As of 30 June 2006

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
Australia
BHP Billiton Fin USA Ltd 5 2010-12-15 US055451AC20
2 500 000 17 455 533
BHP Billiton Fin USA Ltd 4.8 2013-04-15 US055451AA63
2 000 000 13 640 316
Cable & Wire Optus 8 2010-06-22 US12682NAF69
150 000 1 160 802
32 256 651
Canada
Alcan Inc 5 2015-06-01 US013716AV76
2 400 000 16 016 278
Barrick Gold Finance Corporation 4.875 2014-11-15 US06849VAB99
1 000 000 6 678 245
Canadian National Railway Company 6.25 2034-08-01 US136375BL52
2 740 000 20 355 718
Canadian National Railway Company 6.375 2011-10-15 US136375BF84
300 000 2 244 895
Canadian Pacific Railway 6.25 2011-10-15 US13645RAC88
2 100 000 15 632 142
Encana Corporation 4.75 2013-10-15 US292505AB00
2 675 000 18 092 622
Encana Holdings Fin Corporation 5.8 2014-05-01 US292506AA00
1 290 000 9 183 954
Suncor Energy Inc 5.95 2034-12-01 US867229AD85
750 000 5 173 952
Teck Cominco Limited 6.125 2035-10-01 US878742AE55
3 090 000 20 186 695
Transcanada Pipelines Ltd 5.85 2036-03-15 US89352HAB50
950 000 6 518 009
120 082 511
Denmark
DSB S-TOG A/S 5.25 2011-03-15 XS0197444697
200 000 000 213 944 500
213 944 500
Finland
Fortum 3.75 2011-04-06 XS0249856526
200 000 000 196 986 000
Stora Enso OYJ 3.875 2009-12-15 SE0001323551
75 000 000 75 534 719
272 520 719
France
Caisse D'Amort Dette Soc 5 2013-01-15 FR0010306340
10 000 000 70 642 293
Cie de Financement Foncier 4.625 2009-01-15 FR0010247635
8 000 000 57 552 105
Cie de Financement Foncier 5.5 2009-06-29 FR0010333088
40 000 000 287 509 494
France (Republic Of) OAT 4 2014-04-25 FR0010061242
50 000 000 463 651 530
France (Republic Of) OAT 4.75 2012-10-25 FR0000188690
54 000 000 535 800 180
France (Republic Of) OAT 5.75 2032-10-25 FR0000187635
29 000 000 335 589 964
France Telecom SA (adj) 2031-03-01 US35177PAL13
1 330 000 11 758 906
French (Republic Of) BTAN 2.25 2007-03-12 FR0107489959
65 000 000 598 514 687
French (Republic Of) BTAN 3 2010-01-12 FR0107369672
53 000 000 482 685 950
2 843 705 111
Germany
BUNDESOBL-141 OBL 4 1/4 2/15/2008 DE0001141414
200 000 000 1 890 451 329
BUNDESOBL-144 OBL 3.25 04/17/09 DE0001141448
50 000 000 458 484 643
BUNDESOBL-146 OBL 3 1/4 04/09/10 DE0001141463
30 000 000 273 273 969
BUNDESSCHATZANW BKO 2 2007-06-15 DE0001137107
56 000 000 509 637 348
Depfa Acs Bank 4.875 2015-10-28 DE000A0GHGN0
15 000 000 102 543 885
Deutsche Telecom Int Fin. adj 2030-06-15 US25156PAC77
1 400 000 11 679 321
Deutsche Telecom Internationa 5.75 2016-03-23 US25156PAH64
1 985 000 13 712 739
DEUTSCHLAND REP DBR 3 3/4 01/04/09 DE0001135101
50 000 000 470 115 783
DEUTSCHLAND REP DBR 4.25 1/4/2014 DE0001135242
57 500 000 549 068 989
DEUTSCHLAND REP DBR 4.75 7/4/2034 DE0001135226
45 000 000 462 010 214
Date (Time): 7/21/2006 ( 4:45:33PM) Page 1

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
Germany continued...
DEUTSCHLAND REP DBR 5 1/4 01/04/08 DE0001135051
44 000 000 425 471 873
DEUTSCHLAND REP DBR 5 1/4 07/04/10 DE0001135150
30 000 000 305 298 630
DEUTSCHLAND REP DBR 5 5/8 01/04/28 DE0001135069
60 000 000 667 221 762
DEUTSCHLAND REP DBR 6 1/4 01/04/24 DE0001134922
55 000 000 644 839 184
Kreditanstalt fuer Wiederaufbau 3.5 2009-07-15 DE000A0JRLV6
20 000 000 182 932 398
Kreditanstalt fuer Wiederaufbau 5 2009-01-04 DE0002760782
20 000 000 194 342 356
7 161 084 423
Great Britain
Bradford & Bingley Plc 3.875 2011-05-04 XS0252901359
20 000 000 184 011 154
British Sky Broadcasting 6.875 2009-02-23 US111013AB49
2 000 000 15 079 061
British Telecommunications PLC 8.875 2030-12-15 US111021AE12
1 375 000 12 210 934
HBOS Treasury Services Plc 3.250 2013-01-25 XS0241851764
30 000 000 265 824 329
HSBC Finance Corp 4.625 2010-09-15 US40429CCV28
5 000 000 34 919 574
HSBC Holdings Plc 6.500 2036-05-02 US404280AG49
2 600 000 18 466 596
Royal Bank Of Scotland 5 2013-11-12 US780097AN12
3 750 000 25 812 878
Scottish Power 4.91 2010-03-15 US81013TAA97
5 200 000 36 800 222
Scottish Power 5.375 2015-03-15 US81013TAB70
1 000 000 6 937 736
United Kingdom Gilt 4.000 2016-09-07 GB00B0V3WX43
60 000 000 764 687 660
United Kingdom Government 4.25 2032-06-07 GB0004893086
10 000 000 130 709 182
United Kingdom Government 5 2025-03-07 GB0030880693
6 000 000 85 739 579
United Kingdom Government 8 2015-12-07 GB0008881541
27 000 000 450 537 846
United Kingdom Government 8 2021-06-07 GB0009997999
23 000 000 417 040 757
United Kingdom Government 8.5 2007-07-16 GB0009126557
38 500 000 552 145 570
United Kingdom Government 9 2011-07-12 GB0002215225
130 000 000 2 126 648 166
United Kingdom Government Gilt 4.75 2010-06-07 GB00B0330274
15 200 000 202 694 955
United Kingdom Government Gilt 4.75 2015-09-07 GB0033280339
32 000 000 433 373 820
United Kingdom Government Treasury STOC 5 20080307 GB0031734154
180 000 000 2 444 274 977
United Kingdom Government Treasury STOC 5 20120307 GB0030468747
19 000 000 259 975 403
United Kingdom GovernmentTreasurySTOC4.25 20360307 GB0032452392
4 000 000 53 236 702
Vodafone Airtouch Plc 7.75 2010-02-15 US92857TAG22
1 940 000 15 161 335
Vodafone Group Plc 5 2013-12-16 US92857WAF77
1 000 000 6 649 301
Vodafone Group Plc 5 2015-09-15 US92857WAG50
1 110 000 7 345 863
Vodafone Group Plc 5.750 2016-03-15 US92857WAK62
2 400 000 16 707 671
8 566 991 270
Italy
Italy Buoni Poliennali Del Tesoro 4.25 2009-11-01 IT0001338612
50 000 000 470 347 969
Italy Buoni Poliennali Del Tesoro 4.25 2019-02-01 IT0003493258
30 000 000 276 856 887
Italy Buoni Poliennali Del Tesoro 4.75 2013-02-01 IT0003357982
25 000 000 243 794 443
Italy Buoni Poliennali Del Tesoro 5.5 2010-11-01 IT0001448619
35 000 000 345 664 553
Italy Buoni Poliennali Del Tesoro 5.75 2033-02-01 IT0003256820
38 000 000 415 859 757
Telocom Italia Capital 4.95 2014-09-30 US87927VAL27
1 920 000 12 597 012
Telocom Italia Capital 5.25 2015-10-01 US87927VAQ14
3 565 000 23 585 242
Telocom Italia Capital 6 2034-09-30 US87927VAM00
1 500 000 9 457 239
1 798 163 102
Japan
Japan Government 2.500 2036-03-20 #22 (30 Year) JP1300221643
8 500 000 000 536 636 779
Toyota Motor Credit Corporation 4.35 2010-12-15 US892332AM94
1 500 000 10 271 528
Date (Time): 7/21/2006 ( 4:45:33PM) Page 2

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
546 908 307
Luxembourg
Tyco International Group Ltd 6 2013-11-15 US902118BK35
750 000 5 397 269
Tyco International Group Ltd 6.125 2008-11-01 US902118AM00
2 865 000 21 008 095
Tyco International Group Ltd 6.375% 2011-10-15 US902118BC19
2 310 000 17 156 936
43 562 300
Netherlands
ABN Amro Bank NV 4.65 2018-06-04 Serie US00080QAB14
500 000 3 189 206
Diageo Finance Bv 3.875 2011-04-01 US25244SAB79
900 000 6 051 940
9 241 147
Norway
Eksportfinans 4.75 2008-12-15 US28264QBB95
4 000 000 28 386 166
28 386 166
Puerto Rico
Telecomunicaciones De Puerto Rico 6.8 2009-05-15 US87929DAJ54
125 000 911 661
911 661
Spain
Ayt Cedulas Cajas Global 3.500 2011-03-14 ES0312298047
40 000 000 363 597 354
Ayt Cedulas Cajas Global 4.000 2021-03-24 ES0312298054
20 000 000 175 115 058
BSCH Issuance Ltd 7.625 2009-11-03 US055654AA50
750 000 5 759 209
Im Cedulas #9 4.25 2016-06-09 ES0347785000
20 000 000 182 848 097
La Caja De Ahorros Y Pensiones 4.25 2017-01-269 ES0414970295
30 000 000 272 810 353
Telefonica Emisones Sau 7.045 2036-06-20 US87938WAC73
3 875 000 28 025 054
Telefonica Europe BV 7.75 2010-09-15 US879385AC65
2 875 000 22 436 417
1 050 591 542
Supra National
Asian Development Bank/pasig 5.5 2016-06-27 US045167BN22
20 000 000 144 000 395
European Investment Bank 4.125 2010-09-15 US298785DP82
15 000 000 104 076 208
European Investment Bank 4.875 2016-02-16 US298785DU77
10 000 000 70 046 998
International Finance Corp 5.125 2011-05-02 US45950KAP57
10 000 000 71 770 373
Nordic Investment Bank 4.75 2007-10-09 SE0000510158
24 000 000 25 281 780
Nordic Investment Bank 5.2 2008-09-03 SE0000496036
35 000 000 37 678 550
452 854 303
Sweden
E.On Sverige AB 3.41 2010-11-24 SE0001577552
75 000 000 74 221 500
E.On Sverige AB 3.9 2010-06-16 SE0001758186
100 000 000 99 360 667
Investor 5.28 2007-04-10 SE0001061060
50 000 000 51 451 167
Investor 5.5 2008-04-07 SE0001032988
100 000 000 105 560 167
Landshypotek 4.85 2008-09-22 SE0001113077
200 000 000 212 268 556
Landshypotek 5 2009-12-21 SE0001334657
400 000 000 424 148 000
Länsförsäkringar Bank 2.9 2010-09-30 SE0001514449
200 000 000 194 502 000
Mellansvensk Kraft 5.7 2006-07-05 AP0016002966
10 000 000 9 994 617
NB Hypotek 3 2009-06-17 #5522 SE0001571985
290 000 000 284 154 567
NB Hypotek 3.25 2010-06-16 #5519 SE0001426438
860 000 000 838 735 544
NB Hypotek 4.5 2008-09-17 #5518 SE0001040718
1 508 000 000 1 588 896 660
Date (Time): 7/21/2006 ( 4:45:33PM) Page 3

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
Sweden continued...
Sandvik AB 5.7 # 103 2007-01-25 SE0000894214
100 000 000 103 990 167
Scania CV 6.27 2007-02-12 #150 SE0000900078
80 000 000 83 505 200
SEB Bolån 4 2011-06-15 SE0001572082
760 000 000 759 518 667
SEB Bolån 4.75 2008-06-18 SE0001033192
1 400 000 000 1 435 018 667
Specialfastigheter AB 2.9 2010-09-02 #131 SE0001514480
200 000 000 196 435 111
Spintab AB 3.5 2010-06-16 #SPI 174 SE0001426164
200 000 000 196 796 222
Spintab Swedmortgage AB 5 2008-06-18 #173 SE0001018433
340 000 000 349 862 267
Spintab Swedmortgage AB 6 2009-04-20 #SPI 168 SE0000454803
300 000 000 320 984 000
Stadshypotek 6 2007-09-19 SE0000894917
387 000 000 417 349 830
Stadshypotek 6 2009-03-18 SE0001078064
200 000 000 214 816 000
Stadshypotek 6 2010-09-15 SE0001292897
878 000 000 984 905 280
Statshypotek 6 2011-06-15 #1571 SE0001384769
1 600 000 000 1 737 760 000
Svenska Handelsbanken 6.9 2008-01-02 #526 SE0000431256
100 000 000 108 437 667
Swedish Coverd Bond 5.5 2008-12-17 #SBAB 118 SE0001721077
1 143 000 000 1 225 120 105
Swedish Government 4 2009-12-01 #1048 SE0001173709
633 000 000 654 346 167
Swedish Government 3 2016-12-07 #1050 SE0001517699
2 075 000 000 1 962 327 500
Swedish Government 4.5 2015-08-12 #1049 SE0001250135
254 000 000 273 316 700
Swedish Government 5 2009-01-28 #1043 SE0000460297
2 000 000 2 114 422
Swedish Government 5.0 2020-12-01 #1047 SE0001149311
10 000 000 11 275 278
Swedish Government 5.25 2011-03-15 #1045 SE0000722852
310 000 000 333 625 875
Swedish Government 5.5 2012-10-08 #1046 SE0000909640
1 539 000 000 1 733 880 150
Swedish Government 6.5 2008-05-05 #1040 SE0000412397
64 000 000 68 257 956
Swedish Government 6.75 2014-05-05 #1041 SE0000412389
667 000 000 796 806 538
Swedish Government 8 2007-08-15 # 1037 SE0000304149
17 000 000 19 116 500
Swedish Match 5.35 2008-03-19 SE0001031006
50 000 000 52 183 125
17 925 042 839
USA
Abbott Laboratories 5.600 2011-05-15 US002824AS99
4 600 000 33 178 007
Aetna Inc 6.625 2036-06-15 US00817YAF51
2 640 000 19 007 791
AIG Sunamerica Glob Fin 5.85 2008-08-01 US008739AA25
405 000 2 997 188
Allstate Corp/the 4.5 2009-05-29 US02003MAA27
1 800 000 12 603 523
Allstate Corp/the 5.55 2035-05-09 US020002AS04
1 775 000 11 137 156
American Express Centurion 4.375 2009-07-30 US02581FVU01
6 175 000 43 730 873
American International Group 4.25 2013-05-15 US026874AT47
5 000 000 32 901 126
AOL Time Warner Inc 7.625 2031-04-15 US00184AAC99
750 000 5 903 377
Archstone Smith Trust 5 2007-08-15 US039583AA76
175 000 1 273 893
Archstone Smith Trust 5.625 2014-08-15 US03958QAC24
1 700 000 12 140 325
ASIF Global Funding BND/Corporation 3.85 20071126 US045180AA47
945 000 6 665 651
Assurant Inc 6.75 2034-02-15 US04621XAD03
1 500 000 10 880 874
AT&T Broadband Corporation 8.375 2013-03-15 US00209TAA34
3 760 000 30 709 058
AT&T Wireless Group 7.875 2011-03-01 US00209AAE64
2 200 000 17 487 928
Avalonbay Comm 6.625 2011-09-15 US05348EAE95
750 000 5 663 827
Bank of America Corp 4.5 2010-08-01 US060505BU72
4 855 000 34 153 583
Bank of America Corp 4.875 2012-09-15 US060505AR52
1 015 000 7 061 476
Bank of America Corp 5.875 2009-02-15 US066050CV50
5 700 000 42 200 659
Bank of America Corp 7.4 2011-01-15 US060505AG97
4 675 000 37 000 767
Bank of America Corp 7.8 2010-02-15 US060505AD66
470 000 3 713 139
Bank Of New York 5.2 2007-07-01 US064057BB79
440 000 3 237 393
Bank One NA 3.7 2008-01-15 US06423EPM11
6 475 000 46 108 141
Date (Time): 7/21/2006 ( 4:45:33PM) Page 4

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
USA continued...
Bank One Corporation (Texas) 6.25 2008-02-15 US06422KAA07
3 650 000 27 123 014
Bear Stearns Companies Inc 4.55 2010-06-23 US073902KD90
7 000 000 48 315 007
Bellsouth Capital Funding 7.75 2010-02-15 US079857AG34
750 000 5 881 109
Bellsouth Capital Funding 7.875 2030-02-15 US079857AH17
2 000 000 16 120 496
Bellsouth Corporation Gloabal 6.55 2034-06-15 US079860AE23
675 000 4 637 969
Bellsouth Corporation Gloabal 6.875 2031-10-15 US079860AD40
900 000 6 518 741
Berkshire Hathaway Finance Corp 4.125 2010-01-15 US084664AR26
6 300 000 44 063 843
Boeing Capital Corporation 4.75 2008-08-25 US097014AJ33
2 000 000 14 374 470
Boeing Capital Corporation 6.1 2011-03-01 US097014AD62
2 295 000 17 080 113
Bristol Myers Squibb Corporation 5.75 2011-10-01 US110122AG36
5 625 000 41 045 628
Burlington Northern Santa Fe Corp 7.125 2010-12-15 US12189TAS33
2 000 000 15 197 096
Burlington Northern Santa Fe Corp 7.875 2007-04-15 US12189TAP93
750 000 5 565 708
Capital One Bank MTN BE 4.875 2008-05-15 US14040EHF25
1 000 000 7 134 094
Carolina Power and Light Company 5.25 2015-12-15 US144141CX47
1 000 000 6 812 434
CenterPoint Energy Houston 6.95 2033-03-15 #K2 US15189XAD03
475 000 3 640 685
CenterPoint Energy Resources 7.875 2013-04-01 US15189YAB20
1 500 000 11 960 288
Centex Corporation 5.25 2015-06-15 US152312AQ77
1 105 000 7 123 735
ChevronTexaco Capital co 3.5 2007-09-17 US166760AA64
3 000 000 21 321 485
Cisco Systems 5.25 2001-02-22 US17275RAB87
2 200 000 15 838 591
Citicorp 6.375 2008-11-15 US17303MJC47
2 000 000 14 734 623
Citigroup Inc 4.625 2010-08-03 US172967DA60
6 000 000 42 412 303
Citigroup Inc Global 6 2033-10-31 US172967CC36
525 000 3 602 776
Citigroup Inc Global 5.125 2014-05-05 US172967CK51
5 500 000 38 036 853
Citigroup Inc Global 5.85 2034-12-11 US172967CT60
1 485 000 10 072 192
Citigroup Inc Global 5.875 2033-02-22 US172967BU43
2 853 000 19 537 810
Citigroup Inc Global 6.2 2009-03-15 US172967AX90
7 875 000 58 545 249
Comcast Cable Communications 7.125 2013-06-15 US20029PAN96
1 820 000 13 762 514
Comcast Corp 5.9 2016-03-15 US20030NAL55
3 200 000 22 569 508
Conoco Funding Co 6.35 2011-10-15 US20825UAB08
4 440 000 33 172 263
Consolidated Natural Gas Co 6.85 2011-04-15 US209615BV48
1 690 000 12 901 937
Costco Wholesale Cost Corporation 5.5 2007-03-15 US22160KAA34
330 000 2 412 208
Cox Communications Inc 4.625 2010-01-15 US224044BP12
1 765 000 12 406 918
Cox Communications Inc 5.5 2015-10-01 US224044BH95
1 500 000 10 107 819
Credit Suisse First Boston USA 6.5 2012-01-15 US22541LAC72
5 000 000 38 088 985
CRH America Inc 6.4 2033-10-15 US12626PAF09
300 000 2 109 290
CSX Corporation 5.5 2013-08-01 US126408GD91
1 050 000 7 543 730
CVS Corporation 3.875 2007-11-01 US126650AJ96
150 000 1 062 268
CVS Corporation 4 2009-09-15 US126650AU42
865 000 5 972 422
Daimler Chrysler North America Hldg 7.45 20270301 US171196AP38
3 765 000 28 512 218
Devon Energy Corportion 7.875 2031-09-30 US25179SAD27
860 000 7 214 510
Dominion Resources Inc 8.125 2010-06-15 US25746UAA79
1 505 000 11 754 203
DTE Energy Co 6.35 2016-06-01 US233331AM92
1 400 000 10 062 373
Eop Operating Limited Partnership 6.8 2009-01-15 US268766BF82
1 500 000 11 369 498
Eop Operating Limited Partnership 6.95 2011-03-02 US26884AAM53
335 000 2 568 364
ERP Oper Ltd Partnership 5.2 2013-04-01 US26884AAQ67
1 750 000 12 164 459
ERP Oper Ltd Partnership 6.625 2012-03-15 US26884AAN37
400 000 3 016 416
Fannie Mae 5.125 2011-04-15 US31359MM268
30 000 000 214 917 051
Fannie Mae 7.25 2010-01-15 US31359MFG33
30 000 000 235 289 002
Federal Home Loan Bank System 3.875 2013-06-14 US31339X2M59
20 000 000 130 910 250
Federal Home Loan Bank System 5.375 2009-07-17 US3133XFYK63
40 000 000 288 042 877
Date (Time): 7/21/2006 ( 4:45:33PM) Page 5

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
USA continued...
Federated Dept Stores Inc Del 6.625 2008-09-01 US31410HAT86
3 040 000 22 754 358
First Union Corporation 7.8 2010-08-18 US33738MAE12
2 250 000 17 883 903
Fleet Boston Finl Corporation 3.85 2008-02-15 US339030AG32
3 750 000 26 644 932
Fleet National Bank 5.75 2009-01-15 US33901LAA26
1 660 000 12 288 378
Florida Power & Lt Co 5.4 2035-09-01 US341081EU75
4 400 000 28 670 905
Florida Power Corporation 4.8 2013-03-01 US341099CC12
525 000 3 572 820
Freddie Mac 5.125 2011-04-18 US3137EAAB58
30 000 000 214 979 073
Freddie Mac 5.250 2016-04-18 US3137EAAD15
20 000 000 142 417 647
Freddie Mac 5.5 2011-09-15 US3134A4HF43
40 000 000 293 106 102
General Electric Capital Corp 3.75 2009-12-15 US36962GM274
2 775 000 18 837 460
General Electric Capital Corp 4.875 2010-10-21 US36962GS628
2 980 000 21 032 122
General Electric Capital Corp 5.45 2013-01-15 US36962GZY33
2 000 000 14 492 229
General Electric Capital Corp 6.75 2032-03-15 US36962GXZ26
6 050 000 47 271 245
General Electric Capital Corp Float 2008-01-15 US36962GN751
11 400 000 83 326 784
Golden West Finl Corp Del 4.125 2007-08-15 US381317AP11
3 785 000 27 233 551
Goldman Sachs Group Inc 5.7 2012-09-01 US38141GCG73
8 250 000 59 712 866
Goldman Sachs Group Inc 5 2011-01-15 US38141GEF72
4 150 000 29 574 666
Goldman Sachs Group Inc 5.25 2013-04-01 US38141GDB77
1 300 000 9 103 145
Goldman Sachs Group Inc 5.35 2016-01+15 US38141GEE08
5 080 000 35 408 926
Goldman Sachs Group Inc 6.6 2012-01-15 US38141GBU76
675 000 5 153 039
Halliburton Co 5.5 2010-10-15 US406216AR24
5 000 000 36 039 706
Harrah's Operation Inc 8 2011-02-01 US413627AH33
250 000 2 001 595
Household Finance Corporation 4.125 2009-11-16 US441812KH60
3 210 000 22 087 155
Household Finance Corporation 5.75 2007-01-30 US441812JX30
700 000 5 165 635
Household Finance Corporation 6.375 2010-08-01 US441812GA63
600 000 4 517 678
Household Finance Corporation 6.4 2008-06-17 US441812FY58
750 000 5 482 288
Household Finance Corporation 6.5 2008-11-15 US441812GD03
575 000 4 250 267
Household Finance Corporation 7.875 2007-03-01 US441812GK46
2 875 000 21 549 603
HSBC Bank USA 5.875 2034-11-01 US4042Q1AA55
3 000 000 19 823 981
IBM Corporation 5.875 2032-11-29 US459200BB69
2 750 000 19 007 518
Jersey Central Power & Light 5.625 2016-05-01 US476556CM51
2 000 000 14 076 847
John Hancock 5.625 2008-12-01 US41014SAA42
275 000 1 987 240
Johnson Controls Inc 4.875 2013-09-15 US478366AM91
200 000 1 363 886
Johnson Controls Inc 5.5 2016-01-15 US478366AR88
3 220 000 22 660 106
JP Morgan & Co Inc 6.625 2012-03-15 US46625HAN08
1 575 000 11 959 935
JP Morgan Chase & Co 5.600 2011-06-01 US46625HGG92
4 500 000 32 393 482
JP Morgan Chase & Co Inc 4 2008-02-01 US46625HAV24
6 265 000 44 754 283
JP Morgan Chase & Co Inc. 5.25 2007-05-30 US46625HAP55
2 250 000 16 207 930
Kellogg Co 2.875 2008-06-01 US487836AY41
2 500 000 17 139 620
Kraft Foods Inc 4 2008-10-01 US50075NAK00
4 000 000 28 026 665
Kraft Foods Inc 5.25 2007-06-01 US50075NAG97
2 000 000 14 394 146
Kraft Foods Inc 5.625 2011-11-01 US50075NAB01
980 000 7 006 056
Lasmo USA Inc 6.75 2007-12-15 US51808BAF94
750 000 5 486 022
Lehman Brothers Holdings Inc 5.5 2016-04-04 US52517PF635
2 375 000 16 594 720
Lehman Brothers Holdings Inc 5.75 2011-04-25 US52517PG963
4 415 000 31 873 092
Lehman Brothers Holdings MTN 6.625 2012-01-18 US52517PSC67
700 000 5 359 734
Lehman Brothers Holdings PLC 8.25 2007-06-15 US524908CK48
4 000 000 29 595 089
Lincoln National Corp 6.150 2036-04-07 US534187AR02
975 000 6 715 304
Lockheed Martin Corporation 8.5 2029-12-01 US539830AK58
1 914 000 17 432 066
Marsh & McLennan Cos Inc 5.375 2007-03-15 US571748AD44
1 425 000 10 403 067
Date (Time): 7/21/2006 ( 4:45:33PM) Page 6

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
USA continued...
Marsh & McLennan Cos Inc 5.375 2014-07-15 US571748AM43
3 335 000 22 952 861
Marsh & McLennan Cos Inc 5.75 2015-09-15 US571748AP73
2 440 000 16 859 261
May Department Stores Co 5.75 2014-07-15 US577778BS12
950 000 6 808 452
May Department Stores Co 6.7 2034-07-15 US577778CE17
35 000 253 382
Merck & Company Inc 4.375 2013-02-15 US589331AH03
1 095 000 7 351 495
Merck & Company Inc 6.4 2028-03-01 US589331AD98
3 345 000 24 384 144
Merrill Lynch & Co Inc 4 2007-11-15 US59018YNZ06
3 000 000 21 248 595
Merrill Lynch & Co Inc 4.25 2010-02-08 US59018YUZ23
9 260 000 64 609 320
Metlife Inc 5 2013-11-24 US59156RAG39
2 900 000 19 768 016
Metlife Inc 6,125 2011-12-01 US59156RAC25
2 800 000 20 526 952
Midamerican Energy Holdings Co 6.125 2036-04-01 US59562VAL18
1 375 000 9 494 494
Morgan Stanley Dean Witter & Co 5.05 2011-01-21 US61746SBS77
15 500 000 112 034 607
Morgan Stanley Dean Witter & Co 6.75 2011-04-15 US617446GM50
3 000 000 22 699 371
National City Corporation 3.2 2008-04-01 US635405AN31
6 025 000 41 951 458
News America Inc 6.2 2034-12-15 US652482BJ86
3 180 000 20 904 067
News America Inc 6.400 2035-12-15 US652482BL33
1 100 000 7 402 970
Nisource Finance Corporation 5.40 2014-07-15 US65473QAL77
1 575 000 11 014 869
Nisource Finance Corporation 7.875 2010-11-15 US65473QAJ22
2 325 000 18 218 733
Noble Corporation 5.875 2013-06-01 USG65422AA86
1 650 000 11 838 567
Norfolk Southern Corporation 5.257 2014-09-17 US655844AU21
2 500 000 17 574 852
Norfolk Southern Corporation 5.64 2029-05-17 US655844AX69
1 203 000 8 017 321
Norfolk Southern Corporation 7.8 2027-05-15 US655844AJ75
47 000 401 288
Northrop Corporation 7.125 2011-02-15 US666807AT91
350 000 2 719 379
Northrop Corporation 7.75 2031-02-15 US666807AW21
2 003 000 17 307 734
Northrop Corporation 7.875 2026-03-01 US666807AQ52
1 330 000 11 434 255
Nuveen Investments 5.5 2015-09-15 US67090FAB22
2 000 000 13 752 105
Ocean Energy Inc 4.375 2007-10-01 US67481EAB20
530 000 3 783 521
Ohio Edison Co 6.875 2036-07-15 US677347CE41
975 000 7 151 288
Oracle Corp And Ozark Holding 5.250 2016-01-15 US68402LAC81
5 975 000 41 345 705
Pfizer Inc 4.65 2018-03-01 US717081AQ68
2 925 000 19 190 672
Philip Morris Companies Inc 7.75 2027-01-15 US718154CF28
200 000 1 668 162
Phillips Petroleum Co 8.75 2010-05-25 US718507BQ87
4 000 000 32 051 327
Principal Life Global 3.2 2009-04-01 US74254PAA03
3 000 000 20 427 227
Procter & Gamble Co 6.875 2009-09-15 US742718BM03
2 475 000 18 852 807
Progress Energy Inc 7.1 2011-03-01 US743263AD77
2 000 000 15 358 706
Progress Energy Inc 7.75 2031-03-01 US743263AE50
1 250 000 10 286 642
Progressive Corporation 6.25 2032-12-01 US743315AL75
500 000 3 574 576
Prologis 5.25 2010-11-15 US743410AF93
1 235 000 8 688 662
Protective Life Secured Trust 3.7 2008-11-24 US74367FAA66
1 225 000 8 473 257
Prudential Financial INC 3.75 2008-05-01 US74432QAA31
1 500 000 10 496 464
Prudential Financial INC 5.4 2035-06-13 US74432QAH83
975 000 6 016 327
Public Service Elec & Gas Co 5.375 2013-09-01 US74456QAL05
825 000 5 853 091
Pulte Corporation 6.375 2033-05-15 US745867AP60
390 000 2 483 313
Quest Diagnostics Inc 5.125 2010-11-01 US74834LAK61
1 400 000 9 878 802
Raytheon Corporation 4.85 2011-01-15 US755111BQ38
2 505 000 17 786 398
Raytheon Corporation 6.75 2007-08-15 US755111AE17
2 278 000 16 999 176
Residential Capital Corp 6.500 2013-04-17 US76113BAR06
1 850 000 13 219 347
Rio Tinto Finance Ltd 2.625 2008-09-30 US767201AB24
645 000 4 373 188
Rohm & Haas Co 7.85 2029-07-15 US775371AU10
500 000 4 332 539
SBC Communications 6.15 2034-09-15 US78387GAQ64
2 600 000 17 525 842
Date (Time): 7/21/2006 ( 4:45:33PM) Page 7

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
USA continued...
Schering-Plough Corporation adj 2033-12-01 US806605AG68
1 780 000 13 235 061
Slm Corp 3.625 2008-03-17 US78442FAN87
1 600 000 11 255 863
Slm Corp 4 2010-01-15 US78442FDE51
4 175 000 28 954 411
Southwest Airlines Co 5.125 2017-03-01 US844741AX63
1 000 000 6 616 437
Sovereign Bank 5.125 2013-03-15 US84603MEX02
275 000 1 902 908
Sprint Capital Corporation 6.875 2028-11-15 US852060AD48
4 060 000 29 682 499
Sprint Capital Corporation 7.625 2011-01-30 US852060AJ18
2 450 000 19 329 804
Sprint Capital Corporation 8.75 2032-03-15 US852060AT99
725 000 6 446 026
St Paul Travelers Cos Inc 6.75 2036-06-20 US792860AK49
2 100 000 15 024 112
State Street Corporation 7.65 2010-06-15 US857477AB95
485 000 3 740 720
Suntrust Bankings Inc 4.25 2009-10-15 US867914AY98
5 000 000 34 766 349
TCI Communications Inc 7.125 2028-02-15 US872287AL19
2 225 000 16 588 871
TCI Communications Inc 7.875 2026-02-15 US872287AF41
2 380 000 19 141 742
Teva Pharmaceutical Finance LL 5.55 2016-01-02 US88163VAC37
2 825 000 19 549 218
Texaco Capital Inc 5.5 2009-01-15 US881685BJ94
1 725 000 12 735 066
Texas Eastn Transmission Corporation 5.25 20070715 US882389CB31
2 500 000 18 378 378
Tiaa Global Markets 3.875 2008-01-22 US87244HAF29
350 000 2 496 235
Tiaa Global Markets 4.125 2007-11-15 US87244HAB15
175 000 1 241 425
Time Warner Inc 6.625 2029-05-15 US887315BN85
725 000 5 078 853
Time Warner Inc 6.95 2028-01-15 US887315BM03
990 000 7 359 338
Time Warner Inc 7.57 2024-02-01 US887315BH18
4 675 000 36 761 894
Toyota Motor Credit Corporation 2.875 2008-08-01 US892332AL12
650 000 4 477 240
Travelers Property Casualty Corp 5 2013-03-15 US89420GAH20
1 100 000 7 599 160
Union Pacific Corporation 5.75 2007-10-15 US907818CM83
2 400 000 17 494 375
Union Pacific Corporation 6.625 2029-02-01 US907818CF33
1 000 000 7 620 234
United States Bancorp 3.95 2007-08-23 US91159HGD61
3 858 000 27 648 385
United States Bancorp 4.4 2008-08-15 US90331HKW24
2 325 000 16 604 453
United States Treasury Note/bo 4.5 2016-02-15 US912828EW61
8 515 000 59 375 575
United States Treasury Note/bo 5.125 2016-05-15 US912828FF20
11 535 000 83 509 760
United Technologies Corporation 4.875 2006-11-01 US913017BE81
800 000 5 794 071
United Technologies Corporation 7.5 2029-0915 US913017BA69
700 000 5 954 028
UnitedHealth Group Inc 5.2 2007-01-17 US91324PAD42
4 005 000 29 458 080
Unitedhealth Group Inc 5.800 2036-03-15 US91324PAR38
1 925 000 12 694 778
US Bank National Association 2.87 2007-02-01 US90331HJA23
1 800 000 12 918 429
US Central Credit Union 2.75 2008-05-30 US90335GAA94
450 000 3 077 891
US Govt Bonds 5.25 2029-02-15 US912810FG86
100 000 000 731 430 880
US Govt Bonds 5.375 2031-02-15 US912810FP85
73 240 000 547 317 246
US Govt Bonds 7.125 2023-02-15 US912810EP94
90 000 000 792 762 532
US Govt Bonds 7.5 2016-11-15 US912810DX38
140 000 000 1 202 087 214
US Govt Bonds 8.75 2020-08-15 US912810EG95
100 000 000 988 227 393
US Govt Notes 4.25 2013-11-15 US912828BR04
20 000 000 137 079 009
US Govt Notes 4.75 2014-05-15 US912828CJ78
66 000 000 466 517 314
US Govt Notes 2.375 2006-08-15 US912828BF65
73 000 000 528 754 976
US Govt Notes 2.625 2006-11-15 US912828BP48
102 000 000 729 864 681
US Govt Notes 2.625 2008-05-15 US912828AZ39
182 500 000 1 259 308 120
US Govt Notes 3.25 2007-08-15 US912828AH31
164 000 000 1 169 786 394
US Govt Notes 3.375 2008-11-15 US912828BQ21
179 000 000 1 243 919 327
US Govt Notes 3.5 2009-08-15 US912828CS77
145 000 000 1 009 517 172
US Govt Notes 3.5 2009-11-15 US912828DB34
124 000 000 852 651 377
US Govt Notes 4 2012-11-15 US912828AP56
30 000 000 204 261 230
Date (Time): 7/21/2006 ( 4:45:33PM) Page 8

Holdings per Country
As at 6/30/2006
Bond
Security
ISIN
Nominal amount
Market Value (SEK)
USA continued...
US Govt Notes 4.25 2014-08-15 US912828CT50
44 000 000 303 489 865
US Govt Notes 4.25 2014-11-15 US912828DC17
92 000 000 626 674 398
US Govt Notes 4.5 2010-11-15 US912828EM89
105 000 000 742 857 716
US Govt Notes 4.5 2015-11-15 US912828EN62
2 970 000 20 495 737
US Govt TB 2006-07-13 US912795XL03
2 000 000 14 381 034
US Govt TB 2006-07-20 US912795XM85
1 800 000 12 931 734
Valero Energy Corporation 6.125 2007-04-15 US91913YAC49
700 000 5 109 439
Verizon Global Funding Corporation 7.75 2030-12-01 US92344GAM87
3 285 000 25 614 018
Verizon Global Funding Corporation 7.75 2032-06-15 US92344GAS57
1 100 000 8 547 414
Verizon Global FundingCorporation 6.125 2007-06-15 US92344GAR74
3 000 000 21 740 351
Verizon New Jersey Inc Global 5.875 2012-01-17 US92344UAA34
580 000 4 198 451
Viacom Inc 5.750 2011-04-30 US925524AY62
2 660 000 19 060 680
Virginia Electric & Power Co 4.75 2013-03-01 US927804EU44
1 650 000 11 207 055
Wachovia Corporation 4.375 2008-08-15 US92976FAS20
1 005 000 7 171 809
Wachovia Corporation 5.25 2014-08-01 US929903AJ15
1 865 000 13 060 452
Wachovia Corporation 5.5 2035-08-01 US929903AM44
1 000 000 6 458 100
Wal Mart Stores Inc 4.125 2010-07-01 US931142BZ52
10 000 000 69 734 067
Washington Mutal Bank 5.125 2015-01-15 US93933WAC01
1 500 000 10 255 077
Washington Mutual Inc 4.375 2008-01-15 US939322AH68
2 000 000 14 411 184
Waste Management Inc 7.375 2010-08-01 US94106LAK52
700 000 5 475 988
Wellpoint Inc 5.95 2034-12-15 US94973VAH06
1 935 000 12 753 034
Wellpoint Inc 5.85 2036-01-15 US94973VAL18
2 225 000 14 843 253
Wells Fargo Bank NA 4.875 2011-01-12 US949746NB33
585 000 4 173 345
Wells Fargo Company 4 2007-09-10 US949746CN99
4 275 000 30 523 141
Wells Fargo Company 4.2 2010-01-15 US949746JJ15
2 675 000 18 762 117
Wells Fargo Company 4.95 2013-10-16 US949746FJ50
3 500 000 24 087 441
Wells Fargo Company 5.125 2007-02-15 US949746CH22
1 425 000 10 431 408
Weyerhaeuser Co 6.125 2007-03-15 US962166BM53
85 000 623 936
Wisconsin electric Pwr Co 5.625 2033-05-15 US976656BW74
500 000 3 318 878
World Savings Bank 4.125 2008-03-10 US98151GAC96
1 500 000 10 671 332
Wyeth 6.000 2036-02-15 US983024AL46
6 300 000 43 386 656
XTO Energy Inc 5 2015-01-31 US98385XAF33
1 000 000 6 742 911
Total Bonds
19 055 736 158
60 121 982 710
Date (Time): 7/21/2006 ( 4:45:33PM) Page 9

Holdings per Country
As at 6/30/2006
Index bond
Security
ISIN
Nominal amount
Market Value (SEK)
Sweden
Specialfastigheter 123 4 2008-12-01 SE0001018961
50 000 000 62 553 682
Swedish Government 1 2012-04-01 #3106 SE0001517707
315 000 000 301 753 105
Swedish Government 3.5 2015-12-01 #3105 SE0000555955
3 602 000 000 4 606 619 000
Swedish Government 3.5 2028-12-01 #3104 SE0000556599
3 468 000 000 4 915 667 651
Swedish Government 4 2008-12-01 #3101 SE0000306805
306 000 000 385 086 814
Swedish Government 4 2020-12-01 #3102 SE0000317943
2 317 000 000 3 412 439 695
13 684 119 947
USA
US Treasury Index Bond 1.875 2015-07-15 US912828EA42
170 000 000 1 213 411 419
US Treasury Index Bond 3.875 2029-04-15 US912810FH69
50 000 000 549 214 577
Total Index bonds
1 762 625 996
15 446 745 943
Date (Time): 7/21/2006 ( 4:45:33PM) Page 10