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					Prudential Total Return Bond Fund, Inc. Holdings

Fund Holdings as of 7/31/2011

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.

0202104-00001-00 Ed. 5/2011

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              0.16   12/31/2049    79,984,060
B8A0QNRN3        REC Fix 2.31848%; Pay Flt Usd 3m Libor                          2.31    5/15/2018    27,690,000
26243X109        CORE Short Term Bond Fund                                                             2,813,592
912828QY9        US Treasury Bond 2.25%                                          2.25    7/31/2018    24,085,000
912828QN3        US Treasury Bond 3.125%                                         3.12    5/15/2021    17,945,000
31402RJP5        FNMA Pl 735670 5.5%                                             5.50    3/1/2035     13,900,960
912828QX1        US Treasury Bond 1.5%                                           1.50    7/31/2016    13,640,000
B8A0QNHQ7        REC Fix 4.5875%; Pay Flt Usd 3m Libor                           4.58    8/1/2021     13,050,000
B8A0QNPB1        REC Fix 2.75%; Pay Flt Usd Cpi                                          8/2/2021     11,820,000
B8A0QG6G6        REC Fix 4.64%; Pay Flt Usd 3m Libor                             4.64    6/8/2021     10,600,000
55264TCR0        Mbnas 04-c2 C2 Fltr                                             1.08   11/15/2016    10,000,000
B8A0QM1Y9        REC Fix 3.03486%; Pay Flt Usd 3m Libor                          3.03    7/20/2021     9,660,000
B8A0QL1C9        REC Fix 5.48%; Pay Flt Mxn 28d Tiie                             5.48    7/5/2013     110,200,000
01N042690        GNMA 4.50% Tba                                                  4.50    9/22/2033     8,000,000
01F032484        FNCI Tba 3.5%                                                   3.50    8/1/2026      8,000,000
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      6,905,520
912833LM0        Strips 0.00%                                                            8/15/2023    11,000,000
50048MAJ9        Kommunalbanken As 1.0% Ser144a                                  1.00    6/16/2014     6,760,000
B8A0QGB13        PAY Fix 1.03096%; Rec Flt Usd 3m Libor                          0.25    6/9/2014      6,760,000
02R042686        Fgold 30yr Tba 4.5%                                             4.50    8/12/2040     6,500,000
01F060691        FNCL 6.00%                                                      6.00    9/1/2034      5,500,000
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
01F040487        FNMA Tba 4.0%                                                   4.00    8/1/2018      5,500,000
0BDC657     Nwest Ii-a A Frn                          1.87    9/14/2019    4,329,070
912810QN1   US Treasury Bond 4.75%                    4.75    2/15/2041    4,990,000
912810QQ4   US Treasury N/b 4.375%                    4.37    5/15/2041    4,690,000
02209SAE3   Altria Group Inc 9.9500%                  9.95    11/10/2038   3,375,000
01F050684   FNCL 30yr Tba 5.0%                        5.00    8/15/2036    4,500,000
17305ECL7   Cccit 2005-c2 C2                          0.65    3/24/2017    4,950,000
912828QR4   US Treasury N/b 1.5%                      1.50    6/30/2016    4,735,000
225458RT7   CSFB 2008-c2 A4 4.832%                    4.83    4/15/2037    4,290,000
01N050693   GNMA 5.00% Tba                            5.00     9/1/2033    4,000,000
B8A0QHF17   REC Fix 7.58%; Pay Flt 3m Jibar           7.58    6/17/2016    28,800,000
36159XAB6   Gecmc 2007-c1 A2 5.417%                   5.41    12/10/2049   4,330,938
61754KAE5   MSC 2007-iq14 Aab 5.654%                  5.65    4/15/2049    4,000,000
20173TAC9   Credit Suisse Mtg Cap 2007-c4 A3 Flt      5.79    9/15/2039    4,000,000
B8A0QDCP6   REC Fix 5.52%; Pay Flt Pln 6m Wibor       5.52    5/17/2016    11,400,000
03523TBE7   Anheuser-busch Inbev Wor 7.75% Ser Wi     7.75    1/15/2019    3,075,000
368266AL6   GAZ Capital Sa 9.25%                      9.25    4/23/2019    3,165,000
89622HAA1   TRMN 2006-2a A1l Floater                  0.52    11/1/2018    4,200,000
201728DS8   CMAC 1998-c2 F 5.44                       5.44    9/15/2030    3,777,923
038521AD2   Aramark Corporation 8.5%                  8.50     2/1/2015    3,785,000
17305ECQ6   Cccit 2005-c3 Flt                         0.59    7/15/2014    3,890,000
004421EW9   ACE 04-op1 M1 Fltr                        0.96    4/25/2034    5,224,000
B8A0Q53B4   REC Fix 2.865%; Pay Flt Czk 6m Pribor     2.86    3/15/2016    62,800,000
21H042687   G2SF 4.5%                                 4.50    8/20/2039    3,500,000
05950VAB6   BOA Comm Mtge 2006-6 A2 5.309%            5.30    10/10/2045   3,614,874
B8A0QHF74   PAY Fix 1.87%; Rec Flt Usd 3m Libor       0.24    6/21/2016    3,600,000
361448AH6   GATX Corp 4.75%                           4.75    10/1/2012    3,500,000
591324AJ7   Metals Usa 11.125%                        11.12   12/1/2015    3,400,000
949746QU8   Wells Fargo & Company 3.676%              3.67    6/15/2016    3,325,000
92978NAC8   Wbcmt 07-c33 A3 5.90247%                  6.09    2/15/2051    3,200,000
362332AB4   GS Mortgage Sec Corp Ii 2006-gg8 5.479%   5.47    11/10/2039   3,445,191
46625HJA9   Jpmorgan Chase & Co 3.15%                 3.15     7/5/2016    3,355,000
12506YCA5   Cdcmc 2003-he4 M1 Floater                 1.16    3/25/2034    4,378,211
B8A0QB3L9   PAY Fix 2.3675%; Rec Flt Usd 6m Libor     0.43    4/27/2016    3,300,000
29078EAB1   Embarq Corp 7.082%                        7.08     6/1/2016    2,890,000
59022KAD7   MLMT 2006-c2 A4 5.742%                    5.74    8/12/2043    3,000,000
772739AF5   Rock-tenn Co 9.25%                        9.25    3/15/2016    2,980,000
812141AP4   Sealy Mattress Co 10.875%                 10.87   4/15/2016    2,889,000
396789LG2   Gccfc 2005-gg5 A2 5.117%                  5.11    4/10/2037    3,205,111
059497AV9   BACM 2007-1 A3 5.449                      5.44    1/15/2049    3,000,000
55616XAD9   Macys Retail Hldgs Inc 5.875%             5.87    1/15/2013    2,768,000
059513AC5   BACM 2007-4 A3 5.812067%                  5.99    2/10/2051    2,700,000
46631BAB1   Jpmcc 07-ld11 A2                          5.98    6/15/2049    2,800,000
437084BL9   HEAT 2004-2 M1 Floater                    0.98    7/25/2034    3,629,157
09250FAC8   BSIS 2005-2a A2 Floater                   0.50    5/25/2017    2,922,723
20047EBG6   COMM 2006-c8 A2b 5.248%                    5.24    12/10/2046   2,826,497
92976VAE8   Wbcmt 06-c25 Fltr                          5.85    5/15/2043    2,500,000
92976BDT6   Wachovia Bank 5.418%                       5.41    1/15/2045    2,500,000
902494AN3   Tyson Foods Inc 6.85%                      6.85     4/1/2016    2,425,000
57165LAA2   Mvcot 2010-1a A                            3.54    10/20/2032   2,660,897
617451FL8   MSC 06-hq8 A4                              5.41    3/12/2044    2,500,000
61750WAX1   Morgan Stanley Capital I 06-iq12 5.332%    5.33    12/15/2043   2,520,000
65409QAU6   Nielsen Finance Llc/co 11.5                11.50    5/1/2016    2,320,000
07387BEB5   BEAR Stearns Commercial 5.405%             5.40    12/11/2040   2,500,000
350846AA9   Fourc 2006-3a A Floater                    0.50    7/22/2020    2,858,910
46625YZX4   JP Morgan Chase Comm Mortgage 5.481%       5.48    12/12/2044   2,500,000
36962G4D3   General Elec Cap Corp 6.0%                 6.00     8/7/2019    2,300,000
27876GBF4   Echostar Dbs Corp 7.0%                     7.00    10/1/2013    2,400,000
9297664T7   Wbcmt 2005-c20 Amfx 5.179%                 5.17    7/15/2042    2,500,000
983730AA0   XL Cap Finance Europ Plc 6.5%              6.50    1/15/2012    2,500,000
55312VAB4   Mlcfc 2006-4 A2 5.112%                     5.11    12/12/2049   2,533,176
570535AH7   Markel Corp 7.125%                         7.12    9/30/2019    2,180,000
832248AU2   Smithfield Foods 10%                       10.00   7/15/2014    2,145,000
854315AA6   Stanv 2005-1a A1 Floater                   0.54    3/21/2017    2,619,172
46632HAC5   Jpmcc 2007-ld12 A3 Frn                     6.18    2/15/2051    2,400,000
55264TDQ1   Mbnas 2006-c1 C1 Fltr                      0.60    7/15/2015    2,600,000
09202EAA4   Black 2005-1a A1 Floater                   0.51    6/20/2017    2,606,180
05461TAA5   AXIS Capital Holdings 5.75                 5.75    12/1/2014    2,350,000
17305EDB8   Cccit 2006-c1 C1 Fltr                      0.58    2/20/2015    2,575,000
172967EW7   Citigroup Inc 8.125%                       8.12    7/15/2039    1,950,000
46625HHS2   Jpmorgan Chase & Co 4.4%                   4.40    7/22/2020    2,400,000
26876FAA0   ENN Energy Holdings Ltd 6% Ser 144a        6.00    5/13/2021    2,375,000
257867AM3   Donnelley & Sons 4.95                      4.95     4/1/2014    2,400,000
81211KAJ9   Sealed Air Corp 5.625% 144a                5.62    7/15/2013    2,300,000
66989PAA8   Novatek Finance Ltd 5.326% Ser144a         5.32     2/3/2016    2,350,000
172967BP5   Citigroup Inc 5.625%                       5.62    8/27/2012    2,305,000
17311QBG4   Cgcmt 2007-c6 A3 5.886846%                 5.88    12/10/2049   2,200,000
12513YAD2   CD 2007-cd4 A3 5.293%                      5.29    12/11/2049   2,300,000
B8A0QH9Q    REC Fix 4.98%; Pay Flt Nzd 3m Bbr          4.98    6/20/2021    2,700,000
B1GCCF5     MEX Bonos Desarr Fix Rt 10% Ser M30        10.00   11/20/2036   22,020,000
07384YQY5   Bsabs 2004-he2 M1 Fltr                     1.08    3/25/2034    2,866,188
156431AJ7   Century Alum Co Sr Nt 8.0%                 8.00    5/15/2014    2,200,000
20173QAB7   Gccfc 07-gg9 A2 5.381%                     5.38    3/10/2039    2,214,480
222862AF1   Coventry Health Care 6.125%                6.12    1/15/2015    2,100,000
46625YVV2   JP Morgan Chase Commercial Mortg 5.2945%   5.45    1/12/2043    2,080,000
46625HHA1   Jpmorgan Chase 7.9% Pfd                    7.90    4/29/2049    2,135,000
513075AV3   Lamar Media Corp 9.75%                     9.75     4/1/2014    2,000,000
52108MFS7   Lbubs 2006-c3 A4 5.661                     5.66    3/15/2039    2,085,000
44108EAY4   HOST Marriott 6.375% Series O              6.37    3/15/2015    2,205,000
92978NAB0   Wbcmt 07-c33 A2                           5.85    2/15/2051    2,123,754
92532BAB5   Verso Paper Holdings 11.5%                11.50    7/1/2014    2,038,000
90320LAC1   UPC Holding 9.875%                        9.87    4/15/2018    2,000,000
74727PAL5   State Of Qatar 6.4% Ser114a               6.40    1/20/2040    1,810,000
79546VAC0   Sally Holdings Llc 9.25%                  9.25    11/15/2014   2,000,000
552953BE0   MGM Mirage Inc 13%                        13.00   11/15/2013   1,800,000
44328MAN4   HSBC Bank Plc 1.625% Ser144a              1.62     7/7/2014    2,110,000
45112EAB5   Icici Bank Ltd/dubai 4.75% Ser 144a       4.75    11/25/2016   2,100,000
50064YAC7   Korea Hydro & Nuclear Po 4.75% Ser 144a   4.75    7/13/2021    2,125,000
3128MJMS6   FG G08368 4.5%                            4.50    10/1/2039    1,981,047
225470F73   CSMC 2006-c1 A4 5.609%                    5.60    2/15/2039    1,915,000
B06GDD5     Republic Of Argentina 7.82% Series Dis    5.45    12/31/2033   2,030,416
B8A0QJTK6   PAY Fix 1.09125%; Rec Flt Usd 3m Libor    0.24     7/7/2014    2,110,000
22545XAB9   CSMC 2007-c1 A2 5.268%                    5.26    2/15/2040    1,985,861
25459HAL9   Directv Holdings 4.75% W/i                4.75    10/1/2014    1,810,000
20047QAC9   COMM 06-c7 A3 5.705962%                   5.88    6/10/2046    1,990,000
12628XAB0   Csamf 1a A2 Frn                           0.72    3/29/2016    2,060,445
124857AB9   CBS Corp 8.2%                             8.20    5/15/2014    1,700,000
04013JAA3   ARES 2011-16a A Floater                   2.03    5/17/2021    2,000,000
257867AV3   Donnelley & Sons Rrd 8.6%                 8.60    8/15/2016    1,800,000
30277MAA2   FUEL Trust 4.207% Ser 144a                4.20    4/15/2016    1,950,000
52109PAB1   Lbubs 07-c6 A2 5.845%                     5.84    7/15/2040    1,980,001
387477AA0   Granv 2006-3a A1 Frn                      0.51    4/20/2018    2,025,467
61769RAA1   Mrngs 2010-1a A Floater                   1.84    10/14/2020   2,000,000
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
824589AD7   Shinhan Bank 4.125% Ser 144a              4.12    10/4/2016    1,850,000
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
36962G4B7   General Electric Cap Corp 6.875%          6.87    1/10/2039    1,630,000
36246LAB7   GSMS 2007-gg10 A2 5.778%                  5.77    8/10/2045    1,924,394
059497AU1   BACM 2007-1 A2 5.381                      5.38    1/15/2049    1,959,214
19075DAC5   CWCI 07-c3 A3 Var                         6.01    5/15/2046    1,783,000
B41NCT8     Country Garden Hlgd Co 11.75%             11.75   9/10/2014    1,795,000
B5BRT29     Naftogaz Ukraine 9.5                      9.50    9/30/2014    1,710,000
B0P6994     Republic Of Argentina 7.0%                7.00    10/3/2015    1,860,000
00206RAS1   AT&T Inc 6.55%                            6.55    2/15/2039    1,640,000
018760AA6   Alliance Oil Co Ltd 9.875% Ser 144a       9.87    3/11/2015    1,720,000
256603AA9   DOLE Food Co 13.875                       13.87   3/15/2014    1,510,000
36828QRY4   Gecmc 2006-c1 A4                          5.51    3/10/2044    1,700,000
88732JAL2   TIME Warner Cable Twc 6.75                6.75     7/1/2018    1,565,000
583334AE7   Meadwestvaco Corp 7.375%                  7.37     9/1/2019    1,650,000
617446C23   Morgan Stanley 5.45%                      5.45     1/9/2017    1,635,000
60688CAB2   Mlcfc 2007-9 A2 5.59%                     5.59    9/12/2049    1,689,827
868536AS2   Supervalu Inc 7.5%                         7.50    11/15/2014   1,710,000
23305XAA9   Dbubs 11-lc2a 3.527%                       3.52    1/10/2021    1,757,710
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
16208NAA3   CHAT 2005-2a A1 Floater                    0.52     8/3/2019    1,782,436
B3SZ8D6     Hutch Wham Int 09 Ltd 7.625%               7.62     4/9/2019    1,425,000
B8A0QE200   Chrysler Llc Bk Ln B                       6.00    6/15/2017    1,750,000
FVU1        US 5yr Note Fut Sep11                              9/30/2011       881
17310MAB6   Cgcmt 06-c5 A2 5.378%                      5.37    10/15/2049   1,684,131
20047QAE5   COMM 2006-c7 A4 Flt                        5.94    6/10/2046    1,500,000
06051GED7   BANK Of America 3.7%                       3.70     9/1/2015    1,640,000
40963LAB0   HANA Bank 4.5%                             4.50    10/30/2015   1,605,000
92933WAA6   WEA Finance Wt Fin Aust 5.75%              5.75     9/2/2015    1,450,000
92658TAM0   Videotron Ltee 9.125%                      9.12    4/15/2018    1,500,000
55302TAB1   MHP Sa 10.25%                              10.25   4/29/2015    1,580,000
64352VDK4   Nchet 03-4 M1 Fltr                         1.31    10/25/2033   1,996,580
64031NAB4   Nelnet Inc 7.4%                            7.40    9/29/2036    1,750,000
628530AK3   Mylan Inc 7.625% Ser 144a                  7.62    7/15/2017    1,410,000
61744CEU6   MSAC 2004-nc6 M1 Floater                   1.08    7/25/2034    1,994,572
59022HDT6   MLMT 2004-key2 A3 4.615%                   4.61    8/12/2039    1,500,000
67000XAL0   Novelis Inc 8.375% Ser Wi                  8.37    12/15/2017   1,450,000
86358EKX3   SAIL 2004-bnc1 A4 Floater                  1.12    9/25/2034    1,931,607
87927VAL2   Telecom Italia Capital 4.95%               4.95    9/30/2014    1,600,000
55264TAS0   Mbnas 02-c1 C1 6.8%                        6.80    7/15/2014    1,560,000
073945AC1   Bscms 2007-t28 A3 5.793%                   5.79    9/11/2042    1,500,000
060505DR2   BANK Of America Corp 8%                    8.00    12/29/2049   1,500,000
02635PTJ2   American General Finance 5.2% Ser Mtn      5.20    12/15/2011   1,600,000
B5VV9G5     REP South Africa 6.50%                     6.50    2/28/2041    13,675,000
032511BH9   Anadarko Petroleum Corp 6.375%             6.37    9/15/2017    1,300,000
B8A0Q2016   CCM Merger Inc Bk Ln Tl                    6.99    3/15/2017    1,447,470
05522RAD0   Baact 2006-c5 C5 Fltr                      0.58    1/15/2016    1,500,000
50179AAB3   Lbubs 2007-c1 A2 5.318%                    5.31    2/15/2040    1,500,000
50064YAA1   Korea Hydro & Nuclear Power 6.25%          6.25    6/17/2014    1,320,000
38141EA66   Goldman Sachs Group Inc 6%                 6.00    6/15/2020    1,370,000
396789LL1   Greenwich Capital Comm Fund Crp 5.224%     5.22    4/10/2037    1,400,000
35083VAE7   Fourc 2005-1a A3 Floater                   0.54    3/26/2017    1,517,686
31296PU67   FG A15105 5.5%                             5.50    10/1/2033    1,332,486
857477AF0   State Street Corp 4.956%                   4.95    3/15/2018    1,375,000
65332VBH5   Nextel Comm 6.875% Series E                6.87    10/31/2013   1,500,000
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
78442FAE8   SLM Corp 5.05%                             5.05    11/14/2014   1,450,000
61745M2D4   MSC 2005-iq9 A4 4.66%                      4.66    7/15/2056    1,410,000
94974BEV8   Wells Fargo & Company 4.6% Ser Mtn         4.60     4/1/2021    1,330,000
92979FAB6   Wbcmt 07-c34 A2 5.569%                              5.56    5/15/2046    1,400,000
25380QAB5   Digicel Sa Ser 144a 12%                             12.00    4/1/2014    1,217,000
264399EQ5   DUKE Energy Corp 6.3%                               6.30     2/1/2014    1,250,000
36228FZK5   Gsamp 04-fm1 M1 Fltr                                1.16    11/25/2033   1,611,765
345397VA8   FORD Motor 9.875%                                   9.87    8/10/2011    1,420,000
05950XAB2   BACM 2006-5 A2 5.317%                               5.31    9/10/2047    1,375,920
060505DH4   BANK Of America Corp 6.0%                           6.00     9/1/2017    1,265,000
256853AA0   Dolphin Energy Ltd 5.888%                           5.88    6/15/2019    1,281,220
Y10048AA7   BUMI Investment Pte Ltd 10.75% Ser Regs             10.75   10/6/2017    1,250,000
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
004421DA8   ACE 2003-he1 M1 Floater                             1.16    11/25/2033   1,576,611
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
40431MAJ5   Hfchc 07-2 A4 Fltr                                  0.48    7/20/2036    1,600,000
532776AR2   LIN Television Corp 6.5000% Series B                6.50    5/15/2013    1,300,000
542514EU4   LONG Beach Mortgage Loan Trust Lbmlt 04-1 M1 Fltr   0.93    2/25/2034    1,610,000
48601TAB4   KATO 7a A2 Floater                                  0.52    11/15/2017   1,343,840
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    1,160,463
91324PBQ4   Unitedhealth Group Inc 5.95%                        5.95    2/15/2041    1,200,000
61744CJD9   MSAC 2004-op1 M1 Floater                            0.76    11/25/2034   1,650,090
56808RAB2   Marina District Finance 9.5                         9.50    10/15/2015   1,250,000
652482CC2   NEWS America Inc 6.15% Ser 144a                     6.15    2/15/2041    1,295,000
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
74913GAN5   Qwest Corporation Fltr                              3.49    6/15/2013    1,250,000
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
60687UAE7   Mlcfc 2006-2 A4                                     6.09    6/12/2046    1,090,000
460146CF8   INTL Paper Co 7.3%                                  7.30    11/15/2039   1,075,000
532776AJ0   LIN Television Corp 6.5%                            6.50    5/15/2013    1,235,000
44106MAP7   Hospitality Prop Trust 7.875%                       7.87    8/15/2014    1,100,000
38141GGM0   Goldman Sachs Group Inc 6.25%                       6.25     2/1/2041    1,195,000
15672WAA2   Cequel Com Hldg I/cap Cp 8.625%                     8.62    11/15/2017   1,150,000
14987BAA1   Crown Castle Hldgs Gs Iii Corp 7.75%                7.75     5/1/2017    1,100,000
219868BP0   CORP Andina De Fomento 3.75%                        3.75    1/15/2016    1,190,000
07387BAE3   Bscms 2005-pwr9 A2 4.735%                           4.73    9/11/2042    1,196,352
125581GA0   CIT Group Inc 7                                     7.00     5/2/2017    1,195,000
06051GEH8   BANK Of America Corp 5% Ser Mtn                     5.00    5/13/2021    1,150,000
040104GS4   ARSI 04-w6 M1 Fltr                                  0.73    5/25/2034    1,463,023
14043CAB9   Capital One 10.25%                                  10.25   8/15/2039    1,050,000
B0Y7SL3     Mexican Bonos 8.00%                                 8.00    12/17/2015   12,510,000
004427BM1   ACE 2003-op1 M1 Floater                             1.23    12/25/2033   1,343,360
N44658AA5   INDO Intgrtd Energy Ii 9.75% Ser Regs     9.75    11/5/2016    1,000,000
01N052699   GNSF 5.5%                                 5.50    9/15/2036    1,000,000
374422AA1   Republic Of Ghana 8.5% Ser 144a           8.50    10/4/2017    1,025,000
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
459745FW0   INTL Lease Finance Corp 8.875% Ser Wi     8.62    9/15/2015    1,000,000
42822SAA4   Hicdo 2006-4a A Fltr                      0.52     5/9/2018    1,151,783
29274FAE4   Enersis Sa 7.375                          7.37    1/15/2014    1,000,000
59020UKL8   MLMI 2004-opt1 A1a Floater                0.44    6/25/2035    1,488,130
581557AW5   Mckesson Corp 6.5%                        6.50    2/15/2014    1,000,000
61746RGS4   MSAC 2004-wmc1 M1 Fltr                    1.11    6/25/2034    1,363,771
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
91324PAW2   United Health Group Inc 6.00%             6.00    6/15/2017    1,000,000
867363AU7   Sungard Data Systems In 7.625% Ser 144a   7.62    11/15/2020   1,150,000
95058TAB3   Wendy's-arby's R Wen 10%                  10.00   7/15/2016    1,000,000
984121BZ5   Xerox Corporation 4.25%                   4.25    2/15/2015    1,050,000
986141AA7   Yonkers Racing Corp 11.375%               11.37   7/15/2016    1,000,000
98310WAF5   Wyndham Worldwide 5.75%                   5.75     2/1/2018    975,000
740212AC9   Precision Drilling Corp 6.625             6.62    11/15/2020   1,000,000
652482BN9   NEWS America 6.15%                        6.15     3/1/2037    1,075,000
651290AJ7   Newfield Exploration Co 6.625%            6.62    4/15/2016    1,000,000
64352VJJ1   Nchet 2004-4 M1 Fltr                      0.95    2/25/2035    1,325,558
574599AN6   Masco Corp 7.125%                         7.12    8/15/2013    965,000
29268BAF8   ENEL Finance Intl Sa 6%                   6.00    10/7/2039    1,200,000
29273RAN9   Energy Transfer Partners 4.65%            4.65     6/1/2021    1,095,000
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
3137EACW7   Freddie Mac 2.0%                          2.00    8/25/2016    1,010,000
50179AAC1   Lbubs 2007-c1 A3 5.398%                   5.39    2/15/2040    1,000,000
534187AX7   Lincoln National Corp 8.75%               8.75     7/1/2019    800,000
53947MAB2   Lloyd's Tsb Bank 5.8% Ser 144a            5.80    1/13/2020    1,070,000
01959EAA6   Allied World Insurance 7.5%               7.50     8/1/2016    890,000
02R050689   Fhlmc Gold Tba 5.0%                       5.00    8/15/2036    1,000,000
02R040680   Fglmc Pl# 671 30yr                        4.00    8/12/2039    1,000,000
01N050685   GNSF 5.00% Tba                            5.00    8/15/2036    1,000,000
032095AA9   Amphenol Corp 4.75%                       4.75    11/15/2014   950,000
B8A0A2XY5   Royalty Pharma Fin Tr Bk Ln 7.75 Fixed    7.75    5/15/2015    1,000,000
145749AC1   Carrols Corp 9.0000%                      9.00    1/15/2013    1,010,000
172967ES6   Citigroup Inc 6.1250%                     6.12    5/15/2018    975,000
249575AN1   Depfa Acs Bank 5.125%                     5.12    3/16/2037    1,395,000
03938LAF1   Arcelormittal Sa Luxembourg 6.125%        6.12     6/1/2018    990,000
064710842   Greif Luxembourg Financ 7.375% Ser 144a   7.37    7/15/2021    730,000
125509BJ7   Cigna Corp 5.375 %                        5.37    3/15/2017    965,000
125581FY9   CIT Group Inc 7.000000                   7.00     5/4/2015    1,000,000
03523TBH0   Anheuser-busch Inbev Wor 6.875% Ser Wi   6.87    11/15/2019   800,000
25459HAY1   Directv Hldg/fin Inc 3.5%                3.50     3/1/2016    875,000
13063A7D0   California St 7.300%                     7.30    10/1/2039    835,000
B3XH1S3     GAZ Capital Sa 9.25%                     9.25    4/23/2019    765,000
026874BT3   American International Group 8.250%      8.25    8/15/2018    850,000
50182CAA6   LCM 3a A Floater                         0.51     6/1/2017    1,000,000
50065TAB9   Korea Finance Co 3.25%                   3.25    9/20/2016    965,000
51507YAA4   Landm 2006-8a A1 Floater                 0.48    10/19/2020   967,250
460146CA9   International Paper Co 7.95%             7.95    6/15/2018    800,000
46625YUA9   Jpmcc 2005-ldp4 4.918%                   4.91    10/15/2042   870,000
38144LAB6   Goldman Sachs Group 6.25%                6.25     9/1/2017    840,000
404280AJ8   HSBC Holdings Plc 6.8%                   6.80     6/1/2038    895,000
30246QAG8   Fbrsi 2005-2 M1 Floater                  0.90    9/25/2035    1,400,000
278289AA1   Eaton 2007-9a A1a Floater                0.46    4/20/2019    1,000,000
312941HQ3   FG A92939 5%                             5.00     7/1/2040    901,383
552078BB2   Lyondell Chemical Compan 11%             11.00    5/1/2018    850,000
55377WAA6   MTS Intl Funding Ltd 8.625               8.62    6/22/2020    850,000
59156RAT5   Metlife Inc 7.717%                       7.71    2/15/2019    750,000
646139W35   NEW Jersey St Tpk Auth Rev 7.414%        7.41     1/1/2040    750,000
62947QAH1   NXP Bv/nxp Funding Llc 10% Ser 144a      10.00   7/15/2013    825,000
61746RHS3   MSAC 04-wmc2 M1 Fltr                     1.10    7/25/2034    1,226,100
62388TAB4   MCAP 2005-4a A1l Floater                 0.49    3/15/2018    987,550
772739AC2   Rock-tenn Co 8.2                         8.20    8/15/2011    1,000,000
81180RAD4   Seagate Tech 6.375%                      6.37    10/1/2011    990,000
85171RAA2   Springleaf Finance Corp 6.9%             6.90    12/15/2017   1,000,000
867363AL7   Sungard 10.25%                           10.25   8/15/2015    930,000
878091BC0   Teachers Insur 6.85%                     6.85    12/16/2039   830,000
883203BQ3   Textron Inc 7.25%                        7.25    10/1/2019    800,000
905581AR5   Union Carbide Corp 7.5%                  7.50     6/1/2025    850,000
922646AS3   Venezuela 9.25%                          9.25    9/15/2027    1,195,000
89346DAC1   Transalta Corp 6.65%                     6.65    5/15/2018    725,000
86358EKJ4   SAIL 04-7 A8 Fltr                        1.38    8/25/2034    1,110,000
98417EAA8   Xstrata Finance Canada 5.5%              5.50    11/16/2011   900,000
816851AN9   Sempra Energy 6.5%                       6.50     6/1/2016    750,000
828807CA3   Simon Property Group Lp 10.35%           10.35    4/1/2019    600,000
67740QAC0   OHIO Nat Financial Srvs 6.35% Ser 144a   6.35     4/1/2013    800,000
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
57643LCW4   MABS 04-wmc1 M1 Fltr                     0.96    2/25/2034    1,046,153
260543BW2   DOW Chemical Company 7.600%              7.60    5/15/2014    725,000
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
31371KY88   FN 254635 6%                             6.00     2/1/2023    781,175
31430QBA4   Felcor Lodging Trust Inc 10%                10.00   10/1/2014    779,000
36962G4R2   General Electric Cap Corp 4.375%            4.37    9/16/2020    885,000
35671DAS4   Freeport Mcmoran 8.375%                     8.37     4/1/2017    795,000
36186CBQ5   GMAC Llc 6.875%                             6.87    9/15/2011    850,000
45104GAB0   Icici Bank Ltd 7.25%                        7.25    12/31/2049   900,000
52108MAH6   Lbubs 2005-c7 Am 5.263%                     5.26    11/15/2040   870,000
534187AU3   Lincoln National Corp 6.05%                 6.05    4/20/2067    940,000
00817YAG3   Aetna Inc 6.75%                             6.75    12/15/2037   725,000
172967EM9   Citigroup Inc 6.125%                        6.12    11/21/2017   750,000
25466AAB7   Discover Bank 7%                            7.00    4/15/2020    780,000
22544QAB5   CSMC 2007-c3 A2 Fltr                        5.90    6/15/2039    867,097
04010KAA3   ARES 2004-8a A1a Floater                    0.68    2/26/2016    912,802
12621MAA3   Fstmp 2010-1a A1 Fltr                       2.15    4/20/2019    900,000
07384YRY4   Bsabs 04-he3 M2 Fltr                        1.91    4/25/2034    1,063,692
07387BCH4   BEAR Stearns Commercial Mortgag 5.1270%     5.12    10/12/2042   824,424
084423AR3   Berkley (wr) Corporation 5.375%             5.37    9/15/2020    735,000
12543DAF7   Community Health Systems 8.875%             8.87    7/15/2015    750,000
06739FFS5   Barclays Bank Plc 6.75%                     6.75    5/22/2019    705,000
17313KAE1   Cgcmt 2008-c7 Asb 6.293433%                 5.82    12/10/2049   700,000
15189XAC2   Centerpoint Ener 5.7                        5.70    3/15/2013    750,000
USU1        US Long Bond Sep11                                  9/21/2011      217
B8A0Q0ZR5   DEL Monte Foods Co Bk Ln                    4.50    2/28/2018    825,000
B8A0P13W8   INTL Lease Finance Corp Bk Ln               6.75    3/17/2015    764,423
55264TAY7   Mbnas 02-c3 C3 Fltr                         1.53    10/15/2014   800,000
50180CAB6   Lbubs Comm Mtge Trust 2006-c7 A2 5.3%       5.30    11/15/2038   800,000
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
40430LAA7   HSBC Fin Cap Var (5.911%)                   5.91    11/30/2035   900,000
283677AW2   EL Paso 6%                                  6.00    5/15/2035    750,000
575767AG3   MASS Mutual Life Ins Co Ser 144a 8.875%     8.87     6/1/2039    550,000
61744CAW6   MSAC 2004-nc1 M1 Floater                    1.23    12/27/2033   1,009,420
617451CR8   MSC 2006-t21 A4 5.162%                      5.16    10/12/2052   708,000
61747YCJ2   Morgan Stanley 5.625%                       5.62    9/23/2019    780,000
74913GAW5   Qwest Corp 8.375%                           8.37     5/1/2016    700,000
723787AF4   Pioneer Natural Resource 6.875%             6.87     5/1/2018    700,000
76110W5Y8   Residential Asset Securities Co Rasc Fltr   0.52    11/25/2035   890,000
805564SS1   SAST 2005-3 M1 Fltr                         0.64    11/25/2035   1,000,000
761713AU0   Reynolds American Inc 6.75%                 6.75    6/15/2017    650,000
857555AP1   Stater Brothers Hldgs 7.75%                 7.75    4/15/2015    730,000
887315BM0   TIME Warner Cos Inc 6.95%                   6.95    1/15/2028    720,000
92553PAC6   Viacom Inc 6.75%                            6.75    10/5/2037    690,000
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
92343VAK0   Verizon Communications Inc 6.4%             6.40    2/15/2038    600,000
912656AG0   US Steel Corp 7%                                 7.00     2/1/2018    700,000
90344NAA3   USB Capital Xiii Trust 6.625%                    6.62    12/15/2039   675,000
869237AE7   Susser Holdings & Financ 8.5%                    8.50    5/15/2016    650,000
86359ACW1   ARC 2002-bc8 A3 Fltr                             1.18    11/25/2032   780,010
78442FEK0   SLM Corp 6.25% Ser Mtn                           6.25    1/25/2016    630,000
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
65684RAA4   North American Energy Al 10.875%                 10.87    6/1/2016    600,000
59023BAE4   Merrill Lynch Mortgage Trust Floater             5.86    5/12/2039    650,000
55448QAH9   Mack-cali Realty L.p. 4.6%                       4.60    6/15/2013    700,000
58516NAA2   MEGA Advance Investments 5% Ser 144a             5.00    5/12/2021    650,000
40430WAC9   Hfchc 06-1 M1 Fltr                               0.46    1/20/2036    840,039
404280AK5   HSBC Holdings Plc 5.1%                           5.10     4/5/2021    675,000
35729PCA6   FHLT 03-b M1 Fltr                                1.23    12/25/2033   919,064
36228CWW9   GSMS 2006-gg6 Aab 5.587%                         5.58    4/10/2038    673,890
48125BAA2   JPM Chase Capital Xxvii 7%                       7.00    11/1/2039    700,000
459745GH2   INTL Lease Finance Corp 6.25                     6.25    5/15/2019    700,000
B8A0QBNL7   TX Competitive Elc Hldgs Co Bk Ln Tl             4.76    10/10/2017   930,144
B5B82G7     Petroleos De Venezuela 4.9%                      4.90    10/28/2014   895,000
B1FSD39     Krung Thai Bank Pcl 7.378%                       7.37    10/29/2049   700,000
B8A0Q7WZ5   First Data Corp Bk Ln Ext                        4.18    3/31/2018    790,455
B8A03Z695   OSI Restaurant Partners Inc Bk Ln T1                     6/14/2014    767,082
171232AP6   Chubb Corp 6.375%                                6.37    3/29/2067    650,000
22545LAB5   CSMC 2006-c5 A2 5.246%                           5.24    12/15/2039   690,343
247367BH7   Delta Air Lines 6.821                            6.82    8/10/2022    667,163
059513AD3   BACM 2007-4 Asb 5.706%                           5.70    2/10/2051    641,000
04542BFA5   ABFC 2004-opt1 M1 Floater                        1.23    8/25/2033    857,905
05565QBF4   BP Capital Markets Plc 5.25                      5.25    11/7/2013    680,000
073902RU4   BEAR Stearns 7.25%                               7.25     2/1/2018    600,000
06051GEK1   BANK Of America Corp 3.75% Ser 1                 3.75    7/12/2016    735,000
12527GAA1   CF Industries 6.875%                             6.87     5/1/2018    500,000
037933AG3   Apria Healthcare Group I 12.375%                 12.37   11/1/2014    600,000
058736AC3   Bally 2005-3a A2 Floater                         0.48    7/25/2017    644,053
072024PY2   BAY Area To Bay Area Toll-txb-s3 6.907%          6.90    10/1/2050    525,000
07383FGQ5   Bscms 2001 - Top4 E 6.47%                        6.47    11/15/2033   650,000
17133PAA6   CHUO Mitsu Fltr Series 144a                      5.50    12/29/2049   650,000
172967EV9   Citigroup Inc 8.5%                               8.50    5/22/2019    500,000
173080201   Citigroup Capital Xiii Multi-coupon Pfd   C UN                        22,000
167593AN2   Chicago Ill O Hare Intl Arpt 6.395%              6.39     1/1/2040    545,000
007903AR8   Advanced Micro Devices 8.125% Ser Wi             8.12    12/15/2017   540,000
026874BW6   American Intl Group 6.4%                         6.40    12/15/2020   525,000
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
B1Z7R67     DP World 6.85%                                   6.85     7/2/2037    650,000
459745GJ8   INTL Lease Finance Corp 5.75                  5.75   5/15/2016    575,000
49326EED1   Keycorp 5.1% Ser Mtn                          5.10   3/24/2021    560,000
494550AQ9   Kinder Morgan Ener 7.3%                       7.30   8/15/2033    520,000
50065JAA3   Korea Expressway Corp 4.5%                    4.50   3/23/2015    620,000
50181XAA1   LCM 2a A Floater                              0.57   10/22/2016   644,403
50178TAA5   LBI Escrow Corp 8.0%                          8.00   11/1/2017    519,000
52108HJV7   Lbubs 2002-c2 C 5.696%                        5.69   7/15/2035    600,000
369622SM8   General Elec Cap Corp 5.3%                    5.30   2/11/2021    545,000
38141GFM1   Goldman Sachs Group Inc 6.15%                 6.15    4/1/2018    575,000
38747PAA0   Granv 05-2a A1 Fltr                           0.50   12/15/2017   621,069
40255SAA4   GULF 2004-1a A Fltr                           0.60   7/15/2016    618,639
260543BY8   DOW Chemical Co 9.4%                          9.40   5/15/2039    410,000
26361LAA9   Dubai Electricity & Wate 8.5% Ser 144a        8.50   4/22/2015    565,000
302154AX7   Exp-imp Bk Korea 4%                           4.00   1/29/2021    645,000
30277MAB0   FUEL Trust 3.984                              3.98   6/15/2016    575,000
31296RVU9   FG A16927 6%                                  6.00   11/1/2033    531,526
31402WA57   FN 739928 5.5%                                5.50   10/1/2033    558,991
592125AM0   Metro Govt Nashville & Davidson Cnty 6.731%   6.73    7/1/2043    550,000
652482AX8   NEWS Amer Inc 7.625                           7.62   11/30/2028   550,000
61746RBV2   MSAC 2003-he1 M1 Fltr                         1.38   5/25/2033    782,222
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
780097AW1   Royal Bk Scotland Grp Plc 6.4%                6.40   10/21/2019   575,000
900148AA5   Turkiye Garanti Bankasi 6.25% Ser144a         6.25   4/20/2021    675,000
92327WAA0   Ventr 2003-1a A1 Floater                      0.75   1/21/2016    660,532
91911TAK9   VALE Overseas Limited 6.875                   6.87   11/10/2039   505,000
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
931142DB6   Wal-mart Stores Inc 5.625%                    5.62   4/15/2041    525,000
94707VAA8   Weathertford Intl Ltd 5.125%                  5.12   9/15/2020    525,000
91412F7Y7   University Calif Revs 5.77%                   5.77   5/15/2043    500,000
887315BN8   Historic Tw Inc 6.625%                        6.62   5/15/2029    483,000
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    573,870
86358EDY9   SAIL 2003-bc8 3a3 Fltr                        1.08   8/25/2033    646,823
84751PBK4   SURF 2003-bc4 M1 Floater                      1.08   11/25/2034   703,687
681904AK4   Omnicare Inc 6.8750%                          6.87   12/15/2015   500,000
74040YAA0   Pretsl X Floater                              0.96    7/3/2033    675,107
759136QP2   Regional Tr Regl Trnsp Dist-babs 5.844%       5.84   11/1/2050    475,000
74913GAK1   Qwest Corp 7.6250%                            7.62   6/15/2015    468,000
61746RHE4   MSAC 04-he5 M1 Fltr                           1.13   6/25/2034    644,775
641423BZ0   Nevada Power Co 5.375%                        5.37   9/15/2040    500,000
31404HUK3   FN 769286 6%                                  6.00   11/1/2033    441,297
31391CNP6   FN 662898 6.5%                             6.50    12/1/2017    506,957
31283HZ40   FG G01663 6%                               6.00     1/1/2034    495,696
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
404119AP4   HCA Inc 6.375                              6.37    1/15/2015    545,000
364725AC5   Gannett Co Inc 6.375%                      6.37     4/1/2012    500,000
36202FHX7   GNMA Pl 4746 4.5%                          4.50    7/20/2040    493,640
500630BS6   Korea Dev Bank 3.25%                       3.25     3/9/2016    545,000
46632HAB7   JP Morgan Chase Commercial Mortg 5.8270%   5.82    2/15/2051    520,000
B8A0P13X6   INTL Lease Finance Corp Bk Ln              6.99    3/17/2016    560,577
01N040686   GNMA Tba 30yr 4.0%                         4.00    8/18/2041    500,000
00130HBC8   AES Corp 7.75                              7.75     3/1/2014    500,000
147446AP3   CASE New Holland Inc 7.75%                 7.75     9/1/2013    500,000
225470AM5   CSFB 05-c5 A3 5.1%                         5.10    8/15/2038    520,000
22234XAC3   Country Garden Hldg Co 11.75%              11.75   9/10/2014    475,000
21079NAA9   Continental Airlines Inc 5.983%            5.98    4/19/2022    473,508
04541GEL2   Abshe 2003-he3 M1 Floater                  1.43    6/15/2033    640,317
125509BQ1   Cigna Corp 5.875%                          5.87    3/15/2041    505,000
100756AA3   BOST 2004-1a A Floater                     0.64    5/25/2016    569,790
040104AP6   ARSI 03-w2 M4 Fltr                         5.40    9/25/2033    600,000
05565QBP2   BP Capital Markets Plc 4.5%                4.50    10/1/2020    435,000
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                         0.66    6/25/2034    528,696
B8A03JVN2   Insight Midwest Hldg Llc Ln                1.19    10/6/2013    470,779
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
36201YYZ3   GN 607428 6.5%                             6.50    11/15/2033   384,147
314275AB4   Federated Retail Holding 5.35%             5.35    3/15/2012    400,000
404280AG4   HSBC Holdings Plc 6.50%                    6.50     5/2/2036    445,000
31395A3J2   FSPC T-61 1a1 Fltr                         1.69    7/25/2044    426,294
31402QTR2   FNMA 6.00% Pool                            6.00    11/1/2034    434,379
31405TUT7   FN 798994 6%                               6.00     1/1/2035    425,223
31406AUP5   FN 804390 5%                               5.00    12/1/2019    384,991
60467MAA9   Mirant Mid-atlantic 8.625 %                8.62    6/30/2012    439,255
59020UKM6   MLMI 04-opt1 A2a Fltr                      0.54    6/25/2035    605,494
750754AB9   Raill 1-a2 7.125%                          7.12    1/15/2013    385,394
72650RAV4   Plains All Amer Pipeline 4.25%             4.25     9/1/2012    400,000
67740QAF3   OHIO Nat Financial Srvs 6.375%             6.37    4/30/2020    360,000
85590AAK0   Starwood Hotels 6.25                       6.25    2/15/2013    380,000
887317AL9   TIME Warner Inc 6.25%                      6.25    3/29/2041    400,000
94983KAC3   Wfmbs 06-ar2 2a1 Fltr                      2.75    3/25/2036    470,825
878742AJ4   TECK Resources Limited 9.750%              9.75    5/15/2014    309,000
909287AA2   United Airlines 6.636%                     6.63     7/2/2022    360,328
92553PAE2   Viacom Inc 4.375%                         4.37    9/15/2014    315,000
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
67766WQG0   OHIO St Water Dev Auth 4.879%             4.87    12/1/2034    375,000
743315AM5   Progressive Corp                          6.70    6/15/2037    365,000
74924PAE2   RASC 04-ks1 Ai5 5.221%                    5.22    2/25/2034    400,000
758842AA6   Regal 1999-1 A Fltr                       2.95    9/29/2031    426,436
65473QAR4   Nisource Finance Corp 5.4500%             5.45    9/15/2020    355,000
62388QAA2   MCAP 2004-3a A1la Fltr                    0.67    2/15/2016    313,612
31404WRR9   Fannie Mae Pool #780896 5.5000%           5.50     5/1/2034    343,539
31401JWY0   FN 709963 5%                              5.00     6/1/2018    337,979
31390UYD2   FN 656908 6.5%                            6.50     9/1/2032    288,654
3133T8ZJ9   FHR 1935 Jz 7%                            7.00    2/15/2027    303,091
26882PAX0   ERAC Usa Finance Company 6.2% 144a        6.20    11/1/2016    270,000
404280AH2   HSBC Holdings Plc 6.5%                    6.50    9/15/2037    355,000
38141GGQ1   Goldman Sachs Group Inc 5.25%             5.25    7/27/2021    335,000
396789JR1   Greenwich Cap Com Funding 05-gg3 4.305%   4.30    8/10/2042    344,182
36213TEP4   GN 563642 6.5%                            6.50    9/15/2032    288,087
544152AA9   Lorillard Tobacco Co 8.125%               8.12    6/23/2019    305,000
502413AZ0   L-3 Communications Corp 4.75%             4.75    7/15/2020    300,000
46625YP56   Jpmcc 2006-ldp6 A3b 5.559%                5.55    4/15/2043    365,000
B8A03Z6A2   OSI Restaurant Partners Inc Bk Ln R2              6/14/2013    330,475
B8A0Q56Z8   CDW Llc Bk Ln Ext Tl                      4.50    7/15/2017    322,773
004421DK6   ACE 04-fm1 M1 Fltr                        1.08    9/25/2033    475,605
WNU1        US Ultra Bond Sep11                               9/21/2011      76
02364WAW5   America Mov 6.125                         6.12    3/30/2040    285,000
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    394,271
22541QNK4   HEAT 2003-5 M1 Fltr                       1.23    12/25/2033   466,110
13063BFR8   California St 7.625%                      7.62     3/1/2040    275,000
07386HSY8   Balta 05-4 23a1 Fltr                      2.65    5/25/2035    473,261
099724AG1   Borgwarner Inc 4.625%                     4.62    9/15/2020    350,000
04010HAC6   ARES 05-10a A3 Fltr                       0.48    9/18/2017    234,911
04273WAA9   Arrow Electronics Inc 3.375%              3.37    11/1/2015    275,000
040104EP2   ARSI 2003-w10 M2 Fltr                     2.66    1/25/2034    410,171
03938LAR5   Acrelormittal 3.75%                       3.75     8/5/2015    275,000
03938LAS3   Arcelormittal 6.75%                       6.75     3/1/2041    220,000
06050TKN1   BANK Of America 5.30%                     5.30    3/15/2017    250,000
06051GDM8   BAFS 2005-d A1 Fltr                       2.78    5/25/2035    264,141
12667FQS7   Cwalt 2004-18cb 3a1 5.25%                 5.25    9/25/2019    300,639
210518BV7   Consumers Energy Co 5.375%                5.37    4/15/2013    250,000
B8A0PRCY7   CB Richard Ellis Svcs Bk Ln B             3.43    12/31/2016   248,125
032511BC0   Anadarko Pretroleum Corp 8.7%             8.70    3/15/2019    175,000
03072SU86   AMSI 2005-r11 A2d Floater                 0.51    1/25/2036    350,000
008916AJ7   Agrium Inc 6.125%                         6.12    1/15/2041    225,000
01959EAB4   Allied World Assurance 5.5%               5.50    11/15/2020   240,000
G84393AA8   STAR Energy Geothermal 11.5%              11.50   2/12/2015    200,000
46625YQP1   Jpmcc 05-cb12 4.824%                      4.82    9/12/2037    278,967
41283DAC7   Harley-davidson Funding 5.75%             5.75    12/15/2014   250,000
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
31400DWE8   FN 684745 6.5%                            6.50     4/1/2033    251,009
313920GP9   FNR 2001-29 Z 6.5                         6.50    7/25/2031    197,411
31404P5N7   FN 774953 5.5%                            5.50     4/1/2034    264,016
31404TBH5   FN 777740 5.5%                            5.50     5/1/2034    241,944
31403RGY8   FN 755415 6.5%                            6.50    11/1/2033    193,774
31406GEH8   FN 809336 6%                              6.00     2/1/2035    239,305
31412XNQ3   FN 937899 6%                              6.00     6/1/2037    225,428
33736EAA9   FRST 2004-1a1 A1 Floater                  0.60    7/27/2016    306,870
61747WAL3   Morgan Stanley 5.5%                       5.50    7/28/2021    220,000
576434QA5   MALT 2004-4 4a1 5%                        5.00    4/25/2019    244,409
75405TAA7   RAS Laffan Lng 5.298%                     5.29    9/30/2020    230,425
76112BGD6   Residential Asset Mortgage Pro Floater    0.98    12/25/2034   258,861
74733LAD4   Qatar Intl Finance 4.75% Ser 144a         4.75    2/16/2021    305,000
677632MV0   OHIO St Univ G Oh Univ-txb-c-babs 4.91%   4.91     6/1/2040    295,000
68607DNL5   Oregon St Dept Trans Highway 5.834%       5.83    11/15/2034   235,000
715457AA5   PERU Enhanced                                     5/31/2018    369,016
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    275,091
81375WJU1   SABR 06-fr1 M1 Fltr                       0.58    11/25/2035   900,000
92257GAA9   Veloc 2004-1a A Fltr                      0.60    8/22/2016    305,446
929766MT7   Wbcmt 2003-c9 A3 4.608%                   4.60    12/15/2035   220,004
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
91324PAR3   United Healthcare 5.8%                    5.80    3/15/2036    245,000
86359ACR2   SASC 2002-hf2 M3 Fltr                     3.18    7/25/2032    346,000
88732JAQ1   TIME Warner Cable Inc 8.2500%             8.25    2/14/2014    255,000
88283LHT6   Texas State Transn Commn Rev 5.028%       5.02     4/1/2026    200,000
92978MAB2   Wbcmt 2006-c28 A2 5.5%                    5.50    10/15/2048   231,670
98372PAJ7   XL Capital Ltd 6.5%                       6.50    12/31/2049   260,000
88522NAA1   TMST 2006-6 A1 Fltr                       0.29    11/25/2046   165,810
88732JAY4   TIME Warner Cable Inc 5.875%              5.87    11/15/2040   200,000
91324PBN1   Unitedhealth Group Inc 5.7%               5.70    10/15/2040   185,000
92977QAB4   Wbcmt 06-c27 A2 5.624%                    5.62    7/15/2045    213,633
83162CNF6   SBAP 2003-20i 1 5.13%                     5.13     9/1/2023    138,106
693506BE6   PPG Industries Inc 5.5%                   5.50    11/15/2040   175,000
61746RBC4   MSAC 03-nc5 M1 Fltr                       1.46    4/25/2033    268,276
61751NAC6   MSC 07-hq11 A2 5.359%                       5.35   2/12/2044    210,488
668131AA3   Northwestern Mutual Life 6.063%             6.06   3/30/2040    190,000
652482BY5   NEWS America Inc 6.9%                       6.90   8/15/2039    160,000
337738AH1   Fiserv Inc 3.125%                           3.12   10/1/2015    150,000
337738AK4   Fiserv Inc 3.125%                           3.12   6/15/2016    165,000
31409D3J0   FN 868501 6%                                6.00    4/1/2036    134,492
31405ULZ0   FN 799644 6%                                6.00   11/1/2034    152,268
31402LX64   FN 732501 5%                                5.00    8/1/2018    172,663
31402HV65   FN 729737 5%                                5.00    7/1/2018    197,701
31400WLV0   FN 699740 5.5%                              5.50    7/1/2033    144,196
31390VPW8   FN 657537 6.5%                              6.50    9/1/2032    163,069
31390YJD1   FN 660060 6.5%                              6.50    9/1/2032    141,703
3133TPF87   Freddie Mac 2241 Ph 7.50%                   7.50   7/15/2030    169,080
31376KEX0   FN 357550 5.5%                              5.50    4/1/2034    150,923
30161NAD3   Exelon Corp 4.9%                            4.90   6/15/2015    125,000
29245SAC6   Endesa - Chile 8.35% Series W.i.            8.35    8/1/2013    185,000
31287YAD6   FG C70904 6.5%                              6.50    9/1/2032    175,219
31288AD69   FG C71925 7%                                7.00    9/1/2032    172,199
40431XAE2   Hfchc 07-3 A4 Fltr                          1.68   11/20/2036   250,000
40429CGB2   HSBC Finance Corp 6.676% Ser 144a           6.67   1/15/2021    145,000
38141GFD1   Goldman Sachs Gp Gs 6.75                    6.75   10/1/2037    185,000
38141GFG4   Goldman Sachs 5.95%                         5.95   1/18/2018    190,000
36213FB51   GN 552760 6.5%                              6.50   9/15/2032    188,467
36206YD57   GN 425024 6.5%                              6.50   11/15/2033   165,362
36828TAA8   Gazprom Intl Sa 7.201% Series 144a          7.20    2/1/2020    139,729
446150AG9   Huntington Bancshares In 7%                 7.00   12/15/2020   120,000
48666KAK5   KB Home 6.375                               6.37   8/15/2011    160,000
5252M0FD4   Lehman Brothers Holdings 6.875% Defaulted   6.87    5/2/2018    745,000
55265KA33   Mastr 2003-7 1a1                            5.50   9/25/2033    194,431
534187BA6   Lincoln National Corp 7%                    7.00   6/15/2040    120,000
032511AY3   Anadarko Petroleum Corp 6.45%               6.45   9/15/2036    175,000
02660TCS0   AHM 2004-4 4a Fltr                          2.40   2/25/2045    204,070
026874AX5   American Intl Group 5.05%                   5.05   10/1/2015    200,000
B8A0PR566   Fibertech Networks Llc Bk Ln                6.75   12/31/2016   174,125
B8A0LWQD1                                               1.00   9/20/2016    1,800,000
B06HCN1     Bosphorus Financial Serv Fltr               2.06   2/15/2012    186,563
B8A0P3F68   HCA Inc Bk Ln B2                            3.49   3/31/2017    221,538
210805DK0   Contl Airlines 7.373 Series 01-1            7.37   12/15/2015   169,527
25459HAN5   Directv Holdings Llc 3.55%                  3.55   3/15/2015    175,000
14040HAN5   Capital One Financial Co 6.15               6.15    9/1/2016    150,000
04009YAB4   ARES 03-7aw A1a Fltr                        0.61    5/8/2015    221,228
07384YEN2   Bsabs 02-2 A2 Fltr                          1.38   10/25/2032   174,809
111021AE1   British Telecom 9.875%                      9.87   12/15/2030   150,000
12513XAB8   Citigroup/deutsche Bank Commerci 5.4080%    5.40   1/15/2046    139,444
111013AG3   British Sky Broadcasting 6.1%           6.10   2/15/2018     90,000
07386HSZ5   Balta 2005-4 3a2 Fltr                   2.65   5/25/2035    157,754
05947U7H5   BACM 06-1 A2 5.334%                     5.33   9/10/2045    103,248
126670JY5   CWHL 2005-hyb9 3a2a Fltr                3.01   2/20/2036    137,571
16937MAC9   China Development Bk 5%                 5.00   10/15/2015   100,000
23330JAA9   DP World Ltd 6.85%                      6.85    7/2/2037     80,000
B8A0QCPN9   HCA Inc Bk Ln B3                        3.49    5/1/2018     92,377
B8A0NBW22   PAY 1.0% Credit Suisse Intl             1.00   6/20/2014    2,500,000
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
03072SBE4   AMSI 2001-2 M3 Fltr                     3.11   10/25/2031   140,589
B8A062NG0   First Data Corp Bk Ln                   2.93   9/24/2014     50,472
36225CN28   G2AR 80408 6.375%                       4.37   5/20/2030     67,071
36202VD81   GNSF 610427 5.5%                        5.50   8/15/2033     82,701
36200GK21   GN 600713 6.0%                          6.00   12/15/2033    79,665
40430GAA8   Hfchc 2005-1 A Floater                  0.47   1/20/2034     92,810
31297B4V1   FG A24436 5.5%                          5.50    7/1/2034     42,310
31296RQS0   FG A16765 6.5%                          6.50   11/1/2033     91,556
31287YV43   FG C71535 6%                            6.00   10/1/2032     94,121
31283HUA1   Freddie Mac Gold Pool 6.0000%           6.00   12/1/2032     88,267
31283HVL6   FG G01519 6%                            6.00    2/1/2033     90,510
31386C2X9   FN 559790                               1.67    9/1/2040     98,736
31386S4V6   FN 572436 5.5%                          5.50    3/1/2016     53,582
31386WTM0   FN 575756 5.5%                          5.50   12/1/2016     75,228
31385HU59   FN 545204 Floater                       3.42    5/1/2036     54,515
31390CTC0   FN 642347 7%                            7.00    5/1/2032     89,689
31371KDD0   FN 254000 6.5%                          6.50    9/1/2021     52,455
3133T3KK3   FHR 1628 Lz 6.5%                        6.50   12/15/2023   107,935
31390SEW7   FN 654549 6%                            6.00    7/1/2017     79,896
31390TKJ7   FN 655597 6.5%                          6.50    8/1/2032     65,618
31391AVF3   FN 661314 6%                            6.00    9/1/2017     92,773
31391AVP1   FN 661322 6.5%                          6.50    9/1/2032     48,911
31391F5M6   FN 666052 6.5%                          6.50   10/1/2032    112,178
31391LYA7   FN 670405 6.5%                          6.50    7/1/2032     91,263
31402ES33   FN 726938 4.5%                          4.50    8/1/2033     72,804
31403FUM4   FN 747688 5.5%                          5.50   11/1/2033     79,320
31407HTZ9   FNCL 831368 6.0                         6.00    4/1/2036     89,635
31408GT80   FN 851175 6%                            6.00    4/1/2036     52,697
31403VZH5   FN 759544 5.5%                          5.50    1/1/2034     63,085
74160MDL3   Prime 2004-cl1 1a2 Fltr                 0.58   2/25/2034     79,440
805564LZ2   SAST 2002-2 M2                          1.91   8/25/2032    172,581
805564MK4   SAST 2002-3 M1 Fltr                     1.31   12/25/2032   156,342
92922F4M7   WAMU 2005-ar13 A1a1 Fltr                0.47   10/25/2045   103,894
86358HNX3   SAMI 02-ar3 A1 Fltr                     0.84   9/19/2032     78,519
878742AM7   TECK Resources Ltd 10.25%    10.25   5/15/2016    101,000
86358RR66   SASC 02-14a 2a1              2.26    7/25/2032     6,071
86358RUH8   SASC 2002-1a 4a Fltr         2.67    2/25/2032    14,924
939336PM9   Wamms 2003-ar1-a2 5 1 Fltr   2.28    2/25/2033     3,154
98372PAF5   XL Capital Ltd 5.25%         5.25    9/15/2014    25,000
831641DF9   SBIC 2001-p10b 1 6.344%      6.34    8/10/2011    42,688
74160MDS8   Prime 2004-cl1 2a2 Fltr      0.58    2/25/2019    11,128
76111JZ72   Rfmsi 2003-s9 A1 6.5%        6.50    3/25/2032    26,082
75605EBF6   Realogy Corp 12.0%           12.00   4/15/2017     903
620076AX7   Motorola Inc 8.0000%         8.00    11/1/2011    31,000
31403AS22   FN 743137 6%                 6.00    10/1/2033    37,331
31404P7L9   FN 774999 5.5%               5.50     4/1/2034    30,745
31404QFH7   FN 775168 5.5%               5.50     5/1/2034    29,353
31402K6W9   FN 731785 5.5%               5.50     8/1/2033     2,255
31391KKH9   FN 669096 5.5%               5.50    10/1/2017    25,624
31395M2F5   FSPC T-63 1a1 Fltr           1.49    2/25/2045    42,663
31390TY52   FN 656032 6%                 6.00     9/1/2032     1,370
31371KVA6   FN 254509 5%                 5.00    10/1/2017    32,718
31371KVG3   FN 254515 6%                 6.00    11/1/2032    33,024
31356LA40   FG D57227 8.5%               8.50    10/1/2024    13,247
31358SNY3   FNR 2000-32 Fm Floater       0.63    10/18/2030    4,645
31362GM40   FN 60679                     4.53     1/1/2028    24,372
31390DK29   FN 643013 5.5%               5.50     4/1/2017    18,512
31390GHF7   FN 645630 7%                 7.00     6/1/2032    36,183
31390SDZ1   FN 654520 6%                 6.00    10/1/2017    26,605
31385WX38   FNCT 6.00% Pool #555198      6.00     1/1/2023    34,914
31385W2N8   FN 555281 6%                 6.00     3/1/2033    18,660
31386XJC1   FN 576359 5.5%               5.50     4/1/2016    37,497
31388JK53   FN 606116 Floater            2.48     9/1/2031    20,566
31388QR43   FN 611707 5.5%               5.50    12/1/2016     3,605
31388TLC5   FN 614223 5.5%               5.50    12/1/2016    10,438
31388TLD3   FN 614224 5.5%               5.50    12/1/2016    20,842
31388XVB7   FN 618110 6%                 6.00    12/1/2016    35,370
31388XVJ0   FN 618117 5.5%               5.50     1/1/2017    22,771
31388YVB5   FN 619010 5.5%               5.50     1/1/2017    24,287
31389CHB8   FN 621326 5.5%               5.50    12/1/2016     1,415
31389DAG2   FN 622007 5.5%               5.50    12/1/2016     6,386
31389DGY7   FN 622215 5.5%               5.50    12/1/2016     5,365
31389HMN5   FN 625965 5.5%               5.50     1/1/2017    22,080
31389KE31   FNCI 6.00% Pool #627554      6.00     2/1/2017    37,484
31389UFN4   FN 635673 7%                 7.00     3/1/2032    14,473
31287V2S8   FG C69785 6.5%               6.50     7/1/2032    13,819
31287V2T6   FG C69786 6.5%               6.50     7/1/2032    10,354
31287V6T2   FG C69882 6.5%               6.50     8/1/2032    10,741
31287V6U9   FG C69883 6.5%                           6.50    8/1/2032     15,550
31287WCH9   FG C69972 6.5%                           6.50    8/1/2032     18,577
31287WCJ5   FG C69973 6.5%                           6.50    8/1/2032     15,368
31292GMF0   FG C00358 8.5%                           8.50    8/1/2024     10,045
31292GMW3   FG C00373 8.5%                           8.50   11/1/2024      5,453
31295LBG6   FH 787239                                2.70    7/1/2030      3,845
3128KHTU0   FG A55063 6%                             6.00   11/1/2036     34,878
3128KHWU6   FG A55159 6%                             6.00   12/1/2036     36,427
29266MAE9   Energy East Corp 6.75                    6.75   9/15/2033     15,000
44328BAC2   HASC 2006-he2 2a1 Fltr                   0.23   12/25/2036      932
3837H4M69   GNR 2000-26 Df Floater                   0.58   9/20/2030      2,302
3837H4V77   GNR 2000-30 Fb Floater                   0.63   10/16/2030     1,869
36200KT72   GN 603674 6.0%                           6.00   5/15/2033     31,399
36159NAE2   GEBL 2006-1a D Floater                   1.18   5/15/2034     111,959
36202DPG0   G2 3123 8.0%                             8.00   8/20/2031       992
36202T6G6   GN 609371 6.0%                           6.00   3/15/2033     22,870
36200DMD2   GN 598056 6%                             6.00   1/15/2033     28,023
36200FSF6   GN 600018 6.0%                           6.00   1/15/2033     37,164
36202XZJ9   GN 612845 6.0%                           6.00   6/15/2033     33,758
36211BWM2   GN 508352 8.5%                           8.50   6/15/2030      1,047
36225CL46   G2 80346 Floater                         2.12   11/20/2029    11,983
36295QGR5   GN 677108 6.5%                           6.50   7/15/2038     23,346
542514HN7   Lbmlt 2004-4 1a1 Fltr                    0.74   10/25/2034    13,915
52108MFP3   Lbubs 06-c3 A2 5.532%                    5.53   3/15/2032      5,375
45660UAQ2   Inarm 2001-h2 Fltr                       1.92   1/25/2032      2,989
B8A062NK1   First Data Corp Bk Ln                    2.93   9/24/2014     33,648
RXU1        Euro-bund Fut Sep11                              9/8/2011        -8
B8A0QL9E7   BUY Protection Cdx.na.ig.16.v1 100 Myc   1.00   6/20/2016    13,500,000
013817AV3   Alcoa Inc 5.4%                           5.40   4/15/2021     25,000
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
B8A0NMMQ6   PAY 5.0% Deutsche Bank Ag                5.00   3/20/2012     500,000
B8A0MC8N2   PAY 1.0%; Credit Suisse International    1.00   12/20/2012   3,500,000
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
B8A0BMD6X   CDS Itraxx Fltr                          1.65   6/20/2013    1,300,000
B8A0P8QX6   PAY 1.0% Deutsche Bank                   1.00   6/20/2013    1,250,000
B8A0QLAK1   BUY Protection Cdx.na.hy.16.v1 500 Myc   5.00   6/20/2016    17,250,000
22540VXD9   CSFB 2002-he4 M2 Fltr                    2.43   8/25/2032     33,001
210805DH7   Contl Airl 6.703%                        6.70   6/15/2021      4,823
05948X4W8   Boams 2004-2 1a5 6.5%                    6.50   10/25/2031    12,993
07384MSH6   Bsarm 2002-11 A1 Fltr.                   5.68   2/25/2033     36,099
12506YAT6   CDC Mortgage Capital Trust Fltr          3.56   3/25/2033      86,534
B8A0F9Y5    Scds: (slma) 5%                          5.00   6/20/2014     1,450,000
B8A0E5MJ    CDS (hot) Fltr                           7.05   3/20/2014      380,000
B8A0DL7R    CDS (aig) Fltr                           3.70   3/20/2018     1,300,000
B8A0LPGD7   PAY 5.0% Citibank, Na                    5.00   3/20/2012     2,500,000
TYU1        US 10yr Note Fut Sep11 (cbt)                    9/21/2011       -169
TUU1        US 2yr Note Fut Sep11 (cbt)                     9/30/2011       -477
B8A0DATB    CDS (ip) Fltr                            5.30   3/20/2014     2,000,000
B8A0QJTK6   PAY Fix 1.09125%; Rec Flt Usd 3m Libor   1.09    7/7/2014     -2,110,000
B8A0QH9Q    REC Fix 4.98%; Pay Flt Nzd 3m Bbr        2.73   6/20/2021     -2,700,000
B8A0QB3L9   PAY Fix 2.3675%; Rec Flt Usd 6m Libor    2.36   4/27/2016     -3,300,000
B8A0QHF74   PAY Fix 1.87%; Rec Flt Usd 3m Libor      1.87   6/21/2016     -3,600,000
B8A0Q53B4   REC Fix 2.865%; Pay Flt Czk 6m Pribor    1.55   3/15/2016    -62,800,000
B8A0QDCP6   REC Fix 5.52%; Pay Flt Pln 6m Wibor      4.49   5/17/2016    -11,400,000
B8A0QHF17   REC Fix 7.58%; Pay Flt 3m Jibar          5.57   6/17/2016    -28,800,000
B8A0QB3Q8   REC Fix 5.665%; Pay Flt Pln 6m Wibor     4.57   4/26/2016    -16,600,000
B8A0QGB13   PAY Fix 1.03096%; Rec Flt Usd 3m Libor   1.03    6/9/2014     -6,760,000
B8A0PUR24   PAY 3-month Usd Libor; Rec 4.91000%             12/14/2020    -7,700,000
B8A0QL1C9   REC Fix 5.48%; Pay Flt Mxn 28d Tiie      4.84    7/5/2013    -110,200,000
B8A0QM1Y9   REC Fix 3.03486%; Pay Flt Usd 3m Libor   0.25   7/20/2021     -9,660,000
B8A0QG6G6   REC Fix 4.64%; Pay Flt Usd 3m Libor              6/8/2021    -10,600,000
B8A0QNPB1   REC Fix 2.75%; Pay Flt Usd Cpi                   8/2/2021    -11,820,000
B8A0QNHQ7   REC Fix 4.5875%; Pay Flt Usd 3m Libor            8/1/2021    -13,050,000
B8A0QNRN3   REC Fix 2.31848%; Pay Flt Usd 3m Libor          5/15/2018    -27,690,000
B8A0PXKX7   REC Fix .9075%; Pay Flt Usd 3m Libor     0.24   1/10/2013    -82,000,000
d holdings information. This is


Bank of New York,
a.

The prospectus and summary
click on the prospectus or


inancial company and member




             Market
                            % of TNA
             Value ($)
               82,474,624     9.41
               79,984,060     9.12
               27,730,976     3.16
               25,237,918     2.88
               24,297,622     2.77
               18,435,616     2.10
               15,181,835     1.73
               13,723,068     1.57
               13,123,548     1.50
               11,691,286     1.33
               10,699,782     1.22
                9,967,140     1.14
                9,761,537     1.11
                9,446,731     1.08
                8,495,000     0.97
                8,223,750     0.94
                7,906,007     0.90
                7,411,642     0.85
                7,169,866     0.82
                6,794,422     0.78
                6,760,000     0.77
                6,776,250     0.77
                6,034,316     0.69
                6,078,848     0.69
                6,006,000     0.69
                5,762,969     0.66
5,816,134   0.66
5,527,203   0.63
4,882,009   0.56
4,929,819   0.56
4,802,344   0.55
4,841,763   0.55
4,771,270   0.54
4,591,925   0.52
4,343,750   0.50
4,358,688   0.50
4,370,806   0.50
4,267,428   0.49
4,200,540   0.48
4,149,431   0.47
4,006,983   0.46
4,059,113   0.46
4,027,901   0.46
3,913,830   0.45
3,936,400   0.45
3,869,823   0.44
3,889,607   0.44
3,845,529   0.44
3,722,578   0.42
3,631,462   0.41
3,600,000   0.41
3,637,274   0.41
3,604,000   0.41
3,492,550   0.40
3,395,008   0.39
3,449,882   0.39
3,390,378   0.39
3,382,510   0.39
3,300,000   0.38
3,306,215   0.38
3,300,474   0.38
3,222,125   0.37
3,228,458   0.37
3,226,738   0.37
3,134,181   0.36
2,940,864   0.34
2,873,469   0.33
2,859,214   0.33
2,795,892   0.32
2,816,628   0.32
2,846,760   0.32
2,785,589   0.32
2,722,629   0.31
2,700,844   0.31
2,688,490   0.31
2,749,632   0.31
2,732,453   0.31
2,697,000   0.31
2,743,590   0.31
2,708,817   0.31
2,707,166   0.31
2,600,359   0.30
2,586,000   0.30
2,612,083   0.30
2,561,263   0.29
2,542,015   0.29
2,543,790   0.29
2,506,969   0.29
2,564,510   0.29
2,548,912   0.29
2,577,461   0.29
2,542,589   0.29
2,557,002   0.29
2,552,358   0.29
2,515,570   0.29
2,417,141   0.28
2,430,067   0.28
2,484,000   0.28
2,417,378   0.28
2,452,930   0.28
2,399,851   0.27
2,323,448   0.27
2,378,508   0.27
2,349,425   0.27
2,358,155   0.27
2,301,503   0.26
2,288,000   0.26
2,239,926   0.26
2,321,655   0.26
2,256,725   0.26
2,288,507   0.26
2,312,500   0.26
2,292,006   0.26
2,249,100   0.26
2,160,780   0.25
2,165,375   0.25
2,215,000   0.25
2,067,925   0.24
2,085,000   0.24
2,146,500   0.24
2,112,697   0.24
2,130,572   0.24
2,132,803   0.24
2,070,150   0.24
2,091,855   0.24
2,137,080   0.24
2,110,000   0.24
1,988,904   0.23
1,995,641   0.23
2,038,530   0.23
2,014,085   0.23
1,996,075   0.23
2,011,000   0.23
1,980,000   0.23
1,982,263   0.23
2,033,853   0.23
1,995,692   0.23
2,009,200   0.23
2,021,253   0.23
2,002,521   0.23
1,911,320   0.22
1,941,068   0.22
1,961,101   0.22
1,892,269   0.22
1,963,993   0.22
1,968,348   0.22
1,901,792   0.22
1,958,704   0.22
1,878,863   0.21
1,819,028   0.21
1,878,404   0.21
1,883,400   0.21
1,812,000   0.21
1,856,092   0.21
1,863,874   0.21
1,884,607   0.21
1,757,298   0.20
1,730,999   0.20
1,742,063   0.20
1,791,364   0.20
1,778,033   0.20
1,732,600   0.20
1,720,051   0.20
1,731,794   0.20
1,702,969   0.19
1,675,535   0.19
1,695,449   0.19
1,659,283   0.19
1,655,562   0.19
1,704,231   0.19
1,629,424   0.19
1,685,625   0.19
1,679,066   0.19
1,638,833   0.19
1,651,335   0.19
1,547,475   0.18
1,547,175   0.18
1,579,064   0.18
1,578,688   0.18
1,579,224   0.18
1,611,515   0.18
1,608,758   0.18
1,590,972   0.18
1,544,865   0.18
1,604,000   0.18
1,539,132   0.18
1,532,492   0.17
1,463,754   0.17
1,487,392   0.17
1,512,376   0.17
1,448,428   0.17
1,486,157   0.17
1,508,972   0.17
1,475,949   0.17
1,467,307   0.17
1,491,687   0.17
1,506,563   0.17
1,478,688   0.17
1,455,554   0.17
1,477,058   0.17
1,491,681   0.17
1,384,372   0.16
1,433,178   0.16
1,405,635   0.16
1,403,899   0.16
1,358,878   0.16
1,422,731   0.16
1,390,395   0.16
1,369,201   0.16
1,396,530   0.16
1,442,188   0.16
1,377,678   0.16
1,354,322   0.15
1,308,902   0.15
1,295,488   0.15
1,332,535   0.15
1,277,258   0.15
1,300,000   0.15
1,277,025   0.15
1,290,086   0.15
1,351,500   0.15
1,290,737   0.15
1,303,045   0.15
1,314,270   0.15
1,306,250   0.15
1,291,987   0.15
1,338,071   0.15
1,326,777   0.15
1,279,688   0.15
1,229,866   0.14
1,191,300   0.14
1,212,370   0.14
1,235,318   0.14
1,235,000   0.14
1,247,516   0.14
1,201,908   0.14
1,223,313   0.14
1,203,125   0.14
1,217,526   0.14
1,195,004   0.14
1,197,988   0.14
1,138,267   0.13
1,162,514   0.13
1,110,900   0.13
1,156,045   0.13
1,097,122   0.13
1,142,500   0.13
1,103,594   0.13
1,162,145   0.13
1,170,593   0.13
1,164,794   0.13
1,102,500   0.13
1,112,968   0.13
1,120,082   0.13
1,125,984   0.13
1,129,169   0.13
1,154,868   0.13
1,113,200   0.13
1,102,529   0.13
1,166,797   0.13
1,170,125   0.13
1,110,000   0.13
1,130,647   0.13
1,085,000   0.12
1,031,559   0.12
1,035,000   0.12
1,079,492   0.12
1,031,250   0.12
1,063,599   0.12
1,034,615   0.12
1,054,822   0.12
1,094,638   0.12
1,066,250   0.12
1,082,473   0.12
1,023,912   0.12
1,032,203   0.12
1,038,237   0.12
1,086,142   0.12
1,033,341   0.12
1,065,781   0.12
1,015,625   0.12
1,089,531   0.12
1,040,848   0.12
1,060,000   0.12
1,013,777   0.12
1,089,409   0.12
1,009,026   0.12
1,089,521   0.12
1,056,808   0.12
1,085,915   0.12
1,002,500   0.11
1,004,237   0.11
 920,833    0.11
1,003,728   0.11
 981,113    0.11
1,007,501   0.11
 965,000    0.11
 961,001    0.11
 926,142    0.11
 983,566    0.11
 941,794    0.11
 935,396    0.11
 960,133    0.11
 978,810    0.11
 964,200    0.11
 962,799    0.11
 962,625    0.11
 972,188    0.11
 931,258    0.11
 957,705    0.11
 924,000    0.11
1,005,365   0.11
 948,048    0.11
1,001,229   0.11
 995,569    0.11
 936,250    0.11
 964,875    0.11
 980,924    0.11
 960,866    0.11
 990,202    0.11
 893,263    0.10
 842,633    0.10
 853,874    0.10
 912,288    0.10
 889,808    0.10
 845,662    0.10
 850,079    0.10
 897,050    0.10
 858,037    0.10
 833,373    0.10
 845,093    0.10
 861,851    0.10
 859,258    0.10
 863,499    0.10
881,244   0.10
899,080   0.10
868,538   0.10
853,205   0.10
902,250   0.10
904,209   0.10
893,000   0.10
870,183   0.10
840,677   0.10
880,493   0.10
880,664   0.10
897,101   0.10
909,936   0.10
915,320   0.10
823,138   0.09
760,216   0.09
775,313   0.09
795,829   0.09
753,122   0.09
806,963   0.09
761,679   0.09
820,875   0.09
766,471   0.09
803,938   0.09
807,523   0.09
768,765   0.09
792,392   0.09
832,500   0.09
797,591   0.09
780,426   0.09
823,712   0.09
770,659   0.09
813,646   0.09
829,500   0.09
769,959   0.09
797,922   0.09
782,514   0.09
763,461   0.09
758,288   0.09
823,824   0.09
796,453   0.09
818,002   0.09
802,289   0.09
689,009   0.08
703,500   0.08
704,680   0.08
693,875   0.08
666,683   0.08
659,233   0.08
682,647   0.08
726,154   0.08
666,000   0.08
721,463   0.08
737,206   0.08
658,330   0.08
726,472   0.08
708,976   0.08
691,734   0.08
713,736   0.08
711,441   0.08
698,531   0.08
692,376   0.08
691,388   0.08
711,192   0.08
725,407   0.08
737,566   0.08
671,125   0.08
694,272   0.08
691,381   0.08
689,416   0.08
718,903   0.08
738,944   0.08
721,854   0.08
738,019   0.08
570,625   0.07
604,500   0.07
626,341   0.07
603,566   0.07
649,407   0.07
656,500   0.07
628,336   0.07
595,540   0.07
600,432   0.07
573,750   0.07
575,982   0.07
645,669   0.07
656,003   0.07
633,750   0.07
573,808   0.07
585,884   0.07
612,188   0.07
655,368   0.07
629,904   0.07
586,470   0.07
614,600   0.07
580,938   0.07
633,455   0.07
611,753   0.07
610,164   0.07
641,459   0.07
635,625   0.07
617,761   0.07
580,191   0.07
591,548   0.07
610,498   0.07
580,817   0.07
615,099   0.07
651,616   0.07
613,361   0.07
649,227   0.07
630,850   0.07
597,119   0.07
654,750   0.07
644,018   0.07
584,081   0.07
635,086   0.07
651,033   0.07
580,934   0.07
563,378   0.06
513,260   0.06
542,509   0.06
508,935   0.06
522,915   0.06
557,327   0.06
557,093   0.06
513,750   0.06
486,077   0.06
538,460   0.06
538,200   0.06
485,980   0.06
515,540   0.06
491,389   0.06
556,544   0.06
551,672   0.06
523,961   0.06
523,157   0.06
555,900   0.06
514,375   0.06
525,990   0.06
549,915   0.06
532,483   0.06
562,679   0.06
516,875   0.06
541,250   0.06
546,875   0.06
534,675   0.06
518,320   0.06
487,146   0.06
507,738   0.06
521,430   0.06
554,348   0.06
396,627   0.05
465,197   0.05
438,750   0.05
451,710   0.05
465,542   0.05
463,718   0.05
451,288   0.05
463,431   0.05
434,865   0.05
409,003   0.05
463,051   0.05
424,695   0.05
481,242   0.05
476,413   0.05
416,475   0.05
448,040   0.05
429,677   0.05
396,956   0.05
413,538   0.05
395,960   0.05
402,800   0.05
433,268   0.05
411,295   0.05
376,611   0.04
361,229   0.04
341,668   0.04
385,477   0.04
356,501   0.04
372,848   0.04
376,863   0.04
382,691   0.04
382,579   0.04
384,307   0.04
307,434   0.04
375,184   0.04
365,425   0.04
333,889   0.04
348,607   0.04
312,998   0.04
368,800   0.04
341,965   0.04
344,697   0.04
330,443   0.04
366,416   0.04
308,520   0.04
365,018   0.04
317,759   0.04
313,426   0.04
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posted:9/4/2011
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