Hrmnth pdf

Portfolio Holdings Listing
Fidelity Balanced Fund
as of May 31, 2012
The portfolio holdings listing (listing) provides information on a fund’s investments as of
the date indicated. Top 10 holdings information (top 10 holdings) is also provided for
certain equity and high income funds. The listing and top 10 holdings are not part of a
fund’s annual/semiannual report or Form N-Q and have not been audited.
The information provided in this listing and top 10 holdings may differ from a fund’s
holdings disclosed in its annual/semiannual report and Form N-Q as follows, where
applicable:
With certain exceptions, the listing and top 10 holdings provide information on
the direct holdings of a fund as well as a fund’s pro rata share of any securities
and other investments held indirectly through investment in underlying non-
money market Fidelity Central Funds. A fund’s pro rata share of the underlying
holdings of any investment in high income and floating rate central funds is
provided at a fund’s fiscal quarter end. For certain funds, direct holdings in high
income or convertible securities are presented at a fund’s fiscal quarter end and
are presented collectively for other periods.
For the annual/semiannual report, a fund’s investments include trades executed
through the end of the last business day of the period. This listing and the top 10
holdings include trades executed through the end of the prior business day.
The listing includes any investment in derivative instruments, and excludes the
value of any cash collateral held for securities on loan and a fund’s net other
assets. Therefore, the holdings as a percent of fund net assets may not total to
100%.
The presentation of investment holdings by category is similar to that used in
other marketing materials.
The top 10 holdings is presented to illustrate examples of the securities that the fund has
bought and the diversity of the areas in which the fund may invest, may not be representative
of the fund’s current or future investments, and may change at any time. The top 10
holdings do not include cash, cash equivalents, money market instruments, options,
interest rate swaps, fixed income total return swaps and/or futures contracts. Depositary
receipts, credit default swaps and equity total return swaps are normally combined with
the underlying security.
The most recent annual/semiannual report can be viewed at www.fidelity.com or
www.advisor.fidelity.com. Forms N-Q are available on the SEC’s web site at www.sec.gov.
Before investing, consider the fund’s investment objectives, risks, charges and expenses.
Contact Fidelity for a prospectus containing this information. Read it carefully.
DUMMY

TOP TEN HOLDINGS
% of Net
Security Name Market Value Assets
Apple, Inc. $894,781,291 4.5%
U.S. Treasury Notes 0.875% 4/30/17 $595,781,619 3.0%
Microsoft Corp. $358,379,349 1.8%
QUALCOMM, Inc. $298,579,656 1.5%
Procter & Gamble Co. $275,169,127 1.4%
The Coca-Cola Co. $263,430,947 1.3%
Fannie Mae 4% 30 Year $229,478,901 1.2%
Wells Fargo & Co. $224,449,259 1.1%
Top Ten Holdings Total: $3,815,899,472 19.2%
Fidelity Distributors Corporation
82 Devonshire Street
Not Part of Annual or Semiannual Report Boston, MA 02109
2

FULL HOLDINGS LISTING
% of Net
Domestic Equities
Apple, Inc. $894,781,291 4.507%
Microsoft Corp. $358,379,349 1.805%
QUALCOMM, Inc. $298,579,656 1.504%
Procter & Gamble Co. $275,169,127 1.386%
The Coca-Cola Co. $263,430,947 1.327%
Wells Fargo & Co. $224,449,259 1.131%
Comcast Corp. Class A $198,400,021 0.999%
U.S. Bancorp $193,150,262 0.973%
Pfizer, Inc. $191,953,099 0.967%
Capital One Financial Corp. $181,363,172 0.914%
Exxon Mobil Corp. $171,742,938 0.865%
CVS Caremark Corp. $144,660,512 0.729%
Amgen, Inc. $136,381,208 0.687%
Citigroup, Inc. $130,593,323 0.658%
The Walt Disney Co. $125,430,571 0.632%
Analog Devices, Inc. $122,981,191 0.620%
UnitedHealth Group, Inc. $122,317,831 0.616%
McDonald’s Corp. $118,283,748 0.596%
MetLife, Inc. $114,775,028 0.578%
Citrix Systems, Inc. $109,141,326 0.550%
United Technologies Corp. $105,304,307 0.530%
Lowe’s Companies, Inc. $104,787,664 0.528%
American Tower Corp. $103,194,560 0.520%
Union Pacific Corp. $101,518,820 0.511%
TJX Companies, Inc. $99,941,244 0.503%
Starbucks Corp. $97,616,211 0.492%
Verizon Communications, Inc. $96,711,732 0.487%
CenturyLink, Inc. $95,060,220 0.479%
Danaher Corp. $88,555,529 0.446%
Yum! Brands, Inc. $86,632,439 0.436%
Dollar General Corp. $86,253,323 0.434%
Honeywell International, Inc. $84,126,695 0.424%
NextEra Energy, Inc. $82,442,026 0.415%
Occidental Petroleum Corp. $81,057,697 0.408%
Google, Inc. Class A $80,510,681 0.406%
JPMorgan Chase & Co. $78,221,569 0.394%
Caterpillar, Inc. $77,860,271 0.392%
Biogen Idec, Inc. $76,254,446 0.384%
Merck & Co., Inc. $75,917,237 0.382%
The Boeing Co. $74,192,983 0.374%
Edison International $73,559,371 0.371%
VeriSign, Inc. $73,508,797 0.370%
Gilead Sciences, Inc. $71,418,360 0.360%
DIRECTV $71,135,558 0.358%
E.I. du Pont de Nemours & Co. $70,817,496 0.357%
Precision Castparts Corp. $70,606,507 0.356%
Duke Energy Corp. $70,118,222 0.353%
Cummins, Inc. $67,425,623 0.340%
FirstEnergy Corp. $67,327,815 0.339%
Anadarko Petroleum Corp. $66,512,997 0.335%
3

% of Net
Apache Corp. $65,662,918 0.331%
SanDisk Corp. $65,022,511 0.328%
National Oilwell Varco, Inc. $64,483,704 0.325%
Ariba, Inc. $61,324,103 0.309%
Illinois Tool Works, Inc. $60,005,989 0.302%
McKesson Corp. $59,916,847 0.302%
Priceline.com, Inc. $58,715,997 0.296%
Sempra Energy $54,884,367 0.276%
BlackRock, Inc. Class A $54,204,063 0.273%
Marathon Oil Corp. $52,970,941 0.267%
SLM Corp. $51,713,224 0.261%
Marathon Petroleum Corp. $50,750,057 0.256%
Textron, Inc. $49,508,584 0.249%
Bank of America Corp. $49,212,932 0.248%
General Electric Co. $48,881,319 0.246%
Williams Companies, Inc. $47,684,807 0.240%
Allergan, Inc. $47,596,045 0.240%
CME E-mini S&P 500 Index Contracts $47,262,120 0.238%
Henry Schein, Inc. $47,135,799 0.237%
Air Products & Chemicals, Inc. $46,235,080 0.233%
Edwards Lifesciences Corp. $45,483,514 0.229%
Owens Corning $45,346,857 0.228%
Under Armour, Inc. Class A (sub. vtg.) $44,884,180 0.226%
Sherwin-Williams Co. $43,530,390 0.219%
HollyFrontier Corp. $42,915,982 0.216%
Ecolab, Inc. $41,818,345 0.211%
Micron Technology, Inc. $41,726,771 0.210%
CIGNA Corp. $41,576,140 0.209%
Constellation Brands, Inc. Class A (sub. vtg.) $41,512,639 0.209%
CSX Corp. $40,153,170 0.202%
Cameron International Corp. $39,452,904 0.199%
Schlumberger Ltd. $39,336,693 0.198%
Regal-Beloit Corp. $38,184,008 0.192%
State Street Corp. $37,240,282 0.188%
Ocwen Financial Corp. $36,332,716 0.183%
Weight Watchers International, Inc. $36,295,840 0.183%
Halliburton Co. $35,961,860 0.181%
The Macerich Co. $34,708,935 0.175%
Agilent Technologies, Inc. $33,433,783 0.168%
Fluor Corp. $33,093,905 0.167%
Maxim Integrated Products, Inc. $32,208,272 0.162%
The AES Corp. $31,986,694 0.161%
Roper Industries, Inc. $31,891,082 0.161%
Chevron Corp. $31,431,083 0.158%
Stericycle, Inc. $31,007,754 0.156%
Raytheon Co. $30,948,662 0.156%
Armstrong World Industries, Inc. $30,784,156 0.155%
C.R. Bard, Inc. $30,783,280 0.155%
Hess Corp. $30,477,516 0.154%
Juniper Networks, Inc. $30,385,881 0.153%
Validus Holdings Ltd. $30,377,880 0.153%
Limited Brands, Inc. $29,867,499 0.150%
Express Scripts Holding Co. $29,017,118 0.146%
4

% of Net
Torchmark Corp. $28,991,351 0.146%
The Cooper Companies, Inc. $28,626,187 0.144%
Molson Coors Brewing Co. Class B $28,171,892 0.142%
eBay, Inc. $27,348,742 0.138%
AutoZone, Inc. $27,329,666 0.138%
Noble Energy, Inc. $26,982,014 0.136%
Baker Hughes, Inc. $26,623,323 0.134%
International Rectifier Corp. $26,532,391 0.134%
Ball Corp. $26,238,666 0.132%
Comerica, Inc. $25,511,916 0.129%
Tyco International Ltd. $25,399,848 0.128%
Eastman Chemical Co. $25,375,340 0.128%
Berkshire Hathaway, Inc. Class A $24,720,800 0.125%
Colgate-Palmolive Co. $24,719,403 0.125%
PG&E Corp. $24,149,887 0.122%
Huntington Bancshares, Inc. $23,855,206 0.120%
Omnicare, Inc. $23,658,597 0.119%
Skyworks Solutions, Inc. $22,968,093 0.116%
Camden Property Trust (SBI) $22,606,257 0.114%
BioMarin Pharmaceutical, Inc. $22,524,017 0.113%
Prologis, Inc. $22,454,501 0.113%
Bunge Ltd. $22,453,218 0.113%
Rock-Tenn Co. Class A $21,606,150 0.109%
Invesco Ltd. $20,960,084 0.106%
Berkshire Hathaway, Inc. Class B $20,640,584 0.104%
Quidel Corp. $20,576,647 0.104%
SBA Communications Corp. Class A $20,057,583 0.101%
Parker Hannifin Corp. $20,053,356 0.101%
ADTRAN, Inc. $19,850,093 0.100%
Wal-Mart Stores, Inc. $18,350,616 0.092%
Hewlett-Packard Co. $17,631,387 0.089%
NiSource, Inc. $17,524,713 0.088%
Altria Group, Inc. $17,488,666 0.088%
Boston Scientific Corp. $17,143,319 0.086%
Domino’s Pizza, Inc. $17,049,332 0.086%
Alexion Pharmaceuticals, Inc. $16,478,034 0.083%
Sigma Aldrich Corp. $16,069,561 0.081%
CenterPoint Energy, Inc. $16,009,860 0.081%
Equity Lifestyle Properties, Inc. $15,275,503 0.077%
The Blackstone Group LP $15,255,884 0.077%
Catalyst Health Solutions, Inc. $14,628,908 0.074%
QEP Resources, Inc. $14,578,148 0.073%
The Mosaic Co. $14,027,408 0.071%
TD Ameritrade Holding Corp. $13,467,786 0.068%
Harman International Industries, Inc. $13,418,613 0.068%
Quanex Building Products Corp. $13,342,474 0.067%
Oceaneering International, Inc. $13,222,941 0.067%
Mako Surgical Corp. $13,114,707 0.066%
Nu Skin Enterprises, Inc. Class A $13,100,397 0.066%
ONYX Pharmaceuticals, Inc. $13,017,360 0.066%
Fairchild Semiconductor International, Inc. $13,002,682 0.066%
Oracle Corp. $12,866,352 0.065%
Midstates Petroleum Co., Inc. $12,039,721 0.061%
5

% of Net
RF Micro Devices, Inc. $11,941,713 0.060%
ON Semiconductor Corp. $11,939,593 0.060%
Sprint Nextel Corp. $11,766,429 0.059%
W.W. Grainger, Inc. $11,754,555 0.059%
Joy Global, Inc. $11,194,400 0.056%
Cobalt International Energy, Inc. $11,105,295 0.056%
Dunkin’ Brands Group, Inc. $11,100,746 0.056%
J.B. Hunt Transport Services, Inc. $10,943,194 0.055%
Walgreen Co. $10,923,871 0.055%
NBH Holdings Corp. Class A $10,377,000 0.052%
PMC-Sierra, Inc. $9,899,718 0.050%
FirstMerit Corp. $9,884,998 0.050%
ONEOK, Inc. $9,861,536 0.050%
Acme Packet, Inc. $9,763,811 0.049%
Dice Holdings, Inc. $9,487,366 0.048%
Legend Pictures LLC $9,163,513 0.046%
Advanced Micro Devices, Inc. $9,158,754 0.046%
Exelon Corp. $8,976,303 0.045%
Sun Communities, Inc. $8,951,883 0.045%
Broadcom Corp. Class A $8,831,550 0.044%
CIT Group, Inc. $8,824,234 0.044%
Optimer Pharmaceuticals, Inc. $8,487,474 0.043%
Synovus Financial Corp. $8,406,903 0.042%
Halcon Resources Corp. $7,706,790 0.039%
NVIDIA Corp. $7,568,043 0.038%
Marvell Technology Group Ltd. $7,442,870 0.037%
Coca-Cola Bottling Co. CONSOLIDATED $7,155,601 0.036%
Vantage Drilling Co. $7,015,652 0.035%
Riverbed Technology, Inc. $6,987,007 0.035%
Spectrum Brands Holdings, Inc. $6,927,681 0.035%
Philip Morris International, Inc. $6,840,408 0.034%
Alpha Natural Resources, Inc. $6,839,594 0.034%
Evercore Partners, Inc. Class A $6,800,192 0.034%
Eli Lilly & Co. $6,326,775 0.032%
E*TRADE Financial Corp. $5,342,765 0.027%
Safeway, Inc. $5,289,557 0.027%
Forum Energy Technologies, Inc. $4,695,528 0.024%
Amkor Technology, Inc. $4,448,234 0.022%
Green Mountain Coffee Roasters, Inc. $3,985,474 0.020%
NRG Energy, Inc. $3,759,528 0.019%
Cheniere Energy, Inc. $3,678,480 0.019%
Polycom, Inc. $3,584,816 0.018%
Morgan Stanley $3,369,339 0.017%
Calumet Specialty Products Partners LP $3,278,027 0.017%
EV Energy Partners LP $2,533,232 0.013%
Wright Medical Group, Inc. $2,154,854 0.011%
AVEO Pharmaceuticals, Inc. $983,316 0.005%
Kroger Co. $970,641 0.005%
Icahn Enterprises LP rights $3 0.000%
Domestic Equities Total: $10,549,400,884 53.1%
Developed Markets
6

% of Net
British American Tobacco PLC sponsored ADR $196,439,134 0.990%
Royal Dutch Shell PLC Class B sponsored ADR $122,999,941 0.620%
Covidien PLC $76,934,879 0.388%
Accenture PLC Class A $60,918,620 0.307%
BP PLC sponsored ADR $53,360,887 0.269%
Check Point Software Technologies Ltd. $52,181,023 0.263%
Diageo PLC sponsored ADR $49,658,125 0.250%
Anheuser-Busch InBev SA NV $48,097,086 0.242%
ACE Ltd. $45,266,718 0.228%
Valeant Pharmaceuticals International, Inc.
(Canada) $44,983,706 0.227%
GlaxoSmithKline PLC sponsored ADR $44,489,346 0.224%
Avago Technologies Ltd. $44,256,521 0.223%
Noble Corp. $41,379,841 0.208%
Suncor Energy, Inc. $41,117,542 0.207%
Fairfax Financial Holdings Ltd. (sub. vtg.) $40,508,883 0.204%
Ensco PLC Class A $36,679,748 0.185%
Unilever NV (NY Reg.) $33,998,348 0.171%
Pernod Ricard SA $33,906,286 0.171%
L’Oreal SA $31,514,413 0.159%
Fanuc Corp. $30,365,301 0.153%
NXP Semiconductors NV $28,015,419 0.141%
Goldcorp, Inc. $27,872,011 0.140%
Remy Cointreau SA $27,709,089 0.140%
First Quantum Minerals Ltd. $26,177,474 0.132%
InterOil Corp. $25,975,010 0.131%
Shire PLC sponsored ADR $24,281,971 0.122%
Jazz Pharmaceuticals PLC $22,795,862 0.115%
Foster Wheeler AG $22,278,989 0.112%
UBS AG $21,993,887 0.111%
Nestle SA $19,533,595 0.098%
MTU Aero Engines Holdings AG $17,891,766 0.090%
Sanofi SA sponsored ADR $17,818,210 0.090%
LyondellBasell Industries NV Class A $17,161,785 0.086%
Canadian Pacific $15,144,550 0.076%
Ivanhoe Mines Ltd. $13,422,593 0.068%
Fiat Industrial SpA $13,215,882 0.067%
Vodafone Group PLC sponsored ADR $11,219,277 0.057%
Amlin PLC $10,456,327 0.053%
ASML Holding NV $9,805,585 0.049%
SXC Health Solutions Corp. $8,291,312 0.042%
Randstad Holding NV $7,450,037 0.038%
Rockhopper Exploration PLC $6,243,830 0.031%
Transocean Ltd. (United States) $5,690,845 0.029%
Kodiak Oil & Gas Corp. $5,659,969 0.029%
Japan Retail Fund Investment Corp. $5,510,914 0.028%
ICAP PLC $4,861,190 0.024%
Betfair Group PLC $3,678,837 0.019%
Discovery Offshore S.A. $1,749,227 0.009%
Fiat Industrial SpA rights 6/20/12 $48 0.000%
Fiat Industrial SpA rights 6/20/12 $24 0.000%
ASAT Holdings Ltd. $0 0.000%
ASAT Holdings Ltd. 13.00% $0 0.000%
7

% of Net
Developed Markets Total: $1,550,961,863 7.8%
Emerging Markets
Arcos Dorados Holdings, Inc. $44,048,660 0.222%
Ocean Rig UDW, Inc. (United States) $13,577,411 0.068%
Mail.ru Group Ltd. GDR $12,273,011 0.062%
Hon Hai Precision Industry Co. Ltd. (Foxconn) $9,959,159 0.050%
Coca-Cola FEMSA SAB de CV sponsored ADR $7,169,868 0.036%
Embotelladora Andina SA sponsored ADR $6,917,989 0.035%
Companhia de Bebidas das Americas (AmBev) (PN)
sponsored ADR $6,539,634 0.033%
Souza Cruz SA $6,395,072 0.032%
Mail.ru Group Ltd. GDR (Reg. S) $6,149,856 0.031%
Coca-Cola Icecek A/S $5,772,395 0.029%
African Bank Investments Ltd. $5,511,296 0.028%
PT Lippo Karawaci Tbk $5,485,394 0.028%
Orion Corp. $5,077,827 0.026%
Drogasil SA $5,023,021 0.025%
Emerging Markets Total: $139,900,592 0.7%
Bonds
Fidelity High Income Central Fund 2 $577,185,122 2.908%
High Yield Debt Securities Directly Held $261,638,579 1.318%
Fannie Mae 4% 30 Year $229,478,901 1.156%
Freddie Mac 4.5% 30 Year $184,897,184 0.931%
Ginnie Mae 4.5% 30 Year $169,441,431 0.854%
U.S. Treasury Bonds 4.375% 5/15/41 $168,575,865 0.849%
Fannie Mae 4.5% 30 Year $163,035,103 0.821%
Fannie Mae 5.5% 30 Year $160,215,747 0.807%
Fannie Mae 6% 30 Year $134,694,075 0.679%
Fannie Mae 5% 30 Year $133,046,274 0.670%
Ginnie Mae 5% 30 Year $97,815,751 0.493%
Fannie Mae 3% 15 Year $95,797,551 0.483%
Freddie Mac 5.5% 30 Year $85,660,250 0.432%
Freddie Mac 4% 30 Year $79,174,370 0.399%
Freddie Mac 5% 30 Year $69,579,855 0.351%
U.S. Treasury Inflation-Indexed Bonds 2.125%
2/15/41 $65,442,088 0.330%
U.S. Treasury Inflation-Indexed Bonds 0.75%
2/15/42 $55,942,535 0.282%
Fannie Mae 3.5% 30 Year $54,738,534 0.276%
Ginnie Mae 3.5% 30 Year $46,902,017 0.236%
U.S. Treasury Bonds 3% 5/15/42 $46,329,653 0.233%
Tennessee Valley Authority 3.875% 2/15/21 $45,940,163 0.231%
U.S. Treasury Notes 1% 9/30/16 $41,065,145 0.207%
8

% of Net
Freddie Mac 4% 15 Year $32,416,734 0.163%
Ginnie Mae 4% 30 Year $29,438,837 0.148%
Ginnie Mae 4% 15 Year $29,257,407 0.147%
Freddie Mac 3.5% 30 Year $28,713,126 0.145%
Fannie Mae 4% 15 Year $27,095,326 0.136%
Citigroup, Inc. 6.5% 8/19/13 $26,153,592 0.132%
Altria Group, Inc. 9.7% 11/10/18 $25,670,841 0.129%
Ginnie Mae 6% 30 Year $25,394,141 0.128%
Volkswagen International Finance NV 2.375% 3/22/17 $22,883,021 0.115%
Daimler Finance North America LLC 1.65% 4/10/15 $20,631,274 0.104%
Capital One Financial Corp. 2.15% 3/23/15 $20,406,952 0.103%
JPMorgan Chase Commercial Mortgage Securities
Trust sequential payer Series 2007-LDPX Class A3,
5.42% 1/15/49 $20,303,413 0.102%
Greenwich Capital Commercial Funding Corp.
sequential payer Series 2007-GG9 Class A4, 5.444% 3/10/39 $19,074,594 0.096%
Ally Auto Receivables Trust Series 2012-2 Class
A3, 0.74% 4/15/16 $18,883,841 0.095%
Anadarko Petroleum Corp. 6.375% 9/15/17 $18,476,170 0.093%
Wachovia Bank Commercial Mortgage Trust sequential
payer Series 2007-C30 Class A5, 5.342% 12/15/43 $18,241,853 0.092%
General Electric Capital Corp. 5.625% 9/15/17 $18,001,890 0.091%
Amgen, Inc. 5.15% 11/15/41 $17,817,074 0.090%
Credit Suisse New York Branch 6% 2/15/18 $17,740,894 0.089%
Citigroup/Deutsche Bank Commercial Mortgage Trust
sequential payer Series 2007-CD4 Class A4, 5.322%
12/11/49 $17,645,350 0.089%
Citigroup, Inc. 4.75% 5/19/15 $17,338,739 0.087%
Ally Master Owner Trust Series 2012-2 Class A,
0.7413% 3/15/16 $17,050,303 0.086%
Ford Credit Auto Owner Trust Series 2012-B Class
A4, 1.43% 9/15/17 $16,411,586 0.083%
American International Group, Inc. 3.8% 3/22/17 $15,194,076 0.077%
ERP Operating LP 4.625% 12/15/21 $14,982,071 0.075%
Kraft Foods, Inc. 6.5% 8/11/17 $14,758,557 0.074%
Time Warner Cable, Inc. 5.5% 9/1/41 $14,577,732 0.073%
Dow Chemical Co. 7.6% 5/15/14 $14,355,230 0.072%
Health Care REIT, Inc. 4.125% 4/1/19 $13,942,380 0.070%
Norfolk Southern Corp. 3% 4/1/22 $13,903,710 0.070%
Bank of America Corp. 5.7% 1/24/22 $13,565,985 0.068%
Dominion Resources, Inc. 2.7697% 9/30/66 $13,503,660 0.068%
Fannie Mae 5.5% 15 Year $13,450,669 0.068%
Citibank Credit Card Issuance Trust Series 2009-A5
Class A5, 2.25% 12/23/14 $13,447,803 0.068%
Freddie Mac 6.5% 30 Year $13,400,845 0.068%
Burlington Northern Santa Fe LLC 3.05% 3/15/22 $13,220,048 0.067%
9

% of Net
Aristotle Holding, Inc. 4.75% 11/15/21 $13,143,126 0.066%
JPMorgan Chase & Co. 4.5% 1/24/22 $12,482,713 0.063%
Petrobras International Finance Co. Ltd. 5.375%
1/27/21 $12,313,951 0.062%
Hartford Financial Services Group, Inc. 5.125%
4/15/22 $12,187,841 0.061%
TECO Finance, Inc. 5.15% 3/15/20 $12,099,873 0.061%
AT&T, Inc. 6.8% 5/15/36 $11,969,211 0.060%
JPMorgan Chase Capital XX 6.55% 9/29/36 $11,778,846 0.059%
Merrill Lynch-CFC Commercial Mortgage Trust
sequential payer Series 2007-6 Class A4, 5.485% 3/12/51 $11,712,921 0.059%
Wells Fargo & Co. 3.5% 3/8/22 $11,554,693 0.058%
Comcast Corp. 6.4% 3/1/40 $11,412,944 0.057%
DIRECTV Holdings LLC/DIRECTV Financing, Inc.
5.875% 10/1/19 $11,114,144 0.056%
Tanger Properties LP 6.125% 6/1/20 $11,097,662 0.056%
California Gen. Oblig. 7.5% 4/1/34 $11,051,210 0.056%
KeyBank NA 5.8% 7/1/14 $10,937,967 0.055%
Marshall & Ilsley Bank 5% 1/17/17 $10,919,875 0.055%
News America, Inc. 6.15% 2/15/41 $10,600,145 0.053%
News America Holdings, Inc. 7.75% 12/1/45 $10,584,108 0.053%
4/15/42 $10,390,464 0.052%
Simon Property Group LP 2.15% 9/15/17 $10,257,228 0.052%
Xerox Corp. 1.8737% 9/13/13 $10,181,336 0.051%
Hyundai Automobile Receivables Trust Series 2012-A
Class A4, 1.27% 12/15/16 $9,836,661 0.050%
Petroleos Mexicanos 6.5% 6/2/41 $9,767,400 0.049%
America Movil SAB de CV 2.375% 9/8/16 $9,765,460 0.049%
Bank of America NA 5.3% 3/15/17 $9,714,446 0.049%
GE Capital Commercial Mortgage Corp. sequential
Wachovia Bank NA 6% 11/15/17 $9,693,155 0.049%
Reynolds American, Inc. 7.25% 6/15/37 $9,543,480 0.048%
Liberty Property LP 4.75% 10/1/20 $9,398,560 0.047%
Fortune Brands, Inc. 5.875% 1/15/36 $9,359,451 0.047%
Ford Credit Automobile Lease Trust Series 2012-A
Class A4, 1.03% 4/15/15 $9,284,288 0.047%
Corporacion Nacional del Cobre de Chile (Codelco)
3.875% 11/3/21 $9,230,541 0.046%
BioMed Realty LP 3.85% 4/15/16 $9,121,773 0.046%
BB&T Corp. 3.95% 3/22/22 $9,119,248 0.046%
HSBC USA, Inc. 2.375% 2/13/15 $9,019,357 0.045%
3/15/19 $8,928,337 0.045%
Liberty Mutual Group, Inc. 5% 6/1/21 $8,792,702 0.044%
Symetra Financial Corp. 6.125% 4/1/16 $8,783,168 0.044%
Enbridge Energy Partners LP 4.2% 9/15/21 $8,680,319 0.044%
10

% of Net
Cleveland Electric Illuminating Co. 5.65% 12/15/13 $8,672,681 0.044%
NBCUniversal Media LLC 3.65% 4/30/15 $8,577,629 0.043%
1/20/20 $8,289,008 0.042%
United Technologies Corp. 3.1% 6/1/22 $8,055,715 0.041%
Wachovia Bank Commercial Mortgage Trust Series
2006-C23 Class A5, 5.416% 1/15/45 $8,036,497 0.040%
Morgan Stanley 5.5% 7/28/21 $7,948,096 0.040%
NiSource Finance Corp. 5.4% 7/15/14 $7,924,639 0.040%
Duke Energy Field Services 6.45% 11/3/36 $7,814,709 0.039%
2007-C31A Class A2, 5.421% 4/15/47 $7,786,389 0.039%
American International Group, Inc. 4.875% 9/15/16 $7,695,371 0.039%
DCP Midstream LLC 5.35% 3/15/20 $7,643,704 0.039%
FirstEnergy Solutions Corp. 6.05% 8/15/21 $7,581,316 0.038%
1/27/16 $7,565,396 0.038%
Express Scripts, Inc. 3.125% 5/15/16 $7,547,532 0.038%
DCP Midstream LLC 4.75% 9/30/21 $7,518,522 0.038%
Pacific LifeCorp 6% 2/10/20 $7,374,370 0.037%
FHMLC Multi-class participation certificates
guaranteed floater Series 3835 Class FC, 0.5888%
5/15/38 $7,333,161 0.037%
United Technologies Corp. 4.5% 6/1/42 $7,327,909 0.037%
Sempra Energy 2.3% 4/1/17 $7,311,861 0.037%
Ginnie Mae 5.5% 30 Year $7,257,566 0.037%
Ginnie Mae guaranteed REMIC pass-thru certificates
floater Series 2011-H03 Class FA, 0.7398% 1/20/61 $7,130,239 0.036%
Fannie Mae 5% 15 Year $7,122,551 0.036%
Ford Credit Floorplan Master Owner Trust Series
2010-5 Class A1, 1.5% 9/15/15 $7,070,572 0.036%
TransCapitalInvest Ltd. 5.67% 3/5/14 $6,991,679 0.035%
Vale Overseas Ltd. 4.375% 1/11/22 $6,865,386 0.035%
Transocean, Inc. 6.375% 12/15/21 $6,860,589 0.035%
Dow Chemical Co. 4.125% 11/15/21 $6,831,793 0.034%
BP Capital Markets PLC 4.742% 3/11/21 $6,829,956 0.034%
Granite Master Issuer PLC floater Series 2006-1A
Class A5, 0.3798% 12/20/54 $6,777,193 0.034%
Morgan Stanley 7.3% 5/13/19 $6,771,390 0.034%
Bear Stearns Commercial Mortgage Securities Trust
sequential payer Series 2007-PW16 Class AAB,
5.9046% 6/11/40 $6,728,495 0.034%
Ras Laffan Liquefied Natural Gas Co. Ltd. III
6.332% 9/30/27 $6,720,557 0.034%
SABMiller Holdings, Inc. 3.75% 1/15/22 $6,687,737 0.034%
Phillips 66 4.3% 4/1/22 $6,676,058 0.034%
sequential payer Series 2007-PW18 Class A4, 5.7%
11

% of Net
6/11/50 $6,654,658 0.034%
Wachovia Corp. 5.625% 10/15/16 $6,538,665 0.033%
Nevada Power Co. 6.5% 5/15/18 $6,513,789 0.033%
AOL Time Warner, Inc. 7.625% 4/15/31 $6,494,270 0.033%
Ally Master Owner Trust Series 2011-1 Class A2,
2.15% 1/15/16 $6,472,785 0.033%
Ginnie Mae 5.251% 30 Year $6,424,544 0.032%
HSBC Holdings PLC 4% 3/30/22 $6,321,652 0.032%
Illinois Gen. Oblig. Series 2010, 4.421% 1/1/15 $6,305,671 0.032%
Ras Laffan Liquefied Natural Gas Co. Ltd. III 5.5%
9/30/14 $6,239,422 0.031%
Marsh & McLennan Companies, Inc. 4.8% 7/15/21 $6,232,532 0.031%
BlackRock, Inc. 3.375% 6/1/22 $6,222,039 0.031%
AmerenUE 6.4% 6/15/17 $6,208,971 0.031%
Northwestern Mutual Life Insurance Co. 6.063%
3/30/40 $6,175,270 0.031%
ERP Operating LP 4.75% 7/15/20 $6,164,737 0.031%
Reynolds American, Inc. 6.75% 6/15/17 $6,111,953 0.031%
MetLife, Inc. 6.75% 6/1/16 $6,070,708 0.031%
Discovery Communications LLC 3.7% 6/1/15 $6,060,153 0.031%
Tyco Electronics Group SA 5.95% 1/15/14 $6,039,944 0.030%
Prudential Financial, Inc. 4.5% 11/16/21 $6,038,685 0.030%
Dominion Resources, Inc. 7.5% 6/30/66 $5,929,840 0.030%
BAE Systems Holdings, Inc. 6.375% 6/1/19 $5,894,550 0.030%
Phillips 66 5.875% 5/1/42 $5,870,722 0.030%
Verizon Communications, Inc. 6.25% 4/1/37 $5,860,844 0.030%
Ally Master Owner Trust Series 2011-3 Class A2,
1.81% 5/15/16 $5,844,817 0.029%
Marshall & Ilsley Bank 4.85% 6/16/15 $5,823,064 0.029%
Time Warner, Inc. 5.875% 11/15/16 $5,801,704 0.029%
Freddie Mac 6% 30 Year $5,787,403 0.029%
Fifth Third Bancorp 8.25% 3/1/38 $5,762,416 0.029%
Goldman Sachs Group, Inc. 5.95% 1/18/18 $5,627,780 0.028%
Trust sequential payer Series 2006-LDP9 Class A3,
5.336% 5/15/47 $5,625,556 0.028%
FBG Finance Ltd. 5.125% 6/15/15 $5,543,340 0.028%
Motiva Enterprises LLC 6.85% 1/15/40 $5,501,520 0.028%
Merrill Lynch Mortgage Trust Series 2007-C1 Class
A4, 6.0324% 6/12/50 $5,496,752 0.028%
Merrill Lynch & Co., Inc. 6.4% 8/28/17 $5,456,705 0.027%
Pepco Holdings, Inc. 2.7% 10/1/15 $5,451,044 0.027%
Medco Health Solutions, Inc. 4.125% 9/15/20 $5,423,826 0.027%
Encana Holdings Finance Corp. 5.8% 5/1/14 $5,361,117 0.027%
LG&E and KU Energy LLC 2.125% 11/15/15 $5,272,478 0.027%
12

% of Net
Aon Corp. 3.5% 9/30/15 $5,213,230 0.026%
Trust sequential payer Series 2007-CB19 Class A4,
5.9254% 2/12/49 $5,174,302 0.026%
Ginnie Mae 4.814% 30 Year $5,163,208 0.026%
Wisconsin Energy Corp. 6.25% 5/15/67 $5,093,993 0.026%
Credit Suisse First Boston Mortgage Securities
Corp. Series 2006-C1 Class A3, 5.5958% 2/15/39 $5,038,305 0.025%
Merrill Lynch-CFC Commercial Mortgage Trust Series
2006-3 Class ASB, 5.382% 7/12/46 $5,011,282 0.025%
Freddie Mac 5% 15 Year $5,009,678 0.025%
Citigroup Commercial Mortgage Trust Series 2007-C6
Class A4, 5.8852% 12/10/49 $4,996,490 0.025%
Metropolitan Life Global Funding I 5.125% 6/10/14 $4,978,780 0.025%
Aon Corp. 3.125% 5/27/16 $4,954,736 0.025%
Transocean, Inc. 5.05% 12/15/16 $4,939,335 0.025%
Marathon Petroleum Corp. 5.125% 3/1/21 $4,920,329 0.025%
Merrill Lynch & Co., Inc. 6.11% 1/29/37 $4,910,439 0.025%
Series 2006-PW13 Class A3, 5.518% 9/11/41 $4,843,802 0.024%
Fannie Mae floater Series 2011-104 Class FK,
0.6088% 3/25/39 $4,819,666 0.024%
Edison International 3.75% 9/15/17 $4,777,094 0.024%
Fannie Mae floater Series 2011-104 Class FN,
0.5888% 3/25/39 $4,774,799 0.024%
FirstEnergy Solutions Corp. 4.8% 2/15/15 $4,733,203 0.024%
Ginnie Mae 5.294% 30 Year $4,729,114 0.024%
Wells Fargo & Co. 3.625% 4/15/15 $4,711,008 0.024%
Granite Master Issuer PLC sequential payer Series
2006-3 Class B2, 0.4098% 12/20/54 $4,587,240 0.023%
LB-UBS Commercial Mortgage Trust sequential payer
Series 2007-C1 Class A4, 5.424% 2/15/40 $4,572,706 0.023%
Apache Corp. 3.25% 4/15/22 $4,520,048 0.023%
6.75% 9/30/19 $4,500,210 0.023%
Vale Overseas Ltd. 6.25% 1/23/17 $4,490,916 0.023%
Russian Federation 5.625% 4/4/42 $4,477,000 0.023%
Telefonica Emisiones SAU 5.462% 2/16/21 $4,463,343 0.022%
Time Warner, Inc. 6.2% 3/15/40 $4,462,210 0.022%
Medco Health Solutions, Inc. 2.75% 9/15/15 $4,454,435 0.022%
Digital Realty Trust LP 5.25% 3/15/21 $4,416,384 0.022%
MidAmerican Energy Holdings, Co. 6.5% 9/15/37 $4,396,576 0.022%
Pacific Life Insurance Co. 9.25% 6/15/39 $4,364,225 0.022%
Illinois Gen. Oblig. Series 2011, 5.877% 3/1/19 $4,362,793 0.022%
Goldman Sachs Group, Inc. 6.15% 4/1/18 $4,329,949 0.022%
Banc of America Commercial Mortgage, Inc. Series
13

% of Net
2005-3 Class A3B, 5.09% 7/10/43 $4,265,135 0.021%
Unum Group 5.625% 9/15/20 $4,235,251 0.021%
Ras Laffan Liquefied Natural Gas Co. Ltd. III 4.5%
9/30/12 $4,199,475 0.021%
Americredit Automobile Receivables Trust Series
2012-2 Class A3, 1.05% 10/11/16 $4,188,136 0.021%
Vodafone Group PLC 5% 12/16/13 $4,183,720 0.021%
Banc of America Commercial Mortgage Trust
COMM pass-thru certificates sequential payer
Series 2006-CN2A Class AJFX, 5.478% 2/5/19 $4,105,261 0.021%
Credit Suisse Commercial Mortgage Trust Series
2006-C4 Class AAB, 5.439% 9/15/39 $4,098,356 0.021%
Continental Airlines, Inc. 6.648% 3/15/19 $4,079,927 0.021%
Freddie Mac 5.5% 20 Year $4,076,361 0.021%
Huntington Bancshares, Inc. 7% 12/15/20 $4,074,916 0.021%
Granite Master Issuer PLC floater Series 2006-3
Class M2, 0.5198% 12/20/54 $4,067,700 0.020%
Ginnie Mae 4.751% 30 Year $4,063,678 0.020%
Weatherford International Ltd. 5.15% 3/15/13 $4,022,946 0.020%
planned amortization class Series 2011-79 Class
PO, 0% 6/20/40 $3,997,669 0.020%
Massachusetts Mutual Life Insurance Co. 5.375%
12/1/41 $3,991,638 0.020%
Class 1B1, 0.3798% 12/20/54 $3,906,000 0.020%
Nexen, Inc. 6.2% 7/30/19 $3,892,955 0.020%
Series 2006-C8 Class A3, 5.31% 12/10/46 $3,835,784 0.019%
Digital Realty Trust LP 4.5% 7/15/15 $3,833,770 0.019%
Class B1, 0.4198% 12/20/54 $3,827,040 0.019%
Duke Capital LLC 5.668% 8/15/14 $3,818,518 0.019%
GS Mortgage Securities Corp. II Series 2006-GG6
Class A2, 5.506% 4/10/38 $3,785,514 0.019%
Dow Chemical Co. 4.25% 11/15/20 $3,774,326 0.019%
Morgan Stanley Capital I Trust Series 2007-IQ14
Class AAB, 5.654% 4/15/49 $3,760,546 0.019%
floater Series 2011-H21 Class FA, 0.8398%
10/20/61 $3,744,796 0.019%
COX Communications, Inc. 4.625% 6/1/13 $3,742,447 0.019%
Equity One, Inc. 6.25% 12/15/14 $3,704,343 0.019%
Anglo American Capital PLC 9.375% 4/8/14 $3,670,469 0.018%
KeyBank NA 5.45% 3/3/16 $3,670,022 0.018%
14

% of Net
Freddie Mac planned amortization class Series 3806
Class UP, 4.5% 2/15/41 $3,667,022 0.018%
Comcast Corp. 4.95% 6/15/16 $3,631,854 0.018%
DIRECTV Holdings LLC/DIRECTV Financing, Inc. 5.15%
3/15/42 $3,611,827 0.018%
sequential payer Series 2007-PW15 Class AAB,
5.315% 2/11/44 $3,584,932 0.018%
Class YU, 3.5% 11/15/22 $3,572,525 0.018%
Plains All American Pipeline LP/PAA Finance Corp.
3.65% 6/1/22 $3,547,890 0.018%
CRH America, Inc. 6% 9/30/16 $3,461,876 0.017%
Trust Series 2005-LDP3 Class A3, 4.959% 8/15/42 $3,457,227 0.017%
Wells Fargo & Co. 3.676% 6/15/16 $3,431,720 0.017%
America Movil SAB de CV 3.625% 3/30/15 $3,429,212 0.017%
Credit Suisse Commercial Mortgage Trust sequential
Series 2007-C9 Class A4, 6.0063% 12/10/49 $3,343,492 0.017%
Nevada Power Co. 6.5% 8/1/18 $3,337,962 0.017%
Duke Realty LP 5.5% 3/1/16 $3,329,874 0.017%
Freddie Mac 3.5% 20 Year $3,317,185 0.017%
Trust sequential payer Series 2006-CB14 Class A3B,
5.674% 12/12/44 $3,309,256 0.017%
Ginnie Mae 5.513% 30 Year $3,293,013 0.017%
Duke Realty LP 8.25% 8/15/19 $3,292,143 0.017%
Trust sequential payer Series 2007-LD11 Class A2,
5.9877% 6/15/49 $3,284,908 0.017%
Time Warner, Inc. 6.5% 11/15/36 $3,282,199 0.017%
Russian Federation 4.5% 4/4/22 $3,281,736 0.017%
Camden Property Trust 5.375% 12/15/13 $3,268,641 0.016%
Verizon Communications, Inc. 6.1% 4/15/18 $3,250,678 0.016%
Banc of America Commercial Mortgage, Inc.
Post Apartment Homes LP 6.3% 6/1/13 $3,203,136 0.016%
Series 2007-C2 Class A3, 5.43% 2/15/40 $3,199,183 0.016%
Coventry Health Care, Inc. 6.3% 8/15/14 $3,192,559 0.016%
Fannie Mae 3.5% 15 Year $3,180,163 0.016%
A4, 5.69% 2/12/51 $3,179,069 0.016%
Mack-Cali Realty LP 7.75% 8/15/19 $3,155,370 0.016%
Weatherford International Ltd. 4.95% 10/15/13 $3,122,617 0.016%
15

% of Net
Freddie Mac 4.5% 15 Year $3,091,090 0.016%
MetLife, Inc. 4.75% 2/8/21 $3,077,516 0.016%
GS Mortgage Securities Corp. II floater Series
2007-EOP Class D, 2.2018% 3/6/20 $3,054,721 0.015%
Banc of America Commercial Mortgage Trust Series
2007-3 Class A4, 5.8366% 6/10/49 $3,052,314 0.015%
Prime Property Funding, Inc. 5.7% 4/15/17 $3,003,375 0.015%
11/20/61 $2,994,260 0.015%
BioMed Realty LP 6.125% 4/15/20 $2,992,622 0.015%
Citigroup, Inc. 6.125% 5/15/18 $2,960,854 0.015%
General Electric Capital Corp. 2.15% 1/9/15 $2,953,954 0.015%
Anheuser-Busch InBev Worldwide, Inc. 5.375%
11/15/14 $2,918,519 0.015%
Fannie Mae 6.5% 20 Year $2,879,714 0.015%
DIRECTV Holdings LLC/DIRECTV Financing, Inc. 6.35%
3/15/40 $2,868,388 0.014%
Sierra Pacific Power Co. 5.45% 9/1/13 $2,818,147 0.014%
Watson Pharmaceuticals, Inc. 5% 8/15/14 $2,815,865 0.014%
Wachovia Corp. 5.75% 6/15/17 $2,750,915 0.014%
JPMorgan Chase Bank 6% 10/1/17 $2,735,690 0.014%
Banc of America Large Loan, Inc. floater Series
2006-BIX1 Class F, 0.5488% 10/15/19 $2,725,058 0.014%
Nakilat, Inc. 6.067% 12/31/33 $2,701,650 0.014%
Greenwich Capital Commercial Funding Corp.
sequential payer Series 2007-GG11 Class A2, 5.597%
12/10/49 $2,699,631 0.014%
Class BG, 6% 3/15/29 $2,695,962 0.014%
BRE Properties, Inc. 5.5% 3/15/17 $2,687,725 0.014%
Southern Natural Gas Co. / Southern Natural
Issuing Corp. 4.4% 6/15/21 $2,663,140 0.013%
Petroleos Mexicanos 6% 3/5/20 $2,650,599 0.013%
Wachovia Bank NA 4.875% 2/1/15 $2,637,065 0.013%
Freddie Mac 5.5% 15 Year $2,616,693 0.013%
Fifth Third Bancorp 5.45% 1/15/17 $2,594,782 0.013%
Fannie Mae 6% 20 Year $2,590,248 0.013%
16

% of Net
Capital Auto Receivables Asset Trust Series 2008-2
Class B, 6.46% 12/15/14 $2,582,895 0.013%
American Honda Finance Corp. 1.45% 2/27/15 $2,557,366 0.013%
SunTrust Banks, Inc. 3.5% 1/20/17 $2,549,163 0.013%
Sempra Energy 2% 3/15/14 $2,549,151 0.013%
Associated Banc Corp. 5.125% 3/28/16 $2,547,454 0.013%
Fannie Mae Stripped Mortgage-Backed Securities
sequential payer Series 377 Class 1, 0% 10/1/36 $2,545,419 0.013%
Great-West Life & Annuity Insurance Co. 7.153%
5/16/46 $2,544,796 0.013%
Xerox Corp. 4.5% 5/15/21 $2,525,174 0.013%
floater Series 2011-H14 Class FC, 0.7398% 5/20/61 $2,509,865 0.013%
floater Series 2011-H14 Class FB, 0.7398% 5/20/61 $2,480,907 0.012%
Unum Group 7.125% 9/30/16 $2,474,040 0.012%
Class KC, 4.5% 2/15/20 $2,435,333 0.012%
Fedral National Mortgage Association floater
Series 2011-128 Class FQ, 0.6088% 3/25/39 $2,432,312 0.012%
Morgan Stanley 5.75% 1/25/21 $2,431,906 0.012%
Daimler Finance North America LLC 1.95% 3/28/14 $2,412,916 0.012%
Dow Chemical Co. 5.25% 11/15/41 $2,408,690 0.012%
Beaver County Indl. Dev. Auth. Poll. Cont. Rev.
Bonds (FirstEnergy Nuclear Generation Corp. Proj.)
Series 2005 A, 3.375%, tender 7/1/15 $2,374,980 0.012%
ERP Operating LP 5.75% 6/15/17 $2,362,904 0.012%
Lehman Large Loan Trust Series 1997-LLI Class E,
7.3% 10/12/34 $2,334,362 0.012%
Celgene Corp. 2.45% 10/15/15 $2,302,371 0.012%
12/20/60 $2,292,547 0.012%
Morgan Stanley 5.625% 9/23/19 $2,270,349 0.011%
Duke Energy Field Services 5.375% 10/15/15 $2,264,793 0.011%
6.125% 1/15/17 $2,261,724 0.011%
Federal Realty Investment Trust 5.9% 4/1/20 $2,255,668 0.011%
Banc of America Commercial Mortgage Trust Series
2007-3 Class A3, 5.8366% 6/10/49 $2,247,795 0.011%
Bayview Commercial Asset Trust floater Series
2006-2A Class A1, 0.4688% 7/25/36 $2,236,165 0.011%
Trust Series 2007-CB18 Class A3, 5.447% 6/12/47 $2,228,306 0.011%
UBS AG Stamford Branch 2.25% 1/28/14 $2,224,559 0.011%
17

% of Net
Series 2006-CN2A Class A2FX, 5.449% 2/5/19 $2,223,956 0.011%
Freddie Mac floater planned amortization Series
3153 Class FX, 0.5888% 5/15/36 $2,215,268 0.011%
BAE Systems Holdings, Inc. 4.95% 6/1/14 $2,214,355 0.011%
Berkshire Hathaway Finance Corp. 4.4% 5/15/42 $2,180,028 0.011%
Express Scripts, Inc. 6.25% 6/15/14 $2,179,347 0.011%
AMB Property LP 5.9% 8/15/13 $2,167,456 0.011%
Class A4, 5.692% 4/15/49 $2,141,393 0.011%
Merrill Lynch Mortgage Investors Trust Series
2006-OPT1 Class A1A, 0.4988% 6/25/35 $2,131,748 0.011%
Trust sequential payer Series 2007-LDPX Class A2
S, 5.305% 1/15/49 $2,119,016 0.011%
Alexandria Real Estate Equities, Inc. 4.6% 4/1/22 $2,102,655 0.011%
Mack-Cali Realty LP 4.5% 4/18/22 $2,102,521 0.011%
AT&T, Inc. 2.95% 5/15/16 $2,059,226 0.010%
Anadarko Petroleum Corp. 5.95% 9/15/16 $2,020,699 0.010%
Amgen, Inc. 3.875% 11/15/21 $2,019,572 0.010%
Phillips 66 2.95% 5/1/17 $2,004,089 0.010%
Ameriquest Mortgage Securities, Inc. pass-thru
certificates Series 2005-R2 Class M1, 0.6888% 4/25/35 $2,001,414 0.010%
Phillips 66 1.95% 3/5/15 $1,983,543 0.010%
Transocean, Inc. 6.5% 11/15/20 $1,982,145 0.010%
TECO Finance, Inc. 4% 3/15/16 $1,962,969 0.010%
Diageo Capital PLC 1.5% 5/11/17 $1,961,332 0.010%
Spectra Energy Partners, LP 4.6% 6/15/21 $1,960,956 0.010%
Morgan Stanley 6.625% 4/1/18 $1,952,697 0.010%
Enterprise Products Operating LP 5.6% 10/15/14 $1,949,965 0.010%
ABB Finance (USA), Inc. 2.875% 5/8/22 $1,947,912 0.010%
Nexen, Inc. 6.4% 5/15/37 $1,927,601 0.010%
Fannie Mae 7% 30 Year $1,914,165 0.010%
Class BE, 4.5% 4/15/20 $1,873,049 0.009%
Comcast Corp. 5.15% 3/1/20 $1,864,483 0.009%
LB-UBS Commercial Mortgage Trust Series 2007-C6
Class A4, 5.858% 7/15/40 $1,860,985 0.009%
Ginnie Mae 7% 30 Year $1,858,414 0.009%
Regency Centers LP 5.25% 8/1/15 $1,848,595 0.009%
COMM pass-thru certificates floater Series
2006-CN2A Class A2FL, 0.4588% 2/5/19 $1,833,170 0.009%
Series 2010-H010 Class FA, 0.5698% 5/20/60 $1,828,855 0.009%
Fannie Mae planned amortization class Series
1994-23 Class PZ, 6% 2/25/24 $1,820,494 0.009%
18

% of Net
HRPT Properties Trust 5.75% 11/1/15 $1,806,098 0.009%
5.832% 9/30/16 $1,800,924 0.009%
American Express Credit Corp. 2.75% 9/15/15 $1,796,955 0.009%
PSEG Power LLC 2.75% 9/15/16 $1,761,324 0.009%
Freddie Mac 6.5% 15 Year $1,757,226 0.009%
Kraft Foods, Inc. 6.5% 2/9/40 $1,732,397 0.009%
Freddie Mac 6% 15 Year $1,731,588 0.009%
Telefonica Emisiones SAU 5.134% 4/27/20 $1,727,895 0.009%
2006-FL12 Class AJ, 0.3688% 12/15/20 $1,694,671 0.009%
Beam, Inc. 3.25% 5/15/22 $1,683,147 0.008%
Nexen, Inc. 5.2% 3/10/15 $1,661,667 0.008%
Class 2C1, 1.0988% 12/17/54 $1,661,120 0.008%
Corporacion Nacional del Cobre de Chile (Codelco)
6.375% 11/30/12 $1,655,128 0.008%
Duke Realty LP 6.75% 3/15/20 $1,651,108 0.008%
Time Warner, Inc. 4.875% 3/15/20 $1,640,578 0.008%
2007-EOP Class C, 2.0056% 3/6/20 $1,631,302 0.008%
Nexen, Inc. 5.875% 3/10/35 $1,630,752 0.008%
Coventry Health Care, Inc. 5.95% 3/15/17 $1,620,078 0.008%
CDC Commercial Mortgage Trust Series 2002-FX1
Class G, 6.625% 5/15/35 $1,591,334 0.008%
2006-12 Class BO, 0% 10/25/35 $1,587,365 0.008%
Class PE, 5% 3/15/41 $1,586,986 0.008%
Class A3, 5.866% 9/15/45 $1,575,002 0.008%
Credit Suisse New York Branch 5.4% 1/14/20 $1,570,142 0.008%
Motiva Enterprises LLC 5.75% 1/15/20 $1,562,265 0.008%
Asset Securitization Corp. Series 1997-D5 Class
A6, 7.5234% 2/14/43 $1,547,235 0.008%
Class 2M1, 0.7398% 12/20/54 $1,539,915 0.008%
DaimlerChrysler NA Holding Corp. 6.5% 11/15/13 $1,538,039 0.008%
AT&T, Inc. 2.5% 8/15/15 $1,526,739 0.008%
Fannie Mae 6.5% 15 Year $1,525,157 0.008%
Texas Eastern Transmission LP 6% 9/15/17 $1,513,449 0.008%
Spectra Energy Partners, LP 2.95% 6/15/16 $1,505,968 0.008%
BellSouth Capital Funding Corp. 7.875% 2/15/30 $1,497,983 0.008%
19

% of Net
Southeast Supply Header LLC 4.85% 8/15/14 $1,490,366 0.008%
Freddie Mac sequential payer Series 2357 Class ZB,
6.5% 9/15/31 $1,487,386 0.007%
Fannie Mae Series 2007-66 Class FB, 0.6388%
7/25/37 $1,484,453 0.007%
Guggenheim Structured Real Estate Funding Ltd.
Series 2006-3 Class C, 0.7888% 9/25/46 $1,481,622 0.007%
Noble Holding International Ltd. 3.45% 8/1/15 $1,453,217 0.007%
Xerox Corp. 4.25% 2/15/15 $1,435,478 0.007%
Tanger Properties LP 6.15% 11/15/15 $1,432,388 0.007%
Fannie Mae sequential payer Series 2002-79 Class
Z, 5.5% 11/25/22 $1,427,146 0.007%
Teva Pharmaceutical Finance IV BV 3.65% 11/10/21 $1,421,897 0.007%
Freddie Mac 7% 30 Year $1,421,443 0.007%
Beam, Inc. 1.875% 5/15/17 $1,415,489 0.007%
Morgan Stanley 4% 7/24/15 $1,415,399 0.007%
Class A2, 5.8852% 12/10/49 $1,407,886 0.007%
Hartford Financial Services Group, Inc. 4%
10/15/17 $1,401,407 0.007%
Fannie Mae floater Series 2007-57 Class FA,
0.4688% 6/25/37 $1,401,301 0.007%
Cobalt CMBS Commercial Mortgage Trust sequential
Liberty Mutual Group, Inc. 6.5% 3/15/35 $1,396,430 0.007%
Class OB, 6% 5/15/34 $1,391,811 0.007%
DCP Midstream Operating LP 4.95% 4/1/22 $1,389,955 0.007%
Comerica, Inc. 4.8% 5/1/15 $1,383,613 0.007%
ArcelorMittal SA 3.75% 2/25/15 $1,374,511 0.007%
Citigroup/Deutsche Bank Commercial Mortgage Trust
Series 2007-CD4 Class A3, 5.293% 12/11/49 $1,349,143 0.007%
Tyco Electronics Group SA 6.55% 10/1/17 $1,343,357 0.007%
GE Business Loan Trust Series 2006-2A Class A,
0.4188% 11/15/34 $1,336,565 0.007%
Morgan Stanley Capital I Trust sequential payer
Series 2005-IQ9 Class A3, 4.54% 7/15/56 $1,315,502 0.007%
Series 2010-91 Class PO, 0% 7/20/40 $1,304,781 0.007%
floater Series 2010-H27 Series FA, 0.6198%
12/20/60 $1,303,779 0.007%
ZFS Finance USA Trust IV 5.875% 5/9/62 $1,301,053 0.007%
Spectra Energy Capital, LLC 5.65% 3/1/20 $1,296,593 0.007%
Export-Import Bank of Korea 5.5% 10/17/12 $1,278,796 0.006%
20

% of Net
2006-BIX1 Class G, 0.5688% 10/15/19 $1,268,880 0.006%
Continental Airlines, Inc. 6.9% 7/2/19 $1,261,189 0.006%
Fannie Mae Series 2010-109 Class IM, 5.5% 9/25/40 $1,260,569 0.006%
2007-C5 Class A4, 5.695% 9/15/40 $1,259,499 0.006%
2007-8 Class A3, 6.1649% 8/12/49 $1,244,789 0.006%
sequential payer Series 2006-2 Class AAB, 5.9026% 5/10/45 $1,244,519 0.006%
A2, 5.803% 5/12/39 $1,240,735 0.006%
Washington (REIT) 5.25% 1/15/14 $1,229,497 0.006%
Xerox Corp. 2.95% 3/15/17 $1,228,823 0.006%
Bear Stearns Companies, Inc. 5.3% 10/30/15 $1,224,991 0.006%
LB Commercial Conduit Mortgage Trust sequential
HSBC Holdings PLC 5.1% 4/5/21 $1,203,833 0.006%
Class A2B, 6.2761% 12/10/49 $1,200,682 0.006%
Class 1M1, 0.5398% 12/20/54 $1,200,195 0.006%
UnionBanCal Corp. 5.25% 12/16/13 $1,195,997 0.006%
2005-C19 Class B, 4.892% 5/15/44 $1,192,450 0.006%
Comcast Corp. 5.7% 5/15/18 $1,187,342 0.006%
Freddie Mac planned amortization class Series
2006-15 Class OP, 0% 3/25/36 $1,186,336 0.006%
Class PO, 0% 2/15/36 $1,171,750 0.006%
National Grid PLC 6.3% 8/1/16 $1,171,435 0.006%
Freddie Mac sequential payer Series 2519 Class ZD,
5.5% 11/15/32 $1,162,248 0.006%
Freddie Mac 2.56% 30 Year $1,160,959 0.006%
Argent Securities, Inc. pass-thru certificates
Series 2004-W7 Class M1, 0.7888% 5/25/34 $1,146,050 0.006%
Pacific Gas & Electric Co. 3.25% 9/15/21 $1,145,393 0.006%
Duke Realty LP 5.4% 8/15/14 $1,143,712 0.006%
Whinstone Capital Management Ltd. Series 1A Class
B3, 2.2657% 10/25/44 $1,139,165 0.006%
Greenwich Capital Commercial Funding Corp. Series
2006-GG7 Class A3, 6.0811% 7/10/38 $1,118,787 0.006%
Fannie Mae Series 2007-66 Class SA, 38.1675%
7/25/37 $1,118,027 0.006%
Series 2006-C7 Class A3, 5.347% 11/15/38 $1,095,535 0.006%
GCO Education Loan Funding Master Trust II Series
2007-1A Class C1L, 0.8469% 2/25/47 $1,092,700 0.006%
PepsiCo, Inc. 7.9% 11/1/18 $1,091,183 0.005%
21

% of Net
1993-207 Class H, 6.5% 11/25/23 $1,088,770 0.005%
2005-2A Class A1, 0.5488% 8/25/35 $1,088,061 0.005%
Assurant, Inc. 5.625% 2/15/14 $1,087,106 0.005%
LG&E and KU Energy LLC 3.75% 11/15/20 $1,081,304 0.005%
Class BE, 6% 11/15/32 $1,080,455 0.005%
Fannie Mae floater Series 2008-76 Class EF,
0.7388% 9/25/23 $1,078,627 0.005%
HRPT Properties Trust 6.25% 6/15/17 $1,070,762 0.005%
sequential payer Series 2006-4 Class ASB, 5.133%
12/12/49 $1,066,466 0.005%
MetLife, Inc. 5% 6/15/15 $1,032,318 0.005%
1999-17 Class PG, 6% 4/25/29 $1,029,262 0.005%
Cenovus Energy, Inc. 4.5% 9/15/14 $1,027,033 0.005%
Time Warner, Inc. 3.15% 7/15/15 $1,024,760 0.005%
RESI Finance LP/RESI Finance DE Corp. floater
Series 2003-B Class B5, 2.5888% 7/10/35 $1,021,243 0.005%
Fifth Third Bank 4.75% 2/1/15 $1,011,978 0.005%
Noble Holding International Ltd. 3.05% 3/1/16 $1,009,977 0.005%
Equity One, Inc. 5.375% 10/15/15 $1,008,876 0.005%
Class OP, 0% 9/15/35 $999,676 0.005%
Class PE, 6% 11/15/28 $995,431 0.005%
General Electric Capital Corp. 4.625% 1/7/21 $989,024 0.005%
Regency Centers LP 5.875% 6/15/17 $987,661 0.005%
Fannie Mae 3.472% 30 Year $986,107 0.005%
2005-4A Class A2, 0.6288% 1/25/36 $985,698 0.005%
Z, 6% 5/25/31 $974,709 0.005%
2004-1 Class A, 0.5988% 4/25/34 $974,168 0.005%
Wachovia Bank Commercial Mortgage Trust pass-thru
certificates sequential payer Series 2007-C33
Class A5, 6.0975% 2/15/51 $965,170 0.005%
Alcoa, Inc. 5.4% 4/15/21 $959,701 0.005%
Series 2007-PW18 Class X2, 0.4794% 6/11/50 $949,169 0.005%
5.399% 5/15/45 $945,489 0.005%
Wachovia Bank NA 4.8% 11/1/14 $944,974 0.005%
Gulfstream Natural Gas System LLC 6.95% 6/1/16 $942,053 0.005%
Russia Government Bill 4/4/17 $932,949 0.005%
Telefonica Emisiones SAU 6.421% 6/20/16 $922,942 0.005%
Fannie Mae 7.5% 30 Year $913,136 0.005%
2006-BIX1 Class E, 0.4788% 10/15/19 $912,980 0.005%
22

% of Net
Class PM, 5.5% 12/15/36 $909,551 0.005%
Class M1, 0.5798% 12/20/54 $892,510 0.004%
Kraft Foods, Inc. 5.375% 2/10/20 $876,637 0.004%
First Union National Bank-Bank of America
Commercial Mortgage Trust Series 2001-C1 Class G,
6.936% 3/15/33 $872,475 0.004%
sequential payer Series 2007-PW16 Class A4,
5.9046% 6/11/40 $869,864 0.004%
2006-CN2A Class AJFL, 0.4988% 2/5/19 $861,128 0.004%
Ginnie Mae 7.5% 30 Year $857,443 0.004%
Freddie Mac 2.469% 30 Year $848,952 0.004%
payer Series 2007-C3 Class A4, 5.8672% 6/15/39 $841,384 0.004%
Class A3, 5.8615% 10/15/42 $833,988 0.004%
1999-32 Class PL, 6% 7/25/29 $821,922 0.004%
floater Series 2010-H19 Class FG, 0.5398% 8/20/60 $818,063 0.004%
2006-62 Class KP, 0% 4/25/36 $810,268 0.004%
Suncor Energy, Inc. 6.1% 6/1/18 $791,104 0.004%
Equity One, Inc. 6% 9/15/17 $782,717 0.004%
planned amortization class Series 1993-13 Class
PD, 6% 5/20/29 $778,756 0.004%
Series 2006-C7 Class A2, 5.3% 11/15/38 $771,684 0.004%
2005-FL11 Class C, 0.5388% 11/15/17 $766,179 0.004%
GCO Slims Trust Series 2006-1A, 5.72% 3/1/22 $765,521 0.004%
Freddie Mac 5.107% 30 Year $765,458 0.004%
NiSource Finance Corp. 5.25% 9/15/17 $762,995 0.004%
Morgan Stanley Capital I Trust floater Series
2007-XLFA Class E, 0.489% 10/15/20 $760,336 0.004%
Fannie Mae 3.495% 30 Year $758,688 0.004%
Class LO, 0% 3/15/36 $758,217 0.004%
KeyCorp. 5.1% 3/24/21 $756,276 0.004%
3/15/17 $756,090 0.004%
Merrill Lynch Mortgage Trust Series 2005-CKI1
Class A3, 5.3909% 11/12/37 $746,213 0.004%
Citigroup Mortgage Loan Trust Series 2005-HE4
Class A2C, 0.5088% 10/25/35 $743,228 0.004%
Banc of America Commercial Mortgage, Inc. Series
2001-3 Class H, 6.562% 4/11/37 $733,877 0.004%
HRPT Properties Trust 6.65% 1/15/18 $733,656 0.004%
Freddie Mac Manufactured Housing participation
23

% of Net
certificates guaranteed sequential payer Series
2056 Class Z, 6% 5/15/28 $730,993 0.004%
ArcelorMittal SA 3.75% 3/1/16 $729,358 0.004%
6/25/37 $722,975 0.004%
Z, 6% 6/25/29 $714,594 0.004%
Pennsylvania Electric Co. 6.05% 9/1/17 $711,564 0.004%
sequential payer Series 2007-1 Class A2, 5.381% 1/15/49 $703,743 0.004%
Morgan Stanley Capital I Trust sequential payer
Series 2007-HQ11 Class A31, 5.439% 2/12/44 $700,210 0.004%
General Electric Capital Corp. 2.25% 11/9/15 $696,601 0.004%
Comerica Bank 5.7% 6/1/14 $696,040 0.004%
Class GO, 0% 4/15/36 $694,941 0.004%
Fifth Third Bancorp 3.5% 3/15/22 $691,663 0.003%
American Express Credit Corp. 2.8% 9/19/16 $688,033 0.003%
Morgan Stanley Capital I Trust Series 2006-T23
Class A3, 5.9838% 8/12/41 $686,434 0.003%
Cargill, Inc. 6% 11/27/17 $684,830 0.003%
2007-XLFA Class C, 0.399% 10/15/20 $678,600 0.003%
Class EO, 0% 10/15/36 $672,175 0.003%
Series 2006-C6 Class A4, 5.372% 9/15/39 $668,007 0.003%
2006-45 Class OP, 0% 6/25/36 $667,109 0.003%
Freddie Mac 7% 20 Year $664,796 0.003%
NextEra Energy Capital Holdings, Inc. 1.611%
6/1/14 $662,576 0.003%
C-BASS Trust floater Series 2006-SC1 Class A,
0.5088% 5/25/36 $657,910 0.003%
floater Series 2010-H18 Class AF, 0.5428% 9/20/60 $646,452 0.003%
Corp. sequential payer Series 2004-C1 Class A4,
4.75% 1/15/37 $638,495 0.003%
Trust floater Series 2006-FLA2 Class B, 0.4088%
11/15/18 $638,449 0.003%
2007-XLFA Class D, 0.429% 10/15/20 $637,225 0.003%
2003-28 Class KG, 5.5% 4/25/23 $632,098 0.003%
QBE Insurance Group Ltd. 5.647% 7/1/23 $629,640 0.003%
Class PT, 6% 5/15/29 $627,582 0.003%
GS Mortgage Securities Trust sequential payer
Series 2006-GG8 Class A2, 5.479% 11/10/39 $625,190 0.003%
Fannie Mae 2.665% 30 Year $621,193 0.003%
24

% of Net
Class XCP, 0.4289% 9/15/45 $620,831 0.003%
2003-C6 Class G, 5.125% 8/15/35 $620,280 0.003%
Fifth Third Bancorp 4.5% 6/1/18 $619,778 0.003%
floater Series 2010-H17 Class FA, 0.5698% 7/20/60 $606,061 0.003%
2006-105 Class MD, 5.5% 6/25/35 $600,353 0.003%
First Franklin Mortgage Loan Trust Series
2006-FF14 Class A2, 0.2988% 10/25/36 $594,358 0.003%
floater Series 2007-BBA8 Class D, 0.4888% 3/15/22 $590,683 0.003%
Goldman Sachs Group, Inc. 5.75% 1/24/22 $585,495 0.003%
BlackRock, Inc. 4.25% 5/24/21 $584,313 0.003%
Ginnie Mae 6.5% 30 Year $579,680 0.003%
Fannie Mae Series 2008-12 Class SG, 6.1113%
3/25/38 $578,384 0.003%
Federal Realty Investment Trust 6.2% 1/15/17 $565,581 0.003%
Fannie Mae Series 2005-104 Class NI, 6.4613%
3/25/35 $563,935 0.003%
2006-BIX1 Class D, 0.4488% 10/15/19 $560,294 0.003%
2005-MIB1 Class D, 0.5988% 3/15/22 $556,327 0.003%
Marathon Petroleum Corp. 3.5% 3/1/16 $554,379 0.003%
2005-MIB1 Class C, 0.5488% 3/15/22 $552,776 0.003%
Fannie Mae 3.37% 30 Year $551,597 0.003%
Keycorp Student Loan Trust Series 1999-A Class A2,
0.8032% 12/27/29 $543,242 0.003%
SVO VOI Mortgage Corp. Series 2006-AA Class A,
5.28% 2/20/24 $540,538 0.003%
2006-4A Class A1, 0.4688% 12/25/36 $534,394 0.003%
GE Business Loan Trust Series 2006-2A Class C,
0.6188% 11/15/34 $525,235 0.003%
Freddie Mac sequential payer Series 2502 Class ZC,
6% 9/15/32 $520,587 0.003%
Regency Centers LP 4.95% 4/15/14 $514,979 0.003%
Freddie Mac sequential payer Series 2281 Class ZB,
6% 3/15/30 $510,575 0.003%
Freddie Mac target amortization class Series 2156
Class TC, 6.25% 5/15/29 $508,404 0.003%
1999-33 Class PK, 6% 7/25/29 $504,723 0.003%
Fannie Mae 5.5% 20 Year $498,081 0.003%
Sierra Receivables Funding Co. Series 2007-1A
Class A2, 0.3898% 3/20/19 (FGIC Insured) $497,554 0.003%
Progress Energy, Inc. 4.4% 1/15/21 $489,225 0.002%
25

% of Net
Viacom, Inc. 1.25% 2/27/15 $485,091 0.002%
Axis Capital Holdings Ltd. 5.75% 12/1/14 $481,976 0.002%
Kraft Foods, Inc. 6.75% 2/19/14 $476,439 0.002%
Fannie Mae Series 2010-135 Class LS, 5.8113%
12/25/40 $471,253 0.002%
2005-73 Class SA, 16.9293% 8/25/35 $467,366 0.002%
2005-MIB1 Class E, 0.6388% 3/15/22 $458,595 0.002%
5.134% 5/15/47 $452,914 0.002%
Trust floater Series 2006-FLA2 Class C, 0.4488%
11/15/18 $452,466 0.002%
FA, 0.5888% 1/25/24 $451,778 0.002%
Class A4, 5.8975% 10/15/42 $443,394 0.002%
certificates guaranteed sequential payer Series
2043 Class ZH, 6% 4/15/28 $443,382 0.002%
Fannie Mae Series 2007-66 Class SB, 38.1675%
7/25/37 $442,475 0.002%
ZC, 6.5% 7/25/31 $441,130 0.002%
Citigroup Commercial Mortgage Trust floater Series
2006-FL2 Class H, 0.6098% 8/15/21 $437,026 0.002%
Series 2004-W11 Class M2, 0.9388% 11/25/34 $435,564 0.002%
Southern Co. 2.375% 9/15/15 $434,368 0.002%
Morgan Stanley Capital I Trust Series 2006-HQ8
Class A3, 5.653% 3/12/44 $433,867 0.002%
Equity One, Inc. 6.25% 1/15/17 $432,910 0.002%
floater Series 2006-BBA7 Class H, 0.8888% 3/15/19 $429,558 0.002%
Morgan Stanley 4.75% 4/1/14 $425,800 0.002%
Fannie Mae 3.921% 30 Year $414,174 0.002%
2007-1 Class A2, 0.5088% 3/25/37 $413,753 0.002%
Class MG, 6% 2/15/29 $413,147 0.002%
Fannie Mae 7% 20 Year $413,008 0.002%
Southern Natural Gas Co. 5.9% 4/1/17 $411,594 0.002%
Fannie Mae 6% 15 Year $404,881 0.002%
Trust floater Series 2006-FLA2 Class F, 0.5688%
11/15/18 $401,733 0.002%
26

% of Net
3.95% 9/15/15 $396,428 0.002%
Class PG, 6% 3/15/29 $394,985 0.002%
AT&T, Inc. 2.4% 8/15/16 $394,565 0.002%
Ameren Illinois Co. 6.125% 11/15/17 $391,082 0.002%
United Technologies Corp. 1.8% 6/1/17 $386,010 0.002%
2006-37 Class OW, 0% 5/25/36 $386,007 0.002%
Receive monthly a fixed rate of .15% multiplied by
the notional amount and pay to Credit Suisse First
Boston upon each credit event of one of the issues
of ABX AA 07-01 Index, par value of the
proportional notional amount (Rating-C) (Upfront
Premium Received/(Paid) $X) $383,684 0.002%
GE Business Loan Trust Series 2006-2A Class B,
0.5188% 11/15/34 $383,511 0.002%
Series 384 Class 6, 5% 7/25/37 $373,401 0.002%
Federal Realty Investment Trust 5.4% 12/1/13 $372,800 0.002%
Freddie Mac sequential payer Series 2546 Class MJ,
5.5% 3/15/23 $372,700 0.002%
sequential payer Series 2007-PW18 Class A2, 5.613%
6/11/50 $371,855 0.002%
Fannie Mae 6.5% 30 Year $357,261 0.002%
2005-3A Class A2, 0.6388% 11/25/35 $356,643 0.002%
Asset Securitization Corp. Series 1997-D5 Class
A3, 7.2034% 2/14/43 $354,605 0.002%
2005-102 Class CO, 0% 11/25/35 $353,021 0.002%
Trust Series 2006-CB17 Class A3, 5.45% 12/12/43 $348,330 0.002%
sequential payer Series 2004-PWR3 Class A3, 4.487%
2/11/41 $347,669 0.002%
Class KO, 0% 3/15/36 $345,067 0.002%
Freddie Mac 6.051% 30 Year $343,226 0.002%
Brandywine Operating Partnership LP 5.7% 5/1/17 $342,516 0.002%
1996-28 Class PK, 6.5% 7/25/25 $340,463 0.002%
SunTrust Banks, Inc. 3.6% 4/15/16 $337,458 0.002%
Granite Mortgages PLC floater Series 2003-3 Class
1C, 2.9157% 1/20/44 $332,855 0.002%
Fannie Mae Series 2010-139 Class NI, 4.5% 2/25/40 $331,158 0.002%
Ginnie Mae 8% 30 Year $330,102 0.002%
Freddie Mac 2.989% 30 Year $329,610 0.002%
Freddie Mac 2.667% 30 Year $325,961 0.002%
Freddie Mac 3.446% 30 Year $322,566 0.002%
AutoZone, Inc. 3.7% 4/15/22 $320,959 0.002%
Morgan Stanley 5.95% 12/28/17 $320,338 0.002%
27

% of Net
the notional amount and pay to Morgan Stanley,
Inc. upon each credit event of one of the issues
the notional amount and pay to JPMorgan Chase,
2006-4 Class XP, 0.8105% 12/12/49 $312,288 0.002%
Freddie Mac Series 3244 Class SG, 6.4213% 11/15/36 $307,395 0.002%
Structured Asset Securities Corp. Series 2003-15A
Class 4A, 5.3146% 4/25/33 $305,902 0.002%
Freddie Mac 6.5% 20 Year $305,442 0.002%
Viacom, Inc. 3.5% 4/1/17 $303,081 0.002%
GS Mortgage Securities Trust sequential payer
Series 2007-GG10 Class A2, 5.778% 8/10/45 $302,931 0.002%
Freddie Mac 6.404% 30 Year $301,942 0.002%
the notional amount and pay to UBS upon each
credit event of one of the issues of ABX AA 07-1
Index, par value of the proportional notional
amount (Rating-C) (Upfront Premium Received/(Paid) $X) $300,973 0.002%
Fannie Mae 2.118% 30 Year $299,794 0.002%
2005-81 Class PC, 5.5% 9/25/35 $299,055 0.002%
Cameron International Corp. 1.6% 4/30/15 $297,394 0.001%
ZD, 6.5% 4/25/32 $295,026 0.001%
Series 2007-T28 Class X2, 0.3209% 9/11/42 $295,020 0.001%
Fannie Mae 2.48% 30 Year $289,090 0.001%
GS Mortgage Securities Corp. II sequential payer
Series 2004-GG2 Class A4, 4.964% 8/10/38 $286,811 0.001%
Trust floater Series 2006-FLA2 Class E, 0.5188%
11/15/18 $281,239 0.001%
Lowe’s Companies, Inc. 3.8% 11/15/21 $279,125 0.001%
planned amortization class Series 1997-8 Class PE,
7.5% 5/16/27 $275,766 0.001%
Freddie Mac planned amortization Series 3786 Class
HI, 4% 3/15/38 $275,576 0.001%
Freddie Mac sequential payer Series 2998 Class LY,
5.5% 7/15/25 $267,018 0.001%
Dominion Resources, Inc. 1.95% 8/15/16 $266,450 0.001%
Government National Mortgage Association planned
amortization class Series 2011-136 Class WI, 4.5%
5/20/40 $265,406 0.001%
28

% of Net
the notional amount and pay to UBS upon each
credit event of one of the issues of ABX AA 07-1
Index, par value of the proportional notional
amount (Rating-C) (Upfront Premium Received/(Paid) $X) $264,213 0.001%
Fannie Mae 2.763% 30 Year $263,106 0.001%
Freddie Mac 2.64% 30 Year $262,864 0.001%
Freddie Mac sequential payer Series 2303 Class ZV,
6% 4/15/31 $254,928 0.001%
Fannie Mae Series 2011-83 Class DI, 6% 9/25/26 $253,123 0.001%
Freddie Mac 2.203% 30 Year $252,137 0.001%
Residential Funding Securities Corp. floater
Series 2003-RP2 Class A1, 0.6888% 6/25/33 $249,853 0.001%
Fannie Mae Series 2010-12 Class AI, 5% 12/25/18 $248,972 0.001%
Discovery Communications LLC 5.05% 6/1/20 $247,463 0.001%
Commonwealth Edison Co. 1.95% 9/1/16 $241,146 0.001%
Freddie Mac 2.279% 30 Year $229,747 0.001%
2006-XLF Class C, 1.439% 7/15/19 $227,711 0.001%
Fannie Mae 2.32% 30 Year $227,591 0.001%
Fannie Mae 2.388% 30 Year $221,126 0.001%
Entergy Louisiana LLC 1.875% 12/15/14 $220,456 0.001%
Fannie Mae floater Series 2006-104 Class GI,
6.4413% 11/25/36 $219,940 0.001%
GE Business Loan Trust Series 2003-1 Class A,
0.6688% 4/15/31 $216,427 0.001%
RESI Finance LP/RESI Finance DE Corp. floater
Series 2003-B Class B6, 3.0888% 7/10/35 $214,082 0.001%
Freddie Mac 2.651% 30 Year $213,291 0.001%
Home Equity Asset Trust Series 2006-1 Class 2A3,
0.4638% 4/25/36 $208,485 0.001%
Fannie Mae 5% 20 Year $207,309 0.001%
Citigroup Commercial Mortgage Trust floater Series
2006-FL2 Class G, 0.5698% 8/15/21 $205,827 0.001%
Tyco Electronics Group SA 1.6% 2/3/15 $201,428 0.001%
Trust floater Series 2006-FLA2 Class D, 0.4688%
11/15/18 $200,474 0.001%
Fannie Mae Series 2010-97 Class CI, 4.5% 8/25/25 $197,675 0.001%
Fannie Mae Series 2010-29 Class LI, 4.5% 6/25/19 $194,535 0.001%
Fannie Mae 2.597% 30 Year $189,234 0.001%
Series 2006-T22 Class A4, 5.7138% 4/12/38 $185,250 0.001%
Freddie Mac 2.296% 30 Year $182,191 0.001%
2004-21 Class QE, 4.5% 11/25/32 $182,109 0.001%
Freddie Mac sequential payer Series 2135 Class JE,
6% 3/15/29 $181,464 0.001%
Class JH, 6% 3/15/17 $180,157 0.001%
Freddie Mac sequential payer Series 2274 Class ZM,
6.5% 1/15/31 $179,136 0.001%
Series 2006-C1 Class A2, 5.084% 2/15/31 $178,904 0.001%
29

% of Net
J, 7.5% 6/18/27 $178,612 0.001%
Freddie Mac 6.174% 30 Year $172,662 0.001%
Freddie Mac 2.312% 30 Year $171,689 0.001%
Citigroup, Inc. 5.875% 1/30/42 $166,759 0.001%
Class PH, 6% 6/15/29 $165,558 0.001%
Freddie Mac 2.188% 30 Year $160,441 0.001%
SV, 7.3113% 11/25/32 $159,526 0.001%
Aon Corp. 5% 9/30/20 $156,216 0.001%
Freddie Mac Series 3772 Class BI, 4.5% 10/15/18 $154,029 0.001%
Fannie Mae 2.688% 30 Year $150,535 0.001%
Greenwich Capital Commercial Funding Corp. Series
2007-GG11 Class A1, 0.4392% 12/10/49 $150,116 0.001%
2005-FL11 Class F, 0.6888% 11/15/17 $149,779 0.001%
2006-1 Class A2, 0.5988% 4/25/36 $143,302 0.001%
Fannie Mae floater Series 2002-94 Class FB,
0.6388% 1/25/18 $142,165 0.001%
Series 2006-PW14 Class X2, 0.8632% 12/11/38 $139,214 0.001%
2005-FL11 Class E, 0.6288% 11/15/17 $136,827 0.001%
Fannie Mae floater Series 2002-63 Class FN,
1.2388% 10/25/32 $136,072 0.001%
2007-EOP Class F, 2.6334% 3/6/20 $134,468 0.001%
Fannie Mae 6.313% 30 Year $133,240 0.001%
floater Series 2006-4 Class A2FL, 0.3603% 12/12/49 $132,943 0.001%
2006-2A Class A2, 0.5188% 7/25/36 $130,814 0.001%
Fannie Mae 2.409% 30 Year $130,555 0.001%
Credit Suisse Mortgage Capital Certificates Series
2007-C1 Class ASP, 0.5749% 2/15/40 $129,083 0.001%
COMM pass-thru certificates Series 2006-C8 Class
XP, 0.6588% 12/10/46 $123,935 0.001%
Fannie Mae 2.63% 30 Year $121,118 0.001%
Fannie Mae 5.617% 30 Year $118,684 0.001%
certificates guaranteed floater Series 1686 Class
FA, 1.15% 2/15/24 $117,676 0.001%
Fannie Mae floater Series 2002-60 Class FV,
1.2388% 4/25/32 $116,925 0.001%
Freddie Mac sequential payer Series 2601 Class TB,
5.5% 4/15/23 $115,355 0.001%
Fannie Mae 2.71% 30 Year $115,148 0.001%
Fannie Mae 2.525% 30 Year $115,071 0.001%
30

% of Net
3/25/24 $114,120 0.001%
2006-C5 Class ASP, 0.8651% 12/15/39 $113,266 0.001%
Fannie Mae 2.424% 30 Year $112,294 0.001%
2002-52 Class PB, 6% 2/25/32 $111,837 0.001%
Fannie Mae 2.393% 30 Year $111,437 0.001%
Freddie Mac 2.149% 30 Year $111,059 0.001%
GE Business Loan Trust Series 2006-2A Class D,
0.9888% 11/15/34 $107,912 0.001%
Freddie Mac 2.795% 30 Year $106,661 0.001%
ACE Securities Corp. Home Equity Loan Trust Series
2005-HE2 Class M2, 0.6888% 4/25/35 $105,610 0.001%
Freddie Mac 5.919% 30 Year $104,794 0.001%
Fannie Mae 2.609% 30 Year $103,867 0.001%
2005-FL11 Class G, 0.7388% 11/15/17 $102,965 0.001%
2007-C30 Class XP, 0.6679% 12/15/43 $98,700 0.000%
Freddie Mac floater Series 2432 Class FE, 1.1388%
6/15/31 $94,935 0.000%
Freddie Mac 2.638% 30 Year $94,181 0.000%
Class PD, 6% 11/15/28 $86,949 0.000%
Freddie Mac Series 2844 Class SD, 83.3462% 8/15/24 $84,158 0.000%
Fannie Mae Series 2009-93 Class IC, 4.5% 9/25/24 $81,652 0.000%
Freddie Mac 8% 30 Year $79,802 0.000%
Freddie Mac floater Series 2424 Class FM, 1.2388%
3/15/32 $79,053 0.000%
GE Capital Commercial Mortgage Corp. Series
2007-C1 Class XP, 0.3359% 12/10/49 $78,830 0.000%
CG, 6% 4/25/30 $76,408 0.000%
2004-1 Class M1, 0.7988% 4/25/34 $75,353 0.000%
1992-168 Class KB, 7% 10/25/22 $74,264 0.000%
National Collegiate Student Loan Trust Series
2004-2 Class AIO, 9.75% 10/27/14 $73,688 0.000%
Series 2004-32 Class GS, 6.2613% 5/16/34 $73,065 0.000%
Fannie Mae Series 2010-112 Class SG, 6.1213%
6/25/21 $72,907 0.000%
Series 2006-C6 Class A2, 5.262% 9/15/39 $72,494 0.000%
Fannie Mae 2.332% 30 Year $72,209 0.000%
Freddie Mac sequential payer Series 3013 Class VJ,
5% 1/15/14 $72,130 0.000%
Series 2007-35 Class SC, 38.7675% 6/16/37 $71,903 0.000%
31

% of Net
Fannie Mae 2.375% 30 Year $69,959 0.000%
Fannie Mae floater Series 2002-39 Class FD,
1.2398% 3/18/32 $69,709 0.000%
Freddie Mac 2.357% 30 Year $69,032 0.000%
2004-1 Class M2, 1.4388% 4/25/34 $68,676 0.000%
Series 339 Class 5, 5.5% 8/1/33 $67,034 0.000%
2007-EOP Class G, 2.7903% 3/6/20 $66,218 0.000%
Freddie Mac floater Series 2423 Class FA, 1.1388%
3/15/32 $66,200 0.000%
Fannie Mae Series 2010-23 Class HI, 4.5% 10/25/18 $66,048 0.000%
Salomon Brothers Mortgage Securities VII, Inc.
Series 2006-C2 Class H, 6.308% 7/18/33 $63,500 0.000%
Fannie Mae 5.984% 30 Year $61,708 0.000%
2007-EOP Class H, 3.3004% 3/6/20 $61,431 0.000%
Fannie Mae floater Series 2002-7 Class FC, 0.9888%
1/25/32 $61,192 0.000%
Freddie Mac 2.139% 30 Year $60,664 0.000%
Fannie Mae 6.824% 30 Year $58,560 0.000%
Freddie Mac 8.5% 30 Year $58,106 0.000%
Fannie Mae Series 2009-76 Class MI, 5.5% 9/25/24 $57,842 0.000%
Fannie Mae 2.301% 30 Year $56,244 0.000%
Series 343 Class 16, 5.5% 5/1/34 $56,049 0.000%
2001-52 Class YZ, 6.5% 10/25/31 $55,241 0.000%
Fannie Mae Series 2010-96 Class DI, 4% 5/25/23 $55,151 0.000%
Fannie Mae 6.022% 30 Year $54,188 0.000%
Marriott Vacation Club Owner Trust Series 2006-2A
Class D, 6.01% 10/20/28 $53,891 0.000%
Freddie Mac 3.949% 30 Year $52,431 0.000%
Fannie Mae floater Series 2002-18 Class FD,
1.0388% 2/25/32 $52,101 0.000%
Ginnie Mae 8.5% 30 Year $51,442 0.000%
Freddie Mac 7.5% 15 Year $51,307 0.000%
2005-3A Class M2, 0.7288% 11/25/35 $51,121 0.000%
Freddie Mac 2.375% 30 Year $50,482 0.000%
Fannie Mae 2.258% 30 Year $50,356 0.000%
Fannie Mae Series 2009-85 Class IB, 4.5% 8/25/24 $49,627 0.000%
Class XCP, 0.8617% 9/15/39 $49,350 0.000%
2003-2 Class M1, 1.0888% 12/25/33 $49,328 0.000%
Fannie Mae 7% 15 Year $49,132 0.000%
Freddie Mac floater Series 3222 Class HF, 0%
9/15/36 $49,047 0.000%
Freddie Mac 7.5% 30 Year $47,782 0.000%
32

% of Net
Structured Asset Securities Corp. Series 1997-LLI
Class D, 7.15% 10/12/34 $47,621 0.000%
2006-1 Class M1, 0.6188% 4/25/36 $46,698 0.000%
Morgan Stanley ABS Capital I Trust Series 2004-HE6
Class A2, 0.5788% 8/25/34 $46,660 0.000%
2006-1 Class M2, 0.6388% 4/25/36 $46,169 0.000%
Freddie Mac Series 2844 Class SC, 45.2481% 8/15/24 $46,153 0.000%
Fannie Mae Series 1993-165 Class SH, 19.0927%
9/25/23 $46,019 0.000%
Fannie Mae 2.15% 30 Year $45,922 0.000%
2005-3A Class M3, 0.7488% 11/25/35 $43,832 0.000%
Freddie Mac 6.011% 30 Year $42,704 0.000%
Fannie Mae 9.5% 30 Year $42,678 0.000%
2005-3A Class M1, 0.6788% 11/25/35 $42,028 0.000%
Series 348 Class 14, 6.5% 8/1/34 $41,800 0.000%
Freddie Mac floater Series 2412 Class FK, 1.0388%
1/15/32 $41,491 0.000%
the notional amount and pay to JPMorgan Chase,
2005-FL11 Class D, 0.5788% 11/15/17 $39,057 0.000%
Fannie Mae Series 2010-17 Class DI, 4.5% 6/25/21 $38,144 0.000%
Series 351 Class 13, 6% 3/1/34 $37,690 0.000%
Series 2003-W7 Class A2, 1.0188% 3/25/34 $37,616 0.000%
Fannie Mae 8% 30 Year $37,285 0.000%
Freddie Mac 2.492% 30 Year $35,964 0.000%
Freddie Mac floater Series 2432 Class FG, 1.1388%
3/15/32 $35,737 0.000%
Series 339 Class 29, 5.5% 7/1/18 $32,403 0.000%
Series 359 Class 19, 6% 7/1/35 $32,006 0.000%
Freddie Mac 2.2% 30 Year $30,768 0.000%
Freddie Mac 5.937% 30 Year $29,956 0.000%
Freddie Mac 7.07% 30 Year $28,715 0.000%
Home Equity Asset Trust Series 2003-5 Class A2,
0.9388% 12/25/33 $28,551 0.000%
Series 351 Class 12, 5.5% 4/1/34 $28,300 0.000%
Sequoia Mortgage Trust floater Series 2004-6 Class
A3B, 1.668% 7/20/34 $27,934 0.000%
Fannie Mae Series 2003-21 Class SK, 7.8613%
33

% of Net
3/25/33 $26,878 0.000%
Fannie Mae Series 2004-T5 Class AB3, 0.6889%
5/28/35 $26,725 0.000%
Freddie Mac 6.333% 30 Year $26,373 0.000%
Freddie Mac 2.478% 30 Year $25,980 0.000%
Fannie Mae 2.257% 30 Year $24,300 0.000%
Freddie Mac 7% 15 Year $23,354 0.000%
Terwin Mortgage Trust Series 2003-4HE Class A1,
1.0988% 9/25/34 $22,983 0.000%
Morgan Stanley Capital I Trust Series 2006-HQ10
Class X2, 0.691% 11/12/41 $22,357 0.000%
Receive monthly notional amount multiplied by 2.5%
and pay Bank of America upon credit event of
Ameriquest Mortgage Securities, Inc., par value of
the notional amount of Ameriquest Mortgage
Securities, Inc. Series 2004-R11 Class M9, 6.102%
11/25/34 (Rating-C) $22,284 0.000%
Series 2006-T24 Class X2, 0.6233% 10/12/41 $20,947 0.000%
Fannie Mae 7.28% 30 Year $19,888 0.000%
Fannie Mae Series 2003-35 Class TQ, 7.2613%
5/25/18 $17,865 0.000%
Freddie Mac 7.03% 30 Year $16,238 0.000%
Countrywide Home Loans, Inc. Series 2005-3 Class
MV1, 0.6588% 8/25/35 $15,911 0.000%
Class XCP, 0.6211% 2/15/40 $15,182 0.000%
Fannie Mae 8.5% 15 Year $14,817 0.000%
Freddie Mac floater Series 3318 Class GY, 0%
5/15/37 $14,139 0.000%
Fannie Mae 6.24% 30 Year $13,967 0.000%
Fannie Mae 2.365% 30 Year $12,716 0.000%
Fannie Mae 8.5% 30 Year $12,470 0.000%
Class KS, 7.3613% 3/15/23 $11,463 0.000%
Ginnie Mae 10.5% 30 Year $11,022 0.000%
2001-J2A Class A2F, 0.7388% 7/16/34 $10,938 0.000%
Class B, 5.442% 10/20/28 $10,112 0.000%
Freddie Mac sequential payer Series 2817 Class SD,
6.8113% 7/15/30 $9,928 0.000%
Freddie Mac 3.135% 30 Year $9,509 0.000%
Fannie Mae 2.425% 30 Year $7,519 0.000%
Fannie Mae Series 2003-42 Class SJ, 6.8113%
11/25/22 $6,256 0.000%
Freddie Mac 2.97% 30 Year $5,268 0.000%
Fannie Mae 2.125% 30 Year $4,999 0.000%
Salomon Brothers Mortgage Securities VII, Inc.
Series 2003-HE1 Class A, 1.0388% 4/25/33 $4,623 0.000%
Class C, 5.691% 10/20/28 $4,523 0.000%
Freddie Mac 11% 30 Year $4,172 0.000%
34

% of Net
Fannie Mae 2.149% 30 Year $3,650 0.000%
Ginnie Mae 11% 30 Year $3,460 0.000%
Ginnie Mae 9% 30 Year $3,128 0.000%
Fannie Mae 2.235% 30 Year $2,959 0.000%
Fannie Mae 2.225% 30 Year $2,870 0.000%
Corp. sequential payer Series 2004-C1 Class A3,
4.321% 1/15/37 $2,245 0.000%
Freddie Mac 9% 30 Year $1,885 0.000%
Class YR, 5.5% 9/15/32 $1,838 0.000%
Fannie Mae 7.5% 15 Year $1,811 0.000%
Ginnie Mae 9.5% 30 Year $1,706 0.000%
Freddie Mac 9.5% 30 Year $1,620 0.000%
Freddie Mac floater Series 3129 Class MF, 0%
7/15/34 $1,389 0.000%
Commercial Mortgage pass-thru certificates
sequential payer Series 2005-C6 Class A2, 4.999% 6/10/44 $991 0.000%
Class XCP, 0.9022% 7/15/40 $750 0.000%
Freddie Mac sequential payer Series 2575 Class ID,
5.5% 8/15/22 $633 0.000%
Freddie Mac 13.5% 30 Year $510 0.000%
Freddie Mac 10% 30 Year $494 0.000%
Fannie Mae 10.75% 30 Year $387 0.000%
Freddie Mac 11.5% 30 Year $266 0.000%
Freddie Mac 7.5% 20 Year $220 0.000%
GS Mortgage Securities Corp. II Series 2005-GG4
Class XP, 0.8966% 7/10/39 $200 0.000%
Fannie Mae 12.5% 30 Year $98 0.000%
Freddie Mac 12.5% 30 Year $66 0.000%
GMAC Commercial Mortgage Securities, Inc. Series
2005-C1 Class X2, 0.7319% 5/10/43 $46 0.000%
Fannie Mae 10% 30 Year $43 0.000%
Fannie Mae 11.25% 30 Year $23 0.000%
Axon Financial Funding Ltd. Series 2007-1 Class
A1, 1.0682% 4/4/17 $1 0.000%
Ocala Funding LLC Series 2006-1A Class A, 1.6398%
3/20/11 $0 0.000%
Ocala Funding LLC Series 2005-1A Class A, 1.7398%
3/20/10 $0 0.000%
Receive monthly notional amount multiplied by 2.5%
and pay Bank of America upon credit event of
Ameriquest Mortgage Securities, Inc., par value of
the notional amount of Ameriquest Mortgage
Securities, Inc. Series 2004-R8 Class M9, 8.07%
9/25/34 (Rating-C) $0 0.000%
Receive monthly notional amount multiplied by
3.05% and pay Morgan Stanley, Inc. upon credit
event of Morgan Stanley ABS Capital I, Inc., par
value of the notional amount of Morgan Stanley ABS
35

% of Net
Capital I, Inc. Series 2006-HE3 Class B3, 7.22% 4/25/36 $0 0.000%
Receive monthly notional amount multiplied by
2.36% and pay Morgan Stanley, Inc. upon credit
event of GE-WMC Mortgage Securities, LLC, par
value of the notional amount of GE-WMC Mortgage
Securities, LLC Series 2006-01 Class B3, 7.13%
8/25/36 (Paid Down) $0 0.000%
Fannie Mae 4.5% 15 Year -$4,889,403 -0.025%
Bonds Total: $7,273,637,883 36.6%
Cash and Other Securities
Fidelity Cash Central Fund, 0.17% $424,604,591 2.139%
Overnight Cash/Repurchase Agreements $104,359,857 0.526%
Tyco Electronics Group SA 6% 10/1/12 $6,765,248 0.034%
Gulf South Pipeline Co. LP 5.75% 8/15/12 $6,678,367 0.034%
U.S. Treasury Bill 0.07% 8/23/12 $5,599,098 0.028%
Canadian Natural Resources Ltd. 5.15% 2/1/13 $5,433,894 0.027%
Federal Realty Investment Trust 6% 7/15/12 $5,055,138 0.025%
MidAmerican Energy Holdings, Co. 5.875% 10/1/12 $4,583,858 0.023%
Diageo Capital PLC 5.2% 1/30/13 $4,261,171 0.021%
Monumental Global Funding III 5.5% 4/22/13 $3,912,192 0.020%
Marshall & Ilsley Bank 5.25% 9/4/12 $2,380,184 0.012%
HSBC Finance Corp. 5.9% 6/19/12 $2,166,825 0.011%
Staples, Inc. 7.375% 10/1/12 $2,076,721 0.010%
Pacific Life Global Funding 5.15% 4/15/13 $1,892,758 0.010%
4.25% 9/1/12 $1,794,120 0.009%
Duke Realty LP 4.625% 5/15/13 $1,342,016 0.007%
Duke Capital LLC 6.25% 2/15/13 $835,013 0.004%
Enel Finance International SA 5.7% 1/15/13 $805,787 0.004%
Enterprise Products Operating LP 5.65% 4/1/13 $582,783 0.003%
Camden Property Trust 5.875% 11/30/12 $554,469 0.003%
Metropolitan Life Global Funding I 5.125% 4/10/13 $468,167 0.002%
ERP Operating LP 5.5% 10/1/12 $387,889 0.002%
Anheuser-Busch InBev Worldwide, Inc. 2.5% 3/26/13 $308,321 0.002%
AvalonBay Communities, Inc. 4.95% 3/15/13 $304,263 0.002%
Duke Realty LP 5.875% 8/15/12 $98,837 0.000%
Interest Rate Swaps -$2,128,246 -0.011%
Cash and Other Securities Total: $596,585,157 3.0%
36

Hrmnth pdf

Recommandé

Recommandé

Contenu connexe

Tendances

Tendances (20)

En vedette

En vedette (6)

Similaire à Hrmnth pdf

Similaire à Hrmnth pdf (20)

Hrmnth pdf