Investments 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 approach, investing in a portfolio of assets whose performance is expected 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, as well as derivatives linked to that index.

Portfolio Management

BlackRock Investment Management, LLC, Subadviser

Scott Amero, Curtis Arledge, Matthew Marra and Andrew Phillips are responsible for the day-to-day management of the Fund, including selection of the Fund's investments.

Nationwide Fund Distributors LLC is not affiliated with BlackRock Investment Management, LLC.

Additional Information

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Fund Facts Prospectus Statement of Additional Information

Shareholder reports: January Semi-Annual July Annual

Top Holdings (all classes) as of 10/30/200909/30/200908/31/2009

View all holdings as of 10/30/2009 | 09/30/2009 | 08/31/2009

Holding	Percent
FNMA MORTPASS 6% 01/SEP/2037 CL PN# 995050	3.90%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	2.41%
TBA FHLMC GOLD SF 5.00 30 YRS DEC	2.24%
TBA FNMA SF 5.50 15 YRS NOV	2.21%
USA TREASURY NTS 1.3750% NT 15/SEP/2012 USD1000	1.85%
US TREAS NTS 04.500% 30/SEP/2011	1.62%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	1.41%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	1.40%
UNITED STATES TREAS NTS 2.750% 28/FEB/2013	1.37%
UNITED STATES TREAS NTS 03.125% 15/MAY/2019	1.35%

Holding	Ticker	Security No	Shares	Market Value	Percent
FNMA MORTPASS 6% 01/SEP/2037 CL PN# 995050	N/A	31416BL71	38,746,030	41,206,054.58	3.90%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	N/A	31385XAW7	24,486,358	25,484,414.79	2.41%
TBA FHLMC GOLD SF 5.00 30 YRS DEC	N/A	02R0506C0	23,000,000	23,733,125.00	2.24%
TBA FNMA SF 5.50 15 YRS NOV	N/A	01F0524B5	22,000,000	23,381,864.00	2.21%
USA TREASURY NTS 1.3750% NT 15/SEP/2012 USD1000	N/A	912828LM0	19,585,000	19,586,527.63	1.85%
US TREAS NTS 04.500% 30/SEP/2011	N/A	912828FU9	16,030,000	17,136,438.69	1.62%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	N/A	3128M6JS8	14,194,116	14,960,916.35	1.41%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	14,475,000	14,753,195.03	1.40%
UNITED STATES TREAS NTS 2.750% 28/FEB/2013	N/A	912828HT0	13,955,000	14,479,400.99	1.37%
UNITED STATES TREAS NTS 03.125% 15/MAY/2019	N/A	912828KQ2	14,635,000	14,321,723.19	1.35%
FEDERAL HOME LOAN MORTGAGE CORP 2.75% BDS	N/A	3137EABK4	13,765,000	14,165,148.55	1.34%
FHLMCGLD MORTPASS 6% 01/SEP/2038 A8 PN# A81341	N/A	312927P26	12,985,362	13,815,177.48	1.31%
TBA FHLMC GOLD SF 4.50 15 YRS NOV	N/A	02R0424B1	12,900,000	13,395,850.20	1.27%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	N/A	912828HH6	12,415,000	13,343,219.89	1.26%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AA9809	N/A	31416T3T4	11,022,980	11,173,001.41	1.06%
FHLMCGLD MORTPASS 5.5% 01/MAY/2039 G0 PN# G05459	N/A	3128M7MG8	10,340,159	10,897,725.34	1.03%
FNMA MORTPASS 6.5% 01/JUL/2037 CL PN# 888596	N/A	31410GGD9	9,962,288	10,709,620.23	1.01%
FHLMCGLD MORTPASS 5% 01/JUL/2035 G0 PN# G01837	N/A	3128LXBE9	10,225,810	10,623,437.07	1.00%
FHLMCGLD MORTPASS 5% 01/MAR/2039 A8 PN# A85442	N/A	312932BK1	10,110,440	10,492,523.41	0.99%
USA TREASURY BDS6.375% BDS 15/AUG/2027 USD1000	N/A	912810FA1	8,070,000	10,311,942.84	0.98%
UNITED STATES TREAS NTS 1.75% 15/AUG/2012	N/A	912828LH1	9,756,000	9,869,569.60	0.93%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4H2	9,352,351	9,856,648.68	0.93%
UNITED STATES TREAS NTS 2.375% 30/SEP/2014	N/A	912828LQ1	9,535,000	9,572,949.30	0.91%
FNMA MORTPASS 4.5% 01/JUN/2039 CL PN# 190396	N/A	31368HNM1	8,914,363	9,035,686.21	0.85%
FNMA MORTPASS 4.5% 01/MAY/2039 CL PN# AA6013	N/A	31416PVF1	8,433,552	8,548,331.96	0.81%
UNITED STATES TREAS NTS 02.250% 31/MAY/2014	N/A	912828KV1	8,490,000	8,526,481.53	0.81%
FNMA MORTPASS 5% 01/MAY/2023 CI PN# 969977	N/A	31414MCN4	7,673,208	8,095,919.32	0.77%
FED NATL MTG ASSN 5.5% POOL# 254767	N/A	31371K6C0	7,603,375	8,013,364.05	0.76%
TBA GNMA I SF 6.00 30 YRS DEC	N/A	01N0606C5	7,400,000	7,834,750.00	0.74%
US TREAS NTS 4.625% 29/FEB/2012	N/A	912828GK0	7,134,000	7,714,750.40	0.73%
FNMA MORTPASS 4% 01/APR/2024 CI PN# AA2549	N/A	31416KZP6	7,371,121	7,517,431.81	0.71%
FNMA MORTPASS 5.5% 01/FEB/2038 CL PN# 970320	N/A	31414MPD2	7,100,000	7,483,958.49	0.71%
UNITED STATES TREAS NTS 1.875% 30/APR/2014	N/A	912828KN9	7,475,000	7,394,995.08	0.70%
USA TREASURY BDS 6.25% BDS 15/AUG/2023 USD	N/A	912810EQ7	5,869,000	7,278,475.56	0.69%
UNITED STATES TREAS NTS 1.500% 31/DEC/2013	N/A	912828JW1	7,000,000	6,867,112.00	0.65%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% BDS	N/A	31398ADM1	5,505,000	6,224,509.01	0.59%
UNITED STATES TREAS NTS 1.875% 15/JUN/2012	N/A	912828KX7	6,005,000	6,103,049.64	0.58%
FNMA MORTPASS 4.5% 01/AUG/2039 CL PN# AC3486	N/A	31417M2U6	5,969,897	6,051,743.56	0.57%
FREDDIE MAC 4.8750% DUE 15/NOV/2013	N/A	3134A4UK8	5,292,000	5,848,347.96	0.55%
US TREAS NTS 04.250% 15/JAN/2011	N/A	912828ES5	5,500,000	5,750,079.50	0.54%
UNITED STATES OF AMER TREAS NOTES 2.375%	N/A	912828LK4	5,570,000	5,598,284.46	0.53%
UNITED STATES TREAS NTS 1.375% 15/MAY/2012	N/A	912828KP4	5,500,000	5,524,062.50	0.52%
FEDERAL HOME LOAN BANKS 5.25% BDS 05/JUN/2017	N/A	3133XL4N0	4,900,000	5,486,040.00	0.52%
FHLMCGLD MORTPASS 4.5% 01/AUG/2039 A8 PN# A88133	N/A	312935BA6	5,382,466	5,447,310.32	0.52%
GNMA I MORTPASS 5% 15/SEP/2039 SF PN# 722292	N/A	3620A8NH2	5,200,000	5,414,611.55	0.51%
FHLMCGLD MORTPASS 6% 01/MAR/2039 G0 PN# G05369	N/A	3128M7JN7	4,900,000	5,213,129.01	0.49%
FNMA MORTPASS 5.5% 01/JAN/2035 CL PN# 735141	N/A	31402QWA5	4,904,986	5,169,472.89	0.49%
UNITED STATES OF AMER TREAS BONDS 1.25% TB	N/A	912828JS0	5,125,000	5,169,643.88	0.49%
TBA FNMA SF 5.50 30 YRS NOV	N/A	01F0526B3	4,800,000	5,052,000.00	0.48%
UNITED STATES TREAS NTS 2.750% 15/FEB/2019	N/A	912828KD1	5,305,000	5,041,405.16	0.48%
UNITED STATES TREAS NTS 1.000% 30/SEP/2011	N/A	912828LW8	5,010,000	5,024,088.12	0.48%
JPMORGAN CHASE & CO 2.625% NTS 01/DEC/2010 USD1000	N/A	481247AD6	4,880,000	4,979,425.12	0.47%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# AC1454	N/A	31417KTL1	4,991,652	4,931,085.12	0.47%
USAA AUTO OWNER TRUST 4.28% MTG BDS 15/OCT/2012	N/A	90327KAC6	4,750,000	4,905,256.13	0.46%
UNITED STATES TREAS NTS 4.000% 15/AUG/2018	N/A	912828JH4	4,425,000	4,653,511.43	0.44%
FEDERAL HOME LN MTG CORP 5.125% 15/JUL/2012	N/A	3134A4QD9	4,234,000	4,648,559.41	0.44%
FANNIE MAE 1.75% NTS 10/AUG/2012 USD1000 TR'540'	N/A	31398AYM8	4,490,000	4,504,152.48	0.43%
FNMA MORTPASS 4% 01/JUL/2039 CL PN# AA9611	N/A	31416TVD8	4,495,539	4,440,991.92	0.42%
UNITED STATES TREAS NTS 0.875% 30/APR/2011	N/A	912828KL3	4,420,000	4,438,303.22	0.42%
SVENSK EXPORTKREDIT AKTIEBOLAGET 4.875% GLBL NTS	N/A	00254EBP6	4,101,000	4,369,123.38	0.41%
GENERAL ELECTRIC CAPITAL CORP 1.8% NTS 11/MAR/2011	N/A	36967HAL1	4,170,000	4,229,468.37	0.40%
COMMERCIAL MORTGAGE PASS-THROUGH CERT 2005-LP5 CL	N/A	20047PAE7	4,180,000	4,127,586.98	0.39%
FED NATL MTG ASSN 6.0% DUE 01/DEC/2035	N/A	31371MLC9	3,877,871	4,124,080.44	0.39%
UNITED STATES OF AMER TREAS NOTES 1.875% TB	N/A	912828KF6	4,000,000	3,971,876.00	0.38%
UNITED STATES OF AMER TREAS NOTES 'C' 4.5% TB	N/A	912828GS3	3,595,000	3,938,491.47	0.37%
US TREAS NTS 4.75% 31/MAY/2012	N/A	912828GU8	3,535,000	3,854,532.19	0.36%
UNITED STATES TREAS NTS 0.875% 31/MAR/2011	N/A	912828KH2	3,760,000	3,776,743.28	0.36%
USA TREASURY BDS 8% BDS 15/NOV/2021 USD1000	N/A	912810EL8	2,655,000	3,740,645.43	0.35%
FNMA MORTPASS 7% 01/NOV/2037 CL PN# 955194	N/A	31413TUT7	3,389,046	3,703,512.42	0.35%
FEDERAL HOME LOAN BANKS 3.625% BDS 18/OCT/2013	N/A	3133XSAE8	3,500,000	3,701,344.50	0.35%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# 994002	N/A	31416AGK0	3,689,614	3,644,845.23	0.34%
UNITED STATES TREAS NTS 03.875% 31/OCT/2012	N/A	912828HG8	3,365,000	3,610,803.16	0.34%
FEDERAL NATIONAL MORTGAGE ASSOC 5.125% NTS	N/A	31359MM26	3,334,000	3,546,945.91	0.34%
TBA FHLMC GOLD SF 4.50 30 YRS NOV	N/A	02R0426B9	3,500,000	3,537,187.50	0.33%
TBA GNMA I SF 5.00 30 YRS NOV	N/A	01N0506B8	3,400,000	3,531,750.00	0.33%
TENNESSEE VALLEY 4.5% BDS 01/APR/2018 USD1000	N/A	880591EC2	3,365,000	3,495,723.52	0.33%
UNITED STATES TREAS NTS 4.625% 15/FEB/2017	N/A	912828GH7	3,060,000	3,382,254.72	0.32%
FREDDIE MAC 3.875% 29/JUN/2011	N/A	3137EABN8	3,160,000	3,321,074.68	0.31%
UNITED STATES TREAS NTS 1.750% 31/MAR/2014	N/A	912828KJ8	3,345,000	3,298,223.52	0.31%
FHLMCGLD MORTPASS 5.5% 01/FEB/2036 G0 PN# G08111	N/A	3128MJDR8	3,105,332	3,275,690.45	0.31%
US TREAS NTS 3.625% 31/DEC/2012	N/A	912828HM5	2,960,000	3,156,100.00	0.30%
UNITED STATES OF AMER TREAS BONDS 4.25% BDS	N/A	912810QB7	3,095,000	3,102,254.68	0.29%
UNITED STATES TREAS NTS 2.625% 30/APR/2016	N/A	912828KR0	3,055,000	3,014,426.55	0.29%
JPM CHASE CAPITAL XXV 6.8% BDS 01/OCT/2037 USD1000	N/A	46631VAA9	3,060,000	3,008,683.80	0.28%
FIRST UNION NATIONAL BANK COM MTG T 7.202% CMO	N/A	33736XAX7	2,788,385	2,863,668.89	0.27%
US TREAS NTS 4.25% 30/SEP/2012	N/A	912828HE3	2,585,000	2,799,676.50	0.26%
USA TREASURY BDS 4.5% DEB 15/FEB/2036 USD1000	N/A	912810FT0	2,610,000	2,725,001.82	0.26%
J P MORGAN CHASE COML MTG SEC 2001-CIBC1 MTG	N/A	46625MAD1	2,604,000	2,699,029.07	0.26%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% NTS	N/A	31359MLS0	2,434,000	2,643,844.88	0.25%
REGIONS BANK 3.25% BDS 09/DEC/2011 USD1000	N/A	7591EAAB9	2,440,000	2,544,163.60	0.24%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43861	N/A	3128K4JE6	2,403,050	2,534,880.79	0.24%
BANC AMER CMBS 2006-6 A-4 10/OCT/2045 5.35600	N/A	05950VAE0	2,830,000	2,506,028.68	0.24%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38531	N/A	31297UPQ7	2,357,354	2,489,993.43	0.24%
CITIBANK CREDIT CARD ISSUANCE TRUST CLS'06-A4'NTS	N/A	17305EDF9	2,330,000	2,480,168.50	0.23%
UNITED STATES TREAS BDS 4.500% 15/MAY/2038	N/A	912810PX0	2,370,000	2,475,538.47	0.23%
FHLMCGLD MORTPASS 5.5% 01/SEP/2035 A3 PN# A37135	N/A	31297S4U6	2,334,164	2,465,498.96	0.23%
USA TREASURY BDS 8.5% BDS 15/FEB/2020 USD1000	N/A	912810EE4	1,700,000	2,428,875.00	0.23%
TBA GNMA I SF 5.50 30 YRS NOV	N/A	01N0526B4	2,300,000	2,425,782.40	0.23%
TBA GNMA I SF 5.50 30 YRS DEC	N/A	01N0526C2	2,300,000	2,416,437.50	0.23%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43886	N/A	3128K4J71	2,224,281	2,346,305.13	0.22%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649513	N/A	36292HSA2	2,173,751	2,304,480.94	0.22%
UNITED STATES TREAS NTS 1.125% 30/JUN/2011	N/A	912828LF5	2,280,000	2,296,655.40	0.22%
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% NTS	N/A	31398AXJ6	2,280,000	2,284,436.88	0.22%
JP MORGAN CHASE COMMERCIAL MORTGAGE FR CMO	N/A	46628FAF8	2,321,000	2,270,624.78	0.21%
LB UBS COMMERCIAL MORTGAGE TRUST VAR% CMO	N/A	52108HXM1	2,161,000	2,217,371.63	0.21%
KFW BANKENGRUPPE 3.5% GTD BDS 10/MAR/2014 USD1000	N/A	500769DF8	2,085,000	2,174,853.08	0.21%
MORGAN STANLEY CAP I 2005-T19 A2 4.775%	N/A	61745M5D1	2,153,000	2,174,753.05	0.21%
CITIGROUP COML MTG TR 2008-C7 COML MTG P/THRU CTF	N/A	17313KAF8	2,320,000	2,164,871.11	0.20%
FEDERAL HOME LOAN MORTGAGE CORP 1.625% BDS	N/A	3137EABZ1	2,125,000	2,151,904.63	0.20%
GS MORTGAGE SECURITIES CORP SER 2004-GG2 CL A5	N/A	36228CTG8	2,133,000	2,092,782.71	0.20%
USA TREASURY BDS 8.125% BDS15/AUG/2019 USD1000	N/A	912810ED6	1,500,000	2,083,593.00	0.20%
UNITED STATES TREAS NTS 04.875% 15/AUG/2016	N/A	912828FQ8	1,833,000	2,058,259.20	0.19%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38255	N/A	31297UE48	1,884,499	1,990,532.26	0.19%
GNMA I MORTPASS 5.5% 15/MAR/2036 SF PN# 652207	N/A	36292LR48	1,731,721	1,833,431.56	0.17%
FNMA PASS-THRU LNG 30 YEAR 6.500 01/DEC/2037	N/A	31410GW90	1,700,000	1,827,527.47	0.17%
EUROPEAN INVESTMENT 4.62500 20/OCT/2015	N/A	298785DR4	1,675,000	1,827,416.63	0.17%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43884	N/A	3128K4J55	1,701,576	1,797,316.92	0.17%
BANK OF AMERICA CORP 2.1% SRN 30/APR/2012 USD1000	N/A	06050BAG6	1,675,000	1,702,763.13	0.16%
US TREASURY NOTE 4.125% 15/MAY/2015	N/A	912828DV9	1,533,000	1,661,747.47	0.16%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649510	N/A	36292HR70	1,556,543	1,650,153.16	0.16%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	1,500,000	1,617,636.00	0.15%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46632HAB7	1,525,000	1,553,852.54	0.15%
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 A-2	N/A	50179AAB3	1,535,000	1,552,777.45	0.15%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS	N/A	105756BK5	1,345,000	1,550,112.50	0.15%
UNITED STATES TREASURY NOTES 4.0% DUE 15/FEB/2015	N/A	912828DM9	1,400,000	1,511,343.40	0.14%
BANC AMERICA COML MTG INC 5.451% CMO 15/JAN/2049	N/A	059497AX5	1,630,000	1,509,631.02	0.14%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EACA5	1,475,000	1,475,820.10	0.14%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43885	N/A	3128K4J63	1,398,061	1,474,758.29	0.14%
KREDITANSTALT FUR WIEDERAUFBAU 4.37500 21/JUL/2015	N/A	500769BH6	1,405,000	1,461,306.78	0.14%
FNMA MORTPASS 4.5% 01/OCT/2024 CI PN# AC5377	N/A	31417Q6P4	1,400,000	1,456,663.80	0.14%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J01049	N/A	3128PCEW8	1,357,003	1,444,579.53	0.14%
WAL-MART STORES INC 5% BDS 05/APR/2012 USD1000	N/A	931142CF8	1,300,000	1,404,232.70	0.13%
FNMA MORTPASS 5% 01/FEB/2023 CI PN# 961563	N/A	31414BWY2	1,300,000	1,371,616.07	0.13%
MORGAN STANLEY 5.45% NTS 09/JAN/2017 USD1000	N/A	617446C23	1,345,000	1,356,069.35	0.13%
FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS	N/A	31359MWJ8	1,236,000	1,351,622.86	0.13%
UNITED STATES TREAS BDS 4.500% 15/AUG/2039	N/A	912810QC5	1,285,000	1,342,424.08	0.13%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	1,546,000	1,328,371.74	0.13%
UNITED STATES TREAS NTS 3% 30/SEP/2016	N/A	912828LP3	1,325,000	1,328,519.20	0.13%
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034	N/A	91086QAS7	1,223,000	1,326,955.00	0.13%
ILLINOIS ST GO PENSION FUND SER OF JUNE GLOBAL	N/A	452151LF8	1,460,000	1,325,957.40	0.13%
COBALT CMBS COML MTG TR 2007 C3 FLTG RATE NTS	N/A	19075DAE1	1,490,000	1,323,290.31	0.13%
CITIGROUP INC 5.30% 07/JAN/2016	N/A	172967DE8	1,321,000	1,306,323.69	0.12%
DAIMLER NORTH AMERICA CORPORATION 5.875% BDS	N/A	233835BA4	1,213,000	1,265,279.09	0.12%
MORGAN STANLEY CAPITAL I TRUST 2007-IQ A-4	N/A	61754KAF2	1,490,000	1,262,664.74	0.12%
FEDERAL NATIONAL MORTGAGE ASSOC 5% NTS 15/APR/2015	N/A	31359MA45	1,132,000	1,255,863.44	0.12%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2002-C1 C	N/A	929766AF0	1,189,000	1,233,629.12	0.12%
JP MORGAN CHASE CMBS 2001-C1C3 01-CIBC C 144	N/A	46625MHF9	1,292,000	1,228,508.79	0.12%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAE4	1,395,000	1,223,373.43	0.12%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A48378	N/A	3128K9JX3	1,158,708	1,222,274.58	0.12%
UNITED STATES OF AMER TREAS BONDS 5.375% BDS	N/A	912810FP8	1,038,000	1,206,188.18	0.11%
TELEFONICA EMISIONES SAU 6.421% BDS 20/JUN/2016	N/A	87938WAB9	1,080,000	1,198,210.32	0.11%
GENERAL ELECTRIC CAPITAL CORP 5.625% BDS	N/A	36962G3H5	1,150,000	1,188,114.45	0.11%
BARRICK GOLD FIN 4.875% DUE 15/NOV/2014	N/A	06849VAB9	1,060,000	1,128,066.84	0.11%
CITIGROUP INC 5.50% 15/OCT/2014	N/A	172967EZ0	1,100,000	1,128,111.60	0.11%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% BDS	N/A	31294KN43	1,032,459	1,111,570.06	0.11%
JPMORGAN CHASE BANK NATL ASS 6% NTS 05/JUL/2017	N/A	48121CVZ6	1,030,000	1,093,659.15	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383F7Y8	1,384,000	1,092,454.73	0.10%
FNMA MORTPASS 4% 01/OCT/2039 CL PN# AC2651	N/A	31417L5M3	1,100,000	1,086,653.02	0.10%
TIME WARNER CABLE 8.25% SNR NTS 01/APR/2019 USD	N/A	88732JAS7	900,000	1,082,623.50	0.10%
UNION PACIFIC CORP 5.125% UNS LN STK 15/FEB/2014	N/A	907818DC9	1,000,000	1,072,614.00	0.10%
DEUTSCHE BANK AG LONDON 4.875% 20/MAY/2013	N/A	2515A0NY5	1,000,000	1,068,124.00	0.10%
DUKE ENERGY CORP 6.25% BDS 15/JAN/2012 USD1000	N/A	264399DW3	970,000	1,054,649.96	0.10%
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD	N/A	3134A4KX1	865,000	1,052,440.31	0.10%
KINDER MORGAN ENER PART	N/A	494550AR7	1,000,000	1,046,427.00	0.10%
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS	N/A	22303QAG5	940,000	1,037,799.48	0.10%
GNMA I MORTPASS 5.5% 15/SEP/2035 SF PN# 649454	N/A	36292HQF3	976,380	1,035,099.59	0.10%
GLAXOSMITHKLINE CAPITAL INC 5.65% SNR NTS	N/A	377372AD9	940,000	1,034,739.78	0.10%
GNMA TBA 30YR TBA 04.500% NOV	N/A	01N0426B5	1,000,000	1,014,062.00	0.10%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	946,000	1,007,361.34	0.10%
WACHOVIA CORP 5.3% NTS 15/OCT/2011 USD1000	N/A	929903CF7	935,000	993,882.56	0.09%
VERIZON GLOBAL FUNDING CORP 7.75% BDS 01/DEC/2030	N/A	92344GAM8	810,000	968,805.36	0.09%
ORACLE CORP SR NT 3.75% 08/JUL/2014	N/A	68389XAF2	905,000	940,809.95	0.09%
EUROPEAN INVESTMENT BANK 3% BDS 08/APR/2014	N/A	298785EX0	905,000	925,029.46	0.09%
MIDAMERICAN ENERGY HLDGS NEW SR NT 5.875%	N/A	59562VAF4	841,000	917,400.65	0.09%
GENERAL ELECTRIC CAPITAL CORP 6.75% MED TERM NTS	N/A	36962GXZ2	867,000	911,228.27	0.09%
FHLMCGLD MORTPASS 5.5% 01/JAN/2036 A4 PN# A42305	N/A	3128K2R27	862,944	910,285.42	0.09%
HEWLETT-PACKARD CO 5.5% SNR NTS 01/MAR/2018	N/A	428236AS2	835,000	903,836.57	0.09%
BAXTER INTERNATIONAL INC 5.375% NTS 01/JUN/2018	N/A	071813AY5	835,000	900,642.69	0.09%
FED NATL MTG ASSOC 6.25% 15/MAY/2029 USD1000	N/A	31359MEU3	750,000	900,407.25	0.09%
BRISTOL-MYERS SQUIBB CO 5.25% BDS 15/AUG/2013	N/A	110122AL2	825,000	898,634.55	0.08%
INTERNATIONAL BANK FOR REC & DEV 7.625% BDS	N/A	459056LD7	677,000	897,461.67	0.08%
WASTE MANAGEMENT INC 6.375% 11/MAR/2015	N/A	94106LAT6	800,000	890,434.40	0.08%
CITIGROUP INC 5.25% SNR NTS 27/FEB/2012 USD1000	N/A	172967DZ1	850,000	885,054.85	0.08%
SCHERING-PLOUGH CORP VAR NOTES 01/DEC/2013 USD1000	N/A	806605AE1	800,000	879,648.80	0.08%
CISCO SYSTEMS INC SR NT 4.95% 15/FEB/2019	N/A	17275RAE2	835,000	878,733.13	0.08%
AMERICAN EXPRESS CO. 4.875 15/JUL/2013	N/A	025816AQ2	837,000	875,041.65	0.08%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	850,000	870,047.25	0.08%
AOL TIME WARNER INC 7.625% BDS 15/APR/2031 USD1000	N/A	00184AAC9	773,000	864,520.88	0.08%
ENCANA CORP 5.8% BDS 01/MAY/2014 USD1000	N/A	292506AA0	791,000	862,610.81	0.08%
LILLY(ELI)& CO BDS 15/MAR/2017 USD1000	N/A	532457BB3	800,000	855,973.60	0.08%
GOLDMAN SACHS CAPITAL I 6.345% 15/FEB/2034	N/A	38143VAA7	900,000	852,556.50	0.08%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	633,000	839,219.37	0.08%
CONOCOPHILLIPS 5.625% NTS 15/OCT/2016 USD1000	N/A	20825TAA5	760,000	836,323.00	0.08%
COMMONWEALTH EDISON CO 1ST MTG 6.15% 15/SEP/2017	N/A	202795HS2	750,000	828,954.75	0.08%
VIRGINIA ELECTRIC & POWER CO SER'B' 5.95% SNR NTS	N/A	927804FC3	750,000	825,900.00	0.08%
FNMA MORTPASS 6% 01/SEP/2023 CI PN# 990972	N/A	31415V2D6	768,156	823,915.33	0.08%
AT&T INC 6.15% NTS 15/SEP/2034 USD1000	N/A	78387GAQ6	814,000	820,557.58	0.08%
FNMA MORTPASS 4% 01/AUG/2024 CI PN# AC1374	N/A	31417KQ42	800,000	815,879.25	0.08%
CITIGROUP FUNDING INC 2.25% BDS 10/DEC/2012	N/A	17313YAJ0	800,000	812,376.80	0.08%
MIDAMERICAN ENERGY HLDGS 5.75% SNR NTS 01/APR/2018	N/A	59562VAT4	750,000	801,886.50	0.08%
ENBRIDGE INC SR NT 5.6% 01/APR/2017	N/A	29250NAB1	750,000	799,410.75	0.08%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	750,000	798,849.00	0.08%
IBM CORP 5.875% DUE 29/NOV/2032	N/A	459200BB6	732,000	791,716.56	0.07%
DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014	N/A	25468PCA2	687,000	780,984.35	0.07%
CATERPILLAR FINANCIAL SERVICES CORP 6.125% UNS LN	N/A	14912L4F5	700,000	778,008.00	0.07%
KIMBEERLY- CLARK CORP 4.875 15/AUG/2015	N/A	494368AY9	710,000	772,795.24	0.07%
FHLMCGLD MORTPASS 6.5% 01/SEP/2037 A6 PN# A66192	N/A	3128KW2Z5	718,680	771,653.82	0.07%
TELECOM ITALIA CAPITAL 5.25% 01OCT20015	N/A	87927VAQ1	730,000	756,603.39	0.07%
VERIZON COMMUNICATIONS INC 8.75% BDS 01/NOV/2018	N/A	92343VAQ7	600,000	749,376.60	0.07%
KINDER MORGAN ENERGY PARTNERS 6.85% BDS	N/A	494550BB1	675,000	747,435.60	0.07%
MORGAN STANLEY 5.05% 21/JAN/2011	N/A	61746SBS7	720,000	746,314.56	0.07%
AEGIS ASSET BACKED SECURITIES TRUST 2006-1 A1	N/A	00764SAA2	757,518	739,278.53	0.07%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	600,000	738,700.20	0.07%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	700,000	737,282.70	0.07%
GENERAL ELEC CAP CORP MTN BE FR 6.15%07/AUG/2037	N/A	36962G3A0	750,000	736,209.75	0.07%
WACHOVIA BANK 6.6% BDS 15/JAN/2038 USD1000 TR'9'	N/A	92976GAJ0	675,000	735,112.13	0.07%
AOL TIME WARNER INC 7.7% BDS 01/MAY/2032 USD1000	N/A	00184AAG0	648,000	732,080.59	0.07%
FANNIE MAE 3% NTS 16/SEP/2014 USD1000	N/A	31398AYY2	715,000	729,290.71	0.07%
FHLMCGLD MORTPASS 6.5% 01/DEC/2038 G0 PN# G05232	N/A	3128M7ED4	674,013	723,694.74	0.07%
WELLS FARGO CAPITAL XIII VAR PERP USD1000	N/A	94986EAA8	775,000	720,750.00	0.07%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00718	N/A	3128PBYP3	674,928	718,485.18	0.07%
AMERICAN EXPRESS CO 8.125% LN STK 20/MAY/2019	N/A	025816BB4	600,000	718,036.20	0.07%
COX COMMUNICATIONS INC 5.5% 01/OCT/2015	N/A	224044BH9	667,000	711,146.06	0.07%
FHLMCGLD MORTPASS 6.5% 01/AUG/2037 A6 PN# A64982	N/A	3128KVRB3	657,911	706,406.07	0.07%
ENTERPRISE PRODUCTS OPER L P 5.6% BDS 15/OCT/2014	N/A	293791AN9	656,000	702,976.82	0.07%
CANADIAN NATURAL RESOURCES 6.25% NTS 15/MAR/2038	N/A	136385AL5	660,000	698,552.58	0.07%
AETNA INC NEW 6% SNR NTS 15/JUN/2016 USD1000	N/A	00817YAE8	650,000	695,795.75	0.07%
ITALY (REPUBLIC OF) 4.5% 21/JAN/2015 USD	N/A	465410BN7	652,000	692,088.22	0.07%
WILLIAMS COMPANIES INC 8.75% BDS 15/JAN/2020	N/A	969457BS8	600,000	687,715.80	0.06%
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000	N/A	715638AW2	605,000	686,675.00	0.06%
EUROPEAN INVESTMENT BANK 4.625% NTS 15/MAY/2014	N/A	298785DD5	630,000	685,621.44	0.06%
UBS AG(STAMFORD) 5.875% DEP NTS 15/JUL/2016	N/A	90261XBY7	679,000	682,281.61	0.06%
FEDERAL HOME LOAN BANKS 4.875% BDS 17/MAY/2017	N/A	3133XKQX6	605,000	658,989.60	0.06%
FHLMCGLD MORTPASS 6.5% 01/FEB/2038 A7 PN# A74187	N/A	3128L7UL9	609,828	654,778.72	0.06%
BALTIMORE GAS & ELECTRIC CO 5.9% SNR NTS	N/A	059165DZ0	615,000	652,788.68	0.06%
HONEYWELL INC 5.3% BDS 01/MAR/2018 USD1000	N/A	438516AX4	605,000	649,991.43	0.06%
NOVA SCOTIA(PROVINCE OF) CANADA 5.125% BDS	N/A	669827FT9	615,000	648,459.69	0.06%
GOLDMAN SACHS GROUP INC 5.25% 15/OCT/2013	N/A	38141GDQ4	605,000	647,294.95	0.06%
LANDWIRTSCHAFTLICHE RENTENBANK 5.125% BDS	N/A	515110AV6	600,000	648,225.60	0.06%
SUNCOR ENERGY 6.1% BDS 01/JUN/2018 USD1000	N/A	86722TAA0	605,000	646,484.85	0.06%
AT&T INC 5.1% 15/SEP/2014	N/A	78387GAP8	597,000	643,814.35	0.06%
FHLMCGLD MORTPASS 6.5% 01/FEB/2037 A5 PN# A57803	N/A	3128KLU47	593,997	637,907.13	0.06%
KRAFT FOODS INC 6.125% 23/AUG/2018	N/A	50075NAV6	600,000	637,877.40	0.06%
TIAA GLOBAL MARKETS 4.95% MTN 15/JUL/2013 USD1000	N/A	87244EAG7	600,000	634,935.60	0.06%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MJDW7	600,639	633,590.18	0.06%
BELLSOUTH CORP 6% NTS 15/OCT/2011 USD1000	N/A	079860AB8	583,000	631,383.17	0.06%
WELLPOINT INC 5% NTS 15/DEC/2014 USD2000	N/A	94973VAG2	598,000	630,365.55	0.06%
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000	N/A	713448BJ6	500,000	628,373.50	0.06%
PRINCIPAL LIFE GLOBAL 5.25% 15/JAN/2013	N/A	7425A0A59	615,000	626,737.89	0.06%
SLM CORP 78442FCJ5 5.375% 15/MAY/2014	N/A	78442FCJ5	759,000	626,561.33	0.06%
BOEING CO 4.875% BDS 15/FEB/2020 USD1000	N/A	097023AZ8	600,000	614,821.20	0.06%
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC1529	N/A	31417KVX2	590,485	614,384.72	0.06%
ROGERS WIRELESS INC 7.25% SNR 15/DEC/2012 USD EXCH	N/A	77531QAK4	540,000	612,713.16	0.06%
GENERAL ELECTRIC CAPITAL CORP FLTG RATE NTS	N/A	36962G3M4	700,000	607,250.00	0.06%
JPMORGAN CHASE & CO 3.7% NTS 20/JAN/2015 USD1000	N/A	46625HHP8	605,000	607,807.81	0.06%
DUKE ENERGY CORP 5.05% BDS 15/SEP/2019 USD1000	N/A	26441CAD7	600,000	604,974.60	0.06%
UNITED MEXICAN STS MT BE 6.375% 16/JAN/2013	N/A	91086QAK4	545,000	596,230.00	0.06%
REPUBLIC OF ITALY 5.375% 15JUN15/JUN/2033	N/A	465410BG2	584,000	594,892.77	0.06%
ORACLE CORP 5.25% SNR NTS 15/JAN/2016 USD1000	N/A	68402LAC8	548,000	595,352.13	0.06%
FORTUNE BRANDS INC 5.375% BDS 15/JAN/2016 USD1000	N/A	349631AL5	585,000	590,100.03	0.06%
WELLS FARGO CAPITAL VAR BDS 01/DEC/2086 USD100000	N/A	94978SAA7	650,000	561,925.00	0.05%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	420,000	559,857.06	0.05%
VALE OVERSEAS LIMITED 6.875% GTD NTS 21/NOV/2036	N/A	91911TAH6	556,000	559,391.60	0.05%
GNMA I MORTPASS 6% 15/JUN/2036 SF PN# 656666	N/A	36294QQT1	519,847	553,407.66	0.05%
COMCAST CORP 6.5% BDS 15/JAN/2017 USD1000	N/A	20030NAP6	507,000	553,024.95	0.05%
DU PONT(E.I.)DE NEMOURS & CO 5.25% NTS 15/DEC/2016	N/A	263534BQ1	515,000	552,576.46	0.05%
DEUTSCHE TELE INT FIN 5.25% 22/JUL/2013	N/A	25156PAF0	513,000	548,825.87	0.05%
HSBC HLDGS 6.5% BDS 02/MAY/2036 USD100000	N/A	404280AG4	500,000	548,153.00	0.05%
VODAFONE GROUP 4.15% LN STK 10/JUN/2014 USD1000	N/A	92857WAT7	530,000	548,173.70	0.05%
TIME WARNER CABLE INC 6.2% BDS 01/JUL/2013 USD1000	N/A	88732JAK4	500,000	547,769.00	0.05%
CANADIAN NAT'L RAILWAYS 4.4% 15/MAR/2013	N/A	136375BH4	515,000	544,847.34	0.05%
PRUDENTIAL FINANCIAL INC 5.1% BDS 14/DEC/2011	N/A	74432QAP0	515,000	541,879.91	0.05%
FHLMCGLD MORTPASS 6.5% 01/OCT/2035 G0 PN# G08088	N/A	3128MJC24	501,751	539,155.68	0.05%
JOHNSON & JOHNSON 4.95% 15/MAY/2033	N/A	478160AL8	537,000	537,733.01	0.05%
XL CAPITAL LTD 5.25% 15/SEP/2014	N/A	98372PAF5	541,000	533,023.50	0.05%
AT&T INC 5.5% BDS 01/FEB/2018 USD1000	N/A	00206RAJ1	505,000	530,120.72	0.05%
TIME WARNER CABLE INC 6.75% BDS 15/JUN/2039	N/A	88732JAU2	500,000	529,559.50	0.05%
QUEBEC 7.5% BDS 15/SEP/2029 USD1000	N/A	748148QR7	402,000	525,417.62	0.05%
KFW INTERNATIONAL FINANCE INC 4.125% NTS	N/A	500769AX2	492,000	524,503.49	0.05%
FNMA MORTPASS 5.5% 01/JUN/2024 CI PN# 935348	N/A	31412UTD2	491,727	523,453.82	0.05%
TEXAS EASTN TRANSMISSION CORP NT 7.3% 01/DEC/2010	N/A	882389CA5	500,000	522,512.50	0.05%
DEERE & CO 8.10% BDS 15/MAY/2030 USD1000	N/A	244199AZ8	400,000	521,685.60	0.05%
HOSPITALITY PROPERTIES 44106MAF9 6.750%	N/A	44106MAF9	525,000	520,376.33	0.05%
CHARTER ONE BANK FSB 6.375% 15/MAY/2012	N/A	16132NAV8	500,000	519,327.00	0.05%
TRANSCANADA PIPELINES 5.85% BDS 15/MAR/2036	N/A	89352HAB5	500,000	520,179.50	0.05%
COSTCO WHOLESALE CORP 5.5% SNR NTS 15/MAR/2017	N/A	22160KAC9	475,000	518,396.95	0.05%
WYETH 5.50% 01/FEB/2014	N/A	983024AE0	472,000	517,266.22	0.05%
BANK OF AMERICA CORP 5.25% 01/DEC/2015	N/A	060505BG8	513,000	514,650.83	0.05%
WAL-MART STORES INC 3.2% NTS 15/MAY/2014 USD1000	N/A	931142CQ4	500,000	512,363.50	0.05%
HSBC BANK USA 5.875% MTN 01/NOV/2034 USD	N/A	4042Q1AA5	498,000	510,873.30	0.05%
METROPOLITAN LIFE GLOBAL FUNDING I 5.125% MTN	N/A	59217EBW3	480,000	509,947.68	0.05%
KOREA(REPUBLIC OF) 4.25% BDS 01/JUN/2013 USD1000	N/A	50064FAC8	492,000	506,139.10	0.05%
FHLMCGLD MORTPASS 6.5% 01/JAN/2038 A7 PN# A72132	N/A	3128L5LM1	469,996	504,639.85	0.05%
COUNTRYWIDE FINANCIAL 4.00% 22/MAR/2011	N/A	22237LPA4	494,000	503,561.86	0.05%
UNITED TECHNOLOGIES CORP 01/MAY/2015	N/A	913017BH1	460,000	501,664.04	0.05%
ONTARIO (PROVINCE OF)	N/A	683234WQ7	463,000	497,655.55	0.05%
WACHOVIA BANK 5.6% NTS 15/MAR/2016 USD1000	N/A	92976GAE1	492,000	495,014.98	0.05%
NORSK HYDRO ASA 6.8% BDS 15/JAN/2028 USD1000	N/A	656531AG5	425,000	494,112.65	0.05%
CITY OF DALLAS 235218M84 15/FEB/2024	N/A	235218M84	492,000	492,924.96	0.05%
VODAFONE GROUP PLC NEW 5% 16/DEC/2013	N/A	92857WAF7	461,000	492,954.22	0.05%
DIAGEO FINANCE 25244SAC5 5.3% 28/OCT/2015	N/A	25244SAC5	451,000	491,999.96	0.05%
BRITISH TELECOMMUNICATIONS 8.625% 15/DEC/2030	N/A	111021AE1	391,000	491,250.84	0.05%
BANK AMER N A CHARLOTTE N C 5.3% NTS 15/MAR/2017	N/A	06050TKN1	500,000	488,418.00	0.05%
WAL-MART STORES 5.25% 01/SEP/2035	N/A	931142CB7	492,000	488,522.05	0.05%
JPMORGAN CHASE & CO 6.625% SUB NOTES 15/MAR/2012	N/A	46625HAN0	447,000	487,576.43	0.05%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	461,000	487,634.28	0.05%
GOLDMAN SACHS GROUP INC 5.125% DUE 15/JAN/2015	N/A	38141GEA8	461,000	485,725.74	0.05%
ALTRIA GROUP INC GTD NT CR SENS19 06/AUG/2019	N/A	02209SAJ2	400,000	484,961.60	0.05%
FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS	N/A	3134A3U46	388,000	483,591.56	0.05%
CONOCOPHILLIPS 4.6% BDS 15/JAN/2015 USD1000	N/A	20825CAT1	450,000	482,725.35	0.05%
CRH AMERICA INC 6% NTS 30/SEP/2016 USD1000	N/A	12626PAG8	465,000	481,312.20	0.05%
CREDIT SUISSE FB USA INC	N/A	22541LAE3	395,000	481,708.82	0.05%
PORT AUTH N Y & N J CONSOLIDA 6.04% BDS	N/A	73358WAJ3	460,000	481,459.00	0.05%
ALLSTATE CORP 7.5% BDS 15/JUN/2013 USD1000	N/A	020002AC5	425,000	480,214.73	0.05%
METLIFE INC 6.125% BDS 01/DEC/2011 USD1000	N/A	59156RAC2	445,000	479,475.49	0.05%
HONEYWELL INTERNATIONAL INC 5.4% BDS 15/MAR/2016	N/A	438516AP1	440,000	477,900.28	0.05%
CVS CAREMARK CORP 6.25% SNR NTS 01/JUN/2027	N/A	126650BJ8	460,000	476,417.86	0.04%
GOLDMAN SACHS GROUP INC 5.35% SNR NTS 15/JAN/2016	N/A	38141GEE0	453,000	475,256.80	0.04%
DOW CHEMICAL CO 8.55% BDS 15/MAY/2019 USD1000	N/A	260543BX0	415,000	473,773.55	0.04%
PFIZER INC 7.20% BDS 15/MAR/2039 USD1000	N/A	717081CY7	375,000	471,199.50	0.04%
NEWS AMERICA INC 5.3% NTS 15/DEC/2014 USD1000	N/A	652482BG4	433,000	469,951.79	0.04%
DEERE & CO 6.95% BDS 25/APR/2015 USD1000	N/A	244199BB0	400,000	469,544.00	0.04%
BANK OF AMERICA CORP 4.875% DUE 15/JAN/2013	N/A	060505AX2	451,000	467,607.62	0.04%
GOLDMAN SACHS GROUP INC 6.1250% DUE 15/FEB/2033	N/A	38141GCU6	450,000	467,917.65	0.04%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	415,000	456,858.56	0.04%
NEWS AMERICA INC 6.55% BDS 15/MAR/2033 USD1000	N/A	652482BC3	450,000	452,839.05	0.04%
BANK OF AMERICA CORP 5.625% BDS 14/OCT/2016	N/A	060505CS1	440,000	450,597.40	0.04%
GENERAL ELEC CAP CORP 4.875% 04/MAR/2015	N/A	36962GP65	431,000	451,035.90	0.04%
UNITED STATES TREAS BDS 3.50% 15/FEB/2039	N/A	912810QA9	515,000	451,429.43	0.04%
CONOCO FUNDING CO 6.35% BDS 15/OCT/2011 USD1000	N/A	20825UAB0	408,000	448,522.56	0.04%
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000	N/A	61747YCG8	400,000	448,158.40	0.04%
WACHOVIA CAPITAL TST I 5.8% BDS 15/MAR/2011	N/A	92978AAA0	625,000	447,187.50	0.04%
UNITED TECHNOLOGIES CORP 6.125% BDS 15/JUL/2038	N/A	913017BP3	400,000	444,538.80	0.04%
PROCTER & GAMBLE CO 5.80% 15/AUG/2034	N/A	742718DB2	405,000	440,384.45	0.04%
CHEVRON CORP 3.95% NTS 03/MAR/2014 USD1000	N/A	166751AH0	415,000	437,097.51	0.04%
GNMA I MORTPASS 6% 15/MAR/2034 SF PN# 564799	N/A	36213UNQ9	408,468	437,007.42	0.04%
VERIZON GLOBAL FUNDING CORP 4.9% 15/SEP/2015	N/A	92344GAW6	410,000	437,062.46	0.04%
CALIFORNIA STATE 7.55% BDS 01/APR/2039 USD5000	N/A	13063A5G5	420,000	436,350.60	0.04%
YUM BRANDS INC 6.875% SNR NTS 15/NOV/2037 USD1000	N/A	988498AD3	400,000	436,237.20	0.04%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	431,000	433,422.22	0.04%
HOME DEPOT INC 5.4% BDS 01/MAR/2016 USD1000	N/A	437076AP7	410,000	432,689.81	0.04%
CAPITAL ONE BANK 5.125%	N/A	14040EHK1	410,000	432,339.67	0.04%
ACE INA HOLDINGS IN 5.87500 15/JUN/2014	N/A	00440EAG2	390,000	428,652.90	0.04%
HSBC BANK USA 4.625% 01/APR/2014	N/A	40428EJQ3	410,000	428,444.26	0.04%
MERCK & CO INC 4.75 01/MAR/2015	N/A	589331AK3	396,000	429,246.97	0.04%
CITIGROUP FUNDING INC 1.25% 03/JUN/2011	N/A	17313YAC5	425,000	427,444.60	0.04%
AOL TIME WARNER INC 6.875% NTS 01/MAY/2012 USD1000	N/A	00184AAF2	384,000	422,380.80	0.04%
NATL RURAL UTL FIN 5.45% DEB 10/APR/2017 USD100	N/A	637432HT5	400,000	422,682.80	0.04%
FHLMCGLD MORTPASS 5.5% 01/MAY/2021 J0 PN# J05950	N/A	3128PHTF8	395,782	422,121.49	0.04%
BANK OF AMERICA CORP 4.375% BDS 01/DEC/2010	N/A	060505BF0	410,000	421,495.99	0.04%
GENERAL ELECTRIC CAPITAL CORP 5.4% MTN 15/FEB/2017	N/A	36962G2G8	415,000	421,859.54	0.04%
JPMORGAN CHASE & CO 46625HDD9 4.6% 17/JAN/2011	N/A	46625HDD9	410,000	421,634.16	0.04%
CONSOLIDATED NATURAL GAS 5% 01/DEC/2014	N/A	209615CA9	396,000	419,817.02	0.04%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00854	N/A	3128PB5P5	392,333	417,652.74	0.04%
ONCOR ELECTRIC DEL 6.375% NTS 01/MAY/2012 USD1000	N/A	68233DAS6	383,000	416,117.24	0.04%
ITALIAN, REPUBLIC OF 4.375% DUE 15/JUN/2013	N/A	465410BF4	390,000	415,261.86	0.04%
VERIZON GLOBAL FUNDING CORP 7.375% BDS 01/SEP/2012	N/A	92344GAT3	363,000	412,985.46	0.04%
FHLMCGLD MORTPASS 6.5% 01/OCT/2038 A8 PN# A82297	N/A	312928RS5	383,553	411,825.05	0.04%
XTO ENERGY INC SR NT 6.375% 15/JUN/2038	N/A	98385XAQ9	390,000	412,065.03	0.04%
GNMA I MORTPASS 5.5% 15/JUL/2039 SF PN# 704630	N/A	36296XY32	390,101	412,342.15	0.04%
MORGAN STANLEY 4.75% SUB NTS 01/APR/2014 USD1000	N/A	61748AAE6	410,000	411,230.41	0.04%
ARCELORMITTAL SA 6.125% SNR NTS 01/JUN/2018	N/A	03938LAF1	415,000	409,895.92	0.04%
FEDERAL FARM CREDIT BANKS 4.875% BDS 17/JAN/2017	N/A	31331XLG5	375,000	408,634.88	0.04%
FHLMCGLD MORTPASS 5% 01/APR/2021 J0 PN# J01576	N/A	3128PCXD9	379,539	402,491.11	0.04%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01633	N/A	3128PCY63	377,623	402,754.06	0.04%
QUEST DIAGNOSTICS INC 5.45% BDS 01/NOV/2015	N/A	74834LAL4	376,000	397,378.61	0.04%
NORFOLK SOUTHERN CORP 6.75% NOTES 15/FEB/2011	N/A	655844AP3	371,000	394,631.59	0.04%
DONNELLEY(R.R.)& SONS CO 6.125% BDS 15/JAN/2017	N/A	257867AT8	400,000	392,103.60	0.04%
EXELON CORP 5.625% BDS 15/JUN/2035 USD1000	N/A	30161NAC5	414,000	391,925.52	0.04%
FHLMCGLD MORTPASS 6.5% 01/NOV/2035 A4 PN# A47682	N/A	3128K8RB4	364,126	391,270.88	0.04%
UNITEDHEALTH GROUP INC 5.8% BDS 15/MAR/2036	N/A	91324PAR3	417,000	390,825.33	0.04%
IBM CORP 4.75% 29/NOV/2012	N/A	459200BA8	359,000	389,346.27	0.04%
FRANCE TELECOM 8.5% BDS 01/MAR/2031 USD1000	N/A	35177PAL1	283,000	387,196.64	0.04%
COCA-COLA ENTERPRISES INC 7.375% NTS 03/MAR/2014	N/A	191219BT0	328,000	385,267.49	0.04%
SCANA CORP 6.875% BDS 15/MAY/2011 USD1000	N/A	805901AP0	359,000	383,552.73	0.04%
POTASH CORP OF SASKATCHEWAN INC 5.875% NTS	N/A	73755LAD9	375,000	382,102.13	0.04%
VIACOM INC 6.25% 30/APR/2016	N/A	925524BB5	351,000	381,286.39	0.04%
MORGAN STANLEY 6.6% NOTES 01/APR/2012 USD1000	N/A	617446HC6	349,000	380,145.46	0.04%
MCDONNELL DOUGLAS CORP 9.75% DEB 01/APR/2012	N/A	580169AM2	325,000	379,111.85	0.04%
BELLSOUTH CORP 5.20% 15/SEP/2014	N/A	079860AG7	349,000	377,108.11	0.04%
OHIO POWER CO 6% NTS 01/JUN/2016 USD1000 SER'K'	N/A	677415CL3	349,000	375,577.05	0.04%
LINCOLN NATIONAL CORP 6.15% BDS 07/APR/2036	N/A	534187AR0	410,000	374,677.68	0.04%
ABBOTT LABORATORIES 5.875% NTS 15/MAY/2016 USD1000	N/A	002824AT7	334,000	374,092.02	0.04%
HALLIBURTON CO 6.7% BDS 15/SEP/2038 USD1000	N/A	406216AW1	325,000	371,235.48	0.04%
JPMORGAN CHASE & CO 5.15% 01/OCT/2015	N/A	46625HDF4	349,000	368,526.90	0.03%
TRAVELERS COMPANIES INC 5.75% BDS 15/DEC/2017	N/A	89417EAC3	340,000	368,814.66	0.03%
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%	N/A	233835AW7	338,000	367,981.28	0.03%
BOSTON PROPERTIES INC 5% NTS 01/JUN/2015 USD1000	N/A	10112RAE4	360,000	358,187.04	0.03%
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000	N/A	17275RAC6	325,000	357,198.73	0.03%
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS	N/A	66989GAA8	330,000	351,332.85	0.03%
AT&T INC 6.25% BDS 15/MAR/2011 USD1000	N/A	78387GAD5	330,000	351,071.49	0.03%
PACIFIC GAS & ELECTRIC 4.80% DUE 01/MAR/2014	N/A	694308GD3	328,000	349,176.34	0.03%
KRAFT FOODS INC 5.625% BDS 01/NOV/2011 USD1000	N/A	50075NAB0	326,000	347,888.62	0.03%
INTER AMERN DEV BK BD 6.8% 15/OCT/2025	N/A	458182BW1	287,000	346,224.75	0.03%
MARSH & MCLENNAN COS INC 5.75% 15/SEP/2015	N/A	571748AP7	327,000	344,460.49	0.03%
AMGEN INC 6.4% SRN 01/FEB/2039 USD1000	N/A	031162BA7	300,000	342,372.30	0.03%
CITIGROUP INC 5.85% 11/DEC/2034	N/A	172967CT6	375,000	341,985.75	0.03%
ONCOR ELECTRIC DELIVERY CO 6.375% NTS 15/JAN/2015	N/A	68233DAL1	308,000	340,643.69	0.03%
JP MORGAN CHASE & CO. 4.5% DUE 15/NOV/2010	N/A	46625HBA7	328,000	340,378.72	0.03%
METLIFE INC 59156RAM0 5.7% 15/JUN/2035	N/A	59156RAM0	336,000	338,749.82	0.03%
PACIFIC GAS & ELECTRIC CO 6.25% BDS 01/MAR/2039	N/A	694308GQ4	300,000	337,969.20	0.03%
ASTRAZENECA 5.9% BDS 15/SEP/2017 USD1000	N/A	046353AB4	300,000	336,355.50	0.03%
SHELL INTERNATIONAL FIN BV GTD NT 6.375%	N/A	822582AD4	290,000	336,643.02	0.03%
TARGET CORP 6% 15/JAN/2018	N/A	87612EAS5	300,000	336,752.40	0.03%
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000	N/A	20825CAQ7	300,000	335,784.00	0.03%
DOW CHEMICAL 6.0% 01/OCT/2012	N/A	260543BR3	310,000	331,283.05	0.03%
ABBOTT LABORATORIES 6.00% BDS 01/APR/2039 USD1000	N/A	002824AV2	300,000	330,618.30	0.03%
DOMINION RESOURCES INC 6.3% 15MAR15/MAR/2033	N/A	25746UAN9	308,000	330,177.85	0.03%
CSX CORP 126408GD9 5.5% 01/AUG/2013	N/A	126408GD9	308,000	330,361.11	0.03%
DEUTSCHE TELEKOM AG VAR BDS 15/JUN/2030 USD1000	N/A	25156PAC7	256,000	330,070.53	0.03%
CINGULAR WIRELESS LLC 7.125% NTS 15/DEC/2031	N/A	17248RAJ5	287,000	328,692.78	0.03%
HSBC HLDGS 6.5% BDS 15/SEP/2037 USD1000	N/A	404280AH2	300,000	328,818.90	0.03%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53039	N/A	3128KFLU2	304,114	326,594.41	0.03%
GNMA I MORTPASS 6.5% 15/MAR/2032 SP PN# 781916	N/A	36241KDV7	302,521	326,223.28	0.03%
JPMORGAN CHASE BANK NATL ASS 5.875% BDS	N/A	48121CJN7	308,000	325,998.60	0.03%
BANK OF NEW YORK MELLON CORP 5.125% BDS	N/A	06406HBK4	300,000	325,152.00	0.03%
UBS PFD FUNDING TRUST I VAR PERP USD1000	N/A	90262PAA6	350,000	325,500.00	0.03%
DEVON FINANCING CO 6.875% 30/SEP/2011 USD1000	N/A	25179SAC4	297,000	323,922.16	0.03%
SBC COMMUNICATIONS INC5.875%	N/A	78387GAK9	295,000	323,990.83	0.03%
KRAFT FOODS INC 6.875% SNR NTS 01/FEB/2038 USD1000	N/A	50075NAT1	300,000	324,264.30	0.03%
DIAGEO CAPITAL 5.5% NTS 30/SEP/2016 USD1000	N/A	25243YAJ8	300,000	323,143.20	0.03%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	300,000	322,677.30	0.03%
CBS CORPORATION 5.625% BDS 15/AUG/2012 USD1000	N/A	925524AT7	310,000	321,537.89	0.03%
CREDIT SUISSE WARBURG PINCUS TRUST 5.85% BDS	N/A	225434CJ6	300,000	320,629.20	0.03%
WACHOVIA CORPORATION 5.5% 01/AUG/2035	N/A	929903AM4	338,000	321,249.73	0.03%
FIRSTENERGY CORP 7.375% BDS 15/NOV/2031 USD1000	N/A	337932AC1	287,000	318,491.36	0.03%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 655519	N/A	36294PG49	305,895	318,806.05	0.03%
HCP INC 6% BDS 30/JAN/2017 USD1000	N/A	421915EJ4	328,000	316,847.02	0.03%
PROVINCE OF ONTARIO (CANADA) 4.375% 15/FEB/2013	N/A	683234SJ8	297,000	314,531.02	0.03%
COMCAST CORP(NEW) 5.70% NTS 01/JUL/2019 USD1000	N/A	20030NAZ4	300,000	313,757.10	0.03%
DEVON ENERGY CORP 7.95% SR DEB 15/APR/2032 USD	N/A	251799AA0	250,000	312,936.50	0.03%
ALCOA INC 5.87% NTS 23/FEB/2022 USD1000	N/A	013817AQ4	335,000	309,531.96	0.03%
BOTTLING GROUP LLC 4.625% SNR NTS 15/NOV/2012	N/A	10138MAB1	287,000	309,464.35	0.03%
COMCAST CORP 5.9% BDS 15/MAR/2016 USD1000	N/A	20030NAL5	287,000	307,821.85	0.03%
PSEG POWER 5.50% 01/DEC/2015	N/A	69362BAN2	287,000	307,781.67	0.03%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606308	N/A	36201XR59	289,824	306,846.08	0.03%
WELLS FARGO & COMPANY 5.375% 07/FEB/2035	N/A	949746JM4	318,000	306,055.60	0.03%
MICROSOFT CORP NT 2.95% 01/JUN/2014	N/A	594918AB0	300,000	304,367.70	0.03%
GENERAL ELECTRIC CAPITAL CORP 5.5% NTS 28/APR/2011	N/A	36962GW59	287,000	302,882.01	0.03%
METLIFE INC BDS 6.4% 15/DEC/2066 USD1000	N/A	59156RAP3	350,000	303,187.50	0.03%
DTE ENERGY CO 6.35% BDS 01/JUN/2016 USD1000	N/A	233331AM9	287,000	299,617.67	0.03%
ITALY(REPUBLIC OF) 4.75% BDS 25/JAN/2016 USD100000	N/A	465410BQ0	287,000	298,628.95	0.03%
SIMON PROPERTY GROUP INC 6.1% NTS 01/MAY/2016	N/A	828807BT3	287,000	298,342.24	0.03%
EXELON CORP 4.90% 15/JUN/2015	N/A	30161NAD3	287,000	297,828.80	0.03%
GOLDMAN SACHS CAPITAL II 5.793% BDS PERPETUAL	N/A	381427AA1	400,000	297,500.00	0.03%
AT&T WIRELESS SERVICES INC 8.75% SNR NTS	N/A	00209AAF3	224,000	295,365.95	0.03%
DAIMLER NORTH AMERICA CORPORATION 7.3% BDS	N/A	233835AT4	271,000	295,150.71	0.03%
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015	N/A	828807BM8	294,000	295,289.78	0.03%
MANITOBA (PROVINCE OF) 5% 15/FEB/2012	N/A	563469FK6	275,000	294,562.40	0.03%
VALERO ENERGY CORP(NEW) 6.625% BDS 15/JUN/2037	N/A	91913YAL4	320,000	293,756.80	0.03%
NORTHROP GRUMMAN CORP 7.125% NTS 15/FEB/2011	N/A	666807AT9	274,000	292,913.12	0.03%
DEUTSCHE TELEKOM INTL FINANCE B.V. 5.75% BDS	N/A	25156PAH6	273,000	291,088.98	0.03%
CONOCOPHILLIPS 4.75% DUE 150CT12	N/A	20825CAE4	270,000	290,323.71	0.03%
OCCIDENTAL PETROLEUM CORP 7% SNR NTS 01/NOV/2013	N/A	674599BW4	250,000	289,908.75	0.03%
CITIGROUP INC 5.85% BDS 02/AUG/2016 USD100000	N/A	172967DQ1	287,000	287,995.89	0.03%
GNMA I MORTPASS 6.5% 15/NOV/2032 SF PN# 552903	N/A	36213FGL1	267,248	287,936.77	0.03%
EXPORTFINANS A/S 5.5% 25/MAY/2016	N/A	282645AQ3	267,000	288,505.52	0.03%
ALABAMA POWER CO 5.7% 15FEB15/FEB/2033	N/A	010392EC8	276,000	287,396.04	0.03%
SOUTHERN CALIF GAS CO 4.80% 01/OCT/2012	N/A	842434CA8	267,000	287,544.58	0.03%
HOUSEHOLD FINANCE CORP 7% 15/MAY/2012	N/A	441812JY1	264,000	287,363.74	0.03%
GNMA I MORTPASS 6% 15/SEP/2034 SP PN# 781804	N/A	36241KAD0	267,145	285,654.38	0.03%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A48735	N/A	3128K9V43	270,602	285,447.28	0.03%
ERP OPERATING LP 5.25% 15/SEP/2014	N/A	26884AAS2	278,000	283,517.19	0.03%
BANK OF AMERICA CORP 5.375% BDS 15/AUG/2011	N/A	060505CK8	267,000	282,416.05	0.03%
VALERO ENERGY CORP(NEW) 6.875% BDS 15/APR/2012	N/A	91913YAD2	260,000	283,284.04	0.03%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	269,000	279,880.24	0.03%
AT&T INC 5.3% NTS 15/NOV/2010 USD1000	N/A	78387GAS2	267,000	278,986.43	0.03%
BEAR STEARNS CO INC 5.70% DUE 15/NOV/2014	N/A	07385TAJ5	256,000	278,031.87	0.03%
CENTERPOINT ENERGY RESOURCES CORP 7.875% BDS	N/A	15189YAB2	246,000	277,424.04	0.03%
WAL MART STORES 931142BV4 4.125% 15/FEB/2011	N/A	931142BV4	267,000	277,363.07	0.03%
EUROPEAN INVESTMENT BANK 5.125% NTS 13/SEP/2016	N/A	298785DY9	250,000	276,060.50	0.03%
CHUBB CORP VAR 29/MAR/2067	N/A	171232AP6	300,000	272,250.00	0.03%
UFJ FINANCE ARUBA AEC 6.75% 15/JUL/2013	N/A	902671AA4	246,000	272,557.18	0.03%
CATERPILLAR FINANCIAL SERVICES CORP 5.05% NTS	N/A	14912L2W0	260,000	270,302.76	0.03%
VERIZON GLOBAL FDG CORP 4.375 01/JUN/2013	N/A	92344GAV8	256,000	270,703.36	0.03%
TRAVELERS COS INC VAR 15/MAR/2067	N/A	89417EAA7	300,000	270,000.00	0.03%
CREDIT SUISSE FIRST BOSTON(USA)INC 6.5% BDS	N/A	22541LAC7	246,000	269,448.97	0.03%
OESTERREICHISCHE KONTROLLBANK AG 4.875% GTD BDS	N/A	676167AS8	250,000	269,123.50	0.03%
US BANK NATIONAL ASSOC MINNEA 6.375% BDS	N/A	90333WAA6	249,000	268,810.19	0.03%
ENCANA CORP 6.50% 15/AUG/2034	N/A	292505AD6	250,000	268,149.75	0.03%
SANWA BANK(NEW YORK) 7.4% BDS 15/JUN/2011 USD100	N/A	803032AF8	246,000	267,142.72	0.03%
BERKSHIRE HATHAWAY FINANCE CORP 4.85% NTS	N/A	084664AT8	246,000	266,489.83	0.03%
M&T BANK CORP 3.85% SUB NTS 01/APR/2013 USD	N/A	564759NH7	300,000	266,340.30	0.03%
INTER AMERICAN DEVELOPMENT BANK 5% NTS 05/APR/2011	N/A	4581X0AK4	250,000	264,420.00	0.02%
COX COMMUNICATIONS INC 5.45% BDS 15/DEC/2014	N/A	224044BM8	246,000	264,056.89	0.02%
QUEBEC PROVINCE 4.6% 26/MAY/2015	N/A	748148RQ8	246,000	263,426.15	0.02%
NEXEN INC 65334HAD4 5.2% 10/MAR/2015	N/A	65334HAD4	250,000	263,212.50	0.02%
FLORIDA POWER CORP 341099CB3 5.9% 01/MAR/2033	N/A	341099CB3	247,000	262,026.74	0.02%
MCDONALD'S CORP 5.35% BDS 01/MAR/2018 USD1000	N/A	58013MEE0	240,000	262,025.52	0.02%
WYETH 5.5% NTS 15/FEB/2016 USD1000	N/A	983024AJ9	241,000	262,222.94	0.02%
3M CO 5.7% NTS 15/MAR/2037 USD2000	N/A	88579EAC9	235,000	259,226.62	0.02%
MORGAN STANLEY 7.25% NTS 01/APR/2032 USD1000	N/A	617446HD4	226,000	257,805.88	0.02%
UBS AG(STAMFORD) 5.875% SNR NTS 20/DEC/2017	N/A	90261XEM0	250,000	256,768.25	0.02%
EXPORT-IMPORT BANK OF KOREA 5.125% BDS 14/FEB/2011	N/A	302154AP4	246,000	253,586.64	0.02%
NATIONAL CITY CORP 4.90% 15/JAN/2015	N/A	635405AQ6	246,000	253,343.10	0.02%
PNC FUNDING CORP 5.25% 15/NOV/2015	N/A	693476AT0	246,000	252,127.37	0.02%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.414% BDS	N/A	646139W35	210,000	250,532.10	0.02%
APACHE FINANCE CANADA 4.375% BDS 15/MAY/2015	N/A	03746AAC4	238,000	249,258.11	0.02%
USB CAPITAL IX INCOME TST SECS USD	N/A	91731KAA8	325,000	249,437.50	0.02%
CREDIT SUISSE GUERNSEY 5.86% UNDATED BDS USD2000	N/A	225448AA7	300,000	247,500.00	0.02%
ENCANA CORP 4.75% 15/OCT/2013	N/A	292505AB0	236,000	248,125.92	0.02%
HSBC BANK USA 5.625% 15/AUG/2035	N/A	4042Q1AB3	250,000	247,862.00	0.02%
CONOCOPHILLIPS AUSTRALIA FUNDING CO 5.5% NTS	N/A	20825RAB7	226,000	246,700.92	0.02%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	250,000	247,249.75	0.02%
BHP BILLITON FINANCE 5.25% 15/DEC/2015	N/A	055451AB4	225,000	245,526.53	0.02%
ASSOCIATE CORP 6.95% DEBS 01/NOV/2018 USD1000	N/A	046003JU4	236,000	244,434.88	0.02%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84287	N/A	312930XQ8	227,241	243,990.57	0.02%
TCI COMMUNICATIONS INC 9.8% BD 01/FEB/2012 USD1000	N/A	879240AN9	213,000	243,980.42	0.02%
GNMA I MORTPASS 6% 15/DEC/2034 SP PN# 781847	N/A	36241KBQ0	228,343	243,985.87	0.02%
CHUBB CORP 6% SNR NTS 11/MAY/2037 USD1000	N/A	171232AQ4	225,000	243,208.58	0.02%
BANC ONE CORP 8% SUB NTS 29/APR/2027 USD1000	N/A	059438AK7	202,000	241,935.40	0.02%
UNITED STATES TREAS BDS 05.000% 15/MAY/2037	N/A	912810PU6	215,000	242,110.21	0.02%
NATIONAL RURAL UTILITIES 4.75% 01/MAR/2014	N/A	637432DC6	226,000	240,608.19	0.02%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A16522	N/A	31296RG77	221,513	239,341.31	0.02%
PLAINS ALL AMERICAN PIPELINE LP 5.625% SNR NTS	N/A	72650RAB8	230,000	239,256.35	0.02%
VIACOM INC 6.875% DEB 30/APR/2036 USD1000	N/A	925524AX8	226,000	238,533.96	0.02%
PROGRESSIVE CORP(OHIO) BDS 15/JUN/2037 USD1000	N/A	743315AM5	270,000	236,505.69	0.02%
TALISMAN ENERGY INC 5 75% NTS 15/MAY/2035 USD1000	N/A	87425EAH6	250,000	236,399.00	0.02%
TARGET CORP 87612EAK2 6.35 01/NOV/2032	N/A	87612EAK2	217,000	235,236.03	0.02%
BEAR STEARNS 4.65 02/JUL/2018	N/A	073902CD8	246,000	234,499.01	0.02%
HEWLETT PACKARD CO 6.5%	N/A	428236AG8	208,000	232,081.62	0.02%
WELLPOINT INC 5.25% NTS 15/JAN/2016 USD1000	N/A	94973VAK3	226,000	232,146.97	0.02%
UNITED PARCEL SERVICE INC NT 6.2%15/JAN/2038	N/A	911312AJ5	205,000	231,174.40	0.02%
ANADARKO FINANCE CORP 7.5% BDS 01/MAY/2031 USD1000	N/A	032479AD9	207,000	228,487.22	0.02%
VERIZON GLOBAL FDG CORP BD 6.875% 15/JUN/2012	N/A	92344GAQ9	205,000	228,875.33	0.02%
GNMA I MORTPASS 6% 15/FEB/2035 SP PN# 781902	N/A	36241KDF2	212,692	227,153.94	0.02%
AIG SUNAMERICA GLOBAL FING X SR NT 144A	N/A	00139PAA6	287,000	225,925.25	0.02%
ELI LILLY6% 15/MAR/2012 USD	N/A	532457AU2	205,000	226,030.54	0.02%
PEPSIAMERICAS INC 4.875% DUE 15/JAN/2015	N/A	71343PAA9	208,000	224,247.30	0.02%
COMCAST CORP(NEW) 6.95% SNR NTS 15/AUG/2037	N/A	20030NAV3	205,000	223,606.62	0.02%
AMERADA HESS CORP 7.3% NOTES 15/AUG/2031 USD1000	N/A	023551AJ3	196,000	222,569.96	0.02%
AMERICAN INTERNATIONAL GROUP INC 5.6% BDS	N/A	02687QBC1	290,000	222,405.06	0.02%
AT&T INC 5.625% BDS 15/JUN/2016 USD1000	N/A	78387GAL7	205,000	223,039.39	0.02%
FHLMCGLD MORTPASS 6.5% 01/FEB/2039 A8 PN# A84584	N/A	312931CV8	207,420	222,708.69	0.02%
COMCAST CORP 7.05% 15/MAR/2033	N/A	20030NAC5	205,000	222,436.07	0.02%
KIMBERLY-CLARK CORP 5.625% BDS 15/FEB/2012 USD1000	N/A	494368AR4	205,000	220,285.62	0.02%
PEOPLE'S REP OF CHINA BND 4.75% 29/OCT/2013	N/A	712219AJ3	205,000	220,065.66	0.02%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	706451BG5	226,000	220,782.56	0.02%
CITIGROUP INC 6.625% BDS 15/JUN/2032 USD1000	N/A	172967BL4	232,000	219,627.44	0.02%
ONTARIO(PROVINCE OF) 4.75% BDS 19/JAN/2016 USD5000	N/A	683234YB8	205,000	219,686.41	0.02%
CATERPILLAR FINANCIAL SERVICES CORP 5.5% MTN	N/A	14912L2Y6	205,000	218,783.38	0.02%
CISCO SYSTEMS INC 5.25% BDS 22/FEB/2011 USD1000	N/A	17275RAB8	205,000	216,145.44	0.02%
KROGER CO 7.5% CO GTD NTS 01/APR/2031 USD1000	N/A	501044BZ3	178,000	215,813.43	0.02%
ROCKWELL COLLINS NTS DTD 20/NOV/2003 DUE	N/A	774341AA9	205,000	215,922.20	0.02%
LOCKHEED MARTIN CORP 6.15% BDS 01/SEP/2036 USD1000	N/A	539830AR0	196,000	216,091.57	0.02%
ENTERPRISE PRODUCTS OPER 6.125% 15/OCT/2039	N/A	29379VAG8	215,000	215,431.51	0.02%
KRAFT FOODS INC 6% DEB 11/FEB/2013 USD2000	N/A	50075NAQ7	200,000	215,482.60	0.02%
HOME DEPOT INC 5.25% BDS 16/DEC/2013 USD1000	N/A	437076AR3	200,000	214,173.80	0.02%
PITNEY BOWES INC 4.75 15/JAN/2016	N/A	72447XAA5	205,000	213,616.77	0.02%
TELECOM ITALIA CAPITAL 4.95% NTS 30/SEP/2014	N/A	87927VAL2	205,000	212,766.02	0.02%
BANK OF AMERICA CORP 4.875% 15/SEP/2012	N/A	060505AR5	201,000	211,790.69	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURIES TRUST	N/A	46629YAF6	300,000	211,982.85	0.02%
CITIGROUP INC 5.625% BDS 27/AUG/2012 USD1000	N/A	172967BP5	205,000	212,383.08	0.02%
FLORIDA POWER & LIGHT CO 5.65% MTG BDS 01/FEB/2037	N/A	341081EV5	200,000	211,326.00	0.02%
LUBRIZOL CORP 5.5% SR NT 01/OCT/2014 USD1000	N/A	549271AE4	196,000	210,875.81	0.02%
PRUDENTIAL FINANCIAL INC 5.1% 20/SEP/2014	N/A	74432QAE5	205,000	211,196.95	0.02%
MIDAMERICAN ENERGY CO 5.8% BDS 15/OCT/2036 USD1000	N/A	59562EAH8	200,000	210,228.60	0.02%
UNITEDHEALTH GROUP INC 5.375% BDS 15/MAR/2016	N/A	91324PAQ5	205,000	209,585.85	0.02%
ALCAN INC 5.00 01/JUN/2015	N/A	013716AV7	205,000	209,037.07	0.02%
GENERAL ELECTRIC CAPITAL CORP 5% MTN 08/JAN/2016	N/A	36962GU69	205,000	208,948.92	0.02%
XTO ENERGY INC	N/A	98385XAG1	195,000	207,985.25	0.02%
CANADIAN NATURAL RESOURCES 4.9% 01/DEC/2014	N/A	136385AF8	195,000	206,759.67	0.02%
STATE STREET BANK & TRST 5.3% 15/JAN/2016	N/A	85744NAA9	200,000	206,513.20	0.02%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A22067	N/A	31296YJL8	191,467	206,517.80	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MMD59	193,921	206,826.81	0.02%
ENTERGY MISSISSIPPI INC 5.15% DUE 01/FEB/2013	N/A	29364NAH1	201,000	207,090.50	0.02%
CAPITAL ONE FINANCIAL 5.25% DUE 21/FEB/2017	N/A	14040HAL9	211,000	206,335.85	0.02%
ITALY(REPUBLIC OF) 6.875% DEBS 27/SEP/2023 USD1000	N/A	465410AH1	174,000	205,580.48	0.02%
BANK OF AMERICA CORP 6% MTN 15/JUN/2016 USD1000	N/A	06050TJP8	205,000	205,161.75	0.02%
CLEVELAND ELEC ILLUM CO 1ST MTG 5.5% 15/AUG/2024	N/A	186108CJ3	200,000	204,623.60	0.02%
OCCIDENTAL PETROLEUM CORP 6.75% BDS 15/JAN/2012	N/A	674599BV6	185,000	204,448.87	0.02%
HYDRO-QUEBEC 8.4% GTD DEB 15/JAN/2022 USD1000	N/A	448814DX8	153,000	203,525.19	0.02%
PROGRESS ENERGY INC 7.75% SNR NTS 01/MAR/2031	N/A	743263AE5	164,000	203,152.70	0.02%
ERP OPERATING 5.375% SNR NTS 01/AUG/2016 USD1000	N/A	26884AAU7	205,000	203,018.68	0.02%
FHLMCGLD MORTPASS 6.5% 01/SEP/2038 A8 PN# A81998	N/A	312928GF5	188,634	202,537.74	0.02%
CREDIT SUISSE FIRST BOSTON (USA) INC 6.125% BDS	N/A	22541LAB9	185,000	201,517.17	0.02%
FHLMCGLD MORTPASS 5.5% 01/OCT/2018 B1 PN# B10210	N/A	312962GT4	186,627	201,263.06	0.02%
GENERAL MILLS INC 6% NOTES 15/FEB/2012 USD1000	N/A	370334AS3	185,000	201,320.52	0.02%
SOVEREIGN BANK 5.125% 15/MAR/2013	N/A	84603MEX0	200,000	200,207.40	0.02%
WESTAR ENERGY INC 6% 01/JUL/2014	N/A	95709TAA8	185,000	200,253.44	0.02%
CANADIAN NATIONAL RAILWAY CO 6.9% NOTES	N/A	136375BD3	168,000	199,271.02	0.02%
US BANK NA 4.95% BDS 30/OCT/2014 USD1000	N/A	90331HKP7	185,000	198,935.13	0.02%
METLIFE INC 5.5% NTS 15/JUN/2014 USD1000	N/A	59156RAH1	185,000	199,344.72	0.02%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53219	N/A	3128KFSG6	185,066	198,746.95	0.02%
MELLON FUNDING CORP 5.00% 01/DEC/2014	N/A	585515AD1	185,000	198,422.49	0.02%
GENERAL ELEC CAP CORP 6% MTN 15/JUN/2012 USD1000	N/A	36962GYY4	182,000	197,315.30	0.02%
MELLON FUNDING CORP 6.4% BDS 14/MAY/2011 USD1000	N/A	585515AB5	185,000	197,126.57	0.02%
ATMOS ENERGY CORP 4.95% SNR NTS 15/OCT/2014 USD	N/A	049560AF2	185,000	195,029.78	0.02%
HSBC FINANCE CORP 5.25 15/APR/2015	N/A	40429CCR1	185,000	195,042.54	0.02%
LAFARGE 6.5% BDS 15/JUL/2016 USD1000	N/A	505861AB0	185,000	193,103.37	0.02%
PFIZER INC	N/A	717081AQ6	185,000	191,841.12	0.02%
COMCAST CABLE COMM HOLDINGS NT 8.375% 15/MAR/2013	N/A	00209TAA3	164,000	190,630.65	0.02%
SOUTHERN PWR CO SR NT 6.25% 15/JUL/2012	N/A	843646AC4	174,000	190,860.60	0.02%
GNMA I MORTPASS 6% MBPT 15/DEC/2033 USD1000	N/A	36225B2V9	177,854	190,820.64	0.02%
GNMA I MORTPASS 6% 15/DEC/2033 SF PN# 604875	N/A	36200M6L2	178,474	191,390.19	0.02%
PUBLIC SERV CO OF COLO 5.5% 01/APR/2014	N/A	744448BX8	174,000	190,784.74	0.02%
KEY BANK NA 5.7% 15/AUG/2012	N/A	49306CAE1	185,000	189,760.79	0.02%
ALLSTATE CORP 6.125% BDS 15/FEB/2012 USD1000	N/A	020002AN1	176,000	187,403.57	0.02%
SARA LEE CORP 6.25% NTS 15/SEP/2011 USD1000	N/A	803111AK9	174,000	187,832.48	0.02%
GOODRICH (BF) CO 6.29% 01/JUL/2016	N/A	382388AS5	171,000	186,742.77	0.02%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	175,000	185,807.30	0.02%
PETRO-CANADA 5.95% BDS 15/MAY/2035 USD1000	N/A	71644EAG7	189,000	185,445.67	0.02%
CANADIAN NATIONAL RAILWAY CO 6.2% BDS 01/JUN/2036	N/A	136375BN1	164,000	184,246.62	0.02%
CITIGROUP INC 5.875% BDS 29/MAY/2037 USD1000	N/A	172967EC1	200,000	184,055.00	0.02%
JPMORGAN CHASE & CO 4.75% 01/MAR/2015	N/A	46625HCE8	176,000	184,012.05	0.02%
XCEL ENERGY INC 5.613% 01/APR/2017	N/A	98389BAK6	173,000	183,978.41	0.02%
AMERICAN EXPRESS CO FLTG RTE DEB 01/SEP/2066	N/A	025816AU3	210,000	182,700.00	0.02%
LOWES COS INC 6.5% NTS 15/MAR/2029 USD1000	N/A	548661AK3	164,000	182,671.07	0.02%
BURLINGTON NORTHERN SANTA FE CORP 7.95% BDS	N/A	12189TAR5	144,000	182,318.11	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 4.5% MTG BDS	N/A	31282R7K4	173,603	180,911.03	0.02%
DOMINION RESOURCES INC(VIRGINIA) 5.95% SNR NTS	N/A	25746UAV1	174,000	180,144.46	0.02%
GOVT NATIONAL MORTGAGE ASSOCN 5.5% MTG/BCKD	N/A	36213FP56	169,242	179,843.72	0.02%
FRANCE TELECOM VAR 01/MAR/2011 USD1000	N/A	35177PAK3	167,000	180,519.32	0.02%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84252	N/A	312930WM8	166,907	179,192.54	0.02%
GNMA I MORTPASS 6.5% 15/NOV/2033 SF PN# 604788	N/A	36200M2V4	167,754	178,958.17	0.02%
CAMPBELL SOUP COMPANY 4.875% 01/OCT/2013	N/A	134429AS8	164,000	178,209.45	0.02%
KROGER CO 6.2% BDS 15/JUN/2012 USD1000	N/A	501044CD1	164,000	178,537.62	0.02%
COLONIAL PIPELINE 7.63% SNR NOTES 15/APR/2032	N/A	195869AG7	150,000	178,139.40	0.02%
CORP ANDINA DE FOMENTO 6.875% NTS 15/MAR/2012	N/A	219868AN6	164,000	177,059.65	0.02%
UNION PACIFIC CORP 6.25% BDS 01/MAY/2034 USD1000	N/A	907818CU0	164,000	177,309.09	0.02%
UBS PFD FUNDING TRUST V FLOATING RATE PFD PERP	N/A	90264AAA7	225,000	177,525.00	0.02%
APACHE CORP 6.25% BDS 15/APR/2012 USD1000	N/A	037411AQ8	160,000	176,054.56	0.02%
VODAFONE GROUP 7.875% NOTES 15/FEB/2030 USD1000	N/A	92857TAH0	144,000	175,682.16	0.02%
OEKB OEST KONTROLLBANK 4.5% 09/MAR/2015	N/A	676167AQ2	164,000	174,487.14	0.02%
OHIO POWER CO 6.6% BDS 15/FEB/2033 USD1000	N/A	677415CF6	164,000	174,400.72	0.02%
PEPSI BOTTLING GROUP INC 7% SNR NTS 01/MAR/2029	N/A	713409AC4	144,000	173,365.92	0.02%
BB&T CORPORATION 4.75% 24/SEP/2002 01/OCT/2012	N/A	054937AD9	164,000	171,540.88	0.02%
DOVERLAND CORP 4.875 15/OCT/2015	N/A	260003AE8	156,000	171,596.88	0.02%
ASTRAZENECA PLC 5.4% 01/JUN/2014	N/A	046353AA6	155,000	170,517.05	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 J0 PN# J00855	N/A	3128PB5Q3	159,861	170,750.32	0.02%
SOUTHERN CAL EDISON	N/A	842400EZ2	164,000	171,281.60	0.02%
METROPOLITAN EDISON CO 4.875% SNR NTS 01/APR/2014	N/A	591894BW9	164,000	171,162.86	0.02%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00871	N/A	3128PB6G4	158,964	169,222.93	0.02%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	164,000	170,170.50	0.02%
PHILIP MORRIS INTL INC 6.375% 16/MAY/2038	N/A	718172AC3	150,000	169,020.15	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01757	N/A	3128PC5S7	158,394	167,972.27	0.02%
COCA COLA ENTERPRISES INC NT	N/A	191219AN4	146,000	167,047.36	0.02%
CONAGRA INC 7% SNR NOTES 01/OCT/2028 USD1000	N/A	205887AR3	154,000	166,875.02	0.02%
WYETH 6.50% 01/FEB/2034	N/A	983024AG5	144,000	166,546.66	0.02%
RAYTHEON CO 6.4% BDS 15/DEC/2018 USD1000	N/A	755111AU5	144,000	166,477.39	0.02%
NEWS AMERICA INC 6.2% BDS 15/DEC/2034 USD1000	N/A	652482BJ8	170,000	166,831.37	0.02%
AMERICA MOVIL SAB DE CV 5.75% BDS 15/JAN/2015	N/A	02364WAH8	155,000	165,141.81	0.02%
FHLMCGLD MORTPASS 5.5% 01/NOV/2019 G1 PN# G18022	N/A	3128MMAY9	153,780	165,168.04	0.02%
FHLMCGLD MORTPASS 7% 01/JAN/2036 A4 PN# A41548	N/A	3128K1WH0	152,112	164,608.55	0.02%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 A2 PN# A21356	N/A	31296XQH1	152,615	164,612.15	0.02%
FHLMCGLD MORTPASS 6.5% 01/MAR/2036 A4 PN# A43534	N/A	3128K34T1	153,431	164,772.83	0.02%
ALCAN INC 4.59% NTS 15/MAY/2013 USD1000	N/A	013716AS4	158,000	163,444.84	0.02%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	731011AP7	156,000	163,714.36	0.02%
FNMA MORTPASS 6.5% 01/FEB/2033 CL PN# 656559	N/A	31390UMG8	150,753	163,357.86	0.02%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84168	N/A	312930TZ3	152,587	163,834.51	0.02%
FHLMCGLD MORTPASS 6.5% 01/NOV/2034 G0 PN# G08023	N/A	3128MJAZ3	151,175	163,058.39	0.02%
ANHEUSER-BUSCH COS INC 5% BDS 01/MAR/2019 USD1000	N/A	035229CW1	164,000	162,903.17	0.02%
ASTRAZENECA PLC 6.45% NTS 15/SEP/2037 USD1000	N/A	046353AD0	140,000	162,477.98	0.02%
BLACK & DECKER CORP 4.75% SNR NTS 01/NOV/2014	N/A	091797AM2	160,000	162,544.32	0.02%
HEINZ H J FIN CO 6% NTS 15/MAR/2012 USD1000	N/A	42307TAF5	150,000	162,236.25	0.02%
FHLMCGLD MORTPASS 6% 01/JUN/2017 B1 PN# B15071	N/A	312967T44	150,637	162,592.71	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J06015	N/A	3128PHVG3	152,686	161,919.90	0.02%
GNMA I MORTPASS 6.5% 15/AUG/2034 SF PN# 630038	N/A	36291J4X5	150,236	160,176.17	0.02%
NATIONWIDE MUT INS CO SURPLS NT 144A 15/DEC/2024	N/A	638671AJ6	205,000	159,917.22	0.02%
PACIFIC GAS & ELECTRIC CO 5.8% SNR NTS 01/MAR/2037	N/A	694308GJ0	150,000	158,818.35	0.02%
BURLINGTON RES FIN CO 6.5% 01/DEC/2011	N/A	12201PAM8	144,000	158,031.22	0.01%
DELL INC 7.1% DEBS 15/APR/2028 USD1000	N/A	247025AE9	144,000	157,783.97	0.01%
WASTE MGMT INC DEL SR NT 6.375% 15/NOV/2012	N/A	94106LAP4	144,000	157,748.11	0.01%
UNILEVER CAPITAL CORP 5.90% 12NOV15/NOV/2032	N/A	904764AH0	144,000	158,548.61	0.01%
PRINCIPAL LIFE GLOBAL 6.25% BDS 15/DEC/2012	N/A	7425A0AG5	150,000	157,065.15	0.01%
SAFEWAY INC 5.8% 15/AUG/2012	N/A	786514BF5	144,000	157,480.42	0.01%
UNITED PARCEL SERVICE OF AMERICA STEP UP NOTES	N/A	911308AB0	123,000	156,921.06	0.01%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	836205AJ3	144,000	156,960.00	0.01%
GTE CORP 6.84% DEB 15/APR/2018 USD1000	N/A	362320AZ6	144,000	155,962.22	0.01%
XTO ENERGY INC SR NT 6.5% 15/DEC/2018	N/A	98385XAT3	140,000	155,862.70	0.01%
NEWMONT USA LTD	N/A	651639AE6	164,000	153,394.94	0.01%
TELECOM ITALIA CAPITAL 6% NTS 30/SEP/2034 USD1000	N/A	87927VAM0	160,000	153,298.24	0.01%
TELECOM ITALIA CAPITAL 6.2% NTS 18/JUL/2011	N/A	87927VAS7	144,000	153,206.78	0.01%
MBNA AMERICA BANK NA 7.125% 15/NOV/2012	N/A	5526E2AC3	140,000	152,282.48	0.01%
CAPITAL ONE CAPITAL III 7.686% BDS 15/JUN/2066	N/A	14042BAA4	175,000	150,500.00	0.01%
ST GEORGE BANK LTD NTS DUE 15/OCT/2015 5.300	N/A	789547AD8	164,000	150,312.72	0.01%
KINDER MORGAN ENERGY PARTNERS 7.5% BDS 01/NOV/2010	N/A	494550AG1	144,000	150,394.32	0.01%
FHLMCGLD MORTPASS 7% 01/NOV/2029 A1 PN# A18212	N/A	31296TDR2	136,107	150,039.56	0.01%
FHLMCGLD MORTPASS 6.5% 01/JUL/2038 A7 PN# A79540	N/A	3128LDS54	138,694	148,916.96	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 652539	N/A	36292L4Y7	142,903	148,935.00	0.01%
LOCKHEED MARTIN CORP 7.65% BDS 01/MAY/2016 USD1000	N/A	539830AE9	123,000	148,906.38	0.01%
ARCHER DANIELS MIDLAND 5.935% 01/OCT/2032	N/A	039483AT9	140,000	147,118.86	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2038 A8 PN# A83464	N/A	312929Z54	137,246	147,362.18	0.01%
TRAVELERS PROP CAS 6.375% BDS 15/MAR/2033 USD1000	N/A	89420GAE9	133,000	147,746.77	0.01%
HYDRO-QUEBEC 8.875% 01/MAR/2026	N/A	448814CP6	109,000	147,054.95	0.01%
FHLMCGLD MORTPASS 6.5% 01/FEB/2038 A7 PN# A73421	N/A	3128L6YS2	136,280	146,325.51	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 6.5% MTG BDS	N/A	3128M6BU1	136,597	146,665.81	0.01%
VORNADO REALTY L.P. 5.6% BDS 15/FEB/2011 USD1000	N/A	929043AD9	144,000	146,347.49	0.01%
WELLS FARGO COMPANY 5.125% 15SEPT15/SEP/2016	N/A	949746JE2	144,000	146,113.92	0.01%
WM WRIGLEY JR CO 4.65 15/JUL/2015	N/A	982526AB1	150,000	146,250.00	0.01%
INTERNATIONAL PAPER CO 5.3% BDS 01/APR/2015	N/A	460146BU6	144,000	146,588.69	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39759	N/A	31297VZY7	138,178	145,953.25	0.01%
ANHEUSER-BUSCH COS INC 5.75% BDS 01/APR/2036	N/A	035229DA8	151,000	145,825.53	0.01%
PUBLIC SERVICE EL & GAS	N/A	74456QAJ5	135,000	145,715.49	0.01%
FNMA MORTPASS 6.5% 01/OCT/2033 CL PN# 750229	N/A	31403JPN0	135,383	145,517.32	0.01%
TTXCO 4.9% 01/MAR/2015	N/A	87305QBW0	154,000	144,868.88	0.01%
UNIONBANCAL CORP NTS DUE 16/DEC/2013 5.25	N/A	904851AA0	144,000	143,826.48	0.01%
TRANSOCEAN SEDCO FOREX INC 7.5% NTS 15/APR/2031	N/A	893830AF6	123,000	144,427.58	0.01%
FHLMCGLD MORTPASS 4.5% 01/AUG/2011 M8 PN# M80934	N/A	31282SBB7	139,318	143,663.90	0.01%
EOG RESOURCES INC 5.625% NTS 01/JUN/2019 USD2000	N/A	26875PAD3	130,000	141,883.69	0.01%
GOODRICH (BF) CO 6.8% 01/JUL/2036	N/A	382388AU0	129,000	140,986.55	0.01%
STATE STREET CAPITAL TST III FLTG RATE NTS	N/A	85748BAB9	140,000	141,208.20	0.01%
AMER.ELEC.POWER 5.25% DUE 01/JUN/2015	N/A	025537AE1	133,000	139,609.70	0.01%
FHLMCGLD MORTPASS 5.5% 01/FEB/2021 J0 PN# J01279	N/A	3128PCM41	131,510	140,262.07	0.01%
ALCAN INC 5.75% 01/JUN/2035	N/A	013716AW5	144,000	138,587.62	0.01%
APPALACHIAN POWER CO 5.8% 01/OCT/2035	N/A	037735CE5	144,000	139,566.67	0.01%
FHLMCGLD MORTPASS 6.5% 01/AUG/2038 G0 PN# G04569	N/A	3128M6MS4	129,175	138,696.81	0.01%
CHILE (REPUBLIC OF) 5.50% DUE 15/JAN/2013	N/A	168863AS7	123,000	138,055.20	0.01%
TXU AUSTRALIA HOLDINGS 6.15% 15/NOV/2013	N/A	873144AA7	131,000	138,198.32	0.01%
GLAXOSMITHKLINE CAP INC 5.375% 15/APR/2034	N/A	377372AB3	139,000	138,153.49	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606314	N/A	36201XSB5	130,507	138,172.70	0.01%
FHLMCGLD MORTPASS 6% 01/AUG/2021 G1 PN# G12348	N/A	3128M1P94	128,990	138,380.44	0.01%
FHLMCGLD MORTPASS 6.5% 01/JUN/2036 G0 PN# G08136	N/A	3128MJEJ5	127,393	136,810.15	0.01%
PHARMACIA CORP 6.6% DEBS 01/DEC/2028 USD1000	N/A	71713UAW2	123,000	137,297.89	0.01%
GOVT NTL MTG ASSN POOL NO: 572554	N/A	36200UBX2	125,808	135,900.88	0.01%
PROCTER & GAMBLE CO 4.85% 15/DEC/2015	N/A	742718BZ1	123,000	135,685.61	0.01%
TARGET CORP 7% DEB 15/JUL/2031 USD1000	N/A	87612EAF3	121,000	136,241.89	0.01%
UNITED TECHNOLOGIES CORP 6.35% NTS 01/MAR/2011	N/A	913017BD0	127,000	135,586.85	0.01%
SOUTHERN CAL EDISON 6% 15/JAN/2034	N/A	842400ES8	123,000	135,797.29	0.01%
CATERPILLAR INC 6.05% NTS 15/AUG/2036 USD1000	N/A	149123BN0	123,000	135,354.49	0.01%
KRAFT FOODS INC 6.5% BDS 01/NOV/2031 USD1000	N/A	50075NAC8	131,000	134,410.06	0.01%
TIME WARNER INC 6.875% BDS 15/JUN/2018 USD1000	N/A	887315AY5	122,000	135,034.97	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 C0 PN# C01851	N/A	31292JBU3	125,033	134,861.80	0.01%
ARIZONA PUB SERVICE CO 5.5% 01/SEP/2035	N/A	040555CH5	150,000	133,278.60	0.01%
INCO LTD 7.75% DUE 15/MAY/2012	N/A	453258AN5	123,000	133,660.66	0.01%
KINDER MORGAN ENER PART 494550AT3 5.8% 15/MAR/2035	N/A	494550AT3	144,000	134,240.54	0.01%
XCEL ENERGY INC 6.5% BDS 01/JUL/2036 USD1000	N/A	98389BAH3	123,000	133,962.38	0.01%
SAFEWAY INC 8.625% NTS 15/AUG/2014 USD1000	N/A	786514BM0	123,000	133,877.38	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2018 B1 PN# B10653	N/A	312962WN9	124,022	133,748.86	0.01%
CON EDISON CO OF NY 5.375% 15/DEC/2015	N/A	209111EK5	123,000	133,552.05	0.01%
MOTOROLA INC 7.5% BDS 15/MAY/2025 USD1000	N/A	620076AH2	144,000	132,467.04	0.01%
BEAR STEARNS CO INC 5.3% 30/OCT/2015	N/A	073902KF4	123,000	131,443.34	0.01%
DEUTSCHE BK FINL LLC 5.38% 02/MAR/2015	N/A	2515E0AA7	123,000	130,203.13	0.01%
KELLOGG CO 7.45% BDS 01/APR/2031 USD1000	N/A	487836AT5	103,000	130,211.78	0.01%
NATIONAL RURAL UTILITIES CO-OP 8% NTS 01/MAR/2032	N/A	637432CT0	111,000	130,662.54	0.01%
CADBURY SCHWEPPES US FINANCE LLC 5.125%	N/A	127210AB8	123,000	129,539.17	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2035 A4 PN# A40376	N/A	3128K0MZ3	122,526	129,419.66	0.01%
DUKE CAPITAL CORP 6.75% BDS 15/FEB/2032 USD1000	N/A	26439RAK2	123,000	129,367.59	0.01%
WACHOVIA CORP 929903AE2 4.875% 15/FEB/2014	N/A	929903AE2	127,000	129,095.37	0.01%
BELLSOUTH CORP 079860AE2 6.55% 15/JUN/2034	N/A	079860AE2	123,000	128,611.14	0.01%
CONOCOPHILLIPS 5.9% BDS 15/OCT/2032 USD1000	N/A	20825CAF1	123,000	128,216.92	0.01%
PRAXAIR INC 3.95% 01JUN01/JUN/2013	N/A	74005PAL8	123,000	128,681.99	0.01%
OMNICOM GROUP INC 5.9% DEB 15/APR/2016 USD1000	N/A	681919AS5	123,000	128,093.18	0.01%
CREDIT SUISSE FB USA INC 5.125% 15/JAN/2014	N/A	22541LAM5	119,000	127,200.41	0.01%
FHLMCGLD MORTPASS 6% 01/APR/2016 G1 PN# G11972	N/A	3128M1CH0	118,005	126,927.96	0.01%
JOHNSON CONTROLS INC 5.25% BDS 15/JAN/2011 USD1000	N/A	478366AQ0	123,000	127,328.86	0.01%
AGL CAPITAL CORPORATION	N/A	001192AC7	123,000	126,443.39	0.01%
METROPOLITAN TRANSN AUTH N Y D SER'C'7.336% BDS	N/A	59259NZH9	105,000	126,393.75	0.01%
FHLMCGLD MORTPASS 5% 01/JUN/2021 G1 PN# G18122	N/A	3128MMD42	118,740	125,920.33	0.01%
AMERICA MOVIL SA DE CV 6.375% 01/MAR/2035	N/A	02364WAJ4	123,000	125,623.34	0.01%
GNMA I MORTPASS 6% 15/MAY/2036 SF PN# 655457	N/A	36294PE66	117,310	124,882.92	0.01%
WASTE MANAGEMENT INC 7% SNR NOTES 13/JUL/2028	N/A	902917AH6	113,000	125,177.56	0.01%
JOHNSON CONTROLS INC 4.875% DUE 15/SEP/2013	N/A	478366AM9	123,000	125,827.89	0.01%
CELULOSA ARAUCO Y CONSTITUCION 5.125% NTS	N/A	151191AL7	123,000	125,828.26	0.01%
ALLSTATE CORP SER'A' VAR DEB 15/MAY/2067 USD1000	N/A	020002AU5	145,000	123,975.00	0.01%
MERCK & CO INC 5.95% DEB 01/DEC/2028 USD1000	N/A	589331AE7	113,000	124,055.36	0.01%
INVERSIONES CMPC SA	N/A	46128MAB7	123,000	124,770.22	0.01%
ALLSTATE CORP FLTG RATE NTS 15/MAY/2067 USD1000	N/A	020002AV3	145,000	123,250.00	0.01%
TEXAS GAS TRANSMISSION 4.6% BDS 01/JUN/2015	N/A	882440AS9	123,000	123,687.94	0.01%
ENTERGY GULF STATES INC 5.25% BDS 01/AUG/2015	N/A	29364LAN2	123,000	122,750.06	0.01%
DOMINION RESOURCES INC 5.7% 17/SEP/2012	N/A	257469AF3	113,000	123,573.07	0.01%
COCA-COLA ENTERPRISES INC 6.95% DEB 15/NOV/2026	N/A	191219AY0	103,000	122,680.73	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2020 J0 PN# J02325	N/A	3128PDSN1	114,674	122,485.08	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2021 J0 PN# J03074	N/A	3128PEMX3	114,723	121,661.18	0.01%
FHLMCGLD MORTPASS 4.5% 01/MAR/2011 M8 PN# M80904	N/A	31282SAD4	118,063	121,745.68	0.01%
POTASH CORP SASKATCHEWAN 4.875 01/MAR/2013	N/A	73755LAC1	115,000	121,811.80	0.01%
PACIFICORP	N/A	695114BZ0	123,000	122,375.04	0.01%
HRPT PROPERTIES TRUST 5.75% 15/FEB/2014	N/A	40426WAQ4	123,000	120,993.99	0.01%
HEALTH CARE REIT 6.00% 15/NOV/2013	N/A	42217KAL0	123,000	121,553.64	0.01%
LANDWIRTSCHAFTLICHE RENTENBANK 4.875% NTS	N/A	515110AR5	115,000	121,094.20	0.01%
QANTAS AIRWAYS 6.05% BDS 15/APR/2016 USD2000	N/A	74726MAG4	123,000	120,960.41	0.01%
WILLIS GROUP N AMERICA 5.625 15/JUL/2015	N/A	970648AB7	123,000	120,871.85	0.01%
SUNTRUST BANK 5.45% 01/DEC/2017	N/A	86787GAC6	127,000	120,675.40	0.01%
PTT PUBLIC CO 5.875% BDS 03/AUG/2035 USD1000	N/A	69367CAB1	123,000	118,704.10	0.01%
PROGRESSIVE CORP 6.25% DUE 01/DEC/2032	N/A	743315AL7	113,000	118,920.41	0.01%
BRITISH COLUMBIA (PROV OF) 4.3% 30/MAY/2013	N/A	110709FH0	111,000	117,633.36	0.01%
FNMA MORTPASS 6.5% 01/SEP/2034 CL PN# 788027	N/A	31405FPL0	109,168	117,851.56	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01879	N/A	3128PDCQ1	111,235	117,961.48	0.01%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	113,000	117,067.10	0.01%
COMERICA BANK 4.80% DUE 01MAY01/MAY/2015	N/A	200340AL1	123,000	115,385.44	0.01%
MOTOROLA INC 7.625% NTS 15/NOV/2010 USD1000	N/A	620076AR0	111,000	115,983.57	0.01%
SUNTRUST BANK	N/A	86787GAD4	123,000	115,507.46	0.01%
GENWORTH FINANCIAL 6.5% NTS 15/JUN/2034 USD1000	N/A	37247DAB2	144,000	114,313.25	0.01%
GOLDEN WEST FINL CORP 4.75% 01/OCT/2012	N/A	381317AQ9	109,000	114,441.28	0.01%
BSKYB FINANCE UK LTD 11778BAA0 5.625% 15/OCT/2015	N/A	11778BAA0	103,000	112,124.77	0.01%
NISSAN MOTOR ACCEPTANCE 654740AA7 4.625%	N/A	654740AA7	113,000	112,868.24	0.01%
HONEYWELL INTERNATIONAL INC 6.125% BDS 01/NOV/2011	N/A	438516AN6	103,000	112,329.12	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01771	N/A	3128PC6G2	105,561	111,944.28	0.01%
SCIENCE APPLICATIONS 5.5% NTS 01/JUL/2033 USD1000	N/A	808626AG0	123,000	111,201.96	0.01%
FHLMCGLD MORTPASS 6.5% 01/JUL/2034 A2 PN# A24988	N/A	31297CRH5	102,919	111,009.70	0.01%
NORANDA INC 6.2 15/JUN/2035	N/A	655422AV5	123,000	110,193.24	0.01%
VERIZON COMMUNICATIONS INC 6.35% BDS 01/APR/2019	N/A	92343VAV6	100,000	110,963.40	0.01%
RAYTHEON CO 7% BDS 01/NOV/2028 USD1000	N/A	755111AP6	92,000	110,084.90	0.01%
MILLER BREWING CO 5.5% 15/AUG/2013	N/A	600388AB8	103,000	110,127.81	0.01%
FL POWER & LIGHT 341081EN3 4.85% 01/FEB/2013	N/A	341081EN3	103,000	110,524.77	0.01%
BANK ONE CORP 5.25% 30/JAN/2013	N/A	06423AAS2	103,000	109,308.75	0.01%
CITIGROUP INC 6% BDS 21/FEB/2012 USD1000	N/A	172967BJ9	103,000	109,544.31	0.01%
VIRGINIA ELECTRIC & POWER CO 5.4% BDS 15/JAN/2016	N/A	927804EZ3	103,000	109,145.60	0.01%
SCANA CORP 6.25% MTN 01/FEB/2012 USD1000	N/A	805901AQ8	103,000	109,944.78	0.01%
NEXEN INC 5.05% 20/NOV/2013	N/A	65334HAC6	105,000	109,519.20	0.01%
CAPITAL ONE CAPITAL IV VAR 17/FEB/2037	N/A	140422AA4	135,000	108,675.00	0.01%
GNMA I MORTPASS 6% 15/MAY/2033 SF PN# 631924	N/A	36291MAZ6	101,258	108,585.65	0.01%
DISNEY(WALT)CO 6.375% BDS 01/MAR/2012 USD1000	N/A	25468PBX3	97,000	106,968.69	0.01%
GTE CORP 6.94% DEBS 15/APR/2028 USD1000	N/A	362320BA0	103,000	107,417.36	0.01%
FHLMCGLD MORTPASS 4.5% 01/JUL/2011 M8 PN# M80926	N/A	31282SA36	103,103	106,905.61	0.01%
UNITED PARCEL SERVICE INC 8.375% DEB 01/APR/2020	N/A	911308AA2	82,000	107,850.01	0.01%
LUBRIZOL CORP 6.50% 01/OCT/2034	N/A	549271AF1	103,000	107,692.58	0.01%
WESTFIELD CAPITAL CORP 5.125% BDS 15/NOV/2014	N/A	96008YAB1	107,000	106,511.33	0.01%
NORFOLK SOUTHERN CORP 7.25% SNR NTS 15/FEB/2031	N/A	655844AQ1	87,000	104,796.11	0.01%
WAL-MART STORES INC 7.55% BDS 15/FEB/2030 USD1000	N/A	931142BF9	82,000	105,532.77	0.01%
NORTHROP GRUMMAN CORP 7.75% DEB 15/FEB/2031	N/A	666807AW2	82,000	104,718.59	0.01%
ORACLE CORP 5% LN STK 08/JUL/2019 USD1000	N/A	68389XAG0	100,000	105,407.10	0.01%
AT&T BROADBAND CORP NT 9.455% 15/NOV/2022	N/A	00209TAB1	82,000	104,659.55	0.01%
MDC HOLDINGS INC 5.50 15/MAY/2013	N/A	552676AN8	103,000	104,100.45	0.01%
DOMINION RESOURCES INC(VIRGINIA) 5.2% BDS	N/A	25746UBH1	100,000	103,543.80	0.01%
GNMA I MORTPASS 5.5% 15/FEB/2035 SF PN# 486921	N/A	36210A4E4	97,719	103,595.55	0.01%
TEVA PHARM FINANCE LLC 6.15% BDS 01/FEB/2036	N/A	88163VAD1	98,000	102,774.46	0.01%
ARCHER DANIELS MIDLAND 039483AU6 5.375%	N/A	039483AU6	103,000	101,787.28	0.01%
FHLMCGLD MORTPASS 7% 01/APR/2032 G0 PN# G01391	N/A	31283HRL1	92,473	101,976.38	0.01%
PLACER DOME INC 6.375% NTS 01/MAR/2033 USD1000	N/A	725906AH4	96,000	102,538.85	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 G0 PN# G08064	N/A	3128MJCA6	94,666	101,723.15	0.01%
EMBARQ CORPORATION 7.082% BDS 01/JUN/2016 USD1000	N/A	29078EAB1	92,000	100,506.41	0.01%
TALISMAN ENERGY INC SHELF 2	N/A	87425EAE3	92,000	100,934.21	0.01%
M&I MARSHALL & ILSLEY BK 5.25% 04/SEP/2012	N/A	55259PAC0	113,000	100,572.94	0.01%
KEY BK N A MEDIUM TERM SUB BK	N/A	49306CAH4	103,000	101,371.98	0.01%
CAMDEN PROPERTY TRUST	N/A	133131AP7	103,000	100,036.90	0.01%
FHLMCGLD MORTPASS 5% 01/FEB/2021 J0 PN# J01189	N/A	3128PCKA9	94,692	100,418.46	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2034 G0 PN# G01741	N/A	31283H5A9	91,829	99,391.83	0.01%
STANLEY WORKS 4.9% NTS 01/NOV/2012 USD1000	N/A	854616AK5	92,000	98,372.84	0.01%
WESTPAC BANKING CORP 4.625% 01/JUN/2018	N/A	961214AH6	103,000	98,995.46	0.01%
FHLMC GOLD POOL NUMBER E01186 5.5% DUE 01/AUG/2017	N/A	31294KJ71	92,199	99,049.15	0.01%
ANHEUSER-BUSCH COS 6% DEB 01/NOV/2041 USD1000	N/A	035229CL5	103,000	97,955.68	0.01%
BP CAP MKTS AMER INC GTD NT 4.2% 15/JUN/2018	N/A	10373QAA8	103,000	97,987.09	0.01%
COMMER BANKS 4.8% 15/APR/2015	N/A	90333WAC2	92,000	97,332.69	0.01%
SOUTHWEST AIRLINES CO 5.125 01/MAR/2017	N/A	844741AX6	103,000	97,805.50	0.01%
PUGET ENERGY INC 5.483% DUE 01/JUN/2035	N/A	745332BU9	103,000	97,542.13	0.01%
LILLY(ELI)& CO 7.125% NTS 01/JUN/2025 USD1000	N/A	532457AM0	82,000	98,000.58	0.01%
CSX CORP 6.75% BDS 15/MAR/2011 USD1000	N/A	126408AP8	92,000	97,880.92	0.01%
CITIGROUP INC 6.5% BDS 18/JAN/2011 USD1000	N/A	172967BC4	92,000	96,424.46	0.01%
JEFFERIES GROUP INC 6.25% BDS 15/JAN/2036 USD5000	N/A	472319AC6	123,000	96,317.86	0.01%
GNMA I MORTPASS 6% 15/JUN/2033 SF PN# 553320	N/A	36213FVM2	89,769	96,265.86	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A24301	N/A	31297BX64	89,924	96,993.14	0.01%
ATMOS ENERGY CORP 5.125% 15/JAN/2013	N/A	049560AC9	92,000	96,086.18	0.01%
GNMA I MORTPASS 6% 15/APR/2033 SF PN# 604243	N/A	36200MHU0	89,326	95,790.88	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01570	N/A	3128PCW73	90,249	96,170.41	0.01%
NEWS AMERICA HLDGS INC 9.25% SNR DEBS 01/FEB/2013	N/A	652478AH1	82,000	96,194.28	0.01%
NEWS AMERICA HLDGS INC 8% NOTES 17/OCT/2016	N/A	652478BX5	82,000	95,896.21	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2018 G1 PN# G11399	N/A	31283KRU4	87,808	94,475.21	0.01%
SAFEWAY INC 6.5% NOTES 01/MAR/2011 USD1000	N/A	786514BC2	89,000	94,304.58	0.01%
BURLINGTON RESOURCES FINANCE 6.4% BDS 15/AUG/2011	N/A	12201PAC0	86,000	93,647.38	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUN/2019 B1 PN# B15396	N/A	3129677H9	86,949	93,387.24	0.01%
FHLMCGLD MORTPASS 6% 01/JUN/2021 J0 PN# J01980	N/A	3128PDFV7	87,706	94,091.03	0.01%
FLORIDA POWER & LIGHT 5.4% 01/SEP/2035	N/A	341081EU7	90,000	92,069.82	0.01%
CONS EDISON CO OF NY 4.875% 01/FEB/2013	N/A	209111EA7	86,000	91,324.95	0.01%
GNMA I MORTPASS 7% 15/JUL/2032 SF PN# 570022	N/A	36200RG71	83,540	91,934.25	0.01%
PRUDENTIAL FINANCIAL 5.75 07/JUL/2003 15/JUL/2033	N/A	74432QAC9	103,000	91,886.51	0.01%
GNMA I MORTPASS 6.5% 15/AUG/2036 SF PN# 657912	N/A	36294R3V9	85,183	90,738.80	0.01%
PROGRESS ENERGY INC 7.1% SR NTS 01/MAR/2011	N/A	743263AD7	85,000	90,231.84	0.01%
COMMONWEALTH EDISON 6.15% BDS 15/MAR/2012 USD1000	N/A	202795HE3	82,000	89,299.56	0.01%
EQUITABLE CO'S INC 7% BDS 01/APR/2028 USD1000	N/A	29444GAJ6	92,000	89,664.95	0.01%
TRICON GLOBAL RESTAURANTS INC 8.875% BDS	N/A	895953AD9	82,000	89,351.22	0.01%
FHLMCGLD MORTPASS 5% 01/MAR/2021 J0 PN# J01256	N/A	3128PCMD1	82,816	87,824.56	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	82,000	88,029.71	0.01%
AMERICAN GENERAL CAPITAL II 7.5% NTS 15/JUL/2025	N/A	026351AU0	103,000	87,155.61	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2019 B1 PN# B14288	N/A	312966XR0	80,837	86,823.61	0.01%
ANADARKO FINANCE CORP 6.75% BDS 01/MAY/2011	N/A	032479AC1	82,000	87,432.66	0.01%
ALLSTATE CORP 5.95% BDS 01/APR/2036 USD2000	N/A	020002AT8	82,000	85,714.27	0.01%
KOREA DEVELOPMENT BANK 5.75% NOTES 10/SEP/2013	N/A	500630BG2	82,000	85,908.61	0.01%
MARATHON OIL CORP 6.8% BDS 15/MAR/2032 USD1000	N/A	565849AB2	82,000	86,164.78	0.01%
PEPCO HLDGS INC 7.45% BDS 15/AUG/2032 USD1000	N/A	713291AH5	82,000	85,813.41	0.01%
CATERPILLAR INC 7.3% BDS 01/MAY/2031 USD1000	N/A	149123BJ9	70,000	86,381.54	0.01%
FHLMCGLD MORTPASS 7% 01/MAY/2035 G0 PN# G01947	N/A	3128LXEU0	78,668	85,991.99	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43452	N/A	3128K3ZR1	80,284	84,688.18	0.01%
NEXEN INC 5.875% NTS 10/MAR/2035 USD1000	N/A	65334HAE2	92,000	85,365.33	0.01%
XTO ENERGY INC 5.65% SNR NTS 01/APR/2016 USD1000	N/A	98385XAH9	82,000	85,643.51	0.01%
ALLSTATE CORP 020002AP6 6.125% 15/DEC/2032	N/A	020002AP6	82,000	83,951.85	0.01%
CON EDISON CO OF NY 5.875% 01/APR/2033	N/A	209111EB5	82,000	84,525.60	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2019 E0 PN# E01604	N/A	31294KX91	78,809	83,980.33	0.01%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00935	N/A	3128PCBC5	78,169	83,213.79	0.01%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/DEC/2033	N/A	36225B2X5	77,063	82,689.14	0.01%
SCOTTISH POWER 81013TAC5 5.81% 15/MAR/2025	N/A	81013TAC5	82,000	83,025.98	0.01%
VERIZON GLOBAL FDG CORP 5.85% DUE 15/SEP/2035	N/A	92344GAX4	82,000	81,928.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2021 J0 PN# J03028	N/A	3128PELH9	76,031	81,090.98	0.01%
GNMA I MORTPASS 6% 15/NOV/2033 SF PN# 573916	N/A	36200VSD6	75,764	81,247.21	0.01%
RLI CORP 5.95% 15/JAN/2014	N/A	749607AB3	82,000	81,370.40	0.01%
VALERO ENERGY CORP(NEW) 7.5% NTS 15/APR/2032	N/A	91913YAE0	82,000	81,204.93	0.01%
WESTERN & SOUTHN FINL GROUP INC DTD 07/JUL/2003	N/A	957576AA9	103,000	80,423.43	0.01%
UNILEVER CAPITAL CORP 7.125% GTD BDS 01/NOV/2010	N/A	904764AG2	76,000	81,019.34	0.01%
GOVT NTL MTG ASSN POOL NO: 507396	N/A	36211AUV6	71,021	80,672.79	0.01%
ALBEMARLE CORP 5.1% DUE 01/FEB/2015	N/A	012653AA9	82,000	80,044.14	0.01%
WELLPOINT INC 5.95% BDS 15/DEC/2034 USD2000	N/A	94973VAH0	82,000	79,501.87	0.01%
VODAFONE GROUP PLC NEW NT 6.15% 27/FEB/2037	N/A	92857WAQ3	75,000	79,897.80	0.01%
PEPCO HLDGS INC 6.45% BDS 15/AUG/2012 USD1000	N/A	713291AG7	74,000	79,507.52	0.01%
GEORGIA POWER COMPANY	N/A	373334FN6	74,000	80,062.67	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128M1R92	74,429	79,382.90	0.01%
FHLMCGLD MORTPASS 6% 01/JUL/2021 G1 PN# G12245	N/A	3128M1L23	74,872	80,323.08	0.01%
DONNELLEY(R.R.)& SONS CO 4.95% BDS 01/APR/2014	N/A	257867AM3	82,000	80,282.84	0.01%
AMERICAN INTERNATIONAL GROUP INC 5.05% NTS	N/A	026874AX5	103,000	79,761.35	0.01%
GOLDMAN SACHS GROUP INC 6.6% BDS 15/JAN/2012	N/A	38141GBU7	72,000	78,407.50	0.01%
WASHINGTON REIT NTS DUE 15/JAN/2014 5.25	N/A	939653AE1	82,000	78,911.63	0.01%
HARTFORD FINL SVCS 4.75% NTS 01/MAR/2014 USD1000	N/A	416515AM6	82,000	79,257.18	0.01%
FHLMC PC GOLD COMB 15 5.500 01/AUG/2019	N/A	3128MMAG8	70,906	76,156.20	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2020 B1 PN# B18437	N/A	312971LS1	71,848	76,741.95	0.01%
INFINITY PROPERTY & CASUALTY CORP 5.5% SNR NTS	N/A	45665QAC7	82,000	76,972.66	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GSZK6	69,620	75,102.31	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01833	N/A	3128PDBA7	71,301	75,612.88	0.01%
SYSCO CORP 5.375% 21/SEP/2035	N/A	871829AJ6	74,000	75,613.64	0.01%
FHLMCGLD MORTPASS 5% 01/MAR/2021 J0 PN# J01414	N/A	3128PCSB9	70,727	75,004.40	0.01%
ROCKWELL COLLINS INC 5.25% BDS 15/JUL/2019 USD1000	N/A	774341AB7	70,000	74,993.80	0.01%
MARSHAL AND MCLENNAN CO 6.25% 15/MAR/2012 REG	N/A	571748AE2	72,000	74,404.51	0.01%
FL POWER & LIGHT 5.85% 01/FEB/2033	N/A	341081EP8	70,000	74,753.21	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2018 B1 PN# B11548	N/A	312963WH0	69,976	74,567.19	0.01%
COMCAST CORP 6.50% 15/NOV/2035	N/A	20030NAK7	70,000	72,454.13	0.01%
FHLMCGLD MORTPASS 7% 01/JUL/2032 G0 PN# G01449	N/A	31283HTE5	65,245	71,950.88	0.01%
INTER AMERICAN DEVELOPMENT BANK 5.125% NTS	N/A	4581X0AM0	65,000	71,950.58	0.01%
CITIGROUP INC. 5.8750% DUE 22/FEB/2033	N/A	172967BU4	82,000	70,325.66	0.01%
FHLMCGLD MORTPASS 6% 01/JUN/2020 G1 PN# G18062	N/A	3128MMB85	65,659	70,623.89	0.01%
GNMA I MORTPASS 6% 15/JAN/2034 SF PN# 621856	N/A	36290YZV3	65,810	70,408.20	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2019 B1 PN# B12908	N/A	312965GR1	65,901	70,781.08	0.01%
FEDERAL HOME LN MTG CORP GOLD POOL # G11409 DTD	N/A	31283KR67	63,832	68,898.42	0.01%
FHLMCGLD MORTPASS 4.5% 01/FEB/2013 M8 PN# M81009	N/A	31282SDN9	66,523	68,598.27	0.01%
GNMA I MORTPASS 6.5% 15/MAR/2031 SF PN# 528589	N/A	36212BF65	62,942	67,991.54	0.01%
KINDER MORGAN ENERGY PARTNERS 6.75% BDS	N/A	494550AH9	64,000	68,153.79	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2019 B1 PN# B13430	N/A	312965Y34	63,773	68,495.39	0.01%
AMERITECH CAPITAL FUNDING 6.45% NOTES 15/JAN/2018	N/A	030955AM0	62,000	67,126.59	0.01%
HEINZ H J FIN CO UNRESTRICTED 6.75% DUE	N/A	42307TAG3	62,000	67,677.96	0.01%
FHLMCGLD MORTPASS 6% 01/AUG/2019 B1 PN# B16087	N/A	312968XQ8	62,417	67,156.31	0.01%
COCA COLA BOTTLE CO CONSL 191098AE2 5% 15/NOV/2012	N/A	191098AE2	62,000	66,062.18	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	31283KNL8	61,078	65,906.07	0.01%
CITIGROUP INC 5.125% NTS 14/FEB/2011 USD1000	N/A	172967DH1	62,000	64,128.83	0.01%
VIACOM INC 5.50% 15MAY15/MAY/2033	N/A	925524AV2	82,000	64,448.88	0.01%
FHLMCGLD MORTPASS 4.5% 01/JUL/2012 M8 PN# M80981	N/A	31282SCS9	61,966	63,932.81	0.01%
FHLMCGLD MORTPASS 7% 01/FEB/2036 A4 PN# A48303	N/A	3128K9GL2	58,236	63,003.05	0.01%
GNMA I MORTPASS 7% 15/APR/2032 SP PN# 781431	N/A	36225BSU3	57,347	63,418.74	0.01%
PITNEY BOWES INC 4.75% NTS 15/MAY/2018 USD1000	N/A	72447WAA7	62,000	62,692.79	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 A3 PN# A31989	N/A	31297MF60	58,294	62,639.81	0.01%
THE ALLSTATE CORPORATION 5.5% 09/MAY/2035	N/A	020002AS0	62,000	61,450.80	0.01%
BUNGE LTD FINANCE CORP 5.1% SNR NTS 15/JUL/2015	N/A	120568AQ3	62,000	61,826.21	0.01%
GNMA	N/A	36213E3Z7	56,159	61,802.63	0.01%
EMERSON ELECTRIC CO 6% BDS 15/AUG/2032 USD1000	N/A	291011AQ7	57,000	62,077.16	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31283HN43	55,913	61,659.45	0.01%
BHP FINANCE 6.42% BDS 01/MAR/2026 USD1000	N/A	055450AH3	55,000	62,095.88	0.01%
FNMA MORTPASS 7.5% 01/SEP/2032 CL PN# 661664	N/A	31391BB97	53,894	60,873.35	0.01%
GENENTECH INC 5.25% NTS 15/JUL/2035 USD1000	N/A	368710AC3	62,000	61,219.67	0.01%
FHLMCGLD MORTPASS 5.5% 01/AUG/2021 G1 PN# G12310	N/A	3128M1N39	56,050	59,779.88	0.01%
NORFOLK SOUTHERN CORP NT 5.59 17/MAY/2025	N/A	655844AW8	59,000	59,453.12	0.01%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 602102	N/A	36200H3K8	55,674	59,703.49	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2019 B1 PN# B13600	N/A	3129657M2	55,498	59,607.79	0.01%
MERCK & CO INC 6.4% SNR NOTES 01/MAR/2028 USD1000	N/A	589331AD9	51,000	58,388.68	0.01%
TGT PIPELINE LLC 5.2% BDS 01/JUN/2018 USD1000	N/A	87243BAB5	62,000	58,988.78	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 G1 PN# G18096	N/A	3128MMDA8	54,501	58,076.96	0.01%
FLORIDA POWER & LIGHT 5.95% 01/OCT/2033	N/A	341081ER4	53,000	57,742.07	0.01%
FHLMCGLD MORTPASS 7% 01/MAR/2033 G0 PN# G01536	N/A	31283HV51	53,069	57,356.72	0.01%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C67235	N/A	31287TBC8	52,425	57,306.22	0.01%
GENWORTH FINANCIAL 5.75% NTS 15/JUN/2014 USD1000	N/A	37247DAE6	62,000	57,480.57	0.01%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	53,000	56,720.28	0.01%
NATIONWIDE FINANCIAL SERVICES 6.75% 15/MAY/2067	N/A	638612AJ0	75,000	56,845.13	0.01%
PSEG PWR LLC SR NT 6.95% 01/JUN/2012	N/A	69362BAM4	51,000	56,274.93	0.01%
FNMA MORTPASS 7.5% 01/OCT/2031 CL PN# 607212	N/A	31388KR95	48,674	55,137.42	0.01%
FHLMCGLD MORTPASS 6.5% 01/SEP/2035 A4 PN# A46935	N/A	3128K7V47	50,691	54,469.58	0.01%
VIACOM INC 7.875% BDS 30/JUL/2030 USD1000	N/A	925524AH3	55,000	54,684.08	0.01%
NEWS AMERICA HLDGS INC 7.28% SNR DEB 30/JUN/2028	N/A	652482AU4	53,000	54,656.14	0.01%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17262	N/A	31296SB70	48,806	52,734.33	0.00%
WEATHERFORD INTERNATIONAL 5.5% BDS 15/FEB/2016	N/A	947076AB1	51,000	52,288.97	0.00%
MOTIVA LTD 5.2% 24/SEP/2002 15/SEP/2012	N/A	61980AAA1	51,000	52,727.22	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E0 PN# E01139	N/A	31294KHQ1	47,451	51,044.43	0.00%
APACHE CORP 7.625% NOTES 01/JUL/2019 USD1000	N/A	037411AP0	41,000	50,221.02	0.00%
MONTPELIER RE HOLDINGS 6.125% BDS 15/AUG/2013	N/A	614810AA7	51,000	50,108.01	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2031 C5 PN# C54792	N/A	31298RKD7	45,765	50,425.53	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89222	N/A	3128GSG76	46,206	49,844.44	0.00%
DAYTON HUDSON CORP DEB 10% 01/JAN/2011	N/A	239753BE5	46,000	49,300.96	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2036 A4 PN# A43672	N/A	3128K4CH6	45,536	48,901.79	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90645	N/A	3128GUWE8	44,526	48,031.56	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68300	N/A	31287UGH9	44,162	48,273.70	0.00%
CINCINNATI GAS ELECTRIC 5.4% 15/JUN/2033	N/A	172070CP7	51,000	45,762.86	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2035 A3 PN# A33137	N/A	31297NPW0	42,211	45,529.68	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/OCT/2032	N/A	36200ACN7	42,917	46,049.36	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUL/2017 E9 PN# E90591	N/A	3128GUUQ3	42,344	45,691.83	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2019 G1 PN# G11531	N/A	31283KVY1	41,631	44,896.01	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2030 C0 PN# C01106	N/A	31292HGP3	41,109	45,334.31	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E0 PN# E01140	N/A	31294KHR9	40,899	43,996.21	0.00%
MURPHY OIL CORP 6.375	N/A	626717AB8	41,000	43,546.35	0.00%
GENERAL ELECTRIC CAPITAL CORP 5.875% BDS	N/A	36962GXS8	41,000	44,207.06	0.00%
GNMA I MORTPASS 7% 15/MAY/2032 SF PN# 568715	N/A	36213YYL0	38,583	42,460.46	0.00%
WISCONSIN ELECTRIC POWER 5.62% 15/MAY/2033	N/A	976656BW7	41,000	42,576.53	0.00%
FHLMC GOLD PC GROUP NO: E86746 05.500 FGPC E86746	N/A	3128GPP72	39,427	42,013.58	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2014 E0 PN# E00677	N/A	31294JXE3	39,905	42,222.43	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88055	N/A	3128GQ5Q0	39,120	42,129.58	0.00%
UNION PACIFIC CORP 907818CS5 5.375% 01/JUN/2033	N/A	907818CS5	43,000	41,781.77	0.00%
FHLMCGLD MORTPASS 7% 01/MAR/2031 G0 PN# G01217	N/A	31283HK61	37,836	41,724.35	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2019 G1 PN# G18007	N/A	3128MMAH6	37,937	40,817.81	0.00%
TENNESSEE VALLEY AUTHORITY 6.25% BDS 15/DEC/2017	N/A	880591CU4	35,000	40,693.28	0.00%
HEALTH CARE PPTY INVS INC SR NT 6.45% 25/JUN/2012	N/A	421915EB1	39,000	40,283.18	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 8% MTG BDS	N/A	31292HRA4	35,737	40,667.54	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E8 PN# E89924	N/A	3128GTAZ8	36,970	39,814.47	0.00%
FHLMCGLD MORTPASS 8% 01/OCT/2030 C4 PN# C43967	N/A	31298CMQ9	34,817	39,611.59	0.00%
NY STATE ELECTRIC & GAS 5.75% 01MAY01/MAY/2023	N/A	649840CM5	41,000	39,539.99	0.00%
GNMA I MORTPASS 6% 15/MAY/2033 SF PN# 611526	N/A	36202WLF4	36,971	39,646.77	0.00%
GNMA I MORTPASS 6% 15/DEC/2032 SF PN# 552952	N/A	36213FH55	37,173	39,886.01	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C6 PN# C69908	N/A	31287WAH1	35,230	38,510.31	0.00%
NLV FINL CORP SR NT 7.5% 15/AUG/2033	N/A	65486AAA1	51,000	38,625.67	0.00%
BOEING CAPITAL CORP 6.1% BDS 01/MAR/2011 USD1000	N/A	097014AD6	35,000	37,288.58	0.00%
AT&T WIRELESS SERVICES INC 8.125% NTS 01/MAY/2012	N/A	00209AAG1	31,000	35,421.50	0.00%
FHLMCGLD MORTPASS 6.5% 01/NOV/2033 A1 PN# A16419	N/A	31296RDY1	33,089	35,751.64	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C7 PN# C70211	N/A	31287XGU4	31,880	34,848.20	0.00%
GOVT NATL MTG ASSOC POOL NUMBER X781699 SP VAR	N/A	36225B3G1	31,230	34,551.86	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31292HP65	30,104	32,906.96	0.00%
HARTFORD FINANCIAL SERVICES GRP INC 6.1% SNR NTS	N/A	416515AP9	41,000	33,364.16	0.00%
ALCAN INC 6.45% NTS 15/MAR/2011 USD1000	N/A	013716AP0	31,000	32,658.87	0.00%
CINCINNATI GAS & ELEC CO. 5.7% 15/SEP/2012	N/A	172070CN2	29,000	31,750.59	0.00%
POTASH CORP OF SASKATCHEWAN INC 7.75% NTS	N/A	73755LAB3	29,000	31,761.93	0.00%
GNMA I MORTPASS 7% 15/DEC/2029 SP PN# 781124	N/A	36225BG93	28,940	31,993.13	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E0 PN# E00975	N/A	31294KCL7	29,873	32,064.32	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89530	N/A	3128GSST5	30,270	32,653.35	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E0 PN# E01157	N/A	31294KJA4	28,991	31,188.77	0.00%
INTERNATIONAL PAPER CO 5.85% BDS 30/OCT/2012	N/A	460146BQ5	30,000	30,757.89	0.00%
AVALONBAY COMMUNITIES INC 6.625% BDS 15/SEP/2011	N/A	05348EAE9	28,000	29,859.31	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90594	N/A	3128GUUT7	27,258	29,403.91	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 4.5% MTG BDS	N/A	31282SAS1	28,754	29,271.30	0.00%
NABORS INDUSTRIES INC 5.375% SNR NTS 15/AUG/2012	N/A	629568AH9	29,000	29,541.26	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2034 C0 PN# C01806	N/A	31292JAF7	26,931	29,106.92	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7.5% MTG BDS	N/A	36225BUE6	24,334	27,639.68	0.00%
LIBERTY PROPERTY LP 7.25% BDS 15/MAR/2011 USD1000	N/A	53117CAF9	27,000	27,983.02	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C63171	N/A	31287NQY7	24,012	26,457.52	0.00%
FNMA MORTPASS 6.5% 01/APR/2033 CL PN# 694846	N/A	31400Q5F6	24,277	26,094.13	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2036 A4 PN# A49960	N/A	3128KBB57	22,725	24,585.65	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2015 E0 PN# E00802	N/A	31294J3K2	22,724	24,676.34	0.00%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 588192	N/A	36201NNH9	22,877	24,533.11	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87291	N/A	3128GQC41	21,716	23,447.38	0.00%
FHLMCGLD MORTPASS 6% 01/OCT/2012 G1 PN# G10749	N/A	31283JZN4	21,896	23,490.11	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C66916	N/A	31287SVH7	22,250	24,321.43	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E8 PN# E88106	N/A	3128GRAF6	21,712	23,382.10	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88768	N/A	3128GRW54	22,399	24,176.98	0.00%
ANHEUSER-BUSCH COS 4.375% BDS 15/JAN/2013 USD1000	N/A	035229CP6	21,000	21,572.25	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2017 G1 PN# G11458	N/A	31283KTP3	19,112	20,538.73	0.00%
FHLMCGLD MORTPASS 6% 01/DEC/2011 G1 PN# G11130	N/A	31283KHF8	19,137	19,843.54	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2018 G1 PN# G11434	N/A	31283KSX7	17,960	19,392.60	0.00%
GNMA I MORTPASS 6% 15/MAR/2029 SF PN# 502969	N/A	36210UW66	17,781	19,079.34	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2013 E6 PN# E69050	N/A	31280QBT4	16,861	18,104.68	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2017 E0 PN# E01156	N/A	31294KH99	16,687	18,007.58	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2016 E0 PN# E00985	N/A	31294KCW3	16,193	17,384.36	0.00%
GOVT NTL MTG ASSN POOL NO: 781287 7% 15/MAY/2031	N/A	36225BNC8	16,153	17,865.61	0.00%
GOVT NTL MTG ASSN POOL NO: 485879	N/A	36209YXG8	16,234	17,961.24	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2029 A1 PN# A16201	N/A	31296Q3J7	15,494	17,079.80	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58694	N/A	31298VUT2	15,641	17,233.31	0.00%
FINANCING CORP 9.80% BDS 30/NOV/2017 USD1000	N/A	317705AC5	12,000	16,582.82	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 7% MGBK 15/SEP/2031	N/A	36225BPM4	15,193	16,803.94	0.00%
GNMA I MORTPASS 6% 15/APR/2029 SP PN# 781014	N/A	36225BDT2	15,256	16,379.98	0.00%
FHLMCGLD MORTPASS 8% 01/OCT/2025 D6 PN# D64617	N/A	3128F4DW8	13,282	15,106.34	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2015 G1 PN# G11001	N/A	31283KDE5	14,444	15,514.55	0.00%
FHLMCGLD MORTPASS 6% 01/SEP/2016 E8 PN# E85387	N/A	3128GM6Y1	13,913	15,016.89	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2032 SP PN# 781401	N/A	36225BRW0	13,047	14,825.92	0.00%
FHLMCGLD MORTPASS 6.5% 01/JUN/2016 E0 PN# E00987	N/A	31294KCY9	14,036	15,077.65	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E86995	N/A	3128GPXY4	12,933	13,964.33	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2017 E0 PN# E01205	N/A	31294KKS3	13,046	14,073.03	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 8% MGBK 15/MAR/2032	N/A	36225BSS8	12,577	14,448.78	0.00%
GNMA I MORTPASS 7% 15/JUL/2029 SF PN# 470643	N/A	36209FZG7	13,116	14,502.87	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89149	N/A	3128GSEW3	13,479	14,540.56	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83636	N/A	3128GLBD3	12,727	13,736.69	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2032 C7 PN# C71089	N/A	31287YF66	11,170	12,595.16	0.00%
GNMA I MORTPASS 7.5% 15/APR/2031 SF PN# 508473	N/A	36211B2E3	10,743	12,215.16	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17177	N/A	31296R6N3	11,258	12,164.60	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2017 E0 PN# E01127	N/A	31294KHC2	11,045	11,920.04	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89909	N/A	3128GTAJ4	10,367	11,182.94	0.00%
GOVT NATL MTG ASSN POOL NO: 552474	N/A	36213EXB7	10,463	11,514.43	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2032 C6 PN# C62218	N/A	31287MPB0	9,876	10,882.01	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E0 PN# E01137	N/A	31294KHN8	10,294	11,073.05	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E0 PN# E00938	N/A	31294KBF1	10,527	11,362.99	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88474	N/A	3128GRMX4	9,730	10,496.59	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68290	N/A	31287UF72	9,094	9,940.26	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2014 G1 PN# G11612	N/A	31283KYH5	9,942	10,292.46	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 G1 PN# G11207	N/A	31283KKU1	9,368	10,113.99	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2031 G0 PN# G01309	N/A	31283HN27	9,067	9,990.73	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89151	N/A	3128GSEY9	8,848	9,544.19	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89496	N/A	3128GSRR0	8,899	9,599.96	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E88729	N/A	3128GRVW6	8,260	8,910.16	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31285	N/A	31293WNA4	8,362	9,217.47	0.00%
GNMA I MORTPASS 7.5% 15/MAR/2032 SP PN# 781478	N/A	36225BUB2	8,028	9,214.80	0.00%
GNMA I MORTPASS 7% 15/MAR/2029 SF PN# 487053	N/A	36210BBW4	7,968	8,810.54	0.00%
GNMA I MORTPASS 6% 15/JUL/2033 SF PN# 572733	N/A	36200UHJ7	8,223	8,818.05	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2031 C5 PN# C53324	N/A	31298PVR8	8,587	9,461.74	0.00%
FHLMC GOLD PC GROUP NO: C43550 07.000 FGPC C43550	N/A	31298B5K3	7,721	8,513.97	0.00%
FHLMCGLD MORTPASS 8% 01/SEP/2030 C0 PN# C01051	N/A	31292HEY6	8,310	9,453.87	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GUGB2	7,902	8,524.64	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90667	N/A	3128GUW40	8,001	8,630.72	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2032 C6 PN# C65717	N/A	31287RK65	7,674	8,652.80	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2028 C0 PN# C00678	N/A	31292GXF8	8,366	9,240.60	0.00%
CONAGRA FOODS INC 6.75% BDS 15/SEP/2011 USD1000	N/A	205887BA9	7,000	7,632.42	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2015 E8 PN# E81394	N/A	3128GHRP8	6,883	7,481.82	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E84912	N/A	3128GMN55	7,514	8,113.29	0.00%
GOVT NTL MTG ASSN POOL NO: 531352	N/A	36212EH59	6,868	7,801.88	0.00%
GNMA I MORTPASS 8% 15/NOV/2029 SF PN# 524269	N/A	36211VMS6	7,290	8,370.93	0.00%
GNMA I MORTPASS 7% 15/AUG/2028 SF PN# 457801	N/A	36208QRW8	7,441	8,223.63	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C4 PN# C46932	N/A	31298FVZ2	6,667	7,514.62	0.00%
FHLMC GOLD PC GROUP NO: E01095 06.000 FGPC E01095	N/A	31294KGC3	6,896	7,414.36	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2031 C0 PN# C01222	N/A	31292HLB8	6,972	7,682.19	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90227	N/A	3128GUHC9	7,100	7,659.32	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89217	N/A	3128GSG27	7,801	8,415.17	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2016 E8 PN# E83355	N/A	3128GKWQ3	7,672	8,280.42	0.00%
FHLMC GOLD PC GROUP NO: E82815 06.000 FGPC E82815	N/A	3128GKDU5	6,648	7,150.67	0.00%
FHLMCGLD MORTPASS 6% 01/FEB/2017 E8 PN# E88076	N/A	3128GQ6M8	6,639	7,161.50	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83233	N/A	3128GKSW5	6,015	6,492.04	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAR/2017 E0 PN# E01138	N/A	31294KHP3	6,041	6,522.70	0.00%
GNMA I MORTPASS 6.5% 15/NOV/2031 SF PN# 547948	N/A	36212YWH2	6,745	7,286.53	0.00%
FHLMC GOLD PC GROUP NO: C48851 07.000 FGPC C48851	N/A	31298HZQ4	6,704	7,386.54	0.00%
FHLMCGLD MORTPASS 8% 01/APR/2032 C0 PN# C01370	N/A	31292HQX5	5,630	6,382.84	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E8 PN# E89788	N/A	3128GS2V8	6,798	7,333.30	0.00%
FHLMCGLD MORTPASS 6.5% 01/AUG/2016 E8 PN# E85117	N/A	3128GMVJ6	5,002	5,400.83	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SP PN# 781319	N/A	36225BPC6	5,141	5,687.02	0.00%
GOVT NTL MTG ASSN POOL NO: 550991	N/A	36213DC48	5,558	6,004.24	0.00%
GNMA I MORTPASS 7% 15/JUL/2031 SF PN# 549742	N/A	36213BWB4	4,901	5,421.97	0.00%
GNMA I MORTPASS 8% 15/JUL/2032 SF PN# 583645	N/A	36201HL27	5,300	6,064.48	0.00%
GNMA I MORTPASS 7% 15/OCT/2032 SF PN# 596657	N/A	36200BZW0	4,867	5,356.03	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2031 C4 PN# C47287	N/A	31298GCY4	5,353	6,033.70	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2030 C4 PN# C44957	N/A	31298DQJ9	5,232	5,952.46	0.00%
FHLMCGLD MORTPASS 8% 01/JAN/2030 C3 PN# C37436	N/A	31294EHM4	5,036	5,729.48	0.00%
FHLMC GOLD PC GROUP NO: C18271 07.000 FGPC C18271	N/A	31293EFL9	4,919	5,433.20	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2027 C0 PN# C00566	N/A	31292GTX4	5,492	6,207.00	0.00%
FHLMCGLD MORTPASS 6% 01/DEC/2016 E8 PN# E86533	N/A	3128GPHJ5	5,588	6,031.35	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2013 E7 PN# E72896	N/A	3128G7GD9	5,591	5,950.67	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2031 C6 PN# C61105	N/A	31287LGN6	5,531	6,093.99	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2032 C6 PN# C64121	N/A	31287PSJ3	5,602	6,315.46	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2031 C6 PN# C61298	N/A	31287LNP3	5,099	5,800.87	0.00%
FHLMCGLD MORTPASS 6% 01/JAN/2017 E8 PN# E87584	N/A	3128GQM99	5,345	5,768.99	0.00%
GNMA I MORTPASS 6.5% 15/FEB/2029 SF PN# 486936	N/A	36210A4V6	5,213	5,638.83	0.00%
FHLMCGLD MORTPASS 6.5% 01/APR/2017 E8 PN# E89203	N/A	3128GSGL5	4,890	5,265.90	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2031 C0 PN# C01305	N/A	31292HNW0	4,231	4,770.56	0.00%
FHLMCGLD MORTPASS 8% 01/NOV/2029 C3 PN# C32914	N/A	31293YGX8	4,075	4,636.25	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36429	N/A	31294DEA5	4,297	4,738.28	0.00%
GNMA I MORTPASS 7.5% 15/DEC/2031 SP PN# 781380	N/A	36225BQ92	4,588	5,211.98	0.00%
TOLL BROS INC 6.875% SNR NTS 15/NOV/2012 USD1000	N/A	88947EAA8	5,000	5,277.43	0.00%
GNMA I MORTPASS 7% 15/MAY/2024 SF PN# 376510	N/A	36204QGT1	4,720	5,201.22	0.00%
FHLMCGLD MORTPASS 7.5% 01/MAR/2031 C4 PN# C48206	N/A	31298HDK1	3,976	4,482.19	0.00%
FHLMCGLD MORTPASS 7% 01/FEB/2030 C3 PN# C36306	N/A	31294DAF8	4,030	4,443.63	0.00%
FHLMCGLD MORTPASS 7.5% 01/DEC/2030 C0 PN# C01103	N/A	31292HGL2	3,774	4,254.53	0.00%
FHLMCGLD MORTPASS 7.5% 01/FEB/2030 C0 PN# C00921	N/A	31292HAW4	4,425	4,988.25	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2025 D6 PN# D60780	N/A	3128EW2M1	3,430	3,905.47	0.00%
GNMA I MORTPASS 8% 15/APR/2031 SF PN# 544470	N/A	36212U2B6	3,042	3,496.45	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 535388	N/A	36212JXR2	2,902	3,299.57	0.00%
GNMA I MORTPASS 7.5% 15/JAN/2031 SF PN# 486019	N/A	36209Y4C9	3,165	3,598.41	0.00%
GOVT NTL MTG ASSN POOL NO: 580972	N/A	36201EMV9	3,494	3,764.86	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2016 E0 PN# E01083	N/A	31294KFY6	3,750	4,049.71	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2010 E0 PN# E00394	N/A	31294JNK0	3,264	3,360.31	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2030 C3 PN# C37703	N/A	31294ERY7	3,108	3,502.89	0.00%
FHLMCGLD MORTPASS 7.5% 01/JAN/2031 C0 PN# C01116	N/A	31292HGZ1	3,454	3,892.91	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2029 C0 PN# C00836	N/A	31292G4V5	3,210	3,539.10	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2032 C6 PN# C68988	N/A	31287U6Z0	3,129	3,528.55	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2015 G1 PN# G11164	N/A	31283KJH2	3,597	3,874.06	0.00%
GNMA I MORTPASS 7% 15/JUN/2029 SF PN# 509099	N/A	36211CRU8	3,311	3,661.13	0.00%
FHLMCGLD MORTPASS 6% 01/JUN/2017 E9 PN# E90313	N/A	3128GUK27	3,508	3,783.80	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2017 E8 PN# E87446	N/A	3128GQHX2	3,654	3,935.21	0.00%
FHLMCGLD MORTPASS 6.5% 01/OCT/2016 E8 PN# E85800	N/A	3128GNNR5	3,687	3,980.72	0.00%
FHLMC GOLD PC GROUP NO: E84236 06.500 FGPC E84236	N/A	3128GLV58	3,894	4,204.87	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2027 D8 PN# D82854	N/A	3128FSE38	3,339	3,690.58	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2016 E8 PN# E83231	N/A	3128GKSU9	2,096	2,262.54	0.00%
FHLMCGLD MORTPASS 6.5% 01/DEC/2015 E8 PN# E84097	N/A	3128GLRS3	2,556	2,744.68	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2030 G0 PN# G01108	N/A	31283HGR0	2,678	2,951.91	0.00%
GNMA I MORTPASS 6.5% 15/DEC/2031 SF PN# 555171	N/A	36213HW88	2,815	3,041.05	0.00%
GNMA I MORTPASS 7% 15/SEP/2031 SF PN# 555125	N/A	36213HVS5	2,525	2,793.89	0.00%
GNMA I MORTPASS 8% 15/JAN/2030 SF PN# 525561	N/A	36211WZ27	2,720	3,124.35	0.00%
GNMA I MORTPASS 7.5% 15/NOV/2031 SF PN# 574837	N/A	36200WS28	2,288	2,601.65	0.00%
GNMA I MORTPASS 7% 15/OCT/2031 SF PN# 571267	N/A	36200STY6	2,213	2,448.04	0.00%
FNMA MORTPASS 7.5% 01/FEB/2031 CL PN# 560868	N/A	31386ECD8	2,646	2,997.29	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2031 C5 PN# C58647	N/A	31298VTC1	2,321	2,557.09	0.00%
FHLMCGLD MORTPASS 8% 01/AUG/2030 C4 PN# C41561	N/A	31297YWW8	1,883	2,142.45	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2031 C0 PN# C01209	N/A	31292HKW3	2,024	2,303.28	0.00%
FHLMCGLD MORTPASS 8% 01/JUN/2032 C6 PN# C68307	N/A	31287UGQ9	2,663	3,019.71	0.00%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C67259	N/A	31287TB46	2,890	3,158.89	0.00%
FHLMCGLD MORTPASS 6.5% 01/NOV/2011 G1 PN# G10940	N/A	31283KBH0	2,416	2,485.27	0.00%
FHLMC GOLD PC GROUP NO: G01315 07.% 01/SEP/2031	N/A	31283HN84	2,169	2,391.90	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89347	N/A	3128GSL47	2,910	3,138.65	0.00%
FHLMCGLD MORTPASS 6% 01/MAR/2017 E8 PN# E88134	N/A	3128GRBB4	2,076	2,239.72	0.00%
FHLMC GOLD PC GROUP NO: E86183 06.000 FGPC E86183	N/A	3128GN2Q0	2,623	2,831.40	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2016 E8 PN# E82132	N/A	3128GJLM7	1,754	1,894.31	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2016 E8 PN# E83046	N/A	3128GKL36	1,175	1,268.39	0.00%
FHLMCGLD MORTPASS 7.5% 01/APR/2015 G1 PN# G11003	N/A	31283KDG0	1,122	1,217.56	0.00%
FHLMCGLD MORTPASS 7% 01/APR/2032 C6 PN# C66744	N/A	31287SP50	1,773	1,937.71	0.00%
FHLMCGLD MORTPASS 8% 01/JUL/2024 C0 PN# C00351	N/A	31292GL87	1,404	1,598.91	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 6.5% MTG BDS	N/A	31294KC94	1,834	1,971.46	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2030 C4 PN# C44978	N/A	31298DQ75	1,519	1,675.57	0.00%
FNMA MORTPASS 6.5% 01/NOV/2031 CL PN# 607559	N/A	31388K5U2	1,681	1,822.53	0.00%
GNMA I MORTPASS 9% 15/NOV/2019 SF PN# 279461	N/A	36220JMJ2	1,678	1,902.82	0.00%
GNMA I MORTPASS 7.5% 15/FEB/2031 SF PN# 537406	N/A	36212MAF6	1,335	1,517.62	0.00%
GNMA I MORTPASS 7.5% 15/AUG/2029 SF PN# 434505	N/A	36207KU65	981	1,113.74	0.00%
GNMA I MORTPASS 7% 15/OCT/2029 SF PN# 416538	N/A	36206NV77	1,222	1,351.24	0.00%
FHLMCGLD MORTPASS 7% 01/NOV/2031 C6 PN# C60012	N/A	31298YAM3	1,731	1,906.93	0.00%
FHLMCGLD MORTPASS 7% 01/OCT/2015 E8 PN# E81396	N/A	3128GHRR4	843	909.89	0.00%
FHLMCGLD MORTPASS 7% 01/SEP/2029 C3 PN# C31282	N/A	31293WM72	707	779.41	0.00%
GNMA I MORTPASS 7% 15/JAN/2031 SF PN# 540659	N/A	36212QTQ3	807	892.34	0.00%
GNMA I MORTPASS 7.5% 15/OCT/2030 SF PN# 536334	N/A	36212KY72	835	948.32	0.00%
FHLMCGLD MORTPASS 7.5% 01/OCT/2030 C4 PN# C44017	N/A	31298CPA1	700	788.79	0.00%
FNMA PASS THRU CTF POOL NO: 607632	N/A	31388LA91	305	331.22	0.00%
FHLMCGLD MORTPASS 7.5% 01/JUL/2031 C5 PN# C55071	N/A	31298RT48	601	677.29	0.00%
FHLMCGLD MORTPASS 7.5% 01/SEP/2012 E0 PN# E00507	N/A	31294JR42	908	963.70	0.00%
FHLMCGLD MORTPASS 6.5% 01/MAY/2016 E8 PN# E83933	N/A	3128GLLN0	507	546.91	0.00%

Holding	Ticker	Security No	Shares	Market Value	Percent
FNMA MORTPASS 6% 01/SEP/2037 CL PN# 995050	N/A	31416BL71	39,664,514	41,898,101.69	4.02%
FNMA MORTPASS 5% 01/MAY/2033 CL PN# 555421	N/A	31385XAW7	24,822,025	25,769,398.54	2.47%
TBA FHLMC GOLD SF 5.00 30 YRS OCT	N/A	02R0506A4	23,000,000	23,761,875.00	2.28%
TBA FNMA SF 5.50 15 YRS OCT	N/A	01F0524A7	22,000,000	23,265,000.00	2.23%
US TREAS NTS 04.500% 30/SEP/2011	N/A	912828FU9	16,030,000	17,154,600.68	1.64%
FHLMCGLD MORTPASS 5.5% 01/JUN/2038 G0 PN# G04473	N/A	3128M6JS8	14,353,688	15,044,399.21	1.44%
UNITED STATES TREAS NTS 2.750% 28/FEB/2013	N/A	912828HT0	13,955,000	14,488,122.87	1.39%
FEDERAL HOME LOAN MORTGAGE CORP 2.75% BDS	N/A	3137EABK4	13,765,000	14,177,908.71	1.36%
FHLMCGLD MORTPASS 6% 01/SEP/2038 A8 PN# A81341	N/A	312927P26	13,000,000	13,737,425.33	1.32%
UNITED STATES OF AMER TREAS NOTES 4.25% TB	N/A	912828HH6	12,415,000	13,377,162.50	1.28%
TBA FHLMC GOLD SF 4.50 15 YRS OCT	N/A	02R0424A3	12,900,000	13,347,475.20	1.28%
TBA FNMA SF 5.50 30 YRS OCT	N/A	01F0526A5	11,900,000	12,446,662.20	1.19%
UNITED STATES TREAS NTS 03.125% 15/MAY/2019	N/A	912828KQ2	11,930,000	11,738,929.12	1.13%
FNMA MORTPASS 4.5% 01/JUL/2039 CL PN# AA9809	N/A	31416T3T4	11,066,707	11,224,638.06	1.08%
FHLMCGLD MORTPASS 5.5% 01/MAY/2039 G0 PN# G05459	N/A	3128M7MG8	10,500,001	11,004,219.47	1.05%
FNMA MORTPASS 6.5% 01/JUL/2037 CL PN# 888596	N/A	31410GGD9	10,190,327	10,908,851.30	1.05%
FHLMCGLD MORTPASS 5% 01/MAR/2039 A8 PN# A85442	N/A	312932BK1	10,479,078	10,843,007.39	1.04%
FHLMCGLD MORTPASS 5% 01/JUL/2035 G0 PN# G01837	N/A	3128LXBE9	10,334,882	10,716,411.84	1.03%
USA TREASURY BDS6.375% BDS 15/AUG/2027 USD1000	N/A	912810FA1	8,070,000	10,488,482.16	1.01%
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% MBPT	N/A	31402C4H2	9,496,136	9,946,214.53	0.95%
UNITED STATES TREAS NTS 1.75% 15/AUG/2012	N/A	912828LH1	9,756,000	9,856,603.87	0.94%
FNMA MORTPASS 4.5% 01/JUN/2039 CL PN# 190396	N/A	31368HNM1	8,944,510	9,072,155.20	0.87%
TBA GNMA I SF 5.00 30 YRS OCT	N/A	01N0506A0	8,600,000	8,898,316.80	0.85%
UNITED STATES TREAS NTS 3.625% 15/AUG/2019	N/A	912828LJ7	8,475,000	8,698,790.85	0.83%
FNMA MORTPASS 4.5% 01/MAY/2039 CL PN# AA6013	N/A	31416PVF1	8,447,787	8,568,344.07	0.82%
UNITED STATES TREAS NTS 02.250% 31/MAY/2014	N/A	912828KV1	8,490,000	8,515,869.03	0.82%
FNMA MORTPASS 5% 01/MAY/2023 CI PN# 969977	N/A	31414MCN4	7,720,570	8,106,767.33	0.78%
FED NATL MTG ASSN 5.5% POOL# 254767	N/A	31371K6C0	7,711,404	8,076,893.70	0.77%
TBA GNMA I SF 6.00 30 YRS NOV	N/A	01N0606B7	7,400,000	7,788,500.00	0.75%
US TREAS NTS 4.625% 29/FEB/2012	N/A	912828GK0	7,134,000	7,725,344.39	0.74%
FNMA MORTPASS 4% 01/APR/2024 CI PN# AA2549	N/A	31416KZP6	7,451,303	7,591,815.55	0.73%
UNITED STATES TREAS NTS 1.875% 30/APR/2014	N/A	912828KN9	7,475,000	7,386,234.38	0.71%
USA TREASURY BDS 6.25% BDS 15/AUG/2023 USD	N/A	912810EQ7	5,869,000	7,356,427.62	0.71%
UNITED STATES TREAS NTS 1.500% 31/DEC/2013	N/A	912828JW1	7,000,000	6,853,987.00	0.66%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% BDS	N/A	31398ADM1	5,505,000	6,218,970.98	0.60%
UNITED STATES TREAS NTS 1.875% 15/JUN/2012	N/A	912828KX7	6,005,000	6,098,828.13	0.58%
FNMA MORTPASS 4.5% 01/AUG/2039 CL PN# AC3486	N/A	31417M2U6	6,000,000	6,086,224.95	0.58%
FREDDIE MAC 4.8750% DUE 15/NOV/2013	N/A	3134A4UK8	5,292,000	5,828,894.57	0.56%
US TREAS NTS 04.250% 15/JAN/2011	N/A	912828ES5	5,500,000	5,761,679.00	0.55%
UNITED STATES OF AMER TREAS NOTES 2.375%	N/A	912828LK4	5,570,000	5,590,887.50	0.54%
UNITED STATES TREAS NTS 1.375% 15/MAY/2012	N/A	912828KP4	5,500,000	5,518,474.50	0.53%
FEDERAL HOME LOAN BANKS 5.25% BDS 05/JUN/2017	N/A	3133XL4N0	4,900,000	5,498,951.50	0.53%
FHLMCGLD MORTPASS 4.5% 01/AUG/2039 A8 PN# A88133	N/A	312935BA6	5,392,817	5,463,035.76	0.52%
UNITED STATES TREAS NTS 2.375% 30/SEP/2014	N/A	912828LQ1	5,300,000	5,313,674.00	0.51%
FNMA MORTPASS 5.5% 01/JAN/2035 CL PN# 735141	N/A	31402QWA5	4,972,846	5,208,538.66	0.50%
TBA FHLMC GOLD SF 6.00 30 YRS OCT	N/A	02R0606A3	4,900,000	5,171,028.80	0.50%
UNITED STATES OF AMER TREAS BONDS 1.25% TB	N/A	912828JS0	5,125,000	5,170,243.50	0.50%
UNITED STATES TREAS NTS 2.750% 15/FEB/2019	N/A	912828KD1	5,305,000	5,062,545.59	0.49%
UNITED STATES TREAS NTS 1.000% 30/SEP/2011	N/A	912828LW8	5,010,000	5,013,912.81	0.48%
JPMORGAN CHASE & CO 2.625% NTS 01/DEC/2010 USD1000	N/A	481247AD6	4,880,000	4,988,082.24	0.48%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# AC1454	N/A	31417KTL1	5,000,000	4,957,291.43	0.48%
USAA AUTO OWNER TRUST 4.28% MTG BDS 15/OCT/2012	N/A	90327KAC6	4,750,000	4,915,376.00	0.47%
TBA GNMA I SF 5.50 30 YRS OCT	N/A	01N0526A6	4,600,000	4,825,685.20	0.46%
UNITED STATES TREAS NTS 4.000% 15/AUG/2018	N/A	912828JH4	4,425,000	4,671,485.78	0.45%
FEDERAL HOME LN MTG CORP 5.125% 15/JUL/2012	N/A	3134A4QD9	4,234,000	4,645,646.42	0.45%
FANNIE MAE 1.75% NTS 10/AUG/2012 USD1000 TR'540'	N/A	31398AYM8	4,490,000	4,510,460.93	0.43%
FNMA MORTPASS 4% 01/JUL/2039 CL PN# AA9611	N/A	31416TVD8	4,502,630	4,464,170.05	0.43%
UNITED STATES TREAS NTS 0.875% 30/APR/2011	N/A	912828KL3	4,420,000	4,432,084.28	0.42%
SVENSK EXPORTKREDIT AKTIEBOLAGET 4.875% GLBL NTS	N/A	00254EBP6	4,101,000	4,363,816.69	0.42%
GENERAL ELECTRIC CAPITAL CORP 1.8% NTS 11/MAR/2011	N/A	36967HAL1	4,170,000	4,221,799.74	0.40%
FED NATL MTG ASSN 6.0% DUE 01/DEC/2035	N/A	31371MLC9	3,961,793	4,184,889.66	0.40%
COMMERCIAL MORTGAGE PASS-THROUGH CERT 2005-LP5 CL	N/A	20047PAE7	4,180,000	4,144,830.73	0.40%
UNITED STATES TREAS NTS 02.000% 30/SEP/2010	N/A	912828JL5	4,000,000	4,062,032.00	0.39%
UNITED STATES OF AMER TREAS NOTES 1.875% TB	N/A	912828KF6	4,000,000	3,965,312.00	0.38%
UNITED STATES OF AMER TREAS NOTES 'C' 4.5% TB	N/A	912828GS3	3,595,000	3,945,792.91	0.38%
US TREAS NTS 4.75% 31/MAY/2012	N/A	912828GU8	3,535,000	3,857,844.48	0.37%
UNITED STATES TREAS NTS 0.875% 31/MAR/2011	N/A	912828KH2	3,760,000	3,772,629.84	0.36%
USA TREASURY BDS 8% BDS 15/NOV/2021 USD1000	N/A	912810EL8	2,655,000	3,758,070.20	0.36%
FNMA MORTPASS 7% 01/NOV/2037 CL PN# 955194	N/A	31413TUT7	3,419,445	3,735,244.22	0.36%
FEDERAL HOME LOAN BANKS 3.625% BDS 18/OCT/2013	N/A	3133XSAE8	3,500,000	3,686,571.00	0.35%
FNMA MORTPASS 4% 01/AUG/2039 CL PN# 994002	N/A	31416AGK0	3,694,823	3,663,263.19	0.35%
UNITED STATES TREAS NTS 03.875% 31/OCT/2012	N/A	912828HG8	3,365,000	3,612,381.34	0.35%
FEDERAL NATIONAL MORTGAGE ASSOC 5.125% NTS	N/A	31359MM26	3,334,000	3,558,668.26	0.34%
TBA FHLMC GOLD SF 4.50 30 YRS OCT	N/A	02R0426A1	3,500,000	3,540,467.00	0.34%
TENNESSEE VALLEY AUTH PWR BD 2008-B 18 01/APR/2018	N/A	880591EC2	3,365,000	3,465,775.02	0.33%
UNITED STATES TREAS NTS 4.625% 15/FEB/2017	N/A	912828GH7	3,060,000	3,387,753.54	0.32%
FREDDIE MAC 3.875% 29/JUN/2011	N/A	3137EABN8	3,160,000	3,325,839.96	0.32%
FHLMCGLD MORTPASS 5.5% 01/FEB/2036 G0 PN# G08111	N/A	3128MJDR8	3,139,849	3,293,570.99	0.32%
UNITED STATES TREAS NTS 1.750% 31/MAR/2014	N/A	912828KJ8	3,345,000	3,291,426.48	0.32%
UNITED STATES OF AMER TREAS BONDS 4.25% BDS	N/A	912810QB7	3,095,000	3,201,873.45	0.31%
US TREAS NTS 3.625% 31/DEC/2012	N/A	912828HM5	2,960,000	3,157,023.52	0.30%
JPM CHASE CAPITAL XXV 6.8% BDS 01/OCT/2037 USD1000	N/A	46631VAA9	3,060,000	3,079,479.96	0.30%
FIRST UNION NATIONAL BANK COM MTG T 7.202% CMO	N/A	33736XAX7	2,963,794	3,054,952.84	0.29%
UNITED STATES TREAS NTS 2.625% 30/APR/2016	N/A	912828KR0	3,055,000	3,015,379.71	0.29%
UNITED STATES TREAS BDS 04.500% 15/FEB/2036	N/A	912810FT0	2,610,000	2,803,301.82	0.27%
US TREAS NTS 4.25% 30/SEP/2012	N/A	912828HE3	2,585,000	2,800,888.86	0.27%
J P MORGAN CHASE COML MTG SEC 2001-CIBC1 MTG	N/A	46625MAD1	2,604,000	2,696,576.63	0.26%
FEDERAL NATIONAL MORTGAGE ASSOC 5.375% NTS	N/A	31359MLS0	2,434,000	2,653,274.19	0.25%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43861	N/A	3128K4JE6	2,438,876	2,558,279.16	0.25%
UNITED STATES TREAS BDS 4.500% 15/MAY/2038	N/A	912810PX0	2,370,000	2,550,342.78	0.24%
REGIONS BANK 3.25% BDS 09/DEC/2011 USD1000	N/A	7591EAAB9	2,440,000	2,538,346.64	0.24%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38531	N/A	31297UPQ7	2,361,303	2,480,597.96	0.24%
CITIBANK CREDIT CARD ISSUANCE TRUST CLS'06-A4'NTS	N/A	17305EDF9	2,330,000	2,478,538.67	0.24%
FHLMCGLD MORTPASS 5.5% 01/SEP/2035 A3 PN# A37135	N/A	31297S4U6	2,337,732	2,455,835.72	0.24%
USA TREASURY BDS 8.5% BDS 15/FEB/2020 USD1000	N/A	912810EE4	1,700,000	2,440,562.50	0.23%
BANC AMER CMBS 2006-6 A-4 10/OCT/2045 5.35600	N/A	05950VAE0	2,830,000	2,409,008.35	0.23%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43886	N/A	3128K4J71	2,228,455	2,337,556.24	0.22%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649513	N/A	36292HSA2	2,210,253	2,330,090.17	0.22%
UNITED STATES TREAS NTS 1.125% 30/JUN/2011	N/A	912828LF5	2,280,000	2,293,180.68	0.22%
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% NTS	N/A	31398AXJ6	2,280,000	2,275,056.96	0.22%
LB UBS COMMERCIAL MORTGAGE TRUST VAR% CMO	N/A	52108HXM1	2,161,000	2,199,563.48	0.21%
MORGAN STANLEY CAP I 2005-T19 A2 4.775%	N/A	61745M5D1	2,153,000	2,175,328.55	0.21%
KFW BANKENGRUPPE 3.5% GTD BDS 10/MAR/2014 USD1000	N/A	500769DF8	2,085,000	2,169,236.09	0.21%
JP MORGAN CHASE COMMERCIAL MORTGAGE FR CMO	N/A	46628FAF8	2,321,000	2,158,446.91	0.21%
FEDERAL HOME LOAN MORTGAGE CORP 1.625% BDS	N/A	3137EABZ1	2,125,000	2,151,698.50	0.21%
USA TREASURY BDS 8.125% BDS15/AUG/2019 USD1000	N/A	912810ED6	1,500,000	2,090,157.00	0.20%
CITIGROUP COML MTG TR 2008-C7 COML MTG P/THRU CTF	N/A	17313KAF8	2,320,000	2,088,718.74	0.20%
GS MORTGAGE SECURITIES CORP SER 2004-GG2 CL A5	N/A	36228CTG8	2,133,000	2,076,391.46	0.20%
UNITED STATES TREAS NTS 04.875% 15/AUG/2016	N/A	912828FQ8	1,833,000	2,062,410.95	0.20%
FHLMCGLD MORTPASS 5.5% 01/OCT/2035 A3 PN# A38255	N/A	31297UE48	1,911,838	2,008,425.25	0.19%
GNMA I MORTPASS 5.5% 15/MAR/2036 SF PN# 652207	N/A	36292LR48	1,806,315	1,901,710.94	0.18%
EUROPEAN INVESTMENT 4.62500 20/OCT/2015	N/A	298785DR4	1,675,000	1,817,614.53	0.17%
TBA FNMA SF 6.50 30 YRS OCT	N/A	01F0626A4	1,700,000	1,816,875.00	0.17%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43884	N/A	3128K4J55	1,719,421	1,806,287.28	0.17%
BANK OF AMERICA CORP 2.1% SRN 30/APR/2012 USD1000	N/A	06050BAG6	1,675,000	1,698,503.60	0.16%
GNMA I MORTPASS 5.5% 15/OCT/2035 SF PN# 649510	N/A	36292HR70	1,588,754	1,674,894.67	0.16%
US TREASURY NOTE 4.125% 15/MAY/2015	N/A	912828DV9	1,533,000	1,659,950.80	0.16%
GLAXOSMITHKLINE CAPITAL 4.85% BDS 15/MAY/2013	N/A	377372AC1	1,500,000	1,611,499.50	0.15%
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS	N/A	105756BK5	1,345,000	1,603,912.50	0.15%
LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C1 A-2	N/A	50179AAB3	1,535,000	1,534,787.56	0.15%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES	N/A	46632HAB7	1,525,000	1,516,056.18	0.15%
UNITED STATES TREASURY NOTES 4.0% DUE 15/FEB/2015	N/A	912828DM9	1,400,000	1,508,500.00	0.14%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J01049	N/A	3128PCEW8	1,407,005	1,489,117.19	0.14%
FEDERAL HOME LOAN MORTGAGE CORP 3.75% BDS	N/A	3137EACA5	1,475,000	1,475,719.80	0.14%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43885	N/A	3128K4J63	1,400,641	1,469,214.35	0.14%
KREDITANSTALT FUR WIEDERAUFBAU 4.37500 21/JUL/2015	N/A	500769BH6	1,405,000	1,468,233.43	0.14%
TBA FNMA SF 4.50 15 YRS OCT	N/A	01F0424A8	1,400,000	1,449,436.80	0.14%
BANC AMERICA COML MTG INC 5.451% CMO 15/JAN/2049	N/A	059497AX5	1,630,000	1,441,344.62	0.14%
USA TREASURY NTS 1.3750% NT 15/SEP/2012 USD1000	N/A	912828LM0	1,435,000	1,432,533.24	0.14%
WAL-MART STORES INC 5% BDS 05/APR/2012 USD1000	N/A	931142CF8	1,300,000	1,406,622.10	0.13%
UNITED STATES TREAS BDS 4.500% 15/AUG/2039	N/A	912810QC5	1,285,000	1,385,390.63	0.13%
TBA FNMA SF 5.00 15 YRS OCT	N/A	01F0504A1	1,300,000	1,362,969.40	0.13%
FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS	N/A	31359MWJ8	1,236,000	1,349,199.06	0.13%
MORGAN STANLEY 5.45% NTS 09/JAN/2017 USD1000	N/A	617446C23	1,345,000	1,346,877.62	0.13%
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034	N/A	91086QAS7	1,223,000	1,345,300.00	0.13%
UNITED STATES TREAS NTS 3% 30/SEP/2016	N/A	912828LP3	1,325,000	1,330,278.80	0.13%
J P MORGAN CHASE COML. MTG. SEC. 2005-LDP4	N/A	46625YUC5	1,546,000	1,313,499.69	0.13%
CITIGROUP INC 5.30% 07/JAN/2016	N/A	172967DE8	1,321,000	1,285,245.81	0.12%
DAIMLER NORTH AMERICA CORPORATION 5.875% BDS	N/A	233835BA4	1,213,000	1,258,751.93	0.12%
FEDERAL NATIONAL MORTGAGE ASSOC 5% NTS 15/APR/2015	N/A	31359MA45	1,132,000	1,256,203.04	0.12%
UNITED STATES OF AMER TREAS BONDS 5.375% BDS	N/A	912810FP8	1,038,000	1,233,273.75	0.12%
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2002-C1 C	N/A	929766AF0	1,189,000	1,226,989.50	0.12%
JP MORGAN CHASE CMBS 2001-C1C3 01-CIBC C 144	N/A	46625MHF9	1,292,000	1,219,435.98	0.12%
COBALT CMBS COML MTG TR 2007 C3 FLTG RATE NTS	N/A	19075DAE1	1,490,000	1,219,365.04	0.12%
MORGAN STANLEY CAPITAL I TRUST 2007-IQ A-4	N/A	61754KAF2	1,490,000	1,218,679.64	0.12%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A48378	N/A	3128K9JX3	1,161,271	1,218,124.73	0.12%
TELEFONICA EMISIONES SAU 6.421% BDS 20/JUN/2016	N/A	87938WAB9	1,080,000	1,212,912.36	0.12%
GENERAL ELECTRIC CAPITAL CORP 5.625% BDS	N/A	36962G3H5	1,150,000	1,164,414.10	0.11%
WACHOVIA BANK COMMERICAL MTG TST VAR MTG BDS	N/A	92978NAE4	1,395,000	1,148,668.25	0.11%
BARRICK GOLD FIN 4.875% DUE 15/NOV/2014	N/A	06849VAB9	1,060,000	1,126,737.60	0.11%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% BDS	N/A	31294KN43	1,045,464	1,119,901.41	0.11%
CITIGROUP INC 5.50% 15/OCT/2014	N/A	172967EZ0	1,100,000	1,098,410.50	0.11%
FEDERAL HOME LN MTG CORP 6.25% 15/JUL/2032 USD	N/A	3134A4KX1	865,000	1,091,128.30	0.10%
FANNIE MAE 4.00% MTG BDS 01/OCT/2039 USD1000	N/A	01F0406A0	1,100,000	1,089,000.00	0.10%
TIME WARNER CABLE INC SR NT 8.25% 01/APR/2019	N/A	88732JAS7	900,000	1,087,826.40	0.10%
JPMORGAN CHASE BANK NATL ASS 6% NTS 05/JUL/2017	N/A	48121CVZ6	1,030,000	1,081,852.26	0.10%
UNION PACIFIC CORP 5.125% UNS LN STK 15/FEB/2014	N/A	907818DC9	1,000,000	1,072,739.00	0.10%
DEUTSCHE BANK AG LONDON 4.875% 20/MAY/2013	N/A	2515A0NY5	1,000,000	1,065,168.00	0.10%
DUKE ENERGY CORP 6.25% BDS 15/JAN/2012 USD1000	N/A	264399DW3	970,000	1,057,111.82	0.10%
GNMA I MORTPASS 5.5% 15/SEP/2035 SF PN# 649454	N/A	36292HQF3	1,000,078	1,054,301.37	0.10%
KINDER MORGAN ENER PART	N/A	494550AR7	1,000,000	1,045,279.00	0.10%
COVIDIEN INTERNATIONAL FINANCE 6% GTD SNR NTS	N/A	22303QAG5	940,000	1,042,859.50	0.10%
GLAXOSMITHKLINE CAPITAL INC 5.65% SNR NTS	N/A	377372AD9	940,000	1,029,767.18	0.10%
TBA GNMA I SF 4.50 30 YRS OCT	N/A	01N0426A7	1,000,000	1,014,688.00	0.10%
BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES SER	N/A	07383F7Y8	1,384,000	1,002,201.73	0.10%
GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013	N/A	369604AY9	946,000	997,936.35	0.10%
WACHOVIA CORP 5.3% NTS 15/OCT/2011 USD1000	N/A	929903CF7	935,000	990,625.96	0.09%
VERIZON GLOBAL FUNDING CORP 7.75% BDS 01/DEC/2030	N/A	92344GAM8	810,000	978,619.32	0.09%
ORACLE CORP SR NT 3.75% 08/JUL/2014	N/A	68389XAF2	905,000	940,156.54	0.09%
EUROPEAN INVESTMENT BANK 3% BDS 08/APR/2014	N/A	298785EX0	905,000	926,121.80	0.09%
FED NATL MTG ASSOC 6.25% 15/MAY/2029 USD1000	N/A	31359MEU3	750,000	920,237.25	0.09%
FHLMCGLD MORTPASS 5.5% 01/JAN/2036 A4 PN# A42305	N/A	3128K2R27	874,892	917,725.76	0.09%
HEWLETT-PACKARD CO 5.5% SNR NTS 01/MAR/2018	N/A	428236AS2	835,000	912,410.35	0.09%
BAXTER INTERNATIONAL INC 5.375% NTS 01/JUN/2018	N/A	071813AY5	835,000	904,905.37	0.09%
INTERNATIONAL BANK FOR REC & DEV 7.625% BDS	N/A	459056LD7	677,000	903,118.00	0.09%
BRISTOL-MYERS SQUIBB CO 5.25% BDS 15/AUG/2013	N/A	110122AL2	825,000	897,237.00	0.09%
GENERAL ELECTRIC CAPITAL CORP 6.75% MED TERM NTS	N/A	36962GXZ2	867,000	885,140.24	0.08%
WASTE MANAGEMENT INC 6.375% 11/MAR/2015	N/A	94106LAT6	800,000	885,190.40	0.08%
CISCO SYSTEMS INC SR NT 4.95% 15/FEB/2019	N/A	17275RAE2	835,000	877,736.14	0.08%
SCHERING-PLOUGH CORP VAR NOTES 01/DEC/2013 USD1000	N/A	806605AE1	800,000	875,834.40	0.08%
CITIGROUP INC 5.25% SNR NTS 27/FEB/2012 USD1000	N/A	172967DZ1	850,000	873,034.15	0.08%
AOL TIME WARNER INC 7.625% BDS 15/APR/2031 USD1000	N/A	00184AAC9	773,000	866,332.02	0.08%
LILLY(ELI)& CO BDS 15/MAR/2017 USD1000	N/A	532457BB3	800,000	863,681.60	0.08%
AMERICAN EXPRESS CO. 4.875 15/JUL/2013	N/A	025816AQ2	837,000	862,467.40	0.08%
ENCANA CORP 5.8% BDS 01/MAY/2014 USD1000	N/A	292506AA0	791,000	856,109.58	0.08%
GOLDMAN SACHS GROUP INC 5.625% BDS 15/JAN/2017	N/A	38141GEU4	850,000	856,318.90	0.08%
UNITED STATES OF AMER TREAS BONDS 6.875%	N/A	912810EV6	633,000	850,989.38	0.08%
CONOCOPHILLIPS 5.625% NTS 15/OCT/2016 USD1000	N/A	20825TAA5	760,000	832,402.16	0.08%
AT&T INC 6.15% NTS 15/SEP/2034 USD1000	N/A	78387GAQ6	814,000	831,889.28	0.08%
VIRGINIA ELECTRIC & POWER CO SER'B' 5.95% SNR NTS	N/A	927804FC3	750,000	831,503.25	0.08%
COMMONWEALTH EDISON CO 1ST MTG 6.15% 15/SEP/2017	N/A	202795HS2	750,000	828,759.75	0.08%
GOLDMAN SACHS CAPITAL I 6.345% 15/FEB/2034	N/A	38143VAA7	900,000	826,542.90	0.08%
FNMA MORTPASS 6% 01/SEP/2023 CI PN# 990972	N/A	31415V2D6	771,082	822,424.04	0.08%
FNMA TBA 15YR TBA 04.000% OCT	N/A	01F0404A2	800,000	813,750.40	0.08%
CITIGROUP FUNDING INC 2.25% BDS 10/DEC/2012	N/A	17313YAJ0	800,000	810,771.20	0.08%
IBM CORP 5.875% DUE 29/NOV/2032	N/A	459200BB6	732,000	810,635.10	0.08%
MIDAMERICAN ENERGY HLDGS 5.75% SNR NTS 01/APR/2018	N/A	59562VAT4	750,000	809,553.75	0.08%
ENBRIDGE INC 5.6% BDS 01/APR/2017 USD1000	N/A	29250NAB1	750,000	796,617.75	0.08%
AEGIS ASSET BACKED SECURITIES TRUST 2006-1 A1	N/A	00764SAA2	816,680	794,652.71	0.08%
JP MORGAN CHASE BK NEW YORK NY 6% BDS 01/OCT/2017	N/A	48121CYK6	750,000	788,811.75	0.08%
DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014	N/A	25468PCA2	687,000	781,529.83	0.07%
FHLMCGLD MORTPASS 6.5% 01/SEP/2037 A6 PN# A66192	N/A	3128KW2Z5	729,066	778,153.49	0.07%
KIMBEERLY- CLARK CORP 4.875 15/AUG/2015	N/A	494368AY9	710,000	773,691.26	0.07%
CATERPILLAR FINANCIAL SERVICES CORP 6.125% UNS LN	N/A	14912L4F5	700,000	767,421.90	0.07%
TELECOM ITALIA CAPITAL 5.25% 01OCT20015	N/A	87927VAQ1	730,000	755,747.83	0.07%
VERIZON COMMUNICATIONS INC 8.75% BDS 01/NOV/2018	N/A	92343VAQ7	600,000	749,550.00	0.07%
ALTRIA GROUP INC 9.7% NTS 10/NOV/2018 USD1000	N/A	02209SAD5	600,000	745,234.20	0.07%
MORGAN STANLEY 5.05% 21/JAN/2011	N/A	61746SBS7	720,000	744,764.40	0.07%
WACHOVIA BANK 6.6% BDS 15/JAN/2038 USD1000 TR'9'	N/A	92976GAJ0	675,000	740,938.05	0.07%
KINDER MORGAN ENERGY PARTNERS 6.85% BDS	N/A	494550BB1	675,000	737,257.95	0.07%
AOL TIME WARNER INC 7.7% BDS 01/MAY/2032 USD1000	N/A	00184AAG0	648,000	732,749.98	0.07%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00718	N/A	3128PBYP3	690,067	730,338.85	0.07%
FHLMCGLD MORTPASS 6.5% 01/DEC/2038 G0 PN# G05232	N/A	3128M7ED4	681,854	727,762.53	0.07%
FEDERAL NATL MTG ASSN FR 3%16/SEP/2014	N/A	31398AYY2	715,000	726,802.51	0.07%
GOLDMAN SACHS GROUP INC 6.75% BDS 01/OCT/2037	N/A	38141GFD1	700,000	722,421.70	0.07%
COX COMMUNICATIONS INC 5.5% 01/OCT/2015	N/A	224044BH9	667,000	712,473.39	0.07%
GENERAL ELEC CAP CORP MTN BE FR 6.15%07/AUG/2037	N/A	36962G3A0	750,000	711,732.00	0.07%
AMERICAN EXPRESS CO 8.125% LN STK 20/MAY/2019	N/A	025816BB4	600,000	709,614.60	0.07%
FHLMCGLD MORTPASS 6.5% 01/AUG/2037 A6 PN# A64982	N/A	3128KVRB3	663,832	708,527.73	0.07%
CANADIAN NATURAL RESOURCES 6.25% NTS 15/MAR/2038	N/A	136385AL5	660,000	703,122.42	0.07%
ENTERPRISE PRODUCTS OPER L P 5.6% BDS 15/OCT/2014	N/A	293791AN9	656,000	698,716.75	0.07%
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000	N/A	715638AW2	605,000	697,867.50	0.07%
ITALY (REPUBLIC OF) 4.5% 21/JAN/2015 USD	N/A	465410BN7	652,000	690,669.47	0.07%
WILLIAMS COMPANIES INC 8.75% BDS 15/JAN/2020	N/A	969457BS8	600,000	689,786.40	0.07%
EUROPEAN INVESTMENT BANK 4.625% NTS 15/MAY/2014	N/A	298785DD5	630,000	686,514.78	0.07%
AETNA INC NEW 6% SNR NTS 15/JUN/2016 USD1000	N/A	00817YAE8	650,000	685,573.20	0.07%
WELLS FARGO CAPITAL XIII VAR PERP USD1000	N/A	94986EAA8	775,000	682,000.00	0.07%
UBS AG(STAMFORD) 5.875% DEP NTS 15/JUL/2016	N/A	90261XBY7	679,000	677,825.33	0.06%
FEDERAL HOME LOAN BANKS 4.875% BDS 17/MAY/2017	N/A	3133XKQX6	605,000	660,334.51	0.06%
NOVA SCOTIA(PROVINCE OF) CANADA 5.125% BDS	N/A	669827FT9	615,000	654,065.42	0.06%
LANDWIRTSCHAFTLICHE RENTENBANK 5.125% BDS	N/A	515110AV6	600,000	652,006.20	0.06%
FHLMCGLD MORTPASS 6.5% 01/FEB/2038 A7 PN# A74187	N/A	3128L7UL9	610,397	651,494.98	0.06%
HONEYWELL INC 5.3% BDS 01/MAR/2018 USD1000	N/A	438516AX4	605,000	651,254.07	0.06%
ILLINOIS ST GO PENSION FUND SER OF JUNE GLOBAL	N/A	452151LF8	695,000	646,523.75	0.06%
BALTIMORE GAS & ELECTRIC CO 5.9% SNR NTS	N/A	059165DZ0	615,000	645,127.01	0.06%
AT&T INC 5.1% 15/SEP/2014	N/A	78387GAP8	597,000	643,666.30	0.06%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MJDW7	611,589	641,531.49	0.06%
GOLDMAN SACHS GROUP INC 5.25% 15/OCT/2013	N/A	38141GDQ4	605,000	642,277.08	0.06%
KRAFT FOODS INC 6.125% 23/AUG/2018	N/A	50075NAV6	600,000	636,414.60	0.06%
FHLMCGLD MORTPASS 6.5% 01/FEB/2037 A5 PN# A57803	N/A	3128KLU47	594,647	634,810.57	0.06%
SUNCOR ENERGY 6.1% BDS 01/JUN/2018 USD1000	N/A	86722TAA0	605,000	632,264.93	0.06%
TIAA GLOBAL MARKETS 4.95% MTN 15/JUL/2013 USD1000	N/A	87244EAG7	600,000	632,815.20	0.06%
PEPSICO INC 7.9% SNR UNSEC NTS 01/NOV/2018 USD1000	N/A	713448BJ6	500,000	631,359.00	0.06%
BELLSOUTH CORP 6% NTS 15/OCT/2011 USD1000	N/A	079860AB8	583,000	629,596.28	0.06%
PRINCIPAL LIFE GLOBAL 5.25% 15/JAN/2013	N/A	7425A0A59	615,000	626,244.05	0.06%
WELLPOINT INC 5% NTS 15/DEC/2014 USD2000	N/A	94973VAG2	598,000	621,551.63	0.06%
BOEING CO 4.875% BDS 15/FEB/2020 USD1000	N/A	097023AZ8	600,000	618,917.40	0.06%
REPUBLIC OF ITALY 5.375% 15JUN15/JUN/2033	N/A	465410BG2	584,000	616,757.14	0.06%
FNMA MORTPASS 4.5% 01/SEP/2024 CI PN# AC1529	N/A	31417KVX2	593,968	615,934.79	0.06%
FHLMCGLD MORTPASS 6.5% 01/JAN/2038 A7 PN# A72132	N/A	3128L5LM1	576,279	615,079.17	0.06%
ROGERS WIRELESS INC 7.25% SNR 15/DEC/2012 USD EXCH	N/A	77531QAK4	540,000	610,347.96	0.06%
DUKE ENERGY CORP 5.05% BDS 15/SEP/2019 USD1000	N/A	26441CAD7	600,000	606,576.00	0.06%
JPMORGAN CHASE & CO 3.7% NTS 20/JAN/2015 USD1000	N/A	46625HHP8	605,000	599,664.51	0.06%
UNITED MEXICAN STS MT BE 6.375% 16/JAN/2013	N/A	91086QAK4	545,000	597,592.50	0.06%
ORACLE CORP 5.25% SNR NTS 15/JAN/2016 USD1000	N/A	68402LAC8	548,000	596,152.21	0.06%
FORTUNE BRANDS INC 5.375% BDS 15/JAN/2016 USD1000	N/A	349631AL5	585,000	584,512.70	0.06%
ALTRIA GROUP INC 10.2% 06/FEB/2039	N/A	02209SAH6	420,000	582,995.28	0.06%
SLM CORP 78442FCJ5 5.375% 15/MAY/2014	N/A	78442FCJ5	759,000	580,921.90	0.06%
GENERAL ELECTRIC CAPITAL CORP FLTG RATE NTS	N/A	36962G3M4	700,000	579,250.00	0.06%
VALE OVERSEAS LIMITED 6.875% GTD NTS 21/NOV/2036	N/A	91911TAH6	556,000	575,199.24	0.06%
GNMA I MORTPASS 6% 15/JUN/2036 SF PN# 656666	N/A	36294QQT1	533,140	563,961.77	0.05%
WELLS FARGO CAPITAL VAR BDS 01/DEC/2086 USD100000	N/A	94978SAA7	650,000	563,875.00	0.05%
COMCAST CORP 6.5% BDS 15/JAN/2017 USD1000	N/A	20030NAP6	507,000	556,466.98	0.05%
DU PONT(E.I.)DE NEMOURS & CO 5.25% NTS 15/DEC/2016	N/A	263534BQ1	515,000	556,314.33	0.05%
DEUTSCHE TELE INT FIN 5.25% 22/JUL/2013	N/A	25156PAF0	513,000	547,079.62	0.05%
TIME WARNER CABLE INC 6.2% BDS 01/JUL/2013 USD1000	N/A	88732JAK4	500,000	544,698.50	0.05%
VODAFONE GROUP 4.15% LN STK 10/JUN/2014 USD1000	N/A	92857WAT7	530,000	544,271.31	0.05%
FHLMCGLD MORTPASS 6.5% 01/OCT/2035 G0 PN# G08088	N/A	3128MJC24	508,382	543,036.40	0.05%
HSBC HLDGS 6.5% BDS 02/MAY/2036 USD100000	N/A	404280AG4	500,000	541,682.50	0.05%
CANADIAN NAT'L RAILWAYS 4.4% 15/MAR/2013	N/A	136375BH4	515,000	540,659.36	0.05%
TIME WARNER CABLE INC 6.75% BDS 15/JUN/2039	N/A	88732JAU2	500,000	540,718.00	0.05%
PRUDENTIAL FINANCIAL INC 5.1% BDS 14/DEC/2011	N/A	74432QAP0	515,000	535,629.87	0.05%
JOHNSON & JOHNSON 4.95% 15/MAY/2033	N/A	478160AL8	537,000	533,274.83	0.05%
QUEBEC 7.5% BDS 15/SEP/2029 USD1000	N/A	748148QR7	402,000	532,887.58	0.05%
XL CAPITAL LTD 5.25% 15/SEP/2014	N/A	98372PAF5	541,000	531,082.93	0.05%
TRANSCANADA PIPELINES 5.85% BDS 15/MAR/2036	N/A	89352HAB5	500,000	529,349.50	0.05%
DEERE & CO 8.10% BDS 15/MAY/2030 USD1000	N/A	244199AZ8	400,000	527,849.20	0.05%
AT&T INC 5.5% BDS 01/FEB/2018 USD1000	N/A	00206RAJ1	505,000	526,904.38	0.05%
FNMA MORTPASS 5.5% 01/JUN/2024 CI PN# 935348	N/A	31412UTD2	495,701	525,016.61	0.05%
TEXAS EASTN TRANSMISSION CORP NT 7.3% 01/DEC/2010	N/A	882389CA5	500,000	524,463.50	0.05%
COSTCO WHOLESALE CORP 5.5% SNR NTS 15/MAR/2017	N/A	22160KAC9	475,000	519,331.28	0.05%
HOSPITALITY PROPERTIES 44106MAF9 6.750%	N/A	44106MAF9	525,000	518,971.43	0.05%
WYETH 5.50% 01/FEB/2014	N/A	983024AE0	472,000	515,474.50	0.05%
CHARTER ONE BANK FSB 6.375% 15/MAY/2012	N/A	16132NAV8	500,000	510,640.50	0.05%
WAL-MART STORES INC 3.2% NTS 15/MAY/2014 USD1000	N/A	931142CQ4	500,000	510,502.50	0.05%
BANK OF AMERICA CORP 5.25% 01/DEC/2015	N/A	060505BG8	513,000	508,300.92	0.05%
HSBC BANK USA 5.875% MTN 01/NOV/2034 USD	N/A	4042Q1AA5	498,000	508,799.13	0.05%
NORSK HYDRO ASA 6.8% BDS 15/JAN/2028 USD1000	N/A	656531AG5	425,000	506,292.73	0.05%
KOREA(REPUBLIC OF) 4.25% BDS 01/JUN/2013 USD1000	N/A	50064FAC8	492,000	505,901.95	0.05%
KFW INTERNATIONAL FINANCE INC 4.125% NTS	N/A	500769AX2	492,000	504,231.12	0.05%
UNITED TECHNOLOGIES CORP 01/MAY/2015	N/A	913017BH1	460,000	503,106.60	0.05%
COUNTRYWIDE FINANCIAL 4.00% 22/MAR/2011	N/A	22237LPA4	494,000	502,069.00	0.05%
BRITISH TELECOMMUNICATIONS 8.625% NOTES	N/A	111021AE1	391,000	500,899.93	0.05%
METROPOLITAN LIFE GLOBAL FUNDING I 5.125% MTN	N/A	59217EBW3	480,000	501,451.20	0.05%
PORT AUTH N Y & N J CONSOLIDA 6.04% BDS	N/A	73358WAJ3	460,000	500,751.40	0.05%
ONTARIO (PROVINCE OF)	N/A	683234WQ7	463,000	500,260.85	0.05%
WACHOVIA BANK 5.6% NTS 15/MAR/2016 USD1000	N/A	92976GAE1	492,000	497,650.62	0.05%
CITY OF DALLAS 235218M84 15/FEB/2024	N/A	235218M84	492,000	494,460.00	0.05%
FEDERAL HOME LOAN MORTGAGE CORP 6.75% BDS	N/A	3134A3U46	388,000	494,377.96	0.05%
WAL-MART STORES 5.25% 01/SEP/2035	N/A	931142CB7	492,000	492,667.64	0.05%
VODAFONE GROUP PLC NEW 5% 16/DEC/2013	N/A	92857WAF7	461,000	491,647.28	0.05%
ALTRIA GROUP INC GTD NT CR SENS19 06/AUG/2019	N/A	02209SAJ2	400,000	488,782.40	0.05%
CVS CAREMARK CORP 6.25% SNR NTS 01/JUN/2027	N/A	126650BJ8	460,000	488,946.42	0.05%
DIAGEO FINANCE 25244SAC5 5.3% 28/OCT/2015	N/A	25244SAC5	451,000	488,116.85	0.05%
JPMORGAN CHASE & CO 6.625% SUB NOTES 15/MAR/2012	N/A	46625HAN0	447,000	488,018.51	0.05%
MORGAN STANLEY 5.3% 01/MAR/2013	N/A	617446HR3	461,000	483,050.55	0.05%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00854	N/A	3128PB5P5	454,944	481,494.32	0.05%
GOLDMAN SACHS GROUP INC 5.125% DUE 15/JAN/2015	N/A	38141GEA8	461,000	481,757.91	0.05%
GOLDMAN SACHS GROUP INC 6.1250% DUE 15/FEB/2033	N/A	38141GCU6	450,000	481,150.35	0.05%
CONOCOPHILLIPS 4.6% BDS 15/JAN/2015 USD1000	N/A	20825CAT1	450,000	480,282.30	0.05%
MIDAMERICAN ENERGY HLDGS NEW SR NT 5.875%	N/A	59562VAF4	441,000	480,481.41	0.05%
BANK AMER N A CHARLOTTE N C 5.3% NTS 15/MAR/2017	N/A	06050TKN1	500,000	479,655.50	0.05%
HONEYWELL INTERNATIONAL INC 5.4% BDS 15/MAR/2016	N/A	438516AP1	440,000	478,455.12	0.05%
METLIFE INC 6.125% BDS 01/DEC/2011 USD1000	N/A	59156RAC2	445,000	478,266.87	0.05%
CRH AMERICA INC 6% NTS 30/SEP/2016 USD1000	N/A	12626PAG8	465,000	476,700.80	0.05%
ALLSTATE CORP 7.5% BDS 15/JUN/2013 USD1000	N/A	020002AC5	425,000	475,305.13	0.05%
PFIZER INC 7.20% BDS 15/MAR/2039 USD1000	N/A	717081CY7	375,000	471,979.13	0.05%
CREDIT SUISSE FB USA INC	N/A	22541LAE3	395,000	471,372.46	0.05%
EMBARQ CORPORATION 6.738% NTS 01/JUN/2013 USD1000	N/A	29078EAC9	433,000	469,546.07	0.04%
GOLDMAN SACHS GROUP INC 5.35% SNR NTS 15/JAN/2016	N/A	38141GEE0	453,000	467,871.54	0.04%
CALIFORNIA STATE 7.55% BDS 01/APR/2039 USD5000	N/A	13063A5G5	420,000	466,817.40	0.04%
UNITED STATES TREAS BDS 3.50% 15/FEB/2039	N/A	912810QA9	515,000	466,558.07	0.04%
DOW CHEMICAL CO 8.55% BDS 15/MAY/2019 USD1000	N/A	260543BX0	415,000	466,520.59	0.04%
NEWS AMERICA INC 5.3% NTS 15/DEC/2014 USD1000	N/A	652482BG4	433,000	466,120.60	0.04%
BANK OF AMERICA CORP 4.875% DUE 15/JAN/2013	N/A	060505AX2	451,000	462,610.09	0.04%
DEERE & CO 6.95% BDS 25/APR/2015 USD1000	N/A	244199BB0	400,000	462,923.60	0.04%
WEYERHAEUSER CO 6.75% NTS 15/MAR/2012 USD1000	N/A	962166BP8	443,000	461,508.10	0.04%
NEWS AMERICA INC 6.55% BDS 15/MAR/2033 USD1000	N/A	652482BC3	450,000	460,574.55	0.04%
UNITED TECHNOLOGIES CORP 6.125% BDS 15/JUL/2038	N/A	913017BP3	400,000	460,815.60	0.04%
TIME WARNER CABLE INC 6.75% SNR NTS 01/JUL/2018	N/A	88732JAL2	415,000	458,475.40	0.04%
PROCTER & GAMBLE CO 5.80% 15/AUG/2034	N/A	742718DB2	405,000	452,027.39	0.04%
CONOCO FUNDING CO 6.35% BDS 15/OCT/2011 USD1000	N/A	20825UAB0	408,000	447,085.18	0.04%
BANK OF AMERICA CORP 5.625% BDS 14/OCT/2016	N/A	060505CS1	440,000	444,462.92	0.04%
GENERAL ELEC CAP CORP 4.875% 04/MAR/2015	N/A	36962GP65	431,000	444,225.67	0.04%
YUM BRANDS INC 6.875% SNR NTS 15/NOV/2037 USD1000	N/A	988498AD3	400,000	443,134.80	0.04%
MORGAN STANLEY 7.3% BDS 13/MAY/2019 USD100000	N/A	61747YCG8	400,000	440,109.60	0.04%
CHEVRON CORP 3.95% NTS 03/MAR/2014 USD1000	N/A	166751AH0	415,000	436,958.90	0.04%
GNMA I MORTPASS 6% 15/MAR/2034 SF PN# 564799	N/A	36213UNQ9	409,170	435,062.75	0.04%
VERIZON GLOBAL FUNDING CORP 4.9% 15/SEP/2015	N/A	92344GAW6	410,000	433,340.07	0.04%
WACHOVIA CAPITAL TST I 5.8% BDS 15/MAR/2011	N/A	92978AAA0	625,000	431,250.00	0.04%
MERCK & CO INC 4.75 01/MAR/2015	N/A	589331AK3	396,000	430,684.85	0.04%
HOME DEPOT INC 5.4% BDS 01/MAR/2016 USD1000	N/A	437076AP7	410,000	428,649.67	0.04%
ACE INA HOLDINGS IN 5.87500 15/JUN/2014	N/A	00440EAG2	390,000	426,181.08	0.04%
CAPITAL ONE BANK 5.125%	N/A	14040EHK1	410,000	426,495.12	0.04%
BANK OF AMERICA CORP 4.75 01/AUG/2015	N/A	060505BS2	431,000	425,684.48	0.04%
CITIGROUP FUNDING INC 1.25% 03/JUN/2011	N/A	17313YAC5	425,000	426,363.40	0.04%
FHLMCGLD MORTPASS 6.5% 01/OCT/2038 A8 PN# A82297	N/A	312928RS5	399,613	426,518.31	0.04%
AOL TIME WARNER INC 6.875% NTS 01/MAY/2012 USD1000	N/A	00184AAF2	384,000	422,714.88	0.04%
HSBC BANK USA 4.625% 01/APR/2014	N/A	40428EJQ3	410,000	423,149.93	0.04%
JPMORGAN CHASE & CO 46625HDD9 4.6% 17/JAN/2011	N/A	46625HDD9	410,000	422,493.11	0.04%
FHLMCGLD MORTPASS 5.5% 01/MAY/2021 J0 PN# J05950	N/A	3128PHTF8	397,902	421,993.94	0.04%
NATIONAL RURAL UTILS COOP FIN COLL BD 5.45%	N/A	637432HT5	400,000	422,457.20	0.04%
CONSOLIDATED NATURAL GAS 5% 01/DEC/2014	N/A	209615CA9	396,000	419,561.60	0.04%
BANK OF AMERICA CORP 4.375% BDS 01/DEC/2010	N/A	060505BF0	410,000	417,524.73	0.04%
GNMA I MORTPASS 5.5% 15/JUL/2039 SF PN# 704630	N/A	36296XY32	396,568	416,892.23	0.04%
ONCOR ELECTRIC DEL 6.375% NTS 01/MAY/2012 USD1000	N/A	68233DAS6	383,000	415,898.55	0.04%
XTO ENERGY INC SR NT 6.375% 15/JUN/2038	N/A	98385XAQ9	390,000	414,873.03	0.04%
GENERAL ELECTRIC CAPITAL CORP 5.4% MTN 15/FEB/2017	N/A	36962G2G8	415,000	413,730.93	0.04%
ITALIAN, REPUBLIC OF 4.375% DUE 15/JUN/2013	N/A	465410BF4	390,000	413,938.98	0.04%
VERIZON GLOBAL FUNDING CORP 7.375% BDS 01/SEP/2012	N/A	92344GAT3	363,000	412,449.31	0.04%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01633	N/A	3128PCY63	388,441	411,960.22	0.04%
ARCELORMITTAL SA 6.125% SNR NTS 01/JUN/2018	N/A	03938LAF1	415,000	408,839.74	0.04%
FEDERAL FARM CREDIT BANKS 4.875% BDS 17/JAN/2017	N/A	31331XLG5	375,000	406,921.88	0.04%
MORGAN STANLEY 4.75% SUB NTS 01/APR/2014 USD1000	N/A	61748AAE6	410,000	406,974.20	0.04%
UNITEDHEALTH GROUP INC 5.8% BDS 15/MAR/2036	N/A	91324PAR3	417,000	404,382.41	0.04%
FHLMCGLD MORTPASS 5% 01/APR/2021 J0 PN# J01576	N/A	3128PCXD9	381,743	402,470.16	0.04%
EXELON CORP 5.625% BDS 15/JUN/2035 USD1000	N/A	30161NAC5	414,000	399,047.56	0.04%
QUEST DIAGNOSTICS INC 5.45% BDS 01/NOV/2015	N/A	74834LAL4	376,000	396,838.67	0.04%
NORFOLK SOUTHERN CORP 6.75% NOTES 15/FEB/2011	N/A	655844AP3	371,000	395,844.76	0.04%
FRANCE TELECOM 8.5% BDS 01/MAR/2031 USD1000	N/A	35177PAL1	283,000	391,298.44	0.04%
FHLMCGLD MORTPASS 6.5% 01/NOV/2035 A4 PN# A47682	N/A	3128K8RB4	364,596	389,449.67	0.04%
IBM CORP 4.75% 29/NOV/2012	N/A	459200BA8	359,000	388,306.97	0.04%
COCA-COLA ENTERPRISES INC 7.375% NTS 03/MAR/2014	N/A	191219BT0	328,000	385,086.76	0.04%
POTASH CORP OF SASKATCHEWAN INC 5.875% NTS	N/A	73755LAD9	375,000	385,080.38	0.04%
SCANA CORP 6.875% BDS 15/MAY/2011 USD1000	N/A	805901AP0	359,000	384,168.77	0.04%
HALLIBURTON CO 6.7% BDS 15/SEP/2038 USD1000	N/A	406216AW1	325,000	381,148.95	0.04%
MCDONNELL DOUGLAS CORP 9.75% DEB 01/APR/2012	N/A	580169AM2	325,000	381,071.93	0.04%
MORGAN STANLEY 6.6% NOTES 01/APR/2012 USD1000	N/A	617446HC6	349,000	379,253.76	0.04%
BELLSOUTH CORP 5.20% 15/SEP/2014	N/A	079860AG7	349,000	377,857.76	0.04%
VIACOM INC 6.25% 30/APR/2016	N/A	925524BB5	351,000	378,573.51	0.04%
DONNELLEY(R.R.)& SONS CO 6.125% BDS 15/JAN/2017	N/A	257867AT8	400,000	377,124.80	0.04%
OHIO POWER CO 6% NTS 01/JUN/2016 USD1000 SER'K'	N/A	677415CL3	349,000	375,493.64	0.04%
LINCOLN NATIONAL CORP 6.15% BDS 07/APR/2036	N/A	534187AR0	410,000	374,200.03	0.04%
TRAVELERS COMPANIES INC 5.75% BDS 15/DEC/2017	N/A	89417EAC3	340,000	372,686.92	0.04%
ABBOTT LABORATORIES 5.875% NTS 15/MAY/2016 USD1000	N/A	002824AT7	334,000	372,270.05	0.04%
DAIMLERCHRYSLER NA HOLDINGS CORPORATION 6.5%	N/A	233835AW7	338,000	364,145.31	0.03%
JPMORGAN CHASE & CO 5.15% 01/OCT/2015	N/A	46625HDF4	349,000	362,078.43	0.03%
CISCO SYSTEMS INC 5.5% BDS 22/FEB/2016 USD1000	N/A	17275RAC6	325,000	357,875.38	0.03%
BOSTON PROPERTIES INC 5% NTS 01/JUN/2015 USD1000	N/A	10112RAE4	360,000	352,518.12	0.03%
AT&T INC 6.25% BDS 15/MAR/2011 USD1000	N/A	78387GAD5	330,000	351,771.42	0.03%
NOVARTIS SECURITIES INVESTMENT LTD 5.125% BDS	N/A	66989GAA8	330,000	351,304.47	0.03%
PACIFIC GAS & ELECTRIC 4.80% DUE 01/MAR/2014	N/A	694308GD3	328,000	349,812.98	0.03%
INTER AMERN DEV BK BD 6.8% 15/OCT/2025	N/A	458182BW1	287,000	349,138.08	0.03%
KRAFT FOODS INC 5.625% BDS 01/NOV/2011 USD1000	N/A	50075NAB0	326,000	346,855.20	0.03%
CONOCOPHILLIPS 6.5% NTS 01/FEB/2039 USD1000	N/A	20825CAQ7	300,000	345,823.50	0.03%
METLIFE INC 59156RAM0 5.7% 15/JUN/2035	N/A	59156RAM0	336,000	345,570.62	0.03%
MARSH & MCLENNAN COS INC 5.75% 15/SEP/2015	N/A	571748AP7	327,000	344,823.46	0.03%
SHELL INTERNATIONAL FIN BV GTD NT 6.375%	N/A	822582AD4	290,000	344,361.37	0.03%
AMGEN INC 6.4% SRN 01/FEB/2039 USD1000	N/A	031162BA7	300,000	343,880.10	0.03%
PACIFIC GAS & ELECTRIC CO 6.25% BDS 01/MAR/2039	N/A	694308GQ4	300,000	343,239.60	0.03%
ONCOR ELECTRIC DELIVERY CO 6.375% NTS 15/JAN/2015	N/A	68233DAL1	308,000	341,389.97	0.03%
ABBOTT LABORATORIES 6.00% BDS 01/APR/2039 USD1000	N/A	002824AV2	300,000	340,948.50	0.03%
TARGET CORP 6% 15/JAN/2018	N/A	87612EAS5	300,000	337,984.20	0.03%
JP MORGAN CHASE & CO. 4.5% DUE 15/NOV/2010	N/A	46625HBA7	328,000	337,676.33	0.03%
ASTRAZENECA 5.9% BDS 15/SEP/2017 USD1000	N/A	046353AB4	300,000	335,665.80	0.03%
CINGULAR WIRELESS LLC 7.125% NTS 15/DEC/2031	N/A	17248RAJ5	287,000	334,138.03	0.03%
DOMINION RESOURCES INC 6.3% 15MAR15/MAR/2033	N/A	25746UAN9	308,000	333,865.84	0.03%
DEUTSCHE TELEKOM AG VAR BDS 15/JUN/2030 USD1000	N/A	25156PAC7	256,000	331,525.89	0.03%
GNMA I MORTPASS 6.5% 15/MAR/2032 SP PN# 781916	N/A	36241KDV7	306,853	330,691.09	0.03%
CSX CORP 126408GD9 5.5% 01/AUG/2013	N/A	126408GD9	308,000	330,259.47	0.03%
DOW CHEMICAL 6.0% 01/OCT/2012	N/A	260543BR3	310,000	330,166.12	0.03%
KRAFT FOODS INC 6.875% SNR NTS 01/FEB/2038 USD1000	N/A	50075NAT1	300,000	330,262.50	0.03%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53039	N/A	3128KFLU2	304,348	324,903.79	0.03%
HSBC HLDGS 6.5% BDS 15/SEP/2037 USD1000	N/A	404280AH2	300,000	324,486.30	0.03%
BANK OF NEW YORK MELLON CORP 5.125% BDS	N/A	06406HBK4	300,000	324,285.90	0.03%
DIAGEO CAPITAL 5.5% NTS 30/SEP/2016 USD1000	N/A	25243YAJ8	300,000	323,393.70	0.03%
DEVON FINANCING CO 6.875% 30/SEP/2011 USD1000	N/A	25179SAC4	297,000	323,115.80	0.03%
UBS PFD FUNDING TRUST I VAR PERP USD1000	N/A	90262PAA6	350,000	322,354.90	0.03%
SBC COMMUNICATIONS INC5.875%	N/A	78387GAK9	295,000	322,872.19	0.03%
JPMORGAN CHASE BANK NATL ASS 5.875% BDS	N/A	48121CJN7	308,000	322,619.84	0.03%
CITIGROUP INC 5.85% 11/DEC/2034	N/A	172967CT6	375,000	321,884.25	0.03%
CREDIT SUISSE WARBURG PINCUS TRUST 5.85% BDS	N/A	225434CJ6	300,000	321,757.80	0.03%
FIRSTENERGY CORP 7.375% BDS 15/NOV/2031 USD1000	N/A	337932AC1	287,000	321,706.05	0.03%
CBS CORPORATION 5.625% BDS 15/AUG/2012 USD1000	N/A	925524AT7	310,000	321,521.46	0.03%
PHILIP MORRIS INTL INC 5.65% 16/MAY/2018	N/A	718172AA7	300,000	319,324.80	0.03%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 655519	N/A	36294PG49	306,328	317,978.37	0.03%
COMCAST CORP(NEW) 5.70% NTS 01/JUL/2019 USD1000	N/A	20030NAZ4	300,000	316,981.20	0.03%
PROVINCE OF ONTARIO (CANADA) 4.375% 15/FEB/2013	N/A	683234SJ8	297,000	314,640.61	0.03%
DEVON ENERGY CORP 7.95% SR DEB 15/APR/2032 USD	N/A	251799AA0	250,000	313,417.00	0.03%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606308	N/A	36201XR59	295,216	310,807.32	0.03%
GNMA I MORTPASS 6.5% 15/NOV/2032 SF PN# 552903	N/A	36213FGL1	288,147	310,172.07	0.03%
BOTTLING GROUP LLC 4.625% SNR NTS 15/NOV/2012	N/A	10138MAB1	287,000	309,490.18	0.03%
COMCAST CORP 5.9% BDS 15/MAR/2016 USD1000	N/A	20030NAL5	287,000	308,439.47	0.03%
PSEG POWER 5.50% 01/DEC/2015	N/A	69362BAN2	287,000	308,324.10	0.03%
WELLS FARGO & COMPANY 5.375% 07/FEB/2035	N/A	949746JM4	318,000	308,052.96	0.03%
HCP INC 6% BDS 30/JAN/2017 USD1000	N/A	421915EJ4	328,000	306,328.71	0.03%
WACHOVIA CORPORATION 5.5% 01/AUG/2035	N/A	929903AM4	338,000	305,019.65	0.03%
MICROSOFT CORP NT 2.95% 01/JUN/2014	N/A	594918AB0	300,000	304,041.60	0.03%
GENERAL ELECTRIC CAPITAL CORP 5.5% NTS 28/APR/2011	N/A	36962GW59	287,000	301,731.71	0.03%
ITALY(REPUBLIC OF) 4.75% BDS 25/JAN/2016 USD100000	N/A	465410BQ0	287,000	299,087.29	0.03%
EXELON CORP 4.90% 15/JUN/2015	N/A	30161NAD3	287,000	297,505.64	0.03%
AT&T WIRELESS SERVICES INC 8.75% SNR NTS	N/A	00209AAF3	224,000	296,724.06	0.03%
ALABAMA POWER CO 5.7% 15FEB15/FEB/2033	N/A	010392EC8	276,000	296,508.73	0.03%
DTE ENERGY CO 6.35% BDS 01/JUN/2016 USD1000	N/A	233331AM9	287,000	295,442.39	0.03%
METLIFE INC BDS 6.4% 15/DEC/2066 USD1000	N/A	59156RAP3	350,000	295,750.00	0.03%
SIMON PROPERTY GROUP INC 6.1% NTS 01/MAY/2016	N/A	828807BT3	287,000	294,963.96	0.03%
NORTHROP GRUMMAN CORP 7.125% NTS 15/FEB/2011	N/A	666807AT9	274,000	293,668.27	0.03%
DAIMLER NORTH AMERICA CORPORATION 7.3% BDS	N/A	233835AT4	271,000	292,353.99	0.03%
SIMON PROPERTY GROUP INC 5.1% NTS 15/JUN/2015	N/A	828807BM8	294,000	293,007.75	0.03%
GNMA I MORTPASS 6% 15/SEP/2034 SP PN# 781804	N/A	36241KAD0	274,318	291,621.67	0.03%
ALCOA INC 5.87% NTS 23/FEB/2022 USD1000	N/A	013817AQ4	335,000	290,441.65	0.03%
CONOCOPHILLIPS 4.75% DUE 150CT12	N/A	20825CAE4	270,000	290,325.60	0.03%
DEUTSCHE TELEKOM INTL FINANCE B.V. 5.75% BDS	N/A	25156PAH6	273,000	289,460.54	0.03%
EXPORTFINANS A/S 5.5% 25/MAY/2016	N/A	282645AQ3	267,000	288,406.19	0.03%
OCCIDENTAL PETROLEUM CORP 7% SNR NTS 01/NOV/2013	N/A	674599BW4	250,000	288,820.00	0.03%
GOLDMAN SACHS CAPITAL II 5.793% BDS PERPETUAL	N/A	381427AA1	400,000	288,000.00	0.03%
SOUTHERN CALIF GAS CO 4.80% 01/OCT/2012	N/A	842434CA8	267,000	287,094.95	0.03%
MANITOBA (PROVINCE OF) 5% 15/FEB/2012	N/A	563469FK6	275,000	286,001.10	0.03%
HOUSEHOLD FINANCE CORP 7% 15/MAY/2012	N/A	441812JY1	264,000	285,189.43	0.03%
VALERO ENERGY CORP(NEW) 6.625% BDS 15/JUN/2037	N/A	91913YAL4	320,000	285,782.72	0.03%
FHLMCGLD MORTPASS 5.5% 01/MAY/2036 A4 PN# A48735	N/A	3128K9V43	270,976	284,242.70	0.03%
ERP OPERATING LP 5.25% 15/SEP/2014	N/A	26884AAS2	278,000	282,030.44	0.03%
CITIGROUP INC 5.85% BDS 02/AUG/2016 USD100000	N/A	172967DQ1	287,000	280,607.94	0.03%
VALERO ENERGY CORP(NEW) 6.875% BDS 15/APR/2012	N/A	91913YAD2	260,000	279,817.46	0.03%
ANADARKO PETROLEUM CORP 6.45% SNR NTS 15/SEP/2036	N/A	032511AY3	269,000	277,740.62	0.03%
WAL MART STORES 931142BV4 4.125% 15/FEB/2011	N/A	931142BV4	267,000	278,222.28	0.03%
AT&T INC 5.3% NTS 15/NOV/2010 USD1000	N/A	78387GAS2	267,000	277,801.75	0.03%
BANK OF AMERICA CORP 5.375% BDS 15/AUG/2011	N/A	060505CK8	267,000	278,358.98	0.03%
CENTERPOINT ENERGY RESOURCES CORP 7.875% BDS	N/A	15189YAB2	246,000	277,009.78	0.03%
EUROPEAN INVESTMENT BANK 5.125% NTS 13/SEP/2016	N/A	298785DY9	250,000	276,663.00	0.03%
ENCANA CORP 6.50% 15/AUG/2034	N/A	292505AD6	250,000	274,654.50	0.03%
BEAR STEARNS CO INC 5.70% DUE 15/NOV/2014	N/A	07385TAJ5	256,000	274,199.04	0.03%
UFJ FINANCE ARUBA AEC 6.75% 15/JUL/2013	N/A	902671AA4	246,000	273,361.35	0.03%
CATERPILLAR FINANCIAL SERVICES CORP 5.05% NTS	N/A	14912L2W0	260,000	269,234.42	0.03%
SANWA BANK(NEW YORK) 7.4% BDS 15/JUN/2011 USD100	N/A	803032AF8	246,000	269,524.24	0.03%
VERIZON GLOBAL FDG CORP 4.375 01/JUN/2013	N/A	92344GAV8	256,000	269,271.81	0.03%
CHUBB CORP VAR 29/MAR/2067	N/A	171232AP6	300,000	270,000.00	0.03%
FLORIDA POWER CORP 341099CB3 5.9% 01/MAR/2033	N/A	341099CB3	247,000	268,509.25	0.03%
US BANK NATIONAL ASSOC MINNEA 6.375% BDS	N/A	90333WAA6	249,000	268,991.46	0.03%
OESTERREICHISCHE KONTROLLBANK AG 4.875% GTD BDS	N/A	676167AS8	250,000	268,165.75	0.03%
CREDIT SUISSE FIRST BOSTON(USA)INC 6.5% BDS	N/A	22541LAC7	246,000	266,556.25	0.03%
INTER AMERICAN DEVELOPMENT BANK 5% NTS 05/APR/2011	N/A	4581X0AK4	250,000	265,059.25	0.03%
BERKSHIRE HATHAWAY FINANCE CORP 4.85% NTS	N/A	084664AT8	246,000	264,702.89	0.03%
COX COMMUNICATIONS INC 5.45% BDS 15/DEC/2014	N/A	224044BM8	246,000	264,259.60	0.03%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84287	N/A	312930XQ8	248,225	264,938.24	0.03%
3M CO 5.7% NTS 15/MAR/2037 USD2000	N/A	88579EAC9	235,000	264,946.29	0.03%
M&T BANK CORP 3.85% SUB NTS 01/APR/2013 USD	N/A	564759NH7	300,000	263,442.90	0.03%
QUEBEC PROVINCE 4.6% 26/MAY/2015	N/A	748148RQ8	246,000	263,376.95	0.03%
TRAVELERS COS INC VAR 15/MAR/2067	N/A	89417EAA7	300,000	263,767.80	0.03%
WYETH 5.5% NTS 15/FEB/2016 USD1000	N/A	983024AJ9	241,000	262,979.20	0.03%
MCDONALD'S CORP 5.35% BDS 01/MAR/2018 USD1000	N/A	58013MEE0	240,000	261,852.48	0.03%
MORGAN STANLEY 7.25% NTS 01/APR/2032 USD1000	N/A	617446HD4	226,000	262,166.10	0.03%
NEW JERSEY STATE TURNPIKE AUTHORITY 7.414% BDS	N/A	646139W35	210,000	258,888.00	0.02%
UBS AG(STAMFORD) 5.875% SNR NTS 20/DEC/2017	N/A	90261XEM0	250,000	255,918.25	0.02%
EXPORT-IMPORT BANK OF KOREA 5.125% BDS 14/FEB/2011	N/A	302154AP4	246,000	253,695.62	0.02%
NEXEN INC 65334HAD4 5.2% 10/MAR/2015	N/A	65334HAD4	250,000	252,698.00	0.02%
PNC FUNDING CORP 5.25% 15/NOV/2015	N/A	693476AT0	246,000	252,185.42	0.02%
HSBC BANK USA 5.625% 15/AUG/2035	N/A	4042Q1AB3	250,000	249,516.25	0.02%
USB CAPITAL IX INCOME TST SECS USD	N/A	91731KAA8	325,000	249,437.50	0.02%
CHUBB CORP 6% SNR NTS 11/MAY/2037 USD1000	N/A	171232AQ4	225,000	248,386.50	0.02%
UNITED STATES TREAS BDS 05.000% 15/MAY/2037	N/A	912810PU6	215,000	249,164.79	0.02%
NATIONAL CITY CORP 4.90% 15/JAN/2015	N/A	635405AQ6	246,000	248,968.24	0.02%
APACHE FINANCE CANADA 4.375% BDS 15/MAY/2015	N/A	03746AAC4	238,000	248,224.48	0.02%
GNMA I MORTPASS 6% 15/DEC/2034 SP PN# 781847	N/A	36241KBQ0	233,262	247,812.13	0.02%
ENCANA CORP 4.75% 15/OCT/2013	N/A	292505AB0	236,000	247,352.31	0.02%
CONTINENTAL AIRLINES INC 7.918% BDS 01/NOV/2011	N/A	210805CZ8	250,000	247,500.00	0.02%
CONOCOPHILLIPS AUSTRALIA FUNDING CO 5.5% NTS	N/A	20825RAB7	226,000	245,427.64	0.02%
TCI COMMUNICATIONS INC 9.8% BD 01/FEB/2012 USD1000	N/A	879240AN9	213,000	245,328.29	0.02%
TARGET CORP 87612EAK2 6.35 01/NOV/2032	N/A	87612EAK2	217,000	244,253.68	0.02%
NEXEN INC 6.4% NTS 15/MAY/2037 USD1000	N/A	65334HAG7	250,000	243,384.50	0.02%
BHP BILLITON FINANCE 5.25% 15/DEC/2015	N/A	055451AB4	225,000	242,991.45	0.02%
BANC ONE CORP 8% SUB NTS 29/APR/2027 USD1000	N/A	059438AK7	202,000	240,809.65	0.02%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A16522	N/A	31296RG77	224,049	240,652.30	0.02%
TALISMAN ENERGY INC 5 75% NTS 15/MAY/2035 USD1000	N/A	87425EAH6	250,000	240,310.00	0.02%
NATIONAL RURAL UTILITIES 4.75% 01/MAR/2014	N/A	637432DC6	226,000	239,613.56	0.02%
UNITED PARCEL SERVICE INC NT 6.2%15/JAN/2038	N/A	911312AJ5	205,000	239,580.43	0.02%
PLAINS ALL AMERICAN PIPELINE LP 5.625% SNR NTS	N/A	72650RAB8	230,000	239,060.85	0.02%
VIACOM INC 6.875% DEB 30/APR/2036 USD1000	N/A	925524AX8	226,000	238,745.27	0.02%
HALLIBURTON CO 5.5% BDS 15/OCT/2010 USD1000	N/A	406216AR2	228,000	237,823.84	0.02%
BEAR STEARNS 4.65 02/JUL/2018	N/A	073902CD8	246,000	234,743.53	0.02%
COMCAST CORP 7.05% 15/MAR/2033	N/A	20030NAC5	205,000	232,483.33	0.02%
GNMA I MORTPASS 6% 15/FEB/2035 SP PN# 781902	N/A	36241KDF2	218,827	232,376.67	0.02%
PROGRESSIVE CORP(OHIO) BDS 15/JUN/2037 USD1000	N/A	743315AM5	270,000	232,118.46	0.02%
HEWLETT PACKARD CO 6.5%	N/A	428236AG8	208,000	232,517.17	0.02%
ASSOCIATE CORP 6.95% DEBS 01/NOV/2018 USD1000	N/A	046003JU4	236,000	230,895.79	0.02%
WELLPOINT INC 5.25% NTS 15/JAN/2016 USD1000	N/A	94973VAK3	226,000	230,468.02	0.02%
ANADARKO FINANCE CORP 7.5% BDS 01/MAY/2031 USD1000	N/A	032479AD9	207,000	229,020.45	0.02%
COMCAST CORP(NEW) 6.95% SNR NTS 15/AUG/2037	N/A	20030NAV3	205,000	228,813.21	0.02%
VERIZON GLOBAL FDG CORP BD 6.875% 15/JUN/2012	N/A	92344GAQ9	205,000	228,588.74	0.02%
CREDIT SUISSE GUERNSEY 5.86% UNDATED BDS USD2000	N/A	225448AA7	300,000	228,000.00	0.02%
FHLMCGLD MORTPASS 6.5% 01/FEB/2039 A8 PN# A84584	N/A	312931CV8	213,833	228,230.51	0.02%
KONINKLIJKE KPN NV 8% BDS 01/OCT/2010 USD1000	N/A	780641AG1	215,000	228,314.09	0.02%
ELI LILLY6% 15/MAR/2012 USD	N/A	532457AU2	205,000	226,467.60	0.02%
LOCKHEED MARTIN CORP 6.15% BDS 01/SEP/2036 USD1000	N/A	539830AR0	196,000	224,357.28	0.02%
PEPSIAMERICAS INC 4.875% DUE 15/JAN/2015	N/A	71343PAA9	208,000	224,094.62	0.02%
KROGER CO 7.5% CO GTD NTS 01/APR/2031 USD1000	N/A	501044BZ3	178,000	221,251.69	0.02%
AMERADA HESS CORP 7.3% NOTES 15/AUG/2031 USD1000	N/A	023551AJ3	196,000	220,330.07	0.02%
KIMBERLY-CLARK CORP 5.625% BDS 15/FEB/2012 USD1000	N/A	494368AR4	205,000	220,482.83	0.02%
AT&T INC 5.625% BDS 15/JUN/2016 USD1000	N/A	78387GAL7	205,000	220,530.19	0.02%
PEOPLE'S REP OF CHINA BND 4.75% 29/OCT/2013	N/A	712219AJ3	205,000	220,915.18	0.02%
ONTARIO(PROVINCE OF) 4.75% BDS 19/JAN/2016 USD5000	N/A	683234YB8	205,000	220,097.02	0.02%
PEMEX PROJECT FUNDING MASTER TRUST 6.625% BDS	N/A	706451BG5	226,000	218,301.76	0.02%
ENTERPRISE PRODUCTS OPER 6.125% 15/OCT/2039	N/A	29379VAG8	215,000	217,225.25	0.02%
FLORIDA POWER & LIGHT CO 5.65% MTG BDS 01/FEB/2037	N/A	341081EV5	200,000	217,694.80	0.02%
CATERPILLAR FINANCIAL SERVICES CORP 5.5% MTN	N/A	14912L2Y6	205,000	216,016.09	0.02%
CISCO SYSTEMS INC 5.25% BDS 22/FEB/2011 USD1000	N/A	17275RAB8	205,000	216,078.61	0.02%
AIG SUNAMERICA GLOBAL FING X SR NT 144A	N/A	00139PAA6	287,000	215,053.41	0.02%
ROCKWELL COLLINS NTS DTD 20/NOV/2003 DUE	N/A	774341AA9	205,000	215,876.07	0.02%
KRAFT FOODS INC 6% DEB 11/FEB/2013 USD2000	N/A	50075NAQ7	200,000	214,524.40	0.02%
MIDAMERICAN ENERGY CO 5.8% BDS 15/OCT/2036 USD1000	N/A	59562EAH8	200,000	214,305.00	0.02%
HOME DEPOT INC 5.25% BDS 16/DEC/2013 USD1000	N/A	437076AR3	200,000	213,139.40	0.02%
PITNEY BOWES INC 4.75 15/JAN/2016	N/A	72447XAA5	205,000	213,806.39	0.02%
AMERICAN INTERNATIONAL GROUP INC 5.6% BDS	N/A	02687QBC1	290,000	212,785.47	0.02%
TELECOM ITALIA CAPITAL 4.95% NTS 30/SEP/2014	N/A	87927VAL2	205,000	212,130.52	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128MMD59	200,411	212,545.53	0.02%
CITIGROUP INC 6.625% BDS 15/JUN/2032 USD1000	N/A	172967BL4	232,000	210,799.14	0.02%
ALCAN INC 5.00 01/JUN/2015	N/A	013716AV7	205,000	210,191.22	0.02%
LUBRIZOL CORP 5.5% SR NT 01/OCT/2014 USD1000	N/A	549271AE4	196,000	210,454.22	0.02%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A22067	N/A	31296YJL8	195,280	209,262.43	0.02%
ITALY(REPUBLIC OF) 6.875% DEBS 27/SEP/2023 USD1000	N/A	465410AH1	174,000	209,090.06	0.02%
UNITEDHEALTH GROUP INC 5.375% BDS 15/MAR/2016	N/A	91324PAQ5	205,000	207,888.25	0.02%
CITIGROUP INC 5.625% BDS 27/AUG/2012 USD1000	N/A	172967BP5	205,000	207,277.96	0.02%
ENTERGY MISSISSIPPI INC 5.15% DUE 01/FEB/2013	N/A	29364NAH1	201,000	206,936.54	0.02%
XTO ENERGY INC	N/A	98385XAG1	195,000	206,645.21	0.02%
STATE STREET BANK & TRST 5.3% 15/JAN/2016	N/A	85744NAA9	200,000	206,672.60	0.02%
PRUDENTIAL FINANCIAL INC 5.1% 20/SEP/2014	N/A	74432QAE5	205,000	207,155.17	0.02%
BANK OF AMERICA CORP 4.875% 15/SEP/2012	N/A	060505AR5	201,000	206,382.98	0.02%
FHLMCGLD MORTPASS 6.5% 01/SEP/2038 A8 PN# A81998	N/A	312928GF5	193,227	206,237.18	0.02%
GENERAL ELECTRIC CAPITAL CORP 5% MTN 08/JAN/2016	N/A	36962GU69	205,000	205,740.46	0.02%
CANADIAN NATURAL RESOURCES 4.9% 01/DEC/2014	N/A	136385AF8	195,000	204,761.51	0.02%
PROGRESS ENERGY INC 7.75% SNR NTS 01/MAR/2031	N/A	743263AE5	164,000	205,281.42	0.02%
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURIES TRUST	N/A	46629YAF6	300,000	205,117.92	0.02%
OCCIDENTAL PETROLEUM CORP 6.75% BDS 15/JAN/2012	N/A	674599BV6	185,000	204,741.35	0.02%
BANK OF AMERICA CORP 6% MTN 15/JUN/2016 USD1000	N/A	06050TJP8	205,000	203,936.67	0.02%
CAPITAL ONE FINANCIAL 5.25% DUE 21/FEB/2017	N/A	14040HAL9	211,000	204,218.25	0.02%
CANADIAN NATIONAL RAILWAY CO 6.9% NOTES	N/A	136375BD3	168,000	202,435.63	0.02%
HYDRO-QUEBEC 8.4% GTD DEB 15/JAN/2022 USD1000	N/A	448814DX8	153,000	202,807.16	0.02%
ERP OPERATING 5.375% SNR NTS 01/AUG/2016 USD1000	N/A	26884AAU7	205,000	201,998.60	0.02%
FHLMCGLD MORTPASS 5.5% 01/OCT/2018 B1 PN# B10210	N/A	312962GT4	188,128	201,752.96	0.02%
GENERAL MILLS INC 6% NOTES 15/FEB/2012 USD1000	N/A	370334AS3	185,000	201,002.50	0.02%
CREDIT SUISSE FIRST BOSTON (USA) INC 6.125% BDS	N/A	22541LAB9	185,000	199,704.73	0.02%
MELLON FUNDING CORP 5.00% 01/DEC/2014	N/A	585515AD1	185,000	199,284.04	0.02%
SOVEREIGN BANK 5.125% 15/MAR/2013	N/A	84603MEX0	200,000	200,000.00	0.02%
WESTAR ENERGY INC 6% 01/JUL/2014	N/A	95709TAA8	185,000	199,820.72	0.02%
US BANK NA 4.95% BDS 30/OCT/2014 USD1000	N/A	90331HKP7	185,000	198,462.64	0.02%
FHLMCGLD MORTPASS 6.5% 01/OCT/2036 A5 PN# A53219	N/A	3128KFSG6	185,291	197,805.36	0.02%
MELLON FUNDING CORP 6.4% BDS 14/MAY/2011 USD1000	N/A	585515AB5	185,000	197,474.55	0.02%
GNMA I MORTPASS 6% 15/DEC/2033 SF PN# 604875	N/A	36200M6L2	183,199	195,393.49	0.02%
METLIFE INC 5.5% NTS 15/JUN/2014 USD1000	N/A	59156RAH1	185,000	195,336.51	0.02%
ATMOS ENERGY CORP 4.95% SNR NTS 15/OCT/2014 USD	N/A	049560AF2	185,000	194,911.38	0.02%
GNMA I MORTPASS 6% MBPT 15/DEC/2033 USD1000	N/A	36225B2V9	182,186	194,365.23	0.02%
GENERAL ELEC CAP CORP 6% MTN 15/JUN/2012 USD1000	N/A	36962GYY4	182,000	194,926.37	0.02%
COMCAST CABLE COMM HOLDINGS NT 8.375% 15/MAR/2013	N/A	00209TAA3	164,000	190,477.96	0.02%
SOUTHERN PWR CO SR NT 6.25% 15/JUL/2012	N/A	843646AC4	174,000	190,488.59	0.02%
CANADIAN NATIONAL RAILWAY CO 6.2% BDS 01/JUN/2036	N/A	136375BN1	164,000	190,145.21	0.02%
PUBLIC SERV CO OF COLO 5.5% 01/APR/2014	N/A	744448BX8	174,000	190,457.44	0.02%
PFIZER INC	N/A	717081AQ6	185,000	189,389.13	0.02%
HSBC FINANCE CORP 5.25 15/APR/2015	N/A	40429CCR1	185,000	188,160.54	0.02%
SARA LEE CORP 6.25% NTS 15/SEP/2011 USD1000	N/A	803111AK9	174,000	187,894.94	0.02%
ALLSTATE CORP 6.125% BDS 15/FEB/2012 USD1000	N/A	020002AN1	176,000	187,432.26	0.02%
FEDERAL HOME LOAN MORTGAGE CORP 4.5% MTG BDS	N/A	31282R7K4	178,854	186,432.99	0.02%
GOODRICH (BF) CO 6.29% 01/JUL/2016	N/A	382388AS5	171,000	185,860.24	0.02%
PETRO-CANADA 5.95% BDS 15/MAY/2035 USD1000	N/A	71644EAG7	189,000	186,081.08	0.02%
GENERAL DYNAMICS CORP 4.25% 15/MAY/2013	N/A	369550AK4	175,000	185,346.70	0.02%
LAFARGE 6.5% BDS 15/JUL/2016 USD1000	N/A	505861AB0	185,000	184,885.30	0.02%
XCEL ENERGY INC 5.613% 01/APR/2017	N/A	98389BAK6	173,000	185,023.85	0.02%
GOVT NATIONAL MORTGAGE ASSOCN 5.5% MTG/BCKD	N/A	36213FP56	174,656	184,562.55	0.02%
BURLINGTON NORTHERN SANTA FE CORP 7.95% BDS	N/A	12189TAR5	144,000	183,227.33	0.02%
DOMINION RESOURCES INC(VIRGINIA) 5.95% SNR NTS	N/A	25746UAV1	174,000	182,984.84	0.02%
JPMORGAN CHASE & CO 4.75% 01/MAR/2015	N/A	46625HCE8	176,000	183,536.85	0.02%
COLONIAL PIPELINE 7.63% SNR NOTES 15/APR/2032	N/A	195869AG7	150,000	182,131.50	0.02%
KEY BANK NA 5.7% 15/AUG/2012	N/A	49306CAE1	185,000	182,142.86	0.02%
FRANCE TELECOM VAR 01/MAR/2011 USD1000	N/A	35177PAK3	167,000	180,823.43	0.02%
LOWES COS INC 6.5% NTS 15/MAR/2029 USD1000	N/A	548661AK3	164,000	181,457.31	0.02%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84252	N/A	312930WM8	168,616	179,952.04	0.02%
VODAFONE GROUP 7.875% NOTES 15/FEB/2030 USD1000	N/A	92857TAH0	144,000	179,437.82	0.02%
AMERICAN EXPRESS CO FLTG RTE DEB 01/SEP/2066	N/A	025816AU3	210,000	178,500.00	0.02%
KROGER CO 6.2% BDS 15/JUN/2012 USD1000	N/A	501044CD1	164,000	179,045.03	0.02%
GNMA I MORTPASS 6.5% 15/NOV/2033 SF PN# 604788	N/A	36200M2V4	168,038	179,096.47	0.02%
PEPSI BOTTLING GROUP INC 7% SNR NTS 01/MAR/2029	N/A	713409AC4	144,000	178,469.71	0.02%
UNION PACIFIC CORP 6.25% BDS 01/MAY/2034 USD1000	N/A	907818CU0	164,000	179,229.37	0.02%
OHIO POWER CO 6.6% BDS 15/FEB/2033 USD1000	N/A	677415CF6	164,000	178,461.68	0.02%
CAMPBELL SOUP COMPANY 4.875% 01/OCT/2013	N/A	134429AS8	164,000	177,596.58	0.02%
APACHE CORP 6.25% BDS 15/APR/2012 USD1000	N/A	037411AQ8	160,000	176,424.00	0.02%
FHLMCGLD MORTPASS 6.5% 01/JAN/2039 A8 PN# A84168	N/A	312930TZ3	165,356	176,489.61	0.02%
CORP ANDINA DE FOMENTO 6.875% NTS 15/MAR/2012	N/A	219868AN6	164,000	177,055.06	0.02%
SOUTHERN CAL EDISON	N/A	842400EZ2	164,000	175,869.66	0.02%
CITIGROUP INC 5.875% BDS 29/MAY/2037 USD1000	N/A	172967EC1	200,000	174,380.60	0.02%
OEKB OEST KONTROLLBANK 4.5% 09/MAR/2015	N/A	676167AQ2	164,000	173,954.47	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01757	N/A	3128PC5S7	163,362	172,232.34	0.02%
PHILIP MORRIS INTL INC 6.375% 16/MAY/2038	N/A	718172AC3	150,000	172,626.15	0.02%
ASTRAZENECA PLC 5.4% 01/JUN/2014	N/A	046353AA6	155,000	171,328.94	0.02%
FHLMCGLD MORTPASS 6.5% 01/MAR/2036 A4 PN# A43534	N/A	3128K34T1	160,745	171,602.24	0.02%
TELEFONOS DE MEXICO SAB DE CV 5.5% NTS 27/JAN/2015	N/A	879403AS2	164,000	171,266.02	0.02%
BB&T CORPORATION 4.75% 24/SEP/2002 01/OCT/2012	N/A	054937AD9	164,000	171,045.28	0.02%
METROPOLITAN EDISON CO 4.875% SNR NTS 01/APR/2014	N/A	591894BW9	164,000	170,047.01	0.02%
CONAGRA INC 7% SNR NOTES 01/OCT/2028 USD1000	N/A	205887AR3	154,000	170,382.52	0.02%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 J0 PN# J00855	N/A	3128PB5Q3	160,886	170,878.73	0.02%
FHLMCGLD MORTPASS 5% 01/JAN/2021 J0 PN# J00871	N/A	3128PB6G4	159,896	169,227.67	0.02%
UBS PFD FUNDING TRUST V FLOATING RATE PFD PERP	N/A	90264AAA7	225,000	169,200.00	0.02%
CAPITAL ONE BK 5.75% 15/SEP/2010	N/A	14040EHH8	164,000	168,142.48	0.02%
WYETH 6.50% 01/FEB/2034	N/A	983024AG5	144,000	168,550.85	0.02%
RAYTHEON CO 6.4% BDS 15/DEC/2018 USD1000	N/A	755111AU5	144,000	168,185.66	0.02%
DOVERLAND CORP 4.875 15/OCT/2015	N/A	260003AE8	156,000	167,446.03	0.02%
NEWS AMERICA INC 6.2% BDS 15/DEC/2034 USD1000	N/A	652482BJ8	170,000	167,259.09	0.02%
FHLMCGLD MORTPASS 5.5% 01/NOV/2019 G1 PN# G18022	N/A	3128MMAY9	155,317	165,885.70	0.02%
COCA COLA ENTERPRISES INC NT	N/A	191219AN4	146,000	165,618.02	0.02%
FHLMCGLD MORTPASS 7% 01/JAN/2036 A4 PN# A41548	N/A	3128K1WH0	152,325	165,336.35	0.02%
ASTRAZENECA PLC 6.45% NTS 15/SEP/2037 USD1000	N/A	046353AD0	140,000	164,727.64	0.02%
POLAND(REPUBLIC OF) 5% BDS 19/OCT/2015 USD1000	N/A	731011AP7	156,000	163,934.47	0.02%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 A2 PN# A21356	N/A	31296XQH1	152,837	163,780.67	0.02%
AMERICA MOVIL SAB DE CV 5.75% BDS 15/JAN/2015	N/A	02364WAH8	155,000	163,256.54	0.02%
FHLMCGLD MORTPASS 6% 01/JUN/2017 B1 PN# B15071	N/A	312967T44	152,108	163,219.04	0.02%
FNMA MORTPASS 6.5% 01/FEB/2033 CL PN# 656559	N/A	31390UMG8	151,016	162,961.61	0.02%
FHLMCGLD MORTPASS 6.5% 01/NOV/2034 G0 PN# G08023	N/A	3128MJAZ3	152,045	162,931.90	0.02%
ALCAN INC 4.59% NTS 15/MAY/2013 USD1000	N/A	013716AS4	158,000	161,768.93	0.02%
PACIFIC GAS & ELECTRIC CO 5.8% SNR NTS 01/MAR/2037	N/A	694308GJ0	150,000	162,390.60	0.02%
HEINZ H J FIN CO 6% NTS 15/MAR/2012 USD1000	N/A	42307TAF5	150,000	162,464.40	0.02%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J06015	N/A	3128PHVG3	153,609	161,949.90	0.02%
BLACK & DECKER CORP 4.75% SNR NTS 01/NOV/2014	N/A	091797AM2	160,000	162,194.08	0.02%
ANHEUSER-BUSCH COS INC 5% BDS 01/MAR/2019 USD1000	N/A	035229CW1	164,000	161,456.69	0.02%
GNMA I MORTPASS 6.5% 15/AUG/2034 SF PN# 630038	N/A	36291J4X5	150,432	160,237.75	0.02%
UNITED PARCEL SERVICE OF AMERICA STEP UP NOTES	N/A	911308AB0	123,000	160,348.83	0.02%
NEWMONT USA LTD	N/A	651639AE6	164,000	160,605.53	0.02%
UNILEVER CAPITAL CORP 5.90% 12NOV15/NOV/2032	N/A	904764AH0	144,000	160,595.14	0.02%
DELL INC 7.1% DEBS 15/APR/2028 USD1000	N/A	247025AE9	144,000	158,998.46	0.02%
BURLINGTON RES FIN CO 6.5% 01/DEC/2011	N/A	12201PAM8	144,000	158,186.59	0.02%
REPUBLIC OF SOUTH AFRICA 6.5% 02/JUN/2014	N/A	836205AJ3	144,000	157,680.00	0.02%
WASTE MGMT INC DEL SR NT 6.375% 15/NOV/2012	N/A	94106LAP4	144,000	157,595.33	0.02%
GTE CORP 6.84% DEB 15/APR/2018 USD1000	N/A	362320AZ6	144,000	156,899.95	0.02%
PRINCIPAL LIFE GLOBAL 6.25% BDS 15/DEC/2012	N/A	7425A0AG5	150,000	157,090.65	0.02%
BANK OF SCOTLAND PLC 144A	N/A	4041A2AG9	246,000	157,440.00	0.02%
FHLMCGLD MORTPASS 6.5% 01/JUL/2038 A7 PN# A79540	N/A	3128LDS54	145,866	155,687.31	0.01%
SAFEWAY INC 5.8% 15/AUG/2012	N/A	786514BF5	144,000	156,082.32	0.01%
TELECOM ITALIA CAPITAL 6% NTS 30/SEP/2034 USD1000	N/A	87927VAM0	160,000	155,979.04	0.01%
XTO ENERGY INC SR NT 6.5% 15/DEC/2018	N/A	98385XAT3	140,000	154,554.68	0.01%
TELECOM ITALIA CAPITAL 6.2% NTS 18/JUL/2011	N/A	87927VAS7	144,000	153,348.19	0.01%
CONTINENTIAL AIRLINES 2002-1 G2 6.563% 15/AUG/2013	N/A	210805DP9	162,000	153,229.32	0.01%
MBNA AMERICA BANK NA 7.125% 15/NOV/2012	N/A	5526E2AC3	140,000	151,274.48	0.01%
TRAVELERS PROP CAS 6.375% BDS 15/MAR/2033 USD1000	N/A	89420GAE9	133,000	151,384.86	0.01%
ANHEUSER-BUSCH COS INC 5.75% BDS 01/APR/2036	N/A	035229DA8	151,000	150,591.24	0.01%
FHLMCGLD MORTPASS 7% 01/NOV/2029 A1 PN# A18212	N/A	31296TDR2	136,663	150,291.00	0.01%
KINDER MORGAN ENERGY PARTNERS 7.5% BDS 01/NOV/2010	N/A	494550AG1	144,000	150,946.27	0.01%
ARCHER DANIELS MIDLAND 5.935% 01/OCT/2032	N/A	039483AT9	140,000	149,219.56	0.01%
ST GEORGE BANK LTD NTS DUE 15/OCT/2015 5.300	N/A	789547AD8	164,000	150,183.33	0.01%
NATIONWIDE MUT INS CO SURPLS NT 144A 15/DEC/2024	N/A	638671AJ6	205,000	150,082.96	0.01%
HYDRO-QUEBEC 8.875% 01/MAR/2026	N/A	448814CP6	109,000	149,883.39	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2038 G0 PN# G04251	N/A	3128M6BU1	138,990	148,347.76	0.01%
LOCKHEED MARTIN CORP 7.65% BDS 01/MAY/2016 USD1000	N/A	539830AE9	123,000	148,422.62	0.01%
GNMA I MORTPASS 5% 15/MAY/2036 SF PN# 652539	N/A	36292L4Y7	143,152	148,596.11	0.01%
CAPITAL ONE CAPITAL III 7.686% BDS 15/JUN/2066	N/A	14042BAA4	175,000	147,875.00	0.01%
FHLMCGLD MORTPASS 6.5% 01/NOV/2038 A8 PN# A83464	N/A	312929Z54	137,365	146,613.34	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2035 A3 PN# A39759	N/A	31297VZY7	139,916	146,985.16	0.01%
TRANSOCEAN SEDCO FOREX INC 7.5% NTS 15/APR/2031	N/A	893830AF6	123,000	146,812.55	0.01%
VORNADO REALTY L.P. 5.6% BDS 15/FEB/2011 USD1000	N/A	929043AD9	144,000	146,608.56	0.01%
FHLMCGLD MORTPASS 6.5% 01/FEB/2038 A7 PN# A73421	N/A	3128L6YS2	136,329	145,508.26	0.01%
FHLMCGLD MORTPASS 4.5% 01/AUG/2011 M8 PN# M80934	N/A	31282SBB7	141,489	145,981.08	0.01%
FNMA MORTPASS 6.5% 01/OCT/2033 CL PN# 750229	N/A	31403JPN0	135,849	145,406.61	0.01%
INTERNATIONAL PAPER CO 5.3% BDS 01/APR/2015	N/A	460146BU6	144,000	145,843.06	0.01%
PUBLIC SERVICE EL & GAS	N/A	74456QAJ5	135,000	144,144.63	0.01%
TTXCO 4.9% 01/MAR/2015	N/A	87305QBW0	154,000	144,579.51	0.01%
WM WRIGLEY JR CO 4.65 15/JUL/2015	N/A	982526AB1	150,000	144,375.00	0.01%
FHLMCGLD MORTPASS 5.5% 01/FEB/2021 J0 PN# J01279	N/A	3128PCM41	135,055	143,232.05	0.01%
UNIONBANCAL CORP NTS DUE 16/DEC/2013 5.25	N/A	904851AA0	144,000	143,655.55	0.01%
APPALACHIAN POWER CO 5.8% 01/OCT/2035	N/A	037735CE5	144,000	142,115.33	0.01%
FHLMCGLD MORTPASS 6% 01/AUG/2021 G1 PN# G12348	N/A	3128M1P94	133,445	142,441.69	0.01%
GLAXOSMITHKLINE CAP INC 5.375% 15/APR/2034	N/A	377372AB3	139,000	141,958.75	0.01%
GOODRICH (BF) CO 6.8% 01/JUL/2036	N/A	382388AU0	129,000	142,643.69	0.01%
EOG RESOURCES INC 5.625% NTS 01/JUN/2019 USD2000	N/A	26875PAD3	130,000	142,313.34	0.01%
PHARMACIA CORP 6.6% DEBS 01/DEC/2028 USD1000	N/A	71713UAW2	123,000	140,952.34	0.01%
WELLS FARGO COMPANY 5.125% 15SEPT15/SEP/2016	N/A	949746JE2	144,000	141,705.50	0.01%
FHLMCGLD MORTPASS 5.5% 01/NOV/2018 B1 PN# B10653	N/A	312962WN9	130,851	140,327.97	0.01%
ALCAN INC 5.75% 01/JUN/2035	N/A	013716AW5	144,000	138,756.53	0.01%
FHLMCGLD MORTPASS 6.5% 01/AUG/2038 G0 PN# G04569	N/A	3128M6MS4	130,602	139,395.57	0.01%
SOUTHERN CAL EDISON 6% 15/JAN/2034	N/A	842400ES8	123,000	139,251.62	0.01%
AMER.ELEC.POWER 5.25% DUE 01/JUN/2015	N/A	025537AE1	133,000	139,139.95	0.01%
FHLMCGLD MORTPASS 6.5% 01/JUN/2036 G0 PN# G08136	N/A	3128MJEJ5	129,696	138,456.09	0.01%
CHILE (REPUBLIC OF) 5.50% DUE 15/JAN/2013	N/A	168863AS7	123,000	137,280.30	0.01%
GNMA I MORTPASS 5.5% 15/MAY/2036 SF PN# 606314	N/A	36201XSB5	130,684	137,585.45	0.01%
TXU AUSTRALIA HOLDINGS 6.15% 15/NOV/2013	N/A	873144AA7	131,000	137,668.69	0.01%
XCEL ENERGY INC 6.5% BDS 01/JUL/2036 USD1000	N/A	98389BAH3	123,000	137,337.62	0.01%
STATE STREET CAPITAL TST III FLTG RATE NTS	N/A	85748BAB9	140,000	137,074.00	0.01%
GOVT NTL MTG ASSN POOL NO: 572554	N/A	36200UBX2	126,043	136,031.76	0.01%
KRAFT FOODS INC 6.5% BDS 01/NOV/2031 USD1000	N/A	50075NAC8	131,000	136,327.64	0.01%
TARGET CORP 7% DEB 15/JUL/2031 USD1000	N/A	87612EAF3	121,000	136,416.13	0.01%
PROCTER & GAMBLE CO 4.85% 15/DEC/2015	N/A	742718BZ1	123,000	135,804.55	0.01%
KINDER MORGAN ENER PART 494550AT3 5.8% 15/MAR/2035	N/A	494550AT3	144,000	135,791.42	0.01%
CATERPILLAR INC 6.05% NTS 15/AUG/2036 USD1000	N/A	149123BN0	123,000	134,627.68	0.01%
UNITED TECHNOLOGIES CORP 6.35% NTS 01/MAR/2011	N/A	913017BD0	127,000	135,131.68	0.01%
TIME WARNER INC 6.875% BDS 15/JUN/2018 USD1000	N/A	887315AY5	122,000	134,975.80	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2034 C0 PN# C01851	N/A	31292JBU3	125,218	134,183.71	0.01%
INCO LTD 7.75% DUE 15/MAY/2012	N/A	453258AN5	123,000	133,862.38	0.01%
SAFEWAY INC 8.625% NTS 15/AUG/2014 USD1000	N/A	786514BM0	123,000	133,632.61	0.01%
CON EDISON CO OF NY 5.375% 15/DEC/2015	N/A	209111EK5	123,000	132,750.70	0.01%
MEDTRONIC INC 4.375% SNR NTS 15/SEP/2010 USD1000	N/A	585055AG1	129,000	132,995.13	0.01%
KELLOGG CO 7.45% BDS 01/APR/2031 USD1000	N/A	487836AT5	103,000	132,936.44	0.01%
BELLSOUTH CORP 079860AE2 6.55% 15/JUN/2034	N/A	079860AE2	123,000	131,658.59	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2035 A4 PN# A40376	N/A	3128K0MZ3	125,523	131,864.48	0.01%
ARIZONA PUB SERVICE CO 5.5% 01/SEP/2035	N/A	040555CH5	150,000	130,489.05	0.01%
NATIONAL RURAL UTILITIES CO-OP 8% NTS 01/MAR/2032	N/A	637432CT0	111,000	130,508.81	0.01%
MOTOROLA INC 7.5% BDS 15/MAY/2025 USD1000	N/A	620076AH2	144,000	131,116.46	0.01%
CONOCOPHILLIPS 5.9% BDS 15/OCT/2032 USD1000	N/A	20825CAF1	123,000	131,216.03	0.01%
BEAR STEARNS CO INC 5.3% 30/OCT/2015	N/A	073902KF4	123,000	129,871.64	0.01%
METROPOLITAN TRANSN AUTH N Y D SER'C'7.336% BDS	N/A	59259NZH9	105,000	129,783.15	0.01%
FHLMCGLD MORTPASS 6% 01/APR/2016 G1 PN# G11972	N/A	3128M1CH0	121,119	129,512.51	0.01%
OMNICOM GROUP INC 5.9% DEB 15/APR/2016 USD1000	N/A	681919AS5	123,000	129,771.89	0.01%
WACHOVIA CORP 929903AE2 4.875% 15/FEB/2014	N/A	929903AE2	127,000	129,365.63	0.01%
PRAXAIR INC 3.95% 01JUN01/JUN/2013	N/A	74005PAL8	123,000	128,420.98	0.01%
AMERICA MOVIL SA DE CV 6.375% 01/MAR/2035	N/A	02364WAJ4	123,000	128,161.45	0.01%
JOHNSON CONTROLS INC 5.25% BDS 15/JAN/2011 USD1000	N/A	478366AQ0	123,000	127,706.23	0.01%
DUKE CAPITAL CORP 6.75% BDS 15/FEB/2032 USD1000	N/A	26439RAK2	123,000	127,714.22	0.01%
CADBURY SCHWEPPES US FINANCE LLC 5.125%	N/A	127210AB8	123,000	128,192.81	0.01%
CELULOSA ARAUCO Y CONSTITUCION 5.125% NTS	N/A	151191AL7	123,000	126,438.10	0.01%
AGL CAPITAL CORPORATION	N/A	001192AC7	123,000	126,126.41	0.01%
FHLMCGLD MORTPASS 5% 01/JUN/2021 G1 PN# G18122	N/A	3128MMD42	119,661	126,158.50	0.01%
JOHNSON CONTROLS INC 4.875% DUE 15/SEP/2013	N/A	478366AM9	123,000	125,265.91	0.01%
INVERSIONES CMPC SA	N/A	46128MAB7	123,000	125,939.45	0.01%
COCA-COLA ENTERPRISES INC 6.95% DEB 15/NOV/2026	N/A	191219AY0	103,000	125,907.61	0.01%
CREDIT SUISSE FB USA INC 5.125% 15/JAN/2014	N/A	22541LAM5	119,000	125,618.30	0.01%
DEUTSCHE BK FINL LLC 5.38% 02/MAR/2015	N/A	2515E0AA7	123,000	125,027.41	0.01%
MERCK & CO INC 5.95% DEB 01/DEC/2028 USD1000	N/A	589331AE7	113,000	124,836.98	0.01%
GNMA I MORTPASS 6% 15/MAY/2036 SF PN# 655457	N/A	36294PE66	117,452	124,352.08	0.01%
FHLMCGLD MORTPASS 4.5% 01/MAR/2011 M8 PN# M80904	N/A	31282SAD4	121,061	124,904.48	0.01%
DOMINION RESOURCES INC 5.7% 17/SEP/2012	N/A	257469AF3	113,000	123,439.28	0.01%
TEXAS GAS TRANSMISSION 4.6% BDS 01/JUN/2015	N/A	882440AS9	123,000	123,620.54	0.01%
WASTE MANAGEMENT INC 7% SNR NOTES 13/JUL/2028	N/A	902917AH6	113,000	123,329.78	0.01%
FHLMCGLD MORTPASS 5% 01/JUL/2021 J0 PN# J03074	N/A	3128PEMX3	117,268	123,635.23	0.01%
PACIFICORP	N/A	695114BZ0	123,000	123,874.04	0.01%
ENTERGY GULF STATES INC 5.25% BDS 01/AUG/2015	N/A	29364LAN2	123,000	122,777.62	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2020 J0 PN# J02325	N/A	3128PDSN1	115,363	122,527.90	0.01%
LANDWIRTSCHAFTLICHE RENTENBANK 4.875% NTS	N/A	515110AR5	115,000	121,737.05	0.01%
POTASH CORP SASKATCHEWAN 4.875 01/MAR/2013	N/A	73755LAC1	115,000	121,393.43	0.01%
ALLSTATE CORP SER'A' VAR DEB 15/MAY/2067 USD1000	N/A	020002AU5	145,000	120,350.00	0.01%
HEALTH CARE REIT 6.00% 15/NOV/2013	N/A	42217KAL0	123,000	120,747.38	0.01%
PROGRESSIVE CORP 6.25% DUE 01/DEC/2032	N/A	743315AL7	113,000	120,218.89	0.01%
QANTAS AIRWAYS 6.05% BDS 15/APR/2016 USD2000	N/A	74726MAG4	123,000	120,960.91	0.01%
WILLIS GROUP N AMERICA 5.625 15/JUL/2015	N/A	970648AB7	123,000	120,839.63	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01879	N/A	3128PDCQ1	113,047	119,185.14	0.01%
SUNTRUST BANK 5.45% 01/DEC/2017	N/A	86787GAC6	127,000	119,729.76	0.01%
FHLMCGLD MORTPASS 6.5% 01/MAY/2034 A2 PN# A24301	N/A	31297BX64	111,415	119,392.69	0.01%
BRITISH COLUMBIA (PROV OF) 4.3% 30/MAY/2013	N/A	110709FH0	111,000	118,050.39	0.01%
PTT PUBLIC CO 5.875% BDS 03/AUG/2035 USD1000	N/A	69367CAB1	123,000	118,346.17	0.01%
HRPT PROPERTIES TRUST 5.75% 15/FEB/2014	N/A	40426WAQ4	123,000	118,166.10	0.01%
ALLSTATE CORP FLTG RATE NTS 15/MAY/2067 USD1000	N/A	020002AV3	145,000	117,450.00	0.01%
FNMA MORTPASS 6.5% 01/SEP/2034 CL PN# 788027	N/A	31405FPL0	109,331	117,535.74	0.01%
MOTOROLA INC 7.625% NTS 15/NOV/2010 USD1000	N/A	620076AR0	111,000	115,578.75	0.01%
SUNTRUST BANK	N/A	86787GAD4	123,000	114,779.42	0.01%
GENWORTH FINANCIAL 6.5% NTS 15/JUN/2034 USD1000	N/A	37247DAB2	144,000	114,134.98	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01771	N/A	3128PC6G2	106,890	112,694.08	0.01%
NISSAN MOTOR ACCEPTANCE 654740AA7 4.625%	N/A	654740AA7	113,000	112,767.33	0.01%
RAYTHEON CO 7% BDS 01/NOV/2028 USD1000	N/A	755111AP6	92,000	113,129.73	0.01%
GOLDEN WEST FINL CORP 4.75% 01/OCT/2012	N/A	381317AQ9	109,000	112,052.98	0.01%
HONEYWELL INTERNATIONAL INC 6.125% BDS 01/NOV/2011	N/A	438516AN6	103,000	112,396.18	0.01%
BSKYB FINANCE UK LTD 11778BAA0 5.625% 15/OCT/2015	N/A	11778BAA0	103,000	111,483.80	0.01%
GTE CORP 6.94% DEBS 15/APR/2028 USD1000	N/A	362320BA0	103,000	110,744.36	0.01%
SCIENCE APPLICATIONS 5.5% NTS 01/JUL/2033 USD1000	N/A	808626AG0	123,000	111,019.80	0.01%
FHLMCGLD MORTPASS 6.5% 01/JUL/2034 A2 PN# A24988	N/A	31297CRH5	103,242	110,634.81	0.01%
FHLMCGLD MORTPASS 4.5% 01/JUL/2011 M8 PN# M80926	N/A	31282SA36	106,694	110,747.31	0.01%
CYTEC INDUSTRIES INC. 6.00% 01/OCT/2015	N/A	232820AG5	113,000	110,557.62	0.01%
VIRGINIA ELECTRIC & POWER CO 5.4% BDS 15/JAN/2016	N/A	927804EZ3	103,000	109,699.12	0.01%
VERIZON COMMUNICATIONS INC 6.35% BDS 01/APR/2019	N/A	92343VAV6	100,000	110,426.70	0.01%
SCANA CORP 6.25% MTN 01/FEB/2012 USD1000	N/A	805901AQ8	103,000	110,007.09	0.01%
FL POWER & LIGHT 341081EN3 4.85% 01/FEB/2013	N/A	341081EN3	103,000	109,987.93	0.01%
BANK ONE CORP 5.25% 30/JAN/2013	N/A	06423AAS2	103,000	108,783.55	0.01%
MILLER BREWING CO 5.5% 15/AUG/2013	N/A	600388AB8	103,000	108,854.11	0.01%
NORFOLK SOUTHERN CORP 7.25% SNR NTS 15/FEB/2031	N/A	655844AQ1	87,000	109,130.10	0.01%
COMERICA BANK 4.80% DUE 01MAY01/MAY/2015	N/A	200340AL1	123,000	108,811.09	0.01%
GNMA I MORTPASS 5.5% 15/FEB/2035 SF PN# 486921	N/A	36210A4E4	102,509	107,762.56	0.01%
UNITED PARCEL SERVICE INC 8.375% DEB 01/APR/2020	N/A	911308AA2	82,000	107,850.25	0.01%
NORTHROP GRUMMAN CORP 7.75% DEB 15/FEB/2031	N/A	666807AW2	82,000	108,132.09	0.01%
NORANDA INC 6.2 15/JUN/2035	N/A	655422AV5	123,000	108,040.86	0.01%
NEXEN INC 5.05% 20/NOV/2013	N/A	65334HAC6	105,000	107,862.62	0.01%
LUBRIZOL CORP 6.50% 01/OCT/2034	N/A	549271AF1	103,000	107,570.52	0.01%
GNMA I MORTPASS 6% 15/MAY/2033 SF PN# 631924	N/A	36291MAZ6	101,410	108,160.53	0.01%
CITIGROUP INC 6% BDS 21/FEB/2012 USD1000	N/A	172967BJ9	103,000	106,997.84	0.01%
DISNEY(WALT)CO 6.375% BDS 01/MAR/2012 USD1000	N/A	25468PBX3	97,000	106,510.66	0.01%
AT&T BROADBAND CORP NT 9.455% 15/NOV/2022	N/A	00209TAB1	82,000	105,369.84	0.01%
WAL-MART STORES INC 7.55% BDS 15/FEB/2030 USD1000	N/A	931142BF9	82,000	105,420.35	0.01%
TEVA PHARM FINANCE LLC 6.15% BDS 01/FEB/2036	N/A	88163VAD1	98,000	105,380.38	0.01%
ORACLE CORP 5% LN STK 08/JUL/2019 USD1000	N/A	68389XAG0	100,000	105,198.50	0.01%
PLACER DOME INC 6.375% NTS 01/MAR/2033 USD1000	N/A	725906AH4	96,000	104,981.76	0.01%
ARCHER DANIELS MIDLAND 039483AU6 5.375%	N/A	039483AU6	103,000	103,643.85	0.01%
PEMEX PROJECT FUNDING MASTER TRUST 9.125% BDS	N/A	706451AB7	97,000	103,305.00	0.01%
FHLMCGLD MORTPASS 7% 01/APR/2032 G0 PN# G01391	N/A	31283HRL1	93,878	103,274.39	0.01%
WESTFIELD CAPITAL CORP 5.125% BDS 15/NOV/2014	N/A	96008YAB1	107,000	104,159.90	0.01%
CAPITAL ONE CAPITAL IV VAR 17/FEB/2037	N/A	140422AA4	135,000	102,600.00	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 G0 PN# G08064	N/A	3128MJCA6	94,811	101,274.24	0.01%
MDC HOLDINGS INC 5.50 15/MAY/2013	N/A	552676AN8	103,000	102,078.46	0.01%
WESTPAC BANKING CORP 4.625% 01/JUN/2018	N/A	961214AH6	103,000	102,024.08	0.01%
PUGET ENERGY INC 5.483% DUE 01/JUN/2035	N/A	745332BU9	103,000	101,375.18	0.01%
ANHEUSER-BUSCH COS 6% DEB 01/NOV/2041 USD1000	N/A	035229CL5	103,000	100,560.45	0.01%
FHLMC GOLD POOL NUMBER E01186 5.5% DUE 01/AUG/2017	N/A	31294KJ71	94,352	100,867.81	0.01%
LILLY(ELI)& CO 7.125% NTS 01/JUN/2025 USD1000	N/A	532457AM0	82,000	100,336.84	0.01%
FHLMCGLD MORTPASS 5% 01/FEB/2021 J0 PN# J01189	N/A	3128PCKA9	95,215	100,385.32	0.01%
FHLMCGLD MORTPASS 6.5% 01/OCT/2034 G0 PN# G01741	N/A	31283H5A9	93,320	100,352.17	0.01%
EMBARQ CORPORATION 7.082% BDS 01/JUN/2016 USD1000	N/A	29078EAB1	92,000	99,963.34	0.01%
KEY BK N A MEDIUM TERM SUB BK	N/A	49306CAH4	103,000	99,853.45	0.01%
TALISMAN ENERGY INC SHELF 2	N/A	87425EAE3	92,000	99,991.30	0.01%
M&I MARSHALL & ILSLEY BK 5.25% 04/SEP/2012	N/A	55259PAC0	113,000	100,127.61	0.01%
GNMA I MORTPASS 6% 15/APR/2033 SF PN# 604243	N/A	36200MHU0	93,385	99,601.42	0.01%
BP CAP MKTS AMER INC GTD NT 4.2% 15/JUN/2018	N/A	10373QAA8	103,000	98,493.24	0.01%
CSX CORP 6.75% BDS 15/MAR/2011 USD1000	N/A	126408AP8	92,000	98,461.80	0.01%
STANLEY WORKS 4.9% NTS 01/NOV/2012 USD1000	N/A	854616AK5	92,000	98,356.19	0.01%
JEFFERIES GROUP INC 6.25% BDS 15/JAN/2036 USD5000	N/A	472319AC6	123,000	98,375.40	0.01%
CAMDEN PROPERTY TRUST	N/A	133131AP7	103,000	98,025.62	0.01%
COMMER BANKS 4.8% 15/APR/2015	N/A	90333WAC2	92,000	97,196.90	0.01%
GNMA I MORTPASS 6% 15/JUN/2033 SF PN# 553320	N/A	36213FVM2	91,662	97,763.62	0.01%
ATMOS ENERGY CORP 5.125% 15/JAN/2013	N/A	049560AC9	92,000	96,093.45	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2021 J0 PN# J01570	N/A	3128PCW73	90,767	96,177.82	0.01%
NEWS AMERICA HLDGS INC 9.25% SNR DEBS 01/FEB/2013	N/A	652478AH1	82,000	96,328.19	0.01%
SOUTHWEST AIRLINES CO 5.125 01/MAR/2017	N/A	844741AX6	103,000	96,851.52	0.01%
GNMA I MORTPASS 6.5% 15/AUG/2036 SF PN# 657912	N/A	36294R3V9	90,439	96,249.82	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2018 G1 PN# G11399	N/A	31283KRU4	89,979	96,270.04	0.01%
FHLMC MORTPASS ARM 01/APR/2037 1J PN# 1J1593	N/A	3128NHXW8	91,332	96,587.37	0.01%
CITIGROUP INC 6.5% BDS 18/JAN/2011 USD1000	N/A	172967BC4	92,000	95,400.32	0.01%
NEWS AMERICA HLDGS INC 8% NOTES 17/OCT/2016	N/A	652478BX5	82,000	94,963.71	0.01%
FHLMCGLD MORTPASS 6% 01/JUN/2021 J0 PN# J01980	N/A	3128PDFV7	88,198	94,144.84	0.01%
FLORIDA POWER & LIGHT 5.4% 01/SEP/2035	N/A	341081EU7	90,000	94,532.76	0.01%
SAFEWAY INC 6.5% NOTES 01/MAR/2011 USD1000	N/A	786514BC2	89,000	94,600.50	0.01%
PRUDENTIAL FINANCIAL 5.75 07/JUL/2003 15/JUL/2033	N/A	74432QAC9	103,000	94,879.27	0.01%
BURLINGTON RESOURCES FINANCE 6.4% BDS 15/AUG/2011	N/A	12201PAC0	86,000	93,093.45	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUN/2019 B1 PN# B15396	N/A	3129677H9	87,516	93,471.40	0.01%
GNMA I MORTPASS 7% 15/JUL/2032 SF PN# 570022	N/A	36200RG71	83,703	91,906.08	0.01%
CONS EDISON CO OF NY 4.875% 01/FEB/2013	N/A	209111EA7	86,000	91,381.36	0.01%
PROGRESS ENERGY INC 7.1% SR NTS 01/MAR/2011	N/A	743263AD7	85,000	90,109.18	0.01%
TRICON GLOBAL RESTAURANTS INC 8.875% BDS	N/A	895953AD9	82,000	89,737.85	0.01%
COMMONWEALTH EDISON 6.15% BDS 15/MAR/2012 USD1000	N/A	202795HE3	82,000	88,981.73	0.01%
AMERICAN GENERAL CAPITAL II 7.5% NTS 15/JUL/2025	N/A	026351AU0	103,000	88,266.47	0.01%
FHLMCGLD MORTPASS 5% 01/MAR/2021 J0 PN# J01256	N/A	3128PCMD1	83,487	88,020.01	0.01%
MARATHON OIL CORP 6.8% BDS 15/MAR/2032 USD1000	N/A	565849AB2	82,000	88,123.60	0.01%
PEPCO HLDGS INC 7.45% BDS 15/AUG/2032 USD1000	N/A	713291AH5	82,000	87,641.93	0.01%
FEDERAL NATIONAL MORTGAGE ASSOC 4.375% BDS	N/A	31359MZC0	82,000	88,155.08	0.01%
ALLSTATE CORP 5.95% BDS 01/APR/2036 USD2000	N/A	020002AT8	82,000	86,995.03	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2019 B1 PN# B14288	N/A	312966XR0	81,392	86,930.26	0.01%
FHLMCGLD MORTPASS 7% 01/MAY/2035 G0 PN# G01947	N/A	3128LXEU0	79,578	87,240.85	0.01%
ANADARKO FINANCE CORP 6.75% BDS 01/MAY/2011	N/A	032479AC1	82,000	87,142.47	0.01%
ALLSTATE CORP 020002AP6 6.125% 15/DEC/2032	N/A	020002AP6	82,000	85,620.71	0.01%
KOREA DEVELOPMENT BANK 5.75% NOTES 10/SEP/2013	N/A	500630BG2	82,000	86,345.84	0.01%
XTO ENERGY INC 5.65% SNR NTS 01/APR/2016 USD1000	N/A	98385XAH9	82,000	85,703.20	0.01%
CON EDISON CO OF NY 5.875% 01/APR/2033	N/A	209111EB5	82,000	86,038.17	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2036 A4 PN# A43452	N/A	3128K3ZR1	80,429	84,366.83	0.01%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/DEC/2033	N/A	36225B2X5	78,472	83,723.68	0.01%
NEXEN INC 5.875% NTS 10/MAR/2035 USD1000	N/A	65334HAE2	92,000	84,259.49	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2019 E0 PN# E01604	N/A	31294KX91	79,565	84,307.59	0.01%
FHLMCGLD MORTPASS 5% 01/DEC/2020 J0 PN# J00935	N/A	3128PCBC5	78,637	83,226.58	0.01%
VERIZON GLOBAL FDG CORP 5.85% DUE 15/SEP/2035	N/A	92344GAX4	82,000	82,554.16	0.01%
SCOTTISH POWER 81013TAC5 5.81% 15/MAR/2025	N/A	81013TAC5	82,000	82,671.50	0.01%
CATERPILLAR INC 7.3% BDS 01/MAY/2031 USD1000	N/A	149123BJ9	70,000	82,248.53	0.01%
ROHM & HAAS CO 7.85% BDS 15/JUL/2029 USD1000	N/A	775371AU1	82,000	81,821.49	0.01%
WELLPOINT INC 5.95% BDS 15/DEC/2034 USD2000	N/A	94973VAH0	82,000	82,097.99	0.01%
WESTERN & SOUTHN FINL GROUP INC DTD 07/JUL/2003	N/A	957576AA9	103,000	82,169.18	0.01%
VALERO ENERGY CORP(NEW) 7.5% NTS 15/APR/2032	N/A	91913YAE0	82,000	81,556.22	0.01%
FHLMCGLD MORTPASS 6% 01/JUL/2021 G1 PN# G12245	N/A	3128M1L23	76,632	81,798.35	0.01%
EQUITABLE CO'S INC 7% BDS 01/APR/2028 USD1000	N/A	29444GAJ6	92,000	80,830.92	0.01%
GNMA I MORTPASS 6% 15/NOV/2033 SF PN# 573916	N/A	36200VSD6	75,874	80,924.01	0.01%
FHLMCGLD MORTPASS 5.5% 01/JUL/2021 J0 PN# J03028	N/A	3128PELH9	76,518	81,150.76	0.01%
UNILEVER CAPITAL CORP 7.125% GTD BDS 01/NOV/2010	N/A	904764AG2	76,000	81,137.60	0.01%
RLI CORP 5.95% 15/JAN/2014	N/A	749607AB3	82,000	81,236.58	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	3128M1R92	76,217	80,832.02	0.01%
GOVT NTL MTG ASSN POOL NO: 507396	N/A	36211AUV6	71,142	79,759.92	0.01%
VODAFONE GROUP PLC NEW NT 6.15% 27/FEB/2037	N/A	92857WAQ3	75,000	80,200.28	0.01%
GEORGIA POWER COMPANY	N/A	373334FN6	74,000	80,158.95	0.01%
PEPCO HLDGS INC 6.45% BDS 15/AUG/2012 USD1000	N/A	713291AG7	74,000	79,399.71	0.01%
DONNELLEY(R.R.)& SONS CO 4.95% BDS 01/APR/2014	N/A	257867AM3	82,000	78,903.76	0.01%
WASHINGTON REIT NTS DUE 15/JAN/2014 5.25	N/A	939653AE1	82,000	78,768.38	0.01%
ALBEMARLE CORP 5.1% DUE 01/FEB/2015	N/A	012653AA9	82,000	78,045.88	0.01%
GOLDMAN SACHS GROUP INC 6.6% BDS 15/JAN/2012	N/A	38141GBU7	72,000	78,182.71	0.01%
FL POWER & LIGHT 5.85% 01/FEB/2033	N/A	341081EP8	70,000	77,628.18	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAY/2020 B1 PN# B18437	N/A	312971LS1	73,569	78,138.71	0.01%
AMERICAN INTERNATIONAL GROUP INC 5.05% NTS	N/A	026874AX5	103,000	76,326.71	0.01%
FHLMC PC GOLD COMB 15 5.500 01/AUG/2019	N/A	3128MMAG8	72,197	77,110.05	0.01%
HARTFORD FINL SVCS 4.75% NTS 01/MAR/2014 USD1000	N/A	416515AM6	82,000	76,544.21	0.01%
FHLMCGLD MORTPASS 5% 01/MAY/2021 J0 PN# J01833	N/A	3128PDBA7	73,065	77,031.76	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 6% MBPT	N/A	3128GSZK6	71,444	76,618.58	0.01%
ROCKWELL COLLINS INC 5.25% BDS 15/JUL/2019 USD1000	N/A	774341AB7	70,000	75,490.10	0.01%
SYSCO CORP 5.375% 21/SEP/2035	N/A	871829AJ6	74,000	75,512.78	0.01%
COMCAST CORP 6.50% 15/NOV/2035	N/A	20030NAK7	70,000	74,591.09	0.01%
FHLMCGLD MORTPASS 5.5% 01/DEC/2018 B1 PN# B11548	N/A	312963WH0	70,515	74,718.66	0.01%
MARSHAL AND MCLENNAN CO 6.25% 15/MAR/2012 REG	N/A	571748AE2	72,000	74,403.72	0.01%
FHLMCGLD MORTPASS 5% 01/MAR/2021 J0 PN# J01414	N/A	3128PCSB9	71,184	75,049.56	0.01%
INFINITY PROPERTY & CASUALTY CORP 5.5% SNR NTS	N/A	45665QAC7	82,000	73,679.87	0.01%
BERKLEY (WR) CORPORATION	N/A	084423AK8	72,000	72,491.69	0.01%
INTER AMERICAN DEVELOPMENT BANK 5.125% NTS	N/A	4581X0AM0	65,000	71,997.84	0.01%
FHLMCGLD MORTPASS 7% 01/JUL/2032 G0 PN# G01449	N/A	31283HTE5	66,229	72,857.92	0.01%
FHLMCGLD MORTPASS 6% 01/JUN/2020 G1 PN# G18062	N/A	3128MMB85	66,907	71,543.02	0.01%
FEDERAL HOME LN MTG CORP GOLD POOL # G11409 DTD	N/A	31283KR67	65,233	69,997.86	0.01%
GNMA I MORTPASS 6% 15/JAN/2034 SF PN# 621856	N/A	36290YZV3	65,905	70,075.21	0.01%
FHLMCGLD MORTPASS 5.5% 01/MAR/2019 B1 PN# B12908	N/A	312965GR1	66,408	70,926.99	0.01%
HEINZ H J FIN CO UNRESTRICTED 6.75% DUE	N/A	42307TAG3	62,000	69,170.61	0.01%
CITIGROUP INC. 5.8750% DUE 22/FEB/2033	N/A	172967BU4	82,000	67,963.98	0.01%
GNMA I MORTPASS 6.5% 15/MAR/2031 SF PN# 528589	N/A	36212BF65	63,049	68,045.24	0.01%
FHLMCGLD MORTPASS 4.5% 01/FEB/2013 M8 PN# M81009	N/A	31282SDN9	66,624	68,738.95	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2019 B1 PN# B13430	N/A	312965Y34	64,222	68,591.58	0.01%
KINDER MORGAN ENERGY PARTNERS 6.75% BDS	N/A	494550AH9	64,000	67,870.66	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 5.5% MBPT	N/A	31283KNL8	62,429	66,988.86	0.01%
FHLMCGLD MORTPASS 6% 01/AUG/2019 B1 PN# B16087	N/A	312968XQ8	62,813	67,184.98	0.01%
AMERITECH CAPITAL FUNDING 6.45% NOTES 15/JAN/2018	N/A	030955AM0	62,000	66,534.99	0.01%
AVALONBAY COMMUNITIES INC 6.625% BDS 15/SEP/2011	N/A	05348EAE9	62,000	66,020.89	0.01%
FHLMCGLD MORTPASS 4.5% 01/JUL/2012 M8 PN# M80981	N/A	31282SCS9	64,596	66,654.90	0.01%
COCA COLA BOTTLE CO CONSL 191098AE2 5% 15/NOV/2012	N/A	191098AE2	62,000	66,048.10	0.01%
TOLL BROS INC 6.875% SNR NTS 15/NOV/2012 USD1000	N/A	88947EAA8	62,000	65,410.50	0.01%
EMERSON ELECTRIC CO 6% BDS 15/AUG/2032 USD1000	N/A	291011AQ7	57,000	64,039.61	0.01%
GNMA I MORTPASS 7% 15/APR/2032 SP PN# 781431	N/A	36225BSU3	58,213	64,289.59	0.01%
VIACOM INC 5.50% 15MAY15/MAY/2033	N/A	925524AV2	82,000	64,346.06	0.01%
BHP FINANCE 6.42% BDS 01/MAR/2026 USD1000	N/A	055450AH3	55,000	62,689.99	0.01%
CITIGROUP INC 5.125% NTS 14/FEB/2011 USD1000	N/A	172967DH1	62,000	63,197.96	0.01%
FHLMCGLD MORTPASS 7% 01/FEB/2036 A4 PN# A48303	N/A	3128K9GL2	58,299	63,261.25	0.01%
PITNEY BOWES INC 4.75% NTS 15/MAY/2018 USD1000	N/A	72447WAA7	62,000	63,049.29	0.01%
THE ALLSTATE CORPORATION 5.5% 09/MAY/2035	N/A	020002AS0	62,000	62,350.36	0.01%
FHLMCGLD MORTPASS 6.5% 01/APR/2035 A3 PN# A31989	N/A	31297MF60	58,379	62,359.01	0.01%
GENENTECH INC 5.25% NTS 15/JUL/2035 USD1000	N/A	368710AC3	62,000	61,561.72	0.01%
GNMA	N/A	36213E3Z7	56,244	61,755.66	0.01%
BUNGE LTD FINANCE CORP 5.1% SNR NTS 15/JUL/2015	N/A	120568AQ3	62,000	61,606.80	0.01%
FEDERAL HOME LOAN MORTGAGE CORP 7% MTG BKD P/THRU	N/A	31283HN43	56,726	62,403.55	0.01%
FHLMCGLD MORTPASS 5.5% 01/AUG/2021 G1 PN# G12310	N/A	3128M1N39	57,863	61,366.63	0.01%
NORFOLK SOUTHERN CORP NT 5.59 17/MAY/2025	N/A	655844AW8	59,000	60,870.42	0.01%
FNMA MORTPASS 7.5% 01/SEP/2032 CL PN# 661664	N/A	31391BB97	54,220	60,534.59	0.01%
FHLMCGLD MORTPASS 5.5% 01/APR/2019 B1 PN# B13600	N/A	3129657M2	56,030	59,843.15	0.01%
GNMA I MORTPASS 6% 15/FEB/2033 SF PN# 602102	N/A	36200H3K8	55,763	59,475.13	0.01%
MERCK & CO INC 6.4% SNR NOTES 01/MAR/2028 USD1000	N/A	589331AD9	51,000	59,669.54	0.01%
FLORIDA POWER & LIGHT 5.95% 01/OCT/2033	N/A	341081ER4	53,000	59,597.86	0.01%
FHLMCGLD MORTPASS 5.5% 01/JAN/2021 G1 PN# G18096	N/A	3128MMDA8	55,464	58,769.95	0.01%
TGT PIPELINE LLC 5.2% BDS 01/JUN/2018 USD1000	N/A	87243BAB5	62,000	59,126.36	0.01%
FHLMCGLD MORTPASS 7% 01/MAR/2033 G0 PN# G01536	N/A	31283HV51	53,203	57,651.58	0.01%
FHLMCGLD MORTPASS 7% 01/MAY/2032 C6 PN# C67235	N/A	31287TBC8	52,555	57,616.43	0.01%
BAXTER INTL INC 4.625% 15/MAR/2015	N/A	071813AU3	53,000	56,808.10	0.01%
NATIONWIDE FINANCIAL SERVICES 6.75% 15/MAY/2067	N/A	638612AJ0	75,000	56,453.78	0.01%
GENWORTH FINANCIAL 5.75% NTS 15/JUN/2014 USD1000	N/A	37247DAE6	62,000	55,589.70	0.01%
PSEG PWR LLC SR NT 6.95% 01/JUN/2012	N/A	69362BAM4	51,000	55,986.07	0.01%
FHLMCGLD MORTPASS 6.5% 01/SEP/2035 A4 PN# A46935	N/A	3128K7V47	50,805	54,267.83	0.01%
FNMA MORTPASS 7.5% 01/OCT/2031 CL PN# 607212	N/A	31388KR95	48,770	54,651.79	0.01%
NEWS AMERICA HLDGS INC 7.28% SNR DEB 30/JUN/2028	N/A	652482AU4	53,000	54,178.88	0.01%
FHLMCGLD MORTPASS 6.5% 01/DEC/2033 A1 PN# A17262	N/A	31296SB70	48,914	52,538.54	0.00%
VIACOM INC 7.875% BDS 30/JUL/2030 USD1000	N/A	925524AH3	55,000	52,430.84	0.00%
MOTIVA LTD 5.2% 24/SEP/2002 15/SEP/2012	N/A	61980AAA1	51,000	52,684.22	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E8 PN# E89222	N/A	3128GSG76	48,528	52,042.24	0.00%
WEATHERFORD INTERNATIONAL 5.5% BDS 15/FEB/2016	N/A	947076AB1	51,000	51,932.13	0.00%
FHLMCGLD MORTPASS 6% 01/APR/2017 E0 PN# E01139	N/A	31294KHQ1	48,662	52,085.14	0.00%
APACHE CORP 7.625% NOTES 01/JUL/2019 USD1000	N/A	037411AP0	41,000	50,137.26	0.00%
FHLMCGLD MORTPASS 7% 01/JAN/2034 C0 PN# C01806	N/A	31292JAF7	46,310	50,183.17	0.00%
FHLMCGLD MORTPASS 7% 01/JUL/2031 C5 PN# C54792	N/A	31298RKD7	45,851	50,421.60	0.00%
DAYTON HUDSON CORP DEB 10% 01/JAN/2011	N/A	239753BE5	46,000	49,557.41	0.00%
FHLMCGLD MORTPASS 6% 01/JUL/2017 E9 PN# E90645	N/A	3128GUWE8	46,220	49,567.46	0.00%
MONTPELIER RE HOLDINGS 6.125% BDS 15/AUG/2013	N/A	614810AA7	51,000	49,820.37	0.00%
FHLMCGLD MORTPASS 6.5% 01/FEB/2036 A4 PN# A43672	N/A	3128K4CH6	45,586	48,665.19	0.00%
FHLMCGLD MORTPASS 7% 01/JUN/2032 C6 PN# C68300	N/A	31287UGH9	44,236	48,496.05	0.00%
FHLMCGLD MORTPASS 7% 01/AUG/2032 C6 PN# C69908	N/A	31287WAH1	43,354	47,528.77	0.00%
GOVT NATIONAL MORTGAGE ASSOCN 6% MBPT 15/OCT/2032	N/A	36200ACN7	44,414	47,398.03	0.00%
CINCINNATI GAS ELECTRIC 5.4% 15/JUN/2033	N/A	172070CP7	51,000	46,856.51	0.00%
FHLMCGLD MORTPASS 5.5% 01/JUL/2017 E9 PN# E90591	N/A	3128GUUQ3	43,653	46,841.84	0.00%
FHLMCGLD MORTPASS 5.5% 01/FEB/2019 G1 PN# G11531	N/A	31283KVY1	42,578	45,661.41	0.00%
FHLMCGLD MORTPASS 7% 01/DEC/2030 C0 PN# C01106	N/A	31292HGP3	41,202	45,325.56	0.00%
FHLMCGLD MORTPASS 6.5% 01/JAN/2035 A3 PN# A33137	N/A	31297NPW0	42,261	45,286.98	0.00%
FEDERAL HOME LOAN MORTGAGE CORP 8% MTG BDS	N/A	31292HRA4	38,727	43,938.97	0.00%
FHLMCGLD MORTPASS 6% 01/MAY/2017 E0 PN# E01140	N/A	31294KHR9	41,781	44,719.85	0.00%