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NVIT Core 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
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	2.38%
FHLMCGLD MORTPASS 3.5% 01/JAN/2042 G0 PN# G08473	2.26%
PRIVATE EXPORT FUNDING 4.300% 15/DEC/2021	2.05%
FEDERAL HOME LOAN BANKS 3% BDS 24/JUN/2013 USD5000	1.81%
FEDERAL HOME LN MTG CORP PTN CTFS 1% MTG BDS	1.78%
GINNIE MAE 2010-6 PC 5.000% 16/MAR/2037	1.46%
TENNESSEE VALLEY AUTHORITY 5.88% DEB 01/APR/2036	1.37%
FNMA MORTPASS 3.5% 01/JAN/2042 CL PN# AK1082	1.35%
FEDERAL HOME LN MTG CORP MTN FR 5.35%01/AUG/2015	1.31%
FREDDIE MAC 3540 LN 4.500% 15/APR/2038	1.28%

Holding	Ticker	Security No	Shares	Market Value	Percent
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	24,000,000	27,043,392.00	2.38%
FHLMCGLD MORTPASS 3.5% 01/JAN/2042 G0 PN# G08473	N/A	3128MJQ37	24,785,329	25,718,166.51	2.26%
PRIVATE EXPORT FUNDING 4.300% 15/DEC/2021	N/A	742651DJ8	20,000,000	23,288,880.00	2.05%
FEDERAL HOME LOAN BANKS 3% BDS 24/JUN/2013 USD5000	N/A	3133XTYG5	20,000,000	20,624,480.00	1.81%
FEDERAL HOME LN MTG CORP PTN CTFS 1% MTG BDS	N/A	3134G2UA8	20,000,000	20,278,900.00	1.78%
GINNIE MAE 2010-6 PC 5.000% 16/MAR/2037	N/A	38376TSV5	15,000,000	16,589,112.00	1.46%
TENNESSEE VALLEY AUTHORITY 5.88% DEB 01/APR/2036	N/A	880591CS9	11,793,000	15,648,049.15	1.37%
FNMA MORTPASS 3.5% 01/JAN/2042 CL PN# AK1082	N/A	3138E5FY9	14,800,147	15,384,925.42	1.35%
FEDERAL HOME LN MTG CORP MTN FR 5.35%01/AUG/2015	N/A	3128X2RL1	13,000,000	14,934,088.00	1.31%
FREDDIE MAC 3540 LN 4.500% 15/APR/2038	N/A	31398EBR4	13,665,637	14,617,500.55	1.28%
FANNIE MAE 2007-74 QC 6.000% 25/FEB/2036	N/A	31396WR24	13,652,000	14,538,040.74	1.28%
INTERNATIONAL NEDERLAND BANK NV 144A 5.125% DUE	N/A	449786AA0	14,300,000	14,397,254.30	1.26%
AID-ISRAEL 5.5% BDS 04/DEC/2023 USD1000 CLS'2'	N/A	46513EGV8	10,602,000	13,629,803.98	1.20%
GINNIE MAE 2010-37 ML 4.500% 20/DEC/2038	N/A	38376XJX2	12,000,000	13,238,914.80	1.16%
FREDDIE MAC 2653 C 3.875% 15/JUN/2023	N/A	31393WPN3	12,262,806	12,917,091.41	1.13%
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	12,894,438	12,894,437.68	1.13%
BANK OF AMERICA CORP 6.1% BDS 15/JUN/2017	N/A	06050TKW1	11,800,000	12,603,096.20	1.11%
KINROSS GOLD CORP 5.125% BDS 01/SEP/2021 USD1000	N/A	496902AF4	11,887,000	12,295,972.24	1.08%
ROWAN COS INC 5.0% BDS 01/SEP/2017 USD1000	N/A	779382AN0	11,280,000	12,174,458.88	1.07%
LORILLARD TOBACCO CO 6.875% BDS 01/MAY/2020	N/A	544152AB7	10,000,000	11,864,080.00	1.04%
CALIFORNIA STATE 5.7% MUN BDS 01/NOV/2021 USD5000	N/A	13063BJA1	10,250,000	11,744,655.00	1.03%
STUDENT LOAN MARKETING ASSOC INC 0% BDS	N/A	863871AM1	14,956,000	10,990,925.10	0.97%
FREDDIE MAC 3189 PC 6.000% 15/AUG/2035	N/A	31396UAQ3	10,000,000	10,952,682.00	0.96%
FNMA REMIC TRUST 2008-55 VB 25/FEB/2027 5.00000	N/A	31397L5J4	10,000,000	10,770,787.00	0.95%
FHLMC REMIC SERIES 3451 VB 15/MAY/2028 5.00000	N/A	31397TPE6	10,000,000	10,765,301.00	0.95%
HOSPIRA INC 6.05% BDS 30/MAR/2017 USD1000	N/A	441060AJ9	9,499,000	10,691,333.48	0.94%
FREDDIE MAC 3036 TM-MAC 4.500% 15/DEC/2034	N/A	31396AZ72	10,000,000	10,680,815.00	0.94%
PRIVATE EXPORT FUNDING CORP 3.05% BDS 15/OCT/2014	N/A	742651DH2	10,000,000	10,600,470.00	0.93%
FEDERAL FARM CREDIT BANKS 2.8% BDS 05/NOV/2014	N/A	31331G2Y4	10,000,000	10,551,630.00	0.93%
AMGEN INC 3.875% BDS 15/NOV/2021 USD1000	N/A	031162BM1	10,000,000	10,512,940.00	0.92%
FEDERAL HOME LOAN BANKS CONS BD 3.125% 13/DEC/2013	N/A	3133XSP93	10,000,000	10,453,240.00	0.92%
FEDERAL HOME LOAN MORTGAGE CORP 2.25% NTS	N/A	3134G3JU5	10,000,000	10,328,010.00	0.91%
FHLMC REMIC SERIES 3334 MD 15/JUN/2035 5.00000	N/A	31397HVT2	10,000,000	10,303,367.00	0.91%
KONINKLIJKE PHILIPS ELECTRONICS NV 3.75% BDS	N/A	500472AF2	10,000,000	10,303,620.00	0.91%
FANNIE MAE 2005-53 MH 5.500% 25/MAR/2034	N/A	31394DE30	9,569,832	10,205,014.71	0.90%
STANDARD CHARTERED BANK 6.4% DATED SUB NTS	N/A	853250AB4	9,155,000	10,070,500.00	0.88%
DTE ENERGY CO NT VAR 13 03/JUN/2013	N/A	233331AP2	10,000,000	10,041,800.00	0.88%
FNMA MORTPASS 4% 01/JAN/2041 CL PN# AH1422	N/A	3138A2SL4	9,387,920	9,944,044.28	0.87%
CVS CAREMARK CORP 6.943% BDS 10/JAN/2030 USD1000	N/A	126650BQ2	8,406,365	9,901,521.40	0.87%
TCI COMMUNICATIONS INC 8.75% SNR DEBS 01/AUG/2015	N/A	872287AC1	8,000,000	9,824,552.00	0.86%
BIOGEN IDEC INC 6.875% SNR NTS 01/MAR/2018 USD1000	N/A	09062XAB9	8,000,000	9,808,392.00	0.86%
FARMER MAC GTD NTS TRUST 2007-1 5.125% GTD BDS	N/A	30769QAA8	8,225,000	9,698,229.10	0.85%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	8,350,000	9,587,403.20	0.84%
HARLEY-DAVIDSON FDG 6.8% BDS 15/JUN/2018 USD1000	N/A	41283DAB9	8,000,000	9,417,368.00	0.83%
FEDERAL NATIONAL MORTGAGE ASSOC 4.5% MTG BDS	N/A	31416M4T8	8,379,376	8,976,897.73	0.79%
FEDERAL HOME LOAN BANKS 3.625% BDS 12/MAR/2021	N/A	3133732Y7	8,000,000	8,908,312.00	0.78%
AGRIUM INC 6.75% BDS 15/JAN/2019 USD1000	N/A	008916AH1	7,173,000	8,821,161.73	0.77%
GINNIE MAE 2010-61 PC 4.500% 20/FEB/2037	N/A	38377FBQ3	8,000,000	8,819,620.80	0.77%
SOVEREIGN BANK 8.75% NTS 30/MAY/2018 USD1000	N/A	84603MXU5	7,500,000	8,760,307.50	0.77%
FIFTH THIRD BANK 4.5% 01JUN01/JUN/2018	N/A	316773AD2	8,130,000	8,566,426.53	0.75%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	8,000,000	8,371,776.00	0.74%
TRANSOCEAN INC 6.375% GTD SNR 15/DEC/2021 USD	N/A	893830BB4	7,000,000	8,196,951.00	0.72%
HRPT PPTYS TR SR NT 6.65% 15/JAN/2018	N/A	40426WAV3	7,500,000	8,121,555.00	0.71%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	7,000,000	7,863,884.00	0.69%
COOK CNTY ILL TAXABLE-SER C 15/NOV/2033 06.205	N/A	213185EX5	7,020,000	7,735,267.80	0.68%
XEROX CORP VAR BDS 16/MAY/2014 USD10000	N/A	984121CC5	7,500,000	7,461,840.00	0.66%
PRIVATE EXPORT FUNDING CORP 2.25% BDS 15/DEC/2017	N/A	742651DK5	7,000,000	7,384,020.00	0.65%
TIME WARNER CABLE 4% GTD 01/SEP/2021 USD	N/A	88732JBA5	7,000,000	7,267,743.00	0.64%
FANNIE MAE 2009-78 BM 4.000% 25/JUN/2039	N/A	31398FLA7	6,786,072	7,159,690.88	0.63%
AMB PROPERTY L.P. 6.625% 01/DEC/2019	N/A	00163MAK0	6,240,000	7,154,322.24	0.63%
FANNIE MAE 2010-122 TG 3.000% 25/APR/2039	N/A	31398SCP6	6,796,001	7,037,345.15	0.62%
GINNIE MAE 2010-112 QM 2.500% 20/SEP/2039	N/A	38377KN22	6,719,737	6,952,765.69	0.61%
FANNIE MAE 2010-86 VB 3.000% 25/MAY/2028	N/A	31398TTE1	6,632,086	6,923,694.96	0.61%
GENERAL ELECTRIC CAPITAL CORP 5.3% BDS 11/FEB/2021	N/A	369622SM8	6,000,000	6,606,906.00	0.58%
FHLMCGLD MORTPASS 5% 01/APR/2039 A8 PN# A85748	N/A	312932L53	5,998,572	6,490,056.44	0.57%
DAIMLER FINANCE NA LLC 2.95% BDS 11/JAN/2017	N/A	233851AK0	6,000,000	6,259,008.00	0.55%
SABMILLER HLDGS INC 3.75% GTD NTS 15/JAN/2022	N/A	78573AAA8	6,000,000	6,240,066.00	0.55%
GRUPO BIMBO SAB DE CV 4.25% GTD 25/JAN/2022	N/A	40052VAB0	6,000,000	6,232,110.00	0.55%
IMC GLOBAL INC 7.375% BDS 01/AUG/2018 USD1000	N/A	449669CD0	5,000,000	6,217,240.00	0.55%
FEDERAL HOME LN BKS CONS BD 5% 12/MAR/2021	N/A	3133XEWA3	5,000,000	6,200,170.00	0.54%
FREDDIE MAC 3665 KA 3.000% 15/MAY/2036	N/A	31398QCV7	5,772,845	6,007,885.07	0.53%
PRUDENTIAL FINANCIAL INC 6% BDS 01/DEC/2017	N/A	74432QBC8	5,000,000	5,879,810.00	0.52%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	5,320,000	5,874,030.12	0.52%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	5,500,000	5,811,690.50	0.51%
FANNIE MAE 2007-6 PA-RCR 5.500% 25/FEB/2037	N/A	31396PRK9	5,157,906	5,701,762.06	0.50%
REYNOLDS AMERICAN INC 7.625% SNR NTS 01/JUN/2016	N/A	761713AE6	4,700,000	5,666,489.20	0.50%
FEDERAL NATIONAL MORTGAGE ASSOC 0% NTS 01/JUN/2017	N/A	31359MEL3	6,000,000	5,625,138.00	0.49%
L-3 COMMUNICATIONS CORP 5.2% SNR NTS 15/OCT/2019	N/A	502413AY3	5,000,000	5,492,905.00	0.48%
ENERGY TRANSFER PARTNERS 9.7% 15/MAR/2019	N/A	29273RAK5	4,250,000	5,474,289.00	0.48%
ARISTOTLE HOLDING INC 4.75% BDS 15/NOV/2021	N/A	04044TAE6	5,000,000	5,471,035.00	0.48%
SUNOCO LOGISTICS PARTNERS LP 5.5% BDS 15/FEB/2020	N/A	86765BAG4	5,000,000	5,463,845.00	0.48%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	5,000,000	5,436,325.00	0.48%
SUNOCO LOGISTICS PARTNERS LP 4.65% BDS 15/FEB/2022	N/A	86765BAJ8	5,000,000	5,367,550.00	0.47%
CANADIAN PACIFIC RAILWAYS 4.5% BDS 15/JAN/2022	N/A	13645RAP9	5,000,000	5,337,795.00	0.47%
FEDERAL HOME LOAN BANKS 2.75% BDS 13/MAR/2015	N/A	3133XWX95	5,000,000	5,319,590.00	0.47%
FANNIE MAE 2007-66 AH RCR 6.000% 25/JUL/2037	N/A	31396WZD1	5,086,825	5,248,151.59	0.46%
ANGLOGOLD ASHANTI HLDGS FINANCE PLC 5.375% BDS	N/A	03512TAA9	5,000,000	5,233,420.00	0.46%
AMERICAN HONDA FINANCE CORP 7.625% MTN 01/OCT/2018	N/A	02666QD75	4,000,000	5,108,836.00	0.45%
WEATHERFORD INTERNATIONAL INC FLTG RATE NTS	N/A	947075AB3	4,700,000	5,086,857.00	0.45%
METLIFE INSTITUTIONAL FUNDING II 1.625% BDS	N/A	59157BAH5	5,000,000	5,006,645.00	0.44%
CYTEC INDUSTRIES INC 8.95% NTS 01/JUL/2017 USD2000	N/A	232820AH3	4,000,000	4,997,076.00	0.44%
DIRECTV HLDGS/FINANCE 3.8% BDS 15/MAR/2022 USD1000	N/A	25459HBD6	5,000,000	4,977,380.00	0.44%
FNMA MORTPASS 5.879% 01/MAY/2016 HY PN# 873863	N/A	31409KZ42	4,657,890	4,900,338.78	0.43%
METLIFE INC 6.75% BDS 01/JUN/2016 USD1000	N/A	59156RAU2	4,000,000	4,747,124.00	0.42%
SUNTRUST BANK ATLANTA GA FLTG RATE SUB NTS	N/A	86787GAH5	5,000,000	4,619,710.00	0.41%
MOLSON COORS BREWING CO 3.5% BDS 01/MAY/2022	N/A	60871RAC4	4,500,000	4,539,771.00	0.40%
ALTRIA GROUP INC 4.75% 05/MAY/2021	N/A	02209SAL7	4,000,000	4,404,468.00	0.39%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	4,000,000	4,360,184.00	0.38%
AT & T INC 3.875% 15/AUG/2021	N/A	00206RAZ5	4,000,000	4,303,468.00	0.38%
JPMORGAN CHASE & CO 4.5% GTD SUB NTS 24/JAN/2022	N/A	46625HJD3	4,000,000	4,260,852.00	0.37%
PSEG POWER LLC 4.15% BDS 15/SEP/2021 USD1000	N/A	69362BAY8	4,000,000	4,217,432.00	0.37%
NORDEA BANK AB 4.875% SUB NTS 13/MAY/2021	N/A	65557FAA4	4,350,000	4,177,922.70	0.37%
NEXEN INC 6.2% BDS 30/JUL/2019 USD1000	N/A	65334HAK8	3,500,000	4,127,861.50	0.36%
XEROX CORP 6.35% BDS 15/MAY/2018 USD2000	N/A	984121BW2	3,500,000	4,119,192.00	0.36%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	3,250,000	3,967,362.75	0.35%
UNITED STATES TREAS BDS TIPS 15/JAN/2019	N/A	912828JX9	3,000,000	3,855,144.04	0.34%
FMR CORP 7.49% NTS 15/JUN/2019 USD1000	N/A	302508AM8	3,250,000	3,821,876.50	0.34%
CONTINENTAL AIRLINES INC VAR 02/JUN/2015	N/A	210795PR5	3,852,498	3,717,660.83	0.33%
NATL RURAL UTL FIN 10.375% BDS 01/NOV/2018 USD	N/A	637432LR4	2,500,000	3,667,605.00	0.32%
TOYOTA MOTOR CREDIT CORP 4.50% 17/JUN/2020	N/A	89233P4C7	3,250,000	3,660,124.00	0.32%
FNMA MORTPASS 4.3% 01/JUL/2021 MI PN# 464279	N/A	31381LXG7	3,353,630	3,642,797.20	0.32%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	3,000,000	3,550,680.00	0.31%
CANADIAN OCCIDENTAL PETE LTD NT 7.4% 01/MAY/2028	N/A	136420AF3	3,000,000	3,465,507.00	0.30%
TRANSOCEAN SEDCO FOREX INC 6.5% BDS 15/NOV/2020	N/A	893830AY5	3,000,000	3,445,275.00	0.30%
MORGAN STANLEY CAPITAL I INC 2011-C1 A-4 VARIABLE	N/A	617458AG9	3,000,000	3,437,991.00	0.30%
HSBC BANK US 6% BDS 09/AUG/2017 USD250000	N/A	4042Q1AC1	3,000,000	3,356,010.00	0.29%
FMR CORP SR NT 144A 14/DEC/2040	N/A	30251BAC2	3,000,000	3,355,296.00	0.29%
GREENWICH CAPITAL COMMERCIAL FUNDING CORP 5.444%	N/A	20173QAE1	3,000,000	3,319,779.00	0.29%
TEVA PHARMACEUTICAL FINANCE IV FRN 21/MAR/2014	N/A	88166DAB2	3,300,000	3,296,851.80	0.29%
PRUDENTIAL FINANCIAL INC 4.75% NTS 17/SEP/2015	N/A	74432QBJ3	3,000,000	3,259,692.00	0.29%
AMERICAN HONDA FINANCE 2.50% 21/SEP/2015	N/A	02666QG64	3,000,000	3,108,855.00	0.27%
HSBC HLDGS 6.8% BDS 01/JUN/2038 USD100000	N/A	404280AJ8	2,750,000	3,105,536.50	0.27%
WEATHERFORD INTER 4.5% BDS 15/APR/2022 USD100	N/A	94707VAC4	3,000,000	3,096,441.00	0.27%
HSBC BANK USA NATIONAL ASSOCIATION 4.875% BDS	N/A	4042Q1AE7	3,000,000	3,084,411.00	0.27%
PRIDE INTL INC 6.875% GTD SNR 15/AUG/2020 USD	N/A	74153QAH5	2,500,000	3,078,730.00	0.27%
XSTRATA CANADA CORP 6% 15/OCT/2015	N/A	655422AT0	2,740,000	3,061,026.62	0.27%
HEWLETT-PACKARD CO 4.05% MTG BDS 15/SEP/2022	N/A	428236BX0	3,000,000	3,026,460.00	0.27%
NATIONAL RETAIL PROPERTIES INC 6.875% NTS	N/A	637417AB2	2,580,000	2,961,558.78	0.26%
MORGAN STANLEY 5.5% MTN 26/JAN/2020 USD1000	N/A	61747YCM5	3,000,000	2,932,422.00	0.26%
ALLEGHENY TECHNOLOGIES INC 9.375% BDS 01/JUN/2019	N/A	01741RAC6	2,246,000	2,838,575.66	0.25%
BANC AMERICA COML MTG INC 5.182% CMO 10/SEP/2047	N/A	05947U4D7	2,500,000	2,799,947.50	0.25%
MORGAN STANLEY CAPITAL I TR FRN 12/OCT/2052 USD1	N/A	617451CR8	2,500,000	2,761,790.00	0.24%
MORGAN STANLEY CAPITAL I INC 2011-C1 A-2 3.884%	N/A	617458AC8	2,500,000	2,675,542.50	0.24%
LB UBS COMMERCIAL MORTGAGE TRUST 4.367% MTG BDS	N/A	52108HZY3	2,500,000	2,629,300.00	0.23%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-1	N/A	233050AN3	2,439,140	2,605,840.34	0.23%
FEDERAL NATIONAL MORTGAGE ASSOC 3.25% BDS	N/A	31398AMW9	2,500,000	2,572,132.50	0.23%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-3	N/A	233050AC7	2,250,000	2,566,228.50	0.23%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	2,250,000	2,497,536.00	0.22%
XSTRATA FINANCE CANADA 5.8% BDS 15/NOV/2016	N/A	98417EAB6	2,148,000	2,434,132.93	0.21%
ONCOR ELECTRIC DELIVERY CO 6.8% NTS 01/SEP/2018	N/A	68233JAD6	2,000,000	2,376,460.00	0.21%
GENERAL ELECTRIC CAPITAL CORP 6% BDS 07/AUG/2019	N/A	36962G4D3	2,000,000	2,363,718.00	0.21%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-4 5.560%	N/A	362332AE8	2,000,000	2,267,118.00	0.20%
LB-UBS COMMERCIAL MORTGAGE TRUST 2005-C1 A-J	N/A	52108H2W3	2,200,000	2,236,709.20	0.20%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2007-C6 A-3B	N/A	17311QBH2	2,000,000	2,225,726.00	0.20%
COBANK ACB 7.875% BDS 16/APR/2018 USD1000 '144A'	N/A	19075QAB8	1,760,000	2,142,919.68	0.19%
ENERGY TRANSFER PA 5.2% SNR 01/FEB/2022 USD	N/A	29273RAQ2	2,000,000	2,131,790.00	0.19%
INTEGRYS ENERGY GROUP INC 4.17% BDS 01/NOV/2020	N/A	45822PAA3	2,000,000	2,121,128.00	0.19%
ENERGY TRANSFER PA 6.5% SNR 01/FEB/2042 USD	N/A	29273RAR0	2,000,000	2,119,846.00	0.19%
BARRICK GOLD CORP 5.25% BDS 01/APR/2042 USD1000	N/A	067901AG3	2,000,000	2,099,812.00	0.18%
XSTRATA FINANCE CANADA 4.95% BDS 15/NOV/2021	N/A	98417EAK6	2,000,000	2,098,372.00	0.18%
TOYOTA MOTOR CRED 3.4% SNR MTN 15/SEP/2021 USD	N/A	89233P5F9	2,000,000	2,092,338.00	0.18%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-M 5.591%	N/A	362332AG3	2,000,000	2,051,220.00	0.18%
HSBC BANK 4% BDS 30/MAR/2022 USD1000	N/A	404280AN9	2,000,000	2,031,888.00	0.18%
CREDIT ACCEPTANCE AUTO LOAN TRUST 2012-1 A 2.200%	N/A	22532VAA0	2,000,000	2,005,303.20	0.18%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	1,500,000	1,984,582.50	0.17%
MORGAN STANLEY 5.75% NTS 25/JAN/2021 USD1000	N/A	61747WAF6	2,000,000	1,974,868.00	0.17%
CITIGROUP INC 8.125% BDS 15/JUL/2039 USD1000	N/A	172967EW7	1,500,000	1,954,341.00	0.17%
ANHEUSER BUSCH INBEV WORLDWIDE INC 6.875% GTD NTS	N/A	03523TBH0	1,500,000	1,936,722.00	0.17%
BEAR STEARNS COMM MTG SEC 2005-T18 A4 4.933%	N/A	07383F5K0	1,700,000	1,853,705.50	0.16%
PACIFICORP 1ST MTG 5.65% 15/JUL/2018	N/A	695114CH9	1,500,000	1,806,931.50	0.16%
LB-UBS COMMERCIAL MORTGAGE TRUST 2008-C1 2008-C1	N/A	50180LAC4	1,500,000	1,754,908.50	0.15%
WEATHERFORD INTERNATIONAL INC 6.35% SNR NTS	N/A	947074AJ9	1,465,000	1,702,842.75	0.15%
MORGAN STANLEY CAPITAL 1 INC FR CMO 12/AUG/2041	N/A	61749MAW9	1,479,000	1,627,544.84	0.14%
GS MORTGAGE SECURITIES CORPORATION II VAR RATE DUE	N/A	36228CTH6	1,500,000	1,617,133.50	0.14%
WAL-MART STORES INC 4.625% BDS 15/APR/2041 USD1000	N/A	931142DB6	1,250,000	1,525,358.75	0.13%
JP MORGAN CHASE COMMERCIAL MORTGAGE 5.475% MTG BDS	N/A	46625YP64	1,359,000	1,521,880.23	0.13%
LB-UBS COMM MTGE TRUST VAR 15/NOV/2040	N/A	52108MAJ2	1,500,000	1,511,461.50	0.13%
IMC GLOBAL INC 7.3% NOTES 15/JAN/2028 USD1000	N/A	449669AK6	1,205,000	1,502,534.99	0.13%
COMMONWEALTH REIT 6.25% BDS 15/JUN/2017 USD1000	N/A	40426WAU5	1,250,000	1,336,487.50	0.12%
TRANSOCEAN INC(NEW) 7.35% BDS 15/DEC/2041 USD1000	N/A	893830AZ2	1,000,000	1,224,747.00	0.11%
MORGAN STANLEY CAPITAL I TR 5.809% BDS 12/DEC/2049	N/A	61756UAE1	1,000,000	1,151,992.00	0.10%
WEATHERFORD INTERNATIONAL LTD 6% SNR NTS	N/A	947075AD9	1,000,000	1,145,134.00	0.10%
SUNOCO LOGISTICS PARTNERS GTD SRNT 8.75%	N/A	86765BAF6	1,000,000	1,099,744.00	0.10%
JPMORGAN CHASE & CO VAR PERP	N/A	46625HHA1	1,000,000	1,095,640.00	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383FU71	1,000,000	1,071,933.00	0.09%
AIRGAS INC 4.5% BDS 15/SEP/2014 USD1000	N/A	009363AG7	1,000,000	1,070,401.00	0.09%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	1,000,000	1,066,490.00	0.09%
GLOBAL MARINE INC 7% NOTES 01/JUN/2028 USD1000	N/A	379352AL1	1,000,000	1,064,928.00	0.09%
MORGAN STANLEY CAPITAL I TR 5.712% CMO 12/JUL/2044	N/A	61750CAD9	1,000,000	1,020,178.00	0.09%
MORGAN STANLEY CAPITAL I SER 2005-T19 CL A4	N/A	61745M5J8	1,000,000	1,017,743.00	0.09%
PRINCIPAL LIFE INCOME FUNDING TRUST 5.3% MTN	N/A	74254PVP4	750,000	771,302.25	0.07%
BANC AMERICA COML MTG INC 4.913% MTG BDS	N/A	05947UM39	700,000	754,511.80	0.07%
LB-UBS COML MTG TR 5.845% CMO 15/JUL/2040 USD	N/A	52109PAB1	718,745	737,010.92	0.06%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2005-6 A-J	N/A	05947U4F2	730,000	732,007.50	0.06%
COMMERCIAL MORTGAGE TRUST 5.475% CMO 10/MAR/2039	N/A	20173QAG6	750,000	729,033.75	0.06%
BEAR STEARNS COM MTG SECS INC VAR MTG BDS	N/A	07387BFU2	500,000	534,678.50	0.05%
LB-UBS COMMERCIAL MORTGAGE TRUST 2004-C4 A-3	N/A	52108HE34	380,936	388,939.43	0.03%
CONTINENTAL AIRLINES INC 7.707% BDS 02/OCT/2022	N/A	210805DD6	308,291	332,954.50	0.03%
ACCESS GROUP INC CLS'A2'FLTG RATE BDS 25/SEP/2025	N/A	00432CAL5	223,210	222,527.82	0.02%
MORGAN STANLEY CAPITAL I SER 2005-T19 CL A3	N/A	61745M5E9	169,423	169,358.83	0.01%

Holding	Ticker	Security No	Shares	Market Value	Percent
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	24,000,000	27,029,304.00	2.44%
FHLMCGLD MORTPASS 3.5% 01/JAN/2042 G0 PN# G08473	N/A	3128MJQ37	24,888,445	25,526,586.22	2.31%
PRIVATE EXPORT FUNDING 4.300% 15/DEC/2021	N/A	742651DJ8	20,000,000	22,941,620.00	2.07%
FEDERAL HOME LOAN BANKS 3% BDS 24/JUN/2013 USD5000	N/A	3133XTYG5	20,000,000	20,664,500.00	1.87%
FEDERAL HOME LN MTG CORP PTN CTFS 1% MTG BDS	N/A	3134G2UA8	20,000,000	20,244,400.00	1.83%
GINNIE MAE 2010-6 PC 5.000% 16/MAR/2037	N/A	38376TSV5	15,000,000	16,458,994.50	1.49%
FNMA MORTPASS 3.5% 01/JAN/2042 CL PN# AK1082	N/A	3138E5FY9	14,928,319	15,346,071.50	1.39%
TENNESSEE VALLEY AUTHORITY 5.88% DEB 01/APR/2036	N/A	880591CS9	11,793,000	15,250,790.15	1.38%
FEDERAL HOME LN MTG CORP MTN FR 5.35%01/AUG/2015	N/A	3128X2RL1	13,000,000	14,908,452.00	1.35%
FREDDIE MAC 3540 LN 4.500% 15/APR/2038	N/A	31398EBR4	13,665,637	14,725,092.84	1.33%
FANNIE MAE 2007-74 QC 6.000% 25/FEB/2036	N/A	31396WR24	13,652,000	14,609,278.24	1.32%
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	14,590,850	14,590,850.48	1.32%
INTERNATIONAL NEDERLAND BANK NV 144A 5.125% DUE	N/A	449786AA0	13,400,000	13,585,295.20	1.23%
FREDDIE MAC 2653 C 3.875% 15/JUN/2023	N/A	31393WPN3	12,819,510	13,500,248.20	1.22%
AID-ISRAEL 5.5% BDS 04/DEC/2023 USD1000 CLS'2'	N/A	46513EGV8	10,602,000	13,268,063.74	1.20%
GINNIE MAE 2010-37 ML 4.500% 20/DEC/2038	N/A	38376XJX2	12,000,000	13,190,893.20	1.19%
BANK OF AMERICA CORP 6.1% BDS 15/JUN/2017	N/A	06050TKW1	11,800,000	12,607,887.00	1.14%
KINROSS GOLD CORP 5.125% BDS 01/SEP/2021 USD1000	N/A	496902AF4	11,887,000	12,070,012.25	1.09%
ROWAN COS INC 5.0% BDS 01/SEP/2017 USD1000	N/A	779382AN0	11,280,000	12,008,372.16	1.08%
LORILLARD TOBACCO CO 6.875% BDS 01/MAY/2020	N/A	544152AB7	10,000,000	11,749,590.00	1.06%
CALIFORNIA STATE 5.7% MUN BDS 01/NOV/2021 USD5000	N/A	13063BJA1	10,250,000	11,579,425.00	1.05%
FREDDIE MAC 3189 PC 6.000% 15/AUG/2035	N/A	31396UAQ3	10,000,000	10,986,971.00	0.99%
FHLMC REMIC SERIES 3451 VB 15/MAY/2028 5.00000	N/A	31397TPE6	10,000,000	10,796,556.00	0.98%
FNMA REMIC TRUST 2008-55 VB 25/FEB/2027 5.00000	N/A	31397L5J4	10,000,000	10,780,923.00	0.97%
FREDDIE MAC 3036 TM-MAC 4.500% 15/DEC/2034	N/A	31396AZ72	10,000,000	10,699,755.00	0.97%
FANNIE MAE 2005-53 MH 5.500% 25/MAR/2034	N/A	31394DE30	9,985,307	10,612,635.80	0.96%
STUDENT LOAN MARKETING ASSOC INC 0% BDS	N/A	863871AM1	14,956,000	10,596,400.78	0.96%
PRIVATE EXPORT FUNDING CORP 3.05% BDS 15/OCT/2014	N/A	742651DH2	10,000,000	10,582,460.00	0.96%
HOSPIRA INC 6.05% BDS 30/MAR/2017 USD1000	N/A	441060AJ9	9,499,000	10,575,065.72	0.96%
FEDERAL FARM CREDIT BANKS 2.8% BDS 05/NOV/2014	N/A	31331G2Y4	10,000,000	10,517,700.00	0.95%
FEDERAL HOME LOAN BANKS CONS BD 3.125% 13/DEC/2013	N/A	3133XSP93	10,000,000	10,465,870.00	0.95%
FHLMC REMIC SERIES 3334 MD 15/JUN/2035 5.00000	N/A	31397HVT2	10,000,000	10,367,259.00	0.94%
FEDERAL HOME LOAN MORTGAGE CORP 2.25% NTS	N/A	3134G3JU5	10,000,000	10,288,460.00	0.93%
AMGEN INC 3.875% BDS 15/NOV/2021 USD1000	N/A	031162BM1	10,000,000	10,239,480.00	0.92%
STANDARD CHARTERED BANK 6.4% DATED SUB NTS	N/A	853250AB4	9,155,000	10,110,965.10	0.91%
KONINKLIJKE PHILIPS ELECTRONICS NV 3.75% BDS	N/A	500472AF2	10,000,000	10,059,270.00	0.91%
FNMA MORTPASS 4% 01/JAN/2041 CL PN# AH1422	N/A	3138A2SL4	9,565,549	10,040,162.42	0.91%
DTE ENERGY CO NT VAR 13 03/JUN/2013	N/A	233331AP2	10,000,000	10,037,500.00	0.91%
TCI COMMUNICATIONS INC 8.75% SNR DEBS 01/AUG/2015	N/A	872287AC1	8,000,000	9,851,736.00	0.89%
BIOGEN IDEC INC 6.875% SNR NTS 01/MAR/2018 USD1000	N/A	09062XAB9	8,000,000	9,752,904.00	0.88%
CVS CAREMARK CORP 6.943% BDS 10/JAN/2030 USD1000	N/A	126650BQ2	8,426,392	9,696,923.41	0.88%
FARMER MAC GTD NTS TRUST 2007-1 5.125% GTD BDS	N/A	30769QAA8	8,225,000	9,663,782.80	0.87%
FEDERAL NATIONAL MORTGAGE ASSOC 4.5% MTG BDS	N/A	31416M4T8	8,979,806	9,553,853.50	0.86%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	8,350,000	9,554,161.85	0.86%
HARLEY-DAVIDSON FDG 6.8% BDS 15/JUN/2018 USD1000	N/A	41283DAB9	8,000,000	9,351,048.00	0.84%
GINNIE MAE 2010-61 PC 4.500% 20/FEB/2037	N/A	38377FBQ3	8,000,000	8,798,294.40	0.79%
SOVEREIGN BANK 8.75% NTS 30/MAY/2018 USD1000	N/A	84603MXU5	7,500,000	8,781,360.00	0.79%
FEDERAL HOME LOAN BANKS 3.625% BDS 12/MAR/2021	N/A	3133732Y7	8,000,000	8,750,832.00	0.79%
AGRIUM INC 6.75% BDS 15/JAN/2019 USD1000	N/A	008916AH1	7,173,000	8,608,116.46	0.78%
FIFTH THIRD BANK 4.5% 01JUN01/JUN/2018	N/A	316773AD2	8,130,000	8,543,426.76	0.77%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	8,000,000	8,237,752.00	0.74%
HRPT PPTYS TR SR NT 6.65% 15/JAN/2018	N/A	40426WAV3	7,500,000	8,066,392.50	0.73%
TRANSOCEAN INC SR NT 6.375% 15/DEC/2021	N/A	893830BB4	7,000,000	7,876,176.00	0.71%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	7,000,000	7,716,709.00	0.70%
COOK CNTY ILL TAXABLE-SER C 15/NOV/2033 06.205	N/A	213185EX5	7,020,000	7,621,614.00	0.69%
XEROX CORP VAR BDS 16/MAY/2014 USD10000	N/A	984121CC5	7,500,000	7,442,040.00	0.67%
FANNIE MAE 2009-78 BM 4.000% 25/JUN/2039	N/A	31398FLA7	7,040,708	7,385,858.21	0.67%
PRIVATE EXPORT FUNDING CORP 2.25% BDS 15/DEC/2017	N/A	742651DK5	7,000,000	7,279,006.00	0.66%
TIME WARNER CABLE INC NT 4% 01/SEP/2021	N/A	88732JBA5	7,000,000	7,172,102.00	0.65%
FANNIE MAE 2010-122 TG 3.000% 25/APR/2039	N/A	31398SCP6	6,860,476	7,098,452.55	0.64%
GINNIE MAE 2010-112 QM 2.500% 20/SEP/2039	N/A	38377KN22	6,778,744	6,991,434.56	0.63%
FANNIE MAE 2010-86 VB 3.000% 25/MAY/2028	N/A	31398TTE1	6,675,156	6,961,678.76	0.63%
GENERAL ELECTRIC CAPITAL CORP 5.3% BDS 11/FEB/2021	N/A	369622SM8	6,000,000	6,498,198.00	0.59%
FHLMCGLD MORTPASS 5% 01/APR/2039 A8 PN# A85748	N/A	312932L53	6,007,736	6,470,799.29	0.58%
DAIMLER FINANCE NA LLC 2.95% BDS 11/JAN/2017	N/A	233851AK0	6,000,000	6,218,574.00	0.56%
IMC GLOBAL INC 7.375% BDS 01/AUG/2018 USD1000	N/A	449669CD0	5,000,000	6,124,785.00	0.55%
GRUPO BIMBO SAB DE CV 4.25% GTD 25/JAN/2022	N/A	40052VAB0	6,000,000	6,110,274.00	0.55%
SABMILLER HLDGS INC 3.75% GTD NTS 15/JAN/2022	N/A	78573AAA8	6,000,000	6,104,166.00	0.55%
FREDDIE MAC 3665 KA 3.000% 15/MAY/2036	N/A	31398QCV7	5,852,194	6,090,430.79	0.55%
FEDERAL HOME LN BKS CONS BD 5% 12/MAR/2021	N/A	3133XEWA3	5,000,000	5,987,380.00	0.54%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	5,320,000	5,872,083.00	0.53%
FANNIE MAE 2007-6 PA-RCR 5.500% 25/FEB/2037	N/A	31396PRK9	5,301,003	5,855,690.58	0.53%
PRUDENTIAL FINANCIAL INC 6% BDS 01/DEC/2017	N/A	74432QBC8	5,000,000	5,825,410.00	0.53%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	5,500,000	5,753,742.50	0.52%
FANNIE MAE 2007-66 AH RCR 6.000% 25/JUL/2037	N/A	31396WZD1	5,613,263	5,747,897.83	0.52%
REYNOLDS AMERICAN INC 7.625% SNR NTS 01/JUN/2016	N/A	761713AE6	4,700,000	5,640,963.50	0.51%
FEDERAL NATIONAL MORTGAGE ASSOC 0% NTS 01/JUN/2017	N/A	31359MEL3	6,000,000	5,521,680.00	0.50%
ENERGY TRANSFER PARTNERS 9.7% 15/MAR/2019	N/A	29273RAK5	4,250,000	5,433,595.25	0.49%
SUNOCO LOGISTICS PARTNERS LP 5.5% BDS 15/FEB/2020	N/A	86765BAG4	5,000,000	5,373,005.00	0.49%
ARISTOTLE HOLDING INC 4.75% BDS 15/NOV/2021	N/A	04044TAE6	5,000,000	5,351,090.00	0.48%
L-3 COMMUNICATIONS CORP 5.2% SNR NTS 15/OCT/2019	N/A	502413AY3	5,000,000	5,340,495.00	0.48%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	5,000,000	5,321,600.00	0.48%
FEDERAL HOME LOAN BANKS 2.75% BDS 13/MAR/2015	N/A	3133XWX95	5,000,000	5,305,820.00	0.48%
SUNOCO LOGISTICS PARTNERS LP 4.65% BDS 15/FEB/2022	N/A	86765BAJ8	5,000,000	5,234,275.00	0.47%
CANADIAN PACIFIC RAILWAYS 4.5% BDS 15/JAN/2022	N/A	13645RAP9	5,000,000	5,160,040.00	0.47%
AMERICAN HONDA FINANCE CORP 7.625% MTN 01/OCT/2018	N/A	02666QD75	4,000,000	5,077,940.00	0.46%
WEATHERFORD INTERNATIONAL INC FLTG RATE NTS	N/A	947075AB3	4,700,000	5,065,744.60	0.46%
METLIFE INSTITUTIONAL FUNDING II 1.625% BDS	N/A	59157BAH5	5,000,000	4,995,490.00	0.45%
CYTEC INDUSTRIES INC 8.95% NTS 01/JUL/2017 USD2000	N/A	232820AH3	4,000,000	4,976,344.00	0.45%
DIRECTV HLDGS/FINANCE 3.8% BDS 15/MAR/2022 USD1000	N/A	25459HBD6	5,000,000	4,931,360.00	0.45%
FNMA MORTPASS 5.5% 01/MAY/2016 HY PN# 873863	N/A	31409KZ42	4,663,377	4,890,230.37	0.44%
METLIFE INC 6.75% BDS 01/JUN/2016 USD1000	N/A	59156RAU2	4,000,000	4,752,252.00	0.43%
SUNTRUST BANK ATLANTA GA FLTG RATE SUB NTS	N/A	86787GAH5	5,000,000	4,563,450.00	0.41%
ALTRIA GROUP INC 4.75% 05/MAY/2021	N/A	02209SAL7	4,000,000	4,299,732.00	0.39%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	4,000,000	4,284,580.00	0.39%
NORDEA BANK AB 4.875% SUB NTS 13/MAY/2021	N/A	65557FAA4	4,350,000	4,233,472.20	0.38%
AT & T INC 3.875% 15/AUG/2021	N/A	00206RAZ5	4,000,000	4,230,808.00	0.38%
ENERGY TRANSFER PRTNRS L P SR NT 5.2% 01/FEB/2022	N/A	29273RAQ2	4,000,000	4,184,628.00	0.38%
JPMORGAN CHASE & CO 4.5% GTD SUB NTS 24/JAN/2022	N/A	46625HJD3	4,000,000	4,161,356.00	0.38%
PSEG POWER LLC 4.15% BDS 15/SEP/2021 USD1000	N/A	69362BAY8	4,000,000	4,120,440.00	0.37%
NEXEN INC 6.2% BDS 30/JUL/2019 USD1000	N/A	65334HAK8	3,500,000	4,061,897.00	0.37%
XEROX CORP 6.35% BDS 15/MAY/2018 USD2000	N/A	984121BW2	3,500,000	4,060,882.00	0.37%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	3,250,000	3,965,315.25	0.36%
ALLEGHENY TECHNOLOGIES INC 5.95% BDS 15/JAN/2021	N/A	01741RAE2	3,500,000	3,793,688.50	0.34%
UNITED STATES TREAS BDS TIPS 15/JAN/2019	N/A	912828JX9	3,000,000	3,789,697.93	0.34%
ARCELORMITTAL SA LUXEMBOURG CR SENS 5.5%	N/A	03938LAU8	3,850,000	3,778,678.75	0.34%
FMR CORP 7.49% NTS 15/JUN/2019 USD1000	N/A	302508AM8	3,250,000	3,746,938.00	0.34%
CONTINENTAL AIRLINES INC VAR 02/JUN/2015	N/A	210795PR5	3,852,498	3,698,398.34	0.33%
FNMA MORTPASS 4.3% 01/JUL/2021 MI PN# 464279	N/A	31381LXG7	3,376,675	3,653,246.97	0.33%
NATIONAL RURAL UTILS COOP FIN BD 10.375%	N/A	637432LR4	2,500,000	3,625,820.00	0.33%
TOYOTA MOTOR CREDIT CORP 4.50% 17/JUN/2020	N/A	89233P4C7	3,250,000	3,572,744.50	0.32%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	3,000,000	3,516,177.00	0.32%
CANADIAN OCCIDENTAL PETE LTD NT 7.4% 01/MAY/2028	N/A	136420AF3	3,000,000	3,398,097.00	0.31%
MORGAN STANLEY CAPITAL I INC 2011-C1 A-4 VARIABLE	N/A	617458AG9	3,000,000	3,392,562.00	0.31%
TRANSOCEAN SEDCO FOREX INC 6.5% BDS 15/NOV/2020	N/A	893830AY5	3,000,000	3,354,372.00	0.30%
TEVA PHARMACEUTICAL FINANCE IV FRN 21/MAR/2014	N/A	88166DAB2	3,300,000	3,308,514.00	0.30%
GREENWICH CAPITAL COMMERCIAL FUNDING CORP 5.444%	N/A	20173QAE1	3,000,000	3,301,260.00	0.30%
HSBC BANK US 6% BDS 09/AUG/2017 USD250000	N/A	4042Q1AC1	3,000,000	3,266,217.00	0.30%
PRUDENTIAL FINANCIAL INC 4.75% NTS 17/SEP/2015	N/A	74432QBJ3	3,000,000	3,256,527.00	0.29%
FMR CORP SR NT 144A 14/DEC/2040	N/A	30251BAC2	3,000,000	3,185,427.00	0.29%
HSBC HLDGS 6.8% BDS 01/JUN/2038 USD100000	N/A	404280AJ8	2,750,000	3,148,956.25	0.28%
AMERICAN HONDA FINANCE 2.50% 21/SEP/2015	N/A	02666QG64	3,000,000	3,102,327.00	0.28%
HSBC BANK USA NATIONAL ASSOCIATION 4.875% BDS	N/A	4042Q1AE7	3,000,000	3,073,953.00	0.28%
PRIDE INTL INC DEL SR NT 6.875% 15/AUG/2020	N/A	74153QAH5	2,500,000	3,048,662.50	0.28%
XSTRATA CANADA CORP 6% 15/OCT/2015	N/A	655422AT0	2,740,000	3,022,483.04	0.27%
HEWLETT-PACKARD CO 4.05% MTG BDS 15/SEP/2022	N/A	428236BX0	3,000,000	2,987,784.00	0.27%
NATIONAL RETAIL PROPERTIES INC 6.875% NTS	N/A	637417AB2	2,580,000	2,941,703.10	0.27%
MORGAN STANLEY SR NT 5.5% 26/JAN/2020	N/A	61747YCM5	3,000,000	2,925,840.00	0.26%
ALLEGHENY TECHNOLOGIES INC 9.375% BDS 01/JUN/2019	N/A	01741RAC6	2,246,000	2,835,889.44	0.26%
BANC AMERICA COML MTG INC 5.182% CMO 10/SEP/2047	N/A	05947U4D7	2,500,000	2,791,682.50	0.25%
MORGAN STANLEY CAPITAL I TR FRN 12/OCT/2052 USD1	N/A	617451CR8	2,500,000	2,766,435.00	0.25%
MORGAN STANLEY CAPITAL I INC 2011-C1 A-2 3.884%	N/A	617458AC8	2,500,000	2,666,530.00	0.24%
LB UBS COMMERCIAL MORTGAGE TRUST 4.367% MTG BDS	N/A	52108HZY3	2,500,000	2,631,665.00	0.24%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-1	N/A	233050AN3	2,443,264	2,597,468.62	0.23%
FEDERAL NATIONAL MORTGAGE ASSOC 3.25% BDS	N/A	31398AMW9	2,500,000	2,578,255.00	0.23%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-3	N/A	233050AC7	2,250,000	2,531,877.75	0.23%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	2,250,000	2,473,825.50	0.22%
ONCOR ELECTRIC DELIVERY CO 6.8% NTS 01/SEP/2018	N/A	68233JAD6	2,000,000	2,417,714.00	0.22%
XSTRATA FINANCE CANADA 5.8% BDS 15/NOV/2016	N/A	98417EAB6	2,148,000	2,412,953.65	0.22%
GENERAL ELECTRIC CAPITAL CORP 6% BDS 07/AUG/2019	N/A	36962G4D3	2,000,000	2,335,520.00	0.21%
LB-UBS COMMERCIAL MORTGAGE TRUST 2005-C1 A-J	N/A	52108H2W3	2,200,000	2,266,512.60	0.20%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-4 5.560%	N/A	362332AE8	2,000,000	2,253,230.00	0.20%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2007-C6 A-3B	N/A	17311QBH2	2,000,000	2,228,864.00	0.20%
ENERGY TRANSFER PRTNRS L P SR NT 6.5% 01/FEB/2042	N/A	29273RAR0	2,000,000	2,107,462.00	0.19%
XSTRATA FINANCE CANADA 4.95% BDS 15/NOV/2021	N/A	98417EAK6	2,000,000	2,095,288.00	0.19%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-M 5.591%	N/A	362332AG3	2,000,000	2,090,294.00	0.19%
INTEGRYS ENERGY GROUP INC 4.17% BDS 01/NOV/2020	N/A	45822PAA3	2,000,000	2,080,722.00	0.19%
TOYOTA MTR CRD CORP MTN BE FR 3.4% 15/SEP/2021	N/A	89233P5F9	2,000,000	2,054,076.00	0.19%
CREDIT ACCEPTANCE AUTO LOAN TRUST 2012-1A A 2.2%	N/A	22532VAA0	2,000,000	2,033,125.00	0.18%
BARRICK GOLD CORP 5.25% 01/APR/2042	N/A	067901AG3	2,000,000	1,995,843.00	0.18%
HSBC HLDGS PLC SR NT 4% 30/MAR/2022	N/A	404280AN9	2,000,000	1,982,440.00	0.18%
MORGAN STANLEY 5.75% NTS 25/JAN/2021 USD1000	N/A	61747WAF6	2,000,000	1,963,564.00	0.18%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	1,500,000	1,956,858.00	0.18%
CITIGROUP INC 8.125% BDS 15/JUL/2039 USD1000	N/A	172967EW7	1,500,000	1,943,985.00	0.18%
ANHEUSER BUSCH INBEV WORLDWIDE INC 6.875% GTD NTS	N/A	03523TBH0	1,500,000	1,911,970.50	0.17%
BEAR STEARNS COMM MTG SEC 2005-T18 A4 4.933%	N/A	07383F5K0	1,700,000	1,847,718.10	0.17%
PACIFICORP 1ST MTG 5.65% 15/JUL/2018	N/A	695114CH9	1,500,000	1,790,113.50	0.16%
LB-UBS COMMERCIAL MORTGAGE TRUST 2008-C1 2008-C1	N/A	50180LAC4	1,500,000	1,751,812.50	0.16%
WEATHERFORD INTERNATIONAL INC 6.35% SNR NTS	N/A	947074AJ9	1,465,000	1,691,692.64	0.15%
GS MORTGAGE SECURITIES CORPORATION II VAR RATE DUE	N/A	36228CTH6	1,500,000	1,618,327.50	0.15%
MORGAN STANLEY CAPITAL 1 INC FR CMO 12/AUG/2041	N/A	61749MAW9	1,479,000	1,613,818.25	0.15%
JP MORGAN CHASE COMMERCIAL MORTGAGE 5.475% MTG BDS	N/A	46625YP64	1,359,000	1,520,609.56	0.14%
WAL-MART STORES INC 4.625% BDS 15/APR/2041 USD1000	N/A	931142DB6	1,250,000	1,512,961.25	0.14%
LB-UBS COMM MTGE TRUST VAR 15/NOV/2040	N/A	52108MAJ2	1,500,000	1,502,772.00	0.14%
IMC GLOBAL INC 7.3% NOTES 15/JAN/2028 USD1000	N/A	449669AK6	1,205,000	1,473,120.94	0.13%
COMMONWEALTH REIT 6.25% BDS 15/JUN/2017 USD1000	N/A	40426WAU5	1,250,000	1,331,090.00	0.12%
TRANSOCEAN INC(NEW) 7.35% BDS 15/DEC/2041 USD1000	N/A	893830AZ2	1,000,000	1,182,348.00	0.11%
MORGAN STANLEY CAPITAL I TR 5.809% BDS 12/DEC/2049	N/A	61756UAE1	1,000,000	1,144,407.00	0.10%
WEATHERFORD INTERNATIONAL LTD 6% SNR NTS	N/A	947075AD9	1,000,000	1,131,323.00	0.10%
SUNOCO LOGISTICS PARTNERS GTD SRNT 8.75%	N/A	86765BAF6	1,000,000	1,102,877.00	0.10%
JPMORGAN CHASE & CO VAR PERP	N/A	46625HHA1	1,000,000	1,095,520.00	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383FU71	1,000,000	1,075,316.00	0.10%
AIRGAS INC 4.5% BDS 15/SEP/2014 USD1000	N/A	009363AG7	1,000,000	1,071,114.00	0.10%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	1,000,000	1,067,510.00	0.10%
GLOBAL MARINE INC 7% NOTES 01/JUN/2028 USD1000	N/A	379352AL1	1,000,000	1,027,918.00	0.09%
MORGAN STANLEY CAPITAL I SER 2005-T19 CL A4	N/A	61745M5J8	1,000,000	1,026,146.00	0.09%
MORGAN STANLEY CAPITAL I TR 5.712% CMO 12/JUL/2044	N/A	61750CAD9	1,000,000	1,015,604.00	0.09%
PRINCIPAL LIFE INCOME FUNDING TRUST 5.3% MTN	N/A	74254PVP4	750,000	773,476.50	0.07%
BANC AMERICA COML MTG INC 4.913% MTG BDS	N/A	05947UM39	700,000	751,968.00	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2005-6 A-J	N/A	05947U4F2	730,000	744,063.45	0.07%
COMMERCIAL MORTGAGE TRUST 5.475% CMO 10/MAR/2039	N/A	20173QAG6	750,000	744,321.75	0.07%
LB-UBS COML MTG TR 5.845% CMO 15/JUL/2040 USD	N/A	52109PAB1	719,081	729,619.40	0.07%
BEAR STEARNS COM MTG SECS INC VAR MTG BDS	N/A	07387BFU2	500,000	534,293.50	0.05%
LB-UBS COMMERCIAL MORTGAGE TRUST 2004-C4 A-3	N/A	52108HE34	383,384	392,484.71	0.04%
CONTINENTAL AIRLINES INC 7.707% BDS 02/OCT/2022	N/A	210805DD6	309,759	334,911.37	0.03%
ACCESS GROUP INC CLS'A2'FLTG RATE BDS 25/SEP/2025	N/A	00432CAL5	223,210	222,356.71	0.02%
MORGAN STANLEY CAPITAL I SER 2005-T19 CL A3	N/A	61745M5E9	170,146	170,088.57	0.02%

Holding	Ticker	Security No	Shares	Market Value	Percent
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	24,000,000	27,146,736.00	2.46%
FHLMCGLD MORTPASS 3.5% 01/JAN/2042 G0 PN# G08473	N/A	3128MJQ37	24,955,940	25,765,338.25	2.34%
PRIVATE EXPORT FUNDING 4.300% 15/DEC/2021	N/A	742651DJ8	20,000,000	23,152,200.00	2.10%
FEDERAL HOME LOAN BANKS 3% BDS 24/JUN/2013 USD5000	N/A	3133XTYG5	20,000,000	20,709,300.00	1.88%
FEDERAL HOME LN MTG CORP FR 1%20/AUG/2014	N/A	3134G2UA8	20,000,000	20,258,000.00	1.84%
GINNIE MAE 2010-6 PC 5.000% 16/MAR/2037	N/A	38376TSV5	15,000,000	16,463,997.00	1.49%
TENNESSEE VALLEY AUTHORITY 5.88% DEB 01/APR/2036	N/A	880591CS9	11,793,000	15,793,114.84	1.43%
FNMA MORTPASS 3.5% 01/JAN/2042 CL PN# AK1082	N/A	3138E5FY9	14,968,643	15,489,203.99	1.40%
FEDERAL HOME LN MTG CORP MTN FR 5.35%01/AUG/2015	N/A	3128X2RL1	13,000,000	14,991,535.00	1.36%
FREDDIE MAC 3540 LN 4.500% 15/APR/2038	N/A	31398EBR4	13,665,637	14,729,762.39	1.34%
FANNIE MAE 2007-74 QC 6.000% 25/FEB/2036	N/A	31396WR24	13,652,000	14,617,237.36	1.33%
FREDDIE MAC 2653 C 3.875% 15/JUN/2023	N/A	31393WPN3	13,246,633	13,910,726.61	1.26%
AID-ISRAEL 5.5% BDS 04/DEC/2023 USD1000 CLS'2'	N/A	46513EGV8	10,602,000	13,551,900.48	1.23%
GINNIE MAE 2010-37 ML 4.500% 20/DEC/2038	N/A	38376XJX2	12,000,000	13,226,929.20	1.20%
UNITED STATES TREAS BDS 05.250% 15/FEB/2029	N/A	912810FG8	9,000,000	12,182,346.00	1.10%
ROWAN COS INC 5.0% BDS 01/SEP/2017 USD1000	N/A	779382AN0	11,280,000	12,103,710.72	1.10%
LORILLARD TOBACCO CO 6.875% BDS 01/MAY/2020	N/A	544152AB7	10,000,000	11,885,890.00	1.08%
CALIFORNIA STATE 5.7% MUN BDS 01/NOV/2021 USD5000	N/A	13063BJA1	10,250,000	11,720,670.00	1.06%
FREDDIE MAC 3189 PC 6.000% 15/AUG/2035	N/A	31396UAQ3	10,000,000	10,992,417.00	1.00%
STUDENT LOAN MARKETING ASSOC INC 0% BDS	N/A	863871AM1	14,956,000	10,815,057.50	0.98%
FHLMC REMIC SERIES 3451 VB 15/MAY/2028 5.00000	N/A	31397TPE6	10,000,000	10,795,940.00	0.98%
FNMA REMIC TRUST 2008-55 VB 25/FEB/2027 5.00000	N/A	31397L5J4	10,000,000	10,786,711.00	0.98%
FREDDIE MAC 3036 TM-MAC 4.500% 15/DEC/2034	N/A	31396AZ72	10,000,000	10,706,102.00	0.97%
FANNIE MAE 2005-53 MH 5.500% 25/MAR/2034	N/A	31394DE30	10,000,000	10,636,885.00	0.96%
HOSPIRA INC 6.05% BDS 30/MAR/2017 USD1000	N/A	441060AJ9	9,499,000	10,626,673.79	0.96%
PRIVATE EXPORT FUNDING CORP 3.05% BDS 15/OCT/2014	N/A	742651DH2	10,000,000	10,610,120.00	0.96%
FEDERAL FARM CREDIT BANKS 2.8% BDS 05/NOV/2014	N/A	31331G2Y4	10,000,000	10,558,740.00	0.96%
FEDERAL HOME LOAN BANKS CONS BD 3.125% 13/DEC/2013	N/A	3133XSP93	10,000,000	10,488,100.00	0.95%
FNMA MORTPASS 4.5% 01/MAR/2039 CL PN# AA4433	N/A	31416M4T8	9,795,783	10,446,721.90	0.95%
AMGEN INC 3.875% BDS 15/NOV/2021 USD1000	N/A	031162BM1	10,000,000	10,391,590.00	0.94%
FHLMC REMIC SERIES 3334 MD 15/JUN/2035 5.00000	N/A	31397HVT2	10,000,000	10,374,115.00	0.94%
FEDERAL HOME LOAN MORTGAGE CORP 2.25% NTS	N/A	3134G3JU5	10,000,000	10,287,650.00	0.93%
INTERNATIONAL NEDERLAND BANK NV 144A 5.125% DUE	N/A	449786AA0	10,400,000	10,193,528.80	0.92%
KINROSS GOLD CORP 5.125% BDS 01/SEP/2021 USD1000	N/A	496902AF4	10,000,000	10,186,540.00	0.92%
FNMA MORTPASS 4% 01/JAN/2041 CL PN# AH1422	N/A	3138A2SL4	9,581,917	10,098,014.83	0.92%
STANDARD CHARTERED BANK 6.4% DATED SUB NTS	N/A	853250AB4	9,155,000	10,062,260.50	0.91%
DTE ENERGY CO NT VAR 13 03/JUN/2013	N/A	233331AP2	10,000,000	10,031,990.00	0.91%
BIOGEN IDEC INC 6.875% SNR NTS 01/MAR/2018 USD1000	N/A	09062XAB9	8,000,000	9,847,944.00	0.89%
CVS CAREMARK CORP 6.943% BDS 10/JAN/2030 USD1000	N/A	126650BQ2	8,446,304	9,713,586.96	0.88%
FARMER MAC GTD NTS TRUST 2007-1 5.125% GTD BDS	N/A	30769QAA8	8,225,000	9,540,350.23	0.87%
HARLEY-DAVIDSON FDG 6.8% BDS 15/JUN/2018 USD1000	N/A	41283DAB9	8,000,000	9,438,744.00	0.86%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	8,350,000	9,369,059.05	0.85%
FEDERAL HOME LOAN BANKS 3.625% BDS 12/MAR/2021	N/A	3133732Y7	8,000,000	8,882,792.00	0.81%
GINNIE MAE 2010-61 PC 4.500% 20/FEB/2037	N/A	38377FBQ3	8,000,000	8,794,860.80	0.80%
ENSCO PLC 4.7% BDS 15/MAR/2021 USD1000	N/A	29358QAA7	8,000,000	8,758,936.00	0.79%
AGRIUM INC 6.75% BDS 15/JAN/2019 USD1000	N/A	008916AH1	7,173,000	8,741,484.05	0.79%
AMERICAN AIRLINES INC 8.625% NTS 15/OCT/2021	N/A	02377VAA0	8,150,000	8,639,000.00	0.78%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	8,000,000	8,527,800.00	0.77%
FIFTH THIRD BANK 4.5% 01JUN01/JUN/2018	N/A	316773AD2	8,130,000	8,422,468.62	0.76%
SOVEREIGN BANK 8.75% NTS 30/MAY/2018 USD1000	N/A	84603MXU5	7,500,000	8,338,485.00	0.76%
TRANSOCEAN INC SR NT 6.375% 15/DEC/2021	N/A	893830BB4	7,000,000	8,261,050.00	0.75%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	7,000,000	7,904,631.00	0.72%
FANNIE MAE 2009-78 BM 4.000% 25/JUN/2039	N/A	31398FLA7	7,265,454	7,679,965.35	0.70%
COOK CNTY ILL TAXABLE-SER C 15/NOV/2033 06.205	N/A	213185EX5	7,020,000	7,649,623.80	0.69%
AT & T INC 3.875% 15/AUG/2021	N/A	00206RAZ5	7,000,000	7,538,027.00	0.68%
XEROX CORP VAR BDS 16/MAY/2014 USD10000	N/A	984121CC5	7,500,000	7,393,560.00	0.67%
TIME WARNER CABLE 4% BDS 01/SEP/2021 USD1000	N/A	88732JBA5	7,000,000	7,322,553.00	0.66%
PRIVATE EXPORT FUNDING CORP 2.25% BDS 15/DEC/2017	N/A	742651DK5	7,000,000	7,286,825.00	0.66%
FANNIE MAE 2010-122 TG 3.000% 25/APR/2039	N/A	31398SCP6	6,969,892	7,172,010.86	0.65%
GINNIE MAE 2010-112 QM 2.500% 20/SEP/2039	N/A	38377KN22	6,835,899	7,043,909.97	0.64%
FANNIE MAE 2010-86 VB 3.000% 25/MAY/2028	N/A	31398TTE1	6,718,048	7,018,521.38	0.64%
GENERAL ELECTRIC CAPITAL CORP 5.3% BDS 11/FEB/2021	N/A	369622SM8	6,000,000	6,610,740.00	0.60%
FHLMCGLD MORTPASS 5% 01/APR/2039 A8 PN# A85748	N/A	312932L53	6,092,801	6,564,992.60	0.60%
SABMILLER HLDGS INC 3.75% GTD NTS 15/JAN/2022	N/A	78573AAA8	6,000,000	6,257,916.00	0.57%
FANNIE MAE 2007-66 AH RCR 6.000% 25/JUL/2037	N/A	31396WZD1	6,041,166	6,213,819.35	0.56%
DAIMLER FINANCE NA LLC 2.95% BDS 11/JAN/2017	N/A	233851AK0	6,000,000	6,198,840.00	0.56%
IMC GLOBAL INC 7.375% BDS 01/AUG/2018 USD1000	N/A	449669CD0	5,000,000	6,185,465.00	0.56%
GRUPO BIMBO SAB DE CV 4.25% GTD 25/JAN/2022	N/A	40052VAB0	6,000,000	6,184,902.00	0.56%
FREDDIE MAC 3665 KA 3.000% 15/MAY/2036	N/A	31398QCV7	5,929,459	6,141,426.84	0.56%
FANNIE MAE 2007-6 PA-RCR 5.500% 25/FEB/2037	N/A	31396PRK9	5,473,342	6,097,536.55	0.55%
FEDERAL HOME LN BKS CONS BD 5% 12/MAR/2021	N/A	3133XEWA3	5,000,000	6,055,780.00	0.55%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	5,500,000	5,930,606.00	0.54%
PRUDENTIAL FINANCIAL INC 6% BDS 01/DEC/2017	N/A	74432QBC8	5,000,000	5,849,785.00	0.53%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	5,320,000	5,779,009.60	0.52%
REYNOLDS AMERICAN INC 7.625% SNR NTS 01/JUN/2016	N/A	761713AE6	4,700,000	5,668,087.20	0.51%
FEDERAL NATIONAL MORTGAGE ASSOC 0% NTS 01/JUN/2017	N/A	31359MEL3	6,000,000	5,560,494.00	0.50%
SUNOCO LOGISTICS PARTNERS LP 5.5% BDS 15/FEB/2020	N/A	86765BAG4	5,000,000	5,460,855.00	0.50%
ENERGY TRANSFER PARTNERS 9.7% 15/MAR/2019	N/A	29273RAK5	4,250,000	5,457,187.00	0.49%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	5,000,000	5,437,375.00	0.49%
L-3 COMMUNICATIONS CORP 5.2% SNR NTS 15/OCT/2019	N/A	502413AY3	5,000,000	5,397,980.00	0.49%
ARISTOTLE HOLDING INC 4.75% BDS 15/NOV/2021	N/A	04044TAE6	5,000,000	5,370,625.00	0.49%
WEATHERFORD INTERNATIONAL INC FLTG RATE NTS	N/A	947075AB3	4,700,000	5,360,044.50	0.49%
FEDERAL HOME LOAN BANKS 2.75% BDS 13/MAR/2015	N/A	3133XWX95	5,000,000	5,311,330.00	0.48%
SUNOCO LOGISTICS PARTNERS LP 4.65% BDS 15/FEB/2022	N/A	86765BAJ8	5,000,000	5,286,690.00	0.48%
CANADIAN PACIFIC RAILWAYS 4.5% BDS 15/JAN/2022	N/A	13645RAP9	5,000,000	5,169,705.00	0.47%
TOYOTA MOTOR CRED 3.4% BDS 15/SEP/2021 USD1000	N/A	89233P5F9	5,000,000	5,149,150.00	0.47%
AMERICAN HONDA FINANCE CORP 7.625% MTN 01/OCT/2018	N/A	02666QD75	4,000,000	5,130,340.00	0.47%
POOLED FUNDING TRUST II 2.625% P/THRU CTF	N/A	73279AAA6	5,000,000	5,007,970.00	0.45%
FNMA MORTPASS 5.879% 01/MAY/2016 HY PN# 873863	N/A	31409KZ42	4,670,534	4,926,251.70	0.45%
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	4,913,946	4,913,945.70	0.45%
METLIFE INC 6.75% BDS 01/JUN/2016 USD1000	N/A	59156RAU2	4,000,000	4,787,260.00	0.43%
CYTEC INDUSTRIES INC 8.95% NTS 01/JUL/2017 USD2000	N/A	232820AH3	4,000,000	4,776,264.00	0.43%
SUNTRUST BANK ATLANTA GA FLTG RATE SUB NTS	N/A	86787GAH5	5,000,000	4,589,055.00	0.42%
ALTRIA GROUP INC 4.75% 05/MAY/2021	N/A	02209SAL7	4,000,000	4,406,492.00	0.40%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	4,000,000	4,381,656.00	0.40%
ENERGY TRANSFER PA 5.2% BDS 01/FEB/2022 USD1000	N/A	29273RAQ2	4,000,000	4,305,824.00	0.39%
JPMORGAN CHASE & CO 4.5% GTD SUB NTS 24/JAN/2022	N/A	46625HJD3	4,000,000	4,250,180.00	0.39%
PSEG POWER LLC 4.15% BDS 15/SEP/2021 USD1000	N/A	69362BAY8	4,000,000	4,216,708.00	0.38%
NORDEA BANK AB 4.875% SUB NTS 13/MAY/2021	N/A	65557FAA4	4,350,000	4,183,808.25	0.38%
NEXEN INC 6.2% BDS 30/JUL/2019 USD1000	N/A	65334HAK8	3,500,000	4,157,398.00	0.38%
XEROX CORP 6.35% BDS 15/MAY/2018 USD2000	N/A	984121BW2	3,500,000	4,030,981.50	0.37%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	3,250,000	3,994,230.50	0.36%
BANK OF AMERICA CORP 6.1% BDS 15/JUN/2017	N/A	06050TKW1	3,800,000	3,979,808.40	0.36%
ALLEGHENY TECHNOLOGIES INC 5.95% BDS 15/JAN/2021	N/A	01741RAE2	3,500,000	3,873,474.50	0.35%
UNITED STATES TREAS BDS TIPS 15/JAN/2019	N/A	912828JX9	3,000,000	3,820,949.87	0.35%
FMR CORP 7.49% NTS 15/JUN/2019 USD1000	N/A	302508AM8	3,250,000	3,808,132.25	0.35%
ARCELORMITTAL 5.5% BDS 01/MAR/2021 USD1000	N/A	03938LAU8	3,850,000	3,805,166.75	0.34%
WAL-MART STORES INC 4.625% BDS 15/APR/2041 USD1000	N/A	931142DB6	3,000,000	3,796,167.00	0.34%
FNMA MORTPASS 4.3% 01/JUL/2021 MI PN# 464279	N/A	31381LXG7	3,399,613	3,697,208.64	0.34%
CONTINENTAL AIRLINES INC VAR 02/JUN/2015	N/A	210795PR5	3,852,498	3,679,135.85	0.33%
NATL RURAL UTL FIN 10.375% BDS 01/NOV/2018 USD	N/A	637432LR4	2,500,000	3,649,130.00	0.33%
TOYOTA MOTOR CREDIT CORP 4.50% 17/JUN/2020	N/A	89233P4C7	3,250,000	3,608,348.25	0.33%
VERIZON COMMUNICATIONS INC 5.5% BDS 15/FEB/2018	N/A	92343VAL8	3,000,000	3,562,569.00	0.32%
TRANSOCEAN SEDCO FOREX INC 6.5% BDS 15/NOV/2020	N/A	893830AY5	3,000,000	3,498,735.00	0.32%
CANADIAN OCCIDENTAL PETE LTD NT 7.4% 01/MAY/2028	N/A	136420AF3	3,000,000	3,453,333.00	0.31%
MORGAN STANLEY CAPITAL I INC 2011-C1 A-4 VARIABLE	N/A	617458AG9	3,000,000	3,443,571.00	0.31%
GREENWICH CAPITAL COMMERCIAL FUNDING CORP 5.444%	N/A	20173QAE1	3,000,000	3,330,603.00	0.30%
TEVA PHARMACEUTICAL FINANCE IV FRN 21/MAR/2014	N/A	88166DAB2	3,300,000	3,301,072.50	0.30%
FMR CORP SR NT 144A 14/DEC/2040	N/A	30251BAC2	3,000,000	3,299,940.00	0.30%
HSBC BANK US 6% BDS 09/AUG/2017 USD250000	N/A	4042Q1AC1	3,000,000	3,296,946.00	0.30%
PRUDENTIAL FINANCIAL INC 4.75% NTS 17/SEP/2015	N/A	74432QBJ3	3,000,000	3,268,278.00	0.30%
HSBC HLDGS 6.8% BDS 01/JUN/2038 USD100000	N/A	404280AJ8	2,750,000	3,137,560.25	0.28%
AMERICAN HONDA FINANCE 2.50% 21/SEP/2015	N/A	02666QG64	3,000,000	3,101,064.00	0.28%
PRIDE INTL INC 6.875% BDS 15/AUG/2020 USD1000	N/A	74153QAH5	2,500,000	3,045,355.00	0.28%
XSTRATA CANADA CORP 6% 15/OCT/2015	N/A	655422AT0	2,740,000	3,035,081.56	0.28%
HSBC BANK USA NATIONAL ASSOCIATION 4.875% BDS	N/A	4042Q1AE7	3,000,000	3,020,235.00	0.27%
NATIONAL RETAIL PROPERTIES INC 6.875% NTS	N/A	637417AB2	2,580,000	2,966,834.88	0.27%
MORGAN STANLEY 5.5% MTN 26/JAN/2020 USD1000	N/A	61747YCM5	3,000,000	2,942,151.00	0.27%
ALLEGHENY TECHNOLOGIES INC 9.375% BDS 01/JUN/2019	N/A	01741RAC6	2,246,000	2,895,372.50	0.26%
BANC AMERICA COML MTG INC 5.182% CMO 10/SEP/2047	N/A	05947U4D7	2,500,000	2,801,570.00	0.25%
MORGAN STANLEY CAPITAL I TR FRN 12/OCT/2052 USD1	N/A	617451CR8	2,500,000	2,781,850.00	0.25%
MORGAN STANLEY 3.45% MTN 02/NOV/2015 USD1000	N/A	61747YCT0	2,800,000	2,746,100.00	0.25%
MORGAN STANLEY CAPITAL I INC 2011-C1 A-2 3.884%	N/A	617458AC8	2,500,000	2,664,770.00	0.24%
LB UBS COMMERCIAL MORTGAGE TRUST 4.367% MTG BDS	N/A	52108HZY3	2,500,000	2,628,232.50	0.24%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-1	N/A	233050AN3	2,448,493	2,593,698.62	0.24%
FEDERAL NATIONAL MORTGAGE ASSOC 3.25% BDS	N/A	31398AMW9	2,500,000	2,584,675.00	0.23%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	2,250,000	2,580,752.25	0.23%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-3	N/A	233050AC7	2,250,000	2,573,793.00	0.23%
ONCOR ELECTRIC DELIVERY CO 6.8% NTS 01/SEP/2018	N/A	68233JAD6	2,000,000	2,448,400.00	0.22%
XSTRATA FINANCE CANADA 5.8% BDS 15/NOV/2016	N/A	98417EAB6	2,148,000	2,427,005.87	0.22%
GENERAL ELECTRIC CAPITAL CORP 6% BDS 07/AUG/2019	N/A	36962G4D3	2,000,000	2,333,236.00	0.21%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-4 5.560%	N/A	362332AE8	2,000,000	2,263,322.00	0.21%
CITIGROUP COMMERCIAL MORTGAGE TRUST 2007-C6 A-3B	N/A	17311QBH2	2,000,000	2,250,804.00	0.20%
LB-UBS COMMERCIAL MORTGAGE TRUST 2005-C1 A-J	N/A	52108H2W3	2,200,000	2,245,988.80	0.20%
ENERGY TRANSFER PA 6.5% BDS 01/FEB/2042 USD1000	N/A	29273RAR0	2,000,000	2,219,920.00	0.20%
XSTRATA FINANCE CANADA 4.95% BDS 15/NOV/2021	N/A	98417EAK6	2,000,000	2,160,168.00	0.20%
INTEGRYS ENERGY GROUP INC 4.17% BDS 01/NOV/2020	N/A	45822PAA3	2,000,000	2,118,102.00	0.19%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-M 5.591%	N/A	362332AG3	2,000,000	2,089,076.00	0.19%
MORGAN STANLEY 5.75% NTS 25/JAN/2021 USD1000	N/A	61747WAF6	2,000,000	1,982,464.00	0.18%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	1,500,000	1,975,095.00	0.18%
CITIGROUP INC 8.125% BDS 15/JUL/2039 USD1000	N/A	172967EW7	1,500,000	1,959,720.00	0.18%
ANHEUSER BUSCH INBEV WORLDWIDE INC 6.875% GTD NTS	N/A	03523TBH0	1,500,000	1,938,802.50	0.18%
BEAR STEARNS COMM MTG SEC 2005-T18 A4 4.933%	N/A	07383F5K0	1,700,000	1,851,747.10	0.17%
PACIFICORP 1ST MTG 5.65% 15/JUL/2018	N/A	695114CH9	1,500,000	1,808,052.00	0.16%
LB-UBS COMMERCIAL MORTGAGE TRUST 2008-C1 2008-C1	N/A	50180LAC4	1,500,000	1,742,046.00	0.16%
WEATHERFORD INTERNATIONAL INC 6.35% SNR NTS	N/A	947074AJ9	1,465,000	1,699,337.01	0.15%
MORGAN STANLEY CAPITAL 1 INC FR CMO 12/AUG/2041	N/A	61749MAW9	1,479,000	1,623,144.82	0.15%
GS MORTGAGE SECURITIES CORPORATION II VAR RATE DUE	N/A	36228CTH6	1,500,000	1,620,079.50	0.15%
LB-UBS COMM MTGE TRUST VAR 15/NOV/2040	N/A	52108MAJ2	1,500,000	1,534,498.50	0.14%
JP MORGAN CHASE COMMERCIAL MORTGAGE 5.475% MTG BDS	N/A	46625YP64	1,359,000	1,521,154.52	0.14%
IMC GLOBAL INC 7.3% NOTES 15/JAN/2028 USD1000	N/A	449669AK6	1,205,000	1,462,430.18	0.13%
COMMONWEALTH REIT 6.25% BDS 15/JUN/2017 USD1000	N/A	40426WAU5	1,250,000	1,335,012.50	0.12%
TRANSOCEAN INC(NEW) 7.35% BDS 15/DEC/2041 USD1000	N/A	893830AZ2	1,000,000	1,276,044.00	0.12%
MORGAN STANLEY CAPITAL I TR 5.809% BDS 12/DEC/2049	N/A	61756UAE1	1,000,000	1,154,912.00	0.10%
WEATHERFORD INTERNATIONAL LTD 6% SNR NTS	N/A	947075AD9	1,000,000	1,149,133.00	0.10%
SUNOCO LOGISTICS PARTNERS GTD SRNT 8.75%	N/A	86765BAF6	1,000,000	1,107,772.00	0.10%
JPMORGAN CHASE & CO VAR PERP	N/A	46625HHA1	1,000,000	1,087,880.00	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383FU71	1,000,000	1,079,455.00	0.10%
GLOBAL MARINE INC 7% NOTES 01/JUN/2028 USD1000	N/A	379352AL1	1,000,000	1,075,481.00	0.10%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	1,000,000	1,073,627.00	0.10%
AIRGAS INC 4.5% BDS 15/SEP/2014 USD1000	N/A	009363AG7	1,000,000	1,054,224.00	0.10%
MORGAN STANLEY CAPITAL I TR 5.712% CMO 12/JUL/2044	N/A	61750CAD9	1,000,000	1,027,612.00	0.09%
MORGAN STANLEY CAPITAL I SER 2005-T19 CL A4	N/A	61745M5J8	1,000,000	1,013,233.00	0.09%
PRINCIPAL LIFE INCOME FUNDING TRUST 5.3% MTN	N/A	74254PVP4	750,000	776,305.50	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2005-6 A-J	N/A	05947U4F2	730,000	749,154.47	0.07%
COMMERCIAL MORTGAGE TRUST 5.475% CMO 10/MAR/2039	N/A	20173QAG6	750,000	740,485.50	0.07%
BANC AMERICA COML MTG INC 4.913% MTG BDS	N/A	05947UM39	700,000	737,769.20	0.07%
LB-UBS COML MTG TR 5.845% CMO 15/JUL/2040 USD	N/A	52109PAB1	719,491	731,381.01	0.07%
BEAR STEARNS COM MTG SECS INC VAR MTG BDS	N/A	07387BFU2	500,000	538,752.00	0.05%
LB-UBS COMMERCIAL MORTGAGE TRUST 2004-C4 A-3	N/A	52108HE34	386,168	396,123.80	0.04%
CONTINENTAL AIRLINES INC 7.707% BDS 02/OCT/2022	N/A	210805DD6	309,759	332,588.17	0.03%
ACCESS GROUP INC CLS'A2'FLTG RATE BDS 25/SEP/2025	N/A	00432CAL5	270,769	269,871.89	0.02%
MORGAN STANLEY CAPITAL I SER 2005-T19 CL A3	N/A	61745M5E9	192,599	192,564.04	0.02%

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