Name of Bond |
End of Year Book Value |
End of Year Fair Market Value |
CS #894 COMCAST CORP 9.455%22 |
486,675 |
705,120 |
CS #894 INTL BK RECON &7.625%23F |
96,103 |
86,806 |
CS #894 MARATHON OIL CORP 8.5%23 |
494,200 |
508,750 |
CS #894 MARATHON OIL CO 8.125%23 |
103,098 |
103,625 |
CS #894 AETNA INC. 7.25%23 |
190,185 |
206,750 |
CS #894 PVH CORP. 7.75%23 |
496,114 |
524,171 |
CS #894 INTERNTNL BUSINESS 7%25 |
197,428 |
221,088 |
ML 04005 ABBVIE INC GLB 03.600% MAY 14 2025 |
400,775 |
375,038 |
ML 04005 AMERICAN EXPRESS CO GLB 03.700% AUG 03 2023 |
371,156 |
376,605 |
ML 04005 APPLE INC GLB 01.650% MAY 11 2030 |
305,489 |
266,607 |
ML 04005 APPLE INC GLB 01.200% FEB 08 2028 |
394,273 |
356,187 |
ML 04005 BANK OF AMERICA CORP GLB VAR%APR 22 2032 |
483,333 |
418,133 |
ML 04005 BANK OF AMERICA CORP SER MTN 03.248% OCT 21 2027 |
261,779 |
261,646 |
ML 04005 BP CAP MARKETS AMERICA COMPANY GUARNT GLB 03.410% FEB 11 2026 |
355,226 |
355,032 |
ML 04005 FISERV INC GLB 03.500% JUL 01 2029 |
275,234 |
261,008 |
ML 04005 CIGNA CORP GLB 02.400% MAR 15 2030 |
392,436 |
340,860 |
ML 04005 CITIGROUP INC GLB VAR%JAN 28 2027 |
415,504 |
372,475 |
ML 04005 CAPITAL ONE FINANCIAL CO GLB 03.800% JAN 31 2028 |
218,936 |
217,625 |
ML 04005 COMCAST CORP COMPANY GUARNT GLB 03.400% APR 01 2030 |
452,527 |
399,684 |
ML 04005 COMCAST CORP COMPANY GUARNT GLB 01.500% FEB 15 2031 |
393,428 |
332,286 |
ML 04005 ENTERPRISE PRODUCTS OPER COMPANY GUARNT 03.750% FEB 15 2025 |
313,611 |
311,621 |
ML 04005 GOLDMAN SACHS GROUP INC GLB VAR%MAR 09 2027 |
294,652 |
266,527 |
ML 04005 JPMORGAN CHASE & CO GLB VAR%OCT 15 2030 |
527,755 |
444,485 |
ML 04005 MARSH & MCLENNAN COS INC GLB 04.375% MAR 15 2029 |
276,890 |
280,594 |
ML 04005 ORACLE CORP GLB 02.950% APR 01 2030 |
510,163 |
411,437 |
ML 04005 WELLS FARGO & COMPANY SER MTN 03.300% SEP 09 2024 |
477,971 |
474,207 |
ML 04005 MORGAN STANLEY SER GMTN GLB VAR%JAN 23 2030 |
631,756 |
591,841 |
ML 04011 CITIGROUP INC JR SUBORDNTD SER R GLB VAR% PERPETUAL |
1,366,263 |
1,226,655 |
ML 04011 GOLDMAN SACHS GROUP INC JR SUBORDINATED SER T VAR% PERPETUAL |
1,307,265 |
1,111,486 |
ML 04011 SVB FINANCIAL GROUP JR SUBORDNTD SER D GLB VAR% PERPETUAL |
1,094,079 |
865,444 |
ML 04011 US BANCORP JR SUBORDNTD SER J GLB VAR% PERPETUAL |
1,035,657 |
892,835 |
ML 04011 USD TRANSCANADA TRUS SER 16-A VARI% AUG 15 2076 |
1,108,170 |
1,025,772 |
ML 04156 21ST CENTY FOX AMER INC COMPANY GUARNT 07.750% FEB 01 2024 |
473,905 |
554,180 |
ML 04156 21ST CENTY FOX AMER INC COMPANY GUARNT 08.875% APR 26 2023 |
198,181 |
206,764 |
ML 04156 AETNA INC BANK GUARANTEED 07.250% AUG 15 2023 |
510,469 |
616,416 |
ML 04156 AETNA INC BANK GUARANTEED 07.625% AUG 15 2026 |
198,142 |
222,836 |
ML 04156 BANK OF AMERICA CORP JR SUBORDNTD SER U GLB VAR% PERPETUAL |
1,000,000 |
958,220 |
ML 04156 BEAM INC COMPANY GUARNT 07.875% JAN 15 2023 |
256,174 |
273,780 |
ML 04156 BELL ATLANTIC PENN COMPANY GUARNT 06.000% DEC 01 2028 |
198,600 |
217,732 |
ML 04156 BELLSOUTH TELECOM INC 07.000% DEC 01 2095 MOODY'S: WR< S&P: BBB |
497,505 |
626,725 |
ML 04156 CANADIAN NATIONAL 07.625% MAY 15 2023 MOODY'S: A2 S&P: A |
184,310 |
195,254 |
ML 04156 CBS CORP COMPANY GUARNT 07.875% SEP 01 2023 |
195,109 |
207,290 |
ML 04156 CIGNA CORPORATION COMPANY GUARNT 07.650% MAR 01 2023 |
451,457 |
510,715 |
ML 04156 CIGNA CORPORATION COMPANY GUARNT 07.875% MAY 15 2027 |
199,218 |
234,716 |
ML 04156 CIGNA CORPORATION COMPANY GUARNT 08.300% JAN 15 2023 |
388,403 |
407,352 |
ML 04156 CITIGROUP INCORPORATED 06.625% JAN 15 2028 MOODY'S: A3 S&P: BBB+ |
38,253 |
44,755 |
ML 04156 CITIGROUP INCORPORATED 07.875% MAY 15 2025 MOODY'S: A3 S&P: BBB+ |
251,663 |
282,839 |
ML 04156 CNA FINANCIAL CORP 07.250% NOV 15 2023 MOODY'S: BAA2 S&P: A- |
429,953 |
522,580 |
ML 04156 GTE CORPORATION COMPANY GUARNT 06.940% APR 15 2028 |
96,523 |
112,118 |
ML 04156 INTERNATIONAL PAPER CO 06.875% NOV 01 2023 MOODY'S: BAA2 S&P: BBB |
192,708 |
205,898 |
ML 04156 INTL PAPER CO 06.875% APR 15 2029 MOODY'S: BAA2 S&P: BBB |
186,626 |
228,042 |
ML 04156 MOTOROLA INCORPORATED 07.500% MAY 15 2025 MOODY'S: BAA3 S&P: BBB- |
228,468 |
263,075 |
ML 04156 NATIONSBANK CORP SUBORDINATED 07.250% OCT 15 2025 |
241,085 |
269,259 |
ML 04156 NEWFOUNDLAND PROVINCE - 07.320% OCT 13 2023 |
200,000 |
208,766 |
ML 04156 NOVA SCOTIA PROVINCE DEBENTURES 08.250% JUL 30 2022 |
197,142 |
200,000 |
ML 04156 RALSTON PURINA COMPANY 07.875% JUN 15 2025 MOODY'S: WR< S&P: AA- |
148,583 |
168,179 |
ML 04156 RALSTON PURINA COMPANY 08.125% FEB 01 2023 MOODY'S: WR< S&P: AA- |
297,778 |
303,615 |
ML 04156 SOUTHERN UNION COMPANY 07.600% FEB 01 2024 MOODY'S: BAA3 S&P: BBB- |
524,996 |
567,067 |
ML 04156 SUNAMERICA INCORPORATED 08.125% APR 28 2023 MOODY'S: BAA1 S&P: BBB+ |
350,214 |
365,715 |
ML 04156 TIME WARNER COS INC COMPANY GUARNT GLB 06.950% JAN 15 2028 |
182,061 |
219,670 |
ML 04156 TIME WARNER COS INC COMPANY GUARNT 09.150% FEB 01 2023 |
200,000 |
204,772 |
ML 04156 TIME WARNER ENTERTAINMNT GLB 08.375% MAR 15 2023 |
318,932 |
361,698 |
ML 04156 TORCHMARK CORPORATION 07.875% MAY 15 2023 MOODY'S: BAA1 S&P: A< |
325,052 |
355,126 |
ML 04156 TRAVELERS PPTY CASUALTY COMPANY GUARNT 07.750% APR 15 2026 |
243,728 |
282,578 |
ML 04156 TRW INC COMPANY GUARNT 07.750% JUN 01 2029 |
90,803 |
120,348 |
ML 04156 UNITED PARCEL SVCE STEP% APR 01 2030 MOODY'S: A2 S&P: A- |
298,928 |
366,522 |
ML 04156 US WEST CAP FUNDING INC COMPANY GUARNT 06.875% JUL 15 2028 |
89,554 |
87,500 |
ML 04156 WESTVACO CORP COMPANY GUARNT 08.200% JAN 15 2030 |
24,414 |
30,548 |
ML 04156 WEYERHAEUSER COMPANY 07.950% MAR 15 2025 MOODY'S: BAA2 S&P: BBB- |
228,491 |
253,589 |