| Company | CUSIP | Number of Shares | Market Value | % of Net Assets ↓ |
| US TREASURY N/B | 912828LC2 | 4,000,000.000 | $4,207,500.00 | 2.47% |
| WAL MART STORES INC | 931142CQ4 | 3,300,000.000 | $3,479,196.60 | 2.04% |
| FREDDIE MAC | 3134G2TK8 | 3,000,000.000 | $3,005,118.00 | 1.76% |
| US TREASURY N/B | 912828KF6 | 2,800,000.000 | $2,882,140.80 | 1.69% |
| FREDDIE MAC | 3128X9C73 | 2,700,000.000 | $2,789,893.80 | 1.64% |
| CNH EQUIPMENT TRUST | 12612BAD2 | 2,700,000.000 | $2,751,888.33 | 1.61% |
| FEDERAL HOME LOAN BANK | 3133XHXW7 | 2,500,000.000 | $2,679,355.00 | 1.57% |
| CS FIRST BOSTON MORTGAGE SECUR | 22541QDJ8 | 2,630,371.820 | $2,675,051.32 | 1.57% |
| BEAR STEARNS COMMERCIAL MORTGA | 07383FA73 | 2,500,000.000 | $2,643,240.00 | 1.55% |
| FREDDIE MAC | 3137EACU1 | 2,500,000.000 | $2,534,672.50 | 1.49% |
| FANNIE MAE | 3135G0DW0 | 2,500,000.000 | $2,511,477.50 | 1.47% |
| BERKSHIRE HATHAWAY FIN | 084664AD3 | 2,000,000.000 | $2,117,178.00 | 1.24% |
| FANNIE MAE | 31398AZV7 | 2,000,000.000 | $2,112,426.00 | 1.24% |
| FEDERAL HOME LOAN BANK | 3133XWKV0 | 2,000,000.000 | $2,075,892.00 | 1.22% |
| CS FIRST BOSTON MORTGAGE SECUR | 22541NS83 | 2,025,000.000 | $2,063,102.40 | 1.21% |
| FANNIE MAE | 31398A3G5 | 2,000,000.000 | $2,043,672.00 | 1.20% |
| FEDERAL HOME LOAN BANK | 313371PC4 | 2,000,000.000 | $2,021,726.00 | 1.19% |
| OVERSEAS PRIVATE INV COR | 690353UA3 | 2,000,000.000 | $2,011,580.00 | 1.18% |
| NATIONAL RURAL UTIL COOP | 637432MP7 | 2,000,000.000 | $2,010,408.00 | 1.18% |
| IBM CORP | 459200GZ8 | 1,975,000.000 | $1,984,890.80 | 1.16% |
| FNMA POOL MA0174 | 31417YFQ5 | 1,848,466.530 | $1,967,037.95 | 1.15% |
| BARCLAYS BANK PLC | 06739FGP0 | 1,900,000.000 | $1,917,728.90 | 1.12% |
| FEDERAL HOME LOAN BANK | 3133XSP93 | 1,825,000.000 | $1,907,716.30 | 1.12% |
| FREDDIE MAC | 3134G3JU5 | 1,800,000.000 | $1,859,041.80 | 1.09% |
| FREDDIE MAC | 3137EADA4 | 1,850,000.000 | $1,857,766.30 | 1.09% |
| DISCOVER CARD MASTER TRUST | 254683AH8 | 1,750,000.000 | $1,850,721.43 | 1.09% |
| FANNIE MAE | 3135G0FY4 | 1,800,000.000 | $1,813,559.40 | 1.06% |
| GENERAL ELEC CAP CORP | 36962G3T9 | 1,728,000.000 | $1,797,586.56 | 1.05% |
| FEDERAL HOME LOAN BANK | 3133XVNU1 | 1,700,000.000 | $1,793,897.80 | 1.05% |
| FEDERAL HOME LOAN BANK | 313373JR4 | 1,750,000.000 | $1,789,432.75 | 1.05% |
| FREDDIE MAC | 3134G2UA8 | 1,750,000.000 | $1,774,403.75 | 1.04% |
| WACHOVIA BANK COMMERCIAL MORTG | 929766CS0 | 1,747,722.120 | $1,767,630.42 | 1.04% |
| FNMA POOL AI3780 | 3138AHFW1 | 1,659,134.050 | $1,746,152.18 | 1.02% |
| FEDERAL HOME LOAN BANK | 313376ZQ1 | 1,750,000.000 | $1,743,714.00 | 1.02% |
| PROCTER + GAMBLE CO/THE | 742718DM8 | 1,600,000.000 | $1,719,673.60 | 1.01% |
| GOVERNMENT NATIONAL MORTGAGE A | 38376GDL1 | 1,576,514.420 | $1,645,036.04 | 0.96% |
| NATIONAL AUSTRALIA BK NY | 63254AAA6 | 1,600,000.000 | $1,608,481.60 | 0.94% |
| COCA COLA CO/THE | 191216AX8 | 1,595,000.000 | $1,598,247.42 | 0.94% |
| NEXTERA ENERGY CAPITAL | 302570BA3 | 1,515,000.000 | $1,587,773.03 | 0.93% |
| WACHOVIA BANK COMMERCIAL MORTG | 929766MU4 | 1,505,000.000 | $1,578,580.96 | 0.93% |
| FEDERAL HOME LOAN BANK | 3133XSAE8 | 1,500,000.000 | $1,572,402.00 | 0.92% |
| FEDERAL HOME LOAN BANK | 3133XWE70 | 1,500,000.000 | $1,567,174.50 | 0.92% |
| FEDERAL FARM CREDIT BANK | 31331GTJ8 | 1,500,000.000 | $1,566,423.00 | 0.92% |
| GOLDMAN SACHS GROUP INC | 38141GDK7 | 1,500,000.000 | $1,549,861.50 | 0.91% |
| HYUNDAI AUTO RECEIVABLES TRUST | 44921AAD3 | 1,500,000.000 | $1,536,597.15 | 0.90% |
| MORGAN STANLEY | 617446HR3 | 1,500,000.000 | $1,535,725.50 | 0.90% |
| 1ST FINANCIAL BANK USA | 32022NBC9 | 1,530,000.000 | $1,530,288.86 | 0.90% |
| FREDDIE MAC | 3137EACR8 | 1,500,000.000 | $1,528,657.50 | 0.90% |
| BANK OF NOVA SCOTIA | 064159AL0 | 1,500,000.000 | $1,528,624.50 | 0.90% |
| ROYAL BANK OF CANADA | 78008TXA7 | 1,500,000.000 | $1,519,836.00 | 0.89% |
| DEUTSCHE BANK AG LONDON | 2515A0T45 | 1,500,000.000 | $1,513,401.00 | 0.89% |
| WELLS FARGO COMPANY | 94974BFA3 | 1,500,000.000 | $1,502,937.00 | 0.88% |
| BANK OF NEW YORK MELLON | 06406HBW8 | 1,500,000.000 | $1,500,570.00 | 0.88% |
| BANK OF MONTREAL | 063679CG7 | 1,441,000.000 | $1,463,825.44 | 0.86% |
| AMER EXPRESS CREDIT CO | 0258M0CW7 | 1,370,000.000 | $1,437,524.56 | 0.84% |
| RESIDENTIAL FUNDING MTG SEC I | 74958WAA4 | 1,982,972.830 | $1,426,296.83 | 0.84% |
| JP MORGAN MORTGAGE TRUST | 466247QP1 | 1,799,925.560 | $1,410,284.87 | 0.83% |
| SIMON PROPERTY GROUP LP | 828807CC9 | 1,290,000.000 | $1,384,074.54 | 0.81% |
| DAIMLER FINANCE NA LLC | 233835AW7 | 1,275,000.000 | $1,381,597.65 | 0.81% |
| US TREASURY N/B | 912828MH0 | 1,300,000.000 | $1,366,523.60 | 0.80% |
| CATERPILLAR FIN SERV CRP | 14912L4C2 | 1,250,000.000 | $1,347,422.50 | 0.79% |
| FANNIE MAE | 3135G0HG1 | 1,350,000.000 | $1,345,574.70 | 0.79% |
| CHEVRON CORP | 166751AH0 | 1,250,000.000 | $1,328,312.50 | 0.78% |
| CARMAX AUTO OWNER TRUST | 14312AAC5 | 1,300,000.000 | $1,308,202.87 | 0.77% |
| SUNTRUST BANKS INC | 867914BB8 | 1,250,000.000 | $1,276,643.75 | 0.75% |
| JPMORGAN CHASE + CO | 46623EJE0 | 1,250,000.000 | $1,272,556.25 | 0.75% |
| KROGER CO/THE | 501044CD1 | 1,250,000.000 | $1,257,852.50 | 0.74% |
| TOTAL CAPITAL CANADA LTD | 89153UAB7 | 1,225,000.000 | $1,246,820.93 | 0.73% |
| CITIGROUP INC | 172967EQ0 | 1,200,000.000 | $1,241,642.40 | 0.73% |
| FREDDIE MAC | 31395WDL8 | 1,171,107.520 | $1,198,296.19 | 0.70% |
| FANNIE MAE | 31397UDG1 | 1,110,817.680 | $1,152,407.80 | 0.68% |
| FREDDIE MAC | 31397PZQ6 | 1,074,661.790 | $1,137,895.21 | 0.67% |
| ALLY AUTO RECEIVABLES TRUST | 02005PAC9 | 1,110,430.110 | $1,113,364.09 | 0.65% |
| AUTOZONE INC | 053332AK8 | 1,000,000.000 | $1,108,985.00 | 0.65% |
| FED HM LN PC POOL 1L0147 | 3128Q2EU3 | 1,044,275.640 | $1,097,033.07 | 0.64% |
| FORD CREDIT AUTO OWNER TRUST | 34529MAE2 | 1,050,000.000 | $1,090,126.38 | 0.64% |
| FED HM LN PC POOL 1Q0339 | 3128S4LU9 | 1,013,140.440 | $1,083,433.29 | 0.64% |
| FIFTH THIRD INSTL MMKT INST | 31678R700 | 1,079,856.990 | $1,079,856.99 | 0.63% |
| FNMA POOL MA0464 | 31417YQS9 | 1,014,261.410 | $1,067,457.31 | 0.63% |
| RPM INTERNATIONAL INC. | 749685AM5 | 1,000,000.000 | $1,066,226.00 | 0.63% |
| GENERAL ELEC CAP CORP | 36962G5M2 | 1,000,000.000 | $1,017,341.00 | 0.60% |
| PSEG POWER LLC | 69362BAV4 | 1,000,000.000 | $1,016,751.00 | 0.60% |
| COMCAST CORP | 20030NAE1 | 940,000.000 | $1,008,247.76 | 0.59% |
| ANHEUSER BUSCH INBEV WOR | 03523TBC1 | 1,000,000.000 | $1,006,068.00 | 0.59% |
| FREDDIE MAC | 3137EADD8 | 1,000,000.000 | $999,656.00 | 0.59% |
| GOVERNMENT NATIONAL MORTGAGE A | 38374N7X9 | 935,690.560 | $952,423.51 | 0.56% |
| FINAL MATURITY AMORTIZING NOTE | 3136F6YL7 | 914,918.510 | $935,846.36 | 0.55% |
| PRUDENTIAL FINANCIAL INC | 74432QBL8 | 880,000.000 | $930,230.40 | 0.55% |
| GE CAPITAL COMMERCIAL MORTGAGE | 36158YHA0 | 918,042.040 | $928,750.08 | 0.54% |
| PROVIDENT FUNDING MORTGAGE LOA | 743873BL4 | 959,914.890 | $914,919.84 | 0.54% |
| BANK OF AMERICA AUTO TRUST | 06052YAD1 | 900,000.000 | $899,726.04 | 0.53% |
| BEAR STEARNS ADJUSTABLE RATE M | 07384MH54 | 975,939.800 | $863,805.29 | 0.51% |
| CITIBANK CREDIT CARD ISSUANCE | 17305EBY0 | 800,000.000 | $853,367.04 | 0.50% |
| ACS PASS THROUGH TRUST | 00505HAA0 | 927,877.130 | $802,613.72 | 0.47% |
| HOMEBANC MORTGAGE TRUST | 43739ECL9 | 1,228,698.320 | $794,783.51 | 0.47% |
| FNMA POOL 791978 | 31405K2K6 | 737,274.020 | $784,317.17 | 0.46% |
| FNMA POOL AB1827 | 31416XA59 | 727,947.730 | $766,127.07 | 0.45% |
| FORD CREDIT AUTO OWNER TRUST | 34529RAD3 | 744,000.000 | $752,594.84 | 0.44% |
| FED HM LN PC POOL 1B1580 | 3128JLUE7 | 690,442.640 | $735,668.75 | 0.43% |
| TEXAS ST | 882722ZR5 | 625,000.000 | $679,900.00 | 0.40% |
| JOHN DEERE CAPITAL CORP | 24422ERQ4 | 660,000.000 | $661,095.60 | 0.39% |
| BEAR STEARNS ASSET BACKED SECU | 07384YPJ9 | 637,512.890 | $660,477.38 | 0.39% |
| ALLY AUTO RECEIVABLES TRUST | 02005RAD3 | 630,000.000 | $649,536.55 | 0.38% |
| WELLS FARGO MORTGAGE BACKED SE | 94983QAA4 | 647,545.300 | $642,608.41 | 0.38% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MMF4 | 619,753.860 | $630,988.14 | 0.37% |
| KIOWA POWER PARTNERS LLC | 49725VAA0 | 605,893.910 | $610,886.48 | 0.36% |
| FNMA POOL 820364 | 31406UMM7 | 576,204.680 | $601,024.14 | 0.35% |
| BANK OF AMERICA CORP | 06051GEF2 | 600,000.000 | $589,341.00 | 0.35% |
| FNMA POOL 555380 | 31385W6R5 | 502,407.730 | $535,800.98 | 0.31% |
| FRANKLIN RESOURCES INC | 354613AE1 | 500,000.000 | $505,959.50 | 0.30% |
| GREENWICH CAPITAL COMMERCIAL F | 396789JR1 | 492,429.030 | $492,262.59 | 0.29% |
| MERCEDES BENZ AUTO RECEIVABLES | 58942BAC8 | 452,155.670 | $454,271.49 | 0.27% |
| HOMEBANC MORTGAGE TRUST | 43739EAK3 | 760,193.490 | $450,572.76 | 0.26% |
| JP MORGAN MORTGAGE TRUST | 46628LAG3 | 503,136.110 | $447,115.93 | 0.26% |
| CHRYSLER FINANCIAL AUTO SECURI | 171203AC6 | 349,594.230 | $351,180.37 | 0.21% |
| J.P. MORGAN ALTERNATIVE LOAN T | 46628VAC0 | 317,004.940 | $316,659.72 | 0.19% |
| JP MORGAN MORTGAGE TRUST | 466247NU3 | 295,079.350 | $295,599.87 | 0.17% |
| SVO VOI MORTGAGE CORP | 78487TAA2 | 278,861.260 | $283,578.17 | 0.17% |
| J.P. MORGAN ALTERNATIVE LOAN T | 46628CAC2 | 192,159.950 | $192,140.54 | 0.11% |
| CHASE MORTGAGE FINANCE CORPORA | 16162WPE3 | 186,029.440 | $176,251.36 | 0.10% |
| FORD CREDIT AUTO OWNER TRUST | 34529GAF2 | 150,581.310 | $151,078.48 | 0.09% |
| JP MORGAN MORTGAGE TRUST | 466247LR2 | 89,035.590 | $88,960.98 | 0.05% |
| HONDA AUTO RECEIVABLES OWNER T | 43812WAC1 | 79,156.190 | $79,297.21 | 0.05% |
| BANC OF AMERICA COMMERCIAL MOR | 05947UHM3 | 71,786.230 | $71,758.88 | 0.04% |
| MERRILL LYNCH MORTGAGE INVESTO | 589929D88 | 53,165.060 | $53,996.93 | 0.03% |
| RAAC SERIES | 76112BSP6 | 33,837.340 | $33,778.70 | 0.02% |
| US DOLLAR | USD | 24,703.550 | $24,703.55 | 0.01% |
| PRUDENTIAL FINANCIAL INC | 74432QBK0 | 0.000 | $0.00 | 0.00% |
| 2YR US TREASURY NOTE FUTURES | 99Z534739 | 9,999,999.999 | $0.00 | 0.00% |
