Macys Retail Holdings Inc Prospectus - Excel

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Macys Retail Holdings Inc Prospectus - Excel Powered By Docstoc
					Prudential Total Return Bond Fund, Inc. Holdings

Fund Holdings as of 4/30/2011

Holdings are unaudited and subject to change. Please refer to the Fund's annual report for audited holdings information.

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 contains this
and other information about the fund. Read it carefully before investing. For more information about this fund, click on the
prospectus link on the previous page.

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

0186254-00001-00 Ed. 9/2010

Security ID#                                                          Ticker   Coupon   Maturity
                 Security Description                                                                Shares
(CUSIP/SEDOL)                                                         Symbol   Rate     Date
B8A0PXKX7        REC Fix .9075%; Pay Flt Usd 3m Libor                            0.90    1/10/2013   82,000,000
74499S9A1        Dryden Core Investment Fund - Taxable Money Market              0.21   12/31/2049   59,846,319
26243X109        CORE Short Term Bond Fund                                                            2,810,444
01F040651        FNMA 30 Yr Tba 4.0%                                             4.00    5/15/2041   20,000,000
912828QF0        US Treasury Bond 2%                                             2.00    4/30/2016   13,440,000
B8A0PUJ49        REC Fix 4.9025%; Pay Flt Usd 3m Libor                           4.90   12/10/2020   11,600,000
912828PX2        US Treasury Bond 3.625%                                         3.62    2/15/2021   10,410,000
01F050668        FNMA 5% 30yr Tba                                                5.00    6/15/2034    9,500,000
55264TCR0        Mbnas 04-c2 C2 Fltr                                             1.11   11/15/2016   10,000,000
01F052664        FNMA 5.5% Tba                                                   5.50    6/1/2033     8,000,000
B8A0Q2M38        REC Fix 5.62%; Pay Flt Mxn Tiie                                 5.62    2/15/2013   93,800,000
B8A0PUR24        PAY 3-month Usd Libor; Rec 4.91000%                             4.91   12/14/2020    7,700,000
31402CU67        FNCL 5% 725205                                                  5.00    3/1/2034     7,275,572
126696AA1        CW Media Holdings Inc Call 13.5%                               13.50    8/15/2015    6,072,153
912833LM0        Strips 0.00%                                                            8/15/2023   11,000,000
B8A0QB3Q8        REC Fix 5.665%; Pay Flt Pln 6m Wibor                            5.66    4/26/2016   16,600,000
161175AA2        Charter Comm Opt 8 Series 144a                                  8.00    4/30/2012    5,775,000
362332AB4        GS Mortgage Sec Corp Ii 2006-gg8 5.479%                         5.47   11/10/2039    5,002,801
17305ECL7        Cccit 2005-c2 C2                                                0.68    3/24/2017    4,950,000
02209SAE3        Altria Group Inc 9.9500%                                        9.95   11/10/2038    3,375,000
05950VAB6        BOA Comm Mtge 2006-6 A2 5.309%                                  5.30   10/10/2045    4,700,000
225458RT7        CSFB 2008-c2 A4 4.832%                                          4.83    4/15/2037    4,290,000
36159XAB6        Gecmc 2007-c1 A2 5.417%                                         5.41   12/10/2049    4,460,000
201728DS8        CMAC 1998-c2 F 5.44                                             5.44    9/15/2030    4,040,421
02R042652        Fhlmc Gold 4.5% 30 Yrs Tba                                      4.50    5/15/2036    4,000,000
004421EW9        ACE 04-op1 M1 Fltr                                              0.99    4/25/2034    5,224,000
368266AL6        GAZ Capital Sa 9.25%                                            9.25    4/23/2019    3,165,000
03523TBE7   Anheuser-busch Inbev Wor 7.75% Ser Wi   7.75    1/15/2019    3,075,000
B8A0Q53B4   REC Fix 2.865%; Pay Flt Czk 6m Pribor   2.86    3/15/2016    62,800,000
17305ECQ6   Cccit 2005-c3 Flt                       0.62    7/15/2014    3,890,000
361448AH6   GATX Corp 4.75%                         4.75    10/1/2012    3,500,000
396789LG2   Gccfc 2005-gg5 A2 5.117%                5.11    4/10/2037    3,608,648
12506YCA5   Cdcmc 2003-he4 M1 Floater               1.18    3/25/2034    4,591,338
B8A0Q2GE1   PAY Fix 2.555%; Rec Flt Usd 3m Libor    0.30    3/15/2016    3,615,000
92978NAC8   Wbcmt 07-c33 A3 5.90247%                5.89    2/15/2051    3,200,000
949746QU8   Wells Fargo & Company 3.676%            3.67    6/15/2016    3,325,000
12628XAB0   Csamf 1a A2 Frn                         0.74    3/29/2016    3,485,959
B8A0QB3L9   PAY Fix 2.3675%; Rec Flt Usd 6m Libor   0.43    4/27/2016    3,300,000
059497AV9   BACM 2007-1 A3 5.449                    5.44    1/15/2049    3,000,000
156700AL0   Centurylink Inc 6                       6.00     4/1/2017    2,890,000
20047EBG6   COMM 2006-c8 A2b 5.248%                 5.24    12/10/2046   2,909,107
059513AC5   BACM 2007-4 A3 5.812067%                5.80    2/10/2051    2,700,000
46631BAB1   Jpmcc 07-ld11 A2                        5.80    6/15/2049    2,800,000
55616XAD9   Macys Retail Hldgs Inc 5.875%           5.87    1/15/2013    2,768,000
57165LAA2   Mvcot 2010-1a A                         3.54    10/20/2032   2,864,496
437084BL9   HEAT 2004-2 M1 Floater                  1.00    7/25/2034    3,629,157
09250FAC8   BSIS 2005-2a A2 Floater                 0.56    5/25/2017    2,922,723
92976VAE8   Wbcmt 06-c25 Fltr                       5.73    5/15/2043    2,500,000
617451FL8   MSC 06-hq8 A4                           5.40    3/12/2044    2,500,000
902494AN3   Tyson Foods Inc 6.85%                   6.85     4/1/2016    2,425,000
92976BDT6   Wachovia Bank 5.418%                    5.41    1/15/2045    2,500,000
9297664T7   Wbcmt 2005-c20 Amfx 5.179%              5.17    7/15/2042    2,500,000
07387BEB5   BEAR Stearns Commercial 5.405%          5.40    12/11/2040   2,500,000
46625YZX4   JP Morgan Chase Comm Mortgage 5.481%    5.48    12/12/2044   2,500,000
55312VAB4   Mlcfc 2006-4 A2 5.112%                  5.11    12/12/2049   2,686,603
350846AA9   Fourc 2006-3a A Floater                 0.52    7/22/2020    2,858,910
30277MAA2   FUEL Trust 4.207% Ser 144a              4.20    4/15/2016    2,525,000
387477AA0   Granv 2006-3a A1 Frn                    0.53    4/20/2018    2,680,060
22545XAB9   CSMC 2007-c1 A2 5.268%                  5.26    2/15/2040    2,624,216
983730AA0   XL Cap Finance Europ Plc 6.5%           6.50    1/15/2012    2,500,000
832248AU2   Smithfield Foods 10%                    10.00   7/15/2014    2,145,000
257867AM3   Donnelley & Sons 4.95                   4.95     4/1/2014    2,400,000
17305EDB8   Cccit 2006-c1 C1 Fltr                   0.61    2/20/2015    2,575,000
172967EW7   Citigroup Inc 8.125%                    8.12    7/15/2039    1,950,000
05461TAA5   AXIS Capital Holdings 5.75              5.75    12/1/2014    2,350,000
36962G4D3   General Elec Cap Corp 6.0%              6.00     8/7/2019    2,300,000
55264TDQ1   Mbnas 2006-c1 C1 Fltr                   0.63    7/15/2015    2,600,000
591324AJ7   Metals Usa 11.125%                      11.12   12/1/2015    2,400,000
570535AH7   Markel Corp 7.125%                      7.12    9/30/2019    2,180,000
09202EAA4   Black 2005-1a A1 Floater                0.57    6/20/2017    2,606,180
B8A0Q1554   REC Fix 8.5%; Pay Flt Zar 3m Jibar      8.50     2/7/2021    15,600,000
B8A0Q7WK8   REC Fix 2.40375%; Pay Flt Usd 3m Libor     2.40    3/15/2016    2,405,000
812141AP4   Sealy Mattress Co 10.875%                  10.87   4/15/2016    2,215,000
772739AF5   Rock-tenn Co 9.25%                         9.25    3/15/2016    2,280,000
66989PAA8   Novatek Finance Ltd 5.326% Ser144a         5.32     2/3/2016    2,350,000
81211KAJ9   Sealed Air Corp 5.625% 144a                5.62    7/15/2013    2,300,000
912810QL5   US Treasury Bond 4.25%                     4.25    11/15/2040   2,415,000
038521AD2   Aramark Corporation 8.5%                   8.50     2/1/2015    2,285,000
07384YQY5   Bsabs 2004-he2 M1 Fltr                     0.81    3/25/2034    2,866,188
172967BP5   Citigroup Inc 5.625%                       5.62    8/27/2012    2,305,000
46625HHA1   Jpmorgan Chase 7.9% Pfd                    7.90    4/29/2049    2,135,000
46625HHS2   Jpmorgan Chase & Co 4.4%                   4.40    7/22/2020    2,400,000
17311QBG4   Cgcmt 2007-c6 A3 5.886846%                 5.69    12/10/2049   2,200,000
20173QAB7   Gccfc 07-gg9 A2 5.381%                     5.38    3/10/2039    2,234,617
B1GCCF5     MEX Bonos Desarr Fix Rt 10% Ser M30        10.00   11/20/2036   22,020,000
222862AF1   Coventry Health Care 6.125%                6.12    1/15/2015    2,100,000
46625YVV2   JP Morgan Chase Commercial Mortg 5.2945%   5.28    1/12/2043    2,080,000
44108EAY4   HOST Marriott 6.375% Series O              6.37    3/15/2015    2,205,000
92532BAB5   Verso Paper Holdings 11.5%                 11.50    7/1/2014    2,038,000
25459HAL9   Directv Holdings 4.75% W/i                 4.75    10/1/2014    2,010,000
B06GDD5     Republic Of Argentina 7.82% Series Dis     5.45    12/31/2033   2,006,637
257867AV3   Donnelley & Sons Rrd 8.6%                  8.60    8/15/2016    1,800,000
225470F73   CSMC 2006-c1 A4 5.609%                     5.44    2/15/2039    1,915,000
21H042653   Gnma2 30yr Tba 4.5%                        4.50    5/19/2039    2,000,000
20047QAC9   COMM 06-c7 A3 5.705962%                    5.70    6/10/2046    1,990,000
52109PAB1   Lbubs 07-c6 A2 5.845%                      5.84    7/15/2040    1,981,219
36246LAB7   GSMS 2007-gg10 A2 5.778%                   5.77    8/10/2045    2,000,000
60467PAH7   Mirant Americas Genr Corp 8.3%             8.30     5/1/2011    1,970,000
059497AU1   BACM 2007-1 A2 5.381                       5.38    1/15/2049    1,977,359
04013JAA3   ARES 2011-16a A Floater                    2.03    5/17/2021    2,000,000
124857AB9   CBS Corp 8.2%                              8.20    5/15/2014    1,700,000
B41NCT8     Country Garden Hlgd Co 11.75%              11.75   9/10/2014    1,795,000
00206RAS1   AT&T Inc 6.55%                             6.55    2/15/2039    1,825,000
B8A0Q9HA3   REC Fix 2.41484%; Pay Flt Usd 3m Libor     2.41    4/11/2016    1,945,000
92978NAB0   Wbcmt 07-c33 A2                            6.05    2/15/2051    1,939,542
61747WAF6   Morgan Stanley 5.75%                       5.75    1/25/2021    1,920,000
61750WAU7   MSC 2006-iq12 Anm 5.31%                    5.31    12/15/2043   2,000,000
902973AV8   US Bancorp 3.442%                          3.44     2/1/2016    1,890,000
88947EAG5   TOLL Bros Finance Corp 5.15%               5.15    5/15/2015    1,885,000
B8A0Q8KJ2   PAY Fix 2.406%; Rec Flt Usd 3m Libor       0.28    4/11/2016    1,945,000
19075DAC5   CWCI 07-c3 A3 Var                          5.81    5/15/2046    1,783,000
60688CAB2   Mlcfc 2007-9 A2 5.59%                      5.59    9/12/2049    1,823,505
35083VAE7   Fourc 2005-1a A3 Floater                   0.60    3/26/2017    1,990,264
583334AE7   Meadwestvaco Corp 7.375%                   7.37     9/1/2019    1,650,000
36828QRY4   Gecmc 2006-c1 A4                           5.17    3/10/2044    1,700,000
36962G4B7   General Electric Cap Corp 6.875%           6.87    1/10/2039    1,630,000
22545LAB5   CSMC 2006-c5 A2 5.246%                     5.24    12/15/2039   1,805,086
B5BRT29     Naftogaz Ukraine 9.5                       9.50    9/30/2014    1,710,000
824589AD7   Shinhan Bank 4.125% Ser 144a               4.12    10/4/2016    1,850,000
88732JAL2   TIME Warner Cable Twc 6.75                 6.75     7/1/2018    1,565,000
64352VDK4   Nchet 03-4 M1 Fltr                         1.33    10/25/2033   2,046,165
92977QAB4   Wbcmt 06-c27 A2 5.624%                     5.62    7/15/2045    1,777,679
B0P6994     Republic Of Argentina 7.0%                 7.00    10/3/2015    1,860,000
22238HGQ7   Countrywide Financial Corp 5.80%           5.80     6/7/2012    1,715,000
17305EBT1   Citibank Credit Card Issuance Tr 5.0000%   5.00    6/10/2015    1,630,000
17310MAB6   Cgcmt 06-c5 A2 5.378%                      5.37    10/15/2049   1,741,920
617446C23   Morgan Stanley 5.45%                       5.45     1/9/2017    1,635,000
40963LAB0   HANA Bank 4.5%                             4.50    10/30/2015   1,605,000
313373JR4   Federal Home Loan Bank 1.375%              1.37    5/28/2014    1,695,000
20047QAE5   COMM 2006-c7 A4 Flt                        5.76    6/10/2046    1,500,000
16208NAA3   CHAT 2005-2a A1 Floater                    0.56     8/3/2019    1,782,436
06051GED7   BANK Of America 3.7%                       3.70     9/1/2015    1,640,000
B1Z7R67     DP World 6.85%                             6.85     7/2/2037    1,770,000
92658TAM0   Videotron Ltee 9.125%                      9.12    4/15/2018    1,500,000
87927VAL2   Telecom Italia Capital 4.95%               4.95    9/30/2014    1,600,000
86358EKX3   SAIL 2004-bnc1 A4 Floater                  1.15    9/25/2034    1,931,607
67000XAL0   Novelis Inc 8.375% Ser Wi                  8.37    12/15/2017   1,450,000
92933WAA6   WEA Finance Wt Fin Aust 5.75%              5.75     9/2/2015    1,450,000
02635PTJ2   American General Finance 5.2% Ser Mtn      5.20    12/15/2011   1,600,000
060505DR2   BANK Of America Corp 8%                    8.00    12/29/2049   1,500,000
073945AC1   Bscms 2007-t28 A3 5.793%                   5.79    9/11/2042    1,500,000
59022HDT6   MLMT 2004-key2 A3 4.615%                   4.61    8/12/2039    1,500,000
55264TAS0   Mbnas 02-c1 C1 6.8%                        6.80    7/15/2014    1,560,000
552953BE0   MGM Mirage Inc 13%                         13.00   11/15/2013   1,350,000
50179AAB3   Lbubs 2007-c1 A2 5.318%                    5.31    2/15/2040    1,500,000
455780BF2   Indonesia 4.875%                           4.87     5/5/2021    1,500,000
46632HAC5   Jpmcc 2007-ld12 A3 Frn                     5.98    2/15/2051    1,400,000
396789LL1   Greenwich Capital Comm Fund Crp 5.224%     5.22    4/10/2037    1,400,000
31296PU67   FG A15105 5.5%                             5.50    10/1/2033    1,403,144
B8A0Q2016   CCM Merger Inc Bk Ln Tl                    6.99    3/15/2017    1,500,000
64031NAB4   Nelnet Inc 7.4%                            7.40    9/29/2036    1,750,000
61769RAA1   Mrngs 2010-1a A Floater                    1.88    10/14/2020   1,500,000
628530AK3   Mylan Inc 7.625% Ser 144a                  7.62    7/15/2017    1,410,000
912828QA1   US Treasury Bond 2.25%                     2.25    3/31/2016    1,515,000
78442FAE8   SLM Corp 5.05%                             5.05    11/14/2014   1,450,000
81180WAA9   Seagate Hdd Cayman 6.875%                  6.87     5/1/2020    1,475,000
81721MAA7   Senior Housing 8.625                       8.62    1/15/2012    1,415,000
857477AF0   State Street Corp 4.956%                   4.95    3/15/2018    1,375,000
92979FAB6   Wbcmt 07-c34 A2 5.569%                     5.56    5/15/2046    1,400,000
032511BH9   Anadarko Petroleum Corp 6.375%                      6.37    9/15/2017    1,300,000
Y10048AA7   BUMI Investment Pte Ltd 10.75% Ser Regs             10.75   10/6/2017    1,250,000
05950XAB2   BACM 2006-5 A2 5.317%                               5.31    9/10/2047    1,422,979
05522RAD0   Baact 2006-c5 C5 Fltr                               0.61    1/15/2016    1,500,000
15135UAF6   Cenovus Energy Inc 6.75%                            6.75    11/15/2039   1,250,000
256853AA0   Dolphin Energy Ltd 5.888%                           5.88    6/15/2019    1,338,205
345397VA8   FORD Motor 9.875%                                   9.87    8/10/2011    1,420,000
373298BV9   Georgia-pacific 8.125                               8.12    5/15/2011    1,440,000
38141EA66   Goldman Sachs Group Inc 6%                          6.00    6/15/2020    1,370,000
50064YAA1   Korea Hydro & Nuclear Power 6.25%                   6.25    6/17/2014    1,320,000
513075AV3   Lamar Media Corp 9.75%                              9.75     4/1/2014    1,250,000
61745M2D4   MSC 2005-iq9 A4 4.66%                               4.66    7/15/2056    1,410,000
61744CJD9   MSAC 2004-op1 M1 Floater                            0.79    11/25/2034   1,650,090
542514EU4   LONG Beach Mortgage Loan Trust Lbmlt 04-1 M1 Fltr   0.96    2/25/2034    1,610,000
36228FZK5   Gsamp 04-fm1 M1 Fltr                                1.18    11/25/2033   1,632,976
459745FY6   INTL Lease Finance Corp 6.5% Ser144a                6.50     9/1/2014    1,275,000
31402CTT9   FN 725162 6%                                        6.00     2/1/2034    1,240,378
264399EQ5   DUKE Energy Corp 6.3%                               6.30     2/1/2014    1,250,000
060505DH4   BANK Of America Corp 6.0%                           6.00     9/1/2017    1,265,000
004421DA8   ACE 2003-he1 M1 Floater                             1.18    11/25/2033   1,640,760
USM1        US Long Bond Jun 11                                         6/21/2011      362
02687QDG0   American International Group 5.85%                  5.85    1/16/2018    1,300,000
025816BB4   American Express Co 8.125%                          8.12    5/20/2019    1,055,000
B8A0P4EX8   American Gen Finance Corp Bk Ln                     7.25    4/30/2015    1,275,000
B3DXQM0     Poland Government Bond 5.5%                         5.50    10/25/2019   3,660,000
126650BR0   CVS Caremark Corp 6.125%                            6.12    9/15/2039    1,225,000
12513YAD2   CD 2007-cd4 A3 5.293%                               5.29    12/11/2049   1,300,000
27876GBF4   Echostar Dbs Corp 7.0%                              7.00    10/1/2013    1,200,000
532776AR2   LIN Television Corp 6.5000% Series B                6.50    5/15/2013    1,300,000
48601TAB4   KATO 7a A2 Floater                                  0.57    11/15/2017   1,343,840
56808RAA4   Marina District Finance 9.5% Ser 144a               9.50    10/15/2015   1,250,000
94974BEV8   Wells Fargo & Company 4.6% Ser Mtn                  4.60     4/1/2021    1,330,000
773903AC3   Rockwell Intl 5.2                                   5.20    1/15/2098    1,500,000
767201AF3   RIO Tinto Finance 8.95%                             8.95     5/1/2014    1,100,000
652482CC2   NEWS America Inc 6.15% Ser 144a                     6.15    2/15/2041    1,295,000
74913GAN5   Qwest Corporation Fltr                              3.55    6/15/2013    1,250,000
750829AA1   Rainbow Natl Svcs Llc 8.75% Series 144a             8.75     9/1/2012    1,230,000
61746RGS4   MSAC 2004-wmc1 M1 Fltr                              1.14    6/25/2034    1,384,448
78442FEH7   SLM Corp 8.4500%                                    8.45    6/15/2018    1,100,000
85590AAD6   Starwood Hotels & Resorts 7.875%                    7.87     5/1/2012    1,140,000
867363AS2   Sungard Data Systems In 7.625% Ser 144a             7.62    11/15/2020   1,150,000
91324PBQ4   Unitedhealth Group Inc 5.95%                        5.95    2/15/2041    1,200,000
59020UKL8   MLMI 2004-opt1 A1a Floater                          0.47    6/25/2035    1,533,616
532776AJ0   LIN Television Corp 6.5%                            6.50    5/15/2013    1,235,000
460146CF8   INTL Paper Co 7.3%                        7.30    11/15/2039   1,075,000
45974VA24   INTL Lease Finance Corp 5.75% Mtn         5.75    6/15/2011    1,225,000
44106MAP7   Hospitality Prop Trust 7.875%             7.87    8/15/2014    1,100,000
368266AM4   GAZ Capital Sa 8.125%                     8.12    7/31/2014    1,055,000
38141GGM0   Goldman Sachs Group Inc 6.25%             6.25     2/1/2041    1,195,000
40431MAJ5   Hfchc 07-2 A4 Fltr                        0.51    7/20/2036    1,600,000
14987BAA1   Crown Castle Hldgs Gs Iii Corp 7.75%      7.75     5/1/2017    1,100,000
15672WAA2   Cequel Com Hldg I/cap Cp 8.625%           8.62    11/15/2017   1,150,000
125581FX1   CIT Group Inc 7.0%                        7.00     5/1/2017    1,195,000
07387BAE3   Bscms 2005-pwr9 A2 4.735%                 4.73    9/11/2042    1,196,352
04010KAA3   ARES 2004-8a A1a Floater                  0.74    2/26/2016    1,219,504
040104GS4   ARSI 04-w6 M1 Fltr                        0.76    5/25/2034    1,512,232
B039PM0     Poland Government Bond 6.25%              6.25    10/24/2015   3,110,000
B8A0Q6AE8   REC Fix 2.250523%; Pay Flt Usd 3m Libor   2.25    3/23/2016    1,210,000
B0Y7SL3     Mexican Bonos 8.00%                       8.00    12/17/2015   12,510,000
02378JAS7   American Airline 6.817                    6.81    5/23/2011    1,150,000
N44658AA5   INDO Intgrtd Energy Ii 9.75% Ser Regs     9.75    11/5/2016    1,000,000
004427BM1   ACE 2003-op1 M1 Floater                   1.26    12/25/2033   1,400,000
14043CAB9   Capital One 10.25%                        10.25   8/15/2039    1,050,000
52108HU77   Lbubs 2004-c8 A6 Fltr                     4.79    12/15/2029   1,100,000
502413AU1   L-3 Communications Corp 6.3750% Wi        6.37    10/15/2015   1,135,000
581557AW5   Mckesson Corp 6.5%                        6.50    2/15/2014    1,000,000
60467MAA9   Mirant Mid-atlantic 8.625 %               8.62    6/30/2012    1,104,318
60687UAE7   Mlcfc 2006-2 A4                           5.90    6/12/2046    1,065,000
29268BAF8   ENEL Finance Intl Sa 6%                   6.00    10/7/2039    1,200,000
29274FAE4   Enersis Sa 7.375                          7.37    1/15/2014    1,000,000
91324PAW2   United Health Group Inc 6.00%             6.00    6/15/2017    1,000,000
92343VAX2   Verizon Communications 4.6                4.60     4/1/2021    1,150,000
81180VAA1   Seagate Technology Intl 10.0% 144a        10.00    5/1/2014     968,000
78010XAD3   Royal Bk Of Scotland Plc 3.4% Ser 2       3.40    8/23/2013    1,080,000
61746RHS3   MSAC 04-wmc2 M1 Fltr                      1.12    7/25/2034    1,250,094
61750WAX1   Morgan Stanley Capital I 06-iq12 5.332%   5.33    12/15/2043   1,020,000
652482BN9   NEWS America 6.15%                        6.15     3/1/2037    1,075,000
64352VJJ1   Nchet 2004-4 M1 Fltr                      0.97    2/25/2035    1,325,558
984121BZ5   Xerox Corporation 4.25%                   4.25    2/15/2015    1,050,000
30246QAG8   Fbrsi 2005-2 M1 Floater                   0.69    9/25/2035    1,400,000
574599AN6   Masco Corp 7.125%                         7.12    8/15/2013     965,000
55302TAB1   MHP Sa 10.25%                             10.25   4/29/2015     980,000
53947MAB2   Lloyd's Tsb Bank 5.8% Ser 144a            5.80    1/13/2020    1,070,000
42822SAA4   Hicdo 2006-4a A Fltr                      0.57     5/9/2018    1,151,783
125509BJ7   Cigna Corp 5.375 %                        5.37    3/15/2017     965,000
27876GAY4   Echostar Dbs Corp 6.625%                  6.62    10/1/2014    1,000,000
260543CA9   DOW Chemical Co/the 5.9%                  5.90    2/15/2015     950,000
01N052657   GNMA 5.50%                                5.50    5/19/2039    1,000,000
02R050655   Fhlmc Tba 30yr 5.0%                       5.00    5/15/2033    1,000,000
03938LAF1   Arcelormittal Sa Luxembourg 6.125%        6.12     6/1/2018    990,000
03523TBH0   Anheuser-busch Inbev Wor 6.875% Ser Wi    6.87    11/15/2019   800,000
032095AA9   Amphenol Corp 4.75%                       4.75    11/15/2014   950,000
01959EAA6   Allied World Insurance 7.5%               7.50     8/1/2016    890,000
02R040656   Fglmc Tba 4% 30yr                         4.00    5/12/2039    1,000,000
026874BT3   American International Group 8.250%       8.25    8/15/2018    850,000
Y68856AH9   Petronas Capital Ltd 5.25%                5.25    8/12/2019    925,000
FVM1        US 5yr Note Fut Jun11 (cbt)                       6/30/2011      597
B8A0A2XY5   Royalty Pharma Fin Tr Bk Ln 7.75 Fixed    7.75    5/15/2015    1,000,000
22544QAB5   CSMC 2007-c3 A2 Fltr                      5.52    6/15/2039    938,083
145749AC1   Carrols Corp 9.0000%                      9.00    1/15/2013    1,010,000
07384YRY4   Bsabs 04-he3 M2 Fltr                      1.93    4/25/2034    1,122,183
460146CA9   International Paper Co 7.95%              7.95    6/15/2018    800,000
534187AX7   Lincoln National Corp 8.75%               8.75     7/1/2019    800,000
50179AAC1   Lbubs 2007-c1 A3 5.398%                   5.39    2/15/2040    1,000,000
57643LCW4   MABS 04-wmc1 M1 Fltr                      0.99    2/25/2034    1,105,900
312941HQ3   FG A92939 5%                              5.00     7/1/2040    939,077
31430QBA4   Felcor Lodging Trust Inc 10%              10.00   10/1/2014    900,000
98310WAF5   Wyndham Worldwide 5.75%                   5.75     2/1/2018    975,000
918242AD0   Vimpelcom (vip Fin) 7.748% Ser144a        7.74     2/2/2021    960,000
65409QAU6   Nielsen Finance Llc/co 11.5               11.50    5/1/2016    820,000
740212AB1   Precision Drilling Corp 6.625% Ser 144a   6.62    11/15/2020   1,000,000
81180RAD4   Seagate Tech 6.375%                       6.37    10/1/2011    990,000
772739AC2   Rock-tenn Co 8.2                          8.20    8/15/2011    1,000,000
81725WAC7   Sensata Tech Bv 8.00%                     8.00     5/1/2014    959,000
867363AL7   Sungard 10.25%                            10.25   8/15/2015    930,000
878091BC0   Teachers Insur 6.85%                      6.85    12/16/2039   830,000
85171RAA2   Springleaf Finance Corp 6.9%              6.90    12/15/2017   1,000,000
86358EKJ4   SAIL 04-7 A8 Fltr                         1.41    8/25/2034    1,110,000
905581AR5   Union Carbide Corp 7.5%                   7.50     6/1/2025    850,000
883203BQ3   Textron Inc 7.25%                         7.25    10/1/2019    800,000
62947QAH1   NXP Bv/nxp Funding Llc 10% Ser 144a       10.00   7/15/2013    825,000
912828QL7   US Treasury Note 0.75%                    0.75    3/31/2013    915,000
98417EAA8   Xstrata Finance Canada 5.5%               5.50    11/16/2011   900,000
31371KY88   FN 254635 6%                              6.00     2/1/2023    840,602
59156RAT5   Metlife Inc 7.717%                        7.71    2/15/2019    750,000
50065TAB9   Korea Finance Co 3.25%                    3.25    9/20/2016    965,000
534187AU3   Lincoln National Corp 6.05%               6.05    4/20/2067    940,000
52108MAH6   Lbubs 2005-c7 Am 5.263%                   5.26    11/15/2040   870,000
51507YAA4   Landm 2006-8a A1 Floater                  0.51    10/19/2020   967,250
50182CAA6   LCM 3a A Floater                          0.57     6/1/2017    1,000,000
46625YUA9   Jpmcc 2005-ldp4 4.918%                    4.91    10/15/2042   870,000
45104GAB0   Icici Bank Ltd 7.25%                      7.25    12/31/2049   900,000
404280AJ8   HSBC Holdings Plc 6.8%                    6.80     6/1/2038    895,000
38144LAB6   Goldman Sachs Group 6.25%                 6.25     9/1/2017    840,000
12621MAA3   Fstmp 2010-1a A1 Fltr                     2.17    4/20/2019    900,000
13063A7D0   California St 7.300%                      7.30    10/1/2039    835,000
278289AA1   Eaton 2007-9a A1a Floater                 0.48    4/20/2019    1,000,000
25459HAY1   Directv Hldg/fin Inc 3.5%                 3.50     3/1/2016    875,000
249575AN1   Depfa Acs Bank 5.125%                     5.12    3/16/2037    1,395,000
B3XH1S3     GAZ Capital Sa 9.25%                      9.25    4/23/2019    765,000
G84393AA8   STAR Energy Geothermal 11.5%              11.50   2/12/2015    790,000
00817YAG3   Aetna Inc 6.75%                           6.75    12/15/2037   725,000
B8A0Q0ZR5   DEL Monte Foods Co Bk Ln                  4.50    2/28/2018    825,000
25466AAB7   Discover Bank 7%                          7.00    4/15/2020    780,000
260543BW2   DOW Chemical Company 7.600%               7.60    5/15/2014    725,000
172967EM9   Citigroup Inc 6.125%                      6.12    11/21/2017   750,000
172967FF3   Citigroup Inc 5.375%                      5.37     8/9/2020    800,000
15189XAC2   Centerpoint Ener 5.7                      5.70    3/15/2013    750,000
07387BCH4   BEAR Stearns Commercial Mortgag 5.1270%   5.12    10/12/2042   843,999
36962G4R2   General Electric Cap Corp 4.375%          4.37    9/16/2020    885,000
364725AE1   Gannett Co 5.75%                          5.75     6/1/2011    835,000
40430LAA7   HSBC Fin Cap Var (5.911%)                 5.91    11/30/2035   900,000
40255SAA4   GULF 2004-1a A Fltr                       0.63    7/15/2016    844,154
50180CAB6   Lbubs Comm Mtge Trust 2006-c7 A2 5.3%     5.30    11/15/2038   800,000
50181XAA1   LCM 2a A Floater                          0.59    10/22/2016   837,613
61744CAW6   MSAC 2004-nc1 M1 Floater                  1.26    12/27/2033   1,009,420
30161MAE3   Exelon Generation Co Llc 6.20%            6.20    10/1/2017    750,000
30161MAG8   Exelon Generation Co Llc 6.25%            6.25    10/1/2039    800,000
35671DAS4   Freeport Mcmoran 8.375%                   8.37     4/1/2017    795,000
36186CBQ5   GMAC Llc 6.875%                           6.87    9/15/2011    850,000
922646AS3   Venezuela 9.25%                           9.25    9/15/2027    1,195,000
92327WAA0   Ventr 2003-1a A1 Floater                  0.77    1/21/2016    867,893
74913GAW5   Qwest Corp 8.375%                         8.37     5/1/2016    700,000
74727PAL5   State Of Qatar 6.4% Ser114a               6.40    1/20/2040    810,000
67740QAC0   OHIO Nat Financial Srvs 6.35% Ser 144a    6.35     4/1/2013    800,000
646139W35   NEW Jersey St Tpk Auth Rev 7.414%         7.41     1/1/2040    750,000
646139X83   NEW Jersey St Tpk Auth Rev 7.102%         7.10     1/1/2041    725,000
651639AM8   Newmont Mining Corp 6.25%                 6.25    10/1/2039    775,000
61747YCJ2   Morgan Stanley 5.625%                     5.62    9/23/2019    780,000
89346DAC1   Transalta Corp 6.65%                      6.65    5/15/2018    725,000
828807CA3   Simon Property Group Lp 10.35%            10.35    4/1/2019    600,000
816851AN9   Sempra Energy 6.5%                        6.50     6/1/2016    750,000
805564SS1   SAST 2005-3 M1 Fltr                       0.67    11/25/2035   1,000,000
887315BM0   TIME Warner Cos Inc 6.95%                 6.95    1/15/2028    720,000
912656AG0   US Steel Corp 7%                          7.00     2/1/2018    700,000
62388TAB4   MCAP 2005-4a A1l Floater                  0.55    3/15/2018    790,040
76110W5Y8   Residential Asset Securities Co Rasc Fltr   0.55    11/25/2035   890,000
761713AU0   Reynolds American Inc 6.75%                 6.75    6/15/2017    650,000
723787AF4   Pioneer Natural Resource 6.875%             6.87     5/1/2018    700,000
92344SAK6   Cellco Part/veri Wireless 8.5%              8.50    11/15/2018   615,000
92852EAK1   Vivendi 5.75%                               5.75     4/4/2013    750,000
36228CWW9   GSMS 2006-gg6 Aab 5.587%                    5.58    4/10/2038    703,359
617451CR8   MSC 2006-t21 A4 5.162%                      5.16    10/12/2052   708,000
575767AG3   MASS Mutual Life Ins Co Ser 144a 8.875%     8.87     6/1/2039    550,000
55448QAH9   Mack-cali Realty L.p. 4.6%                  4.60    6/15/2013    700,000
55264TAY7   Mbnas 02-c3 C3 Fltr                         1.56    10/15/2014   800,000
38747PAA0   Granv 05-2a A1 Fltr                         0.53    12/15/2017   826,481
46625YUC5   Jpmcc 2005-ldp4 Am 4.999%                   4.99    10/15/2042   750,000
46629YAB5   Jpmcc 07-cb18 A3 5.447%                     5.44    6/12/2047    759,000
084423AR3   Berkley (wr) Corporation 5.375%             5.37    9/15/2020    735,000
100756AA3   BOST 2004-1a A Floater                      0.70    5/25/2016    787,841
06739FFS5   Barclays Bank Plc 6.75%                     6.75    5/22/2019    705,000
04542BFA5   ABFC 2004-opt1 M1 Floater                   1.26    8/25/2033    875,321
05565QBF4   BP Capital Markets Plc 5.25                 5.25    11/7/2013    680,000
12543DAF7   Community Health Systems 8.875%             8.87    7/15/2015    750,000
17313KAE1   Cgcmt 2008-c7 Asb 6.293433%                 5.82    12/10/2049   700,000
283677AW2   EL Paso 6%                                  6.00    5/15/2035    750,000
B8A0P13W8   INTL Lease Finance Corp Bk Ln               6.75    3/17/2015    764,423
B8A07WCY6   Texas Competetive Elec Bk Ln                3.73    10/10/2014   930,144
00209TAB1   AT&T Broadband 9.455%                       9.45    11/15/2022   475,000
B1FSD39     Krung Thai Bank Pcl 7.378%                  7.37    10/29/2049   700,000
B5B82G7     Petroleos De Venezuela 4.9%                 4.90    10/28/2014   895,000
247367BH7   Delta Air Lines 6.821                       6.82    8/10/2022    667,163
171232AP6   Chubb Corp 6.375%                           6.37    3/29/2067    650,000
17133PAA6   CHUO Mitsu Fltr Series 144a                 5.50    12/29/2049   650,000
059513AD3   BACM 2007-4 Asb 5.706%                      5.70    2/10/2051    641,000
073902RU4   BEAR Stearns 7.25%                          7.25     2/1/2018    600,000
48125BAA2   JPM Chase Capital Xxvii 7%                  7.00    11/1/2039    700,000
40430WAC9   Hfchc 06-1 M1 Fltr                          0.49    1/20/2036    788,585
404280AK5   HSBC Holdings Plc 5.1%                      5.10     4/5/2021    675,000
59023BAE4   Merrill Lynch Mortgage Trust Floater        5.66    5/12/2039    650,000
35729PCA6   FHLT 03-b M1 Fltr                           1.26    12/25/2033   941,959
737415AH2   POST Apartment Homes 5.45%                  5.45     6/1/2012    665,000
709223A27   Pennsylvania St Tp Pa Tpk-babs-b 5.511%     5.51    12/1/2045    715,000
61746RBV2   MSAC 2003-he1 M1 Fltr                       1.41    5/25/2033    807,362
65684RAA4   North American Energy Al 10.875%            10.87    6/1/2016    600,000
90344NAA3   USB Capital Xiii Trust 6.625%               6.62    12/15/2039   675,000
900148AA5   Turkiye Garanti Bankasi 6.25% Ser144a       6.25    4/20/2021    675,000
86359ACW1   ARC 2002-bc8 A3 Fltr                        1.21    11/25/2032   780,010
869237AE7   Susser Holdings & Financ 8.5%               8.50    5/15/2016    650,000
78442FEK0   SLM Corp 6.25% Ser Mtn                           6.25    1/25/2016    630,000
780097AW1   Royal Bk Scotland Grp Plc 6.4%                   6.40    10/21/2019   575,000
84751PBK4   SURF 2003-bc4 M1 Floater                         1.11    11/25/2034   726,716
652482AX8   NEWS Amer Inc 7.625                              7.62    11/30/2028   550,000
62875UAH8   NBC Universal 4.375% Ser144a                     4.37     4/1/2021    600,000
68233JAD6   Oncor Electric Delivery 6.8%                     6.80     9/1/2018    545,000
66977WAF6   NOVA Chemicals 6.5                               6.50    1/15/2012    620,000
929766MT7   Wbcmt 2003-c9 A3 4.608%                          4.60    12/15/2035   567,928
92343VAK0   Verizon Communications Inc 6.4%                  6.40    2/15/2038    600,000
984121BY8   Xerox Corp 8.2500%                               8.25    5/15/2014    540,000
97063PAA2   Willis Group Holdings Ltd 4.125%                 4.12    3/15/2016    630,000
33736EAA9   FRST 2004-1a1 A1 Floater                         0.62    7/27/2016    651,668
31391CNP6   FN 662898 6.5%                                   6.50    12/1/2017    526,450
31402WA57   FN 739928 5.5%                                   5.50    10/1/2033    601,182
31283HZ40   FG G01663 6%                                     6.00     1/1/2034    538,415
302154AX7   Exp-imp Bk Korea 4%                              4.00    1/29/2021    645,000
31296RVU9   FG A16927 6%                                     6.00    11/1/2033    580,484
50178TAA5   LBI Escrow Corp 8.0%                             8.00    11/1/2017    576,000
50065JAA3   Korea Expressway Corp 4.5%                       4.50    3/23/2015    620,000
494550AQ9   Kinder Morgan Ener 7.3%                          7.30    8/15/2033    520,000
52108HJV7   Lbubs 2002-c2 C 5.696%                           5.69    7/15/2035    600,000
38141GFM1   Goldman Sachs Group Inc 6.15%                    6.15     4/1/2018    575,000
437076AV4   HOME Depot Inc 5.95%                             5.95     4/1/2041    575,000
42809HAD9   HESS Corp 5.6%                                   5.60    2/15/2041    635,000
07383FGQ5   Bscms 2001 - Top4 E 6.47%                        6.47    11/15/2033   650,000
058736AC3   Bally 2005-3a A2 Floater                         0.50    7/25/2017    645,263
172967EV9   Citigroup Inc 8.5%                               8.50    5/22/2019    500,000
173080201   Citigroup Capital Xiii Multi-coupon Pfd   C UN                        22,000
260543BY8   DOW Chemical Co 9.4%                             9.40    5/15/2039    410,000
026874AT4   AMER Intl Group 4.25                             4.25    5/15/2013    625,000
03523TBF4   Anheuser-busch Inbev Wor 8.2% Ser Wi             8.20    1/15/2039    450,000
037933AG3   Apria Healthcare Group I 12.375%                 12.37   11/1/2014    600,000
03938LAS3   Arcelormittal 6.75%                              6.75     3/1/2041    575,000
026874BW6   American Intl Group 6.4%                         6.40    12/15/2020   525,000
007903AR8   Advanced Micro Devices 8.125% Ser Wi             8.12    12/15/2017   540,000
00130HBC8   AES Corp 7.75                                    7.75     3/1/2014    500,000
01N040652   GNSF 4 5/11 Tba                                  4.00     5/1/2041    500,000
B8A0P13X6   INTL Lease Finance Corp Bk Ln                    6.99    3/17/2016    560,577
B8A0PTEQ8   Neiman Marcus Grp Inc Bk Ln B                    4.30     4/6/2013    565,315
22234XAC3   Country Garden Hldg Co 11.75%                    11.75   9/10/2014    475,000
225470AM5   CSFB 05-c5 A3 5.1%                               5.10    8/15/2038    520,000
167593AN2   Chicago Ill O Hare Intl Arpt 6.395%              6.39     1/1/2040    545,000
04541GEL2   Abshe 2003-he3 M1 Floater                        1.46    6/15/2033    658,403
072024PY2   BAY Area To Bay Area Toll-txb-s3 6.907%          6.90    10/1/2050    525,000
147446AP3   CASE New Holland Inc 7.75%                    7.75     9/1/2013    500,000
12527GAA1   CF Industries 6.875%                          6.87     5/1/2018    500,000
46632HAB7   JP Morgan Chase Commercial Mortg 5.8270%      5.82    2/15/2051    520,000
364725AC5   Gannett Co Inc 6.375%                         6.37     4/1/2012    500,000
369622SM8   General Elec Cap Corp 5.3%                    5.30    2/11/2021    545,000
500630BS6   Korea Dev Bank 3.25%                          3.25     3/9/2016    545,000
49326EED1   Keycorp 5.1% Ser Mtn                          5.10    3/24/2021    560,000
592125AM0   Metro Govt Nashville & Davidson Cnty 6.731%   6.73     7/1/2043    550,000
29267HAA7   Endurance Specialty Hldg 7.0%                 7.00    7/15/2034    525,000
29266MAD1   Energy East Corp 6.75                         6.75    6/15/2012    500,000
31402QTR2   FNMA 6.00% Pool                               6.00    11/1/2034    461,943
337738AF5   Fiserv Inc 6.125%                             6.12    11/20/2012   500,000
94707VAA8   Weathertford Intl Ltd 5.125%                  5.12    9/15/2020    525,000
91911TAK9   VALE Overseas Limited 6.875                   6.87    11/10/2039   505,000
92553PAC6   Viacom Inc 6.75%                              6.75    10/5/2037    460,000
931142DB6   Wal-mart Stores Inc 5.625%                    5.62    4/15/2041    525,000
681904AK4   Omnicare Inc 6.8750%                          6.87    12/15/2015   500,000
74913GAK1   Qwest Corp 7.6250%                            7.62    6/15/2015    468,000
62388QAA2   MCAP 2004-3a A1la Fltr                        0.72    2/15/2016    552,013
61746RHE4   MSAC 04-he5 M1 Fltr                           1.15    6/25/2034    644,775
86358EDY9   SAIL 2003-bc8 3a3 Fltr                        1.11    8/25/2033    646,823
87938WAM5   Telefonica Emisiones Sau 5.134%               5.13    4/27/2020    515,000
86359BGH8   SARM 2004-1 4a3 4.17%                         2.58    2/25/2034    579,009
887315BN8   Historic Tw Inc 6.625%                        6.62    5/15/2029    483,000
641423BZ0   Nevada Power Co 5.375%                        5.37    9/15/2040    500,000
750754AB9   Raill 1-a2 7.125%                             7.12    1/15/2013    445,750
759136QP2   Regional Tr Regl Trnsp Dist-babs 5.844%       5.84    11/1/2050    475,000
74040YAA0   Pretsl X Floater                              1.02     7/3/2033    723,493
92257GAA9   Veloc 2004-1a A Fltr                          0.66    8/22/2016    465,173
91412F7Y7   University Calif Revs 5.77%                   5.77    5/15/2043    500,000
94983KAC3   Wfmbs 06-ar2 2a1 Fltr                         2.77    3/25/2036    487,931
31405TUT7   FN 798994 6%                                  6.00     1/1/2035    427,646
36201YYZ3   GN 607428 6.5%                                6.50    11/15/2033   385,920
31404HUK3   FN 769286 6%                                  6.00    11/1/2033    445,467
31406AUP5   FN 804390 5%                                  5.00    12/1/2019    396,253
31395A3J2   FSPC T-61 1a1 Fltr                            1.71    7/25/2044    440,423
31401JWY0   FN 709963 5%                                  5.00     6/1/2018    393,274
59020UKM6   MLMI 04-opt1 A2a Fltr                         0.57    6/25/2035    615,127
552953BH3   MGM Resorts International 10.375%             10.37   5/15/2014    395,000
53079EAG9   Liberty Mutual Group 6.5% Ser 144a            6.50    3/15/2035    470,000
404280AG4   HSBC Holdings Plc 6.50%                       6.50     5/2/2036    445,000
125509BQ1   Cigna Corp 5.875%                             5.87    3/15/2041    505,000
040104AP6   ARSI 03-w2 M4 Fltr                            3.50    9/25/2033    600,000
05565QBP2   BP Capital Markets Plc 4.5%                   4.50    10/1/2020    435,000
21079NAA9   Continental Airlines Inc 5.983%           5.98    4/19/2022    473,508
21079VAA1   Contl Airlines 2010-a 4.75% Ser A         4.75    1/12/2021    450,000
24736WAA8   Delta Air Lines 2011-1 5.3% Ser A         5.30    4/15/2019    450,000
00764MBQ9   Aabst 04-2 A3 Fltr                        0.69    6/25/2034    528,696
B8A03JVN2   Insight Midwest Hldg Llc Ln               1.24    10/6/2013    470,779
B8A062NG0   First Data Corp Bk Ln                     2.96    9/24/2014    524,746
037411AW5   Apache Corp 5.1%                          5.10     9/1/2040    465,000
004421DK6   ACE 04-fm1 M1 Fltr                        1.11    9/25/2033    492,454
013817AV3   Alcoa Inc 5.4%                            5.40    4/15/2021    375,000
B01WYL3     GOVT Of Jamaica 11%                       11.00   7/27/2012    255,000
247361ZH4   Delta Air Lines 2010-2a 4.95%             4.95    5/23/2019    400,000
210805DK0   Contl Airlines 7.373 Series 01-1          7.37    12/15/2015   413,865
22541QNK4   HEAT 2003-5 M1 Fltr                       1.26    12/25/2033   480,258
04650NAA2   AT&T Inc 5.35% Ser 144a                   5.35     9/1/2040    375,000
07386HSY8   Balta 05-4 23a1 Fltr                      2.64    5/25/2035    481,469
099724AG1   Borgwarner Inc 4.625%                     4.62    9/15/2020    350,000
404280AH2   HSBC Holdings Plc 6.5%                    6.50    9/15/2037    355,000
396789JR1   Greenwich Cap Com Funding 05-gg3 4.305%   4.30    8/10/2042    361,070
46625YP56   Jpmcc 2006-ldp6 A3b 5.559%                5.55    4/15/2043    365,000
46625YQP1   Jpmcc 05-cb12 4.824%                      4.82    9/12/2037    363,408
544152AA9   Lorillard Tobacco Co 8.125%               8.12    6/23/2019    305,000
31404WRR9   Fannie Mae Pool #780896 5.5000%           5.50     5/1/2034    345,538
314275AB4   Federated Retail Holding 5.35%            5.35    3/15/2012    400,000
3133T8ZJ9   FHR 1935 Jz 7%                            7.00    2/15/2027    323,751
31390UYD2   FN 656908 6.5%                            6.50     9/1/2032    304,202
91324PBN1   Unitedhealth Group Inc 5.7%               5.70    10/15/2040   415,000
743315AM5   Progressive Corp                          6.70    6/15/2037    365,000
72650RAV4   Plains All Amer Pipeline 4.25%            4.25     9/1/2012    400,000
67766WQG0   OHIO St Water Dev Auth 4.879%             4.87    12/1/2034    375,000
758842AA6   Regal 1999-1 A Fltr                       3.00    9/29/2031    442,028
74924PAE2   RASC 04-ks1 Ai5 5.221%                    5.22    2/25/2034    400,000
65473QAR4   Nisource Finance Corp 5.4500%             5.45    9/15/2020    355,000
67740QAF3   OHIO Nat Financial Srvs 6.375%            6.37    4/30/2020    360,000
887317AL9   TIME Warner Inc 6.25%                     6.25    3/29/2041    400,000
909287AA2   United Airlines 6.636%                    6.63     7/2/2022    381,680
878742AJ4   TECK Resources Limited 9.750%             9.75    5/15/2014    309,000
85590AAK0   Starwood Hotels 6.25                      6.25    2/15/2013    380,000
828807CB1   Simon Property Group 6.75%                6.75    5/15/2014    340,000
78442FAG3   SLM Corp 5.375%                           5.37    1/15/2013    345,000
80282KAA4   Santander Holdings Usa 4.625%             4.62    4/19/2016    270,000
828807CC9   Simon Property Group Lp 4.2%              4.20     2/1/2015    260,000
83162CLF8   SBAP 2001-20a 1 6.29%                     6.29     1/1/2021    308,858
88732JAQ1   TIME Warner Cable Inc 8.2500%             8.25    2/14/2014    255,000
677632MV0   OHIO St Univ G Oh Univ-txb-c-babs 4.91%   4.91     6/1/2040    295,000
74733LAD4   Qatar Intl Finance 4.75% Ser 144a           4.75   2/16/2021    305,000
715457AA5   PERU Enhanced                                      5/31/2018    395,374
92553PAE2   Viacom Inc 4.375%                           4.37   9/15/2014    315,000
36213TEP4   GN 563642 6.5%                              6.50   9/15/2032    289,966
31404TBH5   FN 777740 5.5%                              5.50    5/1/2034    257,159
31406GEH8   FN 809336 6%                                6.00    2/1/2035    276,871
31404P5N7   FN 774953 5.5%                              5.50    4/1/2034    265,441
31400DWE8   FN 684745 6.5%                              6.50    4/1/2033    253,126
502413AZ0   L-3 Communications Corp 4.75%               4.75   7/15/2020    300,000
50075NAZ7   Kraft Foods Inc 6.5%                        6.50    2/9/2040    275,000
41283DAC7   Harley-davidson Funding 5.75%               5.75   12/15/2014   250,000
12667FQS7   Cwalt 2004-18cb 3a1 5.25%                   5.25   9/25/2019    319,267
13063BFR8   California St 7.625%                        7.62    3/1/2040    275,000
06051GDM8   BAFS 2005-d A1 Fltr                         2.82   5/25/2035    279,312
04273WAA9   Arrow Electronics Inc 3.375%                3.37   11/1/2015    275,000
26882PAX0   ERAC Usa Finance Company 6.2% 144a          6.20   11/1/2016    270,000
210518BV7   Consumers Energy Co 5.375%                  5.37   4/15/2013    250,000
B8A062NK1   First Data Corp Bk Ln                       2.96   9/24/2014    349,830
B8A0Q56Z8   CDW Llc Bk Ln Ext Tl                        4.50   7/15/2017    322,773
03072SU86   AMSI 2005-r11 A2d Floater                   0.54   1/25/2036    350,000
039483BC5   Archer-daniels-midland C 5.765%             5.76    3/1/2041    325,000
04009YAB4   ARES 03-7aw A1a Fltr                        0.66    5/8/2015    293,040
04010HAC6   ARES 05-10a A3 Fltr                         0.54   9/18/2017    332,993
03938LAR5   Acrelormittal 3.75%                         3.75    8/5/2015    275,000
02364WAW5   America Mov 6.125                           6.12   3/30/2040    285,000
01959EAB4   Allied World Assurance 5.5%                 5.50   11/15/2020   240,000
026874AX5   American Intl Group 5.05%                   5.05   10/1/2015    200,000
032511BC0   Anadarko Pretroleum Corp 8.7%               8.70   3/15/2019    175,000
TYM1        US 10yr Note Fut Jun11 (cbt)                       6/21/2011     187
008916AJ7   Agrium Inc 6.125%                           6.12   1/15/2041    225,000
B06HCN1     Bosphorus Financial Serv Fltr               2.11   2/15/2012    248,751
B3V8ZM0     GAZ Capital Sa 8.125%                       8.12   7/31/2014    200,000
B8A0PRCY7   CB Richard Ellis Svcs Bk Ln B               3.48   12/31/2016   248,750
B8A0P3F68   HCA Inc Bk Ln B2                            3.55   3/31/2017    221,538
29245SAC6   Endesa - Chile 8.35% Series W.i.            8.35    8/1/2013    185,000
040104EP2   ARSI 2003-w10 M2 Fltr                       2.68   1/25/2034    434,635
06050TKN1   BANK Of America 5.30%                       5.30   3/15/2017    250,000
111021AE1   British Telecom 9.875%                      9.87   12/15/2030   150,000
38141GFG4   Goldman Sachs 5.95%                         5.95   1/18/2018    190,000
40429CGB2   HSBC Finance Corp 6.676% Ser 144a           6.67   1/15/2021    220,000
40431XAE2   Hfchc 07-3 A4 Fltr                          1.71   11/20/2036   250,000
5252M0FD4   Lehman Brothers Holdings 6.875% Defaulted   6.87    5/2/2018    745,000
55265KA33   Mastr 2003-7 1a1                            5.50   9/25/2033    206,533
576434QA5   MALT 2004-4 4a1 5%                          5.00   4/25/2019    254,194
31402HV65   FN 729737 5%                             5.00     7/1/2018    227,882
313920GP9   FNR 2001-29 Z 6.5                        6.50    7/25/2031    212,147
31402LX64   FN 732501 5%                             5.00     8/1/2018    180,293
31403RGY8   FN 755415 6.5%                           6.50    11/1/2033    224,994
36213FB51   GN 552760 6.5%                           6.50    9/15/2032    189,704
31412XNQ3   FN 937899 6%                             6.00     6/1/2037    235,721
3133TPF87   Freddie Mac 2241 Ph 7.50%                7.50    7/15/2030    177,652
31287YAD6   FG C70904 6.5%                           6.50     9/1/2032    184,989
31288AD69   FG C71925 7%                             7.00     9/1/2032    173,534
294751EZ1   Eqabs 2004-3 M1 5.7%                     5.70    7/25/2034    272,051
302154AU3   Exp-imp Bank Korea 5.875%                5.87    1/14/2015    220,000
92978MAB2   Wbcmt 2006-c28 A2 5.5%                   5.50    10/15/2048   247,604
91529YAH9   UNUM Group 5.625%                        5.62    9/15/2020    225,000
91911TAH6   Campanhia Vale Do Rio Doce 6.875%        6.87    11/21/2036   235,000
925524AX8   Viacom Inc 6.875%                        6.87    4/30/2036    230,000
983024AF7   Wyeth 6.45                               6.45     2/1/2024    185,000
98372PAJ7   XL Capital Ltd 6.5%                      6.50    12/31/2049   260,000
68607DNL5   Oregon St Dept Trans Highway 5.834%      5.83    11/15/2034   235,000
74913GAE5   Qwest Corp 7.875%                        7.87     9/1/2011    250,000
75405TAA7   RAS Laffan Lng 5.298%                    5.29    9/30/2020    230,425
76112BGD6   Residential Asset Mortgage Pro Floater   1.01    12/25/2034   274,023
668131AA3   Northwestern Mutual Life 6.063%          6.06    3/30/2040    190,000
61746RBC4   MSAC 03-nc5 M1 Fltr                      1.48    4/25/2033    276,650
61751NAC6   MSC 07-hq11 A2 5.359%                    5.35    2/12/2044    215,000
88732JAY4   TIME Warner Cable Inc 5.875%             5.87    11/15/2040   200,000
88283LHT6   Texas State Transn Commn Rev 5.028%      5.02     4/1/2026    200,000
86359ACR2   SASC 2002-hf2 M3 Fltr                    3.21    7/25/2032    346,000
81375WJU1   SABR 06-fr1 M1 Fltr                      0.61    11/25/2035   900,000
83162CNF6   SBAP 2003-20i 1 5.13%                    5.13     9/1/2023    138,106
805564MK4   SAST 2002-3 M1 Fltr                      1.33    12/25/2032   165,524
878742AM7   TECK Resources Ltd 10.25%                10.25   5/15/2016    101,000
88522NAA1   TMST 2006-6 A1 Fltr                      0.32    11/25/2046   175,193
652482BY5   NEWS America Inc 6.9%                    6.90    8/15/2039    160,000
693506BE6   PPG Industries Inc 5.5%                  5.50    11/15/2040   175,000
30161NAD3   Exelon Corp 4.9%                         4.90    6/15/2015    125,000
3133T3KK3   FHR 1628 Lz 6.5%                         6.50    12/15/2023   114,819
31390VPW8   FN 657537 6.5%                           6.50     9/1/2032    169,710
31390YJD1   FN 660060 6.5%                           6.50     9/1/2032    143,056
31376KEX0   FN 357550 5.5%                           5.50     4/1/2034    158,389
31409D3J0   FN 868501 6%                             6.00     4/1/2036    135,142
31405ULZ0   FN 799644 6%                             6.00    11/1/2034    162,516
337738AH1   Fiserv Inc 3.125%                        3.12    10/1/2015    150,000
36206YD57   GN 425024 6.5%                           6.50    11/15/2033   166,342
31391F5M6   FN 666052 6.5%                           6.50    10/1/2032    112,857
31400WLV0   FN 699740 5.5%                             5.50    7/1/2033    145,154
534187BA6   Lincoln National Corp 7%                   7.00   6/15/2040    120,000
48666KAK5   KB Home 6.375                              6.37   8/15/2011    160,000
38141GFD1   Goldman Sachs Gp Gs 6.75                   6.75   10/1/2037    185,000
36828TAA8   Gazprom Intl Sa 7.201% Series 144a         7.20    2/1/2020    139,729
42809HAC1   HESS Corp 6.0%                             6.00   1/15/2040    175,000
446150AG9   Huntington Bancshares In 7%                7.00   12/15/2020   120,000
12513XAB8   Citigroup/deutsche Bank Commerci 5.4080%   5.40   1/15/2046    139,444
14040HAN5   Capital One Financial Co 6.15              6.15    9/1/2016    150,000
126670JY5   CWHL 2005-hyb9 3a2a Fltr                   3.01   2/20/2036    140,794
07386HSZ5   Balta 2005-4 3a2 Fltr                      2.64   5/25/2035    160,490
07384YEN2   Bsabs 02-2 A2 Fltr                         1.41   10/25/2032   188,198
05947U7H5   BACM 06-1 A2 5.334%                        5.33   9/10/2045    120,000
B8A0PR566   Fibertech Networks Llc Bk Ln               6.75   12/31/2016   174,563
B8A0LWQD1                                              1.00   9/20/2016    1,800,000
032511AY3   Anadarko Petroleum Corp 6.45%              6.45   9/15/2036    175,000
02660TCS0   AHM 2004-4 4a Fltr                         2.24   2/25/2045    209,857
03072SBE4   AMSI 2001-2 M3 Fltr                        3.13   10/25/2031   143,799
B8A03B2T8   HCA Inc Bk Ln                              2.55   11/18/2013    92,377
B8A0LHNJ4                                              1.00   6/20/2014    2,400,000
B8A0LVMJ4   PAY 1.00%     Jp Morgan Chase Bank Na      1.00   9/20/2019    1,650,000
07384MSH6   Bsarm 2002-11 A1 Fltr.                     5.66   2/25/2033     39,824
111013AG3   British Sky Broadcasting 6.1%              6.10   2/15/2018     90,000
23330JAA9   DP World Ltd 6.85%                         6.85    7/2/2037     80,000
16937MAC9   China Development Bk 5%                    5.00   10/15/2015   100,000
42218SAC2   Health Care Services Inc 4.7% Ser 144a     4.70   1/15/2021     95,000
40430GAA8   Hfchc 2005-1 A Floater                     0.50   1/20/2034     94,654
52108MFP3   Lbubs 06-c3 A2 5.532%                      5.53   3/15/2032     82,418
31402ES33   FN 726938 4.5%                             4.50    8/1/2033     75,657
31390SEW7   FN 654549 6%                               6.00    7/1/2017     82,807
31390TKJ7   FN 655597 6.5%                             6.50    8/1/2032     66,322
31391LYA7   FN 670405 6.5%                             6.50    7/1/2032     97,871
31395M2F5   FSPC T-63 1a1 Fltr                         1.51   2/25/2045     43,861
31403VZH5   FN 759544 5.5%                             5.50    1/1/2034     79,249
31407HTZ9   FNCL 831368 6.0                            6.00    4/1/2036     97,040
31408GT80   FN 851175 6%                               6.00    4/1/2036     55,749
31403AS22   FN 743137 6%                               6.00   10/1/2033     39,180
31403FUM4   FN 747688 5.5%                             5.50   11/1/2033     86,395
36202VD81   GNSF 610427 5.5%                           5.50   8/15/2033     83,364
36200FSF6   GN 600018 6.0%                             6.00   1/15/2033     37,367
36200GK21   GN 600713 6.0%                             6.00   12/15/2033    80,240
36225CN28   G2AR 80408 6.375%                          4.37   5/20/2030     68,861
31385HU59   FN 545204 Floater                          3.50    5/1/2036     57,104
31385WX38   FNCT 6.00% Pool #555198                    6.00    1/1/2023     36,942
31386C2X9   FN 559790                             1.71     9/1/2040    100,697
31386S4V6   FN 572436 5.5%                        5.50     3/1/2016    56,360
31386WTM0   FN 575756 5.5%                        5.50    12/1/2016    78,306
31386XJC1   FN 576359 5.5%                        5.50     4/1/2016    41,621
31391AVF3   FN 661314 6%                          6.00     9/1/2017    99,397
31391AVP1   FN 661322 6.5%                        6.50     9/1/2032    49,164
31390CTC0   FN 642347 7%                          7.00     5/1/2032    90,162
31390GHF7   FN 645630 7%                          7.00     6/1/2032    36,369
31388XVB7   FN 618110 6%                          6.00    12/1/2016    37,184
31371KDD0   FN 254000 6.5%                        6.50     9/1/2021    55,567
31371KVA6   FN 254509 5%                          5.00    10/1/2017    35,798
31371KVG3   FN 254515 6%                          6.00    11/1/2032    34,989
31389KE31   FNCI 6.00% Pool #627554               6.00     2/1/2017    39,136
31297B4V1   FG A24436 5.5%                        5.50     7/1/2034    42,650
31296RQS0   FG A16765 6.5%                        6.50    11/1/2033    92,008
31287YV43   FG C71535 6%                          6.00    10/1/2032    103,941
30216HAB5   Export Import Bank China 4.875%       4.87    7/21/2015    100,000
3128KHTU0   FG A55063 6%                          6.00    11/1/2036    43,611
3128KHWU6   FG A55159 6%                          6.00    12/1/2036    37,877
31283HUA1   Freddie Mac Gold Pool 6.0000%         6.00    12/1/2032    92,970
31283HVL6   FG G01519 6%                          6.00     2/1/2033    96,305
74160MDL3   Prime 2004-cl1 1a2 Fltr               0.61    2/25/2034    84,679
86358HNX3   SAMI 02-ar3 A1 Fltr                   0.87    9/19/2032    80,662
805564LZ2   SAST 2002-2 M2                        1.93    8/25/2032    179,399
831641DF9   SBIC 2001-p10b 1 6.344%               6.34     8/1/2011    42,688
9297667E7   Wbcmt 2005-c21 A3 Floater             5.20    10/15/2044   51,094
92922F4M7   WAMU 2005-ar13 A1a1 Fltr              0.50    10/25/2045   106,500
939336PM9   Wamms 2003-ar1-a2 5 1 Fltr            2.35    2/25/2033     3,180
98372PAF5   XL Capital Ltd 5.25%                  5.25    9/15/2014    25,000
86358RR66   SASC 02-14a 2a1                       2.26    7/25/2032     6,128
86358RUH8   SASC 2002-1a 4a Fltr                  2.67    2/25/2032    15,060
74160MDS8   Prime 2004-cl1 2a2 Fltr               0.61    2/25/2019    13,110
716589AC0   Petroleum Export 5.265% Series 144a   5.26    6/15/2011     8,736
76111JZ72   Rfmsi 2003-s9 A1 6.5%                 6.50    3/25/2032    28,079
75605EBD1   Realogy Corp 12%                      12.00   4/15/2017     903
620076AX7   Motorola Inc 8.0000%                  8.00    11/1/2011    31,000
31287V2S8   FG C69785 6.5%                        6.50     7/1/2032    14,985
31287V2T6   FG C69786 6.5%                        6.50     7/1/2032    10,434
31287V6T2   FG C69882 6.5%                        6.50     8/1/2032    10,908
31287V6U9   FG C69883 6.5%                        6.50     8/1/2032    15,680
31287WCH9   FG C69972 6.5%                        6.50     8/1/2032    19,992
31287WCJ5   FG C69973 6.5%                        6.50     8/1/2032    16,507
29266MAE9   Energy East Corp 6.75                 6.75    9/15/2033    15,000
31292GMF0   FG C00358 8.5%                        8.50     8/1/2024    10,329
31292GMW3   FG C00373 8.5%                    8.50   11/1/2024     5,900
31295LBG6   FH 787239                         2.80    7/1/2030     3,886
31389UFN4   FN 635673 7%                      7.00    3/1/2032     18,388
31388XVJ0   FN 618117 5.5%                    5.50    1/1/2017     24,066
31388YVB5   FN 619010 5.5%                    5.50    1/1/2017     25,546
31389CHB8   FN 621326 5.5%                    5.50   12/1/2016     1,859
31389DAG2   FN 622007 5.5%                    5.50   12/1/2016     6,685
31389DGY7   FN 622215 5.5%                    5.50   12/1/2016     5,771
31389HMN5   FN 625965 5.5%                    5.50    1/1/2017     25,160
31390SDZ1   FN 654520 6%                      6.00   10/1/2017     28,130
31390DK29   FN 643013 5.5%                    5.50    4/1/2017     19,311
31388JK53   FN 606116 Floater                 2.53    9/1/2031     20,812
31388QR43   FN 611707 5.5%                    5.50   12/1/2016     3,844
31388TLC5   FN 614223 5.5%                    5.50   12/1/2016     11,647
31388TLD3   FN 614224 5.5%                    5.50   12/1/2016     23,099
31385W2N8   FN 555281 6%                      6.00    3/1/2033     19,864
31356LA40   FG D57227 8.5%                    8.50   10/1/2024     13,453
31358SNY3   FNR 2000-32 Fm Floater            0.66   10/18/2030    4,686
31362GM40   FN 60679                          4.53    1/1/2028     25,923
36295QGR5   GN 677108 6.5%                    6.50   7/15/2038     25,004
36225CL46   G2 80346 Floater                  2.12   11/20/2029    12,462
36200KT72   GN 603674 6.0%                    6.00   5/15/2033     31,616
36202DPG0   G2 3123 8.0%                      8.00   8/20/2031      999
36202T6G6   GN 609371 6.0%                    6.00   3/15/2033     23,015
36202XZJ9   GN 612845 6.0%                    6.00   6/15/2033     33,961
36211BWM2   GN 508352 8.5%                    8.50   6/15/2030     1,055
36200DMD2   GN 598056 6%                      6.00   1/15/2033     28,172
36159NAE2   GEBL 2006-1a D Floater            1.21   5/15/2034    113,196
31404P7L9   FN 774999 5.5%                    5.50    4/1/2034     32,612
31404QFH7   FN 775168 5.5%                    5.50    5/1/2034     29,544
31390TY52   FN 656032 6%                      6.00    9/1/2032     1,409
31391KKH9   FN 669096 5.5%                    5.50   10/1/2017     26,925
31402K6W9   FN 731785 5.5%                    5.50    8/1/2033     2,266
542514HN7   Lbmlt 2004-4 1a1 Fltr             0.77   10/25/2034    13,915
3837H4M69   GNR 2000-26 Df Floater            0.61   9/20/2030     2,380
3837H4V77   GNR 2000-30 Fb Floater            0.66   10/16/2030    1,965
44328BAC2   HASC 2006-he2 2a1 Fltr            0.26   12/25/2036    6,080
45660UAQ2   Inarm 2001-h2 Fltr                1.81   1/25/2032     3,016
210805DH7   Contl Airl 6.703%                 6.70   6/15/2021     4,823
22540VXD9   CSFB 2002-he4 M2 Fltr             2.46   8/25/2032     34,744
12506YAT6   CDC Mortgage Capital Trust Fltr   3.58   3/25/2033     86,534
05948X4W8   Boams 2004-2 1a5 6.5%             6.50   10/25/2031    14,086
B8A0P8QX6   PAY 1.0% Deutsche Bank            1.00   6/20/2013    1,250,000
B8A0DQUJ    CDS (duk) Fltr                    0.70   3/20/2014    1,250,000
B8A0FAG21   BUY Cbs 280 Citsw                         1.00   6/20/2014    1,700,000
B8A0MC8N2   PAY 1.0%; Credit Suisse International     1.00   12/20/2012   3,500,000
B8A0MHEN4   PAY 5.0% Barclays Bank, Plc               5.00   6/20/2011     835,000
B8A0MVRP4   PAY 1.0% Deutsche Bank Ag                 1.00   6/20/2013    2,300,000
B8A0M3WR6                                             1.00   3/20/2015    1,885,000
B8A0M96D3   PAY 1.00% Deutsche Bank Ag                1.00   9/20/2013     965,000
B8A0NA680   PAY 1.0% Deutsche Bank                    1.00   12/20/2012   2,768,000
B8A0NBW22   PAY 1.0% Credit Suisse Intl               1.00   6/20/2014    2,500,000
B8A0NMMQ6   PAY 5.0% Deutsche Bank Ag                 5.00   3/20/2012     500,000
WNM1        US Ultra Bond Jun11                              6/21/2011        -11
TUM1        US 2yr Note Fut Jun11 (cbt)                      6/30/2011        -29
B8A0E5MJ    CDS (hot) Fltr                            7.05   3/20/2014     380,000
B8A0LPGD7   PAY 5.0% Citibank, Na                     5.00   3/20/2012    2,500,000
B8A0BMD6X   CDS Itraxx Fltr                           1.65   6/20/2013    1,300,000
B8A0Q1MU0   PAY Fixed @ 1%, Deutsche Bank             1.00   12/20/2015   7,500,000
B8A0Q4269   BUY Cdx.na.ig.15.v1 100 Db                1.00   12/20/2015   7,500,000
B8A0Q50Z4   BUY Cdx.na.hy.15.v1 500                   5.00   12/20/2015   1,500,000
B8A0DL7R    CDS (aig) Fltr                            3.70   3/20/2018    1,300,000
B8A0F9Y5    Scds: (slma) 5%                           5.00   6/20/2014    1,450,000
B8A0PNCD2   PAY 1.0% Deutsche Bank Ag                 1.00   12/20/2015   15,000,000
B8A0DATB    CDS (ip) Fltr                             5.30   3/20/2014    2,000,000
B8A0Q6AE8   REC Fix 2.250523%; Pay Flt Usd 3m Libor   0.30   3/23/2016    -1,210,000
B8A0Q9HA3   REC Fix 2.41484%; Pay Flt Usd 3m Libor    0.27   4/11/2016    -1,945,000
B8A0Q8KJ2   PAY Fix 2.406%; Rec Flt Usd 3m Libor      2.40   4/11/2016    -1,945,000
B8A0Q7WK8   REC Fix 2.40375%; Pay Flt Usd 3m Libor    0.28   3/15/2016    -2,405,000
B8A0Q1554   REC Fix 8.5%; Pay Flt Zar 3m Jibar        5.57    2/7/2021    -15,600,000
B8A0QB3L9   PAY Fix 2.3675%; Rec Flt Usd 6m Libor     2.36   4/27/2016    -3,300,000
B8A0Q2GE1   PAY Fix 2.555%; Rec Flt Usd 3m Libor      2.55   3/15/2016    -3,615,000
B8A0Q53B4   REC Fix 2.865%; Pay Flt Czk 6m Pribor     1.55   3/15/2016    -62,800,000
B8A0QB3Q8   REC Fix 5.665%; Pay Flt Pln 6m Wibor      4.57   4/26/2016    -16,600,000
B8A0PUR24   PAY 3-month Usd Libor; Rec 4.91000%              12/14/2020   -7,700,000
B8A0Q2M38   REC Fix 5.62%; Pay Flt Mxn Tiie           4.83   2/15/2013    -93,800,000
B8A0PUJ49   REC Fix 4.9025%; Pay Flt Usd 3m Libor            12/10/2020   -11,600,000
B8A0PXKX7   REC Fix .9075%; Pay Flt Usd 3m Libor      0.28   1/10/2013    -82,000,000
ed holdings information.

 Bank of New York,
ta.

. The prospectus contains this
out this fund, click on the


Financial company and member




             Market
                            % of TNA
             Value ($)
               82,396,498     10.72
               59,846,319     7.78
               25,378,311     3.30
               19,903,120     2.59
               13,455,725     1.75
               11,678,016     1.52
               10,693,027     1.39
                9,991,331     1.30
                9,918,272     1.29
                8,582,496     1.12
                8,156,858     1.06
                7,742,876     1.01
                7,730,962     1.01
                6,709,730     0.87
                6,693,819     0.87
                6,253,445     0.81
                6,063,750     0.79
                5,045,765     0.66
                4,828,588     0.63
                4,846,611     0.63
                4,757,394     0.62
                4,577,136     0.60
                4,525,806     0.59
                4,212,259     0.55
                4,109,376     0.53
                4,063,974     0.53
                3,948,338     0.51
3,855,613   0.50
3,867,201   0.50
3,859,563   0.50
3,653,510   0.48
3,644,157   0.47
3,643,346   0.47
3,615,000   0.47
3,430,591   0.45
3,417,112   0.44
3,407,525   0.44
3,300,000   0.43
3,165,591   0.41
3,076,359   0.40
2,948,246   0.38
2,889,978   0.38
2,889,577   0.38
2,934,080   0.38
2,890,738   0.38
2,842,337   0.37
2,819,843   0.37
2,778,628   0.36
2,736,012   0.36
2,709,938   0.35
2,727,475   0.35
2,654,513   0.35
2,726,834   0.35
2,715,521   0.35
2,712,782   0.35
2,705,244   0.35
2,578,298   0.34
2,623,243   0.34
2,646,065   0.34
2,588,365   0.34
2,541,825   0.33
2,505,996   0.33
2,544,558   0.33
2,509,941   0.33
2,559,559   0.33
2,561,013   0.33
2,570,018   0.33
2,547,000   0.33
2,495,099   0.32
2,495,157   0.32
2,435,042   0.32
2,439,141   0.32
2,491,875   0.32
2,485,200   0.32
2,431,463   0.32
2,418,071   0.31
2,347,834   0.31
2,384,969   0.31
2,376,700   0.31
2,421,870   0.31
2,345,789   0.31
2,370,806   0.31
2,336,312   0.30
2,280,592   0.30
2,301,525   0.30
2,243,623   0.29
2,252,401   0.29
2,257,369   0.29
2,221,420   0.29
2,179,793   0.28
2,169,658   0.28
2,092,448   0.27
2,106,471   0.27
2,086,562   0.27
2,049,423   0.27
2,053,574   0.27
2,051,602   0.27
1,970,202   0.26
2,005,626   0.26
2,015,600   0.26
1,998,216   0.26
1,970,013   0.26
1,988,781   0.26
1,971,360   0.26
1,991,871   0.26
1,997,113   0.26
2,012,694   0.26
1,907,420   0.25
1,940,875   0.25
1,945,000   0.25
1,911,673   0.25
1,887,573   0.25
1,935,532   0.25
1,817,958   0.24
1,863,540   0.24
1,869,872   0.24
1,825,601   0.24
1,883,138   0.24
1,871,451   0.24
1,802,417   0.23
1,748,161   0.23
1,788,711   0.23
1,762,660   0.23
1,801,448   0.23
1,734,775   0.23
1,763,267   0.23
1,750,943   0.23
1,672,148   0.22
1,701,185   0.22
1,669,526   0.22
1,715,595   0.22
1,672,224   0.22
1,685,925   0.22
1,680,000   0.22
1,686,709   0.22
1,625,291   0.21
1,602,250   0.21
1,608,465   0.21
1,616,000   0.21
1,622,595   0.21
1,599,289   0.21
1,587,374   0.21
1,627,735   0.21
1,616,625   0.21
1,526,909   0.20
1,500,000   0.20
1,500,985   0.20
1,509,471   0.20
1,538,105   0.20
1,517,250   0.20
1,574,153   0.20
1,502,700   0.20
1,543,950   0.20
1,537,255   0.20
1,501,785   0.20
1,497,125   0.19
1,475,224   0.19
1,443,806   0.19
1,444,302   0.19
1,468,299   0.19
1,446,875   0.19
1,445,430   0.19
1,474,915   0.19
1,437,998   0.19
1,436,563   0.19
1,449,533   0.19
1,450,623   0.19
1,482,582   0.19
1,452,046   0.19
1,456,250   0.19
1,495,431   0.19
1,373,904   0.18
1,359,218   0.18
1,414,969   0.18
1,351,500   0.18
1,369,081   0.18
1,397,813   0.18
1,385,102   0.18
1,388,480   0.18
1,406,583   0.18
1,373,731   0.18
1,339,896   0.17
1,275,887   0.17
1,325,555   0.17
1,272,994   0.17
1,345,460   0.17
1,296,000   0.17
1,300,000   0.17
1,286,726   0.17
1,340,625   0.17
1,344,223   0.17
1,271,430   0.17
1,331,838   0.17
1,319,494   0.17
1,296,875   0.17
1,231,538   0.16
1,218,740   0.16
1,248,500   0.16
1,206,975   0.16
1,198,875   0.16
1,223,543   0.16
1,250,946   0.16
1,235,000   0.16
1,227,523   0.16
1,227,887   0.16
1,236,854   0.16
1,209,980   0.16
1,225,972   0.16
1,260,802   0.16
1,215,500   0.16
1,233,375   0.16
1,204,709   0.16
1,199,123   0.16
1,196,578   0.16
1,248,225   0.16
1,199,851   0.16
1,218,000   0.16
1,149,424   0.15
1,151,626   0.15
1,156,500   0.15
1,157,500   0.15
1,134,000   0.15
1,175,732   0.15
1,171,888   0.15
1,125,765   0.15
1,140,208   0.15
1,185,687   0.15
1,145,126   0.15
1,118,469   0.15
1,133,373   0.15
1,175,039   0.15
1,137,400   0.15
1,111,059   0.14
1,070,302   0.14
1,101,762   0.14
1,098,548   0.14
1,103,254   0.14
1,113,715   0.14
1,038,785   0.14
1,048,327   0.14
1,051,050   0.14
1,096,523   0.14
1,106,633   0.14
1,063,705   0.14
1,062,500   0.14
1,068,266   0.14
1,088,438   0.14
1,053,906   0.14
1,071,130   0.14
 964,195    0.13
1,030,521   0.13
1,011,390   0.13
 993,594    0.13
1,008,936   0.13
 983,746    0.13
 994,351    0.13
1,035,000   0.13
 961,273    0.13
1,012,525   0.13
 983,327    0.13
 972,482    0.13
1,028,986   0.13
1,035,792   0.13
 966,964    0.13
 992,133    0.13
1,032,750   0.13
1,021,919   0.13
1,012,800   0.13
 969,650    0.13
1,035,000   0.13
1,003,613   0.13
1,018,750   0.13
 985,373    0.13
 976,500    0.13
 961,249    0.13
 937,500    0.12
 895,032    0.12
 944,471    0.12
 931,494    0.12
 924,000    0.12
 918,074    0.12
 922,955    0.12
 927,014    0.12
 917,207    0.12
 942,361    0.12
 932,950    0.12
 929,080    0.12
 923,724    0.12
 960,000    0.12
 934,561    0.12
 912,323    0.12
958,819   0.12
935,033   0.12
902,637   0.12
921,022   0.12
953,500   0.12
888,386   0.12
957,291   0.12
954,338   0.12
913,398   0.12
825,418   0.11
828,346   0.11
877,134   0.11
841,618   0.11
831,599   0.11
836,563   0.11
812,404   0.11
848,798   0.11
872,893   0.11
835,000   0.11
876,375   0.11
829,381   0.11
809,962   0.11
814,579   0.11
843,975   0.11
843,106   0.11
811,813   0.11
876,488   0.11
864,344   0.11
867,570   0.11
846,195   0.11
831,250   0.11
868,725   0.11
853,934   0.11
871,260   0.11
815,299   0.11
835,415   0.11
810,729   0.11
824,732   0.11
834,751   0.11
863,740   0.11
788,301   0.10
806,977   0.10
734,125   0.10
757,451   0.10
800,656   0.10
749,761   0.10
761,712   0.10
798,201   0.10
805,952   0.10
748,612   0.10
769,426   0.10
766,265   0.10
736,407   0.10
802,954   0.10
799,620   0.10
787,352   0.10
789,919   0.10
758,136   0.10
762,866   0.10
805,324   0.10
757,559   0.10
737,194   0.10
766,875   0.10
752,646   0.10
767,432   0.10
767,699   0.10
802,249   0.10
659,906   0.09
719,990   0.09
674,830   0.09
693,849   0.09
695,500   0.09
659,750   0.09
694,825   0.09
704,966   0.09
729,377   0.09
692,104   0.09
694,739   0.09
720,557   0.09
727,010   0.09
687,573   0.09
660,581   0.09
654,945   0.09
678,000   0.09
720,718   0.09
669,938   0.09
693,936   0.09
703,625   0.09
668,017   0.09
608,953   0.08
588,194   0.08
653,525   0.08
585,600   0.08
632,506   0.08
639,375   0.08
589,200   0.08
649,524   0.08
633,443   0.08
639,131   0.08
641,958   0.08
580,758   0.08
651,045   0.08
594,618   0.08
591,182   0.08
640,172   0.08
642,240   0.08
648,406   0.08
596,102   0.08
621,053   0.08
636,065   0.08
589,629   0.08
624,101   0.08
652,349   0.08
625,905   0.08
622,990   0.08
610,720   0.08
621,845   0.08
648,118   0.08
624,972   0.08
651,750   0.08
588,467   0.08
574,359   0.07
571,050   0.07
546,250   0.07
506,485   0.07
562,679   0.07
562,276   0.07
521,313   0.07
540,671   0.07
536,149   0.07
539,575   0.07
540,719   0.07
544,375   0.07
564,375   0.07
538,471   0.07
516,875   0.07
565,511   0.07
538,120   0.07
573,562   0.07
558,668   0.07
523,604   0.07
529,608   0.07
509,297   0.07
536,404   0.07
536,524   0.07
546,262   0.07
506,125   0.07
542,427   0.07
515,000   0.07
534,690   0.07
538,764   0.07
507,334   0.07
572,895   0.07
523,777   0.07
546,930   0.07
526,672   0.07
489,556   0.06
463,580   0.06
472,383   0.06
499,210   0.06
456,102   0.06
497,810   0.06
427,792   0.06
474,157   0.06
437,059   0.06
492,455   0.06
426,761   0.06
442,075   0.06
423,102   0.06
492,079   0.06
456,719   0.06
455,032   0.06
462,421   0.06
499,767   0.06
448,618   0.06
438,404   0.06
485,346   0.06
438,750   0.06
450,563   0.06
477,595   0.06
466,071   0.06
498,002   0.06
445,865   0.06
405,714   0.05
380,763   0.05
392,235   0.05
400,000   0.05
414,899   0.05
379,926   0.05
351,363   0.05
397,397   0.05
353,295   0.05
369,472   0.05
361,384   0.05
368,406   0.05
366,085   0.05
360,875   0.05
374,171   0.05
412,000   0.05
366,033   0.05
350,069   0.05
414,396   0.05
385,988   0.05
414,577   0.05
362,363   0.05
401,056   0.05
382,451   0.05
373,755   0.05
383,415   0.05
416,704   0.05
385,497   0.05
376,064   0.05
405,650   0.05
384,066   0.05
361,822   0.05
278,682   0.04
276,769   0.04
335,767   0.04
298,032   0.04
279,861   0.04
288,606   0.04
327,172   0.04
338,310   0.04
328,661   0.04
278,542   0.04
304,301   0.04
287,312   0.04
286,351   0.04
304,517   0.04
306,742   0.04
270,917   0.04
325,473   0.04
313,849   0.04
270,074   0.04
276,197   0.04
302,349   0.04
269,660   0.04
331,981   0.04
322,831   0.04
285,739   0.04
344,991   0.04
287,912   0.04
319,720   0.04
281,785   0.04
302,171   0.04
241,259   0.03
208,362   0.03
219,433   0.03
236,926   0.03
236,959   0.03
246,218   0.03
229,250   0.03
247,506   0.03
221,661   0.03
207,907   0.03
265,122   0.03
262,422   0.03
211,634   0.03
207,957   0.03
233,497   0.03
213,267   0.03
193,700   0.03
216,667   0.03
260,673   0.03
245,166   0.03
239,553   0.03
193,968   0.03
254,526   0.03
215,019   0.03
258,706   0.03
209,946   0.03
208,931   0.03
200,330   0.03
225,148   0.03
242,479   0.03
249,855   0.03
235,278   0.03
252,385   0.03
257,525   0.03
218,492   0.03
247,000   0.03
247,526   0.03
255,625   0.03
242,753   0.03
254,664   0.03
204,258   0.03
224,819   0.03
219,373   0.03
194,963   0.03
203,528   0.03
259,582   0.03
224,087   0.03
147,621   0.02
133,315   0.02
121,958   0.02
173,094   0.02
179,470   0.02
173,482   0.02
133,948   0.02
127,871   0.02
191,986   0.02
161,833   0.02
171,559   0.02
148,236   0.02
179,175   0.02
150,951   0.02
188,384   0.02
127,671   0.02
157,194   0.02
140,687   0.02
161,200   0.02
191,741   0.02
151,956   0.02
181,851   0.02
134,369   0.02
139,419   0.02
166,962   0.02
115,561   0.02
143,073   0.02
167,855   0.02
120,157   0.02
176,308   0.02
130,763   0.02
180,312   0.02
189,702   0.02
 96,074   0.01
 92,158   0.01
 41,448   0.01
108,836   0.01
 39,614   0.01
100,968   0.01
 76,200   0.01
108,985   0.01
 96,473   0.01
 85,652   0.01
 82,407   0.01
 78,661   0.01
 90,584   0.01
 75,027   0.01
110,718   0.01
 43,040   0.01
 85,842   0.01
106,442   0.01
 61,150   0.01
 43,245   0.01
 93,561   0.01
 91,333   0.01
 41,721   0.01
 89,590   0.01
 71,763   0.01
 57,877   0.01
 40,777   0.01
102,421   0.01
 61,190   0.01
 85,016   0.01
 45,187   0.01
108,733   0.01
 55,617   0.01
103,708   0.01
 41,833   0.01
 40,630   0.01
 61,685   0.01
 38,513   0.01
 38,685   0.01
 42,811   0.01
 46,087   0.01
103,916   0.01
114,791   0.01
108,459   0.01
 47,782   0.01
 41,499   0.01
102,701   0.01
106,358   0.01
 76,837   0.01
 71,487   0.01
 60,383   0.01
 43,346   0.01
 51,865   0.01
 89,129   0.01
  2,936   0.00
 26,880   0.00
  5,222   0.00
 14,605   0.00
 12,777   0.00
  8,731   0.00
 29,064   0.00
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DOCUMENT INFO
Description: Macys Retail Holdings Inc Prospectus document sample