PENSION FUNDCOMBINED

2

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4AT+T CORP 8.5 11/15/2031 001957BD0AT+T CORP 8.5 11/15/2031 001957BD0AT+T WIRELESS 8.125 5/1/2012 00209AAG1AT+T WIRELESS 8.125 5/1/2012 00209AAG1ACE CAP TR II 9.7 4/1/2030 00440FAA2ALASKA AIRLS INC 9.5 10/12/2010 011662AF0ALASKA AIRLS INC 9.5 10/12/2010 011662AG8ALASKA AIRLS INC 9.5 4/12/2012 011662AH6ALCAN INC 4.5 5/15/2013 013716AS4ALCOA INC 5.375 1/15/2013 013817AH4ALLTEL CORP 7 3/15/2016 020039AE3AMERADA HESS CORP 6.65 8/15/2011 023551AH7AMERICAN GEN FIN CORP MTN 4.5 11/15/2007 02635PSA2AMERITECH CAP FDG CORP 9.1 6/1/2016 030955AB4ANHEUSER BUSCH COS INC 4.375 1/15/2013 035229CP6ANHEUSER BUSCH COS INC 4.5 4/1/2018 035229CS0ARCHER DANIELS MIDLAND CO 6.75 12/15/2027 039483AN2ASHLAND OIL CO 8.8 11/15/2012 044540AH5ASHLAND OIL CO 8.8 11/15/2012 044540AH5AUTOZONE INC 5.875 10/15/2012 053332AC6AXA SA 8.6 12/15/2030 054536AA5BVPS II FUNDING CORP 8.89 6/1/2017 056037AD6BVPS II FUNDING CORP 8.68 6/1/2017 056037AF1BELLSOUTH CAP FDG CORP 7.875 2/15/2030 079857AH1BELLSOUTH TELECOMM INC 6.3 12/15/2015 079867AQ0BOEING CAP CORP 5.8 1/15/2013 097014AH7BOEING CO 8.75 9/15/2031 097023AE5BOEING CO 5.125 2/15/2013 097023AT2BOTTLING GROUP LLC 4.625 11/15/2012 10138MAA3BRITISH TELECOMMUNICATIONS PLC 8.875 12/15/2030 111021AE1BRITISH TELECOMMUNICATIONS PLC 8.875 12/15/2030 111021AE1BURLINGTON NORTHN RR CO 7.97 1/1/2015 121899DG0BURLINGTON NORTHN SANTA FE RY 6.74 9/24/2010 12189PAB8BURLINGTON NORTHN SANTA FE 8.125 4/15/2020 12189TAQ7BURLINGTON RES FIN CO 7.2 8/15/2031 12201PAB2CIT GROUP INC 6.875 11/1/2009 12560PCL3CSX CORP 7.9 5/1/2017 126408BL6CSX CORP 7.95 5/1/2027 126408BM4CSX CORP 6.25 10/15/2008 126408BR3CSX CORP MTNS BOOK ENTRY 6.8 12/1/2028 12641LBU6CALENERGY INC 7.63 10/15/2007 129466AG3CALENERGY CO INC 8.48 9/15/2028 129466AM0

3

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4CAMPBELL SOUP CO 5.875 10/1/2008 134429AN9CAMPBELL SOUP CO 5 12/3/2012 134429AR0CANADIAN NATL RY CO FING 7.195 1/2/2016 136380AB8CANADIAN PAC RY CO PASS THRU 7.65 1/13/2014 136454AB1CARGILL INC 8.89 3/31/2022 1417819G1CARGILL INC MEDIUM NTS 144A 7.41 6/18/2027 141784AM0CENDANT CORP 7.375 1/15/2013 151313AP8CENTEL CAPITAL CORP 9 10/15/2019 15133KAC7CENTURY TEL ENTERPRISES INC 6.875 1/15/2028 156686AM9CHESAPEAKE + POTOMAC TEL CO VA 7.875 1/15/2022 165087AN7CHESAPEAKE + POTOMAC TEL CO WV 8.4 10/15/2029 165123AM2CILCORP INC 9.375 10/15/2029 171794AF7CINCINNATI GAS + ELEC CO 6.9 6/1/2025 172070BT0CINGULAR WIRELESS LLC 6.5 12/15/2011 17248RAF3CITIGROUP INC 5.875 2/22/2033 172967BU4CITIZENS COMMUNICATIONS CO 9.25 5/15/2011 17453BAB7CITIZENS COMMUNICATIONS CO 7.625 8/15/2008 17453BAH4CLEAR CHANNEL COMMUNICATIONS 4.625 1/15/2008 184502AN2CLEAR CHANNEL COMMUNICATIONS 4.4 5/15/2011 184502AR3COCA COLA ENTERPRISES INC 8.5 2/1/2022 191219AP9COCA COLA ENTERPRISES INC 6.75 1/15/2038 191219BC7COCA COLA ENTERPRISES INC 6.75 1/15/2038 191219BC7COMCAST CABLE COMMUNICATIONS 8.875 5/1/2017 20029PAG4COMCAST CORP 6.5 1/15/2015 20030NAB7COMMERCIAL CR GROUP INC 10 12/1/2008 201615BQ3COMMERCIAL CR GROUP INC 10 5/15/2009 201615BS9COMMONWEALTH EDISON CO 7.625 4/15/2013 202795FJ4CONAGRA INC 9.75 3/1/2021 205887AC6CONAGRA INC 9.75 3/1/2021 205887AC6CONAGRA INC 7 10/1/2028 205887AR3CONNECTICUT NATIONAL BANK 9.57 6/15/2007 2076339X8CONNECTICUT NATL BK CSX 9.57 1/1/2004 2076339Z3CONOCO FDG CO 7.25 10/15/2031 20825UAC8COUNTRYWIDE FDG CORP MTN 6.25 4/15/2009 22237LHE5COUNTRYWIDE FDG CORP MTN 3.25 5/21/2008 22237LNR9COX COMMUNICATIONS INC 7.125 10/1/2012 224044BE6CREDIT SUISSE FIRST BOSTON USA 6.5 1/15/2012 22541LAC7DAIMLER CHRYSLER NORTL HLDG CO 7.2 9/1/2009 233835AA5DAIMLER CHRYSLER NA HLDG CORP 7.3 1/15/2012 233835AT4DEERE JOHN CAP CORP 7 3/15/2012 244217BG9DELPHI CORP 7.125 5/1/2029 247126AC9DELTA AIR LINES INC DE 10 1/2/2004 247361EM6

4

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4DELTA AIR LINES INC DE 10 1/2/2004 247361EP9DELTA AIR LINES INC DE 10.05 1/2/2005 247361EV6DELTA AIR LINES INC DE 10.05 1/2/2005 247361EX2DELTA AIR LINES INC DE 9.48 6/5/2006 247361WW4DELTA AIR LINES INC DE 9.48 6/5/2006 247361WX2DELTA AIR LINES INC DE 8.54 1/2/2007 247361XN3DELTA AIR LINES INC DE 8.54 1/2/2007 247361XP8DELTA AIR LINES INC 8.27 9/23/2007 247367AA3DELTA AIR LINES INC 9.32 1/2/2009 247367AG0DEUTSCHE TELEKOM INTL 8.5 6/15/2010 25156PAB9DEUTSCHE TELEKOM INTL FIN BV 8.75 6/15/2030 25156PAC7DEUTSCHE TELEKOM INTL FIN BV 8.75 6/15/2030 25156PAC7DEUTSCHE TELEKOM INTL FIN B V 9.25 6/1/2032 25156PAD5DEVON FING CORP U L C 7.875 9/30/2031 25179SAD2DIAGEO CAP PLC MTN 4.85 5/15/2018 25243EAF0DISNEY WALT CO NEW MTN BOOK 7 3/1/2032 25468PBW5DISNEY WALT CO NEW MTN BOOK 5.875 12/15/2017 25468PCB0DOMINION RES INC DEL 5.125 12/15/2009 257469AH9DOW CAP B V 9.2 6/1/2010 260540AB5DOW CAP B V 9.2 6/1/2010 260540AB5DOW CHEM CO 5.75 11/15/2009 260543BS1DU PONT E I DE NEMOURS + CO 6.875 10/15/2009 263534BJ7EOP OPERATIONS LP 6.75 2/15/2012 268766BW1EASTMAN CHEM CO 7 4/15/2012 277432AE0EMERSON ELEC CO 6 8/15/2032 291011AQ7EMERSON ELEC CO 4.625 10/15/2012 291011AR5FEDERAL EXPRESS CORP 11.13 12/26/2015 3133099K4FEDERAL EXPRESS CORP 10.7 3/11/2013 3133099L2FEDERAL EXPRESS CORP 10 3/11/2005 3133099M0FEDERAL EXPRESS TR 10.17 5/21/2008 3133149A6FEDERATED DEPT STORES INC DE 7.45 7/15/2017 31410HAH4FEDERATED DEPT STORES INC DEL 6.9 4/1/2029 31410HAQ4FIDELITY NATL FINL INC 7.3 8/15/2011 316326AC1FORD CAPITAL BV 9.5 6/1/2010 345220AB3FORD HLDGS INC 9.3 3/1/2030 345277AE7FORD MTR CO DEL 8.9 1/15/2032 345370BV1FORD MTR CO DEL 6.625 10/1/2028 345370BY5FORD MTR CO DEL 6.375 2/1/2029 345370BZ2FORD MTR CO DEL 7.45 7/16/2031 345370CA6FORD MTR CR CO 7.375 10/28/2009 345397SM6FORD MTR CR CO 7.875 6/15/2010 345397ST1FORD MTR CR CO 7.875 6/15/2010 345397ST1

5

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4FORD MTR CR CO 7.375 2/1/2011 345397TS2FRANCE TELECOM SA 10 3/1/2031 35177PAL1FRANCE TELECOM SA 9 3/1/2031 35177PAL1GTE CORP 8.75 11/1/2021 362320AT0GTE CORP 6.84 4/15/2018 362320AZ6GTE CORP 6.94 4/15/2028 362320BA0GTE FLA INC 6.86 2/1/2028 362333AH9GTE FLA INC 6.86 2/1/2028 362333AH9GTE SOUTH INC 7.5 3/15/2026 36233TAF6GENERAL ELEC CO 5 2/1/2013 369604AY9GENERAL ELEC CAP CORP MTN 4.625 9/15/2009 36962GZH0GENERAL ELEC CAP CORP MTN 5.45 1/15/2013 36962GZY3GENERAL MLS INC 6 2/15/2012 370334AS3GENERAL MTRS ACCEP CORP 6 4/1/2011 370424CF8GENERAL MTRS ACCEP CORP 6.875 9/15/2011 370425RX0GENERAL MTRS ACCEP CORP 8 11/1/2031 370425RZ5GENERAL MTRS ACCEP CORP 6.875 8/28/2012 370425SE1GENERAL MTRS ACCEP CORP 6.875 8/28/2012 370425SE1GENERAL MTRS CORP 9.4 7/15/2021 370442AN5GENERAL MTRS CORP 8.375 7/15/2033 370442BT1GENERAL MTRS CORP 8.25 7/15/2023 370442BW4GENERAL MTRS CORP 8.95 7/2/2009 37045GAB9GOLDMAN SACHS GROUP INC 6.6 1/15/2012 38141GBU7GOODRICH CORP 7.625 12/15/2012 382388AP1GULF STS UTILS CO 8.7 4/1/2024 402550CA3HSBC HLGS PLC 7.5 7/15/2009 404280AA7HANSON AUSTRALIA FDG LTD 5.25 3/15/2013 411336AA8HEWLETT PACKARD CO 6.5 7/1/2012 428236AG8HOMER CITY FDG LLC 8.734 10/1/2026 437410AB9HONEYWELL INTL INC 7.5 3/1/2010 438516AK2HOUSEHOLD FIN CORP 6.75 5/15/2011 441812JV7HOUSEHOLD FIN CORP 7 5/15/2012 441812JY1HOUSEHOLD FIN CORP 6.375 11/27/2012 441812KA1HOUSEHOLD FIN CORP 6.375 11/27/2012 441812KA1HOUSTON LTG + PWR CO 9.15 3/15/2021 442164BL2IEC FDG CORP 9.77 12/30/2010 44949TAH1INDIANTOWN COGENERATION LP 9.26 12/15/2010 455665AJ8INTERNATIONAL BUSINESS MACHS 5.875 11/29/2032 459200BB6INTERNATIONAL LEASE FIN CORP 6.375 3/15/2009 459745EZ4INTERNATIONAL LEASE FIN CORP 5.875 5/1/2013 459745FG5INTERNATIONAL PAPER CO 5.85 10/30/2012 460146BQ5K N ENERGY INC 7.25 3/1/2028 482620AW1

6

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4K N ENERGY INC 7.25 3/1/2028 482620AW1KELLOGG CO 7.45 4/1/2031 487836AT5KERR MCGEE CORP 7 11/1/2011 492386AD9KERR MCGEE CORP 7.125 10/15/2027 492386AK3KINCAID GENERATION L L C 7.33 6/15/2020 494492AA9KOHLS CORP 6 1/15/2033 500255AN4KRAFT FOODS INC 6.5 11/1/2031 50075NAC8KRAFT FOODS INC 6.25 6/1/2012 50075NAH7KROGER CO 6.75 4/15/2012 501044CC3LS PWR FDG CORP 8.08 12/30/2016 501900AD6LEHMAN BROTHERS HLDGS INC 8.5 8/1/2015 524908BF6LEHMAN ABS CORP 7.766 6/30/2017 525170AF3LEHMAN ABS CORP 7.766 6/30/2017 525170AH9LEHMAN ABS CORP 7.766 1/31/2012 525170AK2LEHMAN ABS CORP 7.766 6/30/2017 525170AM8LEHMAN ABS CORP 7.766 7/1/2017 525170AP1LEHMAN ABS CORP 7.766 6/30/2017 525170AR7LEHMAN ABS CORP 7.766 7/1/2017 525170AT3LEHMAN ABS CORP 7.766 6/30/2017 525170AV8LIBERTY MEDIA CORP 8.25 2/1/2030 530715AJ0LIBERTY MEDIA CORP NEW 5.7 5/15/2013 530718AC9LIBERTY MEDIA CORP NEW 5.7 5/15/2013 530718AC9LITTON INDS INC 6.75 4/15/2018 538021AK2LITTON INDS INC 8 10/15/2009 538021AM8LOCKHEED MARTIN CORP 7.65 5/1/2016 539830AE9LOCKHEED MARTIN CORP 8.5 12/1/2029 539830AK5LOCKHEED MARTIN CORP 8.5 12/1/2029 539830AK5LORAL CORP 8.375 1/15/2023 543859AG7LORAL CORP 7 9/15/2023 543859AH5LORAL CORP 8.375 6/15/2024 543859AK8MBNA CORP SR MTN 7.5 3/15/2012 55263ECE3MARATHON GLOBAL FDG CORP 6 7/1/2012 565805AA6MAY DEPT STORES CO 10.625 11/1/2010 577778AP8MAY DEPT STORES CO 9.75 2/15/2021 577778AS2MAY DEPT STORES CO 9.5 4/15/2021 577778AT0MCDONALDS CORP 6.375 1/8/2028 580135BY6MEADWESTVACO CORP 6.85 4/1/2012 583334AA5MERCK + CO INC 4.375 2/15/2013 589331AH0MIRAGE RESORTS INC 7.25 8/1/2017 60462EAE4NABISCO INC 7.55 6/15/2015 629527AU6NATIONAL RURAL UTILS COOP FIN 3.875 2/15/2008 637432CY9NATIONAL WESTMINSTER BK PLC 7.375 10/1/2009 638539AH9

7

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4NEW ENGLAND TEL + TELEG CO 7.875 11/15/2029 644239AY1NEW JERSEY BELL TEL CO 7.85 11/15/2029 645767AW4NEW JERSEY BELL TEL CO 8 6/1/2022 645767AY0NEWELL RUBBERMAID INC 4 5/1/2010 651229AE6NEWS AMER HLDGS INC 9.5 7/15/2024 652478AV0NEWS AMER HLDGS INC 8.45 8/1/2034 652478AW8NEWS AMER HLDGS INC 8 10/17/2016 652478BX5NEWS AMER INC 6.75 1/9/2038 652482AS9NORANDA INC 7.25 7/15/2012 655422AS2NORFOLK SOUTHN CORP 7.7 5/15/2017 655844AE8NORFOLK SOUTHN CORP 7.7 5/15/2017 655844AE8NORFOLK SOUTHN CORP 7.25 2/15/2031 655844AQ1NORTHEAST UTILS 8.38 3/1/2005 664397AB2NORTHROP GRUMMAN CORP 7.75 3/1/2016 666807AP7NORTHROP GRUMMAN CORP 7.75 3/1/2016 666807AP7NORTHROP GRUMMAN CORP 7.125 2/15/2011 666807AT9OCCIDENTAL PETE CORP 7.375 11/15/2008 674599BQ7OCCIDENTAL PETE CORP 6.75 1/15/2012 674599BV6OCCIDENTAL PETE CORP MTN 8.75 1/15/2023 67461FED5OHIO EDISON CO 5.45 5/1/2015 677347CA2OKLAHOMA GAS + ELEC CO 6.5 7/15/2017 678858BB6ONCOR ELEC DELIVERY CO 7 5/1/2032 68233DAT4PVNGS II FDG CORP INC 8 12/30/2015 693659AC8PNPP II FUNDING CORP 8.51 11/30/2006 693927AB1PNPP II FUNDING CORP 9.12 5/30/2016 693927AC9PHARMACIA CORP 6.5 12/1/2018 71713UAQ5PHILLIPS PETE CO 7 3/30/2029 718507BK1PHILLIPS PETE CO 8.75 5/25/2010 718507BQ8POTASH CORP SASK INC 4.875 3/1/2013 73755LAC1PRINCIPAL LIFE GLOBAL 5.25 1/15/2013 7425A0A59PROGRESS ENERGY INC 5.85 10/30/2008 743263AF2PUBLIC SVC ELEC + GAS CO 9.25 6/1/2021 744567CN6RGS AEGCO FDG CORP 9.81 12/7/2022 74955DAA9RGS I + M FDG CORP 9.81 12/7/2022 74955EAA7RAYTHEON CO 6.75 8/15/2007 755111AE1RAYTHEON CO 7.2 8/15/2027 755111AF8RAYTHEON CO 6.75 3/15/2018 755111AJ0REPUBLIC SVCS INC 7.125 5/15/2009 760759AA8ROHM + HAAS CO 7.85 7/15/2029 775371AU1ROYAL KPN NV 8.375 10/1/2030 780641AH9ROYAL KPN NV 8.375 10/1/2030 780641AH9SBC COMMUNICATIONS CAP CORP 7 10/1/2012 78387QAB7

8

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4SABRE HOLDINGS 7.35 8/1/2011 785905AA8SAFEWAY INC 5.8 8/15/2012 786514BF5SEARS ROEBUCK ACCEP CORP 7 2/1/2011 812404BG5SEARS ROEBUCK ACCEP CORP 6.75 8/15/2011 812404BH3SELKIRK COGEN FDG CORP 8.98 6/26/2012 816391AD8SITHE INDEPENDENCE FDG CORP 9 12/30/2013 829809AF9SOUTH CAROLINA ELEC + GAS CO 7.125 6/15/2013 837004BC3SOUTH CAROLINA ELEC + GAS CO 5.3 5/15/2033 837004BX7SOUTHERN UN CO NEW 7.6 2/1/2024 844030AA4SOUTHERN UN CO NEW 8.25 11/15/2029 844030AC0SOUTHWEST AIRLS CO 9.15 7/1/2016 844741AM0SOUTHWEST AIRLS CO 7.22 7/1/2013 844741AR9SPRINT CAP CORP 6.875 11/15/2028 852060AD4SPRINT CAP CORP 6.875 11/15/2028 852060AD4SPRINT CAP CORP 6.9 5/1/2019 852060AG7SPRINT CAP CORP 8.75 3/15/2032 852060AT9SPRINT CORP 9.25 4/15/2022 852061AA8STAPLES INC 7.375 10/1/2012 855030AH5SUN INC 9.375 6/1/2016 866762AE7TCI COMMUNICATIONS INC 8.75 8/1/2015 872287AC1TCI COMMUNICATIONS INC 8.75 8/1/2015 872287AC1TALISMAN ENERGY 7.25 10/15/2027 87425EAE3TARGET CORP 5.875 3/1/2012 87612EAH9TELE COMMUNICATIONS INC 7.875 8/1/2013 879240AX7TELEFONICA EUROPE BV 7.75 9/15/2010 879385AC6TELEFONICA EUROPE BV 8.25 9/15/2030 879385AD4TENET HEALTHCARE CORP 6.375 12/1/2011 88033GAT7TEXACO CAP INC 8.625 11/15/2031 881685AX9TIME WARNER INC 9.125 1/15/2013 887315AK5TIME WARNER INC 9.125 1/15/2013 887315AK5TIME WARNER INC 9.15 2/1/2023 887315AM1TIME WARNER INC 6.875 6/15/2018 887315AY5TRANSAMERICA FIN CORP 6.4 9/15/2008 893502CX0TRANSCANADA PIPELINES LTD 9.875 1/1/2021 893526BY8TRANSCANADA PIPELINES LTD 7.7 6/15/2029 89352LAG5TURNER BROADCASTING SYS INC 8.4 2/1/2024 900262AV8TYCO INTL GROUP 6.375 6/15/2005 902118AB4TYCO INTL GROUP S A 6.75 2/15/2011 902118AY4TYSON FOODS INC 7 5/1/2018 902494AF0TYSON FOODS INC 7 5/1/2018 902494AF0TYSON FOODS INC 8.25 10/1/2011 902494AM5USX MARATHON GROUP 9.125 1/15/2013 902905AM0

9

INTERNAL BONDS - CORPORATEHoldings as of December 30, 1899

ISSUER COUPON MATURITY CUSIPAEP TX NORTH CO 5.5 3/1/2013 0010EQAA4USA WASTE SVCS INC 7 7/15/2028 902917AH6U S BK NATL ASN MINNEAPOLIS MN 6.3 2/4/2014 90333WAB4UNILEVER CAPITAL 7.125 11/1/2010 904764AG2UNION OIL CO CA 7 5/1/2028 907770BD2UNION OIL CO CA 7.5 2/15/2029 907770BE0UNION PAC CORP 7 2/1/2016 907818AZ1UNION PAC CORP 7.125 2/1/2028 907818BY3UNION PAC RES CO 12.05 12/31/2003 9078279B7UNION PAC RR CO PASS THRU TR 6.91 8/27/2017 907833AD9UNION PAC RES GROUP INC 7.15 5/15/2028 907834AG0UNITED TECHNOLOGIES CORP 6.1 5/15/2012 913017BF5VALERO ENERGY CORP NEW 7.5 4/15/2032 91913YAE0VIACOM INC 7.625 1/15/2016 925524AF7VIACOM INC 6.625 5/15/2011 925524AQ3VIACOM INC 5.625 8/15/2012 925524AT7VIACOM INC 5.625 8/15/2012 925524AT7VODAFONE GROUP PLC NEW 3.95 1/30/2008 92857WAC4WACHOVIA CORP NEW 5.625 12/15/2008 929771AL7WAL MART STORES INC 7.55 2/15/2030 931142BF9WASHINGTON MUT INC 8.25 4/1/2010 939322AE3WASHINGTON MUT BK CHATSWORTH 5.5 1/15/2013 93933VAS7WASTE MGMT INC 7.65 3/15/2011 941063AF6WASTE MGMT INC DEL 7.375 5/15/2029 94106LAG4WELLS FARGO + CO NEW 5.125 9/1/2012 949746CL3WESTINGHOUSE ELEC CORP 8.625 8/1/2012 960402AQ8WESTINGHOUSE ELEC CORP 7.875 9/1/2023 960402AS4WEYERHAEUSER CO 6.75 3/15/2012 962166BP8WINDSOR PETE TRANS CORP 7.84 1/15/2021 973735AY9WYETH 4.125 3/1/2008 983024AB6

Pension FundINTERNAL BONDS - HIGH YIELD CORPORATEHoldings as of December 30, 1899

DESCRIPTION COUPON MATURITY CUSIPAES EASTN ENERGY LP 9 1/2/2017 00104BAC4AES EASTN ENERGY LP 9.67 1/2/2029 00104BAF7AMERICAN AIRLS 8.97 3/29/2008 02378EAA7COASTAL CORP 10.75 10/1/2010 190441AK1DUTY FREE INTL INC 7 1/15/2004 267084AB7EDISON MISSION ENERGY 9.875 4/15/2011 281023AG6EL PASO CORP 7.875 6/15/2012 28336LAD1EL PASO ENERGY 7.8 8/1/2031 28368EAD8EL PASO ENERGY CORP MTN 7.75 1/15/2032 28368EAE6HUMAN GENOME SCIENCES INC 5 2/1/2007 444903AF5LEHMAN ABS CORP 9.418 1/1/2020 525170AD8LEVI STRAUSS + CO NEW 7 11/1/2006 52736RAF9MIDWEST GENERATION LLC 8.56 1/2/2016 59832WAF6MIRANT MID ATLANTIC LLC 10.06 12/30/2028 60467MAC5MIRANT AMERICAS GENERATION LLC 8.3 5/1/2011 60467PAH7MIRANT AMERICAS GENERATION LLC 8.5 10/1/2021 60467PAQ7MOUNTAIN STS TEL + TELEG CO 6 8/1/2007 624284AJ4MOUNTAIN STS TEL + TELEG CO 7.375 5/1/2030 624284BD6NRG ENERGY SOUTH CENTRAL 9.479 9/15/2024 62937MAF6OGDEN CORP 9.25 3/1/2022 676346AF6PDVSA FIN LTD 7.4 8/15/2016 693300AJ4PDVSA FIN LTD 7.5 11/15/2028 693300AK1PDVSA FIN LTD 9.95 2/15/2020 693300AT2PG + E NATL ENERGY GROUP INC 10.375 5/16/2011 69334TAC2PETROLEUM GEO SVCS A/S 7.125 3/30/2028 716597AC3PETROLEUM GEO SVCS ASA 8.15 7/15/2029 716597BE8RELIANT ENERGY MID ATLANTIC 9.681 7/2/2026 75952AAJ6ROYAL CARIBBEAN CRUISES LTD 7.5 10/15/2027 780153AG7SONAT INC 6.75 10/1/2007 835415AF7SONAT INC 7.625 7/15/2011 835415AJ9UNITED AIR LINES INC 9.76 5/13/2006 909279AK7UNITED AIR LINES 1991 A PTH TR 9.2 3/22/2008 909283AA1UNITED AIR LINES 1992 A 8.7 10/7/2008 909284AA9UNITED AIR LINES 8.25 4/26/2008 909285AA6UNITED AIR LINES 8.39 1/21/2011 909286AC0UNITED AIRLS 1993 B PTHRU TR 8.31 3/26/2009 90928RAA8UNITED AIRLS 1993 C PTHRU TR 8.31 6/17/2009 90928TAB2UNITED AIRLS PASS THRU TRS 9.02 4/19/2012 909317AF6U S WEST CAP FDG INC 6.875 7/15/2028 912912AQ5UNOVA INC 7 3/15/2008 91529BAA4WESTLAKE CHEM CORP 8.51 3/31/2005 9609909D3WILMINGTON TRUST UAL 8.9 3/3/2013 9719909B4

11

Pension FundINTERNAL BONDS - SOVEREIGNHoldings as of December 30, 1899

DESCRIPTION COUPON MATURITY CUSIPBANQUE CENTRALE DE TUNISIE 7.375 4/25/2012 066716AF8BARBADOS GOVT 7.25 12/15/2021 067070AC6BRITISH COLUMBIA PROV CDA 6.5 1/15/2026 110709DL3BRITISH COLUMBIA PROV CDA 4.3 5/30/2013 110709FH0CHILE REP 7.125 1/11/2012 168863AP3CHILE REP 5.5 1/15/2013 168863AS7FINANCEMENT QUE 5 10/25/2012 317385AF9HYDRO QUEBEC 8.25 1/15/2027 448814CT8HYDRO QUEBEC 9.375 4/15/2030 448814DF7HYDRO QUEBEC 8.4 1/15/2022 448814DX8HYDRO QUEBEC 8 2/1/2013 448814ED1HYDRO QUEBEC 8.05 7/7/2024 448814EJ8HYDRO QUEBEC 7.5 4/1/2016 448814EK5ISRAEL ST 4.625 6/15/2013 46513EFD9ITALY REP 6.875 9/27/2023 465410AH1ITALY REP 5.625 6/15/2012 465410BA5ITALY REP 4.375 6/15/2013 465410BF4ITALY REP 5.375 6/15/2033 465410BG2KOREA REP 4.25 6/1/2013 50064FAC8LOMBARDY REGION 5.804 10/25/2032 541624AA0MALAYSIA 7.5 7/15/2011 560904AF1MEXICO UNITED MEXICAN STS 11.5 5/15/2026 593048AX9MEXICO UNITED MEXICAN STS 11.375 9/15/2016 593048BA8MEXICO UNITED MEXICAN STS 8.125 12/30/2019 593048BN0NEWFOUNDLAND PROV CDA 9 6/1/2019 651333DK9ONTARIO HYDRO 7.45 3/31/2013 683078FY0POLAND REP 6.25 7/3/2012 731011AM4QUEBEC PROV CDA 7.5 9/15/2029 748148QR7SOUTH AFRICA REP 8.5 6/23/2017 836205AD6SOUTH AFRICA REP 7.375 4/25/2012 836205AG9TRINIDAD + TOBAGO 9.75 7/1/2020 896292AF6UNITED MEXICAN STS 8.375 1/14/2011 91086QAF5UNITED MEXICAN STS MTN 8.3 8/15/2031 91086QAG3UNITED MEXICAN STS MTN 7.5 1/14/2012 91086QAH1UNITED MEXICAN STS MTN 8 9/24/2022 91086QAJ7UNITED MEXICAN STATES 6.375 1/16/2013 91086QAK4UNITED STATES TREAS NTS 3.875 2/15/2013 912828AU4UNITED STATES TREAS NTS 3.625 5/15/2013 912828BA7

12

Pension FundINTERNAL BONDS - GOVERNMENTHoldings as of December 30, 1899

DESCRIPTION COUPON MATURITY CUSIPFEDERAL HOME LN MTG CORP 4.75 10/11/2012 3128X0BD0FEDERAL HOME LN MTG CORP 4.75 5/6/2013 3128X1BL0FEDERAL HOME LN BKS 5.75 5/15/2012 3133MNVV0FEDERAL HOME LN MTG CORP 0 12/11/2025 3134A2HG6FEDERAL HOME LOAN MTG CORP 5.875 3/21/2011 3134A4EW0FEDERAL HOME LN MTG CORP 6 6/15/2011 3134A4FM1FEDERAL HOME LN MTG CORP 6.25 7/15/2032 3134A4KX1FEDERAL NATL MTG ASSN 0 10/9/2019 313586RC5FEDERAL NATL MTG ASSN 6.25 5/15/2029 31359MEU3FEDERAL NATL MTG ASSN 7.25 1/15/2010 31359MFG3FEDERAL NATL MTG ASSN 6.625 11/15/2030 31359MGK3FEDERAL NATL MTG ASSN 5.5 3/15/2011 31359MHK2FEDERAL NATL MTG ASSN 5.25 8/1/2012 31359MNU3FEDERAL NATL MTG ASSN 4.375 9/15/2012 31359MPF4FEDERAL NATL MTG ASSN 4.375 9/15/2012 31359MPF4FINANCING CORP 9.8 4/6/2018 317705AE1RURAL ELEC COOP GRANTOR TR CTF 8.67 9/15/2018 781681AT8SSGA FDS 0.833295 12/30/2030 81799C9A8SSGA FDS 0.833295 12/30/2030 81799C9A8TENNESSEE VALLEY AUTH 8.25 4/15/2042 880591BL5TENNESSEE VALLEY AUTH 7.25 7/15/2043 880591BW1TENNESSEE VALLEY AUTH 6.875 12/15/2043 880591BY7TENNESSEE VALLEY AUTH 4.7 7/15/2033 880591DV1TUNISIA REP 9.8 12/31/2014 899768AB1UNITED STATES TRES BD STRP P+I 0 11/15/2009 912800AA7UNITED STATES TRES BD STRP P+I 0 5/15/2011 912800AM1UNITED STATES TRES BD STRP PRN 0 2/15/2006 912803AJ2UNITED STATES TRES BD STRP PRN 0 5/15/2017 912803AL7UNITED STATES TRES BD STRP PRN 0 8/15/2020 912803AU7UNITED STATES TRES BD STRP PRN 0 5/15/2021 912803AW3UNITED STATES TRES BD STRP PRN 0 11/15/2021 912803AY9UNITED STATES TRES BD STRP PRN 0 5/15/2030 912803CH4UNITED STATES TREAS BDS 11.75 2/15/2010 912810CM8UNITED STATES TREAS BDS 12.75 11/15/2010 912810CS5UNITED STATES TREAS BDS 13.875 5/15/2011 912810CV8UNITED STATES TREAS BDS 14 11/15/2011 912810CY2UNITED STATES TREAS BDS 10.375 11/15/2012 912810DB1UNITED STATES TREAS BDS 11.25 2/15/2015 912810DP0UNITED STATES TREAS BDS 10.625 8/15/2015 912810DS4UNITED STATES TREAS BDS 9.875 11/15/2015 912810DT2UNITED STATES TREAS BDS 9.25 2/15/2016 912810DV7UNITED STATES TREAS BDS 9.25 2/15/2016 912810DV7UNITED STATES TREAS BDS 9.125 5/15/2018 912810EA2

13

Pension FundINTERNAL BONDS - GOVERNMENTHoldings as of December 30, 1899

DESCRIPTION COUPON MATURITY CUSIPFEDERAL HOME LN MTG CORP 4.75 10/11/2012 3128X0BD0UNITED STATES TREAS BDS 8.875 2/15/2019 912810EC8UNITED STATES TREAS BDS 8.125 8/15/2019 912810ED6UNITED STATES TREAS BDS 8.125 8/15/2019 912810ED6UNITED STATES TREAS BDS 8.75 8/15/2020 912810EG9UNITED STATES TREAS BDS 7.875 2/15/2021 912810EH7UNITED STATES TREAS BDS 8 11/15/2021 912810EL8UNITED STATES TREAS BDS 7.125 2/15/2023 912810EP9UNITED STATES TREAS BDS 6.875 8/15/2025 912810EV6UNITED STATES TREAS BDS 6.625 2/15/2027 912810EZ7UNITED STATES TREAS BDS 6.375 8/15/2027 912810FA1UNITED STATES TREAS BDS 6.375 8/15/2027 912810FA1UNITED STATES TREAS BDS 5.5 8/15/2028 912810FE3UNITED STATES TREAS BDS 5.25 11/15/2028 912810FF0UNITED STATES TREAS BDS 5.25 2/15/2029 912810FG8UNITED STATES TREAS BDS 6.125 8/15/2029 912810FJ2UNITED STATES TREAS BDS 6.125 8/15/2029 912810FJ2UNITED STATES TREAS BDS 5.375 2/15/2031 912810FP8UNITED STATES TREAS BDS 5.375 2/15/2031 912810FP8UNITED STATES TREAS NTS 5 2/15/2011 9128276T4UNITED STATES TREAS NTS 5 2/15/2011 9128276T4UNITED STATES TREAS NTS 4.875 2/15/2012 9128277L0UNITED STATES TREAS NTS 4.875 2/15/2012 9128277L0UNITED STATES TREAS NTS 7 7/15/2006 912827Y55UNITED STATES TREAS NTS 4.375 8/15/2012 912828AJ9UNITED STATES TREAS NTS 4 11/15/2012 912828AP5UNITED STATES TREAS NTS 4 11/15/2012 912828AP5UNITED STATES TREAS NTS 3 2/15/2008 912828AT7UNITED STATES TREAS NTS 3.875 2/15/2013 912828AU4UNITED STATES TREAS NTS 3.875 2/15/2013 912828AU4UNITED STATES TREAS NTS 1.625 4/30/2005 912828AX8UNITED STATES TREAS NTS 2 5/15/2006 912828AY6UNITED STATES TREAS NTS 2 5/15/2006 912828AY6UNITED STATES TREAS NTS 2.625 5/15/2008 912828AZ3UNITED STATES TREAS NTS 2.625 5/15/2008 912828AZ3UNITED STATES TREAS NTS 3.625 5/15/2013 912828BA7UNITED STATES TREAS NTS 1.25 5/31/2005 912828BB5UNITED STATES TRES SC STRP INT 0 2/15/2009 912833CV0UNITED STATES TRES SC STRP INT 0 2/15/2010 912833CX6UNITED STATES TRES SC STRP INT 0 5/15/2007 912833GA2UNITED STATES TRES SC STRP INT 0 5/15/2010 912833JU5UNITED STATES TRES SC STRP INT 0 5/15/2013 912833KA7

Pension FundINTERNAL BONDS - CMO, CMBS & ABSHoldings as ofDecember 30, 1899

DESCRIPTION COUPON MATURITY CUSIPABFC_02-SB1 3.538 3/25/2018 04542BAL6ABFC_02-WF1 3.500 9/25/2004 04542BAF9ABFC_02-WF2 6.000 3/25/2005 04542BBU5ABSHE_02-HE3 5.000 4/15/2005 04541GCQ3ACE_02-HE2 5.500 8/25/2032 004421BB8AMSI_02-1 4.580 5/25/2032 03072SBM6AMSI_02-1 6.500 5/25/2004 03072SBX2AMSI_02-2 6.500 12/25/2004 03072SCF0AMSI_02-5 6.000 6/25/2005 03072SDX0AMSI_03-6-AF2 2.470 8/25/2033 03072SGK5AMT_02-1 3.828 10/25/2020 00253CHN0ARC_02-BC2 6.000 4/25/2005 86358RC47CBASS_02-CB4 6.500 8/25/2003 12489WEY6CBASS_02-CB6 3.250 12/26/2003 12489WGB4CCCIT_00-C1 7.450 9/15/2007 17305EAC9CCCIT_01-C3 6.650 5/15/2008 17305EAM7CFAB_02-3 2.646 8/25/2015 161546CS3CFAB_03-1 2.176 12/1/2021 161546EE2CFMSI_02-1 2.474 7/25/2032 17306UAA6COLL_2 4.000 6/1/2018 193906AD6CWL_00-S1 4.670 10/25/2032 126671PS9CWL_02-4 6.000 4/25/2005 126671SK3CXHE_02-B 3.580 2/25/2016 152314EU0CXHE_02-C 6.000 8/25/2004 152314FQ8FFML_02-FF3 6.000 5/25/2004 32027NBK6FNGT_02-T14 5.250 4/15/2005 31392E5T3FNGT_02-T5 5.250 10/25/2004 31392CXZ2FSPC_T-32 3.500 10/25/2003 3133TSQK2FSPC_T-44 6.000 2/25/2005 31392RSA0FSPC_T-49 5.500 4/25/2005 31392VXC1FSPC_T-53 6.500 6/25/2005 31393FMW3INHEL_02-B 3.000 4/25/2005 456606DH2LAAF_99-1 7.656 12/15/2021 501673AA5LBMLT_02-1 3.500 3/25/2022 542514BU7LBMLT_02-3 4.250 7/5/2005 542514CS1LBMLT_02-4 5.250 4/25/2005 542514CU6MABS_02-NC1 6.000 4/25/2005 61909QAC0MBNAM_00-C 1.980 7/15/2007 55262SAU9MBNAM_00-G 2.030 12/17/2007 55262SAY1OOMLT_02-5 6.000 1/25/2005 68389FCS1OOWLT_02-2 3.700 9/25/2032 68400XAT7RAMP_02-RS4 3.354 6/25/2023 760985NG2RAMP_02-RS4 2.000 2/25/2005 760985NM9RAMP_02-RZ3 5.750 11/25/2010 760985NB3

DESCRIPTION COUPON MATURITY CUSIPRASC_02-KS2 4.800 9/25/2004 76110WNJ1RASC_02-KS5 AIB2 2.470 8/25/2022 76110WPM2RASC_02-KS6 4.500 3/25/2005 749248AH3RASC_02-KS8 4.000 5/25/2005 76110WQC3SAST_02-3 3.208 2/25/2021 805564MC2SAST_02-3 5.000 2/25/2021 805564MH1SAST_03-1 4.150 3/25/2005 805564MZ1SAST-03-1 4.150 3/25/2005 805564MY4