CONSOL Energy Inc.
Investment Plan for
Salaried Employees
Financial Statements and Supplemental Schedule
December 31, 2002 and 2001
Investment Plan for Salaried Employees
Contents
December 31, 2002 and 2001
Page(s) | ||
12 | ||
3 | ||
4 | ||
510 | ||
Schedule I: Schedule H, line 4(i) Schedule of Assets (Held at End of Year) |
1133 |
Note: |
Other schedules required by Section 2520.103-10 of the Department of Labors Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act (ERISA) of 1974 have been omitted because they are not applicable. |
Report of Independent Auditors
To the Participants and Investment Plan Committee of
the CONSOL Energy Inc. Investment Plan for
Salaried Employees
In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of the CONSOL Energy Inc. Investment Plan for Salaried Employees (the Plan) at December 31, 2002, and the changes in net assets available for benefits for the year ended December 31, 2002 in conformity with accounting principles generally accepted in the United States of America. These financial statements are the responsibility of the Plans management; our responsibility is to express an opinion on these financial statements based on our audit. We conducted our audit of these statements in accordance with auditing standards generally accepted in the United States of America, which require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audit provides a reasonable basis for our opinion.
Our audit was conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental schedule of assets held (at end of year) as of December 31, 2002 is presented for the purpose of additional analysis and is not a required part of the basic financial statements but are supplementary information required by the Department of Labors Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. The supplemental schedule is the responsibility of the Plans management. The supplemental schedule has been subjected to the auditing procedures applied in the audit of the basic financial statements and, in our opinion, is fairly stated in all material respects in relation to the basic financial statements taken as a whole.
/s/ PricewaterhouseCoopers LLP
Pittsburgh, Pennsylvania
June 10, 2003
1
Report of Independent Auditors
To the Investment Plan Committee
CONSOL Energy Inc.
We have audited the accompanying statement of net assets available for benefits of the CONSOL Energy Inc. Investment Plan for Salaried Employees as of December 31, 2001. This financial statement is the responsibility of the Plans management. Our responsibility is to express an opinion on this financial statement based on our audits.
We conducted our audit in accordance with auditing standards generally accepted in the United States. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements. An audit also includes assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the Plan at December 31, 2001, in conformity with accounting principles generally accepted in the United States.
/s/ Ernst & Young LLP
June 6, 2002
2
Investment Plan for Salaried Employees
Statements of Net Assets Available for Benefits
December 31, 2002 and 2001
(in thousands of dollars) | 2002 |
2001 | ||||
Investment at contract value |
||||||
Stable Value Fund |
$ | 526,690 | $ | 505,379 | ||
Investments at fair value |
||||||
Interests in registered investment companies |
108,312 | 149,128 | ||||
Barclays 3-Way Fund |
14,759 | 17,621 | ||||
Merrill Lynch Aggressive Asset Allocation Portfolio |
833 | 941 | ||||
Merrill Lynch Conservative Asset Allocation Portfolio |
299 | 289 | ||||
Merrill Lynch Moderate Asset Allocation Portfolio |
1,218 | 1,291 | ||||
Merrill Lynch Small Cap Index Trust |
1,167 | 1,112 | ||||
Merrill Lynch International Index Trust |
561 | 862 | ||||
Merrill Lynch Equity Index Trust |
11,662 | 15,672 | ||||
E.I. DuPont de Nemours & Company Common Stock |
170,055 | 189,099 | ||||
CONSOL Stock Fund |
39,548 | 35,827 | ||||
Daimler Chrysler AG Common Stock |
85 | 131 | ||||
Participant loans |
15,055 | 16,504 | ||||
Total investments |
890,244 | 933,856 | ||||
Receivables |
||||||
Participant contributions |
1,735 | 1,769 | ||||
Employer contributions |
4,970 | 4,999 | ||||
Due from broker for securities sold |
89 | 57 | ||||
Accrued interest and dividends |
14 | | ||||
6,808 | 6,825 | |||||
Cash |
855 | 951 | ||||
Net assets available for benefits |
$ | 897,907 | $ | 941,632 | ||
The accompanying notes are an integral part of these financial statements.
3
Investment Plan for Salaried Employees
Statement of Changes in Net Assets Available for Benefits
December 31, 2002 and 2001
(in thousands of dollars) | ||||
Additions to net assets attributed to |
||||
Contributions |
||||
Participant |
$ | 21,507 | ||
Employer |
12,026 | |||
Rollover |
10,220 | |||
Total contributions |
43,753 | |||
Interest and dividends |
9,611 | |||
Net depreciation in fair value of investments |
(16,936 | ) | ||
Total additions |
36,428 | |||
Deductions from net assets attributed to |
||||
Benefits paid to participants |
80,153 | |||
Net decrease |
(43,725 | ) | ||
Net assets available for benefits |
||||
Beginning of year |
941,632 | |||
End of year |
$ | 897,907 | ||
The accompanying notes are an integral part of these financial statements.
4
Investment Plan for Salaried Employees
Notes to Financial Statements
December 31, 2002 and 2001
1. | Description of the Plan |
The following brief description of the CONSOL Energy Inc. Investment Plan for Salaried Employees (the Plan) is provided for general information purposes only. Participants should refer to the Plan document for more complete information.
General
The Plan is a defined contribution plan established in 1953. Salaried, operations and maintenance and, in certain circumstances, production and maintenance employees of CONSOL Energy Inc. and participating employers (CONSOL Energy or the Company) are eligible to participate in the Plan on the first of the month following regular full-time employment. In addition, temporary employees are eligible to participate in the Plan upon completion of a period of 12 consecutive months, commencing upon their employment date or anniversary date thereof, during which the employee completes 1,000 or more hours of service. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (ERISA).
On April 29, 1999, CONSOL Energy underwent an initial public offering. In connection with the public offering, the Plan offers CONSOL Energy common stock (CONSOL Stock Fund) as an investment option. Participants of the Plan were able to transfer funds into the CONSOL Stock Fund in June 1999 and to allocate contributions to this fund in July 1999. In addition, participants were no longer able to allocate contributions to E.I. DuPont de Nemours & Company (DuPont) common stock (DuPont Stock Fund).
Effective January 1, 2002, the Plan was amended to convert the CONSOL Stock Fund within the CONSOL Investment Plan to an Employee Stock Ownership Plan (ESOP). As amended, a participant in the Plan will be given the opportunity for dividends on CONSOL Energy stock held in the Plan to be paid in the form of cash for any dividends declared on or after January 23, 2002. If a participant does not make an election, the dividends will be invested into the CONSOL Stock Fund.
Effective January 1, 2002, the Plans allowable contribution limit for participants was amended. The amended Plan allows each participant to continue a maximum of the lesser of $40,000 or 44 percent of their monthly base pay.
Contributions
Each year participants may, with certain restrictions, contribute up to 44 percent of monthly base pay to the Plan exclusive of supplemental make-up deposits. CONSOL Energy and participating employers match these contributions, dollar for dollar, up to 6 percent of base pay (as defined by the Plan). Contributions may be made with before-tax or after-tax dollars. In addition, subject to certain limitations, a participant is allowed to make lump-sum savings deposits in cash to the Plan.
Participant Accounts
Each participants account is credited with the participants contributions and allocations of the Companys contributions and plan investment earnings and is charged with an allocation of administrative expenses and plan investment losses. Allocations are based on participant earnings or account balances, as defined. Forfeited balances of terminated participants nonvested accounts are used to reduce future Company contributions. The benefit to which a participant is entitled is the benefit that can be provided from the participants account.
5
CONSOL Energy Inc.
Investment Plan for Salaried Employees
Notes to Financial Statements
December 31, 2002 and 2001
Vesting
Through December 31, 2001, Plan participants generally became vested upon completion of five years participation in the Plan or five cumulative years of service. Effective January 1, 2002, Plan participants vest upon completion of three cumulative years of service. Participants are always 100 percent vested in their deposits and in the earnings on both their deposits and the Companys contributions.
Forfeitures
Nonvested participants whose services with the Company have been terminated will forfeit their entire Company matching source. Total forfeitures for 2002 were approximately $74,000. Forfeitures are used to reduce the employer matching contributions to the Plan.
Investment Options
Upon enrollment in the Plan, a participant may direct employee contributions in any of the funds included in the supplemental schedule of assets (held at end of year), which is attached to these financial statements.
Participant Loans
Participants may borrow up to one-half of their nonforfeitable account balances subject to certain minimum and maximum loan limitations. Such loans are repayable over periods of 12 to 60 months (120 months maximum if for the purchase of a principal residence) and bear an interest rate equal to the average rate charged by selected major banks for secured personal loans. Principal and interest are paid ratably through payroll deductions.
Payment of Benefits
Participants who retire from active service may elect to withdraw until April 1 of the calendar year following the year in which the participants attains age 70-1/2, or to elect an option to have their account distributed over a period of not less than two years or more than a period which would pay the account balance during the employees actuarial life in either a fixed or variable amount. Before-tax deposits may be withdrawn only in the event of an employees retirement, death, termination, attainment of age 59-1/2 or defined hardship. At December 31, 2002, approximately $749,000 was payable to withdrawing participants. The Plan has recorded this amount as a liability on the Form 5500 as these claims have been processed and approved for payment but not paid prior to year-end.
Plan Termination
Although it has not expressed any intent to do so, CONSOL Energy has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of plan termination, participants will become 100 percent vested in their accounts.
2. | Summary of Significant Accounting Policies |
Basis of Accounting
The financial statements of the Plan are prepared under the accrual method of accounting in accordance with accounting principles generally accepted in the United States of America.
6
CONSOL Energy Inc.
Investment Plan for Salaried Employees
Notes to Financial Statements
December 31, 2002 and 2001
Investment Valuation and Income Recognition
For financial reporting purposes, the assets of the Plan are reflected on the accrual basis of accounting. The underlying assets of the Stable Value Fund consist primarily of guaranteed investment contracts (GIC), separate account portfolios (SAP) and synthetic guaranteed investment contracts (SYN). These contracts are held for investment purposes by the Plan and are fully benefit responsive. The Stable Value Fund is stated at cost plus accrued interest, using the contracted interest rates applied to the daily account balances. The contract value of the investment contracts is provided by the Plans trustee and approximates market value. Changes in contract value are recognized in the statement of changes in net assets available for benefits as they occur. Investments in common stock funds and interests in registered investment companies are stated at fair value based on publicly quoted market prices. Investments in the Merrill Lynch Small Cap Index Trust, Merrill Lynch International Index Trust, Merrill Lynch Equity Index Trust, Barclays 3-Way Fund and Aggressive Asset Allocation, Conservative Asset Allocation and Moderate Asset Allocation Portfolios are valued at the net asset value of units held by the Plan at year end by the applicable custodian.
Purchases and sales of investments are recorded on a trade-date basis. Dividend income is recorded on the ex-dividend date and interest income is recorded on the accrual basis. Gains and losses on the sale of DuPont and CONSOL Energy common stock are based on the average cost of the securities sold and are recognized on the trade date. The CONSOL Stock Fund, which is comprised solely of CONSOL Energy common stock, is valued at its quoted market price at year end. Participant loans are valued at cost, which approximates fair value.
Use of Estimates
The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes therein, and disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Payment of Benefits
Benefits are recorded when paid.
Risks and Uncertainties
The Plan provides for various investment options. These investments are exposed to various risks, such as interest rate, market and credit. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of investment securities, it is possible that changes in the near or long term could materially affect participants account balances and the amounts reported in the Statement of Net Assets Available for Benefits and the Statement of Changes in Net Assets Available for Benefits.
Administrative Expenses
Certain administrative expenses of the Plan, such as trustee fees, accounting and legal fees are provided to the Plan by CONSOL Energy without cost. Other administrative expenses are borne by the Plan.
7
CONSOL Energy Inc.
Investment Plan for Salaried Employees
Notes to Financial Statements
December 31, 2002 and 2001
3. | Investments |
The following presents individual investments that represent 5 percent or more of the Plans net assets available for benefits at December 31:
(in thousands of dollars) | 2002 |
2001 | |||||
E.I. DuPont de Nemours & Company common stock, 4,010,750 and 4,448,339 shares, respectively |
$ | 170,055 | $ | 189,099 | |||
Connecticut General Life Insurance SAP, 7.14%, 10/01/2007 |
41,699 | 48,338 | |||||
Union Bank of SwitzerlandSYN, 6.35% |
55,584 | 52,245 | |||||
TransamericaSAP, 7.10%, 11/30/2006 |
45,254 | 42,254 | |||||
Pimco Low Duration Fund |
59,406 | | |||||
Synthetic Wrapper Agreement |
(144,384 | ) | |
During 2002, the Plans investments (including investments bought, sold, as well as held during the year (depreciated) appreciated as follows:
(in thousands of dollars) | Net (Depreciation) Appreciation in Investment Value During Year |
Investment Value at End of | |||||
Fair value as determined by quoted market price |
|||||||
Interests in registered investment companies |
$ | (35,411 | ) | $ | 108,312 | ||
Common stock |
|||||||
CONSOL Stock Fund |
(5,702 | ) | 39,548 | ||||
E.I. DuPont de Nemours & Company |
(405 | ) | 170,055 | ||||
Daimler Chrysler AG |
(32 | ) | 85 | ||||
Stable Value Fund |
30,872 | 526,690 | |||||
Fair value reported by applicable custodian |
(6,258 | ) | 30,499 | ||||
Noninterest-bearing cash and cash equivalents |
| 855 | |||||
$ | (16,936 | ) | $ | 876,044 | |||
The Stable Value Fund is a nonpooled separate account held by the Plan. Prior to March 1999, the Plan and the Thrift Plan for Employees of Conoco Inc., a wholly owned subsidiary of DuPont, jointly owned the Stable Value Fund. During 1999, the balance of all investment contracts, as of December 31, 1998, was allocated to the two plans by Merrill Lynch based on the relationship of the Plans Stable Value Fund participant balances to total Stable Value Fund participant balances.
8
CONSOL Energy Inc.
Investment Plan for Salaried Employees
Notes to Financial Statements
December 31, 2002 and 2001
The investment contracts are entered into based on an evaluation of the credit risk of the contract issuers and/or third party guarantors. Collateral is generally not provided. The Stable Value Fund includes traditional guaranteed investment contracts as well as synthetic guaranteed investment contracts. A synthetic guaranteed investment contract provides for a guaranteed return on principal over a specified period of time through the use of underlying assets and a benefit responsive wrapper contract issued by a third party. Included in the contract value of synthetic guaranteed investment contracts is approximately ($144.4 million) at December 31, 2002 attributable to wrapper contract providers representing the amounts by which the value of contracts are less than the value of the underlying assets.
The composition of assets of the Stable Value Fund as of December 31, 2002 and 2001 are as follows:
(in thousands of dollars) | 2002 |
2001 | ||||
Investment contracts |
$ | 519,267 | $ | 505,379 | ||
Short-term investments |
7,423 | | ||||
$ | 526,690 | $ | 505,379 | |||
The composition of changes in net assets of the Stable Value Fund for the year ended December 31, 2002 is as follows:
(in thousands of dollars) | ||||
Employer contributions |
$ | 6,233 | ||
Participant contributions |
20,434 | |||
Total contributions |
26,667 | |||
Interest and dividend income |
658 | |||
Net realized/unrealized appreciation in fair value |
30,929 | |||
Benefits paid to participants |
(51,939 | ) | ||
Net loan activity |
(71 | ) | ||
Net interfund transfers |
15,123 | |||
Other |
(56 | ) | ||
Increase in net assets available for benefits |
21,311 | |||
Net assets |
||||
Beginning of year |
505,379 | |||
End of year |
$ | 526,690 | ||
The aggregate crediting rates for all contracts as of December 31, 2002 was 5.88 percent. The crediting rates for SAP and SYN contracts are reset annually and are based on the market value of the underlying portfolio of assets backing these contracts. Inputs used to determine the crediting rate include each contracts portfolio market value, current yield-to-maturity, duration (i.e., weighted average life), and market value relative to contract value. The average yield of the Stable Value Fund was approximately 6.07 percent in 2002.
Participants investing in the Stable Value Fund, Barclays 3-Way Fund, Merrill Lynch Equity Index Trust, Merrill Lynch Small Cap Index Trust, Merrill Lynch International Index Trust, and Aggressive Asset Allocation, Conservative Asset Allocation and Moderate Asset Allocation Portfolios are assigned units at the time of investment based on the net asset value per unit.
9
CONSOL Energy Inc.
Investment Plan for Salaried Employees
Notes to Financial Statements
December 31, 2002 and 2001
4. | Tax Status |
The Internal Revenue Service has determined and informed the Company by a letter dated September 17, 2002, that the Plan and related trust are designed in accordance with applicable sections of the Internal Revenue Code (IRC). The plan administrator and the Plans tax counsel believe that the Plan is designed and is currently being operated in compliance with the applicable requirements of the IRC.
5. | Reconciliation of Financial Statements to Form 5500 |
The following is a reconciliation of net assets available for benefits per the financial statements at December 31, 2002 and 2001 to Form 5500:
(in thousands of dollars) | 2002 | 2001 | ||||||
Net assets available for benefits per the financial statements |
$ | 897,907 | $ | 941,632 | ||||
Amounts allocated to withdrawing participants |
(749 | ) | (903 | ) | ||||
Net assets available for benefits per the Form 5500 |
$ | 897,158 | $ | 940,729 | ||||
The following is a reconciliation of benefits paid to participants per the financial statements for the year ended December 31, 2002, to Form 5500:
(in thousands of dollars) | ||||
Benefits paid to participants per the financial statements |
$ | 80,153 | ||
Add: Amounts allocated to withdrawing participants at December 31, 2002 |
749 | |||
Less: Amounts allocated to withdrawing participants at December 31, 2001 |
(903 | ) | ||
Benefits paid to participants per Form 5500 |
$ | 79,999 | ||
Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, 2002, but not yet paid as of that date.
6. | Transactions with Parties-in-Interest |
Plan investments in the Merrill Lynch Balanced Capital Fund, the Merrill Lynch Basic Value Fund, the Merrill Lynch Fundamental Growth Fund, the Merrill Lynch Premier Institutional Fund, the Merrill Lynch Aggressive Asset Allocation Portfolio, the Merrill Lynch Conservative Asset Allocation Portfolio, the Merrill Lynch Moderate Asset Allocation Portfolio, the Merrill Lynch Small Cap Index Trust, the Merrill Lynch International Index Trust and the Merrill Lynch Equity Index Trust are managed by Merrill Lynch. Merrill Lynch is the trustee as defined by the Plan and, therefore, these transactions qualify as those conducted with a party-in-interest to the Plan. Trustee and investment fees paid during 2002 were based upon customary and reasonable rates for such services.
One of the investment vehicles available to employees, the CONSOL Stock Fund, contains stock of CONSOL Energy. The Plan held 2,288,668 shares and 1,442,310 shares of CONSOL Energys common stock at December 31, 2002 and 2001, respectively.
10
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
(in thousands of dollars) | |||||||
Identity of Issue, Borrower | Description of | Number of | Current | ||||
Lessor or Similar Party |
Investment |
Shares/Units |
Value | ||||
Noninterest-bearing cash and cash equivalents |
| $ | 855 | ||||
Common stock |
|||||||
CONSOL Stock Fund* |
2,288,668 | 39,548 | |||||
E.I. DuPont de Nemours & Company |
4,010,750 | 170,055 | |||||
Daimler Chrysler AG |
2,783 | 85 | |||||
Total common stock |
209,688 | ||||||
Interests in registered investment companies |
|||||||
Merrill Lynch* |
Balanced Capital Fund | 132,819 | 2,956 | ||||
Basic Value Fund | 314,324 | 7,343 | |||||
Fundamental Growth Fund | 43,047 | 555 | |||||
Janus Investments |
Enterprise Fund | 376,671 | 8,645 | ||||
Mercury Fund | 1,142,451 | 16,863 | |||||
Fidelity Investments |
Fidelity Fund | 156,650 | 3,487 | ||||
Equity Income Fund | 52,827 | 2,096 | |||||
Magellan Fund | 367,112 | 28,987 | |||||
Low Priced Stock Fund | 282,636 | 7,114 | |||||
Growth and Income Fund | 152,586 | 4,625 | |||||
Franklin Value Investors Trust |
Small Cap Growth Fund | 205,554 | 4,512 | ||||
Balance sheet | 112,796 | 4,184 | |||||
Custodian Fund Inc. | 19,446 | 463 | |||||
AIM |
Equity Constellation Fund | 150,867 | 2,509 | ||||
Premier Equity Fund | 631,792 | 4,745 | |||||
Franklin Templeton |
Growth Fund | 97,819 | 1,558 | ||||
Foreign Fund | 287,669 | 2,390 | |||||
MFS Investment Management |
Total Return Fund | 144,104 | 1,912 | ||||
Research Fund | 66,413 | 939 | |||||
Mercury |
International Fund | 81,707 | 1,355 | ||||
216,049 | 1,074 | ||||||
Total interests in registered investment companies. |
108,312 |
11
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
Stable Value Fund |
||||||
Connecticut General Life Insurance |
GIC, 7.14%, 10/1/2007 | 41,699,016 | 41,699 | |||
ING Life Insurance and Annuity Co. |
GIC, 4.86%, 5/3/2004 | 33,557,072 | 33,557 | |||
Transamerica Life Ins. |
GIC, 7.10%, 11/30/2006 | 45,254,414 | 45,254 | |||
John Hancock Mutual Life |
GIC, 6.01%, 5/31/2006 | 13,873,437 | 13,873 | |||
Union Bank of Switzerland |
GIC, 6.35%, open-end | 55,583,769 | 55,584 | |||
Security Life of Denver |
GIC, 6.19%, 3/3/2008 | 25,363,630 | 25,364 | |||
Merrill Lynch Premier Institutional |
Money Market Fund, 1.39% | |||||
Fund* |
7,423,286 | 7,423 | ||||
ING Life Insurance and Annuity Co. |
SYN, 6.32%, open-end | 56,827,335 | | |||
Monumental Life Ins. Co. |
SYN, 5.55%, open-end | 55,221,456 | | |||
Morgan Guarantee Trust Co. |
SYN, 5.30%, open-end | 55,302,679 | | |||
Morgan Guarantee Trust Co. |
SYN, 5.42%, open-end | 40,578,974 | | |||
State Street Bank and Trust |
SYN, 5.67%, open-end | 55,426,137 | | |||
State Street Bank and Trust |
SYN, 5.42%, open-end | 40,578,974 | | |||
Underlying investments for synthetic investment contracts: |
||||||
AOL TIME WARNER 7.625% BDS 15/4/31 USD1000 |
Corporate Bonds | 250,000 | 257 | |||
AT&T CORP 8% SNR NTS 15/NOV/2031 USD1000 |
Corporate Bonds | 750,000 | 827 | |||
BEAR STEARNS ARM TRUST 01-9 I-A VARIABLE |
CMO/REMIC | 349,018 | 352 | |||
BEAR STEARNS COS FR MTN 24/05/2004 USD1000 |
Corporate Bonds | 500,000 | 502 | |||
CHASE EOD BK LIQUIDITY FD (VAN 2). |
Short Term Investment Fund | 16,561,146 | 16,561 | |||
CHASE MANHATTAN AUTO OWNER TRUST 00-A A-3 6.210% |
Asset-Backed Security | 358,151 | 362 | |||
DENVER ARENA TR ARENA REVENUE BKD NT 144A 6.94% |
Asset-Backed Security | 207,405 | 222 | |||
DEUTSCHE TELEKOM I 8.5%-VAR BDS 15/6/10 USD |
Corporate Bonds | 500,000 | 576 | |||
DLJ ACCEPTANCE TRUST II 1989-2 2-G VARIABLE |
CMO/REMIC | 32,983 | 36 | |||
DYNEGY INC 8.75% NT 15/02/2012 USD1000 |
Corporate Bonds | 500,000 | 175 | |||
EL PASO CORP 8.05% M TN 15/OCT/2030 USD1000 |
Corporate Bonds | 250,000 | 155 | |||
FANNIE MAE REMIC TRUST 93-196 IA 6.500% |
CMO/REMIC | 19,050 | 2 | |||
FANNIE MAE REMIC TRUST 93-252 HA 5.000% |
CMO/REMIC | 950,000 | 983 | |||
FANNIE MAE REMIC TRUST 96-007 H 6.500% 25/DEC/2023 |
CMO/REMIC | 421,623 | 429 | |||
FANNIE MAE REMIC TRUST 97-G02A ZA 8.500% |
CMO/REMIC | 393,360 | 428 | |||
FEDERAL HOME LN MTG CORP REFRNCE NT 5% 15/JAN/2004 |
Government Bonds | 550,000 | 571 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1404 FA |
CMO/REMIC | 177,041 | 180 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1416 Z |
CMO/REMIC | 1,511,996 | 1,620 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1502 PZ |
CMO/REMIC | 282,736 | 292 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1584 HA |
CMO/REMIC | 504,593 | 506 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1629 HA |
CMO/REMIC | 650,000 | 655 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1639 J |
CMO/REMIC | 52,787 | 53 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1956A BE |
CMO/REMIC | 187,868 | 192 | |||
FEDERAL NATL MTG ASSN STRIPPED MTG |
CMO/REMIC | 3,835 | 4 | |||
FFCA SECURED LENDING CORPORATION 99-2 A 7.950% |
Commercial Mortgage Back | 400,000 | 440 | |||
FHLMC MORTPASS ARM 01/MAY/2025 84 PN# 846152 |
Mortgage Backed Securities | 76,765 | 79 |
12
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
FNMA MORTPASS 6% 01/JUL/2014 CI PN# 323833 |
Mortgage Backed Securities | 236,883 | 249 | |||
FNMA MORTPASS 6% 01/MAR/2009 CI PN# 050986 |
Mortgage Backed Securities | 522,337 | 553 | |||
FNMA MORTPASS 6.134% 01/NOV/2011 XY PN# 545269 |
Mortgage Backed Securities | 494,510 | 544 | |||
FNMA MORTPASS 7.104% 01/AUG/2009 HY PN# 381816 |
Mortgage Backed Securities | 485,791 | 558 | |||
FNMA MORTPASS ARM 01/AUG/2028 AS PN# 065581 |
Mortgage Backed Securities | 70,142 | 72 | |||
FNMA MORTPASS ARM 01/MAR/2027 AS PN# 062938 |
Mortgage Backed Securities | 18,084 | 19 | |||
FNMA MORTPASS ARM 01/MAY/2036 WS PN# 545204 |
Mortgage Backed Securities | 347,714 | 357 | |||
FORD CREDIT AUTO OWNER TRUST 99-D B 6.870% |
Asset-Backed Security | 900,000 | 902 | |||
FORD MOTOR CREDIT 7.25% BDS 25/10/11 USD1000 |
Corporate Bonds | 250,000 | 243 | |||
FORD MOTOR CREDIT FRN 3/2003 USD |
Corporate Bonds | 500,000 | 499 | |||
FRANCE TELECOM VAR% BD 1/3/31 USD(4) |
Corporate Bonds | 850,000 | 1,035 | |||
FREDDIE MAC 2235 KS 6.500% 15/FEB/2026 |
CMO/REMIC | 500,000 | 532 | |||
FREDDIE MAC 2279 Z 6.000% 15/JAN/2031 |
CMO/REMIC | 392,543 | 397 | |||
GE CAPITAL MORTGAGE SERVICES, INC. 94-17 A5 7.000% |
CMO/REMIC | 23,383 | 24 | |||
GEN MOTORS ACC CP 5.75% SNR NTS 10/11/03 USD |
Corporate Bonds | 96,000 | 98 | |||
GENERAL ELEC CAP CORP 36962GZY3 5.45% 15/JAN/2013 |
Corporate Bonds | 500,000 | 519 | |||
GENERAL MTRS NOVA 6.85% NT 15/10/2008 USD1000 |
Corporate Bonds | 1,000,000 | 1,034 | |||
GEORGIA ST RD & TWY AUTH REV 01/DEC/2001 |
Municipal Bonds | 300,000 | 311 | |||
GMAC COMMERCIAL MORTGAGE SECURITIES, INC. 99-C2 |
Commercial Mortgage Back | 349,313 | 381 | |||
GNMA I MORTPASS 6.5% 15/OCT/2025 SF PN# 387158 |
Mortgage Backed Securities | 41,720 | 44 | |||
GNMA I MORTPASS 7% 15/DEC/2030 SF PN# 537747 |
Mortgage Backed Securities | 820,585 | 870 | |||
GNMA I MORTPASS 7% 15/JAN/2030 SF PN# 519186 |
Mortgage Backed Securities | 37,603 | 40 | |||
GNMA I MORTPASS 7% 15/JUL/2031 SF PN# 551549 |
Mortgage Backed Securities | 1,257,204 | 1,333 | |||
GNMA I MORTPASS 7% 15/MAY/2032 SF PN# 587589 |
Mortgage Backed Securities | 34,053 | 36 | |||
GNMA I MORTPASS 7% 15/NOV/2031 SF PN# 571315 |
Mortgage Backed Securities | 404,340 | 429 | |||
GNMA II JUMBO VAR RATE 20/OCT/2029 PN# 080331 |
Mortgage Backed Securities | 59,405 | 61 | |||
GNMA II MORTPASS ARM 20/APR/2030 AR PN# 080395 |
Mortgage Backed Securities | 56,765 | 58 | |||
GNMA II MORTPASS ARM 20/FEB/2024 AR PN# 008371 |
Mortgage Backed Securities | 71,454 | 73 | |||
GNMA II MORTPASS ARM 20/JAN/2026 AR PN# 008781 |
Mortgage Backed Securities | 50,262 | 52 | |||
GNMA II MORTPASS ARM 20/JAN/2027 AR PN# 080032 |
Mortgage Backed Securities | 108,185 | 111 | |||
GNMA II MORTPASS ARM 20/SEP/2023 AR PN# 008280 |
Mortgage Backed Securities | 76,988 | 79 | |||
GNMA6.50% 15JAN2049 USD |
Mortgage Backed Securities | 4,000,000 | 4,195 | |||
GREENTREE FINANCIAL CORPORATION 98-6 A-5 6.060% |
Asset-Backed Security | 741,314 | 766 | |||
HAMILTON OHIO NORTHERN OHIO SCH DISTS GAS SUPPLY |
Municipal Bonds | 1,200,000 | 1,298 | |||
INDYMAC ARM TRUST 01-H2 A-2 VARIABLE 25/JAN/2032 |
CMO/REMIC | 554,764 | 565 | |||
LIMESTONE ELECTRON TR / LIM EST GTD SR NT 144A |
Corporate Bonds | 500,000 | 470 | |||
MEXICO (UTD MEX ST) VRR SERIES D 30JUN2006 |
Rights | 500,000 | | |||
MEXICO(UTD MEX ST) MTN 8.3% 15/AUG/2031 |
Government Bonds | 300,000 | 317 | |||
MEXICO, GOVERNMNET OF (UTD) VRR SERIES B DUE |
Rights | 500,000 | 2 | |||
MEXICO,VALUE RECOV Rights, (UTD)VRR SERIES-C- |
Rights | 500,000 | | |||
NATL RURAL UTIL CORP VAR |
Corporate Bonds | 1,000,000 | 1,003 | |||
NOMURA ASSET ACCEP CORP 2001-R1 M TG PASS THRU CTF |
CMO/REMIC | 365,036 | 395 | |||
PACIFIC GAS & ELEC CO NT FLT 144A 31/OCT/2049 |
Corporate Bonds | 300,000 | 287 | |||
PEMEX PROJECT FDG 8% BD 15/11/2011 USD144A |
Corporate Bonds | 500,000 | 538 |
13
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
PIMCO FDS PAC INVT MGMT SER INTL PTF INSTL |
Mutual Funds | 455,267 | 3,105 | |||
RESECURITIAZTION MORTGAGE TRUST CERTIFICATES 00-A |
CMO/REMIC | 254,062 | 259 | |||
SALOMON BROTHERS MORTGAGE SECURITIES LOAN TRUST |
CMO/REMIC | 7,356 | 7 | |||
SEARS MTG SECS MTG PASS THRU CTF SER 1992 PR-1 CL |
CMO/REMIC | 23,603 | 24 | |||
SPRINT CAPITAL CP 6.875% NTS 15/11/28 USD1000 |
Corporate Bonds | 300,000 | 242 | |||
SPRINT CAPITAL CP 7.625% GTD BDS 30/1/11 USD |
Corporate Bonds | 500,000 | 475 | |||
TBA FNMA SF 5.00 15 YRS JAN |
Mortgage Backed Securities | 500,000 | 512 | |||
TBA FNMA SF 5.50% 15 YRS DUE 17/JAN/2017 |
Mortgage Backed Securities | 500,000 | 518 | |||
TBA GNMA I SF 7.00 30 YRS JAN |
Mortgage Backed Securities | 1,000,000 | 1,059 | |||
TBA GNMA II JUM BOS 6.50 30 YRS JAN |
Mortgage Backed Securities | 2,500,000 | 2,612 | |||
THE PRUDENTIAL HOME MORTGAGE SECURITIES COMPANY, |
CMO/REMIC | 10,036 | 10 | |||
UNITED MEXICAN STATES 8% 24/SEP/2022 |
Government Bonds | 500,000 | 520 | |||
UNITED MEXICAN STATES VALUE RECOVERY RIGHT |
Rights | 500,000 | | |||
USA TREASURY BDS 10.625% BDS 15/8/2015 USD |
Government Bonds | 700,000 | 1,130 | |||
USA TREASURY BDS 12% BDS 15/8/2013 USD1000 |
Government Bonds | 1,500,000 | 2,184 | |||
USA TREASURY BDS 7.5% BDS 15/11/2016 USD1000 |
Government Bonds | 2,500,000 | 3,270 | |||
USA TREASURY BDS 8.875% BDS 15/8/17 USD1000 |
Government Bonds | 1,600,000 | 2,338 | |||
USA TREASURY NTS 3.625% TIPS 15/04/28 USD |
Government Bonds | 600,000 | 787 | |||
USA TREASURY NTS 6.5% NT 15/10/2006 USD1000 |
Government Bonds | 100,000 | 115 | |||
USA TREASURY STRIP STRIP INT PMT 15/8/2015 USD |
Government Bonds | 1,000,000 | 551 | |||
WILLIAMS COS INC 7.125% NT 1/9/2011 USD1000 |
Corporate Bonds | 500,000 | 328 | |||
WILLIAMS COS INC8.75% DUE 15/MAR/2032 |
Corporate Bonds | 100,000 | 66 | |||
BRITISH POUND |
Currencies | 2,960 | 5 | |||
CHASE EOD BK LIQUIDITY FD (VAN 2). |
Short Term Investment Fund | 544 | 1 | |||
PIMCO FDS PAC INVT MGMT SER TOTAL RETRN PT |
Mutual Funds | 2,376,486 | 25,357 | |||
PIMCO LOW DURATION FUND |
Mutual Funds | 5,784,429 | 59,406 | |||
144A/REG S ONCOR ELECTRIC DELIVERY COMPANY |
Corporate Bonds | 85,000 | 88 | |||
1ST UNION NATL BK 7.875% BDS 15/2/10 USD1000 |
Corporate Bonds | 100,000 | 120 | |||
ACE INA HLDGS INC 8.3% NT 15/08/2006 USD1000 |
Corporate Bonds | 100,000 | 113 | |||
AESOP FUNDING II 1998-1 NOTES 20/MAY/2006 6.14000 |
Asset-Backed Security | 300,000 | 323 | |||
ALABAMA PWR CO SR NT-S 5.875% 01/DEC/2022 |
Corporate Bonds | 65,000 | 67 | |||
ALCOA INC 6.75% NTS 15/1/2028 USD1000 |
Corporate Bonds | 50,000 | 56 | |||
ALLTEL CORP |
Corporate Bonds | 120,000 | 138 | |||
AMER HOME PRODS CP 7.9% BDS 15/2/05 USD1000 |
Corporate Bonds | 100,000 | 111 | |||
AMER RE CORP 7.45% NTS 15/12/26 USD |
Corporate Bonds | 250,000 | 260 | |||
AMERITECH CAP FDG 6.45% DEB 15/01/18 USD1000 |
Corporate Bonds | 55,000 | 60 | |||
AOL TIME WARNER 7.7% BDS 1/5/32 USD1000 |
Corporate Bonds | 150,000 | 156 | |||
ASSET SECURITIZATION CORPORATION 97-D4 A-1B 7.400% |
CMO/REMIC | 344,414 | 362 | |||
ASSET SECURITIZATION CORPORATION 97-D5 A-1B 6.660% |
Commercial Mortgage Back | 375,000 | 408 | |||
ASSOCS CORP OF NA 5.75% NTS 1/11/2003 USD1000 |
Corporate Bonds | 280,000 | 290 | |||
AT&T CORP 8% SNR NTS 15/NOV/2031 USD1000 |
Corporate Bonds | 85,000 | 94 | |||
AT&T WIRELESS SVCS INC NT |
Corporate Bonds | 85,000 | 85 | |||
ATLAS AIR 1998-1 1-A 20190702 7.38000 02/JAN/2018 |
Asset-Backed Security | 231,968 | 152 | |||
BANCO SANTANDER CHILE SB NT 6.5% 01/NOV/2005 |
Corporate Bonds | 250,000 | 266 | |||
BK OF AMERICA CPN 7.4% SNR BDS 15/01/2011 USD |
Corporate Bonds | 250,000 | 294 |
14
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) chedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
BK ONE CORP 8% SUB NT 29/4/2027 USD1000 |
Corporate Bonds | 300,000 | 377 | |||
BRISTOL-MYRS SQUIB 5.75% BDS 1/10/11 USD1000 |
Corporate Bonds | 50,000 | 53 | |||
BRITISH TELECOM STEP CPN 8.875% AFTER 06/15/01, |
Corporate Bonds | 75,000 | 96 | |||
BURLINGTON RES INC 5.7% NT 01/03/2007 USD1000 |
Corporate Bonds | 150,000 | 162 | |||
CANADIAN OIL SANDS LTD SR NT 144A7.9% 01/SEP/2021 |
Corporate Bonds | 150,000 | 155 | |||
CENTEX CORPORATION 5.800% DUE 15/SEP/2009 |
Corporate Bonds | 100,000 | 101 | |||
CHASE EOD BK LIQUIDITY FD (VAN 2). |
Short Term Investment Fund | 3,939,869 | 3,940 | |||
CHASE MANHATTAN AUTO OWNER TR 2002 B Asset-Backed Security |
Asset-Backed Security | 250,000 | 262 | |||
CHASE MANHATTAN CP 7% BDS 15/NOV/2009 USD1000 |
Corporate Bonds | 75,000 | 83 | |||
CINGULAR WIRELESS LLC SR NT 7.125%31 |
Corporate Bonds | 150,000 | 159 | |||
CITIBANK CREDIT CARD MASTER TRUST I 99-2 A 5.875% |
Asset-Backed Security | 450,000 | 496 | |||
CLEAR CHANNEL COMM 7.65% SNR NTS 15/9/10 USD |
Corporate Bonds | 80,000 | 91 | |||
CNH EQUIPMENT TRUST 01-A A-4 5.380% 15/AUG/2007 |
Asset-Backed Security | 300,000 | 315 | |||
COMMONWEALTH EDISON CO 1M MBIA 8.25% 01/OCT/2006 |
Corporate Bonds | 150,000 | 177 | |||
CONAGRA INC 7.875% NTS 15/9/10 USD1000 |
Corporate Bonds | 85,000 | 103 | |||
CONTINENTAL AIRLINES 98-2 A 6.410% 15/OCT/2008 |
Asset-Backed Security | 394,923 | 294 | |||
CREDIT NATIONAL 7% SB NTS 14/11/2005 USDVAR |
Corporate Bonds | 250,000 | 269 | |||
DELTA AIR LINES 6.718% 30/APR/2002-02/JAN/2023 |
CMO/REM IC | 350,000 | 370 | |||
DEVON ENERGY CORP 7.95% SR DEB 15/4/32 USD |
Corporate Bonds | 75,000 | 90 | |||
DUKE ENERGY CORP SR NT-B 5.375% 01/JAN/2009 |
Corporate Bonds | 150,000 | 153 | |||
EQUITABLE LIFE ASS 6.95% NTS 1/12/05 USD1000 |
Corporate Bonds | 250,000 | 272 | |||
ERAC USA FINANCE 6.75% NT 15/05/09 USD 144A |
Corporate Bonds | 150,000 | 164 | |||
ERP OPERATING FR 13/04/15 USD1000 |
Corporate Bonds | 200,000 | 213 | |||
EVEREST REINS HLDGS INC SR NT 8.75% 15/MAR/2010 |
Corporate Bonds | 200,000 | 230 | |||
FED HOME LOAN MTG 5.625% BDS 15/03/2011 USD |
Government Bonds | 360,000 | 399 | |||
FED NATL MORT ASSC 6% BDS 15/05/11 USD 1000 |
Government Bonds | 400,000 | 452 | |||
FEDERATED DEPT STO 7% DEB 15/2/2028 USD1000 |
Corporate Bonds | 70,000 | 74 | |||
FHLM CGLD MORTPASS 5.5% 01/M AY/2013 G1 PN# G10814 |
Mortgage Backed Securities | 229,496 | 240 | |||
FHLM CGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90279 |
Mortgage Backed Securities | 411,025 | 430 | |||
FHLM CGLD MORTPASS 6% 01/NOV/2013 E7 PN# E72994 |
Mortgage Backed Securities | 85,604 | 90 | |||
FHLM CGLD MORTPASS 6% 01/SEP/2032 C0 PN# C01403 |
Mortgage Backed Securities | 967,784 | 1,002 | |||
FHLM CGLD MORTPASS 7.5% 01/APR/2028 G0 PN# G00921 |
Mortgage Backed Securities | 100,816 | 108 | |||
FHLM CGLD MORTPASS 7.5% 01/JUN/2027 G0 PN# G00739 |
Mortgage Backed Securities | 74,307 | 79 | |||
FIRST UNION-LEHMAN BROTHERS COMM ERCIAL MORTGAGE |
Commercial Mortgage Back | 241,303 | 256 | |||
FLORIDA WINDSTORM 7.125%SEC NT25/2/19USD(144A |
Corporate Bonds | 100,000 | 114 | |||
FNMA MORTPASS 6% 01/APR/2016 CI PN# 576253 |
Mortgage Backed Securities | 25,590 | 27 | |||
FNMA MORTPASS 6% 01/DEC/2001 CI PN# 614934 |
Mortgage Backed Securities | 932,785 | 976 | |||
FNMA MORTPASS 6% 01/M AR/2005 CX PN# 399248 |
Mortgage Backed Securities | 73,661 | 76 | |||
FNMA MORTPASS 6% 01/NOV/2028 CL PN# 447386 |
Mortgage Backed Securities | 192,175 | 199 | |||
FNMA MORTPASS 6% 01/NOV/2028 CL PN# 447387 |
Mortgage Backed Securities | 164,451 | 171 | |||
FNMA MORTPASS 6% 01/NOV/2032 CL PN# 672909 |
Mortgage Backed Securities | 359,635 | 372 | |||
FNMA MORTPASS 6% 01/SEP/2016 CI PN# 589114 |
Mortgage Backed Securities | 574,410 | 601 | |||
FNMA MORTPASS 6% 01/SEP/2016 CI PN# 602050 |
Mortgage Backed Securities | 32,708 | 34 | |||
FNMA MORTPASS 6.131% 01/NOV/2011 XY PN# 545258 |
Mortgage Backed Securities | 988,413 | 1,089 | |||
FNMA MORTPASS 6.3% 01/JAN/2008 MY PN# 380056 |
Mortgage Backed Securities | 146,235 | 162 | |||
FNMA MORTPASS 6.316% 01/M AY/2011 XY PN# 535862 |
Mortgage Backed Securities | 295,200 | 318 |
15
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
FNMA MORTPASS 6.46% 01/JUN/2009 MY PN# 381698 |
Mortgage Backed Securities | 288,970 | 326 | |||
FNMA MORTPASS 6.5% 01/AUG/2013 CI PN# 251982 |
Mortgage Backed Securities | 156,416 | 166 | |||
FNMA MORTPASS 6.5% 01/AUG/2013 CI PN# 433131 |
Mortgage Backed Securities | 159,031 | 168 | |||
FNMA MORTPASS 6.5% 01/FEB/2017 CI PN# 545449 |
Mortgage Backed Securities | 706,930 | 747 | |||
FNMA MORTPASS 6.5% 01/JUL/2013 CI PN# 433301 |
Mortgage Backed Securities | 286,445 | 303 | |||
FNMA MORTPASS 6.5% 01/NOV/2016 CI PN# 545299 |
Mortgage Backed Securities | 306,073 | 324 | |||
FNMA MORTPASS 7% 01/JAN/2028 CL PN# 313947 |
Mortgage Backed Securities | 223,245 | 235 | |||
FNMA MORTPASS 7.04% 01/MAR/2007 MY PN# 073980 |
Mortgage Backed Securities | 211,817 | 238 | |||
FNMA PASS THRU CTF POOL NO: 582540 |
Mortgage Backed Securities | 34,507 | 36 | |||
FORD MOTOR CO 6.5% BDS 1/8/2018 USD1000 |
Corporate Bonds | 431,000 | 351 | |||
FRANCE TELECOM 8.25% BDS 01/MAR/2011 USD1000 |
Corporate Bonds | 100,000 | 116 | |||
GEN ELEC CAP CORP 6.125% MTN 22/2/2011 USD |
Corporate Bonds | 100,000 | 108 | |||
GEN ELEC CAP CORP 8.85% BDS 4/1/2005 USD1000 |
Corporate Bonds | 175,000 | 199 | |||
GEN MOTORS CORP 6.875% BDS 15/9/11 USD1000 |
Corporate Bonds | 200,000 | 199 | |||
GENERAL ELEC CAP CORP FR CDTMTN8.88% 18/JUN/2003 |
Corporate Bonds | 350,000 | 362 | |||
GERMANY(FED REP) 6% BDS 4/7/2007 EUR0.01 |
Government Bonds | 1,048,000 | 1,216 | |||
GNMA I MORTPASS 6.5% 15/FEB/2028 SF PN# 465911 |
Mortgage Backed Securities | 420,576 | 442 | |||
GNMA I MORTPASS 6.5% 15/JUL/2028 SF PN# 462642 |
Mortgage Backed Securities | 478,122 | 503 | |||
GNMA I MORTPASS 6.5% 15/JUL/2032 SF PN# 587719 |
Mortgage Backed Securities | 472,015 | 496 | |||
GNMA I MORTPASS 6.5% 15/MAR/2028 SF PN# 450324 |
Mortgage Backed Securities | 429,807 | 452 | |||
GNMA I MORTPASS 6.5% 15/MAY/2028 SF PN# 462707 |
Mortgage Backed Securities | 58,447 | 61 | |||
GNMA I MORTPASS 6.5% 15/OCT/2028 SF PN# 469613 |
Mortgage Backed Securities | 729,927 | 767 | |||
GNMA I MORTPASS 6.5% 15/OCT/2028 SF PN# 484867 |
Mortgage Backed Securities | 234,398 | 246 | |||
GNMA I MORTPASS 6.5% 15/OCT/2028 SF PN# 486598 |
Mortgage Backed Securities | 446,896 | 470 | |||
GNMA I MORTPASS 6.5% 15/SEP/2028 SF PN# 464157 |
Mortgage Backed Securities | 210,452 | 221 | |||
GNMA I MORTPASS 6.5% 15/SEP/2028 SF PN# 488893 |
Mortgage Backed Securities | 508,006 | 534 | |||
GNMA I MORTPASS 6.75% 15/FEB/2026 SF PN# 408231 |
Mortgage Backed Securities | 37,934 | 40 | |||
GNMA I MORTPASS 7% 15/APR/2024 SF PN# 376904 |
Mortgage Backed Securities | 97,370 | 104 | |||
GNMA I MORTPASS 7% 15/APR/2028 SF PN# 474144 |
Mortgage Backed Securities | 43,870 | 47 | |||
GNMA I MORTPASS 7% 15/AUG/2023 SF PN# 340394 |
Mortgage Backed Securities | 73,416 | 78 | |||
GNMA I MORTPASS 7% 15/AUG/2023 SF PN# 348933 |
Mortgage Backed Securities | 59,664 | 64 | |||
GNMA I MORTPASS 7% 15/AUG/2023 SF PN# 352111 |
Mortgage Backed Securities | 5,792 | 6 | |||
GNMA I MORTPASS 7% 15/AUG/2024 SP PN# 780034 |
Mortgage Backed Securities | 785,855 | 839 | |||
GNMA I MORTPASS 7% 15/AUG/2028 SF PN# 486448 |
Mortgage Backed Securities | 436,064 | 463 | |||
GNMA I MORTPASS 7% 15/DEC/2022 SF PN# 329847 |
Mortgage Backed Securities | 9,404 | 10 | |||
GNMA I MORTPASS 7% 15/DEC/2022 SF PN# 336120 |
Mortgage Backed Securities | 108,262 | 116 | |||
GNMA I MORTPASS 7% 15/DEC/2023 SF PN# 367190 |
Mortgage Backed Securities | 26,832 | 29 | |||
GNMA I MORTPASS 7% 15/DEC/2023 SF PN# 368839 |
Mortgage Backed Securities | 99,385 | 106 | |||
GNMA I MORTPASS 7% 15/DEC/2023 SF PN# 370463 |
Mortgage Backed Securities | 17,417 | 19 | |||
GNMA I MORTPASS 7% 15/DEC/2023 SF PN# 372900 |
Mortgage Backed Securities | 39,992 | 43 | |||
GNMA I MORTPASS 7% 15/DEC/2023 SF PN# 374850 |
Mortgage Backed Securities | 9,316 | 10 | |||
GNMA I MORTPASS 7% 15/DEC/2025 SP PN# 780400 |
Mortgage Backed Securities | 218,722 | 233 | |||
GNMA I MORTPASS 7% 15/DEC/2027 SF PN# 462442 |
Mortgage Backed Securities | 242,955 | 258 | |||
GNMA I MORTPASS 7% 15/JUL/2023 SF PN# 342725 |
Mortgage Backed Securities | 29,139 | 31 | |||
GNMA I MORTPASS 7% 15/JUL/2023 SF PN# 344967 |
Mortgage Backed Securities | 64,629 | 69 | |||
GNMA I MORTPASS 7% 15/JUL/2023 SF PN# 355637 |
Mortgage Backed Securities | 31,863 | 34 |
16
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
GNMA I MORTPASS 7% 15/JUL/2023 SF PN# 359874 |
Mortgage Backed Securities | 75,019 | 80 | |||
GNMA I MORTPASS 7% 15/JUL/2028 SF PN# 454627 |
Mortgage Backed Securities | 187,621 | 199 | |||
GNMA I MORTPASS 7% 15/JUL/2028 SF PN# 481087 |
Mortgage Backed Securities | 151,789 | 161 | |||
GNMA I MORTPASS 7% 15/JUN/2023 SF PN# 348706 |
Mortgage Backed Securities | 20,172 | 22 | |||
GNMA I MORTPASS 7% 15/JUN/2023 SF PN# 356902 |
Mortgage Backed Securities | 119,291 | 127 | |||
GNMA I MORTPASS 7% 15/JUN/2023 SF PN# 358580 |
Mortgage Backed Securities | 23,063 | 25 | |||
GNMA I MORTPASS 7% 15/JUN/2028 SF PN# 450349 |
Mortgage Backed Securities | 227,105 | 241 | |||
GNMA I MORTPASS 7% 15/MAY/2023 SF PN# 351952 |
Mortgage Backed Securities | 17,990 | 19 | |||
GNMA I MORTPASS 7% 15/NOV/2022 SF PN# 327740 |
Mortgage Backed Securities | 6,118 | 7 | |||
GNMA I MORTPASS 7% 15/NOV/2022 SF PN# 332309 |
Mortgage Backed Securities | 3,855 | 4 | |||
GNMA I MORTPASS 7% 15/NOV/2022 SF PN# 334250 |
Mortgage Backed Securities | 6,310 | 7 | |||
GNMA I MORTPASS 7% 15/NOV/2027 SF PN# 462384 |
Mortgage Backed Securities | 262,276 | 279 | |||
GNMA I MORTPASS 7% 15/NOV/2028 SP PN# 780898 |
Mortgage Backed Securities | 160,223 | 170 | |||
GNMA I MORTPASS 7% 15/OCT/2023 SF PN# 345891 |
Mortgage Backed Securities | 25,184 | 27 | |||
GNMA I MORTPASS 7% 15/OCT/2023 SF PN# 358555 |
Mortgage Backed Securities | 43,211 | 46 | |||
GNMA I MORTPASS 7% 15/OCT/2028 SF PN# 476799 |
Mortgage Backed Securities | 332,649 | 353 | |||
GNMA I MORTPASS 7% 15/SEP/2022 SF PN# 332844 |
Mortgage Backed Securities | 88,493 | 95 | |||
GNMA I MORTPASS 7% 15/SEP/2028 SF PN# 464820 |
Mortgage Backed Securities | 420,877 | 447 | |||
GNMA I MORTPASS 7.5% 15/APR/2023 SF PN# 354440 |
Mortgage Backed Securities | 7,932 | 9 | |||
GNMA I MORTPASS 7.5% 15/APR/2024 SF PN# 385236 |
Mortgage Backed Securities | 11,586 | 12 | |||
GNMA I MORTPASS 7.5% 15/APR/2028 SF PN# 445803 |
Mortgage Backed Securities | 9,712 | 10 | |||
GNMA I MORTPASS 7.5% 15/AUG/2012 SF PN# 453836 |
Mortgage Backed Securities | 112,083 | 121 | |||
GNMA I MORTPASS 7.5% 15/AUG/2027 SF PN# 448960 |
Mortgage Backed Securities | 194,197 | 208 | |||
GNMA I MORTPASS 7.5% 15/AUG/2028 SF PN# 471098 |
Mortgage Backed Securities | 136,263 | 146 | |||
GNMA I MORTPASS 7.5% 15/DEC/2023 SF PN# 370143 |
Mortgage Backed Securities | 11,409 | 12 | |||
GNMA I MORTPASS 7.5% 15/DEC/2023 SP PN# 780598 |
Mortgage Backed Securities | 176,273 | 189 | |||
GNMA I MORTPASS 7.5% 15/DEC/2027 SF PN# 427197 |
Mortgage Backed Securities | 5,600 | 6 | |||
GNMA I MORTPASS 7.5% 15/FEB/2023 SF PN# 295284 |
Mortgage Backed Securities | 63,155 | 68 | |||
GNMA I MORTPASS 7.5% 15/FEB/2024 SF PN# 381041 |
Mortgage Backed Securities | 108,033 | 116 | |||
GNMA I MORTPASS 7.5% 15/FEB/2027 SF PN# 432344 |
Mortgage Backed Securities | 56,626 | 61 | |||
GNMA I MORTPASS 7.5% 15/FEB/2027 SF PN# 441791 |
Mortgage Backed Securities | 32,349 | 35 | |||
GNMA I MORTPASS 7.5% 15/JAN/2023 SF PN# 338054 |
Mortgage Backed Securities | 32,552 | 35 | |||
GNMA I MORTPASS 7.5% 15/JAN/2023 SF PN# 343532 |
Mortgage Backed Securities | 42,204 | 45 | |||
GNMA I MORTPASS 7.5% 15/JAN/2027 SF PN# 439999 |
Mortgage Backed Securities | 24,572 | 26 | |||
GNMA I MORTPASS 7.5% 15/JAN/2027 SF PN# 441782 |
Mortgage Backed Securities | 49,759 | 53 | |||
GNMA I MORTPASS 7.5% 15/JUL/2008 SF PN# 355497 |
Mortgage Backed Securities | 7,710 | 8 | |||
GNMA I MORTPASS 7.5% 15/JUL/2023 SF PN# 348522 |
Mortgage Backed Securities | 11,737 | 13 | |||
GNMA I MORTPASS 7.5% 15/JUL/2023 SF PN# 351134 |
Mortgage Backed Securities | 60,009 | 65 | |||
GNMA I MORTPASS 7.5% 15/JUN/2023 SF PN# 359850 |
Mortgage Backed Securities | 8,721 | 9 | |||
GNMA I MORTPASS 7.5% 15/JUN/2024 SF PN# 354831 |
Mortgage Backed Securities | 176,538 | 189 | |||
GNMA I MORTPASS 7.5% 15/JUN/2025 SP PN# 780166 |
Mortgage Backed Securities | 380,855 | 409 | |||
GNMA I MORTPASS 7.5% 15/JUN/2027 SF PN# 447204 |
Mortgage Backed Securities | 40,974 | 44 | |||
GNMA I MORTPASS 7.5% 15/MAR/2023 SF PN# 346277 |
Mortgage Backed Securities | 13,111 | 14 | |||
GNMA I MORTPASS 7.5% 15/MAR/2024 SF PN# 366727 |
Mortgage Backed Securities | 86,920 | 93 | |||
GNMA I MORTPASS 7.5% 15/MAR/2029 SF PN# 498479 |
Mortgage Backed Securities | 134,423 | 143 |
17
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
GNMA I MORTPASS 7.5% 15/M AY/2024 SF PN# 390179 |
Mortgage Backed Securities | 59,215 | 64 | |||
GNMA I MORTPASS 7.5% 15/M AY/2027 SF PN# 447583 |
Mortgage Backed Securities | 51,099 | 55 | |||
GNMA I MORTPASS 7.5% 15/M AY/2028 SF PN# 456898 |
Mortgage Backed Securities | 6,863 | 7 | |||
GNMA I MORTPASS 7.5% 15/NOV/2027 SF PN# 423168 |
Mortgage Backed Securities | 547,217 | 585 | |||
GNMA I MORTPASS 7.5% 15/NOV/2028 SF PN# 469708 |
Mortgage Backed Securities | 66,198 | 71 | |||
GNMA I MORTPASS 7.5% 15/OCT/2023 SF PN# 270657 |
Mortgage Backed Securities | 27,619 | 30 | |||
GNMA I MORTPASS 7.5% 15/OCT/2023 SF PN# 357222 |
Mortgage Backed Securities | 34,528 | 37 | |||
GNMA I MORTPASS 7.5% 15/OCT/2027 SF PN# 423135 |
Mortgage Backed Securities | 247,646 | 265 | |||
GNMA I MORTPASS 7.5% 15/OCT/2028 SF PN# 469632 |
Mortgage Backed Securities | 407,976 | 436 | |||
GNMA I MORTPASS 7.5% 15/SEP/2023 SF PN# 348240 |
Mortgage Backed Securities | 14,301 | 15 | |||
GNMA I MORTPASS 7.5% 15/SEP/2023 SF PN# 356091 |
Mortgage Backed Securities | 39,010 | 42 | |||
GNMA I MORTPASS 7.5% 15/SEP/2023 SF PN# 373825 |
Mortgage Backed Securities | 23,788 | 26 | |||
GNMA I MORTPASS 8% 15/OCT/2030 SF PN# 540895 |
Mortgage Backed Securities | 83,800 | 91 | |||
GNMA I MORTPASS 8.25% 15/APR/2008 SF PN# 020680 |
Mortgage Backed Securities | 20,438 | 22 | |||
GNMA I MORTPASS 8.25% 15/JUN/2006 SF PN# 010839 |
Mortgage Backed Securities | 30,897 | 33 | |||
GNMA I MORTPASS 8.25% 15/JUN/2008 SF PN# 023526 |
Mortgage Backed Securities | 2,076 | 2 | |||
GNMA I MORTPASS 8.25% 15/M AY/2008 SF PN# 025421 |
Mortgage Backed Securities | 1,552 | 2 | |||
GNMA I MORTPASS 8.5% 15/NOV/2021 SF PN# 308107 |
Mortgage Backed Securities | 15,275 | 17 | |||
GTE CORP 6.36% DEB 15/4/06 USD1000 |
Corporate Bonds | 335,000 | 362 | |||
HEWLETT PACKARD CO 6.5% |
Corporate Bonds | 80,000 | 89 | |||
HOUSEHOLD FIN CORP 6.375% BDS 15/10/2011 USD10 |
Corporate Bonds | 100,000 | 105 | |||
HOUSEHOLD FINANCE CORP |
Corporate Bonds | 45,000 | 47 | |||
HOUSEHOLD FINANCE CORP 7% 15/MAY/2012 |
Corporate Bonds | 65,000 | 71 | |||
HOUSING URBAN DEVELOPMENT DEB-00A 7.498% |
Corporate Bonds | 100,000 | 122 | |||
ICI WILMINGTON ING 6.95% GT NTS15/9/04 USD1000 |
Corporate Bonds | 105,000 | 110 | |||
INDIANA MICH PWR CO NT 6.125% 15/DEC/2006 |
Corporate Bonds | 125,000 | 125 | |||
INTL LEASE FINANCE 5.75% NT 15/10/2006 USD1000 |
Corporate Bonds | 200,000 | 210 | |||
ISRAEL ST GTD CL8D 6.75% 15/AUG/2004 |
Government Bonds | 500,000 | 537 | |||
JACKSON NATL LIFE INS CO SRPLS NT 144A 15/MAR/2027 |
Corporate Bonds | 425,000 | 482 | |||
JOHN HANCOCK FINAN 7.9% MTN 02/07/10 USD 144A |
Corporate Bonds | 200,000 | 235 | |||
KINDER MORGAN ENER 6.75% BDS 15/3/2011 USD1000 |
Corporate Bonds | 150,000 | 163 | |||
KINDER MORGAN INC 6.5% 01/SEP/2012 |
Corporate Bonds | 50,000 | 52 | |||
LB-UBS COMMERCIAL MORTGAGE TRUST 2002-C1 A-4 |
CMO/REMIC | 290,000 | 326 | |||
LIBERTY MEDIA CORP 7.75% SR NT 15/7/09 USD1000 |
Corporate Bonds | 80,000 | 86 | |||
LIBERTY MUTUAL INS 7.697% NT 15/10/97 USD144A |
Corporate Bonds | 200,000 | 150 | |||
LOWES COS INC 7.5% NT 15/12/2005 USD1000 |
Corporate Bonds | 95,000 | 108 | |||
LOWES COS INC MED TERM NTS BE FR 6.7%01/SEP/2007 |
Corporate Bonds | 200,000 | 226 | |||
LUMBERMANS MUTUAL 8.3% NTS 1/12/37(144A)USD |
Corporate Bonds | 175,000 | 76 | |||
MASSACHUSETTS RRB SPECIAL PURPOSE TRUST WMECO-1 |
Asset-Backed Security | 184,183 | 205 | |||
MBIA INC DEB 7% 15/DEC/2025 |
Corporate Bonds | 50,000 | 53 | |||
MBNA CORP 7.5% SR MTN 15/3/12 USD |
Corporate Bonds | 70,000 | 75 | |||
METROPOLITAN LIFE INS CO SRPLS 144A7.7% |
Corporate Bonds | 100,000 | 117 | |||
METROPOLITANO DE LISBOA NT 7.42% 15/OCT/2016 |
Corporate Bonds | 250,000 | 289 | |||
MIDAMERICAN FDG INC SR SECD NT 11 01/MAR/2011 |
Corporate Bonds | 100,000 | 110 | |||
MONSANTO CO 7.375% 15/AUG/2012 |
Corporate Bonds | 60,000 | 65 | |||
MONY GROUP INC 8.35% BDS 15/3/2010 USD1000 |
Corporate Bonds | 125,000 | 120 |
18
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
MORGAN STANLEY DEAN WITTER CAPITAL I INC. 00-LIFE |
Commercial Mortgage Back | 500,000 | 585 | |||
MORGAN STANLEY DEAN WITTER CAPITAL I TRUST 01-TOP3 |
Commercial Mortgage Back | 600,000 | 674 | |||
MOTIVA LTD 5.2% 24/SEP/2002 15/SEP/2012 |
Corporate Bonds | 100,000 | 100 | |||
NATIONAL CITY CORP 6.875%SB NTS 15/5/19 USD |
Corporate Bonds | 125,000 | 136 | |||
NATIONWIDE FINANCI 6.25% SNR NTS 15/11/11 USD |
Corporate Bonds | 60,000 | 63 | |||
NBD BANK NA 8.25% SUB NTS1/11/24 USD |
Corporate Bonds | 350,000 | 443 | |||
NEW YORK ST ENVIRONMENTAL FACS CORP ST SVC |
Municipal Bonds | 165,000 | 182 | |||
NEWS AMER HLDGS INC SR DEB 8.25% 10/AUG/2018 |
Corporate Bonds | 300,000 | 329 | |||
NORSK HYDRO ASA 6.7% BDS 15/1/18 USD1000 |
Corporate Bonds | 200,000 | 216 | |||
NORSKE SKOGSINDUST 7.625% NT 15/10/11 USD1000 |
Corporate Bonds | 80,000 | 88 | |||
NORTHEASTERN UNIV MASS REV 01/MAY/1998 01/OCT/2008 |
Municipal Bonds | 175,000 | 198 | |||
NORTHERN BORDER PARTNERS L P SR NT 7.1% |
Corporate Bonds | 100,000 | 106 | |||
NSTAR COM 8% BDS 15/2/2010 USD1000 |
Corporate Bonds | 200,000 | 243 | |||
OLD DOMINION ELEC COOP BD-1A 6.25% 01/JUN/2011 |
Corporate Bonds | 70,000 | 77 | |||
PACIFICORP SECD MTN MBIA 08 15/MAY/2008 |
Corporate Bonds | 375,000 | 419 | |||
PASADENA TEX WTR & SWR REV 01/JUN/1998 01/APR/2007 |
Municipal Bonds | 140,000 | 155 | |||
PECO ENERGY TRANSITION TRUST 01-A A-1 6.520% |
Asset-Backed Security | 150,000 | 171 | |||
PENN ELEC CO 6.375% SR NTS 01/04/09 USD |
Corporate Bonds | 300,000 | 307 | |||
PEPSIAMERICAS INC 6.375% NTS 1/5/2009 USD1000 |
Corporate Bonds | 431,000 | 466 | |||
POPULAR NORTH AMER 6.625%GTD NT 15/1/04USD1000 |
Corporate Bonds | 100,000 | 104 | |||
PRAXAIR INC 6.5% NTS 1/3/2008 USD1000 |
Corporate Bonds | 55,000 | 62 | |||
PRIVATE EXPORTS 8.75% BDS 30/JUN/2003 USD1000 |
Corporate Bonds | 150,000 | 156 | |||
PROVIDENT COS INC 7% BDS 15/7/2018 USD1000 |
Corporate Bonds | 65,000 | 58 | |||
PSEG POWER 8.625% SR NT 15/04/2031 USD |
Corporate Bonds | 85,000 | 92 | |||
PSEG PWR LLC SR NT 6.95% 01/JUN/2012 |
Corporate Bonds | 180,000 | 183 | |||
PSEG TRANSITION FUNDING LLC 01-1 A-6 6.610% |
Asset-Backed Security | 200,000 | 230 | |||
RAYTHEON CO 6.75% BDS 15/8/2007 USD1000 |
Corporate Bonds | 120,000 | 133 | |||
REGENCY CTRS L P NT DTD 22/JAN/2001 |
Corporate Bonds | 100,000 | 115 | |||
REGIONS FINL CORP SUB NT 7% 01/MAR/2011 |
Corporate Bonds | 10,000 | 11 | |||
RELIASTAR FINL CORP NT 8% 30/OCT/2006 |
Corporate Bonds | 110,000 | 126 | |||
ROCHESTER G&E 1STMTG SEC MTN A FR 5.84%22/DEC/2008 |
Corporate Bonds | 100,000 | 107 | |||
SAFECO CORP SR NT |
Corporate Bonds | 20,000 | 22 | |||
SALOMON SMITH BARNEY HLDGS INC NT 7% 15/MAR/2004 |
Corporate Bonds | 479,582 | 509 | |||
SAN DIEGO CNTY CALIF PENSION OBLIG 15/FEB/1994 |
Municipal Bonds | 200,000 | 215 | |||
SCHLUMBERGER TECHNOLOGY CORP NT 144A |
Corporate Bonds | 150,000 | 169 | |||
SCL TERMAEREO SANTIAGO S A SR SEC BD 144A |
CMO/REMIC | 210,148 | 233 | |||
SINGAPORE TELECOMM7.375% BDS 1/12/31 USD144A |
Corporate Bonds | 45,000 | 49 | |||
SPIEKER PROPERTIES 7.25% NTS 1/5/09 USD1000 |
Corporate Bonds | 75,000 | 82 | |||
SPIEKER PROPERTIES 7.35% DEB 1/12/2017 USD1000 |
Corporate Bonds | 80,000 | 85 | |||
SPRINT CAPITAL CP 6.875% NTS 15/11/28 USD1000 |
Corporate Bonds | 220,000 | 177 | |||
ST PAUL COS INC 5.75% SR NT 15/3/07 USD1000 |
Corporate Bonds | 70,000 | 73 | |||
STHN NAT GAS CO 8% NT 01/03/2032 USD1000 |
Corporate Bonds | 150,000 | 132 | |||
SUN CDA FINL CO SBNT144A 7.25% 15/DEC/2015 |
Corporate Bonds | 125,000 | 139 | |||
TARGET CORP 6.35% NTS 15/1/11 USD1000 |
Corporate Bonds | 50,000 | 56 | |||
TBA FHLMC GLD SF306% DUE 15/JAN/2033 |
Mortgage Backed Securities | 600,000 | 620 | |||
TBA FNMA 30 YR 6% 01/JAN/2033 USD |
Mortgage Backed Securities | 500,000 | 517 |
19
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
TBA FNMA SF 6.50 15 YRS JAN |
Mortgage Backed Securities | 500,000 | 527 | |||
TCI COMMUNICATIONS 7.125% BDS 15/2/2028 USD100 |
Corporate Bonds | 100,000 | 93 | |||
TEMPLE INLAND INC |
Corporate Bonds | 75,000 | 83 | |||
TIME WARNER INC 7.25% DEB 15/10/17 USD1000 |
Corporate Bonds | 50,000 | 52 | |||
TORCHM ARK CORP 6.25% SNR NT 15/12/2006 USD |
Corporate Bonds | 115,000 | 124 | |||
TOSCO TR 2000 E / TOSCO 2000 E SR NT 144A |
Corporate Bonds | 100,000 | 121 | |||
TOYOTA MOTOR CRED 5.625% BDS 13/11/03 USD1000 |
Corporate Bonds | 215,000 | 222 | |||
TYCO CAPITAL CORP 7.125% BDS 15/10/2004 USD |
Corporate Bonds | 110,000 | 116 | |||
TYSON FOODS INC 8.25% NTS 01/OCT/2011 USD1000 |
Corporate Bonds | 150,000 | 177 | |||
U S BANCORP ORE SUB DEB 7.5% 01/JUN/2026 |
Corporate Bonds | 600,000 | 708 | |||
US AIRWAYS, INC 01-1G G 7.076% 09/20/2022 |
Asset-Backed Security | 140,287 | 145 | |||
USA INTERACTIVE SER144A 7% 15/JAN/2013 |
Corporate Bonds | 60,000 | 62 | |||
USA NETWORKS INC 6.75% SR NT 15/11/2005 USD |
Corporate Bonds | 50,000 | 52 | |||
USA TREASURY BDS 7.25% BDS 15/8/22 USD1000 |
Government Bonds | 750,000 | 976 | |||
USA TREASURY BDS 8.125% BDS15/8/2019 USD1000 |
Government Bonds | 600,000 | 836 | |||
USA TREASURY BDS 8.75% BDS 15/8/20 USD1000 |
Government Bonds | 700,000 | 1,034 | |||
USA TREASURY BDS 9.25% BDS 15/2/2016 USD1000 |
Government Bonds | 225,000 | 334 | |||
USA TREASURY NTS 3.5% TIIN 15/1/11 USD1000 |
Government Bonds | 450,000 | 515 | |||
USA TREASURY NTS 4.25% NTSTIPS15/01/10 USD |
Government Bonds | 515,000 | 633 | |||
USAA AUTO OWNER TRUST 01-2 A-4 3.910% 16/APR/2007 |
CMO/REMIC | 250,000 | 258 | |||
UTILICORP UTD INC 6.875% SR NT 1/10/04 USD |
Corporate Bonds | 325,000 | 346 | |||
VALERO ENERGY(NEW) 8.75% NTS 15/6/2030 USD1000 |
Corporate Bonds | 50,000 | 57 | |||
VALERO ENRGY |
Corporate Bonds | 50,000 | 51 | |||
VIACOM INC 7.875% BDS 30/7/2030 USD |
Corporate Bonds | 100,000 | 124 | |||
VIRGIN ISLANDS PUB FIN AUTH REV 01/SEP/1994 |
Municipal Bonds | 105,000 | 120 | |||
VODAFONE AIRTOUCH 7.75% NTS 15/2/2010 USD1000 |
Corporate Bonds | 50,000 | 59 | |||
XL CAPITAL FINANCE 6.5% BDS 15/JAN/2012 USD1000 |
Corporate Bonds | 150,000 | 162 | |||
ABBEY NATIONAL CAP8.963% CPN = 8.963% TO 6/30 S/A |
Corporate Bonds | 50,000 | 62 | |||
ABN-AMRO NA HLDGS FR DEB 29/12/2049 USD1000 |
Corporate Bonds | 150,000 | 154 | |||
AHOLD FINANCE USA 6.875% NTS 1/5/2029 USD1000 |
Corporate Bonds | 15,000 | 13 | |||
AIG SUNAMERICA GLOBAL FING X SR NT 144A |
Corporate Bonds | 45,000 | 52 | |||
ALBERTA ENERGY 7.375% NT 1/11/2031 USD1000 |
Corporate Bonds | 25,000 | 29 | |||
ALBERTSONS INC 7.5% NTS 15/2/2011 USD1000 |
Corporate Bonds | 35,000 | 40 | |||
AMERADA HESS CORP 7.875% BDS 1/10/29 USD1000 |
Corporate Bonds | 35,000 | 40 | |||
AMERICAN GENERAL FINANCE 5.375 01/OCT/2012 |
Corporate Bonds | 70,000 | 72 | |||
AMERICAN GENERAL FINANCE CORP MEDIUM NTS-BOOK |
Corporate Bonds | 30,000 | 31 | |||
ANADARKO FINANCE C 7.5% BDS 1/5/2031 USD1000 |
Corporate Bonds | 35,000 | 42 | |||
ARCHER DANIELS MID 8.125% DEB 01/JUN/2012 USD1000 |
Corporate Bonds | 45,000 | 56 | |||
ARCHER DANIELS MIDLAND 5.935% 01/OCT/2032 |
Corporate Bonds | 35,000 | 35 | |||
AT&T BROADBAND CORP NT 8.375% 15/M AR/2013 |
Corporate Bonds | 39,000 | 44 | |||
AT&T CORP 6% BDS 15/3/2009 USD1000 |
Corporate Bonds | 9,000 | 9 | |||
AT&T CORP 8% SNR NTS 15/NOV/2031 USD1000 |
Corporate Bonds | 95,000 | 105 | |||
AT&T WIRELESS SVCS 8.75% SR NT 1/3/31 USD1000 |
Corporate Bonds | 75,000 | 74 | |||
AXA 8.6% SUB BDS 15/12/2030 USD |
Corporate Bonds | 85,000 | 97 | |||
BANK OF AMERICA CORP 4.875% 15/SEP/2012 |
Corporate Bonds | 50,000 | 51 | |||
BARCLAYS BANK 8.55% STP UP CALL PERP RSV |
Corporate Bonds | 90,000 | 110 |
20
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
BB&T CORP 6.5% SB NT 1/8/2011 USD1000 |
Corporate Bonds | 260,000 | 294 | |||
BK OF AMERICA CPN 7.4% SNR BDS 15/01/2011 USD |
Corporate Bonds | 205,000 | 241 | |||
BK ONE CORP 7.875% SUB BDS 1/8/2010 USD |
Corporate Bonds | 85,000 | 102 | |||
BOIT 2002-A2 A2 4.16% 15/JAN/2008 |
Asset-Backed Security | 395,000 | 413 | |||
BRITISH POUND |
Currencies | 6,086 | 10 | |||
BRITISH TELECOM STEP CPN 8.875% AFTER 06/15/01, |
Corporate Bonds | 70,000 | 89 | |||
BRITISH TELECOMMUNICATIONS P L C NT |
Corporate Bonds | 40,000 | 48 | |||
BURLINGTN NTH SANT 6.75% NTS 15/7/2011 USD1000 |
Corporate Bonds | 35,000 | 40 | |||
BURLINGTON NORTHN SANTA FE CP DEB 6.875% |
Corporate Bonds | 50,000 | 55 | |||
CENDANT CORP 7.75% NTS 1/12/2003 USD1000 |
Corporate Bonds | 95,000 | 97 | |||
CHASE EOD BK LIQUIDITY FD (VAN 2). |
Short Term Investment Fund | 27,516,202 | 27,516 | |||
CIT GROUP HLDGS IN 7.75% BDS 2/4/12 USD1000 |
Corporate Bonds | 75,000 | 84 | |||
CITIBANK CR CARD 4.10% 07/DEC/2006 USD |
Asset-Backed Security | 1,055,000 | 1,098 | |||
CITIBANK CREDIT CARD MASTER TRUST I 99-1 A 5.500% |
Asset-Backed Security | 515,000 | 537 | |||
CITIGROUP INC 7.25% SUB BDS 1/10/2010 USD |
Corporate Bonds | 260,000 | 302 | |||
CITIZENS COMMS 9.25% NT 15/05/11 USD1000 |
Corporate Bonds | 55,000 | 66 | |||
COM CAST CABLE COMM 6.75% BD 30/01/2011 USD1000 |
Corporate Bonds | 45,000 | 47 | |||
COMED TRANSITIONAL FUNDING TRUST 98 A-4 5.390% |
Asset-Backed Security | 88,807 | 90 | |||
CONAGRA INC 6.75% BDS 15/9/2011 USD1000 |
Corporate Bonds | 45,000 | 51 | |||
CONSOLIDATED EDISON INC. 5.625% 01/JUL/2012 |
Corporate Bonds | 95,000 | 102 | |||
CONSTELLATION ENER 7% NT 01/04/2012 USD1000 |
Corporate Bonds | 20,000 | 21 | |||
COUNTRYWIDE HOME LOAN5.625% 15/M AY/2007 |
Corporate Bonds | 110,000 | 118 | |||
COX COMMUNICATIONS7.75% NTS 01/NOV/2010 USD1000 |
Corporate Bonds | 70,000 | 80 | |||
CREDIT SUISSE FB U 6.125% NT 15/11/11 USD1000 |
Corporate Bonds | 25,000 | 26 | |||
CREDIT SUISSE FB U 6.5% BDS 15/1/2012 USD1000 |
Corporate Bonds | 40,000 | 43 | |||
CREDIT SUISSE FB USA INC |
Corporate Bonds | 25,000 | 27 | |||
CSX CORP 6.3% NT 15/3/2012 USD1000 |
Corporate Bonds | 70,000 | 77 | |||
DAIM LERCHRYSLER AUTO TR 2002-A ASSET |
Asset-Backed Security | 1,035,000 | 1,066 | |||
DAIM LERCHRYSLER NT 8.5% BDS 18/1/2031 USD1000 |
Corporate Bonds | 25,000 | 31 | |||
DEERE & CO 6.95% BDS 25/4/14 USD1000 |
Corporate Bonds | 35,000 | 41 | |||
DEUTSCHE TELEKOM 8.75%-VAR BDS 15/6/2030 USD |
Corporate Bonds | 45,000 | 52 | |||
DEVON FINANCING CO 7.875%SR DB 30/9/31 USD1000 |
Corporate Bonds | 90,000 | 106 | |||
DISCOVER (R) CARD MASTER TRUST I 99-6 A 6.850% |
Asset-Backed Security | 540,000 | 590 | |||
DOMINION RES(VIR) 8.125% BDS 15/6/10 USD1000 |
Corporate Bonds | 130,000 | 151 | |||
DOW CHEMICAL CO 7.375% BDS 1/11/29 USD1000 |
Corporate Bonds | 55,000 | 60 | |||
EQCC HOME EQUITY LOAN TRUST 97-3 A-8 6.410% |
Asset-Backed Security | 170,478 | 176 | |||
FEDERAL HOM E LN MTG CORP 5.125% 15/JUL/2012 |
Government Bonds | 455,000 | 484 | |||
FEDERAL NATL MTG ASSN BNCHM K 7.125% 15/JAN/2030 |
Government Bonds | 600,000 | 740 | |||
FEDERATED DEPT STO6.625% SR NT 01/APR/2011 |
Corporate Bonds | 20,000 | 22 | |||
FHM LC GB 05 A 4.25% 15/JUN/2005 NA |
Government Bonds | 565,000 | 595 | |||
FLEET CREDIT CARD MASTER TRUST 01-C A 3.860% |
Asset-Backed Security | 530,000 | 548 | |||
FNMA MORTPASS 6.5% 01/JUL/2028 CL PN# 431559 |
Mortgage Backed Securities | 961,044 | 1,002 | |||
FNMA MORTPASS 7% 01/SEP/2028 CL PN# 440615 |
Mortgage Backed Securities | 16,894 | 18 | |||
FORD MOTOR CO 7.45% BDS 16/7/2031 USD1000 |
Corporate Bonds | 120,000 | 104 | |||
FORD MOTOR CREDIT 7.375% BDS 1/2/11 USD10002 |
Corporate Bonds | 25,000 | 24 | |||
FORD MOTOR CREDIT 7.875% BDS 15/6/10 USD |
Corporate Bonds | 325,000 | 327 | |||
FRANCE TELECOM 8.25 % BDS 01/M AR/2011 USD1000 |
Corporate Bonds | 65,000 | 75 |
21
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
GEN ELEC CAP CORP 5.875% MTN 15/2/12 USD1000 |
Corporate Bonds | 260,000 | 278 | |||
GEN ELEC CAP CORP 6.75% BD 15/03/2032 USD1000 |
Corporate Bonds | 75,000 | 83 | |||
GEN MOTORS ACC CP 8% BDS 1/11/2031 USD1000 |
Corporate Bonds | 75,000 | 75 | |||
GEN MOTORS CORP 6.875% BDS 15/9/11 USD1000 |
Corporate Bonds | 35,000 | 35 | |||
GEN MOTORS CORP 7.2% BDS 15/1/2011 USD1000 |
Corporate Bonds | 275,000 | 276 | |||
GNMA I MORTPASS 6.5% 15/JUL/2024 SP PN# 780035 |
Mortgage Backed Securities | 210,209 | 222 | |||
GNMA I MORTPASS 7% 15/SEP/2031 SF PN# 550851 |
Mortgage Backed Securities | 722,404 | 766 | |||
GOLDEN WEST FINL CORP 4.75% 01/OCT/2012 |
Corporate Bonds | 85,000 | 85 | |||
GOLDMAN SACHS GP I 6.6% BDS 15/1/2012 USD1000 |
Corporate Bonds | 65,000 | 72 | |||
GOLDMAN SACHS GROUPD INC 5.7% |
Corporate Bonds | 5,000 | 5 | |||
HANCOCK JOHN GLOBAL FDG II MEDIUM 144A |
Corporate Bonds | 170,000 | 184 | |||
HOUSEHOLD FIN CORP 6.375% BDS 15/10/2011 USD10 |
Corporate Bonds | 45,000 | 47 | |||
HOUSEHOLD FIN CORP 6.75% BDS 15/5/2011 USD1000 |
Corporate Bonds | 170,000 | 181 | |||
HOUSEHOLD FIN CORP 8% BDS 15/7/2010 USD1000 |
Corporate Bonds | 90,000 | 102 | |||
HSBC CAP FUNDING 10.176% STEP-UP PRP PFD SEC |
Corporate Bonds | 35,000 | 49 | |||
HSBC CAP FUNDING 9.547%-FRN PERP USD1000 |
Corporate Bonds | 70,000 | 86 | |||
HSBC HOLDINGS PLC 5.25 12/DEC/2012 |
Corporate Bonds | 60,000 | 61 | |||
ING CAP FUNDING TRST II 8.439% PERPETUAL |
Corporate Bonds | 75,000 | 87 | |||
INTL PAPER CO 6.75% NT 1/9/2011 USD1000 |
Corporate Bonds | 50,000 | 56 | |||
KELLOGG CO 7.45% DB 01/04/2031 USD1000 |
Corporate Bonds | 25,000 | 30 | |||
KINDER MORGAN ENER 7.4% BDS 15/3/2031 USD1000 |
Corporate Bonds | 20,000 | 22 | |||
KINDER MORGAN INC SR NT 6.50% 01/SEP/2012 |
Corporate Bonds | 65,000 | 68 | |||
KON KPN NV 8% BDS 1/10/2010 USD1000 |
Corporate Bonds | 35,000 | 41 | |||
KRAFT FOODS INC 01/JUN/2012 |
Corporate Bonds | 55,000 | 62 | |||
KROGER CO 6.8% SR NT 01/04/11 USD1000 |
Corporate Bonds | 70,000 | 77 | |||
KROGER CO 7.5% 01/APR/2031 |
Corporate Bonds | 40,000 | 45 | |||
LASMO USA INC 7.3% GTD DEB 15/11/37 USD |
Corporate Bonds | 90,000 | 106 | |||
LEHMAN BROS HLDGS 6.625% MTN 18/01/12 USD1000 |
Corporate Bonds | 60,000 | 66 | |||
LOWES COS INC 6.875% BDS 15/2/28 USD1000 |
Corporate Bonds | 10,000 | 11 | |||
M G T FIXED INCOME MTG PRIVATE |
Commingled Funds | 234,255 | 4,582 | |||
MAY DEPT STORES CO 6.9% NT 15/01/2032 USD1000 |
Corporate Bonds | 15,000 | 16 | |||
METLIFE INC 6.125% SR NT 1/12/11 USD |
Corporate Bonds | 80,000 | 86 | |||
METLIFE INC 6.5% DUE 15/DEC/2032 |
Corporate Bonds | 15,000 | 16 | |||
MIDAMERICAN ENERGY CO NT 6.75% 30/DEC/2031 |
Corporate Bonds | 45,000 | 47 | |||
MORGAN STANLEY D.W 6.6% MTN 01/04/2012 USD1000 |
Corporate Bonds | 55,000 | 61 | |||
MORGAN STANLEY D.W6.75% BDS 15/APR/2011 USD1000 |
Corporate Bonds | 100,000 | 111 | |||
NATIONAL RURAL UTI 7.25% BDS 1/3/12 USD1000 |
Corporate Bonds | 60,000 | 69 | |||
NATIONWIDE FINANCI 6.25% SNR NTS 15/11/11 USD |
Corporate Bonds | 20,000 | 21 | |||
NATIONWIDE FINANCIAL SER 5.9% 01/JUL/2012 |
Corporate Bonds | 50,000 | 51 | |||
NATL CITY BK CLEVE 6.2% MTN 15/12/11 USD1000 |
Corporate Bonds | 115,000 | 126 | |||
NORFOLK STHN CORP 6.75% NT 15/2/2011 USD1000 |
Corporate Bonds | 85,000 | 96 | |||
NORTHROP GRUMMAN 7.75%BDS 15/2/2031 USD1000 |
Corporate Bonds | 20,000 | 24 | |||
NWA TR NT-B 10.23% 21/JUN/2014 |
Asset-Backed Security | 82 | | |||
OCCIDENTAL PETRLM 6.75% NT 15/01/2012 USD1000 |
Corporate Bonds | 60,000 | 68 | |||
OGLETHORPE POWER 6.974% BDS 30/6/11 USD1000 |
Corporate Bonds | 53 | | |||
PEPCO HOLDINGS INC 6.45% DUE 15/AUG/2012 144A |
Corporate Bonds | 70,000 | 74 | |||
PHILLIPS PETROLEUM 8.75% BDS 25/5/2010 USD1000 |
Corporate Bonds | 150,000 | 188 |
22
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
PROGRESS ENERGY IN 7.1% SR NTS 1/3/11 USD1000 |
Corporate Bonds | 35,000 | 39 | |||
PRUDENTIAL HLDGS LLC INSRD NT-C144A 18/DEC/2023 |
Corporate Bonds | 55,000 | 64 | |||
RAYTHEON CO 6.55% NTS 15/3/2010 USD1000 |
Corporate Bonds | 45,000 | 49 | |||
REGION OF LOMBARDY 5.804 31OCT25/OCT/2032 |
Corporate Bonds | 85,000 | 88 | |||
REGIONS FINL CORP SUB NT 7% 01/MAR/2011 |
Corporate Bonds | 90,000 | 103 | |||
ROYAL BANK OF SCOT7.648% TO 9/31; THEREAFTER 3MO |
Corporate Bonds | 95,000 | 110 | |||
SAFEWAY INC 6.5% BDS 1/3/2011 USD1000 |
Corporate Bonds | 70,000 | 76 | |||
SBC COMMUNICATIONS 5.875 NTS 1/2/2012 USD1000 |
Corporate Bonds | 105,000 | 113 | |||
SEARS ROEBUCK ACCEPTANCE CORP 01/JUN/2032 |
Corporate Bonds | 25,000 | 21 | |||
SPRINT CAPITAL CP 6.875% NTS 15/11/28 USD1000 |
Corporate Bonds | 80,000 | 64 | |||
SPRINT CAPITAL CP 6.9% GTD BDS 1/5/19 USD1000 |
Corporate Bonds | 70,000 | 57 | |||
STANDARD CHARTERED 8% SB NTS 30/5/2031 USD144A |
Corporate Bonds | 35,000 | 40 | |||
SUNTRUST BK ATLANT 6.375% SBM TN 1/4/11 USD1000 |
Corporate Bonds | 240,000 | 268 | |||
TARGETED RETURN IN 6.858% BD 15/1/12 USD 144A |
CMO/REMIC | 236,520 | 261 | |||
TARGETED RTN INDEX FRN 01/2007 USD1000144A |
Corporate Bonds | 123,660 | 131 | |||
TBA FHLMC GOLD SF 6.00 15 YRS JAN |
Mortgage Backed Securities | 250,000 | 261 | |||
TBA FNMA 30 YR 6% 01/JAN/2033 USD |
Mortgage Backed Securities | 6,745,000 | 6,971 | |||
TBA FNMA 6.5% 15JAN2049 USD |
Mortgage Backed Securities | 4,500,000 | 4,684 | |||
TBA FNMA SF 5.50 30 YRS FEB |
Mortgage Backed Securities | 7,500,000 | 7,615 | |||
TBA FNMA SF 5.50 30 YRS JAN |
Mortgage Backed Securities | 2,500,000 | 2,549 | |||
TBA FNMA SF 5.50% 15 YRS DUE 17/JAN/2017 |
Mortgage Backed Securities | 1,000,000 | 1,036 | |||
TBA FNMA SF 6.00 15 YRS JAN |
Mortgage Backed Securities | 1,000,000 | 1,045 | |||
TBA FNMA SF 7.00 30 YRS JAN |
Mortgage Backed Securities | 775,000 | 815 | |||
TBA GNMA I SF 6.00 30 YRS JAN |
Mortgage Backed Securities | 1,000,000 | 1,040 | |||
TELE-COMMUNICATION 7.875% BDS 1/8/2013 USD1000 |
Corporate Bonds | 110,000 | 121 | |||
TELEFONICA(EUROPE) 7.75% BDS 15/9/2010 USD1000 |
Corporate Bonds | 70,000 | 81 | |||
TELEFONICA(EUROPE) 8.25% BDS 15/09/2030 USD |
Corporate Bonds | 20,000 | 25 | |||
TIME WARNER INC 8.375% BDS 15/3/23 USD1000 |
Corporate Bonds | 180,000 | 203 | |||
TOSCO CORP 8.125% NTS 15/2/30 USD1000 |
Corporate Bonds | 90,000 | 115 | |||
TRANSCANADA PIPELINES LTD DEB 8.625% 15/M AY/2012 |
Corporate Bonds | 30,000 | 37 | |||
TRANSOCEAN SEDCO F 6.625% NTS 15/4/11 USD1000 |
Corporate Bonds | 45,000 | 50 | |||
UACSC OWNER TRUST 00-B A-3 7.440% 08/APR/2005 |
Asset-Backed Security | 311,874 | 315 | |||
UBS (PREF)FUND. TR 8.622%-FRN NTS PERP USD1000 |
Corporate Bonds | 125,000 | 151 | |||
UNION PACIFIC CORP 6.5% BDS 15/4/12 USD1000 |
Corporate Bonds | 50,000 | 56 | |||
UNION PACIFIC CORP 6.625% DEB 1/2/2029 USD1000 |
Corporate Bonds | 35,000 | 38 | |||
UNITED STATES TREAS NTS 3.00% DUE 15/NOV/2007 |
Government Bonds | 990,000 | 1,002 | |||
UNUM PROVIDENT CORP 7.375% 15/JUN/2032 |
Corporate Bonds | 35,000 | 29 | |||
US BK NATL ASSN MI 6.375% M TN 01/08/11 USD1000 |
Corporate Bonds | 230,000 | 258 | |||
US TREASURY NOTE 2% DUE 30/NOV/2002 |
Government Bonds | 2,235,000 | 2,254 | |||
USA TREASURY BDS 5.375% 15/FEB/2031 USD |
Government Bonds | 370,000 | 403 | |||
USA TREASURY BDS 6.125% BDS 15/11/27 USD1000 |
Government Bonds | 895,000 | 1,046 | |||
USA TREASURY BDS 6.25% BDS 15/5/2030 USD1000 |
Government Bonds | 865,000 | 1,035 | |||
USA TREASURY NTS 4% 15/11/2012 USD1000 |
Government Bonds | 245,000 | 248 | |||
VALERO ENERGY CORP |
Corporate Bonds | 90,000 | 94 | |||
VERIZON GLOBAL FDG 7.375% BDS 01/09/12 USD1000 |
Corporate Bonds | 55,000 | 63 | |||
VERIZON GLOBAL FDG 7.75% BD 01/12/2030 USD1000 |
Corporate Bonds | 55,000 | 64 | |||
VERIZON NEW YORK I 6.875% BDS 1/4/12 USD1000(A |
Corporate Bonds | 185,000 | 208 |
23
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
VIACOM INC 7.875% BDS 30/7/2030 USD |
Corporate Bonds | 30,000 | 37 | |||||
VODAFONE AIRTOUCH 7.875% NTS 15/2/30 USD1000 |
Corporate Bonds | 45,000 | 54 | |||||
WASH MUT BK CA GLBL SUB BK MTN FR |
Corporate Bonds | 85,000 | 95 | |||||
WASHINGTON MUTUAL INC 4.375% 15/JAN/2008 |
Corporate Bonds | 45,000 | 46 | |||||
WELLS FARGO COMPANY 5.12% 01/SEP/2012 |
Corporate Bonds | 85,000 | 88 | |||||
WELLS FARGO COMPANY 949746CR0 5% 5% 15/NOV/2014 |
Corporate Bonds | 45,000 | 45 | |||||
WESTVACO CORP 7.95% BD 15/2/31 USD1000 |
Corporate Bonds | 45,000 | 52 | |||||
WESTVACO CORP 8.2% DEB 15/1/2030 USD1000 |
Corporate Bonds | 10,000 | 12 | |||||
WEYERHAEUSER CO DEB 7.375% DUE 15/MAR/2032 |
Corporate Bonds | 75,000 | 81 | |||||
WEYERHAEUSER CO/SEC 6.75000 15/MAR/2012 |
Corporate Bonds | 80,000 | 87 | |||||
WFS FINANCIAL OWNER TRUST 00-A A-3 7.220% |
CMO/REMIC | 26,608 | 27 | |||||
AB SPINTAB SWEDM OR 5.75% BDS 15/6/2005 SEK170 |
Corporate Bonds | 1,000,000 | 119 | |||||
ACE CAPITAL TRUST 9.7% BDS 01/APR/2030 USD1000 |
Corporate Bonds | 40,000 | 49 | |||||
ANADARKO FINANCE C 7.5% BDS 1/5/2031 USD1000 |
Corporate Bonds | 200,000 | 238 | |||||
ANHEUSER-BUSCH COS INC 6.5% 01/MAY/2042 |
Corporate Bonds | 200,000 | 225 | |||||
AOL TIME WARNER 7.7% BDS 1/5/32 USD1000 |
Corporate Bonds | 160,000 | 167 | |||||
APACHE CORP 6.25% NT 15/04/2012 USD1000 |
Corporate Bonds | 80,000 | 90 | |||||
ARCHER DANIELS MID 7.5% BDS 15/3/07 USD1000 |
Corporate Bonds | 169,000 | 203 | |||||
ARGENTINA (REP OF) 0% BDS DUE 15/OCT/2004 USD1000 |
Government Bonds | 240,000 | 53 | |||||
ASSET SECURITIZATION CORPORATION 96-D2 A-1 |
Commercial Mortgage Back | 314,894 | 337 | |||||
ASSOCIATES MANU HSG 1999-1 A 15/JUL/2030 FLT |
Asset-Backed Security | 443,680 | 439 | |||||
AT & T CORP 6.5% DUE 15/MAR/2013 |
Corporate Bonds | 20,000 | 20 | |||||
AT&T CORP 8% SNR NTS 15/NOV/2031 USD1000 |
Corporate Bonds | 80,000 | 88 | |||||
BANK ONE CORP 4.12% 22/AUG/200201/SEP/2007 |
Corporate Bonds | 30,000 | 31 | |||||
BANKBOSTON 6.375% SUB NTS 25/3/08 USD |
Corporate Bonds | 541,310 | 592 | |||||
BAYVIEW FINANCIAL ACQUISITION TRUST |
Asset-Backed Security | 600,000 | 600 | |||||
BAYVIEW FINANCIAL ASSET TRUST 2002-A A-1 VARIABLE |
CMO/REMIC | 363,231 | 362 | |||||
BEAR STEARNS COS FRN 3/2003 USD1000 |
Corporate Bonds | 110,000 | 110 | |||||
BELLSOUTH CAPITAL 6.04% DEB 15/11/26 USD1000 |
Corporate Bonds | 529,000 | 584 | |||||
BK OF AMERICA CPN 6.25% BDS 15/APR/2012 USD |
Corporate Bonds | 130,000 | 145 | |||||
BK OF AMERICA CPN 7.4% SNR BDS 15/01/2011 USD |
Corporate Bonds | 180,000 | 212 | |||||
BK ONE CAPITAL III 8.75% BD 01/09/30 USD1000 |
Corporate Bonds | 200,000 | 252 | |||||
BLACKROCK CAPITAL FINANCE 97-R3 A-2 7.220% |
Commercial Mortgage Back | 202,912 | 208 | |||||
BOEING CO 6.625% DEB 15/2/38 USD1000 |
Corporate Bonds | 362,000 | 361 | |||||
BRISTOL-MYRS SQUIB 5.75% BDS 1/10/11 USD1000 |
Corporate Bonds | 270,000 | 288 | |||||
BRISTOL-MYRS SQUIB 6.875% SR DEB 1/8/2097 USD |
Corporate Bonds | 254,000 | 270 | |||||
BRITISH POUND |
Currencies | 12,855 | 21 | |||||
BRITISH TELECOM STEP CPN 8.875% AFTER 06/15/01, |
Corporate Bonds | 50,000 | 64 | |||||
BRITISH TELECOMMUNICATIONS P L C NT |
Corporate Bonds | 95,000 | 114 | |||||
CALL MAR 03 LONG BOND SP 114 114.00 |
OPTIONS | (8 | ) | (12 | ) | |||
CAPITAL ASSET RESH FDG LP TAX LIEN COLL BD SER |
Asset-Backed Security | 37,967 | 39 | |||||
CASH COLLATERAL HELD AT BR TRUST REC |
Other | 62,312 | 62 | |||||
CHASE EOD BK LIQUIDITY FD (VAN 2). |
Short Term Investment Fund | 13,670,887 | 13,671 | |||||
CHASE FUNDING TRUST 00-2 IIA-1 VARIABLE |
CMO/REMIC | 77,276 | 77 | |||||
CHASE MANHATTAN BANK FIRST UNION NATIONAL BANK |
CMO/REMIC | 500,000 | 586 |
24
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
CIT GROUP INC 5.75% DUE 25/SEP/2007 |
Corporate Bonds | 160,000 | 166 | |||
CITIBANK CREDIT CARD ISSUANCE TRUST 2002-C1 2002-C |
Asset-Backed Security | 110,000 | 109 | |||
CITIGROUP INC 5.625% 26/AUG/200227/AUG/2012 |
Corporate Bonds | 40,000 | 42 | |||
CITIGROUP INC 6% BD 21/02/2012 USD1000 |
Corporate Bonds | 330,000 | 362 | |||
CLOSED-END HOM E EQUITY LOAN Asset-Backed Security |
Asset-Backed Security | 270,761 | 271 | |||
COMM 2001-FL4 01-FL4 A1 144 VARIABLE 15/APR/2013 |
Commercial Mortgage Back | 497,855 | 498 | |||
COMM 2001-FL4 01-FL4 A2 144 VARIABLE 15/APR/2013 |
Commercial Mortgage Back | 520,000 | 519 | |||
CONOCO FUNDING CO 6.35% GT BDS 15/10/11 USD |
Corporate Bonds | 130,000 | 145 | |||
CONOCO FUNDING CO 7.25% BDS 15/10/31 USD1000 |
Corporate Bonds | 70,000 | 82 | |||
CONOCO INC 6.95% SNR NTS 15/04/29 USD |
Corporate Bonds | 50,000 | 57 | |||
CONOCO PHILLIPS |
Corporate Bonds | 80,000 | 80 | |||
CONOCO PHILLIPS CORP 5.90% DUE 15/OCT/2032 |
Corporate Bonds | 50,000 | 50 | |||
CONSECO FINANACE SECURITIZATION CORP 00-6 A-4 |
Asset-Backed Security | 550,000 | 568 | |||
CONSECO FINANCE SECURITIZATIONS CORP 01-3 A-4 |
Asset-Backed Security | 200,000 | 180 | |||
CONSECO FINANCE SECURITIZATIONS CORP. 00-C A |
Asset-Backed Security | 70,526 | 70 | |||
CONSOLIDATED RAIL CORP DEB 7.875% 15/M AY/2043 |
Asset-Backed Security | 40,000 | 47 | |||
CPC INTL INC MTN BE CALL 5.6%2097 15/OCT/2097 |
Corporate Bonds | 100,000 | 91 | |||
CREDIT SUISSE FB U 5.75% NTS 15/4/07 USD1000 |
Corporate Bonds | 70,000 | 75 | |||
CREDIT SUISSE FB USA INC 4.625% DUE 15/JAN/2008 |
Corporate Bonds | 80,000 | 81 | |||
CRIIMI MAE 98-C1 A-2 7.000% 02/JUN/2033 |
Asset-Backed Security | 150,000 | 164 | |||
CSFB COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES |
Commercial Mortgage Back | 370,000 | 370 | |||
CSFB MTG PTC 2002-6 2002-S6 A-2 VARIABLE |
CMO/REMIC | 248,288 | 248 | |||
CWABS, INC 2001-BC3 01-BC3 A VARIABLE 25/DEC/2031 |
Asset-Backed Security | 339,375 | 340 | |||
DAIMLER-BENZ NA FR MTN 21/AUG/2003 USD1000 |
Corporate Bonds | 300,000 | 299 | |||
DAIMLERCHRYSLER AUTO TRUST 00-C A-3 6.820% |
Asset-Backed Security | 33,942 | 34 | |||
DAIMLERCHRYSLER MASTER OWNER AUTO LN Asset-Backed Security |
Asset-Backed Security | 150,000 | 150 | |||
DANA CORP 6.5%NTS 1/3/09 USD1000144A |
Corporate Bonds | 33,613 | 29 | |||
DEERE JOHN CAP CP 6% NTS 15/2/2009 USD1000 |
Corporate Bonds | 100,000 | 109 | |||
DELTA AIR LINES |
Corporate Bonds | 400,000 | 423 | |||
DIAGEO CAPITAL 6.625%NTS 24/6/04 USD1000 |
Corporate Bonds | 150,000 | 160 | |||
DOMINION RESOURCES INC 5.125% 15/DEC/2009 |
Corporate Bonds | 50,000 | 51 | |||
DOMINION RESOURCES INC 5.7% 17/SEP/2012 |
Corporate Bonds | 50,000 | 52 | |||
DRYDEN INV TR TR CTF 144A |
Corporate Bonds | 453,511 | 492 | |||
EL PASO CORP 7.75& MTN 15/01/32 USD1000 |
Corporate Bonds | 380,000 | 236 | |||
EL PASO NATURAL GAS |
Corporate Bonds | 80,000 | 60 | |||
EQCC TRUST 2002-1 2-A VARIABLE 25/NOV/2031 |
Asset-Backed Security | 268,939 | 269 | |||
EURO |
Currencies | 92,524 | 97 | |||
FANNIE MAE 01-W2 AS-1 4.490% 08/25/2028 |
Asset-Backed Security | 47,083 | 47 | |||
FANNIE MAE REM IC TRUST 99-28 PH 6.000% 25/MAR/2023 |
CMO/REMIC | 1,800,000 | 1,849 | |||
FED HOME LOAN MTG 5.75% MTN 15/JAN/2012 USD1000 |
Government Bonds | 1,720,000 | 1,914 | |||
FED HOME LOAN MTG 6.75% BDS 15/9/29 USD1000 |
Government Bonds | 1,000 | 1 | |||
FED NATL MORT ASSC 5.375% BDS 15/11/2011 USD |
Government Bonds | 50,000 | 54 | |||
FED NATL MORT ASSC 5.5% NTS 15/2/2006 USD1000 |
Government Bonds | 1,000,000 | 1,094 | |||
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD |
Government Bonds | 182,000 | 206 | |||
FEDERAL NATL MTG ASSN CONS BD 6.21% 06/AUG/2038 |
Government Bonds | 110,000 | 124 | |||
FEDERAL NATL MTG ASSN DISC NT MATURES 12/FEB/2003 |
Discounted Notes | 600,000 | 598 | |||
FHLMC 4.875% 15/MAR/2007 USD |
Government Bonds | 100,000 | 108 |
25
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
FHLMC7.50% 01/JAN/1998-15/01/49 USD |
Mortgage Backed Securities | 600,000 | 638 | |||
FINANCING CORP PRIN FICO STRIP 16 BD19 05/APR/2019 |
Corporate Bonds | 50,000 | 20 | |||
FIRSTAR BANK NA. 7.125%SB NT 1/12/09 USD1000 |
Corporate Bonds | 20,000 | 24 | |||
FIRSTENERGY CORP 6.45% BD 15/11/2011 USD1000 |
Corporate Bonds | 70,000 | 70 | |||
FIRSTENERGY CORP 7.375% BD 15/11/31 USD1000 |
Corporate Bonds | 160,000 | 155 | |||
FNMA MORTPASS 8% 01/SEP/2015 CI PN# 535460 |
Mortgage Backed Securities | 57,669 | 62 | |||
FNMA MORTPASS 8% 01/SEP/2015 CI PN# 550867 |
Mortgage Backed Securities | 23,465 | 25 | |||
FNMA6.00% 08/DEC/2000-15/DEC/2005 USD |
Government Bonds | 315,000 | 349 | |||
FORD MOTOR CO 8.9% BDS 15/1/32 USD1000 |
Corporate Bonds | 100,000 | 98 | |||
FORD MOTOR CREDIT 7.375% BDS 1/2/11 USD10002 |
Corporate Bonds | 230,000 | 224 | |||
FORD MOTOR CREDIT 7.875% BDS 15/6/10 USD |
Corporate Bonds | 200,000 | 201 | |||
GEN ELEC CAP CORP 6.75% BD 15/03/2032 USD1000 |
Corporate Bonds | 230,000 | 254 | |||
GENERAL ELEC CAP CORP 6% M TN 15/JUN/2012 USD1000 |
Corporate Bonds | 250,000 | 270 | |||
GENERAL MTRS NOVA 6.85% NT 15/10/2008 USD1000 |
Corporate Bonds | 270,000 | 279 | |||
GERMANY(FED REP) 5% BDS 04/1/2012 EUR0.01 |
Government Bonds | 660,000 | 735 | |||
GERMANY(FED REP) 5.5% BDS 4/1/2031 EUR0.01 |
Government Bonds | 680,000 | 783 | |||
GNMA I MORTPASS 6.5% 15/AUG/2028 SF PN# 486470 |
Mortgage Backed Securities | 52,773 | 55 | |||
GNMA I MORTPASS 6.5% 15/OCT/2028 SF PN# 482782 |
Mortgage Backed Securities | 50,423 | 53 | |||
GNMA I MORTPASS 7% 15/DEC/2025 SF PN# 395460 |
Mortgage Backed Securities | 56,277 | 60 | |||
GNMA I MORTPASS 7% 15/DEC/2025 SF PN# 420393 |
Mortgage Backed Securities | 86,199 | 92 | |||
GNMA I MORTPASS 7% 15/DEC/2027 SF PN# 454103 |
Mortgage Backed Securities | 106,504 | 113 | |||
GNMA I MORTPASS 7% 15/JAN/2024 SF PN# 364875 |
Mortgage Backed Securities | 71,540 | 76 | |||
GNMA I MORTPASS 7% 15/JAN/2024 SF PN# 371263 |
Mortgage Backed Securities | 96,285 | 103 | |||
GNMA I MORTPASS 7% 15/JAN/2028 SF PN# 425832 |
Mortgage Backed Securities | 78,923 | 84 | |||
GNMA I MORTPASS 7% 15/JAN/2028 SF PN# 433528 |
Mortgage Backed Securities | 84,017 | 89 | |||
GNMA I MORTPASS 7% 15/JAN/2028 SF PN# 433566 |
Mortgage Backed Securities | 88,207 | 94 | |||
GNMA I MORTPASS 7% 15/JUL/2028 SF PN# 464693 |
Mortgage Backed Securities | 73,927 | 79 | |||
GNMA I MORTPASS 7% 15/JUN/2024 SF PN# 354832 |
Mortgage Backed Securities | 86,608 | 92 | |||
GNMA I MORTPASS 7% 15/MAY/2028 SF PN# 442989 |
Mortgage Backed Securities | 98,662 | 105 | |||
GNMA I MORTPASS 7% 15/NOV/2027 SF PN# 424870 |
Mortgage Backed Securities | 66,977 | 71 | |||
GNMA I MORTPASS 7% 15/NOV/2027 SF PN# 437440 |
Mortgage Backed Securities | 99,792 | 106 | |||
GNMA I MORTPASS 7% 15/NOV/2027 SF PN# 461021 |
Mortgage Backed Securities | 79,235 | 84 | |||
GNMA I MORTPASS 7% 15/OCT/2027 SF PN# 455319 |
Mortgage Backed Securities | 170,072 | 181 | |||
GNMA I MORTPASS 7% 15/OCT/2028 SF PN# 416625 |
Mortgage Backed Securities | 203,766 | 216 | |||
GNMA I MORTPASS 7% 15/OCT/2028 SF PN# 477487 |
Mortgage Backed Securities | 87,475 | 93 | |||
GNMA I MORTPASS 7% 15/OCT/2028 SF PN# 490678 |
Mortgage Backed Securities | 207,096 | 220 | |||
GNMA I MORTPASS 7% 15/SEP/2025 SF PN# 366148 |
Mortgage Backed Securities | 73,516 | 78 | |||
GNMA I MORTPASS 7% 15/SEP/2025 SF PN# 412461 |
Mortgage Backed Securities | 29,873 | 32 | |||
GNMA I MORTPASS 7.5% 15/MAR/2029 SP PN# 781001 |
Mortgage Backed Securities | 59,451 | 64 | |||
GNMA I MORTPASS 7.5% 15/NOV/2028 SF PN# 483837 |
Mortgage Backed Securities | 87,906 | 94 | |||
GNMA6.50% 15JAN2049 USD |
Mortgage Backed Securities | 7,800,000 | 8,180 | |||
GREEN TREE FINANCIAL CORPORATION 97-D A-1 VARIABLE |
Asset-Backed Security | 53,252 | 53 | |||
HOME EQUITY LOAN TRUST 01-HE3 A1 VARIABLE |
Asset-Backed Security | 439,328 | 439 | |||
HOME OWNERSHIP FDG CORP II PFD STPDWN144A |
PREFERRED STOCK | 200 | 124 | |||
HOME OWNERSHIP FUN 13.331% PRF 31/12/49 USD100 |
PREFERRED STOCK | 100 | 62 | |||
HOUSEHOLD FIN CORP 6.5% BDS 15/11/2008 USD1000 |
Corporate Bonds | 101,000 | 109 | |||
HOUSEHOLD FIN CORP 6.75% BDS 15/5/2011 USD1000 |
Corporate Bonds | 100,000 | 107 |
26
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
HOUSEHOLD FINANCE CORP |
Corporate Bonds | 30,000 | 31 | |||||
HYDRO-QUEBEC 6.3% BDS 11/5/2011 USD1000 |
Corporate Bonds | 140,000 | 159 | |||||
IBJ PREFERRED CAPI8.79% BDS 30/6/08(144A)USD |
Corporate Bonds | 290,000 | 245 | |||||
IMPAC FUNDING CORPORATION 2002-1 A VARIABLE |
CMO/REMIC | 463,853 | 463 | |||||
ITALY(REP OF) 6% BTP 1/5/2031 EUR1000 |
Government Bonds | 850,000 | 1,029 | |||||
J.P. MORGAN COMMERCIAL MORTGAGE FINANCE CORP. |
Commercial Mortgage Back | 56,175 | 56 | |||||
JP MORGAN CHASE 5.75% 02/JAN/2013 |
Corporate Bonds | 80,000 | 81 | |||||
JP MORGAN CHASE 6.625% SB NTS 15/3/12 USD |
Corporate Bonds | 190,000 | 206 | |||||
KELLOGG CO 6.6% BDS 01/04/2011 USD1000 |
Corporate Bonds | 80,000 | 90 | |||||
KFW INTL FINANCE 4.75% BDS 24/1/2007 USD1000 |
Corporate Bonds | 170,000 | 183 | |||||
KOREA ELEC POWER 7.75% BDS 1/4/13 USD1000 |
Corporate Bonds | 359,687 | 433 | |||||
LEHMAN BROS HLDGS 6.625% NTS 01/APR/2004 USD1000 |
Corporate Bonds | 340,000 | 358 | |||||
LEHMAN BROS HLDGS 8.25% BDS 15/6/2007 USD1000 |
Corporate Bonds | 60,000 | 71 | |||||
LOCKHEED MARTIN CO 8.5% BDS 1/12/2029 USD1000 |
Corporate Bonds | 90,000 | 121 | |||||
MAR 03 10 YEAR T NOTES-CBT FUTURE SH |
Futures | (11 | ) | (1,266 | ) | |||
MAR 03 5 YEAR T NOTES-CBT FUTURE SH |
Futures | (13 | ) | (1,472 | ) | |||
MAR 03 TREASURY BONDS-CBT FUTURE SH |
Futures | (8 | ) | (902 | ) | |||
MEADWESTVACO CORP 6.85% NT 1/4/12 USD1000 |
Corporate Bonds | 100,000 | 111 | |||||
MERILL LYNCH MORTGAGE INVESTORS, INC. 96-C2 A-3 |
Commercial Mortgage Back | 175,000 | 193 | |||||
MERRILL LYNCH MORTGAGE INVESTORS, INC. 98-C1-C A-1 |
Commercial Mortgage Back | 612,843 | 650 | |||||
MERRILL LYNCH MTG INV INC SER 2002-NC1 CL A1 |
CMO/REMIC | 90,467 | 90 | |||||
NABISCO INC 7.55% DEB 15/6/2015 USD1000 |
Corporate Bonds | 280,000 | 348 | |||||
NEW CENTURY HOME EQUITY LOAN TRUST 00-NCB A |
Asset-Backed Security | 88,962 | 89 | |||||
ONCOR ELECTRIC DELIVERY SR SECD 144A 15 |
Corporate Bonds | 30,000 | 31 | |||||
ORIGINAL EXPOSURE ON OPEN CONTRACTS |
Futures | 0 | 3,568 | |||||
PEPSI BOTTLING GRP 7% SNR NTS 1/3/29 USD1000 |
Corporate Bonds | 312,000 | 363 | |||||
PHILIP MORRIS COS 6.375% BDS1/2/2006 USD1000 |
Corporate Bonds | 251,781 | 270 | |||||
PHILIP MORRIS COS 7.75% DEB 15/01/27 USD1000 |
Corporate Bonds | 390,000 | 429 | |||||
RESIDENTIAL FUNDING MORTGAGE SECURITIES II, INC. |
CMO/REMIC | 400,000 | 420 | |||||
RJ REYNOLDS TOBACC 7.75% NT 15/05/2006 USD1000 |
Corporate Bonds | 170,000 | 185 | |||||
RJ REYNOLDS TOBACC 7.875% BD 15/05/09 USD1000 |
Corporate Bonds | 120,000 | 131 | |||||
ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR REPSTG |
ADR | 50,000 | 56 | |||||
SALOM ON BROTHERS MORTGAGE SECURITIES VII, INC. |
Asset-Backed Security | 77,463 | 78 | |||||
SARA LEE CORP 6.25% NT 15/09/2011 USD1000 |
Corporate Bonds | 200,000 | 224 | |||||
SBC COMMUNICATIONS INC5.875% |
Corporate Bonds | 50,000 | 54 | |||||
SBC GLACIER FIN LTD NT97-1CL-A FLT04 10/SEP/2004 |
Commercial Mortgage Back | 11,592 | 12 | |||||
SCOTIA PACIFIC CO 1998-E A-3 20/JUL/1998 7.71000 |
Corporate Bonds | 32,000 | 21 | |||||
SECURITY NATL MTG LN TR 2001-3 MTG LN BKD REM IC |
CMO/REMIC | 229,639 | 230 | |||||
SEQUOIA MORTGAGE TRUST 4 TRUST 4 A VARIABLE |
Asset-Backed Security | 160,835 | 155 | |||||
SERIES 2000-2G MEDALLION TRUST 00-2G A-1 VARIABLE |
CMO/REMIC | 204,039 | 205 | |||||
SONAT INC 7.625% NTS 15/7/11 USD1000 |
Corporate Bonds | 50,000 | 34 | |||||
SPRINT CAP CORP NT 8.375% DUE 15/M AR/2012 |
Corporate Bonds | 190,000 | 189 | |||||
SPRINT CAPITAL CP 7.625% GTD BDS 30/1/11 USD |
Corporate Bonds | 30,000 | 29 | |||||
STATENS BOSTADSFIN 5.5% BDS 15/3/2006 SEK10000 |
Corporate Bonds | 800,000 | 95 | |||||
STHN NAT GAS CO 8% NT 01/03/2032 USD1000 |
Corporate Bonds | 30,000 | 26 |
27
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
SWEDISH KRONA |
Currencies | 57,500 | 7 | |||||
SYSTEMS 2001 ASSET TRUST PASS THROUGH CERTIFICATES |
CMO/REMIC | 221,454 | 239 | |||||
TARGET CORP 5.875% NT 01/03/12 USD1000 |
Corporate Bonds | 80,000 | 87 | |||||
TBA FHLMC GOLD SF 7.00 15 YRS JAN |
Mortgage Backed Securities | 100,000 | 106 | |||||
TBA FNMA 30 YR 6% 01/JAN/2033 USD |
Mortgage Backed Securities | 1,100,000 | 1,137 | |||||
TBA FNMA 6.5% 15JAN2049 USD |
Mortgage Backed Securities | 5,700,000 | 5,933 | |||||
TBA FNMA SF 5.50 30 YRS JAN |
Mortgage Backed Securities | 300,000 | 306 | |||||
TBA FNMA SF 5.50% 15 YRS DUE 17/JAN/2017 |
Mortgage Backed Securities | 400,000 | 414 | |||||
TBA FNMA SF 7.00 30 YRS JAN |
Mortgage Backed Securities | 7,300,000 | 7,676 | |||||
TBA FNMA SF 8.00 30 YRS JAN |
Mortgage Backed Securities | 200,000 | 215 | |||||
TBA GNMA I SF 5.50 30 YRS JAN |
Mortgage Backed Securities | 400,000 | 410 | |||||
TBA GNMA I SF 6.00 30 YRS JAN |
Mortgage Backed Securities | 2,130,000 | 2,215 | |||||
TBA GNMA I SF 7.00 30 YRS JAN |
Mortgage Backed Securities | 1,100,000 | 1,165 | |||||
TCI COMMUNICATIONS 7.875% BDS 15/02/26 USD1000 |
Corporate Bonds | 310,000 | 314 | |||||
TENNESSEE GAS PIPELINE |
Corporate Bonds | 10,000 | 9 | |||||
TENNESSEE VALLEY 6.75% BDS 1/11/25 USD1000 |
Government Bonds | 150,000 | 176 | |||||
TEXACO CAPITAL INC 5.5% NTS 15/1/2009 USD1000 |
Corporate Bonds | 400,000 | 438 | |||||
TYCO INTERNATIONAL6.375% SN NT 15/OCT/2011 USD |
Corporate Bonds | 200,000 | 187 | |||||
U S TREAS BD STRIPPED PRIN PMT 5.500% 15/AUG/2028 |
Government Bonds | 1,380,000 | 363 | |||||
U. S. DOLLAR |
Currencies | 1,203,709 | 1,204 | |||||
UBS (PREF)FUND. TR 8.622%-FRN NTS PERP USD1000 |
Corporate Bonds | 50,000 | 60 | |||||
UNION PACIFIC CORP 7.375% BDS 15/9/09 USD1000 |
Corporate Bonds | 250,000 | 294 | |||||
US AIRWAYS GROUP7.076% BDS 20/MAR/2021 USD100 |
Asset-Backed Security | 96,749 | 98 | |||||
US AIRWAYS PASS THROUGH TRUST 00-3 2000-3 7.890% |
CMO/REMIC | 94,973 | 99 | |||||
US BANCORP |
Corporate Bonds | 60,000 | 61 | |||||
USA TREASURY BDS 3.375% INFL.IND.15/4/32 USD |
Government Bonds | 90,000 | 106 | |||||
USA TREASURY BDS 5.375% 15/FEB/2031 USD |
Government Bonds | 50,000 | 55 | |||||
USA TREASURY BOND INDEX LINKED 3.875% TIPS |
Government Bonds | 376,000 | 507 | |||||
USA TREASURY NTS 3.625% TIPS 15/04/28 USD |
Government Bonds | 2,267,000 | 2,974 | |||||
USA TREASURY NTS 3.625% TIPS 15/1/08 USD1000 |
Government Bonds | 173,000 | 213 | |||||
USA TREASURY NTS 4% 15/11/2012 USD1000 |
Government Bonds | 30,000 | 30 | |||||
USA TREASURY STRIP 0% STRIP PINC PMT 15/8/25 U |
Government Bonds | 670,000 | 203 | |||||
USA TREASURY STRIP 0%PRINC STRIP 15/11/27 USD |
Government Bonds | 1,900,000 | 515 | |||||
VARIATION MARGIN ON OPEN CONTRACTS TO DATEG/L |
Futures | 0 | 72 | |||||
VERIZON GLOBAL FDG CORP BD 6.875% 15/JUN/2012 |
Corporate Bonds | 470,000 | 524 | |||||
VIACOM INC 5.62% 28/AUG/2002-15/AUG/2012 |
Corporate Bonds | 80,000 | 85 | |||||
W/CALL USA TREAS BDS 112.000 112.00 |
OPTIONS | (8 | ) | (20 | ) | |||
W/CALL USA TREAS BDS 114.000 114.00 |
OPTIONS | 8 | 12 | |||||
W/CALL USA TREAS BDS 116.000 116.00 |
OPTIONS | (8 | ) | (7 | ) | |||
W/CALL USA TREAS NTS FUT 10 115.00 |
OPTIONS | (17 | ) | (24 | ) | |||
W/PUT USA TREAS BDS 106.000D 106.00 |
OPTIONS | (25 | ) | (9 | ) | |||
W/PUT USA TREAS NTS FUT 10 1 109.00 |
OPTIONS | (5 | ) | (1 | ) | |||
W/PUT USA TREAS NTS FUT 10 1 112.00 |
OPTIONS | (6 | ) | (3 | ) | |||
WAL-MART STORES IN 7.55% BDS 15/2/2030 USD1000 |
Corporate Bonds | 200,000 | 253 | |||||
WASHINGTON MUTUAL MORTGAGE LOAN TRUST 00-1 A-1 |
CMO/REMIC | 32,881 | 33 | |||||
WASTE MANAGEMENT 7.375% NTS 1/8/10 USD1000 |
Corporate Bonds | 240,000 | 263 | |||||
WASTE MGT INC 6.375% 15/NOV/2012 |
Corporate Bonds | 80,000 | 82 |
28
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
WELLS FARGO & CO 6.375% SB NT 5/8/11 USD1000 |
Corporate Bonds | 250,000 | 280 | |||
WEYERHAEUSER CO DEB 7.375% DUE 15/M AR/2032 |
Corporate Bonds | 170,000 | 184 | |||
WEYERHAEUSER CO/SEC 6.75000 15/M AR/2012 |
Corporate Bonds | 60,000 | 65 | |||
WILLIAMS COS INC 7.5% DEB 15/01/2031 USD1000 |
Corporate Bonds | 150,000 | 94 | |||
WILLIAMS COS INC8.75% DUE 15/MAR/2032 |
Corporate Bonds | 100,000 | 66 | |||
WORLDCOM INC 7.5% BDS 15/5/2011 USD1000 |
Corporate Bonds | 100,000 | 24 | |||
WORLDCOM INC 8.25% BDS 15/5/2031 USD1000 |
Corporate Bonds | 70,000 | 16 | |||
AES EASTERN ENERGY LP 99 A 9.000% 02/JAN/2017 |
Asset-Backed Security | 120,000 | 111 | |||
ALLETE INC SR NT 7.8% 15/FEB/2008 |
Corporate Bonds | 140,000 | 156 | |||
APPLIED MATLS INC SR NT 7.125% 15/OCT/2017 |
Corporate Bonds | 432,000 | 494 | |||
ARCHER DANIELS MID 8.875% DEB 15/4/11 USD1000 |
Corporate Bonds | 84,000 | 107 | |||
AT&T 8% SR NTS 15/NOV/2031 USD1000 |
Corporate Bonds | 330,000 | 364 | |||
AT&T BROADBAND CORP NT 8.375% 15/MAR/2013 |
Corporate Bonds | 25,000 | 28 | |||
AT&T CANADA INC 7.65% SR NT 15/9/06 USD1000 |
Corporate Bonds | 100,000 | 17 | |||
AUTO DEL MAIPO SOC7.373% 15/JUN/2022 USD 144A |
CM O/REMIC | 410,000 | 446 | |||
BBV INTL FINANCE 7% GTD SUB NTS 01/12/25 USD |
Corporate Bonds | 112,000 | 123 | |||
BENCHM RK 5.75%08 CONS BD 6.21%38 |
Government Bonds | 60,000 | 68 | |||
BGB FINANCE(IRE) 7.125% SB GT BD 27/2/12 USD |
Corporate Bonds | 500,000 | 559 | |||
BK OF AMERICA CPN 7.8% BDS 15/2/2010 USD1000 |
Corporate Bonds | 300,000 | 357 | |||
BK OF AMERICA CPN 7.8% SB NT 15/9/16 USD1000 |
Corporate Bonds | 89,000 | 111 | |||
BRIT COLUMBIA(PROV 5.375% BDS 29/10/08 USD1000 |
Government Bonds | 178,000 | 196 | |||
BRIT COLUMBIA(PROV 7% DEB 15/JAN/2003 USD1000 |
Government Bonds | 52,000 | 52 | |||
BRITISH TELECOMMUNICATIONS P L C NT |
Corporate Bonds | 256,000 | 307 | |||
BROWNING-FERRIS IN 6.1% NTS 15/JAN/2003 USD1000 |
Corporate Bonds | 238,000 | 238 | |||
BRUNSWICK CORP DEB 7.375% 01/SEP/2023 |
Corporate Bonds | 140,000 | 138 | |||
BURLINGTN NTH SANT 7.125% BDS 15/12/10 USD1000 |
Corporate Bonds | 200,000 | 231 | |||
CHASE EOD BK LIQUIDITY FD (VAN 2). |
Short Term Investment Fund | 17,391,001 | 17,391 | |||
CNA FINANCIAL CORP 7.25% BDS 15/11/23 USD1000 |
Corporate Bonds | 285,000 | 239 | |||
COASTAL CORP 6.5% NT 15/05/2006 USD1000 |
Corporate Bonds | 120,000 | 97 | |||
COLGATE-PALMOLIVE CO MEDIUM T BOOK ENTRY TRANCHE # |
Corporate Bonds | 25,000 | 28 | |||
COMPAQ COMPUTER CORP NT 7.65% 01/AUG/2005 |
Corporate Bonds | 120,000 | 131 | |||
CONSD NATURAL GAS 6% NTS 15/10/2010 USD1000 |
Corporate Bonds | 89,000 | 95 | |||
CONTINENTAL AIRLIN8.048% CM O 01/MAY/2022 USD1000 |
Asset-Backed Security | 110,627 | 97 | |||
COORS BREWING CO SR NT 6.375% 15/MAY/2012 UNRES. |
Corporate Bonds | 14,000 | 16 | |||
DELPHI AUTOMOTIVE 6.55% NT 15/06/2006 USD1000 |
Corporate Bonds | 170,000 | 179 | |||
DEV BK SINGAPORE 7.875% SUB NTS 15/APR/2010 144A |
Corporate Bonds | 120,000 | 141 | |||
DIAGEO CAPITAL 6.125% NTS 15/8/05 USD1000 |
Corporate Bonds | 259,000 | 284 | |||
DONNELLEY RR & SONS CO MTN BE FR 6.56%05/JUL/2005 |
Corporate Bonds | 173,000 | 188 | |||
DRESSER INDS INC DEB 7.6%2096 15/AUG/2096 |
Corporate Bonds | 170,000 | 126 | |||
DUKE CAP CORP SR NT-B 6.75% 15/JUL/2018 |
Corporate Bonds | 121,000 | 108 | |||
EASTMAN CHEMICAL C 7.25% DEB 15/1/2024 USD1000 |
Corporate Bonds | 380,000 | 411 | |||
ENRON CORPORATION 6.75% NTS 1/7/2005 USD1000 |
Corporate Bonds | 120,000 | 1 | |||
EQUITABLE RES INC DEB 7.75% 15/JUL/2026 |
Corporate Bonds | 130,000 | 155 | |||
EURO INV BK BD 0.00% 06/NOV/2026 USD1000 |
Government Bonds | 650,000 | 172 | |||
FANNIE MAE MULTIFAMILY REMIC TRUST 99-M 4 Z 7.604% |
Commercial Mortgage Back | 449,820 | 522 |
29
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
FANNIE MAE REMIC TRUST 1987-1 87-001 Z 9.990% |
CMO/REMIC | 60,322 | 69 | |||
FANNIE MAE REMIC TRUST 1992-18 92-018 ZH 7.500% |
CMO/REMIC | 650,924 | 695 | |||
FANNIE MAE REMIC TRUST 92-041 ZB 8.000% |
CMO/REMIC | 226,754 | 234 | |||
FED HOME LOAN MTG 5.875% SUB MTN 21/3/11 USD |
Government Bonds | 530,000 | 581 | |||
FED NATL MORT ASSC 6.25% SUB NTS 1/2/2011 USD1 |
Government Bonds | 530,000 | 593 | |||
FEDERAL HOME LN BKS CONS BD 5.5% 11/DEC/2013 |
Government Bonds | 240,000 | 261 | |||
FEDERAL HOME LN BKS CONS BD 5.885% 30/MAR/2009 |
Government Bonds | 195,000 | 220 | |||
FEDERAL HOME LN BKS CONS BD 5.905% 22/JUL/2008 |
Government Bonds | 300,000 | 339 | |||
FEDERAL HOME LN BKS CONS BD 5.925% 09/APR/2008 |
Government Bonds | 1,000,000 | 1,130 | |||
FEDERAL HOME LN BKS CONS BD 6.875% 15/AUG/2005 |
Government Bonds | 330,000 | 371 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1332 Z |
CMO/REMIC | 1,481,626 | 1,606 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION 1608 JA |
CMO/REMIC | 254,122 | 32 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION G031 Z |
CMO/REMIC | 906,965 | 1,008 | |||
FEDERAL NATL MTG ASSN GTD REMIC PASS |
CMO/REMIC | 294,662 | 326 | |||
FEDERAL NATL MTG ASSN MTN FR 6.26%26/NOV/2012 |
Government Bonds | 185,000 | 213 | |||
FEDL FARM CR BKS CONS SYSW MTN FR 7.26%02/MAY/2005 |
Government Bonds | 205,000 | 230 | |||
FHLMC GOLD6% 15MAR2049 USD |
Mortgage Backed Securities | 3,100,000 | 3,180 | |||
FHLMCGLD MORTPASS 5.5% 01/JAN/2029 C2 PN# C20679 |
Mortgage Backed Securities | 373,432 | 382 | |||
FHLMCGLD MORTPASS 5.5% 01/SEP/2032 C7 PN# C70867 |
Mortgage Backed Securities | 199,301 | 203 | |||
FHLMCGLD MORTPASS 6% 01/APR/2032 C6 PN# C66324 |
Mortgage Backed Securities | 368,104 | 381 | |||
FHLMCGLD MORTPASS 6% 01/AUG/2029 C2 PN# C29983 |
Mortgage Backed Securities | 136,252 | 141 | |||
FHLMCGLD MORTPASS 6% 01/JAN/2029 C0 PN# C00702 |
Mortgage Backed Securities | 66,530 | 69 | |||
FHLMCGLD MORTPASS 6% 01/JUL/2031 C0 PN# C01213 |
Mortgage Backed Securities | 589,678 | 611 | |||
FHLMCGLD MORTPASS 6% 01/MAR/2031 C4 PN# C48480 |
Mortgage Backed Securities | 283,351 | 293 | |||
FHLMCGLD MORTPASS 6% 01/MAR/2031 G0 PN# G01213 |
Mortgage Backed Securities | 343,792 | 356 | |||
FHLMCGLD MORTPASS 6.5% 01/AUG/2009 E6 PN# E60022 |
Mortgage Backed Securities | 250,661 | 264 | |||
FHLMCGLD MORTPASS 7.5% 01/DEC/2022 D2 PN# D28599 |
Mortgage Backed Securities | 109,604 | 118 | |||
FHLMCGLD MORTPASS 9% 01/JAN/2025 C8 PN# C80253 |
Mortgage Backed Securities | 69,055 | 77 | |||
FINANCING CORP 8.6% BDS 26/9/19 USD1000 |
Government Bonds | 75,000 | 104 | |||
FINANCING CORP PRINCIPAL FICO STRIPS SER 19-PRIN |
Government Bonds | 700,000 | 279 | |||
FINOVA GROUP INC 7.5% SN NT 15/11/09 USD1000 |
Corporate Bonds | 30,000 | 10 | |||
FLEET FINL GP 6.5% BDS 15/3/08 USD1000 |
Corporate Bonds | 439,000 | 482 | |||
FNMA MORTPASS 6% 01/JAN/2033 CL PN# 682775 |
Mortgage Backed Securities | 1,000,000 | 1,035 | |||
FNMA MORTPASS 6% 01/JUL/2029 CL PN# 503854 |
Mortgage Backed Securities | 158,772 | 165 | |||
FNMA MORTPASS 6% 01/JUL/2029 CL PN# 526224 |
Mortgage Backed Securities | 496,866 | 515 | |||
FNMA MORTPASS 6% 01/NOV/2028 CL PN# 450952 |
Mortgage Backed Securities | 185,074 | 192 | |||
FNMA MORTPASS 6% 01/OCT/2028 CL PN# 445515 |
Mortgage Backed Securities | 273,594 | 284 | |||
FNMA MORTPASS 6% 01/SEP/2029 CL PN# 323908 |
Mortgage Backed Securities | 49,685 | 52 | |||
FNMA MORTPASS 6.5% 01/APR/2029 CL PN# 482922 |
Mortgage Backed Securities | 28,464 | 30 | |||
FNMA MORTPASS 6.5% 01/APR/2029 CL PN# 493343 |
Mortgage Backed Securities | 32,788 | 34 | |||
FNMA MORTPASS 6.5% 01/JUN/2029 CL PN# 499190 |
Mortgage Backed Securities | 146,140 | 152 | |||
FNMA MORTPASS 6.5% 01/JUN/2029 CL PN# 503290 |
Mortgage Backed Securities | 39,580 | 41 | |||
FNMA MORTPASS 6.5% 01/JUN/2031 CL PN# 584869 |
Mortgage Backed Securities | 259,074 | 270 |
30
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i) Schedule of Assets (Held at End of Year)
December 31, 2002 Schedule I
FNMA MORTPASS 6.5% 01/MAR/2030 CL PN# 533373 |
Mortgage Backed Securities | 265,333 | 277 | |||
FNMA MORTPASS 6.5% 01/MAY/2031 CL PN# 535933 |
Mortgage Backed Securities | 341,958 | 356 | |||
FNMA MORTPASS 7% 01/AUG/2025 CL PN# 318107 |
Mortgage Backed Securities | 3,805 | 4 | |||
FNMA MORTPASS 7% 01/FEB/2028 CL PN# 414547 |
Mortgage Backed Securities | 132,025 | 139 | |||
FNMA MORTPASS 7% 01/SEP/2028 CL PN# 323347 |
Mortgage Backed Securities | 548,032 | 577 | |||
FNMA MORTPASS 7.5% 01/JUN/2025 CL PN# 306974 |
Mortgage Backed Securities | 12,877 | 14 | |||
FNMA PASS THRU CTF POOL NO: 634512 |
Mortgage Backed Securities | 405,030 | 419 | |||
FORD MOTOR CREDIT 6.5% BDS 25/01/07 USD1000 |
Corporate Bonds | 180,000 | 178 | |||
FORD MOTOR CREDIT 7.25% BDS 25/10/11 USD1000 |
Corporate Bonds | 150,000 | 146 | |||
FREEPORT TERMINAL( 7.25% GTD BDS 15/5/2028 USD |
Government Bonds | 215,000 | 227 | |||
FREEPORT TERMINAL( 7.25% GTD BDS 15/5/2028 USD |
Government Bonds | 90,000 | 99 | |||
GE CAPITAL MORTGAGE SERVICES, INC. 93-16 16-A12 |
Asset-Backed Security | 93,205 | 94 | |||
GE CAPITAL MORTGAGE SERVICES, INC 94-24 A4 7.000% |
CMO/REMIC | 441,746 | 449 | |||
GEN MOTORS CORP 6.875% BDS 15/9/11 USD1000 |
Corporate Bonds | 130,000 | 130 | |||
GEN MOTORS CORP 7.1% NTS 15/3/06 USD1000 |
Corporate Bonds | 173,000 | 180 | |||
GNMA I MORTPASS 10% 15/DEC/2020 SF PN# 296513 |
Mortgage Backed Securities | 86,635 | 99 | |||
GNMA I MORTPASS 10% 15/M AR/2020 SF PN# 288117 |
Mortgage Backed Securities | 30,744 | 35 | |||
GNMA I MORTPASS 10% 15/SEP/2020 SF PN# 294918 |
Mortgage Backed Securities | 169,611 | 195 | |||
GNMA I MORTPASS 6% 15/DEC/2028 SF PN# 457932 |
Mortgage Backed Securities | 233,175 | 244 | |||
GNMA I MORTPASS 6% 15/FEB/2029 SP PN# 780975 |
Mortgage Backed Securities | 20,496 | 21 | |||
GNMA I MORTPASS 6.5% 15/APR/2026 SF PN# 373712 |
Mortgage Backed Securities | 23,164 | 24 | |||
GNMA I MORTPASS 6.5% 15/APR/2026 SF PN# 412583 |
Mortgage Backed Securities | 83,109 | 88 | |||
GNMA I MORTPASS 6.5% 15/APR/2026 SF PN# 413641 |
Mortgage Backed Securities | 548,562 | 578 | |||
GNMA I MORTPASS 6.5% 15/APR/2026 SF PN# 421856 |
Mortgage Backed Securities | 17,418 | 18 | |||
GNMA I MORTPASS 6.5% 15/APR/2026 SF PN# 422131 |
Mortgage Backed Securities | 85,151 | 90 | |||
GNMA I MORTPASS 6.5% 15/FEB/2026 SF PN# 419569 |
Mortgage Backed Securities | 113,764 | 120 | |||
GNMA I MORTPASS 6.5% 15/FEB/2026 SF PN# 421692 |
Mortgage Backed Securities | 18,103 | 19 | |||
GNMA I MORTPASS 6.5% 15/M AR/2026 SF PN# 373607 |
Mortgage Backed Securities | 19,469 | 21 | |||
GNMA I MORTPASS 6.5% 15/M AR/2026 SF PN# 424276 |
Mortgage Backed Securities | 288,143 | 304 | |||
GNMA I MORTPASS 6.5% 15/M AR/2026 SF PN# 427108 |
Mortgage Backed Securities | 191,361 | 202 | |||
GNMA I MORTPASS 6.5% 15/M AY/2026 SF PN# 412234 |
Mortgage Backed Securities | 78,414 | 83 | |||
GNMA I MORTPASS 6.5% 15/SEP/2026 SF PN# 431373 |
Mortgage Backed Securities | 53,675 | 57 | |||
GNMA I MORTPASS 8% 15/AUG/2025 SF PN# 377590 |
Mortgage Backed Securities | 429,500 | 469 | |||
GNMA I MORTPASS 8% 15/JUN/2026 SF PN# 426119 |
Mortgage Backed Securities | 98,712 | 108 | |||
GNMA II MORTPASS 6% 20/NOV/2011 SF PN# 002348 |
Mortgage Backed Securities | 439,775 | 466 | |||
GOLDMAN SACHS GP 7.35% NTS 1/10/09 USDB |
Corporate Bonds | 120,000 | 138 | |||
GOODYEAR TIRE&RUBR 7.857% NT 15/08/11 USD1000 |
Corporate Bonds | 100,000 | 75 | |||
GOODYEAR TIRE&RUBR 8.5% BDS 15/3/2007 USD1000 |
Corporate Bonds | 100,000 | 85 | |||
GOVERNMENT BACKED TRUSTS ZERO CPN T-1 08 |
Government Bonds | 1,040,000 | 859 | |||
GOVERNMENT TR CTFS ZERO CPN CTFS CL 1 D FR |
Government Bonds | 2,380,000 | 1,636 | |||
HELLER FINANCIAL I 7.125% NT 28/9/04 USD10001 |
Corporate Bonds | 120,000 | 130 | |||
HILTON HOTELS CORP 7.625% BD 15/05/08 USD1000 |
Corporate Bonds | 40,000 | 41 | |||
HOMESIDE LENDING MTN BE FR 6.2%15/M AY/2003 |
Corporate Bonds | 432,000 | 438 | |||
HOUSEHOLD FIN CORP 8% BDS 15/7/2010 USD1000 |
Corporate Bonds | 100,000 | 113 | |||
HOUSTON LTG & PWR CO FR CDTM TN 6.5% 21/APR/2003 |
Corporate Bonds | 173,000 | 174 | |||
HYDRO QUEBEC M TNS BE FR 6.53%14/JUL/2003 |
Corporate Bonds | 36,000 | 37 | |||
HYDRO-QUEBEC 8.4% GTD DEB 15/1/22 USD |
Corporate Bonds | 120,000 | 158 |
31
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
INTER-AMER DEV BK5.375% BDS 18/NOV/2008 USD1000 |
Government Bonds | 170,000 | 188 | |||||
INTL BANK RECON&DV 0% BDS 15/2/16 USD1000 |
Government Bonds | 63,000 | 31 | |||||
INTL BANK RECON&DV0% BDS 15/FEB/2015 USD1000 |
Discounted Notes | 21,000 | 11 | |||||
INTL BANK RECON&DV5.5% BDS 25/NOV/2013 USD |
Government Bonds | 181,000 | 199 | |||||
INTL BANK RECON&DV7.625% NTS 19/JAN/2023 USD1000 |
Government Bonds | 290,000 | 380 | |||||
ISRAEL(STATE OF) 6.375% BDS 15/12/05 USD1000 |
Government Bonds | 86,000 | 92 | |||||
JACKSON NATL LIFE GLOBAL PRIV PLCM NT 144A |
Corporate Bonds | 26,000 | 28 | |||||
JP MORGAN CHASE & CO 5.25% 30/M AY/2007 |
Corporate Bonds | 26,000 | 27 | |||||
JUN 03 EURODOLLAR-CME FUTURE LG |
Futures | 10 | 2,466 | |||||
JUN 04 EURODOLLAR-CME FUTURE SH |
Futures | (4 | ) | (975 | ) | |||
KRAFT FOODS INC 01/JUN/2012 |
Corporate Bonds | 15,000 | 17 | |||||
LBK BADEN-WURT7.625% BDS 01/FEB/2023 USD1000 |
Corporate Bonds | 52,000 | 61 | |||||
MAR 03 10 YEAR T NOTES-CBT FUTURE LG |
Futures | 21 | 2,416 | |||||
MAR 03 2 YEAR T NOTES-CBT FUTURE LG |
Futures | 40 | 8,608 | |||||
MAR 03 5 YEAR T NOTES-CBT FUTURE SH |
Futures | (146 | ) | (16,535 | ) | |||
MAR 03 TREASURY BONDS-CBT FUTURE SH |
Futures | (8 | ) | (902 | ) | |||
MARSH & MCLENNAN 6.625% BDS 15/6/04 USD1000 |
Corporate Bonds | 120,000 | 128 | |||||
MOTOROLA INC 7.6% NTS 01/JAN/2007 USD1000 |
Corporate Bonds | 180,000 | 188 | |||||
MURPHY OIL CORP 7.05% NTS 1/5/2029 USD1000 |
Corporate Bonds | 320,000 | 349 | |||||
NEW VALLEY GENERATION I 00-1 CERT 7.299% |
CMO/REMIC | 91,677 | 109 | |||||
NGC CORP SR NT 6.75% 15/DEC/2005 |
Corporate Bonds | 250,000 | 91 | |||||
NISOURCE FINANCE C 7.875% GTD NT 15/11/10 USD |
Corporate Bonds | 100,000 | 110 | |||||
NORDIC INVEST BANK 7.5% M TN 11/4/05 USD(VAR) |
Corporate Bonds | 65,000 | 73 | |||||
NORFOLK STHN CORP 6.2% SR NTS 15/4/09 USD1000 |
Corporate Bonds | 44,000 | 49 | |||||
NORSK HYDRO ASA 7.15% DEB 15/11/25 USD1000 |
Corporate Bonds | 125,000 | 143 | |||||
NORTEL NETWORKS LT 6.125% NTS 15/FEB/2006 USD1000 |
Corporate Bonds | 110,000 | 74 | |||||
NSTAR COM 8% BDS 15/FEB/2010 USD1000 |
Corporate Bonds | 120,000 | 146 | |||||
ORIGINAL EXPOSURE ON OPEN CONTRACTS |
Futures | 0 | 4,417 | |||||
PACIFICORP 6.71% NTS 15/1/26 USD1000 |
Corporate Bonds | 400,000 | 424 | |||||
PARAMOUNT COMMUNICATIONS INC SR DEB 7.5% |
Corporate Bonds | 100,000 | 105 | |||||
PDVSA FINANCE 6.8% BDS 15/NOV/2008 USD1000 |
Corporate Bonds | 350,000 | 280 | |||||
PEMEX FIN LTD NT |
Corporate Bonds | 120,000 | 132 | |||||
QWEST CAP FUNDING 7% BDS 03/08/2009 USD1000 |
Corporate Bonds | 100,000 | 64 | |||||
RESIDENTIAL FUNDING MORTGAGE SECURITIES I, INC. |
CMO/REMIC | 369,685 | 371 | |||||
SEP 03 EURODOLLAR-CME FUTURE LG |
Futures | 3 | 739 | |||||
SOUTHWEST GAS CORP 8.375% BDS 15/2/2011 USD100 |
Corporate Bonds | 110,000 | 122 | |||||
SPRINT CAPITAL CP 6.875% NTS 15/11/28 USD1000 |
Corporate Bonds | 107,000 | 86 | |||||
SUMITOMO MITSUI BANKING CORP NY SUB NT 8% DUE |
Corporate Bonds | 58,000 | 64 | |||||
TARGETED RETURN INDEX SECS TR CTF-02 144A |
CMO/REMIC | 1,344,000 | 1,384 | |||||
TBA FHLMC GOLD SF 5.50 30 YRS APR |
Mortgage Backed Securities | 300,000 | 300 | |||||
TIME WARNER ENT 8.875% BDS 1/10/2012 USD |
Corporate Bonds | 100,000 | 119 | |||||
TRANSOCEAN SEDCO F 6.625% NTS 15/4/11 USD1000 |
Corporate Bonds | 120,000 | 132 | |||||
TRW INC 7.125% BDS 1/6/2009 USD1000 |
Corporate Bonds | 73,000 | 82 |
32
CONSOL Energy Inc.
Investment Plan for Salaried Employees
EIN: 51-0337383, Plan 002
Schedule H, line 4(i)Schedule of Assets (Held at End of Year)
December 31, 2002 | Schedule I |
TYSON FOODS INC NT 7% 01/MAY/2018 |
Corporate Bonds | 86,000 | 89 | |||||||
U. S. DOLLAR |
Currencies | 193 | | |||||||
UNITED STATES TREASURY BILL |
Treasury Bills | 175,000 | 175 | |||||||
UNITED STATES TREASURY NOTE 3.00% 15/J UL/2012 TIP |
Government Bonds | 450,000 | 482 | |||||||
UNIVISION COMMUNIC 7.85% SR NT 15/7/11 USD1000 |
Corporate Bonds | 250,000 | 284 | |||||||
US 10 YR AGENCY FUT MAR03 |
Futures | 4 | (446 | ) | ||||||
US WEST CAP ITAL FU 6.875% DEB 15/7/28 USD1000 |
Corporate Bonds | 236,000 | 130 | |||||||
US WEST COMMS GRP 6.625% NTS 15/9/05 USD1000 |
Corporate Bonds | 86,000 | 80 | |||||||
USA TREASURY NTS 3.625% TIP S 15/J AN/2008 USD1000 |
Government Bonds | 1,000,000 | 1,231 | |||||||
USA TREASURY STRIP 0% STRIP 15/05/2018 USD1000 |
Government Bonds | 3,220,000 | 1,482 | |||||||
USA TREASURY STRIP 0% STRIP 15/05/2019 USD1000 |
Government Bonds | 275,000 | 118 | |||||||
USA TREASURY STRIP 0% STRIP 15/08/2017 USD1000 |
Government Bonds | 1,215,000 | 587 | |||||||
USA TREASURY STRIP STRIP INT P MT 15/2/19USD |
Government Bonds | 1,704,000 | 746 | |||||||
VALERO ENERGY(NEW) 8.375% NTS 15/J UN/2005 USD1000 |
Corporate Bonds | 60,000 | 64 | |||||||
VARIATION MARGIN ON OPEN CONTRACTS TO DATEG/L |
Futures | | 212 | |||||||
VODAFONE AIRTOUCH P LC NT 7.75% 15/FEB/2010 144A |
Corporate Bonds | 42,000 | 48 | |||||||
WHIRLPOOL CORP 9% NT 01/03/2003 USD1000 |
Corporate Bonds | 120,000 | 121 | |||||||
WILLIAMS COS INC 7.875% NT 1/9/2021 USD1000 |
Corporate Bonds | 170,000 | 107 | |||||||
WILLIAMS COS INC 9.25% NTS 15/MAR/2004 USD1000 |
Corporate Bonds | 320,000 | 254 | |||||||
WORLDCOM INC 7.55% SR NT 01/AP R/2004 USD1000 |
Corporate Bonds | 30,000 | 7 | |||||||
CHASE EOD BK LIQUIDITY FD (VAN 2). |
Short Term Investment Fund | 2 | | |||||||
Various Insurance Companies |
Synthetic Wrapper Agreements | | (144,384 | ) | ||||||
Total Stable Value Fund | 526,690 | |||||||||
Common/collective trusts |
||||||||||
Merrill Lynch* |
Aggressive Asset Allocation | 76,318 | 833 | |||||||
Conservative Asset Allocation Portfolio | 22,381 | 299 | ||||||||
Moderate Asset Allocation Portfolio | 98,547 | 1,218 | ||||||||
Small Cap Index Trust | 111,874 | 1,167 | ||||||||
Internatio nal Index Trust | 66,576 | 561 | ||||||||
Equity Index Trust | 184,086 | 11,662 | ||||||||
BZW Global Investors |
Barclays 3-Way Fund | 627,794 | 14,759 | |||||||
Total common/collective trusts | 30,499 | |||||||||
Participant loans * |
4.75% to 9.50% | 15,055 | ||||||||
$ | 891,099 | |||||||||
*Indicates parties-in-interest.
33