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ivmhd1407 - Prudential

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					Prudential Short-Term Corporate Bond Fund, Inc. Holdings

Fund Holdings as of 2/29/2012

Holdings are unaudited and subject to change. Please refer to the Fund's annual report for audited holdings information. This is
not a recommendation to buy or sell any security listed.

Source: Bank of New York. Holdings are provided to Prudential Financial by the custodian bank, Bank of New York,
and Prudential Financial is not responsible for any errors or omissions related to the holdings data.

Consider a fund's investment objectives, risks, charges, and expenses carefully before investing. The prospectus and summary
prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or
summary prospectus link on the previous page. Read it carefully before investing.

Mutual funds are distributed by Prudential Investment Management Services, LLC, a Prudential Financial company and membe
SIPC.

0202100-00001-00 Ed. 5/2011

Security ID#                                                          Ticker   Coupon   Maturity
                 Security Description                                                                Shares
(CUSIP/SEDOL)                                                         Symbol   Rate     Date
74499S9A1        Prudential Core Investment Fund- Taxable Money Mkt              0.20   12/31/2049   80,879,723
36962G5H3        General Elec Cap Corp 3.35% Ser Mtn                             3.35   10/17/2016   44,558,000
38143USC6        Goldman Sachs Group Inc 3.625%                                  3.62    2/7/2016    43,000,000
172967EQ0        Citigroup Inc 5.5%                                              5.50    4/11/2013   38,815,000
14912L4X6        Caterpillar Financial Se 2.05%                                  2.05    8/1/2016    36,150,000
0258M0DA4        AMER Express Credit Co 2.75%                                    2.75    9/15/2015   35,871,000
46625HBV1        JP Morgan Chase 5.125                                           5.12    9/15/2014   34,861,000
03523TBG2        Anheuser-busch Inbev Wor 5.375% Ser Wi                          5.37   11/15/2014   33,000,000
172967CQ2        Citigroup Inc 5.00% Series Wi                                   5.00    9/15/2014   35,280,000
06051GEB1        BANK Of America Corp 4.500%                                     4.50    4/1/2015    32,165,000
00206RAV4        AT&T Inc 2.5%                                                   2.50    8/15/2015   29,840,000
172967FD8        Citigroup Inc 4.75%                                             4.75    5/19/2015   29,925,000
46625HHX1        Jpmorgan Chase & Co 3.45%                                       3.45    3/1/2016    30,000,000
278865AK6        Ecolab Inc 3%                                                   3.00    12/8/2016   29,965,000
767201AF3        RIO Tinto Finance 8.95%                                         8.95    5/1/2014    26,975,000
78573AAB6        Sabmiller Holdings Inc 2.45% Ser 144a                           2.45    1/15/2017   30,990,000
949746CR0        Wells Fargo & Co 5                                              5.00   11/15/2014   29,200,000
92343VBD5        Verizon Communications 2%                                       2.00    11/1/2016   29,575,000
459200GX3        IBM Corp 1.95%                                                  1.95    7/22/2016   29,165,000
07387JAE6        BEAR Stearns Commercial Mortgage Flt                            5.71    9/11/2038   26,065,000
06051GEK1        BANK Of America Corp 3.75% Ser 1                                3.75    7/12/2016   30,000,000
46625HJA9        Jpmorgan Chase & Co 3.15%                                       3.15    7/5/2016    28,725,000
031162BF6        Amgen Inc 2.3%                                                  2.30    6/15/2016   27,975,000
00206RBC5        AT&T Inc 1.6%                                                   1.60    2/15/2017   27,100,000
125896BH2        CMS Energy Corp 2.75%                                           2.75    5/15/2014   27,600,000
46625YNC3        Jpmcc 2005-ldp2 A4 4.738                                        4.73    7/15/2042   25,000,000
61747YCF0   Morgan Stanley 6.0%                      6.00   5/13/2014    25,614,000
03938LAW4   Arcelormittal 4.50%                      4.50   2/25/2017    26,370,000
125896BF6   CMS Energy Corp 4.25%                    4.25   9/30/2015    25,144,000
641423BK3   Nevada Power Co 5.875% Series L          5.87   1/15/2015    23,350,000
883556BA9   Thermo Fisher Scientific 2.25%           2.25   8/15/2016    24,450,000
89153VAA7   Total Capital Intl Sa 1.5%               1.50   2/17/2017    25,245,000
63946BAB6   Nbcuniversal Media Llc 3.65%             3.65   4/30/2015    22,785,000
46625HHP8   Jpmorgan Chase & Co 3.7%                 3.70   1/20/2015    23,175,000
53947MAA4   Lloyd's Tsb Bank 4.375% Ser 144a         4.37   1/12/2015    23,900,000
172967FS5   Citigroup Inc 3.953                      3.95   6/15/2016    24,000,000
25459HAY1   Directv Hldg/fin Inc 3.5%                3.50    3/1/2016    22,950,000
260543CA9   DOW Chemical Co/the 5.9%                 5.90   2/15/2015    21,120,000
98417EAD2   Xstrata Canada Fin Corp 2.85% Ser 144a   2.85   11/10/2014   23,375,000
19416QDX5   Colgate-palmolive Co 1.3% Ser Mtn        1.30   1/15/2017    23,375,000
2254C0TC1   Credit Suisse/new York Ny 5.0000%        5.00   5/15/2013    22,636,000
032511AX5   Anadarko Petroleum Corp 5.95%            5.95   9/15/2016    19,800,000
94974BEZ9   Wells Fargo & Company 2.625%             2.62   12/15/2016   22,325,000
693476BM4   PNC Funding Corp 2.7                     2.70   9/19/2016    21,950,000
0258M0DC0   American Express Credit 2.8% Ser Mtn     2.80   9/19/2016    21,050,000
38141EA74   Goldman Sachs Group Inc. 3.7%            3.70    8/1/2015    21,620,000
46625HAT7   JP Morgan Chase 5.75                     5.75    1/2/2013    20,437,000
61747YCT0   Morgan Stanley 3.45%                     3.45   11/2/2015    22,000,000
260543BW2   DOW Chemical Company 7.600%              7.60   5/15/2014    19,083,000
233851AG9   Daimler Finance Na Llc 1.875% Ser144a    1.87   9/15/2014    20,550,000
20030NAB7   Comcast Cable 6.50%                      6.50   1/15/2015    17,855,000
14040HAX3   Capital One Financial Co 3.15%           3.15   7/15/2016    20,250,000
125509BR9   Cigna Corp 2.75%                         2.75   11/15/2016   20,415,000
46625HHR4   Jpmorgan Chase & Co 3.4%                 3.40   6/24/2015    20,000,000
375558AT0   Gilead Sciences Inc 3.05%                3.05   12/1/2016    19,700,000
36962G4X9   General Elec Cap Corp 2.1%               2.10    1/7/2014    20,000,000
842587CH8   Southern Co 1.95%                        1.95    9/1/2016    20,455,000
98419MAC4   Xylem Inc 3.55% Ser 144a                 3.55   9/20/2016    20,030,000
92343VAY0   Verizon Communications 3                 3.00    4/1/2016    19,250,000
91159HHB9   US Bancorp 2.2%                          2.20   11/15/2016   20,200,000
437076AP7   HOME Depot Inc 5.4%                      5.40    3/1/2016    17,406,000
4521518V8   Illinois State 4.421%                    4.42    1/1/2015    19,000,000
617451FL8   MSC 06-hq8 A4                            5.59   3/12/2044    17,999,000
02364WBC8   America Movil Sab De Cv 2.375%           2.37    9/8/2016    19,770,000
05565QBN7   BP Capital Markets Plc 3.125%            3.12   10/1/2015    18,520,000
06051GEG0   BANK Of America Corp 3.625% Ser Mtn      3.62   3/17/2016    20,000,000
44328MAJ3   HSBC Bank Plc 2.0% Ser144a               2.00   1/19/2014    19,000,000
264399EQ5   DUKE Energy Corp 6.3%                    6.30    2/1/2014    17,850,000
92344SAP5   Cellco Part/veri Wireless 5.55% Ser Wi   5.55    2/1/2014    18,100,000
88732JAQ1   TIME Warner Cable Inc 8.2500%            8.25   2/14/2014    17,095,000
88165FAC6   TEVA Pharmaceut Fin Bv 2.4%             2.40    11/10/2016   18,420,000
918204AS7   VF Corp 5.95%                           5.95    11/1/2017    15,915,000
064255AD4   BK Tokyo-mitsubishi Ufj 2.45 144a       2.45    9/11/2015    18,500,000
060505BS2   BANK Of America Corp 4.75%              4.75     8/1/2015    17,925,000
05565QBF4   BP Capital Markets Plc 5.25             5.25    11/7/2013    17,610,000
126650BT6   CVS Caremark 3.25%                      3.25    5/18/2015    17,500,000
14170TAF8   Carefusion Corporation 5.125%           5.12     8/1/2014    16,475,000
02209SAC7   Altria Group Inc 8.5000%                8.50    11/10/2013   15,800,000
36962GP65   General Elec Cap Corp 4.875%            4.87     3/4/2015    16,700,000
61747YCL7   Morgan Stanley Ms 4.1                   4.10    1/26/2015    18,345,000
50188FAB1   LG&E & Ku Energy Llc 2.125% Ser Wi      2.12    11/15/2015   17,800,000
92553PAE2   Viacom Inc 4.375%                       4.37    9/15/2014    16,850,000
949746QU8   Wells Fargo & Company 3.676%            3.67    6/15/2016    16,650,000
984121BZ5   Xerox Corporation 4.25%                 4.25    2/15/2015    16,135,000
92769VAA7   Virgin Media Finance Plc 9.5%           9.50    8/15/2016    15,000,000
674599CB9   Occidental Petroleum Cor 1.75%          1.75    2/15/2017    17,285,000
50075NAQ7   Kraft Foods Inc 6.0%                    6.00    2/11/2013    16,685,000
36962G4C5   General Electric Cap Corp 5.9%          5.90    5/13/2014    16,000,000
02209SAG8   Altria Group 7.5%                       7.75     2/6/2014    15,150,000
0258M0CY3   American Express Credit Corp 7.3000%    7.30    8/20/2013    15,800,000
00206RAY8   AT&T Inc 2.4%                           2.40    8/15/2016    16,925,000
055451AK4   BHP Billiton Fin Usa Ltd 1.875%         1.87    11/21/2016   17,250,000
05565QBT4   BP Capital Markets Plc 2.248%           2.24    11/1/2016    16,600,000
064159AM8   BANK Of Nova Scotia 2.55%               2.55    1/12/2017    17,100,000
172967FH9   Citigroup Inc 4.587%                    4.58    12/15/2015   16,190,000
126650BE9   CVS Corp 6.125%                         6.12    8/15/2016    14,476,000
25459HAL9   Directv Holdings 4.75% W/i              4.75    10/1/2014    15,685,000
24422ERC5   JOHN Deere Capital Corp 2.25%           2.25     6/7/2016    16,340,000
36962G3T9   General Electric Capital Corp 4.8000%   4.80     5/1/2013    16,000,000
416515AY0   Hartford Finl Svcs Grp 4.0%             4.00    3/30/2015    16,425,000
50075NAL8   Kraft Foods Inc 5.25                    5.25    10/1/2013    15,750,000
552953BE0   MGM Mirage Inc 13%                      13.00   11/15/2013   14,153,000
6174467N3   Morgan Stanley 4.0%                     4.00    7/24/2015    17,000,000
931142CX9   Wal-mart Stores Inc 1.5%                1.50    10/25/2015   16,530,000
69362BAX0   PSEG Power Llc 2.75%                    2.75    9/15/2016    16,085,000
78010XAD3   Royal Bk Of Scotland Plc 3.4% Ser 2     3.40    8/23/2013    16,125,000
652478BX5   NEWS America Holdings 8.00%             8.00    10/17/2016   12,865,000
6174466Q7   Morgan Stanley 6.625%                   6.62     4/1/2018    15,000,000
52108H5X8   Lbubs 2005-c3 A5 4.739%                 4.73    7/15/2030    15,000,000
494550BG0   Kinder Morgan Ener Part 3.5%            3.50     3/1/2016    14,961,000
38141GEA8   Goldman Sachs Group 5.125%              5.12    1/15/2015    15,000,000
38143UAB7   Goldman Sachs 5.15                      5.15    1/15/2014    15,259,000
30277MAA2   FUEL Trust 4.207% Ser 144a              4.20    4/15/2016    15,695,000
06406HBQ1   BANK Of New York Mellon 2.95%           2.95    6/18/2015    15,000,000
06406HCC1   BANK Of New York Mellon 1.2%            1.20   2/20/2015    15,990,000
00206RAW2   AT&T Inc 2.95%                          2.95   5/15/2016    15,420,000
02666QJ53   American Honda Finance 1.85% Ser 144a   1.85   9/19/2014    15,000,000
060505AX2   BANK Of America 4.875                   4.87   1/15/2013    15,000,000
07388QAC3   Bscms 2007-pw17 A3 5.736%               5.73   6/11/2050    15,000,000
233851AA2   Daimler Finance Na Llc 1.95% Ser 144a   1.95   3/28/2014    15,000,000
233851AJ3   Daimler Finance Na Llc 2.3% Ser 144a    2.30    1/9/2015    15,375,000
13342BAG0   Cameron Intl Corp Floater               1.45    6/2/2014    15,425,000
26441CAG0   DUKE Energy Corp 2.15%                  2.15   11/15/2016   15,080,000
29268BAD3   ENEL Finance International Sa 3.875%    3.87   10/7/2014    15,080,000
428236BN2   Hewlett-packard Co 2.35%                2.35   3/15/2015    15,000,000
459200HC8   IBM Corp 1.25%                          1.25    2/6/2017    15,300,000
46625YUA9   Jpmcc 2005-ldp4 4.918%                  4.91   10/15/2042   14,000,000
59018YM40   Merrill Lynch 5.45%                     5.45    2/5/2013    15,220,000
655664AM2   Nordstrom Inc 6.75%                     6.75    6/1/2014    13,433,000
893830BA6   Transocean Inc 5.05%                    5.05   12/15/2016   14,050,000
81211KAJ9   Sealed Air Corp 5.625% 144a             5.62   7/15/2013    15,000,000
694308GP6   Pacific Gas & Electric 6.25%            6.25   12/1/2013    13,500,000
92976WBJ4   Wachovia Corp 5.5%                      5.50    5/1/2013    14,100,000
53217VAD1   LIFE Technologies Corp 3.5%             3.50   1/15/2016    14,150,000
314275AA6   Macys Retail Holdings 5.90%             5.90   12/1/2016    12,789,000
124857AB9   CBS Corp 8.2%                           8.20   5/15/2014    12,728,000
191216AU4   Coca-cola Co/the 1.8% Ser Wi            1.80    9/1/2016    14,600,000
055451AP3   BHP Billiton Fin Usa Ltd 1.625%         1.62   2/24/2017    14,645,000
075887BB4   Becton Dickinson 1.75%                  1.75   11/8/2016    13,915,000
00084DAE0   ABN Amro Bank Nv 4.25% Ser 144a         4.25    2/2/2017    13,775,000
582839AD8   MEAD Johnson Nutrition 3.5%             3.50   11/1/2014    13,335,000
92976GAD3   Wachovia Bank Na 4.875                  4.87    2/1/2015    12,680,000
94973VAQ0   Wellpoint Inc. 6%                       6.00   2/15/2014    12,833,000
718172AJ8   Philip Morris Intl Inc 2.5%             2.50   5/16/2016    13,250,000
803111AQ6   SARA Lee Corp 3.875                     3.87   6/15/2013    13,405,000
887317AJ4   TIME Warner Inc 3.15%                   3.15   7/15/2015    13,200,000
87938WAN3   Telefonica Emisiones Sau 3.992%         3.99   2/16/2016    13,780,000
87927VAE8   Telecom Italia 5.25%                    5.25   11/15/2013   13,735,000
46623ECT4   Jpmorgan Chase & Co 5.375%              5.37   1/15/2014    12,415,000
44328MAL8   HSBC Bank Plc 3.1% Ser144a              3.10   5/24/2016    13,200,000
44106MAF9   Hospitality Prop Trust 6.75%            6.75   2/15/2013    13,000,000
38141EA33   Goldman Sachs Group Inc 6%              6.00    5/1/2014    12,500,000
23305YBB4   Dbubs 2011-lc3a A2 3.642%               3.64   8/10/2044    12,500,000
25243YAN9   Diageo Plc 7.375%                       7.37   1/15/2014    12,195,000
2515A0NY5   Deutsche Bank Ag London 4.875%          4.87   5/20/2013    12,500,000
2027A0DH9   COM Bk Australia 3.75                   3.75   10/15/2014   12,445,000
14040HAL9   Capital One Finl 5.25                   5.25   2/21/2017    11,913,000
060505CS1   BANK Of America Corp 5.625%             5.62   10/14/2016   12,304,000
460146CA9   International Paper Co 7.95%              7.95   6/15/2018    10,026,000
450912AC4   Starwood Hotels& Resorts 7.375%           7.37   11/15/2015   10,890,000
313305AA2   Fedex Corp 2012 Pass Ts 2.625% Ser 144a   2.62   1/15/2018    12,375,000
30161NAD3   Exelon Corp 4.9%                          4.90   6/15/2015    11,718,000
302182AC4   Express Scripts Inc 5.250%                5.25   6/15/2012    12,750,000
58405UAE2   Medco Health Solutions 6.125%             6.12   3/15/2013    11,782,000
713448BT4   Pepsico Inc 2.5%                          2.50   5/10/2016    12,000,000
78442FAQ1   SLM Corp 5% Ser Mtna                      5.00   4/15/2015    12,310,000
761713AU0   Reynolds American Inc 6.75%               6.75   6/15/2017    10,400,000
6832348Y7   Ontario (province Of) 2.7%                2.70   6/16/2015    11,500,000
98310WAH1   Wyndham Worldwide 2.95%                   2.95    3/1/2017    12,000,000
92978NAC8   Wbcmt 07-c33 A3 5.90247%                  6.09   2/15/2051    11,193,000
92857WAT7   Vodafone Group Plc 4.15%                  4.15   6/10/2014    10,976,000
46625HAX8   Jpmorgan Chase + Co 5.2500%               5.25    5/1/2015    11,000,000
44328MAB0   HSBC Bank Plc 3.5% Ser144a                3.50   6/28/2015    11,893,000
055451AG3   BHP Billiton Fin Usa Ltd 5.5%             5.50    4/1/2014    10,900,000
00206RAP7   AT&T Inc 6.7000%                          6.70   11/15/2013   10,800,000
120568AH3   Bunge Limited Finance Co 5.875%           5.87   5/15/2013    11,325,000
24422ERL5   JOHN Deere Capital Corp 2% Ser Mtn        2.00   1/13/2017    11,475,000
24668PAC1   Delhaize Group 5.875%                     5.87    2/1/2014    11,263,000
202795HH6   Commonwealth Edison 4.7%                  4.70   4/15/2015    10,000,000
222862AH7   Coventry Health Care 6.3%                 6.30   8/15/2014    10,575,000
14040HAS4   Capital One Financial Co 7.375%           7.37   5/23/2014    10,409,000
172967EU1   Citigroup Inc 6.5000%                     6.50   8/19/2013    10,915,000
002824AX8   Abbott Laboratories 2.7%                  2.70   5/27/2015    11,040,000
00084DAA8   ABN Amro Bank Nv 3.0% Ser144a             3.00   1/31/2014    11,150,000
07387MAE9   Bscms 2006-pw11 A4                        5.61   3/11/2039    10,000,000
09062XAA1   Biogen Idec Inc 6%                        6.00    3/1/2013    10,870,000
45074GAA8   Iberdrola Fin Ireland 3.8%                3.80   9/11/2014    11,025,000
437076AR3   HOME Depot 5.25%                          5.25   12/16/2013   10,280,000
36828QRY4   Gecmc 2006-c1 A4                          5.50   3/10/2044    10,000,000
38141GDK7   Goldman Sachs 4.75                        4.75   7/15/2013    11,000,000
314275AB4   Federated Retail Holding 5.35%            5.35   3/15/2012    11,445,000
302154AV1   Export-import Bk Korea 4.125%             4.12    9/9/2015    11,000,000
35671DAW5   Freeport-mcmoran C & G 2.15%              2.15    3/1/2017    11,150,000
362332AE8   GSMS 2006-gg8 A4 5.56%                    5.56   11/10/2039   10,000,000
27876GAY4   Echostar Dbs Corp 6.625%                  6.62   10/1/2014    10,400,000
50075NBB9   Kraft Foods Inc 4.125%                    4.12    2/9/2016    10,250,000
59022KAD7   MLMT 2006-c2 A4 5.742%                    5.74   8/12/2043    10,000,000
92976VAE8   Wbcmt 06-c25 Fltr                         5.73   5/15/2043    10,000,000
92976GAB7   Wachovia Bank Na 4.8                      4.80   11/1/2014    10,700,000
94106LAX7   Waste Management Inc 2.6                  2.60    9/1/2016    11,133,000
71645WAU5   Petrobras Intl Fin Co 3.5%                3.50    2/6/2017    11,405,000
881575AE4   Tesco Plc 2.0% Ser144a                    2.00   12/5/2014    11,350,000
87938WAK9   Telfonica Emisiones Sau 2.582%           2.58   4/26/2013    10,700,000
883556AY8   Thermo Fisher Scientific 3.2%            3.20    3/1/2016    9,910,000
66989HAC2   Novartis Capital Corp 2.9%               2.90   4/24/2015    10,000,000
78010XAC5   Royal Bk Scotlnd 4.875000                4.87   3/16/2015    10,000,000
742718DV8   Procter & Gamble Co/the 1.45%            1.45   8/15/2016    10,625,000
755111BS9   Raytheon Co 1.625000                     1.62   10/15/2015   10,305,000
984121BY8   Xerox Corp 8.2500%                       8.25   5/15/2014    9,280,000
92344SAJ9   Cellco Part/verizon Wireless 7.375%      7.37   11/15/2013   9,350,000
585055AR7   Medtronic Inc 3.00%                      3.00   3/15/2015    9,770,000
571903AE3   Marriott Intl 4.625%                     4.62   6/15/2012    10,700,000
501044CL3   Kroger Co/the 7.5000%                    7.50   1/15/2014    9,385,000
35177PAV9   France Telecom 2.75%                     2.75   9/14/2016    10,225,000
36962G4T8   General Elec Cap Corp 2.25%              2.25   11/9/2015    10,500,000
36962G5N0   General Elec Cap Corp 2.9%               2.90    1/9/2017    10,250,000
428236AV5   Hewlett-packard Co 4.75%                 4.75    6/2/2014    10,000,000
42809HAA5   HESS Corp 7.0%                           7.00   2/15/2014    9,680,000
101137AB3   Boston Scientific 5.45%                  5.45   6/15/2014    9,870,000
101137AJ6   Boston Scientific Corp 4.500%            4.50   1/15/2015    9,850,000
080555AH8   BELO Corp 6.75%                          6.75   5/30/2013    10,000,000
06849TAA6   Barrick Gold Financeco 6.125%            6.12   9/15/2013    10,130,000
03938LAC8   Arcelormittal 5.375%                     5.37    6/1/2013    10,300,000
032511BD8   Anadarko Petroleum Corp 7.625%           7.62   3/15/2014    9,500,000
156700AQ9   Centurylink Inc 5.15                     5.15   6/15/2017    10,450,000
17311QBG4   Cgcmt 2007-c6 A3 5.886846%               5.88   12/10/2049   10,000,000
202795HX1   Commonwealth Edison 1.95%                1.95    9/1/2016    10,325,000
25156PAK9   Deutsche Telekom Int Fin 5.875%          5.87   8/20/2013    10,001,000
25179MAG8   Devon Energy Corporation 5.625%          5.62   1/15/2014    9,843,000
25746UBN8   Dominion Resources Inc 1.95%             1.95   8/15/2016    10,100,000
25156PAQ6   Deutche Telekom Int Fin 2.25% Ser144a    2.25    3/6/2017    10,425,000
22238HGQ7   Countrywide Financial Corp 5.80%         5.80    6/7/2012    10,182,000
235851AL6   Danaher Corp 2.3%                        2.30   6/23/2016    9,475,000
141781BA1   Cargill Inc 1.9% Ser 144a                1.90    3/1/2017    10,100,000
125581GE2   CIT Group Inc 4.75% Ser 144a             4.75   2/15/2015    10,000,000
126307AA5   CSC Holdings Llc 8.500%                  8.50   4/15/2014    9,000,000
032511BH9   Anadarko Petroleum Corp 6.375%           6.37   9/15/2017    8,445,000
026874CB1   American Intl Group 4.875%               4.87   9/15/2016    9,375,000
02666QF32   American Honda Finance 2.375% Ser 144a   2.37   3/18/2013    10,000,000
038521AD2   Aramark Corporation 8.5%                 8.50    2/1/2015    10,000,000
05565QBH0   BP Capital Markets Plc 3.875%            3.87   3/10/2015    9,313,000
06051GED7   BANK Of America 3.7%                     3.70    9/1/2015    9,780,000
459284AA3   International Cce Inc 2.125%             2.12   9/15/2015    10,000,000
36962G4H4   General Electric Cap Corp 2.800%         2.80    1/8/2013    10,000,000
302182AD2   Express Scripts Inc 6.250%               6.25   6/15/2014    8,812,000
500630BU1   Korea Development Bank 3.875%            3.87    5/4/2017    9,500,000
59217EBZ6   MET Life Glob Funding 2.875               2.87   9/17/2012    10,000,000
592179JG1   MET Life Glob Funding 5.125%              5.12   4/10/2013    9,500,000
61747YCE3   Morgan Stanley 6%                         6.00   4/28/2015    9,590,000
61747YDD4   Morgan Stanley 3.8%                       3.80   4/29/2016    10,000,000
61748AAE6   Morgan Stanley 4.75                       4.75    4/1/2014    10,000,000
6325C0AZ4   National Australia Bank 2.5%              2.50    1/8/2013    10,000,000
902973AV8   US Bancorp 3.442%                         3.44    2/1/2016    10,000,000
928670AC2   Volkswagen Intl Fin Nv 1.625% 144a        1.62   8/12/2013    10,000,000
74913GAW5   Qwest Corp 8.375%                         8.37    5/1/2016    8,679,000
88579YAD3   3M Company 1.375                          1.37   9/29/2016    10,000,000
78442FEM6   SLM Corp 6% Ser Mtn                       6.00   1/25/2017    9,565,000
80105NAD7   Sanofi-aventis 2.625%                     2.62   3/29/2016    9,380,000
853254AG5   Standard Chartered Plc 3.2% Ser144a       3.20   5/12/2016    10,000,000
865622AD6   Sumitomo Mitsui Banking 2.15%             2.15   7/22/2013    9,500,000
80685PAC2   Schlumberger Norge As 1.95% Series 144a   1.95   9/14/2016    9,210,000
87927VAL2   Telecom Italia Capital 4.95%              4.95   9/30/2014    9,192,000
69362BAV4   PSEG Power Llc 2.5%                       2.50   4/15/2013    9,190,000
78442FAB4   SLM Corp 5.125%                           5.12   8/27/2012    9,420,000
78387GAL7   SBC Communicatio 5.625                    5.62   6/15/2016    8,000,000
666807BC5   Northrop Grumman Corp 1.85%               1.85   11/15/2015   9,450,000
708160BY1   Penney (jc) Co 9                          9.00    8/1/2012    8,975,000
92553PAH5   Viacom Inc 2.5%                           2.50   12/15/2016   9,025,000
92553PAK8   Viacom Inc 1.25%                          1.25   2/27/2015    9,250,000
92658TAM0   Videotron Ltee 9.125%                     9.12   4/15/2018    8,700,000
577778BS1   Macy's Retail Hldgs Inc 5.75%             5.75   7/15/2014    8,471,000
29078EAB1   Embarq Corp 7.082%                        7.08    6/1/2016    8,480,000
26138EAL3   DR Pepper Snapple Group 2.35%             2.35   12/21/2012   9,250,000
404280AB5   HSBC Holding Plc 5.25                     5.25   12/12/2012   8,997,000
41283LAA3   Harley-davidson Finl Se 3.875% Ser 144a   3.87   3/15/2016    9,100,000
06051GDW6   BANK Of America 4.9%                      4.90    5/1/2013    9,100,000
053332AK8   Autozone Inc 5.750%                       5.75   1/15/2015    8,424,000
02580ECN1   American Express Bk Fsb 5.5%              5.50   4/16/2013    9,000,000
097023AY1   Boeing Co 3.50%                           3.50   2/15/2015    8,835,000
15135UAB5   Cenovus Energy Inc 4.5%                   4.50   9/15/2014    8,875,000
24702RAH4   DELL Inc 3.375%                           3.37   6/15/2012    9,000,000
247361ZH4   Delta Air Lines 2010-2a 4.95%             4.95   5/23/2019    8,402,614
172967FW6   Citigroup Inc 4.45%                       4.45   1/10/2017    8,415,000
12513YAC4   Citi/deutsche Bank Comm Mrtg 5.205%       5.20   12/11/2049   8,671,087
013716AS4   Alcan Inc 4.5                             4.50   5/15/2013    8,200,000
05523UAG5   BAE Systems Holdings Inc 4.95% Ser 144a   4.95    6/1/2014    8,500,000
05565QBQ0   BP Capital Markets Plc 3.2%               3.20   3/11/2016    8,375,000
03939RAB6   ARCH Western 6.75%                        6.75    7/1/2013    8,969,000
428236BU6   Hewlett-packard Co 3.3%                   3.30   12/9/2016    8,126,000
302570BJ4   FPL Group Captl 2.6%                      2.60    9/1/2015    8,300,000
36246LAB7   GSMS 2007-gg10 A2 5.778                   5.77    8/10/2045    8,477,089
59156RAW8   Metlife Inc 2.375%                        2.37     2/6/2014    8,730,000
53117CAH5   Liberty Property Lp 5.65%                 5.65    8/15/2014    7,955,000
544152AD3   Lorillard Tobacco Co 3.5%                 3.50     8/4/2016    8,455,000
55448QAH9   Mack-cali Realty L.p. 4.6%                4.60    6/15/2013    8,495,000
96950FAB0   Williams Partners Lp 3.8%                 3.80    2/15/2015    8,300,000
816851AQ2   Sempra Energy 2%                          2.00    3/15/2014    8,710,000
784635AL8   SPX Corp 7.625%                           7.62    12/15/2014   7,850,000
863667AC5   Stryker Corp 2%                           2.00    9/30/2016    8,085,000
872540AN9   TJX Cos Inc 4.200%                        4.20    8/15/2015    7,140,000
718172AB5   Philip Morris International Inc 4.8750%   4.87    5/16/2013    7,500,000
74913GAN5   Qwest Corporation Fltr                    3.79    6/15/2013    8,000,000
94106LAP4   Waste Management Inc 6.375% Series 144a   6.37    11/15/2012   7,730,000
92978MAB2   Wbcmt 2006-c28 A2 5.5%                    5.50    10/15/2048   8,067,405
929903AJ1   Wachovia Corp 5.25                        5.25     8/1/2014    7,650,000
55312TAB9   Mlcfc 2007-6 A2 5.331                     5.33    3/12/2051    7,727,879
534187AV1   Lincoln National Corp 5.65%               5.65    8/27/2012    7,800,000
46631BAB1   Jpmcc 07-ld11 A2                          5.80    6/15/2049    7,765,878
591324AJ7   Metals Usa 11.125%                        11.12   12/1/2015    7,600,000
617446HR3   Morgan Stanley 5.3%                       5.30     3/1/2013    7,810,000
62947QAK4   NXP Bv/nxp Funding Llc 9.75% Ser144a      9.75     8/1/2018    7,000,000
65557CAA1   Nordea Bank Ab 3.7% 144a                  3.70    11/13/2014   7,900,000
63946BAC4   Nbcuniversal Media Llc 2.875%             2.87     4/1/2016    7,937,000
63946BAA8   Nbcuniversal Media Llc 2.1%               2.10     4/1/2014    7,830,000
316773CK4   Fifth Third Bancorp 3.625%                3.62    1/25/2016    7,565,000
29379VAE3   Enterprise Products Operating 4.6%        4.60     8/1/2012    8,075,000
29078EAC9   Embarq Corp 6.738                         6.73     6/1/2013    7,365,000
29364GAG8   Entergy Corp 4.7%                         4.70    1/15/2017    7,460,000
41283LAB1   Harley-davidson Finl Ser 2.7% Ser 144a    2.70    3/15/2017    8,210,000
372917AQ7   Genzyme Corp 3.625% Ser Wi                3.62    6/15/2015    7,200,000
0258M0CZ0   AMER Express Credit Co 5.125%             5.12    8/25/2014    7,400,000
12673PAB1   CA Inc 6.125%                             6.12    12/1/2014    7,000,000
13063A5B6   California St 5.25%                       5.25     4/1/2014    7,750,000
189054AP4   Clorox 5.45%                              5.45    10/15/2012   8,079,000
14149YAP3   Cardinal Health Inc 5.65%                 5.65    6/15/2012    7,865,000
151020AD6   Celgene Corp 2.45%                        2.45    10/15/2015   6,840,000
136375BH4   Canadian Nat'l Railways 4.4%              4.40    3/15/2013    7,150,000
237194AF2   Darden Restauran 5.625%                   5.62    10/15/2012   7,180,000
210805CK1   Contl Airlines 1998-3 6.82% Ser 983a      6.82     5/1/2018    6,921,182
02364WAU9   America Movil Sa 3.625% Ser Wi            3.62    3/30/2015    7,200,000
00279VCA1   Abbey Natl Treasury Serv 3.875%           3.87    11/10/2014   7,250,000
031162BJ8   Amgen Inc 1.875%                          1.87    11/15/2014   7,000,000
035229CV3   Anheuser-busch Cos Llc 5.05%              5.05    10/15/2016   6,215,000
037389AV5   AON Corp 3.5%                             3.50    9/30/2015    7,315,000
05565QBL1   BP Capital Markets Plc 3.625%            3.62     5/8/2014    6,800,000
05523UAD2   BAE Systems Hldg 5.20% Series 144a       5.20    8/15/2015    7,000,000
044209AD6   Ashland Inc 9.125%                       9.12     6/1/2017    6,600,000
060505BD5   BANK Of America Corp 4.7500%             4.75    8/15/2013    7,000,000
06739FFZ9   Barclays Bk Plc 5.2%                     5.20    7/10/2014    7,050,000
449909AL4   ICI Wilmington Inc 5.6250%               5.62    12/1/2013    6,745,000
263534BY4   EI Du Pont De Nemour & C 3.25%           3.25    1/15/2015    6,670,000
268317AA2   Electricite De France 5.5%               5.50    1/26/2014    6,725,000
302182AF7   Express Scripts Inc 3.125%               3.12    5/15/2016    7,300,000
337738AK4   Fiserv Inc 3.125%                        3.12    6/15/2016    7,200,000
345397VQ3   FORD Motor Credit Co Llc 5.625%          5.62    9/15/2015    6,980,000
534187AZ2   Lincoln National Corp 4.3%               4.30    6/15/2015    7,135,000
97381WAC8   Windstream Corp 8.125%                   8.12     8/1/2013    7,000,000
92852EAK1   Vivendi 5.75%                            5.75     4/4/2013    6,800,000
91324PBS0   Unitedhealth Group Inc 1.875%            1.87    11/15/2016   7,350,000
73755LAE7   Potash Corp-saskatchewan 5.25%           5.25    5/15/2014    7,000,000
756109AF1   Realty Income Corp 5.5%                  5.50    11/15/2015   6,500,000
68233JAB0   Oncor Electric Delivery 5.950%           5.95     9/1/2013    7,100,000
67740QAC0   OHIO Nat Financial Srvs 6.35% Ser 144a   6.35     4/1/2013    6,840,000
693476BG7   PNC Funding Corp 4.25%                   4.25    9/21/2015    6,500,000
845437BG6   Southwestern Elec Power 4.9% Ser D       4.90     7/1/2015    6,811,000
832248AU2   Smithfield Foods 10%                     10.00   7/15/2014    6,500,000
801060AA2   Sanofi 1.2%                              1.20    9/30/2014    7,155,000
828807BW6   Simon Property Group Lp 5.25%            5.25    12/1/2016    5,800,000
85590AAM6   Starwood Hotels 7.875%                   7.87    10/15/2014   6,000,000
883203BP5   Textron Inc 6.2%                         6.20    3/15/2015    6,000,000
88732JAV0   TIME Warner Cable Inc 3.500%             3.50     2/1/2015    6,600,000
92343VAJ3   Verizon Communications 4.35%             4.35    2/15/2013    6,720,000
92345NAA8   Verizon Va Inc 4.625%                    4.62    3/15/2013    6,350,000
98372PAF5   XL Capital Ltd 5.25%                     5.25    9/15/2014    6,300,000
980888AC5   Woolworths Limited 2.55% Ser 144a        2.55    9/22/2015    6,810,000
984121CC5   Xerox Corp Floater                       1.31    5/16/2014    6,460,000
549271AE4   Lubrizol Corp 5.50%                      5.50    10/1/2014    5,860,000
5526E2AC3   MBNA Amer Bk Na 7.125                    7.12    11/15/2012   6,375,000
513075AV3   Lamar Media Corp 9.75%                   9.75     4/1/2014    6,000,000
59217GAC3   MET Life Glob Funding 2.5% Ser 144a      2.50    9/29/2015    6,645,000
581557AW5   Mckesson Corp 6.5%                       6.50    2/15/2014    5,910,000
26884AAW3   ERP Operating Lp 5.5%                    5.50    10/1/2012    6,810,000
09247XAD3   Blackrock Inc 3.5%                       3.50    12/10/2014   5,980,000
071813BD0   Baxter International Inc 1.85%           1.85    1/15/2017    6,765,000
03523TBL1   Anheuser-busch Inbev Wor 1.5%            1.50    7/14/2014    6,450,000
04044TAG1   Aristotle Holding Inc 2.1% Ser 144a      2.10    2/12/2015    6,675,000
026874BV8   American Intl Group 3.65                 3.65    1/15/2014    6,845,000
025537AE1   American Electric Power 5.25%            5.25     6/1/2015    5,800,000
02364WAF2   America Movil Sa 5.5%                     5.50     3/1/2014    6,350,000
205887BE1   Conagra Foods Inc 5.875%                  5.87    4/15/2014    6,000,000
147446AP3   CASE New Holland Inc 7.75%                7.75     9/1/2013    6,000,000
172967FE6   Citigroup Inc 6%                          6.00    12/13/2013   6,540,000
126650AL4   CVS Pass-through Trust 6.117% Ser 144a    6.11    1/10/2013    5,590,983
12502CAS0   Charter Communications 13.50%             13.50   11/30/2016   5,000,000
125581GA0   CIT Group Inc 7                           7.00     5/2/2017    6,000,000
233331AP2   DTE Energy Company Floater                1.22     6/3/2013    5,800,000
02003MBQ6   Allstate Lf Glb 5.375%                    5.37    4/30/2013    5,875,000
01959EAA6   Allied World Insurance 7.5%               7.50     8/1/2016    5,090,000
02209SAK9   Altria Group Inc 4.125%                   4.12    9/11/2015    5,430,000
03073EAD7   Amerisourceberge 5.625% Sereis Wi         5.62    9/15/2012    5,600,000
034863AA8   Anglo American Capital 9.375              9.37     4/8/2014    5,080,000
03938LAT1   Arcelormittal 3.75%                       3.75     3/1/2016    6,330,000
097014AN4   Boeing Capital Corp 2.125%                2.12    8/15/2016    5,520,000
292506AA0   Encana Hld Fin 5.8%                       5.80     5/1/2014    5,495,000
26882PBD3   ERAC Usa Finance Enterp 5.8%              5.80    10/15/2012   5,900,000
35177PAS6   France Telecom 4.375%                     4.37     7/8/2014    5,720,000
30251GAA5   FMG Resources Aug 2006 7% Ser 144a        7.00    11/1/2015    6,000,000
441060AD2   Hospira Inc 5.9                           5.90    6/15/2014    5,420,000
375558AR4   Gilead Sciences Inc 2.4%                  2.40    12/1/2014    5,840,000
423074AL7   HJ Heinz Co 2.0%                          2.00    9/12/2016    6,000,000
38141GDQ4   Goldman Sachs 5.25                        5.25    10/15/2013   5,830,000
608190AH7   Mohawk Industries Multi-coupon 6.875%     6.62    1/15/2016    5,239,000
571903AG8   Marriott International 6.375%             6.37    6/15/2017    5,000,000
629568AQ9   Nabors Industries Inc 6.15%               6.15    2/15/2018    5,150,000
466112AC3   JBS Usa Llc/jbs Usa Fina 11.625%          11.62    5/1/2014    5,000,000
500630BR8   Korea Development Bank 4.375%             4.37    8/10/2015    5,800,000
984121BS1   Xerox Corp 5.5%                           5.50    5/15/2012    5,664,000
92857WAG5   Vodafone Grp Plc 5%                       5.00    9/15/2015    5,175,000
88163VAC3   TEVA Pharmaceutical Finance Llc 5.5500%   5.55     2/1/2016    5,000,000
87927VAW8   Telecom Italia Capital 6.175%             6.17    6/18/2014    5,625,000
828807BP1   Simon Property Group Lp 5.75%             5.75    12/1/2015    5,088,000
78442FAG3   SLM Corp 5.375%                           5.37    1/15/2013    6,165,000
693476BK8   PNC Funding Corp 3%                       3.00    5/19/2014    5,575,000
77509NAH6   Rogers Cable Inc 6.25% 144a               6.25    6/15/2013    5,535,000
78010JCV2   Royal Bank Of Scotland 4.875%             4.87    8/25/2014    5,250,000
72650RAV4   Plains All Amer Pipeline 4.25%            4.25     9/1/2012    5,275,000
81180VAA1   Seagate Technology Intl 10.0% 144a        10.00    5/1/2014    4,836,000
828807CB1   Simon Property Group 6.75%                6.75    5/15/2014    4,975,000
87938WAF0   Telefonica Emisiones 5.855%               5.85     2/4/2013    5,000,000
87938WAJ2   Telefonica Sa 4.949%                      4.94    1/15/2015    5,275,000
87612EAN6   Target Corp 5.875%                        5.87    7/15/2016    4,300,000
92933DAA8   WEA Finance/wt Fin Aust 7.5% Ser 144a     7.50     6/2/2014    5,043,000
92976WBA3   Wachovia Corp 5.7% Ser Mtn                 5.70    8/1/2013    4,900,000
92976WBK1   Wachovia Corp Flt                          2.31    5/1/2013    5,000,000
980236AJ2   Woodside Finance Ltd 4.5% Ser144a          4.50   11/10/2014   4,800,000
947076AB1   Weatherford Intl Ltd 5.5%                  5.50   2/15/2016    4,850,000
961214BH5   Westpac Banking Corp 4.20%                 4.20   2/27/2015    5,000,000
50065LAA8   Korea National Oil Corp 5.375%             5.37   7/30/2014    5,000,000
52108H4S0   Lbubs 2005-c3 A3 4.647%                    4.64   7/15/2030    5,285,631
53079EAC8   Liberty Mut Group Inc 5.75% 144a           5.75   3/15/2014    4,955,000
559080AA4   Magellan Midstream Partn 6.45%             6.45    6/1/2014    5,000,000
629527AU6   Nabisco Inc 7.55%                          7.55   6/15/2015    4,393,000
61747YCK9   Morgan Stanley 4.2%                        4.20   11/20/2014   5,000,000
637432MP7   National Rural Util Coop 1%                1.00    2/2/2015    5,300,000
653522DQ2   Niagara Mohawk Power 3.553%                3.55   10/1/2014    4,750,000
571903AH6   Marriot International 5.625%               5.62   2/15/2013    4,845,000
57629WBK5   Massmutual Global Funding 2.875% Ser144a   2.87   4/21/2014    5,000,000
606935BC7   Mlcfc 2006-1 A3b 5.657371%                 5.47   2/12/2039    5,500,000
59562VAV9   Midamerican Energy Hldgs 3.15%             3.15   7/15/2012    5,000,000
59156RAN8   Metlife Inc 5                              5.00   6/15/2015    5,000,000
404119AF6   HCA Inc 6.3                                6.30   10/1/2012    5,000,000
29379VAR4   Enterprise Products Oper 3.7%              3.70    6/1/2015    5,000,000
30162AAD0   Exelis Inc 4.25% Ser 144a                  4.25   10/1/2016    5,000,000
302154AU3   Exp-imp Bank Korea 5.875%                  5.87   1/14/2015    5,000,000
305915AC4   Falconbridge 7.35%                         7.35    6/5/2012    5,460,000
26441YAS6   DUKE Realty Lp 7.375%                      7.37   2/15/2015    4,535,000
26441CAC9   DUKE Energy Corp 3.95%                     3.95   9/15/2014    5,000,000
26138EAM1   DR Pepper Snapple Group 2.9%               2.90   1/15/2016    5,350,000
29379VAB9   Enterprise Products Oper 5.65% Ser M       5.65    4/1/2013    5,000,000
26884TAC6   ERAC Usa Finance Company 2.25% Ser 144a    2.25   1/10/2014    5,450,000
097014AK0   Boeing Capital Corp 3.25%                  3.25   10/27/2014   4,750,000
05531FAC7   BB&T Corporation 3.85%                     3.85   7/27/2012    5,000,000
049560AC9   Atmos Energy Corporation 5.125%            5.12   1/15/2013    5,000,000
05461TAA5   AXIS Capital Holdings 5.75                 5.75   12/1/2014    5,180,000
026874AX5   American Intl Group 5.05%                  5.05   10/1/2015    5,000,000
023608AE2   Ameren Corporation 8.875%                  8.87   5/15/2014    5,000,000
0258M0CW7   AMER Express Cr 5.875                      5.87    5/2/2013    4,850,000
00209TAA3   AT&T Broadb                                8.37   3/15/2013    4,780,000
00182EAL3   ANZ National Intl Ltd 2.375% Ser 144a      2.37   12/21/2012   5,000,000
24422EQY8   JOHN Deere Capital Corp 2.95% Ser Mtn      2.95    3/9/2015    4,840,000
250847DT4   Detroit Edison Company 5.2%                5.20   10/15/2012   5,000,000
24736VAA0   Delta Air Lines 6.2%                       6.20    7/2/2018    4,887,610
2515A0T45   Deutsche Bank Ag London 2.375%             2.37   1/11/2013    5,000,000
25156PAF0   Deutsche Tel Fin 5.25%                     5.25   7/22/2013    5,000,000
25746UBJ7   Dominion Res 2.25%                         2.25    9/1/2015    5,000,000
12189TAW4   Burlington Northn Santa Fe Corp 4.875      4.87   1/15/2015    5,000,000
12189TBB9   Burlington Northern Inc 7.0000%         7.00    2/1/2014    5,000,000
13342BAC9   Cameron Intl Corp 6.375%                6.37   7/15/2018    4,309,000
156700AJ5   Centurytel Inc 5.00%                    5.00   2/15/2015    5,240,000
14170TAD3   Carefusion Corp 4.1250%                 4.12    8/1/2012    4,690,000
15189XAJ7   Centerpoint Ener Houston 7.0%           7.00    3/1/2014    4,310,000
133131AK8   Camden Property Trust 5.875%            5.87   11/30/2012   4,575,000
120568AM2   Bunge Ltd Finance Corp 5.35%            5.35   4/15/2014    4,400,000
111320AB3   Broadcom Corp 1.5% Ser 144a             1.50   11/1/2013    4,735,000
222862AG9   Coventry Health 5.95                    5.95   3/15/2017    4,100,000
224044BH9   COX Commun Inc 5.5                      5.50   10/1/2015    4,000,000
020039AD5   Alltel Corp 6.5%                        6.50   11/1/2013    4,000,000
026874AT4   AMER Intl Group 4.25                    4.25   5/15/2013    4,500,000
037389AY9   AON Corp 3.125%                         3.12   5/27/2016    4,665,000
29267HAB5   Endurance Specialty Hldg 6.15%          6.15   10/15/2015   4,639,000
26835PAA8   EDP Finance Bv 5.375%                   5.37   11/2/2012    4,500,000
35177PAU1   France Telecom 2.125%                   2.12   9/16/2015    4,360,000
33766JAB9   Firstenergy Solutions Co 4.8%           4.80   2/15/2015    4,200,000
346091BE0   Forest Oil Corporation 8.500%           8.50   2/15/2014    4,500,000
368266AM4   GAZ Capital Sa 8.125%                   8.12   7/31/2014    4,200,000
44107TAD8   HOST Hotels & Resorts Lp 6.875% Wi      6.87   11/1/2014    4,750,000
44328MAD6   HSBC Bank Plc 1.625% 144a               1.62   8/12/2013    5,000,000
666807BB7   Northrop Grumman Corp 3.70%             3.70    8/1/2014    4,500,000
56585AAE2   Marathon Petroleum Corp 3.5% Ser Wi     3.50    3/1/2016    4,300,000
539830AX7   Lockheed Martin Corp 2.125%             2.12   9/15/2016    4,600,000
53217VAB5   LIFE Technologies Corp Sr Nt 4.4%       4.40    3/1/2015    4,500,000
53079EAU8   Liberty Mutual Group 7.25%              7.25    9/1/2012    4,800,000
501044CD1   Kroger Co 6.2                           6.20   6/15/2012    4,750,000
460146BZ5   INTL Paper Co 5.25                      5.25    4/1/2016    4,500,000
94974BFA3   Wells Fargo & Company 1.25%             1.25   2/13/2015    5,000,000
988498AA9   YUM! Brands Inc 7.7%                    7.70    7/1/2012    4,325,000
92553PAF9   Viacom Inc 4.25%                        4.25   9/15/2015    4,195,000
902133AL1   TYCO Electronics Group 1.60%            1.60    2/3/2015    4,710,000
88732JAR9   TIME Warner Cable Inc 7.5%              7.50    4/1/2014    3,870,000
828807BM8   Simon Property Group Lp 5.1%            5.10   6/15/2015    4,000,000
786514BQ1   Safeway Inc 6.25%                       6.25   3/15/2014    4,020,000
790849AE3   ST Jude Medical Inc 3.750%              3.75   7/15/2014    4,700,000
792860AH1   ST Paul Travelers Cos Inc/the 5.5000%   5.50   12/1/2015    3,855,000
693506BF3   PPG Industries Inc 1.9%                 1.90   1/15/2016    4,665,000
693476BH5   PNC Funding Corp 3.625%                 3.62    2/8/2015    4,575,000
767201AM8   RIO Tinto Fin Usa Ltd 2.5               2.50   5/20/2016    4,235,000
78010XAJ0   Royal Bank Of Scotland Plc 3.25%        3.25   1/11/2014    4,245,000
78442FBG2   SLM Corp 5%                             5.00   10/1/2013    4,150,000
74977RBQ6   Rabobank Nederland 4.2% 144a            4.20   5/13/2014    3,850,000
743263AM7   Progress Energy 6.05%                   6.05   3/15/2014    3,400,000
693476BE2   PNC Funding Corp 5.400%                          5.40   6/10/2014    3,630,000
68233DAS6   Oncor Electric 6.375                             6.37    5/1/2012    4,202,000
716442AG3   Petro-canada 4.0%                                4.00   7/15/2013    4,000,000
71645WAT8   Petrobras Intl Fin Co 3.875%                     3.87   1/27/2016    4,100,000
737415AH2   POST Apartment Homes 5.45%                       5.45    6/1/2012    3,890,000
718172AG4   Philip Morris International Inc 6.8750%          6.87   3/17/2014    3,500,000
828807CH8   Simon Property Group Lp 2.8%                     2.80   1/30/2017    3,950,000
89346DAD9   Transalta Corp 4.75%                             4.75   1/15/2015    3,860,000
878742AJ4   TECK Resources Limited 9.750%                    9.75   5/15/2014    3,313,000
87875UAJ1   TECO Finance Inc 4%                              4.00   3/15/2016    4,000,000
907818CY2   Union Pacific Corp 5.45%                         5.45   1/31/2013    4,145,000
91324PAE2   United Health Group Inc 4.875%                   4.87    4/1/2013    4,150,000
91324PBA9   Unitedhealth Group Incorporated 5.5%             5.50   11/15/2012   4,000,000
97063PAA2   Willis Group Holdings Ltd 4.125%                 4.12   3/15/2016    4,065,000
942683AD5   Watson Pharmaceuticals I 5.0%                    5.00   8/15/2014    4,000,000
459745GJ8   INTL Lease Finance Corp 5.75                     5.75   5/15/2016    3,750,000
478366AV9   Johnson Controls Inc 1.75%                       1.75    3/1/2014    4,165,000
494550BA3   Kinder Morgan Ener Part 5.625%                   5.62   2/15/2015    3,600,000
502413AU1   L-3 Communications Corp 6.3750% Wi               6.37   10/15/2015   3,720,000
577081AV4   Mattel Inc 2.5%                                  2.50   11/1/2016    4,000,000
444859AV4   Humana Inc 6.45                                  6.45    6/1/2016    3,500,000
38141EA41   Goldman Sachs Grp Inc 3.625%                     3.62    8/1/2012    3,965,000
36962G3K8   General Elec Cap Corp 5.25%                      5.25   10/19/2012   4,000,000
364725AC5   Gannett Co Inc 6.375%                            6.37    4/1/2012    4,000,000
36228CWX7   GSMS 2006-gg6 A4 5.553%                          5.55   4/10/2038    3,510,000
26442CAL8   DUKE Energy Carolinas 1.75%                      1.75   12/15/2016   4,050,000
26884AAN3   ERP Operating Lp 6.625%                          6.62   3/15/2012    4,000,000
277432AJ9   Eastman Chemical Co 3%                           3.00   12/15/2015   3,950,000
285661AD6   Electronic Data Systems 6.00% Series B           6.00    8/1/2013    4,000,000
032095AA9   Amphenol Corp 4.75%                              4.75   11/15/2014   3,550,000
10138MAH8   Bottling Group Llc 6.95%                         6.95   3/15/2014    3,300,000
081437AG0   Bemis Co Inc 5.65%                               5.65    8/1/2014    3,775,000
060505DK7   BANK Of America Corp 5.375%                      5.37   9/11/2012    4,000,000
020002AR2   Allstate Corp 5%                                 5.00   8/15/2014    3,795,000
013716AR6   RIO Tinto Alcan Inc 4.875%                       4.87   9/15/2012    3,850,000
224044BM8   COX Communications Inc 5.45% Series Wi           5.45   12/15/2014   3,501,000
25243YAL3   Diageo Capital Plc 5.2%                          5.20   1/30/2013    4,045,000
126408GF4   CSX Corp 5.3%                                    5.30   2/15/2014    4,000,000
156700AG1   Centurytel Inc Series L 7.875%                   7.87   8/15/2012    4,000,000
172967DP3   Citigroup Inc 5.85%                              5.85    7/2/2013    4,000,000
17311QBF6   Cgcmt 2007-c6 A2 Fltr                            5.88   12/10/2049   4,220,000
184496AF4   Clean Harbors Inc 7.625%                         7.62   8/15/2016    3,000,000
186108CD6   Cleveland Elec Illuminat 5.65%                   5.65   12/15/2013   3,300,000
173080201   Citigroup Capital Xiii Multi-coupon Pfd   C UN                       132,000
14149YAS7   Cardinal Health Inc 5.5000%                5.50    6/15/2013    3,250,000
13063A7F5   CA St 4.85%                                4.85    10/1/2014    3,200,000
12513XAB8   Citigroup/deutsche Bank Commerci 5.4080%   5.40    1/15/2046    3,457,837
191219BV5   Coca-cola Enterprises 4.25%                4.25     3/1/2015    3,230,000
22545XAB9   CSMC 2007-c1 A2 5.268%                     5.26    2/15/2040    3,334,317
210805CQ8   Continental Airlines 6.545% Series 911a    6.54     8/2/2020    3,083,624
200300AN1   Comcast Corp 10.625%                       10.62   7/15/2012    3,000,000
291011AZ7   Emerson Electric Co 4.125%                 4.12    4/15/2015    3,000,000
26884TAB8   ERAC Usa Finance Company 2.75%             2.75     7/1/2013    3,335,000
29364WAP3   Entergy Louisiana Llc 1.875%               1.87    12/15/2014   3,545,000
26441YAR8   DUKE Realty Lp 6.25%                       6.25    5/15/2013    3,000,000
35906AAA6   Frontier Communications 8.25%              8.25     5/1/2014    3,217,000
30277MAB0   FUEL Trust 3.984                           3.98    6/15/2016    3,100,000
37033LFV3   General Mills 8.022%                       8.02     2/5/2013    3,000,000
370334BE3   General Mills 5.65%                        5.65    9/10/2012    2,981,000
40414LAB5   HCP Inc 2.7%                               2.70     2/1/2014    3,565,000
38144LAC4   Goldman Sachs Group Inc 5.45%              5.45    11/1/2012    3,005,000
391164AD2   Great Plains Energy Inc 2.75%              2.75    8/15/2013    3,330,000
44106MAP7   Hospitality Prop Trust 7.875%              7.87    8/15/2014    3,300,000
428236AT0   Hewlett-packard Co 6.1250%                 6.12     3/1/2014    2,800,000
460146CB7   International Paper Co 7.4000%             7.40    6/15/2014    3,000,000
461070AH7   Interstate Power & Light 3.3%              3.30    6/15/2015    3,200,000
57772KAA9   Maxim Integrated Product 3.45%             3.45    6/14/2013    3,500,000
573275AN4   Lockheed Martin Corp 7.375%                7.37    4/15/2013    3,000,000
58405UAF9   Medco Health Solutions I 2.75%             2.75    9/15/2015    3,355,000
655844AU2   Norfolk Southern Corp 5.257%               5.25    9/17/2014    3,000,000
65504LAH0   Noble Holding Intl Ltd 2.5%                2.50    3/15/2017    3,095,000
65409QAT9   Nielsen Finance Llc/co 11.625%             11.62    2/1/2014    3,000,000
65409QAU6   Nielsen Finance Llc/co 11.5                11.50    5/1/2016    3,000,000
63534PAD9   National City Bank/cleveland Oh 4.6250%    4.62     5/1/2013    3,350,000
637432LT0   National Rural Util Coop 2.625%            2.62    9/16/2012    3,200,000
53079EAK0   Liberty Mutual 6.7                         6.70    8/15/2016    3,135,000
5526E2AB5   MBNA America Bank Na 6.625%                6.62    6/15/2012    3,000,000
534187AP4   Lincoln National Corp 4.75%                4.75    2/15/2014    3,255,000
55616XAD9   Macys Retail Hldgs Inc 5.875%              5.87    1/15/2013    3,437,000
46632HAC5   Jpmcc 2007-ld12 A3 Frn                     6.18    2/15/2051    3,324,000
907818DC9   Union Pacific Corp 5.125%                  5.12    2/15/2014    3,000,000
909214BM9   Unisys Corp 12.75%                         12.75   10/15/2014   3,150,000
902118BN7   TYCO International Finan 3.375%            3.37    10/15/2015   3,430,000
87244EAC6   TIAA Global Markets 5.125% 144a            5.12    10/10/2012   3,550,000
80282KAA4   Santander Holdings Usa 4.625%              4.62    4/19/2016    3,055,000
68233DAL1   Oncor Electric 6.375                       6.37    1/15/2015    3,000,000
761713AE6   Reynolds American Inc 7.625%               7.62     6/1/2016    3,000,000
749343AA7   RCI Banque Sa 3.4% Ser144a                 3.40    4/11/2014    3,625,000
78442FEK0   SLM Corp 6.25% Ser Mtn                   6.25   1/25/2016    3,490,000
78442FAE8   SLM Corp 5.05%                           5.05   11/14/2014   3,000,000
78387GAP8   SBC Communications 5.1%                  5.10   9/15/2014    2,750,000
772739AF5   Rock-tenn Co 9.25%                       9.25   3/15/2016    2,500,000
761713AR7   Reynolds American Inc 7.3%               7.30   7/15/2015    2,450,000
761713AD8   Reynolds American Inc 7.25%              7.25    6/1/2013    2,750,000
693304AN7   PECO Energy Co 5.0%                      5.00   10/1/2014    2,685,000
717081DA8   Pfizer Inc 5.35%                         5.35   3/15/2015    2,300,000
723456AK5   Pinnacle Entertainment 8.625%            8.62    8/1/2017    2,500,000
786514BF5   Safeway Inc 5.8%                         5.80   8/15/2012    2,845,000
828807CC9   Simon Property Group Lp 4.2%             4.20    2/1/2015    2,280,000
808513AC9   Charles Schwab 4.95%                     4.95    6/1/2014    2,150,000
842400FK4   Southern California Edison Co 5.7500%    5.75   3/15/2014    2,425,000
85771SAC0   Statoilhydro Asa 2.9%                    2.90   10/15/2014   2,325,000
869237AE7   Susser Holdings & Financ 8.5%            8.50   5/15/2016    2,725,000
86959LAA1   Svenska Handelsbanken 4.875% 144a        4.87   6/10/2014    2,500,000
87875UAH5   TECO Finance Te 6.572%                   6.57   11/1/2017    2,000,000
89352HAA7   Trans-canada 4.0                         4.00   6/15/2013    2,750,000
90261XFY3   USB Ag Stamford Ct 3.875%                3.87   1/15/2015    2,500,000
887389AG9   Timken Co 6.0%                           6.00   9/15/2014    2,665,000
92276MAV7   Ventas Realty Lp/cap Crp 3.125%          3.12   11/30/2015   2,830,000
92978QAC1   Wachovia Bank Commerical 5.246%          5.24   12/15/2043   2,581,570
988498AE1   YUM! Brands Inc 4.25%                    4.25   9/15/2015    2,500,000
49427FAA6   Kilroy Realty Corp 5%                    5.00   11/3/2015    2,675,000
501044CJ8   Kroger Co 5.0%                           5.00   4/15/2013    2,570,000
50180JAB1   Lbubs 07-c2 A2 5.303%                    5.30   2/15/2040    2,644,993
655422AS2   Xstrata Canada Corp 7.25%                7.25   7/15/2012    2,490,000
58155QAC7   Mckesson Corp 3.25%                      3.25    3/1/2016    2,310,000
581557AU9   Mckesson Hboc Inc Cirp 5.25%             5.25    3/1/2013    2,765,000
57629WBH2   Massmutual Global Funding 3.625%         3.62   7/16/2012    2,750,000
441060AK6   Hospira Inc 6.4%                         6.40   5/15/2015    2,200,000
448055AA1   Husky Energy Inc 6.25%                   6.25   6/15/2012    2,707,000
294429AH8   Equifax Inc 4.45%                        4.45   12/1/2014    2,400,000
361448AH6   GATX Corp 4.75%                          4.75   10/1/2012    2,550,000
29365TAB0   Entergy Texas Inc 3.6%                   3.60    6/1/2015    2,475,000
20825CAT1   Conocophillips 4.600%                    4.60   1/15/2015    2,300,000
20825RAB7   Conocophil Au 5.5                        5.50   4/15/2013    2,400,000
209111EW9   CON Edison Co 5.55%                      5.55    4/1/2014    2,500,000
22546QAA5   Credit Suisse New York 5.5%              5.50    5/1/2014    2,250,000
23311RAB2   DCP Midstream Llc 9.7%                   9.70   12/1/2013    2,620,000
24422EQQ5   JOHN Deere Capital Corp 4.5% Mtn         4.50    4/3/2013    2,500,000
22303QAF7   Covidien International Finance 5.4500%   5.45   10/15/2012   2,400,000
25459HAG0   Directv Holdings 7.625%                  7.62   5/15/2016    2,500,000
166754AG6   Chevron Phillips Chemicals 7.0%          7.00   6/15/2014    2,500,000
002799AK0   Abbey Natl Treasury Serv 2.875%         2.87   4/25/2014    2,425,000
00182EAJ8   ANZ National Intl Nz 6.2% Series 144a   6.20   7/19/2013    2,500,000
02364WAH8   America Movil Sa 5.75                   5.75   1/15/2015    2,600,000
02687QBC1   American Intl Group 5.6%                5.60   10/18/2016   2,500,000
080555AJ4   BELO Corp 8%                            8.00   11/15/2016   2,500,000
03938LAL8   Arcelormittal Sa Luxembourg 9%          9.00   2/15/2015    2,395,000
071813AZ2   Baxter International Inc 4.0%           4.00    3/1/2014    1,990,000
020002AW1   Allstate Corp 6.2%                      6.20   5/16/2014    1,750,000
018802AA6   Alliant Energy Corp 4%                  4.00   10/15/2014   2,000,000
00130HBC8   AES Corp 7.75                           7.75    3/1/2014    2,000,000
00206RAF9   AT&T Inc 4.95%                          4.95   1/15/2013    1,770,000
172967BW0   Citigroup Inc 4.875%                    4.87    5/7/2015    2,000,000
12189TAB0   Burlington North Santa Fe 6.875%        6.87   2/15/2016    2,000,000
126408GN7   CSX Corp 6.25%                          6.25    4/1/2015    2,000,000
126650AV2   CVS Caremark Corp 4.875%                4.87   9/15/2014    2,000,000
126408GB3   CSX Corp 6.30%                          6.30   3/15/2012    1,900,000
12626PAE3   CRH America Inc 5.3                     5.30   10/15/2013   2,000,000
247109BQ3   Delmarva Power + Light Co 6.4000%       6.40   12/1/2013    2,000,000
25179MAJ2   Devon Energy Corporation 2.4%           2.40   7/15/2016    2,000,000
25746UAJ8   Dominion Resourc 6.25% Series B         6.25   6/30/2012    2,000,000
24736WAA8   Delta Air Lines 2011-1 5.3% Ser A       5.30   4/15/2019    2,000,000
224044BF3   COX Communications Inc 4.625%           4.62    6/1/2013    1,950,000
219207AA5   Cornell University 4.35%                4.35    2/1/2014    2,000,000
233331AN7   DTE Energy Company 7.625%               7.62   5/15/2014    1,550,000
29273RAL3   Energy Transfer Partners 8.5%           8.50   4/15/2014    2,005,000
26441CAA3   DUKE Energy Corp 5.6500%                5.65   6/15/2013    1,700,000
337738AH1   Fiserv Inc 3.125%                       3.12   10/1/2015    1,670,000
45974VB72   INTL Lease Finance Corp 6.375%          6.37   3/25/2013    1,750,000
459745FY6   INTL Lease Finance Corp 6.5% Ser144a    6.50    9/1/2014    1,910,000
452308AH2   Illinois Tool Works Inc 5.150%          5.15    4/1/2014    2,000,000
369550AN8   General Dynamics Corp 5.25%             5.25    2/1/2014    2,115,000
58405UAC6   Medco Health Sol 7.25                   7.25   8/15/2013    2,000,000
59018YJ36   Merrill Lynch 6.05%                     6.05   8/15/2012    1,665,000
600388AB8   Miller Brewing 5.5                      5.50   8/15/2013    1,643,000
629377AX0   NRG Energy Inc. 7.375%                  7.37   1/15/2017    2,000,000
50064YAA1   Korea Hydro & Nuclear Power 6.25%       6.25   6/17/2014    2,000,000
48124G104   JPM Chase Capital Xxvi Preferred 8.0%                        71,000
96332HCB3   Whirlpool Corp 8.6%                     8.60    5/1/2014    2,000,000
868536AS2   Supervalu Inc 7.5%                      7.50   11/15/2014   1,750,000
69320DAA7   PC Financial Partnership 5%             5.00   11/15/2014   1,598,000
756109AJ3   Realty Income Corp Reits 5.95%          5.95   9/15/2016    1,700,000
742718DM8   Procter & Gamble Co 3.5%                3.50   2/15/2015    2,000,000
774341AA9   Rockwell Collins 4.75%                  4.75   12/1/2013    2,000,000
771196AQ5   Roche Hldgs Inc 5.0%                    5.00    3/1/2014    2,012,000
693506BA4   PPG Industries Inc 5.75%                  5.75   3/15/2013    1,000,000
71343PAF8   Pepsiamericas Inc 4.375%                  4.37   2/15/2014    1,000,000
842587CE5   Southern Co 4.150%                        4.15   5/15/2014    1,500,000
85590AAK0   Starwood Hotels 6.25                      6.25   2/15/2013    1,046,000
902118BM9   TYCO International Finance 4.125%         4.12   10/15/2014   1,100,000
893570BT7   Transcont Gas Pl 8.875                    8.87   7/15/2012    1,000,000
883556AV4   Thermo Fisher Scientific 2.15%            2.15   12/28/2012   1,180,000
96332HCB3   Whirlpool Corp 8.6%                       8.60    5/1/2014    1,000,000
94106LAT6   Waste Management 6.375%                   6.37   3/11/2015    1,000,000
487836AZ1   Kellogg Co 5.125%                         5.12   12/3/2012    1,265,000
49306CAE1   KEY Bank National Association 5.7000%     5.70   8/15/2012    1,300,000
46625HGT1   JP Morgan Chase 5.375%                    5.37   10/1/2012    1,000,000
50075NAH7   Kraft Foods Inc 6.25%                     6.25    6/1/2012    1,315,000
50075NAX2   Kraft Foods Inc 6.7500%                   6.75   2/19/2014    1,000,000
494550AX4   Kinder Morgan Energy Parts 5.85%          5.85   9/15/2012    1,050,000
500472AA3   Philips Electronics Nv 4.625%             4.62   3/11/2013    1,000,000
53117CAG7   Liberty Property Lp 6.375%                6.37   8/15/2012    1,350,000
64952WAW3   NEW York Life Global Fdg 3% Ser 144a      3.00    5/4/2015    1,275,000
59156RAH1   Metlife Inc 5.5%                          5.50   6/15/2014    1,500,000
59022HJL7   MLMT 05-cip1 A4 5.047%                    5.04   7/12/2038    1,218,000
585055AP1   Medtronic Inc 4.5%                        4.50   3/15/2014    1,000,000
579780AG2   Mccormick & Co 5.25%                      5.25    9/1/2013    1,150,000
370334BF0   General Mills 5.2%                        5.20   3/17/2015    1,000,000
370334BG8   General Mills Inc 5.2500%                 5.25   8/15/2013    1,210,000
423074AJ2   H.J. Heinz Co. 5.35%                      5.35   7/15/2013    1,100,000
41283DAC7   Harley-davidson Funding 5.75%             5.75   12/15/2014   1,175,000
362332AB4   GS Mortgage Sec Corp Ii 2006-gg8 5.479%   5.47   11/10/2039   1,587,377
26882PAT9   ERAC Usa Finance Company 5.9%             5.90   11/15/2015   1,000,000
26882PBB7   ERAC Usa Finance Enterp 6.375%            6.37   10/15/2017   1,011,000
210518BV7   Consumers Energy Co 5.375%                5.37   4/15/2013    1,500,000
191219BT0   Coca-cola Enterprises Inc 7.3750%         7.37    3/3/2014    1,000,000
250847EE6   Detroit Edison Co/the 6.4000%             6.40   10/1/2013    1,000,000
26138EAG4   DR Pepper Snapple Group 6.12%             6.12    5/1/2013    1,000,000
25459HAN5   Directv Holdings Llc 3.55%                3.55   3/15/2015    1,560,000
11102AAB7   British Telecom Plc. 5.15%                5.15   1/15/2013    1,000,000
02666QD67   American Honda Finance Corp 6.7000%       6.70   10/1/2013    1,000,000
084664BD2   Berkshire Hathaway Finance Corp 4.6000%   4.60   5/15/2013    1,000,000
084664BG5   Berkshire Hathaway Finance Corp 5.0000%   5.00   8/15/2013    1,325,000
04273WAA9   Arrow Electronics Inc 3.375%              3.37   11/1/2015    1,625,000
03523TAL2   Anheuser-busch Inbev Wor 3% W/i           3.00   10/15/2012   1,600,000
049560AF2   Atmos Energy Corp 4.9500%                 4.95   10/15/2014   950,000
059172AA4   Baltimore Gas & Electric Co 6.1250%       6.12    7/1/2013    950,000
03674BAC8   Anthem Inc 6.8%                           6.80    8/1/2012    738,000
034863AC4   Anglo American Capital 2.15% Ser 144a     2.15   9/27/2013    875,000
12189TAU8   Burlington North Santa Fe 5.9%             5.90    7/1/2012     445,000
126408GL1   CSX Corp 5.75                              5.75   3/15/2013     675,000
171232AM3   Chubb Corp 5.20%                           5.20    4/1/2013     570,000
14912L4C2   Caterpillar Financial Services C 6.2000%   6.20   9/30/2013     455,000
136385AM3   Canadian National Resources 5.15%          5.15    2/1/2013     880,000
260543BR3   DOW Chemical 6.00%                         6.00   10/1/2012     476,000
24702RAN1   DELL Inc 2.1%                              2.10    4/1/2014     365,000
224044BE6   COX Commun Inc 7.125                       7.12   10/1/2012     765,000
29268BAA9   ENEL Finance International 5.70%           5.70   1/15/2013     620,000
349631AP6   Fortune Brands Inc 6.375%                  6.37   6/15/2014     404,000
302570BA3   FPL Group Capital Inc 5.3500%              5.35   6/15/2013     705,000
316773CJ7   Fifth Third Bancorp 6.2500%                6.25    5/1/2013     430,000
427866AQ1   Hershey Co. 5%                             5.00    4/1/2013     575,000
461202AA1   Intuit Inc 5.4%                            5.40   3/15/2012     575,000
59022HJH6   MLMT 2005-cip1 A2 4.96                     4.96   7/12/2038     778,726
61746SBR9   Morgan Stanley 5.3750%                     5.37   10/15/2015    475,000
629568AH9   Nabors Industries Inc 5.375%               5.37   8/15/2012     550,000
52517PR60   Lehman Brothers Holding 5.25%              5.25    2/6/2012    1,520,000
947075AC1   Weatherford Intl 5.15%                     5.15   3/15/2013     912,000
976656CA4   Wisconsin Electric Power Co 6.0000%        6.00    4/1/2014     435,000
90333WAB4   US Bank Na 6.30%                           6.30    2/4/2014     665,000
91324PBH4   Unitedhealth Grp 4.875                     4.87   2/15/2013     921,000
912828SG6   US Trea .2500%                             0.25   2/28/2014     895,000
927804FD1   Virginia Electric 5.1%                     5.10   11/30/2012    900,000
89417EAB5   Travelers Cos Inc 5.375%                   5.37   6/15/2012     925,000
867914BB8   Suntrust Banks Inc 5.25%                   5.25   11/5/2012     610,000
670346AJ4   Nucor Corp 5.0000%                         5.00    6/1/2013     750,000
68268NAA1   Oneok Partners 5.9%                        5.90    4/1/2012     600,000
74254PYE6   Principal Life Inc 5.3%                    5.30   4/24/2013     500,000
52517P4C2   Lehman Brothers Holdings 6.00%             6.00   7/19/2012     900,000
5252M0BZ9   Lehman Brothers Holdings 5.625%            5.62   1/24/2013    1,000,000
65473QAK9   Nisource Finance 6.150                     6.15    3/1/2013     273,000
263534BS7   E.I. Du Pont De Nemours 5%                 5.00   1/15/2013     245,000
210805DH7   Contl Airl 6.703%                          6.70   6/15/2021     313,269
210805DK0   Contl Airlines 7.373 Series 01-1           7.37   12/15/2015     79,777
B8A0DHAM    CDS (azn) 1.60                             1.60   3/20/2014    -2,000,000
B8A0DQUJ    CDS (duk) Fltr                             0.70   3/20/2014    1,000,000
B8A0FAG21   BUY Cbs 280 Citsw                          1.00   6/20/2014    3,000,000
B8A0F9Y81   BUY Cds Slma 5%                            5.00   6/20/2014    3,000,000
B8A0MC8N2   PAY 1.0%; Credit Suisse International      1.00   12/20/2012   2,550,000
B8A0MVRB5   PAY 1.0% Deutsche Bank Ag                  1.00   6/20/2013    5,000,000
B8A0M9PX8   REC 1.00% Goldman Sachs International      1.00   9/20/2012    -5,000,000
B8A0NMMQ6   PAY 5.0% Deutsche Bank Ag                  5.00   3/20/2012    4,000,000
B8A0NTQN4   REC 1.0% Jp Morgan Chase Bank Na           1.00   12/20/2014   -10,000,000
B8A0NVHD1   REC 1.0% Deutsche Bank Ag                1.00   3/20/2015   -10,000,000
B8A0NXWT5   REC 1.0% Goldman Sachs International     1.00   3/20/2015   -10,000,000
B8A0PGBK2   PAY 1.0% Jp Morgan Chase Bank Na         1.00   9/20/2012   -20,000,000
B8A0P2XE3   PAY 1.0% Morgan Stanley Capital          1.00   6/20/2014   3,120,000
B8A0QJE71   BUY Protection Cds Enel 100 Gs           1.00   9/20/2014   5,000,000
B8A0QSFG0   SELL Protection Ge Capital 100 Jpm       1.00   9/20/2012   -10,000,000
B8A0QSLH1   SELL Protection Ge Capital 100 Boa       1.00   9/20/2012   -2,500,000
B8A0QYF51   BUY Protection Cms Energy Corp 100 Dub   1.00   9/20/2015   14,500,000
B8A0RJ778   SELL Protection Berkshire Hath 100 Csw   1.00   3/20/2017   -15,000,000
B8A049QA    CDS Clx Fltr                             0.32   9/20/2012   1,000,000
FVM2        US 5yr Note Fut Jun12                           6/29/2012     -2,255
TUM2        US 2yr Note (cbt) Jun 12                        6/29/2012     3,666
TYH2        US 10yr Note Fut Mar12                          3/21/2012       -26
TYM2        US 10yr Note Fut Jun12                          6/30/2012       -53
105340AE3   Brandywine Oper Partners 5.750%          5.75   4/1/2012     163,000
ed holdings information. This is


 Bank of New York,
ta.

. The prospectus and summary
, click on the prospectus or


Financial company and member




             Market
                           % of TNA
             Value ($)
              80,879,723     1.21
              47,532,469     0.71
              43,155,359     0.65
              40,271,533     0.60
              37,346,348     0.56
              37,318,000     0.56
              37,353,701     0.56
              36,921,027     0.55
              36,728,350     0.55
              32,652,621     0.49
              31,175,877     0.47
              31,710,445     0.47
              31,162,350     0.47
              31,492,226     0.47
              31,491,208     0.47
              31,596,474     0.47
              31,325,877     0.47
              30,230,619     0.45
              30,152,498     0.45
              29,770,140     0.45
              29,648,850     0.44
              29,576,150     0.44
              28,611,963     0.43
              27,132,005     0.41
              27,569,612     0.41
              27,227,700     0.41
26,839,604   0.40
26,586,102   0.40
25,883,485   0.39
26,081,483   0.39
25,390,689   0.38
25,286,982   0.38
24,440,809   0.37
24,604,133   0.37
24,409,978   0.37
24,808,512   0.37
24,286,103   0.36
23,838,862   0.36
23,859,307   0.36
23,512,562   0.35
23,528,424   0.35
22,922,915   0.34
22,983,141   0.34
22,816,191   0.34
21,809,589   0.33
22,049,762   0.33
21,238,478   0.32
21,576,500   0.32
21,688,039   0.32
20,704,700   0.31
20,546,606   0.31
20,684,970   0.31
20,844,042   0.31
21,041,020   0.31
20,744,671   0.31
20,399,380   0.31
20,741,656   0.31
20,593,003   0.31
20,539,827   0.31
20,731,704   0.31
20,211,847   0.30
20,025,810   0.30
20,168,707   0.30
20,186,791   0.30
19,830,086   0.30
19,785,320   0.30
19,076,133   0.29
19,666,505   0.29
19,686,067   0.29
19,436,194   0.29
19,060,684   0.29
18,908,866   0.28
18,920,690   0.28
18,452,013   0.28
18,917,807   0.28
18,612,318   0.28
17,778,535   0.27
17,755,060   0.27
18,299,493   0.27
18,374,114   0.27
17,740,085   0.27
18,221,506   0.27
17,841,940   0.27
17,182,210   0.26
17,100,000   0.26
17,510,811   0.26
17,514,178   0.26
17,659,504   0.26
17,057,809   0.26
17,174,347   0.26
17,633,159   0.26
17,578,595   0.26
17,159,984   0.26
17,697,235   0.26
17,148,076   0.26
17,121,532   0.26
17,090,674   0.26
17,066,918   0.26
16,721,040   0.25
16,917,536   0.25
16,752,881   0.25
16,523,628   0.25
17,015,419   0.25
16,920,125   0.25
16,342,424   0.24
16,367,359   0.24
15,764,591   0.24
15,903,990   0.24
16,321,335   0.24
15,861,547   0.24
15,943,455   0.24
16,073,068   0.24
16,100,841   0.24
15,823,275   0.24
16,003,544   0.24
16,373,958   0.24
15,223,815   0.23
15,351,195   0.23
15,694,065   0.23
15,121,350   0.23
15,638,543   0.23
15,459,012   0.23
15,401,928   0.23
15,247,886   0.23
15,349,095   0.23
15,245,486   0.23
15,355,494   0.23
15,631,016   0.23
15,202,475   0.23
15,371,501   0.23
15,514,380   0.23
14,792,288   0.22
14,860,413   0.22
14,392,828   0.22
14,717,185   0.22
14,534,549   0.22
15,010,786   0.22
14,686,826   0.22
14,175,781   0.21
13,901,041   0.21
13,874,187   0.21
13,715,043   0.21
14,026,033   0.21
13,922,292   0.21
13,857,982   0.21
14,018,374   0.21
13,863,328   0.21
13,941,025   0.21
13,377,672   0.20
13,502,346   0.20
13,281,385   0.20
13,433,625   0.20
13,334,650   0.20
13,655,912   0.20
12,973,750   0.19
12,899,230   0.19
12,823,832   0.19
12,845,068   0.19
12,568,403   0.19
12,523,500   0.19
12,543,887   0.19
12,763,328   0.19
12,903,268   0.19
12,394,228   0.19
12,631,608   0.19
12,556,200   0.19
12,387,877   0.19
12,144,598   0.18
12,036,852   0.18
11,843,537   0.18
11,760,433   0.18
11,898,106   0.18
12,330,163   0.18
11,974,195   0.18
11,879,600   0.18
11,824,772   0.18
11,794,166   0.18
12,118,526   0.18
11,042,930   0.17
11,574,443   0.17
11,584,228   0.17
11,566,418   0.17
11,681,590   0.17
11,139,363   0.17
11,310,300   0.17
11,401,260   0.17
11,331,396   0.17
11,134,638   0.17
11,153,980   0.17
11,405,284   0.17
11,460,330   0.17
11,446,358   0.17
11,162,990   0.17
11,316,610   0.17
11,336,000   0.17
11,196,577   0.17
11,397,450   0.17
11,342,590   0.17
11,513,756   0.17
11,454,677   0.17
11,650,698   0.17
11,532,678   0.17
10,697,550   0.16
10,589,727   0.16
10,661,900   0.16
10,380,330   0.16
10,797,444   0.16
10,488,625   0.16
10,422,377   0.16
10,377,219   0.16
10,390,512   0.16
10,791,260   0.16
10,497,395   0.16
10,633,969   0.16
10,799,691   0.16
10,705,151   0.16
10,745,530   0.16
10,747,627   0.16
10,635,438   0.16
10,553,989   0.16
10,450,000   0.16
10,919,826   0.16
10,685,436   0.16
10,548,411   0.16
10,728,189   0.16
10,723,830   0.16
10,469,695   0.16
10,652,105   0.16
10,718,299   0.16
10,305,616   0.15
10,359,031   0.15
10,263,690   0.15
 9,867,890   0.15
10,135,956   0.15
10,150,000   0.15
 9,990,000   0.15
10,136,719   0.15
 9,860,194   0.15
10,178,870   0.15
10,262,600   0.15
10,100,172   0.15
 9,770,034   0.15
10,259,130   0.15
10,191,130   0.15
 9,703,598   0.15
 9,723,041   0.15
10,110,110   0.15
 9,914,618   0.15
10,102,020   0.15
 9,753,870   0.15
10,117,470   0.15
10,131,260   0.15
10,338,850   0.15
10,071,580   0.15
10,164,072   0.15
10,133,320   0.15
 9,874,026   0.15
 9,861,166   0.15
10,136,160   0.15
 9,595,741   0.14
 9,380,505   0.14
 9,272,430   0.14
 9,362,331   0.14
 9,519,579   0.14
 9,335,048   0.14
 9,561,548   0.14
 9,255,469   0.14
 9,302,383   0.14
 9,263,487   0.14
 9,635,250   0.14
 9,319,345   0.14
 9,445,329   0.14
 9,369,732   0.14
 9,264,859   0.14
 9,478,924   0.14
 9,351,051   0.14
 9,417,788   0.14
 9,446,265   0.14
 9,578,951   0.14
 9,611,749   0.14
 9,066,339   0.14
 8,906,771   0.13
 8,881,587   0.13
 8,759,706   0.13
 8,531,715   0.13
 8,969,234   0.13
 8,949,935   0.13
 9,013,845   0.13
 8,593,830   0.13
 8,503,715   0.13
8,631,813   0.13
8,965,867   0.13
8,487,476   0.13
8,833,167   0.13
8,674,423   0.13
8,781,259   0.13
8,893,058   0.13
8,811,625   0.13
8,326,159   0.12
7,830,152   0.12
7,903,815   0.12
8,140,000   0.12
8,024,907   0.12
8,127,169   0.12
8,258,886   0.12
7,726,666   0.12
7,954,019   0.12
7,832,377   0.12
7,932,500   0.12
8,040,543   0.12
7,918,750   0.12
8,186,383   0.12
8,278,466   0.12
7,981,698   0.12
7,992,082   0.12
8,202,561   0.12
7,715,228   0.12
7,848,129   0.12
8,196,240   0.12
7,803,022   0.12
8,107,107   0.12
7,735,770   0.12
8,303,893   0.12
8,304,913   0.12
7,963,777   0.12
7,026,151   0.11
7,438,038   0.11
7,379,439   0.11
7,163,424   0.11
7,596,000   0.11
7,226,677   0.11
7,162,197   0.11
7,147,921   0.11
7,647,350   0.11
7,198,011   0.11
7,531,167   0.11
7,408,500   0.11
7,200,515   0.11
7,485,894   0.11
7,101,082   0.11
7,137,167   0.11
7,178,964   0.11
7,546,747   0.11
7,424,186   0.11
7,547,621   0.11
7,555,023   0.11
7,507,500   0.11
7,071,041   0.11
7,479,456   0.11
7,663,138   0.11
7,094,893   0.11
7,601,544   0.11
7,101,863   0.11
7,150,215   0.11
7,358,189   0.11
7,621,250   0.11
7,273,272   0.11
6,570,797   0.10
6,870,000   0.10
6,612,066   0.10
7,018,486   0.10
6,962,148   0.10
6,600,107   0.10
6,669,186   0.10
6,979,991   0.10
6,368,320   0.10
6,478,992   0.10
6,536,122   0.10
6,825,000   0.10
6,823,525   0.10
6,528,168   0.10
6,987,850   0.10
6,403,258   0.10
6,905,888   0.10
6,552,065   0.10
6,728,153   0.10
6,969,469   0.10
6,355,623   0.10
6,877,050   0.10
6,578,814   0.10
6,420,000   0.10
6,939,856   0.10
5,751,723   0.09
5,750,000   0.09
6,007,500   0.09
5,818,554   0.09
6,191,768   0.09
5,792,883   0.09
5,951,693   0.09
5,733,235   0.09
5,843,453   0.09
6,349,775   0.09
5,748,859   0.09
5,962,278   0.09
6,066,769   0.09
6,117,294   0.09
6,345,000   0.09
5,856,521   0.09
6,052,115   0.09
6,089,772   0.09
6,104,978   0.09
5,782,546   0.09
5,891,235   0.09
5,958,828   0.09
5,793,750   0.09
6,086,827   0.09
5,713,605   0.09
5,838,849   0.09
5,696,895   0.09
5,793,750   0.09
5,779,764   0.09
6,319,125   0.09
5,792,598   0.09
5,907,262   0.09
5,415,590   0.08
5,352,421   0.08
5,513,040   0.08
5,479,584   0.08
5,168,035   0.08
5,463,687   0.08
5,096,210   0.08
5,588,965   0.08
5,220,514   0.08
5,096,600   0.08
5,028,029   0.08
5,382,627   0.08
5,344,890   0.08
5,320,910   0.08
5,297,069   0.08
5,215,985   0.08
5,496,055   0.08
5,210,326   0.08
5,018,675   0.08
5,319,737   0.08
5,044,557   0.08
5,050,341   0.08
5,164,590   0.08
5,603,048   0.08
5,046,150   0.08
5,537,255   0.08
5,106,250   0.08
5,326,780   0.08
5,088,225   0.08
5,412,015   0.08
5,552,143   0.08
5,057,473   0.08
5,367,125   0.08
5,593,987   0.08
5,246,695   0.08
5,456,704   0.08
5,049,027   0.08
5,066,765   0.08
5,188,690   0.08
5,509,308   0.08
5,280,360   0.08
5,618,870   0.08
5,115,688   0.08
5,153,705   0.08
5,059,505   0.08
5,153,453   0.08
5,140,025   0.08
5,290,838   0.08
5,040,160   0.08
5,262,145   0.08
5,158,040   0.08
5,482,590   0.08
5,546,655   0.08
5,097,370   0.08
5,469,931   0.08
4,747,180   0.07
4,804,275   0.07
4,686,319   0.07
4,634,705   0.07
4,793,226   0.07
4,649,281   0.07
4,529,064   0.07
4,367,144   0.07
4,592,979   0.07
4,814,345   0.07
4,870,741   0.07
4,493,250   0.07
4,435,249   0.07
4,538,356   0.07
4,882,500   0.07
4,662,000   0.07
4,845,000   0.07
4,988,970   0.07
4,738,361   0.07
4,458,133   0.07
4,679,796   0.07
4,702,419   0.07
4,921,109   0.07
4,822,110   0.07
4,918,712   0.07
4,989,935   0.07
4,412,309   0.07
4,511,970   0.07
4,726,028   0.07
4,375,933   0.07
4,434,400   0.07
4,436,589   0.07
4,989,341   0.07
4,387,888   0.07
4,712,788   0.07
4,888,822   0.07
4,425,579   0.07
4,259,972   0.06
4,249,600   0.06
4,043,886   0.06
3,747,351   0.06
3,973,623   0.06
4,237,162   0.06
4,141,824   0.06
4,276,095   0.06
3,920,237   0.06
3,943,874   0.06
4,106,985   0.06
4,130,285   0.06
3,956,570   0.06
4,232,456   0.06
4,324,669   0.06
4,336,978   0.06
4,129,832   0.06
4,138,967   0.06
4,270,900   0.06
3,820,058   0.06
4,238,687   0.06
4,001,897   0.06
3,803,700   0.06
4,075,024   0.06
3,965,896   0.06
4,003,663   0.06
4,119,004   0.06
4,010,492   0.06
3,909,347   0.06
4,101,160   0.06
4,007,934   0.06
4,060,975   0.06
4,266,696   0.06
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posted:4/24/2012
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