Pricing and Performance

The performance information shown represents past performance and is not a guarantee of future results. The investment return and principal value of your investment will fluctuate so that your shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance information shown.


RiverSource Diversified Bond Fund

Prices as of July 29, 2010

Returns as of June 30, 2010

  Avg. Annual Return %
(without Sales Charge)		 Avg. Annual Return %
(with Sales Charge)
Class A
1 year 11.87 6.56
3 year 5.58 3.88
5 year 4.61 3.60
10 year 5.31 4.80
Since inception
on 10/03/1974 		8.78 8.63
30-day SEC Yield as of June 30, 2010: 2.87 %
Class B
1 year 11.02 6.02
3 year 4.78 3.87
5 year 3.82 3.47
10 year 4.52 4.52
Since inception
on 03/20/1995 		5.15 5.15
30-day SEC Yield as of June 30, 2010: 2.26 %
Class C
1 year 11.04 10.04
3 year 4.79 4.79
5 year 3.78 3.78
10 year 4.52 4.52
Since inception
on 06/26/2000 		4.55 4.55
30-day SEC Yield as of June 30, 2010: 2.27 %

Returns as of June 30, 2010

  Avg. Annual Return %
(without Sales Charge) 		Avg. Annual Return %
(with Sales Charge)
Class A
1 year 11.87 6.56
3 year 5.58 3.88
5 year 4.61 3.60
10 year 5.31 4.80
Since inception
on 10/03/1974 		8.78 8.63
30-day SEC Yield as of June 30, 2010: 2.87 %
Class B
1 year 11.02 6.02
3 year 4.78 3.87
5 year 3.82 3.47
10 year 4.52 4.52
Since inception
on 03/20/1995 		5.15 5.15
30-day SEC Yield as of June 30, 2010: 2.26 %
Class C
1 year 11.04 10.04
3 year 4.79 4.79
5 year 3.78 3.78
10 year 4.52 4.52
Since inception
on 06/26/2000 		4.55 4.55
30-day SEC Yield as of June 30, 2010: 2.27 %

Returns reflect any change in price per share, and assume the reinvestment of dividends and capital gain distributions, if any. Returns for Class A shares are calculated with and without the effect of the maximum initial sales charge of 5.75% for equity funds and 4.75% for fixed income funds, except for RiverSource Absolute Return Currency and Income Fund, RiverSource Floating Rate Fund, RiverSource Inflation Protected Securities Fund, RiverSource Intermediate Tax-Exempt Fund, RiverSource Limited Duration Bond Fund and RiverSource Short Duration U.S. Government Fund, which have a maximum initial sales charge of 3.00%. RiverSource Cash Management Fund, RiverSource Tax-Exempt Money Market Fund and Seligman Cash Management Fund have no initial sales charge. Returns for Class B shares are calculated with and without the effect of a contingent deferred sales charge (CDSC) applied as follows: first year 5%; second year 4%; third and fourth years 3% (except that for shares purchased in a RiverSource fund, RiverSource Partners fund or Threadneedle fund prior to or on June 12, 2009, the CDSC percentage for the third year is 4%); fifth year 2%; sixth year 1%; and 0% thereafter. Returns for Class C shares are calculated with and without the effect of a 1% CDSC charged only on redemptions made within one year after purchase.

Expense ratios effective through October 31, 2010

  Gross Expense Ratio (%) 1 Net Expense Ratio (%) 2
Class A 0.94 0.85
Class B 1.70 1.61
Class C 1.69 1.60

The holdings information shown is based on the effective date (trade date plus one). Holdings information is reported to the Securities and Exchange Commission ("SEC") quarterly and is based on the trade date. Because there is a one day difference, there could be variations in the holdings information shown and that filed with the SEC. Top 10 holdings are shown in descending order of value and exclude short-term holdings and cash. Fund holdings are as of the date given, are subject to change at any time, and are not recommendations to buy or sell any security.

Security % of
Net Assets
1. FNMA 30YR TBA(REG A) 5.500% 07/01/2040 3.29
2. TREASURY BOND 4.625% 02/15/2040 3.24
3. FNMA 30YR TBA(REG A) 6.000% 07/01/2040 2.73
4. FNMA 30YR TBA(REG A) 5.000% 07/01/2040 2.27
5. CFLT_10-A 1.780% 06/15/2011 1.60
6. FGOLD 30YR TBA(REG A) 5.500% 07/01/2040 1.45
7. FNMA 15YR TBA(REG B) 5.000% 07/01/2025 1.41
8. FNMA 30YR TBA(REG A) 6.500% 07/01/2040 1.31
9. COLORADO INTERSTATE GAS CO 6.800% 11/15/2015 1.12
10. FNMA 15YR 4.500% 05/01/2024 1.11

The top 10 holdings represent 19.53 % of the Fund's net assets.

Security Shares/
Principal		 Market Value % of
Net Assets
1. RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
474,739,614.62 $474,739,614 9.90 %
2. FNMA 30YR TBA(REG A) 5.500% 07/01/2040
Cusip: 01F052672
146,975,000 $157,768,550 3.29 %
3. TREASURY BOND 4.625% 02/15/2040
Cusip: 912810QE1
138,362,000 $155,527,466 3.24 %
4. FNMA 30YR TBA(REG A) 6.000% 07/01/2040
Cusip: 01F060675
120,760,000 $130,967,963 2.73 %
5. FNMA 30YR TBA(REG A) 5.000% 07/01/2040
Cusip: 01F050676
102,980,000 $108,949,647 2.27 %
6. CFLT_10-A 1.780% 06/15/2011
Cusip: 171204AD2
76,250,000 $76,548,122 1.60 %
7. FGOLD 30YR TBA(REG A) 5.500% 07/01/2040
Cusip: 02R052677
64,925,000 $69,662,512 1.45 %
8. FNMA 15YR TBA(REG B) 5.000% 07/01/2025
Cusip: 01F050478
63,255,000 $67,485,178 1.41 %
9. FNMA 30YR TBA(REG A) 6.500% 07/01/2040
Cusip: 01F062671
57,500,000 $62,971,470 1.31 %
10. COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
46,641,000 $53,742,325 1.12 %
11. FNMA 15YR 4.500% 05/01/2024
Cusip: 31416CE28
50,428,473 $53,302,011 1.11 %
12. GSMS_07-GG10 5.999% 08/10/2045
Cusip: 36246LAE1
54,065,000 $53,098,858 1.11 %
13. GCCFC_07-GG9 5.444% 03/10/2039
Cusip: 20173QAE1
49,694,000 $49,784,741 1.04 %
14. FNMA 30YR 5.500% 07/01/2036
Cusip: 31416BN53
40,321,293.1 $43,423,512 0.91 %
15. FNMA 30YR 5.000% 06/01/2035
Cusip: 31402RFU8
40,241,348.93 $42,764,399 0.89 %
16. AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
36,490,000 $40,872,120 0.85 %
17. RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
40,077,000 $40,249,331 0.84 %
18. TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
37,126,000 $39,356,455 0.82 %
19. CARAT_07-SN2 1.380% 05/16/2011
Cusip: 139743AJ7
38,943,613.94 $38,964,499 0.81 %
20. CFAIT_09-1 1.830% 11/15/2012
Cusip: 17290DAB0
38,480,289.96 $38,612,142 0.80 %
21. FNMA 15YR TBA(REG B) 4.500% 07/01/2025
Cusip: 01F042475
35,500,000 $37,446,962 0.78 %
22. CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
28,879,000 $36,893,557 0.77 %
23. VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
33,857,000 $36,584,858 0.76 %
24. SOUTHERN NATURAL GAS COMPANY 5.900% 04/01/2017
Cusip: 843452BC6
30,646,000 $32,468,303 0.68 %
25. HERTZ_05-2A 5.080% 11/25/2011
Cusip: 42805RAT6
31,355,833.33 $31,626,142 0.66 %
26. GOLDMAN SACHS GROUP INC 7.500% 02/15/2019
Cusip: 38141EA25
27,820,000 $31,094,731 0.65 %
27. CANADIAN IMPERIAL BANK 2.600% 07/02/2015
Cusip: 136069DM0
30,000,000 $30,100,312 0.63 %
28. SABMILLER PLC 5.700% 01/15/2014
Cusip: 78572MAE5
26,690,000 $29,503,419 0.61 %
29. DOMINION RESOURCES INC 5.250% 08/01/2033
Cusip: 257469AJ5
26,865,000 $29,402,990 0.61 %
30. JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
25,725,000 $29,044,061 0.61 %
31. DTE ENERGY COMPANY 7.625% 05/15/2014
Cusip: 233331AN7
24,660,000 $28,819,180 0.60 %
32. ARCELORMITTAL 9.850% 06/01/2019
Cusip: 03938LAM6
22,530,000 $28,154,411 0.59 %
33. TREASURY NOTE 1.875% 06/30/2015
Cusip: 912828NL0
27,880,000 $27,986,724 0.58 %
34. DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
22,125,000 $27,083,500 0.56 %
35. MORGAN STANLEY 5.500% 01/26/2020
Cusip: 61747YCM5
27,915,000 $27,055,445 0.56 %
36. NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
26,227,000 $27,009,325 0.56 %
37. VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
23,714,000 $26,816,028 0.56 %
38. CSMC_10-11R 1.347% 06/28/2047
Cusip: 12644GAA9
26,789,127.33 $26,755,640 0.56 %
39. BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
25,955,000 $26,575,520 0.55 %
40. NEVADA POWER COMPANY 5.875% 01/15/2015
Cusip: 641423BK3
23,608,000 $26,306,394 0.55 %
41. TELEFONICA EMISIONES SAU 5.134% 04/27/2020
Cusip: 87938WAM5
25,725,000 $25,783,987 0.54 %
42. ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
23,652,000 $25,773,560 0.54 %
43. GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
23,335,000 $25,764,920 0.54 %
44. JPMCC_05-LDP5 5.360% 12/15/2044
Cusip: 46625YXP3
24,060,000 $25,650,344 0.53 %
45. MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
306,500,000 $25,542,259 0.53 %
46. CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
24,465,000 $25,533,680 0.53 %
47. BANK OF MONTREAL 2.850% 06/09/2015
Cusip: 063679BV5
25,000,000 $25,389,310 0.53 %
48. KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
21,434,000 $24,893,445 0.52 %
49. HERTZ_05-2A 0.597% 11/25/2011
Cusip: 42805RAS8
24,916,666.66 $24,856,433 0.52 %
50. TAROT_06-C 5.310% 05/13/2013
Cusip: 89578PAD1
24,224,292.88 $24,771,325 0.52 %
51. TRANSCONTINENTAL GAS PIPELINE 6.400% 04/15/2016
Cusip: 893570BW0
21,216,000 $24,115,442 0.50 %
52. BAFC_09-R14A 1.447% 09/26/2037
Cusip: 05955MAA3
24,664,075.11 $23,474,166 0.49 %
53. FHLMC 1.000% 11/18/2011
Cusip: 3134G1DT8
23,000,000 $23,042,412 0.48 %
54. TREASURY NOTE 1.375% 03/15/2013
Cusip: 912828MT4
22,605,000 $22,898,186 0.48 %
55. HERTZ_05-1A 0.597% 11/25/2011
Cusip: 42805RAK5
22,587,499.99 $22,532,896 0.47 %
56. TAROT_07-A 0.410% 02/12/2014
Cusip: 89579AAD3
22,529,393.89 $22,175,006 0.46 %
57. FNMA 30YR 5.500% 02/01/2035
Cusip: 31402QYV7
20,523,737.03 $22,134,850 0.46 %
58. SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
19,645,000 $22,009,668 0.46 %
59. CSMC_10-12R 4.250% 12/26/2037
Cusip: 12643UBT7
21,802,414.84 $21,870,547 0.46 %
60. EMBARQ CORPORATION 7.995% 06/01/2036
Cusip: 29078EAA3
21,538,000 $21,374,828 0.45 %
61. TREASURY NOTE 3.500% 05/15/2020
Cusip: 912828ND8
19,461,000 $20,367,104 0.42 %
62. FGOLD 30YR GIANT 5.000% 06/01/2036
Cusip: 3128M4ME0
19,084,475.46 $20,239,284 0.42 %
63. FNMA 2.180% 09/10/2012
Cusip: 31398AYZ9
20,000,000 $20,057,220 0.42 %
64. FGOLD 30YR TBA(REG A) 5.000% 07/01/2040
Cusip: 02R050671
17,975,000 $19,011,366 0.40 %
65. ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 11/15/2014
Cusip: 03523TAD0
17,315,000 $18,930,818 0.39 %
66. FNMA 30YR 6.000% 05/01/2036
Cusip: 31407Y3S6
17,234,080.05 $18,756,602 0.39 %
67. COMM_07-C9 6.010% 12/10/2049
Cusip: 20047RAE3
17,805,000 $18,403,080 0.38 %
68. CFLT_10-A 4.490% 09/16/2013
Cusip: 171204AK6
18,300,000 $18,276,832 0.38 %
69. US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
17,394,000 $17,885,171 0.37 %
70. NISOURCE FINANCE CORPORATION 5.450% 09/15/2020
Cusip: 65473QAR4
17,155,000 $17,668,740 0.37 %
71. GSMS_05-GG4 4.751% 07/10/2039
Cusip: 36228CVU4
17,020,000 $17,608,320 0.37 %
72. FNMA 30YR 6.000% 02/01/2038
Cusip: 31414LXB9
16,096,319.2 $17,488,147 0.36 %
73. FNMA 30YR 6.000% 04/01/2033
Cusip: 31385W6L8
15,138,874.03 $16,781,813 0.35 %
74. WFMBS_07-8 6.000% 07/25/2037
Cusip: 94986ABG2
16,893,009.48 $16,724,721 0.35 %
75. TREASURY NOTE 1.375% 01/15/2013
Cusip: 912828MG2
16,435,000 $16,655,853 0.35 %
76. LBUBS_07-C7 5.866% 09/15/2045
Cusip: 52109RBM2
16,200,000 $16,180,770 0.34 %
77. TREASURY NOTE 3.625% 08/15/2019
Cusip: 912828LJ7
15,000,000 $15,861,330 0.33 %
78. GCCFC_07-GG11 5.736% 12/10/2049
Cusip: 20173VAE0
15,750,000 $15,602,309 0.33 %
79. FNMA 30YR 5.500% 05/01/2033
Cusip: 31385XB30
14,496,068.1 $15,587,766 0.32 %
80. JPMORGAN CHASE & CO 3.400% 06/24/2015
Cusip: 46625HHR4
15,555,000 $15,567,829 0.32 %
81. TCM SUB LLC 3.550% 01/15/2015
Cusip: 872312AA1
15,005,000 $15,376,192 0.32 %
82. GNMA_10-16 2.676% 05/16/2033
Cusip: 38376GER7
14,534,158.38 $14,816,544 0.31 %
83. TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
13,780,000 $14,512,200 0.30 %
84. FNMA 30YR 5.000% 12/01/2034
Cusip: 31402QYH8
13,522,264.06 $14,370,082 0.30 %
85. CCI_10-1 4.523% 01/15/2015
Cusip: 22822RAP5
13,050,000 $14,332,807 0.30 %
86. CMLTI_10-4 5.000% 10/25/2035
Cusip: 17315QAW6
14,268,684.7 $14,268,684 0.30 %
87. SBAC_10-1 4.254% 04/15/2040
Cusip: 78403DAA8
13,650,000 $14,216,615 0.30 %
88. COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
12,475,000 $13,642,435 0.28 %
89. FNMA 30YR 5.000% 03/01/2034
Cusip: 31402CVZ2
12,740,517.76 $13,549,275 0.28 %
90. CITIGROUP INC 8.500% 05/22/2019
Cusip: 172967EV9
11,160,000 $13,304,103 0.28 %
91. FNMA 30YR 5.000% 06/01/2035
Cusip: 31402RFT1
12,502,180.75 $13,270,414 0.28 %
92. CARR_07-FRE1 0.467% 02/25/2037
Cusip: 144527AA6
14,495,023.62 $13,223,447 0.28 %
93. JPMCC_06-LDP6 5.490% 04/15/2043
Cusip: 46625YP72
12,380,000 $13,130,767 0.27 %
94. FNMA 30YR 5.000% 03/01/2036
Cusip: 31403DBY4
12,246,412.32 $12,998,929 0.27 %
95. FNMA 25YR 5.000% 04/01/2029
Cusip: 31404SFB6
12,150,152.22 $12,983,324 0.27 %
96. MSC_04-HQ4 4.590% 04/14/2040
Cusip: 61745MT29
12,795,000 $12,874,968 0.27 %
97. TELECOM ITALIA CAPITAL 7.200% 07/18/2036
Cusip: 87927VAR9
13,275,000 $12,874,599 0.27 %
98. REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
12,130,000 $12,816,081 0.27 %
99. NISOURCE FINANCE CORPORATION 6.150% 03/01/2013
Cusip: 65473QAK9
11,687,000 $12,744,696 0.27 %
100. CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
10,895,000 $12,697,000 0.26 %
101. SDART_07-1 0.400% 09/15/2014
Cusip: 80281VAD5
12,730,120.82 $12,635,939 0.26 %
102. TIME WARNER CABLE INC 5.850% 05/01/2017
Cusip: 88732JAH1
11,414,000 $12,532,012 0.26 %
103. RBSSP_10-6 0.537% 02/26/2046
Cusip: 74929KAA6
13,177,265 $12,320,742 0.26 %
104. GNMA 30YR TBA(REG C) 6.000% 07/01/2040
Cusip: 01N060676
11,000,000 $11,986,568 0.25 %
105. NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
10,930,000 $11,941,740 0.25 %
106. BACM_05-6 5.350% 09/10/2047
Cusip: 05947U4D7
11,150,000 $11,938,491 0.25 %
107. CCCIT_08-C6 6.300% 06/20/2014
Cusip: 17305EEL5
11,050,000 $11,806,952 0.25 %
108. FHLB 0.625% 05/27/2011
Cusip: 3133XYCW3
11,715,000 $11,718,444 0.24 %
109. BANK OF AMERICA CORPORATION 5.625% 07/01/2020
Cusip: 06051GEC9
11,640,000 $11,718,003 0.24 %
110. BACCT_08-A1 0.930% 04/15/2013
Cusip: 05522RBS6
11,500,000 $11,518,167 0.24 %
111. GOLDMAN SACHS GROUP INC 5.375% 03/15/2020
Cusip: 38141EA58
11,605,000 $11,467,086 0.24 %
112. NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
2,060,000 $11,452,039 0.24 %
113. ANADARKO PETROLEUM CORPORATION 5.950% 09/15/2016
Cusip: 032511AX5
13,260,000 $11,412,842 0.24 %
114. JPMCC_07-CB20 5.794% 02/12/2051
Cusip: 46631QAD4
11,245,000 $11,376,639 0.24 %
115. CITEC_09-VT1 2.200% 06/15/2011
Cusip: 12557TAB4
11,315,007.18 $11,328,107 0.24 %
116. BACCT_08-A5 1.550% 12/16/2013
Cusip: 05522RCB2
11,175,000 $11,278,096 0.24 %
117. BACM_05-3 4.668% 07/10/2043
Cusip: 05947UR83
10,837,000 $11,227,733 0.23 %
118. SVHE_06-OPT3 0.517% 06/25/2036
Cusip: 83611MPH5
15,060,000 $11,213,886 0.23 %
119. CMLTI_07-AMC3 0.457% 03/25/2037
Cusip: 17312EAB2
11,769,936.01 $11,208,580 0.23 %
120. HERTZ_09-2A 4.260% 03/25/2014
Cusip: 42805RAU3
10,750,000 $11,087,833 0.23 %
121. GFCM_03-1 5.254% 05/12/2035
Cusip: 36161RAD1
10,340,773.19 $10,954,673 0.23 %
122. NISOURCE FINANCE CORPORATION 5.400% 07/15/2014
Cusip: 65473QAL7
9,975,000 $10,775,516 0.22 %
123. CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
10,215,000 $10,623,600 0.22 %
124. NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
10,655,000 $10,601,725 0.22 %
125. CDCMT_02 - FX1 5.676% 11/15/2030
Cusip: 125044AB3
10,095,017.04 $10,406,916 0.22 %
126. WOODSIDE FINANCE LTD 8.750% 03/01/2019
Cusip: 980236AE3
8,621,000 $10,361,700 0.22 %
127. NEXEN INC 5.650% 05/15/2017
Cusip: 65334HAF9
9,525,000 $10,338,301 0.22 %
128. GCCFC_03-C2 4.533% 01/05/2036
Cusip: 396789ER6
10,160,000 $10,306,580 0.21 %
129. NAVOT_10-A 1.470% 10/18/2012
Cusip: 63937WAB1
10,275,000 $10,260,095 0.21 %
130. WOODSIDE FINANCE LTD 4.500% 11/10/2014
Cusip: 980236AJ2
9,960,000 $10,233,858 0.21 %
131. WFMBS_05-2 8.000% 04/25/2035
Cusip: 94982FAB7
10,003,580.59 $10,209,538 0.21 %
132. CSX CORPORATION 5.750% 03/15/2013
Cusip: 126408GL1
9,275,000 $10,136,851 0.21 %
133. CCI_06-1A 0.520% 11/15/2036
Cusip: 22822RAG5
10,250,000 $10,096,760 0.21 %
134. FNMA 30YR 5.500% 12/01/2035
Cusip: 31407YES4
9,333,426.37 $10,042,766 0.21 %
135. ACCSS_05-1 0.618% 06/22/2018
Cusip: 00432CCD1
10,039,276.64 $10,019,694 0.21 %
136. BACARDI LTD 7.450% 04/01/2014
Cusip: 067316AA7
8,580,000 $10,003,662 0.21 %
137. MSRR_09-GG10 5.999% 08/12/2045
Cusip: 61758FAA0
9,500,000 $9,959,115 0.21 %
138. CVS CAREMARK CORP 5.750% 06/01/2017
Cusip: 126650BH2
8,939,000 $9,944,476 0.21 %
139. FNMA 30YR 6.000% 04/01/2033
Cusip: 31385XD95
8,888,102.96 $9,803,854 0.20 %
140. KRAFT FOODS INC 6.500% 02/09/2040
Cusip: 50075NAZ7
8,840,000 $9,798,003 0.20 %
141. DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
9,584,000 $9,595,980 0.20 %
142. MSRT_10-F 0.600% 06/17/2013
Cusip: 617492AA1
9,645,000 $9,560,606 0.20 %
143. HSBC HOLDINGS PLC 6.800% 06/01/2038
Cusip: 404280AJ8
8,862,000 $9,550,409 0.20 %
144. TREASURY NOTE 1.000% 03/31/2012
Cusip: 912828MU1
9,470,000 $9,541,782 0.20 %
145. DUNKN_06-1 5.779% 06/20/2031
Cusip: 233046AA9
9,650,000 $9,402,381 0.20 %
146. NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
8,110,000 $9,252,384 0.19 %
147. BOAMS_05-E 2.869% 06/25/2035
Cusip: 05949A6G0
9,235,617.08 $9,203,462 0.19 %
148. SABMILLER PLC 6.500% 07/15/2018
Cusip: 78572MAF2
7,785,000 $9,057,419 0.19 %
149. TOYS R US TLB 4.25 4.555% 07/19/2012
Cusip: BAX0ZT7V4
9,125,000 $8,983,836 0.19 %
150. INDIANA MICHIGAN POWER COMPANY 6.050% 03/15/2037
Cusip: 454889AM8
8,535,000 $8,840,962 0.18 %
151. METROPOLITAN EDISON COMPANY 4.950% 03/15/2013
Cusip: 591894BU3
8,320,000 $8,760,876 0.18 %
152. PRIME_05-1 5.000% 09/25/2034
Cusip: 74160MHA3
8,595,620.43 $8,720,253 0.18 %
153. CSFB_04-C1 4.750% 01/15/2037
Cusip: 22541SAD0
8,335,000 $8,611,788 0.18 %
154. TRANSALTA CORP 4.750% 01/15/2015
Cusip: 89346DAD9
8,145,000 $8,580,911 0.18 %
155. KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
7,510,000 $8,523,083 0.18 %
156. NIELSEN FINANCE VNU TLA 2.00 2.251% 08/09/2013
Cusip: 65410*AA5
9,002,563.09 $8,460,788 0.18 %
157. EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
8,725,000 $8,334,901 0.17 %
158. CENTERPOINT ENERGY RESOURCES CORP 7.875% 04/01/2013
Cusip: 15189YAB2
7,260,000 $8,319,037 0.17 %
159. ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.200% 01/15/2014
Cusip: 03523TAA6
7,210,000 $8,290,310 0.17 %
160. TAROT_06-B 5.520% 11/12/2012
Cusip: 89578VAD8
8,126,852.96 $8,259,515 0.17 %
161. WBCMT_06-C24 5.558% 03/15/2045
Cusip: 92976BFR8
7,550,000 $8,034,828 0.17 %
162. SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
8,522,000 $8,010,680 0.17 %
163. MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
8,072,938.83 $7,972,027 0.17 %
164. JPMCC_03-ML1A 4.767% 03/12/2039
Cusip: 46625MVR7
7,419,000 $7,787,066 0.16 %
165. RAAC_07-SP1 0.697% 03/25/2037
Cusip: 74978AAB6
10,625,000 $7,773,026 0.16 %
166. PROGRESS ENERGY INC 6.000% 12/01/2039
Cusip: 743263AP0
7,205,000 $7,765,948 0.16 %
167. NORTHWEST PIPELINE CORPORATION 7.000% 06/15/2016
Cusip: 667748AM9
6,639,000 $7,761,176 0.16 %
168. US FOODSERVICE TL 2.50 2.733% 07/03/2014
Cusip: BAX392TW0
9,026,794.87 $7,734,067 0.16 %
169. TAMPA ELECTRIC COMPANY 6.100% 05/15/2018
Cusip: 875127AX0
6,825,000 $7,732,247 0.16 %
170. GSMS_07-EOP 1.135% 03/06/2020
Cusip: 36228CB69
9,050,000 $7,721,345 0.16 %
171. OBP_10-OBP 4.646% 07/15/2045
Cusip: 67087MAA4
7,650,000 $7,697,812 0.16 %
172. HCA INC 7.250% 09/15/2020
Cusip: 404119BK4
7,650,000 $7,688,250 0.16 %
173. QWEST CORPORATION 7.500% 10/01/2014
Cusip: 74913GAG0
7,220,000 $7,680,275 0.16 %
174. CMLTI_09-6 0.423% 01/25/2037
Cusip: 17315JBA9
7,818,060.52 $7,642,469 0.16 %
175. CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
7,185,000 $7,598,137 0.16 %
176. FGOLD 30YR GIANT 6.000% 04/01/2033
Cusip: 31283HV44
6,792,825.4 $7,587,560 0.16 %
177. FORDF_10-1 2.000% 12/15/2014
Cusip: 34528QAJ3
7,450,000 $7,577,348 0.16 %
178. FGOLD 30YR 6.000% 07/01/2037
Cusip: 3128M5DY3
6,894,419.81 $7,495,957 0.16 %
179. AMCAR_10-1 1.660% 03/17/2014
Cusip: 03064CAC4
7,400,000 $7,459,453 0.16 %
180. JPMCC_10-C1 3.853% 06/15/2043
Cusip: 46634NAA4
7,250,000 $7,432,399 0.15 %
181. RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
7,100,000 $7,410,625 0.15 %
182. BOAA_04-3 6.000% 04/25/2034
Cusip: 05948KNE5
7,025,945.29 $7,277,804 0.15 %
183. MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
6,920,000 $7,253,087 0.15 %
184. LVII_09-3 5.777% 11/27/2037
Cusip: 550786AA5
7,193,997.97 $7,229,967 0.15 %
185. DETROIT EDISON COMPANY 6.400% 10/01/2013
Cusip: 250847EE6
6,325,000 $7,195,199 0.15 %
186. GECMC_01-3 6.070% 06/10/2038
Cusip: 36158YDD8
6,900,000 $7,194,347 0.15 %
187. FNMA 30YR 6.500% 12/01/2033
Cusip: 31402DK25
6,449,474.71 $7,184,512 0.15 %
188. FNMA 30YR 5.500% 03/01/2033
Cusip: 31400RCZ2
6,504,970.32 $7,079,686 0.15 %
189. CD_05-CD1 5.399% 07/15/2044
Cusip: 12513EAG9
6,599,000 $7,069,837 0.15 %
190. FNMA 30YR 6.000% 09/01/2032
Cusip: 31391LXK6
6,376,072.73 $7,033,007 0.15 %
191. GNMA 30YR 5.500% 10/15/2033
Cusip: 36200MYD9
6,434,850.61 $7,004,535 0.15 %
192. NEVADA POWER COMPANY 6.500% 05/15/2018
Cusip: 641423BS6
6,075,000 $6,934,794 0.14 %
193. FNMA 30YR 6.000% 01/01/2033
Cusip: 31400GH40
6,387,022.3 $6,933,311 0.14 %
194. BAFC_10-R4 0.557% 06/26/2037
Cusip: 05952XAR5
7,335,031.25 $6,931,604 0.14 %
195. K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
6,925,000 $6,925,000 0.14 %
196. JPALT_06-A4 5.950% 09/25/2036
Cusip: 46629EAA1
6,947,126.21 $6,886,418 0.14 %
197. MBNAS_05-A6 4.500% 01/15/2013
Cusip: 55264TDE8
6,845,000 $6,878,074 0.14 %
198. DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
7,493,961.41 $6,852,328 0.14 %
199. JMAC_10-R1 0.428% 11/26/2036
Cusip: 47232FAC1
7,247,531.02 $6,848,916 0.14 %
200. JPMCC_04-LN2 4.475% 07/15/2041
Cusip: 46625YCU5
6,650,168.63 $6,813,197 0.14 %
201. WINDSTREAM CORP 7.875% 11/01/2017
Cusip: 97381WAJ3
6,974,000 $6,808,367 0.14 %
202. FNMA 20YR 5.500% 09/01/2023
Cusip: 31371LDV8
6,159,355.41 $6,668,610 0.14 %
203. FGOLD 20YR GIANT 6.000% 02/01/2023
Cusip: 3128CUHA7
5,984,407.13 $6,603,647 0.14 %
204. CSFB_01-CP4 6.180% 12/15/2035
Cusip: 22540A6G8
6,399,561.07 $6,570,106 0.14 %
205. FADR_09-2 2.604% 01/28/2040
Cusip: 30239DAA9
6,630,494.52 $6,561,081 0.14 %
206. GNMA 30YR 5.000% 09/15/2033
Cusip: 36201YER3
6,015,085.38 $6,465,464 0.13 %
207. FGOLD 30YR 5.500% 04/01/2033
Cusip: 31288G4Q2
5,919,599.63 $6,465,401 0.13 %
208. FGOLD 15YR 5.000% 10/01/2018
Cusip: 3128H7XM9
5,941,685.98 $6,410,658 0.13 %
209. FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
6,130,000 $6,390,525 0.13 %
210. OHIO POWER COMPANY 6.000% 06/01/2016
Cusip: 677415CL3
5,635,000 $6,381,800 0.13 %
211. PROGRESS ENERGY INC 6.050% 03/15/2014
Cusip: 743263AM7
5,710,000 $6,357,354 0.13 %
212. SVHE_06-W2 0.447% 12/25/2036
Cusip: 83612MAC1
6,332,599.67 $6,218,467 0.13 %
213. AMXCA_05-4 0.420% 01/15/2015
Cusip: 02582JDN7
6,225,000 $6,195,358 0.13 %
214. HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
5,619,000 $6,012,330 0.13 %
215. VWALT_09-A 3.410% 04/16/2012
Cusip: 928664AC5
5,875,000 $5,983,185 0.12 %
216. RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
5,269,760 $5,948,241 0.12 %
217. FGOLD 15YR 5.000% 08/01/2018
Cusip: 3128H6VS0
5,474,781.68 $5,885,209 0.12 %
218. VERIZON PENNSYLVANIA INC. 5.650% 11/15/2011
Cusip: 92344TAA6
5,570,000 $5,854,413 0.12 %
219. VALMONT INDUSTRIES INC 6.625% 04/20/2020
Cusip: 920253AD3
5,734,000 $5,844,221 0.12 %
220. TRANSALTA CORP 6.500% 03/15/2040
Cusip: 89346DAE7
5,610,000 $5,786,838 0.12 %
221. COMET_07-A6 0.420% 05/15/2013
Cusip: 14041NDW8
5,776,000 $5,775,740 0.12 %
222. FORD MOTOR COMPANY TLB1 3.0 3.347% 12/15/2013
Cusip: BAX19GAX1
6,117,459.54 $5,774,147 0.12 %
223. GCCFC_03-C1 3.858% 07/05/2035
Cusip: 396789DU0
5,650,000 $5,763,000 0.12 %
224. FNMA 20YR 5.000% 07/01/2023
Cusip: 31385XLP0
5,361,977.8 $5,725,326 0.12 %
225. WBCMT_06-C27 5.727% 07/15/2045
Cusip: 92977QAC2
5,475,000 $5,712,135 0.12 %
226. FNMA 3/1 HYBRID ARM 2.812% 05/01/2035
Cusip: 31410QZL8
5,477,362.25 $5,711,159 0.12 %
227. JPMCC_09-IWST 4.314% 12/05/2027
Cusip: 46634GAA9
5,354,996.23 $5,656,989 0.12 %
228. GFCM_03-1 5.743% 05/12/2035
Cusip: 36161RAE9
5,050,000 $5,655,661 0.12 %
229. CARMX_09-1 5.810% 12/16/2013
Cusip: 14312WAF0
5,200,000 $5,646,371 0.12 %
230. PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
5,095,000 $5,632,716 0.12 %
231. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400Q3C5
5,173,929.96 $5,622,104 0.12 %
232. FNMA 15YR LLB MEGA 6.000% 05/01/2018
Cusip: 31402DFZ8
5,142,527.11 $5,598,822 0.12 %
233. AMXCA_06-3 0.370% 03/17/2014
Cusip: 025822AA5
5,575,000 $5,561,987 0.12 %
234. LBUBS_06-C4 6.055% 06/15/2032
Cusip: 52108RAD4
5,100,000 $5,554,832 0.12 %
235. CASCADES INC 7.750% 12/15/2017
Cusip: 146900AG0
5,565,000 $5,537,175 0.12 %
236. ANADARKO PETROLEUM CORPORATION 7.625% 03/15/2014
Cusip: 032511BD8
5,775,000 $5,504,077 0.11 %
237. CMLTI_10-2 0.443% 05/25/2037
Cusip: 17316HAA3
5,588,484.18 $5,475,905 0.11 %
238. ALLY FINANCIAL INC 8.000% 03/15/2020
Cusip: 36186RAA8
5,571,000 $5,445,652 0.11 %
239. WBCMT_05-C20 5.087% 07/15/2042
Cusip: 9297664M2
5,342,000 $5,445,351 0.11 %
240. FGOLD 30YR TBA(REG A) 6.000% 07/01/2040
Cusip: 02R060670
5,000,000 $5,426,560 0.11 %
241. NISOURCE FINANCE CORPORATION 7.875% 11/15/2010
Cusip: 65473QAJ2
5,300,000 $5,416,451 0.11 %
242. AESOP_10-2 3.630% 08/20/2014
Cusip: 05377RAD6
5,250,000 $5,360,781 0.11 %
243. ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
5,330,000 $5,343,325 0.11 %
244. HERTZ_09-2A 5.290% 03/25/2016
Cusip: 42805RAV1
5,000,000 $5,296,153 0.11 %
245. FNMA 25YR 5.500% 12/01/2028
Cusip: 31403MT74
4,838,239.37 $5,248,280 0.11 %
246. CWL_05-1 0.747% 07/25/2035
Cusip: 126673WX6
5,273,710.66 $5,221,516 0.11 %
247. TOLEDO EDISON COMPANY (THE) 6.150% 05/15/2037
Cusip: 889175BD6
4,850,000 $5,193,894 0.11 %
248. CSMC_09-12R 6.000% 08/27/2037
Cusip: 12642MBJ8
5,329,665.66 $5,185,516 0.11 %
249. FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
7,739,444.11 $5,162,209 0.11 %
250. BSARM_05-8 5.105% 08/25/2035
Cusip: 07387AEC5
6,475,000 $5,150,417 0.11 %
251. GAZ CAPITAL SA 8.146% 04/11/2018
Cusip: 368287AE8
4,700,000 $5,128,875 0.11 %
252. CIT GROUP INC 7.000% 05/01/2016
Cusip: 125581FW3
5,580,000 $5,091,750 0.11 %
253. LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
4,645,000 $5,063,050 0.11 %
254. BAFC_10-R3 0.439% 09/26/2036
Cusip: 05955YAW9
5,293,229.81 $5,030,685 0.10 %
255. FNMA 30YR 7.000% 07/01/2036
Cusip: 31410DUQ1
4,503,454.39 $5,008,809 0.10 %
256. FGOLD 30YR 5.500% 06/01/2033
Cusip: 31288KA78
4,635,810.67 $5,004,792 0.10 %
257. CONSUMERS ENERGY COMPANY 5.150% 02/15/2017
Cusip: 210518CG9
4,515,000 $4,894,693 0.10 %
258. CSMC_09-12R 5.300% 12/27/2036
Cusip: 12642MCU2
4,813,997.87 $4,891,164 0.10 %
259. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400QVV2
4,500,994.7 $4,890,883 0.10 %
260. GNMA 30YR 6.000% 12/15/2032
Cusip: 36200AH93
4,415,164.2 $4,886,069 0.10 %
261. CMS ENERGY CORPORATION 6.250% 02/01/2020
Cusip: 125896BE9
5,165,000 $4,868,012 0.10 %
262. DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
4,745,000 $4,851,762 0.10 %
263. NALCO COMPANY 8.250% 05/15/2017
Cusip: 629855AP2
4,676,000 $4,839,660 0.10 %
264. FNMA 15YR 4.500% 03/01/2023
Cusip: 31414UG69
4,553,614.19 $4,817,359 0.10 %
265. JPMCC_05-LDP2 4.697% 07/15/2042
Cusip: 46625YNB5
4,700,000 $4,812,521 0.10 %
266. FGOLD 20YR 6.000% 12/01/2023
Cusip: 31335HZ89
4,343,432.97 $4,799,283 0.10 %
267. LBUBS_04-C2 3.973% 03/15/2029
Cusip: 52108HZX5
4,700,000 $4,795,269 0.10 %
268. ARIZONA PUBLIC SERVICE COMPANY 6.375% 10/15/2011
Cusip: 040555CC6
4,446,000 $4,705,690 0.10 %
269. LBUBS_05-C5 4.930% 09/15/2030
Cusip: 52108H6V1
4,500,000 $4,693,922 0.10 %
270. CROWN AMERICAS INC 7.750% 11/15/2015
Cusip: 228188AD0
4,475,000 $4,642,812 0.10 %
271. RAAC_07-SP1 0.497% 03/25/2037
Cusip: 74978AAA8
4,784,471.64 $4,606,953 0.10 %
272. ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000% 04/15/2020
Cusip: 03523TAU2
4,385,000 $4,584,670 0.10 %
273. BROCADE COMMUNICATIONS SYSTEMS 6.625% 01/15/2018
Cusip: 111621AE8
4,617,000 $4,570,830 0.10 %
274. ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
4,070,000 $4,548,591 0.09 %
275. JPMMT_06-S4 6.000% 01/25/2037
Cusip: 46629SAF9
4,669,370.41 $4,519,105 0.09 %
276. BSABS_06-HE9 0.397% 11/25/2036
Cusip: 07389MAA5
4,687,666.44 $4,487,003 0.09 %
277. CF INDUSTRIES HOLDINGS INC 6.875% 05/01/2018
Cusip: 12527GAA1
4,405,000 $4,471,075 0.09 %
278. VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
4,500,000 $4,419,870 0.09 %
279. JPMRR_09-5 0.383% 04/26/2037
Cusip: 46633KBJ1
4,775,853.28 $4,418,538 0.09 %
280. PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
4,070,000 $4,385,425 0.09 %
281. FNMA 30YR 5.000% 03/01/2034
Cusip: 31404EWA0
4,113,834.96 $4,371,764 0.09 %
282. L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
4,350,000 $4,350,000 0.09 %
283. MALT_04-8 5.000% 09/25/2019
Cusip: 576434UX0
4,556,202.39 $4,331,867 0.09 %
284. CONSUMERS ENERGY COMPANY 6.000% 02/15/2014
Cusip: 210518BY1
3,855,000 $4,311,297 0.09 %
285. CWHL_05-R2 7.000% 06/25/2035
Cusip: 12669GN98
4,586,725.98 $4,285,688 0.09 %
286. UNITED ARTISTS THEATRE COMPANY 9.300% 07/01/2015
Cusip: 909411AF7
4,373,816.15 $4,246,975 0.09 %
287. GTP_10-1 4.436% 02/15/2015
Cusip: 379398AA8
4,000,000 $4,225,130 0.09 %
288. TREASURY NOTE 1.750% 04/15/2013
Cusip: 912828MX5
4,110,000 $4,203,420 0.09 %
289. THE MANITOWOC CO INC 7.125% 11/01/2013
Cusip: 563571AF5
4,320,000 $4,168,800 0.09 %
290. CARDINAL HEALTH INC 5.650% 06/15/2012
Cusip: 14149YAP3
3,860,000 $4,145,953 0.09 %
291. H.J. HEINZ FINANCE COMPANY 7.125% 08/01/2039
Cusip: 42307TAH1
3,375,000 $4,126,221 0.09 %
292. LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
3,983,000 $4,102,490 0.09 %
293. TIAA_07-C4-A2 5.790% 08/15/2039
Cusip: 87246AAB4
3,900,000 $4,101,646 0.09 %
294. MALT_04-2 5.000% 02/25/2019
Cusip: 576434MM3
4,036,803.96 $4,019,700 0.08 %
295. MSC_06-T23 5.971% 08/12/2041
Cusip: 61749MAU3
3,675,000 $4,011,774 0.08 %
296. ARCH WESTERN FINANCE LLC 6.750% 07/01/2013
Cusip: 03939RAB6
3,975,000 $3,984,937 0.08 %
297. INDONESIA (REPUBLIC OF) 6.875% 01/17/2018
Cusip: 455780AY2
3,522,000 $3,979,860 0.08 %
298. ARMT_05-9 4.819% 11/25/2035
Cusip: 007036RU2
3,985,000 $3,954,833 0.08 %
299. CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
3,820,000 $3,896,400 0.08 %
300. JPMCC_04-C2 5.282% 05/15/2041
Cusip: 46625M3M9
3,664,610.65 $3,818,831 0.08 %
301. SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
3,750,000 $3,750,000 0.08 %
302. FGOLD 20YR 5.500% 10/01/2023
Cusip: 3128E27M2
3,447,801.9 $3,738,053 0.08 %
303. SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
3,520,000 $3,704,800 0.08 %
304. CVS CAREMARK CORP 6.125% 09/15/2039
Cusip: 126650BR0
3,455,000 $3,693,173 0.08 %
305. FNMA 30YR 6.000% 05/01/2024
Cusip: 31368JBM0
3,381,571.26 $3,679,106 0.08 %
306. BMWLT_09-1 2.040% 04/15/2011
Cusip: 09657CAB6
3,670,345.2 $3,675,355 0.08 %
307. LBUBS_04-C6 5.020% 08/15/2029
Cusip: 52108HK78
3,500,000 $3,666,547 0.08 %
308. WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
3,635,000 $3,662,262 0.08 %
309. GCCFC_04-GG1 4.883% 06/10/2036
Cusip: 396789FR5
3,550,000 $3,626,673 0.08 %
310. JPMORGAN CHASE & CO 4.950% 03/25/2020
Cusip: 46625HHQ6
3,485,000 $3,621,786 0.08 %
311. FHLMC_K-006 5.532% 12/26/2046
Cusip: 30261CAM6
4,200,000 $3,621,699 0.08 %
312. TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
3,506,000 $3,619,945 0.08 %
313. GSMS_04-GG2 4.602% 08/10/2038
Cusip: 36228CTE3
3,589,832.44 $3,615,281 0.08 %
314. FFMER_07-2 0.457% 05/25/2037
Cusip: 59024QAB6
3,640,157.2 $3,603,992 0.08 %
315. EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
3,075,000 $3,551,625 0.07 %
316. COLOMBIA (REPUBLIC OF) 6.125% 01/18/2041
Cusip: 195325BM6
3,500,000 $3,550,350 0.07 %
317. BALL_01-FMA 6.763% 12/13/2016
Cusip: 05947NAL8
3,500,000 $3,522,637 0.07 %
318. POTOMAC ELECTRIC POWER CO 4.650% 04/15/2014
Cusip: 737679CX6
3,255,000 $3,506,103 0.07 %
319. CD_05-CD1 5.225% 07/15/2044
Cusip: 12513EAF1
3,225,000 $3,427,494 0.07 %
320. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400WAZ3
3,123,690.1 $3,403,292 0.07 %
321. UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
3,427,000 $3,392,730 0.07 %
322. PROGRESS ENERGY INC 7.100% 03/01/2011
Cusip: 743263AD7
3,260,000 $3,389,643 0.07 %
323. WBCMT_06-C24 5.576% 03/15/2045
Cusip: 92976BFQ0
3,200,000 $3,320,418 0.07 %
324. BCAP_09-RR1 2.968% 05/26/2035
Cusip: 05531WAH9
13,823,234 $3,317,576 0.07 %
325. QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
3,358,000 $3,307,630 0.07 %
326. FNMA 15YR 5.000% 04/01/2018
Cusip: 31391WNL1
3,056,909.29 $3,287,849 0.07 %
327. GEORGIA-PACIFIC CORPORATION 7.000% 01/15/2015
Cusip: 373298CG1
3,250,000 $3,282,500 0.07 %
328. FHLMC_3630 1.931% 03/15/2017
Cusip: 31398WJV7
65,380,363.15 $3,269,018 0.07 %
329. AMER GEN FIN TL 5.50 LIBOR FL 1.75 7.250% 04/16/2015
Cusip: BAX3959D7
3,345,000 $3,250,503 0.07 %
330. INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
3,189,000 $3,220,890 0.07 %
331. FNMA 30YR 5.500% 12/01/2033
Cusip: 31403MUQ0
2,983,211.74 $3,217,393 0.07 %
332. CGCMT_06-C5 5.431% 10/15/2049
Cusip: 17310MAE0
3,150,000 $3,210,400 0.07 %
333. SRFC_10-1A 4.480% 07/20/2026
Cusip: 82651LAA1
3,140,059.51 $3,178,970 0.07 %
334. DISH DBS CORP 7.875% 09/01/2019
Cusip: 25470XAB1
3,040,000 $3,161,600 0.07 %
335. CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
3,070,000 $3,119,887 0.07 %
336. FNMA 15YR 6.000% 09/01/2017
Cusip: 31391VHD8
2,845,123.51 $3,102,295 0.06 %
337. QWEST COMMUNICATIONS INTERNATIONAL 7.125% 04/01/2018
Cusip: 749121CB3
3,080,000 $3,072,300 0.06 %
338. CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
2,710,000 $3,048,750 0.06 %
339. SILGAN HOLDINGS INC 6.750% 11/15/2013
Cusip: 827048AK5
3,000,000 $3,045,000 0.06 %
340. TIAA_07-C4 6.073% 08/15/2039
Cusip: 87246AAC2
2,850,000 $3,043,354 0.06 %
341. FNMA 15YR 5.500% 03/01/2018
Cusip: 31391Y7M3
2,783,935.44 $3,023,794 0.06 %
342. SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
2,850,000 $2,999,625 0.06 %
343. NHEL_07-1 5.860% 03/25/2037
Cusip: 669971AS2
3,061,643.15 $2,992,356 0.06 %
344. FLORIDA POWER CORPORATION 6.400% 06/15/2038
Cusip: 341099CL1
2,465,000 $2,946,062 0.06 %
345. CASE NEW HOLLAND INC 7.875% 12/01/2017
Cusip: 147446AQ1
2,862,000 $2,904,930 0.06 %
346. GNMA 30YR 5.500% 10/15/2033
Cusip: 36206YDH1
2,668,347.77 $2,904,579 0.06 %
347. AIRGAS INC 7.125% 10/01/2018
Cusip: 009363AE2
2,695,000 $2,890,387 0.06 %
348. DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
2,850,000 $2,882,062 0.06 %
349. MALT_04-7 5.000% 08/25/2019
Cusip: 576434TL8
2,975,239.23 $2,830,090 0.06 %
350. CSMC_09-ASG 1.597% 11/28/2039
Cusip: 12642RAA7
2,788,175.26 $2,789,917 0.06 %
351. FNMA 30YR 5.500% 04/01/2033
Cusip: 31401ALG0
2,554,417.36 $2,783,052 0.06 %
352. INDONESIA (REPUBLIC OF) 7.750% 01/17/2038
Cusip: 455780AZ9
2,350,000 $2,773,000 0.06 %
353. FNMA 25YR 5.500% 08/01/2028
Cusip: 31402A6Y7
2,553,607.04 $2,770,025 0.06 %
354. POWER SECTOR ASSETS & LIABILITIES 7.250% 05/27/2019
Cusip: 73933BAA2
2,500,000 $2,765,500 0.06 %
355. SASC_06-GEL2 0.457% 04/25/2036
Cusip: 86360CAA4
2,781,543.69 $2,738,757 0.06 %
356. LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
2,731,000 $2,737,827 0.06 %
357. HASC_06-HE2 0.397% 12/25/2036
Cusip: 44328BAC2
3,085,168.29 $2,734,002 0.06 %
358. QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
2,763,000 $2,721,555 0.06 %
359. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400FVV6
2,432,807.46 $2,716,595 0.06 %
360. L-3 COMMUNICATIONS CORPORATION 6.125% 07/15/2013
Cusip: 502413AL1
2,685,000 $2,711,850 0.06 %
361. QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
2,763,000 $2,700,832 0.06 %
362. BANCO NACIONAL DE DESENVOLVIMENTO 6.500% 06/10/2019
Cusip: 059614AJ6
2,500,000 $2,673,540 0.06 %
363. BSCMS_07-PW18 5.038% 06/11/2050
Cusip: 07401DAA9
2,580,306.9 $2,650,629 0.06 %
364. GNMA 30YR 5.000% 08/15/2033
Cusip: 36200MUD3
2,460,135.5 $2,644,338 0.06 %
365. FNMA 30YR 7.000% 09/01/2029
Cusip: 31374TY60
2,328,171.12 $2,639,433 0.06 %
366. YUM! BRANDS INC 6.250% 03/15/2018
Cusip: 988498AC5
2,280,000 $2,617,873 0.05 %
367. PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
2,543,000 $2,615,620 0.05 %
368. FNMA 30YR 6.500% 08/01/2032
Cusip: 31385JNA2
2,336,235.98 $2,605,627 0.05 %
369. MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BJ9
2,345,000 $2,585,362 0.05 %
370. GNMA_07-17 7.500% 04/16/2037
Cusip: 38375JSW6
9,109,830.09 $2,563,995 0.05 %
371. FNMA 15YR 6.000% 08/01/2017
Cusip: 31385JN38
2,318,659.35 $2,531,819 0.05 %
372. FNMA 15YR 6.000% 08/01/2017
Cusip: 31385W5C9
2,317,625.67 $2,527,117 0.05 %
373. OHIO EDISON CO 5.450% 05/01/2015
Cusip: 677347CB0
2,280,000 $2,502,516 0.05 %
374. SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
2,580,000 $2,496,150 0.05 %
375. JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
2,410,000 $2,476,275 0.05 %
376. WAMU_04-AR9 2.868% 08/25/2034
Cusip: 92922FWK0
2,482,991.96 $2,469,458 0.05 %
377. REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
2,762,000 $2,444,778 0.05 %
378. REPUBLIC OF ARGENTINA 7.000% 10/03/2015
Cusip: EF1061060
3,000,000 $2,403,750 0.05 %
379. ONCOR ELECTRIC DELIVERY CO 6.375% 05/01/2012
Cusip: 68233DAS6
2,225,000 $2,403,369 0.05 %
380. FNMA 30YR 7.000% 06/01/2032
Cusip: 31390GZL4
2,091,119.66 $2,391,796 0.05 %
381. FGOLD 15YR 5.500% 05/01/2018
Cusip: 31294KSG1
2,172,677.83 $2,349,849 0.05 %
382. CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
2,295,000 $2,340,900 0.05 %
383. OOMLT_07-HL1 0.467% 02/25/2038
Cusip: 68402SAB5
2,401,476.31 $2,334,268 0.05 %
384. PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
4,359,000 $2,332,065 0.05 %
385. RAMC_05-4 5.565% 02/25/2036
Cusip: 759950FX1
2,443,854.84 $2,307,969 0.05 %
386. FNMA 30YR 6.500% 03/01/2033
Cusip: 31400RKP5
2,060,751.18 $2,295,612 0.05 %
387. PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
1,979,000 $2,293,265 0.05 %
388. SVHE_06-EQ1 0.457% 10/25/2036
Cusip: 83612JAB0
2,376,855.23 $2,282,965 0.05 %
389. ROGERS CABLE INC. 6.250% 06/15/2013
Cusip: 77509NAH6
2,050,000 $2,282,853 0.05 %
390. COMM_06-CNL 0.661% 02/05/2019
Cusip: 20047MAH7
2,700,000 $2,281,470 0.05 %
391. WBCMT_06-C29 5.308% 11/15/2048
Cusip: 92978PAE9
2,200,000 $2,277,840 0.05 %
392. CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
2,200,000 $2,277,000 0.05 %
393. FHLMC_3155 6.800% 05/15/2036
Cusip: 31396R5T0
17,535,132.61 $2,275,511 0.05 %
394. JPMCC_04-CBX 4.184% 01/12/2037
Cusip: 46625YDB6
2,252,778.28 $2,252,352 0.05 %
395. FNMA 30YR 6.000% 03/01/2033
Cusip: 31400DRF1
2,002,962.13 $2,236,232 0.05 %
396. FNMA 15YR TBA(REG B) 5.500% 07/01/2025
Cusip: 01F052474
2,060,000 $2,225,121 0.05 %
397. DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
2,055,000 $2,219,400 0.05 %
398. NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
2,330,000 $2,213,500 0.05 %
399. FNMA 25YR 5.500% 07/01/2028
Cusip: 31400JRN1
2,033,075.93 $2,205,379 0.05 %
400. MAJAPAHIT HOLDING BV 8.000% 08/07/2019
Cusip: 56068TAE7
2,000,000 $2,200,000 0.05 %
401. FNMA 15YR 5.000% 10/01/2018
Cusip: 31403AWX9
2,019,008.13 $2,185,004 0.05 %
402. CWALT_03-11T1 4.750% 07/25/2018
Cusip: 12669EPU4
2,154,723.4028 $2,178,367 0.05 %
403. FNMA 30YR 6.500% 06/01/2036
Cusip: 31409X5Y1
1,974,844.95 $2,177,348 0.05 %
404. QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
2,030,000 $2,172,100 0.05 %
405. TOLEDO EDISON COMPANY (THE) 7.250% 05/01/2020
Cusip: 889175BE4
1,790,000 $2,168,676 0.05 %
406. REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
2,153,000 $2,163,765 0.05 %
407. AMKOR TECHNOLOGY INC 7.375% 05/01/2018
Cusip: 031652BB5
2,209,000 $2,153,775 0.04 %
408. CPF_10-1A 5.430% 07/20/2015
Cusip: 151608AA4
2,051,324.99 $2,118,146 0.04 %
409. PETROLEOS MEXICANOS 6.000% 03/05/2020
Cusip: 71656LAC5
2,000,000 $2,100,000 0.04 %
410. MALT_04-4 6.000% 05/25/2034
Cusip: 576434PY4
2,264,704.51 $2,094,394 0.04 %
411. FNMA 15YR 5.500% 12/01/2016
Cusip: 31387MB40
1,931,148.71 $2,090,619 0.04 %
412. RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
2,070,000 $2,088,112 0.04 %
413. FNMA 15YR 5.500% 02/01/2018
Cusip: 31391WHS3
1,908,873.32 $2,083,980 0.04 %
414. LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
10,135,000 $2,065,006 0.04 %
415. JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
2,015,000 $2,057,818 0.04 %
416. BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
2,046,000 $2,051,115 0.04 %
417. RBSSP_09-9 0.447% 10/26/2036
Cusip: 74928QAW6
2,060,722.58 $2,042,902 0.04 %
418. FNMA 30YR 7.000% 06/01/2031
Cusip: 31385HNZ1
1,777,496.01 $2,040,434 0.04 %
419. AMCAR_07-CM 0.381% 05/07/2012
Cusip: 03063EAD9
2,040,433.24 $2,038,485 0.04 %
420. OWENS-BROCKWAY GLASS CONTAINER INC 6.750% 12/01/2014
Cusip: 69073TAL7
2,000,000 $2,035,000 0.04 %
421. DEL MONTE CORPORATION 6.750% 02/15/2015
Cusip: 245217AP9
2,000,000 $2,027,500 0.04 %
422. JPMCC_03-LN1 4.134% 10/15/2037
Cusip: 46625MA58
1,954,355.6 $2,016,248 0.04 %
423. NEWFIELD EXPLORATION COMPANY 6.625% 09/01/2014
Cusip: 651290AH1
2,000,000 $2,012,500 0.04 %
424. GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
1,970,000 $2,009,400 0.04 %
425. CITIZENS COMMUNICATIONS CO 6.250% 01/15/2013
Cusip: 17453BAP6
2,000,000 $2,005,000 0.04 %
426. JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
2,000,000 $2,000,000 0.04 %
427. KAZMUNAIGAZ FINANCE SUB BV 9.125% 07/02/2018
Cusip: 48667QAA3
1,720,000 $1,995,200 0.04 %
428. SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
1,920,000 $1,987,200 0.04 %
429. COMCAST CORPORATION 6.450% 03/15/2037
Cusip: 20030NAM3
1,810,000 $1,957,153 0.04 %
430. FNMA 30YR 6.500% 09/01/2032
Cusip: 31391BQN0
1,751,157.25 $1,955,112 0.04 %
431. AQUILA INC 11.875% 07/01/2012
Cusip: 03840PAC6
1,675,000 $1,928,911 0.04 %
432. CANADIAN PACIFIC RAILWAY COMPANY 5.750% 05/15/2013
Cusip: 13645RAG9
1,750,000 $1,922,774 0.04 %
433. RASC_04-KS9 4.610% 02/25/2032
Cusip: 76110WE51
2,108,231.38 $1,922,690 0.04 %
434. TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
1,879,000 $1,911,882 0.04 %
435. PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
1,790,000 $1,875,178 0.04 %
436. FNMA 15YR 5.000% 12/01/2018
Cusip: 31404DWU8
1,741,276.11 $1,872,824 0.04 %
437. FGOLD 30YR GIANT 7.000% 07/01/2032
Cusip: 31283HS63
1,652,853.95 $1,865,192 0.04 %
438. RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
1,850,000 $1,854,625 0.04 %
439. INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
15,000,000,000 $1,847,976 0.04 %
440. URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
1,592,000 $1,846,720 0.04 %
441. BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
2,244,000 $1,845,690 0.04 %
442. FGOLD 30YR GIANT 7.000% 04/01/2030
Cusip: 31283HGR0
1,624,097.9 $1,845,245 0.04 %
443. GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
1,825,000 $1,841,060 0.04 %
444. NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
1,790,000 $1,830,275 0.04 %
445. SPECTRUM BRANDS INC 9.500% 06/15/2018
Cusip: 84762LAF2
1,760,000 $1,826,000 0.04 %
446. CWA_07-OH3 0.847% 09/25/2047
Cusip: 02151DAG9
14,372,671.31 $1,778,786 0.04 %
447. MLMT_08-C1 4.706% 02/12/2051
Cusip: 59025WAA4
1,719,119.58 $1,754,842 0.04 %
448. FNMA 30YR 7.000% 07/01/2038
Cusip: 31411JDT0
1,578,761.89 $1,752,974 0.04 %
449. FNMA 20YR 5.500% 07/01/2023
Cusip: 31401V6F3
1,615,687.09 $1,749,272 0.04 %
450. FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
1,730,000 $1,742,975 0.04 %
451. REGENCY ENERGY PARTNERS 9.375% 06/01/2016
Cusip: 75886AAC2
1,630,000 $1,740,025 0.04 %
452. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400FJR9
1,572,475.26 $1,734,489 0.04 %
453. SCANA CORPORATION 6.875% 05/15/2011
Cusip: 805901AP0
1,655,000 $1,730,964 0.04 %
454. TAROT_07-B 5.240% 10/12/2012
Cusip: 89578WAC8
1,665,175.51 $1,692,664 0.04 %
455. FNMA 15YR 4.500% 07/01/2018
Cusip: 31371LAB5
1,574,533.22 $1,681,721 0.04 %
456. FNMA 25YR 5.500% 11/01/2028
Cusip: 31403FS70
1,543,351.59 $1,674,150 0.03 %
457. CWALT_07-OH1 0.437% 04/25/2047
Cusip: 02150KAA7
1,912,995.63 $1,670,138 0.03 %
458. HERTZ CORPORATION 8.875% 01/01/2014
Cusip: 428040BZ1
1,615,000 $1,635,187 0.03 %
459. TURKEY (REPUBLIC OF) 7.500% 11/07/2019
Cusip: 900123BF6
1,400,000 $1,596,000 0.03 %
460. FHLMC_2576 5.500% 02/15/2033
Cusip: 31393KBW4
1,588,355.9 $1,590,442 0.03 %
461. ECHOSTAR DBS CORPORATION 6.625% 10/01/2014
Cusip: 27876GAY4
1,590,000 $1,590,000 0.03 %
462. PETRO-CANADA 4.000% 07/15/2013
Cusip: 716442AG3
1,515,000 $1,588,116 0.03 %
463. ASHLAND INC. 9.125% 06/01/2017
Cusip: 044209AD6
1,450,000 $1,587,750 0.03 %
464. TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
1,580,000 $1,580,000 0.03 %
465. TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
1,429,000 $1,563,040 0.03 %
466. GREIF INC 6.750% 02/01/2017
Cusip: 397624AE7
1,585,000 $1,555,281 0.03 %
467. TELECOM ITALIA CAPITAL 5.250% 10/01/2015
Cusip: 87927VAQ1
1,535,000 $1,549,197 0.03 %
468. FNMA_07-22 6.083% 03/25/2037
Cusip: 31396PV65
12,850,846.62 $1,532,671 0.03 %
469. REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
1,510,000 $1,517,550 0.03 %
470. FNMA 30YR 5.000% 06/01/2034
Cusip: 31404VFR4
1,417,383.83 $1,506,250 0.03 %
471. CSX CORPORATION 6.300% 03/15/2012
Cusip: 126408GB3
1,380,000 $1,481,085 0.03 %
472. WBCMT_05-C16 4.380% 10/15/2041
Cusip: 929766YV9
1,451,807.27 $1,479,615 0.03 %
473. FNMA 30YR 6.500% 10/01/2032
Cusip: 31390RYD9
1,318,656.23 $1,472,238 0.03 %
474. FNMA 15YR 6.000% 08/01/2016
Cusip: 31371J6U3
1,345,319.79 $1,463,981 0.03 %
475. FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
1,414,000 $1,424,605 0.03 %
476. FNMA 15YR 5.500% 01/01/2018
Cusip: 31391WHN4
1,311,957.16 $1,424,068 0.03 %
477. MYLAN INC 7.875% 07/15/2020
Cusip: 628530AL1
1,390,000 $1,417,800 0.03 %
478. OMNICARE INC 7.750% 06/01/2020
Cusip: 681904AM0
1,390,000 $1,417,800 0.03 %
479. FNMA 15YR 5.500% 05/01/2018
Cusip: 31400SDN6
1,273,414.74 $1,392,211 0.03 %
480. EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
1,313,000 $1,391,780 0.03 %
481. NCSLT_06-3 7.100% 01/25/2012
Cusip: 63543VAF0
15,000,000 $1,385,481 0.03 %
482. CFLX_05-2 6.500% 06/25/2035
Cusip: 16165TBA0
1,621,545.39 $1,384,167 0.03 %
483. FNMA 30YR 6.500% 07/01/2032
Cusip: 31385JMS4
1,208,829.84 $1,359,737 0.03 %
484. CWALT_05-42CB 0.597% 10/25/2035
Cusip: 12667G7Y3
1,385,620.54 $1,355,629 0.03 %
485. CONSOL ENERGY INC. 8.000% 04/01/2017
Cusip: 20854PAC3
1,295,000 $1,343,562 0.03 %
486. FNMA_03-63 6.000% 07/25/2033
Cusip: 31393DRH6
9,764,666.72 $1,340,033 0.03 %
487. FNMA 30YR 6.500% 01/01/2029
Cusip: 31382YA65
1,201,111.61 $1,328,241 0.03 %
488. REPUBLIC OF URUGUAY 8.000% 11/18/2022
Cusip: 917288BC5
1,100,000 $1,325,500 0.03 %
489. GRAPHIC PACKAGING INTERNATIONAL 9.500% 06/15/2017
Cusip: 38869PAF1
1,260,000 $1,316,700 0.03 %
490. OSHKOSH CORP 8.250% 03/01/2017
Cusip: 688225AB7
1,259,000 $1,309,360 0.03 %
491. JPMCC_03-ML1A 3.972% 03/12/2039
Cusip: 46625MVQ9
1,254,978.07 $1,286,930 0.03 %
492. FNMA 30YR 6.500% 09/01/2032
Cusip: 31390UYD2
1,115,021.5 $1,264,670 0.03 %
493. KAZMUNAIGAZ FINANCE SUB BV 7.000% 05/05/2020
Cusip: 48667QAE5
1,250,000 $1,262,330 0.03 %
494. CWALT_06-OC9 0.422% 12/25/2046
Cusip: 23245GAA9
1,295,820.3053 $1,261,943 0.03 %
495. TELEFONICA EMISIONES SAU 5.984% 06/20/2011
Cusip: 87938WAA1
1,205,000 $1,249,370 0.03 %
496. INDONESIA (REPUBLIC OF) 8.500% 10/12/2035
Cusip: 455780AT3
987,000 $1,246,087 0.03 %
497. GSMS_07-GG10 5.993% 08/10/2045
Cusip: 36246LAN1
9,800,000 $1,240,699 0.03 %
498. CCO HOLDINGS LLC/CAP CORP 7.875% 04/30/2018
Cusip: 1248EPAJ2
1,237,000 $1,240,092 0.03 %
499. FNMA 15YR 6.500% 08/01/2017
Cusip: 31390LJG2
1,121,854.53 $1,225,010 0.03 %
500. FNMA 30YR 6.000% 01/01/2033
Cusip: 31400BSN7
1,095,280.54 $1,208,128 0.03 %
501. FGOLD 30YR 5.500% 12/01/2030
Cusip: 31298QJX7
1,090,009.79 $1,177,205 0.02 %
502. FNMA 30YR 6.500% 01/01/2034
Cusip: 31403VS75
1,042,157.07 $1,162,545 0.02 %
503. NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
1,115,000 $1,142,875 0.02 %
504. CSC HOLDINGS INC 8.625% 02/15/2019
Cusip: 126307AC1
1,085,000 $1,140,606 0.02 %
505. FNMA 15YR 6.500% 06/01/2017
Cusip: 31390LCD6
1,039,029.82 $1,135,105 0.02 %
506. FNMA 30YR 6.000% 11/01/2032
Cusip: 31390SKA8
1,020,613.01 $1,134,672 0.02 %
507. NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAK5
1,119,000 $1,113,405 0.02 %
508. NCSLT_06-4 6.350% 02/27/2012
Cusip: 63543WAE1
11,700,000 $1,098,137 0.02 %
509. NEVADA POWER COMPANY 6.500% 04/15/2012
Cusip: 641423BH0
1,000,000 $1,078,580 0.02 %
510. FNMA 30YR 5.500% 08/01/2034
Cusip: 31403DJG5
979,560.69 $1,056,456 0.02 %
511. INDONESIA (REPUBLIC OF) 5.875% 03/13/2020
Cusip: 455780BD7
1,000,000 $1,053,750 0.02 %
512. COMMUNITY HEALTH SYSTEMS INC 8.875% 07/15/2015
Cusip: 12543DAF7
1,020,000 $1,051,875 0.02 %
513. FNMA 30YR 6.500% 12/01/2034
Cusip: 31406AWB4
937,263.51 $1,040,274 0.02 %
514. LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
1,036,000 $1,038,590 0.02 %
515. FNMA 10YR DUS 4.777% 02/01/2014
Cusip: 31402CVJ8
970,726.79 $1,035,053 0.02 %
516. CMLTI_09-5 5.500% 06/25/2036
Cusip: 17315GAF5
4,547,358 $1,034,523 0.02 %
517. DOMINICAN REPUBLIC 7.500% 05/06/2021
Cusip: 25714PAK4
1,000,000 $1,030,000 0.02 %
518. VENEZUELA (REPUBLIC OF) 9.000% 05/07/2023
Cusip: P17625AA5
1,600,000 $1,012,800 0.02 %
519. FNMA 30YR 6.500% 05/01/2029
Cusip: 31382RF57
905,555.53 $1,011,024 0.02 %
520. PHILLIPS-VAN HEUSEN CORPORATION 7.375% 05/15/2020
Cusip: 718592AK4
1,000,000 $1,007,500 0.02 %
521. FGOLD 30YR 6.500% 01/01/2032
Cusip: 31287N5M6
889,977.62 $995,225 0.02 %
522. TURKEY (REPUBLIC OF) 5.625% 03/30/2021
Cusip: 900123BH2
1,000,000 $990,000 0.02 %
523. FNMA 30YR 7.000% 10/01/2030
Cusip: 31386MZD5
871,487.97 $988,000 0.02 %
524. VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
1,579,000 $986,875 0.02 %
525. DTE ENERGY COMPANY 7.050% 06/01/2011
Cusip: 233331AE7
935,000 $981,157 0.02 %
526. FNMA 30YR 6.500% 11/01/2036
Cusip: 31407JFK3
890,689.24 $978,282 0.02 %
527. COOPER-STANDARD AUTOMOTIVE 8.500% 05/01/2018
Cusip: 12629YAA9
967,000 $971,835 0.02 %
528. OSHKOSH CORP 8.500% 03/01/2020
Cusip: 688225AD3
916,000 $952,640 0.02 %
529. FNMA 30YR 7.000% 08/01/2032
Cusip: 31391LXQ3
827,292.62 $936,650 0.02 %
530. CONSOL ENERGY INC. 8.250% 04/01/2020
Cusip: 20854PAE9
895,000 $936,393 0.02 %
531. FNMA 30YR 5.500% 05/01/2033
Cusip: 31400JPK9
850,207.98 $925,323 0.02 %
532. FNMA 15YR 6.500% 03/01/2017
Cusip: 31371KLR0
814,225.52 $888,587 0.02 %
533. CWL_06-4 0.607% 07/25/2036
Cusip: 126670WR5
1,374,084.51 $872,837 0.02 %
534. FNMA 15YR 5.500% 02/01/2018
Cusip: 31391H2U7
802,519.62 $871,548 0.02 %
535. OMNICARE INC 6.125% 06/01/2013
Cusip: 681904AG3
880,000 $864,600 0.02 %
536. URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
678,000 $855,975 0.02 %
537. BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
820,000 $852,800 0.02 %
538. FNMA 30YR 5.500% 03/01/2032
Cusip: 31389X2A0
784,200.71 $850,661 0.02 %
539. FGOLD 30YR 6.000% 09/01/2037
Cusip: 3128MT4H8
750,896.36 $807,096 0.02 %
540. CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
781,775.09 $785,183 0.02 %
541. CSC HOLDINGS INC 7.875% 02/15/2018
Cusip: 126304AG9
765,000 $780,300 0.02 %
542. OHIO POWER COMPANY 4.850% 01/15/2014
Cusip: 677415CG4
720,000 $777,095 0.02 %
543. TRANSCAPIT (TRANSNEFT) 8.700% 08/07/2018
Cusip: 89354FAE1
650,000 $758,277 0.02 %
544. FNMA 30YR 5.500% 08/01/2033
Cusip: 31402JE29
679,456.84 $732,794 0.02 %
545. BSMF_07-AR1 0.582% 02/25/2037
Cusip: 07401MAH4
5,911,140.75 $731,107 0.02 %
546. FNMA 30YR 5.500% 05/01/2033
Cusip: 31401CDJ9
674,810.16 $727,782 0.02 %
547. FNMA 15YR 6.500% 06/01/2017
Cusip: 31390HET8
654,730.08 $714,525 0.01 %
548. FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
692,000 $698,920 0.01 %
549. FGOLD 15YR 5.000% 05/01/2018
Cusip: 3128H4LD9
648,097.2 $696,451 0.01 %
550. FGOLD 30YR 6.500% 03/01/2032
Cusip: 31287QGL9
607,504.89 $684,487 0.01 %
551. FNMA 15YR 5.500% 01/01/2019
Cusip: 31403TUE2
629,867.35 $684,045 0.01 %
552. FGOLD 30YR 6.500% 01/01/2032
Cusip: 31287NKE7
614,194.16 $682,675 0.01 %
553. FNMA 30YR 6.000% 10/01/2032
Cusip: 31390SJ36
612,971.43 $681,552 0.01 %
554. LAMAR MEDIA CORP 7.875% 04/15/2018
Cusip: 513075AW1
665,000 $669,156 0.01 %
555. FNMA_08-40 1.200% 08/25/2012
Cusip: 31397LMP1
39,074,151.68 $643,856 0.01 %
556. GNMA_02-70 6.000% 08/20/2032
Cusip: 38373VF54
3,900,802.57 $638,748 0.01 %
557. BALL CORPORATION 6.625% 03/15/2018
Cusip: 058498AL0
635,000 $636,587 0.01 %
558. HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428303AJ0
700,000 $631,750 0.01 %
559. CF INDUSTRIES HOLDINGS INC 7.125% 05/01/2020
Cusip: 12527GAB9
610,000 $626,775 0.01 %
560. FGOLD 15YR 6.000% 05/01/2017
Cusip: 3128GUGZ9
570,889.77 $620,820 0.01 %
561. AMCAR_06-RM 5.420% 08/08/2011
Cusip: 030612AB1
605,487.85 $609,317 0.01 %
562. FNMA 30YR 7.500% 09/01/2028
Cusip: 31385XNK9
527,513.2 $598,992 0.01 %
563. FNMA 30YR 7.000% 09/01/2031
Cusip: 31387XT70
517,027.87 $589,409 0.01 %
564. BCAP_09-RR8 5.500% 03/26/2037
Cusip: 05532CAK5
3,042,248 $585,602 0.01 %
565. FNMA 30YR 7.000% 10/01/2031
Cusip: 31388KFX5
515,533.21 $583,950 0.01 %
566. FGOLD 15YR 6.500% 02/01/2017
Cusip: 31294KHC2
534,509.03 $579,533 0.01 %
567. FGOLD 30YR 7.000% 06/01/2032
Cusip: 31287TSL0
508,029.49 $577,744 0.01 %
568. TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
545,000 $572,250 0.01 %
569. FNMA 15YR 5.000% 02/01/2018
Cusip: 31391YUD7
521,668.74 $561,079 0.01 %
570. NCSLT_06-2 6.000% 08/25/2011
Cusip: 63543MAE3
9,525,000 $558,726 0.01 %
571. FNMA 30YR 6.500% 11/01/2032
Cusip: 31402U4E9
494,442.02 $553,094 0.01 %
572. BROCADE COMMUNICATIONS SYSTEMS 6.875% 01/15/2020
Cusip: 111621AH1
557,000 $552,822 0.01 %
573. VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
715,000 $548,762 0.01 %
574. FNMA 30YR 5.500% 05/01/2033
Cusip: 31401KVQ5
500,890.28 $547,170 0.01 %
575. CCO HOLDINGS LLC/CAP CORP 8.125% 04/30/2020
Cusip: 1248EPAM5
530,000 $541,925 0.01 %
576. NORTHERN NATURAL GAS COMPANY 7.000% 06/01/2011
Cusip: 665501AD4
515,000 $541,631 0.01 %
577. MAJAPAHIT HOLDING BV 7.750% 10/17/2016
Cusip: 56068TAB3
480,000 $526,800 0.01 %
578. MANTECH INTERNATIONAL CORPORATION 7.250% 04/15/2018
Cusip: 564563AA2
517,000 $519,585 0.01 %
579. PHILIPPINES (REPUBLIC OF THE) 8.000% 01/15/2016
Cusip: 718286BA4
425,000 $514,760 0.01 %
580. FNMA 30YR 6.000% 01/01/2033
Cusip: 31391YQN0
460,093.36 $512,714 0.01 %
581. CONSUMERS ENERGY COMPANY 5.000% 03/15/2015
Cusip: 210518CF1
470,000 $509,868 0.01 %
582. TURKEY (REPUBLIC OF) 7.000% 09/26/2016
Cusip: EF6988721
450,000 $501,187 0.01 %
583. FGOLD 15YR 7.500% 11/01/2014
Cusip: 3128GE3T3
445,308.09 $482,187 0.01 %
584. AMCAR_07-DF 5.490% 07/06/2012
Cusip: 03063TAD6
461,135.06 $462,752 0.01 %
585. CWALT_07-8CB 5.500% 05/25/2037
Cusip: 02150FAX8
4,138,475.32 $454,654 0.01 %
586. LIVE NATION ENTERTAINMENT INC 8.125% 05/15/2018
Cusip: 538034AC3
450,000 $433,125 0.01 %
587. CMLTI_09-4 2.930% 10/25/2035
Cusip: 17315EBM4
2,046,982 $419,631 0.01 %
588. GECMC_05-C1 4.772% 06/10/2048
Cusip: 36828QKR6
400,000 $410,566 0.01 %
589. RAS LAFFAN LNG II 5.298% 09/30/2020
Cusip: 75405TAA7
360,000 $373,327 0.01 %
590. FNMA 30YR 6.500% 09/01/2023
Cusip: 31370G3T6
330,672.16 $367,901 0.01 %
591. FNMA 30YR DUS 5.321% 09/01/2013
Cusip: 31402QSS1
343,310.34 $360,286 0.01 %
592. FNMA 30YR 7.000% 03/01/2026
Cusip: 31371FGC0
313,032.45 $354,103 0.01 %
593. TAMPA ELECTRIC COMPANY 6.150% 05/15/2037
Cusip: 875127AW2
320,000 $353,114 0.01 %
594. FNMA 30YR 5.000% 05/01/2033
Cusip: 31401D5Q0
331,453.73 $352,494 0.01 %
595. FNMA 30YR 5.500% 01/01/2033
Cusip: 31391UF67
323,088.04 $348,652 0.01 %
596. FNMA 30YR 6.500% 02/01/2033
Cusip: 31391VJJ3
288,745.04 $322,932 0.01 %
597. FNMA 15YR 5.000% 06/01/2018
Cusip: 31401JU22
297,977.76 $322,612 0.01 %
598. FNMA 20YR 5.500% 12/01/2022
Cusip: 31371KXQ9
291,624.84 $315,913 0.01 %
599. FNMA 15YR 6.500% 04/01/2017
Cusip: 31390DWX8
278,194.61 $303,601 0.01 %
600. CSX CORPORATION 6.750% 03/15/2011
Cusip: 126408AP8
275,000 $284,863 0.01 %
601. FNMA 30YR 6.500% 04/01/2032
Cusip: 31391YW37
251,957.82 $281,303 0.01 %
602. FGOLD 15YR 5.500% 10/01/2018
Cusip: 312962H71
256,140.74 $278,212 0.01 %
603. INDX_06-AR25 0.360% 09/25/2036
Cusip: 45661HAG2
25,881,410.398 $277,570 0.01 %
604. FGOLD 30YR 8.000% 08/01/2024
Cusip: 31292GMD5
237,348.15 $273,230 0.01 %
605. CMLTI_09-4 0.797% 10/25/2036
Cusip: 17315EBG7
5,352,488 $267,624 0.01 %
606. FNMA 30YR 6.000% 05/01/2029
Cusip: 31374TSC4
240,684.7 $266,610 0.01 %
607. REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
3,350,000 $255,437 0.01 %
608. FNMA 30YR 6.500% 01/01/2029
Cusip: 31381BKC2
228,051.07 $254,611 0.01 %
609. FNMA 30YR 7.500% 06/01/2032
Cusip: 31371KRC7
216,896.19 $246,884 0.01 %
610. REGENCY ENERGY PARTNERS 8.375% 12/15/2013
Cusip: 75886AAB4
220,000 $226,600 0.00 %
611. MLMT_05-CKI1 5.077% 11/12/2037
Cusip: 59022HKZ4
225,144.04 $225,952 0.00 %
612. FNMA 30YR 7.500% 05/01/2032
Cusip: 31385JFZ6
196,599.68 $224,102 0.00 %
613. FGOLD 15YR TBA(REG B) 5.500% 07/01/2025
Cusip: 02R052479
200,000 $215,875 0.00 %
614. UNITED ARAB EMIRATES (GOVT OF) 5.500% 08/02/2012
Cusip: 29134LAA9
200,000 $214,840 0.00 %
615. INDX_06-AR3 5.544% 03/25/2036
Cusip: 45660L5T2
402,358.57 $213,889 0.00 %
616. FNMA 30YR 5.500% 04/01/2033
Cusip: 31385W4Z9
193,549.2 $210,875 0.00 %
617. FGOLD 15YR TBA(REG B) 4.500% 07/01/2025
Cusip: 02R042470
200,000 $210,812 0.00 %
618. FGOLD 30YR GIANT 7.000% 04/01/2032
Cusip: 31283HR72
183,838.95 $207,456 0.00 %
619. FGOLD 30YR 6.000% 03/01/2033
Cusip: 31288GFM9
185,856.41 $206,982 0.00 %
620. FHLMC 10/1 HYBRID ARM 6.119% 12/01/2036
Cusip: 3128QSZL3
187,070.38 $201,854 0.00 %
621. FNMA 30YR 8.000% 09/01/2025
Cusip: 31371FA77
174,444.34 $201,741 0.00 %
622. FNMA 15YR 7.000% 09/01/2014
Cusip: 31384ATQ1
182,438.93 $196,670 0.00 %
623. FNMA 30YR 5.500% 11/01/2033
Cusip: 31403BCQ4
181,968.37 $196,252 0.00 %
624. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400B3Z7
176,664.08 $194,865 0.00 %
625. FNMA 30YR 8.000% 08/01/2027
Cusip: 31371F3Z3
167,903.92 $194,436 0.00 %
626. FHLMC_2817 6.650% 06/15/2032
Cusip: 31394YXE9
3,421,718.06 $190,848 0.00 %
627. PIONEER NATURAL RESOURCES COMPANY 7.500% 01/15/2020
Cusip: 723787AJ6
185,000 $190,550 0.00 %
628. FNMA 30YR 8.500% 04/01/2023
Cusip: 31368H7L1
172,487.7 $188,949 0.00 %
629. FNMA 30YR 5.500% 10/01/2032
Cusip: 31391HU51
167,459.59 $180,709 0.00 %
630. FNMA 30YR 9.000% 06/01/2024
Cusip: 31368JCZ0
164,587.31 $180,042 0.00 %
631. FHLMC 12M LIBOR ARM 6.105% 08/01/2036
Cusip: 3128S4EM5
168,598.68 $178,388 0.00 %
632. EXPORT-IMPORT BANK OF KOREA 5.500% 10/17/2012
Cusip: 302154AS8
165,000 $175,065 0.00 %
633. FNMA 30YR 6.500% 09/01/2037
Cusip: 31371NKN4
157,129.12 $171,108 0.00 %
634. FNMA_03-71 5.500% 12/25/2031
Cusip: 31393EJX8
1,887,336.2784 $169,394 0.00 %
635. FHLMC_3447 1.244% 03/15/2012
Cusip: 31397TQB1
12,535,835.94 $168,187 0.00 %
636. FNMA 30YR 7.500% 04/01/2027
Cusip: 31365EJY0
141,657.16 $161,140 0.00 %
637. WFMBS_04-K 4.698% 07/25/2034
Cusip: 94981VAH0
156,611.28 $159,540 0.00 %
638. ICICI BANK LIMITED 6.625% 10/03/2012
Cusip: 44927AAA3
150,000 $157,688 0.00 %
639. FNMA 15YR 6.000% 11/01/2016
Cusip: 31388ULQ1
142,071.47 $154,602 0.00 %
640. FGOLD 15YR 5.500% 02/01/2019
Cusip: 312964Q93
141,532.99 $153,729 0.00 %
641. FNMA 30YR 8.000% 12/01/2026
Cusip: 31371FQS4
127,508.37 $147,514 0.00 %
642. FNMA 30YR 7.000% 05/01/2029
Cusip: 31371HLV8
128,751.38 $145,964 0.00 %
643. FHLMC_3430 0.818% 07/15/2012
Cusip: 31397RTX4
23,560,487.62 $132,834 0.00 %
644. EMLT_03-1 3.510% 12/25/2032
Cusip: 29445FAA6
139,286.91 $130,461 0.00 %
645. HVMLT_05-16 0.588% 01/19/2036
Cusip: 41161PYW7
217,362.86 $129,158 0.00 %
646. FNMA 30YR 7.500% 04/01/2032
Cusip: 31389TBT8
111,908.07 $127,380 0.00 %
647. FHLMC_3517 1.387% 12/15/2012
Cusip: 31398C7K8
9,367,830.13 $114,143 0.00 %
648. FNMA 15YR 5.500% 02/01/2018
Cusip: 31400B3H7
100,837.47 $109,972 0.00 %
649. FGOLD 30YR GIANT 8.000% 02/01/2025
Cusip: 31283GJ73
94,154.34 $108,388 0.00 %
650. FGOLD 30YR 6.000% 09/01/2033
Cusip: 31296NH75
91,882.84 $102,951 0.00 %
651. FNMA 30YR 6.500% 01/01/2024
Cusip: 31372BW89
91,537.17 $101,843 0.00 %
652. FNMA 30YR 6.500% 01/01/2028
Cusip: 31378TNY7
85,945.5 $96,807 0.00 %
653. FNMA 30YR 6.000% 10/01/2032
Cusip: 31391BGY7
84,468 $94,238 0.00 %
654. FNMA 30YR 6.000% 06/01/2033
Cusip: 31401HXW7
79,711.4 $87,799 0.00 %
655. FNMA 30YR 6.500% 05/01/2031
Cusip: 31387EWP8
75,367.94 $84,145 0.00 %
656. FGOLD 30YR 6.000% 10/01/2031
Cusip: 31298WFA8
75,646.13 $83,499 0.00 %
657. FNMA 30YR 5.500% 06/01/2033
Cusip: 31401LNU3
75,642.13 $82,024 0.00 %
658. FNMA 30YR 8.000% 02/01/2025
Cusip: 31373TYX2
67,995.37 $78,530 0.00 %
659. FGOLD 30YR 8.500% 03/01/2022
Cusip: 31292GDG8
66,454.74 $76,899 0.00 %
660. CFAT_08-A 4.940% 04/25/2014
Cusip: 14911TAC9
73,278.24 $74,611 0.00 %
661. FGOLD 30YR 6.000% 10/01/2032
Cusip: 31296L7D7
65,868.18 $73,863 0.00 %
662. FNMA 30YR 7.000% 08/01/2032
Cusip: 31385JMR6
64,723.48 $73,796 0.00 %
663. FGOLD 30YR 8.500% 08/01/2022
Cusip: 31292GER3
61,464.67 $71,348 0.00 %
664. FNMA 30YR 6.000% 10/01/2033
Cusip: 31403AZL2
62,820.27 $69,773 0.00 %
665. CXHE_02-D 2.397% 12/25/2032
Cusip: 152314GE4
305,480.57 $64,898 0.00 %
666. FNMA 30YR 6.500% 04/01/2029
Cusip: 31382VWE0
56,359.25 $62,560 0.00 %
667. FNMA 30YR 6.500% 09/01/2023
Cusip: 31370G3S8
55,883.47 $62,175 0.00 %
668. FNMA 20YR 5.500% 08/01/2023
Cusip: 31402ES58
54,877.62 $59,548 0.00 %
669. FNMA 15YR 5.500% 08/01/2015
Cusip: 31402C4Q2
53,144.65 $57,500 0.00 %
670. FGOLD 15YR 6.000% 12/01/2013
Cusip: 3128G8XR7
52,947.85 $57,479 0.00 %
671. IRWHE_05-A 0.727% 02/25/2034
Cusip: 464187CB7
64,376.77 $56,502 0.00 %
672. RAMC_07-2 6.313% 06/25/2037
Cusip: 75970QAN0
1,575,000 $53,045 0.00 %
673. FNMA 30YR 7.500% 09/01/2031
Cusip: 31390MDN1
45,700.72 $52,024 0.00 %
674. FNMA 15YR 7.000% 04/01/2013
Cusip: 31385HZF2
44,062.17 $45,780 0.00 %
675. FHLMC 30YR 8.500% 09/01/2019
Cusip: 31348A5W9
28,426.09 $32,635 0.00 %
676. FGOLD 30YR 9.000% 04/01/2021
Cusip: 31295VKR0
28,987.71 $32,474 0.00 %
677. FGOLD 30YR 7.000% 10/01/2028
Cusip: 31292GW36
26,901.76 $30,544 0.00 %
678. FNMA 30YR 7.500% 02/01/2031
Cusip: 31388QVY2
26,026.11 $29,627 0.00 %
679. BALTA_05-2 2.747% 04/25/2035
Cusip: 07386HQY0
61,640.96 $27,153 0.00 %
680. RAMC_07-2 6.660% 06/25/2037
Cusip: 75970QAP5
1,030,000 $22,598 0.00 %
681. FNMA_04-84 5.000% 12/25/2022
Cusip: 31394BHB3
424,165.07 $20,536 0.00 %
682. RAMC_07-2 7.006% 06/25/2037
Cusip: 75970QAQ3
1,505,000 $17,151 0.00 %
683. FNSTR_43 0.000% 09/01/2018
Cusip: 31364HEN3
6,455.0011 $6,194 0.00 %
684. FHLMC 30YR 8.000% 04/01/2017
Cusip: 31344XCF2
3,572.36 $3,971 0.00 %
685. FNMA 30YR 7.000% 06/01/2029
Cusip: 31371HNP9
3,415.4 $3,872 0.00 %
686. FHLMC 30YR 8.500% 03/01/2017
Cusip: 313401XL0
3,425.83 $3,826 0.00 %
687. FHLMC 30YR 8.500% 06/01/2017
Cusip: 313444VF5
2,938.85 $3,282 0.00 %
688. GNMA_02-80 6.000% 01/20/2032
Cusip: 38373V2W9
204,274.4226 $2,945 0.00 %
689. FHLMC_2795 5.000% 07/15/2017
Cusip: 31394YUQ5
108,575.4 $1,913 0.00 %
690. FNMA 15YR 8.500% 08/01/2011
Cusip: 31374FWJ4
626.39 $634 0.00 %
691. FHLMC 30YR 8.000% 01/01/2017
Cusip: 31344NUP2
189.1 $210 0.00 %
692. FNMA 30YR 5.000% 10/01/2039
Cusip: 31417MLR2
0.05 $0 0.00 %
693. DTAOT_09-1 2.980% 10/15/2015
Cusip: 92718BAA3
0.04 $0 0.00 %
694. CWL_05-10 4.915% 02/25/2036
Cusip: 126670AF5
0.01 $0 0.00 %
Other Assets less Liabilities
Cusip:
$-675,023,793 -14.07 %
Net Assets $4,294,967,295 100.00 %

Security Shares/
Principal		 Market Value % of
Net Assets
1. RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
350,450,600.73 $350,450,600 7.88 %
2. FNMA 30YR TBA(REG A) 6.000% 05/01/2040
Cusip: 01F060659
200,360,000 $213,759,075 4.81 %
3. TREASURY NOTE 3.625% 02/15/2020
Cusip: 912828MP2
129,145,000 $126,945,531 2.85 %
4. FNMA 30YR TBA(REG A) 5.500% 05/01/2040
Cusip: 01F052656
103,000,000 $108,166,068 2.43 %
5. FNMA 30YR TBA(REG A) 6.000% 04/01/2040
Cusip: 01F060642
77,400,000 $82,201,214 1.85 %
6. FNMA 15YR TBA(REG B) 5.000% 04/01/2025
Cusip: 01F050445
75,315,000 $79,433,826 1.79 %
7. CFLT_10-A 1.780% 06/15/2011
Cusip: 171204AD2
76,250,000 $76,217,906 1.71 %
8. FREDDIE MAC 4.200% 12/10/2015
Cusip: 3128X77K4
75,000,000 $75,517,725 1.70 %
9. TGT_05-1 0.306% 10/27/2014
Cusip: 8761ENAA1
57,681,000 $57,249,938 1.29 %
10. COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
46,641,000 $52,074,489 1.17 %
11. TREASURY NOTE 2.500% 03/31/2015
Cusip: 912828MW7
44,760,000 $44,634,224 1.00 %
12. FHLB 1.500% 01/27/2012
Cusip: 3133XWJ91
43,260,000 $43,287,816 0.97 %
13. CFAIT_09-1 1.830% 11/15/2012
Cusip: 17290DAB0
40,775,000 $40,817,034 0.92 %
14. FNMA 30YR 5.000% 10/01/2039
Cusip: 31417MLR2
39,344,869.3 $40,639,045 0.91 %
15. GCCFC_07-GG9 5.444% 03/10/2039
Cusip: 20173QAE1
41,675,000 $40,528,870 0.91 %
16. RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
40,077,000 $40,232,097 0.90 %
17. TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
37,126,000 $39,955,669 0.90 %
18. FNMA 30YR TBA(REG A) 4.500% 04/01/2040
Cusip: 01F042640
38,440,000 $38,524,106 0.87 %
19. FNMA BENCHMARK NOTES 4.375% 10/15/2015
Cusip: 31359MZC0
36,000,000 $38,411,460 0.86 %
20. AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
36,490,000 $38,359,820 0.86 %
21. VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
33,857,000 $36,865,194 0.83 %
22. FNMA 15YR TBA(REG B) 4.500% 04/01/2025
Cusip: 01F042442
35,500,000 $36,820,174 0.83 %
23. CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
28,879,000 $35,864,050 0.81 %
24. HERTZ_05-2A 5.080% 11/25/2011
Cusip: 42805RAT6
30,600,000 $31,071,949 0.70 %
25. MBNAS_03-A4 0.450% 09/17/2012
Cusip: 55264TBT7
30,130,000 $30,130,644 0.68 %
26. SABMILLER PLC 5.700% 01/15/2014
Cusip: 78572MAE5
26,690,000 $29,160,746 0.66 %
27. SOUTHERN NATURAL GAS COMPANY 5.900% 04/01/2017
Cusip: 843452BC6
27,796,000 $28,951,451 0.65 %
28. GOLDMAN SACHS GROUP INC 7.500% 02/15/2019
Cusip: 38141EA25
25,035,000 $28,534,084 0.64 %
29. DOMINION RESOURCES INC 5.250% 08/01/2033
Cusip: 257469AJ5
26,865,000 $28,405,465 0.64 %
30. JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
25,725,000 $28,300,625 0.64 %
31. KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
25,600,000 $28,016,384 0.63 %
32. BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
25,955,000 $26,280,116 0.59 %
33. MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
306,500,000 $25,906,964 0.58 %
34. BAFC_09-R14A 1.329% 09/26/2037
Cusip: 05955MAA3
26,390,994.04 $25,863,174 0.58 %
35. NEVADA POWER COMPANY 5.875% 01/15/2015
Cusip: 641423BK3
23,608,000 $25,716,477 0.58 %
36. CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
24,465,000 $24,998,067 0.56 %
37. JPMCC_05-LDP5 5.180% 12/15/2044
Cusip: 46625YXP3
24,060,000 $24,909,741 0.56 %
38. VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
23,154,000 $24,891,105 0.56 %
39. NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
23,835,000 $23,954,866 0.54 %
40. TRANSCONTINENTAL GAS PIPELINE 6.400% 04/15/2016
Cusip: 893570BW0
21,216,000 $23,845,574 0.54 %
41. FNMA 30YR 5.500% 02/01/2035
Cusip: 31402QYV7
22,263,718.09 $23,627,706 0.53 %
42. TREASURY NOTE 0.875% 02/29/2012
Cusip: 912828MQ0
23,660,000 $23,611,023 0.53 %
43. CARAT_07-SN2 1.260% 05/16/2011
Cusip: 139743AJ7
23,570,137.08 $23,609,569 0.53 %
44. ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
22,492,000 $23,187,969 0.52 %
45. GENERAL ELECTRIC CAPITAL CORP 5.500% 01/08/2020
Cusip: 36962G4J0
22,025,000 $22,430,275 0.50 %
46. CVS CAREMARK CORP 5.750% 06/01/2017
Cusip: 126650BH2
20,569,000 $22,181,424 0.50 %
47. DTE ENERGY COMPANY 7.625% 05/15/2014
Cusip: 233331AN7
19,435,000 $22,110,130 0.50 %
48. US TII 1.375 01/15/20 (TIPS) 1.375% 01/15/2020
Cusip: 912828MF4
22,195,000 $21,802,422 0.49 %
49. FFCB 1.350% 04/19/2012
Cusip: 31331JCA9
21,685,000 $21,695,408 0.49 %
50. SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
19,645,000 $21,355,411 0.48 %
51. FNMA 30YR 6.000% 02/01/2038
Cusip: 31414LXB9
20,043,086.55 $21,324,268 0.48 %
52. FNMA 2.750% 03/13/2014
Cusip: 31398AVZ2
20,850,000 $21,223,256 0.48 %
53. DTAOT_09-1 2.980% 10/15/2015
Cusip: 92718BAA3
21,140,865.87 $21,203,474 0.48 %
54. TREASURY STRIP (PRIN) 0.000% 02/15/2040
Cusip: 912803DK6
90,905,000 $20,791,973 0.47 %
55. CITEC_09-VT1 2.200% 06/15/2011
Cusip: 12557TAB4
20,699,671.64 $20,754,728 0.47 %
56. FGOLD 30YR GIANT 5.000% 06/01/2036
Cusip: 3128M4ME0
19,953,467.58 $20,659,683 0.46 %
57. FNMA 30YR 6.000% 05/01/2036
Cusip: 31407Y3S6
19,213,601.94 $20,507,808 0.46 %
58. WFMBS_05-AR5 5.092% 04/25/2035
Cusip: 94982UAA6
22,686,653.16 $20,342,777 0.46 %
59. HERTZ_05-1A 0.496% 11/25/2011
Cusip: 42805RAK5
18,900,000 $18,806,518 0.42 %
60. WFMBS_07-8 6.000% 07/25/2037
Cusip: 94986ABG2
19,594,296.2 $18,752,838 0.42 %
61. FGOLD 30YR TBA(REG A) 5.000% 04/01/2040
Cusip: 02R050648
17,975,000 $18,559,187 0.42 %
62. FNMA 30YR 6.000% 04/01/2033
Cusip: 31385W6L8
16,581,829.79 $18,328,801 0.41 %
63. CFLT_10-A 4.490% 09/16/2013
Cusip: 171204AK6
18,300,000 $18,289,285 0.41 %
64. FHLB 1.400% 01/12/2012
Cusip: 3133XWHE2
18,210,000 $18,214,315 0.41 %
65. FGOLD 30YR TBA(REG A) 5.500% 04/01/2040
Cusip: 02R052644
16,900,000 $17,845,352 0.40 %
66. DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
14,685,000 $17,765,046 0.40 %
67. US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
17,394,000 $16,856,629 0.38 %
68. TREASURY NOTE 1.375% 09/15/2012
Cusip: 912828LM0
16,630,000 $16,666,386 0.37 %
69. MORGAN STANLEY 5.500% 01/26/2020
Cusip: 61747YCM5
16,950,000 $16,627,559 0.37 %
70. TREASURY NOTE 1.375% 01/15/2013
Cusip: 912828MG2
16,435,000 $16,382,358 0.37 %
71. LBUBS_07-C7 5.866% 09/15/2045
Cusip: 52109RBM2
16,200,000 $16,163,682 0.36 %
72. FNMA 30YR 5.500% 05/01/2033
Cusip: 31385XB30
15,205,980.09 $16,061,316 0.36 %
73. NISOURCE FINANCE CORPORATION 6.150% 03/01/2013
Cusip: 65473QAK9
14,142,000 $15,414,864 0.35 %
74. CARR_07-FRE1 0.366% 02/25/2037
Cusip: 144527AA6
16,401,537.36 $14,926,238 0.34 %
75. TCM SUB LLC 3.550% 01/15/2015
Cusip: 872312AA1
15,005,000 $14,881,786 0.33 %
76. FNMA 30YR 5.000% 12/01/2034
Cusip: 31402QYH8
14,359,027.57 $14,876,213 0.33 %
77. GNMA_10-16 2.676% 05/16/2033
Cusip: 38376GER7
14,621,227.7 $14,744,528 0.33 %
78. TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
13,780,000 $14,712,919 0.33 %
79. CSX CORPORATION 5.750% 03/15/2013
Cusip: 126408GL1
13,400,000 $14,546,423 0.33 %
80. FNMA 2.500% 05/15/2014
Cusip: 31398AXJ6
14,305,000 $14,386,366 0.32 %
81. BOAMS_05-E 4.748% 06/25/2035
Cusip: 05949A6G0
14,243,908.74 $14,127,922 0.32 %
82. FNMA 30YR 5.000% 06/01/2035
Cusip: 31402RFT1
13,583,361.5 $14,051,385 0.32 %
83. COMM_07-C9 5.816% 12/10/2049
Cusip: 20047RAE3
14,050,000 $14,047,650 0.32 %
84. FNMA 30YR 5.000% 03/01/2034
Cusip: 31402CVZ2
13,463,362.73 $13,969,324 0.31 %
85. FNMA 30YR 5.000% 03/01/2036
Cusip: 31403DBY4
13,359,469.03 $13,819,778 0.31 %
86. FNMA 25YR 5.000% 04/01/2029
Cusip: 31404SFB6
12,844,130.55 $13,382,211 0.30 %
87. FREDDIE MAC 1.500% 04/19/2012
Cusip: 3128X9TR1
13,325,000 $13,331,961 0.30 %
88. GSMS_05-GG4 4.751% 07/10/2039
Cusip: 36228CVU4
13,000,000 $13,125,251 0.30 %
89. CCI_10-1 4.523% 01/15/2015
Cusip: 22822RAP5
13,050,000 $13,008,316 0.29 %
90. JPMCC_06-LDP6 5.490% 04/15/2043
Cusip: 46625YP72
12,380,000 $12,987,183 0.29 %
91. REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
12,130,000 $12,938,667 0.29 %
92. COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
12,475,000 $12,909,853 0.29 %
93. BACM_05-4 4.764% 07/10/2045
Cusip: 05947UW79
12,608,111.14 $12,851,658 0.29 %
94. GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
11,865,000 $12,797,707 0.29 %
95. MSC_04-HQ4 4.590% 04/14/2040
Cusip: 61745MT29
12,795,000 $12,734,518 0.29 %
96. US TII 2.5 07/15/16 (TIPS) 2.500% 07/15/2016
Cusip: 912828FL9
10,635,000 $12,466,440 0.28 %
97. CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
10,895,000 $12,428,940 0.28 %
98. THOMSON REUTERS CORP 5.850% 04/15/2040
Cusip: 884903BH7
12,710,000 $12,364,885 0.28 %
99. FLORIDA POWER CORPORATION 6.400% 06/15/2038
Cusip: 341099CL1
11,130,000 $12,104,498 0.27 %
100. ACCSS_05-1 0.351% 06/22/2018
Cusip: 00432CCD1
11,928,205.59 $11,901,942 0.27 %
101. NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
10,930,000 $11,878,564 0.27 %
102. ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000% 04/15/2020
Cusip: 03523TAU2
11,660,000 $11,695,901 0.26 %
103. CCCIT_08-C6 6.300% 06/20/2014
Cusip: 17305EEL5
11,050,000 $11,691,140 0.26 %
104. BACM_05-6 5.178% 09/10/2047
Cusip: 05947U4D7
11,150,000 $11,605,696 0.26 %
105. BACCT_08-A1 0.810% 04/15/2013
Cusip: 05522RBS6
11,500,000 $11,519,073 0.26 %
106. FNMA 30YR 5.500% 12/01/2035
Cusip: 31407YES4
10,888,838.4 $11,511,707 0.26 %
107. CDCMT_02 - FX1 5.676% 11/15/2030
Cusip: 125044AB3
11,049,209.86 $11,467,126 0.26 %
108. NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
2,060,000 $11,335,100 0.25 %
109. BACCT_08-A5 1.430% 12/16/2013
Cusip: 05522RCB2
11,175,000 $11,282,326 0.25 %
110. SVHE_06-OPT3 0.416% 06/25/2036
Cusip: 83611MPH5
15,060,000 $11,267,301 0.25 %
111. JPMCC_07-CB20 5.794% 02/12/2051
Cusip: 46631QAD4
11,245,000 $11,218,737 0.25 %
112. HERTZ_09-2A 4.260% 03/25/2014
Cusip: 42805RAU3
10,750,000 $11,070,137 0.25 %
113. FLORIDA POWER CORPORATION 5.650% 04/01/2040
Cusip: 341099CN7
11,225,000 $10,961,193 0.25 %
114. CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
10,215,000 $10,853,437 0.24 %
115. HERTZ_05-2A 0.496% 11/25/2011
Cusip: 42805RAS8
10,900,000 $10,846,087 0.24 %
116. NISOURCE FINANCE CORPORATION 5.450% 09/15/2020
Cusip: 65473QAR4
10,770,000 $10,675,417 0.24 %
117. NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
10,655,000 $10,575,087 0.24 %
118. FNMA 30YR 6.000% 04/01/2033
Cusip: 31385XD95
9,717,967.67 $10,557,807 0.24 %
119. TREASURY BOND 4.375% 11/15/2039
Cusip: 912810QD3
10,852,000 $10,261,922 0.23 %
120. EMBARQ CORPORATION 7.995% 06/01/2036
Cusip: 29078EAA3
10,063,000 $10,203,318 0.23 %
121. WOODSIDE FINANCE LTD 4.500% 11/10/2014
Cusip: 980236AJ2
9,960,000 $10,179,249 0.23 %
122. US TII 1.625 01/15/18 (TIPS) 1.625% 01/15/2018
Cusip: 912828HN3
9,500,000 $10,052,500 0.23 %
123. PRIME_05-1 5.000% 09/25/2034
Cusip: 74160MHA3
9,670,918.91 $9,816,988 0.22 %
124. BACARDI LTD 7.450% 04/01/2014
Cusip: 067316AA7
8,580,000 $9,810,088 0.22 %
125. FNMA_400 4.500% 11/25/2039
Cusip: 3136FKQX9
36,973,625.23 $9,722,909 0.22 %
126. GFCM_03-1 5.254% 05/12/2035
Cusip: 36161RAD1
9,044,945.35 $9,516,410 0.21 %
127. DBMF_06-1 5.779% 06/20/2031
Cusip: 233046AA9
9,650,000 $9,368,316 0.21 %
128. KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
8,294,000 $9,269,003 0.21 %
129. MSRT_10-F 0.479% 06/17/2013
Cusip: 617492AA1
9,300,000 $9,160,500 0.21 %
130. TOYS R US TLB 4.25 4.755% 07/19/2012
Cusip: BAX0ZT7V4
9,125,000 $9,144,527 0.21 %
131. DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
8,915,000 $8,970,718 0.20 %
132. NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
8,110,000 $8,879,683 0.20 %
133. EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
8,725,000 $8,811,323 0.20 %
134. METROPOLITAN EDISON COMPANY 4.950% 03/15/2013
Cusip: 591894BU3
8,320,000 $8,754,445 0.20 %
135. NIELSEN FINANCE VNU TLA 2.00 2.229% 08/09/2013
Cusip: 65410*AA5
9,060,000 $8,666,433 0.19 %
136. SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
9,097,000 $8,664,892 0.19 %
137. MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
8,461,353.81 $8,662,734 0.19 %
138. BACM_05-3 4.668% 07/10/2043
Cusip: 05947UR83
8,665,000 $8,635,048 0.19 %
139. TREASURY NOTE 1.375% 03/15/2013
Cusip: 912828MT4
8,605,000 $8,554,574 0.19 %
140. BMWLT_09-1 2.040% 04/15/2011
Cusip: 09657CAB6
8,524,553.85 $8,553,087 0.19 %
141. CSFB_04-C1 4.750% 01/15/2037
Cusip: 22541SAD0
8,335,000 $8,552,784 0.19 %
142. BANK OF AMERICA CORPORATION 7.625% 06/01/2019
Cusip: 06051GDZ9
7,455,000 $8,520,800 0.19 %
143. TRANSALTA CORP 4.750% 01/15/2015
Cusip: 89346DAD9
8,145,000 $8,399,690 0.19 %
144. CMLTI_09-6 0.326% 01/25/2037
Cusip: 17315JBA9
9,365,154.81 $8,393,520 0.19 %
145. CENTERPOINT ENERGY RESOURCES CORP 7.875% 04/01/2013
Cusip: 15189YAB2
7,260,000 $8,313,121 0.19 %
146. US FOODSERVICE TL 2.50 2.733% 07/03/2014
Cusip: BAX392TW0
9,050,000 $8,289,257 0.19 %
147. FNMA 30YR TBA(REG A) 5.000% 04/01/2040
Cusip: 01F050643
7,980,000 $8,229,998 0.19 %
148. LVII_09-3 5.704% 11/27/2037
Cusip: 550786AA5
8,084,247.64 $8,190,353 0.18 %
149. SDART_07-1 0.280% 09/15/2014
Cusip: 80281VAD5
8,273,277.17 $8,178,141 0.18 %
150. FNMA 30YR TBA(REG A) 5.000% 06/01/2039
Cusip: 01F050668
7,980,000 $8,172,014 0.18 %
151. FNMA 30YR 6.500% 12/01/2033
Cusip: 31402DK25
7,301,755.85 $8,049,155 0.18 %
152. SABMILLER PLC 6.500% 07/15/2018
Cusip: 78572MAF2
7,215,000 $8,002,279 0.18 %
153. WBCMT_06-C24 5.558% 03/15/2045
Cusip: 92976BFR8
7,550,000 $7,942,034 0.18 %
154. QWEST CORPORATION 7.500% 10/01/2014
Cusip: 74913GAG0
7,220,000 $7,887,850 0.18 %
155. JMAC_10-R1 0.408% 03/26/2037
Cusip: 47232FAC1
8,328,187.72 $7,874,041 0.18 %
156. FGOLD 30YR GIANT 6.000% 04/01/2033
Cusip: 31283HV44
7,139,653.57 $7,860,021 0.18 %
157. ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.200% 01/15/2014
Cusip: 03523TAA6
6,820,000 $7,813,182 0.18 %
158. JPMCC_03-ML1A 4.767% 03/12/2039
Cusip: 46625MVR7
7,419,000 $7,728,893 0.17 %
159. FGOLD 30YR 6.000% 07/01/2037
Cusip: 3128M5DY3
7,129,146.5 $7,661,712 0.17 %
160. NORTHWEST PIPELINE CORPORATION 7.000% 06/15/2016
Cusip: 667748AM9
6,639,000 $7,658,358 0.17 %
161. FNMA 30YR 5.500% 03/01/2033
Cusip: 31400RCZ2
7,111,172.71 $7,596,864 0.17 %
162. RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
7,100,000 $7,579,250 0.17 %
163. RAAC_07-SP1 0.596% 03/25/2037
Cusip: 74978AAB6
10,625,000 $7,572,262 0.17 %
164. FORDF_10-1 1.880% 12/15/2014
Cusip: 34528QAJ3
7,450,000 $7,524,565 0.17 %
165. CSFB_01-CP4 6.180% 12/15/2035
Cusip: 22540A6G8
7,224,149.46 $7,497,889 0.17 %
166. CONSUMERS ENERGY COMPANY 5.000% 03/15/2015
Cusip: 210518CF1
7,070,000 $7,478,186 0.17 %
167. GSMS_07-EOP 1.079% 03/06/2020
Cusip: 36228CB69
9,050,000 $7,465,106 0.17 %
168. AMCAR_10-1 1.660% 03/17/2014
Cusip: 03064CAC4
7,400,000 $7,407,163 0.17 %
169. TAMPA ELECTRIC COMPANY 6.100% 05/15/2018
Cusip: 875127AX0
6,825,000 $7,399,016 0.17 %
170. MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
6,920,000 $7,380,726 0.17 %
171. FNMA 30YR 6.000% 09/01/2032
Cusip: 31391LXK6
6,793,374.5 $7,380,467 0.17 %
172. FNMA 30YR 6.000% 01/01/2033
Cusip: 31400GH40
6,908,456.03 $7,342,497 0.17 %
173. GNMA 30YR 5.500% 10/15/2033
Cusip: 36200MYD9
6,818,640.37 $7,270,134 0.16 %
174. GECMC_01-3 6.070% 06/10/2038
Cusip: 36158YDD8
6,900,000 $7,262,150 0.16 %
175. DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
7,555,000 $7,250,080 0.16 %
176. KERR-MCGEE CORPORATION 6.875% 09/15/2011
Cusip: 492386AS6
6,605,000 $7,142,452 0.16 %
177. FADR_09-2 2.479% 01/28/2040
Cusip: 30239DAA9
7,290,215.71 $7,093,152 0.16 %
178. DETROIT EDISON COMPANY 6.400% 10/01/2013
Cusip: 250847EE6
6,325,000 $7,092,114 0.16 %
179. PROGRESS ENERGY INC 6.000% 12/01/2039
Cusip: 743263AP0
7,205,000 $7,041,970 0.16 %
180. FNMA 20YR 5.500% 09/01/2023
Cusip: 31371LDV8
6,584,543.59 $6,999,191 0.16 %
181. MBNAS_05-A6 4.500% 01/15/2013
Cusip: 55264TDE8
6,845,000 $6,944,609 0.16 %
182. NEWS AMERICA INC 6.750% 01/09/2038
Cusip: 652482AS9
6,590,000 $6,911,334 0.16 %
183. JPMCC_04-LN2 4.475% 07/15/2041
Cusip: 46625YCU5
6,812,372.86 $6,901,646 0.16 %
184. WINDSTREAM CORP 7.875% 11/01/2017
Cusip: 97381WAJ3
6,974,000 $6,869,390 0.15 %
185. CD_05-CD1 5.399% 07/15/2044
Cusip: 12513EAG9
6,599,000 $6,838,178 0.15 %
186. FGOLD 20YR GIANT 6.000% 02/01/2023
Cusip: 3128CUHA7
6,236,211.3 $6,758,493 0.15 %
187. FFMER_07-2 0.356% 05/25/2037
Cusip: 59024QAB6
6,779,704.06 $6,753,566 0.15 %
188. GNMA 30YR 5.000% 09/15/2033
Cusip: 36201YER3
6,345,473.47 $6,647,970 0.15 %
189. NEVADA POWER COMPANY 6.500% 05/15/2018
Cusip: 641423BS6
6,075,000 $6,640,819 0.15 %
190. FGOLD 15YR 5.000% 10/01/2018
Cusip: 3128H7XM9
6,201,754.71 $6,616,706 0.15 %
191. HCA INC 7.250% 09/15/2020
Cusip: 404121AA3
6,500,000 $6,597,500 0.15 %
192. BOAA_04-3 6.000% 04/25/2034
Cusip: 05948KNE5
7,226,444.89 $6,591,872 0.15 %
193. WAMU_04-AR9 2.953% 08/25/2034
Cusip: 92922FWK0
6,632,157.88 $6,581,609 0.15 %
194. CWL_05-1 0.646% 07/25/2035
Cusip: 126673WX6
6,672,039.14 $6,534,919 0.15 %
195. FGOLD 30YR 5.500% 04/01/2033
Cusip: 31288G4Q2
6,087,009.58 $6,496,824 0.15 %
196. FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
7,739,444.11 $6,361,358 0.14 %
197. CMLTI_10-2 0.346% 05/25/2037
Cusip: 17316HAA3
6,509,879.12 $6,338,994 0.14 %
198. PROGRESS ENERGY INC 6.050% 03/15/2014
Cusip: 743263AM7
5,710,000 $6,283,575 0.14 %
199. CIT GROUP INC 7.000% 05/01/2016
Cusip: 125581FW3
6,810,000 $6,282,225 0.14 %
200. AMXCA_05-4 0.300% 01/15/2015
Cusip: 02582JDN7
6,225,000 $6,196,634 0.14 %
201. FNMA 15YR LLB MEGA 6.000% 05/01/2018
Cusip: 31402DFZ8
5,688,400.13 $6,189,485 0.14 %
202. OHIO POWER COMPANY 6.000% 06/01/2016
Cusip: 677415CL3
5,635,000 $6,176,393 0.14 %
203. NEXEN INC 6.400% 05/15/2037
Cusip: 65334HAG7
6,068,000 $6,116,689 0.14 %
204. FGOLD 15YR 5.000% 08/01/2018
Cusip: 3128H6VS0
5,741,957.04 $6,103,673 0.14 %
205. VWALT_09-A 3.410% 04/16/2012
Cusip: 928664AC5
5,875,000 $6,034,056 0.14 %
206. HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
5,619,000 $6,019,353 0.14 %
207. FNMA 30YR 7.000% 07/01/2036
Cusip: 31410DUQ1
5,328,449.97 $5,995,013 0.13 %
208. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400Q3C5
5,584,847.18 $5,982,504 0.13 %
209. FORD MOTOR COMPANY TLB 3.0 3.249% 12/15/2013
Cusip: BAX19GAX1
6,141,229.77 $5,936,726 0.13 %
210. VERIZON PENNSYLVANIA INC. 5.650% 11/15/2011
Cusip: 92344TAA6
5,570,000 $5,908,905 0.13 %
211. FNMA 20YR 5.000% 07/01/2023
Cusip: 31385XLP0
5,624,946.63 $5,867,330 0.13 %
212. RAAC_07-SP1 0.396% 03/25/2037
Cusip: 74978AAA8
6,065,727.95 $5,843,591 0.13 %
213. FNMA 3/1HYBRID ARM 2.858% 05/01/2035
Cusip: 31410QZL8
5,627,616.57 $5,816,128 0.13 %
214. COMET_07-A6 0.300% 05/15/2013
Cusip: 14041NDW8
5,776,000 $5,772,276 0.13 %
215. CSMC_09-12R 6.000% 08/27/2037
Cusip: 12642MBJ8
5,795,655.3 $5,769,236 0.13 %
216. GCCFC_03-C1 3.858% 07/05/2035
Cusip: 396789DU0
5,650,000 $5,725,879 0.13 %
217. WBCMT_06-C27 5.727% 07/15/2045
Cusip: 92977QAC2
5,475,000 $5,696,072 0.13 %
218. BAFC_10-R3 0.407% 09/26/2036
Cusip: 05955YAW9
5,944,732.37 $5,647,495 0.13 %
219. CARMX_09-1 5.810% 12/16/2013
Cusip: 14312WAF0
5,200,000 $5,646,309 0.13 %
220. PACIFIC GAS AND ELECTRIC COMPANY 5.400% 01/15/2040
Cusip: 694308GS0
5,985,000 $5,633,189 0.13 %
221. CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
5,565,000 $5,620,650 0.13 %
222. PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
5,095,000 $5,586,040 0.13 %
223. JPMCC_09-IWST 4.314% 12/05/2027
Cusip: 46634GAA9
5,443,661.76 $5,574,084 0.13 %
224. KRAFT FOODS INC 6.500% 02/09/2040
Cusip: 50075NAZ7
5,400,000 $5,562,477 0.13 %
225. AMXCA_06-3 0.250% 03/17/2014
Cusip: 025822AA5
5,575,000 $5,559,075 0.12 %
226. BSARM_05-8 5.104% 08/25/2035
Cusip: 07387AEC5
6,475,000 $5,555,875 0.12 %
227. CSMC_09-ASG 1.497% 11/28/2039
Cusip: 12642RAA7
5,523,918.63 $5,523,918 0.12 %
228. JPMMT_06-S4 6.000% 01/25/2037
Cusip: 46629SAF9
5,723,482.36 $5,513,606 0.12 %
229. NISOURCE FINANCE CORPORATION 7.875% 11/15/2010
Cusip: 65473QAJ2
5,300,000 $5,503,318 0.12 %
230. WBCMT_05-C20 5.087% 07/15/2042
Cusip: 9297664M2
5,342,000 $5,483,512 0.12 %
231. LBUBS_06-C4 5.857% 06/15/2032
Cusip: 52108RAD4
5,100,000 $5,472,547 0.12 %
232. CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
4,985,000 $5,433,650 0.12 %
233. ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
5,330,000 $5,429,937 0.12 %
234. FNMA 25YR 5.500% 12/01/2028
Cusip: 31403MT74
5,097,022.37 $5,428,405 0.12 %
235. CSMC_09-12R 5.300% 12/27/2036
Cusip: 12642MCU2
5,552,856.43 $5,427,755 0.12 %
236. FGOLD 30YR TBA(REG A) 6.000% 04/01/2040
Cusip: 02R060647
5,000,000 $5,363,281 0.12 %
237. GFCM_03-1 5.743% 05/12/2035
Cusip: 36161RAE9
5,050,000 $5,327,539 0.12 %
238. AESOP_10-2 3.630% 08/20/2014
Cusip: 05377RAD6
5,250,000 $5,249,475 0.12 %
239. JPMRR_09-5 0.366% 04/26/2037
Cusip: 46633KBJ1
5,638,219.99 $5,216,783 0.12 %
240. FNMA 15YR 4.500% 03/01/2023
Cusip: 31414UG69
5,015,561.11 $5,212,311 0.12 %
241. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400QVV2
4,829,313.07 $5,173,319 0.12 %
242. HERTZ_09-2A 5.290% 03/25/2016
Cusip: 42805RAV1
5,000,000 $5,149,811 0.12 %
243. CMS ENERGY CORPORATION 6.250% 02/01/2020
Cusip: 125896BE9
5,165,000 $5,087,525 0.11 %
244. FGOLD 30YR 5.500% 06/01/2033
Cusip: 31288KA78
4,792,589.49 $5,086,956 0.11 %
245. K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
4,725,000 $5,032,125 0.11 %
246. NALCO COMPANY 8.250% 05/15/2017
Cusip: 629855AN7
4,676,000 $4,956,560 0.11 %
247. FGOLD 20YR 6.000% 12/01/2023
Cusip: 31335HZ89
4,564,968.3 $4,943,679 0.11 %
248. TOLEDO EDISON COMPANY (THE) 6.150% 05/15/2037
Cusip: 889175BD6
4,850,000 $4,889,934 0.11 %
249. SASC_06-GEL2 0.356% 04/25/2036
Cusip: 86360CAA4
4,962,056.33 $4,843,090 0.11 %
250. GCCFC_03-C2 4.533% 01/05/2036
Cusip: 396789ER6
4,735,000 $4,831,625 0.11 %
251. GNMA 30YR 6.000% 12/15/2032
Cusip: 36200AH93
4,445,442.9 $4,822,230 0.11 %
252. JPMCC_05-LDP2 4.697% 07/15/2042
Cusip: 46625YNB5
4,700,000 $4,785,573 0.11 %
253. OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
4,716,000 $4,739,580 0.11 %
254. ARIZONA PUBLIC SERVICE COMPANY 6.375% 10/15/2011
Cusip: 040555CC6
4,446,000 $4,721,185 0.11 %
255. CONSUMERS ENERGY COMPANY 5.150% 02/15/2017
Cusip: 210518CG9
4,515,000 $4,720,694 0.11 %
256. BSABS_06-HE9 0.296% 11/25/2036
Cusip: 07389MAA5
5,141,943.09 $4,717,528 0.11 %
257. ANADARKO PETROLEUM CORPORATION 7.625% 03/15/2014
Cusip: 032511BD8
4,060,000 $4,667,587 0.10 %
258. CROWN AMERICAS INC 7.750% 11/15/2015
Cusip: 228188AD0
4,475,000 $4,654,000 0.10 %
259. LBUBS_05-C5 4.930% 09/15/2030
Cusip: 52108H6V1
4,500,000 $4,653,405 0.10 %
260. CITIGROUP INC 8.500% 05/22/2019
Cusip: 172967EV9
3,975,000 $4,639,564 0.10 %
261. FNMA 30YR 5.000% 03/01/2034
Cusip: 31404EWA0
4,476,660.23 $4,637,901 0.10 %
262. LBUBS_04-C2 3.973% 03/15/2029
Cusip: 52108HZX5
4,700,000 $4,616,283 0.10 %
263. NISOURCE FINANCE CORPORATION 5.400% 07/15/2014
Cusip: 65473QAL7
4,275,000 $4,539,216 0.10 %
264. CWHL_05-R2 7.000% 06/25/2035
Cusip: 12669GN98
4,843,507.41 $4,532,278 0.10 %
265. TREASURY NOTE 1.250% 11/30/2010
Cusip: 912828JS0
4,490,000 $4,517,537 0.10 %
266. MALT_04-8 5.000% 09/25/2019
Cusip: 576434UX0
4,743,229.84 $4,507,543 0.10 %
267. UNITED ARTISTS THEATRE COMPANY 9.300% 07/01/2015
Cusip: 909411AF7
4,373,816.15 $4,486,223 0.10 %
268. L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
4,350,000 $4,464,187 0.10 %
269. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296H5F2
4,142,942.25 $4,431,945 0.10 %
270. ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
4,070,000 $4,385,787 0.10 %
271. LBUBS_07-C6 5.858% 07/15/2040
Cusip: 52109PAE5
4,475,000 $4,364,228 0.10 %
272. H.J. HEINZ FINANCE COMPANY 6.625% 07/15/2011
Cusip: 42307TAC2
4,000,000 $4,261,752 0.10 %
273. CANADIAN NATURAL RESOURCES LIMITED 5.900% 02/01/2018
Cusip: 136385AN1
3,930,000 $4,253,222 0.10 %
274. JPMCC_04-C2 5.111% 05/15/2041
Cusip: 46625M3M9
4,069,632.56 $4,241,128 0.10 %
275. CONSUMERS ENERGY COMPANY 6.000% 02/15/2014
Cusip: 210518BY1
3,855,000 $4,227,535 0.10 %
276. TIAA_07-C4-A2 5.791% 08/15/2039
Cusip: 87246AAB4
3,900,000 $4,160,677 0.09 %
277. FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
3,930,000 $4,146,150 0.09 %
278. CARDINAL HEALTH INC 5.650% 06/15/2012
Cusip: 14149YAP3
3,860,000 $4,131,212 0.09 %
279. YUM! BRANDS INC 6.250% 03/15/2018
Cusip: 988498AC5
3,720,000 $4,078,321 0.09 %
280. GSMS_04-GG2 4.602% 08/10/2038
Cusip: 36228CTE3
4,025,970.67 $4,072,758 0.09 %
281. CSX CORPORATION 6.300% 03/15/2012
Cusip: 126408GB3
3,765,000 $4,068,733 0.09 %
282. CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
3,820,000 $4,039,650 0.09 %
283. MALT_04-2 5.000% 02/25/2019
Cusip: 576434MM3
4,229,119.99 $4,037,487 0.09 %
284. GTP_10-1 4.436% 02/15/2015
Cusip: 379398AA8
4,000,000 $4,010,938 0.09 %
285. OWENS-BROCKWAY GLASS CONTAINER INC 8.250% 05/15/2013
Cusip: 69073TAJ2
3,935,000 $3,984,187 0.09 %
286. MSC_06-T23 5.971% 08/12/2041
Cusip: 61749MAU3
3,675,000 $3,963,586 0.09 %
287. ARMT_05-9 4.842% 11/25/2035
Cusip: 007036RU2
3,985,000 $3,915,023 0.09 %
288. FGOLD 20YR 5.500% 10/01/2023
Cusip: 3128E27M2
3,670,418.78 $3,906,763 0.09 %
289. FNMA 30YR 6.000% 05/01/2024
Cusip: 31368JBM0
3,628,283.15 $3,877,008 0.09 %
290. AMCAR_07-CM 0.258% 05/07/2012
Cusip: 03063EAD9
3,789,822.42 $3,783,039 0.09 %
291. SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
3,750,000 $3,768,750 0.08 %
292. FHLMC_3630 1.931% 03/15/2017
Cusip: 31398WJV7
71,677,854.36 $3,740,688 0.08 %
293. SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
3,520,000 $3,740,000 0.08 %
294. RBSSP_09-9 0.346% 10/26/2036
Cusip: 74928QAW6
3,779,383.03 $3,722,470 0.08 %
295. WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
3,635,000 $3,716,787 0.08 %
296. SRFC_10-1A 4.480% 07/01/2026
Cusip: 82651LAA1
3,710,000 $3,710,000 0.08 %
297. THOMSON REUTERS CORP 5.950% 07/15/2013
Cusip: 884903BA2
3,320,000 $3,669,167 0.08 %
298. GCCFC_04-GG1 4.883% 06/10/2036
Cusip: 396789FR5
3,550,000 $3,658,396 0.08 %
299. FLORIDA POWER CORPORATION 5.650% 06/15/2018
Cusip: 341099CK3
3,365,000 $3,643,504 0.08 %
300. FNMA 15YR 6.000% 09/01/2017
Cusip: 31391VHD8
3,317,176.55 $3,595,416 0.08 %
301. MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
3,725,000 $3,594,625 0.08 %
302. EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
3,075,000 $3,590,062 0.08 %
303. BALL_01-FMA 6.763% 12/13/2016
Cusip: 05947NAL8
3,500,000 $3,565,035 0.08 %
304. NHEL_07-1 5.643% 03/25/2037
Cusip: 669971AS2
3,760,257.1 $3,551,984 0.08 %
305. TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
3,506,000 $3,541,060 0.08 %
306. FNMA 15YR 5.000% 04/01/2018
Cusip: 31391WNL1
3,315,377.57 $3,538,038 0.08 %
307. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400WAZ3
3,292,261.89 $3,526,629 0.08 %
308. COMCAST CORP 6.400% 03/01/2040
Cusip: 20030NBB6
3,435,000 $3,491,440 0.08 %
309. LBUBS_04-C6 5.020% 08/15/2029
Cusip: 52108HK78
3,500,000 $3,450,649 0.08 %
310. POTOMAC ELECTRIC POWER CO 4.650% 04/15/2014
Cusip: 737679CX6
3,255,000 $3,449,570 0.08 %
311. PROGRESS ENERGY INC 7.100% 03/01/2011
Cusip: 743263AD7
3,260,000 $3,428,379 0.08 %
312. QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
3,358,000 $3,425,160 0.08 %
313. TRANSALTA CORP 6.500% 03/15/2040
Cusip: 89346DAE7
3,460,000 $3,420,677 0.08 %
314. FNMA 30YR 5.500% 12/01/2033
Cusip: 31403MUQ0
3,222,317.23 $3,419,732 0.08 %
315. CD_05-CD1 5.225% 07/15/2044
Cusip: 12513EAF1
3,225,000 $3,392,951 0.08 %
316. HASC_06-HE2 0.296% 12/25/2036
Cusip: 44328BAC2
3,946,191.84 $3,338,651 0.08 %
317. BCAP_09-RR1 3.009% 05/26/2035
Cusip: 05531WAH9
13,823,234 $3,317,576 0.07 %
318. WBCMT_06-C24 5.576% 03/15/2045
Cusip: 92976BFQ0
3,200,000 $3,282,944 0.07 %
319. FNMA 15YR 5.500% 03/01/2018
Cusip: 31391Y7M3
2,973,650.21 $3,199,955 0.07 %
320. CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
2,710,000 $3,184,250 0.07 %
321. QWEST COMMUNICATIONS INTERNATIONAL 7.125% 04/01/2018
Cusip: 749121CB3
3,080,000 $3,180,100 0.07 %
322. CGCMT_06-C5 5.431% 10/15/2049
Cusip: 17310MAE0
3,150,000 $3,164,049 0.07 %
323. DISH DBS CORP 7.875% 09/01/2019
Cusip: 25470XAB1
3,040,000 $3,161,600 0.07 %
324. DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
2,915,000 $3,057,106 0.07 %
325. ERAC USA FINANCE COMPANY 5.800% 10/15/2012
Cusip: 26882PBD3
2,815,000 $3,039,611 0.07 %
326. MALT_04-7 5.000% 08/25/2019
Cusip: 576434TL8
3,181,574.27 $3,024,338 0.07 %
327. CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
3,070,000 $3,008,600 0.07 %
328. GNMA 30YR 5.500% 10/15/2033
Cusip: 36206YDH1
2,799,815.17 $2,985,204 0.07 %
329. SUNCOR ENERGY INC 6.100% 06/01/2018
Cusip: 86722TAA0
2,770,000 $2,984,630 0.07 %
330. TIAA_07-C4 6.073% 08/15/2039
Cusip: 87246AAC2
2,850,000 $2,981,295 0.07 %
331. AIRGAS INC 7.125% 10/01/2018
Cusip: 009363AE2
2,695,000 $2,964,500 0.07 %
332. FNMA 30YR 5.500% 04/01/2033
Cusip: 31401ALG0
2,701,220.96 $2,893,679 0.07 %
333. DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
2,850,000 $2,878,500 0.06 %
334. SABMILLER PLC 6.200% 07/01/2011
Cusip: 78572MAC9
2,725,000 $2,873,092 0.06 %
335. BSCMS_07-PW18 5.038% 06/11/2050
Cusip: 07401DAA9
2,757,783.99 $2,834,069 0.06 %
336. FNMA 25YR 5.500% 08/01/2028
Cusip: 31402A6Y7
2,653,043.06 $2,825,530 0.06 %
337. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400FVV6
2,543,197.05 $2,808,485 0.06 %
338. FNMA 30YR 6.500% 06/01/2036
Cusip: 31409X5Y1
2,522,350.91 $2,800,038 0.06 %
339. OOMLT_07-HL1 0.366% 02/25/2038
Cusip: 68402SAB5
2,878,533.67 $2,794,603 0.06 %
340. QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
2,763,000 $2,780,268 0.06 %
341. QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
2,763,000 $2,776,815 0.06 %
342. FNMA 30YR 6.500% 08/01/2032
Cusip: 31385JNA2
2,513,679.91 $2,775,253 0.06 %
343. FNMA 30YR 7.000% 09/01/2029
Cusip: 31374TY60
2,465,626.24 $2,767,272 0.06 %
344. L-3 COMMUNICATIONS CORPORATION 6.125% 07/15/2013
Cusip: 502413AL1
2,685,000 $2,725,275 0.06 %
345. GNMA 30YR 5.000% 08/15/2033
Cusip: 36200MUD3
2,596,444.79 $2,720,220 0.06 %
346. FNMA 15YR 6.000% 08/01/2017
Cusip: 31385JN38
2,493,321.19 $2,714,218 0.06 %
347. FNMA 30YR TBA(REG A) 6.500% 05/01/2040
Cusip: 01F062655
2,500,000 $2,701,562 0.06 %
348. PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
4,359,000 $2,680,785 0.06 %
349. FNMA 15YR 6.000% 08/01/2017
Cusip: 31385W5C9
2,469,407.79 $2,676,538 0.06 %
350. LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
2,445,000 $2,671,162 0.06 %
351. FHLMC_2576 5.500% 02/15/2033
Cusip: 31393KBW4
2,626,385.73 $2,663,914 0.06 %
352. MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
2,345,000 $2,632,262 0.06 %
353. SVHE_06-EQ1 0.356% 10/25/2036
Cusip: 83612JAB0
2,781,754.1 $2,593,215 0.06 %
354. FNMA 30YR 6.500% 03/01/2033
Cusip: 31400RKP5
2,327,774.38 $2,566,042 0.06 %
355. JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
2,410,000 $2,524,475 0.06 %
356. FHLMC_3155 6.920% 05/15/2036
Cusip: 31396R5T0
18,144,555.22 $2,524,246 0.06 %
357. FNMA 30YR 7.000% 06/01/2032
Cusip: 31390GZL4
2,216,924.37 $2,523,439 0.06 %
358. PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
2,543,000 $2,505,328 0.06 %
359. FGOLD 15YR 5.500% 05/01/2018
Cusip: 31294KSG1
2,289,225.75 $2,463,655 0.06 %
360. REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
2,762,000 $2,461,339 0.06 %
361. OHIO EDISON CO 5.450% 05/01/2015
Cusip: 677347CB0
2,280,000 $2,423,820 0.05 %
362. ONCOR ELECTRIC DELIVERY CO 6.375% 05/01/2012
Cusip: 68233DAS6
2,225,000 $2,406,039 0.05 %
363. LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
10,135,000 $2,394,393 0.05 %
364. CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
2,295,000 $2,381,062 0.05 %
365. RAMC_05-4 5.565% 02/25/2036
Cusip: 759950FX1
2,523,631.67 $2,379,203 0.05 %
366. JPMCC_04-CBX 4.184% 01/12/2037
Cusip: 46625YDB6
2,351,410.31 $2,355,978 0.05 %
367. COMM_06-CNL 0.538% 02/05/2019
Cusip: 20047MAH7
2,700,000 $2,338,556 0.05 %
368. DR PEPPER SNAPPLE GROUP INC 6.820% 05/01/2018
Cusip: 26138EAH2
2,015,000 $2,301,954 0.05 %
369. FNMA 30YR 6.000% 03/01/2033
Cusip: 31400DRF1
2,069,461.24 $2,285,313 0.05 %
370. CWALT_03-11T1 4.750% 07/25/2018
Cusip: 12669EPU4
2,273,546.2028 $2,284,203 0.05 %
371. PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
1,979,000 $2,265,955 0.05 %
372. TELECOM ITALIA CAPITAL 5.250% 11/15/2013
Cusip: 87927VAE8
2,160,000 $2,262,438 0.05 %
373. DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
2,055,000 $2,260,500 0.05 %
374. FNMA 15YR 5.500% 12/01/2016
Cusip: 31387MB40
2,097,729.45 $2,259,262 0.05 %
375. ROGERS CABLE INC. 6.250% 06/15/2013
Cusip: 77509NAH6
2,050,000 $2,259,188 0.05 %
376. FNMA 15YR 5.000% 12/01/2018
Cusip: 31404DWU8
2,110,915.42 $2,252,684 0.05 %
377. FNMA 15YR 5.000% 10/01/2018
Cusip: 31403AWX9
2,101,517.46 $2,240,861 0.05 %
378. REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
2,153,000 $2,222,972 0.05 %
379. QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
2,030,000 $2,217,775 0.05 %
380. NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
2,330,000 $2,213,500 0.05 %
381. CWALT_06-OC9 0.321% 12/25/2046
Cusip: 23245GAA9
2,308,185.47 $2,195,269 0.05 %
382. FNMA 25YR 5.500% 07/01/2028
Cusip: 31400JRN1
2,054,579.62 $2,188,158 0.05 %
383. MALT_04-4 6.000% 05/25/2034
Cusip: 576434PY4
2,363,445.45 $2,185,814 0.05 %
384. WBCMT_06-C29 5.308% 11/15/2048
Cusip: 92978PAE9
2,200,000 $2,184,223 0.05 %
385. TAROT_07-B 5.240% 10/12/2012
Cusip: 89578WAC8
2,135,000 $2,179,860 0.05 %
386. FNMA 15YR 5.500% 02/01/2018
Cusip: 31391WHS3
2,010,964.27 $2,176,588 0.05 %
387. CPF_10-1A 5.430% 07/20/2015
Cusip: 151608AA4
2,150,000 $2,158,486 0.05 %
388. CANADIAN NATURAL RESOURCES LIMITED 5.700% 05/15/2017
Cusip: 136385AK7
2,017,000 $2,152,262 0.05 %
389. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296Q3S6
2,009,924.79 $2,150,133 0.05 %
390. JPALT_06-A4 5.950% 09/25/2036
Cusip: 46629EAA1
2,152,395.99 $2,134,831 0.05 %
391. RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
2,070,000 $2,132,100 0.05 %
392. RASC_04-KS9 4.610% 02/25/2032
Cusip: 76110WE51
2,308,162.99 $2,104,678 0.05 %
393. FNMA 30YR 7.000% 06/01/2031
Cusip: 31385HNZ1
1,845,848.32 $2,099,990 0.05 %
394. JPMCC_03-LN1 4.134% 10/15/2037
Cusip: 46625MA58
2,032,577.76 $2,094,608 0.05 %
395. INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
2,066,000 $2,091,825 0.05 %
396. JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
2,015,000 $2,070,412 0.05 %
397. TOLEDO EDISON COMPANY (THE) 7.250% 05/01/2020
Cusip: 889175BE4
1,790,000 $2,069,719 0.05 %
398. BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
2,046,000 $2,066,460 0.05 %
399. GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
1,970,000 $2,048,800 0.05 %
400. FNMA 30YR 6.500% 09/01/2032
Cusip: 31391BQN0
1,844,008.51 $2,037,369 0.05 %
401. SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
1,920,000 $2,020,800 0.05 %
402. FNMA_03-63 6.000% 07/25/2033
Cusip: 31393DRH6
10,808,857.16 $1,969,386 0.04 %
403. AQUILA INC 11.875% 07/01/2012
Cusip: 03840PAC6
1,675,000 $1,949,381 0.04 %
404. FNMA 25YR 5.500% 11/01/2028
Cusip: 31403FS70
1,829,255.48 $1,948,184 0.04 %
405. FGOLD 30YR GIANT 7.000% 04/01/2030
Cusip: 31283HGR0
1,712,100.26 $1,925,663 0.04 %
406. CANADIAN PACIFIC RAILWAY COMPANY 5.750% 05/15/2013
Cusip: 13645RAG9
1,750,000 $1,914,683 0.04 %
407. TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
1,879,000 $1,911,882 0.04 %
408. LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
1,891,000 $1,907,546 0.04 %
409. FGOLD 30YR GIANT 7.000% 07/01/2032
Cusip: 31283HS63
1,692,017.44 $1,895,863 0.04 %
410. RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
1,850,000 $1,880,062 0.04 %
411. GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
1,825,000 $1,875,187 0.04 %
412. NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
1,790,000 $1,875,025 0.04 %
413. BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
2,244,000 $1,873,740 0.04 %
414. RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
1,624,320 $1,872,028 0.04 %
415. MLMT_08-C1 4.706% 02/12/2051
Cusip: 59025WAA4
1,856,049.2 $1,870,099 0.04 %
416. FNS_379-2 5.500% 05/01/2037
Cusip: 3136FENX6
10,295,358.37 $1,869,251 0.04 %
417. FNMA 20YR 5.500% 07/01/2023
Cusip: 31401V6F3
1,738,771.61 $1,848,267 0.04 %
418. PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
1,670,000 $1,843,262 0.04 %
419. COMCAST CORPORATION 6.450% 03/15/2037
Cusip: 20030NAM3
1,810,000 $1,843,242 0.04 %
420. PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
1,790,000 $1,842,169 0.04 %
421. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400FJR9
1,676,457.89 $1,821,339 0.04 %
422. DEVON FINANCING CORP ULC 6.875% 09/30/2011
Cusip: 25179SAC4
1,685,000 $1,818,135 0.04 %
423. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296XY57
1,691,701.01 $1,809,710 0.04 %
424. URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
1,592,000 $1,802,940 0.04 %
425. ARCH WESTERN FINANCE LLC 6.750% 07/01/2013
Cusip: 03939RAB6
1,775,000 $1,781,656 0.04 %
426. FNMA 30YR 7.000% 07/01/2038
Cusip: 31411JDT0
1,601,848.6 $1,775,849 0.04 %
427. EDISON MISSION ENERGY 7.500% 06/15/2013
Cusip: 281023AN1
2,040,000 $1,769,700 0.04 %
428. FNMA 15YR 4.500% 07/01/2018
Cusip: 31371LAB5
1,679,163.13 $1,767,859 0.04 %
429. CWA_07-OH3 0.746% 09/25/2047
Cusip: 02151DAG9
14,698,411.77 $1,756,273 0.04 %
430. FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
1,730,000 $1,749,462 0.04 %
431. INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
15,000,000,000 $1,748,897 0.04 %
432. SCANA CORPORATION 6.875% 05/15/2011
Cusip: 805901AP0
1,655,000 $1,747,206 0.04 %
433. CWALT_05-42CB 0.496% 10/25/2035
Cusip: 12667G7Y3
1,763,949.72 $1,715,990 0.04 %
434. REPUBLIC OF INDONESIA 6.875% 01/17/2018
Cusip: 455780AY2
1,522,000 $1,693,225 0.04 %
435. CWALT_07-OH1 0.336% 04/25/2047
Cusip: 02150KAA7
1,905,587.32 $1,685,415 0.04 %
436. FNMA_07-22 6.184% 03/25/2037
Cusip: 31396PV65
13,918,813.75 $1,671,106 0.04 %
437. FNMA 30YR 6.500% 10/01/2032
Cusip: 31390RYD9
1,509,412.77 $1,667,688 0.04 %
438. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296H6K0
1,554,700.68 $1,663,153 0.04 %
439. NCSLT_06-3 7.100% 01/25/2012
Cusip: 63543VAF0
15,000,000 $1,655,317 0.04 %
440. LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
1,598,000 $1,653,930 0.04 %
441. PACIFICORP 6.000% 01/15/2039
Cusip: 695114CL0
1,600,000 $1,645,038 0.04 %
442. ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
1,450,000 $1,624,000 0.04 %
443. TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
1,580,000 $1,611,600 0.04 %
444. GREIF INC 6.750% 02/01/2017
Cusip: 397624AE7
1,585,000 $1,608,775 0.04 %
445. LAMAR MEDIA CORP 7.250% 01/01/2013
Cusip: 513075AG6
1,595,000 $1,606,962 0.04 %
446. FNMA 30YR 5.000% 06/01/2034
Cusip: 31404VFR4
1,549,236.05 $1,605,036 0.04 %
447. ECHOSTAR DBS CORPORATION 6.625% 10/01/2014
Cusip: 27876GAY4
1,590,000 $1,601,925 0.04 %
448. FNMA 15YR 5.500% 01/01/2018
Cusip: 31391WHN4
1,483,288.89 $1,596,447 0.04 %
449. TURKEY (REPUBLIC OF) 7.500% 11/07/2019
Cusip: 900123BF6
1,400,000 $1,596,000 0.04 %
450. FNMA 15YR 6.000% 08/01/2016
Cusip: 31371J6U3
1,471,669.04 $1,593,501 0.04 %
451. REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
1,510,000 $1,589,275 0.04 %
452. AMCAR_07-DF 5.490% 07/06/2012
Cusip: 03063TAD6
1,564,795.8 $1,573,300 0.04 %
453. PETRO-CANADA 4.000% 07/15/2013
Cusip: 716442AG3
1,515,000 $1,562,870 0.04 %
454. TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
1,429,000 $1,557,610 0.04 %
455. SANDRIDGE ENERGY INC 8.000% 06/01/2018
Cusip: 80007PAC3
1,607,000 $1,526,650 0.03 %
456. UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
1,517,000 $1,509,415 0.03 %
457. WFMBS_05-14 5.500% 12/25/2035
Cusip: 949832AP4
1,589,763.48 $1,479,782 0.03 %
458. WBCMT_05-C16 4.380% 10/15/2041
Cusip: 929766YV9
1,452,007.76 $1,479,481 0.03 %
459. SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
1,460,000 $1,476,425 0.03 %
460. FNMA 15YR 5.500% 05/01/2018
Cusip: 31400SDN6
1,333,616.24 $1,444,086 0.03 %
461. FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
1,414,000 $1,435,210 0.03 %
462. FNMA 30YR 6.500% 07/01/2032
Cusip: 31385JMS4
1,275,206.53 $1,414,176 0.03 %
463. JPMCC_03-ML1A 3.972% 03/12/2039
Cusip: 46625MVQ9
1,365,543.57 $1,400,988 0.03 %
464. FNMA 30YR 6.500% 01/01/2029
Cusip: 31382YA65
1,278,088.5 $1,398,527 0.03 %
465. CFLX_05-2 6.500% 06/25/2035
Cusip: 16165TBA0
1,675,323.71 $1,396,801 0.03 %
466. EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
1,313,000 $1,381,932 0.03 %
467. GNMA 30YR 6.000% 06/15/2039
Cusip: 36296XXV1
1,270,848.01 $1,359,499 0.03 %
468. FNMA 30YR 6.500% 01/01/2034
Cusip: 31403VS75
1,203,598.28 $1,350,086 0.03 %
469. FNMA 15YR 6.500% 08/01/2017
Cusip: 31390LJG2
1,229,238.66 $1,344,048 0.03 %
470. OSHKOSH CORPORATION 8.250% 03/01/2017
Cusip: 688225AA9
1,259,000 $1,309,360 0.03 %
471. FNMA 30YR 6.500% 09/01/2032
Cusip: 31390UYD2
1,151,734.09 $1,293,442 0.03 %
472. NCSLT_06-4 6.350% 02/27/2012
Cusip: 63543WAE1
11,700,000 $1,273,485 0.03 %
473. TELEFONICA EMISIONES SAU 5.984% 06/20/2011
Cusip: 87938WAA1
1,205,000 $1,266,692 0.03 %
474. REPUBLIC OF INDONESIA 8.500% 10/12/2035
Cusip: 455780AT3
987,000 $1,228,815 0.03 %
475. FNMA 30YR 6.000% 01/01/2033
Cusip: 31400BSN7
1,129,940.56 $1,227,591 0.03 %
476. FNMA 15YR 6.500% 06/01/2017
Cusip: 31390LCD6
1,118,379.53 $1,220,910 0.03 %
477. FGOLD 30YR 5.500% 12/01/2030
Cusip: 31298QJX7
1,145,956.1 $1,217,672 0.03 %
478. GSMS_07-GG10 5.993% 08/10/2045
Cusip: 36246LAN1
9,800,000 $1,192,846 0.03 %
479. VENEZUELA (REPUBLIC OF) 9.000% 05/07/2023
Cusip: P17625AA5
1,600,000 $1,188,000 0.03 %
480. CSC HOLDINGS INC 8.625% 02/15/2019
Cusip: 126304AZ7
1,085,000 $1,185,362 0.03 %
481. FNMA 30YR 6.500% 05/01/2029
Cusip: 31382RF57
1,055,997.57 $1,166,728 0.03 %
482. FHLMC 2.375% 05/28/2010
Cusip: 3137EABH1
1,160,000 $1,163,891 0.03 %
483. NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
1,119,000 $1,149,772 0.03 %
484. VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
1,579,000 $1,144,775 0.03 %
485. AMCAR_06-RM 5.420% 08/08/2011
Cusip: 030612AB1
1,110,825.88 $1,121,633 0.03 %
486. FNMA 30YR 6.000% 11/01/2032
Cusip: 31390SKA8
1,025,640.13 $1,120,808 0.03 %
487. CONAGRA INC. 6.750% 09/15/2011
Cusip: 205887BA9
1,042,000 $1,119,712 0.03 %
488. FNMA 30YR 5.500% 08/01/2034
Cusip: 31403DJG5
1,043,529.39 $1,107,461 0.02 %
489. FNMA 30YR 6.500% 12/01/2034
Cusip: 31406AWB4
995,850.57 $1,094,050 0.02 %
490. FNMA 30YR 6.500% 11/01/2036
Cusip: 31407JFK3
1,003,515.69 $1,090,554 0.02 %
491. NEVADA POWER COMPANY 6.500% 04/15/2012
Cusip: 641423BH0
1,000,000 $1,080,890 0.02 %
492. FNMA 30YR 7.000% 10/01/2030
Cusip: 31386MZD5
959,373.99 $1,076,744 0.02 %
493. FGOLD 30YR 6.500% 01/01/2032
Cusip: 31287N5M6
959,498.16 $1,071,069 0.02 %
494. LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
1,036,000 $1,050,245 0.02 %
495. FNMA 10YR DUS 4.777% 02/01/2014
Cusip: 31402CVJ8
976,220.43 $1,037,332 0.02 %
496. FNMA 30YR 7.000% 08/01/2032
Cusip: 31391LXQ3
915,096.95 $1,027,580 0.02 %
497. FNMA 15YR 5.500% 02/01/2018
Cusip: 31391H2U7
929,657.6 $1,004,149 0.02 %
498. REPUBLIC OF INDONESIA 7.750% 01/17/2038
Cusip: 455780AZ9
850,000 $986,000 0.02 %
499. DTE ENERGY COMPANY 7.050% 06/01/2011
Cusip: 233331AE7
935,000 $985,486 0.02 %
500. FNMA 30YR 5.500% 05/01/2033
Cusip: 31400JPK9
915,478.37 $978,099 0.02 %
501. FNMA 15YR 6.500% 03/01/2017
Cusip: 31371KLR0
885,395.45 $959,335 0.02 %
502. OSHKOSH CORPORATION 8.500% 03/01/2020
Cusip: 688225AC5
916,000 $952,640 0.02 %
503. CHESAPEAKE ENERGY CORPORATION 6.375% 06/15/2015
Cusip: 165167BL0
955,000 $938,287 0.02 %
504. FNMA_08-40 1.200% 08/25/2012
Cusip: 31397LMP1
52,900,429.57 $935,427 0.02 %
505. JPMCC_07-CB20 6.403% 02/12/2051
Cusip: 46631QAT9
4,725,000 $933,876 0.02 %
506. FNMA 30YR 5.500% 03/01/2032
Cusip: 31389X2A0
872,956.59 $929,711 0.02 %
507. CWL_06-4 0.506% 07/25/2036
Cusip: 126670WR5
1,425,961.39 $907,644 0.02 %
508. FGOLD 30YR 6.000% 09/01/2037
Cusip: 3128MT4H8
851,790.78 $900,901 0.02 %
509. KAZMUNAIGAZ FINANCE SUB BV 9.125% 07/02/2018
Cusip: 48667QAA3
720,000 $870,452 0.02 %
510. URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
678,000 $869,535 0.02 %
511. GNMA 30YR 6.000% 07/15/2039
Cusip: 3620A4MP4
806,441.37 $862,697 0.02 %
512. CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
815,865.98 $812,524 0.02 %
513. CSC HOLDINGS INC 7.875% 02/15/2018
Cusip: 126304AG9
765,000 $803,250 0.02 %
514. BSMF_07-AR1 0.481% 02/25/2037
Cusip: 07401MAH4
6,050,947.07 $799,376 0.02 %
515. FNMA 30YR 5.500% 05/01/2033
Cusip: 31401CDJ9
736,195.93 $781,299 0.02 %
516. TRANSCAPIT (TRANSNEFT) 8.700% 08/07/2018
Cusip: 89354FAE1
650,000 $779,749 0.02 %
517. CMLTI_09-5 5.500% 06/25/2036
Cusip: 17315GAF5
4,547,358 $778,735 0.02 %
518. FNMA 30YR 5.500% 08/01/2033
Cusip: 31402JE29
729,180.22 $773,853 0.02 %
519. OHIO POWER COMPANY 4.850% 01/15/2014
Cusip: 677415CG4
720,000 $764,061 0.02 %
520. FNMA 15YR 6.500% 06/01/2017
Cusip: 31390HET8
698,032.17 $756,325 0.02 %
521. FGOLD 30YR 6.500% 01/01/2032
Cusip: 31287NKE7
683,617.56 $753,233 0.02 %
522. FGOLD 15YR 5.000% 05/01/2018
Cusip: 3128H4LD9
700,905.64 $748,635 0.02 %
523. FNMA 15YR 5.500% 01/01/2019
Cusip: 31403TUE2
666,972.79 $720,416 0.02 %
524. FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
692,000 $709,300 0.02 %
525. SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
650,000 $692,250 0.02 %
526. FGOLD 15YR 6.000% 05/01/2017
Cusip: 3128GUGZ9
632,881.82 $685,274 0.02 %
527. FNMA 30YR 6.500% 11/01/2032
Cusip: 31402U4E9
613,363.12 $676,375 0.02 %
528. FNMA 30YR 6.000% 10/01/2032
Cusip: 31390SJ36
616,008.97 $673,268 0.02 %
529. FGOLD 30YR 6.500% 03/01/2032
Cusip: 31287QGL9
610,961.77 $673,068 0.02 %
530. FNMA 30YR 7.500% 09/01/2028
Cusip: 31385XNK9
579,532.84 $653,753 0.01 %
531. JPMMT_05-A3 5.027% 06/25/2035
Cusip: 466247PY3
670,568.44 $651,889 0.01 %
532. BALL CORPORATION 6.625% 03/15/2018
Cusip: 058498AL0
635,000 $650,875 0.01 %
533. BROCADE COMMUNICATIONS SYSTEMS 6.625% 01/15/2018
Cusip: 111621AE8
637,000 $646,555 0.01 %
534. FGOLD 15YR 6.500% 02/01/2017
Cusip: 31294KHC2
587,091.88 $636,961 0.01 %
535. FNMA 30YR 7.000% 09/01/2031
Cusip: 31387XT70
552,626.03 $628,777 0.01 %
536. VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
715,000 $622,050 0.01 %
537. NCSLT_06-2 6.000% 08/25/2011
Cusip: 63543MAE3
9,525,000 $619,125 0.01 %
538. TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
545,000 $598,137 0.01 %
539. FNMA 15YR 5.000% 02/01/2018
Cusip: 31391YUD7
547,965.61 $584,766 0.01 %
540. FNMA 30YR 7.000% 10/01/2031
Cusip: 31388KFX5
518,376.72 $582,361 0.01 %
541. FGOLD 30YR 7.000% 06/01/2032
Cusip: 31287TSL0
518,246.33 $582,007 0.01 %
542. BCAP_09-RR8 5.500% 03/26/2037
Cusip: 05532CAK5
3,042,248 $568,694 0.01 %
543. BROCADE COMMUNICATIONS SYSTEMS 6.875% 01/15/2020
Cusip: 111621AH1
557,000 $568,140 0.01 %
544. FNMA 30YR 5.500% 05/01/2033
Cusip: 31401KVQ5
522,447.59 $560,321 0.01 %
545. GNMA 30YR 6.000% 07/15/2039
Cusip: 36297HVU9
521,549.22 $557,931 0.01 %
546. NORTHERN NATURAL GAS COMPANY 7.000% 06/01/2011
Cusip: 665501AD4
515,000 $547,704 0.01 %
547. GNMA_02-70 6.000% 08/20/2032
Cusip: 38373VF54
4,157,094.84 $530,124 0.01 %
548. MAJAPAHIT HOLDING BV 7.750% 10/17/2016
Cusip: 56068TAB3
480,000 $526,200 0.01 %
549. FGOLD 15YR 7.500% 11/01/2014
Cusip: 3128GE3T3
480,458.96 $521,882 0.01 %
550. FNMA 30YR 6.000% 01/01/2033
Cusip: 31391YQN0
464,014.06 $511,534 0.01 %
551. PHILIPPINES (REPUBLIC OF THE) 8.000% 01/15/2016
Cusip: 718286BA4
425,000 $506,812 0.01 %
552. CWALT_07-8CB 5.500% 05/25/2037
Cusip: 02150FAX8
4,353,908.85 $500,321 0.01 %
553. TURKEY (REPUBLIC OF) 7.000% 09/26/2016
Cusip: EF6988721
450,000 $499,500 0.01 %
554. FNMA 30YR 6.500% 02/01/2033
Cusip: 31391VJJ3
357,993.98 $402,036 0.01 %
555. GECMC_05-C1 4.772% 06/10/2048
Cusip: 36828QKR6
400,000 $397,807 0.01 %
556. FNMA 30YR 5.500% 01/01/2033
Cusip: 31391UF67
350,082.23 $371,639 0.01 %
557. RAS LAFFAN LNG II 5.298% 09/30/2020
Cusip: 75405TAA7
360,000 $370,332 0.01 %
558. FNMA 30YR 6.500% 09/01/2023
Cusip: 31370G3T6
334,808.74 $365,872 0.01 %
559. FNMA 30YR DUS 5.321% 09/01/2013
Cusip: 31402QSS1
345,151 $365,417 0.01 %
560. FNMA 30YR 7.000% 03/01/2026
Cusip: 31371FGC0
325,276.51 $364,334 0.01 %
561. FNMA 30YR 5.000% 05/01/2033
Cusip: 31401D5Q0
336,780.33 $349,436 0.01 %
562. FNMA 20YR 5.500% 12/01/2022
Cusip: 31371KXQ9
314,726.47 $334,655 0.01 %
563. FNMA 15YR 5.000% 06/01/2018
Cusip: 31401JU22
313,471.62 $334,263 0.01 %
564. TAMPA ELECTRIC COMPANY 6.150% 05/15/2037
Cusip: 875127AW2
320,000 $323,486 0.01 %
565. FNMA 15YR 6.500% 04/01/2017
Cusip: 31390DWX8
286,534.21 $310,462 0.01 %
566. CMLTI_09-4 2.964% 10/25/2035
Cusip: 17315EBM4
2,046,982 $309,606 0.01 %
567. FNMA 30YR 7.500% 06/01/2032
Cusip: 31371KRC7
268,218.98 $303,952 0.01 %
568. MLMT_05-CKI1 5.077% 11/12/2037
Cusip: 59022HKZ4
297,862.66 $300,513 0.01 %
569. CPS_07-A 5.040% 09/15/2011
Cusip: 12619RAC2
300,075.34 $300,491 0.01 %
570. FNMA 30YR 6.500% 04/01/2032
Cusip: 31391YW37
265,819.56 $293,693 0.01 %
571. CSX CORPORATION 6.750% 03/15/2011
Cusip: 126408AP8
275,000 $289,306 0.01 %
572. FGOLD 15YR 5.500% 10/01/2018
Cusip: 312962H71
266,311.95 $287,776 0.01 %
573. INDX_06-AR25 0.360% 09/25/2036
Cusip: 45661HAG2
26,499,731.65 $284,008 0.01 %
574. FNMA 30YR 6.500% 09/01/2037
Cusip: 31371NKN4
263,107.33 $283,461 0.01 %
575. FNMA 30YR 6.000% 05/01/2029
Cusip: 31374TSC4
260,247.87 $283,226 0.01 %
576. CMLTI_09-4 0.696% 10/25/2036
Cusip: 17315EBG7
5,352,488 $281,005 0.01 %
577. FGOLD 30YR 8.000% 08/01/2024
Cusip: 31292GMD5
243,113.8 $280,366 0.01 %
578. FHLMC_2817 6.770% 06/15/2032
Cusip: 31394YXE9
3,777,303.01 $280,170 0.01 %
579. FNMA 30YR 6.500% 01/01/2029
Cusip: 31381BKC2
250,510.49 $276,778 0.01 %
580. FNMA_03-71 5.500% 12/25/2031
Cusip: 31393EJX8
2,124,282.9184 $263,393 0.01 %
581. FEDERAL HOME LOAN BANK 2.625% 05/20/2011
Cusip: 3133XQQQ8
250,000 $255,560 0.01 %
582. REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
3,350,000 $251,250 0.01 %
583. FEDERAL FARM CREDIT BANK 3.400% 02/07/2013
Cusip: 31331YST8
240,000 $250,563 0.01 %
584. FNMA 30YR 7.500% 05/01/2032
Cusip: 31385JFZ6
208,845.43 $236,452 0.01 %
585. FNMA 30YR 5.500% 04/01/2033
Cusip: 31385W4Z9
203,801.42 $218,299 0.00 %
586. FHLMC 10/1 HYBRID ARM 6.109% 12/01/2036
Cusip: 3128QSZL3
202,708.6 $216,648 0.00 %
587. FNMA 15YR 7.000% 09/01/2014
Cusip: 31384ATQ1
200,275.85 $216,475 0.00 %
588. FNMA 30YR 8.000% 09/01/2025
Cusip: 31371FA77
186,655.1 $216,311 0.00 %
589. UNITED ARAB EMIRATES (GOVT OF) 5.500% 08/02/2012
Cusip: 29134LAA9
200,000 $215,739 0.00 %
590. FGOLD 15YR TBA(REG B) 5.500% 04/01/2025
Cusip: 02R052446
200,000 $214,000 0.00 %
591. FGOLD 30YR GIANT 7.000% 04/01/2032
Cusip: 31283HR72
190,944.45 $213,948 0.00 %
592. INDX_06-AR3 5.682% 03/25/2036
Cusip: 45660L5T2
414,358.89 $213,896 0.00 %
593. FNMA 30YR 8.500% 04/01/2023
Cusip: 31368H7L1
191,781.05 $211,542 0.00 %
594. FGOLD 30YR 6.000% 03/01/2033
Cusip: 31288GFM9
191,881.25 $210,895 0.00 %
595. FNMA 30YR 8.000% 08/01/2027
Cusip: 31371F3Z3
180,971.33 $209,884 0.00 %
596. FGOLD 15YR TBA(REG B) 4.500% 04/01/2025
Cusip: 02R042447
200,000 $207,406 0.00 %
597. FNMA 30YR 5.500% 11/01/2033
Cusip: 31403BCQ4
192,628.39 $204,429 0.00 %
598. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400B3Z7
185,617.01 $201,658 0.00 %
599. FNMA 3.255% 06/09/2010
Cusip: 3136F9RJ4
200,000 $201,095 0.00 %
600. FHLMC 12M LIBOR ARM 6.106% 08/01/2036
Cusip: 3128S4EM5
190,393.67 $200,983 0.00 %
601. FHLMC_3447 1.244% 03/15/2012
Cusip: 31397TQB1
14,100,113.86 $200,545 0.00 %
602. FNMA 30YR 9.000% 06/01/2024
Cusip: 31368JCZ0
181,224.86 $199,602 0.00 %
603. FNMA 30YR 5.500% 10/01/2032
Cusip: 31391HU51
176,952.02 $187,848 0.00 %
604. EXPORT-IMPORT BANK OF KOREA 5.500% 10/17/2012
Cusip: 302154AS8
165,000 $176,125 0.00 %
605. FNMA 15YR 6.000% 11/01/2016
Cusip: 31388ULQ1
157,799.04 $170,862 0.00 %
606. FNMA 30YR 7.500% 04/01/2027
Cusip: 31365EJY0
149,394.61 $168,824 0.00 %
607. WFMBS_04-K 4.707% 07/25/2034
Cusip: 94981VAH0
169,197 $166,698 0.00 %
608. DBALT_06-AR6 0.336% 02/25/2037
Cusip: 25150RAC9
169,765.48 $166,231 0.00 %
609. FGOLD 15YR 5.500% 02/01/2019
Cusip: 312964Q93
152,252.13 $164,523 0.00 %
610. ICICI BANK LIMITED 6.625% 10/03/2012
Cusip: 44927AAA3
150,000 $159,307 0.00 %
611. FNMA 30YR 8.000% 12/01/2026
Cusip: 31371FQS4
137,367.88 $159,202 0.00 %
612. FHLMC_3430 0.818% 07/15/2012
Cusip: 31397RTX4
26,212,488.17 $151,749 0.00 %
613. FNMA 30YR 7.000% 05/01/2029
Cusip: 31371HLV8
132,621.33 $148,846 0.00 %
614. FHLMC_3517 1.405% 12/15/2012
Cusip: 31398C7K8
10,126,664.36 $136,503 0.00 %
615. EMLT_03-1 3.510% 12/25/2032
Cusip: 29445FAA6
144,890.83 $132,747 0.00 %
616. FNMA 30YR 7.500% 04/01/2032
Cusip: 31389TBT8
112,520.46 $127,510 0.00 %
617. HVMLT_05-16 0.477% 01/19/2036
Cusip: 41161PYW7
222,835.88 $121,919 0.00 %
618. FNMA 15YR 5.500% 02/01/2018
Cusip: 31400B3H7
109,277.41 $118,241 0.00 %
619. FGOLD 30YR GIANT 8.000% 02/01/2025
Cusip: 31283GJ73
97,026.87 $111,894 0.00 %
620. FNMA 30YR 6.000% 10/01/2032
Cusip: 31391BGY7
93,461.18 $103,114 0.00 %
621. FGOLD 30YR 6.000% 09/01/2033
Cusip: 31296NH75
92,688.05 $102,411 0.00 %
622. FNMA 30YR 6.500% 01/01/2024
Cusip: 31372BW89
92,664.87 $101,262 0.00 %
623. FNMA 30YR 6.500% 01/01/2028
Cusip: 31378TNY7
89,262.66 $99,600 0.00 %
624. CFAT_08-A 4.940% 04/25/2014
Cusip: 14911TAC9
97,272.62 $99,247 0.00 %
625. FNMA 30YR 6.000% 06/01/2033
Cusip: 31401HXW7
80,125.94 $86,950 0.00 %
626. FGOLD 30YR 6.000% 10/01/2031
Cusip: 31298WFA8
79,838.52 $86,900 0.00 %
627. FNMA 30YR 6.500% 05/01/2031
Cusip: 31387EWP8
75,765.69 $83,710 0.00 %
628. FNMA 30YR 8.000% 02/01/2025
Cusip: 31373TYX2
72,116.09 $83,489 0.00 %
629. FNMA 30YR 5.500% 06/01/2033
Cusip: 31401LNU3
78,611.74 $83,483 0.00 %
630. FGOLD 30YR 8.500% 03/01/2022
Cusip: 31292GDG8
67,702.06 $78,556 0.00 %
631. FNMA 30YR 7.000% 08/01/2032
Cusip: 31385JMR6
68,281.31 $77,218 0.00 %
632. FEDERAL HOME LOAN BANK 5.000% 11/17/2017
Cusip: 3133XMQ87
70,000 $76,506 0.00 %
633. FGOLD 30YR 8.500% 08/01/2022
Cusip: 31292GER3
63,883.99 $74,335 0.00 %
634. FNMA 30YR 6.000% 10/01/2033
Cusip: 31403AZL2
66,990.34 $73,896 0.00 %
635. FGOLD 30YR 6.000% 10/01/2032
Cusip: 31296L7D7
66,424.5 $73,546 0.00 %
636. FNMA 15YR 7.000% 04/01/2013
Cusip: 31385HZF2
64,374.93 $66,841 0.00 %
637. RAMC_07-2 6.313% 06/25/2037
Cusip: 75970QAN0
1,575,000 $66,568 0.00 %
638. FNMA 30YR 6.500% 04/01/2029
Cusip: 31382VWE0
61,091.93 $66,492 0.00 %
639. FNMA 15YR 5.500% 08/01/2015
Cusip: 31402C4Q2
59,908.99 $64,597 0.00 %
640. FNMA 30YR 6.500% 09/01/2023
Cusip: 31370G3S8
57,493.03 $62,827 0.00 %
641. FGOLD 15YR 6.000% 12/01/2013
Cusip: 3128G8XR7
57,948.03 $62,636 0.00 %
642. FNMA 20YR 5.500% 08/01/2023
Cusip: 31402ES58
58,123.29 $61,972 0.00 %
643. CXHE_02-D 2.296% 12/25/2032
Cusip: 152314GE4
305,480.57 $56,150 0.00 %
644. IRWHE_05-A 0.626% 02/25/2034
Cusip: 464187CB7
67,559.33 $54,945 0.00 %
645. FNMA 30YR 7.500% 09/01/2031
Cusip: 31390MDN1
46,326.37 $52,388 0.00 %
646. FNMA_04-84 5.000% 12/25/2022
Cusip: 31394BHB3
477,417.82 $39,558 0.00 %
647. FGOLD 30YR 9.000% 04/01/2021
Cusip: 31295VKR0
30,025.67 $33,816 0.00 %
648. FHLMC 30YR 8.500% 09/01/2019
Cusip: 31348A5W9
28,922.69 $33,323 0.00 %
649. RAMC_07-2 6.660% 06/25/2037
Cusip: 75970QAP5
1,030,000 $32,081 0.00 %
650. FGOLD 30YR 7.000% 10/01/2028
Cusip: 31292GW36
28,339.93 $31,888 0.00 %
651. RAMC_07-2 7.006% 06/25/2037
Cusip: 75970QAQ3
1,505,000 $31,586 0.00 %
652. FNMA 30YR 7.500% 02/01/2031
Cusip: 31388QVY2
26,195.88 $29,623 0.00 %
653. BALTA_05-2 3.112% 04/25/2035
Cusip: 07386HQY0
65,902.98 $28,373 0.00 %
654. FNSTR_43 0.000% 09/01/2018
Cusip: 31364HEN3
8,682.8011 $8,108 0.00 %
655. FNMA 15YR 8.500% 08/01/2011
Cusip: 31374FWJ4
5,854.07 $5,934 0.00 %
656. FNMA 30YR 7.000% 06/01/2029
Cusip: 31371HNP9
3,762.86 $4,223 0.00 %
657. GNMA_02-80 6.000% 01/20/2032
Cusip: 38373V2W9
283,522.2626 $4,162 0.00 %
658. FHLMC 30YR 8.000% 04/01/2017
Cusip: 31344XCF2
3,668.2 $4,097 0.00 %
659. FHLMC 30YR 8.500% 03/01/2017
Cusip: 313401XL0
3,606.27 $4,047 0.00 %
660. FHLMC_2795 5.000% 07/15/2017
Cusip: 31394YUQ5
132,553.21 $3,882 0.00 %
661. FHLMC 30YR 8.500% 06/01/2017
Cusip: 313444VF5
3,013.85 $3,382 0.00 %
662. FHLMC 30YR 8.000% 01/01/2017
Cusip: 31344NUP2
193.11 $216 0.00 %
663. INDX_05-AR8 0.800% 04/25/2035
Cusip: 45660LJM2
65,790,557.656 $0 0.00 %
664. CWHL_06-HYB1 5.257% 03/20/2036
Cusip: 126694WE4
0.17 $0 0.00 %
665. CWL_05-10 4.915% 02/25/2036
Cusip: 126670AF5
0.11 $0 0.00 %
666. HMAC_04-1 0.566% 03/25/2034
Cusip: 437690AA8
0.09 $0 0.00 %
667. INDX_05-AR25 5.595% 12/25/2035
Cusip: 45660LQ93
0.09 $0 0.00 %
668. SARM_06-5 5.906% 06/25/2036
Cusip: 86360NAP7
0.08 $0 0.00 %
669. FNMA 7/1 HYBRID ARM 5.354% 04/01/2036
Cusip: 31409XXP9
0.02 $0 0.00 %
670. SASC_03-18XS 4.040% 06/25/2033
Cusip: 86359AWL3
0.02 $0 0.00 %
671. DSLA_05-AR5 1.000% 08/19/2045
Cusip: 23332UFQ2
1.24 $0 0.00 %
672. MAY 10 FNMA 6 CALLS STRIKE 106-14+ 0.000% 05/06/2010
Cusip: BAX3942G0
-81,970,000 $-268,964 -0.01 %
673. MAY 10 FNMA 6 CALLS STRIKE 106-2+ 0.000% 05/06/2010
Cusip: BAX393ZH4
-122,775,000 $-786,527 -0.02 %
674. 3 YR RTR 4.760000 11/15/2012 0.000% 11/15/2012
Cusip: BAX38F9Z7
-80,000,000 $-3,754,820 -0.08 %
675. 3 YR RTP 4.760000 11/15/2012 0.000% 11/15/2012
Cusip: BAX38FA02
-80,000,000 $-4,840,427 -0.11 %
676. FNMA 30YR TBA(REG A) 5.000% 05/01/2040
Cusip: 01F050650
-7,980,000 $-8,199,450 -0.18 %
677. FNMA 15YR TBA(REG B) 5.500% 04/01/2025
Cusip: 01F052441
-10,000,000 $-10,695,310 -0.24 %
Other Assets less Liabilities
Cusip:
$-546,612,363 -12.29 %
Net Assets $4,294,967,295 100.00 %

Security Shares/
Principal		 Market Value % of
Net Assets
1. FNMA 30YR TBA(REG A) 6.000% 01/01/2040
Cusip: 01F060618
214,000,000 $226,639,268 5.30 %
2. RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
205,673,538.31 $205,673,538 4.81 %
3. FNMA 30YR TBA(REG A) 5.500% 01/01/2040
Cusip: 01F052615
144,071,000 $150,801,853 3.52 %
4. TREASURY NOTE 3.375% 11/15/2019
Cusip: 912828LY4
151,027,000 $145,387,080 3.40 %
5. GNMA 30YR TBA(REG C) 5.500% 01/01/2040
Cusip: 01N052616
100,000,000 $104,750,000 2.45 %
6. FNMA 15YR TBA(REG B) 5.000% 01/01/2025
Cusip: 01F050411
95,050,000 $99,327,250 2.32 %
7. FHLMC REFERENCE NOTES 4.375% 07/17/2015
Cusip: 3134A4VC5
75,935,000 $80,884,747 1.89 %
8. FHLMC 0.500% 12/28/2012
Cusip: 3128X9QJ2
71,015,000 $70,969,337 1.66 %
9. FHLMC 2.050% 02/24/2012
Cusip: 3128X9CP3
69,050,000 $69,189,688 1.62 %
10. TREASURY NOTE 4.500% 09/30/2011
Cusip: 912828FU9
65,000,000 $68,915,210 1.61 %
11. GNMA 30YR TBA(REG C) 4.500% 01/01/2040
Cusip: 01N042617
65,000,000 $65,040,625 1.52 %
12. FNMA 30YR TBA(REG A) 4.500% 01/01/2040
Cusip: 01F042616
65,100,000 $64,977,937 1.52 %
13. FGOLD 30YR TBA(REG A) 5.000% 01/01/2040
Cusip: 02R050614
57,975,000 $59,442,463 1.39 %
14. FHLMC 1.550% 08/24/2011
Cusip: 3128X9BS8
57,960,000 $58,056,329 1.36 %
15. FHLMC 2.250% 08/17/2012
Cusip: 3128X87L0
56,910,000 $57,014,145 1.33 %
16. TGT_05-1 0.291% 10/27/2014
Cusip: 8761ENAA1
57,681,000 $56,928,297 1.33 %
17. FEDERAL HOME LOAN BANK 2.100% 08/10/2012
Cusip: 3133XUFN8
55,745,000 $55,827,558 1.30 %
18. TREASURY BOND 4.500% 08/15/2039
Cusip: 912810QC5
51,920,000 $50,743,700 1.19 %
19. COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
44,156,000 $48,751,094 1.14 %
20. US TII 2.5 7/15/16 (TIPS) 2.500% 07/15/2016
Cusip: 912828FL9
35,635,000 $41,539,435 0.97 %
21. FNMA 30YR 5.000% 10/01/2039
Cusip: 31417MLR2
40,169,641.62 $41,263,847 0.96 %
22. CFAIT_09-1 1.830% 11/15/2012
Cusip: 17290DAB0
40,775,000 $40,774,522 0.95 %
23. FHLB 1.250% 12/30/2011
Cusip: 3133XW4C0
40,000,000 $39,705,680 0.93 %
24. FHLMC 2.050% 10/26/2012
Cusip: 3128X9JJ0
37,515,000 $37,292,235 0.87 %
25. VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
33,857,000 $36,836,923 0.86 %
26. FNMA 15YR TBA(REG B) 4.500% 01/01/2025
Cusip: 01F042418
35,500,000 $36,509,549 0.85 %
27. US TII 1.625 1/15/15 (TIPS) 1.625% 01/15/2015
Cusip: 912828DH0
30,000,000 $35,322,768 0.83 %
28. CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
27,439,000 $33,876,189 0.79 %
29. MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
432,500,000 $33,697,170 0.79 %
30. AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
31,605,000 $33,300,987 0.78 %
31. FNMA 30YR TBA(REG A) 7.000% 01/01/2040
Cusip: 01F070617
30,000,000 $32,873,430 0.77 %
32. TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
30,206,000 $32,701,106 0.76 %
33. FGOLD 30YR TBA(REG A) 6.000% 01/01/2040
Cusip: 02R060613
30,000,000 $31,809,360 0.74 %
34. RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
31,352,000 $30,994,869 0.72 %
35. DR PEPPER SNAPPLE GROUP INC 1.700% 12/21/2011
Cusip: 26138EAK5
30,575,000 $30,546,090 0.71 %
36. MBNAS_03-A4 0.453% 09/17/2012
Cusip: 55264TBT7
30,130,000 $30,100,303 0.70 %
37. FANNIE MAE 2.625% 11/20/2014
Cusip: 31398AZV7
30,300,000 $29,997,097 0.70 %
38. GNMA 30YR TBA(REG C) 6.000% 01/01/2040
Cusip: 01N060619
27,925,000 $29,504,493 0.69 %
39. SABMILLER PLC 5.700% 01/15/2014
Cusip: 78572MAE5
26,690,000 $28,834,755 0.67 %
40. SOUTHERN NATURAL GAS COMPANY 5.900% 04/01/2017
Cusip: 843452BC6
27,796,000 $28,544,713 0.67 %
41. FNMA 2.240% 08/17/2012
Cusip: 31398AYS5
28,350,000 $28,404,497 0.66 %
42. FHLMC 2.000% 02/24/2012
Cusip: 3128X9BT6
28,120,000 $28,178,095 0.66 %
43. FGOLD 30YR TBA(REG A) 5.500% 01/01/2040
Cusip: 02R052610
26,900,000 $28,177,750 0.66 %
44. BAFC_09-R14A 1.331% 09/26/2037
Cusip: 05955MAA3
28,072,083.16 $27,019,380 0.63 %
45. BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
25,955,000 $26,412,750 0.62 %
46. ERAC USA FINANCE COMPANY 6.375% 10/15/2017
Cusip: 26882PBB7
24,355,000 $25,415,388 0.59 %
47. TREASURY BOND 7.500% 11/15/2024
Cusip: 912810ES3
19,000,000 $25,400,625 0.59 %
48. NEVADA POWER COMPANY 5.875% 01/15/2015
Cusip: 641423BK3
23,608,000 $25,334,854 0.59 %
49. CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
24,465,000 $24,597,306 0.57 %
50. FNMA 30YR 5.500% 02/01/2035
Cusip: 31402QYV7
23,396,974.36 $24,591,196 0.57 %
51. DTAOT_09-1 2.980% 10/15/2015
Cusip: 92718BAA3
23,990,000 $23,999,859 0.56 %
52. VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
21,689,000 $23,363,455 0.55 %
53. TRANSCONTINENTAL GAS PIPELINE 6.400% 04/15/2016
Cusip: 893570BW0
21,014,000 $22,923,353 0.54 %
54. FGOLD 30YR GIANT 5.000% 06/01/2036
Cusip: 3128M4ME0
21,528,913.64 $22,118,716 0.52 %
55. US TII 2.625 7/15/2017 (TIPS) 2.625% 07/15/2017
Cusip: 912828GX2
19,000,000 $21,794,898 0.51 %
56. DTE ENERGY COMPANY 7.625% 05/15/2014
Cusip: 233331AN7
19,435,000 $21,696,378 0.51 %
57. FNMA 30YR TBA(REG A) 5.000% 01/01/2040
Cusip: 01F050619
20,980,000 $21,527,452 0.50 %
58. WFMBS_07-8 6.000% 07/25/2037
Cusip: 94986ABG2
22,349,889.21 $21,243,802 0.50 %
59. DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
17,775,000 $21,208,152 0.50 %
60. FNMA 30YR 6.000% 05/01/2036
Cusip: 31407Y3S6
19,859,275.17 $21,094,273 0.49 %
61. FNMA 2.750% 03/13/2014
Cusip: 31398AVZ2
20,850,000 $21,027,079 0.49 %
62. WBCMT_03-C7 5.077% 10/15/2035
Cusip: 929766KJ1
20,500,000 $20,843,094 0.49 %
63. TELEFONICA EUROPE 7.750% 09/15/2010
Cusip: 879385AC6
19,911,000 $20,829,056 0.49 %
64. US TII 2.5 01/15/2029 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
19,000,000 $20,519,189 0.48 %
65. ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.200% 01/15/2014
Cusip: 03523TAA6
17,840,000 $20,233,432 0.47 %
66. US TII 2.0 1/15/16 (TIPS) 2.000% 01/15/2016
Cusip: 912828ET3
17,590,000 $20,231,868 0.47 %
67. FNMA BENCHMARK NOTES 4.375% 10/15/2015
Cusip: 31359MZC0
18,900,000 $20,106,613 0.47 %
68. FNMA BENCHMARK NOTES 5.000% 04/15/2015
Cusip: 31359MA45
18,160,000 $19,956,223 0.47 %
69. KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
18,064,000 $19,600,345 0.46 %
70. FNMA 30YR 5.500% 04/01/2034
Cusip: 31402C4J8
18,597,199.16 $19,588,823 0.46 %
71. US TII 1.25 04/15/14 (TIPS) 1.250% 04/15/2014
Cusip: 912828KM1
18,430,000 $19,456,654 0.45 %
72. PANCANADIAN PETROLEUM 6.300% 11/01/2011
Cusip: 698900AF4
18,020,000 $19,381,266 0.45 %
73. TREASURY NOTE 2.125% 11/30/2014
Cusip: 912828LZ1
19,355,000 $18,896,867 0.44 %
74. SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
17,645,000 $18,700,082 0.44 %
75. FNMA 30YR 6.000% 04/01/2033
Cusip: 31385W6L8
16,926,283.98 $18,341,256 0.43 %
76. US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
17,394,000 $17,106,111 0.40 %
77. RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
16,100,000 $17,027,327 0.40 %
78. KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
15,860,000 $16,677,456 0.39 %
79. TREASURY NOTE 1.375% 09/15/2012
Cusip: 912828LM0
16,630,000 $16,552,038 0.39 %
80. FNMA 30YR 5.500% 05/01/2033
Cusip: 31385XB30
15,549,609.47 $16,317,449 0.38 %
81. SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
14,811,000 $15,684,449 0.37 %
82. FNMA 30YR 5.000% 12/01/2034
Cusip: 31402QYH8
15,003,340.93 $15,444,846 0.36 %
83. NISOURCE FINANCE CORPORATION 6.150% 03/01/2013
Cusip: 65473QAK9
14,142,000 $15,057,779 0.35 %
84. COMCAST CORPORATION 5.500% 03/15/2011
Cusip: 20030NAD3
14,330,000 $14,969,442 0.35 %
85. GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
14,430,000 $14,901,644 0.35 %
86. MOLSON COORS BREWING CO 4.850% 09/22/2010
Cusip: 60871NAC3
14,415,000 $14,850,736 0.35 %
87. TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
13,780,000 $14,819,838 0.35 %
88. TCM SUB LLC 3.550% 01/15/2015
Cusip: 872312AA1
15,005,000 $14,784,214 0.35 %
89. CMLTI_09-3-3A2 4.669% 01/19/2034
Cusip: 17315CAH0
16,045,000 $14,763,217 0.34 %
90. FNMA 30YR 5.000% 06/01/2035
Cusip: 31402RFT1
14,355,329.75 $14,759,821 0.34 %
91. FNMA 30YR 5.000% 03/01/2034
Cusip: 31402CVZ2
14,045,834.77 $14,472,331 0.34 %
92. FNMA 30YR 5.000% 03/01/2036
Cusip: 31403DBY4
14,037,144.3 $14,432,670 0.34 %
93. FNMA 2.500% 05/15/2014
Cusip: 31398AXJ6
14,305,000 $14,276,933 0.33 %
94. FNMA 25YR 5.000% 04/01/2029
Cusip: 31404SFB6
13,290,764.36 $13,772,416 0.32 %
95. CDCMT_02 - FX1 5.676% 11/15/2030
Cusip: 125044AB3
12,775,000 $13,232,394 0.31 %
96. H.J. HEINZ FINANCE COMPANY 7.125% 08/01/2039
Cusip: 42307TAH1
11,600,000 $13,114,240 0.31 %
97. REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
12,130,000 $12,991,409 0.30 %
98. MSC_04-HQ4 4.590% 04/14/2040
Cusip: 61745MT29
12,795,000 $12,650,787 0.30 %
99. CVS CAREMARK CORP 6.125% 09/15/2039
Cusip: 126650BR0
12,725,000 $12,611,734 0.29 %
100. GSMS_05-GG4 4.751% 07/10/2039
Cusip: 36228CVU4
13,000,000 $12,586,160 0.29 %
101. WAMU_04-AR9 2.954% 08/25/2034
Cusip: 92922FWK0
12,659,992.51 $12,523,945 0.29 %
102. CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
10,895,000 $12,440,482 0.29 %
103. NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
12,645,000 $12,437,318 0.29 %
104. JPMCC_06-LDP6 5.490% 04/15/2043
Cusip: 46625YP72
12,380,000 $12,372,209 0.29 %
105. WELLS FARGO & COMPANY 5.625% 12/11/2017
Cusip: 949746NX5
11,840,000 $12,315,447 0.29 %
106. FNMA 30YR 5.500% 12/01/2035
Cusip: 31407YES4
11,549,522.75 $12,131,811 0.28 %
107. EXELON CORPORATION 4.450% 06/15/2010
Cusip: 30161NAB7
11,905,000 $12,101,670 0.28 %
108. CITEC_09-VT1 2.200% 06/15/2011
Cusip: 12557TAB4
12,050,000 $12,083,733 0.28 %
109. NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
10,930,000 $11,670,496 0.27 %
110. BACCT_08-A1 0.813% 04/15/2013
Cusip: 05522RBS6
11,500,000 $11,473,875 0.27 %
111. BMWLT_09-1 2.040% 04/15/2011
Cusip: 09657CAB6
11,400,000 $11,461,667 0.27 %
112. US TII .875 4/15/10 (TIPS) 0.875% 04/15/2010
Cusip: 912828CZ1
10,000,000 $11,449,429 0.27 %
113. BACCT_08-A5 1.433% 12/16/2013
Cusip: 05522RCB2
11,175,000 $11,226,477 0.26 %
114. COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
10,500,000 $11,007,864 0.26 %
115. FNMA 30YR 6.000% 04/01/2033
Cusip: 31385XD95
10,258,628.24 $10,963,908 0.26 %
116. CSMC_09-ASG 1.481% 11/28/2039
Cusip: 12642RAA7
10,800,000 $10,800,000 0.25 %
117. HERTZ_09-2A 4.260% 03/25/2014
Cusip: 42805RAU3
10,750,000 $10,740,861 0.25 %
118. WFMBS_05-AR6 5.026% 04/25/2035
Cusip: 94981JAA2
11,222,657.18 $10,710,585 0.25 %
119. NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
10,655,000 $10,668,318 0.25 %
120. CMLTI_09-6 0.316% 01/25/2037
Cusip: 17315JBA9
11,682,905.32 $10,600,951 0.25 %
121. NISOURCE FINANCE CORPORATION 5.450% 09/15/2020
Cusip: 65473QAR4
10,770,000 $10,443,679 0.24 %
122. NEXEN INC 5.050% 11/20/2013
Cusip: 65334HAC6
9,530,000 $10,048,200 0.23 %
123. WOODSIDE FINANCE LTD 4.500% 11/10/2014
Cusip: 980236AJ2
9,960,000 $10,030,774 0.23 %
124. DUKE ENERGY CORPORATION 7.375% 03/01/2010
Cusip: 264399DP8
9,880,000 $9,982,777 0.23 %
125. FFMER_07-2 0.341% 05/25/2037
Cusip: 59024QAB6
10,352,026.26 $9,935,362 0.23 %
126. SDART_07-1 0.283% 09/15/2014
Cusip: 80281VAD5
9,757,516.07 $9,552,364 0.22 %
127. HERTZ_05-2A 5.080% 11/25/2011
Cusip: 42805RAT6
9,325,000 $9,487,330 0.22 %
128. DBMF_06-1 5.779% 06/20/2031
Cusip: 233046AA9
9,650,000 $9,304,047 0.22 %
129. PPL ELECTRIC UTILITIES CORP 7.125% 11/30/2013
Cusip: 69351UAL7
7,935,000 $9,079,353 0.21 %
130. JPMCC_09-IWST 5.633% 12/05/2027
Cusip: 46634GAB7
8,900,000 $8,794,227 0.21 %
131. LVII_09-3 5.777% 11/27/2037
Cusip: 550786AA5
8,593,697.18 $8,679,634 0.20 %
132. METROPOLITAN EDISON COMPANY 4.950% 03/15/2013
Cusip: 591894BU3
8,320,000 $8,657,168 0.20 %
133. NEWS AMERICA INC 6.750% 01/09/2038
Cusip: 652482AS9
8,240,000 $8,547,500 0.20 %
134. TIME WARNER INC 5.500% 11/15/2011
Cusip: 887317AB1
8,045,000 $8,541,191 0.20 %
135. FADR_09-2 2.482% 01/28/2040
Cusip: 30239DAA9
8,740,000 $8,499,650 0.20 %
136. TRANSALTA CORP 4.750% 01/15/2015
Cusip: 89346DAD9
8,145,000 $8,221,850 0.19 %
137. CSFB_04-C1 4.750% 01/15/2037
Cusip: 22541SAD0
8,295,000 $8,190,576 0.19 %
138. CENTERPOINT ENERGY RESOURCES CORP 7.875% 04/01/2013
Cusip: 15189YAB2
7,260,000 $8,177,475 0.19 %
139. FGOLD 30YR GIANT 6.000% 04/01/2033
Cusip: 31283HV44
7,530,154.45 $8,177,244 0.19 %
140. FNMA 30YR 6.500% 12/01/2033
Cusip: 31402DK25
7,561,160.84 $8,156,602 0.19 %
141. NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
7,565,000 $8,111,860 0.19 %
142. FFMER_07-3 0.281% 06/25/2037
Cusip: 59024VAE9
8,547,574.83 $8,110,707 0.19 %
143. FGOLD 30YR 6.000% 07/01/2037
Cusip: 3128M5DY3
7,607,285.64 $8,080,363 0.19 %
144. FNMA 30YR 5.500% 03/01/2033
Cusip: 31400RCZ2
7,607,879.35 $8,007,794 0.19 %
145. GNMA 30YR 5.500% 10/15/2033
Cusip: 36200MYD9
7,444,393.71 $7,855,336 0.18 %
146. CWL_05-1 0.631% 07/25/2035
Cusip: 126673WX6
7,929,781.49 $7,741,299 0.18 %
147. RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
7,100,000 $7,597,000 0.18 %
148. CSFB_01-CP4 6.180% 12/15/2035
Cusip: 22540A6G8
7,273,492.58 $7,558,185 0.18 %
149. FNMA 30YR 6.000% 09/01/2032
Cusip: 31391LXK6
7,053,725.18 $7,538,668 0.18 %
150. CONSUMERS ENERGY COMPANY 5.000% 03/15/2015
Cusip: 210518CF1
7,070,000 $7,519,729 0.18 %
151. QWEST CORPORATION 7.500% 10/01/2014
Cusip: 74913GAG0
7,220,000 $7,499,775 0.18 %
152. MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
6,920,000 $7,481,682 0.17 %
153. NORTHWEST PIPELINE CORPORATION 7.000% 06/15/2016
Cusip: 667748AM9
6,639,000 $7,475,447 0.17 %
154. FNMA 30YR 6.000% 01/01/2033
Cusip: 31400GH40
7,055,893.82 $7,474,837 0.17 %
155. CANADIAN NATURAL RESOURCES LIMITED 5.700% 05/15/2017
Cusip: 136385AK7
6,995,000 $7,473,430 0.17 %
156. JPMCC_03-ML1A 4.767% 03/12/2039
Cusip: 46625MVR7
7,419,000 $7,460,790 0.17 %
157. GSMS_07-EOP 1.085% 03/06/2020
Cusip: 36228CB69
9,050,000 $7,431,936 0.17 %
158. DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
7,380,000 $7,398,450 0.17 %
159. WBCMT_06-C24 5.558% 03/15/2045
Cusip: 92976BFR8
7,550,000 $7,379,566 0.17 %
160. FNMA 20YR 5.500% 09/01/2023
Cusip: 31371LDV8
6,918,755.99 $7,331,781 0.17 %
161. FHLMC_3550 6.517% 07/15/2039
Cusip: 31398EX74
65,815,284.18 $7,320,107 0.17 %
162. TAMPA ELECTRIC COMPANY 6.100% 05/15/2018
Cusip: 875127AX0
6,825,000 $7,263,704 0.17 %
163. GECMC_01-3 6.070% 06/10/2038
Cusip: 36158YDD8
6,900,000 $7,226,982 0.17 %
164. KERR-MCGEE CORPORATION 6.875% 09/15/2011
Cusip: 492386AS6
6,605,000 $7,109,077 0.17 %
165. FGOLD 20YR GIANT 6.000% 02/01/2023
Cusip: 3128CUHA7
6,588,647.21 $7,096,744 0.17 %
166. JPMCC_04-LN2 4.475% 07/15/2041
Cusip: 46625YCU5
7,000,812.47 $7,065,924 0.17 %
167. DETROIT EDISON COMPANY 6.400% 10/01/2013
Cusip: 250847EE6
6,325,000 $6,986,708 0.16 %
168. GNMA 30YR 5.000% 09/15/2033
Cusip: 36201YER3
6,725,987.46 $6,969,566 0.16 %
169. FGOLD 30YR 5.500% 04/01/2033
Cusip: 31288G4Q2
6,516,375.52 $6,936,916 0.16 %
170. FGOLD 15YR 5.000% 10/01/2018
Cusip: 3128H7XM9
6,517,469.98 $6,895,683 0.16 %
171. CWALT_05-50CB 6.000% 11/25/2035
Cusip: 12668ALJ2
10,332,014.33 $6,806,038 0.16 %
172. BELLSOUTH CORPORATION 6.000% 10/15/2011
Cusip: 079860AB8
6,290,000 $6,801,477 0.16 %
173. FFML_06-FF11 0.331% 08/25/2036
Cusip: 32028PAD7
7,232,415.53 $6,669,706 0.16 %
174. BOAA_04-3 6.000% 04/25/2034
Cusip: 05948KNE5
7,284,451.61 $6,622,021 0.15 %
175. CD_05-CD1 5.399% 07/15/2044
Cusip: 12513EAG9
6,599,000 $6,587,686 0.15 %
176. FGOLD 15YR 5.000% 08/01/2018
Cusip: 3128H6VS0
6,205,572.28 $6,541,930 0.15 %
177. FNMA 15YR LLB MEGA 6.000% 05/01/2018
Cusip: 31402DFZ8
6,023,670.91 $6,495,211 0.15 %
178. SASC_06-GEL2 0.341% 04/25/2036
Cusip: 86360CAA4
6,682,702.59 $6,473,164 0.15 %
179. RAAC_07-SP1 0.381% 03/25/2037
Cusip: 74978AAA8
7,163,107.39 $6,406,394 0.15 %
180. INDIANA MICHIGAN POWER COMPANY 6.050% 03/15/2037
Cusip: 454889AM8
6,345,000 $6,309,962 0.15 %
181. JPMCC_05-LDP5 5.344% 12/15/2044
Cusip: 46625YXP3
6,325,000 $6,221,258 0.15 %
182. FNMA 3/1HYBRID ARM 2.940% 05/01/2035
Cusip: 31410QZL8
5,994,193.82 $6,202,815 0.14 %
183. AMXCA_05-4 0.303% 01/15/2015
Cusip: 02582JDN7
6,225,000 $6,143,928 0.14 %
184. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400Q3C5
5,765,346.45 $6,128,713 0.14 %
185. NEXEN INC 6.400% 05/15/2037
Cusip: 65334HAG7
6,068,000 $6,113,613 0.14 %
186. SUNCOR ENERGY INC 6.100% 06/01/2018
Cusip: 86722TAA0
5,690,000 $6,105,546 0.14 %
187. FNMA 20YR 5.000% 07/01/2023
Cusip: 31385XLP0
5,836,462.05 $6,063,444 0.14 %
188. VWALT_09-A 3.410% 04/16/2012
Cusip: 928664AC5
5,875,000 $6,023,475 0.14 %
189. FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
7,739,444.11 $6,020,204 0.14 %
190. FNMA 30YR 7.000% 07/01/2036
Cusip: 31410DUQ1
5,409,893.29 $6,002,106 0.14 %
191. JPMMT_06-S4 6.000% 01/25/2037
Cusip: 46629SAF9
6,242,153.03 $5,972,678 0.14 %
192. FNMA 15YR 4.500% 03/01/2023
Cusip: 31414UG69
5,789,916.19 $5,967,890 0.14 %
193. VERIZON PENNSYLVANIA INC. 5.650% 11/15/2011
Cusip: 92344TAA6
5,570,000 $5,919,211 0.14 %
194. FNMA 25YR 5.500% 12/01/2028
Cusip: 31403MT74
5,526,467.13 $5,845,678 0.14 %
195. GCCFC_03-C1 3.858% 07/05/2035
Cusip: 396789DU0
5,650,000 $5,711,302 0.13 %
196. JPMRR_09-5 0.356% 04/26/2037
Cusip: 46633KBJ1
6,119,984.72 $5,693,478 0.13 %
197. RBSSP_09-9 0.331% 10/26/2036
Cusip: 74928QAW6
5,807,991.36 $5,664,200 0.13 %
198. CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
5,565,000 $5,655,431 0.13 %
199. MSHEL_06-2 0.401% 02/25/2036
Cusip: 61744CYN0
6,212,616.53 $5,568,428 0.13 %
200. PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
5,095,000 $5,547,823 0.13 %
201. CARMX_09-1 5.810% 12/16/2013
Cusip: 14312WAF0
5,200,000 $5,539,382 0.13 %
202. AMXCA_06-3 0.253% 03/17/2014
Cusip: 025822AA5
5,575,000 $5,525,382 0.13 %
203. JPMCC_09-IWST 4.314% 12/05/2027
Cusip: 46634GAA9
5,550,000 $5,466,923 0.13 %
204. BSARM_05-8 5.102% 08/25/2035
Cusip: 07387AEC5
6,475,000 $5,463,331 0.13 %
205. BSABS_06-HE9 0.281% 11/25/2036
Cusip: 07389MAA5
6,014,037.91 $5,453,322 0.13 %
206. WBCMT_05-C20 5.087% 07/15/2042
Cusip: 9297664M2
5,342,000 $5,452,845 0.13 %
207. ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
5,330,000 $5,443,262 0.13 %
208. CARAT_07-SN2 1.263% 05/16/2011
Cusip: 139743AJ7
5,425,000 $5,435,826 0.13 %
209. INDIANA MICHIGAN POWER COMPANY 7.000% 03/15/2019
Cusip: 454889AN6
4,855,000 $5,417,872 0.13 %
210. CONSUMERS ENERGY COMPANY 5.650% 04/15/2020
Cusip: 210518CL8
5,170,000 $5,397,717 0.13 %
211. FGOLD 30YR 5.500% 06/01/2033
Cusip: 31288KA78
5,103,596.53 $5,370,472 0.13 %
212. WBCMT_06-C27 5.727% 07/15/2045
Cusip: 92977QAC2
5,475,000 $5,365,596 0.13 %
213. FGOLD 20YR 6.000% 12/01/2023
Cusip: 31335HZ89
4,986,395.37 $5,365,388 0.13 %
214. CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
4,985,000 $5,309,025 0.12 %
215. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400QVV2
4,939,887.97 $5,250,035 0.12 %
216. JPMCC_07-CB20 5.794% 02/12/2051
Cusip: 46631QAD4
6,000,000 $5,233,997 0.12 %
217. LBUBS_06-C4 5.857% 06/15/2032
Cusip: 52108RAD4
5,100,000 $5,158,830 0.12 %
218. MORGAN STANLEY 5.625% 09/23/2019
Cusip: 61747YCJ2
5,075,000 $5,113,071 0.12 %
219. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296H5F2
4,719,069.4 $4,991,129 0.12 %
220. GNMA 30YR 6.000% 12/15/2032
Cusip: 36200AH93
4,649,747.98 $4,967,215 0.12 %
221. HERTZ_09-2A 5.290% 03/25/2016
Cusip: 42805RAV1
5,000,000 $4,961,329 0.12 %
222. NALCO COMPANY 8.250% 05/15/2017
Cusip: 629855AN7
4,676,000 $4,956,560 0.12 %
223. EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
5,035,000 $4,929,398 0.12 %
224. AMCAR_07-CM 0.265% 05/07/2012
Cusip: 03063EAD9
4,934,301.63 $4,916,998 0.11 %
225. NEVADA POWER COMPANY 5.950% 03/15/2016
Cusip: 641423BM9
4,625,000 $4,900,770 0.11 %
226. FNMA 30YR 5.000% 03/01/2034
Cusip: 31404EWA0
4,722,754.9 $4,861,732 0.11 %
227. UNITED ARTISTS THEATRE COMPANY 9.300% 07/01/2015
Cusip: 909411AF7
4,665,160.21 $4,811,179 0.11 %
228. WILLIAMS PARTNERS LP 7.250% 02/01/2017
Cusip: 96950HAD2
4,759,000 $4,807,503 0.11 %
229. TIME WARNER CABLE INC 5.000% 02/01/2020
Cusip: 88732JAW8
4,940,000 $4,804,883 0.11 %
230. ARIZONA PUBLIC SERVICE COMPANY 6.375% 10/15/2011
Cusip: 040555CC6
4,446,000 $4,759,389 0.11 %
231. TREASURY BOND 4.375% 11/15/2039
Cusip: 912810QD3
4,920,000 $4,709,364 0.11 %
232. MALT_04-8 5.000% 09/25/2019
Cusip: 576434UX0
4,957,759.45 $4,709,287 0.11 %
233. WINDSTREAM CORP 7.875% 11/01/2017
Cusip: 97381WAG9
4,734,000 $4,686,660 0.11 %
234. CROWN AMERICAS INC 7.750% 11/15/2015
Cusip: 228188AD0
4,475,000 $4,631,625 0.11 %
235. LBUBS_04-C2 3.973% 03/15/2029
Cusip: 52108HZX5
4,700,000 $4,578,091 0.11 %
236. LBUBS_05-C5 4.930% 09/15/2030
Cusip: 52108H6V1
4,500,000 $4,544,928 0.11 %
237. TREASURY NOTE 1.250% 11/30/2010
Cusip: 912828JS0
4,490,000 $4,521,569 0.11 %
238. CWHL_05-R2 7.000% 06/25/2035
Cusip: 12669GN98
5,116,581.87 $4,401,318 0.10 %
239. L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
4,350,000 $4,366,312 0.10 %
240. GSMS_04-GG2 4.602% 08/10/2038
Cusip: 36228CTE3
4,346,438.64 $4,343,137 0.10 %
241. JPMCC_04-C2 5.111% 05/15/2041
Cusip: 46625M3M9
4,193,674.15 $4,305,529 0.10 %
242. H.J. HEINZ FINANCE COMPANY 6.625% 07/15/2011
Cusip: 42307TAC2
4,000,000 $4,295,156 0.10 %
243. CONSUMERS ENERGY COMPANY 6.000% 02/15/2014
Cusip: 210518BY1
3,855,000 $4,237,223 0.10 %
244. SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
4,360,000 $4,229,200 0.10 %
245. FGOLD 20YR 5.500% 10/01/2023
Cusip: 3128E27M2
3,903,941.01 $4,134,032 0.10 %
246. MALT_04-2 5.000% 02/25/2019
Cusip: 576434MM3
4,371,150.92 $4,130,737 0.10 %
247. CARDINAL HEALTH INC 5.650% 06/15/2012
Cusip: 14149YAP3
3,860,000 $4,115,246 0.10 %
248. FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BC4
3,930,000 $4,106,850 0.10 %
249. FNMA 30YR 6.000% 05/01/2024
Cusip: 31368JBM0
3,823,948.21 $4,074,575 0.10 %
250. YUM! BRANDS INC 6.250% 03/15/2018
Cusip: 988498AC5
3,720,000 $4,057,805 0.09 %
251. TIAA_07-C4-A2 5.791% 08/15/2039
Cusip: 87246AAB4
3,900,000 $4,046,881 0.09 %
252. OWENS-BROCKWAY GLASS CONTAINER INC 8.250% 05/15/2013
Cusip: 69073TAJ2
3,935,000 $4,043,212 0.09 %
253. HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
3,714,000 $4,020,405 0.09 %
254. CWALT_06-45T1 6.000% 02/25/2037
Cusip: 02149JAU0
6,092,114.68 $4,015,084 0.09 %
255. INDX_05-AR25 5.641% 12/25/2035
Cusip: 45660LQ93
5,239,860.9 $3,973,729 0.09 %
256. ARMT_05-9 4.947% 11/25/2035
Cusip: 007036RU2
3,985,000 $3,952,243 0.09 %
257. K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BF8
3,770,000 $3,939,650 0.09 %
258. LBUBS_07-C6 5.858% 07/15/2040
Cusip: 52109PAE5
4,475,000 $3,879,668 0.09 %
259. SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
3,750,000 $3,825,000 0.09 %
260. FNMA 15YR 6.000% 09/01/2017
Cusip: 31391VHD8
3,551,915.2 $3,806,553 0.09 %
261. MSC_06-T23 5.971% 08/12/2041
Cusip: 61749MAU3
3,675,000 $3,794,716 0.09 %
262. FNMA 15YR 5.000% 04/01/2018
Cusip: 31391WNL1
3,540,397.45 $3,730,023 0.09 %
263. SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
3,520,000 $3,704,800 0.09 %
264. WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
3,635,000 $3,698,612 0.09 %
265. FHLMC_2576 5.500% 02/15/2033
Cusip: 31393KBW4
3,619,621.21 $3,693,751 0.09 %
266. THOMSON REUTERS CORP 5.950% 07/15/2013
Cusip: 884903BA2
3,320,000 $3,634,440 0.08 %
267. FNMA 30YR 5.500% 04/01/2033
Cusip: 31400WAZ3
3,399,127.77 $3,613,061 0.08 %
268. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296Q3S6
3,402,452.37 $3,598,607 0.08 %
269. EL PASO CORP 12.000% 12/12/2013
Cusip: 28336LBS7
3,075,000 $3,597,750 0.08 %
270. GCCFC_04-GG1 4.883% 06/10/2036
Cusip: 396789FR5
3,550,000 $3,594,134 0.08 %
271. TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
3,506,000 $3,567,355 0.08 %
272. CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
3,455,000 $3,550,012 0.08 %
273. FNMA 30YR 5.500% 12/01/2033
Cusip: 31403MUQ0
3,314,789.16 $3,483,981 0.08 %
274. JMAC_09-R10 0.326% 05/26/2048
Cusip: 47233EAJ8
3,574,062.48 $3,466,840 0.08 %
275. PROGRESS ENERGY INC 7.100% 03/01/2011
Cusip: 743263AD7
3,260,000 $3,450,462 0.08 %
276. QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
3,358,000 $3,441,950 0.08 %
277. POTOMAC ELECTRIC POWER CO 4.650% 04/15/2014
Cusip: 737679CX6
3,255,000 $3,416,392 0.08 %
278. ANADARKO PETROLEUM CORPORATION 5.950% 09/15/2016
Cusip: 032511AX5
3,107,000 $3,360,832 0.08 %
279. FNMA 15YR 5.500% 03/01/2018
Cusip: 31391Y7M3
3,151,350.94 $3,359,016 0.08 %
280. MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
3,725,000 $3,333,875 0.08 %
281. CD_05-CD1 5.225% 07/15/2044
Cusip: 12513EAF1
3,225,000 $3,300,188 0.08 %
282. BSCMS_07-PW18 5.038% 08/11/2012
Cusip: 07401DAA9
3,212,868.79 $3,293,701 0.08 %
283. LBUBS_04-C6 5.020% 08/15/2029
Cusip: 52108HK78
3,500,000 $3,252,250 0.08 %
284. CSX CORPORATION 5.750% 03/15/2013
Cusip: 126408GL1
3,000,000 $3,245,418 0.08 %
285. PORTLAND GENERAL ELECTRIC CO 7.875% 03/15/2010
Cusip: 736508BC5
3,165,000 $3,203,375 0.07 %
286. MALT_04-7 5.000% 08/25/2019
Cusip: 576434TL8
3,368,040.4 $3,199,534 0.07 %
287. OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
3,240,000 $3,175,200 0.07 %
288. LIBERTY MEDIA LLC 5.700% 05/15/2013
Cusip: 530718AC9
3,296,000 $3,139,440 0.07 %
289. WBCMT_06-C24 5.576% 03/15/2045
Cusip: 92976BFQ0
3,200,000 $3,130,779 0.07 %
290. GNMA 30YR 5.500% 10/15/2033
Cusip: 36206YDH1
2,954,764.99 $3,117,872 0.07 %
291. NISOURCE FINANCE CORPORATION 6.800% 01/15/2019
Cusip: 65473QAT0
2,900,000 $3,101,396 0.07 %
292. ANADARKO FINANCE COMPANY 6.750% 05/01/2011
Cusip: 032479AC1
2,885,000 $3,048,671 0.07 %
293. CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
3,070,000 $3,039,300 0.07 %
294. DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
2,915,000 $3,002,450 0.07 %
295. GFCM_03-1 5.254% 05/12/2035
Cusip: 36161RAD1
2,963,681.83 $3,001,626 0.07 %
296. FNMA 30YR 5.500% 04/01/2033
Cusip: 31401ALG0
2,790,972.1 $2,966,046 0.07 %
297. GCCFC_03-C2 4.533% 01/05/2036
Cusip: 396789ER6
2,920,000 $2,961,537 0.07 %
298. TIAA_07-C4 6.073% 08/15/2039
Cusip: 87246AAC2
2,850,000 $2,961,051 0.07 %
299. KRAFT FOODS INC 6.875% 01/26/2039
Cusip: 50075NAW4
2,815,000 $2,957,524 0.07 %
300. NEWPAGE CORP 11.375% 12/31/2014
Cusip: 651715AJ3
2,915,000 $2,944,150 0.07 %
301. CGCMT_06-C5 5.431% 10/15/2049
Cusip: 17310MAE0
3,150,000 $2,925,193 0.07 %
302. FNMA 25YR 5.500% 08/01/2028
Cusip: 31402A6Y7
2,731,350.4 $2,889,114 0.07 %
303. SABMILLER PLC 6.200% 07/01/2011
Cusip: 78572MAC9
2,725,000 $2,883,872 0.07 %
304. FNMA 30YR 7.000% 09/01/2029
Cusip: 31374TY60
2,602,712.64 $2,883,102 0.07 %
305. GNMA 30YR 5.000% 08/15/2033
Cusip: 36200MUD3
2,775,795.32 $2,876,319 0.07 %
306. CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
2,710,000 $2,872,600 0.07 %
307. FNMA 15YR 6.000% 08/01/2017
Cusip: 31385JN38
2,652,329.63 $2,865,061 0.07 %
308. FNMA 30YR 6.500% 08/01/2032
Cusip: 31385JNA2
2,621,859.92 $2,861,104 0.07 %
309. FNMA 15YR 6.000% 08/01/2017
Cusip: 31385W5C9
2,637,660.6 $2,826,755 0.07 %
310. AIRGAS INC 7.125% 10/01/2018
Cusip: 009363AE2
2,695,000 $2,809,537 0.07 %
311. AMCAR_07-DF 5.490% 07/06/2012
Cusip: 03063TAD6
2,779,842.23 $2,809,328 0.07 %
312. FNMA 30YR 6.500% 06/01/2036
Cusip: 31409X5Y1
2,569,965.03 $2,791,891 0.07 %
313. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400FVV6
2,562,325.26 $2,769,186 0.06 %
314. L-3 COMMUNICATIONS CORPORATION 6.125% 07/15/2013
Cusip: 502413AL1
2,685,000 $2,711,850 0.06 %
315. LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
2,445,000 $2,698,668 0.06 %
316. FGOLD 15YR 5.500% 05/01/2018
Cusip: 31294KSG1
2,515,111.98 $2,679,029 0.06 %
317. CSX CORPORATION 6.300% 03/15/2012
Cusip: 126408GB3
2,455,000 $2,656,145 0.06 %
318. ENCANA CORPORATION 5.900% 12/01/2017
Cusip: 292505AF1
2,425,000 $2,608,000 0.06 %
319. MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
2,345,000 $2,602,950 0.06 %
320. NISOURCE FINANCE CORPORATION 7.875% 11/15/2010
Cusip: 65473QAJ2
2,450,000 $2,568,482 0.06 %
321. RAMC_05-4 5.565% 02/25/2036
Cusip: 759950FX1
2,644,728.22 $2,549,220 0.06 %
322. FNMA 30YR 7.000% 06/01/2032
Cusip: 31390GZL4
2,266,470.88 $2,547,055 0.06 %
323. FNMA 30YR 6.500% 03/01/2033
Cusip: 31400RKP5
2,339,453.11 $2,523,685 0.06 %
324. REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
2,762,000 $2,510,658 0.06 %
325. JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
2,410,000 $2,488,325 0.06 %
326. FNMA 30YR 6.500% 03/01/2037
Cusip: 31411VMT3
2,307,046.19 $2,473,225 0.06 %
327. JPMCC_04-CBX 4.184% 01/12/2037
Cusip: 46625YDB6
2,453,969.36 $2,451,451 0.06 %
328. EMBARQ CORPORATION 6.738% 06/01/2013
Cusip: 29078EAC9
2,250,000 $2,444,586 0.06 %
329. CWALT_03-11T1 4.750% 07/25/2018
Cusip: 12669EPU4
2,448,994.7128 $2,436,749 0.06 %
330. PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
2,543,000 $2,421,319 0.06 %
331. OHIO EDISON CO 5.450% 05/01/2015
Cusip: 677347CB0
2,280,000 $2,404,120 0.06 %
332. ONCOR ELECTRIC DELIVERY CO 6.375% 05/01/2012
Cusip: 68233DAS6
2,225,000 $2,403,102 0.06 %
333. PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
4,359,000 $2,397,450 0.06 %
334. FNMA 15YR 5.500% 12/01/2016
Cusip: 31387MB40
2,236,973.58 $2,378,457 0.06 %
335. JPMMT_05-A3 5.026% 06/25/2035
Cusip: 466247PY3
2,491,689.79 $2,371,418 0.06 %
336. FNMA 30YR 6.000% 03/01/2033
Cusip: 31400DRF1
2,207,971.6 $2,363,394 0.06 %
337. FNMA 15YR 5.000% 10/01/2018
Cusip: 31403AWX9
2,232,253.22 $2,361,375 0.06 %
338. FHLMC_3155 6.917% 05/15/2036
Cusip: 31396R5T0
18,794,737.06 $2,360,885 0.06 %
339. PROGRESS ENERGY INC 6.000% 12/01/2039
Cusip: 743263AP0
2,320,000 $2,308,455 0.05 %
340. FNMA 15YR 5.000% 12/01/2018
Cusip: 31404DWU8
2,175,651.44 $2,292,180 0.05 %
341. CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
2,295,000 $2,289,262 0.05 %
342. TELECOM ITALIA CAPITAL 5.250% 11/15/2013
Cusip: 87927VAE8
2,160,000 $2,271,868 0.05 %
343. CONSUMERS ENERGY COMPANY 5.150% 02/15/2017
Cusip: 210518CG9
2,190,000 $2,269,878 0.05 %
344. CONSUMERS ENERGY COMPANY 5.650% 09/15/2018
Cusip: 210518CQ7
2,170,000 $2,269,362 0.05 %
345. FNMA 15YR 5.500% 02/01/2018
Cusip: 31391WHS3
2,114,020.2 $2,266,818 0.05 %
346. NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
2,330,000 $2,265,925 0.05 %
347. FNMA 25YR 5.500% 07/01/2028
Cusip: 31400JRN1
2,134,326.34 $2,257,606 0.05 %
348. ROGERS CABLE INC. 6.250% 06/15/2013
Cusip: 77509NAH6
2,050,000 $2,245,668 0.05 %
349. MALT_04-4 6.000% 05/25/2034
Cusip: 576434PY4
2,414,448.21 $2,233,406 0.05 %
350. PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
1,979,000 $2,231,322 0.05 %
351. BSCMS_04-PWR5 4.565% 07/11/2042
Cusip: 07383FQ35
2,220,000 $2,221,518 0.05 %
352. REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
2,153,000 $2,206,825 0.05 %
353. FNMA_03-63 6.000% 07/25/2033
Cusip: 31393DRH6
11,257,643.05 $2,205,368 0.05 %
354. JMAC_09-R10 0.378% 06/26/2047
Cusip: 47233EAA7
2,258,777.48 $2,202,308 0.05 %
355. SANDRIDGE ENERGY INC 8.000% 06/01/2018
Cusip: 80007PAC3
2,235,000 $2,195,887 0.05 %
356. DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
2,055,000 $2,193,712 0.05 %
357. TAROT_07-B 5.240% 10/12/2012
Cusip: 89578WAC8
2,135,000 $2,166,572 0.05 %
358. RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
2,070,000 $2,126,925 0.05 %
359. JPMCC_03-LN1 4.134% 10/15/2037
Cusip: 46625MA58
2,116,141.38 $2,121,127 0.05 %
360. FNMA 30YR 7.000% 06/01/2031
Cusip: 31385HNZ1
1,880,275.03 $2,104,580 0.05 %
361. LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
10,135,000 $2,103,012 0.05 %
362. QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
2,030,000 $2,101,050 0.05 %
363. INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
2,066,000 $2,096,990 0.05 %
364. FNMA 30YR 6.500% 09/01/2032
Cusip: 31391BQN0
1,938,426.6 $2,094,712 0.05 %
365. JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
2,015,000 $2,080,487 0.05 %
366. FGOLD 30YR GIANT 7.000% 04/01/2030
Cusip: 31283HGR0
1,878,733.49 $2,075,676 0.05 %
367. WBCMT_06-C29 5.308% 11/15/2048
Cusip: 92978PAE9
2,200,000 $2,064,368 0.05 %
368. FGOLD 30YR GIANT 7.000% 07/01/2032
Cusip: 31283HS63
1,871,355.08 $2,059,230 0.05 %
369. COMM_06-CNL 0.545% 02/05/2019
Cusip: 20047MAH7
2,700,000 $2,055,712 0.05 %
370. TOLEDO EDISON COMPANY (THE) 7.250% 05/01/2020
Cusip: 889175BE4
1,790,000 $2,042,629 0.05 %
371. KRAFT FOODS INC 5.250% 10/01/2013
Cusip: 50075NAL8
1,925,000 $2,034,216 0.05 %
372. MLMT_08-C1 4.706% 02/12/2051
Cusip: 59025WAA4
2,003,923.82 $2,014,083 0.05 %
373. SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
1,920,000 $2,006,400 0.05 %
374. GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
1,970,000 $1,994,625 0.05 %
375. ENCANA CORPORATION 4.750% 10/15/2013
Cusip: 292505AB0
1,875,000 $1,968,358 0.05 %
376. BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
2,244,000 $1,952,280 0.05 %
377. FNMA 25YR 5.500% 11/01/2028
Cusip: 31403FS70
1,844,866.43 $1,951,426 0.05 %
378. AQUILA INC 11.875% 07/01/2012
Cusip: 03840PAC6
1,675,000 $1,939,581 0.05 %
379. EDISON MISSION ENERGY 7.500% 06/15/2013
Cusip: 281023AN1
2,040,000 $1,917,600 0.04 %
380. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400FJR9
1,782,606.42 $1,905,160 0.04 %
381. FNMA 20YR 5.500% 07/01/2023
Cusip: 31401V6F3
1,797,614.76 $1,904,925 0.04 %
382. SDART_07-3 5.420% 08/15/2012
Cusip: 80281WAD3
1,898,978.28 $1,901,440 0.04 %
383. CWALT_07-OH1 0.321% 04/25/2047
Cusip: 02150KAA7
2,177,507.21 $1,889,654 0.04 %
384. RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
1,850,000 $1,884,687 0.04 %
385. COMCAST CORPORATION 6.450% 03/15/2037
Cusip: 20030NAM3
1,810,000 $1,866,236 0.04 %
386. NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
1,790,000 $1,866,075 0.04 %
387. FNMA 15YR 4.500% 07/01/2018
Cusip: 31371LAB5
1,782,721.68 $1,858,132 0.04 %
388. CANADIAN PACIFIC RAILWAY COMPANY 5.750% 05/15/2013
Cusip: 13645RAG9
1,750,000 $1,856,946 0.04 %
389. HEXION SPECIALTY CHEM TLC1 2.25 2.525% 05/05/2013
Cusip: BAX2XQC75
2,113,522 $1,847,218 0.04 %
390. FNMA_07-22 6.199% 03/25/2037
Cusip: 31396PV65
14,546,380.97 $1,839,402 0.04 %
391. RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
1,624,320 $1,831,420 0.04 %
392. DEVON FINANCING CORPORATION 6.875% 09/30/2011
Cusip: 25179SAC4
1,685,000 $1,830,440 0.04 %
393. PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
1,670,000 $1,826,562 0.04 %
394. PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
1,790,000 $1,809,915 0.04 %
395. NCSLT_06-3 7.100% 01/25/2012
Cusip: 63543VAF0
15,000,000 $1,801,206 0.04 %
396. BCAP_09-RR1 3.271% 05/26/2035
Cusip: 05531WAH9
13,823,234 $1,797,020 0.04 %
397. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296XY57
1,698,592.01 $1,796,517 0.04 %
398. FNMA 30YR 7.000% 07/01/2038
Cusip: 31411JDT0
1,626,175.61 $1,783,431 0.04 %
399. FNMA 15YR 5.500% 01/01/2018
Cusip: 31391WHN4
1,659,720.71 $1,780,107 0.04 %
400. SCANA CORPORATION 6.875% 05/15/2011
Cusip: 805901AP0
1,655,000 $1,752,252 0.04 %
401. GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
1,825,000 $1,752,000 0.04 %
402. CWA_07-OH3 0.731% 09/25/2047
Cusip: 02151DAG9
14,964,687.14 $1,746,869 0.04 %
403. URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
1,592,000 $1,723,340 0.04 %
404. FNMA 30YR 6.500% 10/01/2032
Cusip: 31390RYD9
1,593,704.15 $1,722,196 0.04 %
405. CWHL_06-HYB1 5.300% 03/20/2036
Cusip: 126694WE4
3,276,877.75 $1,721,068 0.04 %
406. FNMA 30YR 5.000% 06/01/2034
Cusip: 31404VFR4
1,630,460.33 $1,678,440 0.04 %
407. KRAFT FOODS INC 6.000% 02/11/2013
Cusip: 50075NAQ7
1,565,000 $1,678,318 0.04 %
408. FNMA 15YR 6.000% 08/01/2016
Cusip: 31371J6U3
1,565,024.29 $1,677,221 0.04 %
409. GNMA 30YR 6.000% 06/15/2039
Cusip: 36296XXV1
1,584,210.13 $1,675,541 0.04 %
410. REPUBLIC OF INDONESIA 6.875% 01/17/2018
Cusip: 455780AY2
1,522,000 $1,674,200 0.04 %
411. GNMA 30YR 6.000% 07/15/2039
Cusip: 36296H6K0
1,559,119.97 $1,649,005 0.04 %
412. TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
1,580,000 $1,601,725 0.04 %
413. ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
1,450,000 $1,591,375 0.04 %
414. TURKEY (REPUBLIC OF) 7.500% 11/07/2019
Cusip: 900123BF6
1,400,000 $1,580,250 0.04 %
415. INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
15,000,000,000 $1,577,071 0.04 %
416. REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
1,510,000 $1,570,400 0.04 %
417. PETRO-CANADA 4.000% 07/15/2013
Cusip: 716442AG3
1,515,000 $1,564,129 0.04 %
418. GREIF INC 6.750% 02/01/2017
Cusip: 397624AE7
1,585,000 $1,553,300 0.04 %
419. TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
1,429,000 $1,545,106 0.04 %
420. WFMBS_05-14 5.500% 12/25/2035
Cusip: 949832AP4
1,667,482.19 $1,491,875 0.03 %
421. FNMA 15YR 5.500% 05/01/2018
Cusip: 31400SDN6
1,385,401.59 $1,485,673 0.03 %
422. WBCMT_05-C16 4.380% 10/15/2041
Cusip: 929766YV9
1,452,217.79 $1,465,466 0.03 %
423. FNMA 30YR 6.500% 07/01/2032
Cusip: 31385JMS4
1,345,855.14 $1,461,199 0.03 %
424. FNMA 30YR 6.500% 01/01/2029
Cusip: 31382YA65
1,341,165.84 $1,450,135 0.03 %
425. JPMCC_03-ML1A 3.972% 03/12/2039
Cusip: 46625MVQ9
1,417,837.89 $1,436,784 0.03 %
426. SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
1,460,000 $1,408,900 0.03 %
427. SABMILLER PLC 6.500% 07/15/2018
Cusip: 78572MAF2
1,285,000 $1,404,386 0.03 %
428. NCSLT_06-4 6.350% 02/27/2012
Cusip: 63543WAE1
11,700,000 $1,402,392 0.03 %
429. CFLX_05-2 6.500% 06/25/2035
Cusip: 16165TBA0
1,690,941.2 $1,388,157 0.03 %
430. FNMA 15YR 6.500% 08/01/2017
Cusip: 31390LJG2
1,268,303.86 $1,381,562 0.03 %
431. CPS_07-A 5.040% 09/15/2011
Cusip: 12619RAC2
1,352,254.25 $1,360,718 0.03 %
432. FNMA 30YR 6.500% 01/01/2034
Cusip: 31403VS75
1,229,720.35 $1,342,224 0.03 %
433. FNMA 15YR 6.500% 06/01/2017
Cusip: 31390LCD6
1,212,132.03 $1,319,398 0.03 %
434. FNMA 30YR 6.500% 09/01/2032
Cusip: 31390UYD2
1,202,352.99 $1,308,472 0.03 %
435. FNMA 30YR 5.500% 04/01/2034
Cusip: 31402C4H2
1,233,114.63 $1,296,054 0.03 %
436. EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
1,313,000 $1,293,305 0.03 %
437. FGOLD 30YR 5.500% 12/01/2030
Cusip: 31298QJX7
1,213,808.48 $1,278,892 0.03 %
438. FNMA 30YR 6.000% 01/01/2033
Cusip: 31400BSN7
1,196,136.91 $1,278,371 0.03 %
439. TELEFONICA EMISIONES SAU 5.984% 06/20/2011
Cusip: 87938WAA1
1,205,000 $1,274,465 0.03 %
440. CWL_05-10 4.915% 02/25/2036
Cusip: 126670AF5
1,869,761.2 $1,246,263 0.03 %
441. BSCMS_03-T10 4.000% 03/13/2040
Cusip: 07383FQT8
1,217,165.14 $1,227,997 0.03 %
442. FNMA 30YR 6.500% 11/01/2036
Cusip: 31407JFK3
1,141,373.18 $1,224,836 0.03 %
443. REPUBLIC OF INDONESIA 8.500% 10/12/2035
Cusip: 455780AT3
987,000 $1,181,932 0.03 %
444. FHLMC 2.375% 05/28/2010
Cusip: 3137EABH1
1,160,000 $1,170,363 0.03 %
445. GSMS_07-GG10 5.993% 08/10/2045
Cusip: 36246LAN1
9,800,000 $1,168,728 0.03 %
446. CSC HOLDINGS INC 8.625% 02/15/2019
Cusip: 126304AZ7
1,085,000 $1,163,662 0.03 %
447. FNMA 30YR 6.500% 05/01/2029
Cusip: 31382RF57
1,065,651.85 $1,153,901 0.03 %
448. FNMA 30YR 6.500% 12/01/2034
Cusip: 31406AWB4
1,052,789.26 $1,133,393 0.03 %
449. FNMA 30YR 5.500% 08/01/2034
Cusip: 31403DJG5
1,077,788.98 $1,132,801 0.03 %
450. CONAGRA INC. 6.750% 09/15/2011
Cusip: 205887BA9
1,042,000 $1,125,020 0.03 %
451. FNMA 30YR 6.000% 11/01/2032
Cusip: 31390SKA8
1,030,586.45 $1,111,070 0.03 %
452. FGOLD 30YR 6.500% 01/01/2032
Cusip: 31287N5M6
1,012,497.55 $1,097,471 0.03 %
453. FNMA 30YR 7.000% 10/01/2030
Cusip: 31386MZD5
989,663.73 $1,096,280 0.03 %
454. FNMA_08-40 1.200% 08/25/2012
Cusip: 31397LMP1
58,019,803.35 $1,088,602 0.03 %
455. TREASURY NOTE 1.375% 11/15/2012
Cusip: 912828LX6
1,095,000 $1,087,129 0.03 %
456. VENEZUELA (REPUBLIC OF) 9.000% 05/07/2023
Cusip: P17625AA5
1,600,000 $1,076,000 0.03 %
457. NEVADA POWER COMPANY 6.500% 04/15/2012
Cusip: 641423BH0
1,000,000 $1,072,132 0.03 %
458. FGOLD 30YR 6.000% 09/01/2037
Cusip: 3128MT4H8
1,001,778.47 $1,058,950 0.02 %
459. FNMA 30YR 7.000% 08/01/2032
Cusip: 31391LXQ3
955,270.24 $1,057,156 0.02 %
460. FNMA 15YR 5.500% 02/01/2018
Cusip: 31391H2U7
986,859.28 $1,052,360 0.02 %
461. FNMA 15YR 6.500% 03/01/2017
Cusip: 31371KLR0
951,442.67 $1,032,891 0.02 %
462. FNMA 10YR DUS 4.777% 02/01/2014
Cusip: 31402CVJ8
981,930.67 $1,031,780 0.02 %
463. VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
1,579,000 $1,026,350 0.02 %
464. DTE ENERGY COMPANY 7.050% 06/01/2011
Cusip: 233331AE7
935,000 $990,625 0.02 %
465. FNMA 30YR 5.500% 05/01/2033
Cusip: 31400JPK9
921,698.79 $976,572 0.02 %
466. REPUBLIC OF INDONESIA 7.750% 01/17/2038
Cusip: 455780AZ9
850,000 $956,250 0.02 %
467. CHESAPEAKE ENERGY CORPORATION 6.375% 06/15/2015
Cusip: 165167BL0
955,000 $935,900 0.02 %
468. FNMA 30YR 5.500% 03/01/2032
Cusip: 31389X2A0
881,146.41 $932,041 0.02 %
469. BAFC_07-8 6.000% 10/25/2037
Cusip: 05953LAB5
1,669,215.38 $920,880 0.02 %
470. JPMCC_07-CB20 6.403% 02/12/2051
Cusip: 46631QAT9
4,725,000 $907,842 0.02 %
471. FGOLD 15YR 5.000% 05/01/2018
Cusip: 3128H4LD9
825,043.92 $869,491 0.02 %
472. GNMA 30YR 6.000% 07/15/2039
Cusip: 3620A4MP4
809,541.14 $856,212 0.02 %
473. CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
859,756.87 $848,801 0.02 %
474. FGOLD 30YR 6.500% 01/01/2032
Cusip: 31287NKE7
779,329.01 $842,564 0.02 %
475. URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
678,000 $835,635 0.02 %
476. FNMA 30YR 5.500% 08/01/2033
Cusip: 31402JE29
781,938.57 $821,850 0.02 %
477. FNMA 30YR 5.500% 05/01/2033
Cusip: 31401CDJ9
776,142.24 $815,757 0.02 %
478. FNMA 15YR 6.500% 06/01/2017
Cusip: 31390HET8
751,015.52 $815,307 0.02 %
479. CWL_06-4 0.491% 07/25/2036
Cusip: 126670WR5
1,427,786.08 $809,286 0.02 %
480. KAZMUNAIGAZ FINANCE SUB BV 9.125% 07/02/2018
Cusip: 48667QAA3
720,000 $788,565 0.02 %
481. CMLTI_09-5 5.500% 06/25/2036
Cusip: 17315GAF5
4,547,258 $773,033 0.02 %
482. FGOLD 30YR 6.500% 03/01/2032
Cusip: 31287QGL9
706,111.44 $772,936 0.02 %
483. OHIO POWER COMPANY 4.850% 01/15/2014
Cusip: 677415CG4
720,000 $752,503 0.02 %
484. TRANSCAPIT (TRANSNEFT) 8.700% 08/07/2018
Cusip: 89354FAE1
650,000 $744,842 0.02 %
485. FNMA 15YR 5.500% 01/01/2019
Cusip: 31403TUE2
690,697.79 $736,541 0.02 %
486. FNMA 30YR 6.500% 11/01/2032
Cusip: 31402U4E9
675,985.4 $730,963 0.02 %
487. GNMA 30YR 6.000% 07/15/2039
Cusip: 36297HVU9
679,483.4 $718,656 0.02 %
488. FGOLD 15YR 6.000% 05/01/2017
Cusip: 3128GUGZ9
658,041.16 $704,911 0.02 %
489. CANADIAN PACIFIC RAILWAY COMPANY 5.950% 05/15/2037
Cusip: 13645RAF1
730,000 $693,076 0.02 %
490. NCSLT_06-2 6.000% 08/25/2011
Cusip: 63543MAE3
9,525,000 $690,562 0.02 %
491. SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
650,000 $689,000 0.02 %
492. MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
667,840.2 $674,518 0.02 %
493. FGOLD 15YR 6.500% 02/01/2017
Cusip: 31294KHC2
624,768.49 $674,442 0.02 %
494. FNMA 30YR 6.000% 10/01/2032
Cusip: 31390SJ36
618,997.01 $667,420 0.02 %
495. FNMA 30YR 7.500% 09/01/2028
Cusip: 31385XNK9
589,869 $664,389 0.02 %
496. FGOLD 30YR 7.000% 06/01/2032
Cusip: 31287TSL0
585,988.66 $652,814 0.02 %
497. FNMA 30YR 7.000% 09/01/2031
Cusip: 31387XT70
566,831.9 $634,317 0.01 %
498. FNMA 15YR 5.000% 02/01/2018
Cusip: 31391YUD7
598,780.19 $630,851 0.01 %
499. BALL CORPORATION 6.625% 03/15/2018
Cusip: 058498AL0
635,000 $628,650 0.01 %
500. FNMA 30YR 7.000% 10/01/2031
Cusip: 31388KFX5
557,237.87 $620,754 0.01 %
501. GNMA_02-70 6.000% 08/20/2032
Cusip: 38373VF54
4,470,794.23 $619,238 0.01 %
502. KSLT_03-A 0.592% 10/25/2025
Cusip: 493268BP0
614,226.67 $604,938 0.01 %
503. FGOLD 15YR 7.500% 11/01/2014
Cusip: 3128GE3T3
515,897.96 $563,954 0.01 %
504. VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
715,000 $563,062 0.01 %
505. FNMA 30YR 5.500% 05/01/2033
Cusip: 31401KVQ5
527,418.71 $560,526 0.01 %
506. TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
545,000 $559,987 0.01 %
507. NORTHERN NATURAL GAS COMPANY 7.000% 06/01/2011
Cusip: 665501AD4
515,000 $553,436 0.01 %
508. CWALT_07-8CB 5.500% 05/25/2037
Cusip: 02150FAX8
4,580,224.59 $550,349 0.01 %
509. MAJAPAHIT HOLDING BV 7.750% 10/17/2016
Cusip: 56068TAB3
480,000 $508,224 0.01 %
510. TREASURY STRIP (PRIN) 0.000% 05/15/2037
Cusip: 912803DA8
1,850,000 $506,119 0.01 %
511. BCAP_09-RR8 5.500% 03/26/2037
Cusip: 05532CAK5
3,042,248 $505,773 0.01 %
512. FNMA 30YR 6.000% 01/01/2033
Cusip: 31391YQN0
467,665.31 $505,218 0.01 %
513. TURKEY (REPUBLIC OF) 7.000% 09/26/2016
Cusip: EF6988721
450,000 $497,250 0.01 %
514. PHILIPPINES (REPUBLIC OF THE) 8.000% 01/15/2016
Cusip: 718286BA4
425,000 $493,000 0.01 %
515. FNMA 30YR 6.500% 12/01/2037
Cusip: 31414JQH9
380,534.08 $407,944 0.01 %
516. HEXION SPECIALTY CHEM TLC2 2.25 2.525% 05/05/2013
Cusip: BAX2XQC83
461,697.22 $403,523 0.01 %
517. SARM_06-5 5.877% 06/25/2036
Cusip: 86360NAP7
538,337.73 $402,989 0.01 %
518. FNMA 30YR 7.000% 03/01/2026
Cusip: 31371FGC0
356,180.59 $395,900 0.01 %
519. FNMA 30YR 6.500% 02/01/2033
Cusip: 31391VJJ3
359,896.42 $393,818 0.01 %
520. FNMA 30YR 5.500% 01/01/2033
Cusip: 31391UF67
369,667.49 $388,940 0.01 %
521. GECMC_05-C1 4.772% 06/10/2048
Cusip: 36828QKR6
400,000 $383,561 0.01 %
522. MLMT_05-CKI1 5.077% 11/12/2037
Cusip: 59022HKZ4
374,460.6 $376,171 0.01 %
523. FNMA 30YR DUS 5.321% 09/01/2013
Cusip: 31402QSS1
346,966.34 $369,423 0.01 %
524. FNMA 30YR 6.500% 09/01/2023
Cusip: 31370G3T6
338,880.71 $366,242 0.01 %
525. FNMA 30YR 5.000% 05/01/2033
Cusip: 31401D5Q0
352,489.51 $363,192 0.01 %
526. RAS LAFFAN LNG II 5.298% 09/30/2020
Cusip: 75405TAA7
360,000 $362,786 0.01 %
527. FNMA 20YR 5.500% 12/01/2022
Cusip: 31371KXQ9
337,845.34 $358,001 0.01 %
528. FNMA 15YR 5.000% 06/01/2018
Cusip: 31401JU22
331,082.95 $350,333 0.01 %
529. CHASE_02-S6 6.304% 05/25/2032
Cusip: 16162TV94
343,681.43 $336,574 0.01 %
530. FHLMC_2817 6.767% 06/15/2032
Cusip: 31394YXE9
4,208,319.06 $336,229 0.01 %
531. FNMA 15YR 6.500% 04/01/2017
Cusip: 31390DWX8
294,733.17 $319,964 0.01 %
532. FNMA 30YR 7.500% 06/01/2032
Cusip: 31371KRC7
277,401.33 $313,043 0.01 %
533. FNMA 30YR 6.500% 09/01/2037
Cusip: 31371NKN4
291,197.91 $310,671 0.01 %
534. SASC_03-18XS 4.040% 06/25/2033
Cusip: 86359AWL3
333,570.68 $309,720 0.01 %
535. FNMA 30YR 6.500% 04/01/2032
Cusip: 31391YW37
285,935.59 $309,167 0.01 %
536. FHLMC 12M LIBOR ARM 6.155% 08/01/2036
Cusip: 3128S4EM5
290,280.88 $307,759 0.01 %
537. CMLTI_09-4 3.759% 10/25/2035
Cusip: 17315EBM4
2,046,982 $306,883 0.01 %
538. FHLMC 10/1 HYBRID ARM 6.097% 12/01/2036
Cusip: 3128QSZL3
284,145.8 $303,588 0.01 %
539. FNMA_03-71 5.500% 12/25/2031
Cusip: 31393EJX8
2,184,829.0084 $301,376 0.01 %
540. FGOLD 15YR 5.500% 10/01/2018
Cusip: 312962H71
282,074.51 $300,709 0.01 %
541. FGOLD 30YR 8.000% 08/01/2024
Cusip: 31292GMD5
257,648.09 $295,505 0.01 %
542. FNMA 30YR 6.000% 05/01/2029
Cusip: 31374TSC4
275,092.76 $294,865 0.01 %
543. CSX CORPORATION 6.750% 03/15/2011
Cusip: 126408AP8
275,000 $292,070 0.01 %
544. INDX_06-AR25 0.360% 09/25/2036
Cusip: 45661HAG2
27,011,319.11 $289,620 0.01 %
545. FIRSTENERGY CORPORATION 6.450% 11/15/2011
Cusip: 337932AB3
265,000 $287,021 0.01 %
546. CMLTI_09-4 0.681% 10/25/2036
Cusip: 17315EBG7
5,352,488 $281,005 0.01 %
547. FNMA 30YR 6.500% 01/01/2029
Cusip: 31381BKC2
252,103.38 $273,217 0.01 %
548. FEDERAL HOME LOAN BANK 2.625% 05/20/2011
Cusip: 3133XQQQ8
250,000 $256,018 0.01 %
549. FEDERAL FARM CREDIT BANK 3.400% 02/07/2013
Cusip: 31331YST8
240,000 $250,224 0.01 %
550. FNMA 30YR 7.500% 05/01/2032
Cusip: 31385JFZ6
212,172.16 $239,418 0.01 %
551. FGOLD 30YR GIANT 7.000% 04/01/2032
Cusip: 31283HR72
213,408.41 $234,833 0.01 %
552. FNMA 15YR 7.000% 09/01/2014
Cusip: 31384ATQ1
210,581.65 $226,933 0.01 %
553. FNMA 30YR 5.500% 04/01/2033
Cusip: 31385W4Z9
210,891.21 $224,232 0.01 %
554. FNMA 30YR 8.500% 04/01/2023
Cusip: 31368H7L1
203,717.21 $223,587 0.01 %
555. FNMA 30YR 8.000% 08/01/2027
Cusip: 31371F3Z3
192,237.43 $220,663 0.01 %
556. INDX_06-AR3 5.778% 03/25/2036
Cusip: 45660L5T2
428,642.48 $219,076 0.01 %
557. FNMA 30YR 8.000% 09/01/2025
Cusip: 31371FA77
189,224.28 $217,144 0.01 %
558. FNMA 30YR 5.500% 11/01/2033
Cusip: 31403BCQ4
206,108.53 $216,628 0.01 %
559. REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
3,350,000 $215,405 0.01 %
560. UNITED ARAB EMIRATES (GOVT OF) 5.500% 08/02/2012
Cusip: 29134LAA9
200,000 $211,765 0.00 %
561. FGOLD 15YR TBA(REG B) 5.500% 01/01/2025
Cusip: 02R052412
200,000 $211,468 0.00 %
562. GSR_05-AR4 5.357% 07/25/2035
Cusip: 362341FP9
268,287.21 $211,049 0.00 %
563. FGOLD 30YR 6.000% 03/01/2033
Cusip: 31288GFM9
193,037.15 $208,676 0.00 %
564. FGOLD 15YR TBA(REG B) 4.500% 01/01/2025
Cusip: 02R042413
200,000 $205,500 0.00 %
565. FNMA 30YR 9.000% 06/01/2024
Cusip: 31368JCZ0
187,426.19 $205,397 0.00 %
566. FNMA 30YR 6.000% 02/01/2033
Cusip: 31400B3Z7
192,087.93 $205,293 0.00 %
567. FNMA 3.255% 06/09/2010
Cusip: 3136F9RJ4
200,000 $202,559 0.00 %
568. FNMA 30YR 5.500% 10/01/2032
Cusip: 31391HU51
186,728.4 $196,463 0.00 %
569. FHLMC_3517 1.424% 12/15/2012
Cusip: 31398C7K8
13,515,330.38 $192,809 0.00 %
570. FGOLD 15YR 5.500% 02/01/2019
Cusip: 312964Q93
169,677.25 $180,887 0.00 %
571. FNMA 30YR 7.500% 04/01/2027
Cusip: 31365EJY0
159,281.41 $179,597 0.00 %
572. WFMBS_04-K 4.721% 07/25/2034
Cusip: 94981VAH0
182,776.78 $177,206 0.00 %
573. FNMA 15YR 6.000% 11/01/2016
Cusip: 31388ULQ1
164,687.14 $176,493 0.00 %
574. EXPORT-IMPORT BANK OF KOREA 5.500% 10/17/2012
Cusip: 302154AS8
165,000 $175,567 0.00 %
575. FNMA 7/1 HYBRID ARM 5.359% 04/01/2036
Cusip: 31409XXP9
165,794.94 $174,738 0.00 %
576. FNMA 30YR 7.000% 05/01/2029
Cusip: 31371HLV8
149,718.43 $165,847 0.00 %
577. FNMA 30YR 8.000% 12/01/2026
Cusip: 31371FQS4
143,503.74 $164,645 0.00 %
578. ICICI BANK LIMITED 6.625% 10/03/2012
Cusip: 44927AAA3
150,000 $157,391 0.00 %
579. EMLT_03-1 3.510% 12/25/2032
Cusip: 29445FAA6
145,955.55 $128,595 0.00 %
580. FNMA 30YR 7.500% 04/01/2032
Cusip: 31389TBT8
113,124.87 $127,659 0.00 %
581. HVMLT_05-16 0.473% 01/19/2036
Cusip: 41161PYW7
227,283.51 $124,588 0.00 %
582. FNMA 15YR 5.500% 02/01/2018
Cusip: 31400B3H7
113,003.77 $121,117 0.00 %
583. FGOLD 30YR GIANT 8.000% 02/01/2025
Cusip: 31283GJ73
103,461.61 $118,663 0.00 %
584. FNMA 30YR 6.000% 06/01/2033
Cusip: 31401HXW7
107,815.26 $115,160 0.00 %
585. CFAT_08-A 4.940% 04/25/2014
Cusip: 14911TAC9
110,000 $112,577 0.00 %
586. BOAMS_04-F 4.088% 07/25/2034
Cusip: 05949AHR4
122,395.31 $108,683 0.00 %
587. FNMA 30YR 6.000% 10/01/2032
Cusip: 31391BGY7
95,650.01 $103,347 0.00 %
588. FGOLD 30YR 6.000% 09/01/2033
Cusip: 31296NH75
96,359.77 $103,107 0.00 %
589. FNMA 30YR 6.500% 01/01/2024
Cusip: 31372BW89
93,772.23 $101,343 0.00 %
590. FNMA 30YR 6.500% 01/01/2028
Cusip: 31378TNY7
92,702.76 $101,320 0.00 %
591. FNMA 15YR 7.000% 04/01/2013
Cusip: 31385HZF2
87,910.47 $91,361 0.00 %
592. FGOLD 30YR 6.000% 10/01/2031
Cusip: 31298WFA8
85,098.19 $91,188 0.00 %
593. FGOLD 30YR 8.500% 08/01/2022
Cusip: 31292GER3
74,948.99 $85,933 0.00 %
594. FNMA 30YR 8.000% 02/01/2025
Cusip: 31373TYX2
74,515.66 $85,447 0.00 %
595. FNMA 30YR 5.500% 06/01/2033
Cusip: 31401LNU3
79,035.36 $83,542 0.00 %
596. FNMA 30YR 6.500% 05/01/2031
Cusip: 31387EWP8
76,156.63 $82,344 0.00 %
597. RAMC_07-2 6.313% 06/25/2037
Cusip: 75970QAN0
1,575,000 $80,550 0.00 %
598. FNMA 30YR 7.000% 08/01/2032
Cusip: 31385JMR6
71,346.69 $79,624 0.00 %
599. FGOLD 30YR 8.500% 03/01/2022
Cusip: 31292GDG8
68,892.16 $78,814 0.00 %
600. FEDERAL HOME LOAN BANK 5.000% 11/17/2017
Cusip: 3133XMQ87
70,000 $75,720 0.00 %
601. FNMA 30YR 6.000% 10/01/2033
Cusip: 31403AZL2
69,232.98 $74,902 0.00 %
602. FGOLD 30YR 6.000% 10/01/2032
Cusip: 31296L7D7
66,866.93 $72,659 0.00 %
603. HMAC_04-1 0.551% 03/25/2034
Cusip: 437690AA8
108,749.87 $71,900 0.00 %
604. FNMA 15YR 5.500% 08/01/2015
Cusip: 31402C4Q2
66,982.66 $71,407 0.00 %
605. FGOLD 15YR 6.000% 12/01/2013
Cusip: 3128G8XR7
63,094.45 $67,430 0.00 %
606. FNMA 20YR 5.500% 08/01/2023
Cusip: 31402ES58
63,071.35 $66,847 0.00 %
607. FNMA 30YR 6.500% 04/01/2029
Cusip: 31382VWE0
61,771.83 $66,419 0.00 %
608. FNMA 30YR 6.500% 09/01/2023
Cusip: 31370G3S8
59,071.18 $63,840 0.00 %
609. GSAA_05-12 5.344% 09/25/2035
Cusip: 362341SS9
100,000 $60,661 0.00 %
610. IRWHE_05-A 0.611% 02/25/2034
Cusip: 464187CB7
71,714.23 $58,136 0.00 %
611. FNMA 30YR 7.500% 09/01/2031
Cusip: 31390MDN1
46,936.62 $52,941 0.00 %
612. FNMA_04-84 5.000% 12/25/2022
Cusip: 31394BHB3
520,669.21 $47,170 0.00 %
613. RAMC_07-2 7.006% 06/25/2037
Cusip: 75970QAQ3
1,505,000 $46,150 0.00 %
614. RAMC_07-2 6.660% 06/25/2037
Cusip: 75970QAP5
1,030,000 $41,622 0.00 %
615. FGOLD 30YR 9.000% 04/01/2021
Cusip: 31295VKR0
31,193.84 $34,770 0.00 %
616. FHLMC 30YR 8.500% 09/01/2019
Cusip: 31348A5W9
29,407.83 $33,450 0.00 %
617. FGOLD 30YR 7.000% 10/01/2028
Cusip: 31292GW36
30,146.84 $33,324 0.00 %
618. TREASURY NOTE 4.000% 02/15/2014
Cusip: 912828CA6
30,000 $32,078 0.00 %
619. FNMA 15YR 8.500% 08/01/2011
Cusip: 31374FWJ4
31,327.94 $31,853 0.00 %
620. FNMA 30YR 7.500% 02/01/2031
Cusip: 31388QVY2
26,362.26 $29,734 0.00 %
621. CXHE_02-D 2.281% 12/25/2032
Cusip: 152314GE4
305,480.57 $29,005 0.00 %
622. FNMA SUB NOTES 5.125% 01/02/2014
Cusip: 31359MTP8
13,000 $13,801 0.00 %
623. BALTA_05-2 3.163% 04/25/2035
Cusip: 07386HQY0
66,031.6 $11,051 0.00 %
624. CHARTER COMM OPERATING DD TL 2.00 6.250% 03/06/2014
Cusip: BAX1FK7F8
9,888.04 $9,256 0.00 %
625. GNMA_02-80 6.000% 01/20/2032
Cusip: 38373V2W9
385,195.3626 $8,329 0.00 %
626. FNSTR_43 0.000% 09/01/2018
Cusip: 31364HEN3
8,972.3011 $8,278 0.00 %
627. FHLMC_2795 5.000% 07/15/2017
Cusip: 31394YUQ5
162,859.46 $5,616 0.00 %
628. FHLMC 30YR 8.500% 03/01/2017
Cusip: 313401XL0
4,094.35 $4,544 0.00 %
629. FNMA 30YR 7.000% 06/01/2029
Cusip: 31371HNP9
3,935.75 $4,359 0.00 %
630. FHLMC 30YR 8.000% 04/01/2017
Cusip: 31344XCF2
3,789.53 $4,186 0.00 %
631. FHLMC 30YR 8.500% 06/01/2017
Cusip: 313444VF5
3,087.07 $3,426 0.00 %
632. FHLMC 30YR 8.000% 01/01/2017
Cusip: 31344NUP2
198.03 $219 0.00 %
633. INDX_05-AR8 0.800% 04/25/2035
Cusip: 45660LJM2
65,790,557.656 $0 0.00 %
634. DSLA_05-AR5 1.000% 08/19/2045
Cusip: 23332UFQ2
1.24 $0 0.00 %
635. 3 YR RTR 4.760000 11/15/2012 0.000% 11/15/2012
Cusip: BAX38F9Z7
-80,000,000 $-4,245,423 -0.10 %
636. 3 YR RTP 4.760000 11/15/2012 0.000% 11/15/2012
Cusip: BAX38FA02
-80,000,000 $-6,228,332 -0.15 %
637. FNMA 15YR TBA(REG B) 5.500% 01/01/2025
Cusip: 01F052417
-12,000,000 $-12,690,000 -0.30 %
Other Assets less Liabilities
Cusip:
$-905,303,184 -21.15 %
Net Assets $4,279,965,547 100.00 %

Symbol Cusip Inception Date
Class A INBNX 768912602 10/03/1974
Class B ININX 768912701 03/20/1995
Class C AXBCX 768912800 06/26/2000

1 Fund expense ratios are calculated based on the fund's average net assets during the fund’s most recently completed fiscal year, adjusted for the change in transfer agent, and have not been adjusted for current asset levels. If adjusted for any decrease or increase in assets, expense ratios would be higher or lower, respectively, than the numbers shown above. The expense ratios include the effect of acquired fund fees and expenses, if any. Please see the fund's prospectus for a complete list of operating expenses.

2 A dash indicates that there is no fee waiver/expense cap in effect for the fund. Otherwise, the net expense ratio reflects the contractual agreement of the investment manager and its affiliates to waive certain fees and to absorb certain expenses, as described in the fund's prospectus (which is available by clicking here), unless sooner terminated at the discretion of the fund's board. Any amount waived will not be reimbursed. Net expense ratios reflect this fee waiver/expense cap. Fee waivers/expense caps would limit the impact that any decrease in assets will have on net expense ratios in the current fiscal year.

With respect to RiverSource LaSalle International Real Estate Fund and Tri-Continental, return figures reflect any change in price per share, and assume the reinvestment of dividends and capital gain distributions, if any. The net asset value of closed-end fund shares may not always correspond to the market price of such shares. Shares of many closed-end funds frequently trade at a discount from their net asset value. Closed-end funds are subject to stock market risk, which is the risk that stock prices overall will decline over short or long periods, adversely affecting the value of an investment in a Fund.

SEC Yield
Computed under an SEC standardized formula representing the net investment income earned by a fund over the preceding 30 day period, expressed as an annual percentage rate based on the maximum public offer price (POP) per share on the last day of the period. The SEC yield should be regarded as an estimate of the fund's rate of investment income reflecting an estimated yield to maturity (assuming all current portfolio holdings are held to maturity), and it may not equal the fund's actual income distribution rate or the income paid to a shareholders account. The SEC Yield reflects fee waivers in effect, if any. In the absence of such waivers, yields would be reduced.

7-Day Current Yield
For Money Market Funds: generated by an investment in the fund over a seven day period ended on the date of the calculation and is expressed as an annual percentage.

An investment in money market funds is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Fund seeks to maintain the value of your investment at $1.00 per share, it is possible to lose money by investing in the Fund.

Investments in small- and mid-capitalization companies often involve greater risks and potential volatility than investments in larger, more established companies.

International investing involves increased risk and volatility due to potential political and economic instability, currency fluctuations, and differences in financial reporting and accounting standards and oversight. Risks are particularly significant in emerging markets due to the dramatic pace of economic, social, and political change.

The products of technology companies may be subject to severe competition and rapid obsolescence, and technology stocks may be subject to greater price fluctuations, government regulation, and limited liquidity as compared to other investments. In addition, investments in one economic sector, such as technology, may result in greater price fluctuations than owning a portfolio of diversified investments.

Investments in real estate securities are subject to specific risks, such market risk, issuer risk, diversification risk, and sector/concentration risks.

There are risks associated with an investment in a bond fund, including credit risk, interest rate risk, and prepayment and extension risk. In general, bond prices rise when interest rates fall and vice versa. This effect is usually more pronounced for longer-term securities. Non-investment grade securities, commonly called “high-yield” or “junk” bonds, generally have more volatile prices and carry more risk to principal and income than investment grade securities.

There are risks associated with an investment in a municipal bond fund, including credit risk, interest rate risk, prepayment and extension risk, and geographic concentration risk. See each fund’s prospectus for information on these and other risks associated with each fund. For funds that concentrate investments in municipal securities issued by a single state and its municipalities, specific events or factors affecting a particular state can cause more volatility as compared to a fund that is more geographically diversified.

Income from tax-exempt funds may be subject to state and local taxes and a portion of income may be subject to the federal and/or state alternative minimum tax for certain investors.

Treasury Inflation Protected Securities (TIPS) are backed by the full faith and credit of the U.S. government. The U.S. government guarantee applies only to the underlying TIPS securities, and not the Fund itself. Shares of the RiverSource Short Duration U.S. Government Fund and RiverSource U.S. Government Mortgage Fund are not insured or guaranteed by the U.S. government.

“Standard & Poor’s®”, “S&P”, “S&P 500®” and “Standard & Poor’s 500®” are trademarks of the McGraw-Hill Companies, Inc. These trademarks and service marks have been licensed for use by Ameriprise Financial, Inc. The funds are not sponsored, endorsed, sold or promoted by Standard & Poor’s or any of their subsidiaries or affiliates (the “Licensors”) and the Licensors make no representation regarding the advisability of investing in the funds.

The Standard & Poor’s 500 Index (S&P 500 Index), an unmanaged index of common stocks, is frequently used as a general measure of market performance. The index reflects reinvestment of all distributions and changes in market prices, but excludes brokerage commissions or other fees.

The RiverSource 120/20 Contrarian Equity Fund and Threadneedle Global Extended Alpha Fund are designed for investors with an above average risk tolerance. The Funds may make short sales, which involves selling a security the Funds do not own in anticipation that the security’s price will decline. The Funds’ losses could exceed those of other mutual funds which hold only long security positions if the value of the securities held long decrease and the value of the securities sold short increase. The Funds’ use of short sales in effect “leverage” the Funds, as the Funds intends to use the case proceeds from the short sales to invest in additional long securities. Leveraging exposes the Funds to greater risks due to unanticipated market movements, which may magnify losses and increase volatility of returns. There is no assurance that a leveraging strategy will be successful. See the prospectus for each Fund for information on these and other risks associated with the Fund.

The RiverSource Absolute Return Currency and Income Fund is designed for investors with an above average risk tolerance. Risks associated with the fund include, but are not limited to, derivatives risk, counterparty risk, interest rate risk, credit risk, and tax risk. Derivative instruments are financial instruments that have a value dependent on the value of something else, such as one or more underlying securities. Gains or losses may be substantial, because a relatively small price movement in an underlying security may result in a substantial gain or loss for the Fund. A counterparty to a financial instrument entered into by the Fund may become bankrupt or otherwise fail to perform its obligations due to financial difficulties. The issuer of a security could default or otherwise become unable or unwilling to honor a financial obligation, and the Fund may be unable to recover its investment or may only obtain a limited or delayed recovery. Gains from some of the Fund’s foreign currency-denominated positions may not meet Treasury Department regulations for “qualifying income,” in which case, the Fund might not qualify as a regulated investment company for one or more years, requiring the Fund’s Board of Directors to authorize a significant change in investment strategy or Fund liquidation. A significant portion of the Fund is invested in forward currency contracts, which are subject to a number of risks. Losses may be substantial if prices do not move in the direction anticipated. See the Fund’s prospectus for information on these and other risks associated with the Fund.

The following funds are subject to greater volatility than more broadly diversified funds because they invest in specific sectors: RiverSource Precious Metals and Mining Fund, RiverSource Real Estate Fund, RiverSource Recovery and Infrastructure Fund, RiverSource LaSalle Global Real Estate Fund, RiverSource LaSalle Monthly Dividend Real Estate Fund, Seligman Communications and Information Fund and Seligman Global Technology Fund. Dividends paid by the RiverSource LaSalle Monthly Dividend Real Estate Fund will be taxable as ordinary income. Distributions by the Fund may include a return of capital. A return of capital is not net profits of the Fund but instead a return of a portion of your original investment.

The RiverSource Floating Rate Fund is designed for investors with an above average risk tolerance. The Fund invests primarily in floating rate loans, the market value of which may fluctuate, sometimes rapidly and unpredictably. The principal risks of investing in the fund include liquidity risk, interest rate risk, credit risk, counterparty risk, highly leveraged transactions risk, derivatives risk, confidential information access risk, and impairment of collateral risk. Generally, when interest rates rise, the prices of fixed income securities fall, however, securities or loans with floating interest rates can be less sensitive to interest rate changes, but they may decline in value if their interest rates do not rise as much as interest rates in general. Limited liquidity will affect the ability of the fund to purchase or sell floating rate loans and have a negative impact on fund performance. The floating rate loans and securities in which the fund invests are lower-rated (non-investment grade) and are more likely to experience a default, which results in more volatile prices and more risk to principal and income than investment grade loans or securities.

The RiverSource Income Builder, Portfolio Builder and Retirement Plus funds are “funds of funds” comprised of holdings in several different RiverSource, Seligman, and Threadneedle funds, which may include small-cap, mid-cap, large-cap, money market, international, bond and/or sector funds. Each of the underlying funds in which the portfolio invests has its own investment risks, and those risks can affect the value of each portfolio’s shares and investments. The fund manager has a potential conflict of interest in selecting underlying funds because the fees paid to it by some underlying funds might be higher than those paid by other funds. However, the investment manager acts as a fiduciary to the Funds and is legally obligated to act in the Funds’ best interest when selecting underlying funds. The date in each RiverSource Retirement Plus Fund name refers to the approximate year an investor in the fund would plan to retire or to begin withdrawing portions of his or her investment. The Fund will continue to be actively managed for a period of time after the retirement date until a static allocation is obtained. An investment in the Fund is not guaranteed at any time, and you could experience loss of principal before, at, or after, the target date. There is no guarantee that the Fund will provide adequate income at and through retirement.

Each of the underlying ETFs in which each Seligman TargETFund invests has its own investment risks, and those risks can affect the value of each portfolio's shares and investments. This may include small-cap, mid-cap, large-cap, international, bond and/or sector risks. See each fund's prospectus for more information on the risks that are associated with the underlying ETFs. The date in the Fund name refers to the approximate year an investor in the fund would plan to retire or to begin withdrawing portions or his or her investment for retirement or other investment goal. In each fund's target year, the Fund is combined with the TargETFund Core, and shareholders of the Fund automatically become shareholders of TargETFund Core. An investment in the Fund is not guaranteed at any time, and you could experience loss of principal before, at, or after, the target date. There is no guarantee that the Fund will provide adequate income at and through retirement.

Investment products are not federally or FDIC-insured, are not deposits or obligations of, or guaranteed by any financial institution, and involve investment risks including possible loss of principal and fluctuation in value.

This information is for use with concurrent or prior delivery of a fund prospectus. With respect to mutual funds and Tri-Continental Corporation, investors should consider the investment objectives, risks, charges and expenses of a mutual fund carefully before investing. To learn more about this and other important information about each fund, download a free prospectus. The prospectus should be read carefully before investing.

RiverSource®, Seligman® and Threadneedle® mutual funds are distributed by Columbia Management Investment Distributors, Inc. (formerly known as RiverSource Fund Distributors, Inc.), member FINRA and managed by Columbia Management Investment Advisers, LLC (formerly known as RiverSource Investments, LLC). Threadneedle mutual funds are subadvised by Threadneedle International Limited, an affiliate of Columbia Management. Seligman is an offering brand of Columbia Management.

Investors should consider the investment objectives, risks, charges, and expenses of the RiverSource LaSalle International Real Estate Fund and Seligman Premium Technology Growth Fund carefully before investing. To obtain each Fund’s most recent periodic reports and other regulatory filings, contact your financial advisor or download reports here. These reports and other filings can also be found on the Securities and Exchange Commission’s EDGAR Database. You should read these reports and other filings carefully before investing.

Tri-Continental, RiverSource LaSalle International Real Estate Fund and Seligman Premium Technology Growth Fund are managed by Columbia Management Investment Advisers, LLC (formerly known as RiverSource Investments, LLC). This material is distributed by Columbia Management Investment Distributors, Inc. (formerly known as RiverSource Fund Distributors, Inc.), member FINRA.

Not all products and all share classes are available through all firms.