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NVIT Bond Index Fund

Top Holdings (all classes) as of 04/30/201203/30/201202/29/2012

View all holdings as of 04/30/2012 | 03/30/2012 | 02/29/2012

Holding	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	4.57%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	1.54%
UNITED STATES TREAS NTS 3.50% 15/MAY/2020	1.49%
FEDERAL HOME LOAN BANKS 0.375% BDS 27/NOV/2013	1.27%
USA TREASURY BDS 6.25% BDS 15/AUG/2023 USD	1.24%
UNITED STATES TREAS NTS 0.875% 28/FEB/2017	1.10%
UNITED STATES TREAS NTS 0.5% 31/MAY/2013	1.02%
UNITED STATES TREAS NTS 0.250% 31/OCT/2013	1.02%
FHLMCGLD MORTPASS 5% 01/FEB/2040 A9 PN# A91165	0.99%
TBA FNMA SF 4.50 30 YRS MAY	0.93%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	89,804,869	89,804,869.45	4.57%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	26,080,000	30,189,634.24	1.54%
UNITED STATES TREAS NTS 3.50% 15/MAY/2020	N/A	912828ND8	25,400,000	29,188,181.40	1.49%
FEDERAL HOME LOAN BANKS 0.375% BDS 27/NOV/2013	N/A	3133762C8	25,000,000	25,026,375.00	1.27%
USA TREASURY BDS 6.25% BDS 15/AUG/2023 USD	N/A	912810EQ7	17,181,000	24,402,380.47	1.24%
UNITED STATES TREAS NTS 0.875% 28/FEB/2017	N/A	912828SJ0	21,500,000	21,604,146.00	1.10%
UNITED STATES TREAS NTS 0.5% 31/MAY/2013	N/A	912828QZ6	20,000,000	20,062,500.00	1.02%
UNITED STATES TREAS NTS 0.250% 31/OCT/2013	N/A	912828RN2	20,000,000	20,003,120.00	1.02%
FHLMCGLD MORTPASS 5% 01/FEB/2040 A9 PN# A91165	N/A	312939JJ1	17,901,728	19,368,480.63	0.99%
TBA FNMA SF 4.50 30 YRS MAY	N/A	01F042657	17,000,000	18,200,625.00	0.93%
UNITED STATES TREAS NTS 0.375% 15/NOV/2014	N/A	912828RQ5	18,000,000	18,016,884.00	0.92%
UNITED STATES TREAS NTS 0.125% 31/DEC/2013	N/A	912828RW2	17,000,000	16,964,810.00	0.86%
UNITED STATES TREAS NTS 0.25% 15/FEB/2015	N/A	912828SE1	16,500,000	16,444,576.50	0.84%
FHLMCGLD MORTPASS 5.5% 01/MAY/2039 G0 PN# G05459	N/A	3128M7MG8	14,877,334	16,244,769.13	0.83%
GNMA I MORTPASS 4.5% 15/MAR/2039 SF PN# 697957	N/A	36296QME6	14,435,814	15,806,229.74	0.80%
UNITED STATES OF AMER TREAS NOTES 1.875% TB	N/A	912828KF6	15,000,000	15,440,040.00	0.79%
UNITED STATES TREAS NTS 3% 31/AUG/2016	N/A	912828LL2	14,000,000	15,383,592.00	0.78%
UNITED STATES TREAS NTS 1.000% 31/AUG/2016	N/A	912828RF9	15,000,000	15,210,930.00	0.77%
UNITED STATES TREAS NTS 1.250% 31/AUG/2015	N/A	912828NV8	14,800,000	15,190,808.80	0.77%
UNITED STATES TREAS NTS 0.125% 31/AUG/2013	N/A	912828RD4	15,000,000	14,977,740.00	0.76%
UNITED STATES TREAS NTS 0.125% 30/SEP/2013	N/A	912828RK8	15,000,000	14,976,570.00	0.76%
UNITED STATES TREAS NTS 02.250% 31/MAY/2014	N/A	912828KV1	14,000,000	14,568,750.00	0.74%
UNITED STATES TREAS NTS 3.25% 31/DEC/2016	N/A	912828MD9	12,650,000	14,092,884.30	0.72%
UNITED STATES TREAS NTS 1.375% 30/SEP/2018	N/A	912828RH5	13,000,000	13,162,500.00	0.67%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	N/A	31385XAW7	10,516,928	11,437,775.13	0.58%
UNITED STATES TREAS BDS 3.750% 15/AUG/2041	N/A	912810QS0	10,000,000	11,290,620.00	0.57%
UNITED STATES TREAS NTS 0.500% 15/OCT/2013	N/A	912828PB0	11,000,000	11,040,821.00	0.56%
UNITED STATES TREAS NTS 1.875% 30/APR/2014	N/A	912828KN9	10,525,000	10,858,021.53	0.55%
GNMA II MORTPASS 5% 20/JUL/2040 SF PN# 004747	N/A	36202FHY5	9,459,808	10,490,410.61	0.53%
UNITED STATES TREAS BDS 4.375% 15/NOV/2039	N/A	912810QD3	8,245,000	10,333,301.85	0.53%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31416BL71	9,283,527	10,293,474.16	0.52%
UNITED STATES TREAS NTS 1.750% 31/JUL/2015	N/A	912828NP1	9,860,000	10,273,656.58	0.52%
UNITED STATES TREAS NTS 0.25% 30/NOV/2013	N/A	912828RS1	10,000,000	10,000,390.00	0.51%
UNITED STATES TREAS NTS 0.25% 31/JAN/2014	N/A	912828SB7	10,000,000	10,000,390.00	0.51%
UNITED STATES TREAS BDS 4.75% 15/FEB/2041	N/A	912810QN1	7,400,000	9,833,904.40	0.50%
UNITED STATES TREAS BDS 4.625% 15/FEB/2040	N/A	912810QE1	7,395,000	9,633,141.12	0.49%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AA9809	N/A	31416T3T4	8,917,751	9,553,663.24	0.49%
UNITED STATES TREAS NTS 2.000%30/APR/2016	N/A	912828QF0	9,000,000	9,497,106.00	0.48%
FNMA MORTPASS 5% 01/APR/2038 CL PN# 974965	N/A	31414STW3	8,490,936	9,226,430.00	0.47%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31416BRY6	8,479,656	9,222,122.38	0.47%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	N/A	912810QT8	9,100,000	9,128,437.50	0.46%
GNMA II GTD 4.5% MTG BDS 20/AUG/2040 USD1000	N/A	36202FJQ0	7,960,220	8,732,065.56	0.44%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9890	N/A	31417W7C9	8,197,525	8,609,166.47	0.44%
UNITED STATES TREAS NTS 2.375% 31/MAY/2018	N/A	912828QQ6	8,000,000	8,610,624.00	0.44%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	8,500,000	8,603,725.50	0.44%
FEDERAL HOME LOAN BANKS 5.25% BDS 05/JUN/2017	N/A	3133XL4N0	7,000,000	8,462,307.00	0.43%
FEDERAL NATIONAL MORTGAGE ASSOC 0.65% NTS	N/A	3135G0CN1	8,400,000	8,408,391.60	0.43%
FEDERAL HOME L MTG CORP 4.375% BDS 17/JUL/2015	N/A	3134A4VC5	7,214,000	8,086,316.88	0.41%
UNITED STATES TREAS NTS 1.375% 31/DEC/2018	N/A	912828RY8	8,000,000	8,076,872.00	0.41%
FNMA MORTPASS 4.5% 01/JUN/2039 CL PN# 190396	N/A	31368HNM1	7,421,526	7,950,744.84	0.40%
UNITED STATES TREAS NTS 2.5% 30/APR/2015	N/A	912828MZ0	7,475,000	7,941,021.40	0.40%
FNMA MORTPASS 6.5% 01/DEC/2030 CL PN# AD0716	N/A	31418MYN6	6,875,229	7,911,213.65	0.40%
UNITED STATES TREAS NTS 1.750% 31/MAR/2014	N/A	912828KJ8	7,655,000	7,872,386.69	0.40%
FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS	N/A	31398AT44	7,680,000	7,790,830.08	0.40%
UNITED STATES TREAS NTS 0.875% 31/DEC/2016	N/A	912828RX0	7,500,000	7,544,535.00	0.38%
UNITED STATES TREAS NTS 4.625% 15/FEB/2017	N/A	912828GH7	6,365,000	7,516,167.54	0.38%
FNMA MORTPASS 4% 01/NOV/2041 CL PN# AJ5916	N/A	3138AXSE2	7,084,037	7,503,682.43	0.38%
UNITED STATES OF AMER TREAS BONDS 5.375% BDS	N/A	912810FP8	5,337,000	7,453,451.39	0.38%
UNITED STATES OF AMER TREAS BONDS 3.625% BDS	N/A	912828MP2	6,430,000	7,447,245.29	0.38%
FNMA MORTPASS 4% 01/DEC/2041 CL PN# AJ7689	N/A	3138E0RK7	6,958,704	7,370,925.71	0.38%
FHLMCGLD MORTPASS 4.5% 01/MAY/2039 G0 PN# G05449	N/A	3128M7L61	6,836,447	7,294,034.95	0.37%
UNITED STATES OF AMER TREAS NOTES 4.5% 15/NOV/2015	N/A	912828EN6	6,372,000	7,261,091.53	0.37%
UNITED STATES TREAS NTS 1.375% 30/NOV/2015	N/A	912828PJ3	7,000,000	7,212,184.00	0.37%
UNITED STATES TREAS NTS 0.875% 30/NOV/2016	N/A	912828RU6	7,000,000	7,048,125.00	0.36%
GNMA I MORTPASS 5% 15/SEP/2039 SF PN# 722292	N/A	3620A8NH2	6,342,375	7,034,957.48	0.36%
FEDERAL NATIONAL MORTGAGE ASSOC 0.5% NTS	N/A	3135G0JD6	7,000,000	7,006,174.00	0.36%
UNITED STATES OF AMER TREAS BONDS 4.25% BDS	N/A	912810QB7	5,595,000	6,877,480.31	0.35%
UNITED STATES TREAS NTS 1.250% 30/SEP/2015	N/A	912828NZ9	6,700,000	6,875,352.40	0.35%
UNITED STATES OF AMER TREAS NOTES 'C' 4.5% TB	N/A	912828GS3	5,775,000	6,821,268.30	0.35%
UNITED STATES TREAS NTS 3.25% 30/JUN/2016	N/A	912828KZ2	6,135,000	6,789,242.54	0.35%
FHLMCGLD MORTPASS 6% 01/FEB/2037 G0 PN# G05941	N/A	3128M75A0	5,964,768	6,616,465.05	0.34%
TBA FHLMC GOLD SF 4.50 30 YRS MAY	N/A	02R042652	6,000,000	6,397,500.00	0.33%
TBA FNMA SF 5.00 15 YRS MAY	N/A	01F050452	5,900,000	6,388,593.75	0.33%
FHLMCGLD MORTPASS 4.5% 01/AUG/2039 A8 PN# A88133	N/A	312935BA6	5,986,554	6,387,255.04	0.33%
GOVT NATIONAL MORTGAGE ASSOCN 3.5% MTG BDS	N/A	21H032654	6,000,000	6,315,937.20	0.32%
FNMA MORTPASS 3.5% 01/MAR/2042 CL PN# AK5132	N/A	3138E9V23	5,888,049	6,121,615.86	0.31%
UNITED STATES TREAS NTS 3.375% 15/NOV/2019	N/A	912828LY4	5,360,000	6,108,727.68	0.31%
UNITED STATES TREAS NTS 1%31/MAR/2017	N/A	912828SM3	6,000,000	6,060,000.00	0.31%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# AC1454	N/A	31417KTL1	5,679,980	6,013,789.79	0.31%
UNITED STATES TREAS NTS 2.375% 30/SEP/2014	N/A	912828LQ1	5,605,000	5,883,058.45	0.30%
GNMA II MORTPASS 5% 20/SEP/2040 SF PN# 004802	N/A	36202FKP0	5,291,254	5,867,711.62	0.30%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9895	N/A	31417W7H8	5,536,798	5,814,892.15	0.30%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96049	N/A	312944WJ6	5,456,697	5,766,301.24	0.29%
USA TREASURY BDS 8% BDS 15/NOV/2021 USD1000	N/A	912810EL8	3,710,000	5,745,862.50	0.29%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96050	N/A	312944WK3	5,396,106	5,702,271.91	0.29%
GNMA II MORTPASS 4.5% 20/APR/2041 SF PN# 005017	N/A	36202FSE7	5,167,116	5,676,208.58	0.29%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 16/SEP/2014	N/A	31398AYY2	5,325,000	5,657,370.53	0.29%
GNMA I MORTPASS 6% 15/NOV/2039 SP PN# 782803	N/A	36241LDG8	5,008,250	5,657,659.31	0.29%
UNITED STATES TREAS NTS 3.125% 15/MAY/2021	N/A	912828QN3	5,000,000	5,573,830.00	0.28%
UNITED STATES TREAS NTS 2.375% 28/FEB/2015	N/A	912828MR8	5,225,000	5,516,048.18	0.28%
GNMA TBA 30YR TBA 4.50% MAY	N/A	01N042658	5,000,000	5,468,750.00	0.28%
UNITED STATES TREAS NTS 2.125% 30/NOV/2014	N/A	912828LZ1	5,230,000	5,467,394.93	0.28%
TENNESSEE VALLEY 4.5% BDS 01/APR/2018 USD1000	N/A	880591EC2	4,635,000	5,452,836.48	0.28%
GNMA II MORTPASS 4% 20/DEC/2041 SF PN# 005259	N/A	36202FZY5	4,929,807	5,343,545.19	0.27%
UNITED STATES TREAS NTS 1.875% 31/AUG/2017	N/A	912828NW6	5,000,000	5,248,830.00	0.27%
FEDERAL HOME LOAN BANKS 3.625% BDS 18/OCT/2013	N/A	3133XSAE8	5,000,000	5,241,340.00	0.27%
FNMA TBA 15YR TBA 03.000% MAY	N/A	01F030454	5,000,000	5,217,187.50	0.27%
UNITED STATES TREAS NTS 1.375%30/NOV/2018	N/A	912828RT9	5,000,000	5,051,955.00	0.26%
FHLMCGLD MORTPASS 4.5% 01/JUL/2039 G0 PN# G05535	N/A	3128M7PU4	4,720,765	5,036,743.19	0.26%
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% NTS	N/A	31398AXJ6	4,800,000	5,015,774.40	0.26%
FNMA MORTPASS 4% 01/JUL/2039 CL PN# AA9611	N/A	31416TVD8	4,662,332	4,936,334.65	0.25%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AD9153	N/A	31418XE38	4,555,823	4,891,369.73	0.25%
FHLMCGLD MORTPASS 4.5% 01/APR/2040 G0 PN# G05894	N/A	3128M73B0	4,570,854	4,876,797.94	0.25%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# 994002	N/A	31416AGK0	4,585,406	4,862,768.65	0.25%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737727	N/A	3620ARSQ5	4,452,165	4,848,424.98	0.25%
UNITED STATES TREAS NTS 2.250% 30/NOV/2017	N/A	912828PK0	4,400,000	4,707,656.80	0.24%
FHLMCGLD MORTPASS 4.5% 01/MAR/2040 A9 PN# A91538	N/A	312939V73	4,370,685	4,667,328.24	0.24%
TBA FHLMC GOLD SF 4.50 15 YRS MAY	N/A	02R042454	4,200,000	4,487,437.50	0.23%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AB1388	N/A	31416WRJ3	4,120,940	4,424,456.43	0.23%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	N/A	912828HH6	3,710,000	4,367,946.24	0.22%
GNMA II MORTPASS 5.5% 20/MAY/2036 SF PN# 003851	N/A	36202EH44	3,815,876	4,259,397.12	0.22%
TBA FNMA SF 4.00 15 YRS MAY	N/A	01F040453	4,000,000	4,253,750.00	0.22%
UNITED STATES TREAS BDS 4.250% 15/NOV/2040	N/A	912810QL5	3,400,000	4,177,750.00	0.21%
FHLMCGLD MORTPASS 3.5% 01/MAR/2042 G0 PN# G08479	N/A	3128MJQ94	3,993,823	4,144,137.36	0.21%
FNMA MORTPASS 5% 01/MAY/2041 CL PN# AL0390	N/A	3138EGNG5	3,759,646	4,127,835.15	0.21%
UNITED STATES TREAS NTS 1%903016 30/SEP/2016	N/A	912828RJ1	4,000,000	4,054,064.00	0.21%
FEDERAL HOME LN MTG CORP PTN CTFS 4.5% MTG BDS	N/A	312942NM3	3,779,472	4,035,988.46	0.21%
UNITED STATES TREAS NTS 0.875% 31/JAN/2017	N/A	912828SC5	4,000,000	4,021,248.00	0.20%
FHLMCGLD MORTPASS 4% 01/JUN/2024 J0 PN# J09912	N/A	3128PNAM0	3,759,682	3,981,385.91	0.20%
ASIAN DEV BK SR NT 2.625% 09/FEB/2015	N/A	045167BX0	3,710,000	3,922,738.82	0.20%
JP MORGAN CHASE COMMERCIAL MORTGAGE FR CMO	N/A	46628FAF8	3,339,000	3,821,872.82	0.19%
GNMA II MORTPASS 5% 20/OCT/2039 SF PN# 004559	N/A	36202FB47	3,436,047	3,819,515.84	0.19%
UNITED STATES TREAS NTS 2.50% 30/JUN/2017	N/A	912828NK2	3,530,000	3,819,294.09	0.19%
CITIGROUP COML MTG TR 2008-C7 COML MTG P/THRU CTF	N/A	17313KAF8	3,271,583	3,789,605.45	0.19%
FNMA MORTPASS 5.5% 01/JAN/2035 CL PN# 735141	N/A	31402QWA5	3,415,289	3,760,686.74	0.19%
UNITED STATES TREAS NTS 2.125% 29/FEB/2016	N/A	912828QJ2	3,500,000	3,706,171.00	0.19%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31402CVV1	3,280,435	3,680,662.46	0.19%
FNMA MORTPASS 3.5% 01/FEB/2026 CI PN# AH5616	N/A	3138A7G28	3,408,599	3,600,155.39	0.18%
UNITED STATES TREASURY NOTES 4.0% DUE 15/FEB/2015	N/A	912828DM9	3,250,000	3,575,253.50	0.18%
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC1529	N/A	31417KVX2	3,324,917	3,572,485.07	0.18%
BANK OF AMERICA CORP 5.65% BDS 01/MAY/2018 USD5000	N/A	06051GDX4	3,200,000	3,384,409.60	0.17%
FNMA MORTPASS 4% 01/JUN/2024 CI PN# 934863	N/A	31412UB82	3,160,885	3,363,642.09	0.17%
UNITED STATES TREAS BDS 04.500% 15/FEB/2036	N/A	912810FT0	2,620,000	3,329,037.50	0.17%
FNMA MORTPASS 4.5% 01/APR/2040 CL PN# AD2888	N/A	31418QF65	3,094,139	3,322,030.10	0.17%
TBA FNMA SF 6.00 30 YRS MAY	N/A	01F060659	3,000,000	3,316,406.40	0.17%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	3,000,000	3,304,932.00	0.17%
FED NATL MTG ASSN 6.0% DUE 01/DEC/2035	N/A	31371MLC9	2,961,840	3,297,014.36	0.17%
UNITED STATES TREAS BDS 4.375% 15/MAY/2040	N/A	912810QH4	2,600,000	3,259,344.40	0.17%
USA TREASURY BDS 8.5% BDS 15/FEB/2020 USD1000	N/A	912810EE4	2,138,000	3,253,601.99	0.17%
GS MORTGAGE SECURITIES CORP SER 2004-GG2 CL A5 VAR	N/A	36228CTG8	3,067,000	3,240,380.58	0.16%
FNMA MORTPASS 4.5% 01/JUL/2040 CL PN# AD7992	N/A	31418V3A8	2,982,831	3,202,523.13	0.16%
TBA FHLMC GOLD SF 4.00 15 YRS MAY	N/A	02R040458	3,000,000	3,175,312.50	0.16%
EUROPEAN INVESTMENT BANK 4.25% BDS 15/JUL/2013	N/A	298785ER3	3,000,000	3,129,201.00	0.16%
COMMERCIAL MORTGAGE PASS-THROUGH CERT 2005-LP5 CL	N/A	20047PAE7	2,820,000	3,093,844.56	0.16%
FHLMCGLD MORTPASS 3% 01/JAN/2027 J1 PN# J17774	N/A	3128PXT71	2,939,928	3,072,714.79	0.16%
FNMA MORTPASS 3% 01/JAN/2027 CI PN# AB4277	N/A	31417AXF1	2,928,761	3,061,959.01	0.16%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	N/A	3128M6JS8	2,804,354	3,055,978.40	0.16%
FHLMCGLD MORTPASS 6% 01/SEP/2038 A8 PN# A81674	N/A	3129272F2	2,763,742	3,053,610.88	0.16%
UNITED STATES TREAS BDS 4.500% 15/AUG/2039	N/A	912810QC5	2,380,000	3,040,821.28	0.15%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4J8	2,732,965	3,010,819.96	0.15%
FNMA MORTPASS 4.5% 01/MAY/2025 CI PN# AD4089	N/A	31418RRK9	2,773,532	2,980,044.88	0.15%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS	N/A	105756BK5	2,105,000	2,962,787.50	0.15%
FNMA MORTPASS 3.5% 01/OCT/2026 CI PN# AJ4093	N/A	3138AVRP2	2,804,298	2,961,893.77	0.15%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97040	N/A	312945ZD3	2,669,283	2,820,733.31	0.14%
USA TREASURY BDS 8.125% BDS15/AUG/2019 USD1000	N/A	912810ED6	1,900,000	2,801,312.50	0.14%
FNMA MORTPASS 4% 01/SEP/2039 CL PN# AC1921	N/A	31417LD36	2,638,410	2,793,467.92	0.14%
FHLMCGLD MORTPASS 3.5% 01/DEC/2025 J1 PN# J13883	N/A	3128PTJ48	2,591,770	2,766,579.48	0.14%
UNITED STATES TREAS NTS 3.000% 28/FEB/2017	N/A	912828MS6	2,475,000	2,733,521.18	0.14%
FNMA MORTPASS 4% 01/NOV/2039 CL PN# AC7249	N/A	31417UBT1	2,556,828	2,707,091.98	0.14%
UNITED STATES TREAS NTS 3% 30/SEP/2016	N/A	912828LP3	2,460,000	2,706,000.00	0.14%
GNMA II MORTPASS 4.5% 20/JAN/2041 SF PN# 004923	N/A	36202FPG5	2,434,522	2,674,383.82	0.14%
ONTARIO(PROVINCE OF) 4.10% BDS 16/JUN/2014 USD1000	N/A	6832348A9	2,470,000	2,649,845.64	0.13%
FHLMCGLD MORTPASS 5% 01/MAR/2039 A8 PN# A85442	N/A	312932BK1	2,431,950	2,631,208.68	0.13%
EUROPEAN INVESTMENT 4.62500 20/OCT/2015	N/A	298785DR4	2,325,000	2,602,233.00	0.13%
BANC AMERICA COML MTG INC 5.451% CMO 15/JAN/2049	N/A	059497AX5	2,295,000	2,586,382.38	0.13%
JPMORGAN CHASE BANK NATL ASS 6% NTS 05/JUL/2017	N/A	48121CVZ6	2,210,000	2,518,414.34	0.13%
UNITED STATES TREAS BDS 3.50% 15/FEB/2039	N/A	912810QA9	2,285,000	2,480,653.13	0.13%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	1,613,000	2,452,768.13	0.12%
FHLMCGLD MORTPASS 5% 01/MAR/2038 G0 PN# G04913	N/A	3128M6YJ1	2,262,862	2,448,266.39	0.12%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% BDS	N/A	31398ADM1	1,995,000	2,419,984.88	0.12%
FNMA MORTPASS 4% 01/DEC/2030 CT PN# AH1515	N/A	3138A2VH9	2,226,807	2,385,858.51	0.12%
KREDITANSTALT FUR WIEDERAUFBAU 4.37500 21/JUL/2015	N/A	500769BH6	2,145,000	2,384,647.98	0.12%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	2,224,000	2,371,873.76	0.12%
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000	N/A	715638AW2	1,840,000	2,364,400.00	0.12%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 720087	N/A	31401V6Y2	2,132,811	2,351,174.23	0.12%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31418WPW4	2,147,436	2,343,515.75	0.12%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43886	N/A	3128K4J71	2,073,030	2,312,804.43	0.12%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	2,080,000	2,288,925.60	0.12%
KFW BANKENGRUPPE 3.5% GTD BDS 10/MAR/2014 USD1000	N/A	500769DF8	2,165,000	2,279,929.03	0.12%
FNMA MORTPASS ARM 01/SEP/2041 LB PN# AJ1249	N/A	3138ASL75	2,144,630	2,254,144.00	0.11%
CITIGROUP INC 5.50% 15/OCT/2014	N/A	172967EZ0	2,100,000	2,237,844.00	0.11%
LB UBS COMMERCIAL MORTGAGE TRUST VAR% CMO	N/A	52108HXM1	2,109,000	2,213,526.26	0.11%
FHLMCGLD MORTPASS 5.5% 01/FEB/2036 G0 PN# G08111	N/A	3128MJDR8	2,002,443	2,186,495.61	0.11%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAE4	1,945,000	2,178,022.67	0.11%
TBA GNMAII 4.00% 30 YRS MAY	N/A	21H040657	2,000,000	2,163,125.00	0.11%
FNMA MORTPASS 5.5% 01/SEP/2036 CL PN# 995065	N/A	31416BMN5	1,963,418	2,155,234.31	0.11%
TBA FNMA SF 4.50 15 YRS MAY	N/A	01F042459	2,000,000	2,147,500.00	0.11%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EACA5	1,870,000	2,138,096.29	0.11%
UNITED STATES TREAS NTS 2.375% 31/MAR/2016	N/A	912828KT6	2,000,000	2,137,500.00	0.11%
GNMA II MORTPASS 6% 20/SEP/2038 SF PN# 004245	N/A	36202EWE5	1,891,196	2,132,102.00	0.11%
CITIGROUP INC 5.30% 07/JAN/2016	N/A	172967DE8	1,979,000	2,110,615.37	0.11%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AC0397	N/A	31417JNP1	1,968,042	2,108,380.06	0.11%
TBA GNMA 1 SF 3.5% 30YR MAY	N/A	01N032659	2,000,000	2,106,562.40	0.11%
MERRIL LYNCH MORTGAGE TRUST 2003-KEY1 CL A4	N/A	59022HCQ3	2,000,000	2,104,324.00	0.11%
TBA FHLMC GOLD SINGLE FAMILY 3.00% MAT 15 YEARS	N/A	02R030459	2,000,000	2,085,625.00	0.11%
FHLMCGLD MORTPASS 3.5% 01/FEB/2042 G0 PN# G08477	N/A	3128MJQ78	1,989,622	2,064,505.02	0.11%
FNMA MORTPASS 3.5% 01/FEB/2042 CL PN# AB4514	N/A	31417BAQ0	1,984,775	2,063,196.30	0.10%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649513	N/A	36292HSA2	1,839,694	2,058,409.47	0.10%
GNMA I MORTPASS 4% 15/MAR/2041 SF PN# 738107	N/A	3620ASAG4	1,883,408	2,046,146.37	0.10%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38531	N/A	31297UPQ7	1,861,337	2,038,818.10	0.10%
GNMA II MORTPASS 4.5% 20/SEP/2041 SF PN# 005175	N/A	36202FXC5	1,840,630	2,021,978.57	0.10%
UNITED STATES TREAS BDS 3.125% 15/FEB/2042	N/A	912810QU5	2,000,000	2,005,624.00	0.10%
FHLMCGLD MORTPASS 5.5% 01/APR/2023 G1 PN# G13145	N/A	3128MBWE3	1,833,796	1,989,535.19	0.10%
FHLMCGLD MORTPASS 3.5% 01/NOV/2025 E0 PN# E02746	N/A	31294MBP5	1,883,220	1,981,990.90	0.10%
FNMA MORTPASS 3.5% 01/NOV/2031 CT PN# MA0895	N/A	31417Y7H4	1,885,555	1,981,857.95	0.10%
FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS	N/A	31359MWJ8	1,779,000	1,961,898.99	0.10%
GREENWICH CAPITAL COMMUNAL FUNDING 5.736% MTG BDS	N/A	20173VAE0	1,750,000	1,948,646.00	0.10%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	1,500,000	1,948,558.50	0.10%
US TREASURY NOTE 4.125% 15/MAY/2015	N/A	912828DV9	1,748,000	1,943,010.38	0.10%
FHLMCGLD MORTPASS 5.5% 01/SEP/2035 A3 PN# A37135	N/A	31297S4U6	1,772,808	1,941,848.14	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383F7Y8	1,991,000	1,927,459.23	0.10%
GNMA II MORTPASS 4% 20/JAN/2041 SF PN# 004922	N/A	36202FPF7	1,773,419	1,924,471.01	0.10%
GNMA II MORTPASS 4.5% 20/JUN/2041 SF PN# 005082	N/A	36202FUF1	1,748,156	1,920,393.25	0.10%
FNMA MORTPASS 4% 01/FEB/2041 CL PN# AE6392	N/A	31419HC67	1,782,627	1,888,227.05	0.10%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95407	N/A	312944AG6	1,783,426	1,884,614.36	0.10%
UNITED STATES TREAS BDS 04.375% 15/MAY/2041	N/A	912810QQ4	1,500,000	1,881,328.50	0.10%
FNMA MORTPASS 4% 01/FEB/2031 CT PN# MA0641	N/A	31417YWB9	1,749,405	1,874,357.06	0.10%
CALIFORNIA STATE 7.55% BDS 01/APR/2039 USD5000	N/A	13063A5G5	1,410,000	1,845,816.90	0.09%
GNMA II MORTPASS 5% 20/MAY/2041 SF PN# 005056	N/A	36202FTM8	1,656,836	1,839,153.01	0.09%
FNMA MORTPASS 5.5% 01/DEC/2033 CL PN# 755872	N/A	31403RW95	1,666,639	1,837,273.75	0.09%
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	1,618,000	1,823,175.34	0.09%
TELEFONICA EMISIONES SAU 6.421% BDS 20/JUN/2016	N/A	87938WAB9	1,770,000	1,822,057.47	0.09%
FHLMCGLD MORTPASS 5% 01/OCT/2023 C9 PN# C90719	N/A	31335HYQ0	1,650,804	1,813,917.64	0.09%
FNMA MORTPASS 4% 01/OCT/2039 CL PN# AC2651	N/A	31417L5M3	1,711,839	1,812,442.93	0.09%
FHLMCGLD MORTPASS 3.5% 01/MAY/2026 E0 PN# E02896	N/A	31294MGD7	1,708,197	1,809,532.57	0.09%
GNMA II GTD 4.5% MTG BDS 20/OCT/2040 USD1000	N/A	36202FLP9	1,642,396	1,801,647.68	0.09%
FNMA MORTPASS 4% 01/OCT/2025 CI PN# AB1609	N/A	31416WYF3	1,675,608	1,783,091.20	0.09%
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD	N/A	3134A4KX1	1,245,000	1,781,103.23	0.09%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	1,700,000	1,778,332.60	0.09%
FNMA MORTPASS 4% 01/APR/2024 CI PN# AA2549	N/A	31416KZP6	1,653,004	1,759,037.43	0.09%
FHLMCGLD MORTPASS 4% 01/MAR/2026 J1 PN# J14732	N/A	3128PUHH8	1,636,419	1,734,962.30	0.09%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43884	N/A	3128K4J55	1,517,227	1,692,715.02	0.09%
FHLMCGLD MORTPASS 6% 01/SEP/2036 G0 PN# G02390	N/A	3128LXUP3	1,506,765	1,667,153.51	0.08%
BERKSHIRE HATHAWAY FINANCE CORP 4.85% NTS	N/A	084664AT8	1,504,000	1,665,165.63	0.08%
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034	N/A	91086QAS7	1,246,000	1,660,295.00	0.08%
VERIZON GLOBAL FUNDING CORP 7.75% BDS 01/DEC/2030	N/A	92344GAM8	1,190,000	1,643,875.52	0.08%
AEP TEXAS CENTRAL TRANS 5.17% 01/JAN/2020	N/A	00110AAD6	1,400,000	1,632,031.80	0.08%
EUROPEAN BANK FOR REC & DEV 1.125% NTS 25/AUG/2014	N/A	459058AY9	1,600,000	1,621,747.20	0.08%
FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AH2717	N/A	3138A4AT2	1,520,483	1,605,931.08	0.08%
ARCELORMITTAL SA 6.125% SNR NTS 01/JUN/2018	N/A	03938LAF1	1,510,000	1,591,473.56	0.08%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	1,425,000	1,590,525.15	0.08%
FHLMCGLD MORTPASS 6.5% 01/AUG/2038 G0 PN# G04581	N/A	3128M6M62	1,385,856	1,563,689.20	0.08%
BANK OF AMERICA CORP 5.625% BDS 14/OCT/2016	N/A	060505CS1	1,460,000	1,551,409.14	0.08%
UNITED STATES TREAS NTS 2.125% 15/AUG/2021	N/A	912828RC6	1,500,000	1,538,437.50	0.08%
CATERPILLAR FINANCIAL SERVICES CORP 6.125% UNS LN	N/A	14912L4F5	1,400,000	1,537,092.20	0.08%
FHLMC MORTPASS ARM 01/JUL/2041 1B PN# 1B8478	N/A	3128UGY27	1,452,972	1,527,746.31	0.08%
BRISTOL-MYERS SQUIBB CO 5.25% BDS 15/AUG/2013	N/A	110122AL2	1,425,000	1,512,190.05	0.08%
SCHERING-PLOUGH CORP VAR NOTES 01/DEC/2013 USD1000	N/A	806605AE1	1,400,000	1,507,504.60	0.08%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38255	N/A	31297UE48	1,352,586	1,481,556.96	0.08%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649510	N/A	36292HR70	1,285,315	1,438,122.01	0.07%
INTERNATIONAL BANK FOR REC & DEV 7.625% BDS	N/A	459056LD7	973,000	1,412,513.83	0.07%
AMERICAN EXPRESS CO. 4.875 15/JUL/2013	N/A	025816AQ2	1,348,000	1,408,277.17	0.07%
FHLMCGLD MORTPASS 5% 01/JAN/2037 G0 PN# G05254	N/A	3128M7E36	1,287,123	1,393,386.57	0.07%
GEN ELEC CAP CORP 6.15% MTN 07/AUG/2037 USD1000	N/A	36962G3A0	1,200,000	1,391,095.20	0.07%
DUKE ENERGY CORP 5.05% BDS 15/SEP/2019 USD1000	N/A	26441CAD7	1,200,000	1,384,173.60	0.07%
GENERAL ELECTRIC CAPITAL CORP 6.75% MED TERM NTS	N/A	36962GXZ2	1,128,000	1,374,862.80	0.07%
AT&T INC 6.15% NTS 15/SEP/2034 USD1000	N/A	78387GAQ6	1,161,000	1,363,979.95	0.07%
UNITED STATES OF AMER TREAS NOTES 2.375%	N/A	912828LK4	1,302,000	1,364,149.67	0.07%
CITIBANK CREDIT CARD ISSUANCE TRUST	N/A	17305EDE2	1,175,000	1,362,990.01	0.07%
GNMA I MORTPASS 5.5% 15/MAR/2036 SF PN# 652207	N/A	36292LR48	1,210,245	1,353,749.35	0.07%
MORGAN STANLEY 5.45% NTS 09/JAN/2017 USD1000	N/A	617446C23	1,325,000	1,346,149.65	0.07%
FEDERAL HOME LOAN BANKS 4.875% BDS 17/MAY/2017	N/A	3133XKQX6	1,125,000	1,341,444.38	0.07%
ILLINOIS ST GO PENSION FUND SER OF JUNE GLOBAL	N/A	452151LF8	1,445,000	1,341,090.05	0.07%
BALTIMORE GAS & ELECTRIC CO 5.9% SNR NTS	N/A	059165DZ0	1,135,000	1,336,159.46	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43885	N/A	3128K4J63	1,198,139	1,336,720.75	0.07%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	1,000,000	1,323,055.00	0.07%
ABBOTT LABORATORIES 6.00% BDS 01/APR/2039 USD1000	N/A	002824AV2	1,040,000	1,318,502.64	0.07%
ENTERPRISE PRODUCTS OPERATING LP 5.6% BDS	N/A	293791AN9	1,194,000	1,318,561.66	0.07%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	1,300,000	1,316,993.60	0.07%
EUROPEAN INVESTMENT BANK 3% BDS 08/APR/2014	N/A	298785EX0	1,260,000	1,314,159.84	0.07%
DEUTSCHE BANK AG LONDON 4.875% 20/MAY/2013	N/A	2515A0NY5	1,250,000	1,298,163.75	0.07%
ORACLE CORP 3.75% SNR 08/JUL/2014 USD1000	N/A	68389XAF2	1,210,000	1,293,477.90	0.07%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737730	N/A	3620ARST9	1,178,544	1,283,439.22	0.07%
FHLMCGLD MORTPASS 5% 01/OCT/2035 A4 PN# A47368	N/A	3128K8FH4	1,156,404	1,275,545.08	0.06%
GENERAL ELECTRIC CAPITAL CORP 5.625% BDS	N/A	36962G3H5	1,100,000	1,263,794.40	0.06%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	706451BG5	1,074,000	1,259,265.00	0.06%
BANC OF AMERICA COMMERCIAL MORTGAGE INC SER 2005-3	N/A	05947UR91	1,200,000	1,247,607.60	0.06%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2066	N/A	31416XJL5	1,186,645	1,237,981.18	0.06%
WACHOVIA BANK 6.6% BDS 15/JAN/2038 USD1000 TR'9'	N/A	92976GAJ0	1,000,000	1,233,484.00	0.06%
CONSOLIDATED EDISON CO(N.Y) 5.85% DEB 01/APR/2018	N/A	209111ET6	1,000,000	1,222,291.00	0.06%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2067	N/A	31416XJM3	1,171,827	1,220,324.59	0.06%
COMCAST CORP 6.5% BDS 15/JAN/2017 USD1000	N/A	20030NAP6	1,013,000	1,218,447.54	0.06%
FED NATL MORT ASSC 5.5% MBPT 01/SEP/2036 USD1000	N/A	31410GHL0	1,098,329	1,210,778.54	0.06%
KRAFT FOODS INC 7% BDS 11/AUG/2037 1000	N/A	50075NAR5	910,000	1,186,907.54	0.06%
UBS AG(STAMFORD) 5.875% DEP NTS 15/JUL/2016	N/A	90261XBY7	1,121,000	1,185,411.54	0.06%
CONSOLIDATED NATURAL GAS 5% 01/DEC/2014	N/A	209615CA9	1,069,000	1,171,454.03	0.06%
UNITED MEXICAN STATES 5.125% 15/JAN/2020	N/A	91086QAY4	1,000,000	1,169,000.00	0.06%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/MAR/2019	N/A	195325BL8	900,000	1,167,750.00	0.06%
ALLY AUTO RECEIVABLES TRUST 2010-4 A-4 1.350%	N/A	02005PAD7	1,150,000	1,164,896.64	0.06%
GOLDMAN SACHS GROUP INC 6.1250% DUE 15/FEB/2033	N/A	38141GCU6	1,150,000	1,162,854.70	0.06%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	698299AX2	1,000,000	1,162,500.00	0.06%
GENERAL ELECTRIC CAPITAL SERVICES 5.625% MTN	N/A	36962G3U6	1,000,000	1,159,024.00	0.06%
UNITED STATES OF AMER TREAS BONDS 3.875% BDS	N/A	912810QK7	1,000,000	1,155,000.00	0.06%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43861	N/A	3128K4JE6	1,057,259	1,154,435.38	0.06%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	1,000,000	1,148,192.00	0.06%
WELLPOINT INC 5% NTS 15/DEC/2014 USD2000	N/A	94973VAG2	1,036,000	1,135,354.47	0.06%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.414% BDS	N/A	646139W35	790,000	1,133,729.00	0.06%
KINDER MORGAN ENERGY PARTNERS 6.85% BDS	N/A	494550BB1	935,000	1,130,779.65	0.06%
FHLMCGLD MORTPASS 5% 01/FEB/2037 G0 PN# G04331	N/A	3128M6EC8	1,041,717	1,127,719.77	0.06%
SLM CORP 78442FCJ5 5.375% 15/MAY/2014	N/A	78442FCJ5	1,091,000	1,129,243.91	0.06%
VALE OVERSEAS LIMITED 6.875% GTD NTS 21/NOV/2036	N/A	91911TAH6	944,000	1,123,556.35	0.06%
MUNICIPAL ELEC AUTH GA RFDG-PLANT VOGTLE UNITS	N/A	626207YM0	1,000,000	1,122,250.00	0.06%
AMERICAN EXPRESS CO 8.125% LN STK 20/MAY/2019	N/A	025816BB4	845,000	1,119,176.31	0.06%
SHELL INTL.FIN.BV 6.375% GTD SNR 15/DEC/2038 USD	N/A	822582AD4	820,000	1,118,990.04	0.06%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31402DC73	1,011,159	1,113,420.53	0.06%
KREDITANST FUR WIE 1.375% BDS 15/JUL/2013 USD	N/A	500769DY7	1,100,000	1,112,047.20	0.06%
FHLMCGLD MORTPASS 4% 01/JAN/2042 Q0 PN# Q05783	N/A	3132GMCU4	1,048,986	1,109,158.88	0.06%
AT&T INC 5.1% 15/SEP/2014	N/A	78387GAP8	1,003,000	1,101,612.95	0.06%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	1,000,000	1,096,565.00	0.06%
FNMA MORTPASS 4% 01/AUG/2024 CI PN# AC1374	N/A	31417KQ42	1,001,522	1,088,299.65	0.06%
METROPOLITAN TRANSN AUTH N Y D SER'C'7.336% BDS	N/A	59259NZH9	760,000	1,089,581.60	0.06%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	800,000	1,086,269.60	0.06%
TIME WARNER CABLE INC 6.75% BDS 15/JUN/2039	N/A	88732JAU2	900,000	1,085,215.50	0.06%
GNMA I MORTPASS 4% 15/FEB/2042 SF PN# 778869	N/A	36176XCE7	996,775	1,082,902.99	0.06%
DIRECTV HLDGS/FINANCE 4.6% BDS 15/FEB/2021 USD1000	N/A	25459HAW5	1,000,000	1,069,626.00	0.05%
GOLDMAN SACHS GROUP INC 6.00% 15/JUN/2020	N/A	38141EA66	1,000,000	1,069,767.00	0.05%
WESTPAC BANKING CORP 4.2% NTS 27/FEB/2015 USD1000	N/A	961214BH5	1,000,000	1,069,078.00	0.05%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A48378	N/A	3128K9JX3	957,869	1,066,175.43	0.05%
FNMA MORTPASS 4.5% 01/MAR/2029 CT PN# 930770	N/A	31412PCF6	993,882	1,065,375.64	0.05%
LILLY(ELI)& CO 4.2% SRN 06/MAR/2014 USD1000	N/A	532457BE7	1,000,000	1,064,649.00	0.05%
SHELL INTERNATIONAL FINANCE BV 4% UNS LN STK	N/A	822582AF9	1,000,000	1,063,728.00	0.05%
NOVARTIS CAPITAL 4.125% 10/FEB/2014	N/A	66989HAA6	1,000,000	1,060,993.00	0.05%
DTE ENERGY CO 6.35% BDS 01/JUN/2016 USD1000	N/A	233331AM9	913,000	1,057,626.50	0.05%
ECOLAB INC 3% BDS 08/DEC/2016 USD1000	N/A	278865AK6	1,000,000	1,053,115.00	0.05%
FHLMCGLD MORTPASS 3.5% 01/APR/2032 G3 PN# G30577	N/A	3128CUUA2	1,000,000	1,051,386.67	0.05%
FNMA MORTPASS 3.5% 01/APR/2032 CT PN# MA1029	N/A	31418AEB0	997,127	1,048,054.44	0.05%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	1,000,000	1,045,772.00	0.05%
WACHOVIA CORP NEW 5.5% MTN 01/MAY/2013 USD1000	N/A	92976WBJ4	1,000,000	1,046,645.00	0.05%
CITIGROUP INC 4.45% BDS 10/JAN/2017 USD100	N/A	172967FW6	1,000,000	1,044,603.00	0.05%
CONOCOPHILLIPS 4.6% BDS 15/JAN/2015 USD1000	N/A	20825CAT1	950,000	1,044,935.40	0.05%
GNMA II MORTPASS 3.5% 20/NOV/2041 SF PN# 005232	N/A	36202FY59	988,837	1,042,730.40	0.05%
NOVA SCOTIA(PROVINCE OF) CANADA 5.125% BDS	N/A	669827FT9	885,000	1,037,351.87	0.05%
BANK OF AMERICA CORP 5.625% 01/JUL/2020	N/A	06051GEC9	1,000,000	1,033,604.00	0.05%
INTERNATIONAL FINANCE CORP 1.125% BDS 23/NOV/2016	N/A	45950KBQ2	1,025,000	1,033,389.63	0.05%
NORFOLK SOUTHERN CORP 3.25% BDS 01/DEC/2021	N/A	655844BG2	1,000,000	1,027,192.00	0.05%
FNMA MORTPASS 5% 01/SEP/2041 CL PN# AL0761	N/A	3138EGZ31	933,515	1,024,906.04	0.05%
COSTCO WHOLESALE CORP 5.5% SNR NTS 15/MAR/2017	N/A	22160KAC9	850,000	1,019,548.65	0.05%
ROYAL BANK OF SCOTLAND PLC 4.375% NTS 16/MAR/2016	N/A	78009PCC3	1,000,000	1,020,203.00	0.05%
HONEYWELL INC 5.3% BDS 01/MAR/2018 USD1000	N/A	438516AX4	840,000	1,009,102.08	0.05%
AOL TIME WARNER INC 7.625% BDS 15/APR/2031 USD1000	N/A	00184AAC9	777,000	1,006,905.75	0.05%
FHLMCGLD MORTPASS 5.5% 01/AUG/2035 G0 PN# G08073	N/A	3128MJCK4	912,851	999,892.72	0.05%
PACIFICORP 4.1% BDS 01/FEB/2042 USD1000	N/A	695114CN6	1,000,000	998,383.00	0.05%
BANK OF AMERICA MORTAGE SECURITIES 5% BDS	N/A	06051GEH8	1,000,000	995,320.00	0.05%
NATL RURAL UTL FIN 5.45% DEB 10/APR/2017 USD100	N/A	637432HT5	850,000	993,664.45	0.05%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	1,000,000	988,059.00	0.05%
CVS CAREMARK CORP 6.25% SNR NTS 01/JUN/2027	N/A	126650BJ8	795,000	975,153.36	0.05%
GNMA I MORTPASS 5.5% 15/SEP/2035 SF PN# 649454	N/A	36292HQF3	868,627	971,895.41	0.05%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	895,000	966,587.47	0.05%
SUNCOR ENERGY 6.1% BDS 01/JUN/2018 USD1000	N/A	86722TAA0	805,000	965,889.72	0.05%
BP CAPITAL MARKETS 3.875% GTD NTS 10/MAR/2015	N/A	05565QBH0	900,000	963,951.30	0.05%
EUROPEAN INVESTMENT BANK 4.625% NTS 15/MAY/2014	N/A	298785DD5	895,000	963,490.77	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 4% MTG BDS	N/A	31416WU26	906,932	960,232.27	0.05%
ALTRIA GROUP INC 9.25% BDS 06/AUG/2019 USD1000	N/A	02209SAJ2	700,000	955,150.70	0.05%
TELECOM ITALIA CAPITAL 5.25% 01OCT20015	N/A	87927VAQ1	940,000	956,450.00	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1361	N/A	3138A2QP7	893,073	952,192.32	0.05%
ITALY (REPUBLIC OF) 4.5% 21/JAN/2015 USD	N/A	465410BN7	938,000	950,681.76	0.05%
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000	N/A	713448BJ6	700,000	949,799.90	0.05%
WAL-MART STORES INC 3.2% NTS 15/MAY/2014 USD1000	N/A	931142CQ4	900,000	948,871.80	0.05%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 759207	N/A	36230UGQ6	868,442	947,246.80	0.05%
FNMA MORTPASS 3% 01/FEB/2026 CI PN# AH5611	N/A	3138A7GV4	904,904	946,058.12	0.05%
EUROPEAN INVESTMENT BANK 2.5% BDS 16/MAY/2016 EMTN	N/A	298785FN1	900,000	941,464.80	0.05%
MEXICO(UNITED MEXICAN STATES) 5.625% NTS	N/A	91086QAU2	800,000	934,000.00	0.05%
REPUBLIC SERVICES, INC. 5.25% 15/NOV/2021	N/A	760761AD8	800,000	931,324.80	0.05%
CENOVUS ENERGY INC 5.7% SR NT 15/OCT/2019 USD1000	N/A	15135UAD1	770,000	926,952.18	0.05%
VODAFONE GROUP 4.15% LN STK 10/JUN/2014 USD1000	N/A	92857WAT7	865,000	922,634.95	0.05%
EXELON CORP 5.625% BDS 15/JUN/2035 USD1000	N/A	30161NAC5	836,000	918,142.02	0.05%
TRANSCANADA PIPELINES 5.85% BDS 15/MAR/2036	N/A	89352HAB5	750,000	917,375.25	0.05%
MEDTRONIC INC 4.45% NTS 15/MAR/2020 USD1000	N/A	585055AS5	800,000	914,136.00	0.05%
HEWLETT-PACKARD CO 5.5% SNR NTS 01/MAR/2018	N/A	428236AS2	800,000	913,013.60	0.05%
TIME WARNER CABLE 8.25% SNR NTS 01/APR/2019 USD	N/A	88732JAS7	700,000	911,777.30	0.05%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006C25 A5	N/A	92976VAF5	800,000	910,172.80	0.05%
GOLDMAN SACHS GROUP INC 5.25% 15/OCT/2013	N/A	38141GDQ4	870,000	906,866.25	0.05%
KIMBEERLY- CLARK CORP 4.875 15/AUG/2015	N/A	494368AY9	800,000	894,965.60	0.05%
LORILLARD TOBACCO CO 3.5% BDS 04/AUG/2016 USD1000	N/A	544152AD3	850,000	890,691.20	0.05%
INTERNATIONAL PAPER CO 9.375% BDS 15/MAY/2019	N/A	460146CD3	665,000	888,759.20	0.05%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	800,000	888,700.80	0.05%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	731011AR3	750,000	881,250.00	0.04%
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000	N/A	20825CAQ7	650,000	878,592.65	0.04%
LANDWIRTSCHAFTLICHE RENTENBANK 5.125% BDS	N/A	515110AV6	750,000	879,634.50	0.04%
BRITISH TELECOMMUNICATIONS 5.95% SNR NTS	N/A	11102AAA9	750,000	875,740.50	0.04%
FHLMCGLD MORTPASS 5% 01/DEC/2024 G1 PN# G13900	N/A	3128MCRV9	807,047	874,057.41	0.04%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	800,000	872,036.80	0.04%
QUEBEC 7.5% BDS 15/SEP/2029 USD1000	N/A	748148QR7	578,000	870,569.15	0.04%
UNITED TECHNOLOGIES CORP 4.5% LN STK 15/APR/2020	N/A	913017BR9	750,000	868,953.75	0.04%
IBM CORP 5.875% DUE 29/NOV/2032	N/A	459200BB6	683,000	860,385.35	0.04%
GOLDMAN SACHS GRP 3.625% NTS 07/FEB/2016 USD1000	N/A	38143USC6	855,000	859,571.69	0.04%
TYCO INTERNATIONAL FINANCE SA 4.125% BDS	N/A	902118BM9	800,000	857,289.60	0.04%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 742235	N/A	3620AWSY7	788,886	855,510.35	0.04%
GNMA II MORTPASS 5% 20/JUN/2040 SF PN# 004715	N/A	36202FGY6	770,500	854,442.94	0.04%
BB&T CORP 2.15% BDS 22/MAR/2017 USD1000	N/A	05531FAK9	850,000	853,827.55	0.04%
FED REP OF BRAZIL10.50 PCT 14/JUL/2014	N/A	105756BD1	700,000	851,900.00	0.04%
FNMA MORTPASS 4.5% 01/JUL/2025 CI PN# 890216	N/A	31410LAR3	793,210	852,270.69	0.04%
JPMORGAN CHASE & CO 3.7% NTS 20/JAN/2015 USD1000	N/A	46625HHP8	805,000	847,991.83	0.04%
ONEOK PARTNERS LP 3.25% GTD SNR 01/FEB/2016 USD	N/A	68268NAF0	800,000	844,458.40	0.04%
BARCLAYS BANK PLC 5.125% BDS 08/JAN/2020 USD1000	N/A	06739GAR0	800,000	842,466.40	0.04%
FHLMCGLD MORTPASS 4.5% 01/APR/2029 C9 PN# C91244	N/A	3128P7LZ4	786,018	839,734.71	0.04%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1518	N/A	3138A2VL0	794,620	839,276.30	0.04%
FIRSTENERGY CORP 7.375% BDS 15/NOV/2031 USD1000	N/A	337932AC1	663,000	832,969.33	0.04%
UNITEDHEALTH GROUP INC 5.8% BDS 15/MAR/2036	N/A	91324PAR3	708,000	833,811.60	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% BDS	N/A	31416BLD8	751,600	827,611.29	0.04%
XL CAPITAL LTD 5.25% 15/SEP/2014	N/A	98372PAF5	779,000	825,840.49	0.04%
FEDERAL FARM CREDIT BANKS 4.875% BDS 17/JAN/2017	N/A	31331XLG5	695,000	823,922.50	0.04%
PETROBRAS INTERNATIONAL FINANCE 5.375% BDS	N/A	71645WAR2	750,000	821,572.50	0.04%
CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000	N/A	17275RAJ1	800,000	817,396.00	0.04%
FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS	N/A	3134A3U46	557,000	815,141.65	0.04%
WAL-MART STORES 5.25% 01/SEP/2035	N/A	931142CB7	708,000	813,346.15	0.04%
HONEYWELL INTERNATIONAL INC 5.4% BDS 15/MAR/2016	N/A	438516AP1	705,000	813,330.30	0.04%
CAPITAL ONE BANK 5.125%	N/A	14040EHK1	765,000	809,256.02	0.04%
TRANSOCEAN INC 4.95% 15/NOV/2015	N/A	893830AX7	750,000	806,289.00	0.04%
DEUTSCHE BANK AG LONDON 3.25% BDS 11/JAN/2016	N/A	2515A14E8	775,000	796,972.03	0.04%
TIME WARNER CABLE INC 6.2% BDS 01/JUL/2013 USD1000	N/A	88732JAK4	750,000	796,324.50	0.04%
PORT AUTH N Y & N J CONSOLIDA 6.04% BDS	N/A	73358WAJ3	620,000	796,253.60	0.04%
FIFTH THIRD BANCORP 3.625% 25/JAN/2016	N/A	316773CK4	750,000	795,469.50	0.04%
WACHOVIA BANK 5.6% NTS 15/MAR/2016 USD1000	N/A	92976GAE1	708,000	792,247.04	0.04%
DEUTSCHE TELEKOM INTL FINANCE B.V. 5.75% BDS	N/A	25156PAH6	697,000	789,250.74	0.04%
INTER AMERICAN DEVELOPMENT BANK 2.25% NTS	N/A	4581X0BN7	750,000	787,241.25	0.04%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	750,000	784,854.00	0.04%
PETROBRAS INTERNATIONAL FINANCE 3.875% BDS	N/A	71645WAT8	750,000	785,125.50	0.04%
PROGRESS ENERGY INC 4.4% NTS 15/JAN/2021 USD1000	N/A	743263AR6	700,000	782,198.20	0.04%
ONCOR ELECTRIC DELIVERY CO 6.375% NTS 15/JAN/2015	N/A	68233DAL1	692,000	777,428.09	0.04%
PFIZER INC 7.20% BDS 15/MAR/2039 USD1000	N/A	717081CY7	525,000	776,198.33	0.04%
BANK OF AMERICA CORP 5.25% 01/DEC/2015	N/A	060505BG8	737,000	772,461.49	0.04%
DEUTSCHE TELE INT FIN 5.25% 22/JUL/2013	N/A	25156PAF0	737,000	773,823.47	0.04%
ARISTOTLE HOLDING INC 3.9% BDS 15/FEB/2022 USD1000	N/A	04044TAJ5	750,000	771,813.00	0.04%
PETROBRAS INTL FIN 3.5% GTD SNR 06/FEB/2017 USD	N/A	71645WAU5	750,000	770,819.25	0.04%
JOHNSON & JOHNSON 4.95% 15/MAY/2033	N/A	478160AL8	663,000	770,732.20	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31403DDX4	697,029	766,214.04	0.04%
KFW INTERNATIONAL FINANCE INC 4.125% NTS	N/A	500769AX2	708,000	767,386.33	0.04%
PACIFIC GAS & ELECTRIC CO 6.25% BDS 01/MAR/2039	N/A	694308GQ4	600,000	767,126.40	0.04%
AOL TIME WARNER INC 7.7% BDS 01/MAY/2032 USD1000	N/A	00184AAG0	582,000	762,509.05	0.04%
GENERAL MILLS INC 3.15% BDS 15/DEC/2021 USD1000	N/A	370334BM5	750,000	762,503.25	0.04%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	750,000	755,088.75	0.04%
MURRAY STREET INVESTMENT TRUST I VAR BDS	N/A	62718QAA3	750,000	754,503.00	0.04%
EUROPEAN INVESTMENT BANK 1.125% NTS 15/APR/2015	N/A	298785FV3	750,000	755,403.75	0.04%
BNP PARIBAS 3.6% BDS 23/FEB/2016 USD1000	N/A	05567LU54	750,000	753,660.00	0.04%
TECK RESOURCES LTD 4.75% GTD 15/JAN/2022 USD1000	N/A	878742AV7	700,000	752,612.70	0.04%
JPM CHASE CAPITAL XXV 6.8% BDS 01/OCT/2037 USD1000	N/A	46631VAA9	750,000	753,750.00	0.04%
BARRICK NA FINANCE LLC 4.4% NTS 30/MAY/2021	N/A	06849RAF9	700,000	753,966.50	0.04%
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000	N/A	61747YCG8	700,000	751,334.50	0.04%
VERIZON COMMUNICATIONS INC 8.75% BDS 01/NOV/2018	N/A	92343VAQ7	550,000	751,286.25	0.04%
TECK RESOURCES LTD 3% BDS 01/MAR/2019 USD1000	N/A	878744AA9	750,000	749,060.25	0.04%
BANK AMER CORP SR NT -L 3.75% 12/JUL/2016	N/A	06051GEK1	750,000	746,775.00	0.04%
DIRECTV HLDGS/FINANCE 3.8% BDS 15/MAR/2022 USD1000	N/A	25459HBD6	750,000	746,607.00	0.04%
EURO INV BANK 1.25% BDS 14/OCT/2016 USD1000	N/A	298785FS0	750,000	746,096.25	0.04%
DEERE & CO 8.10% BDS 15/MAY/2030 USD1000	N/A	244199AZ8	500,000	741,660.50	0.04%
ENBRIDGE ENERGY PA 4.2% SNR 15/SEP/2021 USD1000	N/A	29250RAU0	700,000	740,829.60	0.04%
THOMSON REUTERS CORP 6.5% SNR NTS 15/JUL/2018	N/A	884903BB0	600,000	740,865.60	0.04%
DIAGEO FINANCE 25244SAC5 5.3% 28/OCT/2015	N/A	25244SAC5	649,000	740,346.10	0.04%
BANK OF NOVA SCOTIA 2.9% BDS 29/MAR/2016 USD1000	N/A	064149D87	700,000	737,006.90	0.04%
WYETH 5.5% NTS 15/FEB/2016 USD1000	N/A	983024AJ9	634,000	738,085.05	0.04%
ONTARIO (PROVINCE OF)	N/A	683234WQ7	667,000	734,262.95	0.04%
KOREA(REPUBLIC OF) 4.25% BDS 01/JUN/2013 USD1000	N/A	50064FAC8	708,000	730,568.92	0.04%
AMGEN INC 6.4% SRN 01/FEB/2039 USD1000	N/A	031162BA7	600,000	717,178.80	0.04%
COLOMBIA(REPUBLIC OF) 4.375% BDS 12/JUL/2021	N/A	195325BN4	650,000	718,250.00	0.04%
FNMA MORTPASS 7% 01/NOV/2037 CL PN# 955194	N/A	31413TUT7	615,535	713,371.14	0.04%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	585,000	714,125.30	0.04%
LG&E & KU ENERGY 3.75% BDS 15/NOV/2020 USD1000	N/A	50188FAD7	700,000	713,065.50	0.04%
GENERAL MILLS INC 1.55% NTS 16/MAY/2014 USD1000	N/A	370334BL7	700,000	711,550.70	0.04%
KOREA DEVEL BANK 3.25% BDS 09/MAR/2016 USD	N/A	500630BS6	700,000	710,354.40	0.04%
ORACLE CORP 5.375% BDS 15/JUL/2040 USD1000	N/A	68389XAM7	600,000	709,274.40	0.04%
PROCTER & GAMBLE CO 5.80% 15/AUG/2034	N/A	742718DB2	545,000	710,848.41	0.04%
FHLMCGLD MORTPASS 6% 01/JAN/2038 G0 PN# G03826	N/A	3128M5SP6	641,687	708,989.18	0.04%
VODAFONE GROUP PLC NEW 5% 16/DEC/2013	N/A	92857WAF7	664,000	708,086.28	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% MTG BDS	N/A	31416XJN1	680,139	707,968.89	0.04%
CREDIT SUISSE FB USA INC	N/A	22541LAE3	555,000	701,439.53	0.04%
FIFTH THIRD BANCORP 3.5% BDS 15/MAR/2022 USD1000	N/A	316773CL2	700,000	700,842.80	0.04%
GENERAL ELECTRIC CO. 5.25% SNR NTS 06/DEC/2017	N/A	369604BC6	600,000	700,210.80	0.04%
ALABAMA POWER CO 5.7% 15FEB15/FEB/2033	N/A	010392EC8	574,000	698,045.99	0.04%
DIAGEO CAPITAL GTD UNSUBORD NTS 15/JUL/2020	N/A	25243YAP4	600,000	698,849.40	0.04%
GOLDMAN SACHS GROUP INC 5.125% DUE 15/JAN/2015	N/A	38141GEA8	664,000	698,397.86	0.04%
KREDITANSTALT FUER WIEDERAUFBAU KFW 4.375% SNR NTS	N/A	500769CR3	600,000	692,108.40	0.04%
ENCANA CORP 5.8% BDS 01/MAY/2014 USD1000	N/A	292506AA0	634,000	690,226.29	0.04%
GNMA I MORTPASS 4% 15/DEC/2041 SF PN# 552649	N/A	36213E5J1	634,445	687,827.13	0.03%
FHLMCGLD MORTPASS 6% 01/FEB/2038 G0 PN# G03969	N/A	3128M5W63	622,170	687,425.23	0.03%
PROLOGIS LP 6.625% SNR NTS 15/MAY/2018 USD1000	N/A	74340XAM3	600,000	687,029.40	0.03%
KOHLS CORPORATION 4% SNR 01/NOV/2021 USD	N/A	500255AR5	650,000	685,221.55	0.03%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930998	N/A	31412PKK6	636,179	682,737.17	0.03%
LOS ANGELES CALIF WTR & PWR WTRWKS 6.574% BDS	N/A	544495VY7	500,000	682,910.00	0.03%
HOME DEPOT INC 5.4% BDS 01/MAR/2016 USD1000	N/A	437076AP7	590,000	680,963.84	0.03%
NISOURCE FINANCE CORP 5.95% BDS 15/JUN/2041	N/A	65473QAX1	600,000	680,337.00	0.03%
DOW CHEMICAL CO 4.125% BDS 15/NOV/2021 USD1000	N/A	260543CF8	650,000	677,523.60	0.03%
GENERAL ELEC CAP CORP 4.875% 04/MAR/2015	N/A	36962GP65	619,000	676,457.44	0.03%
STATE STREET CORP 4.375% NTS 07/MAR/2021 USD1000	N/A	857477AG8	600,000	674,813.40	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755958	N/A	36230QTP3	617,008	671,671.30	0.03%
MIDAMERICAN ENERGY CO 5.8% BDS 15/OCT/2036 USD1000	N/A	59562EAH8	550,000	671,275.00	0.03%
ALCOA INC 5.87% NTS 23/FEB/2022 USD1000	N/A	013817AQ4	625,000	668,439.38	0.03%
GENERAL ELECTRIC CAPITAL CORP 5.4% MTN 15/FEB/2017	N/A	36962G2G8	585,000	669,789.90	0.03%
FHLMCGLD MORTPASS 6% 01/DEC/2037 G0 PN# G03721	N/A	3128M5PE4	604,335	667,719.19	0.03%
DALLAS TEX AREA RAPID TRAN 5.999% BDS 01/DEC/2044	N/A	235241LS3	500,000	664,060.00	0.03%
HSBC HLDGS 6.5% BDS 15/SEP/2037 USD1000	N/A	404280AH2	600,000	665,731.20	0.03%
MARATHON PETROLEUM CORP 5.125% BDS 01/MAR/2021	N/A	56585AAD4	600,000	665,529.60	0.03%
VERIZON GLOBAL FUNDING CORP 4.9% 15/SEP/2015	N/A	92344GAW6	590,000	665,397.87	0.03%
SAFEWAY INC 3.4% BDS 01/DEC/2016 USD1000	N/A	786514BT5	650,000	663,520.65	0.03%
MARSH & MCLENNAN 4.8% SNR MTN 15/JUL/2021 USD	N/A	571748AR3	600,000	658,759.20	0.03%
INTEL CORP 4.8% BDS 01/OCT/2041 USD1000	N/A	458140AK6	600,000	656,259.60	0.03%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932888	N/A	31412RND5	623,601	651,358.79	0.03%
GILEAD SCIENCES INC 4.4% BDS 01/DEC/2021 USD1000	N/A	375558AU7	600,000	651,874.80	0.03%
BOSTON PROPERTIES INC 5% NTS 01/JUN/2015 USD1000	N/A	10112RAE4	590,000	646,682.48	0.03%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	619,000	646,023.06	0.03%
CENTURYLINK INC 5.8% BDS 15/MAR/2022 USD1000	N/A	156700AS5	650,000	644,412.60	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 742244	N/A	3620AWS92	590,535	642,852.21	0.03%
UNION PACIFIC CORP 5.125% UNS LN STK 15/FEB/2014	N/A	907818DC9	600,000	644,050.20	0.03%
AETNA INC NEW 6% SNR NTS 15/JUN/2016 USD1000	N/A	00817YAE8	550,000	639,324.40	0.03%
AMERICAN INTERNATIONAL GROUP INC 5.6% BDS	N/A	02687QBC1	585,000	639,309.65	0.03%
FNMA MORTPASS 7% 01/OCT/2038 CL PN# 990810	N/A	31415VVB8	546,926	633,764.44	0.03%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	600,000	634,002.60	0.03%
TOYOTA MOTOR CRED 2.8% MTN 11/JAN/2016 USD 'B'	N/A	89233P4R4	600,000	631,397.40	0.03%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	531,000	629,564.75	0.03%
VIACOM INC 3.875% BDS 15/DEC/2021 USD1000	N/A	92553PAJ1	600,000	628,970.40	0.03%
NOBLE ENERGY INC 4.15% BDS 15/DEC/2021 USD1000	N/A	655044AF2	600,000	627,741.60	0.03%
JOHNSON CONTROLS INC 3.75% BDS 01/DEC/2021 USD1000	N/A	478366BA4	600,000	624,223.80	0.03%
CHEVRON CORP 3.95% NTS 03/MAR/2014 USD1000	N/A	166751AH0	585,000	621,650.25	0.03%
HUSKY ENERGY INC 3.95% BDS 15/APR/2022 USD1000	N/A	448055AJ2	600,000	622,233.60	0.03%
CISCO SYSTEMS INC 5.90% BDS 15/FEB/2039 USD1000	N/A	17275RAD4	500,000	621,947.50	0.03%
CITIGROUP INC 8.50% BDS 22/MAY/2019 USD1000	N/A	172967EV9	500,000	621,239.50	0.03%
CONNECTICUT ST 5.85% BDS 15/MAR/2032 USD1000	N/A	20772GF45	500,000	618,930.00	0.03%
HSBC BANK USA 4.625% 01/APR/2014	N/A	40428EJQ3	590,000	618,184.89	0.03%
ACE INA HOLDINGS IN 5.87500 15/JUN/2014	N/A	00440EAG2	560,000	615,637.12	0.03%
OCCIDENTAL PETRLM 3.125% SNR 15/FEB/2022 USD1000	N/A	674599CC7	600,000	616,467.00	0.03%
AMGEN INC 3.45% BDS 01/OCT/2020 USD1000	N/A	031162BD1	600,000	613,867.20	0.03%
GOLDMAN SACHS GROUP INC 5.35% SNR NTS 15/JAN/2016	N/A	38141GEE0	577,000	613,898.57	0.03%
TARGET CORP 6% 15/JAN/2018	N/A	87612EAS5	500,000	614,452.00	0.03%
EXPORT DEV CANADA 1.5% BDS 15/MAY/2014 USD	N/A	30216BCN0	600,000	613,810.80	0.03%
BB&T CORP 2.05% BDS 28/APR/2014 USD1000	N/A	05531FAH6	600,000	612,738.00	0.03%
HEWLETT PACKARD CO 2.35% SNR 15/MAR/2015 USD2000	N/A	428236BN2	600,000	612,079.80	0.03%
FHLMCGLD MORTPASS 5% 01/AUG/2025 G3 PN# G30267	N/A	3128CUJL1	560,747	612,648.54	0.03%
CHICAGO ILL TRANSIT AUTHORITY 6.899% BDS	N/A	167725AC4	500,000	610,980.00	0.03%
BK OF MONTREAL 1.75% SNR MTN 29/APR/2014 USD	N/A	06366QGJ0	600,000	612,517.20	0.03%
JOHNSON & JOHNSON 1.2% BDS 15/MAY/2014 USD100	N/A	478160AX2	600,000	610,176.60	0.03%
SAN DIEGO GAS & ELECTRIC CO 3.95% BDS 15/NOV/2041	N/A	797440BP8	600,000	609,565.80	0.03%
UNITED TECHNOLOGIES CORP 01/MAY/2015	N/A	913017BH1	545,000	609,240.79	0.03%
AMERICAN INTERNATIONAL GROUP INC 8.25% NTS	N/A	026874BT3	500,000	605,815.00	0.03%
US BANCORP 1.375% BDS 13/SEP/2013 USD1000	N/A	91159HGY0	600,000	606,522.00	0.03%
NEW YORK NY CITY TRANSITIONAL FIN A 5.572% BDS	N/A	64971M5L2	500,000	605,640.00	0.03%
EUROPEAN INVESTMENT BANK 1.125% NTS 15/AUG/2014	N/A	298785FR2	600,000	605,776.80	0.03%
HEALTH CARE REIT 4.125% BDS 01/APR/2019 USD1000	N/A	42217KAY2	600,000	604,558.80	0.03%
INTERNATIONAL BUS MACH CORP 1.00% BDS 05/AUG/2013	N/A	459200GT2	600,000	604,186.80	0.03%
UNIVERSITY CALIF REVS LTD PROJ-SER F-BUILD AMER	N/A	91412GDZ5	500,000	602,050.00	0.03%
EXPORT-IMPORT BANK OF KOREA 4% LN STK 29/JAN/2021	N/A	302154AX7	600,000	599,312.40	0.03%
BOEING CO 4.875% BDS 15/FEB/2020 USD1000	N/A	097023AZ8	500,000	597,748.50	0.03%
VODAFONE GROUP 1.625% BDS 20/MAR/2017 USD1000	N/A	92857WAX8	600,000	597,589.80	0.03%
COMCAST CORP(NEW) 5.70% NTS 01/JUL/2019 USD1000	N/A	20030NAZ4	500,000	595,442.50	0.03%
MORGAN STANLEY 2.875% 24/JAN/2014	N/A	61747WAD1	600,000	596,118.60	0.03%
MORGAN STANLEY 4.75% SUB NTS 01/APR/2014 USD1000	N/A	61748AAE6	590,000	594,670.44	0.03%
PHILIP MORRIS INTL INC 6.375% 16/MAY/2038	N/A	718172AC3	460,000	594,948.82	0.03%
FHLMCGLD MORTPASS 4% 01/NOV/2041 G0 PN# G06818	N/A	3128M84B7	560,865	593,038.17	0.03%
FHLMCGLD MORTPASS 4.5% 01/APR/2031 C9 PN# C91366	N/A	3128P7QT3	555,143	592,734.00	0.03%
TAMPA ELECTRIC CO 5.4% SNR NT 15/MAY/2021 USD1000	N/A	875127AZ5	500,000	592,376.50	0.03%
FREEPORT-MCMOR C&G 3.55% SNR 01/MAR/2022 USD	N/A	35671DAU9	600,000	592,849.80	0.03%
TENNESSEE VALLEY AUTHORITY 4.875% BDS 15/JAN/2048	N/A	880591EB4	500,000	590,344.50	0.03%
PRUDENTIAL FINANCIAL INC 6.625% 21/JUN/2040	N/A	74432QBN4	500,000	587,319.00	0.03%
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015	N/A	828807BM8	531,000	586,795.36	0.03%
TRANSOCEAN INC 6.375% GTD SNR 15/DEC/2021 USD	N/A	893830BB4	500,000	585,496.50	0.03%
BBVA SENIOR FINANCE SA UNIPERSONAL 3.25% BDS	N/A	055299AJ0	600,000	585,077.40	0.03%
BARCLAYS BANK PLC 5.2% SNR MTN 10/JUL/2014 USD	N/A	06739FFZ9	550,000	581,839.50	0.03%
SEMPRA ENERGY 6.00% 15/OCT/2039	N/A	816851AP4	470,000	582,277.83	0.03%
WAL-MART STORES INC 4.625% BDS 15/APR/2041 USD1000	N/A	931142DB6	475,000	579,636.33	0.03%
ENBRIDGE INC 5.6% SR NT 01/APR/2017 USD1000	N/A	29250NAB1	500,000	578,439.00	0.03%
BARRICK GOLD CORP 5.25% BDS 01/APR/2042 USD1000	N/A	067901AG3	550,000	577,448.30	0.03%
PNC FUNDING CORP 5.125% NTS 08/FEB/2020 USD2000	N/A	693476BJ1	500,000	576,258.50	0.03%
BRAZIL(FEDERATIVE REPUBLIC OF) 4.875% NTS	N/A	105756BS8	500,000	574,000.00	0.03%
NBC UNIVERSAL MEDIA LLC 5.150% SNR NT 30/APR/2020	N/A	63946BAD2	500,000	575,309.00	0.03%
INTER-AMERICAN DEVELOPMENT BANK 6.80000%	N/A	458182BW1	413,000	573,890.76	0.03%
ITALIAN, REPUBLIC OF 4.375% DUE 15/JUN/2013	N/A	465410BF4	560,000	572,350.80	0.03%
DISCOVERY COMMUNICATIONS INC 5.05% BDS 01/JUN/2020	N/A	25470DAC3	500,000	571,299.00	0.03%
WASTE MANAGEMENT INC 6.375% 11/MAR/2015	N/A	94106LAT6	500,000	570,925.00	0.03%
ABBOTT LABORATORIES 5.875% NTS 15/MAY/2016 USD1000	N/A	002824AT7	481,000	568,213.00	0.03%
AMERICA MOVIL SAB DE CV 5% NTS 30/MAR/2020 USD1000	N/A	02364WAV7	500,000	564,853.00	0.03%
GNMA I MORTPASS 4% 15/OCT/2041 SF PN# 773527	N/A	36176RD82	520,678	564,487.78	0.03%
MASSACHUSETTS STATE 4.2% BDS 01/DEC/2021 USD1000	N/A	57582PWK2	500,000	563,765.00	0.03%
SUNTRUST BANKS INC 3.5% BDS 20/JAN/2017 USD1000	N/A	867914BE2	550,000	564,156.45	0.03%
FLORIDA POWER & LIGHT CO 5.65% MTG BDS 01/FEB/2037	N/A	341081EV5	450,000	561,095.55	0.03%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	500,000	561,706.00	0.03%
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS	N/A	66989GAA8	470,000	559,428.78	0.03%
PENNSYLVANIA STATE 5.85% BDS 15/JUL/2030 USD5000	N/A	70914PPQ9	500,000	559,510.00	0.03%
FRANCE TELECOM 8.5% BDS 01/MAR/2031 USD1000	N/A	35177PAL1	407,000	556,167.94	0.03%
VERIZON COMMUNICATIONS INC 6.35% BDS 01/APR/2019	N/A	92343VAV6	450,000	557,229.60	0.03%
AON CORP 5% BDS 30/SEP/2020 USD1000	N/A	037389AW3	500,000	555,553.50	0.03%
NEW YORK ST URBAN DEVELOPMENT CORP 5.838% BDS	N/A	650035VB1	450,000	553,999.50	0.03%
EUROPEAN INVESTMENT BANK 4% BDS 16/FEB/2021	N/A	298785FM3	500,000	554,776.50	0.03%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	500,000	554,737.00	0.03%
CATERPILLAR INC 3.9% NTS 27/MAY/2021 USD1000	N/A	149123BV2	500,000	554,539.50	0.03%
EMBARQ CORPORATION 7.995% BDS 01/JUN/2036 USD1000	N/A	29078EAA3	550,000	552,051.50	0.03%
CITIGROUP INC 5.85% 11/DEC/2034	N/A	172967CT6	525,000	551,439.00	0.03%
HSBC HOLDINGS PLC 5.1% SNR 05/APR/2021 USD1000	N/A	404280AK5	500,000	550,571.00	0.03%
QUEST DIAGNOSTICS INC 4.7% NTS 01/APR/2021 USD1000	N/A	74834LAS9	500,000	551,821.00	0.03%
FHLMC MORTPASS ARM 01/JAN/2042 2B PN# 2B0108	N/A	3128LLDM5	527,071	550,183.59	0.03%
BELLSOUTH CORP 5.20% 15/SEP/2014	N/A	079860AG7	501,000	548,701.21	0.03%
WELLS FARGO & CO 4.6% BDS 01/APR/2021 USD1000	N/A	94974BEV8	500,000	549,208.50	0.03%
NORDSTROM INC 4% BDS 15/OCT/2021 USD1000	N/A	655664AP5	500,000	549,012.50	0.03%
L-3 COMMUNICATIONS CORP 5.2% SNR NTS 15/OCT/2019	N/A	502413AY3	500,000	549,290.50	0.03%
JPMORGAN CHASE & CO 5.15% 01/OCT/2015	N/A	46625HDF4	501,000	548,646.60	0.03%
WALT DISNEY COMPANY 3.75% MTN 01/JUN/2021 USD1000	N/A	25468PCL8	500,000	548,553.50	0.03%
CNA FINANCIAL CORP 5.75% BDS 15/AUG/2021 USD1000	N/A	126117AR1	500,000	547,161.50	0.03%
ENSCO PLC 4.7% BDS 15/MAR/2021 USD1000	N/A	29358QAA7	500,000	545,578.00	0.03%
3M CO 5.7% NTS 15/MAR/2037 USD2000	N/A	88579EAC9	415,000	545,996.83	0.03%
WAL-MART STORES INC 3.625% BDS 08/JUL/2020 USD1000	N/A	931142CU5	500,000	545,819.00	0.03%
NABORS INDUSTRIES INC 5% SR NT 15/SEP/2020 USD1000	N/A	629568AV8	500,000	543,944.50	0.03%
RIO TINTO FINANCE 4.125% BDS 20/MAY/2021 USD1000	N/A	767201AN6	500,000	542,416.50	0.03%
LLOYDS TSB BANK PLC 6.375% BDS 21/JAN/2021 USD1000	N/A	539473AH1	500,000	540,526.50	0.03%
LOS ANGELES CALIFORNIA UNI SCH DIST 6.758% BDS	N/A	544646ZR6	420,000	541,371.60	0.03%
NOBLE HLDGS INTL 4.625% BDS 01/MAR/2021 USD1000	N/A	65504LAF4	500,000	540,603.00	0.03%
CALIFORNIA STATE 5.25% BDS 01/APR/2014 USD5000	N/A	13063A5B6	500,000	539,130.00	0.03%
JPMORGAN CHASE & CO 5.4% BDS 06/JAN/2042 USD1000	N/A	48126BAA1	500,000	539,750.00	0.03%
INTERNATIONAL PAPER CO 6% BDS 15/NOV/2041 USD1000	N/A	460146CH4	500,000	539,932.00	0.03%
HSBC HLDGS 4.875% BDS 14/JAN/2022 USD1000	N/A	404280AL3	500,000	539,202.50	0.03%
MICROSOFT CORP 3.00% 01/OCT/2020	N/A	594918AH7	500,000	538,325.50	0.03%
APACHE CORP 3.625% BDS 01/FEB/2021 USD1000	N/A	037411AX3	500,000	536,802.50	0.03%
CINGULAR WIRELESS LLC 7.125% NTS 15/DEC/2031	N/A	17248RAJ5	413,000	536,684.41	0.03%
CSX CORP 126408GD9 5.5% 01/AUG/2013	N/A	126408GD9	507,000	536,232.10	0.03%
WELLS FARGO & COMPANY VAR 15/JUN/2016	N/A	949746QU8	500,000	536,421.50	0.03%
EXPORT-IMPORT BANK OF KOREA 5% BDS 11/APR/2022	N/A	302154BC2	500,000	537,052.50	0.03%
APACHE FINANCE CANADA 4.375% BDS 15/MAY/2015	N/A	03746AAC4	487,000	534,482.01	0.03%
BANK OF NEW YORK MELLON CORP 4.3% NTS 15/MAY/2014	N/A	06406HBL2	500,000	535,098.00	0.03%
BURLINGTON NORTHERN SANTA FE CORP 5.05% DEB	N/A	12189LAC5	500,000	535,780.50	0.03%
WEATHERFORD INTL LTD 5.125% 15/SEP/2020	N/A	94707VAA8	500,000	535,781.50	0.03%
BOSTON PROPERTIES INC 5.625% BDS 15/NOV/2020 USD	N/A	10112RAR5	465,000	535,308.00	0.03%
APACHE CORP 4.75% BDS 15/APR/2043 USD1000	N/A	037411BA2	500,000	532,766.00	0.03%
SOUTHERN CAL EDISON	N/A	842400EZ2	436,000	533,575.93	0.03%
JPMORGAN CHASE & CO NT 4.625% 10/MAY/2021	N/A	46625HHZ6	500,000	532,623.50	0.03%
ENERGY TRANSFER PA 5.2% SNR 01/FEB/2022 USD	N/A	29273RAQ2	500,000	532,947.50	0.03%
AFRICAN DEVELOPMENT BANK 2.5% NTS 15/MAR/2016	N/A	B3Q1MD4	500,000	531,925.00	0.03%
EDISON INTERNATIONAL 3.75% BDS 15/SEP/2017 USD1000	N/A	281020AF4	500,000	530,911.50	0.03%
WAL-MART STORES INC 3.25% BDS 25/OCT/2020 USD1000	N/A	931142CZ4	500,000	532,226.50	0.03%
UNITED PARCEL SERVICE INC 3.125% BDS 15/JAN/2021	N/A	911312AM8	500,000	531,737.00	0.03%
EUROPEAN BANK FOR REC & DEV 2.5% NTS 15/MAR/2016	N/A	29874QBW3	500,000	530,508.00	0.03%
BB&T CORP 3.2% BDS 15/MAR/2016 USD1000	N/A	05531FAG8	500,000	530,391.50	0.03%
AMERICAN TOWER CORP 5.05% BDS 01/SEP/2020 USD1000	N/A	029912BC5	500,000	529,037.50	0.03%
KREDITANSTALT FUER WIEDERAUFBAU KFW 2.625% NTS	N/A	500769EG5	500,000	528,769.00	0.03%
HCP INC 6% BDS 30/JAN/2017 USD1000	N/A	421915EJ4	472,000	529,004.86	0.03%
DIRECTV HLDGS/FINANCE 3.55% SR NT 15/MAR/2015	N/A	25459HAN5	500,000	528,967.00	0.03%
AUTOZONE INC 4% NTS 15/NOV/2020 USD2000	N/A	053332AL6	500,000	530,234.50	0.03%
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%	N/A	233835AW7	487,000	527,716.12	0.03%
DIRECTV HLDGS/FINANCE 3.5% BDS 01/MAR/2016 USD1000	N/A	25459HAY1	500,000	527,854.50	0.03%
SANOFI 2.625% BDS 29/MAR/2016 USD1000	N/A	80105NAD7	500,000	526,984.50	0.03%
BANK OF AMERICA CORP 5.7% BDS 24/JAN/2022 USD1000	N/A	06051GEM7	500,000	524,885.00	0.03%
JAPAN FIN CORP GTD BD 2.5% 21/JAN/2016	N/A	471065AF9	500,000	525,816.50	0.03%
HALLIBURTON CO 6.7% BDS 15/SEP/2038 USD1000	N/A	406216AW1	400,000	525,382.40	0.03%
NORTHROP GRUMMAN CORP 3.5% NTS 15/MAR/2021 USD1000	N/A	666807BE1	500,000	523,096.00	0.03%
ROYAL BANK OF CANADA 2.875% BDS 19/APR/2016	N/A	78008K5V1	500,000	524,156.00	0.03%
STH AFRICA(REP OF) 4.665% BDS 17/JAN/2024 USD1000	N/A	836205AQ7	500,000	523,750.00	0.03%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	500,000	522,097.00	0.03%
KONINKLIJKE PHILIPS ELECTRONICS NV 5% BDS	N/A	500472AE5	500,000	520,703.50	0.03%
MEXICO(UNITED MEXICAN STATES) 3.625% BDS	N/A	91086QBA5	500,000	522,000.00	0.03%
AMERICAN EXPRESS CREDIT CORP 2.75% NTS 15/SEP/2015	N/A	0258M0DA4	500,000	518,801.00	0.03%
PNC FUNDING CORP 2.7% SNR NT 19/SEP/2016 USD1000	N/A	693476BM4	500,000	520,389.00	0.03%
RIO TINTO FINANCE USA LTD 2.5% BDS 20/MAY/2016	N/A	767201AM8	500,000	519,580.00	0.03%
ONTARIO(PROV OF) 2.3% MTN 10/MAY/2016 USD1000	N/A	68323AAQ7	500,000	520,280.00	0.03%
ONEOK INC NEW SR NT 4.25% 01/FEB/2022	N/A	682680AQ6	500,000	519,600.50	0.03%
CITIGROUP INC 5.5% NTS 11/APR/2013 USD1000	N/A	172967EQ0	500,000	517,351.00	0.03%
TOYOTA MOTOR CREDIT CORP 3.3% BDS 12/JAN/2022	N/A	89233P5T9	500,000	518,278.50	0.03%
KFW BANKENGRUPPE 2% NTS 01/JUN/2016 USD1000	N/A	500769EM2	500,000	517,124.00	0.03%
TOTAL CAPITAL SA 2.3% NTS 15/MAR/2016 USD1000	N/A	89152UAE2	500,000	518,005.50	0.03%
FNMA MORTPASS 6% 01/SEP/2022 CI PN# 928711	N/A	31412LYG9	471,458	516,635.65	0.03%
CLOROX CO 3.8% BDS 15/NOV/2021 USD1000	N/A	189054AS8	500,000	516,370.00	0.03%
SIMON PROPERTY GROUP INC 2.8% NTS 30/JAN/2017	N/A	828807CH8	500,000	515,900.00	0.03%
MACY'S INC 3.875% GTD SNR 15/JAN/2022 USD	N/A	55616XAF4	500,000	514,767.50	0.03%
RABOBANK NEDERLAND 3.375% BDS 19/JAN/2017 USD1000	N/A	21686CAD2	500,000	515,920.00	0.03%
BAKER HUGHES INC 3.2% BDS 15/AUG/2021 USD1000 144A	N/A	057224BA4	500,000	514,049.00	0.03%
BERKSHIRE HATHAWAY 3.4% BDS 31/JAN/2022 USD1000	N/A	084670BF4	500,000	513,998.50	0.03%
BANK OF NOVA SCOTIA 2.05% NTS 07/OCT/2015 USD1000	N/A	064149C47	500,000	513,243.00	0.03%
BAXTER INTERNATIONAL INC 1.85% BDS 15/JAN/2017	N/A	071813BD0	500,000	511,089.50	0.03%
CSX CORP 7.375% SRN 01/FEB/2019 USD1000	N/A	126408GQ0	400,000	509,334.80	0.03%
ERP OPERATING LP 5.25% 15/SEP/2014	N/A	26884AAS2	472,000	509,987.98	0.03%
SLM CORP 6% MTN 25/JAN/2017 USD1000	N/A	78442FEM6	500,000	508,750.00	0.03%
TOTAL CAPITAL CANA 1.625% GTD NTS 28/JAN/2014 USD	N/A	89153UAB7	500,000	508,906.50	0.03%
FHLMCGLD MORTPASS 6.5% 01/OCT/2035 G0 PN# G08088	N/A	3128MJC24	449,976	510,107.75	0.03%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	410,000	508,201.15	0.03%
SVENSK EXPORTKREDIT AKTIEBOLAGET 1.75% NTS	N/A	00254EKM3	500,000	507,185.00	0.03%
VENTAS REALTY PRTNRSHP/VENTAS CAP 4% BDS	N/A	92276MAY1	500,000	508,433.00	0.03%
NOBLE HLDGS INTL 3.95% BDS 15/MAR/2022 USD100	N/A	65504LAJ6	500,000	507,933.50	0.03%
JOHNSON CONTROLS 1.75% BDS 01/MAR/2014 USD1000	N/A	478366AV9	500,000	508,398.50	0.03%
DEUTSCHE TELEKOM AG VAR BDS 15/JUN/2030 USD1000	N/A	25156PAC7	369,000	507,568.73	0.03%
CATERPILLAR INC 1.375% NTS 27/MAY/2014 USD2000	N/A	149123BU4	500,000	507,201.50	0.03%
BARRICK GOLD CORP 1.75% NTS 30/MAY/2014 USD1000	N/A	067901AE8	500,000	507,040.00	0.03%
GEORGIA POWER CO 4.3% BDS 15/MAR/2042 USD1000	N/A	373334JW2	500,000	505,959.00	0.03%
HEWLETT-PACKARD CO 3.75% BDS 01/DEC/2020 USD1000	N/A	428236BF9	500,000	504,929.50	0.03%
GOLDMAN SACHS GROUP INC 5.25% BDS 27/JUL/2021	N/A	38141GGQ1	500,000	505,978.50	0.03%
PACIFIC GAS & ELECTRIC 4.80% DUE 01/MAR/2014	N/A	694308GD3	472,000	506,076.98	0.03%
WELLS FARGO & COMPANY 5.375% 07/FEB/2035	N/A	949746JM4	457,000	505,994.97	0.03%
BANK OF NEW YORK MELLON CORP 1.2% BDS 20/FEB/2015	N/A	06406HCC1	500,000	502,965.00	0.03%
CATERPILLAR FINANCIAL SERVICES CORP 1.125% MTN	N/A	14912L4Y4	500,000	504,692.50	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 759075	N/A	36230UCL1	462,050	503,977.17	0.03%
INTERNATIONAL BANK FOR REC & DEV 1% NTS	N/A	459058BS1	500,000	503,254.00	0.03%
AT&T INC 1.6% BDS 15/FEB/2017 USD100	N/A	00206RBC5	500,000	501,581.50	0.03%
BHP BILLITON FINANCE USA LTD 2.875% BDS	N/A	055451AQ1	500,000	502,544.00	0.03%
DEVON ENERGY CORP 7.95% DEB 15/APR/2032 USD1000	N/A	251799AA0	350,000	501,475.45	0.03%
CITIGROUP INC NT 2.65% 02/MAR/2015	N/A	172967FY2	500,000	498,933.50	0.03%
TYCO ELECTRONICS G 3.5% GTD SNR 03/FEB/2022 USD	N/A	902133AM9	500,000	500,186.00	0.03%
UNITED TECHNOLOGIES CORP 6.125% BDS 15/JUL/2038	N/A	913017BP3	400,000	499,470.00	0.03%
TOTAL CAPITAL SA 2.875% BDS 17/FEB/2022 USD1000	N/A	89153VAB5	500,000	499,563.50	0.03%
GENERAL ELECTRIC CAPITAL CORP 2.3% BDS 27/APR/2017	N/A	36962G5W0	500,000	500,678.50	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755959	N/A	36230QTQ1	457,507	499,022.28	0.03%
SOUTHWESTERN ENERGY CO 4.1% BDS 15/MAR/2022	N/A	845467AF6	500,000	498,966.50	0.03%
BANK AMER CORP SR NT -L 3.875% 22/MAR/2017	N/A	06051GEQ8	500,000	498,749.50	0.03%
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000	N/A	17275RAC6	425,000	495,470.95	0.03%
RABOBANK NEDERLAND 3.875% BDS 08/FEB/2022 USD1000	N/A	21685WDD6	500,000	493,970.00	0.03%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	500,000	494,630.00	0.03%
COCA-COLA CO 1.8% BDS 01/SEP/2016 USD1000	N/A	191216AU4	480,000	492,906.72	0.02%
VALERO ENERGY CORP(NEW) 6.625% BDS 15/JUN/2037	N/A	91913YAL4	455,000	492,303.18	0.02%
METLIFE INC BDS 6.4% 15/DEC/2066 USD1000	N/A	59156RAP3	500,000	489,107.00	0.02%
JEFFERIES GROUP INC 5.125% BDS 13/APR/2018 USD1000	N/A	472319AK8	500,000	488,125.00	0.02%
PEPSIAMERICAS INC 4.875% DUE 15/JAN/2015	N/A	71343PAA9	442,000	489,031.45	0.02%
REPUBLIC OF ITALY 5.375% 15JUN15/JUN/2033	N/A	465410BG2	541,000	486,060.37	0.02%
NORFOLK SOUTHERN CORP 5.9% BDS 15/JUN/2019 USD1000	N/A	655844BC1	400,000	485,388.80	0.02%
NEWMONT MINING CORP 4.875% BDS 15/MAR/2042 USD1000	N/A	651639AP1	500,000	485,866.00	0.02%
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS	N/A	22303QAG5	400,000	481,282.40	0.02%
ASTRAZENECA 5.9% BDS 15/SEP/2017 USD1000	N/A	046353AB4	400,000	481,008.00	0.02%
BAXTER INTERNATIONAL INC 5.375% NTS 01/JUN/2018	N/A	071813AY5	400,000	477,877.20	0.02%
TYCO ELECTRONICS GROUP S A 6.55% BDS 01/OCT/2017	N/A	902133AF4	400,000	477,902.40	0.02%
COMCAST CORP 5.9% BDS 15/MAR/2016 USD1000	N/A	20030NAL5	413,000	479,135.34	0.02%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	400,000	478,576.40	0.02%
COCA-COLA CO 3.15% NTS 15/NOV/2020 USD1000	N/A	191216AR1	450,000	478,941.75	0.02%
BANK OF NEW YORK MELLON CORP 5.125% BDS	N/A	06406HBK4	450,000	475,729.20	0.02%
UNITED AIRLINES INC 9.75% 15/JAN/2017	N/A	909317BE8	417,443	476,928.70	0.02%
GNMA I MORTPASS 4% 15/OCT/2041 SF PN# 727565	N/A	3620AEJJ0	439,758	476,759.39	0.02%
SIMON PROPERTY GROUP INC 6.1% NTS 01/MAY/2016	N/A	828807BT3	413,000	474,116.15	0.02%
EUROPEAN INVESTMENT BANK 3.125% MTN 04/JUN/2014	N/A	298785EY8	450,000	471,501.45	0.02%
LINCOLN NATIONAL CORP 6.15% BDS 07/APR/2036	N/A	534187AR0	440,000	471,119.88	0.02%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	500,000	469,917.50	0.02%
NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV	N/A	645913AY0	650,000	467,545.00	0.02%
PRAXAIR INC 3% BDS 01/SEP/2021 USD100	N/A	74005PAZ7	450,000	468,036.45	0.02%
CLEVELAND ELECTRIC ILLUMINATING CO 5.5% MTG BDS	N/A	186108CJ3	400,000	466,439.20	0.02%
NORSK HYDRO ASA 6.8% BDS 15/JAN/2028 USD1000	N/A	656531AG5	350,000	465,901.45	0.02%
PSEG POWER 5.50% 01/DEC/2015	N/A	69362BAN2	413,000	466,049.85	0.02%
RIO TINTO LIMITED 3.5% BDS 02/NOV/2020 USD1000	N/A	767201AK2	450,000	466,937.10	0.02%
DISCOVER BANK 7% BDS 15/APR/2020 USD1000	N/A	25466AAB7	400,000	465,186.00	0.02%
GNMA II MORTPASS 4.5% 20/MAR/2041 SF PN# 004978	N/A	36202FQ74	422,976	464,649.37	0.02%
DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014	N/A	25468PCA2	413,000	462,241.99	0.02%
FNMA MORTPASS ARM 01/FEB/2042 LB PN# AK0714	N/A	3138E4YL9	445,428	462,788.92	0.02%
CITIGROUP INC 3.953% BDS 15/JUN/2016 USD100	N/A	172967FS5	450,000	459,627.75	0.02%
PLAINS ALL AMER PI 5.15% BDS 01/JUN/2042 USD 1000	N/A	72650RBA9	450,000	458,235.45	0.02%
AT&T INC 5.55% BDS 15/AUG/2041 USD1000	N/A	00206RBA9	400,000	456,608.00	0.02%
AMERADA HESS CORP 7.3% NOTES 15/AUG/2031 USD1000	N/A	023551AJ3	354,000	455,574.99	0.02%
AMERICAN INTERNATIONAL GROUP INC 8.175% SUBORD DEB	N/A	026874BS5	425,000	454,218.75	0.02%
CREDIT SUISSE WARBURG PINCUS TRUST 5.85% BDS	N/A	225434CJ6	400,000	452,890.80	0.02%
EXELON CORP 4.90% 15/JUN/2015	N/A	30161NAD3	413,000	451,916.58	0.02%
PRINCIPAL FINANCIAL GROUP 8.875% BDS 15/MAY/2019	N/A	74251VAD4	350,000	453,324.55	0.02%
DU PONT(E.I.)DE NEMOURS & CO 5.25% NTS 15/DEC/2016	N/A	263534BQ1	385,000	452,148.24	0.02%
CITIGROUP INC 5.85% BDS 02/AUG/2016 USD100000	N/A	172967DQ1	413,000	446,885.00	0.02%
JP MORGAN CHASE & 5.6% BDS 15/JUL/2041 USD1000	N/A	46625HJB7	400,000	445,281.60	0.02%
APPLIED MATERIALS INC 4.3% NTS 15/JUN/2021 USD1000	N/A	038222AF2	400,000	442,374.00	0.02%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% BDS	N/A	31403DGZ6	402,679	442,648.56	0.02%
EOG RESOURCES INC 4.1% BDS 01/FEB/2021 USD1000	N/A	26875PAG6	400,000	440,234.00	0.02%
MORGAN STANLEY 3.45% MTN 02/NOV/2015 USD1000	N/A	61747YCT0	450,000	440,158.05	0.02%
HSBC HLDGS 6.5% BDS 02/MAY/2036 USD100000	N/A	404280AG4	400,000	441,064.40	0.02%
MICROSOFT CORP 2.95% NTS 01/JUN/2014 USD1000	N/A	594918AB0	420,000	440,509.44	0.02%
AMERICAN INTERNATIONAL GROUP INC 5.85% MTN	N/A	02687QDG0	400,000	439,919.60	0.02%
COMCAST CORP 6.4% BDS 01/MAR/2040 USD2000	N/A	20030NBB6	350,000	437,422.30	0.02%
LOCKHEED MARTIN CORP 6.15% BDS 01/SEP/2036 USD1000	N/A	539830AR0	354,000	436,250.84	0.02%
QUEBEC 3.5% GBL NTS 29/JUL/2020 USD1000 QJ	N/A	748148RU9	400,000	436,565.20	0.02%
COX COMMUNICATIONS INC 5.5% 01/OCT/2015	N/A	224044BH9	383,000	434,327.36	0.02%
CONOCOPHILLIPS 5.625% NTS 15/OCT/2016 USD1000	N/A	20825TAA5	365,000	432,499.09	0.02%
FNMA MORTPASS 4.5% 01/OCT/2024 CI PN# AD0244	N/A	31418MHW5	402,753	432,741.57	0.02%
MCDONALD'S CORP 5.35% BDS 01/MAR/2018 USD1000	N/A	58013MEE0	360,000	432,802.80	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURIES TRUST	N/A	46629YAF6	420,000	433,973.82	0.02%
AT&T INC 5.35% BDS 01/SEP/2040 USD1000	N/A	04650NAB0	395,000	431,733.82	0.02%
FNMA MORTPASS 5.5% 01/AUG/2020 CI PN# 826869	N/A	31407CT23	391,288	431,374.11	0.02%
BOSTON SCIENTIFIC 4.5% SNR 15/JAN/2015 USD	N/A	101137AJ6	400,000	429,996.80	0.02%
THERMO FISHER SCIE 3.2% SNR 01/MAR/2016 USD1000	N/A	883556AY8	400,000	428,889.60	0.02%
BP CAPITAL MARKETS 3.2% BDS 11/MAR/2016 USD1000	N/A	05565QBQ0	400,000	426,136.00	0.02%
WPP FINANCE 2010 4.75% 21/NOV/2021 USD'144A'	N/A	92936MAA5	400,000	425,735.60	0.02%
UNILEVER CAPITAL CORP 2.75% NTS 10/FEB/2016	N/A	904764AL1	400,000	424,895.60	0.02%
DOW CHEMICAL CO 4.25% BDS 15/NOV/2020 USD1000	N/A	260543CC5	400,000	424,539.60	0.02%
CANADIAN NATURAL RESOURCES 6.25% NTS 15/MAR/2038	N/A	136385AL5	340,000	424,382.56	0.02%
BOEING CAPITAL CORP 2.9% BDS 15/AUG/2018 USD1000	N/A	097014AM6	400,000	425,192.40	0.02%
CRH AMERICA INC 6% NTS 30/SEP/2016 USD1000	N/A	12626PAG8	385,000	422,982.56	0.02%
HEALTH CARE REIT INC 5.25% BDS 15/JAN/2022 USD1000	N/A	42217KAW6	400,000	423,504.80	0.02%
BUNGE LTD FIN CORP 4.1% GTD SNR 15/MAR/2016 USD	N/A	120568AU4	400,000	421,006.80	0.02%
GNMA I MORTPASS 6% 15/MAR/2034 SF PN# 564799	N/A	36213UNQ9	371,350	422,171.06	0.02%
VODAFONE GROUP 2.875% NTS 16/MAR/2016 USD1000	N/A	92857WAW0	400,000	421,354.00	0.02%
PEPSICO INC 2.50% NTS 10/MAY/2016 USD1000	N/A	713448BT4	400,000	421,296.40	0.02%
CREDIT SUISSE NEW YORK 4.375% BDS 05/AUG/2020	N/A	22546QAF4	400,000	420,928.40	0.02%
AMERICA MOVIL SAB DE CV 6.125% BDS 30/MAR/2040	N/A	02364WAW5	350,000	420,332.85	0.02%
GOODRICH (BF) CO 6.29% 01/JUL/2016	N/A	382388AS5	354,000	419,610.71	0.02%
CELGENE CORP 3.95% 15/OCT/2020	N/A	151020AE4	400,000	418,580.00	0.02%
AMGEN INC 5.15% SNR 15/NOV/2041 USD1000	N/A	031162BK5	400,000	416,858.80	0.02%
ARCHER DANIELS MIDLAND 5.935% 01/OCT/2032	N/A	039483AT9	345,000	417,989.58	0.02%
ITALY(REPUBLIC OF) 4.75% BDS 25/JAN/2016 USD100000	N/A	465410BQ0	413,000	415,424.31	0.02%
UNITED STATES TREAS BDS 05.000% 15/MAY/2037	N/A	912810PU6	305,000	416,325.00	0.02%
ENTERGY CORP 5.125% BDS 15/SEP/2020 USD1000	N/A	29364GAF0	400,000	412,602.80	0.02%
VIACOM INC 6.875% DEB 30/APR/2036 USD1000	N/A	925524AX8	324,000	414,305.28	0.02%
KFW 2.75% 08/SEP/2020	N/A	500769DZ4	400,000	414,086.40	0.02%
NOMURA HLDGS INC 4.125% NTS 19/JAN/2016 USD1000	N/A	65535HAC3	400,000	410,562.40	0.02%
MEXICO(UNITED MEXICAN STATES) 4.75% BDS	N/A	91086QBB3	400,000	411,200.00	0.02%
CHUBB CORP VAR 29/MAR/2067	N/A	171232AP6	400,000	409,500.00	0.02%
CITIGROUP INC 4.5% BDS 14/JAN/2022 USD1000	N/A	172967FT3	400,000	407,030.40	0.02%
BEAR STEARNS CO INC 5.70% DUE 15/NOV/2014	N/A	07385TAJ5	369,000	406,295.20	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MJDW7	371,010	405,111.03	0.02%
TEVA PHARMACEUTICAL FINANCE III BV 1.7% BDS	N/A	88166DAA4	400,000	405,870.00	0.02%
NEWS AMERICA INC 5.3% NTS 15/DEC/2014 USD1000	N/A	652482BG4	367,000	405,521.79	0.02%
DOW CHEMICAL CO 9.4% BDS 15/MAY/2039 USD1000	N/A	260543BY8	260,000	406,504.80	0.02%
EUROPEAN INVESTMENT BANK 5.125% NTS 13/SEP/2016	N/A	298785DY9	350,000	405,493.55	0.02%
ENERGY TRANSFER PARTNERS 6.7% 01/JUL/2018	N/A	29273RAH2	350,000	405,244.70	0.02%
KREDITANSTALT FUER WIEDERAUFBAU KFW 5.125% GTD NTS	N/A	500769BP8	350,000	404,287.10	0.02%
LOS ANGELES CALIF CMNTY COLLEG 6.75% BDS	N/A	54438CPA4	300,000	403,347.00	0.02%
PHILLIPS 66 5.875% BDS 01/MAY/2042 USD1000 144A	N/A	718546AF1	382,000	403,487.12	0.02%
TRAVELERS COMPANIES INC 5.75% BDS 15/DEC/2017	N/A	89417EAC3	335,000	403,176.19	0.02%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 838565	N/A	31407RTW4	365,134	402,540.90	0.02%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	250,000	400,543.75	0.02%
TARGET CORP 87612EAK2 6.35 01/NOV/2032	N/A	87612EAK2	313,000	399,873.46	0.02%
ANHEUSER-BUSCH COS INC 5.75% BDS 01/APR/2036	N/A	035229DA8	324,000	399,354.95	0.02%
FNMA MORTPASS 5.5% 01/MAR/2021 CI PN# 811558	N/A	31406JTP8	360,994	396,848.46	0.02%
UNITED PARCEL SERVICE INC NT 6.2%15/JAN/2038	N/A	911312AJ5	295,000	398,072.41	0.02%
QUEBEC PROVINCE 4.6% 26/MAY/2015	N/A	748148RQ8	354,000	395,050.19	0.02%
CHUBB CORP 6% SNR NTS 11/MAY/2037 USD1000	N/A	171232AQ4	315,000	393,269.94	0.02%
PNC FUNDING CORP 5.25% 15/NOV/2015	N/A	693476AT0	354,000	393,210.46	0.02%
MERCK & CO INC 4.75 01/MAR/2015	N/A	589331AK3	354,000	393,775.09	0.02%
FNMA MORTPASS 7% 01/OCT/2038 CL PN# 257409	N/A	31371N3S2	339,044	392,876.06	0.02%
LUBRIZOL CORP 5.5% SR NT 01/OCT/2014 USD1000	N/A	549271AE4	354,000	394,715.66	0.02%
AT&T INC 4.45% NTS 15/MAY/2021 USD1000	N/A	00206RAX0	350,000	392,690.20	0.02%
OESTERREICHISCHE KONTROLLBANK AG 4.875% GTD BDS	N/A	676167AS8	350,000	391,779.50	0.02%
COX COMMUNICATIONS INC 5.45% BDS 15/DEC/2014	N/A	224044BM8	354,000	392,520.51	0.02%
CLIFFS NATURAL RESOURCES INC 5.9% BDS 15/MAR/2020	N/A	18683KAA9	350,000	391,105.05	0.02%
YUM BRANDS INC 6.875% SNR NTS 15/NOV/2037 USD1000	N/A	988498AD3	300,000	390,572.40	0.02%
NATIONAL CITY CORP 4.90% 15/JAN/2015	N/A	635405AQ6	354,000	388,411.28	0.02%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	350,000	388,505.60	0.02%
UBS AG(STAMFORD) 5.875% BDS 20/DEC/2017 USD1000 TR	N/A	90261XEM0	350,000	387,962.05	0.02%
ALCAN INC 4.59% NTS 15/MAY/2013 USD1000	N/A	013716AS4	372,000	386,402.35	0.02%
DUKE CAPITAL CORP 6.75% BDS 15/FEB/2032 USD1000	N/A	26439RAK2	327,000	386,924.06	0.02%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 847920	N/A	31408DAV6	349,305	385,090.96	0.02%
METLIFE INC 4.75% BDS 08/FEB/2021 USD1000	N/A	59156RAX6	350,000	385,952.00	0.02%
GENERAL ELECTRIC CAPITAL CORP 5.3% BDS 11/FEB/2021	N/A	369622SM8	350,000	385,402.85	0.02%
ASSOCIATE CORP 6.95% DEBS 01/NOV/2018 USD1000	N/A	046003JU4	339,000	383,674.10	0.02%
VERIZON GLOBAL FDG CORP 4.375 01/JUN/2013	N/A	92344GAV8	369,000	383,810.18	0.02%
ENCANA CORP 6.50% 15/AUG/2034	N/A	292505AD6	350,000	383,217.45	0.02%
FLORIDA POWER CORP 341099CB3 5.9% 01/MAR/2033	N/A	341099CB3	318,000	383,133.08	0.02%
BEAR STEARNS 4.65 02/JUL/2018	N/A	073902CD8	354,000	381,651.65	0.02%
EUROPEAN INVESTMENT BANK 5.125% BDS 30/MAY/2017	N/A	298785EG7	325,000	379,665.98	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2036 A4 PN# A42305	N/A	3128K2R27	347,719	379,679.08	0.02%
UFJ FINANCE ARUBA AEC 6.75% 15/JUL/2013	N/A	902671AA4	354,000	376,836.19	0.02%
ANADARKO FINANCE CORP 7.5% BDS 01/MAY/2031 USD1000	N/A	032479AD9	298,000	375,108.39	0.02%
FNMA MORTPASS 5.5% 01/APR/2033 CL PN# 555346	N/A	31385W5F2	337,695	373,218.75	0.02%
COMCAST CORP(NEW) 6.95% SNR NTS 15/AUG/2037	N/A	20030NAV3	295,000	375,055.04	0.02%
CANADIAN PACIFIC RAILWAYS 4.5% BDS 15/JAN/2022	N/A	13645RAP9	350,000	373,645.65	0.02%
BRITISH TELECOMMUNICATIONS VAR NOTES 15/DEC/2030	N/A	111021AE1	250,000	372,686.25	0.02%
BANC ONE CORP 8% SUB NTS 29/APR/2027 USD1000	N/A	059438AK7	290,000	366,284.50	0.02%
FHLMCGLD MORTPASS 4% 01/DEC/2041 G0 PN# G06842	N/A	3128M85B6	346,733	366,622.80	0.02%
JPMORGAN CHASE & CO 4.25% BDS 15/OCT/2020 USD1000	N/A	46625HHU7	350,000	366,572.85	0.02%
HOME DEPOT INC 5.875% SNR 16/DEC/2036 USD1000	N/A	437076AS1	300,000	367,192.20	0.02%
COMCAST CORP 7.05% 15/MAR/2033	N/A	20030NAC5	295,000	365,314.14	0.02%
WELLPOINT INC 5.25% NTS 15/JAN/2016 USD1000	N/A	94973VAK3	324,000	364,932.54	0.02%
QUEST DIAGNOSTICS INC 5.45% BDS 01/NOV/2015	N/A	74834LAL4	324,000	363,784.61	0.02%
EXPRESS SCRIPTS INC 3.125% NTS 15/MAY/2016 USD1000	N/A	302182AF7	350,000	365,031.10	0.02%
FNMA MORTPASS 4% 01/JAN/2031 CT PN# AB2121	N/A	31416XLB4	340,534	364,857.02	0.02%
BECTON DICKINSON & CO 3.125% BDS 08/NOV/2021	N/A	075887BA6	350,000	362,853.05	0.02%
TALISMAN ENERGY INC 5 75% NTS 15/MAY/2035 USD1000	N/A	87425EAH6	350,000	362,318.60	0.02%
JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100	N/A	46625HJA9	350,000	362,739.65	0.02%
ENCANA CORP 4.75% 15/OCT/2013	N/A	292505AB0	339,000	355,934.07	0.02%
HARTFORD FINANCIAL SERVICES GRP INC 5.125% BDS	N/A	416518AB4	350,000	353,512.60	0.02%
PLAINS ALL AMERICAN PIPELINE LP 5.625% SNR NTS	N/A	72650RAB8	330,000	351,864.15	0.02%
LOWES COMPANIES INC 5.8% BDS 15/OCT/2036 USD1000	N/A	548661CL9	300,000	350,605.80	0.02%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 832837	N/A	31407KHN2	315,987	348,359.61	0.02%
NATIONAL RURAL UTILITIES 4.75% 01/MAR/2014	N/A	637432DC6	324,000	347,405.76	0.02%
AT&T INC 5.625% BDS 15/JUN/2016 USD1000	N/A	78387GAL7	295,000	343,899.20	0.02%
MORGAN STANLEY 7.25% NTS 01/APR/2032 USD1000	N/A	617446HD4	324,000	343,076.47	0.02%
CATERPILLAR FINANCIAL SERVICES CORP 5.5% MTN	N/A	14912L2Y6	295,000	341,559.26	0.02%
CITIGROUP INC 6.625% BDS 15/JUN/2032 USD1000	N/A	172967BL4	333,000	341,036.96	0.02%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	250,000	341,502.25	0.02%
DOMINION RESOURCES INC(VIRGINIA) 8.875% BDS	N/A	25746UBG3	250,000	340,986.50	0.02%
CONOCOPHILLIPS AUSTRALIA FUNDING CO 5.5% NTS	N/A	20825RAB7	324,000	339,138.58	0.02%
FHLMCGLD MORTPASS 4.5% 01/JUN/2031 C9 PN# C91377	N/A	3128P7Q63	317,680	339,192.15	0.02%
UNITEDHEALTH GROUP INC 5.375% BDS 15/MAR/2016	N/A	91324PAQ5	295,000	338,848.80	0.02%
NORTHEAST OHIO REGL SWR DIST WASTWT 6.038% BDS	N/A	663903DM1	300,000	338,439.00	0.02%
DOW CHEMICAL CO 5.9% BDS 15/FEB/2015 USD1000	N/A	260543CA9	300,000	337,174.80	0.02%
CANADA(GOVT OF) 2.375% BDS 10/SEP/2014 USD5000	N/A	135087ZA5	320,000	335,073.28	0.02%
CENTERPOINT ENERGY RESOURCES CORP 4.5% SNR NT	N/A	15189WAG5	305,000	334,525.53	0.02%
BAY AREA TOLL AUTH CALIF 6.263% BDS 01/APR/2049	N/A	072024ND0	250,000	332,907.50	0.02%
DU PONT(E.I.)DE NEMOURS & CO 4.9% NTS 15/JAN/2041	N/A	263534CC1	300,000	332,193.60	0.02%
NEWS AMERICA INC 6.55% BDS 15/MAR/2033 USD1000	N/A	652482BC3	300,000	333,252.00	0.02%
ONTARIO(PROVINCE OF) 4.75% BDS 19/JAN/2016 USD5000	N/A	683234YB8	295,000	333,082.73	0.02%
CALIFORNIA STATE 5.45% BDS 01/APR/2015 USD5000	N/A	13063A5C4	300,000	333,717.00	0.02%
ERP OPERATING 5.375% SNR NTS 01/AUG/2016 USD1000	N/A	26884AAU7	295,000	330,064.59	0.02%
MICROSOFT CORP 4.5% BDS 01/OCT/2040 USD1000	N/A	594918AJ3	300,000	331,344.60	0.02%
ALCAN INC 5.00 01/JUN/2015	N/A	013716AV7	295,000	328,125.85	0.02%
AMERICA MOVIL SAB DE CV 5.75% BDS 15/JAN/2015	N/A	02364WAH8	295,000	328,894.32	0.02%
GENERAL ELECTRIC CAPITAL CORP 5% MTN 08/JAN/2016	N/A	36962GU69	295,000	329,012.32	0.02%
ENTERPRISE PRODUCTS OPER 6.125% 15/OCT/2039	N/A	29379VAG8	285,000	328,404.93	0.02%
CAPITAL ONE FINANCIAL 5.25% DUE 21/FEB/2017	N/A	14040HAL9	304,000	329,665.50	0.02%
BHP BILLITON FINANCE 5.25% 15/DEC/2015	N/A	055451AB4	285,000	326,295.93	0.02%
CANADIAN NATIONAL RAILWAY CO 6.9% NOTES	N/A	136375BD3	242,000	326,843.99	0.02%
KROGER CO 7.5% CO GTD NTS 01/APR/2031 USD1000	N/A	501044BZ3	257,000	327,271.51	0.02%
PROGRESS ENERGY INC 7.75% SNR NTS 01/MAR/2031	N/A	743263AE5	236,000	327,500.50	0.02%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	300,000	326,179.50	0.02%
ASTRAZENECA PLC 5.4% 01/JUN/2014	N/A	046353AA6	295,000	324,116.21	0.02%
EL PASO NATURAL GAS 8.375% NTS 15/JUN/2032	N/A	283695BK9	250,000	325,505.75	0.02%
ANHEUSER BUSCH INBEV WORLDWIDE INC 5% GTD NTS	N/A	03523TAV0	275,000	323,310.35	0.02%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/SEP/2037	N/A	195325BK0	225,000	323,212.50	0.02%
MCKESSON CORP 6% BDS 01/MAR/2041 USD1000	N/A	58155QAE3	250,000	322,845.75	0.02%
CIGNA CORP 4.5% SNR 15/MAR/2021 USD1000	N/A	125509BP3	300,000	322,096.20	0.02%
POLAND(REPUBLIC OF) 5% NTS 23/MAR/2022 USD1000	N/A	857524AB8	300,000	321,000.00	0.02%
MIDAMERICAN ENERGY HLDGS 6.5% SNR BDS 15/SEP/2037	N/A	59562VAR8	250,000	320,265.75	0.02%
AETNA INC 6.625% NTS 15/JUN/2036 USD1000	N/A	00817YAF5	250,000	319,449.50	0.02%
PRUDENTIAL FINANCIAL INC 5.1% 20/SEP/2014	N/A	74432QAE5	295,000	318,570.80	0.02%
PACIFIC GAS & ELECTRIC CO 3.5% BDS 01/OCT/2020	N/A	694308GT8	300,000	318,759.00	0.02%
KILROY REALTY CORP 4.8% BDS 15/JUL/2018 USD1000	N/A	49427RAH5	300,000	318,344.10	0.02%
TELECOM ITALIA CAPITAL 6% NTS 30/SEP/2034 USD1000	N/A	87927VAM0	380,000	318,820.00	0.02%
CSX CORP 3.7% NTS 30/OCT/2020 USD1000	N/A	126408GT4	300,000	316,445.40	0.02%
INTERNATIONAL FINANCE CORP 2.25% NTS 11/APR/2016	N/A	45950KBN9	300,000	316,701.30	0.02%
JAPAN FINANCE CORP 7.875% 02/FEB/2015	N/A	471065AC6	300,000	316,274.40	0.02%
WESTERN UNION COMPANY (THE) 6.2% NTS 17/NOV/2036	N/A	959802AH2	300,000	316,852.20	0.02%
PETRO-CANADA 5.95% BDS 15/MAY/2035 USD1000	N/A	71644EAG7	271,000	316,700.09	0.02%
BANK OF AMERICA CORP 6% MTN 15/JUN/2016 USD1000	N/A	06050TJP8	295,000	315,315.47	0.02%
HYDRO-QUEBEC 8.4% GTD DEB 15/JAN/2022 USD1000	N/A	448814DX8	220,000	315,532.80	0.02%
PEPSICO INC 3.125% 01/NOV/2020	N/A	713448BR8	300,000	315,561.90	0.02%
SOUTH CAROLINA ELEC & GAS CO 1ST MG BD 6.5%	N/A	837004CC2	250,000	312,819.00	0.02%
DUKE ENERGY CAROLINAS LLC 4.25% BDS 15/DEC/2041	N/A	26442CAM6	300,000	310,864.50	0.02%
FNMA MORTPASS 7% 01/OCT/2037 CL PN# 947831	N/A	31413KPQ8	268,380	311,037.81	0.02%
PEOPLE'S REP OF CHINA BND 4.75% 29/OCT/2013	N/A	712219AJ3	295,000	311,028.53	0.02%
MEDCO HEALTH SOLUTIONS INC 4.125% BDS 15/SEP/2020	N/A	58405UAG7	300,000	312,050.70	0.02%
PITNEY BOWES INC 4.75 15/JAN/2016	N/A	72447XAA5	295,000	310,917.61	0.02%
SOUTHERN CO 2.375% BDS 15/SEP/2015 USD1000	N/A	842587CG0	300,000	311,817.00	0.02%
ST JUDE MEDICAL 2.5% SNR 15/JAN/2016 USD	N/A	790849AH6	300,000	311,183.70	0.02%
BAY AREA TOLL AUTH CALIF 6.793% BDS 01/APR/2030	N/A	072024NT5	250,000	308,760.00	0.02%
DEVON ENERGY CORP(NEW) 2.4% BDS 15/JUL/2016	N/A	25179MAJ2	300,000	310,239.60	0.02%
SLM CORP 6.25% BDS 25/JAN/2016 USD1000	N/A	78442FEK0	300,000	309,000.00	0.02%
GNMA I MORTPASS 4% 15/NOV/2041 SF PN# 762412	N/A	36176CYH2	285,953	310,012.86	0.02%
INTER AMERICAN DEVELOPMENT BANK 1.75% NTS	N/A	B4NJX80	300,000	307,200.00	0.02%
AT&T INC 6.5% BDS 01/SEP/2037 USD1000	N/A	00206RAD4	250,000	306,445.00	0.02%
WISCONSIN ELEC PWR 2.95% DEB 15/SEP/2021 USD1000	N/A	976656CD8	300,000	307,541.70	0.02%
RUTGERS ST UNIV N J TAXABLE-SER H-BUILD AMER BDS	N/A	783186NH8	250,000	307,430.00	0.02%
IDEX CORP 4.2% BDS 15/DEC/2021 USD1000	N/A	45167RAF1	300,000	308,310.00	0.02%
GNMA I MORTPASS 6.5% 15/MAR/2032 SP PN# 781916	N/A	36241KDV7	265,913	307,644.51	0.02%
GNMA I MORTPASS 6.5% 15/NOV/2032 SF PN# 552903	N/A	36213FGL1	263,763	306,949.35	0.02%
DOMINION RESOURCES INC(VIRGINIA) 5.95% SNR NTS	N/A	25746UAV1	251,000	307,534.24	0.02%
CANADIAN NATURAL RESOURCES 4.9% 01/DEC/2014	N/A	136385AF8	280,000	308,231.84	0.02%
GNMA I MORTPASS 5.5% 15/JUL/2039 SF PN# 704630	N/A	36296XY32	272,799	305,145.94	0.02%
PETROLEOS MEXICANOS 5.5% NTS 21/JAN/2021 USD1000	N/A	71654QAX0	275,000	306,075.00	0.02%
GOOGLE INC 1.25% BDS 19/MAY/2014 USD1000	N/A	38259PAA0	300,000	304,804.50	0.02%
KRAFT FOODS INC 6.5% BDS 11/AUG/2017 USD2000	N/A	50075NAS3	250,000	303,351.25	0.02%
VERIZON COMMUNICATIONS INC 6% BDS 01/APR/2041	N/A	92343VAW4	250,000	302,942.75	0.02%
ROYAL BANK OF CANADA 1.45% BDS 30/OCT/2014 USD1000	N/A	78008TXA7	300,000	303,967.20	0.02%
PUERTO RICO COMNWLTH GOVT DEV BANK 3.67% BDS	N/A	745177EW1	300,000	303,513.00	0.02%
NEW YORK CITY MUN WATER FIN AUTH 5.44% BDS	N/A	64972FT63	250,000	304,295.00	0.02%
CANADIAN NATIONAL RAILWAY CO 6.2% BDS 01/JUN/2036	N/A	136375BN1	236,000	302,035.63	0.02%
PFIZER INC 4.65% 01/MAR/2018	N/A	717081AQ6	265,000	300,927.91	0.02%
HEWLETT-PACKARD CO 1.55% BDS 30/MAY/2014 USD100	N/A	428236BK8	300,000	301,026.30	0.02%
AT&T INC 6.3% SNR NTS 15/JAN/2038 USD1000	N/A	00206RAG7	250,000	299,619.50	0.02%
HARTFORD FINANCIAL SERVICES GRP INC 6.1% SNR NTS	N/A	416515AP9	309,000	300,389.41	0.02%
TELECOM ITALIA CAPITAL 4.95% NTS 30/SEP/2014	N/A	87927VAL2	295,000	298,687.50	0.02%
PEPSICO INC 5.5% BDS 15/JAN/2040 USD2000	N/A	713448BP2	250,000	300,159.50	0.02%
GRUPO TELEVISA SA DE CV 6.625% SNR NTS 15/JAN/2040	N/A	40049JAZ0	250,000	299,493.25	0.02%
ENTERPRISE PRODUCTS OPER 6.45% 01/SEP/2040	N/A	29379VAQ6	250,000	297,758.00	0.02%
AMERICAN EXPRESS CO FLTG RTE DEB 01/SEP/2066	N/A	025816AU3	290,000	296,235.00	0.02%
MORGAN STANLEY 5.75% NTS 25/JAN/2021 USD1000	N/A	61747WAF6	300,000	296,230.20	0.02%
FNMA MORTPASS 7% 01/APR/2037 CL PN# 923834	N/A	31412FLP6	254,137	294,530.54	0.01%
XEROX CORP 6.35% BDS 15/MAY/2018 USD2000	N/A	984121BW2	250,000	294,228.00	0.01%
OHIO POWER CO 6.6% BDS 15/FEB/2033 USD1000	N/A	677415CF6	236,000	292,922.96	0.01%
LOWES COS INC 6.5% NTS 15/MAR/2029 USD1000	N/A	548661AK3	236,000	294,270.52	0.01%
UNION PACIFIC CORP 6.25% BDS 01/MAY/2034 USD1000	N/A	907818CU0	236,000	294,090.22	0.01%
SIMON PROPERTY GROUP INC 5.65% NTS 01/FEB/2020	N/A	828807CD7	250,000	291,426.75	0.01%
TRAVELERS COMPANIES INC 5.35% NTS 01/NOV/2040	N/A	89417EAH2	250,000	292,472.00	0.01%
CBS CORP 5.75% BDS 15/APR/2020 USD1000	N/A	124857AD5	250,000	290,337.50	0.01%
VODAFONE GROUP 7.875% NOTES 15/FEB/2030 USD1000	N/A	92857TAH0	206,000	289,225.44	0.01%
WESTAR ENERGY INC 6% 01/JUL/2014	N/A	95709TAA8	265,000	290,484.79	0.01%
US BANK NA 4.95% BDS 30/OCT/2014 USD1000	N/A	90331HKP7	265,000	289,857.00	0.01%
INTER AMERICAN DEVELOPMENT BANK 3% MTN 22/APR/2014	N/A	4581X0BD9	275,000	288,841.30	0.01%
ATMOS ENERGY CORP 4.95% SNR NTS 15/OCT/2014 USD	N/A	049560AF2	265,000	288,167.63	0.01%
XCEL ENERGY INC 5.613% 01/APR/2017	N/A	98389BAK6	248,000	287,054.79	0.01%
MACY'S INC 5.9% NTS 01/DEC/2016 USD1000	N/A	314275AA6	250,000	287,000.75	0.01%
NEWS AMERICA INC 6.150% SNR NT 15/FEB/2041 USD1000	N/A	652482CE8	250,000	286,914.00	0.01%
METLIFE INC 5.5% NTS 15/JUN/2014 USD1000	N/A	59156RAH1	265,000	287,798.48	0.01%
MCDONALD'S CORP 4.875% NTS 15/JUL/2040 USD1000	N/A	58013MEK6	250,000	285,896.00	0.01%
SOUTHERN NATURAL GAS CO 5.9% NTS 01/APR/2017	N/A	843452BC6	250,000	285,187.00	0.01%
XCEL ENERGY INC 4.7% NTS 15/MAY/2020 USD1000	N/A	98389BAM2	250,000	285,599.25	0.01%
WAL-MART STORES INC 5.0% BDS 25/OCT/2040 USD1000	N/A	931142CY7	250,000	284,895.50	0.01%
PETROHAWK ENERGY CORP 7.25% SR NT 15/AUG/2018	N/A	716495AL0	250,000	285,000.00	0.01%
BURLINGTON NORTHERN SANTA FE CORP 7.95% BDS	N/A	12189TAR5	206,000	284,090.27	0.01%
PEPSI BOTTLING GROUP INC 7% SNR NTS 01/MAR/2029	N/A	713409AC4	206,000	283,029.79	0.01%
GENERAL ELECTRIC CAPITAL CORP FLTG RATE NTS	N/A	36962G3M4	275,000	282,906.25	0.01%
COVENTRY HEALTHCAR 5.45% SNR 15/JUN/2021 USD	N/A	222862AJ3	250,000	282,241.50	0.01%
PSEG POWER LLC 5.125% SR NTS 15/APR/2020 USD1000	N/A	69362BAW2	250,000	281,392.25	0.01%
MELLON FUNDING CORP 5.00% 01/DEC/2014	N/A	585515AD1	265,000	282,515.44	0.01%
DETROIT EDISON CO 6.62% AST BKD 01/MAR/2016	N/A	250854AF3	250,000	280,978.30	0.01%
FNMA MORTPASS 5% 01/DEC/2021 CI PN# 906708	N/A	31411FKV5	257,900	280,371.78	0.01%
FNMA MORTPASS 5.5% 01/FEB/2022 CI PN# 928106	N/A	31412LDK3	255,616	279,352.92	0.01%
KINDER MORGAN ENERGY PARTNERS 6.375% NTS	N/A	494550BH8	250,000	280,288.00	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00854	N/A	3128PB5P5	255,796	277,035.26	0.01%
WYETH 6.50% 01/FEB/2034	N/A	983024AG5	206,000	277,798.21	0.01%
INTER AMERICAN DEVELOPMENT BANK 5.125% NTS	N/A	4581X0AM0	235,000	277,230.21	0.01%
JPMORGAN CHASE & CO 4.75% 01/MAR/2015	N/A	46625HCE8	254,000	275,676.36	0.01%
WELLS FARGO CAP 10 FRN GTD 01/DEC/2086 USD1000	N/A	94978SAA7	275,000	276,218.25	0.01%
SOUTHERN COPPER CORP 6.75% BDS 16/APR/2040 USD1000	N/A	84265VAE5	250,000	276,016.25	0.01%
NEWS AMERICA INC 6.2% BDS 15/DEC/2034 USD1000	N/A	652482BJ8	245,000	275,269.51	0.01%
CORNING INC 4.25% NTS 15/AUG/2020 USD1000	N/A	219350AU9	250,000	273,624.00	0.01%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 840102	N/A	31407TKP4	249,260	274,796.66	0.01%
ENERGY TRANSFER PARTNERS L.P. 5.95% NTS	N/A	29273RAB5	250,000	274,138.25	0.01%
GNMA I MORTPASS 4% 15/NOV/2041 SF PN# 779718	N/A	36176YAT4	252,775	274,043.52	0.01%
PUBLIC SERV CO OF COLO 5.5% 01/APR/2014	N/A	744448BX8	251,000	273,769.97	0.01%
HESS CORP 5.6% BDS 15/FEB/2041 USD1000	N/A	42809HAD9	250,000	271,568.50	0.01%
TRANSCANADA PIPELINES 3.8% BDS 01/OCT/2020 USD1000	N/A	893526DK6	250,000	272,431.00	0.01%
UNILEVER CAPITAL CORP 5.90% 12NOV15/NOV/2032	N/A	904764AH0	206,000	271,174.69	0.01%
ANHEUSER-BUSCH COS INC 5% BDS 01/MAR/2019 USD1000	N/A	035229CW1	236,000	270,501.55	0.01%
STATOIL ASA GTD NT 3.125% 17/AUG/2017	N/A	85771PAB8	250,000	269,903.50	0.01%
THERMO FISHER SCIE 3.6% SNR 15/AUG/2021 USD2000	N/A	883556AZ5	250,000	269,531.50	0.01%
NEWS AMERICA INC 4.5% SNR NT 15/FEB/2021 USD1000	N/A	652482CB4	250,000	270,028.50	0.01%
KELLOGG CO 4% NTS 15/DEC/2020 USD1000	N/A	487836BD9	250,000	269,542.00	0.01%
CITIGROUP INC 5.375% BDS 09/AUG/2020 USD1000	N/A	172967FF3	250,000	268,604.00	0.01%
MORGAN STANLEY 3.8% SNR NT 29/APR/2016 USD1000	N/A	61747YDD4	275,000	268,913.98	0.01%
CONAGRA INC 7% SNR NOTES 01/OCT/2028 USD1000	N/A	205887AR3	221,000	268,429.25	0.01%
ANHEUSER BUSCH 2.875% BDS 15/FEB/2016 USD1000	N/A	03523TBA5	250,000	265,813.25	0.01%
ENTERPRISE PRODUCTS OPERATING LLC 3.2% BDS	N/A	29379VAS2	250,000	265,782.00	0.01%
ONTARIO(PROVINCE OF) 3% BDS 16/JUL/2018 USD5000	N/A	68323AAU8	250,000	266,633.50	0.01%
PETROLEOS MEXICANOS 4.875% BDS 24/JAN/2022 USD1000	N/A	71656LAL5	250,000	266,532.25	0.01%
SLM CORP 8% LN STK 25/MAR/2020 USD1000	N/A	78442FEJ3	250,000	265,625.00	0.01%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	250,000	264,158.75	0.01%
MICROSOFT CORP 2.5% NTS 08/FEB/2016 USD1000	N/A	594918AK0	250,000	265,141.50	0.01%
ENTERPRISE PRODUCTS OPERATING LLC 4.05% BDS	N/A	29379VAU7	250,000	264,164.75	0.01%
PUBLIC SERV CO COL 3.2% 1MTG 15/NOV/2020 USD'21	N/A	744448CD1	250,000	264,456.50	0.01%
WEATHERFORD INTERNATIONAL LTD 9.625% SRN	N/A	947075AF4	200,000	264,575.80	0.01%
DIGITAL REALTY TRUST LP 5.25% NTS 15/MAR/2021	N/A	25389JAJ5	250,000	264,789.50	0.01%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	250,000	262,752.25	0.01%
AMERISOURCEBERGEN CORP 3.5% BDS 15/NOV/2021	N/A	03073EAJ4	250,000	261,409.50	0.01%
MORGAN STANLEY 6% SNR NTS 28/APR/2015 USD1000	N/A	61747YCE3	250,000	261,589.75	0.01%
KAISER FOUNDATION HOSPITAL 4.875% BDS 01/APR/2042	N/A	48305QAB9	250,000	262,825.00	0.01%
DR PEPPER SNAPPLE 2.9% GTD SNR 15/JAN/2016 USD	N/A	26138EAM1	250,000	261,342.75	0.01%
CORP ANDINA DE FOMENTO 3.75% BDS 15/JAN/2016	N/A	219868BP0	250,000	261,323.25	0.01%
ASTRAZENECA PLC 6.45% NTS 15/SEP/2037 USD1000	N/A	046353AD0	200,000	263,051.40	0.01%
CITIGROUP INC 5.875% BDS 29/MAY/2037 USD1000	N/A	172967EC1	250,000	259,913.25	0.01%
XEROX CORP 4.5% BDS 15/MAY/2021 USD1000	N/A	984121CD3	250,000	261,034.75	0.01%
RAYTHEON CO 3.125% BDS 15/OCT/2020 USD1000	N/A	755111BT7	250,000	259,608.25	0.01%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	250,000	259,830.25	0.01%
DIRECTV HLDGS/FINANCE 3.125% BDS 15/FEB/2016	N/A	25459HAV7	250,000	260,185.00	0.01%
MOSAIC CO(THE) 3.75% BDS 15/NOV/2021 USD1000	N/A	61945CAA1	250,000	260,278.25	0.01%
EASTMAN CHEMICAL CO 3% BDS 15/DEC/2015 USD1000	N/A	277432AJ9	250,000	259,938.50	0.01%
BHP BILLITON FINANCE USA LTD 3.25% BDS 21/NOV/2021	N/A	055451AL2	250,000	258,624.50	0.01%
BUCKEYE PTNRS LP 4.875% SNR 01/FEB/2021 USD	N/A	118230AJ0	250,000	258,251.25	0.01%
WEATHERFORD INTERNATIONAL LTD 5.95% BDS	N/A	94707VAD2	250,000	259,251.50	0.01%
TORONTO-DOMINION BANK 2.375% BDS 19/OCT/2016	N/A	89114QAE8	250,000	257,643.75	0.01%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	236,000	258,531.16	0.01%
SARA LEE CORP 2.75% 15/SEP/2015	N/A	803111AR4	250,000	257,490.00	0.01%
PROCTER & GAMBLE CO 1.8% BDS 15/NOV/2015 USD2000	N/A	742718DS5	250,000	258,887.50	0.01%
LANDWIRTSCHAFTLICHE RENTENBANK 2.125% BDS	N/A	515110BE3	250,000	259,185.25	0.01%
KEY BANK USA 6.95% SUB DEB 01/FEB/2028 USD1000	N/A	49306CAB7	225,000	258,813.45	0.01%
HYUNDAI CAPITAL AMERICA 4% BDS 08/JUN/2017 USD1000	N/A	44923QAB0	250,000	258,367.75	0.01%
AMGEN INC 2.3% BDS 15/JUN/2016 USD1000	N/A	031162BF6	250,000	256,630.75	0.01%
ROYAL BANK OF SCOTLAND GROUP PLC 5.625% BDS	N/A	78010XAE1	250,000	256,818.75	0.01%
OEKB OEST KONTROLLBANK 4.5% 09/MAR/2015	N/A	676167AQ2	236,000	257,085.89	0.01%
FLORIDA POWER & LIGHT CO 4.125% BDS 01/FEB/2042	N/A	341081FF9	250,000	255,864.75	0.01%
VALE OVERSEAS LTD 4.375% BDS 11/JAN/2022 USD1000	N/A	91911TAM5	250,000	256,142.75	0.01%
UBS PFD FUNDING TRUST V FLOATING RATE PFD PERP	N/A	90264AAA7	275,000	255,750.00	0.01%
GENERAL ELECTRIC CAPITAL CORP 2.25% BDS	N/A	36962G4T8	250,000	255,811.00	0.01%
DELL INC 7.1% DEBS 15/APR/2028 USD1000	N/A	247025AE9	206,000	256,822.88	0.01%
EQT CORP 4.875% BDS 15/NOV/2021 USD1000	N/A	26884LAB5	250,000	254,963.00	0.01%
WESTPAC BANKING CORP 2.1% BDS 02/AUG/2013 USD1000	N/A	961214BM4	250,000	253,855.00	0.01%
UNITED PARCEL SERVICE OF AMERICA STEP UP NOTES	N/A	911308AB0	177,000	254,611.85	0.01%
TEXAS INSTRUMENTS INC 1.375% BDS 15/MAY/2014	N/A	882508AQ7	250,000	254,103.25	0.01%
RAYTHEON CO 6.4% BDS 15/DEC/2018 USD1000	N/A	755111AU5	206,000	255,118.85	0.01%
PROCTER & GAMBLE CO 1.45% BDS 15/AUG/2016 USD1000	N/A	742718DV8	250,000	254,588.25	0.01%
ITALY(REPUBLIC OF) 6.875% DEBS 27/SEP/2023 USD1000	N/A	465410AH1	251,000	254,162.60	0.01%
GTE CORP 6.84% DEB 15/APR/2018 USD1000	N/A	362320AZ6	206,000	254,101.21	0.01%
GNMA I MORTPASS 4% 15/SEP/2040 SF PN# 733312	N/A	3620ALVD3	234,263	255,017.09	0.01%
NEWMONT USA LTD	N/A	651639AE6	236,000	254,227.70	0.01%
FNMA MORTPASS 7% 01/DEC/2037 CL PN# 928940	N/A	31412MBH0	219,803	254,739.31	0.01%
FRANCE TELECOM 5.375% BDS 13/JAN/2042 USD1000	N/A	35177PAX5	250,000	254,313.25	0.01%
BNP PARIBAS 5.0% BDS 15/JAN/2021 USD1000	N/A	05567LT31	250,000	252,176.25	0.01%
RABOBANK NEDERLAND 2.125% 13/OCT/2015	N/A	21685WBL0	250,000	252,049.00	0.01%
TOYOTA MOTOR CREDIT CORP 1.25% BDS 17/NOV/2014	N/A	89233P5N2	250,000	253,251.50	0.01%
LOWE'S COS INC 4.65% NTS 15/APR/2042 USD1000	N/A	548661CX3	250,000	253,259.75	0.01%
EBAY INC 0.875% BDS 15/OCT/2013 USD1000	N/A	278642AA1	250,000	251,853.00	0.01%
DOVERLAND CORP 4.875 15/OCT/2015	N/A	260003AE8	224,000	252,320.99	0.01%
BARRICK GOLD FIN 4.875% DUE 15/NOV/2014	N/A	06849VAB9	230,000	250,653.54	0.01%
METROPOLITAN EDISON CO 4.875% SNR NTS 01/APR/2014	N/A	591894BW9	236,000	249,972.62	0.01%
MOTOROLA SOLUTIONS INC 7.5% BDS 15/MAY/2025	N/A	620076AH2	206,000	250,551.21	0.01%
HSBC BANK USA 5.625% 15/AUG/2035	N/A	4042Q1AB3	250,000	250,492.50	0.01%
CAMPBELL SOUP COMPANY 4.875% 01/OCT/2013	N/A	134429AS8	236,000	250,112.80	0.01%
AMERICAN INTERNATIONAL GROUP INC 6.25% BDS	N/A	026874BE6	275,000	249,386.50	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4G4	225,424	248,503.44	0.01%
GNMA I MORTPASS 6.5% 15/NOV/2033 SF PN# 604788	N/A	36200M2V4	213,965	248,997.66	0.01%
LOCKHEED MARTIN CORP 5.72% NTS 01/JUN/2040 USD1000	N/A	539830AW9	215,000	249,398.07	0.01%
BLACK & DECKER CORP 4.75% SNR NTS 01/NOV/2014	N/A	091797AM2	230,000	248,952.92	0.01%
ARIZONA PUB SERVICE CO 5.5% 01/SEP/2035	N/A	040555CH5	215,000	246,216.71	0.01%
BHP BILLITON FINANCE BV 4.8% DUE 15/APR/2013	N/A	055451AA6	236,000	245,758.60	0.01%
MEDCO HEALTH SOLUTIONS INC 7.125% BDS 15/MAR/2018	N/A	58405UAD4	200,000	246,964.80	0.01%
CORNING INC 4.7% BDS 15/MAR/2037 USD1000	N/A	219350AX3	250,000	246,759.00	0.01%
GOODRICH (BF) CO 6.8% 01/JUL/2036	N/A	382388AU0	185,000	245,321.10	0.01%
MORGAN STANLEY 5.5% BDS 28/JUL/2021 USD100	N/A	61747WAL3	250,000	244,408.75	0.01%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	731011AP7	224,000	244,440.00	0.01%
SANTA CLARA VY CALIF TRANSN AUTH SALES TAX REV	N/A	80168NEP0	200,000	245,230.00	0.01%
FNMA MORTPASS 5.5% 01/DEC/2021 CI PN# 905586	N/A	31411ECX3	221,436	242,114.49	0.01%
HYDRO-QUEBEC 8.875% 01/MAR/2026	N/A	448814CP6	156,000	242,641.46	0.01%
SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 08/MAR/2041	N/A	836205AP9	200,000	240,250.00	0.01%
TRAVELERS PROP CAS 6.375% BDS 15/MAR/2033 USD1000	N/A	89420GAE9	192,000	240,107.14	0.01%
ALCAN INC 5.75% 01/JUN/2035	N/A	013716AW5	206,000	239,170.74	0.01%
BARCLAYS BANK PLC 5.14% NTS 14/OCT/2020 USD1000	N/A	06739GBP3	250,000	239,174.50	0.01%
AMERICAN EXPRESS CO NT 6.15% 28/AUG/2017	N/A	025816AX7	200,000	237,006.00	0.01%
ORACLE CORP 5% LN STK 08/JUL/2019 USD1000	N/A	68389XAG0	200,000	237,513.40	0.01%
CISCO SYSTEMS INC SR NT 4.95% 15/FEB/2019	N/A	17275RAE2	200,000	234,682.20	0.01%
DOMINION RESOURCES INC(VIRGINIA) 5.2% BDS	N/A	25746UBH1	200,000	234,076.00	0.01%
GLAXOSMITHKLINE CAP INC 5.375% 15/APR/2034	N/A	377372AB3	201,000	234,677.35	0.01%
JAPAN FINANCE CORP 2.25% GTD 13/JUL/2016 USD1000	N/A	471065AH5	225,000	234,436.73	0.01%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 728721	N/A	31402GSJ3	212,095	233,810.10	0.01%
TARGET CORP 7% DEB 15/JUL/2031 USD1000	N/A	87612EAF3	174,000	234,719.56	0.01%
APPALACHIAN POWER CO 5.8% 01/OCT/2035	N/A	037735CE5	206,000	232,918.43	0.01%
BOSTON SCIENTIFIC 6% SNR 15/JAN/2020 USD	N/A	101137AK3	200,000	233,554.80	0.01%
KRAFT FOODS INC 6.5% BDS 01/NOV/2031 USD1000	N/A	50075NAC8	189,000	231,871.06	0.01%
XCEL ENERGY INC 6.5% BDS 01/JUL/2036 USD1000	N/A	98389BAH3	177,000	233,252.37	0.01%
PHARMACIA CORP 6.6% DEBS 01/DEC/2028 USD1000	N/A	71713UAW2	177,000	233,164.93	0.01%
NBCUNIVERSAL MEDIA LLC 5.95% BDS 01/APR/2041	N/A	63946BAG5	200,000	233,688.40	0.01%
GOLDMAN SACHS CAPITAL I 6.345% 15/FEB/2034	N/A	38143VAA7	250,000	233,144.00	0.01%
AFLAC INC 6.45% BDS 15/AUG/2040 USD1000	N/A	001055AF9	200,000	229,963.00	0.01%
BAKER HUGHES INC 5.125% BDS 15/SEP/2040 USD1000	N/A	057224AZ0	200,000	231,624.20	0.01%
FNMA MORTPASS 7% 01/DEC/2036 CL PN# 907252	N/A	31411F5M2	199,168	231,180.12	0.01%
CATERPILLAR INC 6.05% NTS 15/AUG/2036 USD1000	N/A	149123BN0	177,000	229,457.84	0.01%
INTERNATIONAL PAPER CO 5.3% BDS 01/APR/2015	N/A	460146BU6	206,000	226,183.67	0.01%
NATIONAL RURAL UTILITIES CO-OP 8% NTS 01/MAR/2032	N/A	637432CT0	159,000	227,253.45	0.01%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	836205AJ3	206,000	227,115.00	0.01%
WELLS FARGO COMPANY 5.125% 15SEPT15/SEP/2016	N/A	949746JE2	206,000	227,145.90	0.01%
SOUTHERN CAL EDISON 6% 15/JAN/2034	N/A	842400ES8	177,000	226,838.60	0.01%
PRAXAIR INC 4.05% NTS 15/MAR/2021 USD1000	N/A	74005PAY0	200,000	225,444.40	0.01%
BP CAPITAL MARKETS 4.5% BDS 01/OCT/2020 USD1000	N/A	05565QBP2	200,000	222,229.40	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53039	N/A	3128KFLU2	196,450	223,193.48	0.01%
GNMA I MORTPASS 6% 15/SEP/2034 SP PN# 781804	N/A	36241KAD0	197,342	223,639.81	0.01%
OGLETHORPE POWER CORP 5.25% BDS 01/SEP/2050 USD100	N/A	677050AH9	200,000	222,951.00	0.01%
ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE	N/A	452152HU8	200,000	222,402.00	0.01%
ILLINOIS TOOL WORKS INC 4.875% BDS 15/SEP/2041	N/A	452308AM1	200,000	222,845.40	0.01%
CONOCOPHILLIPS 5.9% BDS 15/OCT/2032 USD1000	N/A	20825CAF1	177,000	221,695.33	0.01%
HCP INC 5.375% BDS 01/FEB/2021 USD1000	N/A	40414LAD1	200,000	220,343.80	0.01%
GILEAD SCIENCES INC 4.5% NTS 01/APR/2021 USD1000	N/A	375558AQ6	200,000	218,959.40	0.01%
DOMINION RES(VIR) 4.9% SNR 01/AUG/2041 USD 'C'	N/A	25746UBM0	200,000	217,775.60	0.01%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A16522	N/A	31296RG77	190,088	217,568.65	0.01%
FISERV INC 4.75% BDS 15/JUN/2021 USD1000	N/A	337738AL2	200,000	217,004.20	0.01%
MEXICO(UNITED MEXICAN STATES) 5.75% BDS	N/A	91086QAZ1	200,000	218,000.00	0.01%
UNIONBANCAL CORP NTS DUE 16/DEC/2013 5.25	N/A	904851AA0	206,000	217,519.73	0.01%
TIME WARNER INC 6.875% BDS 15/JUN/2018 USD1000	N/A	887315AY5	176,000	216,487.39	0.01%
POLAND(REPUBLIC OF) 5.125% BDS 21/APR/2021 USD1000	N/A	857524AA0	200,000	216,200.00	0.01%
KINDER MORGAN ENER PART 494550AT3 5.8% 15/MAR/2035	N/A	494550AT3	206,000	217,038.30	0.01%
DUKE ENERGY INDIANA INC 3.75% BDS 15/JUL/2020	N/A	263901AC4	200,000	216,650.40	0.01%
AMERICA MOVIL SA DE CV 6.375% 01/MAR/2035	N/A	02364WAJ4	177,000	214,584.89	0.01%
PROGRESSIVE CP(OH) 3.75% SNR 23/AUG/2021 USD	N/A	743315AN3	200,000	215,549.20	0.01%
PLAINS ALL AMERICAN PIPELINE LP 3.95% BDS	N/A	72650RAX0	200,000	214,334.80	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2035 A4 PN# A47682	N/A	3128K8RB4	187,147	212,156.03	0.01%
FNMA MORTPASS 5.5% 01/NOV/2021 CI PN# 902789	N/A	31411A7A7	195,807	214,092.09	0.01%
TIME WARNER INC 5.375% BDS 15/OCT/2041 USD1000	N/A	887317AM7	200,000	212,807.00	0.01%
JOHNSON & JOHNSON 2.95% 01/SEP/2020	N/A	478160AW4	200,000	213,001.80	0.01%
CLIFFS NATURAL RESOURCES INC 4.875% BDS	N/A	18683KAD3	200,000	210,473.80	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606308	N/A	36201XR59	188,831	211,221.92	0.01%
WASTE MANAGEMENT INC 7% SNR NOTES 13/JUL/2028	N/A	902917AH6	162,000	211,326.57	0.01%
VF CORP 3.5% BDS 01/SEP/2021 USD1000	N/A	918204AV0	200,000	210,414.80	0.01%
ORIX CORP 5% BDS 12/JAN/2016 USD1000	N/A	686330AF8	200,000	210,559.60	0.01%
SAFEWAY INC 5% LN STK 15/AUG/2019 USD1000	N/A	786514BR9	200,000	211,029.40	0.01%
KROGER CO 5.4% BDS 15/JUL/2040 USD1000	N/A	501044CN9	200,000	212,040.80	0.01%
FNMA MORTPASS 6.5% 01/FEB/2033 CL PN# 656559	N/A	31390UMG8	184,288	211,135.93	0.01%
AMER.ELEC.POWER 5.25% DUE 01/JUN/2015	N/A	025537AE1	192,000	209,762.88	0.01%
SMUCKER(JM)CO 3.5% GTD SNR 15/OCT/2021 USD	N/A	832696AB4	200,000	208,257.00	0.01%
JAPAN BANK FOR INTERNATIONAL COOP 2.5% GTD BDS	N/A	471065AG7	200,000	209,733.80	0.01%
DANAHER CORP 2.3% SR NTS 23/JUN/2016 USD1000	N/A	235851AL6	200,000	209,095.40	0.01%
BANK AMER N A CHARLOTTE N C 5.3% NTS 15/MAR/2017	N/A	06050TKN1	200,000	208,589.40	0.01%
BANK OF NEW YORK MELLON CORP 2.3% BDS 28/JUL/2016	N/A	06406HBX6	200,000	206,449.40	0.01%
EBAY INC 3.25% BDS 15/OCT/2020 USD1000	N/A	278642AC7	200,000	207,373.60	0.01%
MERCK & CO INC 5.95% DEB 01/DEC/2028 USD1000	N/A	589331AE7	162,000	206,651.09	0.01%
KOREA FINANCE CORP 4.625% BDS 16/NOV/2021 USD1000	N/A	50065TAC7	200,000	207,655.40	0.01%
INTERNATIONAL BUS MACH CORP 2.9% NTS 01/NOV/2021	N/A	459200HA2	200,000	206,809.80	0.01%
ENERGY TRANSFER PARTNERS L.P. 4.65% BDS	N/A	29273RAN9	200,000	206,957.80	0.01%
BELLSOUTH CORP 079860AE2 6.55% 15/JUN/2034	N/A	079860AE2	177,000	204,614.83	0.01%
TRANSOCEAN SEDCO FOREX INC 7.5% NTS 15/APR/2031	N/A	893830AF6	177,000	205,944.46	0.01%
ZIMMER HOLDINGS INC 3.375% BDS 30/NOV/2021 USD1000	N/A	98956PAC6	200,000	204,996.40	0.01%
OMNICOM GROUP INC 5.9% DEB 15/APR/2016 USD1000	N/A	681919AS5	177,000	205,201.23	0.01%
NUSTAR LOGISTICS L P 4.8% GTD 01/SEP/2020 USD2000	N/A	67059TAB1	200,000	204,745.20	0.01%
CON EDISON CO OF NY 5.375% 15/DEC/2015	N/A	209111EK5	177,000	202,885.90	0.01%
EUROPE(COUNCIL OF) 1.5% NTS 15/JAN/2015 USD1000	N/A	222213AC4	200,000	202,746.80	0.01%
ROYAL BANK OF SCOTLAND PLC 3.95% GTD 21/SEP/2015	N/A	78010XAG6	200,000	202,663.40	0.01%
ROYAL BANK OF SCOTLAND PLC 3.4% BDS 23/AUG/2013	N/A	78010XAD3	200,000	202,365.00	0.01%
PROCTER & GAMBLE CO 4.85% 15/DEC/2015	N/A	742718BZ1	177,000	202,789.43	0.01%
PACIFICORP	N/A	695114BZ0	177,000	202,629.25	0.01%
FNMA MORTPASS 5.5% 01/JUN/2022 CI PN# 899438	N/A	31410WHP6	186,907	204,262.89	0.01%
PROGRESSIVE CORP 6.25% DUE 01/DEC/2032	N/A	743315AL7	162,000	202,063.57	0.01%
GNMA I MORTPASS 6% 15/DEC/2034 SP PN# 781847	N/A	36241KBQ0	175,077	198,462.36	0.01%
ABBEY NATIONAL TREASURY SERVICES 4.0% BDS	N/A	002799AJ3	200,000	197,744.20	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A22067	N/A	31296YJL8	173,994	198,333.23	0.01%
KELLOGG CO 7.45% BDS 01/APR/2031 USD1000	N/A	487836AT5	147,000	197,072.17	0.01%
ARCELORMITTAL 5.5% BDS 01/MAR/2021 USD1000	N/A	03938LAU8	200,000	196,994.40	0.01%
JPMORGAN CHASE & CO 5.3% NTS 30/OCT/2015 USD1000	N/A	073902KF4	177,000	194,230.77	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 655519	N/A	36294PG49	173,678	192,698.21	0.01%
WACHOVIA CORP 929903AE2 4.875% 15/FEB/2014	N/A	929903AE2	183,000	192,787.76	0.01%
ALLSTATE CORP SER'A' VAR DEB 15/MAY/2067 USD1000	N/A	020002AU5	195,000	190,612.50	0.01%
WILLIS GROUP N AMERICA 5.625 15/JUL/2015	N/A	970648AB7	177,000	191,134.87	0.01%
TEXAS GAS TRANSMISSION 4.6% BDS 01/JUN/2015	N/A	882440AS9	177,000	191,064.42	0.01%
SAFEWAY INC 8.625% NTS 15/AUG/2014 USD1000	N/A	786514BM0	177,000	190,989.55	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 753826	N/A	36230NHB4	176,393	191,744.24	0.01%
SOUTH CAROLINA ELECTRIC & GAS CO 6.05% BDS	N/A	837004CB4	150,000	188,967.15	0.01%
BEST BUY CO INC 5.5% BDS 15/MAR/2021 USD1000	N/A	086516AL5	200,000	187,111.40	0.01%
HEALTH CARE REIT 6.00% 15/NOV/2013	N/A	42217KAL0	177,000	187,742.48	0.01%
CADBURY SCHWEPPES US FINANCE LLC 5.125%	N/A	127210AB8	177,000	186,915.72	0.01%
JOHNSON CONTROLS INC 4.875% DUE 15/SEP/2013	N/A	478366AM9	177,000	186,752.70	0.01%
TEVA PHARMACEUTICAL FINANCE IV 3.65% BDS	N/A	88166JAA1	181,000	187,562.34	0.01%
LUBRIZOL CORP 6.50% 01/OCT/2034	N/A	549271AF1	147,000	188,005.94	0.01%
COMERICA BANK 4.80% DUE 01MAY01/MAY/2015	N/A	200340AL1	177,000	185,655.12	0.01%
METLIFE INC 59156RAM0 5.7% 15/JUN/2035	N/A	59156RAM0	159,000	186,006.63	0.01%
CELULOSA ARAUCO Y CONSTITUCION 5.125% NTS	N/A	151191AL7	177,000	183,194.65	0.01%
RABOBANK NEDERLAND 5.25% BDS 24/MAY/2041 USD1000	N/A	21685WCJ4	175,000	183,344.18	0.01%
GTE CORP 6.94% DEBS 15/APR/2028 USD1000	N/A	362320BA0	147,000	184,440.31	0.01%
HRPT PROPERTIES TRUST 5.75% 15/FEB/2014	N/A	40426WAQ4	177,000	182,820.11	0.01%
PRAXAIR INC 3.95% 01JUN01/JUN/2013	N/A	74005PAL8	177,000	183,278.01	0.01%
NORANDA INC 6.2 15/JUN/2035	N/A	655422AV5	177,000	183,433.95	0.01%
HOME DEPOT INC 5.95% BDS 01/APR/2041 USD100	N/A	437076AV4	150,000	184,442.40	0.01%
DEUTSCHE BK FINL LLC 5.38% 02/MAR/2015	N/A	2515E0AA7	177,000	182,974.10	0.01%
AGL CAPITAL CORPORATION	N/A	001192AC7	177,000	182,548.42	0.01%
GNMA I MORTPASS 6% 15/FEB/2035 SP PN# 781902	N/A	36241KDF2	161,067	182,000.66	0.01%
WILLIAMS PARTNERS L.P. 7.25% BDS 01/FEB/2017	N/A	96950HAD2	150,000	181,824.00	0.01%
ANHEUSER-BUSCH COS INC 6% BDS 01/NOV/2041 USD1000	N/A	035229CL5	147,000	182,559.74	0.01%
CREDIT SUISSE FB USA INC 5.125% 15/JAN/2014	N/A	22541LAM5	171,000	180,142.00	0.01%
SCIENCE APPLICATIONS 5.5% NTS 01/JUL/2033 USD1000	N/A	808626AG0	177,000	179,001.16	0.01%
TEXAS TRANSN COMMN ST HWY FD REV FIRST TIER-SER	N/A	88283LHU3	150,000	179,025.00	0.01%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	162,000	178,870.84	0.01%
GOVT NTL MTG ASSN POOL NO: 572554	N/A	36200UBX2	153,958	179,165.82	0.01%
AGRIUM INC 6.125% BDS 15/JAN/2041 USD2000	N/A	008916AJ7	150,000	177,905.40	0.01%
WILLIAMS PARTNERS L.P. 6.3% NTS 15/APR/2040	N/A	96950FAF1	150,000	178,191.30	0.01%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	150,000	177,534.00	0.01%
NEVADA POWER CO 5.45% BDS 15/MAY/2041 USD1000	N/A	641423CA4	150,000	178,196.55	0.01%
KIMBERLY-CLARK CORP 6.625% BDS 01/AUG/2037 USD1000	N/A	494368BC6	130,000	178,536.54	0.01%
GENWORTH FINANCIAL 6.5% NTS 15/JUN/2034 USD1000	N/A	37247DAB2	206,000	178,108.01	0.01%
UNION ELECTRIC CO 6.7% MTG BDS 01/FEB/2019 USD2000	N/A	906548CG5	141,000	175,605.35	0.01%
ARISTOTLE HOLDING INC 6.125% BDS 15/NOV/2041	N/A	04044TAB2	150,000	174,376.35	0.01%
WAL-MART STORES INC 7.55% BDS 15/FEB/2030 USD1000	N/A	931142BF9	118,000	174,245.64	0.01%
TEVA PHARM FINANCE LLC 6.15% BDS 01/FEB/2036	N/A	88163VAD1	142,000	174,551.09	0.01%
PUGET ENERGY INC 5.483% DUE 01/JUN/2035	N/A	745332BU9	147,000	173,266.99	0.01%
MAY DEPARTMENT STORES CO 6.7% BDS 15/JUL/2034	N/A	577778CE1	150,000	173,768.10	0.01%
NEWS AMERICA INC 6.65% SNR NTS 15/NOV/2037 USD1000	N/A	652482BQ2	150,000	174,448.65	0.01%
AT&T BROADBAND CORP NT 9.455% 15/NOV/2022	N/A	00209TAB1	118,000	172,309.97	0.01%
GNMA I MORTPASS 6% MBPT 15/DEC/2033 USD1000	N/A	36225B2V9	150,695	171,341.59	0.01%
USA TREASURY BDS 8.75% BDS 15/MAY/2017 USD1000	N/A	912810DY1	124,000	172,592.50	0.01%
NOBLE ENERGY INC 6% NTS 01/MAR/2041 USD1000	N/A	655044AE5	150,000	172,031.10	0.01%
ANHEUSER BUSCH 4.375% SNR PIDI 15/FEB/2021 USD	N/A	03523TBB3	150,000	171,605.70	0.01%
AMERICAN GENERAL CAPITAL II 7.5% NTS 15/JUL/2025	N/A	026351AU0	147,000	169,601.25	0.01%
NEWMONT MINING CORP 5.125% BDS 01/OCT/2019 USD1000	N/A	651639AL0	150,000	169,176.75	0.01%
VIRGINIA ELECTRIC & POWER CO 5.4% BDS 15/JAN/2016	N/A	927804EZ3	147,000	169,501.14	0.01%
SOUTHWESTERN ELEC POWER CO 5.55% BDS 15/JAN/2017	N/A	845437BH4	150,000	169,728.60	0.01%
GNMA I MORTPASS 6% 15/DEC/2033 SF PN# 604875	N/A	36200M6L2	150,379	170,489.21	0.01%
AMERIPRISE FINANCIAL INC 5.3% BDS 15/MAR/2020	N/A	03076CAE6	150,000	167,709.45	0.01%
ARCHER DANIELS MIDLAND 039483AU6 5.375%	N/A	039483AU6	147,000	167,573.97	0.01%
CSX CORP 5.5% 15/APR/2041	N/A	126408GU1	150,000	167,875.65	0.01%
BRITISH COLUMBIA (PROV OF) 4.3% 30/MAY/2013	N/A	110709FH0	159,000	165,872.30	0.01%
WYNDHAM WORLDWIDE 5.625% SNR 01/MAR/2021 USD1000	N/A	98310WAG3	150,000	166,029.45	0.01%
US BANCORP 4.125% BDS 24/MAY/2021 USD1000	N/A	91159HHA1	150,000	166,245.75	0.01%
UNITED PARCEL SERVICE INC 8.375% DEB 01/APR/2020	N/A	911308AA2	118,000	166,491.27	0.01%
GOVT NATIONAL MORTGAGE ASSOCN 5.5% MTG/BCKD	N/A	36213FP56	147,463	165,500.82	0.01%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 883922	N/A	31410BAX2	151,116	165,865.17	0.01%
ECOLAB INC 4.35% BDS 08/DEC/2021 USD1000	N/A	278865AL4	150,000	163,570.95	0.01%
ILLINOIS (STATE OF) 4.95% MUNI BDS 01/JUN/2023	N/A	452151LE1	160,000	164,825.60	0.01%
HYATT HOTELS CORPS 5.375% BDS 15/AUG/2021 USD1000	N/A	448579AD4	150,000	163,545.30	0.01%
PLACER DOME INC 6.375% NTS 01/MAR/2033 USD1000	N/A	725906AH4	139,000	164,369.59	0.01%
SLM CORP 8.45% NTS 15/JUN/2018 USD1000'TR 104'	N/A	78442FEH7	150,000	164,250.00	0.01%
TALISMAN ENERGY INC SHELF 2	N/A	87425EAE3	133,000	164,693.24	0.01%
JOHNSON CONTROLS INC 4.25% BDS 28/FEB/2021 USD1000	N/A	478366AX5	150,000	161,604.90	0.01%
LILLY(ELI)& CO 7.125% NTS 01/JUN/2025 USD1000	N/A	532457AM0	118,000	161,899.07	0.01%
ROYAL BANK OF SCOTLAND PLC 6.125% BDS 11/JAN/2021	N/A	78010XAK7	150,000	162,697.35	0.01%
SOUTHWEST AIRLINES CO 5.125 01/MAR/2017	N/A	844741AX6	147,000	161,206.52	0.01%
OMNICOM GROUP INC 4.45% BDS 15/AUG/2020 USD1000	N/A	682134AC5	150,000	162,689.70	0.01%
BP CAPITAL MARKETS AMERICA INC 4.2% GTD NTS	N/A	10373QAA8	147,000	159,343.59	0.01%
KEY BK N A MEDIUM TERM SUB BK	N/A	49306CAH4	147,000	159,463.40	0.01%
STATE OF NEW JERSEY 7.425% BONDS 15/FEB/2029	N/A	645913AA2	125,000	159,401.25	0.01%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	150,000	159,193.35	0.01%
FNMA MORTPASS 6.5% 01/SEP/2034 CL PN# 788027	N/A	31405FPL0	140,767	160,526.58	0.01%
AMERICAN INTERNATIONAL GROUP INC 5.05% NTS	N/A	026874AX5	147,000	157,299.41	0.01%
CAMDEN PROPERTY TRUST	N/A	133131AP7	147,000	158,508.63	0.01%
PERKINELMER INC 5% SNR 15/NOV/2021 USD	N/A	714046AE9	150,000	158,265.00	0.01%
MATTEL INC 5.45% BDS 01/NOV/2041 USD1000	N/A	577081AW2	150,000	158,869.35	0.01%
BIO RAD LABORATORIES INC 4.875% NTS 15/DEC/2020	N/A	090572AP3	150,000	157,305.60	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 690662	N/A	36296GJF9	144,943	157,784.57	0.01%
FLORIDA POWER & LIGHT 5.4% 01/SEP/2035	N/A	341081EU7	130,000	157,229.41	0.01%
CIGNA CORP 5.375% BDS 15/FEB/2042 USD100	N/A	125509BT5	150,000	158,851.95	0.01%
EOG RESOURCES INC 5.625% NTS 01/JUN/2019 USD2000	N/A	26875PAD3	130,000	155,781.21	0.01%
SUNTRUST BANKS INC 3.6% NTS 15/APR/2016 USD1000	N/A	867914BD4	150,000	155,912.10	0.01%
POTASH CORP OF SASKATCHEWAN INC 5.875% NTS	N/A	73755LAD9	125,000	155,589.00	0.01%
LABORATORY CORP OF AMERICA HOLDINGS 3.125% BDS	N/A	50540RAH5	150,000	156,264.15	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A48735	N/A	3128K9V43	141,811	154,845.70	0.01%
GAP INC 5.95% BDS 12/APR/2021 USD1000	N/A	364760AK4	150,000	155,085.90	0.01%
INTL BUSINESS MCHN 1.95% SNR 22/JUL/2016 USD	N/A	459200GX3	150,000	154,858.65	0.01%
WESTPAC BANKING CORP 4.625% 01/JUN/2018	N/A	961214AH6	147,000	153,433.16	0.01%
VENTAS RLTY LTD PARTNERSHIP SR NT 4.75%	N/A	92276MAW5	150,000	154,644.90	0.01%
PRUDENTIAL FINANCIAL INC 3% MTN 12/MAY/2016	N/A	74432QBR5	150,000	154,708.80	0.01%
KINROSS GOLD CORP 5.125% BDS 01/SEP/2021 USD1000	N/A	496902AF4	150,000	155,160.75	0.01%
PRUDENTIAL FINANCIAL 5.75 07/JUL/2003 15/JUL/2033	N/A	74432QAC9	147,000	152,320.81	0.01%
COLGATE-PALMOLIVE CO 2.45% BDS 15/NOV/2021 USD1000	N/A	19416QDY3	150,000	149,429.70	0.01%
FNMA MORTPASS 5.5% 01/JUL/2021 CI PN# 880950	N/A	31409WWK3	136,864	149,645.51	0.01%
FNMA MORTPASS 5.5% 01/OCT/2033 CL PN# 743235	N/A	31403AV44	136,897	151,126.26	0.01%
GNMA I MORTPASS 6.5% 15/AUG/2034 SF PN# 630038	N/A	36291J4X5	131,048	151,194.51	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2034 G0 PN# G08023	N/A	3128MJAZ3	130,561	148,824.66	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01633	N/A	3128PCY63	135,987	147,620.70	0.01%
MARATHON OIL CORP 6.8% BDS 15/MAR/2032 USD1000	N/A	565849AB2	118,000	146,966.52	0.01%
COMMER BANKS 4.8% 15/APR/2015	N/A	90333WAC2	133,000	146,518.12	0.01%
NEWS AMERICA HLDGS INC 8% NOTES 17/OCT/2016	N/A	652478BX5	118,000	145,813.66	0.01%
EQUITABLE CO'S INC 7% BDS 01/APR/2028 USD1000	N/A	29444GAJ6	133,000	143,809.84	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53219	N/A	3128KFSG6	127,340	143,679.84	0.01%
ALLSTATE CORP 020002AP6 6.125% 15/DEC/2032	N/A	020002AP6	118,000	140,057.39	0.01%
WELLPOINT INC 5.95% BDS 15/DEC/2034 USD2000	N/A	94973VAH0	118,000	141,007.17	0.01%
VERIZON COMMUNICATIONS 5.85% 15/SEP/2035	N/A	92344GAX4	118,000	139,563.44	0.01%
FEDERAL HOME LN MTG CORP PTN CTFS 6.5% MTG BDS	N/A	31297BX64	123,792	141,108.23	0.01%
CON EDISON CO OF NY 5.875% 01/APR/2033	N/A	209111EB5	118,000	140,028.48	0.01%
CATERPILLAR INC 7.3% BDS 01/MAY/2031 USD1000	N/A	149123BJ9	100,000	140,802.80	0.01%
ALLSTATE CORP 5.95% BDS 01/APR/2036 USD2000	N/A	020002AT8	118,000	138,873.02	0.01%
NEXEN INC 5.875% NTS 10/MAR/2035 USD1000	N/A	65334HAE2	133,000	139,272.95	0.01%
VALERO ENERGY CORP(NEW) 7.5% NTS 15/APR/2032	N/A	91913YAE0	118,000	137,527.23	0.01%
FNMA MORTPASS 6.5% 01/OCT/2033 CL PN# 750229	N/A	31403JPN0	118,965	136,296.24	0.01%
ONCOR ELECTRIC DEL 4.55% SNR 01/DEC/2041 USD1000	N/A	68233JAN4	150,000	137,272.50	0.01%
VIRGIN MEDIA SECURED FINANCE PLC 6.5% SR SEC NTS	N/A	92769XAC9	125,000	136,250.00	0.01%
CINTAS CORP NO. 2 4.3% BDS 01/JUN/2021 USD1000	N/A	17252MAK6	125,000	135,294.75	0.01%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 788210	N/A	31405FVB5	120,796	132,714.54	0.01%
ALBEMARLE CORP 5.1% DUE 01/FEB/2015	N/A	012653AA9	118,000	130,459.74	0.01%
SYSCO CORP 5.375% 21/SEP/2035	N/A	871829AJ6	106,000	130,041.44	0.01%
NOKIA CORP 5.375% BDS 15/MAY/2019 USD1000	N/A	654902AB1	150,000	131,213.85	0.01%
BARRICK GOLD CORP 2.9% NTS 30/MAY/2016 USD1000	N/A	067901AF5	125,000	131,077.00	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 A2 PN# A21356	N/A	31296XQH1	115,176	131,287.16	0.01%
VIACOM INC 5.50% 15MAY15/MAY/2033	N/A	925524AV2	118,000	126,276.40	0.01%
FL POWER & LIGHT 5.85% 01/FEB/2033	N/A	341081EP8	100,000	124,139.70	0.01%
KOREA DEVELOPMENT BANK 5.75% NOTES 10/SEP/2013	N/A	500630BG2	118,000	124,341.91	0.01%
SCOTTISH POWER 81013TAC5 5.81% 15/MAR/2025	N/A	81013TAC5	118,000	125,653.48	0.01%
OWENS CORNING INC 9.00% BDS 15/JUN/2019 USD1000	N/A	690742AC5	100,000	124,069.70	0.01%
COMCAST CORP 6.50% 15/NOV/2035	N/A	20030NAK7	100,000	121,895.90	0.01%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757557	N/A	36230SME1	113,423	123,471.38	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 652539	N/A	36292L4Y7	111,048	123,209.14	0.01%
DOVER CORP 5.375% BDS 01/MAR/2041 USD1000	N/A	260003AK4	100,000	120,307.00	0.01%
ANADARKO PETROLEUM CORP 6.375% BDS 15/SEP/2017	N/A	032511BH9	100,000	118,841.30	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 C0 PN# C01851	N/A	31292JBU3	101,847	116,093.39	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 719486	N/A	3620A5J75	108,253	117,843.13	0.01%
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016	N/A	032511AX5	100,000	115,614.40	0.01%
ONEOK PARTNERS LP 6.125% BDS 01/FEB/2041 USD1000	N/A	68268NAG8	100,000	114,714.50	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00871	N/A	3128PB6G4	105,861	114,651.01	0.01%
CITIGROUP INC. 5.8750% DUE 22/FEB/2033	N/A	172967BU4	118,000	113,952.72	0.01%
DELL INC 4.625% BDS 01/APR/2021 USD1000	N/A	24702RAQ4	100,000	112,663.30	0.01%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 811559	N/A	31406JTQ6	103,133	112,764.07	0.01%
GOVT NTL MTG ASSN POOL NO: 507396	N/A	36211AUV6	96,227	112,276.42	0.01%
CAMPBELL SOUP CO 4.25% NTS 15/APR/2021 USD1000	N/A	134429AW9	100,000	111,701.40	0.01%
GENERAL DYNAMICS CORP 3.875% BDS 15/JUL/2021	N/A	369550AR9	100,000	110,413.10	0.01%
DANAHER CORP 3.9% SR NTS 23/JUN/2021 USD1000	N/A	235851AM4	100,000	111,392.20	0.01%
DUKE ENERGY CAROLI 3.9% MTG 15/JUN/2021 USD1000	N/A	26442CAK0	100,000	110,361.00	0.01%
APACHE CORP 5.1% BDS 01/SEP/2040 USD1000	N/A	037411AW5	100,000	109,905.10	0.01%
WILLIS GROUP HOLDINGS 5.75% BDS 15/MAR/2021	N/A	97063PAB0	100,000	108,783.40	0.01%
HEINZ H J FIN CO 6.75% GTD NTS 15/MAR/2032 USD	N/A	42307TAG3	88,000	109,823.82	0.01%
GREAT PLAINS ENERGY INC 4.85% BDS 01/JUN/2021	N/A	391164AE0	100,000	108,034.90	0.01%
EMERSON ELECTRIC CO 6% BDS 15/AUG/2032 USD1000	N/A	291011AQ7	83,000	106,192.52	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01757	N/A	3128PC5S7	99,033	107,100.68	0.01%
INGRAM MICRO INC 5.25% BDS 01/SEP/2017 USD1000	N/A	457153AE4	100,000	108,025.00	0.01%
TECK RESOURCES LTD 3.85% BDS 15/AUG/2017 USD2000	N/A	878742AR6	100,000	106,583.70	0.01%
UNITED UTILITIES 5.375% DUE 01/FEB/2019	N/A	91311QAE5	100,000	107,806.30	0.01%
UDR INC 4.25% BDS 01/JUN/2018 USD100	N/A	91019PCS9	100,000	106,261.20	0.01%
EXPEDIA INC 5.95% SR NT 15/AUG/2020 USD1000	N/A	30212PAH8	100,000	104,541.60	0.01%
GOOGLE INC 2.125% 19/MAY/2011	N/A	38259PAC6	100,000	104,687.60	0.01%
LINCOLN NATL CORP 4.85% SNR 24/JUN/2021 USD	N/A	534187BB4	100,000	105,548.00	0.01%
WELLPOINT INC 3.7% BDS 15/AUG/2021 USD1000	N/A	94973VAW7	100,000	105,624.10	0.01%
VIACOM INC 7.875% BDS 30/JUL/2030 USD1000	N/A	925524AH3	80,000	105,475.36	0.01%
REINSURANCE GROUP OF AMERICA 5% NTS 01/JUN/2021	N/A	759351AJ8	100,000	105,944.60	0.01%
GILEAD SCIENCES INC 3.05% BDS 01/DEC/2016 USD1000	N/A	375558AT0	100,000	105,735.10	0.01%
BHP FINANCE 6.42% BDS 01/MAR/2026 USD1000	N/A	055450AH3	80,000	102,727.52	0.01%
THERMO FISHER SCIENTIFIC INC 2.05% BDS 21/FEB/2014	N/A	883556AW2	100,000	102,569.90	0.01%
FNMA MORTPASS 5.5% 01/FEB/2033 CL PN# 689741	N/A	31400KHS8	93,302	102,854.38	0.01%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932891	N/A	31412RNG8	98,541	102,803.82	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MMD59	94,581	102,672.95	0.01%
BROADCOM CORP 2.7% BDS 01/NOV/2018 USD1000	N/A	111320AE7	100,000	102,943.10	0.01%
AMERITECH CAPITAL FUNDING 6.45% NOTES 15/JAN/2018	N/A	030955AM0	88,000	101,446.22	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J06015	N/A	3128PHVG3	93,744	101,762.22	0.01%
NORFOLK SOUTHERN CORP NT 5.59 17/MAY/2025	N/A	655844AW8	84,000	101,126.00	0.01%
GENENTECH INC 5.25% NTS 15/JUL/2035 USD1000	N/A	368710AC3	88,000	100,204.37	0.01%
THE ALLSTATE CORPORATION 5.5% 09/MAY/2035	N/A	020002AS0	88,000	98,331.55	0.00%
MERCK & CO INC 6.4% SNR NOTES 01/MAR/2028 USD1000	N/A	589331AD9	74,000	98,947.32	0.00%
GNMA I MORTPASS 6.5% 15/MAR/2031 SF PN# 528589	N/A	36212BF65	85,493	99,917.86	0.00%
FLORIDA POWER & LIGHT 5.95% 01/OCT/2033	N/A	341081ER4	77,000	98,341.01	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39759	N/A	31297VZY7	89,851	98,418.01	0.00%
FHLMCGLD MORTPASS 5.5% 01/DEC/2035 A4 PN# A40376	N/A	3128K0MZ3	89,874	98,444.01	0.00%
FNMA MORTPASS 5.5% 01/MAR/2022 CI PN# 913889	N/A	31411SKA3	88,100	96,560.98	0.00%
NATIONWIDE FINANCIAL SERVICES 6.75% 15/MAY/2067	N/A	638612AJ0	105,000	97,912.50	0.00%
SAFEWAY INC 3.95% NTS 15/AUG/2020 USD1000	N/A	786514BS7	100,000	96,797.80	0.00%
GNMA I MORTPASS 6% 15/JUN/2033 SF PN# 553320	N/A	36213FVM2	86,270	97,806.97	0.00%
BUNGE LTD FINANCE CORP 5.1% SNR NTS 15/JUL/2015	N/A	120568AQ3	88,000	94,771.69	0.00%
TGT PIPELINE LLC 5.2% BDS 01/JUN/2018 USD1000	N/A	87243BAB5	88,000	94,820.44	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 G0 PN# G01391	N/A	31283HRL1	77,671	92,325.12	0.00%
GNMA I MORTPASS 6% 15/NOV/2033 SF PN# 573916	N/A	36200VSD6	82,242	93,240.47	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 G0 PN# G08064	N/A	3128MJCA6	81,081	91,915.90	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31410KTH7	82,776	91,328.73	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 B1 PN# B15071	N/A	312967T44	83,466	89,241.83	0.00%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606314	N/A	36201XSB5	79,717	89,169.08	0.00%
NEWS AMERICA HLDGS INC 7.28% SNR DEB 30/JUN/2028	N/A	652482AU4	77,000	89,916.06	0.00%
PITNEY BOWES INC 4.75% NTS 15/MAY/2018 USD1000	N/A	72447WAA7	88,000	89,098.68	0.00%
GENWORTH FINANCIAL 5.75% NTS 15/JUN/2014 USD1000	N/A	37247DAE6	88,000	90,331.91	0.00%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 555684	N/A	31385XJ57	80,149	88,355.03	0.00%
MACY'S INC 6.9% DEB 01/APR/2029 USD1000	N/A	31410HAQ4	75,000	87,102.60	0.00%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	77,000	85,380.83	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2036 A4 PN# A41548	N/A	3128K1WH0	72,813	85,241.38	0.00%
ORACLE CORP 5.25% SNR NTS 15/JAN/2016 USD1000	N/A	68402LAC8	72,000	82,998.79	0.00%
GNMA I MORTPASS 6% 15/APR/2033 SF PN# 604243	N/A	36200MHU0	71,081	80,587.07	0.00%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757555	N/A	36230SMC5	73,965	80,676.24	0.00%
WEATHERFORD INTERNATIONAL 5.5% BDS 15/FEB/2016	N/A	947076AB1	74,000	82,045.50	0.00%
ENERGIZER HLDGS INC 4.7% SNR NTS 19/MAY/2021	N/A	29266RAB4	75,000	79,564.05	0.00%
GNMA I MORTPASS 7% 15/JUL/2032 SF PN# 570022	N/A	36200RG71	67,469	80,451.12	0.00%
CINCINNATI GAS ELECTRIC 5.4% 15/JUN/2033	N/A	172070CP7	74,000	77,443.44	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2034 G0 PN# G01741	N/A	31283H5A9	67,094	76,793.59	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2019 B1 PN# B16087	N/A	312968XQ8	71,685	78,089.16	0.00%
APACHE CORP 7.625% NOTES 01/JUL/2019 USD1000	N/A	037411AP0	59,000	75,521.42	0.00%
GNMA I MORTPASS 5.5% 15/FEB/2035 SF PN# 486921	N/A	36210A4E4	66,796	74,737.03	0.00%
ENERGY TRANSFER PARTNERS L.P. 6.05% SR BDS	N/A	29273RAP4	75,000	75,829.35	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2035 G0 PN# G01947	N/A	3128LXEU0	62,636	73,325.77	0.00%
WISCONSIN ELECTRIC POWER 5.62% 15/MAY/2033	N/A	976656BW7	59,000	72,749.30	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2021 G1 PN# G12348	N/A	3128M1P94	68,708	74,480.95	0.00%
FHLMCGLD MORTPASS 5% 01/JUN/2021 G1 PN# G18122	N/A	3128MMD42	65,502	70,838.66	0.00%
TEVA PHARMA FIN BV 3.65% NTS 10/NOV/2021 USD1000	N/A	88165FAF9	69,000	71,501.66	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/DEC/2033	N/A	36225B2X5	63,741	72,494.72	0.00%
GNMA	N/A	36213E3Z7	60,961	72,605.82	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 G1 PN# G11972	N/A	3128M1CH0	63,086	68,071.44	0.00%
CBS CORP 8.875% BDS 15/MAY/2019 USD2000	N/A	124857AC7	50,000	66,644.55	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2021 J0 PN# J01980	N/A	3128PDFV7	61,295	66,169.69	0.00%
DOMTAR CORPORATION 10.75% BDS 01/JUN/2017 USD1000	N/A	257559AG9	50,000	64,375.00	0.00%
TENNESSEE VALLEY AUTHORITY 6.25% BDS 15/DEC/2017	N/A	880591CU4	50,000	63,422.10	0.00%
GNMA I MORTPASS 6% 15/JAN/2034 SF PN# 621856	N/A	36290YZV3	56,708	64,185.18	0.00%
GNMA I MORTPASS 7% 15/MAY/2032 SF PN# 568715	N/A	36213YYL0	52,910	63,090.65	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUL/2034 A2 PN# A24988	N/A	31297CRH5	56,377	64,262.74	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2029 A1 PN# A18212	N/A	31296TDR2	55,003	64,675.50	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2032 G0 PN# G01449	N/A	31283HTE5	53,218	63,258.23	0.00%
FHLMCGLD MORTPASS 5% 01/JUL/2021 J0 PN# J03074	N/A	3128PEMX3	59,578	64,432.11	0.00%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00935	N/A	3128PCBC5	58,633	63,501.30	0.00%
GNMA I MORTPASS 7% 15/APR/2032 SP PN# 781431	N/A	36225BSU3	52,256	62,093.40	0.00%
KERN RIVER FUNDING CORP 4.893% BDS 30/APR/2018	N/A	49228RAE3	52,712	58,320.57	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43452	N/A	3128K3ZR1	50,528	55,172.56	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2020 G1 PN# G18062	N/A	3128MMB85	50,999	55,284.28	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31283HN43	46,783	55,609.60	0.00%
FHLMCGLD MORTPASS 6.5% 01/SEP/2035 A4 PN# A46935	N/A	3128K7V47	48,177	54,615.02	0.00%
FHLMCGLD MORTPASS 5% 01/FEB/2021 J0 PN# J01189	N/A	3128PCKA9	49,305	53,322.26	0.00%
FNMA MORTPASS 7% 01/AUG/2037 CL PN# 925172	N/A	31412G2D2	46,423	53,801.18	0.00%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 867183	N/A	31409CM85	49,328	53,934.63	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2033 G0 PN# G01536	N/A	31283HV51	46,370	54,282.93	0.00%
FORTUNE BRANDS INC 5.375% BDS 15/JAN/2016 USD1000	N/A	349631AL5	48,000	53,365.44	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 A3 PN# A31989	N/A	31297MF60	45,967	52,110.12	0.00%
FHLMCGLD MORTPASS 8% 01/OCT/2030 C4 PN# C43967	N/A	31298CMQ9	46,376	52,523.93	0.00%
KINDER MORGAN ENER 3.5% SNR 01/MAR/2016 USD1000	N/A	494550BG0	50,000	53,013.30	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2021 G1 PN# G12245	N/A	3128M1L23	45,806	49,654.85	0.00%
OMNICOM GROUP INC 3.625% BDS 01/MAY/2022 USD1000	N/A	681919AZ9	50,000	50,040.85	0.00%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 879115	N/A	31409UVG7	46,460	50,799.17	0.00%
FNMA MORTPASS 7.5% 01/OCT/2031 CL PN# 607212	N/A	31388KR95	41,363	50,378.14	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GSZK6	44,721	48,562.81	0.00%
MARSH & MCLENNAN COS INC 5.75% 15/SEP/2015	N/A	571748AP7	43,000	48,181.80	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C67235	N/A	31287TBC8	40,520	47,434.67	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68300	N/A	31287UGH9	39,793	46,584.29	0.00%
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 889745	N/A	31410KP65	41,731	46,003.14	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402CVN9	41,667	45,933.09	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2021 J0 PN# J01279	N/A	3128PCM41	41,225	44,751.44	0.00%
FNMA MORTPASS 5.5% 01/JUN/2022 CI PN# 939673	N/A	31413AMW0	39,738	43,427.77	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01570	N/A	3128PCW73	40,122	43,554.00	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2034 C0 PN# C01806	N/A	31292JAF7	37,140	43,477.85	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128M1R92	38,613	41,916.85	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2037 G0 PN# G03620	N/A	3128M5K90	37,456	42,262.13	0.00%
FEDERAL HOME LN MTG CORP GOLD POOL # G11409 DTD	N/A	31283KR67	38,134	41,409.99	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2030 C0 PN# C01106	N/A	31292HGP3	36,284	43,129.99	0.00%
GNMA I MORTPASS 6.5% 15/AUG/2036 SF PN# 657912	N/A	36294R3V9	37,186	42,774.76	0.00%
FNMA MORTPASS 3.5% 01/NOV/2040 CL PN# AB1735	N/A	31416W4V1	41,477	43,167.84	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUL/2021 J0 PN# J03028	N/A	3128PELH9	37,592	40,960.85	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2035 A3 PN# A33137	N/A	31297NPW0	35,049	39,951.87	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2031 G0 PN# G01217	N/A	31283HK61	31,480	37,418.81	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31409BHT7	34,378	37,899.77	0.00%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 839585	N/A	31407SXN7	35,506	38,888.71	0.00%
FNMA MORTPASS 5.5% 01/APR/2033 CL PN# 713560	N/A	31401NWV7	35,285	38,897.08	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C6 PN# C69908	N/A	31287WAH1	33,206	38,872.45	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C66916	N/A	31287SVH7	30,512	35,719.39	0.00%
GNMA I MORTPASS 6% 15/DEC/2032 SF PN# 552952	N/A	36213FH55	32,591	37,051.13	0.00%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 G1 PN# G18096	N/A	3128MMDA8	31,813	34,614.27	0.00%
FNMA MORTPASS 7% 01/MAY/2032 CL PN# 545605	N/A	31385JDJ4	28,442	33,571.89	0.00%
GNMA I MORTPASS 7% 15/DEC/2029 SP PN# 781124	N/A	36225BG93	28,882	35,034.29	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 602102	N/A	36200H3K8	30,723	34,831.25	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 8% MTG BDS	N/A	31292HRA4	27,289	33,781.30	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2019 G1 PN# G18007	N/A	3128MMAH6	30,151	32,740.76	0.00%
GNMA I MORTPASS 6% 15/MAY/2033 SF PN# 611526	N/A	36202WLF4	27,786	31,501.78	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/OCT/2032	N/A	36200ACN7	28,367	32,248.64	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2031 C5 PN# C54792	N/A	31298RKD7	27,292	32,202.58	0.00%
FHLMCGLD MORTPASS 6.5% 01/NOV/2033 A1 PN# A16419	N/A	31296RDY1	28,170	32,242.69	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E0 PN# E01139	N/A	31294KHQ1	29,645	31,680.99	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2036 A4 PN# A48303	N/A	3128K9GL2	25,638	30,004.12	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 829704	N/A	31407FX96	27,231	29,824.87	0.00%
FNMA MORTPASS 6.5% 01/APR/2033 CL PN# 694846	N/A	31400Q5F6	27,407	31,399.40	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31292HP65	26,628	31,172.67	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01879	N/A	3128PDCQ1	27,984	30,377.18	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88055	N/A	3128GQ5Q0	25,737	28,312.89	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E0 PN# E01140	N/A	31294KHR9	25,813	27,600.02	0.00%
GOVT NATL MTG ASSOC POOL NUMBER X781699 SP VAR	N/A	36225B3G1	23,966	28,472.95	0.00%
GNMA I MORTPASS 6% 15/JUN/2035 SP PN# 781933	N/A	36241KEE4	25,877	29,289.33	0.00%
FHLMCGLD MORTPASS 5.5% 01/AUG/2021 G1 PN# G12310	N/A	3128M1N39	26,016	28,242.19	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01771	N/A	3128PC6G2	26,816	28,901.79	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89222	N/A	3128GSG76	26,059	28,297.55	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% MTG BDS	N/A	31385JBZ0	22,088	26,171.20	0.00%
FINANCING CORP 9.80% BDS 30/NOV/2017 USD1000	N/A	317705AC5	18,000	26,016.91	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7.5% MTG BDS	N/A	36225BUE6	21,952	25,788.53	0.00%
FHLMCGLD MORTPASS 4.5% 01/JUL/2012 M8 PN# M80981	N/A	31282SCS9	23,759	24,153.83	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C63171	N/A	31287NQY7	20,899	24,659.10	0.00%
FHLMCGLD MORTPASS 4.5% 01/FEB/2013 M8 PN# M81009	N/A	31282SDN9	23,884	24,419.72	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 811505	N/A	31406JR21	20,719	22,841.14	0.00%
FNMA MORTPASS 5.5% 01/APR/2021 CI PN# 878121	N/A	31409TSJ8	20,160	22,225.02	0.00%
GOVT NTL MTG ASSN POOL NO: 485879	N/A	36209YXG8	18,322	21,991.77	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88106	N/A	3128GRAF6	18,679	20,777.18	0.00%
GNMA I MORTPASS 7% 15/JUL/2029 SF PN# 470643	N/A	36209FZG7	17,675	21,109.20	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90645	N/A	3128GUWE8	19,694	21,453.72	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E0 PN# E01157	N/A	31294KJA4	19,013	20,338.38	0.00%
FNMA MORTPASS 5% 01/DEC/2021 CI PN# 901509	N/A	31410YR63	19,500	21,198.81	0.00%
FNMA MORTPASS 7.5% 01/SEP/2032 CL PN# 661664	N/A	31391BB97	20,238	20,969.95	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89530	N/A	3128GSST5	16,610	18,037.04	0.00%
GOVT NTL MTG ASSN POOL NO: 781287 7% 15/MAY/2031	N/A	36225BNC8	15,060	17,827.11	0.00%
GNMA I MORTPASS 6% 15/MAR/2029 SF PN# 502969	N/A	36210UW66	17,043	19,306.36	0.00%
FNMA MORTPASS 5% 01/OCT/2021 CI PN# 903350	N/A	31411BTF0	17,580	19,112.26	0.00%
FNMA MORTPASS 5.5% 01/APR/2021 CI PN# 878120	N/A	31409TSH2	17,472	19,261.96	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E8 PN# E89924	N/A	3128GTAZ8	17,067	18,983.89	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58694	N/A	31298VUT2	15,294	18,045.68	0.00%
FNMA MORTPASS 7% 01/NOV/2034 CL PN# 807310	N/A	31406D3T1	16,543	19,294.83	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 847832	N/A	31408C4R4	17,624	19,303.11	0.00%
FNMA MORTPASS 5.5% 01/DEC/2020 CI PN# 830670	N/A	31407G2B3	17,336	19,111.98	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% MTG BDS	N/A	31390NTS1	16,624	19,592.69	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C7 PN# C70211	N/A	31287XGU4	16,072	18,814.27	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87291	N/A	3128GQC41	14,649	16,294.95	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7% MGBK 15/SEP/2031	N/A	36225BPM4	14,338	16,950.59	0.00%
GNMA I MORTPASS 7.5% 15/APR/2031 SF PN# 508473	N/A	36211B2E3	13,951	16,907.48	0.00%
FNMA MORTPASS 5.5% 01/MAY/2022 CI PN# 913331	N/A	31411RVY1	14,996	16,388.76	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 841947	N/A	31407VL45	14,485	15,864.69	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17177	N/A	31296R6N3	15,137	17,402.59	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2029 A1 PN# A16201	N/A	31296Q3J7	16,233	16,708.95	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E0 PN# E00975	N/A	31294KCL7	16,337	17,350.56	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2014 E0 PN# E00677	N/A	31294JXE3	16,002	16,832.30	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90594	N/A	3128GUUT7	16,159	17,547.25	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2036 A4 PN# A49960	N/A	3128KBB57	12,408	14,521.58	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 838566	N/A	31407RTX2	13,586	14,977.77	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 8% MGBK 15/MAR/2032	N/A	36225BSS8	12,518	14,898.64	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2032 SP PN# 781401	N/A	36225BRW0	11,979	14,462.55	0.00%
GNMA I MORTPASS 6% 15/APR/2029 SP PN# 781014	N/A	36225BDT2	12,965	14,708.06	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 588192	N/A	36201NNH9	13,778	15,689.38	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% BDS 01/MAR/2038	N/A	31371NS22	12,387	14,353.68	0.00%
DOMINION RESOURCES INC 6.3% 15MAR15/MAR/2033	N/A	25746UAN9	10,000	12,483.04	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88768	N/A	3128GRW54	10,910	11,847.34	0.00%
FNMA MORTPASS 5.5% 01/APR/2022 CI PN# 913323	N/A	31411RVQ8	12,191	13,323.11	0.00%
GOVT NATL MTG ASSN POOL NO: 552474	N/A	36213EXB7	11,465	13,671.36	0.00%
GNMA I MORTPASS 6% 15/JUL/2033 SF PN# 572733	N/A	36200UHJ7	11,231	12,733.16	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 840808	N/A	31407UDM6	11,095	12,152.05	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2015 E0 PN# E00802	N/A	31294J3K2	11,158	11,889.73	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2018 G1 PN# G11434	N/A	31283KSX7	10,987	12,220.70	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C0 PN# C01051	N/A	31292HEY6	8,452	10,431.81	0.00%
GOVT NTL MTG ASSN POOL NO: 531352	N/A	36212EH59	9,348	11,420.98	0.00%
FNMA MORTPASS 5.5% 01/JAN/2022 CI PN# 906317	N/A	31411E4A2	10,728	11,724.18	0.00%
FNMA MORTPASS 5.5% 01/JUL/2020 CI PN# 822023	N/A	31406WG81	10,199	11,170.12	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E0 PN# E01156	N/A	31294KH99	10,607	11,635.20	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83636	N/A	3128GLBD3	7,398	8,033.20	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E86995	N/A	3128GPXY4	7,173	7,978.79	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2017 G1 PN# G11458	N/A	31283KTP3	7,626	8,228.28	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68290	N/A	31287UF72	7,184	8,409.47	0.00%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 825811	N/A	31407BN47	8,250	9,095.07	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 839100	N/A	31407SGH9	8,276	9,064.29	0.00%
GNMA I MORTPASS 7.5% 15/MAR/2032 SP PN# 781478	N/A	36225BUB2	7,812	9,452.29	0.00%
GNMA I MORTPASS 8% 15/NOV/2029 SF PN# 524269	N/A	36211VMS6	9,529	9,789.67	0.00%
GNMA I MORTPASS 7% 15/MAR/2029 SF PN# 487053	N/A	36210BBW4	7,599	9,075.57	0.00%
GNMA I MORTPASS 8% 15/JUL/2032 SF PN# 583645	N/A	36201HL27	7,293	8,075.00	0.00%
FNMA MORTPASS 5.5% 01/JAN/2022 CI PN# 906205	N/A	31411EYA9	7,515	8,217.17	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 843102	N/A	31407WU35	8,816	9,719.20	0.00%
FNMA MORTPASS 5.5% 01/AUG/2020 CI PN# 835228	N/A	31407M4M4	7,960	8,775.26	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2017 E0 PN# E01205	N/A	31294KKS3	8,311	9,122.09	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E0 PN# E00987	N/A	31294KCY9	8,774	9,631.70	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2016 E0 PN# E00985	N/A	31294KCW3	9,056	9,624.87	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31285	N/A	31293WNA4	6,580	7,874.56	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2031 C6 PN# C61105	N/A	31287LGN6	7,442	8,780.80	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E84912	N/A	3128GMN55	7,378	8,206.39	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2016 E8 PN# E85387	N/A	3128GM6Y1	6,233	6,768.20	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SF PN# 549742	N/A	36213BWB4	6,466	7,760.70	0.00%
GNMA I MORTPASS 7% 15/AUG/2028 SF PN# 457801	N/A	36208QRW8	6,488	7,725.70	0.00%
GNMA I MORTPASS 7% 15/OCT/2032 SF PN# 596657	N/A	36200BZW0	6,221	7,418.29	0.00%
FNMA MORTPASS 5.5% 01/MAR/2022 CI PN# 914385	N/A	31411S2S4	5,781	6,317.53	0.00%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 885440	N/A	31410CV90	7,032	7,745.13	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 870092	N/A	31409FUR7	5,675	6,204.65	0.00%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 837194	N/A	31407QC79	5,704	6,247.77	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2031 C5 PN# C53324	N/A	31298PVR8	6,191	7,304.55	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2031 C4 PN# C47287	N/A	31298GCY4	6,158	7,508.99	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2030 C4 PN# C44957	N/A	31298DQJ9	5,456	6,736.44	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2030 C4 PN# C43550	N/A	31298B5K3	5,493	6,528.80	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E0 PN# E01137	N/A	31294KHN8	6,374	6,808.37	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E0 PN# E01127	N/A	31294KHC2	6,560	7,183.08	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E0 PN# E00938	N/A	31294KBF1	5,816	6,278.98	0.00%
FHLMCGLD MORTPASS 8% 01/JAN/2030 C3 PN# C37436	N/A	31294EHM4	5,027	6,186.73	0.00%
FHLMCGLD MORTPASS 8% 01/APR/2032 C0 PN# C01370	N/A	31292HQX5	5,719	7,075.99	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2031 C0 PN# C01222	N/A	31292HLB8	5,320	6,276.71	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2028 C0 PN# C00678	N/A	31292GXF8	6,179	7,388.05	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2032 C7 PN# C71089	N/A	31287YF66	6,122	6,366.12	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 G1 PN# G11207	N/A	31283KKU1	5,814	6,228.67	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2015 G1 PN# G11001	N/A	31283KDE5	5,899	6,268.02	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2031 G0 PN# G01309	N/A	31283HN27	6,184	7,296.20	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89217	N/A	3128GSG27	5,548	6,024.72	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89151	N/A	3128GSEY9	5,472	5,941.96	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89149	N/A	3128GSEW3	6,424	6,976.30	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2025 D6 PN# D60780	N/A	3128EW2M1	3,524	4,259.90	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83355	N/A	3128GKWQ3	3,934	4,272.32	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2017 E8 PN# E88076	N/A	3128GQ6M8	5,065	5,500.46	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89788	N/A	3128GS2V8	4,759	5,167.32	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GUGB2	3,883	4,216.74	0.00%
GNMA I MORTPASS 7.5% 15/DEC/2031 SP PN# 781380	N/A	36225BQ92	4,309	5,067.81	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SP PN# 781319	N/A	36225BPC6	4,702	5,584.70	0.00%
GOVT NTL MTG ASSN POOL NO: 550991	N/A	36213DC48	3,499	4,089.47	0.00%
GNMA I MORTPASS 8% 15/APR/2031 SF PN# 544470	N/A	36212U2B6	4,098	4,207.27	0.00%
GNMA I MORTPASS 7% 15/JUN/2029 SF PN# 509099	N/A	36211CRU8	4,471	5,299.19	0.00%
GNMA I MORTPASS 6.5% 15/FEB/2029 SF PN# 486936	N/A	36210A4V6	4,600	5,376.40	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 896599	N/A	31410TDC6	4,110	4,494.03	0.00%
FNMA MORTPASS 5.5% 01/OCT/2021 CI PN# 894126	N/A	31410QLF6	3,618	3,955.87	0.00%
FNMA MORTPASS 5.5% 01/MAR/2021 CI PN# 870296	N/A	31409F3D8	4,070	4,449.54	0.00%
FNMA MORTPASS 5.5% 01/JUN/2021 CI PN# 845489	N/A	31408AKA7	4,145	4,532.02	0.00%
FNMA MORTPASS 5.5% 01/MAR/2034 CL PN# 725223	N/A	31402CVQ2	4,411	4,862.28	0.00%
FHLMCGLD MORTPASS 7.5% 01/MAR/2031 C4 PN# C48206	N/A	31298HDK1	5,338	5,608.00	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2017 E0 PN# E01138	N/A	31294KHP3	4,183	4,583.61	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E0 PN# E01095	N/A	31294KGC3	4,321	4,612.88	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2030 C0 PN# C00921	N/A	31292HAW4	4,513	5,495.48	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2027 C0 PN# C00566	N/A	31292GTX4	4,614	5,568.73	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2032 C6 PN# C68988	N/A	31287U6Z0	4,196	4,247.24	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2032 C6 PN# C65717	N/A	31287RK65	5,393	5,601.97	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2032 C6 PN# C64121	N/A	31287PSJ3	5,281	5,847.69	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C62218	N/A	31287MPB0	3,668	4,328.11	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2013 E6 PN# E69050	N/A	31280QBT4	4,383	4,729.31	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90667	N/A	3128GUW40	5,150	5,592.20	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90227	N/A	3128GUHC9	3,823	4,151.11	0.00%
GNMA I MORTPASS 7% 15/MAY/2024 SF PN# 376510	N/A	36204QGT1	4,215	4,882.86	0.00%
GOVT NTL MTG ASSN POOL NO: 580972	N/A	36201EMV9	3,437	4,017.00	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 896605	N/A	31410TDJ1	3,681	4,024.99	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2029 C3 PN# C32914	N/A	31293YGX8	3,844	4,350.58	0.00%
FHLMC GOLD PC GROUP NO: C18271 07.000 FGPC C18271	N/A	31293EFL9	4,152	4,963.45	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2031 C0 PN# C01305	N/A	31292HNW0	4,496	5,498.51	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C0 PN# C01116	N/A	31292HGZ1	3,419	4,175.89	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2030 C0 PN# C01103	N/A	31292HGL2	3,327	4,057.92	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89909	N/A	3128GTAJ4	5,191	5,622.32	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89496	N/A	3128GSRR0	4,158	4,447.78	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2017 E8 PN# E89203	N/A	3128GSGL5	3,892	4,329.25	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E88729	N/A	3128GRVW6	4,964	5,390.46	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88474	N/A	3128GRMX4	5,175	5,619.29	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2027 D8 PN# D82854	N/A	3128FSE38	3,439	4,097.19	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2015 E8 PN# E81394	N/A	3128GHRP8	4,268	4,548.18	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2016 E8 PN# E82815	N/A	3128GKDU5	2,278	2,458.17	0.00%
GNMA I MORTPASS 6.5% 15/DEC/2031 SF PN# 555171	N/A	36213HW88	1,695	1,972.89	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 535388	N/A	36212JXR2	2,516	2,796.77	0.00%
GNMA I MORTPASS 8% 15/JAN/2030 SF PN# 525561	N/A	36211WZ27	2,395	2,494.23	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 486019	N/A	36209Y4C9	2,414	2,828.80	0.00%
FNMA MORTPASS 7% 01/APR/2033 CL PN# 701261	N/A	31400YB62	2,004	2,350.15	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2031 C6 PN# C60012	N/A	31298YAM3	2,310	2,725.38	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58647	N/A	31298VTC1	3,159	3,727.23	0.00%
FHLMC GOLD PC GROUP NO: C48851 07.000 FGPC C48851	N/A	31298HZQ4	2,902	3,424.50	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C4 PN# C46932	N/A	31298FVZ2	3,081	3,752.81	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41561	N/A	31297YWW8	2,579	2,798.97	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 E0 PN# E01083	N/A	31294KFY6	2,444	2,660.32	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2030 C3 PN# C37703	N/A	31294ERY7	2,668	3,241.46	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C0 PN# C01209	N/A	31292HKW3	2,087	2,574.53	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2029 C0 PN# C00836	N/A	31292G4V5	2,836	3,393.55	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2031 C6 PN# C61298	N/A	31287LNP3	3,468	3,624.10	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2015 G1 PN# G11164	N/A	31283KJH2	1,971	2,080.05	0.00%
FHLMCGLD MORTPASS 6% 01/OCT/2012 G1 PN# G10749	N/A	31283JZN4	2,023	2,039.12	0.00%
FHLMC GOLD PC GROUP NO: G01315 07.% 01/SEP/2031	N/A	31283HN84	1,748	2,078.09	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2030 G0 PN# G01108	N/A	31283HGR0	2,147	2,569.23	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90313	N/A	3128GUK27	2,079	2,257.98	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89347	N/A	3128GSL47	2,043	2,218.56	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E8 PN# E87584	N/A	3128GQM99	3,050	3,311.57	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87446	N/A	3128GQHX2	2,275	2,530.43	0.00%
FHLMCGLD MORTPASS 6% 01/DEC/2016 E8 PN# E86533	N/A	3128GPHJ5	3,409	3,701.47	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2016 E8 PN# E85800	N/A	3128GNNR5	2,676	2,976.40	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E85117	N/A	3128GMVJ6	2,809	3,124.25	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E8 PN# E84236	N/A	3128GLV58	2,658	2,956.14	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83233	N/A	3128GKSW5	2,778	3,017.18	0.00%
GNMA I MORTPASS 7.5% 15/NOV/2031 SF PN# 574837	N/A	36200WS28	3,105	3,239.27	0.00%
GNMA I MORTPASS 7% 15/OCT/2031 SF PN# 571267	N/A	36200STY6	1,853	2,223.61	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36429	N/A	31294DEA5	1,796	2,135.34	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2013 E7 PN# E72896	N/A	3128G7GD9	2,990	3,090.35	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2015 E8 PN# E84097	N/A	3128GLRS3	2,130	2,320.60	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2015 E8 PN# E81396	N/A	3128GHRR4	308	330.05	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2016 E8 PN# E83933	N/A	3128GLLN0	298	331.30	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2015 G1 PN# G11003	N/A	31283KDG0	582	618.63	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 C6 PN# C66744	N/A	31287SP50	1,307	1,529.80	0.00%
FHLMCGLD MORTPASS 8% 01/JUL/2024 C0 PN# C00351	N/A	31292GL87	1,262	1,514.20	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36306	N/A	31294DAF8	886	1,052.74	0.00%
GNMA I MORTPASS 7.5% 15/AUG/2029 SF PN# 434505	N/A	36207KU65	317	384.13	0.00%
GNMA I MORTPASS 7% 15/OCT/2029 SF PN# 416538	N/A	36206NV77	979	1,147.91	0.00%
FNMA PASS THRU CTF POOL NO: 607632	N/A	31388LA91	269	308.21	0.00%
FNMA MORTPASS 6.5% 01/NOV/2031 CL PN# 607559	N/A	31388K5U2	1,091	1,249.81	0.00%
FNMA MORTPASS 7.5% 01/FEB/2031 CL PN# 560868	N/A	31386ECD8	889	918.28	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2031 C5 PN# C55071	N/A	31298RT48	822	858.16	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2030 C4 PN# C44017	N/A	31298CPA1	956	1,021.15	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6.5% MTG BDS	N/A	31294KC94	1,094	1,189.68	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2012 E0 PN# E00507	N/A	31294JR42	82	82.78	0.00%
GNMA I MORTPASS 9% 15/NOV/2019 SF PN# 279461	N/A	36220JMJ2	1,296	1,536.07	0.00%
GNMA I MORTPASS 7% 15/SEP/2031 SF PN# 555125	N/A	36213HVS5	992	1,002.24	0.00%
GNMA I MORTPASS 7% 15/JAN/2031 SF PN# 540659	N/A	36212QTQ3	1,099	1,307.79	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2031 SF PN# 537406	N/A	36212MAF6	1,192	1,299.27	0.00%
GNMA I MORTPASS 7.5% 15/OCT/2030 SF PN# 536334	N/A	36212KY72	735	815.91	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31282	N/A	31293WM72	422	504.69	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2032 C6 PN# C68307	N/A	31287UGQ9	1,659	1,686.74	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2014 G1 PN# G11612	N/A	31283KYH5	3	2.92	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83231	N/A	3128GKSU9	1,264	1,372.43	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88134	N/A	3128GRBB4	1,103	1,197.94	0.00%
FHLMCGLD MORTPASS 6% 01/NOV/2016 E8 PN# E86183	N/A	3128GN2Q0	1,316	1,429.04	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E8 PN# E82132	N/A	3128GJLM7	1,218	1,304.41	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	109,102,095	109,102,095.06	5.73%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	26,080,000	29,598,765.76	1.55%
UNITED STATES TREAS NTS 3.50% 15/MAY/2020	N/A	912828ND8	25,400,000	28,571,037.60	1.50%
FEDERAL HOME LOAN BANKS 0.375% BDS 27/NOV/2013	N/A	3133762C8	25,000,000	25,005,075.00	1.31%
UNITED STATES TREAS BDS 06.25% 15/AUG/2023	N/A	912810EQ7	17,181,000	23,795,685.00	1.25%
UNITED STATES TREAS NTS 0.5% 31/MAY/2013	N/A	912828QZ6	20,000,000	20,057,820.00	1.05%
UNITED STATES TREAS NTS 0.250% 31/OCT/2013	N/A	912828RN2	20,000,000	19,981,240.00	1.05%
FHLMCGLD MORTPASS 5% 01/FEB/2040 A9 PN# A91165	N/A	312939JJ1	18,285,824	19,698,112.90	1.03%
TBA FNMA SF 4.50 30 YRS APR	N/A	01F042640	18,000,000	19,144,688.40	1.00%
UNITED STATES TREAS NTS 0.375% 15/NOV/2014	N/A	912828RQ5	18,000,000	17,955,000.00	0.94%
UNITED STATES TREAS NTS 0.125% 31/DEC/2013	N/A	912828RW2	17,000,000	16,941,554.00	0.89%
FHLMCGLD MORTPASS 5.5% 01/MAY/2039 G0 PN# G05459	N/A	3128M7MG8	15,255,065	16,613,643.60	0.87%
GNMA I MORTPASS 4.5% 15/MAR/2039 SF PN# 697957	N/A	36296QME6	14,904,660	16,261,931.21	0.85%
UNITED STATES OF AMER TREAS NOTES 1.875% TB	N/A	912828KF6	15,000,000	15,435,930.00	0.81%
UNITED STATES TREAS NTS 3% 31/AUG/2016	N/A	912828LL2	14,000,000	15,263,276.00	0.80%
UNITED STATES TREAS NTS 1.250% 31/AUG/2015	N/A	912828NV8	14,800,000	15,113,345.60	0.79%
UNITED STATES TREAS NTS 1.000% 31/AUG/2016	N/A	912828RF9	15,000,000	15,064,455.00	0.79%
UNITED STATES TREAS NTS 0.125% 31/AUG/2013	N/A	912828RD4	15,000,000	14,966,010.00	0.79%
UNITED STATES TREAS NTS 0.125% 30/SEP/2013	N/A	912828RK8	15,000,000	14,961,915.00	0.79%
UNITED STATES TREAS NTS 02.250% 31/MAY/2014	N/A	912828KV1	14,000,000	14,560,000.00	0.76%
UNITED STATES TREAS NTS 3.25% 31/DEC/2016	N/A	912828MD9	12,650,000	13,970,343.75	0.73%
UNITED STATES TREAS NTS 1.375% 30/SEP/2018	N/A	912828RH5	13,000,000	12,913,667.00	0.68%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	N/A	31385XAW7	10,884,139	11,784,712.77	0.62%
UNITED STATES TREAS NTS 0.875% 28/FEB/2017	N/A	912828SJ0	11,500,000	11,419,143.50	0.60%
UNITED STATES TREAS NTS 1.375% 15/MAR/2013	N/A	912828MT4	11,200,000	11,321,184.00	0.59%
UNITED STATES TREAS NTS 0.500% 15/OCT/2013	N/A	912828PB0	11,000,000	11,032,230.00	0.58%
UNITED STATES TREAS NTS 1.875% 30/APR/2014	N/A	912828KN9	10,525,000	10,850,622.45	0.57%
UNITED STATES TREAS BDS 3.750% 15/AUG/2041	N/A	912810QS0	10,000,000	10,810,940.00	0.57%
GNMA II MORTPASS 5% 20/JUL/2040 SF PN# 004747	N/A	36202FHY5	9,706,534	10,704,682.78	0.56%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31416BL71	9,585,105	10,588,305.03	0.56%
UNITED STATES TREAS NTS 1.750% 31/JUL/2015	N/A	912828NP1	9,860,000	10,224,356.58	0.54%
UNITED STATES TREAS NTS 0.25% 30/NOV/2013	N/A	912828RS1	10,000,000	9,989,450.00	0.52%
UNITED STATES TREAS NTS 0.25% 31/JAN/2014	N/A	912828SB7	10,000,000	9,985,550.00	0.52%
UNITED STATES TREAS BDS 4.375% 15/NOV/2039	N/A	912810QD3	8,245,000	9,906,878.69	0.52%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AA9809	N/A	31416T3T4	9,234,248	9,824,561.24	0.52%
FNMA MORTPASS 5% 01/APR/2038 CL PN# 974965	N/A	31414STW3	8,833,677	9,549,408.96	0.50%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31416BRY6	8,774,315	9,500,318.37	0.50%
UNITED STATES TREAS BDS 4.75% 15/FEB/2041	N/A	912810QN1	7,400,000	9,431,529.40	0.49%
UNITED STATES TREAS NTS 2.000%30/APR/2016	N/A	912828QF0	9,000,000	9,428,202.00	0.49%
UNITED STATES TREAS BDS 4.625% 15/FEB/2040	N/A	912810QE1	7,395,000	9,235,659.87	0.48%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	N/A	912810QT8	9,600,000	9,208,502.40	0.48%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9890	N/A	31417W7C9	8,478,679	8,881,992.27	0.47%
GNMA II MORTPASS 4.5% 20/AUG/2040 SF PN# 004771	N/A	36202FJQ0	8,098,937	8,825,065.75	0.46%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	8,500,000	8,605,689.00	0.45%
UNITED STATES TREAS NTS 2.375% 31/MAY/2018	N/A	912828QQ6	8,000,000	8,467,504.00	0.44%
FEDERAL NATIONAL MORTGAGE ASSOC 0.65% NTS	N/A	3135G0CN1	8,400,000	8,404,393.20	0.44%
FEDERAL HOME LOAN BANKS 5.25% BDS 05/JUN/2017	N/A	3133XL4N0	7,000,000	8,356,705.00	0.44%
FNMA MORTPASS 4.5% 01/JUN/2039 CL PN# 190396	N/A	31368HNM1	7,770,580	8,267,325.66	0.43%
FEDERAL HOME L MTG CORP 4.375% BDS 17/JUL/2015	N/A	3134A4VC5	7,214,000	8,069,464.98	0.42%
FNMA MORTPASS 6.5% 01/DEC/2030 CL PN# AD0716	N/A	31418MYN6	7,025,559	8,037,041.19	0.42%
UNITED STATES TREAS NTS 2.5% 30/APR/2015	N/A	912828MZ0	7,475,000	7,916,488.45	0.42%
UNITED STATES TREAS NTS 1.375% 31/DEC/2018	N/A	912828RY8	8,000,000	7,915,624.00	0.42%
UNITED STATES TREAS NTS 1.750% 31/MAR/2014	N/A	912828KJ8	7,655,000	7,867,303.77	0.41%
FNMA MORTPASS 4% 01/NOV/2041 CL PN# AJ5916	N/A	3138AXSE2	7,441,396	7,810,614.88	0.41%
FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS	N/A	31398AT44	7,680,000	7,796,413.44	0.41%
FHLMCGLD MORTPASS 4.5% 01/MAY/2039 G0 PN# G05449	N/A	3128M7L61	7,141,491	7,576,819.55	0.40%
UNITED STATES TREAS NTS 0.875% 31/DEC/2016	N/A	912828RX0	7,500,000	7,460,745.00	0.39%
UNITED STATES TREAS NTS 4.625% 15/FEB/2017	N/A	912828GH7	6,365,000	7,453,020.37	0.39%
FNMA MORTPASS 4% 01/DEC/2041 CL PN# AJ7689	N/A	3138E0RK7	7,082,840	7,434,268.56	0.39%
UNITED STATES OF AMER TREAS BONDS 3.625% BDS	N/A	912828MP2	6,430,000	7,294,031.25	0.38%
UNITED STATES OF AMER TREAS NOTES 4.5% 15/NOV/2015	N/A	912828EN6	6,372,000	7,238,196.94	0.38%
UNITED STATES OF AMER TREAS BONDS 5.375% BDS	N/A	912810FP8	5,337,000	7,178,265.00	0.38%
UNITED STATES TREAS NTS 1.375% 30/NOV/2015	N/A	912828PJ3	7,000,000	7,168,434.00	0.38%
GNMA I MORTPASS 5% 15/SEP/2039 SF PN# 722292	N/A	3620A8NH2	6,469,554	7,153,031.24	0.38%
UNITED STATES TREAS NTS 0.875% 30/NOV/2016	N/A	912828RU6	7,000,000	6,970,467.00	0.37%
UNITED STATES TREAS NTS 1.250% 30/SEP/2015	N/A	912828NZ9	6,700,000	6,837,664.90	0.36%
FHLMCGLD MORTPASS 6% 01/FEB/2037 G0 PN# G05941	N/A	3128M75A0	6,161,086	6,829,427.40	0.36%
UNITED STATES OF AMER TREAS NOTES 'C' 4.5% TB	N/A	912828GS3	5,775,000	6,756,750.00	0.35%
UNITED STATES TREAS NTS 3.25% 30/JUN/2016	N/A	912828KZ2	6,135,000	6,742,745.37	0.35%
UNITED STATES OF AMER TREAS BONDS 4.25% BDS	N/A	912810QB7	5,595,000	6,591,609.38	0.35%
FHLMCGLD MORTPASS 4.5% 01/AUG/2039 A8 PN# A88133	N/A	312935BA6	6,146,527	6,521,204.38	0.34%
UNITED STATES TREAS NTS 0.25% 15/FEB/2015	N/A	912828SE1	6,500,000	6,453,278.00	0.34%
TBA FNMA SF 5.00 15 YRS APR	N/A	01F050445	5,900,000	6,378,453.42	0.33%
TBA FNMA SF 4.00 15 YRS APR	N/A	01F040446	6,000,000	6,357,187.20	0.33%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# AC1454	N/A	31417KTL1	5,875,328	6,164,090.20	0.32%
FNMA MORTPASS 3.5% 01/MAR/2042 CL PN# AK5132	N/A	3138E9V23	5,900,000	6,065,104.83	0.32%
GNMA I MORTPASS 6% 15/NOV/2039 SP PN# 782803	N/A	36241LDG8	5,311,117	5,996,154.90	0.31%
UNITED STATES TREAS NTS 3.375% 15/NOV/2019	N/A	912828LY4	5,360,000	5,983,936.16	0.31%
GNMA II MORTPASS 5% 20/SEP/2040 SF PN# 004802	N/A	36202FKP0	5,416,397	5,973,379.06	0.31%
UNITED STATES TREAS NTS 2.375% 30/SEP/2014	N/A	912828LQ1	5,605,000	5,871,674.69	0.31%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9895	N/A	31417W7H8	5,557,544	5,821,976.85	0.31%
GNMA II MORTPASS 4.5% 20/APR/2041 SF PN# 005017	N/A	36202FSE7	5,302,574	5,786,272.98	0.30%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96049	N/A	312944WJ6	5,476,956	5,734,765.08	0.30%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96050	N/A	312944WK3	5,441,495	5,697,635.49	0.30%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 16/SEP/2014	N/A	31398AYY2	5,325,000	5,653,339.50	0.30%
UNITED STATES TREAS BDS 08.00% 15/NOV/2021	N/A	912810EL8	3,710,000	5,635,430.64	0.30%
UNITED STATES TREAS NTS 2.375% 28/FEB/2015	N/A	912828MR8	5,225,000	5,502,578.13	0.29%
UNITED STATES TREAS NTS 2.125% 30/NOV/2014	N/A	912828LZ1	5,230,000	5,456,767.57	0.29%
UNITED STATES TREAS NTS 3.125% 15/MAY/2021	N/A	912828QN3	5,000,000	5,442,190.00	0.29%
TENNESSEE VALLEY AUTH PWR BD 2008-B 18 01/APR/2018	N/A	880591EC2	4,635,000	5,399,473.73	0.28%
GNMA II MORTPASS 4% 20/DEC/2041 SF PN# 005259	N/A	36202FZY5	4,983,747	5,355,417.67	0.28%
FEDERAL HOME LOAN BANKS 3.625% BDS 18/OCT/2013	N/A	3133XSAE8	5,000,000	5,250,615.00	0.28%
FHLMCGLD MORTPASS 4.5% 01/JUL/2039 G0 PN# G05535	N/A	3128M7PU4	4,902,548	5,201,395.60	0.27%
UNITED STATES TREAS NTS 1.875% 31/AUG/2017	N/A	912828NW6	5,000,000	5,182,810.00	0.27%
FNMA MORTPASS 4% 01/JUL/2039 CL PN# AA9611	N/A	31416TVD8	4,792,829	5,028,387.88	0.26%
FHLMCGLD MORTPASS 4.5% 01/APR/2040 G0 PN# G05894	N/A	3128M73B0	4,733,482	5,022,024.05	0.26%
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% NTS	N/A	31398AXJ6	4,800,000	5,014,608.00	0.26%
UNITED STATES TREAS NTS 1.375%30/NOV/2018	N/A	912828RT9	5,000,000	4,952,735.00	0.26%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AD9153	N/A	31418XE38	4,647,389	4,950,289.53	0.26%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# 994002	N/A	31416AGK0	4,610,685	4,845,216.36	0.25%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737727	N/A	3620ARSQ5	4,469,850	4,822,751.68	0.25%
FHLMCGLD MORTPASS 4.5% 01/MAR/2040 A9 PN# A91538	N/A	312939V73	4,537,981	4,814,605.47	0.25%
UNITED STATES TREAS NTS 2.250% 30/NOV/2017	N/A	912828PK0	4,400,000	4,641,656.80	0.24%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AB1388	N/A	31416WRJ3	4,287,480	4,566,922.50	0.24%
TBA FHLMC GOLD SF 4.50 15 YRS APR	N/A	02R042447	4,200,000	4,479,562.50	0.24%
GNMA II MORTPASS 5.5% 20/MAY/2036 SF PN# 003851	N/A	36202EH44	3,913,388	4,354,945.71	0.23%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	N/A	912828HH6	3,710,000	4,318,380.64	0.23%
FNMA MORTPASS 5% 01/MAY/2041 CL PN# AL0390	N/A	3138EGNG5	3,826,299	4,174,098.18	0.22%
FEDERAL HOME LN MTG CORP PTN CTFS 4.5% MTG BDS	N/A	312942NM3	3,878,196	4,114,601.22	0.22%
FHLMCGLD MORTPASS 3.5% 01/MAR/2042 G0 PN# G08479	N/A	3128MJQ94	4,000,000	4,102,560.28	0.22%
FHLMCGLD MORTPASS 4% 01/JUN/2024 J0 PN# J09912	N/A	3128PNAM0	3,873,021	4,092,015.35	0.21%
UNITED STATES TREAS NTS 1%903016 30/SEP/2016	N/A	912828RJ1	4,000,000	4,013,436.00	0.21%
UNITED STATES TREAS BDS 4.250% 15/NOV/2040	N/A	912810QL5	3,400,000	4,004,030.40	0.21%
UNITED STATES TREAS NTS 0.875% 31/JAN/2017	N/A	912828SC5	4,000,000	3,975,312.00	0.21%
ASIAN DEV BK SR NT 2.625% 09/FEB/2015	N/A	045167BX0	3,710,000	3,917,529.98	0.21%
GNMA II MORTPASS 5% 20/OCT/2039 SF PN# 004559	N/A	36202FB47	3,518,944	3,879,706.31	0.20%
FNMA MORTPASS 5.5% 01/JAN/2035 CL PN# 735141	N/A	31402QWA5	3,515,188	3,856,961.44	0.20%
FNMA MORTPASS 4% 01/JUN/2024 CI PN# 934863	N/A	31412UB82	3,604,598	3,821,368.51	0.20%
JP MORGAN CHASE COMMERCIAL MORTGAGE FR CMO	N/A	46628FAF8	3,339,000	3,797,204.29	0.20%
CITIGROUP COML MTG TR 2008-C7 COML MTG P/THRU CTF	N/A	17313KAF8	3,271,583	3,787,678.49	0.20%
UNITED STATES TREAS NTS 2.50% 30/JUN/2017	N/A	912828NK2	3,530,000	3,776,273.98	0.20%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31402CVV1	3,352,897	3,749,359.09	0.20%
UNITED STATES TREAS NTS 2.125% 29/FEB/2016	N/A	912828QJ2	3,500,000	3,683,477.00	0.19%
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC1529	N/A	31417KVX2	3,433,754	3,677,270.54	0.19%
FNMA MORTPASS 3.5% 01/FEB/2026 CI PN# AH5616	N/A	3138A7G28	3,477,913	3,651,182.69	0.19%
UNITED STATES TREASURY NOTES 4.0% DUE 15/FEB/2015	N/A	912828DM9	3,250,000	3,571,191.00	0.19%
BANK OF AMERICA CORP 5.65% BDS 01/MAY/2018 USD5000	N/A	06051GDX4	3,200,000	3,416,006.40	0.18%
FNMA MORTPASS 4.5% 01/APR/2040 CL PN# AD2888	N/A	31418QF65	3,163,087	3,369,245.93	0.18%
FHLMCGLD MORTPASS 6% 01/SEP/2038 A8 PN# A81674	N/A	3129272F2	3,022,957	3,337,654.96	0.18%
FED NATL MTG ASSN 6.0% DUE 01/DEC/2035	N/A	31371MLC9	3,003,398	3,325,249.14	0.17%
FNMA MORTPASS 4.5% 01/JUL/2040 CL PN# AD7992	N/A	31418V3A8	3,115,999	3,319,089.06	0.17%
TBA FNMA SF 6.00 30 YRS APR	N/A	01F060642	3,000,000	3,305,156.40	0.17%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	N/A	3128M6JS8	3,035,027	3,302,474.09	0.17%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	3,000,000	3,285,843.00	0.17%
GS MORTGAGE SECURITIES CORP SER 2004-GG2 CL A5 VAR	N/A	36228CTG8	3,067,000	3,243,962.83	0.17%
TBA FNMA SF 4.50 15 YRS APR	N/A	01F042442	3,000,000	3,210,937.50	0.17%
UNITED STATES TREAS BDS 08.500% 15/FEB/2020	N/A	912810EE4	2,138,000	3,203,993.97	0.17%
UNITED STATES TREAS BDS 04.500% 15/FEB/2036	N/A	912810FT0	2,620,000	3,198,037.50	0.17%
TBA FHLMC GOLD SF 4.00 15 YRS APR	N/A	02R040441	3,000,000	3,167,812.50	0.17%
EUROPEAN INVESTMENT BANK 4.25% BDS 15/JUL/2013	N/A	298785ER3	3,000,000	3,138,414.00	0.16%
UNITED STATES TREAS BDS 4.375% 15/MAY/2040	N/A	912810QH4	2,600,000	3,124,469.40	0.16%
TBA FNMA 3 15 YRS APR	N/A	01F030447	3,000,000	3,105,468.60	0.16%
COMMERCIAL MORTGAGE PASS-THROUGH CERT 2005-LP5 CL	N/A	20047PAE7	2,820,000	3,094,058.88	0.16%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4J8	2,815,791	3,091,332.91	0.16%
FHLMCGLD MORTPASS 3% 01/JAN/2027 J1 PN# J17774	N/A	3128PXT71	2,965,219	3,072,581.28	0.16%
FNMA MORTPASS 4.5% 01/MAY/2025 CI PN# AD4089	N/A	31418RRK9	2,865,464	3,068,678.67	0.16%
FNMA MORTPASS 3% 01/JAN/2027 CI PN# AB4277	N/A	31417AXF1	2,951,397	3,061,026.23	0.16%
FNMA MORTPASS 3.5% 01/OCT/2026 CI PN# AJ4093	N/A	3138AVRP2	2,872,624	3,015,738.05	0.16%
UNITED STATES TREAS BDS 4.500% 15/AUG/2039	N/A	912810QC5	2,380,000	2,915,500.00	0.15%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS	N/A	105756BK5	2,105,000	2,889,112.50	0.15%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97040	N/A	312945ZD3	2,716,617	2,844,492.78	0.15%
FNMA MORTPASS 4% 01/SEP/2039 CL PN# AC1921	N/A	31417LD36	2,708,188	2,841,290.31	0.15%
FHLMCGLD MORTPASS 3.5% 01/DEC/2025 J1 PN# J13883	N/A	3128PTJ48	2,625,470	2,780,884.45	0.15%
UNITED STATES TREAS BDS 08.125% 15/AUG/2019	N/A	912810ED6	1,900,000	2,759,898.20	0.14%
FNMA MORTPASS 4% 01/NOV/2039 CL PN# AC7249	N/A	31417UBT1	2,625,461	2,754,497.48	0.14%
UNITED STATES TREAS NTS 3.000% 28/FEB/2017	N/A	912828MS6	2,475,000	2,708,578.13	0.14%
GNMA II MORTPASS 4.5% 20/JAN/2041 SF PN# 004923	N/A	36202FPG5	2,480,419	2,706,682.07	0.14%
UNITED STATES TREAS NTS 3% 30/SEP/2016	N/A	912828LP3	2,460,000	2,683,129.38	0.14%
ONTARIO(PROVINCE OF) 4.10% BDS 16/JUN/2014 USD1000	N/A	6832348A9	2,470,000	2,658,747.52	0.14%
FHLMCGLD MORTPASS 5% 01/MAR/2039 A8 PN# A85442	N/A	312932BK1	2,435,478	2,623,199.49	0.14%
EUROPEAN INVESTMENT 4.62500 20/OCT/2015	N/A	298785DR4	2,325,000	2,603,432.70	0.14%
BANC AMERICA COML MTG INC 5.451% CMO 15/JAN/2049	N/A	059497AX5	2,295,000	2,581,434.36	0.14%
FHLMCGLD MORTPASS 5% 01/MAR/2038 G0 PN# G04913	N/A	3128M6YJ1	2,350,165	2,534,982.91	0.13%
JPMORGAN CHASE BANK NATL ASS 6% NTS 05/JUL/2017	N/A	48121CVZ6	2,210,000	2,504,372.00	0.13%
FNMA MORTPASS 4% 01/DEC/2030 CT PN# AH1515	N/A	3138A2VH9	2,275,424	2,414,632.75	0.13%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% BDS	N/A	31398ADM1	1,995,000	2,402,187.48	0.13%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31418WPW4	2,211,730	2,390,239.91	0.13%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	1,613,000	2,383,964.00	0.13%
KREDITANSTALT FUR WIEDERAUFBAU 4.37500 21/JUL/2015	N/A	500769BH6	2,145,000	2,374,570.77	0.12%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	2,224,000	2,374,142.24	0.12%
UNITED STATES TREAS BDS 3.50% 15/FEB/2039	N/A	912810QA9	2,285,000	2,373,900.21	0.12%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 720087	N/A	31401V6Y2	2,154,812	2,368,023.64	0.12%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43886	N/A	3128K4J71	2,115,351	2,355,300.70	0.12%
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000	N/A	715638AW2	1,840,000	2,346,000.00	0.12%
KFW BANKENGRUPPE 3.5% GTD BDS 10/MAR/2014 USD1000	N/A	500769DF8	2,165,000	2,285,222.45	0.12%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	2,080,000	2,283,523.84	0.12%
FHLMCGLD MORTPASS 5.5% 01/FEB/2036 G0 PN# G08111	N/A	3128MJDR8	2,094,071	2,282,527.12	0.12%
FNMA MORTPASS ARM 01/SEP/2041 LB PN# AJ1249	N/A	3138ASL75	2,169,420	2,276,442.79	0.12%
CITIGROUP INC 5.50% 15/OCT/2014	N/A	172967EZ0	2,100,000	2,253,111.00	0.12%
FNMA MORTPASS 5.5% 01/SEP/2036 CL PN# 995065	N/A	31416BMN5	2,031,617	2,221,845.37	0.12%
LB UBS COMMERCIAL MORTGAGE TRUST VAR% CMO	N/A	52108HXM1	2,109,000	2,215,791.32	0.12%
GNMA II MORTPASS 6% 20/SEP/2038 SF PN# 004245	N/A	36202EWE5	1,964,419	2,211,753.51	0.12%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AC0397	N/A	31417JNP1	2,033,084	2,163,051.69	0.11%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAE4	1,945,000	2,155,021.10	0.11%
UNITED STATES TREAS NTS 2.375% 31/MAR/2016	N/A	912828KT6	2,000,000	2,124,218.00	0.11%
CITIGROUP INC 5.30% 07/JAN/2016	N/A	172967DE8	1,979,000	2,121,919.42	0.11%
MERRIL LYNCH MORTGAGE TRUST 2003-KEY1 CL A4	N/A	59022HCQ3	2,000,000	2,109,156.00	0.11%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EACA5	1,870,000	2,098,289.60	0.11%
TBA GNMA I SINGLE FAMILY MORTGAGE 3.50% MAT 30	N/A	01N032642	2,000,000	2,084,062.40	0.11%
GNMAII JUMBO TBA 30YR TBA 03.500% APR	N/A	21H032647	2,000,000	2,084,062.40	0.11%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38531	N/A	31297UPQ7	1,903,637	2,077,334.29	0.11%
GNMA II MORTPASS 4.5% 20/SEP/2041 SF PN# 005175	N/A	36202FXC5	1,893,483	2,066,206.41	0.11%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649513	N/A	36292HSA2	1,842,973	2,064,742.89	0.11%
FHLMCGLD MORTPASS 5.5% 01/APR/2023 G1 PN# G13145	N/A	3128MBWE3	1,896,824	2,052,405.05	0.11%
GNMA I MORTPASS 4% 15/MAR/2041 SF PN# 738107	N/A	3620ASAG4	1,901,966	2,050,097.21	0.11%
FHLMCGLD MORTPASS 3.5% 01/NOV/2025 E0 PN# E02746	N/A	31294MBP5	1,946,640	2,036,929.91	0.11%
FNMA MORTPASS 3.5% 01/NOV/2031 CT PN# MA0895	N/A	31417Y7H4	1,916,926	2,002,019.03	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383F7Y8	1,991,000	1,964,828.31	0.10%
FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS	N/A	31359MWJ8	1,779,000	1,962,295.71	0.10%
FHLMCGLD MORTPASS 5.5% 01/SEP/2035 A3 PN# A37135	N/A	31297S4U6	1,795,106	1,958,900.59	0.10%
GNMA II MORTPASS 4.5% 20/JUN/2041 SF PN# 005082	N/A	36202FUF1	1,794,933	1,958,666.27	0.10%
US TREASURY NOTE 4.125% 15/MAY/2015	N/A	912828DV9	1,748,000	1,939,596.53	0.10%
GNMA II MORTPASS 4% 20/JAN/2041 SF PN# 004922	N/A	36202FPF7	1,796,245	1,932,447.75	0.10%
GREENWICH CAPITAL COMMUNAL FUNDING 5.736% MTG BDS	N/A	20173VAE0	1,750,000	1,931,765.50	0.10%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95407	N/A	312944AG6	1,826,152	1,912,111.41	0.10%
FNMA MORTPASS 4% 01/FEB/2031 CT PN# MA0641	N/A	31417YWB9	1,785,184	1,894,400.96	0.10%
FNMA MORTPASS 4% 01/FEB/2041 CL PN# AE6392	N/A	31419HC67	1,801,923	1,891,328.43	0.10%
GNMA II MORTPASS 5% 20/MAY/2041 SF PN# 005056	N/A	36202FTM8	1,709,926	1,887,364.90	0.10%
TELEFONICA EMISIONES SAU 6.421% BDS 20/JUN/2016	N/A	87938WAB9	1,770,000	1,886,949.21	0.10%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	1,500,000	1,881,834.00	0.10%
FNMA MORTPASS 5.5% 01/DEC/2033 CL PN# 755872	N/A	31403RW95	1,706,751	1,875,627.91	0.10%
FNMA MORTPASS 4% 01/OCT/2025 CI PN# AB1609	N/A	31416WYF3	1,764,362	1,870,465.72	0.10%
FHLMCGLD MORTPASS 5% 01/OCT/2023 C9 PN# C90719	N/A	31335HYQ0	1,700,764	1,858,429.98	0.10%
FNMA MORTPASS 4% 01/APR/2024 CI PN# AA2549	N/A	31416KZP6	1,751,228	1,856,541.84	0.10%
CALIFORNIA STATE 7.55% BDS 01/APR/2039 USD5000	N/A	13063A5G5	1,410,000	1,829,446.80	0.10%
FHLMCGLD MORTPASS 3.5% 01/MAY/2026 E0 PN# E02896	N/A	31294MGD7	1,739,170	1,829,620.32	0.10%
FNMA MORTPASS 4% 01/OCT/2039 CL PN# AC2651	N/A	31417L5M3	1,743,432	1,829,118.10	0.10%
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	1,618,000	1,822,225.58	0.10%
GNMA II MORTPASS 4.5% 20/OCT/2040 SF PN# 004834	N/A	36202FLP9	1,672,031	1,821,940.43	0.10%
UNITED STATES TREAS BDS 04.375% 15/MAY/2041	N/A	912810QQ4	1,500,000	1,803,282.00	0.09%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	1,700,000	1,784,418.60	0.09%
FHLMCGLD MORTPASS 4% 01/MAR/2026 J1 PN# J14732	N/A	3128PUHH8	1,668,651	1,765,088.41	0.09%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43884	N/A	3128K4J55	1,562,201	1,739,404.99	0.09%
FHLMCGLD MORTPASS 6% 01/SEP/2036 G0 PN# G02390	N/A	3128LXUP3	1,569,466	1,735,303.74	0.09%
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD	N/A	3134A4KX1	1,245,000	1,724,723.40	0.09%
BERKSHIRE HATHAWAY FINANCE CORP 4.85% NTS	N/A	084664AT8	1,504,000	1,666,931.33	0.09%
FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AH2717	N/A	3138A4AT2	1,558,540	1,636,186.50	0.09%
EUROPEAN BANK FOR REC & DEV 1.125% NTS 25/AUG/2014	N/A	459058AY9	1,600,000	1,626,134.40	0.09%
AEP TEXAS CENTRAL TRANS 5.17% 01/JAN/2020	N/A	00110AAD6	1,400,000	1,624,191.94	0.09%
VERIZON GLOBAL FUNDING CORP 7.75% BDS 01/DEC/2030	N/A	92344GAM8	1,190,000	1,611,682.45	0.08%
FHLMCGLD MORTPASS 6.5% 01/AUG/2038 G0 PN# G04581	N/A	3128M6M62	1,434,973	1,610,048.33	0.08%
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034	N/A	91086QAS7	1,246,000	1,601,110.00	0.08%
ARCELORMITTAL SA 6.125% SNR NTS 01/JUN/2018	N/A	03938LAF1	1,510,000	1,586,567.57	0.08%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	1,425,000	1,578,615.00	0.08%
FHLMC MORTPASS ARM 01/JUL/2041 1B PN# 1B8478	N/A	3128UGY27	1,496,262	1,571,183.65	0.08%
BANK OF AMERICA CORP 5.625% BDS 14/OCT/2016	N/A	060505CS1	1,460,000	1,552,253.02	0.08%
CATERPILLAR FINANCIAL SERVICES CORP 6.125% UNS LN	N/A	14912L4F5	1,400,000	1,538,922.00	0.08%
BRISTOL-MYERS SQUIBB CO 5.25% BDS 15/AUG/2013	N/A	110122AL2	1,425,000	1,517,325.75	0.08%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38255	N/A	31297UE48	1,388,714	1,515,427.43	0.08%
SCHERING-PLOUGH CORP VAR NOTES 01/DEC/2013 USD1000	N/A	806605AE1	1,400,000	1,511,365.80	0.08%
UNITED STATES TREAS NTS 2.125% 15/AUG/2021	N/A	912828RC6	1,500,000	1,498,945.50	0.08%
QWEST CORP 8.375% SNR UNSEC NTS 01/MAY/2016 USD	N/A	74913GAW5	1,225,000	1,463,779.45	0.08%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649510	N/A	36292HR70	1,287,671	1,442,619.47	0.08%
FHLMCGLD MORTPASS 5% 01/JAN/2037 G0 PN# G05254	N/A	3128M7E36	1,333,919	1,438,818.74	0.08%
AMERICAN EXPRESS CO. 4.875 15/JUL/2013	N/A	025816AQ2	1,348,000	1,411,482.71	0.07%
GNMA I MORTPASS 5.5% 15/MAR/2036 SF PN# 652207	N/A	36292LR48	1,253,344	1,403,182.97	0.07%
INTERNATIONAL BANK FOR REC & DEV 7.625% BDS	N/A	459056LD7	973,000	1,395,106.86	0.07%
DUKE ENERGY CORP 5.05% BDS 15/SEP/2019 USD1000	N/A	26441CAD7	1,200,000	1,365,816.00	0.07%
ILLINOIS ST GO PENSION FUND SER OF JUNE GLOBAL	N/A	452151LF8	1,445,000	1,362,143.70	0.07%
UNITED STATES OF AMER TREAS NOTES 2.375%	N/A	912828LK4	1,302,000	1,362,319.06	0.07%
GEN ELEC CAP CORP 6.15% MTN 07/AUG/2037 USD1000	N/A	36962G3A0	1,200,000	1,358,884.80	0.07%
CITIBANK CREDIT CARD ISSUANCE TRUST	N/A	17305EDE2	1,175,000	1,358,594.69	0.07%
MORGAN STANLEY 5.45% NTS 09/JAN/2017 USD1000	N/A	617446C23	1,325,000	1,353,152.28	0.07%
GENERAL ELECTRIC CAPITAL CORP 6.75% MED TERM NTS	N/A	36962GXZ2	1,128,000	1,347,673.49	0.07%
AT&T INC 6.15% NTS 15/SEP/2034 USD1000	N/A	78387GAQ6	1,161,000	1,339,343.53	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43885	N/A	3128K4J63	1,200,260	1,336,408.65	0.07%
FEDERAL HOME LOAN BANKS 4.875% BDS 17/MAY/2017	N/A	3133XKQX6	1,125,000	1,334,088.00	0.07%
BALTIMORE GAS & ELECTRIC CO 5.9% SNR NTS	N/A	059165DZ0	1,135,000	1,323,080.85	0.07%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	1,300,000	1,320,520.50	0.07%
ENTERPRISE PRODUCTS OPERATING LP 5.6% BDS	N/A	293791AN9	1,194,000	1,318,624.94	0.07%
EUROPEAN INVESTMENT BANK 3% BDS 08/APR/2014	N/A	298785EX0	1,260,000	1,317,122.10	0.07%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	1,000,000	1,304,572.00	0.07%
ABBOTT LABORATORIES 6.00% BDS 01/APR/2039 USD1000	N/A	002824AV2	1,040,000	1,298,867.44	0.07%
DEUTSCHE BANK AG LONDON 4.875% 20/MAY/2013	N/A	2515A0NY5	1,250,000	1,296,581.25	0.07%
ORACLE CORP SR NT 3.75% 08/JUL/2014	N/A	68389XAF2	1,210,000	1,294,672.17	0.07%
FHLMCGLD MORTPASS 5% 01/OCT/2035 A4 PN# A47368	N/A	3128K8FH4	1,178,353	1,290,167.01	0.07%
GENERAL ELECTRIC CAPITAL CORP 5.625% BDS	N/A	36962G3H5	1,100,000	1,280,603.50	0.07%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737730	N/A	3620ARST9	1,180,577	1,273,785.95	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE INC SER 2005-3	N/A	05947UR91	1,200,000	1,247,280.00	0.07%
FED NATL MORT ASSC 5.5% MBPT 01/SEP/2036 USD1000	N/A	31410GHL0	1,134,208	1,246,433.65	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43861	N/A	3128K4JE6	1,142,891	1,245,745.97	0.07%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2066	N/A	31416XJL5	1,191,456	1,228,892.81	0.06%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	706451BG5	1,074,000	1,224,360.00	0.06%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2067	N/A	31416XJM3	1,180,353	1,215,965.97	0.06%
COMCAST CORP 6.5% BDS 15/JAN/2017 USD1000	N/A	20030NAP6	1,013,000	1,212,033.23	0.06%
CONSOLIDATED EDISON CO(N.Y) 5.85% DEB 01/APR/2018	N/A	209111ET6	1,000,000	1,213,731.00	0.06%
WACHOVIA BANK 6.6% BDS 15/JAN/2038 USD1000 TR'9'	N/A	92976GAJ0	1,000,000	1,193,756.00	0.06%
UBS AG(STAMFORD) 5.875% DEP NTS 15/JUL/2016	N/A	90261XBY7	1,121,000	1,181,568.75	0.06%
CONSOLIDATED NATURAL GAS 5% 01/DEC/2014	N/A	209615CA9	1,069,000	1,174,125.46	0.06%
ALLY AUTO RECEIVABLES TRUST 2010-4 A-4 1.350%	N/A	02005PAD7	1,150,000	1,164,109.81	0.06%
FHLMCGLD MORTPASS 5% 01/FEB/2037 G0 PN# G04331	N/A	3128M6EC8	1,075,137	1,159,686.20	0.06%
GENERAL ELECTRIC CAPITAL SERVICES 5.625% MTN	N/A	36962G3U6	1,000,000	1,159,087.00	0.06%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/MAR/2019	N/A	195325BL8	900,000	1,154,700.00	0.06%
KRAFT FOODS INC 7% BDS 11/AUG/2037 1000	N/A	50075NAR5	910,000	1,150,856.07	0.06%
UNITED MEXICAN STATES 5.125% 15/JAN/2020	N/A	91086QAY4	1,000,000	1,147,500.00	0.06%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	698299AX2	1,000,000	1,146,500.00	0.06%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	1,000,000	1,144,211.00	0.06%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31402DC73	1,041,081	1,142,303.02	0.06%
GOLDMAN SACHS GROUP INC 6.1250% DUE 15/FEB/2033	N/A	38141GCU6	1,150,000	1,140,803.45	0.06%
FNMA MORTPASS 4.5% 01/MAR/2029 CT PN# 930770	N/A	31412PCF6	1,069,042	1,138,885.13	0.06%
WELLPOINT INC 5% NTS 15/DEC/2014 USD2000	N/A	94973VAG2	1,036,000	1,136,444.34	0.06%
SLM CORP 78442FCJ5 5.375% 15/MAY/2014	N/A	78442FCJ5	1,091,000	1,126,570.96	0.06%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.414% BDS	N/A	646139W35	790,000	1,117,178.50	0.06%
KINDER MORGAN ENERGY PARTNERS 6.85% BDS	N/A	494550BB1	935,000	1,114,055.31	0.06%
KREDITANST FUR WIE 1.375% BDS 15/JUL/2013 USD	N/A	500769DY7	1,100,000	1,112,980.00	0.06%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A48378	N/A	3128K9JX3	999,531	1,110,318.11	0.06%
FNMA MORTPASS 4% 01/AUG/2024 CI PN# AC1374	N/A	31417KQ42	1,026,812	1,109,418.53	0.06%
MUNICIPAL ELEC AUTH GA RFDG-PLANT VOGTLE UNITS	N/A	626207YM0	1,000,000	1,106,700.00	0.06%
UNITED STATES OF AMER TREAS BONDS 3.875% BDS	N/A	912810QK7	1,000,000	1,106,094.00	0.06%
AMERICAN EXPRESS CO 8.125% LN STK 20/MAY/2019	N/A	025816BB4	845,000	1,104,662.59	0.06%
AT&T INC 5.1% 15/SEP/2014	N/A	78387GAP8	1,003,000	1,104,013.13	0.06%
FHLMCGLD MORTPASS 4% 01/JAN/2042 Q0 PN# Q05783	N/A	3132GMCU4	1,051,291	1,101,434.54	0.06%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	1,000,000	1,102,166.00	0.06%
VALE OVERSEAS LIMITED 6.875% GTD NTS 21/NOV/2036	N/A	91911TAH6	944,000	1,094,888.02	0.06%
TBA GNMA I TBA SINGLE FAMILY MORTGAGE 4.50% MAT 30	N/A	01N042641	1,000,000	1,087,968.80	0.06%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	800,000	1,087,060.80	0.06%
SHELL INTERNATIONAL FIN BV GTD NT 6.375%	N/A	822582AD4	820,000	1,084,906.74	0.06%
GNMA I MORTPASS 4% 15/FEB/2042 SF PN# 778869	N/A	36176XCE7	998,305	1,076,055.91	0.06%
TIME WARNER CABLE INC 6.75% BDS 15/JUN/2039	N/A	88732JAU2	900,000	1,073,100.60	0.06%
WESTPAC BANKING CORP 4.2% NTS 27/FEB/2015 USD1000	N/A	961214BH5	1,000,000	1,074,015.00	0.06%
CANADIAN NAT'L RAILWAYS 4.4% 15/MAR/2013	N/A	136375BH4	1,035,000	1,072,467.00	0.06%
LILLY(ELI)& CO 4.2% SRN 06/MAR/2014 USD1000	N/A	532457BE7	1,000,000	1,066,150.00	0.06%
SHELL INTERNATIONAL FINANCE BV 4% UNS LN STK	N/A	822582AF9	1,000,000	1,066,930.00	0.06%
NOVARTIS CAPITAL 4.125% 10/FEB/2014	N/A	66989HAA6	1,000,000	1,065,170.00	0.06%
METROPOLITAN TRANSN AUTH N Y D SER'C'7.336% BDS	N/A	59259NZH9	760,000	1,063,088.00	0.06%
TBA FHLMC GOLD SF 4.50 30 YRS APR	N/A	02R042645	1,000,000	1,060,312.50	0.06%
DTE ENERGY CO 6.35% BDS 01/JUN/2016 USD1000	N/A	233331AM9	913,000	1,052,062.68	0.06%
DIRECTV HLDGS/FINANCE 4.6% BDS 15/FEB/2021 USD1000	N/A	25459HAW5	1,000,000	1,053,678.00	0.06%
GOLDMAN SACHS GROUP INC 6.00% 15/JUN/2020	N/A	38141EA66	1,000,000	1,052,207.00	0.06%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	1,000,000	1,050,376.00	0.06%
WACHOVIA CORP NEW 5.5% MTN 01/MAY/2013 USD1000	N/A	92976WBJ4	1,000,000	1,050,224.00	0.06%
CITIGROUP INC 4.45% BDS 10/JAN/2017 USD100	N/A	172967FW6	1,000,000	1,047,506.00	0.05%
CONOCOPHILLIPS 4.6% BDS 15/JAN/2015 USD1000	N/A	20825CAT1	950,000	1,047,513.70	0.05%
FHLMC GOLD TBA 15YR TBA 03.500% APR	N/A	02R032448	1,000,000	1,045,625.00	0.05%
FNMA MORTPASS 3.5% 01/APR/2032 CT PN# MA1029	N/A	31418AEB0	1,000,000	1,044,390.12	0.05%
BANK OF AMERICA CORP 5.625% 01/JUL/2020	N/A	06051GEC9	1,000,000	1,042,532.00	0.05%
ECOLAB INC 3% BDS 08/DEC/2016 USD1000	N/A	278865AK6	1,000,000	1,039,791.00	0.05%
FHLMCGLD MORTPASS 5.5% 01/AUG/2035 G0 PN# G08073	N/A	3128MJCK4	951,369	1,038,176.70	0.05%
GNMA II MORTPASS 3.5% 20/NOV/2041 SF PN# 005232	N/A	36202FY59	991,743	1,035,226.25	0.05%
FHLMC GOLD SINGLE FAMILY 3.00% MAT 15 YEARS	N/A	02R030442	1,000,000	1,033,906.20	0.05%
NOVA SCOTIA(PROVINCE OF) CANADA 5.125% BDS	N/A	669827FT9	885,000	1,032,644.55	0.05%
FNMA MORTPASS 5% 01/SEP/2041 CL PN# AL0761	N/A	3138EGZ31	941,207	1,026,688.53	0.05%
INTERNATIONAL FINANCE CORP 1.125% BDS 23/NOV/2016	N/A	45950KBQ2	1,025,000	1,025,135.30	0.05%
ROYAL BANK OF SCOTLAND PLC 4.375% NTS 16/MAR/2016	N/A	78009PCC3	1,000,000	1,021,183.00	0.05%
COSTCO WHOLESALE CORP 5.5% SNR NTS 15/MAR/2017	N/A	22160KAC9	850,000	1,010,542.05	0.05%
NORFOLK SOUTHERN CORP 3.25% BDS 01/DEC/2021	N/A	655844BG2	1,000,000	1,006,616.00	0.05%
HONEYWELL INC 5.3% BDS 01/MAR/2018 USD1000	N/A	438516AX4	840,000	1,002,929.76	0.05%
BANK OF AMERICA MORTAGE SECURITIES 5% BDS	N/A	06051GEH8	1,000,000	1,001,543.00	0.05%
AOL TIME WARNER INC 7.625% BDS 15/APR/2031 USD1000	N/A	00184AAC9	777,000	994,837.39	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 4% MTG BDS	N/A	31416WU26	941,574	987,851.13	0.05%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	1,000,000	988,419.00	0.05%
NATIONAL RURAL UTILS COOP FIN COLL BD 5.45%	N/A	637432HT5	850,000	977,391.20	0.05%
GNMA I MORTPASS 5.5% 15/SEP/2035 SF PN# 649454	N/A	36292HQF3	870,111	974,814.32	0.05%
TELECOM ITALIA CAPITAL 5.25% 01OCT20015	N/A	87927VAQ1	940,000	970,550.00	0.05%
EUROPEAN INVESTMENT BANK 4.625% NTS 15/MAY/2014	N/A	298785DD5	895,000	966,830.91	0.05%
SUNCOR ENERGY 6.1% BDS 01/JUN/2018 USD1000	N/A	86722TAA0	805,000	967,288.81	0.05%
BP CAPITAL MARKETS 3.875% GTD NTS 10/MAR/2015	N/A	05565QBH0	900,000	965,242.80	0.05%
ITALY (REPUBLIC OF) 4.5% 21/JAN/2015 USD	N/A	465410BN7	938,000	965,116.64	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1361	N/A	3138A2QP7	909,207	961,323.07	0.05%
PACIFICORP 4.1% BDS 01/FEB/2042 USD1000	N/A	695114CN6	1,000,000	961,111.00	0.05%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	895,000	955,353.43	0.05%
CVS CAREMARK CORP 6.25% SNR NTS 01/JUN/2027	N/A	126650BJ8	795,000	949,736.42	0.05%
WAL-MART STORES INC 3.2% NTS 15/MAY/2014 USD1000	N/A	931142CQ4	900,000	950,482.80	0.05%
FNMA MORTPASS 3% 01/FEB/2026 CI PN# AH5611	N/A	3138A7GV4	913,200	947,121.07	0.05%
EUROPEAN INVESTMENT BANK 2.5% BDS 16/MAY/2016 EMTN	N/A	298785FN1	900,000	942,051.60	0.05%
ALTRIA GROUP INC GTD NT CR SENS19 06/AUG/2019	N/A	02209SAJ2	700,000	941,311.00	0.05%
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000	N/A	713448BJ6	700,000	940,854.60	0.05%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 759207	N/A	36230UGQ6	869,877	941,159.61	0.05%
MEXICO(UNITED MEXICAN STATES) 5.625% NTS	N/A	91086QAU2	800,000	925,200.00	0.05%
VODAFONE GROUP 4.15% LN STK 10/JUN/2014 USD1000	N/A	92857WAT7	865,000	925,285.31	0.05%
CENOVUS ENERGY INC 5.7% SR NT 15/OCT/2019 USD1000	N/A	15135UAD1	770,000	917,317.17	0.05%
HEWLETT-PACKARD CO 5.5% SNR NTS 01/MAR/2018	N/A	428236AS2	800,000	913,947.20	0.05%
REPUBLIC SERVICES, INC. 5.25% 15/NOV/2021	N/A	760761AD8	800,000	912,162.40	0.05%
GOLDMAN SACHS GROUP INC 5.25% 15/OCT/2013	N/A	38141GDQ4	870,000	910,682.94	0.05%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006C25 A5	N/A	92976VAF5	800,000	907,013.60	0.05%
EXELON CORP 5.625% BDS 15/JUN/2035 USD1000	N/A	30161NAC5	836,000	902,023.94	0.05%
FHLMCGLD MORTPASS 5% 01/DEC/2024 G1 PN# G13900	N/A	3128MCRV9	833,166	900,063.93	0.05%
MEDTRONIC INC 4.45% NTS 15/MAR/2020 USD1000	N/A	585055AS5	800,000	900,862.40	0.05%
KIMBEERLY- CLARK CORP 4.875 15/AUG/2015	N/A	494368AY9	800,000	896,464.80	0.05%
TIME WARNER CABLE INC SR NT 8.25% 01/APR/2019	N/A	88732JAS7	700,000	895,231.40	0.05%
LORILLARD TOBACCO CO 3.5% BDS 04/AUG/2016 USD1000	N/A	544152AD3	850,000	884,967.30	0.05%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	800,000	885,521.60	0.05%
TRANSCANADA PIPELINES 5.85% BDS 15/MAR/2036	N/A	89352HAB5	750,000	886,047.75	0.05%
FHLMCGLD MORTPASS 4.5% 01/APR/2029 C9 PN# C91244	N/A	3128P7LZ4	831,694	882,912.43	0.05%
FNMA MORTPASS 4.5% 01/JUL/2025 CI PN# 890216	N/A	31410LAR3	821,594	879,860.51	0.05%
INTERNATIONAL PAPER CO 9.375% BDS 15/MAY/2019	N/A	460146CD3	665,000	878,635.24	0.05%
LANDWIRTSCHAFTLICHE RENTENBANK 5.125% BDS	N/A	515110AV6	750,000	874,475.25	0.05%
BRITISH TELECOMMUNICATIONS 5.95% SNR NTS	N/A	11102AAA9	750,000	870,811.50	0.05%
GNMA II MORTPASS 5% 20/JUN/2040 SF PN# 004715	N/A	36202FGY6	787,843	868,859.08	0.05%
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000	N/A	20825CAQ7	650,000	863,275.40	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1518	N/A	3138A2VL0	820,083	860,939.75	0.05%
IBM CORP 5.875% DUE 29/NOV/2032	N/A	459200BB6	683,000	859,259.08	0.04%
FED REP OF BRAZIL10.50 PCT 14/JUL/2014	N/A	105756BD1	700,000	856,100.00	0.04%
UNITED TECHNOLOGIES CORP 4.5% LN STK 15/APR/2020	N/A	913017BR9	750,000	856,292.25	0.04%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	800,000	856,916.00	0.04%
GOLDMAN SACHS GROUP INC NT 3.625% 07/FEB/2016	N/A	38143USC6	855,000	854,757.18	0.04%
TYCO INTERNATIONAL FINANCE SA 4.125% BDS	N/A	902118BM9	800,000	855,498.40	0.04%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 742235	N/A	3620AWSY7	790,092	850,145.78	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% BDS	N/A	31416BLD8	774,172	849,443.36	0.04%
JPMORGAN CHASE & CO 3.7% NTS 20/JAN/2015 USD1000	N/A	46625HHP8	805,000	848,832.25	0.04%
QUEBEC 7.5% BDS 15/SEP/2029 USD1000	N/A	748148QR7	578,000	849,235.75	0.04%
BARCLAYS BANK PLC 5.125% BDS 08/JAN/2020 USD1000	N/A	06739GAR0	800,000	836,766.40	0.04%
ONEOK PARTNERS LP SR NT 3.25% 01/FEB/2016	N/A	68268NAF0	800,000	836,572.80	0.04%
XL CAPITAL LTD 5.25% 15/SEP/2014	N/A	98372PAF5	779,000	825,192.36	0.04%
FEDERAL FARM CREDIT BANKS 4.875% BDS 17/JAN/2017	N/A	31331XLG5	695,000	818,521.66	0.04%
CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000	N/A	17275RAJ1	800,000	816,171.20	0.04%
FIRSTENERGY CORP 7.375% BDS 15/NOV/2031 USD1000	N/A	337932AC1	663,000	816,195.43	0.04%
UNITEDHEALTH GROUP INC 5.8% BDS 15/MAR/2036	N/A	91324PAR3	708,000	814,409.57	0.04%
CAPITAL ONE BANK 5.125%	N/A	14040EHK1	765,000	810,994.86	0.04%
HONEYWELL INTERNATIONAL INC 5.4% BDS 15/MAR/2016	N/A	438516AP1	705,000	809,347.05	0.04%
PETROBRAS INTERNATIONAL FINANCE 5.375% BDS	N/A	71645WAR2	750,000	807,554.25	0.04%
WAL-MART STORES 5.25% 01/SEP/2035	N/A	931142CB7	708,000	805,134.77	0.04%
TRANSOCEAN INC 4.95% 15/NOV/2015	N/A	893830AX7	750,000	801,942.75	0.04%
TIME WARNER CABLE INC 6.2% BDS 01/JUL/2013 USD1000	N/A	88732JAK4	750,000	799,947.00	0.04%
FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS	N/A	3134A3U46	557,000	792,377.06	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31403DDX4	721,030	789,219.41	0.04%
FIFTH THIRD BANCORP 3.625% 25/JAN/2016	N/A	316773CK4	750,000	789,888.75	0.04%
PETROBRAS INTERNATIONAL FINANCE 3.875% BDS	N/A	71645WAT8	750,000	789,452.25	0.04%
DEUTSCHE TELEKOM INTL FINANCE B.V. 5.75% BDS	N/A	25156PAH6	697,000	787,097.71	0.04%
WACHOVIA BANK 5.6% NTS 15/MAR/2016 USD1000	N/A	92976GAE1	708,000	787,967.89	0.04%
INTER AMERICAN DEVELOPMENT BANK 2.25% NTS	N/A	4581X0BN7	750,000	785,120.25	0.04%
ONCOR ELECTRIC DELIVERY CO 6.375% NTS 15/JAN/2015	N/A	68233DAL1	692,000	783,395.21	0.04%
PORT AUTH N Y & N J CONSOLIDA 6.04% BDS	N/A	73358WAJ3	620,000	782,055.60	0.04%
DEUTSCHE TELE INT FIN 5.25% 22/JUL/2013	N/A	25156PAF0	737,000	775,590.06	0.04%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	750,000	772,289.25	0.04%
KFW INTERNATIONAL FINANCE INC 4.125% NTS	N/A	500769AX2	708,000	768,479.48	0.04%
PETROBRAS INTL FIN CO GLBL NT 3.5% 06/FEB/2017	N/A	71645WAU5	750,000	768,726.75	0.04%
BANK OF AMERICA CORP 5.25% 01/DEC/2015	N/A	060505BG8	737,000	767,598.77	0.04%
PROGRESS ENERGY INC 4.4% NTS 15/JAN/2021 USD1000	N/A	743263AR6	700,000	763,941.50	0.04%
AOL TIME WARNER INC 7.7% BDS 01/MAY/2032 USD1000	N/A	00184AAG0	582,000	759,067.68	0.04%
PFIZER INC 7.20% BDS 15/MAR/2039 USD1000	N/A	717081CY7	525,000	758,585.63	0.04%
ARISTOTLE HOLDING INC 3.9% BDS 15/FEB/2022 USD1000	N/A	04044TAJ5	750,000	758,059.50	0.04%
BNP PARIBAS 3.6% BDS 23/FEB/2016 USD1000	N/A	05567LU54	750,000	757,796.25	0.04%
BANK AMER CORP SR NT -L 3.75% 12/JUL/2016	N/A	06051GEK1	750,000	753,737.25	0.04%
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000	N/A	61747YCG8	700,000	753,313.40	0.04%
JPM CHASE CAPITAL XXV 6.8% BDS 01/OCT/2037 USD1000	N/A	46631VAA9	750,000	754,200.00	0.04%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	750,000	752,194.50	0.04%
PACIFIC GAS & ELECTRIC CO 6.25% BDS 01/MAR/2039	N/A	694308GQ4	600,000	752,645.40	0.04%
GENERAL MILLS INC 3.15% BDS 15/DEC/2021 USD1000	N/A	370334BM5	750,000	750,718.50	0.04%
JOHNSON & JOHNSON 4.95% 15/MAY/2033	N/A	478160AL8	663,000	748,838.61	0.04%
EURO INV BANK 1.25% BDS 14/OCT/2016 USD1000	N/A	298785FS0	750,000	745,995.00	0.04%
VERIZON COMMUNICATIONS INC 8.75% BDS 01/NOV/2018	N/A	92343VAQ7	550,000	746,364.30	0.04%
THOMSON REUTERS CORP 6.5% SNR NTS 15/JUL/2018	N/A	884903BB0	600,000	741,733.20	0.04%
DIAGEO FINANCE 25244SAC5 5.3% 28/OCT/2015	N/A	25244SAC5	649,000	739,769.14	0.04%
TECK RESOURCES LTD 4.75% GTD 15/JAN/2022 USD1000	N/A	878742AV7	700,000	741,064.10	0.04%
TECK RESOURCES LTD 3% BDS 01/MAR/2019 USD1000	N/A	878744AA9	750,000	740,157.75	0.04%
BARRICK NA FINANCE LLC 4.4% NTS 30/MAY/2021	N/A	06849RAF9	700,000	737,842.00	0.04%
ONTARIO (PROVINCE OF)	N/A	683234WQ7	667,000	734,523.08	0.04%
BANK OF NOVA SCOTIA 2.9% BDS 29/MAR/2016 USD1000	N/A	064149D87	700,000	731,909.50	0.04%
WYETH 5.5% NTS 15/FEB/2016 USD1000	N/A	983024AJ9	634,000	732,150.81	0.04%
FNMA MORTPASS 7% 01/NOV/2037 CL PN# 955194	N/A	31413TUT7	637,623	730,878.08	0.04%
ENBRIDGE ENERGY PARTNERS L P SR NT 4.2%	N/A	29250RAU0	700,000	729,494.50	0.04%
KOREA(REPUBLIC OF) 4.25% BDS 01/JUN/2013 USD1000	N/A	50064FAC8	708,000	727,963.48	0.04%
FHLMCGLD MORTPASS 6% 01/JAN/2038 G0 PN# G03826	N/A	3128M5SP6	660,980	729,789.53	0.04%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930998	N/A	31412PKK6	680,816	726,146.83	0.04%
DEERE & CO 8.10% BDS 15/MAY/2030 USD1000	N/A	244199AZ8	500,000	725,844.50	0.04%
FHLMCGLD MORTPASS 6% 01/FEB/2038 G0 PN# G03969	N/A	3128M5W63	648,347	715,841.72	0.04%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	585,000	713,756.75	0.04%
GENERAL MILLS INC 1.55% NTS 16/MAY/2014 USD1000	N/A	370334BL7	700,000	711,469.50	0.04%
VODAFONE GROUP PLC NEW 5% 16/DEC/2013	N/A	92857WAF7	664,000	710,074.30	0.04%
KOREA DEVEL BANK 3.25% BDS 09/MAR/2016 USD	N/A	500630BS6	700,000	708,457.40	0.04%
COLOMBIA(REPUBLIC OF) 4.375% BDS 12/JUL/2021	N/A	195325BN4	650,000	706,875.00	0.04%
GOLDMAN SACHS GROUP INC 5.125% DUE 15/JAN/2015	N/A	38141GEA8	664,000	706,717.11	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% MTG BDS	N/A	31416XJN1	684,175	703,748.25	0.04%
LG&E & KU ENERGY 3.75% BDS 15/NOV/2020 USD1000	N/A	50188FAD7	700,000	697,020.10	0.04%
AMGEN INC 6.4% SRN 01/FEB/2039 USD1000	N/A	031162BA7	600,000	694,527.60	0.04%
GENERAL ELECTRIC CO. 5.25% SNR NTS 06/DEC/2017	N/A	369604BC6	600,000	693,878.40	0.04%
ORACLE CORP 5.375% BDS 15/JUL/2040 USD1000	N/A	68389XAM7	600,000	693,761.40	0.04%
ENCANA CORP 5.8% BDS 01/MAY/2014 USD1000	N/A	292506AA0	634,000	691,421.38	0.04%
PROCTER & GAMBLE CO 5.80% 15/AUG/2034	N/A	742718DB2	545,000	691,616.45	0.04%
FHLMCGLD MORTPASS 6% 01/DEC/2037 G0 PN# G03721	N/A	3128M5PE4	624,949	690,008.36	0.04%
GNMA I MORTPASS 4% 15/DEC/2041 SF PN# 552649	N/A	36213E5J1	642,875	691,537.65	0.04%
KREDITANSTALT FUER WIEDERAUFBAU KFW 4.375% SNR NTS	N/A	500769CR3	600,000	687,783.00	0.04%
DIAGEO CAPITAL GTD UNSUBORD NTS 15/JUL/2020	N/A	25243YAP4	600,000	684,684.00	0.04%
FIFTH THIRD BANCORP 3.5% BDS 15/MAR/2022 USD1000	N/A	316773CL2	700,000	683,968.60	0.04%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	664,000	682,951.89	0.04%
PROLOGIS LP 6.625% SNR NTS 15/MAY/2018 USD1000	N/A	74340XAM3	600,000	683,005.20	0.04%
HOME DEPOT INC 5.4% BDS 01/MAR/2016 USD1000	N/A	437076AP7	590,000	680,857.64	0.04%
ALABAMA POWER CO 5.7% 15FEB15/FEB/2033	N/A	010392EC8	574,000	680,135.47	0.04%
GENERAL ELEC CAP CORP 4.875% 04/MAR/2015	N/A	36962GP65	619,000	680,145.44	0.04%
HSBC HLDGS 6.5% BDS 15/SEP/2037 USD1000	N/A	404280AH2	600,000	673,370.40	0.04%
SAFEWAY INC 3.4% BDS 01/DEC/2016 USD1000	N/A	786514BT5	650,000	674,050.65	0.04%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755958	N/A	36230QTP3	622,963	672,454.74	0.04%
GENERAL ELECTRIC CAPITAL CORP 5.4% MTN 15/FEB/2017	N/A	36962G2G8	585,000	669,955.46	0.04%
LOS ANGELES CALIF WTR & PWR WTRWKS 6.574% BDS	N/A	544495VY7	500,000	669,355.00	0.04%
KOHLS CORP SR NT 4% 01/NOV/2021	N/A	500255AR5	650,000	670,547.80	0.04%
CREDIT SUISSE FB USA INC	N/A	22541LAE3	555,000	668,726.72	0.03%
DOW CHEMICAL CO 4.125% BDS 15/NOV/2021 USD1000	N/A	260543CF8	650,000	668,684.25	0.03%
VERIZON GLOBAL FUNDING CORP 4.9% 15/SEP/2015	N/A	92344GAW6	590,000	663,796.02	0.03%
STATE STREET CORP 4.375% NTS 07/MAR/2021 USD1000	N/A	857477AG8	600,000	659,824.20	0.03%
MARSH & MCLENNAN COS INC SR NT 4.8% 15/JUL/2021	N/A	571748AR3	600,000	655,663.20	0.03%
NISOURCE FINANCE CORP 5.95% BDS 15/JUN/2041	N/A	65473QAX1	600,000	656,846.40	0.03%
MARATHON PETROLEUM CORP 5.125% BDS 01/MAR/2021	N/A	56585AAD4	600,000	652,584.00	0.03%
ALCOA INC 5.87% NTS 23/FEB/2022 USD1000	N/A	013817AQ4	625,000	651,219.38	0.03%
MIDAMERICAN ENERGY CO 5.8% BDS 15/OCT/2036 USD1000	N/A	59562EAH8	550,000	651,599.85	0.03%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	619,000	648,489.16	0.03%
BOSTON PROPERTIES INC 5% NTS 01/JUN/2015 USD1000	N/A	10112RAE4	590,000	646,632.33	0.03%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932888	N/A	31412RND5	624,809	645,027.47	0.03%
UNION PACIFIC CORP 5.125% UNS LN STK 15/FEB/2014	N/A	907818DC9	600,000	645,259.20	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 742244	N/A	3620AWS92	591,450	638,437.80	0.03%
INTEL CORP 4.8% BDS 01/OCT/2041 USD1000	N/A	458140AK6	600,000	639,121.80	0.03%
DALLAS TEX AREA RAPID TRAN 5.999% BDS 01/DEC/2044	N/A	235241LS3	500,000	638,230.00	0.03%
AETNA INC NEW 6% SNR NTS 15/JUN/2016 USD1000	N/A	00817YAE8	550,000	635,438.65	0.03%
FHLMCGLD MORTPASS 5% 01/AUG/2025 G3 PN# G30267	N/A	3128CUJL1	582,551	635,098.26	0.03%
AMERICAN INTERNATIONAL GROUP INC 5.6% BDS	N/A	02687QBC1	585,000	633,530.43	0.03%
GILEAD SCIENCES INC 4.4% BDS 01/DEC/2021 USD1000	N/A	375558AU7	600,000	629,805.00	0.03%
TOYOTA MTR CRD CORP MTN BE NT-B 2.8% 11/JAN/2016	N/A	89233P4R4	600,000	629,105.40	0.03%
FNMA MORTPASS 7% 01/OCT/2038 CL PN# 990810	N/A	31415VVB8	547,545	627,397.41	0.03%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	600,000	627,681.00	0.03%
CHEVRON CORP 3.95% NTS 03/MAR/2014 USD1000	N/A	166751AH0	585,000	623,068.29	0.03%
HSBC BANK USA 4.625% 01/APR/2014	N/A	40428EJQ3	590,000	619,996.78	0.03%
VIACOM INC 3.875% BDS 15/DEC/2021 USD1000	N/A	92553PAJ1	600,000	617,445.00	0.03%
ACE INA HOLDINGS IN 5.87500 15/JUN/2014	N/A	00440EAG2	560,000	616,875.84	0.03%
CITIGROUP INC 8.50% BDS 22/MAY/2019 USD1000	N/A	172967EV9	500,000	616,439.00	0.03%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	531,000	614,686.66	0.03%
EXPORT DEV CANADA 1.5% DEB 15/MAY/2014 USD1000	N/A	30216BCN0	600,000	613,654.20	0.03%
GOLDMAN SACHS GROUP INC 5.35% SNR NTS 15/JAN/2016	N/A	38141GEE0	577,000	611,899.27	0.03%
NOBLE ENERGY INC 4.15% BDS 15/DEC/2021 USD1000	N/A	655044AF2	600,000	613,268.40	0.03%
BB&T CORP 2.05% BDS 28/APR/2014 USD1000	N/A	05531FAH6	600,000	611,651.40	0.03%
BMO BANK OF MONTREAL SR NT-A 1.75% 29/APR/2014	N/A	06366QGJ0	600,000	610,581.00	0.03%
JOHNSON CONTROLS INC 3.75% BDS 01/DEC/2021 USD1000	N/A	478366BA4	600,000	611,064.60	0.03%
JOHNSON & JOHNSON 1.2% BDS 15/MAY/2014 USD100	N/A	478160AX2	600,000	610,374.00	0.03%
HEWLETT PACKARD CO GLBL NT 2.35% 15/MAR/2015	N/A	428236BN2	600,000	611,405.40	0.03%
TARGET CORP 6% 15/JAN/2018	N/A	87612EAS5	500,000	609,503.00	0.03%
UNITED TECHNOLOGIES CORP 01/MAY/2015	N/A	913017BH1	545,000	608,684.89	0.03%
CISCO SYSTEMS INC 5.90% BDS 15/FEB/2039 USD1000	N/A	17275RAD4	500,000	607,299.50	0.03%
EUROPEAN INVESTMENT BANK 1.125% NTS 15/AUG/2014	N/A	298785FR2	600,000	607,002.00	0.03%
OCCIDENTAL PETE CORP DEL SR NT 3.125% 15/FEB/2022	N/A	674599CC7	600,000	605,322.00	0.03%
US BANCORP 1.375% BDS 13/SEP/2013 USD1000	N/A	91159HGY0	600,000	605,211.00	0.03%
HUSKY ENERGY INC SR NT 3.95% 15/APR/2022	N/A	448055AJ2	600,000	604,035.00	0.03%
INTERNATIONAL BUS MACH CORP 1.00% BDS 05/AUG/2013	N/A	459200GT2	600,000	603,844.80	0.03%
AMGEN INC 3.45% BDS 01/OCT/2020 USD1000	N/A	031162BD1	600,000	600,525.00	0.03%
FHLMCGLD MORTPASS 4.5% 01/APR/2031 C9 PN# C91366	N/A	3128P7QT3	565,614	600,446.27	0.03%
CONNECTICUT ST 5.85% BDS 15/MAR/2032 USD1000	N/A	20772GF45	500,000	601,605.00	0.03%
AMERICAN INTERNATIONAL GROUP INC 8.25% NTS	N/A	026874BT3	500,000	600,205.50	0.03%
MORGAN STANLEY 2.875% 24/JAN/2014	N/A	61747WAD1	600,000	598,696.80	0.03%
MORGAN STANLEY 4.75% SUB NTS 01/APR/2014 USD1000	N/A	61748AAE6	590,000	599,654.76	0.03%
BBVA SENIOR FINANCE SA UNIPERSONAL 3.25% BDS	N/A	055299AJ0	600,000	598,186.20	0.03%
CHICAGO ILL TRANSIT AUTHORITY 6.899% BDS	N/A	167725AC4	500,000	597,970.00	0.03%
HEALTH CARE REIT INC SR NT 4.125% 01/APR/2019	N/A	42217KAY2	600,000	595,218.60	0.03%
NEW YORK NY CITY TRANSITIONAL FIN A 5.572% BDS	N/A	64971M5L2	500,000	593,780.00	0.03%
FHLMCGLD MORTPASS 4% 01/NOV/2041 G0 PN# G06818	N/A	3128M84B7	565,309	592,271.92	0.03%
VODAFONE GROUP 1.625% BDS 20/MAR/2017 USD1000	N/A	92857WAX8	600,000	591,604.20	0.03%
BOEING CO 4.875% BDS 15/FEB/2020 USD1000	N/A	097023AZ8	500,000	590,231.00	0.03%
UNIVERSITY CALIF REVS LTD PROJ-SER F-BUILD AMER	N/A	91412GDZ5	500,000	590,350.00	0.03%
EXPORT-IMPORT BANK OF KOREA 4% LN STK 29/JAN/2021	N/A	302154AX7	600,000	590,421.00	0.03%
COMCAST CORP(NEW) 5.70% NTS 01/JUL/2019 USD1000	N/A	20030NAZ4	500,000	587,332.00	0.03%
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015	N/A	828807BM8	531,000	585,087.66	0.03%
PRUDENTIAL FINANCIAL INC 6.625% 21/JUN/2040	N/A	74432QBN4	500,000	584,662.50	0.03%
BARCLAYS BK PLC SR NT 5.2% 10/JUL/2014	N/A	06739FFZ9	550,000	582,904.85	0.03%
TAMPA ELECTRIC CO 5.4% SNR NT 15/MAY/2021 USD1000	N/A	875127AZ5	500,000	581,278.00	0.03%
SAN DIEGO GAS & ELECTRIC CO 3.95% BDS 15/NOV/2041	N/A	797440BP8	600,000	580,327.20	0.03%
FRANCE TELECOM 8.5% BDS 01/MAR/2031 USD1000	N/A	35177PAL1	407,000	577,170.77	0.03%
FREEPORT-MCMORAN COPPER & GOLD SR NT 3.55%	N/A	35671DAU9	600,000	576,250.80	0.03%
ITALIAN, REPUBLIC OF 4.375% DUE 15/JUN/2013	N/A	465410BF4	560,000	576,394.56	0.03%
WAL-MART STORES INC 4.625% BDS 15/APR/2041 USD1000	N/A	931142DB6	475,000	574,925.28	0.03%
PHILIP MORRIS INTL INC 6.375% 16/MAY/2038	N/A	718172AC3	460,000	571,718.36	0.03%
ENBRIDGE INC 5.6% SR NT 01/APR/2017 USD1000	N/A	29250NAB1	500,000	571,253.50	0.03%
WASTE MANAGEMENT INC 6.375% 11/MAR/2015	N/A	94106LAT6	500,000	570,900.50	0.03%
GNMA I MORTPASS 4% 15/OCT/2041 SF PN# 773527	N/A	36176RD82	530,996	571,190.56	0.03%
FHLMC MORTPASS ARM 01/JAN/2042 2B PN# 2B0108	N/A	3128LLDM5	545,669	568,679.17	0.03%
TENNESSEE VALLEY AUTHORITY 4.875% BDS 15/JAN/2048	N/A	880591EB4	500,000	567,943.00	0.03%
BRAZIL(FEDERATIVE REPUBLIC OF) 4.875% NTS	N/A	105756BS8	500,000	566,000.00	0.03%
PNC FUNDING CORP 5.125% NTS 08/FEB/2020 USD2000	N/A	693476BJ1	500,000	566,359.00	0.03%
ABBOTT LABORATORIES 5.875% NTS 15/MAY/2016 USD1000	N/A	002824AT7	481,000	565,862.83	0.03%
SEMPRA ENERGY 6.00% 15/OCT/2039	N/A	816851AP4	470,000	564,385.40	0.03%
DISCOVERY COMMUNICATIONS INC 5.05% BDS 01/JUN/2020	N/A	25470DAC3	500,000	565,246.00	0.03%
PENNSYLVANIA STATE 5.85% BDS 15/JUL/2030 USD5000	N/A	70914PPQ9	500,000	562,620.00	0.03%
TRANSOCEAN INC SR NT 6.375% 15/DEC/2021	N/A	893830BB4	500,000	562,584.00	0.03%
SUNTRUST BANKS INC 3.5% BDS 20/JAN/2017 USD1000	N/A	867914BE2	550,000	561,000.00	0.03%
INTER-AMERICAN DEVELOPMENT BANK 6.80000%	N/A	458182BW1	413,000	559,524.97	0.03%
MASSACHUSETTS STATE 4.2% BDS 01/DEC/2021 USD1000	N/A	57582PWK2	500,000	559,260.00	0.03%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	500,000	558,080.50	0.03%
AMERICA MOVIL SAB DE CV 5% NTS 30/MAR/2020 USD1000	N/A	02364WAV7	500,000	555,998.00	0.03%
EMBARQ CORPORATION 7.995% BDS 01/JUN/2036 USD1000	N/A	29078EAA3	550,000	555,920.20	0.03%
AON CORP 5% BDS 30/SEP/2020 USD1000	N/A	037389AW3	500,000	551,270.00	0.03%
BELLSOUTH CORP 5.20% 15/SEP/2014	N/A	079860AG7	501,000	551,382.06	0.03%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	500,000	551,193.50	0.03%
BARRICK GOLD CORP 5.25% 01/APR/2042	N/A	067901AG3	550,000	548,856.83	0.03%
EUROPEAN INVESTMENT BANK 4% BDS 16/FEB/2021	N/A	298785FM3	500,000	550,087.50	0.03%
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS	N/A	66989GAA8	470,000	550,505.83	0.03%
CATERPILLAR INC 3.9% NTS 27/MAY/2021 USD1000	N/A	149123BV2	500,000	547,990.50	0.03%
VERIZON COMMUNICATIONS INC 6.35% BDS 01/APR/2019	N/A	92343VAV6	450,000	547,992.00	0.03%
JPMORGAN CHASE & CO 5.15% 01/OCT/2015	N/A	46625HDF4	501,000	545,021.87	0.03%
NEW YORK ST URBAN DEVELOPMENT CORP 5.838% BDS	N/A	650035VB1	450,000	544,635.00	0.03%
FLORIDA POWER & LIGHT CO 5.65% MTG BDS 01/FEB/2037	N/A	341081EV5	450,000	542,657.70	0.03%
INTERNATIONAL PAPER CO 6% BDS 15/NOV/2041 USD1000	N/A	460146CH4	500,000	542,735.50	0.03%
QUEST DIAGNOSTICS INC 4.7% NTS 01/APR/2021 USD1000	N/A	74834LAS9	500,000	541,208.50	0.03%
ENSCO PLC 4.7% BDS 15/MAR/2021 USD1000	N/A	29358QAA7	500,000	539,441.00	0.03%
HSBC HOLDINGS PLC 5.1% SNR NT 05/APR/2021 USD1000	N/A	404280AK5	500,000	540,531.00	0.03%
LOS ANGELES CALIFORNIA UNI SCH DIST 6.758% BDS	N/A	544646ZR6	420,000	539,695.80	0.03%
CSX CORP 126408GD9 5.5% 01/AUG/2013	N/A	126408GD9	507,000	537,795.18	0.03%
CALIFORNIA STATE 5.25% BDS 01/APR/2014 USD5000	N/A	13063A5B6	500,000	538,605.00	0.03%
WALT DISNEY COMPANY 3.75% MTN 01/JUN/2021 USD1000	N/A	25468PCL8	500,000	537,371.00	0.03%
CITIGROUP INC 5.85% 11/DEC/2034	N/A	172967CT6	525,000	536,725.35	0.03%
NABORS INDUSTRIES INC 5% SR NT 15/SEP/2020 USD1000	N/A	629568AV8	500,000	536,717.50	0.03%
WELLS FARGO & CO 4.6% BDS 01/APR/2021 USD1000	N/A	94974BEV8	500,000	536,209.50	0.03%
WAL-MART STORES INC 3.625% BDS 08/JUL/2020 USD1000	N/A	931142CU5	500,000	537,172.00	0.03%
LLOYDS TSB BANK PLC 6.375% BDS 21/JAN/2021 USD1000	N/A	539473AH1	500,000	536,700.50	0.03%
APACHE FINANCE CANADA 4.375% BDS 15/MAY/2015	N/A	03746AAC4	487,000	534,805.87	0.03%
BANK OF NEW YORK MELLON CORP 4.3% NTS 15/MAY/2014	N/A	06406HBL2	500,000	535,426.00	0.03%
WELLS FARGO & COMPANY VAR 15/JUN/2016	N/A	949746QU8	500,000	533,957.00	0.03%
L-3 COMMUNICATIONS CORP 5.2% SNR NTS 15/OCT/2019	N/A	502413AY3	500,000	534,049.50	0.03%
FHLMCGLD MORTPASS 6.5% 01/OCT/2035 G0 PN# G08088	N/A	3128MJC24	474,826	535,280.19	0.03%
CNA FINANCIAL CORP 5.75% BDS 15/AUG/2021 USD1000	N/A	126117AR1	500,000	532,815.50	0.03%
WEATHERFORD INTL LTD 5.125% 15/SEP/2020	N/A	94707VAA8	500,000	531,934.50	0.03%
NORDSTROM INC 4% BDS 15/OCT/2021 USD1000	N/A	655664AP5	500,000	531,991.50	0.03%
NOBLE HLDGS INTL 4.625% BDS 01/MAR/2021 USD1000	N/A	65504LAF4	500,000	532,156.00	0.03%
AFRICAN DEVELOPMENT BANK 2.5% NTS 15/MAR/2016	N/A	B3Q1MD4	500,000	530,925.00	0.03%
3M CO 5.7% NTS 15/MAR/2037 USD2000	N/A	88579EAC9	415,000	530,098.18	0.03%
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%	N/A	233835AW7	487,000	530,361.51	0.03%
JPMORGAN CHASE & CO 5.4% BDS 06/JAN/2042 USD1000	N/A	48126BAA1	500,000	530,906.00	0.03%
BANK OF AMERICA CORP 5.7% BDS 24/JAN/2022 USD1000	N/A	06051GEM7	500,000	529,292.00	0.03%
KREDITANSTALT FUER WIEDERAUFBAU KFW 2.625% NTS	N/A	500769EG5	500,000	528,993.00	0.03%
HSBC HLDGS 4.875% BDS 14/JAN/2022 USD1000	N/A	404280AL3	500,000	529,726.00	0.03%
CINGULAR WIRELESS LLC 7.125% NTS 15/DEC/2031	N/A	17248RAJ5	413,000	528,651.15	0.03%
DIRECTV HLDGS/FINANCE 3.55% SR NT 15/MAR/2015	N/A	25459HAN5	500,000	528,015.50	0.03%
BOSTON PROPERTIES INC 5.625% BDS 15/NOV/2020 USD	N/A	10112RAR5	465,000	529,461.56	0.03%
APACHE CORP 3.625% BDS 01/FEB/2021 USD1000	N/A	037411AX3	500,000	527,314.00	0.03%
RIO TINTO FINANCE 4.125% BDS 20/MAY/2021 USD1000	N/A	767201AN6	500,000	527,502.00	0.03%
MICROSOFT CORP 3.00% 01/OCT/2020	N/A	594918AH7	500,000	527,728.50	0.03%
BB&T CORP 3.2% BDS 15/MAR/2016 USD1000	N/A	05531FAG8	500,000	525,613.50	0.03%
EDISON INTERNATIONAL 3.75% BDS 15/SEP/2017 USD1000	N/A	281020AF4	500,000	524,560.00	0.03%
HCP INC 6% BDS 30/JAN/2017 USD1000	N/A	421915EJ4	472,000	524,535.02	0.03%
DIRECTV HLDGS/FINANCE 3.5% BDS 01/MAR/2016 USD1000	N/A	25459HAY1	500,000	525,128.50	0.03%
ENERGY TRANSFER PRTNRS L P SR NT 5.2% 01/FEB/2022	N/A	29273RAQ2	500,000	523,078.50	0.03%
SANOFI 2.625% BDS 29/MAR/2016 USD1000	N/A	80105NAD7	500,000	523,534.50	0.03%
WAL-MART STORES INC 3.25% BDS 25/OCT/2020 USD1000	N/A	931142CZ4	500,000	523,300.50	0.03%
UNITED PARCEL SERVICE INC 3.125% BDS 15/JAN/2021	N/A	911312AM8	500,000	523,763.00	0.03%
JAPAN FIN CORP GTD BD 2.5% 21/JAN/2016	N/A	471065AF9	500,000	522,917.50	0.03%
EUROPEAN BANK FOR REC & DEV 2.5% NTS 15/MAR/2016	N/A	29874QBW3	500,000	523,633.00	0.03%
JPMORGAN CHASE & CO NT 4.625% 10/MAY/2021	N/A	46625HHZ6	500,000	522,535.50	0.03%
ROYAL BANK OF CANADA 2.875% BDS 19/APR/2016	N/A	78008K5V1	500,000	523,211.00	0.03%
BURLINGTON NORTHERN SANTA FE CORP 5.05% DEB	N/A	12189LAC5	500,000	521,574.00	0.03%
SOUTHERN CAL EDISON	N/A	842400EZ2	436,000	520,788.48	0.03%
HALLIBURTON CO 6.7% BDS 15/SEP/2038 USD1000	N/A	406216AW1	400,000	520,889.20	0.03%
AMERICAN EXPRESS CREDIT CORP 2.75% NTS 15/SEP/2015	N/A	0258M0DA4	500,000	518,763.50	0.03%
CITIGROUP INC 5.5% NTS 11/APR/2013 USD1000	N/A	172967EQ0	500,000	518,874.50	0.03%
AUTOZONE INC 4% NTS 15/NOV/2020 USD2000	N/A	053332AL6	500,000	518,513.50	0.03%
AMERICAN TOWER CORP 5.05% BDS 01/SEP/2020 USD1000	N/A	029912BC5	500,000	516,649.50	0.03%
KFW BANKENGRUPPE 2% NTS 01/JUN/2016 USD1000	N/A	500769EM2	500,000	517,564.00	0.03%
ONTARIO(PROV OF) 2.3% MTN 10/MAY/2016 USD1000	N/A	68323AAQ7	500,000	517,804.00	0.03%
RIO TINTO FINANCE USA LTD 2.5% BDS 20/MAY/2016	N/A	767201AM8	500,000	518,219.50	0.03%
SLM CORP 6% MTN 25/JAN/2017 USD1000	N/A	78442FEM6	500,000	515,000.00	0.03%
BANK OF NOVA SCOTIA 2.05% NTS 07/OCT/2015 USD1000	N/A	064149C47	500,000	513,583.50	0.03%
FNMA MORTPASS 6% 01/SEP/2022 CI PN# 928711	N/A	31412LYG9	474,379	514,027.65	0.03%
NORTHROP GRUMMAN CORP 3.5% NTS 15/MAR/2021 USD1000	N/A	666807BE1	500,000	513,624.50	0.03%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	500,000	514,370.00	0.03%
COOPERATIEVE CENTRALE RAIFFEIS SR NT 3.375%	N/A	21686CAD2	500,000	511,169.50	0.03%
MEXICO(UNITED MEXICAN STATES) 3.625% BDS	N/A	91086QBA5	500,000	511,250.00	0.03%
STH AFRICA(REP OF) 4.665% BDS 17/JAN/2024 USD1000	N/A	836205AQ7	500,000	511,250.00	0.03%
SIMON PROPERTY GROUP INC 2.8% NTS 30/JAN/2017	N/A	828807CH8	500,000	511,964.00	0.03%
ERP OPERATING LP 5.25% 15/SEP/2014	N/A	26884AAS2	472,000	511,188.27	0.03%
REPUBLIC OF ITALY 5.375% 15JUN15/JUN/2033	N/A	465410BG2	541,000	510,400.50	0.03%
TOYOTA MOTOR CREDIT CORP 3.3% BDS 12/JAN/2022	N/A	89233P5T9	500,000	509,715.00	0.03%
CATERPILLAR INC 1.375% NTS 27/MAY/2014 USD2000	N/A	149123BU4	500,000	507,952.50	0.03%
DEUTSCHE TELEKOM AG VAR BDS 15/JUN/2030 USD1000	N/A	25156PAC7	369,000	507,178.69	0.03%
PACIFIC GAS & ELECTRIC 4.80% DUE 01/MAR/2014	N/A	694308GD3	472,000	507,419.82	0.03%
JOHNSON CONTROLS 1.75% BDS 01/MAR/2014 USD1000	N/A	478366AV9	500,000	508,231.50	0.03%
SVENSK EXPORTKREDIT AKTIEBOLAGET 1.75% NTS	N/A	00254EKM3	500,000	504,994.00	0.03%
BAXTER INTERNATIONAL INC 1.85% BDS 15/JAN/2017	N/A	071813BD0	500,000	506,370.00	0.03%
CLOROX CO 3.8% BDS 15/NOV/2021 USD1000	N/A	189054AS8	500,000	505,292.00	0.03%
TOTAL CAPITAL SA 2.3% NTS 15/MAR/2016 USD1000	N/A	89152UAE2	500,000	505,625.50	0.03%
ONEOK INC NEW SR NT 4.25% 01/FEB/2022	N/A	682680AQ6	500,000	506,068.00	0.03%
BARRICK GOLD CORP 1.75% NTS 30/MAY/2014 USD1000	N/A	067901AE8	500,000	506,174.00	0.03%
BAKER HUGHES INC 3.2% BDS 15/AUG/2021 USD1000 144A	N/A	057224BA4	500,000	503,295.00	0.03%
BERKSHIRE HATHAWAY INC DEL SR NT 3.4% 31/JAN/2022	N/A	084670BF4	500,000	504,652.50	0.03%
CATERPILLAR FINANCIAL SERVICES CORP 1.125% MTN	N/A	14912L4Y4	500,000	504,085.50	0.03%
CSX CORP 7.375% SRN 01/FEB/2019 USD1000	N/A	126408GQ0	400,000	502,531.20	0.03%
TOTAL CAPITAL CANA 1.625% GTD NTS 28/JAN/2014 USD	N/A	89153UAB7	500,000	502,205.00	0.03%
MACYS RETAIL HLDGS INC SR NT 3.875% 15/JAN/2022	N/A	55616XAF4	500,000	501,457.50	0.03%
BANK OF NEW YORK MELLON CORP 1.2% BDS 20/FEB/2015	N/A	06406HCC1	500,000	500,603.00	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755959	N/A	36230QTQ1	461,654	499,484.39	0.03%
UNITED TECHNOLOGIES CORP 6.125% BDS 15/JUL/2038	N/A	913017BP3	400,000	500,062.00	0.03%
NOBLE HLDGS INTL 3.95% BDS 15/MAR/2022 USD100	N/A	65504LAJ6	500,000	499,631.00	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 759075	N/A	36230UCL1	462,840	500,767.85	0.03%
CITIGROUP INC NT 2.65% 02/MAR/2015	N/A	172967FY2	500,000	499,909.00	0.03%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	410,000	498,953.19	0.03%
KONINKLIJKE PHILIPS ELECTRONICS NV 5% BDS	N/A	500472AE5	500,000	498,974.00	0.03%
HEWLETT-PACKARD CO 3.75% BDS 01/DEC/2020 USD1000	N/A	428236BF9	500,000	497,859.00	0.03%
GOLDMAN SACHS GROUP INC 5.25% BDS 27/JUL/2021	N/A	38141GGQ1	500,000	494,958.00	0.03%
VALERO ENERGY CORP(NEW) 6.625% BDS 15/JUN/2037	N/A	91913YAL4	455,000	495,223.82	0.03%
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000	N/A	17275RAC6	425,000	493,218.03	0.03%
DEVON ENERGY CORP 7.95% SR DEB 15/APR/2032 USD	N/A	251799AA0	350,000	491,823.50	0.03%
COCA-COLA CO 1.8% BDS 01/SEP/2016 USD1000	N/A	191216AU4	480,000	490,206.72	0.03%
METLIFE INC BDS 6.4% 15/DEC/2066 USD1000	N/A	59156RAP3	500,000	490,000.00	0.03%
PEPSIAMERICAS INC 4.875% DUE 15/JAN/2015	N/A	71343PAA9	442,000	490,056.45	0.03%
GNMA I MORTPASS 4% 15/OCT/2041 SF PN# 727565	N/A	3620AEJJ0	455,345	489,812.85	0.03%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	500,000	488,536.50	0.03%
BHP BILLITON FINANCE USA LTD 2.875% BDS	N/A	055451AQ1	500,000	487,636.00	0.03%
TYCO ELECTRONICS G 3.5% NTS 03/FEB/2022 USD1000	N/A	902133AM9	500,000	487,451.50	0.03%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	500,000	486,082.50	0.03%
WELLS FARGO & COMPANY 5.375% 07/FEB/2035	N/A	949746JM4	457,000	487,716.80	0.03%
JEFFERIES GROUP INC 5.125% BDS 13/APR/2018 USD1000	N/A	472319AK8	500,000	485,000.00	0.03%
COOPERATIEVE CENTRALE RAIFFEI GLBL NT 3.875%	N/A	21685WDD6	500,000	483,536.00	0.03%
ASTRAZENECA 5.9% BDS 15/SEP/2017 USD1000	N/A	046353AB4	400,000	479,411.60	0.03%
TOTAL CAPITAL SA 2.875% BDS 17/FEB/2022 USD1000	N/A	89153VAB5	500,000	479,436.00	0.03%
NORFOLK SOUTHERN CORP 5.9% BDS 15/JUN/2019 USD1000	N/A	655844BC1	400,000	478,343.60	0.03%
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS	N/A	22303QAG5	400,000	479,848.00	0.03%
BANK OF NEW YORK MELLON CORP 5.125% BDS	N/A	06406HBK4	450,000	477,127.80	0.02%
UNITED AIRLINES INC 9.75% 15/JAN/2017	N/A	909317BE8	417,443	477,972.30	0.02%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	400,000	476,745.60	0.02%
COMCAST CORP 5.9% BDS 15/MAR/2016 USD1000	N/A	20030NAL5	413,000	476,860.13	0.02%
BAXTER INTERNATIONAL INC 5.375% NTS 01/JUN/2018	N/A	071813AY5	400,000	474,734.40	0.02%
SIMON PROPERTY GROUP INC 6.1% NTS 01/MAY/2016	N/A	828807BT3	413,000	475,060.27	0.02%
EUROPEAN INVESTMENT BANK 3.125% MTN 04/JUN/2014	N/A	298785EY8	450,000	472,729.50	0.02%
TYCO ELECTRONICS GROUP S A 6.55% BDS 01/OCT/2017	N/A	902133AF4	400,000	473,582.40	0.02%
GNMA II MORTPASS 4.5% 20/MAR/2041 SF PN# 004978	N/A	36202FQ74	432,962	472,456.85	0.02%
COCA-COLA CO 3.15% NTS 15/NOV/2020 USD1000	N/A	191216AR1	450,000	470,115.90	0.02%
LINCOLN NATIONAL CORP 6.15% BDS 07/APR/2036	N/A	534187AR0	440,000	464,948.88	0.02%
DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014	N/A	25468PCA2	413,000	464,423.46	0.02%
PSEG POWER 5.50% 01/DEC/2015	N/A	69362BAN2	413,000	463,643.30	0.02%
FNMA MORTPASS ARM 01/FEB/2042 LB PN# AK0714	N/A	3138E4YL9	447,509	463,717.32	0.02%
CITIGROUP INC 3.953% BDS 15/JUN/2016 USD100	N/A	172967FS5	450,000	462,444.30	0.02%
RIO TINTO LIMITED 3.5% BDS 02/NOV/2020 USD1000	N/A	767201AK2	450,000	459,441.00	0.02%
DISCOVER BANK 7% BDS 15/APR/2020 USD1000	N/A	25466AAB7	400,000	458,982.40	0.02%
NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV	N/A	645913AY0	650,000	458,477.50	0.02%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% BDS	N/A	31403DGZ6	416,397	455,776.22	0.02%
PRAXAIR INC 3% BDS 01/SEP/2021 USD100	N/A	74005PAZ7	450,000	456,720.30	0.02%
CLEVELAND ELECTRIC ILLUMINATING CO 5.5% MTG BDS	N/A	186108CJ3	400,000	455,202.80	0.02%
AMERADA HESS CORP 7.3% NOTES 15/AUG/2031 USD1000	N/A	023551AJ3	354,000	450,464.65	0.02%
CREDIT SUISSE WARBURG PINCUS TRUST 5.85% BDS	N/A	225434CJ6	400,000	451,170.80	0.02%
AMERICAN INTERNATIONAL GROUP INC 8.175% SUBORD DEB	N/A	026874BS5	425,000	449,862.50	0.02%
DU PONT(E.I.)DE NEMOURS & CO 5.25% NTS 15/DEC/2016	N/A	263534BQ1	385,000	449,817.83	0.02%
EXELON CORP 4.90% 15/JUN/2015	N/A	30161NAD3	413,000	450,494.21	0.02%
CITIGROUP INC 5.85% BDS 02/AUG/2016 USD100000	N/A	172967DQ1	413,000	450,739.11	0.02%
PRINCIPAL FINANCIAL GROUP 8.875% BDS 15/MAY/2019	N/A	74251VAD4	350,000	446,772.90	0.02%
FNMA MORTPASS 4.5% 01/OCT/2024 CI PN# AD0244	N/A	31418MHW5	415,269	444,718.98	0.02%
HSBC HLDGS 6.5% BDS 02/MAY/2036 USD100000	N/A	404280AG4	400,000	444,815.60	0.02%
NORSK HYDRO ASA 6.8% BDS 15/JAN/2028 USD1000	N/A	656531AG5	350,000	445,603.55	0.02%
AT&T INC 5.55% BDS 15/AUG/2041 USD1000	N/A	00206RBA9	400,000	443,369.20	0.02%
MICROSOFT CORP NT 2.95% 01/JUN/2014	N/A	594918AB0	420,000	442,730.82	0.02%
MORGAN STANLEY 3.45% MTN 02/NOV/2015 USD1000	N/A	61747YCT0	450,000	439,528.05	0.02%
PLAINS ALL AMERN PIPELINE L P SR NT 5.15%	N/A	72650RBA9	450,000	439,607.25	0.02%
JP MORGAN CHASE & 5.6% BDS 15/JUL/2041 USD1000	N/A	46625HJB7	400,000	437,119.20	0.02%
AMERICAN INTERNATIONAL GROUP INC 5.85% MTN	N/A	02687QDG0	400,000	435,002.40	0.02%
APPLIED MATERIALS INC 4.3% NTS 15/JUN/2021 USD1000	N/A	038222AF2	400,000	435,200.40	0.02%
COX COMMUNICATIONS INC 5.5% 01/OCT/2015	N/A	224044BH9	383,000	434,142.37	0.02%
EOG RESOURCES INC 4.1% BDS 01/FEB/2021 USD1000	N/A	26875PAG6	400,000	432,976.00	0.02%
FNMA MORTPASS 5.5% 01/AUG/2020 CI PN# 826869	N/A	31407CT23	394,698	433,973.27	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURIES TRUST	N/A	46629YAF6	420,000	432,628.98	0.02%
MCDONALD'S CORP 5.35% BDS 01/MAR/2018 USD1000	N/A	58013MEE0	360,000	430,831.08	0.02%
BOSTON SCIENTIFIC CORP SR NT 4.5% 15/JAN/2015	N/A	101137AJ6	400,000	429,085.60	0.02%
CONOCOPHILLIPS 5.625% NTS 15/OCT/2016 USD1000	N/A	20825TAA5	365,000	429,445.13	0.02%
QUEBEC 3.5% GBL NTS 29/JUL/2020 USD1000 QJ	N/A	748148RU9	400,000	429,926.40	0.02%
COMCAST CORP 6.4% BDS 01/MAR/2040 USD2000	N/A	20030NBB6	350,000	430,424.05	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MJDW7	392,915	428,275.74	0.02%
THERMO FISHER SCIENTIFIC INC SR NT 3.2%	N/A	883556AY8	400,000	426,155.20	0.02%
BP CAPITAL MARKETS 3.2% BDS 11/MAR/2016 USD1000	N/A	05565QBQ0	400,000	423,814.40	0.02%
ITALY(REPUBLIC OF) 4.75% BDS 25/JAN/2016 USD100000	N/A	465410BQ0	413,000	423,523.24	0.02%
LOCKHEED MARTIN CORP 6.15% BDS 01/SEP/2036 USD1000	N/A	539830AR0	354,000	424,391.48	0.02%
GNMA I MORTPASS 6% 15/MAR/2034 SF PN# 564799	N/A	36213UNQ9	372,136	422,809.72	0.02%
UNILEVER CAPITAL CORP 2.75% NTS 10/FEB/2016	N/A	904764AL1	400,000	421,677.20	0.02%
AT&T INC 5.35% BDS 01/SEP/2040 USD1000	N/A	04650NAB0	395,000	420,007.45	0.02%
CRH AMERICA INC 6% NTS 30/SEP/2016 USD1000	N/A	12626PAG8	385,000	419,286.95	0.02%
BOEING CAPITAL CORP 2.9% BDS 15/AUG/2018 USD1000	N/A	097014AM6	400,000	419,167.60	0.02%
BUNGE LTD FIN CORP SR NT 4.1% 15/MAR/2016	N/A	120568AU4	400,000	417,441.20	0.02%
GOODRICH (BF) CO 6.29% 01/JUL/2016	N/A	382388AS5	354,000	417,475.03	0.02%
VODAFONE GROUP 2.875% NTS 16/MAR/2016 USD1000	N/A	92857WAW0	400,000	419,099.60	0.02%
WPP FINANCE 2010 4.75% GTD SNR 21/NOV/2021 USD	N/A	92936MAA5	400,000	418,292.80	0.02%
PEPSICO INC 2.50% NTS 10/MAY/2016 USD1000	N/A	713448BT4	400,000	418,252.40	0.02%
HEALTH CARE REIT INC 5.25% BDS 15/JAN/2022 USD1000	N/A	42217KAW6	400,000	418,403.60	0.02%
DOW CHEMICAL CO 4.25% BDS 15/NOV/2020 USD1000	N/A	260543CC5	400,000	418,553.20	0.02%
CANADIAN NATURAL RESOURCES 6.25% NTS 15/MAR/2038	N/A	136385AL5	340,000	415,422.88	0.02%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 838565	N/A	31407RTW4	379,040	416,756.91	0.02%
CREDIT SUISSE NEW YORK 4.375% BDS 05/AUG/2020	N/A	22546QAF4	400,000	415,761.60	0.02%
CHUBB CORP VAR 29/MAR/2067	N/A	171232AP6	400,000	413,000.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2036 A4 PN# A42305	N/A	3128K2R27	376,587	410,477.78	0.02%
KFW 2.75% 08/SEP/2020	N/A	500769DZ4	400,000	408,865.60	0.02%
AMERICA MOVIL SAB DE CV 6.125% BDS 30/MAR/2040	N/A	02364WAW5	350,000	406,461.30	0.02%
VIACOM INC 6.875% DEB 30/APR/2036 USD1000	N/A	925524AX8	324,000	407,253.42	0.02%
BEAR STEARNS CO INC 5.70% DUE 15/NOV/2014	N/A	07385TAJ5	369,000	407,737.25	0.02%
ARCHER DANIELS MIDLAND 5.935% 01/OCT/2032	N/A	039483AT9	345,000	406,050.51	0.02%
NEWS AMERICA INC 5.3% NTS 15/DEC/2014 USD1000	N/A	652482BG4	367,000	406,004.76	0.02%
CELGENE CORP 3.95% 15/OCT/2020	N/A	151020AE4	400,000	407,313.20	0.02%
EUROPEAN INVESTMENT BANK 5.125% NTS 13/SEP/2016	N/A	298785DY9	350,000	404,376.00	0.02%
TEVA PHARMACEUTICAL FINANCE III BV 1.7% BDS	N/A	88166DAA4	400,000	405,024.40	0.02%
ENTERGY CORP 5.125% BDS 15/SEP/2020 USD1000	N/A	29364GAF0	400,000	402,905.60	0.02%
NOMURA HLDGS INC 4.125% NTS 19/JAN/2016 USD1000	N/A	65535HAC3	400,000	403,236.80	0.02%
KREDITANSTALT FUER WIEDERAUFBAU KFW 5.125% GTD NTS	N/A	500769BP8	350,000	403,454.45	0.02%
AMGEN INC SR NT 5.15% 15/NOV/2041	N/A	031162BK5	400,000	401,612.40	0.02%
CITIGROUP INC 4.5% BDS 14/JAN/2022 USD1000	N/A	172967FT3	400,000	401,566.00	0.02%
ENERGY TRANSFER PARTNERS 6.7% 01/JUL/2018	N/A	29273RAH2	350,000	401,256.45	0.02%
DOW CHEMICAL CO 9.4% BDS 15/MAY/2039 USD1000	N/A	260543BY8	260,000	399,805.38	0.02%
FNMA MORTPASS 5.5% 01/MAR/2021 CI PN# 811558	N/A	31406JTP8	363,925	399,001.40	0.02%
FNMA MORTPASS 7% 01/OCT/2038 CL PN# 257409	N/A	31371N3S2	349,044	399,946.73	0.02%
UNITED STATES TREAS BDS 05.000% 15/MAY/2037	N/A	912810PU6	305,000	399,836.09	0.02%
TRAVELERS COMPANIES INC 5.75% BDS 15/DEC/2017	N/A	89417EAC3	335,000	398,894.55	0.02%
QUEBEC PROVINCE 4.6% 26/MAY/2015	N/A	748148RQ8	354,000	394,852.66	0.02%
COX COMMUNICATIONS INC 5.45% BDS 15/DEC/2014	N/A	224044BM8	354,000	393,525.87	0.02%
PNC FUNDING CORP 5.25% 15/NOV/2015	N/A	693476AT0	354,000	393,570.12	0.02%
MERCK & CO INC 4.75 01/MAR/2015	N/A	589331AK3	354,000	393,509.59	0.02%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 847920	N/A	31408DAV6	356,929	392,446.31	0.02%
OESTERREICHISCHE KONTROLLBANK AG 4.875% GTD BDS	N/A	676167AS8	350,000	392,511.35	0.02%
LUBRIZOL CORP 5.5% SR NT 01/OCT/2014 USD1000	N/A	549271AE4	354,000	392,216.07	0.02%
LOS ANGELES CALIF CMNTY COLLEG 6.75% BDS	N/A	54438CPA4	300,000	389,724.00	0.02%
ALCAN INC 4.59% NTS 15/MAY/2013 USD1000	N/A	013716AS4	372,000	387,748.25	0.02%
NATIONAL CITY CORP 4.90% 15/JAN/2015	N/A	635405AQ6	354,000	388,317.82	0.02%
UBS AG(STAMFORD) 5.875% BDS 20/DEC/2017 USD1000 TR	N/A	90261XEM0	350,000	388,046.75	0.02%
TARGET CORP 87612EAK2 6.35 01/NOV/2032	N/A	87612EAK2	313,000	387,118.09	0.02%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	250,000	387,605.50	0.02%
AT&T INC 4.45% NTS 15/MAY/2021 USD1000	N/A	00206RAX0	350,000	386,435.35	0.02%
VERIZON GLOBAL FDG CORP 4.375 01/JUN/2013	N/A	92344GAV8	369,000	384,929.73	0.02%
CLIFFS NATURAL RESOURCES INC 5.9% BDS 15/MAR/2020	N/A	18683KAA9	350,000	385,667.80	0.02%
ANHEUSER-BUSCH COS INC 5.75% BDS 01/APR/2036	N/A	035229DA8	324,000	384,492.74	0.02%
METLIFE INC 4.75% BDS 08/FEB/2021 USD1000	N/A	59156RAX6	350,000	383,910.10	0.02%
CHUBB CORP 6% SNR NTS 11/MAY/2037 USD1000	N/A	171232AQ4	315,000	383,296.41	0.02%
ASSOCIATE CORP 6.95% DEBS 01/NOV/2018 USD1000	N/A	046003JU4	339,000	383,702.91	0.02%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	350,000	384,817.30	0.02%
YUM BRANDS INC 6.875% SNR NTS 15/NOV/2037 USD1000	N/A	988498AD3	300,000	383,145.30	0.02%
UNITED PARCEL SERVICE INC NT 6.2%15/JAN/2038	N/A	911312AJ5	295,000	383,836.30	0.02%
FNMA MORTPASS 5.5% 01/APR/2033 CL PN# 555346	N/A	31385W5F2	347,679	382,841.45	0.02%
EUROPEAN INVESTMENT BANK 5.125% BDS 30/MAY/2017	N/A	298785EG7	325,000	380,824.28	0.02%
BEAR STEARNS 4.65 02/JUL/2018	N/A	073902CD8	354,000	378,238.03	0.02%
GENERAL ELECTRIC CAPITAL CORP 5.3% BDS 11/FEB/2021	N/A	369622SM8	350,000	379,061.55	0.02%
UFJ FINANCE ARUBA AEC 6.75% 15/JUL/2013	N/A	902671AA4	354,000	375,707.63	0.02%
COMCAST CORP(NEW) 6.95% SNR NTS 15/AUG/2037	N/A	20030NAV3	295,000	373,491.83	0.02%
DUKE CAPITAL CORP 6.75% BDS 15/FEB/2032 USD1000	N/A	26439RAK2	327,000	372,855.21	0.02%
FLORIDA POWER CORP 341099CB3 5.9% 01/MAR/2033	N/A	341099CB3	318,000	373,459.84	0.02%
ENCANA CORP 6.50% 15/AUG/2034	N/A	292505AD6	350,000	372,567.30	0.02%
ANADARKO FINANCE CORP 7.5% BDS 01/MAY/2031 USD1000	N/A	032479AD9	298,000	368,132.51	0.02%
BRITISH TELECOMMUNICATIONS VAR NOTES 15/DEC/2030	N/A	111021AE1	250,000	367,830.50	0.02%
FHLMCGLD MORTPASS 4% 01/DEC/2041 G0 PN# G06842	N/A	3128M85B6	350,748	367,477.78	0.02%
EXPRESS SCRIPTS INC SR NT 3.125% 15/MAY/2016	N/A	302182AF7	350,000	364,456.75	0.02%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 832837	N/A	31407KHN2	329,935	362,765.75	0.02%
QUEST DIAGNOSTICS INC 5.45% BDS 01/NOV/2015	N/A	74834LAL4	324,000	363,137.90	0.02%
WELLPOINT INC 5.25% NTS 15/JAN/2016 USD1000	N/A	94973VAK3	324,000	363,127.86	0.02%
FNMA MORTPASS 4% 01/JAN/2031 CT PN# AB2121	N/A	31416XLB4	342,025	362,950.22	0.02%
CANADIAN PACIFIC RAILWAYS 4.5% BDS 15/JAN/2022	N/A	13645RAP9	350,000	361,202.80	0.02%
COMCAST CORP 7.05% 15/MAR/2033	N/A	20030NAC5	295,000	360,985.31	0.02%
TALISMAN ENERGY INC 5 75% NTS 15/MAY/2035 USD1000	N/A	87425EAH6	350,000	361,671.45	0.02%
JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100	N/A	46625HJA9	350,000	360,802.40	0.02%
HOME DEPOT INC SR NT 5.875% 16/DEC/2036	N/A	437076AS1	300,000	359,438.10	0.02%
JPMORGAN CHASE & CO 4.25% BDS 15/OCT/2020 USD1000	N/A	46625HHU7	350,000	358,353.10	0.02%
BANC ONE CORP 8% SUB NTS 29/APR/2027 USD1000	N/A	059438AK7	290,000	357,902.34	0.02%
ENCANA CORP 4.75% 15/OCT/2013	N/A	292505AB0	339,000	356,564.61	0.02%
BECTON DICKINSON & CO 3.125% BDS 08/NOV/2021	N/A	075887BA6	350,000	355,138.35	0.02%
PLAINS ALL AMERICAN PIPELINE LP 5.625% SNR NTS	N/A	72650RAB8	330,000	352,558.14	0.02%
MORGAN STANLEY 7.25% NTS 01/APR/2032 USD1000	N/A	617446HD4	324,000	351,241.60	0.02%
LOWES COMPANIES INC 5.8% BDS 15/OCT/2036 USD1000	N/A	548661CL9	300,000	350,504.40	0.02%
NATIONAL RURAL UTILITIES 4.75% 01/MAR/2014	N/A	637432DC6	324,000	348,007.43	0.02%
FHLMCGLD MORTPASS 4.5% 01/JUN/2031 C9 PN# C91377	N/A	3128P7Q63	324,054	344,010.03	0.02%
CITIGROUP INC 6.625% BDS 15/JUN/2032 USD1000	N/A	172967BL4	333,000	341,652.67	0.02%
AT&T INC 5.625% BDS 15/JUN/2016 USD1000	N/A	78387GAL7	295,000	342,069.32	0.02%
CATERPILLAR FINANCIAL SERVICES CORP 5.5% MTN	N/A	14912L2Y6	295,000	340,279.26	0.02%
CONOCOPHILLIPS AUSTRALIA FUNDING CO 5.5% NTS	N/A	20825RAB7	324,000	340,260.26	0.02%
DOW CHEMICAL CO 5.9% BDS 15/FEB/2015 USD1000	N/A	260543CA9	300,000	337,707.90	0.02%
DOMINION RESOURCES INC(VIRGINIA) 8.875% BDS	N/A	25746UBG3	250,000	335,517.25	0.02%
UNITEDHEALTH GROUP INC 5.375% BDS 15/MAR/2016	N/A	91324PAQ5	295,000	337,163.17	0.02%
NORTHEAST OHIO REGL SWR DIST WASTWT 6.038% BDS	N/A	663903DM1	300,000	335,511.00	0.02%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	250,000	337,260.75	0.02%
CALIFORNIA STATE 5.45% BDS 01/APR/2015 USD5000	N/A	13063A5C4	300,000	333,516.00	0.02%
TELECOM ITALIA CAPITAL 6% NTS 30/SEP/2034 USD1000	N/A	87927VAM0	380,000	334,400.00	0.02%
CANADA(GOVT OF) 2.375% BDS 10/SEP/2014 USD5000	N/A	135087ZA5	320,000	334,640.00	0.02%
ONTARIO(PROVINCE OF) 4.75% BDS 19/JAN/2016 USD5000	N/A	683234YB8	295,000	333,008.69	0.02%
AMERICA MOVIL SAB DE CV 5.75% BDS 15/JAN/2015	N/A	02364WAH8	295,000	328,361.85	0.02%
NEWS AMERICA INC 6.55% BDS 15/MAR/2033 USD1000	N/A	652482BC3	300,000	329,267.10	0.02%
KROGER CO 7.5% CO GTD NTS 01/APR/2031 USD1000	N/A	501044BZ3	257,000	328,047.39	0.02%
ERP OPERATING 5.375% SNR NTS 01/AUG/2016 USD1000	N/A	26884AAU7	295,000	328,118.47	0.02%
ALCAN INC 5.00 01/JUN/2015	N/A	013716AV7	295,000	326,669.43	0.02%
BHP BILLITON FINANCE 5.25% 15/DEC/2015	N/A	055451AB4	285,000	327,105.90	0.02%
BAY AREA TOLL AUTH CALIF 6.263% BDS 01/APR/2049	N/A	072024ND0	250,000	327,022.50	0.02%
GENERAL ELECTRIC CAPITAL CORP 5% MTN 08/JAN/2016	N/A	36962GU69	295,000	327,672.14	0.02%
DU PONT(E.I.)DE NEMOURS & CO 4.9% NTS 15/JAN/2041	N/A	263534CC1	300,000	326,242.80	0.02%
ASTRAZENECA PLC 5.4% 01/JUN/2014	N/A	046353AA6	295,000	325,465.24	0.02%
CENTERPOINT ENERGY RESOURCES CORP 4.5% SNR NT	N/A	15189WAG5	305,000	325,067.17	0.02%
CAPITAL ONE FINANCIAL 5.25% DUE 21/FEB/2017	N/A	14040HAL9	304,000	324,543.71	0.02%
ENTERPRISE PRODUCTS OPER 6.125% 15/OCT/2039	N/A	29379VAG8	285,000	320,953.61	0.02%
PROGRESS ENERGY INC 7.75% SNR NTS 01/MAR/2031	N/A	743263AE5	236,000	320,324.92	0.02%
MICROSOFT CORP 4.5% BDS 01/OCT/2040 USD1000	N/A	594918AJ3	300,000	320,952.00	0.02%
CANADIAN NATIONAL RAILWAY CO 6.9% NOTES	N/A	136375BD3	242,000	318,712.31	0.02%
PRUDENTIAL FINANCIAL INC 5.1% 20/SEP/2014	N/A	74432QAE5	295,000	319,236.91	0.02%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	300,000	319,296.00	0.02%
ANHEUSER BUSCH INBEV WORLDWIDE INC 5% GTD NTS	N/A	03523TAV0	275,000	317,212.23	0.02%
JAPAN FINANCE CORP 7.875% 02/FEB/2015	N/A	471065AC6	300,000	316,435.20	0.02%
CIGNA CORPORATION SR NT 4.5% 15/MAR/2021	N/A	125509BP3	300,000	316,542.30	0.02%
BANK OF AMERICA CORP 6% MTN 15/JUN/2016 USD1000	N/A	06050TJP8	295,000	315,780.10	0.02%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/SEP/2037	N/A	195325BK0	225,000	315,562.50	0.02%
POLAND(REPUBLIC OF) 5% NTS 23/MAR/2022 USD1000	N/A	857524AB8	300,000	316,206.00	0.02%
WESTERN UNION COMPANY (THE) 6.2% NTS 17/NOV/2036	N/A	959802AH2	300,000	314,671.50	0.02%
INTERNATIONAL FINANCE CORP 2.25% NTS 11/APR/2016	N/A	45950KBN9	300,000	315,997.80	0.02%
AETNA INC 6.625% NTS 15/JUN/2036 USD1000	N/A	00817YAF5	250,000	311,409.25	0.02%
SOUTHERN CO 2.375% BDS 15/SEP/2015 USD1000	N/A	842587CG0	300,000	310,774.50	0.02%
SLM CORP 6.25% BDS 25/JAN/2016 USD1000	N/A	78442FEK0	300,000	312,000.00	0.02%
PETRO-CANADA 5.95% BDS 15/MAY/2035 USD1000	N/A	71644EAG7	271,000	312,432.65	0.02%
PEOPLE'S REP OF CHINA BND 4.75% 29/OCT/2013	N/A	712219AJ3	295,000	311,573.10	0.02%
PACIFIC GAS & ELECTRIC CO 3.5% BDS 01/OCT/2020	N/A	694308GT8	300,000	310,760.10	0.02%
MIDAMERICAN ENERGY HLDGS 6.5% SNR BDS 15/SEP/2037	N/A	59562VAR8	250,000	312,351.75	0.02%
MCKESSON CORP 6% BDS 01/MAR/2041 USD1000	N/A	58155QAE3	250,000	310,630.25	0.02%
KILROY REALTY CORP 4.8% BDS 15/JUL/2018 USD1000	N/A	49427RAH5	300,000	311,710.50	0.02%
CSX CORP 3.7% NTS 30/OCT/2020 USD1000	N/A	126408GT4	300,000	309,615.60	0.02%
FNMA MORTPASS 5% 01/DEC/2021 CI PN# 906708	N/A	31411FKV5	285,214	309,496.24	0.02%
HYDRO-QUEBEC 8.4% GTD DEB 15/JAN/2022 USD1000	N/A	448814DX8	220,000	310,450.14	0.02%
ST JUDE MED INC SR NT 2.5% 15/JAN/2016	N/A	790849AH6	300,000	309,059.70	0.02%
PITNEY BOWES INC 4.75 15/JAN/2016	N/A	72447XAA5	295,000	310,373.04	0.02%
GNMA I MORTPASS 6.5% 15/MAR/2032 SP PN# 781916	N/A	36241KDV7	268,421	310,370.62	0.02%
CANADIAN NATURAL RESOURCES 4.9% 01/DEC/2014	N/A	136385AF8	280,000	308,276.92	0.02%
GNMA I MORTPASS 6.5% 15/NOV/2032 SF PN# 552903	N/A	36213FGL1	264,336	307,283.16	0.02%
SOUTH CAROLINA ELEC & GAS CO 1ST MG BD 6.5%	N/A	837004CC2	250,000	308,197.00	0.02%
PEPSICO INC 3.125% 01/NOV/2020	N/A	713448BR8	300,000	308,121.30	0.02%
GNMA I MORTPASS 4% 15/NOV/2041 SF PN# 762412	N/A	36176CYH2	286,361	308,037.30	0.02%
FNMA MORTPASS 7% 01/OCT/2037 CL PN# 947831	N/A	31413KPQ8	268,693	307,990.77	0.02%
DEVON ENERGY CORP(NEW) 2.4% BDS 15/JUL/2016	N/A	25179MAJ2	300,000	308,200.20	0.02%
BAY AREA TOLL AUTH CALIF 6.793% BDS 01/APR/2030	N/A	072024NT5	250,000	305,887.50	0.02%
PUERTO RICO COMNWLTH GOVT DEV BANK 3.67% BDS	N/A	745177EW1	300,000	305,160.00	0.02%
MEDCO HEALTH SOLUTIONS INC 4.125% BDS 15/SEP/2020	N/A	58405UAG7	300,000	306,156.30	0.02%
GOOGLE INC 1.25% BDS 19/MAY/2014 USD1000	N/A	38259PAA0	300,000	304,954.50	0.02%
GNMA I MORTPASS 5.5% 15/JUL/2039 SF PN# 704630	N/A	36296XY32	273,200	305,904.45	0.02%
EL PASO NATURAL GAS 8.375% NTS 15/JUN/2032	N/A	283695BK9	250,000	305,722.75	0.02%
INTER AMERICAN DEVELOPMENT BANK 1.75% NTS	N/A	B4NJX80	300,000	303,705.00	0.02%
PETROLEOS MEXICANOS 5.5% NTS 21/JAN/2021 USD1000	N/A	71654QAX0	275,000	303,187.50	0.02%
ROYAL BANK OF CANADA 1.45% BDS 30/OCT/2014 USD1000	N/A	78008TXA7	300,000	303,970.80	0.02%
TELECOM ITALIA CAPITAL 4.95% NTS 30/SEP/2014	N/A	87927VAL2	295,000	303,850.00	0.02%
HEWLETT-PACKARD CO 1.55% BDS 30/MAY/2014 USD100	N/A	428236BK8	300,000	302,175.00	0.02%
IDEX CORP 4.2% BDS 15/DEC/2021 USD1000	N/A	45167RAF1	300,000	301,904.40	0.02%
KRAFT FOODS INC 6.5% BDS 11/AUG/2017 USD2000	N/A	50075NAS3	250,000	301,581.25	0.02%
WISCONSIN ELEC PWR CO DEB 2.95% 15/SEP/2021	N/A	976656CD8	300,000	301,278.30	0.02%
RUTGERS ST UNIV N J TAXABLE-SER H-BUILD AMER BDS	N/A	783186NH8	250,000	301,540.00	0.02%
AT&T INC 6.5% BDS 01/SEP/2037 USD1000	N/A	00206RAD4	250,000	300,210.50	0.02%
DOMINION RESOURCES INC(VIRGINIA) 5.95% SNR NTS	N/A	25746UAV1	251,000	299,275.08	0.02%
DUKE ENERGY CAROLINAS LLC 4.25% BDS 15/DEC/2041	N/A	26442CAM6	300,000	299,328.30	0.02%
NEW YORK CITY MUN WATER FIN AUTH 5.44% BDS	N/A	64972FT63	250,000	299,410.00	0.02%
CANADIAN NATIONAL RAILWAY CO 6.2% BDS 01/JUN/2036	N/A	136375BN1	236,000	299,080.68	0.02%
HARTFORD FINANCIAL SERVICES GRP INC 6.1% SNR NTS	N/A	416515AP9	309,000	299,036.91	0.02%
PFIZER INC 4.65% 01/MAR/2018	N/A	717081AQ6	265,000	298,092.41	0.02%
AMERICAN EXPRESS CO FLTG RTE DEB 01/SEP/2066	N/A	025816AU3	290,000	295,800.00	0.02%
VERIZON COMMUNICATIONS INC 6% BDS 01/APR/2041	N/A	92343VAW4	250,000	296,125.25	0.02%
AT&T INC 6.3% SNR NTS 15/JAN/2038 USD1000	N/A	00206RAG7	250,000	293,823.50	0.02%
PEPSICO INC 5.5% BDS 15/JAN/2040 USD2000	N/A	713448BP2	250,000	294,141.00	0.02%
MORGAN STANLEY 5.75% NTS 25/JAN/2021 USD1000	N/A	61747WAF6	300,000	294,534.60	0.02%
ENTERPRISE PRODUCTS OPER 6.45% 01/SEP/2040	N/A	29379VAQ6	250,000	294,308.00	0.02%
FNMA MORTPASS 7% 01/APR/2037 CL PN# 923834	N/A	31412FLP6	254,438	291,650.86	0.02%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	731011AR3	250,000	290,625.00	0.02%
WESTAR ENERGY INC 6% 01/JUL/2014	N/A	95709TAA8	265,000	290,702.09	0.02%
XEROX CORP 6.35% BDS 15/MAY/2018 USD2000	N/A	984121BW2	250,000	290,063.00	0.02%
US BANK NA 4.95% BDS 30/OCT/2014 USD1000	N/A	90331HKP7	265,000	290,250.26	0.02%
ATMOS ENERGY CORP 4.95% SNR NTS 15/OCT/2014 USD	N/A	049560AF2	265,000	288,460.19	0.02%
UNION PACIFIC CORP 6.25% BDS 01/MAY/2034 USD1000	N/A	907818CU0	236,000	288,762.28	0.02%
MELLON FUNDING CORP 5.00% 01/DEC/2014	N/A	585515AD1	265,000	288,149.87	0.02%
OHIO POWER CO 6.6% BDS 15/FEB/2033 USD1000	N/A	677415CF6	236,000	288,284.15	0.02%
METLIFE INC 5.5% NTS 15/JUN/2014 USD1000	N/A	59156RAH1	265,000	288,736.58	0.02%
LOWES COS INC 6.5% NTS 15/MAR/2029 USD1000	N/A	548661AK3	236,000	288,590.24	0.02%
INTER AMERICAN DEVELOPMENT BANK 3% MTN 22/APR/2014	N/A	4581X0BD9	275,000	289,333.28	0.02%
CBS CORP 5.75% BDS 15/APR/2020 USD1000	N/A	124857AD5	250,000	287,419.00	0.02%
MACY'S INC 5.9% NTS 01/DEC/2016 USD1000	N/A	314275AA6	250,000	286,887.75	0.02%
SIMON PROPERTY GROUP INC 5.65% NTS 01/FEB/2020	N/A	828807CD7	250,000	286,169.25	0.02%
PETROHAWK ENERGY CORP 7.25% SR NT 15/AUG/2018	N/A	716495AL0	250,000	285,937.50	0.02%
NEWS AMERICA INC 6.150% SNR NT 15/FEB/2041 USD1000	N/A	652482CE8	250,000	286,385.50	0.02%
FNMA MORTPASS 5.5% 01/FEB/2022 CI PN# 928106	N/A	31412LDK3	260,849	284,304.33	0.01%
VODAFONE GROUP 7.875% NOTES 15/FEB/2030 USD1000	N/A	92857TAH0	206,000	284,053.40	0.01%
XCEL ENERGY INC 5.613% 01/APR/2017	N/A	98389BAK6	248,000	284,996.89	0.01%
DEUTSCHE BANK AG LONDON 3.25% BDS 11/JAN/2016	N/A	2515A14E8	275,000	282,148.90	0.01%
SOUTHERN NATURAL GAS CO 5.9% NTS 01/APR/2017	N/A	843452BC6	250,000	283,105.25	0.01%
TRAVELERS COMPANIES INC 5.35% NTS 01/NOV/2040	N/A	89417EAH2	250,000	282,096.75	0.01%
GRUPO TELEVISA SA DE CV 6.625% SNR NTS 15/JAN/2040	N/A	40049JAZ0	250,000	282,293.75	0.01%
BURLINGTON NORTHERN SANTA FE CORP 7.95% BDS	N/A	12189TAR5	206,000	280,483.83	0.01%
GENERAL ELECTRIC CAPITAL CORP FLTG RATE NTS	N/A	36962G3M4	275,000	280,500.00	0.01%
DETROIT EDISON CO 6.62% AST BKD 01/MAR/2016	N/A	250854AF3	250,000	281,833.33	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00854	N/A	3128PB5P5	257,728	278,422.26	0.01%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 883922	N/A	31410BAX2	253,135	278,323.73	0.01%
XCEL ENERGY INC 4.7% NTS 15/MAY/2020 USD1000	N/A	98389BAM2	250,000	280,055.00	0.01%
PEPSI BOTTLING GROUP INC 7% SNR NTS 01/MAR/2029	N/A	713409AC4	206,000	278,550.32	0.01%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 840102	N/A	31407TKP4	251,735	276,784.99	0.01%
WAL-MART STORES INC 5.0% BDS 25/OCT/2040 USD1000	N/A	931142CY7	250,000	276,725.25	0.01%
WELLS FARGO CAP 10 FRN GTD 01/DEC/2086 USD1000	N/A	94978SAA7	275,000	277,502.50	0.01%
MCDONALD'S CORP 4.875% NTS 15/JUL/2040 USD1000	N/A	58013MEK6	250,000	278,071.75	0.01%
ENERGY TRANSFER PARTNERS L.P. 5.95% NTS	N/A	29273RAB5	250,000	274,407.75	0.01%
JPMORGAN CHASE & CO 4.75% 01/MAR/2015	N/A	46625HCE8	254,000	275,994.11	0.01%
KINDER MORGAN ENERGY PARTNERS 6.375% NTS	N/A	494550BH8	250,000	274,400.25	0.01%
INTER AMERICAN DEVELOPMENT BANK 5.125% NTS	N/A	4581X0AM0	235,000	275,233.65	0.01%
COVENTRY HEALTH CARE INC SR NT 5.45% 15/JUN/2021	N/A	222862AJ3	250,000	273,661.25	0.01%
PUBLIC SERV CO OF COLO 5.5% 01/APR/2014	N/A	744448BX8	251,000	274,378.39	0.01%
PSEG POWER LLC 5.125% SR NTS 15/APR/2020 USD1000	N/A	69362BAW2	250,000	273,317.00	0.01%
GNMA I MORTPASS 4% 15/NOV/2041 SF PN# 779718	N/A	36176YAT4	253,148	272,310.46	0.01%
HESS CORP 5.6% BDS 15/FEB/2041 USD1000	N/A	42809HAD9	250,000	271,841.50	0.01%
NEWS AMERICA INC 6.2% BDS 15/DEC/2034 USD1000	N/A	652482BJ8	245,000	271,710.15	0.01%
SLM CORP 8% LN STK 25/MAR/2020 USD1000	N/A	78442FEJ3	250,000	270,000.00	0.01%
WYETH 6.50% 01/FEB/2034	N/A	983024AG5	206,000	269,978.24	0.01%
SOUTHERN COPPER CORP 6.75% BDS 16/APR/2040 USD1000	N/A	84265VAE5	250,000	270,164.75	0.01%
CITIGROUP INC 5.375% BDS 09/AUG/2020 USD1000	N/A	172967FF3	250,000	268,522.00	0.01%
STATOIL ASA GTD NT 3.125% 17/AUG/2017	N/A	85771PAB8	250,000	268,178.00	0.01%
TRANSCANADA PIPELINES 3.8% BDS 01/OCT/2020 USD1000	N/A	893526DK6	250,000	268,034.50	0.01%
MORGAN STANLEY 3.8% SNR NT 29/APR/2016 USD1000	N/A	61747YDD4	275,000	267,688.03	0.01%
ANHEUSER-BUSCH COS INC 5% BDS 01/MAR/2019 USD1000	N/A	035229CW1	236,000	266,534.62	0.01%
CORNING INC NT 4.25% 15/AUG/2020	N/A	219350AU9	250,000	265,572.75	0.01%
UBS PFD FUNDING TRUST V FLOATING RATE PFD PERP	N/A	90264AAA7	275,000	266,062.50	0.01%
WEATHERFORD INTERNATIONAL LTD 9.625% SRN	N/A	947075AF4	200,000	265,058.40	0.01%
NEWS AMERICA INC 4.5% SNR NT 15/FEB/2021 USD1000	N/A	652482CB4	250,000	266,583.75	0.01%
ANHEUSER BUSCH INBEV WORLDWIDE GTD NT 2.875%	N/A	03523TBA5	250,000	263,704.00	0.01%
CONAGRA INC 7% SNR NOTES 01/OCT/2028 USD1000	N/A	205887AR3	221,000	264,334.12	0.01%
THERMO FISHER SCIENTIFIC INC SR NT 3.6%	N/A	883556AZ5	250,000	263,875.75	0.01%
ONTARIO(PROVINCE OF) 3% BDS 16/JUL/2018 USD5000	N/A	68323AAU8	250,000	264,642.50	0.01%
MICROSOFT CORP 2.5% NTS 08/FEB/2016 USD1000	N/A	594918AK0	250,000	263,408.75	0.01%
KELLOGG CO 4% NTS 15/DEC/2020 USD1000	N/A	487836BD9	250,000	264,719.00	0.01%
ITALY(REPUBLIC OF) 6.875% DEBS 27/SEP/2023 USD1000	N/A	465410AH1	251,000	263,675.50	0.01%
FRANCE TELECOM 5.375% BDS 13/JAN/2042 USD1000	N/A	35177PAX5	250,000	264,300.00	0.01%
FNMA MORTPASS 5.5% 01/DEC/2021 CI PN# 905586	N/A	31411ECX3	241,216	263,032.67	0.01%
ENTERPRISE PRODUCTS OPERATING LLC 3.2% BDS	N/A	29379VAS2	250,000	263,047.75	0.01%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	250,000	261,137.25	0.01%
MORGAN STANLEY 6% SNR NTS 28/APR/2015 USD1000	N/A	61747YCE3	250,000	261,670.50	0.01%
PETROLEOS MEXICANOS 4.875% BDS 24/JAN/2022 USD1000	N/A	71656LAL5	250,000	262,500.00	0.01%
ASTRAZENECA PLC 6.45% NTS 15/SEP/2037 USD1000	N/A	046353AD0	200,000	260,808.40	0.01%
BUCKEYE PARTNERS L P SR NT 4.875% 01/FEB/2021	N/A	118230AJ0	250,000	260,114.25	0.01%
CORP ANDINA DE FOMENTO 3.75% BDS 15/JAN/2016	N/A	219868BP0	250,000	259,166.00	0.01%
DIRECTV HLDGS/FINANCE 3.125% BDS 15/FEB/2016	N/A	25459HAV7	250,000	259,345.25	0.01%
EASTMAN CHEMICAL CO 3% BDS 15/DEC/2015 USD1000	N/A	277432AJ9	250,000	259,261.00	0.01%
UNILEVER CAPITAL CORP 5.90% 12NOV15/NOV/2032	N/A	904764AH0	206,000	259,816.06	0.01%
PUBLIC SERVICE CO COLO 1M BD 3.2% 15/NOV/2020	N/A	744448CD1	250,000	259,194.00	0.01%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	250,000	260,319.50	0.01%
DR PEPPER SNAPPLE GROUP INC SR NT 2.9% 15/JAN/2016	N/A	26138EAM1	250,000	259,798.50	0.01%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	250,000	258,329.00	0.01%
DIGITAL REALTY TRUST LP 5.25% NTS 15/MAR/2021	N/A	25389JAJ5	250,000	257,768.00	0.01%
FNMA MORTPASS 7% 01/DEC/2036 CL PN# 907252	N/A	31411F5M2	222,922	258,725.71	0.01%
LANDWIRTSCHAFTLICHE RENTENBANK 2.125% BDS	N/A	515110BE3	250,000	257,423.50	0.01%
ROYAL BANK OF SCOTLAND GROUP PLC 5.625% BDS	N/A	78010XAE1	250,000	257,682.50	0.01%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	236,000	258,103.76	0.01%
SARA LEE CORP 2.75% 15/SEP/2015	N/A	803111AR4	250,000	258,445.50	0.01%
PROCTER & GAMBLE CO 1.8% BDS 15/NOV/2015 USD2000	N/A	742718DS5	250,000	257,927.75	0.01%
OEKB OEST KONTROLLBANK 4.5% 09/MAR/2015	N/A	676167AQ2	236,000	257,293.81	0.01%
ENTERPRISE PRODUCTS OPERATING LLC 4.05% BDS	N/A	29379VAU7	250,000	258,883.75	0.01%
CITIGROUP INC 5.875% BDS 29/MAY/2037 USD1000	N/A	172967EC1	250,000	256,700.25	0.01%
GENERAL ELECTRIC CAPITAL CORP 2.25% BDS	N/A	36962G4T8	250,000	256,930.50	0.01%
HYUNDAI CAPITAL AMERICA 4% BDS 08/JUN/2017 USD1000	N/A	44923QAB0	250,000	256,863.00	0.01%
XEROX CORP 4.5% BDS 15/MAY/2021 USD1000	N/A	984121CD3	250,000	257,186.00	0.01%
TORONTO-DOMINION BANK 2.375% BDS 19/OCT/2016	N/A	89114QAE8	250,000	256,439.25	0.01%
AMERISOURCEBERGEN CORP 3.5% BDS 15/NOV/2021	N/A	03073EAJ4	250,000	255,051.75	0.01%
AMGEN INC 2.3% BDS 15/JUN/2016 USD1000	N/A	031162BF6	250,000	255,211.75	0.01%
TEXAS INSTRUMENTS INC 1.375% BDS 15/MAY/2014	N/A	882508AQ7	250,000	253,915.00	0.01%
RAYTHEON CO 3.125% BDS 15/OCT/2020 USD1000	N/A	755111BT7	250,000	254,450.00	0.01%
NEWMONT USA LTD	N/A	651639AE6	236,000	254,141.08	0.01%
MOSAIC CO(THE) 3.75% BDS 15/NOV/2021 USD1000	N/A	61945CAA1	250,000	254,278.00	0.01%
HSBC BANK USA 5.625% 15/AUG/2035	N/A	4042Q1AB3	250,000	254,295.00	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4G4	232,067	255,028.69	0.01%
DELL INC 7.1% DEBS 15/APR/2028 USD1000	N/A	247025AE9	206,000	253,494.95	0.01%
BHP BILLITON FINANCE USA LTD 3.25% BDS 21/NOV/2021	N/A	055451AL2	250,000	252,305.50	0.01%
PROCTER & GAMBLE CO 1.45% BDS 15/AUG/2016 USD1000	N/A	742718DV8	250,000	252,414.00	0.01%
WESTPAC BANKING CORP 2.1% BDS 02/AUG/2013 USD1000	N/A	961214BM4	250,000	253,059.25	0.01%
TOYOTA MOTOR CREDIT CORP 1.25% BDS 17/NOV/2014	N/A	89233P5N2	250,000	252,923.00	0.01%
RAYTHEON CO 6.4% BDS 15/DEC/2018 USD1000	N/A	755111AU5	206,000	252,090.23	0.01%
FNMA MORTPASS 7% 01/DEC/2037 CL PN# 928940	N/A	31412MBH0	220,051	252,234.50	0.01%
GTE CORP 6.84% DEB 15/APR/2018 USD1000	N/A	362320AZ6	206,000	251,601.81	0.01%
GNMA I MORTPASS 4% 15/SEP/2040 SF PN# 733312	N/A	3620ALVD3	234,624	253,263.86	0.01%
EQT CORP 4.875% BDS 15/NOV/2021 USD1000	N/A	26884LAB5	250,000	252,991.75	0.01%
BNP PARIBAS 5.0% BDS 15/JAN/2021 USD1000	N/A	05567LT31	250,000	252,316.75	0.01%
RABOBANK NEDERLAND 2.125% 13/OCT/2015	N/A	21685WBL0	250,000	251,687.00	0.01%
BARRICK GOLD FIN 4.875% DUE 15/NOV/2014	N/A	06849VAB9	230,000	250,081.07	0.01%
VALE OVERSEAS LTD 4.375% BDS 11/JAN/2022 USD1000	N/A	91911TAM5	250,000	251,111.50	0.01%
METROPOLITAN EDISON CO 4.875% SNR NTS 01/APR/2014	N/A	591894BW9	236,000	250,239.77	0.01%
LOCKHEED MARTIN CORP 5.72% NTS 01/JUN/2040 USD1000	N/A	539830AW9	215,000	250,411.15	0.01%
GNMA I MORTPASS 6.5% 15/NOV/2033 SF PN# 604788	N/A	36200M2V4	214,950	249,872.51	0.01%
EBAY INC 0.875% BDS 15/OCT/2013 USD1000	N/A	278642AA1	250,000	251,511.75	0.01%
DOVERLAND CORP 4.875 15/OCT/2015	N/A	260003AE8	224,000	251,083.62	0.01%
CAMPBELL SOUP COMPANY 4.875% 01/OCT/2013	N/A	134429AS8	236,000	250,857.62	0.01%
BLACK & DECKER CORP 4.75% SNR NTS 01/NOV/2014	N/A	091797AM2	230,000	248,773.06	0.01%
UNITED PARCEL SERVICE OF AMERICA STEP UP NOTES	N/A	911308AB0	177,000	249,362.91	0.01%
KEY BANK USA 6.95% SUB DEB 01/FEB/2028 USD1000	N/A	49306CAB7	225,000	249,233.63	0.01%
AMERICAN INTERNATIONAL GROUP INC 6.25% BDS	N/A	026874BE6	275,000	247,500.00	0.01%
BHP BILLITON FINANCE BV 4.8% DUE 15/APR/2013	N/A	055451AA6	236,000	246,308.48	0.01%
FLORIDA POWER & LIGHT CO 4.125% BDS 01/FEB/2042	N/A	341081FF9	250,000	245,004.00	0.01%
MORGAN STANLEY 5.5% BDS 28/JUL/2021 USD100	N/A	61747WAL3	250,000	244,321.00	0.01%
MOTOROLA SOLUTIONS INC 7.5% BDS 15/MAY/2025	N/A	620076AH2	206,000	244,801.34	0.01%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	731011AP7	224,000	243,107.20	0.01%
BARCLAYS BANK PLC 5.14% NTS 14/OCT/2020 USD1000	N/A	06739GBP3	250,000	240,838.75	0.01%
SANTA CLARA VY CALIF TRANSN AUTH SALES TAX REV	N/A	80168NEP0	200,000	241,678.00	0.01%
ARIZONA PUB SERVICE CO 5.5% 01/SEP/2035	N/A	040555CH5	215,000	239,479.04	0.01%
MEDCO HEALTH SOLUTIONS INC 7.125% BDS 15/MAR/2018	N/A	58405UAD4	200,000	239,542.40	0.01%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 728721	N/A	31402GSJ3	215,526	236,851.91	0.01%
TRAVELERS PROP CAS 6.375% BDS 15/MAR/2033 USD1000	N/A	89420GAE9	192,000	237,711.94	0.01%
ALCAN INC 5.75% 01/JUN/2035	N/A	013716AW5	206,000	234,951.24	0.01%
HYDRO-QUEBEC 8.875% 01/MAR/2026	N/A	448814CP6	156,000	235,842.98	0.01%
GOODRICH (BF) CO 6.8% 01/JUL/2036	N/A	382388AU0	185,000	234,746.69	0.01%
AMERICAN EXPRESS CO NT 6.15% 28/AUG/2017	N/A	025816AX7	200,000	234,976.20	0.01%
GOLDMAN SACHS CAPITAL I 6.345% 15/FEB/2034	N/A	38143VAA7	250,000	233,282.75	0.01%
SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 08/MAR/2041	N/A	836205AP9	200,000	234,000.00	0.01%
ORACLE CORP 5% LN STK 08/JUL/2019 USD1000	N/A	68389XAG0	200,000	233,323.40	0.01%
JAPAN FIN CORP GTD BD 2.25% 13/JUL/2016	N/A	471065AH5	225,000	232,888.05	0.01%
CISCO SYSTEMS INC SR NT 4.95% 15/FEB/2019	N/A	17275RAE2	200,000	230,887.40	0.01%
GNMA I MORTPASS 6% 15/SEP/2034 SP PN# 781804	N/A	36241KAD0	203,904	231,116.71	0.01%
APPALACHIAN POWER CO 5.8% 01/OCT/2035	N/A	037735CE5	206,000	230,372.48	0.01%
NBCUNIVERSAL MEDIA LLC 5.95% BDS 01/APR/2041	N/A	63946BAG5	200,000	230,171.60	0.01%
BOSTON SCIENTIFIC CORP SR NT 6% 15/JAN/2020	N/A	101137AK3	200,000	229,558.40	0.01%
DOMINION RESOURCES INC(VIRGINIA) 5.2% BDS	N/A	25746UBH1	200,000	229,326.20	0.01%
BAKER HUGHES INC 5.125% BDS 15/SEP/2040 USD1000	N/A	057224AZ0	200,000	227,536.00	0.01%
WELLS FARGO COMPANY 5.125% 15SEPT15/SEP/2016	N/A	949746JE2	206,000	226,780.87	0.01%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	836205AJ3	206,000	228,145.00	0.01%
GLAXOSMITHKLINE CAP INC 5.375% 15/APR/2034	N/A	377372AB3	201,000	227,146.28	0.01%
KRAFT FOODS INC 6.5% BDS 01/NOV/2031 USD1000	N/A	50075NAC8	189,000	226,967.83	0.01%
INTERNATIONAL PAPER CO 5.3% BDS 01/APR/2015	N/A	460146BU6	206,000	226,363.72	0.01%
PHARMACIA CORP 6.6% DEBS 01/DEC/2028 USD1000	N/A	71713UAW2	177,000	226,456.10	0.01%
CATERPILLAR INC 6.05% NTS 15/AUG/2036 USD1000	N/A	149123BN0	177,000	224,007.13	0.01%
XCEL ENERGY INC 6.5% BDS 01/JUL/2036 USD1000	N/A	98389BAH3	177,000	224,507.86	0.01%
AFLAC INC 6.45% BDS 15/AUG/2040 USD1000	N/A	001055AF9	200,000	222,683.40	0.01%
TARGET CORP 7% DEB 15/JUL/2031 USD1000	N/A	87612EAF3	174,000	221,442.84	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53039	N/A	3128KFLU2	196,708	221,586.62	0.01%
BP CAPITAL MARKETS 4.5% BDS 01/OCT/2020 USD1000	N/A	05565QBP2	200,000	219,698.20	0.01%
ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE	N/A	452152HU8	200,000	219,974.00	0.01%
PRAXAIR INC NT 4.05% 15/MAR/2021	N/A	74005PAY0	200,000	221,030.00	0.01%
SOUTHERN CAL EDISON 6% 15/JAN/2034	N/A	842400ES8	177,000	220,909.98	0.01%
NATIONAL RURAL UTILITIES CO-OP 8% NTS 01/MAR/2032	N/A	637432CT0	159,000	220,123.73	0.01%
UNIONBANCAL CORP NTS DUE 16/DEC/2013 5.25	N/A	904851AA0	206,000	217,919.16	0.01%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A16522	N/A	31296RG77	190,444	216,773.63	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606308	N/A	36201XR59	193,619	216,766.62	0.01%
OGLETHORPE POWER CORP 5.25% BDS 01/SEP/2050 USD100	N/A	677050AH9	200,000	215,968.00	0.01%
TIME WARNER INC 6.875% BDS 15/JUN/2018 USD1000	N/A	887315AY5	176,000	215,725.84	0.01%
ILLINOIS TOOL WORKS INC 4.875% BDS 15/SEP/2041	N/A	452308AM1	200,000	215,701.40	0.01%
HCP INC 5.375% BDS 01/FEB/2021 USD1000	N/A	40414LAD1	200,000	215,516.20	0.01%
CONOCOPHILLIPS 5.9% BDS 15/OCT/2032 USD1000	N/A	20825CAF1	177,000	214,731.80	0.01%
KROGER CO 5.4% BDS 15/JUL/2040 USD1000	N/A	501044CN9	200,000	214,145.40	0.01%
POLAND(REPUBLIC OF) 5.125% BDS 21/APR/2021 USD1000	N/A	857524AA0	200,000	213,600.00	0.01%
PLAINS ALL AMERICAN PIPELINE LP 3.95% BDS	N/A	72650RAX0	200,000	214,475.00	0.01%
FNMA MORTPASS 5.5% 01/NOV/2021 CI PN# 902789	N/A	31411A7A7	197,354	215,203.76	0.01%
FISERV INC 4.75% BDS 15/JUN/2021 USD1000	N/A	337738AL2	200,000	212,735.80	0.01%
GILEAD SCIENCES INC 4.5% NTS 01/APR/2021 USD1000	N/A	375558AQ6	200,000	211,860.40	0.01%
SAFEWAY INC 5% LN STK 15/AUG/2019 USD1000	N/A	786514BR9	200,000	212,402.80	0.01%
PROGRESSIVE CORP OHIO SR NT 3.75% 23/AUG/2021	N/A	743315AN3	200,000	212,894.80	0.01%
KINDER MORGAN ENER PART 494550AT3 5.8% 15/MAR/2035	N/A	494550AT3	206,000	212,819.63	0.01%
DOMINION RES INC VA NEW SR NT-C 4.9% 01/AUG/2041	N/A	25746UBM0	200,000	209,825.80	0.01%
FNMA MORTPASS 6.5% 01/FEB/2033 CL PN# 656559	N/A	31390UMG8	184,645	210,305.01	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2035 A4 PN# A47682	N/A	3128K8RB4	187,476	211,345.00	0.01%
DUKE ENERGY INDIANA INC 3.75% BDS 15/JUL/2020	N/A	263901AC4	200,000	211,400.80	0.01%
TIME WARNER INC 5.375% BDS 15/OCT/2041 USD1000	N/A	887317AM7	200,000	210,138.00	0.01%
ORIX CORP 5% BDS 12/JAN/2016 USD1000	N/A	686330AF8	200,000	210,707.40	0.01%
AMERICA MOVIL SA DE CV 6.375% 01/MAR/2035	N/A	02364WAJ4	177,000	208,802.48	0.01%
AMER.ELEC.POWER 5.25% DUE 01/JUN/2015	N/A	025537AE1	192,000	209,423.04	0.01%
JAPAN FINANCE CORP 2.5% GTD BDS 18/MAY/2016	N/A	471065AG7	200,000	207,751.00	0.01%
JOHNSON & JOHNSON 2.95% 01/SEP/2020	N/A	478160AW4	200,000	208,824.80	0.01%
BANK AMER N A CHARLOTTE N C 5.3% NTS 15/MAR/2017	N/A	06050TKN1	200,000	208,714.00	0.01%
CLIFFS NATURAL RESOURCES INC 4.875% BDS	N/A	18683KAD3	200,000	207,171.80	0.01%
FNMA MORTPASS 5.5% 01/JUN/2022 CI PN# 899438	N/A	31410WHP6	188,862	205,844.20	0.01%
DANAHER CORP 2.3% SR NTS 23/JUN/2016 USD1000	N/A	235851AL6	200,000	207,164.80	0.01%
BANK OF NEW YORK MELLON CORP 2.3% BDS 28/JUL/2016	N/A	06406HBX6	200,000	205,039.20	0.01%
KOREA FINANCE CORP 4.625% BDS 16/NOV/2021 USD1000	N/A	50065TAC7	200,000	203,992.20	0.01%
MEXICO(UNITED MEXICAN STATES) 5.75% BDS	N/A	91086QAZ1	200,000	205,500.00	0.01%
VF CORP 3.5% BDS 01/SEP/2021 USD1000	N/A	918204AV0	200,000	205,243.80	0.01%
WASTE MANAGEMENT INC 7% SNR NOTES 13/JUL/2028	N/A	902917AH6	162,000	204,198.57	0.01%
BELLSOUTH CORP 079860AE2 6.55% 15/JUN/2034	N/A	079860AE2	177,000	202,050.63	0.01%
EBAY INC 3.25% BDS 15/OCT/2020 USD1000	N/A	278642AC7	200,000	203,380.60	0.01%
MERCK & CO INC 5.95% DEB 01/DEC/2028 USD1000	N/A	589331AE7	162,000	203,240.66	0.01%
OMNICOM GROUP INC 5.9% DEB 15/APR/2016 USD1000	N/A	681919AS5	177,000	203,439.02	0.01%
SMUCKER J M CO SR NT 3.5% 15/OCT/2021	N/A	832696AB4	200,000	202,624.80	0.01%
ROYAL BANK OF SCOTLAND PLC 3.95% GTD 21/SEP/2015	N/A	78010XAG6	200,000	202,219.20	0.01%
ROYAL BANK OF SCOTLAND PLC 3.4% BDS 23/AUG/2013	N/A	78010XAD3	200,000	202,685.20	0.01%
PROCTER & GAMBLE CO 4.85% 15/DEC/2015	N/A	742718BZ1	177,000	202,462.69	0.01%
NUSTAR LOGISTICS L P 4.8% GTD 01/SEP/2020 USD2000	N/A	67059TAB1	200,000	203,201.60	0.01%
INTERNATIONAL BUS MACH CORP 2.9% NTS 01/NOV/2021	N/A	459200HA2	200,000	202,879.00	0.01%
GNMA I MORTPASS 6% 15/DEC/2034 SP PN# 781847	N/A	36241KBQ0	179,747	203,866.90	0.01%
ENERGY TRANSFER PARTNERS L.P. 4.65% BDS	N/A	29273RAN9	200,000	203,755.00	0.01%
EUROPE(COUNCIL OF) 1.5% NTS 15/JAN/2015 USD1000	N/A	222213AC4	200,000	202,470.40	0.01%
CON EDISON CO OF NY 5.375% 15/DEC/2015	N/A	209111EK5	177,000	202,563.93	0.01%
TRANSOCEAN SEDCO FOREX INC 7.5% NTS 15/APR/2031	N/A	893830AF6	177,000	200,928.45	0.01%
ZIMMER HOLDINGS INC 3.375% BDS 30/NOV/2021 USD1000	N/A	98956PAC6	200,000	200,590.40	0.01%
ABBEY NATIONAL TREASURY SERVICES 4.0% BDS	N/A	002799AJ3	200,000	198,426.80	0.01%
ARCELORMITTAL SA LUXEMBOURG CR SENS 5.5%	N/A	03938LAU8	200,000	196,295.00	0.01%
PACIFICORP	N/A	695114BZ0	177,000	196,988.79	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A22067	N/A	31296YJL8	174,303	197,584.71	0.01%
JPMORGAN CHASE & CO 5.3% NTS 30/OCT/2015 USD1000	N/A	073902KF4	177,000	195,388.88	0.01%
BEST BUY CO INC 5.5% BDS 15/MAR/2021 USD1000	N/A	086516AL5	200,000	195,605.00	0.01%
KELLOGG CO 7.45% BDS 01/APR/2031 USD1000	N/A	487836AT5	147,000	192,710.39	0.01%
WACHOVIA CORP 929903AE2 4.875% 15/FEB/2014	N/A	929903AE2	183,000	193,341.33	0.01%
SAFEWAY INC 8.625% NTS 15/AUG/2014 USD1000	N/A	786514BM0	177,000	193,336.92	0.01%
PROGRESSIVE CORP 6.25% DUE 01/DEC/2032	N/A	743315AL7	162,000	193,915.78	0.01%
ALLSTATE CORP SER'A' VAR DEB 15/MAY/2067 USD1000	N/A	020002AU5	195,000	191,587.50	0.01%
WILLIS GROUP N AMERICA 5.625 15/JUL/2015	N/A	970648AB7	177,000	190,795.20	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 753826	N/A	36230NHB4	176,690	190,575.36	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 655519	N/A	36294PG49	173,970	192,348.68	0.01%
GENWORTH FINANCIAL 6.5% NTS 15/JUN/2034 USD1000	N/A	37247DAB2	206,000	188,868.42	0.01%
CADBURY SCHWEPPES US FINANCE LLC 5.125%	N/A	127210AB8	177,000	187,137.14	0.01%
HEALTH CARE REIT 6.00% 15/NOV/2013	N/A	42217KAL0	177,000	187,520.88	0.01%
TEXAS GAS TRANSMISSION 4.6% BDS 01/JUN/2015	N/A	882440AS9	177,000	188,459.51	0.01%
COMERICA BANK 4.80% DUE 01MAY01/MAY/2015	N/A	200340AL1	177,000	185,459.72	0.01%
LUBRIZOL CORP 6.50% 01/OCT/2034	N/A	549271AF1	147,000	185,572.21	0.01%
NORANDA INC 6.2 15/JUN/2035	N/A	655422AV5	177,000	184,952.43	0.01%
METLIFE INC 59156RAM0 5.7% 15/JUN/2035	N/A	59156RAM0	159,000	184,946.73	0.01%
JOHNSON CONTROLS INC 4.875% DUE 15/SEP/2013	N/A	478366AM9	177,000	186,624.02	0.01%
AGL CAPITAL CORPORATION	N/A	001192AC7	177,000	183,102.08	0.01%
CELULOSA ARAUCO Y CONSTITUCION 5.125% NTS	N/A	151191AL7	177,000	183,011.98	0.01%
DEUTSCHE BK FINL LLC 5.38% 02/MAR/2015	N/A	2515E0AA7	177,000	183,098.00	0.01%
TEVA PHARMACEUTICAL FINANCE IV 3.65% BDS	N/A	88166JAA1	181,000	183,222.50	0.01%
PRAXAIR INC 3.95% 01JUN01/JUN/2013	N/A	74005PAL8	177,000	183,606.70	0.01%
HOME DEPOT INC 5.95% BDS 01/APR/2041 USD100	N/A	437076AV4	150,000	184,103.70	0.01%
HRPT PROPERTIES TRUST 5.75% 15/FEB/2014	N/A	40426WAQ4	177,000	183,141.90	0.01%
GNMA I MORTPASS 6% 15/FEB/2035 SP PN# 781902	N/A	36241KDF2	162,594	183,520.90	0.01%
ANHEUSER-BUSCH COS INC 6% BDS 01/NOV/2041 USD1000	N/A	035229CL5	147,000	181,651.87	0.01%
SOUTH CAROLINA ELECTRIC & GAS CO 6.05% BDS	N/A	837004CB4	150,000	182,812.80	0.01%
CREDIT SUISSE FB USA INC 5.125% 15/JAN/2014	N/A	22541LAM5	171,000	180,547.10	0.01%
GOVT NTL MTG ASSN POOL NO: 572554	N/A	36200UBX2	154,329	179,402.38	0.01%
WILLIAMS PARTNERS L.P. 7.25% BDS 01/FEB/2017	N/A	96950HAD2	150,000	180,508.35	0.01%
SCIENCE APPLICATIONS 5.5% NTS 01/JUL/2033 USD1000	N/A	808626AG0	177,000	180,488.14	0.01%
COOPERATIEVE CENTRALE RAIFFEI FR 5.25%24/MAY/2041	N/A	21685WCJ4	175,000	178,868.55	0.01%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	162,000	178,811.55	0.01%
KIMBERLY-CLARK CORP 6.625% BDS 01/AUG/2037 USD1000	N/A	494368BC6	130,000	177,769.54	0.01%
GTE CORP 6.94% DEBS 15/APR/2028 USD1000	N/A	362320BA0	147,000	178,318.20	0.01%
GNMA I MORTPASS 6% MBPT 15/DEC/2033 USD1000	N/A	36225B2V9	154,540	175,583.42	0.01%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	150,000	175,808.85	0.01%
AGRIUM INC 6.125% BDS 15/JAN/2041 USD2000	N/A	008916AJ7	150,000	173,483.70	0.01%
TEXAS TRANSN COMMN ST HWY FD REV FIRST TIER-SER	N/A	88283LHU3	150,000	175,005.00	0.01%
WILLIAMS PARTNERS L.P. 6.3% NTS 15/APR/2040	N/A	96950FAF1	150,000	174,373.95	0.01%
GNMA I MORTPASS 6% 15/DEC/2033 SF PN# 604875	N/A	36200M6L2	153,410	174,107.97	0.01%
NEWS AMERICA INC 6.65% SNR NTS 15/NOV/2037 USD1000	N/A	652482BQ2	150,000	174,845.40	0.01%
UNION ELECTRIC CO 6.7% MTG BDS 01/FEB/2019 USD2000	N/A	906548CG5	141,000	173,286.60	0.01%
WAL-MART STORES INC 7.55% BDS 15/FEB/2030 USD1000	N/A	931142BF9	118,000	171,619.55	0.01%
AT&T BROADBAND CORP NT 9.455% 15/NOV/2022	N/A	00209TAB1	118,000	171,062.00	0.01%
TEVA PHARM FINANCE LLC 6.15% BDS 01/FEB/2036	N/A	88163VAD1	142,000	170,324.46	0.01%
UNITED STATES TREAS BDS 08.750% 15/MAY/2017	N/A	912810DY1	124,000	171,439.67	0.01%
NEVADA POWER CO 5.45% BDS 15/MAY/2041 USD1000	N/A	641423CA4	150,000	171,310.65	0.01%
POTASH CORP SASKATCHEWAN 4.875 01/MAR/2013	N/A	73755LAC1	165,000	171,219.02	0.01%
ANHEUSER BUSCH INBEV WORLDWIDE GTD NT 4.375%	N/A	03523TBB3	150,000	167,702.25	0.01%
VIRGINIA ELECTRIC & POWER CO 5.4% BDS 15/JAN/2016	N/A	927804EZ3	147,000	168,738.65	0.01%
NEWMONT MINING CORP 5.125% BDS 01/OCT/2019 USD1000	N/A	651639AL0	150,000	168,271.20	0.01%
SOUTHWESTERN ELEC POWER CO 5.55% BDS 15/JAN/2017	N/A	845437BH4	150,000	168,530.10	0.01%
MAY DEPARTMENT STORES CO 6.7% BDS 15/JUL/2034	N/A	577778CE1	150,000	168,305.85	0.01%
GOVT NATIONAL MORTGAGE ASSOCN 5.5% MTG/BCKD	N/A	36213FP56	150,533	169,211.15	0.01%
AMERICAN GENERAL CAPITAL II 7.5% NTS 15/JUL/2025	N/A	026351AU0	147,000	165,987.26	0.01%
SLM CORP 8.45% NTS 15/JUN/2018 USD1000'TR 104'	N/A	78442FEH7	150,000	167,250.00	0.01%
PUGET ENERGY INC 5.483% DUE 01/JUN/2035	N/A	745332BU9	147,000	166,658.90	0.01%
NOBLE ENERGY INC NT 6% 01/MAR/2041	N/A	655044AE5	150,000	166,317.75	0.01%
BRITISH COLUMBIA (PROV OF) 4.3% 30/MAY/2013	N/A	110709FH0	159,000	166,230.68	0.01%
ARISTOTLE HOLDING INC 6.125% BDS 15/NOV/2041	N/A	04044TAB2	150,000	167,337.75	0.01%
ARCHER DANIELS MIDLAND 039483AU6 5.375%	N/A	039483AU6	147,000	165,212.71	0.01%
UNITED PARCEL SERVICE INC 8.375% DEB 01/APR/2020	N/A	911308AA2	118,000	164,116.17	0.01%
AMERIPRISE FINANCIAL INC 5.3% BDS 15/MAR/2020	N/A	03076CAE6	150,000	163,501.35	0.01%
CSX CORP 5.5% 15/APR/2041	N/A	126408GU1	150,000	162,804.15	0.01%
ILLINOIS (STATE OF) 4.95% MUNI BDS 01/JUN/2023	N/A	452151LE1	160,000	162,633.60	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A48735	N/A	3128K9V43	148,263	161,606.46	0.01%
WYNDHAM WORLDWIDE CORP SR NT 5.625% 01/MAR/2021	N/A	98310WAG3	150,000	161,490.45	0.01%
US BANCORP 4.125% BDS 24/MAY/2021 USD1000	N/A	91159HHA1	150,000	161,308.65	0.01%
TALISMAN ENERGY INC SHELF 2	N/A	87425EAE3	133,000	161,837.19	0.01%
ROYAL BANK OF SCOTLAND PLC 6.125% BDS 11/JAN/2021	N/A	78010XAK7	150,000	160,551.60	0.01%
PLACER DOME INC 6.375% NTS 01/MAR/2033 USD1000	N/A	725906AH4	139,000	161,853.96	0.01%
OMNICOM GROUP INC 4.45% BDS 15/AUG/2020 USD1000	N/A	682134AC5	150,000	161,399.40	0.01%
HYATT HOTELS CORPS 5.375% BDS 15/AUG/2021 USD1000	N/A	448579AD4	150,000	160,092.90	0.01%
ECOLAB INC 4.35% BDS 08/DEC/2021 USD1000	N/A	278865AL4	150,000	159,017.40	0.01%
SOUTHWEST AIRLINES CO 5.125 01/MAR/2017	N/A	844741AX6	147,000	159,950.11	0.01%
FNMA MORTPASS 6.5% 01/SEP/2034 CL PN# 788027	N/A	31405FPL0	140,995	159,839.79	0.01%
JOHNSON CONTROLS INC 4.25% BDS 28/FEB/2021 USD1000	N/A	478366AX5	150,000	158,919.60	0.01%
KEY BK N A MEDIUM TERM SUB BK	N/A	49306CAH4	147,000	159,390.04	0.01%
AMERICAN INTERNATIONAL GROUP INC 5.05% NTS	N/A	026874AX5	147,000	156,595.43	0.01%
CAMDEN PROPERTY TRUST	N/A	133131AP7	147,000	157,582.82	0.01%
BP CAPITAL MARKETS AMERICA INC 4.2% GTD NTS	N/A	10373QAA8	147,000	157,177.69	0.01%
PERKINELMER INC SR NT 5% 15/NOV/2021	N/A	714046AE9	150,000	156,633.30	0.01%
STATE OF NEW JERSEY 7.425% BONDS 15/FEB/2029	N/A	645913AA2	125,000	157,043.75	0.01%
LILLY(ELI)& CO 7.125% NTS 01/JUN/2025 USD1000	N/A	532457AM0	118,000	158,060.88	0.01%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	150,000	157,933.05	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 690662	N/A	36296GJF9	145,168	156,701.26	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53219	N/A	3128KFSG6	138,827	155,764.60	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01633	N/A	3128PCY63	143,724	155,602.73	0.01%
SUNTRUST BANKS INC 3.6% NTS 15/APR/2016 USD1000	N/A	867914BD4	150,000	154,994.25	0.01%
PRUDENTIAL FINANCIAL INC 3% MTN 12/MAY/2016	N/A	74432QBR5	150,000	154,970.70	0.01%
MATTEL INC 5.45% BDS 01/NOV/2041 USD1000	N/A	577081AW2	150,000	156,206.55	0.01%
LABORATORY CORP OF AMERICA HOLDINGS 3.125% BDS	N/A	50540RAH5	150,000	155,115.30	0.01%
FNMA MORTPASS 5.5% 01/JUL/2021 CI PN# 880950	N/A	31409WWK3	142,487	155,373.99	0.01%
FNMA MORTPASS 5.5% 01/OCT/2033 CL PN# 743235	N/A	31403AV44	141,842	155,876.64	0.01%
BIO RAD LABORATORIES INC 4.875% NTS 15/DEC/2020	N/A	090572AP3	150,000	153,481.20	0.01%
CIGNA CORP 5.375% BDS 15/FEB/2042 USD100	N/A	125509BT5	150,000	153,851.10	0.01%
INTERNATIONAL BUSINESS MACHS SR NT 1.95%	N/A	459200GX3	150,000	153,923.85	0.01%
WESTPAC BANKING CORP 4.625% 01/JUN/2018	N/A	961214AH6	147,000	154,238.87	0.01%
EOG RESOURCES INC 5.625% NTS 01/JUN/2019 USD2000	N/A	26875PAD3	130,000	153,500.75	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2034 G0 PN# G08023	N/A	3128MJAZ3	134,355	152,301.11	0.01%
FLORIDA POWER & LIGHT 5.4% 01/SEP/2035	N/A	341081EU7	130,000	152,176.57	0.01%
GNMA I MORTPASS 6.5% 15/AUG/2034 SF PN# 630038	N/A	36291J4X5	131,267	151,281.12	0.01%
POTASH CORP OF SASKATCHEWAN INC 5.875% NTS	N/A	73755LAD9	125,000	150,585.50	0.01%
VENTAS RLTY LTD PARTNERSHIP SR NT 4.75%	N/A	92276MAW5	150,000	151,344.75	0.01%
PRUDENTIAL FINANCIAL 5.75 07/JUL/2003 15/JUL/2033	N/A	74432QAC9	147,000	151,132.46	0.01%
KINROSS GOLD CORP 5.125% BDS 01/SEP/2021 USD1000	N/A	496902AF4	150,000	152,309.40	0.01%
GAP INC 5.95% BDS 12/APR/2021 USD1000	N/A	364760AK4	150,000	151,372.05	0.01%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 788210	N/A	31405FVB5	138,888	152,274.30	0.01%
EMBARQ CORPORATION 7.082% BDS 01/JUN/2016 USD1000	N/A	29078EAB1	133,000	149,787.39	0.01%
COLGATE-PALMOLIVE CO 2.45% BDS 15/NOV/2021 USD1000	N/A	19416QDY3	150,000	147,868.05	0.01%
NOKIA CORP 5.375% BDS 15/MAY/2019 USD1000	N/A	654902AB1	150,000	148,308.75	0.01%
NEWS AMERICA HLDGS INC 8% NOTES 17/OCT/2016	N/A	652478BX5	118,000	144,858.69	0.01%
COMMER BANKS 4.8% 15/APR/2015	N/A	90333WAC2	133,000	145,930.26	0.01%
MARATHON OIL CORP 6.8% BDS 15/MAR/2032 USD1000	N/A	565849AB2	118,000	143,041.72	0.01%
EQUITABLE CO'S INC 7% BDS 01/APR/2028 USD1000	N/A	29444GAJ6	133,000	141,699.80	0.01%
FEDERAL HOME LN MTG CORP PTN CTFS 6.5% MTG BDS	N/A	31297BX64	123,993	140,554.05	0.01%
FNMA MORTPASS 6.5% 01/OCT/2033 CL PN# 750229	N/A	31403JPN0	123,177	140,295.68	0.01%
NEXEN INC 5.875% NTS 10/MAR/2035 USD1000	N/A	65334HAE2	133,000	137,457.63	0.01%
VALERO ENERGY CORP(NEW) 7.5% NTS 15/APR/2032	N/A	91913YAE0	118,000	137,358.14	0.01%
ALLSTATE CORP 020002AP6 6.125% 15/DEC/2032	N/A	020002AP6	118,000	136,776.28	0.01%
CON EDISON CO OF NY 5.875% 01/APR/2033	N/A	209111EB5	118,000	136,495.32	0.01%
ONCOR ELEC DELIVERY CO LLC SR SEC NT 144A	N/A	68233JAN4	150,000	135,476.40	0.01%
VERIZON COMMUNICATIONS 5.85% 15/SEP/2035	N/A	92344GAX4	118,000	135,447.60	0.01%
WELLPOINT INC 5.95% BDS 15/DEC/2034 USD2000	N/A	94973VAH0	118,000	136,753.27	0.01%
VIRGIN MEDIA SECURED FINANCE PLC 6.5% SR SEC NTS	N/A	92769XAC9	125,000	135,781.25	0.01%
CATERPILLAR INC 7.3% BDS 01/MAY/2031 USD1000	N/A	149123BJ9	100,000	136,646.60	0.01%
ALLSTATE CORP 5.95% BDS 01/APR/2036 USD2000	N/A	020002AT8	118,000	134,588.68	0.01%
CINTAS CORP NO. 2 4.3% BDS 01/JUN/2021 USD1000	N/A	17252MAK6	125,000	132,591.75	0.01%
ALBEMARLE CORP 5.1% DUE 01/FEB/2015	N/A	012653AA9	118,000	130,375.01	0.01%
BARRICK GOLD CORP 2.9% NTS 30/MAY/2016 USD1000	N/A	067901AF5	125,000	130,418.63	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 A2 PN# A21356	N/A	31296XQH1	115,366	130,775.76	0.01%
KOREA DEVELOPMENT BANK 5.75% NOTES 10/SEP/2013	N/A	500630BG2	118,000	124,516.08	0.01%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757557	N/A	36230SME1	113,647	122,675.60	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 652539	N/A	36292L4Y7	111,298	123,056.05	0.01%
OWENS CORNING INC 9.00% BDS 15/JUN/2019 USD1000	N/A	690742AC5	100,000	123,453.70	0.01%
SYSCO CORP 5.375% 21/SEP/2035	N/A	871829AJ6	106,000	123,718.85	0.01%
VIACOM INC 5.50% 15MAY15/MAY/2033	N/A	925524AV2	118,000	123,380.21	0.01%
SCOTTISH POWER 81013TAC5 5.81% 15/MAR/2025	N/A	81013TAC5	118,000	123,379.38	0.01%
COMCAST CORP 6.50% 15/NOV/2035	N/A	20030NAK7	100,000	120,128.20	0.01%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 811559	N/A	31406JTQ6	110,879	120,907.22	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 C0 PN# C01851	N/A	31292JBU3	106,002	120,160.95	0.01%
ANADARKO PETROLEUM CORP 6.375% BDS 15/SEP/2017	N/A	032511BH9	100,000	118,821.70	0.01%
FL POWER & LIGHT 5.85% 01/FEB/2033	N/A	341081EP8	100,000	118,978.60	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00871	N/A	3128PB6G4	110,865	119,767.12	0.01%
DOVER CORP 5.375% BDS 01/MAR/2041 USD1000	N/A	260003AK4	100,000	116,895.70	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 719486	N/A	3620A5J75	108,413	117,026.28	0.01%
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016	N/A	032511AX5	100,000	115,289.70	0.01%
CITIGROUP INC. 5.8750% DUE 22/FEB/2033	N/A	172967BU4	118,000	110,740.17	0.01%
DELL INC 4.625% BDS 01/APR/2021 USD1000	N/A	24702RAQ4	100,000	110,909.60	0.01%
ONEOK PARTNERS LP 6.125% BDS 01/FEB/2041 USD1000	N/A	68268NAG8	100,000	111,425.40	0.01%
GOVT NTL MTG ASSN POOL NO: 507396	N/A	36211AUV6	96,436	111,996.87	0.01%
APACHE CORP 5.1% BDS 01/SEP/2040 USD1000	N/A	037411AW5	100,000	109,172.30	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606314	N/A	36201XSB5	97,834	109,529.66	0.01%
CAMPBELL SOUP CO 4.25% NTS 15/APR/2021 USD1000	N/A	134429AW9	100,000	109,674.10	0.01%
DANAHER CORP 3.9% SR NTS 23/JUN/2021 USD1000	N/A	235851AM4	100,000	109,351.80	0.01%
DUKE ENERGY CAROLINAS LLC MTG BD 3.9% 15/JUN/2021	N/A	26442CAK0	100,000	107,867.90	0.01%
UDR INC 4.25% BDS 01/JUN/2018 USD100	N/A	91019PCS9	100,000	106,966.10	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01757	N/A	3128PC5S7	100,072	107,950.56	0.01%
HEINZ H J FIN CO 6.75% GTD NTS 15/MAR/2032 USD	N/A	42307TAG3	88,000	106,879.43	0.01%
GENERAL DYNAMICS CORP 3.875% BDS 15/JUL/2021	N/A	369550AR9	100,000	108,150.90	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MMD59	98,538	106,681.76	0.01%
WILLIS GROUP HOLDINGS 5.75% BDS 15/MAR/2021	N/A	97063PAB0	100,000	105,960.80	0.01%
UNITED UTILITIES 5.375% DUE 01/FEB/2019	N/A	91311QAE5	100,000	105,881.40	0.01%
TECK RESOURCES LTD 3.85% BDS 15/AUG/2017 USD2000	N/A	878742AR6	100,000	105,950.70	0.01%
LINCOLN NATL CORP IND SR NT 4.85% 24/JUN/2021	N/A	534187BB4	100,000	105,563.70	0.01%
GREAT PLAINS ENERGY INC 4.85% BDS 01/JUN/2021	N/A	391164AE0	100,000	105,924.10	0.01%
INGRAM MICRO INC 5.25% BDS 01/SEP/2017 USD1000	N/A	457153AE4	100,000	105,414.70	0.01%
EMERSON ELECTRIC CO 6% BDS 15/AUG/2032 USD1000	N/A	291011AQ7	83,000	104,057.27	0.01%
WELLPOINT INC 3.7% BDS 15/AUG/2021 USD1000	N/A	94973VAW7	100,000	103,781.10	0.01%
VIACOM INC 7.875% BDS 30/JUL/2030 USD1000	N/A	925524AH3	80,000	103,474.24	0.01%
REINSURANCE GROUP OF AMERICA 5% NTS 01/JUN/2021	N/A	759351AJ8	100,000	103,956.80	0.01%
GILEAD SCIENCES INC 3.05% BDS 01/DEC/2016 USD1000	N/A	375558AT0	100,000	104,637.80	0.01%
GOOGLE INC 2.125% 19/MAY/2011	N/A	38259PAC6	100,000	103,949.30	0.01%
EXPEDIA INC 5.95% SR NT 15/AUG/2020 USD1000	N/A	30212PAH8	100,000	102,990.20	0.01%
AMERITECH CAPITAL FUNDING 6.45% NOTES 15/JAN/2018	N/A	030955AM0	88,000	101,364.12	0.01%
BROADCOM CORP 2.7% BDS 01/NOV/2018 USD1000	N/A	111320AE7	100,000	101,679.40	0.01%
THERMO FISHER SCIENTIFIC INC 2.05% BDS 21/FEB/2014	N/A	883556AW2	100,000	102,559.10	0.01%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932891	N/A	31412RNG8	98,719	101,821.20	0.01%
FNMA MORTPASS 5.5% 01/FEB/2033 CL PN# 689741	N/A	31400KHS8	93,571	102,829.61	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39759	N/A	31297VZY7	93,687	102,235.00	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J06015	N/A	3128PHVG3	94,567	102,396.64	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2035 A4 PN# A40376	N/A	3128K0MZ3	93,959	102,532.64	0.01%
FHLMCGLD MORTPASS 7% 01/JAN/2036 A4 PN# A41548	N/A	3128K1WH0	85,663	99,238.45	0.01%
SAFEWAY INC 3.95% NTS 15/AUG/2020 USD1000	N/A	786514BS7	100,000	99,166.60	0.01%
GNMA I MORTPASS 6.5% 15/MAR/2031 SF PN# 528589	N/A	36212BF65	85,675	100,023.41	0.01%
BHP FINANCE 6.42% BDS 01/MAR/2026 USD1000	N/A	055450AH3	80,000	98,963.28	0.01%
NORFOLK SOUTHERN CORP NT 5.59 17/MAY/2025	N/A	655844AW8	84,000	98,769.38	0.01%
NATIONWIDE FINANCIAL SERVICES 6.75% 15/MAY/2067	N/A	638612AJ0	105,000	98,437.50	0.01%
GENENTECH INC 5.25% NTS 15/JUL/2035 USD1000	N/A	368710AC3	88,000	98,231.32	0.01%
GNMA I MORTPASS 6% 15/JUN/2033 SF PN# 553320	N/A	36213FVM2	86,538	98,213.43	0.01%
FNMA MORTPASS 5.5% 01/MAR/2022 CI PN# 913889	N/A	31411SKA3	89,023	97,245.94	0.01%
THE ALLSTATE CORPORATION 5.5% 09/MAY/2035	N/A	020002AS0	88,000	95,942.70	0.00%
BUNGE LTD FINANCE CORP 5.1% SNR NTS 15/JUL/2015	N/A	120568AQ3	88,000	93,570.05	0.00%
MERCK & CO INC 6.4% SNR NOTES 01/MAR/2028 USD1000	N/A	589331AD9	74,000	94,618.84	0.00%
FLORIDA POWER & LIGHT 5.95% 01/OCT/2033	N/A	341081ER4	77,000	94,791.08	0.00%
GNMA I MORTPASS 6% 15/NOV/2033 SF PN# 573916	N/A	36200VSD6	82,389	93,504.88	0.00%
TGT PIPELINE LLC 5.2% BDS 01/JUN/2018 USD1000	N/A	87243BAB5	88,000	93,600.32	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31410KTH7	85,386	93,834.72	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 G0 PN# G08064	N/A	3128MJCA6	81,226	91,567.32	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 G0 PN# G01391	N/A	31283HRL1	79,310	92,527.33	0.00%
GENWORTH FINANCIAL 5.75% NTS 15/JUN/2014 USD1000	N/A	37247DAE6	88,000	91,488.58	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 B1 PN# B15071	N/A	312967T44	84,979	90,900.80	0.00%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 555684	N/A	31385XJ57	83,047	91,263.96	0.00%
PITNEY BOWES INC 4.75% NTS 15/MAY/2018 USD1000	N/A	72447WAA7	88,000	89,527.59	0.00%
MACY'S INC 6.9% DEB 01/APR/2029 USD1000	N/A	31410HAQ4	75,000	87,472.28	0.00%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	77,000	85,190.41	0.00%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00935	N/A	3128PCBC5	78,400	84,695.49	0.00%
NEWS AMERICA HLDGS INC 7.28% SNR DEB 30/JUN/2028	N/A	652482AU4	77,000	85,400.70	0.00%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757555	N/A	36230SMC5	77,376	83,717.00	0.00%
ORACLE CORP 5.25% SNR NTS 15/JAN/2016 USD1000	N/A	68402LAC8	72,000	82,623.96	0.00%
GNMA I MORTPASS 6% 15/APR/2033 SF PN# 604243	N/A	36200MHU0	71,909	81,611.41	0.00%
GNMA I MORTPASS 5.5% 15/FEB/2035 SF PN# 486921	N/A	36210A4E4	72,776	81,533.13	0.00%
WEATHERFORD INTERNATIONAL 5.5% BDS 15/FEB/2016	N/A	947076AB1	74,000	81,918.52	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2021 G1 PN# G12348	N/A	3128M1P94	72,658	78,790.55	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2019 B1 PN# B16087	N/A	312968XQ8	72,334	78,823.63	0.00%
GNMA I MORTPASS 7% 15/JUL/2032 SF PN# 570022	N/A	36200RG71	67,718	79,969.75	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2034 G0 PN# G01741	N/A	31283H5A9	69,034	78,577.81	0.00%
ENERGIZER HLDGS INC 4.7% SNR NTS 19/MAY/2021	N/A	29266RAB4	75,000	77,999.48	0.00%
APACHE CORP 7.625% NOTES 01/JUL/2019 USD1000	N/A	037411AP0	59,000	74,799.49	0.00%
CINCINNATI GAS ELECTRIC 5.4% 15/JUN/2033	N/A	172070CP7	74,000	75,469.94	0.00%
ENERGY TRANSFER PARTNERS L.P. 6.05% SR BDS	N/A	29273RAP4	75,000	75,682.05	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/DEC/2033	N/A	36225B2X5	65,394	74,319.20	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2035 G0 PN# G01947	N/A	3128LXEU0	63,118	73,186.33	0.00%
GNMA	N/A	36213E3Z7	61,083	72,849.77	0.00%
FHLMCGLD MORTPASS 5% 01/JUN/2021 G1 PN# G18122	N/A	3128MMD42	66,909	72,176.45	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 G1 PN# G11972	N/A	3128M1CH0	65,747	70,967.31	0.00%
TEVA PHARMA FIN BV 3.65% NTS 10/NOV/2021 USD1000	N/A	88165FAF9	69,000	69,847.25	0.00%
WISCONSIN ELECTRIC POWER 5.62% 15/MAY/2033	N/A	976656BW7	59,000	70,294.67	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2021 J0 PN# J01980	N/A	3128PDFV7	61,804	66,784.52	0.00%
CBS CORP 8.875% BDS 15/MAY/2019 USD2000	N/A	124857AC7	50,000	65,691.60	0.00%
FHLMCGLD MORTPASS 5% 01/JUL/2021 J0 PN# J03074	N/A	3128PEMX3	60,188	64,927.20	0.00%
DOMTAR CORPORATION 10.75% BDS 01/JUN/2017 USD1000	N/A	257559AG9	50,000	64,625.00	0.00%
TENNESSEE VALLEY AUTHORITY 6.25% BDS 15/DEC/2017	N/A	880591CU4	50,000	63,102.00	0.00%
GNMA I MORTPASS 6% 15/JAN/2034 SF PN# 621856	N/A	36290YZV3	56,809	64,224.59	0.00%
GNMA I MORTPASS 7% 15/APR/2032 SP PN# 781431	N/A	36225BSU3	52,836	62,883.27	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUL/2034 A2 PN# A24988	N/A	31297CRH5	56,486	64,031.27	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2032 G0 PN# G01449	N/A	31283HTE5	54,091	63,106.11	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2029 A1 PN# A18212	N/A	31296TDR2	55,156	63,598.61	0.00%
GNMA I MORTPASS 7% 15/MAY/2032 SF PN# 568715	N/A	36213YYL0	53,004	62,593.17	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2020 G1 PN# G18062	N/A	3128MMB85	54,383	58,973.43	0.00%
KERN RIVER FUNDING CORP 4.893% BDS 30/APR/2018	N/A	49228RAE3	53,242	58,339.02	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31283HN43	47,770	55,731.06	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2033 G0 PN# G01536	N/A	31283HV51	47,890	55,529.28	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43452	N/A	3128K3ZR1	50,608	55,162.21	0.00%
FHLMCGLD MORTPASS 6.5% 01/SEP/2035 A4 PN# A46935	N/A	3128K7V47	48,247	54,389.59	0.00%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 867183	N/A	31409CM85	49,711	54,206.68	0.00%
FHLMCGLD MORTPASS 5% 01/FEB/2021 J0 PN# J01189	N/A	3128PCKA9	49,685	53,597.04	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 A3 PN# A31989	N/A	31297MF60	46,058	51,922.34	0.00%
FNMA MORTPASS 7% 01/AUG/2037 CL PN# 925172	N/A	31412G2D2	46,470	53,265.92	0.00%
KINDER MORGAN ENERGY PARTNERS SR NT 3.5%	N/A	494550BG0	50,000	52,666.65	0.00%
FORTUNE BRANDS INC 5.375% BDS 15/JAN/2016 USD1000	N/A	349631AL5	48,000	53,272.90	0.00%
FHLMCGLD MORTPASS 8% 01/OCT/2030 C4 PN# C43967	N/A	31298CMQ9	46,513	52,559.89	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2021 G1 PN# G12245	N/A	3128M1L23	47,235	51,221.65	0.00%
FNMA MORTPASS 7.5% 01/OCT/2031 CL PN# 607212	N/A	31388KR95	41,471	49,606.85	0.00%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 879115	N/A	31409UVG7	47,037	51,291.49	0.00%
GNMA I MORTPASS 6.5% 15/AUG/2036 SF PN# 657912	N/A	36294R3V9	44,694	51,354.36	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GSZK6	45,560	49,348.13	0.00%
MARSH & MCLENNAN COS INC 5.75% 15/SEP/2015	N/A	571748AP7	43,000	48,228.93	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68300	N/A	31287UGH9	42,259	49,000.33	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2021 J0 PN# J01279	N/A	3128PCM41	43,399	46,985.85	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402CVN9	43,045	47,303.63	0.00%
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 889745	N/A	31410KP65	42,884	47,127.20	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C67235	N/A	31287TBC8	40,671	47,159.14	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128M1R92	40,489	43,834.92	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01570	N/A	3128PCW73	41,783	45,236.11	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2037 G0 PN# G03620	N/A	3128M5K90	38,462	43,154.51	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2030 C0 PN# C01106	N/A	31292HGP3	36,930	43,084.82	0.00%
FEDERAL HOME LN MTG CORP GOLD POOL # G11409 DTD	N/A	31283KR67	39,457	42,663.71	0.00%
FNMA MORTPASS 3.5% 01/NOV/2040 CL PN# AB1735	N/A	31416W4V1	41,557	42,743.10	0.00%
FNMA MORTPASS 5.5% 01/JUN/2022 CI PN# 939673	N/A	31413AMW0	40,004	43,601.65	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2034 C0 PN# C01806	N/A	31292JAF7	37,198	43,131.71	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUL/2021 J0 PN# J03028	N/A	3128PELH9	37,877	41,161.23	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C6 PN# C69908	N/A	31287WAH1	33,270	38,577.19	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2035 A3 PN# A33137	N/A	31297NPW0	35,101	39,789.01	0.00%
FNMA MORTPASS 5.5% 01/APR/2033 CL PN# 713560	N/A	31401NWV7	35,368	38,867.17	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31409BHT7	34,789	38,251.23	0.00%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 839585	N/A	31407SXN7	35,792	39,096.41	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2031 G0 PN# G01217	N/A	31283HK61	32,199	37,565.27	0.00%
GNMA I MORTPASS 6% 15/DEC/2032 SF PN# 552952	N/A	36213FH55	32,699	37,151.06	0.00%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 G1 PN# G18096	N/A	3128MMDA8	32,607	35,383.38	0.00%
GNMA I MORTPASS 7% 15/DEC/2029 SP PN# 781124	N/A	36225BG93	29,420	35,757.88	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 602102	N/A	36200H3K8	30,781	34,934.08	0.00%
FNMA MORTPASS 7% 01/MAY/2032 CL PN# 545605	N/A	31385JDJ4	29,088	34,372.52	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C66916	N/A	31287SVH7	30,567	35,442.73	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2019 G1 PN# G18007	N/A	3128MMAH6	31,300	33,902.24	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/OCT/2032	N/A	36200ACN7	29,990	34,073.39	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 8% MTG BDS	N/A	31292HRA4	27,354	33,192.39	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E0 PN# E01139	N/A	31294KHQ1	30,590	32,702.19	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01879	N/A	3128PDCQ1	28,404	30,755.21	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31292HP65	27,391	31,760.93	0.00%
FHLMCGLD MORTPASS 6.5% 01/NOV/2033 A1 PN# A16419	N/A	31296RDY1	28,220	32,121.84	0.00%
FNMA MORTPASS 6.5% 01/APR/2033 CL PN# 694846	N/A	31400Q5F6	27,470	31,288.05	0.00%
GNMA I MORTPASS 6% 15/MAY/2033 SF PN# 611526	N/A	36202WLF4	27,838	31,593.75	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2031 C5 PN# C54792	N/A	31298RKD7	27,410	31,885.17	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88055	N/A	3128GQ5Q0	26,133	28,683.27	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89222	N/A	3128GSG76	26,653	28,869.17	0.00%
GNMA I MORTPASS 6% 15/JUN/2035 SP PN# 781933	N/A	36241KEE4	26,371	29,809.83	0.00%
GOVT NATL MTG ASSOC POOL NUMBER X781699 SP VAR	N/A	36225B3G1	24,841	29,560.04	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 829704	N/A	31407FX96	27,870	30,442.43	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E0 PN# E01140	N/A	31294KHR9	27,163	29,039.05	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01771	N/A	3128PC6G2	27,161	29,231.04	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2036 A4 PN# A48303	N/A	3128K9GL2	25,671	29,721.36	0.00%
FHLMCGLD MORTPASS 5.5% 01/AUG/2021 G1 PN# G12310	N/A	3128M1N39	26,901	29,124.28	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% MTG BDS	N/A	31385JBZ0	22,543	26,135.28	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7.5% MTG BDS	N/A	36225BUE6	22,433	26,370.12	0.00%
FINANCING CORP 9.80% BDS 30/NOV/2017 USD1000	N/A	317705AC5	18,000	25,831.33	0.00%
FHLMCGLD MORTPASS 4.5% 01/JUL/2012 M8 PN# M80981	N/A	31282SCS9	23,823	24,304.95	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C63171	N/A	31287NQY7	20,936	24,354.38	0.00%
FHLMCGLD MORTPASS 4.5% 01/FEB/2013 M8 PN# M81009	N/A	31282SDN9	24,014	24,589.34	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 811505	N/A	31406JR21	21,050	23,144.54	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88106	N/A	3128GRAF6	18,991	20,976.58	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90645	N/A	3128GUWE8	20,313	22,114.27	0.00%
GOVT NTL MTG ASSN POOL NO: 485879	N/A	36209YXG8	18,362	21,834.11	0.00%
GNMA I MORTPASS 7% 15/JUL/2029 SF PN# 470643	N/A	36209FZG7	17,718	20,983.20	0.00%
FNMA MORTPASS 5% 01/DEC/2021 CI PN# 901509	N/A	31410YR63	19,717	21,395.35	0.00%
FNMA MORTPASS 5.5% 01/APR/2021 CI PN# 878121	N/A	31409TSJ8	20,353	22,378.60	0.00%
FNMA MORTPASS 7.5% 01/SEP/2032 CL PN# 661664	N/A	31391BB97	20,272	21,008.52	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E0 PN# E01157	N/A	31294KJA4	19,609	20,988.00	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E8 PN# E89924	N/A	3128GTAZ8	17,427	19,249.35	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 847832	N/A	31408C4R4	17,763	19,402.36	0.00%
FNMA MORTPASS 5.5% 01/DEC/2020 CI PN# 830670	N/A	31407G2B3	17,492	19,232.17	0.00%
FNMA MORTPASS 7% 01/NOV/2034 CL PN# 807310	N/A	31406D3T1	16,572	19,227.55	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% MTG BDS	N/A	31390NTS1	16,668	19,322.40	0.00%
FNMA MORTPASS 5.5% 01/APR/2021 CI PN# 878120	N/A	31409TSH2	17,650	19,406.26	0.00%
GNMA I MORTPASS 6% 15/MAR/2029 SF PN# 502969	N/A	36210UW66	17,107	19,366.45	0.00%
FNMA MORTPASS 5% 01/OCT/2021 CI PN# 903350	N/A	31411BTF0	17,714	19,222.34	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89530	N/A	3128GSST5	16,958	18,368.55	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2014 E0 PN# E00677	N/A	31294JXE3	16,992	18,018.56	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58694	N/A	31298VUT2	15,323	17,825.11	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7% MGBK 15/SEP/2031	N/A	36225BPM4	14,560	17,245.03	0.00%
GOVT NTL MTG ASSN POOL NO: 781287 7% 15/MAY/2031	N/A	36225BNC8	15,366	18,223.54	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17177	N/A	31296R6N3	15,176	17,354.96	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E0 PN# E00975	N/A	31294KCL7	16,799	17,880.66	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C7 PN# C70211	N/A	31287XGU4	16,100	18,667.98	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90594	N/A	3128GUUT7	16,758	18,151.06	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87291	N/A	3128GQC41	14,922	16,482.27	0.00%
GNMA I MORTPASS 7.5% 15/APR/2031 SF PN# 508473	N/A	36211B2E3	14,022	16,704.54	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 588192	N/A	36201NNH9	13,811	15,717.86	0.00%
FNMA MORTPASS 5.5% 01/MAY/2022 CI PN# 913331	N/A	31411RVY1	15,093	16,450.52	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 841947	N/A	31407VL45	14,594	15,941.83	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 838566	N/A	31407RTX2	14,450	15,887.82	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2029 A1 PN# A16201	N/A	31296Q3J7	16,454	16,997.29	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2036 A4 PN# A49960	N/A	3128KBB57	12,426	14,386.51	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% BDS 01/MAR/2038	N/A	31371NS22	12,718	14,572.77	0.00%
GNMA I MORTPASS 6% 15/APR/2029 SP PN# 781014	N/A	36225BDT2	13,177	14,947.05	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2032 SP PN# 781401	N/A	36225BRW0	12,339	14,903.75	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 8% MGBK 15/MAR/2032	N/A	36225BSS8	12,751	15,184.36	0.00%
GOVT NATL MTG ASSN POOL NO: 552474	N/A	36213EXB7	11,488	13,566.78	0.00%
FNMA MORTPASS 5.5% 01/APR/2022 CI PN# 913323	N/A	31411RVQ8	13,854	15,099.83	0.00%
DOMINION RESOURCES INC 6.3% 15MAR15/MAR/2033	N/A	25746UAN9	10,000	11,830.58	0.00%
FNMA MORTPASS 5.5% 01/JAN/2022 CI PN# 906317	N/A	31411E4A2	10,809	11,780.94	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 840808	N/A	31407UDM6	11,223	12,258.72	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2015 E0 PN# E00802	N/A	31294J3K2	11,505	12,243.06	0.00%
GNMA I MORTPASS 6% 15/JUL/2033 SF PN# 572733	N/A	36200UHJ7	11,253	12,771.78	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E0 PN# E01156	N/A	31294KH99	10,948	11,981.73	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2018 G1 PN# G11434	N/A	31283KSX7	11,596	12,808.99	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88768	N/A	3128GRW54	11,133	12,037.62	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E86995	N/A	3128GPXY4	9,485	10,476.92	0.00%
GNMA I MORTPASS 7.5% 15/MAR/2032 SP PN# 781478	N/A	36225BUB2	7,901	9,564.78	0.00%
GOVT NTL MTG ASSN POOL NO: 531352	N/A	36212EH59	9,367	11,225.82	0.00%
GNMA I MORTPASS 8% 15/NOV/2029 SF PN# 524269	N/A	36211VMS6	9,555	9,819.77	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 843102	N/A	31407WU35	9,369	10,300.95	0.00%
FNMA MORTPASS 5.5% 01/JUL/2020 CI PN# 822023	N/A	31406WG81	10,278	11,227.28	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E0 PN# E00987	N/A	31294KCY9	9,024	9,889.06	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2016 E0 PN# E00985	N/A	31294KCW3	9,330	9,931.30	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C0 PN# C01051	N/A	31292HEY6	8,615	10,438.82	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83636	N/A	3128GLBD3	7,557	8,171.66	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2017 G1 PN# G11458	N/A	31283KTP3	7,975	8,608.33	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E84912	N/A	3128GMN55	7,502	8,286.29	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2031 C6 PN# C61105	N/A	31287LGN6	7,457	8,674.55	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SF PN# 549742	N/A	36213BWB4	6,482	7,707.69	0.00%
GNMA I MORTPASS 7% 15/MAR/2029 SF PN# 487053	N/A	36210BBW4	7,624	9,029.10	0.00%
GNMA I MORTPASS 7% 15/AUG/2028 SF PN# 457801	N/A	36208QRW8	6,506	7,685.96	0.00%
GNMA I MORTPASS 8% 15/JUL/2032 SF PN# 583645	N/A	36201HL27	7,305	8,078.76	0.00%
FNMA MORTPASS 5.5% 01/JAN/2022 CI PN# 906205	N/A	31411EYA9	7,948	8,667.03	0.00%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 885440	N/A	31410CV90	7,092	7,790.76	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 839100	N/A	31407SGH9	8,697	9,499.66	0.00%
FNMA MORTPASS 5.5% 01/AUG/2020 CI PN# 835228	N/A	31407M4M4	8,029	8,827.90	0.00%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 825811	N/A	31407BN47	8,327	9,155.69	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2017 E0 PN# E01205	N/A	31294KKS3	8,462	9,265.39	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31285	N/A	31293WNA4	6,604	7,724.57	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68290	N/A	31287UF72	7,196	8,344.35	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2032 C6 PN# C64121	N/A	31287PSJ3	7,486	8,958.53	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2016 E8 PN# E85387	N/A	3128GM6Y1	6,455	6,980.02	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89149	N/A	3128GSEW3	6,542	7,086.33	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89217	N/A	3128GSG27	5,659	6,129.66	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2031 G0 PN# G01309	N/A	31283HN27	6,240	7,259.02	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2030 C4 PN# C43550	N/A	31298B5K3	5,504	6,421.20	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E0 PN# E01137	N/A	31294KHN8	6,589	7,039.49	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E0 PN# E01127	N/A	31294KHC2	6,806	7,437.13	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E0 PN# E00938	N/A	31294KBF1	5,962	6,444.45	0.00%
FHLMCGLD MORTPASS 8% 01/JAN/2030 C3 PN# C37436	N/A	31294EHM4	5,042	6,096.57	0.00%
FHLMCGLD MORTPASS 8% 01/APR/2032 C0 PN# C01370	N/A	31292HQX5	5,739	6,962.59	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2031 C0 PN# C01222	N/A	31292HLB8	5,422	6,307.79	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2028 C0 PN# C00678	N/A	31292GXF8	6,285	7,366.75	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2032 C7 PN# C71089	N/A	31287YF66	6,132	6,377.61	0.00%
GNMA I MORTPASS 7% 15/OCT/2032 SF PN# 596657	N/A	36200BZW0	6,240	7,368.64	0.00%
FNMA MORTPASS 5.5% 01/MAR/2022 CI PN# 914385	N/A	31411S2S4	5,828	6,351.72	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 870092	N/A	31409FUR7	5,745	6,265.09	0.00%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 837194	N/A	31407QC79	5,759	6,290.82	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2031 C5 PN# C53324	N/A	31298PVR8	6,213	7,227.13	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2031 C4 PN# C47287	N/A	31298GCY4	6,173	7,388.58	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2030 C4 PN# C44957	N/A	31298DQJ9	5,470	6,630.59	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 G1 PN# G11207	N/A	31283KKU1	6,003	6,438.74	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2015 G1 PN# G11001	N/A	31283KDE5	6,204	6,560.08	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89909	N/A	3128GTAJ4	5,348	5,794.97	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89151	N/A	3128GSEY9	5,581	6,044.84	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88474	N/A	3128GRMX4	5,453	5,905.98	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2025 D6 PN# D60780	N/A	3128EW2M1	3,540	4,218.85	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2027 D8 PN# D82854	N/A	3128FSE38	3,451	4,030.57	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83355	N/A	3128GKWQ3	4,034	4,362.13	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2032 C6 PN# C68988	N/A	31287U6Z0	4,208	4,259.26	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2032 C6 PN# C65717	N/A	31287RK65	5,402	5,611.79	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C62218	N/A	31287MPB0	3,676	4,276.59	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2013 E6 PN# E69050	N/A	31280QBT4	4,859	5,244.47	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90667	N/A	3128GUW40	5,268	5,706.41	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90227	N/A	3128GUHC9	3,883	4,205.53	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GUGB2	4,040	4,375.87	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89788	N/A	3128GS2V8	4,943	5,354.49	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89496	N/A	3128GSRR0	4,376	4,683.40	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2017 E0 PN# E01138	N/A	31294KHP3	4,311	4,713.41	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E0 PN# E01095	N/A	31294KGC3	4,424	4,724.16	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2029 C3 PN# C32914	N/A	31293YGX8	3,853	4,351.04	0.00%
FHLMC GOLD PC GROUP NO: C18271 07.000 FGPC C18271	N/A	31293EFL9	4,164	4,879.88	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2031 C0 PN# C01305	N/A	31292HNW0	4,505	5,401.81	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C0 PN# C01116	N/A	31292HGZ1	3,427	4,106.24	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2030 C0 PN# C01103	N/A	31292HGL2	3,398	4,067.71	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2030 C0 PN# C00921	N/A	31292HAW4	4,527	5,413.33	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2027 C0 PN# C00566	N/A	31292GTX4	4,768	5,659.02	0.00%
GNMA I MORTPASS 7.5% 15/DEC/2031 SP PN# 781380	N/A	36225BQ92	4,410	5,190.07	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SP PN# 781319	N/A	36225BPC6	4,769	5,674.09	0.00%
GOVT NTL MTG ASSN POOL NO: 550991	N/A	36213DC48	3,508	4,096.05	0.00%
GNMA I MORTPASS 7% 15/JUN/2029 SF PN# 509099	N/A	36211CRU8	4,481	5,321.36	0.00%
GNMA I MORTPASS 6.5% 15/FEB/2029 SF PN# 486936	N/A	36210A4V6	4,619	5,392.87	0.00%
GNMA I MORTPASS 7% 15/MAY/2024 SF PN# 376510	N/A	36204QGT1	4,244	4,888.29	0.00%
GOVT NTL MTG ASSN POOL NO: 580972	N/A	36201EMV9	3,445	4,021.67	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 896605	N/A	31410TDJ1	4,921	5,366.61	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 896599	N/A	31410TDC6	4,336	4,728.01	0.00%
FNMA MORTPASS 5.5% 01/OCT/2021 CI PN# 894126	N/A	31410QLF6	3,646	3,976.28	0.00%
FNMA MORTPASS 5.5% 01/MAR/2021 CI PN# 870296	N/A	31409F3D8	4,103	4,473.74	0.00%
FNMA MORTPASS 5.5% 01/JUN/2021 CI PN# 845489	N/A	31408AKA7	4,180	4,557.55	0.00%
FNMA MORTPASS 5.5% 01/MAR/2034 CL PN# 725223	N/A	31402CVQ2	4,550	5,000.54	0.00%
FHLMCGLD MORTPASS 7.5% 01/MAR/2031 C4 PN# C48206	N/A	31298HDK1	5,352	5,623.74	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C4 PN# C46932	N/A	31298FVZ2	4,008	4,789.90	0.00%
GNMA I MORTPASS 8% 15/APR/2031 SF PN# 544470	N/A	36212U2B6	4,108	4,218.84	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2017 E8 PN# E89203	N/A	3128GSGL5	3,964	4,377.93	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E88729	N/A	3128GRVW6	5,081	5,503.96	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2017 E8 PN# E88076	N/A	3128GQ6M8	5,150	5,578.12	0.00%
FHLMCGLD MORTPASS 6% 01/DEC/2016 E8 PN# E86533	N/A	3128GPHJ5	4,029	4,355.94	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2015 E8 PN# E81394	N/A	3128GHRP8	4,403	4,685.52	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2016 E8 PN# E82815	N/A	3128GKDU5	2,430	2,623.04	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2015 E8 PN# E84097	N/A	3128GLRS3	2,186	2,362.52	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89347	N/A	3128GSL47	2,089	2,263.14	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 E0 PN# E01083	N/A	31294KFY6	2,486	2,708.33	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2030 C3 PN# C37703	N/A	31294ERY7	2,684	3,203.64	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36429	N/A	31294DEA5	1,800	2,100.39	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C0 PN# C01209	N/A	31292HKW3	2,092	2,534.41	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2029 C0 PN# C00836	N/A	31292G4V5	2,882	3,370.51	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2031 C6 PN# C61298	N/A	31287LNP3	3,477	3,634.83	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2015 G1 PN# G11164	N/A	31283KJH2	2,065	2,182.57	0.00%
FHLMCGLD MORTPASS 6% 01/OCT/2012 G1 PN# G10749	N/A	31283JZN4	2,517	2,536.92	0.00%
FHLMC GOLD PC GROUP NO: G01315 07.% 01/SEP/2031	N/A	31283HN84	1,773	2,068.28	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2030 G0 PN# G01108	N/A	31283HGR0	2,178	2,547.58	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2013 E7 PN# E72896	N/A	3128G7GD9	3,173	3,286.56	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90313	N/A	3128GUK27	2,116	2,291.72	0.00%
GNMA I MORTPASS 8% 15/JAN/2030 SF PN# 525561	N/A	36211WZ27	2,400	2,499.89	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 486019	N/A	36209Y4C9	2,419	2,819.77	0.00%
GNMA I MORTPASS 7.5% 15/NOV/2031 SF PN# 574837	N/A	36200WS28	3,111	3,245.96	0.00%
GNMA I MORTPASS 7% 15/OCT/2031 SF PN# 571267	N/A	36200STY6	1,856	2,207.38	0.00%
FNMA MORTPASS 7% 01/APR/2033 CL PN# 701261	N/A	31400YB62	2,008	2,329.11	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2031 C6 PN# C60012	N/A	31298YAM3	2,316	2,693.88	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58647	N/A	31298VTC1	3,166	3,682.83	0.00%
FHLMC GOLD PC GROUP NO: C48851 07.000 FGPC C48851	N/A	31298HZQ4	2,908	3,383.08	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41561	N/A	31297YWW8	2,584	2,802.87	0.00%
GNMA I MORTPASS 6.5% 15/DEC/2031 SF PN# 555171	N/A	36213HW88	1,699	1,974.63	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 535388	N/A	36212JXR2	2,707	3,241.10	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E85117	N/A	3128GMVJ6	2,865	3,164.06	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E8 PN# E87584	N/A	3128GQM99	3,115	3,368.23	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87446	N/A	3128GQHX2	2,313	2,555.04	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2016 E8 PN# E85800	N/A	3128GNNR5	2,740	3,026.93	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E8 PN# E84236	N/A	3128GLV58	2,729	3,013.82	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83233	N/A	3128GKSW5	3,006	3,250.69	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2015 E8 PN# E81396	N/A	3128GHRR4	396	425.02	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E8 PN# E82132	N/A	3128GJLM7	1,256	1,347.56	0.00%
FNMA PASS THRU CTF POOL NO: 607632	N/A	31388LA91	270	307.25	0.00%
FNMA MORTPASS 6.5% 01/NOV/2031 CL PN# 607559	N/A	31388K5U2	1,093	1,244.95	0.00%
FNMA MORTPASS 7.5% 01/FEB/2031 CL PN# 560868	N/A	31386ECD8	890	919.99	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2031 C5 PN# C55071	N/A	31298RT48	824	859.94	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2030 C4 PN# C44017	N/A	31298CPA1	958	1,023.05	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17262	N/A	31296SB70	0	0.01	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6.5% MTG BDS	N/A	31294KC94	1,124	1,220.11	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2012 E0 PN# E00507	N/A	31294JR42	107	107.74	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36306	N/A	31294DAF8	888	1,035.65	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31282	N/A	31293WM72	424	495.33	0.00%
FHLMCGLD MORTPASS 8% 01/JUL/2024 C0 PN# C00351	N/A	31292GL87	1,270	1,503.40	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2032 C6 PN# C68307	N/A	31287UGQ9	1,663	1,690.89	0.00%
GNMA I MORTPASS 9% 15/NOV/2019 SF PN# 279461	N/A	36220JMJ2	1,306	1,535.65	0.00%
GNMA I MORTPASS 7% 15/SEP/2031 SF PN# 555125	N/A	36213HVS5	994	1,182.49	0.00%
GNMA I MORTPASS 7% 15/JAN/2031 SF PN# 540659	N/A	36212QTQ3	1,101	1,312.33	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2031 SF PN# 537406	N/A	36212MAF6	1,195	1,301.24	0.00%
GNMA I MORTPASS 7.5% 15/OCT/2030 SF PN# 536334	N/A	36212KY72	736	816.14	0.00%
GNMA I MORTPASS 7.5% 15/AUG/2029 SF PN# 434505	N/A	36207KU65	319	379.43	0.00%
GNMA I MORTPASS 7% 15/OCT/2029 SF PN# 416538	N/A	36206NV77	983	1,163.58	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 C6 PN# C66744	N/A	31287SP50	1,309	1,518.21	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2014 G1 PN# G11612	N/A	31283KYH5	4	3.84	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2015 G1 PN# G11003	N/A	31283KDG0	613	651.23	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88134	N/A	3128GRBB4	1,120	1,213.08	0.00%
FHLMCGLD MORTPASS 6% 01/NOV/2016 E8 PN# E86183	N/A	3128GN2Q0	1,415	1,529.82	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2016 E8 PN# E83933	N/A	3128GLLN0	303	334.88	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83231	N/A	3128GKSU9	1,295	1,400.39	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	107,753,688	107,753,688.26	5.63%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	26,080,000	30,057,200.00	1.57%
UNITED STATES TREAS NTS 3.50% 15/MAY/2020	N/A	912828ND8	25,400,000	29,081,018.80	1.52%
FEDERAL HOME LOAN BANKS 0.375% BDS 27/NOV/2013	N/A	3133762C8	25,000,000	25,002,575.00	1.31%
UNITED STATES TREAS BDS 06.25% 15/AUG/2023	N/A	912810EQ7	17,181,000	24,383,601.64	1.27%
FHLMCGLD MORTPASS 5% 01/FEB/2040 A9 PN# A91165	N/A	312939JJ1	18,735,258	20,190,167.95	1.06%
UNITED STATES TREAS NTS 0.5% 31/MAY/2013	N/A	912828QZ6	20,000,000	20,067,180.00	1.05%
UNITED STATES TREAS NTS 0.250% 31/OCT/2013	N/A	912828RN2	20,000,000	19,990,620.00	1.04%
TBA FNMA SF 4.50 30 YRS MAR	N/A	01F042632	18,000,000	19,178,438.40	1.00%
UNITED STATES TREAS NTS 0.375% 15/NOV/2014	N/A	912828RQ5	18,000,000	17,985,942.00	0.94%
FHLMCGLD MORTPASS 5.5% 01/MAY/2039 G0 PN# G05459	N/A	3128M7MG8	15,881,592	17,262,014.75	0.90%
UNITED STATES TREAS NTS 0.125% 31/DEC/2013	N/A	912828RW2	17,000,000	16,947,538.00	0.89%
GNMA I MORTPASS 4.5% 15/MAR/2039 SF PN# 697957	N/A	36296QME6	15,365,352	16,793,938.61	0.88%
UNITED STATES OF AMER TREAS NOTES 1.875% TB	N/A	912828KF6	15,000,000	15,464,070.00	0.81%
UNITED STATES TREAS NTS 3% 31/AUG/2016	N/A	912828LL2	14,000,000	15,381,408.00	0.80%
UNITED STATES TREAS NTS 1.250% 31/AUG/2015	N/A	912828NV8	14,800,000	15,165,382.40	0.79%
UNITED STATES TREAS NTS 1.000% 31/AUG/2016	N/A	912828RF9	15,000,000	15,153,510.00	0.79%
UNITED STATES TREAS NTS 0.125% 31/AUG/2013	N/A	912828RD4	15,000,000	14,968,365.00	0.78%
UNITED STATES TREAS NTS 0.125% 30/SEP/2013	N/A	912828RK8	15,000,000	14,964,840.00	0.78%
UNITED STATES TREAS NTS 02.250% 31/MAY/2014	N/A	912828KV1	14,000,000	14,596,092.00	0.76%
UNITED STATES TREAS NTS 3.25% 31/DEC/2016	N/A	912828MD9	12,650,000	14,092,884.30	0.74%
UNITED STATES TREAS NTS 1.375% 30/SEP/2018	N/A	912828RH5	13,000,000	13,060,944.00	0.68%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	N/A	31385XAW7	11,259,664	12,173,004.16	0.64%
UNITED STATES TREAS BDS 3.750% 15/AUG/2041	N/A	912810QS0	10,000,000	11,346,880.00	0.59%
UNITED STATES TREAS NTS 1.375% 15/MAR/2013	N/A	912828MT4	11,200,000	11,335,184.00	0.59%
UNITED STATES TREAS NTS 0.500% 15/OCT/2013	N/A	912828PB0	11,000,000	11,039,963.00	0.58%
GNMA II MORTPASS 5% 20/JUL/2040 SF PN# 004747	N/A	36202FHY5	9,932,062	10,960,386.81	0.57%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31416BL71	9,921,222	10,933,718.27	0.57%
UNITED STATES TREAS NTS 1.875% 30/APR/2014	N/A	912828KN9	10,525,000	10,873,640.63	0.57%
UNITED STATES TREAS BDS 4.375% 15/NOV/2039	N/A	912810QD3	8,245,000	10,361,648.16	0.54%
UNITED STATES TREAS NTS 1.750% 31/JUL/2015	N/A	912828NP1	9,860,000	10,266,725.00	0.54%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AA9809	N/A	31416T3T4	9,456,771	10,085,182.03	0.53%
UNITED STATES TREAS NTS 0.25% 30/NOV/2013	N/A	912828RS1	10,000,000	9,993,750.00	0.52%
UNITED STATES TREAS NTS 0.25% 31/JAN/2014	N/A	912828SB7	10,000,000	9,991,020.00	0.52%
UNITED STATES TREAS BDS 4.75% 15/FEB/2041	N/A	912810QN1	7,400,000	9,869,750.00	0.52%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31416BRY6	9,080,449	9,817,019.29	0.51%
FNMA MORTPASS 5% 01/APR/2038 CL PN# 974965	N/A	31414STW3	9,022,252	9,751,282.51	0.51%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	N/A	912810QT8	9,600,000	9,679,497.60	0.51%
UNITED STATES TREAS BDS 4.625% 15/FEB/2040	N/A	912810QE1	7,395,000	9,660,872.37	0.50%
UNITED STATES TREAS NTS 2.000%30/APR/2016	N/A	912828QF0	9,000,000	9,480,942.00	0.50%
GNMA II MORTPASS 4.5% 20/AUG/2040 SF PN# 004771	N/A	36202FJQ0	8,234,538	9,009,671.58	0.47%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9890	N/A	31417W7C9	8,503,254	8,916,899.46	0.47%
FNMA MORTPASS 4.5% 01/JUN/2039 CL PN# 190396	N/A	31368HNM1	8,126,901	8,666,941.52	0.45%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	8,500,000	8,611,443.50	0.45%
UNITED STATES TREAS NTS 2.375% 31/MAY/2018	N/A	912828QQ6	8,000,000	8,567,504.00	0.45%
FEDERAL NATIONAL MORTGAGE ASSOC 0.65% NTS	N/A	3135G0CN1	8,400,000	8,398,966.80	0.44%
FEDERAL HOME LOAN BANKS 5.25% BDS 05/JUN/2017	N/A	3133XL4N0	7,000,000	8,378,090.00	0.44%
FNMA MORTPASS 4% 01/NOV/2041 CL PN# AJ5916	N/A	3138AXSE2	7,836,249	8,258,321.95	0.43%
FNMA MORTPASS 6.5% 01/DEC/2030 CL PN# AD0716	N/A	31418MYN6	7,173,582	8,220,636.36	0.43%
FEDERAL HOME L MTG CORP 4.375% BDS 17/JUL/2015	N/A	3134A4VC5	7,214,000	8,145,594.32	0.43%
UNITED STATES TREAS NTS 1.375% 31/DEC/2018	N/A	912828RY8	8,000,000	8,010,000.00	0.42%
UNITED STATES TREAS NTS 2.5% 30/APR/2015	N/A	912828MZ0	7,475,000	7,948,025.48	0.42%
FHLMCGLD MORTPASS 4.5% 01/MAY/2039 G0 PN# G05449	N/A	3128M7L61	7,462,259	7,932,481.28	0.41%
UNITED STATES TREAS NTS 1.750% 31/MAR/2014	N/A	912828KJ8	7,655,000	7,881,656.90	0.41%
FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS	N/A	31398AT44	7,680,000	7,803,870.72	0.41%
UNITED STATES TREAS NTS 4.625% 15/FEB/2017	N/A	912828GH7	6,365,000	7,522,137.91	0.39%
UNITED STATES TREAS NTS 0.875% 31/DEC/2016	N/A	912828RX0	7,500,000	7,512,307.50	0.39%
UNITED STATES TREAS NTS 1.375% 15/FEB/2013	N/A	912828MN7	7,415,000	7,498,129.57	0.39%
UNITED STATES OF AMER TREAS BONDS 5.375% BDS	N/A	912810FP8	5,337,000	7,436,778.61	0.39%
UNITED STATES OF AMER TREAS BONDS 3.625% BDS	N/A	912828MP2	6,430,000	7,421,126.63	0.39%
TBA FNMA SF 4.00 15 YRS MAR	N/A	01F040438	7,000,000	7,411,250.00	0.39%
UNITED STATES OF AMER TREAS NOTES 4.5% 15/NOV/2015	N/A	912828EN6	6,372,000	7,286,483.95	0.38%
GNMA I MORTPASS 5% 15/SEP/2039 SF PN# 722292	N/A	3620A8NH2	6,558,201	7,248,899.60	0.38%
UNITED STATES TREAS NTS 1.375% 30/NOV/2015	N/A	912828PJ3	7,000,000	7,199,066.00	0.38%
UNITED STATES TREAS NTS 0.875% 30/NOV/2016	N/A	912828RU6	7,000,000	7,018,046.00	0.37%
FHLMCGLD MORTPASS 6% 01/FEB/2037 G0 PN# G05941	N/A	3128M75A0	6,311,601	6,975,446.39	0.36%
UNITED STATES OF AMER TREAS BONDS 4.25% BDS	N/A	912810QB7	5,595,000	6,894,964.68	0.36%
UNITED STATES TREAS NTS 1.250% 30/SEP/2015	N/A	912828NZ9	6,700,000	6,861,744.70	0.36%
UNITED STATES OF AMER TREAS NOTES 'C' 4.5% TB	N/A	912828GS3	5,775,000	6,823,520.55	0.36%
UNITED STATES TREAS NTS 3.25% 30/JUN/2016	N/A	912828KZ2	6,135,000	6,790,678.13	0.35%
FHLMCGLD MORTPASS 4.5% 01/AUG/2039 A8 PN# A88133	N/A	312935BA6	6,306,908	6,704,326.84	0.35%
TBA FNMA SF 5.00 15 YRS MAR	N/A	01F050437	5,900,000	6,359,093.75	0.33%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# AC1454	N/A	31417KTL1	6,014,886	6,336,977.37	0.33%
GNMA II MORTPASS 5% 20/SEP/2040 SF PN# 004802	N/A	36202FKP0	5,564,997	6,141,174.40	0.32%
UNITED STATES TREAS NTS 3.375% 15/NOV/2019	N/A	912828LY4	5,360,000	6,082,345.76	0.32%
GNMA I MORTPASS 6% 15/NOV/2039 SP PN# 782803	N/A	36241LDG8	5,377,981	6,049,186.35	0.32%
GNMA II MORTPASS 4.5% 20/APR/2041 SF PN# 005017	N/A	36202FSE7	5,415,705	5,922,111.20	0.31%
UNITED STATES TREAS NTS 2.375% 30/SEP/2014	N/A	912828LQ1	5,605,000	5,890,507.49	0.31%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96049	N/A	312944WJ6	5,570,301	5,853,167.77	0.31%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9895	N/A	31417W7H8	5,577,567	5,848,919.29	0.31%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96050	N/A	312944WK3	5,553,546	5,835,561.26	0.30%
USA TREASURY BDS 8% BDS 15/NOV/2021 USD1000	N/A	912810EL8	3,710,000	5,752,818.75	0.30%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 16/SEP/2014	N/A	31398AYY2	5,325,000	5,660,384.48	0.30%
UNITED STATES TREAS NTS 3.125% 15/MAY/2021	N/A	912828QN3	5,000,000	5,551,560.00	0.29%
UNITED STATES TREAS NTS 2.375% 28/FEB/2015	N/A	912828MR8	5,225,000	5,522,579.43	0.29%
UNITED STATES TREAS NTS 2.125% 30/NOV/2014	N/A	912828LZ1	5,230,000	5,472,295.44	0.29%
TENNESSEE VALLEY AUTH PWR BD 2008-B 18 01/APR/2018	N/A	880591EC2	4,635,000	5,443,515.50	0.28%
FHLMCGLD MORTPASS 4.5% 01/JUL/2039 G0 PN# G05535	N/A	3128M7PU4	5,075,337	5,395,151.27	0.28%
FEDERAL HOME LOAN BANKS 3.625% BDS 18/OCT/2013	N/A	3133XSAE8	5,000,000	5,264,185.00	0.28%
UNITED STATES TREAS NTS 1.875% 31/AUG/2017	N/A	912828NW6	5,000,000	5,231,250.00	0.27%
FHLMCGLD MORTPASS 4.5% 01/APR/2040 G0 PN# G05894	N/A	3128M73B0	4,883,223	5,190,931.65	0.27%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AD9153	N/A	31418XE38	4,787,258	5,105,376.11	0.27%
FNMA MORTPASS 4% 01/JUL/2039 CL PN# AA9611	N/A	31416TVD8	4,801,943	5,059,082.62	0.26%
FHLMCGLD MORTPASS 4.5% 01/MAR/2040 A9 PN# A91538	N/A	312939V73	4,724,266	5,021,957.75	0.26%
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% NTS	N/A	31398AXJ6	4,800,000	5,020,704.00	0.26%
UNITED STATES TREAS NTS 1.375%30/NOV/2018	N/A	912828RT9	5,000,000	5,012,500.00	0.26%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737727	N/A	3620ARSQ5	4,500,331	4,875,593.48	0.25%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# 994002	N/A	31416AGK0	4,618,570	4,873,828.27	0.25%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AB1388	N/A	31416WRJ3	4,491,898	4,790,388.58	0.25%
UNITED STATES TREAS NTS 2.250% 30/NOV/2017	N/A	912828PK0	4,400,000	4,690,470.40	0.25%
GNMA II MORTPASS 5.5% 20/MAY/2036 SF PN# 003851	N/A	36202EH44	4,022,861	4,480,112.69	0.23%
TBA FHLMC GOLD SF 4.50 15 YRS MAR	N/A	02R042439	4,200,000	4,478,250.00	0.23%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	N/A	912828HH6	3,710,000	4,367,367.48	0.23%
FNMA MORTPASS 5% 01/MAY/2041 CL PN# AL0390	N/A	3138EGNG5	3,933,104	4,289,716.97	0.22%
FEDERAL HOME LN MTG CORP PTN CTFS 4.5% MTG BDS	N/A	312942NM3	3,987,526	4,238,793.49	0.22%
TBA FNMA SF 4.00 30 YRS MAR	N/A	01F040636	4,000,000	4,208,750.00	0.22%
UNITED STATES TREAS BDS 4.250% 15/NOV/2040	N/A	912810QL5	3,400,000	4,194,219.60	0.22%
FHLMCGLD MORTPASS 4% 01/JUN/2024 J0 PN# J09912	N/A	3128PNAM0	3,956,300	4,184,581.39	0.22%
UNITED STATES TREAS NTS 1%903016 30/SEP/2016	N/A	912828RJ1	4,000,000	4,038,752.00	0.21%
TBA FNMA SINGLE FAMILY MORTGAGE 3.50% MAT 30 YEARS	N/A	01F032633	3,900,000	4,030,406.25	0.21%
UNITED STATES TREAS NTS 0.875% 31/JAN/2017	N/A	912828SC5	4,000,000	4,003,752.00	0.21%
GNMA II MORTPASS 5% 20/OCT/2039 SF PN# 004559	N/A	36202FB47	3,592,715	3,965,812.88	0.21%
FNMA MORTPASS 5.5% 01/JAN/2035 CL PN# 735141	N/A	31402QWA5	3,621,311	3,955,877.46	0.21%
FNMA MORTPASS 4% 01/JUN/2024 CI PN# 934863	N/A	31412UB82	3,723,683	3,944,942.88	0.21%
ASIAN DEV BK SR NT 2.625% 09/FEB/2015	N/A	045167BX0	3,710,000	3,918,902.68	0.20%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31402CVV1	3,430,288	3,830,221.28	0.20%
JP MORGAN CHASE COMMERCIAL MORTGAGE FR CMO	N/A	46628FAF8	3,339,000	3,815,158.10	0.20%
UNITED STATES TREAS NTS 2.50% 30/JUN/2017	N/A	912828NK2	3,530,000	3,812,124.66	0.20%
CITIGROUP COML MTG TR 2008-C7 COML MTG P/THRU CTF	N/A	17313KAF8	3,271,583	3,802,587.09	0.20%
FNMA MORTPASS 3.5% 01/FEB/2026 CI PN# AH5616	N/A	3138A7G28	3,542,446	3,719,173.04	0.19%
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC1529	N/A	31417KVX2	3,467,138	3,711,888.62	0.19%
UNITED STATES TREAS NTS 2.125% 29/FEB/2016	N/A	912828QJ2	3,500,000	3,703,437.50	0.19%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 01/SEP/2016	N/A	3135G0AY9	3,600,000	3,600,000.00	0.19%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	N/A	3128M6JS8	3,308,540	3,593,015.46	0.19%
UNITED STATES TREASURY NOTES 4.0% DUE 15/FEB/2015	N/A	912828DM9	3,250,000	3,589,218.75	0.19%
FNMA MORTPASS 4.5% 01/APR/2040 CL PN# AD2888	N/A	31418QF65	3,264,889	3,481,843.74	0.18%
FNMA MORTPASS 4.5% 01/JUL/2040 CL PN# AD7992	N/A	31418V3A8	3,259,768	3,476,383.09	0.18%
FHLMCGLD MORTPASS 6% 01/SEP/2038 A8 PN# A81674	N/A	3129272F2	3,089,741	3,401,198.13	0.18%
FED NATL MTG ASSN 6.0% DUE 01/DEC/2035	N/A	31371MLC9	3,031,653	3,352,412.64	0.18%
USA TREASURY BDS 4.5% DEB 15/FEB/2036 USD1000	N/A	912810FT0	2,620,000	3,331,492.44	0.17%
BANK OF AMERICA CORP 5.65% BDS 01/MAY/2018 USD5000	N/A	06051GDX4	3,200,000	3,319,958.40	0.17%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	3,000,000	3,303,267.00	0.17%
TBA FNMA SF 6.00 30 YRS MAR	N/A	01F060634	3,000,000	3,300,000.00	0.17%
UNITED STATES TREAS BDS 4.375% 15/MAY/2040	N/A	912810QH4	2,600,000	3,269,905.60	0.17%
UNITED STATES TREAS BDS 08.500% 15/FEB/2020	N/A	912810EE4	2,138,000	3,265,127.94	0.17%
GS MORTGAGE SECURITIES CORP SER 2004-GG2 CL A5 VAR	N/A	36228CTG8	3,067,000	3,254,982.56	0.17%
GNMA II MORTPASS 4% 20/DEC/2041 SF PN# 005259	N/A	36202FZY5	2,986,364	3,221,384.92	0.17%
TBA FNMA SF 4.50 15 YRS MAR	N/A	01F042434	3,000,000	3,209,765.70	0.17%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4J8	2,904,189	3,186,128.20	0.17%
TBA FHLMC GOLD SF 4.00 15 YRS MAR	N/A	02R040433	3,000,000	3,171,093.60	0.17%
FNMA MORTPASS 4.5% 01/MAY/2025 CI PN# AD4089	N/A	31418RRK9	2,941,836	3,149,504.34	0.16%
EUROPEAN INVESTMENT BANK 4.25% BDS 15/JUL/2013	N/A	298785ER3	3,000,000	3,140,664.00	0.16%
COMMERCIAL MORTGAGE PASS-THROUGH CERT 2005-LP5 CL	N/A	20047PAE7	2,820,000	3,097,829.22	0.16%
FHLMCGLD MORTPASS 3% 01/JAN/2027 J1 PN# J17774	N/A	3128PXT71	2,985,102	3,098,675.51	0.16%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% MTG BDS	N/A	02R032638	3,000,000	3,093,281.40	0.16%
FNMA MORTPASS 3% 01/JAN/2027 CI PN# AB4277	N/A	31417AXF1	2,971,557	3,088,793.80	0.16%
FNMA MORTPASS 3.5% 01/OCT/2026 CI PN# AJ4093	N/A	3138AVRP2	2,919,929	3,065,599.21	0.16%
UNITED STATES TREAS BDS 4.500% 15/AUG/2039	N/A	912810QC5	2,380,000	3,048,632.44	0.16%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS	N/A	105756BK5	2,105,000	2,911,215.00	0.15%
FNMA MORTPASS 4% 01/SEP/2039 CL PN# AC1921	N/A	31417LD36	2,758,733	2,906,460.41	0.15%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97040	N/A	312945ZD3	2,759,557	2,899,690.16	0.15%
FHLMCGLD MORTPASS 3.5% 01/DEC/2025 J1 PN# J13883	N/A	3128PTJ48	2,654,062	2,817,985.87	0.15%
FNMA MORTPASS 4% 01/NOV/2039 CL PN# AC7249	N/A	31417UBT1	2,671,633	2,814,696.90	0.15%
UNITED STATES TREAS BDS 08.125% 15/AUG/2019	N/A	912810ED6	1,900,000	2,807,398.20	0.15%
GNMA II MORTPASS 4.5% 20/JAN/2041 SF PN# 004923	N/A	36202FPG5	2,518,307	2,753,786.64	0.14%
UNITED STATES TREAS NTS 3.000% 28/FEB/2017	N/A	912828MS6	2,475,000	2,731,009.05	0.14%
UNITED STATES TREAS NTS 3% 30/SEP/2016	N/A	912828LP3	2,460,000	2,705,232.48	0.14%
ONTARIO(PROVINCE OF) 4.10% BDS 16/JUN/2014 USD1000	N/A	6832348A9	2,470,000	2,665,443.69	0.14%
FHLMCGLD MORTPASS 5% 01/MAR/2039 A8 PN# A85442	N/A	312932BK1	2,438,976	2,627,996.62	0.14%
FHLMCGLD MORTPASS 5% 01/MAR/2038 G0 PN# G04913	N/A	3128M6YJ1	2,429,536	2,621,621.63	0.14%
EUROPEAN INVESTMENT 4.62500 20/OCT/2015	N/A	298785DR4	2,325,000	2,590,461.53	0.14%
BANC AMERICA COML MTG INC 5.451% CMO 15/JAN/2049	N/A	059497AX5	2,295,000	2,586,469.59	0.14%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 720087	N/A	31401V6Y2	2,313,075	2,527,498.56	0.13%
JPMORGAN CHASE BANK NATL ASS 6% NTS 05/JUL/2017	N/A	48121CVZ6	2,210,000	2,495,472.33	0.13%
UNITED STATES TREAS BDS 3.50% 15/FEB/2039	N/A	912810QA9	2,285,000	2,486,722.09	0.13%
FNMA MORTPASS 4% 01/DEC/2030 CT PN# AH1515	N/A	3138A2VH9	2,316,527	2,456,863.54	0.13%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	1,613,000	2,450,751.88	0.13%
FNMA MORTPASS 5% 01/AUG/2040 CL PN# AD8536	N/A	31418WPW4	2,267,926	2,450,473.52	0.13%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43886	N/A	3128K4J71	2,192,608	2,435,948.17	0.13%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% BDS	N/A	31398ADM1	1,995,000	2,426,636.21	0.13%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	2,224,000	2,387,746.45	0.12%
KREDITANSTALT FUR WIEDERAUFBAU 4.37500 21/JUL/2015	N/A	500769BH6	2,145,000	2,381,091.57	0.12%
FHLMCGLD MORTPASS 5.5% 01/FEB/2036 G0 PN# G08111	N/A	3128MJDR8	2,160,093	2,348,859.97	0.12%
FNMA MORTPASS ARM 01/SEP/2041 LB PN# AJ1249	N/A	3138ASL75	2,222,789	2,330,761.08	0.12%
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000	N/A	715638AW2	1,840,000	2,330,360.00	0.12%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	2,080,000	2,311,714.08	0.12%
KFW BANKENGRUPPE 3.5% GTD BDS 10/MAR/2014 USD1000	N/A	500769DF8	2,165,000	2,281,784.43	0.12%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AC0397	N/A	31417JNP1	2,117,763	2,258,490.12	0.12%
GNMA II MORTPASS 6% 20/SEP/2038 SF PN# 004245	N/A	36202EWE5	2,013,888	2,258,054.52	0.12%
CITIGROUP INC 5.50% 15/OCT/2014	N/A	172967EZ0	2,100,000	2,255,414.70	0.12%
LB UBS COMMERCIAL MORTGAGE TRUST VAR% CMO	N/A	52108HXM1	2,109,000	2,221,004.77	0.12%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38531	N/A	31297UPQ7	2,018,115	2,196,682.42	0.11%
TBA FNMA SF 5.50 30 YRS MAR	N/A	01F052631	2,000,000	2,177,812.40	0.11%
TBA GNMA II JUMBO 4.00 30 YRS MAR	N/A	21H040632	2,000,000	2,153,437.60	0.11%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EACA5	1,870,000	2,146,860.98	0.11%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAE4	1,945,000	2,144,175.78	0.11%
UNITED STATES TREAS NTS 2.375% 31/MAR/2016	N/A	912828KT6	2,000,000	2,137,500.00	0.11%
CITIGROUP INC 5.30% 07/JAN/2016	N/A	172967DE8	1,979,000	2,135,720.97	0.11%
MERRIL LYNCH MORTGAGE TRUST 2003-KEY1 CL A4	N/A	59022HCQ3	2,000,000	2,114,738.00	0.11%
FHLMCGLD MORTPASS 5.5% 01/APR/2023 G1 PN# G13145	N/A	3128MBWE3	1,948,977	2,112,029.99	0.11%
FHLMCGLD MORTPASS 3.5% 01/NOV/2025 E0 PN# E02746	N/A	31294MBP5	2,010,200	2,102,947.60	0.11%
GNMA II MORTPASS 4.5% 20/SEP/2041 SF PN# 005175	N/A	36202FXC5	1,923,491	2,103,350.80	0.11%
TBA GNMA II GSF 3.50% 30YRS MAR	N/A	21H032639	2,000,000	2,095,937.60	0.11%
GNMA I MORTPASS 4% 15/MAR/2041 SF PN# 738107	N/A	3620ASAG4	1,926,605	2,083,821.80	0.11%
FNMA TBA 15YR TBA 03.000% MAR	N/A	01F030439	2,000,000	2,075,312.40	0.11%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649513	N/A	36292HSA2	1,846,103	2,059,975.00	0.11%
FNMA MORTPASS 3.5% 01/NOV/2031 CT PN# MA0895	N/A	31417Y7H4	1,951,691	2,042,740.38	0.11%
GNMA II MORTPASS 4.5% 20/JUN/2041 SF PN# 005082	N/A	36202FUF1	1,840,005	2,012,058.04	0.11%
FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS	N/A	31359MWJ8	1,779,000	1,966,718.30	0.10%
GNMA II MORTPASS 4% 20/JAN/2041 SF PN# 004922	N/A	36202FPF7	1,816,297	1,959,803.94	0.10%
FHLMCGLD MORTPASS 5.5% 01/SEP/2035 A3 PN# A37135	N/A	31297S4U6	1,798,614	1,957,759.59	0.10%
GREENWICH CAPITAL COMMUNAL FUNDING 5.736% MTG BDS	N/A	20173VAE0	1,750,000	1,952,303.50	0.10%
FNMA MORTPASS 4% 01/OCT/2025 CI PN# AB1609	N/A	31416WYF3	1,840,581	1,949,947.91	0.10%
US TREASURY NOTE 4.125% 15/MAY/2015	N/A	912828DV9	1,748,000	1,949,976.16	0.10%
GNMA II MORTPASS 5% 20/MAY/2041 SF PN# 005056	N/A	36202FTM8	1,764,194	1,946,299.65	0.10%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95407	N/A	312944AG6	1,850,706	1,944,687.13	0.10%
FNMA MORTPASS 4% 01/APR/2024 CI PN# AA2549	N/A	31416KZP6	1,835,355	1,944,411.41	0.10%
FNMA MORTPASS 4% 01/OCT/2039 CL PN# AC2651	N/A	31417L5M3	1,843,640	1,942,365.59	0.10%
FHLMCGLD MORTPASS 5% 01/OCT/2023 C9 PN# C90719	N/A	31335HYQ0	1,766,695	1,931,770.80	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383F7Y8	1,991,000	1,925,269.13	0.10%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	1,500,000	1,924,303.50	0.10%
FNMA MORTPASS 4% 01/FEB/2031 CT PN# MA0641	N/A	31417YWB9	1,811,442	1,921,179.66	0.10%
FNMA MORTPASS 4% 01/FEB/2041 CL PN# AE6392	N/A	31419HC67	1,823,884	1,922,121.47	0.10%
TELEFONICA EMISIONES SAU 6.421% BDS 20/JUN/2016	N/A	87938WAB9	1,770,000	1,906,574.97	0.10%
UNITED STATES TREAS BDS 04.375% 15/MAY/2041	N/A	912810QQ4	1,500,000	1,889,062.50	0.10%
FNMA MORTPASS 5.5% 01/DEC/2033 CL PN# 755872	N/A	31403RW95	1,722,963	1,882,683.64	0.10%
FHLMCGLD MORTPASS 3.5% 01/MAY/2026 E0 PN# E02896	N/A	31294MGD7	1,775,660	1,870,348.78	0.10%
CALIFORNIA STATE 7.55% BDS 01/APR/2039 USD5000	N/A	13063A5G5	1,410,000	1,866,825.90	0.10%
GNMA II MORTPASS 4.5% 20/OCT/2040 SF PN# 004834	N/A	36202FLP9	1,705,600	1,866,151.94	0.10%
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	1,618,000	1,830,142.45	0.10%
FHLMCGLD MORTPASS 4% 01/MAR/2026 J1 PN# J14732	N/A	3128PUHH8	1,716,069	1,817,232.60	0.09%
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD	N/A	3134A4KX1	1,245,000	1,795,039.76	0.09%
FHLMCGLD MORTPASS 6% 01/SEP/2036 G0 PN# G02390	N/A	3128LXUP3	1,628,628	1,794,326.83	0.09%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	1,700,000	1,789,392.80	0.09%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43884	N/A	3128K4J55	1,566,920	1,740,820.41	0.09%
FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AH2717	N/A	3138A4AT2	1,626,950	1,708,116.18	0.09%
VERIZON GLOBAL FUNDING CORP 7.75% BDS 01/DEC/2030	N/A	92344GAM8	1,190,000	1,675,637.81	0.09%
BERKSHIRE HATHAWAY FINANCE CORP 4.85% NTS	N/A	084664AT8	1,504,000	1,672,771.36	0.09%
FHLMCGLD MORTPASS 6.5% 01/AUG/2038 G0 PN# G04581	N/A	3128M6M62	1,469,659	1,650,906.04	0.09%
AEP TEXAS CENTRAL TRANS 5.17% 01/JAN/2020	N/A	00110AAD6	1,400,000	1,636,109.30	0.09%
EUROPEAN BANK FOR REC & DEV 1.125% NTS 25/AUG/2014	N/A	459058AY9	1,600,000	1,628,348.80	0.09%
FHLMC MORTPASS ARM 01/JUL/2041 1B PN# 1B8478	N/A	3128UGY27	1,549,871	1,626,860.46	0.08%
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034	N/A	91086QAS7	1,246,000	1,626,030.00	0.08%
ARCELORMITTAL SA 6.125% SNR NTS 01/JUN/2018	N/A	03938LAF1	1,510,000	1,597,875.96	0.08%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	1,425,000	1,567,500.00	0.08%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38255	N/A	31297UE48	1,423,266	1,549,199.77	0.08%
CATERPILLAR FINANCIAL SERVICES CORP 6.125% UNS LN	N/A	14912L4F5	1,400,000	1,545,651.80	0.08%
UNITED STATES TREAS NTS 2.125% 15/AUG/2021	N/A	912828RC6	1,500,000	1,530,000.00	0.08%
BANK OF AMERICA CORP 5.625% BDS 14/OCT/2016	N/A	060505CS1	1,460,000	1,524,203.50	0.08%
BRISTOL-MYERS SQUIBB CO 5.25% BDS 15/AUG/2013	N/A	110122AL2	1,425,000	1,521,200.33	0.08%
SCHERING-PLOUGH CORP VAR NOTES 01/DEC/2013 USD1000	N/A	806605AE1	1,400,000	1,517,441.80	0.08%
FHLMCGLD MORTPASS 5% 01/JAN/2037 G0 PN# G05254	N/A	3128M7E36	1,381,803	1,491,483.38	0.08%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649510	N/A	36292HR70	1,314,247	1,466,503.20	0.08%
GNMA I MORTPASS 5.5% 15/MAR/2036 SF PN# 652207	N/A	36292LR48	1,305,597	1,455,831.25	0.08%
QWEST CORP 8.375% SNR UNSEC NTS 01/MAY/2016 USD	N/A	74913GAW5	1,225,000	1,434,610.98	0.07%
INTERNATIONAL BANK FOR REC & DEV 7.625% BDS	N/A	459056LD7	973,000	1,423,321.91	0.07%
AMERICAN EXPRESS CO. 4.875 15/JUL/2013	N/A	025816AQ2	1,348,000	1,417,463.79	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43861	N/A	3128K4JE6	1,283,876	1,396,071.56	0.07%
AT&T INC 6.15% NTS 15/SEP/2034 USD1000	N/A	78387GAQ6	1,161,000	1,387,577.28	0.07%
DUKE ENERGY CORP 5.05% BDS 15/SEP/2019 USD1000	N/A	26441CAD7	1,200,000	1,379,733.60	0.07%
ILLINOIS ST GO PENSION FUND SER OF JUNE GLOBAL	N/A	452151LF8	1,445,000	1,374,310.60	0.07%
GENERAL ELECTRIC CAPITAL CORP 6.75% MED TERM NTS	N/A	36962GXZ2	1,128,000	1,370,751.24	0.07%
CITIBANK CREDIT CARD ISSUANCE TRUST	N/A	17305EDE2	1,175,000	1,366,794.90	0.07%
UNITED STATES OF AMER TREAS NOTES 2.375%	N/A	912828LK4	1,302,000	1,366,286.25	0.07%
MORGAN STANLEY 5.45% NTS 09/JAN/2017 USD1000	N/A	617446C23	1,325,000	1,363,185.18	0.07%
GEN ELEC CAP CORP 6.15% MTN 07/AUG/2037 USD1000	N/A	36962G3A0	1,200,000	1,353,847.20	0.07%
ABBOTT LABORATORIES 6.00% BDS 01/APR/2039 USD1000	N/A	002824AV2	1,040,000	1,344,626.40	0.07%
FHLMCGLD MORTPASS 5% 01/OCT/2035 A4 PN# A47368	N/A	3128K8FH4	1,229,254	1,341,807.49	0.07%
FEDERAL HOME LOAN BANKS 4.875% BDS 17/MAY/2017	N/A	3133XKQX6	1,125,000	1,337,367.38	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43885	N/A	3128K4J63	1,202,319	1,335,755.34	0.07%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	1,000,000	1,316,730.00	0.07%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	1,300,000	1,317,611.10	0.07%
BALTIMORE GAS & ELECTRIC CO 5.9% SNR NTS	N/A	059165DZ0	1,135,000	1,315,358.31	0.07%
EUROPEAN INVESTMENT BANK 3% BDS 08/APR/2014	N/A	298785EX0	1,260,000	1,315,476.54	0.07%
ENTERPRISE PRODUCTS OPERATING LP 5.6% BDS	N/A	293791AN9	1,194,000	1,315,606.51	0.07%
DEUTSCHE BANK AG LONDON 4.875% 20/MAY/2013	N/A	2515A0NY5	1,250,000	1,297,375.00	0.07%
ORACLE CORP SR NT 3.75% 08/JUL/2014	N/A	68389XAF2	1,210,000	1,298,460.68	0.07%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737730	N/A	3620ARST9	1,182,408	1,281,003.84	0.07%
FED NATL MORT ASSC 5.5% MBPT 01/SEP/2036 USD1000	N/A	31410GHL0	1,169,568	1,277,988.29	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE INC SER 2005-3	N/A	05947UR91	1,200,000	1,268,964.00	0.07%
GENERAL ELECTRIC CAPITAL CORP 5.625% BDS	N/A	36962G3H5	1,100,000	1,268,150.40	0.07%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2066	N/A	31416XJL5	1,195,102	1,243,759.31	0.06%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2067	N/A	31416XJM3	1,185,125	1,228,932.24	0.06%
CONSOLIDATED EDISON CO(N.Y) 5.85% DEB 01/APR/2018	N/A	209111ET6	1,000,000	1,223,901.00	0.06%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	706451BG5	1,074,000	1,224,360.00	0.06%
COMCAST CORP 6.5% BDS 15/JAN/2017 USD1000	N/A	20030NAP6	1,013,000	1,220,262.84	0.06%
WACHOVIA BANK 6.6% BDS 15/JAN/2038 USD1000 TR'9'	N/A	92976GAJ0	1,000,000	1,217,037.00	0.06%
FNMA MORTPASS 4.5% 01/MAR/2029 CT PN# 930770	N/A	31412PCF6	1,132,942	1,209,997.45	0.06%
KRAFT FOODS INC 7% BDS 11/AUG/2037 1000	N/A	50075NAR5	910,000	1,205,150.31	0.06%
FHLMCGLD MORTPASS 5% 01/FEB/2037 G0 PN# G04331	N/A	3128M6EC8	1,109,094	1,197,128.43	0.06%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A48378	N/A	3128K9JX3	1,072,775	1,191,833.49	0.06%
UBS AG(STAMFORD) 5.875% DEP NTS 15/JUL/2016	N/A	90261XBY7	1,121,000	1,183,392.62	0.06%
CONSOLIDATED NATURAL GAS 5% 01/DEC/2014	N/A	209615CA9	1,069,000	1,172,001.36	0.06%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31402DC73	1,069,939	1,168,788.98	0.06%
ALLY AUTO RECEIVABLES TRUST 2010-4 A-4 1.350%	N/A	02005PAD7	1,150,000	1,161,914.58	0.06%
UNITED STATES OF AMER TREAS BONDS 3.875% BDS	N/A	912810QK7	1,000,000	1,159,219.00	0.06%
VALE OVERSEAS LIMITED 6.875% GTD NTS 21/NOV/2036	N/A	91911TAH6	944,000	1,157,610.21	0.06%
GOLDMAN SACHS GROUP INC 6.1250% DUE 15/FEB/2033	N/A	38141GCU6	1,150,000	1,155,760.35	0.06%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/MAR/2019	N/A	195325BL8	900,000	1,154,700.00	0.06%
GENERAL ELECTRIC CAPITAL SERVICES 5.625% MTN	N/A	36962G3U6	1,000,000	1,154,422.00	0.06%
SHELL INTERNATIONAL FIN BV GTD NT 6.375%	N/A	822582AD4	820,000	1,148,103.32	0.06%
MUNICIPAL ELEC AUTH GA RFDG-PLANT VOGTLE UNITS	N/A	626207YM0	1,000,000	1,145,030.00	0.06%
UNITED MEXICAN STATES 5.125% 15/JAN/2020	N/A	91086QAY4	1,000,000	1,142,500.00	0.06%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	698299AX2	1,000,000	1,141,500.00	0.06%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.414% BDS	N/A	646139W35	790,000	1,136,438.70	0.06%
SLM CORP 78442FCJ5 5.375% 15/MAY/2014	N/A	78442FCJ5	1,091,000	1,131,367.00	0.06%
WELLPOINT INC 5% NTS 15/DEC/2014 USD2000	N/A	94973VAG2	1,036,000	1,129,796.33	0.06%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	1,000,000	1,122,043.00	0.06%
TIME WARNER CABLE INC 6.75% BDS 15/JUN/2039	N/A	88732JAU2	900,000	1,121,715.00	0.06%
FNMA MORTPASS 4% 01/AUG/2024 CI PN# AC1374	N/A	31417KQ42	1,036,041	1,119,293.78	0.06%
AMERICAN EXPRESS CO 8.125% LN STK 20/MAY/2019	N/A	025816BB4	845,000	1,118,823.10	0.06%
KINDER MORGAN ENERGY PARTNERS 6.85% BDS	N/A	494550BB1	935,000	1,116,421.79	0.06%
FHLMCGLD MORTPASS 4% 01/JAN/2042 Q0 PN# Q05783	N/A	3132GMCU4	1,060,224	1,114,394.56	0.06%
KREDITANST FUR WIE 1.375% BDS 15/JUL/2013 USD	N/A	500769DY7	1,100,000	1,112,271.60	0.06%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	1,000,000	1,109,863.00	0.06%
AT&T INC 5.1% 15/SEP/2014	N/A	78387GAP8	1,003,000	1,109,350.10	0.06%
TBA GNMA I SF 4.50 30 YRS MAR	N/A	01N042633	1,000,000	1,089,687.50	0.06%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	800,000	1,088,832.80	0.06%
DIRECTV HLDGS/FINANCE 4.6% BDS 15/FEB/2021 USD1000	N/A	25459HAW5	1,000,000	1,084,874.00	0.06%
METROPOLITAN TRANSN AUTH N Y D SER'C'7.336% BDS	N/A	59259NZH9	760,000	1,079,937.20	0.06%
GNMA TBA 30YR TBA 4.000% MAR	N/A	01N040637	1,000,000	1,076,718.80	0.06%
CANADIAN NAT'L RAILWAYS 4.4% 15/MAR/2013	N/A	136375BH4	1,035,000	1,076,694.98	0.06%
LILLY(ELI)& CO 4.2% SRN 06/MAR/2014 USD1000	N/A	532457BE7	1,000,000	1,069,467.00	0.06%
NOVARTIS CAPITAL 4.125% 10/FEB/2014	N/A	66989HAA6	1,000,000	1,068,535.00	0.06%
SHELL INTERNATIONAL FINANCE BV 4% UNS LN STK	N/A	822582AF9	1,000,000	1,068,325.00	0.06%
WESTPAC BANKING CORP 4.2% NTS 27/FEB/2015 USD1000	N/A	961214BH5	1,000,000	1,068,978.00	0.06%
FHLMCGLD MORTPASS 5.5% 01/AUG/2035 G0 PN# G08073	N/A	3128MJCK4	978,143	1,064,691.21	0.06%
TBA FHLMC GOLD SF 4.50 30 YRS MAR	N/A	02R042637	1,000,000	1,062,031.20	0.06%
GOLDMAN SACHS GROUP INC 6.00% 15/JUN/2020	N/A	38141EA66	1,000,000	1,063,048.00	0.06%
DTE ENERGY CO 6.35% BDS 01/JUN/2016 USD1000	N/A	233331AM9	913,000	1,060,486.02	0.06%
CITIGROUP INC 4.45% BDS 10/JAN/2017 USD100	N/A	172967FW6	1,000,000	1,055,447.00	0.06%
CONOCOPHILLIPS 4.6% BDS 15/JAN/2015 USD1000	N/A	20825CAT1	950,000	1,054,474.35	0.06%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	1,000,000	1,053,699.00	0.06%
WACHOVIA CORP NEW 5.5% MTN 01/MAY/2013 USD1000	N/A	92976WBJ4	1,000,000	1,053,930.00	0.06%
ECOLAB INC 3% BDS 08/DEC/2016 USD1000	N/A	278865AK6	1,000,000	1,050,967.00	0.05%
TBA GNMA I SF 3.50% 30YRS MAR	N/A	01N032634	1,000,000	1,048,125.00	0.05%
GNMA II MORTPASS 3.5% 20/NOV/2041 SF PN# 005232	N/A	36202FY59	994,218	1,044,096.07	0.05%
AOL TIME WARNER INC 7.625% BDS 15/APR/2031 USD1000	N/A	00184AAC9	777,000	1,042,186.22	0.05%
BANK OF AMERICA CORP 5.625% 01/JUL/2020	N/A	06051GEC9	1,000,000	1,037,428.00	0.05%
FNMA MORTPASS 5% 01/SEP/2041 CL PN# AL0761	N/A	3138EGZ31	951,750	1,037,966.97	0.05%
TBA FHLMC SF 3.00 15YRS MAR	N/A	02R030434	1,000,000	1,035,937.50	0.05%
NOVA SCOTIA(PROVINCE OF) CANADA 5.125% BDS	N/A	669827FT9	885,000	1,035,824.36	0.05%
INTERNATIONAL FINANCE CORP 1.125% BDS 23/NOV/2016	N/A	45950KBQ2	1,025,000	1,032,067.38	0.05%
NORFOLK SOUTHERN CORP 3.25% BDS 01/DEC/2021	N/A	655844BG2	1,000,000	1,030,766.00	0.05%
ROYAL BANK OF SCOTLAND PLC 4.375% NTS 16/MAR/2016	N/A	78009PCC3	1,000,000	1,022,979.00	0.05%
COSTCO WHOLESALE CORP 5.5% SNR NTS 15/MAR/2017	N/A	22160KAC9	850,000	1,017,478.05	0.05%
FNMA MORTPASS 4% 01/SEP/2040 CL PN# AB1500	N/A	31416WU26	963,288	1,014,871.09	0.05%
HONEYWELL INC 5.3% BDS 01/MAR/2018 USD1000	N/A	438516AX4	840,000	1,008,053.76	0.05%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	1,000,000	999,843.00	0.05%
PACIFICORP 4.1% BDS 01/FEB/2042 USD1000	N/A	695114CN6	1,000,000	997,867.00	0.05%
BANK OF AMERICA MORTAGE SECURITIES 5% BDS	N/A	06051GEH8	1,000,000	995,778.00	0.05%
NATL RURAL UTL FIN 5.45% DEB 10/APR/2017 USD100	N/A	637432HT5	850,000	983,605.55	0.05%
SUNCOR ENERGY 6.1% BDS 01/JUN/2018 USD1000	N/A	86722TAA0	805,000	982,069.41	0.05%
BP CAPITAL MARKETS 3.875% GTD NTS 10/MAR/2015	N/A	05565QBH0	900,000	976,071.60	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1361	N/A	3138A2QP7	920,707	974,695.37	0.05%
GNMA I MORTPASS 5.5% 15/SEP/2035 SF PN# 649454	N/A	36292HQF3	871,588	972,562.64	0.05%
CVS CAREMARK CORP 6.25% SNR NTS 01/JUN/2027	N/A	126650BJ8	795,000	969,238.56	0.05%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	929,000	966,788.00	0.05%
EUROPEAN INVESTMENT BANK 4.625% NTS 15/MAY/2014	N/A	298785DD5	895,000	965,620.87	0.05%
FNMA MORTPASS 3% 01/FEB/2026 CI PN# AH5611	N/A	3138A7GV4	923,213	959,636.95	0.05%
ALTRIA GROUP INC 9.25% BDS 06/AUG/2019 USD1000	N/A	02209SAJ2	700,000	957,288.50	0.05%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	895,000	957,793.20	0.05%
ITALY (REPUBLIC OF) 4.5% 21/JAN/2015 USD	N/A	465410BN7	938,000	956,782.51	0.05%
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000	N/A	713448BJ6	700,000	954,833.60	0.05%
WAL-MART STORES INC 3.2% NTS 15/MAY/2014 USD1000	N/A	931142CQ4	900,000	952,943.40	0.05%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 759207	N/A	36230UGQ6	875,444	950,439.05	0.05%
TELECOM ITALIA CAPITAL 5.25% 01OCT20015	N/A	87927VAQ1	940,000	949,400.00	0.05%
EXELON CORP 5.625% BDS 15/JUN/2035 USD1000	N/A	30161NAC5	836,000	946,976.49	0.05%
EUROPEAN INVESTMENT BANK 2.5% BDS 16/MAY/2016 EMTN	N/A	298785FN1	900,000	935,354.70	0.05%
FHLMCGLD MORTPASS 4.5% 01/APR/2029 C9 PN# C91244	N/A	3128P7LZ4	876,999	932,809.66	0.05%
FHLMCGLD MORTPASS 5% 01/DEC/2024 G1 PN# G13900	N/A	3128MCRV9	860,280	929,016.33	0.05%
CENOVUS ENERGY INC 5.7% SR NT 15/OCT/2019 USD1000	N/A	15135UAD1	770,000	927,532.76	0.05%
VODAFONE GROUP 4.15% LN STK 10/JUN/2014 USD1000	N/A	92857WAT7	865,000	926,819.82	0.05%
HEWLETT-PACKARD CO 5.5% SNR NTS 01/MAR/2018	N/A	428236AS2	800,000	924,775.20	0.05%
REPUBLIC SERVICES, INC. 5.25% 15/NOV/2021	N/A	760761AD8	800,000	922,962.40	0.05%
MEXICO(UNITED MEXICAN STATES) 5.625% NTS	N/A	91086QAU2	800,000	922,000.00	0.05%
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000	N/A	20825CAQ7	650,000	918,712.60	0.05%
MEDTRONIC INC 4.45% NTS 15/MAR/2020 USD1000	N/A	585055AS5	800,000	914,263.20	0.05%
GOLDMAN SACHS GROUP INC 5.25% 15/OCT/2013	N/A	38141GDQ4	870,000	911,034.42	0.05%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006C25 A5	N/A	92976VAF5	800,000	912,390.40	0.05%
TIME WARNER CABLE 8.25% SNR NTS 01/APR/2019 USD	N/A	88732JAS7	700,000	907,859.40	0.05%
TRANSCANADA PIPELINES 5.85% BDS 15/MAR/2036	N/A	89352HAB5	750,000	906,251.25	0.05%
FNMA MORTPASS 4.5% 01/JUL/2025 CI PN# 890216	N/A	31410LAR3	843,019	902,528.57	0.05%
KIMBEERLY- CLARK CORP 4.875 15/AUG/2015	N/A	494368AY9	800,000	901,217.60	0.05%
GNMA II MORTPASS 5% 20/JUN/2040 SF PN# 004715	N/A	36202FGY6	805,647	889,060.18	0.05%
LORILLARD TOBACCO CO 3.5% BDS 04/AUG/2016 USD1000	N/A	544152AD3	850,000	888,017.95	0.05%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	800,000	888,880.80	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1518	N/A	3138A2VL0	837,924	879,726.31	0.05%
INTERNATIONAL PAPER CO 9.375% BDS 15/MAY/2019	N/A	460146CD3	665,000	876,365.60	0.05%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	800,000	876,331.20	0.05%
LANDWIRTSCHAFTLICHE RENTENBANK 5.125% BDS	N/A	515110AV6	750,000	877,914.00	0.05%
BRITISH TELECOMMUNICATIONS 5.95% SNR NTS	N/A	11102AAA9	750,000	876,195.00	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% BDS	N/A	31416BLD8	796,030	869,573.38	0.05%
UNITED TECHNOLOGIES CORP 4.5% LN STK 15/APR/2020	N/A	913017BR9	750,000	869,815.50	0.05%
QUEBEC 7.5% BDS 15/SEP/2029 USD1000	N/A	748148QR7	578,000	868,439.22	0.05%
IBM CORP 5.875% DUE 29/NOV/2032	N/A	459200BB6	683,000	864,277.76	0.05%
FED REP OF BRAZIL10.50 PCT 14/JUL/2014	N/A	105756BD1	700,000	859,250.00	0.04%
TYCO INTERNATIONAL FINANCE SA 4.125% BDS	N/A	902118BM9	800,000	860,122.40	0.04%
GOLDMAN SACHS GROUP INC NT 3.625% 07/FEB/2016	N/A	38143USC6	855,000	858,089.12	0.04%
UNITEDHEALTH GROUP INC 5.8% BDS 15/MAR/2036	N/A	91324PAR3	708,000	856,239.62	0.04%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 742235	N/A	3620AWSY7	791,359	853,463.20	0.04%
JPMORGAN CHASE & CO 3.7% NTS 20/JAN/2015 USD1000	N/A	46625HHP8	805,000	854,641.94	0.04%
BARCLAYS BANK PLC 5.125% BDS 08/JAN/2020 USD1000	N/A	06739GAR0	800,000	845,839.20	0.04%
FIRSTENERGY CORP 7.375% BDS 15/NOV/2031 USD1000	N/A	337932AC1	663,000	845,880.59	0.04%
ONEOK PARTNERS LP 3.25% BDS 01/FEB/2016 USD1000	N/A	68268NAF0	800,000	836,612.00	0.04%
WAL-MART STORES 5.25% 01/SEP/2035	N/A	931142CB7	708,000	835,736.65	0.04%
XL CAPITAL LTD 5.25% 15/SEP/2014	N/A	98372PAF5	779,000	824,650.18	0.04%
FEDERAL FARM CREDIT BANKS 4.875% BDS 17/JAN/2017	N/A	31331XLG5	695,000	819,374.42	0.04%
CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000	N/A	17275RAJ1	800,000	818,093.60	0.04%
HONEYWELL INTERNATIONAL INC 5.4% BDS 15/MAR/2016	N/A	438516AP1	705,000	815,812.61	0.04%
FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS	N/A	3134A3U46	557,000	812,185.09	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31403DDX4	743,928	812,425.56	0.04%
TRANSOCEAN INC 4.95% 15/NOV/2015	N/A	893830AX7	750,000	811,125.00	0.04%
CAPITAL ONE BANK 5.125%	N/A	14040EHK1	765,000	804,047.90	0.04%
TIME WARNER CABLE INC 6.2% BDS 01/JUL/2013 USD1000	N/A	88732JAK4	750,000	803,141.25	0.04%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	750,000	799,481.25	0.04%
AOL TIME WARNER INC 7.7% BDS 01/MAY/2032 USD1000	N/A	00184AAG0	582,000	792,653.15	0.04%
FIFTH THIRD BANCORP 3.625% 25/JAN/2016	N/A	316773CK4	750,000	792,341.25	0.04%
DEUTSCHE TELEKOM INTL FINANCE B.V. 5.75% BDS	N/A	25156PAH6	697,000	790,195.17	0.04%
WACHOVIA BANK 5.6% NTS 15/MAR/2016 USD1000	N/A	92976GAE1	708,000	790,874.23	0.04%
PFIZER INC 7.20% BDS 15/MAR/2039 USD1000	N/A	717081CY7	525,000	791,470.05	0.04%
INTER AMERICAN DEVELOPMENT BANK 2.25% NTS	N/A	4581X0BN7	750,000	785,166.00	0.04%
ONCOR ELECTRIC DELIVERY CO 6.375% NTS 15/JAN/2015	N/A	68233DAL1	692,000	785,698.88	0.04%
PACIFIC GAS & ELECTRIC CO 6.25% BDS 01/MAR/2039	N/A	694308GQ4	600,000	782,091.60	0.04%
PETROBRAS INTERNATIONAL FINANCE 3.875% BDS	N/A	71645WAT8	750,000	782,212.50	0.04%
DEUTSCHE TELE INT FIN 5.25% 22/JUL/2013	N/A	25156PAF0	737,000	775,640.17	0.04%
JOHNSON & JOHNSON 4.95% 15/MAY/2033	N/A	478160AL8	663,000	771,984.60	0.04%
BARRICK NA FINANCE LLC 4.4% NTS 30/MAY/2021	N/A	06849RAF9	700,000	770,386.40	0.04%
PROGRESS ENERGY INC 4.4% NTS 15/JAN/2021 USD1000	N/A	743263AR6	700,000	769,616.40	0.04%
PORT AUTH N Y & N J CONSOLIDA 6.04% BDS	N/A	73358WAJ3	620,000	770,790.20	0.04%
PETROBRAS INTL FIN 3.5% NTS 06/FEB/2017 USD1000	N/A	71645WAU5	750,000	766,157.25	0.04%
TECK RESOURCES LTD 4.75% GTD 15/JAN/2022 USD1000	N/A	878742AV7	700,000	764,654.10	0.04%
KFW INTERNATIONAL FINANCE INC 4.125% NTS	N/A	500769AX2	708,000	762,380.77	0.04%
GENERAL MILLS INC 3.15% BDS 15/DEC/2021 USD1000	N/A	370334BM5	750,000	760,680.75	0.04%
HOSPITALITY PROPERTIES 44106MAF9 6.750%	N/A	44106MAF9	745,000	761,125.53	0.04%
JPM CHASE CAPITAL XXV 6.8% BDS 01/OCT/2037 USD1000	N/A	46631VAA9	750,000	757,500.00	0.04%
VERIZON COMMUNICATIONS INC 8.75% BDS 01/NOV/2018	N/A	92343VAQ7	550,000	757,293.35	0.04%
BNP PARIBAS 3.6% BDS 23/FEB/2016 USD1000	N/A	05567LU54	750,000	755,376.75	0.04%
TECK RESOURCES LTD 3% BDS 01/MAR/2019 USD1000	N/A	878744AA9	750,000	754,284.00	0.04%
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000	N/A	61747YCG8	700,000	755,512.80	0.04%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930998	N/A	31412PKK6	701,776	749,506.23	0.04%
BANK OF AMERICA CORP 5.25% 01/DEC/2015	N/A	060505BG8	737,000	747,667.34	0.04%
DEERE & CO 8.10% BDS 15/MAY/2030 USD1000	N/A	244199AZ8	500,000	747,785.50	0.04%
ENBRIDGE ENERGY PA 4.2% BDS 15/SEP/2021 USD1000	N/A	29250RAU0	700,000	747,184.20	0.04%
EURO INV BANK 1.25% BDS 14/OCT/2016 USD1000	N/A	298785FS0	750,000	746,489.25	0.04%
FHLMCGLD MORTPASS 6% 01/JAN/2038 G0 PN# G03826	N/A	3128M5SP6	677,447	745,735.72	0.04%
DIAGEO FINANCE 25244SAC5 5.3% 28/OCT/2015	N/A	25244SAC5	649,000	743,166.66	0.04%
BANK AMER CORP SR NT -L 3.75% 12/JUL/2016	N/A	06051GEK1	750,000	741,221.25	0.04%
THOMSON REUTERS CORP 6.5% SNR NTS 15/JUL/2018	N/A	884903BB0	600,000	740,115.60	0.04%
WYETH 5.5% NTS 15/FEB/2016 USD1000	N/A	983024AJ9	634,000	739,383.48	0.04%
FNMA MORTPASS 7% 01/NOV/2037 CL PN# 955194	N/A	31413TUT7	647,809	737,674.58	0.04%
ONTARIO (PROVINCE OF)	N/A	683234WQ7	667,000	735,553.59	0.04%
BANK OF NOVA SCOTIA 2.9% BDS 29/MAR/2016 USD1000	N/A	064149D87	700,000	732,725.70	0.04%
FHLMCGLD MORTPASS 6% 01/FEB/2038 G0 PN# G03969	N/A	3128M5W63	664,382	731,354.46	0.04%
KOREA(REPUBLIC OF) 4.25% BDS 01/JUN/2013 USD1000	N/A	50064FAC8	708,000	730,015.97	0.04%
ORACLE CORP 5.375% BDS 15/JUL/2040 USD1000	N/A	68389XAM7	600,000	729,604.80	0.04%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	585,000	718,961.49	0.04%
AMGEN INC 6.4% SRN 01/FEB/2039 USD1000	N/A	031162BA7	600,000	717,237.00	0.04%
PROCTER & GAMBLE CO 5.80% 15/AUG/2034	N/A	742718DB2	545,000	715,285.80	0.04%
FHLMCGLD MORTPASS 6% 01/DEC/2037 G0 PN# G03721	N/A	3128M5PE4	647,627	712,910.43	0.04%
VODAFONE GROUP PLC NEW 5% 16/DEC/2013	N/A	92857WAF7	664,000	712,572.26	0.04%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2068	N/A	31416XJN1	687,974	712,544.54	0.04%
GENERAL MILLS INC 1.55% NTS 16/MAY/2014 USD1000	N/A	370334BL7	700,000	711,393.90	0.04%
LG&E & KU ENERGY LLC SR NT 3.75% 15/NOV/2020	N/A	50188FAD7	700,000	711,573.80	0.04%
GENERAL ELECTRIC CO. 5.25% SNR NTS 06/DEC/2017	N/A	369604BC6	600,000	708,131.40	0.04%
GOLDMAN SACHS GROUP INC 5.125% DUE 15/JAN/2015	N/A	38141GEA8	664,000	705,763.61	0.04%
ALABAMA POWER CO 5.7% 15FEB15/FEB/2033	N/A	010392EC8	574,000	703,901.37	0.04%
KOREA DEVEL BANK 3.25% BDS 09/MAR/2016 USD	N/A	500630BS6	700,000	703,272.50	0.04%
COLOMBIA(REPUBLIC OF) 4.375% BDS 12/JUL/2021	N/A	195325BN4	650,000	703,625.00	0.04%
GNMA I MORTPASS 4% 15/DEC/2041 SF PN# 552649	N/A	36213E5J1	647,935	698,783.75	0.04%
DIAGEO CAPITAL GTD UNSUBORD NTS 15/JUL/2020	N/A	25243YAP4	600,000	693,660.60	0.04%
DOW CHEMICAL CO 4.125% BDS 15/NOV/2021 USD1000	N/A	260543CF8	650,000	691,737.15	0.04%
KREDITANSTALT FUER WIEDERAUFBAU KFW 4.375% SNR NTS	N/A	500769CR3	600,000	689,912.40	0.04%
ENCANA CORP 5.8% BDS 01/MAY/2014 USD1000	N/A	292506AA0	634,000	687,913.46	0.04%
HOME DEPOT INC 5.4% BDS 01/MAR/2016 USD1000	N/A	437076AP7	590,000	685,108.00	0.04%
CREDIT SUISSE FB USA INC	N/A	22541LAE3	555,000	684,797.30	0.04%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	664,000	683,600.62	0.04%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755958	N/A	36230QTP3	630,029	682,425.96	0.04%
KOHLS CORPORATION 4% NTS 01/NOV/2021 USD1000	N/A	500255AR5	650,000	679,721.90	0.04%
LOS ANGELES CALIF WTR & PWR WTRWKS 6.574% BDS	N/A	544495VY7	500,000	680,105.00	0.04%
GENERAL ELEC CAP CORP 4.875% 04/MAR/2015	N/A	36962GP65	619,000	678,286.58	0.04%
INTEL CORP 4.8% BDS 01/OCT/2041 USD1000	N/A	458140AK6	600,000	679,164.60	0.04%
NISOURCE FINANCE CORP 5.95% BDS 15/JUN/2041	N/A	65473QAX1	600,000	676,172.40	0.04%
SAFEWAY INC 3.4% BDS 01/DEC/2016 USD1000	N/A	786514BT5	650,000	676,714.35	0.04%
PROLOGIS LP 6.625% SNR NTS 15/MAY/2018 USD1000	N/A	74340XAM3	600,000	672,783.60	0.04%
GENERAL ELECTRIC CAPITAL CORP 5.4% MTN 15/FEB/2017	N/A	36962G2G8	585,000	671,502.20	0.03%
MARSH & MCLENNAN COS INC SR NT 4.8% 15/JUL/2021	N/A	571748AR3	600,000	668,973.00	0.03%
STATE STREET CORP 4.375% NTS 07/MAR/2021 USD1000	N/A	857477AG8	600,000	668,695.20	0.03%
MIDAMERICAN ENERGY CO 5.8% BDS 15/OCT/2036 USD1000	N/A	59562EAH8	550,000	666,731.45	0.03%
VERIZON GLOBAL FUNDING CORP 4.9% 15/SEP/2015	N/A	92344GAW6	590,000	667,367.29	0.03%
ALCOA INC 5.87% NTS 23/FEB/2022 USD1000	N/A	013817AQ4	625,000	662,375.00	0.03%
DALLAS TEX AREA RAPID TRAN 5.999% BDS 01/DEC/2044	N/A	235241LS3	500,000	662,505.00	0.03%
HSBC HLDGS 6.5% BDS 15/SEP/2037 USD1000	N/A	404280AH2	600,000	661,380.60	0.03%
FHLMCGLD MORTPASS 5% 01/AUG/2025 G3 PN# G30267	N/A	3128CUJL1	601,380	656,067.78	0.03%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932888	N/A	31412RND5	627,246	654,352.41	0.03%
MARATHON PETROLEUM CORP 5.125% BDS 01/MAR/2021	N/A	56585AAD4	600,000	651,628.20	0.03%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	531,000	650,163.30	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 742244	N/A	3620AWS92	597,506	647,197.67	0.03%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	600,000	646,975.20	0.03%
UNION PACIFIC CORP 5.125% UNS LN STK 15/FEB/2014	N/A	907818DC9	600,000	647,526.60	0.03%
BOSTON PROPERTIES INC 5% NTS 01/JUN/2015 USD1000	N/A	10112RAE4	590,000	645,809.28	0.03%
GILEAD SCIENCES INC 4.4% BDS 01/DEC/2021 USD1000	N/A	375558AU7	600,000	639,436.20	0.03%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	619,000	637,199.22	0.03%
AETNA INC NEW 6% SNR NTS 15/JUN/2016 USD1000	N/A	00817YAE8	550,000	636,932.45	0.03%
CISCO SYSTEMS INC 5.90% BDS 15/FEB/2039 USD1000	N/A	17275RAD4	500,000	633,292.00	0.03%
JOHNSON CONTROLS INC 3.75% BDS 01/DEC/2021 USD1000	N/A	478366BA4	600,000	633,512.40	0.03%
VIACOM INC 3.875% BDS 15/DEC/2021 USD1000	N/A	92553PAJ1	600,000	632,356.20	0.03%
AMERICAN INTERNATIONAL GROUP INC 5.6% BDS	N/A	02687QBC1	585,000	627,791.58	0.03%
NOBLE ENERGY INC 4.15% BDS 15/DEC/2021 USD1000	N/A	655044AF2	600,000	628,528.20	0.03%
TOYOTA MTR CRD CORP MTN BE NT-B 2.8% 11/JAN/2016	N/A	89233P4R4	600,000	628,492.80	0.03%
CHEVRON CORP 3.95% NTS 03/MAR/2014 USD1000	N/A	166751AH0	585,000	624,990.60	0.03%
CONNECTICUT ST 5.85% BDS 15/MAR/2032 USD1000	N/A	20772GF45	500,000	624,140.00	0.03%
FNMA MORTPASS 7% 01/OCT/2038 CL PN# 990810	N/A	31415VVB8	548,139	624,232.16	0.03%
HSBC BANK USA 4.625% 01/APR/2014	N/A	40428EJQ3	590,000	623,733.84	0.03%
CITIGROUP INC 8.50% BDS 22/MAY/2019 USD1000	N/A	172967EV9	500,000	620,347.50	0.03%
OCCIDENTAL PETE CORP DEL SR NT 3.125% 15/FEB/2022	N/A	674599CC7	600,000	621,265.20	0.03%
ACE INA HOLDINGS IN 5.87500 15/JUN/2014	N/A	00440EAG2	560,000	617,557.92	0.03%
EXPORT DEV CANADA 1.5% DEB 15/MAY/2014 USD1000	N/A	30216BCN0	600,000	613,857.00	0.03%
TARGET CORP 6% 15/JAN/2018	N/A	87612EAS5	500,000	612,405.00	0.03%
HEWLETT PACKARD CO 2.35% NTS 15/MAR/2015 USD1000	N/A	428236BN2	600,000	613,963.80	0.03%
SAN DIEGO GAS & ELECTRIC CO 3.95% BDS 15/NOV/2041	N/A	797440BP8	600,000	612,464.40	0.03%
AMGEN INC 3.45% BDS 01/OCT/2020 USD1000	N/A	031162BD1	600,000	610,842.00	0.03%
UNITED TECHNOLOGIES CORP 01/MAY/2015	N/A	913017BH1	545,000	611,881.31	0.03%
JOHNSON & JOHNSON 1.2% BDS 15/MAY/2014 USD100	N/A	478160AX2	600,000	610,462.80	0.03%
GOLDMAN SACHS GROUP INC 5.35% SNR NTS 15/JAN/2016	N/A	38141GEE0	577,000	611,467.67	0.03%
FHLMCGLD MORTPASS 4.5% 01/APR/2031 C9 PN# C91366	N/A	3128P7QT3	575,092	611,689.82	0.03%
BK OF MONTREAL 1.75% MTN 29/APR/2014 USD1000	N/A	06366QGJ0	600,000	611,465.40	0.03%
BB&T CORP 2.05% BDS 28/APR/2014 USD1000	N/A	05531FAH6	600,000	612,204.60	0.03%
PHILIP MORRIS INTL INC 6.375% 16/MAY/2038	N/A	718172AC3	460,000	608,062.96	0.03%
FHLMCGLD MORTPASS 4% 01/NOV/2041 G0 PN# G06818	N/A	3128M84B7	575,264	604,656.04	0.03%
INTERNATIONAL BUS MACH CORP 1.00% BDS 05/AUG/2013	N/A	459200GT2	600,000	604,560.60	0.03%
US BANCORP 1.375% BDS 13/SEP/2013 USD1000	N/A	91159HGY0	600,000	606,112.20	0.03%
EUROPEAN INVESTMENT BANK 1.125% NTS 15/AUG/2014	N/A	298785FR2	600,000	603,677.40	0.03%
CHICAGO ILL TRANSIT AUTHORITY 6.899% BDS	N/A	167725AC4	500,000	601,790.00	0.03%
PRUDENTIAL FINANCIAL INC 6.625% 21/JUN/2040	N/A	74432QBN4	500,000	602,196.50	0.03%
WAL-MART STORES INC 4.625% BDS 15/APR/2041 USD1000	N/A	931142DB6	475,000	601,059.78	0.03%
AMERICAN INTERNATIONAL GROUP INC 8.25% NTS	N/A	026874BT3	500,000	598,880.00	0.03%
NEW YORK NY CITY TRANSITIONAL FIN A 5.572% BDS	N/A	64971M5L2	500,000	600,440.00	0.03%
FREEPORT-MCMORAN COPPER & GOLD SR NT 3.55%	N/A	35671DAU9	600,000	597,132.00	0.03%
MORGAN STANLEY 4.75% SUB NTS 01/APR/2014 USD1000	N/A	61748AAE6	590,000	596,930.73	0.03%
UNIVERSITY CALIF REVS LTD PROJ-SER F-BUILD AMER	N/A	91412GDZ5	500,000	598,110.00	0.03%
BOEING CO 4.875% BDS 15/FEB/2020 USD1000	N/A	097023AZ8	500,000	595,911.00	0.03%
COMCAST CORP(NEW) 5.70% NTS 01/JUL/2019 USD1000	N/A	20030NAZ4	500,000	595,117.50	0.03%
MORGAN STANLEY 2.875% 24/JAN/2014	N/A	61747WAD1	600,000	595,893.00	0.03%
FRANCE TELECOM 8.5% BDS 01/MAR/2031 USD1000	N/A	35177PAL1	407,000	594,442.22	0.03%
TENNESSEE VALLEY AUTHORITY 4.875% BDS 15/JAN/2048	N/A	880591EB4	500,000	593,471.50	0.03%
EXPORT-IMPORT BANK OF KOREA 4% LN STK 29/JAN/2021	N/A	302154AX7	600,000	592,153.80	0.03%
BBVA SENIOR FINANCE SA UNIPERSONAL 3.25% BDS	N/A	055299AJ0	600,000	590,588.40	0.03%
TRANSOCEAN INC SR NT 6.375% 15/DEC/2021	N/A	893830BB4	500,000	590,075.00	0.03%
EMBARQ CORPORATION 7.995% BDS 01/JUN/2036 USD1000	N/A	29078EAA3	550,000	587,692.05	0.03%
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015	N/A	828807BM8	531,000	588,666.60	0.03%
SEMPRA ENERGY 6.00% 15/OCT/2039	N/A	816851AP4	470,000	586,688.31	0.03%
TAMPA ELECTRIC CO 5.4% SNR NT 15/MAY/2021 USD1000	N/A	875127AZ5	500,000	585,821.50	0.03%
BARCLAYS BK PLC SR NT 5.2% 10/JUL/2014	N/A	06739FFZ9	550,000	584,005.95	0.03%
GNMA I MORTPASS 4% 15/OCT/2041 SF PN# 773527	N/A	36176RD82	542,529	585,105.87	0.03%
INTERNATIONAL PAPER CO 6% BDS 15/NOV/2041 USD1000	N/A	460146CH4	500,000	577,837.00	0.03%
INTER-AMERICAN DEVELOPMENT BANK 6.80000%	N/A	458182BW1	413,000	577,567.70	0.03%
PNC FUNDING CORP 5.125% NTS 08/FEB/2020 USD2000	N/A	693476BJ1	500,000	576,837.00	0.03%
KRAFT FOODS INC 6% DEB 11/FEB/2013 USD2000	N/A	50075NAQ7	550,000	577,332.80	0.03%
DISCOVERY COMMUNICATIONS INC 5.05% BDS 01/JUN/2020	N/A	25470DAC3	500,000	573,246.50	0.03%
ENBRIDGE INC 5.6% SR NT 01/APR/2017 USD1000	N/A	29250NAB1	500,000	571,477.50	0.03%
ITALIAN, REPUBLIC OF 4.375% DUE 15/JUN/2013	N/A	465410BF4	560,000	571,043.76	0.03%
WASTE MANAGEMENT INC 6.375% 11/MAR/2015	N/A	94106LAT6	500,000	570,514.00	0.03%
ABBOTT LABORATORIES 5.875% NTS 15/MAY/2016 USD1000	N/A	002824AT7	481,000	566,762.30	0.03%
AMERICA MOVIL SAB DE CV 5% NTS 30/MAR/2020 USD1000	N/A	02364WAV7	500,000	567,850.00	0.03%
FLORIDA POWER & LIGHT CO 5.65% MTG BDS 01/FEB/2037	N/A	341081EV5	450,000	567,874.80	0.03%
FHLMCGLD MORTPASS 6.5% 01/OCT/2035 G0 PN# G08088	N/A	3128MJC24	500,973	567,139.17	0.03%
BRAZIL(FEDERATIVE REPUBLIC OF) 4.875% NTS	N/A	105756BS8	500,000	566,250.00	0.03%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	500,000	564,616.50	0.03%
PENNSYLVANIA STATE 5.85% BDS 15/JUL/2030 USD5000	N/A	70914PPQ9	500,000	563,900.00	0.03%
SUNTRUST BANKS INC 3.5% BDS 20/JAN/2017 USD1000	N/A	867914BE2	550,000	563,000.35	0.03%
MASSACHUSETTS STATE 4.2% BDS 01/DEC/2021 USD1000	N/A	57582PWK2	500,000	560,600.00	0.03%
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS	N/A	66989GAA8	470,000	560,679.92	0.03%
AON CORP 5% BDS 30/SEP/2020 USD1000	N/A	037389AW3	500,000	559,935.50	0.03%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	500,000	560,097.50	0.03%
VERIZON COMMUNICATIONS INC 6.35% BDS 01/APR/2019	N/A	92343VAV6	450,000	556,821.45	0.03%
EUROPEAN INVESTMENT BANK 4% BDS 16/FEB/2021	N/A	298785FM3	500,000	556,524.50	0.03%
BELLSOUTH CORP 5.20% 15/SEP/2014	N/A	079860AG7	501,000	554,042.37	0.03%
CATERPILLAR INC 3.9% NTS 27/MAY/2021 USD1000	N/A	149123BV2	500,000	554,003.50	0.03%
LOS ANGELES CALIFORNIA UNI SCH DIST 6.758% BDS	N/A	544646ZR6	420,000	552,699.00	0.03%
NEW YORK ST URBAN DEVELOPMENT CORP 5.838% BDS	N/A	650035VB1	450,000	551,776.50	0.03%
3M CO 5.7% NTS 15/MAR/2037 USD2000	N/A	88579EAC9	415,000	551,177.27	0.03%
WELLS FARGO & CO 4.6% BDS 01/APR/2021 USD1000	N/A	94974BEV8	500,000	551,540.50	0.03%
WEATHERFORD INTL LTD 5.125% 15/SEP/2020	N/A	94707VAA8	500,000	552,582.00	0.03%
BURLINGTON NORTHERN SANTA FE CORP 5.05% DEB	N/A	12189LAC5	500,000	549,284.00	0.03%
ENSCO PLC 4.7% BDS 15/MAR/2021 USD1000	N/A	29358QAA7	500,000	547,433.50	0.03%
HSBC HOLDINGS PLC 5.1% SNR NT 05/APR/2021 USD1000	N/A	404280AK5	500,000	547,228.00	0.03%
CITIGROUP INC 5.85% 11/DEC/2034	N/A	172967CT6	525,000	547,109.33	0.03%
NORDSTROM INC 4% BDS 15/OCT/2021 USD1000	N/A	655664AP5	500,000	546,652.50	0.03%
QUEST DIAGNOSTICS INC 4.7% NTS 01/APR/2021 USD1000	N/A	74834LAS9	500,000	545,997.50	0.03%
WAL-MART STORES INC 3.625% BDS 08/JUL/2020 USD1000	N/A	931142CU5	500,000	546,953.00	0.03%
RIO TINTO FINANCE 4.125% BDS 20/MAY/2021 USD1000	N/A	767201AN6	500,000	546,336.50	0.03%
WALT DISNEY COMPANY 3.75% MTN 01/JUN/2021 USD1000	N/A	25468PCL8	500,000	545,780.50	0.03%
JPMORGAN CHASE & CO 5.15% 01/OCT/2015	N/A	46625HDF4	501,000	543,411.65	0.03%
LLOYDS TSB BANK PLC 6.375% BDS 21/JAN/2021 USD1000	N/A	539473AH1	500,000	543,650.50	0.03%
NOBLE HLDGS INTL 4.625% BDS 01/MAR/2021 USD1000	N/A	65504LAF4	500,000	543,984.50	0.03%
HSBC HLDGS 4.875% BDS 14/JAN/2022 USD1000	N/A	404280AL3	500,000	541,765.00	0.03%
HALLIBURTON CO 6.7% BDS 15/SEP/2038 USD1000	N/A	406216AW1	400,000	540,701.20	0.03%
SOUTHERN CAL EDISON	N/A	842400EZ2	436,000	540,650.46	0.03%
NABORS INDUSTRIES INC 5% SR NT 15/SEP/2020 USD1000	N/A	629568AV8	500,000	540,436.50	0.03%
L-3 COMMUNICATIONS CORP 5.2% SNR NTS 15/OCT/2019	N/A	502413AY3	500,000	539,798.00	0.03%
JPMORGAN CHASE & CO 5.4% BDS 06/JAN/2042 USD1000	N/A	48126BAA1	500,000	540,418.50	0.03%
CSX CORP 126408GD9 5.5% 01/AUG/2013	N/A	126408GD9	507,000	538,751.89	0.03%
MICROSOFT CORP 3.00% 01/OCT/2020	N/A	594918AH7	500,000	538,100.50	0.03%
ENERGY TRANSFER PA 5.2% BDS 01/FEB/2022 USD1000	N/A	29273RAQ2	500,000	538,228.00	0.03%
CINGULAR WIRELESS LLC 7.125% NTS 15/DEC/2031	N/A	17248RAJ5	413,000	538,994.74	0.03%
APACHE CORP 3.625% BDS 01/FEB/2021 USD1000	N/A	037411AX3	500,000	536,507.50	0.03%
BANK OF NEW YORK MELLON CORP 4.3% NTS 15/MAY/2014	N/A	06406HBL2	500,000	536,047.50	0.03%
UNITED PARCEL SERVICE INC 3.125% BDS 15/JAN/2021	N/A	911312AM8	500,000	535,917.50	0.03%
WELLS FARGO & COMPANY VAR 15/JUN/2016	N/A	949746QU8	500,000	535,794.00	0.03%
APACHE FINANCE CANADA 4.375% BDS 15/MAY/2015	N/A	03746AAC4	487,000	536,114.92	0.03%
CNA FINANCIAL CORP 5.75% BDS 15/AUG/2021 USD1000	N/A	126117AR1	500,000	536,618.50	0.03%
BOSTON PROPERTIES INC 5.625% BDS 15/NOV/2020 USD	N/A	10112RAR5	465,000	534,754.65	0.03%
CALIFORNIA STATE 5.25% BDS 01/APR/2014 USD5000	N/A	13063A5B6	500,000	534,080.00	0.03%
WAL-MART STORES INC 3.25% BDS 25/OCT/2020 USD1000	N/A	931142CZ4	500,000	533,898.00	0.03%
AFRICAN DEVELOPMENT BANK 2.5% NTS 15/MAR/2016	N/A	B3Q1MD4	500,000	532,150.00	0.03%
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%	N/A	233835AW7	487,000	531,441.19	0.03%
EDISON INTERNATIONAL 3.75% BDS 15/SEP/2017 USD1000	N/A	281020AF4	500,000	531,413.50	0.03%
UNITED TECHNOLOGIES CORP 6.125% BDS 15/JUL/2038	N/A	913017BP3	400,000	531,173.60	0.03%
JPMORGAN CHASE & CO NT 4.625% 10/MAY/2021	N/A	46625HHZ6	500,000	531,414.50	0.03%
DIRECTV HLDGS/FINANCE 3.55% SR NT 15/MAR/2015	N/A	25459HAN5	500,000	530,686.50	0.03%
BB&T CORP 3.2% BDS 15/MAR/2016 USD1000	N/A	05531FAG8	500,000	529,599.50	0.03%
KREDITANSTALT FUER WIEDERAUFBAU KFW 2.625% NTS	N/A	500769EG5	500,000	528,180.00	0.03%
FNMA MORTPASS 6% 01/SEP/2022 CI PN# 928711	N/A	31412LYG9	488,708	528,499.07	0.03%
DIRECTV HLDGS/FINANCE 3.5% BDS 01/MAR/2016 USD1000	N/A	25459HAY1	500,000	529,109.00	0.03%
EUROPEAN BANK FOR REC & DEV 2.5% NTS 15/MAR/2016	N/A	29874QBW3	500,000	528,692.50	0.03%
BANK OF AMERICA CORP 5.7% BDS 24/JAN/2022 USD1000	N/A	06051GEM7	500,000	529,931.50	0.03%
AUTOZONE INC 4% NTS 15/NOV/2020 USD2000	N/A	053332AL6	500,000	527,138.50	0.03%
HCP INC 6% BDS 30/JAN/2017 USD1000	N/A	421915EJ4	472,000	526,182.77	0.03%
DEUTSCHE TELEKOM AG VAR BDS 15/JUN/2030 USD1000	N/A	25156PAC7	369,000	526,058.21	0.03%
SANOFI 2.625% BDS 29/MAR/2016 USD1000	N/A	80105NAD7	500,000	525,648.50	0.03%
ROYAL BANK OF CANADA 2.875% BDS 19/APR/2016	N/A	78008K5V1	500,000	525,430.50	0.03%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	410,000	522,829.95	0.03%
RIO TINTO FINANCE USA LTD 2.5% BDS 20/MAY/2016	N/A	767201AM8	500,000	522,500.50	0.03%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	500,000	521,920.00	0.03%
JAPAN FIN CORP GTD BD 2.5% 21/JAN/2016	N/A	471065AF9	500,000	522,006.50	0.03%
TOTAL CAPITAL SA 2.3% NTS 15/MAR/2016 USD1000	N/A	89152UAE2	500,000	521,261.00	0.03%
STH AFRICA(REP OF) 4.665% BDS 17/JAN/2024 USD1000	N/A	836205AQ7	500,000	521,250.00	0.03%
AMERICAN EXPRESS CREDIT CORP 2.75% NTS 15/SEP/2015	N/A	0258M0DA4	500,000	520,169.50	0.03%
CITIGROUP INC 5.5% NTS 11/APR/2013 USD1000	N/A	172967EQ0	500,000	518,762.50	0.03%
SIMON PROPERTY GROUP INC 2.8% NTS 30/JAN/2017	N/A	828807CH8	500,000	519,871.50	0.03%
ONTARIO(PROV OF) 2.3% MTN 10/MAY/2016 USD1000	N/A	68323AAQ7	500,000	518,620.00	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755959	N/A	36230QTQ1	478,509	519,500.86	0.03%
KFW BANKENGRUPPE 2% NTS 01/JUN/2016 USD1000	N/A	500769EM2	500,000	517,320.00	0.03%
AMERICAN TOWER CORP 5.05% BDS 01/SEP/2020 USD1000	N/A	029912BC5	500,000	516,479.00	0.03%
ONEOK INC NEW SR NT 4.25% 01/FEB/2022	N/A	682680AQ6	500,000	515,199.50	0.03%
RABOBANK NEDERLAND 3.375% BDS 19/JAN/2017 USD1000	N/A	21686CAD2	500,000	514,724.00	0.03%
VALERO ENERGY CORP(NEW) 6.625% BDS 15/JUN/2037	N/A	91913YAL4	455,000	515,466.77	0.03%
BAKER HUGHES INC 3.2% BDS 15/AUG/2021 USD1000 144A	N/A	057224BA4	500,000	515,358.50	0.03%
BANK NOVA SCOTIA 2.05% NTS 07/OCT/2015 USD1000	N/A	064149C47	500,000	513,815.50	0.03%
MACYS RETAIL HLDGS INC SR NT 3.875% 15/JAN/2022	N/A	55616XAF4	500,000	514,076.50	0.03%
REPUBLIC OF ITALY 5.375% 15JUN15/JUN/2033	N/A	465410BG2	541,000	511,031.31	0.03%
BARRICK GOLD CORP 1.75% NTS 30/MAY/2014 USD1000	N/A	067901AE8	500,000	510,045.00	0.03%
BAXTER INTERNATIONAL INC 1.85% BDS 15/JAN/2017	N/A	071813BD0	500,000	510,413.00	0.03%
PACIFIC GAS & ELECTRIC 4.80% DUE 01/MAR/2014	N/A	694308GD3	472,000	509,169.06	0.03%
MEXICO(UNITED MEXICAN STATES) 3.625% BDS	N/A	91086QBA5	500,000	510,000.00	0.03%
TOTAL CAPITAL CANA 1.625% GTD NTS 28/JAN/2014 USD	N/A	89153UAB7	500,000	510,598.00	0.03%
ERP OPERATING LP 5.25% 15/SEP/2014	N/A	26884AAS2	472,000	510,221.14	0.03%
HEWLETT-PACKARD CO 3.75% BDS 01/DEC/2020 USD1000	N/A	428236BF9	500,000	509,057.00	0.03%
DEVON ENERGY CORP SR DEB 7.95% 15/APR/2032	N/A	251799AA0	350,000	509,774.65	0.03%
BERKSHIRE HATHAWAY INC DEL SR NT 3.4% 31/JAN/2022	N/A	084670BF4	500,000	510,681.00	0.03%
CATERPILLAR INC 1.375% NTS 27/MAY/2014 USD2000	N/A	149123BU4	500,000	508,550.00	0.03%
TOYOTA MOTOR CREDIT CORP 3.3% BDS 12/JAN/2022	N/A	89233P5T9	500,000	508,123.50	0.03%
NORTHROP GRUMMAN CORP 3.5% NTS 15/MAR/2021 USD1000	N/A	666807BE1	500,000	508,649.00	0.03%
JOHNSON CONTROLS 1.75% BDS 01/MAR/2014 USD1000	N/A	478366AV9	500,000	508,846.00	0.03%
CLOROX CO 3.8% BDS 15/NOV/2021 USD1000	N/A	189054AS8	500,000	506,997.50	0.03%
CSX CORP 7.375% SRN 01/FEB/2019 USD1000	N/A	126408GQ0	400,000	504,218.40	0.03%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 759075	N/A	36230UCL1	463,566	503,277.61	0.03%
WELLS FARGO & COMPANY 5.375% 07/FEB/2035	N/A	949746JM4	457,000	504,625.80	0.03%
CATERPILLAR FINANCIAL SERVICES CORP 1.125% MTN	N/A	14912L4Y4	500,000	504,716.00	0.03%
SVENSK EXPORTKREDIT AKTIEBOLAGET 1.75% NTS	N/A	00254EKM3	500,000	502,276.00	0.03%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	500,000	502,970.50	0.03%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	500,000	501,056.50	0.03%
GOLDMAN SACHS GROUP INC 5.25% BDS 27/JUL/2021	N/A	38141GGQ1	500,000	500,817.00	0.03%
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000	N/A	17275RAC6	425,000	498,148.03	0.03%
COOPERATIEVE CENTRALE RAIFFEI GLBL NT 3.875%	N/A	21685WDD6	500,000	498,682.00	0.03%
GNMA I MORTPASS 4% 15/OCT/2041 SF PN# 727565	N/A	3620AEJJ0	459,658	495,731.50	0.03%
METLIFE INC BDS 6.4% 15/DEC/2066 USD1000	N/A	59156RAP3	500,000	493,664.50	0.03%
COCA-COLA CO 1.8% BDS 01/SEP/2016 USD1000	N/A	191216AU4	480,000	493,505.28	0.03%
PEPSIAMERICAS INC 4.875% DUE 15/JAN/2015	N/A	71343PAA9	442,000	492,576.29	0.03%
ASTRAZENECA 5.9% BDS 15/SEP/2017 USD1000	N/A	046353AB4	400,000	487,450.80	0.03%
NORFOLK SOUTHERN CORP 5.9% BDS 15/JUN/2019 USD1000	N/A	655844BC1	400,000	486,194.40	0.03%
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS	N/A	22303QAG5	400,000	484,396.40	0.03%
GNMA II MORTPASS 4.5% 20/MAR/2041 SF PN# 004978	N/A	36202FQ74	443,283	484,733.03	0.03%
COMCAST CORP 5.9% BDS 15/MAR/2016 USD1000	N/A	20030NAL5	413,000	480,336.76	0.03%
BANK OF NEW YORK MELLON CORP 5.125% BDS	N/A	06406HBK4	450,000	479,078.10	0.02%
COCA-COLA CO 3.15% NTS 15/NOV/2020 USD1000	N/A	191216AR1	450,000	478,989.90	0.02%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	400,000	479,653.60	0.02%
UNITED AIRLINES INC 9.75% 15/JAN/2017	N/A	909317BE8	417,443	477,972.30	0.02%
BAXTER INTERNATIONAL INC 5.375% NTS 01/JUN/2018	N/A	071813AY5	400,000	476,085.20	0.02%
SIMON PROPERTY GROUP INC 6.1% NTS 01/MAY/2016	N/A	828807BT3	413,000	474,978.50	0.02%
LINCOLN NATIONAL CORP 6.15% BDS 07/APR/2036	N/A	534187AR0	440,000	472,859.20	0.02%
EUROPEAN INVESTMENT BANK 3.125% MTN 04/JUN/2014	N/A	298785EY8	450,000	471,182.40	0.02%
TYCO ELECTRONICS GROUP S A 6.55% BDS 01/OCT/2017	N/A	902133AF4	400,000	472,468.80	0.02%
AT&T INC 5.55% BDS 15/AUG/2041 USD1000	N/A	00206RBA9	400,000	469,459.20	0.02%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% BDS	N/A	31403DGZ6	429,581	469,135.28	0.02%
RIO TINTO LIMITED 3.5% BDS 02/NOV/2020 USD1000	N/A	767201AK2	450,000	470,293.20	0.02%
AMERADA HESS CORP 7.3% NOTES 15/AUG/2031 USD1000	N/A	023551AJ3	354,000	468,720.43	0.02%
JEFFERIES GROUP INC 5.125% BDS 13/APR/2018 USD1000	N/A	472319AK8	500,000	467,500.00	0.02%
CITIGROUP INC 3.953% BDS 15/JUN/2016 USD100	N/A	172967FS5	450,000	465,159.60	0.02%
DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014	N/A	25468PCA2	413,000	466,052.33	0.02%
PRAXAIR INC 3% BDS 01/SEP/2021 USD100	N/A	74005PAZ7	450,000	465,931.80	0.02%
PSEG POWER 5.50% 01/DEC/2015	N/A	69362BAN2	413,000	466,084.54	0.02%
CLEVELAND ELECTRIC ILLUMINATING CO 5.5% MTG BDS	N/A	186108CJ3	400,000	465,754.00	0.02%
FNMA MORTPASS 4.5% 01/OCT/2024 CI PN# AD0244	N/A	31418MHW5	428,632	458,889.85	0.02%
NORSK HYDRO ASA 6.8% BDS 15/JAN/2028 USD1000	N/A	656531AG5	350,000	457,836.40	0.02%
NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV	N/A	645913AY0	650,000	455,422.50	0.02%
DISCOVER BANK 7% BDS 15/APR/2020 USD1000	N/A	25466AAB7	400,000	453,435.60	0.02%
CITIGROUP INC 5.85% BDS 02/AUG/2016 USD100000	N/A	172967DQ1	413,000	452,049.98	0.02%
DU PONT(E.I.)DE NEMOURS & CO 5.25% NTS 15/DEC/2016	N/A	263534BQ1	385,000	452,775.02	0.02%
AMERICAN INTERNATIONAL GROUP INC 8.175% SUBORD DEB	N/A	026874BS5	425,000	449,968.75	0.02%
PRINCIPAL FINANCIAL GROUP 8.875% BDS 15/MAY/2019	N/A	74251VAD4	350,000	451,236.10	0.02%
EXELON CORP 4.90% 15/JUN/2015	N/A	30161NAD3	413,000	449,842.49	0.02%
COMCAST CORP 6.4% BDS 01/MAR/2040 USD2000	N/A	20030NBB6	350,000	447,815.90	0.02%
CREDIT SUISSE WARBURG PINCUS TRUST 5.85% BDS	N/A	225434CJ6	400,000	447,566.00	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MJDW7	410,136	445,977.30	0.02%
AT&T INC 5.35% BDS 01/SEP/2040 USD1000	N/A	04650NAB0	395,000	445,034.65	0.02%
JP MORGAN CHASE & 5.6% BDS 15/JUL/2041 USD1000	N/A	46625HJB7	400,000	444,527.60	0.02%
PROVINCE OF ONTARIO (CANADA) 4.375% 15/FEB/2013	N/A	683234SJ8	428,000	443,872.81	0.02%
EOG RESOURCES INC 4.1% BDS 01/FEB/2021 USD1000	N/A	26875PAG6	400,000	442,155.60	0.02%
HSBC HLDGS 6.5% BDS 02/MAY/2036 USD100000	N/A	404280AG4	400,000	442,108.40	0.02%
MICROSOFT CORP NT 2.95% 01/JUN/2014	N/A	594918AB0	420,000	443,836.68	0.02%
MORGAN STANLEY 3.45% MTN 02/NOV/2015 USD1000	N/A	61747YCT0	450,000	441,337.50	0.02%
APPLIED MATERIALS INC 4.3% NTS 15/JUN/2021 USD1000	N/A	038222AF2	400,000	439,885.20	0.02%
CANADIAN NATURAL RESOURCES 6.25% NTS 15/MAR/2038	N/A	136385AL5	340,000	437,400.48	0.02%
MCDONALD'S CORP 5.35% BDS 01/MAR/2018 USD1000	N/A	58013MEE0	360,000	436,231.44	0.02%
FNMA MORTPASS 5.5% 01/AUG/2020 CI PN# 826869	N/A	31407CT23	397,966	437,167.79	0.02%
CONOCOPHILLIPS 5.625% NTS 15/OCT/2016 USD1000	N/A	20825TAA5	365,000	434,974.52	0.02%
GNMA I MORTPASS 6% 15/MAR/2034 SF PN# 564799	N/A	36213UNQ9	385,348	435,368.78	0.02%
LOCKHEED MARTIN CORP 6.15% BDS 01/SEP/2036 USD1000	N/A	539830AR0	354,000	435,192.73	0.02%
COX COMMUNICATIONS INC 5.5% 01/OCT/2015	N/A	224044BH9	383,000	433,657.88	0.02%
AMERICAN INTERNATIONAL GROUP INC 5.85% MTN	N/A	02687QDG0	400,000	431,273.20	0.02%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 838565	N/A	31407RTW4	391,270	431,279.26	0.02%
BOSTON SCIENTIFIC CORP SR NT 4.5% 15/JAN/2015	N/A	101137AJ6	400,000	428,588.40	0.02%
QUEBEC 3.5% GBL NTS 29/JUL/2020 USD1000 QJ	N/A	748148RU9	400,000	430,224.80	0.02%
BP CAPITAL MARKETS 3.2% BDS 11/MAR/2016 USD1000	N/A	05565QBQ0	400,000	427,459.60	0.02%
THERMO FISHER SCIE 3.2% NTS 01/MAR/2016 USD1000	N/A	883556AY8	400,000	427,436.00	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURIES TRUST	N/A	46629YAF6	420,000	427,875.84	0.02%
DOW CHEMICAL CO 4.25% BDS 15/NOV/2020 USD1000	N/A	260543CC5	400,000	428,284.00	0.02%
BOEING CAPITAL CORP 2.9% BDS 15/AUG/2018 USD1000	N/A	097014AM6	400,000	424,972.40	0.02%
WPP FIN 2010 GTD SR NT 144A 21/NOV/2021	N/A	92936MAA5	400,000	426,344.80	0.02%
UNILEVER CAPITAL CORP 2.75% NTS 10/FEB/2016	N/A	904764AL1	400,000	424,286.80	0.02%
AMERICA MOVIL SAB DE CV 6.125% BDS 30/MAR/2040	N/A	02364WAW5	350,000	420,960.40	0.02%
VODAFONE GROUP 2.875% NTS 16/MAR/2016 USD1000	N/A	92857WAW0	400,000	422,800.40	0.02%
VIACOM INC 6.875% DEB 30/APR/2036 USD1000	N/A	925524AX8	324,000	422,724.42	0.02%
PEPSICO INC 2.50% NTS 10/MAY/2016 USD1000	N/A	713448BT4	400,000	421,053.60	0.02%
HEALTH CARE REIT INC 5.25% BDS 15/JAN/2022 USD1000	N/A	42217KAW6	400,000	422,775.60	0.02%
ARCHER DANIELS MIDLAND 5.935% 01/OCT/2032	N/A	039483AT9	345,000	419,785.31	0.02%
CRH AMERICA INC 6% NTS 30/SEP/2016 USD1000	N/A	12626PAG8	385,000	419,789.37	0.02%
AMGEN INC 5.15% NTS 15/NOV/2041 USD1000	N/A	031162BK5	400,000	418,618.00	0.02%
DOW CHEMICAL CO 9.4% BDS 15/MAY/2039 USD1000	N/A	260543BY8	260,000	417,321.84	0.02%
LOS ANGELES CALIF CMNTY COLLEG 6.75% BDS	N/A	54438CPA4	300,000	417,399.00	0.02%
BUNGE LTD FIN CORP 4.1% BDS 15/MAR/2016 USD1000	N/A	120568AU4	400,000	416,805.20	0.02%
GOODRICH (BF) CO 6.29% 01/JUL/2016	N/A	382388AS5	354,000	415,848.76	0.02%
UNITED STATES TREAS BDS 05.000% 15/MAY/2037	N/A	912810PU6	305,000	416,706.25	0.02%
ITALY(REPUBLIC OF) 4.75% BDS 25/JAN/2016 USD100000	N/A	465410BQ0	413,000	415,127.78	0.02%
CELGENE CORP 3.95% 15/OCT/2020	N/A	151020AE4	400,000	412,459.60	0.02%
KFW 2.75% 08/SEP/2020	N/A	500769DZ4	400,000	412,992.00	0.02%
ENTERGY CORP 5.125% BDS 15/SEP/2020 USD1000	N/A	29364GAF0	400,000	412,477.60	0.02%
CHUBB CORP VAR 29/MAR/2067	N/A	171232AP6	400,000	411,750.00	0.02%
CITIGROUP INC 4.5% BDS 14/JAN/2022 USD1000	N/A	172967FT3	400,000	410,932.40	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2036 A4 PN# A42305	N/A	3128K2R27	377,240	410,206.76	0.02%
BEAR STEARNS CO INC 5.70% DUE 15/NOV/2014	N/A	07385TAJ5	369,000	408,722.48	0.02%
CREDIT SUISSE NEW YORK 4.375% BDS 05/AUG/2020	N/A	22546QAF4	400,000	406,696.00	0.02%
NEWS AMERICA INC 5.3% NTS 15/DEC/2014 USD1000	N/A	652482BG4	367,000	407,436.79	0.02%
NOMURA HLDGS INC 4.125% NTS 19/JAN/2016 USD1000	N/A	65535HAC3	400,000	405,994.40	0.02%
TEVA PHARMACEUTICAL FINANCE III BV 1.7% BDS	N/A	88166DAA4	400,000	407,276.80	0.02%
EUROPEAN INVESTMENT BANK 5.125% NTS 13/SEP/2016	N/A	298785DY9	350,000	405,520.85	0.02%
FNMA MORTPASS 7% 01/OCT/2038 CL PN# 257409	N/A	31371N3S2	354,595	403,819.96	0.02%
KREDITANSTALT FUER WIEDERAUFBAU KFW 5.125% GTD NTS	N/A	500769BP8	350,000	404,417.65	0.02%
FNMA MORTPASS 5.5% 01/MAR/2021 CI PN# 811558	N/A	31406JTP8	366,843	401,831.91	0.02%
TRAVELERS COMPANIES INC 5.75% BDS 15/DEC/2017	N/A	89417EAC3	335,000	402,706.85	0.02%
ENERGY TRANSFER PARTNERS 6.7% 01/JUL/2018	N/A	29273RAH2	350,000	400,727.60	0.02%
UNITED PARCEL SERVICE INC NT 6.2%15/JAN/2038	N/A	911312AJ5	295,000	401,204.43	0.02%
TARGET CORP 87612EAK2 6.35 01/NOV/2032	N/A	87612EAK2	313,000	400,127.62	0.02%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	350,000	401,450.35	0.02%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	250,000	398,350.25	0.02%
CHUBB CORP 6% SNR NTS 11/MAY/2037 USD1000	N/A	171232AQ4	315,000	396,175.50	0.02%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 847920	N/A	31408DAV6	360,583	396,101.81	0.02%
ANHEUSER-BUSCH COS INC 5.75% BDS 01/APR/2036	N/A	035229DA8	324,000	394,452.18	0.02%
PNC FUNDING CORP 5.25% 15/NOV/2015	N/A	693476AT0	354,000	395,167.01	0.02%
MERCK & CO INC 4.75 01/MAR/2015	N/A	589331AK3	354,000	395,327.73	0.02%
CLIFFS NATURAL RESOURCES INC 5.9% BDS 15/MAR/2020	N/A	18683KAA9	350,000	395,863.65	0.02%
ENCANA CORP 6.50% 15/AUG/2034	N/A	292505AD6	350,000	395,672.55	0.02%
COX COMMUNICATIONS INC 5.45% BDS 15/DEC/2014	N/A	224044BM8	354,000	394,964.53	0.02%
AT&T INC 4.45% NTS 15/MAY/2021 USD1000	N/A	00206RAX0	350,000	392,684.95	0.02%
QUEBEC PROVINCE 4.6% 26/MAY/2015	N/A	748148RQ8	354,000	393,958.46	0.02%
LUBRIZOL CORP 5.5% SR NT 01/OCT/2014 USD1000	N/A	549271AE4	354,000	391,393.02	0.02%
COMCAST CORP(NEW) 6.95% SNR NTS 15/AUG/2037	N/A	20030NAV3	295,000	389,603.26	0.02%
OESTERREICHISCHE KONTROLLBANK AG 4.875% GTD BDS	N/A	676167AS8	350,000	388,724.35	0.02%
NATIONAL CITY CORP 4.90% 15/JAN/2015	N/A	635405AQ6	354,000	388,624.03	0.02%
FNMA MORTPASS 5.5% 01/APR/2033 CL PN# 555346	N/A	31385W5F2	353,523	388,835.55	0.02%
ALCAN INC 4.59% NTS 15/MAY/2013 USD1000	N/A	013716AS4	372,000	387,048.52	0.02%
METLIFE INC 4.75% BDS 08/FEB/2021 USD1000	N/A	59156RAX6	350,000	388,178.00	0.02%
UBS AG(STAMFORD) 5.875% BDS 20/DEC/2017 USD1000 TR	N/A	90261XEM0	350,000	388,278.10	0.02%
DUKE CAPITAL CORP 6.75% BDS 15/FEB/2032 USD1000	N/A	26439RAK2	327,000	386,637.93	0.02%
GENERAL ELECTRIC CAPITAL CORP 5.3% BDS 11/FEB/2021	N/A	369622SM8	350,000	385,626.50	0.02%
VERIZON GLOBAL FDG CORP 4.375 01/JUN/2013	N/A	92344GAV8	369,000	386,159.98	0.02%
ANADARKO FINANCE CORP 7.5% BDS 01/MAY/2031 USD1000	N/A	032479AD9	298,000	383,812.08	0.02%
YUM BRANDS INC 6.875% SNR NTS 15/NOV/2037 USD1000	N/A	988498AD3	300,000	384,359.70	0.02%
ASSOCIATE CORP 6.95% DEBS 01/NOV/2018 USD1000	N/A	046003JU4	339,000	383,476.12	0.02%
FLORIDA POWER CORP 341099CB3 5.9% 01/MAR/2033	N/A	341099CB3	318,000	381,354.82	0.02%
BRITISH TELECOM 9.125%-VAR BDS 15/DEC/2030 USD	N/A	111021AE1	250,000	380,284.25	0.02%
EUROPEAN INVESTMENT BANK 5.125% BDS 30/MAY/2017	N/A	298785EG7	325,000	380,087.18	0.02%
FHLMCGLD MORTPASS 4% 01/DEC/2041 G0 PN# G06842	N/A	3128M85B6	361,253	379,710.36	0.02%
UFJ FINANCE ARUBA AEC 6.75% 15/JUL/2013	N/A	902671AA4	354,000	377,689.33	0.02%
BEAR STEARNS 4.65 02/JUL/2018	N/A	073902CD8	354,000	376,386.61	0.02%
HOME DEPOT INC SR NT 5.875% 16/DEC/2036	N/A	437076AS1	300,000	375,188.40	0.02%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 832837	N/A	31407KHN2	342,991	376,777.21	0.02%
COMCAST CORP 7.05% 15/MAR/2033	N/A	20030NAC5	295,000	373,937.58	0.02%
TALISMAN ENERGY INC 5 75% NTS 15/MAY/2035 USD1000	N/A	87425EAH6	350,000	369,310.20	0.02%
FNMA MORTPASS 4% 01/JAN/2031 CT PN# AB2121	N/A	31416XLB4	346,153	367,123.01	0.02%
WELLPOINT INC 5.25% NTS 15/JAN/2016 USD1000	N/A	94973VAK3	324,000	366,088.25	0.02%
CREDIT SUISSE GUERNSEY VAR PERP	N/A	225448AA7	400,000	364,000.00	0.02%
QUEST DIAGNOSTICS INC 5.45% BDS 01/NOV/2015	N/A	74834LAL4	324,000	363,571.09	0.02%
CANADIAN PACIFIC RAILWAYS 4.5% BDS 15/JAN/2022	N/A	13645RAP9	350,000	361,879.35	0.02%
EXPRESS SCRIPTS IN 3.125% NTS 15/MAY/2016 USD1000	N/A	302182AF7	350,000	361,830.35	0.02%
JPMORGAN CHASE & CO 4.25% BDS 15/OCT/2020 USD1000	N/A	46625HHU7	350,000	362,061.35	0.02%
BECTON DICKINSON & CO 3.125% BDS 08/NOV/2021	N/A	075887BA6	350,000	360,263.40	0.02%
JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100	N/A	46625HJA9	350,000	360,370.85	0.02%
MORGAN STANLEY 7.25% NTS 01/APR/2032 USD1000	N/A	617446HD4	324,000	360,666.11	0.02%
ENCANA CORP 4.75% 15/OCT/2013	N/A	292505AB0	339,000	356,351.04	0.02%
LOWES COMPANIES INC 5.8% BDS 15/OCT/2036 USD1000	N/A	548661CL9	300,000	356,061.30	0.02%
BANC ONE CORP 8% SUB NTS 29/APR/2027 USD1000	N/A	059438AK7	290,000	351,821.91	0.02%
FHLMCGLD MORTPASS 4.5% 01/JUN/2031 C9 PN# C91377	N/A	3128P7Q63	330,521	351,555.28	0.02%
PLAINS ALL AMERICAN PIPELINE LP 5.625% SNR NTS	N/A	72650RAB8	330,000	351,671.43	0.02%
CITIGROUP INC 6.625% BDS 15/JUN/2032 USD1000	N/A	172967BL4	333,000	351,864.78	0.02%
NATIONAL RURAL UTILITIES 4.75% 01/MAR/2014	N/A	637432DC6	324,000	349,195.21	0.02%
DU PONT(E.I.)DE NEMOURS & CO 4.9% NTS 15/JAN/2041	N/A	263534CC1	300,000	346,415.70	0.02%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	250,000	346,184.25	0.02%
NEWS AMERICA INC 6.55% BDS 15/MAR/2033 USD1000	N/A	652482BC3	300,000	343,787.40	0.02%
AT&T INC 5.625% BDS 15/JUN/2016 USD1000	N/A	78387GAL7	295,000	344,229.90	0.02%
CATERPILLAR FINANCIAL SERVICES CORP 5.5% MTN	N/A	14912L2Y6	295,000	341,892.02	0.02%
CONOCOPHILLIPS AUSTRALIA FUNDING CO 5.5% NTS	N/A	20825RAB7	324,000	341,400.10	0.02%
UNITEDHEALTH GROUP INC 5.375% BDS 15/MAR/2016	N/A	91324PAQ5	295,000	340,829.43	0.02%
ENTERPRISE PRODUCTS OPER 6.125% 15/OCT/2039	N/A	29379VAG8	285,000	340,346.15	0.02%
DOMINION RESOURCES INC(VIRGINIA) 8.875% BDS	N/A	25746UBG3	250,000	337,182.25	0.02%
DOW CHEMICAL CO 5.9% BDS 15/FEB/2015 USD1000	N/A	260543CA9	300,000	338,620.20	0.02%
NORTHEAST OHIO REGL SWR DIST WASTWT 6.038% BDS	N/A	663903DM1	300,000	338,097.00	0.02%
CANADA(GOVT OF) 2.375% BDS 10/SEP/2014 USD5000	N/A	135087ZA5	320,000	336,113.60	0.02%
MICROSOFT CORP 4.5% BDS 01/OCT/2040 USD1000	N/A	594918AJ3	300,000	335,168.70	0.02%
BAY AREA TOLL AUTH CALIF 6.263% BDS 01/APR/2049	N/A	072024ND0	250,000	333,645.00	0.02%
ONTARIO(PROVINCE OF) 4.75% BDS 19/JAN/2016 USD5000	N/A	683234YB8	295,000	334,466.28	0.02%
KROGER CO 7.5% CO GTD NTS 01/APR/2031 USD1000	N/A	501044BZ3	257,000	334,180.18	0.02%
CALIFORNIA STATE 5.45% BDS 01/APR/2015 USD5000	N/A	13063A5C4	300,000	329,274.00	0.02%
AMERICA MOVIL SAB DE CV 5.75% BDS 15/JAN/2015	N/A	02364WAH8	295,000	328,217.00	0.02%
BHP BILLITON FINANCE 5.25% 15/DEC/2015	N/A	055451AB4	285,000	328,414.62	0.02%
CAPITAL ONE FINANCIAL 5.25% DUE 21/FEB/2017	N/A	14040HAL9	304,000	327,242.93	0.02%
GENERAL ELECTRIC CAPITAL CORP 5% MTN 08/JAN/2016	N/A	36962GU69	295,000	328,428.81	0.02%
MCKESSON CORP 6% BDS 01/MAR/2041 USD1000	N/A	58155QAE3	250,000	328,484.50	0.02%
PROGRESS ENERGY INC 7.75% SNR NTS 01/MAR/2031	N/A	743263AE5	236,000	328,273.17	0.02%
ERP OPERATING 5.375% SNR NTS 01/AUG/2016 USD1000	N/A	26884AAU7	295,000	328,665.70	0.02%
ALCAN INC 5.00 01/JUN/2015	N/A	013716AV7	295,000	326,036.07	0.02%
ASTRAZENECA PLC 5.4% 01/JUN/2014	N/A	046353AA6	295,000	327,133.17	0.02%
PETRO-CANADA 5.95% BDS 15/MAY/2035 USD1000	N/A	71644EAG7	271,000	327,105.67	0.02%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	300,000	326,242.50	0.02%
CENTERPOINT ENERGY RESOURCES CORP 4.5% SNR NT	N/A	15189WAG5	305,000	326,205.74	0.02%
MIDAMERICAN ENERGY HLDGS 6.5% SNR BDS 15/SEP/2037	N/A	59562VAR8	250,000	323,975.25	0.02%
ANHEUSER BUSCH INBEV WORLDWIDE INC 5% GTD NTS	N/A	03523TAV0	275,000	321,947.45	0.02%
WESTERN UNION COMPANY (THE) 6.2% NTS 17/NOV/2036	N/A	959802AH2	300,000	322,551.00	0.02%
CANADIAN NATIONAL RAILWAY CO 6.9% NOTES	N/A	136375BD3	242,000	322,797.99	0.02%
AETNA INC 6.625% NTS 15/JUN/2036 USD1000	N/A	00817YAF5	250,000	320,425.25	0.02%
PRUDENTIAL FINANCIAL INC 5.1% 20/SEP/2014	N/A	74432QAE5	295,000	319,913.64	0.02%
CIGNA CORPORATION SR NT 4.5% 15/MAR/2021	N/A	125509BP3	300,000	317,872.20	0.02%
GNMA I MORTPASS 6.5% 15/MAR/2032 SP PN# 781916	N/A	36241KDV7	275,262	317,971.61	0.02%
POLAND(REPUBLIC OF) 5% NTS 23/MAR/2022 USD1000	N/A	857524AB8	300,000	318,390.00	0.02%
AT&T INC 6.5% BDS 01/SEP/2037 USD1000	N/A	00206RAD4	250,000	315,918.75	0.02%
DUKE ENERGY CAROLINAS LLC 4.25% BDS 15/DEC/2041	N/A	26442CAM6	300,000	316,634.70	0.02%
TELECOM ITALIA CAPITAL 6% NTS 30/SEP/2034 USD1000	N/A	87927VAM0	380,000	316,350.00	0.02%
PACIFIC GAS & ELECTRIC CO 3.5% BDS 01/OCT/2020	N/A	694308GT8	300,000	316,440.30	0.02%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/SEP/2037	N/A	195325BK0	225,000	315,337.50	0.02%
JAPAN FINANCE CORP 7.875% 02/FEB/2015	N/A	471065AC6	300,000	314,883.60	0.02%
PEPSICO INC 3.125% 01/NOV/2020	N/A	713448BR8	300,000	313,862.70	0.02%
INTERNATIONAL FINANCE CORP 2.25% NTS 11/APR/2016	N/A	45950KBN9	300,000	315,294.60	0.02%
HYDRO-QUEBEC 8.4% GTD DEB 15/JAN/2022 USD1000	N/A	448814DX8	220,000	315,454.48	0.02%
PITNEY BOWES INC 4.75 15/JAN/2016	N/A	72447XAA5	295,000	312,298.21	0.02%
SLM CORP 6.25% BDS 25/JAN/2016 USD1000	N/A	78442FEK0	300,000	313,500.00	0.02%
CSX CORP 3.7% NTS 30/OCT/2020 USD1000	N/A	126408GT4	300,000	310,629.60	0.02%
ENTERPRISE PRODUCTS OPER 6.45% 01/SEP/2040	N/A	29379VAQ6	250,000	309,973.25	0.02%
SOUTH CAROLINA ELEC & GAS CO 1ST MG BD 6.5%	N/A	837004CC2	250,000	311,387.00	0.02%
VERIZON COMMUNICATIONS INC 6% BDS 01/APR/2041	N/A	92343VAW4	250,000	311,322.00	0.02%
ST JUDE MED INC SR NT 2.5% 15/JAN/2016	N/A	790849AH6	300,000	310,924.50	0.02%
PEOPLE'S REP OF CHINA BND 4.75% 29/OCT/2013	N/A	712219AJ3	295,000	311,800.25	0.02%
PEPSICO INC 5.5% BDS 15/JAN/2040 USD2000	N/A	713448BP2	250,000	310,591.00	0.02%
MEDCO HEALTH SOLUTIONS INC 4.125% BDS 15/SEP/2020	N/A	58405UAG7	300,000	311,541.30	0.02%
GNMA I MORTPASS 5.5% 15/JUL/2039 SF PN# 704630	N/A	36296XY32	278,908	310,783.67	0.02%
FNMA MORTPASS 5% 01/DEC/2021 CI PN# 906708	N/A	31411FKV5	287,313	310,849.43	0.02%
DEVON ENERGY CORP(NEW) 2.4% BDS 15/JUL/2016	N/A	25179MAJ2	300,000	310,830.00	0.02%
AT&T INC 6.3% SNR NTS 15/JAN/2038 USD1000	N/A	00206RAG7	250,000	308,970.50	0.02%
KILROY REALTY CORP 4.8% BDS 15/JUL/2018 USD1000	N/A	49427RAH5	300,000	308,490.00	0.02%
GNMA I MORTPASS 6.5% 15/NOV/2032 SF PN# 552903	N/A	36213FGL1	264,936	309,091.87	0.02%
GNMA I MORTPASS 4% 15/NOV/2041 SF PN# 762412	N/A	36176CYH2	286,767	309,271.59	0.02%
EL PASO NATURAL GAS 8.375% NTS 15/JUN/2032	N/A	283695BK9	250,000	309,491.00	0.02%
DOMINION RESOURCES INC(VIRGINIA) 5.95% SNR NTS	N/A	25746UAV1	251,000	308,050.29	0.02%
CANADIAN NATURAL RESOURCES 4.9% 01/DEC/2014	N/A	136385AF8	280,000	309,417.92	0.02%
CANADIAN NATIONAL RAILWAY CO 6.2% BDS 01/JUN/2036	N/A	136375BN1	236,000	308,101.78	0.02%
BANK OF AMERICA CORP 6% MTN 15/JUN/2016 USD1000	N/A	06050TJP8	295,000	308,808.07	0.02%
BAY AREA TOLL AUTH CALIF 6.793% BDS 01/APR/2030	N/A	072024NT5	250,000	306,715.00	0.02%
WISCONSIN ELEC PWR 2.95% BDS 15/SEP/2021 USD100	N/A	976656CD8	300,000	306,846.00	0.02%
SOUTHERN CO 2.375% BDS 15/SEP/2015 USD1000	N/A	842587CG0	300,000	307,735.20	0.02%
IDEX CORP 4.2% BDS 15/DEC/2021 USD1000	N/A	45167RAF1	300,000	307,652.70	0.02%
FNMA MORTPASS 7% 01/OCT/2037 CL PN# 947831	N/A	31413KPQ8	269,135	306,470.33	0.02%
INTER AMERICAN DEVELOPMENT BANK 1.75% NTS	N/A	B4NJX80	300,000	305,970.00	0.02%
NEW YORK CITY MUN WATER FIN AUTH 5.44% BDS	N/A	64972FT63	250,000	305,232.50	0.02%
GOOGLE INC 1.25% BDS 19/MAY/2014 USD1000	N/A	38259PAA0	300,000	305,586.90	0.02%
ROYAL BANK OF CANADA 1.45% BDS 30/OCT/2014 USD1000	N/A	78008TXA7	300,000	304,940.70	0.02%
RUTGERS ST UNIV N J TAXABLE-SER H-BUILD AMER BDS	N/A	783186NH8	250,000	305,930.00	0.02%
KRAFT FOODS INC 6.5% BDS 11/AUG/2017 USD2000	N/A	50075NAS3	250,000	303,407.75	0.02%
PUERTO RICO COMNWLTH GOVT DEV BANK 3.67% BDS	N/A	745177EW1	300,000	303,780.00	0.02%
HEWLETT-PACKARD CO 1.55% BDS 30/MAY/2014 USD100	N/A	428236BK8	300,000	301,903.80	0.02%
UNION PACIFIC CORP 6.25% BDS 01/MAY/2034 USD1000	N/A	907818CU0	236,000	300,832.98	0.02%
PFIZER INC 4.65% 01/MAR/2018	N/A	717081AQ6	265,000	300,845.23	0.02%
PETROLEOS MEXICANOS 5.5% NTS 21/JAN/2021 USD1000	N/A	71654QAX0	275,000	301,620.00	0.02%
LOWES COS INC 6.5% NTS 15/MAR/2029 USD1000	N/A	548661AK3	236,000	298,822.26	0.02%
MORGAN STANLEY 5.75% NTS 25/JAN/2021 USD1000	N/A	61747WAF6	300,000	297,369.60	0.02%
NEWS AMERICA INC 6.150% SNR NT 15/FEB/2041 USD1000	N/A	652482CE8	250,000	297,532.75	0.02%
OHIO POWER CO 6.6% BDS 15/FEB/2033 USD1000	N/A	677415CF6	236,000	297,832.94	0.02%
TELECOM ITALIA CAPITAL 4.95% NTS 30/SEP/2014	N/A	87927VAL2	295,000	297,581.25	0.02%
AMERICAN EXPRESS CO FLTG RTE DEB 01/SEP/2066	N/A	025816AU3	290,000	295,800.00	0.02%
VODAFONE GROUP 7.875% NOTES 15/FEB/2030 USD1000	N/A	92857TAH0	206,000	294,762.10	0.02%
GRUPO TELEVISA SA DE CV 6.625% SNR NTS 15/JAN/2040	N/A	40049JAZ0	250,000	294,568.75	0.02%
TRAVELERS COMPANIES INC 5.35% NTS 01/NOV/2040	N/A	89417EAH2	250,000	293,820.75	0.02%
SIMON PROPERTY GROUP INC 5.65% NTS 01/FEB/2020	N/A	828807CD7	250,000	294,252.00	0.02%
HARTFORD FINANCIAL SERVICES GRP INC 6.1% SNR NTS	N/A	416515AP9	309,000	292,756.49	0.02%
MCDONALD'S CORP 4.875% NTS 15/JUL/2040 USD1000	N/A	58013MEK6	250,000	293,402.25	0.02%
FNMA MORTPASS 5.5% 01/FEB/2022 CI PN# 928106	N/A	31412LDK3	267,214	290,973.81	0.02%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	731011AR3	250,000	292,500.00	0.02%
WAL-MART STORES INC 5.0% BDS 25/OCT/2040 USD1000	N/A	931142CY7	250,000	290,873.75	0.02%
ATMOS ENERGY CORP 4.95% SNR NTS 15/OCT/2014 USD	N/A	049560AF2	265,000	289,384.24	0.02%
BURLINGTON NORTHERN SANTA FE CORP 7.95% BDS	N/A	12189TAR5	206,000	290,462.68	0.02%
US BANK NA 4.95% BDS 30/OCT/2014 USD1000	N/A	90331HKP7	265,000	290,129.69	0.02%
METLIFE INC 5.5% NTS 15/JUN/2014 USD1000	N/A	59156RAH1	265,000	289,888.27	0.02%
INTER AMERICAN DEVELOPMENT BANK 3% MTN 22/APR/2014	N/A	4581X0BD9	275,000	289,875.58	0.02%
HESS CORP 5.6% BDS 15/FEB/2041 USD1000	N/A	42809HAD9	250,000	290,568.00	0.02%
FNMA MORTPASS 7% 01/APR/2037 CL PN# 923834	N/A	31412FLP6	254,736	290,073.27	0.02%
CBS CORP 5.75% BDS 15/APR/2020 USD1000	N/A	124857AD5	250,000	287,944.50	0.02%
MACY'S INC 5.9% NTS 01/DEC/2016 USD1000	N/A	314275AA6	250,000	287,692.25	0.02%
MELLON FUNDING CORP 5.00% 01/DEC/2014	N/A	585515AD1	265,000	287,994.05	0.02%
PEPSI BOTTLING GROUP INC 7% SNR NTS 01/MAR/2029	N/A	713409AC4	206,000	287,574.35	0.02%
XEROX CORP 6.35% BDS 15/MAY/2018 USD2000	N/A	984121BW2	250,000	287,927.25	0.02%
XCEL ENERGY INC 5.613% 01/APR/2017	N/A	98389BAK6	248,000	287,440.93	0.02%
WESTAR ENERGY INC 6% 01/JUL/2014	N/A	95709TAA8	265,000	288,568.31	0.02%
PETROHAWK ENERGY CORP 7.25% SR NT 15/AUG/2018	N/A	716495AL0	250,000	285,937.50	0.01%
DETROIT EDISON CO 6.62% AST BKD 01/MAR/2016	N/A	250854AF3	250,000	283,179.68	0.01%
NEWS AMERICA INC 6.2% BDS 15/DEC/2034 USD1000	N/A	652482BJ8	245,000	284,244.10	0.01%
KINDER MORGAN ENERGY PARTNERS 6.375% NTS	N/A	494550BH8	250,000	284,220.00	0.01%
DEUTSCHE BANK AG LONDON 3.25% BDS 11/JAN/2016	N/A	2515A14E8	275,000	281,756.48	0.01%
SOUTHERN NATURAL GAS CO 5.9% NTS 01/APR/2017	N/A	843452BC6	250,000	282,928.25	0.01%
XCEL ENERGY INC 4.7% NTS 15/MAY/2020 USD1000	N/A	98389BAM2	250,000	283,050.00	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00854	N/A	3128PB5P5	259,652	280,398.12	0.01%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 840102	N/A	31407TKP4	254,074	280,054.30	0.01%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 883922	N/A	31410BAX2	255,209	280,348.13	0.01%
GENERAL ELECTRIC CAPITAL CORP FLTG RATE NTS	N/A	36962G3M4	275,000	279,125.00	0.01%
PSEG POWER LLC 5.125% SR NTS 15/APR/2020 USD1000	N/A	69362BAW2	250,000	277,958.75	0.01%
WYETH 6.50% 01/FEB/2034	N/A	983024AG5	206,000	277,662.66	0.01%
COVENTRY HEALTH CARE INC SR NT 5.45% 15/JUN/2021	N/A	222862AJ3	250,000	277,298.25	0.01%
WELLS FARGO CAP 10 FRN GTD 01/DEC/2086 USD1000	N/A	94978SAA7	275,000	276,375.00	0.01%
INTER AMERICAN DEVELOPMENT BANK 5.125% NTS	N/A	4581X0AM0	235,000	275,915.85	0.01%
ENERGY TRANSFER PARTNERS L.P. 5.95% NTS	N/A	29273RAB5	250,000	273,873.00	0.01%
JPMORGAN CHASE & CO 4.75% 01/MAR/2015	N/A	46625HCE8	254,000	275,167.85	0.01%
SLM CORP 8% LN STK 25/MAR/2020 USD1000	N/A	78442FEJ3	250,000	275,000.00	0.01%
PUBLIC SERV CO OF COLO 5.5% 01/APR/2014	N/A	744448BX8	251,000	275,462.46	0.01%
CITIGROUP INC 5.375% BDS 09/AUG/2020 USD1000	N/A	172967FF3	250,000	272,196.75	0.01%
GNMA I MORTPASS 4% 15/NOV/2041 SF PN# 779718	N/A	36176YAT4	253,515	273,410.15	0.01%
CONAGRA INC 7% SNR NOTES 01/OCT/2028 USD1000	N/A	205887AR3	221,000	271,754.64	0.01%
SOUTHERN COPPER CORP 6.75% BDS 16/APR/2040 USD1000	N/A	84265VAE5	250,000	272,340.75	0.01%
NEWMONT USA LTD	N/A	651639AE6	236,000	271,801.20	0.01%
FRANCE TELECOM 5.375% BDS 13/JAN/2042 USD1000	N/A	35177PAX5	250,000	272,160.75	0.01%
ASTRAZENECA PLC 6.45% NTS 15/SEP/2037 USD1000	N/A	046353AD0	200,000	271,141.00	0.01%
WEATHERFORD INTERNATIONAL LTD 9.625% SRN	N/A	947075AF4	200,000	270,961.20	0.01%
TRANSCANADA PIPELINES 3.8% BDS 01/OCT/2020 USD1000	N/A	893526DK6	250,000	271,373.75	0.01%
FNMA MORTPASS 5.5% 01/DEC/2021 CI PN# 905586	N/A	31411ECX3	247,908	270,080.84	0.01%
CORNING INC 4.25% NT 15/AUG/2020 USD1000	N/A	219350AU9	250,000	270,305.00	0.01%
ANHEUSER-BUSCH COS INC 5% BDS 01/MAR/2019 USD1000	N/A	035229CW1	236,000	268,957.40	0.01%
NEWS AMERICA INC 4.5% SNR NT 15/FEB/2021 USD1000	N/A	652482CB4	250,000	269,511.00	0.01%
STATOIL ASA GTD NT 3.125% 17/AUG/2017	N/A	85771PAB8	250,000	268,804.75	0.01%
MORGAN STANLEY 3.8% SNR NT 29/APR/2016 USD1000	N/A	61747YDD4	275,000	268,231.43	0.01%
FNMA MORTPASS 7% 01/DEC/2036 CL PN# 907252	N/A	31411F5M2	231,220	267,864.52	0.01%
KELLOGG CO 4% NTS 15/DEC/2020 USD1000	N/A	487836BD9	250,000	267,225.50	0.01%
UNILEVER CAPITAL CORP 5.90% 12NOV15/NOV/2032	N/A	904764AH0	206,000	267,521.08	0.01%
THERMO FISHER SCIENTIFIC INC SR NT 3.6%	N/A	883556AZ5	250,000	266,558.25	0.01%
ONTARIO(PROVINCE OF) 3% BDS 16/JUL/2018 USD5000	N/A	68323AAU8	250,000	266,113.50	0.01%
ANHEUSER BUSCH INBEV WORLDWIDE GTD NT 2.875%	N/A	03523TBA5	250,000	265,736.25	0.01%
PUBLIC SERV CO COL 3.2% NTS 15/NOV/2020 USD1000	N/A	744448CD1	250,000	265,060.00	0.01%
MICROSOFT CORP 2.5% NTS 08/FEB/2016 USD1000	N/A	594918AK0	250,000	264,844.00	0.01%
ENTERPRISE PRODUCTS OPERATING LLC 4.05% BDS	N/A	29379VAU7	250,000	265,193.25	0.01%
BUCKEYE PTNRS LP 4.875% BDS 01/FEB/2021 USD1000	N/A	118230AJ0	250,000	263,427.50	0.01%
CITIGROUP INC 5.875% BDS 29/MAY/2037 USD1000	N/A	172967EC1	250,000	262,966.75	0.01%
MORGAN STANLEY 6% SNR NTS 28/APR/2015 USD1000	N/A	61747YCE3	250,000	263,347.75	0.01%
ENTERPRISE PRODUCTS OPERATING LLC 3.2% BDS	N/A	29379VAS2	250,000	263,673.00	0.01%
DIGITAL REALTY TRUST LP 5.25% NTS 15/MAR/2021	N/A	25389JAJ5	250,000	263,269.75	0.01%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	250,000	260,258.75	0.01%
ROYAL BANK OF SCOTLAND GROUP PLC 5.625% BDS	N/A	78010XAE1	250,000	260,204.00	0.01%
PETROLEOS MEXICANOS 4.875% BDS 24/JAN/2022 USD1000	N/A	71656LAL5	250,000	261,750.00	0.01%
MOSAIC CO(THE) 3.75% BDS 15/NOV/2021 USD1000	N/A	61945CAA1	250,000	260,798.00	0.01%
ITALY(REPUBLIC OF) 6.875% DEBS 27/SEP/2023 USD1000	N/A	465410AH1	251,000	261,416.50	0.01%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	250,000	261,453.25	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4G4	238,975	261,128.15	0.01%
DR PEPPER SNAPPLE GROUP INC SR NT 2.9% 15/JAN/2016	N/A	26138EAM1	250,000	261,401.25	0.01%
DIRECTV HLDGS/FINANCE 3.125% BDS 15/FEB/2016	N/A	25459HAV7	250,000	260,953.25	0.01%
DELL INC 7.1% DEBS 15/APR/2028 USD1000	N/A	247025AE9	206,000	261,898.92	0.01%
AMERISOURCEBERGEN CORP 3.5% BDS 15/NOV/2021	N/A	03073EAJ4	250,000	261,744.00	0.01%
FLORIDA POWER & LIGHT CO 4.125% BDS 01/FEB/2042	N/A	341081FF9	250,000	258,412.25	0.01%
VALE OVERSEAS LTD 4.375% BDS 11/JAN/2022 USD1000	N/A	91911TAM5	250,000	259,065.00	0.01%
RAYTHEON CO 3.125% BDS 15/OCT/2020 USD1000	N/A	755111BT7	250,000	259,534.50	0.01%
PROCTER & GAMBLE CO 1.8% BDS 15/NOV/2015 USD2000	N/A	742718DS5	250,000	258,896.50	0.01%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	250,000	257,920.00	0.01%
BHP BILLITON FINANCE 3.25% BDS 21/NOV/2021 USD1000	N/A	055451AL2	250,000	258,059.00	0.01%
CORP ANDINA DE FOMENTO 3.75% BDS 15/JAN/2016	N/A	219868BP0	250,000	257,011.25	0.01%
TORONTO-DOMINION BANK 2.375% BDS 19/OCT/2016	N/A	89114QAE8	250,000	257,750.25	0.01%
UNITED PARCEL SERVICE OF AMERICA STEP UP NOTES	N/A	911308AB0	177,000	258,152.55	0.01%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	236,000	258,065.53	0.01%
LANDWIRTSCHAFTLICHE RENTENBANK 2.125% BDS	N/A	515110BE3	250,000	257,914.25	0.01%
GENERAL ELECTRIC CAPITAL CORP 2.25% BDS	N/A	36962G4T8	250,000	257,135.50	0.01%
EASTMAN CHEMICAL CO 3% BDS 15/DEC/2015 USD1000	N/A	277432AJ9	250,000	257,023.75	0.01%
AMGEN INC 2.3% BDS 15/JUN/2016 USD1000	N/A	031162BF6	250,000	255,692.25	0.01%
BNP PARIBAS 5.0% BDS 15/JAN/2021 USD1000	N/A	05567LT31	250,000	255,788.75	0.01%
XEROX CORP 4.5% BDS 15/MAY/2021 USD1000	N/A	984121CD3	250,000	255,141.00	0.01%
UBS PFD FUNDING TRUST V FLOATING RATE PFD PERP	N/A	90264AAA7	275,000	255,200.00	0.01%
SARA LEE CORP 2.75% 15/SEP/2015	N/A	803111AR4	250,000	255,325.50	0.01%
RAYTHEON CO 6.4% BDS 15/DEC/2018 USD1000	N/A	755111AU5	206,000	254,707.88	0.01%
OEKB OEST KONTROLLBANK 4.5% 09/MAR/2015	N/A	676167AQ2	236,000	255,167.92	0.01%
GTE CORP 6.84% DEB 15/APR/2018 USD1000	N/A	362320AZ6	206,000	254,722.71	0.01%
GNMA I MORTPASS 4% 15/SEP/2040 SF PN# 733312	N/A	3620ALVD3	235,071	254,621.27	0.01%
EQT CORP 4.875% BDS 15/NOV/2021 USD1000	N/A	26884LAB5	250,000	255,761.75	0.01%
CAPITAL ONE CAPITAL III 7.686% BDS 01/AUG/2066	N/A	14042BAA4	250,000	254,375.00	0.01%
TEXAS INSTRUMENTS INC 1.375% BDS 15/MAY/2014	N/A	882508AQ7	250,000	254,211.50	0.01%
WESTPAC BANKING CORP 2.1% BDS 02/AUG/2013 USD1000	N/A	961214BM4	250,000	253,198.25	0.01%
TOYOTA MOTOR CREDIT CORP 1.25% BDS 17/NOV/2014	N/A	89233P5N2	250,000	253,327.50	0.01%
KEY BANK USA 6.95% SUB DEB 01/FEB/2028 USD1000	N/A	49306CAB7	225,000	253,333.58	0.01%
PROCTER & GAMBLE CO 1.45% BDS 15/AUG/2016 USD1000	N/A	742718DV8	250,000	254,057.50	0.01%
LOCKHEED MARTIN CORP 5.72% NTS 01/JUN/2040 USD1000	N/A	539830AW9	215,000	253,905.97	0.01%
HYUNDAI CAPITAL AMERICA 4% BDS 08/JUN/2017 USD1000	N/A	44923QAB0	250,000	254,081.00	0.01%
BARRICK GOLD FIN 4.875% DUE 15/NOV/2014	N/A	06849VAB9	230,000	251,691.53	0.01%
DOVERLAND CORP 4.875 15/OCT/2015	N/A	260003AE8	224,000	252,410.82	0.01%
CAMPBELL SOUP COMPANY 4.875% 01/OCT/2013	N/A	134429AS8	236,000	251,759.14	0.01%
EBAY INC 0.875% BDS 15/OCT/2013 USD1000	N/A	278642AA1	250,000	251,901.00	0.01%
GNMA I MORTPASS 6.5% 15/NOV/2033 SF PN# 604788	N/A	36200M2V4	215,489	251,404.16	0.01%
FNMA MORTPASS 7% 01/DEC/2037 CL PN# 928940	N/A	31412MBH0	220,299	250,859.42	0.01%
BLACK & DECKER CORP 4.75% SNR NTS 01/NOV/2014	N/A	091797AM2	230,000	249,886.95	0.01%
RABOBANK NEDERLAND 2.125% 13/OCT/2015	N/A	21685WBL0	250,000	250,040.75	0.01%
METROPOLITAN EDISON CO 4.875% SNR NTS 01/APR/2014	N/A	591894BW9	236,000	249,944.53	0.01%
ARIZONA PUB SERVICE CO 5.5% 01/SEP/2035	N/A	040555CH5	215,000	248,305.44	0.01%
BHP BILLITON FINANCE BV 4.8% DUE 15/APR/2013	N/A	055451AA6	236,000	247,361.75	0.01%
HSBC BANK USA 5.625% 15/AUG/2035	N/A	4042Q1AB3	250,000	248,156.75	0.01%
MORGAN STANLEY 5.5% BDS 28/JUL/2021 USD100	N/A	61747WAL3	250,000	247,691.50	0.01%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 728721	N/A	31402GSJ3	225,553	246,462.39	0.01%
ALCAN INC 5.75% 01/JUN/2035	N/A	013716AW5	206,000	243,458.22	0.01%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	731011AP7	224,000	244,160.00	0.01%
GOODRICH (BF) CO 6.8% 01/JUL/2036	N/A	382388AU0	185,000	243,143.28	0.01%
AMERICAN INTERNATIONAL GROUP INC 6.25% BDS	N/A	026874BE6	275,000	243,375.00	0.01%
NBCUNIVERSAL MEDIA LLC 5.95% BDS 01/APR/2041	N/A	63946BAG5	200,000	242,968.00	0.01%
SANTA CLARA VY CALIF TRANSN AUTH SALES TAX REV	N/A	80168NEP0	200,000	242,618.00	0.01%
TRAVELERS PROP CAS 6.375% BDS 15/MAR/2033 USD1000	N/A	89420GAE9	192,000	241,159.30	0.01%
BARCLAYS BANK PLC 5.14% NTS 14/OCT/2020 USD1000	N/A	06739GBP3	250,000	240,448.50	0.01%
MOTOROLA SOLUTIONS INC 7.5% BDS 15/MAY/2025	N/A	620076AH2	206,000	240,519.83	0.01%
HYDRO-QUEBEC 8.875% 01/MAR/2026	N/A	448814CP6	156,000	240,688.03	0.01%
APPALACHIAN POWER CO 5.8% 01/OCT/2035	N/A	037735CE5	206,000	238,658.42	0.01%
BAKER HUGHES INC 5.125% BDS 15/SEP/2040 USD1000	N/A	057224AZ0	200,000	237,997.40	0.01%
ORACLE CORP 5% LN STK 08/JUL/2019 USD1000	N/A	68389XAG0	200,000	238,410.60	0.01%
MEDCO HEALTH SOLUTIONS INC 7.125% BDS 15/MAR/2018	N/A	58405UAD4	200,000	237,833.80	0.01%
AMERICAN EXPRESS CO NT 6.15% 28/AUG/2017	N/A	025816AX7	200,000	235,768.00	0.01%
CISCO SYSTEMS INC SR NT 4.95% 15/FEB/2019	N/A	17275RAE2	200,000	235,986.00	0.01%
SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 08/MAR/2041	N/A	836205AP9	200,000	236,750.00	0.01%
GLAXOSMITHKLINE CAP INC 5.375% 15/APR/2034	N/A	377372AB3	201,000	235,367.78	0.01%
KRAFT FOODS INC 6.5% BDS 01/NOV/2031 USD1000	N/A	50075NAC8	189,000	236,475.29	0.01%
BOSTON SCIENTIFIC CORP SR NT 6% 15/JAN/2020	N/A	101137AK3	200,000	233,688.80	0.01%
GOLDMAN SACHS CAPITAL I 6.345% 15/FEB/2034	N/A	38143VAA7	250,000	234,098.75	0.01%
DOMINION RESOURCES INC(VIRGINIA) 5.2% BDS	N/A	25746UBH1	200,000	233,116.60	0.01%
XCEL ENERGY INC 6.5% BDS 01/JUL/2036 USD1000	N/A	98389BAH3	177,000	232,727.57	0.01%
PHARMACIA CORP 6.6% DEBS 01/DEC/2028 USD1000	N/A	71713UAW2	177,000	233,209.36	0.01%
AFLAC INC 6.45% BDS 15/AUG/2040 USD1000	N/A	001055AF9	200,000	231,240.80	0.01%
CATERPILLAR INC 6.05% NTS 15/AUG/2036 USD1000	N/A	149123BN0	177,000	230,550.29	0.01%
GNMA I MORTPASS 6% 15/SEP/2034 SP PN# 781804	N/A	36241KAD0	205,041	231,464.56	0.01%
JAPAN FIN CORP GTD BD 2.25% 13/JUL/2016	N/A	471065AH5	225,000	230,595.98	0.01%
SOUTHERN CAL EDISON 6% 15/JAN/2034	N/A	842400ES8	177,000	228,806.13	0.01%
TARGET CORP 7% DEB 15/JUL/2031 USD1000	N/A	87612EAF3	174,000	228,413.98	0.01%
WELLS FARGO COMPANY 5.125% 15SEPT15/SEP/2016	N/A	949746JE2	206,000	227,848.98	0.01%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	836205AJ3	206,000	227,372.50	0.01%
BP CAPITAL MARKETS 4.5% BDS 01/OCT/2020 USD1000	N/A	05565QBP2	200,000	225,634.80	0.01%
FNMA MORTPASS 5.5% 01/NOV/2021 CI PN# 902789	N/A	31411A7A7	205,810	224,217.82	0.01%
NATIONAL RURAL UTILITIES CO-OP 8% NTS 01/MAR/2032	N/A	637432CT0	159,000	225,691.28	0.01%
PRAXAIR INC 4.05% NTS 15/MAR/2021 USD1000	N/A	74005PAY0	200,000	225,309.00	0.01%
OGLETHORPE POWER CORP 5.25% BDS 01/SEP/2050 USD100	N/A	677050AH9	200,000	224,057.20	0.01%
INTERNATIONAL PAPER CO 5.3% BDS 01/APR/2015	N/A	460146BU6	206,000	225,703.49	0.01%
CONOCOPHILLIPS 5.9% BDS 15/OCT/2032 USD1000	N/A	20825CAF1	177,000	223,553.30	0.01%
TIME WARNER INC 5.375% BDS 15/OCT/2041 USD1000	N/A	887317AM7	200,000	222,073.20	0.01%
DOMINION RES(VIR) 4.9% BDS 01/AUG/2041 USD1000 C	N/A	25746UBM0	200,000	222,347.20	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53039	N/A	3128KFLU2	196,964	221,809.18	0.01%
ILLINOIS TOOL WORKS INC 4.875% BDS 15/SEP/2041	N/A	452308AM1	200,000	221,373.80	0.01%
ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE	N/A	452152HU8	200,000	221,462.00	0.01%
AMERICA MOVIL SA DE CV 6.375% 01/MAR/2035	N/A	02364WAJ4	177,000	218,340.30	0.01%
KROGER CO 5.4% BDS 15/JUL/2040 USD1000	N/A	501044CN9	200,000	219,068.00	0.01%
KINDER MORGAN ENER PART 494550AT3 5.8% 15/MAR/2035	N/A	494550AT3	206,000	219,261.87	0.01%
HCP INC 5.375% BDS 01/FEB/2021 USD1000	N/A	40414LAD1	200,000	219,222.60	0.01%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A16522	N/A	31296RG77	190,827	216,865.68	0.01%
SAFEWAY INC 5% LN STK 15/AUG/2019 USD1000	N/A	786514BR9	200,000	216,414.40	0.01%
TIME WARNER INC 6.875% BDS 15/JUN/2018 USD1000	N/A	887315AY5	176,000	217,302.10	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606308	N/A	36201XR59	193,964	216,283.81	0.01%
DUKE ENERGY INDIANA INC 1STM BD 3.75% 15/JUL/2020	N/A	263901AC4	200,000	215,199.60	0.01%
POLAND(REPUBLIC OF) 5.125% BDS 21/APR/2021 USD1000	N/A	857524AA0	200,000	214,500.00	0.01%
PROGRESSIVE CP(OH) 3.75% SNR NT 23/AUG/2021 USD	N/A	743315AN3	200,000	216,100.40	0.01%
CLIFFS NATURAL RESOURCES INC 4.875% BDS	N/A	18683KAD3	200,000	213,560.60	0.01%
MEXICO(UNITED MEXICAN STATES) 5.75% BDS	N/A	91086QAZ1	200,000	214,000.00	0.01%
UNIONBANCAL CORP NTS DUE 16/DEC/2013 5.25	N/A	904851AA0	206,000	213,419.91	0.01%
TRANSOCEAN SEDCO FOREX INC 7.5% NTS 15/APR/2031	N/A	893830AF6	177,000	213,039.15	0.01%
PLAINS ALL AMERN PIPELINE L P SR NT 3.95%	N/A	72650RAX0	200,000	212,376.40	0.01%
GILEAD SCIENCES INC 4.5% NTS 01/APR/2021 USD1000	N/A	375558AQ6	200,000	214,189.40	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2035 A4 PN# A47682	N/A	3128K8RB4	187,803	212,606.98	0.01%
FNMA MORTPASS 6.5% 01/FEB/2033 CL PN# 656559	N/A	31390UMG8	184,999	211,076.31	0.01%
ORIX CORP 5% BDS 12/JAN/2016 USD1000	N/A	686330AF8	200,000	211,270.80	0.01%
JOHNSON & JOHNSON 2.95% 01/SEP/2020	N/A	478160AW4	200,000	212,242.20	0.01%
FISERV INC 4.75% BDS 15/JUN/2021 USD1000	N/A	337738AL2	200,000	210,774.00	0.01%
AMER.ELEC.POWER 5.25% DUE 01/JUN/2015	N/A	025537AE1	192,000	210,393.02	0.01%
VF CORP 3.5% BDS 01/SEP/2021 USD1000	N/A	918204AV0	200,000	209,222.60	0.01%
ENERGY TRANSFER PARTNERS L.P. 4.65% BDS	N/A	29273RAN9	200,000	209,995.00	0.01%
BELLSOUTH CORP 079860AE2 6.55% 15/JUN/2034	N/A	079860AE2	177,000	208,760.00	0.01%
DANAHER CORP 2.3% SR NTS 23/JUN/2016 USD1000	N/A	235851AL6	200,000	208,293.20	0.01%
INTERNATIONAL BUS MACH CORP 2.9% NTS 01/NOV/2021	N/A	459200HA2	200,000	207,221.80	0.01%
NUSTAR LOGISTICS L P 4.8% GTD 01/SEP/2020 USD2000	N/A	67059TAB1	200,000	206,660.20	0.01%
WASTE MANAGEMENT INC 7% SNR NOTES 13/JUL/2028	N/A	902917AH6	162,000	206,737.92	0.01%
SMUCKER J M CO SR NT 3.5% 15/OCT/2021	N/A	832696AB4	200,000	206,819.80	0.01%
JAPAN FINANCE CORP 2.5% GTD BDS 18/MAY/2016	N/A	471065AG7	200,000	208,485.60	0.01%
FNMA MORTPASS 5.5% 01/JUN/2022 CI PN# 899438	N/A	31410WHP6	190,920	207,896.09	0.01%
EBAY INC 3.25% BDS 15/OCT/2020 USD1000	N/A	278642AC7	200,000	207,015.80	0.01%
BANK OF NEW YORK MELLON CORP 2.3% BDS 28/JUL/2016	N/A	06406HBX6	200,000	205,533.60	0.01%
GNMA I MORTPASS 6% 15/DEC/2034 SP PN# 781847	N/A	36241KBQ0	182,614	206,223.32	0.01%
PACIFICORP	N/A	695114BZ0	177,000	205,521.96	0.01%
MERCK & CO INC 5.95% DEB 01/DEC/2028 USD1000	N/A	589331AE7	162,000	205,253.68	0.01%
KOREA FINANCE CORP 4.625% BDS 16/NOV/2021 USD1000	N/A	50065TAC7	200,000	205,210.00	0.01%
BANK AMER N A CHARLOTTE N C 5.3% NTS 15/MAR/2017	N/A	06050TKN1	200,000	203,301.20	0.01%
ZIMMER HOLDINGS INC 3.375% BDS 30/NOV/2021 USD1000	N/A	98956PAC6	200,000	203,545.60	0.01%
CON EDISON CO OF NY 5.375% 15/DEC/2015	N/A	209111EK5	177,000	203,714.26	0.01%
ROYAL BANK OF SCOTLAND PLC 3.4% BDS 23/AUG/2013	N/A	78010XAD3	200,000	203,006.00	0.01%
PROCTER & GAMBLE CO 4.85% 15/DEC/2015	N/A	742718BZ1	177,000	204,552.17	0.01%
EUROPE(COUNCIL OF) 1.5% NTS 15/JAN/2015 USD1000	N/A	222213AC4	200,000	201,819.20	0.01%
ROYAL BANK OF SCOTLAND PLC 3.95% GTD 21/SEP/2015	N/A	78010XAG6	200,000	201,445.60	0.01%
OMNICOM GROUP INC 5.9% DEB 15/APR/2016 USD1000	N/A	681919AS5	177,000	202,790.32	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A22067	N/A	31296YJL8	177,190	200,813.68	0.01%
ARCELORMITTAL 5.5% BDS 01/MAR/2021 USD1000	N/A	03938LAU8	200,000	197,671.00	0.01%
KELLOGG CO 7.45% BDS 01/APR/2031 USD1000	N/A	487836AT5	147,000	198,853.96	0.01%
ABBEY NATIONAL TREASURY SERVICES 4.0% BDS	N/A	002799AJ3	200,000	196,581.60	0.01%
JPMORGAN CHASE & CO 5.3% NTS 30/OCT/2015 USD1000	N/A	073902KF4	177,000	196,349.46	0.01%
PROGRESSIVE CORP 6.25% DUE 01/DEC/2032	N/A	743315AL7	162,000	195,461.75	0.01%
BEST BUY CO INC 5.5% BDS 15/MAR/2021 USD1000	N/A	086516AL5	200,000	194,771.40	0.01%
SAFEWAY INC 8.625% NTS 15/AUG/2014 USD1000	N/A	786514BM0	177,000	194,005.63	0.01%
HOME DEPOT INC 5.95% BDS 01/APR/2041 USD100	N/A	437076AV4	150,000	193,465.35	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 753826	N/A	36230NHB4	177,000	191,568.69	0.01%
WILLIS GROUP N AMERICA 5.625 15/JUL/2015	N/A	970648AB7	177,000	191,624.80	0.01%
WACHOVIA CORP 929903AE2 4.875% 15/FEB/2014	N/A	929903AE2	183,000	192,979.17	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 655519	N/A	36294PG49	174,260	192,612.27	0.01%
ALLSTATE CORP SER'A' VAR DEB 15/MAY/2067 USD1000	N/A	020002AU5	195,000	191,100.00	0.01%
SOUTH CAROLINA ELECTRIC & GAS CO 6.05% BDS	N/A	837004CB4	150,000	189,840.60	0.01%
CADBURY SCHWEPPES US FINANCE LLC 5.125%	N/A	127210AB8	177,000	187,926.74	0.01%
METLIFE INC 59156RAM0 5.7% 15/JUN/2035	N/A	59156RAM0	159,000	188,080.94	0.01%
TEVA PHARMACEUTICAL FINANCE IV 3.65% BDS	N/A	88166JAA1	181,000	188,848.52	0.01%
TEXAS GAS TRANSMISSION 4.6% BDS 01/JUN/2015	N/A	882440AS9	177,000	189,230.35	0.01%
WILLIAMS PARTNERS L.P. 6.3% NTS 15/APR/2040	N/A	96950FAF1	150,000	187,714.20	0.01%
CAPITAL ONE CAPITAL IV VAR 17/FEB/2037	N/A	140422AA4	185,000	187,081.25	0.01%
COMERICA BANK 4.80% DUE 01MAY01/MAY/2015	N/A	200340AL1	177,000	186,135.68	0.01%
JOHNSON CONTROLS INC 4.875% DUE 15/SEP/2013	N/A	478366AM9	177,000	186,409.14	0.01%
LUBRIZOL CORP 6.50% 01/OCT/2034	N/A	549271AF1	147,000	185,911.05	0.01%
HEALTH CARE REIT 6.00% 15/NOV/2013	N/A	42217KAL0	177,000	186,810.93	0.01%
AGRIUM INC 6.125% BDS 15/JAN/2041 USD2000	N/A	008916AJ7	150,000	185,165.70	0.01%
ANHEUSER-BUSCH COS INC 6% BDS 01/NOV/2041 USD1000	N/A	035229CL5	147,000	183,969.18	0.01%
NORANDA INC 6.2 15/JUN/2035	N/A	655422AV5	177,000	185,451.04	0.01%
PRAXAIR INC 3.95% 01JUN01/JUN/2013	N/A	74005PAL8	177,000	184,124.60	0.01%
RABOBANK NEDERLAND 5.25% BDS 24/MAY/2041 USD1000	N/A	21685WCJ4	175,000	184,955.05	0.01%
GENWORTH FINANCIAL 6.5% NTS 15/JUN/2034 USD1000	N/A	37247DAB2	206,000	184,196.14	0.01%
GNMA I MORTPASS 6% 15/FEB/2035 SP PN# 781902	N/A	36241KDF2	163,763	184,387.56	0.01%
CELULOSA ARAUCO Y CONSTITUCION 5.125% NTS	N/A	151191AL7	177,000	183,813.97	0.01%
AGL CAPITAL CORPORATION	N/A	001192AC7	177,000	182,112.11	0.01%
NEWS AMERICA INC 6.65% SNR NTS 15/NOV/2037 USD1000	N/A	652482BQ2	150,000	182,778.00	0.01%
KIMBERLY-CLARK CORP 6.625% BDS 01/AUG/2037 USD1000	N/A	494368BC6	130,000	181,969.45	0.01%
HRPT PROPERTIES TRUST 5.75% 15/FEB/2014	N/A	40426WAQ4	177,000	182,934.81	0.01%
GTE CORP 6.94% DEBS 15/APR/2028 USD1000	N/A	362320BA0	147,000	183,294.15	0.01%
DEUTSCHE BK FINL LLC 5.38% 02/MAR/2015	N/A	2515E0AA7	177,000	182,437.62	0.01%
CREDIT SUISSE FB USA INC 5.125% 15/JAN/2014	N/A	22541LAM5	171,000	180,868.58	0.01%
TEXAS TRANSN COMMN ST HWY FD REV FIRST TIER-SER	N/A	88283LHU3	150,000	181,558.50	0.01%
WILLIAMS PARTNERS L.P. 7.25% BDS 01/FEB/2017	N/A	96950HAD2	150,000	181,732.05	0.01%
GOVT NTL MTG ASSN POOL NO: 572554	N/A	36200UBX2	154,693	180,474.93	0.01%
NOBLE ENERGY INC 6% BDS 01/MAR/2041 USD1000	N/A	655044AE5	150,000	178,495.65	0.01%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	150,000	178,128.45	0.01%
TEVA PHARM FINANCE LLC 6.15% BDS 01/FEB/2036	N/A	88163VAD1	142,000	179,698.30	0.01%
GNMA I MORTPASS 6% MBPT 15/DEC/2033 USD1000	N/A	36225B2V9	156,832	177,140.56	0.01%
MAY DEPARTMENT STORES CO 6.7% BDS 15/JUL/2034	N/A	577778CE1	150,000	176,606.55	0.01%
NEVADA POWER CO 5.45% BDS 15/MAY/2041 USD1000	N/A	641423CA4	150,000	177,623.70	0.01%
AT&T BROADBAND CORP NT 9.455% 15/NOV/2022	N/A	00209TAB1	118,000	174,505.95	0.01%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	162,000	175,977.36	0.01%
SCIENCE APPLICATIONS 5.5% NTS 01/JUL/2033 USD1000	N/A	808626AG0	177,000	175,188.41	0.01%
CSX CORP 5.5% 15/APR/2041	N/A	126408GU1	150,000	173,339.25	0.01%
WAL-MART STORES INC 7.55% BDS 15/FEB/2030 USD1000	N/A	931142BF9	118,000	173,563.60	0.01%
USA TREASURY BDS 8.75% BDS 15/MAY/2017 USD1000	N/A	912810DY1	124,000	173,551.52	0.01%
PUGET ENERGY INC 5.483% DUE 01/JUN/2035	N/A	745332BU9	147,000	172,816.14	0.01%
GNMA I MORTPASS 6% 15/DEC/2033 SF PN# 604875	N/A	36200M6L2	153,713	173,618.19	0.01%
ANHEUSER BUSCH INBEV WORLDWIDE GTD NT 4.375%	N/A	03523TBB3	150,000	170,649.60	0.01%
UNION ELECTRIC CO 6.7% MTG BDS 01/FEB/2019 USD2000	N/A	906548CG5	141,000	172,067.24	0.01%
POTASH CORP SASKATCHEWAN 4.875 01/MAR/2013	N/A	73755LAC1	165,000	171,816.98	0.01%
GOVT NATIONAL MORTGAGE ASSOCN 5.5% MTG/BCKD	N/A	36213FP56	152,319	170,536.47	0.01%
ARCHER DANIELS MIDLAND 039483AU6 5.375%	N/A	039483AU6	147,000	170,672.59	0.01%
AMERICAN GENERAL CAPITAL II 7.5% NTS 15/JUL/2025	N/A	026351AU0	147,000	170,114.28	0.01%
ARISTOTLE HOLDING INC 6.125% BDS 15/NOV/2041	N/A	04044TAB2	150,000	168,836.25	0.01%
SOUTHWESTERN ELEC POWER CO 5.55% BDS 15/JAN/2017	N/A	845437BH4	150,000	169,895.85	0.01%
NEWMONT MINING CORP 5.125% BDS 01/OCT/2019 USD1000	N/A	651639AL0	150,000	170,064.90	0.01%
VIRGINIA ELECTRIC & POWER CO 5.4% BDS 15/JAN/2016	N/A	927804EZ3	147,000	169,772.65	0.01%
BRITISH COLUMBIA (PROV OF) 4.3% 30/MAY/2013	N/A	110709FH0	159,000	166,473.16	0.01%
PLACER DOME INC 6.375% NTS 01/MAR/2033 USD1000	N/A	725906AH4	139,000	167,091.34	0.01%
SLM CORP 8.45% NTS 15/JUN/2018 USD1000'TR 104'	N/A	78442FEH7	150,000	168,000.00	0.01%
AMERIPRISE FINANCIAL INC 5.3% BDS 15/MAR/2020	N/A	03076CAE6	150,000	165,146.10	0.01%
US BANCORP 4.125% BDS 24/MAY/2021 USD1000	N/A	91159HHA1	150,000	165,059.70	0.01%
UNITED PARCEL SERVICE INC 8.375% DEB 01/APR/2020	N/A	911308AA2	118,000	164,950.78	0.01%
TALISMAN ENERGY INC SHELF 2	N/A	87425EAE3	133,000	164,709.86	0.01%
OMNICOM GROUP INC 4.45% BDS 15/AUG/2020 USD1000	N/A	682134AC5	150,000	164,976.45	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01633	N/A	3128PCY63	152,931	165,820.56	0.01%
ECOLAB INC 4.35% BDS 08/DEC/2021 USD1000	N/A	278865AL4	150,000	164,789.85	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 690662	N/A	36296GJF9	151,121	163,688.82	0.01%
ROYAL BANK OF SCOTLAND PLC 6.125% BDS 11/JAN/2021	N/A	78010XAK7	150,000	162,977.25	0.01%
WYNDHAM WORLDWIDE CORP SR NT 5.625% 01/MAR/2021	N/A	98310WAG3	150,000	163,787.85	0.01%
ILLINOIS (STATE OF) 4.95% MUNI BDS 01/JUN/2023	N/A	452151LE1	160,000	163,392.00	0.01%
CIGNA CORP 5.375% BDS 15/FEB/2042 USD100	N/A	125509BT5	150,000	161,482.05	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A48735	N/A	3128K9V43	148,522	161,500.84	0.01%
JOHNSON CONTROLS INC 4.25% BDS 28/FEB/2021 USD1000	N/A	478366AX5	150,000	161,890.05	0.01%
LILLY(ELI)& CO 7.125% NTS 01/JUN/2025 USD1000	N/A	532457AM0	118,000	161,835.58	0.01%
STATE OF NEW JERSEY 7.425% BONDS 15/FEB/2029	N/A	645913AA2	125,000	162,343.75	0.01%
FNMA MORTPASS 6.5% 01/SEP/2034 CL PN# 788027	N/A	31405FPL0	141,240	160,795.62	0.01%
FNMA MORTPASS 5.5% 01/JUL/2021 CI PN# 880950	N/A	31409WWK3	147,868	161,093.42	0.01%
BP CAPITAL MARKETS AMERICA INC 4.2% GTD NTS	N/A	10373QAA8	147,000	159,656.26	0.01%
FNMA MORTPASS 5.5% 01/OCT/2033 CL PN# 743235	N/A	31403AV44	145,550	159,998.26	0.01%
KEY BK N A MEDIUM TERM SUB BK	N/A	49306CAH4	147,000	159,081.93	0.01%
FNMA MORTPASS 6.5% 01/OCT/2033 CL PN# 750229	N/A	31403JPN0	139,604	159,282.64	0.01%
BIO RAD LABORATORIES INC 4.875% NTS 15/DEC/2020	N/A	090572AP3	150,000	157,057.20	0.01%
CAMDEN PROPERTY TRUST	N/A	133131AP7	147,000	158,490.99	0.01%
SOUTHWEST AIRLINES CO 5.125 01/MAR/2017	N/A	844741AX6	147,000	158,161.12	0.01%
PRUDENTIAL FINANCIAL 5.75 07/JUL/2003 15/JUL/2033	N/A	74432QAC9	147,000	157,699.84	0.01%
PERKINELMER INC 5% BDS 15/NOV/2021 USD1000	N/A	714046AE9	150,000	158,706.60	0.01%
MATTEL INC 5.45% BDS 01/NOV/2041 USD1000	N/A	577081AW2	150,000	158,337.60	0.01%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	150,000	157,703.55	0.01%
FLORIDA POWER & LIGHT 5.4% 01/SEP/2035	N/A	341081EU7	130,000	157,956.76	0.01%
AMERICAN INTERNATIONAL GROUP INC 5.05% NTS	N/A	026874AX5	147,000	155,242.58	0.01%
EOG RESOURCES INC 5.625% NTS 01/JUN/2019 USD2000	N/A	26875PAD3	130,000	155,534.60	0.01%
SUNTRUST BANKS INC 3.6% NTS 15/APR/2016 USD1000	N/A	867914BD4	150,000	155,483.25	0.01%
PRUDENTIAL FINANCIAL INC 3% MTN 12/MAY/2016	N/A	74432QBR5	150,000	155,869.65	0.01%
POTASH CORP OF SASKATCHEWAN INC 5.875% NTS	N/A	73755LAD9	125,000	156,744.88	0.01%
LABORATORY CORP OF AMERICA HOLDINGS 3.125% BDS	N/A	50540RAH5	150,000	155,374.80	0.01%
INTERNATIONAL BUSINESS MACHS SR NT 1.95%	N/A	459200GX3	150,000	155,078.85	0.01%
HYATT HOTELS CORPS 5.375% BDS 15/AUG/2021 USD1000	N/A	448579AD4	150,000	156,048.75	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53219	N/A	3128KFSG6	139,046	156,715.48	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2034 G0 PN# G08023	N/A	3128MJAZ3	135,450	153,509.18	0.01%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 788210	N/A	31405FVB5	140,796	154,224.94	0.01%
VENTAS RLTY LTD PARTNERSHIP SR NT 4.75%	N/A	92276MAW5	150,000	154,549.95	0.01%
FL POWER & LIGHT 341081EN3 4.85% 01/FEB/2013	N/A	341081EN3	147,000	152,673.91	0.01%
KINROSS GOLD CORP 5.125% BDS 01/SEP/2021 USD1000	N/A	496902AF4	150,000	152,798.10	0.01%
NOKIA CORP 5.375% BDS 15/MAY/2019 USD1000	N/A	654902AB1	150,000	151,752.90	0.01%
WESTPAC BANKING CORP 4.625% 01/JUN/2018	N/A	961214AH6	147,000	152,637.16	0.01%
GNMA I MORTPASS 6.5% 15/AUG/2034 SF PN# 630038	N/A	36291J4X5	131,502	151,446.71	0.01%
COLGATE-PALMOLIVE CO 2.45% BDS 15/NOV/2021 USD1000	N/A	19416QDY3	150,000	150,940.20	0.01%
GAP INC 5.95% BDS 12/APR/2021 USD1000	N/A	364760AK4	150,000	150,438.45	0.01%
ONCOR ELEC DELIVERY CO LLC SR SEC NT 144A	N/A	68233JAN4	150,000	150,427.50	0.01%
EMBARQ CORPORATION 7.082% BDS 01/JUN/2016 USD1000	N/A	29078EAB1	133,000	148,140.19	0.01%
MARATHON OIL CORP 6.8% BDS 15/MAR/2032 USD1000	N/A	565849AB2	118,000	145,845.64	0.01%
COMMER BANKS 4.8% 15/APR/2015	N/A	90333WAC2	133,000	145,737.01	0.01%
NEWS AMERICA HLDGS INC 8% NOTES 17/OCT/2016	N/A	652478BX5	118,000	144,595.55	0.01%
NEXEN INC 5.875% NTS 10/MAR/2035 USD1000	N/A	65334HAE2	133,000	143,617.92	0.01%
CATERPILLAR INC 7.3% BDS 01/MAY/2031 USD1000	N/A	149123BJ9	100,000	141,803.40	0.01%
VERIZON COMMUNICATIONS 5.85% 15/SEP/2035	N/A	92344GAX4	118,000	142,096.78	0.01%
ALLSTATE CORP 020002AP6 6.125% 15/DEC/2032	N/A	020002AP6	118,000	140,982.51	0.01%
WELLPOINT INC 5.95% BDS 15/DEC/2034 USD2000	N/A	94973VAH0	118,000	141,042.10	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A24301	N/A	31297BX64	124,192	140,750.09	0.01%
CON EDISON CO OF NY 5.875% 01/APR/2033	N/A	209111EB5	118,000	140,257.75	0.01%
ALLSTATE CORP 5.95% BDS 01/APR/2036 USD2000	N/A	020002AT8	118,000	140,999.03	0.01%
FNMA MORTPASS 5.5% 01/MAR/2022 CI PN# 913889	N/A	31411SKA3	125,472	136,871.40	0.01%
VALERO ENERGY CORP(NEW) 7.5% NTS 15/APR/2032	N/A	91913YAE0	118,000	137,557.79	0.01%
VIRGIN MEDIA SECURED FINANCE PLC 6.5% SR SEC NTS	N/A	92769XAC9	125,000	136,250.00	0.01%
EQUITABLE CO'S INC 7% BDS 01/APR/2028 USD1000	N/A	29444GAJ6	133,000	134,631.25	0.01%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 811559	N/A	31406JTQ6	124,050	135,145.67	0.01%
CINTAS CORP NO. 2 4.3% BDS 01/JUN/2021 USD1000	N/A	17252MAK6	125,000	133,778.38	0.01%
BARRICK GOLD CORP 2.9% NTS 30/MAY/2016 USD1000	N/A	067901AF5	125,000	131,759.63	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 A2 PN# A21356	N/A	31296XQH1	115,556	130,962.30	0.01%
SYSCO CORP 5.375% 21/SEP/2035	N/A	871829AJ6	106,000	130,276.86	0.01%
CONS EDISON CO OF NY 4.875% 01/FEB/2013	N/A	209111EA7	124,000	128,814.05	0.01%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757557	N/A	36230SME1	119,749	129,707.53	0.01%
ALBEMARLE CORP 5.1% DUE 01/FEB/2015	N/A	012653AA9	118,000	126,499.30	0.01%
VIACOM INC 5.50% 15MAY15/MAY/2033	N/A	925524AV2	118,000	126,741.32	0.01%
COMCAST CORP 6.50% 15/NOV/2035	N/A	20030NAK7	100,000	124,192.10	0.01%
FL POWER & LIGHT 5.85% 01/FEB/2033	N/A	341081EP8	100,000	123,091.10	0.01%
KOREA DEVELOPMENT BANK 5.75% NOTES 10/SEP/2013	N/A	500630BG2	118,000	124,292.00	0.01%
SCOTTISH POWER 81013TAC5 5.81% 15/MAR/2025	N/A	81013TAC5	118,000	123,869.32	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 652539	N/A	36292L4Y7	111,549	123,296.91	0.01%
DOVER CORP 5.375% BDS 01/MAR/2041 USD1000	N/A	260003AK4	100,000	121,857.90	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00871	N/A	3128PB6G4	111,777	120,708.46	0.01%
OWENS CORNING INC 9.00% BDS 15/JUN/2019 USD1000	N/A	690742AC5	100,000	122,244.60	0.01%
ANADARKO PETROLEUM CORP 6.375% BDS 15/SEP/2017	N/A	032511BH9	100,000	120,032.20	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 C0 PN# C01851	N/A	31292JBU3	106,199	120,357.94	0.01%
APACHE CORP 5.1% BDS 01/SEP/2040 USD1000	N/A	037411AW5	100,000	116,864.20	0.01%
ONEOK PARTNERS LP 6.125% BDS 01/FEB/2041 USD1000	N/A	68268NAG8	100,000	118,267.80	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 719486	N/A	3620A5J75	108,620	117,653.92	0.01%
CITIGROUP INC. 5.8750% DUE 22/FEB/2033	N/A	172967BU4	118,000	117,195.71	0.01%
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016	N/A	032511AX5	100,000	115,772.30	0.01%
CAMPBELL SOUP CO 4.25% NTS 15/APR/2021 USD1000	N/A	134429AW9	100,000	111,783.10	0.01%
DELL INC 4.625% BDS 01/APR/2021 USD1000	N/A	24702RAQ4	100,000	112,170.80	0.01%
GOVT NTL MTG ASSN POOL NO: 507396	N/A	36211AUV6	96,655	112,693.84	0.01%
HEINZ H J FIN CO 6.75% GTD NTS 15/MAR/2032 USD	N/A	42307TAG3	88,000	111,483.50	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39759	N/A	31297VZY7	103,388	112,536.03	0.01%
DANAHER CORP 3.9% SR NTS 23/JUN/2021 USD1000	N/A	235851AM4	100,000	110,533.30	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MMD59	101,467	110,019.13	0.01%
WILLIS GROUP HOLDINGS 5.75% BDS 15/MAR/2021	N/A	97063PAB0	100,000	109,056.90	0.01%
GENERAL DYNAMICS CORP 3.875% BDS 15/JUL/2021	N/A	369550AR9	100,000	110,295.00	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606314	N/A	36201XSB5	97,988	109,263.11	0.01%
DUKE ENERGY CAROLINAS LLC MTG BD 3.9% 15/JUN/2021	N/A	26442CAK0	100,000	110,418.00	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01757	N/A	3128PC5S7	101,107	109,027.29	0.01%
GILEAD SCIENCES INC 3.05% BDS 01/DEC/2016 USD1000	N/A	375558AT0	100,000	105,302.90	0.01%
GREAT PLAINS ENERGY INC 4.85% BDS 01/JUN/2021	N/A	391164AE0	100,000	107,088.40	0.01%
TECK RESOURCES LTD 3.85% BDS 15/AUG/2017 USD2000	N/A	878742AR6	100,000	106,489.70	0.01%
VIACOM INC 7.875% BDS 30/JUL/2030 USD1000	N/A	925524AH3	80,000	106,501.12	0.01%
UNITED UTILITIES 5.375% DUE 01/FEB/2019	N/A	91311QAE5	100,000	106,501.20	0.01%
LINCOLN NATL CORP IND SR NT 4.85% 24/JUN/2021	N/A	534187BB4	100,000	106,727.50	0.01%
INGRAM MICRO INC 5.25% BDS 01/SEP/2017 USD1000	N/A	457153AE4	100,000	106,231.70	0.01%
BHP FINANCE 6.42% BDS 01/MAR/2026 USD1000	N/A	055450AH3	80,000	104,344.64	0.01%
UDR INC 4.25% BDS 01/JUN/2018 USD100	N/A	91019PCS9	100,000	103,513.70	0.01%
REINSURANCE GROUP OF AMERICA 5% NTS 01/JUN/2021	N/A	759351AJ8	100,000	104,145.60	0.01%
BROADCOM CORP 2.7% BDS 01/NOV/2018 USD1000	N/A	111320AE7	100,000	103,423.90	0.01%
WELLPOINT INC 3.7% BDS 15/AUG/2021 USD1000	N/A	94973VAW7	100,000	104,549.40	0.01%
GOOGLE INC 2.125% 19/MAY/2011	N/A	38259PAC6	100,000	104,515.80	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2035 A4 PN# A40376	N/A	3128K0MZ3	96,229	104,743.29	0.01%
EMERSON ELECTRIC CO 6% BDS 15/AUG/2032 USD1000	N/A	291011AQ7	83,000	104,258.87	0.01%
AMERENENERGY GENERATING 7.95% BDS 01/JUN/2032	N/A	02360XAJ6	105,000	102,900.00	0.01%
THERMO FISHER SCIENTIFIC INC 2.05% BDS 21/FEB/2014	N/A	883556AW2	100,000	102,721.60	0.01%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932891	N/A	31412RNG8	98,891	102,916.84	0.01%
GENENTECH INC 5.25% NTS 15/JUL/2035 USD1000	N/A	368710AC3	88,000	101,922.83	0.01%
AMERITECH CAPITAL FUNDING 6.45% NOTES 15/JAN/2018	N/A	030955AM0	88,000	102,276.59	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J06015	N/A	3128PHVG3	95,435	103,298.59	0.01%
FNMA MORTPASS 5.5% 01/FEB/2033 CL PN# 689741	N/A	31400KHS8	93,831	102,529.57	0.01%
EXPEDIA INC 5.95% SR NT 15/AUG/2020 USD1000	N/A	30212PAH8	100,000	102,143.50	0.01%
GNMA I MORTPASS 6.5% 15/MAR/2031 SF PN# 528589	N/A	36212BF65	85,857	100,166.57	0.01%
SAFEWAY INC 3.95% NTS 15/AUG/2020 USD1000	N/A	786514BS7	100,000	100,519.60	0.01%
THE ALLSTATE CORPORATION 5.5% 09/MAY/2035	N/A	020002AS0	88,000	99,399.78	0.01%
NORFOLK SOUTHERN CORP NT 5.59 17/MAY/2025	N/A	655844AW8	84,000	99,229.79	0.01%
MERCK & CO INC 6.4% SNR NOTES 01/MAR/2028 USD1000	N/A	589331AD9	74,000	97,823.93	0.01%
GNMA I MORTPASS 6% 15/JUN/2033 SF PN# 553320	N/A	36213FVM2	86,742	97,974.50	0.01%
FLORIDA POWER & LIGHT 5.95% 01/OCT/2033	N/A	341081ER4	77,000	98,796.31	0.01%
FNMA MORTPASS 7% 01/AUG/2037 CL PN# 925172	N/A	31412G2D2	87,090	99,170.98	0.01%
FHLMCGLD MORTPASS 7% 01/JAN/2036 A4 PN# A41548	N/A	3128K1WH0	85,831	99,217.07	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31410KTH7	87,726	95,857.80	0.00%
BUNGE LTD FINANCE CORP 5.1% SNR NTS 15/JUL/2015	N/A	120568AQ3	88,000	93,921.52	0.00%
NATIONWIDE FINANCIAL SERVICES 6.75% 15/MAY/2067	N/A	638612AJ0	105,000	95,550.00	0.00%
TGT PIPELINE LLC 5.2% BDS 01/JUN/2018 USD1000	N/A	87243BAB5	88,000	94,401.82	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 G0 PN# G08064	N/A	3128MJCA6	81,374	92,121.32	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 G0 PN# G01391	N/A	31283HRL1	80,516	93,721.64	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 B1 PN# B15071	N/A	312967T44	86,481	92,259.22	0.00%
GNMA I MORTPASS 6% 15/NOV/2033 SF PN# 573916	N/A	36200VSD6	82,535	93,222.82	0.00%
FNMA MORTPASS 5.5% 01/JUL/2033 CL PN# 555684	N/A	31385XJ57	83,987	91,772.65	0.00%
PITNEY BOWES INC 4.75% NTS 15/MAY/2018 USD1000	N/A	72447WAA7	88,000	90,974.58	0.00%
GENWORTH FINANCIAL 5.75% NTS 15/JUN/2014 USD1000	N/A	37247DAE6	88,000	90,847.94	0.00%
MACY'S INC 6.9% DEB 01/APR/2029 USD1000	N/A	31410HAQ4	75,000	89,479.13	0.00%
NEWS AMERICA HLDGS INC 7.28% SNR DEB 30/JUN/2028	N/A	652482AU4	77,000	88,538.37	0.00%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	77,000	85,621.38	0.00%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00935	N/A	3128PCBC5	79,068	85,385.09	0.00%
GNMA I MORTPASS 5.5% 15/FEB/2035 SF PN# 486921	N/A	36210A4E4	77,059	85,986.64	0.00%
GNMA I MORTPASS 6% 15/APR/2033 SF PN# 604243	N/A	36200MHU0	73,746	83,295.59	0.00%
ORACLE CORP 5.25% SNR NTS 15/JAN/2016 USD1000	N/A	68402LAC8	72,000	83,486.30	0.00%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757555	N/A	36230SMC5	77,503	84,142.27	0.00%
GNMA I MORTPASS 7% 15/JUL/2032 SF PN# 570022	N/A	36200RG71	68,002	80,902.59	0.00%
WEATHERFORD INTERNATIONAL 5.5% BDS 15/FEB/2016	N/A	947076AB1	74,000	82,126.68	0.00%
GNMA	N/A	36213E3Z7	68,659	81,799.77	0.00%
ENERGIZER HLDGS INC 4.7% SNR NTS 19/MAY/2021	N/A	29266RAB4	75,000	79,438.50	0.00%
ENERGY TRANSFER PARTNERS L.P. 6.05% SR BDS	N/A	29273RAP4	75,000	80,023.05	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2021 G1 PN# G12348	N/A	3128M1P94	73,875	79,884.22	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2019 B1 PN# B16087	N/A	312968XQ8	72,980	79,257.75	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2034 G0 PN# G01741	N/A	31283H5A9	70,374	79,976.16	0.00%
CINCINNATI GAS ELECTRIC 5.4% 15/JUN/2033	N/A	172070CP7	74,000	77,032.52	0.00%
APACHE CORP 7.625% NOTES 01/JUL/2019 USD1000	N/A	037411AP0	59,000	75,976.01	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2035 G0 PN# G01947	N/A	3128LXEU0	64,543	74,686.97	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/DEC/2033	N/A	36225B2X5	66,394	74,991.06	0.00%
FHLMCGLD MORTPASS 5% 01/JUN/2021 G1 PN# G18122	N/A	3128MMD42	67,530	72,819.68	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 G1 PN# G11972	N/A	3128M1CH0	68,217	73,424.51	0.00%
TEVA PHARMA FIN II 3.65% BDS 10/NOV/2021 USD1000	N/A	88165FAF9	69,000	71,991.98	0.00%
WISCONSIN ELECTRIC POWER 5.62% 15/MAY/2033	N/A	976656BW7	59,000	71,827.07	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2021 J0 PN# J01980	N/A	3128PDFV7	62,312	67,130.78	0.00%
FHLMCGLD MORTPASS 5% 01/JUL/2021 J0 PN# J03074	N/A	3128PEMX3	62,579	67,481.00	0.00%
CBS CORP 8.875% BDS 15/MAY/2019 USD2000	N/A	124857AC7	50,000	66,668.30	0.00%
DOMTAR CORPORATION 10.75% BDS 01/JUN/2017 USD1000	N/A	257559AG9	50,000	65,000.00	0.00%
TENNESSEE VALLEY AUTHORITY 6.25% BDS 15/DEC/2017	N/A	880591CU4	50,000	63,556.35	0.00%
GNMA I MORTPASS 6% 15/JAN/2034 SF PN# 621856	N/A	36290YZV3	56,909	64,206.80	0.00%
GNMA I MORTPASS 7% 15/APR/2032 SP PN# 781431	N/A	36225BSU3	53,348	63,404.60	0.00%
GNMA I MORTPASS 7% 15/MAY/2032 SF PN# 568715	N/A	36213YYL0	53,098	63,171.29	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUL/2034 A2 PN# A24988	N/A	31297CRH5	56,596	64,141.38	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2029 A1 PN# A18212	N/A	31296TDR2	55,308	63,545.71	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2032 G0 PN# G01449	N/A	31283HTE5	55,055	64,084.97	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2020 G1 PN# G18062	N/A	3128MMB85	54,933	59,401.46	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31283HN43	48,440	56,385.46	0.00%
KERN RIVER FUNDING CORP 4.893% BDS 30/APR/2018	N/A	49228RAE3	53,771	57,376.16	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2033 G0 PN# G01536	N/A	31283HV51	48,060	55,613.17	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43452	N/A	3128K3ZR1	50,687	55,116.27	0.00%
FHLMCGLD MORTPASS 5% 01/FEB/2021 J0 PN# J01189	N/A	3128PCKA9	50,063	53,985.29	0.00%
GNMA I MORTPASS 6.5% 15/AUG/2036 SF PN# 657912	N/A	36294R3V9	47,268	54,274.56	0.00%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 867183	N/A	31409CM85	50,094	54,575.01	0.00%
FHLMCGLD MORTPASS 6.5% 01/SEP/2035 A4 PN# A46935	N/A	3128K7V47	48,316	54,697.86	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2021 G1 PN# G12245	N/A	3128M1L23	48,481	52,424.87	0.00%
KINDER MORGAN ENER 3.5% BDS 01/MAR/2016 USD1000	N/A	494550BG0	50,000	53,009.65	0.00%
FORTUNE BRANDS INC 5.375% BDS 15/JAN/2016 USD1000	N/A	349631AL5	48,000	53,281.25	0.00%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 879115	N/A	31409UVG7	47,581	51,836.53	0.00%
FHLMCGLD MORTPASS 8% 01/OCT/2030 C4 PN# C43967	N/A	31298CMQ9	46,648	52,810.78	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 A3 PN# A31989	N/A	31297MF60	46,148	52,243.60	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GSZK6	46,353	50,065.49	0.00%
FNMA MORTPASS 7.5% 01/OCT/2031 CL PN# 607212	N/A	31388KR95	41,825	50,359.25	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2021 J0 PN# J01279	N/A	3128PCM41	45,239	49,052.02	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68300	N/A	31287UGH9	42,386	49,048.35	0.00%
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 889745	N/A	31410KP65	44,036	48,117.99	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402CVN9	44,300	48,406.77	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C67235	N/A	31287TBC8	40,821	47,236.61	0.00%
MARSH & MCLENNAN COS INC 5.75% 15/SEP/2015	N/A	571748AP7	43,000	47,659.82	0.00%
FNMA MORTPASS 3.5% 01/NOV/2040 CL PN# AB1735	N/A	31416W4V1	45,012	46,619.32	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128M1R92	41,608	45,115.25	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2030 C0 PN# C01106	N/A	31292HGP3	37,880	44,093.36	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2037 G0 PN# G03620	N/A	3128M5K90	39,516	44,389.06	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01570	N/A	3128PCW73	42,168	45,722.19	0.00%
FEDERAL HOME LN MTG CORP GOLD POOL # G11409 DTD	N/A	31283KR67	40,766	43,954.46	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2034 C0 PN# C01806	N/A	31292JAF7	37,256	43,111.18	0.00%
FNMA MORTPASS 5.5% 01/JUN/2022 CI PN# 939673	N/A	31413AMW0	40,270	43,850.51	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUL/2021 J0 PN# J03028	N/A	3128PELH9	38,160	41,531.80	0.00%
FNMA MORTPASS 5.5% 01/APR/2033 CL PN# 713560	N/A	31401NWV7	37,835	41,341.82	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C6 PN# C69908	N/A	31287WAH1	33,334	38,572.90	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31409BHT7	35,214	38,682.24	0.00%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 839585	N/A	31407SXN7	36,076	39,370.80	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2035 A3 PN# A33137	N/A	31297NPW0	35,152	39,838.58	0.00%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 G1 PN# G18096	N/A	3128MMDA8	33,664	36,585.43	0.00%
GNMA I MORTPASS 6% 15/DEC/2032 SF PN# 552952	N/A	36213FH55	32,784	37,029.10	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2031 G0 PN# G01217	N/A	31283HK61	32,386	37,698.36	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2019 G1 PN# G18007	N/A	3128MMAH6	31,907	34,462.03	0.00%
FNMA MORTPASS 7% 01/MAY/2032 CL PN# 545605	N/A	31385JDJ4	29,531	34,842.71	0.00%
GNMA I MORTPASS 7% 15/DEC/2029 SP PN# 781124	N/A	36225BG93	29,747	36,090.56	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 602102	N/A	36200H3K8	30,839	34,832.72	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/OCT/2032	N/A	36200ACN7	30,765	34,749.26	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C66916	N/A	31287SVH7	30,621	35,433.58	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 8% MTG BDS	N/A	31292HRA4	27,418	33,504.50	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E0 PN# E01139	N/A	31294KHQ1	31,592	33,683.80	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01879	N/A	3128PDCQ1	28,781	31,152.74	0.00%
FHLMCGLD MORTPASS 4.5% 01/JUL/2012 M8 PN# M80981	N/A	31282SCS9	30,192	30,814.20	0.00%
FHLMCGLD MORTPASS 6.5% 01/NOV/2033 A1 PN# A16419	N/A	31296RDY1	28,270	32,127.52	0.00%
FNMA MORTPASS 6.5% 01/APR/2033 CL PN# 694846	N/A	31400Q5F6	27,535	31,416.11	0.00%
GNMA I MORTPASS 6% 15/MAY/2033 SF PN# 611526	N/A	36202WLF4	27,890	31,501.05	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 829704	N/A	31407FX96	28,175	30,747.58	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2031 C5 PN# C54792	N/A	31298RKD7	27,506	31,927.85	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31292HP65	27,717	32,073.25	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88055	N/A	3128GQ5Q0	26,527	29,061.50	0.00%
GNMA I MORTPASS 6% 15/JUN/2035 SP PN# 781933	N/A	36241KEE4	26,702	30,121.86	0.00%
GOVT NATL MTG ASSOC POOL NUMBER X781699 SP VAR	N/A	36225B3G1	25,012	29,722.08	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E0 PN# E01140	N/A	31294KHR9	27,995	29,849.14	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01771	N/A	3128PC6G2	27,603	29,680.38	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89222	N/A	3128GSG76	27,159	29,334.01	0.00%
FHLMCGLD MORTPASS 5.5% 01/AUG/2021 G1 PN# G12310	N/A	3128M1N39	27,728	30,065.03	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2036 A4 PN# A48303	N/A	3128K9GL2	25,703	29,692.56	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% MTG BDS	N/A	31385JBZ0	22,938	26,783.66	0.00%
FINANCING CORP 9.80% BDS 30/NOV/2017 USD1000	N/A	317705AC5	18,000	25,906.41	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7.5% MTG BDS	N/A	36225BUE6	22,592	26,507.26	0.00%
FHLMCGLD MORTPASS 4.5% 01/FEB/2013 M8 PN# M81009	N/A	31282SDN9	24,143	24,690.15	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C63171	N/A	31287NQY7	20,974	24,345.62	0.00%
FNMA MORTPASS 5.5% 01/APR/2021 CI PN# 878121	N/A	31409TSJ8	21,484	23,600.65	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 811505	N/A	31406JR21	21,274	23,449.06	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88106	N/A	3128GRAF6	19,299	21,301.69	0.00%
FNMA MORTPASS 5% 01/DEC/2021 CI PN# 901509	N/A	31410YR63	19,933	21,565.54	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90645	N/A	3128GUWE8	20,623	22,377.26	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E0 PN# E01157	N/A	31294KJA4	20,228	21,592.26	0.00%
FNMA MORTPASS 7.5% 01/SEP/2032 CL PN# 661664	N/A	31391BB97	20,306	21,050.82	0.00%
FNMA MORTPASS 5% 01/OCT/2021 CI PN# 903350	N/A	31411BTF0	20,091	21,736.37	0.00%
GOVT NTL MTG ASSN POOL NO: 485879	N/A	36209YXG8	18,401	21,840.72	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E8 PN# E89924	N/A	3128GTAZ8	17,787	19,633.30	0.00%
FNMA MORTPASS 5.5% 01/APR/2021 CI PN# 878120	N/A	31409TSH2	17,831	19,654.12	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90594	N/A	3128GUUT7	17,720	19,138.77	0.00%
FNMA MORTPASS 7% 01/NOV/2034 CL PN# 807310	N/A	31406D3T1	16,601	19,317.26	0.00%
GNMA I MORTPASS 6% 15/MAR/2029 SF PN# 502969	N/A	36210UW66	17,175	19,421.99	0.00%
GNMA I MORTPASS 7% 15/JUL/2029 SF PN# 470643	N/A	36209FZG7	17,761	20,968.99	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 847832	N/A	31408C4R4	17,900	19,534.64	0.00%
FNMA MORTPASS 5.5% 01/DEC/2020 CI PN# 830670	N/A	31407G2B3	17,642	19,445.86	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% MTG BDS	N/A	31390NTS1	16,712	19,516.39	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89530	N/A	3128GSST5	17,331	18,718.81	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7% MGBK 15/SEP/2031	N/A	36225BPM4	14,721	17,407.59	0.00%
GOVT NTL MTG ASSN POOL NO: 781287 7% 15/MAY/2031	N/A	36225BNC8	15,521	18,378.28	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58694	N/A	31298VUT2	15,352	17,820.56	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17177	N/A	31296R6N3	15,214	17,364.67	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E0 PN# E00975	N/A	31294KCL7	17,399	18,474.56	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2014 E0 PN# E00677	N/A	31294JXE3	18,047	19,109.20	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C7 PN# C70211	N/A	31287XGU4	16,128	18,662.54	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87291	N/A	3128GQC41	15,193	16,769.89	0.00%
GNMA I MORTPASS 7.5% 15/APR/2031 SF PN# 508473	N/A	36211B2E3	14,066	16,858.06	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 838566	N/A	31407RTX2	14,583	16,018.99	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 841947	N/A	31407VL45	14,704	16,046.23	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 588192	N/A	36201NNH9	13,853	15,647.25	0.00%
FNMA MORTPASS 5.5% 01/MAY/2022 CI PN# 913331	N/A	31411RVY1	15,190	16,540.63	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2029 A1 PN# A16201	N/A	31296Q3J7	16,673	17,166.45	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2036 A4 PN# A49960	N/A	3128KBB57	12,443	14,374.35	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 8% MGBK 15/MAR/2032	N/A	36225BSS8	12,860	15,288.45	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2032 SP PN# 781401	N/A	36225BRW0	12,574	15,162.12	0.00%
GNMA I MORTPASS 6% 15/APR/2029 SP PN# 781014	N/A	36225BDT2	13,428	15,174.28	0.00%
GOVT NATL MTG ASSN POOL NO: 552474	N/A	36213EXB7	11,511	13,695.20	0.00%
FNMA MORTPASS 5.5% 01/APR/2022 CI PN# 913323	N/A	31411RVQ8	13,946	15,186.46	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 7% BDS 01/MAR/2038	N/A	31371NS22	12,960	14,759.62	0.00%
DOMINION RESOURCES INC 6.3% 15MAR15/MAR/2033	N/A	25746UAN9	10,000	12,226.03	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88768	N/A	3128GRW54	11,353	12,241.27	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2018 G1 PN# G11434	N/A	31283KSX7	11,957	13,198.34	0.00%
GNMA I MORTPASS 6% 15/JUL/2033 SF PN# 572733	N/A	36200UHJ7	11,275	12,734.84	0.00%
FNMA MORTPASS 5.5% 01/JAN/2022 CI PN# 906317	N/A	31411E4A2	10,895	11,863.99	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 840808	N/A	31407UDM6	11,354	12,391.05	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E0 PN# E01156	N/A	31294KH99	11,423	12,479.22	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2015 E0 PN# E00802	N/A	31294J3K2	12,255	13,066.58	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E86995	N/A	3128GPXY4	9,717	10,725.63	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C0 PN# C01051	N/A	31292HEY6	8,720	10,633.78	0.00%
GNMA I MORTPASS 7.5% 15/MAR/2032 SP PN# 781478	N/A	36225BUB2	8,010	9,681.38	0.00%
GOVT NTL MTG ASSN POOL NO: 531352	N/A	36212EH59	9,386	11,325.34	0.00%
GNMA I MORTPASS 8% 15/NOV/2029 SF PN# 524269	N/A	36211VMS6	9,581	9,851.37	0.00%
FNMA MORTPASS 5.5% 01/OCT/2020 CI PN# 843102	N/A	31407WU35	9,455	10,421.78	0.00%
FNMA MORTPASS 5.5% 01/NOV/2020 CI PN# 839100	N/A	31407SGH9	8,999	9,821.06	0.00%
FNMA MORTPASS 5.5% 01/JUL/2020 CI PN# 822023	N/A	31406WG81	10,358	11,303.59	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2017 E0 PN# E01205	N/A	31294KKS3	8,872	9,697.13	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E0 PN# E00987	N/A	31294KCY9	9,261	10,131.25	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2016 E0 PN# E00985	N/A	31294KCW3	9,720	10,320.36	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68290	N/A	31287UF72	9,412	10,891.40	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83636	N/A	3128GLBD3	7,724	8,327.99	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SF PN# 549742	N/A	36213BWB4	6,508	7,724.21	0.00%
GNMA I MORTPASS 7% 15/MAR/2029 SF PN# 487053	N/A	36210BBW4	7,649	9,030.44	0.00%
GNMA I MORTPASS 7% 15/AUG/2028 SF PN# 457801	N/A	36208QRW8	6,524	7,678.74	0.00%
GNMA I MORTPASS 8% 15/JUL/2032 SF PN# 583645	N/A	36201HL27	7,317	8,101.48	0.00%
FNMA MORTPASS 5.5% 01/JAN/2022 CI PN# 906205	N/A	31411EYA9	8,236	8,972.59	0.00%
FNMA MORTPASS 5.5% 01/MAY/2021 CI PN# 885440	N/A	31410CV90	8,060	8,884.72	0.00%
FNMA MORTPASS 5.5% 01/AUG/2020 CI PN# 835228	N/A	31407M4M4	8,098	8,925.81	0.00%
FNMA MORTPASS 5.5% 01/SEP/2020 CI PN# 825811	N/A	31407BN47	8,410	9,269.71	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2017 G1 PN# G11458	N/A	31283KTP3	8,499	9,147.74	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31285	N/A	31293WNA4	6,991	8,156.91	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2032 C6 PN# C64121	N/A	31287PSJ3	7,508	9,042.09	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2031 C6 PN# C61105	N/A	31287LGN6	7,472	8,673.34	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E84912	N/A	3128GMN55	7,625	8,416.77	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2016 E8 PN# E85387	N/A	3128GM6Y1	6,679	7,201.80	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SP PN# 781319	N/A	36225BPC6	4,838	5,748.06	0.00%
GNMA I MORTPASS 7% 15/OCT/2032 SF PN# 596657	N/A	36200BZW0	6,258	7,445.48	0.00%
FNMA MORTPASS 5.5% 01/MAR/2022 CI PN# 914385	N/A	31411S2S4	5,877	6,399.59	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 870092	N/A	31409FUR7	6,038	6,577.77	0.00%
FNMA MORTPASS 5.5% 01/FEB/2021 CI PN# 837194	N/A	31407QC79	5,840	6,373.25	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2031 C5 PN# C53324	N/A	31298PVR8	6,232	7,234.44	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2031 C4 PN# C47287	N/A	31298GCY4	6,189	7,455.86	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2030 C4 PN# C44957	N/A	31298DQJ9	5,484	6,688.94	0.00%
FHLMCGLD MORTPASS 8% 01/APR/2032 C0 PN# C01370	N/A	31292HQX5	5,755	7,029.48	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2031 C0 PN# C01222	N/A	31292HLB8	5,569	6,463.91	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2028 C0 PN# C00678	N/A	31292GXF8	6,385	7,464.88	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2027 C0 PN# C00566	N/A	31292GTX4	4,960	5,918.63	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2032 C7 PN# C71089	N/A	31287YF66	6,142	6,390.26	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 G1 PN# G11207	N/A	31283KKU1	6,155	6,612.85	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2015 G1 PN# G11001	N/A	31283KDE5	6,649	7,027.30	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2031 G0 PN# G01309	N/A	31283HN27	6,270	7,278.19	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90667	N/A	3128GUW40	5,390	5,821.21	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2030 C4 PN# C43550	N/A	31298B5K3	5,515	6,419.81	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E0 PN# E01137	N/A	31294KHN8	6,783	7,228.49	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E0 PN# E01127	N/A	31294KHC2	6,993	7,627.75	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E0 PN# E00938	N/A	31294KBF1	6,276	6,774.40	0.00%
FHLMCGLD MORTPASS 8% 01/JAN/2030 C3 PN# C37436	N/A	31294EHM4	5,141	6,256.05	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89909	N/A	3128GTAJ4	5,450	5,889.10	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89217	N/A	3128GSG27	5,768	6,230.13	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89151	N/A	3128GSEY9	5,693	6,148.64	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89149	N/A	3128GSEW3	6,657	7,190.43	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88474	N/A	3128GRMX4	5,622	6,072.16	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2025 D6 PN# D60780	N/A	3128EW2M1	3,555	4,257.78	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83355	N/A	3128GKWQ3	4,149	4,473.57	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89496	N/A	3128GSRR0	4,460	4,759.99	0.00%
GNMA I MORTPASS 7.5% 15/DEC/2031 SP PN# 781380	N/A	36225BQ92	4,458	5,236.34	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 896605	N/A	31410TDJ1	5,186	5,650.18	0.00%
FNMA MORTPASS 5.5% 01/AUG/2021 CI PN# 896599	N/A	31410TDC6	4,819	5,250.08	0.00%
FNMA MORTPASS 5.5% 01/OCT/2021 CI PN# 894126	N/A	31410QLF6	3,674	4,002.38	0.00%
FNMA MORTPASS 5.5% 01/MAR/2021 CI PN# 870296	N/A	31409F3D8	4,136	4,505.56	0.00%
FNMA MORTPASS 5.5% 01/JUN/2021 CI PN# 845489	N/A	31408AKA7	4,261	4,641.84	0.00%
FNMA MORTPASS 5.5% 01/MAR/2034 CL PN# 725223	N/A	31402CVQ2	4,669	5,101.43	0.00%
FHLMCGLD MORTPASS 7.5% 01/MAR/2031 C4 PN# C48206	N/A	31298HDK1	5,366	5,640.78	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C4 PN# C46932	N/A	31298FVZ2	4,026	4,841.04	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C0 PN# C01116	N/A	31292HGZ1	3,435	4,143.51	0.00%
GOVT NTL MTG ASSN POOL NO: 550991	N/A	36213DC48	4,308	5,025.61	0.00%
GNMA I MORTPASS 8% 15/APR/2031 SF PN# 544470	N/A	36212U2B6	4,118	4,231.12	0.00%
GNMA I MORTPASS 7% 15/JUN/2029 SF PN# 509099	N/A	36211CRU8	4,492	5,325.87	0.00%
GNMA I MORTPASS 6.5% 15/FEB/2029 SF PN# 486936	N/A	36210A4V6	4,636	5,408.37	0.00%
GNMA I MORTPASS 7% 15/MAY/2024 SF PN# 376510	N/A	36204QGT1	4,275	4,947.28	0.00%
GOVT NTL MTG ASSN POOL NO: 580972	N/A	36201EMV9	3,452	4,027.43	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2030 C0 PN# C01103	N/A	31292HGL2	3,449	4,156.03	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2030 C0 PN# C00921	N/A	31292HAW4	4,540	5,464.76	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2032 C6 PN# C68988	N/A	31287U6Z0	4,219	4,271.74	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2032 C6 PN# C65717	N/A	31287RK65	5,410	5,622.60	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C62218	N/A	31287MPB0	3,684	4,276.86	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2013 E6 PN# E69050	N/A	31280QBT4	5,328	5,734.53	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90227	N/A	3128GUHC9	4,137	4,468.32	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GUGB2	4,366	4,715.92	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2017 E0 PN# E01138	N/A	31294KHP3	4,388	4,789.48	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E0 PN# E01095	N/A	31294KGC3	4,524	4,817.96	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2029 C3 PN# C32914	N/A	31293YGX8	3,864	4,372.66	0.00%
FHLMC GOLD PC GROUP NO: C18271 07.000 FGPC C18271	N/A	31293EFL9	4,176	4,881.70	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2031 C0 PN# C01305	N/A	31292HNW0	4,514	5,450.61	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89788	N/A	3128GS2V8	5,022	5,424.23	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2017 E8 PN# E89203	N/A	3128GSGL5	4,033	4,452.00	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2027 D8 PN# D82854	N/A	3128FSE38	3,463	4,033.14	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E88729	N/A	3128GRVW6	5,173	5,587.05	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2017 E8 PN# E88076	N/A	3128GQ6M8	5,239	5,658.91	0.00%
FHLMCGLD MORTPASS 6% 01/DEC/2016 E8 PN# E86533	N/A	3128GPHJ5	4,133	4,456.18	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2015 E8 PN# E81394	N/A	3128GHRP8	4,535	4,835.84	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2016 E8 PN# E82815	N/A	3128GKDU5	2,497	2,687.23	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 486019	N/A	36209Y4C9	2,424	2,837.28	0.00%
GNMA I MORTPASS 7.5% 15/NOV/2031 SF PN# 574837	N/A	36200WS28	3,117	3,253.23	0.00%
GNMA I MORTPASS 7% 15/OCT/2031 SF PN# 571267	N/A	36200STY6	1,860	2,207.62	0.00%
FNMA MORTPASS 7% 01/APR/2033 CL PN# 701261	N/A	31400YB62	2,012	2,345.83	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2031 C6 PN# C60012	N/A	31298YAM3	2,322	2,695.01	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58647	N/A	31298VTC1	3,173	3,683.03	0.00%
FHLMC GOLD PC GROUP NO: C48851 07.000 FGPC C48851	N/A	31298HZQ4	2,914	3,382.66	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2030 C3 PN# C37703	N/A	31294ERY7	2,700	3,242.20	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36429	N/A	31294DEA5	1,804	2,100.18	0.00%
GNMA I MORTPASS 6.5% 15/DEC/2031 SF PN# 555171	N/A	36213HW88	1,702	1,985.62	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 535388	N/A	36212JXR2	2,715	3,272.59	0.00%
GNMA I MORTPASS 8% 15/JAN/2030 SF PN# 525561	N/A	36211WZ27	2,405	2,506.00	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C0 PN# C01209	N/A	31292HKW3	2,097	2,556.13	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2029 C0 PN# C00836	N/A	31292G4V5	2,917	3,403.59	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2031 C6 PN# C61298	N/A	31287LNP3	3,488	3,647.39	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2015 G1 PN# G11164	N/A	31283KJH2	2,136	2,262.39	0.00%
FHLMCGLD MORTPASS 6% 01/OCT/2012 G1 PN# G10749	N/A	31283JZN4	3,081	3,104.89	0.00%
FHLMC GOLD PC GROUP NO: G01315 07.% 01/SEP/2031	N/A	31283HN84	1,807	2,103.75	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2030 G0 PN# G01108	N/A	31283HGR0	2,226	2,597.36	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2013 E7 PN# E72896	N/A	3128G7GD9	3,355	3,482.96	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41561	N/A	31297YWW8	2,588	2,810.14	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 E0 PN# E01083	N/A	31294KFY6	2,558	2,782.27	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90313	N/A	3128GUK27	2,197	2,372.92	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89347	N/A	3128GSL47	2,128	2,298.64	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E8 PN# E87584	N/A	3128GQM99	3,174	3,422.21	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87446	N/A	3128GQHX2	2,569	2,835.65	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2016 E8 PN# E85800	N/A	3128GNNR5	2,805	3,095.76	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E85117	N/A	3128GMVJ6	3,031	3,345.99	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E8 PN# E84236	N/A	3128GLV58	2,785	3,074.43	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83233	N/A	3128GKSW5	3,082	3,322.83	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2015 E8 PN# E84097	N/A	3128GLRS3	2,241	2,421.62	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2015 E8 PN# E81396	N/A	3128GHRR4	406	436.05	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2016 E8 PN# E83933	N/A	3128GLLN0	308	340.51	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83231	N/A	3128GKSU9	1,326	1,429.19	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2014 G1 PN# G11612	N/A	31283KYH5	5	5.27	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2032 C6 PN# C68307	N/A	31287UGQ9	1,666	1,694.12	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31282	N/A	31293WM72	425	496.24	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2012 E0 PN# E00507	N/A	31294JR42	128	129.86	0.00%
GNMA I MORTPASS 9% 15/NOV/2019 SF PN# 279461	N/A	36220JMJ2	1,317	1,552.84	0.00%
GNMA I MORTPASS 7% 15/SEP/2031 SF PN# 555125	N/A	36213HVS5	996	1,182.76	0.00%
GNMA I MORTPASS 7% 15/JAN/2031 SF PN# 540659	N/A	36212QTQ3	1,103	1,313.32	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2031 SF PN# 537406	N/A	36212MAF6	1,198	1,305.61	0.00%
GNMA I MORTPASS 7.5% 15/OCT/2030 SF PN# 536334	N/A	36212KY72	738	819.03	0.00%
GNMA I MORTPASS 7.5% 15/AUG/2029 SF PN# 434505	N/A	36207KU65	320	383.40	0.00%
GNMA I MORTPASS 7% 15/OCT/2029 SF PN# 416538	N/A	36206NV77	986	1,163.70	0.00%
FNMA PASS THRU CTF POOL NO: 607632	N/A	31388LA91	270	308.63	0.00%
FNMA MORTPASS 6.5% 01/NOV/2031 CL PN# 607559	N/A	31388K5U2	1,095	1,249.57	0.00%
FNMA MORTPASS 7.5% 01/FEB/2031 CL PN# 560868	N/A	31386ECD8	892	921.87	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2031 C5 PN# C55071	N/A	31298RT48	825	861.87	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2030 C4 PN# C44017	N/A	31298CPA1	960	1,025.73	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17262	N/A	31296SB70	0	0.01	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6.5% MTG BDS	N/A	31294KC94	1,168	1,265.30	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36306	N/A	31294DAF8	890	1,035.69	0.00%
FHLMCGLD MORTPASS 8% 01/JUL/2024 C0 PN# C00351	N/A	31292GL87	1,279	1,520.64	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 C6 PN# C66744	N/A	31287SP50	1,312	1,518.09	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2015 G1 PN# G11003	N/A	31283KDG0	645	686.55	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88134	N/A	3128GRBB4	1,137	1,227.67	0.00%
FHLMCGLD MORTPASS 6% 01/NOV/2016 E8 PN# E86183	N/A	3128GN2Q0	1,448	1,561.63	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E8 PN# E82132	N/A	3128GJLM7	1,289	1,384.80	0.00%

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