DLJ Commercial Mortgage Corp |
4 793 |
| Dominion Resources Inc |
575 335 |
| Donnelley (R.R.) & Sons Co |
133 235 |
| Dover Corp |
13 947 |
| Dow Chemical |
441 233 |
| DPL Inc |
47 810 |
| DR Horton Inc |
56 875 |
| DSLA Mortgage Loan Trust |
389 750 |
| DTE Energy Co |
102 756 |
| Duke Energy Corp |
499 311 |
| E.I. du Pont de Nemours & Co |
3 400 |
| Eastman Chemical Co |
63 580 |
| Ecolab Inc |
77 166 |
| Edison International |
138 512 |
| Education Funding Capital Trust I |
11 641 |
| Eli Lilly & Co |
60 978 |
| Emerson Electric Co |
47 536 |
| Encore Credit Recevables Trust |
7 742 |
| Energy Transfer Partners LP |
27 495 |
| Entergy Corp |
76 605 |
| Enterprice Rent A Car |
261 643 |
| Enterprise Products Partners LP |
194 673 |
| Entertainment Properties Trust |
50 698 |
| EOP Operating LP |
299 727 |
| Equifirst Mortgage Loan Trust |
4 291 |
| Equity One Abs, Inc. |
62 424 |
| ERP Operating LP |
128 502 |
| Estee Lauder Cos Inc |
84 000 |
| European Loan Conduit |
30 220 |
| European Prime Real Estate PLC |
17 195 |
| Exelon Corp |
290 151 |
| Farmers Insurance Exch |
89 357 |
| Federal Express Corp |
72 498 |
| Federal Home Loan Banks |
10 441 666 |
| Federal Home Loan Mortgage Corp |
25 898 500 |
| Federal National Mortgage Association |
22 398 156 |
| Federated Department Stores |
153 268 |
| FFCA Secured Lending Corp |
71 248 |
| Fidelity International Ltd |
180 386 |
| Fifth Third Bancorp |
80 627 |
| Finance America NIM Trust |
145 |
| First Data Corp |
32 677 |
| First Franklin MTG Loan Asset Backed Certificates |
192 865 |
| First Franklin NIM Trust |
32 882 |
| First Horizon Alterative Mortgage Securities |
45 660 |
| First Horizon Asset Securities INC |
238 124 |
| First National Master Note Trust |
29 744 |
| First Union National Bank Comm |
27 404 |
| First Union National Bank-Bank of America |
2 304 |
| First Union-Lehman Brothers-Bank of America |
9 122 |
| FirstEnergy Corp |
199 346 |
| Fleet Credit Card Master Trust |
42 176 |
| Flextronics International Ltd |
(41 256) |
| Ford Credit Auto Owner Trust |
1 069 |
| Ford Motor Co |
236 882 |
| Fortune Brands Inc |
112 783 |
| FPL Group Inc |
118 774 |
| Fremont NIM Trust |
15 307 |
| GE Business Loan Trust |
1 060 |
| GE Capital Commercial Mortgage |
99 845 |
| GE Corporate Aircraft Financing LLC |
12 063 |
| GE Dealer Floorplan Masrwe Note Trust |
18 624 |
| General Electric Co |
3 905 083 |
| General Growth Properties |
64 276 |
| General Mills Inc |
141 872 |
| General Motors Corp |
390 629 |
| Genworth Financial Inc |
115 715 |
| Georgia-Pacific Corp |
15 350 |
| G-Force CDO Ltd |
2 216 |
| G-force Llc |
39 008 |
| Global Mortgage Securitization Ltd |
44 046 |
| GMAC Commercial Mortgage Securities Inc |
49 288 |
| GMAC Mortgage Corporation Loan Trust |
55 547 |
| Golden State Securitization |
3 774 |
| Golden West Financial Corp |
80 414 |
| Goldman Sachs Group Inc |
2 434 158 |
| Government National Mortgage |
(414 786) |
| Granite Mortgages PLC |
130 001 |
| Green Tree Financial Corp |
35 147 |
| Greenpoint Manufactured Housing |
7 162 |
| Greenpoint Mortgage Funding Trust |
12 438 |
| Greenwich Capital Commercial Funding |
297 319 |
| GS Mortgage Securities Corp |
136 904 |
| GS Mortgage Securities Corp. |
182 998 |
| GSMPS Mortgage Loan Trust |
193 030 |
| GSR Mortgage Loan Trust |
514 229 |
| GSAA Home Equity Trust |
32 103 |
| Guggenheim Structured Real Estate Funding Ltd |
30 061 |
| H&R Block Inc. |
4 860 |
| Halliburton Co |
57 308 |
| Harborview Mortgage Loan Trust |
303 668 |
| Harley-Davidson Inc |
32 554 |
| Harrah’s Operating Company Inc. |
160 898 |
| Harsco Corp |
13 734 |
| Hasco NIM Trust |
30 908 |
| Health Net Inc |
42 992 |
| Healthcare Realty Trust Inc |
93 472 |
| Heller Financial Commercial Mortgage |
7 181 |
| Hewlett-Packard Company |
74 822 |
| High Income Trust Securities |
3 498 |
| Hilton Hotel Pool Trust |
24 906 |
| Hilton Hotels Corp |
54 877 |
| HJ Heinz Co |
156 505 |
| Holmes Financing PLC |
97 708 |
| Home Depot Inc |
46 230 |
| Home Equity Asset Trust |
118 578 |
| Homebanc Mortgage Trust |
192 833 |
| Homestar Mortgage Acceptance Corp |
10 638 |
| Hospira Inc |
42 099 |
| Household Credit Card Master Note Trust |
40 950 |
| Household Mortgage Loan Trust |
19 961 |
| HSI Asset Securitization Corporation Trust |
13 002 |
| Hubbell Inc |
36 349 |
| Hyundai Auto Receivables Trust |
1 272 |
| IBM CORP |
62 215 |
| Immeo Residential Finance PLC |
3 472 |
| Impac CMB Trust |
153 564 |
| Impac Secured Assets Corp |
30 978 |
| Indymac INDB Mortgage Loan Trust |
153 692 |
| Indymac Indx Mortgage Loan Trust |
573 105 |
| Indymac Loan Trust |
36 775 |
| Indymac Residential Asset Backed Trust |
3 483 |
| International Paper Company |
294 332 |
| iStar Financial Inc |
60 161 |
| J.C.Penney Master Credit Card |
11 327 |
| J.P. Morgan Chase & Co |
2 631 467 |
| J.P. Morgan Chase Commercial Mortgage Securities Corp |
577 712 |
| J.P. Morgan Commercial Mortgage Finance Corp |
63 138 |
| John Hancock Financial Services Inc |
67 617 |
| Johnson & Johnson |
86 134 |
| Johnson Controls Inc |
14 453 |
| Jones Apparel Group Inc |
125 742 |
| JP Morgan Morgage Trust |
497 850 |
| KB Home |
6 536 |
| Kellogg Co |
6 539 |
| Key Bank NA |
34 675 |
| Kinder Morgan Energy Partners LP |
354 179 |
| Kinder Morgan Inc |
353 438 |
| Kohl’s Corp |
6 915 |
| Kraft Foods Inc |
861 530 |
| Kroger Co |
350 631 |
| Laboratory Corp of America Holdings |
17 507 |
| LB-UBS Commercial Mortgage Tru |
76 648 |
| Lehman Brothers Floating Rate Commercial Mtg Trst |
69 232 |
| Lehman Brothers Holdings Inc |
1 730 033 |
| Lehman Mortgage Trust |
89 051 |
| Lehman XS Net Interest Margin Notes |
19 675 |
| Lennar corp |
67 535 |
| Liberty Media Corporation |
13 766 |
| Liberty Mutual Insurance |
63 739 |
| Limited Brands Inc |
69 334 |
| Liz Claiborne Inc |
35 934 |
| LNR CDO Ltd |
2 495 |
| Lombarda Lease Finance |
4 010 |
| Long Beach Asset Holdings Corporation NIM Trust |
44 577 |
| Long Beach Mortgage Loan Trust |
7 592 |
| Mach One Trust |
5 553 |
| Mack-Cali Realty Corp |
26 708 |
| Magellan Midstream Partners LP |
10 853 |
| Manor Care Inc |
71 606 |
| Manpower Inc |
103 436 |
| Marathon Oil Corporation |
153 073 |
| Marlin BV |
853 |
| Marriott International, Inc |
26 190 |
| Marriott Vacation Club Owner Trust |
1 914 |
| Marsh & McLennan Companies Inc |
218 321 |
| Marshall & Ilsley Corp |
231 363 |
| Masco Corp |
24 999 |
| Massmutual Global Funding |
58 261 |
| Mastr ABS NIM Trust |
5 592 |
| Mastr Adjustable Rate Mortgage Trust |
269 026 |
| Mastr Alternative Loans Trust |
49 951 |
| Mastr Asset Backed Securities Trust |
2 825 |
| Mastr Asset Securitization Trust |
309 738 |
| Mastr Reperforming Loan Trust |
21 865 |
| Mastr Specialized Loan Trust |
6 126 |
| MBNA America Bank NA |
416 820 |
| MBNA Credit Card Master Note Trust |
129 125 |
| McDonald’s Corp |
184 328 |
| McKesson Corp |
15 663 |
| MeadWestvaco Corp. |
49 805 |
| Medco Health Solutions Inc |
25 158 |
| Medtronic Inc |
47 375 |
| Mellon Financial Co. |
46 087 |
| Merck & Co. Inc |
138 615 |
| Merrill Auto Trust Securitization |
10 976 |
| Merrill Lynch & Co Inc |
1 363 973 |
| Merrill Lynch Mortgage Investors |
136 976 |
| Merrill Lynch Mortgage Trust |
15 171 |
| Metlife Inc |
565 934 |
| Mettris Master Trust |
1 598 |
| Mezz Cap Comercial Mortgage Trust |
62 509 |
| MGIC Investment Corp |
33 859 |
| MGM Mirage Inc |
15 016 |
| Mid-State Trust |
12 747 |
| Miller Brewing Co |
96 145 |
| MLCC Mortgage Iivestors Inc |
6 385 |
| MMCA Automobile Trust |
10 679 |
| Mohawk Industries Inc. |
34 825 |
| Molson Coors Brewing Co |
25 202 |
| Monumental Global Funding Ltd |
201 125 |
| Morgan Stanley |
1 756 908 |
| Morgan Stanley Abs Capital I |
13 832 |
| Morgan Stanley Auto Loan Trust |
132 |
| Morgan Stanley Capital I |
196 559 |
| Morgan Stanley Dean Witter Capital I |
9 |
| Morgan Stanley Mortgage Loan Trust |
177 762 |
| Mortgage Capital Funding Inc |
7 364 |
| Mortgageit Trust |
8 884 |
| Motorola Inc |
261 876 |
| MSDWCC HELOC Trust |
5 622 |
| Murphy Oil Corporation |
36 583 |
| National Archive |
182 238 |
| National City Bank |
128 699 |
| National Rural Utilities Cooperative Finance Corp |
213 533 |
| Nationslink Funding Corporation |
17 645 |
| Nationwide Health PPTYS |
16 800 |
| Nationwide Mutual Insurance Co |
94 203 |
| Navigator CDO Ltd |
2 192 |
| Navistar Financial Corp Owner Trust |
4 688 |
| Navistar International Corp |
(22 653) |
| Nelnet Student Loan Trust |
19 640 |
| New Century Home Equity Loan Trust |
11 575 |
| New Century Mortgage Corporation NIM |
3 193 |
| New York Life Insurance Co |
136 169 |
| New York State |
10 752 |
| Newcastle CDO Limited |
1 100 |
| Newmont Mining Corp |
74 774 |
| News Corp |
262 730 |
| Nextel Partners Inc |
52 671 |
| Nike Inc |
20 820 |
| Nisource Finance Corp |
65 579 |
| Nissan Master Owner Trust Receivables |
10 141 |
| Nomura Asset Acceptance Corp |
28 097 |
| Nomura Asset Securities Corp |
49 524 |
| Nordstrom Inc |
75 668 |
| Norfolk Southern Corp |
160 372 |
| Northstar Educational Finance Inc |
17 057 |
| Novastar Home Equity Loan |
48 563 |
| NovaStar NIM Trust |
2 969 |
| Nucor Corp |
51 071 |
| Nuveen Investments Inc |
24 168 |
| Oakwood Mortgage Investors Inc |
3 832 |
| Occidental Petroleum Corp |
136 072 |
| Oneok Inc |
29 460 |
| Opteum Mortgage Acceptance Corporation |
262 426 |
| Option One Mortgage Loan Trust |
11 965 |
| Option one mortgage securities corp |
6 162 |
| Oregon ST |
24 513 |
| Origen Manufactured Housing |
74 783 |
| Owens-Illinois Inc |
(36 774) |
| Pacific Gas & Electric Co |
388 660 |
| Pactiv Corp |
64 474 |
| Park Place Securities Inc. |
39 381 |
| Park Place Securities NIM Trust |
14 156 |
| People’s Choice net Interest Margin Note |
22 339 |
| Pepco Holdings Inc |
75 033 |
| PepsiAmericas Inc |
34 024 |
| PepsiCo Inc |
178 528 |
| Permanent Financing PLC |
218 426 |
| Pfizer Inc |
227 903 |
| Phoenix Cos Inc/The |
7 753 |
| Pilgrim’s Pride Corp |
7 403 |
| Pillar Funding PLC |
39 800 |
| Pitney Bowes Inc |
33 377 |
| PNC Financial Services Group Inc |
140 484 |
| PNC Mortgage Acceptance Corp |
30 329 |
| Polo Ralph Lauren |
96 552 |
| Popular ABS Mortgage Pass-Through Trust |
80 578 |
| Popular Na Inc |
145 757 |
| Power Contract Financing LLC |
15 006 |
| PPL CORP |
112 672 |
| Praxair Inc |
34 566 |
| Principal Life Insurance Co |
174 961 |
| Procter & Gamble Co |
235 961 |
| Progress Energy Inc |
418 633 |
| Progressive Corp |
36 613 |
| ProLogis |
34 383 |
| Protective Life Corp |
98 665 |
| Providian Gateway Master Trust |
71 263 |
| Prudential Financial Inc. |
640 511 |
| Public Service Company of New Mexico |
26 986 |
| Public Service Enterprise Group Inc |
328 519 |
| Public Service New Hamshire Funding Llc |
1 908 |
| Pulte Homes Inc |
174 502 |
| QFA Royalties LLC |
14 678 |
| Quebecor World Inc. |
30 472 |
| Quest Diagnostics Inc |
48 050 |
| Qwest Communications International |
7 847 |
| Reed Elsevier PLC |
37 166 |
| Regency Centers Lp |
34 076 |
| Regions Financial Corp |
103 324 |
| Reinsurance Group Of America |
20 750 |
| Renaissance Home Equity Loan Trust |
234 877 |
| Renaissance NIM Trust |
10 077 |
| Resi Finance Limited Partnership |
10 126 |
| Residental Asset Securities NIM Corp |
8 040 |
| Residential Accredit Loans Inc |
672 415 |
| Residential Asset Mortgage Products |
68 652 |
| Residential Asset Securities Corp |
133 085 |
| Residential Funding Mortgage Securities |
400 265 |
| Resix Finance Limited |
68 260 |
| RJ Reynolds Tobacco Holdings Inc |
69 599 |
| Rock-Tenn Co |
28 330 |
| Rohm & Haas Co |
41 790 |
| Sabre Holdings Corporation |
11 138 |
| Saco I Inc |
3 508 |
| Safeco Corp |
68 453 |
| Safeway Inc |
315 085 |
| Sail Net Interest Margin Notes |
82 674 |
| Salomon Brothers Mortgage Securities |
1 063 |
| Sara Lee Corp |
251 367 |
| Sarawak International Inc |
34 000 |
| Sasco Net Interest Margin Trust |
16 351 |
| Saxon Asset Securities Trust |
186 986 |
| Sb Finance Nim Trust |
124 638 |
| SBC Communications Inc. |
890 248 |
| SCANA Corporation |
73 540 |
| Schering-Plough Corp |
26 939 |
| Scholastic Corp |
8 888 |
| Science Applications International Corp. |
16 454 |
| SEACOR Holdings Inc |
73 440 |
| Sealed Air Corp |
100 513 |
| Sears Roebuck and Co |
1 008 464 |
| Securitized Asset Backed Receivables Llc |
1 196 |
| Sempra Energy |
69 542 |
| Sequoia Mortgage Funding Company |
283 |
| Sequoia Mortgage Trust |
5 331 |
| Sesi Llc |
4 660 |
| Sharps SP I LLC Net Interest Margin Trust |
33 911 |
| Simon Property Group LP |
349 748 |
| SLM Corp |
1 742 328 |
| SLM Student Loan Trust |
45 706 |
| Smith International Inc |
14 365 |
| Smithfield Foods Inc |
(17 760) |
| Southern Co |
190 302 |
| Southern Union Co |
2 562 |
| Sovereign Bancorp Inc |
13 312 |
| Specialty Underwriting & Residential Finance |
2 914 |
| St. Paul Travelers Cos. |
95 485 |
| Stancorp Financial Group Inc |
35 519 |
| Standard Pacific Corp |
67 987 |
| Stanley Works/The |
20 184 |
| Staples Inc |
15 434 |
| Starwood Hotels & Resorts Worldwide, Inc. |
37 771 |
| State of California |
5 708 |
| State of Illinois |
80 593 |
| State Street Bank & Trust Co |
171 921 |
| STRIPS |
1 134 |
| Structured Adjustable Rate Mortgage Loan Trust |
1 052 006 |
| Structured Asset Investment Loan Trust |
210 287 |
| Structured Asset Mortgage Investments Inc |
246 464 |
| Structured Assets Receivables Trust |
38 931 |
| Structures Asset Securities Corporation |
701 798 |
| Suntrust Banks, Inc |
300 216 |
| Synovus Financial Corp |
63 871 |
| Target Corp |
165 247 |
| TECO Energy Inc |
34 371 |
| Temple-Inland Inc |
19 142 |
| Tennessee Valley Authority |
351 644 |
| Tesoro Corp |
32 650 |
| Textron Financial Floorplan Master Note Trust |
12 819 |
| Textron Inc |
138 124 |
| The DIRECTV Group Inc |
24 893 |
| The Money Store Home Equity Trust |
21 693 |
| Thornburg Mortgage Securities Trust |
12 059 |
| Time Warner Inc |
928 194 |
| TIAA Commercial Real Estate Securities |
3 211 |
| TIAA Global Markets |
33 580 |
| Triad Auto Receivables Owner Trust |
290 |
| Triad Hospitals Inc |
(62 781) |
| Twin Reefs Pass-Through Trust |
12 226 |
| TXU Corp |
400 829 |
| Tyco International Ltd |
529 907 |
| Tyson Foods Inc. |
112 600 |
| U.S. Bancorp |
356 265 |
| Union Pacific Corp |
216 563 |
| UnionBanCal Corp |
33 801 |
| United Parcel Service Inc. |
40 503 |
| UnitedHealth Group Inc |
370 238 |
| Unitrin Inc |
20 027 |
| Univision Communications Inc |
42 409 |
| Ursus EPC |
11 108 |
| US Cellular Corp |
26 852 |
| Valero Energy Corp |
312 856 |
| Vanderbilt Mortgage Finance |
47 266 |
| Vendee Mortgage Trust |
900 |
| Ventas Inc. |
23 378 |
| Verizon Communications Inc |
1 420 978 |
| Viacom Inc |
190 173 |
| Vornado Realty |
102 401 |
| Wachovia Asset Securitization |
1 846 |
| Wachovia Bank Commercial Mortgage Trust |
313 702 |
| Wachovia Corp |
867 786 |
| Wal-mart Stores, Inc |
860 346 |
| Walt Disney Co |
264 463 |
| Washington Mutual |
1 440 103 |
| Washington Mutual Asset Securities Corp |
2 226 |
| Washington Mutual Inc |
647 696 |
| Washington Mutual Mortgage Securities Corp |
65 747 |
| WellPoint Inc |
225 284 |
| Wells Fargo & Co |
1 202 634 |
| Wells Fargo Home Equity Trust |
29 379 |
| Wells Fargo Mortgage Backed Securities Trust |
1 922 214 |
| Wendy’s International Inc |
14 590 |
| West Virginia Economic Dev Authority |
13 142 |
| Weyerhaeuser Co |
192 770 |
| WFS Financial Owner Trust |
2 115 |
| White Mountains Insurance Group Ltd |
82 899 |
| Wisconsin Energy Corp |
47 468 |
| WMALT Mortgage Pass-Through Certificates |
42 744 |
| World Omni Master Owner Trust |
14 732 |
| WYETH |
417 010 |
| Xerox Equipment Lease Owner Trust |
39 513 |
| XL Capital Ltd |
101 123 |
| XTO Energy Inc |
77 820 |
| Yum! Brands Inc |
166 154 |
| Zeneca Wilmington Inc |
69 673 |
| Zurich Finance (USA) Inc. |
850 344 |