Resource Center

Nationwide Bond Index Fund

Investment Objective

The Fund seeks to match the performance of the Barclays Capital U.S. Aggregate Bond Index (BARCAP Index) as closely as possible before the deduction of Fund expenses.

Investment Strategy

The Fund employs a "passive" management, or indexing, approach, designed to match approximately the performance of the BARCAP Index before the deduction of Fund expenses. Under normal circumstances, the Fund invests at least 80% of the value of its net assets in a statistically selected sampling of bonds and other fixed-income securities that are included in or correlated with the BARCAP Index.

Portfolio Management

BlackRock Investment Management, LLC, Subadviser

Scott Radell, Lee Sterne and Karen Uyehara are responsible for the day-to-day management of the Fund, including selection of the Fund's investments.

Nationwide Fund Distributors LLC is not an affiliate of BlackRock Investment Management, LLC.

Fund Documents

You can find more detailed information about the Fund in the summary prospectus, prospectus and other fund documents. You should carefully read the documents before investing.

Top Holdings (all classes) as of 12/30/201111/30/201110/31/2011

View all holdings as of 12/30/2011 | 11/30/2011 | 10/31/2011

Holding	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	7.49%
UNITED STATES TREAS NTS 1.375% 15/FEB/2013	1.58%
UNITED STATES TREAS NTS 2% 31/JAN/2016	1.53%
UNITED STATES TREAS NTS 1.125% 15/DEC/2012	1.33%
UNITED STATES TREAS NTS 1.250% 15/FEB/2014	1.19%
UNITED STATES TREAS NTS 1.000% 31/AUG/2016	1.18%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	1.07%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	0.99%
UNITED STATES TREAS NTS 0.25% 15/DEC/2014	0.98%
UNITED STATES TREAS NTS 0.125% 30/SEP/2013	0.95%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	102,650,837	102,650,837.38	7.49%
UNITED STATES TREAS NTS 1.375% 15/FEB/2013	N/A	912828MN7	21,420,000	21,705,314.40	1.58%
UNITED STATES TREAS NTS 2% 31/JAN/2016	N/A	912828PS3	19,800,000	20,889,000.00	1.53%
UNITED STATES TREAS NTS 1.125% 15/DEC/2012	N/A	912828MB3	18,000,000	18,165,942.00	1.33%
UNITED STATES TREAS NTS 1.250% 15/FEB/2014	N/A	912828QH6	16,000,000	16,328,752.00	1.19%
UNITED STATES TREAS NTS 1.000% 31/AUG/2016	N/A	912828RF9	16,000,000	16,175,008.00	1.18%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	N/A	912828HH6	12,415,000	14,664,250.38	1.07%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	N/A	31385XAW7	12,587,870	13,613,045.47	0.99%
UNITED STATES TREAS NTS 0.25% 15/DEC/2014	N/A	912828RV4	13,500,000	13,455,706.50	0.98%
UNITED STATES TREAS NTS 0.125% 30/SEP/2013	N/A	912828RK8	13,000,000	12,974,104.00	0.95%
GNMA I MORTPASS 4.5% 15/MAR/2039 SF PN# 697957	N/A	36296QME6	11,502,188	12,572,250.34	0.92%
FEDERAL NATL MTG ASSN FR 0.75%19/DEC/2014	N/A	3135G0FY4	12,000,000	12,036,996.00	0.88%
UNITED STATES TREAS NTS 3.50% 15/MAY/2020	N/A	912828ND8	9,600,000	11,043,753.60	0.81%
UNITED STATES TREAS NTS 2.375% 31/MAY/2018	N/A	912828QQ6	10,000,000	10,723,440.00	0.78%
UNITED STATES TREAS NTS 3.375% 15/NOV/2019	N/A	912828LY4	9,370,000	10,681,069.14	0.78%
UNITED STATES TREAS NTS 2.125% 29/FEB/2016	N/A	912828QJ2	10,000,000	10,609,380.00	0.77%
UNITED STATES TREAS BDS 4.375% 15/NOV/2039	N/A	912810QD3	8,080,000	10,490,110.48	0.77%
USA TREASURY BDS6.375% BDS 15/AUG/2027 USD1000	N/A	912810FA1	6,870,000	10,413,415.47	0.76%
UNITED STATES TREAS NTS 3.25% 31/DEC/2016	N/A	912828MD9	9,325,000	10,411,940.65	0.76%
FNMA MORTPASS 5% 01/AUG/2040 CL PN# AD8536	N/A	31418WPW4	9,447,323	10,216,727.57	0.75%
UNITED STATES TREAS NTS 2.375% 30/SEP/2014	N/A	912828LQ1	9,535,000	10,060,168.73	0.73%
FHLMCGLD MORTPASS 5% 01/FEB/2040 A9 PN# A91165	N/A	312939JJ1	9,313,587	10,016,799.70	0.73%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31416BL71	8,699,360	9,596,788.57	0.70%
UNITED STATES TREAS NTS 0.500% 15/OCT/2014	N/A	912828RL6	9,500,000	9,539,339.50	0.70%
UNITED STATES TREAS NTS 3.125% 15/MAY/2021	N/A	912828QN3	8,200,000	9,155,808.40	0.67%
UNITED STATES TREAS NTS 0.500% 15/OCT/2013	N/A	912828PB0	9,000,000	9,039,024.00	0.66%
UNITED STATES TREAS NTS 02.250% 31/MAY/2014	N/A	912828KV1	8,490,000	8,882,000.28	0.65%
UNITED STATES TREAS BDS 3.750% 15/AUG/2041	N/A	912810QS0	7,500,000	8,820,705.00	0.64%
UNITED STATES TREAS NTS 0.25%15/SEP/2014	N/A	912828RG7	8,800,000	8,778,000.00	0.64%
UNITED STATES TREAS NTS 2.625% 15/AUG/2020	N/A	912828NT3	8,100,000	8,735,979.60	0.64%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AA9809	N/A	31416T3T4	7,967,917	8,485,670.51	0.62%
UNITED STATES TREAS BDS 04.375% 15/MAY/2041	N/A	912810QQ4	6,200,000	8,078,407.80	0.59%
UNITED STATES TREAS NTS 1.375% 30/SEP/2018	N/A	912828RH5	8,000,000	8,043,128.00	0.59%
UNITED STATES TREAS NTS 0.250% 31/OCT/2013	N/A	912828RN2	8,000,000	8,001,248.00	0.58%
UNITED STATES TREAS NTS 1.875% 30/APR/2014	N/A	912828KN9	7,475,000	7,745,968.75	0.57%
TBA FNMA SF 4.50 30 YRS JAN	N/A	01F042616	7,000,000	7,448,437.50	0.54%
UNITED STATES TREAS NTS 1.375% 30/NOV/2015	N/A	912828PJ3	7,000,000	7,213,283.00	0.53%
TBA FHLMC GOLD SF 4.50 15 YRS JAN	N/A	02R042413	6,800,000	7,206,937.84	0.53%
UNITED STATES TREAS NTS 1.500% 31/DEC/2013	N/A	912828JW1	7,000,000	7,173,908.00	0.52%
FHLMCGLD MORTPASS 6% 01/SEP/2038 A8 PN# A81341	N/A	312927P26	6,478,492	7,123,533.32	0.52%
FED NATL MORT ASSC 1.45% NTS 24/JAN/2014 USD1000	N/A	31398A7L0	7,100,000	7,104,799.60	0.52%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	N/A	3128M6JS8	6,464,918	7,023,755.66	0.51%
UNITED STATES TREAS NTS 0.375% 15/NOV/2014	N/A	912828RQ5	7,000,000	7,004,375.00	0.51%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9890	N/A	31417W7C9	6,645,175	6,947,401.77	0.51%
GNMA II MORTPASS 4.5% 20/OCT/2040 SF PN# 004834	N/A	36202FLP9	6,168,259	6,745,376.29	0.49%
FEDERAL NATIONAL MORTGAGE ASSOC 0.65% NTS	N/A	3135G0CN1	6,700,000	6,692,348.60	0.49%
FNMA MORTPASS 4.5% 01/JUN/2039 CL PN# 190396	N/A	31368HNM1	6,276,368	6,684,204.92	0.49%
FHLMCGLD MORTPASS 4.5% 01/JUL/2039 G0 PN# G05535	N/A	3128M7PU4	6,269,175	6,648,832.54	0.49%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	6,500,000	6,590,974.00	0.48%
FNMA MORTPASS 4.5% 01/MAY/2039 CL PN# AA6013	N/A	31416PVF1	5,984,930	6,373,830.32	0.47%
UNITED STATES OF AMER TREAS BONDS 3.625% BDS	N/A	912828MP2	5,410,000	6,274,334.06	0.46%
UNITED STATES TREAS NTS 1.875% 30/JUN/2015	N/A	912828NL0	5,900,000	6,182,090.80	0.45%
FHLMCGLD MORTPASS 4% 01/JUN/2024 J0 PN# J09912	N/A	3128PNAM0	5,723,459	6,008,579.86	0.44%
FHLMCGLD MORTPASS 5.5% 01/MAY/2039 G0 PN# G05459	N/A	3128M7MG8	5,510,991	5,990,813.44	0.44%
FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS	N/A	31398AT44	5,840,000	5,942,760.64	0.43%
FHLMCGLD MORTPASS 5% 01/JUL/2035 G0 PN# G01837	N/A	3128LXBE9	5,462,076	5,877,044.93	0.43%
FNMA MORTPASS 6.5% 01/DEC/2030 CL PN# AD0716	N/A	31418MYN6	5,088,573	5,817,053.79	0.42%
UNITED STATES TREAS BDS 4.250% 15/NOV/2040	N/A	912810QL5	4,500,000	5,738,904.00	0.42%
FREDDIE MAC 4.8750% DUE 15/NOV/2013	N/A	3134A4UK8	5,292,000	5,732,654.26	0.42%
GNMA II MORTPASS 5% 20/SEP/2040 SF PN# 004802	N/A	36202FKP0	4,969,018	5,500,392.34	0.40%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4H2	4,980,421	5,444,398.33	0.40%
TBA GNMA II JUMBOS 4.00% MAT 30 YEARS SETTLES	N/A	21H040616	5,000,000	5,347,656.00	0.39%
UNITED STATES TREAS BDS 4.75% 15/FEB/2041	N/A	912810QN1	3,650,000	5,030,156.25	0.37%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% BDS	N/A	31398ADM1	4,005,000	4,838,945.13	0.35%
UNITED STATES TREAS NTS 2.750% 31/MAY/2017	N/A	912828NG1	4,335,000	4,744,453.76	0.35%
CITIGROUP FUNDING INC 2.25% BDS 10/DEC/2012	N/A	17313YAJ0	4,550,000	4,634,498.05	0.34%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	3,995,000	4,627,020.99	0.34%
FHLMCGLD MORTPASS 4.5% 01/APR/2040 G0 PN# G05894	N/A	3128M73B0	4,312,722	4,573,897.95	0.33%
FED NATL MTG ASSN 5.5% POOL# 254767	N/A	31371K6C0	4,180,259	4,569,693.09	0.33%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9895	N/A	31417W7H8	4,356,468	4,555,526.39	0.33%
UNITED STATES TREAS NTS 2.000% 15/NOV/2021	N/A	912828RR3	4,500,000	4,551,327.00	0.33%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# AC1454	N/A	31417KTL1	4,225,416	4,442,734.99	0.32%
TBA GNMA I SF 5.00 30 YRS JAN	N/A	01N050610	4,000,000	4,430,624.80	0.32%
FHLMCGLD MORTPASS 4.5% 01/AUG/2039 A8 PN# A88133	N/A	312935BA6	4,132,960	4,383,250.08	0.32%
UNITED STATES OF AMER TREAS BONDS 5.375% BDS	N/A	912810FP8	3,000,000	4,275,936.00	0.31%
UNITED STATES OF AMER TREAS NOTES 'C' 4.5% TB	N/A	912828GS3	3,595,000	4,263,727.52	0.31%
FHLMCGLD MORTPASS 5% 01/MAR/2039 A8 PN# A85442	N/A	312932BK1	3,933,763	4,231,392.55	0.31%
GNMA II MORTPASS 5% 20/JUL/2040 SF PN# 004747	N/A	36202FHY5	3,820,277	4,228,807.57	0.31%
TBA FNMA SF 4.00 15 YRS JAN	N/A	01F040412	4,000,000	4,218,124.80	0.31%
TBA FNMA SF 4.00 30 YRS JAN	N/A	01F040610	4,000,000	4,201,875.20	0.31%
USA TREASURY BDS 8% BDS 15/NOV/2021 USD1000	N/A	912810EL8	2,655,000	4,149,682.70	0.30%
UNITED STATES OF AMER TREAS NOTES 1.875% TB	N/A	912828KF6	4,000,000	4,136,248.00	0.30%
USA TREASURY BDS 6.25% BDS 15/AUG/2023 USD	N/A	912810EQ7	2,869,000	4,106,256.25	0.30%
UNITED STATES OF AMER TREAS NOTES 2.375%	N/A	912828LK4	3,870,000	4,076,805.06	0.30%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 16/SEP/2014	N/A	31398AYY2	3,775,000	4,023,987.68	0.29%
GNMA I MORTPASS 5% 15/SEP/2039 SF PN# 722292	N/A	3620A8NH2	3,627,231	4,021,805.90	0.29%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95407	N/A	312944AG6	3,803,512	3,994,971.88	0.29%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31402CVV1	3,576,685	3,988,356.82	0.29%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96050	N/A	312944WK3	3,780,013	3,970,290.33	0.29%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96049	N/A	312944WJ6	3,773,441	3,963,387.29	0.29%
TENNESSEE VALLEY 4.5% BDS 01/APR/2018 USD1000	N/A	880591EC2	3,365,000	3,945,018.32	0.29%
UNITED STATES OF AMER TREAS BONDS 4.25% BDS	N/A	912810QB7	3,095,000	3,937,421.86	0.29%
UNITED STATES TREAS NTS 02.875% 31/MAR/2018	N/A	912828QB9	3,500,000	3,865,312.50	0.28%
FHLMCGLD MORTPASS 4.5% 01/MAY/2039 G0 PN# G05449	N/A	3128M7L61	3,603,088	3,821,289.44	0.28%
FNMA MORTPASS 4% 01/JUL/2039 CL PN# AA9611	N/A	31416TVD8	3,593,578	3,778,401.29	0.28%
UNITED STATES TREAS NTS 2.50% 30/JUN/2017	N/A	912828NK2	3,450,000	3,731,119.80	0.27%
FEDERAL HOME LOAN BANKS 3.625% BDS 18/OCT/2013	N/A	3133XSAE8	3,500,000	3,699,076.50	0.27%
UNITED STATES TREAS NTS 2.125% 30/NOV/2014	N/A	912828LZ1	3,520,000	3,697,098.24	0.27%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 970320	N/A	31414MPD2	3,334,183	3,633,335.08	0.27%
UNITED STATES TREAS NTS 4.625% 15/FEB/2017	N/A	912828GH7	3,060,000	3,631,121.46	0.27%
GNMA II MORTPASS 5.5% 20/MAY/2036 SF PN# 003851	N/A	36202EH44	3,157,640	3,557,969.33	0.26%
FREDDIE MAC 0.625% 28/DEC/2012	N/A	3137EACQ0	3,530,000	3,543,738.76	0.26%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# 994002	N/A	31416AGK0	3,361,878	3,540,563.15	0.26%
UNITED STATES TREAS NTS 1.750% 31/MAR/2014	N/A	912828KJ8	3,345,000	3,454,495.23	0.25%
USA TREASURY BDS 4.5% DEB 15/FEB/2036 USD1000	N/A	912810FT0	2,610,000	3,415,430.34	0.25%
TBA GNMA I SF 6.00 30 YRS JAN	N/A	01N060619	3,000,000	3,395,625.00	0.25%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AB1388	N/A	31416WRJ3	3,176,639	3,383,056.83	0.25%
FNMA MORTPASS 4% 01/APR/2024 CI PN# AA2549	N/A	31416KZP6	3,134,000	3,306,283.82	0.24%
UNITED STATES TREAS NTS 2.625% 30/APR/2016	N/A	912828KR0	3,055,000	3,305,366.42	0.24%
FNMA MORTPASS 5% 01/MAY/2023 CI PN# 969977	N/A	31414MCN4	3,056,850	3,290,216.20	0.24%
TBA GNMA I SF 4.50 30 YRS JAN	N/A	01N042617	3,000,000	3,268,593.60	0.24%
FEDERAL HOME LOAN BANKS 4% BDS 06/SEP/2013 USD5000	N/A	3133XRX88	3,055,000	3,239,274.55	0.24%
TBA FNMA SF 5.00 15 YRS JAN	N/A	01F050411	3,000,000	3,225,937.50	0.24%
FNMA MORTPASS 5% 01/SEP/2041 CL PN# AL0761	N/A	3138EGZ31	2,961,027	3,206,804.02	0.23%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402QYY1	2,899,300	3,167,587.32	0.23%
GNMA II MORTPASS 4.5% 20/JUN/2041 SF PN# 005082	N/A	36202FUF1	2,863,702	3,129,399.62	0.23%
UNITED STATES TREAS BDS 4.500% 15/MAY/2038	N/A	912810PX0	2,370,000	3,123,214.44	0.23%
FHLMCGLD MORTPASS 6% 01/AUG/2039 A8 PN# A87958	N/A	312934ZX3	2,828,929	3,107,943.53	0.23%
UNITED STATES TREAS NTS 2.125% 15/AUG/2021	N/A	912828RC6	3,000,000	3,076,875.00	0.22%
US TREAS NTS 3.625% 31/DEC/2012	N/A	912828HM5	2,960,000	3,061,980.88	0.22%
BANK OF AMERICA CORP 5.65% BDS 01/MAY/2018 USD5000	N/A	06051GDX4	3,135,000	2,986,880.66	0.22%
GNMA II MORTPASS 4.5% 20/AUG/2040 SF PN# 004771	N/A	36202FJQ0	2,704,615	2,957,665.74	0.22%
ASIAN DEV BK SR NT 2.625% 09/FEB/2015	N/A	045167BX0	2,765,000	2,915,393.88	0.21%
FNMA MORTPASS 5.5% 01/JAN/2035 CL PN# 735141	N/A	31402QWA5	2,655,289	2,900,997.31	0.21%
FNMA MORTPASS 4% 01/NOV/2039 CL PN# AC7249	N/A	31417UBT1	2,754,918	2,896,607.50	0.21%
FNMA MORTPASS 3.5% 01/FEB/2026 CI PN# AH5616	N/A	3138A7G28	2,726,259	2,853,501.21	0.21%
FHLMCGLD MORTPASS 4.5% 01/MAR/2040 A9 PN# A91538	N/A	312939V73	2,690,066	2,852,134.57	0.21%
FREDDIE MAC 4.125% 21/DEC/2012	N/A	3137EABE8	2,740,000	2,842,248.58	0.21%
FED REP OF BRAZIL10.50 PCT 14/JUL/2014	N/A	105756BD1	2,250,000	2,767,500.00	0.20%
FNMA MORTPASS 4% 01/SEP/2039 CL PN# AC1921	N/A	31417LD36	2,595,412	2,728,897.64	0.20%
FNMA MORTPASS 4.5% 01/APR/2040 CL PN# AD2888	N/A	31418QF65	2,559,570	2,725,890.46	0.20%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 01/SEP/2016	N/A	3135G0AY9	2,700,000	2,710,835.10	0.20%
FNMA MORTPASS 4.5% 01/JUL/2040 CL PN# AD7992	N/A	31418V3A8	2,544,534	2,709,876.94	0.20%
CONSOLIDATED EDISON CO(N.Y) 5.85% DEB 01/APR/2018	N/A	209111ET6	2,200,000	2,684,063.80	0.20%
FHLMCGLD MORTPASS 4.5% 01/SEP/2040 A9 PN# A93996	N/A	312942NM3	2,502,808	2,653,594.30	0.19%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AD9153	N/A	31418XE38	2,463,527	2,623,606.94	0.19%
EUROPEAN INVESTMENT BANK 4.25% BDS 15/JUL/2013	N/A	298785ER3	2,500,000	2,616,807.50	0.19%
USA TREASURY BDS 8.5% BDS 15/FEB/2020 USD1000	N/A	912810EE4	1,700,000	2,614,679.90	0.19%
CITIGROUP COML MTG TR 2008-C7 COML MTG P/THRU CTF	N/A	17313KAF8	2,320,000	2,576,803.12	0.19%
FNMA MORTPASS 4.5% 01/MAY/2025 CI PN# AD4089	N/A	31418RRK9	2,362,219	2,519,019.73	0.18%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737727	N/A	3620ARSQ5	2,284,052	2,454,570.20	0.18%
FED NATL MTG ASSN 6.0% DUE 01/DEC/2035	N/A	31371MLC9	2,189,727	2,421,778.60	0.18%
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% NTS	N/A	31398AXJ6	2,280,000	2,379,597.24	0.17%
UNITED STATES TREAS NTS 1.750% 31/JUL/2015	N/A	912828NP1	2,250,000	2,348,437.50	0.17%
GS MORTGAGE SECURITIES CORP SER 2004-GG2 CL A5 VAR	N/A	36228CTG8	2,133,000	2,247,418.39	0.16%
USA TREASURY BDS 8.125% BDS15/AUG/2019 USD1000	N/A	912810ED6	1,500,000	2,230,782.00	0.16%
UNITED STATES TREAS NTS 2.75% 28/FEB/2018	N/A	912828PY0	2,000,000	2,192,812.00	0.16%
COMMERCIAL MORTGAGE PASS-THROUGH CERT 2005-LP5 CL	N/A	20047PAE7	2,000,000	2,180,860.00	0.16%
UNITED STATES TREAS NTS 04.875% 15/AUG/2016	N/A	912828FQ8	1,833,000	2,173,967.33	0.16%
GNMA II MORTPASS 4.5% 20/SEP/2041 SF PN# 005175	N/A	36202FXC5	1,978,315	2,161,865.06	0.16%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	2,000,000	2,121,004.00	0.15%
TBA FHLMC GOLD SF 4.50 30 YRS JAN	N/A	02R042611	2,000,000	2,119,062.40	0.15%
UNITED STATES TREAS NTS 2.375% 28/FEB/2015	N/A	912828MR8	1,990,000	2,111,421.84	0.15%
MERRIL LYNCH MORTGAGE TRUST 2003-KEY1 CL A4	N/A	59022HCQ3	2,000,000	2,109,398.00	0.15%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006C25 A5	N/A	92976VAF5	1,900,000	2,108,072.80	0.15%
FNMA MORTPASS 3.5% 01/OCT/2026 CI PN# AJ4093	N/A	3138AVRP2	1,983,079	2,075,635.02	0.15%
GNMA II MORTPASS 5% 20/OCT/2039 SF PN# 004559	N/A	36202FB47	1,866,835	2,067,053.23	0.15%
TBA FNMA 3.00% 15YEARS JAN	N/A	01F030413	2,000,000	2,065,312.40	0.15%
FHLMC GOLD TBA 15YR TBA 03.000% JAN	N/A	02R030418	2,000,000	2,064,375.00	0.15%
GNMA II MORTPASS 4.5% 20/APR/2041 SF PN# 005017	N/A	36202FSE7	1,870,776	2,044,348.88	0.15%
UNITED STATES TREAS NTS 3.000% 28/FEB/2017	N/A	912828MS6	1,845,000	2,040,455.61	0.15%
ONTARIO(PROVINCE OF) 4.10% BDS 16/JUN/2014 USD1000	N/A	6832348A9	1,845,000	1,982,517.08	0.14%
UNITED STATES TREAS NTS 2.750% 15/FEB/2019	N/A	912828KD1	1,805,000	1,976,897.37	0.14%
FNMA MORTPASS 4% 01/FEB/2031 CT PN# MA0641	N/A	31417YWB9	1,854,449	1,959,677.54	0.14%
FNMA MORTPASS 4% 01/FEB/2041 CL PN# AE6392	N/A	31419HC67	1,859,490	1,955,707.33	0.14%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	1,500,000	1,945,660.50	0.14%
FHLMCGLD MORTPASS 3.5% 01/MAY/2026 E0 PN# E02896	N/A	31294MGD7	1,834,745	1,922,654.50	0.14%
UNITED STATES OF AMER TREAS BONDS 3.875% BDS	N/A	912810QK7	1,600,000	1,918,000.00	0.14%
FHLMCGLD MORTPASS 3.5% 01/DEC/2025 J1 PN# J13883	N/A	3128PTJ48	1,806,523	1,903,241.51	0.14%
UNITED STATES TREAS NTS 1.875% 30/SEP/2017	N/A	912828PA2	1,800,000	1,881,984.60	0.14%
UNITED STATES TREAS NTS 1.875% 31/OCT/2017	N/A	912828PF1	1,800,000	1,881,984.60	0.14%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS	N/A	105756BK5	1,345,000	1,856,100.00	0.14%
EUROPEAN INVESTMENT 4.62500 20/OCT/2015	N/A	298785DR4	1,675,000	1,856,374.03	0.14%
GNMA II MORTPASS 5% 20/JUN/2040 SF PN# 004715	N/A	36202FGY6	1,675,080	1,854,208.21	0.14%
FNMA MORTPASS 4% 01/DEC/2030 CT PN# AH1515	N/A	3138A2VH9	1,747,722	1,846,894.58	0.13%
FEDERAL NATIONAL MORTGAGE ASSOC 4% MTG BDS	N/A	31417YUH8	1,755,106	1,845,373.43	0.13%
BANC AMERICA COML MTG INC 5.451% CMO 15/JAN/2049	N/A	059497AX5	1,630,000	1,770,910.24	0.13%
FHLMCGLD MORTPASS 5.5% 01/FEB/2036 G0 PN# G08111	N/A	3128MJDR8	1,590,166	1,729,361.88	0.13%
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000	N/A	715638AW2	1,370,000	1,722,775.00	0.13%
US TREASURY NOTE 4.125% 15/MAY/2015	N/A	912828DV9	1,533,000	1,719,714.80	0.13%
UNITED STATES TREAS BDS 4.500% 15/AUG/2039	N/A	912810QC5	1,285,000	1,699,612.96	0.12%
UNITED STATES TREAS BDS 4.375% 15/MAY/2040	N/A	912810QH4	1,300,000	1,688,780.60	0.12%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EACA5	1,475,000	1,683,758.23	0.12%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43886	N/A	3128K4J71	1,495,786	1,660,141.47	0.12%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38531	N/A	31297UPQ7	1,521,231	1,656,055.75	0.12%
FNMA MORTPASS 7% 01/NOV/2037 CL PN# 955194	N/A	31413TUT7	1,445,803	1,651,337.08	0.12%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	1,546,000	1,626,427.56	0.12%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	1,490,000	1,599,249.78	0.12%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AC0397	N/A	31417JNP1	1,501,832	1,599,420.77	0.12%
UNITED STATES TREAS BDS 3.125% 15/NOV/2041	N/A	912810QT8	1,500,000	1,571,484.00	0.11%
KREDITANSTALT FUR WIEDERAUFBAU 4.37500 21/JUL/2015	N/A	500769BH6	1,405,000	1,562,149.25	0.11%
UNITED STATES TREASURY NOTES 4.0% DUE 15/FEB/2015	N/A	912828DM9	1,400,000	1,554,875.00	0.11%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAE4	1,395,000	1,510,411.14	0.11%
FHLMCGLD MORTPASS 5.5% 01/SEP/2035 A3 PN# A37135	N/A	31297S4U6	1,376,709	1,498,725.88	0.11%
LB UBS COMMERCIAL MORTGAGE TRUST VAR% CMO	N/A	52108HXM1	1,411,000	1,483,244.61	0.11%
BERKSHIRE HATHAWAY FINANCE CORP 4.85% NTS	N/A	084664AT8	1,326,000	1,468,859.26	0.11%
UNITED STATES TREAS NTS 3% 30/SEP/2016	N/A	912828LP3	1,325,000	1,460,709.15	0.11%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649513	N/A	36292HSA2	1,287,694	1,450,868.90	0.11%
FNMA MORTPASS 4% 01/OCT/2025 CI PN# AB1609	N/A	31416WYF3	1,322,861	1,395,581.61	0.10%
FNMA MORTPASS 5.5% 01/JAN/2024 CI PN# 995517	N/A	31416B4A3	1,265,277	1,373,859.38	0.10%
FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS	N/A	31359MWJ8	1,236,000	1,373,370.28	0.10%
CITIGROUP INC 5.30% 07/JAN/2016	N/A	172967DE8	1,321,000	1,369,750.18	0.10%
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	1,182,000	1,335,647.00	0.10%
FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AH2717	N/A	3138A4AT2	1,252,168	1,310,610.24	0.10%
MORGAN STANLEY 5.45% NTS 09/JAN/2017 USD1000	N/A	617446C23	1,345,000	1,294,917.58	0.09%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383F7Y8	1,384,000	1,283,188.06	0.09%
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034	N/A	91086QAS7	973,000	1,267,332.50	0.09%
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD	N/A	3134A4KX1	865,000	1,258,940.03	0.09%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2067	N/A	31416XJM3	1,196,700	1,232,565.05	0.09%
FNMA MORTPASS ARM 01/SEP/2041 LB PN# AJ1249	N/A	3138ASL75	1,123,403	1,170,681.87	0.09%
UNITED MEXICAN STS MT BE 6.375% 16/JAN/2013	N/A	91086QAK4	1,120,000	1,170,400.00	0.09%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43884	N/A	3128K4J55	1,051,625	1,167,176.49	0.09%
AEP TEXAS CENTRAL TRANS 5.17% 01/JAN/2020	N/A	00110AAD6	1,000,000	1,166,584.90	0.09%
FIFTH THIRD BANCORP 3.625% 25/JAN/2016	N/A	316773CK4	1,150,000	1,166,780.80	0.09%
FHLMCGLD MORTPASS 5% 01/AUG/2025 G3 PN# G30267	N/A	3128CUJL1	1,068,644	1,162,856.43	0.08%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38255	N/A	31297UE48	1,062,054	1,156,183.33	0.08%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	1,080,000	1,155,729.60	0.08%
BARRICK GOLD FIN 4.875% DUE 15/NOV/2014	N/A	06849VAB9	1,060,000	1,154,536.10	0.08%
GOLDMAN SACHS GROUP INC NT 3.625% 07/FEB/2016	N/A	38143USC6	1,180,000	1,140,143.14	0.08%
COMCAST CORP 5.15% BDS 01/MAR/2020 USD	N/A	20030NBA8	1,000,000	1,137,232.00	0.08%
GLAXOSMITHKLINE CAPITAL INC 5.65% SNR NTS	N/A	377372AD9	940,000	1,131,390.58	0.08%
CITIGROUP INC 5.50% 15/OCT/2014	N/A	172967EZ0	1,100,000	1,130,851.70	0.08%
TIME WARNER CABLE 8.25% SNR NTS 01/APR/2019 USD	N/A	88732JAS7	900,000	1,130,410.80	0.08%
TELEFONICA EMISIONES SAU 6.421% BDS 20/JUN/2016	N/A	87938WAB9	1,080,000	1,130,213.52	0.08%
VERIZON GLOBAL FUNDING CORP 7.75% BDS 01/DEC/2030	N/A	92344GAM8	810,000	1,128,100.77	0.08%
ARCELORMITTAL SA 6.125% SNR NTS 01/JUN/2018	N/A	03938LAF1	1,140,000	1,125,820.68	0.08%
JP MORGAN CHASE COMMERCIAL MORTGAGE FR CMO	N/A	46628FAF8	1,000,000	1,122,331.00	0.08%
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS	N/A	22303QAG5	940,000	1,113,900.94	0.08%
GNMA I MORTPASS 5.5% 15/MAR/2036 SF PN# 652207	N/A	36292LR48	990,902	1,114,300.49	0.08%
JPMORGAN CHASE BANK NATL ASS 6% NTS 05/JUL/2017	N/A	48121CVZ6	1,030,000	1,105,193.09	0.08%
TBA FNMA SF 5.50 15 YRS JAN	N/A	01F052417	1,000,000	1,084,687.50	0.08%
UNION PACIFIC CORP 5.125% UNS LN STK 15/FEB/2014	N/A	907818DC9	1,000,000	1,081,868.00	0.08%
ILLINOIS ST GO PENSION FUND SER OF JUNE GLOBAL	N/A	452151LF8	1,185,000	1,075,553.40	0.08%
TBA FHLMC GOLD SF 5.00 30 YRS JAN	N/A	02R050614	1,000,000	1,074,531.20	0.08%
GNMA TBA 30YR TBA 04.000% JAN	N/A	01N040611	1,000,000	1,072,656.20	0.08%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/MAR/2019	N/A	195325BL8	850,000	1,071,000.00	0.08%
TBA FNMA SF 4.50 15 YRS JAN	N/A	01F042418	1,000,000	1,065,937.50	0.08%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649510	N/A	36292HR70	943,556	1,063,122.60	0.08%
QWEST CORP 8.375% SNR UNSEC NTS 01/MAY/2016 USD	N/A	74913GAW5	925,000	1,059,470.03	0.08%
FED NATL MTG ASSOC 6.25% 15/MAY/2029 USD1000	N/A	31359MEU3	750,000	1,055,900.25	0.08%
FNMA MORTPASS 4% 01/FEB/2039 CL PN# 934986	N/A	31412UF39	1,004,132	1,055,776.14	0.08%
TBA FHLMC GOLD SF 4.00 15 YRS JAN	N/A	02R040417	1,000,000	1,049,375.00	0.08%
TBA FHLMC GOLD SF 4.00 30 YRS JAN	N/A	02R040615	1,000,000	1,048,750.00	0.08%
TBA GNMA I 3.5% 30YRS JAN	N/A	01N032618	1,000,000	1,044,375.00	0.08%
FNMA MORTPASS 4% 01/NOV/2041 CL PN# AJ3794	N/A	3138AVGC3	993,208	1,044,600.04	0.08%
TBA FHLMC 3.5% 15YRS JAN	N/A	02R032414	1,000,000	1,042,343.80	0.08%
GNMA II MORTPASS 5% 20/MAY/2041 SF PN# 005056	N/A	36202FTM8	940,704	1,041,300.93	0.08%
TBA FED NATL MORT ASSC 3.5% MBPT 15/01/41 USD	N/A	01F032617	1,000,000	1,028,437.50	0.08%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.414% BDS	N/A	646139W35	715,000	1,025,295.70	0.07%
BANC OF AMERICA COMMERCIAL MORTGAGE INC SER 2005-3	N/A	05947UR91	1,000,000	1,023,653.00	0.07%
DEUTSCHE BANK AG LONDON 4.875% 20/MAY/2013	N/A	2515A0NY5	1,000,000	1,022,204.00	0.07%
FNMA MORTPASS 4% 01/OCT/2039 CL PN# AC2651	N/A	31417L5M3	969,170	1,019,015.49	0.07%
GENERAL ELECTRIC CAPITAL CORP 6.75% MED TERM NTS	N/A	36962GXZ2	867,000	1,015,205.85	0.07%
ALLY AUTO RECEIVABLES TRUST 2010-4 A-4 1.350%	N/A	02005PAD7	1,000,000	1,005,634.00	0.07%
AOL TIME WARNER INC 7.625% BDS 15/APR/2031 USD1000	N/A	00184AAC9	773,000	997,851.01	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43861	N/A	3128K4JE6	917,389	997,692.73	0.07%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97040	N/A	312945ZD3	941,228	988,607.53	0.07%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	946,000	985,821.87	0.07%
FNMA MORTPASS 4.5% 01/MAR/2029 CT PN# 930770	N/A	31412PCF6	919,712	984,217.23	0.07%
BAXTER INTERNATIONAL INC 5.375% NTS 01/JUN/2018	N/A	071813AY5	835,000	980,474.54	0.07%
INTERNATIONAL BANK FOR REC & DEV 7.625% BDS	N/A	459056LD7	677,000	974,009.38	0.07%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	633,000	974,820.00	0.07%
KOREA(REPUBLIC OF) 4.25% BDS 01/JUN/2013 USD1000	N/A	50064FAC8	942,000	973,926.26	0.07%
ORACLE CORP 3.75% SNR NTS 08/JUL/2014 USD	N/A	68389XAF2	905,000	973,305.78	0.07%
CISCO SYSTEMS INC SR NT 4.95% 15/FEB/2019	N/A	17275RAE2	835,000	967,960.39	0.07%
AT&T INC 6.15% NTS 15/SEP/2034 USD1000	N/A	78387GAQ6	814,000	965,611.57	0.07%
ROYAL BANK OF SCOTLAND PLC 3.25% BDS 11/JAN/2014	N/A	78010XAJ0	1,000,000	958,234.00	0.07%
CALIFORNIA STATE 7.55% BDS 01/APR/2039 USD5000	N/A	13063A5G5	775,000	947,608.00	0.07%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 759207	N/A	36230UGQ6	878,224	947,631.15	0.07%
FHLMCGLD MORTPASS 6% 01/SEP/2036 G0 PN# G02390	N/A	3128LXUP3	858,864	946,256.88	0.07%
EUROPEAN INVESTMENT BANK 3% BDS 08/APR/2014	N/A	298785EX0	905,000	937,885.89	0.07%
BANK OF NOVA SCOTIA 2.9% BDS 29/MAR/2016 USD1000	N/A	064149D87	900,000	931,687.20	0.07%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	857,000	930,092.67	0.07%
HEWLETT-PACKARD CO 5.5% SNR NTS 01/MAR/2018	N/A	428236AS2	835,000	928,074.11	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43885	N/A	3128K4J63	833,669	925,271.42	0.07%
LILLY(ELI)& CO BDS 15/MAR/2017 USD1000	N/A	532457BB3	800,000	924,122.40	0.07%
KREDITANSTALT FUER WIEDERAUFBAU KFW 4.375% SNR NTS	N/A	500769CR3	800,000	919,173.60	0.07%
EUROPEAN BANK FOR REC & DEV 1.125% NTS 25/AUG/2014	N/A	459058AY9	900,000	914,651.10	0.07%
WASTE MANAGEMENT INC 6.375% 11/MAR/2015	N/A	94106LAT6	800,000	912,738.40	0.07%
KREDITANST FUR WIE 1.375% BDS 15/JUL/2013 USD	N/A	500769DY7	900,000	908,181.00	0.07%
VIRGINIA ELECTRIC & POWER CO SER'B' 5.95% SNR NTS	N/A	927804FC3	750,000	902,560.50	0.07%
COMMONWEALTH EDISON 6.15% BDS 15/SEP/2017 USD1000	N/A	202795HS2	750,000	890,634.00	0.06%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	800,000	890,752.00	0.06%
BRISTOL-MYERS SQUIBB CO 5.25% BDS 15/AUG/2013	N/A	110122AL2	825,000	887,197.58	0.06%
CONOCOPHILLIPS 5.625% NTS 15/OCT/2016 USD1000	N/A	20825TAA5	760,000	887,325.84	0.06%
KFW BANKENGRUPPE 3.5% GTD BDS 10/MAR/2014 USD1000	N/A	500769DF8	835,000	881,521.19	0.06%
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000	N/A	17275RAC6	750,000	872,797.50	0.06%
CITIBANK CREDIT CARD ISSUANCE TRUST	N/A	17305EDE2	750,000	868,576.43	0.06%
SCHERING-PLOUGH CORP VAR NOTES 01/DEC/2013 USD1000	N/A	806605AE1	800,000	869,616.80	0.06%
MIDAMERICAN ENERGY HLDGS 5.75% SNR NTS 01/APR/2018	N/A	59562VAT4	750,000	865,505.25	0.06%
ENCANA CORP 5.8% BDS 01/MAY/2014 USD1000	N/A	292506AA0	791,000	859,078.21	0.06%
FHLMC MORTPASS ARM 01/JUL/2041 1B PN# 1B8478	N/A	3128UGY27	799,430	833,403.62	0.06%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	850,000	833,503.20	0.06%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A48378	N/A	3128K9JX3	748,667	830,929.35	0.06%
KFW 2.75% 08/SEP/2020	N/A	500769DZ4	800,000	827,848.80	0.06%
SHELL INTERNATIONAL FIN BV GTD NT 6.375%	N/A	822582AD4	600,000	825,786.60	0.06%
GENERAL ELEC CAP CORP MTN BE FR 6.15%07/AUG/2037	N/A	36962G3A0	750,000	820,416.00	0.06%
VERIZON COMMUNICATIONS INC 8.75% BDS 01/NOV/2018	N/A	92343VAQ7	600,000	810,435.60	0.06%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	600,000	807,247.80	0.06%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	750,000	806,778.75	0.06%
RIO TINTO FINANCE 4.125% BDS 20/MAY/2021 USD1000	N/A	767201AN6	750,000	806,240.25	0.06%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 757039	N/A	36230RZC3	745,431	803,412.05	0.06%
KIMBEERLY- CLARK CORP 4.875 15/AUG/2015	N/A	494368AY9	710,000	794,532.60	0.06%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	706451BG5	701,000	794,758.75	0.06%
KINDER MORGAN ENERGY PARTNERS 6.85% BDS	N/A	494550BB1	675,000	793,681.20	0.06%
VERIZON COMMUNICATIONS INC 6.35% BDS 01/APR/2019	N/A	92343VAV6	650,000	792,029.55	0.06%
DIRECTV HLDGS/FINANCE 4.6% BDS 15/FEB/2021 USD1000	N/A	25459HAW5	750,000	779,811.75	0.06%
DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014	N/A	25468PCA2	687,000	778,112.00	0.06%
AMERICAN EXPRESS CO 8.125% LN STK 20/MAY/2019	N/A	025816BB4	600,000	775,722.60	0.06%
CATERPILLAR FINANCIAL SERVICES CORP 6.125% UNS LN	N/A	14912L4F5	700,000	775,023.90	0.06%
MUNICIPAL ELEC AUTH GA RFDG-PLANT VOGTLE UNITS	N/A	626207YM0	750,000	770,970.00	0.06%
WACHOVIA BANK 6.6% BDS 15/JAN/2038 USD1000 TR'9'	N/A	92976GAJ0	675,000	765,480.38	0.06%
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000	N/A	20825CAQ7	550,000	760,796.85	0.06%
SLM CORP 78442FCJ5 5.375% 15/MAY/2014	N/A	78442FCJ5	759,000	759,532.06	0.06%
METROPOLITAN TRANSN AUTH N Y D SER'C'7.336% BDS	N/A	59259NZH9	540,000	756,356.40	0.06%
SOUTHERN CO. 1.95% SNR NT 01/SEP/2016 USD	N/A	842587CH8	750,000	757,077.75	0.06%
COX COMMUNICATIONS INC 5.5% 01/OCT/2015	N/A	224044BH9	667,000	750,529.74	0.05%
AETNA INC NEW 6% SNR NTS 15/JUN/2016 USD1000	N/A	00817YAE8	650,000	747,899.10	0.05%
FHLMCGLD MORTPASS 4.5% 01/APR/2029 C9 PN# C91244	N/A	3128P7LZ4	702,906	748,328.65	0.05%
BP CAPITAL MARKETS 3.875% GTD NTS 10/MAR/2015	N/A	05565QBH0	700,000	747,464.90	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1361	N/A	3138A2QP7	705,103	742,639.74	0.05%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	800,000	740,863.20	0.05%
PEPSICO INC 2.50% NTS 10/MAY/2016 USD1000	N/A	713448BT4	700,000	728,222.60	0.05%
EUROPEAN INVESTMENT BANK 2.5% BDS 16/MAY/2016 EMTN	N/A	298785FN1	700,000	723,823.80	0.05%
ENTERPRISE PRODUCTS OPERATING LP 5.6% BDS	N/A	293791AN9	656,000	718,757.55	0.05%
FEDERAL HOME LOAN BANKS 4.875% BDS 17/MAY/2017	N/A	3133XKQX6	605,000	717,783.50	0.05%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2068	N/A	31416XJN1	696,284	716,716.46	0.05%
BALTIMORE GAS & ELECTRIC CO 5.9% SNR NTS	N/A	059165DZ0	615,000	715,759.14	0.05%
GNMA I MORTPASS 5.5% 15/SEP/2035 SF PN# 649454	N/A	36292HQF3	635,358	715,869.51	0.05%
NOVA SCOTIA(PROVINCE OF) CANADA 5.125% BDS	N/A	669827FT9	615,000	716,143.52	0.05%
SUNCOR ENERGY 6.1% BDS 01/JUN/2018 USD1000	N/A	86722TAA0	605,000	716,177.22	0.05%
HONEYWELL INC 5.3% BDS 01/MAR/2018 USD1000	N/A	438516AX4	605,000	713,477.71	0.05%
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 5.375%	N/A	03523TAN8	600,000	703,682.40	0.05%
BNP PARIBAS 3.6% BDS 23/FEB/2016 USD1000	N/A	05567LU54	750,000	703,479.75	0.05%
ROYAL BANK OF CANADA 1.45% BDS 30/OCT/2014 USD1000	N/A	78008TXA7	700,000	703,633.70	0.05%
LANDWIRTSCHAFTLICHE RENTENBANK 5.125% BDS	N/A	515110AV6	600,000	700,430.40	0.05%
BANK AMER CORP SR NT -L 3.75% 12/JUL/2016	N/A	06051GEK1	750,000	694,439.25	0.05%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755958	N/A	36230QTP3	643,482	693,532.87	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1518	N/A	3138A2VL0	652,958	683,433.34	0.05%
DUKE ENERGY CORP 5.05% BDS 15/SEP/2019 USD1000	N/A	26441CAD7	600,000	680,733.00	0.05%
REPUBLIC SERVICES, INC. 5.25% 15/NOV/2021	N/A	760761AD8	600,000	680,332.80	0.05%
EUROPEAN INVESTMENT BANK 4.625% NTS 15/MAY/2014	N/A	298785DD5	630,000	678,369.51	0.05%
IBM CORP 5.875% DUE 29/NOV/2032	N/A	459200BB6	532,000	675,543.71	0.05%
UBS AG(STAMFORD) 5.875% DEP NTS 15/JUL/2016	N/A	90261XBY7	679,000	676,242.58	0.05%
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000	N/A	713448BJ6	500,000	675,033.00	0.05%
CITIGROUP INC 3.953% BDS 15/JUN/2016 USD100	N/A	172967FS5	675,000	672,673.28	0.05%
INTERNATIONAL PAPER CO 9.375% BDS 15/MAY/2019	N/A	460146CD3	515,000	669,223.45	0.05%
TELECOM ITALIA CAPITAL 5.25% 01OCT20015	N/A	87927VAQ1	730,000	669,650.90	0.05%
AGILENT TECHNOLOGIES INC NT 6.5% 01/NOV/2017	N/A	00846UAC5	575,000	665,875.88	0.05%
AT&T INC 5.1% 15/SEP/2014	N/A	78387GAP8	597,000	657,562.07	0.05%
FNMA MORTPASS 4% 01/AUG/2024 CI PN# AC1374	N/A	31417KQ42	613,333	656,824.23	0.05%
WELLPOINT INC 5% NTS 15/DEC/2014 USD2000	N/A	94973VAG2	598,000	653,367.62	0.05%
BAY AREA TOLL AUTH CALIF 6.263% BDS 01/APR/2049	N/A	072024ND0	500,000	652,360.00	0.05%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	700,000	651,359.10	0.05%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	500,000	647,579.50	0.05%
PRUDENTIAL FINANCIAL INC 3% MTN 12/MAY/2016	N/A	74432QBR5	650,000	647,670.40	0.05%
BANC OF AMERICA COMMERCIAL MORTGAGE 5.356% MTN	N/A	05950VAE0	600,000	645,147.00	0.05%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 742244	N/A	3620AWS92	599,393	646,014.04	0.05%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737730	N/A	3620ARST9	600,701	645,546.81	0.05%
JOHNSON & JOHNSON 4.95% 15/MAY/2033	N/A	478160AL8	537,000	643,133.75	0.05%
TYCO INTERNATIONAL FINANCE SA 4.125% BDS	N/A	902118BM9	600,000	639,474.60	0.05%
BARCLAYS BANK PLC 5.14% NTS 14/OCT/2020 USD1000	N/A	06739GBP3	750,000	634,865.25	0.05%
FHLMCGLD MORTPASS 4.5% 01/APR/2031 C9 PN# C91366	N/A	3128P7QT3	595,576	634,063.69	0.05%
VALE OVERSEAS LIMITED 6.875% GTD NTS 21/NOV/2036	N/A	91911TAH6	556,000	633,034.36	0.05%
JP MORGAN CHASE & 5.6% BDS 15/JUL/2041 USD1000	N/A	46625HJB7	600,000	628,179.00	0.05%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	606,000	626,844.58	0.05%
JPMORGAN CHASE & CO 3.7% NTS 20/JAN/2015 USD1000	N/A	46625HHP8	605,000	627,267.03	0.05%
BOEING CAPITAL CORP 2.9% BDS 15/AUG/2018 USD1000	N/A	097014AM6	600,000	624,560.40	0.05%
PFIZER INC 5.35% SRN 15/MAR/2015 USD1000	N/A	717081DA8	550,000	622,152.30	0.05%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2066	N/A	31416XJL5	602,753	621,570.76	0.05%
ITALY (REPUBLIC OF) 4.5% 21/JAN/2015 USD	N/A	465410BN7	652,000	620,906.77	0.05%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930998	N/A	31412PKK6	576,278	616,696.40	0.04%
GOLDMAN SACHS GROUP INC 5.25% 15/OCT/2013	N/A	38141GDQ4	605,000	617,302.07	0.04%
EAST BAY CALIF MUN UTIL DIST WTR SYS REV SUB-SER	N/A	271014TU6	500,000	616,035.00	0.04%
CENOVUS ENERGY INC 5.7% SR NT 15/OCT/2019 USD1000	N/A	15135UAD1	520,000	609,940.76	0.04%
NEW YORK N Y 5.846% BDS 01/JUN/2040 USD5000	N/A	64966HYV6	520,000	610,417.60	0.04%
GENERAL ELECTRIC CAPITAL CORP 5.625% BDS	N/A	36962G3H5	550,000	608,726.25	0.04%
ORACLE CORP 5.375% BDS 15/JUL/2040 USD1000	N/A	68389XAM7	500,000	609,138.50	0.04%
CATERPILLAR INC 1.375% NTS 27/MAY/2014 USD2000	N/A	149123BU4	600,000	607,014.00	0.04%
DEERE & CO 8.10% BDS 15/MAY/2030 USD1000	N/A	244199AZ8	400,000	604,055.60	0.04%
QUEBEC 7.5% BDS 15/SEP/2029 USD1000	N/A	748148QR7	402,000	601,483.25	0.04%
COMCAST CORP 6.5% BDS 15/JAN/2017 USD1000	N/A	20030NAP6	507,000	596,321.74	0.04%
TRANSCANADA PIPELINES 5.85% BDS 15/MAR/2036	N/A	89352HAB5	500,000	593,570.00	0.04%
TIME WARNER CABLE INC 6.75% BDS 15/JUN/2039	N/A	88732JAU2	500,000	590,859.00	0.04%
AT&T INC 5.55% BDS 15/AUG/2041 USD1000	N/A	00206RBA9	500,000	588,708.50	0.04%
WAL-MART STORES 5.25% 01/SEP/2035	N/A	931142CB7	492,000	588,524.99	0.04%
COCA-COLA CO 1.8% BDS 01/SEP/2016 USD1000	N/A	191216AU4	578,000	587,913.86	0.04%
AMGEN INC 3.45% BDS 01/OCT/2020 USD1000	N/A	031162BD1	600,000	586,096.20	0.04%
TAMPA ELECTRIC CO 5.4% SNR NT 15/MAY/2021 USD1000	N/A	875127AZ5	500,000	585,155.50	0.04%
METROPOLITAN WTR DIST SOUTHN CALI 6.947% BDS	N/A	59266TEC1	500,000	585,805.00	0.04%
AT&T INC 5.5% BDS 01/FEB/2018 USD1000	N/A	00206RAJ1	505,000	584,552.65	0.04%
EUROPEAN INVESTMENT BANK 5.125% BDS 30/MAY/2017	N/A	298785EG7	500,000	581,396.00	0.04%
UNITED STATES TREAS BDS 3.50% 15/FEB/2039	N/A	912810QA9	515,000	579,294.66	0.04%
FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS	N/A	3134A3U46	388,000	574,659.04	0.04%
WELLS FARGO & COMPANY VAR 15/JUN/2016	N/A	949746QU8	550,000	574,748.90	0.04%
UNITED MEXICAN STATES 5.125% 15/JAN/2020	N/A	91086QAY4	500,000	571,250.00	0.04%
XL CAPITAL LTD 5.25% 15/SEP/2014	N/A	98372PAF5	541,000	572,115.62	0.04%
COSTCO WHOLESALE CORP 5.5% SNR NTS 15/MAR/2017	N/A	22160KAC9	475,000	567,333.35	0.04%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	698299AX2	500,000	566,250.00	0.04%
DUKE ENERGY CAROLINAS LLC 4.3% CNV BDS 15/JUN/2020	N/A	26442CAJ3	500,000	563,156.00	0.04%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% BDS	N/A	31294KN43	521,477	562,793.85	0.04%
VODAFONE GROUP 4.15% LN STK 10/JUN/2014 USD1000	N/A	92857WAT7	530,000	561,966.95	0.04%
JPM CHASE CAPITAL XXV 6.8% BDS 01/OCT/2037 USD1000	N/A	46631VAA9	560,000	562,100.00	0.04%
GENERAL ELECTRIC CAPITAL SERVICES 5.625% MTN	N/A	36962G3U6	500,000	560,001.00	0.04%
PORT AUTH N Y & N J CONSOLIDA 6.04% BDS	N/A	73358WAJ3	460,000	557,464.80	0.04%
CVS CAREMARK CORP 6.25% SNR NTS 01/JUN/2027	N/A	126650BJ8	460,000	556,558.14	0.04%
GENERAL MILLS INC 3.15% BDS 15/DEC/2021 USD1000	N/A	370334BM5	550,000	557,216.55	0.04%
PFIZER INC 7.20% BDS 15/MAR/2039 USD1000	N/A	717081CY7	375,000	553,605.00	0.04%
AMERICA MOVIL SAB DE CV 5% NTS 30/MAR/2020 USD1000	N/A	02364WAV7	500,000	552,386.00	0.04%
BRITISH TELECOM 9.125%-VAR BDS 15/DEC/2030 USD	N/A	111021AE1	391,000	551,036.30	0.04%
PROGRESS ENERGY INC 4.4% NTS 15/JAN/2021 USD1000	N/A	743263AR6	500,000	551,142.50	0.04%
INTERNATIONAL FINANCE CORP 1.125% BDS 23/NOV/2016	N/A	45950KBQ2	550,000	551,901.90	0.04%
MEDTRONIC INC 4.125% BDS 15/MAR/2021 USD1000	N/A	585055AV8	500,000	550,263.50	0.04%
CATERPILLAR INC 3.9% NTS 27/MAY/2021 USD1000	N/A	149123BV2	500,000	548,929.00	0.04%
WELLS FARGO & CO 4.6% BDS 01/APR/2021 USD1000	N/A	94974BEV8	500,000	548,341.00	0.04%
DEUTSCHE TELE INT FIN 5.25% 22/JUL/2013	N/A	25156PAF0	513,000	539,113.24	0.04%
ALTRIA GROUP INC GTD NT CR SENS19 06/AUG/2019	N/A	02209SAJ2	400,000	537,102.40	0.04%
APACHE CORP 3.625% BDS 01/FEB/2021 USD1000	N/A	037411AX3	500,000	538,124.50	0.04%
NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS	N/A	64972FT55	500,000	537,835.00	0.04%
TECK RESOURCES LTD 4.75% GTD 15/JAN/2022 USD1000	N/A	878742AV7	500,000	537,446.00	0.04%
CANADIAN NAT'L RAILWAYS 4.4% 15/MAR/2013	N/A	136375BH4	515,000	536,908.62	0.04%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	500,000	533,615.50	0.04%
HOSPITALITY PROPERTIES 44106MAF9 6.750%	N/A	44106MAF9	525,000	533,475.08	0.04%
PROCTER & GAMBLE CO 5.80% 15/AUG/2034	N/A	742718DB2	405,000	533,479.37	0.04%
KFW INTERNATIONAL FINANCE INC 4.125% NTS	N/A	500769AX2	492,000	533,161.70	0.04%
AMERICAN INTERNATIONAL GROUP INC 8.25% NTS	N/A	026874BT3	500,000	529,250.50	0.04%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	500,000	529,163.50	0.04%
DETROIT EDISON CO 3.45% BDS 01/OCT/2020 USD1000	N/A	250847EF3	500,000	528,093.50	0.04%
WAL-MART STORES INC 3.2% NTS 15/MAY/2014 USD1000	N/A	931142CQ4	500,000	528,047.50	0.04%
HEWLETT-PACKARD CO 4.65% BDS 09/DEC/2021 USD1000	N/A	428236BV4	500,000	527,540.00	0.04%
WACHOVIA BANK 5.6% NTS 15/MAR/2016 USD1000	N/A	92976GAE1	492,000	526,857.22	0.04%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 757038	N/A	36230RZB5	483,999	522,250.39	0.04%
BB&T CORP 3.2% BDS 15/MAR/2016 USD1000	N/A	05531FAG8	500,000	521,215.50	0.04%
BP CAPITAL MARKETS 3.561% NTS 01/NOV/2021 USD1000	N/A	05565QBU1	500,000	520,542.00	0.04%
WESTPAC BANKING CORP 4.2% NTS 27/FEB/2015 USD1000	N/A	961214BH5	500,000	521,117.00	0.04%
PHILIP MORRIS INTL INC 6.375% 16/MAY/2038	N/A	718172AC3	400,000	521,477.20	0.04%
NORDSTROM INC 4% BDS 15/OCT/2021 USD1000	N/A	655664AP5	500,000	521,217.00	0.04%
WEATHERFORD INTL LTD 5.125% 15/SEP/2020	N/A	94707VAA8	500,000	519,589.00	0.04%
CANADIAN NATURAL RESOURCES 6.25% NTS 15/MAR/2038	N/A	136385AL5	410,000	518,676.24	0.04%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755959	N/A	36230QTQ1	480,200	518,150.71	0.04%
BAKER HUGHES INC 3.2% BDS 15/AUG/2021 USD1000 144A	N/A	057224BA4	500,000	516,617.50	0.04%
UNITED TECHNOLOGIES CORP 01/MAY/2015	N/A	913017BH1	460,000	516,728.58	0.04%
JPMORGAN CHASE & CO NT 4.625% 10/MAY/2021	N/A	46625HHZ6	500,000	517,324.00	0.04%
DIRECTV HLDGS/FINANCE 3.5% BDS 01/MAR/2016 USD1000	N/A	25459HAY1	500,000	515,462.00	0.04%
PETROBRAS INTERNATIONAL FINANCE 3.875% BDS	N/A	71645WAT8	500,000	515,105.50	0.04%
KFW BANKENGRUPPE 2% NTS 01/JUN/2016 USD1000	N/A	500769EM2	500,000	515,206.50	0.04%
CITIGROUP INC 5.375% BDS 09/AUG/2020 USD1000	N/A	172967FF3	500,000	514,135.50	0.04%
EDISON INTERNATIONAL 3.75% BDS 15/SEP/2017 USD1000	N/A	281020AF4	500,000	514,516.50	0.04%
ONEOK PARTNERS LP SR NT 3.25% 01/FEB/2016	N/A	68268NAF0	500,000	514,671.50	0.04%
DIAGEO FINANCE 25244SAC5 5.3% 28/OCT/2015	N/A	25244SAC5	451,000	513,108.11	0.04%
AUTOZONE INC 4% NTS 15/NOV/2020 USD2000	N/A	053332AL6	500,000	512,256.50	0.04%
HONEYWELL INTERNATIONAL INC 5.4% BDS 15/MAR/2016	N/A	438516AP1	440,000	511,724.40	0.04%
GOLDMAN SACHS GROUP INC 6.00% 15/JUN/2020	N/A	38141EA66	500,000	512,181.00	0.04%
RIO TINTO FINANCE USA LTD 2.5% BDS 20/MAY/2016	N/A	767201AM8	500,000	510,043.50	0.04%
TRANSOCEAN INC 4.95% 15/NOV/2015	N/A	893830AX7	500,000	510,574.00	0.04%
ONTARIO (PROVINCE OF)	N/A	683234WQ7	463,000	508,413.36	0.04%
INTER AMERICAN DEVELOPMENT BANK 1.75% NTS	N/A	B4NJX80	500,000	505,525.00	0.04%
NORTHROP GRUMMAN CORP 3.5% NTS 15/MAR/2021 USD1000	N/A	666807BE1	500,000	505,758.50	0.04%
HSBC HLDGS 6.5% BDS 02/MAY/2036 USD100000	N/A	404280AG4	500,000	505,203.00	0.04%
LG&E & KU ENERGY LLC SR NT 3.75% 15/NOV/2020	N/A	50188FAD7	500,000	504,761.00	0.04%
GENERAL MILLS INC 1.55% NTS 16/MAY/2014 USD1000	N/A	370334BL7	500,000	503,356.50	0.04%
US BANCORP 1.375% BDS 13/SEP/2013 USD1000	N/A	91159HGY0	500,000	503,043.00	0.04%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 759075	N/A	36230UCL1	465,080	501,836.25	0.04%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	500,000	500,932.50	0.04%
UNITED TECHNOLOGIES CORP 6.125% BDS 15/JUL/2038	N/A	913017BP3	400,000	500,514.80	0.04%
UNITEDHEALTH GROUP INC 5.8% BDS 15/MAR/2036	N/A	91324PAR3	417,000	498,887.96	0.04%
CONOCOPHILLIPS 4.6% BDS 15/JAN/2015 USD1000	N/A	20825CAT1	450,000	497,697.30	0.04%
CRH AMERICA INC 6% NTS 30/SEP/2016 USD1000	N/A	12626PAG8	465,000	496,721.84	0.04%
VODAFONE GROUP PLC NEW 5% 16/DEC/2013	N/A	92857WAF7	461,000	494,651.62	0.04%
KOREA DEVEL BANK 3.25% BDS 09/MAR/2016 USD	N/A	500630BS6	500,000	492,522.00	0.04%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	415,000	492,901.73	0.04%
AMERICAN INTERNATIONAL GROUP INC 5.85% MTN	N/A	02687QDG0	500,000	489,007.50	0.04%
NEWS AMERICA INC 6.55% BDS 15/MAR/2033 USD1000	N/A	652482BC3	450,000	490,010.40	0.04%
FNMA MORTPASS 4.5% 01/JUL/2025 CI PN# 890216	N/A	31410LAR3	450,204	480,087.51	0.03%
HSBC BANK USA 5.875% MTN 01/NOV/2034 USD	N/A	4042Q1AA5	498,000	480,441.52	0.03%
THOMSON REUTERS CORP 6.5% SNR NTS 15/JUL/2018	N/A	884903BB0	400,000	479,238.40	0.03%
ROYAL BANK OF SCOTLAND PLC 4.375% NTS 16/MAR/2016	N/A	78009PCC3	500,000	476,996.50	0.03%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	500,000	477,133.00	0.03%
BANK OF AMERICA CORP 5.25% 01/DEC/2015	N/A	060505BG8	513,000	473,858.61	0.03%
HOME DEPOT INC 5.4% BDS 01/MAR/2016 USD1000	N/A	437076AP7	410,000	473,536.88	0.03%
COCA-COLA CO 3.15% NTS 15/NOV/2020 USD1000	N/A	191216AR1	450,000	472,276.35	0.03%
GOLDMAN SACHS GROUP INC 5.125% DUE 15/JAN/2015	N/A	38141GEA8	461,000	471,192.71	0.03%
SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV SER	N/A	79741TAR5	375,000	471,555.00	0.03%
NEWS AMERICA INC 5.3% NTS 15/DEC/2014 USD1000	N/A	652482BG4	433,000	471,588.96	0.03%
ROYAL BANK OF SCOTLAND PLC 3.95% GTD 21/SEP/2015	N/A	78010XAG6	500,000	468,852.00	0.03%
CREDIT SUISSE FB USA INC	N/A	22541LAE3	395,000	467,189.02	0.03%
GENERAL ELEC CAP CORP 4.875% 04/MAR/2015	N/A	36962GP65	431,000	467,610.86	0.03%
EMBARQ CORPORATION 7.995% BDS 01/JUN/2036 USD1000	N/A	29078EAA3	450,000	466,284.60	0.03%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	461,000	466,642.64	0.03%
GOLDMAN SACHS GROUP INC 5.35% SNR NTS 15/JAN/2016	N/A	38141GEE0	453,000	464,391.59	0.03%
KREDITANSTALT FUER WIEDERAUFBAU KFW 5.125% GTD NTS	N/A	500769BP8	400,000	462,798.00	0.03%
GENERAL ELECTRIC CAPITAL CORP 5.4% MTN 15/FEB/2017	N/A	36962G2G8	415,000	461,090.32	0.03%
GENERAL ELECTRIC CO. 5.25% SNR NTS 06/DEC/2017	N/A	369604BC6	400,000	459,104.80	0.03%
VERIZON GLOBAL FUNDING CORP 4.9% 15/SEP/2015	N/A	92344GAW6	410,000	460,133.98	0.03%
POTASH CORP OF SASKATCHEWAN INC 5.875% NTS	N/A	73755LAD9	375,000	457,267.50	0.03%
BANK OF AMERICA MORTAGE SECURITIES 5% BDS	N/A	06051GEH8	500,000	455,417.50	0.03%
NATL RURAL UTL FIN 5.45% DEB 10/APR/2017 USD100	N/A	637432HT5	400,000	453,900.40	0.03%
DIAGEO CAPITAL GTD UNSUBORD NTS 15/JUL/2020	N/A	25243YAP4	400,000	452,323.60	0.03%
DU PONT(E.I.)DE NEMOURS & CO 4.9% NTS 15/JAN/2041	N/A	263534CC1	400,000	452,249.60	0.03%
BANK AMER N A CHARLOTTE N C 5.3% NTS 15/MAR/2017	N/A	06050TKN1	500,000	450,955.50	0.03%
PNC FUNDING CORP 5.125% NTS 08/FEB/2020 USD2000	N/A	693476BJ1	400,000	451,988.80	0.03%
BANK OF NEW YORK MELLON CORP 2.3% BDS 28/JUL/2016	N/A	06406HBX6	450,000	451,395.90	0.03%
INTEL CORP 4.8% BDS 01/OCT/2041 USD1000	N/A	458140AK6	400,000	448,282.80	0.03%
OEKB OEST KONTROLLBANK 4.5% 09/MAR/2015	N/A	676167AQ2	414,000	448,902.27	0.03%
EXELON CORP 5.625% BDS 15/JUN/2035 USD1000	N/A	30161NAC5	414,000	445,652.37	0.03%
CHEVRON CORP 3.95% NTS 03/MAR/2014 USD1000	N/A	166751AH0	415,000	443,800.59	0.03%
AON CORP 5% BDS 30/SEP/2020 USD1000	N/A	037389AW3	400,000	441,236.80	0.03%
FEDERAL FARM CREDIT BANKS 4.875% BDS 17/JAN/2017	N/A	31331XLG5	375,000	441,918.75	0.03%
MERCK & CO INC 4.75 01/MAR/2015	N/A	589331AK3	396,000	442,171.22	0.03%
GENERAL ELEC CAP CORP 5.50% 08/JAN/2020	N/A	36962G4J0	400,000	440,116.80	0.03%
HALLIBURTON CO 6.7% BDS 15/SEP/2038 USD1000	N/A	406216AW1	325,000	440,817.98	0.03%
KRAFT FOODS INC 6.125% SNR NTS 01/FEB/2018 USD1000	N/A	50075NAU8	375,000	439,560.75	0.03%
WAL-MART STORES INC 3.625% BDS 08/JUL/2020 USD1000	N/A	931142CU5	400,000	438,388.80	0.03%
GOLDMAN SACHS GROUP INC 6.1250% DUE 15/FEB/2033	N/A	38141GCU6	450,000	436,042.35	0.03%
PROLOGIS LP 6.625% SNR NTS 15/MAY/2018 USD1000	N/A	74340XAM3	400,000	434,414.80	0.03%
CAPITAL ONE BANK 5.125%	N/A	14040EHK1	410,000	434,164.99	0.03%
CONSOLIDATED NATURAL GAS 5% 01/DEC/2014	N/A	209615CA9	396,000	433,963.73	0.03%
ACE INA HOLDINGS IN 5.87500 15/JUN/2014	N/A	00440EAG2	390,000	430,228.89	0.03%
NISOURCE FINANCE CORP 5.95% BDS 15/JUN/2041	N/A	65473QAX1	400,000	429,310.40	0.03%
QUEBEC 3.5% GBL NTS 29/JUL/2020 USD1000 QJ	N/A	748148RU9	400,000	428,348.40	0.03%
WAL-MART STORES INC 3.25% BDS 25/OCT/2020 USD1000	N/A	931142CZ4	400,000	427,727.20	0.03%
QUEST DIAGNOSTICS INC 5.45% BDS 01/NOV/2015	N/A	74834LAL4	376,000	425,187.94	0.03%
TRANSOCEAN INC SR NT 6.375% 15/DEC/2021	N/A	893830BB4	400,000	425,153.20	0.03%
GILEAD SCIENCES INC 4.4% BDS 01/DEC/2021 USD1000	N/A	375558AU7	400,000	423,476.80	0.03%
UNITED PARCEL SERVICE INC 3.125% BDS 15/JAN/2021	N/A	911312AM8	400,000	424,319.20	0.03%
BANK OF AMERICA CORP 5.625% BDS 14/OCT/2016	N/A	060505CS1	440,000	422,127.20	0.03%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	400,000	422,138.40	0.03%
HSBC BANK USA 4.625% 01/APR/2014	N/A	40428EJQ3	410,000	418,934.31	0.03%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	431,000	415,777.08	0.03%
KRAFT FOODS INC 7% BDS 11/AUG/2037 1000	N/A	50075NAR5	310,000	414,143.57	0.03%
NOBLE ENERGY INC 4.15% BDS 15/DEC/2021 USD1000	N/A	655044AF2	400,000	413,797.20	0.03%
JOHNSON CONTROLS INC 3.75% BDS 01/DEC/2021 USD1000	N/A	478366BA4	400,000	413,012.00	0.03%
INTER-AMERICAN DEVELOPMENT BANK 6.80000%	N/A	458182BW1	287,000	411,908.71	0.03%
ONTARIO(PROV OF) 2.3% MTN 10/MAY/2016 USD1000	N/A	68323AAQ7	400,000	411,921.20	0.03%
LINCOLN NATIONAL CORP 6.15% BDS 07/APR/2036	N/A	534187AR0	410,000	411,806.46	0.03%
OCCIDENTAL PETRLM 3.125% NTS 15/FEB/2022 USD1000	N/A	674599CC7	400,000	410,338.40	0.03%
SOUTHERN CO 2.375% BDS 15/SEP/2015 USD1000	N/A	842587CG0	400,000	409,804.40	0.03%
EXPORT DEV CANADA 1.5% DEB 15/MAY/2014 USD1000	N/A	30216BCN0	400,000	408,692.80	0.03%
VIACOM INC 3.875% BDS 15/DEC/2021 USD1000	N/A	92553PAJ1	400,000	408,347.60	0.03%
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000	N/A	61747YCG8	400,000	407,379.60	0.03%
BK OF MONTREAL 1.75% MTN 29/APR/2014 USD1000	N/A	06366QGJ0	400,000	406,378.80	0.03%
JOHNSON & JOHNSON 1.2% BDS 15/MAY/2014 USD100	N/A	478160AX2	400,000	406,173.20	0.03%
FHLMCGLD MORTPASS 6.5% 01/OCT/2035 G0 PN# G08088	N/A	3128MJC24	356,443	403,071.65	0.03%
FRANCE TELECOM 8.5% BDS 01/MAR/2031 USD1000	N/A	35177PAL1	283,000	403,535.64	0.03%
OHIO POWER CO 6% NTS 01/JUN/2016 USD1000 SER'K'	N/A	677415CL3	349,000	403,021.71	0.03%
MORGAN STANLEY 4.75% SUB NTS 01/APR/2014 USD1000	N/A	61748AAE6	410,000	403,885.67	0.03%
JOHNSON CONTROLS 1.75% BDS 01/MAR/2014 USD1000	N/A	478366AV9	400,000	403,458.00	0.03%
AMERICAN EXPRESS CREDIT CORP 2.75% NTS 15/SEP/2015	N/A	0258M0DA4	400,000	402,121.60	0.03%
JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100	N/A	46625HJA9	400,000	401,872.00	0.03%
AMERICAN TOWER CORP 5.05% BDS 01/SEP/2020 USD1000	N/A	029912BC5	400,000	400,723.60	0.03%
LLOYDS TSB BANK PLC 6.375% BDS 21/JAN/2021 USD1000	N/A	539473AH1	400,000	400,854.00	0.03%
MEDCO HEALTH SOLUTIONS INC 4.125% BDS 15/SEP/2020	N/A	58405UAG7	400,000	398,591.20	0.03%
HEWLETT PACKARD CO 2.35% NTS 15/MAR/2015 USD1000	N/A	428236BN2	400,000	398,063.20	0.03%
KRAFT FOODS INC 6.875% SNR NTS 01/FEB/2038 USD1000	N/A	50075NAT1	300,000	397,251.60	0.03%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	310,000	394,332.09	0.03%
ABBOTT LABORATORIES 5.875% NTS 15/MAY/2016 USD1000	N/A	002824AT7	334,000	391,818.41	0.03%
CREDIT SUISSE NEW YORK 4.375% BDS 05/AUG/2020	N/A	22546QAF4	400,000	392,188.00	0.03%
BOSTON PROPERTIES INC 5.625% BDS 15/NOV/2020 USD	N/A	10112RAR5	350,000	390,609.45	0.03%
BOSTON PROPERTIES INC 5% NTS 01/JUN/2015 USD1000	N/A	10112RAE4	360,000	389,869.56	0.03%
BURLINGTON NORTHERN SANTA FE CORP 5.05% DEB	N/A	12189LAC5	350,000	388,135.30	0.03%
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS	N/A	66989GAA8	330,000	387,833.16	0.03%
PACIFIC GAS & ELECTRIC CO 6.25% BDS 01/MAR/2039	N/A	694308GQ4	300,000	386,637.90	0.03%
BELLSOUTH CORP 5.20% 15/SEP/2014	N/A	079860AG7	349,000	385,817.06	0.03%
DOMINION RESOURCES INC 6.3% 15MAR15/MAR/2033	N/A	25746UAN9	308,000	384,961.81	0.03%
AT&T INC 4.45% NTS 15/MAY/2021 USD1000	N/A	00206RAX0	350,000	384,462.40	0.03%
ITALIAN, REPUBLIC OF 4.375% DUE 15/JUN/2013	N/A	465410BF4	390,000	383,588.79	0.03%
CITIGROUP INC 4.5% BDS 14/JAN/2022 USD1000	N/A	172967FT3	400,000	384,809.20	0.03%
DISCOVERY COMMUNICATIONS INC 5.05% BDS 01/JUN/2020	N/A	25470DAC3	350,000	383,785.50	0.03%
MORGAN STANLEY 2.875% 24/JAN/2014	N/A	61747WAD1	400,000	383,116.80	0.03%
ABBOTT LABORATORIES 6.00% BDS 01/APR/2039 USD1000	N/A	002824AV2	300,000	381,134.40	0.03%
EUROPEAN INVESTMENT BANK 4% BDS 16/FEB/2021	N/A	298785FM3	350,000	381,724.35	0.03%
CSX CORP 7.375% SRN 01/FEB/2019 USD1000	N/A	126408GQ0	305,000	380,159.32	0.03%
BBVA SENIOR FINANCE SA UNIPERSONAL 3.25% BDS	N/A	055299AJ0	400,000	378,890.00	0.03%
ITALY(REPUBLIC OF) 2.125% NTS 16/SEP/2013 USD1000	N/A	465410BW7	400,000	377,611.60	0.03%
METLIFE INC 59156RAM0 5.7% 15/JUN/2035	N/A	59156RAM0	336,000	375,024.72	0.03%
CINGULAR WIRELESS LLC 7.125% NTS 15/DEC/2031	N/A	17248RAJ5	287,000	371,421.91	0.03%
MICROSOFT CORP 3.00% 01/OCT/2020	N/A	594918AH7	350,000	372,350.30	0.03%
JPMORGAN CHASE & CO 5.15% 01/OCT/2015	N/A	46625HDF4	349,000	370,421.62	0.03%
CITIGROUP INC 5.85% 11/DEC/2034	N/A	172967CT6	375,000	369,676.13	0.03%
TENNESSEE VALLEY AUTHORITY 4.875% BDS 15/JAN/2048	N/A	880591EB4	300,000	368,871.90	0.03%
EUROPEAN BANK FOR REC & DEV 2.5% NTS 15/MAR/2016	N/A	29874QBW3	350,000	368,764.20	0.03%
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%	N/A	233835AW7	338,000	368,148.59	0.03%
TARGET CORP 6% 15/JAN/2018	N/A	87612EAS5	300,000	365,508.90	0.03%
AMGEN INC 5.15% NTS 15/NOV/2041 USD1000	N/A	031162BK5	350,000	362,839.40	0.03%
FHLMCGLD MORTPASS 4.5% 01/JUN/2031 C9 PN# C91377	N/A	3128P7Q63	340,925	362,955.77	0.03%
MARSH & MCLENNAN COS INC 5.75% 15/SEP/2015	N/A	571748AP7	327,000	362,136.15	0.03%
BUNGE LTD FIN CORP 4.1% BDS 15/MAR/2016 USD1000	N/A	120568AU4	350,000	362,433.75	0.03%
ASTRAZENECA 5.9% BDS 15/SEP/2017 USD1000	N/A	046353AB4	300,000	362,370.60	0.03%
CALIFORNIA ST TAXABLE-VAR PURP 7.50% 01/APR/2034	N/A	13063A5E0	300,000	359,955.00	0.03%
SAFEWAY INC 3.4% BDS 01/DEC/2016 USD1000	N/A	786514BT5	350,000	358,948.45	0.03%
DEVON ENERGY CORP SR DEB 7.95% 15/APR/2032	N/A	251799AA0	250,000	357,798.50	0.03%
SEMPRA ENERGY 6.00% 15/OCT/2039	N/A	816851AP4	290,000	357,818.82	0.03%
DEUTSCHE TELEKOM AG VAR BDS 15/JUN/2030 USD1000	N/A	25156PAC7	256,000	357,096.96	0.03%
HCP INC 6% BDS 30/JAN/2017 USD1000	N/A	421915EJ4	328,000	354,894.69	0.03%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	300,000	354,846.90	0.03%
AMGEN INC 6.4% SRN 01/FEB/2039 USD1000	N/A	031162BA7	300,000	353,732.10	0.03%
AMERICAN EXPRESS CO. 4.875 15/JUL/2013	N/A	025816AQ2	337,000	352,411.35	0.03%
FIRSTENERGY CORP 7.375% BDS 15/NOV/2031 USD1000	N/A	337932AC1	287,000	352,946.00	0.03%
PACIFIC GAS & ELECTRIC 4.80% DUE 01/MAR/2014	N/A	694308GD3	328,000	352,262.49	0.03%
PETROLEOS MEXICANOS 5.5% NTS 21/JAN/2021 USD1000	N/A	71654QAX0	325,000	352,625.00	0.03%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/SEP/2037	N/A	195325BK0	250,000	351,250.00	0.03%
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC1529	N/A	31417KVX2	329,522	351,395.61	0.03%
ONCOR ELECTRIC DELIVERY CO 6.375% NTS 15/JAN/2015	N/A	68233DAL1	308,000	351,946.06	0.03%
SUNTRUST BANKS INC 3.5% BDS 20/JAN/2017 USD1000	N/A	867914BE2	350,000	351,804.60	0.03%
FHLMCGLD MORTPASS 6.5% 01/SEP/2037 A6 PN# A66192	N/A	3128KW2Z5	311,541	349,569.32	0.03%
WELLS FARGO CAP 10 FRN GTD 01/DEC/2086 USD1000	N/A	94978SAA7	350,000	350,437.50	0.03%
COMCAST CORP(NEW) 5.70% NTS 01/JUL/2019 USD1000	N/A	20030NAZ4	300,000	348,027.00	0.03%
TYCO ELECTRONICS GROUP S A 6.55% BDS 01/OCT/2017	N/A	902133AF4	300,000	346,559.40	0.03%
ALABAMA POWER CO 5.7% 15FEB15/FEB/2033	N/A	010392EC8	276,000	346,371.72	0.03%
DIAGEO CAPITAL 5.5% NTS 30/SEP/2016 USD1000	N/A	25243YAJ8	300,000	344,922.60	0.03%
GENERAL ELECTRIC CAPITAL CORP FLTG RATE NTS	N/A	36962G3M4	350,000	344,750.00	0.03%
VALERO ENERGY CORP(NEW) 6.625% BDS 15/JUN/2037	N/A	91913YAL4	320,000	343,115.84	0.02%
NOMURA HLDGS INC 4.125% NTS 19/JAN/2016 USD1000	N/A	65535HAC3	350,000	341,557.65	0.02%
WELLS FARGO & COMPANY 5.375% 07/FEB/2035	N/A	949746JM4	318,000	341,762.55	0.02%
ALCOA INC 5.87% NTS 23/FEB/2022 USD1000	N/A	013817AQ4	335,000	337,439.47	0.02%
EXPORT-IMPORT BANK OF KOREA 4% LN STK 29/JAN/2021	N/A	302154AX7	350,000	337,759.10	0.02%
WAL-MART STORES INC 6.2% BDS 15/APR/2038 USD1000	N/A	931142CM3	250,000	335,733.50	0.02%
DTE ENERGY CO 6.35% BDS 01/JUN/2016 USD1000	N/A	233331AM9	287,000	332,348.87	0.02%
ENERGY TRANSFER PARTNERS 6.7% 01/JUL/2018	N/A	29273RAH2	300,000	332,827.50	0.02%
METLIFE INC BDS 6.4% 15/DEC/2066 USD1000	N/A	59156RAP3	350,000	331,188.20	0.02%
STATE STREET CORP 4.375% NTS 07/MAR/2021 USD1000	N/A	857477AG8	300,000	328,999.20	0.02%
COMCAST CORP 5.9% BDS 15/MAR/2016 USD1000	N/A	20030NAL5	287,000	328,497.90	0.02%
MARSH & MCLENNAN 4.8% SNR MTN 15/JUL/2021 USD	N/A	571748AR3	300,000	328,370.10	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MJDW7	301,256	327,626.02	0.02%
CALIFORNIA STATE 5.45% BDS 01/APR/2015 USD5000	N/A	13063A5C4	300,000	327,261.00	0.02%
PANAMA(REPUBLIC OF) 6.7% BDS 26/JAN/2036 USD1000	N/A	698299AW4	250,000	326,250.00	0.02%
SIMON PROPERTY GROUP INC 6.1% NTS 01/MAY/2016	N/A	828807BT3	287,000	326,215.97	0.02%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932888	N/A	31412RND5	316,859	327,048.62	0.02%
CREDIT SUISSE WARBURG PINCUS TRUST 5.85% BDS	N/A	225434CJ6	300,000	327,288.60	0.02%
GNMA I MORTPASS 6% 15/MAR/2034 SF PN# 564799	N/A	36213UNQ9	286,338	325,959.98	0.02%
AOL TIME WARNER INC 7.7% BDS 01/MAY/2032 USD1000	N/A	00184AAG0	248,000	323,561.88	0.02%
REPUBLIC OF ITALY 5.375% 15JUN15/JUN/2033	N/A	465410BG2	384,000	324,061.82	0.02%
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015	N/A	828807BM8	294,000	321,250.57	0.02%
BANK OF NEW YORK MELLON CORP 5.125% BDS	N/A	06406HBK4	300,000	319,189.80	0.02%
MCKESSON CORP 6% BDS 01/MAR/2041 USD1000	N/A	58155QAE3	250,000	319,541.00	0.02%
APPLIED MATERIALS INC 4.3% NTS 15/JUN/2021 USD1000	N/A	038222AF2	300,000	318,588.60	0.02%
MICROSOFT CORP NT 2.95% 01/JUN/2014	N/A	594918AB0	300,000	318,681.60	0.02%
PSEG POWER 5.50% 01/DEC/2015	N/A	69362BAN2	287,000	318,998.20	0.02%
EL PASO NATURAL GAS 8.375% NTS 15/JUN/2032	N/A	283695BK9	250,000	317,174.50	0.02%
VERIZON COMMUNICATIONS INC 6.4% BDS 15/FEB/2038	N/A	92343VAK0	250,000	317,350.50	0.02%
JAPAN FINANCE CORP 7.875% 02/FEB/2015	N/A	471065AC6	300,000	316,203.00	0.02%
3M CO 5.7% NTS 15/MAR/2037 USD2000	N/A	88579EAC9	235,000	315,617.22	0.02%
BP CAPITAL MARKETS 3.2% BDS 11/MAR/2016 USD1000	N/A	05565QBQ0	300,000	314,406.60	0.02%
DISCOVER BANK 7% BDS 15/APR/2020 USD1000	N/A	25466AAB7	300,000	313,880.40	0.02%
ENBRIDGE ENERGY PA 4.2% BDS 15/SEP/2021 USD1000	N/A	29250RAU0	300,000	313,285.50	0.02%
MARATHON PETROLEUM CORP 5.125% BDS 01/MAR/2021	N/A	56585AAD4	300,000	313,401.30	0.02%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	300,000	313,100.10	0.02%
ENSCO PLC 4.7% BDS 15/MAR/2021 USD1000	N/A	29358QAA7	300,000	312,421.80	0.02%
DOW CHEMICAL CO 4.25% BDS 15/NOV/2020 USD1000	N/A	260543CC5	300,000	311,831.70	0.02%
FLORIDA POWER CORP 341099CB3 5.9% 01/MAR/2033	N/A	341099CB3	247,000	310,937.43	0.02%
AETNA INC 6.625% NTS 15/JUN/2036 USD1000	N/A	00817YAF5	250,000	310,471.75	0.02%
LOS ANGELES CALIFORNIA UNI SCH DIST 6.758% BDS	N/A	544646ZR6	250,000	310,260.00	0.02%
DU PONT(E.I.)DE NEMOURS & CO 5.25% NTS 15/DEC/2016	N/A	263534BQ1	265,000	309,618.58	0.02%
AT&T INC 5.35% BDS 01/SEP/2040 USD1000	N/A	04650NAB0	275,000	309,347.50	0.02%
PROVINCE OF ONTARIO (CANADA) 4.375% 15/FEB/2013	N/A	683234SJ8	297,000	308,896.93	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2036 A4 PN# A42305	N/A	3128K2R27	284,390	309,284.15	0.02%
EXELON CORP 4.90% 15/JUN/2015	N/A	30161NAD3	287,000	309,236.47	0.02%
PRAXAIR INC 3% BDS 01/SEP/2021 USD100	N/A	74005PAZ7	300,000	307,009.80	0.02%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	269,000	306,687.17	0.02%
NABORS INDUSTRIES INC 5% SR NT 15/SEP/2020 USD1000	N/A	629568AV8	300,000	305,850.30	0.02%
STATE OF NEW JERSEY 7.425% BONDS 15/FEB/2029	N/A	645913AA2	250,000	304,467.50	0.02%
BB&T CORP 2.05% BDS 28/APR/2014 USD1000	N/A	05531FAH6	300,000	302,935.80	0.02%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	300,000	302,796.90	0.02%
FHLMCGLD MORTPASS 6.5% 01/DEC/2038 G0 PN# G05232	N/A	3128M7ED4	270,237	302,885.61	0.02%
DEUTSCHE TELEKOM INTL FINANCE B.V. 5.75% BDS	N/A	25156PAH6	273,000	303,815.42	0.02%
CITIGROUP INC 5.85% BDS 02/AUG/2016 USD100000	N/A	172967DQ1	287,000	301,548.89	0.02%
TEVA PHARMACEUTICAL FINANCE III BV 1.7% BDS	N/A	88166DAA4	300,000	301,547.70	0.02%
UNITED STATES TREAS BDS 05.000% 15/MAY/2037	N/A	912810PU6	215,000	302,511.67	0.02%
DOW CHEMICAL CO 9.4% BDS 15/MAY/2039 USD1000	N/A	260543BY8	200,000	300,620.40	0.02%
MORGAN STANLEY 6% SNR NTS 28/APR/2015 USD1000	N/A	61747YCE3	300,000	300,522.00	0.02%
RUTGERS ST UNIV N J TAXABLE-SER H-BUILD AMER BDS	N/A	783186NH8	250,000	301,010.00	0.02%
ENTERGY CORP 5.125% BDS 15/SEP/2020 USD1000	N/A	29364GAF0	300,000	298,978.20	0.02%
NORSK HYDRO ASA 6.8% BDS 15/JAN/2028 USD1000	N/A	656531AG5	225,000	299,850.98	0.02%
MCDONALD'S CORP 4.875% NTS 15/JUL/2040 USD1000	N/A	58013MEK6	250,000	298,322.25	0.02%
CHUBB CORP VAR 29/MAR/2067	N/A	171232AP6	300,000	296,250.00	0.02%
HSBC HLDGS 6.5% BDS 15/SEP/2037 USD1000	N/A	404280AH2	300,000	296,127.30	0.02%
ERP OPERATING LP 5.25% 15/SEP/2014	N/A	26884AAS2	278,000	295,847.32	0.02%
HEWLETT-PACKARD CO 1.55% BDS 30/MAY/2014 USD100	N/A	428236BK8	300,000	295,024.20	0.02%
HEALTH CARE REIT INC 5.25% BDS 15/JAN/2022 USD1000	N/A	42217KAW6	300,000	293,910.60	0.02%
WAL-MART STORES INC 5.0% BDS 25/OCT/2040 USD1000	N/A	931142CY7	250,000	294,234.00	0.02%
NOVARTIS CAPITAL 4.125% 10/FEB/2014	N/A	66989HAA6	275,000	294,228.83	0.02%
ENCANA CORP 6.50% 15/AUG/2034	N/A	292505AD6	250,000	292,021.00	0.02%
ENTERPRISE PRODS OPER LLC NT 6.3% 15/SEP/2017	N/A	29379VAA1	250,000	292,782.00	0.02%
GOLDMAN SACHS GROUP INC 5.25% BDS 27/JUL/2021	N/A	38141GGQ1	300,000	292,662.00	0.02%
AMERICAN INTERNATIONAL GROUP INC 8.175% SUBORD DEB	N/A	026874BS5	325,000	289,250.00	0.02%
NORFOLK SOUTHERN CORP 6% BDS 23/MAY/2111 USD1000	N/A	655844BD9	250,000	290,200.75	0.02%
FHLMCGLD MORTPASS 6.5% 01/JAN/2038 A7 PN# A72132	N/A	3128L5LM1	256,602	288,084.90	0.02%
HOME DEPOT INC SR NT 5.875% 16/DEC/2036	N/A	437076AS1	230,000	288,622.86	0.02%
TRAVELERS COMPANIES INC 5.35% NTS 01/NOV/2040	N/A	89417EAH2	250,000	288,836.75	0.02%
EUROPEAN INVESTMENT BANK 5.125% NTS 13/SEP/2016	N/A	298785DY9	250,000	287,607.25	0.02%
MCDONALD'S CORP 5.35% BDS 01/MAR/2018 USD1000	N/A	58013MEE0	240,000	286,775.52	0.02%
MEXICO(UNITED MEXICAN STATES) 5.625% NTS	N/A	91086QAU2	250,000	287,500.00	0.02%
DETROIT EDISON CO 6.62% AST BKD 01/MAR/2016	N/A	250854AF3	250,000	284,305.63	0.02%
VIACOM INC 6.875% DEB 30/APR/2036 USD1000	N/A	925524AX8	226,000	282,851.66	0.02%
CBS CORP 5.75% BDS 15/APR/2020 USD1000	N/A	124857AD5	250,000	281,070.25	0.02%
KINDER MORGAN ENERGY PARTNERS 6.375% NTS	N/A	494550BH8	250,000	281,811.25	0.02%
UNITED TECHNOLOGIES CORP 4.5% LN STK 15/APR/2020	N/A	913017BR9	250,000	281,738.75	0.02%
GRUPO TELEVISA SA DE CV 6.625% SNR NTS 15/JAN/2040	N/A	40049JAZ0	250,000	281,905.00	0.02%
AMERICAN INTERNATIONAL GROUP INC 5.6% BDS	N/A	02687QBC1	290,000	279,513.02	0.02%
WYETH 5.5% NTS 15/FEB/2016 USD1000	N/A	983024AJ9	241,000	280,279.14	0.02%
PSEG POWER LLC 5.125% SR NTS 15/APR/2020 USD1000	N/A	69362BAW2	250,000	280,442.25	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURIES TRUST	N/A	46629YAF6	300,000	280,601.70	0.02%
ENBRIDGE INC 5.6% SR NT 01/APR/2017 USD1000	N/A	29250NAB1	250,000	280,035.75	0.02%
BEAR STEARNS CO INC 5.70% DUE 15/NOV/2014	N/A	07385TAJ5	256,000	278,407.68	0.02%
TOTAL CAPITAL SA 4.45% 24/JUN/2020	N/A	89152UAD4	250,000	278,464.00	0.02%
GNMA I MORTPASS 6% 15/JUN/2036 SF PN# 656666	N/A	36294QQT1	245,301	278,324.55	0.02%
NBC UNIVERSAL MEDIA LLC 5.150% SNR NT 30/APR/2020	N/A	63946BAD2	250,000	278,343.75	0.02%
ENBRIDGE ENERGY PARTNERS LP 5.2% BDS 15/MAR/2020	N/A	29250RAS5	250,000	277,731.25	0.02%
OESTERREICHISCHE KONTROLLBANK AG 4.875% GTD BDS	N/A	676167AS8	250,000	277,969.25	0.02%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	250,000	276,742.00	0.02%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	731011AR3	250,000	276,875.00	0.02%
TARGET CORP 87612EAK2 6.35 01/NOV/2032	N/A	87612EAK2	217,000	275,547.69	0.02%
UNITED PARCEL SERVICE INC NT 6.2%15/JAN/2038	N/A	911312AJ5	205,000	275,743.04	0.02%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	200,000	274,912.80	0.02%
COX COMMUNICATIONS INC 5.45% BDS 15/DEC/2014	N/A	224044BM8	246,000	273,066.64	0.02%
TOYOTA MOTOR CREDIT CORP 4.50% 17/JUN/2020	N/A	89233P4C7	250,000	272,874.00	0.02%
TALISMAN ENERGY INC 5 75% NTS 15/MAY/2035 USD1000	N/A	87425EAH6	250,000	273,321.00	0.02%
QUEBEC PROVINCE 4.6% 26/MAY/2015	N/A	748148RQ8	246,000	273,753.72	0.02%
CHUBB CORP 6% SNR NTS 11/MAY/2037 USD1000	N/A	171232AQ4	225,000	271,309.50	0.02%
HARTFORD FINANCIAL SERVICES GRP INC 6.1% SNR NTS	N/A	416515AP9	291,000	272,329.15	0.02%
KRAFT FOODS INC 4.125% BDS 09/FEB/2016 USD1000	N/A	50075NBB9	250,000	271,431.75	0.02%
TRANSCANADA PIPELINES 3.8% BDS 01/OCT/2020 USD1000	N/A	893526DK6	250,000	269,801.75	0.02%
GENERAL ELECTRIC CAPITAL CORP 5.3% BDS 11/FEB/2021	N/A	369622SM8	250,000	267,238.00	0.02%
ITALY(REPUBLIC OF) 4.75% BDS 25/JAN/2016 USD100000	N/A	465410BQ0	287,000	267,275.93	0.02%
PNC FUNDING CORP 5.25% 15/NOV/2015	N/A	693476AT0	246,000	267,560.67	0.02%
PRUDENTIAL FINANCIAL INC 5.375% MTN 21/JUN/2020	N/A	74432QBM6	250,000	267,557.75	0.02%
LOS ANGELES CALIF WTR & PWR WTRWKS 6.574% BDS	N/A	544495VY7	210,000	266,603.40	0.02%
LOWES COMPANIES INC 5.8% BDS 15/OCT/2036 USD1000	N/A	548661CL9	230,000	266,267.09	0.02%
NATIONAL CITY CORP 4.90% 15/JAN/2015	N/A	635405AQ6	246,000	265,834.00	0.02%
AFRICAN DEVELOPMENT BANK 2.5% NTS 15/MAR/2016	N/A	B3Q1MD4	250,000	265,075.00	0.02%
SIMON PROPERTY GROUP INC 4.375% BDS 01/MAR/2021	N/A	828807CF2	250,000	264,531.25	0.02%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	250,000	264,814.75	0.02%
KELLOGG CO 4% NTS 15/DEC/2020 USD1000	N/A	487836BD9	250,000	264,591.75	0.02%
INTER AMERICAN DEVELOPMENT BANK 3% MTN 22/APR/2014	N/A	4581X0BD9	250,000	263,633.00	0.02%
STATOIL ASA GTD NT 3.125% 17/AUG/2017	N/A	85771PAB8	250,000	263,675.25	0.02%
THERMO FISHER SCIE 3.2% NTS 01/MAR/2016 USD1000	N/A	883556AY8	250,000	264,082.00	0.02%
INTERNATIONAL FINANCE CORP 2.25% NTS 11/APR/2016	N/A	45950KBN9	250,000	263,658.75	0.02%
ABBOTT LABORATORIES 2.7% LN STK 27/MAY/2015	N/A	002824AX8	250,000	262,198.25	0.02%
UFJ FINANCE ARUBA AEC 6.75% 15/JUL/2013	N/A	902671AA4	246,000	262,865.02	0.02%
AVNET INC 5.875% 15/JUN/2020	N/A	053807AQ6	250,000	262,752.00	0.02%
APACHE FINANCE CANADA 4.375% BDS 15/MAY/2015	N/A	03746AAC4	238,000	261,281.87	0.02%
COMCAST CORP(NEW) 6.95% SNR NTS 15/AUG/2037	N/A	20030NAV3	205,000	260,823.14	0.02%
UBS AG(STAMFORD) 5.875% BDS 20/DEC/2017 USD1000 TR	N/A	90261XEM0	250,000	260,262.25	0.02%
THERMO FISHER SCIE 3.6% SNR NT 15/AUG/2021 USD10	N/A	883556AZ5	250,000	261,101.00	0.02%
SANOFI 2.625% BDS 29/MAR/2016 USD1000	N/A	80105NAD7	250,000	260,681.75	0.02%
NOBLE HLDGS INTL 4.625% BDS 01/MAR/2021 USD1000	N/A	65504LAF4	250,000	261,032.25	0.02%
JPMORGAN CHASE & CO 5.4% BDS 06/JAN/2042 USD1000	N/A	48126BAA1	250,000	260,896.25	0.02%
COMCAST CORP 7.05% 15/MAR/2033	N/A	20030NAC5	205,000	259,083.72	0.02%
SOUTH CAROLINA ELECTRIC & GAS CO 6.05% BDS	N/A	837004CB4	200,000	259,597.00	0.02%
BHP BILLITON FINANCE 5.25% 15/DEC/2015	N/A	055451AB4	225,000	258,543.23	0.02%
BECTON DICKINSON & CO 3.125% BDS 08/NOV/2021	N/A	075887BA6	250,000	258,621.75	0.02%
BURLINGTON NORTHERN SANTA FE CORP 3.45% BDS	N/A	12189LAF8	250,000	257,672.25	0.02%
PROCTER & GAMBLE CO 1.8% BDS 15/NOV/2015 USD2000	N/A	742718DS5	250,000	258,157.75	0.02%
FLORIDA POWER & LIGHT CO 4.125% BDS 01/FEB/2042	N/A	341081FF9	250,000	257,906.75	0.02%
FHLMCGLD MORTPASS 6.5% 01/AUG/2037 A6 PN# A64982	N/A	3128KVRB3	230,376	258,497.68	0.02%
ASSOCIATE CORP 6.95% DEBS 01/NOV/2018 USD1000	N/A	046003JU4	236,000	256,445.39	0.02%
WELLPOINT INC 3.7% BDS 15/AUG/2021 USD1000	N/A	94973VAW7	250,000	256,922.50	0.02%
LANDWIRTSCHAFTLICHE RENTENBANK 2.125% BDS	N/A	515110BE3	250,000	256,434.75	0.02%
BHP BILLITON FINANCE 3.25% BDS 21/NOV/2021 USD1000	N/A	055451AL2	250,000	257,400.00	0.02%
CIGNA CORPORATION SR NT 4.5% 15/MAR/2021	N/A	125509BP3	250,000	257,140.25	0.02%
AT&T INC 2.4% BDS 15/AUG/2016 USD1000	N/A	00206RAY8	250,000	255,071.75	0.02%
YUM BRANDS INC 6.875% SNR NTS 15/NOV/2037 USD1000	N/A	988498AD3	200,000	255,316.40	0.02%
WISCONSIN ELEC PWR 2.95% BDS 15/SEP/2021 USD100	N/A	976656CD8	250,000	254,801.75	0.02%
SMUCKER J M CO SR NT 3.5% 15/OCT/2021	N/A	832696AB4	250,000	255,762.00	0.02%
LOS ANGELES CALIF CMNTY COLLEG 6.75% BDS	N/A	54438CPA4	200,000	254,768.00	0.02%
CNA FINANCIAL CORP 5.75% BDS 15/AUG/2021 USD1000	N/A	126117AR1	250,000	255,106.75	0.02%
ARISTOTLE HOLDING INC 3.5% BDS 15/NOV/2016 USD1000	N/A	04044TAC0	250,000	254,613.75	0.02%
ENTERPRISE PRODUCTS OPERATING LLC 4.05% BDS	N/A	29379VAU7	250,000	254,716.00	0.02%
TORONTO-DOMINION BANK 2.375% BDS 19/OCT/2016	N/A	89114QAE8	250,000	254,397.50	0.02%
NORFOLK SOUTHERN CORP 3.25% BDS 01/DEC/2021	N/A	655844BG2	250,000	253,671.00	0.02%
GNMA I MORTPASS 4% 15/SEP/2040 SF PN# 733312	N/A	3620ALVD3	235,815	254,156.83	0.02%
DR PEPPER SNAPPLE GROUP INC 3.2% BDS 15/NOV/2021	N/A	26138EAP4	250,000	253,667.50	0.02%
CANADA(GOVT OF) 2.375% BDS 10/SEP/2014 USD5000	N/A	135087ZA5	240,000	252,031.20	0.02%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	250,000	253,079.25	0.02%
XEROX CORP 4.5% BDS 15/MAY/2021 USD1000	N/A	984121CD3	250,000	253,366.00	0.02%
WESTPAC BANKING CORP 2.1% BDS 02/AUG/2013 USD1000	N/A	961214BM4	250,000	252,442.25	0.02%
WELLPOINT INC 5.25% NTS 15/JAN/2016 USD1000	N/A	94973VAK3	226,000	253,020.56	0.02%
PROCTER & GAMBLE CO 1.45% BDS 15/AUG/2016 USD1000	N/A	742718DV8	250,000	252,931.25	0.02%
LORILLARD TOBACCO CO 3.5% BDS 04/AUG/2016 USD1000	N/A	544152AD3	250,000	252,870.75	0.02%
EQT CORP 4.875% BDS 15/NOV/2021 USD1000	N/A	26884LAB5	250,000	252,360.75	0.02%
AMERADA HESS CORP 7.3% NOTES 15/AUG/2031 USD1000	N/A	023551AJ3	196,000	251,514.65	0.02%
RAYTHEON CO 3.125% BDS 15/OCT/2020 USD1000	N/A	755111BT7	250,000	251,946.50	0.02%
TOYOTA MOTOR CREDIT CORP 1.25% BDS 17/NOV/2014	N/A	89233P5N2	250,000	251,394.75	0.02%
BEAR STEARNS 4.65 02/JUL/2018	N/A	073902CD8	246,000	251,490.97	0.02%
FLORIDA POWER & LIGHT CO 5.65% MTG BDS 01/FEB/2037	N/A	341081EV5	200,000	251,416.20	0.02%
FNMA MORTPASS 5% 01/MAY/2030 CT PN# AD5655	N/A	31418TH91	232,158	250,920.16	0.02%
CELGENE CORP 3.95% 15/OCT/2020	N/A	151020AE4	250,000	251,780.50	0.02%
ANADARKO FINANCE CORP 7.5% BDS 01/MAY/2031 USD1000	N/A	032479AD9	207,000	250,445.37	0.02%
SOUTHERN COPPER CORP 6.75% BDS 16/APR/2040 USD1000	N/A	84265VAE5	250,000	250,154.00	0.02%
FHLMCGLD MORTPASS 5.5% 01/MAY/2021 J0 PN# J05950	N/A	3128PHTF8	230,280	249,442.80	0.02%
DIGITAL REALTY TRUST LP 5.25% NTS 15/MAR/2021	N/A	25389JAJ5	250,000	250,467.75	0.02%
ENCANA CORP 4.75% 15/OCT/2013	N/A	292505AB0	236,000	248,050.40	0.02%
HYUNDAI CAPITAL AMERICA 4% BDS 08/JUN/2017 USD1000	N/A	44923QAB0	250,000	247,374.00	0.02%
PLAINS ALL AMERICAN PIPELINE LP 5.625% SNR NTS	N/A	72650RAB8	230,000	245,746.49	0.02%
EURO INV BANK 1.25% BDS 14/OCT/2016 USD1000	N/A	298785FS0	250,000	244,991.25	0.02%
NATIONAL RURAL UTILITIES 4.75% 01/MAR/2014	N/A	637432DC6	226,000	243,836.15	0.02%
CREDIT SUISSE GUERNSEY VAR PERP	N/A	225448AA7	300,000	243,750.00	0.02%
SLM CORP 6.25% BDS 25/JAN/2016 USD1000	N/A	78442FEK0	250,000	243,119.75	0.02%
ENTERPRISE PRODUCTS OPER 6.125% 15/OCT/2039	N/A	29379VAG8	215,000	240,147.91	0.02%
FNMA MORTPASS 4.5% 01/OCT/2024 CI PN# AD0244	N/A	31418MHW5	225,345	240,303.00	0.02%
BANC ONE CORP 8% SUB NTS 29/APR/2027 USD1000	N/A	059438AK7	202,000	238,845.81	0.02%
MIDAMERICAN ENERGY CO 5.8% BDS 15/OCT/2036 USD1000	N/A	59562EAH8	200,000	238,121.60	0.02%
CATERPILLAR FINANCIAL SERVICES CORP 5.5% MTN	N/A	14912L2Y6	205,000	235,811.71	0.02%
HSBC BANK USA 5.625% 15/AUG/2035	N/A	4042Q1AB3	250,000	234,809.00	0.02%
AT&T INC 5.625% BDS 15/JUN/2016 USD1000	N/A	78387GAL7	205,000	235,169.44	0.02%
UNITEDHEALTH GROUP INC 5.375% BDS 15/MAR/2016	N/A	91324PAQ5	205,000	235,137.87	0.02%
SANTA CLARA VY CALIF TRANSN AUTH SALES TAX REV	N/A	80168NEP0	200,000	234,798.00	0.02%
BOEING CO 4.875% BDS 15/FEB/2020 USD1000	N/A	097023AZ8	200,000	233,515.60	0.02%
PROGRESS ENERGY INC 7.75% SNR NTS 01/MAR/2031	N/A	743263AE5	164,000	232,892.63	0.02%
CLEVELAND ELECTRIC ILLUMINATING CO 5.5% MTG BDS	N/A	186108CJ3	200,000	232,220.20	0.02%
KROGER CO 7.5% CO GTD NTS 01/APR/2031 USD1000	N/A	501044BZ3	178,000	232,200.47	0.02%
BANK OF AMERICA CORP 5.625% 01/JUL/2020	N/A	06051GEC9	250,000	230,933.50	0.02%
PEPSIAMERICAS INC 4.875% DUE 15/JAN/2015	N/A	71343PAA9	208,000	230,366.66	0.02%
ONTARIO(PROVINCE OF) 4.75% BDS 19/JAN/2016 USD5000	N/A	683234YB8	205,000	230,701.88	0.02%
MORGAN STANLEY 7.25% NTS 01/APR/2032 USD1000	N/A	617446HD4	226,000	230,455.36	0.02%
ANHEUSER BUSCH INBEV WORLDWIDE INC 5% GTD NTS	N/A	03523TAV0	200,000	229,238.00	0.02%
ILLINOIS TOOL WORKS INC 4.875% BDS 15/SEP/2041	N/A	452308AM1	200,000	227,567.40	0.02%
SOUTHERN NATURAL GAS CO 5.9% NTS 01/APR/2017	N/A	843452BC6	200,000	228,574.40	0.02%
ANADARKO PETROLEUM CORP 5.95% SNR NTS 15/SEP/2016	N/A	032511AX5	200,000	226,710.00	0.02%
CANADIAN NATIONAL RAILWAY CO 6.9% NOTES	N/A	136375BD3	168,000	226,166.14	0.02%
GNMA I MORTPASS 6.5% 15/MAR/2032 SP PN# 781916	N/A	36241KDV7	195,814	225,384.39	0.02%
PENNSYLVANIA STATE 4.65% BDS 15/FEB/2026 USD5000	N/A	70914PME9	200,000	225,244.00	0.02%
XEROX CORP 6.35% BDS 15/MAY/2018 USD2000	N/A	984121BW2	200,000	225,292.00	0.02%
PETROHAWK ENERGY CORP 7.25% SR NT 15/AUG/2018	N/A	716495AL0	200,000	225,000.00	0.02%
MICROSOFT CORP 4.5% BDS 01/OCT/2040 USD1000	N/A	594918AJ3	200,000	225,706.60	0.02%
GNMA I MORTPASS 5.5% 15/JUL/2039 SF PN# 704630	N/A	36296XY32	200,755	225,504.23	0.02%
JEFFERIES GROUP INC 6.875% 15/APR/2021	N/A	472319AH5	250,000	225,000.00	0.02%
BOSTON SCIENTIFIC 6% SNR NTS 15/JAN/2020 USD1000	N/A	101137AK3	200,000	223,267.80	0.02%
LOCKHEED MARTIN CORP 6.15% BDS 01/SEP/2036 USD1000	N/A	539830AR0	196,000	224,258.50	0.02%
STATE STREET BANK & TRST 5.3% 15/JAN/2016	N/A	85744NAA9	200,000	224,436.00	0.02%
HESS CORP 5.6% BDS 15/FEB/2041 USD1000	N/A	42809HAD9	200,000	223,454.40	0.02%
HYDRO-QUEBEC 8.4% GTD DEB 15/JAN/2022 USD1000	N/A	448814DX8	153,000	223,723.49	0.02%
GENERAL ELECTRIC CAPITAL CORP 5% MTN 08/JAN/2016	N/A	36962GU69	205,000	224,296.24	0.02%
MACY'S INC 5.9% NTS 01/DEC/2016 USD1000	N/A	314275AA6	200,000	223,494.40	0.02%
CENTERPOINT ENERGY RESOURCES CORP 4.5% SNR NT	N/A	15189WAG5	212,000	224,532.59	0.02%
ALCAN INC 5.00 01/JUN/2015	N/A	013716AV7	205,000	222,505.98	0.02%
DOW CHEMICAL CO 5.9% BDS 15/FEB/2015 USD1000	N/A	260543CA9	200,000	222,544.20	0.02%
FNMA MORTPASS 5.5% 01/JUN/2024 CI PN# 935348	N/A	31412UTD2	202,903	221,943.38	0.02%
NORTHEAST OHIO REGL SWR DIST WASTWT 6.038% BDS	N/A	663903DM1	200,000	221,908.00	0.02%
ERP OPERATING 5.375% SNR NTS 01/AUG/2016 USD1000	N/A	26884AAU7	205,000	223,029.75	0.02%
CAPITAL ONE FINANCIAL 5.25% DUE 21/FEB/2017	N/A	14040HAL9	211,000	222,233.85	0.02%
PRUDENTIAL FINANCIAL INC 6.625% 21/JUN/2040	N/A	74432QBN4	200,000	220,939.60	0.02%
CONNECTICUT ST 5.09% BDS 01/OCT/2030 USD5000 D	N/A	20772JAC6	200,000	220,010.00	0.02%
PRUDENTIAL FINANCIAL INC 5.1% 20/SEP/2014	N/A	74432QAE5	205,000	220,488.98	0.02%
EOG RESOURCES INC 4.1% BDS 01/FEB/2021 USD1000	N/A	26875PAG6	200,000	217,809.00	0.02%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 757044	N/A	36230RZH2	202,199	217,926.07	0.02%
LUBRIZOL CORP 5.5% SR NT 01/OCT/2014 USD1000	N/A	549271AE4	196,000	218,310.68	0.02%
CANADIAN NATIONAL RAILWAY CO 6.2% BDS 01/JUN/2036	N/A	136375BN1	164,000	216,982.82	0.02%
HOME DEPOT INC 5.25% BDS 16/DEC/2013 USD1000	N/A	437076AR3	200,000	217,181.20	0.02%
PEOPLE'S REP OF CHINA BND 4.75% 29/OCT/2013	N/A	712219AJ3	205,000	217,096.44	0.02%
PETRO-CANADA 5.95% BDS 15/MAY/2035 USD1000	N/A	71644EAG7	189,000	217,455.46	0.02%
CITIGROUP INC 6.625% BDS 15/JUN/2032 USD1000	N/A	172967BL4	232,000	215,163.06	0.02%
KROGER CO 5.4% BDS 15/JUL/2040 USD1000	N/A	501044CN9	200,000	215,469.60	0.02%
CANADIAN NATURAL RESOURCES 4.9% 01/DEC/2014	N/A	136385AF8	195,000	214,370.13	0.02%
GNMA I MORTPASS 6.5% 15/NOV/2032 SF PN# 552903	N/A	36213FGL1	185,066	214,554.89	0.02%
MEXICO(UNITED MEXICAN STATES) 5.75% BDS	N/A	91086QAZ1	200,000	213,000.00	0.02%
WESTERN UNION COMPANY (THE) 6.2% NTS 17/NOV/2036	N/A	959802AH2	200,000	212,804.00	0.02%
PFIZER INC 4.65% 01/MAR/2018	N/A	717081AQ6	185,000	211,046.15	0.02%
PLAINS ALL AMERN PIPELINE L P SR NT 3.95%	N/A	72650RAX0	200,000	211,787.60	0.02%
OHIO POWER CO 6.6% BDS 15/FEB/2033 USD1000	N/A	677415CF6	164,000	210,245.54	0.02%
PITNEY BOWES INC 4.75 15/JAN/2016	N/A	72447XAA5	205,000	210,760.71	0.02%
AMERICAN EXPRESS CO FLTG RTE DEB 01/SEP/2066	N/A	025816AU3	210,000	208,950.00	0.02%
EUROPEAN INVESTMENT BANK 3.125% MTN 04/JUN/2014	N/A	298785EY8	200,000	208,567.00	0.02%
NUSTAR LOGISTICS L P 4.8% GTD 01/SEP/2020 USD2000	N/A	67059TAB1	200,000	208,285.60	0.02%
JAPAN FINANCE CORP 2.5% GTD BDS 18/MAY/2016	N/A	471065AG7	200,000	209,138.00	0.02%
FISERV INC 4.75% BDS 15/JUN/2021 USD1000	N/A	337738AL2	200,000	209,247.40	0.02%
DUKE ENERGY CAROLINAS LLC 4.25% BDS 15/DEC/2041	N/A	26442CAM6	200,000	209,249.00	0.02%
VODAFONE GROUP 7.875% NOTES 15/FEB/2030 USD1000	N/A	92857TAH0	144,000	209,148.48	0.02%
TECK RESOURCES LTD 4.5% BDS 15/JAN/2021 USD1000000	N/A	878742AT2	200,000	208,856.60	0.02%
DOMINION RESOURCES INC(VIRGINIA) 5.95% SNR NTS	N/A	25746UAV1	174,000	207,087.67	0.02%
VODAFONE GROUP 2.875% NTS 16/MAR/2016 USD1000	N/A	92857WAW0	200,000	207,520.80	0.02%
PEPSICO INC 3.125% 01/NOV/2020	N/A	713448BR8	200,000	207,859.20	0.02%
VF CORP 3.5% BDS 01/SEP/2021 USD1000	N/A	918204AV0	200,000	207,760.00	0.02%
JAPAN FIN CORP GTD BD 2.25% 13/JUL/2016	N/A	471065AH5	200,000	205,488.60	0.02%
ST JUDE MED INC SR NT 2.5% 15/JAN/2016	N/A	790849AH6	200,000	206,301.60	0.02%
SARA LEE CORP 6.125% 01/NOV/2032	N/A	803111AM5	200,000	205,966.40	0.02%
UNION PACIFIC CORP 6.25% BDS 01/MAY/2034 USD1000	N/A	907818CU0	164,000	205,653.05	0.02%
BURLINGTON NORTHERN SANTA FE CORP 7.95% BDS	N/A	12189TAR5	144,000	205,386.77	0.01%
CSX CORP 3.7% NTS 30/OCT/2020 USD1000	N/A	126408GT4	200,000	203,875.00	0.01%
WESTAR ENERGY INC 6% 01/JUL/2014	N/A	95709TAA8	185,000	202,841.77	0.01%
IDEX CORP 4.2% BDS 15/DEC/2021 USD1000	N/A	45167RAF1	200,000	202,821.60	0.01%
GOOGLE INC 1.25% BDS 19/MAY/2014 USD1000	N/A	38259PAA0	200,000	203,009.60	0.01%
AMGEN INC 2.3% BDS 15/JUN/2016 USD1000	N/A	031162BF6	200,000	201,366.40	0.01%
FNMA MORTPASS 6% 01/SEP/2023 CI PN# 990972	N/A	31415V2D6	187,071	202,351.45	0.01%
SOUTHERN CAL EDISON	N/A	842400EZ2	164,000	202,605.11	0.01%
METLIFE INC 5.5% NTS 15/JUN/2014 USD1000	N/A	59156RAH1	185,000	201,830.38	0.01%
LOWES COS INC 6.5% NTS 15/MAR/2029 USD1000	N/A	548661AK3	164,000	201,536.81	0.01%
GOODRICH (BF) CO 6.29% 01/JUL/2016	N/A	382388AS5	171,000	201,654.49	0.01%
ATMOS ENERGY CORP 4.95% SNR NTS 15/OCT/2014 USD	N/A	049560AF2	185,000	202,515.80	0.01%
EUROPE(COUNCIL OF) 1.5% NTS 15/JAN/2015 USD1000	N/A	222213AC4	200,000	200,816.40	0.01%
POLAND(REPUBLIC OF) 5% NTS 23/MAR/2022 USD1000	N/A	857524AB8	200,000	201,000.00	0.01%
US BANK NA 4.95% BDS 30/OCT/2014 USD1000	N/A	90331HKP7	185,000	201,057.08	0.01%
CITIGROUP INC 5.875% BDS 29/MAY/2037 USD1000	N/A	172967EC1	200,000	199,751.00	0.01%
MELLON FUNDING CORP 5.00% 01/DEC/2014	N/A	585515AD1	185,000	199,393.00	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00854	N/A	3128PB5P5	183,165	197,433.87	0.01%
KILROY REALTY CORP 4.8% BDS 15/JUL/2018 USD1000	N/A	49427RAH5	200,000	197,539.00	0.01%
PEPSI BOTTLING GROUP INC 7% SNR NTS 01/MAR/2029	N/A	713409AC4	144,000	198,039.60	0.01%
KOREA FINANCE CORP 4.625% BDS 16/NOV/2021 USD1000	N/A	50065TAC7	200,000	198,457.80	0.01%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 755656	N/A	36230QH92	181,784	196,150.38	0.01%
XCEL ENERGY INC 5.613% 01/APR/2017	N/A	98389BAK6	173,000	196,220.75	0.01%
BANK OF AMERICA CORP 6% MTN 15/JUN/2016 USD1000	N/A	06050TJP8	205,000	195,111.62	0.01%
WYETH 6.50% 01/FEB/2034	N/A	983024AG5	144,000	194,797.01	0.01%
WAL-MART STORES INC 4.625% BDS 15/APR/2041 USD1000	N/A	931142DB6	150,000	193,860.15	0.01%
PUBLIC SERV CO OF COLO 5.5% 01/APR/2014	N/A	744448BX8	174,000	192,081.38	0.01%
TELECOM ITALIA CAPITAL 6% NTS 30/SEP/2034 USD1000	N/A	87927VAM0	260,000	192,652.98	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 753826	N/A	36230NHB4	177,523	191,233.41	0.01%
MASSACHUSETTS STATE TRANSN FD 5.731% BDS	N/A	57604TAD8	150,000	190,836.00	0.01%
UBS PFD FUNDING TRUST V FLOATING RATE PFD PERP	N/A	90264AAA7	225,000	190,406.25	0.01%
FNMA MORTPASS 5% 01/MAY/2030 CT PN# MA0443	N/A	31417YP50	175,058	189,206.01	0.01%
TELECOM ITALIA CAPITAL 4.95% NTS 30/SEP/2014	N/A	87927VAL2	205,000	190,281.82	0.01%
ASTRAZENECA PLC 6.45% NTS 15/SEP/2037 USD1000	N/A	046353AD0	140,000	188,835.36	0.01%
UNILEVER CAPITAL CORP 5.90% 12NOV15/NOV/2032	N/A	904764AH0	144,000	188,919.65	0.01%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	120,000	186,734.40	0.01%
JPMORGAN CHASE & CO 4.75% 01/MAR/2015	N/A	46625HCE8	176,000	187,187.62	0.01%
NEWMONT USA LTD	N/A	651639AE6	164,000	185,679.65	0.01%
ANHEUSER-BUSCH COS INC 5% BDS 01/MAR/2019 USD1000	N/A	035229CW1	164,000	184,723.20	0.01%
MORGAN STANLEY 3.45% MTN 02/NOV/2015 USD1000	N/A	61747YCT0	200,000	184,138.20	0.01%
TEVA PHARMACEUTICAL FINANCE IV 3.65% BDS	N/A	88166JAA1	181,000	184,101.44	0.01%
ANHEUSER-BUSCH COS INC 5.75% BDS 01/APR/2036	N/A	035229DA8	151,000	184,689.31	0.01%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	175,000	183,537.03	0.01%
MORGAN STANLEY 3.8% SNR NT 29/APR/2016 USD1000	N/A	61747YDD4	200,000	184,262.80	0.01%
NEWS AMERICA INC 6.2% BDS 15/DEC/2034 USD1000	N/A	652482BJ8	170,000	182,757.31	0.01%
WILLIAMS PARTNERS L.P. 6.3% NTS 15/APR/2040	N/A	96950FAF1	150,000	182,894.25	0.01%
PACIFIC GAS & ELECTRIC CO 5.8% SNR NTS 01/MAR/2037	N/A	694308GJ0	150,000	182,688.30	0.01%
DELL INC 7.1% DEBS 15/APR/2028 USD1000	N/A	247025AE9	144,000	180,845.42	0.01%
UNITED PARCEL SERVICE OF AMERICA STEP UP NOTES	N/A	911308AB0	123,000	180,161.67	0.01%
COMCAST CABLE COMM HOLDINGS NT 8.375% 15/MAR/2013	N/A	00209TAA3	164,000	178,352.30	0.01%
RAYTHEON CO 6.4% BDS 15/DEC/2018 USD1000	N/A	755111AU5	144,000	178,128.43	0.01%
FHLMCGLD MORTPASS 6.5% 01/FEB/2037 A5 PN# A57803	N/A	3128KLU47	159,021	179,028.56	0.01%
CONAGRA INC 7% SNR NOTES 01/OCT/2028 USD1000	N/A	205887AR3	154,000	176,954.32	0.01%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	164,000	177,222.17	0.01%
CAMPBELL SOUP COMPANY 4.875% 01/OCT/2013	N/A	134429AS8	164,000	175,531.00	0.01%
DOVERLAND CORP 4.875 15/OCT/2015	N/A	260003AE8	156,000	176,272.04	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53039	N/A	3128KFLU2	156,055	175,542.67	0.01%
CAPITAL ONE CAPITAL III 7.686% BDS 01/AUG/2066	N/A	14042BAA4	175,000	174,562.50	0.01%
METROPOLITAN EDISON CO 4.875% SNR NTS 01/APR/2014	N/A	591894BW9	164,000	174,236.22	0.01%
GNMA I MORTPASS 6.5% 15/NOV/2033 SF PN# 604788	N/A	36200M2V4	150,527	174,512.65	0.01%
ARCHER DANIELS MIDLAND 5.935% 01/OCT/2032	N/A	039483AT9	140,000	173,535.32	0.01%
BLACK & DECKER CORP 4.75% SNR NTS 01/NOV/2014	N/A	091797AM2	160,000	173,854.08	0.01%
NOBLE ENERGY INC 6% BDS 01/MAR/2041 USD1000	N/A	655044AE5	150,000	173,543.70	0.01%
GOODRICH (BF) CO 6.8% 01/JUL/2036	N/A	382388AU0	129,000	173,609.49	0.01%
AMERICA MOVIL SAB DE CV 5.75% BDS 15/JAN/2015	N/A	02364WAH8	155,000	171,583.76	0.01%
ASTRAZENECA PLC 5.4% 01/JUN/2014	N/A	046353AA6	155,000	171,531.99	0.01%
OGLETHORPE POWER CORP 5.25% BDS 01/SEP/2050 USD100	N/A	677050AH9	150,000	171,607.50	0.01%
GTE CORP 6.84% DEB 15/APR/2018 USD1000	N/A	362320AZ6	144,000	172,485.65	0.01%
ARIZONA PUB SERVICE CO 5.5% 01/SEP/2035	N/A	040555CH5	150,000	172,552.80	0.01%
ALCAN INC 5.75% 01/JUN/2035	N/A	013716AW5	144,000	170,251.20	0.01%
MOTOROLA SOLUTIONS INC 7.5% BDS 15/MAY/2025	N/A	620076AH2	144,000	169,891.49	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2038 A8 PN# A82297	N/A	312928RS5	152,336	170,740.36	0.01%
GOLDMAN SACHS CAPITAL I 6.345% 15/FEB/2034	N/A	38143VAA7	200,000	169,282.00	0.01%
BOSTON SCIENTIFIC CORP 6.4% BDS 15/JUN/2016	N/A	101137AG2	150,000	168,174.60	0.01%
GNMA I MORTPASS 6% 15/SEP/2034 SP PN# 781804	N/A	36241KAD0	147,449	167,806.58	0.01%
ITALY(REPUBLIC OF) 6.875% DEBS 27/SEP/2023 USD1000	N/A	465410AH1	174,000	167,631.60	0.01%
LOCKHEED MARTIN CORP 5.72% NTS 01/JUN/2040 USD1000	N/A	539830AW9	150,000	168,400.20	0.01%
APPALACHIAN POWER CO 5.8% 01/OCT/2035	N/A	037735CE5	144,000	166,187.66	0.01%
PRAXAIR INC 4.05% NTS 15/MAR/2021 USD1000	N/A	74005PAY0	150,000	166,093.50	0.01%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 755655	N/A	36230QH84	154,027	166,007.74	0.01%
NEWMONT MINING CORP 5.125% BDS 01/OCT/2019 USD1000	N/A	651639AL0	150,000	166,150.20	0.01%
GLAXOSMITHKLINE CAP INC 5.375% 15/APR/2034	N/A	377372AB3	139,000	165,762.50	0.01%
HYDRO-QUEBEC 8.875% 01/MAR/2026	N/A	448814CP6	109,000	165,653.95	0.01%
MAY DEPARTMENT STORES CO 6.7% BDS 15/JUL/2034	N/A	577778CE1	150,000	165,565.35	0.01%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	731011AP7	156,000	164,798.40	0.01%
SAFEWAY INC 5% LN STK 15/AUG/2019 USD1000	N/A	786514BR9	155,000	165,364.08	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 690662	N/A	36296GJF9	151,573	163,362.52	0.01%
TARGET CORP 7% DEB 15/JUL/2031 USD1000	N/A	87612EAF3	121,000	163,212.79	0.01%
ARISTOTLE HOLDING INC 6.125% BDS 15/NOV/2041	N/A	04044TAB2	150,000	162,177.75	0.01%
TIME WARNER INC 5.375% BDS 15/OCT/2041 USD1000	N/A	887317AM7	150,000	162,478.50	0.01%
KRAFT FOODS INC 6.5% BDS 01/NOV/2031 USD1000	N/A	50075NAC8	131,000	162,859.59	0.01%
GENERAL DYNAMICS CORP 3.875% BDS 15/JUL/2021	N/A	369550AR9	150,000	162,191.70	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606308	N/A	36201XR59	143,244	161,082.15	0.01%
PHARMACIA CORP 6.6% DEBS 01/DEC/2028 USD1000	N/A	71713UAW2	123,000	160,873.30	0.01%
TRAVELERS PROP CAS 6.375% BDS 15/MAR/2033 USD1000	N/A	89420GAE9	133,000	161,384.73	0.01%
CATERPILLAR INC 6.05% NTS 15/AUG/2036 USD1000	N/A	149123BN0	123,000	158,952.53	0.01%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	836205AJ3	144,000	157,680.00	0.01%
SOUTHERN CAL EDISON 6% 15/JAN/2034	N/A	842400ES8	123,000	158,499.52	0.01%
XCEL ENERGY INC 6.5% BDS 01/JUL/2036 USD1000	N/A	98389BAH3	123,000	157,897.56	0.01%
FHLMCGLD MORTPASS 6.5% 01/FEB/2038 A7 PN# A74187	N/A	3128L7UL9	137,036	156,889.74	0.01%
NEWS AMERICA INC 4.5% SNR NT 15/FEB/2021 USD1000	N/A	652482CB4	150,000	157,276.35	0.01%
NATIONAL RURAL UTILITIES CO-OP 8% NTS 01/MAR/2032	N/A	637432CT0	111,000	156,292.33	0.01%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A16522	N/A	31296RG77	137,425	156,089.55	0.01%
LABORATORY CORP OF AMERICA HOLDINGS 3.125% BDS	N/A	50540RAH5	150,000	155,816.85	0.01%
KEYCORP 5.1% BDS 24/MAR/2021 USD1000	N/A	49326EED1	150,000	155,769.00	0.01%
INTERNATIONAL PAPER CO 5.3% BDS 01/APR/2015	N/A	460146BU6	144,000	155,735.57	0.01%
PROGRESSIVE CP(OH) 3.75% SNR NT 23/AUG/2021 USD	N/A	743315AN3	150,000	155,867.85	0.01%
WYNDHAM WORLDWIDE CORP SR NT 5.625% 01/MAR/2021	N/A	98310WAG3	150,000	154,884.75	0.01%
WELLS FARGO COMPANY 5.125% 15SEPT15/SEP/2016	N/A	949746JE2	144,000	154,835.28	0.01%
DOW CHEMICAL CO 4.125% BDS 15/NOV/2021 USD1000	N/A	260543CF8	150,000	153,858.00	0.01%
INTERNATIONAL BUS MACH CORP 2.9% NTS 01/NOV/2021	N/A	459200HA2	150,000	154,626.60	0.01%
SLM CORP 8.45% NTS 15/JUN/2018 USD1000'TR 104'	N/A	78442FEH7	150,000	154,500.00	0.01%
EOG RESOURCES INC 5.625% NTS 01/JUN/2019 USD2000	N/A	26875PAD3	130,000	153,621.78	0.01%
CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000	N/A	17275RAJ1	150,000	152,811.30	0.01%
SUNTRUST BANKS INC 3.6% NTS 15/APR/2016 USD1000	N/A	867914BD4	150,000	152,750.55	0.01%
ONCOR ELEC DELIVERY CO LLC SR SEC NT 144A	N/A	68233JAN4	150,000	153,361.20	0.01%
CONOCOPHILLIPS 5.9% BDS 15/OCT/2032 USD1000	N/A	20825CAF1	123,000	151,514.72	0.01%
TEXAS INSTRUMENTS INC 1.375% BDS 15/MAY/2014	N/A	882508AQ7	150,000	151,866.90	0.01%
ZIMMER HOLDINGS INC 3.375% BDS 30/NOV/2021 USD1000	N/A	98956PAC6	150,000	151,254.90	0.01%
EXPEDIA INC 5.95% SR NT 15/AUG/2020 USD1000	N/A	30212PAH8	150,000	151,264.80	0.01%
FNMA MORTPASS 5% 01/NOV/2029 CT PN# MA0243	N/A	31417YHV2	140,189	151,518.39	0.01%
MATTEL INC 5.45% BDS 01/NOV/2041 USD1000	N/A	577081AW2	150,000	151,886.10	0.01%
AMERICA MOVIL SA DE CV 6.375% 01/MAR/2035	N/A	02364WAJ4	123,000	149,619.54	0.01%
CLIFFS NATURAL RESOURCES INC 4.875% BDS	N/A	18683KAD3	150,000	149,459.40	0.01%
GNMA I MORTPASS 6% 15/DEC/2034 SP PN# 781847	N/A	36241KBQ0	131,624	149,796.61	0.01%
CIGNA CORP 5.375% BDS 15/FEB/2042 USD100	N/A	125509BT5	150,000	149,137.80	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2035 A4 PN# A47682	N/A	3128K8RB4	131,012	148,150.34	0.01%
UNIONBANCAL CORP NTS DUE 16/DEC/2013 5.25	N/A	904851AA0	144,000	148,156.27	0.01%
KINDER MORGAN ENER PART 494550AT3 5.8% 15/MAR/2035	N/A	494550AT3	144,000	148,384.08	0.01%
FNMA MORTPASS 6.5% 01/FEB/2033 CL PN# 656559	N/A	31390UMG8	129,100	146,667.16	0.01%
AMER.ELEC.POWER 5.25% DUE 01/JUN/2015	N/A	025537AE1	133,000	145,614.39	0.01%
BELLSOUTH CORP 079860AE2 6.55% 15/JUN/2034	N/A	079860AE2	123,000	146,415.63	0.01%
TIME WARNER INC 6.875% BDS 15/JUN/2018 USD1000	N/A	887315AY5	122,000	145,399.11	0.01%
DUKE CAPITAL CORP 6.75% BDS 15/FEB/2032 USD1000	N/A	26439RAK2	123,000	144,654.15	0.01%
AMERICAN EXPRESS CO NT 6.15% 28/AUG/2017	N/A	025816AX7	125,000	142,956.88	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A22067	N/A	31296YJL8	124,659	141,122.58	0.01%
WASTE MANAGEMENT INC 7% SNR NOTES 13/JUL/2028	N/A	902917AH6	113,000	141,680.08	0.01%
PACIFICORP	N/A	695114BZ0	123,000	141,861.93	0.01%
MERCK & CO INC 5.95% DEB 01/DEC/2028 USD1000	N/A	589331AE7	113,000	141,576.23	0.01%
MBNA AMERICA BANK NA 7.125% 15/NOV/2012	N/A	5526E2AC3	140,000	141,955.10	0.01%
CON EDISON CO OF NY 5.375% 15/DEC/2015	N/A	209111EK5	123,000	140,752.34	0.01%
KELLOGG CO 7.45% BDS 01/APR/2031 USD1000	N/A	487836AT5	103,000	140,463.26	0.01%
PROCTER & GAMBLE CO 4.85% 15/DEC/2015	N/A	742718BZ1	123,000	140,573.63	0.01%
MORGAN STANLEY 5.5% BDS 28/JUL/2021 USD100	N/A	61747WAL3	150,000	138,695.25	0.01%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 757043	N/A	36230RZG4	126,375	136,362.35	0.01%
OMNICOM GROUP INC 5.9% DEB 15/APR/2016 USD1000	N/A	681919AS5	123,000	136,762.59	0.01%
PROGRESSIVE CORP 6.25% DUE 01/DEC/2032	N/A	743315AL7	113,000	136,765.03	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 655519	N/A	36294PG49	121,546	134,843.93	0.01%
CAPITAL ONE CAPITAL IV VAR 17/FEB/2037	N/A	140422AA4	135,000	133,312.50	0.01%
GNMA I MORTPASS 6% 15/FEB/2035 SP PN# 781902	N/A	36241KDF2	117,585	133,523.81	0.01%
SAFEWAY INC 8.625% NTS 15/AUG/2014 USD1000	N/A	786514BM0	123,000	133,112.20	0.01%
FNMA MORTPASS 5% 01/MAY/2030 CT PN# AB1038	N/A	31416WEL2	123,348	133,316.67	0.01%
JPMORGAN CHASE & CO 5.3% NTS 30/OCT/2015 USD1000	N/A	073902KF4	123,000	132,272.85	0.01%
WACHOVIA CORP 929903AE2 4.875% 15/FEB/2014	N/A	929903AE2	127,000	132,469.89	0.01%
ALLSTATE CORP SER'A' VAR DEB 15/MAY/2067 USD1000	N/A	020002AU5	145,000	130,862.50	0.01%
JOHNSON CONTROLS INC 4.875% DUE 15/SEP/2013	N/A	478366AM9	123,000	130,360.69	0.01%
CADBURY SCHWEPPES US FINANCE LLC 5.125%	N/A	127210AB8	123,000	131,071.38	0.01%
WILLIS GROUP N AMERICA 5.625 15/JUL/2015	N/A	970648AB7	123,000	130,608.53	0.01%
TEXAS GAS TRANSMISSION 4.6% BDS 01/JUN/2015	N/A	882440AS9	123,000	131,013.94	0.01%
ANHEUSER-BUSCH COS INC 6% BDS 01/NOV/2041 USD1000	N/A	035229CL5	103,000	129,134.29	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01633	N/A	3128PCY63	119,727	129,690.81	0.01%
GTE CORP 6.94% DEBS 15/APR/2028 USD1000	N/A	362320BA0	103,000	129,524.87	0.01%
HOME DEPOT INC 5.95% BDS 01/APR/2041 USD100	N/A	437076AV4	100,000	129,019.20	0.01%
HEALTH CARE REIT 6.00% 15/NOV/2013	N/A	42217KAL0	123,000	129,061.56	0.01%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757557	N/A	36230SME1	120,216	129,566.14	0.01%
CELULOSA ARAUCO Y CONSTITUCION 5.125% NTS	N/A	151191AL7	123,000	128,325.78	0.01%
NORANDA INC 6.2 15/JUN/2035	N/A	655422AV5	123,000	127,426.28	0.01%
TRANSOCEAN SEDCO FOREX INC 7.5% NTS 15/APR/2031	N/A	893830AF6	123,000	127,657.03	0.01%
PRAXAIR INC 3.95% 01JUN01/JUN/2013	N/A	74005PAL8	123,000	128,696.50	0.01%
CHILE (REPUBLIC OF) 5.50% DUE 15/JAN/2013	N/A	168863AS7	123,000	128,720.73	0.01%
GNMA I MORTPASS 6% MBPT 15/DEC/2033 USD1000	N/A	36225B2V9	112,314	127,820.10	0.01%
AGL CAPITAL CORPORATION	N/A	001192AC7	123,000	127,151.00	0.01%
POLAND(REPUBLIC OF) 5.125% BDS 21/APR/2021 USD1000	N/A	857524AA0	125,000	127,187.50	0.01%
LUBRIZOL CORP 6.50% 01/OCT/2034	N/A	549271AF1	103,000	126,835.44	0.01%
COMERICA BANK 4.80% DUE 01MAY01/MAY/2015	N/A	200340AL1	123,000	125,770.33	0.01%
GNMA I MORTPASS 6% 15/DEC/2033 SF PN# 604875	N/A	36200M6L2	110,034	125,225.67	0.01%
GOVT NTL MTG ASSN POOL NO: 572554	N/A	36200UBX2	108,018	125,229.96	0.01%
SCIENCE APPLICATIONS 5.5% NTS 01/JUL/2033 USD1000	N/A	808626AG0	123,000	124,803.30	0.01%
HRPT PROPERTIES TRUST 5.75% 15/FEB/2014	N/A	40426WAQ4	123,000	125,838.23	0.01%
AGRIUM INC 6.125% BDS 15/JAN/2041 USD2000	N/A	008916AJ7	100,000	124,035.10	0.01%
CREDIT SUISSE FB USA INC 5.125% 15/JAN/2014	N/A	22541LAM5	119,000	124,035.13	0.01%
GOVT NATIONAL MORTGAGE ASSOCN 5.5% MTG/BCKD	N/A	36213FP56	109,480	123,592.12	0.01%
PRIDE INTERNATIONAL INC 8.5% BDS 15/JUN/2019	N/A	74153QAG7	100,000	123,833.20	0.01%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	113,000	123,491.60	0.01%
RABOBANK NEDERLAND 5.25% BDS 24/MAY/2041 USD1000	N/A	21685WCJ4	125,000	122,534.25	0.01%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84252	N/A	312930WM8	109,778	122,491.78	0.01%
ARCHER DANIELS MIDLAND 039483AU6 5.375%	N/A	039483AU6	103,000	121,150.56	0.01%
PUGET ENERGY INC 5.483% DUE 01/JUN/2035	N/A	745332BU9	103,000	121,474.18	0.01%
DEUTSCHE BK FINL LLC 5.38% 02/MAR/2015	N/A	2515E0AA7	123,000	120,677.64	0.01%
OWENS CORNING INC 9.00% BDS 15/JUN/2019 USD1000	N/A	690742AC5	100,000	119,305.20	0.01%
POTASH CORP SASKATCHEWAN 4.875 01/MAR/2013	N/A	73755LAC1	115,000	120,253.09	0.01%
WAL-MART STORES INC 7.55% BDS 15/FEB/2030 USD1000	N/A	931142BF9	82,000	119,741.65	0.01%
NEVADA POWER CO 5.45% BDS 15/MAY/2041 USD1000	N/A	641423CA4	100,000	118,807.40	0.01%
WILLIAMS PARTNERS L.P. 7.25% BDS 01/FEB/2017	N/A	96950HAD2	100,000	118,633.80	0.01%
VIRGINIA ELECTRIC & POWER CO 5.4% BDS 15/JAN/2016	N/A	927804EZ3	103,000	118,705.96	0.01%
ORACLE CORP 5% LN STK 08/JUL/2019 USD1000	N/A	68389XAG0	100,000	117,900.30	0.01%
TEVA PHARM FINANCE LLC 6.15% BDS 01/FEB/2036	N/A	88163VAD1	98,000	119,111.45	0.01%
AT&T BROADBAND CORP NT 9.455% 15/NOV/2022	N/A	00209TAB1	82,000	116,841.64	0.01%
NBCUNIVERSAL MEDIA LLC 5.95% BDS 01/APR/2041	N/A	63946BAG5	100,000	117,541.40	0.01%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 719486	N/A	3620A5J75	108,953	117,427.12	0.01%
BRITISH COLUMBIA (PROV OF) 4.3% 30/MAY/2013	N/A	110709FH0	111,000	116,786.21	0.01%
ANADARKO PETROLEUM CORP 6.375% BDS 15/SEP/2017	N/A	032511BH9	100,000	115,913.40	0.01%
PLACER DOME INC 6.375% NTS 01/MAR/2033 USD1000	N/A	725906AH4	96,000	115,484.74	0.01%
TEXAS TRANSN COMMN ST HWY FD REV FIRST TIER-SER	N/A	88283LHU3	100,000	116,169.00	0.01%
UNITED PARCEL SERVICE INC 8.375% DEB 01/APR/2020	N/A	911308AA2	82,000	116,002.61	0.01%
SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 08/MAR/2041	N/A	836205AP9	100,000	116,250.00	0.01%
GENWORTH FINANCIAL 6.5% NTS 15/JUN/2034 USD1000	N/A	37247DAB2	144,000	115,327.30	0.01%
DOMINION RESOURCES INC(VIRGINIA) 5.2% BDS	N/A	25746UBH1	100,000	115,439.30	0.01%
FORTUNE BRANDS INC 5.375% BDS 15/JAN/2016 USD1000	N/A	349631AL5	105,000	115,286.96	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2034 G0 PN# G08023	N/A	3128MJAZ3	100,759	114,065.48	0.01%
CSX CORP 5.5% 15/APR/2041	N/A	126408GU1	100,000	113,269.80	0.01%
TALISMAN ENERGY INC SHELF 2	N/A	87425EAE3	92,000	112,530.44	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A48735	N/A	3128K9V43	103,630	112,700.93	0.01%
LILLY(ELI)& CO 7.125% NTS 01/JUN/2025 USD1000	N/A	532457AM0	82,000	113,558.44	0.01%
AFLAC INC 6.9% BDS 17/DEC/2039 USD2000	N/A	001055AD4	100,000	111,186.30	0.01%
US BANCORP 4.125% BDS 24/MAY/2021 USD1000	N/A	91159HHA1	100,000	111,106.20	0.01%
CAMPBELL SOUP CO 4.25% NTS 15/APR/2021 USD1000	N/A	134429AW9	100,000	111,575.60	0.01%
FNMA MORTPASS 5% 01/DEC/2029 CT PN# MA0268	N/A	31417YJN8	103,388	111,743.04	0.01%
FNMA MORTPASS 6.5% 01/SEP/2034 CL PN# 788027	N/A	31405FPL0	98,497	111,243.85	0.01%
ABBEY NATIONAL TREASURY SERVICES 4.0% BDS	N/A	002799AJ3	125,000	112,144.13	0.01%
BP CAPITAL MARKETS 4.5% BDS 01/OCT/2020 USD1000	N/A	05565QBP2	100,000	110,137.10	0.01%
KEY BK N A MEDIUM TERM SUB BK	N/A	49306CAH4	103,000	109,971.25	0.01%
FNMA MORTPASS 6.5% 01/OCT/2033 CL PN# 750229	N/A	31403JPN0	97,495	110,802.44	0.01%
DANAHER CORP 3.9% SR NTS 23/JUN/2021 USD1000	N/A	235851AM4	100,000	110,399.50	0.01%
BP CAPITAL MARKETS AMERICA INC 4.2% GTD NTS	N/A	10373QAA8	103,000	110,551.34	0.01%
CAMDEN PROPERTY TRUST	N/A	133131AP7	103,000	109,395.27	0.01%
WESTPAC BANKING CORP 4.625% 01/JUN/2018	N/A	961214AH6	103,000	109,154.25	0.01%
SOUTHWEST AIRLINES CO 5.125 01/MAR/2017	N/A	844741AX6	103,000	108,553.35	0.01%
GOOGLE INC 3.625% BDS 19/MAY/2021 USD1000	N/A	38259PAB8	100,000	109,322.00	0.01%
DELL INC 4.625% BDS 01/APR/2021 USD1000	N/A	24702RAQ4	100,000	108,459.10	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53219	N/A	3128KFSG6	96,947	109,144.48	0.01%
FHLMCGLD MORTPASS 5.5% 01/OCT/2018 B1 PN# B10210	N/A	312962GT4	100,589	109,274.33	0.01%
AMERIPRISE FINANCIAL INC 5.3% BDS 15/MAR/2020	N/A	03076CAE6	100,000	107,606.00	0.01%
JOHNSON CONTROLS INC 4.25% BDS 28/FEB/2021 USD1000	N/A	478366AX5	100,000	106,856.70	0.01%
ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE	N/A	452152HU8	100,000	107,667.00	0.01%
DUKE ENERGY INDIANA INC 1STM BD 3.75% 15/JUL/2020	N/A	263901AC4	100,000	107,376.00	0.01%
FL POWER & LIGHT 341081EN3 4.85% 01/FEB/2013	N/A	341081EN3	103,000	107,454.54	0.01%
FLORIDA POWER & LIGHT 5.4% 01/SEP/2035	N/A	341081EU7	90,000	108,159.93	0.01%
CINTAS CORP NO. 2 4.3% BDS 01/JUN/2021 USD1000	N/A	17252MAK6	100,000	107,417.40	0.01%
ECOLAB INC 4.35% BDS 08/DEC/2021 USD1000	N/A	278865AL4	100,000	106,788.90	0.01%
VIRGIN MEDIA SECURED FINANCE PLC 6.5% SR SEC NTS	N/A	92769XAC9	100,000	106,250.00	0.01%
WILLIS GROUP HOLDINGS 5.75% BDS 15/MAR/2021	N/A	97063PAB0	100,000	106,050.00	0.01%
UNITED UTILITIES 5.375% DUE 01/FEB/2019	N/A	91311QAE5	100,000	105,725.90	0.01%
GILEAD SCIENCES INC 4.5% NTS 01/APR/2021 USD1000	N/A	375558AQ6	100,000	106,023.70	0.01%
JOHNSON & JOHNSON 2.95% 01/SEP/2020	N/A	478160AW4	100,000	106,507.80	0.01%
NEWELL RUBBERMAID INC 4.7% LN STK 15/AUG/2020	N/A	651229AK2	100,000	105,629.10	0.01%
GNMA I MORTPASS 6.5% 15/AUG/2034 SF PN# 630038	N/A	36291J4X5	91,726	104,966.28	0.01%
GREAT PLAINS ENERGY INC 4.85% BDS 01/JUN/2021	N/A	391164AE0	100,000	104,822.90	0.01%
TRAVELERS COMPANIES INC 5.75% BDS 15/DEC/2017	N/A	89417EAC3	90,000	105,051.78	0.01%
BIO RAD LABORATORIES INC 4.875% NTS 15/DEC/2020	N/A	090572AP3	100,000	103,756.80	0.01%
UDR INC 4.25% BDS 01/JUN/2018 USD100	N/A	91019PCS9	100,000	103,438.60	0.01%
TECK RESOURCES LTD 3.85% BDS 15/AUG/2017 USD2000	N/A	878742AR6	100,000	103,115.80	0.01%
REINSURANCE GROUP OF AMERICA 5% NTS 01/JUN/2021	N/A	759351AJ8	100,000	103,618.20	0.01%
INTL BUSINESS MCHN 1.95% BDS 22/JUL/2016 USD100	N/A	459200GX3	100,000	102,916.10	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAR/2036 A4 PN# A43534	N/A	3128K34T1	91,948	103,517.03	0.01%
DANAHER CORP 2.3% SR NTS 23/JUN/2016 USD1000	N/A	235851AL6	100,000	103,938.80	0.01%
BLOCK(H & R) INC 7.875% BDS 15/JAN/2013 USD1000	N/A	093662AD6	100,000	102,781.70	0.01%
BARRICK GOLD CORP 2.9% NTS 30/MAY/2016 USD1000	N/A	067901AF5	100,000	102,634.30	0.01%
GILEAD SCIENCES INC 3.05% BDS 01/DEC/2016 USD1000	N/A	375558AT0	100,000	102,348.50	0.01%
KOHLS CORPORATION 4% NTS 01/NOV/2021 USD1000	N/A	500255AR5	100,000	102,454.40	0.01%
HYATT HOTELS CORPS 5.375% BDS 15/AUG/2021 USD1000	N/A	448579AD4	100,000	102,227.90	0.01%
THERMO FISHER SCIENTIFIC INC 2.05% BDS 21/FEB/2014	N/A	883556AW2	100,000	102,416.70	0.01%
PRUDENTIAL FINANCIAL 5.75 07/JUL/2003 15/JUL/2033	N/A	74432QAC9	103,000	102,444.11	0.01%
CATERPILLAR INC 7.3% BDS 01/MAY/2031 USD1000	N/A	149123BJ9	70,000	101,555.86	0.01%
AMERICAN GENERAL CAPITAL II 7.5% NTS 15/JUL/2025	N/A	026351AU0	103,000	100,425.00	0.01%
MARATHON OIL CORP 6.8% BDS 15/MAR/2032 USD1000	N/A	565849AB2	82,000	100,101.01	0.01%
COMMER BANKS 4.8% 15/APR/2015	N/A	90333WAC2	92,000	100,450.11	0.01%
NOKIA CORP 5.375% BDS 15/MAY/2019 USD1000	N/A	654902AB1	100,000	100,912.50	0.01%
PERKINELMER INC 5% BDS 15/NOV/2021 USD1000	N/A	714046AE9	100,000	101,189.40	0.01%
NEWS AMERICA HLDGS INC 8% NOTES 17/OCT/2016	N/A	652478BX5	82,000	101,144.13	0.01%
EBAY INC 3.25% BDS 15/OCT/2020 USD1000	N/A	278642AC7	100,000	100,944.00	0.01%
BROADCOM CORP 2.7% BDS 01/NOV/2018 USD1000	N/A	111320AE7	100,000	101,101.90	0.01%
AMERICAN INTERNATIONAL GROUP INC 5.05% NTS	N/A	026874AX5	103,000	99,727.38	0.01%
SAFEWAY INC 3.95% NTS 15/AUG/2020 USD1000	N/A	786514BS7	100,000	98,752.80	0.01%
NORFOLK SOUTHERN CORP 7.25% SNR NTS 15/FEB/2031	N/A	655844AQ1	72,000	99,905.76	0.01%
L-3 COMMUNICATIONS CORP 4.95% BDS 15/FEB/2021	N/A	502413BA4	100,000	99,105.80	0.01%
EMBARQ CORPORATION 7.082% BDS 01/JUN/2016 USD1000	N/A	29078EAB1	92,000	99,723.03	0.01%
CON EDISON CO OF NY 5.875% 01/APR/2033	N/A	209111EB5	82,000	99,036.89	0.01%
COLGATE-PALMOLIVE CO 2.45% BDS 15/NOV/2021 USD1000	N/A	19416QDY3	100,000	99,537.40	0.01%
ENERGY TRANSFER PARTNERS L.P. 4.65% BDS	N/A	29273RAN9	100,000	97,959.60	0.01%
ENERGY TRANSFER PARTNERS L.P. 6.05% SR BDS	N/A	29273RAP4	100,000	98,054.90	0.01%
VERIZON COMMUNICATIONS 5.85% 15/SEP/2035	N/A	92344GAX4	82,000	97,970.48	0.01%
KINROSS GOLD CORP 5.125% BDS 01/SEP/2021 USD1000	N/A	496902AF4	100,000	98,141.80	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A24301	N/A	31297BX64	86,614	98,052.40	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2019 G1 PN# G18022	N/A	3128MMAY9	89,042	96,730.07	0.01%
WELLPOINT INC 5.95% BDS 15/DEC/2034 USD2000	N/A	94973VAH0	82,000	96,886.85	0.01%
VENTAS RLTY LTD PARTNERSHIP SR NT 4.75%	N/A	92276MAW5	100,000	96,514.60	0.01%
VALERO ENERGY CORP(NEW) 7.5% NTS 15/APR/2032	N/A	91913YAE0	82,000	95,944.35	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2038 A8 PN# A83464	N/A	312929Z54	85,897	96,275.09	0.01%
FNMA MORTPASS 4% 01/JAN/2026 CI PN# AE6384	N/A	31419HCW0	91,237	96,252.63	0.01%
ATMOS ENERGY CORP 5.125% 15/JAN/2013	N/A	049560AC9	92,000	95,396.36	0.01%
BEST BUY CO INC 5.5% BDS 15/MAR/2021 USD1000	N/A	086516AL5	100,000	95,658.10	0.01%
GAP INC 5.95% BDS 12/APR/2021 USD1000	N/A	364760AK4	100,000	95,380.10	0.01%
EQUITABLE CO'S INC 7% BDS 01/APR/2028 USD1000	N/A	29444GAJ6	92,000	95,118.52	0.01%
NEXEN INC 5.875% NTS 10/MAR/2035 USD1000	N/A	65334HAE2	92,000	93,881.22	0.01%
VODAFONE GROUP PLC NEW NT 6.15% 27/FEB/2037	N/A	92857WAQ3	75,000	93,330.15	0.01%
ALLSTATE CORP 020002AP6 6.125% 15/DEC/2032	N/A	020002AP6	82,000	92,807.11	0.01%
ALLSTATE CORP 5.95% BDS 01/APR/2036 USD2000	N/A	020002AT8	82,000	92,070.83	0.01%
SYSCO CORP 5.375% 21/SEP/2035	N/A	871829AJ6	74,000	92,586.88	0.01%
ARCELORMITTAL 5.5% BDS 01/MAR/2021 USD1000	N/A	03938LAU8	100,000	91,790.90	0.01%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00871	N/A	3128PB6G4	84,167	90,723.89	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 A2 PN# A21356	N/A	31296XQH1	80,597	91,240.84	0.01%
CONS EDISON CO OF NY 4.875% 01/FEB/2013	N/A	209111EA7	86,000	89,430.02	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01757	N/A	3128PC5S7	83,835	90,235.12	0.01%
ALBEMARLE CORP 5.1% DUE 01/FEB/2015	N/A	012653AA9	82,000	88,427.49	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2020 J0 PN# J02325	N/A	3128PDSN1	81,675	88,676.33	0.01%
FL POWER & LIGHT 5.85% 01/FEB/2033	N/A	341081EP8	70,000	88,159.26	0.01%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84287	N/A	312930XQ8	77,423	86,874.24	0.01%
KOREA DEVELOPMENT BANK 5.75% NOTES 10/SEP/2013	N/A	500630BG2	82,000	86,361.58	0.01%
SCOTTISH POWER 81013TAC5 5.81% 15/MAR/2025	N/A	81013TAC5	82,000	86,943.94	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 652539	N/A	36292L4Y7	77,890	86,411.98	0.01%
COMCAST CORP 6.50% 15/NOV/2035	N/A	20030NAK7	70,000	84,376.95	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 C0 PN# C01851	N/A	31292JBU3	74,084	83,867.98	0.01%
VIACOM INC 5.50% 15MAY15/MAY/2033	N/A	925524AV2	82,000	84,246.14	0.01%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 757555	N/A	36230SMC5	77,748	83,892.42	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MMD59	76,868	83,264.80	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39759	N/A	31297VZY7	76,603	83,392.52	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606314	N/A	36201XSB5	73,226	82,344.69	0.01%
ROCKWELL COLLINS INC 5.25% BDS 15/JUL/2019 USD1000	N/A	774341AB7	70,000	81,452.14	0.01%
FHLMCGLD MORTPASS 6.5% 01/FEB/2039 A8 PN# A84584	N/A	312931CV8	71,026	79,606.82	0.01%
ENERGIZER HLDGS IN 4.7% SNR 19/MAY/2021 USD'144A'	N/A	29266RAA6	75,000	78,929.70	0.01%
HEINZ H J FIN CO UNRESTRICTED 6.75% DUE	N/A	42307TAG3	62,000	79,273.14	0.01%
FHLMCGLD MORTPASS 6.5% 01/JUN/2036 G0 PN# G08136	N/A	3128MJEJ5	67,396	75,875.42	0.01%
GOVT NTL MTG ASSN POOL NO: 507396	N/A	36211AUV6	67,488	76,112.26	0.01%
INTER AMERICAN DEVELOPMENT BANK 5.125% NTS	N/A	4581X0AM0	65,000	76,650.41	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2035 A4 PN# A40376	N/A	3128K0MZ3	68,488	74,557.84	0.01%
EMERSON ELECTRIC CO 6% BDS 15/AUG/2032 USD1000	N/A	291011AQ7	57,000	73,238.45	0.01%
GENENTECH INC 5.25% NTS 15/JUL/2035 USD1000	N/A	368710AC3	62,000	73,281.15	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J06015	N/A	3128PHVG3	67,398	72,648.71	0.01%
AMERITECH CAPITAL FUNDING 6.45% NOTES 15/JAN/2018	N/A	030955AM0	62,000	71,417.86	0.01%
BHP FINANCE 6.42% BDS 01/MAR/2026 USD1000	N/A	055450AH3	55,000	71,347.38	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2018 B1 PN# B10653	N/A	312962WN9	66,331	72,057.92	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 J0 PN# J00855	N/A	3128PB5Q3	66,290	71,972.61	0.01%
GNMA I MORTPASS 6% 15/JUN/2033 SF PN# 553320	N/A	36213FVM2	61,674	70,188.46	0.01%
VIACOM INC 7.875% BDS 30/JUL/2030 USD1000	N/A	925524AH3	55,000	69,970.84	0.01%
TEVA PHARMA FIN II 3.65% BDS 10/NOV/2021 USD1000	N/A	88165FAF9	69,000	70,182.32	0.01%
CITIGROUP INC. 5.8750% DUE 22/FEB/2033	N/A	172967BU4	82,000	68,777.25	0.00%
GNMA I MORTPASS 6.5% 15/MAR/2031 SF PN# 528589	N/A	36212BF65	59,938	69,489.15	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2036 A4 PN# A41548	N/A	3128K1WH0	59,901	68,457.68	0.00%
FHLMCGLD MORTPASS 6.5% 01/SEP/2038 A8 PN# A81998	N/A	312928GF5	60,522	67,834.18	0.00%
FLORIDA POWER & LIGHT 5.95% 01/OCT/2033	N/A	341081ER4	53,000	67,785.46	0.00%
NORFOLK SOUTHERN CORP NT 5.59 17/MAY/2025	N/A	655844AW8	59,000	68,153.85	0.00%
THE ALLSTATE CORPORATION 5.5% 09/MAY/2035	N/A	020002AS0	62,000	66,537.66	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 B1 PN# B15071	N/A	312967T44	62,176	66,664.24	0.00%
TGT PIPELINE LLC 5.2% BDS 01/JUN/2018 USD1000	N/A	87243BAB5	62,000	66,011.90	0.00%
MERCK & CO INC 6.4% SNR NOTES 01/MAR/2028 USD1000	N/A	589331AD9	51,000	66,506.09	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 G0 PN# G01391	N/A	31283HRL1	57,728	66,850.88	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 G0 PN# G08064	N/A	3128MJCA6	58,609	66,275.74	0.00%
BUNGE LTD FINANCE CORP 5.1% SNR NTS 15/JUL/2015	N/A	120568AQ3	62,000	64,893.35	0.00%
GNMA I MORTPASS 6% 15/NOV/2033 SF PN# 573916	N/A	36200VSD6	57,580	65,529.52	0.00%
NATIONWIDE FINANCIAL SERVICES 6.75% 15/MAY/2067	N/A	638612AJ0	75,000	64,875.00	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUL/2038 A7 PN# A79540	N/A	3128LDS54	56,910	63,786.05	0.00%
GNMA I MORTPASS 6% 15/APR/2033 SF PN# 604243	N/A	36200MHU0	55,639	63,320.19	0.00%
DOMTAR CORPORATION 10.75% BDS 01/JUN/2017 USD1000	N/A	257559AG9	50,000	63,000.00	0.00%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 756631	N/A	36230RLL8	57,681	62,239.26	0.00%
PITNEY BOWES INC 4.75% NTS 15/MAY/2018 USD1000	N/A	72447WAA7	62,000	61,751.01	0.00%
DOVER CORP 5.375% BDS 01/MAR/2041 USD1000	N/A	260003AK4	50,000	61,136.05	0.00%
GENWORTH FINANCIAL 5.75% NTS 15/JUN/2014 USD1000	N/A	37247DAE6	62,000	61,302.56	0.00%
GNMA I MORTPASS 5.5% 15/FEB/2035 SF PN# 486921	N/A	36210A4E4	54,536	61,447.02	0.00%
FHLMCGLD MORTPASS 5% 01/JUN/2021 G1 PN# G18122	N/A	3128MMD42	56,579	60,898.25	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2021 G1 PN# G12348	N/A	3128M1P94	54,664	59,555.81	0.00%
NEWS AMERICA HLDGS INC 7.28% SNR DEB 30/JUN/2028	N/A	652482AU4	53,000	60,136.29	0.00%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00935	N/A	3128PCBC5	55,889	60,243.45	0.00%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	53,000	58,609.36	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2034 G0 PN# G01741	N/A	31283H5A9	50,750	57,769.96	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2038 G0 PN# G04569	N/A	3128M6MS4	51,638	57,941.60	0.00%
GNMA I MORTPASS 7% 15/JUL/2032 SF PN# 570022	N/A	36200RG71	49,690	58,277.97	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 G1 PN# G11972	N/A	3128M1CH0	52,800	57,261.18	0.00%
FEDERAL NATIONAL MORTGAGE ASSOC 6.5% MTG BDS	N/A	3128M6BU1	50,544	56,650.46	0.00%
FHLMCGLD MORTPASS 6% 01/AUG/2019 B1 PN# B16087	N/A	312968XQ8	51,636	56,499.62	0.00%
GNMA	N/A	36213E3Z7	47,916	56,219.93	0.00%
MACY'S INC 6.9% DEB 01/APR/2029 USD1000	N/A	31410HAQ4	50,000	54,992.00	0.00%
WEATHERFORD INTERNATIONAL 5.5% BDS 15/FEB/2016	N/A	947076AB1	51,000	56,088.98	0.00%
ORACLE CORP 5.25% SNR NTS 15/JAN/2016 USD1000	N/A	68402LAC8	48,000	55,425.55	0.00%
GNMA I MORTPASS 6% 15/MAY/2036 SF PN# 655457	N/A	36294PE66	49,120	55,732.70	0.00%
CINCINNATI GAS ELECTRIC 5.4% 15/JUN/2033	N/A	172070CP7	51,000	53,567.19	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/DEC/2033	N/A	36225B2X5	47,778	54,374.51	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2019 B1 PN# B13430	N/A	312965Y34	49,969	54,282.95	0.00%
APACHE CORP 7.625% NOTES 01/JUL/2019 USD1000	N/A	037411AP0	41,000	52,895.99	0.00%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932891	N/A	31412RNG8	50,786	52,371.38	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2035 G0 PN# G01947	N/A	3128LXEU0	46,215	53,107.62	0.00%
FNMA MORTPASS 3.5% 01/NOV/2040 CL PN# AB1735	N/A	31416W4V1	49,376	50,824.78	0.00%
LINCOLN NATL CORP IND SR NT 4.85% 24/JUN/2021	N/A	534187BB4	50,000	50,938.85	0.00%
WISCONSIN ELECTRIC POWER 5.62% 15/MAY/2033	N/A	976656BW7	41,000	51,434.13	0.00%
FHLMCGLD MORTPASS 5% 01/JUL/2021 J0 PN# J03074	N/A	3128PEMX3	45,876	49,378.15	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2019 E0 PN# E01604	N/A	31294KX91	45,961	49,656.82	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUN/2019 B1 PN# B15396	N/A	3129677H9	45,130	49,040.46	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2021 J0 PN# J01980	N/A	3128PDFV7	44,017	47,742.32	0.00%
FHLMC GOLD POOL NUMBER E01186 5.5% DUE 01/AUG/2017	N/A	31294KJ71	43,869	47,224.46	0.00%
FNMA MORTPASS 5% 01/SEP/2030 CT PN# MA0559	N/A	31417YTR8	43,464	46,976.99	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2032 G0 PN# G01449	N/A	31283HTE5	39,691	45,963.60	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2029 A1 PN# A18212	N/A	31296TDR2	38,659	44,448.02	0.00%
TENNESSEE VALLEY AUTHORITY 6.25% BDS 15/DEC/2017	N/A	880591CU4	35,000	44,520.91	0.00%
GNMA I MORTPASS 6% 15/JAN/2034 SF PN# 621856	N/A	36290YZV3	39,701	45,132.70	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUL/2034 A2 PN# A24988	N/A	31297CRH5	39,495	44,711.15	0.00%
GNMA I MORTPASS 7% 15/APR/2032 SP PN# 781431	N/A	36225BSU3	38,013	44,435.94	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2020 G1 PN# G18062	N/A	3128MMB85	39,427	42,955.97	0.00%
GNMA I MORTPASS 7% 15/MAY/2032 SF PN# 568715	N/A	36213YYL0	37,043	43,444.90	0.00%
FHLMCGLD MORTPASS 5.5% 01/DEC/2018 B1 PN# B11548	N/A	312963WH0	39,534	42,947.26	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2018 G1 PN# G11399	N/A	31283KRU4	38,220	41,400.54	0.00%
FHLMCGLD MORTPASS 5.5% 01/DEC/2019 B1 PN# B14288	N/A	312966XR0	38,041	41,325.71	0.00%
FHLMC PC GOLD COMB 15 5.500 01/AUG/2019	N/A	3128MMAG8	36,948	40,138.68	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2019 B1 PN# B13600	N/A	3129657M2	36,584	39,742.28	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31283HN43	35,043	40,581.04	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43452	N/A	3128K3ZR1	35,347	38,440.67	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2021 G1 PN# G12245	N/A	3128M1L23	35,412	38,581.63	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2021 J0 PN# J01279	N/A	3128PCM41	35,975	38,968.38	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2033 G0 PN# G01536	N/A	31283HV51	33,547	38,550.34	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GSZK6	34,274	37,298.97	0.00%
FHLMCGLD MORTPASS 6.5% 01/SEP/2035 A4 PN# A46935	N/A	3128K7V47	33,686	38,092.22	0.00%
GNMA I MORTPASS 6.5% 15/AUG/2036 SF PN# 657912	N/A	36294R3V9	32,979	37,625.57	0.00%
FHLMCGLD MORTPASS 5% 01/FEB/2021 J0 PN# J01189	N/A	3128PCKA9	35,327	38,023.49	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84168	N/A	312930TZ3	33,017	37,005.45	0.00%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01570	N/A	3128PCW73	33,403	36,182.59	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 A3 PN# A31989	N/A	31297MF60	32,207	36,420.33	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAY/2020 B1 PN# B18437	N/A	312971LS1	33,313	36,168.98	0.00%
FHLMCGLD MORTPASS 8% 01/OCT/2030 C4 PN# C43967	N/A	31298CMQ9	32,616	36,979.45	0.00%
FNMA MORTPASS 7.5% 01/OCT/2031 CL PN# 607212	N/A	31388KR95	29,232	34,904.53	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68300	N/A	31287UGH9	29,620	34,037.66	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128M1R92	30,258	32,775.54	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C67235	N/A	31287TBC8	28,586	32,849.51	0.00%
FEDERAL HOME LN MTG CORP GOLD POOL # G11409 DTD	N/A	31283KR67	30,071	32,668.45	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	31283KNL8	28,138	30,515.21	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2030 C0 PN# C01106	N/A	31292HGP3	26,861	31,105.86	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUL/2021 J0 PN# J03028	N/A	3128PELH9	26,920	29,253.13	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2034 C0 PN# C01806	N/A	31292JAF7	25,980	29,854.58	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2031 G0 PN# G01217	N/A	31283HK61	24,258	28,091.69	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2035 A3 PN# A33137	N/A	31297NPW0	24,508	27,745.11	0.00%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 G1 PN# G18096	N/A	3128MMDA8	24,664	26,778.51	0.00%
GNMA I MORTPASS 6% 15/DEC/2032 SF PN# 552952	N/A	36213FH55	22,920	26,084.80	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C6 PN# C69908	N/A	31287WAH1	23,262	26,731.01	0.00%
FHLMCGLD MORTPASS 4.5% 01/JUL/2012 M8 PN# M80981	N/A	31282SCS9	26,177	26,727.99	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2019 G1 PN# G18007	N/A	3128MMAH6	23,252	25,304.06	0.00%
GNMA I MORTPASS 7% 15/DEC/2029 SP PN# 781124	N/A	36225BG93	21,097	25,354.91	0.00%
GNMA I MORTPASS 6% 15/MAY/2033 SF PN# 611526	N/A	36202WLF4	21,678	24,671.39	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/OCT/2032	N/A	36200ACN7	22,149	25,206.81	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E0 PN# E01139	N/A	31294KHQ1	23,226	24,887.69	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2019 G1 PN# G11531	N/A	31283KVY1	22,031	23,933.01	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 602102	N/A	36200H3K8	21,520	24,490.75	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C66916	N/A	31287SVH7	21,362	24,548.31	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88055	N/A	3128GQ5Q0	20,484	22,518.87	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31292HP65	19,915	22,884.73	0.00%
FHLMCGLD MORTPASS 6.5% 01/NOV/2033 A1 PN# A16419	N/A	31296RDY1	19,722	22,400.71	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2031 C5 PN# C54792	N/A	31298RKD7	19,228	22,073.53	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E0 PN# E01140	N/A	31294KHR9	20,628	22,104.04	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 8% MTG BDS	N/A	31292HRA4	19,160	23,203.74	0.00%
FHLMCGLD MORTPASS 5.5% 01/AUG/2021 G1 PN# G12310	N/A	3128M1N39	20,888	22,626.14	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01879	N/A	3128PDCQ1	20,532	22,189.24	0.00%
ANHEUSER-BUSCH COS 4.375% BDS 15/JAN/2013 USD1000	N/A	035229CP6	21,000	21,723.79	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89222	N/A	3128GSG76	19,624	21,355.57	0.00%
GOVT NATL MTG ASSOC POOL NUMBER X781699 SP VAR	N/A	36225B3G1	17,997	21,034.45	0.00%
FNMA MORTPASS 6.5% 01/APR/2033 CL PN# 694846	N/A	31400Q5F6	19,239	21,800.46	0.00%
FHLMCGLD MORTPASS 5.5% 01/MAR/2019 B1 PN# B12908	N/A	312965GR1	20,015	21,613.00	0.00%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01771	N/A	3128PC6G2	19,664	21,115.96	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2036 A4 PN# A48303	N/A	3128K9GL2	17,914	20,435.70	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUL/2017 E9 PN# E90591	N/A	3128GUUQ3	16,460	17,850.73	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90645	N/A	3128GUWE8	17,308	18,884.42	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7.5% MTG BDS	N/A	36225BUE6	15,976	18,742.87	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17262	N/A	31296SB70	16,085	18,309.97	0.00%
FHLMCGLD MORTPASS 4.5% 01/FEB/2013 M8 PN# M81009	N/A	31282SDN9	16,956	17,349.80	0.00%
FINANCING CORP 9.80% BDS 30/NOV/2017 USD1000	N/A	317705AC5	12,000	17,448.12	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C63171	N/A	31287NQY7	14,636	16,802.08	0.00%
FHLMCGLD MORTPASS 5.5% 01/DEC/2016 E8 PN# E86746	N/A	3128GPP72	14,669	15,889.65	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88106	N/A	3128GRAF6	13,842	15,208.00	0.00%
NORFOLK SOUTHERN CORP 4.837% BDS 01/OCT/2041	N/A	655844BE7	15,000	15,914.85	0.00%
GOVT NTL MTG ASSN POOL NO: 485879	N/A	36209YXG8	12,847	15,077.80	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E0 PN# E01157	N/A	31294KJA4	14,954	16,043.48	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89530	N/A	3128GSST5	13,121	14,279.16	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E8 PN# E89924	N/A	3128GTAZ8	12,868	14,138.04	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90594	N/A	3128GUUT7	12,891	14,028.33	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2014 E0 PN# E00677	N/A	31294JXE3	14,087	14,958.76	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E0 PN# E00975	N/A	31294KCL7	13,098	13,962.36	0.00%
FNMA MORTPASS 7.5% 01/SEP/2032 CL PN# 661664	N/A	31391BB97	14,163	14,686.37	0.00%
GNMA I MORTPASS 7% 15/JUL/2029 SF PN# 470643	N/A	36209FZG7	12,407	14,484.03	0.00%
GNMA I MORTPASS 6% 15/MAR/2029 SF PN# 502969	N/A	36210UW66	12,858	14,650.59	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87291	N/A	3128GQC41	12,175	13,377.16	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C7 PN# C70211	N/A	31287XGU4	11,251	12,928.52	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 588192	N/A	36201NNH9	11,688	13,305.75	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2029 A1 PN# A16201	N/A	31296Q3J7	11,893	13,555.86	0.00%
GOVT NTL MTG ASSN POOL NO: 781287 7% 15/MAY/2031	N/A	36225BNC8	11,058	12,902.66	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17177	N/A	31296R6N3	10,629	12,119.74	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58694	N/A	31298VUT2	10,713	12,298.53	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7% MGBK 15/SEP/2031	N/A	36225BPM4	10,515	12,265.77	0.00%
GNMA I MORTPASS 7.5% 15/APR/2031 SF PN# 508473	N/A	36211B2E3	9,840	11,703.89	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88768	N/A	3128GRW54	9,211	10,006.10	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2015 E0 PN# E00802	N/A	31294J3K2	9,011	9,612.28	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 8% MGBK 15/MAR/2032	N/A	36225BSS8	9,129	10,851.42	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2032 SP PN# 781401	N/A	36225BRW0	8,843	10,663.31	0.00%
GNMA I MORTPASS 6% 15/APR/2029 SP PN# 781014	N/A	36225BDT2	9,598	10,925.80	0.00%
GOVT NATL MTG ASSN POOL NO: 552474	N/A	36213EXB7	8,811	10,333.84	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2036 A4 PN# A49960	N/A	3128KBB57	8,678	9,899.53	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E86995	N/A	3128GPXY4	8,456	9,290.80	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E0 PN# E01156	N/A	31294KH99	8,483	9,272.48	0.00%
GNMA I MORTPASS 6% 15/JUL/2033 SF PN# 572733	N/A	36200UHJ7	7,868	8,953.98	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2018 G1 PN# G11434	N/A	31283KSX7	8,647	9,500.72	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2017 G1 PN# G11458	N/A	31283KTP3	7,039	7,633.70	0.00%
GNMA I MORTPASS 8% 15/NOV/2029 SF PN# 524269	N/A	36211VMS6	6,697	6,890.01	0.00%
GOVT NTL MTG ASSN POOL NO: 531352	N/A	36212EH59	6,552	7,837.11	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2017 E0 PN# E01205	N/A	31294KKS3	6,620	7,237.02	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E0 PN# E00987	N/A	31294KCY9	6,811	7,454.20	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2016 E0 PN# E00985	N/A	31294KCW3	7,323	7,809.91	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C0 PN# C01051	N/A	31292HEY6	6,158	7,445.61	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68290	N/A	31287UF72	6,566	7,545.59	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83636	N/A	3128GLBD3	5,585	6,067.80	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E84912	N/A	3128GMN55	5,474	6,014.24	0.00%
GNMA I MORTPASS 7.5% 15/MAR/2032 SP PN# 781478	N/A	36225BUB2	5,728	6,727.36	0.00%
GNMA I MORTPASS 7% 15/MAR/2029 SF PN# 487053	N/A	36210BBW4	5,352	6,248.21	0.00%
GNMA I MORTPASS 8% 15/JUL/2032 SF PN# 583645	N/A	36201HL27	5,104	5,657.74	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2031 C5 PN# C53324	N/A	31298PVR8	5,134	5,894.34	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E0 PN# E01127	N/A	31294KHC2	5,103	5,576.39	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31285	N/A	31293WNA4	4,902	5,713.47	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2028 C0 PN# C00678	N/A	31292GXF8	4,718	5,488.48	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2032 C6 PN# C64121	N/A	31287PSJ3	5,249	6,269.10	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2031 C6 PN# C61298	N/A	31287LNP3	4,908	5,517.67	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2031 C6 PN# C61105	N/A	31287LGN6	5,215	5,987.17	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2015 G1 PN# G11001	N/A	31283KDE5	5,194	5,521.55	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2016 E8 PN# E85387	N/A	3128GM6Y1	4,950	5,378.03	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2017 E8 PN# E88076	N/A	3128GQ6M8	4,047	4,403.62	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89151	N/A	3128GSEY9	4,372	4,757.90	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89217	N/A	3128GSG27	4,215	4,587.16	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90667	N/A	3128GUW40	3,911	4,255.99	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2030 C4 PN# C44957	N/A	31298DQJ9	3,831	4,635.22	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2030 C4 PN# C43550	N/A	31298B5K3	3,850	4,458.18	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E0 PN# E01137	N/A	31294KHN8	5,010	5,364.60	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E0 PN# E00938	N/A	31294KBF1	4,613	4,976.28	0.00%
FHLMCGLD MORTPASS 8% 01/JAN/2030 C3 PN# C37436	N/A	31294EHM4	3,595	4,339.90	0.00%
FHLMCGLD MORTPASS 8% 01/APR/2032 C0 PN# C01370	N/A	31292HQX5	4,024	4,871.96	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2031 C0 PN# C01222	N/A	31292HLB8	3,992	4,583.42	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2027 C0 PN# C00566	N/A	31292GTX4	3,528	4,179.47	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2032 C7 PN# C71089	N/A	31287YF66	4,284	4,458.89	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SF PN# 549742	N/A	36213BWB4	4,567	5,359.54	0.00%
GNMA I MORTPASS 7% 15/AUG/2028 SF PN# 457801	N/A	36208QRW8	4,560	5,313.32	0.00%
GNMA I MORTPASS 7% 15/OCT/2032 SF PN# 596657	N/A	36200BZW0	4,376	5,132.43	0.00%
FHLMC GOLD PC GROUP NO: C48851 07.000 FGPC C48851	N/A	31298HZQ4	4,217	4,840.76	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2031 C4 PN# C47287	N/A	31298GCY4	4,326	5,168.26	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 G1 PN# G11207	N/A	31283KKU1	4,552	4,906.81	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2031 G0 PN# G01309	N/A	31283HN27	4,569	5,245.59	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2013 E6 PN# E69050	N/A	31280QBT4	4,351	4,718.65	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89909	N/A	3128GTAJ4	3,945	4,294.84	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89149	N/A	3128GSEW3	4,787	5,209.30	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88474	N/A	3128GRMX4	4,134	4,498.53	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2025 D6 PN# D60780	N/A	3128EW2M1	2,493	2,966.81	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89788	N/A	3128GS2V8	3,653	3,975.25	0.00%
GNMA I MORTPASS 7.5% 15/DEC/2031 SP PN# 781380	N/A	36225BQ92	3,202	3,761.67	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SP PN# 781319	N/A	36225BPC6	3,442	4,022.79	0.00%
GNMA I MORTPASS 7% 15/JUN/2029 SF PN# 509099	N/A	36211CRU8	3,137	3,661.96	0.00%
GNMA I MORTPASS 6.5% 15/FEB/2029 SF PN# 486936	N/A	36210A4V6	3,386	3,925.11	0.00%
GNMA I MORTPASS 7% 15/MAY/2024 SF PN# 376510	N/A	36204QGT1	3,010	3,483.89	0.00%
GOVT NTL MTG ASSN POOL NO: 580972	N/A	36201EMV9	2,872	3,330.12	0.00%
FHLMCGLD MORTPASS 7.5% 01/MAR/2031 C4 PN# C48206	N/A	31298HDK1	3,749	3,944.18	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C4 PN# C46932	N/A	31298FVZ2	2,824	3,368.94	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2017 E0 PN# E01138	N/A	31294KHP3	3,237	3,537.51	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E0 PN# E01095	N/A	31294KGC3	3,316	3,546.50	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C0 PN# C01116	N/A	31292HGZ1	2,444	2,922.81	0.00%
GOVT NTL MTG ASSN POOL NO: 550991	N/A	36213DC48	3,011	3,490.61	0.00%
GNMA I MORTPASS 8% 15/APR/2031 SF PN# 544470	N/A	36212U2B6	2,877	2,957.47	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2030 C0 PN# C01103	N/A	31292HGL2	2,518	3,008.83	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2030 C0 PN# C00921	N/A	31292HAW4	3,368	4,021.77	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2032 C6 PN# C68988	N/A	31287U6Z0	2,948	2,985.73	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2032 C6 PN# C65717	N/A	31287RK65	3,773	3,922.83	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C62218	N/A	31287MPB0	2,589	2,972.28	0.00%
FHLMCGLD MORTPASS 6% 01/OCT/2012 G1 PN# G10749	N/A	31283JZN4	2,998	3,251.12	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90227	N/A	3128GUHC9	3,190	3,471.11	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GUGB2	3,279	3,568.08	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2029 C3 PN# C32914	N/A	31293YGX8	2,698	3,058.12	0.00%
FHLMC GOLD PC GROUP NO: C18271 07.000 FGPC C18271	N/A	31293EFL9	2,920	3,396.18	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2031 C0 PN# C01305	N/A	31292HNW0	3,151	3,770.91	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89496	N/A	3128GSRR0	3,338	3,642.05	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2017 E8 PN# E89203	N/A	3128GSGL5	2,898	3,184.53	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E88729	N/A	3128GRVW6	3,757	4,088.34	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83355	N/A	3128GKWQ3	3,046	3,308.96	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2027 D8 PN# D82854	N/A	3128FSE38	2,425	2,813.87	0.00%
FHLMCGLD MORTPASS 6% 01/DEC/2016 E8 PN# E86533	N/A	3128GPHJ5	3,434	3,730.20	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2015 E8 PN# E81394	N/A	3128GHRP8	3,335	3,557.83	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2016 E8 PN# E82815	N/A	3128GKDU5	1,835	1,990.30	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2015 G1 PN# G11164	N/A	31283KJH2	1,585	1,687.75	0.00%
FHLMC GOLD PC GROUP NO: G01315 07.% 01/SEP/2031	N/A	31283HN84	1,305	1,511.78	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2030 G0 PN# G01108	N/A	31283HGR0	1,573	1,833.99	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2013 E7 PN# E72896	N/A	3128G7GD9	2,583	2,696.24	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90313	N/A	3128GUK27	1,660	1,806.49	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89347	N/A	3128GSL47	1,557	1,694.46	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88134	N/A	3128GRBB4	1,542	1,678.12	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E8 PN# E87584	N/A	3128GQM99	2,440	2,650.43	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87446	N/A	3128GQHX2	1,857	2,040.04	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2016 E8 PN# E85800	N/A	3128GNNR5	2,038	2,239.59	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E85117	N/A	3128GMVJ6	2,185	2,400.24	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E8 PN# E84236	N/A	3128GLV58	2,019	2,218.51	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 486019	N/A	36209Y4C9	1,691	1,913.91	0.00%
GNMA I MORTPASS 7.5% 15/NOV/2031 SF PN# 574837	N/A	36200WS28	2,175	2,271.18	0.00%
GNMA I MORTPASS 7% 15/OCT/2031 SF PN# 571267	N/A	36200STY6	1,299	1,524.54	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2031 C6 PN# C60012	N/A	31298YAM3	1,626	1,867.01	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58647	N/A	31298VTC1	2,216	2,543.85	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41561	N/A	31297YWW8	1,806	1,962.56	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 E0 PN# E01083	N/A	31294KFY6	1,951	2,120.81	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2030 C3 PN# C37703	N/A	31294ERY7	1,899	2,262.00	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36429	N/A	31294DEA5	1,260	1,458.80	0.00%
GNMA I MORTPASS 6.5% 15/DEC/2031 SF PN# 555171	N/A	36213HW88	1,188	1,377.05	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 535388	N/A	36212JXR2	1,899	2,269.71	0.00%
GNMA I MORTPASS 8% 15/JAN/2030 SF PN# 525561	N/A	36211WZ27	1,679	1,750.69	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C0 PN# C01209	N/A	31292HKW3	1,464	1,769.35	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2029 C0 PN# C00836	N/A	31292G4V5	2,093	2,439.88	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83233	N/A	3128GKSW5	2,265	2,460.65	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2015 E8 PN# E84097	N/A	3128GLRS3	1,635	1,767.25	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2015 E8 PN# E81396	N/A	3128GHRR4	295	318.34	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2016 E8 PN# E83933	N/A	3128GLLN0	222	243.69	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2014 G1 PN# G11612	N/A	31283KYH5	9	9.27	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31282	N/A	31293WM72	299	348.01	0.00%
GNMA I MORTPASS 7% 15/OCT/2029 SF PN# 416538	N/A	36206NV77	690	805.02	0.00%
FNMA PASS THRU CTF POOL NO: 607632	N/A	31388LA91	189	215.18	0.00%
FNMA MORTPASS 6.5% 01/NOV/2031 CL PN# 607559	N/A	31388K5U2	764	869.96	0.00%
FNMA MORTPASS 7.5% 01/FEB/2031 CL PN# 560868	N/A	31386ECD8	622	643.28	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2031 C5 PN# C55071	N/A	31298RT48	576	601.71	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2030 C4 PN# C44017	N/A	31298CPA1	670	716.52	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6.5% MTG BDS	N/A	31294KC94	874	948.80	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2012 E0 PN# E00507	N/A	31294JR42	127	129.14	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36306	N/A	31294DAF8	1,011	1,171.28	0.00%
GNMA I MORTPASS 9% 15/NOV/2019 SF PN# 279461	N/A	36220JMJ2	930	1,092.86	0.00%
GNMA I MORTPASS 7% 15/SEP/2031 SF PN# 555125	N/A	36213HVS5	702	824.41	0.00%
GNMA I MORTPASS 7% 15/JAN/2031 SF PN# 540659	N/A	36212QTQ3	770	902.18	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2031 SF PN# 537406	N/A	36212MAF6	837	913.03	0.00%
GNMA I MORTPASS 7.5% 15/OCT/2030 SF PN# 536334	N/A	36212KY72	515	572.47	0.00%
GNMA I MORTPASS 7.5% 15/AUG/2029 SF PN# 434505	N/A	36207KU65	290	345.27	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2032 C6 PN# C68307	N/A	31287UGQ9	1,162	1,181.71	0.00%
FHLMCGLD MORTPASS 8% 01/JUL/2024 C0 PN# C00351	N/A	31292GL87	902	1,066.99	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 C6 PN# C66744	N/A	31287SP50	916	1,052.11	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2015 G1 PN# G11003	N/A	31283KDG0	487	518.36	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83231	N/A	3128GKSU9	964	1,047.05	0.00%
FHLMCGLD MORTPASS 6% 01/NOV/2016 E8 PN# E86183	N/A	3128GN2Q0	1,125	1,222.17	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E8 PN# E82132	N/A	3128GJLM7	960	1,035.21	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	73,386,242	73,386,242.26	5.62%
UNITED STATES TREAS NTS 1.375% 15/FEB/2013	N/A	912828MN7	21,420,000	21,727,912.50	1.66%
UNITED STATES TREAS NTS 2% 31/JAN/2016	N/A	912828PS3	19,800,000	20,847,241.80	1.60%
UNITED STATES TREAS NTS 1.125% 15/DEC/2012	N/A	912828MB3	18,000,000	18,179,298.00	1.39%
UNITED STATES TREAS NTS 1.250% 15/FEB/2014	N/A	912828QH6	16,000,000	16,335,008.00	1.25%
UNITED STATES TREAS NTS 1.000% 31/AUG/2016	N/A	912828RF9	16,000,000	16,084,992.00	1.23%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	N/A	912828HH6	12,415,000	14,595,384.38	1.12%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	N/A	31385XAW7	13,047,689	14,042,867.09	1.07%
UNITED STATES TREAS NTS 0.125% 30/SEP/2013	N/A	912828RK8	13,000,000	12,970,542.00	0.99%
GNMA I MORTPASS 4.5% 15/MAR/2039 SF PN# 697957	N/A	36296QME6	11,872,252	12,945,392.53	0.99%
UNITED STATES TREAS NTS 3.50% 15/MAY/2020	N/A	912828ND8	9,600,000	10,886,995.20	0.83%
UNITED STATES TREAS NTS 2.375% 31/MAY/2018	N/A	912828QQ6	10,000,000	10,608,590.00	0.81%
UNITED STATES TREAS NTS 2.125% 29/FEB/2016	N/A	912828QJ2	10,000,000	10,583,590.00	0.81%
UNITED STATES TREAS NTS 3.375% 15/NOV/2019	N/A	912828LY4	9,370,000	10,541,980.86	0.81%
FNMA MORTPASS 5% 01/AUG/2040 CL PN# AD8536	N/A	31418WPW4	9,752,689	10,496,549.21	0.80%
UNITED STATES TREAS NTS 3.25% 31/DEC/2016	N/A	912828MD9	9,325,000	10,368,961.73	0.79%
USA TREASURY BDS6.375% BDS 15/AUG/2027 USD1000	N/A	912810FA1	6,870,000	10,204,093.44	0.78%
FHLMCGLD MORTPASS 5% 01/FEB/2040 A9 PN# A91165	N/A	312939JJ1	9,530,888	10,200,178.48	0.78%
UNITED STATES TREAS BDS 4.375% 15/NOV/2039	N/A	912810QD3	8,080,000	10,168,179.04	0.78%
UNITED STATES TREAS NTS 2.375% 30/SEP/2014	N/A	912828LQ1	9,535,000	10,068,368.83	0.77%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31416BL71	8,921,182	9,805,136.59	0.75%
UNITED STATES TREAS NTS 0.500% 15/OCT/2014	N/A	912828RL6	9,500,000	9,531,169.50	0.73%
UNITED STATES TREAS NTS 0.500% 15/OCT/2013	N/A	912828PB0	9,000,000	9,040,077.00	0.69%
UNITED STATES TREAS NTS 3.125% 15/MAY/2021	N/A	912828QN3	8,200,000	9,000,139.60	0.69%
UNITED STATES TREAS NTS 02.250% 31/MAY/2014	N/A	912828KV1	8,490,000	8,893,275.00	0.68%
UNITED STATES TREAS NTS 0.25%15/SEP/2014	N/A	912828RG7	8,800,000	8,772,500.00	0.67%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AA9809	N/A	31416T3T4	8,206,069	8,685,794.58	0.66%
UNITED STATES TREAS NTS 2.625% 15/AUG/2020	N/A	912828NT3	8,100,000	8,592,957.90	0.66%
UNITED STATES TREAS NTS 0.250% 31/OCT/2013	N/A	912828RN2	8,000,000	7,999,688.00	0.61%
UNITED STATES TREAS NTS 1.375% 30/SEP/2018	N/A	912828RH5	8,000,000	7,939,376.00	0.61%
UNITED STATES TREAS BDS 04.375% 15/MAY/2041	N/A	912810QQ4	6,200,000	7,823,625.00	0.60%
UNITED STATES TREAS NTS 1.875% 30/APR/2014	N/A	912828KN9	7,475,000	7,753,563.35	0.59%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	N/A	3128M6JS8	6,704,954	7,243,745.19	0.55%
UNITED STATES TREAS NTS 1.375% 30/NOV/2015	N/A	912828PJ3	7,000,000	7,196,329.00	0.55%
FED HOME LOAN MTG 4.5% MBPT USD TBA	N/A	02R0424C9	6,800,000	7,191,000.00	0.55%
UNITED STATES TREAS NTS 1.500% 31/DEC/2013	N/A	912828JW1	7,000,000	7,179,375.00	0.55%
FED NATL MORT ASSC 1.45% NTS 24/JAN/2014 USD1000	N/A	31398A7L0	7,100,000	7,112,013.20	0.54%
FHLMCGLD MORTPASS 6% 01/SEP/2038 A8 PN# A81341	N/A	312927P26	6,486,674	7,093,062.48	0.54%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9890	N/A	31417W7C9	6,664,067	6,974,757.59	0.53%
FNMA MORTPASS 4.5% 01/JUN/2039 CL PN# 190396	N/A	31368HNM1	6,513,499	6,894,276.91	0.53%
FHLMCGLD MORTPASS 4.5% 01/JUL/2039 G0 PN# G05535	N/A	3128M7PU4	6,480,107	6,830,726.71	0.52%
GNMA II MORTPASS 4.5% 20/OCT/2040 SF PN# 004834	N/A	36202FLP9	6,273,138	6,819,937.43	0.52%
FEDERAL NATIONAL MORTGAGE ASSOC 0.65% NTS	N/A	3135G0CN1	6,700,000	6,686,901.50	0.51%
FANNIE MAE 1.25% 20/AUG/2013	N/A	31398AX31	6,500,000	6,594,074.50	0.50%
FNMA MORTPASS 4.5% 01/MAY/2039 CL PN# AA6013	N/A	31416PVF1	6,156,068	6,515,951.39	0.50%
FHLMCGLD MORTPASS 4% 01/JUN/2024 J0 PN# J09912	N/A	3128PNAM0	5,950,636	6,227,912.22	0.48%
UNITED STATES OF AMER TREAS BONDS 3.625% BDS	N/A	912828MP2	5,410,000	6,190,646.77	0.47%
UNITED STATES TREAS NTS 1.875% 30/JUN/2015	N/A	912828NL0	5,900,000	6,174,715.80	0.47%
FHLMCGLD MORTPASS 5.5% 01/MAY/2039 G0 PN# G05459	N/A	3128M7MG8	5,662,226	6,126,073.43	0.47%
FHLMCGLD MORTPASS 5% 01/JUL/2035 G0 PN# G01837	N/A	3128LXBE9	5,636,524	6,034,981.37	0.46%
FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS	N/A	31398AT44	5,840,000	5,947,391.76	0.46%
FNMA MORTPASS 6.5% 01/DEC/2030 CL PN# AD0716	N/A	31418MYN6	5,198,403	5,907,614.22	0.45%
FREDDIE MAC 4.8750% DUE 15/NOV/2013	N/A	3134A4UK8	5,292,000	5,751,610.20	0.44%
UNITED STATES TREAS BDS 3.750% 15/AUG/2041	N/A	912810QS0	5,000,000	5,689,060.00	0.44%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4H2	5,131,891	5,601,780.08	0.43%
GNMA II MORTPASS 5% 20/SEP/2040 SF PN# 004802	N/A	36202FKP0	5,060,747	5,584,330.50	0.43%
UNITED STATES TREAS BDS 4.250% 15/NOV/2040	N/A	912810QL5	4,500,000	5,557,500.00	0.43%
UNITED STATES TREAS BDS 4.75% 15/FEB/2041	N/A	912810QN1	3,650,000	4,875,031.25	0.37%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% BDS	N/A	31398ADM1	4,005,000	4,818,783.96	0.37%
UNITED STATES TREAS NTS 2.750% 31/MAY/2017	N/A	912828NG1	4,335,000	4,716,345.62	0.36%
FED NATL MTG ASSN 5.5% POOL# 254767	N/A	31371K6C0	4,316,930	4,712,198.44	0.36%
FHLMCGLD MORTPASS 4.5% 01/APR/2040 G0 PN# G05894	N/A	3128M73B0	4,446,816	4,687,420.44	0.36%
CITIGROUP FUNDING INC 2.25% BDS 10/DEC/2012	N/A	17313YAJ0	4,550,000	4,648,116.20	0.36%
FNMA MORTPASS ARM 01/APR/2040 LB PN# AC9895	N/A	31417W7H8	4,370,053	4,573,386.05	0.35%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	3,995,000	4,566,472.77	0.35%
FHLMCGLD MORTPASS 5% 01/MAR/2039 A8 PN# A85442	N/A	312932BK1	4,256,653	4,557,564.11	0.35%
FHLMCGLD MORTPASS 4.5% 01/AUG/2039 A8 PN# A88133	N/A	312935BA6	4,246,109	4,475,854.15	0.34%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# AC1454	N/A	31417KTL1	4,288,849	4,473,805.62	0.34%
TBA GNMA I SF 5.00 30 YRS DEC	N/A	01N0506C6	4,000,000	4,403,124.80	0.34%
GNMA II MORTPASS 5% 20/JUL/2040 SF PN# 004747	N/A	36202FHY5	3,902,113	4,305,824.79	0.33%
TBA GNMA II SF 4.00% 30YRS DEC	N/A	21H0406C2	4,000,000	4,254,999.60	0.33%
UNITED STATES OF AMER TREAS NOTES 'C' 4.5% TB	N/A	912828GS3	3,595,000	4,245,472.11	0.32%
TBA FNMA SF 4.00 15 YRS DEC	N/A	01F0404C8	4,000,000	4,200,624.80	0.32%
UNITED STATES OF AMER TREAS BONDS 5.375% BDS	N/A	912810FP8	3,000,000	4,167,186.00	0.32%
UNITED STATES OF AMER TREAS NOTES 1.875% TB	N/A	912828KF6	4,000,000	4,140,936.00	0.32%
GNMA I MORTPASS 5% 15/SEP/2039 SF PN# 722292	N/A	3620A8NH2	3,732,881	4,113,834.93	0.31%
USA TREASURY BDS 8% BDS 15/NOV/2021 USD1000	N/A	912810EL8	2,655,000	4,098,656.25	0.31%
UNITED STATES OF AMER TREAS NOTES 2.375%	N/A	912828LK4	3,870,000	4,080,733.11	0.31%
FEDERAL NATIONAL MORTGAGE ASSOC 6.0% MTG BDS	N/A	31402CVV1	3,656,864	4,060,412.89	0.31%
USA TREASURY BDS 6.25% BDS 15/AUG/2023 USD	N/A	912810EQ7	2,869,000	4,041,703.75	0.31%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96050	N/A	312944WK3	3,877,932	4,040,320.23	0.31%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 16/SEP/2014	N/A	31398AYY2	3,775,000	4,028,585.63	0.31%
FHLMCGLD MORTPASS 4% 01/DEC/2040 A9 PN# A95407	N/A	312944AG6	3,848,160	4,009,301.97	0.31%
FHLMCGLD MORTPASS 4% 01/JAN/2041 A9 PN# A96049	N/A	312944WJ6	3,828,226	3,988,533.03	0.31%
FHLMCGLD MORTPASS 4.5% 01/MAY/2039 G0 PN# G05449	N/A	3128M7L61	3,707,805	3,908,424.22	0.30%
TENNESSEE VALLEY 4.5% BDS 01/APR/2018 USD1000	N/A	880591EC2	3,365,000	3,893,792.93	0.30%
FNMA MORTPASS 4% 01/JUL/2039 CL PN# AA9611	N/A	31416TVD8	3,684,997	3,843,912.09	0.29%
UNITED STATES TREAS NTS 02.875% 31/MAR/2018	N/A	912828QB9	3,500,000	3,830,585.50	0.29%
UNITED STATES OF AMER TREAS BONDS 4.25% BDS	N/A	912810QB7	3,095,000	3,816,521.88	0.29%
UNITED STATES TREAS NTS 2.50% 30/JUN/2017	N/A	912828NK2	3,450,000	3,708,480.90	0.28%
FEDERAL HOME LOAN BANKS 3.625% BDS 18/OCT/2013	N/A	3133XSAE8	3,500,000	3,707,914.00	0.28%
UNITED STATES TREAS NTS 2.125% 30/NOV/2014	N/A	912828LZ1	3,520,000	3,699,301.76	0.28%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 970320	N/A	31414MPD2	3,364,608	3,656,908.35	0.28%
GNMA II MORTPASS 5.5% 20/MAY/2036 SF PN# 003851	N/A	36202EH44	3,251,277	3,645,929.56	0.28%
UNITED STATES TREAS NTS 4.625% 15/FEB/2017	N/A	912828GH7	3,060,000	3,622,036.32	0.28%
FREDDIE MAC 0.625% 28/DEC/2012	N/A	3137EACQ0	3,530,000	3,544,123.53	0.27%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# 994002	N/A	31416AGK0	3,367,459	3,518,467.87	0.27%
FNMA MORTPASS 4% 01/APR/2024 CI PN# AA2549	N/A	31416KZP6	3,316,137	3,484,126.84	0.27%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AB1388	N/A	31416WRJ3	3,279,414	3,471,128.21	0.27%
UNITED STATES TREAS NTS 1.750% 31/MAR/2014	N/A	912828KJ8	3,345,000	3,457,632.84	0.26%
TBA GNMA I SF 6.00 30 YRS DEC	N/A	01N0606C5	3,000,000	3,375,937.50	0.26%
USA TREASURY BDS 4.5% DEB 15/FEB/2036 USD1000	N/A	912810FT0	2,610,000	3,320,410.68	0.25%
FNMA MORTPASS 5% 01/MAY/2023 CI PN# 969977	N/A	31414MCN4	3,076,998	3,303,136.37	0.25%
UNITED STATES TREAS NTS 2.625% 30/APR/2016	N/A	912828KR0	3,055,000	3,299,638.29	0.25%
TBA GNMA I SF 4.50 30 YRS DEC	N/A	01N0426C3	3,000,000	3,260,156.40	0.25%
FEDERAL HOME LOAN BANKS 4% BDS 06/SEP/2013 USD5000	N/A	3133XRX88	3,055,000	3,248,195.15	0.25%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402QYY1	2,971,976	3,243,168.35	0.25%
TBA FNMA SF 5.00 30 YRS DEC	N/A	01F0506C5	3,000,000	3,224,531.40	0.25%
TBA FNMA SF 5.00 15 YRS DEC	N/A	01F0504C7	3,000,000	3,217,968.60	0.25%
TBA FNMA SF 4.50 30 YRS DEC	N/A	01F0426C2	3,000,000	3,172,031.40	0.24%
GNMA II MORTPASS 4.5% 20/JUN/2041 SF PN# 005082	N/A	36202FUF1	2,903,782	3,156,890.91	0.24%
FHLMCGLD MORTPASS 6% 01/AUG/2039 A8 PN# A87958	N/A	312934ZX3	2,880,084	3,146,619.82	0.24%
US TREAS NTS 3.625% 31/DEC/2012	N/A	912828HM5	2,960,000	3,070,538.24	0.24%
UNITED STATES TREAS BDS 4.500% 15/MAY/2038	N/A	912810PX0	2,370,000	3,034,339.44	0.23%
UNITED STATES TREAS NTS 2.125% 15/AUG/2021	N/A	912828RC6	3,000,000	3,020,391.00	0.23%
GNMA II MORTPASS 4.5% 20/AUG/2040 SF PN# 004771	N/A	36202FJQ0	2,744,954	2,984,219.09	0.23%
FNMA MORTPASS 5.5% 01/JAN/2035 CL PN# 735141	N/A	31402QWA5	2,726,751	2,975,566.66	0.23%
ASIAN DEV BK SR NT 2.625% 09/FEB/2015	N/A	045167BX0	2,765,000	2,915,142.27	0.22%
FHLMCGLD MORTPASS 4.5% 01/MAR/2040 A9 PN# A91538	N/A	312939V73	2,762,360	2,912,686.55	0.22%
FNMA MORTPASS 4% 01/NOV/2039 CL PN# AC7249	N/A	31417UBT1	2,788,500	2,908,754.12	0.22%
FNMA MORTPASS 3.5% 01/FEB/2026 CI PN# AH5616	N/A	3138A7G28	2,777,561	2,888,818.52	0.22%
FREDDIE MAC 4.125% 21/DEC/2012	N/A	3137EABE8	2,740,000	2,851,060.42	0.22%
FED REP OF BRAZIL10.50 PCT 14/JUL/2014	N/A	105756BD1	2,250,000	2,781,000.00	0.21%
FNMA MORTPASS 4.5% 01/APR/2040 CL PN# AD2888	N/A	31418QF65	2,619,789	2,772,941.88	0.21%
BANK OF AMERICA CORP 5.65% BDS 01/MAY/2018 USD5000	N/A	06051GDX4	3,135,000	2,759,549.27	0.21%
FNMA MORTPASS 4.5% 01/JUL/2040 CL PN# AD7992	N/A	31418V3A8	2,602,814	2,754,974.22	0.21%
FNMA MORTPASS 4% 01/SEP/2039 CL PN# AC1921	N/A	31417LD36	2,614,613	2,727,367.91	0.21%
FHLMCGLD MORTPASS 4.5% 01/SEP/2040 A9 PN# A93996	N/A	312942NM3	2,585,874	2,726,596.33	0.21%
FEDERAL NATIONAL MORTGAGE ASSOC 3% NTS 01/SEP/2016	N/A	3135G0AY9	2,700,000	2,716,518.60	0.21%
FNMA MORTPASS 4.5% 01/AUG/2040 CL PN# AD9153	N/A	31418XE38	2,549,374	2,698,409.86	0.21%
CONSOLIDATED EDISON CO(N.Y) 5.85% DEB 01/APR/2018	N/A	209111ET6	2,200,000	2,654,148.20	0.20%
EUROPEAN INVESTMENT BANK 4.25% BDS 15/JUL/2013	N/A	298785ER3	2,500,000	2,623,580.00	0.20%
USA TREASURY BDS 8.5% BDS 15/FEB/2020 USD1000	N/A	912810EE4	1,700,000	2,593,562.50	0.20%
FNMA MORTPASS 4.5% 01/MAY/2025 CI PN# AD4089	N/A	31418RRK9	2,415,054	2,569,499.24	0.20%
CITIGROUP COML MTG TR 2008-C7 COML MTG P/THRU CTF	N/A	17313KAF8	2,320,000	2,543,269.84	0.19%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737727	N/A	3620ARSQ5	2,297,875	2,450,186.02	0.19%
FED NATL MTG ASSN 6.0% DUE 01/DEC/2035	N/A	31371MLC9	2,209,633	2,434,098.36	0.19%
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% NTS	N/A	31398AXJ6	2,280,000	2,382,098.40	0.18%
UNITED STATES TREAS NTS 1.750% 31/JUL/2015	N/A	912828NP1	2,250,000	2,345,625.00	0.18%
GS MORTGAGE SECURITIES CORP SER 2004-GG2 CL A5 VAR	N/A	36228CTG8	2,133,000	2,234,735.57	0.17%
USA TREASURY BDS 8.125% BDS15/AUG/2019 USD1000	N/A	912810ED6	1,500,000	2,215,312.50	0.17%
COMMERCIAL MORTGAGE PASS-THROUGH CERT 2005-LP5 CL	N/A	20047PAE7	2,000,000	2,174,730.00	0.17%
UNITED STATES TREAS NTS 2.75% 28/FEB/2018	N/A	912828PY0	2,000,000	2,175,000.00	0.17%
UNITED STATES TREAS NTS 04.875% 15/AUG/2016	N/A	912828FQ8	1,833,000	2,173,107.65	0.17%
GNMA II MORTPASS 4.5% 20/SEP/2041 SF PN# 005175	N/A	36202FXC5	1,989,219	2,162,609.78	0.17%
UNITED STATES TREAS NTS 2.375% 28/FEB/2015	N/A	912828MR8	1,990,000	2,112,042.72	0.16%
MERRIL LYNCH MORTGAGE TRUST 2003-KEY1 CL A4	N/A	59022HCQ3	2,000,000	2,109,134.00	0.16%
TBA FHLMC GOLD SF 4.50 30 YRS DEC	N/A	02R0426C7	2,000,000	2,105,625.00	0.16%
GNMA II MORTPASS 5% 20/OCT/2039 SF PN# 004559	N/A	36202FB47	1,903,942	2,102,113.13	0.16%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006C25 A5	N/A	92976VAF5	1,900,000	2,096,408.70	0.16%
FNMA MORTPASS 3.5% 01/OCT/2026 CI PN# AJ4093	N/A	3138AVRP2	2,000,093	2,080,208.16	0.16%
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP	N/A	46629PAC2	2,000,000	2,078,012.00	0.16%
GNMA II MORTPASS 4.5% 20/APR/2041 SF PN# 005017	N/A	36202FSE7	1,905,366	2,071,447.77	0.16%
UNITED STATES TREAS NTS 3.000% 28/FEB/2017	N/A	912828MS6	1,845,000	2,030,075.64	0.16%
ONTARIO(PROVINCE OF) 4.10% BDS 16/JUN/2014 USD1000	N/A	6832348A9	1,845,000	1,994,906.25	0.15%
FNMA MORTPASS 4% 01/FEB/2031 CT PN# MA0641	N/A	31417YWB9	1,886,194	1,978,440.75	0.15%
FNMA MORTPASS 4% 01/FEB/2041 CL PN# AE6392	N/A	31419HC67	1,890,771	1,973,787.40	0.15%
UNITED STATES TREAS NTS 2.750% 15/FEB/2019	N/A	912828KD1	1,805,000	1,952,784.38	0.15%
FHLMCGLD MORTPASS 3.5% 01/MAY/2026 E0 PN# E02896	N/A	31294MGD7	1,870,235	1,939,889.13	0.15%
FEDERAL NATIONAL MORTGAGE ASSOC 4% MTG BDS	N/A	31417YUH8	1,834,617	1,913,734.63	0.15%
FEDERAL HOME LOAN BANKS 5.5% BDS 15/JUL/2036	N/A	3133XGAY0	1,500,000	1,892,448.00	0.14%
FHLMCGLD MORTPASS 3.5% 01/DEC/2025 J1 PN# J13883	N/A	3128PTJ48	1,822,308	1,889,607.76	0.14%
GNMA II MORTPASS 5% 20/JUN/2040 SF PN# 004715	N/A	36202FGY6	1,707,330	1,883,969.86	0.14%
UNITED STATES TREAS NTS 1.875% 30/SEP/2017	N/A	912828PA2	1,800,000	1,867,921.20	0.14%
UNITED STATES TREAS NTS 1.875% 31/OCT/2017	N/A	912828PF1	1,800,000	1,866,375.00	0.14%
FNMA MORTPASS 4% 01/DEC/2030 CT PN# AH1515	N/A	3138A2VH9	1,777,539	1,864,471.37	0.14%
UNITED STATES OF AMER TREAS BONDS 3.875% BDS	N/A	912810QK7	1,600,000	1,856,499.20	0.14%
EUROPEAN INVESTMENT 4.62500 20/OCT/2015	N/A	298785DR4	1,675,000	1,847,593.68	0.14%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS	N/A	105756BK5	1,345,000	1,798,937.50	0.14%
FHLMCGLD MORTPASS 5.5% 01/FEB/2036 G0 PN# G08111	N/A	3128MJDR8	1,630,112	1,763,649.69	0.13%
BANC AMERICA COML MTG INC 5.451% CMO 15/JAN/2049	N/A	059497AX5	1,630,000	1,736,856.28	0.13%
US TREASURY NOTE 4.125% 15/MAY/2015	N/A	912828DV9	1,533,000	1,723,187.05	0.13%
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000	N/A	715638AW2	1,370,000	1,696,060.00	0.13%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38531	N/A	31297UPQ7	1,549,180	1,678,508.64	0.13%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EACA5	1,475,000	1,659,988.60	0.13%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43886	N/A	3128K4J71	1,498,601	1,656,957.76	0.13%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AC0397	N/A	31417JNP1	1,566,077	1,657,629.58	0.13%
UNITED STATES TREAS BDS 4.500% 15/AUG/2039	N/A	912810QC5	1,285,000	1,647,209.38	0.13%
FNMA MORTPASS 7% 01/NOV/2037 CL PN# 955194	N/A	31413TUT7	1,447,397	1,643,865.53	0.13%
UNITED STATES TREAS BDS 4.375% 15/MAY/2040	N/A	912810QH4	1,300,000	1,636,780.60	0.13%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	1,546,000	1,622,389.41	0.12%
COBALT CMBS COML MTG TR 2007-C3 MTG PASS THRU CTS	N/A	19075DAE1	1,490,000	1,568,873.15	0.12%
KREDITANSTALT FUR WIEDERAUFBAU 4.37500 21/JUL/2015	N/A	500769BH6	1,405,000	1,557,462.17	0.12%
UNITED STATES TREASURY NOTES 4.0% DUE 15/FEB/2015	N/A	912828DM9	1,400,000	1,556,952.60	0.12%
FHLMCGLD MORTPASS 5.5% 01/SEP/2035 A3 PN# A37135	N/A	31297S4U6	1,394,528	1,510,946.02	0.12%
LB UBS COMMERCIAL MORTGAGE TRUST VAR% CMO	N/A	52108HXM1	1,411,000	1,486,329.06	0.11%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAE4	1,395,000	1,479,485.39	0.11%
FNMA MORTPASS 4% 01/OCT/2025 CI PN# AB1609	N/A	31416WYF3	1,390,072	1,460,490.61	0.11%
BERKSHIRE HATHAWAY FINANCE CORP 4.85% NTS	N/A	084664AT8	1,326,000	1,457,789.81	0.11%
UNITED STATES TREAS NTS 3% 30/SEP/2016	N/A	912828LP3	1,325,000	1,456,257.15	0.11%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649513	N/A	36292HSA2	1,289,836	1,447,192.63	0.11%
FNMA MORTPASS 5.5% 01/JAN/2024 CI PN# 995517	N/A	31416B4A3	1,306,966	1,415,402.71	0.11%
FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS	N/A	31359MWJ8	1,236,000	1,376,324.32	0.11%
CITIGROUP INC 5.30% 07/JAN/2016	N/A	172967DE8	1,321,000	1,366,293.13	0.10%
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	1,182,000	1,332,073.81	0.10%
FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AH2717	N/A	3138A4AT2	1,265,918	1,316,624.90	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383F7Y8	1,384,000	1,260,179.06	0.10%
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034	N/A	91086QAS7	973,000	1,240,575.00	0.09%
MORGAN STANLEY 5.45% NTS 09/JAN/2017 USD1000	N/A	617446C23	1,345,000	1,239,849.25	0.09%
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD	N/A	3134A4KX1	865,000	1,228,865.71	0.09%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2067	N/A	31416XJM3	1,199,100	1,224,179.79	0.09%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43884	N/A	3128K4J55	1,101,948	1,218,390.16	0.09%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38255	N/A	31297UE48	1,103,049	1,195,133.88	0.09%
FHLMCGLD MORTPASS 5% 01/AUG/2025 G3 PN# G30267	N/A	3128CUJL1	1,097,014	1,187,934.24	0.09%
UNITED MEXICAN STS MT BE 6.375% 16/JAN/2013	N/A	91086QAK4	1,120,000	1,181,600.00	0.09%
FNMA MORTPASS ARM 01/SEP/2041 LB PN# AJ1249	N/A	3138ASL75	1,125,841	1,171,107.86	0.09%
AEP TEXAS CENTRAL TRANS 5.17% 01/JAN/2020	N/A	00110AAD6	1,000,000	1,164,550.90	0.09%
BARRICK GOLD FIN 4.875% DUE 15/NOV/2014	N/A	06849VAB9	1,060,000	1,154,714.18	0.09%
FIFTH THIRD BANCORP 3.625% 25/JAN/2016	N/A	316773CK4	1,150,000	1,153,079.70	0.09%
CITIGROUP INC 5.50% 15/OCT/2014	N/A	172967EZ0	1,100,000	1,138,472.50	0.09%
PETROBRAS INTL FIN CO 5.75% 20/JAN/2020	N/A	71645WAP6	1,080,000	1,121,057.28	0.09%
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS	N/A	22303QAG5	940,000	1,119,204.42	0.09%
GLAXOSMITHKLINE CAPITAL INC 5.65% SNR NTS	N/A	377372AD9	940,000	1,118,298.26	0.09%
TIME WARNER CABLE 8.25% SNR NTS 01/APR/2019 USD	N/A	88732JAS7	900,000	1,116,724.50	0.09%
COMCAST CORP 5.15% BDS 01/MAR/2020 USD	N/A	20030NBA8	1,000,000	1,111,864.00	0.08%
GNMA I MORTPASS 5.5% 15/MAR/2036 SF PN# 652207	N/A	36292LR48	992,574	1,111,494.10	0.08%
GOLDMAN SACHS GROUP INC NT 3.625% 07/FEB/2016	N/A	38143USC6	1,180,000	1,110,861.44	0.08%
JP MORGAN CHASE COMMERCIAL MORTGAGE FR CMO	N/A	46628FAF8	1,000,000	1,104,174.00	0.08%
FNMA MORTPASS 4% 01/FEB/2039 CL PN# 934986	N/A	31412UF39	1,050,612	1,095,919.09	0.08%
TELEFONICA EMISIONES SAU 6.421% BDS 20/JUN/2016	N/A	87938WAB9	1,080,000	1,095,495.84	0.08%
JPMORGAN CHASE BANK NATL ASS 6% NTS 05/JUL/2017	N/A	48121CVZ6	1,030,000	1,090,687.60	0.08%
ARCELORMITTAL SA 6.125% SNR NTS 01/JUN/2018	N/A	03938LAF1	1,140,000	1,088,101.50	0.08%
UNION PACIFIC CORP 5.125% UNS LN STK 15/FEB/2014	N/A	907818DC9	1,000,000	1,083,966.00	0.08%
TBA FNMA SF 5.50 15 YRS DEC	N/A	01F0524C3	1,000,000	1,082,031.20	0.08%
VERIZON GLOBAL FUNDING CORP 7.75% BDS 01/DEC/2030	N/A	92344GAM8	810,000	1,082,043.36	0.08%
TBA FHLMC GOLD SF 5.00 30 YRS DEC	N/A	02R0506C0	1,000,000	1,069,218.80	0.08%
GNMA II MORTPASS 5% 20/MAY/2041 SF PN# 005056	N/A	36202FTM8	965,191	1,065,048.86	0.08%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/MAR/2019	N/A	195325BL8	850,000	1,064,625.00	0.08%
TBA FNMA SF 4.50 15 YRS DEC	N/A	01F0424C4	1,000,000	1,063,281.20	0.08%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649510	N/A	36292HR70	945,176	1,060,484.95	0.08%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	1,000,000	1,059,774.00	0.08%
ILLINOIS ST GO PENSION FUND SER OF JUNE GLOBAL	N/A	452151LF8	1,185,000	1,053,761.25	0.08%
QWEST CORP 8.375% SNR UNSEC NTS 01/MAY/2016 USD	N/A	74913GAW5	925,000	1,048,718.75	0.08%
TBA FHLMC GOLD SF 4.00 15 YRS DEC	N/A	02R0404C3	1,000,000	1,046,093.80	0.08%
FHLMC GOLD TBA 30 YR TBA 04.000% DEC	N/A	02R0406C1	1,000,000	1,040,156.20	0.08%
FED NATL MTG ASSOC 6.25% 15/MAY/2029 USD1000	N/A	31359MEU3	750,000	1,037,760.00	0.08%
FNMA MORTPASS 4.5% 01/MAR/2029 CT PN# 930770	N/A	31412PCF6	977,640	1,037,236.87	0.08%
DEUTSCHE BANK AG LONDON 4.875% 20/MAY/2013	N/A	2515A0NY5	1,000,000	1,027,210.00	0.08%
TBA FNMA 3% 15 YRS DEC	N/A	01F0304C9	1,000,000	1,024,218.80	0.08%
FHLMC GOLD TBA 15YR TBA 03.000% DEC	N/A	02R0304C4	1,000,000	1,023,125.00	0.08%
TBA FNMA SF 3.50% 30YRS DEC	N/A	01F0326C3	1,000,000	1,019,843.80	0.08%
FNMA MORTPASS 4% 01/OCT/2039 CL PN# AC2651	N/A	31417L5M3	970,927	1,012,797.99	0.08%
BANC OF AMERICA COMMERCIAL MORTGAGE INC SER 2005-3	N/A	05947UR91	1,000,000	1,010,145.00	0.08%
GENERAL ELECTRIC CAPITAL CORP 1.875% BDS	N/A	36962G4Q4	1,000,000	1,008,246.00	0.08%
ALLY AUTO RECEIVABLES TRUST 2010-4 A-4 1.350%	N/A	02005PAD7	1,000,000	1,005,496.30	0.08%
FHLMCGLD MORTPASS 4% 01/FEB/2041 A9 PN# A97040	N/A	312945ZD3	957,608	997,707.28	0.08%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43861	N/A	3128K4JE6	919,190	994,489.42	0.08%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.414% BDS	N/A	646139W35	715,000	989,560.00	0.08%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	946,000	987,629.68	0.08%
ORACLE CORP SR NT 3.75% 08/JUL/2014	N/A	68389XAF2	905,000	977,515.84	0.07%
KOREA(REPUBLIC OF) 4.25% BDS 01/JUN/2013 USD1000	N/A	50064FAC8	942,000	976,403.72	0.07%
ROYAL BANK OF SCOTLAND PLC 3.25% BDS 11/JAN/2014	N/A	78010XAJ0	1,000,000	973,472.00	0.07%
FHLMCGLD MORTPASS 6% 01/SEP/2036 G0 PN# G02390	N/A	3128LXUP3	885,164	970,953.34	0.07%
BAXTER INTERNATIONAL INC 5.375% NTS 01/JUN/2018	N/A	071813AY5	835,000	963,373.74	0.07%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	633,000	957,412.50	0.07%
INTERNATIONAL BANK FOR REC & DEV 7.625% BDS	N/A	459056LD7	677,000	951,496.42	0.07%
AOL TIME WARNER INC 7.625% BDS 15/APR/2031 USD1000	N/A	00184AAC9	773,000	948,951.81	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43885	N/A	3128K4J63	858,083	948,756.09	0.07%
CISCO SYSTEMS INC SR NT 4.95% 15/FEB/2019	N/A	17275RAE2	835,000	947,138.83	0.07%
GNMA I MORTPASS 4% 15/FEB/2041 SF PN# 759207	N/A	36230UGQ6	879,564	940,613.27	0.07%
EUROPEAN INVESTMENT BANK 3% BDS 08/APR/2014	N/A	298785EX0	905,000	939,339.32	0.07%
GENERAL ELECTRIC CAPITAL CORP 6.75% MED TERM NTS	N/A	36962GXZ2	867,000	938,102.67	0.07%
HEWLETT-PACKARD CO 5.5% SNR NTS 01/MAR/2018	N/A	428236AS2	835,000	934,774.15	0.07%
BANK OF NOVA SCOTIA 2.9% BDS 29/MAR/2016 USD1000	N/A	064149D87	900,000	928,646.10	0.07%
CALIFORNIA STATE 7.55% BDS 01/APR/2039 USD5000	N/A	13063A5G5	775,000	922,676.25	0.07%
MERRILL LYNCH CNTRYWIDE COM MTG TST 6.156% MTG BDS	N/A	60688BAD0	857,000	922,796.18	0.07%
KREDITANSTALT FUER WIEDERAUFBAU KFW 4.375% SNR NTS	N/A	500769CR3	800,000	917,856.00	0.07%
AT&T INC 6.15% NTS 15/SEP/2034 USD1000	N/A	78387GAQ6	814,000	915,037.75	0.07%
EUROPEAN BANK FOR REC & DEV 1.125% NTS 25/AUG/2014	N/A	459058AY9	900,000	914,468.40	0.07%
LILLY(ELI)& CO BDS 15/MAR/2017 USD1000	N/A	532457BB3	800,000	914,484.80	0.07%
WASTE MANAGEMENT INC 6.375% 11/MAR/2015	N/A	94106LAT6	800,000	912,331.20	0.07%
KREDITANST FUR WIE 1.375% GBL NT 15/JUL/2013 USD	N/A	500769DY7	900,000	908,564.40	0.07%
VIRGINIA ELECTRIC & POWER CO SER'B' 5.95% SNR NTS	N/A	927804FC3	750,000	897,106.50	0.07%
COMMONWEALTH EDISON 6.15% BDS 15/SEP/2017 USD1000	N/A	202795HS2	750,000	893,987.25	0.07%
CELLCO PART/VERI WIRELSS 7.375% SNR NTS	N/A	92344SAJ9	800,000	894,588.80	0.07%
BRISTOL-MYERS SQUIBB CO 5.25% BDS 15/AUG/2013	N/A	110122AL2	825,000	890,241.83	0.07%
CONOCOPHILLIPS 5.625% NTS 15/OCT/2016 USD1000	N/A	20825TAA5	760,000	884,925.00	0.07%
KFW BANKENGRUPPE 3.5% GTD BDS 10/MAR/2014 USD1000	N/A	500769DF8	835,000	880,566.79	0.07%
AMERICAN EXPRESS CO. 4.875 15/JUL/2013	N/A	025816AQ2	837,000	875,573.98	0.07%
FHLMC MORTPASS ARM 01/JUL/2041 1B PN# 1B8478	N/A	3128UGY27	837,377	872,234.84	0.07%
SCHERING-PLOUGH CORP VAR NOTES 01/DEC/2013 USD1000	N/A	806605AE1	800,000	872,490.40	0.07%
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000	N/A	17275RAC6	750,000	867,255.00	0.07%
CITIBANK CREDIT CARD ISSUANCE TRUST	N/A	17305EDE2	750,000	867,281.93	0.07%
MIDAMERICAN ENERGY HLDGS 5.75% SNR NTS 01/APR/2018	N/A	59562VAT4	750,000	864,672.00	0.07%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A48378	N/A	3128K9JX3	778,160	860,387.58	0.07%
ENCANA CORP 5.8% BDS 01/MAY/2014 USD1000	N/A	292506AA0	791,000	859,520.38	0.07%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	850,000	825,048.25	0.06%
KFW 2.75% 08/SEP/2020	N/A	500769DZ4	800,000	811,212.00	0.06%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	750,000	802,489.50	0.06%
VERIZON COMMUNICATIONS INC 8.75% BDS 01/NOV/2018	N/A	92343VAQ7	600,000	799,552.80	0.06%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 757039	N/A	36230RZC3	746,603	798,073.13	0.06%
KIMBEERLY- CLARK CORP 4.875 15/AUG/2015	N/A	494368AY9	710,000	793,211.29	0.06%
SHELL INTERNATIONAL FIN BV GTD NT 6.375%	N/A	822582AD4	600,000	794,100.60	0.06%
FHLMCGLD MORTPASS 4.5% 01/APR/2029 C9 PN# C91244	N/A	3128P7LZ4	746,082	787,849.50	0.06%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	600,000	785,639.40	0.06%
KINDER MORGAN ENERGY PARTNERS 6.85% BDS	N/A	494550BB1	675,000	781,649.33	0.06%
RIO TINTO FINANCE 4.125% BDS 20/MAY/2021 USD1000	N/A	767201AN6	750,000	780,096.00	0.06%
CATERPILLAR FINANCIAL SERVICES CORP 6.125% UNS LN	N/A	14912L4F5	700,000	777,793.10	0.06%
DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014	N/A	25468PCA2	687,000	778,511.15	0.06%
MUNICIPAL ELEC AUTH GA RFDG-PLANT VOGTLE UNITS	N/A	626207YM0	750,000	777,202.50	0.06%
VERIZON COMMUNICATIONS INC 6.35% BDS 01/APR/2019	N/A	92343VAV6	650,000	775,654.10	0.06%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	706451BG5	701,000	771,100.00	0.06%
AMERICAN EXPRESS CO 8.125% LN STK 20/MAY/2019	N/A	025816BB4	600,000	757,789.80	0.06%
DIRECTV HLDGS/FINANCE 4.6% BDS 15/FEB/2021 USD1000	N/A	25459HAW5	750,000	755,550.75	0.06%
SLM CORP 78442FCJ5 5.375% 15/MAY/2014	N/A	78442FCJ5	759,000	755,325.68	0.06%
SOUTHERN CO. 1.95% SNR NT 01/SEP/2016 USD	N/A	842587CH8	750,000	754,942.50	0.06%
AETNA INC NEW 6% SNR NTS 15/JUN/2016 USD1000	N/A	00817YAE8	650,000	749,703.50	0.06%
GENERAL ELEC CAP CORP MTN BE FR 6.15%07/AUG/2037	N/A	36962G3A0	750,000	749,728.50	0.06%
COX COMMUNICATIONS INC 5.5% 01/OCT/2015	N/A	224044BH9	667,000	745,322.48	0.06%
METROPOLITAN TRANSN AUTH N Y D SER'C'7.336% BDS	N/A	59259NZH9	540,000	742,165.20	0.06%
BP CAPITAL MARKETS 3.875% GTD NTS 10/MAR/2015	N/A	05565QBH0	700,000	738,889.20	0.06%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1361	N/A	3138A2QP7	709,462	737,880.17	0.06%
WACHOVIA BANK 6.6% BDS 15/JAN/2038 USD1000 TR'9'	N/A	92976GAJ0	675,000	736,337.93	0.06%
PEPSICO INC 2.50% NTS 10/MAY/2016 USD1000	N/A	713448BT4	700,000	722,767.50	0.06%
ENTERPRISE PRODUCTS OPERATING LP 5.6% BDS	N/A	293791AN9	656,000	720,604.85	0.06%
EUROPEAN INVESTMENT BANK 2.5% BDS 16/MAY/2016 EMTN	N/A	298785FN1	700,000	717,696.00	0.05%
FEDERAL HOME LOAN BANKS 4.875% BDS 17/MAY/2017	N/A	3133XKQX6	605,000	715,102.14	0.05%
NOVA SCOTIA(PROVINCE OF) CANADA 5.125% BDS	N/A	669827FT9	615,000	715,504.53	0.05%
GNMA I MORTPASS 5.5% 15/SEP/2035 SF PN# 649454	N/A	36292HQF3	636,416	714,057.87	0.05%
BALTIMORE GAS & ELECTRIC CO 5.9% SNR NTS	N/A	059165DZ0	615,000	712,320.06	0.05%
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000	N/A	20825CAQ7	550,000	711,879.85	0.05%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2068	N/A	31416XJN1	697,488	712,075.97	0.05%
SUNCOR ENERGY 6.1% BDS 01/JUN/2018 USD1000	N/A	86722TAA0	605,000	708,228.13	0.05%
HONEYWELL INC 5.3% BDS 01/MAR/2018 USD1000	N/A	438516AX4	605,000	705,312.63	0.05%
BNP PARIBAS 3.6% BDS 23/FEB/2016 USD1000	N/A	05567LU54	750,000	703,580.25	0.05%
LANDWIRTSCHAFTLICHE RENTENBANK 5.125% BDS	N/A	515110AV6	600,000	703,147.80	0.05%
ROYAL BANK OF CANADA 1.45% BDS 30/OCT/2014 USD1000	N/A	78008TXA7	700,000	699,244.00	0.05%
MORGAN STANLEY 5.625% 23/SEP/2019	N/A	61747YCJ2	800,000	698,786.40	0.05%
FNMA MORTPASS 3.5% 01/DEC/2025 CI PN# AH1518	N/A	3138A2VL0	670,211	697,057.11	0.05%
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 5.375%	N/A	03523TAN8	600,000	693,022.80	0.05%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755958	N/A	36230QTP3	644,522	688,954.73	0.05%
UBS AG(STAMFORD) 5.875% DEP NTS 15/JUL/2016	N/A	90261XBY7	679,000	689,365.61	0.05%
EUROPEAN INVESTMENT BANK 4.625% NTS 15/MAY/2014	N/A	298785DD5	630,000	679,474.53	0.05%
DUKE ENERGY CORP 5.05% BDS 15/SEP/2019 USD1000	N/A	26441CAD7	600,000	672,793.20	0.05%
FNMA MORTPASS 4% 01/AUG/2024 CI PN# AC1374	N/A	31417KQ42	628,194	670,814.03	0.05%
REPUBLIC SERVICES, INC. 5.25% 15/NOV/2021	N/A	760761AD8	600,000	670,422.00	0.05%
AGILENT TECHNOLOGIES INC NT 6.5% 01/NOV/2017	N/A	00846UAC5	575,000	662,845.05	0.05%
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000	N/A	713448BJ6	500,000	662,782.00	0.05%
CITIGROUP INC 3.953% BDS 15/JUN/2016 USD100	N/A	172967FS5	675,000	662,075.78	0.05%
IBM CORP 5.875% DUE 29/NOV/2032	N/A	459200BB6	532,000	660,415.22	0.05%
TELECOM ITALIA CAPITAL 5.25% 01OCT20015	N/A	87927VAQ1	730,000	660,366.76	0.05%
INTERNATIONAL PAPER CO 9.375% BDS 15/MAY/2019	N/A	460146CD3	515,000	659,514.15	0.05%
AT&T INC 5.1% 15/SEP/2014	N/A	78387GAP8	597,000	658,028.92	0.05%
WELLPOINT INC 5% NTS 15/DEC/2014 USD2000	N/A	94973VAG2	598,000	650,669.45	0.05%
ANHEUSER BUSCH INBEV WORLDWIDE INC 7.75% NTS	N/A	03523TBE7	500,000	644,011.50	0.05%
FNMA MORTPASS 4.5% 01/APR/2029 CT PN# 930998	N/A	31412PKK6	607,097	644,105.70	0.05%
PRUDENTIAL FINANCIAL INC 3% MTN 12/MAY/2016	N/A	74432QBR5	650,000	643,222.45	0.05%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 742244	N/A	3620AWS92	600,286	641,669.18	0.05%
GNMA II MORTPASS 4% 20/DEC/2040 SF PN# 737730	N/A	3620ARST9	601,633	641,511.40	0.05%
FHLMCGLD MORTPASS 4.5% 01/APR/2031 C9 PN# C91366	N/A	3128P7QT3	605,685	639,592.23	0.05%
BAY AREA TOLL AUTH CALIF 6.263% BDS 01/APR/2049	N/A	072024ND0	500,000	638,790.00	0.05%
TYCO INTERNATIONAL FINANCE SA 4.125% BDS	N/A	902118BM9	600,000	636,338.40	0.05%
BANC OF AMERICA COMMERCIAL MORTGAGE 5.356% MTN	N/A	05950VAE0	600,000	634,609.20	0.05%
JP MORGAN CHASE & 5.6% BDS 15/JUL/2041 USD1000	N/A	46625HJB7	600,000	630,226.80	0.05%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	700,000	622,820.80	0.05%
PFIZER INC 5.35% SRN 15/MAR/2015 USD1000	N/A	717081DA8	550,000	621,733.20	0.05%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# AB2066	N/A	31416XJL5	605,536	618,201.42	0.05%
JPMORGAN CHASE & CO 3.7% NTS 20/JAN/2015 USD1000	N/A	46625HHP8	605,000	617,273.64	0.05%
BARCLAYS BANK PLC 5.14% NTS 14/OCT/2020 USD1000	N/A	06739GBP3	750,000	614,800.50	0.05%
GOLDMAN SACHS GROUP INC 5.25% 15/OCT/2013	N/A	38141GDQ4	605,000	615,098.06	0.05%
BOEING CAPITAL CORP 2.9% BDS 15/AUG/2018 USD1000	N/A	097014AM6	600,000	614,163.00	0.05%
EAST BAY CALIF MUN UTIL DIST WTR SYS REV SUB-SER	N/A	271014TU6	500,000	609,010.00	0.05%
JOHNSON & JOHNSON 4.95% 15/MAY/2033	N/A	478160AL8	537,000	609,808.61	0.05%
VALE OVERSEAS LIMITED 6.875% GTD NTS 21/NOV/2036	N/A	91911TAH6	556,000	607,675.75	0.05%
CATERPILLAR INC 1.375% NTS 27/MAY/2014 USD2000	N/A	149123BU4	600,000	606,384.00	0.05%
GENERAL ELECTRIC CAPITAL CORP 5.625% BDS	N/A	36962G3H5	550,000	603,869.20	0.05%
INTERNATIONAL BUS MACH CORP 1.00% BDS 05/AUG/2013	N/A	459200GT2	600,000	603,933.00	0.05%
NEW YORK N Y 5.846% BDS 01/JUN/2040 USD5000	N/A	64966HYV6	520,000	600,158.00	0.05%
HSBC FINANCE CORP 6.676% SNR NTS 15/JAN/2021	N/A	40429CGD8	606,000	598,075.94	0.05%
CENOVUS ENERGY INC 5.7% SR NT 15/OCT/2019 USD1000	N/A	15135UAD1	520,000	595,312.12	0.05%
QUEBEC 7.5% BDS 15/SEP/2029 USD1000	N/A	748148QR7	402,000	594,610.26	0.05%
COMCAST CORP 6.5% BDS 15/JAN/2017 USD1000	N/A	20030NAP6	507,000	593,263.01	0.05%
DEERE & CO 8.10% BDS 15/MAY/2030 USD1000	N/A	244199AZ8	400,000	592,720.40	0.05%
ITALY (REPUBLIC OF) 4.5% 21/JAN/2015 USD	N/A	465410BN7	652,000	590,084.12	0.05%
TRANSCANADA PIPELINES 5.85% BDS 15/MAR/2036	N/A	89352HAB5	500,000	587,369.00	0.04%
TAMPA ELECTRIC CO 5.4% SNR NT 15/MAY/2021 USD1000	N/A	875127AZ5	500,000	583,713.00	0.04%
COCA-COLA CO 1.8% BDS 01/SEP/2016 USD1000 144A	N/A	191216AS9	578,000	582,614.17	0.04%
METROPOLITAN WTR DIST SOUTHN CALI 6.947% BDS	N/A	59266TEC1	500,000	582,605.00	0.04%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% BDS	N/A	31294KN43	536,086	578,093.68	0.04%
AT&T INC 5.5% BDS 01/FEB/2018 USD1000	N/A	00206RAJ1	505,000	576,372.16	0.04%
EUROPEAN INVESTMENT BANK 5.125% BDS 30/MAY/2017	N/A	298785EG7	500,000	574,953.00	0.04%
WELLS FARGO & COMPANY VAR 15/JUN/2016	N/A	949746QU8	550,000	575,746.60	0.04%
ORACLE CORP 5.375% BDS 15/JUL/2040 USD1000'144A'	N/A	68389XAL9	500,000	575,115.50	0.04%
AMGEN INC 3.45% BDS 01/OCT/2020 USD1000	N/A	031162BD1	600,000	574,353.60	0.04%
TIME WARNER CABLE INC 6.75% BDS 15/JUN/2039	N/A	88732JAU2	500,000	568,529.50	0.04%
XL CAPITAL LTD 5.25% 15/SEP/2014	N/A	98372PAF5	541,000	569,666.51	0.04%
COSTCO WHOLESALE CORP 5.5% SNR NTS 15/MAR/2017	N/A	22160KAC9	475,000	568,279.55	0.04%
VODAFONE GROUP 4.15% LN STK 10/JUN/2014 USD1000	N/A	92857WAT7	530,000	565,362.66	0.04%
REPUBLIC OF PANAMA 5.2% 30/JAN/2020	N/A	698299AX2	500,000	563,750.00	0.04%
FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS	N/A	3134A3U46	388,000	561,738.64	0.04%
UNITED STATES TREAS BDS 3.50% 15/FEB/2039	N/A	912810QA9	515,000	560,947.79	0.04%
UNITED MEXICAN STATES 5.125% 15/JAN/2020	N/A	91086QAY4	500,000	559,500.00	0.04%
DUKE ENERGY CAROLINAS LLC 4.3% CNV BDS 15/JUN/2020	N/A	26442CAJ3	500,000	557,747.00	0.04%
JPM CHASE CAPITAL XXV 6.8% BDS 01/OCT/2037 USD1000	N/A	46631VAA9	560,000	557,768.40	0.04%
WAL-MART STORES 5.25% 01/SEP/2035	N/A	931142CB7	492,000	550,695.11	0.04%
PORT AUTH N Y & N J CONSOLIDA 6.04% BDS	N/A	73358WAJ3	460,000	550,068.00	0.04%
BRITISH TELECOM 9.125%-VAR BDS 15/DEC/2030 USD	N/A	111021AE1	391,000	542,582.88	0.04%
MEDTRONIC INC 4.125% BDS 15/MAR/2021 USD1000	N/A	585055AV8	500,000	542,288.50	0.04%
AT&T INC 5.55% BDS 15/AUG/2041 USD1000	N/A	00206RBA9	500,000	542,107.50	0.04%
DEUTSCHE TELE INT FIN 5.25% 22/JUL/2013	N/A	25156PAF0	513,000	540,842.56	0.04%
NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS	N/A	64972FT55	500,000	539,975.00	0.04%
PROGRESS ENERGY INC 4.4% NTS 15/JAN/2021 USD1000	N/A	743263AR6	500,000	540,098.50	0.04%
CVS CAREMARK CORP 6.25% SNR NTS 01/JUN/2027	N/A	126650BJ8	460,000	538,269.46	0.04%
CANADIAN NAT'L RAILWAYS 4.4% 15/MAR/2013	N/A	136375BH4	515,000	537,681.12	0.04%
TIME WARNER CABLE INC 6.2% BDS 01/JUL/2013 USD1000	N/A	88732JAK4	500,000	537,967.50	0.04%
WACHOVIA BANK 5.6% NTS 15/MAR/2016 USD1000	N/A	92976GAE1	492,000	538,130.90	0.04%
AMERICAN INTERNATIONAL GROUP INC 8.25% NTS	N/A	026874BT3	500,000	534,520.00	0.04%
CATERPILLAR INC 3.9% NTS 27/MAY/2021 USD1000	N/A	149123BV2	500,000	534,750.00	0.04%
AMERICA MOVIL SAB DE CV 5% NTS 30/MAR/2020 USD1000	N/A	02364WAV7	500,000	534,330.50	0.04%
HOSPITALITY PROPERTIES 44106MAF9 6.750%	N/A	44106MAF9	525,000	534,336.60	0.04%
KFW INTERNATIONAL FINANCE INC 4.125% NTS	N/A	500769AX2	492,000	533,959.73	0.04%
PROCTER & GAMBLE CO 5.80% 15/AUG/2034	N/A	742718DB2	405,000	531,686.84	0.04%
WELLS FARGO & CO 4.6% BDS 01/APR/2021 USD1000	N/A	94974BEV8	500,000	529,517.00	0.04%
WAL-MART STORES INC 3.2% NTS 15/MAY/2014 USD1000	N/A	931142CQ4	500,000	527,797.00	0.04%
PFIZER INC 7.20% BDS 15/MAR/2039 USD1000	N/A	717081CY7	375,000	526,211.63	0.04%
DETROIT EDISON CO 3.45% BDS 01/OCT/2020 USD1000	N/A	250847EF3	500,000	524,437.50	0.04%
CITIGROUP INC SR NT 6.125% 21/NOV/2017	N/A	172967EM9	500,000	520,732.00	0.04%
GNMA I MORTPASS 4% 15/DEC/2040 SF PN# 757038	N/A	36230RZB5	487,321	521,145.19	0.04%
WESTPAC BANKING CORP 4.2% NTS 27/FEB/2015 USD1000	N/A	961214BH5	500,000	519,340.00	0.04%
BB&T CORP 3.2% BDS 15/MAR/2016 USD1000	N/A	05531FAG8	500,000	516,603.00	0.04%
KFW BANKENGRUPPE 2% NTS 01/JUN/2016 USD1000	N/A	500769EM2	500,000	516,453.00	0.04%
ALTRIA GROUP INC GTD NT CR SENS19 06/AUG/2019	N/A	02209SAJ2	400,000	515,122.80	0.04%
DIRECTV HLDGS/FINANCE 3.5% BDS 01/MAR/2016 USD1000	N/A	25459HAY1	500,000	514,812.00	0.04%
TECK RESOURCES LTD 4.75% GTD 15/JAN/2022 USD1000	N/A	878742AV7	500,000	515,782.50	0.04%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 755959	N/A	36230QTQ1	480,970	514,353.58	0.04%
WEATHERFORD INTL LTD 5.125% 15/SEP/2020	N/A	94707VAA8	500,000	514,379.00	0.04%
UNITED TECHNOLOGIES CORP 01/MAY/2015	N/A	913017BH1	460,000	514,538.52	0.04%
EDISON INTERNATIONAL 3.75% BDS 15/SEP/2017 USD1000	N/A	281020AF4	500,000	511,623.50	0.04%
ONEOK PARTNERS LP SR NT 3.25% 01/FEB/2016	N/A	68268NAF0	500,000	511,640.50	0.04%
DIAGEO FINANCE 25244SAC5 5.3% 28/OCT/2015	N/A	25244SAC5	451,000	509,708.02	0.04%
NORDSTROM INC 4% BDS 15/OCT/2021 USD1000	N/A	655664AP5	500,000	510,815.00	0.04%
ONTARIO (PROVINCE OF)	N/A	683234WQ7	463,000	509,823.19	0.04%
BAKER HUGHES INC 3.2% BDS 15/AUG/2021 USD1000 144A	N/A	057224BA4	500,000	508,344.50	0.04%
RIO TINTO FINANCE USA LTD 2.5% BDS 20/MAY/2016	N/A	767201AM8	500,000	509,451.50	0.04%
HONEYWELL INTERNATIONAL INC 5.4% BDS 15/MAR/2016	N/A	438516AP1	440,000	508,952.84	0.04%
PETROBRAS INTERNATIONAL FINANCE 3.875% BDS	N/A	71645WAT8	500,000	507,467.00	0.04%
TRANSOCEAN INC 4.95% 15/NOV/2015	N/A	893830AX7	500,000	507,061.50	0.04%
GENERAL MILLS INC 1.55% NTS 16/MAY/2014 USD1000	N/A	370334BL7	500,000	503,760.00	0.04%
US BANCORP 1.375% BDS 13/SEP/2013 USD1000	N/A	91159HGY0	500,000	503,248.00	0.04%
CITIGROUP INC 5.375% BDS 09/AUG/2020 USD1000	N/A	172967FF3	500,000	501,851.00	0.04%
GNMA I MORTPASS 4% 15/JAN/2041 SF PN# 759075	N/A	36230UCL1	469,816	502,424.74	0.04%
INTER AMERICAN DEVELOPMENT BANK 1.75% NTS	N/A	B4NJX80	500,000	501,025.00	0.04%
AUTOZONE INC 4% NTS 15/NOV/2020 USD2000	N/A	053332AL6	500,000	499,245.00	0.04%
LG&E & KU ENERGY LLC SR NT 3.75% 15/NOV/2020	N/A	50188FAD7	500,000	499,238.00	0.04%
CONOCOPHILLIPS 4.6% BDS 15/JAN/2015 USD1000	N/A	20825CAT1	450,000	497,978.10	0.04%
JP MORGAN CHASE & 4.625% NTS 10/MAY/2021 USD1000	N/A	46625HHZ6	500,000	498,283.50	0.04%
CANADIAN NATURAL RESOURCES 6.25% NTS 15/MAR/2038	N/A	136385AL5	410,000	496,666.21	0.04%
UNITED TECHNOLOGIES CORP 6.125% BDS 15/JUL/2038	N/A	913017BP3	400,000	497,192.80	0.04%
FNMA MORTPASS 4.5% 01/JUL/2025 CI PN# 890216	N/A	31410LAR3	464,240	493,928.05	0.04%
VODAFONE GROUP PLC NEW 5% 16/DEC/2013	N/A	92857WAF7	461,000	494,550.66	0.04%
CRH AMERICA INC 6% NTS 30/SEP/2016 USD1000	N/A	12626PAG8	465,000	493,148.31	0.04%
NORTHROP GRUMMAN CORP 3.5% NTS 15/MAR/2021 USD1000	N/A	666807BE1	500,000	493,347.50	0.04%
BANK OF AMERICA CORP 5.25% 01/DEC/2015	N/A	060505BG8	513,000	490,501.36	0.04%
PHILIP MORRIS INTL INC 6.375% 16/MAY/2038	N/A	718172AC3	400,000	489,521.20	0.04%
GOLDMAN SACHS GROUP INC 6.00% 15/JUN/2020	N/A	38141EA66	500,000	487,958.50	0.04%
KOREA DEVEL BANK 3.25% BDS 09/MAR/2016 USD	N/A	500630BS6	500,000	488,217.00	0.04%
AMERICAN INTERNATIONAL GROUP INC 5.85% MTN	N/A	02687QDG0	500,000	483,287.00	0.04%
NEWS AMERICA INC 6.55% BDS 15/MAR/2033 USD1000	N/A	652482BC3	450,000	482,178.60	0.04%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	415,000	482,451.61	0.04%
HSBC HLDGS 6.5% BDS 02/MAY/2036 USD100000	N/A	404280AG4	500,000	480,854.00	0.04%
ALCOA INC 5.4% BDS 15/APR/2021 USD1000	N/A	013817AV3	500,000	476,302.00	0.04%
THOMSON REUTERS CORP 6.5% SNR NTS 15/JUL/2018	N/A	884903BB0	400,000	475,714.80	0.04%
NEWS AMERICA INC 5.3% NTS 15/DEC/2014 USD1000	N/A	652482BG4	433,000	475,605.47	0.04%
ROYAL BANK OF SCOTLAND PLC 4.375% NTS 16/MAR/2016	N/A	78009PCC3	500,000	472,858.00	0.04%
UNITEDHEALTH GROUP INC 5.8% BDS 15/MAR/2036	N/A	91324PAR3	417,000	472,351.33	0.04%
ROYAL BANK OF SCOTLAND PLC 3.95% GTD 21/SEP/2015	N/A	78010XAG6	500,000	471,559.50	0.04%
HOME DEPOT INC 5.4% BDS 01/MAR/2016 USD1000	N/A	437076AP7	410,000	468,992.85	0.04%
GOLDMAN SACHS GROUP INC 5.125% DUE 15/JAN/2015	N/A	38141GEA8	461,000	467,198.15	0.04%
HSBC BANK USA 5.875% MTN 01/NOV/2034 USD	N/A	4042Q1AA5	498,000	464,390.48	0.04%
COCA-COLA CO 3.15% NTS 15/NOV/2020 USD1000	N/A	191216AR1	450,000	463,460.85	0.04%
GENERAL ELEC CAP CORP 4.875% 04/MAR/2015	N/A	36962GP65	431,000	462,524.20	0.04%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	461,000	460,392.40	0.04%
ALLSTATE CORP 7.5% BDS 15/JUN/2013 USD1000	N/A	020002AC5	425,000	459,431.80	0.04%
SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV SER	N/A	79741TAR5	375,000	459,056.25	0.04%
KREDITANSTALT FUER WIEDERAUFBAU KFW 5.125% GTD NTS	N/A	500769BP8	400,000	459,296.00	0.04%
GOLDMAN SACHS GROUP INC 5.35% SNR NTS 15/JAN/2016	N/A	38141GEE0	453,000	459,573.48	0.04%
NATL RURAL UTL FIN 5.45% DEB 10/APR/2017 USD100	N/A	637432HT5	400,000	457,541.60	0.03%
VERIZON GLOBAL FUNDING CORP 4.9% 15/SEP/2015	N/A	92344GAW6	410,000	458,054.87	0.03%
EMBARQ CORPORATION 7.995% BDS 01/JUN/2036 USD1000	N/A	29078EAA3	450,000	452,549.70	0.03%
GENERAL ELECTRIC CAPITAL CORP 5.4% MTN 15/FEB/2017	N/A	36962G2G8	415,000	453,285.83	0.03%
BANK OF AMERICA CORP 4.875% DUE 15/JAN/2013	N/A	060505AX2	451,000	450,644.16	0.03%
OEKB OEST KONTROLLBANK 4.5% 09/MAR/2015	N/A	676167AQ2	414,000	449,664.44	0.03%
BANK OF NEW YORK MELLON CORP 2.3% BDS 28/JUL/2016	N/A	06406HBX6	450,000	449,717.85	0.03%
CREDIT SUISSE FB USA INC	N/A	22541LAE3	395,000	447,533.42	0.03%
TELEFONICA EMISIONES SAU 5.462% BDS 16/FEB/2021	N/A	87938WAP8	500,000	446,246.00	0.03%
CHEVRON CORP 3.95% NTS 03/MAR/2014 USD1000	N/A	166751AH0	415,000	444,613.57	0.03%
POTASH CORP OF SASKATCHEWAN INC 5.875% NTS	N/A	73755LAD9	375,000	444,828.00	0.03%
MERCK & CO INC 4.75 01/MAR/2015	N/A	589331AK3	396,000	442,979.46	0.03%
PNC FUNDING CORP 5.125% NTS 08/FEB/2020 USD2000	N/A	693476BJ1	400,000	442,250.80	0.03%
EXELON CORP 5.625% BDS 15/JUN/2035 USD1000	N/A	30161NAC5	414,000	441,102.92	0.03%
FEDERAL FARM CREDIT BANKS 4.875% BDS 17/JAN/2017	N/A	31331XLG5	375,000	440,379.38	0.03%
BANK AMER N A CHARLOTTE N C 5.3% NTS 15/MAR/2017	N/A	06050TKN1	500,000	438,732.00	0.03%
BANK AMER CORP SR NT -L 3.75% 12/JUL/2016	N/A	06051GEK1	500,000	435,102.50	0.03%
CONSOLIDATED NATURAL GAS 5% 01/DEC/2014	N/A	209615CA9	396,000	435,898.19	0.03%
PROLOGIS LP 6.625% SNR NTS 15/MAY/2018 USD1000	N/A	74340XAM3	400,000	434,824.00	0.03%
CAPITAL ONE BANK 5.125%	N/A	14040EHK1	410,000	433,512.68	0.03%
KRAFT FOODS INC 6.125% SNR NTS 01/FEB/2018 USD1000	N/A	50075NAU8	375,000	433,107.38	0.03%
HALLIBURTON CO 6.7% BDS 15/SEP/2038 USD1000	N/A	406216AW1	325,000	429,928.85	0.03%
DU PONT(E.I.)DE NEMOURS & CO 4.9% NTS 15/JAN/2041	N/A	263534CC1	400,000	429,745.20	0.03%
GENERAL ELEC CAP CORP 5.50% 08/JAN/2020	N/A	36962G4J0	400,000	429,384.80	0.03%
ACE INA HOLDINGS IN 5.87500 15/JUN/2014	N/A	00440EAG2	390,000	428,203.23	0.03%
AON CORP 5% BDS 30/SEP/2020 USD1000	N/A	037389AW3	400,000	426,700.80	0.03%
WAL-MART STORES INC 3.625% BDS 08/JUL/2020 USD1000	N/A	931142CU5	400,000	425,352.40	0.03%
BANK OF AMERICA MORTAGE SECURITIES 5% BDS	N/A	06051GEH8	500,000	423,422.50	0.03%
QUEST DIAGNOSTICS INC 5.45% BDS 01/NOV/2015	N/A	74834LAL4	376,000	424,433.69	0.03%
HSBC BANK USA 4.625% 01/APR/2014	N/A	40428EJQ3	410,000	421,771.92	0.03%
QUEBEC 3.5% GBL NTS 29/JUL/2020 USD1000 QJ	N/A	748148RU9	400,000	420,856.80	0.03%
INTEL CORP 4.8% BDS 01/OCT/2041 USD1000	N/A	458140AK6	400,000	418,076.40	0.03%
UNITED PARCEL SERVICE INC 3.125% BDS 15/JAN/2021	N/A	911312AM8	400,000	417,924.00	0.03%
WAL-MART STORES INC 3.25% BDS 25/OCT/2020 USD1000	N/A	931142CZ4	400,000	415,348.80	0.03%
ONTARIO(PROV OF) 2.3% MTN 10/MAY/2016 USD1000	N/A	68323AAQ7	400,000	412,205.20	0.03%
EXPORT DEV CANADA 1.5% DEB 15/MAY/2014 USD1000	N/A	30216BCN0	400,000	409,182.80	0.03%
NBCUNIVERSAL MEDIA LLC 4.375% SNR NT 01/APR/2021	N/A	63946BAE0	400,000	409,366.00	0.03%
SOUTHERN CO 2.375% BDS 15/SEP/2015 USD1000	N/A	842587CG0	400,000	409,036.40	0.03%
BANK OF AMERICA CORP 5.625% BDS 14/OCT/2016	N/A	060505CS1	440,000	406,761.52	0.03%
BK OF MONTREAL 1.75% MTN 29/APR/2014 USD1000	N/A	06366QGJ0	400,000	405,302.00	0.03%
HEWLETT PACKARD CO 2.35% NTS 15/MAR/2015 USD2000	N/A	428236BN2	400,000	405,128.00	0.03%
NISOURCE FINANCE CORP 5.95% BDS 15/JUN/2041	N/A	65473QAX1	400,000	405,995.20	0.03%
JOHNSON & JOHNSON 1.2% BDS 15/MAY/2014 USD100	N/A	478160AX2	400,000	405,443.60	0.03%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	431,000	404,718.91	0.03%
INTER-AMERICAN DEVELOPMENT BANK 6.80000%	N/A	458182BW1	287,000	403,978.33	0.03%
FHLMCGLD MORTPASS 6.5% 01/OCT/2035 G0 PN# G08088	N/A	3128MJC24	360,040	404,996.40	0.03%
GOLDMAN SACHS GROUP INC 6.1250% DUE 15/FEB/2033	N/A	38141GCU6	450,000	403,497.90	0.03%
JOHNSON CONTROLS 1.75% BDS 01/MAR/2014 USD1000	N/A	478366AV9	400,000	403,001.60	0.03%
OCCIDENTAL PETRLM 3.125% NTS 15/FEB/2022 USD1000	N/A	674599CC7	400,000	402,897.20	0.03%
OHIO POWER CO 6% NTS 01/JUN/2016 USD1000 SER'K'	N/A	677415CL3	349,000	403,708.89	0.03%
AMERICAN TOWER CORP 5.05% BDS 01/SEP/2020 USD1000	N/A	029912BC5	400,000	400,809.20	0.03%
AMERICAN EXPRESS CREDIT CORP 2.75% NTS 15/SEP/2015	N/A	0258M0DA4	400,000	396,104.80	0.03%
LLOYDS TSB BANK PLC 6.375% BDS 21/JAN/2021 USD1000	N/A	539473AH1	400,000	396,018.00	0.03%
JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100	N/A	46625HJA9	400,000	394,044.00	0.03%
MORGAN STANLEY 4.75% SUB NTS 01/APR/2014 USD1000	N/A	61748AAE6	410,000	393,555.31	0.03%
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000	N/A	61747YCG8	400,000	393,913.20	0.03%
MEDCO HEALTH SOLUTIONS INC 4.125% BDS 15/SEP/2020	N/A	58405UAG7	400,000	392,896.80	0.03%
ABBOTT LABORATORIES 5.875% NTS 15/MAY/2016 USD1000	N/A	002824AT7	334,000	391,038.85	0.03%
FRANCE TELECOM 8.5% BDS 01/MAR/2031 USD1000	N/A	35177PAL1	283,000	390,858.66	0.03%
KRAFT FOODS INC 7% BDS 11/AUG/2037 1000	N/A	50075NAR5	310,000	390,533.66	0.03%
LINCOLN NATIONAL CORP 6.15% BDS 07/APR/2036	N/A	534187AR0	410,000	388,609.48	0.03%
CREDIT SUISSE NEW YORK 4.375% BDS 05/AUG/2020	N/A	22546QAF4	400,000	386,113.20	0.03%
BOSTON PROPERTIES INC 5% NTS 01/JUN/2015 USD1000	N/A	10112RAE4	360,000	385,234.20	0.03%
DISCOVERY COMMUNICATIONS INC 5.05% BDS 01/JUN/2020	N/A	25470DAC3	350,000	384,151.95	0.03%
BELLSOUTH CORP 5.20% 15/SEP/2014	N/A	079860AG7	349,000	384,116.03	0.03%
BOSTON PROPERTIES INC 5.625% BDS 15/NOV/2020 USD	N/A	10112RAR5	350,000	381,681.30	0.03%
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS	N/A	66989GAA8	330,000	382,605.96	0.03%
CSX CORP 7.375% SRN 01/FEB/2019 USD1000	N/A	126408GQ0	305,000	379,876.28	0.03%
DOMINION RESOURCES INC 6.3% 15MAR15/MAR/2033	N/A	25746UAN9	308,000	376,546.32	0.03%
MORGAN STANLEY 2.875% 24/JAN/2014	N/A	61747WAD1	400,000	376,501.60	0.03%
PACIFIC GAS & ELECTRIC CO 6.25% BDS 01/MAR/2039	N/A	694308GQ4	300,000	374,119.50	0.03%
AT&T INC 6.55% 15/FEB/2039	N/A	00206RAS1	310,000	373,513.42	0.03%
IBM CORP 4.75% 29/NOV/2012	N/A	459200BA8	359,000	373,462.67	0.03%
KRAFT FOODS INC 6.875% SNR NTS 01/FEB/2038 USD1000	N/A	50075NAT1	300,000	372,773.10	0.03%
ABBOTT LABORATORIES 6.00% BDS 01/APR/2039 USD1000	N/A	002824AV2	300,000	372,415.80	0.03%
BURLINGTON NORTHERN SANTA FE CORP 5.05% DEB	N/A	12189LAC5	350,000	372,696.45	0.03%
BBVA SENIOR FINANCE SA UNIPERSONAL 3.25% BDS	N/A	055299AJ0	400,000	371,112.00	0.03%
CITIGROUP INC 4.5% BDS 14/JAN/2022 USD1000	N/A	172967FT3	400,000	370,384.40	0.03%
ITALIAN, REPUBLIC OF 4.375% DUE 15/JUN/2013	N/A	465410BF4	390,000	371,006.22	0.03%
AT&T INC 4.45% NTS 15/MAY/2021 USD1000	N/A	00206RAX0	350,000	369,327.35	0.03%
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%	N/A	233835AW7	338,000	367,172.10	0.03%
EUROPEAN BANK FOR REC & DEV 2.5% NTS 15/MAR/2016	N/A	29874QBW3	350,000	367,229.45	0.03%
FHLMCGLD MORTPASS 4.5% 01/JUN/2031 C9 PN# C91377	N/A	3128P7Q63	347,134	366,567.38	0.03%
EUROPEAN INVESTMENT BANK 4% BDS 16/FEB/2021	N/A	298785FM3	350,000	365,608.25	0.03%
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC1529	N/A	31417KVX2	341,478	363,315.32	0.03%
ITALY(REPUBLIC OF) 2.125% NTS 16/SEP/2013 USD1000	N/A	465410BW7	400,000	363,845.20	0.03%
JPMORGAN CHASE & CO 5.15% 01/OCT/2015	N/A	46625HDF4	349,000	364,282.36	0.03%
MICROSOFT CORP 3.00% 01/OCT/2020	N/A	594918AH7	350,000	363,207.60	0.03%
TARGET CORP 6% 15/JAN/2018	N/A	87612EAS5	300,000	362,556.30	0.03%
CINGULAR WIRELESS LLC 7.125% NTS 15/DEC/2031	N/A	17248RAJ5	287,000	361,824.06	0.03%
MARSH & MCLENNAN COS INC 5.75% 15/SEP/2015	N/A	571748AP7	327,000	361,425.58	0.03%
TENNESSEE VALLEY AUTHORITY 4.875% BDS 15/JAN/2048	N/A	880591EB4	300,000	360,239.10	0.03%
ASTRAZENECA 5.9% BDS 15/SEP/2017 USD1000	N/A	046353AB4	300,000	359,292.00	0.03%
BUNGE LTD FIN CORP 4.1% BDS 15/MAR/2016 USD1000	N/A	120568AU4	350,000	355,420.45	0.03%
CITIGROUP INC 5.85% 11/DEC/2034	N/A	172967CT6	375,000	353,679.75	0.03%
CALIFORNIA ST TAXABLE-VAR PURP 7.50% 01/APR/2034	N/A	13063A5E0	300,000	351,735.00	0.03%
METLIFE INC 59156RAM0 5.7% 15/JUN/2035	N/A	59156RAM0	336,000	351,996.96	0.03%
PACIFIC GAS & ELECTRIC 4.80% DUE 01/MAR/2014	N/A	694308GD3	328,000	352,203.12	0.03%
ONCOR ELECTRIC DELIVERY CO 6.375% NTS 15/JAN/2015	N/A	68233DAL1	308,000	351,405.82	0.03%
HCP INC 6% BDS 30/JAN/2017 USD1000	N/A	421915EJ4	328,000	349,697.86	0.03%
WELLS FARGO CAP 10 FRN GTD 01/DEC/2086 USD1000	N/A	94978SAA7	350,000	348,908.00	0.03%
DEUTSCHE TELEKOM AG VAR BDS 15/JUN/2030 USD1000	N/A	25156PAC7	256,000	347,800.32	0.03%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	300,000	348,764.70	0.03%
SEMPRA ENERGY 6.00% 15/OCT/2039	N/A	816851AP4	290,000	348,617.41	0.03%
FHLMCGLD MORTPASS 6.5% 01/SEP/2037 A6 PN# A66192	N/A	3128KW2Z5	311,990	348,217.31	0.03%
PETROLEOS MEXICANOS 5.5% NTS 21/JAN/2021 USD1000	N/A	71654QAX0	325,000	345,312.50	0.03%
TYCO ELECTRONICS GROUP S A 6.55% BDS 01/OCT/2017	N/A	902133AF4	300,000	346,024.80	0.03%
SUNTRUST BANKS INC 3.5% BDS 20/JAN/2017 USD1000	N/A	867914BE2	350,000	343,813.75	0.03%
COMCAST CORP(NEW) 5.70% NTS 01/JUL/2019 USD1000	N/A	20030NAZ4	300,000	342,489.90	0.03%
DIAGEO CAPITAL 5.5% NTS 30/SEP/2016 USD1000	N/A	25243YAJ8	300,000	343,046.40	0.03%
DEVON ENERGY CORP SR DEB 7.95% 15/APR/2032	N/A	251799AA0	250,000	341,851.00	0.03%
WELLS FARGO & COMPANY 5.375% 07/FEB/2035	N/A	949746JM4	318,000	340,506.77	0.03%
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/SEP/2037	N/A	195325BK0	250,000	339,375.00	0.03%
GENERAL ELECTRIC CAPITAL CORP FLTG RATE NTS	N/A	36962G3M4	350,000	337,531.25	0.03%
ALABAMA POWER CO 5.7% 15FEB15/FEB/2033	N/A	010392EC8	276,000	336,255.77	0.03%
NOMURA HLDGS INC 4.125% NTS 19/JAN/2016 USD1000	N/A	65535HAC3	350,000	336,257.95	0.03%
FIRSTENERGY CORP 7.375% BDS 15/NOV/2031 USD1000	N/A	337932AC1	287,000	336,534.77	0.03%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MJDW7	309,916	335,304.72	0.03%
VALERO ENERGY CORP(NEW) 6.625% BDS 15/JUN/2037	N/A	91913YAL4	320,000	335,537.60	0.03%
DTE ENERGY CO 6.35% BDS 01/JUN/2016 USD1000	N/A	233331AM9	287,000	331,609.56	0.03%
EXPORT-IMPORT BANK OF KOREA 4% LN STK 29/JAN/2021	N/A	302154AX7	350,000	331,432.85	0.03%
ENERGY TRANSFER PARTNERS 6.7% 01/JUL/2018	N/A	29273RAH2	300,000	331,789.80	0.03%
AMGEN INC 6.4% SRN 01/FEB/2039 USD1000	N/A	031162BA7	300,000	329,158.80	0.03%
CALIFORNIA STATE 5.45% BDS 01/APR/2015 USD5000	N/A	13063A5C4	300,000	328,236.00	0.03%
CSX CORP 126408GD9 5.5% 01/AUG/2013	N/A	126408GD9	308,000	328,043.41	0.03%
FHLMCGLD MORTPASS 5.5% 01/JAN/2036 A4 PN# A42305	N/A	3128K2R27	303,555	328,422.05	0.03%
ALCOA INC 5.87% NTS 23/FEB/2022 USD1000	N/A	013817AQ4	335,000	326,934.88	0.02%
COMCAST CORP 5.9% BDS 15/MAR/2016 USD1000	N/A	20030NAL5	287,000	327,168.23	0.02%
FNMA MORTPASS 3.5% 01/JAN/2041 CL PN# 932888	N/A	31412RND5	317,555	324,196.37	0.02%
GNMA I MORTPASS 6% 15/MAR/2034 SF PN# 564799	N/A	36213UNQ9	286,955	324,836.10	0.02%
PANAMA(REPUBLIC OF) 6.7% BDS 26/JAN/2036 USD1000	N/A	698299AW4	250,000	323,750.00	0.02%
CREDIT SUISSE WARBURG PINCUS TRUST 5.85% BDS	N/A	225434CJ6	300,000	321,621.30	0.02%
SIMON PROPERTY GROUP INC 6.1% NTS 01/MAY/2016	N/A	828807BT3	287,000	322,141.14	0.02%
STATE STREET CORP 4.375% NTS 07/MAR/2021 USD1000	N/A	857477AG8	300,000	321,076.80	0.02%
BANK OF NEW YORK MELLON CORP 5.125% BDS	N/A	06406HBK4	300,000	320,048.40	0.02%
REPUBLIC OF HUNGARY 6.25% 29/JAN/2020	N/A	445545AD8	350,000	319,375.00	0.02%
METLIFE INC BDS 6.4% 15/DEC/2066 USD1000	N/A	59156RAP3	350,000	318,022.60	0.02%
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015	N/A	828807BM8	294,000	318,682.48	0.02%
PSEG POWER 5.50% 01/DEC/2015	N/A	69362BAN2	287,000	318,295.92	0.02%
JAPAN FINANCE CORP 7.875% 02/FEB/2015	N/A	471065AC6	300,000	316,590.00	0.02%
MICROSOFT CORP 2.95% NTS 01/JUN/2014 USD1000	N/A	594918AB0	300,000	316,717.20	0.02%
MARSH & MCLENNAN 4.8% SNR MTN 15/JUL/2021 USD	N/A	571748AR3	300,000	316,906.50	0.02%
FHLMCGLD MORTPASS 6.5% 01/DEC/2038 G0 PN# G05232	N/A	3128M7ED4	280,329	312,529.20	0.02%
APPLIED MATERIALS INC 4.3% NTS 15/JUN/2021 USD1000	N/A	038222AF2	300,000	311,406.90	0.02%
BP CAPITAL MARKETS 3.2% BDS 11/MAR/2016 USD1000	N/A	05565QBQ0	300,000	311,724.90	0.02%
REPUBLIC OF ITALY 5.375% 15JUN15/JUN/2033	N/A	465410BG2	384,000	309,958.27	0.02%
PROVINCE OF ONTARIO (CANADA) 4.375% 15/FEB/2013	N/A	683234SJ8	297,000	309,942.96	0.02%
AOL TIME WARNER INC 7.7% BDS 01/MAY/2032 USD1000	N/A	00184AAG0	248,000	308,676.92	0.02%
EXELON CORP 4.90% 15/JUN/2015	N/A	30161NAD3	287,000	308,569.49	0.02%
DU PONT(E.I.)DE NEMOURS & CO 5.25% NTS 15/DEC/2016	N/A	263534BQ1	265,000	308,841.60	0.02%
DISCOVER BANK 7% BDS 15/APR/2020 USD1000	N/A	25466AAB7	300,000	307,196.70	0.02%
WAL-MART STORES INC 6.2% BDS 15/APR/2038 USD1000	N/A	931142CM3	250,000	307,982.50	0.02%
LOS ANGELES CALIFORNIA UNI SCH DIST 6.758% BDS	N/A	544646ZR6	250,000	306,297.50	0.02%
ENBRIDGE ENERGY PA 4.2% BDS 15/SEP/2021 USD1000	N/A	29250RAU0	300,000	305,531.10	0.02%
MARATHON PETROLEUM CORP 5.125% BDS 01/MAR/2021	N/A	56585AAD4	300,000	305,614.50	0.02%
ENSCO PLC 4.7% BDS 15/MAR/2021 USD1000	N/A	29358QAA7	300,000	304,490.70	0.02%
BB&T CORP 2.05% BDS 28/APR/2014 USD1000	N/A	05531FAH6	300,000	303,820.50	0.02%
FLORIDA POWER CORP 341099CB3 5.9% 01/MAR/2033	N/A	341099CB3	247,000	303,937.45	0.02%
NABORS INDUSTRIES INC 5% SR NT 15/SEP/2020 USD1000	N/A	629568AV8	300,000	303,806.10	0.02%
CITIGROUP INC 5.85% BDS 02/AUG/2016 USD100000	N/A	172967DQ1	287,000	302,311.45	0.02%
DEUTSCHE TELEKOM INTL FINANCE B.V. 5.75% BDS	N/A	25156PAH6	273,000	301,275.70	0.02%
DOW CHEMICAL CO 4.25% BDS 15/NOV/2020 USD1000	N/A	260543CC5	300,000	301,770.00	0.02%
TEVA PHARMACEUTICAL FINANCE III BV 1.7% BDS	N/A	88166DAA4	300,000	301,359.60	0.02%
PRAXAIR INC 3% BDS 01/SEP/2021 USD100	N/A	74005PAZ7	300,000	301,760.70	0.02%
MCKESSON CORP 6% BDS 01/MAR/2041 USD1000	N/A	58155QAE3	250,000	301,713.00	0.02%
GENERAL ELECTRIC CAPITAL CORP 4.65% BDS	N/A	36962G5J9	300,000	301,163.40	0.02%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	269,000	299,720.07	0.02%
L-3 COMMUNICATIONS CORP 3.95% BDS 15/NOV/2016	N/A	502413BB2	300,000	299,944.80	0.02%
HEWLETT-PACKARD CO 1.55% BDS 30/MAY/2014 USD100	N/A	428236BK8	300,000	299,284.20	0.02%
VERIZON COMMUNICATIONS INC 6.4% BDS 15/FEB/2038	N/A	92343VAK0	250,000	299,039.50	0.02%
BOTTLING GROUP LLC 4.625% SNR NTS 15/NOV/2012	N/A	10138MAB1	287,000	297,825.07	0.02%
3M CO 5.7% NTS 15/MAR/2037 USD2000	N/A	88579EAC9	235,000	297,632.44	0.02%
RUTGERS ST UNIV N J TAXABLE-SER H-BUILD AMER BDS	N/A	783186NH8	250,000	296,892.50	0.02%
STATE OF NEW JERSEY 7.425% BONDS 15/FEB/2029	N/A	645913AA2	250,000	297,050.00	0.02%
CHUBB CORP VAR 29/MAR/2067	N/A	171232AP6	300,000	294,000.00	0.02%
UNITED STATES TREAS BDS 05.000% 15/MAY/2037	N/A	912810PU6	215,000	294,382.09	0.02%
ERP OPERATING LP 5.25% 15/SEP/2014	N/A	26884AAS2	278,000	294,553.79	0.02%
NOVARTIS CAPITAL 4.125% 10/FEB/2014	N/A	66989HAA6	275,000	294,426.55	0.02%
DOW CHEMICAL CO 9.4% BDS 15/MAY/2039 USD1000	N/A	260543BY8	200,000	293,043.00	0.02%
NORSK HYDRO ASA 6.8% BDS 15/JAN/2028 USD1000	N/A	656531AG5	225,000	292,911.75	0.02%
ENTERGY CORP 5.125% BDS 15/SEP/2020 USD1000	N/A	29364GAF0	300,000	291,817.50	0.02%
MORGAN STANLEY 6% SNR NTS 28/APR/2015 USD1000	N/A	61747YCE3	300,000	291,885.90	0.02%
ENTERPRISE PRODS O 6.3% BDS 15/SEP/2017 USD1000	N/A	29379VAA1	250,000	290,514.50	0.02%
AT&T INC 5.35% BDS 01/SEP/2040 USD1000	N/A	04650NAB0	275,000	287,760.00	0.02%
HEALTH CARE REIT INC 5.25% BDS 15/JAN/2022 USD1000	N/A	42217KAW6	300,000	288,377.40	0.02%
AMERICAN INTERNATIONAL GROUP INC 8.175% SUBORD DEB	N/A	026874BS5	325,000	286,812.50	0.02%
FHLMCGLD MORTPASS 6.5% 01/JAN/2038 A7 PN# A72132	N/A	3128L5LM1	256,886	286,634.70	0.02%
DETROIT EDISON CO 6.62% AST BKD 01/MAR/2016	N/A	250854AF3	250,000	285,677.60	0.02%
EUROPEAN INVESTMENT BANK 5.125% NTS 13/SEP/2016	N/A	298785DY9	250,000	285,578.75	0.02%
HSBC HLDGS 6.5% BDS 15/SEP/2037 USD1000	N/A	404280AH2	300,000	285,870.90	0.02%
ENBRIDGE INC 5.6% SR NT 01/APR/2017 USD1000	N/A	29250NAB1	250,000	284,325.75	0.02%
MCDONALD'S CORP 4.875% NTS 15/JUL/2040 USD1000	N/A	58013MEK6	250,000	284,652.25	0.02%
ENCANA CORP 6.50% 15/AUG/2034	N/A	292505AD6	250,000	282,441.25	0.02%
MCDONALD'S CORP 5.35% BDS 01/MAR/2018 USD1000	N/A	58013MEE0	240,000	282,003.36	0.02%
WYETH 5.5% NTS 15/FEB/2016 USD1000	N/A	983024AJ9	241,000	279,785.34	0.02%
AMERICAN INTERNATIONAL GROUP INC 5.6% BDS	N/A	02687QBC1	290,000	278,598.65	0.02%
OESTERREICHISCHE KONTROLLBANK AG 4.875% GTD BDS	N/A	676167AS8	250,000	278,417.75	0.02%
BEAR STEARNS CO INC 5.70% DUE 15/NOV/2014	N/A	07385TAJ5	256,000	278,062.59	0.02%
PSEG POWER LLC 5.125% SR NTS 15/APR/2020 USD1000	N/A	69362BAW2	250,000	277,877.00	0.02%
NORFOLK SOUTHERN CORP 6% BDS 23/MAY/2111 USD1000	N/A	655844BD9	250,000	278,042.00	0.02%
GNMA I MORTPASS 6% 15/JUN/2036 SF PN# 656666	N/A	36294QQT1	245,670	277,179.00	0.02%
GOLDMAN SACHS GROUP INC 5.25% BDS 27/JUL/2021	N/A	38141GGQ1	300,000	277,055.70	0.02%
TRAVELERS COMPANIES INC 5.35% NTS 01/NOV/2040	N/A	89417EAH2	250,000	276,296.00	0.02%
UNITED TECHNOLOGIES CORP 4.5% LN STK 15/APR/2020	N/A	913017BR9	250,000	276,178.50	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURIES TRUST	N/A	46629YAF6	300,000	274,925.70	0.02%
TOTAL CAPITAL SA 4.45% 24/JUN/2020	N/A	89152UAD4	250,000	275,576.75	0.02%
CBS CORP 5.75% BDS 15/APR/2020 USD1000	N/A	124857AD5	250,000	274,298.75	0.02%
TOYOTA MOTOR CREDIT CORP 4.50% 17/JUN/2020	N/A	89233P4C7	250,000	273,512.75	0.02%
QUEBEC PROVINCE 4.6% 26/MAY/2015	N/A	748148RQ8	246,000	273,532.57	0.02%
COX COMMUNICATIONS INC 5.45% BDS 15/DEC/2014	N/A	224044BM8	246,000	272,664.68	0.02%
WAL-MART STORES INC 5.0% BDS 25/OCT/2040 USD1000	N/A	931142CY7	250,000	272,566.50	0.02%
WILLIAMS PARTNERS L.P. 5.25% NTS 15/MAR/2020	N/A	96950FAD6	250,000	272,005.50	0.02%
ENBRIDGE ENERGY PARTNERS LP 5.2% BDS 15/MAR/2020	N/A	29250RAS5	250,000	270,948.50	0.02%
POLAND(REPUBLIC OF) 6.375% BDS 15/JUL/2019 USD1000	N/A	731011AR3	250,000	270,625.00	0.02%
NBC UNIVERSAL MEDIA LLC 5.150% SNR NT 30/APR/2020	N/A	63946BAD2	250,000	270,522.00	0.02%
GEORGIA PACIFIC CORP 8.875% BDS 15/MAY/2031	N/A	373298BU1	200,000	269,931.60	0.02%
GRUPO TELEVISA SA DE CV 6.625% SNR NTS 15/JAN/2040	N/A	40049JAZ0	250,000	269,575.50	0.02%
VIACOM INC 6.875% DEB 30/APR/2036 USD1000	N/A	925524AX8	226,000	269,441.49	0.02%
KINDER MORGAN ENERGY PARTNERS 6.375% NTS	N/A	494550BH8	250,000	270,396.00	0.02%
KRAFT FOODS INC 4.125% BDS 09/FEB/2016 USD1000	N/A	50075NBB9	250,000	268,027.00	0.02%
LOS ANGELES CALIF WTR & PWR WTRWKS 6.574% BDS	N/A	544495VY7	210,000	269,127.60	0.02%
VERIZON GLOBAL FDG CORP 4.375 01/JUN/2013	N/A	92344GAV8	256,000	268,916.22	0.02%
HOME DEPOT INC 5.875% SNR NTS 16/DEC/2036	N/A	437076AS1	230,000	266,828.98	0.02%
PNC FUNDING CORP 5.25% 15/NOV/2015	N/A	693476AT0	246,000	265,547.41	0.02%
AFRICAN DEVELOPMENT BANK 2.5% NTS 15/MAR/2016	N/A	B3Q1MD4	250,000	264,325.00	0.02%
NATIONAL CITY CORP 4.90% 15/JAN/2015	N/A	635405AQ6	246,000	264,293.79	0.02%
INTER AMERICAN DEVELOPMENT BANK 3% MTN 22/APR/2014	N/A	4581X0BD9	250,000	264,186.00