10/31/2008 Total Investments By Asset Type
Security Name	Shares	Book Value	Market Value	Type
ABBEY NAT'L TREASURY	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
AMERICAN EXPRESS BK	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
AMERICAN HONDA FIN CORP MTN	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
ANGLESEA FDG PLC & ANG	22,000,000	21,992,723	21,992,723	CASH EQUIVALENTS
APRECO  LLC	37,140,000	37,078,728	37,078,728	CASH EQUIVALENTS
BANK SCOTLAND PLC	40,000,000	39,886,194	39,886,194	CASH EQUIVALENTS
BANKAMERICA CORP	45,000,000	44,922,014	44,922,014	CASH EQUIVALENTS
BB + T BRH BKG + TR CO GLOBAL	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
BEAR STEARNS COS INC MTN	20,000,000	19,980,006	19,980,006	CASH EQUIVALENTS
BGI INSTITUTIONAL MMF	60,000,000	60,000,000	60,000,000	CASH EQUIVALENTS
BNP PARIBAS FIN INC	40,000,000	39,913,110	39,913,110	CASH EQUIVALENTS
CAFCO LLC	35,000,000	34,910,556	34,910,556	CASH EQUIVALENTS
CALYON NORTH AMERICA I	25,000,000	24,948,729	24,948,729	CASH EQUIVALENTS
CIESCO LLC	40,000,000	39,920,000	39,920,000	CASH EQUIVALENTS
COCA-COLA COMPANY	30,000,000	29,938,667	29,938,667	CASH EQUIVALENTS
COOPERATIVE CTLE RFF-B	30,000,000	29,993,500	29,993,500	CASH EQUIVALENTS
CRC FUNDING LLC	24,581,000	24,564,613	24,564,613	CASH EQUIVALENTS
DANSKE CORP.	42,484,000	42,330,287	42,330,287	CASH EQUIVALENTS
EBURY FINANCE LTD	20,000,000	19,985,500	19,985,500	CASH EQUIVALENTS
ENTERPRISE FDG CO LLC	25,000,000	24,952,778	24,952,778	CASH EQUIVALENTS
FALCON ASSET SC CO LLC	40,000,000	39,861,611	39,861,611	CASH EQUIVALENTS
FEDERAL HOME LN BK CONS DSC NT	80,000,000	79,392,458	79,392,458	CASH EQUIVALENTS
FEDERAL HOME LN BK	50,000,000	49,930,556	49,930,556	CASH EQUIVALENTS
FEDERAL HOME LN BKS	125,000,000	124,998,002	124,998,002	CASH EQUIVALENTS
FEDERAL HOME LN MTG DISC NTS	50,000,000	49,428,625	49,428,625	CASH EQUIVALENTS
FEDERAL HOME LOAN BANK	25,000,000	25,000,000	25,000,000	CASH EQUIVALENTS
FEDERAL HOME LOAN BANKS	25,000,000	25,000,000	25,000,000	CASH EQUIVALENTS
FEDERAL NATL MTG ASSN DISC NTS	160,000,000	158,390,469	158,390,470	CASH EQUIVALENTS
FEDERAL NATL MTG ASSN	65,000,000	64,845,122	64,845,122	CASH EQUIVALENTS
FIDELITY INSTL MONEY MARKET	90,000,000	90,000,000	90,000,000	CASH EQUIVALENTS
FREDDIE MAC	47,500,000	47,486,274	47,486,274	CASH EQUIVALENTS
GENERAL ELEC CAPT CO	15,000,000	14,951,000	14,951,000	CASH EQUIVALENTS
GENERAL ELECTRIC CO	25,000,000	24,955,278	24,955,278	CASH EQUIVALENTS
GOLDEN FUNDING CORP	40,000,000	39,889,000	39,889,000	CASH EQUIVALENTS
GOTHAM FDG CORP	40,000,000	39,935,889	39,935,889	CASH EQUIVALENTS
ING BK NV LONDON BRH	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
JP MORGAN CHASE + CO	25,000,000	24,982,153	24,982,153	CASH EQUIVALENTS
JUPITER SECT CO LLC	35,000,000	34,956,944	34,956,944	CASH EQUIVALENTS
LLOYDS BANK PLC	25,000,000	24,861,667	24,861,667	CASH EQUIVALENTS
MARKET ST FNDG CORP	40,000,000	39,921,354	39,921,354	CASH EQUIVALENTS
MITSUBISHI INT'L CO	5,000,000	4,992,361	4,992,361	CASH EQUIVALENTS
NEPTUNE FDG CORP	42,000,000	41,861,499	41,861,499	CASH EQUIVALENTS
PERRY GLOBAL FDG LTD	35,000,000	34,837,681	34,837,681	CASH EQUIVALENTS
PROCTER + GAMBLE CO	45,000,000	44,938,892	44,938,892	CASH EQUIVALENTS
RANGER FUNDING CO. LLC	15,000,000	14,970,750	14,970,750	CASH EQUIVALENTS
ROYAL BK OF SCOTLAND	35,000,000	34,957,347	34,957,347	CASH EQUIVALENTS
SOCIETE GEN NO AMER	40,000,000	39,848,444	39,848,444	CASH EQUIVALENTS
STATE STR INSTL LIQUID RESVS	64,000,000	64,000,000	64,000,000	CASH EQUIVALENTS
STATE STREET BANK + TRUST CO	41,943,062	41,943,062	41,943,062	CASH EQUIVALENTS
SVENSKA HANDLSBN S	25,000,000	24,933,556	24,933,556	CASH EQUIVALENTS
TICONDEROGA & TICOND	35,000,000	34,922,222	34,922,222	CASH EQUIVALENTS
TORONTO DOMIN HOLDING	40,000,000	39,884,022	39,884,022	CASH EQUIVALENTS
US BANK SWEEP REPO	8,636,948	8,636,948	8,636,948	CASH EQUIVALENTS
VICTORY RECEIVABLES	30,000,000	29,929,792	29,929,792	CASH EQUIVALENTS
WELLS FARGO & CO	25,000,000	24,964,028	24,964,028	CASH EQUIVALENTS
WINDMILL FUNDING COR	30,000,000	29,970,000	29,970,000	CASH EQUIVALENTS
YORKTOWN CAPITAL LL	30,000,000	29,898,750	29,898,750	CASH EQUIVALENTS
CASH EQUIVALENTS Total	2,285,285,009	2,279,593,159	2,279,593,159	CASH EQUIVALENTS
AA / FT WORTH HQ FIN TR	11,442,001	11,442,001	11,238,791	DOMESTIC BONDS
ABBOTT LABS	10,000,000	9,996,882	9,998,637	DOMESTIC BONDS
ACE INA HLDG INC	5,000,000	5,009,497	4,159,948	DOMESTIC BONDS
AERO 1 HQ FIN TR	15,000,000	15,000,000	13,745,700	DOMESTIC BONDS
AES EASTN ENERGY LP	270,154	281,036	283,662	DOMESTIC BONDS
ALLSTATE LIFE GBL FDG SECD	6,125,000	6,065,027	5,575,896	DOMESTIC BONDS
AMB PPTY L P MEDIUM TERM NTS	1,200,000	1,163,598	1,048,670	DOMESTIC BONDS
AMERICA WEST AIRLS TR	6,181,970	6,181,970	5,568,795	DOMESTIC BONDS
AMERICAN EXPRESS BK	10,000,000	9,978,283	7,046,937	DOMESTIC BONDS
AMERICAN EXPRESS CENTURION BK	2,000,000	1,987,439	1,925,272	DOMESTIC BONDS
AMERICAN EXPRESS CO	8,580,000	8,418,959	6,307,339	DOMESTIC BONDS
AMERICAN EXPRESS CR CORP	7,210,000	7,158,954	6,312,099	DOMESTIC BONDS
AMERICAN GEN FIN CORP MTN	30,125,000	29,661,631	14,766,052	DOMESTIC BONDS
AMERICAN GEN FIN CORP	105,000	53,861	39,900	DOMESTIC BONDS
AMERICAN PRESIDENT COS LTD	5,000,000	4,796,325	3,850,000	DOMESTIC BONDS
ANHEUSER BUSCH COS INC	5,000,000	5,015,873	3,999,738	DOMESTIC BONDS
AOL TIME WARNER INC	11,000,000	11,110,954	10,112,651	DOMESTIC BONDS
ARIA CDO II JERSEY NO 1 LTD	35,000,000	35,000,000	19,250,000	DOMESTIC BONDS
AT+T BROADBAND CORP	460,000	480,801	443,717	DOMESTIC BONDS
B J SERVICES	17,000,000	16,988,467	16,514,094	DOMESTIC BONDS
BANC AMER COML MTG INC COML	30,000,000	30,097,824	26,133,282	DOMESTIC BONDS
BANC AMER COML MTG INC	2,250,000	2,054,378	1,758,087	DOMESTIC BONDS
BANC AMER COML MTG TR 2007 2	20,000,000	20,070,962	17,325,882	DOMESTIC BONDS
BANC AMER COML MTG TR	89,925,822	89,191,192	78,926,996	DOMESTIC BONDS
BANK AMER CORP	15,000,000	14,962,147	14,382,149	DOMESTIC BONDS
BARCLAYS BK PLC	1,950,000	1,532,388	1,490,508	DOMESTIC BONDS
BB+T CORP	1,850,000	1,443,272	1,426,190	DOMESTIC BONDS
BEAR STEARNS COML MTG SECS TR	13,162,248	13,181,510	12,359,501	DOMESTIC BONDS
BELLSOUTH CORP	5,000,000	4,993,842	4,605,759	DOMESTIC BONDS
BELLSOUTH TELECOMM  INC	18,317,950	19,429,713	17,442,013	DOMESTIC BONDS
BISHOPSGATE CDO LTD	35,000,000	35,000,000	28,000,000	DOMESTIC BONDS
BORGER ENERGY ASSOCS L P CORP	1,195,884	1,130,322	1,076,295	DOMESTIC BONDS
BRITISH TELECOMMUNICATIONS PLC	1,905,000	1,689,742	1,546,105	DOMESTIC BONDS
BUNGE NA FINANCE LP	5,000,000	4,995,218	3,125,000	DOMESTIC BONDS
BURLINGTON NORTHN SANTA FE RY	14,745,028	14,745,028	14,260,244	DOMESTIC BONDS
CANADIAN NATL RY CO	9,650,000	9,615,119	8,223,056	DOMESTIC BONDS
CANADIAN PAC LTD	5,000,000	5,104,926	4,678,392	DOMESTIC BONDS
CAPITAL ONE FINL CORP	15,000,000	14,977,009	12,989,573	DOMESTIC BONDS
CD MTG TR	3,400,000	2,831,841	2,645,388	DOMESTIC BONDS
CD	2,050,000	1,748,342	1,502,690	DOMESTIC BONDS
CHICAGO + NORTH WESTERN RY	4,526,307	4,660,139	4,778,388	DOMESTIC BONDS
CHRYSLER	3,000,000	1,155,914	1,530,000	DOMESTIC BONDS
CIT GROUP EQUIP FING INC	14,598,100	14,598,100	9,072,775	DOMESTIC BONDS
CIT GROUP INC MEDIUM TERM	140,000	73,708	73,500	DOMESTIC BONDS
CIT GROUP INC REORGANIZED AS	105,000	62,556	63,000	DOMESTIC BONDS
CIT GROUP INC	13,110,000	11,355,569	7,584,000	DOMESTIC BONDS
CITIBANK CR CARD ISSUANCE TR	1,135,000	908,954	825,156	DOMESTIC BONDS
CITIGROUP COML MTG TR	1,350,000	1,182,206	1,024,855	DOMESTIC BONDS
CITIGROUP INC	26,240,000	26,078,106	24,988,682	DOMESTIC BONDS
COBALT CMBS COML MTG TR	2,710,000	2,554,319	2,415,469	DOMESTIC BONDS
COMCAST CORP NEW	10,450,000	10,415,931	9,990,618	DOMESTIC BONDS
COMCAST CORP	5,000,000	5,414,514	4,162,945	DOMESTIC BONDS
COMM 2003 LNB 1	1,787,571	1,627,076	1,567,821	DOMESTIC BONDS
COMM 2006 C7 MTG TR	1,650,000	1,504,642	1,322,471	DOMESTIC BONDS
COMM MTG TR	12,323,478	12,329,413	11,969,878	DOMESTIC BONDS
COMMERCIAL MTG TR	5,785,000	5,230,642	4,803,334	DOMESTIC BONDS
CONOCOPHILLIPS CDA FDG CO I	9,250,000	9,249,412	8,239,573	DOMESTIC BONDS
CONTINENTAL AIRLS PASS THRU TR	11,175,318	11,175,318	9,163,760	DOMESTIC BONDS
CONTINENTAL AIRLS	6,265,000	5,950,307	5,347,925	DOMESTIC BONDS
CORPORATE PPTY INVS	15,000,000	15,028,902	12,547,271	DOMESTIC BONDS
CREDIT SUISSE COML MTG TR	1,000,000	941,769	876,409	DOMESTIC BONDS
CREDIT SUISSE FIRST BOSTON USA	15,000,000	15,513,287	14,775,273	DOMESTIC BONDS
CREDIT SUISSE N Y	2,200,000	1,768,954	1,678,376	DOMESTIC BONDS
CREDIT SUISSE	1,200,000	909,680	877,753	DOMESTIC BONDS
CRP	1,460,774	1,460,774	1,460,774	DOMESTIC BONDS
CSX CORP	30,000,000	30,097,307	26,890,914	DOMESTIC BONDS
CVS CAREMARK CORP	9,000,000	8,715,640	7,266,362	DOMESTIC BONDS
CWHEQ HOME EQUITY LN TR	935,000	366,054	405,152	DOMESTIC BONDS
CYPRESSTREE SYNTHETIC CDO LTD	40,000,000	40,000,000	26,000,000	DOMESTIC BONDS
DEER PARK REFINING L P	1,108,200	1,107,908	1,113,625	DOMESTIC BONDS
DELTA AIR LINES INC DEL PASS T	799,106	486,125	535,401	DOMESTIC BONDS
DETROIT EDISON CO	5,000,000	4,972,610	4,768,097	DOMESTIC BONDS
DEUTSCHE BK FINL LLC MTN	1,785,000	1,507,938	1,460,861	DOMESTIC BONDS
DEUTSCHE TELEKOM INTL FIN B V	575,000	511,574	473,686	DOMESTIC BONDS
DEUTSCHE TELEKOM INTL FIN BV	625,000	587,163	528,418	DOMESTIC BONDS
DONNELLEY R R + SONS CO	15,000,000	14,430,822	11,246,529	DOMESTIC BONDS
DOT HEADQUARTERS II LEASE MTG	50,000,000	50,000,000	44,192,500	DOMESTIC BONDS
DUN + BRADSTREET CORP DEL NEW	15,000,000	15,000,519	14,271,945	DOMESTIC BONDS
EASTERN ENERGY LTD	15,000,000	14,891,006	17,779,715	DOMESTIC BONDS
EDERAL FARM CR BKS	20,000,000	19,762,068	19,568,296	DOMESTIC BONDS
EL PASO NAT GAS CO	5,000,000	5,153,618	4,222,320	DOMESTIC BONDS
ENSCO OFFSHORE CO	7,500,395	7,500,395	8,099,452	DOMESTIC BONDS
ENTERGY AR INC	75,000	62,374	61,736	DOMESTIC BONDS
ENTERGY ARK INC	15,000,000	14,955,315	14,894,573	DOMESTIC BONDS
ENTERGY LA LLC	140,000	135,104	129,340	DOMESTIC BONDS
ERAC USA FIN CO	2,575,000	2,045,312	2,101,629	DOMESTIC BONDS
FARMER MAC GTD NTS TR	15,000,000	14,792,888	15,516,128	DOMESTIC BONDS
FED HM LN PC POOL B13150	26,131,897	26,131,897	24,472,607	DOMESTIC BONDS
FED HM LN PC POOL C01523	12,596,259	12,506,685	11,966,212	DOMESTIC BONDS
FED HM LN PC POOL C90973	34,452,899	34,191,251	34,541,673	DOMESTIC BONDS
FED HM LN PC POOL E00540	547,366	546,600	553,387	DOMESTIC BONDS
FED HM LN PC POOL E00659	1,246,009	1,245,527	1,259,762	DOMESTIC BONDS
FED HM LN PC POOL E01376	24,464,114	24,338,285	23,152,449	DOMESTIC BONDS
FED HM LN PC POOL E01418	23,887,813	23,408,421	22,607,047	DOMESTIC BONDS
FED HM LN PC POOL E01425	23,902,449	23,858,374	22,998,219	DOMESTIC BONDS
FED HM LN PC POOL E99081	23,585,623	23,485,163	22,693,378	DOMESTIC BONDS
FED HM LN PC POOL G02070	38,079,316	37,306,722	37,188,569	DOMESTIC BONDS
FED HM LN PC POOL G03037	44,483,583	44,294,722	43,434,910	DOMESTIC BONDS
FED HM LN PC POOL G03150	14,579,217	14,135,645	14,235,521	DOMESTIC BONDS
FED HM LN PC POOL G03458	44,996,421	45,173,777	43,935,658	DOMESTIC BONDS
FED HM LN PC POOL G03511	13,000,814	13,105,651	12,992,246	DOMESTIC BONDS
FED HM LN PC POOL G04332	14,673,338	13,933,732	13,912,821	DOMESTIC BONDS
FED HM LN PC POOL G04576	34,700,567	35,003,554	34,677,723	DOMESTIC BONDS
FED HM LN PC POOL G08269	24,639,354	24,279,168	24,057,577	DOMESTIC BONDS
FED HM LN PC POOL G10173	27,480	27,478	27,666	DOMESTIC BONDS
FED HM LN PC POOL G10814	1,127,391	1,127,008	1,134,769	DOMESTIC BONDS
FED HM LN PC POOL G11670	22,714,800	22,475,683	21,272,484	DOMESTIC BONDS
FED HM LN PC POOL G11812	33,024,225	32,640,885	32,325,911	DOMESTIC BONDS
FED HM LN PC POOL G11900	28,672,912	28,253,974	28,607,736	DOMESTIC BONDS
FED HM LN PC POOL G11994	32,621,811	32,405,245	32,517,549	DOMESTIC BONDS
FED HM LN PC POOL G12310	6,773,035	6,779,284	6,751,388	DOMESTIC BONDS
FED HM LN PC POOL G12369	26,783,590	26,743,783	26,697,987	DOMESTIC BONDS
FED HM LN PC POOL G13081	9,475,612	9,475,612	9,262,544	DOMESTIC BONDS
FED HM LN PC POOL G18244	9,563,310	9,383,661	9,110,254	DOMESTIC BONDS
FED HM LN PC POOL G30006	259,915	260,361	269,053	DOMESTIC BONDS
FED HM LN PC POOL J08160	9,559,038	9,547,117	9,344,502	DOMESTIC BONDS
FED HOME LN MTG CORP MTN	5,000,000	5,000,000	4,952,771	DOMESTIC BONDS
FEDERAL AGRIC MTG CORP MTN	15,000,000	16,134,527	16,461,309	DOMESTIC BONDS
FEDERAL FARM CR BKS CONS SYSTE	2,000,000	2,007,270	2,032,403	DOMESTIC BONDS
FEDERAL FARM CR BKS CONS	3,000,000	2,941,051	2,920,904	DOMESTIC BONDS
FEDERAL FARM CR BKS	7,000,000	6,836,686	7,016,517	DOMESTIC BONDS
FEDERAL FARM CREDIT BANK	24,000,000	23,991,507	23,057,821	DOMESTIC BONDS
FEDERAL HOME LN BANKS	15,000,000	14,878,716	14,489,897	DOMESTIC BONDS
FEDERAL HOME LN BK CONS DSC NT	6,215,000	6,214,981	6,214,981	DOMESTIC BONDS
FEDERAL HOME LN BK	8,500,000	8,483,740	9,261,781	DOMESTIC BONDS
FEDERAL HOME LN BKS CONS	10,000,000	9,997,578	10,026,136	DOMESTIC BONDS
FEDERAL HOME LN BKS	126,500,000	125,655,208	127,860,258	DOMESTIC BONDS
FEDERAL HOME LN MTG CORP MTN	25,000,000	23,884,079	24,659,348	DOMESTIC BONDS
FEDERAL HOME LN MTG CORP	183,000,000	96,742,818	98,930,917	DOMESTIC BONDS
FEDERAL HOME LN MTG PC GTD	92,398	91,093	98,443	DOMESTIC BONDS
FEDERAL HOME LOAN BANK	13,900,000	13,866,271	14,010,704	DOMESTIC BONDS
FEDERAL HOME LOAN BANKS	10,000,000	10,014,453	10,153,680	DOMESTIC BONDS
FEDERAL HOME LOAN BKS	4,900,000	4,867,380	5,003,850	DOMESTIC BONDS
FEDERAL HOME LOAN MTG CORP	25,000,000	24,995,669	25,449,870	DOMESTIC BONDS
FEDERAL NATL MTG ASSN MTN	10,000,000	9,967,084	10,060,373	DOMESTIC BONDS
FEDERAL NATL MTG ASSN REMIC	183,733	179,464	198,933	DOMESTIC BONDS
FEDERAL NATL MTG ASSN	140,600,000	133,493,993	135,534,925	DOMESTIC BONDS
FEDERAL NATL MTG ASSOC	100,000,000	13,846,938	13,764,700	DOMESTIC BONDS
FIFTH THIRD BANCORP	5,000,000	4,985,744	3,300,000	DOMESTIC BONDS
FIRST CHICAGO CORP	6,000,000	5,985,751	6,077,849	DOMESTIC BONDS
FIRST UN BK N C CHARLOTTE	4,000,000	3,996,322	4,001,208	DOMESTIC BONDS
FLORIDA GAS TRANSMISSION CO	15,750,000	15,712,120	16,005,784	DOMESTIC BONDS
FLORIDA PWR CORP	3,000,000	2,998,022	2,751,690	DOMESTIC BONDS
FNMA POOL 190985	57,234	57,234	58,435	DOMESTIC BONDS
FNMA POOL 254140	4,202,450	4,191,774	4,216,661	DOMESTIC BONDS
FNMA POOL 254233	6,880,498	6,740,392	6,786,032	DOMESTIC BONDS
FNMA POOL 254631	7,274,633	7,249,898	7,174,632	DOMESTIC BONDS
FNMA POOL 256083	31,878,872	31,774,316	31,936,046	DOMESTIC BONDS
FNMA POOL 256600	40,606,368	40,639,543	39,893,902	DOMESTIC BONDS
FNMA POOL 256714	29,909,217	29,771,921	29,384,440	DOMESTIC BONDS
FNMA POOL 256895	11,250,458	11,169,985	11,005,230	DOMESTIC BONDS
FNMA POOL 257160	9,820,635	9,331,710	9,320,191	DOMESTIC BONDS
FNMA POOL 303125	27,762	27,747	27,954	DOMESTIC BONDS
FNMA POOL 303202	761,459	758,041	786,353	DOMESTIC BONDS
FNMA POOL 303365	59,783	59,722	60,909	DOMESTIC BONDS
FNMA POOL 303590	220,832	220,832	227,163	DOMESTIC BONDS
FNMA POOL 313999	737,392	735,823	747,785	DOMESTIC BONDS
FNMA POOL 572220	862,837	861,448	872,557	DOMESTIC BONDS
FNMA POOL 592327	1,536,607	1,516,145	1,541,803	DOMESTIC BONDS
FNMA POOL 725232	28,292,728	26,857,624	26,903,970	DOMESTIC BONDS
FNMA POOL 725346	26,348,462	26,149,259	24,933,966	DOMESTIC BONDS
FNMA POOL 725425	24,470,816	23,838,817	23,976,344	DOMESTIC BONDS
FNMA POOL 735578	10,707,876	10,151,967	10,168,738	DOMESTIC BONDS
FNMA POOL 735989	19,790,243	19,719,498	19,390,349	DOMESTIC BONDS
FNMA POOL 745250	33,009,880	32,891,751	32,352,320	DOMESTIC BONDS
FNMA POOL 745275	24,845,178	23,370,205	23,594,231	DOMESTIC BONDS
FNMA POOL 745327	14,662,074	14,726,847	14,677,254	DOMESTIC BONDS
FNMA POOL 745454	14,545,477	13,919,814	13,619,581	DOMESTIC BONDS
FNMA POOL 745515	34,210,061	32,512,803	32,487,595	DOMESTIC BONDS
FNMA POOL 780956	15,976,601	15,973,342	15,324,336	DOMESTIC BONDS
FNMA POOL 844915	6,538,829	6,501,682	6,251,618	DOMESTIC BONDS
FNMA POOL 888932	4,340,806	4,340,806	4,150,141	DOMESTIC BONDS
FNMA POOL 899502	19,271,754	19,265,879	18,290,584	DOMESTIC BONDS
FNMA POOL 929842	42,660,498	43,311,148	42,691,700	DOMESTIC BONDS
FNMA POOL 933853	14,906,593	14,957,317	14,917,496	DOMESTIC BONDS
FNMA POOL 936499	18,207,202	18,498,800	18,220,470	DOMESTIC BONDS
FNMA POOL 941028	10,855,164	11,187,503	11,012,536	DOMESTIC BONDS
FNMA POOL 962078	9,565,122	9,510,810	9,125,084	DOMESTIC BONDS
FNMA POOL 968044	12,416,553	12,769,902	12,596,486	DOMESTIC BONDS
FNMA POOL 982043	19,490,836	19,545,100	19,505,092	DOMESTIC BONDS
FNMA POOL 985121	12,911,763	12,886,766	12,921,207	DOMESTIC BONDS
FORD CR AUTO OWNERS TR	1,200,000	1,156,304	1,073,424	DOMESTIC BONDS
FORD MTR CR CO	18,310,000	16,869,175	14,119,049	DOMESTIC BONDS
FORTUNE BRANDS INC	10,000,000	9,953,860	7,784,013	DOMESTIC BONDS
FPL ENERGY NATL WIND LLC	2,424,630	2,424,630	2,421,768	DOMESTIC BONDS
FREDDIE MAC	15,000,000	15,000,000	15,049,028	DOMESTIC BONDS
GALENA CDO I CAYMAN IS NO 1LTD	25,000,000	17,500,000	6,250,000	DOMESTIC BONDS
GAZPROM INTL S A	4,025,041	4,089,600	2,616,277	DOMESTIC BONDS
GE COML MTG CORP	1,470,000	1,332,063	1,170,315	DOMESTIC BONDS
GE COML MTG CORP TR	35,000,000	35,118,937	30,376,778	DOMESTIC BONDS
GENERAL ELEC CAP CORP MTN	46,225,000	45,439,988	42,129,811	DOMESTIC BONDS
GENERAL ELEC CAP CORP	5,000,000	5,101,246	5,068,270	DOMESTIC BONDS
GENERAL ELEC CO	5,000,000	5,011,021	4,202,898	DOMESTIC BONDS
GENERAL MTRS ACCEP CORP	1,440,000	551,195	705,600	DOMESTIC BONDS
GENWORTH FINL INC	10,000,000	9,823,057	5,891,354	DOMESTIC BONDS
GENWORTH GLOBAL FDG TRS SECD	10,000,000	9,986,646	7,463,449	DOMESTIC BONDS
GEORGIA PWR CO	5,000,000	5,000,213	4,458,431	DOMESTIC BONDS
GLOBAL INDS LTD	16,500,000	16,500,000	16,637,280	DOMESTIC BONDS
GM CORP	2,500,000	1,508,556	1,337,500	DOMESTIC BONDS
GMAC LLC	1,385,000	570,481	767,599	DOMESTIC BONDS
GMAC MTG CORP LN TR	1,105,000	598,364	508,300	DOMESTIC BONDS
GMACM HOME EQUITY LN TR	970,000	467,046	528,438	DOMESTIC BONDS
GNMA II POOL 001254	17,269	17,216	19,576	DOMESTIC BONDS
GNMA POOL 032974	2,417	2,400	2,452	DOMESTIC BONDS
GNMA POOL 038164	11,949	11,942	12,340	DOMESTIC BONDS
GNMA POOL 039321	4,487	4,484	4,620	DOMESTIC BONDS
GNMA POOL 046249	2,168	2,173	2,292	DOMESTIC BONDS
GNMA POOL 135544	25,327	25,258	28,427	DOMESTIC BONDS
GNMA POOL 281467	6,373	6,355	6,901	DOMESTIC BONDS
GNMA POOL 673009	14,969,836	15,121,734	14,993,913	DOMESTIC BONDS
GOLDMAN SACHS GROUP INC	12,375,000	12,014,171	11,039,985	DOMESTIC BONDS
GOLDMAN SACHS GROUP	10,000,000	9,993,724	9,024,804	DOMESTIC BONDS
GREAT RIV ENERGY	17,535,716	17,515,799	17,750,695	DOMESTIC BONDS
GREENWICH CAPITAL COMM FND	2,590,000	2,151,245	1,923,365	DOMESTIC BONDS
GREENWICH CAPITAL COMMERCIAL	1,000,000	831,445	794,441	DOMESTIC BONDS
GSPA MONETIZATION TR	24,953,921	25,160,013	22,644,435	DOMESTIC BONDS
GULFSTREAM NAT GAS SYS LLC	500,000	416,028	378,712	DOMESTIC BONDS
HANCOCK JOHN GLOBAL FDG II MTN	10,000,000	10,604,419	10,786,393	DOMESTIC BONDS
HARRAHS OPER INC	1,705,000	830,657	562,650	DOMESTIC BONDS
HARTFORD FINL SVCS GROUP INC	12,535,000	11,642,266	8,362,847	DOMESTIC BONDS
HAWAIIAN ELEC INDS INC MEDIUM	7,000,000	7,000,000	6,809,521	DOMESTIC BONDS
HERSHEY FOODS CORP	1,000,000	998,893	985,099	DOMESTIC BONDS
HERTZ VEH FING LLC	660,000	580,986	583,751	DOMESTIC BONDS
HOMER CITY FDG LLC	343,650	354,059	309,285	DOMESTIC BONDS
HOUSEHOLD FIN CORP	1,000,000	999,908	989,513	DOMESTIC BONDS
HSBC FIN CORP	30,000,000	29,955,067	25,705,780	DOMESTIC BONDS
INDIANAPOLIS PWR + LT CO	80,000	81,815	78,829	DOMESTIC BONDS
INDIANTOWN COGENERATION LP	361,419	371,618	370,382	DOMESTIC BONDS
INDIANTOWN COGENERATION	120,000	128,643	118,628	DOMESTIC BONDS
ING SEC LIFE INSTL FDG	15,000,000	14,992,097	14,932,785	DOMESTIC BONDS
INTERNATIONAL BUSINESS MACHS	10,000,000	9,930,302	10,384,327	DOMESTIC BONDS
INTERNATIONAL LEASE FIN CORP	5,000,000	4,992,105	3,600,000	DOMESTIC BONDS
INTERNATIONAL PAPER CO	6,000,000	5,999,949	5,460,000	DOMESTIC BONDS
INTL LEASE FIN CORP MTN	10,205,000	10,168,987	7,989,137	DOMESTIC BONDS
J P MORGAN CHASE AND CO	10,000,000	9,995,641	9,963,843	DOMESTIC BONDS
J P MORGAN CHASE COML MTG SECS	10,384,620	10,287,289	9,630,806	DOMESTIC BONDS
J P MORGAN CHASE COML MTG	24,579,089	24,556,891	24,240,528	DOMESTIC BONDS
JERSEY CENT PWR + LT CO	12,000,000	11,964,075	9,963,798	DOMESTIC BONDS
JOHNSON CTLS INC	2,000,000	1,991,511	1,899,173	DOMESTIC BONDS
JP MORGAN CHASE	11,973,129	11,985,663	11,302,286	DOMESTIC BONDS
JPMORGAN CHASE + CO FORMERLY	2,000,000	1,830,969	1,788,096	DOMESTIC BONDS
JPMORGAN CHASE + CO	5,000,000	4,985,771	4,612,804	DOMESTIC BONDS
KCT INTERMODAL TRANSN CORP	6,961,333	6,961,333	7,432,598	DOMESTIC BONDS
KELLWOOD CO	19,550,000	19,381,494	9,775,000	DOMESTIC BONDS
KERR MCGEE CORP	10,000,000	10,099,456	8,143,981	DOMESTIC BONDS
KEYBANK NATL ASSN CLEVELAND OH	15,000,000	14,998,379	12,750,000	DOMESTIC BONDS
KEYBANK NATL ASSN MTN	20,000,000	19,996,480	14,400,000	DOMESTIC BONDS
KIOWA PWR PARTNERS LLC	68,836	68,642	66,785	DOMESTIC BONDS
KRAFT FOODS INC	5,900,000	5,845,449	5,669,722	DOMESTIC BONDS
LB COML MTG TR	165,000	119,773	126,655	DOMESTIC BONDS
LB UBS COML MTG	457,000	338,912	337,113	DOMESTIC BONDS
LB UBS COML MTG TR	10,680,000	9,232,279	8,359,604	DOMESTIC BONDS
LB UBS	1,725,000	1,408,236	1,316,775	DOMESTIC BONDS
LEAR CORP	1,195,000	590,479	442,150	DOMESTIC BONDS
LEHMAN BROTHERS HLDGS INC	20,000,000	12,977,700	2,525,000	DOMESTIC BONDS
LIBERTY PPTY LTD PARTNERSHIP	1,100,000	986,720	824,103	DOMESTIC BONDS
LYO 0 12/20/14 UL	550,000	375,248	330,000	DOMESTIC BONDS
M + I MARSHALL + ILSLEY BK	2,560,000	2,075,154	1,998,664	DOMESTIC BONDS
MACKINAW PWR LLC	32,022	32,669	32,942	DOMESTIC BONDS
MACMILLAN BLOEDEL LTD	15,000,000	14,781,553	15,404,505	DOMESTIC BONDS
MANUFACTURERS + TRADERS TR CO	995,000	840,730