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NVIT Enhanced Income 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 -	1.80%
FEDERAL HOME LOAN MORTGAGE CORP 4.125% NTS	1.57%
FANNIE MAE 1.75% 07/MAY/2013	1.01%
FANNIE MAE 2003-11 AN 4.000% 25/NOV/2018	1.00%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	0.95%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	0.93%
FORD AUTO OWNER TRUST 2009-E A-4 2.420%	0.91%
FANNIE MAE 1.25% 20/AUG/2013	0.91%
FEDERAL NATIONAL MORTGAGE ASSOC 1% BDS 23/SEP/2013	0.90%
FEDERAL HOME LOAN BANKS CONS BD 0.5% 13/DEC/2013	0.90%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	9,039,801	9,039,801.38	1.80%
FEDERAL HOME LOAN MORTGAGE CORP 4.125% NTS	N/A	3137EABS7	7,500,000	7,905,210.00	1.57%
FANNIE MAE 1.75% 07/MAY/2013	N/A	31398AJ94	5,000,000	5,073,445.00	1.01%
FANNIE MAE 2003-11 AN 4.000% 25/NOV/2018	N/A	31393TJ49	4,764,473	5,036,189.77	1.00%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	4,560,000	4,770,115.68	0.95%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EABM0	4,500,000	4,685,476.50	0.93%
FORD AUTO OWNER TRUST 2009-E A-4 2.420%	N/A	34529HAD5	4,500,000	4,577,808.15	0.91%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	4,500,000	4,554,913.50	0.91%
FEDERAL NATIONAL MORTGAGE ASSOC 1% BDS 23/SEP/2013	N/A	31398A2S0	4,500,000	4,543,173.00	0.90%
FEDERAL HOME LOAN BANKS CONS BD 0.5% 13/DEC/2013	N/A	313371PU4	4,500,000	4,506,367.50	0.90%
FEDERAL NATIONAL MORTGAGE ASSOC 0.6% NTS	N/A	3135G0FG3	4,500,000	4,504,095.00	0.90%
FREDDIE MAC 3772 HC 3.000% 15/OCT/2018	N/A	3137A4HH3	4,239,785	4,412,963.64	0.88%
CHASE ISSUANCE TRUST 5.12% MTN 15/OCT/2014 USD1000	N/A	161571CH5	4,235,000	4,327,288.70	0.86%
DISCOVER CARD MASTER TRUST 2008-A4 A4 5.65%	N/A	254683AH8	3,915,000	4,140,328.22	0.82%
CENTERPOINT ENERGY TRANS BD CO II 5.09% BDS	N/A	15200DAC1	3,930,000	4,123,681.40	0.82%
VOLVO FINANCIAL EQ 0.91% BDS 17/AUG/2015 USD'144A	N/A	92887CAE8	4,115,000	4,121,333.40	0.82%
UNITED STATES TREAS NTS 1.000% 15/JUL/2013	N/A	912828NN6	4,000,000	4,036,720.00	0.80%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	3,824,000	3,974,363.50	0.79%
MERCEDES-BENZ AUTO LEASE TR 2.140% MTG BDS	N/A	587682AD7	3,825,000	3,899,624.60	0.77%
FEDERAL HOME LOAN BANKS 1.875% BDS 21/JUN/2013	N/A	3133XXYX9	3,800,000	3,869,680.60	0.77%
CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC	N/A	15200NAA3	3,737,805	3,809,533.92	0.76%
GENERAL ELECTRIC CAPITAL CORP 2.1% BDS 07/JAN/2014	N/A	36962G4X9	3,650,000	3,715,878.85	0.74%
HEWLETT-PACKARD CO 4.5% BDS 03/SEP/2013 USD1000	N/A	428236AQ6	3,500,000	3,603,285.00	0.72%
FEDERAL HOME LOAN BANKS 3.375% BDS 27/FEB/2013	N/A	3133XP2W3	3,500,000	3,589,785.50	0.71%
IBM INTERNATIONAL GROUP CAPITAL LLC 5.05% BDS	N/A	44924EAB6	3,500,000	3,581,931.50	0.71%
BANK OF NEW YORK MELLON CORP 4.95% BDS 01/NOV/2012	N/A	06406HBE8	3,500,000	3,577,717.50	0.71%
PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2011-1	N/A	73328UAD7	3,500,000	3,530,083.90	0.70%
BOEING CO 1.875% 20/NOV/2012	N/A	097023BB0	3,500,000	3,529,305.50	0.70%
BA CREDIT CARD TRUST 2007-8A A 5.590% 17/NOV/2014	N/A	05522RBD9	3,500,000	3,522,675.45	0.70%
WESTPAC BANKING CORP 0.83969% BDS 08/APR/2013	N/A	9612E0BC0	3,500,000	3,510,276.00	0.70%
FEDERAL HOME LOAN MORTGAGE CORP 1% NTS 28/AUG/2012	N/A	3134G1GQ1	3,500,000	3,509,775.50	0.70%
MORGAN STANLEY 1.95% BDS 20/JUN/2012 USD1000	N/A	61757UAH3	3,500,000	3,508,284.50	0.70%
PEPSICO INC 5.15% SNR NT 15/MAY/2012 USD1000	N/A	713448BF4	3,500,000	3,505,421.50	0.70%
US BANCORP 1.8% MTN 15/MAY/2012 USD1000 TR'3'	N/A	91160HAC1	3,500,000	3,502,033.50	0.70%
AT&T INC 4.95% SNR NTS 15/JAN/2013 USD1000	N/A	00206RAF9	3,380,000	3,484,097.24	0.69%
BANC AMER AUTO TR 2010-2 A-4 15/JUN/2017 1.94000	N/A	06052MAD7	3,425,000	3,481,557.37	0.69%
BNP PARIBAS VAR 08/APR/2013	N/A	05567LH75	3,500,000	3,465,402.50	0.69%
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST	N/A	02582JDN7	3,392,000	3,392,045.45	0.67%
CS FIRST BOSTON MORTGAGE SECURITIES 2005-C5 A3	N/A	225470AM5	3,337,182	3,386,561.97	0.67%
FREDDIE MAC 3846 CK 1.500% 15/SEP/2020	N/A	3137A9BB1	3,328,869	3,370,486.37	0.67%
PSE&G TRANSITION FUNDING LLG 6.61% AST BKD	N/A	69361YAF0	3,136,624	3,254,985.46	0.65%
PNC FUNDING CORP 5.5% 28/SEPT/2012	N/A	693476BD4	3,100,000	3,161,262.20	0.63%
CHASE ISSUANCE TRUST 2008-11 A 5.400% 15/JUL/2015	N/A	161571DA9	2,975,000	3,150,553.26	0.63%
METROPOLITAN LIFE GLOBAL FUNDING I 5.125% SNR NTS	N/A	592179JG1	3,000,000	3,121,269.00	0.62%
FNMA REMIC TRUST 2008-75 DA 25/MAR/2021 4.50000	N/A	31397MQL4	3,071,570	3,110,713.42	0.62%
GE EQUIPMENT TRANSPORTATION LLC 2011-1 A-3 1.000%	N/A	36161XAC0	3,100,000	3,108,626.68	0.62%
ALABAMA POWER CO 4.85% BDS 15/DEC/2012 USD1000	N/A	010392EY0	3,000,000	3,080,304.00	0.61%
CATERPILLAR FINANCIAL SERVICES CORP 4.85% MTN	N/A	14912L3N9	3,000,000	3,078,681.00	0.61%
WELLS FARGO & CO 5.25% SNR NTS 23/OCT/2012 USD1000	N/A	949746NW7	3,000,000	3,062,211.00	0.61%
ROYAL BK OF CANADA 2.1% SR MTN 29/JUL/2013 USD1000	N/A	78008HX96	3,000,000	3,061,002.00	0.61%
ASTRAZENECA PLC NT 5.4% 15/SEP/2012	N/A	046353AC2	3,000,000	3,054,999.00	0.61%
BAXTER INTL INC 1.8% SNR 15/MAR/2013 USD1000	N/A	071813BB4	3,000,000	3,037,290.00	0.60%
CAPITAL ONE MULTI ASET EXECUTION TRUST SERIES	N/A	14041NCH2	3,000,000	3,036,763.50	0.60%
GENERAL ELECTRIC CAPITAL CORP SER'G'2.125% NTS	N/A	36967HAV9	3,000,000	3,036,498.00	0.60%
USAA AUTO OWNER TRUST 2.53% MTG BDS 15/JUL/2015	N/A	90327YAD4	2,987,000	3,034,221.48	0.60%
GE CAPITAL CREDIT CARD MASTER NOTE 3.69% MTG BDS	N/A	36159JBM2	3,000,000	3,020,746.50	0.60%
BMW VEHICLE OWNER TRUST 2011-A A-3 0.760%	N/A	05573WAC9	3,000,000	3,004,158.60	0.60%
AMER EXPRESS C/A FRN A/BKD 15/DEC/2014 USD'07-5'A'	N/A	02582JET3	3,000,000	3,000,003.00	0.60%
CITIBANK CREDIT CARD ISSUANCE TRUST CLS'2009-A5'	N/A	17305EER2	2,950,000	2,983,602.86	0.59%
FANNIE MAE 2010-12 AC 2.500% 25/DEC/2018	N/A	31398GZS1	2,775,791	2,885,815.30	0.57%
DELL INC 3.375% NTS 15/JUN/2012 USD1000	N/A	24702RAH4	2,865,000	2,874,291.20	0.57%
FREDDIE MAC 3609 LC 3.500% 15/DEC/2024	N/A	31398LNL8	2,654,100	2,779,224.02	0.55%
AEP TEXAS TRANS II 4.98% A/BKD 01/JUL/2015 USD	N/A	00110AAB0	2,697,112	2,759,027.83	0.55%
FANNIE MAE 2002-16 XU-RCR 5.500% 25/APR/2017	N/A	31392CXT6	2,544,514	2,717,212.88	0.54%
US BANCORP 4.2% NTS 15/MAY/2014 USD1000	N/A	91159HGR5	2,500,000	2,670,460.00	0.53%
WORLD OMNI AUTO RECEIVABLES TRUST 2010-A A-4	N/A	98153YAD6	2,590,000	2,632,109.00	0.52%
FANNIE MAE 2011-122 EC 1.500% 25/JAN/2020	N/A	3136A2ZT3	2,576,160	2,613,788.78	0.52%
VERIZON COMMUNICATIONS INC 5.25% NTS 15/APR/2013	N/A	92343VAN4	2,500,000	2,611,922.50	0.52%
JPMORGAN CHASE & CO 4.75% NTS 01/MAY/2013 USD1000	N/A	46625HHB9	2,500,000	2,602,007.50	0.52%
FANNIE MAE 2011-69 AB 1.500% 25/MAY/2018	N/A	3136A0AQ0	2,562,611	2,599,868.49	0.52%
WELLS FARGO COMPANY 4.375% 31/JAN/2013	N/A	949746NY3	2,500,000	2,570,377.50	0.51%
JPMORGAN CHASE & CO 5.375% SNR NTS 01/OCT/2012	N/A	46625HGT1	2,500,000	2,549,022.50	0.51%
CONOCOPHILLIPS 4.75% DUE 150CT12	N/A	20825CAE4	2,500,000	2,548,472.50	0.51%
FREDDIE MAC 3840 BA 2.000% 15/FEB/2018	N/A	3137A9E28	2,453,641	2,509,601.84	0.50%
CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000	N/A	17275RAJ1	2,400,000	2,452,188.00	0.49%
ALLY AUTO RECEIVABLES TRUST 2012-2 A-2 0.560%	N/A	02006AAB3	2,435,000	2,435,024.59	0.48%
WORLD OMNI AUTO RECEIVABLES TRUST 2011-B A-2	N/A	98158PAB4	2,400,000	2,401,159.68	0.48%
BA CREDIT CARD TRUST 2006-7A A VARIABLE	N/A	05522RAB4	2,400,000	2,394,296.88	0.48%
CREDIT SUISSE AG 5.5% SNR MTN 01/MAY/2014 USD	N/A	22546QAA5	2,225,000	2,391,385.50	0.48%
NBCUNIVERSAL MEDIA LLC 2.1% BDS 01/APR/2014 USD100	N/A	63946BAA8	2,310,000	2,359,942.20	0.47%
TIME WARNER CABLE INC 8.25% BDS 14/FEB/2014	N/A	88732JAQ1	2,080,000	2,340,983.84	0.47%
WAL-MART STORES IN 4.25% NTS 15/APR/2013 USD1000	N/A	931142CL5	2,250,000	2,335,079.25	0.46%
AMERICAN EXPRESS CREDIT CORP 5.875% BDS	N/A	0258M0CW7	2,220,000	2,329,419.36	0.46%
FANNIE MAE 2004-76 CW 4.000% 25/MAY/2018	N/A	31394AN77	2,297,648	2,329,510.19	0.46%
HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2	N/A	43812KAD5	2,250,000	2,280,998.93	0.45%
SYSCO CORP 4.2% BDS 12/FEB/2013 USD1000	N/A	871829AK3	2,175,000	2,233,331.33	0.44%
UBS AG STAMFORD 2.25% MTN 12/AUG/2013 USD1000	N/A	90261XGF3	2,220,000	2,233,573.08	0.44%
RABOBANK NEDERLAND 2.65% BDS 17/AUG/2012	N/A	74977RBU7	2,220,000	2,232,545.22	0.44%
BANK OF AMERICA CORP 2.18% MTG BDS 15/FEB/2017	N/A	06052JAD4	2,200,000	2,231,597.72	0.44%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	2,175,000	2,226,801.98	0.44%
FREDDIE MAC 3815 DE 3.000% 15/OCT/2021	N/A	3137A6DE9	2,148,430	2,216,288.94	0.44%
THE DETROIT EDISON SECURITIZATION FUNDING LLC 01-1	N/A	250854AE6	2,137,163	2,212,455.17	0.44%
BERKSHIRE HATHAWAY INC 2.125% BDS 11/FEB/2013	N/A	084670AU2	2,180,000	2,209,044.14	0.44%
MEDTRONIC INC SR NT 4.5% 15/MAR/2014	N/A	585055AP1	2,050,000	2,195,709.90	0.44%
PG&E ENERGY RECOVERY FUNDING LLC 2005-1 A5 4.47%	N/A	693401AE1	2,150,000	2,188,858.24	0.43%
WACHOVIA BNK COMMERCIAL MTG TR VAR DUE 15/JUL/2042	N/A	9297664P5	2,135,806	2,177,277.39	0.43%
HUNTINGTON AUTO TRUST 2012-1 A-2 0.540%	N/A	44614AAB9	2,165,000	2,164,606.62	0.43%
WALGREEN CO 4.875% BDS 01/AUG/2013 USD1000	N/A	931422AD1	2,000,000	2,111,700.00	0.42%
OCCIDENTAL PETROLEUM CORP 1.45% BDS 13/DEC/2013	N/A	674599CA1	2,025,000	2,055,433.73	0.41%
IBM CORP 4.75% 29/NOV/2012	N/A	459200BA8	2,000,000	2,053,632.00	0.41%
TXU ELECTRIC DELIVERY TRANSITION BOND 2004-1 A2	N/A	87316YAB7	2,023,567	2,047,834.94	0.41%
TOYOTA MOTOR CREDIT CORP 1.375% BDS 12/AUG/2013	N/A	89233P4H6	2,000,000	2,023,438.00	0.40%
JOHN DEERE OWNER TRUST 2011 1.29% MTG BDS	N/A	477867AC9	2,000,000	2,014,828.00	0.40%
FREDDIE MAC 3639 AB 2.750% 15/FEB/2025	N/A	31398WQ56	1,943,624	2,014,087.70	0.40%
FREDDIE MAC 3758 CD 1.500% 15/AUG/2017	N/A	3137A3CC1	1,960,759	1,979,055.34	0.39%
BANK OF AMERICA CORP 4.9% MTN 01/MAY/2013 USD1000	N/A	06051GDW6	1,925,000	1,977,976.00	0.39%
BANK OF AMERICA CORP 2.67% MTG BDS 15/DEC/2016	N/A	06052GAD0	1,940,000	1,969,412.15	0.39%
FNMA REMIC TRUST 2008-15 EL 25/JUN/2022 4.25000	N/A	31396YYZ9	1,888,810	1,959,198.31	0.39%
FREDDIE MAC 3728 CA 1.500% 15/OCT/2018	N/A	3137A1W74	1,929,433	1,957,092.35	0.39%
ORACLE CORP 4.95% NTS 15/APR/2013 USD1000	N/A	68389XAD7	1,850,000	1,931,714.50	0.38%
HONDA AUTO RECEIVABLES OWNER TRUST 2012-2 A-2	N/A	43813EAB2	1,900,000	1,900,038.38	0.38%
FORD CR AUTO OW TR 0.57% A.BKD 15/JAN/2015 USD1000	N/A	34529WAB6	1,900,000	1,898,860.00	0.38%
ALLY AUTO RECEIVABLES TR 2.09% MTG BDS 15/MAY/2015	N/A	02005LAD6	1,850,000	1,891,217.26	0.38%
FREDDIE MAC 3649 EA 2.250% 15/DEC/2018	N/A	31398VA89	1,820,281	1,872,309.37	0.37%
GINNIE MAE 2009-81 WA 2.000% 20/AUG/2039	N/A	38376F5S7	1,833,041	1,849,404.52	0.37%
GE EQUIP MIDTICKET 0.94% 14/JUL/2014 USD CL A-3	N/A	36161HAC5	1,809,503	1,810,418.68	0.36%
HYUNDAI AUTO RECEIVABLES TRUST 2009-A A-4 3.150%	N/A	44921AAD3	1,755,000	1,797,818.67	0.36%
MASSACHUSETTS RRB SPECIAL PURPOSE 4.4% MTG BDS	N/A	575800AE7	1,747,156	1,789,223.19	0.36%
FREDDIE MAC 3827 CA 1.500% 15/APR/2017	N/A	3137A7XX3	1,752,954	1,772,007.67	0.35%
FANNIE MAE 2010-30 DB 2.000% 25/AUG/2018	N/A	31398M5V4	1,727,330	1,754,537.08	0.35%
FNMA MORTPASS 4% 01/JAN/2026 CI PN# AE0705	N/A	31419AYB7	1,647,874	1,753,577.77	0.35%
BANK OF NEW YORK MELLON CORP FRN 29/JUN/2012	N/A	06405TAA2	1,700,000	1,701,356.60	0.34%
FNMA REMIC TRUST 2007-36 AB 25/NOV/2021 5.00000	N/A	31396VRK6	1,605,564	1,697,042.54	0.34%
US BANCORP 2% MTN 14/JUN/2013 USD1000 165	N/A	91159HGW4	1,660,000	1,687,396.64	0.34%
GINNIE MAE 2010-67 DA 2.500% 20/APR/2036	N/A	38377ESN5	1,600,570	1,635,002.58	0.32%
NOVARTIS CAPITAL CORP 1.9% BDS 24/APR/2013 USD1000	N/A	66989HAB4	1,600,000	1,624,464.00	0.32%
CNH EQUIPMENT TRUST 2009-C A-4 3.000% 15/AUG/2015	N/A	12612AAD4	1,583,866	1,606,381.88	0.32%
FREDDIE MAC 3818 UA 1.350% 15/FEB/2017	N/A	3137A7Q52	1,588,252	1,603,198.51	0.32%
CITIGROUP INC 6.00% 13/DEC/2013	N/A	172967FE6	1,500,000	1,583,769.00	0.31%
GINNIE MAE 2005-54 CM MX 4.750% 20/JUL/2035	N/A	38374LWQ0	1,539,353	1,579,414.33	0.31%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SER	N/A	929766B93	1,553,040	1,561,013.73	0.31%
MASSACHUSETTS RRB SPECIAL PURPOSE TRUST WMECO-1	N/A	575800AA5	1,481,373	1,529,353.86	0.30%
FHLMC REMIC SERIES 2920 HC 4.500% 15/DEC/2018	N/A	31395LK75	1,432,190	1,461,368.49	0.29%
CPL TRANSITION FDG 5.96% A/BKD 15/JUL/2015 USD1000	N/A	12617AAD9	1,382,774	1,440,620.85	0.29%
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2005-A4 CL	N/A	17305ECN3	1,407,000	1,416,145.50	0.28%
FREDDIE MAC 2930 KC-MAC 4.500% 15/JUN/2019	N/A	31395MN47	1,357,978	1,394,051.64	0.28%
FREDDIE MAC 3659 DE 2.000% 15/MAR/2019	N/A	31398VUA2	1,355,395	1,389,845.07	0.28%
CONSUMERS FUNDING LLC 01-1 A-5 5.430% 20/APR/2015	N/A	210523AE6	1,341,446	1,387,455.06	0.28%
ABBOTT LABORATORIES BNDS DUE 15/MAR/2014 4.350	N/A	002824AQ3	1,280,000	1,371,142.40	0.27%
FNMA REMIC TRUST 2008-18 MD 25/MAR/2019 4.00000	N/A	31396YXY3	1,296,344	1,370,400.41	0.27%
BMW VEHICLE OWNER TRUST 2010-A A-3 1.390%	N/A	09657MAC2	1,348,528	1,353,905.43	0.27%
HONDA AUTO RECEIVABLES OWNER TR 1.340% MTG BDS	N/A	43812KAC7	1,337,548	1,343,052.29	0.27%
NISSAN AUTO RECEIVABLES OWNER TRUST 2009-A A-4	N/A	65476AAF2	1,319,625	1,338,318.95	0.27%
FORD CREDIT AUTO OWNER TRUST 0.680% MTG BDS	N/A	34529RAB7	1,332,048	1,334,219.79	0.27%
ONCOR ELECTRIC DELIVERY TRANSITION BOND CO 4.95%	N/A	68233LAC3	1,296,930	1,323,020.24	0.26%
AIR PRODUCTS & CHEMICALS INC 4.15% BDS 01/FEB/2013	N/A	009163AA4	1,270,000	1,304,248.09	0.26%
JOHN DEERE OWNER TRUST 2012 A-2 0.590% 16/JUN/2014	N/A	47787BAB1	1,300,000	1,297,932.48	0.26%
XEROX CORP 8.25% BDS 15/MAY/2014 USD1000	N/A	984121BY8	1,130,000	1,275,447.95	0.25%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	1,220,000	1,260,342.96	0.25%
FREDDIE MAC 2643 HT-MAC 4.500% 15/MAR/2018	N/A	31394GMG5	1,207,585	1,253,748.92	0.25%
FREDDIE MAC 2643 NT 4.500% 15/MAR/2018	N/A	31394GBJ1	1,203,822	1,239,628.47	0.25%
GINNIE MAE 2004-26 GC 5.000% 16/JUN/2031	N/A	38374F3M4	1,194,408	1,237,431.32	0.25%
FANNIE MAE 2003-49 TK 3.500% 25/MAR/2018	N/A	31393C3C5	1,194,503	1,231,229.25	0.24%
JP MORGAN CHASE COMM MTG SECS CORP 5.169% MTG BDS	N/A	46625MYT0	1,174,343	1,192,705.08	0.24%
NISSAN AUTO RECV 2012-A A-2 15/OCT/2014 0.54000	N/A	65475UAB8	1,190,000	1,190,036.30	0.24%
TOYOTA AUTO RECEIVABLES OWNER TRUST 2012-A A-3	N/A	89236PAC7	1,185,000	1,185,702.23	0.24%
ALLY AUTO RECEIVABLES TRUST 2011-2 A-2 0.670%	N/A	02005VAB8	1,174,317	1,174,820.23	0.23%
TIME WARNER COMPANIES INC 9.125% DUE 15/JAN/2013	N/A	887315AK5	1,110,000	1,172,626.20	0.23%
PRUDENTIAL FINL 4.75% BDS 01/APR/2014 USD1000	N/A	74432QAD7	1,100,000	1,164,689.90	0.23%
BANC OF AMERCIA COMMERCIAL MORTGAGE INC 2005-3 CL	N/A	05947UR42	1,162,188	1,161,837.39	0.23%
NISSAN AUTO RECEIVABLES OWNER TRUST 0.870% MTG BDS	N/A	65476BAC7	1,139,713	1,141,829.56	0.23%
FANNIE MAE 2009-88 EA 4.500% 25/MAY/2023	N/A	31398F3B5	1,102,748	1,132,185.98	0.22%
LOWE'S COS INC 5.6% NTS 15/SEP/2012 USD1000	N/A	548661CM7	1,075,000	1,094,244.65	0.22%
FANNIE MAE 2005-66 PF-RCR VARIABLE 25/JUL/2035	N/A	31394EKS6	1,093,767	1,088,927.44	0.22%
VOLKSWAGEN AUTO LN 0.67% MTG BDS 20/DEC/2013 USD1	N/A	92867DAB6	1,083,945	1,084,684.31	0.22%
FANNIE MAE 2009-47 EC 3.500% 25/AUG/2019	N/A	31396QJQ3	1,020,284	1,068,432.21	0.21%
FHLMC REMIC SERIES 3277 A 15/JAN/2021 4.00000	N/A	31397FJ45	1,013,706	1,045,591.07	0.21%
MILLER BREWING CO 5.5% 15/AUG/2013	N/A	600388AB8	990,000	1,043,222.40	0.21%
CAMPBELL SOUP CO 5% 03/DEC/2012	N/A	134429AR0	1,000,000	1,026,999.00	0.20%
JP MORGAN CHASE COMMERICAL MORTGAGE SEC 2005-LDP2	N/A	46625YNB5	1,009,896	1,016,181.47	0.20%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	1,000,000	1,013,072.00	0.20%
CDN IMPERIAL BK OF COMMERCE SR NT 1.45%	N/A	136069DP3	1,000,000	1,012,022.00	0.20%
HONDA AUTO RECV 2011-1 A-3 15/OCT/2014 1.13000	N/A	43813TAC7	1,000,000	1,004,787.70	0.20%
BHP BILLITON FINANCE USA LTD 5.50% GTD SNR NTS	N/A	055451AG3	890,000	970,916.13	0.19%
JOHN DEERE CAPITAL CORP 1.6% BDS 03/MAR/2014	N/A	24422ERA9	950,000	967,082.90	0.19%
FREDDIE MAC 3636 EB 2.000% 15/NOV/2018	N/A	31398WLZ5	937,484	959,898.01	0.19%
TYCO INTERNATIONAL 6% NTS 15/NOV/2013 USD1000	N/A	902118BK3	890,000	957,371.22	0.19%
ONCOR ELECTRIC DELIVERY COMPANY 2003-1 A-4 5.420%	N/A	68233LAD1	865,000	946,120.48	0.19%
FREDDIE MAC 2629 AN-MAC 3.500% 15/JAN/2018	N/A	31393RKN9	916,307	941,125.17	0.19%
CHASE ISSUANCE TRUST 4.65% NTS 15/MAR/2015 USD1000	N/A	161571CP7	900,000	932,819.04	0.19%
FHLMCGLD MORTPASS 4% 01/DEC/2014 B1 PN# B17493	N/A	312970KE5	897,498	917,491.17	0.18%
PRAXAIR INC 1.75% 15/NOV/2012	N/A	74005PAW4	900,000	906,383.70	0.18%
JOHN DEERE OWNER TRUST 2009 3.96% MTG BDS	N/A	477874AD3	895,319	898,827.67	0.18%
BANK OF NOVA SCOTIA 2.375% NTS 17/DEC/2013 USD2000	N/A	064149B97	875,000	898,568.13	0.18%
FREDDIE MAC 3612 AE 1.400% 15/DEC/2014	N/A	31398LKJ6	890,195	893,459.24	0.18%
GOLDMAN SACHS GROUP INC 5.45% NTS 01/NOV/2012	N/A	38144LAC4	870,000	889,170.45	0.18%
RIO TINTO FINANCE 8.95% BDS 01/MAY/2014 USD1000	N/A	767201AF3	770,000	887,224.03	0.18%
SIMON PROPERTY GROUP INC 6.75% LN STK 15/MAY/2014	N/A	828807CB1	800,000	873,475.20	0.17%
VOLKSWAGEN AUTO LN 1.31% MTG BDS 20/JAN/2014 USD1	N/A	92869AAC8	859,847	861,389.14	0.17%
FREDDIE MAC 2555 B 4.250% 15/JAN/2018	N/A	31393HLV2	802,670	846,223.48	0.17%
TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A3	N/A	89235XAC1	835,000	837,742.72	0.17%
FEDERAL HOME LOAN MORTGAGE CORP 1.85% MTG BDS	N/A	31398JMX8	826,235	831,488.44	0.17%
FANNIE MAE 2008-51 CD 4.500% 25/NOV/2022	N/A	31397LVN6	795,860	829,614.07	0.16%
FNMA REMIC TRUST 2008-70 BA 25/JUN/2021 4.00000	N/A	31397MHF7	809,637	824,890.66	0.16%
COOPER U.S. INC 5.25% NTS 15/NOV/2012 USD1000	N/A	216871AB9	800,000	819,724.80	0.16%
FANNIE MAE 2009-44 A 4.500% 25/DEC/2023	N/A	31397N2T1	778,740	816,364.87	0.16%
CITIGROUP INC 5.3% SNR NTS 17/OCT/2012 USD1000	N/A	172967EL1	800,000	815,804.00	0.16%
AMERICAN EXPRESS CREDIT CORP 7.3% MTN 20/AUG/2013	N/A	0258M0CY3	750,000	809,589.00	0.16%
VOLVO FINANCIAL EQUIPMENT LLC 2010-1 A-3 1.560%	N/A	92887BAC4	801,119	801,874.64	0.16%
FREDDIE MAC 2695 DE 4.000% 15/JAN/2017	N/A	31394L7F3	787,840	792,648.88	0.16%
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2010-1 A-4	N/A	92869AAD6	780,000	791,543.45	0.16%
ANHEUSER-BUSCH INBEV SA 3% GTD NTS 15/OCT/2012	N/A	03523TAL2	780,000	788,745.36	0.16%
FREDDIE MAC 3683 AD 2.250% 15/JUN/2020	N/A	31398QK55	764,018	776,469.69	0.15%
FREDDIE MAC 2628 DQ-MAC 3.000% 15/NOV/2017	N/A	31393VNA5	730,848	744,397.41	0.15%
FREDDIE MAC 3610 AB 1.400% 15/DEC/2014	N/A	31398LL48	733,800	736,062.91	0.15%
BANC AMERICA COML MTG INC VAR CMO 10/OCT/2045	N/A	05947U2Q0	697,498	731,133.71	0.15%
UNITEDHEALTH GROUP INC 4.875% SNR NTS 15/FEB/2013	N/A	91324PBH4	693,000	716,045.02	0.14%
ANHEUSER BUSCH INBEV WORLDWIDE INC 2.5% GTD NT	N/A	03523TAR9	700,000	711,488.40	0.14%
FREDDIE MAC 2641 KJ 4.000% 15/JAN/2018	N/A	31393WV97	686,972	706,755.44	0.14%
FREDDIE MAC 2877 GP 4.000% 15/NOV/2018	N/A	31395HJU5	690,036	706,155.05	0.14%
HYUNDAI AUTO RECEIVABLES TRUST 2012-A A-3 0.720%	N/A	44890GAC9	695,000	695,399.35	0.14%
GE EQUIPMENT SMALL TICKET LLC 2011-1 A-2 0.880%	N/A	36830HAB8	682,776	683,032.58	0.14%
FREDDIE MAC 3073 LB 5.000% 15/OCT/2019	N/A	31396FGR8	663,514	678,244.27	0.13%
CITIGROUP COMMERCIAL MTGE 5.7206% MTG BDS	N/A	17309DAB9	639,813	674,594.31	0.13%
FREDDIE MAC 2637 A 3.375% 15/MAR/2018	N/A	31393RN30	643,015	663,395.75	0.13%
FREDDIE MAC 2628 GQ-MAC 3.140% 15/NOV/2017	N/A	31393VNQ0	639,492	651,615.63	0.13%
KIMBERLY-CLARK CORP 5% BDS 15/AUG/2013 USD1000	N/A	494368AX1	607,000	642,039.08	0.13%
LOUISIANA PUBLIC FACS AUTH REVENUES 5.75% BDS	N/A	546403AD8	551,828	616,480.18	0.12%
NUCOR CORP 5% SNR NTS 01/DEC/2012 USD1000	N/A	670346AF2	600,000	614,530.80	0.12%
MORGAN STANLEY CAP I 2005-1Q10 AAB	N/A	617451AE9	590,080	612,951.51	0.12%
FHLMC REMIC SERIES 3574 AC 1.85% 15/AUG/2014	N/A	31398JNB5	577,324	580,464.30	0.12%
HONDA AUTO RECEIVABLES OWNER TR 4.430% MTG BDS	N/A	43812UAD3	561,244	567,331.59	0.11%
FNMA REMIC TRUST 2008-15 JM 25/FEB/2019 4.00000	N/A	31396YYY2	546,677	565,800.05	0.11%
COMMERCIAL MORTGAGE 2012-LC4 1.156% MTG BDS	N/A	126192AA1	556,415	557,858.79	0.11%
FHLMC REMIC SERIES 2783 AE 15/APR/2018 4.00000	N/A	31394WYJ1	544,378	557,085.47	0.11%
FREDDIE MAC 3865 DA 1.250% 15/DEC/2016	N/A	3137AAR88	546,849	550,835.57	0.11%
GINNIE MAE 2009-57 BA 2.250% 16/JUN/2039	N/A	38374VSC4	539,460	549,007.14	0.11%
FREDDIE MAC 3555 JA 4.000% 15/DEC/2014	N/A	31398EWC4	532,274	540,082.50	0.11%
TOYOTA MOTOR CREDIT CORP 0.610% MTG BDS	N/A	89235XAB3	539,522	539,691.06	0.11%
JP MORGAN CHASE COMM MTG SECS CORP 2.05% BDS	N/A	46623EJE0	525,000	534,473.63	0.11%
NISSAN AUTO RECEIVABLES OWNER TRUST 2012-A A-3	N/A	65475UAC6	490,000	490,162.29	0.10%
FANNIE MAE 2003-12 OK 4.000% 25/JUN/2017	N/A	31393UJT1	430,671	435,348.76	0.09%
FREDDIE MAC 3591 NA 1.250% 15/OCT/2012	N/A	31398KKS8	426,771	427,781.80	0.08%
FEDERAL HOME LOAN MORTGAGE CORP 4% BDS 15/AUG/2017	N/A	31394WAP3	408,959	412,196.22	0.08%
CHRYSLER FINL AUTOSECURITIZATION 2.820% MTG BDS	N/A	171203AC6	404,131	405,964.51	0.08%
BANK OF AMERICA CORP 7.375% BDS 15/MAY/2014	N/A	06051GDY2	350,000	379,317.05	0.08%
FLORIDA POWER & LIGHT COMPANY 2007-A A-2 5.044%	N/A	302583AB5	362,518	374,331.60	0.07%
FREDDIE MAC 2630 KS-MAC 4.000% 15/JAN/2017	N/A	31393RQU7	372,382	373,267.30	0.07%
FREDDIE MAC 2613 PA 3.250% 15/MAY/2018	N/A	31393RFC9	365,336	368,970.83	0.07%
FREDDIE MAC 2636 A-MACR 3.500% 15/JUL/2017	N/A	31393RMK3	363,435	368,212.44	0.07%
FANNIE MAE 2009-76 MA 4.000% 25/SEP/2024	N/A	31396Q2N8	296,629	311,787.45	0.06%
FREDDIE MAC 3584 BL 1.250% 15/OCT/2012	N/A	31398KJG6	297,220	297,455.23	0.06%
CENTERPOINT ENERGY TRANS BD CO II 4.97% BDS	N/A	15200DAB3	282,539	285,732.56	0.06%
FREDDIE MAC 2672 NF-MAC 4.000% 15/DEC/2016	N/A	31394HYE5	265,828	266,879.76	0.05%
FANNIE MAE 2004-32 AB 4.000% 25/OCT/2017	N/A	31393XZ34	263,492	265,611.43	0.05%
FANNIE MAE 2003-67 TA 3.000% 25/AUG/2017	N/A	31393DPV7	252,781	254,032.55	0.05%
BANK OF AMERICA CMM MTG 2005-1 CL A3 4.877	N/A	05947UC89	243,354	243,212.13	0.05%
FREDDIE MAC 2625 JD 3.250% 15/JUL/2017	N/A	31393RJY7	242,286	243,143.02	0.05%
FREDDIE MAC 2579 HA 3.700% 15/AUG/2017	N/A	31393MAR2	229,364	231,606.46	0.05%
WACHOVIA BANK COMMERICAL MTG TST 5.275% CMO	N/A	92978PAB5	222,911	224,443.72	0.04%
PG&E ENERGY RECOVERY FUNDING LLC SER 2005-1 CL A4	N/A	693401AD3	196,040	197,206.52	0.04%
FANNIE MAE 2003-14 AN 3.500% 25/MAR/2033	N/A	31392JDX4	169,501	177,735.52	0.04%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SER	N/A	929766YV9	157,176	157,105.30	0.03%
FNMA MORTPASS 5.5% 01/FEB/2017 CI PN# 254195	N/A	31371KKG5	101,000	110,431.42	0.02%
FANNIE MAE 2003-57 NB 3.000% 25/JUN/2018	N/A	31393CG98	98,533	102,449.90	0.02%
FNMA PASS THRU CTF POOL NO: 625178	N/A	31389GQ78	84,722	92,633.62	0.02%
JOHN DEERE OWNER TRUST 2009-B A-3 1.570%	N/A	477875AC2	65,064	65,086.42	0.01%
FNMA MORTPASS 6% 01/DEC/2016 CI PN# 254089	N/A	31371KF63	49,810	54,552.45	0.01%
FNMA MORTPASS 6% 01/JAN/2017 CI PN# 545415	N/A	31385H3Y6	43,454	47,590.30	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MTG BKD PASS	N/A	31371J5E0	29,977	32,831.01	0.01%
FHLMCGLD MORTPASS 6% 01/JUL/2016 E0 PN# E00991	N/A	31294KC45	23,161	24,616.02	0.00%
FEDERAL HOME LN MTG CORP PN# E00678	N/A	31294JXF0	12,338	13,006.49	0.00%
FREDDIE MAC 2640 GD 4.500% 15/AUG/2017	N/A	31393WAK5	9,793	9,791.59	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	24,703,408	24,703,407.75	5.14%
FEDERAL HOME LOAN MORTGAGE CORP 4.125% NTS	N/A	3137EABS7	7,500,000	7,922,872.50	1.65%
CITIGROUP INC 2.125% SRN 30/APR/2012 USD1000	N/A	17313UAE9	7,000,000	7,010,038.00	1.46%
FANNIE MAE 1.75% 07/MAY/2013	N/A	31398AJ94	5,000,000	5,078,760.00	1.06%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	4,560,000	4,786,440.48	1.00%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EABM0	4,500,000	4,697,032.50	0.98%
FREDDIE MAC 3772 HC 3.000% 15/OCT/2018	N/A	3137A4HH3	4,402,479	4,603,175.67	0.96%
FORD AUTO OWNER TRUST 2009-E A-4 2.420%	N/A	34529HAD5	4,500,000	4,583,486.25	0.95%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	4,500,000	4,555,953.00	0.95%
FEDERAL NATIONAL MORTGAGE ASSOC 1% BDS 23/SEP/2013	N/A	31398A2S0	4,500,000	4,542,543.00	0.94%
UNITED STATES TREAS NTS 1.000% 15/JUL/2013	N/A	912828NN6	4,500,000	4,541,836.50	0.94%
UNITED STATES TREAS NTS 0.75%15/SEP/2013	N/A	912828NY2	4,500,000	4,529,884.50	0.94%
FEDERAL NATIONAL MORTGAGE ASSOC 0.6% NTS	N/A	3135G0FG3	4,500,000	4,503,739.50	0.94%
FEDERAL HOME LOAN BANKS CONS BD 0.5% 13/DEC/2013	N/A	313371PU4	4,500,000	4,502,367.00	0.94%
CHASE ISSUANCE TRUST 5.12% MTN 15/OCT/2014 USD1000	N/A	161571CH5	4,235,000	4,343,456.23	0.90%
DISCOVER CARD MASTER TRUST 2008-A4 A4 5.65%	N/A	254683AH8	3,915,000	4,157,758.97	0.86%
CENTERPOINT ENERGY TRANS BD CO II 5.09% BDS	N/A	15200DAC1	3,930,000	4,137,482.78	0.86%
VOLVO FINANCIAL EQ 0.91% BDS 17/AUG/2015 USD	N/A	92887CAE8	4,115,000	4,119,066.03	0.86%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	3,824,000	3,981,847.07	0.83%
CS FIRST BOSTON MORTGAGE SECURITIES 2005-C5 A3	N/A	225470AM5	3,844,444	3,907,404.09	0.81%
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2010-1 A-4	N/A	587682AD7	3,825,000	3,903,111.47	0.81%
FEDERAL HOME LOAN BANKS 1.875% BDS 21/JUN/2013	N/A	3133XXYX9	3,800,000	3,873,948.00	0.81%
CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC	N/A	15200NAA3	3,737,805	3,811,427.49	0.79%
HEWLETT-PACKARD CO 4.5% BDS 03/SEP/2013 USD1000	N/A	428236AQ6	3,500,000	3,616,627.00	0.75%
FEDERAL HOME LOAN BANKS 3.375% BDS 27/FEB/2013	N/A	3133XP2W3	3,500,000	3,599,218.00	0.75%
IBM INTERNATIONAL GROUP CAPITAL LLC 5.05% BDS	N/A	44924EAB6	3,500,000	3,595,669.00	0.75%
BANK OF NEW YORK MELLON CORP 4.95% BDS 01/NOV/2012	N/A	06406HBE8	3,500,000	3,589,911.50	0.75%
BA CREDIT CARD TRUST 2007-8A A 5.590% 17/NOV/2014	N/A	05522RBD9	3,500,000	3,537,390.85	0.74%
BOEING CO 1.875% 20/NOV/2012	N/A	097023BB0	3,500,000	3,531,710.00	0.73%
PEPSICO INC 5.15% SNR NT 15/MAY/2012 USD1000	N/A	713448BF4	3,500,000	3,518,249.00	0.73%
WESTPAC BANKING CORP 0.83969% BDS 08/APR/2013	N/A	9612E0BC0	3,500,000	3,515,092.00	0.73%
MORGAN STANLEY 1.95% BDS 20/JUN/2012 USD1000	N/A	61757UAH3	3,500,000	3,513,482.00	0.73%
FEDERAL HOME LOAN MORTGAGE CORP 1% NTS 28/AUG/2012	N/A	3134G1GQ1	3,500,000	3,512,057.50	0.73%
US BANCORP 1.8% MTN 15/MAY/2012 USD1000 TR'3'	N/A	91160HAC1	3,500,000	3,506,902.00	0.73%
AT&T INC 4.95% SNR NTS 15/JAN/2013 USD1000	N/A	00206RAF9	3,380,000	3,494,673.26	0.73%
FREDDIE MAC 3846 CK 1.500% 15/SEP/2020	N/A	3137A9BB1	3,447,705	3,488,486.51	0.73%
BK OF AMERICA CORP 0% BDS 15/JUN/2017 USD	N/A	06052MAD7	3,425,000	3,484,805.30	0.72%
BNP PARIBAS VAR 08/APR/2013	N/A	05567LH75	3,500,000	3,470,869.50	0.72%
FNMA REMIC TRUST 2008-75 DA 25/MAR/2021 4.50000	N/A	31397MQL4	3,418,232	3,464,000.94	0.72%
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST	N/A	02582JDN7	3,392,000	3,392,073.27	0.71%
PSE&G TRANSITION FUNDING LLG 6.61% AST BKD	N/A	69361YAF0	3,136,624	3,270,226.00	0.68%
PNC FUNDING CORP 5.5% 28/SEPT/2012	N/A	693476BD4	3,100,000	3,173,373.90	0.66%
CHASE ISSUANCE TRUST 2008-11 A 5.400% 15/JUL/2015	N/A	161571DA9	2,975,000	3,161,906.16	0.66%
METROPOLITAN LIFE GLOBAL FUNDING I 5.125% SNR NTS	N/A	592179JG1	3,000,000	3,135,831.00	0.65%
GE EQUIPMENT TRANSPORTATION LLC 2011-1 A-3 1.000%	N/A	36161XAC0	3,100,000	3,106,082.51	0.65%
ALABAMA POWER CO 4.85% BDS 15/DEC/2012 USD1000	N/A	010392EY0	3,000,000	3,090,351.00	0.64%
CATERPILLAR FINANCIAL SERVICES CORP 4.85% MTN	N/A	14912L3N9	3,000,000	3,090,339.00	0.64%
WELLS FARGO & CO 5.25% SNR NTS 23/OCT/2012 USD1000	N/A	949746NW7	3,000,000	3,078,657.00	0.64%
ASTRAZENECA PLC NT 5.4% 15/SEP/2012	N/A	046353AC2	3,000,000	3,066,873.00	0.64%
ROYAL BK OF CANADA 2.1% SR MTN 29/JUL/2013 USD1000	N/A	78008HX96	3,000,000	3,060,318.00	0.64%
CAPITAL ONE MULTI ASET EXECUTION TRUST SERIES	N/A	14041NCH2	3,000,000	3,047,869.50	0.63%
BAXTER INTL INC SR NT 1.8% 15/MAR/2013	N/A	071813BB4	3,000,000	3,041,154.00	0.63%
GENERAL ELECTRIC CAPITAL CORP SER'G'2.125% NTS	N/A	36967HAV9	3,000,000	3,041,049.00	0.63%
USSA AUTO OWNER TRUST 2009-2 A-4 2.530%	N/A	90327YAD4	2,987,000	3,038,847.45	0.63%
GE CAPITAL CREDIT CARD MASTER NOTE 3.69% MTG BDS	N/A	36159JBM2	3,000,000	3,028,572.30	0.63%
BMW VEHICLE OWNER TRUST 2011-A A-3 0.760%	N/A	05573WAC9	3,000,000	3,004,633.80	0.62%
AMERICAN EXPRESS CREDIT 2007-5 A 15/DEC/2014 FLT	N/A	02582JET3	3,000,000	3,000,039.00	0.62%
CITIBANK CREDIT CARD ISSUANCE TRUST CLS'2009-A5'	N/A	17305EER2	2,950,000	2,987,398.63	0.62%
FANNIE MAE 2010-12 AC 2.500% 25/DEC/2018	N/A	31398GZS1	2,859,902	2,969,217.13	0.62%
DELL INC 3.375% NTS 15/JUN/2012 USD1000	N/A	24702RAH4	2,865,000	2,879,920.92	0.60%
FREDDIE MAC 3609 LC 3.500% 15/DEC/2024	N/A	31398LNL8	2,745,748	2,864,220.77	0.60%
FANNIE MAE 2002-16 XU-RCR 5.500% 25/APR/2017	N/A	31392CXT6	2,649,464	2,831,352.31	0.59%
AEP TEXAS TRANS II 4.98% A/BKD 01/JUL/2015 USD	N/A	00110AAB0	2,697,112	2,768,654.09	0.58%
FANNIE MAE 2011-122 EC 1.500% 25/JAN/2020	N/A	3136A2ZT3	2,658,024	2,694,251.52	0.56%
FANNIE MAE 2011-69 AB 1.500% 25/MAY/2018	N/A	3136A0AQ0	2,658,152	2,693,805.46	0.56%
WORLD OMNI AUTO RECEIVABLES TRUST 2010-A A-4	N/A	98153YAD6	2,590,000	2,635,175.56	0.55%
FREDDIE MAC 3840 BA 2.000% 15/FEB/2018	N/A	3137A9E28	2,564,166	2,623,813.00	0.55%
VERIZON COMMUNICATIONS INC 5.25% NTS 15/APR/2013	N/A	92343VAN4	2,500,000	2,620,950.00	0.55%
JPMORGAN CHASE & CO 4.75% NTS 01/MAY/2013 USD1000	N/A	46625HHB9	2,500,000	2,603,602.50	0.54%
WELLS FARGO COMPANY 4.375% 31/JAN/2013	N/A	949746NY3	2,500,000	2,576,957.50	0.54%
JPMORGAN CHASE & CO 5.375% SNR NTS 01/OCT/2012	N/A	46625HGT1	2,500,000	2,559,025.00	0.53%
CONOCOPHILLIPS 4.75% DUE 150CT12	N/A	20825CAE4	2,500,000	2,556,520.00	0.53%
FANNIE MAE 2004-76 CW 4.000% 25/MAY/2018	N/A	31394AN77	2,448,480	2,485,376.45	0.52%
CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000	N/A	17275RAJ1	2,400,000	2,448,513.60	0.51%
ALLY AUTO RECEIVABLES TRUST 2012-2 A-2 0.560%	N/A	02006AAB3	2,435,000	2,434,763.07	0.51%
WORLD OMNI AUTO RECEIVABLES TRUST 2011-B A-2	N/A	98158PAB4	2,400,000	2,401,061.28	0.50%
BA CREDIT CARD TRUST 2006-7A A VARIABLE	N/A	05522RAB4	2,400,000	2,397,359.28	0.50%
WAL MART STORES INC NT 4.25%15/APR/2013	N/A	931142CL5	2,250,000	2,336,411.25	0.49%
AMERICAN EXPRESS CREDIT CORP 5.875% BDS	N/A	0258M0CW7	2,220,000	2,334,523.14	0.49%
FREDDIE MAC 3815 DE 3.000% 15/OCT/2021	N/A	3137A6DE9	2,245,247	2,324,715.78	0.48%
HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2	N/A	43812KAD5	2,250,000	2,282,878.58	0.47%
RABOBANK NEDERLAND 2.65% BDS 17/AUG/2012	N/A	74977RBU7	2,220,000	2,239,742.46	0.47%
WACHOVIA BNK COMMERCIAL MTG TR VAR DUE 15/JUL/2042	N/A	9297664P5	2,189,537	2,239,528.88	0.47%
SYSCO CORP 4.2% BDS 12/FEB/2013 USD1000	N/A	871829AK3	2,175,000	2,239,286.48	0.47%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	2,175,000	2,237,078.85	0.47%
BANK OF AMERICA AUTO TRUST 2010-1 A-4 2.180%	N/A	06052JAD4	2,200,000	2,234,320.66	0.46%
UBS AG STAMFORD 2.25% MTN 12/AUG/2013 USD1000	N/A	90261XGF3	2,220,000	2,233,950.48	0.46%
THE DETROIT EDISON SECURITIZATION FUNDING LLC 01-1	N/A	250854AE6	2,137,163	2,222,616.53	0.46%
BERKSHIRE HATHAWAY INC 2.125% BDS 11/FEB/2013	N/A	084670AU2	2,180,000	2,211,496.64	0.46%
MEDTRONIC INC SR NT 4.5% 15/MAR/2014	N/A	585055AP1	2,050,000	2,197,163.35	0.46%
PG&E ENERGY RECOVERY FUNDING LLC 2005-1 A5 4.47%	N/A	693401AE1	2,150,000	2,187,307.88	0.45%
HUNTINGTON AUTO TRUST 2012-1 A-2 0.540%	N/A	44614AAB9	2,165,000	2,164,369.55	0.45%
WALGREEN CO 4.875% BDS 01/AUG/2013 USD1000	N/A	931422AD1	2,000,000	2,117,100.00	0.44%
FREDDIE MAC 3639 AB 2.750% 15/FEB/2025	N/A	31398WQ56	2,022,661	2,096,080.08	0.44%
IBM CORP 4.75% 29/NOV/2012	N/A	459200BA8	2,000,000	2,060,966.00	0.43%
FNMA REMIC TRUST 2008-15 EL 25/JUN/2022 4.25000	N/A	31396YYZ9	1,981,989	2,057,654.07	0.43%
FREDDIE MAC 3758 CD 1.500% 15/AUG/2017	N/A	3137A3CC1	2,038,874	2,057,211.38	0.43%
TXU ELECTRIC DELIVERY TRANSITION BOND 2004-1 A2	N/A	87316YAB7	2,023,567	2,054,679.86	0.43%
OCCIDENTAL PETROLEUM CORP 1.45% BDS 13/DEC/2013	N/A	674599CA1	2,025,000	2,054,678.40	0.43%
GE EQUIP MIDTICKET 0.94% 14/JUL/2014 USD CL A-3	N/A	36161HAC5	2,048,828	2,049,749.41	0.43%
FREDDIE MAC 3728 CA 1.500% 15/OCT/2018	N/A	3137A1W74	2,007,397	2,035,873.33	0.42%
TOYOTA MOTOR CREDIT CORP 1.375% BDS 12/AUG/2013	N/A	89233P4H6	2,000,000	2,023,936.00	0.42%
JOHN DEERE OWNER TRUST 2011 A-3 1.290% 15/JAN/2016	N/A	477867AC9	2,000,000	2,015,633.40	0.42%
BANK OF AMERICA CORP 4.9% MTN 01/MAY/2013 USD1000	N/A	06051GDW6	1,925,000	1,982,424.68	0.41%
BANK OF AMERICA AUTO TRUST 2009-3 A-4 2.670%	N/A	06052GAD0	1,940,000	1,971,133.51	0.41%
FREDDIE MAC 3649 EA 2.250% 15/DEC/2018	N/A	31398VA89	1,887,463	1,939,987.84	0.40%
ORACLE CORP 4.95% NTS 15/APR/2013 USD1000	N/A	68389XAD7	1,850,000	1,937,334.80	0.40%
GINNIE MAE 2009-81 WA 2.000% 20/AUG/2039	N/A	38376F5S7	1,906,831	1,925,483.21	0.40%
ALLY AUTO RECEIVABLES TRUST 2010-2 A-4 2.090%	N/A	02005LAD6	1,850,000	1,892,798.27	0.39%
FREDDIE MAC 3827 CA 1.500% 15/APR/2017	N/A	3137A7XX3	1,820,079	1,839,507.88	0.38%
FANNIE MAE 2010-30 DB 2.000% 25/AUG/2018	N/A	31398M5V4	1,796,932	1,824,826.80	0.38%
FNMA MORTPASS 4% 01/JAN/2026 CI PN# AE0705	N/A	31419AYB7	1,704,935	1,807,465.44	0.38%
HYUNDAI AUTO RECEIVABLES TRUST 2009-A A-4 3.150%	N/A	44921AAD3	1,755,000	1,801,180.02	0.37%
MASSACHUSETTS RRB SPECIAL PURPOSE 4.4% MTG BDS	N/A	575800AE7	1,747,156	1,794,509.91	0.37%
FNMA REMIC TRUST 2007-36 AB 25/NOV/2021 5.00000	N/A	31396VRK6	1,667,519	1,764,447.16	0.37%
CONSUMERS FUNDING LLC 01-1 A-5 5.430% 20/APR/2015	N/A	210523AE6	1,691,177	1,745,938.85	0.36%
CNH EQUIPMENT TRUST 2009-C A-4 3.000% 15/AUG/2015	N/A	12612AAD4	1,707,455	1,733,408.18	0.36%
BANK OF NEW YORK MELLON CORP FRN 29/JUN/2012	N/A	06405TAA2	1,700,000	1,702,046.80	0.35%
GINNIE MAE 2005-54 CM MX 4.750% 20/JUL/2035	N/A	38374LWQ0	1,653,360	1,699,092.60	0.35%
US BANCORP 2% MTN 14/JUN/2013 USD1000 165	N/A	91159HGW4	1,660,000	1,687,851.48	0.35%
GINNIE MAE 2010-67 DA 2.500% 20/APR/2036	N/A	38377ESN5	1,625,858	1,661,531.34	0.35%
FREDDIE MAC 3818 UA 1.350% 15/FEB/2017	N/A	3137A7Q52	1,644,868	1,659,511.67	0.35%
NOVARTIS CAPITAL CORP 1.9% BDS 24/APR/2013 USD1000	N/A	66989HAB4	1,600,000	1,624,782.40	0.34%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SER	N/A	929766B93	1,555,538	1,565,104.13	0.33%
FHLMC REMIC SERIES 2920 HC 4.500% 15/DEC/2018	N/A	31395LK75	1,527,671	1,559,372.66	0.32%
FORD CREDIT AUTO OWNER TRUST 2011-B A-2 0.680%	N/A	34529RAB7	1,540,886	1,543,812.75	0.32%
MASSACHUSETTS RRB SPECIAL PURPOSE TRUST WMECO-1	N/A	575800AA5	1,481,373	1,536,469.18	0.32%
NISSAN AUTO RECEIVABLES OWNER TRUST 2009-A A-4	N/A	65476AAF2	1,503,293	1,526,584.72	0.32%
BMW VEHICLE OWNER TRUST 2010-A A-3 1.390%	N/A	09657MAC2	1,517,906	1,524,343.71	0.32%
HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2	N/A	43812KAC7	1,484,164	1,490,526.76	0.31%
FREDDIE MAC 2930 KC-MAC 4.500% 15/JUN/2019	N/A	31395MN47	1,448,109	1,485,199.30	0.31%
ALLY AUTO RECEIVABLES TRUST 2011-2 A-2 0.670%	N/A	02005VAB8	1,464,114	1,464,704.10	0.30%
CPL TRANSITION FDG 5.96% A/BKD 15/JUL/2015 USD1000	N/A	12617AAD9	1,382,774	1,446,650.43	0.30%
FREDDIE MAC 3659 DE 2.000% 15/MAR/2019	N/A	31398VUA2	1,393,656	1,427,543.84	0.30%
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2005-A4 CL	N/A	17305ECN3	1,407,000	1,421,914.20	0.30%
FNMA REMIC TRUST 2008-18 MD 25/MAR/2019 4.00000	N/A	31396YXY3	1,340,271	1,416,908.44	0.29%
ABBOTT LABORATORIES BNDS DUE 15/MAR/2014 4.350	N/A	002824AQ3	1,280,000	1,372,573.44	0.29%
ONCOR ELECTRIC DELIVERY TRANSITION BOND CO 4.95%	N/A	68233LAC3	1,296,930	1,327,587.64	0.28%
GINNIE MAE 2004-26 GC 5.000% 16/JUN/2031	N/A	38374F3M4	1,265,870	1,314,470.92	0.27%
AIR PRODUCTS & CHEMICALS INC 4.15% BDS 01/FEB/2013	N/A	009163AA4	1,270,000	1,308,196.52	0.27%
FREDDIE MAC 2643 NT 4.500% 15/MAR/2018	N/A	31394GBJ1	1,265,846	1,302,566.32	0.27%
FREDDIE MAC 2643 HT-MAC 4.500% 15/MAR/2018	N/A	31394GMG5	1,253,517	1,300,836.18	0.27%
JOHN DEERE OWNER TRUST 2012 A-2 0.590% 16/JUN/2014	N/A	47787BAB1	1,300,000	1,297,582.00	0.27%
FANNIE MAE 2003-49 TK 3.500% 25/MAR/2018	N/A	31393C3C5	1,248,866	1,287,729.54	0.27%
VOLKSWAGEN AUTO LN 0.67% A/BKD 20/DEC/2013 USD	N/A	92867DAB6	1,285,476	1,286,307.40	0.27%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	1,220,000	1,264,444.60	0.26%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46625MYT0	1,206,228	1,229,467.29	0.26%
FANNIE MAE 2009-88 EA 4.500% 25/MAY/2023	N/A	31398F3B5	1,173,013	1,203,926.51	0.25%
NISSAN AUTO RECEIVABLES OWNER TRUST 2010-A A-3	N/A	65476BAC7	1,200,000	1,202,476.80	0.25%
NISSAN AUTO RECV 2012-A A-2 15/OCT/2014 0.54000	N/A	65475UAB8	1,190,000	1,189,929.91	0.25%
BANC OF AMERCIA COMMERCIAL MORTGAGE INC 2005-3 CL	N/A	05947UR42	1,178,043	1,177,725.76	0.24%
JP MORGAN CHASE COMMERICAL MORTGAGE SEC 2005-LDP2	N/A	46625YNB5	1,158,941	1,165,746.22	0.24%
FANNIE MAE 2005-66 PF-RCR VARIABLE 25/JUL/2035	N/A	31394EKS6	1,116,816	1,108,591.58	0.23%
LOWE'S COS INC 5.6% NTS 15/SEP/2012 USD1000	N/A	548661CM7	1,075,000	1,098,404.90	0.23%
VOLVO FINANCIAL EQUIPMENT LLC 2010-1 A-3 1.560%	N/A	92887BAC4	1,095,748	1,097,044.99	0.23%
FANNIE MAE 2009-47 EC 3.500% 25/AUG/2019	N/A	31396QJQ3	1,048,493	1,093,618.54	0.23%
FHLMC REMIC SERIES 3277 A 15/JAN/2021 4.00000	N/A	31397FJ45	1,054,649	1,089,514.11	0.23%
VOLKSWAGEN AUTO EN 1.31% MTG BDS 20/JAN/2014 USD1	N/A	92869AAC8	1,084,712	1,086,898.62	0.23%
JOHN DEERE OWNER TRUST 2009 3.96% MTG BDS	N/A	477874AD3	1,065,866	1,072,172.44	0.22%
CAMPBELL SOUP CO 5% 03/DEC/2012	N/A	134429AR0	1,000,000	1,029,591.00	0.21%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	1,000,000	1,015,785.00	0.21%
CDN IMPERIAL BK OF COMMERCE SR NT 1.45%	N/A	136069DP3	1,000,000	1,010,046.00	0.21%
HONDA AUTO REC OWN 1.13% A/BKD 15/OCT/2014 USD	N/A	43813TAC7	1,000,000	1,005,194.10	0.21%
FREDDIE MAC 3636 EB 2.000% 15/NOV/2018	N/A	31398WLZ5	971,865	994,152.32	0.21%
FREDDIE MAC 2629 AN-MAC 3.500% 15/JAN/2018	N/A	31393RKN9	962,684	989,792.30	0.21%
FHLMCGLD MORTPASS 4% 01/DEC/2014 B1 PN# B17493	N/A	312970KE5	952,125	973,866.63	0.20%
BHP BILLITON FINANCE USA LTD 5.50% GTD SNR NTS	N/A	055451AG3	890,000	973,453.52	0.20%
TYCO INTERNATIONAL 6% NTS 15/NOV/2013 USD1000	N/A	902118BK3	890,000	959,737.73	0.20%
ONCOR ELECTRIC DELIVERY COMPANY 2003-1 A-4 5.420%	N/A	68233LAD1	865,000	954,531.13	0.20%
FREDDIE MAC 2695 DE 4.000% 15/JAN/2017	N/A	31394L7F3	936,651	943,642.11	0.20%
CHASE ISSUANCE TRUST 4.65% NTS 15/MAR/2015 USD1000	N/A	161571CP7	900,000	935,851.32	0.19%
FREDDIE MAC 3612 AE 1.400% 15/DEC/2014	N/A	31398LKJ6	928,251	931,801.71	0.19%
PRAXAIR INC 1.75% 15/NOV/2012	N/A	74005PAW4	900,000	907,273.80	0.19%
BANK OF NOVA SCOTIA 2.375% NTS 17/DEC/2013 USD2000	N/A	064149B97	875,000	900,092.38	0.19%
FNMA REMIC TRUST 2008-70 BA 25/JUN/2021 4.00000	N/A	31397MHF7	875,004	892,833.86	0.19%
RIO TINTO FINANCE 8.95% BDS 01/MAY/2014 USD1000	N/A	767201AF3	770,000	892,649.45	0.19%
GOLDMAN SACHS GROUP INC 5.45% NTS 01/NOV/2012	N/A	38144LAC4	870,000	889,823.82	0.18%
SIMON PROPERTY GROUP INC 6.75% LN STK 15/MAY/2014	N/A	828807CB1	800,000	885,671.20	0.18%
FEDERAL HOME LOAN MORTGAGE CORP 1.85% MTG BDS	N/A	31398JMX8	877,004	882,828.44	0.18%
FREDDIE MAC 2555 B 4.250% 15/JAN/2018	N/A	31393HLV2	828,720	874,636.88	0.18%
FANNIE MAE 2008-51 CD 4.500% 25/NOV/2022	N/A	31397LVN6	834,600	870,114.89	0.18%
FANNIE MAE 2009-44 A 4.500% 25/DEC/2023	N/A	31397N2T1	819,543	860,319.98	0.18%
TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A3	N/A	89235XAC1	835,000	838,392.02	0.17%
COOPER U.S. INC 5.25% NTS 15/NOV/2012 USD1000	N/A	216871AB9	800,000	822,262.40	0.17%
CITIGROUP INC 5.3% SNR NTS 17/OCT/2012 USD1000	N/A	172967EL1	800,000	815,894.40	0.17%
FREDDIE MAC 2628 DQ-MAC 3.000% 15/NOV/2017	N/A	31393VNA5	782,105	797,050.30	0.17%
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2010-1 A-4	N/A	92869AAD6	780,000	792,480.00	0.16%
FREDDIE MAC 3683 AD 2.250% 15/JUN/2020	N/A	31398QK55	778,132	790,620.98	0.16%
ANHEUSER-BUSCH INBEV SA 3% GTD NTS 15/OCT/2012	N/A	03523TAL2	780,000	790,117.38	0.16%
FREDDIE MAC 3610 AB 1.400% 15/DEC/2014	N/A	31398LL48	770,536	773,075.15	0.16%
GE EQUIPMENT SMALL TICKET LLC 2011-1 A-2 0.880%	N/A	36830HAB8	771,986	772,206.65	0.16%
BANC AMERICA COML MTG INC VAR CMO 10/OCT/2045	N/A	05947U2Q0	714,760	751,557.07	0.16%
FREDDIE MAC 2877 GP 4.000% 15/NOV/2018	N/A	31395HJU5	731,080	748,478.81	0.16%
FREDDIE MAC 2641 KJ 4.000% 15/JAN/2018	N/A	31393WV97	720,739	742,609.79	0.15%
FREDDIE MAC 3073 LB 5.000% 15/OCT/2019	N/A	31396FGR8	722,042	739,207.93	0.15%
UNITEDHEALTH GROUP INC 4.875% SNR NTS 15/FEB/2013	N/A	91324PBH4	693,000	718,004.83	0.15%
ANHEUSER BUSCH INBEV WORLDWIDE INC 2.5% GTD NT	N/A	03523TAR9	700,000	712,683.30	0.15%
TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A-2	N/A	89235XAB3	704,672	704,896.90	0.15%
FREDDIE MAC 2628 GQ-MAC 3.140% 15/NOV/2017	N/A	31393VNQ0	684,341	697,846.47	0.15%
HYUNDAI AUTO RECEIVABLES TRUST 2012-A A-3 0.720%	N/A	44890GAC9	695,000	694,900.27	0.14%
FREDDIE MAC 2637 A 3.375% 15/MAR/2018	N/A	31393RN30	662,531	683,477.66	0.14%
CITIGROUP COMMERCIAL MTGE 5.7206% MTG BDS	N/A	17309DAB9	640,000	674,732.80	0.14%
KIMBERLY-CLARK CORP 5% BDS 15/AUG/2013 USD1000	N/A	494368AX1	607,000	643,837.62	0.13%
HONDA AUTO RECEIVABLES OWNER TRUST 2009-2 A-4	N/A	43812UAD3	635,410	643,397.88	0.13%
MORGAN STANLEY CAP I 2005-1Q10 AAB	N/A	617451AE9	610,598	636,219.73	0.13%
FHLMC REMIC SERIES 3574 AC 1.85% 15/AUG/2014	N/A	31398JNB5	630,922	634,590.22	0.13%
LOUISIANA PUBLIC FACS AUTH REVENUES 5.75% BDS	N/A	546403AD8	551,828	617,650.06	0.13%
NUCOR CORP 5% SNR NTS 01/DEC/2012 USD1000	N/A	670346AF2	600,000	616,533.00	0.13%
FHLMC REMIC SERIES 2783 AE 15/APR/2018 4.00000	N/A	31394WYJ1	581,514	596,054.40	0.12%
FNMA REMIC TRUST 2008-15 JM 25/FEB/2019 4.00000	N/A	31396YYY2	570,168	590,817.11	0.12%
FREDDIE MAC 3555 JA 4.000% 15/DEC/2014	N/A	31398EWC4	579,238	588,590.94	0.12%
GINNIE MAE 2009-57 BA 2.250% 16/JUN/2039	N/A	38374VSC4	560,805	570,889.14	0.12%
FREDDIE MAC 3865 DA 1.250% 15/DEC/2016	N/A	3137AAR88	566,513	570,360.52	0.12%
COMM MORTGAGE TRUST 2012-LC4 A-1 1.156%	N/A	126192AA1	565,000	565,809.08	0.12%
FREDDIE MAC 2630 KS-MAC 4.000% 15/JAN/2017	N/A	31393RQU7	544,627	546,758.04	0.11%
JP MORGAN CHASE COMM MTG SECS CORP 2.05% BDS	N/A	46623EJE0	525,000	534,097.20	0.11%
CHRYSLER FINANCIAL AUTO SECURITIZATION 2009-A A-3	N/A	171203AC6	518,997	521,687.60	0.11%
NISSAN AUTO RECEIVABLES OWNER TRUST 2012-A A-3	N/A	65475UAC6	490,000	489,603.05	0.10%
FANNIE MAE 2003-12 OK 4.000% 25/JUN/2017	N/A	31393UJT1	480,243	486,196.38	0.10%
FREDDIE MAC 3591 NA 1.250% 15/OCT/2012	N/A	31398KKS8	484,290	485,520.36	0.10%
FEDERAL HOME LOAN MORTGAGE CORP 4% BDS 15/AUG/2017	N/A	31394WAP3	474,074	478,474.73	0.10%
FREDDIE MAC 2613 PA 3.250% 15/MAY/2018	N/A	31393RFC9	407,449	411,926.40	0.09%
FREDDIE MAC 2636 A-MACR 3.500% 15/JUL/2017	N/A	31393RMK3	397,159	402,802.43	0.08%
FLORIDA POWER & LIGHT COMPANY 2007-A A-2 5.044%	N/A	302583AB5	362,518	375,596.64	0.08%
CREDIT SUISSE NEW YORK BRANCH SR NT 5.5%	N/A	22546QAA5	350,000	375,304.30	0.08%
FREDDIE MAC 3584 BL 1.250% 15/OCT/2012	N/A	31398KJG6	355,908	356,267.41	0.07%
FREDDIE MAC 2672 NF-MAC 4.000% 15/DEC/2016	N/A	31394HYE5	328,485	330,176.48	0.07%
FANNIE MAE 2009-76 MA 4.000% 25/SEP/2024	N/A	31396Q2N8	307,094	323,206.11	0.07%
FREDDIE MAC 2625 JD 3.250% 15/JUL/2017	N/A	31393RJY7	319,347	320,870.71	0.07%
FANNIE MAE 2004-32 AB 4.000% 25/OCT/2017	N/A	31393XZ34	308,441	311,390.72	0.06%
FANNIE MAE 2003-67 TA 3.000% 25/AUG/2017	N/A	31393DPV7	303,352	305,133.90	0.06%
CENTERPOINT ENERGY TRANS BD CO II 4.97% BDS	N/A	15200DAB3	282,539	286,730.35	0.06%
FREDDIE MAC 2579 HA 3.700% 15/AUG/2017	N/A	31393MAR2	258,076	260,925.55	0.05%
BANK OF AMERICA CMM MTG 2005-1 CL A3 4.877	N/A	05947UC89	252,612	252,473.20	0.05%
WACHOVIA BANK COMMERICAL MTG TST 5.275% CMO	N/A	92978PAB5	222,911	224,144.35	0.05%
PG&E ENERGY RECOVERY FUNDING LLC SER 2005-1 CL A4	N/A	693401AD3	196,040	197,817.22	0.04%
FANNIE MAE 2003-14 AN 3.500% 25/MAR/2033	N/A	31392JDX4	172,559	181,152.24	0.04%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SER	N/A	929766YV9	157,176	157,113.16	0.03%
FREDDIE MAC 2640 GD 4.500% 15/AUG/2017	N/A	31393WAK5	148,739	148,753.41	0.03%
JOHN DEERE OWNER TRUST 2009-B A-3 1.570%	N/A	477875AC2	121,768	121,856.10	0.03%
FNMA MORTPASS 5.5% 01/FEB/2017 CI PN# 254195	N/A	31371KKG5	104,927	114,416.84	0.02%
FANNIE MAE 2003-57 NB 3.000% 25/JUN/2018	N/A	31393CG98	102,642	107,124.37	0.02%
FNMA PASS THRU CTF POOL NO: 625178	N/A	31389GQ78	87,877	95,825.49	0.02%
FNMA MORTPASS 6% 01/DEC/2016 CI PN# 254089	N/A	31371KF63	51,049	55,220.04	0.01%
FNMA MORTPASS 6% 01/JAN/2017 CI PN# 545415	N/A	31385H3Y6	44,946	48,618.43	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MTG BKD PASS	N/A	31371J5E0	31,080	33,619.38	0.01%
FHLMCGLD MORTPASS 6% 01/JUL/2016 E0 PN# E00991	N/A	31294KC45	24,114	25,678.25	0.01%
FEDERAL HOME LN MTG CORP PN# E00678	N/A	31294JXF0	13,150	13,854.04	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	31,254,478	31,254,478.27	6.52%
FEDERAL HOME LOAN MORTGAGE CORP 4.125% NTS	N/A	3137EABS7	7,500,000	7,947,270.00	1.66%
CITIGROUP INC 2.125% SRN 30/APR/2012 USD1000	N/A	17313UAE9	7,000,000	7,022,316.00	1.46%
FANNIE MAE 1.75% 07/MAY/2013	N/A	31398AJ94	5,000,000	5,084,545.00	1.06%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	4,560,000	4,799,783.04	1.00%
FREDDIE MAC 3772 HC 3.000% 15/OCT/2018	N/A	3137A4HH3	4,561,861	4,737,488.75	0.99%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EABM0	4,500,000	4,710,316.50	0.98%
FORD AUTO OWNER TRUST 2009-E A-4 2.420%	N/A	34529HAD5	4,500,000	4,591,349.55	0.96%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	4,500,000	4,558,999.50	0.95%
UNITED STATES TREAS NTS 1.000% 15/JUL/2013	N/A	912828NN6	4,500,000	4,546,053.00	0.95%
FEDERAL NATIONAL MORTGAGE ASSOC 1% BDS 23/SEP/2013	N/A	31398A2S0	4,500,000	4,544,658.00	0.95%
UNITED STATES TREAS NTS 0.750% 15/SEP/2013	N/A	912828NY2	4,500,000	4,532,872.50	0.95%
FEDERAL NATIONAL MORTGAGE ASSOC 0.6% NTS	N/A	3135G0FG3	4,500,000	4,503,924.00	0.94%
CHASE ISSUANCE TRUST 5.12% MTN 15/OCT/2014 USD1000	N/A	161571CH5	4,235,000	4,361,077.22	0.91%
DISCOVER CARD MASTER TRUST 2008-A4 A4 5.65%	N/A	254683AH8	3,915,000	4,175,105.55	0.87%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	3,824,000	3,999,188.91	0.83%
CS FIRST BOSTON MORTGAGE SECURITIES 2005-C5 A3	N/A	225470AM5	3,844,444	3,919,244.98	0.82%
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2010-1 A-4	N/A	587682AD7	3,825,000	3,904,652.95	0.81%
PSE&G TRANSITION FUNDING LLG 6.61% AST BKD	N/A	69361YAF0	3,734,387	3,886,401.06	0.81%
FEDERAL HOME LOAN BANKS 1.875% BDS 21/JUN/2013	N/A	3133XXYX9	3,800,000	3,878,838.60	0.81%
FNMA REMIC TRUST 2008-75 DA 25/MAR/2021 4.50000	N/A	31397MQL4	3,790,565	3,839,897.33	0.80%
CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC	N/A	15200NAA3	3,737,805	3,813,803.61	0.80%
HEWLETT-PACKARD CO 4.5% BDS 03/SEP/2013 USD1000	N/A	428236AQ6	3,500,000	3,627,162.00	0.76%
FEDERAL HOME LOAN BANKS 3.375% BDS 27/FEB/2013	N/A	3133XP2W3	3,500,000	3,608,678.50	0.75%
BANK OF NEW YORK MELLON CORP 4.95% BDS 01/NOV/2012	N/A	06406HBE8	3,500,000	3,603,953.50	0.75%
FREDDIE MAC 3846 CK 1.500% 15/SEP/2020	N/A	3137A9BB1	3,562,397	3,601,397.92	0.75%
IBM INTERNATIONAL GROUP CAPITAL LLC 5.05% BDS	N/A	44924EAB6	3,500,000	3,598,959.00	0.75%
BA CREDIT CARD TRUST 2007-8A A 5.590% 17/NOV/2014	N/A	05522RBD9	3,500,000	3,552,843.00	0.74%
BOEING CO 1.875% 20/NOV/2012	N/A	097023BB0	3,500,000	3,536,445.50	0.74%
PEPSICO INC 5.15% SNR NT 15/MAY/2012 USD1000	N/A	713448BF4	3,500,000	3,531,346.00	0.74%
MORGAN STANLEY 1.95% BDS 20/JUN/2012 USD1000	N/A	61757UAH3	3,500,000	3,518,672.50	0.73%
FEDERAL HOME LOAN MORTGAGE CORP 1% NTS 28/AUG/2012	N/A	3134G1GQ1	3,500,000	3,514,808.50	0.73%
US BANCORP 1.8% MTN 15/MAY/2012 USD1000 TR'3'	N/A	91160HAC1	3,500,000	3,511,868.50	0.73%
JOHN DEERE CAPITAL CORP 7.00% DUE 15/MAR/2012	N/A	244217BG9	3,500,000	3,508,477.00	0.73%
WESTPAC BANKING CORP 0.83969% BDS 08/APR/2013	N/A	9612E0BC0	3,500,000	3,508,120.00	0.73%
ELI LILLY6% 15/MAR/2012 USD	N/A	532457AU2	3,500,000	3,505,313.00	0.73%
BK OF AMERICA CORP 0% BDS 15/JUN/2017 USD	N/A	06052MAD7	3,425,000	3,482,695.50	0.73%
BNP PARIBAS VAR 08/APR/2013	N/A	05567LH75	3,500,000	3,469,144.00	0.72%
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST	N/A	02582JDN7	3,392,000	3,392,515.24	0.71%
THE DETROIT EDISON SECURITIZATION FUNDING LLC 01-1	N/A	250854AE6	3,201,232	3,298,530.09	0.69%
PNC FUNDING CORP 5.5% 28/SEPT/2012	N/A	693476BD4	3,100,000	3,185,888.60	0.66%
CHASE ISSUANCE TRUST 2008-11 A 5.400% 15/JUL/2015	N/A	161571DA9	2,975,000	3,174,610.60	0.66%
METROPOLITAN LIFE GLOBAL FUNDING I 5.125% SNR NTS	N/A	592179JG1	3,000,000	3,130,932.00	0.65%
GE EQUIPMENT TRANSPORTATION LLC 2011-1 A-3 1.000%	N/A	36161XAC0	3,100,000	3,106,967.25	0.65%
CATERPILLAR FINANCIAL SERVICES CORP 4.85% MTN	N/A	14912L3N9	3,000,000	3,103,239.00	0.65%
ALABAMA POWER CO 4.85% BDS 15/DEC/2012 USD1000	N/A	010392EY0	3,000,000	3,099,885.00	0.65%
WELLS FARGO & CO 5.25% SNR NTS 23/OCT/2012 USD1000	N/A	949746NW7	3,000,000	3,089,274.00	0.64%
ASTRAZENECA PLC NT 5.4% 15/SEP/2012	N/A	046353AC2	3,000,000	3,080,034.00	0.64%
ROYAL BK OF CANADA 2.1% SR MTN 29/JUL/2013 USD1000	N/A	78008HX96	3,000,000	3,065,559.00	0.64%
CAPITAL ONE MULTI ASET EXECUTION TRUST SERIES	N/A	14041NCH2	3,000,000	3,059,003.70	0.64%
FANNIE MAE 2010-12 AC 2.500% 25/DEC/2018	N/A	31398GZS1	2,939,683	3,049,845.82	0.64%
GENERAL ELECTRIC CAPITAL CORP SER'G'2.125% NTS	N/A	36967HAV9	3,000,000	3,046,524.00	0.64%
USSA AUTO OWNER TRUST 2009-2 A-4 2.530%	N/A	90327YAD4	2,987,000	3,044,170.58	0.63%
BAXTER INTL INC 1.8% SR NT 15/MAR/2013 USD1000	N/A	071813BB4	3,000,000	3,042,243.00	0.63%
GE CAPITAL CREDIT CARD MASTER NOTE 3.69% MTG BDS	N/A	36159JBM2	3,000,000	3,037,108.50	0.63%
BMW VEHICLE OWNER TRUST 2011-A A-3 0.760%	N/A	05573WAC9	3,000,000	3,005,520.90	0.63%
AMER EXPRESS C/A FRN A/BKD 15/DEC/2014 USD'07-5'A'	N/A	02582JET3	3,000,000	3,000,072.00	0.63%
CITIBANK CREDIT CARD ISSUANCE TRUST CLS'2009-A5'	N/A	17305EER2	2,950,000	2,992,881.50	0.62%
FREDDIE MAC 3609 LC 3.500% 15/DEC/2024	N/A	31398LNL8	2,848,028	2,978,749.00	0.62%
FANNIE MAE 2002-16 XU-RCR 5.500% 25/APR/2017	N/A	31392CXT6	2,766,163	2,951,374.46	0.62%
DELL INC 3.375% NTS 15/JUN/2012 USD1000	N/A	24702RAH4	2,865,000	2,886,117.92	0.60%
FANNIE MAE 2011-69 AB 1.500% 25/MAY/2018	N/A	3136A0AQ0	2,750,276	2,781,637.12	0.58%
AEP TEXAS TRANS II 4.98% A/BKD 01/JUL/2015 USD	N/A	00110AAB0	2,697,112	2,779,152.33	0.58%
FANNIE MAE 2011-122 EC 1.500% 25/JAN/2020	N/A	3136A2ZT3	2,741,925	2,772,691.68	0.58%
DISNEY(WALT)CO 6.375% BDS 01/MAR/2012 USD1000	N/A	25468PBX3	2,723,000	2,723,000.00	0.57%
MASSACHUSETTS RRB SPECIAL PURPOSE 4.4% MTG BDS	N/A	575800AE7	2,649,572	2,704,756.16	0.56%
FREDDIE MAC 3840 BA 2.000% 15/FEB/2018	N/A	3137A9E28	2,621,776	2,674,308.98	0.56%
FANNIE MAE 2004-76 CW 4.000% 25/MAY/2018	N/A	31394AN77	2,613,979	2,652,787.08	0.55%
WORLD OMNI AUTO RECEIVABLES TRUST 2010-A A-4	N/A	98153YAD6	2,590,000	2,637,804.93	0.55%
VERIZON COMMUNICATIONS INC 5.25% NTS 15/APR/2013	N/A	92343VAN4	2,500,000	2,629,935.00	0.55%
JPMORGAN CHASE & CO 4.75% NTS 01/MAY/2013 USD1000	N/A	46625HHB9	2,500,000	2,610,340.00	0.54%
WELLS FARGO COMPANY 4.375% 31/JAN/2013	N/A	949746NY3	2,500,000	2,587,710.00	0.54%
JPMORGAN CHASE & CO 5.375% SNR NTS 01/OCT/2012	N/A	46625HGT1	2,500,000	2,569,260.00	0.54%
CONOCOPHILLIPS 4.75% DUE 150CT12	N/A	20825CAE4	2,500,000	2,565,502.50	0.53%
TARGET CORP 5.875% BDS 01/MAR/2012 USD1000	N/A	87612EAH9	2,550,000	2,550,000.00	0.53%
FREDDIE MAC 3815 DE 3.000% 15/OCT/2021	N/A	3137A6DE9	2,332,788	2,422,274.31	0.50%
WORLD OMNI AUTO RECEIVABLES TRUST 2011-B A-2	N/A	98158PAB4	2,400,000	2,401,475.76	0.50%
BA CREDIT CARD TRUST 2006-7A A VARIABLE	N/A	05522RAB4	2,400,000	2,394,424.32	0.50%
WAL-MART STORES IN 4.25% NTS 15/APR/2013 USD1000	N/A	931142CL5	2,250,000	2,343,595.50	0.49%
AMERICAN EXPRESS CREDIT CORP 5.875% BDS	N/A	0258M0CW7	2,220,000	2,341,613.82	0.49%
WACHOVIA BNK COMMERCIAL MTG TR VAR DUE 15/JUL/2042	N/A	9297664P5	2,234,624	2,292,895.94	0.48%
HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2	N/A	43812KAD5	2,250,000	2,285,503.65	0.48%
SYSCO CORP 4.2% BDS 12/FEB/2013 USD1000	N/A	871829AK3	2,175,000	2,245,661.40	0.47%
RABOBANK NEDERLAND 2.65% BDS 17/AUG/2012	N/A	74977RBU7	2,220,000	2,239,380.60	0.47%
BANK OF AMERICA AUTO TRUST 2010-1 A-4 2.180%	N/A	06052JAD4	2,200,000	2,237,476.12	0.47%
BERKSHIRE HATHAWAY INC 2.125% BDS 11/FEB/2013	N/A	084670AU2	2,180,000	2,216,578.22	0.46%
GE EQUIP MIDTICKET 0.94% 14/JUL/2014 USD CL A-3	N/A	36161HAC5	2,212,661	2,213,975.86	0.46%
MEDTRONIC INC SR NT 4.5% 15/MAR/2014	N/A	585055AP1	2,050,000	2,204,371.15	0.46%
PG&E ENERGY RECOVERY FUNDING LLC 2005-1 A5 4.47%	N/A	693401AE1	2,150,000	2,194,723.66	0.46%
FNMA REMIC TRUST 2008-15 EL 25/JUN/2022 4.25000	N/A	31396YYZ9	2,067,627	2,152,341.77	0.45%
FREDDIE MAC 3639 AB 2.750% 15/FEB/2025	N/A	31398WQ56	2,079,100	2,149,187.98	0.45%
FREDDIE MAC 3758 CD 1.500% 15/AUG/2017	N/A	3137A3CC1	2,124,902	2,142,156.09	0.45%
WALGREEN CO 4.875% BDS 01/AUG/2013 USD1000	N/A	931422AD1	2,000,000	2,124,990.00	0.44%
FREDDIE MAC 3728 CA 1.500% 15/OCT/2018	N/A	3137A1W74	2,087,350	2,111,587.38	0.44%
AT&T INC 4.95% SNR NTS 15/JAN/2013 USD1000	N/A	00206RAF9	2,000,000	2,075,128.00	0.43%
TXU ELECTRIC DELIVERY TRANSITION BOND 2004-1 A2	N/A	87316YAB7	2,023,567	2,062,119.50	0.43%
IBM CORP 4.75% 29/NOV/2012	N/A	459200BA8	2,000,000	2,061,360.00	0.43%
OCCIDENTAL PETROLEUM CORP 1.45% BDS 13/DEC/2013	N/A	674599CA1	2,025,000	2,057,057.78	0.43%
CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000	N/A	17275RAJ1	2,000,000	2,045,234.00	0.43%
TOYOTA MOTOR CREDIT CORP 1.375% BDS 12/AUG/2013	N/A	89233P4H6	2,000,000	2,023,252.00	0.42%
JOHN DEERE OWNER TRUST 2011 A-3 1.290% 15/JAN/2016	N/A	477867AC9	2,000,000	2,017,075.00	0.42%
FREDDIE MAC 3649 EA 2.250% 15/DEC/2018	N/A	31398VA89	1,957,131	2,005,011.06	0.42%
COCA-COLA ENTERPRISES INC 3.75% UNS LN STK	N/A	191219BU7	2,000,000	2,000,000.00	0.42%
GINNIE MAE 2009-81 WA 2.000% 20/AUG/2039	N/A	38376F5S7	1,981,012	1,996,940.91	0.42%
BANK OF AMERICA CORP 4.9% MTN 01/MAY/2013 USD1000	N/A	06051GDW6	1,925,000	1,978,106.90	0.41%
BANK OF AMERICA AUTO TRUST 2009-3 A-4 2.670%	N/A	06052GAD0	1,940,000	1,974,412.88	0.41%
ORACLE CORP 4.95% NTS 15/APR/2013 USD1000	N/A	68389XAD7	1,850,000	1,944,473.95	0.41%
FANNIE MAE 2010-30 DB 2.000% 25/AUG/2018	N/A	31398M5V4	1,876,892	1,905,481.23	0.40%
FREDDIE MAC 3827 CA 1.500% 15/APR/2017	N/A	3137A7XX3	1,885,785	1,904,180.29	0.40%
ALLY AUTO RECEIVABLES TRUST 2010-2 A-4 2.090%	N/A	02005LAD6	1,850,000	1,895,520.55	0.40%
FNMA MORTPASS 4% 01/JAN/2026 CI PN# AE0705	N/A	31419AYB7	1,752,632	1,856,772.39	0.39%
MASSACHUSETTS RRB SPECIAL PURPOSE TRUST WMECO-1	N/A	575800AA5	1,774,342	1,837,356.17	0.38%
FNMA REMIC TRUST 2007-36 AB 25/NOV/2021 5.00000	N/A	31396VRK6	1,734,546	1,827,691.80	0.38%
HYUNDAI AUTO RECEIVABLES TRUST 2009-A A-4 3.150%	N/A	44921AAD3	1,755,000	1,804,955.02	0.38%
CONSUMERS FUNDING LLC 01-1 A-5 5.430% 20/APR/2015	N/A	210523AE6	1,691,177	1,753,085.93	0.37%
ALLY AUTO RECEIVABLES TRUST 2011-2 A-2 0.670%	N/A	02005VAB8	1,744,520	1,745,421.09	0.36%
FORD CREDIT AUTO OWNER TRUST 2011-B A-2 0.680%	N/A	34529RAB7	1,736,936	1,740,571.05	0.36%
FREDDIE MAC 3818 UA 1.350% 15/FEB/2017	N/A	3137A7Q52	1,704,599	1,719,908.31	0.36%
NISSAN AUTO RECEIVABLES OWNER TRUST 2009-A A-4	N/A	65476AAF2	1,682,927	1,711,607.48	0.36%
BANK OF NEW YORK MELLON CORP FRN 29/JUN/2012	N/A	06405TAA2	1,700,000	1,703,070.20	0.36%
US BANCORP 2% MTN 14/JUN/2013 USD1000 165	N/A	91159HGW4	1,660,000	1,689,446.74	0.35%
BMW VEHICLE OWNER TRUST 2010-A A-3 1.390%	N/A	09657MAC2	1,680,369	1,688,170.75	0.35%
GINNIE MAE 2010-67 DA 2.500% 20/APR/2036	N/A	38377ESN5	1,650,502	1,680,434.52	0.35%
FHLMC REMIC SERIES 2920 HC 4.500% 15/DEC/2018	N/A	31395LK75	1,626,371	1,661,966.16	0.35%
HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2	N/A	43812KAC7	1,626,407	1,634,037.81	0.34%
NOVARTIS CAPITAL CORP 1.9% BDS 24/APR/2013 USD1000	N/A	66989HAB4	1,600,000	1,627,576.00	0.34%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SER	N/A	929766B93	1,558,828	1,569,974.75	0.33%
FREDDIE MAC 2930 KC-MAC 4.500% 15/JUN/2019	N/A	31395MN47	1,513,551	1,563,885.25	0.33%
FNMA REMIC TRUST 2008-18 MD 25/MAR/2019 4.00000	N/A	31396YXY3	1,394,362	1,476,146.22	0.31%
FREDDIE MAC 3659 DE 2.000% 15/MAR/2019	N/A	31398VUA2	1,428,798	1,460,357.37	0.30%
CPL TRANSITION FDG 5.96% A/BKD 15/JUL/2015 USD1000	N/A	12617AAD9	1,382,774	1,453,165.92	0.30%
VOLVO FINANCIAL EQUIPMENT LLC 2010-1 A-3 1.560%	N/A	92887BAC4	1,438,926	1,441,079.13	0.30%
VOLKS AUTO LO ENH 0.67% A/BKD 20/DEC/2013 USD	N/A	92867DAB6	1,428,078	1,429,180.51	0.30%
CITIBANK CREDIT CARD ISSUANCE TRUST SER 2005-A4 CL	N/A	17305ECN3	1,407,000	1,424,306.10	0.30%
GINNIE MAE 2004-26 GC 5.000% 16/JUN/2031	N/A	38374F3M4	1,338,192	1,392,474.59	0.29%
FREDDIE MAC 2643 NT 4.500% 15/MAR/2018	N/A	31394GBJ1	1,340,641	1,391,405.34	0.29%
ABBOTT LABORATORIES BNDS DUE 15/MAR/2014 4.350	N/A	002824AQ3	1,280,000	1,374,440.96	0.29%
FREDDIE MAC 2643 HT-MAC 4.500% 15/MAR/2018	N/A	31394GMG5	1,299,972	1,358,355.39	0.28%
ONCOR ELECTRIC DELIVERY TRANSITION BOND CO 4.95%	N/A	68233LAC3	1,296,930	1,332,595.22	0.28%
JP MORGAN CHASE COMMERICAL MORTGAGE SEC 2005-LDP2	N/A	46625YNB5	1,320,378	1,330,332.41	0.28%
FANNIE MAE 2003-49 TK 3.500% 25/MAR/2018	N/A	31393C3C5	1,285,283	1,323,628.04	0.28%
AIR PRODUCTS & CHEMICALS INC 4.15% BDS 01/FEB/2013	N/A	009163AA4	1,270,000	1,312,179.24	0.27%
JOHN DEERE OWNER TRUST 2012 A-2 0.590% 16/JUN/2014	N/A	47787BAB1	1,300,000	1,299,970.88	0.27%
FANNIE MAE 2009-88 EA 4.500% 25/MAY/2023	N/A	31398F3B5	1,245,345	1,283,965.13	0.27%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	1,220,000	1,269,624.72	0.26%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46625MYT0	1,241,950	1,270,008.25	0.26%
VOLKSWAGEN AUTO EN 1.31% A/BKD 20/JAN/2014 USD	N/A	92869AAC8	1,248,389	1,251,249.74	0.26%
JOHN DEERE OWNER TRUST 2009 3.96% MTG BDS	N/A	477874AD3	1,239,406	1,249,217.95	0.26%
NISSAN AUTO RECEIVABLES OWNER TRUST 2010-A A-3	N/A	65476BAC7	1,200,000	1,203,173.52	0.25%
BANC OF AMERCIA COMMERCIAL MORTGAGE INC 2005-3 CL	N/A	05947UR42	1,194,679	1,194,530.65	0.25%
NISSAN AUTO RECV 2012-A A-2 15/OCT/2014 0.54000	N/A	65475UAB8	1,190,000	1,190,078.90	0.25%
FHLMC REMIC SERIES 3277 A 15/JAN/2021 4.00000	N/A	31397FJ45	1,119,935	1,156,571.80	0.24%
FANNIE MAE 2005-66 PF-RCR VARIABLE 25/JUL/2035	N/A	31394EKS6	1,144,694	1,138,205.63	0.24%
FANNIE MAE 2009-47 EC 3.500% 25/AUG/2019	N/A	31396QJQ3	1,078,296	1,128,658.85	0.24%
LOWE'S COS INC 5.6% NTS 15/SEP/2012 USD1000	N/A	548661CM7	1,075,000	1,102,721.03	0.23%
FREDDIE MAC 2695 DE 4.000% 15/JAN/2017	N/A	31394L7F3	1,088,154	1,097,910.23	0.23%
CAMPBELL SOUP CO 5% 03/DEC/2012	N/A	134429AR0	1,000,000	1,033,381.00	0.22%
FHLMCGLD MORTPASS 4% 01/DEC/2014 B1 PN# B17493	N/A	312970KE5	1,006,718	1,030,137.08	0.21%
FREDDIE MAC 3636 EB 2.000% 15/NOV/2018	N/A	31398WLZ5	1,006,647	1,027,326.59	0.21%
FREDDIE MAC 2629 AN-MAC 3.500% 15/JAN/2018	N/A	31393RKN9	988,648	1,014,197.01	0.21%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	1,000,000	1,013,547.00	0.21%
CDN IMPERIAL BK OF COMMERCE SR NT 1.45%	N/A	136069DP3	1,000,000	1,013,303.00	0.21%
HONDA AUTO REC OWN 1.13% A/BKD 15/OCT/2014 USD	N/A	43813TAC7	1,000,000	1,005,973.10	0.21%
FREDDIE MAC 3612 AE 1.400% 15/DEC/2014	N/A	31398LKJ6	972,575	976,178.07	0.20%
FNMA REMIC TRUST 2008-70 BA 25/JUN/2021 4.00000	N/A	31397MHF7	942,135	960,995.92	0.20%
ONCOR ELECTRIC DELIVERY COMPANY 2003-1 A-4 5.420%	N/A	68233LAD1	865,000	958,400.54	0.20%
FEDERAL HOME LOAN MORTGAGE CORP 1.85% MTG BDS	N/A	31398JMX8	933,418	939,902.52	0.20%
FANNIE MAE 2009-44 A 4.500% 25/DEC/2023	N/A	31397N2T1	863,839	913,635.42	0.19%
FANNIE MAE 2008-51 CD 4.500% 25/NOV/2022	N/A	31397LVN6	869,522	909,316.91	0.19%
PRAXAIR INC 1.75% 15/NOV/2012	N/A	74005PAW4	900,000	904,960.80	0.19%
BANK OF NOVA SCOTIA 2.375% NTS 17/DEC/2013 USD2000	N/A	064149B97	875,000	903,280.00	0.19%
FREDDIE MAC 2555 B 4.250% 15/JAN/2018	N/A	31393HLV2	851,189	896,609.34	0.19%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	870,000	895,681.53	0.19%
GOLDMAN SACHS GROUP INC 5.45% NTS 01/NOV/2012	N/A	38144LAC4	870,000	892,585.20	0.19%
SIMON PROPERTY GROUP INC 6.75% LN STK 15/MAY/2014	N/A	828807CB1	800,000	881,139.20	0.18%
GE EQUIPMENT SMALL TICKET LLC 2011-1 A-2 0.880%	N/A	36830HAB8	866,695	867,026.87	0.18%
TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A-2	N/A	89235XAB3	863,304	863,644.73	0.18%
TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A3	N/A	89235XAC1	835,000	838,795.33	0.17%
FREDDIE MAC 2628 DQ-MAC 3.000% 15/NOV/2017	N/A	31393VNA5	822,820	836,863.09	0.17%
COOPER U.S. INC 5.25% NTS 15/NOV/2012 USD1000	N/A	216871AB9	800,000	825,328.80	0.17%
CITIGROUP INC 5.3% SNR NTS 17/OCT/2012 USD1000	N/A	172967EL1	800,000	820,242.40	0.17%
FREDDIE MAC 3610 AB 1.400% 15/DEC/2014	N/A	31398LL48	805,978	808,533.25	0.17%
FREDDIE MAC 3073 LB 5.000% 15/OCT/2019	N/A	31396FGR8	787,806	805,621.50	0.17%
FREDDIE MAC 3683 AD 2.250% 15/JUN/2020	N/A	31398QK55	791,911	801,748.93	0.17%
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2010-1 A-4	N/A	92869AAD6	780,000	793,285.82	0.17%
FREDDIE MAC 2877 GP 4.000% 15/NOV/2018	N/A	31395HJU5	773,810	791,899.28	0.17%
ANHEUSER-BUSCH INBEV SA 3% GTD NTS 15/OCT/2012	N/A	03523TAL2	780,000	791,297.52	0.16%
FREDDIE MAC 2641 KJ 4.000% 15/JAN/2018	N/A	31393WV97	760,822	783,038.14	0.16%
BANC AMERICA COML MTG INC VAR CMO 10/OCT/2045	N/A	05947U2Q0	735,461	774,894.45	0.16%
FREDDIE MAC 2628 GQ-MAC 3.140% 15/NOV/2017	N/A	31393VNQ0	719,968	732,739.33	0.15%
UNITEDHEALTH GROUP INC 4.875% SNR NTS 15/FEB/2013	N/A	91324PBH4	693,000	720,514.18	0.15%
ANHEUSER BUSCH INBEV WORLDWIDE INC 2.5% GTD NT	N/A	03523TAR9	700,000	714,450.10	0.15%
HONDA AUTO RECEIVABLES OWNER TRUST 2009-2 A-4	N/A	43812UAD3	700,000	710,226.37	0.15%
FREDDIE MAC 2637 A 3.375% 15/MAR/2018	N/A	31393RN30	685,790	706,607.82	0.15%
HYUNDAI AUTO RECEIVABLES TRUST 2012-A A3 0.72%	N/A	44890GAC9	695,000	694,933.91	0.14%
FREDDIE MAC 2630 KS-MAC 4.000% 15/JAN/2017	N/A	31393RQU7	687,017	690,060.49	0.14%
FHLMC REMIC SERIES 3574 AC 1.85% 15/AUG/2014	N/A	31398JNB5	676,987	680,606.78	0.14%
CITIGROUP COMMERCIAL MTGE 5.7206% MTG BDS	N/A	17309DAB9	640,000	677,252.48	0.14%
MORGAN STANLEY CAP I 2005-1Q10 AAB	N/A	617451AE9	633,894	661,961.35	0.14%
PG&E ENERGY RECOVERY FUNDING LLC SER 2005-1 CL A4	N/A	693401AD3	657,803	661,526.72	0.14%
KIMBERLY-CLARK CORP 5% BDS 15/AUG/2013 USD1000	N/A	494368AX1	607,000	644,888.33	0.13%
FREDDIE MAC 3555 JA 4.000% 15/DEC/2014	N/A	31398EWC4	628,423	638,189.38	0.13%
CHRYSLER FINANCIAL AUTO SECURITIZATION 2009-A A-3	N/A	171203AC6	634,055	637,713.11	0.13%
FHLMC REMIC SERIES 2783 AE 15/APR/2018 4.00000	N/A	31394WYJ1	616,723	631,869.79	0.13%
LOUISIANA PUBLIC FACS AUTH REVENUES 5.75% BDS	N/A	546403AD8	551,828	620,348.49	0.13%
NUCOR CORP 5% SNR NTS 01/DEC/2012 USD1000	N/A	670346AF2	600,000	618,636.00	0.13%
FNMA REMIC TRUST 2008-15 JM 25/FEB/2019 4.00000	N/A	31396YYY2	594,977	616,108.33	0.13%
GINNIE MAE 2009-57 BA 2.250% 16/JUN/2039	N/A	38374VSC4	582,285	592,763.84	0.12%
FREDDIE MAC 3865 DA 1.250% 15/DEC/2016	N/A	3137AAR88	587,931	591,572.77	0.12%
FEDERAL HOME LOAN MORTGAGE CORP 4% BDS 15/AUG/2017	N/A	31394WAP3	545,779	550,951.17	0.11%
FREDDIE MAC 3591 NA 1.250% 15/OCT/2012	N/A	31398KKS8	543,946	545,422.36	0.11%
FANNIE MAE 2003-12 OK 4.000% 25/JUN/2017	N/A	31393UJT1	530,716	538,364.25	0.11%
JP MORGAN CHASE COMM MTG SECS CORP 2.05% BDS	N/A	46623EJE0	525,000	535,244.85	0.11%
NISSAN AUTO RECEIVABLES OWNER TRUST 2012-A A-3	N/A	65475UAC6	490,000	489,861.92	0.10%
FREDDIE MAC 2613 PA 3.250% 15/MAY/2018	N/A	31393RFC9	437,305	441,754.79	0.09%
FREDDIE MAC 2636 A-MACR 3.500% 15/JUL/2017	N/A	31393RMK3	432,123	437,913.21	0.09%
FREDDIE MAC 2672 NF-MAC 4.000% 15/DEC/2016	N/A	31394HYE5	410,610	412,984.83	0.09%
FREDDIE MAC 3584 BL 1.250% 15/OCT/2012	N/A	31398KJG6	412,607	413,054.74	0.09%
FREDDIE MAC 2625 JD 3.250% 15/JUL/2017	N/A	31393RJY7	385,334	387,243.83	0.08%
FLORIDA POWER & LIGHT COMPANY 2007-A A-2 5.044%	N/A	302583AB5	362,518	376,978.19	0.08%
FANNIE MAE 2004-32 AB 4.000% 25/OCT/2017	N/A	31393XZ34	351,682	355,121.75	0.07%
FANNIE MAE 2003-67 TA 3.000% 25/AUG/2017	N/A	31393DPV7	348,908	350,925.15	0.07%
FANNIE MAE 2009-76 MA 4.000% 25/SEP/2024	N/A	31396Q2N8	316,777	333,928.10	0.07%
PG & E ENERGY RECOVERY FUNDING LLC 5.03%	N/A	693401AG6	326,369	327,421.44	0.07%
FREDDIE MAC 2640 GD 4.500% 15/AUG/2017	N/A	31393WAK5	291,789	292,296.08	0.06%
FREDDIE MAC 2579 HA 3.700% 15/AUG/2017	N/A	31393MAR2	285,983	289,004.30	0.06%
CENTERPOINT ENERGY TRANS BD CO II 4.97% BDS	N/A	15200DAB3	282,539	287,809.68	0.06%
BANK OF AMERICA CMM MTG 2005-1 CL A3 4.877	N/A	05947UC89	263,356	263,252.73	0.05%
WACHOVIA BANK COMMERICAL MTG TST 5.275% CMO	N/A	92978PAB5	222,911	222,743.13	0.05%
FANNIE MAE 2003-14 AN 3.500% 25/MAR/2033	N/A	31392JDX4	173,008	182,345.29	0.04%
JOHN DEERE OWNER TRUST 2009-B A-3 1.570%	N/A	477875AC2	172,037	172,231.74	0.04%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SER	N/A	929766YV9	157,176	157,137.20	0.03%
FNMA MORTPASS 5.5% 01/FEB/2017 CI PN# 254195	N/A	31371KKG5	107,637	117,264.70	0.02%
FANNIE MAE 2003-57 NB 3.000% 25/JUN/2018	N/A	31393CG98	107,092	111,043.07	0.02%
FNMA PASS THRU CTF POOL NO: 625178	N/A	31389GQ78	90,307	98,383.79	0.02%
FNMA MORTPASS 6% 01/DEC/2016 CI PN# 254089	N/A	31371KF63	52,511	56,688.10	0.01%
FREDDIE MAC 2663 BA 4.000% 15/AUG/2016	N/A	31394HLX7	50,820	50,818.08	0.01%
FNMA MORTPASS 6% 01/JAN/2017 CI PN# 545415	N/A	31385H3Y6	46,299	49,981.93	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 6% MTG BKD PASS	N/A	31371J5E0	31,835	34,367.25	0.01%
FHLMCGLD MORTPASS 6% 01/JUL/2016 E0 PN# E00991	N/A	31294KC45	24,851	26,397.20	0.01%
FEDERAL HOME LN MTG CORP PN# E00678	N/A	31294JXF0	13,896	14,598.70	0.00%

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