Issuer

Value Date 

Coup Rate

Maturity Date

Dividend Yield

Price/100 Units

Nominal Value

Market Value

FDL (LT)

17-Oct-07

7.20%

01-Dec-14

6.81%

$102.19

1,900,000.00

$1,941,610.00

FDL (MT)

27-Aug-07

6.00%

02-May-08

4.29%

$101.25

1,300,000.00

$1,316,250.00

FDL (LT)

27-Aug-07

6.80%

01-Dec-09

6.27%

$101.12

1,800,000.00

$1,820,160.00

FEA (MT)

27-Aug-07

6.14%

19-Feb-08

4.62%

$100.82

500,000.00

$504,100.00

FDL (LT)

28-Jun-01

6.95%

29-Nov-10

0.00%

$106.68

150,000.00

$160,020.00

FDB (MT)

26-Oct-00

7.50%

21-Aug-05

6.30%

$106.33

1,000,000.00

$1,063,300.00

FDB (MT)

24-Oct-00

7.98%

12-Mar-05

6.25%

$107.48

1,000,000.00

$1,074,800.00

FDL (ST)

26-Sep-00

4.70%

12-Apr-03

5.97%

$99.20

100,000.00

$99,200.00

FDL (MT)

26-Sep-00

4.54%

12-Apr-05

6.09%

$96.01

100,000.00

$96,010.00

FDB (MT)

11-Sep-00

7.95%

16-Apr-03

6.45%

$110.18

210,000.00

$231,378.00

FDL (LT)

07-Sep-00

7.60%

19-Aug-06

6.40%

$109.14

210,000.00

$229,194.00

FDB (MT)

07-Sep-00

8.05%

30-Apr-03

6.40%

$110.58

250,000.00

$276,450.00

FDB (MT)

29-Aug-00

7.00%

21-Aug-01

6.68%

$101.27

1,000,000.00

$1,012,700.00

FDB (ST)

17-Aug-00

7.07%

01-Oct-01

6.50%

$104.26

100,000.00

$104,260.00

FDL (ST)

17-Aug-00

8.00%

01-Nov-01

5.78%

$104.90

100,000.00

$104,900.00

FDB (ST)

31-Jul-00

8.00%

17-Apr-00

6.20%

$103.53

100,000.00

$103,530.00

FDL (ST)

13-Jul-00

4.75%

22-Dec-01

5.94%

$97.62

100,000.00

$97,620.00

FDL (MT)

13-Jul-00

5.10%

22-Dec-02

6.25%

$95.90

100,000.00

$95,900.00

FDL (LT)

13-Jul-00

7.15%

22-Dec-10

7.49%

$97.45

100,000.00

$97,450.00

FDL (MT)

06-Jun-00

6.36%

22-Dec-04

6.66%

$101.35

100,000.00

$101,350.00

FDL (LT)

06-Jun-00

6.71%

22-Dec-06

6.96%

$101.35

100,000.00

$101,350.00

FDL (LT)

04-May-00

8.82%

28-Jun-09

6.00%

$122.74

250,000.00

$306,850.00

FDL (LT)

25-Apr-00

8.90%

09-Aug-10

6.25%

$121.76

400,000.00

$487,040.00

FDL (MT)

20-Apr-00

5.42%

01-Dec-02

4.47%

$106.07

700,000.00

$742,490.00

FDL (ST)

15-Feb-00

5.20%

17-Nov-01

4.65%

$102.70

450,000.00

$462,150.00

FDB (ST)

27-Jan-00

8.10%

29-Nov-00

4.09%

$104.61

200,000.00

$209,220.00

TOTALS 

12,320,000.00

$25,159,282.00