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NVIT Multi Sector Bond 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 -	11.75%
TBA FNMA SF 4.50 30 YRS MAY	3.56%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	2.57%
US 10YR NOTE FUT JUN12 20/JUN/2012 (TYM2)	1.88%
TBA FNMA SF 4.00 30 YRS MAY	1.77%
UNITED STATES TREAS NTS 2.000% 15/FEB/2022	1.36%
TBA FNMA 3.50% 30YRS MAY	1.02%
TBA FNMA SF 6.00 30 YRS JUN	0.97%
TBA FNMA SF 5.50 30 YRS JUN	0.90%
MEXICO (UNITED MEXICAN STATES 8.5% BDS 18/NOV/2038	0.79%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	28,943,037	28,943,036.88	11.75%
TBA FNMA SF 4.50 30 YRS MAY	N/A	01F042657	8,190,000	8,768,418.75	3.56%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	N/A	912810QT8	6,300,000	6,319,687.50	2.57%
US 10YR NOTE FUT JUN12 20/JUN/2012 (TYM2)	N/A	TYM2COM	3,500,000	4,629,843.75	1.88%
TBA FNMA SF 4.00 30 YRS MAY	N/A	01F040651	4,110,000	4,346,966.98	1.77%
UNITED STATES TREAS NTS 2.000% 15/FEB/2022	N/A	912828SF8	3,325,000	3,349,937.50	1.36%
TBA FNMA 3.50% 30YRS MAY	N/A	01F032658	2,430,000	2,523,023.32	1.02%
TBA FNMA SF 6.00 30 YRS JUN	N/A	01F060667	2,155,000	2,379,928.23	0.97%
TBA FNMA SF 5.50 30 YRS JUN	N/A	01F052664	2,040,000	2,228,062.50	0.90%
MEXICO (UNITED MEXICAN STATES 8.5% BDS 18/NOV/2038	N/A	B44NND6	22,390,000	1,934,959.96	0.79%
TBA FHLMC GOLD SF 5.00 30 YRS MAY	N/A	02R050655	1,520,000	1,642,550.00	0.67%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31371NVY8	1,485,830	1,625,881.52	0.66%
TBA FNMA SF 5.00 30 YRS MAY	N/A	01F050650	1,470,000	1,596,328.13	0.65%
PETROLEOS DE VENEZUELA 5% BDS 28/OCT/2015 USD1300	N/A	B5BQGP8	1,770,000	1,509,810.00	0.61%
RUSSIA 4.5% BDS 04/APR/2022 USD200000 144A	N/A	78307ADC4	1,400,000	1,452,500.00	0.59%
NETHERLANDS(KINGDOM OF) 3.25% BDS 15/JUL/2021 EUR1	N/A	B683R67	1,000,000	1,449,769.16	0.59%
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2012-2	N/A	03063WAA5	1,395,000	1,395,000.56	0.57%
PERU(REPUBLIC OF) 6.95% BDS 12/AUG/2031 PEN1000	N/A	B3XZ347	3,280,000	1,380,898.01	0.56%
BRAZIL(FEDERATIVE REPUBLIC OF) VAR RATE NTS 'B'	N/A	B1L7ZR8	1,083,000	1,327,433.64	0.54%
NISSAN AUTO RECEIVABLES OWNER TRUST 2012-A A-1	N/A	65475UAA0	1,282,800	1,284,270.31	0.52%
SOUTH AFRICA(REPUBLIC OF) 10.5% BDS 21/DEC/2026	N/A	6148788	8,315,000	1,278,268.06	0.52%
FEDERAL NATIONAL MORTGAGE ASSOC 5% BDS 11/MAY/2017	N/A	31359M7X5	1,050,000	1,251,010.95	0.51%
TBA FNMA SINGLE FAMILY MORTGAGE 3.50% MAT 15 YEARS	N/A	01F032450	1,180,000	1,244,900.00	0.51%
CITIGROUP INC 4.45% BDS 10/JAN/2017 USD100	N/A	172967FW6	1,165,000	1,216,962.50	0.49%
TBA FNMA 2.50% 15YRS MAY	N/A	01F022451	1,150,000	1,176,953.13	0.48%
URUGUAY(REP OF) 4.325% BDS 15/DEC/2028 UYU1000	N/A	B6XYGZ7	20,500,000	1,165,645.57	0.47%
BRASKEM AMERICA FINANCE 7.125% 22/JUL/2041	N/A	10554CAA0	1,125,000	1,130,625.00	0.46%
CANADA HOUSING TRUST 2.05% BDS 15/JUN/2017 CAD1000	N/A	B7GMSX7	1,100,000	1,116,702.94	0.45%
PERU(REPUBLIC OF) 8.6% BDS 12/AUG/2017 USD1000	N/A	B64N5X4	2,470,000	1,113,840.44	0.45%
ROMANIA(REPUBLIC OF) 6.75% NTS 07/FEB/2022 USD2000	N/A	77586RAA8	1,050,000	1,102,500.00	0.45%
TURKEY(REPUBLIC OF) 9.5% BDS 12/JAN/2022 TRY100	N/A	B7LPRW3	1,845,000	1,074,170.82	0.44%
UNITED STATES TREAS NTS 0.375%15/APR/2015	N/A	912828SP6	1,050,000	1,049,918.10	0.43%
UNITED STATES TREAS NTS 3.25% 31/MAY/2016	N/A	912828KW9	930,000	1,028,086.17	0.42%
DOMINICAN REPUBLIC 7.5% BDS 06/MAY/2021	N/A	25714PAK4	950,000	1,000,825.00	0.41%
EASTERN & SOUTHN AFRIC TRD & DEV BK 6.875% BDS	N/A	B5LRY35	1,000,000	987,500.00	0.40%
DIGICEL GROUP LTD VAR SNR NTS 15/JAN/2015 USD1000	N/A	25380WAB2	980,000	986,370.00	0.40%
REPUBLIC OF COLOMBIA 12.00% 22/OCT/2015	N/A	B068Z13	1,370,000,000	971,316.46	0.39%
BRASIL TELECOM SA 5.75% BDS 10/FEB/2022 USD1000	N/A	10553MAD3	930,000	953,250.00	0.39%
SWEDEN(KINGDOM OF) 3% BDS 12/JUL/2016 SEK5000	N/A	B0KP6D9	6,000,000	952,315.77	0.39%
BUNDESREPUB DEUTSCHLAND 4.00% 04/JAN/2037	BB27	B05Q875	550,000	941,858.86	0.38%
CHILE(REPUBLIC OF) 5.5% BDS 05/AUG/2020	N/A	B50HQT6	437,000,000	937,149.25	0.38%
QATAR(STATE OF) 5.75% BDS 20/JAN/2042 USD1000 144A	N/A	74727PAR2	835,000	928,937.50	0.38%
NCUA GTD NTS TRUST 2010-R1 1.84% NTS 07/OCT/2020	N/A	62888VAB4	917,078	928,687.86	0.38%
NORD ANGLIA EDUCATION(UK)HLDGS PLC 10.25% BDS	N/A	65557XAA5	825,000	849,750.00	0.34%
ARGENTINA(REPUBLIC OF) 7.82% DISC NTS 31/DEC/2033	N/A	B3RGVN1	1,083,030	838,660.27	0.34%
REPUBLIC OF PHILIPPINES 4.95% 15/JAN/2021	N/A	B3MRN11	33,000,000	805,557.20	0.33%
MUNICIPAL ELECTRIC AUTH OF GEORGIA 6.637% BDS	N/A	626207YF5	675,000	766,719.00	0.31%
PETROLEOS MEXICANOS 6.5% BD 41 02/JUN/2041	N/A	71654QAZ5	655,000	759,800.00	0.31%
CROATIA(REP OF) 6.25% NTS 27/APR/2017 USD'144A	N/A	226775AE4	750,000	758,895.00	0.31%
DEUTSCHLAND REP 3.50 04/JAN/2016	BB29	B0S5YP9	500,000	738,460.45	0.30%
DIRECTV HLDGS/FINANCE 3.8% BDS 15/MAR/2022 USD1000	N/A	25459HBD6	730,000	726,697.48	0.30%
E TRADE FINANCIAL CORP VAR BDS 30/NOV/2017	N/A	269246AT1	620,250	722,591.25	0.29%
ANADARKO PETROLEUM CORP 6.375% BDS 15/SEP/2017	N/A	032511BH9	605,000	718,989.87	0.29%
FRANCE(GOVT OF) 3.5% BDS 25/APR/2020 EUR1	N/A	B63D256	510,000	716,731.75	0.29%
GERMANY(FED REP) 4.25% BDS 04/JUL/2018 EUR0.01	BB35	B39QCF8	450,000	715,123.81	0.29%
FDIC TRUST 2011-R1 A 2.672% 25/JUL/2026	N/A	30251JAA9	684,319	702,891.16	0.29%
VALE OVERSEAS LTD 4.375% BDS 11/JAN/2022 USD1000	N/A	91911TAM5	685,000	701,831.14	0.29%
GENERAL ELECTRIC CAPITAL CORP 5.875% BDS	N/A	36962G3P7	625,000	698,802.50	0.28%
TREASURY 4.75% GILT 07/MAR/2020	TS20	B058DQ5	350,000	694,966.34	0.28%
HUNTINGTON AUTO TRUST 2012-1 A-1 0.342%	N/A	44614AAA1	693,607	694,494.04	0.28%
HONDA AUTO RECIVABLES OWNER TRUST 2012-1 A-1	N/A	43813UAA8	690,141	691,054.90	0.28%
FEDERAL NATIONAL MORTGAGE ASSOC 0% NTS 09/OCT/2019	N/A	313586RC5	840,000	676,313.40	0.27%
NORDIC INVEST BANK 1.7% BDS 27/APR/2017 JPY	N/A	B1W8RT6	50,000,000	666,888.15	0.27%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	630,000	665,702.73	0.27%
DIRECTV HLDGS/FINANCE 3.5% BDS 01/MAR/2016 USD1000	N/A	25459HAY1	630,000	665,096.67	0.27%
DT AUTO OWNER TRUST 2012-1 A 1.06% 15/JAN/2015	N/A	23336PAA9	665,000	665,012.64	0.27%
AMERIPRISE FINANCIAL INC 7.3% SR NT 28/JUN/2019	N/A	03076CAD8	540,000	664,399.80	0.27%
SLM PRIVATE EDUCATION LOAN TRUST 2011-B A-2 3.740%	N/A	83149UAB7	655,000	660,750.77	0.27%
FORD CREDIT AUTO LEASE TRUST 2012-A A-1 0.358%	N/A	34529VAA0	653,407	654,285.98	0.27%
VENEZUELA(REPUBLIC OF) 11.95% BDS 05/AUG/2031	N/A	P17625AD9	650,000	648,375.00	0.26%
TRANSOCEAN INC(NEW) 7.35% BDS 15/DEC/2041 USD1000	N/A	893830AZ2	515,000	630,744.71	0.26%
JAPAN (GOVT OF) #247 0.8% 20MAR20/MAR/2013	N/A	6604064	50,000,000	630,062.63	0.26%
MEXICO(UNITED MEXICAN STATES) 6.25% BDS	N/A	B6WC685	7,860,000	627,695.76	0.25%
PERNOD-RICARD 2.95% BDS 15/JAN/2017 USD1000 144A	N/A	714264AF5	615,000	625,788.95	0.25%
PHILIPPINES(REPUBLIC OF) 6.25% BDS 14/JAN/2036	N/A	B3LJ4G0	25,000,000	619,152.65	0.25%
MORGAN STANLEY FLTG RATE NTS 09/JAN/2014 USD1000	N/A	617446B99	645,000	613,266.65	0.25%
MERRILL LYNCH MORTGAGE TRUST COMMERCIAL MORTGAGE	N/A	59025WAE6	535,000	611,310.26	0.25%
BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 'F'	N/A	B1KCZ07	1,109,000	610,797.97	0.25%
MERRILL LYNCH & CO INC FLTG RATE NTS 05/JUN/2012	N/A	59018YE72	610,000	610,076.25	0.25%
FREDDIE MAC STRUCTURED PASSS THROUGHCE K-007 B VAR	N/A	30263DAJ9	565,000	607,438.85	0.25%
WACHOVIA CORP NEW 5.5% MTN 01/MAY/2013 USD1000	N/A	92976WBJ4	575,000	601,820.88	0.24%
WYNN LAS VEGAS LLC/CORP 5.375% BDS 15/MAR/2022	N/A	983130AS4	610,000	597,800.00	0.24%
PETROBRAS INTERNATIONAL FINANCE 6.75% NTS	N/A	71645WAS0	495,000	594,486.09	0.24%
BOLIVARIAN REPUBLIC VENEZUELA BD REGS 11.75%	N/A	P17625AE7	600,000	594,000.00	0.24%
FARMERS EXCHANGE CAPITAL 7.05% NOTES 15/JUL/2028	N/A	309588AC5	535,000	592,187.22	0.24%
HUTCH WHAMPOA INT 11 LTD 4.625% BDS 13/JAN/2022	N/A	44841CAB0	570,000	591,628.65	0.24%
AMERICREDIT AUTO RECEIVABLES TRUST 2012-1 A-1	N/A	03064UAA8	588,879	589,209.72	0.24%
PETROLEOS DE VENEZ 6.5% BDS 17/NOV/2021 USD REGS	N/A	P7807HAP0	720,000	586,080.00	0.24%
FANNIE MAE 2010-85 NJ 4.500% 25/AUG/2040	N/A	31398TRN3	542,351	585,294.73	0.24%
LUKOIL INTERNATIONAL FINANCE BV 6.125% BDS	N/A	549876AE0	550,000	583,698.50	0.24%
FANNIE MAE 2009-96 DB 4.000% 25/NOV/2029	N/A	31398FXL0	535,000	581,124.49	0.24%
POLAND(REPUBLIC OF) 5.25% BDS 25/OCT/2017 PLN1000	N/A	B1G0JZ8	1,800,000	578,820.47	0.24%
TREASURY 4% GILT 07/MAR/2022 GBP0.01	TR22	B3KJDQ4	300,000	568,790.74	0.23%
INTERNATIONAL LEASE FINANCE CORP 6.5% BDS	N/A	459745FY6	530,000	563,125.00	0.23%
WIND ACQUISITION F 7.25% SNR 15/FEB/2018 USD1000	N/A	97314XAF1	590,000	560,500.00	0.23%
BERAU CAPITAL RESOURCES 12.5% NTS 08/JUL/2015	N/A	083518AA8	500,000	558,750.00	0.23%
QVC INC 7.5% BDS 01/OCT/2019 USD1000'144A'	N/A	747262AA1	500,000	550,000.00	0.22%
UNITED STATES TREAS NTS 1%31/MAR/2017	N/A	912828SM3	540,000	545,400.00	0.22%
MORGAN STANLEY CAP I TST 2012-C4 COMMERCIAL MTG	N/A	61760VAP8	535,000	544,332.54	0.22%
AMERICREDIT AUTO REC TRUST 2.28% MTG BDS	N/A	03064PAD3	535,000	544,016.36	0.22%
GOLDMAN SACHS GROUP INC 6.25% SNR NTS 01/SEP/2017	N/A	38144LAB6	500,000	543,940.00	0.22%
AMER INTL GRP 4.875% SNR NT 15/SEP/2016 USD	N/A	026874CB1	510,000	543,872.67	0.22%
HYUNDAI AUTO RECEIVABLES TRUST 2012-A A-1 0.300%	N/A	44890GAA3	540,910	541,495.70	0.22%
DEVON ENERGY CORP(NEW) 5.625% SRN 15/JAN/2014	N/A	25179MAG8	500,000	540,985.00	0.22%
CNOOC FINANCE 2012 LTD 3.875% BDS 02/MAY/2022	N/A	12623UAA3	540,000	540,443.88	0.22%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	395,000	539,573.56	0.22%
GAZ CAPITAL SA 5.999% NTS 23/JAN/2021 USD'144A	N/A	368266AQ5	505,000	538,027.00	0.22%
SMART SERIES 2011-2 US TRUST 2011-2 A-4A 2.310%	N/A	78446KAF0	530,000	537,442.74	0.22%
FREDDIE MAC 3558 G 4.000% 15/AUG/2024	N/A	31398JAM5	485,000	531,724.12	0.22%
SANTANDER DRIVE AUTO REC TR 2011-3 2.5% MTG BDS	N/A	80282TAD9	520,000	526,490.48	0.21%
BUNDESREPUBLIK DEUTSCHLAND 3.25% 04/JAN/2020	N/A	B59K696	345,000	524,701.19	0.21%
ARGENTINA(REPUBLIC OF) 7% BDS 03/OCT/2015 USD100	N/A	B0P6994	575,000	520,375.00	0.21%
ENTERPRISE PRODUCTS OPER 5.25% 31/JAN/2020	N/A	29379VAF0	455,000	517,988.84	0.21%
CAYMAN ISLANDS(GOVT OF) 5.95% NTS 24/NOV/2019	N/A	14976CAA2	475,000	517,275.00	0.21%
GILEAD SCIENCES INC 4.4% BDS 01/DEC/2021 USD1000	N/A	375558AU7	475,000	516,067.55	0.21%
CENTRAL EUROPEAN DISTRIBUTION CORP 9.125% LN STK	N/A	15080BAA4	655,000	514,175.00	0.21%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46634SAC9	500,000	514,255.45	0.21%
PRESTIGE AUTO RECEIVABLES TRUST 1% MTG BDS	N/A	74112TAG1	510,000	512,247.47	0.21%
ALLY MASTER OWNER TRUST 2012-1 A-2 1.440%	N/A	02005ACC0	510,000	512,091.41	0.21%
FNMA TBA 15YR TBA 03.000% MAY	N/A	01F030454	490,000	511,284.38	0.21%
FNMA MORTPASS 4% 01/AUG/2018 CI PN# 736280	N/A	31402R6R5	476,802	510,814.01	0.21%
TURKEY(REPUBLIC OF) 0% BDS 17/JUL/2013 TRY100	N/A	B768NG3	1,000,000	509,972.95	0.21%
SENEGAL(REPUBLIC OF) 8.75% BDS 13/MAY/2021	N/A	81720TAA3	470,000	507,318.00	0.21%
HYVA GLOBAL BV 8.625% BDS 24/MAR/2016 USD1000 144A	N/A	44890CAA2	600,000	505,500.00	0.21%
LORILLARD TOBACCO CO 6.875% BDS 01/MAY/2020	N/A	544152AB7	425,000	504,223.40	0.20%
BCO DE CREDITO 6.125% FXD-FR 25/APR/2027 USD	N/A	05954TAJ0	500,000	503,750.00	0.20%
CARMAX AUTO OWNER TRUST 2012-1 A-1 0.381%	N/A	14313GAA5	501,230	501,358.32	0.20%
SANTANDER DRIVE AUTO RECEIVABLE TRUST 2010-1 A-3	N/A	80282DAC6	491,271	494,993.63	0.20%
SMURFIT CAPITAL FUNDING 7.5% DEBS 20/NOV/2025	N/A	832724AB4	495,000	495,000.00	0.20%
METROPOLITAN LIFE GLOBAL FUNDING I 3.125% MTN	N/A	59217GAD1	470,000	493,652.75	0.20%
CAISSE CENTRALE DESJARDINS DU QUEBE 2.65% BDS	N/A	12800UAE0	475,000	491,165.20	0.20%
GEN ELEC CAP CORP FR MTN 15/SEP/2014 USD1000	N/A	36962GK94	495,000	489,251.57	0.20%
VOLVO TREASURY AB 5.95% 01/APR/2015 144A	N/A	92886AAA1	445,000	489,120.86	0.20%
MERRILL LYNCH & CO INC 6.4% NTS 28/AUG/2017	N/A	59018YJ69	450,000	486,456.75	0.20%
SLM PRIVATE EDUCATION LOAN TRUST 2012-A A-2 3.830%	N/A	78446VAB5	480,000	486,531.41	0.20%
FREDDIE MAC 3640 JA 1.500% 15/MAR/2015	N/A	31398VHD1	483,574	485,787.26	0.20%
SOUTHERN NATURAL GAS CO 4.4% BDS 15/JUN/2021	N/A	84345PAB8	460,000	483,619.16	0.20%
USA TREASURY BDS 6.25% BDS 15/AUG/2023 USD	N/A	912810EQ7	340,000	482,906.08	0.20%
CANADA(GOVT OF) 4.25% BDS 01/JUN/2018 CAD1000	N/A	B28XMW0	410,000	474,867.03	0.19%
MMCA AUTO OWNER TRUST 2012-A A-1 0.601%	N/A	55313YAA9	472,853	473,390.18	0.19%
FREDDIE MAC 3599 DY 4.500% 15/NOV/2029	N/A	31398KW97	420,000	472,437.17	0.19%
ARGENTINA(REPUBLIC OF) 8.28% BDS 31/DEC/2033	N/A	040114GL8	660,241	472,072.44	0.19%
MEXICO(UNITED MEXICAN STATES) 6.5% NTS 10/JUN/2021	N/A	B3ZD2V9	5,980,000	470,438.11	0.19%
ZFS FINANACE USA TRUST II VAR RTE 15/DEC/2065	N/A	98876YAA8	480,000	470,400.00	0.19%
MORGAN STANLEY 6.6250% 01/APR/2018	N/A	6174466Q7	450,000	470,359.80	0.19%
NII CAPITAL CORP 7.625% BDS 01/APR/2021 USD1000	N/A	67021BAE9	505,000	469,650.00	0.19%
EKSPORTFINANS ASA 2.375% NTS 25/MAY/2016 USD1000	N/A	28264QV27	525,000	468,367.73	0.19%
MUNICIPAL ELECTRIC AUTH OF GEORGIA 7.055% BDS	N/A	626207YS7	440,000	461,832.80	0.19%
FED HOME LOAN MTG 3.989% CMO 25/JUN/2046 USD	N/A	3137ABFH9	415,000	460,599.37	0.19%
FED NATL MORT ASSC 7.5% CMO 25/DEC/2041 USD	N/A	3139216B9	393,785	456,918.77	0.19%
CANADA(GOVT OF) 3.75% DEB 01/JUN/2019 CAD1000	N/A	B3DLWM6	400,000	456,287.90	0.19%
FUEL TRUST 3.984% BDS 15/JUN/2016 USD1000	N/A	30277MAB0	440,000	455,832.96	0.19%
JPMORGAN CHASE & CO 5.4% BDS 06/JAN/2042 USD1000	N/A	48126BAA1	420,000	453,390.00	0.18%
COMMONWEALTH EDISON 5.8% 15/MAR/2018	N/A	202795HU7	375,000	453,247.88	0.18%
POLAND(GOVT OF) 5.5% BDS 25/OCT/2019 PLN1000	N/A	B3DXQM0	1,400,000	451,615.77	0.18%
FREDDIE MAC 3653 B 4.5% 15/APR/2030	N/A	31398VWE2	405,000	449,390.92	0.18%
BAKRIE TELECOM TBK 11.5% BDS 07/MAY/2015	N/A	057590AA9	570,000	441,750.00	0.18%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	420,000	438,335.52	0.18%
STRUCTURED ASSET SECURITIES CORP 86359A5V1	N/A	86359A5V1	466,282	437,939.09	0.18%
IPIC GMTN LTD 6.875% NTS 01/NOV/2041 USD200000	N/A	44985GAE1	410,000	437,675.00	0.18%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% BDS	N/A	646139X83	310,000	433,829.50	0.18%
JP MORGAN CHASE COMM MTG SECS CORP FR CMO	N/A	46627QBA5	385,000	432,968.31	0.18%
JP MORGAN CHASE COML MTG SEC TST 10 4.311% MTG PTC	N/A	46636AAC6	405,000	431,623.89	0.18%
JOHN DEERE OWNER TRUST 2012 A-1 0.379% 15/MAR/2013	N/A	47787BAA3	428,962	429,227.92	0.17%
POLAND(REPUBLIC OF) 5% NTS 23/MAR/2022 USD1000	N/A	857524AB8	400,000	428,000.00	0.17%
OBP DEPOSITOR LLC TRUST 4.6462% MTG BDS	N/A	67087MAA4	375,000	426,795.00	0.17%
TRANSOCEAN INC(NEW) 5.05% BDS 15/DEC/2016 USD1000	N/A	893830BA6	390,000	423,495.54	0.17%
KONINKLIJKE PHILIPS ELECTRONICS NV 3.75% BDS	N/A	500472AF2	410,000	422,448.42	0.17%
AEROSPACE SATELLIT 12.75% GTD SNR 16/NOV/2015 USD	N/A	00801QAA1	400,000	422,000.00	0.17%
FHLMC MULTIFAMILY STRUCTURED PASS THRO K702 X1 VAR	N/A	3137ABFW6	5,541,429	420,317.39	0.17%
INTL LEASE FINANCE 4.875% BDS 01/APR/2015 USD100	N/A	459745GM1	420,000	420,056.28	0.17%
FREMF MORTGAGE TRUST 2011-K702 B VARIABLE	N/A	30263FAL9	410,000	419,097.08	0.17%
DISCOVER FINANCIAL SVS 5.2% 27/APR/2022	N/A	254709AF5	415,000	414,489.55	0.17%
EILEME 2 AB PUBL SR NT 144A 31/JAN/2020	N/A	282563AA3	400,000	412,000.00	0.17%
BANK OF MONTREAL 2.5% SNR NTS 11/JAN/2017 USD1000	N/A	06366QW86	400,000	410,875.60	0.17%
INDONESIA REP NT 144A 17/JAN/2042	N/A	455780BJ4	400,000	409,500.00	0.17%
FHLMC REMIC SERIES R006 ZA 6% 15/APR/2036	N/A	31396JT21	343,691	402,549.70	0.16%
VALE OVERSEAS LTD 6.875% BDS 10/NOV/2039 USD2000	N/A	91911TAK9	335,000	402,151.09	0.16%
LATVIA(REP OF) 5.25% NTS 22/FEB/2017 USD'144A	N/A	518417AB6	390,000	400,725.00	0.16%
ROCKIES FUND INC 6.85% BDS 15/JUL/2018 USD1000	N/A	77340RAC1	410,000	400,775.00	0.16%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	250,000	400,543.75	0.16%
RABOBANK NEDERLAND VAR BDS 31/DEC/2049	N/A	749770AQ6	315,000	400,050.00	0.16%
SMART US TRUST 2012-1 A-1 14/MAR/2013 0.47667	N/A	83173KAA0	399,875	400,115.59	0.16%
TURKIYE VAKIFLAR BANKASI T.A.O. 5.75% NTS	N/A	90015NAA1	400,000	399,317.36	0.16%
DCP MIDSTREAM OPERATING 3.25% 01/OCT/2015	N/A	23311VAA5	395,000	399,093.78	0.16%
BRAZIL(FED REP OF) 8.5% BDS 05/JAN/2024 BRL350000	N/A	105756BT6	745,000	398,656.98	0.16%
ANGLO AMERICAN CAPITAL 2.625% NTS 03/APR/2017	N/A	034863AE0	395,000	397,065.85	0.16%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2008-1 A-4	N/A	05952AAE4	335,000	392,370.43	0.16%
NORSKE SKOGSINDUSTRIER ASA 6.125% BDS 15/OCT/2015	N/A	656533AB2	555,000	391,275.00	0.16%
VIMPELCOM HOLDINGS B V 7.5043% NTS 01/MAR/2022	N/A	92718WAB5	400,000	388,000.00	0.16%
PHILLIPS 66 4.3% BDS 01/APR/2022 USD1000 1	N/A	718546AA2	370,000	385,913.70	0.16%
COMCAST CORP 5.7% BDS 15/MAY/2018 USD1000	N/A	20030NAW1	325,000	385,686.60	0.16%
FRANKLIN VENTURE LLC 2010-1 A 3.000% 30/SEP/2019	N/A	355161AA8	382,932	385,183.09	0.16%
REPUBLIC OF VENEZUELA 6% 09/DEC/2020 REGS	N/A	P97475AG5	500,000	385,000.00	0.16%
BOSTON SCIENTIFIC 4.5% SNR 15/JAN/2015 USD	N/A	101137AJ6	355,000	381,622.16	0.15%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	320,000	379,398.72	0.15%
GREAT PLAINS ENERGY INC 4.85% BDS 01/JUN/2021	N/A	391164AE0	350,000	378,122.15	0.15%
SLM STUDENT LOAN TRUST 3.75% BDS 16/DEC/2030 USD	N/A	78446XAB1	375,000	377,028.68	0.15%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A4 14 8.500%	N/A	3623413G2	362,154	375,878.89	0.15%
AT&T CORP VAR RTE NTS 15/NOV/2031 USD1000'SEC REG'	N/A	001957BD0	260,000	372,734.70	0.15%
KRAFT FOODS INC NT FLT 13 10/JUL/2013	N/A	50075NBC7	370,000	371,888.48	0.15%
ARCELORMITTAL 6.25% BDS 25/FEB/2022 USD1000	N/A	03938LAX2	365,000	371,792.65	0.15%
ALLY MASTER OWNER TRUST 1.81% BDS 15/MAY/2016	N/A	02005ABN7	365,000	370,419.41	0.15%
WILLIAMS PARTNERS L.P. 7.25% BDS 01/FEB/2017	N/A	96950HAD2	305,000	369,708.80	0.15%
SANTANDER DRIVE AUTO RECEIVABLE TRUST 2012-1 B	N/A	80281AAD1	360,000	366,233.33	0.15%
EXPRESS SCRIPTS INC 6.25% BDS 15/JUN/2014 USD1000	N/A	302182AD2	330,000	362,807.28	0.15%
MASSMUTUAL GLOBAL FUNDING II 2% BDS 05/APR/2017	N/A	57629WBQ2	360,000	361,833.84	0.15%
RELIANCE INTERMEDIATE HLDGS LP 9.5% NTS	N/A	759479AA6	325,000	360,750.00	0.15%
GLOBO COMMUNICACOES E PARTICIPACOES 4.875% BDS	N/A	37957TAH4	350,000	352,625.00	0.14%
CAPITAL ONE FINANCIAL CORP 2.15% BDS 23/MAR/2015	N/A	14040HAZ8	350,000	352,268.35	0.14%
BB&T CORP 2.15% BDS 22/MAR/2017 USD1000	N/A	05531FAK9	350,000	351,576.05	0.14%
ALLY AUTO RECEIVABLES TRUST 2012-1 A-1 0.485%	N/A	02005YAC0	350,826	351,086.56	0.14%
FORD MOTOR CREDIT CO LLC 6.625% BDS 15/AUG/2017	N/A	345397VP5	305,000	350,575.54	0.14%
WELLS FARGO & CO 3.5% BDS 08/MAR/2022 USD1000	N/A	94974BFC9	345,000	349,444.29	0.14%
TOTAL CAPITAL SA 4.45% 24/JUN/2020	N/A	89152UAD4	310,000	348,319.41	0.14%
NORWAY(KINGDOM OF) 3.75% BDS 25/MAY/2021 NOK1000	N/A	B3MXHL7	1,750,000	347,403.87	0.14%
COLUMBUS INTERNATIONAL INC 144 SR SECD 144A	N/A	199300AA2	320,000	347,200.00	0.14%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	345,000	347,340.83	0.14%
COMMERCIAL MORTGAGE P/TH CTFS 3.376% MTG BDS	N/A	12622QAA3	340,000	347,100.22	0.14%
VEDANTA RESOURCES 8.25% BDS 07/JUN/2021 USD200000	N/A	92241TAG7	365,000	346,750.00	0.14%
EXPRESS SCRIPTS INC 7.25% BDS 15/JUN/2019 USD1000	N/A	302182AE0	275,000	344,077.80	0.14%
WATSON PHARMACEUTICALS INC 5% UNS LN STK	N/A	942683AD5	320,000	342,336.96	0.14%
ENERGY FUTURE INTER HLDG CO LLC 10.0% BDS	N/A	29269QAA5	309,000	341,058.75	0.14%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	285,000	340,985.69	0.14%
ARCOS DORADOS HLDGS INC NT 144A 10.25% 13/JUL/2016	N/A	B5345G4	630,000	339,598.14	0.14%
PNC FUNDING CORP 3.3% BDS 08/MAR/2022 USD1000	N/A	693476BN2	335,000	338,768.42	0.14%
NCUA GTD NTS MASTER TRUST 2.4% MTG BDS 08/DEC/2020	N/A	62888WAC0	328,204	336,038.44	0.14%
TELESAT CDA/TELESAT LLC 12.5% BDS 01/NOV/2017	N/A	87952VAF3	300,000	336,000.00	0.14%
GNMA II MORTPASS 4.7% 09/20/1961 RF PN# 710087	N/A	36297E2U8	294,627	335,169.85	0.14%
TEXTRON INC 6.2% LN STK 15/MAR/2015 USD1000	N/A	883203BP5	305,000	334,882.99	0.14%
TAMINCO GLOBAL CHEM CORP SR NT 144A 31/MAR/2020	N/A	87509RAA1	320,000	334,400.00	0.14%
FORD CREDIT FLOORPLAN MASTER OWNER 1.5% MTG BDS	N/A	34528QAU8	330,000	332,886.02	0.14%
BRESNAN BROADBAND HLDGS LLC 8% BDS 15/DEC/2018	N/A	107342AA5	325,000	331,500.00	0.13%
AMER EXPRESS CRED 2.375% BDS 24/MAR/2017 USD1000	N/A	0258M0DD8	325,000	331,396.65	0.13%
FEDERAL NATIONAL MORTGAGE ASSOC 7.000% MTG BDS	N/A	31393XGQ4	288,658	331,263.24	0.13%
TD AMERITRADE HOLDING CO 4.15% 01/DEC/2014	N/A	87236YAB4	310,000	331,083.41	0.13%
GS MORTGAGE SECURITIES CORP COMMERCIAL MORTGAGE	N/A	36191DAA2	324,900	330,488.28	0.13%
INTERNATIONAL BANK FOR REC & DEV 3.75% MTN	N/A	B64WQG1	1,800,000	330,406.52	0.13%
UNITED STATES TREAS NTS 0.25% 28/FEB/2014	N/A	912828SG6	330,000	329,987.13	0.13%
SMART US TRUST 2012-1 A-4A 14/DEC/2017 2.01000	N/A	83173KAF9	330,000	329,505.00	0.13%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	300,000	328,641.30	0.13%
UKRAINE GOVERNMENT 7.75% 23/SEP/2020	N/A	603674AA0	360,000	325,800.00	0.13%
EVERTEC INC 11% SNR NT 01/OCT/2018 USD1000	N/A	30040PAB9	300,000	325,500.00	0.13%
HEWLETT-PACKARD CO 2.6% BDS 15/SEP/2017 USD1000	N/A	428236BW2	325,000	325,463.78	0.13%
UBS COMMERCIAL MTGE	N/A	17687BB	325,000	324,995.93	0.13%
CVS CAREMARK CORP 3.25% LN STK 18/MAY/2015 USD1000	N/A	126650BT6	305,000	324,391.90	0.13%
DAVE & BUSTER'S INC 11% GTD SNR NTS 01/JUN/2018	N/A	23833NAG9	300,000	324,000.00	0.13%
BANC OF AMERICA MORTGAGE SECURITIES 6% MTG BDS	N/A	05954CAA6	365,212	323,440.94	0.13%
MACDERMID INC 9.5% BDS 15/APR/2017 USD1000	N/A	554273AC6	310,000	323,175.00	0.13%
PHILLIPS 66 GTD SR NT 144A 2.95% 01/MAY/2017	N/A	718546AG9	315,000	323,228.43	0.13%
RITE AID CORP 9.75% NTS 12/JUN/2016 USD1000	N/A	767754BX1	290,000	322,625.00	0.13%
EQUINOX HLDGS INC 9.5% BDS 01/FEB/2016	N/A	29445GAH9	300,000	322,125.00	0.13%
ECOLAB INC 4.35% BDS 08/DEC/2021 USD1000	N/A	278865AL4	295,000	321,689.54	0.13%
FEDERAL HOME LOAN MORTGAGE CORP 5.125% SNR NTS	N/A	3137EABA6	265,000	320,496.83	0.13%
CBASS 2002-CB2 A2	N/A	12489WER1	406,507	319,007.27	0.13%
BANCOLOMBIA SA 5.95% BDS 03/JUN/2021 USD1000	N/A	05968LAG7	300,000	318,750.00	0.13%
TELEFONICA EMISIONES SAU 2.582% BDS 26/APR/2013	N/A	87938WAK9	320,000	318,770.88	0.13%
OREILLY AUTO NEW 4.625% NTS 15/SEP/2021 USD1000	N/A	67103HAB3	295,000	318,441.00	0.13%
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2012-1 A-1	N/A	92867GAA1	316,671	316,968.46	0.13%
RABOBANK NEDERLAND 3.875% BDS 08/FEB/2022 USD1000	N/A	21685WDD6	320,000	316,140.80	0.13%
GNMA II MORTPASS 4.7% 08/20/1961 RF PN# 710083	N/A	36297E2Q7	280,039	315,590.06	0.13%
ENERGYSOLUTIONS INC. 10.75% SR NTS 15/AUG/2018	N/A	292757AB7	300,000	311,250.00	0.13%
TENNESSEE GAS PIPELINE	N/A	880451AW9	235,000	311,057.52	0.13%
APACHE CORP 3.25% NTS 15/APR/2022 USD1000	N/A	037411AZ8	300,000	309,722.70	0.13%
CRICKET COMMUNICATIONS INC 7.75% SNR NTS	N/A	226566AM9	330,000	309,375.00	0.13%
WIND ACQUISITION FIN SA 11.75% NTS 15/JUL/2017	N/A	B3LGQN2	250,000	308,587.56	0.13%
HUB INTERNATIONAL HOLDINGS INC 10.25% SNR NTS	N/A	44332LAC4	300,000	306,750.00	0.12%
METHANEX CORP 5.25% SR NT 01/MAR/2022 USD	N/A	59151KAG3	295,000	306,806.49	0.12%
JPMORGAN CHASE & CO 5.55% NTS 22/JAN/2017 USD1000	N/A	073902PN2	275,000	304,852.35	0.12%
HSBC USA INC 2.375% BDS 13/FEB/2015 USD1000	N/A	40428HPG1	300,000	303,280.50	0.12%
BANK OF CEYLON VAR BDS 03/MAY/2017 USD1000 144A	N/A	06426UAA4	300,000	303,022.44	0.12%
ALLIANT HLDGS I INC 11% SNR NTS 01/MAY/2015	N/A	01881PAA4	290,000	302,687.50	0.12%
PETROHAWK ENERGY CORP 7.25% SR NT 15/AUG/2018	N/A	716495AL0	265,000	302,100.00	0.12%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	275,000	301,555.38	0.12%
SPRINT CAP CORP NT 8.75% 15/MAR/2032 UNRESTRICTED	N/A	852060AT9	355,000	300,862.50	0.12%
YUM BRANDS INC 4.25% BDS 15/SEP/2015 USD2000	N/A	988498AE1	275,000	298,995.95	0.12%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	285,000	297,595.29	0.12%
UNIVISION COMMUNICATIONS INC 8.5% BDS 15/MAY/2021	N/A	914906AK8	300,000	296,250.00	0.12%
GINNIE MAE 2011-67 B VARIABLE 16/OCT/2047	N/A	38376GR85	270,000	295,240.41	0.12%
AES CORP 9.75% BDS 15/APR/2016 USD1000	N/A	00130HBQ7	250,000	295,000.00	0.12%
PERTAMINA PT 6% BDS 03/MAY/2042 USD1000 144A	N/A	69369EAD1	300,000	294,750.00	0.12%
FORD MOTOR CREDIT CO LLC 7.5% BDS 01/AUG/2012	N/A	345397VK6	290,000	294,559.96	0.12%
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR4	N/A	94983PAA6	348,366	293,644.16	0.12%
WAMU MTG CERT 2007-HY3 4-A1 25/MAR/2037 FLT	N/A	933634AJ6	370,609	292,076.29	0.12%
CHESTER DOWNS & MA 9.25% SNR 02/JAN/2020 USD'144A	N/A	165749AA0	275,000	289,437.50	0.12%
SYMETRA FINANCIAL CORP FXD/FLTG RATE NT	N/A	87151QAB2	295,000	288,362.50	0.12%
J P MORGAN CHASE COML MTG SECS CORP 2002-C2 MTG	N/A	46625MPM5	284,500	287,990.62	0.12%
GRACECHURCH MORTGAGE FINANCING PLC CLS'A6'MTG BKD	N/A	38405JAH2	286,993	286,290.95	0.12%
GNMA II MORTPASS 4.502% 07/20/1961 RF PN# 751413	N/A	36230KSA0	257,519	285,921.63	0.12%
NUVEEN INVESTMENTS INC 10.5% NTS 15/NOV/2015	N/A	67090FAD8	275,000	283,937.50	0.12%
LIBERTY TIRE RECYCLING HLDG CO 11% BDS 01/OCT/2016	N/A	531359AA5	300,000	282,750.00	0.11%
NEWMONT MINING CORP 4.875% BDS 15/MAR/2042 USD1000	N/A	651639AP1	290,000	281,802.28	0.11%
TRANSOCEAN INC 6.375% GTD SNR 15/DEC/2021 USD	N/A	893830BB4	240,000	281,038.32	0.11%
OPPENHEIMER HOLDINGS INC 8.75% SNR NT 15/APR/2018	N/A	683797AB0	275,000	279,125.00	0.11%
PC FINANCIAL PARTNERSHIP 5.00% 15/NOV/2014	N/A	69320DAA7	255,000	279,159.98	0.11%
PACIFIC BELL 7.375% DEB STK 15/JUL/2043 USD1000	N/A	694032AV5	260,000	278,888.22	0.11%
TEXAS EASTERN CORP	N/A	882389CC1	215,000	277,069.21	0.11%
ARGENTINA(REPUBLIC OF) VAR 31/DEC/2038	N/A	040114GK0	820,000	276,750.00	0.11%
MEDCO HEALTH SOLUTIONS BND 7.25% 15/AUG/2013	N/A	58405UAC6	255,000	276,084.17	0.11%
DUBAI HOLDING CO 6% EMTN 01/FEB/2017 GBP50000	N/A	B1PF6S6	200,000	269,401.40	0.11%
NOKIA CORP 6.625% BDS 15/MAY/2039 USD1000	N/A	654902AC9	325,000	269,400.63	0.11%
LOWE'S COS INC 3.12% NTS 15/APR/2022 USD1000	N/A	548661CW5	265,000	268,669.72	0.11%
CREDIT SUISSE FIRST BOSTON COMMERCIAL MTG PT	N/A	22541QJ52	265,000	267,979.13	0.11%
CLEAR CHANNEL WORLDWIDE HLDGS INC 7.625% BDS	N/A	18451QAE8	275,000	267,437.50	0.11%
CWABS ASSET-BACKED CTFS TRUST 5.53% A/BKD FINAL	N/A	12668WAB3	300,000	267,256.50	0.11%
MASTR SPECIALIZED LOAN TRUST MORTGAGE PASS-THROUGH	N/A	576436AT6	261,023	266,751.22	0.11%
DT AUTO OWNER TRUST 2011-3 A 1.400% 15/AUG/2014	N/A	23336MAA6	266,105	266,466.37	0.11%
SLM PRIVATE ED LN TR 2011-A 4.37% BDS 17/APR/2028	N/A	78446DAB5	255,000	266,260.39	0.11%
GE CAPITAL COMMERCIAL MTG CORP VAR DUE 10/NOV/2045	N/A	36828QQE9	240,000	265,960.08	0.11%
CREDIT SUISSE FIRST BOSTON COMMERICAL MORTGAGE PTC	N/A	22541NAR0	265,000	264,583.16	0.11%
WACHOVIA CAPITAL TST III 5.8% INC TST SECS USD1000	N/A	92978AAA0	285,000	264,337.50	0.11%
SIMON PROPERTY GROUP INC 10.35% BDS 01/APR/2019	N/A	828807CA3	190,000	263,575.79	0.11%
FNMA GRANTOR TRUST 2001-T5 A2 19/JUN/2041 7.00000	N/A	31359SX96	221,777	261,864.47	0.11%
CIGNA CORP 5.375% BDS 15/FEB/2042 USD100	N/A	125509BT5	245,000	259,458.19	0.11%
PETROLEOS MEXICANOS DR EACH REPR 7.65% NTS	N/A	B6SMTZ7	3,300,000	258,331.25	0.10%
TICKETMASTER ENTERTAINMENT INC 10.75% SNR NTS	N/A	88633PAB0	240,000	257,400.00	0.10%
AMERICREDIT AUTOMOBILE RECEIVABLETRUST 2010-4 B	N/A	03064FAQ6	255,000	257,198.76	0.10%
BURLINGTON COAT FACT.WAREHSE CORP 10% BDS	N/A	121579AG1	240,000	256,800.00	0.10%
GENERAL ELECTRIC CO. 5.25% SNR NTS 06/DEC/2017	N/A	369604BC6	220,000	256,743.96	0.10%
MANDALAY RESORT GROUP 7.625% BDS 15/JUL/2013	N/A	172909AF0	250,000	255,937.50	0.10%
PETROLEOS DE VENEZUELA 12.75% SNR NTS 17/FEB/2022	N/A	P7807HAM7	250,000	254,375.00	0.10%
FIRST DATA CORP SR PIK NT 15 24/SEP/2015	N/A	319963AT1	250,000	254,375.00	0.10%
LLOYDS TSB BANK PLC 4.2% BDS 28/MAR/2017 USD100	N/A	539473AQ1	250,000	253,633.25	0.10%
CRC HEALTH CORP 10.75% SNR NTS 01/FEB/2016 USD1000	N/A	12621PAC2	275,000	253,000.00	0.10%
MERRILL LYNCH BND 5.107% 12/JUL/2038	N/A	59022HJN3	240,000	251,903.04	0.10%
ROC FINANCE LLC / ROC FINANCE CORP 12.125% NTS	N/A	74965WAA5	225,000	252,000.00	0.10%
HORIZON LINES LLC 11% BDS 15/OCT/2016 USD1000 144A	N/A	44049HAA1	260,000	251,550.00	0.10%
AVAYA INC VAR SNR PIK NTS 01/NOV/2015 USD1000	N/A	053499AF6	250,000	247,812.50	0.10%
COMMERCIAL MTG TRUST SER 2003-LB1A CL A2	N/A	126175AB4	240,000	245,386.56	0.10%
INVENTIV HEALTH INC 10% SNR NTS 15/AUG/2018	N/A	46122EAA3	275,000	245,437.50	0.10%
ATKORE INTERNATIONAL INC 9.875% BDS 01/JAN/2018	N/A	047650AB2	240,000	244,800.00	0.10%
CF INDUSTRIES HOLDINGS INC 7.125% BDS 01/MAY/2020	N/A	12527GAB9	205,000	244,975.00	0.10%
DYNCORP INTERNATIONAL INC 10.375% SNR NTS	N/A	26817CAB7	285,000	244,387.50	0.10%
SUNCOR ENERGY INC	N/A	867229AD8	210,000	243,731.25	0.10%
INTEL CORP 1.95% SNR 01/OCT/2016 USD2000	N/A	458140AH3	235,000	243,154.97	0.10%
BERKSHIRE HATHAWAY FINANCE CORP 5.4% SNR NOTE	N/A	084664BE0	205,000	242,368.84	0.10%
ALLISON TRANS 7.125% BDS 15/MAY/2019 USD1000 144A	N/A	019736AC1	230,000	240,925.00	0.10%
TL ACQUISITIONS INC 10.5% SNR NTS 15/JAN/2015	N/A	87255MAA8	300,000	239,250.00	0.10%
COLUMBIA HCA HEALTHCARE CORP 7.19% DEBS	N/A	197677AD9	230,000	237,475.00	0.10%
GEO GROUP INC(THE) 6.625% NTS 15/FEB/2021 USD1000	N/A	36159RAE3	225,000	237,375.00	0.10%
BANC OF AMERICA MORTGAGE SECURITIES 5.634% BDS	N/A	05950WAF5	210,000	237,316.59	0.10%
BRIGHTSTAR CORPORATION 9.5% BDS 01/DEC/2016	N/A	109478AA5	225,000	236,812.50	0.10%
WAL-MART STORES INC 4.125% 01/FEB/2019	N/A	931142CP6	210,000	236,818.05	0.10%
GCI INC 8.625% SNR NTS 15/NOV/2019 USD1000	N/A	36155WAF3	215,000	236,500.00	0.10%
CS FIRST BOSTON MORTGAGE SECURITIES CORP SER	N/A	225458RR1	227,267	235,868.48	0.10%
PRESTIGE BRANDS INC 8.25% SR NT 01/APR/2018	N/A	74112BAE5	215,000	235,425.00	0.10%
KOREA DEVELOPMENT BANK 3.5% BDS 22/AUG/2017	N/A	500630BW7	230,000	234,561.13	0.10%
CROWN CASTLE TOWERS LLC SRSEC CL-C144A 15/AUG/2035	N/A	22822RAV2	230,000	233,870.44	0.09%
BIOMET INC 11.625% BDS 15/OCT/2017 USD 1000	N/A	090613AE0	215,000	233,275.00	0.09%
SALTA(PROVINCE OF 9.5% BDS 16/MAR/2022 USD1000 1	N/A	795751AA4	235,000	233,232.10	0.09%
INTELSAT BERMUDA FLTG RATE NTS 04/FEB/2017 USD1000	N/A	458204AF1	225,000	232,312.50	0.09%
ANHEUSER-BUSCH COS INC 5.5% BDS 15/JAN/2018	N/A	035229DD2	195,000	232,039.67	0.09%
CENVEO CORP 8.875% NTS 01/FEB/2018 USD1000	N/A	15671BAE1	250,000	230,000.00	0.09%
SIMMONS FOOD INC 10.5% SNR 01/NOV/2017 USD1000	N/A	828732AA5	250,000	230,000.00	0.09%
UNITED AIRLINES INC 7.336% BDS 02/JAN/2021 USD1000	N/A	90928AAA5	232,288	229,965.43	0.09%
GREAT PLAINS ENERG 10% BDS 15/JUN/2022 USD	N/A	391164AF7	210,000	229,562.34	0.09%
SPRINT NEXTEL CORP 11.5% BDS 15/NOV/2021 USD1000	N/A	852061AH3	215,000	228,437.50	0.09%
FONTAINEBLEAU MIAMI BEACH TRUST 2012-FBLU A 2.887%	N/A	34461AAA6	225,000	227,144.03	0.09%
SOUTHERN COPPER CORP 6.375% NTS 27/JUL/2015	N/A	84265VAB1	200,000	226,061.60	0.09%
FORD MOTOR CREDIT CO 5.875% BDS 02/AUG/2021	N/A	345397VU4	200,000	226,017.60	0.09%
LOWE'S COS INC 1.625% NTS 15/APR/2017 USD1000	N/A	548661CY1	225,000	225,147.83	0.09%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31394A5A0	205,000	224,927.95	0.09%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-A A2	N/A	80282FAC1	223,114	223,371.00	0.09%
FREESCALE SEMICOND 10.125% SNR 15/MAR/2018 USD	N/A	35687MAQ0	200,000	223,000.00	0.09%
MOLSON COORS BREWING CO 3.5% BDS 01/MAY/2022	N/A	60871RAC4	220,000	221,944.36	0.09%
CWMBX INC 12669GUU3 25/MAR/2035	N/A	12669GUU3	374,352	221,633.75	0.09%
BANCO NAC DE DESEN BNDES 4.125% BDS 15/SEP/2017	N/A	B67VDM0	160,000	221,513.25	0.09%
WILLIS GROUP HOLDINGS 4.125% BDS 15/MAR/2016	N/A	97063PAA2	210,000	219,880.71	0.09%
HUMANA INC 8.15% SNR NTS 15/JUN/2038 USD1000	N/A	444859AZ5	165,000	219,313.05	0.09%
ROCK-TENN CO 4.45% SNR 01/MAR/2019 USD'144A	N/A	772739AH1	215,000	218,914.72	0.09%
MARINA DISTRICT FINANCE CO INC 9.5% SR SEC NTS	N/A	56808RAB2	225,000	218,812.50	0.09%
HONDA AUTO RECEIVABLES OWNER TRUST 2011-3 A-1	N/A	43811AAA4	218,184	218,273.05	0.09%
LITHUANIA(REPUBLIC OF) 6.125% BDS 09/MAR/2021	N/A	536878AF8	200,000	217,000.00	0.09%
PTTEP CANADA INTL FIN LTD 5.692% BDS 05/APR/2021	N/A	74442AAA6	200,000	216,359.60	0.09%
ABU DHABI NATIONAL ENERGY COMPANY 5.875% NTS	N/A	00386SAJ1	200,000	215,250.00	0.09%
YONKERS RACING CORP 11.375% SRN 15/JUL/2016	N/A	986141AA7	200,000	215,250.00	0.09%
LLOYDS BANKING GROUP PLC ADR REPR VAR NON CUM PRF	N/A	539439AD1	350,000	215,250.00	0.09%
INDONESIA(REPUBLIC OF) 4.875% BDS 05/MAY/2021	N/A	455780BF2	200,000	215,000.00	0.09%
COLUMBIA HCA HEALTHCARE CORP 9% BDS 15/DEC/2014	N/A	19767QAK1	195,000	214,500.00	0.09%
SCHAEFFLER FINANCE BV 8.5% BDS 15/FEB/2019	N/A	806261AA1	200,000	214,500.00	0.09%
VERSO PAPER HLDGS LLC/INC 11.75% BDS 15/JAN/2019	N/A	92531XAM4	200,000	214,500.00	0.09%
RIO TINTO FINANCE USA LTD 3.5% BDS 22/MAR/2022	N/A	76720AAC0	205,000	213,440.47	0.09%
DEUTSCHE TELEKOM INTL FINANCE B.V. 8.125% BDS	N/A	7375466	160,000	212,850.96	0.09%
ARD FINANCE PIK VAR BDS 01/JUN/2018 USD1000 144A	N/A	00191AAA4	211,928	212,457.82	0.09%
DELTA AIR LINES INC 12.25% BDS 15/MAR/2015	N/A	247361ZE1	195,000	212,062.50	0.09%
GINNIE MAE 2011-127 IO VARIABLE 16/MAR/2047	N/A	38376G5P1	2,710,502	211,950.40	0.09%
LYONDELLBASELL INDUSTRIES NV 5% BDS 15/APR/2019	N/A	552081AE1	205,000	211,662.50	0.09%
RUSSIAN FEDN BD 144A 5.625% 04/APR/2042	N/A	78307ADE0	200,000	211,740.00	0.09%
SANDRIDGE ENERGY INC 9.875% BDS 15/MAY/2016	N/A	80007PAJ8	190,000	210,900.00	0.09%
SANTANDER DRIVE AUTO RECEIVABLE TRUST 2011-2 B	N/A	80282RAD3	210,000	210,989.33	0.09%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	155,000	210,464.74	0.09%
AMERICAN PETROLEUM TANKERS 10.25% SNR NT	N/A	028865AB9	200,000	210,500.00	0.09%
TYCO ELECTRONICS GROUP S A 6% SNR NTS 01/OCT/2012	N/A	902133AE7	205,000	209,581.14	0.09%
WELLS FARGO MORTGAGE BACKED SEC TST 5.6073% MBPT	N/A	94983YAK5	273,717	207,913.48	0.08%
LLOYDS BANKING GROUP PLC 6.657% PERPETUAL	N/A	539439AF6	310,000	207,700.00	0.08%
DELTA AIR LINES, INC. 2002-1 G2 6.417% 02/JAN/2014	N/A	247367AY1	205,000	206,793.75	0.08%
CEDC FIN CORP INTL INC 8.875% 01/DEC/2016 '144A'	N/A	B4TKR18	200,000	206,497.20	0.08%
CONTINENTAL AIRLINES INC VAR 02/JUN/2015	N/A	210795PR5	213,448	205,977.27	0.08%
FANNIE MAE 01-T4 A1 7.500% 25/JUL/2041	N/A	31359SR69	175,777	205,416.15	0.08%
QTEL INTERNATIONAL FINANCE LTD 5% GTD NTS	N/A	74733LAE2	200,000	204,500.00	0.08%
QUEBEC 4.5% MTN 01/DEC/2020 CAD1000 B103-1	N/A	B5P58F5	180,000	203,908.29	0.08%
LANDRYS RESTAURANTS INC 9.375% BDS 01/MAY/2020	N/A	51509BAC8	200,000	203,750.00	0.08%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A2 14 7.500%	N/A	3623413E7	203,261	203,238.28	0.08%
REXEL SR NT 144A 15/DEC/2019	N/A	761679AA7	200,000	203,000.00	0.08%
RUSSIAN FEDN NT 144A 3.25% 04/APR/2017	N/A	78307ADD2	200,000	202,750.00	0.08%
FHLMC REMIC SERIES K-501 X1-A 25/AUG/2016 FLT	N/A	3137ANLQ6	3,495,000	201,846.74	0.08%
REGENCY ENERGY PARTNERS LP 6.5% BDS 15/JUL/2021	N/A	75886AAF5	190,000	201,400.00	0.08%
EL PASO PIPELINE PARTNERS OPERATING 6.5% BDS	N/A	28370TAA7	175,000	201,021.63	0.08%
GILEAD SCIENCES INC 3.05% BDS 01/DEC/2016 USD1000	N/A	375558AT0	190,000	200,896.69	0.08%
VANGUARD HEALTH HLDG CO II LLC SR NT 144A	N/A	92203PAJ5	200,000	200,750.00	0.08%
CORP ANDINA DE FOMENTO 8.125% BDS 04/JUN/2019	N/A	219868BN5	160,000	200,198.88	0.08%
FANNIE MAE 2009-71 MB 4.500% 25/SEP/2024	N/A	31398FAL5	180,000	199,365.25	0.08%
METALLOINVEST FINANCE LTD 6.50% BDS 21/JUL/2016	N/A	59125QAA6	200,000	199,000.00	0.08%
STH AFRICA(REP OF) 4.665% BDS 17/JAN/2024 USD1000	N/A	836205AQ7	190,000	199,025.00	0.08%
ARISTOTLE HOLDING INC 4.75% BDS 15/NOV/2021	N/A	04044TAE6	180,000	196,957.26	0.08%
WELLS FARGO MORTGAGE BACKED SEC TST 5.5% MTG BDS	N/A	94983QAA4	198,283	196,771.20	0.08%
FREDDIE MAC 3704 DC 4.000% 15/NOV/2036	N/A	3137A0XQ3	180,833	196,445.91	0.08%
KEY ENERGY SERVICES INC 6.75% NTS 01/MAR/2021	N/A	492914AS5	190,000	195,700.00	0.08%
PERNOD-RICARD 5.5% BDS 15/JAN/2042 USD100	N/A	714264AK4	190,000	194,227.88	0.08%
SYNIVERSE HLDGS INC 9.125% BDS 15/JAN/2019 USD1000	N/A	87163FAA4	175,000	194,031.25	0.08%
IPAYMENT INC 10.25% BDS 15/MAY/2018 USD1000	N/A	46262EAE5	210,000	193,200.00	0.08%
CF INDUSTRIES HOLDINGS INC 6.875% BDS 01/MAY/2018	N/A	12527GAA1	165,000	191,812.50	0.08%
MERRILL LYNCH MTGE TRUST 2005-CI A-2 4.96%	N/A	59022HJH6	189,016	191,729.16	0.08%
AT&T INC 2.95% NTS 15/MAY/2016 USD1000	N/A	00206RAW2	180,000	191,114.82	0.08%
BELARUS NT REG S 15 03/AUG/2015	N/A	B4XYW33	200,000	189,000.00	0.08%
SERVICIOS CORPORATIVOS JAVER SAPI 9.875% BDS	N/A	81763TAC7	200,000	188,600.00	0.08%
VIRGOLINO DE OLIVEIRA FINANCE SA 11.75% SNR NTS	N/A	92824DAA0	200,000	188,500.00	0.08%
SOPHIA LP/SOPHIA F 9.75% BDS 15/JAN/2019 USD'144A	N/A	83577TAA3	175,000	187,687.50	0.08%
GINNIE MAE 2010-14 A 4.500% 16/JUN/2039	N/A	38376WDQ5	169,926	187,535.11	0.08%
ALLY FINANCIAL INC 7.5% NTS 15/SEP/2020 USD1000	N/A	02005NAJ9	165,000	183,975.00	0.07%
NARA CABLE FDG LTD SR SEC NT 144A 01/DEC/2018	N/A	63080TAA5	200,000	183,000.00	0.07%
LAWSON SOFTWARE INC 9.375% BDS 01/APR/2019 USD1000	N/A	52078PAD4	175,000	182,875.00	0.07%
HARTFORD FINANCIAL SERVICES GRP INC 5.125% BDS	N/A	416518AB4	180,000	181,806.48	0.07%
PETCO ANIMAL SUPPLIES INC 9.25% BDS 01/DEC/2018	N/A	716016AC4	165,000	181,500.00	0.07%
REYNOLDS GROUP ISSUER INC/LLC/SA 6.875% BDS	N/A	761735AC3	175,000	180,250.00	0.07%
VISANT CORP 10% NTS 01/OCT/2017 USD1000	N/A	92834UAB8	190,000	180,262.50	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE INC. 2005-1 A4	N/A	05947UC97	175,000	179,869.55	0.07%
NGPL PIPECO LLC FRN SNR 15/DEC/2012 USD1000 '144A'	N/A	62912XAA2	180,000	179,358.12	0.07%
FANNIE MAE 01-T5 A3 7.500% 19/JUN/2041	N/A	31359SY20	154,860	178,406.96	0.07%
DJO FIN LLC/DJO FI 8.75% BDS 15/MAR/2018 USD'144A	N/A	23327BAG8	175,000	178,062.50	0.07%
QUIKSILVER INC 6.875% BDS 15/APR/2015 USD100000	N/A	74837NAC7	175,000	177,187.50	0.07%
SIMON PROPERTY GROUP INC 4.75% BDS 15/MAR/2042	N/A	828807CL9	180,000	176,635.62	0.07%
INTERNATIONAL PAPER CO 4.75% BDS 15/FEB/2022	N/A	460146CG6	165,000	176,142.45	0.07%
LINN ENERGY LLC 6.5% BDS 15/MAY/2019 USD100 144A	N/A	536022AG1	175,000	175,875.00	0.07%
NATL RURAL UTL FIN 1.9% 1MTG 01/NOV/2015 USD	N/A	637432ML6	170,000	175,075.35	0.07%
JABIL CIRCUIT INC 8.25% BDS 15/MAR/2018 USD1000	N/A	466313AD5	150,000	174,750.00	0.07%
UR FINANCING ESCRO 7.625% SNR NT 15/APR/2022 USD	N/A	90321NAC6	165,000	174,487.50	0.07%
CONCHO RESOURCES INC 6.5% BDS 15/JAN/2022 USD2000	N/A	20605PAC5	165,000	174,075.00	0.07%
NATIONSBANK CAP TRUST 8.25% BDS 15/APR/2027	N/A	62874HAA3	170,000	171,700.00	0.07%
AT&T WIRELESS SERVICES INC 8.75% SNR NTS	N/A	00209AAF3	115,000	171,083.66	0.07%
GENESIS ENERGY L.P. 7.875% BDS 15/DEC/2018 USD1000	N/A	37185LAB8	165,000	169,950.00	0.07%
TITAN INTL INC 7.875% SNR NT 01/OCT/2017 USD1000	N/A	88830MAF9	160,000	169,600.00	0.07%
ENEL FINANCE INTL SA 6.00% 07/OCT/2039 GTD NT 144A	N/A	29268BAF8	200,000	169,168.40	0.07%
FDIC TRUST 2010-R1 A 0.000% 25/MAY/2050	N/A	30250RAA2	169,046	168,847.49	0.07%
MGM RESORTS INTL 10% BDS 01/NOV/2016 USD1000	N/A	55303QAC4	150,000	168,750.00	0.07%
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST	N/A	94981UAE9	182,511	168,892.88	0.07%
GMAC COMMERCIAL MORTGAGE SECURITIES INC 2004-C3 CL	N/A	361849J78	167,878	168,350.04	0.07%
CONTINENTAL RESOURCES INC OKLA 5% BDS 15/SEP/2022	N/A	212015AG6	165,000	167,475.00	0.07%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	155,000	167,397.83	0.07%
TARGA RESOURCES PARTNERS LP 6.875% SNR NT	N/A	87612BAH5	160,000	167,200.00	0.07%
SAMSON INVESTMENT CO 9.75% BDS 15/FEB/2020 USD1000	N/A	796038AA5	160,000	167,000.00	0.07%
PETROLEOS DE VENEZUELA 5.25% NTS 12/APR/2017	N/A	B1VYQ09	215,000	166,893.75	0.07%
JPMORGAN CHASE COMM MRTG SEC 46625MTY5 5.095%	N/A	46625MTY5	165,000	166,298.88	0.07%
NPC INTL INC 10.5% BDS 15/JAN/2020 USD100	N/A	62941YAA5	150,000	165,000.00	0.07%
CITIGROUP COMMERCIAL MTGE 5.431% CMO 15/OCT/2049	N/A	17310MAE0	145,000	164,657.36	0.07%
ENERGY XXI GULF COAST INC 9.25% SNR NTS	N/A	29276KAP6	150,000	164,625.00	0.07%
TW TELECOM HLDGS INC 8% SR NTS 01/MAR/2018 USD1000	N/A	87311XAB4	150,000	164,250.00	0.07%
UCI INTERNATIONAL INC 8.625% NTS 15/FEB/2019	N/A	90266DAB7	160,000	164,000.00	0.07%
CLEARWIRE COMM/FIN 12% SNR 01/DEC/2017 USD'144A	N/A	18538TAD1	220,000	163,900.00	0.07%
WMG ACQUISITION CORP 9.5% NTS 15/JUN/2016 USD1000	N/A	92933BAB0	150,000	163,875.00	0.07%
HILCORP ENERGY/FINANCE 8% BDS 15/FEB/2020 USD1000	N/A	431318AJ3	150,000	163,875.00	0.07%
FAGE DAIRY INDUSTRIES SA/INC 9.875% BDS	N/A	303109AA0	175,000	163,625.00	0.07%
LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021	N/A	536022AF3	155,000	163,525.00	0.07%
JP MORGAN TRUST 2005-A6 1-A-2 VARIABLE 25/SEP/2035	N/A	466247TM5	195,000	163,231.38	0.07%
RRI ENERGY INC 7.625% 15/JUN/2014	N/A	74971XAB3	160,000	163,200.00	0.07%
HUGHES SATELLITE SYS CORP 7.625% SNR NTS	N/A	444454AA0	150,000	162,562.50	0.07%
WINDSTREAM CORP 7.5% BDS 01/JUN/2022 USD1000	N/A	97381WAX2	155,000	162,362.50	0.07%
CREDIT SUISSE NEW YORK 6.00 BDS 15/FEB/2018	N/A	22541HCC4	150,000	162,038.55	0.07%
NOKIA CORP 5.375% BDS 15/MAY/2019 USD1000	N/A	654902AB1	185,000	161,830.42	0.07%
FNMA MORTPASS ARM 01/AUG/2036 S1 PN# 886574	N/A	31410D6K1	151,998	161,570.12	0.07%
CASELLA WASTE SYS INC SR 2 LIEN 11% 15/JUL/2014	N/A	147448AD6	150,000	161,250.00	0.07%
CENTRAL AMER BK ECONOMIC INTEGRATN 5.375% MTN	N/A	15238PAC0	150,000	160,445.55	0.07%
WEATHERFORD INTERNATIONAL LTD 6% SNR NTS	N/A	947075AD9	140,000	160,318.76	0.07%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2012-2 B	N/A	80282VAD4	160,000	160,429.79	0.07%
CHAPARRAL ENERGY INC 8.25% NTS 01/SEP/2021 USD1000	N/A	15942RAB5	150,000	159,750.00	0.06%
CITICORP MORTGAGE SECURITIES TRUST 2006-3 IA-9	N/A	17310BAJ3	164,191	159,474.44	0.06%
ANTERO RESOURCES FINANCE 9.375% SR NT 01/DEC/2017	N/A	03674PAC7	145,000	158,412.50	0.06%
KRAFT FOODS INC 4.125% BDS 09/FEB/2016 USD1000	N/A	50075NBB9	145,000	158,545.76	0.06%
MARTIN MIDSTREAM PARTNERS LP 8.875% SR NT	N/A	573334AB5	155,000	158,100.00	0.06%
BANC OF AMERICA COMMERCIAL MORTGAGE, INC 05947UKX5	N/A	05947UKX5	151,019	157,677.70	0.06%
BOART LONGYEAR LTD 7% NTS 01/APR/2021 USD1000 144A	N/A	09664PAA0	150,000	157,125.00	0.06%
LEVEL 3 FINANCING INC 8.625% BDS 15/JUL/2020	N/A	527298AS2	150,000	157,125.00	0.06%
HOLLY ENERGY PARTN 6.5% BDS 01/MAR/2020 USD'144A'	N/A	435765AE2	155,000	156,550.00	0.06%
NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000	N/A	629377BS0	160,000	156,400.00	0.06%
DESARROLLADORA HOMEX SAB DE CV 9.75% SNR GTD NTS	N/A	25030WAE0	150,000	156,000.00	0.06%
INTL BANK RECON&DV 3.25% MTN 14/APR/2014 NOK10000	N/A	B66X015	870,000	155,536.47	0.06%
HUMANA INC 6.45% 01/JUN/2016	N/A	444859AV4	135,000	154,358.60	0.06%
CHESAPEAKE MIDSTREAM PARTNERS LP 6.125% SNR NT	N/A	16524RAE3	160,000	154,000.00	0.06%
SPECTRUM BRANDS HO 9.5% SNR 15/JUN/2018 USD1000	N/A	84762LAH8	135,000	152,887.50	0.06%
HORIZON LINES INC SR BD A CV PIK17 15/APR/2017	N/A	44044KAG6	218,182	152,491.76	0.06%
CLEARWIRE CORP 12% 01/DEC/2015	N/A	18538TAA7	165,000	152,212.50	0.06%
COMMERCIAL MORTGAGE TRUST 2002-C1 B 5.104%	N/A	396789BG3	150,000	152,234.10	0.06%
ACE INA HLDGS INC 5.6% SNR NTS 15/MAY/2015 USD2000	N/A	00440EAL1	135,000	152,132.85	0.06%
JBS USA LLC 8.25% SNR 01/FEB/2020 USD'144A	N/A	466112AH2	150,000	151,875.00	0.06%
WAMU MTG PASS THRU CTFS SER 06 AR14 CLS'1-A4' FLTG	N/A	93363PAD2	216,881	151,888.35	0.06%
WPX ENERGY INC 6% BDS 15/JAN/2022 USD1000 144A	N/A	98212BAB9	155,000	150,737.50	0.06%
FIRST DATA CORP 12.625% BDS 15/JAN/2021 USD1000	N/A	319963BB9	150,000	150,375.00	0.06%
WELLS FARGO MORTGAGE BACKED SEC TST FR MTG BD	N/A	94983TAN0	153,204	150,422.56	0.06%
TRIMAS CORP 9.75% BDS 15/DEC/2017 USD1000	N/A	896215AF7	135,000	149,850.00	0.06%
BANK OF AMERICA CORP 6.1% BDS 15/JUN/2017	N/A	06050TKW1	140,000	149,528.26	0.06%
WORLD OMNI AUTO RECEIVABLES TRUST 2011-B A-1	N/A	98158PAA6	149,044	149,091.81	0.06%
CAESARS ENTERTAINMENT OPERATING CO 12.75% 2ND	N/A	12768RAA5	175,000	148,968.75	0.06%
JPMORGAN CHASE & CO 4.994% CMO 12/JUL/2035 USD1000	N/A	46625MRB7	146,259	148,192.74	0.06%
CARMAX AUTO OWNER TR 19/FEB/2010.560% MTG BDS	N/A	14313CAC0	147,206	147,770.22	0.06%
JP MORGAN RESECURITIZATION TRUST 2010-2 2-A-1	N/A	46634FAN3	150,659	146,746.63	0.06%
CS FIRST BOSTON MORTGAGE SECURITIES CORP.	N/A	22541NMS5	145,000	145,922.64	0.06%
VALE S.A. 4.375% BDS 24/MAR/2018 EUR	N/A	B4Y2559	100,000	143,211.10	0.06%
CHESAPEAKE ENERGY CORP 6.875% SNR NTS 15/NOV/2020	N/A	165167BU0	145,000	141,375.00	0.06%
NEXEN INC 7.5% BDS 30/JUL/2039 USD1000	N/A	65334HAJ1	115,000	140,877.65	0.06%
RREF LLC 2012-LT1 A 4.750% 15/FEB/2025	N/A	74972MAA8	140,000	140,658.00	0.06%
FREDDIE MAC 3123 HT 5.000% 15/MAR/2026	N/A	31396JPK5	125,000	140,235.45	0.06%
RUSSIAN FEDERATION MINISTRY FINANCE VAR BDS	N/A	4230814	116,683	139,873.91	0.06%
MONITRONICS INTERNATIONA 9.125% BDS 01/APR/2020	N/A	609453AF2	140,000	140,000.00	0.06%
TXU CORP 5.55% SNR NTS 15/NOV/2014 USD1000 SER'P'	N/A	873168AL2	195,000	139,425.00	0.06%
LB-UBS COML MTG TR 2003 C5 MTG	N/A	52108HTD6	135,000	139,344.17	0.06%
JP MORGAN CHASE COMMERCIAL MORTGAGE VAR RT MTG BDS	N/A	46628FAN1	160,000	138,806.72	0.06%
FREDDIE MAC K-014 X1 VARIABLE 25/APR/2021	N/A	3137ADTK3	1,584,577	138,601.34	0.06%
FANNIE MAE 2009-39 LB 4.500% 25/JUN/2029	N/A	31397NG90	125,000	137,912.78	0.06%
HORIZON LINES L L C SR NT 144A 13% 15/OCT/2016	N/A	44049HAC7	145,687	135,853.13	0.06%
INTELSAT BERMUDA 11.5% PAY IN KIND NTS 04/FEB/2017	N/A	458204AJ3	130,000	135,525.00	0.06%
WEYERHAEUSER CO 7.375% BDS 01/OCT/2019 USD1	N/A	962166BV5	115,000	135,514.97	0.06%
FHLMC REMIC SERIES 3150 EQ 15/MAY/2026 5.00000	N/A	31396RBY2	120,000	135,236.94	0.05%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-2 A-2	N/A	80282GAB1	133,635	133,659.54	0.05%
BANGKOK BANK PUBLIC CO(HK) 4.8% NTS 18/OCT/2020	N/A	059895AL6	130,000	132,578.29	0.05%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-B A-2	N/A	80281UAB1	132,139	132,199.90	0.05%
CONCHO RESOURCES INC 5.5% BDS 01/OCT/2022 USD1000	N/A	20605PAD3	130,000	130,000.00	0.05%
CONAGRA FOODS INC 8.25% BDS 15/SEP/2030 USD1000	N/A	205887AX0	100,000	129,617.70	0.05%
TAYLOR MORRISON/MO 7.75% BDS 15/APR/2020 USD1000	N/A	877249AA0	125,000	128,750.00	0.05%
BEAR STEARNS COML FR CMO 15/FEB/2035 USD1000	N/A	07383FFU7	130,000	128,454.30	0.05%
PINNACLE FOODS FINANCE LLC/CORP 9.25% SNR NTS	N/A	72347QAC7	125,000	128,125.00	0.05%
HARRAHS OPERATING CO INC 10.75% SRN 01/FEB/2016	N/A	413627BE9	145,000	126,875.00	0.05%
WMG ACQUISITION CORP 11.5% BDS 01/OCT/2018 USD1000	N/A	92933BAC8	115,000	125,350.00	0.05%
UNION ELECTRIC CO 6.7% MTG BDS 01/FEB/2019 USD2000	N/A	906548CG5	100,000	124,542.80	0.05%
FREDDIE MAC 2129 SG VARIABLE 17/JUN/2027	N/A	3133TJGM9	557,870	121,968.55	0.05%
FANNIE MAE 2006-22 CE RCR 4.500% 25/AUG/2023	N/A	31395BD75	110,000	121,952.57	0.05%
HARRAHS OPERATING CO INC 11.25% GTD SNR NTS	N/A	413627BL3	110,000	121,550.00	0.05%
MEMC ELECTRONICS MATERIALS INC 7.750% SNR NT	N/A	552715AC8	150,000	119,625.00	0.05%
GCMO 65535VEV6 25/OCT/2034	N/A	65535VEV6	124,523	119,181.52	0.05%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	100,000	118,356.00	0.05%
COLT DEFENSE LLC/COLT FINANCE CORP 8.75% SNR NT	N/A	19686TAC1	180,000	115,650.00	0.05%
KINROSS GOLD CORP 6.875% BDS 01/SEP/2041 USD1000	N/A	496902AG2	110,000	115,524.20	0.05%
SPECTRUM BRANDS HLDGS INC 9.5% NTS 15/JUN/2018	N/A	84762LAG0	100,000	113,250.00	0.05%
FORBES ENERGY SVCS LLC / FORBES ENE 9% BDS	N/A	345143AC5	115,000	111,550.00	0.05%
CWMBS INC 6% CMO 25/MAR/2036 USD1000 'A-2/2006-1'	N/A	126694XC7	135,303	111,310.65	0.05%
REGAL CINEMAS INC 8.625% NTS 15/JUL/2019 USD1000	N/A	758753AD9	100,000	110,000.00	0.04%
ONCURE HLDGS INC 11.75% NTS 15/MAY/2017 USD1000	N/A	68234KAC4	170,000	109,225.00	0.04%
RUSSIAN FEDERATION MINISTRY FINANCE 5% BDS	N/A	78307ADB6	100,000	108,125.00	0.04%
DIGICEL GROUP LTD 8.875% SNR NTS 15/JAN/2015	N/A	B1SVS29	105,000	105,525.00	0.04%
ALTA WIND HOLDINGS LLC 7% BDS 30/JUN/2035	N/A	021345AA1	94,453	103,486.75	0.04%
JP MORGAN MORTGAGE TRUST 5.410% MTG BDS	N/A	466247YH0	110,535	103,020.32	0.04%
HELIX ENERGY SOLUTIONS GROUP INC 9.5% NTS	N/A	42330PAA5	98,000	102,900.00	0.04%
AMERICREDIT AUTO REC TRUST 0.96% MTG BDS	N/A	03064FAJ2	101,563	101,592.04	0.04%
COMMERCIAL MORTGAGE TRUST 1999-C1 D VARIABLE	N/A	201730AG3	95,000	101,211.01	0.04%
DIGICEL GROUP LTD 8.875% SNR NTS 15/JAN/2015	N/A	25380WAA4	100,000	100,500.00	0.04%
SMART US TRUST 1.18% A/BKD 14/APR/2013 USD	N/A	78446EAB3	100,544	100,551.11	0.04%
WELLS FARGO MORTGAGE BACKED SEC TST VAR MTG BDS	N/A	94980MAB4	100,866	100,616.44	0.04%
MIDWEST VANADIUM P 11.5% SNR 15/FEB/2018 USD1000	N/A	59841RAA7	150,000	100,500.00	0.04%
PEPSICO INC 2.75% BDS 05/MAR/2022 USD1000	N/A	713448BY3	100,000	99,869.50	0.04%
PRUDENTIAL COMMERCIAL MORTGAGE TRUST 2003-PWR1	N/A	74432GAD9	100,000	98,514.60	0.04%
AMERICAN GENERAL MTG LN TR 5.15% MTG BDS	N/A	02640FAA6	95,675	98,245.50	0.04%
BANC OF AMERICA MORTGAGE SECURITIES, INC.	N/A	05949CFA9	95,011	96,297.04	0.04%
DEUTSCHE ALT-A SECURITIES INC ALTER 4.82% MTG BDS	N/A	251510CG6	97,118	95,292.42	0.04%
BANK OF NEW YORK MELLON CORP 4.5% BDS 01/APR/2013	N/A	06406HBJ7	90,000	93,314.61	0.04%
JP MORGAN CHASE COML MTG SEC TST 07 6.098% MTG BDS	N/A	46631QAJ1	115,000	92,465.06	0.04%
DT AUTO OWNER TR 2.98% MTG BDS 15/OCT/2015 USD1	N/A	92718BAA3	91,555	91,800.42	0.04%
ELWOOD ENERGY 8.159% BDS 05/JUL/2026 USD1000	N/A	290408AB9	89,385	90,948.98	0.04%
GMACM MORTGAGE LOAN TRUST 2005-AR 4-A VARIABLE	N/A	36185N6Q8	97,153	89,907.92	0.04%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A3 14 8.000%	N/A	3623413F4	87,667	89,410.10	0.04%
KAISER FOUNDATION HOSPITAL 4.875% BDS 01/APR/2042	N/A	48305QAB9	85,000	89,360.50	0.04%
ALLY FINANCIAL INC 5.5% BDS 15/FEB/2017 USD1000	N/A	02005NAL4	85,000	86,872.55	0.04%
CKE HOLDINGS INC VAR 14/MAR/2016 USD1000 144A	N/A	12562TAA9	80,000	86,200.00	0.03%
J P MORGAN CHASE COML MTG SEC 2002-C2 MTG PASSTHRU	N/A	46625MPN3	85,000	85,740.35	0.03%
BANC OF AMERICA COMMERCIAL MORTGAGE, INC 05947UKR8	N/A	05947UKR8	81,632	84,405.91	0.03%
ENTERPRISE PRODUCTS OPERATING LLC 5.9% SR NTS	N/A	29379VAK9	80,000	83,602.88	0.03%
CENTERPOINT ENERGY RESOURCES SR NT 6.25%	N/A	15189YAD8	70,000	82,459.30	0.03%
CATALYST PAPER CORP SR SEC NT 11% 144A 15/DEC/2016	N/A	14888TAC8	150,000	80,250.00	0.03%
CCM MERGER INC 9.125% BDS 01/MAY/2019 USD'144	N/A	14985VAC5	75,000	76,218.75	0.03%
FANNIE MAE 2003-T4 2-A-5 VARIABLE 26/SEP/2033	N/A	31393AV61	71,525	75,852.09	0.03%
BANK OF AMERICA CMM MTG 2005-1 CL A3 4.877	N/A	05947UC89	74,953	74,909.32	0.03%
TELUS CORP 5.05% BDS 04/DEC/2019 CAD1000	N/A	B73HL03	65,000	73,576.96	0.03%
FANNIE MAE 2003-41 IB 7.000% 25/MAY/2033	N/A	31393BZV0	344,308	72,197.40	0.03%
CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR	N/A	18451QAC2	65,000	70,931.25	0.03%
FANNIE MAE 2003-32 UI 6.000% 25/MAY/2033	N/A	31393BKD6	370,319	70,598.57	0.03%
E TRADE FINANCIAL CORP 0% CNV BDS 31/AUG/2019	N/A	269246AZ7	60,000	62,775.00	0.03%
FANNIE MAE STRIPS 264 264-IO 8.000% 01/JUL/2024	N/A	31364HJ65	278,671	62,566.85	0.03%
CONTINENTAL AIRLINES INC 7.339% BDS 19/APR/2014	N/A	21079QAA2	61,072	61,987.78	0.03%
CHAPARRAL ENERGY 7.625% 15/NOV/2022 USD'144A'	N/A	15942RAC3	60,000	61,200.00	0.02%
FANNIE MAE STRIPS 267 2-IO 8.500% 01/OCT/2024	N/A	31364HK48	296,927	57,203.37	0.02%
MORGAN STANLEY CAPITAL I 5.37% MTG BDS 15/DEC/2043	N/A	61750WAY9	55,000	56,356.74	0.02%
CSFB COMMERCIAL MORTGAGE TRUST 2002-CK C-1	N/A	22540VP48	55,000	55,524.65	0.02%
CHUBB CORP 5.75% NTS 15/MAY/2018 USD1000	N/A	171232AR2	45,000	55,029.69	0.02%
FANNIE MAE STRIPS 274-CL IO 8.500% 08/25/2026	N/A	31364HM20	272,253	53,578.78	0.02%
LB-UBS COMMERCIAL MORTGAGE TRUST	N/A	52108HZX5	51,478	52,278.27	0.02%
GS MORTGAGE SECURITIES CORPORATION II 2004-GG2 A4	N/A	36228CTF0	49,963	50,582.50	0.02%
FNMA MORTPASS 7% 01/JUL/2032 CL PN# 642656	N/A	31390C5R3	42,323	49,879.94	0.02%
TBA FNMA SF 5.50 30 YRS MAY	N/A	01F052656	45,000	49,204.69	0.02%
TIMKEN CO 6% BDS 15/SEP/2014 USD1000	N/A	887389AG9	45,000	49,016.88	0.02%
PRUDENTIAL COMMERCIAL MORTGAGE TRUST 2003-PW	N/A	74432GAH0	50,000	48,463.10	0.02%
FANNIE MAE REMIC TRUST 97-61 PK 8.000% 18/AUG/2027	N/A	31359QNY6	204,825	48,167.09	0.02%
RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 AF-2	N/A	75970JAE6	120,000	47,814.96	0.02%
JPMORGANCHASE COMMERCIAL MTG SEC SER 2003-C1 CL A2	N/A	46625MTX7	45,000	45,833.54	0.02%
FNMA REMIC TRUST 2006-M2 A-2F 25/MAY/2020 FLT	N/A	31396PGQ8	40,000	45,688.68	0.02%
GE COMMERCIAL MORTGAGE CORPORATION 2003-C2 F 144A	N/A	36828QBZ8	45,000	45,251.19	0.02%
LB UBS COMMERCIAL MORTGAGE TRUST 4.475% MTG BDS	N/A	52108HP81	42,925	44,630.09	0.02%
CREDIT SUISSE FB USA INC 5.125 15/AUG/2015	N/A	22541LBK8	40,000	43,901.12	0.02%
PROVIDENT BANK HOME EQUITY LOAN TRUST 00-2 A-1	N/A	743844DA7	77,214	42,795.03	0.02%
NISSAN AUTO RECEIV 3.4% A/BKD 15/SEP/2014 USD	N/A	65475VAC4	41,593	41,859.17	0.02%
MCDONALD'S CORP 5.0% BDS 01/FEB/2019 USD1000	N/A	58013MEG5	35,000	41,362.86	0.02%
CONTINENTAL AIRLINES PASS THROUGH TRUSTS 1999-2 B	N/A	210805CV7	40,610	40,662.31	0.02%
RESOLUTE ENERGY CORP 8.5% BDS 01/MAY/2020 USD1000	N/A	76116AAA6	40,000	40,200.00	0.02%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	35,000	38,809.47	0.02%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07387BAJ2	35,000	36,886.33	0.01%
FREDDIE MAC 2649 IM 7.000% 15/JUL/2033	N/A	31394GGC1	171,647	36,555.79	0.01%
DT AUTO OWNER TRUST 2010-1 B 2.360% 15/APR/2013	N/A	23336DAC2	34,848	34,854.06	0.01%
FANNIE MAE TRUST 277 IO 7.500% 03/25/2027	N/A	31364HM87	152,568	34,865.98	0.01%
BANC OF AMERICA MTG SECS, INC 2004-I 2-A-2	N/A	05949ARU6	36,680	34,336.95	0.01%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2011-4 A-1	N/A	80282JAA7	33,056	33,059.64	0.01%
COMMERCIAL MORTGAGE TRUST 1999-C1 C VARIABLE	N/A	201730AF5	30,000	32,072.43	0.01%
FHLMCGLD MORTPASS 8% 01/MAR/2031 C4 PN# C48997	N/A	31298H7J1	31,168	31,768.28	0.01%
FHLMCGLD MORTPASS 8% 01/APR/2031 C5 PN# C50477	N/A	31298LQ69	24,153	28,322.78	0.01%
CHASE COML MTG SECS CORP 1997-1 MTG PASSTHRU CTF	N/A	161505BF8	27,966	27,943.46	0.01%
FANNIE MAE STRIPS 207 207-IO 8.000% 01/FEB/2023	N/A	31364HUQ8	124,003	27,766.65	0.01%
MARSDICO HOLDINGS 10.625% PIK 15/JAN/2020 USD	N/A	573011AA1	130,776	26,155.20	0.01%
ASSET SECURITIZATION CORPORATION 97-D5 A-3	N/A	045424FL7	25,305	25,520.77	0.01%
LB-UBS COMMERCIAL MORTGAGE TRUST SER 2005-C2 CL	N/A	52108H3G7	24,036	24,880.26	0.01%
FHLMCGLD MORTPASS 6.5% 01/AUG/2032 C6 PN# C69951	N/A	31287WBU1	20,260	23,189.22	0.01%
FANNIE MAE 2003-35 UI 6.500% 25/MAY/2033	N/A	31393BM36	122,850	23,213.78	0.01%
FREDDIE MAC 2725 TA 4.500% 15/DEC/2033	N/A	31394MWL0	20,000	22,669.72	0.01%
IDEARC LITIGATION TRUSTS	N/A	451ESC8CE	825,000	22,687.50	0.01%
FHLMCGLD MORTPASS 8% 01/DEC/2030 C0 PN# C01104	N/A	31292HGM0	17,288	21,367.06	0.01%
FANNIE MAE 2003-44 IB 6.000% 25/JUN/2033	N/A	31393CVK6	117,195	20,657.82	0.01%
LB-UBS COMMERICAL TRUST 2005-C1 CL A3 VAR	N/A	52108H2S2	20,278	20,280.58	0.01%
FHLMCGLD MORTPASS 8% 01/MAR/2031 C4 PN# C49587	N/A	31298JUL6	18,151	19,783.22	0.01%
RENAISSANCE HOME EQUITY LOAN TRUST 2006-1 AF-3	N/A	759950GV4	32,489	18,863.45	0.01%
PINDO DELI FIN 144A C VAR 28/APR/2025	N/A	B09QSBA	901,231	18,024.62	0.01%
FEDERAL HOME LN MTG CORP PN# C00712	N/A	31292GYH3	11,961	13,749.59	0.01%
CS FIRST BOSTON MORTGAGE SECURITIES CORP 2005-C4	N/A	225458N38	12,993	12,980.67	0.01%
J.P. MORGAN MORTGAGE TRUST 2006-A6 1-A-2 VARIABLE	N/A	46628BAD2	14,085	11,036.33	0.00%
TJIWI KIMIA FIN 144A C VAR 28/APR/2027	N/A	B09RKK1	473,111	9,462.22	0.00%
CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2003-CPN1	N/A	22541NA33	8,908	9,050.41	0.00%
FNMA MORTPASS 7.5% 01/MAR/2031 CL PN# 564993	N/A	31386JUS4	8,494	8,808.58	0.00%
GE CAPITAL COMMERCIAL MORTGAGE CORPORATION VAR	N/A	36828QNT9	7,249	7,246.89	0.00%
HORIZON LINES INC WTS 06/OCT/2016	N/A	44044K119	2,633	7,003.78	0.00%
STRUCTURED ASSET SECURITIES CORPORATION 2005-5	N/A	863576CW2	214,617	5,287.73	0.00%
FNMA PASS THRU 7.5% 01/OCT/2031	N/A	31388JZ73	3,876	4,104.02	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C5 PN# C53381	N/A	31298PXJ4	3,157	3,369.99	0.00%
FNMA MORTPASS 8% 01/MAY/2030 CL PN# 540017	N/A	31385B4A0	2,130	2,200.04	0.00%
STRUCTURED ADJ RATE MTG LOAN TRUST VAR RT MTG BDS	N/A	86360NAU6	31,372	2,190.42	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41531	N/A	31297YVY5	1,557	1,711.29	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C4 PN# C42327	N/A	31298ASQ7	1,276	1,572.67	0.00%
FREDDIE MAC 2557 IW 6.000% 15/APR/2032	N/A	31393JKC1	79,560	1,441.38	0.00%
HORIZON LINES INC USD0.01	N/A	44044K309	504	1,340.64	0.00%
SUPERMEDIA INC USD0.01	SPMD	868447103	651	1,119.72	0.00%
DEX ONE CORP USD0.001	DEXO	25212W100	832	805.38	0.00%
FNMA MORTPASS 8% 01/JAN/2031 CL PN# 564363	N/A	31386H5Y3	880	961.90	0.00%
FHLMCGLD MORTPASS 7.5% 01/NOV/2020 C9 PN# C90381	N/A	31335HM67	559	646.07	0.00%
MARSICO HOLDINGS LLC/CORP NPV 144A	N/A	573008109	2,163	540.75	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2030 C3 PN# C39060	N/A	31294GB52	455	461.73	0.00%
FEDERAL HOME LOAN MORTGAGE CORPORATION 1103 1103-N	N/A	312906HE3	3	82.15	0.00%
FANNIE MAE 2003-82 IA 6.000% 25/AUG/2032	N/A	31393EV22	9,302	27.73	0.00%
XO HOLDINGS INC O SHS CONTINGENT VALUE RIGHTS	N/A	98417K981	248	23.56	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	25,219,758	25,219,758.45	10.64%
TBA FNMA SF 4.50 30 YRS APR	N/A	01F042640	8,190,000	8,710,833.22	3.68%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	N/A	912810QT8	6,120,000	5,870,420.28	2.48%
US 10YR NOTE FUT JUN12 20/JUN/2012 (TYM2)	N/A	TYM2COM	3,500,000	4,531,953.13	1.91%
TBA FNMA SF 4.00 30 YRS APR	N/A	01F040644	4,110,000	4,309,078.13	1.82%
TBA FNMA SF 6.00 30 YRS APR	N/A	01F060642	2,835,000	3,123,372.80	1.32%
TBA FNMA SF 5.50 30 YRS APR	N/A	01F052649	2,775,000	3,023,449.08	1.28%
TBA FNMA 3.50% 30YR APR	N/A	01F032641	2,430,000	2,495,306.25	1.05%
UNITED STATES TREAS NTS 2.000% 15/FEB/2022	N/A	912828SF8	2,350,000	2,304,835.35	0.97%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31371NVY8	1,534,254	1,673,117.48	0.71%
TBA FHLMC GOLD SF 5.00 30 YRS APR	N/A	02R050648	1,520,000	1,636,315.57	0.69%
TBA FNMA SF 5.00 30YRS APR	N/A	01F050643	1,470,000	1,587,829.61	0.67%
NISSAN AUTO RECEIVABLES OWNER TRUST 2012-A A-1	N/A	65475UAA0	1,498,331	1,500,389.21	0.63%
NETHERLANDS(KINGDOM OF) 3.25% BDS 15/JUL/2021 EUR1	N/A	B683R67	1,000,000	1,449,478.47	0.61%
CHINA RESOURCES GAS GROU 4.5% 05/APR/2022	N/A	16951XAA0	1,435,000	1,410,287.87	0.60%
MEXICO (UNITED MEXICAN STATES 8.5% BDS 18/NOV/2038	N/A	B44NND6	16,000,000	1,395,252.08	0.59%
BRAZIL(FEDERATIVE REPUBLIC OF) VAR RATE NTS 'B'	N/A	B1L7ZR8	1,083,000	1,356,836.53	0.57%
PETROLEOS DE VENEZUELA 5% BDS 28/OCT/2015 USD1300	N/A	B5BQGP8	1,580,000	1,311,400.00	0.55%
UNITED STATES TREAS NTS 0.375%15/MAR/2015	N/A	912828SK7	1,300,000	1,295,023.60	0.55%
FEDERAL NATIONAL MORTGAGE ASSOC 5% BDS 11/MAY/2017	N/A	31359M7X5	1,050,000	1,241,787.75	0.52%
TBA FNMA SF 3.50% 15YRS APR	N/A	01F032443	1,180,000	1,237,525.00	0.52%
CITIGROUP INC 4.45% BDS 10/JAN/2017 USD100	N/A	172967FW6	1,105,000	1,157,494.13	0.49%
URUGUAY(REP OF) 4.325% BDS 15/DEC/2028 UYU1000	N/A	B6XYGZ7	20,500,000	1,148,210.26	0.48%
BRASKEM AMERICA FINANCE 7.125% 22/JUL/2041	N/A	10554CAA0	1,125,000	1,128,937.50	0.48%
CANADA HOUSING TRUST 2.05% BDS 15/JUN/2017 CAD1000	N/A	B7GMSX7	1,100,000	1,110,201.01	0.47%
PERU(REPUBLIC OF) 8.6% BDS 12/AUG/2017 USD1000	N/A	B64N5X4	2,470,000	1,097,664.57	0.46%
ROMANIA(REPUBLIC OF) 6.75% NTS 07/FEB/2022 USD2000	N/A	77586RAA8	1,050,000	1,097,250.00	0.46%
UNITED STATES TREAS NTS 3.25% 31/MAY/2016	N/A	912828KW9	930,000	1,021,547.34	0.43%
DIGICEL GROUP LTD VAR SNR NTS 15/JAN/2015 USD1000	N/A	25380WAB2	980,000	997,150.00	0.42%
DOMINICAN REPUBLIC 7.5% BDS 06/MAY/2021	N/A	25714PAK4	950,000	978,500.00	0.41%
EASTERN & SOUTHN AFRIC TRD & DEV BK 6.875% BDS	N/A	B5LRY35	1,000,000	966,900.00	0.41%
SWEDEN(KINGDOM OF) 3% BDS 12/JUL/2016 SEK5000	N/A	B0KP6D9	6,000,000	962,985.58	0.41%
REPUBLIC OF COLOMBIA 12.00% 22/OCT/2015	N/A	B068Z13	1,370,000,000	961,200.40	0.41%
BRASIL TELECOM SA 5.75% BDS 10/FEB/2022 USD1000	N/A	10553MAD3	930,000	956,737.50	0.40%
NCUA TR 2010-R1 1.84% NTS 07/OCT/2020 USD10000	N/A	62888VAB4	944,092	955,080.82	0.40%
HUNTINGTON AUTO TRUST 2012-1 A-1 0.342%	N/A	44614AAA1	940,000	941,267.21	0.40%
PETROBRAS INTERNATIONAL FINANCE 6.75% NTS	N/A	71645WAS0	805,000	933,610.83	0.39%
BUNDESREPUB DEUTSCHLAND 4.00% 04/JAN/2037	BB27	B05Q875	550,000	932,506.35	0.39%
CHILE(REPUBLIC OF) 5.5% BDS 05/AUG/2020	N/A	B50HQT6	437,000,000	932,493.25	0.39%
ARGENTINA(REPUBLIC OF) 7.82% DISC NTS 31/DEC/2033	N/A	B3RGVN1	1,083,030	902,773.50	0.38%
UNITED STATES TREAS NTS 0.875% 28/FEB/2017	N/A	912828SJ0	900,000	893,672.10	0.38%
TBA FNMA 3 15 YRS APR	N/A	01F030447	850,000	879,882.77	0.37%
IPIC GMTN LTD 6.875% NTS 01/NOV/2041 USD200000	N/A	44985GAE1	810,000	846,450.00	0.36%
NORD ANGLIA EDUCATION(UK)HLDGS PLC 10.25% BDS	N/A	65557XAA5	825,000	844,590.45	0.36%
HONDA AUTO RECIVABLES OWNER TRUST 2012-1 A-1	N/A	43813UAA8	800,294	801,545.80	0.34%
REPUBLIC OF PHILIPPINES 4.95% 15/JAN/2021	N/A	B3MRN11	33,000,000	799,981.95	0.34%
RUSSIAN FEDN BD 144A 5.625% 04/APR/2042	N/A	78307ADE0	800,000	793,600.00	0.33%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	755,000	789,831.93	0.33%
INDONESIA REP NT 144A 17/JAN/2042	N/A	455780BJ4	750,000	786,562.50	0.33%
MUNICIPAL ELECTRIC AUTH OF GEORGIA 6.637% BDS	N/A	626207YF5	675,000	750,708.00	0.32%
BANCO LATINOMERICANO SA 3.75% 04/APR/2017	N/A	05968CAA0	750,000	750,142.50	0.32%
FORD CREDIT AUTO LEASE TRUST 2012-A A-1 0.358%	N/A	34529VAA0	746,332	747,541.44	0.32%
DEUTSCHLAND REP 3.50 04/JAN/2016	BB29	B0S5YP9	500,000	740,736.97	0.31%
ARCELORMITTAL 6.25% NTS 25/FEB/2022 USD	N/A	03938LAX2	730,000	738,102.27	0.31%
PETROLEOS MEXICANOS 6.5% BD 41 02/JUN/2041	N/A	71654QAZ5	655,000	736,875.00	0.31%
AMERICREDIT AUTO RECEIVABLES TRUST 2012-1 A-1	N/A	03064UAA8	729,672	730,219.40	0.31%
FRANCE(GOVT OF) 3.5% BDS 25/APR/2020 EUR1	N/A	B63D256	510,000	725,063.00	0.31%
E TRADE FINANCIAL CORP VAR BDS 30/NOV/2017	N/A	269246AT1	620,250	721,815.94	0.30%
ANADARKO PETROLEUM CORP 6.375% BDS 15/SEP/2017	N/A	032511BH9	605,000	718,871.29	0.30%
FDIC TRUST 2011-R1 A 2.672% 25/JUL/2026	N/A	30251JAA9	694,850	713,252.26	0.30%
GERMANY(FED REP) 4.25% BDS 04/JUL/2018 EUR0.01	BB35	B39QCF8	450,000	712,761.94	0.30%
HYUNDAI AUTO RECEIVABLES TRUST 2012-A A-1 0.300%	N/A	44890GAA3	710,000	710,862.93	0.30%
SOUTH AFRICA(REPUBLIC OF) 10.5% BDS 21/DEC/2026	N/A	6148788	4,600,000	707,120.32	0.30%
GENERAL ELECTRIC CAPITAL CORP 5.875% BDS	N/A	36962G3P7	625,000	687,021.88	0.29%
TREASURY 4.75% GILT 07/MAR/2020	TS20	B058DQ5	350,000	683,266.41	0.29%
CARMAX AUTO OWNER TRUST 2012-1 A-1 0.381%	N/A	14313GAA5	666,927	667,080.18	0.28%
HUNGARY(REPUBLIC OF) 7% BDS 24/JUN/2022 HUF10000	N/A	B67G0S0	170,000,000	666,924.67	0.28%
DIRECTV HLDGS/FINANCE 3.5% BDS 01/MAR/2016 USD1000	N/A	25459HAY1	630,000	661,661.91	0.28%
SLM PRIVATE EDUCATION LOAN TRUST 2011-B A-2 3.740%	N/A	83149UAB7	655,000	661,123.92	0.28%
AMERIPRISE FINANCIAL INC 7.3% SR NT 28/JUN/2019	N/A	03076CAD8	540,000	657,822.06	0.28%
FEDERAL NATIONAL MORTGAGE ASSOC 0% NTS 09/OCT/2019	N/A	313586RC5	840,000	649,589.64	0.27%
NORDIC INVT BK MTN BOOK ENTRY JPY MTN 1.7%	N/A	B1W8RT6	50,000,000	641,917.36	0.27%
VENEZUELA(REPUBLIC OF) 11.95% BDS 05/AUG/2031	N/A	P17625AD9	650,000	640,250.00	0.27%
PERU(REPUBLIC OF) 8.2% BDS 12/AUG/2026 PEN1000'REG	N/A	B4KJHX6	1,400,000	639,535.01	0.27%
MEXICO(UNITED MEXICAN STATES) 6.25% BDS	N/A	B6WC685	7,860,000	637,189.09	0.27%
BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 'F'	N/A	B1KCZ07	1,109,000	625,982.79	0.26%
SALTA(PROVINCE OF 9.5% BDS 16/MAR/2022 USD1000 1	N/A	795751AA4	630,000	624,143.84	0.26%
PERNOD-RICARD 2.95% BDS 15/JAN/2017 USD1000 144A	N/A	714264AF5	615,000	621,229.34	0.26%
MORGAN STANLEY FLTG RATE NTS 09/JAN/2014 USD1000	N/A	617446B99	645,000	613,388.55	0.26%
MERRILL LYNCH & CO INC FLTG RATE NTS 05/JUN/2012	N/A	59018YE72	610,000	609,843.84	0.26%
MERRILL LYNCH MORTGAGE TRUST COMMERCIAL MORTGAGE	N/A	59025WAE6	535,000	609,502.50	0.26%
TRANSOCEAN INC(NEW) 7.35% BDS 15/DEC/2041 USD1000	N/A	893830AZ2	515,000	608,909.22	0.26%
JAPAN (GOVT OF) #247 0.8% 20MAR20/MAR/2013	N/A	6604064	50,000,000	608,075.39	0.26%
WACHOVIA CORP NEW 5.5% MTN 01/MAY/2013 USD1000	N/A	92976WBJ4	575,000	603,878.80	0.25%
JP MORGAN CHASE COMMERCIAL MORTGAGE 4.71% MTG BDS	N/A	46635TCG5	545,000	601,578.09	0.25%
RUSSIAN FEDN BD 144A 3.25% 04/APR/2017	N/A	78307ADD2	600,000	600,300.00	0.25%
PERU(REPUBLIC OF) 6.95% BDS 12/AUG/2031 PEN1000	N/A	B3XZ347	1,480,000	598,437.80	0.25%
FREDDIE MAC STRUCTURED PASSS THROUGHCE K-007 B VAR	N/A	30263DAJ9	565,000	597,970.58	0.25%
POLAND(REPUBLIC OF) 5.25% BDS 25/OCT/2017 PLN1000	N/A	B1G0JZ8	1,800,000	585,688.32	0.25%
FARMERS EXCHANGE CAPITAL 7.05% NOTES 15/JUL/2028	N/A	309588AC5	535,000	584,484.29	0.25%
FANNIE MAE 2010-85 NJ 4.500% 25/AUG/2040	N/A	31398TRN3	545,358	584,174.73	0.25%
CODELCO INC 3.75% BDS 04/NOV/2020 USD1000 144A	N/A	21987BAN8	570,000	583,962.15	0.25%
LUKOIL INTERNATIONAL FINANCE BV 6.125% BDS	N/A	549876AE0	550,000	583,000.00	0.25%
CROATIA REP SR NT 144A 24/MAR/2021	N/A	226775AD6	600,000	576,000.00	0.24%
FANNIE MAE 2009-96 DB 4.000% 25/NOV/2029	N/A	31398FXL0	535,000	574,931.97	0.24%
MMCA AUTO OWNER TRUST 2012-A A-1 0.601%	N/A	55313YAA9	574,281	575,082.26	0.24%
UNITED STATES TREAS NTS 0.25% 28/FEB/2014	N/A	912828SG6	575,000	574,146.70	0.24%
HUTCH WHAMPOA INT 11 LTD 4.625% BDS 13/JAN/2022	N/A	44841CAB0	570,000	572,501.73	0.24%
SOUTH AFRICA(REPUBLIC OF) 6.5% BDS 28/FEB/2041	N/A	B5VV9G5	5,900,000	570,156.43	0.24%
JOHN DEERE OWNER TRUST 2012 A-1 0.379% 15/MAR/2013	N/A	47787BAA3	570,000	570,305.86	0.24%
BERAU CAPITAL RESOURCES 12.5% NTS 08/JUL/2015	N/A	083518AA8	500,000	561,250.00	0.24%
INTERNATIONAL LEASE FINANCE CORP 6.5% BDS	N/A	459745FY6	530,000	559,812.50	0.24%
QVC INC 7.5% BDS 01/OCT/2019 USD1000'144A'	N/A	747262AA1	500,000	548,750.00	0.23%
ROCKIES FUND INC 6.85% BDS 15/JUL/2018 USD1000	N/A	77340RAC1	590,000	548,700.00	0.23%
WYNN LAS VEGAS LLC/CORP 5.375% BDS 15/MAR/2022	N/A	983130AS4	560,000	546,000.00	0.23%
DISCOVER FINANCIAL SERVICES 10.25% BDS 15/JUL/2019	N/A	254709AE8	415,000	544,812.00	0.23%
DEVON ENERGY CORP(NEW) 5.625% SRN 15/JAN/2014	N/A	25179MAG8	500,000	542,765.00	0.23%
AMERICAN INTL GROUP INC SR NT 4.875% 15/SEP/2016	N/A	026874CB1	510,000	539,457.60	0.23%
SMART SERIES 2011-2 US TRUST 2011-2 A-4A 2.310%	N/A	78446KAF0	530,000	536,382.53	0.23%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	395,000	532,871.99	0.22%
MORGAN STANLEY CAP I TRUST 2012-C4 COMMERCIAL MTG	N/A	61760VAP8	535,000	532,666.87	0.22%
GAZ CAP SA LUXEMBOURG SR NT 144A 23/JAN/2021	N/A	368266AQ5	505,000	532,270.00	0.22%
FNMA MORTPASS 4% 01/AUG/2018 CI PN# 736280	N/A	31402R6R5	497,381	530,867.09	0.22%
SANTANDER DRIVE AUTO REC TR 2011-3 2.5% MTG BDS	N/A	80282TAD9	520,000	526,571.50	0.22%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	500,000	525,188.00	0.22%
FREDDIE MAC 3558 G 4.000% 15/AUG/2024	N/A	31398JAM5	485,000	525,069.10	0.22%
BUNDESREPUBLIK DEUTSCHLAND 3.25% 04/JAN/2020	N/A	B59K696	345,000	521,093.25	0.22%
HEWLETT-PACKARD CO 2.6% BDS 15/SEP/2017 USD1000	N/A	428236BW2	515,000	514,682.76	0.22%
HYVA GLOBAL BV 8.625% BDS 24/MAR/2016 USD1000 144A	N/A	44890CAA2	600,000	514,500.00	0.22%
PRESTIGE AUTO RECEIVABLES TRUST 1% MTG BDS	N/A	74112TAG1	510,000	512,359.26	0.22%
ALLY MASTER OWNER TRUST 2012-1 A-2 1.440%	N/A	02005ACC0	510,000	511,506.34	0.22%
CAYMAN ISLANDS(GOVT OF) 5.95% NTS 24/NOV/2019	N/A	14976CAA2	475,000	510,625.00	0.22%
SENEGAL(REPUBLIC OF) 8.75% BDS 13/MAY/2021	N/A	81720TAA3	470,000	509,950.00	0.22%
FREDDIE MAC 3640 JA 1.500% 15/MAR/2015	N/A	31398VHD1	506,935	509,496.97	0.22%
ENTERPRISE PRODUCTS OPER 5.25% 31/JAN/2020	N/A	29379VAF0	455,000	508,128.53	0.21%
LORILLARD TOBACCO CO 6.875% BDS 01/MAY/2020	N/A	544152AB7	425,000	499,357.58	0.21%
TURKEY(REPUBLIC OF) 0% BDS 17/JUL/2013 TRY100	N/A	B768NG3	1,000,000	498,821.75	0.21%
GILEAD SCIENCES INC 4.4% BDS 01/DEC/2021 USD1000	N/A	375558AU7	475,000	498,595.63	0.21%
UKRAINE GOVERNMENT 7.75% 23/SEP/2020	N/A	603674AA0	580,000	495,900.00	0.21%
NII CAPITAL CORP 7.625% BDS 01/APR/2021 USD1000	N/A	67021BAE9	505,000	493,637.50	0.21%
MERRILL LYNCH & CO INC 6.4% NTS 28/AUG/2017	N/A	59018YJ69	450,000	490,740.75	0.21%
SMURFIT CAPITAL FUNDING 7.5% DEBS 20/NOV/2025	N/A	832724AB4	495,000	490,050.00	0.21%
CAISSE CENTRALE DESJARDINS DU QUEBE 2.65% BDS	N/A	12800UAE0	475,000	489,152.63	0.21%
GEN ELEC CAP CORP FR MTN 15/SEP/2014 USD1000	N/A	36962GK94	495,000	488,400.66	0.21%
METROPOLITAN LIFE GLOBAL FUNDING I 3.125% MTN	N/A	59217GAD1	470,000	486,981.57	0.21%
AMERICREDIT AUTO REC TRUST 2.28% MTG BDS	N/A	03064PAD3	475,000	482,800.07	0.20%
ALLY AUTO RECEIVABLES TRUST 2012-1 A-1 0.485%	N/A	02005YAC0	478,221	478,716.45	0.20%
SLM PRIVATE EDUCATION LOAN TRUST 2012-A A-2 3.830%	N/A	78446VAB5	480,000	478,378.66	0.20%
VOLVO TREASURY AB 5.95% 01/APR/2015 144A	N/A	92886AAA1	445,000	476,678.22	0.20%
ZFS FINANACE USA TRUST II VAR RTE 15/DEC/2065	N/A	98876YAA8	480,000	475,200.00	0.20%
MORGAN STANLEY 6.6250% 01/APR/2018	N/A	6174466Q7	450,000	473,856.30	0.20%
SOUTHERN NATURAL GAS CO 4.4% BDS 15/JUN/2021	N/A	84345PAB8	460,000	473,090.68	0.20%
CANADA(GOVT OF) 4.25% BDS 01/JUN/2018 CAD1000	N/A	B28XMW0	410,000	471,279.06	0.20%
UNITED STATES TREAS BDS 06.25% 15/AUG/2023	N/A	912810EQ7	340,000	470,900.00	0.20%
QATAR(STATE OF) 5.75% BDS 20/JAN/2042 USD1000 144A	N/A	74727PAR2	435,000	470,322.00	0.20%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	455,000	468,076.70	0.20%
ARGENTINA(REPUBLIC OF) VAR 31/DEC/2038	N/A	040114GK0	1,300,000	464,750.00	0.20%
EKSPORTFINANS ASA 2.375% NTS 25/MAY/2016 USD1000	N/A	28264QV27	525,000	462,760.20	0.20%
FREDDIE MAC 3599 DY 4.500% 15/NOV/2029	N/A	31398KW97	420,000	462,530.59	0.20%
MUNICIPAL ELECTRIC AUTH OF GEORGIA 7.055% BDS	N/A	626207YS7	440,000	460,020.00	0.19%
FED NATL MORT ASSC 7.5% CMO 25/DEC/2041 USD	N/A	3139216B9	395,520	457,202.37	0.19%
POLAND(GOVT OF) 5.5% BDS 25/OCT/2019 PLN1000	N/A	B3DXQM0	1,400,000	456,120.82	0.19%
FED HOME LOAN MTG 3.989% CMO 25/JUN/2046 USD	N/A	3137ABFH9	415,000	451,952.85	0.19%
CANADA(GOVT OF) 3.75% DEB 01/JUN/2019 CAD1000	N/A	B3DLWM6	400,000	451,190.54	0.19%
SMART US TRUST 2012-1 A-1 14/MAR/2013 0.47667	N/A	83173KAA0	450,000	450,317.97	0.19%
COMMONWEALTH EDISON 5.8% 15/MAR/2018	N/A	202795HU7	375,000	448,204.13	0.19%
FUEL TRUST 3.984% BDS 15/JUN/2016 USD1000	N/A	30277MAB0	440,000	446,415.20	0.19%
JPMORGAN CHASE & CO 5.4% BDS 06/JAN/2042 USD1000	N/A	48126BAA1	420,000	445,961.04	0.19%
BRAZIL(FEDERATIVE REPUBLIC OF) 5.625% BDS	N/A	105756BR0	385,000	443,712.50	0.19%
FREDDIE MAC 3653 B 4.5% 15/APR/2030	N/A	31398VWE2	405,000	443,584.07	0.19%
BOLIVARIAN REPUBLIC VENEZUELA BD REGS 11.75%	N/A	P17625AE7	450,000	443,250.00	0.19%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	420,000	440,008.80	0.19%
STRUCTURED ASSET SECURITIES CORP 86359A5V1	N/A	86359A5V1	466,891	438,172.72	0.18%
JP MORGAN CHASE COMM MTG SECS CORP FR CMO	N/A	46627QBA5	385,000	434,659.61	0.18%
JP MORGAN CHASE COML MTG SEC TST 10 4.311% MTG PTC	N/A	46636AAC6	405,000	425,173.86	0.18%
BAKRIE TELECOM TBK 11.5% BDS 07/MAY/2015	N/A	057590AA9	570,000	424,650.00	0.18%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% BDS	N/A	646139X83	310,000	424,092.40	0.18%
FREMF MORTGAGE TRUST 2011-K702 B VARIABLE	N/A	30263FAL9	410,000	422,824.39	0.18%
POLAND(REPUBLIC OF) 5% NTS 23/MAR/2022 USD1000	N/A	857524AB8	400,000	421,608.00	0.18%
FHLMC MULTIFAMILY STRUCTURED PASS THRO K702 X1 VAR	N/A	3137ABFW6	5,545,315	419,784.78	0.18%
OBP DEPOSITOR LLC TRUST 4.6462% MTG BDS	N/A	67087MAA4	375,000	419,260.88	0.18%
TRANSOCEAN INC(NEW) 5.05% BDS 15/DEC/2016 USD1000	N/A	893830BA6	390,000	417,661.14	0.18%
EILEME 2 AB PUBL SR NT 144A 31/JAN/2020	N/A	282563AA3	400,000	417,000.00	0.18%
INTL LEASE FINANCE 4.875% BDS 01/APR/2015 USD100	N/A	459745GM1	420,000	415,717.68	0.18%
AEROSPACE SATELLIT 0% BDS 16/NOV/2015 USD	N/A	00801QAA1	400,000	415,000.00	0.18%
BRASIL TELECOM SA 9.75% BDS 15/SEP/2016 BRL1000	N/A	B641389	725,000	411,063.03	0.17%
BANK OF MONTREAL 2.5% SNR NTS 11/JAN/2017 USD1000	N/A	06366QW86	400,000	407,913.20	0.17%
NORSKE SKOGSINDUSTRIER ASA 6.125% BDS 15/OCT/2015	N/A	656533AB2	555,000	407,925.00	0.17%
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2012-1 A-1	N/A	92867GAA1	403,179	403,666.27	0.17%
GENWORTH FINANCIAL INC 7.625% BDS 24/SEP/2021	N/A	37247DAP1	390,000	403,443.69	0.17%
HEINEKEN NV 3.4% 01/APR/2022	N/A	423012AA1	405,000	402,015.15	0.17%
LATVIA REP ACTING THRU TREAS NT 144A 5.25%	N/A	518417AB6	390,000	401,700.00	0.17%
RABOBANK NEDERLAND VAR BDS 31/DEC/2049	N/A	749770AQ6	315,000	400,050.00	0.17%
FHLMC REMIC SERIES R006 ZA 6% 15/APR/2036	N/A	31396JT21	341,981	398,227.38	0.17%
FRANKLIN VENTURE LLC 2010-1 A 3.000% 30/SEP/2019	N/A	355161AA8	395,395	397,753.98	0.17%
DCP MIDSTREAM OPERATING 3.25% 01/OCT/2015	N/A	23311VAA5	395,000	396,308.64	0.17%
ANGLO AMERICAN CAPITAL 2.625% BDS 03/APR/2017	N/A	034863AE0	395,000	395,422.65	0.17%
DIRECTV HLDGS LLC / DIRECTV NT 144A 15/MAR/2042	N/A	25459HBB0	405,000	394,544.52	0.17%
VALE OVERSEAS LTD 6.875% BDS 10/NOV/2039 USD2000	N/A	91911TAK9	335,000	391,320.20	0.17%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2008-1 A-4	N/A	05952AAE4	335,000	390,664.61	0.16%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	250,000	387,605.50	0.16%
TBA FNMA 2.5% 15YRS APR	N/A	01F022444	380,000	385,225.00	0.16%
COMCAST CORP 5.7% BDS 15/MAY/2018 USD1000	N/A	20030NAW1	325,000	383,574.43	0.16%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A4 14 8.500%	N/A	3623413G2	367,199	381,116.70	0.16%
BOSTON SCIENTIFIC CORP SR NT 4.5% 15/JAN/2015	N/A	101137AJ6	355,000	380,813.47	0.16%
WIND ACQUISITION FINANCE SA 11.75% BDS 15/JUL/2017	N/A	97314XAE4	385,000	379,225.00	0.16%
PHILLIPS 66 GTD SR NT 144A 01/APR/2022	N/A	718546AA2	370,000	376,363.63	0.16%
CENTRAL EUROPEAN DISTRIBUTION CORP 9.125% LN STK	N/A	15080BAA4	505,000	376,225.00	0.16%
KRAFT FOODS INC FRN 10/JUL/2013 USD	N/A	50075NBC7	370,000	372,358.75	0.16%
REPUBLIC OF VENEZUELA 6% 09/DEC/2020 REGS	N/A	P97475AG5	500,000	371,250.00	0.16%
DESARROLLADORA HOMEX SAB DE CV 9.75% SNR GTD NTS	N/A	25030WAE0	350,000	371,000.00	0.16%
GREAT PLAINS ENERGY INC 4.85% BDS 01/JUN/2021	N/A	391164AE0	350,000	370,734.35	0.16%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	320,000	370,432.64	0.16%
ALLY MASTER OWNER TRUST 1.81% BDS 15/MAY/2016	N/A	02005ABN7	365,000	370,255.82	0.16%
INTELSAT BERMUDA 11.5% PAY IN KIND NTS 04/FEB/2017	N/A	458204AJ3	355,000	369,200.00	0.16%
WILLIAMS PARTNERS L.P. 7.25% BDS 01/FEB/2017	N/A	96950HAD2	305,000	367,033.65	0.15%
SANTANDER DRIVE AUTO RECEIVABLE TRUST 2012-1 B	N/A	80281AAD1	360,000	366,076.26	0.15%
AT&T CORP VAR RTE NTS 15/NOV/2031 USD1000'SEC REG'	N/A	001957BD0	260,000	365,237.08	0.15%
CRICKET COMMUNICATIONS INC 7.75% SNR NTS	N/A	226566AM9	370,000	363,525.00	0.15%
EXPRESS SCRIPTS INC 6.25% BDS 15/JUN/2014 USD1000	N/A	302182AD2	330,000	362,780.22	0.15%
MEXICO(UNITED MEXICAN STATES) 4.75% BDS	N/A	91086QBB3	370,000	362,600.00	0.15%
RELIANCE INTERMEDIATE HLDGS LP 9.5% NTS	N/A	759479AA6	325,000	359,125.00	0.15%
MASSMUTUAL GLOBAL FUNDIN 2% 05/APR/2017	N/A	57629WBQ2	360,000	358,774.92	0.15%
COLUMBUS INTERNATIONAL INC 144 SR SECD 144A	N/A	199300AA2	320,000	355,040.00	0.15%
CAPITAL ONE FINANCIAL CORP 2.15% BDS 23/MAR/2015	N/A	14040HAZ8	350,000	350,540.40	0.15%
BB&T CORP 2.15% BDS 22/MAR/2017 USD1000	N/A	05531FAK9	350,000	348,983.25	0.15%
NCUA GUARANTEED NOTES TRUST 2010-R3 III-A 2.400%	N/A	62888WAC0	342,247	347,647.35	0.15%
COMMERCIAL MORTGAGE P/TH CTFS 3.376% MTG BDS	N/A	12622QAA3	340,000	346,460.68	0.15%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	345,000	346,009.47	0.15%
FIRST DATA CORP SR PIK NT 15 24/SEP/2015	N/A	319963AT1	339,506	344,598.59	0.15%
PETROLEOS DE VENEZ 6.5% BDS 17/NOV/2021 USD REGS	N/A	P7807HAP0	425,000	344,250.00	0.15%
WATSON PHARMACEUTICALS INC 5% UNS LN STK	N/A	942683AD5	320,000	342,602.56	0.14%
NORWAY(KINGDOM OF) 3.75% BDS 25/MAY/2021 NOK1000	N/A	B3MXHL7	1,750,000	339,628.61	0.14%
EXPRESS SCRIPTS INC 7.25% BDS 15/JUN/2019 USD1000	N/A	302182AE0	275,000	339,735.83	0.14%
WELLS FARGO & CO 3.5% BDS 08/MAR/2022 USD1000	N/A	94974BFC9	345,000	339,641.81	0.14%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	285,000	339,681.24	0.14%
VEDANTA RESOURCES 8.25% BDS 07/JUN/2021 USD200000	N/A	92241TAG7	365,000	338,537.50	0.14%
FORD MOTOR CREDIT CO LLC NT 6.625% 15/AUG/2017	N/A	345397VP5	305,000	337,980.57	0.14%
FANNIE MAE 2004-W2 2A-2 7.000% 25/FEB/2044	N/A	31393XGQ4	295,374	337,464.32	0.14%
ENERGY FUTURE INTER HLDG CO LLC 10.0% BDS	N/A	29269QAA5	309,000	336,810.00	0.14%
HONDA AUTO RECEIVABLES OWNER TRUST 2011-3 A-1	N/A	43811AAA4	334,985	335,194.15	0.14%
TELESAT CDA/TELESAT LLC 12.5% BDS 01/NOV/2017	N/A	87952VAF3	300,000	335,250.00	0.14%
TEXTRON INC 6.2% LN STK 15/MAR/2015 USD1000	N/A	883203BP5	305,000	334,533.15	0.14%
FORD CREDIT FLOORPLAN MASTER OWNER 1.5% MTG BDS	N/A	34528QAU8	330,000	332,971.68	0.14%
TAMINCO GLOBAL CHE 9.75% BDS 31/MAR/2020 USD'144A	N/A	87509RAA1	320,000	332,800.00	0.14%
INTERNATIONAL BANK FOR REC & DEV 3.75% MTN	N/A	B64WQG1	1,800,000	332,074.28	0.14%
PNC FUNDING CORP SR NT 3.3% 08/MAR/2022	N/A	693476BN2	335,000	331,411.48	0.14%
GNMA II MORTPASS 4.7% 09/20/1961 RF PN# 710087	N/A	36297E2U8	293,725	331,209.32	0.14%
TD AMERITRADE HOLDING CO 4.15% 01/DEC/2014	N/A	87236YAB4	310,000	331,174.24	0.14%
GS MORTGAGE SECURITIES CORP COMMERCIAL MORTGAGE	N/A	36191DAA2	324,900	330,618.24	0.14%
BANC OF AMERICA MORTGAGE TRUST 01/AUG/2007-A-1	N/A	05954CAA6	373,806	329,895.34	0.14%
SMART US TRUST 2012-1 A-4A 14/DEC/2017 2.01000	N/A	83173KAF9	330,000	328,086.00	0.14%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	300,000	328,098.00	0.14%
STATOIL ASA 3.15% BDS 23/JAN/2022 USD1000	N/A	85771PAF9	325,000	327,781.68	0.14%
COLOMBIA(REPUBLIC OF) 4.375% BDS 12/JUL/2021	N/A	195325BN4	300,000	326,250.00	0.14%
AMERICAN EXP CRT CP MEDIUM TERM NOTE FIXED DTD	N/A	0258M0DD8	325,000	325,499.85	0.14%
CVS CAREMARK CORP 3.25% LN STK 18/MAY/2015 USD1000	N/A	126650BT6	305,000	323,271.64	0.14%
MACDERMID INC 9.5% BDS 15/APR/2017 USD1000	N/A	554273AC6	310,000	321,625.00	0.14%
TELEFONICA EMISIONES SAU 2.582% BDS 26/APR/2013	N/A	87938WAK9	320,000	321,346.56	0.14%
RITE AID CORP 9.75% NTS 12/JUN/2016 USD1000	N/A	767754BX1	290,000	321,175.00	0.14%
DAVE & BUSTER'S INC 11% GTD SNR NTS 01/JUN/2018	N/A	23833NAG9	300,000	321,000.00	0.14%
EQUINOX HLDGS INC 9.5% BDS 01/FEB/2016	N/A	29445GAH9	300,000	320,812.50	0.14%
PHILLIPS 66 GTD SR NT 144A 2.95% 01/MAY/2017	N/A	718546AG9	315,000	320,166.63	0.14%
CBASS 2002-CB2 A2	N/A	12489WER1	408,350	319,303.74	0.13%
FEDERAL HOME LOAN MORTGAGE CORP 5.125% SNR NTS	N/A	3137EABA6	265,000	318,005.30	0.13%
BANCOLOMBIA SA 5.95% BDS 03/JUN/2021 USD1000	N/A	05968LAG7	300,000	317,625.00	0.13%
WIND ACQUISITION FIN SA 11.75% NTS 15/JUL/2017	N/A	B3LGQN2	250,000	315,086.62	0.13%
ECOLAB INC 4.35% BDS 08/DEC/2021 USD1000	N/A	278865AL4	295,000	312,734.22	0.13%
GNMA II MORTPASS 4.7% 08/20/1961 RF PN# 710083	N/A	36297E2Q7	278,992	311,759.44	0.13%
OGX PETROLEO E GAS PARTICIPACOES SA 8.50% NTS	N/A	670849AA6	300,000	311,700.00	0.13%
O REILLY AUTOMOTIVE INC NEW SR NT 4.625%	N/A	67103HAB3	295,000	310,982.22	0.13%
NOKIA CORP 6.625% BDS 15/MAY/2039 USD1000	N/A	654902AC9	325,000	310,517.35	0.13%
ENERGYSOLUTIONS INC. 10.75% SR NTS 15/AUG/2018	N/A	292757AB7	300,000	309,750.00	0.13%
COFFEYVILLE RESOURCES 10.875% 01/APR/2017 144A	N/A	19190AAB3	275,000	309,375.00	0.13%
COOPERATIEVE CENTRALE RAIFFEI GLBL NT 3.875%	N/A	21685WDD6	320,000	309,463.04	0.13%
J P MORGAN CHASE COML MTG SECS CORP 2002-C2 MTG	N/A	46625MPM5	300,901	305,433.70	0.13%
SPRINT CAP CORP NT 8.75% 15/MAR/2032 UNRESTRICTED	N/A	852060AT9	355,000	304,412.50	0.13%
ALLIANT HLDGS I INC 11% SNR NTS 01/MAY/2015	N/A	01881PAA4	290,000	304,137.50	0.13%
JPMORGAN CHASE & CO 5.55% NTS 22/JAN/2017 USD1000	N/A	073902PN2	275,000	303,633.00	0.13%
PETROHAWK ENERGY CORP 7.25% SR NT 15/AUG/2018	N/A	716495AL0	265,000	303,093.75	0.13%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	275,000	303,095.65	0.13%
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR4	N/A	94983PAA6	350,736	302,808.34	0.13%
HSBC USA INC 2.375% BDS 13/FEB/2015 USD1000	N/A	40428HPG1	300,000	302,057.10	0.13%
BERAU COAL ENERGY TBK(PT) 7.25% BDS 13/MAR/2017	N/A	69369LAA1	300,000	301,500.00	0.13%
MOSAIC CO(THE) 3.75% BDS 15/NOV/2021 USD1000	N/A	61945CAA1	295,000	300,048.04	0.13%
EVERTEC INC 11% SNR NT 01/OCT/2018 USD1000	N/A	30040PAB9	275,000	299,062.50	0.13%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-A A2	N/A	80282FAC1	296,808	297,269.33	0.13%
UNIVISION COMMUNICATIONS INC 8.5% BDS 15/MAY/2021	N/A	914906AK8	300,000	297,000.00	0.13%
WAMU MTG CERT 2007-HY3 4-A1 25/MAR/2037 FLT	N/A	933634AJ6	374,012	296,895.21	0.13%
DT AUTO OWNER TRUST 2011-3 A 1.400% 15/AUG/2014	N/A	23336MAA6	295,954	296,029.48	0.12%
ALFA BOND ISSUANCE 7.75% LPN 28/APR/2021 USD'REGS	N/A	B426RV3	300,000	294,750.00	0.12%
FORD MOTOR CREDIT CO LLC 7.5% BDS 01/AUG/2012	N/A	345397VK6	290,000	294,326.22	0.12%
AES CORP 9.75% BDS 15/APR/2016 USD1000	N/A	00130HBQ7	250,000	292,500.00	0.12%
GINNIE MAE 2011-67 B VARIABLE 16/OCT/2047	N/A	38376GR85	270,000	291,555.18	0.12%
SYMETRA FINANCIAL CORP FXD/FLTG RATE NT	N/A	87151QAB2	295,000	289,100.00	0.12%
GRACECHURCH MORTGAGE FINANCING PLC CLS'A6'MTG BKD	N/A	38405JAH2	286,993	286,041.06	0.12%
HUB INTERNATIONAL HOLDINGS INC 10.25% SNR NTS	N/A	44332LAC4	275,000	283,593.75	0.12%
GNMA II MORTPASS 4.502% 07/20/1961 RF PN# 751413	N/A	36230KSA0	256,760	282,489.22	0.12%
LIBERTY TIRE RECYCLING HLDG CO 11% BDS 01/OCT/2016	N/A	531359AA5	300,000	282,000.00	0.12%
PACIFIC BELL 7.375% DEB STK 15/JUL/2043 USD1000	N/A	694032AV5	260,000	279,409.26	0.12%
PC FINANCIAL PARTNERSHIP 5.00% 15/NOV/2014	N/A	69320DAA7	255,000	278,628.81	0.12%
CHESAPEAKE ENERGY CORP 6.875% SNR NTS 15/NOV/2020	N/A	165167BU0	265,000	273,612.50	0.12%
MEDCO HEALTH SOLUTIONS BND 7.25% 15/AUG/2013	N/A	58405UAC6	255,000	273,532.38	0.12%
IPIC GMTN LTD 5.5% NTS 01/MAR/2022 USD1000 144A	N/A	44985GAD3	265,000	272,618.75	0.11%
TRANSOCEAN INC SR NT 6.375% 15/DEC/2021	N/A	893830BB4	240,000	270,040.32	0.11%
NEWMONT MINING CORP 4.875% BDS 15/MAR/2042 USD1000	N/A	651639AP1	290,000	269,820.35	0.11%
WACHOVIA CAPITAL TST III 5.8% INC TST SECS USD1000	N/A	92978AAA0	285,000	269,325.00	0.11%
PETROLEOS DE VENEZUELA 4.9% BDS 28/OCT/2014	N/A	B5B82G7	300,000	268,500.00	0.11%
MASTR SPECIALIZED LOAN TRUST MORTGAGE PASS-THROUGH	N/A	576436AT6	262,129	267,921.08	0.11%
GE CAPITAL COMMERCIAL MTG CORP VAR DUE 10/NOV/2045	N/A	36828QQE9	240,000	266,977.92	0.11%
CWABS ASSET-BACKED CTFS TRUST 5.53% A/BKD FINAL	N/A	12668WAB3	300,000	266,585.40	0.11%
YANLORD LAND GROUP 10.625% SNR 29/MAR/2018 USD	N/A	984832AA3	300,000	266,250.00	0.11%
CREDIT SUISSE FIRST BOSTON COMMERICAL MORTGAGE PTC	N/A	22541NAR0	265,000	265,208.82	0.11%
DYNCORP INTERNATIONAL INC 10.375% SNR NTS	N/A	26817CAB7	305,000	264,968.75	0.11%
TEXAS EASTERN CORP	N/A	882389CC1	215,000	264,888.17	0.11%
SLM PRIVATE ED LN TR 2011-A 4.37% BDS 17/APR/2028	N/A	78446DAB5	255,000	264,455.02	0.11%
PETROLEOS MEXICANOS DR EACH REPR 7.65% NTS	N/A	B6SMTZ7	3,300,000	262,864.04	0.11%
SIMON PROPERTY GROUP INC 10.35% BDS 01/APR/2019	N/A	828807CA3	190,000	261,720.82	0.11%
FNMA GRANTOR TRUST 2001-T5 A2 19/JUN/2041 7.00000	N/A	31359SX96	222,933	260,227.05	0.11%
JC PENNEY CO INC 6.375% BDS 15/OCT/2036 USD1000	N/A	708130AC3	295,000	259,231.25	0.11%
TICKETMASTER ENTERTAINMENT INC 10.75% SNR NTS	N/A	88633PAB0	240,000	258,300.00	0.11%
AMERICREDIT AUTOMOBILE RECEIVABLETRUST 2010-4 B	N/A	03064FAQ6	255,000	257,360.28	0.11%
OPPENHEIMER HOLDINGS INC 8.75% SNR NT 15/APR/2018	N/A	683797AB0	250,000	255,000.00	0.11%
GENERAL ELECTRIC CO. 5.25% SNR NTS 06/DEC/2017	N/A	369604BC6	220,000	254,422.08	0.11%
MERRILL LYNCH BND 5.107% 12/JUL/2038	N/A	59022HJN3	240,000	253,884.48	0.11%
CRC HEALTH CORP 10.75% SNR NTS 01/FEB/2016 USD1000	N/A	12621PAC2	275,000	253,687.50	0.11%
MANDALAY RESORT GROUP 7.625% BDS 15/JUL/2013	N/A	172909AF0	250,000	253,750.00	0.11%
HORIZON LINES LLC 11% BDS 15/OCT/2016 USD1000 144A	N/A	44049HAA1	260,000	253,500.00	0.11%
LLOYDS TSB BANK PLC 4.2% BDS 28/MAR/2017 USD100	N/A	539473AQ1	250,000	251,877.50	0.11%
ATKORE INTERNATIONAL INC 9.875% BDS 01/JAN/2018	N/A	047650AB2	240,000	251,400.00	0.11%
CIGNA CORP 5.375% BDS 15/FEB/2042 USD100	N/A	125509BT5	245,000	251,290.13	0.11%
PETROLEOS DE VENEZUELA 12.75% SNR NTS 17/FEB/2022	N/A	P7807HAM7	250,000	250,000.00	0.11%
BURLINGTON COAT FACT.WAREHSE CORP 10% BDS	N/A	121579AG1	240,000	249,600.00	0.11%
UNITED STATES TREAS NTS 1%31/MAR/2017	N/A	912828SM3	250,000	249,472.75	0.11%
AVAYA INC VAR SNR PIK NTS 01/NOV/2015 USD1000	N/A	053499AF6	250,000	247,500.00	0.10%
INVENTIV HEALTH INC 10% SNR NTS 15/AUG/2018	N/A	46122EAA3	275,000	247,500.00	0.10%
KONINKLIJKE PHILIPS ELECTRONICS NV 3.75% BDS	N/A	500472AF2	245,000	246,452.12	0.10%
COMMERCIAL MTG TRUST SER 2003-LB1A CL A2	N/A	126175AB4	240,000	246,234.00	0.10%
CF INDUSTRIES HOLDINGS INC 7.125% BDS 01/MAY/2020	N/A	12527GAB9	205,000	244,206.25	0.10%
COLUMBIA HCA HEALTHCARE CORP 7.19% DEBS	N/A	197677AD9	230,000	243,800.00	0.10%
NUVEEN INVESTMENTS INC 10.5% NTS 15/NOV/2015	N/A	67090FAD8	235,000	243,518.75	0.10%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2011-4 A-1	N/A	80282JAA7	242,785	242,824.17	0.10%
BERKSHIRE HATHAWAY FINANCE CORP 5.4% SNR NOTE	N/A	084664BE0	205,000	242,175.52	0.10%
INTEL CORP SR NT 1.95% 01/OCT/2016	N/A	458140AH3	235,000	242,038.49	0.10%
SIMMONS FOODS INC / 2LIEN SR 144A 01/NOV/2017	N/A	828732AA5	250,000	240,937.50	0.10%
SUNCOR ENERGY INC	N/A	867229AD8	210,000	240,177.00	0.10%
WORLD OMNI AUTO RECEIVABLES TRUST 2011-B A-1	N/A	98158PAA6	238,042	238,162.28	0.10%
ALLISON TRANS 7.125% BDS 15/MAY/2019 USD1000 144A	N/A	019736AC1	230,000	238,050.00	0.10%
CENVEO CORP 8.875% NTS 01/FEB/2018 USD1000	N/A	15671BAE1	250,000	237,500.00	0.10%
BANC OF AMERICA MORTGAGE SECURITIES 5.634% BDS	N/A	05950WAF5	210,000	236,981.22	0.10%
CS FIRST BOSTON MORTGAGE SECURITIES CORP SER	N/A	225458RR1	227,568	237,017.44	0.10%
PRESTIGE BRANDS INC 8.25% SR NT 01/APR/2018	N/A	74112BAE5	215,000	234,887.50	0.10%
LLOYDS BANKING GROUP PLC ADR REPR VAR NON CUM PRF	N/A	539439AD1	350,000	234,500.00	0.10%
BRIGHTSTAR CORPORATION 9.5% BDS 01/DEC/2016	N/A	109478AA5	225,000	234,000.00	0.10%
GCI INC 8.625% SNR NTS 15/NOV/2019 USD1000	N/A	36155WAF3	215,000	234,081.25	0.10%
KOREA DEVELOPMENT BANK 3.5% BDS 22/AUG/2017	N/A	500630BW7	230,000	233,700.93	0.10%
WAL-MART STORES INC 4.125% 01/FEB/2019	N/A	931142CP6	210,000	233,540.79	0.10%
CROWN CASTLE TOWERS LLC SRSEC CL-C144A 15/AUG/2035	N/A	22822RAV2	230,000	232,637.87	0.10%
BRESNAN BROADBAND HLDGS LLC 8% BDS 15/DEC/2018	N/A	107342AA5	225,000	231,750.00	0.10%
SPRINT NEXTEL CORP 11.5% BDS 15/NOV/2021 USD1000	N/A	852061AH3	215,000	231,125.00	0.10%
UNITED AIRLINES INC 7.336% BDS 02/JAN/2021 USD1000	N/A	90928AAA5	232,288	231,126.87	0.10%
VALE OVERSEAS LTD 4.375% BDS 11/JAN/2022 USD1000	N/A	91911TAM5	230,000	231,022.58	0.10%
ANHEUSER-BUSCH COS INC 5.5% BDS 15/JAN/2018	N/A	035229DD2	195,000	229,488.68	0.10%
TL ACQUISITIONS INC 10.5% SNR NTS 15/JAN/2015	N/A	87255MAA8	300,000	225,750.00	0.10%
SOUTHERN COPPER CORP 6.375% NTS 27/JUL/2015	N/A	84265VAB1	200,000	224,451.00	0.09%
CWMBX INC 12669GUU3 25/MAR/2035	N/A	12669GUU3	374,352	224,208.17	0.09%
FANNIE MAE 2004-70 EB 5.000% 25/OCT/2024	N/A	31394A5A0	205,000	224,379.18	0.09%
FREESCALE SEMICONDUCTOR INC SR 2LIEN 144A	N/A	35687MAQ0	200,000	223,000.00	0.09%
BANCO NAC DE DESEN BNDES 4.125% BDS 15/SEP/2017	N/A	B67VDM0	160,000	222,546.51	0.09%
INDONESIA(REPUBLIC OF) 4.875% BDS 05/MAY/2021	N/A	455780BF2	200,000	216,750.00	0.09%
UNITED STATES TREAS BDS 3.750% 15/AUG/2041	N/A	912810QS0	200,000	216,218.80	0.09%
ROCK-TENN CO SR NT 144A 01/MAR/2019	N/A	772739AH1	215,000	215,966.00	0.09%
FORD MOTOR CREDIT CO 5.875% BDS 02/AUG/2021	N/A	345397VU4	200,000	215,718.00	0.09%
DEUTSCHE TELEKOM INTL FINANCE B.V. 8.125% BDS	N/A	7375466	160,000	215,696.63	0.09%
YONKERS RACING CORP 11.375% SRN 15/JUL/2016	N/A	986141AA7	200,000	214,500.00	0.09%
HUMANA INC 8.15% SNR NTS 15/JUN/2038 USD1000	N/A	444859AZ5	165,000	214,370.48	0.09%
LITHUANIA(REPUBLIC OF) 6.125% BDS 09/MAR/2021	N/A	536878AF8	200,000	214,000.00	0.09%
LLOYDS BANKING GROUP PLC 6.657% PERPETUAL	N/A	539439AF6	310,000	213,900.00	0.09%
PTTEP CANADA INTL FIN LTD 5.692% BDS 05/APR/2021	N/A	74442AAA6	200,000	213,399.00	0.09%
WILLIS GROUP HOLDINGS 4.125% BDS 15/MAR/2016	N/A	97063PAA2	210,000	213,462.27	0.09%
SCHAEFFLER FINANCE BV 8.5% BDS 15/FEB/2019	N/A	806261AA1	200,000	213,500.00	0.09%
ABU DHABI NATIONAL ENERGY COMPANY 5.875% NTS	N/A	00386SAJ1	200,000	213,000.00	0.09%
CORPORACION LINDLEY SA 6.75% BDS 23/NOV/2021	N/A	21988VAA1	200,000	213,000.00	0.09%
GINNIE MAE 2011-127 IO VARIABLE 16/MAR/2047	N/A	38376G5P1	2,714,050	212,637.69	0.09%
WELLS FARGO MORTGAGE BACKED SEC TST 5.6073% MBPT	N/A	94983YAK5	276,930	211,625.55	0.09%
SANTANDER DRIVE AUTO RECEIVABLE TRUST 2011-2 B	N/A	80282RAD3	210,000	210,956.99	0.09%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	155,000	210,618.03	0.09%
BERKSHIRE HATHAWAY FINANCE CORP 4% BDS 15/APR/2012	N/A	084664BK6	210,000	210,260.82	0.09%
TYCO ELECTRONICS GROUP S A 6% SNR NTS 01/OCT/2012	N/A	902133AE7	205,000	210,392.73	0.09%
DELTA AIR LINES INC 12.25% BDS 15/MAR/2015	N/A	247361ZE1	195,000	210,112.50	0.09%
AFREN PLC 10.25% 08/APR/2019	N/A	00830FAC6	200,000	209,760.00	0.09%
WELLS FARGO MORTGAGE BACKED SEC TST 5.5% MTG BDS	N/A	94983QAA4	210,627	209,091.68	0.09%
ARD FINANCE PIK VAR BDS 01/JUN/2018 USD1000 144A	N/A	00191AAA4	211,928	208,749.08	0.09%
DELTA AIR LINES, INC. 2002-1 G2 6.417% 02/JAN/2014	N/A	247367AY1	205,000	207,050.00	0.09%
FANNIE MAE 01-T4 A1 7.500% 25/JUL/2041	N/A	31359SR69	177,753	206,763.34	0.09%
SANDRIDGE ENERGY INC 9.875% BDS 15/MAY/2016	N/A	80007PAJ8	190,000	206,150.00	0.09%
VERSO PAPER HLDGS LLC/INC 11.75% BDS 15/JAN/2019	N/A	92531XAM4	200,000	206,000.00	0.09%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A2 14 7.500%	N/A	3623413E7	205,510	205,490.02	0.09%
MARINA DISTRICT FINANCE CO INC 9.5% SR SEC NTS	N/A	56808RAB2	225,000	205,312.50	0.09%
RIO TINTO FINANCE USA LTD 3.5% BDS 22/MAR/2022	N/A	76720AAC0	205,000	205,375.15	0.09%
LYONDELLBASELL INDUSTRIES NV 5% BDS 15/APR/2019	N/A	552081AE1	205,000	205,000.00	0.09%
CONTINENTAL AIRLINES INC VAR 02/JUN/2015	N/A	210795PR5	213,448	204,910.03	0.09%
FHLMC REMIC IO VAR 25/AUG/2016	N/A	14117BB	3,495,000	204,055.58	0.09%
CEDC FIN CORP INTL INC 8.875% 01/DEC/2016 '144A'	N/A	B4TKR18	200,000	202,722.40	0.09%
QTEL INTERNATIONAL FINANCE LTD 5% GTD NTS	N/A	74733LAE2	200,000	202,500.00	0.09%
REXEL SR NT 144A 15/DEC/2019	N/A	761679AA7	200,000	202,500.00	0.09%
QUEBEC 4.5% MTN 01/DEC/2020 CAD1000 B103-1	N/A	B5P58F5	180,000	201,426.04	0.08%
REGENCY ENERGY PARTNERS LP 6.5% BDS 15/JUL/2021	N/A	75886AAF5	190,000	201,400.00	0.08%
GILEAD SCIENCES INC 3.05% BDS 01/DEC/2016 USD1000	N/A	375558AT0	190,000	198,811.82	0.08%
FANNIE MAE 2009-71 MB 4.500% 25/SEP/2024	N/A	31398FAL5	180,000	198,391.28	0.08%
CORP ANDINA DE FOMENTO 8.125% BDS 04/JUN/2019	N/A	219868BN5	160,000	198,302.72	0.08%
METALLOINVEST FINANCE LTD 6.50% BDS 21/JUL/2016	N/A	59125QAA6	200,000	196,914.00	0.08%
MGM RESORTS INTL 10% BDS 01/NOV/2016 USD1000	N/A	55303QAC4	175,000	196,000.00	0.08%
CLEARWIRE COMM LLC 2PRI SEC 144A 01/DEC/2017	N/A	18538TAD1	220,000	195,800.00	0.08%
EL PASO PIPELINE PARTNERS OPERATING 6.5% BDS	N/A	28370TAA7	175,000	195,562.33	0.08%
KEY ENERGY SERVICES INC 6.75% NTS 01/MAR/2021	N/A	492914AS5	190,000	195,225.00	0.08%
FREDDIE MAC 3704 DC 4.000% 15/NOV/2036	N/A	3137A0XQ3	182,292	194,769.81	0.08%
STH AFRICA(REP OF) 4.665% BDS 17/JAN/2024 USD1000	N/A	836205AQ7	190,000	194,275.00	0.08%
IPAYMENT INC 10.25% BDS 15/MAY/2018 USD1000	N/A	46262EAE5	210,000	193,200.00	0.08%
SYNIVERSE HLDGS INC 9.125% BDS 15/JAN/2019 USD1000	N/A	87163FAA4	175,000	192,937.50	0.08%
ARISTOTLE HOLDING INC 4.75% BDS 15/NOV/2021	N/A	04044TAE6	180,000	192,639.24	0.08%
MERRILL LYNCH MTGE TRUST 2005-CI A-2 4.96%	N/A	59022HJH6	189,409	192,199.18	0.08%
PERNOD-RICARD 5.5% BDS 15/JAN/2042 USD100	N/A	714264AK4	190,000	191,009.66	0.08%
SERVICIOS CORPORATIVOS JAVER SAPI 9.875% BDS	N/A	81763TAC7	200,000	191,000.00	0.08%
GINNIE MAE 2010-14 A 4.500% 16/JUN/2039	N/A	38376WDQ5	173,320	190,678.36	0.08%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-B A-2	N/A	80281UAB1	190,472	190,587.43	0.08%
CF INDUSTRIES HOLDINGS INC 6.875% BDS 01/MAY/2018	N/A	12527GAA1	165,000	190,368.75	0.08%
AT&T INC 2.95% NTS 15/MAY/2016 USD1000	N/A	00206RAW2	180,000	190,210.68	0.08%
FREMF MORTGAGE TRUST 2011-K14 B VARIABLE	N/A	30263BAL8	185,000	190,168.90	0.08%
MERRIL LYNCH MORTGAGE TRUST 2003-KEY1 CL A4	N/A	59022HCQ3	180,000	189,824.04	0.08%
NARA CABLE FUNDING 8.875% SNR 01/DEC/2018 USD'144	N/A	63080TAA5	200,000	190,000.00	0.08%
TOTAL CAPITAL SA 4.45% 24/JUN/2020	N/A	89152UAD4	175,000	189,407.58	0.08%
WIND ACQUISITION FIN SA SR SEC NT 144A 15/FEB/2018	N/A	97314XAF1	200,000	188,500.00	0.08%
SOPHIA L P / SOPHIA FIN INC SR NT 144A 15/JAN/2019	N/A	83577TAA3	175,000	186,812.50	0.08%
BELARUS (REP OF) 8.75% UNSUB NTS 03/AUG/2015	N/A	B4XYW33	200,000	186,000.00	0.08%
FANNIE MAE 01-T5 A3 7.500% 19/JUN/2041	N/A	31359SY20	155,324	185,293.98	0.08%
GEO GROUP INC(THE) 6.625% NTS 15/FEB/2021 USD1000	N/A	36159RAE3	175,000	183,093.75	0.08%
NOKIA CORP 5.375% BDS 15/MAY/2019 USD1000	N/A	654902AB1	185,000	182,914.13	0.08%
ENEL FINANCE INTL SA 6.00% 07/OCT/2039 GTD NT 144A	N/A	29268BAF8	200,000	181,516.00	0.08%
PETCO ANIMAL SUPPLIES INC 9.25% BDS 01/DEC/2018	N/A	716016AC4	165,000	181,087.50	0.08%
BANC OF AMERICA COMMERCIAL MORTGAGE INC. 2005-1 A4	N/A	05947UC97	175,000	180,357.98	0.08%
CELULOSA ARAUCO Y CONSTITUCION 4.75% BDS	N/A	151191AU7	175,000	179,139.45	0.08%
ALLY FINANCIAL INC 7.5% NTS 15/SEP/2020 USD1000	N/A	02005NAJ9	165,000	178,200.00	0.08%
VISANT CORP 10% NTS 01/OCT/2017 USD1000	N/A	92834UAB8	190,000	177,412.50	0.07%
QUIKSILVER INC 6.875% BDS 15/APR/2015 USD100000	N/A	74837NAC7	175,000	175,875.00	0.07%
FRANSHION DEVELOPMENT LTD 6.75% NTS 15/APR/2021	N/A	355457AA0	200,000	174,500.00	0.07%
CONCHO RESOURCES INC 6.5% BDS 15/JAN/2022 USD2000	N/A	20605PAC5	165,000	174,075.00	0.07%
NATIONAL RURAL UTILS COOP FIN COLL TR BD 15	N/A	637432ML6	170,000	174,115.36	0.07%
HORIZON LINES INC SR SEC NT-A CV17 15/APR/2017	N/A	44044KAC5	218,182	173,836.51	0.07%
INTERNATIONAL PAPER CO 4.75% BDS 15/FEB/2022	N/A	460146CG6	165,000	173,879.15	0.07%
NATIONSBANK CAP TRUST 8.25% BDS 15/APR/2027	N/A	62874HAA3	170,000	173,400.00	0.07%
FDIC TRUST 2010-R1 A 0.000% 25/MAY/2050	N/A	30250RAA2	173,298	173,093.70	0.07%
SIMON PROPERTY GROUP INC 4.75% BDS 15/MAR/2042	N/A	828807CL9	180,000	171,622.08	0.07%
FAGE DAIRY INDUSTRIES SA/INC 9.875% BDS	N/A	303109AA0	175,000	171,500.00	0.07%
LINN ENERGY LLC 6.5% BDS 15/MAY/2019 USD100 144A	N/A	536022AG1	175,000	171,500.00	0.07%
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST	N/A	94981UAE9	184,715	170,989.42	0.07%
TITAN INTL INC 7.875% SNR NT 01/OCT/2017 USD1000	N/A	88830MAF9	160,000	170,400.00	0.07%
GMAC COMMERCIAL MORTGAGE SECURITIES INC 2004-C3 CL	N/A	361849J78	167,878	169,723.28	0.07%
UR FING ESCROW CORP SR SEC 144A 15/APR/2022	N/A	90321NAC6	165,000	169,537.50	0.07%
FNMA MORTPASS ARM 01/AUG/2036 S1 PN# 886574	N/A	31410D6K1	159,516	169,429.45	0.07%
GENESIS ENERGY L.P. 7.875% BDS 15/DEC/2018 USD1000	N/A	37185LAB8	165,000	168,300.00	0.07%
ROC FINANCE LLC / ROC FINANCE CORP 12.125% NTS	N/A	74965WAA5	150,000	167,250.00	0.07%
CARMAX AUTO OWNER TRUST 2010-1 A-3 1.560%	N/A	14313CAC0	166,198	166,930.18	0.07%
JPMORGAN CHASE COMM MRTG SEC 46625MTY5 5.095%	N/A	46625MTY5	165,000	166,632.84	0.07%
AT&T WIRELESS SERVICES INC 8.75% SNR NTS	N/A	00209AAF3	115,000	166,560.14	0.07%
TARGA RESOURCES PARTNERS LP 6.875% SNR NT	N/A	87612BAH5	160,000	166,400.00	0.07%
CONTINENTAL RESOURCES INC OKLA 5% BDS 15/SEP/2022	N/A	212015AG6	165,000	165,825.00	0.07%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	155,000	165,452.27	0.07%
JP MORGAN TRUST 2005-A6 1-A-2 VARIABLE 25/SEP/2035	N/A	466247TM5	195,000	165,109.82	0.07%
UCI INTERNATIONAL INC 8.625% NTS 15/FEB/2019	N/A	90266DAB7	160,000	164,400.00	0.07%
CITIGROUP COMMERCIAL MTGE 5.431% CMO 15/OCT/2049	N/A	17310MAE0	145,000	164,128.55	0.07%
TW TELECOM HLDGS INC 8% SR NTS 01/MAR/2018 USD1000	N/A	87311XAB4	150,000	163,875.00	0.07%
CRICKET COMMUNICATIONS INC 7.75% BDS 15/MAY/2016	N/A	226566AK3	155,000	163,525.00	0.07%
NPC INTL INC 10.5% BDS 15/JAN/2020 USD100	N/A	62941YAA5	150,000	163,500.00	0.07%
WMG ACQUISITION CORP 9.5% NTS 15/JUN/2016 USD1000	N/A	92933BAB0	150,000	163,500.00	0.07%
PETROLEOS DE VENEZUELA 5.25% NTS 12/APR/2017	N/A	B1VYQ09	215,000	162,862.50	0.07%
CLEARWIRE CORP 12% 01/DEC/2015	N/A	18538TAA7	165,000	162,525.00	0.07%
ENERGY XXI GULF COAST INC 9.25% SNR NTS	N/A	29276KAP6	150,000	162,375.00	0.07%
CREDIT SUISSE NEW YORK 6.00 BDS 15/FEB/2018	N/A	22541HCC4	150,000	162,421.65	0.07%
HILCORP ENERGY/FINANCE 8% BDS 15/FEB/2020 USD1000	N/A	431318AJ3	150,000	162,000.00	0.07%
WINDSTREAM CORP 7.5% BDS 01/JUN/2022 USD1000 144A	N/A	97381WAV6	155,000	161,975.00	0.07%
SAMSON INVESTMENT CO 9.75% BDS 15/FEB/2020 USD1000	N/A	796038AA5	160,000	162,000.00	0.07%
BERRY PETE CO SR NT 10.25% 01/JUN/2014	N/A	085789AD7	140,000	161,700.00	0.07%
CHESAPEAKE MIDSTREAM PARTNERS SR NT 144A	N/A	16524RAD5	160,000	161,200.00	0.07%
RRI ENERGY INC 7.625% 15/JUN/2014	N/A	74971XAB3	160,000	161,200.00	0.07%
CENTRAL AMER BK ECONOMIC INTEGRATN 5.375% MTN	N/A	15238PAC0	150,000	160,730.40	0.07%
HUGHES SATELLITE SYS CORP 7.625% SNR NTS	N/A	444454AA0	150,000	160,875.00	0.07%
LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021	N/A	536022AF3	155,000	160,812.50	0.07%
CASELLA WASTE SYS INC SR 2 LIEN 11% 15/JUL/2014	N/A	147448AD6	150,000	160,500.00	0.07%
CITICORP MORTGAGE SECURITIES TRUST 2006-3 IA-9	N/A	17310BAJ3	165,189	160,402.96	0.07%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2012-2 B	N/A	80282VAD4	160,000	160,244.56	0.07%
GREAT PLAINS ENERG 10% BDS 15/JUN/2022 USD	N/A	391164AF7	150,000	160,043.10	0.07%
CHAPARRAL ENERGY INC 8.25% NTS 01/SEP/2021 USD1000	N/A	15942RAB5	150,000	159,750.00	0.07%
MARTIN MIDSTREAM PARTNERS LP 8.875% SR NT	N/A	573334AB5	155,000	159,650.00	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE, INC 05947UKX5	N/A	05947UKX5	151,439	158,767.84	0.07%
URBI DESARROLLO URBANOS SAB DE CV 9.75% BDS	N/A	91724RAD6	150,000	159,000.00	0.07%
WEATHERFORD INTERNATIONAL LTD 6% SNR NTS	N/A	947075AD9	140,000	158,385.22	0.07%
COLUMBIA HCA HEALTHCARE CORP 9% BDS 15/DEC/2014	N/A	19767QAK1	145,000	158,050.00	0.07%
KRAFT FOODS INC 4.125% BDS 09/FEB/2016 USD1000	N/A	50075NBB9	145,000	157,575.56	0.07%
LEVEL 3 FINANCING INC 8.625% BDS 15/JUL/2020	N/A	527298AS2	150,000	157,500.00	0.07%
HOLLY ENERGY PARTNERS L P / SR NT 144A 01/MAR/2020	N/A	435765AE2	155,000	157,325.00	0.07%
AMERICAN PETROLEUM TANKERS 10.25% SNR NT	N/A	028865AB9	150,000	156,937.50	0.07%
ANTERO RESOURCES FINANCE 9.375% SR NT 01/DEC/2017	N/A	03674PAC7	145,000	156,962.50	0.07%
INTL BANK RECON&DV 3.25% MTN 14/APR/2014 NOK10000	N/A	B66X015	870,000	156,658.51	0.07%
CONTINENTAL AIRLINES PASS THRU TST 4.15% BDS	N/A	210795PZ7	160,000	156,800.00	0.07%
SMART US TRUST 1.18% A/BKD 14/APR/2013 USD	N/A	78446EAB3	156,699	156,704.99	0.07%
BOART LONGYEAR LTD 7% NTS 01/APR/2021 USD1000 144A	N/A	09664PAA0	150,000	156,750.00	0.07%
WELLS FARGO MORTGAGE BACKED SEC TST FR MTG BD	N/A	94983TAN0	159,178	156,586.98	0.07%
WPX ENERGY INC 6% BDS 15/JAN/2022 USD1000 144A	N/A	98212BAB9	155,000	155,000.00	0.07%
UNITED SURGICAL PARTNERS INTL SR NT 144A	N/A	90345XAA0	150,000	154,500.00	0.07%
JBS USA LLC / JBS USA FINANCE SR NT 144A	N/A	466112AH2	150,000	154,125.00	0.06%
WAMU MTG PASS THRU CTFS SER 06 AR14 CLS'1-A4' FLTG	N/A	93363PAD2	218,559	153,957.45	0.06%
NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000	N/A	629377BS0	160,000	153,600.00	0.06%
HUMANA INC 6.45% 01/JUN/2016	N/A	444859AV4	135,000	153,515.52	0.06%
ACE INA HLDGS INC 5.6% SNR NTS 15/MAY/2015 USD2000	N/A	00440EAL1	135,000	152,188.74	0.06%
SPECTRUM BRANDS INC SR NT 144A 15/JUN/2018	N/A	84762LAH8	135,000	152,212.50	0.06%
CAESARS ENTERTAINMENT OPERATING CO 12.75% 2ND	N/A	12768RAA5	175,000	151,812.50	0.06%
BIOMET INC 11.625% BDS 15/OCT/2017 USD 1000	N/A	090613AE0	140,000	151,375.00	0.06%
BANK OF AMERICA CORP 6.1% BDS 15/JUN/2017	N/A	06050TKW1	140,000	149,585.10	0.06%
JPMORGAN CHASE & CO 4.994% CMO 12/JUL/2035 USD1000	N/A	46625MRB7	146,639	149,093.05	0.06%
TRIMAS CORP 9.75% BDS 15/DEC/2017 USD1000	N/A	896215AF7	135,000	149,175.00	0.06%
JP MORGAN RESECURITIZATION TRUST 2010-2 2-A-1	N/A	46634FAN3	151,704	148,317.85	0.06%
YUM BRANDS INC 4.25% BDS 15/SEP/2015 USD2000	N/A	988498AE1	135,000	146,449.22	0.06%
CS FIRST BOSTON MORTGAGE SECURITIES CORP.	N/A	22541NMS5	145,000	146,266.58	0.06%
RUSSIAN FEDERATION MINISTRY FINANCE VAR BDS	N/A	4230814	121,032	144,784.03	0.06%
VALE S.A. 4.375% BDS 24/MAR/2018 EUR	N/A	B4Y2559	100,000	143,372.75	0.06%
TXU CORP 5.55% SNR NTS 15/NOV/2014 USD1000 SER'P'	N/A	873168AL2	195,000	142,837.50	0.06%
MONITRONICS INTERNATIONA 9.125% BDS 01/APR/2020	N/A	609453AF2	140,000	141,750.00	0.06%
JP MORGAN CHASE COMMERCIAL MORTGAGE VAR RT MTG BDS	N/A	46628FAN1	160,000	141,077.92	0.06%
NEXEN INC 7.5% BDS 30/JUL/2039 USD1000	N/A	65334HAJ1	115,000	141,202.98	0.06%
FREDDIE MAC 3123 HT 5.000% 15/MAR/2026	N/A	31396JPK5	125,000	139,911.65	0.06%
LB-UBS COML MTG TR 2003 C5 MTG	N/A	52108HTD6	135,000	139,876.47	0.06%
FREDDIE MAC K-014 X1 VARIABLE 25/APR/2021	N/A	3137ADTK3	1,585,837	138,205.70	0.06%
PBF HOLDING CO LLC 8.25% BDS 15/FEB/2020 USD1000	N/A	69318FAA6	135,000	137,700.00	0.06%
FANNIE MAE 2009-39 LB 4.500% 25/JUN/2029	N/A	31397NG90	125,000	136,271.71	0.06%
FHLMC REMIC SERIES 3150 EQ 15/MAY/2026 5.00000	N/A	31396RBY2	120,000	134,849.21	0.06%
CHESTER DOWNS & MARINA LLC SR SEC 144A 01/FEB/2020	N/A	165749AA0	125,000	132,031.25	0.06%
WEYERHAEUSER CO 7.375% BDS 01/OCT/2019 USD1	N/A	962166BV5	115,000	131,984.81	0.06%
ACCURIDE CORP 9.5% 1PRI SRN 01/AUG/2018 USD1000	N/A	00439TAE7	125,000	131,250.00	0.06%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	125,000	130,568.63	0.06%
BANGKOK BANK PUBLIC CO(HK) 4.8% NTS 18/OCT/2020	N/A	059895AL6	130,000	130,739.57	0.06%
BEAR STEARNS COML FR CMO 15/FEB/2035 USD1000	N/A	07383FFU7	130,000	129,891.32	0.05%
CONCHO RESOURCES INC 5.5% BDS 01/OCT/2022 USD1000	N/A	20605PAD3	130,000	128,050.00	0.05%
HORIZON LINES LLC 13% BDS 15/OCT/2016 USD1000	N/A	44049HAB9	135,000	128,081.25	0.05%
GCMO 65535VEV6 25/OCT/2034	N/A	65535VEV6	133,384	127,539.36	0.05%
CONAGRA FOODS INC 8.25% BDS 15/SEP/2030 USD1000	N/A	205887AX0	100,000	126,951.50	0.05%
HARRAHS OPERATING CO INC 10.75% SRN 01/FEB/2016	N/A	413627BE9	145,000	126,512.50	0.05%
VANGUARD HEALTH HLDG CO II LLC SR NT 144A	N/A	92203PAJ5	125,000	124,375.00	0.05%
AMERICREDIT AUTOMOBILE RECEIVABLETRUST 2010-4 A-2	N/A	03064FAJ2	123,816	123,842.09	0.05%
WM FINANCE CORP 11.5% BDS 01/OCT/2018 USD1000 144A	N/A	92936BAB7	115,000	123,050.00	0.05%
UNION ELECTRIC CO 6.7% MTG BDS 01/FEB/2019 USD2000	N/A	906548CG5	100,000	122,898.30	0.05%
DT AUTO OWNER TR 2.98% A/BKD 15/OCT/2015 USD	N/A	92718BAA3	122,183	122,594.31	0.05%
CLEAR CHANNEL WORLDWIDE HLDGS INC 7.625% BDS	N/A	18451QAF5	125,000	122,500.00	0.05%
FREDDIE MAC 2129 SG VARIABLE 17/JUN/2027	N/A	3133TJGM9	570,428	121,179.39	0.05%
FANNIE MAE 2006-22 CE RCR 4.500% 25/AUG/2023	N/A	31395BD75	110,000	121,152.87	0.05%
COLT DEFENSE LLC/COLT FINANCE CORP 8.75% SNR NT	N/A	19686TAC1	180,000	121,050.00	0.05%
HARRAHS OPERATING CO INC 11.25% GTD SNR NTS	N/A	413627BL3	110,000	119,900.00	0.05%
MEMC ELECTRONICS MATERIALS INC 7.750% SNR NT	N/A	552715AC8	150,000	119,250.00	0.05%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-2 A-2	N/A	80282GAB1	119,077	119,095.97	0.05%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	100,000	117,205.90	0.05%
CWMBS INC 6% CMO 25/MAR/2036 USD1000 'A-2/2006-1'	N/A	126694XC7	137,149	112,736.99	0.05%
SPECTRUM BRANDS HLDGS INC 9.5% NTS 15/JUN/2018	N/A	84762LAG0	100,000	112,750.00	0.05%
BANC OF AMERICA MORTGAGE SECURITIES, INC.	N/A	05949CFA9	110,476	112,221.24	0.05%
FORBES ENERGY SVCS LLC / FORBES ENE 9% BDS	N/A	345143AC5	115,000	112,125.00	0.05%
KINROSS GOLD CORP 6.875% BDS 01/SEP/2041 USD1000	N/A	496902AG2	110,000	111,837.77	0.05%
ONCURE HLDGS INC 11.75% NTS 15/MAY/2017 USD1000	N/A	68234KAC4	170,000	111,350.00	0.05%
REGAL CINEMAS INC 8.625% NTS 15/JUL/2019 USD1000	N/A	758753AD9	100,000	109,250.00	0.05%
KABEL DEUTSCHLAND HLDG AG 7.5% BDS 15/MAR/2019	N/A	48283GAA9	100,000	108,000.00	0.05%
RUSSIAN FEDERATION MINISTRY FINANCE 5% BDS	N/A	78307ADB6	100,000	106,585.00	0.04%
JP MORGAN MORTGAGE TRUST 5.410% MTG BDS	N/A	466247YH0	112,574	106,009.86	0.04%
MIDWEST VANADIUM PTY LTD SR SEC NT 144A	N/A	59841RAA7	150,000	103,500.00	0.04%
AMERICAN GEN MTG LN TR 2010-1 A-1 25/MAR/2058 FLT	N/A	02640FAA6	100,194	102,993.54	0.04%
HELIX ENERGY SOLUTIONS GROUP INC 9.5% NTS	N/A	42330PAA5	98,000	102,655.00	0.04%
COMMERCIAL MORTGAGE TRUST 1999-C1 D VARIABLE	N/A	201730AG3	95,000	102,470.14	0.04%
ALTA WIND HOLDINGS LLC 7% BDS 30/JUN/2035	N/A	021345AA1	94,453	101,724.25	0.04%
DIGICEL GROUP LTD 8.875% SNR NTS 15/JAN/2015	N/A	25380WAA4	100,000	101,750.00	0.04%
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST	N/A	94980MAB4	102,102	101,894.58	0.04%
DJO FIN LLC/DJO FI 8.75% SNR 15/MAR/2018 USD2000	N/A	23327BAG8	100,000	101,000.00	0.04%
JP MORGAN CHASE COML MTG SEC TST 07 6.098% MTG BDS	N/A	46631QAJ1	115,000	99,446.71	0.04%
DT AUTO OWNER TRUST 2010-1 B 2.360% 15/APR/2013	N/A	23336DAC2	99,073	99,097.42	0.04%
PRUDENTIAL COMMERCIAL MORTGAGE TRUST 2003-PWR1	N/A	74432GAD9	100,000	98,835.70	0.04%
PEPSICO INC 2.75% BDS 05/MAR/2022 USD1000	N/A	713448BY3	100,000	97,296.70	0.04%
DEUTSCHE ALT-A SECURITIES INC ALTER 4.82% MTG BDS	N/A	251510CG6	98,680	96,814.30	0.04%
CLEAR CHANNEL WORLDWIDE HLDGS INC 7.625% BDS	N/A	18451QAE8	100,000	96,500.00	0.04%
BANK OF NEW YORK MELLON CORP 4.5% BDS 01/APR/2013	N/A	06406HBJ7	90,000	93,483.00	0.04%
GMACM MORTGAGE LOAN TRUST 2005-AR 4-A VARIABLE	N/A	36185N6Q8	97,884	91,678.54	0.04%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A3 14 8.000%	N/A	3623413F4	89,405	91,196.12	0.04%
ELWOOD ENERGY 8.159% BDS 05/JUL/2026 USD1000	N/A	290408AB9	89,385	90,948.98	0.04%
J P MORGAN CHASE COML MTG SEC 2002-C2 MTG PASSTHRU	N/A	46625MPN3	85,000	86,105.77	0.04%
ALLY FINANCIAL INC 5.5% BDS 15/FEB/2017 USD1000	N/A	02005NAL4	85,000	85,101.07	0.04%
BANC OF AMERICA COMMERCIAL MORTGAGE, INC 05947UKR8	N/A	05947UKR8	81,859	84,903.32	0.04%
ENTERPRISE PRODUCTS OPERATING LLC 5.9% SR NTS	N/A	29379VAK9	80,000	83,893.28	0.04%
CENTERPOINT ENERGY RESOURCES SR NT 6.25%	N/A	15189YAD8	70,000	80,251.22	0.03%
CATALYST PAPER CORP SR SEC NT 11% 144A 15/DEC/2016	N/A	14888TAC8	150,000	78,000.00	0.03%
BANK OF AMERICA CMM MTG 2005-1 CL A3 4.877	N/A	05947UC89	77,804	77,761.73	0.03%
CONTINENTAL AIRLINES INC 7.339% BDS 19/APR/2014	N/A	21079QAA2	76,586	77,734.35	0.03%
CCM MERGER INC SR GLBL 144A 01/MAY/2019	N/A	14985VAC5	75,000	75,750.00	0.03%
FANNIE MAE 2003-T4 2-A-5 VARIABLE 26/SEP/2033	N/A	31393AV61	71,525	75,501.36	0.03%
CS FIRST BOSTON MORTGAGE SECURITIES CORP 2005-C4	N/A	225458N38	73,729	73,908.40	0.03%
TELUS CORP 5.05% BDS 04/DEC/2019 CAD1000	N/A	B73HL03	65,000	72,875.98	0.03%
ASSET SECURITIZATION CORPORATION 97-D5 A-3	N/A	045424FL7	70,000	70,981.19	0.03%
CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR	N/A	18451QAC2	65,000	70,931.25	0.03%
FANNIE MAE 2003-32 UI 6.000% 25/MAY/2033	N/A	31393BKD6	393,979	66,441.15	0.03%
COVANTA HOLDING CORP 6.375% BDS 01/OCT/2022	N/A	22282EAE2	65,000	66,039.09	0.03%
FANNIE MAE 2003-41 IB 7.000% 25/MAY/2033	N/A	31393BZV0	348,285	65,516.65	0.03%
E TRADE FINANCIAL CORP 0% CNV BDS 31/AUG/2019	N/A	269246AZ7	60,000	64,350.00	0.03%
FANNIE MAE STRIPS 264 264-IO 8.000% 01/JUL/2024	N/A	31364HJ65	284,847	62,598.02	0.03%
FANNIE MAE STRIPS 267 2-IO 8.500% 01/OCT/2024	N/A	31364HK48	300,283	58,132.42	0.02%
MORGAN STANLEY CAPITAL I 5.37% MTG BDS 15/DEC/2043	N/A	61750WAY9	55,000	56,784.26	0.02%
NISSAN AUTO RECEIV 3.4% A/BKD 15/SEP/2014 USD	N/A	65475VAC4	55,971	56,422.58	0.02%
CSFB COMMERCIAL MORTGAGE TRUST 2002-CK C-1	N/A	22540VP48	55,000	55,368.72	0.02%
CHUBB CORP 5.75% NTS 15/MAY/2018 USD1000	N/A	171232AR2	45,000	54,457.34	0.02%
GS MORTGAGE SECURITIES CORPORATION II 2004-GG2 A4	N/A	36228CTF0	53,256	53,943.52	0.02%
FANNIE MAE STRIPS 274-CL IO 8.500% 08/25/2026	N/A	31364HM20	273,959	53,752.89	0.02%
LB-UBS COMMERCIAL MORTGAGE TRUST	N/A	52108HZX5	52,459	53,389.81	0.02%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07387MAA7	50,096	50,082.54	0.02%
FANNIE MAE REMIC TRUST 97-61 PK 8.000% 18/AUG/2027	N/A	31359QNY6	208,118	49,380.25	0.02%
FNMA MORTPASS 7% 01/JUL/2032 CL PN# 642656	N/A	31390C5R3	42,441	49,199.37	0.02%
TIMKEN CO 6% BDS 15/SEP/2014 USD1000	N/A	887389AG9	45,000	49,076.51	0.02%
PRUDENTIAL COMMERCIAL MORTGAGE TRUST 2003-PW	N/A	74432GAH0	50,000	48,658.00	0.02%
RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 AF-2	N/A	75970JAE6	120,000	48,227.04	0.02%
JPMORGANCHASE COMMERCIAL MTG SEC SER 2003-C1 CL A2	N/A	46625MTX7	45,000	46,004.18	0.02%
FNMA REMIC TRUST 2006-M2 A-2F 25/MAY/2020 FLT	N/A	31396PGQ8	40,000	45,413.40	0.02%
GE COMMERCIAL MORTGAGE CORPORATION 2003-C2 F 144A	N/A	36828QBZ8	45,000	45,344.16	0.02%
LB UBS COMMERCIAL MORTGAGE TRUST 4.475% MTG BDS	N/A	52108HP81	43,005	44,868.51	0.02%
CREDIT SUISSE FB USA INC 5.125 15/AUG/2015	N/A	22541LBK8	40,000	43,832.56	0.02%
PROVIDENT BANK HOME EQUITY LOAN TRUST 00-2 A-1	N/A	743844DA7	78,527	42,990.35	0.02%
MCDONALD'S CORP 5.0% BDS 01/FEB/2019 USD1000	N/A	58013MEG5	35,000	40,772.83	0.02%
CONTINENTAL AIRLINES PASS THROUGH TRUSTS 1999-2 B	N/A	210805CV7	40,610	40,150.63	0.02%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	35,000	38,722.92	0.02%
FREDDIE MAC 2649 IM 7.000% 15/JUL/2033	N/A	31394GGC1	174,192	38,235.37	0.02%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07387BAJ2	35,000	36,948.66	0.02%
BANC OF AMERICA MTG SECS, INC 2004-I 2-A-2	N/A	05949ARU6	37,235	34,782.16	0.01%
FANNIE MAE TRUST 277 IO 7.500% 03/25/2027	N/A	31364HM87	154,141	34,333.14	0.01%
COMMERCIAL MORTGAGE TRUST 1999-C1 C VARIABLE	N/A	201730AF5	30,000	32,259.99	0.01%
FHLMCGLD MORTPASS 8% 01/MAR/2031 C4 PN# C48997	N/A	31298H7J1	31,295	31,907.22	0.01%
MARSICO HOLDINGS LLC SR SB PIK 144A 15/JAN/2020	N/A	573011AA1	130,776	30,405.42	0.01%
HORIZON LINES INC WT EXP 000016	N/A	44044K119	5,236	30,264.08	0.01%
CHASE COML MTG SECS CORP 1997-1 MTG PASSTHRU CTF	N/A	161505BF8	28,447	28,553.72	0.01%
FHLMCGLD MORTPASS 8% 01/APR/2031 C5 PN# C50477	N/A	31298LQ69	24,206	28,256.04	0.01%
FANNIE MAE STRIPS 207 207-IO 8.000% 01/FEB/2023	N/A	31364HUQ8	126,345	28,110.16	0.01%
BMW VEHICLE OWNER TRUST 2011-A A-1 0.306%	N/A	05573WAA3	26,834	26,839.69	0.01%
FANNIE MAE 2003-35 UI 6.500% 25/MAY/2033	N/A	31393BM36	125,673	24,995.66	0.01%
LB-UBS COMMERCIAL MORTGAGE TRUST SER 2005-C2 CL	N/A	52108H3G7	24,039	24,985.11	0.01%
FHLMCGLD MORTPASS 6.5% 01/AUG/2032 C6 PN# C69951	N/A	31287WBU1	20,297	23,103.05	0.01%
FANNIE MAE 2003-44 IB 6.000% 25/JUN/2033	N/A	31393CVK6	120,654	22,968.97	0.01%
FREDDIE MAC 2725 TA 4.500% 15/DEC/2033	N/A	31394MWL0	20,000	21,643.57	0.01%
FHLMCGLD MORTPASS 8% 01/DEC/2030 C0 PN# C01104	N/A	31292HGM0	17,494	21,214.79	0.01%
IDEARC LITIGATION TRUSTS	N/A	451ESC8CE	825,000	20,625.00	0.01%
LB-UBS COMMERICAL TRUST 2005-C1 CL A3 VAR	N/A	52108H2S2	20,278	20,281.56	0.01%
FHLMCGLD MORTPASS 8% 01/MAR/2031 C4 PN# C49587	N/A	31298JUL6	18,181	19,806.25	0.01%
RENAISSANCE HOME EQUITY LOAN TRUST 2006-1 AF-3	N/A	759950GV4	32,489	19,565.01	0.01%
PINDO DELI FIN 144A C VAR 28/APR/2025	N/A	B09QSBA	901,231	18,024.62	0.01%
GGP MALL PROPERTIES TRUST 7.12% MTG BDS	N/A	33736LAU9	14,907	14,954.01	0.01%
FEDERAL HOME LN MTG CORP PN# C00712	N/A	31292GYH3	12,176	13,919.89	0.01%
J.P. MORGAN MORTGAGE TRUST 2006-A6 1-A-2 VARIABLE	N/A	46628BAD2	13,378	10,528.76	0.00%
TREASURY 5% GILT 07/MAR/2018 GBP	T18	B1VWPC8	5,000	9,704.17	0.00%
TJIWI KIMIA FIN 144A C VAR 28/APR/2027	N/A	B09RKK1	473,111	9,462.22	0.00%
GE CAPITAL COMMERCIAL MORTGAGE CORPORATION VAR	N/A	36828QNT9	9,402	9,400.25	0.00%
CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2003-CPN1	N/A	22541NA33	8,957	9,117.20	0.00%
FNMA MORTPASS 7.5% 01/MAR/2031 CL PN# 564993	N/A	31386JUS4	8,510	8,826.50	0.00%
STRUCTURED ASSET SECURITIES CORPORATION 2005-5	N/A	863576CW2	265,053	7,511.60	0.00%
FNMA PASS THRU 7.5% 01/OCT/2031	N/A	31388JZ73	3,884	4,112.32	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C5 PN# C53381	N/A	31298PXJ4	3,165	3,379.59	0.00%
STRUCTURED ADJ RATE MTG LOAN TRUST VAR RT MTG BDS	N/A	86360NAU6	41,204	3,262.21	0.00%
HORIZON LINES INC USD0.01	N/A	44044K309	504	2,913.12	0.00%
FNMA MORTPASS 8% 01/MAY/2030 CL PN# 540017	N/A	31385B4A0	2,149	2,222.26	0.00%
FREDDIE MAC 2557 IW 6.000% 15/APR/2032	N/A	31393JKC1	91,028	1,963.09	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41531	N/A	31297YVY5	1,560	1,713.42	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C4 PN# C42327	N/A	31298ASQ7	1,280	1,548.76	0.00%
SUPERMEDIA INC USD0.01	SPMD	868447103	651	1,555.89	0.00%
DEX ONE CORP USD0.001	DEXO	25212W100	832	1,181.44	0.00%
FNMA MORTPASS 8% 01/JAN/2031 CL PN# 564363	N/A	31386H5Y3	882	964.44	0.00%
FHLMCGLD MORTPASS 7.5% 01/NOV/2020 C9 PN# C90381	N/A	31335HM67	565	647.14	0.00%
MARISCO HOLDINGS LLC CMN STK	N/A	573008109	2,163	540.75	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2030 C3 PN# C39060	N/A	31294GB52	456	462.74	0.00%
ARGENTINA REP BD 8.28% 31/DEC/2033	N/A	040114GL8	5	3.88	0.00%
XO HOLDINGS INC O SHS CONTINGENT VALUE RIGHTS	N/A	98417K981	248	23.56	0.00%
FANNIE MAE 2003-82 IA 6.000% 25/AUG/2032	N/A	31393EV22	11,050	39.81	0.00%
FEDERAL HOME LOAN MORTGAGE CORPORATION 1103 1103-N	N/A	312906HE3	4	85.40	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	28,128,020	28,128,019.98	11.96%
TBA FNMA SF 4.50 30 YRS MAR	N/A	01F042632	7,310,000	7,788,576.93	3.31%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	N/A	912810QT8	5,485,000	5,530,421.29	2.35%
US 10YR NOTE FUT JUN12 20/JUN/2012 (TYM2)	N/A	TYM2COM	3,500,000	4,583,359.38	1.95%
TBA FNMA SF 4.00 30 YRS MAR	N/A	01F040636	4,110,000	4,324,490.63	1.84%
UNITED STATES TREAS NTS 2.000% 15/FEB/2022	N/A	912828SF8	3,675,000	3,682,463.93	1.57%
TBA FNMA SF 6.00 30 YRS MAR	N/A	01F060634	2,835,000	3,118,500.00	1.33%
TBA FNMA SF 5.50 30 YRS MAR	N/A	01F052631	2,775,000	3,021,714.71	1.29%
TBA FNMA SINGLE FAMILY MORTGAGE 3.50% MAT 30 YEARS	N/A	01F032633	2,370,000	2,449,246.88	1.04%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31371NVY8	1,590,014	1,732,937.89	0.74%
PERU(REPUBLIC OF) 7.84% BDS 12/AUG/2020 USD1000	N/A	B67YHZ0	3,960,000	1,714,913.99	0.73%
NISSAN AUTO RECEIVABLES OWNER TRUST 2012-A A-1	N/A	65475UAA0	1,695,000	1,697,520.97	0.72%
TBA FHLMC GOLD SF 5.00 30 YRS MAR	N/A	02R050630	1,520,000	1,636,375.00	0.70%
TBA FNMA SF 5.00 30 YRS MAR	N/A	01F050635	1,470,000	1,587,140.63	0.68%
UNITED STATES TREAS BDS 3.750% 15/AUG/2041	N/A	912810QS0	1,295,000	1,469,420.96	0.62%
NETHERLANDS(KINGDOM OF) 3.25% BDS 15/JUL/2021 EUR1	N/A	B683R67	1,000,000	1,453,992.26	0.62%
INDONESIA(REPUBLIC OF) 7.375% BDS 15/SEP/2016	N/A	B4L18X8	12,000,000,000	1,452,933.92	0.62%
BRAZIL(FEDERATIVE REPUBLIC OF) VAR RATE NTS 'B'	N/A	B1L7ZR8	1,083,000	1,425,789.29	0.61%
MEXICO (UNITED MEXICAN STATES 8.5% BDS 18/NOV/2038	N/A	B44NND6	16,000,000	1,365,547.15	0.58%
PETROLEOS DE VENEZUELA 5% BDS 28/OCT/2015 USD1300	N/A	B5BQGP8	1,580,000	1,339,050.00	0.57%
FEDERAL NATIONAL MORTGAGE ASSOC 5% BDS 11/MAY/2017	N/A	31359M7X5	1,050,000	1,252,719.30	0.53%
FNMA TBA 15YR TBA 03.000% MAR	N/A	01F030439	1,200,000	1,245,187.44	0.53%
FED NATL MORT ASSC 3.5% MBPT USD 'TBA	N/A	01F032435	1,180,000	1,237,709.32	0.53%
CITIGROUP INC 4.45% BDS 10/JAN/2017 USD100	N/A	172967FW6	1,105,000	1,166,268.94	0.50%
URUGUAY(REP OF) 4.325% BDS 15/DEC/2028 UYU1000	N/A	B6XYGZ7	20,500,000	1,152,860.82	0.49%
BRASKEM AMERICA FINANCE 7.125% 22/JUL/2041	N/A	10554CAA0	1,125,000	1,119,375.00	0.48%
UNITED STATES TREAS NTS 3.25% 31/MAY/2016	N/A	912828KW9	930,000	1,028,522.34	0.44%
DIGICEL GROUP LTD VAR SNR NTS 15/JAN/2015 USD1000	N/A	25380WAB2	980,000	999,600.00	0.43%
NCUA TR 2010-R1 1.84% NTS 07/OCT/2020 USD10000	N/A	62888VAB4	971,851	982,182.22	0.42%
REPUBLIC OF COLOMBIA 12.00% 22/OCT/2015	N/A	B068Z13	1,370,000,000	978,709.94	0.42%
DOMINICAN REPUBLIC 7.5% BDS 06/MAY/2021	N/A	25714PAK4	950,000	972,325.00	0.41%
SWEDEN(KINGDOM OF) 3% BDS 12/JUL/2016 SEK5000	N/A	B0KP6D9	6,000,000	971,527.02	0.41%
ARGENTINA(REPUBLIC OF) 7.82% DISC NTS 31/DEC/2033	N/A	B3RGVN1	1,083,030	958,099.79	0.41%
EASTERN & SOUTHN AFRIC TRD & DEV BK 6.875% BDS	N/A	B5LRY35	1,000,000	955,000.00	0.41%
CHILE(REPUBLIC OF) 5.5% BDS 05/AUG/2020	N/A	B50HQT6	437,000,000	954,414.92	0.41%
BRASIL TELECOM SA 5.75% BDS 10/FEB/2022 USD1000	N/A	10553MAD3	930,000	953,250.00	0.41%
BUNDESREPUB DEUTSCHLAND 4.00% 04/JAN/2037	BB27	B05Q875	550,000	935,887.45	0.40%
UNITED STATES TREAS NTS 0.25% 15/FEB/2015	N/A	912828SE1	940,000	935,300.00	0.40%
TBA FHLMC GOLD SF 4.50 30 YRS MAR	N/A	02R042637	880,000	934,587.46	0.40%
HONDA AUTO RECIVABLES OWNER TRUST 2012-1 A-1	N/A	43813UAA8	905,000	906,525.38	0.39%
UNITED STATES TREAS NTS 1.375% 28/FEB/2019	N/A	912828SH4	900,000	898,594.20	0.38%
BANCO BRADESCO(CAYMAN) 5.75% BDS 01/MAR/2022	N/A	05946NAK1	885,000	893,759.29	0.38%
DESARROLLADORA HOMEX SAB DE CV 9.75% SNR GTD NTS	N/A	25030WAE0	850,000	879,750.00	0.37%
JPMORGAN CHASE & CO 5.55% NTS 22/JAN/2017 USD1000	N/A	073902PN2	805,000	877,849.28	0.37%
AMERICREDIT AUTO RECEIVABLES TRUST 2012-1 A-1	N/A	03064UAA8	850,000	850,692.84	0.36%
IPIC GMTN LTD 6.875% NTS 01/NOV/2041 USD200000	N/A	44985GAE1	810,000	836,325.00	0.36%
CARMAX AUTO OWNER TRUST 2012-1 A-1 0.381%	N/A	14313GAA5	835,000	835,224.53	0.36%
FORD CREDIT AUTO LEASE TRUST 2012-A A1 0.35765%	N/A	34529VAA0	830,000	830,000.00	0.35%
REPUBLIC OF PHILIPPINES 4.95% 15/JAN/2021	N/A	B3MRN11	33,000,000	815,255.53	0.35%
YAPI VE KREDI BANKASI A.S. 6.75% NTS 08/FEB/2017	N/A	984848AA9	800,000	812,400.00	0.35%
INDONESIA REP NT 144A 17/JAN/2042	N/A	455780BJ4	750,000	799,687.50	0.34%
MIE HOLDINGS CORP 9.75% NTS 12/MAY/2016 USD1000	N/A	55309DAA1	800,000	788,000.00	0.34%
MUNICIPAL ELECTRIC AUTH OF GEORGIA 6.637% BDS	N/A	626207YF5	675,000	782,487.00	0.33%
VIMPELCOM HOLDINGS B V 7.5043% NTS 01/MAR/2022	N/A	92718WAB5	785,000	769,692.50	0.33%
TURKEY(REPUBLIC OF) 10% BDS 17/JUN/2015 TRY1000	N/A	B3Q4Q20	1,300,000	764,334.31	0.32%
COUNTRY GARDEN HLDGS CO 11.125% BDS 23/FEB/2018	N/A	22234XAE9	760,000	763,800.00	0.32%
DEUTSCHLAND REP 3.50 04/JAN/2016	BB29	B0S5YP9	500,000	741,325.02	0.32%
FDIC TRUST 2011-R1 A 2.672% 25/JUL/2026	N/A	30251JAA9	711,999	729,318.04	0.31%
SOUTH AFRICA(REPUBLIC OF) 10.5% BDS 21/DEC/2026	N/A	6148788	4,600,000	729,501.66	0.31%
ANADARKO PETROLEUM CORP 6.375% BDS 15/SEP/2017	N/A	032511BH9	605,000	726,194.81	0.31%
E TRADE FINANCIAL CORP VAR BDS 30/NOV/2017	N/A	269246AT1	620,250	722,591.25	0.31%
FRANCE(GOVT OF) 3.5% BDS 25/APR/2020 EUR1	N/A	B63D256	510,000	720,206.04	0.31%
ROMANIA(REPUBLIC OF) 6.75% NTS 07/FEB/2022 USD2000	N/A	77586RAA8	700,000	719,250.00	0.31%
GERMANY(FED REP) 4.25% BDS 04/JUL/2018 EUR0.01	BB35	B39QCF8	450,000	713,920.27	0.30%
HYUNDAI AUTO RECEIVABLES TRUST 2012-A A1 0.29984%	N/A	44890GAA3	710,000	710,000.00	0.30%
HUNGARY(REPUBLIC OF) 7% BDS 24/JUN/2022 HUF10000	N/A	B67G0S0	170,000,000	705,580.88	0.30%
QATAR(STATE OF) 5.75% BDS 20/JAN/2042 USD1000 144A	N/A	74727PAR2	635,000	688,181.25	0.29%
TREASURY 4.75% GILT 07/MAR/2020	TS20	B058DQ5	350,000	681,987.00	0.29%
MMCA AUTO OWNER TRUST 2012-A A-1 0.601%	N/A	55313YAA9	671,092	672,103.16	0.29%
VENEZUELA(REPUBLIC OF) 11.95% BDS 05/AUG/2031	N/A	P17625AD9	650,000	661,375.00	0.28%
AMERIPRISE FINANCIAL INC 7.3% SR NT 28/JUN/2019	N/A	03076CAD8	540,000	660,547.44	0.28%
BRAZIL(FEDERATIVE REPUBLIC OF) 10% BDS 'F'	N/A	B1KCZ07	1,109,000	657,918.41	0.28%
TRANSOCEAN INC(NEW) 7.35% BDS 15/DEC/2041 USD1000	N/A	893830AZ2	515,000	657,162.66	0.28%
NORDIC INVT BK MTN BOOK ENTRY JPY MTN 1.7%	N/A	B1W8RT6	50,000,000	654,890.52	0.28%
SLM PRIVATE EDUCATION LOAN TRUST 2011-B A-2 3.740%	N/A	83149UAB7	655,000	653,999.42	0.28%
FEDERAL NATIONAL MORTGAGE ASSOC 0% NTS 09/OCT/2019	N/A	313586RC5	840,000	653,567.88	0.28%
DISCOVER FINANCIAL SERVICES 10.25% BDS 15/JUL/2019	N/A	254709AE8	500,000	637,685.00	0.27%
MEXICO(UNITED MEXICAN STATES) 6.25% BDS	N/A	B6WC685	7,860,000	634,291.08	0.27%
PERU(REPUBLIC OF) 8.2% BDS 12/AUG/2026 PEN1000'REG	N/A	B4KJHX6	1,400,000	633,717.28	0.27%
PERNOD-RICARD 2.95% BDS 15/JAN/2017 USD1000 144A	N/A	714264AF5	615,000	627,156.71	0.27%
JAPAN (GOVT OF) #247 0.8% 20MAR20/MAR/2013	N/A	6604064	50,000,000	619,470.41	0.26%
MERRILL LYNCH MORTGAGE TRUST COMMERCIAL MORTGAGE	N/A	59025WAE6	535,000	609,008.69	0.26%
MERRILL LYNCH & CO INC FLTG RATE NTS 05/JUN/2012	N/A	59018YE72	610,000	608,345.07	0.26%
LORILLARD TOBACCO CO 6.875% BDS 01/MAY/2020	N/A	544152AB7	510,000	606,180.39	0.26%
JP MORGAN CHASE CM 4.71% CMO A/BKD 16/FEB/2046 USD	N/A	46635TCG5	545,000	605,996.40	0.26%
WACHOVIA CORP NEW 5.5% MTN 01/MAY/2013 USD1000	N/A	92976WBJ4	575,000	606,009.75	0.26%
MORGAN STANLEY FLTG RATE NTS 09/JAN/2014 USD1000	N/A	617446B99	645,000	605,924.61	0.26%
GENERAL ELECTRIC CAPITAL CORP 5.875% BDS	N/A	36962G3P7	535,000	598,126.79	0.25%
FARMERS EXCHANGE CAPITAL 7.05% NOTES 15/JUL/2028	N/A	309588AC5	535,000	597,051.98	0.25%
ALLY AUTO RECEIVABLES TRUST 2012-1 A-1 0.485%	N/A	02005YAC0	591,729	592,443.40	0.25%
LITHUANIA(REP OF) 6.625% 01/FEB/2022 USD1000'144A'	N/A	536878AG6	550,000	591,250.00	0.25%
FANNIE MAE 2010-85 NJ 4.500% 25/AUG/2040	N/A	31398TRN3	548,364	590,928.42	0.25%
POLAND(REPUBLIC OF) 5.25% BDS 25/OCT/2017 PLN1000	N/A	B1G0JZ8	1,800,000	587,731.39	0.25%
FREDDIE MAC STRUCTURED PASSS THROUGHCE K-007 B VAR	N/A	30263DAJ9	565,000	585,347.91	0.25%
ROCKIES FUND INC 6.85% BDS 15/JUL/2018 USD1000	N/A	77340RAC1	590,000	584,100.00	0.25%
HUTCH WHAMPOA INT 11 LTD 4.625% BDS 13/JAN/2022	N/A	44841CAB0	570,000	581,646.81	0.25%
FANNIE MAE 2009-96 DB 4.000% 25/NOV/2029	N/A	31398FXL0	535,000	575,580.45	0.24%
PETROBRAS INTERNATIONAL FINANCE 6.75% NTS	N/A	71645WAS0	495,000	575,056.35	0.24%
LUKOIL INTERNATIONAL FINANCE BV 6.125% BDS	N/A	549876AE0	550,000	574,750.00	0.24%
JOHN DEERE OWNER TRUST 2012 A-1 0.379% 15/MAR/2013	N/A	47787BAA3	570,000	569,994.87	0.24%
BERAU CAPITAL RESOURCES 12.5% NTS 08/JUL/2015	N/A	083518AA8	500,000	566,250.00	0.24%
INTERNATIONAL LEASE FINANCE CORP 6.5% BDS	N/A	459745FY6	530,000	564,450.00	0.24%
CENTRAL EUROPEAN DISTRIBUTION CORP 9.125% LN STK	N/A	15080BAA4	825,000	561,000.00	0.24%
SERVICIOS CORPORATIVOS JAVER SAPI 9.875% BDS	N/A	81763TAC7	610,000	555,100.00	0.24%
QVC INC 7.5% BDS 01/OCT/2019 USD1000'144A'	N/A	747262AA1	500,000	555,000.00	0.24%
UNITED STATES TREAS NTS 0.25% 28/FEB/2014	N/A	912828SG6	555,000	554,436.12	0.24%
EGYPT(ARAB REP OF 8.75% NTS 18/JUL/2012 EGP'144A	N/A	038461AD1	3,800,000	549,356.22	0.23%
FNMA MORTPASS 4% 01/AUG/2018 CI PN# 736280	N/A	31402R6R5	513,563	547,769.90	0.23%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	395,000	546,971.12	0.23%
DEVON ENERGY CORP(NEW) 5.625% SRN 15/JAN/2014	N/A	25179MAG8	500,000	544,463.00	0.23%
SMART SERIES 2011-2 US TRUST 2011-2 A-4A 2.310%	N/A	78446KAF0	530,000	536,724.06	0.23%
AMERICAN INTL GROUP INC SR NT 4.875% 15/SEP/2016	N/A	026874CB1	510,000	536,394.54	0.23%
HEWLETT-PACKARD CO 2.65% NTS 01/JUN/2016 USD1000	N/A	428236BL6	520,000	533,983.32	0.23%
GAZ CAP SA LUXEMBOURG SR NT 144A 23/JAN/2021	N/A	368266AQ5	505,000	532,143.75	0.23%
FREDDIE MAC 3640 JA 1.500% 15/MAR/2015	N/A	31398VHD1	529,036	531,277.45	0.23%
FREDDIE MAC 3558 G 4.000% 15/AUG/2024	N/A	31398JAM5	485,000	527,619.52	0.22%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	500,000	526,849.50	0.22%
BUNDESREPUBLIK DEUTSCHLAND 3.25% 04/JAN/2020	N/A	B59K696	345,000	520,959.94	0.22%
SANTANDER DRIVE AUTO REC TR 2011-3 2.5% MTG BDS	N/A	80282TAD9	520,000	519,925.38	0.22%
NII CAPITAL CORP 7.625% BDS 01/APR/2021 USD1000	N/A	67021BAE9	505,000	516,362.50	0.22%
ENTERPRISE PRODUCTS OPER 5.25% 31/JAN/2020	N/A	29379VAF0	455,000	514,000.76	0.22%
HYVA GLOBAL BV 8.625% BDS 24/MAR/2016 USD1000 144A	N/A	44890CAA2	600,000	513,000.00	0.22%
PRESTIGE AUTO RECEIVABLES TRUST 1% MTG BDS	N/A	74112TAG1	510,000	512,615.03	0.22%
ALLY MASTER OWNER TRUST 2012-1 A-2 1.440%	N/A	02005ACC0	510,000	509,568.39	0.22%
CAYMAN ISLANDS(GOVT OF) 5.95% NTS 24/NOV/2019	N/A	14976CAA2	475,000	506,733.33	0.22%
TURKEY(REPUBLIC OF) 0% BDS 17/JUL/2013 TRY100	N/A	B768NG3	1,000,000	506,293.95	0.22%
GILEAD SCIENCES INC 4.4% BDS 01/DEC/2021 USD1000	N/A	375558AU7	475,000	506,220.33	0.22%
UNITED STATES TREAS NTS 0.875% 28/FEB/2017	N/A	912828SJ0	500,000	500,000.00	0.21%
CAISSE CENTRALE DESJARDINS DU QUEBE 2.65% BDS	N/A	12800UAE0	475,000	495,282.03	0.21%
GRUPO ELEKTRA SA DE CV 7.25% BDS 06/AUG/2018	N/A	B6QL7P2	500,000	492,350.00	0.21%
GEN ELEC CAP CORP FR MTN 15/SEP/2014 USD1000	N/A	36962GK94	495,000	487,117.62	0.21%
ARGENTINA(REPUBLIC OF) VAR 31/DEC/2038	N/A	040114GK0	1,300,000	486,200.00	0.21%
UNITED STATES TREAS BDS 06.25% 15/AUG/2023	N/A	912810EQ7	340,000	482,534.46	0.21%
SMURFIT CAPITAL FUNDING 7.5% DEBS 20/NOV/2025	N/A	832724AB4	495,000	481,387.50	0.20%
METROPOLITAN LIFE GLOBAL FUNDING I 3.125% MTN	N/A	59217GAD1	470,000	481,143.70	0.20%
SLM PRIVATE EDUCATION LOAN TRUST 2012-A A-2 3.830%	N/A	78446VAB5	480,000	480,470.02	0.20%
CANADA(GOVT OF) 4.25% BDS 01/JUN/2018 CAD1000	N/A	B28XMW0	410,000	479,821.62	0.20%
VOLVO TREASURY AB 5.95% 01/APR/2015 144A	N/A	92886AAA1	445,000	477,348.83	0.20%
MORGAN STANLEY 6.6250% 01/APR/2018	N/A	6174466Q7	450,000	477,119.70	0.20%
AMERICREDIT AUTO REC TRUST 2.28% MTG BDS	N/A	03064PAD3	475,000	475,548.44	0.20%
SOUTHERN NATURAL GAS CO 4.4% BDS 15/JUN/2021	N/A	84345PAB8	460,000	474,630.76	0.20%
MERRILL LYNCH & CO INC 6.4% NTS 28/AUG/2017	N/A	59018YJ69	450,000	473,818.05	0.20%
SENEGAL(REPUBLIC OF) 8.75% BDS 13/MAY/2021	N/A	81720TAA3	470,000	471,175.00	0.20%
FREDDIE MAC 3599 DY 4.500% 15/NOV/2029	N/A	31398KW97	420,000	468,032.21	0.20%
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2012-1 A-1	N/A	92867GAA1	466,755	467,377.52	0.20%
KOREA GAS CORP 6.25% BDS 20/JAN/2042 USD200000	N/A	50066AAD5	420,000	466,845.96	0.20%
FED NATL MORT ASSC 7.5% CMO 25/DEC/2041 USD	N/A	3139216B9	399,494	462,616.65	0.20%
MUNICIPAL ELECTRIC AUTH OF GEORGIA 7.055% BDS	N/A	626207YS7	440,000	461,221.20	0.20%
CANADA(GOVT OF) 3.75% DEB 01/JUN/2019 CAD1000	N/A	B3DLWM6	400,000	460,025.27	0.20%
POLAND(GOVT OF) 5.5% BDS 25/OCT/2019 PLN1000	N/A	B3DXQM0	1,400,000	457,395.54	0.19%
FED HOME LOAN MTG 3.989% CMO 25/JUN/2046 USD	N/A	3137ABFH9	415,000	456,633.63	0.19%
EKSPORTFINANS ASA 2.375% NTS 25/MAY/2016 USD1000	N/A	28264QV27	525,000	456,248.63	0.19%
BOLIVARIAN REPUBLIC VENEZUELA BD REGS 11.75%	N/A	P17625AE7	450,000	454,500.00	0.19%
BRAZIL(FEDERATIVE REPUBLIC OF) 5.625% BDS	N/A	105756BR0	385,000	452,375.00	0.19%
FUEL TRUST 3.984% BDS 15/JUN/2016 USD1000	N/A	30277MAB0	440,000	449,353.96	0.19%
FREDDIE MAC 3653 B 4.5% 15/APR/2030	N/A	31398VWE2	405,000	446,674.05	0.19%
PHILIP MORRIS INTL 2.5% NTS 16/MAY/2016 USD1000	N/A	718172AJ8	425,000	446,564.08	0.19%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2011-4 A-1	N/A	80282JAA7	446,220	446,325.65	0.19%
HONDA AUTO RECEIVABLES OWNER TRUST 2011-3 A-1	N/A	43811AAA4	445,340	445,662.95	0.19%
STRUCTURED ASSET SECURITIES CORP 86359A5V1	N/A	86359A5V1	485,277	444,942.41	0.19%
COMMONWEALTH EDISON 5.8% 15/MAR/2018	N/A	202795HU7	375,000	444,420.00	0.19%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	420,000	432,348.42	0.18%
JP MORGAN CHASE COMM MTG SECS CORP FR CMO	N/A	46627QBA5	385,000	432,262.99	0.18%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.102% BDS	N/A	646139X83	310,000	431,210.00	0.18%
PETROBRAS INTERNATIONAL FINANCE 5.375% BDS	N/A	71645WAR2	400,000	430,047.20	0.18%
JP MORGAN CHASE COML MTG SEC TST 10 4.311% MTG PTC	N/A	46636AAC6	405,000	427,292.82	0.18%
TRANSOCEAN INC(NEW) 5.05% BDS 15/DEC/2016 USD1000	N/A	893830BA6	390,000	426,682.23	0.18%
POLAND(REPUBLIC OF) 5% NTS 23/MAR/2022 USD1000	N/A	857524AB8	400,000	424,520.00	0.18%
OBP DEPOSITOR LLC TRUST 4.6462% MTG BDS	N/A	67087MAA4	375,000	423,900.00	0.18%
FHLMC MULTIFAMILY STRUCTURED PASS THRO K702 X1 VAR	N/A	3137ABFW6	5,553,947	421,445.14	0.18%
BRASIL TELECOM SA 9.75% BDS 15/SEP/2016 BRL1000	N/A	B641389	725,000	420,075.70	0.18%
EILEME 2 AB PUBL SR NT 144A 31/JAN/2020	N/A	282563AA3	400,000	420,000.00	0.18%
FREMF MORTGAGE TRUST 2011-K702 B VARIABLE	N/A	30263FAL9	410,000	415,636.68	0.18%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	395,000	412,316.80	0.18%
NORSKE SKOGSINDUSTRIER ASA 6.125% BDS 15/OCT/2015	N/A	656533AB2	555,000	410,700.00	0.17%
FRANKLIN VENTURE LLC 2010-1 A 3.000% 30/SEP/2019	N/A	355161AA8	406,830	409,323.68	0.17%
AEROSPACE SATELLIT 0% BDS 16/NOV/2015 USD	N/A	00801QAA1	400,000	409,000.00	0.17%
BANK OF MONTREAL 2.5% SNR NTS 11/JAN/2017 USD1000	N/A	06366QW86	400,000	408,171.60	0.17%
AMERICAN HONDA FINANCE CORP 1.45% BDS 27/FEB/2015	N/A	02666QK69	405,000	406,177.74	0.17%
ZFS FINANACE USA TRUST II VAR RTE 15/DEC/2065	N/A	98876YAA8	415,000	402,550.00	0.17%
AMERICAN HONDA FINANCE CORP 2.125% BDS 28/FEB/2017	N/A	02666QK77	400,000	402,452.80	0.17%
LATVIA(REP OF) 5.25% NTS 22/FEB/2017 USD'144A	N/A	518417AB6	390,000	398,775.00	0.17%
RABOBANK NEDERLAND VAR BDS 31/DEC/2049	N/A	749770AQ6	315,000	398,790.00	0.17%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	250,000	398,350.25	0.17%
ARCELORMITTAL SA 6.25% BDS 25/FEB/2022 USD1000	N/A	03938LAX2	385,000	397,771.22	0.17%
DCP MIDSTREAM OPERATING 3.25% 01/OCT/2015	N/A	23311VAA5	395,000	397,475.47	0.17%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	320,000	391,812.16	0.17%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2008-1 A-4	N/A	05952AAE4	335,000	391,803.27	0.17%
TBA FNMA CONV 15YR(DWARFS) 2.5% MAR	N/A	01F022436	380,000	388,579.68	0.17%
COMCAST CORP 5.7% BDS 15/MAY/2018 USD1000	N/A	20030NAW1	325,000	383,814.60	0.16%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A4 14 8.500%	N/A	3623413G2	369,590	383,637.92	0.16%
BOSTON SCIENTIFIC CORP SR NT 4.5% 15/JAN/2015	N/A	101137AJ6	355,000	380,372.21	0.16%
REPUBLIC OF VENEZUELA 6% 09/DEC/2020 REGS	N/A	P97475AG5	500,000	380,000.00	0.16%
GREAT PLAINS ENERGY INC 4.85% BDS 01/JUN/2021	N/A	391164AE0	350,000	374,809.40	0.16%
AT&T CORP VAR RTE NTS 15/NOV/2031 USD1000'SEC REG'	N/A	001957BD0	260,000	374,452.00	0.16%
DAVE & BUSTER'S INC 11% GTD SNR NTS 01/JUN/2018	N/A	23833NAG9	350,000	372,750.00	0.16%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-A A2	N/A	80282FAC1	372,266	372,625.89	0.16%
KRAFT FOODS INC VAR BDS 10/JUL/2013 USD1000	N/A	50075NBC7	370,000	371,888.11	0.16%
ALLY MASTER OWNER TRUST 1.81% BDS 15/MAY/2016	N/A	02005ABN7	365,000	369,830.19	0.16%
WILLIAMS PARTNERS L.P. 7.25% BDS 01/FEB/2017	N/A	96950HAD2	305,000	369,521.84	0.16%
CRICKET COMMUNICATIONS INC 7.75% SNR NTS	N/A	226566AM9	370,000	368,150.00	0.16%
AT&T INC 2.95% NTS 15/MAY/2016 USD1000	N/A	00206RAW2	345,000	366,343.43	0.16%
INTELSAT BERMUDA 11.5% PAY IN KIND NTS 04/FEB/2017	N/A	458204AJ3	355,000	365,650.00	0.16%
EXPRESS SCRIPTS INC 6.25% BDS 15/JUN/2014 USD1000	N/A	302182AD2	330,000	363,389.40	0.15%
SANTANDER DRIVE AUTO RECEIVABLE TRUST 2012-1 B	N/A	80281AAD1	360,000	360,435.10	0.15%
UBM PLC 5.75% BDS 03/NOV/2020 USD1000 144A	N/A	90969QAA0	365,000	360,638.98	0.15%
COOPERATIEVE CENTRALE RAIFFEI GLBL NT 3.875%	N/A	21685WDD6	360,000	359,051.04	0.15%
RELIANCE INTERMEDIATE HLDGS LP 9.5% NTS	N/A	759479AA6	325,000	359,125.00	0.15%
NCUA GUARANTEED NOTES TRUST 2010-R3 III-A 2.400%	N/A	62888WAC0	348,174	357,314.05	0.15%
NORWAY(KINGDOM OF) 3.75% BDS 25/MAY/2021 NOK1000	N/A	B3MXHL7	1,750,000	349,643.07	0.15%
COMMERCIAL MORTGAGE P/TH CTFS 3.376% MTG BDS	N/A	12622QAA3	340,000	347,973.68	0.15%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	345,000	347,827.28	0.15%
FORD MOTOR CREDIT CO LLC NT 6.625% 15/AUG/2017	N/A	345397VP5	305,000	345,615.02	0.15%
COLUMBUS INTERNATIONAL INC 144 SR SECD 144A	N/A	199300AA2	320,000	345,600.00	0.15%
PETROLEOS MEXICANOS 6.5% BD 41 02/JUN/2041	N/A	71654QAZ5	305,000	344,772.00	0.15%
EXPRESS SCRIPTS INC 7.25% BDS 15/JUN/2019 USD1000	N/A	302182AE0	275,000	341,790.35	0.15%
WATSON PHARMACEUTICALS INC 5% UNS LN STK	N/A	942683AD5	320,000	341,672.00	0.15%
BANC OF AMERICA MORTGAGE TRUST 01/AUG/2007-A-1	N/A	05954CAA6	383,916	341,245.23	0.15%
FANNIE MAE 2004-W2 2A-2 7.000% 25/FEB/2044	N/A	31393XGQ4	297,504	340,329.86	0.14%
INTERNATIONAL BANK FOR REC & DEV 3.75% MTN	N/A	B64WQG1	1,800,000	339,428.20	0.14%
STATOIL ASA 3.15% BDS 23/JAN/2022 USD1000	N/A	85771PAF9	325,000	337,405.90	0.14%
CANADA(GOVT OF) 5.25% BDS 01/JUN/2012 CAD1000	N/A	2814889	330,000	337,023.90	0.14%
VEDANTA RESOURCES 8.25% BDS 07/JUN/2021 USD200000	N/A	92241TAG7	365,000	336,712.50	0.14%
TEXTRON INC 6.2% LN STK 15/MAR/2015 USD1000	N/A	883203BP5	305,000	336,113.36	0.14%
NOKIA CORP 6.625% BDS 15/MAY/2039 USD1000	N/A	654902AC9	325,000	335,948.60	0.14%
ENERGY FUTURE INTER HLDG CO LLC 10.0% BDS	N/A	29269QAA5	309,000	335,651.25	0.14%
TELESAT CDA/TELESAT LLC 12.5% BDS 01/NOV/2017	N/A	87952VAF3	300,000	334,500.00	0.14%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	310,000	334,270.52	0.14%
BAKRIE TELECOM TBK 11.5% BDS 07/MAY/2015	N/A	057590AA9	570,000	333,450.00	0.14%
FORD CREDIT FLOORPLAN MASTER OWNER 1.5% MTG BDS	N/A	34528QAU8	330,000	333,198.36	0.14%
GNMA II MORTPASS 4.7% 09/20/1961 RF PN# 710087	N/A	36297E2U8	292,713	332,818.51	0.14%
RIO TINTO FINANCE USA LTD 3.75% BDS 20/SEP/2021	N/A	767201AQ9	310,000	330,570.67	0.14%
GS MORTGAGE SECURITIES CORP COMMERCIAL MORTGAGE	N/A	36191DAA2	324,900	330,163.38	0.14%
TD AMERITRADE HOLDING CO 4.15% 01/DEC/2014	N/A	87236YAB4	310,000	329,539.61	0.14%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	300,000	328,049.40	0.14%
DT AUTO OWNER TRUST 2011-3 A 1.400% 15/AUG/2014	N/A	23336MAA6	325,747	325,876.95	0.14%
COLOMBIA(REPUBLIC OF) 4.375% BDS 12/JUL/2021	N/A	195325BN4	300,000	324,750.00	0.14%
CVS CAREMARK CORP 3.25% LN STK 18/MAY/2015 USD1000	N/A	126650BT6	305,000	324,386.11	0.14%
ECOLAB INC 4.35% BDS 08/DEC/2021 USD1000	N/A	278865AL4	295,000	324,086.71	0.14%
WORLD OMNI AUTO RECEIVABLES TRUST 2011-B A-1	N/A	98158PAA6	322,799	322,988.42	0.14%
FEDERAL HOME LOAN MORTGAGE CORP 5.125% SNR NTS	N/A	3137EABA6	265,000	321,926.77	0.14%
BUMI CAPITAL PTE LTD 10.75% BDS 06/OCT/2017	N/A	120469AA9	300,000	321,375.00	0.14%
RUSSIAN FEDERATION MINISTRY FINANCE 5% BDS	N/A	78307ADB6	300,000	321,000.00	0.14%
RITE AID CORP 9.75% NTS 12/JUN/2016 USD1000	N/A	767754BX1	290,000	320,450.00	0.14%
TELEFONICA EMISIONES SAU 2.582% BDS 26/APR/2013	N/A	87938WAK9	320,000	319,926.72	0.14%
CBASS 2002-CB2 A2	N/A	12489WER1	409,289	319,389.27	0.14%
EQUINOX HLDGS INC 9.5% BDS 01/FEB/2016	N/A	29445GAH9	300,000	319,500.00	0.14%
SPRINT CAP CORP NT 8.75% 15/MAR/2032 UNRESTRICTED	N/A	852060AT9	355,000	315,950.00	0.13%
OREILLY AUTO NEW 4.625% NTS 15/SEP/2021 USD	N/A	67103HAB3	295,000	315,148.80	0.13%
MACDERMID INC 9.5% BDS 15/APR/2017 USD1000	N/A	554273AC6	300,000	314,250.00	0.13%
GNMA II MORTPASS 4.7% 08/20/1961 RF PN# 710083	N/A	36297E2Q7	278,005	313,066.55	0.13%
BANCOLOMBIA SA 5.95% BDS 03/JUN/2021 USD1000	N/A	05968LAG7	300,000	311,250.00	0.13%
COFFEYVILLE RESOURCES 10.875% 01/APR/2017 144A	N/A	19190AAB3	275,000	310,750.00	0.13%
J P MORGAN CHASE COML MTG SECS CORP 2002-C2 MTG	N/A	46625MPM5	302,062	307,642.14	0.13%
MOSAIC CO(THE) 3.75% BDS 15/NOV/2021 USD1000	N/A	61945CAA1	295,000	307,741.64	0.13%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	275,000	305,212.33	0.13%
ALLIANT HLDGS I INC 11% SNR NTS 01/MAY/2015	N/A	01881PAA4	290,000	304,862.50	0.13%
HSBC USA INC 2.375% BDS 13/FEB/2015 USD1000	N/A	40428HPG1	300,000	304,224.90	0.13%
WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR4	N/A	94983PAA6	356,774	303,364.28	0.13%
PETROHAWK ENERGY CORP 7.25% SR NT 15/AUG/2018	N/A	716495AL0	265,000	303,093.75	0.13%
HARRAHS OPERATING CO INC 10.75% SRN 01/FEB/2016	N/A	413627BE9	350,000	302,750.00	0.13%
BUENOS AIRES(PROVINCE OF) 9.95% BDS 01/MAR/2017	N/A	11943HAC3	300,000	300,000.00	0.13%
ENERGYSOLUTIONS INC. 10.75% SR NTS 15/AUG/2018	N/A	292757AB7	300,000	300,000.00	0.13%
TL ACQUISITIONS INC 10.5% SNR NTS 15/JAN/2015	N/A	87255MAA8	350,000	299,250.00	0.13%
FIRST DATA CORP 10.55% BDS 24/SEP/2015 USD1000	N/A	319963AT1	289,506	298,191.18	0.13%
UNIVISION COMMUNICATIONS INC 8.5% BDS 15/MAY/2021	N/A	914906AK8	300,000	297,750.00	0.13%
AES CORP 9.75% BDS 15/APR/2016 USD1000	N/A	00130HBQ7	250,000	297,500.00	0.13%
FORD MOTOR CREDIT CO LLC 7.5% BDS 01/AUG/2012	N/A	345397VK6	290,000	296,419.73	0.13%
EVERTEC INC 11% SNR NT 01/OCT/2018 USD1000	N/A	30040PAB9	275,000	295,625.00	0.13%
GINNIE MAE 2011-67 B VARIABLE 16/OCT/2047	N/A	38376GR85	270,000	294,692.04	0.13%
WAMU MTG CERT 2007-HY3 4-A1 25/MAR/2037 FLT	N/A	933634AJ6	376,502	292,695.75	0.12%
PACIFIC RUBIALES ENERGY CORP 7.25% GTD 12/DEC/2021	N/A	69480UAC1	265,000	288,850.00	0.12%
FREEPORT-MCMORAN COPPER & GOLD INC 8.375% BDS	N/A	35671DAS4	275,000	287,864.78	0.12%
SYMETRA FINANCIAL CORP FXD/FLTG RATE NT	N/A	87151QAB2	295,000	287,625.00	0.12%
GRACECHURCH MORTGAGE FINANCING PLC CLS'A6'MTG BKD	N/A	38405JAH2	286,993	285,577.74	0.12%
GNMA II MORTPASS 4.502% 07/20/1961 RF PN# 751413	N/A	36230KSA0	255,871	283,735.33	0.12%
PACIFIC BELL 7.375% DEB STK 15/JUL/2043 USD1000	N/A	694032AV5	260,000	283,501.14	0.12%
TRANSOCEAN INC SR NT 6.375% 15/DEC/2021	N/A	893830BB4	240,000	283,236.00	0.12%
TURKEY(REPUBLIC OF) 5.125% BDS 25/MAR/2022 USD1000	N/A	900123BY5	285,000	282,506.25	0.12%
HUB INTERNATIONAL HOLDINGS INC 10.25% SNR NTS	N/A	44332LAC4	275,000	281,875.00	0.12%
LIBERTY TIRE RECYCLING HLDG CO 11% BDS 01/OCT/2016	N/A	531359AA5	300,000	277,500.00	0.12%
PETROLEOS DE VENEZUELA 4.9% BDS 28/OCT/2014	N/A	B5B82G7	310,000	275,900.00	0.12%
MEDCO HEALTH SOLUTIONS BND 7.25% 15/AUG/2013	N/A	58405UAC6	255,000	274,720.17	0.12%
MARINA DISTRICT FINANCE CO INC 9.5% SR SEC NTS	N/A	56808RAB2	285,000	274,312.50	0.12%
CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR	N/A	18451QAC2	250,000	273,750.00	0.12%
DYNCORP INTERNATIONAL INC 10.375% SNR NTS	N/A	26817CAB7	305,000	269,925.00	0.11%
IPIC GMTN LTD 5.5% NTS 01/MAR/2022 USD1000 144A	N/A	44985GAD3	265,000	269,968.75	0.11%
MASTR SPECIALIZED LOAN TRUST MORTGAGE PASS-THROUGH	N/A	576436AT6	263,741	269,686.67	0.11%
GE CAPITAL COMMERCIAL MTG CORP VAR DUE 10/NOV/2045	N/A	36828QQE9	240,000	268,505.76	0.11%
TEXAS EASTERN CORP	N/A	882389CC1	215,000	268,499.53	0.11%
SIMON PROPERTY GROUP INC 10.35% BDS 01/APR/2019	N/A	828807CA3	190,000	267,590.68	0.11%
ARCELORMITTAL SA 5.25% LN STK 05/AUG/2020 USD2000	N/A	03938LAQ7	270,000	266,076.09	0.11%
CWABS ASSET-BACKED CTFS TRUST 5.53% A/BKD FINAL	N/A	12668WAB3	300,000	266,037.90	0.11%
CREDIT SUISSE FIRST BOSTON COMMERICAL MORTGAGE PTC	N/A	22541NAR0	265,000	265,669.92	0.11%
CIGNA CORP 5.375% BDS 15/FEB/2042 USD100	N/A	125509BT5	245,000	263,754.02	0.11%
FNMA GRANTOR TRUST 2001-T5 A2 19/JUN/2041 7.00000	N/A	31359SX96	224,645	263,737.11	0.11%
SLM PRIVATE ED LN TR 2011-A 4.37% BDS 17/APR/2028	N/A	78446DAB5	255,000	261,562.22	0.11%
WACHOVIA CAPITAL TST III 5.8% INC TST SECS USD1000	N/A	92978AAA0	285,000	261,131.25	0.11%
PETROLEOS MEXICANOS DR EACH REPR 7.65% NTS	N/A	B6SMTZ7	3,300,000	260,660.22	0.11%
JC PENNEY CO INC 6.375% BDS 15/OCT/2036 USD1000	N/A	708130AC3	295,000	259,968.75	0.11%
GENERAL ELECTRIC CO. 5.25% SNR NTS 06/DEC/2017	N/A	369604BC6	220,000	259,648.18	0.11%
TICKETMASTER ENTERTAINMENT INC 10.75% SNR NTS	N/A	88633PAB0	240,000	258,600.00	0.11%
AMERICREDIT AUTOMOBILE RECEIVABLETRUST 2010-4 B	N/A	03064FAQ6	255,000	257,536.94	0.11%
HORIZON LINES LLC 11% BDS 15/OCT/2016 USD1000 144A	N/A	44049HAA1	260,000	257,400.00	0.11%
PETROLEOS DE VENEZUELA 12.75% SNR NTS 17/FEB/2022	N/A	P7807HAM7	250,000	256,875.00	0.11%
ATKORE INTERNATIONAL INC 9.875% BDS 01/JAN/2018	N/A	047650AB2	240,000	255,600.00	0.11%
OPPENHEIMER HOLDINGS INC 8.75% SNR NT 15/APR/2018	N/A	683797AB0	250,000	255,000.00	0.11%
MERRILL LYNCH BND 5.107% 12/JUL/2038	N/A	59022HJN3	240,000	254,432.88	0.11%
MANDALAY RESORT GROUP 7.625% BDS 15/JUL/2013	N/A	172909AF0	250,000	254,375.00	0.11%
CF INDUSTRIES HOLDINGS INC 7.125% BDS 01/MAY/2020	N/A	12527GAB9	205,000	251,125.00	0.11%
AVAYA INC VAR SNR PIK NTS 01/NOV/2015 USD1000	N/A	053499AF6	250,000	250,625.00	0.11%
INVENTIV HEALTH INC 10% SNR NTS 15/AUG/2018	N/A	46122EAA3	275,000	248,875.00	0.11%
SUNCOR ENERGY INC	N/A	867229AD8	210,000	248,642.31	0.11%
WPP FINANCE UK 8.00% SNR NTS 15/SEP/2014 USD1000	N/A	92931NAC4	215,000	248,309.31	0.11%
VOLCAN COMPANIA MINERA 5.375% BDS 02/FEB/2022	N/A	92863UAA4	240,000	247,920.00	0.11%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-B A-2	N/A	80281UAB1	247,607	247,612.09	0.11%
COMMERCIAL MTG TRUST SER 2003-LB1A CL A2	N/A	126175AB4	240,000	246,945.60	0.10%
RABOBANK NEDERLAND 3.375% BDS 19/JAN/2017 USD1000	N/A	21686CAD2	240,000	247,067.52	0.10%
BURLINGTON COAT FACT.WAREHSE CORP 10% BDS	N/A	121579AG1	240,000	246,300.00	0.10%
NUVEEN INVESTMENTS INC 10.5% NTS 15/NOV/2015	N/A	67090FAD8	235,000	245,575.00	0.10%
GS MORTGAGE SECURITIES TRUST 2012-GC6 A-2 2.539%	N/A	36192BAX5	240,000	244,954.56	0.10%
INTEL CORP 1.95% SNR NT 01/OCT/2016 USD10	N/A	458140AH3	235,000	244,149.49	0.10%
ACCURIDE CORP 9.5% 1PRI SRN 01/AUG/2018 USD1000	N/A	00439TAE7	230,000	243,800.00	0.10%
NARA CABLE FUNDING 8.875% SNR 01/DEC/2018 USD'144	N/A	63080TAA5	250,000	243,750.00	0.10%
BERKSHIRE HATHAWAY FINANCE CORP 5.4% SNR NOTE	N/A	084664BE0	205,000	243,767.76	0.10%
SIMMONS FOOD INC 10.5% NTS 01/NOV/2017 USD'144A	N/A	828732AA5	250,000	238,750.00	0.10%
BANC OF AMERICA MORTGAGE SECURITIES 5.634% BDS	N/A	05950WAF5	210,000	238,217.49	0.10%
CS FIRST BOSTON MORTGAGE SECURITIES CORP SER	N/A	225458RR1	227,568	237,960.94	0.10%
NPC INTL INC 10.5% BDS 15/JAN/2020 USD100	N/A	62941YAA5	225,000	237,656.25	0.10%
ALLISON TRANS 7.125% BDS 15/MAY/2019 USD1000 144A	N/A	019736AC1	230,000	236,900.00	0.10%
CROWN CASTLE TOWERS LLC 3.214% 15/AUG/2035	N/A	22822RAV2	230,000	236,029.22	0.10%
WAL-MART STORES INC 4.125% 01/FEB/2019	N/A	931142CP6	210,000	235,378.08	0.10%
OGX PETROLEO E GAS PARTICIPACOES SA 8.50% NTS	N/A	670849AA6	225,000	234,562.50	0.10%
PRESTIGE BRANDS INC 8.25% SR NT 01/APR/2018	N/A	74112BAE5	215,000	234,618.75	0.10%
GCI INC 8.625% SNR NTS 15/NOV/2019 USD1000	N/A	36155WAF3	215,000	234,350.00	0.10%
BRIGHTSTAR CORPORATION 9.5% BDS 01/DEC/2016	N/A	109478AA5	225,000	234,000.00	0.10%
CRC HEALTH CORP 10.75% SNR NTS 01/FEB/2016 USD1000	N/A	12621PAC2	250,000	233,750.00	0.10%
CLEARWIRE COMM LLC 2PRI SEC 144A 01/DEC/2017	N/A	18538TAD1	275,000	233,750.00	0.10%
FREEPORT-MCMORAN COPPER & GOLD SR NT 3.55%	N/A	35671DAU9	235,000	233,876.70	0.10%
KOREA DEVELOPMENT BANK 3.5% BDS 22/AUG/2017	N/A	500630BW7	230,000	231,421.40	0.10%
ANHEUSER-BUSCH COS INC 5.5% BDS 15/JAN/2018	N/A	035229DD2	195,000	230,492.93	0.10%
CWMBX INC 12669GUU3 25/MAR/2035	N/A	12669GUU3	374,352	230,039.83	0.10%
QATAR(STATE OF) 4.5% BDS 20/JAN/2022 USD1000 144A	N/A	74727PAP6	220,000	228,800.00	0.10%
SOUTHERN COPPER CORP 6.375% NTS 27/JUL/2015	N/A	84265VAB1	200,000	223,611.60	0.10%
FORD MOTOR CREDIT CO 5.875% BDS 02/AUG/2021	N/A	345397VU4	200,000	223,194.40	0.09%
FANNIE MAE 2004-70 EB 5.000% 25/OCT/2024	N/A	31394A5A0	205,000	222,701.09	0.09%
BANCO NAC DE DESEN BNDES 4.125% BDS 15/SEP/2017	N/A	B67VDM0	160,000	221,502.87	0.09%
HUMANA INC 8.15% SNR NTS 15/JUN/2038 USD1000	N/A	444859AZ5	165,000	220,204.38	0.09%
KANSAS CITY SOUTHERN DE MEXICO SA 6.625% SNR NTS	N/A	485161AK9	200,000	220,000.00	0.09%
INDONESIA(REPUBLIC OF) 4.875% BDS 05/MAY/2021	N/A	455780BF2	200,000	219,250.00	0.09%
ROCK-TENN CO 4.45% BDS 01/MAR/2019 USD1000 144A	N/A	772739AH1	215,000	218,494.18	0.09%
CENVEO CORP 8.875% NTS 01/FEB/2018 USD1000	N/A	15671BAE1	225,000	218,250.00	0.09%
UNITED AIRLINES INC 7.336% BDS 02/JAN/2021 USD1000	N/A	90928AAA5	232,288	218,351.01	0.09%
WELLS FARGO MORTGAGE BACKED SEC TST 5.5% MTG BDS	N/A	94983QAA4	219,817	218,229.27	0.09%
PE PAPER ESCROW GMBH 12% SRN 01/AUG/2014	N/A	693309AA4	200,000	218,000.00	0.09%
JPMORGAN CHASE & CO 4.5% GTD SUB NTS 24/JAN/2022	N/A	46625HJD3	205,000	217,821.73	0.09%
DEUTSCHE TELEKOM INTL FINANCE B.V. 8.125% BDS	N/A	7375466	160,000	216,663.95	0.09%
YONKERS RACING CORP 11.375% SRN 15/JUL/2016	N/A	986141AA7	200,000	216,750.00	0.09%
EGYPT(REPUBLIC OF) 8.75% NTS 18/JUL/2012 EGP1000	N/A	B23C2G6	1,470,000	216,328.81	0.09%
SCHAEFFLER FINANCE BV 8.5% BDS 15/FEB/2019	N/A	806261AA1	200,000	216,500.00	0.09%
BARCLAYS BANK PLC 2.75% BDS 23/FEB/2015 USD1000	N/A	06741JS26	215,000	216,097.58	0.09%
PTTEP CANADA INTL FIN LTD 5.692% BDS 05/APR/2021	N/A	74442AAA6	200,000	215,642.00	0.09%
WYNDHAM WORLDWIDE 4.25% BDS 01/MAR/2022 USD1000	N/A	98310WAJ7	215,000	215,740.03	0.09%
CORPORACION LINDLEY SA 6.75% BDS 23/NOV/2021	N/A	21988VAA1	200,000	214,500.00	0.09%
GINNIE MAE 2011-127 IO VARIABLE 16/MAR/2047	N/A	38376G5P1	2,717,582	214,479.75	0.09%
SMART US TRUST 1.18% A/BKD 14/APR/2013 USD	N/A	78446EAB3	214,065	214,078.82	0.09%
WILLIS GROUP HOLDINGS 4.125% BDS 15/MAR/2016	N/A	97063PAA2	210,000	213,821.16	0.09%
AFREN 11.5% SNR NTS 01/FEB/2016 USD1000 144A	N/A	00830FAB8	200,000	212,000.00	0.09%
WELLS FARGO MORTGAGE BACKED SEC TST 5.6073% MBPT	N/A	94983YAK5	279,661	211,445.79	0.09%
TYCO ELECTRONICS GROUP S A 6% SNR NTS 01/OCT/2012	N/A	902133AE7	205,000	211,274.23	0.09%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	155,000	210,961.36	0.09%
SANTANDER DRIVE AUTO RECEIVABLE TRUST 2011-2 B	N/A	80282RAD3	210,000	211,058.30	0.09%
BERKSHIRE HATHAWAY FINANCE CORP 4% BDS 15/APR/2012	N/A	084664BK6	210,000	210,916.44	0.09%
DELTA AIR LINES INC 12.25% BDS 15/MAR/2015	N/A	247361ZE1	195,000	210,112.50	0.09%
FANNIE MAE 01-T4 A1 7.500% 25/JUL/2041	N/A	31359SR69	179,819	209,966.45	0.09%
ABU DHABI NATIONAL ENERGY COMPANY 5.875% NTS	N/A	00386SAJ1	200,000	209,500.00	0.09%
TMK CAPITAL SA 7.75% NTS 27/JAN/2018 USD20000	N/A	B427D29	220,000	208,890.00	0.09%
MINERVA LUXEMBOURG SA 12.25% BDS 10/FEB/2022	N/A	603374AA7	200,000	209,000.00	0.09%
LITHUANIA(REPUBLIC OF) 6.125% BDS 09/MAR/2021	N/A	536878AF8	200,000	208,000.00	0.09%
DELTA AIR LINES, INC. 2002-1 G2 6.417% 02/JAN/2014	N/A	247367AY1	205,000	207,562.50	0.09%
VODAFONE GROUP BDS 5.625% 27/FEB/2017 USD1000	N/A	92857WAP5	175,000	207,421.03	0.09%
SANDRIDGE ENERGY INC 9.875% BDS 15/MAY/2016	N/A	80007PAJ8	190,000	207,100.00	0.09%
REGENCY ENERGY PARTNERS LP 6.5% BDS 15/JUL/2021	N/A	75886AAF5	190,000	206,625.00	0.09%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A2 14 7.500%	N/A	3623413E7	206,072	206,097.09	0.09%
QUEBEC 4.5% MTN 01/DEC/2020 CAD1000 B103-1	N/A	B5P58F5	180,000	205,772.50	0.09%
CONTINENTAL AIRLINES INC VAR 02/JUN/2015	N/A	210795PR5	213,448	203,842.79	0.09%
ARD FINANCE PIK VAR BDS 01/JUN/2018 USD1000 144A	N/A	00191AAA4	211,928	203,450.88	0.09%
PERNOD-RICARD 5.5% BDS 15/JAN/2042 USD100	N/A	714264AK4	190,000	202,730.57	0.09%
QTEL INTERNATIONAL FINANCE LTD 5% GTD NTS	N/A	74733LAE2	200,000	202,760.00	0.09%
WCA WASTE CORP 7.5% BDS 15/JUN/2019 USD2000 144A	N/A	92926KAC7	200,000	202,500.00	0.09%
GMAC COMMERCIAL MORTGAGE SECURITIES INC 2004-C3 CL	N/A	361849J78	199,865	201,580.42	0.09%
TOTAL CAPITAL SA 4.45% 24/JUN/2020	N/A	89152UAD4	175,000	201,187.53	0.09%
IPAYMENT INC 10.25% BDS 15/MAY/2018 USD1000	N/A	46262EAE5	210,000	200,550.00	0.09%
GILEAD SCIENCES INC 3.05% BDS 01/DEC/2016 USD1000	N/A	375558AT0	190,000	200,075.51	0.08%
METALLOINVEST FINANCE LTD 6.50% BDS 21/JUL/2016	N/A	59125QAA6	200,000	199,500.00	0.08%
KEY ENERGY SERVICES INC 6.75% NTS 01/MAR/2021	N/A	492914AS5	190,000	199,025.00	0.08%
VF CORP 3.5% BDS 01/SEP/2021 USD1000	N/A	918204AV0	190,000	198,761.47	0.08%
TAMINCO GLOBAL CHE 9.75% BDS 31/MAR/2020 USD'144A	N/A	87509RAA1	190,000	198,550.00	0.08%
STH AFRICA(REP OF) 4.665% BDS 17/JAN/2024 USD1000	N/A	836205AQ7	190,000	198,075.00	0.08%
FANNIE MAE 2009-71 MB 4.500% 25/SEP/2024	N/A	31398FAL5	180,000	197,654.11	0.08%
MERRILL LYNCH MTGE TRUST 2005-CI A-2 4.96%	N/A	59022HJH6	194,682	197,584.21	0.08%
CORP ANDINA DE FOMENTO 8.125% BDS 04/JUN/2019	N/A	219868BN5	160,000	197,442.08	0.08%
GINNIE MAE 2010-14 A 4.500% 16/JUN/2039	N/A	38376WDQ5	176,471	197,082.38	0.08%
FREDDIE MAC 3704 DC 4.000% 15/NOV/2036	N/A	3137A0XQ3	183,750	196,986.32	0.08%
BMW VEHICLE OWNER TRUST 2011-A A-1 0.306%	N/A	05573WAA3	195,918	195,958.01	0.08%
REPUBLIC OF TURKEY NT 6% 14/JAN/2041	N/A	900123BJ8	200,000	195,750.00	0.08%
EL PASO PIPELINE PARTNERS OPERATING 6.5% BDS	N/A	28370TAA7	175,000	194,992.88	0.08%
WIND ACQUISITION F 7.25% SNR 15/FEB/2018 USD'144A'	N/A	97314XAF1	200,000	195,000.00	0.08%
JPMORGAN CHASE & CO 5.4% BDS 06/JAN/2042 USD1000	N/A	48126BAA1	180,000	194,550.66	0.08%
CF INDUSTRIES HOLDINGS INC 6.875% BDS 01/MAY/2018	N/A	12527GAA1	165,000	194,287.50	0.08%
ARGENTINA(REPUBLIC OF) 7% BDS 03/OCT/2015 USD100	N/A	B0P6994	200,000	194,000.00	0.08%
MIDWEST GAMING BORROWER LLC 11.625% BDS	N/A	59833DAA8	175,000	194,031.25	0.08%
ARISTOTLE HOLDING INC 4.75% BDS 15/NOV/2021	N/A	04044TAE6	180,000	193,342.50	0.08%
MGM RESORTS INTL 10% BDS 01/NOV/2016 USD1000	N/A	55303QAC4	175,000	192,937.50	0.08%
PC FINANCIAL PARTNERSHIP 5.00% 15/NOV/2014	N/A	69320DAA7	175,000	192,326.40	0.08%
SYNIVERSE HLDGS INC 9.125% BDS 15/JAN/2019 USD1000	N/A	87163FAA4	175,000	190,750.00	0.08%
MERRIL LYNCH MORTGAGE TRUST 2003-KEY1 CL A4	N/A	59022HCQ3	180,000	190,326.42	0.08%
WIND ACQUISITION FINANCE SA 11.75% BDS 15/JUL/2017	N/A	97314XAE4	185,000	189,625.00	0.08%
CODERE FIN LUXEMBOURG S A SR NT 144A 15/FEB/2019	N/A	19189WAA0	190,000	189,050.00	0.08%
BELARUS (REP OF) 8.75% UNSUB NTS 03/AUG/2015	N/A	B4XYW33	200,000	189,000.00	0.08%
SOPHIA L P / SOPHIA FIN INC SR NT 144A 15/JAN/2019	N/A	83577TAA3	175,000	188,125.00	0.08%
NOKIA CORP 5.375% BDS 15/MAY/2019 USD1000	N/A	654902AB1	185,000	187,161.91	0.08%
CARMAX AUTO OWNER TRUST 2010-1 A-3 1.560%	N/A	14313CAC0	183,129	184,024.55	0.08%
COLUMBIA HCA HEALTHCARE CORP 7.19% DEBS	N/A	197677AD9	180,000	184,050.00	0.08%
FIRST DATA CORP 12.625% BDS 15/JAN/2021 USD1000	N/A	319963BB9	175,000	183,750.00	0.08%
CONCHO RESOURCES INC 6.5% BDS 15/JAN/2022 USD2000	N/A	20605PAC5	165,000	183,150.00	0.08%
ENEL FINANCE INTL SA 6.00% 07/OCT/2039 GTD NT 144A	N/A	29268BAF8	200,000	182,902.00	0.08%
ALLY FINANCIAL INC 7.5% NTS 15/SEP/2020 USD1000	N/A	02005NAJ9	165,000	181,706.25	0.08%
FRANSHION DEVELOPMENT LTD 6.75% NTS 15/APR/2021	N/A	355457AA0	200,000	181,500.00	0.08%
PETCO ANIMAL SUPPLIES INC 9.25% BDS 01/DEC/2018	N/A	716016AC4	165,000	181,500.00	0.08%
CEDC FIN CORP INTL INC 8.875% 01/DEC/2016 '144A'	N/A	B4TKR18	200,000	181,192.80	0.08%
BANC OF AMERICA COMMERCIAL MORTGAGE INC. 2005-1 A4	N/A	05947UC97	175,000	180,751.90	0.08%
DIRECTV HLDGS/FINANCE 3.55% SR NT 15/MAR/2015	N/A	25459HAN5	170,000	180,433.41	0.08%
INTERNATIONAL PAPER CO 4.75% BDS 15/FEB/2022	N/A	460146CG6	165,000	179,752.65	0.08%
FREMF MORTGAGE TRUST 2011-K14 B VARIABLE	N/A	30263BAL8	185,000	179,134.58	0.08%
FANNIE MAE 01-T5 A3 7.500% 19/JUN/2041	N/A	31359SY20	156,134	178,823.92	0.08%
CAESARS OPER ESCROW LLC /CAESARS ES 8.5% BDS	N/A	127693AA7	175,000	178,500.00	0.08%
HELIX ENERGY SOLUTIONS GROUP INC 9.5% NTS	N/A	42330PAA5	170,000	178,500.00	0.08%
LINN ENERGY LLC 6.5% BDS 15/MAY/2019 USD100 144A	N/A	536022AG1	175,000	178,500.00	0.08%
CELULOSA ARAUCO Y CONSTITUCION 4.75% BDS	N/A	151191AU7	175,000	177,230.55	0.08%
FNMA MORTPASS ARM 01/AUG/2036 S1 PN# 886574	N/A	31410D6K1	166,988	177,269.23	0.08%
FDIC TRUST 2010-R1 A 0.000% 25/MAY/2050	N/A	30250RAA2	176,130	175,934.61	0.07%
HORIZON LINES INC SR SEC NT-A CV17 15/APR/2017	N/A	44044KAC5	218,182	175,821.96	0.07%
QUIKSILVER INC 6.875% BDS 15/APR/2015 USD100000	N/A	74837NAC7	175,000	175,437.50	0.07%
VISANT CORP 10% NTS 01/OCT/2017 USD1000	N/A	92834UAB8	190,000	174,800.00	0.07%
NATL RURAL UTL FIN 1.9% BDS 01/NOV/2015 USD1000	N/A	637432ML6	170,000	174,427.14	0.07%
NATIONSBANK CAP TRUST 8.25% BDS 15/APR/2027	N/A	62874HAA3	170,000	171,912.50	0.07%
TARGA RESOURCES PARTNERS LP 6.875% SNR NT	N/A	87612BAH5	160,000	170,800.00	0.07%
TITAN INTL INC 7.875% SNR NT 01/OCT/2017 USD1000	N/A	88830MAF9	160,000	170,000.00	0.07%
GENESIS ENERGY L.P. 7.875% BDS 15/DEC/2018 USD1000	N/A	37185LAB8	165,000	169,950.00	0.07%
DT AUTO OWNER TRUST 2010-1 B 2.360% 15/APR/2013	N/A	23336DAC2	169,553	169,622.98	0.07%
FAGE DAIRY INDUSTRIES SA/INC 9.875% BDS	N/A	303109AA0	175,000	168,437.50	0.07%
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST	N/A	94981UAE9	187,181	168,429.54	0.07%
SAMSON INVESTMENT CO 9.75% BDS 15/FEB/2020 USD1000	N/A	796038AA5	160,000	168,400.00	0.07%
FREESCALE SEMICOND 10.125% BDS 15/MAR/2018	N/A	35687MAQ0	150,000	167,625.00	0.07%
WINDSTREAM CORP 7.5% BDS 01/JUN/2022 USD1000 144A	N/A	97381WAV6	155,000	167,012.50	0.07%
JPMORGAN CHASE COMM MRTG SEC 46625MTY5 5.095%	N/A	46625MTY5	165,000	166,861.70	0.07%
CHAPARRAL ENERGY INC 8.25% NTS 01/SEP/2021 USD1000	N/A	15942RAB5	150,000	166,500.00	0.07%
LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021	N/A	536022AF3	155,000	166,625.00	0.07%
ENERGY XXI GULF COAST INC 9.25% SNR NTS	N/A	29276KAP6	150,000	166,125.00	0.07%
FREMF MORTGAGE TRUST 2012-K706 B VARIABLE	N/A	30290DAN7	170,000	166,007.72	0.07%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	155,000	165,874.80	0.07%
CHESAPEAKE MIDSTREAM PARTNERS SR NT 144A	N/A	16524RAD5	160,000	165,600.00	0.07%
ROC FINANCE LLC / ROC FINANCE CORP 12.125% NTS	N/A	74965WAA5	150,000	165,750.00	0.07%
WMG ACQUISITION CORP 9.5% NTS 15/JUN/2016 USD1000	N/A	92933BAB0	150,000	165,750.00	0.07%
CRICKET COMMUNICATIONS INC 7.75% BDS 15/MAY/2016	N/A	226566AK3	155,000	165,075.00	0.07%
HILCORP ENERGY/FINANCE 8% BDS 15/FEB/2020 USD1000	N/A	431318AJ3	150,000	165,000.00	0.07%
TW TELECOM HLDGS INC 8% SR NTS 01/MAR/2018 USD1000	N/A	87311XAB4	150,000	164,437.50	0.07%
CITIGROUP COMMERCIAL MTGE 5.431% CMO 15/OCT/2049	N/A	17310MAE0	145,000	164,106.51	0.07%
ENERGY FUTURE INTER HLDG CO LLC 11.75% BDS	N/A	29269QAD9	160,000	164,000.00	0.07%
JP MORGAN TRUST 2005-A6 1-A-2 VARIABLE 25/SEP/2035	N/A	466247TM5	195,000	163,999.49	0.07%
CONSOL ENERGY INC 8.25% NTS 01/APR/2020 USD1000	N/A	20854PAF6	150,000	163,500.00	0.07%
UCI INTERNATIONAL INC 8.625% NTS 15/FEB/2019	N/A	90266DAB7	160,000	163,600.00	0.07%
RRI ENERGY INC 7.625% 15/JUN/2014	N/A	74971XAB3	160,000	163,200.00	0.07%
EH HOLDING CORP 7.625% BDS 15/JUN/2021 USD1000	N/A	444454AA0	150,000	162,750.00	0.07%
CASELLA WASTE SYS INC SR 2 LIEN 11% 15/JUL/2014	N/A	147448AD6	150,000	162,562.50	0.07%
BERRY PETROLEUM 10.25% BDS 01/JUN/2014 USD1000	N/A	085789AD7	140,000	161,000.00	0.07%
WEATHERFORD INTERNATIONAL LTD 6% SNR NTS	N/A	947075AD9	140,000	160,878.62	0.07%
CITICORP MORTGAGE SECURITIES TRUST 2006-3 IA-9	N/A	17310BAJ3	165,800	160,982.05	0.07%
CENTRAL AMER BK ECONOMIC INTEGRATN 5.375% MTN	N/A	15238PAC0	150,000	160,402.50	0.07%
CLEARWIRE CORP 12% 01/DEC/2015	N/A	18538TAA7	165,000	160,462.50	0.07%
LEVEL 3 FINANCING INC 8.625% BDS 15/JUL/2020	N/A	527298AS2	150,000	160,125.00	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE, INC 05947UKX5	N/A	05947UKX5	151,903	159,954.33	0.07%
WPX ENERGY INC 6% BDS 15/JAN/2022 USD1000 144A	N/A	98212BAB9	155,000	160,037.50	0.07%
MARTIN MIDSTREAM PARTNERS LP 8.875% SR NT	N/A	573334AB5	155,000	159,650.00	0.07%
ANTERO RESOURCES FINANCE 9.375% SR NT 01/DEC/2017	N/A	03674PAC7	145,000	159,500.00	0.07%
WELLS FARGO MORTGAGE BACKED SEC TST FR MTG BD	N/A	94983TAN0	164,199	159,553.45	0.07%
WM FINANCE CORP 11.5% BDS 01/OCT/2018 USD1000 144A	N/A	92936BAB7	150,000	159,375.00	0.07%
INTL BANK RECON&DV 3.25% MTN 14/APR/2014 NOK10000	N/A	B66X015	870,000	159,149.11	0.07%
NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000	N/A	629377BS0	160,000	158,800.00	0.07%
PINNACLE FOODS FINANCE LLC/CORP 10.625% SUBORD SNR	N/A	72347QAD5	150,000	158,531.25	0.07%
BRESNAN BROADBAND HLDGS LLC 8% BDS 15/DEC/2018	N/A	107342AA5	150,000	158,250.00	0.07%
PETROBRAS INTL FIN 3.5% NTS 06/FEB/2017 USD1000	N/A	71645WAU5	155,000	158,339.17	0.07%
KRAFT FOODS INC 4.125% BDS 09/FEB/2016 USD1000	N/A	50075NBB9	145,000	158,390.61	0.07%
BOART LONGYEAR LTD 7% NTS 01/APR/2021 USD1000 144A	N/A	09664PAA0	150,000	157,875.00	0.07%
CREDIT SUISSE NEW YORK 6.00 BDS 15/FEB/2018	N/A	22541HCC4	150,000	157,980.90	0.07%
AMERICAN PETROLEUM TANKERS 10.25% SNR NT	N/A	028865AB9	150,000	156,750.00	0.07%
JBS USA LLC 8.25% BDS 01/FEB/2020 USD1000	N/A	466112AH2	150,000	154,875.00	0.07%
URBI DESARROLLO URBANOS SAB DE CV 9.75% BDS	N/A	91724RAD6	150,000	154,125.00	0.07%
SPECTRUM BRANDS INC SR NT 144A 15/JUN/2018	N/A	84762LAH8	135,000	153,900.00	0.07%
DT AUTO OWNER TR 2.98% A/BKD 15/OCT/2015 USD	N/A	92718BAA3	152,896	153,534.58	0.07%
ACE INA HLDGS INC 5.6% SNR NTS 15/MAY/2015 USD2000	N/A	00440EAL1	135,000	152,921.93	0.06%
HUMANA INC 6.45% 01/JUN/2016	N/A	444859AV4	135,000	152,970.26	0.06%
BIOMET INC 11.625% BDS 15/OCT/2017 USD 1000	N/A	090613AE0	140,000	152,775.00	0.06%
MOMENTIVE PERFORMANCE MATERIALS INC 9% NTS	N/A	60877UAW7	165,000	152,212.50	0.06%
WAMU MTG PASS THRU CTFS SER 06 AR14 CLS'1-A4' FLTG	N/A	93363PAD2	220,241	152,042.49	0.06%
COLUMBIA HCA HEALTHCARE CORP 9% BDS 15/DEC/2014	N/A	19767QAK1	140,000	150,150.00	0.06%
JPMORGAN CHASE & CO 4.994% CMO 12/JUL/2035 USD1000	N/A	46625MRB7	147,086	150,016.92	0.06%
TRIMAS CORP 9.75% BDS 15/DEC/2017 USD1000	N/A	896215AF7	135,000	149,512.50	0.06%
JP MORGAN RESECURITIZATION TRUST 2010-2 2-A-1	N/A	46634FAN3	152,720	148,913.00	0.06%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2010-2 A-2	N/A	80282GAB1	148,435	148,467.20	0.06%
NEXEN INC 7.5% BDS 30/JUL/2039 USD1000	N/A	65334HAJ1	115,000	147,706.69	0.06%
BANK OF AMERICA CORP 6.1% BDS 15/JUN/2017	N/A	06050TKW1	140,000	146,624.52	0.06%
YUM BRANDS INC 4.25% BDS 15/SEP/2015 USD2000	N/A	988498AE1	135,000	146,159.37	0.06%
AMERICREDIT AUTOMOBILE RECEIVABLETRUST 2010-4 A-2	N/A	03064FAJ2	145,561	145,603.67	0.06%
CS FIRST BOSTON MORTGAGE SECURITIES CORP.	N/A	22541NMS5	145,000	145,429.35	0.06%
CLAYTON WILLIAMS ENERGY INC 7.75% SNR NT	N/A	969490AE1	145,000	145,000.00	0.06%
RUSSIAN FEDERATION MINISTRY FINANCE VAR BDS	N/A	4230814	121,032	144,330.16	0.06%
JP MORGAN CHASE COMMERCIAL MORTGAGE VAR RT MTG BDS	N/A	46628FAN1	160,000	141,817.76	0.06%
VALE S.A. 4.375% BDS 24/MAR/2018 EUR	N/A	B4Y2559	100,000	141,290.41	0.06%
TXU CORP 5.55% SNR NTS 15/NOV/2014 USD1000 SER'P'	N/A	873168AL2	195,000	140,400.00	0.06%
FREDDIE MAC 3123 HT 5.000% 15/MAR/2026	N/A	31396JPK5	125,000	140,050.24	0.06%
LB-UBS COML MTG TR 2003 C5 MTG	N/A	52108HTD6	135,000	139,535.46	0.06%
FREDDIE MAC K-014 X1 VARIABLE 25/APR/2021	N/A	3137ADTK3	1,588,676	137,050.32	0.06%
FANNIE MAE 2009-39 LB 4.500% 25/JUN/2029	N/A	31397NG90	125,000	136,895.89	0.06%
CENTRAL EUROPEAN DISTRIBUTION CORP 9.125% BDS	N/A	U1259BAA6	200,000	136,000.00	0.06%
FHLMC REMIC SERIES 3150 EQ 15/MAY/2026 5.00000	N/A	31396RBY2	120,000	135,212.06	0.06%
PBF HOLDING CO LLC 8.25% BDS 15/FEB/2020 USD1000	N/A	69318FAA6	135,000	135,000.00	0.06%
FREDDIE MAC 2129 SG VARIABLE 17/JUN/2027	N/A	3133TJGM9	579,717	133,314.28	0.06%
GCMO 65535VEV6 25/OCT/2034	N/A	65535VEV6	139,205	132,613.16	0.06%
ONCURE HLDGS INC 11.75% NTS 15/MAY/2017 USD1000	N/A	68234KAC4	170,000	132,600.00	0.06%
BANGKOK BANK PUBLIC CO(HK) 4.8% NTS 18/OCT/2020	N/A	059895AL6	130,000	132,039.31	0.06%
WEYERHAEUSER CO 7.375% BDS 01/OCT/2019 USD1	N/A	962166BV5	115,000	131,747.57	0.06%
CHESTER DOWNS & MA 9.25% BDS 02/JAN/2020 USD'144A	N/A	165749AA0	125,000	130,937.50	0.06%
CONAGRA FOODS INC 8.25% BDS 15/SEP/2030 USD1000	N/A	205887AX0	100,000	130,559.20	0.06%
CEMEX SAB DE CV SR SEC NT 144A 11/JAN/2018	N/A	151290AW3	140,000	129,500.00	0.06%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	125,000	128,960.00	0.05%
MEMC ELECTRONICS MATERIALS INC 7.750% SNR NT	N/A	552715AC8	150,000	127,125.00	0.05%
HORIZON LINES L L C 2LIEN PIK 144A 15/OCT/2016	N/A	44049HAB9	135,000	125,550.00	0.05%
BANCO ESTADO RIO GRANDE DO SUL 7.375% SUB NTS	N/A	05965BAA5	120,000	125,102.30	0.05%
UR FINANCING ESCROW CORP 7.625% BDS 15/APR/2022	N/A	90321NAC6	120,000	124,200.00	0.05%
COLT DEFENSE LLC/COLT FINANCE CORP 8.75% SNR NT	N/A	19686TAC1	180,000	123,300.00	0.05%
UNION ELECTRIC CO 6.7% MTG BDS 01/FEB/2019 USD2000	N/A	906548CG5	100,000	122,033.50	0.05%
BANC OF AMERICA MORTGAGE SECURITIES, INC.	N/A	05949CFA9	119,798	121,864.67	0.05%
FANNIE MAE 2006-22 CE RCR 4.500% 25/AUG/2023	N/A	31395BD75	110,000	121,070.51	0.05%
HARRAHS OPERATING CO INC 11.25% GTD SNR NTS	N/A	413627BL3	110,000	120,450.00	0.05%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	100,000	118,752.30	0.05%
CHESAPEAKE ENERGY CORP 6.875% SNR NTS 15/NOV/2020	N/A	165167BU0	110,000	115,500.00	0.05%
KINROSS GOLD CORP 6.875% BDS 01/SEP/2041 USD1000	N/A	496902AG2	110,000	114,906.99	0.05%
SPECTRUM BRANDS HLDGS INC 9.5% NTS 15/JUN/2018	N/A	84762LAG0	100,000	114,000.00	0.05%
FORBES ENERGY SVCS LLC / FORBES ENE 9% BDS	N/A	345143AC5	115,000	113,275.00	0.05%
REGAL CINEMAS INC 8.625% NTS 15/JUL/2019 USD1000	N/A	758753AD9	100,000	109,250.00	0.05%
SPRINT NEXTEL CORP 11.5% BDS 15/NOV/2021 USD1000	N/A	852061AH3	100,000	109,000.00	0.05%
KABEL DEUTSCHLAND HLDG AG 7.5% BDS 15/MAR/2019	N/A	48283GAA9	100,000	108,000.00	0.05%
CWMBS INC 6% CMO 25/MAR/2036 USD1000 'A-2/2006-1'	N/A	126694XC7	137,234	107,775.32	0.05%
AMERICAN GEN MTG LN TR 2010-1 A-1 25/MAR/2058 FLT	N/A	02640FAA6	103,075	106,448.63	0.05%
JP MORGAN MORTGAGE TRUST 5.410% MTG BDS	N/A	466247YH0	113,836	105,038.53	0.04%
VALE OVERSEAS LTD 6.875% BDS 10/NOV/2039 USD2000	N/A	91911TAK9	85,000	104,715.41	0.04%
ALTA WIND HOLDINGS LLC 7% BDS 30/JUN/2035	N/A	021345AA1	94,453	103,341.29	0.04%
COMMERCIAL MORTGAGE TRUST 1999-C1 D VARIABLE	N/A	201730AG3	95,000	102,920.91	0.04%
MIDWEST VANADIUM PTY LTD SR SEC NT 144A	N/A	59841RAA7	150,000	102,750.00	0.04%
DEUTSCHE ALT-A SECURITIES INC ALTER 4.82% MTG BDS	N/A	251510CG6	103,818	101,874.79	0.04%
DIGICEL GROUP LTD 8.875% SNR NTS 15/JAN/2015	N/A	25380WAA4	100,000	101,750.00	0.04%
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST	N/A	94980MAB4	102,791	101,247.01	0.04%
PRUDENTIAL COMMERCIAL MORTGAGE TRUST 2003-PWR1	N/A	74432GAD9	100,000	98,761.40	0.04%
JP MORGAN CHASE COML MTG SEC TST 07 6.098% MTG BDS	N/A	46631QAJ1	115,000	96,155.99	0.04%
BANK OF NEW YORK MELLON CORP 4.5% BDS 01/APR/2013	N/A	06406HBJ7	90,000	93,724.65	0.04%
LLOYDS BANKING GROUP PLC 6.657% PERPETUAL	N/A	539439AF6	135,000	93,150.00	0.04%
GSMPS MORTGAGE LOAN TRUST 2006-RP 1A3 14 8.000%	N/A	3623413F4	90,323	92,162.66	0.04%
GMACM MORTGAGE LOAN TRUST 2005-AR 4-A VARIABLE	N/A	36185N6Q8	97,928	89,492.31	0.04%
ELWOOD ENERGY 8.159% BDS 05/JUL/2026 USD1000	N/A	290408AB9	89,385	88,379.17	0.04%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46631QAD4	75,000	86,694.23	0.04%
ALLY FINANCIAL INC 5.5% BDS 15/FEB/2017 USD1000	N/A	02005NAL4	85,000	86,090.13	0.04%
J P MORGAN CHASE COML MTG SEC 2002-C2 MTG PASSTHRU	N/A	46625MPN3	85,000	86,212.95	0.04%
BANC OF AMERICA COMMERCIAL MORTGAGE, INC 05947UKR8	N/A	05947UKR8	82,110	85,465.32	0.04%
ENTERPRISE PRODUCTS OPERATING LLC 5.9% SR NTS	N/A	29379VAK9	80,000	84,309.60	0.04%
ROTECH HEALTHCARE INC 10.5% SNR NTS 15/MAR/2018	N/A	778669AH4	110,000	83,875.00	0.04%
CENTERPOINT ENERGY RESOURCES SR NT 6.25%	N/A	15189YAD8	70,000	83,143.27	0.04%
DINEEQUITY INC 9.5% SNR NTS 30/OCT/2018 USD1000	N/A	254423AB2	75,000	82,687.50	0.04%
BANK OF AMERICA CMM MTG 2005-1 CL A3 4.877	N/A	05947UC89	81,114	81,081.82	0.03%
COMMUNITY HEALTH SYSTEMS INC(NEW) 8.875% NTS	N/A	12543DAF7	76,000	79,610.00	0.03%
GEO GROUP INC(THE) 6.625% NTS 15/FEB/2021 USD1000	N/A	36159RAE3	75,000	78,468.75	0.03%
CONTINENTAL AIRLINES INC 7.339% BDS 19/APR/2014	N/A	21079QAA2	76,586	77,734.35	0.03%
SPRINT NEXTEL CORP 7% BDS 01/MAR/2020 USD1000 144A	N/A	852061AQ3	75,000	76,218.75	0.03%
FANNIE MAE 2003-T4 2-A-5 VARIABLE 26/SEP/2033	N/A	31393AV61	71,525	75,813.87	0.03%
CS FIRST BOSTON MORTGAGE SECURITIES CORP 2005-C4	N/A	225458N38	73,729	74,090.29	0.03%
TELUS CORP 5.05% BDS 04/DEC/2019 CAD1000	N/A	771512B	65,000	73,614.33	0.03%
CATALYST PAPER CORP SR SEC NT 11% 144A 15/DEC/2016	N/A	14888TAC8	150,000	73,500.00	0.03%
FANNIE MAE 2003-41 IB 7.000% 25/MAY/2033	N/A	31393BZV0	351,547	71,977.87	0.03%
ASSET SECURITIZATION CORPORATION 97-D5 A-3	N/A	045424FL7	70,000	71,261.82	0.03%
NISSAN AUTO RECEIV 3.4% A/BKD 15/SEP/2014 USD	N/A	65475VAC4	70,051	70,738.76	0.03%
FANNIE MAE STRIPS 267 2-IO 8.500% 01/OCT/2024	N/A	31364HK48	309,698	68,426.29	0.03%
FANNIE MAE 2003-32 UI 6.000% 25/MAY/2033	N/A	31393BKD6	399,536	67,479.08	0.03%
HOLLY ENERGY PARTNERS LP 6.5% 01/MAR/2020	N/A	435765AE2	65,000	66,381.25	0.03%
FANNIE MAE STRIPS 274-CL IO 8.500% 08/25/2026	N/A	31364HM20	284,545	62,996.52	0.03%
CARMAX AUTO OWNER TRUST 2011-2 A-1 0.311%	N/A	14313DAA2	60,309	60,315.71	0.03%
CONTINENTAL AIRLINES PASS THROUGH TRUSTS 1999-2 B	N/A	210805CV7	58,350	57,766.84	0.02%
MORGAN STANLEY CAPITAL I 5.37% MTG BDS 15/DEC/2043	N/A	61750WAY9	55,000	57,233.61	0.02%
E TRADE FINANCIAL CORP 0% CNV BDS 31/AUG/2019	N/A	269246AZ7	60,000	56,775.00	0.02%
LB-UBS COMMERCIAL MORTGAGE TRUST	N/A	52108HZX5	55,359	56,451.26	0.02%
FANNIE MAE STRIPS 264 264-IO 8.000% 01/JUL/2024	N/A	31364HJ65	296,116	56,399.97	0.02%
GS MORTGAGE SECURITIES CORPORATION II 2004-GG2 A4	N/A	36228CTF0	54,418	55,191.90	0.02%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07387MAA7	54,824	54,818.73	0.02%
CSFB COMMERCIAL MORTGAGE TRUST 2002-CK C-1	N/A	22540VP48	55,000	54,827.63	0.02%
CHUBB CORP 5.75% NTS 15/MAY/2018 USD1000	N/A	171232AR2	45,000	53,985.74	0.02%
FNMA MORTPASS 7% 01/JUL/2032 CL PN# 642656	N/A	31390C5R3	42,559	49,700.88	0.02%
FANNIE MAE REMIC TRUST 97-61 PK 8.000% 18/AUG/2027	N/A	31359QNY6	209,257	49,444.47	0.02%
PRUDENTIAL COMMERCIAL MORTGAGE TRUST 2003-PW	N/A	74432GAH0	50,000	48,558.50	0.02%
RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 AF-2	N/A	75970JAE6	120,000	48,548.88	0.02%
TIMKEN CO 6% SR NT 15/SEP/2014 USD1000	N/A	887389AG9	45,000	48,433.05	0.02%
JPMORGANCHASE COMMERCIAL MTG SEC SER 2003-C1 CL A2	N/A	46625MTX7	45,000	46,183.64	0.02%
FNMA REMIC TRUST 2006-M2 A-2F 25/MAY/2020 FLT	N/A	31396PGQ8	40,000	45,776.04	0.02%
GE COMMERCIAL MORTGAGE CORPORATION 2003-C2 F 144A	N/A	36828QBZ8	45,000	45,721.53	0.02%
LB UBS COMMERCIAL MORTGAGE TRUST 4.475% MTG BDS	N/A	52108HP81	43,096	45,078.00	0.02%
PROVIDENT BANK HOME EQUITY LOAN TRUST 00-2 A-1	N/A	743844DA7	81,034	43,935.19	0.02%
CREDIT SUISSE FB USA INC 5.125 15/AUG/2015	N/A	22541LBK8	40,000	43,457.92	0.02%
MCDONALD'S CORP 5.0% BDS 01/FEB/2019 USD1000	N/A	58013MEG5	35,000	41,425.62	0.02%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	35,000	38,918.81	0.02%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07387BAJ2	35,000	36,672.86	0.02%
VENEZUELA(REPUBLIC OF) 9.25% BDS 15/SEP/2027	N/A	922646AS3	40,000	36,200.00	0.02%
FREDDIE MAC 2649 IM 7.000% 15/JUL/2033	N/A	31394GGC1	176,541	35,285.79	0.02%
BANC OF AMERICA MTG SECS, INC 2004-I 2-A-2	N/A	05949ARU6	37,489	34,883.87	0.01%
FANNIE MAE TRUST 277 IO 7.500% 03/25/2027	N/A	31364HM87	156,683	34,762.35	0.01%
COMMERCIAL MORTGAGE TRUST 1999-C1 C VARIABLE	N/A	201730AF5	30,000	32,417.01	0.01%
FHLMCGLD MORTPASS 8% 01/MAR/2031 C4 PN# C48997	N/A	31298H7J1	31,422	32,050.11	0.01%
MARSICO HOLDINGS LLC SR SB PIK 144A 15/JAN/2020	N/A	573011AA1	130,776	30,732.36	0.01%
GGP MALL PROPERTIES TRUST 7.12% MTG BDS	N/A	33736LAU9	30,098	30,313.80	0.01%
CHASE COML MTG SECS CORP 1997-1 MTG PASSTHRU CTF	N/A	161505BF8	28,924	29,167.29	0.01%
FANNIE MAE STRIPS 207 207-IO 8.000% 01/FEB/2023	N/A	31364HUQ8	129,341	28,637.36	0.01%
FHLMCGLD MORTPASS 8% 01/APR/2031 C5 PN# C50477	N/A	31298LQ69	24,258	28,424.83	0.01%
FANNIE MAE 2003-35 UI 6.500% 25/MAY/2033	N/A	31393BM36	128,431	25,995.75	0.01%
LB-UBS COMMERCIAL MORTGAGE TRUST SER 2005-C2 CL	N/A	52108H3G7	24,157	25,250.31	0.01%
FANNIE MAE 2003-44 IB 6.000% 25/JUN/2033	N/A	31393CVK6	124,247	23,663.23	0.01%
FHLMCGLD MORTPASS 6.5% 01/AUG/2032 C6 PN# C69951	N/A	31287WBU1	20,333	23,107.86	0.01%
PINDO DELI FIN 144A C VAR 28/APR/2025	N/A	B09QSBA	901,231	22,530.78	0.01%
FREDDIE MAC 2725 TA 4.500% 15/DEC/2033	N/A	31394MWL0	20,000	21,931.67	0.01%
FHLMCGLD MORTPASS 8% 01/DEC/2030 C0 PN# C01104	N/A	31292HGM0	17,538	21,409.24	0.01%
LB-UBS COMMERICAL TRUST 2005-C1 CL A3 VAR	N/A	52108H2S2	20,282	20,281.99	0.01%
FHLMCGLD MORTPASS 8% 01/MAR/2031 C4 PN# C49587	N/A	31298JUL6	18,210	19,857.22	0.01%
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR16 T	N/A	94981QAD0	19,547	18,516.62	0.01%
HORIZON LINES INC 6% CNV BDS 15/APR/2017 USD1000 B	N/A	44044KAD3	60,606	18,181.80	0.01%
RENAISSANCE HOME EQUITY LOAN TRUST 2006-1 AF-3	N/A	759950GV4	32,489	18,317.93	0.01%
HORIZON LINES INC WT EXP 000016	N/A	44044K119	5,236	15,708.00	0.01%
FEDERAL HOME LN MTG CORP PN# C00712	N/A	31292GYH3	12,311	14,052.61	0.01%
IDEARC LITIGATION TRUSTS	N/A	451ESC8CE	825,000	12,375.00	0.01%
TJIWI KIMIA FIN 144A C VAR 28/APR/2027	N/A	B09RKK1	473,111	11,827.78	0.00%
J.P. MORGAN MORTGAGE TRUST 2006-A6 1-A-2 VARIABLE	N/A	46628BAD2	13,962	10,729.66	0.00%
TREASURY 5% GILT 07/MAR/2018 GBP	T18	B1VWPC8	5,000	9,701.94	0.00%
GE CAPITAL COMMERCIAL MORTGAGE CORPORATION VAR	N/A	36828QNT9	9,545	9,544.64	0.00%
CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2003-CPN1	N/A	22541NA33	9,093	9,286.09	0.00%
FNMA MORTPASS 7.5% 01/MAR/2031 CL PN# 564993	N/A	31386JUS4	8,526	8,845.99	0.00%
STRUCTURED ASSET SECURITIES CORPORATION 2005-5	N/A	863576CW2	275,721	8,290.36	0.00%
FNMA PASS THRU 7.5% 01/OCT/2031	N/A	31388JZ73	3,891	4,122.71	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C5 PN# C53381	N/A	31298PXJ4	3,173	3,390.82	0.00%
STRUCTURED ADJ RATE MTG LOAN TRUST VAR RT MTG BDS	N/A	86360NAU6	41,878	3,328.89	0.00%
FNMA MORTPASS 8% 01/MAY/2030 CL PN# 540017	N/A	31385B4A0	2,169	2,244.47	0.00%
FREDDIE MAC 2557 IW 6.000% 15/APR/2032	N/A	31393JKC1	96,163	2,180.48	0.00%
WELLS FARGO MORTGAGE BACKED SEC TST FR CMO	N/A	94980RAC1	2,021	1,915.01	0.00%
WELLS FARGO MORTGAGE BACKED SECURITIES 2005-17	N/A	94982SAD5	2,121	2,045.90	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41531	N/A	31297YVY5	1,563	1,718.75	0.00%
HORIZON LINES INC USD0.01	N/A	44044K309	504	1,789.20	0.00%
SUPERMEDIA INC USD0.01	SPMD	868447103	651	1,855.35	0.00%
BANC OF AMERICA MORTGAGE TRUST 2005-I 4-A-1	N/A	05949CHX7	1,522	1,429.84	0.00%
BEAR STEARNS ARM TRUST SER 2004-10 CL 12A3	N/A	07384M4C3	1,827	1,556.98	0.00%
DEX ONE CORP USD0.001	DEXO	25212W100	832	1,456.00	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C4 PN# C42327	N/A	31298ASQ7	1,283	1,562.67	0.00%
FNMA MORTPASS 8% 01/JAN/2031 CL PN# 564363	N/A	31386H5Y3	885	969.23	0.00%
MARSICO HOLDINGS LLC CMN STK	N/A	573008109	2,163	1,081.50	0.00%
FHLMCGLD MORTPASS 7.5% 01/NOV/2020 C9 PN# C90381	N/A	31335HM67	571	655.84	0.00%
WAMU MORTGAGE PASS THROUGH CERTIFICATES 2002-AR A	N/A	929227ZC3	710	678.27	0.00%
BANK OF AMERICA MTGE SECS 2004-L 2A 1 FRN	N/A	05949AZE3	463	405.02	0.00%
WELLS FARGO MBS 2004-BB A-2 FLT 25/JAN/2035	N/A	94981YAB7	541	468.06	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2030 C3 PN# C39060	N/A	31294GB52	457	463.81	0.00%
ARGENTINA(REP OF) VAR 31/DEC/2033 USD	N/A	040114GL8	5	4.16	0.00%
FANNIE MAE 2003-82 IA 6.000% 25/AUG/2032	N/A	31393EV22	16,695	135.34	0.00%
XO HOLDINGS INC O SHS CONTINGENT VALUE RIGHTS	N/A	98417K981	248	23.56	0.00%
FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2004-AR	N/A	32051D6R8	20	19.92	0.00%
FEDERAL HOME LOAN MORTGAGE CORPORATION 1103 1103-N	N/A	312906HE3	4	91.55	0.00%

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