Holdings

Security ID# (CUSIP/SEDOL)	Security Description	Ticker Symbol	Coupon Rate	Maturity Date	Shares	Market Value ($)	% of TNA
26243X109	CORE Short Term Bond Fund				2,678,851	23,547,097	5.77
74499S9A1	Dryden Core Investment Fund - Taxable Money Market		0.31	12/31/2010	9,475,247	9,475,247	2.32
30231G102	Exxon Mobil Corp	XOM.UN			106,554	6,359,143	1.56
594918104	Microsoft Corp	MSFT.UW			201,413	5,198,470	1.27
01F050684	FNCL 30yr Tba 5.0%		5.00	08/15/2036	4,500,000	4,795,313	1.18
166764100	Chevron Corp	CVX.UN			57,392	4,373,844	1.07
00206R102	AT&T Inc	T.UN			152,710	3,961,297	0.97
949746101	Wells Fargo & Co.	WFC.UN			140,941	3,908,294	0.96
037833100	Apple, Inc.	AAPL.UW			14,900	3,833,025	0.94
060505104	BANK Of America Corp.	BAC.UN			264,845	3,718,424	0.91
931142103	Wal-mart Stores, Inc.	WMT.UN			65,000	3,327,350	0.82
01F060691	FNCL 6.00%		6.00	09/01/2034	3,000,000	3,250,314	0.80
428236103	Hewlett-packard Co.	HPQ.UN			70,011	3,223,306	0.79
742718109	Procter & Gamble Co	PG.UN			50,175	3,068,703	0.75
46625H100	Jpmorgan Chase & Co.	JPM.UN			74,530	3,002,068	0.74
369604103	General Electric Co.	GE.UN			178,950	2,884,674	0.71
459200101	International Business Machines Corp.	IBM.UN			22,141	2,842,904	0.70
191216100	Coca-cola Co (the)	KO.UN			51,420	2,833,756	0.69
717081103	Pfizer Inc	PFE.UN			187,719	2,815,785	0.69
92343V104	Verizon Communications, Inc.	VZ.UN			96,950	2,817,367	0.69
38141G104	Goldman Sachs Group, Inc.	GS.UN			17,815	2,686,858	0.66
478160104	Johnson & Johnson	JNJ.UN			45,900	2,666,331	0.65
17275R102	Cisco Systems, Inc.	CSCO.UW			114,566	2,643,038	0.65
172967101	Citigroup, Inc.	C.UN			567,800	2,327,980	0.57
20825C104	Conocophillips	COP.UN			41,400	2,286,108	0.56
084670702	Berkshire Hathaway, Inc. Cl B	BRK/B.UN			28,900	2,257,668	0.55
458140100	Intel Corp.	INTC.UW			105,700	2,177,420	0.53
912833LR9	US Treasury Strip			05/15/2024	3,665,000	2,167,954	0.53
912810EP9	US Treasury N/b 7.125%		7.12	02/15/2023	1,515,000	2,108,691	0.52
21H042687	G2SF 4.5%		4.50	08/20/2039	2,000,000	2,104,690	0.52
02R050689	Fhlmc Gold Tba 5.0%		5.00	08/15/2036	2,000,000	2,130,624	0.52
882508104	Texas Instruments, Inc.	TXN.UN			85,000	2,098,650	0.51
38259P508	Google Inc Cl-a	GOOG.UW			4,100	1,987,885	0.49
31402DC73	FNCL 725594 5.5%		5.50	07/01/2034	1,708,734	1,847,789	0.45
35671D857	Freeport-mcmoran Copper & Gold, Inc.	FCX.UN			25,300	1,809,962	0.44
88579Y101	3M Co.	MMM.UN			21,200	1,813,448	0.44
87612E106	Target Corp.	TGT.UN			32,300	1,657,636	0.41
91324P102	Unitedhealth Group, Inc.	UNH.UN			55,200	1,680,840	0.41
92826C839	VISA Inc-class A Shares	V.UN			22,800	1,672,380	0.41
037411105	Apache Corp.	APA.UN			17,700	1,691,766	0.41
01F052482	FNCI 5.50% Pool #6701 (tba)		5.50	08/15/2021	1,500,000	1,621,875	0.40
902973304	US Bancorp	USB.UN			67,808	1,620,611	0.40
74499S9A1	Dryden Core Investment Fund - Taxable Money Market		0.31	12/31/2010	1,595,287	1,595,287	0.39
58933Y105	Merck & Company Inc	MRK*UN			45,589	1,570,997	0.39
02R052693	Fhlmc Gold 5.50% 30 Yrs Tba		5.50	09/01/2033	1,500,000	1,610,391	0.39
20030N101	Comcast Corp.	CMCSA.U			82,400	1,604,328	0.39
25179M103	Devon Energy Corp.	DVN.UN			25,400	1,587,246	0.39
55313KAD3	Mlcfc 07-7 Asb 5.745%		5.74	06/12/2050	1,500,000	1,588,667	0.39
02R042686	Fgold 30yr Tba 4.5%		4.50	08/12/2040	1,500,000	1,567,266	0.38
189754104	Coach, Inc.	COH.UN			40,800	1,508,376	0.37
46120E602	Intuitive Surgical, Inc.	ISRG.UW			4,600	1,510,502	0.37
369550108	General Dynamics Corp.	GD.UN			24,300	1,488,375	0.36
031162100	Amgen Inc	AMGN.UW			27,000	1,472,310	0.36
36295AM69	GN 664681 5.5%		5.50	02/15/2036	1,293,217	1,410,701	0.35
478366107	Johnson Controls, Inc.	JCI.UN			49,600	1,428,976	0.35
655844108	Norfolk Southern Corp.	NSC.UN			25,700	1,446,139	0.35
911312106	United Parcel Service, Inc. - Ga	UPS.UN			22,000	1,430,000	0.35
883556102	Thermo Fisher Scientific Inc.	TMO.UN			31,600	1,417,576	0.35
651639106	Newmont Mining	NEM.UN			24,900	1,391,910	0.34
666807102	Northrop Grumman Corp.	NOC.UN			23,700	1,389,768	0.34
69331C108	PG&E Corp.	PCG.UN			31,700	1,407,480	0.34
268648102	EMC Corp/massachusetts	EMC.UN			70,000	1,385,300	0.34
126650100	CVS Corp.	CVS.UN			45,500	1,396,395	0.34
31413RQ74	FN 953278 6.5%		6.50	10/01/2037	1,219,320	1,338,407	0.33
585055106	Medtronic Inc	MDT.UN			36,300	1,342,011	0.33
225470AP8	CSFB 05-c5 A4 5.1%		5.10	08/15/2038	1,200,000	1,286,336	0.32
20272BAN4	Commonwealth Bank Aust 2.7%		2.70	11/25/2014	1,220,000	1,247,601	0.31
58405U102	Medco Health Solutions, Inc.	MHS.UN			26,600	1,276,800	0.31
78442P106	SLM Corp.	SLM.UN			100,400	1,204,800	0.30
94973V107	Wellpoint Inc	WLP.UN			24,000	1,217,280	0.30
244199105	Deere & Co.	DE.UN			18,300	1,220,244	0.30
494368103	Kimberly-clark Corp.	KMB.UN			19,400	1,243,928	0.30
29364G103	Entergy Corp.	ETR.UN			15,500	1,201,405	0.29
912833LT5	US Treasury Bond Strip			11/15/2024	2,075,000	1,199,049	0.29
902494103	Tyson Foods, Inc. Class A	TSN.UN			65,800	1,152,158	0.28
384802104	WW Grainger, Inc.	GWW.UN			10,200	1,142,502	0.28
126408103	CSX Corp.	CSX.UN			22,000	1,159,840	0.28
02209S103	Altria Group, Inc.	MO.UN			51,600	1,143,456	0.28
039483102	Archer-daniels	ADM.UN			41,400	1,132,704	0.28
018490102	Allergan, Inc.	AGN.UN			18,900	1,154,034	0.28
01N060684	GNMA 6.00% Tba		6.00	08/01/2034	1,000,000	1,094,062	0.27
42809H107	HESS Corp	HES.UN			20,800	1,114,672	0.27
219350105	Corning, Inc.	GLW.UN			61,500	1,114,380	0.27
31403C6L0	FNMA 30yr 5% Pool 745275		5.00	02/01/2036	1,034,539	1,105,436	0.27
855244109	Starbucks Corp.	SBUX.UW			43,700	1,085,945	0.27
755111507	Raytheon Co.	RTN.UN			24,100	1,115,107	0.27
713448108	Pepsico, Inc.	PEP.UN			17,000	1,103,470	0.27
912833LS7	US Treasury Strip			08/15/2024	1,880,000	1,098,960	0.27
912833LP3	US Treasury Bond Strip			11/15/2023	1,765,000	1,072,617	0.26
912803BB8	U.S. Treasury Bond Stripped Discounted			02/15/2023	1,650,000	1,047,052	0.26
61751NAE2	MSC 07-hq11 Aab 5.444%		5.44	02/12/2044	1,000,000	1,068,390	0.26
21H050680	GNMA 5.00% Tba		5.00	08/01/2033	1,000,000	1,073,931	0.26
281020107	Edison International	EIX.UN			32,100	1,064,115	0.26
31412LWS5	FN 928657 6.5%		6.50	09/01/2037	934,337	1,025,590	0.25
31416L3D6	FNMA Pl Aa3495 4.5%		4.50	02/01/2039	965,629	1,011,096	0.25
31359MZC0	Fannie Mae 4.3750%		4.37	10/15/2015	910,000	1,022,498	0.25
31385XNR4	Fannie Mae Pool 5.5%		5.50	10/01/2033	955,508	1,034,461	0.25
617446448	Morgan Stanley	MS.UN			38,100	1,028,319	0.25
693475105	PNC Financial Services Group, Inc.	PNC.UN			17,200	1,021,508	0.25
912795UK5	US Treasury Bill Discount			12/16/2010	1,000,000	999,369	0.24
871503108	Symantec Corp	SYMC.UW			74,900	971,453	0.24
701094104	Parker Hannifin Corp.	PH.UN			15,800	981,496	0.24
718172109	Philip Morris International	PM.UN			19,200	979,968	0.24
912833LH1	United States Treas Sec Stripped In			05/15/2022	1,500,000	985,280	0.24
075887109	Becton Dickinson & Co	BDX.UN			14,300	983,840	0.24
278058102	Eaton Corp.	ETN.UN			11,800	925,828	0.23
91529Y106	UNUM Group	UNM.UN			41,900	956,158	0.23
773903109	Rockwell Automation Inc	ROK.UN			17,500	947,625	0.23
68389X105	Oracle Corp.	ORCL.UW			39,400	931,416	0.23
912810QH4	US Treasury Bond 4.375%		4.37	05/15/2040	825,000	881,851	0.22
912833LV0	Strips 0%			05/15/2025	1,600,000	902,005	0.22
958102105	Western Digital Corp.	WDC.UN			33,300	878,787	0.22
291011104	Emerson Electric Co	EMR.UN			18,200	901,628	0.22
31297B4V1	FG A24436 5.5%		5.50	07/01/2034	817,773	883,684	0.22
31402QP70	FN 734946 5.5%		5.50	09/01/2033	827,004	895,339	0.22
55616P104	Macy's Inc	M.UN			48,900	911,985	0.22
14040H105	Capital One Financial Corp.	COF.UN			20,900	884,697	0.22
151020104	Celgene Corp	CELG.UW			15,600	860,340	0.21
30161N101	Exelon Corp.	EXC.UN			20,300	849,149	0.21
225470F73	CSMC 2006-c1 A4 5.609%		5.60	02/15/2039	800,000	860,652	0.21
225470NK5	CSFB 2005-c6 A4 5.23%		5.23	12/15/2040	750,000	806,196	0.20
31413BER8	FN 940344		5.75	07/01/2037	767,371	818,408	0.20
52108HK60	Lbubs 2004-c6 A5 Fltr		4.82	08/15/2029	800,000	830,203	0.20
487836108	Kellogg Co.	K.UN			16,600	830,830	0.20
44106M102	Hospitality Properties Trust	HPT.UN			40,600	830,270	0.20
17310MAD2	Citigroup Comm Mtge 2006-c5 Asb 5.413%		5.41	10/15/2049	740,000	798,165	0.20
913017109	United Technologies Corp	UTX.UN			11,600	824,760	0.20
747525103	Qualcomm, Inc.	QCOM.UW			21,000	799,680	0.20
65248E104	NEWS Corp. Inc. Cl-a	NWSA.UW			62,800	819,540	0.20
674599105	Occidental Petroleum Corp.	OXY.UN			10,200	794,886	0.19
918204108	VF Corp.	VFC.UN			10,000	793,300	0.19
969457100	Williams Cos, Inc.	WMB.UN			40,700	789,987	0.19
165167107	Chesapeake Energy Corp.	CHK.UN			37,100	780,213	0.19
001055102	Aflac, Inc.	AFL.UN			15,600	767,364	0.19
437076102	HOME Depot, Inc.	HD.UN			27,600	786,876	0.19
48203R104	Juniper Networks, Inc.	JNPR.UN			27,400	761,172	0.19
501044101	Kroger Co.	KR.UN			36,500	773,070	0.19
46629GAF5	Jpmcc 06-cb16 Asb 5.523%		5.52	05/12/2045	700,000	753,531	0.18
31359M4D2	Fannie Mae 5%		5.00	02/13/2017	620,000	716,482	0.18
22545LAB5	CSMC 2006-c5 A2 5.246%		5.24	12/15/2039	700,000	722,633	0.18
26243X109	CORE Short Term Bond Fund				81,645	717,660	0.18
110122108	Bristol-myers Squibb Co.	BMY.UN			29,100	725,172	0.18
052769106	Autodesk, Inc.	ADSK.UW			24,700	729,638	0.18
002824100	Abbott Laboratories	ABT.UN			14,400	706,752	0.17
254687106	WALT Disney Co.	DIS.UN			20,275	683,065	0.17
3128MMCA9	Freddie Mac Gold Pool 4.5000%		4.50	07/01/2020	665,541	711,186	0.17
361849Q21	Gmacc 05-c1 A5		4.69	05/10/2043	645,000	681,255	0.17
92343VAM6	Verizon Communications 6.1%		6.10	04/15/2018	600,000	694,476	0.17
806857108	Schlumberger Ltd.	SLB.UN			11,300	674,158	0.17
912810ES3	US Treasury Bond 7.5%		7.50	11/15/2024	445,000	648,866	0.16
88732JAG3	TIME Warner Cable 5.4%		5.40	07/02/2012	590,000	633,600	0.16
74499S9A1	Dryden Core Investment Fund - Taxable Money Market		0.31	12/31/2010	664,303	664,303	0.16
688239201	Oshkosh Truck Corp.	OSK.UN			19,100	656,658	0.16
345370860	FORD Motor Co.	F.UN			50,600	646,162	0.16
36962G4D3	General Elec Cap Corp 6.0%		6.00	08/07/2019	600,000	664,138	0.16
31402WJN9	FNCL 740169 5.5%		5.50	09/01/2033	600,180	650,076	0.16
31402HYL9	FN 729815 4.5%		4.50	02/01/2019	592,717	634,849	0.16
242370104	DEAN Foods Co.	DF.UN			56,400	646,344	0.16
413875105	Harris Corp.	HRS.UN			14,900	663,497	0.16
FVU0	US 5yr Note (cbt) Sep10			09/30/2010	220	635,458	0.16
G98290102	XL Group Plc	XL*UN			36,900	654,237	0.16
16934Q109	Chimera Investment Corp	CIM.UN			168,100	650,547	0.16
150870103	Celanese Corp-series A	CE.UN			22,800	640,452	0.16
111320107	Broadcom Corp.	BRCM.UW			17,500	630,525	0.15
025816109	American Express Co.	AXP.UN			14,100	629,424	0.15
53217V109	LIFE Technologies Corp Com	LIFE.UW			14,400	619,056	0.15
544147101	Lorillard Inc.	LO.UN			7,900	602,296	0.15
539830109	Lockheed Martin Corp.	LMT.UN			8,100	608,715	0.15
3128M5KW9	Freddie Mac Gold Pool 5.5000%		5.50	10/01/2037	569,457	613,809	0.15
3137EACA5	Fredie Mac Fhlmc 3.75%		3.75	03/27/2019	590,000	624,383	0.15
31403VVZ9	FN 759432 5.5%		5.50	02/01/2034	571,004	618,186	0.15
31407F6B1	Fannie Mae Pool 5.0000%		5.00	07/01/2035	581,607	621,464	0.15
349631AP6	Fortune Brands Inc 6.375%		6.37	06/15/2014	550,000	617,176	0.15
69319CAA2	PCCW Hkt 8.00%		8.00	11/15/2011	555,000	591,769	0.15
61757LAC4	MSC 2008-t29 A3 Fltr		6.45	01/11/2043	517,000	560,389	0.14
637071101	National-oilwell Varco Inc	NOV.UN			14,800	579,568	0.14
887317303	TIME Warner Inc.	TWX.UN			18,366	577,794	0.14
828807BZ9	Simon Property Group 6.1250%		6.12	05/30/2018	500,000	566,490	0.14
855030102	Staples, Inc.	SPLS.UW			28,600	581,438	0.14
84755TAA5	Spectra Energy Capital 6.2%		6.20	04/15/2018	500,000	558,721	0.14
984121103	Xerox Corp.	XRX.UN			60,200	586,348	0.14
364760108	GAP Inc/the	GPS.UN			30,900	559,599	0.14
36290UXG6	GN 618179 5.5%		5.50	09/15/2034	519,390	567,792	0.14
222862AF1	Coventry Health Care 6.125%		6.12	01/15/2015	540,000	552,495	0.14
05947URD2	BACM 2004-2 A4 4.153%		4.15	11/10/2038	560,000	577,234	0.14
105368203	Brandywine Realty Trust	BDN.UN			48,800	554,368	0.14
156782104	Cerner Corp.	CERN.UW			6,600	511,170	0.13
19075DAC5	CWCI 07-c3 A3 Var		6.01	05/15/2046	500,000	530,249	0.13
20173QAB7	Gccfc 07-gg9 A2 5.381%		5.38	03/10/2039	499,442	517,100	0.13
05950WAC2	BACM 2006-4 A3a 5.6%		5.60	07/10/2046	500,000	529,157	0.13
02R050481	Fhlmc Gold 5.00% 15 Yrs Tba		5.00	08/15/2019	500,000	534,141	0.13
01F040693	FNMA 4.0% Tba		4.00	09/14/2039	500,000	510,391	0.13
01F042483	FNMA 4.5% Tba Aug 15yr		4.50	08/15/2021	500,000	529,766	0.13
00846U101	Agilent Technologies Inc	A.UN			18,900	527,877	0.13
3133XFKF2	FHLB 5.625%		5.62	06/11/2021	435,000	517,540	0.13
31403VM89	FN 759183 6%		6.00	01/01/2034	497,199	548,322	0.13
31403HYE4	Fannie Mae Pool 4.5000%		4.50	11/01/2018	482,728	517,041	0.13
31403MWA3	FN 753141 5.5%		5.50	01/01/2034	504,205	546,029	0.13
31402UR87	FN 738611 4.5%		4.50	10/01/2033	499,378	527,495	0.13
52108H4S0	Lbubs 2005-c3 A3 4.647%		4.64	07/15/2030	500,000	512,956	0.13
495582108	KING Pharmaceuticals, Inc.	KG.UN			59,700	522,972	0.13
416515104	Hartford Financial Services Gr	HIG UN			22,000	515,020	0.13
46625YQR7	Jpmcc 2005-cb12 A4 4.895%		4.89	09/12/2037	500,000	532,851	0.13
92976BBL5	Wbcmt 05-c22 A3		5.46	12/15/2044	500,000	520,110	0.13
92976VAC2	Wbcmt 2006-c25 A3 5.8913%		5.88	05/15/2043	500,000	520,694	0.13
85590AAL8	Starwood Hotels & Resort 6.75%		6.75	05/15/2018	500,000	511,250	0.13
806882106	Schnitzer Steel Industries, Inc.	SCHN.UW			11,700	536,094	0.13
87264S106	TRW Automotive Holdings Corp.	TRW.UN			15,200	533,368	0.13
62985Q101	Nalco Holdings Co.	NLC.UN			22,500	548,775	0.13
626717102	Murphy Oil Corp.	MUR.UN			9,800	536,550	0.13
580135101	Mcdonald's Corp.	MCD.UN			7,468	520,744	0.13
60687UAE7	Mlcfc 2006-2 A4		6.10	06/12/2046	480,000	524,756	0.13
617446C23	Morgan Stanley 5.45%		5.45	01/09/2017	460,000	476,341	0.12
868536103	Supervalu, Inc.	SVU.UN			42,200	476,016	0.12
74973DAB5	RSHB Captl (russ Ag Bk) 6.299% Ser 144a		6.29	05/15/2017	460,000	470,350	0.12
92553P201	Viacom Inc Class B	VIA/B.U			15,200	502,208	0.12
984121BZ5	Xerox Corporation 4.25%		4.25	02/15/2015	445,000	469,420	0.12
461202103	Intuit, Inc.	INTU.UW			12,200	484,950	0.12
466313103	Jabil Circuit, Inc.	JBL.UN			33,900	491,889	0.12
31408GF36	FNMA 5.5		5.50	01/01/2021	440,263	476,848	0.12
31405F3Q3	FN 788407 4.5%		4.50	07/01/2019	461,126	494,048	0.12
364730101	Gannett Co., Inc.	GCI.UN			36,100	475,798	0.12
31296SVY9	FG A17831 6%		6.00	01/01/2034	439,900	483,001	0.12
3128M1JP5	FG Gold 15yr 5.0		5.00	07/01/2019	437,964	471,408	0.12
277432100	Eastman Chemical Co.	EMN.UN			8,100	507,384	0.12
25746UBH1	Dominion Resources Inc 5.2%		5.20	08/15/2019	425,000	475,044	0.12
261608103	Dresser-rand Group Inc	DRC.UN			13,500	502,335	0.12
00817Y108	Aetna Inc	AET.UN			16,900	470,665	0.12
05946NAD7	Banco Bradesco (cayman) 8.75		8.75	10/24/2013	430,000	501,724	0.12
060505DR2	BANK Of America Corp 8%		8.00	12/29/2049	500,000	503,185	0.12
194162103	Colgate-palmolive Co	CL.UN			6,067	479,172	0.12
171232101	Chubb Corp.	CB.UN			8,800	463,144	0.11
093671105	H&R Block, Inc.	HRB.UN			28,000	439,040	0.11
00209AAF3	AT&T Wireless 8.75%		8.75	03/01/2031	315,000	439,814	0.11
33738MAE1	First Union Natl Bank 7.8%		7.80	08/18/2010	450,000	451,282	0.11
31409HC51	FN 871392 6%		6.00	04/01/2021	427,240	465,814	0.11
31410QPE5	FNCL 894221 6.5%		6.50	10/01/2036	397,593	437,046	0.11
31403MCL1	FN 752575 6%		6.00	11/01/2033	401,420	442,695	0.11
459058AR4	INTL Bk Recon & Develop 2.375%		2.37	05/26/2015	440,000	454,641	0.11
524660107	Leggett & Platt, Inc.	LEG.UN			22,400	466,816	0.11
959802109	Western Union Co	WU.UN			28,800	467,424	0.11
74913GAC9	Qwest Corp 8.875%		8.87	03/15/2012	400,000	432,500	0.11
767201AE6	RIO Tinto Fin Usa Ltd 5.875%		5.87	07/15/2013	400,000	444,568	0.11
800013104	Sanderson Farms, Inc.	SAFM.UW			9,700	453,475	0.11
78442FEH7	SLM Corp 8.4500%		8.45	06/15/2018	480,000	447,244	0.11
909218109	UNIT Corp.	UNT.UN			11,100	453,990	0.11
579064106	Mcafee Inc.	MFE.UN			13,500	446,850	0.11
655664100	Nordstrom Inc	JWN.UN			13,400	455,600	0.11
59022HDT6	MLMT 2004-key2 A3 4.615%		4.61	08/12/2039	400,000	419,947	0.10
61744CAW6	MSAC 2004-nc1 M1 Floater		1.37	12/27/2033	504,710	387,722	0.10
64110D104	Netapp Inc	NTAP.UW			9,400	397,620	0.10
912833LE8	US Treasury Bond Strip			08/15/2021	600,000	409,563	0.10
532457108	ELI Lilly & Co.	LLY.UN			11,500	409,400	0.10
45974VB72	INTL Lease Finance Corp 6.375%		6.37	03/25/2013	400,000	388,000	0.10
260003108	Dover Corp.	DOV.UN			8,700	417,339	0.10
224399105	Crane Co.	CR.UN			11,400	405,156	0.10
29078EAA3	Embarq Corp 7.995%		7.99	06/01/2036	400,000	409,580	0.10
3128M1GF0	Freddie Mac 4.5%		4.50	07/01/2019	370,386	396,599	0.10
126671Z25	CWL 04-1 M1 Fltr		0.82	03/25/2034	520,000	401,563	0.10
125581801	CIT Group Inc	CIT.UN			11,600	421,776	0.10
172967BP5	Citigroup Inc 5.625%		5.62	08/27/2012	400,000	419,314	0.10
161630AE8	Chase 2007-a1 1a5		3.29	02/25/2037	428,390	415,812	0.10
07383FGQ5	Bscms 2001 - Top4 E 6.47%		6.47	11/15/2033	430,000	394,685	0.10
064149C39	BANK Of Nova Scotia 1.45% Ser 144a		1.45	07/26/2013	400,000	401,922	0.10
06423AAG8	BANK One Corp 7.875		7.87	08/01/2010	400,000	400,067	0.10
05948KY60	BANK Of America Alternative Loan 6.0000%		6.00	01/25/2036	599,196	411,174	0.10
03938LAC8	Arcelormittal 5.375%		5.37	06/01/2013	385,000	412,870	0.10
044209104	Ashland Inc	ASH.UN			7,000	355,950	0.09
03523TAN8	Anheuser-busch Inbev Wor 5.375% W/i		5.37	01/15/2020	350,000	386,675	0.09
030420103	American Water Works Co.	AWK.UN			17,700	378,426	0.09
025816BB4	American Express Co 8.125%		8.12	05/20/2019	300,000	381,236	0.09
060505CL6	BANK Of America Corp 5.75%		5.75	08/15/2016	355,000	374,113	0.09
053807103	Avnet, Inc.	AVT.UN			13,800	347,070	0.09
0540528	HSBC Holdings Plc	HSBA.LN			35,696	361,839	0.09
05523UAE0	BAE Systems Holdings 4.75% Series 144a		4.75	08/15/2010	370,000	370,511	0.09
07383F5J3	Bscms 2005-t18 Aab 4.823%		4.82	02/13/2042	338,053	357,362	0.09
B8A0PDUD4	PAY 2.889610%; Rec 3-month Usd Libor		0.50	07/23/2020	355,000	355,000	0.09
B8A0PD3V4	PAY 3.114565%; Rec Usd 3m Libor		0.52	07/16/2020	350,000	350,000	0.09
B8A0PD8F4	PAY 3.00074%; Rec Usd 3ml		0.52	07/19/2020	350,000	350,000	0.09
26439XAB9	DUKE Energy Fiel 7.875		7.87	08/16/2010	365,000	365,965	0.09
25459HAL9	Directv Holdings 4.75% W/i		4.75	10/01/2014	335,000	360,504	0.09
31402CVN9	FN 725221 5.5%		5.50	01/01/2034	323,723	350,472	0.09
36290XM49	GNSF 620579 5.5%		5.50	07/15/2033	330,414	361,773	0.09
45104GAA2	Icici Bank Ltd 5.7500% Series 144a		5.75	11/16/2010	380,000	382,478	0.09
452308109	Illinois Tool Works, Inc.	ITW.UN			8,300	361,050	0.09
38143YAC7	Goldman Sachs Group Inc 6.450%		6.45	05/01/2036	385,000	378,895	0.09
501889208	LKQ Corp.	LKQX.UW			19,500	385,710	0.09
885160101	THOR Industries, Inc.	THO.UN			12,500	348,000	0.09
7123870	Nestle Sa	NESN.VX			7,149	353,435	0.09
879868107	Temple-inland, Inc.	TIN.UN			16,900	339,014	0.08
880591EC2	TENN Valley Authority 4.5%		4.50	04/01/2018	280,000	312,658	0.08
87261GAB1	Tnk-bp Finance 7.5% Series 144a		7.50	07/18/2016	295,000	317,125	0.08
872456AA6	Telecom Italia Capital 7.175%		7.17	06/18/2019	290,000	327,914	0.08
85590AAK0	Starwood Hotels 6.25		6.25	02/15/2013	300,000	314,250	0.08
912828ND8	US Treasury Bond 3.50%		3.50	05/15/2020	310,000	325,550	0.08
963320106	Whirlpool Corp.	WHR.UN			3,900	324,870	0.08
641423BS6	Nevada Power Co 6.5%		6.50	05/15/2018	280,000	328,287	0.08
651229AG1	Newell Rubbermaid 6.25%		6.25	04/15/2018	300,000	332,529	0.08
694308GE1	Pacific Gas & Elec 6.05%		6.05	03/01/2034	295,000	335,508	0.08
50075NAZ7	Kraft Foods Inc 6.5%		6.50	02/09/2040	270,000	310,936	0.08
532716107	LTD. Brands	LTD.UN			12,700	325,628	0.08
46625HHA1	Jpmorgan Chase 7.9% Pfd		7.90	04/29/2049	300,000	313,386	0.08
36292KMY9	GN 651175 5.5%		5.50	01/15/2036	307,771	335,731	0.08
36962G4J0	General Elec Cap Corp 5.5%		5.50	01/08/2020	320,000	345,178	0.08
26882PBB7	ERAC Usa Finance Enterp 6.375%		6.37	10/15/2017	296,000	335,417	0.08
3128M1JR1	FG Gold 15yr 5.0		5.00	12/01/2019	321,251	345,582	0.08
3128NCVB7	Fharm 1g0610 Fltr		5.21	12/01/2035	321,023	342,349	0.08
31283KW20	FG G11565 4.5%		4.50	01/01/2019	314,001	336,125	0.08
3133XGAY0	Federal Home Loan Bank 5.5%		5.50	07/15/2036	270,000	312,455	0.08
054303AU6	AVON Products Inc 5.75%		5.75	03/01/2018	300,000	343,096	0.08
03523TAF5	Anheuser-busch Inbev 8.0%		8.00	11/15/2039	235,000	314,849	0.08
04621X108	Assurant Inc	AIZ.UN			8,500	316,965	0.08
040555CC6	Arizona Pub Serv 6.375		6.37	10/15/2011	320,000	337,433	0.08
171232AF8	Chubb Corp 6.0%		6.00	11/15/2011	310,000	327,943	0.08
17305EDB8	Cccit 2006-c1 C1 Fltr		0.73	02/20/2015	300,000	289,104	0.07
205363104	Computer Sciences Corp	CSC.UN			6,400	290,112	0.07
126650BD1	CVS Corp 5.75%		5.75	08/15/2011	260,000	271,974	0.07
086516101	BEST Buy Co., Inc.	BBY.UN			8,400	291,144	0.07
001204106	AGL Resources, Inc.	AGL.UN			7,300	277,400	0.07
31296YBG7	Freddie Mac Gold Pool #a21839 5.0000%		5.00	05/01/2034	259,505	277,572	0.07
3128M5KA7	Freddie Mac Gold Pool 5.5000%		5.50	05/01/2037	281,353	303,282	0.07
30161MAG8	Exelon Generation Co Llc 6.25%		6.25	10/01/2039	250,000	274,078	0.07
260543BW2	DOW Chemical Company 7.600%		7.60	05/15/2014	250,000	291,865	0.07
22541SH68	CSFB 2004-c4 A4 4.283%		4.28	10/15/2039	300,000	303,980	0.07
22238HGQ7	Countrywide Financial Corp 5.80%		5.80	06/07/2012	280,000	297,185	0.07
21036P108	Constellation Brands, Inc.	STZ.UN			16,400	279,784	0.07
31410T4N2	FN 897329 6%		6.00	08/01/2036	260,359	283,550	0.07
46630GAM7	Jpmmt 07-a1 4pt5 4.071		3.44	07/25/2035	285,171	273,491	0.07
450911102	ITT Corp	ITT.UN			6,400	301,568	0.07
53947MAB2	Lloyd's Tsb Bank 5.8% Ser 144a		5.80	01/13/2020	295,000	300,417	0.07
50064YAA1	Korea Hydro & Nuclear Power 6.25%		6.25	06/17/2014	265,000	294,623	0.07
50540RAF9	Laboratory Corp Of America Hold 5.6250%		5.62	12/15/2015	250,000	278,908	0.07
61747YCJ2	Morgan Stanley 5.625%		5.62	09/23/2019	285,000	289,689	0.07
61754JAE8	MSC 2007-t27 Aab 5.649642%		5.80	06/11/2042	260,000	282,271	0.07
980236AD5	Woodside Finance 5		5.00	11/15/2013	265,000	283,786	0.07
91324PAP7	United Healthcar 5.25		5.25	03/15/2011	290,000	297,015	0.07
912833LU2	US Treasury Bond Strip			02/15/2025	500,000	284,947	0.07
917047102	Urban Outfitters, Inc.	URBN.UW			8,300	266,928	0.07
878091BC0	Teachers Insur 6.85%		6.85	12/16/2039	240,000	281,800	0.07
891145LV4	Toronto-dominion Bank 2.2%		2.20	07/29/2015	240,000	239,921	0.06
806605AJ0	Schering-plough 6.00%		6.00	09/15/2017	194,000	229,567	0.06
76116ECJ7	Resolution Funding Strip Zero Cpn			04/15/2018	330,000	263,853	0.06
780097AW1	Royal Bk Scotland Grp Plc 6.4%		6.40	10/21/2019	250,000	264,088	0.06
761713AU0	Reynolds American Inc 6.75%		6.75	06/15/2017	220,000	243,033	0.06
912909AB4	US Steel Corp 5.65%		5.65	06/01/2013	250,000	260,000	0.06
939640108	Washington Post	WPO.UN			600	252,294	0.06
983024AN0	Wyeth 5.95%		5.95	04/01/2037	200,000	230,067	0.06
576434QA5	MALT 2004-4 4a1 5%		5.00	04/25/2019	229,062	229,830	0.06
6144690	BHP Billiton Ltd Npv	BHP.AU			6,890	250,083	0.06
46612H402	J CRew Group Inc	JCG.UN			6,700	238,721	0.06
31405UF79	FN 799490 6%		6.00	11/01/2034	213,796	234,844	0.06
31405VVQ7	FN 800823 6%		6.00	11/01/2034	214,449	235,561	0.06
31406EED2	FN 807532 6%		6.00	02/01/2035	240,468	264,986	0.06
31406FSE2	FN 808817 6%		6.00	01/01/2035	208,212	229,428	0.06
31402CV58	FN 725236 4.5%		4.50	03/01/2034	237,639	251,019	0.06
31401JNG9	FN 709691 5.5%		5.50	06/01/2033	224,318	242,853	0.06
377372AE7	Glaxosmithline Cap Inc 6.375%		6.37	05/15/2038	220,000	264,758	0.06
337738AF5	Fiserv Inc 6.125%		6.12	11/20/2012	220,000	241,124	0.06
34354P105	Flowserve Corp.	FLS.UN			2,500	247,900	0.06
36203PC35	GN 354790 6.5%		6.50	04/15/2024	230,496	259,475	0.06
3128M1JU4	Fgold 15yr 5.0%		5.00	07/01/2018	217,419	233,886	0.06
31296R3L0	FG A17103 5.5%		5.50	12/01/2033	243,582	263,519	0.06
B16GWD5	Vodafone Group Plc	VOD.LN			108,464	253,166	0.06
073902RU4	BEAR Stearns 7.25%		7.25	02/01/2018	220,000	262,119	0.06
0798059	BP Plc	BP/.LN			38,805	247,186	0.06
063679BV5	BANK Of Montreal 2.85% Ser 144a		2.85	06/09/2015	240,000	247,724	0.06
02209SAD5	Altria Group Inc 9.7000%		9.70	11/10/2018	190,000	248,930	0.06
02209SAH6	Altria Group Inc 10.2%		10.20	02/06/2039	160,000	225,981	0.06
13063A7D0	California St 7.300%		7.30	10/01/2039	210,000	227,741	0.06
072024ND0	BAY Area Toll Auth Calif 6.263%		6.26	04/01/2049	220,000	229,893	0.06
09062X103	Biogen Idec Inc	BIIB.UW			4,700	262,636	0.06
120568AM2	Bunge Ltd Finance Corp 5.35%		5.35	04/15/2014	215,000	229,369	0.06
0925288	Glaxosmithkline Plc	GSK.LN			10,798	188,244	0.05
14043DAB7	Capital One 8.875%		8.87	05/15/2040	185,000	195,638	0.05
126650BR0	CVS Caremark Corp 6.125%		6.12	09/15/2039	200,000	213,479	0.05
12667FQS7	Cwalt 2004-18cb 3a1 5.25%		5.25	09/25/2019	182,854	183,894	0.05
126408GK3	CSX Corp 6.15%		6.15	05/01/2037	170,000	187,144	0.05
125269100	CF Industries Ho	CF.UN			2,300	186,737	0.05
203233101	Commonwealth Reit	CWH.UN			7,200	186,840	0.05
171232AP6	Chubb Corp 6.375%		6.37	03/29/2067	210,000	204,750	0.05
03073EAD7	Amerisourceberge 5.625% Sereis Wi		5.62	09/15/2012	200,000	216,606	0.05
059497AU1	BACM 2007-1 A2 5.381		5.38	01/15/2049	200,000	206,434	0.05
05947URC4	BACM 2004-2 A3		4.05	11/10/2038	182,057	184,546	0.05
067383109	CR Bard, Inc.	BCR.UN			2,800	219,884	0.05
B03MLX2	Royal Dutch Shell	RDSA.LN			7,295	200,836	0.05
00507V109	Activision Blizzard Inc	ATVI.UW			16,300	193,644	0.05
009158106	AIR Products & Chemicals, Inc.	APD.UN			2,700	195,966	0.05
011659109	Alaska Air Group, Inc.	ALK.UN			3,700	190,883	0.05
B15C557	Total Sa	FP.FP			4,375	220,697	0.05
31336WCS6	FG G11882 5%		5.00	01/01/2021	189,950	204,158	0.05
31283HZC2	FG G01639 7%		7.00	11/01/2033	173,379	197,389	0.05
31296XYN9	FG A21617 5.5%		5.50	05/01/2034	173,064	187,013	0.05
31292JAL4	FG C01811 5%		5.00	04/01/2034	185,703	198,633	0.05
3128M1GE3	Freddie Mac 4.5%		4.50	02/01/2019	185,807	198,899	0.05
268789AB0	E.ON Intl Finance Bv 6.65%		6.65	04/30/2038	170,000	210,725	0.05
29268BAF8	ENEL Finance Intl Sa 6%		6.00	10/07/2039	210,000	216,548	0.05
224044BD8	COX Comm 6.75%		6.75	03/15/2011	185,000	191,644	0.05
25746U109	Dominion Resources, Inc. - Va	D.UN			5,200	218,348	0.05
249575AN1	Depfa Acs Bank 5.125%		5.12	03/16/2037	290,000	211,681	0.05
251893103	Devry, Inc.	DV.UN			3,600	193,680	0.05
373334GE5	Georgia Power Company 5.70%		5.70	06/01/2017	170,000	195,224	0.05
31390Q2A2	FN 653369 6.5%		6.50	09/01/2017	173,784	189,577	0.05
31402WTH1	FN 740452 5%		5.00	10/01/2018	200,302	215,441	0.05
31415RPC2	FN 987019 6%		6.00	08/01/2038	177,478	192,954	0.05
31404QW88	FN 775671 4%		4.00	05/01/2019	194,225	206,244	0.05
460146CF8	INTL Paper Co 7.3%		7.30	11/15/2039	175,000	200,568	0.05
45167R104	IDEX Corp.	IEX.UN			6,300	202,671	0.05
505861AA2	Lafarge Sa 6.15%		6.15	07/15/2011	200,000	206,128	0.05
500255AQ7	Kohls Corp 6.875		6.87	12/15/2037	170,000	204,228	0.05
48124G104	JPM Chase Capital Xxvi Preferred 8.0%				8,000	218,400	0.05
48125BAA2	JPM Chase Capital Xxvii 7%		7.00	11/01/2039	200,000	207,020	0.05
549271104	Lubrizol Corp.	LZ.UN			2,000	186,980	0.05
55272X102	MFA Mortgage Investments, Inc.	MFA.UN			26,700	195,978	0.05
53071M708	Liberty Media-starz Sr A-w/i	LSTZA.UQ			3,700	203,093	0.05
5732524	Telefonica Sa	TEF.SQ			8,731	198,202	0.05
5705946	Banco Santander Sa	SAN.SQ			16,965	220,394	0.05
59156R108	Metlife, Inc.	MET.UN			4,400	185,064	0.05
59156RAM0	Metlife Inc 5.7%		5.70	06/15/2035	205,000	208,651	0.05
646139W35	NEW Jersey St Tpk Auth 7.414%		7.41	01/01/2040	165,000	199,942	0.05
694475AA2	Pacific Life Insurance 9.25%		9.25	06/15/2039	150,000	184,373	0.05
6900643	Toyota Motor Corp	7203.JT			5,700	201,227	0.05
64971MZG0	NEW York Ny City Transitional Fin 5.767%		5.76	08/01/2036	190,000	193,329	0.05
98310W108	Wyndham Worldwide Corp	WYN.UN			7,300	186,369	0.05
963320AM8	Whirlpool Corp 6.125%		6.12	06/15/2011	195,000	201,685	0.05
94973VAG2	Wellpoint Inc 5.0%		5.00	12/15/2014	170,000	185,842	0.05
94986EAA8	Wells Fargo Cap Fix-to-float 7.7%		7.70	12/29/2049	200,000	205,000	0.05
92220P105	Varian Medical Systems Inc	VAR.UN			3,400	187,680	0.05
7103065	Novartis Ag	NOVN.VX			4,387	212,886	0.05
7110388	Roche Holding Ag	ROG.VX			1,459	189,781	0.05
81375WAB2	SABR 2004-op1 Fltr		1.09	02/25/2034	264,831	209,395	0.05
778296103	ROSS Stores, Inc.	ROST.UW			4,000	210,640	0.05
844741AV0	Southwest Airlines Co 6.50%		6.50	03/01/2012	200,000	212,922	0.05
88732JAU2	TIME Warner Cable 6.75%		6.75	06/15/2039	190,000	216,386	0.05
887315BJ7	TIME Warner Inc 7.25%		7.25	10/15/2017	160,000	191,930	0.05
872540109	TJX Cos Inc	TJX.UN			5,200	215,904	0.05
872375100	TECO Energy, Inc.	TE.UN			12,400	202,616	0.05
87971MAC7	Telus Corp. 8		8.00	06/01/2011	187,000	197,904	0.05
87938WAH6	Telefonica Emisiones 5.877%		5.87	07/15/2019	180,000	199,105	0.05
902494AN3	Tyson Foods Inc 7.85%		7.85	04/01/2016	150,000	165,563	0.04
86359BGH8	SARM 2004-1 4a3 4.17%		2.74	02/25/2034	152,700	143,918	0.04
792860AK4	ST. Paul Travelers 6.75%		6.75	06/20/2036	140,000	162,088	0.04
737415AJ8	POST Apartment Homes 6.3%		6.30	06/01/2013	135,000	145,678	0.04
761713106	Reynolds American Inc.	RAI.UN			2,900	167,678	0.04
7591EP100	Regions Financial Corp.	RF.UN			21,200	155,396	0.04
760759100	Republic Services, Inc.	RSG.UN			4,600	146,556	0.04
772739207	Rock-tenn Co.	RKT.UN			3,000	159,660	0.04
768573107	Riverbed Technology Inc.	RVBD.UW			4,400	163,196	0.04
751028AE1	Ralcorp Holdings Corp 6.625%		6.62	08/15/2039	150,000	156,867	0.04
941848103	Waters Corporation	WAT.UN			2,300	147,568	0.04
92976VAE8	Wbcmt 06-c25 Fltr		5.92	05/15/2043	150,000	162,367	0.04
98385XAL0	XTO Energy 6.25%		6.25	08/01/2017	135,000	162,738	0.04
652482AX8	NEWS Amer Inc 7.625		7.62	11/30/2028	125,000	143,831	0.04
651639AM8	Newmont Mining Corp 6.25%		6.25	10/01/2039	145,000	160,993	0.04
693476BF9	PNC Funding Corp 6.70%		6.70	06/10/2019	155,000	181,633	0.04
670008101	Novellus Systems Inc	NVLS.UW			5,800	154,918	0.04
68233DAR8	Oncor Electric 7		7.00	09/01/2022	120,000	145,739	0.04
64031N108	Nelnet, Inc. Class A	NNI.UN			7,600	153,216	0.04
6215035	Commonwealth Bank Of Australia	CBA.AU			3,265	155,254	0.04
584690309	Medicis Pharmaceutical -cl A	MRX.UN			5,800	147,030	0.04
59018YXZ9	Merrill Lynch & Co 5.77% Mtn		5.77	07/25/2011	170,000	177,542	0.04
592125AM0	Metro Govt Nashville & Davidson Cnty 6.731%		6.73	07/01/2043	160,000	164,974	0.04
5727973	Siemens Ag	SIE.GY			1,713	166,954	0.04
53079EAE4	Liberty Mut Group Inc 7% Series 144a		7.00	03/15/2034	180,000	168,958	0.04
502424104	L-3 Communications Holdings, Inc.	LLL.UN			2,100	153,384	0.04
411352AA5	Hanson Plc 7.875		7.87	09/27/2010	170,000	169,596	0.04
38144LAC4	Goldman Sachs Group Inc 5.45%		5.45	11/01/2012	140,000	149,877	0.04
31404C4Z0	FN 765040 6.5%		6.50	01/01/2034	133,255	148,395	0.04
31402DAD2	FN 725504 5%		5.00	01/01/2019	148,736	159,977	0.04
31402BXT6	FN 724390 5.5%		5.50	08/01/2033	142,850	154,654	0.04
3137EABA6	Freddie Mac 5.125%		5.12	11/17/2017	130,000	151,855	0.04
36208LL39	GN 454046 5.5%		5.50	12/15/2033	146,515	160,421	0.04
222862104	Coventry Health Care, Inc.	CVH.UN			7,400	146,742	0.04
B03MM40	Royal Dutch Shell Plc-b Shs	RDSB.LN			5,598	147,528	0.04
B114JZ5	MUFG Capital Finance Fixed-float		6.34	07/25/2049	150,000	148,450	0.04
0718875	RIO Tinto Plc	RIO.LN			3,020	156,594	0.04
05463HAA9	AXIS Specialty Finance 5.875%		5.87	06/01/2020	160,000	154,238	0.04
0287580	British American Tobacco Plc	BATS LN			4,157	143,113	0.04
167593AN2	Chicago Ill O Hare Intl Arpt 6.395%		6.39	01/01/2040	160,000	167,987	0.04
15135UAF6	Cenovus Energy Inc 6.75%		6.75	11/15/2039	150,000	180,693	0.04
15189XAC2	Centerpoint Ener 5.7		5.70	03/15/2013	160,000	177,051	0.04
141781AX2	Cargill Inc 6%		6.00	11/27/2017	150,000	173,122	0.04
172967DR9	Citigroup Inc 6.125%		6.12	08/25/2036	165,000	154,914	0.04
125509BH1	Cigna Corp 6.15%		6.15	11/15/2036	140,000	145,915	0.04
120568AT7	Bunge Limited Finance Co 8.5%		8.50	06/15/2019	145,000	175,264	0.04
12189TAJ3	Burlington Northern Santa Fe Cor 6.7000%		6.70	08/01/2028	135,000	155,378	0.04
0989529	Astrazenca	AZN.LN			3,052	155,069	0.04
109473405	Brightpoint, Inc.	CELL.UW			16,000	126,720	0.03
124830100	CBL & Associates Properties, Inc.	CBL.UN			9,000	126,630	0.03
0876289	BG Group Plc	BG/.LN			7,050	113,003	0.03
12572Q105	CME Group Inc	CME.UW			400	111,520	0.03
139594105	Capella Education Company	CPLA.UW			1,200	111,504	0.03
172967EP2	Citigroup Inc 6.875%		6.87	03/05/2038	125,000	134,166	0.03
172967EW7	Citigroup Inc 8.125%		8.12	07/15/2039	85,000	103,425	0.03
20030NAK7	Comcast Corporation 6.5%		6.50	11/15/2035	110,000	122,379	0.03
144141CX4	Carolina Pwr + Lt Co 5.2500%		5.25	12/15/2015	105,000	120,561	0.03
14149YAS7	Cardinal Health Inc 5.5000%		5.50	06/15/2013	110,000	121,065	0.03
15189XAD0	Centerpoint Ener 6.95		6.95	03/15/2033	120,000	141,881	0.03
14040HAQ8	Capital One Financial Co 5.7		5.70	09/15/2011	125,000	130,125	0.03
02364WAT2	America Movil Sab De Cv 6.125%		6.12	03/30/2040	100,000	108,032	0.03
026874AT4	AMER Intl Group 4.25		4.25	05/15/2013	130,000	130,000	0.03
03822W406	Applied Micro Circuits Corp	AMCC.UW			8,900	106,444	0.03
04033V203	Ariba, Inc.	ARBA.UW			8,900	142,133	0.03
0408284	Standared Chartered Bank	STAN.LN			4,171	120,557	0.03
04269Q100	Arris Group, Inc.	ARRS.UW			12,300	114,636	0.03
046353AD0	Astrazeneca Plc 6.45		6.45	09/15/2037	110,000	136,057	0.03
043176106	Aruba Networks Inc	ARUN.UQ			8,400	142,632	0.03
059165EC0	Baltimore Gas & Electric Co 6.35% W/i		6.35	10/01/2036	115,000	131,492	0.03
05949AH86	Boams 2005-a 2a1		3.17	02/25/2035	119,022	102,079	0.03
06051GEB1	BANK Of America Corp 4.500%		4.50	04/01/2015	120,000	123,992	0.03
07387KAA1	Bscms 2006-bba7		0.45	03/15/2019	129,358	121,028	0.03
073902KF4	BEAR Stearns Cos Inc/the 5.3%		5.30	10/30/2015	100,000	109,190	0.03
073902PR3	BEAR Stearns Co 6.4%		6.40	10/02/2017	90,000	102,230	0.03
084423AM4	WR Berkley Corp 5.60%		5.60	05/15/2015	110,000	114,471	0.03
084664BL4	Berkshire Hathaway Fin 5.75%		5.75	01/15/2040	135,000	142,351	0.03
B1XZS82	Anglo American Plc	AAL.LN			2,724	107,906	0.03
B18YFJ4	UBS Ag-reg	UBSN VX			7,436	127,062	0.03
ESU0	S&P 500 Emini Fut Sep10			09/17/2010	54	125,915	0.03
G3223R108	Everest Re Group Ltd	RE.UN			1,800	139,716	0.03
00817YAF5	Aetna Inc 6.625%		6.62	06/15/2036	110,000	123,225	0.03
013716AV7	Alcan Inc 5%		5.00	06/01/2015	115,000	123,862	0.03
01988P108	Allscripts Healthcare Solutions Inc	MDRX.UW			7,900	131,851	0.03
020002101	Allstate Corp. (the)	ALL.UN			4,900	138,376	0.03
0056650	Billiton Plc	BLT.LN			4,554	139,452	0.03
001957BC2	AT&T Corp 7.3% Multi-coupon		7.30	11/15/2011	115,000	124,110	0.03
00209AAG1	AT&T Wireless Svcs Inc 8.125%		8.12	05/01/2012	120,000	134,491	0.03
G7945M107	Seagate Technology	STX.UQ			10,600	133,030	0.03
216831107	Cooper Tire & Rubber Co	CTB.UN			6,000	129,660	0.03
210371100	Constellation Energy Group, Inc.	CEG.UN			4,100	129,560	0.03
209111EY5	CONS Edison Co Of Ny 5.5% Ser 09-c		5.50	12/01/2039	110,000	117,050	0.03
21079UAA3	Continental Airlines Inc 7.25%		7.25	11/10/2019	130,000	138,450	0.03
233326107	DST Systems, Inc.	DST.UN			3,300	135,564	0.03
248019101	Deluxe Corp.	DLX.UN			5,100	104,958	0.03
24668PAB3	Delhaize America Inc 6.50%		6.50	06/15/2017	110,000	128,789	0.03
246688AF2	Delhaize America Inc 9.0%		9.00	04/15/2031	100,000	134,836	0.03
260543BL6	DOW Chemical 6.125		6.12	02/01/2011	135,000	137,492	0.03
260543BY8	DOW Chemical Co 9.4%		9.40	05/15/2039	95,000	133,392	0.03
263534109	EI Du Pont De Nemours & Co.	DD.UN			3,400	138,278	0.03
293904108	Enzon Pharmaceuticals, Inc.	ENZN.UQ			10,100	110,494	0.03
294751EZ1	Eqabs 2004-3 M1 5.7%		5.70	07/25/2034	160,983	132,961	0.03
26882PBD3	ERAC Usa Finance Enterp 5.8%		5.80	10/15/2012	110,000	119,122	0.03
264411505	DUKE Realty Corp.	DRE.UN			10,300	123,188	0.03
270321102	Earthlink, Inc.	ELNK.UW			12,300	108,609	0.03
283677AW2	EL Paso 6%		6.00	05/15/2035	135,000	130,315	0.03
31287S6Z5	FG C67188 7%		7.00	05/01/2032	115,476	130,846	0.03
35177PAL1	France Tel Step Coupon		8.50	03/01/2031	75,000	104,405	0.03
3134865	Barclays Plc	BARC.LN			23,535	122,902	0.03
31387MB40	FNCI 5.50% Pool #587859		5.50	12/01/2016	96,822	104,883	0.03
31371KY88	FN 254635 6%		6.00	02/01/2023	123,779	136,636	0.03
31402CTT9	FN 725162 6%		6.00	02/01/2034	120,252	132,616	0.03
31391AVF3	FN 661314 6%		6.00	09/01/2017	96,332	104,909	0.03
31398ADM1	Fannie Mae 5.375%		5.37	06/12/2017	95,000	112,354	0.03
31404JFV2	FN 769780 6%		6.00	02/01/2034	93,109	102,275	0.03
31403QQH6	FN 754756 6.5%		6.50	01/01/2034	103,407	115,150	0.03
31405PMD9	FN 795156 6%		6.00	10/01/2034	123,922	136,122	0.03
31406BKE9	FN 804993 6%		6.00	01/01/2035	125,420	137,768	0.03
40429CFQ0	HSBC Finance Corp 5.700%		5.70	06/01/2011	100,000	103,358	0.03
426281101	JACK Henry & Associates, Inc.	JKHY.UW			4,800	121,920	0.03
458743101	Interline Brands Inc	IBI.UN			6,500	117,585	0.03
461202AA1	Intuit Inc 5.4%		5.40	03/15/2012	125,000	132,499	0.03
513847103	Lancaster Colony Corp	LANC.UW			2,100	109,032	0.03
5086577	BASF Se	BAS.GY			1,902	111,066	0.03
4942904	E.ON Ag	EOAN.GY			3,934	117,374	0.03
485170302	Kansas City Southern	KSU.UN			3,000	110,100	0.03
534187AW9	Lincoln Natl Crp 6.3%		6.30	10/09/2037	110,000	108,858	0.03
5231485	Allianz Se	ALV.GY			933	108,331	0.03
544152AA9	Lorillard Tobacco Co 8.125%		8.12	06/23/2019	115,000	130,697	0.03
55448QAP1	Mack-cali Realty 7.75%		7.75	08/15/2019	115,000	135,554	0.03
5671735	Sanofi-aventis Sa	SAN.FP			2,175	126,327	0.03
565849106	Marathon Oil Corp.	MRO.UN			3,856	128,983	0.03
59018YN64	Merrill Lynch & Co 6.875%		6.87	04/25/2018	125,000	139,460	0.03
57636Q104	Mastercard Inc-class A	MA.UN			500	105,020	0.03
6076146	Westpac Banking Corp	WBC.AU			6,154	133,565	0.03
59562VAP2	Midamerican Energy Hldgs 5.95%		5.95	05/15/2037	115,000	126,020	0.03
595112103	Micron Technology, Inc.	MU.UQ			15,300	111,384	0.03
6065586	Australia & New Zealand Banking Group Ltd	ANZ.AU			5,164	107,687	0.03
61746WPY0	Msdwc 2002-he1 M1		1.22	07/25/2032	191,789	129,767	0.03
61746WVS6	Msdwc 2002-nc4 M1 Fltr		1.60	09/25/2032	152,950	122,085	0.03
6435145	Honda Motor Co Ltd	7267.JT			3,400	106,610	0.03
629519109	NABI Biopharmaceuticals	NABI.UQ			18,200	104,104	0.03
6335171	Mitsubishi Ufj Financial Group	8306.JT			25,800	128,112	0.03
655844AW8	Norfolk Southern Co 5.59%		5.59	05/17/2025	105,000	113,518	0.03
67021CAB3	Nstar Electric Co 4.875%		4.87	04/15/2014	110,000	121,433	0.03
67740QAF3	OHIO Nat Financial Srvs 6.375%		6.37	04/30/2020	105,000	110,791	0.03
652482BN9	NEWS America 6.15%		6.15	03/01/2037	110,000	115,795	0.03
65364UAA4	Niagara Mohawk Power 4.881		4.88	08/15/2019	100,000	106,958	0.03
65440K106	99 Cents Only Stores	NDN.UN			7,500	124,650	0.03
64952GAF5	NEW York Life Insurance 6.75% Ser 144a		6.75	11/15/2039	110,000	130,341	0.03
98389BAH3	XCEL Energy Inc 6.5%		6.50	07/01/2036	95,000	110,555	0.03
984332106	Yahoo!, Inc.	YHOO.UW			8,200	113,816	0.03
928298108	Vishay Intertechnology, Inc.	VSH.UN			16,100	136,689	0.03
928708106	Volterra Semiconductor Corp	VLTR.UW			4,900	110,348	0.03
949746MZ1	Wells Fargo & Co 4.625%		4.62	08/09/2010	140,000	140,113	0.03
913017BJ7	United Technologies Corp 5.4%		5.40	05/01/2035	105,000	110,762	0.03
925524AX8	Viacom Inc 6.875%		6.87	04/30/2036	100,000	114,902	0.03
92553PAC6	Viacom Inc 6.75%		6.75	10/05/2037	105,000	116,586	0.03
91324PAX0	United Healthcare Group Inc 6.50%		6.50	06/15/2037	100,000	109,752	0.03
74456QAR7	PUB Svc Elec & Gas 5.8%		5.80	05/01/2037	125,000	142,125	0.03
74727PAL5	State Of Qatar 6.4% Ser114a		6.40	01/20/2040	125,000	136,250	0.03
743315AM5	Progressive Corp		6.70	06/15/2037	110,000	105,468	0.03
743410AW2	Prologis 6.875%		6.87	03/15/2020	135,000	129,355	0.03
780641AG1	Koninklijke Kpn Nv 8%		8.00	10/01/2010	105,000	106,208	0.03
7309681	BNP Paribas	BNP.FP			2,009	137,997	0.03
7171589	Credit Suisse Group Ag	CSGN.VX			2,324	105,837	0.03
7145056	ENI Spa	ENI.IM			5,306	108,489	0.03
708062104	Pennantpark Investment Corp	PNNT.UW			9,900	104,049	0.03
78442FEJ3	SLM Corp 8.0%		8.00	03/25/2020	130,000	115,375	0.03
813765AC8	SABR 2006-fr3 A3 Fltr		0.57	05/25/2036	300,000	129,496	0.03
82669G104	Signature Bank	SBNY.UW			3,000	115,320	0.03
831865209	AO Smith Corp.	AOS.UN			2,500	136,700	0.03
842400EU3	Southern Cal Ed 4.65		4.65	04/01/2015	100,000	111,272	0.03
84265VAA3	Southern Copper Corp 7.5000%		7.50	07/27/2035	95,000	107,078	0.03
859152100	Steris Corp	STE.UN			3,800	120,802	0.03
887317AF2	TIME Warner Inc 4.875%		4.87	03/15/2020	125,000	131,541	0.03
89417EAA7	Travelers Cos Inc 6.25% To Mat		6.25	03/15/2037	135,000	127,945	0.03
90344NAA3	USB Capital Xiii Trust 6.625%		6.62	12/15/2039	125,000	130,910	0.03
90384S303	ULTA Salon Cosmetics & Fragrances	ULTA.UW			4,900	123,774	0.03
912803BC6	US Treasury Bond Stripped Princ			08/15/2023	190,000	117,798	0.03
87938WAM5	Telefonica Emisiones Sau 5.134%		5.13	04/27/2020	125,000	131,311	0.03
880345103	Tennant Co.	TNC.UN			2,900	108,808	0.03
887315AM1	Historic Tw Inc 9.1500%		9.15	02/01/2023	100,000	136,438	0.03
88632Q103	Tibco Software, Inc.	TIBX.UW			4,900	66,444	0.02
880349105	Tenneco Inc	TEN.UN			2,700	74,520	0.02
884768102	Thompson Creek Metals Co Inc				7,300	67,890	0.02
882681109	Texas Roadhouse Inc	TXRH.UW			6,700	90,316	0.02
87927VAE8	Telecom Italia 5.25%		5.25	11/15/2013	90,000	94,908	0.02
912795VB4	US Treasury Bill- Discount Note -			09/16/2010	70,000	69,987	0.02
90328M107	Usana Health Sciences, Inc.	USNA.UW			1,900	79,610	0.02
905581AR5	Union Carbide Corp 7.5%		7.50	06/01/2025	100,000	99,000	0.02
887389104	Timken Co.	TKR.UN			2,600	87,412	0.02
896749108	Triple-s Management Corp - B	GTS.UN			3,700	73,556	0.02
81211KAK6	Sealed Air Corp 6.875%		6.87	07/15/2033	75,000	68,830	0.02
854231107	Standex International Corp.	SXI.UN			3,000	90,060	0.02
861642106	Stone Energy Corp.	SGY.UN			6,800	79,968	0.02
869099101	Susquehanna Bancshares, Inc.	SUSQ.UW			10,400	89,960	0.02
832696405	JM Smucker Co. (the)	SJM.UN			1,100	67,573	0.02
834376501	Solutia Inc	SOA.UN			5,700	80,427	0.02
82966C103	Sirona Dental Systems Inc	SIRO.UW			2,700	83,106	0.02
80589M102	Scana Corp.	SCG.UN			1,700	65,127	0.02
816850101	Semtech Corp	SMTC.UW			5,800	100,804	0.02
786514BS7	Safeway Inc 3.95%		3.95	08/15/2020	70,000	70,506	0.02
807066105	Scholastic Corp.	SCHL.UW			2,600	65,858	0.02
7088429	AXA	CS.FP			3,460	63,778	0.02
69888P106	PAR Pharmaceutical Cos Inc	PRX.UN			2,900	76,560	0.02
7077524	NOVO Nordisk A/s	NOVOB.D			888	75,956	0.02
6882172	TEVA Pharmaceutical Industries Ltd.	TEVA.IT			1,890	92,074	0.02
7108899	ABB Ltd - Reg	ABBN.VX			4,506	90,925	0.02
7154182	ING Groep Nv	INGA.NA			7,592	73,014	0.02
720190206	Piedmont Office Realty Trust - A	PDM.UN			4,300	77,400	0.02
727493108	Plantronics, Inc.	PLT.UN			3,100	92,907	0.02
73179V103	Polypore International Inc	PPO.UN			3,400	83,504	0.02
7144569	ENEL Spa	ENEL.IM			13,716	67,340	0.02
737415AH2	POST Apartment Homes 5.45%		5.45	06/01/2012	90,000	93,778	0.02
775711104	Rollins, Inc.	ROL.UN			3,400	74,256	0.02
743606105	Prosperity Bancshares, Inc.	PRSP.UW			2,100	71,148	0.02
740065107	Pre-paid Legal Services Inc	PPD.UN			1,300	63,778	0.02
747277101	Qlogic Corp.	QLGC.UW			4,300	68,456	0.02
74386T105	Provident Financial Services I	PFS.UN			7,400	94,794	0.02
744573106	Public Service Enterprise Group, Inc.	PEG.UN			2,100	69,090	0.02
74836JAF0	Questar Market Resources 6.8%		6.80	03/01/2020	90,000	91,256	0.02
749941100	RF Micro Devices, Inc.	RFMD.UW			15,300	63,801	0.02
91324PBE1	Unitedhealth Grp 6.625%		6.62	11/15/2037	80,000	89,811	0.02
91324PAW2	United Health Group Inc 6.00%		6.00	06/15/2017	60,000	68,404	0.02
913004107	United Stationers Inc	USTR.UW			1,400	75,810	0.02
90341G103	USA Mobility Inc	USMO.UW			6,300	93,429	0.02
91851C201	Vaalco Energy Inc	EGY.UN			13,700	81,789	0.02
947890109	Webster Financial Corp.	WBS.UN			4,400	82,016	0.02
92922P106	W&T Offshore Inc	WTI.UN			10,500	96,705	0.02
92924F106	WGL Holdings, Inc.	WGL.UN			2,800	101,024	0.02
942683AE3	Watson Pharmaceuticals Inc 6.125%		6.12	08/15/2019	75,000	85,213	0.02
942749102	Watts Water Technologies, Inc.	WTS.UN			2,000	64,400	0.02
934390402	Warnaco Group, Inc. (the)	WRC.UN			2,000	83,540	0.02
9393362L6	Wmalt 2005-1 3a 5%		5.00	03/25/2020	97,018	84,422	0.02
98975F101	Zoran Corp.	ZRAN.UW			10,500	90,300	0.02
98417EAA8	Xstrata Finance Canada 5.5%		5.50	11/16/2011	70,000	72,810	0.02
981419104	World Acceptance Corp.	WRLD.UW			1,500	62,145	0.02
981475106	World Fuel Services Corp.	INT.UN			3,300	85,965	0.02
629491101	NYSE Euronext	NYX.UN			2,600	75,322	0.02
65473QAR4	Nisource Finance Corp 5.4500%		5.45	09/15/2020	70,000	72,351	0.02
6563024	Sumitomo Mitsui Financial Group Inc	8316.JT			2,767	85,705	0.02
651587107	Newmarket Corporation.	NEU.UN			700	75,033	0.02
668074305	Northwestern Corporation	NWE.UN			2,300	64,860	0.02
668131AA3	Northwestern Mutual Life 6.063%		6.06	03/30/2040	60,000	66,830	0.02
6624608	National Australia Bank Ltd	NAB.AU			4,320	98,216	0.02
67018T105	NU Skin Enterprises, Inc. Class A	NUS.UN			3,000	85,440	0.02
67019EAB3	Nstar 4.5%		4.50	11/15/2019	90,000	96,287	0.02
67020Q107	Ntelos Holdings Corp	NTLS.UW			4,100	76,711	0.02
68268NAC7	Oneok Partners Lp 6.65%		6.65	10/01/2036	85,000	93,110	0.02
6821506	SONY Corp	6758.JT			2,100	65,750	0.02
68607DNL5	Oregon St Dept Trans Highway 5.834%		5.83	11/15/2034	70,000	75,160	0.02
698477106	Panhandle Oil & Gas, Inc Class - A	PHX.UN			2,300	68,747	0.02
6870445	Takeda Chemical Industries	4502.JT			1,500	68,841	0.02
6895404	Tokyo Electric Power Co Inc/the	9501.JT			2,500	68,667	0.02
629579103	Nacco Industries, Inc. Class A	NC.UN			800	71,232	0.02
637417106	National Retail Properties	NNN.UN			2,700	62,424	0.02
637640103	National Semiconductor Corp	NSM.UN			7,100	97,980	0.02
639050103	Natus Medical, Inc.	BABY.UW			4,300	63,124	0.02
6172323	Canon, Inc.	7751.JT			2,300	100,231	0.02
600544100	Herman Miller Inc	MLHR.UW			4,100	70,520	0.02
5966516	Societe Generale-a	GLE FP			1,282	73,901	0.02
5983816	Zurich Financial Services Ag	ZURN.VX			304	70,973	0.02
5986622	Koninklijke Philips Electronics Nv	PHIA.NA			2,100	65,433	0.02
59562VAT4	Midamerican Energy Holdings Co 5.7500%		5.75	04/01/2018	75,000	85,399	0.02
5959378	Ericsson Lm-b Shs.	ERICB.S			6,180	68,223	0.02
5842359	Deutsche Telekom Ag	DTE.GY			5,778	77,630	0.02
5902941	Nokia Oyj	NOK1V.F			7,675	70,962	0.02
59156RAC2	Metlife Inc 6.125		6.12	12/01/2011	70,000	73,970	0.02
5687431	Hennes & Mauritz Ab	HMB.SS			2,168	68,286	0.02
5750355	Deutsche Bank Ag	DBK.GY			1,266	88,429	0.02
577081102	Mattel Inc	MAT.UQ			4,000	84,640	0.02
548661AK3	Lowe's Companies Inc 6.50%		6.50	03/15/2029	60,000	69,837	0.02
559079207	Magellan Health Services Inc	MGLN.UW			2,000	84,180	0.02
560305104	Maidenform Brands Inc	MFB.UN			3,600	89,388	0.02
5529027	Daimlerchrysler Ag	DAI.GY			1,838	99,101	0.02
5501906	Banco Bilbao Vizcaya Argenta	BBVA.SQ			7,297	98,277	0.02
52078P102	Lawson Software Inc	LWSN.UW			10,000	79,700	0.02
529043101	Lexington Corporate Properties Trust	LXP.UN			11,800	75,874	0.02
52517PR60	Lehman Brothers Holding 5.25%		5.25	02/06/2012	345,000	73,313	0.02
534187AX7	Lincoln National Corp 8.75%		8.75	07/01/2019	70,000	88,061	0.02
534187BA6	Lincoln National Corp 7%		7.00	06/15/2040	90,000	98,036	0.02
534187109	Lincoln National Corp.	LNC.UN			3,900	101,556	0.02
5380031	Nordea Bank Ab	NDA.SS			6,760	67,603	0.02
529771107	Lexmark International, Inc.	LXK.UN			2,500	91,875	0.02
489170100	Kennametal, Inc.	KMT.UN			3,600	98,604	0.02
493267108	Keycorp	KEY.UN			8,200	69,372	0.02
480074103	Jones Apparel Group Inc	JNY.UN			5,800	101,152	0.02
4846288	SAP Ag	SAP.GY			1,752	80,001	0.02
5069211	Bayer Ag	BAYN.GY			1,718	98,765	0.02
5176177	France Telecom Sa	FTE.FP			3,779	79,139	0.02
502413AZ0	L-3 Communications Corp 4.75%		4.75	07/15/2020	95,000	97,061	0.02
502161102	LSI Logic Corp.	LSI.UN			16,400	66,092	0.02
461203101	Invacare Corp.	IVC.UN			3,300	78,639	0.02
46432L104	Isilon Systems Inc	ISLN.UQ			3,900	68,406	0.02
46626E205	J2 Global Communications, Inc.	JCOM.UW			3,500	82,355	0.02
478366AR8	Johnson Controls Inc 5.50%		5.50	01/15/2016	55,000	61,305	0.02
4768962	RWE Ag	RWE.GY			873	61,649	0.02
4755317	Anheuser-busch Inbev Nv	ABI.BB			1,470	77,842	0.02
45256B101	Impax Laboratories, Inc.	IPXL.UQ			4,100	67,199	0.02
460146CE1	International Paper Co 7.50%		7.50	08/15/2021	85,000	101,967	0.02
459044103	International Bancshares Corp.	IBOC.UW			3,800	65,892	0.02
45169U105	Igate Corp.	IGTE.UQ			3,600	63,900	0.02
449909AL4	ICI Wilmington Inc 5.6250%		5.62	12/01/2013	75,000	81,713	0.02
454889AK2	IND Mich Power 5.05		5.05	11/15/2014	90,000	97,744	0.02
42224N101	Healthspring Inc	HS.UN			4,900	92,120	0.02
42307TAH1	Heinz (h.j.) Finance Co 7.125%		7.12	08/01/2039	70,000	84,871	0.02
4232445	Unicredit Spa	UCG.IM			34,186	95,782	0.02
416196103	Harte-hanks Inc	HHS.UN			6,200	69,936	0.02
437076AS1	HOME Depot Inc 5.875%		5.87	12/16/2036	80,000	82,224	0.02
416515AV6	Hartford Finl Svcs 6.0%		6.00	01/15/2019	90,000	93,041	0.02
42809HAC1	HESS Corp 6.0%		6.00	01/15/2040	65,000	69,612	0.02
40430GAF7	Hfchc 2005-2 M2 Fltr		0.82	01/20/2035	80,504	69,899	0.02
41283DAC7	Harley-davidson Funding 5.75%		5.75	12/15/2014	85,000	88,659	0.02
405024100	Haemonetics Corp. - Ma	HAE.UN			1,700	93,925	0.02
4061412	L.v.m.h (louis Vuitton Moet Hennessy)	MC FP			522	63,685	0.02
38388F108	WR Grace & Co.	GRA.UN			3,400	87,278	0.02
3141100	Xstrata Plc	XTA/LN			4,206	67,021	0.02
31406F5M9	FN 809152 6%		6.00	01/01/2035	58,845	64,639	0.02
317923100	Finish Line Class A	FINL.UW			4,600	65,826	0.02
31428XAF3	Fedex Corp 7.2500%		7.25	02/15/2011	75,000	77,448	0.02
31405WMC6	FN 801455 6%		6.00	11/01/2034	55,740	61,227	0.02
31400DWE8	FN 684745 6.5%		6.50	04/01/2033	71,191	79,367	0.02
31382QYA7	FN 489505 6.5%		6.50	07/01/2029	86,667	96,838	0.02
31402CQJ4	FN 725057 6%		6.00	01/01/2034	89,694	98,917	0.02
31390F6E4	FN 645369 7%		7.00	06/01/2032	72,506	82,423	0.02
359694106	HB Fuller Co.	FUL.UN			4,400	89,936	0.02
341081ER4	Florida Pwr & Lt 5.95		5.95	10/01/2033	60,000	67,523	0.02
36203EE38	GN 346754 6.5%		6.50	09/15/2023	57,661	64,450	0.02
36225BGK8	GN 781102 7%		7.00	06/15/2024	80,097	91,258	0.02
36962GWB6	GEN Elec Cap Crp 6.125		6.12	02/22/2011	90,000	92,652	0.02
36962G3P7	General Electric Cap 5.875%		5.87	01/14/2038	90,000	90,057	0.02
368710AG4	Genentech Inc 4.7500%		4.75	07/15/2015	60,000	67,015	0.02
3134A4VJ0	Freddie Mac 4.7500%		4.75	01/18/2011	60,000	61,252	0.02
3128M1DD8	FG G12000 5%		5.00	04/01/2021	73,825	79,347	0.02
302520101	FNB Corp.	FNB.UN			10,500	89,985	0.02
26442CAE4	DUKE Energy 6.05%		6.05	04/15/2038	55,000	63,906	0.02
29275Y102	Enersys	ENS.UN			3,900	94,458	0.02
293389102	Ennis Business Forms	EBF.UN			3,700	62,604	0.02
29078EAB1	Embarq Corp 7.082%		7.08	06/01/2016	80,000	86,653	0.02
29084Q100	Emcor Group, Inc.	EME.UN			3,600	93,636	0.02
25746UAU3	Dominion Resourc 4.75%		4.75	12/15/2010	70,000	71,002	0.02
247367BH7	Delta Air Lines 6.821		6.82	08/10/2022	92,696	93,855	0.02
25156PAC7	Deutsche Tel 8.75%		8.75	06/15/2030	60,000	80,908	0.02
25179SAD2	Devon Energy Corp 7.875%		7.87	09/30/2031	71,000	93,753	0.02
254543101	Diodes Inc.	DIOD.UW			4,400	77,792	0.02
243537107	Deckers Outdoor Co	DECK.UW			1,500	76,335	0.02
210518BV7	Consumers Energy Co 5.375%		5.37	04/15/2013	65,000	70,919	0.02
G62185106	Montpelier Re Holdings Ltd	MRH.UN			4,700	76,422	0.02
G4388N106	Helen Of Troy Limited	HELE.UW			2,700	64,692	0.02
00209TAB1	AT&T Broadband 9.455%		9.45	11/15/2022	55,000	75,995	0.02
004498101	ACI Worldwide Inc	ACIW.UW			3,700	71,780	0.02
01642T108	Alkermes Inc	ALKS.UW			7,000	90,300	0.02
017361106	Allegheny Energy, Inc.	AYE.UN			2,700	61,560	0.02
013716AS4	Alcan Inc 4.5		4.50	05/15/2013	70,000	74,611	0.02
012348108	Albany International Corp.	AIN.UN			3,900	71,565	0.02
00817YAD0	Aetna Inc 5.75%		5.75	06/15/2011	80,000	83,191	0.02
B12T3J1	Unilever Nv	UNA.NA			3,345	98,405	0.02
B1Y9TB3	Danone	BN. FP			1,161	65,118	0.02
B1YXBJ7	AIR Liquide	AI.FP			558	62,805	0.02
B10RZP7	Unilever Plc	ULVR LN			2,616	74,339	0.02
B0C2CQ3	GDF Suez	GSZ.FP			2,563	85,136	0.02
084670AS7	Berkshire Hathaway Fin 4.75		4.75	05/15/2012	95,000	101,122	0.02
08160H101	Benchmark Electronics, Inc.	BHE.UN			4,200	70,140	0.02
084423AL6	Berkley (wr) 6.15		6.15	08/15/2019	90,000	92,252	0.02
0870612	Lloyds Banking Group Plc	LLOY.LN			81,727	88,820	0.02
06846N104	Barrett Bill Corp	BBG.UN			2,300	81,374	0.02
064058100	THE Bank Of New York Mellon	BK.UN			2,700	67,689	0.02
05949AW97	Boams 2005-b 2a1		3.05	03/25/2035	119,509	98,655	0.02
054937107	BB&T Corp.	BBT.UN			2,500	62,075	0.02
049079205	Atlantic Tele-network, Inc.	ATNI.UW			1,500	67,065	0.02
043353101	Arvinmeritor, Inc.	ARM.UN			6,100	100,101	0.02
037347101	Anworth Mortgage Asset Corp.	ANH.UN			14,000	97,580	0.02
032510AC3	Anadarko Petroleum Corp 6.2%		6.20	03/15/2040	75,000	66,606	0.02
0237400	Diageo Plc	DGE LN			5,200	90,326	0.02
025676206	American Equity Investment Lif	AEL.UN			5,900	63,720	0.02
02208R106	Altra Holdings Inc	AIMC.UW			4,900	71,050	0.02
023586100	Amerco, Inc.	UHAL.UW			1,100	74,987	0.02
023608102	Ameren Corp.	AEE.UN			3,400	86,258	0.02
02364L109	America Service Group Inc	ASGR.UW			4,300	75,852	0.02
172967CQ2	Citigroup Inc 5.00% Series Wi		5.00	09/15/2014	82,000	83,606	0.02
15189YAD8	Centerpoint Energy Resources 6.25%		6.25	02/01/2037	90,000	95,738	0.02
162825103	Checkpoint Systems, Inc.	CKP.UN			3,200	63,904	0.02
163072101	Cheesecake Factory (the)	CAKE.UW			3,800	89,072	0.02
141665109	Career Education Corp.	CECO.UW			3,300	80,619	0.02
15100E106	Celera Corp	CRA.UW			10,700	71,583	0.02
146229109	Carter's, Inc.	CRI.UN			2,700	65,448	0.02
195872106	Colonial Properties Trust	CLP.UN			4,600	74,152	0.02
20030NAV3	Comcast Corp 6.95%		6.95	08/15/2037	65,000	76,465	0.02
20451Q104	Compass Diversified Trust	CODI.UW			5,300	79,871	0.02
192422103	Cognex Corp	CGNX.UW			3,400	63,410	0.02
14043CAB9	Capital One 10.25%		10.25	08/15/2039	90,000	97,425	0.02
13063A5E0	California St 7.5%		7.50	04/01/2034	90,000	99,969	0.02
127190304	CACI International, Inc. Class A	CACI.UN			1,700	79,934	0.02
116794108	Bruker Biosciences Corp.	BRKR.UW			7,000	92,190	0.02
0884709	Tesco Plc	TSCO.LN			16,171	99,126	0.02
09057G602	Bio-reference Labs, Inc.	BRLI.UW			4,800	100,656	0.02
12489WNN0	Cbass 2005-cb6 Af3		5.12	07/25/2035	79,834	72,002	0.02
12506YAS8	Cdcmc 2002-he3 M1 Fltr		1.97	03/25/2033	100,022	69,190	0.02
109641100	Brinker International, Inc.	EAT.UN			3,900	61,308	0.02
105340AE3	Brandywine Oper Partners 5.750%		5.75	04/01/2012	74,000	76,451	0.02
09746Y105	Boise Inc.	BZ.UN			9,100	54,509	0.01
104674106	Brady Corp.	BRC.UN			1,000	27,810	0.01
109043109	Briggs & Stratton Corp.	BGG.UN			1,100	20,867	0.01
125137109	CEC Entertainment, Inc.	CEC.UN			1,300	45,149	0.01
110394103	Bristow Group Inc	BRS.UN			1,600	53,488	0.01
08915P101	BIG 5 Sporting Goods Corp.	BGFV.UW			3,300	45,342	0.01
09227Q100	Blackbaud Inc	BLKB.UW			900	21,321	0.01
091826107	Black Box Corp.	BBOX.UW			2,000	60,880	0.01
091935502	Blackboard Inc	BBBB.UW			1,600	60,752	0.01
095180105	Blount International, Inc.	BLT.UN			3,600	38,340	0.01
096761101	BOB Evans Farms, Inc.	BOBE.UW			2,100	55,062	0.01
12612L108	CNA Surety Corp.	SUR.UN			1,700	29,325	0.01
12621E103	CNO Financial Group Inc	CNO UN			10,500	56,385	0.01
126349109	CSG Systems International	CSGS.UW			2,500	47,150	0.01
118255108	Buckeye Technologies, Inc.	BKI.UN			4,100	46,535	0.01
126501105	CTS Corp.	CTS.UN			4,400	41,140	0.01
12662P108	CVR Energy, Inc.	CVI.UN			7,000	56,700	0.01
12802T101	CAL Dive International Inc	DVR.UN			4,500	26,640	0.01
128030202	Cal-maine Foods Inc	CALM.UW			1,000	31,590	0.01
12811R104	Calamos Aset Management-a	CLMS.UW			3,400	35,360	0.01
13063A5G5	California St 7.55%		7.55	04/01/2039	40,000	45,139	0.01
130788102	California Water Service Group	CWT.UN			600	21,330	0.01
140781105	Carbo Ceramics, Inc.	CRR.UN			500	40,100	0.01
140288101	Capital Lease Funding Inc	LSE.UN			5,600	27,440	0.01
133034108	Camden National Corp	CAC.UW			1,300	40,625	0.01
19421W100	Collective Brands Inc	PSS.UN			1,600	25,632	0.01
191219104	Coca-cola Enterprises, Inc.	CCE.UN			1,600	45,920	0.01
177835105	CITY Holding Co	CHCO.UW			2,000	58,900	0.01
20453E109	Complete Production Services	CPX.UN			2,400	46,200	0.01
204149108	Community Trust Bancorp, Inc.	CTBI.UW			2,200	60,456	0.01
201728DM1	CMAC 1998-c2 X		1.84	09/15/2030	837,848	50,857	0.01
20030NAX9	Comcast Corp 6.4%		6.40	05/15/2038	45,000	49,651	0.01
20030NAM3	Comcast Corp 6.45%		6.45	03/15/2037	40,000	44,275	0.01
14888B103	Catalyst Health Solutions, Inc	CHSI.UW			600	20,748	0.01
14912L2Y6	Caterpillar Fin Service 5.5% Series Mtn		5.50	03/15/2016	50,000	57,254	0.01
149150104	Cathay General Bancorp	CATY.UW			4,000	47,040	0.01
149205106	CATO Corp - Class A (the)	CATO.UN			1,500	34,920	0.01
155771108	Central Vermont Public Service	CV.UN			1,100	23,364	0.01
156710105	Ceradyne, Inc.	CRDN.UW			1,000	23,250	0.01
15146E102	Center Financial Corp.	CLFC.UW			11,500	59,455	0.01
165303108	Chesapeake Utilities Corp.	CPK.UN			800	26,592	0.01
168615102	Chico's Fas, Inc.	CHS.UN			6,100	57,157	0.01
169656105	Chipotle Mexican Grill Inc	CMG.UN			200	29,580	0.01
170032809	Chiquita Brands International, Inc.	CQB.UN			3,400	49,912	0.01
023135106	Amazon.com, Inc.	AMZN.UW			500	58,945	0.01
024061103	American Axle & Manufacturing Holdings, Inc.	AXL.UN			4,900	45,619	0.01
02503X105	American Capital Agency Corp	AGNC.UQ			1,300	35,776	0.01
02503Y103	American Capital Ltd	ACAS.UW			8,100	42,039	0.01
025353103	American Dental Partners Inc	ADPI.UW			4,800	55,008	0.01
0216238	Aviva Plc	AV/.LN			5,553	31,142	0.01
02209SAJ2	Altria Group 9.25%		9.25	08/06/2019	40,000	51,465	0.01
02209SAE3	Altria Group Inc 9.9500%		9.95	11/10/2038	25,000	34,908	0.01
02744M108	American Medical Systems Holdings, Inc.	AMMD.UW			2,100	46,956	0.01
0263494	BAE Systems Plc	BA/.LN			7,377	36,162	0.01
026375105	American Greetings Corp	AM.UN			2,600	53,274	0.01
02913V103	American Public Education	APEI.UW			500	22,330	0.01
031652100	Amkor Technology, Inc.	AMKR.UW			5,900	34,043	0.01
03232P405	Amsurg Corp. Class A	AMSG.UW			2,400	43,968	0.01
032359309	Amtrust Financial Services	AFSI.UW			2,200	28,226	0.01
03062T105	America's Car Mart, Inc.	CRMT.UW			2,200	51,216	0.01
034164103	Andersons Inc/the	ANDE.UW			1,600	54,992	0.01
036115103	Anntaylor Stores Corp.	ANN.UN			1,300	22,802	0.01
039666102	Arcsight Inc	ARST.UQ			1,300	32,513	0.01
0454492	Imperial Tobacco Group	IMT.LN			2,123	60,097	0.01
044103109	Ashford Hospitality Trust Inc	AHT.UN			3,500	30,765	0.01
0483548	Sabmiller Plc	SAB.LN			1,922	58,327	0.01
040555CJ1	Arizona Public Services 6.25%		6.25	08/01/2016	35,000	39,363	0.01
049164205	Atlas Air Worldwide Holdings I	AAWW.UW			800	46,784	0.01
049904105	Atrion Corp	ATRI.UW			200	28,882	0.01
05541T101	BGC Partners Inc-cl A	BGCP.UW			8,300	44,986	0.01
054536AA5	AXA 8.6%		8.60	12/15/2030	35,000	38,954	0.01
0533153	Compass Group Plc	CPG LN			3,772	31,370	0.01
053611109	Avery Dennison Corp.	AVY.UN			1,400	50,190	0.01
05379B107	Avista Corp.	AVA.UN			1,800	37,656	0.01
0709954	Prudential Plc	PRU.LN			5,145	44,766	0.01
0677608	Pearson Plc	PSON.LN			1,650	25,619	0.01
07383FU89	Bscms 04-t16 X2 Fltr Io		0.87	02/13/2046	2,819,011	44,125	0.01
0754783	Royal Bank Of Scotland Plc	RBS.LN			34,526	27,066	0.01
077454106	Belden Cdt Inc.	BDC.UN			1,300	31,057	0.01
0790873	Scottish & Southern Energy Plc	SSE.LN			1,856	32,269	0.01
B1QGR41	Atlas Copco Ab	ATCOA.S			1,369	22,394	0.01
B1QH830	Volvo Ab	VOLVB.S			2,222	27,684	0.01
B1VQ252	Sandvik Ab	SAND.SS			2,055	26,543	0.01
B1VQ5C0	Kepple Corp Ltd	KEP.SP			3,000	20,606	0.01
B08SNH3	National Grid Plc	NG/.LN			7,156	57,211	0.01
B03XPL1	Arcelormittal	MT.NA			1,750	53,341	0.01
B02PY22	Singapore Telecommunications	ST.SP			16,000	36,711	0.01
B0NJJ17	Electricite De France	EDF.FP			491	20,872	0.01
B033F22	Centrica Plc	CNA.LN			10,636	50,719	0.01
B0DJ8Q5	Alstom	ALO.FP			433	22,661	0.01
B0FS5D6	Seven & I Holdings Co Ltd	3382.JT			1,600	38,317	0.01
B0F9V20	Overseas-chinese Banking Corp	OCBC.SP			5,000	33,203	0.01
BLU0	Emini Msci Eafe Sep10			09/17/2010	5	27,564	0.01
B0J7D91	Daiichi Sankyo Co Ltd	4568.JT			1,400	26,073	0.01
B01BTX7	Westfield Group	WDC.AU			4,404	48,648	0.01
00739W107	Advance America Cash Advance	AEA.UN			5,200	20,488	0.01
00922R105	AIR Transport Services Group Inc	ATSG.UW			6,500	34,515	0.01
0141192	British Sky Broadcasting Group Plc	BSY.LN			2,322	25,906	0.01
0150080	Tullow Oil Plc	TLW.LN			1,757	33,939	0.01
004764106	ACME Packet Inc	APKT.UQ			1,100	31,086	0.01
00508Y102	Acuity Brands, Inc.	AYI.UN			700	29,491	0.01
00211W104	ATC Technology Corporation	ATAC.UW			2,200	52,756	0.01
002474104	AZZ, Inc.	AZZ.UN			1,100	47,883	0.01
G5876H105	Marvell Technology Group Ltd.	MRVL.UW			4,000	59,680	0.01
G0229R108	Alterra Capital Holdings Ltd	ALTE.UW			3,000	58,050	0.01
G94368100	Warner Chilcott Plc - Class A	WCRX UW			1,900	48,640	0.01
L3466T104	Flagstone Reinsurance Holdings	FSR UN			5,100	56,304	0.01
P16994132	Banco Latinoamericano	BLX.UN			3,500	43,295	0.01
TUU0	US 2yr Note Sep10			09/30/2010	44	31,745	0.01
G3075P101	Enstar Group Ltd	ESGR.UW			400	29,092	0.01
G98268108	Xyratex Ltd	XRTX.UW			3,900	50,661	0.01
Y2685T107	Genco Shipping & Trading Ltd	GNK.UN			3,200	53,440	0.01
G36738105	Fresh Del Monte	FDP.UN			1,000	20,840	0.01
B1XH026	Vinci Sa	DG.FP			888	42,990	0.01
B288C92	Iberdrola Sa	IBE.SQ			7,782	54,914	0.01
B59MW61	Cairn Energy Plc	CNE/LN			2,810	20,583	0.01
B627LW9	JX Holdings Inc	5020.JT			5,210	28,222	0.01
B8A0ABAD	CDS Slma Fltr		3.05	06/20/2018	300,000	56,398	0.01
B28YTC2	Macquarie Group Ltd	MQG.AU			653	21,977	0.01
B24CGK7	Reckitt Benckiser Group Plc	RB/.LN			1,237	60,657	0.01
B19NLV4	Experian Plc	EXPN.LN			2,090	20,579	0.01
B197DR6	Vallourec Sa	VK.FP			244	23,755	0.01
B2B0DG9	REED Elsevier Plc	REL.LN			2,471	21,403	0.01
B2QKY05	Shire Ltd	SHP.LN			1,144	26,119	0.01
B2Q4CS1	Ms&ad Insurance Group Holdings	8725.JT			1,190	26,460	0.01
B3DCZF3	CIE Financiere Richemon-br A	CFR_VX			1,066	41,598	0.01
B3DMTY0	WPP Plc	WPP.LN			2,554	27,151	0.01
21075N204	Contango Oil & Gas Co	MCF.UA			1,000	43,840	0.01
210805DH7	Contl Airl 6.703%		6.70	06/15/2021	34,810	35,071	0.01
209341106	Consolidated Graphics, Inc.	CGX.UN			900	38,673	0.01
218681104	Core-mark Holding Co Inc	CORE.UW			1,700	51,884	0.01
222660102	Courier Corp.	CRRC.UW			1,800	28,674	0.01
235825205	DANA Holding Corp	DAN.UN			3,100	36,828	0.01
237194105	Darden Restaurants, Inc.	DRI.UN			700	29,323	0.01
237266101	Darling Intl	DAR.UN			2,900	23,664	0.01
23334L102	DSW Inc - Class A	DSW.UN			1,700	45,237	0.01
232109108	Cutera Inc	CUTR.UW			4,200	32,844	0.01
233153105	DCT Industrial Trust Inc.	DCT.UN			10,600	49,714	0.01
233293109	DPL, Inc.	DPL.UN			1,200	30,372	0.01
229669106	Cubic Corp.	CUB.UN			1,100	44,572	0.01
254067101	Dillard's, Inc./ar Class A	DDS.UN			2,200	50,908	0.01
252131107	Dexcom Inc	DXCM.UQ			2,500	27,900	0.01
25659P402	Dolan Co/the	DM.UN			3,700	43,253	0.01
256743105	Dollar Thrifty Automotive Grou	DTG.UN			600	29,922	0.01
257867101	RR Donnelley & Sons Co.	RRD.UW			3,000	50,610	0.01
264147109	Ducommun, Inc.	DCO.UN			1,500	31,335	0.01
26439RAJ5	DUKE Capital 6.25		6.25	02/15/2013	45,000	49,221	0.01
26168L205	DREW Industries, Inc.	DW.UN			1,100	23,243	0.01
29266MAE9	Energy East Corp 6.75		6.75	09/15/2033	30,000	32,098	0.01
28140M103	Education Management Corp	EDMC.UQ			3,200	50,528	0.01
286082102	Electronics For Imaging	EFII.UW			4,400	46,860	0.01
29472R108	Equity Lifestyle Properties	ELS.UN			400	21,172	0.01
26882PBE1	ERAC Usa Finance Enterp 7		7.00	10/15/2037	20,000	22,132	0.01
283677854	EL Paso Electric Co.	EE.UN			1,600	34,400	0.01
30161NAD3	Exelon Corp 4.9%		4.90	06/15/2015	30,000	32,565	0.01
3091357	BT Group	BT/A.LN			17,167	38,305	0.01
31294JYV4	FG E00724 7%		7.00	06/01/2014	29,884	32,047	0.01
36201VZK1	GN 594846 6.5%		6.50	08/15/2032	53,353	59,705	0.01
371901109	Gentex Corp	GNTX.UW			2,100	40,467	0.01
372476101	Georesources Inc	GEOI.UQ			1,400	20,762	0.01
374689107	Gibraltar Industries Inc	ROCK.UW			4,800	51,792	0.01
38141GFD1	Goldman Sachs Gp Gs 6.75		6.75	10/01/2037	52,000	52,973	0.01
36225BNC8	GN 781287 7		7.00	05/15/2031	30,243	34,768	0.01
3623E0209	GT Solar International Inc	SOLR.UW			4,700	30,456	0.01
36204HDM9	GN 370108 6.5%		6.50	11/15/2023	45,539	50,900	0.01
36204JQY5	GN 371371 6.5%		6.50	12/15/2023	19,619	21,929	0.01
36204P4F6	GN 376222 8%		8.00	06/15/2025	36,994	43,224	0.01
36225ANN6	GN 780397 8%		8.00	12/15/2022	40,798	47,529	0.01
36225BAC2	GN 780903 8%		8.00	12/15/2022	21,183	24,674	0.01
36203PAW3	GN 354721 6.5%		6.50	12/15/2023	31,076	34,735	0.01
361652209	GFI Group Inc	GFIG.UW			5,000	29,450	0.01
36203TN43	GN 358711 6.5%		6.50	12/15/2023	22,981	25,687	0.01
349853101	Forward Air Corp.	FWRD.UW			1,700	49,368	0.01
318910106	First Bancorp/troy Nc	FBNC.UW			1,500	25,035	0.01
319829107	First Commonwealth Financial Corp.	FCF.UN			8,700	46,110	0.01
31983A103	First Community Bancshares Inc	FCBC.UW			2,900	42,659	0.01
32027NTB7	FFML 2005-ffh1 M2 Fltr		0.84	06/25/2036	300,000	47,729	0.01
3283648	Rolls-royce Group Plc	RR/.LN			3,778	34,384	0.01
31390JKD2	FN 647492 6.5%		6.50	07/01/2032	46,705	52,186	0.01
31390MFW9	FN 650081 6.5%		6.50	07/01/2017	42,200	46,035	0.01
31389DAU1	FN 622019 5.5%		5.50	12/01/2016	35,220	38,153	0.01
31372WU69	FN 285105 6.5%		6.50	05/01/2024	25,579	28,328	0.01
31371G2N9	FN 251981 6%		6.00	09/01/2013	40,525	44,019	0.01
31390T3S6	FN 656109 6.5%		6.50	09/01/2032	35,155	39,280	0.01
31405RRQ1	FN 797095 6%		6.00	10/01/2034	39,490	43,378	0.01
31410YFA7	FN 901161 6%		6.00	09/01/2021	35,107	38,277	0.01
314275AB4	Federated Retail Holding 5.35%		5.35	03/15/2012	45,000	46,463	0.01
384313102	Graftech International Ltd.	GTI.UN			3,600	56,448	0.01
384701108	Graham Packaging Co Inc				3,100	36,394	0.01
38526M106	Grand Canyon Education Inc.	LOPE.UQ			2,200	53,394	0.01
393222104	Green Plains Renewable Energy	GPRE.UQ			6,500	60,190	0.01
402307102	GULF Island Fabrication, Inc.	GIFI.UW			1,300	23,348	0.01
402635304	Gulfport Energy Corp	GPOR.UW			1,900	24,814	0.01
4031879	Veolia Environment	VIE.FP			772	20,498	0.01
4031976	Adidas Ag	ADS.GY			395	21,393	0.01
406216AR2	Halliburton Co 5.5		5.50	10/15/2010	30,000	30,266	0.01
4056719	Assicurazioni Generali	G.IM			2,380	47,949	0.01
4057808	L'oreal Sa	OR.FP			488	51,206	0.01
4076836	Intesa Sanpaolo Spa	ISP.IM			15,898	52,622	0.01
4356646	Syngenta Ag-reg	SYNN. V			193	42,613	0.01
448055AF0	Husky Energy Inc 7.25%		7.25	12/15/2019	40,000	49,025	0.01
4182249	CRH Plc	CRH. ID			1,448	30,248	0.01
422806109	Heico Corp.	HEI.UN			1,375	54,354	0.01
4263304	DNB Nor Asa	DNBNOR.			1,826	22,677	0.01
427398102	Herley Industries, Inc.	HRLY.UQ			1,700	26,316	0.01
4253048	A P Moller-maersk A/s B	MAERSK.			3	25,299	0.01
451107106	Idacorp, Inc.	IDA.UN			800	28,176	0.01
4502706	Lafarge-coppee	LG.FP			407	22,170	0.01
460146103	International Paper Co	IP.UN			1,900	45,980	0.01
452907108	Immunomedics, Inc.	IMMU.UQ			17,200	55,556	0.01
45765U103	Insight Enterprises, Inc.	NSIT.UW			4,000	58,280	0.01
4588364	Michelin (cgde) - B	ML.FP			303	23,083	0.01
4588825	Danske Bank A/s	DANSKE.			924	21,767	0.01
45839M103	Interactive Intelligence Inc	ININ.UQ			2,000	32,360	0.01
4732495	Telenor Asa	TEL.NO			1,690	26,078	0.01
4682329	Pernod-ricard Sa	RI.FP			398	31,150	0.01
470355207	James River Coal	JRCC.UW			2,500	43,775	0.01
46625YQ30	Jpmcc 06-ldp6 X2 Fltr Io		0.23	04/15/2043	23,081,050	57,326	0.01
46612K108	JDA Software Group, Inc.	JDAS.UW			1,200	28,200	0.01
46131B100	Invesco Mortgage Capital	IVR.UN			2,900	59,015	0.01
4617859	Deutsche Post Ag	DPW.GY			1,725	29,954	0.01
502175102	LTC Properties, Inc.	LTC.UN			1,600	39,440	0.01
477839104	JOHN Bean Technologies Corp	JBT.UN			3,300	51,843	0.01
501044CA7	Kriger Co 6.80%		6.80	04/01/2011	35,000	36,306	0.01
502079106	LMI Aerospace Inc	LMIA.UW			1,700	29,274	0.01
5129074	Fresenius Medical Care Ag & Co Kgaa	FME.GY			390	21,399	0.01
511637100	Lakeland Bancorp, Inc.	LBAI.UW			5,200	46,644	0.01
4834108	Schneider Electric Sa	SU.FP			514	59,279	0.01
4834777	Vivendi Sa	VIV.FP			2,513	60,404	0.01
48282T104	Kadant, Inc.	KAI.UN			1,200	23,388	0.01
4813345	Skandinaviska Enskilda Banken -a Shares	SEBA.SS			3,096	21,309	0.01
480838101	JOS A Bank Clothiers, Inc.	JOSB.UW			600	35,208	0.01
481130102	Journal Communications Inc	JRN.UN			5,400	25,704	0.01
488152208	Kelly Services, Inc.	KELYA.U			1,800	26,640	0.01
50060P106	Koppers Holdings Inc	KOP.UN			1,100	27,324	0.01
497498105	Kirkland's, Inc.	KIRK.UQ			2,400	40,464	0.01
537008104	Littelfuse, Inc.	LFUS.UW			1,100	39,171	0.01
533535100	Lincoln Educatinal Services	LINC.UQ			2,900	61,161	0.01
534187AU3	Lincoln National Corp 6.05%		6.05	04/20/2067	40,000	33,852	0.01
5252M0FD4	Lehman Brothers Holdings 6.875% Defaulted		6.87	05/02/2018	100,000	21,750	0.01
5252602	Koninklijke Ahold Nv	AH.NA			2,434	31,243	0.01
5294121	Muenchener Rueckversicherungs Ag	MUV2.GY			400	55,410	0.01
5226038	Sampo Insurance Co. -"a" Free	SAMAS.F			856	20,916	0.01
5505072	PPR	PP FP			155	20,734	0.01
55306N104	MKS Instruments, Inc.	MKSI.UW			1,900	40,774	0.01
5497168	Volkswagen Ag Pfd	VOW3.GY			321	34,013	0.01
5458314	AKZO Nobel N.v.	AKZA.NA			497	29,278	0.01
5481558	TNT Nv	TNT.NA			756	22,561	0.01
54142L109	Logmein, Inc.	LOGM.UQ			1,300	37,050	0.01
543881106	Loral Space + Communications Ltd	LORL.UW			1,100	52,624	0.01
5579550	Fortum Oyj	FUM1V.F			905	21,051	0.01
5740817	Linde Ag	LIN.GY			329	38,565	0.01
5703661	Svenska Handelbanken-a	SHBA SS			1,150	33,004	0.01
576323109	Mastec, Inc.	MTZ.UN			3,000	31,860	0.01
5756029	Bayerische Motoren Werke Ag	BMW.GY			674	36,284	0.01
57060D108	Marketaxess Holdings Inc.	MKTX.UW			1,700	24,174	0.01
571748AN2	Marsh & Mclennan 5.15%		5.15	09/15/2010	50,000	50,216	0.01
5669354	Repsol Petroleum	REP.SQ			1,548	36,523	0.01
5641567	Carrefour	CA.FP			1,295	59,614	0.01
59018YVV0	Merrill Lynch 4.79%		4.79	08/04/2010	60,000	60,020	0.01
5949368	ASML Holding Nv	ASML.NA			879	28,030	0.01
59156RAU2	Metlife Inc 6.75%		6.75	06/01/2016	50,000	57,486	0.01
58449L100	Medical Action Industries, Inc.	MDCI.UW			3,700	50,690	0.01
58463J304	Medical Properties Trust Inc	MPW.UN			3,100	30,814	0.01
584688105	Medicines Company	MDCO.UW			6,400	58,944	0.01
589331AE7	Merck & Co Inc 5.95		5.95	12/01/2028	30,000	34,826	0.01
589331AM9	Merck & Co Inc 5.75%		5.75	11/15/2036	30,000	33,839	0.01
589331AQ0	Merck & Co 5.85%		5.85	06/30/2039	30,000	35,000	0.01
5978384	Telia Ab	TLSN.SS			4,795	34,702	0.01
603158106	Minerals Technologies, Inc.	MTX.UN			600	31,302	0.01
609839105	Monolithic Pwr Sys Inc	MPWR.UW			2,300	40,526	0.01
610236101	Monro Muffler, Inc.	MNRO.UW			800	32,832	0.01
6087289	Telestra Corporation Ltd	TLS.AU			8,877	25,860	0.01
6097017	CLP Holdings, Ltd.	2 HK			4,000	29,533	0.01
6129277	NTT Docomo Inc	9437.JT			31	49,337	0.01
6132101	Bridgestone Corp.	5108.JT			1,300	23,278	0.01
5956078	Koninklijke Kpn Nv	KPN.NA			3,406	47,404	0.01
6183552	Central Japan Railway Company	9022.JT			3	24,446	0.01
6185495	CSL Ltd/australia	CSL.AU			1,232	36,937	0.01
6190273	Cheung Kong Holdings	1.HK			3,000	36,247	0.01
6214861	Origin Energy Ltd	ORG.AU			1,783	24,906	0.01
6175203	DBS Group Holding Ltd	DBS.SP			4,000	42,359	0.01
6220103	RIO Tinto Limited Formerly Known As Cra Limited	RIO.AU			888	56,726	0.01
6195609	Chubu Electric Power Co Inc	9502.JT			1,400	34,710	0.01
629445206	NVE Corp	NVEC.UR			1,200	51,564	0.01
628778102	NBT Bancorp, Inc.	NBTB.UW			1,300	28,704	0.01
62886K104	NCI Inc - Class A	NCIT.UW			1,200	28,272	0.01
6307200	Eisai Co Ltd	4523.JT			600	20,473	0.01
6267359	HONG Kong Exchanges And Clearing Ltd	388.HK			2,000	32,881	0.01
624756102	Mueller Industries, Inc.	MLI.UN			1,500	37,080	0.01
6248990	KDDI Corp	9433.JT			6	29,203	0.01
6349268	Foster's Group Limited	FGL.AU			3,936	20,511	0.01
6298542	EAST Japan Railway Co	9020.JT			700	45,130	0.01
6356525	Fujifilm Holdings Corp	4901.JT			1,000	31,252	0.01
6356934	Fanuc, Ltd.	6954.JT			400	47,271	0.01
6356945	Fujitsu Ltd	6702.JT			4,000	28,474	0.01
63633D104	National Health Investors, Inc.	NHI.UN			800	30,120	0.01
64111Q104	Netgear, Inc.	NTGR.UW			2,500	60,000	0.01
6436557	HONG Kong & China Gas	3.HK			9,900	24,726	0.01
6441506	HOYA Corp	7741.JT			900	21,418	0.01
6448068	Hutchison Whampoa	13.HK			4,000	26,418	0.01
6408374	HANG Seng Bank	11.HK			1,600	22,164	0.01
6429104	Hitachi Ltd	6501.JT			10,000	40,743	0.01
682129101	Omnova Solutions, Inc.	OMN.UN			7,800	60,840	0.01
6859927	SUN Hung Kai Properties Ltd	16.HK			3,000	44,068	0.01
6895448	Tokyo Gas Co., Ltd.	9531.JT			5,000	22,744	0.01
6895675	Tokyo Electron Ltd	8035.JT			400	21,483	0.01
6897217	Toshiba Corp	6502.JT			8,000	41,854	0.01
683757108	Opnet Technologies, Inc.	OPNT.UW			1,900	28,956	0.01
683797104	Oppenheimer Holdings Inc	OPY.UN			1,200	34,356	0.01
6858946	Sumitomo Corp	8053.JT			2,400	25,501	0.01
6985383	Astellas Pharma Inc	4503.JT			900	30,533	0.01
69351T106	PPL Corp.	PPL.UN			1,500	40,935	0.01
6948836	Wesfarmers Ltd	WES.AU			2,049	57,632	0.01
690732102	Owens & Minor, Inc.	OMI.UN			800	21,752	0.01
6916781	United Overseas Bank Ltd	UOB.SP			3,000	43,815	0.01
69329Y104	PDL Biopharma Inc	PDLI.UW			5,800	36,076	0.01
691497309	Oxford Industries, Inc.	OXM.UN			1,200	26,880	0.01
68618W100	Oriental Financial Group	OFG.UN			1,600	22,656	0.01
6800602	Sharp Corp	6753.JT			2,000	21,923	0.01
6804585	Shin-etsu Chemical Co.	4063.JT			800	39,863	0.01
66987M604	Novatel Wireless Inc	NVTL.UW			5,300	35,510	0.01
66704R100	Northstar Realty Finance Corp	NRF.UN			9,000	30,870	0.01
6709958	AMP Limited	AMP.AU			4,497	21,563	0.01
6715740	QBE Insurance Group Ltd	QBE.AU			2,049	30,957	0.01
6770620	Softbank Corp	9984.JT			1,600	47,873	0.01
6776703	Santos Ltd	STO.AU			1,732	20,840	0.01
67423R108	Obagi Medical Products Inc	OMPI.UW			3,400	39,508	0.01
675234108	Oceanfirst Financial Corp.	OCFC.UW			2,500	31,650	0.01
6597302	Mitsui & Co Ltd	8031.JT			4,000	51,299	0.01
6597045	Mitsubishi Electronics Cp	6503.JT			4,000	34,863	0.01
6597067	Mitsubishi Heavy Inds Limited	7011.JT			6,000	22,501	0.01
6637101	Newcrest Mining	NCM.AU			989	29,267	0.01
6639550	Nintendo Co Ltd	7974.JO			200	55,929	0.01
6640381	Denso Corp	6902.JT			1,000	28,671	0.01
6572707	Panasonic Corp	6752.JT			4,000	52,873	0.01
6585084	Suncorp-metway Limited	SUN.AU			2,804	21,233	0.01
6591014	Mizuho Financial Group Inc	8411.JT			27,000	44,065	0.01
6596729	Mitsubishi Estate Co Ltd	8802.JT			2,000	28,196	0.01
6596785	Mitsubishi Corp	8058.JT			2,800	60,573	0.01
6597603	Mitsui Fudosan Co Ltd	8801.JT			2,000	29,631	0.01
6642569	Nippon Steel	5401.JT			11,000	37,560	0.01
6641373	Nippon Telegraph & Telephone Corp	9432.JT			1,100	45,709	0.01
6642860	Nissan Motor Co Ltd	7201.JT			5,100	39,197	0.01
6643108	Nomura Holdings, Inc.	8604.JT			7,300	40,642	0.01
6493745	Kirin Brewery Company Limited	2503.JT			2,000	26,715	0.01
651824104	Newport Corp.	NEWP.UW			3,500	44,555	0.01
6513126	Tokio Marine Holdings Inc	8766.JT			1,500	41,079	0.01
650203102	Newalliance Bancshares Inc	NAL.UN			3,300	40,161	0.01
6536112	BOC Hong Kong Holdings Ltd	2388.HK			9,500	24,388	0.01
65334HAG7	Nexen Inc 6.4%		6.40	05/15/2037	25,000	27,324	0.01
6543792	JFE Holdings Inc	5411.JT			1,000	30,962	0.01
655663102	Nordson Corp	NDSN.UW			900	56,745	0.01
65473QAQ6	Nisource Finance Corp 5.2500%		5.25	09/15/2017	55,000	57,514	0.01
654086107	Nicor, Inc.	GAS.UN			600	26,274	0.01
646025106	NEW Jersey Resources Corp.	NJR.UN			800	29,864	0.01
6490995	Keyence Corp	6861.JT			100	23,034	0.01
6496584	Komatsu Limited	6301.JT			2,000	42,039	0.01
6499260	Kyocera Corp	6971.JT			300	26,772	0.01
6467803	Itochu Corp	8001.JT			3,000	23,404	0.01
6474535	Japan Tobacco Inc	2914.JT			9	28,960	0.01
6483489	Kansai Electric Power Co Inc/the	9503.JT			1,600	38,780	0.01
6483809	KAO Corp.	4452.JT			1,000	23,659	0.01
981811102	Worthington Inds	WOR.UN			3,500	50,155	0.01
983024AE0	Wyeth 5.5		5.50	02/01/2014	35,000	39,602	0.01
974637100	Winnebago Industries	WGO.UN			4,600	48,070	0.01
98389BAK6	XCEL Energy Inc 5.613%		5.61	04/01/2017	36,000	39,790	0.01
987520103	Young Innovations, Inc.	YDNT.UW			1,900	50,730	0.01
943315101	Wausau Paper Corp	WPP.UN			4,200	28,686	0.01
93317Q105	Walter Energy, Inc.	WLT.UN			500	35,650	0.01
93317W102	Walter Investment Management Corp Com	WAC.UA			1,600	27,632	0.01
950810101	Wesbanco, Inc.	WSBC.UW			3,100	53,785	0.01
955306105	WEST Pharmaceutical Services, Inc.	WST.UN			600	21,804	0.01
959053AD1	Western Oil Sand 8.375		8.37	05/01/2012	55,000	60,941	0.01
913456109	Universal Corp. - Richmond Va	UVV.UN			1,000	44,350	0.01
913543104	Universal Forest Products, Inc.	UFPI.UW			1,300	40,261	0.01
913915104	Universal Technical Institute, Inc.	UTI.UN			2,400	48,888	0.01
925815102	Vicor Corp.	VICR.UW			1,500	23,610	0.01
92342Y109	Verifone Systems Inc	PAY.UN			1,900	41,572	0.01
750236101	Radian Group, Inc.	RDN.UN			3,300	28,380	0.01
751452202	Ramco-gershenson Properties	RPT.UN			5,100	58,650	0.01
7538515	Tenaris Sa	TEN.IM			1,039	20,756	0.01
754212108	Raven Industries, Inc.	RAVN.UW			1,100	38,533	0.01
749660106	RPC, Inc.	RES.UN			2,900	48,372	0.01
747619104	Quanex Building Products Corp	NX.UN			2,800	49,252	0.01
743815102	Providence Service Corp. (the)	PRSC.UW			2,700	38,880	0.01
744499AP9	Public Service Co Of New Mexico 7.9500%		7.95	05/15/2018	55,000	58,400	0.01
740884101	Presidential Life Corp.	PLFE.UW			4,700	46,107	0.01
776696106	Roper Industries, Inc.	ROP.UN			500	31,250	0.01
781182100	RUBY Tuesday Inc	RT.UN			3,800	38,836	0.01
78401V102	SCBT Financial Corp.	SCBT.UW			1,500	48,345	0.01
76120W302	Resource Capital Corp	RSO.UN			8,100	49,410	0.01
761713AT3	Reynolds American Inc 7.25%		7.25	06/15/2037	35,000	36,440	0.01
760943100	Res-care, Inc.	RSCR.UW			2,100	20,622	0.01
76009N100	Rent-a-center, Inc.	RCII.UW			2,300	50,577	0.01
760281204	Republic Bancorp, Inc. - Ky	RBCAA.U			1,100	27,258	0.01
758075402	Redwood Trust, Inc.	RWT.UN			3,600	56,340	0.01
7634394	Telecom Italia Spa	TIT.IM			21,307	27,142	0.01
739128106	Powell Industries, Inc.	POWL.UW			1,100	36,146	0.01
7380482	Compagnie De Saint-gobain	SGO FP			801	34,097	0.01
731068102	Polaris Industries Inc	PII.UN			800	47,760	0.01
7212477	Essilor International	EI.FP			409	25,583	0.01
7189816	Swiss Re - Reg	RUKN.VX			704	32,426	0.01
71902E109	Phoenix Cos Inc New Com	PNX.UN			10,300	24,720	0.01
724078100	Piper Jaffray Cos	PJC.UN			1,300	40,547	0.01
7262610	Credit Agricole Sa	ACA.FP			2,059	28,200	0.01
7133608	Statoilhydro Asa	STL.NO			2,356	47,621	0.01
7110753	Holcim Ltd B	HOLN.VX			500	33,407	0.01
7111314	Industria De Diseno Tectil S.a (inditex)	ITX.SQ			445	29,430	0.01
698813102	PAPA John's International, Inc.	PZZA.UW			1,800	45,594	0.01
6979728	Woodside Petroleum Limited	WPL.AU			1,114	41,926	0.01
6981239	Woolworths Limited	WOW.AU			2,605	60,780	0.01
70159Q104	Parkway Properties, Inc. - Md	PKY.UN			3,200	53,472	0.01
7021963	Deutsche Boerse Ag	DB1.GY			398	27,862	0.01
7076242	Unibail-rodamco Se	UL.FP			184	36,303	0.01
699173209	Parametric Technology Corporation	PMTC.UW			1,200	21,528	0.01
700416209	PARK Electrochemical Corp.	PKE.UN			2,000	54,880	0.01
808194104	Schulman A Inc	SHLM.UW			2,700	52,893	0.01
804395101	SAUL Centers Inc	BFS.UN			700	29,610	0.01
7792559	Heineken Nv	HEIA.NA			499	22,584	0.01
79546E104	Sally Beauty Co Inc.	SBH.UN			6,300	59,598	0.01
830566105	Skechers Usa Inc. Class A	SKX.UN			1,400	51,926	0.01
83413U100	Solar Capital Ltd	SLRC.UQ			1,400	28,868	0.01
87162W100	Synnex Corp	SNX.UN			800	21,112	0.01
864159108	Sturm Ruger & Co Inc	RGR.UN			1,800	25,200	0.01
866942105	SUN Hydraulics Corp	SNHY.UW			1,200	30,948	0.01
867892101	Sunstone Hotel Investors Inc.	SHO.UN			3,000	30,960	0.01
867914103	Suntrust Banks, Inc.	STI.UN			2,300	59,685	0.01
868168105	Superior Industries International	SUP.UN			1,700	24,463	0.01
84470P109	Southside Bancshares, Inc.	SBSI.UW			1,470	27,871	0.01
844895102	Southwest Gas Corp.	SWX.UN			1,900	61,123	0.01
847220209	Spartech Corp.	SEH.UN			4,900	51,254	0.01
860372101	Stewart Information Services Corp.	STC.UN			4,200	41,958	0.01
86074Q102	Stillwater Mining Co.	SWC.UN			1,500	20,655	0.01
858586100	Stepan Co.	SCL.UN			600	39,606	0.01
89784N104	TRUE Religion Apparel Inc	TRLG.UW			1,800	44,244	0.01
89785X101	Trueblue Inc	TBI.UN			2,200	28,314	0.01
898349105	Trustco Bank Corp. Ny	TRST.UW			5,200	30,264	0.01
89674K103	Triquint Semiconductor, Inc.	TQNT.UW			4,500	31,185	0.01
895953AD9	Tricon Glbl 8.875%		8.87	04/15/2011	35,000	36,823	0.01
911268100	United Online, Inc.	UNTD.UW			5,500	34,760	0.01
90337L108	US Physical Therapy, Inc.	USPH.UW			1,200	21,828	0.01
911684AD0	US Cellular 6.7		6.70	12/15/2033	50,000	50,724	0.01
912810QE1	US Treasury Bonds 4.625%		4.62	02/15/2040	45,000	50,041	0.01
879360105	Teledyne Technologies, Inc.	TDY.UN			1,000	41,030	0.01
879403AU7	Telefonos De Mexico Sab 5.5% Ser144a		5.50	11/15/2019	40,000	43,140	0.01
87244T109	TICC Capital Coporation	TICC.UW			3,000	26,310	0.01
88283LHT6	Texas State Transn Commn Rev 5.028%		5.02	04/01/2026	50,000	50,087	0.01
88076W103	Terdata Corporation	TDC.UN			1,400	44,520	0.01
887100105	Timberland Co	TBL.UN			1,300	22,906	0.01
88162G103	Tetra Tech, Inc.	TTEK.UW			600	12,582	0.00
88224Q107	Texas Capital Bancshares Inc	TCBI.UW			300	5,007	0.00
88338T104	Theravance	THRX.UQ			900	13,329	0.00
878895200	Tecumseh Products Co.	TECUA.U			300	3,882	0.00
879101103	Tekelec	TKLC.UW			400	5,656	0.00
87424N104	Taleo Corp - Class A	TLEO.UQ			600	14,760	0.00
904708104	Unifirst Corp. - Ma	UNF.UN			100	4,396	0.00
909205106	Unisource Energy Corp.	UNS.UN			300	9,684	0.00
896215209	Trimas Corp	TRS.UQ			600	7,164	0.00
89421Q106	Travelzoo Inc	TZOO.UW			1,100	17,116	0.00
85571B105	Starwood Property Trust, Inc.	STWD.UN			800	14,208	0.00
855716106	State Bancorp Inc	STBC.UQ			1,300	12,454	0.00
852312305	Staar Surgical Co.	STAA.UQ			1,500	9,060	0.00
864739107	Suffolk Bancorp	SUBK.UW			400	10,844	0.00
866933401	SUN Healthcare Group Inc	SUNH.UW			1,500	12,420	0.00
87162T206	Synta Pharmaceuticals Corp	SNTA.UQ			3,400	10,914	0.00
86358R7N1	ARC 2002-bc7 M2 Fltr		1.67	10/25/2032	21,391	1,420	0.00
868733106	Surewest Communications	SURW.UQ			700	4,767	0.00
83545G102	Sonic Automotive, Inc.	SAH.UN			1,800	17,802	0.00
83169Y108	Smart Balance Inc	SMBL.UQ			3,600	13,752	0.00
816851AF6	Sempra Energy 6		6.00	02/01/2013	15,000	16,384	0.00
824889109	SHOE Carnival, Inc.	SCVL.UW			500	10,525	0.00
827048109	Silgan Holdings, Inc.	SLGN.UW			200	5,684	0.00
78463B101	S1 Corp.	SONE.UQ			2,200	12,914	0.00
78503N107	SWS Group, Inc.	SWS.UN			1,800	15,696	0.00
802817304	Santarus Inc	SNTS.UQ			4,200	10,458	0.00
80862K104	Sciclone Pharmaceuticals, Inc.	SCLN.UQ			2,200	7,590	0.00
811699107	Seachange International, Inc.	SEAC.UQ			2,000	17,920	0.00
7097328	Groupe Bruxelles Lambert Sa	GBLB.BB			165	12,824	0.00
709789101	Peoples Bancorp Inc/oh	PEBO.UW			300	5,175	0.00
7101069	Porsche Ag	PAH3.GY			179	9,055	0.00
7042395	Eurazeo	RF.FP			58	3,695	0.00
7062713	Sodexho Alliance Sa	SW FP			192	12,096	0.00
6981488	Wheelock & Company Ltd	20.HK			2,000	6,231	0.00
7110720	Adecco Sa	ADEN.VX			251	12,795	0.00
7103526	Peugeot Sa	UG.FP			311	9,228	0.00
7107250	OPAP Sa	OPAP.GA			511	7,558	0.00
7107551	Fraport Ag	FRA.GY			75	3,891	0.00
7124594	Baloise Holding -r	BALN.VX			102	8,171	0.00
7128541	Banca Monte Dei Paschi Di Sien	BMPS.IM			4,486	5,899	0.00
7136663	JC Decaux Sa	DEC.FP			136	3,493	0.00
713831105	Pericom Semiconductor Corp.	PSEM.UW			900	8,226	0.00
7142091	Skanska Ab	SKAB SS			815	13,783	0.00
7266139	AGEAS	AGS.BB			4,543	12,509	0.00
7268298	Public Power Corp	PPC.GA			237	3,771	0.00
7251470	SNAM Rete Gas Spa	SRG.IM			3,063	14,380	0.00
723443107	Pinnacle Airlines Corp.	PNCL.UW			1,100	6,105	0.00
7156036	Sonova Holding Ag	SOON.VX			95	11,527	0.00
7156832	Straumann Holding Ag	STMN.SE			16	3,507	0.00
7147610	DEXIA	DEXB.BB			1,131	5,545	0.00
7184725	THE Swatch Group Ag-b	UHR.VX			63	19,510	0.00
7184736	Swatch Group Ag	UHRN.SE			89	5,002	0.00
7277528	Banca Carige Spa	CRG.IM			1,320	2,969	0.00
7332687	ALFA Laval Ab	ALFA.SS			701	10,865	0.00
7333378	Lonza Group Ag-reg	LONN.VX			93	7,223	0.00
736508847	Portland General Electric Co	POR.UN			400	7,640	0.00
7383072	Enagas	ENG.SQ			366	6,754	0.00
7385722	Nobel Biocare Holding Ag	NOBN.VX			254	4,277	0.00
73941U102	Pozen, Inc.	POZN.UQ			1,100	8,778	0.00
7634402	Telecom Italia Spa	TITR.IM			12,304	12,787	0.00
7667163	Atlantia Spa	ATL.IM			552	10,812	0.00
766721104	Rimage Corp	RIMG.UW			500	8,440	0.00
7622225