Resource Center

NVIT Core Plus 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 -	18.46%
FHLMC GOLD TBA 30 YR TBA 04.000% MAY	4.71%
TBA FHLMC GOLD SF 4.50 30 YRS MAY	3.98%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	3.09%
USA TREASURY NTS FLT DEB 15/JAN/2017 USD1000	2.55%
TBA FNMA SF 4.00 30 YRS MAY	2.41%
UNITED STATES OF AMER TREAS BONDS 6.875%	2.09%
UNITED STATES TREAS NTS TIPS 1.125% 15/JAN/2021	2.07%
TBA FHLMC GOLD SF 5.50 30 YRS MAY	1.96%
UNITED STATES TREAS NTS 1.125% 15/DEC/2012	1.93%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	192,833,357	192,833,357.23	18.46%
FHLMC GOLD TBA 30 YR TBA 04.000% MAY	N/A	02R040656	46,590,000	49,145,172.64	4.71%
TBA FHLMC GOLD SF 4.50 30 YRS MAY	N/A	02R042652	38,980,000	41,562,425.00	3.98%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	27,875,000	32,267,486.75	3.09%
USA TREASURY NTS FLT DEB 15/JAN/2017 USD1000	N/A	912828GD6	20,020,000	26,623,251.92	2.55%
TBA FNMA SF 4.00 30 YRS MAY	N/A	01F040651	23,845,000	25,219,812.09	2.41%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	14,390,000	21,881,793.75	2.09%
UNITED STATES TREAS NTS TIPS 1.125% 15/JAN/2021	N/A	912828PP9	18,155,000	21,669,575.96	2.07%
TBA FHLMC GOLD SF 5.50 30 YRS MAY	N/A	02R052651	18,840,000	20,514,992.81	1.96%
UNITED STATES TREAS NTS 1.125% 15/DEC/2012	N/A	912828MB3	20,000,000	20,117,180.00	1.93%
UNITED STATES TREAS BILLS DT	N/A	912795Y96	18,000,000	17,993,880.00	1.72%
UNITED STATES TREAS NTS 0.375% 30/SEP/2012	N/A	912828NX4	15,000,000	15,014,655.00	1.44%
FHLMCGLD MORTPASS 4.5% 01/JUL/2041 Q0 PN# Q01759	N/A	3132GE5U0	13,172,096	14,086,682.01	1.35%
TBA FNMA SF 4.50 30 YRS MAY	N/A	01F042657	12,520,000	13,404,225.00	1.28%
TBA FHLMC 3.5% 30YRS MAY	N/A	02R032653	12,515,000	12,970,623.59	1.24%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31403C6L0	8,716,512	9,476,993.25	0.91%
GREENWICH CAPITAL COMMUNAL FUNDING 5.736% MTG BDS	N/A	20173VAE0	7,825,000	8,713,231.40	0.83%
FNMA MORTPASS 5% 01/AUG/2035 ZL PN# 310099	N/A	31374CNQ5	7,912,811	8,605,645.72	0.82%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	8,330,000	8,230,531.47	0.79%
FHLMCGLD MORTPASS 4% 01/APR/2041 A9 PN# A97968	N/A	312946Z90	7,278,695	7,696,224.83	0.74%
AMERICAN HONDA FINANCE CORP 1.45% BDS 27/FEB/2015	N/A	02666QK69	7,515,000	7,565,177.66	0.72%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	5,760,000	7,482,464.64	0.72%
TBA FNMA SF 5.00 30 YRS MAY	N/A	01F050650	6,825,000	7,411,523.44	0.71%
XEROX CORP 4.5% BDS 15/MAY/2021 USD1000	N/A	984121CD3	6,690,000	6,985,289.91	0.67%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402RFW4	6,342,134	6,897,442.19	0.66%
EXELON GENERATION CO LLC 4.00% 01/OCT/2020	N/A	30161MAH6	6,595,000	6,801,733.47	0.65%
LORILLARD TOBACCO CO 8.125% GTD SNR NTS	N/A	544152AA9	5,230,000	6,515,539.23	0.62%
ARISTOTLE HOLDING INC 2.65% NTS 15/FEB/2017	N/A	04044TAL0	6,285,000	6,397,985.45	0.61%
CD 2007 CD4 COML MTG TR 5.322% MTG BDS 11/DEC/2049	N/A	12513YAF7	5,500,000	6,093,934.00	0.58%
FREEPORT-MCMOR C&G 3.55% SNR 01/MAR/2022 USD	N/A	35671DAU9	6,090,000	6,017,425.47	0.58%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	4,998,000	5,506,016.71	0.53%
FNMA MORTPASS 4.5% 01/APR/2039 CL PN# 995672	N/A	31416CCH7	5,130,224	5,496,053.31	0.53%
WACHOVIA CMBS 5.509% BDS 15/APR/2047 USD1000	N/A	92978TAE1	5,000,000	5,451,780.00	0.52%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	5,190,000	5,419,366.86	0.52%
TBA FHLMC GOLD 4.00% 30 YR JUNE	N/A	02R040664	4,925,000	5,185,101.81	0.50%
UNITED STATES TREAS NTS TIPS 0.125% 15/APR/2017	N/A	912828SQ4	4,790,000	5,139,919.46	0.49%
QWEST CORP 6.75% NTS 01/DEC/2021 USD1000	N/A	74913GAX3	4,560,000	5,136,990.48	0.49%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-CB19	N/A	46630VAD4	4,500,000	5,129,833.50	0.49%
COMMERCIAL MTG LN TR 2008-LS1 CLS'A4B'MTG BKD FRN	N/A	20173WAE8	4,475,000	5,086,813.05	0.49%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2007-3 A4	N/A	059512AE3	4,500,000	5,056,119.00	0.48%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	5,320,000	4,999,922.20	0.48%
BANC OF AMERICA COMMERCIAL MORTGAGE 5.356% MTN	N/A	05950VAE0	4,500,000	4,960,723.50	0.47%
BANC AMER COML MTG TRUST 2006-2 5.414% CMO	N/A	05950XAE6	4,450,000	4,951,172.35	0.47%
GREENWICH CAPITAL COMMERCIAL FUNDING CORP 5.444%	N/A	20173QAE1	4,465,000	4,940,937.75	0.47%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	4,040,000	4,931,737.08	0.47%
ENCANA CORP 5.9% NTS 01/DEC/2017 USD1000	N/A	292505AF1	4,200,000	4,858,303.80	0.47%
DIRECTV HLDGS/FINANCE 2.4% BDS 15/MAR/2017 USD1000	N/A	25459HBC8	4,805,000	4,815,681.52	0.46%
GS MORTGAGE SECURITIES CORP II VAR MTG BDS	N/A	36246LAE1	4,225,000	4,692,783.55	0.45%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	4,250,000	4,676,891.25	0.45%
ALEXANDRIA REAL ESTATE EQUITIES INC 4.6% BDS	N/A	015271AC3	4,595,000	4,614,257.65	0.44%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-LDPX	N/A	46630JAC3	4,138,000	4,610,501.67	0.44%
JPMORGAN CHASE & CO 1.875% BDS 20/MAR/2015 USD1000	N/A	46623EJP5	4,540,000	4,570,122.90	0.44%
UNITED STATES TREAS NTS 2.375% 31/OCT/2014	N/A	912828LS7	4,350,000	4,569,200.85	0.44%
CMS ENERGY CORP 2.75% SNR 15/MAY/2014 USD	N/A	125896BH2	4,470,000	4,490,937.48	0.43%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-CB18	N/A	46629YAC3	4,000,000	4,482,536.00	0.43%
HUSKY ENERGY INC 5.90% 15/JUN/2014	N/A	448055AE3	4,015,000	4,407,992.22	0.42%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128M5R93	4,032,689	4,397,048.17	0.42%
MERRILL LYNCH CNTRYWIDE COM MTG TST 5.378% MTG BDS	N/A	55312YAE2	4,000,000	4,328,092.00	0.41%
GENERAL ELECTRIC CAPITAL CORP 2.3% BDS 27/APR/2017	N/A	36962G5W0	4,070,000	4,075,522.99	0.39%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATE 2007-C4	N/A	20173TAE5	3,770,000	4,069,620.75	0.39%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735795	N/A	31402RNL9	3,634,680	3,952,927.06	0.38%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	3,735,000	3,925,518.62	0.38%
SABMILLER HLDGS INC 3.75% GTD NTS 15/JAN/2022	N/A	78573AAA8	3,770,000	3,920,841.47	0.38%
J P MORGAN CHASE COMMERCIAL MORTGAG BDS	N/A	46631BAE5	3,535,000	3,909,883.22	0.37%
MORGAN STANLEY HOME EQUITY LOAN TRUST 2006-2 A-4	N/A	61744CYP5	7,480,000	3,898,979.92	0.37%
HEWLETT-PACKARD CO 2.6% BDS 15/SEP/2017 USD1000	N/A	428236BW2	3,820,000	3,825,451.14	0.37%
BANK OF TOKYO-MITSUBISHI UFJ 2.35% BDS 23/FEB/2017	N/A	064255AH5	3,720,000	3,774,018.12	0.36%
BANK OF AMERICA CORP 4.5% BDS 01/APR/2015 USD1000	N/A	06051GEB1	3,630,000	3,752,116.83	0.36%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31410F2Q7	3,414,103	3,721,503.35	0.36%
APACHE CORP 4.75% BDS 15/APR/2043 USD1000	N/A	037411BA2	3,485,000	3,713,379.02	0.36%
ML-CFC COMMERCIAL MORTGAGE TRUST 2007-7 A-4	N/A	55313KAE1	3,435,000	3,713,657.51	0.36%
HEWLETT PACKARD CO 2.35% SNR 15/MAR/2015 USD2000	N/A	428236BN2	3,625,000	3,697,982.13	0.35%
LINCOLN NATIONAL CORP 4.2% BDS 15/MAR/2022 USD1000	N/A	534187BC2	3,595,000	3,605,030.05	0.35%
TIME WARNER CABLE INC 5.5% BDS 01/SEP/2041 USD1000	N/A	88732JBB3	3,295,000	3,473,941.57	0.33%
CARRINGTON MORTGAGE LOAN TRUST 2006-NC A-5	N/A	14453MAE4	5,296,533	3,464,880.46	0.33%
NBCUNIVERSAL MEDIA LLC 6.4% SNR NT 30/APR/2040	N/A	63946BAF7	2,820,000	3,421,647.00	0.33%
JP MORGAN CHASE COMMERCIAL MORTGAGE MTG BDS VAR	N/A	46632HAD3	3,000,000	3,368,853.00	0.32%
NATIONSTAR HOME EQUITY LOAN TRUST 2007-A AV-3	N/A	63860HAC3	4,450,000	3,363,995.30	0.32%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	3,000,000	3,348,474.00	0.32%
ERAC USA FINANCE 7% NTS 15/OCT/2037 USD'144A'	N/A	26882PBE1	2,840,000	3,307,583.28	0.32%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A77796	N/A	3128LBUV8	3,003,219	3,272,687.69	0.31%
DNB NOR BANK ASA 3.2% BDS 03/APR/2017 USD1000 144A	N/A	23329PAA8	3,210,000	3,243,855.87	0.31%
DIRECTV HOLDINGS/FING 6.00% 15/AUG/2040	N/A	25459HAX3	2,995,000	3,204,239.69	0.31%
WELLS FARGO & CO 1.25% BDS 13/FEB/2015 USD1000	N/A	94974BFA3	3,175,000	3,181,216.65	0.30%
EUROPEAN INVESTMENT BANK 1.625% BDS 15/JUN/2017	N/A	298785FW1	3,170,000	3,170,196.54	0.30%
FHLMCGLD MORTPASS 5% 01/MAY/2041 Q0 PN# Q00950	N/A	3132GEBT6	2,900,202	3,139,638.72	0.30%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	2,945,000	3,111,896.10	0.30%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	2,740,000	3,039,958.76	0.29%
ACCREDITED MORTGAGE LOAN TRUST SER 2005-3 CL M1	N/A	004375DU2	4,255,000	3,024,900.78	0.29%
GENERAL ELEC CAP CORP 5.90% 13/MAY/2014	N/A	36962G4C5	2,750,000	3,001,644.25	0.29%
TELEFONICA EMISIONES SAU 3.992% BDS 16/FEB/2016	N/A	87938WAN3	3,070,000	2,968,272.48	0.28%
CITIGROUP INC NT 2.65% 02/MAR/2015	N/A	172967FY2	2,935,000	2,928,739.65	0.28%
FEDERAL NATIONAL MORTGAGE ASSOC 5% BDS 01/MAR/2035	N/A	31418MKW1	2,658,892	2,891,701.29	0.28%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969008	N/A	31414LAH1	2,629,773	2,877,649.40	0.28%
PRUDENTIAL FINANCIAL INC 3.8750% MTN 14/JAN/2015	N/A	74432QBL8	2,685,000	2,832,586.40	0.27%
HCP INC 5.375% BDS 01/FEB/2021 USD1000	N/A	40414LAD1	2,550,000	2,809,383.45	0.27%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46631QAC6	2,640,000	2,787,061.20	0.27%
FNMA MORTPASS 5% 01/NOV/2038 CL PN# 995077	N/A	31416BM21	2,542,148	2,762,351.17	0.26%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	2,220,000	2,751,723.30	0.26%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A82787	N/A	312929CY6	2,508,784	2,733,888.59	0.26%
MOLSON COORS BREWING CO 2.0% BDS 01/MAY/2017	N/A	60871RAB6	2,705,000	2,713,848.06	0.26%
CREDIT SUISSE COMMERCIAL MTG TRUST FLTG RATE NTS	N/A	22544QAE9	2,500,000	2,713,362.50	0.26%
PERNOD-RICARD 5.5% BDS 15/JAN/2042 USD100	N/A	714264AK4	2,620,000	2,678,300.24	0.26%
ERAC USA FINANCE LLC 4.50% BDS 16/AUG/2021 USD1000	N/A	26884TAD4	2,530,000	2,640,158.73	0.25%
BERKSHIRE HATHAWAY 3.4% BDS 31/JAN/2022 USD1000	N/A	084670BF4	2,545,000	2,616,252.37	0.25%
TIME WARNER INC 6.1% NTS 15/JUL/2040 USD1000	N/A	887317AH8	2,275,000	2,591,077.13	0.25%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	2,415,000	2,563,012.94	0.25%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 930071	N/A	31412NJQ0	2,261,458	2,502,532.96	0.24%
SCANA CORP(NEW) 4.125% BDS 01/FEB/2022 USD1000	N/A	80589MAE2	2,460,000	2,501,379.66	0.24%
PEPSICO INC 2.75% BDS 05/MAR/2022 USD1000	N/A	713448BY3	2,490,000	2,486,750.55	0.24%
NEWCASTLE MORTGAGE SECURITIES TRUST 2006-1 A-4	N/A	65106AAM5	3,600,000	2,477,797.20	0.24%
DEUTSCHE TELEKOM INTL FINANCE B.V. 4.875% BDS	N/A	25156PAR4	2,615,000	2,464,443.99	0.24%
FRANCE TELECOM 5.375% BDS 13/JAN/2042 USD1000	N/A	35177PAX5	2,295,000	2,334,595.64	0.22%
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016	N/A	032511AX5	1,980,000	2,289,165.12	0.22%
KINDER MORGAN ENERGY PARTNERS 6.5% BDS 01/SEP/2039	N/A	494550BD7	2,030,000	2,287,322.80	0.22%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	2,305,000	2,280,244.30	0.22%
APACHE CORP 3.25% NTS 15/APR/2022 USD1000	N/A	037411AZ8	2,160,000	2,230,003.44	0.21%
BEAR STEARNS COMPANIES INC 5.331% MTG BDS	N/A	07388RAE7	2,050,000	2,195,181.00	0.21%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2007-C32	N/A	92978YAD2	1,990,000	2,157,762.97	0.21%
HSBC BANK 4% BDS 30/MAR/2022 USD1000	N/A	404280AN9	2,120,000	2,153,801.28	0.21%
KONINKLIJKE PHILIPS ELECTRONICS NV 3.75% BDS	N/A	500472AF2	2,065,000	2,127,697.53	0.20%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	2,030,000	2,118,621.68	0.20%
GEORGIA POWER CO 4.3% BDS 15/MAR/2042 USD1000	N/A	373334JW2	2,065,000	2,089,610.67	0.20%
STRUCTURED ASSET SECS CORP 5.47% FLTG RATE NTS	N/A	86360PAD9	3,176,067	2,069,798.18	0.20%
JP MORGAN MORTGAGE ACQUISITION TRUST 2007-HE AF-1	N/A	46630KAA4	2,972,676	2,026,348.70	0.19%
TIME WARNER INC 5.375% BDS 15/OCT/2041 USD1000	N/A	887317AM7	1,870,000	1,989,745.45	0.19%
MORGAN STANLEY CAPITAL I TR 5.61% MTG BDS	N/A	61754KAC9	1,933,410	1,983,908.88	0.19%
MERRILL LYNCH/COUNTRYWIDE COMMERCIAL MTGE TRUST	N/A	55312VAD0	1,790,000	1,973,867.01	0.19%
LOWE'S COS INC 3.12% NTS 15/APR/2022 USD1000	N/A	548661CW5	1,920,000	1,946,588.16	0.19%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	1,840,000	1,944,208.40	0.19%
COBALT CMBS COMMERCIAL MORTGAGE TRUST 2006-C1 A-4	N/A	190749AE1	1,750,000	1,916,948.25	0.18%
PROGRESS ENERGY IN 3.15% SNR NT 01/APR/2022 USD	N/A	743263AS4	1,915,000	1,912,489.44	0.18%
FNMA MORTPASS 5% 01/FEB/2036 CL PN# 852522	N/A	31408JD32	1,742,712	1,894,756.76	0.18%
AMGEN INC 5.15% SNR 15/NOV/2041 USD1000	N/A	031162BK5	1,810,000	1,886,286.07	0.18%
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C6 A4 VAR	N/A	52109PAE5	1,635,000	1,855,223.06	0.18%
VODAFONE GROUP 1.625% BDS 20/MAR/2017 USD1000	N/A	92857WAX8	1,855,000	1,847,548.47	0.18%
PARK PLACE SECURITIES INC 2004-WHQ2 M-3 VARIABLE	N/A	70069FEK9	3,080,000	1,821,117.76	0.17%
CREDIT SUISSE COMMERCIAL MTG TRUST 5.467% CMO	N/A	22545MAD9	1,650,000	1,818,793.35	0.17%
COMISION FEDERAL DE ELECTRICDAD 4.875% BDS	N/A	200447AB6	1,695,000	1,792,462.50	0.17%
FHLMCGLD MORTPASS 4.5% 01/NOV/2039 G0 PN# G08372	N/A	3128MJMW7	1,647,011	1,757,251.83	0.17%
FEDERAL HOME LOAN BANKS 3.625% BDS 29/MAY/2013	N/A	3133XQU34	1,630,000	1,688,878.86	0.16%
JP MORGAN CHASE COMM MTG SECS CORP FR CMO	N/A	46627QBA5	1,500,000	1,686,889.50	0.16%
GS MORTGAGE SECURITIES CORP II SER GG6 VAR MTG BDS	N/A	36228CWX7	1,500,000	1,671,177.00	0.16%
BANK OF AMERICA CORP 6.5% BDS 01/AUG/2016 USD1000	N/A	06051GEA3	1,525,000	1,667,314.53	0.16%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 G0 PN# G04305	N/A	3128M6DJ4	1,523,770	1,660,492.76	0.16%
RESIDENTIAL ASSET MTGE PRODUCTS INC FLTG RTE NTS	N/A	76112BT83	2,057,874	1,629,080.88	0.16%
DIRECTV HLDGS/FINANCE 5% BDS 01/MAR/2021 USD1000	N/A	25459HBA2	1,475,000	1,612,981.83	0.15%
FHLMCGLD MORTPASS 5% 01/JAN/2039 G0 PN# G05342	N/A	3128M7HT6	1,476,558	1,596,614.55	0.15%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 A7 PN# A76127	N/A	3128L9YY3	1,447,701	1,577,597.92	0.15%
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 M1	N/A	86358ELZ7	2,410,000	1,577,846.28	0.15%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-1	N/A	233050AN3	1,448,849	1,547,869.18	0.15%
COMM 2006-C8 MORTGAGE TRUST 5.306% MTG BDS	N/A	20047EAE2	1,350,000	1,514,887.65	0.14%
MOLSON COORS BREWING CO SR NT 5% 01/MAY/2042	N/A	60871RAD2	1,460,000	1,490,005.92	0.14%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 933166	N/A	31412SFF7	1,343,064	1,486,598.57	0.14%
MORGAN STANLEY CAPITAL I TR 5.809% BDS 12/DEC/2049	N/A	61756UAE1	1,250,000	1,439,990.00	0.14%
PERNOD-RICARD 2.95% BDS 15/JAN/2017 USD1000 144A	N/A	714264AF5	1,415,000	1,439,823.35	0.14%
ENTERPRISE PRODUCTS OPERATING LLC 5.95% BDS	N/A	29379VAT0	1,250,000	1,428,068.75	0.14%
HARTFORD FINANCIAL SERVICES GRP INC 5.125% BDS	N/A	416518AB4	1,380,000	1,393,849.68	0.13%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735578	N/A	31402RFT1	1,274,719	1,385,933.27	0.13%
FHLMCGLD MORTPASS 5.5% 01/FEB/2038 A7 PN# A73996	N/A	3128L7NM5	1,251,541	1,363,837.20	0.13%
CSX CORP 4.75% SNR 30/MAY/2042 USD	N/A	126408GW7	1,355,000	1,359,440.34	0.13%
CONTINENTAL AIRLINES PASS THRU TST 5.983% CMO	N/A	21079NAA9	1,167,363	1,265,071.06	0.12%
BANC AMERICA COMMERCIAL MORTGAGE TR VAR MTG BDS	N/A	059500AD0	1,100,000	1,242,529.20	0.12%
FNMA MORTPASS 5% 01/AUG/2033 ZL PN# 310100	N/A	31374CNR3	1,132,029	1,231,148.02	0.12%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A71604	N/A	3128L4X90	1,127,073	1,228,906.06	0.12%
PHILLIPS 66 4.3% BDS 01/APR/2022 USD1000 1	N/A	718546AA2	1,165,000	1,215,106.65	0.12%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A72378	N/A	3128L5UB5	1,109,175	1,209,390.46	0.12%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A96567	N/A	312945JL3	1,132,336	1,196,582.84	0.11%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 994637	N/A	31416A4W7	1,091,337	1,194,204.05	0.11%
UNITED STATES TREAS BDS 04.500% 15/FEB/2036	N/A	912810FT0	935,000	1,188,034.38	0.11%
DELTA AIR LINES INC 6.2% BDS 02/JUL/2010 USD1000	N/A	24736VAA0	1,092,630	1,182,772.33	0.11%
UNITED STATES OF AMER TREAS NOTES 3.125% NTS	N/A	912828MK3	1,060,000	1,176,351.96	0.11%
BANK AMER CORP SR NT 5.875% 07/FEB/2042	N/A	06051GEN5	1,190,000	1,176,019.88	0.11%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 A7 PN# A76483	N/A	3128LAFY1	1,034,949	1,127,811.39	0.11%
ACCREDITED MORTGAGE LOAN TRUST 2005-4 A-2D	N/A	004375EJ6	1,570,000	1,063,444.21	0.10%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934333	N/A	31412TPS6	945,054	1,034,133.11	0.10%
FED HOME LOAN MTG 5.5% MBPT 01/MAR/2037 USD	N/A	3128M5DD9	942,292	1,028,902.13	0.10%
FHLMCGLD MORTPASS 4% 01/APR/2041 A9 PN# A97932	N/A	312946Y59	958,440	1,013,419.39	0.10%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97294	N/A	312946C79	938,621	992,463.62	0.10%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A77937	N/A	3128LBZA9	907,776	989,227.50	0.09%
FNMA MORTPASS 5% 01/JUN/2036 CL PN# 745580	N/A	31403DJZ3	904,747	983,682.51	0.09%
FNMA MORTPASS 6% 01/APR/2038 CL PN# 973726	N/A	31414RHB4	886,616	981,131.25	0.09%
GS MORTGAGE SECURITIES CORPORATION II SER 2005-GG4	N/A	36228CVQ3	930,087	929,808.82	0.09%
TBA FNMA SF 5.50 30 YRS MAY	N/A	01F052656	850,000	929,421.88	0.09%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07388QAE9	800,000	918,302.40	0.09%
FMG RESOURCES (AUGUST 2006) PTY LTD 6% BDS	N/A	30251GAK3	890,000	905,575.00	0.09%
BCO NACIONAL DES 5.5% NTS 12/JUL/2020 USD1000	N/A	B5VDV32	800,000	898,800.00	0.09%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985558	N/A	31415PZX9	802,054	877,653.56	0.08%
FNMA MORTPASS 4.5% 01/OCT/2040 CL PN# AE6039	N/A	31419GV92	817,808	878,041.97	0.08%
CITIGROUP/DEUTSCHE BK COMML MTG TST FLTG MTG BDS	N/A	12514AAE1	750,000	865,959.00	0.08%
HCA INC 6.5% BDS 15/FEB/2020 USD2000	N/A	404121AC9	810,000	866,700.00	0.08%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930997	N/A	31412PKJ9	797,054	854,388.64	0.08%
GS MTG SECS CORP II 2005-GG4 A4 4.761% 10/JUL/2039	N/A	36228CVT7	800,000	851,429.60	0.08%
GANNETT CO INC 7.125% NTS 01/SEP/2018 USD1000	N/A	364725AW1	780,000	828,750.00	0.08%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 G0 PN# G04248	N/A	3128M6BR8	748,314	815,457.41	0.08%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G08323	N/A	3128MJLD0	737,115	797,048.89	0.08%
FNMA MORTPASS 5.5% 01/JUL/2028 CT PN# 257282	N/A	31371NXK6	726,545	795,708.51	0.08%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 929831	N/A	31412NA89	715,197	782,610.12	0.07%
CALPINE CORP 7.25% SNR NTS 15/OCT/2017	N/A	131347BP0	720,000	768,600.00	0.07%
PETROLEOS DE VENEZUELA 12.75% SNR NTS 17/FEB/2022	N/A	B40ZFD0	750,000	763,125.00	0.07%
FHLMCGLD MORTPASS 5% 01/AUG/2039 A8 PN# A87679	N/A	312934Q88	688,247	744,637.24	0.07%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985559	N/A	31415PZY7	678,874	742,863.18	0.07%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-4 5.560%	N/A	362332AE8	650,000	736,813.35	0.07%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402Q6T3	670,389	729,087.28	0.07%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97264	N/A	312946B96	681,312	720,393.81	0.07%
NRG ENERGY INC 7.625% BDS 15/JAN/2018 USD1000	N/A	629377BN1	710,000	718,875.00	0.07%
FORD MOTOR CREDIT CO LLC 8.125% NTS 15/JAN/2020	N/A	345397VM2	560,000	709,163.28	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAY/2040 G0 PN# G06193	N/A	3128M8GA6	648,570	707,169.53	0.07%
CREDIT SUISSE COMMERCIAL MTG TRUST FR CMO	N/A	22545YAD3	650,000	706,184.05	0.07%
CITYCENTER HLDGS LLC/FIN CORP 7.625% SNR SEC NTS	N/A	178760AB0	665,000	704,900.00	0.07%
FNMA MORTPASS 5.5% 01/MAY/2036 CL PN# 891588	N/A	31410MRH5	640,477	701,046.63	0.07%
FHLMCGLD MORTPASS 5.5% 01/OCT/2039 G0 PN# G05684	N/A	3128M7UH7	641,784	699,369.23	0.07%
CIT GROUP INC 5.5% BDS 15/FEB/2019 USD1000 144A	N/A	125581GH5	675,000	693,562.50	0.07%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A78624	N/A	3128LCSM9	629,301	685,766.11	0.07%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A82757	N/A	312929B27	622,739	678,615.14	0.06%
FNMA MORTPASS 6% 01/JAN/2038 CL PN# 961348	N/A	31414BP95	605,790	671,693.68	0.06%
FNMA MORTPASS 6% 01/MAR/2037 CL PN# 914049	N/A	31411SQA7	598,446	663,550.52	0.06%
CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR	N/A	18451QAD0	595,000	652,268.75	0.06%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95796	N/A	312944NM9	592,331	633,487.01	0.06%
URUGUAY 6.875% BDS 28/SEP/2025 USD1	N/A	B4MNSL1	480,000	624,000.00	0.06%
FHLMCGLD MORTPASS 5% 01/JUN/2040 G0 PN# G08402	N/A	3128MJNU0	570,431	617,168.60	0.06%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 963774	N/A	31414EFP4	563,482	616,594.03	0.06%
FNMA MORTPASS 4.5% 01/NOV/2041 CL PN# AL1547	N/A	3138EHWH1	566,253	607,958.92	0.06%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 995048	N/A	31416BL55	554,158	606,565.31	0.06%
FORD MOTOR CREDIT CO LLC 6.625% BDS 15/AUG/2017	N/A	345397VP5	525,000	603,449.70	0.06%
MGM RESORTS INTL 7.75% BDS 15/MAR/2022 USD1000	N/A	552953BX8	580,000	594,500.00	0.06%
WMG ACQUISITION CORP 9.5% NTS 15/JUN/2016 USD1000	N/A	92933BAB0	540,000	589,950.00	0.06%
MAJAPAHIT HOLDING 7.875% BDS 29/JUN/2037 USD100000	N/A	B1Z61D9	470,000	582,800.00	0.06%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 934665	N/A	31412TZ63	528,717	578,552.67	0.06%
ICAHN ENTERPRISES LP 8% NTS 15/JAN/2018 USD1000	N/A	451102AH0	540,000	577,125.00	0.06%
DONNELLEY(R.R.)& SONS CO 7.25% BDS 15/MAY/2018	N/A	257867AX9	595,000	575,662.50	0.06%
CREDIT SUISSE COMMERCIAL MTG TRUST 5.8148% MTG BDS	N/A	22545DAD9	500,000	568,648.50	0.05%
LB UBS COMMERCIAL MORTGAGE TRUST	N/A	50179AAE7	500,000	565,261.50	0.05%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	B3Q7S01	480,000	564,000.00	0.05%
UNIVISION COMMUNICATIONS INC 6.875% NTS	N/A	914906AM4	555,000	561,243.75	0.05%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 956081	N/A	31413UUE7	507,014	554,803.95	0.05%
FRONTIER COMMUNICATIONS CORP 8.25% NTS 15/APR/2017	N/A	35906AAF5	505,000	544,137.50	0.05%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 930253	N/A	31412NQE9	495,602	542,316.17	0.05%
FNMA MORTPASS 6% 01/OCT/2037 CL PN# 946923	N/A	31413JPG3	486,433	539,351.36	0.05%
ALLY FINANCIAL INC 8.0% 15/MAR/2020	N/A	02005NAE0	470,000	538,396.75	0.05%
CHRYSLER GROUP LLC/CGCO ISUER INC 8% BDS	N/A	17121EAB3	520,000	538,200.00	0.05%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 934645	N/A	31412TZJ5	492,188	538,580.89	0.05%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.25% NTS	N/A	1248EPAQ6	490,000	532,875.00	0.05%
FNMA MORTPASS 5% 01/NOV/2036 ZL PN# 310107	N/A	31374CNY8	489,469	532,275.50	0.05%
FNMA MORTPASS 4.5% 01/JUN/2041 CL PN# AI4562	N/A	3138AJB84	495,208	531,681.76	0.05%
FNMA MORTPASS 6% 01/JUN/2037 CL PN# 915639	N/A	31411VHQ5	479,372	531,522.24	0.05%
FNMA MORTPASS 5.5% 01/MAY/2040 CL PN# AB1316	N/A	31416WPA4	485,129	530,856.30	0.05%
FNMA MORTPASS 6% 01/JUN/2037 CL PN# 939984	N/A	31413AXM0	469,534	520,614.43	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 986264	N/A	31415QTV8	474,540	519,269.54	0.05%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 970650	N/A	31414MZP4	471,719	516,182.66	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 6% BDS 01/JUL/2037	N/A	31412LRC6	462,844	513,196.13	0.05%
FHLMCGLD MORTPASS 5.5% 01/FEB/2040 G0 PN# G05923	N/A	3128M74G8	469,029	511,406.05	0.05%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 903013	N/A	31411BGW7	462,855	506,626.97	0.05%
UKRAINE(REPUBLIC OF) 6.58% BDS 21/NOV/2016	N/A	B1HLWZ1	550,000	506,000.00	0.05%
FNMA MORTPASS 4.5% 01/JUN/2029 CT PN# AL0869	N/A	3138EG6F6	471,116	505,004.71	0.05%
FNMA MORTPASS 5.5% 01/FEB/2039 CL PN# AA1638	N/A	31416JZC8	461,247	504,722.69	0.05%
ENERGY TRANSFER EQUITY LP 7.5% BDS 15/OCT/2020	N/A	29273VAC4	455,000	503,912.50	0.05%
TENET HEALTHCARE CORP 6.25% BDS 01/NOV/2018 USD100	N/A	88033GBN9	485,000	504,400.00	0.05%
FNMA MORTPASS 6% 01/SEP/2037 CL PN# 952276	N/A	31413QMZ8	454,036	503,761.25	0.05%
RUSSIAN FEDERATION MINISTRY FINANCE VAR BDS	N/A	4230814	418,600	501,796.75	0.05%
LYONDELLBASELL INDUSTRIES NV 5% BDS 15/APR/2019	N/A	552081AE1	485,000	500,762.50	0.05%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# AA0694	N/A	31416HXY6	453,168	495,882.52	0.05%
OMEGA HEALTHCARE INVESTORS 6.75% SNR NTS	N/A	681936AX8	470,000	493,500.00	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 981344	N/A	31415AWD9	449,104	491,436.10	0.05%
FHLMCGLD MORTPASS 6% 01/SEP/2037 A6 PN# A65518	N/A	3128KWDX8	443,452	489,962.18	0.05%
FNMA MORTPASS 5% 01/MAR/2038 CL PN# 933409	N/A	31412SN27	439,904	489,556.80	0.05%
MARKWEST ENERGY PARTNERS LP 8.75% SNR NTS	N/A	570506AH8	445,000	489,500.00	0.05%
NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000	N/A	629377BS0	500,000	488,750.00	0.05%
FNMA MORTPASS 5.5% 01/DEC/2037 CL PN# 959454	N/A	31413YMB4	445,410	487,393.02	0.05%
EXCO RESOURCES INC 7.5% BDS 15/SEP/2018 USD1000	N/A	269279AD7	570,000	485,925.00	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MTG BDS	N/A	31410KJY1	438,202	485,815.32	0.05%
FNMA MORTPASS 5.5% 01/DEC/2037 CL PN# 967254	N/A	31414JBX0	440,441	481,956.14	0.05%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 A7 PN# A75432	N/A	3128L9A94	438,670	480,908.85	0.05%
LINN ENERGY/FIN CORP 8.625% 15/APR/2020	N/A	536022AC0	440,000	480,700.00	0.05%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 970929	N/A	31414NEA8	438,834	480,197.18	0.05%
PEMEX PROJECT FUNDING MASTER TRUST 5.75% GTD BDS	N/A	B3Q7S23	420,000	478,800.00	0.05%
FNMA MORTPASS 6% 01/MAR/2038 CL PN# 961992	N/A	31414CF94	430,155	476,010.05	0.05%
AMERIGAS PARTNERS/AMERIGAS FIN CORP 7% BDS	N/A	03077JAB6	465,000	474,300.00	0.05%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 899528	N/A	31410WLH9	430,263	470,819.01	0.04%
TOYS R US PROPERTY COMPANY I 10.75% SR NT	N/A	89236LAB8	425,000	467,500.00	0.04%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 982274	N/A	31415BXB0	426,069	466,229.39	0.04%
CEQUEL COMMUNICATIONS HOLDINGS SR NT 144A	N/A	15672WAA2	430,000	464,400.00	0.04%
VIDEOTRON GROUP 9.125% SRN 15/APR/2018 USD1000	N/A	92658TAM0	415,000	458,575.00	0.04%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 G0 PN# G04847	N/A	3128M6WG9	414,718	451,929.39	0.04%
FEDERAL NATIONAL MORTGAGE ASSOC 5.0% MTG BDS	N/A	31403DWD7	414,541	450,837.85	0.04%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 918659	N/A	31411YTQ6	406,824	447,076.83	0.04%
US WEST COMMUNICATIONS INC 6.875% BDS 15/SEP/2033	N/A	912920AC9	445,000	446,668.75	0.04%
CHESAPEAKE ENERGY CORP 6.875% BDS 15/AUG/2018	N/A	165167CE5	450,000	445,500.00	0.04%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 963975	N/A	31414EMY7	404,172	442,268.05	0.04%
UPC HOLDING BV 9.875% BDS 15/APR/2018 USD1000	N/A	90320LAC1	400,000	442,000.00	0.04%
FHLMCGLD MORTPASS 5.5% 01/FEB/2038 G0 PN# G03964	N/A	3128M5WZ9	405,226	441,585.20	0.04%
FNMA MORTPASS 4.5% 01/APR/2041 CL PN# AI1193	N/A	3138AEKF9	410,879	441,140.91	0.04%
QWEST COMMUNICATIONS INTL INC 7.125% NTS	N/A	749121CC1	410,000	437,675.00	0.04%
USG CORP 8.375% BDS 15/OCT/2018 USD1000 144A	N/A	903293AY4	415,000	434,712.50	0.04%
SOUTHERN STAR CENT CORP 6.75% 01/MAR/2016	N/A	843830AD2	430,000	434,300.00	0.04%
POLAND(REPUBLIC OF) 5.125% BDS 21/APR/2021 USD1000	N/A	B4TW7V4	400,000	432,400.00	0.04%
FLOWERS FOODS INC 4.375% BDS 01/APR/2022 USD1000	N/A	343498AA9	420,000	430,867.92	0.04%
LITHUANIA(REPUBLIC OF) 7.375% BDS 11/FEB/2020	N/A	B61C5T0	366,000	429,135.00	0.04%
ALLY FINANCIAL INC 6.25% BDS 01/DEC/2017 USD1000	N/A	02005NAD2	405,000	426,042.18	0.04%
RSHB CAPITAL S.A. 6.299% MTN 15/MAY/2017 USD	N/A	B1XFLV6	400,000	424,000.00	0.04%
FHLMCGLD MORTPASS 6% 01/JUL/2037 G0 PN# G08210	N/A	3128MJGU8	380,314	420,202.11	0.04%
IPALCO ENTERPRISES INC 7.25% SNR SECD NTS	N/A	462613AE0	385,000	419,650.00	0.04%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 959983	N/A	31413Y6U0	377,474	418,538.59	0.04%
ARCH COAL INC 7.25% BDS 15/JUN/2021 USD1000 144A	N/A	039380AF7	465,000	415,012.50	0.04%
MGM RESORTS INTL 11.125% SR NT 15/NOV/2017 USD1000	N/A	552953BJ9	365,000	413,362.50	0.04%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 G0 PN# G04471	N/A	3128M6JQ2	376,345	410,112.66	0.04%
RGHL US ESCROW II INC/LLC 7.875% SNR SEC NTS	N/A	74959HAA6	380,000	410,400.00	0.04%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128KQB96	374,945	408,821.81	0.04%
REPUBLIC OF PANAMA 7.125 29/JAN/2026	N/A	B0R4963	300,000	406,500.00	0.04%
PANAMA(REPUBLIC OF) 6.7% BDS 26/JAN/2036 USD1000	N/A	B0XNWS7	300,000	402,300.00	0.04%
PHILIPPINES(REPUBLIC OF) GLBL BD 8.375%	N/A	B3KWPS9	300,000	400,500.00	0.04%
FNMA MORTPASS 4.5% 01/APR/2041 CL PN# AH4709	N/A	3138A6GT1	370,822	398,134.31	0.04%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 8.125% SR NT	N/A	1248EPAP8	355,000	397,600.00	0.04%
FNMA MORTPASS 5.5% 01/JAN/2039 CL PN# 993111	N/A	31415YGU7	363,600	397,871.60	0.04%
FHLMCGLD MORTPASS 5.5% 01/DEC/2037 A7 PN# A70591	N/A	3128L3UQ7	363,566	396,415.28	0.04%
SEARS HLDGS CORP 6.625% SNR NT 15/OCT/2018 USD1000	N/A	812350AE6	445,000	394,937.50	0.04%
HEXION US FIN CORP/HEXION NOVA SCOT 6.625% BDS	N/A	428302AB9	375,000	391,875.00	0.04%
FHLMCGLD MORTPASS 4.5% 01/MAY/2041 Q0 PN# Q00628	N/A	3132GDVV1	360,415	385,439.48	0.04%
SEMINOLE TRIBE OF FLORIDA 7.75% BDS 01/OCT/2017	N/A	81683RAQ7	355,000	386,062.50	0.04%
WINDSTREAM CORP 7.75% NTS 01/OCT/2021 USD1000	N/A	97381WAT1	360,000	386,100.00	0.04%
CIT GROUP INC 4.75% BDS 15/FEB/2015 USD1000 144A	N/A	125581GE2	375,000	382,500.00	0.04%
FNMA MORTPASS 6% 01/SEP/2039 CL PN# AD0638	N/A	31418MV82	343,561	380,936.46	0.04%
POWER SECTOR ASSETS & LIABILIT GTD SR NT REG S	N/A	B4N4DY1	300,000	379,500.00	0.04%
CENTURYLINK INC 5.8% BDS 15/MAR/2022 USD1000	N/A	156700AS5	375,000	371,776.50	0.04%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 992676	N/A	31415XXD8	337,984	369,841.38	0.04%
OMEGA HEALTHCARE INVESTORS 5.875% BDS 15/MAR/2024	N/A	681936AY6	375,000	367,500.00	0.04%
VIRGIN MEDIA FINAN 5.25% GTD SNR 15/FEB/2022 USD	N/A	92769VAC3	365,000	365,000.00	0.03%
MGM RESORTS INTL 9% BDS 15/MAR/2020 USD1000	N/A	55303QAD2	325,000	362,375.00	0.03%
FED NATL MORT ASSC 6% MBPT 01/DEC/2037 USD1000	N/A	31412MDX3	324,718	360,043.66	0.03%
FHLMCGLD MORTPASS 5% 01/APR/2040 A9 PN# A91997	N/A	312940GE3	331,199	358,335.44	0.03%
RR DONNELLEY & SONS CO 8.25% BDS 15/MAR/2019	N/A	257867AY7	360,000	357,300.00	0.03%
FHLMCGLD MORTPASS 5% 01/JUN/2023 G1 PN# G13225	N/A	3128MBYW1	331,550	357,318.18	0.03%
OWENS-BROCKWAY GLASS 7.375% BDS 15/MAY/2016	N/A	69073TAP8	315,000	355,950.00	0.03%
COLUMBIA (REP OF) 8.25 22/DEC/2014	N/A	B02TR92	300,000	353,550.00	0.03%
FNMA MORTPASS 5.5% 01/OCT/2034 CL PN# 794978	N/A	31405PFT2	315,526	347,436.13	0.03%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A81743	N/A	3129275C6	318,083	346,623.97	0.03%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 975049	N/A	31414SWJ8	315,465	345,199.66	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961311	N/A	31414BN48	313,860	343,443.48	0.03%
FHLMCGLD MORTPASS 5.5% 01/FEB/2037 G0 PN# G02561	N/A	3128M4FA6	313,271	342,064.84	0.03%
REPUBLIC OF VENEZUELA 9.375% 13/JAN/2034	N/A	7748819	400,000	342,000.00	0.03%
PETROLEOS DE VENEZUELA 5.25% NTS 12/APR/2017	N/A	B1VYQ09	440,000	341,550.00	0.03%
PEABODY ENERGY CORP 7.375% SNR NTS 01/NOV/2016	N/A	704549AE4	305,000	337,787.50	0.03%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79018	N/A	3128LDAT1	308,968	336,690.97	0.03%
REGENCY ENERGY PARTNERS LP 6.875% BDS 01/DEC/2018	N/A	75886AAE8	315,000	333,900.00	0.03%
EL PASO CORP 7% SNR NTS 15/JUN/2017 USD1000	N/A	28336LBQ1	295,000	331,777.36	0.03%
FIREKEEPERS DEVELOPMENT AUTHORITY 13.875% SNR NTS	N/A	318169AA7	300,000	331,500.00	0.03%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	B018WG2	300,000	330,750.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 889517	N/A	31410KG24	300,961	329,328.61	0.03%
FNMA MORTPASS 5.5% 01/SEP/2038 CL PN# 970818	N/A	31414NAT1	301,600	330,028.32	0.03%
CROATIA(REP OF) 6.75% BDS 05/NOV/2019 USD'REGS	N/A	B57FG71	325,000	328,656.25	0.03%
INERGY LP & INERGY FINANCE CORP 7% SNR NT	N/A	45661TAM3	320,000	328,000.00	0.03%
FHLMCGLD MORTPASS 4.5% 01/OCT/2041 G0 PN# G06802	N/A	3128M83K8	307,966	328,578.92	0.03%
FHLMCGLD MORTPASS 5.5% 01/OCT/2036 A5 PN# A52983	N/A	3128KFJ43	300,386	327,995.78	0.03%
FHLMCGLD MORTPASS 5% 01/AUG/2029 D9 PN# D98252	N/A	3128E5EZ8	301,959	327,077.08	0.03%
FERRELLGAS LP/FINANCE CORP 9.125% SR NT	N/A	315292AJ1	310,000	326,275.00	0.03%
VIETNAM(REPUBLIC OF) 6.75% NTS 29/JAN/2020	N/A	B3P0Z99	300,000	325,875.00	0.03%
SANDRIDGE ENERGY INC 7.5% SNR NTS 15/MAR/2021	N/A	80007PAN9	320,000	323,200.00	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961256	N/A	31414BMD9	294,498	322,256.69	0.03%
BRAZIL(FEDERATIVE REPUBLIC OF) 5.625% BDS	N/A	B4TL852	270,000	321,300.00	0.03%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006-C23	N/A	92976BDT6	290,000	321,695.26	0.03%
FHLMCGLD MORTPASS 5.5% 01/NOV/2037 A6 PN# A68546	N/A	3128L0P71	292,706	319,152.06	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31415PY44	291,435	318,904.62	0.03%
LEBANON(REPUBLIC OF) 6.375% BDS 09/MAR/2020	N/A	B3L8PZ3	300,000	318,000.00	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402RAC3	291,940	317,501.69	0.03%
STANDARD PACIFIC CORP 8.375% BDS 15/MAY/2018	N/A	85375CAX9	300,000	317,250.00	0.03%
INTERNATIONAL LEASE FINANCE CORP 5.65% BDS	N/A	45974VB49	310,000	316,975.00	0.03%
COLOMBIA(REPUBLIC OF) 6.125% BDS 18/JAN/2041	N/A	B512BZ1	250,000	315,750.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2037 CL PN# 907683	N/A	31411GM82	286,666	313,686.44	0.03%
KAZMUNAIGAZ FINANC 9.125% 02/JUL/2018 USD'REGS	N/A	B3B9BQ9	250,000	311,562.50	0.03%
CSC HOLDINGS INC 6.75% BDS 15/NOV/2021 USD1000	N/A	126307AD9	300,000	311,250.00	0.03%
CHESAPEAKE ENERGY CORP 9.50% BDS 15/FEB/2015	N/A	165167CD7	285,000	310,650.00	0.03%
FHLMCGLD MORTPASS 5.5% 01/AUG/2038 A8 PN# A80779	N/A	3129262L1	283,221	308,633.52	0.03%
IPALCO ENTERPRISES INC 5% BDS 01/MAY/2018 USD1000	N/A	462613AG5	310,000	308,450.00	0.03%
PLAINS EXPLORATION & PRODUCTION CO 7.625% BDS	N/A	726505AF7	290,000	308,850.00	0.03%
PLAINS EXPLORATION & PRODUCTION CO 6.625% BDS	N/A	726505AK6	295,000	306,800.00	0.03%
FNMA MORTPASS 6% 01/MAY/2037 CL PN# 917988	N/A	31411X2V6	274,521	304,386.23	0.03%
INTERNATIONAL LEASE FINANCE CORP 6.25% BDS	N/A	459745GH2	300,000	302,960.10	0.03%
UNITED AIRLINES INC 9.875% BDS 01/AUG/2013	N/A	909279BF7	290,000	303,050.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972539	N/A	31414P4Y2	276,755	302,840.94	0.03%
SPRINT CAPITAL CORP 6.875% NTS 15/NOV/2028 USD1000	N/A	852060AD4	405,000	302,737.50	0.03%
FNMA MORTPASS 5.5% 01/SEP/2028 CT PN# 257367	N/A	31371NZ81	275,101	301,289.01	0.03%
FHLMCGLD MORTPASS 5.5% 01/FEB/2039 A8 PN# A84417	N/A	3129304A5	275,477	300,796.96	0.03%
ROYAL CARIBBEAN CRUISES 7.25% BDS 15/JUN/2016	N/A	780153AR3	280,000	300,300.00	0.03%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A96705	N/A	312945NW4	284,165	300,465.20	0.03%
BANK OF CHINA SUB NT REGS 20 11/FEB/2020	N/A	B627F61	280,000	299,549.04	0.03%
MYLAN INC 7.625% BDS 15/JUL/2017 USD1000 144A	N/A	628530AK3	270,000	299,025.00	0.03%
FNMA MORTPASS 5.5% 01/APR/2030 CT PN# MA0436	N/A	31417YPW1	273,834	299,645.08	0.03%
FNMA MORTPASS 5.50% 01/JUN/2038 CN PL # 889572	N/A	31410KJR6	272,139	297,790.23	0.03%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 975186	N/A	31414S2T9	271,550	298,419.13	0.03%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.875% NTS	N/A	B06DRP6	250,000	297,375.00	0.03%
FHLMCGLD MORTPASS 5% 01/MAY/2038 A7 PN# A77391	N/A	3128LBF86	275,170	297,543.96	0.03%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04458	N/A	3128M6JB5	271,469	295,826.59	0.03%
CIMAREX ENERGY CO 5.875% BDS 01/MAY/2022 USD100	N/A	171798AB7	285,000	294,975.00	0.03%
WPX ENERGY INC 5.25% BDS 15/JAN/2017 USD1000 144A	N/A	98212BAA1	295,000	292,050.00	0.03%
CRICKET COMMUNICATIONS INC 7.75% BDS 15/MAY/2016	N/A	226566AK3	275,000	289,437.50	0.03%
VALEANT PHARMACEUTICALS INTL 6.5% SNR NTS	N/A	91911XAR5	280,000	290,150.00	0.03%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 899871	N/A	31410WW87	265,127	290,117.43	0.03%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 256513	N/A	31371M3W5	261,849	286,612.35	0.03%
INTERNATIONAL LEASE FINANCE CORP 8.75% SNR NT	N/A	459745GG4	255,000	286,237.50	0.03%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 257306	N/A	31371NYB5	262,290	287,013.03	0.03%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 942290	N/A	31413DKB2	259,834	284,325.78	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 952035	N/A	31413QEG9	259,915	284,414.24	0.03%
REPUBLIC OF URUGUAY VAR 15/JAN/2033	N/A	7602409	200,000	282,500.00	0.03%
UNITED RENTALS NORTH AMERICA INC 10.875% NTS	N/A	911365AV6	250,000	282,812.50	0.03%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 970809	N/A	31414NAJ3	255,643	279,739.47	0.03%
KAZMUNAIGAZ FINANC 6.375% MTN 09/APR/2021 USD1000	N/A	B5LHQH3	250,000	278,365.00	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31419ANJ2	253,202	277,584.25	0.03%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	250,000	277,719.00	0.03%
CITIZENS COMMUNICATIONS CO SR NT 9.00% 15/AUG/2031	N/A	17453BAJ0	290,000	276,225.00	0.03%
SANDRIDGE ENERGY INC 8% BDS 01/JUN/2018 USD1000	N/A	80007PAC3	265,000	274,937.50	0.03%
EL PASO CORP 7.80% BDS 01/AUG/2031 USD1000	N/A	28368EAD8	240,000	273,687.84	0.03%
EVEREST ACQUISITION LLC/FIN INC 9.375% BDS	N/A	29977HAA8	255,000	271,575.00	0.03%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006-C29	N/A	92978PAC3	260,000	272,406.68	0.03%
AWAS AVIATION CAPITAL LTD 7% NTS 15/OCT/2016	N/A	002447AA8	261,080	270,217.80	0.03%
FNMA MORTPASS 5.5% 01/DEC/2035 CL PN# 863626	N/A	31408XPK0	243,266	267,412.24	0.03%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	B4344G0	230,000	267,375.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969776	N/A	31414L2H0	242,496	266,489.57	0.03%
FNMA MORTPASS 6% 01/APR/2039 CL PN# 935075	N/A	31412UJU5	239,776	265,336.21	0.03%
FNMA MORTPASS 5.5% 01/JAN/2037 CL PN# 967685	N/A	31414JRE5	240,186	264,476.37	0.03%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 984748	N/A	31415M5H4	238,868	261,383.00	0.02%
HUNTSMAN INTERNATIONAL 8.625% SNR SUBORD NTS	N/A	44701QAU6	230,000	261,912.50	0.02%
FNMA MORTPASS 5% 01/APR/2034 CL PN# 725422	N/A	31402C4F6	239,981	260,993.88	0.02%
LAMAR MEDIA CORP 9.75% BDS 01/APR/2014 USD1000	N/A	513075AV3	230,000	260,187.50	0.02%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 962371	N/A	31414CT40	237,970	260,400.66	0.02%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 969451	N/A	31414LQC5	237,477	259,861.23	0.02%
PINNACLE ENTMT INC 7.75% BDS 01/APR/2022 USD2000	N/A	723456AP4	245,000	259,700.00	0.02%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 943463	N/A	31413ETU9	235,628	257,837.80	0.02%
FNMA MORTPASS 6% 01/MAY/2038 CL PN# 889509	N/A	31410KGS7	230,799	255,907.60	0.02%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31410UHR6	230,624	252,362.38	0.02%
ENDO PHARMACEUTICAL HLDGS INC 7% BDS 15/JUL/2019	N/A	29264FAG1	235,000	250,862.50	0.02%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.0% POOL	N/A	31402CPL0	230,555	250,742.54	0.02%
FNMA MORTPASS 5.5% 01/JUL/2037 CL PN# 944635	N/A	31413F4U3	228,670	250,223.75	0.02%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 889719	N/A	31410KPC2	227,811	249,284.25	0.02%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 899509	N/A	31410WKW7	227,618	249,072.36	0.02%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 937090	N/A	31412WRK4	227,929	249,412.89	0.02%
SEAGATE HDD CAYMAN 7% BDS 01/NOV/2021 USD100 144A	N/A	81180WAC5	230,000	249,550.00	0.02%
VIRGIN MEDIA FINANCE PLC 8.375% BDS 15/OCT/2019	N/A	92769VAB5	220,000	246,950.00	0.02%
MASCO CORP 6.125% BDS 03/OCT/2016 USD1000	N/A	574599BD7	230,000	245,178.85	0.02%
CEDAR FAIR L.P 9.125% BDS 01/AUG/2018 USD1000	N/A	150191AC8	215,000	240,800.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUN/2041 Q0 PN# Q01198	N/A	3132GEKK5	219,233	239,657.18	0.02%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 964970	N/A	31414FQX2	218,669	239,280.17	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 889955	N/A	31410KWQ3	217,952	238,495.61	0.02%
REPUBLIC OF TURKEY 7.25% 05/MAR/2038	N/A	B2Q3T87	200,000	237,700.00	0.02%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934129	N/A	31412THE6	216,914	237,359.98	0.02%
LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021	N/A	536022AF3	225,000	237,375.00	0.02%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 944526	N/A	31413FYX4	213,658	236,901.59	0.02%
CHESAPEAKE MIDSTREAM PARTNERS LP 6.125% SNR NT	N/A	16524RAE3	245,000	235,812.50	0.02%
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2007-C1	N/A	22545XAD5	225,000	234,454.50	0.02%
BIOMET INC SR TOGGLE NT 17 15/OCT/2017	N/A	090613AD2	215,000	232,468.75	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2039 G0 PN# G08314	N/A	3128MJK41	212,149	231,184.28	0.02%
FHLMCGLD MORTPASS 5% 01/NOV/2035 A3 PN# A39572	N/A	31297VT57	213,120	230,714.72	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 940764	N/A	31413BTV3	210,359	230,186.85	0.02%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 985805	N/A	31415QDJ2	209,409	229,146.97	0.02%
HUNTSMAN INTERNATIONAL 8.625% NTS 15/MAR/2021	N/A	44701QAX0	200,000	228,250.00	0.02%
FRESENIUS MEDICAL CARE CAP TST III 5.625% BDS	N/A	35802XAD5	220,000	223,850.00	0.02%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAB0	224,187	224,519.48	0.02%
REPUBLIC OF TURKEY 9.5% 15/JAN/2014	N/A	900123AS9	200,000	223,700.00	0.02%
RSHB CAPITAL 9% BDS 11/JUN/2014 USD100000'REG S'	N/A	B54ZZS8	200,000	222,750.00	0.02%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	B0MNNT6	203,000	221,523.75	0.02%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 942052	N/A	31413DBV8	200,467	222,275.68	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUL/2037 A6 PN# A64594	N/A	3128KVC78	201,904	220,146.07	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE 6.125% BDS	N/A	46632MCC2	205,000	220,102.15	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 979984	N/A	31414YFZ8	199,689	218,511.57	0.02%
HUNGARY(REPUBLIC OF) 7.625% BDS 29/MAR/2041	N/A	B4MXDK5	230,000	218,212.50	0.02%
MEXICO(UNITED MEXICAN STATES) 5.875% BDS	N/A	B5241C3	200,000	216,500.00	0.02%
FEDERAL HOME LN MTG CORP PTN CTFS 4.5% MTG BDS	N/A	3128MJCW8	202,630	216,319.59	0.02%
RUSSIAN FEDERATION 5% BDS 29/APR/2020 USD REGS	N/A	B65ZYL0	200,000	216,250.00	0.02%
FNMA MORTPASS 6% 01/DEC/2037 CL PN# 966419	N/A	31414HDY0	194,825	216,019.40	0.02%
VALENT PHARMACEUTICALS 6.75% 01/OCT/2017 144A	N/A	91911XAL8	210,000	216,037.50	0.02%
FNMA MORTPASS 5.5% 01/JAN/2039 CL PN# 993100	N/A	31415YGH6	197,024	215,595.09	0.02%
REPUBLIC OF INDONESIA/REGS 6.75% 10/MAR/2014 REGS	N/A	B2PJ2B0	200,000	214,500.00	0.02%
DISH DBS CORP 7.875% SNR NTS 01/SEP/2019 USD1000	N/A	25470XAB1	185,000	214,137.50	0.02%
FNMA MORTPASS 5% 01/JUL/2038 CL PN# 934108	N/A	31412TGR8	197,859	214,997.81	0.02%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31409BCH8	195,141	213,595.46	0.02%
JAGUAR HLDG CO II/JAGUAR MERGER SUB 9.5% BDS	N/A	47009WAA9	195,000	213,525.00	0.02%
FNMA MORTPASS 5% 01/MAY/2038 CL PN# 982126	N/A	31415BSP5	196,262	213,262.40	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 991863	N/A	31415WZ48	194,225	212,531.89	0.02%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G05518	N/A	3128M7PB6	195,360	211,244.66	0.02%
CIT GROUP INC 7% BDS 02/MAY/2016 USD1000 144A	N/A	125581FZ6	210,000	210,525.00	0.02%
FHLMCGLD MORTPASS 6% 01/DEC/2039 G0 PN# G05813	N/A	3128M7YJ9	190,737	210,741.97	0.02%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 961849	N/A	31414CBS6	192,136	210,245.98	0.02%
FNMA MORTPASS 6% 01/DEC/2036 CL PN# 906869	N/A	31411FQW7	188,292	208,776.58	0.02%
HCA INC 8.5% NTS 15/APR/2019 USD1000	N/A	404119BF5	185,000	207,546.88	0.02%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 956411	N/A	31413VAL1	182,457	202,306.65	0.02%
SUPERVALU INC 8% BDS 01/MAY/2016 USD1000	N/A	868536AT0	190,000	199,500.00	0.02%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 973775	N/A	31414RJU0	182,184	199,356.06	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2038 A7 PN# A76684	N/A	3128LAM98	182,091	196,896.97	0.02%
US WEST CAPITAL FUNDING INC 6.875 % NOTES	N/A	912912AQ5	205,000	195,775.00	0.02%
ALLY FINANCIAL INC 6.75% GTD SNR 01/DEC/2014 USD	N/A	36186CBW2	185,000	195,175.00	0.02%
ALLY FINANCIAL INC 8.3% NTS 12/FEB/2015 USD1000	N/A	02005NAB6	175,000	192,062.50	0.02%
JPMORGAN CHASE COMMERCIAL MORTGAGE SECUR SER	N/A	46625YTZ6	191,369	191,257.68	0.02%
FHLMCGLD MORTPASS 6% 01/JUN/2038 A7 PN# A78454	N/A	3128LCMB9	173,312	191,489.38	0.02%
CIT GROUP INC 6.625% BDS 01/APR/2018 USD1000 144A	N/A	125577BC9	175,000	190,312.50	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUN/2040 A9 PN# A92764	N/A	312941B97	174,945	191,024.95	0.02%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 992272	N/A	31415XJR3	173,780	190,974.86	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 917141	N/A	31411W5A1	173,376	189,772.09	0.02%
MANITOWOC CO INC 8.5% BDS 01/NOV/2020 USD1000	N/A	563571AH1	170,000	188,700.00	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2023 J0 PN# J07940	N/A	3128PKZD9	173,374	187,200.82	0.02%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934351	N/A	31412TQC0	170,870	186,976.08	0.02%
FIDELITY NATIONAL INFO SERVICES INC 7.625% SR NT	N/A	31620MAB2	170,000	186,575.00	0.02%
FREESCALE SEMICONDUCTOR INC 9.25% NTS 15/APR/2018	N/A	35687MAT4	170,000	186,362.50	0.02%
ARCH COAL INC 8.75% SR NTS 01/AUG/2016 USD1000	N/A	039380AB6	185,000	185,462.50	0.02%
CHESAPEAKE ENERGY CORP 6.125% BDS 15/FEB/2021	N/A	165167CG0	195,000	184,275.00	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 933927	N/A	31412TA45	168,789	184,699.20	0.02%
SPRINT CAPITAL CORP 6.9% GTD BDS 01/MAY/2019	N/A	852060AG7	210,000	183,750.00	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 934249	N/A	31412TL68	166,839	182,565.25	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985408	N/A	31415PU97	166,416	182,101.88	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 899562	N/A	31410WMK1	165,814	181,443.64	0.02%
BULGARIA(NATIONAL REPUBLIC OF) 8.25 % BDS	N/A	7334672	160,000	180,800.00	0.02%
RUSSIAN FEDERATION MINISTRY FINANCE 12.75% BDS	0088543	5485743	100,000	181,034.00	0.02%
FNMA MORTPASS 5.5% 01/OCT/2036 CL PN# 897267	N/A	31410TZ81	164,745	180,324.47	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 983595	N/A	31415LUU9	163,279	178,669.12	0.02%
FNMA MORTPASS 6% 01/JAN/2038 CL PN# 965719	N/A	31414GK81	160,926	178,081.40	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 983842	N/A	31415L5B9	162,898	178,252.18	0.02%
REPUBLIC OF TURKEY 7% 05/JUN/2020	N/A	B09YXM5	150,000	175,500.00	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 991434	N/A	31415WLP6	160,604	175,741.75	0.02%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	B66ZJM5	150,000	176,250.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A49058	N/A	3128KAB34	160,027	175,022.04	0.02%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 914752	N/A	31411UH53	158,996	173,982.36	0.02%
RITE AID CORP 9.75% NTS 12/JUN/2016 USD1000	N/A	767754BX1	155,000	172,437.50	0.02%
INTERNATIONAL LEASE FINANCE CORP 8.625% SNR NT	N/A	459745FW0	155,000	171,662.50	0.02%
NXP B V / NXP FDG LLC 9.75% 01/AUG/2018	N/A	62947QAK4	150,000	171,375.00	0.02%
FHLMCGLD MORTPASS 5% 01/JUN/2040 A9 PN# A92458	N/A	312940WT2	158,302	171,271.94	0.02%
GANNETT CO INC 9.375% GTD SNR 15/NOV/2017 USD	N/A	364725AQ4	150,000	169,500.00	0.02%
TEREX CORP 6.5% BDS 01/APR/2020 USD100	N/A	880779AX1	165,000	169,537.50	0.02%
SPRINT NEXTEL CORP 7% BDS 01/MAR/2020 USD1000 144	N/A	852061AQ3	165,000	168,300.00	0.02%
FHLMCGLD MORTPASS 5% 01/MAR/2038 A7 PN# A74793	N/A	3128L8KE4	154,727	167,307.43	0.02%
FHLMCGLD MORTPASS 5.5% 01/MAR/2040 G0 PN# G06031	N/A	3128M8A87	153,388	167,247.35	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 992032	N/A	31415XA92	152,791	167,192.59	0.02%
SHEA HOMES LP/ SHEA HOMES FDG SR NT 144A	N/A	82088KAA6	160,000	166,800.00	0.02%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7% BDS	N/A	1248EPAS2	155,000	165,850.00	0.02%
FRESENIUS MEDICAL CARE US FIN INC 6.5% BDS	N/A	35802XAA1	155,000	165,850.00	0.02%
REPUBLIC OF EL SALVADOR 7.375% 01/DEC/2019	N/A	B4LH977	150,000	163,875.00	0.02%
HCA INC 5.875% GTD SNR 15/MAR/2022 USD	N/A	404121AE5	160,000	162,600.00	0.02%
SANDRIDGE ENERGY INC 8.125% BDS 15/OCT/2022	N/A	80007PAP4	155,000	160,812.50	0.02%
FNMA MORTPASS 4.5% 01/FEB/2040 CL PN# AC5566	N/A	31417SFG0	148,406	159,335.91	0.02%
AMERIGAS PARTNERS/AMERIGAS FIN CORP 6.75% BDS	N/A	03077JAA8	155,000	158,487.50	0.02%
GNMA I MORTPASS 5% 15/MAY/2038 SF PN# 674084	N/A	36295L2R1	142,825	158,421.45	0.02%
FEDERAL HOME LOAN BANKS 4% BDS 06/SEP/2013 USD5000	N/A	3133XRX88	150,000	157,501.35	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A78982	N/A	3128LC6T8	143,235	156,087.47	0.01%
TOYS R US PROPERTY COMPANY II 8.5% SR NS	N/A	89236MAB6	150,000	156,000.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2038 A8 PN# A83596	N/A	3129297H9	142,666	156,403.02	0.01%
REPUBLIC OF EL SALVADOR 7.65% MAT 15/JUN/2035	N/A	B09YD36	150,000	155,625.00	0.01%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 956010	N/A	31413UR76	141,888	155,261.96	0.01%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 933131	N/A	31412SEC5	141,669	155,022.67	0.01%
FNMA MORTPASS 5.5% 01/JAN/2029 CT PN# 995477	N/A	31416B2J6	140,705	154,099.64	0.01%
KNOWLEDGE LEARNING CTR 144A 7.75% 01/FEB/2015	N/A	49926AAA3	190,000	154,375.00	0.01%
SRI LANKA(REPUBLIC OF) 6.25% BDS 04/OCT/2020	N/A	B4N6CW8	150,000	152,625.00	0.01%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97055	N/A	312945ZU5	143,886	152,139.95	0.01%
FNMA MORTPASS 5.5% 01/APR/2027 CT PN# 256676	N/A	31371NCM5	138,886	152,237.32	0.01%
FNMA MORTPASS 5% 01/APR/2038 CL PN# 970185	N/A	31414MJ64	138,349	150,332.73	0.01%
FNMA MORTPASS 5.5% 01/MAR/2027 CT PN# 256640	N/A	31371NBH7	134,439	147,783.52	0.01%
FIRST DATA CORP 7.375% BDS 15/JUN/2019 USD100 144A	N/A	319963BC7	145,000	148,262.50	0.01%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G05253	N/A	3128M7E28	136,127	147,194.91	0.01%
FHLMCGLD MORTPASS 6% 01/JUN/2038 A7 PN# A78076	N/A	3128LB6M5	130,047	143,687.22	0.01%
LAMAR MEDIA CORP 5.875% BDS 01/FEB/2022 USD1000	N/A	513075AZ4	140,000	143,850.00	0.01%
CONSTELLATION BRANDS INC 6% BDS 01/MAY/2022	N/A	21036PAH1	135,000	142,087.50	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2039 A8 PN# A87339	N/A	312934EL2	131,689	142,478.29	0.01%
FNMA MORTPASS 5.5% 01/FEB/2028 CT PN# 257075	N/A	31371NQ40	129,011	141,413.21	0.01%
RANGE RESOURCES CORP 5.75% BDS 01/JUN/2021 USD1000	N/A	75281AAM1	135,000	141,412.50	0.01%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 256748	N/A	31371NEV3	128,012	140,078.67	0.01%
VALEANT PHARMACEUTICALS INTL INC 6.875% BDS	N/A	91911XAN4	135,000	139,050.00	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 915970	N/A	31411VT33	126,586	138,518.00	0.01%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985731	N/A	31415QA89	125,794	137,650.80	0.01%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# AD0385	N/A	31418MNB4	124,834	136,843.81	0.01%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 992944	N/A	31415YBM0	124,082	135,777.39	0.01%
AMC NETWORKS INC 7.75% BDS 15/JUL/2021 USD2000	N/A	00164VAA1	120,000	134,100.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A76939	N/A	3128LAV80	122,913	133,941.12	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2036 A6 PN# A61562	N/A	3128KRWX8	122,028	133,243.89	0.01%
FNMA MORTPASS 5.5% 01/SEP/2027 CT PN# 256896	N/A	31371NKH7	121,233	132,887.00	0.01%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 990786	N/A	31415VUK9	121,530	132,985.47	0.01%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82093	N/A	312928KE3	119,952	131,502.14	0.01%
LYONDELLBASELL INDUSTRIES NV 6% BDS 15/NOV/2021	N/A	552081AC5	120,000	129,600.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2039 G0 PN# G05841	N/A	3128M7ZE9	117,943	128,525.59	0.01%
MYLAN INC 7.875% 15/JUL/2020 144A	N/A	628530AL1	115,000	128,800.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39584	N/A	31297VUH9	117,655	128,873.22	0.01%
FNMA MORTPASS 6% 01/FEB/2037 CL PN# 888222	N/A	31410FYT6	115,254	127,792.55	0.01%
FNMA MORTPASS 6% 01/OCT/2036 CL PN# 899215	N/A	31410WAQ1	115,175	127,704.94	0.01%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 974674	N/A	31414SJT1	117,133	128,173.44	0.01%
FHLMCGLD MORTPASS 6% 01/DEC/2037 G0 PN# G03616	N/A	3128M5K58	114,553	126,567.50	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 913304	N/A	31411RU55	116,066	127,005.75	0.01%
PEABODY ENERGY CORP 6% BDS 15/NOV/2018 USD2000	N/A	704549AJ3	125,000	126,875.00	0.01%
DELTA AIR LINES 9.50% 15/SEP/2014	N/A	247361ZC5	118,000	125,375.00	0.01%
PAETEC HOLDING CORP 8.875% GTD SNR SEC NTS	N/A	695459AD9	115,000	125,637.50	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A77208	N/A	3128LBAH1	114,965	125,280.20	0.01%
COLOMBIA(REPUBLIC OF) 7.375% NTS 27/JAN/2017	N/A	B19GRL5	100,000	123,800.00	0.01%
PHILIPPINES(REPUBLIC OF) 6.375% BDS 23/OCT/2034	N/A	B55JJ76	100,000	124,125.00	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 915952	N/A	31411VTH2	111,376	122,396.35	0.01%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 983821	N/A	31415L4E4	111,748	122,281.63	0.01%
DONNELLEY R R & SONS 8.60% 15/AUG/2016	N/A	257867AV3	115,000	120,462.50	0.01%
FHLMCGLD MORTPASS 4.5% 01/AUG/2040 A9 PN# A93311	N/A	312941VC8	113,179	120,860.42	0.01%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 992035	N/A	31415XBC4	109,200	120,841.16	0.01%
GABONESE REPUBLIC 8.2% BDS 12/DEC/2017 USD 'REGS	N/A	B29VGC1	100,000	119,250.00	0.01%
FHLMCGLD MORTPASS 5% 01/DEC/2038 A8 PN# A83345	N/A	312929WE8	109,169	118,045.00	0.01%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972404	N/A	31414PX95	106,945	117,596.69	0.01%
FNMA MORTPASS 4.5% 01/SEP/2040 CL PN# AD5283	N/A	31418S2R9	109,285	117,333.86	0.01%
FNMA MORTPASS 5.5% 01/SEP/2038 CL PN# 986938	N/A	31415RLT9	107,344	117,461.74	0.01%
FNMA MORTPASS 5% 01/AUG/2038 CL PN# 988029	N/A	31415SSS2	108,575	117,979.67	0.01%
SOUTH AFRICA(REPUBLIC OF) 5.875% NTS 30/MAY/2022	N/A	B1XK0Z8	100,000	116,750.00	0.01%
FNMA MORTPASS 5.5% 01/APR/2038 CL PN# 972607	N/A	31414QAG2	106,756	116,818.89	0.01%
FNMA MORTPASS 4.5% 01/AUG/2041 CL PN# AI7921	N/A	3138AMYT6	105,117	112,859.44	0.01%
SIRIUS XM RADIO INC 8.75% BDS 01/APR/2015	N/A	82967NAD0	100,000	113,500.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82609	N/A	3129283S1	103,202	112,462.39	0.01%
REPUBLIC OF TURKEY 9.5% 15/JAN/2014	N/A	7680245	100,000	111,850.00	0.01%
TENET HEALTHCARE CORP 8.875% BDS 01/JUL/2019	N/A	88033GBJ8	100,000	112,125.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 G0 PN# G04220	N/A	3128M6AV0	101,930	111,139.82	0.01%
GNMA I MORTPASS 6.5% 15/JUL/2038 SF PN# 689575	N/A	36296FCL5	96,439	110,781.92	0.01%
EMPRESA NACIONAL DEL PETROLEO 5.25% NTS	N/A	B51VYM6	100,000	107,156.80	0.01%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961181	N/A	31414BJ27	97,811	107,030.89	0.01%
FNMA MORTPASS 5.5% 01/AUG/2035 CL PN# 825753	N/A	31407BMA4	97,574	107,258.70	0.01%
LEBANON(REPUBLIC OF) 9.125% SNR NTS 12/MAR/2013	N/A	B2Q9Z76	100,000	105,625.00	0.01%
FIDELITY NATIONAL INFO SERVICES INC 7.875% SR NT	N/A	31620MAD8	95,000	106,400.00	0.01%
FHLMCGLD MORTPASS 6% 01/MAR/2038 G0 PN# G04156	N/A	3128M55R7	95,489	105,503.86	0.01%
DOMINICAN REPUBLIC 7.5% BDS 06/MAY/2021	N/A	B3RBT43	100,000	105,350.00	0.01%
CSC HOLDINGS INC 8.50% BDS 15/APR/2014 USD1000	N/A	126307AA5	95,000	104,737.50	0.01%
VIRGIN MEDIA FINANCE PLC 9.5% BDS 15/AUG/2016	N/A	92769VAA7	92,000	103,040.00	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MTG BDS	N/A	3128L1WN6	93,818	102,294.74	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2033 A8 PN# A82875	N/A	312929FQ0	91,452	100,429.74	0.01%
FORD HOLDINGS INC GTD DEB 9.3% 01/MAR/2030	N/A	345277AE7	75,000	99,375.00	0.01%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128LAZW3	89,446	97,471.70	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 G0 PN# G05979	N/A	3128M76Q4	89,396	97,473.16	0.01%
XM SATELLITE RADIO INC 7.625% BDS 01/NOV/2018	N/A	98375YAZ9	90,000	98,100.00	0.01%
ARCELORMITTAL 6.25% BDS 25/FEB/2022 USD1000	N/A	03938LAX2	95,000	96,767.95	0.01%
FNMA MORTPASS 5% 01/JAN/2039 CL PN# 995245	N/A	31416BTA6	89,118	96,837.19	0.01%
FNMA MORTPASS 5% 01/DEC/2037 CL PN# 967276	N/A	31414JCM3	88,474	96,137.48	0.01%
FNMA MORTPASS 5% 01/MAR/2023 CI PN# 969941	N/A	31414MBJ4	87,750	95,094.85	0.01%
REPUBLIC OF HUNGARY 4.75% DUE 03/FEB/2015	N/A	445545AC0	100,000	96,026.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2027 C9 PN# C91128	N/A	3128P7HD8	86,137	94,054.06	0.01%
FNMA MORTPASS 5.5% 01/APR/2038 CL PN# 933777	N/A	31412S2J3	85,986	94,090.75	0.01%
NAFTOGAZ UKRAINE 9.5% BDS 30/SEP/2014 USD95000	N/A	B5BRT29	95,000	93,005.00	0.01%
FORD MOTOR CO 9.98% BDS 15/FEB/2047 USD1000	N/A	345370BW9	70,000	93,275.00	0.01%
USX CORP 6.65% BDS 01/JUN/2037 USD1000	N/A	912909AD0	109,000	90,742.50	0.01%
CSC HOLDINGS INC 7.875% DEB 15/FEB/2018 USD1000	N/A	126304AG9	80,000	88,800.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79816	N/A	3128LD3Z5	81,038	88,309.57	0.01%
FNMA MORTPASS 5.5% 01/OCT/2035 CL PN# 835482	N/A	31407NFX6	80,414	88,395.80	0.01%
EGYPT(REPUBLIC OF) 6.875% NTS 30/APR/2040	N/A	B65HN42	100,000	86,000.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83032	N/A	312929LM2	79,125	86,224.54	0.01%
DENBURY RESOURCES INC 8.25% BDS 15/FEB/2020	N/A	24823UAG3	75,000	83,625.00	0.01%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 975697	N/A	31414TNN7	77,235	84,514.52	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2023 J0 PN# J08443	N/A	3128PLLY6	75,440	82,270.18	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 690435	N/A	36296GBC4	72,712	81,267.75	0.01%
REPUBLIC OF PERU 8.75% 21/NOV/2033	N/A	2172833	50,000	80,125.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79806	N/A	3128LD3P7	73,007	79,557.85	0.01%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972701	N/A	31414QDE4	73,386	80,303.26	0.01%
FED NATL MORT ASSC 5.5% MBPT 01/MAR/2039 USD	N/A	31418MKU5	72,700	79,552.06	0.01%
RANGE RES CORP 5% SR SB NT 15/AUG/2022 USD1000	N/A	75281AAN9	80,000	79,800.00	0.01%
QUICKSILVER RESOURCES INC 11.75% BDS 01/JAN/2016	N/A	74837RAF1	75,000	78,937.50	0.01%
DISH DBS CORP 7.125% SNR NTS 01/FEB/2016 USD1000	N/A	27876GBE7	70,000	77,525.00	0.01%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 920078	N/A	31412BFT4	71,360	78,108.27	0.01%
GNMA I MORTPASS 5.5% 15/APR/2033 SF PN# 603581	N/A	36200KRA7	69,358	78,210.64	0.01%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	75,000	75,508.88	0.01%
FRESENIUS MEDICAL CARE CAP TST III 5.875% BDS	N/A	35802XAF0	75,000	76,218.75	0.01%
WINDSTREAM CORP 8.125% NTS 01/AUG/2013 USD1000	N/A	97381WAC8	70,000	74,375.00	0.01%
FNMA MORTPASS 5.5% 01/NOV/2039 CL PN# 190399	N/A	31368HNQ2	66,755	73,047.66	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 689694	N/A	36296FGB3	62,977	70,405.10	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5% M/BKD	N/A	31414DFP6	64,103	69,655.65	0.01%
CITYCENTER HLDGS LLC/FIN CORP 7.625% BDS	N/A	178760AF1	65,000	68,737.50	0.01%
FHLMCGLD MORTPASS 6% 01/OCT/2036 G0 PN# G02379	N/A	3128LXUC2	62,213	68,835.67	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 G0 PN# G03927	N/A	3128M5VU1	63,096	68,796.68	0.01%
FNMA MORTPASS 6% 01/OCT/2037 CL PN# 955770	N/A	31413UJP5	62,059	68,810.24	0.01%
EL PASO CORP 7.75% MED TERM NTS 15/JAN/2032	N/A	28368EAE6	60,000	68,555.70	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A71374	N/A	3128L4Q31	61,383	67,293.27	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2037 SF PN# 675407	N/A	36295NKU0	59,844	66,912.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 G0 PN# G08263	N/A	3128MJJH4	61,776	67,318.76	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 A8 PN# A82703	N/A	312929AC6	60,661	66,104.16	0.01%
DISH DBS CORP 6.75% SNR NT 01/JUN/2021 USD1000	N/A	25470XAE5	60,000	65,700.00	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2037 SF PN# 600658	N/A	36200GJB3	58,544	65,458.40	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31412XXC3	59,420	65,020.84	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUN/2034 A2 PN# A23854	N/A	31297BH70	58,181	63,819.63	0.01%
FED NATL MORT ASSC 5.5% MBPT 01/NOV/2028 USD1000	N/A	31371N5L5	58,936	64,545.88	0.01%
GNMA I MORTPASS 5.5% 15/APR/2038 SF PN# 686034	N/A	36296BEF5	56,426	63,081.73	0.01%
FHLMCGLD MORTPASS 5.5% 01/FEB/2039 G0 PN# G05300	N/A	3128M7GH3	56,670	61,754.34	0.01%
FNMA MORTPASS 6% 01/AUG/2038 CL PN# 925973	N/A	31412HXA2	56,584	62,615.90	0.01%
PETROLEOS DE VENEZUELA 5.375% BDS 12/APR/2027	N/A	B1VX673	100,000	61,500.00	0.01%
FNMA MORTPASS 5% 01/MAY/2038 CL PN# 929515	N/A	31412MVG0	56,350	61,230.89	0.01%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 986062	N/A	31415QMK9	55,912	61,181.78	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MBPT	N/A	31403DSP5	53,805	59,658.68	0.01%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 986245	N/A	31415QTA4	54,523	59,662.47	0.01%
FNMA MORTPASS 5% 01/SEP/2023 CI PN# 988300	N/A	31415S3H3	54,449	58,830.21	0.01%
EVEREST ACQUISITION LLC/FIN INC 6.875% BDS	N/A	29977HAC4	55,000	57,750.00	0.01%
UR FINANCING ESCRO 5.75% SR NT 15/JUL/2018 USD1000	N/A	90321NAA0	55,000	56,787.50	0.01%
FNMA MORTPASS 5.5% 01/NOV/2036 CL PN# 831922	N/A	31407JG71	50,071	54,806.16	0.01%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 899598	N/A	31410WNP9	48,893	54,211.72	0.01%
JC PENNEY CO INC 5.65% SRN 01/JUN/2020 USD1000	N/A	708130AD1	55,000	53,350.00	0.01%
GNMA I MORTPASS 6% 15/JUN/2034 SF PN# 618988	N/A	36290VUM4	46,553	52,923.72	0.00%
GNMA I MORTPASS 5.5% 15/JUN/2038 SF PN# 690847	N/A	36296GP88	46,965	52,504.09	0.00%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 A8 PN# A82656	N/A	3129285R1	47,834	52,126.50	0.00%
FNMA MORTPASS 5% 01/JUN/2033 CL PN# 720679	N/A	31401WUC1	47,624	51,794.10	0.00%
FNMA MORTPASS 5% 01/NOV/2034 CL PN# 802813	N/A	31405X3W1	47,447	51,601.27	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2038 A7 PN# A72499	N/A	3128L5X48	45,321	50,074.16	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUN/2037 G0 PN# G08204	N/A	3128MJGN4	45,831	49,972.04	0.00%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 970232	N/A	31414MLM6	45,734	50,044.52	0.00%
FHLMC GLD 5.5% 01/NOV/2033 PN# C01674	N/A	31292H2F0	44,260	48,604.82	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2037 A5 PN# A58420	N/A	3128KMK95	42,267	46,085.69	0.00%
GNMA I MORTPASS 6% 15/JUL/2038 SF PN# 687727	N/A	36296DA40	41,290	46,643.78	0.00%
GNMA I MORTPASS 5.5% 15/MAY/2037 SF PN# 657732	N/A	36294RVZ9	41,800	46,965.76	0.00%
FHLMCGLD MORTPASS 5% 01/JUN/2023 J0 PN# J07942	N/A	3128PKZF4	43,084	46,431.98	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 G0 PN# G08256	N/A	3128MJJA9	42,410	46,215.11	0.00%
FHLMCGLD MORTPASS 5% 01/JUL/2038 A7 PN# A79197	N/A	3128LDGE8	42,356	45,799.64	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 986519	N/A	31415Q4C7	40,754	44,595.32	0.00%
FNMA MORTPASS 5.5% 01/SEP/2039 CL PN# AC0017	N/A	31417JAT7	40,223	44,014.58	0.00%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 992471	N/A	31415XQY0	38,966	42,638.97	0.00%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 632219	N/A	36291MK85	35,622	39,824.13	0.00%
GNMA I MORTPASS 6% 15/JUL/2038 SF PN# 690310	N/A	36296F3T8	35,486	40,131.61	0.00%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128M5ED8	35,243	38,427.48	0.00%
FNMA MORTPASS 5% 01/APR/2030 CT PN# 932716	N/A	31412RGZ4	33,998	36,943.07	0.00%
FHLMCGLD MORTPASS 5% 01/APR/2023 G1 PN# G13072	N/A	3128MBT56	32,665	35,260.19	0.00%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 991002	N/A	31415V3K9	31,865	35,351.19	0.00%
FNMA MORTPASS 5% 01/JUL/2040 CL PN# AD6856	N/A	31418UTN4	31,842	34,749.58	0.00%
FNMA MORTPASS 5% 01/MAY/2023 CI PN# 982885	N/A	31415CNA1	31,298	34,221.27	0.00%
FNMA MORTPASS 5% 01/AUG/2023 CI PN# 987456	N/A	31415R5R1	28,772	31,368.78	0.00%
GNMA I MORTPASS 6% 15/DEC/2037 SF PN# 671189	N/A	36295HUN8	27,956	31,580.52	0.00%
CHESAPEAKE ENERGY CORP 7.625% NTS 15/JUL/2013	N/A	165167BY2	30,000	31,200.00	0.00%
GNMA I MORTPASS 6% 15/DEC/2037 SF PN# 670824	N/A	36295HG95	27,215	30,743.37	0.00%
CHESAPEAKE ENERGY CORP 6.5% SNR NTS 15/AUG/2017	N/A	165167BS5	30,000	29,925.00	0.00%
GNMA I MORTPASS 6% 15/MAR/2037 SF PN# 617456	N/A	36290T5R6	26,170	29,563.17	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A77648	N/A	3128LBP93	27,630	30,109.35	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2037 A5 PN# A57475	N/A	3128KLJU2	24,961	27,216.47	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 984600	N/A	31415MX59	25,295	27,679.70	0.00%
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 885808	N/A	31410DDM9	24,828	27,175.61	0.00%
FEDERAL HOME LN MTG CORP PTN CTFS 5% MTG BDS	N/A	3128M6VJ4	25,697	27,786.12	0.00%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 960048	N/A	31414ABR2	24,786	27,122.36	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2037 G0 PN# G02791	N/A	3128M4NG4	23,251	25,351.32	0.00%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735591	N/A	31402RF87	23,618	25,685.76	0.00%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 950992	N/A	31413N7D1	22,988	25,154.62	0.00%
FNMA MORTPASS 5% 01/JUN/2023 CI PN# 975884	N/A	31414TUH2	23,424	25,385.04	0.00%
FNMA MORTPASS 5% 01/AUG/2023 CI PN# 976243	N/A	31414UBL1	23,709	25,693.05	0.00%
FNMA MORTPASS 6% 01/AUG/2037 CL PN# 936895	N/A	31412WKG0	22,123	24,529.96	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83066	N/A	312929MP4	19,989	21,782.71	0.00%
WM FINANCE CORP 9.5% BDS 15/JUN/2016 USD1000 144A	N/A	92936BAA9	20,000	21,850.00	0.00%
FHLMCGLD MORTPASS 5% 01/APR/2023 G1 PN# G13122	N/A	3128MBVP9	18,469	19,903.95	0.00%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 945218	N/A	31413GSF8	18,312	20,038.25	0.00%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 994168	N/A	31416AMR8	18,793	20,564.87	0.00%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 969268	N/A	31414LJM1	17,295	18,925.57	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 976213	N/A	31414UAN8	17,909	19,596.95	0.00%
GNMA I MORTPASS 6% 15/MAY/2038 SF PN# 686342	N/A	36296BP30	16,453	18,586.22	0.00%
FNMA MORTPASS 5.5% 01/MAY/2035 PN#255706	N/A	31371MAF4	16,100	17,698.16	0.00%
FNMA MORTPASS 5.5% 01/AUG/2035 CL PN# 834657	N/A	31407MJA4	15,744	17,306.97	0.00%
FNMA MORTPASS 5% 01/SEP/2023 CI PN# 965102	N/A	31414FU33	16,361	17,730.02	0.00%
GOVT NATL MTG ASSO 6% MBPT 15/JUL/2036 USD1000	N/A	36294SA64	13,882	15,681.55	0.00%
FHLMCGLD MORTPASS 5% 01/FEB/2038 A7 PN# A72243	N/A	3128L5P47	14,258	15,417.58	0.00%
FNMA MORTPASS 5% 01/OCT/2023 CI PN# 992021	N/A	31415XAW1	14,387	15,590.83	0.00%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 943640	N/A	31413EZD0	13,320	14,575.62	0.00%
GNMA I MORTPASS 6% 15/SEP/2037 SP PN# 782185	N/A	36241KNA2	12,841	14,505.55	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83071	N/A	312929MU3	12,024	13,102.85	0.00%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969757	N/A	31414LZW1	11,582	12,673.89	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2038 A7 PN# A76211	N/A	3128L93U5	11,261	12,442.47	0.00%
FNMA MORTPASS 5.5% 01/APR/2039 CL PN# 995845	N/A	31416CHW9	10,646	11,649.41	0.00%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82207	N/A	312928NY6	9,901	10,789.43	0.00%
FNMA MORTPASS 5% 01/JUL/2023 CI PN# 987214	N/A	31415RVF8	8,926	9,673.28	0.00%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 960117	N/A	31414ADW9	6,416	7,020.77	0.00%
FHLMCGLD MORTPASS 5.5% 01/OCT/2033 A1 PN# A14186	N/A	31296NUK1	5,295	5,814.64	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31413QM21	5,722	6,260.97	0.00%
CHESAPEAKE ENERGY CORP 6.625% BDS 15/AUG/2020	N/A	165167CF2	5,000	4,875.00	0.00%
WYNDHAM WORLDWIDE 6% SNR NTS 01/DEC/2016 USD1000	N/A	98310WAB4	3,000	3,367.06	0.00%
ARGENTINA(REPUBLIC OF) VAR 31/DEC/2038	N/A	B0Z19S8	6	2.03	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	189,815,661	189,815,660.88	18.77%
TBA FHLMC GOLD SF 4.00 30 YRS APR	N/A	02R040649	45,115,000	47,166,324.91	4.66%
TBA FHLMC GOLD SF 4.50 30 YRS APR	N/A	02R042645	38,380,000	40,694,793.75	4.02%
90DAY EURO$ FUTR FUTURE DEC14 15/DEC/2014 (EDZ4)	N/A	EDZ4COM	30,500,000	30,092,825.00	2.98%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	25,175,000	28,571,661.35	2.83%
USA TREASURY NTS FLT DEB 15/JAN/2017 USD1000	N/A	912828GD6	19,380,000	25,510,865.32	2.52%
TBA FNMA SF 4.00 30 YRS APR	N/A	01F040644	23,845,000	24,999,992.19	2.47%
UNITED STATES TREAS NTS TIPS 1.125% 15/JAN/2021	N/A	912828PP9	18,065,000	21,066,861.28	2.08%
UNITED STATES TREAS NTS 1.125% 15/DEC/2012	N/A	912828MB3	20,000,000	20,130,460.00	1.99%
TBA FHLMC GOLD SF 5.50 30 YRS APR	N/A	02R052644	18,215,000	19,794,582.94	1.96%
UNITED STATES TREAS BILLS DT	N/A	912795Y96	18,000,000	17,991,432.00	1.78%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	11,575,000	17,107,491.18	1.69%
UNITED STATES TREAS NTS 0.375% 30/SEP/2012	N/A	912828NX4	15,000,000	15,015,825.00	1.48%
FHLMCGLD MORTPASS 4.5% 01/JUL/2041 Q0 PN# Q01759	N/A	3132GE5U0	13,713,693	14,549,647.68	1.44%
TBA FHLMC 3.5 30 YRS APR	N/A	02R032646	12,515,000	12,822,007.97	1.27%
TBA FNMA SF 4.50 30 YRS APR	N/A	01F042640	11,995,000	12,757,807.63	1.26%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31403C6L0	9,022,166	9,755,990.07	0.96%
FNMA MORTPASS 5% 01/AUG/2035 ZL PN# 310099	N/A	31374CNQ5	8,202,932	8,879,735.58	0.88%
GREENWICH CAPITAL COMMUNAL FUNDING 5.736% MTG BDS	N/A	20173VAE0	7,825,000	8,637,751.45	0.85%
FHLMCGLD MORTPASS 4% 01/APR/2041 A9 PN# A97968	N/A	312946Z90	8,011,843	8,393,980.79	0.83%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	8,330,000	8,233,530.27	0.81%
XEROX CORP 4.5% BDS 15/MAY/2021 USD1000	N/A	984121CD3	7,685,000	7,905,897.64	0.78%
AMERICAN HONDA FINANCE CORP 1.45% BDS 27/FEB/2015	N/A	02666QK69	7,515,000	7,549,914.69	0.75%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	5,760,000	7,226,242.56	0.71%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402RFW4	6,571,911	7,112,603.18	0.70%
EXELON GENERATION CO LLC 4.00% 01/OCT/2020	N/A	30161MAH6	6,595,000	6,777,760.64	0.67%
LORILLARD TOBACCO CO 8.125% GTD SNR NTS	N/A	544152AA9	5,230,000	6,493,552.31	0.64%
TBA FNMA SF 5.00 30YRS APR	N/A	01F050643	5,925,000	6,399,925.49	0.63%
ARISTOTLE HOLDING INC 2.65% NTS 15/FEB/2017	N/A	04044TAL0	6,285,000	6,356,026.79	0.63%
COMMERCIAL MTG LN TR 2008-LS1 CLS'A4B'MTG BKD FRN	N/A	20173WAE8	5,500,000	6,218,509.00	0.61%
CD 2007 CD4 COML MTG TR 5.322% MTG BDS 11/DEC/2049	N/A	12513YAF7	5,500,000	6,016,109.00	0.59%
FREEPORT-MCMORAN COPPER & GOLD SR NT 3.55%	N/A	35671DAU9	6,090,000	5,848,945.62	0.58%
GENERAL ELEC CAP CORP 5.90% 13/MAY/2014	N/A	36962G4C5	5,320,000	5,847,387.56	0.58%
GS MORTGAGE SECURITIES CORP II VAR MTG BDS	N/A	36246LAE1	5,190,000	5,759,327.43	0.57%
FNMA MORTPASS 4.5% 01/APR/2039 CL PN# 995672	N/A	31416CCH7	5,382,612	5,726,703.23	0.57%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	4,998,000	5,474,214.44	0.54%
WACHOVIA CMBS 5.509% BDS 15/APR/2047 USD1000	N/A	92978TAE1	5,000,000	5,413,435.00	0.54%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	5,320,000	5,171,917.80	0.51%
QWEST CORP 6.75% NTS 01/DEC/2021 USD1000	N/A	74913GAX3	4,560,000	5,090,100.00	0.50%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-CB19	N/A	46630VAD4	4,500,000	5,063,040.00	0.50%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2007-3 A4	N/A	059512AE3	4,500,000	4,997,209.50	0.49%
BANC OF AMERICA COMMERCIAL MORTGAGE 5.356% MTN	N/A	05950VAE0	4,500,000	4,970,731.50	0.49%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	4,040,000	4,929,191.88	0.49%
GREENWICH CAPITAL COMMERCIAL FUNDING CORP 5.444%	N/A	20173QAE1	4,465,000	4,913,375.30	0.49%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	4,760,000	4,896,802.40	0.48%
DIRECTV HLDGS/FINANCE 2.4% BDS 15/MAR/2017 USD1000	N/A	25459HBC8	4,805,000	4,762,360.43	0.47%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	4,250,000	4,665,854.00	0.46%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-LDPX	N/A	46630JAC3	4,138,000	4,585,690.22	0.45%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128M5R93	4,211,050	4,583,443.71	0.45%
JPMORGAN CHASE & CO 1.875% BDS 20/MAR/2015 USD1000	N/A	46623EJP5	4,540,000	4,551,590.62	0.45%
ALEXANDRIA REAL ESTATE EQUITIES INC 4.6% BDS	N/A	015271AC3	4,595,000	4,498,013.34	0.44%
CMS ENERGY CORP SR NT 2.75% 15/MAY/2014	N/A	125896BH2	4,470,000	4,471,935.51	0.44%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-CB18	N/A	46629YAC3	4,000,000	4,447,148.00	0.44%
BANC AMER COML MTG TRUST 2006-2 5.414% CMO	N/A	05950XAE6	4,000,000	4,437,784.00	0.44%
HUSKY ENERGY INC 5.90% 15/JUN/2014	N/A	448055AE3	4,015,000	4,394,594.16	0.43%
DNB NOR BANK ASA 3.2% BDS 03/APR/2017 USD1000 144A	N/A	23329PAA8	4,305,000	4,321,966.01	0.43%
ML-CFC COMMERCIAL MORTGAGE TRUST 2007-5 A-4 5.378%	N/A	55312YAE2	4,000,000	4,297,328.00	0.42%
FLOWERS FOOD INC 4.375% 01/APR/2022	N/A	343498AA9	4,135,000	4,117,463.47	0.41%
KONINKLIJKE PHILIPS ELECTRONICS NV 3.75% BDS	N/A	500472AF2	4,090,000	4,114,241.43	0.41%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735795	N/A	31402RNL9	3,735,459	4,042,787.39	0.40%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATE 2007-C4	N/A	20173TAE5	3,770,000	4,031,724.71	0.40%
MORGAN STANLEY HOME EQUITY LOAN TRUST 2006-2 A-4	N/A	61744CYP5	7,480,000	3,954,511.44	0.39%
J P MORGAN CHASE COMMERCIAL MORTGAG BDS	N/A	46631BAE5	3,535,000	3,874,660.48	0.38%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	3,735,000	3,859,435.26	0.38%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31410F2Q7	3,537,115	3,835,491.46	0.38%
SABMILLER HLDGS INC 3.75% GTD NTS 15/JAN/2022	N/A	78573AAA8	3,770,000	3,835,450.97	0.38%
UNITED STATES TREAS BDS 04.500% 15/FEB/2036	N/A	912810FT0	3,140,000	3,832,762.50	0.38%
HEWLETT-PACKARD CO 2.6% BDS 15/SEP/2017 USD1000	N/A	428236BW2	3,820,000	3,817,646.88	0.38%
BANK OF AMERICA CORP 4.5% BDS 01/APR/2015 USD1000	N/A	06051GEB1	3,630,000	3,759,823.32	0.37%
BANK OF TOKYO-MITSUBISHI UFJ 2.35% BDS 23/FEB/2017	N/A	064255AH5	3,720,000	3,723,031.80	0.37%
ML-CFC COMMERCIAL MORTGAGE TRUST 2007-7 A-4	N/A	55313KAE1	3,435,000	3,722,293.10	0.37%
HEWLETT PACKARD CO GLBL NT 2.35% 15/MAR/2015	N/A	428236BN2	3,625,000	3,693,907.63	0.37%
LINCOLN NATIONAL CORP 4.2% BDS 15/MAR/2022 USD1000	N/A	534187BC2	3,595,000	3,604,325.43	0.36%
AMGEN INC SR NT 5.15% 15/NOV/2041	N/A	031162BK5	3,530,000	3,544,229.43	0.35%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A77796	N/A	3128LBUV8	3,196,972	3,478,688.68	0.34%
PHILLIPS 66 GTD SR NT 144A 01/APR/2022	N/A	718546AA2	3,420,000	3,478,820.58	0.34%
TIME WARNER CABLE INC 5.5% BDS 01/SEP/2041 USD1000	N/A	88732JBB3	3,295,000	3,451,604.76	0.34%
NBCUNIVERSAL MEDIA LLC 6.4% SNR NT 30/APR/2040	N/A	63946BAF7	2,820,000	3,391,207.92	0.34%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46632HAD3	3,000,000	3,364,284.00	0.33%
NATIONSTAR HOME EQUITY LOAN TRUST 2007-A AV-3	N/A	63860HAC3	4,450,000	3,349,474.95	0.33%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	3,000,000	3,323,400.00	0.33%
ERAC USA FIN CO GTD NT 144A 15/OCT/2037	N/A	26882PBE1	2,840,000	3,239,965.72	0.32%
FHLMCGLD MORTPASS 5% 01/MAY/2041 Q0 PN# Q00950	N/A	3132GEBT6	2,975,702	3,211,572.44	0.32%
DIRECTV HOLDINGS/FING 6.00% 15/AUG/2040	N/A	25459HAX3	2,995,000	3,198,264.66	0.32%
EURO INV BANK 1.625% NTS 15/JUN/2017 USD	N/A	298785FW1	3,170,000	3,171,455.03	0.31%
WELLS FARGO & CO 1.25% BDS 13/FEB/2015 USD1000	N/A	94974BFA3	3,175,000	3,162,042.83	0.31%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	2,945,000	3,080,867.58	0.30%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	2,740,000	3,058,281.14	0.30%
TELEFONICA EMISIONES SAU 3.992% BDS 16/FEB/2016	N/A	87938WAN3	3,070,000	3,055,745.99	0.30%
ACCREDITED MORTGAGE LOAN TRUST SER 2005-3 CL M1	N/A	004375DU2	4,255,000	3,048,286.26	0.30%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969008	N/A	31414LAH1	2,751,239	3,000,251.11	0.30%
FEDERAL NATIONAL MORTGAGE ASSOC 5% BDS 01/MAR/2035	N/A	31418MKW1	2,730,715	2,956,659.46	0.29%
CITIGROUP INC NT 2.65% 02/MAR/2015	N/A	172967FY2	2,935,000	2,934,465.83	0.29%
FNMA MORTPASS 5% 01/NOV/2038 CL PN# 995077	N/A	31416BM21	2,644,367	2,858,622.30	0.28%
PRUDENTIAL FINANCIAL INC 3.8750% MTN 14/JAN/2015	N/A	74432QBL8	2,685,000	2,827,313.06	0.28%
UNITED STATES OF AMER TREAS NOTES 3.125% NTS	N/A	912828MK3	2,550,000	2,803,207.35	0.28%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46631QAC6	2,640,000	2,797,761.12	0.28%
HCP INC 5.375% BDS 01/FEB/2021 USD1000	N/A	40414LAD1	2,550,000	2,747,831.55	0.27%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A82787	N/A	312929CY6	2,512,476	2,733,874.98	0.27%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	2,220,000	2,701,648.98	0.27%
CREDIT SUISSE COMMERCIAL MTG TRUST FLTG RATE NTS	N/A	22544QAE9	2,500,000	2,698,450.00	0.27%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 930071	N/A	31412NJQ0	2,437,672	2,688,233.97	0.27%
PERNOD-RICARD 5.5% BDS 15/JAN/2042 USD100	N/A	714264AK4	2,620,000	2,633,922.68	0.26%
ERAC USA FINANCE LLC 4.50% BDS 16/AUG/2021 USD1000	N/A	26884TAD4	2,530,000	2,594,474.52	0.26%
BERKSHIRE HATHAWAY INC DEL SR NT 3.4% 31/JAN/2022	N/A	084670BF4	2,545,000	2,568,681.23	0.25%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	2,610,000	2,550,160.53	0.25%
TIME WARNER INC 6.1% NTS 15/JUL/2040 USD1000	N/A	887317AH8	2,275,000	2,546,082.18	0.25%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	2,415,000	2,542,722.11	0.25%
DEUTSCHE TELEKOM INTL FINANCE B.V. 4.875% BDS	N/A	25156PAR4	2,615,000	2,470,359.12	0.24%
NEWCASTLE MORTGAGE SECURITIES TRUST 2006-1 A-4	N/A	65106AAM5	3,600,000	2,467,602.00	0.24%
SCANA CORP(NEW) 4.125% BDS 01/FEB/2022 USD1000	N/A	80589MAE2	2,460,000	2,461,239.84	0.24%
FRANCE TELECOM 5.375% BDS 13/JAN/2042 USD1000	N/A	35177PAX5	2,295,000	2,426,274.00	0.24%
PEPSICO INC 2.75% BDS 05/MAR/2022 USD1000	N/A	713448BY3	2,490,000	2,422,687.83	0.24%
MEXICO(UNITED MEXICAN STATES) 3.625% BDS	N/A	91086QBA5	2,345,000	2,397,762.50	0.24%
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016	N/A	032511AX5	1,980,000	2,282,736.06	0.23%
KINDER MORGAN ENERGY PARTNERS 6.5% BDS 01/SEP/2039	N/A	494550BD7	2,030,000	2,255,841.56	0.22%
BEAR STEARNS COMPANIES INC 5.331% MTG BDS	N/A	07388RAE7	2,050,000	2,208,194.40	0.22%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	2,030,000	2,126,709.20	0.21%
HSBC HLDGS PLC SR NT 4% 30/MAR/2022	N/A	404280AN9	2,120,000	2,101,386.40	0.21%
JP MORGAN MORTGAGE ACQUISITION TRUST 2007-HE AF-1	N/A	46630KAA4	3,042,637	2,063,455.86	0.20%
STRUCTURED ASSET SECS CORP 5.47% FLTG RATE NTS	N/A	86360PAD9	3,221,546	2,055,439.56	0.20%
GEORGIA PWR CO SR NT-12A 4.3% 15/MAR/2042	N/A	373334JW2	2,065,000	2,019,621.63	0.20%
MORGAN STANLEY CAPITAL I TR 5.61% MTG BDS	N/A	61754KAC9	1,951,116	2,001,386.21	0.20%
MERRILL LYNCH/COUNTRYWIDE COMMERCIAL MTGE TRUST	N/A	55312VAD0	1,790,000	1,973,958.30	0.20%
TIME WARNER INC 5.375% BDS 15/OCT/2041 USD1000	N/A	887317AM7	1,870,000	1,964,790.30	0.19%
FNMA MORTPASS 5% 01/FEB/2036 CL PN# 852522	N/A	31408JD32	1,805,637	1,952,499.85	0.19%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	1,840,000	1,921,970.16	0.19%
BHP BILLITON FINANCE USA LTD 1.625% BDS	N/A	055451AP3	1,930,000	1,920,348.07	0.19%
COBALT CMBS COMMERCIAL MORTGAGE TRUST 2006-C1 A-4	N/A	190749AE1	1,750,000	1,920,357.25	0.19%
SVENSKA HANDELSBANKEN AB FR 2.875%04/APR/2017	N/A	86960BAB8	1,880,000	1,879,390.88	0.19%
PROGRESS ENERGY INC SR NT 3.15% 01/APR/2022	N/A	743263AS4	1,915,000	1,871,799.52	0.19%
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C6 A4 VAR	N/A	52109PAE5	1,635,000	1,849,142.49	0.18%
VODAFONE GROUP 1.625% BDS 20/MAR/2017 USD1000	N/A	92857WAX8	1,855,000	1,829,042.99	0.18%
FHLMCGLD MORTPASS 4.5% 01/NOV/2039 G0 PN# G08372	N/A	3128MJMW7	1,720,780	1,825,675.24	0.18%
CREDIT SUISSE COMMERCIAL MTG TRUST 5.467% CMO	N/A	22545MAD9	1,650,000	1,819,796.55	0.18%
PARK PLACE SECURITIES INC 2004-WHQ2 M-3 VARIABLE	N/A	70069FEK9	3,080,000	1,819,556.20	0.18%
GS MORTGAGE SECURITIES CORPORATION II SER 2005-GG4	N/A	36228CVQ3	1,800,000	1,799,492.40	0.18%
COMISION FEDERAL DE ELECTRICDAD 4.875% BDS	N/A	200447AB6	1,695,000	1,796,700.00	0.18%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 G0 PN# G04305	N/A	3128M6DJ4	1,629,063	1,772,615.54	0.18%
FEDERAL HOME LOAN BANKS 3.625% BDS 29/MAY/2013	N/A	3133XQU34	1,630,000	1,693,146.20	0.17%
JP MORGAN CHASE COMM MTG SECS CORP FR CMO	N/A	46627QBA5	1,500,000	1,693,479.00	0.17%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 A7 PN# A76127	N/A	3128L9YY3	1,551,133	1,687,818.84	0.17%
BANK OF AMERICA CORP 6.5% BDS 01/AUG/2016 USD1000	N/A	06051GEA3	1,525,000	1,676,713.10	0.17%
FHLMCGLD MORTPASS 5% 01/JAN/2039 G0 PN# G05342	N/A	3128M7HT6	1,547,985	1,668,509.19	0.16%
GS MORTGAGE SECURITIES CORP II SER GG6 VAR MTG BDS	N/A	36228CWX7	1,500,000	1,662,145.50	0.16%
XEROX CORP 2.95% BDS 15/MAR/2017 USD1000	N/A	984121CF8	1,600,000	1,616,763.20	0.16%
DIRECTV HLDGS/FINANCE 5% BDS 01/MAR/2021 USD1000	N/A	25459HBA2	1,475,000	1,598,605.00	0.16%
RESIDENTIAL ASSET MTGE PRODUCTS INC FLTG RTE NTS	N/A	76112BT83	2,094,191	1,595,930.98	0.16%
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 M1	N/A	86358ELZ7	2,410,000	1,573,809.53	0.16%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-1	N/A	233050AN3	1,451,299	1,542,896.38	0.15%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 933166	N/A	31412SFF7	1,384,429	1,527,686.23	0.15%
COMM 2006-C8 A-4 5.306% 10/DEC/2046	N/A	20047EAE2	1,350,000	1,509,321.60	0.15%
FHLMCGLD MORTPASS 5.5% 01/FEB/2038 A7 PN# A73996	N/A	3128L7NM5	1,337,068	1,454,890.66	0.14%
MORGAN STANLEY CAPITAL I TR 5.809% BDS 12/DEC/2049	N/A	61756UAE1	1,250,000	1,430,508.75	0.14%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735578	N/A	31402RFT1	1,321,808	1,429,317.61	0.14%
PERNOD-RICARD 2.95% BDS 15/JAN/2017 USD1000 144A	N/A	714264AF5	1,415,000	1,429,332.54	0.14%
UNITED STATES TREAS NTS 2.375% 31/OCT/2014	N/A	912828LS7	1,340,000	1,405,220.48	0.14%
ENTERPRISE PRODUCTS OPERATING LLC 5.95% BDS	N/A	29379VAT0	1,250,000	1,392,551.25	0.14%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A71604	N/A	3128L4X90	1,212,692	1,319,933.44	0.13%
CSX CORP SR NT 4.75% 30/MAY/2042	N/A	126408GW7	1,355,000	1,314,104.75	0.13%
CONTINENTAL AIRLINES PASS THRU TST 5.983% CMO	N/A	21079NAA9	1,189,731	1,290,025.13	0.13%
FNMA MORTPASS 5% 01/AUG/2033 ZL PN# 310100	N/A	31374CNR3	1,171,827	1,268,786.29	0.13%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 994637	N/A	31416A4W7	1,157,905	1,262,706.36	0.12%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A72378	N/A	3128L5UB5	1,135,744	1,236,180.25	0.12%
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-3	N/A	059500AD0	1,100,000	1,234,714.80	0.12%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A96567	N/A	312945JL3	1,143,619	1,197,451.43	0.12%
BANK AMER CORP SR NT 5.875% 07/FEB/2042	N/A	06051GEN5	1,190,000	1,183,585.90	0.12%
DELTA AIR LINES INC 6.2% BDS 02/JUL/2010 USD1000	N/A	24736VAA0	1,092,630	1,182,772.33	0.12%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 A7 PN# A76483	N/A	3128LAFY1	1,070,406	1,164,730.31	0.12%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934333	N/A	31412TPS6	995,329	1,085,415.64	0.11%
FED HOME LOAN MTG 5.5% MBPT 01/MAR/2037 USD	N/A	3128M5DD9	988,219	1,077,153.82	0.11%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A77937	N/A	3128LBZA9	945,854	1,029,202.71	0.10%
FNMA MORTPASS 5% 01/JUN/2036 CL PN# 745580	N/A	31403DJZ3	938,926	1,015,294.67	0.10%
FHLMCGLD MORTPASS 4% 01/APR/2041 A9 PN# A97932	N/A	312946Y59	959,846	1,005,627.67	0.10%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97294	N/A	312946C79	958,179	1,003,880.84	0.10%
ACCREDITED MORTGAGE LOAN TRUST 2005-4 A-2D	N/A	004375EJ6	1,570,000	991,345.10	0.10%
CALPINE CORP 7.25% SNR NTS 15/OCT/2017	N/A	131347BP0	930,000	985,800.00	0.10%
FNMA MORTPASS 6% 01/APR/2038 CL PN# 973726	N/A	31414RHB4	887,759	979,009.92	0.10%
FNMA MORTPASS 4.5% 01/OCT/2040 CL PN# AE6039	N/A	31419GV92	863,924	920,231.28	0.09%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985558	N/A	31415PZX9	835,603	911,233.13	0.09%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07388QAE9	800,000	910,763.20	0.09%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930997	N/A	31412PKJ9	853,610	909,378.83	0.09%
BCO NACIONAL DES 5.5% NTS 12/JUL/2020 USD'REGS	N/A	B5VDV32	800,000	892,000.00	0.09%
POWER SECTOR ASSETS & LIABILIT GTD SR NT REG S	N/A	B4N4DY1	700,000	885,500.00	0.09%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 G0 PN# G04248	N/A	3128M6BR8	801,962	872,631.18	0.09%
CITIGROUP/DEUTSCHE BK COMML MTG TST FLTG MTG BDS	N/A	12514AAE1	750,000	860,794.50	0.09%
GS MTG SECS CORP II 2005-GG4 A4 4.761% 10/JUL/2039	N/A	36228CVT7	800,000	853,001.60	0.08%
HCA INC 6.5% BDS 15/FEB/2020 USD2000	N/A	404121AC9	810,000	850,500.00	0.08%
ENERGY TRANSFER EQUITY LP 7.5% BDS 15/OCT/2020	N/A	29273VAC4	765,000	849,150.00	0.08%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G08323	N/A	3128MJLD0	767,595	827,359.67	0.08%
FNMA MORTPASS 5.5% 01/JUL/2028 CT PN# 257282	N/A	31371NXK6	753,768	822,461.64	0.08%
GANNETT CO INC 7.125% NTS 01/SEP/2018 USD1000	N/A	364725AW1	780,000	820,950.00	0.08%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 929831	N/A	31412NA89	748,946	816,732.41	0.08%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985559	N/A	31415PZY7	711,219	775,590.57	0.08%
FNMA MORTPASS 5.5% 01/MAY/2036 CL PN# 891588	N/A	31410MRH5	689,136	752,585.64	0.07%
PETROLEOS DE VENEZUELA 12.75% SNR NTS 17/FEB/2022	N/A	B40ZFD0	750,000	750,000.00	0.07%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402Q6T3	692,771	749,767.51	0.07%
FHLMCGLD MORTPASS 5% 01/AUG/2039 A8 PN# A87679	N/A	312934Q88	690,534	743,759.28	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAY/2040 G0 PN# G06193	N/A	3128M8GA6	677,896	737,843.82	0.07%
GS MORTGAGE SECURITIES CORP 2006-GG8 A-4 5.560%	N/A	362332AE8	650,000	732,299.75	0.07%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97264	N/A	312946B96	695,250	728,410.72	0.07%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A78624	N/A	3128LCSM9	664,971	723,568.34	0.07%
FHLMCGLD MORTPASS 5.5% 01/OCT/2039 G0 PN# G05684	N/A	3128M7UH7	664,892	723,482.18	0.07%
NRG ENERGY INC 7.625% BDS 15/JAN/2018 USD1000	N/A	629377BN1	710,000	711,775.00	0.07%
CREDIT SUISSE COMMERCIAL MTG TRUST FR CMO	N/A	22545YAD3	650,000	703,314.95	0.07%
CITYCENTER HLDGS LLC/FIN CORP 7.625% SNR SEC NTS	N/A	178760AB0	665,000	701,575.00	0.07%
CIT GROUP INC 5.5% BDS 15/FEB/2019 USD1000 144A	N/A	125581GH5	675,000	688,500.00	0.07%
FNMA MORTPASS 6% 01/JAN/2038 CL PN# 961348	N/A	31414BP95	624,339	688,513.01	0.07%
FNMA MORTPASS 6% 01/MAR/2037 CL PN# 914049	N/A	31411SQA7	618,885	683,658.48	0.07%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A82757	N/A	312929B27	623,613	678,566.11	0.07%
FORD MOTOR CREDIT CO LLC 8.125% NTS 15/JAN/2020	N/A	345397VM2	560,000	676,897.20	0.07%
CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR	N/A	18451QAD0	595,000	652,268.75	0.06%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 963774	N/A	31414EFP4	594,571	648,385.47	0.06%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 995048	N/A	31416BL55	574,927	627,861.01	0.06%
FHLMCGLD MORTPASS 5% 01/JUN/2040 G0 PN# G08402	N/A	3128MJNU0	580,384	625,208.92	0.06%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95796	N/A	312944NM9	595,485	623,515.54	0.06%
FNMA MORTPASS 4.5% 01/NOV/2041 CL PN# AL1547	N/A	3138EHWH1	575,000	613,554.59	0.06%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 934665	N/A	31412TZ63	552,533	602,542.55	0.06%
MGM RESORTS INTL 7.75% BDS 15/MAR/2022 USD1000	N/A	552953BX8	580,000	590,150.00	0.06%
MAJAPAHIT HOLDING 7.875% BDS 29/JUN/2037 USD100000	N/A	B1Z61D9	470,000	588,675.00	0.06%
WMG ACQUISITION CORP 9.5% NTS 15/JUN/2016 USD1000	N/A	92933BAB0	540,000	588,600.00	0.06%
FORD MOTOR CREDIT CO LLC NT 6.625% 15/AUG/2017	N/A	345397VP5	525,000	581,769.83	0.06%
DONNELLEY(R.R.)& SONS CO 7.25% BDS 15/MAY/2018	N/A	257867AX9	595,000	577,150.00	0.06%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 956081	N/A	31413UUE7	527,382	575,114.89	0.06%
UNIVISION COMMUNICATIONS INC 6.875% NTS	N/A	914906AM4	555,000	562,631.25	0.06%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 930253	N/A	31412NQE9	514,625	561,203.13	0.06%
LB UBS COMMERCIAL MORTGAGE TRUST	N/A	50179AAE7	500,000	560,527.50	0.06%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 934645	N/A	31412TZJ5	509,774	555,912.95	0.05%
FNMA MORTPASS 6% 01/JUN/2037 CL PN# 939984	N/A	31413AXM0	501,812	553,392.00	0.05%
FNMA MORTPASS 5% 01/NOV/2036 ZL PN# 310107	N/A	31374CNY8	506,910	548,457.01	0.05%
FNMA MORTPASS 6% 01/OCT/2037 CL PN# 946923	N/A	31413JPG3	497,629	548,778.45	0.05%
FNMA MORTPASS 4.5% 01/JUN/2041 CL PN# AI4562	N/A	3138AJB84	514,022	548,488.37	0.05%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	B3Q7S01	480,000	547,200.00	0.05%
FRONTIER COMMUNICATIONS CORP 8.25% NTS 15/APR/2017	N/A	35906AAF5	505,000	542,875.00	0.05%
FNMA MORTPASS 6% 01/SEP/2037 CL PN# 952276	N/A	31413QMZ8	486,501	537,722.95	0.05%
FNMA MORTPASS 4.5% 01/JUN/2029 CT PN# AL0869	N/A	3138EG6F6	502,369	535,190.37	0.05%
FHLMCGLD MORTPASS 5.5% 01/FEB/2040 G0 PN# G05923	N/A	3128M74G8	488,014	531,170.69	0.05%
PHILIPPINES(REPUBLIC OF) GLBL BD 8.375%	N/A	B3KWPS9	400,000	530,000.00	0.05%
FNMA MORTPASS 6% 01/JUN/2037 CL PN# 915639	N/A	31411VHQ5	480,004	529,341.95	0.05%
FNMA MORTPASS 5.5% 01/MAY/2040 CL PN# AB1316	N/A	31416WPA4	485,832	529,804.59	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 6% BDS 01/JUL/2037	N/A	31412LRC6	477,584	526,674.01	0.05%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 970650	N/A	31414MZP4	482,640	526,323.00	0.05%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.25% NTS	N/A	1248EPAQ6	490,000	525,525.00	0.05%
ALLY FINANCIAL INC 8.0% 15/MAR/2020	N/A	02005NAE0	470,000	522,875.00	0.05%
CHRYSLER GROUP LLC/CGCO ISUER INC 8% BDS	N/A	17121EAB3	520,000	522,600.00	0.05%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 903013	N/A	31411BGW7	477,634	521,610.28	0.05%
FHLMCGLD MORTPASS 6% 01/SEP/2037 A6 PN# A65518	N/A	3128KWDX8	471,050	520,087.68	0.05%
RUSSIAN FEDERATION MINISTRY FINANCE VAR BDS	N/A	4230814	434,200	519,411.75	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 986264	N/A	31415QTV8	475,252	518,266.77	0.05%
EXCO RESOURCES INC 7.5% BDS 15/SEP/2018 USD1000	N/A	269279AD7	570,000	507,300.00	0.05%
FNMA MORTPASS 5.5% 01/DEC/2037 CL PN# 959454	N/A	31413YMB4	465,094	507,188.99	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 981344	N/A	31415AWD9	463,089	505,002.48	0.05%
FNMA MORTPASS 5.5% 01/FEB/2039 CL PN# AA1638	N/A	31416JZC8	461,885	503,689.61	0.05%
FNMA MORTPASS 5% 01/MAR/2038 CL PN# 933409	N/A	31412SN27	454,515	502,562.14	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MTG BDS	N/A	31410KJY1	453,109	501,466.46	0.05%
TENET HEALTHCARE CORP 6.25% BDS 01/NOV/2018 USD100	N/A	88033GBN9	485,000	500,762.50	0.05%
ICAHN ENTERPRISES LP 8% SNR NTS 15/JAN/2018	N/A	451102AQ0	480,000	499,200.00	0.05%
OMEGA HEALTHCARE INVESTORS 6.75% SNR NTS	N/A	681936AX8	470,000	498,200.00	0.05%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# AA0694	N/A	31416HXY6	454,056	495,152.29	0.05%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 899528	N/A	31410WLH9	451,688	492,569.49	0.05%
FNMA MORTPASS 5.5% 01/DEC/2037 CL PN# 967254	N/A	31414JBX0	449,952	490,676.30	0.05%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 970929	N/A	31414NEA8	448,858	489,483.92	0.05%
MARKWEST ENERGY PARTNERS LP 8.75% SNR NTS	N/A	570506AH8	445,000	487,275.00	0.05%
LYONDELLBASELL INDUSTRIES NV 5% BDS 15/APR/2019	N/A	552081AE1	485,000	485,000.00	0.05%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 A7 PN# A75432	N/A	3128L9A94	439,518	480,445.66	0.05%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 982274	N/A	31415BXB0	440,135	479,971.14	0.05%
NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000	N/A	629377BS0	500,000	480,000.00	0.05%
UKRAINE(REPUBLIC OF) 6.58% BDS 21/NOV/2016	N/A	B1HLWZ1	550,000	475,750.00	0.05%
AMERIGAS PARTNERS/AMERIGAS FIN CORP 7% BDS	N/A	03077JAB6	465,000	474,300.00	0.05%
FNMA MORTPASS 6% 01/MAR/2038 CL PN# 961992	N/A	31414CF94	430,767	475,044.13	0.05%
LINN ENERGY/FIN CORP 8.625% 15/APR/2020	N/A	536022AC0	440,000	474,100.00	0.05%
PEMEX PROJECT FUNDING MASTER TRUST 5.75% GTD BDS	N/A	B3Q7S23	420,000	472,500.00	0.05%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 G0 PN# G04847	N/A	3128M6WG9	429,707	467,572.75	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 5.0% MTG BDS	N/A	31403DWD7	429,961	465,536.81	0.05%
TOYS R US PROPERTY COMPANY I 10.75% SR NT	N/A	89236LAB8	425,000	465,375.00	0.05%
CHESAPEAKE ENERGY CORP 6.875% BDS 15/AUG/2018	N/A	165167CE5	450,000	463,500.00	0.05%
CEQUEL COMMUNICATIONS HOLDINGS SR NT 144A	N/A	15672WAA2	430,000	461,712.50	0.05%
FHLMCGLD MORTPASS 5.5% 01/FEB/2038 G0 PN# G03964	N/A	3128M5WZ9	423,478	460,794.64	0.05%
FNMA MORTPASS 5.5% 01/JAN/2039 CL PN# 993111	N/A	31415YGU7	422,165	460,374.35	0.05%
VIDEOTRON GROUP 9.125% SRN 15/APR/2018 USD1000	N/A	92658TAM0	415,000	458,575.00	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 963975	N/A	31414EMY7	419,174	457,113.38	0.05%
BANK OF CHINA SUB NT REGS 20 11/FEB/2020	N/A	B627F61	435,000	456,843.96	0.05%
FNMA MORTPASS 4.5% 01/APR/2041 CL PN# AI1193	N/A	3138AEKF9	423,985	452,414.13	0.04%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 918659	N/A	31411YTQ6	407,626	446,303.28	0.04%
UPC HOLDING BV 9.875% BDS 15/APR/2018 USD1000	N/A	90320LAC1	400,000	442,000.00	0.04%
US WEST COMMUNICATIONS INC 6.875% BDS 15/SEP/2033	N/A	912920AC9	445,000	440,550.00	0.04%
QWEST COMMUNICATIONS INTL INC 7.125% NTS	N/A	749121CC1	410,000	437,675.00	0.04%
SOUTHERN STAR CENT CORP 6.75% 01/MAR/2016	N/A	843830AD2	430,000	436,450.00	0.04%
FHLMCGLD MORTPASS 6% 01/JUL/2037 G0 PN# G08210	N/A	3128MJGU8	390,365	431,003.32	0.04%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128KQB96	395,135	430,077.67	0.04%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 959983	N/A	31413Y6U0	390,412	430,541.49	0.04%
ARCH COAL INC 7.25% BDS 15/JUN/2021 USD1000 144A	N/A	039380AF7	465,000	428,962.50	0.04%
LITHUANIA(REPUBLIC OF) 7.375% BDS 11/FEB/2020	N/A	B61C5T0	366,000	428,220.00	0.04%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 G0 PN# G04471	N/A	3128M6JQ2	391,331	425,814.79	0.04%
URUGUAY 6.875% BDS 28/SEP/2025 USD1	N/A	B4MNSL1	330,000	425,700.00	0.04%
USG CORP 8.375% BDS 15/OCT/2018 USD1000 144A	N/A	903293AY4	415,000	425,375.00	0.04%
RSHB CAPITAL S.A. 6.299% MTN 15/MAY/2017 USD	N/A	B1XFLV6	400,000	424,000.00	0.04%
CIMAREX ENERGY CO SR NT 7.125% 01/MAY/2017	N/A	171798AA9	410,000	422,300.00	0.04%
IPALCO ENTERPRISES INC 7.25% SNR SECD NTS	N/A	462613AE0	385,000	419,650.00	0.04%
FHLMCGLD MORTPASS 5.5% 01/DEC/2037 A7 PN# A70591	N/A	3128L3UQ7	384,194	418,169.31	0.04%
ALLY FINANCIAL INC 6.25% BDS 01/DEC/2017 USD1000	N/A	02005NAD2	405,000	417,043.49	0.04%
MGM RESORTS INTL 11.125% SR NT 15/NOV/2017 USD1000	N/A	552953BJ9	365,000	412,906.25	0.04%
FNMA MORTPASS 4.5% 01/APR/2041 CL PN# AH4709	N/A	3138A6GT1	385,694	411,554.98	0.04%
REPUBLIC OF PANAMA 7.125 29/JAN/2026	N/A	B0R4963	300,000	400,500.00	0.04%
SEARS HLDGS CORP 6.625% SNR NT 15/OCT/2018 USD1000	N/A	812350AE6	445,000	395,493.75	0.04%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 8.125% SR NT	N/A	1248EPAP8	355,000	394,050.00	0.04%
FNMA MORTPASS 6% 01/SEP/2039 CL PN# AD0638	N/A	31418MV82	356,500	393,143.97	0.04%
FHLMCGLD MORTPASS 4.5% 01/MAY/2041 Q0 PN# Q00628	N/A	3132GDVV1	365,967	388,275.12	0.04%
SEMINOLE TRIBE OF FLORIDA 7.75% BDS 01/OCT/2017	N/A	81683RAQ7	355,000	384,731.25	0.04%
WINDSTREAM CORP 7.75% NTS 01/OCT/2021 USD1000	N/A	97381WAT1	360,000	385,200.00	0.04%
HEXION US FIN CORP/HEXION NOVA SCOT 6.625% BDS	N/A	428302AB9	375,000	383,437.50	0.04%
CIT GROUP INC 4.75% BDS 15/FEB/2015 USD1000 144A	N/A	125581GE2	375,000	378,309.75	0.04%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 992676	N/A	31415XXD8	345,030	376,258.05	0.04%
POLAND(REPUBLIC OF) 5.125% BDS 21/APR/2021 USD1000	N/A	B4TW7V4	350,000	373,800.00	0.04%
FNMA MORTPASS 5.5% 01/OCT/2034 CL PN# 794978	N/A	31405PFT2	339,047	372,011.90	0.04%
FED NATL MORT ASSC 6% MBPT 01/DEC/2037 USD1000	N/A	31412MDX3	336,849	371,472.44	0.04%
FHLMCGLD MORTPASS 5% 01/JUN/2023 G1 PN# G13225	N/A	3128MBYW1	342,966	368,682.31	0.04%
FHLMCGLD MORTPASS 5.5% 01/AUG/2038 A8 PN# A80779	N/A	3129262L1	337,860	367,632.37	0.04%
OMEGA HEALTHCARE INVESTORS 5.875% BDS 15/MAR/2024	N/A	681936AY6	375,000	367,500.00	0.04%
CENTURYLINK INC 5.8% BDS 15/MAR/2022 USD1000	N/A	156700AS5	375,000	366,191.25	0.04%
MGM RESORTS INTL 9% BDS 15/MAR/2020 USD1000	N/A	55303QAD2	325,000	361,562.50	0.04%
VIRGIN MEDIA FIN PLC GTD SRNT 5.25% 15/FEB/2022	N/A	92769VAC3	365,000	361,806.25	0.04%
FHLMCGLD MORTPASS 5% 01/APR/2040 A9 PN# A91997	N/A	312940GE3	334,404	360,231.02	0.04%
FHLMCGLD MORTPASS 5.5% 01/FEB/2037 G0 PN# G02561	N/A	3128M4FA6	326,721	356,124.42	0.04%
OWENS-BROCKWAY GLASS 7.375% BDS 15/MAY/2016	N/A	69073TAP8	315,000	354,375.00	0.03%
COLUMBIA (REP OF) 8.25 22/DEC/2014	N/A	B02TR92	300,000	353,250.00	0.03%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79018	N/A	3128LDAT1	324,509	353,104.32	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961311	N/A	31414BN48	322,805	352,021.98	0.03%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 975049	N/A	31414SWJ8	318,599	347,435.37	0.03%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A81743	N/A	3129275C6	318,510	346,577.38	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 889517	N/A	31410KG24	314,043	342,467.16	0.03%
FHLMCGLD MORTPASS 4.5% 01/OCT/2041 G0 PN# G06802	N/A	3128M83K8	321,857	341,476.99	0.03%
FNMA MORTPASS 5.5% 01/SEP/2038 CL PN# 970818	N/A	31414NAT1	309,251	337,241.44	0.03%
PEABODY ENERGY CORP 7.375% SNR NTS 01/NOV/2016	N/A	704549AE4	305,000	334,737.50	0.03%
FIREKEEPERS DEVELOPMENT AUTHORITY 13.875% SNR NTS	N/A	318169AA7	300,000	333,750.00	0.03%
PETROLEOS DE VENEZUELA 5.25% NTS 12/APR/2017	N/A	B1VYQ09	440,000	333,300.00	0.03%
REGENCY ENERGY PARTNERS LP 6.875% BDS 01/DEC/2018	N/A	75886AAE8	315,000	333,112.50	0.03%
REPUBLIC OF VENEZUELA 9.375% 13/JAN/2034	N/A	7748819	400,000	333,000.00	0.03%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	B018WG2	300,000	332,250.00	0.03%
FHLMCGLD MORTPASS 5% 01/MAY/2038 A7 PN# A77391	N/A	3128LBF86	307,901	331,873.64	0.03%
FHLMCGLD MORTPASS 5.5% 01/NOV/2037 A6 PN# A68546	N/A	3128L0P71	303,652	330,504.86	0.03%
PANAMA(REPUBLIC OF) 6.7% BDS 26/JAN/2036 USD1000	N/A	B0XNWS7	250,000	328,750.00	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402RAC3	304,092	329,110.97	0.03%
EL PASO CORP 7% SNR NTS 15/JUN/2017 USD1000	N/A	28336LBQ1	295,000	328,495.48	0.03%
FHLMCGLD MORTPASS 5.5% 01/OCT/2036 A5 PN# A52983	N/A	3128KFJ43	300,950	328,033.45	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31415PY44	300,940	328,177.83	0.03%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 975186	N/A	31414S2T9	299,160	327,545.21	0.03%
CHESAPEAKE ENERGY CORP 9.50% BDS 15/FEB/2015	N/A	165167CD7	285,000	326,325.00	0.03%
FHLMCGLD MORTPASS 5% 01/AUG/2029 D9 PN# D98252	N/A	3128E5EZ8	303,037	326,584.15	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961256	N/A	31414BMD9	298,638	325,667.09	0.03%
REPUBLIC OF INDONESIA/REGS 6.75% 10/MAR/2014 REGS	N/A	B2PJ2B0	300,000	325,500.00	0.03%
FERRELLGAS LP/FINANCE CORP 9.125% SR NT	N/A	315292AJ1	310,000	323,950.00	0.03%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006-C23	N/A	92976BDT6	290,000	322,271.20	0.03%
FNMA MORTPASS 6% 01/MAY/2037 CL PN# 917988	N/A	31411X2V6	291,098	321,018.96	0.03%
LEBANON(REPUBLIC OF) 6.375% BDS 09/MAR/2020	N/A	B3L8PZ3	300,000	318,750.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2037 CL PN# 907683	N/A	31411GM82	292,851	319,356.53	0.03%
STANDARD PACIFIC CORP 8.375% BDS 15/MAY/2018	N/A	85375CAX9	300,000	319,125.00	0.03%
FNMA MORTPASS 5.5% 01/SEP/2028 CT PN# 257367	N/A	31371NZ81	290,148	316,590.52	0.03%
INTERNATIONAL LEASE FINANCE CORP 5.65% BDS	N/A	45974VB49	310,000	315,425.00	0.03%
SANDRIDGE ENERGY INC 7.5% SNR NTS 15/MAR/2021	N/A	80007PAN9	320,000	315,200.00	0.03%
PLAINS EXPLORATION & PRODUCTION CO 6.625% BDS	N/A	726505AK6	295,000	312,700.00	0.03%
CSC HOLDINGS INC 6.75% BDS 15/NOV/2021 USD1000	N/A	126307AD9	300,000	312,375.00	0.03%
INERGY LP & INERGY FINANCE CORP 7% SNR NT	N/A	45661TAM3	320,000	312,000.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972539	N/A	31414P4Y2	286,505	312,436.19	0.03%
BRAZIL(FEDERATIVE REPUBLIC OF) 5.625% BDS	N/A	B4TL852	270,000	311,175.00	0.03%
SPRINT CAPITAL CORP 6.875% NTS 15/NOV/2028 USD1000	N/A	852060AD4	405,000	309,825.00	0.03%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04458	N/A	3128M6JB5	284,345	309,401.84	0.03%
FNMA MORTPASS 5.50% 01/JUN/2038 CN PL # 889572	N/A	31410KJR6	283,560	309,224.39	0.03%
IPALCO ENTERPRISES INC 5% BDS 01/MAY/2018 USD1000	N/A	462613AG5	310,000	308,450.00	0.03%
PLAINS EXPLORATION & PRODUCTION CO 7.625% BDS	N/A	726505AF7	290,000	308,125.00	0.03%
COLOMBIA(REPUBLIC OF) 6.125% BDS 18/JAN/2041	N/A	B512BZ1	250,000	306,250.00	0.03%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A96705	N/A	312945NW4	291,059	304,941.48	0.03%
UNITED AIRLINES INC 9.875% BDS 01/AUG/2013	N/A	909279BF7	290,000	304,500.00	0.03%
ROYAL CARIBBEAN CRUISES 7.25% BDS 15/JUN/2016	N/A	780153AR3	280,000	302,400.00	0.03%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 942290	N/A	31413DKB2	276,451	301,472.22	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969776	N/A	31414L2H0	276,069	302,263.51	0.03%
FHLMCGLD MORTPASS 5.5% 01/FEB/2039 A8 PN# A84417	N/A	3129304A5	275,910	300,481.72	0.03%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 899871	N/A	31410WW87	276,140	301,133.03	0.03%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 256513	N/A	31371M3W5	274,726	300,020.67	0.03%
FNMA MORTPASS 5.5% 01/APR/2030 CT PN# MA0436	N/A	31417YPW1	274,567	299,332.35	0.03%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 257306	N/A	31371NYB5	275,018	299,909.18	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 952035	N/A	31413QEG9	273,650	298,417.65	0.03%
MYLAN INC 7.625% BDS 15/JUL/2017 USD1000 144A	N/A	628530AK3	270,000	297,000.00	0.03%
INTERNATIONAL LEASE FINANCE CORP 6.25% BDS	N/A	459745GH2	300,000	296,123.70	0.03%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 943463	N/A	31413ETU9	270,607	295,098.97	0.03%
RR DONNELLEY & SONS CO 8.25% BDS 15/MAR/2019	N/A	257867AY7	295,000	293,525.00	0.03%
WPX ENERGY INC 5.25% BDS 15/JAN/2017 USD1000 144A	N/A	98212BAA1	295,000	293,525.00	0.03%
CIMAREX ENERGY CO SR NT 5.875% 01/MAY/2022	N/A	171798AB7	285,000	290,700.00	0.03%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 984748	N/A	31415M5H4	266,584	290,712.01	0.03%
CRICKET COMMUNICATIONS INC 7.75% BDS 15/MAY/2016	N/A	226566AK3	275,000	290,125.00	0.03%
AWAS AVIATION CAPITAL LTD 7% NTS 15/OCT/2016	N/A	002447AA8	275,720	287,438.10	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31419ANJ2	261,227	285,334.84	0.03%
VALEANT PHARMACEUTICALS INTL 6.5% SNR NTS	N/A	91911XAR5	280,000	284,900.00	0.03%
INTERNATIONAL LEASE FINANCE CORP 8.75% SNR NT	N/A	459745GG4	255,000	283,687.50	0.03%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 970809	N/A	31414NAJ3	258,852	282,279.91	0.03%
UNITED RENTALS NORTH AMERICA INC 10.875% NTS	N/A	911365AV6	250,000	283,125.00	0.03%
CITIZENS COMMUNICATIONS CO SR NT 9.00% 15/AUG/2031	N/A	17453BAJ0	290,000	281,300.00	0.03%
REPUBLIC OF URUGUAY VAR 15/JAN/2033	N/A	7602409	200,000	279,000.00	0.03%
JSC KAZMUNAYG 6.375% MTN 09/APR/2021 USD1000	N/A	B5LHQH3	250,000	276,137.50	0.03%
LENDER PROCESSING SERVICES INC 8.125% NTS	N/A	52602EAC6	265,000	276,925.00	0.03%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	250,000	276,725.50	0.03%
PHILIPPINES(REPUBLIC OF) 6.375% BDS 23/OCT/2034	N/A	B55JJ76	225,000	277,031.25	0.03%
FNMA MORTPASS 5.5% 01/JUL/2037 CL PN# 944635	N/A	31413F4U3	251,658	274,435.80	0.03%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006-C29	N/A	92978PAC3	260,000	273,492.44	0.03%
EL PASO CORP 7.80% BDS 01/AUG/2031 USD1000	N/A	28368EAD8	240,000	272,786.16	0.03%
FNMA MORTPASS 5.5% 01/JAN/2037 CL PN# 967685	N/A	31414JRE5	246,845	270,845.45	0.03%
SANDRIDGE ENERGY INC 8% BDS 01/JUN/2018 USD1000	N/A	80007PAC3	265,000	270,300.00	0.03%
FMG RESOURCES (AUGUST 2006) PTY LTD 6% BDS	N/A	30251GAK3	270,000	267,300.00	0.03%
FNMA MORTPASS 5.5% 01/DEC/2035 CL PN# 863626	N/A	31408XPK0	243,670	266,714.76	0.03%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 962371	N/A	31414CT40	244,435	266,558.32	0.03%
FNMA MORTPASS 5% 01/APR/2034 CL PN# 725422	N/A	31402C4F6	245,253	265,546.17	0.03%
FNMA MORTPASS 6% 01/MAY/2038 CL PN# 889509	N/A	31410KGS7	239,957	264,621.18	0.03%
FNMA MORTPASS 6% 01/APR/2039 CL PN# 935075	N/A	31412UJU5	240,057	264,656.32	0.03%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	B4344G0	230,000	263,695.00	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31410UHR6	238,627	260,224.47	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 969451	N/A	31414LQC5	237,843	259,369.42	0.03%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.0% POOL	N/A	31402CPL0	238,564	258,303.06	0.03%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 899509	N/A	31410WKW7	236,916	258,359.01	0.03%
LAMAR MEDIA CORP 9.75% BDS 01/APR/2014 USD1000	N/A	513075AV3	230,000	258,750.00	0.03%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 889719	N/A	31410KPC2	236,476	257,879.07	0.03%
HUNTSMAN INTERNATIONAL 8.625% SNR SUBORD NTS	N/A	44701QAU6	230,000	257,025.00	0.03%
PINNACLE ENTMT INC SR SUB NT7.75% 01/APR/2022	N/A	723456AP4	245,000	256,637.50	0.03%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934129	N/A	31412THE6	233,674	254,823.82	0.03%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A49058	N/A	3128KAB34	230,891	253,257.36	0.02%
USG CORP 9.75% BDS 01/AUG/2014 USD1000'144A'	N/A	903293AV0	230,000	253,000.00	0.02%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 937090	N/A	31412WRK4	231,532	252,487.73	0.02%
ENDO PHARMACEUTICAL HLDGS INC 7% BDS 15/JUL/2019	N/A	29264FAG1	235,000	250,862.50	0.02%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 944526	N/A	31413FYX4	225,301	248,459.08	0.02%
CHESAPEAKE MIDSTREAM PARTNERS SR NT 144A	N/A	16524RAD5	245,000	246,837.50	0.02%
SEAGATE HDD CAYMAN 7% BDS 01/NOV/2021 USD100 144A	N/A	81180WAC5	230,000	247,250.00	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 889955	N/A	31410KWQ3	226,070	246,531.06	0.02%
VIRGIN MEDIA FINANCE PLC 8.375% BDS 15/OCT/2019	N/A	92769VAB5	220,000	246,400.00	0.02%
FNMA MORTPASS 5% 01/JUL/2038 CL PN# 934108	N/A	31412TGR8	226,709	245,077.22	0.02%
MASCO CORP 6.125% BDS 03/OCT/2016 USD1000	N/A	574599BD7	230,000	243,128.40	0.02%
CEDAR FAIR L.P 9.125% BDS 01/AUG/2018 USD1000	N/A	150191AC8	215,000	241,337.50	0.02%
FHLMCGLD MORTPASS 5% 01/NOV/2035 A3 PN# A39572	N/A	31297VT57	223,742	241,336.78	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2039 G0 PN# G08314	N/A	3128MJK41	219,538	238,883.31	0.02%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 964970	N/A	31414FQX2	219,076	238,904.16	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUN/2041 Q0 PN# Q01198	N/A	3132GEKK5	219,586	239,553.67	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 940764	N/A	31413BTV3	217,142	236,795.61	0.02%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 973775	N/A	31414RJU0	217,109	236,759.76	0.02%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 985805	N/A	31415QDJ2	216,354	235,935.60	0.02%
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2007-C1	N/A	22545XAD5	225,000	233,752.95	0.02%
REPUBLIC OF TURKEY 7.25% 05/MAR/2038	N/A	B2Q3T87	200,000	232,500.00	0.02%
BIOMET INC SR TOGGLE NT 17 15/OCT/2017	N/A	090613AD2	215,000	231,662.50	0.02%
LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021	N/A	536022AF3	220,000	228,250.00	0.02%
FRESENIUS MEDICAL CARE CAP TST III 5.625% BDS	N/A	35802XAD5	220,000	226,600.00	0.02%
CROATIA REP SR NT REG S 19 05/NOV/2019	N/A	B57FG71	225,000	225,843.75	0.02%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2007-C33	N/A	92978NAB0	225,111	226,038.86	0.02%
HUNTSMAN INTERNATIONAL 8.625% NTS 15/MAR/2021	N/A	44701QAX0	200,000	224,500.00	0.02%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 942052	N/A	31413DBV8	202,942	223,801.62	0.02%
JPMORGAN CHASE COMMERCIAL MORTGAGE SECUR SER	N/A	46625YTZ6	223,656	223,538.81	0.02%
FEDERAL HOME LN MTG CORP PTN CTFS 4.5% MTG BDS	N/A	3128MJCW8	210,292	223,374.00	0.02%
REPUBLIC OF TURKEY 9.5% 15/JAN/2014	N/A	900123AS9	200,000	223,000.00	0.02%
RSHB CAPITAL 9% BDS 11/JUN/2014 USD100000'REG S'	N/A	B54ZZS8	200,000	222,000.00	0.02%
FNMA MORTPASS 5% 01/MAY/2038 CL PN# 982126	N/A	31415BSP5	205,174	221,797.69	0.02%
QUICKSILVER RESOURCES INC 11.75% BDS 01/JAN/2016	N/A	74837RAF1	210,000	222,075.00	0.02%
FNMA MORTPASS 6% 01/DEC/2037 CL PN# 966419	N/A	31414HDY0	200,576	221,192.85	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE 6.125% BDS	N/A	46632MCC2	205,000	221,162.82	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 991863	N/A	31415WZ48	202,394	220,712.33	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 979984	N/A	31414YFZ8	202,610	220,948.47	0.02%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	B0MNNT6	203,000	220,315.90	0.02%
FNMA MORTPASS 5.5% 01/JAN/2039 CL PN# 993100	N/A	31415YGH6	202,082	220,372.35	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUL/2037 A6 PN# A64594	N/A	3128KVC78	202,186	220,066.14	0.02%
VIETNAM(REPUBLIC OF) 6.75% NTS 29/JAN/2020	N/A	B3P0Z99	200,000	218,500.00	0.02%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G05518	N/A	3128M7PB6	203,258	219,083.18	0.02%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 961849	N/A	31414CBS6	200,965	219,154.63	0.02%
FHLMCGLD MORTPASS 6% 01/DEC/2039 G0 PN# G05813	N/A	3128M7YJ9	197,537	218,100.86	0.02%
MEXICO(UNITED MEXICAN STATES) 5.875% BDS	N/A	B5241C3	200,000	217,200.00	0.02%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31409BCH8	198,601	216,886.73	0.02%
RUSSIA FEDN MINISTRY FIN BD REGS 5% 29/APR/2020	N/A	B65ZYL0	200,000	213,170.00	0.02%
DISH DBS CORP 7.875% SNR NTS 01/SEP/2019 USD1000	N/A	25470XAB1	185,000	212,750.00	0.02%
VALENT PHARMACEUTICALS 6.75% 01/OCT/2017 144A	N/A	91911XAL8	210,000	212,625.00	0.02%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 956411	N/A	31413VAL1	192,942	212,773.99	0.02%
JAGUAR HLDG CO II/JAGUAR MERGER SUB 9.5% BDS	N/A	47009WAA9	195,000	211,575.00	0.02%
CIT GROUP INC 7% BDS 02/MAY/2016 USD1000 144A	N/A	125581FZ6	210,000	210,525.00	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2023 J0 PN# J07940	N/A	3128PKZD9	194,345	209,372.18	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985408	N/A	31415PU97	192,265	209,666.44	0.02%
FNMA MORTPASS 6% 01/DEC/2036 CL PN# 906869	N/A	31411FQW7	188,554	208,288.14	0.02%
HCA INC 8.5% NTS 15/APR/2019 USD1000	N/A	404119BF5	185,000	205,581.25	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2038 A7 PN# A76684	N/A	3128LAM98	189,884	204,668.34	0.02%
FHLMCGLD MORTPASS 6% 01/JUN/2038 A7 PN# A78454	N/A	3128LCMB9	182,377	201,363.44	0.02%
LYONDELL CHEMICAL CO 8% SEN SEC NTS 01/NOV/2017	N/A	552078BA4	180,000	202,050.00	0.02%
SUPERVALU INC 8% BDS 01/MAY/2016 USD1000	N/A	868536AT0	190,000	199,025.00	0.02%
US WEST CAPITAL FUNDING INC 6.875 % NOTES	N/A	912912AQ5	205,000	195,941.87	0.02%
ARCH COAL INC 8.75% SR NTS 01/AUG/2016 USD1000	N/A	039380AB6	185,000	194,250.00	0.02%
FNMA MORTPASS 5.5% 01/OCT/2036 CL PN# 897267	N/A	31410TZ81	178,354	194,775.05	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 917141	N/A	31411W5A1	177,900	194,279.14	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 899562	N/A	31410WMK1	177,691	193,773.10	0.02%
GMAC INC GTD SR 6.75% 01/DEC/2014	N/A	36186CBW2	185,000	193,787.50	0.02%
CHESAPEAKE ENERGY CORP 6.125% BDS 15/FEB/2021	N/A	165167CG0	195,000	193,050.00	0.02%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934351	N/A	31412TQC0	175,526	191,412.44	0.02%
ALLY FINANCIAL INC 8.3% NTS 12/FEB/2015 USD1000	N/A	02005NAB6	175,000	190,531.25	0.02%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 992272	N/A	31415XJR3	174,155	190,679.49	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUN/2040 A9 PN# A92764	N/A	312941B97	175,164	190,599.78	0.02%
CIT GROUP INC 6.625% BDS 01/APR/2018 USD1000 144A	N/A	125577BC9	175,000	189,656.25	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 933927	N/A	31412TA45	172,350	187,948.91	0.02%
JSC KAZMUNAYG 9.125% 02/JUL/2018 USD'REGS	N/A	B3B9BQ9	150,000	186,888.00	0.02%
FREESCALE SEMICONDUCTOR INC 9.25% NTS 15/APR/2018	N/A	35687MAT4	170,000	186,150.00	0.02%
MANITOWOC CO INC 8.5% BDS 01/NOV/2020 USD1000	N/A	563571AH1	170,000	187,000.00	0.02%
WEST CORP 7.875% SNR NT 15/JAN/2019 USD1000	N/A	952355AK1	175,000	186,375.00	0.02%
FIDELITY NATIONAL INFO SERVICES INC 7.625% SR NT	N/A	31620MAB2	170,000	186,150.00	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 983595	N/A	31415LUU9	169,767	185,132.83	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 983842	N/A	31415L5B9	169,784	185,150.78	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 991434	N/A	31415WLP6	169,334	184,659.91	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 934249	N/A	31412TL68	168,327	183,562.55	0.02%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 914752	N/A	31411UH53	166,240	181,285.86	0.02%
SPRINT CAPITAL CORP 6.9% GTD BDS 01/MAY/2019	N/A	852060AG7	210,000	181,650.00	0.02%
BULGARIA(NATIONAL REPUBLIC OF) 8.25 % BDS	N/A	7334672	160,000	181,400.00	0.02%
FNMA MORTPASS 6% 01/JAN/2038 CL PN# 965719	N/A	31414GK81	163,900	180,747.00	0.02%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.875% NTS	N/A	B06DRP6	150,000	178,950.00	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 992032	N/A	31415XA92	161,912	176,566.43	0.02%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	B66ZJM5	150,000	174,375.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/MAR/2040 G0 PN# G06031	N/A	3128M8A87	160,598	174,800.62	0.02%
FHLMCGLD MORTPASS 5% 01/MAR/2038 A7 PN# A74793	N/A	3128L8KE4	160,278	172,757.29	0.02%
REPUBLIC OF TURKEY 7% 05/JUN/2020	N/A	B09YXM5	150,000	171,000.00	0.02%
RITE AID CORP 9.75% NTS 12/JUN/2016 USD1000	N/A	767754BX1	155,000	171,662.50	0.02%
FHLMCGLD MORTPASS 5% 01/JUN/2040 A9 PN# A92458	N/A	312940WT2	158,536	170,779.97	0.02%
INTERNATIONAL LEASE FINANCE CORP 8.625% SNR NT	N/A	459745FW0	155,000	170,500.00	0.02%
FRESENIUS MEDICAL CARE US FIN INC 6.5% BDS	N/A	35802XAA1	155,000	168,950.00	0.02%
NXP B V / NXP FDG LLC 9.75% 01/AUG/2018	N/A	62947QAK4	150,000	169,500.00	0.02%
GANNETT CO INC SR NT 9.375% 15/NOV/2017	N/A	364725AQ4	150,000	169,125.00	0.02%
SPRINT NEXTEL CORP GTD JR NT 144A 01/MAR/2020	N/A	852061AQ3	165,000	167,475.00	0.02%
SHEA HOMES LP/ SHEA HOMES FDG SR NT 144A	N/A	82088KAA6	160,000	166,400.00	0.02%
TEREX CORP 6.5% BDS 01/APR/2020 USD100	N/A	880779AX1	165,000	166,237.50	0.02%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7% BDS	N/A	1248EPAS2	155,000	164,300.00	0.02%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 933131	N/A	31412SEC5	150,988	164,653.98	0.02%
HUNGARY(REPUBLIC OF) 7.625% BDS 29/MAR/2041	N/A	B4MXDK5	180,000	162,900.00	0.02%
FNMA MORTPASS 4.5% 01/FEB/2040 CL PN# AC5566	N/A	31417SFG0	153,162	163,144.99	0.02%
REPUBLIC OF EL SALVADOR 7.375% 01/DEC/2019	N/A	B4LH977	150,000	162,000.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82093	N/A	312928KE3	148,382	162,338.44	0.02%
FNMA MORTPASS 5.5% 01/JAN/2029 CT PN# 995477	N/A	31416B2J6	146,837	160,219.30	0.02%
HCA INC SR SECD 5.875% 15/MAR/2022	N/A	404121AE5	160,000	160,200.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A78982	N/A	3128LC6T8	146,019	158,886.45	0.02%
FNMA MORTPASS 5% 01/APR/2038 CL PN# 970185	N/A	31414MJ64	146,948	158,854.30	0.02%
FEDERAL HOME LOAN BANKS 4% BDS 06/SEP/2013 USD5000	N/A	3133XRX88	150,000	157,862.40	0.02%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 956010	N/A	31413UR76	144,997	158,120.72	0.02%
GNMA I MORTPASS 5% 15/MAY/2038 SF PN# 674084	N/A	36295L2R1	143,068	158,182.03	0.02%
AMERIGAS PARTNERS/AMERIGAS FIN CORP 6.75% BDS	N/A	03077JAA8	155,000	157,325.00	0.02%
FNMA MORTPASS 5.5% 01/APR/2027 CT PN# 256676	N/A	31371NCM5	144,396	157,690.24	0.02%
KNOWLEDGE LEARNING CTR 144A 7.75% 01/FEB/2015	N/A	49926AAA3	190,000	157,700.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/DEC/2038 A8 PN# A83596	N/A	3129297H9	142,844	156,145.83	0.02%
JC PENNEY CO INC 5.65% SRN 01/JUN/2020 USD1000	N/A	708130AD1	160,000	156,400.00	0.02%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G05253	N/A	3128M7E28	141,792	152,831.90	0.02%
FNMA MORTPASS 5.5% 01/MAR/2027 CT PN# 256640	N/A	31371NBH7	139,911	152,792.69	0.02%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97055	N/A	312945ZU5	144,089	150,961.21	0.01%
SRI LANKA(REPUBLIC OF) 6.25% BDS 04/OCT/2020	N/A	B4N6CW8	150,000	149,250.00	0.01%
FIRST DATA CORP 7.375% BDS 15/JUN/2019 USD100 144A	N/A	319963BC7	145,000	147,718.75	0.01%
FNMA MORTPASS 5.5% 01/FEB/2028 CT PN# 257075	N/A	31371NQ40	133,514	145,806.65	0.01%
FHLMCGLD MORTPASS 6% 01/JUN/2038 A7 PN# A78076	N/A	3128LB6M5	130,216	143,771.71	0.01%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 256748	N/A	31371NEV3	132,555	144,552.00	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2039 A8 PN# A87339	N/A	312934EL2	132,690	142,916.94	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 915970	N/A	31411VT33	130,084	141,858.14	0.01%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985731	N/A	31415QA89	130,376	142,175.94	0.01%
RANGE RESOURCES CORP 5.75% BDS 01/JUN/2021 USD1000	N/A	75281AAM1	135,000	141,750.00	0.01%
LAMAR MEDIA CORP 5.875% BDS 01/FEB/2022 USD1000	N/A	513075AZ4	140,000	142,450.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2036 A6 PN# A61562	N/A	3128KRWX8	128,667	140,245.88	0.01%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# AD0385	N/A	31418MNB4	128,705	140,554.47	0.01%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 974674	N/A	31414SJT1	127,613	139,163.40	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A76939	N/A	3128LAV80	126,566	137,718.91	0.01%
FNMA MORTPASS 5.5% 01/SEP/2027 CT PN# 256896	N/A	31371NKH7	124,659	136,136.34	0.01%
VALEANT PHARMACEUTICALS INTL INC 6.875% BDS	N/A	91911XAN4	135,000	136,012.50	0.01%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 992944	N/A	31415YBM0	124,294	135,543.64	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2039 G0 PN# G05841	N/A	3128M7ZE9	123,693	134,592.77	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39584	N/A	31297VUH9	123,926	135,233.50	0.01%
AMC NETWORKS INC 7.75% BDS 15/JUL/2021 USD2000	N/A	00164VAA1	120,000	133,800.00	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 915952	N/A	31411VTH2	121,471	132,997.08	0.01%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 990786	N/A	31415VUK9	121,712	132,727.65	0.01%
FNMA MORTPASS 6% 01/FEB/2037 CL PN# 888222	N/A	31410FYT6	119,033	131,491.75	0.01%
FHLMCGLD MORTPASS 6% 01/DEC/2037 G0 PN# G03616	N/A	3128M5K58	118,313	130,629.30	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 913304	N/A	31411RU55	120,036	130,900.67	0.01%
FNMA MORTPASS 6% 01/OCT/2036 CL PN# 899215	N/A	31410WAQ1	117,832	130,164.13	0.01%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 992035	N/A	31415XBC4	116,670	128,661.68	0.01%
MYLAN INC 7.875% 15/JUL/2020 144A	N/A	628530AL1	115,000	128,225.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A77208	N/A	3128LBAH1	116,681	126,963.01	0.01%
DELTA AIR LINES 9.50% 15/SEP/2014	N/A	247361ZC5	118,000	125,670.00	0.01%
FNMA MORTPASS 5% 01/AUG/2038 CL PN# 988029	N/A	31415SSS2	116,359	125,786.30	0.01%
LYONDELLBASELL INDUSTRIES NV 6% BDS 15/NOV/2021	N/A	552081AC5	120,000	126,000.00	0.01%
PAETEC HOLDING CORP 8.875% GTD SNR SEC NTS	N/A	695459AD9	115,000	124,775.00	0.01%
COLOMBIA(REPUBLIC OF) 7.375% NTS 27/JAN/2017	N/A	B19GRL5	100,000	123,750.00	0.01%
FNMA MORTPASS 5.5% 01/APR/2038 CL PN# 972607	N/A	31414QAG2	113,900	124,208.81	0.01%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972404	N/A	31414PX95	112,980	123,735.74	0.01%
FNMA MORTPASS 4.5% 01/SEP/2040 CL PN# AD5283	N/A	31418S2R9	114,887	122,375.02	0.01%
PEABODY ENERGY CORP 6% BDS 15/NOV/2018 USD2000	N/A	704549AJ3	125,000	122,500.00	0.01%
GABONESE REPUBLIC 8.2% BDS 12/DEC/2017 USD 'REGS	N/A	B29VGC1	100,000	121,625.00	0.01%
DONNELLEY R R & SONS 8.60% 15/AUG/2016	N/A	257867AV3	115,000	121,900.00	0.01%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 983821	N/A	31415L4E4	111,931	122,061.90	0.01%
FHLMCGLD MORTPASS 4.5% 01/AUG/2040 A9 PN# A93311	N/A	312941VC8	114,006	120,956.02	0.01%
FNMA MORTPASS 5.5% 01/SEP/2038 CL PN# 986938	N/A	31415RLT9	110,784	120,810.61	0.01%
FNMA MORTPASS 4.5% 01/AUG/2041 CL PN# AI7921	N/A	3138AMYT6	111,928	119,432.94	0.01%
FHLMCGLD MORTPASS 5% 01/DEC/2038 A8 PN# A83345	N/A	312929WE8	109,339	117,852.06	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 G0 PN# G04220	N/A	3128M6AV0	105,717	115,066.31	0.01%
SOUTH AFRICA(REPUBLIC OF) 5.875% NTS 30/MAY/2022	N/A	B1XK0Z8	100,000	114,000.00	0.01%
SIRIUS XM RADIO INC 8.75% BDS 01/APR/2015	N/A	82967NAD0	100,000	113,500.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82609	N/A	3129283S1	103,366	112,474.34	0.01%
FNMA MORTPASS 5.5% 01/AUG/2035 CL PN# 825753	N/A	31407BMA4	101,945	111,585.68	0.01%
TENET HEALTHCARE CORP 8.875% BDS 01/JUL/2019	N/A	88033GBJ8	100,000	112,000.00	0.01%
GNMA I MORTPASS 6.5% 15/JUL/2038 SF PN# 689575	N/A	36296FCL5	96,575	110,816.77	0.01%
FHLMCGLD MORTPASS 6% 01/MAR/2038 G0 PN# G04156	N/A	3128M55R7	98,995	109,301.21	0.01%
EMPRESA NACIONAL DEL PETROLEO 5.25% NTS	N/A	B51VYM6	100,000	108,292.00	0.01%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961181	N/A	31414BJ27	99,709	108,733.54	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MTG BDS	N/A	3128L1WN6	97,700	106,340.26	0.01%
LEBANON(REPUBLIC OF) 9.125% SNR NTS 12/MAR/2013	N/A	B2Q9Z76	100,000	106,125.00	0.01%
FIDELITY NATIONAL INFO SERVICES INC 7.875% SR NT	N/A	31620MAD8	95,000	105,450.00	0.01%
CSC HOLDINGS INC 8.50% BDS 15/APR/2014 USD1000	N/A	126307AA5	95,000	105,687.50	0.01%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128LAZW3	97,382	105,963.11	0.01%
VIRGIN MEDIA FINANCE PLC 9.5% BDS 15/AUG/2016	N/A	92769VAA7	92,000	103,730.00	0.01%
DOMINICAN REPUBLIC 7.5% BDS 06/MAY/2021	N/A	B3RBT43	100,000	103,000.00	0.01%
FNMA MORTPASS 5% 01/MAR/2023 CI PN# 969941	N/A	31414MBJ4	94,670	102,404.14	0.01%
REPUBLIC OF EL SALVADOR 7.65% MAT 15/JUN/2035	N/A	B09YD36	100,000	101,900.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 G0 PN# G05979	N/A	3128M76Q4	92,915	101,131.29	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2033 A8 PN# A82875	N/A	312929FQ0	91,638	100,357.67	0.01%
FNMA MORTPASS 5% 01/JAN/2039 CL PN# 995245	N/A	31416BTA6	92,955	100,486.59	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2027 C9 PN# C91128	N/A	3128P7HD8	90,363	98,608.10	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79816	N/A	3128LD3Z5	89,303	97,172.74	0.01%
XM SATELLITE RADIO INC 7.625% BDS 01/NOV/2018	N/A	98375YAZ9	90,000	97,200.00	0.01%
FORD HOLDINGS INC GTD DEB 9.3% 01/MAR/2030	N/A	345277AE7	75,000	96,750.00	0.01%
ARCELORMITTAL 6.25% NTS 25/FEB/2022 USD	N/A	03938LAX2	95,000	96,054.41	0.01%
FNMA MORTPASS 5% 01/DEC/2037 CL PN# 967276	N/A	31414JCM3	88,603	95,782.02	0.01%
FNMA MORTPASS 5.5% 01/APR/2038 CL PN# 933777	N/A	31412S2J3	87,337	95,241.55	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83032	N/A	312929LM2	87,402	95,103.61	0.01%
REPUBLIC OF HUNGARY 4.75% DUE 03/FEB/2015	N/A	445545AC0	100,000	94,000.00	0.01%
NAFTOGAZ UKRAINE 9.5% BDS 30/SEP/2014 USD95000	N/A	B5BRT29	95,000	91,912.50	0.01%
FORD MOTOR CO 9.98% BDS 15/FEB/2047 USD1000	N/A	345370BW9	70,000	91,350.00	0.01%
USX CORP 6.65% BDS 01/JUN/2037 USD1000	N/A	912909AD0	109,000	91,560.00	0.01%
CSC HOLDINGS INC 7.875% DEB 15/FEB/2018 USD1000	N/A	126304AG9	80,000	89,400.00	0.01%
FNMA MORTPASS 5.5% 01/OCT/2035 CL PN# 835482	N/A	31407NFX6	80,558	88,176.36	0.01%
EGYPT(REPUBLIC OF) 6.875% NTS 30/APR/2040	N/A	B65HN42	100,000	87,500.00	0.01%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 975697	N/A	31414TNN7	80,045	87,289.94	0.01%
DENBURY RESOURCES INC 8.25% BDS 15/FEB/2020	N/A	24823UAG3	75,000	83,812.50	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79806	N/A	3128LD3P7	75,497	82,149.69	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2023 J0 PN# J08443	N/A	3128PLLY6	75,941	82,510.53	0.01%
FED NATL MORT ASSC 5.5% MBPT 01/MAR/2039 USD	N/A	31418MKU5	75,495	82,328.25	0.01%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 920078	N/A	31412BFT4	75,043	81,952.72	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 690435	N/A	36296GBC4	72,808	81,437.58	0.01%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972701	N/A	31414QDE4	73,490	80,141.79	0.01%
GNMA I MORTPASS 5.5% 15/APR/2033 SF PN# 603581	N/A	36200KRA7	70,394	79,436.46	0.01%
RANGE RES CORP SR SUB NT 5% 15/AUG/2022	N/A	75281AAN9	80,000	79,000.00	0.01%
REPUBLIC OF PERU 8.75% 21/NOV/2033	N/A	2172833	50,000	77,550.00	0.01%
DISH DBS CORP 7.125% SNR NTS 01/FEB/2016 USD1000	N/A	27876GBE7	70,000	77,437.50	0.01%
FRESENIUS MEDICAL CARE CAP TST III 5.875% BDS	N/A	35802XAF0	75,000	77,062.50	0.01%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	75,000	75,219.45	0.01%
FNMA MORTPASS 5.5% 01/NOV/2039 CL PN# 190399	N/A	31368HNQ2	69,505	75,795.38	0.01%
WINDSTREAM CORP 8.125% NTS 01/AUG/2013 USD1000	N/A	97381WAC8	70,000	74,550.00	0.01%
FHLMCGLD MORTPASS 6% 01/OCT/2036 G0 PN# G02379	N/A	3128LXUC2	64,858	71,711.55	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 G0 PN# G03927	N/A	3128M5VU1	65,715	71,526.33	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5% M/BKD	N/A	31414DFP6	66,133	71,490.86	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 G0 PN# G08263	N/A	3128MJJH4	64,474	70,154.92	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 689694	N/A	36296FGB3	63,071	70,561.77	0.01%
FNMA MORTPASS 6% 01/OCT/2037 CL PN# 955770	N/A	31413UJP5	64,021	70,601.42	0.01%
CITYCENTER HLDGS LLC/FIN CORP 7.625% BDS	N/A	178760AF1	65,000	68,412.50	0.01%
EL PASO CORP 7.75% MED TERM NTS 15/JAN/2032	N/A	28368EAE6	60,000	68,324.58	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A71374	N/A	3128L4Q31	61,482	67,264.60	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31412XXC3	61,775	67,365.85	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2037 SF PN# 675407	N/A	36295NKU0	59,959	67,090.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 A8 PN# A82703	N/A	312929AC6	62,093	67,564.99	0.01%
FED NATL MORT ASSC 5.5% MBPT 01/NOV/2028 USD1000	N/A	31371N5L5	60,444	65,952.28	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2037 SF PN# 600658	N/A	36200GJB3	58,630	65,602.98	0.01%
DISH DBS CORP 6.75% SNR NT 01/JUN/2021 USD1000	N/A	25470XAE5	60,000	64,650.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUN/2034 A2 PN# A23854	N/A	31297BH70	58,317	63,829.38	0.01%
FHLMCGLD MORTPASS 5.5% 01/FEB/2039 G0 PN# G05300	N/A	3128M7GH3	59,103	64,311.44	0.01%
GNMA I MORTPASS 5.5% 15/APR/2038 SF PN# 686034	N/A	36296BEF5	57,250	64,049.81	0.01%
FNMA MORTPASS 5% 01/MAY/2038 CL PN# 929515	N/A	31412MVG0	58,742	63,501.40	0.01%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 986062	N/A	31415QMK9	58,411	63,697.61	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MBPT	N/A	31403DSP5	56,615	62,540.25	0.01%
ICAHN ENTERPRISES LP 8% NTS 15/JAN/2018 USD1000	N/A	451102AH0	60,000	62,400.00	0.01%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 986245	N/A	31415QTA4	57,050	62,213.35	0.01%
FNMA MORTPASS 6% 01/AUG/2038 CL PN# 925973	N/A	31412HXA2	56,655	62,478.63	0.01%
PETROLEOS DE VENEZUELA 5.375% BDS 12/APR/2027	N/A	B1VX673	100,000	61,500.00	0.01%
FNMA MORTPASS 5% 01/SEP/2023 CI PN# 988300	N/A	31415S3H3	54,798	59,123.69	0.01%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 899598	N/A	31410WNP9	52,567	57,970.46	0.01%
FNMA MORTPASS 5.5% 01/NOV/2036 CL PN# 831922	N/A	31407JG71	52,464	57,294.44	0.01%
UR FING ESCROW CORP SR SEC 144A 15/JUL/2018	N/A	90321NAA0	55,000	56,306.25	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 A8 PN# A82656	N/A	3129285R1	50,161	54,581.39	0.01%
FNMA MORTPASS 5% 01/JUN/2033 CL PN# 720679	N/A	31401WUC1	50,071	54,213.86	0.01%
GNMA I MORTPASS 6% 15/JUN/2034 SF PN# 618988	N/A	36290VUM4	46,649	53,001.43	0.01%
GNMA I MORTPASS 5.5% 15/JUN/2038 SF PN# 690847	N/A	36296GP88	47,853	53,536.70	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUN/2037 G0 PN# G08204	N/A	3128MJGN4	48,027	52,273.93	0.01%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 970232	N/A	31414MLM6	47,844	52,174.40	0.01%
FHLMCGLD MORTPASS 6% 01/FEB/2038 A7 PN# A72499	N/A	3128L5X48	46,287	51,105.36	0.00%
FNMA MORTPASS 5% 01/NOV/2034 CL PN# 802813	N/A	31405X3W1	47,547	51,458.51	0.00%
FHLMCGLD MORTPASS 5% 01/JUN/2023 J0 PN# J07942	N/A	3128PKZF4	47,294	50,839.86	0.00%
FHLMC GLD 5.5% 01/NOV/2033 PN# C01674	N/A	31292H2F0	45,413	49,734.25	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2037 A5 PN# A58420	N/A	3128KMK95	44,616	48,561.30	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 G0 PN# G08256	N/A	3128MJJA9	44,226	48,123.14	0.00%
GNMA I MORTPASS 6% 15/JUL/2038 SF PN# 687727	N/A	36296DA40	42,681	48,185.61	0.00%
FHLMCGLD MORTPASS 5% 01/JUL/2038 A7 PN# A79197	N/A	3128LDGE8	43,855	47,269.81	0.00%
GNMA I MORTPASS 5.5% 15/MAY/2037 SF PN# 657732	N/A	36294RVZ9	41,978	47,199.78	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 986519	N/A	31415Q4C7	42,634	46,492.33	0.00%
FNMA MORTPASS 5.5% 01/SEP/2039 CL PN# AC0017	N/A	31417JAT7	40,277	43,922.51	0.00%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 992471	N/A	31415XQY0	39,155	42,699.04	0.00%
FEDERAL HOME LN MTG CORP PTN CTFS 5.5% MTG BDS	N/A	3128M5ED8	36,713	39,959.95	0.00%
GNMA I MORTPASS 6% 15/JUL/2038 SF PN# 690310	N/A	36296F3T8	35,530	40,157.51	0.00%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 632219	N/A	36291MK85	35,670	39,906.95	0.00%
FNMA MORTPASS 5% 01/OCT/2023 CI PN# 992021	N/A	31415XAW1	36,791	39,796.52	0.00%
FNMA MORTPASS 5% 01/APR/2030 CT PN# 932716	N/A	31412RGZ4	34,104	36,877.65	0.00%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 991002	N/A	31415V3K9	33,385	36,899.78	0.00%
FHLMCGLD MORTPASS 5% 01/APR/2023 G1 PN# G13072	N/A	3128MBT56	33,720	36,306.52	0.00%
FNMA MORTPASS 5% 01/MAY/2023 CI PN# 982885	N/A	31415CNA1	33,229	36,265.82	0.00%
FNMA MORTPASS 5% 01/JUL/2040 CL PN# AD6856	N/A	31418UTN4	32,007	34,590.19	0.00%
CHESAPEAKE ENERGY CORP 6.5% SNR NTS 15/AUG/2017	N/A	165167BS5	30,000	31,950.00	0.00%
GNMA I MORTPASS 6% 15/DEC/2037 SF PN# 671189	N/A	36295HUN8	28,313	31,964.49	0.00%
FNMA MORTPASS 5% 01/AUG/2023 CI PN# 987456	N/A	31415R5R1	29,146	31,718.55	0.00%
CHESAPEAKE ENERGY CORP 7.625% NTS 15/JUL/2013	N/A	165167BY2	30,000	31,650.00	0.00%
GNMA I MORTPASS 6% 15/DEC/2037 SF PN# 670824	N/A	36295HG95	27,253	30,767.83	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A77648	N/A	3128LBP93	27,668	30,105.58	0.00%
GNMA I MORTPASS 6% 15/MAR/2037 SF PN# 617456	N/A	36290T5R6	26,215	29,596.37	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2037 A5 PN# A57475	N/A	3128KLJU2	26,388	28,721.87	0.00%
FEDERAL HOME LN MTG CORP PTN CTFS 5% MTG BDS	N/A	3128M6VJ4	26,807	28,894.38	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 984600	N/A	31415MX59	26,224	28,597.36	0.00%
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 885808	N/A	31410DDM9	26,204	28,616.49	0.00%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735591	N/A	31402RF87	24,440	26,450.74	0.00%
FNMA MORTPASS 5% 01/AUG/2023 CI PN# 976243	N/A	31414UBL1	24,911	26,946.03	0.00%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 960048	N/A	31414ABR2	24,827	27,074.01	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2037 G0 PN# G02791	N/A	3128M4NG4	24,145	26,280.71	0.00%
FNMA MORTPASS 5% 01/JUN/2023 CI PN# 975884	N/A	31414TUH2	23,941	25,897.21	0.00%
FNMA MORTPASS 6% 01/AUG/2037 CL PN# 936895	N/A	31412WKG0	23,682	26,115.95	0.00%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 950992	N/A	31413N7D1	23,022	25,105.96	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83066	N/A	312929MP4	20,842	22,678.97	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 976213	N/A	31414UAN8	20,006	21,816.65	0.00%
WM FINANCE CORP 9.5% BDS 15/JUN/2016 USD1000 144A	N/A	92936BAA9	20,000	21,800.00	0.00%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 994168	N/A	31416AMR8	19,648	21,426.23	0.00%
FHLMCGLD MORTPASS 5% 01/APR/2023 G1 PN# G13122	N/A	3128MBVP9	19,467	20,927.12	0.00%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 945218	N/A	31413GSF8	18,338	19,997.37	0.00%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 969268	N/A	31414LJM1	17,696	19,298.13	0.00%
FNMA MORTPASS 5.5% 01/MAY/2035 PN#255706	N/A	31371MAF4	16,670	18,246.03	0.00%
GNMA I MORTPASS 6% 15/MAY/2038 SF PN# 686342	N/A	36296BP30	16,473	18,597.60	0.00%
FNMA MORTPASS 5.5% 01/AUG/2035 CL PN# 834657	N/A	31407MJA4	16,155	17,683.00	0.00%
FNMA MORTPASS 5% 01/SEP/2023 CI PN# 965102	N/A	31414FU33	16,680	18,042.48	0.00%
GOVT NATL MTG ASSO 6% MBPT 15/JUL/2036 USD1000	N/A	36294SA64	14,646	16,534.53	0.00%
FHLMCGLD MORTPASS 5% 01/FEB/2038 A7 PN# A72243	N/A	3128L5P47	14,279	15,393.38	0.00%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 943640	N/A	31413EZD0	14,748	16,083.13	0.00%
GNMA I MORTPASS 6% 15/SEP/2037 SP PN# 782185	N/A	36241KNA2	13,358	15,080.97	0.00%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969757	N/A	31414LZW1	12,234	13,341.41	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2038 A7 PN# A76211	N/A	3128L93U5	11,702	12,920.70	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83071	N/A	312929MU3	12,039	13,100.02	0.00%
FNMA MORTPASS 5.5% 01/APR/2039 CL PN# 995845	N/A	31416CHW9	11,057	12,057.30	0.00%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82207	N/A	312928NY6	10,181	11,077.86	0.00%
FNMA MORTPASS 5% 01/JUL/2023 CI PN# 987214	N/A	31415RVF8	9,364	10,129.41	0.00%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 960117	N/A	31414ADW9	6,666	7,268.88	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31413QM21	5,975	6,516.02	0.00%
CHESAPEAKE ENERGY CORP 6.625% BDS 15/AUG/2020	N/A	165167CF2	5,000	5,087.50	0.00%
FHLMCGLD MORTPASS 5.5% 01/OCT/2033 A1 PN# A14186	N/A	31296NUK1	5,528	6,054.42	0.00%
WYNDHAM WORLDWIDE 6% SNR NTS 01/DEC/2016 USD1000	N/A	98310WAB4	3,000	3,343.94	0.00%
ARGENTINA(REPUBLIC OF) VAR 31/DEC/2038	N/A	B0Z19S8	6	2.15	0.00%
DELTA AIR LINES INC 6.821% NTS 10/AUG/2022 USD1000	N/A	247367BH7	0	0.01	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	181,419,548	181,419,548.02	18.11%
TBA FHLMC GOLD SF 4.00 30 YRS MAR	N/A	02R040631	44,415,000	46,587,168.87	4.65%
TBA FHLMC GOLD SF 4.50 30 YRS MAR	N/A	02R042637	38,380,000	40,760,757.46	4.07%
TBA FNMA SF 4.00 30 YRS MAR	N/A	01F040636	23,845,000	25,089,410.94	2.50%
USA TREASURY NTS FLT DEB 15/JAN/2017 USD1000	N/A	912828GD6	18,865,000	24,955,359.18	2.49%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	16,300,000	24,765,812.50	2.47%
UNITED STATES TREAS NTS TIPS 1.125% 15/JAN/2021	N/A	912828PP9	17,895,000	21,097,473.87	2.11%
UNITED STATES TREAS NTS 1.125% 15/DEC/2012	N/A	912828MB3	20,000,000	20,147,660.00	2.01%
UNITED STATES TREAS BILLS DT	N/A	912795Y96	18,000,000	17,989,722.00	1.80%
TBA FHLMC GOLD SF 5.50 30 YRS MAR	N/A	02R052636	15,865,000	17,208,567.19	1.72%
FHLMCGLD MORTPASS 4.5% 01/JUL/2041 Q0 PN# Q01759	N/A	3132GE5U0	14,363,431	15,268,518.93	1.52%
UNITED STATES TREAS NTS 0.375% 30/SEP/2012	N/A	912828NX4	15,000,000	15,018,750.00	1.50%
FEDERAL HOME LOAN MORTGAGE CORP 3.5% MTG BDS	N/A	02R032638	12,515,000	12,904,138.91	1.29%
TBA FNMA SF 4.50 30 YRS MAR	N/A	01F042632	10,970,000	11,688,192.74	1.17%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	10,005,000	11,530,762.50	1.15%
UNITED STATES TREAS NTS 2.375% 31/OCT/2014	N/A	912828LS7	10,375,000	10,913,203.13	1.09%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31403C6L0	9,317,795	10,072,161.65	1.01%
FNMA MORTPASS 5% 01/AUG/2035 ZL PN# 310099	N/A	31374CNQ5	8,473,448	9,160,780.79	0.91%
GREENWICH CAPITAL COMMUNAL FUNDING 5.736% MTG BDS	N/A	20173VAE0	7,825,000	8,729,585.65	0.87%
FHLMCGLD MORTPASS 4% 01/APR/2041 A9 PN# A97968	N/A	312946Z90	8,161,430	8,578,427.35	0.86%
PETROBRAS INTL FIN 3.5% NTS 06/FEB/2017 USD1000	N/A	71645WAU5	7,700,000	7,865,881.10	0.78%
XEROX CORP 4.5% BDS 15/MAY/2021 USD1000	N/A	984121CD3	7,685,000	7,843,034.34	0.78%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	7,645,000	7,643,799.74	0.76%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	5,760,000	7,389,325.44	0.74%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402RFW4	6,797,669	7,349,069.61	0.73%
EXELON GENERATION CO LLC 4.00% 01/OCT/2020	N/A	30161MAH6	6,595,000	6,898,468.93	0.69%
UNITED STATES OF AMER TREAS NOTES 3.125% NTS	N/A	912828MK3	6,015,000	6,668,662.08	0.67%
LORILLARD TOBACCO CO 8.125% GTD SNR NTS	N/A	544152AA9	5,230,000	6,547,133.66	0.65%
ARISTOTLE HOLDING INC 2.65% NTS 15/FEB/2017	N/A	04044TAL0	6,285,000	6,292,158.62	0.63%
COMMERCIAL MTG LN TR 2008-LS1 CLS'A4B'MTG BKD FRN	N/A	20173WAE8	5,500,000	6,259,632.50	0.62%
FREEPORT-MCMORAN COPPER & GOLD SR NT 3.55%	N/A	35671DAU9	6,090,000	6,060,889.80	0.60%
FNMA MORTPASS 4.5% 01/APR/2039 CL PN# 995672	N/A	31416CCH7	5,655,728	6,031,556.86	0.60%
GENERAL ELEC CAP CORP 5.90% 13/MAY/2014	N/A	36962G4C5	5,320,000	5,871,785.08	0.59%
GS MORTGAGE SECURITIES CORP II VAR MTG BDS	N/A	36246LAE1	5,190,000	5,802,373.29	0.58%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	5,320,000	5,351,606.12	0.53%
TBA FNMA SF 5.00 30 YRS MAR	N/A	01F050635	4,950,000	5,344,453.13	0.53%
QWEST CORP 6.75% NTS 01/DEC/2021 USD1000	N/A	74913GAX3	4,560,000	5,209,800.00	0.52%
AT & T INC 3.875% 15/AUG/2021	N/A	00206RAZ5	4,825,000	5,195,854.33	0.52%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	4,040,000	4,965,135.76	0.50%
EUROPEAN INVESTMENT BANK 1.125% NTS 15/APR/2015	N/A	298785FV3	4,960,000	4,959,092.32	0.49%
GREENWICH CAPITAL COMMERCIAL FUNDING CORP 5.444%	N/A	20173QAE1	4,465,000	4,957,047.47	0.49%
BHP BILLITON FINANCE USA LTD 1.625% BDS	N/A	055451AP3	4,760,000	4,773,594.56	0.48%
FHLMCGLD MORTPASS 5.5% 01/FEB/2038 G0 PN# G03812	N/A	3128M5R93	4,390,241	4,769,094.97	0.48%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	4,250,000	4,723,454.25	0.47%
CD 2007 CD4 COML MTG TR 5.322% MTG BDS 11/DEC/2049	N/A	12513YAF7	4,285,000	4,702,796.07	0.47%
ALEXANDRIA REAL ESTATE EQUITIES INC 4.6% BDS	N/A	015271AC3	4,595,000	4,650,369.75	0.46%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-LDPX	N/A	46630JAC3	4,138,000	4,630,161.31	0.46%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-CB19	N/A	46630VAD4	4,000,000	4,539,020.00	0.45%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2007-CB18	N/A	46629YAC3	4,000,000	4,496,556.00	0.45%
CMS ENERGY CORP 2.75% SNR 15/MAY/2014 USD1000	N/A	125896BH2	4,470,000	4,465,078.53	0.45%
HUSKY ENERGY INC 5.90% 15/JUN/2014	N/A	448055AE3	4,015,000	4,383,368.22	0.44%
ML-CFC COMMERCIAL MORTGAGE TRUST 2007-5 A-4 5.378%	N/A	55312YAE2	4,000,000	4,324,676.00	0.43%
BANC OF AMERICA COMMERCIAL MORTGAGE 5.356% MTN	N/A	05950VAE0	3,845,000	4,254,800.10	0.42%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735795	N/A	31402RNL9	3,887,891	4,203,261.67	0.42%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	3,783,000	4,165,419.69	0.42%
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATE 2007-C4	N/A	20173TAE5	3,770,000	4,065,703.72	0.41%
FNMA MORTPASS 5% 01/AUG/2034 CL PN# 888283	N/A	31410F2Q7	3,660,822	3,968,515.59	0.40%
SABMILLER HLDGS INC 3.75% GTD NTS 15/JAN/2022	N/A	78573AAA8	3,770,000	3,932,057.22	0.39%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46631BAE5	3,535,000	3,902,926.34	0.39%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	3,735,000	3,888,265.73	0.39%
BANK OF TOKYO-MITSUBISHI UFJ 2.35% BDS 23/FEB/2017	N/A	064255AH5	3,720,000	3,738,246.60	0.37%
ML-CFC COMMERCIAL MORTGAGE TRUST 2007-7 A-4	N/A	55313KAE1	3,435,000	3,714,986.85	0.37%
HEWLETT PACKARD CO 2.35% NTS 15/MAR/2015 USD1000	N/A	428236BN2	3,625,000	3,709,364.63	0.37%
AMGEN INC 5.15% NTS 15/NOV/2041 USD1000	N/A	031162BK5	3,530,000	3,694,303.85	0.37%
GOLDMAN SACHS GROUP INC 5.75% BDS 24/JAN/2022	N/A	38141GGS7	3,535,000	3,689,974.40	0.37%
BANK OF AMERICA CORP 4.5% BDS 01/APR/2015 USD1000	N/A	06051GEB1	3,630,000	3,685,030.80	0.37%
TIME WARNER CABLE INC 5.5% BDS 01/SEP/2041 USD1000	N/A	88732JBB3	3,295,000	3,627,996.00	0.36%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A77796	N/A	3128LBUV8	3,290,989	3,573,954.96	0.36%
NBCUNIVERSAL MEDIA LLC 6.4% SNR NT 30/APR/2040	N/A	63946BAF7	2,820,000	3,573,357.36	0.36%
AMERICAN HONDA FINANCE CORP 1.85% BDS 19/SEP/2014	N/A	02666QJ53	3,445,000	3,496,402.85	0.35%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	3,485,000	3,492,363.81	0.35%
DIRECTV HOLDINGS/FING 6.00% 15/AUG/2040	N/A	25459HAX3	2,995,000	3,435,867.00	0.34%
KRAFT FOODS INC 6.5% BDS 09/FEB/2040 USD1000	N/A	50075NAZ7	2,615,000	3,400,624.45	0.34%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46632HAD3	3,000,000	3,369,975.00	0.34%
BANC AMER COML MTG TRUST 2006-2 5.414% CMO	N/A	05950XAE6	2,995,000	3,349,416.32	0.33%
NATIONSTAR HOME EQUITY LOAN TRUST 2007-A AV-3	N/A	63860HAC3	4,450,000	3,338,243.15	0.33%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	3,000,000	3,300,000.00	0.33%
JPMORGAN CHASE & CO 4.5% GTD SUB NTS 24/JAN/2022	N/A	46625HJD3	3,100,000	3,293,889.50	0.33%
FHLMCGLD MORTPASS 5% 01/MAY/2041 Q0 PN# Q00950	N/A	3132GEBT6	2,996,152	3,234,907.74	0.32%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	2,945,000	3,175,569.94	0.32%
WELLS FARGO & CO 1.25% BDS 13/FEB/2015 USD1000	N/A	94974BFA3	3,175,000	3,168,608.73	0.32%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969008	N/A	31414LAH1	2,897,497	3,157,947.69	0.32%
TELEFONICA EMISIONES SAU 3.992% BDS 16/FEB/2016	N/A	87938WAN3	3,070,000	3,088,564.29	0.31%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	2,740,000	3,069,334.30	0.31%
FEDERAL NATIONAL MORTGAGE ASSOC 5% BDS 01/MAR/2035	N/A	31418MKW1	2,828,871	3,059,221.84	0.31%
FNMA MORTPASS 5% 01/NOV/2038 CL PN# 995077	N/A	31416BM21	2,770,692	2,994,573.26	0.30%
LOCKHEED MARTIN CORP 3.35% BDS 15/SEP/2021 USD1000	N/A	539830AY5	2,895,000	2,964,633.44	0.30%
CITIGROUP INC 2.65% BDS 02/MAR/2015 USD100	N/A	172967FY2	2,935,000	2,935,827.67	0.29%
AMERICA MOVIL SAB 2.375% BDS 08/SEP/2016 USD1000	N/A	02364WBC8	2,800,000	2,859,029.60	0.29%
PRUDENTIAL FINANCIAL INC 3.8750% MTN 14/JAN/2015	N/A	74432QBL8	2,685,000	2,837,956.40	0.28%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	2,220,000	2,830,932.90	0.28%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A82787	N/A	312929CY6	2,585,831	2,808,166.72	0.28%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46631QAC6	2,640,000	2,808,540.24	0.28%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 930071	N/A	31412NJQ0	2,544,751	2,802,861.88	0.28%
HCP INC 5.375% BDS 01/FEB/2021 USD1000	N/A	40414LAD1	2,550,000	2,795,088.15	0.28%
PERNOD-RICARD 5.5% BDS 15/JAN/2042 USD100	N/A	714264AK4	2,620,000	2,795,547.86	0.28%
PETROLEOS MEXICANOS 6.5% BD 41 02/JUN/2041	N/A	71654QAZ5	2,430,000	2,746,872.00	0.27%
WACHOVIA CMBS 5.509% BDS 15/APR/2047 USD1000	N/A	92978TAE1	2,500,000	2,731,680.00	0.27%
CREDIT SUISSE COMMERCIAL MTG TRUST FLTG RATE NTS	N/A	22544QAE9	2,500,000	2,725,437.50	0.27%
HARLEY DAVIDSON 2.7% BDS 15/MAR/2017 USD100	N/A	41283LAB1	2,705,000	2,700,466.42	0.27%
TIME WARNER INC 6.1% NTS 15/JUL/2040 USD1000	N/A	887317AH8	2,275,000	2,697,895.20	0.27%
BERKSHIRE HATHAWAY INC DEL SR NT 3.4% 31/JAN/2022	N/A	084670BF4	2,545,000	2,599,366.29	0.26%
ERAC USA FINANCE LLC 4.50% BDS 16/AUG/2021 USD1000	N/A	26884TAD4	2,530,000	2,593,196.87	0.26%
DEUTSCHE TELKOM INT FIN 4.875% 06/MAR/2042 144A	N/A	25156PAR4	2,615,000	2,571,669.45	0.26%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	2,415,000	2,539,027.16	0.25%
FRANCE TELECOM 5.375% BDS 13/JAN/2042 USD1000	N/A	35177PAX5	2,295,000	2,498,435.69	0.25%
SCANA CORP(NEW) 4.125% BDS 01/FEB/2022 USD1000	N/A	80589MAE2	2,460,000	2,495,512.56	0.25%
MEXICO(UNITED MEXICAN STATES) 3.625% BDS	N/A	91086QBA5	2,345,000	2,391,900.00	0.24%
NEWCASTLE MORTGAGE SECURITIES TRUST 2006-1 A-4	N/A	65106AAM5	3,600,000	2,382,789.60	0.24%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	2,220,000	2,366,464.50	0.24%
HARTFORD FINANCIAL SERVICES GRP INC 5.375% SNR NTS	N/A	416515AT1	2,220,000	2,309,035.32	0.23%
KINDER MORGAN ENERGY PARTNERS 6.5% BDS 01/SEP/2039	N/A	494550BD7	2,030,000	2,305,937.90	0.23%
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016	N/A	032511AX5	1,980,000	2,292,291.54	0.23%
BEAR STEARNS COMPANIES INC 5.331% MTG BDS	N/A	07388RAE7	2,050,000	2,217,003.25	0.22%
DBUBS COMMERCIAL MORTGAGE PT TRUST 2011-LC1 A-1	N/A	233050AN3	2,091,013	2,215,018.63	0.22%
BANC OF AMERICA COMMERCIAL MORTGAGE INC 2007-3 A4	N/A	059512AE3	2,000,000	2,210,392.00	0.22%
JP MORGAN MORTGAGE ACQUISITION TRUST 2007-HE AF-1	N/A	46630KAA4	3,124,164	2,102,453.30	0.21%
FNMA MORTPASS 5% 01/FEB/2036 CL PN# 852522	N/A	31408JD32	1,934,923	2,091,573.66	0.21%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	2,030,000	2,089,684.03	0.21%
STRUCTURED ASSET SECS CORP 5.47% FLTG RATE NTS	N/A	86360PAD9	3,252,565	2,076,444.31	0.21%
TIME WARNER INC 5.375% BDS 15/OCT/2041 USD1000	N/A	887317AM7	1,870,000	2,076,384.42	0.21%
MORGAN STANLEY CAPITAL I TR 5.61% MTG BDS	N/A	61754KAC9	1,988,378	2,047,440.88	0.20%
MERRILL LYNCH/COUNTRYWIDE COMMERCIAL MTGE TRUST	N/A	55312VAD0	1,790,000	1,978,920.18	0.20%
COBALT CMBS COMMERCIAL MORTGAGE TRUST 2006-C1 A-4	N/A	190749AE1	1,750,000	1,935,087.00	0.19%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	1,840,000	1,898,291.20	0.19%
FHLMCGLD MORTPASS 4.5% 01/NOV/2039 G0 PN# G08372	N/A	3128MJMW7	1,781,411	1,893,664.07	0.19%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 G0 PN# G04305	N/A	3128M6DJ4	1,722,150	1,870,224.10	0.19%
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C6 A4 VAR	N/A	52109PAE5	1,635,000	1,851,727.43	0.18%
CREDIT SUISSE COMMERCIAL MTG TRUST 5.467% CMO	N/A	22545MAD9	1,650,000	1,821,512.55	0.18%
GS MORTGAGE SECURITIES CORPORATION II SER 2005-GG4	N/A	36228CVQ3	1,800,000	1,802,829.60	0.18%
COMISION FEDERAL DE ELECTRICDAD 4.875% BDS	N/A	200447AB6	1,695,000	1,786,106.25	0.18%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 A7 PN# A76127	N/A	3128L9YY3	1,619,887	1,759,168.23	0.18%
FHLMCGLD MORTPASS 5% 01/JAN/2039 G0 PN# G05342	N/A	3128M7HT6	1,614,274	1,740,641.49	0.17%
MERRILL LYNCH & CO INC 6.05% BDS 16/MAY/2016	N/A	5901884M7	1,660,000	1,714,019.72	0.17%
FEDERAL HOME LOAN BANKS 3.625% BDS 29/MAY/2013	N/A	3133XQU34	1,630,000	1,697,698.79	0.17%
JP MORGAN CHASE COMM MTG SECS CORP FR CMO	N/A	46627QBA5	1,500,000	1,684,141.50	0.17%
GS MORTGAGE SECURITIES CORP II SER GG6 VAR MTG BDS	N/A	36228CWX7	1,500,000	1,670,661.00	0.17%
HEALTH CARE REIT INC 5.25% BDS 15/JAN/2022 USD1000	N/A	42217KAW6	1,570,000	1,659,394.23	0.17%
DIRECTV HLDGS/FINANCE 5% BDS 01/MAR/2021 USD1000	N/A	25459HBA2	1,475,000	1,638,719.10	0.16%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 933166	N/A	31412SFF7	1,425,879	1,571,452.83	0.16%
RESIDENTIAL ASSET MTGE PRODUCTS INC FLTG RTE NTS	N/A	76112BT83	2,141,196	1,537,520.08	0.15%
COMM 2006-C8 A-4 5.306% 10/DEC/2046	N/A	20047EAE2	1,350,000	1,512,016.20	0.15%
FHLMCGLD MORTPASS 5.5% 01/FEB/2038 A7 PN# A73996	N/A	3128L7NM5	1,377,950	1,496,429.19	0.15%
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 M1	N/A	86358ELZ7	2,410,000	1,487,654.44	0.15%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735578	N/A	31402RFT1	1,362,986	1,473,332.72	0.15%
ENTERPRISE PRODUCTS OPERATING LLC 5.95% BDS	N/A	29379VAT0	1,250,000	1,470,765.00	0.15%
MORGAN STANLEY CAPITAL I TR 5.809% BDS 12/DEC/2049	N/A	61756UAE1	1,250,000	1,443,640.00	0.14%
PERNOD-RICARD 2.95% BDS 15/JAN/2017 USD1000 144A	N/A	714264AF5	1,415,000	1,442,970.31	0.14%
CSX CORP SR NT 4.75% 30/MAY/2042	N/A	126408GW7	1,355,000	1,414,193.18	0.14%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A71604	N/A	3128L4X90	1,241,729	1,348,884.06	0.13%
VERIZON COMMUNICATIONS INC 4.75% BDS 01/NOV/2041	N/A	92343VBE3	1,260,000	1,349,599.86	0.13%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 994637	N/A	31416A4W7	1,218,297	1,327,808.15	0.13%
FNMA MORTPASS 5% 01/AUG/2033 ZL PN# 310100	N/A	31374CNR3	1,217,115	1,316,222.58	0.13%
CONTINENTAL AIRLINES PASS THRU TST 5.983% CMO	N/A	21079NAA9	1,189,731	1,302,755.25	0.13%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A72378	N/A	3128L5UB5	1,169,258	1,270,159.13	0.13%
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-3	N/A	059500AD0	1,100,000	1,238,554.90	0.12%
DOMINION RES(VIR) 4.9% BDS 01/AUG/2041 USD1000 C	N/A	25746UBM0	1,095,000	1,217,350.92	0.12%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A96567	N/A	312945JL3	1,145,449	1,203,616.01	0.12%
CONTINENTAL AIRLINES INC 7.25% NTS 10/NOV/2019	N/A	21079UAA3	1,079,790	1,198,567.46	0.12%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 A7 PN# A76483	N/A	3128LAFY1	1,099,794	1,194,356.91	0.12%
BANK AMER CORP SR NT 5.875% 07/FEB/2042	N/A	06051GEN5	1,190,000	1,187,104.73	0.12%
DELTA AIR LINES INC 6.2% BDS 02/JUL/2018 USD1000	N/A	24736VAA0	1,092,630	1,182,772.33	0.12%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934333	N/A	31412TPS6	1,054,945	1,149,772.16	0.11%
FED HOME LOAN MTG 5.5% MBPT 01/MAR/2037 USD	N/A	3128M5DD9	1,025,850	1,115,497.04	0.11%
FNMA MORTPASS 5% 01/JUN/2036 CL PN# 745580	N/A	31403DJZ3	970,443	1,049,009.48	0.10%
FNMA MORTPASS 6% 01/APR/2038 CL PN# 973726	N/A	31414RHB4	943,657	1,039,371.19	0.10%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A77937	N/A	3128LBZA9	947,157	1,028,595.60	0.10%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97294	N/A	312946C79	973,801	1,023,555.62	0.10%
FHLMCGLD MORTPASS 4% 01/APR/2041 A9 PN# A97932	N/A	312946Y59	961,248	1,010,361.20	0.10%
CALPINE CORP 7.25% SNR NTS 15/OCT/2017	N/A	131347BP0	930,000	985,800.00	0.10%
ACCREDITED MORTGAGE LOAN TRUST 2005-4 A-2D	N/A	004375EJ6	1,570,000	984,845.30	0.10%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930997	N/A	31412PKJ9	913,874	976,029.37	0.10%
DONNELLEY(R.R.)& SONS CO 7.25% BDS 15/MAY/2018	N/A	257867AX9	970,000	962,725.00	0.10%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985558	N/A	31415PZX9	877,713	956,609.12	0.10%
CIT GROUP INC 7% BDS 02/MAY/2016 USD1000 144A	N/A	125581FZ6	935,000	936,168.75	0.09%
CASE NEW HOLLAND INC 7.875% SNR NT 01/DEC/2017	N/A	147446AR9	790,000	928,250.00	0.09%
FNMA MORTPASS 4.5% 01/OCT/2040 CL PN# AE6039	N/A	31419GV92	865,209	922,702.66	0.09%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST	N/A	07388QAE9	800,000	916,409.60	0.09%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 G0 PN# G04248	N/A	3128M6BR8	843,497	916,022.66	0.09%
CHESAPEAKE ENERGY CORP 6.875% BDS 15/AUG/2018	N/A	165167CE5	875,000	912,187.50	0.09%
POWER SECTOR ASSETS & LIABILIT GTD SR NT REG S	N/A	B4N4DY1	700,000	896,000.00	0.09%
WINDSTREAM CORP 7.75% SR NTS 15/OCT/2020 USD1000	N/A	97381WAN4	820,000	895,850.00	0.09%
NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000	N/A	629377BS0	900,000	893,250.00	0.09%
ENERGY TRANSFER EQUITY LP 7.5% BDS 15/OCT/2020	N/A	29273VAC4	765,000	875,925.00	0.09%
HCA INC 6.5% BDS 15/FEB/2020 USD2000	N/A	404121AC9	810,000	868,725.00	0.09%
CITIGROUP/DEUTSCHE BK COMML MTG TST FLTG MTG BDS	N/A	12514AAE1	750,000	866,854.50	0.09%
ALLY FINANCIAL INC 6.25% BDS 01/DEC/2017 USD1000	N/A	02005NAD2	830,000	857,902.94	0.09%
GS MTG SECS CORP II 2005-GG4 A4 4.761% 10/JUL/2039	N/A	36228CVT7	800,000	857,204.00	0.09%
INTERNATIONAL LEASE FINANCE CORP 8.625% SNR NT	N/A	459745FW0	770,000	854,700.00	0.09%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G08323	N/A	3128MJLD0	791,554	853,517.67	0.09%
QWEST COMMUNICATIONS INTL INC 7.125% NTS	N/A	749121CC1	795,000	850,650.00	0.08%
FNMA MORTPASS 5.5% 01/JUL/2028 CT PN# 257282	N/A	31371NXK6	778,176	848,611.08	0.08%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 929831	N/A	31412NA89	770,896	840,190.07	0.08%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985559	N/A	31415PZY7	759,129	827,366.02	0.08%
FMG FUND MANAGERS(BERMUDA) 7.0% BDS 01/NOV/2015	N/A	30251GAA5	780,000	824,850.00	0.08%
GANNETT CO INC 7.125% NTS 01/SEP/2018 USD1000	N/A	364725AW1	780,000	813,150.00	0.08%
FORD MOTOR CREDIT CO LLC 8.125% NTS 15/JAN/2020	N/A	345397VM2	640,000	798,046.08	0.08%
XM SATELLITE RADIO INC 7.625% BDS 01/NOV/2018	N/A	98375YAZ9	720,000	788,400.00	0.08%
FEDERAL NATIONAL MORTGAGE ASSOC 5% MTG BDS	N/A	31402Q6T3	717,995	776,236.07	0.08%
FNMA MORTPASS 5.5% 01/MAY/2036 CL PN# 891588	N/A	31410MRH5	711,630	776,041.77	0.08%
BCO NACIONAL DES 5.5% NTS 12/JUL/2020 USD'REGS	N/A	B5VDV32	700,000	770,000.00	0.08%
FHLMCGLD MORTPASS 5.5% 01/MAY/2040 G0 PN# G06193	N/A	3128M8GA6	705,406	766,278.90	0.08%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A78624	N/A	3128LCSM9	692,219	751,737.34	0.08%
FHLMCGLD MORTPASS 5% 01/AUG/2039 A8 PN# A87679	N/A	312934Q88	692,813	746,505.62	0.07%
FHLMCGLD MORTPASS 5.5% 01/OCT/2039 G0 PN# G05684	N/A	3128M7UH7	686,030	745,016.84	0.07%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97264	N/A	312946B96	708,709	744,920.03	0.07%
NRG ENERGY INC 7.625% BDS 15/JAN/2018 USD1000	N/A	629377BN1	710,000	718,875.00	0.07%
FNMA MORTPASS 6% 01/MAR/2037 CL PN# 914049	N/A	31411SQA7	645,724	711,622.53	0.07%
CREDIT SUISSE COMMERCIAL MTG TRUST FR CMO	N/A	22545YAD3	650,000	707,697.90	0.07%
CITYCENTER HLDGS LLC/FIN CORP 7.625% SNR SEC NTS	N/A	178760AB0	665,000	701,575.00	0.07%
CIT GROUP INC 7% BDS 02/MAY/2017 USD1000 144A	N/A	125581GA0	699,000	699,873.75	0.07%
FORD MOTOR CREDIT CO LLC NT 6.625% 15/AUG/2017	N/A	345397VP5	615,000	696,895.86	0.07%
ICAHN ENTERPRISES LP 7.75% NTS 15/JAN/2016 USD1000	N/A	451102AD9	665,000	696,587.50	0.07%
FNMA MORTPASS 6% 01/JAN/2038 CL PN# 961348	N/A	31414BP95	632,224	696,349.84	0.07%
INTELSAT JACKSON HLDGS LTD 8.5% BDS 01/NOV/2019	N/A	458207AH0	630,000	691,425.00	0.07%
VIRGIN MEDIA SECURED FINANCE PLC 6.5% SR SEC NTS	N/A	92769XAC9	625,000	681,250.00	0.07%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A82757	N/A	312929B27	624,380	678,065.63	0.07%
IPALCO ENTERPRISES INC 5% BDS 01/MAY/2018 USD1000	N/A	462613AG5	665,000	672,481.25	0.07%
FNMA MORTPASS 4.5% 01/APR/2039 CL PN# AA4463	N/A	31416M5Z3	629,797	671,647.94	0.07%
INTERNATIONAL LEASE FINANCE CORP 5.65% BDS	N/A	45974VB49	645,000	659,512.50	0.07%
CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR	N/A	18451QAD0	595,000	654,500.00	0.07%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 963774	N/A	31414EFP4	595,474	649,000.38	0.06%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 995048	N/A	31416BL55	594,329	648,123.78	0.06%
FHLMCGLD MORTPASS 5% 01/JUN/2040 G0 PN# G08402	N/A	3128MJNU0	597,128	643,499.21	0.06%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95796	N/A	312944NM9	603,421	634,063.61	0.06%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 934665	N/A	31412TZ63	561,494	611,965.74	0.06%
DISH DBS CORP 7.75% UNS LN STK 31/MAY/2015 USD1000	N/A	27876GBH0	530,000	599,562.50	0.06%
WMG ACQUISITION CORP 9.5% NTS 15/JUN/2016 USD1000	N/A	92933BAB0	540,000	596,700.00	0.06%
MAJAPAHIT HOLDING 7.875% BDS 29/JUN/2037 USD100000	N/A	B1Z61D9	470,000	595,725.00	0.06%
CC HOLDINGS GS V LLC/CROWN CASTLE 7.75% BDS	N/A	14987BAA1	540,000	588,600.00	0.06%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 956081	N/A	31413UUE7	533,701	581,674.22	0.06%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 930253	N/A	31412NQE9	529,250	576,823.18	0.06%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 934645	N/A	31412TZJ5	528,619	576,135.83	0.06%
FNMA MORTPASS 4.5% 01/JUN/2041 CL PN# AI4562	N/A	3138AJB84	534,188	569,685.73	0.06%
FNMA MORTPASS 5% 01/NOV/2036 ZL PN# 310107	N/A	31374CNY8	523,289	565,708.65	0.06%
UNIVISION COMMUNICATIONS INC 6.875% NTS	N/A	914906AM4	555,000	566,100.00	0.06%
FNMA MORTPASS 4.5% 01/JUN/2029 CT PN# AL0869	N/A	3138EG6F6	526,440	562,245.51	0.06%
FNMA MORTPASS 6% 01/JUN/2037 CL PN# 939984	N/A	31413AXM0	508,981	560,606.57	0.06%
FNMA MORTPASS 6% 01/OCT/2037 CL PN# 946923	N/A	31413JPG3	507,496	558,970.59	0.06%
FNMA MORTPASS 6% 01/SEP/2037 CL PN# 952276	N/A	31413QMZ8	503,082	555,366.27	0.06%
FHLMCGLD MORTPASS 5.5% 01/FEB/2040 G0 PN# G05923	N/A	3128M74G8	508,014	551,852.92	0.06%
PEABODY ENERGY CORP 6% BDS 15/NOV/2018 USD2000	N/A	704549AJ3	525,000	549,937.50	0.05%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	B3Q7S01	480,000	547,200.00	0.05%
FRONTIER COMMUNICATIONS CORP 8.25% NTS 15/APR/2017	N/A	35906AAF5	505,000	545,400.00	0.05%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 970650	N/A	31414MZP4	500,119	545,074.12	0.05%
COBALT CMBS 07-C2 5.334% CMO 15/APR/2047 USD1000	N/A	19075CAB9	537,720	542,152.52	0.05%
PHILIPPINES(REPUBLIC OF) GLBL BD 8.375%	N/A	B3KWPS9	400,000	540,000.00	0.05%
FORD MOTOR CO 7.45% BDS 16/JUL/2031 USD1000	N/A	345370CA6	420,000	539,175.00	0.05%
FHLMCGLD MORTPASS 6% 01/SEP/2037 A6 PN# A65518	N/A	3128KWDX8	489,261	538,579.84	0.05%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 903013	N/A	31411BGW7	493,445	538,108.49	0.05%
STARWOOD HOTELS & RESORTS WORLDWIDE 6.75% SNR NTS	N/A	85590AAL8	460,000	534,750.00	0.05%
ALLY FINANCIAL INC 8.0% 15/MAR/2020	N/A	02005NAE0	470,000	532,275.00	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 986264	N/A	31415QTV8	488,628	532,549.86	0.05%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.25% NTS	N/A	1248EPAQ6	490,000	531,650.00	0.05%
FNMA MORTPASS 5.5% 01/MAY/2040 CL PN# AB1316	N/A	31416WPA4	486,532	530,265.77	0.05%
FNMA MORTPASS 6% 01/JUN/2037 CL PN# 915639	N/A	31411VHQ5	480,632	529,381.96	0.05%
WINDSTREAM CORP 7.75% NTS 01/OCT/2021 USD1000	N/A	97381WAT1	485,000	529,862.50	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 981344	N/A	31415AWD9	484,150	527,669.31	0.05%
SPRINT NEXTEL CORP 6% NTS 01/DEC/2016 USD1000	N/A	852061AD2	580,000	527,800.00	0.05%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 899528	N/A	31410WLH9	483,258	526,696.82	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 6% BDS 01/JUL/2037	N/A	31412LRC6	478,298	526,810.84	0.05%
CHRYSLER GROUP LLC/CGCO ISUER INC 8% BDS	N/A	17121EAB3	520,000	523,900.00	0.05%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# AA0694	N/A	31416HXY6	480,752	523,965.79	0.05%
FNMA MORTPASS 5% 01/MAR/2038 CL PN# 933409	N/A	31412SN27	470,160	520,198.29	0.05%
TENET HEALTHCARE CORP 6.25% BDS 01/NOV/2018 USD100	N/A	88033GBN9	485,000	517,131.25	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MTG BDS	N/A	31410KJY1	467,202	516,363.18	0.05%
FNMA MORTPASS 5.5% 01/DEC/2037 CL PN# 959454	N/A	31413YMB4	473,097	515,622.80	0.05%
PETROLEOS DE VENEZUELA 12.75% SNR NTS 17/FEB/2022	N/A	B40ZFD0	500,000	513,750.00	0.05%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 982274	N/A	31415BXB0	471,072	513,415.83	0.05%
EXCO RESOURCES INC 7.5% BDS 15/SEP/2018 USD1000	N/A	269279AD7	570,000	510,150.00	0.05%
ICAHN ENTERPRISES LP 8% SNR NTS 15/JAN/2018	N/A	451102AQ0	480,000	508,800.00	0.05%
OMEGA HEALTHCARE INVESTORS 6.75% SNR NTS	N/A	681936AX8	470,000	508,187.50	0.05%
FORD MOTOR CO 8% BDS 15/DEC/2016 USD100000	N/A	345397VC4	425,000	505,066.60	0.05%
FNMA MORTPASS 5.5% 01/FEB/2039 CL PN# AA1638	N/A	31416JZC8	463,145	504,776.48	0.05%
UKRAINE(REPUBLIC OF) 6.58% BDS 21/NOV/2016	N/A	B1HLWZ1	550,000	503,250.00	0.05%
FNMA MORTPASS 5.5% 01/DEC/2037 CL PN# 967254	N/A	31414JBX0	462,364	503,924.63	0.05%
CF INDUSTRIES HOLDINGS INC 6.875% BDS 01/MAY/2018	N/A	12527GAA1	425,000	500,437.50	0.05%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 970929	N/A	31414NEA8	456,632	497,678.22	0.05%
FNMA MORTPASS 5.5% 01/JAN/2039 CL PN# 993111	N/A	31415YGU7	456,543	497,580.97	0.05%
FNMA MORTPASS 6% 01/MAR/2038 CL PN# 961992	N/A	31414CF94	449,135	494,690.41	0.05%
LAMAR MEDIA CORP 5.875% BDS 01/FEB/2022 USD1000	N/A	513075AZ4	470,000	490,562.50	0.05%
LINN ENERGY/FIN CORP 8.625% 15/APR/2020	N/A	536022AC0	440,000	488,400.00	0.05%
BALL CORP 6.625% SNR NTS 15/MAR/2018 USD1000	N/A	058498AL0	475,000	486,875.00	0.05%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 G0 PN# G04847	N/A	3128M6WG9	444,803	483,048.14	0.05%
FEDERAL NATIONAL MORTGAGE ASSOC 5.0% MTG BDS	N/A	31403DWD7	447,199	483,614.20	0.05%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 A7 PN# A75432	N/A	3128L9A94	440,138	480,182.60	0.05%
MARKWEST ENERGY PARTNERS LP 8.75% SNR NTS	N/A	570506AH8	445,000	478,375.00	0.05%
AMERIGAS PARTNERS/AMERIGAS FIN CORP 7% BDS	N/A	03077JAB6	465,000	477,206.25	0.05%
FHLMCGLD MORTPASS 5.5% 01/FEB/2038 G0 PN# G03964	N/A	3128M5WZ9	439,405	477,186.24	0.05%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 918659	N/A	31411YTQ6	433,257	474,097.11	0.05%
TOYS R US PROPERTY COMPANY I 10.75% SR NT	N/A	89236LAB8	425,000	471,218.75	0.05%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 963975	N/A	31414EMY7	430,954	469,692.25	0.05%
PEMEX PROJECT FUNDING MASTER TRUST 5.75% GTD BDS	N/A	B3Q7S23	420,000	468,300.00	0.05%
FNMA MORTPASS 4.5% 01/APR/2041 CL PN# AI1193	N/A	3138AEKF9	438,636	467,784.16	0.05%
USG CORP 9.75% BDS 01/AUG/2014 USD1000'144A'	N/A	903293AV0	430,000	464,400.00	0.05%
ARCH COAL INC 7.25% BDS 15/JUN/2021 USD1000 144A	N/A	039380AF7	465,000	463,837.50	0.05%
CEQUEL COMMUNICATIONS HOLDINGS SR NT 144A	N/A	15672WAA2	430,000	461,175.00	0.05%
NEWFIELD EXPLORATION CO 5.75% BDS 30/JAN/2022	N/A	651290AP3	425,000	460,062.50	0.05%
VIDEOTRON GROUP 9.125% SRN 15/APR/2018 USD1000	N/A	92658TAM0	415,000	459,612.50	0.05%
BANK OF CHINA SUB NT REGS 20 11/FEB/2020	N/A	B627F61	435,000	455,832.59	0.05%
FHLMCGLD MORTPASS 5.5% 01/APR/2037 A6 PN# A60064	N/A	3128KQB96	411,941	447,489.63	0.04%
CSC HOLDINGS INC 7.625% SNR NTS 15/JUL/2018	N/A	126304AK0	395,000	446,350.00	0.04%
US WEST COMMUNICATIONS INC 6.875% BDS 15/SEP/2033	N/A	912920AC9	445,000	445,000.00	0.04%
FHLMCGLD MORTPASS 6% 01/JUL/2037 G0 PN# G08210	N/A	3128MJGU8	403,941	444,659.38	0.04%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 959983	N/A	31413Y6U0	403,560	444,492.08	0.04%
UPC HOLDING BV 9.875% BDS 15/APR/2018 USD1000	N/A	90320LAC1	400,000	444,000.00	0.04%
KINDER MORGAN FINANCE 5.7% SNR NTS 05/JAN/2016	N/A	49455WAD8	420,000	444,675.00	0.04%
DELTA AIR LINES INC 6.821% NTS 10/AUG/2022 USD1000	N/A	247367BH7	403,114	441,933.49	0.04%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 G0 PN# G04471	N/A	3128M6JQ2	404,185	438,937.99	0.04%
FHLMCGLD MORTPASS 5.5% 01/DEC/2037 A7 PN# A70591	N/A	3128L3UQ7	402,308	437,025.05	0.04%
SOUTHERN STAR CENT CORP 6.75% 01/MAR/2016	N/A	843830AD2	430,000	436,450.00	0.04%
FNMA MORTPASS 4.5% 01/APR/2041 CL PN# AH4709	N/A	3138A6GT1	402,886	429,658.32	0.04%
CIMAREX ENERGY CO 7.125% NTS 01/MAY/2017 USD1000	N/A	171798AA9	410,000	428,450.00	0.04%
IPALCO ENTERPRISES INC 7.25% SNR SECD NTS	N/A	462613AE0	385,000	427,350.00	0.04%
USG CORP 8.375% BDS 15/OCT/2018 USD1000 144A	N/A	903293AY4	415,000	427,450.00	0.04%
URUGUAY 6.875% BDS 28/SEP/2025 USD1	N/A	B4MNSL1	330,000	423,225.00	0.04%
RSHB CAPITAL S.A. 6.299% MTN 15/MAY/2017 USD	N/A	B1XFLV6	400,000	421,720.00	0.04%
BALL CORP 7.125% BDS 01/SEP/2016 USD1000	N/A	058498AM8	380,000	416,100.00	0.04%
MGM RESORTS INTL 11.125% SR NT 15/NOV/2017 USD1000	N/A	552953BJ9	365,000	415,187.50	0.04%
INTERNATIONAL LEASE FINANCE CORP 6.625% BDS	N/A	45974VB80	395,000	407,837.50	0.04%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 992676	N/A	31415XXD8	372,503	405,987.11	0.04%
FNMA MORTPASS 6% 01/SEP/2039 CL PN# AD0638	N/A	31418MV82	367,276	404,528.05	0.04%
REPUBLIC OF PANAMA 7.125 29/JAN/2026	N/A	B0R4963	300,000	401,550.00	0.04%
FHLMCGLD MORTPASS 4.5% 01/MAY/2041 Q0 PN# Q00628	N/A	3132GDVV1	374,969	398,596.74	0.04%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 8.125% SR NT	N/A	1248EPAP8	355,000	397,600.00	0.04%
FED NATL MORT ASSC 6% MBPT 01/DEC/2037 USD1000	N/A	31412MDX3	352,336	388,073.15	0.04%
SEMINOLE TRIBE OF FLORIDA 7.75% BDS 01/OCT/2017	N/A	81683RAQ7	355,000	385,175.00	0.04%
SEARS HLDGS CORP 6.625% SNR NT 15/OCT/2018 USD1000	N/A	812350AE6	445,000	383,812.50	0.04%
WYNN LAS VEGAS LLC/CORP 7.75% NTS 15/AUG/2020	N/A	983130AR6	341,000	384,477.50	0.04%
FHLMCGLD MORTPASS 5% 01/JUN/2023 G1 PN# G13225	N/A	3128MBYW1	354,127	380,540.60	0.04%
FHLMCGLD MORTPASS 5% 01/APR/2040 A9 PN# A91997	N/A	312940GE3	350,950	378,203.63	0.04%
POLAND(REPUBLIC OF) 5.125% BDS 21/APR/2021 USD1000	N/A	B4TW7V4	350,000	375,375.00	0.04%
FNMA MORTPASS 5.5% 01/OCT/2034 CL PN# 794978	N/A	31405PFT2	343,537	375,276.28	0.04%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79018	N/A	3128LDAT1	345,515	375,222.58	0.04%
VIRGIN MEDIA FINANCE PLC 5.25% 15/FEB/2022	N/A	92769VAC3	365,000	372,300.00	0.04%
FHLMCGLD MORTPASS 5% 01/MAY/2038 A7 PN# A77391	N/A	3128LBF86	342,892	369,734.20	0.04%
FHLMCGLD MORTPASS 5.5% 01/FEB/2037 G0 PN# G02561	N/A	3128M4FA6	337,831	367,353.51	0.04%
FHLMCGLD MORTPASS 5.5% 01/AUG/2038 A8 PN# A80779	N/A	3129262L1	338,334	367,424.92	0.04%
MGM RESORTS INTL 9% BDS 15/MAR/2020 USD1000	N/A	55303QAD2	325,000	363,187.50	0.04%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961311	N/A	31414BN48	331,815	361,641.40	0.04%
BIOMET INC 10% SNR NTS 15/OCT/2017 USD1000	N/A	090613AC4	330,000	358,462.50	0.04%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A81743	N/A	3129275C6	329,918	358,285.01	0.04%
FNMA MORTPASS 5.5% 01/APR/2030 CT PN# MA0436	N/A	31417YPW1	328,363	357,776.83	0.04%
OWENS-BROCKWAY GLASS 7.375% BDS 15/MAY/2016	N/A	69073TAP8	315,000	356,737.50	0.04%
FHLMCGLD MORTPASS 4.5% 01/OCT/2041 G0 PN# G06802	N/A	3128M83K8	334,758	355,852.52	0.04%
COLUMBIA (REP OF) 8.25 22/DEC/2014	N/A	B02TR92	300,000	354,750.00	0.04%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 889517	N/A	31410KG24	325,260	354,497.31	0.04%
BRAZIL(FEDERATIVE REPUBLIC OF) 5.625% BDS	N/A	B4TL852	300,000	352,500.00	0.04%
PETROLEOS DE VENEZUELA 5.25% NTS 12/APR/2017	N/A	B1VYQ09	440,000	349,800.00	0.03%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 975049	N/A	31414SWJ8	321,667	350,581.65	0.03%
FNMA MORTPASS 5.5% 01/SEP/2038 CL PN# 970818	N/A	31414NAT1	320,483	349,290.89	0.03%
REPUBLIC OF VENEZUELA 9.375% 13/JAN/2034	N/A	7748819	400,000	347,000.00	0.03%
HOST HOTELS&RESORT 5.875% SNR PIDI NTS 15/06/2	N/A	44107TAM8	320,000	345,600.00	0.03%
FHLMCGLD MORTPASS 5.5% 01/NOV/2037 A6 PN# A68546	N/A	3128L0P71	316,544	343,859.77	0.03%
PEABODY ENERGY CORP 7.375% SNR NTS 01/NOV/2016	N/A	704549AE4	305,000	344,650.00	0.03%
REPUBLIC OF TURKEY 7% 05/JUN/2020	N/A	B09YXM5	300,000	342,750.00	0.03%
REGENCY ENERGY PARTNERS LP 6.875% BDS 01/DEC/2018	N/A	75886AAE8	315,000	341,775.00	0.03%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 975186	N/A	31414S2T9	312,035	341,448.88	0.03%
FHLMCGLD MORTPASS 5.5% 01/OCT/2036 A5 PN# A52983	N/A	3128KFJ43	312,713	340,040.02	0.03%
FNMA MORTPASS 5% 01/APR/2035 CL PN# 735403	N/A	31402RAC3	314,766	340,298.75	0.03%
FNMA MORTPASS 5.5% 01/DEC/2035 CL PN# 863626	N/A	31408XPK0	309,556	338,059.04	0.03%
FIREKEEPERS DEVELOPMENT AUTHORITY 13.875% SNR NTS	N/A	318169AA7	300,000	336,375.00	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31415PY44	306,192	333,715.09	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961256	N/A	31414BMD9	305,032	332,450.91	0.03%
FNMA MORTPASS 5.5% 01/SEP/2028 CT PN# 257367	N/A	31371NZ81	303,052	330,198.24	0.03%
EL PASO CORP 7% SNR NTS 15/JUN/2017 USD1000	N/A	28336LBQ1	295,000	329,644.51	0.03%
WYNDHAM WORLDWIDE 6% SNR NTS 01/DEC/2016 USD1000	N/A	98310WAB4	290,000	329,178.71	0.03%
CHESAPEAKE ENERGY CORP 9.50% BDS 15/FEB/2015	N/A	165167CD7	285,000	327,750.00	0.03%
FHLMCGLD MORTPASS 5% 01/AUG/2029 D9 PN# D98252	N/A	3128E5EZ8	304,111	327,964.57	0.03%
FERRELLGAS LP/FINANCE CORP 9.125% SR NT	N/A	315292AJ1	310,000	328,600.00	0.03%
REPUBLIC OF INDONESIA/REGS 6.75% 10/MAR/2014 REGS	N/A	B2PJ2B0	300,000	327,000.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969776	N/A	31414L2H0	298,757	326,918.64	0.03%
CSC HOLDINGS INC 6.75% BDS 15/NOV/2021 USD1000	N/A	126307AD9	300,000	324,750.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972539	N/A	31414P4Y2	298,023	324,811.87	0.03%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04458	N/A	3128M6JB5	297,234	322,791.05	0.03%
SANDRIDGE ENERGY INC 7.5% SNR NTS 15/MAR/2021	N/A	80007PAN9	320,000	323,200.00	0.03%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006-C23	N/A	92976BDT6	290,000	322,359.65	0.03%
FNMA MORTPASS 6% 01/MAY/2037 CL PN# 917988	N/A	31411X2V6	291,489	321,053.87	0.03%
STANDARD PACIFIC CORP 8.375% BDS 15/MAY/2018	N/A	85375CAX9	300,000	321,000.00	0.03%
CIT GROUP INC 4.75% BDS 15/FEB/2015 USD1000 144A	N/A	125581GE2	315,000	319,725.00	0.03%
FNMA MORTPASS 5.5% 01/FEB/2037 CL PN# 907683	N/A	31411GM82	293,313	319,678.02	0.03%
FNMA MORTPASS 5.50% 01/JUN/2038 CN PL # 889572	N/A	31410KJR6	294,160	320,601.46	0.03%
LEBANON(REPUBLIC OF) 6.375% BDS 09/MAR/2020	N/A	B3L8PZ3	300,000	318,360.00	0.03%
PLAINS EXPLORATION & PRODUCTION CO 6.625% BDS	N/A	726505AK6	295,000	318,600.00	0.03%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 899871	N/A	31410WW87	290,626	316,750.43	0.03%
SPRINT CAPITAL CORP 6.875% NTS 15/NOV/2028 USD1000	N/A	852060AD4	405,000	315,900.00	0.03%
INERGY LP & INERGY FINANCE CORP 7% SNR NT	N/A	45661TAM3	320,000	315,200.00	0.03%
IRON MOUNTAIN INC DELAWARE 7.75% BDS 01/OCT/2019	N/A	46284PAN4	285,000	314,925.00	0.03%
PLAINS EXPLORATION & PRODUCTION CO 7.625% BDS	N/A	726505AF7	290,000	311,750.00	0.03%
CROWN AMERICAS LLC 7.62500% 15/MAY/2017	N/A	22818TAB8	285,000	311,362.50	0.03%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 256513	N/A	31371M3W5	285,322	311,147.07	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 952035	N/A	31413QEG9	283,727	309,230.61	0.03%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A96705	N/A	312945NW4	293,352	308,340.21	0.03%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 257306	N/A	31371NYB5	282,434	307,821.83	0.03%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 984748	N/A	31415M5H4	282,543	307,940.40	0.03%
COLOMBIA(REPUBLIC OF) 6.125% BDS 18/JAN/2041	N/A	B512BZ1	250,000	307,125.00	0.03%
ROYAL CARIBBEAN CRUISES 7.25% BDS 15/JUN/2016	N/A	780153AR3	280,000	307,300.00	0.03%
CIT GROUP INC 5.5% BDS 15/FEB/2019 USD1000 144A	N/A	125581GH5	300,000	306,375.00	0.03%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 942290	N/A	31413DKB2	279,960	305,125.35	0.03%
UNITED AIRLINES INC 9.875% BDS 01/AUG/2013	N/A	909279BF7	290,000	305,225.00	0.03%
INTERNATIONAL LEASE FINANCE CORP 6.25% BDS	N/A	459745GH2	300,000	304,157.70	0.03%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 943463	N/A	31413ETU9	276,512	301,367.42	0.03%
WPX ENERGY INC 5.25% BDS 15/JAN/2017 USD1000 144A	N/A	98212BAA1	295,000	300,900.00	0.03%
RR DONNELLEY & SONS CO 8.25% 15/MAR/2019	N/A	257867AY7	295,000	300,162.50	0.03%
FHLMCGLD MORTPASS 5.5% 01/FEB/2039 A8 PN# A84417	N/A	3129304A5	276,343	300,362.22	0.03%
PIONEER NATURAL RESOURCE	N/A	723787AE7	270,000	300,040.74	0.03%
LITHUANIA(REPUBLIC OF) 7.375% BDS 11/FEB/2020	N/A	B61C5T0	266,000	299,595.80	0.03%
MYLAN INC 7.625% BDS 15/JUL/2017 USD1000 144A	N/A	628530AK3	270,000	298,856.25	0.03%
HOST MARRIOTT LP 6.75% SNR NTS 01/JUN/2016 USD1000	N/A	44108EBA5	285,000	294,618.75	0.03%
CRICKET COMMUNICATIONS INC 7.75% BDS 15/MAY/2016	N/A	226566AK3	275,000	292,875.00	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31419ANJ2	268,660	293,282.84	0.03%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 970809	N/A	31414NAJ3	268,380	292,504.67	0.03%
AWAS AVIATION CAPITAL LTD 7% NTS 15/OCT/2016	N/A	002447AA8	275,720	288,127.40	0.03%
INTERNATIONAL LEASE FINANCE CORP 8.75% SNR NT	N/A	459745GG4	255,000	288,150.00	0.03%
EL PASO CORP 7.80% BDS 01/AUG/2031 USD1000	N/A	28368EAD8	240,000	286,576.08	0.03%
FNMA MORTPASS 5.5% 01/JUL/2037 CL PN# 944635	N/A	31413F4U3	262,791	286,412.45	0.03%
VALEANT PHARMACEUTICALS INTL 6.5% SNR NTS	N/A	91911XAR5	280,000	285,600.00	0.03%
UNITED RENTALS NORTH AMERICA INC 10.875% NTS	N/A	911365AV6	250,000	285,625.00	0.03%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 969451	N/A	31414LQC5	261,517	285,024.30	0.03%
CITIZENS COMMUNICATIONS CO SR NT 9.00% 15/AUG/2031	N/A	17453BAJ0	290,000	282,750.00	0.03%
FHLMCGLD MORTPASS 5.5% 01/JUL/2037 A6 PN# A64594	N/A	3128KVC78	259,907	282,335.71	0.03%
PHILIPPINES(REPUBLIC OF) 6.375% BDS 23/OCT/2034	N/A	B55JJ76	225,000	281,531.25	0.03%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934129	N/A	31412THE6	256,454	279,506.77	0.03%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	250,000	277,775.25	0.03%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	B018WG2	250,000	275,937.50	0.03%
LENDER PROCESSING SERVICES INC 8.125% NTS	N/A	52602EAC6	265,000	276,262.50	0.03%
JSC KAZMUNAYG 6.375% MTN 09/APR/2021 USD1000	N/A	B5LHQH3	250,000	274,715.00	0.03%
PLAINS EXPLORATION & PRODUCTION CO 6.75% BDS	N/A	726505AL4	250,000	273,750.00	0.03%
SANDRIDGE ENERGY INC 8% BDS 01/JUN/2018 USD1000	N/A	80007PAC3	265,000	274,275.00	0.03%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006-C29	N/A	92978PAC3	260,000	274,420.64	0.03%
FNMA MORTPASS 5% 01/APR/2034 CL PN# 725422	N/A	31402C4F6	252,580	273,067.82	0.03%
FNMA MORTPASS 5.5% 01/JAN/2037 CL PN# 967685	N/A	31414JRE5	248,466	271,421.38	0.03%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 899509	N/A	31410WKW7	248,002	270,294.90	0.03%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 962371	N/A	31414CT40	247,489	269,734.95	0.03%
FNMA MORTPASS 6% 01/MAY/2038 CL PN# 889509	N/A	31410KGS7	244,365	269,150.25	0.03%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.0% POOL	N/A	31402CPL0	247,388	267,454.90	0.03%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 889719	N/A	31410KPC2	244,796	266,800.47	0.03%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31410UHR6	244,640	266,630.23	0.03%
FNMA MORTPASS 5.5% 01/MAY/2037 CL PN# 937090	N/A	31412WRK4	244,430	266,401.69	0.03%
FNMA MORTPASS 6% 01/APR/2039 CL PN# 935075	N/A	31412UJU5	240,336	264,637.70	0.03%
FHLMCGLD MORTPASS 5% 01/NOV/2035 A3 PN# A39572	N/A	31297VT57	244,378	263,775.97	0.03%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	B4344G0	230,000	262,545.00	0.03%
LAMAR MEDIA CORP 9.75% BDS 01/APR/2014 USD1000	N/A	513075AV3	230,000	261,625.00	0.03%
PANAMA(REPUBLIC OF) 6.7% BDS 26/JAN/2036 USD1000	N/A	B0XNWS7	200,000	260,600.00	0.03%
HUNTSMAN INTERNATIONAL 8.625% SNR SUBORD NTS	N/A	44701QAU6	230,000	259,900.00	0.03%
ENDO PHARMACEUTICAL HLDGS INC 7% BDS 15/JUL/2019	N/A	29264FAG1	235,000	258,500.00	0.03%
SEAGATE HDD CAYMAN 7% BDS 01/NOV/2021 USD100 144A	N/A	81180WAC5	230,000	254,725.00	0.03%
CHESAPEAKE MIDSTREAM PARTNERS SR NT 144A	N/A	16524RAD5	245,000	253,575.00	0.03%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 889955	N/A	31410KWQ3	233,347	254,322.21	0.03%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 944526	N/A	31413FYX4	230,980	254,408.38	0.03%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A49058	N/A	3128KAB34	231,243	253,365.99	0.03%
VIRGIN MEDIA FINANCE PLC 9.5% BDS 15/AUG/2016	N/A	92769VAA7	220,000	250,800.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2039 G0 PN# G08314	N/A	3128MJK41	229,813	249,572.60	0.02%
VIRGIN MEDIA FINANCE PLC 8.375% BDS 15/OCT/2019	N/A	92769VAB5	220,000	249,700.00	0.02%
RUSSIAN FEDERATION MINISTRY FINANCE VAR BDS	N/A	4230814	208,750	248,934.38	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 940764	N/A	31413BTV3	226,102	246,425.70	0.02%
FNMA MORTPASS 5% 01/JUL/2038 CL PN# 934108	N/A	31412TGR8	227,062	245,409.90	0.02%
SRI LANKA(REPUBLIC OF) 6.25% BDS 04/OCT/2020	N/A	B4N6CW8	250,000	243,750.00	0.02%
FNMA MORTPASS 6% 01/DEC/2037 CL PN# 966419	N/A	31414HDY0	219,403	241,657.12	0.02%
MASCO CORP 6.125% BDS 03/OCT/2016 USD1000	N/A	574599BD7	230,000	240,698.91	0.02%
CEDAR FAIR L.P 9.125% BDS 01/AUG/2018 USD1000	N/A	150191AC8	215,000	240,262.50	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUN/2041 Q0 PN# Q01198	N/A	3132GEKK5	219,914	239,441.35	0.02%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 964970	N/A	31414FQX2	219,400	239,121.37	0.02%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 973775	N/A	31414RJU0	217,426	236,970.59	0.02%
LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021	N/A	536022AF3	220,000	236,500.00	0.02%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 985805	N/A	31415QDJ2	216,671	236,147.09	0.02%
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2007-C1	N/A	22545XAD5	225,000	234,490.28	0.02%
BIOMET INC SR TOGGLE NT 17 15/OCT/2017	N/A	090613AD2	215,000	234,081.25	0.02%
FRESENIUS MEDICAL CARE CAP TST III 5.625% BDS	N/A	35802XAD5	220,000	234,300.00	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 991863	N/A	31415WZ48	214,206	233,461.04	0.02%
MAJAPAHIT HOLDING 7.25% GTD NTS 28/JUN/2017	N/A	B1Z6139	200,000	231,500.00	0.02%
REPUBLIC OF PERU 8.75% 21/NOV/2033	N/A	2172833	150,000	230,775.00	0.02%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 961849	N/A	31414CBS6	211,724	230,755.41	0.02%
FHLMCGLD MORTPASS 4.5% 01/OCT/2035 G0 PN# G08084	N/A	3128MJCW8	216,404	230,310.62	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 979984	N/A	31414YFZ8	210,913	229,871.82	0.02%
REPUBLIC OF TURKEY 7.25% 05/MAR/2038	N/A	B2Q3T87	200,000	228,500.00	0.02%
FNMA MORTPASS 5% 01/MAY/2038 CL PN# 982126	N/A	31415BSP5	212,189	229,335.04	0.02%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 942052	N/A	31413DBV8	207,713	228,781.54	0.02%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G05518	N/A	3128M7PB6	212,348	228,971.41	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2023 J0 PN# J07940	N/A	3128PKZD9	211,685	227,969.95	0.02%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2007-C33	N/A	92978NAB0	225,446	227,055.83	0.02%
WYNN LAS VEGAS LLC/CORP 7.875% 1ST MTG NTS	N/A	983130AN5	205,000	227,293.75	0.02%
PETRONAS CAPITAL 5.25% GTD 12/AUG/2019 USD'REGS	N/A	B42PKN3	200,000	225,850.00	0.02%
HUNTSMAN INTERNATIONAL 8.625% NTS 15/MAR/2021	N/A	44701QAX0	200,000	226,000.00	0.02%
FHLMCGLD MORTPASS 6% 01/DEC/2039 G0 PN# G05813	N/A	3128M7YJ9	204,559	225,179.61	0.02%
FNMA MORTPASS 5.5% 01/JAN/2039 CL PN# 993100	N/A	31415YGH6	206,158	224,689.32	0.02%
JPMORGAN CHASE COMMERCIAL MORTGAGE SECUR SER	N/A	46625YTZ6	224,441	224,359.20	0.02%
QUICKSILVER RESOURCES INC 11.75% BDS 01/JAN/2016	N/A	74837RAF1	210,000	223,650.00	0.02%
REPUBLIC OF TURKEY 9.5% 15/JAN/2014	N/A	900123AS9	200,000	223,300.00	0.02%
CROATIA REP SR NT REG S 19 05/NOV/2019	N/A	B57FG71	225,000	221,672.48	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985408	N/A	31415PU97	203,928	222,258.63	0.02%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	B0MNNT6	203,000	221,270.00	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE 6.125% BDS	N/A	46632MCC2	205,000	221,099.47	0.02%
RSHB CAPITAL 9% BDS 11/JUN/2014 USD100000'REG S'	N/A	B54ZZS8	200,000	221,000.00	0.02%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31409BCH8	201,326	219,548.50	0.02%
DISH DBS CORP 7.875% SNR NTS 01/SEP/2019 USD1000	N/A	25470XAB1	185,000	217,375.00	0.02%
MEXICO(UNITED MEXICAN STATES) 5.875% BDS	N/A	B5241C3	200,000	216,400.00	0.02%
FNMA MORTPASS 6% 01/NOV/2037 CL PN# 956411	N/A	31413VAL1	195,587	215,425.55	0.02%
VALENT PHARMACEUTICALS 6.75% 01/OCT/2017 144A	N/A	91911XAL8	210,000	215,250.00	0.02%
RUSSIA FEDN MINISTRY FIN BD REGS 5% 29/APR/2020	N/A	B65ZYL0	200,000	214,000.00	0.02%
JAGUAR HLDG CO II/JAGUAR MERGER SUB 9.5% BDS	N/A	47009WAA9	195,000	213,281.25	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2038 A7 PN# A76684	N/A	3128LAM98	196,194	211,552.39	0.02%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97055	N/A	312945ZU5	201,262	211,544.86	0.02%
FNMA MORTPASS 5.5% 01/OCT/2036 CL PN# 897267	N/A	31410TZ81	194,165	211,739.08	0.02%
FNMA MORTPASS 6% 01/DEC/2036 CL PN# 906869	N/A	31411FQW7	188,814	208,082.59	0.02%
HCA INC 8.5% NTS 15/APR/2019 USD1000	N/A	404119BF5	185,000	207,200.00	0.02%
HOST HOTELS & RESORTS INC 6% BDS 01/OCT/2021	N/A	44107TAN6	190,000	206,862.50	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 899562	N/A	31410WMK1	188,926	205,908.31	0.02%
ARCH COAL INC 8.75% SR NTS 01/AUG/2016 USD1000	N/A	039380AB6	185,000	203,500.00	0.02%
RGHL US ESCROW II INC/LLC 7.875% SNR SEC NTS	N/A	74959HAA6	185,000	202,575.00	0.02%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 934351	N/A	31412TQC0	185,463	202,133.50	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 983842	N/A	31415L5B9	185,218	201,866.74	0.02%
FHLMCGLD MORTPASS 6% 01/JUN/2038 A7 PN# A78454	N/A	3128LCMB9	182,614	201,022.37	0.02%
LYONDELL CHEMICAL CO 8% SEN SEC NTS 01/NOV/2017	N/A	552078BA4	180,000	201,150.00	0.02%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 917141	N/A	31411W5A1	182,551	199,074.37	0.02%
CHESAPEAKE ENERGY CORP 6.125% BDS 15/FEB/2021	N/A	165167CG0	195,000	197,681.25	0.02%
SUPERVALU INC 8% BDS 01/MAY/2016 USD1000	N/A	868536AT0	190,000	197,362.50	0.02%
GMAC INC GTD SR 6.75% 01/DEC/2014	N/A	36186CBW2	185,000	195,406.25	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUN/2040 A9 PN# A92764	N/A	312941B97	179,086	194,483.85	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 933927	N/A	31412TA45	178,494	194,538.92	0.02%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 983595	N/A	31415LUU9	179,073	195,169.13	0.02%
US WEST CAPITAL FUNDING INC 6.875 % NOTES	N/A	912912AQ5	205,000	195,195.26	0.02%
ALLY FINANCIAL INC 8.3% NTS 12/FEB/2015 USD1000	N/A	02005NAB6	175,000	193,375.00	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 934249	N/A	31412TL68	174,813	190,526.76	0.02%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 991434	N/A	31415WLP6	174,933	190,657.07	0.02%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 992272	N/A	31415XJR3	174,516	190,966.80	0.02%
MANITOWOC CO INC 8.5% BDS 01/NOV/2020 USD1000	N/A	563571AH1	170,000	189,550.00	0.02%
CIT GROUP INC 6.625% BDS 01/APR/2018 USD1000 144A	N/A	125577BC9	175,000	188,562.50	0.02%
WEST CORP 7.875% SNR NT 15/JAN/2019 USD1000	N/A	952355AK1	175,000	189,218.75	0.02%
FNMA MORTPASS 6% 01/JAN/2038 CL PN# 965719	N/A	31414GK81	171,841	189,271.03	0.02%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82093	N/A	312928KE3	172,315	188,153.91	0.02%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 992032	N/A	31415XA92	172,621	188,137.84	0.02%
JSC KAZMUNAYG 9.125% 02/JUL/2018 USD'REGS	N/A	B3B9BQ9	150,000	186,604.50	0.02%
FREESCALE SEMICONDUCTOR INC 9.25% NTS 15/APR/2018	N/A	35687MAT4	170,000	187,000.00	0.02%
FIDELITY NATIONAL INFO SERVICES INC 7.625% SR NT	N/A	31620MAB2	170,000	185,512.50	0.02%
REYNOLDS GROUP ISSUER INC/LLC/SA 6.875% BDS	N/A	761735AC3	175,000	185,500.00	0.02%
SPRINT CAPITAL CORP 6.9% GTD BDS 01/MAY/2019	N/A	852060AG7	210,000	185,850.00	0.02%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 914752	N/A	31411UH53	169,472	184,705.12	0.02%
ITT CORP 7.375% NEW DEB 15/NOV/2015 USD1000	N/A	450912AC4	161,000	185,150.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/MAR/2040 G0 PN# G06031	N/A	3128M8A87	167,099	181,519.17	0.02%
BULGARIA(NATIONAL REPUBLIC OF) 8.25 % BDS	N/A	7334672	160,000	182,136.00	0.02%
LAMAR MEDIA CORP 7.875% SNR SUBORD NTS 15/APR/2018	N/A	513075AY7	165,000	181,500.00	0.02%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.875% NTS	N/A	B06DRP6	150,000	179,550.00	0.02%
FHLMCGLD MORTPASS 5% 01/JUN/2040 A9 PN# A92458	N/A	312940WT2	165,091	177,911.83	0.02%
FHLMCGLD MORTPASS 5% 01/MAR/2038 A7 PN# A74793	N/A	3128L8KE4	164,017	176,856.66	0.02%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	B66ZJM5	150,000	175,500.00	0.02%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 933131	N/A	31412SEC5	159,510	173,848.48	0.02%
FRESENIUS MEDICAL CARE US FIN INC 6.5% BDS	N/A	35802XAA1	155,000	171,662.50	0.02%
RITE AID CORP 9.75% NTS 12/JUN/2016 USD1000	N/A	767754BX1	155,000	171,275.00	0.02%
FNMA MORTPASS 4.5% 01/FEB/2040 CL PN# AC5566	N/A	31417SFG0	159,333	169,920.47	0.02%
NXP B V / NXP FDG LLC 9.75% 01/AUG/2018	N/A	62947QAK4	150,000	169,687.50	0.02%
GANNETT CO INC 9.375 NTS 15/NOV/2017 USD1000	N/A	364725AQ4	150,000	169,500.00	0.02%
CONSTELLATION BRANDS INC 7.25% SNR NTS 15/MAY/2017	N/A	21036PAF5	150,000	169,312.50	0.02%
CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7% BDS	N/A	1248EPAS2	155,000	167,400.00	0.02%
FNMA MORTPASS 5% 01/APR/2038 CL PN# 970185	N/A	31414MJ64	154,951	167,471.86	0.02%
SPRINT NEXTEL CORP 7% BDS 01/MAR/2020 USD1000 144A	N/A	852061AQ3	165,000	167,681.25	0.02%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 956010	N/A	31413UR76	151,719	165,357.01	0.02%
FNMA MORTPASS 5.5% 01/JAN/2029 CT PN# 995477	N/A	31416B2J6	150,469	164,088.92	0.02%
HCA INC SR SECD 5.875% 15/MAR/2022	N/A	404121AE5	160,000	164,000.00	0.02%
JC PENNEY CO INC 5.65% SRN 01/JUN/2020 USD1000	N/A	708130AD1	160,000	162,600.00	0.02%
REPUBLIC OF EL SALVADOR 7.375% 01/DEC/2019	N/A	B4LH977	150,000	161,475.00	0.02%
SHEA HOMES LP 8.625% SNR 15/MAY/2019 USD'144	N/A	82088KAA6	160,000	161,600.00	0.02%
FNMA MORTPASS 5.5% 01/APR/2027 CT PN# 256676	N/A	31371NCM5	147,975	161,461.21	0.02%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A78982	N/A	3128LC6T8	149,325	162,164.39	0.02%
AMERIGAS PARTNERS/AMERIGAS FIN CORP 6.75% BDS	N/A	03077JAA8	155,000	159,650.00	0.02%
KNOWLEDGE LEARNING CTR 144A 7.75% 01/FEB/2015	N/A	49926AAA3	190,000	159,600.00	0.02%
FNMA MORTPASS 5.5% 01/MAR/2027 CT PN# 256640	N/A	31371NBH7	146,231	159,558.38	0.02%
FHLMCGLD MORTPASS 5% 01/FEB/2039 G0 PN# G05253	N/A	3128M7E28	148,337	159,949.01	0.02%
FEDERAL HOME LOAN BANKS 4% BDS 06/SEP/2013 USD5000	N/A	3133XRX88	150,000	158,322.45	0.02%
USA TREASURY BDS 4.5% DEB 15/FEB/2036 USD1000	N/A	912810FT0	125,000	158,945.25	0.02%
GNMA I MORTPASS 5% 15/MAY/2038 SF PN# 674084	N/A	36295L2R1	143,331	158,426.17	0.02%
CONSTELLATION BRANDS INC 7.25% SNR NTS 01/SEP/2016	N/A	21036PAD0	140,000	158,200.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/DEC/2038 A8 PN# A83596	N/A	3129297H9	143,022	156,033.99	0.02%
FNMA MORTPASS 5.5% 01/FEB/2028 CT PN# 257075	N/A	31371NQ40	139,794	152,447.51	0.02%
ARGENTINA(REPUBLIC OF) 8.75% NTS 02/JUN/2017 USD1	N/A	B4635X8	150,000	149,625.00	0.01%
FNMA MORTPASS 5.5% 01/JUN/2037 CL PN# 256748	N/A	31371NEV3	137,620	149,990.04	0.01%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# 992944	N/A	31415YBM0	137,828	150,217.29	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A76939	N/A	3128LAV80	137,298	149,102.78	0.01%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 985731	N/A	31415QA89	136,136	148,372.81	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 915970	N/A	31411VT33	136,749	149,041.11	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2036 A6 PN# A61562	N/A	3128KRWX8	134,199	145,925.99	0.01%
FNMA MORTPASS 5.5% 01/DEC/2038 CL PN# AD0385	N/A	31418MNB4	133,516	145,719.81	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2039 A8 PN# A87339	N/A	312934EL2	134,774	145,218.48	0.01%
RANGE RESOURCES CORP 5.75% BDS 01/JUN/2021 USD1000	N/A	75281AAM1	135,000	144,450.00	0.01%
FHLMCGLD MORTPASS 6% 01/JUN/2038 A7 PN# A78076	N/A	3128LB6M5	130,388	143,531.38	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 915952	N/A	31411VTH2	131,730	144,146.88	0.01%
FNMA MORTPASS 5.5% 01/MAR/2038 CL PN# 974674	N/A	31414SJT1	131,967	143,829.12	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2039 G0 PN# G05841	N/A	3128M7ZE9	131,230	142,513.84	0.01%
REYNOLDS GROUP ISSUER INC/LLC/SA 7.125% BDS	N/A	74959GAA8	135,000	142,762.50	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39584	N/A	31297VUH9	130,370	141,905.60	0.01%
FNMA MORTPASS 5.5% 01/SEP/2027 CT PN# 256896	N/A	31371NKH7	128,985	140,740.49	0.01%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 990786	N/A	31415VUK9	128,329	139,864.42	0.01%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 992035	N/A	31415XBC4	125,123	137,813.93	0.01%
VALEANT PHARMACEUTICALS INTL INC 6.875% BDS	N/A	91911XAN4	135,000	138,037.50	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A77208	N/A	3128LBAH1	124,727	135,450.98	0.01%
FNMA MORTPASS 6% 01/FEB/2037 CL PN# 888222	N/A	31410FYT6	122,911	135,454.48	0.01%
PERU(REPUBLIC OF) 7.35% BDS 21/JUL/2025 USD1000000	N/A	B0DJQ49	100,000	134,900.00	0.01%
AMC NETWORKS INC 7.75% BDS 15/JUL/2021 USD2000	N/A	00164VAA1	120,000	133,800.00	0.01%
FNMA MORTPASS 5.5% 01/APR/2037 CL PN# 913304	N/A	31411RU55	123,077	134,139.79	0.01%
FHLMCGLD MORTPASS 6% 01/DEC/2037 G0 PN# G03616	N/A	3128M5K58	121,530	133,780.66	0.01%
FNMA MORTPASS 6% 01/OCT/2036 CL PN# 899215	N/A	31410WAQ1	120,218	132,486.65	0.01%
FNMA MORTPASS 5% 01/AUG/2038 CL PN# 988029	N/A	31415SSS2	122,910	132,841.87	0.01%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972404	N/A	31414PX95	121,728	133,240.97	0.01%
LYONDELLBASELL INDUSTRIES NV 6% BDS 15/NOV/2021	N/A	552081AC5	120,000	131,700.00	0.01%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 983821	N/A	31415L4E4	119,699	130,458.86	0.01%
FNMA MORTPASS 4.5% 01/SEP/2040 CL PN# AD5283	N/A	31418S2R9	120,579	128,591.18	0.01%
MYLAN INC 7.875% 15/JUL/2020 144A	N/A	628530AL1	115,000	128,512.50	0.01%
DELTA AIR LINES 9.50% 15/SEP/2014	N/A	247361ZC5	118,000	126,555.00	0.01%
FHLMCGLD MORTPASS 4.5% 01/AUG/2040 A9 PN# A93311	N/A	312941VC8	118,151	125,595.66	0.01%
PAETEC HOLDING CORP 8.875% GTD SNR SEC NTS	N/A	695459AD9	115,000	125,350.00	0.01%
FNMA MORTPASS 5.5% 01/APR/2038 CL PN# 972607	N/A	31414QAG2	115,575	125,963.39	0.01%
PERU(REP OF) 8.375% 03/MAY/2016	N/A	B0106J9	100,000	124,800.00	0.01%
FNMA MORTPASS 5.5% 01/SEP/2038 CL PN# 986938	N/A	31415RLT9	114,873	125,199.18	0.01%
FNMA MORTPASS 5% 01/MAR/2023 CI PN# 969941	N/A	31414MBJ4	115,769	124,855.10	0.01%
FNMA MORTPASS 4.5% 01/AUG/2041 CL PN# AI7921	N/A	3138AMYT6	116,009	123,717.74	0.01%
DONNELLEY R R & SONS 8.60% 15/AUG/2016	N/A	257867AV3	115,000	121,325.00	0.01%
GABONESE REPUBLIC 8.2% BDS 12/DEC/2017 USD 'REGS	N/A	B29VGC1	100,000	118,250.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 G0 PN# G04220	N/A	3128M6AV0	109,500	118,949.67	0.01%
FHLMCGLD MORTPASS 5% 01/DEC/2038 A8 PN# A83345	N/A	312929WE8	109,508	118,080.81	0.01%
SOUTH AFRICA(REPUBLIC OF) 5.875% NTS 30/MAY/2022	N/A	B1XK0Z8	100,000	117,000.00	0.01%
FNMA MORTPASS 5.5% 01/AUG/2035 CL PN# 825753	N/A	31407BMA4	105,206	114,892.91	0.01%
SIRIUS XM RADIO INC 8.75% BDS 01/APR/2015	N/A	82967NAD0	100,000	113,500.00	0.01%
TENET HEALTHCARE CORP 8.875% BDS 01/JUL/2019	N/A	88033GBJ8	100,000	114,000.00	0.01%
FHLMCGLD MORTPASS 6% 01/MAR/2038 G0 PN# G04156	N/A	3128M55R7	102,048	112,334.46	0.01%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82609	N/A	3129283S1	103,521	112,422.25	0.01%
FNMA MORTPASS 5.5% 01/JAN/2038 CL PN# 961181	N/A	31414BJ27	102,788	112,027.28	0.01%
CONTINENTAL AIRLINES INC 6.75% BDS 15/SEP/2015	N/A	210795PW4	110,000	111,100.00	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MTG BDS	N/A	3128L1WN6	101,905	110,698.61	0.01%
GNMA I MORTPASS 6.5% 15/JUL/2038 SF PN# 689575	N/A	36296FCL5	96,710	110,894.62	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2038 A7 PN# A77057	N/A	3128LAZW3	101,656	110,397.00	0.01%
VIETNAM(REPUBLIC OF) 6.75% NTS 29/JAN/2020	N/A	B3P0Z99	100,000	108,750.00	0.01%
EMPRESA NACIONAL DEL PETROLEO 5.25% NTS	N/A	B51VYM6	100,000	107,556.00	0.01%
LEBANON(REPUBLIC OF) 9.125% SNR NTS 12/MAR/2013	N/A	B2Q9Z76	100,000	106,250.00	0.01%
FIDELITY NATIONAL INFO SERVICES INC 7.875% SR NT	N/A	31620MAD8	95,000	106,875.00	0.01%
JSC KAZMUNAYG 8.375% GTD SNR 02/JUL/2013 USD	N/A	B3B9G19	100,000	106,796.00	0.01%
CSC HOLDINGS INC 8.50% BDS 15/APR/2014 USD1000	N/A	126307AA5	95,000	105,450.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 G0 PN# G05979	N/A	3128M76Q4	96,176	104,475.33	0.01%
FNMA MORTPASS 5% 01/JAN/2039 CL PN# 995245	N/A	31416BTA6	96,963	104,798.09	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2027 C9 PN# C91128	N/A	3128P7HD8	94,869	103,262.78	0.01%
REPUBLIC OF EL SALVADOR 7.65% MAT 15/JUN/2035	N/A	B09YD36	100,000	102,350.00	0.01%
DOMINICAN REPUBLIC 7.5% BDS 06/MAY/2021	N/A	B3RBT43	100,000	102,350.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2033 A8 PN# A82875	N/A	312929FQ0	91,823	100,062.49	0.01%
ARCELORMITTAL SA 6.25% BDS 25/FEB/2022 USD1000	N/A	03938LAX2	95,000	98,151.34	0.01%
FNMA MORTPASS 5.5% 01/APR/2038 CL PN# 933777	N/A	31412S2J3	89,549	97,598.73	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79816	N/A	3128LD3Z5	89,438	97,127.88	0.01%
FNMA MORTPASS 5% 01/DEC/2037 CL PN# 967276	N/A	31414JCM3	88,732	95,901.68	0.01%
FORD HOLDINGS INC GTD DEB 9.3% 01/MAR/2030	N/A	345277AE7	75,000	96,000.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83032	N/A	312929LM2	87,530	95,056.42	0.01%
NAFTOGAZ UKRAINE 9.5% BDS 30/SEP/2014 USD95000	N/A	B5BRT29	95,000	92,981.25	0.01%
FORD MOTOR CO 9.98% BDS 15/FEB/2047 USD1000	N/A	345370BW9	70,000	92,575.00	0.01%
CSC HOLDINGS INC 7.875% DEB 15/FEB/2018 USD1000	N/A	126304AG9	80,000	90,400.00	0.01%
FNMA MORTPASS 5.5% 01/OCT/2035 CL PN# 835482	N/A	31407NFX6	82,576	90,179.37	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2023 J0 PN# J08443	N/A	3128PLLY6	81,419	88,545.00	0.01%
USX CORP 6.65% BDS 01/JUN/2037 USD1000	N/A	912909AD0	109,000	88,290.00	0.01%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 975697	N/A	31414TNN7	81,238	88,540.72	0.01%
FNMA MORTPASS 5.5% 01/DEC/2036 CL PN# 920078	N/A	31412BFT4	79,188	86,355.82	0.01%
DENBURY RESOURCES INC 8.25% BDS 15/FEB/2020	N/A	24823UAG3	75,000	85,500.00	0.01%
FED NATL MORT ASSC 5.5% MBPT 01/MAR/2039 USD	N/A	31418MKU5	78,352	85,395.14	0.01%
EGYPT(REPUBLIC OF) 6.875% NTS 30/APR/2040	N/A	B65HN42	100,000	84,500.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2038 A7 PN# A79806	N/A	3128LD3P7	77,499	84,162.89	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 690435	N/A	36296GBC4	72,902	81,215.77	0.01%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 972701	N/A	31414QDE4	73,599	80,214.85	0.01%
RANGE RESOURCES CORP 5% BDS 15/AUG/2022 USD1000	N/A	75281AAN9	80,000	80,800.00	0.01%
GNMA I MORTPASS 5.5% 15/APR/2033 SF PN# 603581	N/A	36200KRA7	70,834	79,615.95	0.01%
FNMA MORTPASS 5.5% 01/NOV/2039 CL PN# 190399	N/A	31368HNQ2	72,286	78,783.43	0.01%
FRESENIUS MEDICAL CARE CAP TST III 5.875% BDS	N/A	35802XAF0	75,000	79,125.00	0.01%
ARCELORMITTAL SA 4.5% BDS 25/FEB/2017 USD1000	N/A	03938LAW4	75,000	75,614.63	0.01%
WINDSTREAM CORP 8.125% NTS 01/AUG/2013 USD1000	N/A	97381WAC8	70,000	75,075.00	0.01%
ARGENTINA(REP OF) 31/DEC/2033 USD	N/A	B2NTDS6	93,367	73,759.69	0.01%
FHLMCGLD MORTPASS 6% 01/OCT/2036 G0 PN# G02379	N/A	3128LXUC2	66,674	73,457.75	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 G0 PN# G03927	N/A	3128M5VU1	67,735	73,580.70	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2038 G0 PN# G08263	N/A	3128MJJH4	67,298	73,084.13	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5% M/BKD	N/A	31414DFP6	67,621	73,085.19	0.01%
FNMA MORTPASS 6% 01/OCT/2037 CL PN# 955770	N/A	31413UJP5	65,897	72,580.72	0.01%
EL PASO CORP 7.75% MED TERM NTS 15/JAN/2032	N/A	28368EAE6	60,000	71,441.88	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2038 A7 PN# A71374	N/A	3128L4Q31	64,503	70,432.62	0.01%
FNMA MORTPASS 5% 01/MAY/2038 CL PN# 929515	N/A	31412MVG0	65,749	71,061.79	0.01%
FOREST OIL CORP 7.25% NTS 15/JUN/2019 USD1000	N/A	346091AZ4	70,000	70,525.00	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 689694	N/A	36296FGB3	63,176	70,395.92	0.01%
FED NATL MORT ASSC 5.5% MBPT 01/NOV/2028 USD1000	N/A	31371N5L5	64,314	70,075.34	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31412XXC3	63,490	69,196.57	0.01%
REPUBLIC OF URUGUAY VAR 15/JAN/2033	N/A	7602409	50,000	69,625.00	0.01%
CITYCENTER HLDGS LLC/FIN CORP 7.625% BDS	N/A	178760AF1	65,000	68,412.50	0.01%
FNMA MORTPASS 6% 01/AUG/2038 CL PN# 925973	N/A	31412HXA2	61,867	68,142.24	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 A8 PN# A82703	N/A	312929AC6	63,473	68,930.37	0.01%
GNMA I MORTPASS 5.5% 15/APR/2038 SF PN# 686034	N/A	36296BEF5	60,355	67,253.21	0.01%
DISH DBS CORP 6.75% SNR NT 01/JUN/2021 USD1000	N/A	25470XAE5	60,000	66,600.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/FEB/2039 G0 PN# G05300	N/A	3128M7GH3	61,745	67,053.50	0.01%
GNMA I MORTPASS 5.5% 15/JUL/2037 SF PN# 675407	N/A	36295NKU0	60,074	66,948.98	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUN/2034 A2 PN# A23854	N/A	31297BH70	60,464	65,852.30	0.01%
FNMA MORTPASS 5.5% 01/JUL/2038 CL PN# 986245	N/A	31415QTA4	60,025	65,420.69	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2037 SF PN# 600658	N/A	36200GJB3	58,716	65,435.87	0.01%
FNMA MORTPASS 5.5% 01/AUG/2038 CL PN# 986062	N/A	31415QMK9	58,902	64,196.87	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MBPT	N/A	31403DSP5	58,188	64,126.17	0.01%
ICAHN ENTERPRISES LP 8% NTS 15/JAN/2018 USD1000	N/A	451102AH0	60,000	63,600.00	0.01%
PETROLEOS DE VENEZUELA 5.375% BDS 12/APR/2027	N/A	B1VX673	100,000	62,250.00	0.01%
FNMA MORTPASS 5.5% 01/NOV/2036 CL PN# 831922	N/A	31407JG71	54,750	59,706.05	0.01%
FNMA MORTPASS 6% 01/JUL/2037 CL PN# 899598	N/A	31410WNP9	54,581	60,116.90	0.01%
FNMA MORTPASS 5% 01/SEP/2023 CI PN# 988300	N/A	31415S3H3	55,115	59,284.67	0.01%
FNMA MORTPASS 5% 01/JUN/2033 CL PN# 720679	N/A	31401WUC1	53,127	57,436.84	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2038 A8 PN# A82656	N/A	3129285R1	52,348	56,848.74	0.01%
UR FINANCING ESCROW CORP 5.75% BDS 15/JUL/2018	N/A	90321NAA0	55,000	56,512.50	0.01%
FHLMCGLD MORTPASS 5% 01/JUN/2023 J0 PN# J07942	N/A	3128PKZF4	50,917	54,714.83	0.01%
GNMA I MORTPASS 5.5% 15/JUN/2038 SF PN# 690847	N/A	36296GP88	48,681	54,244.81	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUN/2037 G0 PN# G08204	N/A	3128MJGN4	49,323	53,579.59	0.01%
FNMA MORTPASS 5% 01/NOV/2034 CL PN# 802813	N/A	31405X3W1	49,229	53,222.05	0.01%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 970232	N/A	31414MLM6	49,093	53,505.81	0.01%
GNMA I MORTPASS 6% 15/JUN/2034 SF PN# 618988	N/A	36290VUM4	46,761	52,830.39	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2038 A7 PN# A79197	N/A	3128LDGE8	48,312	52,093.67	0.01%
FHLMCGLD MORTPASS 6% 01/FEB/2038 A7 PN# A72499	N/A	3128L5X48	47,039	51,780.86	0.01%
FHLMC GLD 5.5% 01/NOV/2033 PN# C01674	N/A	31292H2F0	46,180	50,324.06	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 986519	N/A	31415Q4C7	46,331	50,496.15	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2037 A5 PN# A58420	N/A	3128KMK95	45,946	49,910.70	0.00%
GNMA I MORTPASS 6% 15/JUL/2038 SF PN# 687727	N/A	36296DA40	43,867	49,342.02	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2038 G0 PN# G08256	N/A	3128MJJA9	45,946	49,896.58	0.00%
GNMA I MORTPASS 6% 15/JUL/2038 SF PN# 690310	N/A	36296F3T8	43,064	48,438.51	0.00%
GNMA I MORTPASS 5.5% 15/MAY/2037 SF PN# 657732	N/A	36294RVZ9	42,155	47,202.97	0.00%
FNMA MORTPASS 5.5% 01/SEP/2039 CL PN# AC0017	N/A	31417JAT7	40,328	43,953.12	0.00%
FNMA MORTPASS 5.5% 01/OCT/2038 CL PN# 992471	N/A	31415XQY0	39,293	42,824.56	0.00%
GNMA I MORTPASS 5.5% 15/JUL/2038 SF PN# 632219	N/A	36291MK85	38,429	42,821.38	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2037 G0 PN# G03432	N/A	3128M5ED8	37,938	41,211.95	0.00%
FNMA MORTPASS 6% 01/OCT/2038 CL PN# 991002	N/A	31415V3K9	36,832	40,659.79	0.00%
FNMA MORTPASS 5% 01/OCT/2023 CI PN# 992021	N/A	31415XAW1	37,053	39,961.30	0.00%
FHLMCGLD MORTPASS 5% 01/APR/2023 G1 PN# G13072	N/A	3128MBT56	34,920	37,584.15	0.00%
FNMA MORTPASS 5% 01/MAY/2023 CI PN# 982885	N/A	31415CNA1	34,114	37,088.81	0.00%
FNMA MORTPASS 5% 01/JUL/2040 CL PN# AD6856	N/A	31418UTN4	35,097	37,922.06	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 A7 PN# A77648	N/A	3128LBP93	33,901	36,815.94	0.00%
FNMA MORTPASS 5% 01/APR/2030 CT PN# 932716	N/A	31412RGZ4	34,210	36,995.43	0.00%
FNMA MORTPASS 5% 01/AUG/2023 CI PN# 987456	N/A	31415R5R1	30,536	33,132.67	0.00%
GNMA I MORTPASS 6% 15/DEC/2037 SF PN# 671189	N/A	36295HUN8	29,374	33,049.65	0.00%
CHESAPEAKE ENERGY CORP 6.5% SNR NTS 15/AUG/2017	N/A	165167BS5	30,000	31,500.00	0.00%
CHESAPEAKE ENERGY CORP 7.625% NTS 15/JUL/2013	N/A	165167BY2	30,000	31,800.00	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2037 A5 PN# A57475	N/A	3128KLJU2	27,966	30,379.08	0.00%
GNMA I MORTPASS 6% 15/DEC/2037 SF PN# 670824	N/A	36295HG95	27,300	30,715.88	0.00%
GNMA I MORTPASS 6% 15/MAR/2037 SF PN# 617456	N/A	36290T5R6	27,325	30,743.96	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 984600	N/A	31415MX59	27,765	30,260.80	0.00%
FHLMCGLD MORTPASS 5% 01/SEP/2038 G0 PN# G04817	N/A	3128M6VJ4	27,926	30,111.99	0.00%
FNMA MORTPASS 5% 01/AUG/2023 CI PN# 976243	N/A	31414UBL1	27,696	29,869.59	0.00%
FNMA MORTPASS 5.5% 01/JUN/2036 CL PN# 885808	N/A	31410DDM9	26,253	28,629.54	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2037 G0 PN# G02791	N/A	3128M4NG4	24,911	27,061.06	0.00%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 960048	N/A	31414ABR2	24,868	27,102.93	0.00%
FNMA MORTPASS 5% 01/JUN/2035 CL PN# 735591	N/A	31402RF87	25,237	27,284.52	0.00%
FNMA MORTPASS 6% 01/AUG/2037 CL PN# 936895	N/A	31412WKG0	23,713	26,118.34	0.00%
FNMA MORTPASS 5% 01/JUN/2023 CI PN# 975884	N/A	31414TUH2	24,494	26,416.26	0.00%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 950992	N/A	31413N7D1	23,061	25,134.32	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83066	N/A	312929MP4	22,275	24,190.63	0.00%
FHLMCGLD MORTPASS 5% 01/APR/2023 G1 PN# G13122	N/A	3128MBVP9	20,581	22,116.56	0.00%
FNMA MORTPASS 5.5% 01/NOV/2038 CL PN# 994168	N/A	31416AMR8	20,793	22,662.07	0.00%
WM FINANCE CORP 9.5% BDS 15/JUN/2016 USD1000 144A	N/A	92936BAA9	20,000	22,100.00	0.00%
FNMA MORTPASS 5.5% 01/JUN/2038 CL PN# 976213	N/A	31414UAN8	20,043	21,844.59	0.00%
CIT GROUP INC 7% BDS 01/MAY/2017 USD1000	N/A	125581FX1	20,216	20,216.00	0.00%
FNMA MORTPASS 5.5% 01/MAY/2038 CL PN# 969268	N/A	31414LJM1	18,463	20,122.59	0.00%
FNMA MORTPASS 5.5% 01/AUG/2037 CL PN# 945218	N/A	31413GSF8	18,363	20,013.61	0.00%
FNMA MORTPASS 5.5% 01/MAY/2035 PN#255706	N/A	31371MAF4	17,131	18,708.15	0.00%
FNMA MORTPASS 5.5% 01/AUG/2035 CL PN# 834657	N/A	31407MJA4	16,944	18,503.97	0.00%
GNMA I MORTPASS 6% 15/MAY/2038 SF PN# 686342	N/A	36296BP30	16,493	18,551.29	0.00%
FNMA MORTPASS 5% 01/SEP/2023 CI PN# 965102	N/A	31414FU33	16,897	18,222.96	0.00%
CIT GROUP INC 7% NTS 01/MAY/2016 USD1000	N/A	125581FW3	16,039	16,058.69	0.00%
GOVT NATL MTG ASSO 6% MBPT 15/JUL/2036 USD1000	N/A	36294SA64	14,984	16,872.96	0.00%
FNMA MORTPASS 5.5% 01/OCT/2037 CL PN# 943640	N/A	31413EZD0	15,404	16,788.16	0.00%
FHLMCGLD MORTPASS 5% 01/FEB/2038 A7 PN# A72243	N/A	3128L5P47	14,306	15,428.64	0.00%
GNMA I MORTPASS 6% 15/SEP/2037 SP PN# 782185	N/A	36241KNA2	13,889	15,630.07	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2038 A7 PN# A76211	N/A	3128L93U5	12,202	13,432.50	0.00%
FHLMCGLD MORTPASS 5.5% 01/NOV/2038 A8 PN# A83071	N/A	312929MU3	12,054	13,090.85	0.00%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 969757	N/A	31414LZW1	12,793	13,943.21	0.00%
FNMA MORTPASS 5.5% 01/APR/2039 CL PN# 995845	N/A	31416CHW9	11,434	12,461.40	0.00%
FHLMCGLD MORTPASS 5.5% 01/SEP/2038 A8 PN# A82207	N/A	312928NY6	10,498	11,401.18	0.00%
FNMA MORTPASS 5% 01/JUL/2023 CI PN# 987214	N/A	31415RVF8	9,885	10,660.53	0.00%
FNMA MORTPASS 5.5% 01/NOV/2037 CL PN# 960117	N/A	31414ADW9	6,953	7,578.09	0.00%
FHLMCGLD MORTPASS 5.5% 01/OCT/2033 A1 PN# A14186	N/A	31296NUK1	5,602	6,104.72	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MTG BDS	N/A	31413QM21	6,322	6,890.75	0.00%
CHESAPEAKE ENERGY CORP 6.625% BDS 15/AUG/2020	N/A	165167CF2	5,000	5,225.00	0.00%
ARGENTINA(REPUBLIC OF) VAR 31/DEC/2038	N/A	B0Z19S8	10	3.74	0.00%

View top ten holdings for 04/30/2012

My Account

Log in to my:

Have your username and password ready.

Contact Us

Shareholder Services
1-800-848-0920

Investment Professionals
1-877-877-5083 (Option 3)

Find a local professional

Email us

Connect with Nationwide:

The Nationwide Mutual Funds described in this site are sold only to persons residing in the United States. Investing in mutual funds involves risk, including the possible loss of principal. Investors’ shares, when redeemed, may be worth more or less than their original cost. Investors should carefully consider a fund’s (and, if applicable, each of its underlying funds’) investment objectives, risks, fees, charges and expenses before investing any money. To obtain this and other information on Nationwide Funds, please call 1-800-848-0920 to request a prospectus. Please read it carefully before investing any money.

Nationwide Funds distributed by Nationwide Fund Distributors LLC, Member FINRA. 1000 Continental Drive, Suite 400, King of Prussia, PA 19406.

Nationwide, the Nationwide framemark, Nationwide Funds and On Your Side are federally registered service marks of Nationwide Mutual Insurance Company. Nationwide Funds Group is a service mark of Nationwide Mutual Insurance Company.