N-Q

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF

REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-21638

JPMorgan Institutional Trust

(Exact name of registrant as specified in charter)

245 Park Avenue

New York, New York 10167

(Address of principal executive offices) (Zip code)

Frank J. Nasta

245 Park Avenue

New York, New York 10167

(Name and Address of Agent for Service)

Registrant’s telephone number, including area code: (800) 343-1113

Date of fiscal year end: Last day of February

Date of reporting period: November 30, 2009

ITEM 1. SCHEDULE OF INVESTMENTS.

JPMorgan Institutional Trust

Schedule of Portfolio Investments as of November 30, 2009

(Unaudited)

THE “UNAUDITED CERTIFIED MUTUAL FUNDS HOLDINGS” LIST (“the List”) IS TO BE USED FOR REPORTING PURPOSES ONLY. IT IS NOT TO BE REPRODUCED FOR USE AS ADVERTISING OR SALES LITERATURE WITH THE GENERAL PUBLIC. The list is submitted for the general information of the shareholders of the Fund. It is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by a prospectus. The list has been created from the books and records of the Fund. Certified holdings are available 60 days after the fund’s fiscal quarter, using a trade date accounting convention, by contacting the appropriate service center.  The list is subject to change without notice. The list is for informational purposes only and is not intended as an offer or solicitation with respect to the purchase or sale of any security.

JPMorgan Asset Management is the marketing name for the asset management business of J.P. Morgan Chase & Co.

JPMorgan Distribution Services, Inc.

© J.P. Morgan Chase & Co., 2006.

JPMorgan Core Bond Trust

SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF NOVEMBER 30, 2009 (Unaudited)
(Amounts in thousands)

PRINCIPAL AMOUNT ($)			SECURITY DESCRIPTION	VALUE($)
			Asset-Backed Securities — 1.6%
			AmeriCredit Automobile Receivables Trust,
	561		Series 2005-BM, Class A4, VAR, 0.322%, 05/06/12		557
	4,746		Series 2006-BG, Class A4, 5.210%, 09/06/13		4,883
	488		Series 2007-CM, Class A3B, VAR, 0.272%, 05/07/12		486
	550		Series 2008-AF, Class A4, 6.960%, 10/14/14		584
			Bank of America Auto Trust,
	2,500		Series 2009-1A, Class A3, 2.670%, 07/15/13 (e)		2,555
	1,015		Series 2009-3A, Class A3, 1.670%, 12/15/13 (e)		1,015
	1,063		Bear Stearns Asset Backed Securities Trust, Series 2006-SD1, Class A, VAR, 0.606%, 04/25/36 (i)		735
	1,058		Capital One Auto Finance Trust, Series 2007-B, Class A3A, 5.030%, 04/15/12		1,071
	2,644		Chase Funding Mortgage Loan Asset-Backed Certificates, Series 2003-6, Class 1A7, SUB, 4.277%, 11/25/34		2,298
			Citibank Credit Card Issuance Trust,
	3,380		Series 2002-C2, Class C2, 6.950%, 02/18/14		3,553
	800		Series 2007-A3, Class A3, 6.150%, 06/15/39		919
	785		Citigroup Mortgage Loan Trust, Inc., Series 2003-HE3, Class A, VAR, 0.616%, 12/25/33		535
			CNH Equipment Trust,
	700		Series 2008-B, Class A4A, 5.600%, 11/17/14		738
	380		Series 2009-C, Class A3, 1.850%, 12/16/13		380
	811		Countrywide Asset-Backed Certificates, Series 2004-6, Class M1, VAR, 0.836%, 10/25/34 (i)		410
	508		Credit-Based Asset Servicing and Securitization LLC, Series 2006- CB1, Class AF2, SUB, 5.236%, 01/25/36		336
	1,015		Discover Card Master Trust, Series 2008-A4, Class A4, 5.650%, 12/15/15		1,128
	300		First Franklin Mortgage Loan Asset-Backed Certificates, Series 2006-FF17, Class A4, VAR, 0.336%, 12/25/36		209
			Ford Credit Auto Owner Trust,
	2,117		Series 2006-B, Class A4, 5.250%, 09/15/11		2,160
	1,089		Series 2007-B, Class A3A, 5.150%, 11/15/11		1,112
	600		Series 2009-B, Class A3, 2.790%, 08/15/13		615
	500		Series 2009-B, Class A4, 4.500%, 07/15/14		532
	1,000		GS Mortgage Securities Corp. II, Series 2009-RR1, Class JPB, SUB, 4.478%, 05/17/45		790
			HFC Home Equity Loan Asset Backed Certificates,
	1,810		Series 2006-1, Class A1, VAR, 0.397%, 01/20/36		1,578
	1,000		Series 2007-1, Class A2F, SUB, 5.600%, 03/20/36		1,023
	3,461		Series 2007-3, Class APT, VAR, 1.437%, 11/20/36		2,941
	630		Honda Auto Receivables Owner Trust, Series 2009-2, Class A3, 2.790%, 01/15/13		646
	369		Indymac Residential Asset Backed Trust, Series 2006-A, Class A3, VAR, 0.436%, 03/25/36		197
	400		John Deere Owner Trust, Series 2009-A, Class A3, 2.590%, 10/15/13		408
			Long Beach Mortgage Loan Trust,
	611		Series 2006-8, Class 2A2, VAR, 0.326%, 09/25/36		227
	1,156		Series 2006-WL2, Class 2A3, VAR, 0.436%, 01/25/36		832
	19		MASTR Asset Backed Securities Trust, Series 2006-HE3, Class A1, VAR, 0.276%, 08/25/36		18
			MBNA Credit Card Master Note Trust,
	1,874		Series 2002-C1, Class C1, 6.800%, 07/15/14		1,932
	866		Series 2003-C1, Class C1, VAR, 1.939%, 06/15/12		865
	1,000		New Century Home Equity Loan Trust, Series 2003-5, Class AI6, SUB, 5.500%, 11/25/33		832
	300		Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2, SUB, 5.675%, 06/25/37		170
	601		Structured Asset Securities Corp., Series 2002-23XS, Class A7, SUB, 6.580%, 11/25/32		484
	1,170		USAA Auto Owner Trust, Series 2009-2, Class A3, 1.540%, 02/18/14		1,170
			Total Asset-Backed Securities (Cost $41,718)		40,924
			Collateralized Mortgage Obligations — 50.4%
			Agency CMO — 36.0%
	2,299		Federal Home Loan Bank System, Series 2000-0606, Class Y, 5.270%, 12/28/12		2,464
	488		Federal Home Loan Mortgage Corp. - Government National Mortgage Association, Series 8, Class ZA, 7.000%, 03/25/23		536
			Federal Home Loan Mortgage Corp. REMICS,
	60		Series 11, Class D, 9.500%, 07/15/19		64
	23		Series 22, Class C, 9.500%, 04/15/20		25
	34		Series 23, Class F, 9.600%, 04/15/20		37
	1		Series 41, Class I, HB, 84.000%, 05/15/20		1
	3		Series 47, Class F, 10.000%, 06/15/20		4
	13		Series 99, Class Z, 9.500%, 01/15/21		14
	–	(h)	Series 204, Class E, HB, IF, 1,838.732%, 05/15/23		1
	–	(h)	Series 1045, Class G, HB, IO, 1,066.208%, 02/15/21		1
	13		Series 1065, Class J, 9.000%, 04/15/21		15
	4		Series 1079, Class S, HB, IF, 33.150%, 05/15/21		7
	19		Series 1084, Class F, VAR, 1.200%, 05/15/21		19
	13		Series 1084, Class S, HB, IF, 44.100%, 05/15/21		24
	34		Series 1116, Class I, 5.500%, 08/15/21		37
	24		Series 1144, Class KB, 8.500%, 09/15/21		27
	–	(h)	Series 1172, Class L, HB, VAR 1,181.250%, 11/15/21		2
	1		Series 1196, Class B, HB, IF, 1,169.001%, 01/15/22		20
	87		Series 1212, Class IZ, 8.000%, 02/15/22		88
	36		Series 1250, Class J, 7.000%, 05/15/22		39
	52		Series 1343, Class LA, 8.000%, 08/15/22		58
	66		Series 1343, Class LB, 7.500%, 08/15/22		72
	112		Series 1370, Class JA, VAR, 1.400%, 09/15/22		112
	107		Series 1455, Class WB, IF, 4.550%, 12/15/22		96
	519		Series 1466, Class PZ, 7.500%, 02/15/23		569
	9		Series 1470, Class F, VAR, 2.272%, 02/15/23		9
	625		Series 1498, Class I, VAR, 1.400%, 04/15/23		626
	774		Series 1502, Class PX, 7.000%, 04/15/23		814
	103		Series 1505, Class Q, 7.000%, 05/15/23		112
	249		Series 1518, Class G, IF, 8.839%, 05/15/23		255
	82		Series 1541, Class M, HB, IF, 22.479%, 07/15/23		114
	222		Series 1541, Class O, VAR, 2.790%, 07/15/23		224
	22		Series 1570, Class F, VAR, 2.772%, 08/15/23		22
	788		Series 1573, Class PZ, 7.000%, 09/15/23		863
	501		Series 1591, Class PV, 6.250%, 10/15/23		545
	43		Series 1595, Class D, 7.000%, 10/15/13		47
	136		Series 1596, Class D, 6.500%, 10/15/13		137
	27		Series 1602, Class SA, HB, IF, 21.938%, 10/15/23		44
	28		Series 1607, Class SA, HB, IF, 20.142%, 10/15/13		34
	2,110		Series 1608, Class L, 6.500%, 09/15/23		2,309
	684		Series 1609, Class LG, IF, 16.792%, 11/15/23		823
	65		Series 1611, Class JA, VAR, 1.625%, 08/15/23		65
	62		Series 1611, Class JB, HB, IF, 20.836%, 08/15/23		65
	856		Series 1638, Class H, 6.500%, 12/15/23		932
	945		Series 1642, Class PJ, 6.000%, 11/15/23		1,016
	14		Series 1671, Class QC, IF, 10.000%, 02/15/24		16
	18		Series 1686, Class SH, IF, 18.675%, 02/15/24		26
	334		Series 1695, Class EB, 7.000%, 03/15/24		370
	64		Series 1699, Class FC, VAR, 0.850%, 03/15/24		64
	298		Series 1700, Class GA, PO, 02/15/24		270
	930		Series 1706, Class K, 7.000%, 03/15/24		1,015
	29		Series 1709, Class FA, VAR, 2.580%, 03/15/24		29
	73		Series 1745, Class D, 7.500%, 08/15/24		80
	2,375		Series 1760, Class ZD, VAR, 2.930%, 02/15/24		2,373
	782		Series 1798, Class F, 5.000%, 05/15/23		811
	11		Series 1807, Class G, 9.000%, 10/15/20		12
	221		Series 1829, Class ZB, 6.500%, 03/15/26		242
	30		Series 1844, Class E, 6.500%, 10/15/13		32
	224		Series 1863, Class Z, 6.500%, 07/15/26		242
	39		Series 1865, Class D, PO, 02/15/24		25
	141		Series 1890, Class H, 7.500%, 09/15/26		153
	432		Series 1899, Class ZE, 8.000%, 09/15/26		478
	23		Series 1935, Class FL, VAR, 0.950%, 02/15/27		23
	303		Series 1963, Class Z, 7.500%, 01/15/27		306
	47		Series 1970, Class PG, 7.250%, 07/15/27		54
	460		Series 1981, Class Z, 6.000%, 05/15/27		498
	207		Series 1987, Class PE, 7.500%, 09/15/27		229
	465		Series 2019, Class Z, 6.500%, 12/15/27		513
	158		Series 2025, Class PE, 6.300%, 01/15/13		158
	159		Series 2033, Class SN, HB, IF, 25.719%, 03/15/24		99
	439		Series 2038, Class PN, IO, 7.000%, 03/15/28		74
	806		Series 2040, Class PE, 7.500%, 03/15/28		810
	165		Series 2043, Class CJ, 6.500%, 04/15/28		176
	618		Series 2054, Class PV, 7.500%, 05/15/28		672
	259		Series 2055, Class OE, 6.500%, 05/15/13		270
	1,347		Series 2075, Class PH, 6.500%, 08/15/28		1,456
	1,515		Series 2075, Class PM, 6.250%, 08/15/28		1,637
	726		Series 2086, Class GB, 6.000%, 09/15/28		784
	552		Series 2089, Class PJ, IO, 7.000%, 10/15/28		100
	2,319		Series 2095, Class PE, 6.000%, 11/15/28		2,523
	631		Series 2102, Class TC, 6.000%, 12/15/13		672
	419		Series 2102, Class TU, 6.000%, 12/15/13		447
	1,653		Series 2115, Class PE, 6.000%, 01/15/14		1,754
	764		Series 2125, Class JZ, 6.000%, 02/15/29		825
	145		Series 2132, Class SB, HB, IF, 29.495%, 03/15/29		213
	103		Series 2134, Class PI, IO, 6.500%, 03/15/19		14
	45		Series 2135, Class UK, IO, 6.500%, 03/15/14		4
	705		Series 2136, Class PG, 6.000%, 03/15/29		770
	73		Series 2141, Class IO, IO, 7.000%, 04/15/29		13
	163		Series 2163, Class PC, IO, 7.500%, 06/15/29		32
	1,507		Series 2169, Class TB, 7.000%, 06/15/29		1,665
	942		Series 2172, Class QC, 7.000%, 07/15/29		1,037
	947		Series 2176, Class OJ, 7.000%, 08/15/29		1,005
	48		Series 2189, Class SA, IF, 17.899%, 02/15/28		50
	471		Series 2201, Class C, 8.000%, 11/15/29		521
	370		Series 2209, Class TC, 8.000%, 01/15/30		396
	580		Series 2210, Class Z, 8.000%, 01/15/30		623
	157		Series 2224, Class CB, 8.000%, 03/15/30		172
	406		Series 2230, Class Z, 8.000%, 04/15/30		445
	317		Series 2234, Class PZ, 7.500%, 05/15/30		349
	254		Series 2247, Class Z, 7.500%, 08/15/30		293
	382		Series 2256, Class MC, 7.250%, 09/15/30		418
	795		Series 2259, Class ZM, 7.000%, 10/15/30		871
	28		Series 2261, Class ZY, 7.500%, 10/15/30		29
	97		Series 2262, Class Z, 7.500%, 10/15/30		103
	793		Series 2271, Class PC, 7.250%, 12/15/30		808
	1,555		Series 2283, Class K, 6.500%, 12/15/23		1,719
	456		Series 2296, Class PD, 7.000%, 03/15/31		488
	141		Series 2306, Class K, PO, 05/15/24		125
	333		Series 2306, Class SE, IF, IO, 7.170%, 05/15/24		62
	453		Series 2313, Class LA, 6.500%, 05/15/31		495
	1,010		Series 2325, Class PM, 7.000%, 06/15/31		1,128
	2,116		Series 2344, Class QG, 6.000%, 08/15/16		2,277
	5,471		Series 2344, Class ZD, 6.500%, 08/15/31		5,986
	460		Series 2344, Class ZJ, 6.500%, 08/15/31		504
	436		Series 2345, Class NE, 6.500%, 08/15/31		472
	597		Series 2345, Class PQ, 6.500%, 08/15/16		646
	623		Series 2351, Class PZ, 6.500%, 08/15/31		680
	5,222		Series 2353, Class AZ, 6.000%, 09/15/31		5,677
	780		Series 2353, Class TD, 6.000%, 09/15/16		843
	630		Series 2355, Class BP, 6.000%, 09/15/16		681
	375		Series 2359, Class PM, 6.000%, 09/15/16		403
	1,576		Series 2359, Class ZB, 8.500%, 06/15/31		1,796
	1,226		Series 2360, Class PG, 6.000%, 09/15/16		1,306
	285		Series 2363, Class PF, 6.000%, 09/15/16		305
	537		Series 2366, Class MD, 6.000%, 10/15/16		575
	894		Series 2367, Class ME, 6.500%, 10/15/31		974
	2,044		Series 2391, Class QR, 5.500%, 12/15/16		2,187
	447		Series 2391, Class VQ, 6.000%, 10/15/12		464
	739		Series 2394, Class MC, 6.000%, 12/15/16		798
	1,510		Series 2396, Class FM, VAR, 0.689%, 12/15/31		1,502
	1,100		Series 2399, Class OH, 6.500%, 01/15/32		1,203
	1,739		Series 2399, Class TH, 6.500%, 01/15/32		1,901
	1,586		Series 2410, Class NG, 6.500%, 02/15/32		1,737
	491		Series 2410, Class OE, 6.375%, 02/15/32		539
	1,251		Series 2410, Class QS, IF, 18.879%, 02/15/32		1,483
	440		Series 2410, Class QX, IF, IO, 8.411%, 02/15/32		75
	1,366		Series 2412, Class SP, IF, 15.622%, 02/15/32		1,590
	2,158		Series 2420, Class XK, 6.500%, 02/15/32		2,359
	1,058		Series 2423, Class MC, 7.000%, 03/15/32		1,169
	1,005		Series 2423, Class MT, 7.000%, 03/15/32		1,110
	684		Series 2425, Class OB, 6.000%, 03/15/17		741
	2,430		Series 2430, Class WF, 6.500%, 03/15/32		2,669
	1,391		Series 2434, Class TC, 7.000%, 04/15/32		1,542
	565		Series 2435, Class CJ, 6.500%, 04/15/32		636
	1,984		Series 2435, Class VH, 6.000%, 07/15/19		2,098
	1,242		Series 2436, Class MC, 7.000%, 04/15/32		1,379
	901		Series 2444, Class ES, IF, IO, 7.711%, 03/15/32		119
	566		Series 2450, Class GZ, 7.000%, 05/15/32		620
	721		Series 2450, Class SW, IF, IO, 7.761%, 03/15/32		90
	3,941		Series 2455, Class GK, 6.500%, 05/15/32		4,328
	514		Series 2458, Class QE, 5.500%, 06/15/17		550
	2,152		Series 2460, Class VZ, 6.000%, 11/15/29		2,203
	1,256		Series 2462, Class JG, 6.500%, 06/15/32		1,386
	3,830		Series 2464, Class SI, IF, IO, 7.761%, 02/15/32		448
	1,476		Series 2466, Class PG, 6.500%, 04/15/32		1,572
	942		Series 2466, Class PH, 6.500%, 06/15/32		1,058
	1,391		Series 2474, Class NR, 6.500%, 07/15/32		1,528
	253		Series 2480, Class PV, 6.000%, 07/15/11		262
	1,786		Series 2484, Class LZ, 6.500%, 07/15/32		1,978
	2,260		Series 2500, Class MC, 6.000%, 09/15/32		2,484
	249		Series 2503, Class BH, 5.500%, 09/15/17		268
	1,242		Series 2508, Class AQ, 5.500%, 10/15/17		1,332
	1,130		Series 2512, Class PG, 5.500%, 10/15/22		1,235
	479		Series 2513, Class TG, 6.000%, 02/15/32		497
	726		Series 2513, Class YO, PO, 02/15/32		720
	2,099		Series 2515, Class DE, 4.000%, 03/15/32		2,163
	946		Series 2518, Class PX, 5.500%, 09/15/13		1,011
	159		Series 2519, Class BT, 8.500%, 09/15/31		166
	85		Series 2521, Class PU, 5.500%, 05/15/10		86
	976		Series 2527, Class VU, 5.500%, 10/15/13		982
	1,251		Series 2535, Class BK, 5.500%, 12/15/22		1,354
	2,260		Series 2537, Class TE, 5.500%, 12/15/17		2,438
	266		Series 2541, Class GX, 5.500%, 02/15/17		269
	2,024		Series 2543, Class YX, 6.000%, 12/15/32		2,220
	2,449		Series 2544, Class HC, 6.000%, 12/15/32		2,695
	2,532		Series 2552, Class ME, 6.000%, 01/15/33		2,786
	4,480		Series 2563, Class PK, IO, 5.500%, 03/15/31		143
	644		Series 2565, Class MB, 6.000%, 05/15/30		662
	1,481		Series 2567, Class QD, 6.000%, 02/15/33		1,627
	331		Series 2571, Class SK, HB, IF, 33.470%, 09/15/23		535
	3,767		Series 2575, Class ME, 6.000%, 02/15/33		4,134
	1,193		Series 2586, Class WI, IO, 6.500%, 03/15/33		193
	2,000		Series 2587, Class WX, 5.000%, 03/15/18		2,156
	2,070		Series 2591, Class WI, IO, 5.500%, 02/15/30		70
	449		Series 2594, Class VA, 6.000%, 03/15/14		451
	388		Series 2594, Class VP, 6.000%, 02/15/14		389
	3,540		Series 2594, Class VQ, 6.000%, 08/15/20		3,721
	1,380		Series 2596, Class QG, 6.000%, 03/15/33		1,480
	1,936		Series 2597, Class DS, IF, IO, 7.311%, 02/15/33		94
	3,329		Series 2599, Class DS, IF, IO, 6.761%, 02/15/33		166
	4,351		Series 2610, Class DS, IF, IO, 6.861%, 03/15/33		244
	4,411		Series 2611, Class SH, IF, IO, 7.411%, 10/15/21		260
	1,130		Series 2611, Class UH, 4.500%, 05/15/18		1,203
	3,773		Series 2617, Class AK, 4.500%, 05/15/18		3,864
	1,697		Series 2617, Class GR, 4.500%, 05/15/18		1,809
	201		Series 2619, Class HR, 3.500%, 11/15/31		204
	655		Series 2619, Class IM, IO, 5.000%, 10/15/21		31
	270		Series 2624, Class IU, IO, 5.000%, 06/15/33		18
	6,030		Series 2626, Class NS, IF, IO, 6.311%, 06/15/23		632
	856		Series 2628, Class WA, 4.000%, 07/15/28		886
	2,260		Series 2631, Class LC, 4.500%, 06/15/18		2,411
	1,621		Series 2636, Class Z, 4.500%, 06/15/18		1,717
	1,621		Series 2637, Class SA, IF, IO, 5.861%, 06/15/18		145
	169		Series 2638, Class DS, IF, 8.361%, 07/15/23		157
	1,503		Series 2638, Class SA, IF, IO, 6.861%, 11/15/16		68
	829		Series 2640, Class UG, IO, 5.000%, 01/15/32		123
	4,058		Series 2640, Class UP, IO, 5.000%, 01/15/32		331
	375		Series 2640, Class UR, IO, 4.500%, 08/15/17		11
	292		Series 2643, Class HI, IO, 4.500%, 12/15/16		8
	8,313		Series 2645, Class BI, IO, 4.500%, 02/15/18		545
	1,342		Series 2650, Class PO, PO, 12/15/32		1,225
	4,629		Series 2650, Class SO, PO, 12/15/32		4,221
	2,710		Series 2651, Class VZ, 4.500%, 07/15/18		2,873
	861		Series 2656, Class SH, HB, IF, 20.884%, 02/15/25		907
	378		Series 2663, Class EO, PO, 08/15/33		311
	2,879		Series 2668, Class SB, IF, 6.988%, 10/15/15		2,927
	1,884		Series 2672, Class ME, 5.000%, 11/15/22		2,012
	545		Series 2672, Class SJ, IF, 6.943%, 09/15/16		550
	5,760		Series 2675, Class CK, 4.000%, 09/15/18		6,004
	2,423		Series 2682, Class YS, IF, 8.635%, 10/15/33		2,280
	128		Series 2683, Class VA, 5.500%, 02/15/21		132
	16,500		Series 2684, Class PO, PO, 01/15/33		13,801
	3,014		Series 2684, Class TO, PO, 10/15/33		2,350
	728		Series 2686, Class GB, 5.000%, 05/15/20		756
	1,950		Series 2686, Class NS, IF, IO, 7.361%, 10/15/21		124
	714		Series 2690, Class SJ, IF, 8.792%, 10/15/33		675
	1,538		Series 2691, Class ME, 4.500%, 04/15/32		1,624
	1,713		Series 2691, Class WS, IF, 8.642%, 10/15/33		1,612
	838		Series 2692, Class SC, IF, 12.809%, 07/15/33		883
	1,892		Series 2695, Class DE, 4.000%, 01/15/17		1,977
	1,199		Series 2695, Class DG, 4.000%, 10/15/18		1,249
	519		Series 2696, Class CO, PO, 10/15/18		455
	294		Series 2696, Class SM, IF, 13.723%, 12/15/26		308
	365		Series 2700, Class S, IF, 8.642%, 11/15/33		342
	1,205		Series 2702, Class PC, 5.000%, 01/15/23		1,285
	1,120		Series 2705, Class SC, IF, 8.642%, 11/15/33		1,055
	2,114		Series 2705, Class SD, IF, 8.693%, 11/15/33		1,890
	1,712		Series 2715, Class OG, 5.000%, 01/15/23		1,837
	3,014		Series 2716, Class UN, 4.500%, 12/15/23		3,161
	1,637		Series 2720, Class PC, 5.000%, 12/15/23		1,754
	7,722		Series 2727, Class BS, IF, 8.717%, 01/15/34		7,159
	269		Series 2727, Class PO, PO, 01/15/34		200
	759		Series 2739, Class S, IF, 11.522%, 01/15/34		744
	1,020		Series 2744, Class FE, VAR, 0.000%, 02/15/34		992
	1,705		Series 2744, Class PE, 5.500%, 02/15/34		1,883
	3,332		Series 2744, Class TU, 5.500%, 05/15/32		3,446
	2,151		Series 2751, Class BA, 4.000%, 10/15/18		2,228
	789		Series 2753, Class S, IF, 11.522%, 02/15/34		768
	2,598		Series 2755, Class PA, PO, 02/15/29		2,527
	1,931		Series 2755, Class SA, IF, 13.723%, 05/15/30		2,070
	1,223		Series 2762, Class LO, PO, 03/15/34		988
	1,000		Series 2764, Class TE, 5.000%, 10/15/32		1,065
	674		Series 2766, Class SX, IF, 15.770%, 03/15/34		678
	705		Series 2769, Class PO, PO, 03/15/34		650
	455		Series 2771, Class FG, VAR, 0.000%, 03/15/34		394
	1,733		Series 2776, Class SK, IF, 8.717%, 04/15/34		1,648
	1,506		Series 2777, Class OM, PO, 12/15/32		1,336
	215		Series 2777, Class SX, IF, 11.844%, 04/15/34		212
	466		Series 2778, Class BS, IF, 15.153%, 04/15/34		472
	4,870		Series 2778, Class US, IF, IO, 6.961%, 06/15/33		329
	750		Series 2780, Class JG, 4.500%, 04/15/19		781
	1,284		Series 2783, Class AT, 4.000%, 04/15/19		1,321
	1,812		Series 2809, Class UB, 4.000%, 09/15/17		1,877
	5,515		Series 2809, Class UC, 4.000%, 06/15/19		5,713
	198		Series 2827, Class SQ, IF, 7.500%, 01/15/19		200
	2,098		Series 2827, Class XO, PO, 01/15/23		1,979
	357		Series 2835, Class QO, PO, 12/15/32		322
	296		Series 2838, Class FQ, VAR, 0.689%, 08/15/34		296
	1,939		Series 2840, Class JO, PO, 06/15/23		1,822
	515		Series 2841, Class YA, 5.500%, 07/15/27		521
	2,032		Series 2850, Class SN, IF, IO, 6.911%, 09/15/18		131
	1,017		Series 2870, Class KC, 4.250%, 05/15/18		1,055
	3,000		Series 2872, Class JE, 4.500%, 02/15/18		3,165
	781		Series 2890, Class DO, PO, 11/15/34		668
	1,307		Series 2925, Class MW, VAR, 0.000%, 01/15/35		1,280
	2,721		Series 2934, Class EC, PO, 02/15/20		2,549
	481		Series 2934, Class EN, PO, 02/15/18		470
	2,268		Series 2934, Class HI, IO, 5.000%, 02/15/20		224
	2,206		Series 2934, Class KI, IO, 5.000%, 02/15/20		205
	253		Series 2949, Class GU, HB, IF, 46.821%, 03/15/35		266
	856		Series 2958, Class QD, 4.500%, 04/15/20		914
	3,425		Series 2965, Class GD, 4.500%, 04/15/20		3,649
	8,562		Series 2971, Class GB, 5.000%, 11/15/16		8,961
	856		Series 2971, Class GC, 5.000%, 07/15/18		911
	742		Series 2975, Class KO, PO, 05/15/35		693
	914		Series 2989, Class PO, PO, 06/15/23		860
	4,281		Series 3004, Class EK, 5.500%, 07/15/35		4,573
	426		Series 3007, Class AI, IO, 5.500%, 07/15/24		37
	355		Series 3014, Class OD, PO, 08/15/35		311
	343		Series 3022, Class OH, PO, 08/15/35		321
	474		Series 3044, Class VO, PO, 10/15/35		420
	4,907		Series 3047, Class OB, 5.500%, 12/15/33		5,255
	944		Series 3047, Class OD, 5.500%, 10/15/35		1,012
	1,768		Series 3049, Class XF, VAR, 0.589%, 05/15/33		1,727
	3,095		Series 3064, Class MC, 5.500%, 11/15/35		3,295
	2,141		Series 3064, Class OB, 5.500%, 07/15/29		2,264
	890		Series 3068, Class AO, PO, 01/15/35		858
	461		Series 3068, Class MO, PO, 01/15/23		428
	2,086		Series 3068, Class QB, 4.500%, 06/15/20		2,187
	2,141		Series 3074, Class BH, 5.000%, 11/15/35		2,271
	3,044		Series 3100, Class MA, VAR, 4.577%, 12/15/35 (i)		3,008
	677		Series 3102, Class HS, HB, IF, 23.691%, 01/15/36		917
	3,043		Series 3117, Class EO, PO, 02/15/36		2,744
	2,062		Series 3117, Class OK, PO, 02/15/36		1,787
	1,340		Series 3118, Class DM, 5.000%, 02/15/24		1,335
	113		Series 3122, Class ZB, 6.000%, 03/15/36		113
	707		Series 3134, Class PO, PO, 03/15/36		622
	3,592		Series 3138, Class PO, PO, 04/15/36		3,144
	256		Series 3149, Class SO, PO, 05/15/36		229
	2,055		Series 3151, Class UC, 5.500%, 08/15/35		2,228
	1,454		Series 3152, Class MO, PO, 03/15/36		1,241
	929		Series 3158, Class LX, VAR, 0.000%, 05/15/36		918
	103		Series 3164, Class CF, VAR, 0.000%, 04/15/33		103
	356		Series 3171, Class MO, PO, 06/15/36		319
	4,108		Series 3179, Class OA, PO, 07/15/36		3,727
	2,786		Series 3194, Class SA, IF, IO, 6.861%, 07/15/36		294
	2,061		Series 3211, Class SO, PO, 09/15/36		1,825
	1,237		Series 3218, Class AO, PO, 09/15/36		1,128
	4,602		Series 3219, Class DI, IO, 6.000%, 04/15/36		647
	4,223		Series 3232, Class ST, IF, IO, 6.461%, 10/15/36		420
	1,378		Series 3233, Class OP, PO, 05/15/36		1,244
	1,357		Series 3256, Class PO, PO, 12/15/36		1,195
	4,018		Series 3260, Class CS, IF, IO, 5.901%, 01/15/37		358
	1,499		Series 3261, Class OA, PO, 01/15/37		1,330
	2,102		Series 3274, Class JO, PO, 02/15/37		1,779
	1,153		Series 3275, Class FL, VAR, 0.679%, 02/15/37		1,130
	5,073		Series 3290, Class SB, IF, IO, 6.211%, 03/15/37		431
	702		Series 3318, Class AO, PO, 05/15/37		615
	2,485		Series 3331, Class PO, PO, 06/15/37		2,138
	2,200		Series 3334, Class MC, 5.000%, 04/15/33		2,315
	3,578		Series 3387, Class SA, IF, IO, 6.181%, 11/15/37		360
	4,850		Series 3404, Class SC, IF, IO, 5.761%, 01/15/38		463
	22,585		Series 3422, Class AI, SUB, IO, 1.860%, 01/15/38		457
	4,520		Series 3424, Class PI, IF, IO, 6.561%, 04/15/38		486
	18,074		Series 3430, Class AI, IO, 1.417%, 09/15/12		378
	12,268		Series 3437, Class AI, IO, 1.335%, 09/15/11		132
	4,264		Series 3481, Class SJ, IF, IO, 5.611%, 08/15/38		395
	9,921		Series 3505, Class SA, IF, IO, 5.761%, 01/15/39		878
	11,311		Series 3511, Class SA, IF, IO, 5.761%, 02/15/39		993
			Federal Home Loan Mortgage Corp. STRIPS,
	6		Series 134, Class B, IO, 9.000%, 04/01/22		1
	6,258		Series 233, Class 11, IO, 5.000%, 09/15/35		951
	8,935		Series 233, Class 13, IO, 5.000%, 09/15/35		1,361
	1,779		Series 243, Class 16, IO, 4.500%, 11/15/20		171
	3,872		Series 243, Class 17, IO, 4.500%, 12/15/20		341
			Federal Home Loan Mortgage Corp. Structured Pass-Through Securities,
	814		Series T-41, Class 3A, VAR, 7.500%, 07/25/32		917
	504		Series T-51, Class 2A, VAR, 7.500%, 08/25/42		567
	2,603		Series T-54, Class 2A, 6.500%, 02/25/43		2,839
	883		Series T-54, Class 3A, 7.000%, 02/25/43		980
	380		Series T-58, Class APO, PO, 09/25/43		344
	895		Series T-59, Class 1AP, PO, 10/25/43		805
			Federal National Mortgage Association Grantor Trust,
	1,378		Series 2002-T19, Class A2, 7.000%, 07/25/42		1,518
	1,294		Series 2004-T3, Class 1A3, 7.000%, 02/25/44		1,441
			Federal National Mortgage Association REMICS,
	15		Series 1988-7, Class Z, 9.250%, 04/25/18		17
	36		Series 1989-70, Class G, 8.000%, 10/25/19		40
	13		Series 1989-78, Class H, 9.400%, 11/25/19		15
	22		Series 1989-83, Class H, 8.500%, 11/25/19		24
	22		Series 1989-89, Class H, 9.000%, 11/25/19		24
	21		Series 1990-1, Class D, 8.800%, 01/25/20		24
	3		Series 1990-60, Class K, 5.500%, 06/25/20		4
	7		Series 1990-63, Class H, 9.500%, 06/25/20		8
	6		Series 1990-93, Class G, 5.500%, 08/25/20		7
	–	(h)	Series 1990-94, Class H, HB, 505.000%, 08/25/20		2
	–	(h)	Series 1990-95, Class J, HB, 1,118.040%, 08/25/20		4
	35		Series 1990-102, Class J, 6.500%, 08/25/20		38
	55		Series 1990-120, Class H, 9.000%, 10/25/20		63
	5		Series 1990-134, Class SC, HB, IF, 21.225%, 11/25/20		7
	–	(h)	Series 1990-140, Class K, HB, 652.145%, 12/25/20		5
	–	(h)	Series 1991-7, Class K, HB, 908.500%, 02/25/21		1
	21		Series 1991-24, Class Z, 5.000%, 03/25/21		23
	6		Series 1992-38, Class Z, 7.500%, 02/25/22		6
	4		Series 1992-101, Class J, 7.500%, 06/25/22		4
	107		Series 1992-136, Class PK, 6.000%, 08/25/22		118
	86		Series 1992-143, Class MA, 5.500%, 09/25/22		94
	234		Series 1992-163, Class M, 7.750%, 09/25/22		267
	418		Series 1992-188, Class PZ, 7.500%, 10/25/22		460
	169		Series 1993-21, Class KA, 7.700%, 03/25/23		193
	241		Series 1993-25, Class J, 7.500%, 03/25/23		274
	66		Series 1993-27, Class SA, IF, 15.500%, 02/25/23		78
	103		Series 1993-62, Class SA, IF, 17.565%, 04/25/23		139
	53		Series 1993-165, Class SD, IF, 12.158%, 09/25/23		61
	115		Series 1993-165, Class SK, IF, 12.500%, 09/25/23		125
	160		Series 1993-167, Class GA, 7.000%, 09/25/23		166
	77		Series 1993-179, Class SB, HB, IF, 24.185%, 10/25/23		119
	51		Series 1993-179, Class SC, IF, 10.500%, 10/25/23		53
	272		Series 1993-199, Class FA, VAR, 0.800%, 10/25/23		271
	147		Series 1993-205, Class H, PO, 09/25/23		131
	239		Series 1993-220, Class SG, IF, 15.500%, 11/25/13		272
	209		Series 1993-225, Class UB, 6.500%, 12/25/23		224
	63		Series 1993-230, Class FA, VAR, 0.850%, 12/25/23		63
	227		Series 1993-247, Class FE, VAR, 1.250%, 12/25/23		227
	105		Series 1993-247, Class SU, IF, 11.678%, 12/25/23		120
	381		Series 1993-250, Class Z, 7.000%, 12/25/23		412
	1,124		Series 1993-257, Class C, PO, 06/25/23		1,056
	886		Series 1994-37, Class L, 6.500%, 03/25/24		965
	4,324		Series 1994-40, Class Z, 6.500%, 03/25/24		4,788
	154		Series 1995-2, Class Z, 8.500%, 01/25/25		172
	269		Series 1995-19, Class Z, 6.500%, 11/25/23		293
	927		Series 1996-14, Class SE, IF, IO, 7.320%, 08/25/23		170
	32		Series 1996-27, Class FC, VAR, 0.750%, 03/25/17		32
	81		Series 1996-59, Class J, 6.500%, 08/25/22		90
	868		Series 1997-20, Class IO, IO, VAR, 1.840%, 03/25/27		29
	58		Series 1997-27, Class J, 7.500%, 04/18/27		64
	95		Series 1997-29, Class J, 7.500%, 04/20/27		107
	635		Series 1997-39, Class PD, 7.500%, 05/20/27		713
	288		Series 1997-42, Class EN, 7.250%, 07/18/27		308
	95		Series 1997-42, Class ZC, 6.500%, 07/18/27		105
	–	(h)	Series 1997-51, Class PM, IO, 7.000%, 05/18/12		–	(h)
	1,362		Series 1997-61, Class ZC, 7.000%, 02/25/23		1,485
	265		Series 1997-81, Class PI, IO, 7.000%, 12/18/27		49
	42		Series 1998-4, Class C, PO, 04/25/23		37
	939		Series 1998-36, Class ZB, 6.000%, 07/18/28		1,027
	306		Series 1998-43, Class SA, IF, IO, 15.277%, 04/25/23		107
	485		Series 1998-66, Class SB, IF, IO, 7.914%, 12/25/28		77
	262		Series 1999-17, Class C, 6.350%, 04/25/29		289
	1,503		Series 1999-18, Class Z, 5.500%, 04/18/29		1,632
	565		Series 1999-38, Class SK, IF, IO, 7.814%, 08/25/23		74
	144		Series 1999-52, Class NS, HB, IF, 22.719%, 10/25/23		206
	371		Series 1999-62, Class PB, 7.500%, 12/18/29		423
	1,145		Series 2000-2, Class ZE, 7.500%, 02/25/30		1,307
	545		Series 2000-20, Class SA, IF, IO, 8.864%, 07/25/30		129
	91		Series 2000-52, Class IO, IO, 8.500%, 01/25/31		17
	486		Series 2001-4, Class PC, 7.000%, 03/25/21		545
	317		Series 2001-5, Class OW, 6.000%, 03/25/16		336
	336		Series 2001-7, Class PF, 7.000%, 03/25/31		376
	1,637		Series 2001-7, Class PR, 6.000%, 03/25/16		1,750
	1,708		Series 2001-10, Class PR, 6.000%, 04/25/16		1,821
	919		Series 2001-30, Class PM, 7.000%, 07/25/31		1,027
	759		Series 2001-31, Class VD, 6.000%, 05/25/31		780
	1,539		Series 2001-33, Class ID, IO, 6.000%, 07/25/31		222
	904		Series 2001-36, Class DE, 7.000%, 08/25/31		1,008
	1,945		Series 2001-44, Class MY, 7.000%, 09/25/31		2,173
	345		Series 2001-44, Class PD, 7.000%, 09/25/31		385
	400		Series 2001-44, Class PU, 7.000%, 09/25/31		446
	3,534		Series 2001-48, Class Z, 6.500%, 09/25/21		3,927
	368		Series 2001-49, Class Z, 6.500%, 09/25/31		406
	276		Series 2001-52, Class KB, 6.500%, 10/25/31		304
	63		Series 2001-52, Class XM, 6.500%, 11/25/10		64
	983		Series 2001-52, Class XN, 6.500%, 11/25/15		1,067
	3,096		Series 2001-61, Class Z, 7.000%, 11/25/31		3,459
	461		Series 2001-71, Class MB, 6.000%, 12/25/16		498
	1,019		Series 2001-71, Class QE, 6.000%, 12/25/16		1,103
	237		Series 2001-72, Class SX, IF, 16.916%, 12/25/31		278
	1,356		Series 2001-74, Class MB, 6.000%, 12/25/16		1,473
	873		Series 2001-80, Class PE, 6.000%, 07/25/29		909
	318		Series 2002-1, Class HC, 6.500%, 02/25/22		352
	334		Series 2002-1, Class SA, HB, IF, 24.421%, 02/25/32		456
	227		Series 2002-1, Class UD, HB, IF, 23.625%, 12/25/23		323
	1,232		Series 2002-2, Class UC, 6.000%, 02/25/17		1,325
	3,399		Series 2002-3, Class OG, 6.000%, 02/25/17		3,674
	744		Series 2002-7, Class OG, 6.000%, 03/25/17		804
	2,472		Series 2002-7, Class TG, 6.000%, 03/25/17		2,672
	735		Series 2002-10, Class SB, IF, 18.634%, 03/25/17		891
	1,121		Series 2002-11, Class QG, 5.500%, 03/25/17		1,198
	2,791		Series 2002-13, Class SJ, IF, IO, 1.600%, 03/25/32		89
	48		Series 2002-13, Class ST, IF, 10.000%, 03/25/32		51
	5,255		Series 2002-18, Class PC, 5.500%, 04/25/17		5,566
	795		Series 2002-19, Class PE, 6.000%, 04/25/17		860
	141		Series 2002-21, Class LO, PO, 04/25/32		126
	1,214		Series 2002-21, Class PE, 6.500%, 04/25/32		1,330
	1,295		Series 2002-24, Class AJ, 6.000%, 04/25/17		1,421
	545		Series 2002-25, Class SG, IF, 18.754%, 05/25/17		664
	2,795		Series 2002-28, Class PK, 6.500%, 05/25/32		3,083
	843		Series 2002-37, Class Z, 6.500%, 06/25/32		929
	803		Series 2002-42, Class C, 6.000%, 07/25/17		884
	3,767		Series 2002-48, Class GH, 6.500%, 11/25/32		4,145
	722		Series 2002-55, Class QE, 5.500%, 09/25/17		771
	8,052		Series 2002-56, Class UC, 5.500%, 09/25/17		8,631
	1,263		Series 2002-62, Class ZE, 5.500%, 11/25/17		1,352
	824		Series 2002-63, Class KC, 5.000%, 10/25/17		876
	904		Series 2002-74, Class LD, 5.000%, 01/25/16		908
	241		Series 2002-74, Class PD, 5.000%, 11/25/15		241
	298		Series 2002-74, Class VB, 6.000%, 11/25/31		298
	1,073		Series 2002-77, Class S, IF, 14.051%, 12/25/32		1,198
	1,815		Series 2002-83, Class CS, 6.881%, 08/25/23		2,021
	220		Series 2002-91, Class UH, IO, 5.500%, 06/25/22		15
	17		Series 2002-93, Class PD, 3.500%, 02/25/29		17
	3,107		Series 2002-94, Class BK, 5.500%, 01/25/18		3,385
	2,000		Series 2003-3, Class HJ, 5.000%, 02/25/18		2,143
	132		Series 2003-8, Class SB, IF, IO, 7.414%, 03/25/16		2
	2,524		Series 2003-22, Class UD, 4.000%, 04/25/33		2,476
	675		Series 2003-27, Class DW, 4.500%, 04/25/17		704
	3,891		Series 2003-33, Class IA, IO, 6.500%, 05/25/33		629
	1,758		Series 2003-34, Class AX, 6.000%, 05/25/33		1,932
	1,516		Series 2003-34, Class ED, 6.000%, 05/25/33		1,670
	181		Series 2003-35, Class UC, 3.750%, 05/25/33		185
	559		Series 2003-39, Class IO, IO, VAR, 6.000%, 05/25/33		74
	1,319		Series 2003-39, Class LW, 5.500%, 05/25/23		1,411
	1,884		Series 2003-41, Class PE, 5.500%, 05/25/23		2,066
	735		Series 2003-42, Class GB, 4.000%, 05/25/33		760
	3,691		Series 2003-45, Class AI, IO, 5.500%, 05/25/33		205
	753		Series 2003-47, Class PE, 5.750%, 06/25/33		816
	860		Series 2003-52, Class SX, HB, IF, 22.242%, 10/25/31		1,045
	203		Series 2003-60, Class NJ, 5.000%, 07/25/21		208
	784		Series 2003-64, Class SX, IF, 13.141%, 07/25/33		795
	295		Series 2003-65, Class CI, IO, 4.500%, 03/25/15		2
	353		Series 2003-67, Class VQ, 7.000%, 01/25/19		367
	249		Series 2003-68, Class QP, 3.000%, 07/25/22		253
	1,744		Series 2003-71, Class DS, IF, 7.142%, 08/25/33		1,575
	2,115		Series 2003-71, Class IM, IO, 5.500%, 12/25/31		210
	4,190		Series 2003-72, Class IE, IO, 5.500%, 08/25/33		493
	2,875		Series 2003-73, Class GA, 3.500%, 05/25/31		2,934
	469		Series 2003-74, Class SH, IF, 9.745%, 08/25/33		458
	1,663		Series 2003-76, Class GQ, 4.500%, 08/25/18		1,750
	6,671		Series 2003-80, Class SY, IF, IO, 7.414%, 06/25/23		642
	1,350		Series 2003-81, Class LC, 4.500%, 09/25/18		1,440
	5,207		Series 2003-83, Class PG, 5.000%, 06/25/23		5,540
	2,720		Series 2003-86, Class KR, 4.500%, 09/25/16		2,805
	1,014		Series 2003-91, Class SD, IF, 12.107%, 09/25/33		1,093
	293		Series 2003-92, Class SH, IF, 9.211%, 09/25/18		289
	2,260		Series 2003-106, Class US, IF, 8.721%, 11/25/23		2,191
	302		Series 2003-106, Class WS, IF, 9.275%, 02/25/23		300
	543		Series 2003-113, Class PC, 4.000%, 03/25/15		550
	4,632		Series 2003-116, Class SB, IF, IO, 7.364%, 11/25/33		621
	5,137		Series 2003-117, Class JB, 3.500%, 06/25/33		5,191
	1,507		Series 2003-122, Class TE, 5.000%, 12/25/22		1,613
	1,212		Series 2003-128, Class KE, 4.500%, 01/25/14		1,273
	856		Series 2003-128, Class NG, 4.000%, 01/25/19		884
	808		Series 2003-130, Class SX, IF, 11.166%, 01/25/34		870
	724		Series 2003-132, Class OA, PO, 08/25/33		646
	3,829		Series 2004-4, Class QI, IF, IO, 6.864%, 06/25/33		418
	362		Series 2004-4, Class QM, IF, 13.728%, 06/25/33		397
	2,020		Series 2004-10, Class SC, HB, IF, 27.656%, 02/25/34		2,534
	1,988		Series 2004-14, Class SD, IF, 8.721%, 03/25/34		1,906
	1,655		Series 2004-21, Class CO, PO, 04/25/34		1,044
	568		Series 2004-22, Class A, 4.000%, 04/25/19		573
	1,130		Series 2004-25, Class PC, 5.500%, 01/25/34		1,229
	3,712		Series 2004-25, Class SA, IF, 18.876%, 04/25/34		4,282
	7,708		Series 2004-27, Class HB, 4.000%, 05/25/19		7,912
	753		Series 2004-36, Class PC, 5.500%, 02/25/34		818
	3,144		Series 2004-36, Class SA, IF, 18.876%, 05/25/34		3,575
	1,411		Series 2004-36, Class SN, IF, 13.728%, 07/25/33		1,537
	4,281		Series 2004-37, Class AG, 4.500%, 11/25/32		4,509
	5,565		Series 2004-46, Class HS, IF, IO, 5.764%, 05/25/30		286
	1,481		Series 2004-46, Class QB, HB, IF, 23.056%, 05/25/34		1,757
	4,927		Series 2004-46, Class SK, IF, 15.851%, 05/25/34		5,211
	1,216		Series 2004-51, Class SY, IF, 13.768%, 07/25/34		1,348
	942		Series 2004-53, Class NC, 5.500%, 07/25/24		1,012
	2,427		Series 2004-59, Class BG, PO, 12/25/32		2,158
	238		Series 2004-61, Class SK, IF, 8.500%, 11/25/32		237
	1,997		Series 2004-70, Class JA, 4.500%, 10/25/19		2,048
	793		Series 2004-76, Class CL, 4.000%, 10/25/19		825
	1,540		Series 2004-79, Class SP, IF, 19.151%, 11/25/34		1,755
	377		Series 2004-81, Class AC, 4.000%, 11/25/19		391
	912		Series 2004-92, Class JO, PO, 12/25/34		913
	1,126		Series 2005-28, Class JA, 5.000%, 04/25/35		1,127
	489		Series 2005-47, Class AN, 5.000%, 12/25/16		501
	1,254		Series 2005-52, Class PA, 6.500%, 06/25/35		1,355
	5,055		Series 2005-56, Class S, IF, IO, 6.474%, 07/25/35		482
	1,665		Series 2005-59, Class PC, 5.500%, 03/25/31		1,771
	833		Series 2005-66, Class SG, IF, 16.785%, 07/25/35		947
	1,324		Series 2005-68, Class BC, 5.250%, 06/25/35		1,421
	3,975		Series 2005-68, Class PG, 5.500%, 08/25/35		4,310
	1,927		Series 2005-68, Class UC, 5.000%, 06/25/35		2,050
	1,725		Series 2005-74, Class CS, IF, 19.371%, 05/25/35		2,040
	18,862		Series 2005-84, Class XM, 5.750%, 10/25/35		20,608
	871		Series 2005-98, Class GO, PO, 11/25/35		801
	3,425		Series 2005-109, Class PC, 6.000%, 12/25/35		3,745
	16,441		Series 2005-110, Class GJ, 5.500%, 11/25/30		17,360
	14,556		Series 2005-110, Class GK, 5.500%, 08/25/34		15,724
	4,326		Series 2005-110, Class GL, 5.500%, 12/25/35		4,587
	2,997		Series 2005-110, Class MN, 5.500%, 06/25/35		3,258
	2,911		Series 2005-116, Class PB, 6.000%, 04/25/34		3,143
	3,000		Series 2005-118, Class PN, 6.000%, 01/25/32		3,252
	437		Series 2005-123, Class LO, PO, 01/25/36		409
	1,378		Series 2006-15, Class OT, PO, 01/25/36		1,295
	1,512		Series 2006-16, Class OA, PO, 03/25/36		1,366
	1,449		Series 2006-22, Class AO, PO, 04/25/36		1,248
	652		Series 2006-23, Class KO, PO, 04/25/36		591
	3,149		Series 2006-39, Class WC, 5.500%, 01/25/36		3,413
	591		Series 2006-42, Class CF, VAR, 0.686%, 06/25/36		587
	3,810		Series 2006-44, Class GO, PO, 06/25/36		3,335
	10,575		Series 2006-44, Class P, PO, 12/25/33		9,080
	2,000		Series 2006-46, Class UC, 5.500%, 12/25/35		2,167
	656		Series 2006-53, Class JO, PO, 06/25/36		625
	8,792		Series 2006-53, Class US, IF, IO, 6.344%, 06/25/36		875
	2,447		Series 2006-56, Class PO, PO, 07/25/36		2,125
	4,426		Series 2006-58, Class AP, PO, 07/25/36		3,848
	532		Series 2006-58, Class FL, VAR, 0.696%, 07/25/36		529
	1,706		Series 2006-58, Class PO, PO, 07/25/36		1,486
	4,197		Series 2006-59, Class QO, PO, 01/25/33		3,814
	2,496		Series 2006-60, Class DZ, 6.500%, 07/25/36		2,831
	2,569		Series 2006-65, Class QO, PO, 07/25/36		2,250
	1,984		Series 2006-71, Class IC, IO, 6.000%, 04/25/17		262
	733		Series 2006-72, Class TO, PO, 08/25/36		637
	6,205		Series 2006-77, Class PC, 6.500%, 08/25/36		6,952
	2,141		Series 2006-79, Class DO, PO, 08/25/36		1,864
	1,309		Series 2006-90, Class AO, PO, 09/25/36		1,170
	671		Series 2006-109, Class PO, PO, 11/25/36		592
	7,497		Series 2006-110, Class PO, PO, 11/25/36		6,437
	644		Series 2006-111, Class EO, PO, 11/25/36		579
	3,457		Series 2006-118, Class A2, VAR, 0.296%, 12/25/36		3,306
	1,419		Series 2006-119, Class PO, PO, 12/25/36		1,234
	10,000		Series 2006-124, Class HB, VAR, 6.018%, 11/25/36		10,631
	1,000		Series 2006-128, Class BP, 5.500%, 01/25/37		1,074
	3,426		Series 2006-130, Class GI, IO, 6.500%, 07/25/32		522
	13,149		Series 2007-7, Class SG, IF, IO, 6.264%, 08/25/36		656
	13,761		Series 2007-14, Class ES, IF, IO, 6.204%, 03/25/37		1,347
	816		Series 2007-15, Class NO, PO, 03/25/22		766
	8,265		Series 2007-16, Class FC, VAR, 0.986%, 03/25/37		7,715
	1,376		Series 2007-42, Class AO, PO, 05/25/37		1,226
	1,547		Series 2007-48, Class PO, PO, 05/25/37		1,380
	7,040		Series 2007-54, Class FA, VAR, 0.636%, 06/25/37		6,946
	18,762		Series 2007-60, Class AX, IF, IO, 6.914%, 07/25/37		2,530
	1,420		Series 2007-77, Class FG, VAR, 0.736%, 03/25/37		1,403
	2,000		Series 2007-79, Class PB, 5.000%, 04/25/29		2,121
	2,100		Series 2007-79, Class PC, 5.000%, 01/25/32		2,232
	1,000		Series 2007-81, Class GE, 6.000%, 08/25/37		1,097
	2,000		Series 2007-84, Class PD, 6.000%, 08/25/32		2,161
	5,000		Series 2007-84, Class PG, 6.000%, 12/25/36		5,504
	10,785		Series 2007-88, Class VI, IF, IO, 6.304%, 09/25/37		1,084
	7,607		Series 2007-91, Class ES, IF, IO, 6.224%, 10/25/37		924
	5,061		Series 2007-97, Class KI, IO, 7.000%, 05/25/33		983
	931		Series 2007-97, Class MS, IF, 14.234%, 12/25/31		991
	3,510		Series 2007-106, Class A7, VAR, 6.168%, 10/25/37		3,744
	13,563		Series 2007-116, Class HI, IO, VAR, 6.599%, 01/25/38		1,111
	801		Series 2007-118, Class IO, IO, 6.000%, 06/25/36		67
	7,775		Series 2008-1, Class BI, IF, IO, 5.674%, 02/25/38		726
	5,343		Series 2008-10, Class XI, IF, IO, 5.994%, 03/25/38		495
	7,549		Series 2008-16, Class IS, IF, IO, 5.964%, 03/25/38		723
	4,000		Series 2008-19, Class IC, IO, 5.000%, 03/25/23		358
	1,000		Series 2008-24, Class DY, 5.000%, 04/25/23		1,075
	3,207		Series 2008-27, Class SN, IF, IO, 6.664%, 04/25/38		328
	18,107		Series 2008-35, Class AI, IO, VAR, 0.827%, 01/25/12		204
	3,034		Series 2008-39, Class CI, IO, 4.500%, 05/25/18		257
	1,524		Series 2008-42, Class AO, PO, 09/25/36		1,400
	405		Series 2008-44, Class PO, PO, 05/25/38		358
	4,951		Series 2008-47, Class SI, IF, IO, 6.264%, 06/25/23		470
	7,559		Series 2008-53, Class CI, IF, IO, 6.964%, 07/25/38		804
	1,234		Series 2008-59, Class IG, IO, 5.500%, 11/25/34		76
	10,525		Series 2008-80, Class SA, IF, IO, 5.614%, 09/25/38		967
	6,327		Series 2008-81, Class SB, IF, IO, 5.614%, 09/25/38		574
	13,426		Series 2009-6, Class GS, IF, IO, 6.314%, 02/25/39		1,228
	4,021		Series 2009-9, Class IO, IO, 5.000%, 02/25/24		345
	3,325		Series 2009-18, Class IO, IO, 5.000%, 03/25/24		302
	2,500		Series 2009-19, Class IP, IO, 5.500%, 10/25/36		652
	11,000		Series 2009-99, Class SC, IF, IO, 5.935%, 12/25/39		978
	1		Series G-17, Class S, HB, VAR, 1,055.166%, 06/25/21		24
	69		Series G-28, Class S, IF, 14.850%, 09/25/21		84
	58		Series G-35, Class M, 8.750%, 10/25/21		67
	23		Series G-51, Class SA, HB, IF, 21.362%, 12/25/21		34
	58		Series G92-15, Class Z, 7.000%, 01/25/22		60
	–	(h)	Series G92-27, Class SQ, HB, IF, 11,737.650%, 05/25/22		4
	304		Series G92-35, Class E, 7.500%, 07/25/22		341
	–	(h)	Series G92-35, Class G, HB, 1,184.775%, 07/25/22		7
	37		Series G92-42, Class Z, 7.000%, 07/25/22		41
	1,466		Series G92-44, Class ZQ, 8.000%, 07/25/22		1,629
	47		Series G92-52, Class FD, VAR, 0.271%, 09/25/22		46
	399		Series G92-54, Class ZQ, 7.500%, 09/25/22		448
	49		Series G92-59, Class F, VAR, 1.972%, 10/25/22		49
	98		Series G92-61, Class Z, 7.000%, 10/25/22		108
	72		Series G92-62, Class B, PO, 10/25/22		63
	326		Series G93-1, Class KA, 7.900%, 01/25/23		374
	73		Series G93-5, Class Z, 6.500%, 02/25/23		81
	94		Series G93-14, Class J, 6.500%, 03/25/23		103
	221		Series G93-17, Class SI, IF, 6.000%, 04/25/23		220
	213		Series G93-27, Class FD, VAR, 1.130%, 08/25/23		213
	53		Series G93-37, Class H, PO, 09/25/23		47
	79		Series G95-1, Class C, 8.800%, 01/25/25		92
			Federal National Mortgage Association STRIPS,
	9		Series 23, Class 2, IO, 10.000%, 09/01/17		2
	1		Series 50, Class 2, IO, 10.500%, 03/01/19		–	(h)
	36		Series 218, Class 2, IO, 7.500%, 04/01/23		6
	30		Series 265, Class 2, 9.000%, 03/01/24		34
	815		Series 329, Class 1, PO, 01/01/33		721
	2,477		Series 339, Class 18, IO, 4.500%, 07/01/18		204
	3,696		Series 339, Class 21, IO, 4.500%, 07/01/18		312
	1,546		Series 339, Class 28, IO, 5.500%, 07/01/18		157
	1,295		Series 345, Class 6, IO, VAR, 5.000%, 12/01/33		164
	2,926		Series 351, Class 7, IO, VAR, 5.000%, 04/01/34		358
	1,706		Series 355, Class 11, IO, 6.000%, 07/01/34		233
	1,188		Series 355, Class 31, IO, VAR, 4.500%, 12/01/18		101
	5,239		Series 365, Class 8, IO, 5.500%, 05/01/36		718
	760		Series 368, Class 3, IO, 4.500%, 11/01/20		69
	3,045		Series 374, Class 5, IO, 5.500%, 08/01/36		423
	2,073		Series 383, Class 32, IO, 6.000%, 01/01/38		284
	5,434		Series 383, Class 33, IO, 6.000%, 01/01/38		738
	1,537		Series 393, Class 6, IO, 5.500%, 04/25/37		188
			Federal National Mortgage Association Whole Loan,
	170		Series 2002-W5, Class A10, IF, IO, 7.864%, 11/25/30		5
	1,511		Series 2003-W1, Class 1A1, 6.500%, 12/25/42		1,650
	544		Series 2003-W1, Class 2A, 7.500%, 12/25/42		614
	260		Series 2003-W4, Class 2A, 6.500%, 10/25/42		283
	471		Series 2004-W1, Class 2A2, 7.000%, 12/25/33		524
	2,680		Series 2004-W15, Class 2AF, VAR, 0.486%, 08/25/44		2,538
	1,795		Series 2004-W2, Class 2A2, 7.000%, 02/25/44		1,980
	2,558		Series 2005-W3, Class 2AF, VAR, 0.456%, 03/25/45		2,428
	2,814		Series 2006-W2, Class 1AF1, VAR, 0.456%, 02/25/36		2,709
	405		Series 2007-W7, Class 1A4, HB, IF, 37.764%, 07/25/37		716
			Government National Mortgage Association,
	1,107		Series 1994-3, Class PQ, 7.488%, 07/16/24		1,211
	666		Series 1994-4, Class KQ, 7.988%, 07/16/24		737
	3,648		Series 1994-7, Class PQ, 6.500%, 10/16/24		4,023
	539		Series 1996-16, Class E, 7.500%, 08/16/26		572
	833		Series 1997-8, Class PN, 7.500%, 05/16/27		892
	195		Series 1997-11, Class D, 7.500%, 07/20/27		202
	431		Series 1998-26, Class K, 7.500%, 09/17/25		473
	2,406		Series 1999-4, Class ZB, 6.000%, 02/20/29		2,627
	2,152		Series 1999-10, Class ZC, 6.500%, 04/20/29		2,353
	117		Series 1999-15, Class E, 6.500%, 01/16/29		119
	368		Series 1999-30, Class S, IF, IO, 8.361%, 08/16/29		54
	25		Series 1999-33, Class SM, IF, 9.200%, 09/16/29		28
	448		Series 1999-40, Class ZW, 7.500%, 11/20/29		500
	657		Series 1999-41, Class Z, 8.000%, 11/16/29		724
	200		Series 1999-44, Class PC, 7.500%, 12/20/29		228
	4,123		Series 1999-44, Class ZC, 8.500%, 12/16/29		4,548
	665		Series 1999-44, Class ZG, 8.000%, 12/20/29		732
	491		Series 2000-6, Class Z, 7.500%, 02/20/30		536
	263		Series 2000-9, Class Z, 8.000%, 06/20/30		290
	2,741		Series 2000-9, Class ZJ, 8.500%, 02/16/30		3,037
	475		Series 2000-12, Class ST, HB, IF, 38.283%, 02/16/30		906
	606		Series 2000-14, Class PD, 7.000%, 02/16/30		667
	163		Series 2000-16, Class ZN, 7.500%, 02/16/30		180
	3,712		Series 2000-21, Class Z, 9.000%, 03/16/30		4,280
	626		Series 2000-26, Class TZ, 8.500%, 09/20/30		678
	182		Series 2000-26, Class Z, 7.750%, 09/20/30		200
	35		Series 2000-30, Class ST, IF, 11.050%, 12/16/22		40
	524		Series 2000-31, Class Z, 9.000%, 10/20/30		524
	161		Series 2000-34, Class SG, IF, IO, 8.293%, 10/20/30		29
	297		Series 2000-35, Class ZA, 9.000%, 11/20/30		337
	45		Series 2000-36, Class IK, IO, 9.000%, 11/16/30		10
	214		Series 2000-37, Class B, 8.000%, 12/20/30		233
	118		Series 2000-38, Class AH, 7.150%, 12/20/30		118
	268		Series 2001-4, Class SJ, IF, IO, 7.913%, 01/19/30		40
	340		Series 2001-6, Class SD, IF, IO, 8.311%, 03/16/31		68
	540		Series 2001-7, Class PK, 6.500%, 03/20/31		586
	1,473		Series 2001-8, Class Z, 6.500%, 03/20/31		1,614
	25		Series 2001-32, Class WA, IF, 19.534%, 07/20/31		33
	390		Series 2001-35, Class SA, IF, IO, 8.011%, 08/16/31		66
	315		Series 2001-36, Class S, IF, IO, 7.811%, 08/16/31		49
	1,884		Series 2001-64, Class MQ, 6.500%, 12/20/31		2,009
	375		Series 2002-3, Class SP, IF, IO, 7.151%, 01/16/32		57
	640		Series 2002-7, Class PG, 6.500%, 01/20/32		691
	1,690		Series 2002-24, Class AG, IF, IO, 7.711%, 04/16/32		258
	158		Series 2002-24, Class SB, IF, 11.567%, 04/16/32		177
	4,106		Series 2002-31, Class SE, IF, IO, 7.261%, 04/16/30		623
	1,268		Series 2002-40, Class UK, 6.500%, 06/20/32		1,389
	66		Series 2002-41, Class SV, IF, 9.000%, 06/16/32		69
	4,858		Series 2002-45, Class QE, 6.500%, 06/20/32		5,327
	1,765		Series 2002-47, Class PG, 6.500%, 07/16/32		1,937
	3,142		Series 2002-47, Class ZA, 6.500%, 07/20/32		3,442
	88		Series 2002-51, Class SG, HB, IF, 31.475%, 04/20/31		131
	2,686		Series 2002-52, Class GH, 6.500%, 07/20/32		2,950
	778		Series 2002-54, Class GB, 6.500%, 08/20/32		854
	896		Series 2002-70, Class AV, 6.000%, 03/20/12		935
	2,537		Series 2002-70, Class PS, IF, IO, 7.463%, 08/20/32		202
	949		Series 2002-75, Class PB, 6.000%, 11/20/32		1,047
	575		Series 2002-79, Class KV, 6.000%, 11/20/13		582
	1,204		Series 2002-80, Class EZ, 7.000%, 01/20/32		1,230
	993		Series 2002-88, Class VA, 6.000%, 12/20/17		1,013
	997		Series 2003-4, Class NI, IO, 5.500%, 01/20/32		48
	666		Series 2003-4, Class NY, 5.500%, 12/20/13		715
	2,015		Series 2003-11, Class SK, IF, IO, 7.461%, 02/16/33		329
	900		Series 2003-12, Class SP, IF, IO, 7.463%, 02/20/33		117
	205		Series 2003-24, Class PO, PO, 03/16/33		187
	1,319		Series 2003-40, Class TC, 7.500%, 03/20/33		1,428
	1,319		Series 2003-40, Class TJ, 6.500%, 03/20/33		1,474
	753		Series 2003-46, Class MG, 6.500%, 05/20/33		842
	1,394		Series 2003-46, Class TC, 6.500%, 03/20/33		1,559
	724		Series 2003-52, Class AP, PO, 06/16/33		641
	2,150		Series 2003-58, Class BE, 6.500%, 01/20/33		2,328
	1,956		Series 2003-76, Class LS, IF, IO, 6.963%, 09/20/31		146
	243		Series 2003-90, Class PO, PO, 10/20/33		202
	787		Series 2003-98, Class PC, 5.000%, 02/20/29		807
	3,115		Series 2003-112, Class SA, IF, IO, 6.311%, 12/16/33		295
	3,000		Series 2003-112, Class TS, IF, IO, 6.713%, 10/20/32		462
	9,035		Series 2004-11, Class SW, IF, IO, 5.263%, 02/20/34		730
	1,402		Series 2004-15, Class SA, IF, 19.012%, 12/20/32		1,530
	849		Series 2004-28, Class S, IF, 19.006%, 04/16/34		970
	980		Series 2004-68, Class PO, PO, 05/20/31		926
	11,409		Series 2004-68, Class SA, IF, IO, 6.563%, 05/20/31		723
	381		Series 2004-73, Class AE, IF, 14.365%, 08/17/34		429
	5,471		Series 2004-90, Class SI, IF, IO, 5.863%, 10/20/34		519
	4,230		Series 2005-3, Class SB, IF, IO, 5.863%, 01/20/35		407
	10,095		Series 2005-17, Class SL, IF, IO, 6.463%, 07/20/34		846
	781		Series 2005-35, Class FL, VAR, 0.587%, 03/20/32		764
	623		Series 2005-39, Class KI, IO, 5.500%, 03/20/34		52
	3,196		Series 2005-58, Class NI, IO, 5.500%, 08/20/35		646
	916		Series 2005-68, Class DP, IF, 15.861%, 06/17/35		1,073
	12,387		Series 2005-68, Class KI, IF, IO, 6.063%, 09/20/35		1,469
	1,356		Series 2005-69, Class SY, IF, IO, 6.513%, 11/20/33		181
	2,144		Series 2005-91, Class PI, IO, 6.000%, 12/20/35		248
	1,208		Series 2006-16, Class OP, PO, 03/20/36		1,103
	1,429		Series 2006-28, Class GO, PO, 03/20/35		1,310
	4,329		Series 2006-38, Class SW, IF, IO, 6.263%, 06/20/36		408
	3,785		Series 2006-59, Class SD, IF, IO, 6.463%, 10/20/36		289
	8,580		Series 2006-65, Class SA, IF, IO, 6.563%, 11/20/36		828
	4,489		Series 2007-9, Class DI, IF, IO, 6.273%, 03/20/37		328
	8,546		Series 2007-17, Class JI, IF, IO, 6.571%, 04/16/37		765
	916		Series 2007-17, Class JO, PO, 04/16/37		808
	6,553		Series 2007-19, Class SD, IF, IO, 5.963%, 04/20/37		562
	6,897		Series 2007-26, Class SC, IF, IO, 5.963%, 05/20/37		591
	4,060		Series 2007-27, Class SA, IF, IO, 5.963%, 05/20/37		358
	1,698		Series 2007-28, Class BO, PO, 05/20/37		1,418
	804		Series 2007-35, Class TO, PO, 04/20/35		759
	4,216		Series 2007-36, Class SE, IF, IO, 6.231%, 06/16/37		419
	11,373		Series 2007-40, Class SB, IF, IO, 6.513%, 07/20/37		1,092
	6,830		Series 2007-42, Class SB, IF, IO, 6.513%, 07/20/37		646
	2,500		Series 2007-47, Class PH, 6.000%, 07/16/37		2,763
	3,081		Series 2007-49, Class NO, PO, 12/20/35		2,852
	6,023		Series 2007-50, Class AI, IF, IO, 6.538%, 08/20/37		606
	835		Series 2007-53, Class SW, IF, 19.495%, 09/20/37		959
	2,068		Series 2007-57, Class PO, PO, 03/20/37		1,798
	4,461		Series 2007-57, Class QA, IF, IO, 6.263%, 10/20/37		438
	6,901		Series 2007-71, Class SB, IF, IO, 6.463%, 07/20/36		766
	4,506		Series 2007-72, Class US, IF, IO, 6.313%, 11/20/37		387
	4,564		Series 2007-73, Class MI, IF, IO, 5.763%, 11/20/37		389
	8,591		Series 2007-76, Class SA, IF, IO, 6.293%, 11/20/37		651
	4,525		Series 2007-79, Class SY, IF, IO, 6.313%, 12/20/37		388
	2,698		Series 2007-81, Class SP, IF, IO, 6.413%, 12/20/37		282
	4,851		Series 2007-82, Class SA, IF, IO, 6.293%, 12/20/37		372
	2,345		Series 2008-2, Class MS, IF, IO, 6.921%, 01/16/38		259
	9,380		Series 2008-2, Class NS, IF, IO, 6.301%, 01/16/38		805
	4,657		Series 2008-10, Class S, IF, IO, 5.593%, 02/20/38		311
	1,959		Series 2008-23, Class IO, IO, 6.000%, 02/20/37		199
	3,412		Series 2008-25, Class SB, IF, IO, 6.663%, 03/20/38		355
	2,048		Series 2008-32, Class PI, IO, 5.500%, 10/16/37		251
	6,589		Series 2008-36, Class SH, IF, IO, 6.063%, 04/20/38		522
	16,522		Series 2008-40, Class SA, IF, IO, 6.161%, 05/16/38		2,025
	6,340		Series 2008-41, Class SA, IF, IO, 6.103%, 05/20/38		571
	4,315		Series 2008-55, Class SA, IF, IO, 5.963%, 06/20/38		367
	1,823		Series 2008-60, Class PO, PO, 01/20/38		1,573
	2,548		Series 2008-71, Class SC, IF, IO, 5.763%, 08/20/38		201
	4,516		Series 2008-93, Class AS, IF, IO, 5.463%, 12/20/38		346
	9,421		Series 2009-6, Class SA, IF, IO, 5.861%, 02/16/39		803
	3,961		Series 2009-10, Class SL, IF, IO, 6.261%, 03/16/34		264
	3,000		Series 2009-12, Class IE, IO, 5.500%, 03/20/39		761
	4,871		Series 2009-14, Class KI, IO, 6.500%, 03/20/39		599
	4,209		Series 2009-14, Class NI, IO, 6.500%, 03/20/39		487
	11,436		Series 2009-22, Class SA, IF, IO, 6.033%, 04/20/39		1,032
	3,625		Series 2009-25, Class SE, IF, IO, 7.363%, 09/20/38		424
	3,352		Series 2009-33, Class CI, IO, 5.500%, 05/20/39		439
	3,077		Series 2009-33, Class TI, IO, 6.000%, 05/20/39		453
	3,316		Series 2009-38, Class IO, IO, 5.000%, 09/16/31		370
	5,698		Series 2009-43, Class SA, IF, IO, 5.713%, 06/20/39		428
	14,525		Series 2009-61, Class ES, IF, IO, 6.513%, 03/20/39		1,764
	4,399		Series 2009-65, Class IQ, IO, 6.000%, 12/20/38		573
			Vendee Mortgage Trust,
	827		Series 1994-1, Class 1, VAR, 5.627%, 02/15/24		878
	1,508		Series 1994-1, Class 2ZB, 6.500%, 02/15/24		1,578
	1,242		Series 1996-1, Class 1Z, 6.750%, 02/15/26		1,343
	873		Series 1996-2, Class 1Z, 6.750%, 06/15/26		941
	1,719		Series 1997-1, Class 2Z, 7.500%, 02/15/27		1,915
	2,098		Series 1998-1, Class 2E, 7.000%, 03/15/28		2,299
	3,180		Series 1999-1, Class 2Z, 6.500%, 01/15/29		3,443
					955,745
			Non-Agency CMO — 14.4%
	4,000		ABN AMRO Mortgage Corp., Series 2003-8, Class A3, 4.500%, 06/25/33		3,698
	1,021		American General Mortgage Loan Trust, Series 2006-1, Class A2, VAR, 5.750%, 12/25/35 (e)		1,011
	7,278		American Home Mortgage Investment Trust, Series 2005-3, Class 2A4, VAR, 4.848%, 09/25/35		3,300
			ASG Resecuritization Trust,
	2,572		Series 2009-1, Class A60, VAR, 5.619%, 06/26/37 (e)		2,572
	5,040		Series 2009-2, Class A55, VAR, 5.806%, 05/24/36 (e)		5,040
	9,689		Series 2009-3, Class A65, VAR, 5.595%, 03/26/37 (e)		9,543
	10,987		Series 2009-4, Class A60, 6.000%, 06/28/37 (e)		10,878
			Banc of America Alternative Loan Trust,
	441		Series 2003-2, Class PO, PO, 04/25/33		236
	1,299		Series 2003-9, Class 1CB2, 5.500%, 11/25/33		1,316
	606		Series 2003-11, Class PO, PO, 01/25/34		341
	453		Series 2004-6, Class 15PO, PO, 07/25/19		325
	2,141		Series 2005-5, Class 1CB1, 5.500%, 06/25/35		1,488
	8,031		Series 2005-6, Class CBIO, IO, 5.500%, 07/25/35		935
	1,662		Series 2006-4, Class 1A4, 6.000%, 05/25/46		673
			Banc of America Funding Corp.,
	1,680		Series 2003-3, Class 1A33, 5.500%, 10/25/33		1,663
	928		Series 2004-1, Class PO, PO, 03/25/34		666
	2,541		Series 2004-2, Class 30PO, PO, 09/20/34		1,775
	2,116		Series 2004-3, Class 1A7, 5.500%, 10/25/34		2,099
	2,386		Series 2005-6, Class 2A7, 5.500%, 10/25/35		1,773
	1,967		Series 2005-7, Class 30PO, PO, 11/25/35		1,410
	1,298		Series 2005-8, Class 30PO, PO, 01/25/36		768
	3,160		Series 2005-E, Class 4A1, VAR, 3.327%, 03/20/35		2,172
	1,139		Series 2006-A, Class 3A2, VAR, 5.799%, 02/20/36		666
			Banc of America Mortgage Securities, Inc.,
	739		Series 2003-3, Class 2A1, VAR, 0.786%, 05/25/18		701
	312		Series 2003-7, Class A2, 4.750%, 09/25/18		320
	583		Series 2003-8, Class APO, PO, 11/25/33		438
	8,175		Series 2004-3, Class 15IO, IO, VAR, 0.220%, 04/25/19		34
	314		Series 2004-4, Class APO, PO, 05/25/34		239
	3,241		Series 2004-5, Class 2A2, 5.500%, 06/25/34		2,336
	856		Series 2004-6, Class 2A5, PO, 07/25/34		481
	1,407		Series 2004-6, Class APO, PO, 07/25/34		1,024
	152		Series 2004-8, Class 5PO, PO, 05/25/32		96
	163		Series 2004-8, Class XPO, PO, 10/25/34		112
	657		Series 2004-A, Class 2A2, VAR, 5.429%, 02/25/34		588
	529		Series 2004-E, Class 2A5, VAR, 4.158%, 06/25/34		524
	2,350		Series 2004-J, Class 3A1, VAR, 5.092%, 11/25/34		1,978
	1,975		Series 2005-10, Class 1A6, 5.500%, 11/25/35		1,345
	595		Series 2005-A, Class 2A1, VAR, 4.444%, 02/25/35		459
			BCAP LLC Trust,
	2,000		Series 2009-RR13, Class 11A1, VAR, 5.250%, 05/26/37 (e)		2,000
	2,227		Series 2009-RR5, Class 8A1, 5.500%, 11/26/34 (e)		2,160
			Bear Stearns Adjustable Rate Mortgage Trust,
	631		Series 2003-7, Class 3A, VAR, 4.948%, 10/25/33 (i)		582
	1,357		Series 2004-1, Class 12A1, VAR, 4.368%, 04/25/34		1,203
	8,170		Series 2006-1, Class A1, VAR, 4.625%, 02/25/36		6,824
			Citicorp Mortgage Securities, Inc.,
	223		Series 1993-14, Class A3, VAR, 1.450%, 11/25/23		216
	4,419		Series 2004-1, Class 3A1, 4.750%, 01/25/34		4,429
	3,016		Series 2004-5, Class 2A5, 4.500%, 08/25/34		3,009
	781		Series 2005-5, Class APO, PO, 08/25/35		558
	978		Series 2005-8, Class APO, PO, 11/25/35		723
			Citigroup Mortgage Loan Trust, Inc.,
	1,807		Series 2003-1, Class 2A5, 5.250%, 10/25/33		1,832
	474		Series 2003-1, Class 2A6, PO, 10/25/33		244
	631		Series 2003-1, Class PO2, PO, 10/25/33		418
	572		Series 2003-1, Class PO3, PO, 09/25/33		381
	415		Series 2003-UP3, Class A3, 7.000%, 09/25/33		410
	2,269		Series 2003-UST1, Class A1, 5.500%, 12/25/18		2,322
	714		Series 2003-UST1, Class PO1, PO, 12/25/18		559
	336		Series 2003-UST1, Class PO3, PO, 12/25/18		273
	1,131		Series 2004-UST1, Class A6, VAR, 5.073%, 08/25/34		1,108
	671		Series 2005-1, Class 2A1A, VAR, 4.504%, 04/25/35		358
	809		Series 2005-5, Class 1A2, VAR, 5.208%, 08/25/35		483
	1,500		Series 2009-10, Class 2A1A, 7.000%, 12/25/35 (e)		1,500
			Countrywide Alternative Loan Trust,
	989		Series 2002-8, Class A4, 6.500%, 07/25/32		939
	147		Series 2002-17, Class A7, 2.500%, 01/25/33		139
	10,409		Series 2004-2CB, Class 1A9, 5.750%, 03/25/34		6,158
	3,500		Series 2004-18CB, Class 2A4, 5.700%, 09/25/34		2,686
	1,239		Series 2005-5R, Class A1, 5.250%, 12/25/18		1,131
	6,062		Series 2005-1CB, Class 1A6, IF, IO, 6.864%, 03/25/35		761
	7,807		Series 2005-20CB, Class 3A8, IF, IO, 4.514%, 07/25/35		572
	20,403		Series 2005-22T1, Class A2, IF, IO, 4.834%, 06/25/35		1,586
	1,488		Series 2005-26CB, Class A10, IF, 12.622%, 07/25/35		1,486
	6,850		Series 2005-28CB, Class 1A4, 5.500%, 08/25/35		5,019
	444		Series 2005-28CB, Class 3A5, 6.000%, 08/25/35		394
	13,342		Series 2005-37T1, Class A2, IF, IO, 4.814%, 09/25/35		1,123
	6,084		Series 2005-54CB, Class 1A11, 5.500%, 11/25/35		4,436
	17,211		Series 2005-54CB, Class 1A2, IF, IO, 4.614%, 11/25/35		1,552
	4,473		Series 2005-57CB, Class 3A2, IF, IO, 4.864%, 12/25/35		382
	2,142		Series 2005-64CB, Class 1A9, 5.500%, 12/25/35		1,148
	16,862		Series 2005-J1, Class 1A4, IF, IO, 4.864%, 02/25/35		1,424
	6,000		Series 2006-26CB, Class A9, 6.500%, 09/25/36		4,324
	3,000		Series 2007-21CB, Class 1A5, 6.000%, 09/25/37		744
			Countrywide Home Loan Mortgage Pass-Through Trust,
	1,289		Series 2003-8, Class A4, 4.500%, 05/25/18		1,261
	3,296		Series 2003-26, Class 1A6, 3.500%, 08/25/33		2,773
	337		Series 2003-34, Class A11, 5.250%, 09/25/33		330
	753		Series 2003-44, Class A9, PO, 10/25/33		482
	121		Series 2003-J2, Class A17, IF, IO, 7.164%, 04/25/33		6
	2,055		Series 2003-J7, Class 4A3, IF, 9.468%, 08/25/18		1,607
	989		Series 2004-7, Class 2A1, VAR, 3.424%, 06/25/34		938
	2,152		Series 2004-8, Class 2A1, 4.500%, 06/25/19		2,147
	416		Series 2004-HYB1, Class 2A, VAR, 4.348%, 05/20/34		330
	1,440		Series 2004-HYB3, Class 2A, VAR, 3.651%, 06/20/34		958
	1,252		Series 2004-HYB6, Class A3, VAR, 3.628%, 11/20/34		964
	1,882		Series 2004-J8, Class 1A2, 4.750%, 11/25/19		1,905
	3,853		Series 2005-16, Class A23, 5.500%, 09/25/35		3,177
	5,824		Series 2005-22, Class 2A1, VAR, 5.209%, 11/25/35		3,777
	2,523		Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 7A1, 5.500%, 10/27/35 (e)		2,516
			CS First Boston Mortgage Securities Corp.,
	1,003		Series 2003-1, Class DB1, 6.564%, 02/25/33		824
	846		Series 2003-17, Class 2A1, 5.000%, 07/25/18		837
	2,620		Series 2003-25, Class 1P, PO, 10/25/33		1,887
	508		Series 2004-5, Class 5P, PO, 08/25/19		401
	1,651		Series 2005-4, Class 3A18, 5.500%, 06/25/35		862
	1,710		Series 2005-4, Class 3A22, 5.500%, 06/25/35		521
	1,837		Series 2005-4, Class 3A23, 5.500%, 06/25/35		615
	2,704		Deutsche Mortgage Securities, Inc., Series 2009-RS3, Class A1, 5.250%, 08/26/35 (e)		2,619
	35		First Boston Mortgage Securities Corp. 1987 STRIPS, Series C, Class PO, PO, 04/25/17		31
			First Horizon Alternative Mortgage Securities,
	1,593		Series 2004-AA4, Class A1, VAR, 2.879%, 10/25/34		1,259
	2,152		Series 2005-FA8, Class 1A19, 5.500%, 11/25/35		1,439
	4,288		Series 2007-FA4, Class 1A2, IF, IO, 5.414%, 08/25/37		346
			First Horizon Asset Securities, Inc.,
	757		Series 2003-3, Class 1A4, 3.900%, 05/25/33		718
	2,805		Series 2003-9, Class 1A6, 5.500%, 11/25/33		2,330
	1,606		Series 2004-AR2, Class 2A1, VAR, 3.024%, 05/25/34		1,531
	1,877		Series 2004-AR7, Class 2A1, VAR, 4.835%, 02/25/35		1,723
	2,922		Series 2005-AR1, Class 2A2, VAR, 5.008%, 04/25/35		2,619
			GMAC Mortgage Corp. Loan Trust,
	1,902		Series 2003-AR1, Class A4, VAR, 4.133%, 10/19/33		1,788
	1,592		Series 2005-AR3, Class 3A3, VAR, 4.842%, 06/19/35		1,421
	5,565		Series 2005-AR3, Class 3A4, VAR, 4.842%, 06/19/35		3,913
			GSMPS Mortgage Loan Trust,
	1,486		Series 2001-2, Class A, VAR, 7.500%, 06/19/32 (e)		1,249
	7,180		Series 2006-RP2, Class 1AS2, IF, IO, 5.730%, 04/25/36 (e)		636
			GSR Mortgage Loan Trust,
	1,808		Series 2004-6F, Class 3A4, 6.500%, 05/25/34		1,672
	914		Series 2004-10F, Class 1A1, 4.500%, 08/25/19		919
	266		Series 2004-10F, Class 2A1, 5.000%, 08/25/19		260
	493		Series 2004-13F, Class 3A3, 6.000%, 11/25/34		306
	1,265		Series 2005-4F, Class AP, PO, 05/25/35		847
	5,111		Series 2005-7F, Class 3A9, 6.000%, 09/25/35		3,361
	4,207		Series 2006-1F, Class 2A4, 6.000%, 02/25/36		1,617
	5,000		Series 2007-1F, Class 2A4, 5.500%, 01/25/37		3,941
	29,258		Indymac Index Mortgage Loan Trust, Series 2005-AR11, Class A7, IO, VAR, 0.504%, 08/25/35		293
			JP Morgan Mortgage Trust,
	4,659		Series 2006-A2, Class 4A1, VAR, 4.055%, 08/25/34		4,141
	1,226		Series 2006-A3, Class 6A1, VAR, 3.999%, 08/25/34		1,051
			Lehman Mortgage Trust,
	2,048		Series 2006-2, Class 1A1, VAR, 6.462%, 04/25/36		1,803
	2,000		Series 2008-2, Class 1A6, 6.000%, 03/25/38		1,425
			MASTR Adjustable Rate Mortgages Trust,
	208		Series 2004-4, Class 2A1, VAR, 3.593%, 05/25/34		109
	2,337		Series 2004-13, Class 2A1, VAR, 3.083%, 04/21/34		2,178
	10,275		Series 2004-13, Class 3A6, VAR, 3.096%, 11/21/34		10,053
	2,800		Series 2004-13, Class 3A7, VAR, 3.096%, 11/21/34		2,276
	482		Series 2004-15, Class 3A1, VAR, 3.939%, 12/25/34		352
			MASTR Alternative Loans Trust,
	421		Series 2003-3, Class 1A1, 6.500%, 05/25/33		404
	1,892		Series 2003-9, Class 8A1, 6.000%, 01/25/34		1,687
	1,442		Series 2004-3, Class 2A1, 6.250%, 04/25/34		1,341
	4,229		Series 2004-4, Class 10A1, 5.000%, 05/25/24		4,069
	982		Series 2004-6, Class 30PO, PO, 07/25/34		530
	1,356		Series 2004-6, Class 7A1, 6.000%, 07/25/34		1,182
	726		Series 2004-7, Class 30PO, PO, 08/25/34		414
	3,540		Series 2004-8, Class 6A1, 5.500%, 09/25/19		3,436
	889		Series 2004-10, Class 1A1, 4.500%, 09/25/19		843
			MASTR Asset Securitization Trust,
	512		Series 2003-2, Class 2A1, 4.500%, 03/25/18		488
	472		Series 2003-3, Class 4A1, 5.000%, 04/25/18		482
	129		Series 2003-4, Class 2A2, 5.000%, 05/25/18		129
	814		Series 2003-4, Class 3A2, 5.000%, 05/25/18		812
	79		Series 2003-11, Class 6A2, 4.000%, 12/25/33		79
	620		Series 2003-12, Class 30PO, PO, 12/25/33		419
	421		Series 2004-1, Class 30PO, PO, 02/25/34		288
	599		Series 2004-4, Class 3A1, 4.500%, 04/25/19		578
	362		Series 2004-6, Class 15PO, PO, 05/25/19		284
	1,061		Series 2004-8, Class 1A1, 4.750%, 08/25/19		1,074
	362		Series 2004-8, Class PO, PO, 08/25/19		287
	184		Series 2004-10, Class 5A1, VAR, 0.636%, 11/25/34		173
	1,000		Series 2006-2, Class 1A30, 6.000%, 06/25/36		588
	4,882		MASTR Reperforming Loan Trust, Series 2005-2, Class 1A1F, VAR, 0.586%, 05/25/35 (e)		3,877
	6,613		MASTR Resecuritization Trust, Series 2005-PO, Class 3PO, PO, 05/28/35 (e)		4,298
	138		Merrill Lynch Trust, Series 47, Class Z, 8.985%, 10/20/20		153
	1,036		MortgageIT Trust, Series 2005-1, Class 1A1, VAR, 0.556%, 02/25/35		699
			Nomura Asset Acceptance Corp.,
	858		Series 2003-A1, Class A1, 5.500%, 05/25/33		869
	413		Series 2003-A1, Class A2, 6.000%, 05/25/33		401
	67		Series 2003-A1, Class A5, 7.000%, 04/25/33		61
	75		Series 2003-A1, Class A7, 5.000%, 04/25/18		75
	873		Series 2004-R2, Class A1, VAR, 6.500%, 10/25/34 (e)		820
			Paine Webber CMO Trust,
	7		Series H, Class 4, 8.750%, 04/01/18		8
	32		Series P, Class 4, 8.500%, 08/01/19		35
	211		RAAC Series, Series 2005-SP1, Class 2A10, 5.250%, 09/25/34		189
			RBSSP Resecuritization Trust,
	1,905		Series 2009-9, Class 7A4, 6.000%, 07/26/37 (e)		1,838
	1,490		Series 2009-12, Class 14A1, VAR, 5.500%, 03/26/38		1,468
	2,500		Series 2009-12, Class 1A1, VAR, 5.700%, 11/26/33		2,472
			Residential Accredit Loans, Inc.,
	500		Series 2002-QS16, Class A3, IF, 16.129%, 10/25/17		527
	1,458		Series 2002-QS8, Class A5, 6.250%, 06/25/17		1,480
	4,832		Series 2003-QR19, Class CB4, 5.750%, 10/25/33		3,388
	2,720		Series 2003-QS12, Class A2A, IF, IO, 7.364%, 06/25/18		398
	828		Series 2003-QS12, Class A5, IO, 5.000%, 06/25/18		84
	5,617		Series 2003-QS14, Class A1, 5.000%, 07/25/18		5,520
	1,688		Series 2003-QS18, Class A1, 5.000%, 09/25/18		1,675
	3,178		Series 2003-QS19, Class A1, 5.750%, 10/25/33		3,049
	1,084		Series 2003-QS3, Class A2, IF, 15.981%, 02/25/18		1,133
	1,115		Series 2003-QS3, Class A8, IF, IO, 7.364%, 02/25/18		141
	3,012		Series 2003-QS9, Class A3, IF, IO, 7.314%, 05/25/18		436
	3,806		Series 2004-QA6, Class NB2, VAR, 4.582%, 12/26/34		2,977
	864		Series 2004-QS8, Class A2, 5.000%, 06/25/34		784
	1,809		Series 2005-QA7, Class A21, VAR, 4.822%, 07/25/35		1,142
	738		Series 2006-QS4, Class A7, IF, 19.961%, 04/25/36		621
			Residential Asset Securitization Trust,
	1,309		Series 2003-A13, Class A3, 5.500%, 01/25/34		1,049
	186		Series 2003-A14, Class A1, 4.750%, 02/25/19		182
	1,026		Series 2005-A11, Class PO, PO, 10/25/35		591
	5,132		Series 2005-A2, Class A4, IF, IO, 4.814%, 03/25/35		510
	1,886		Series 2006-A4, Class 2A5, 6.000%, 05/25/36		1,065
			Residential Funding Mortgage Securities I,
	127		Series 2003-S11, Class A1, 2.500%, 06/25/18		127
	592		Series 2003-S12, Class 4A5, 4.500%, 12/25/32		590
	1,130		Series 2003-S13, Class A3, 5.500%, 06/25/33		1,028
	764		Series 2003-S14, Class A4, PO, 07/25/18		664
	2,673		Series 2003-S7, Class A17, 4.000%, 05/25/33		2,495
	1,680		Series 2004-S3, Class A1, 4.750%, 03/25/19		1,700
	2,606		Series 2004-S6, Class 2A6, PO, 06/25/34		1,940
	694		Series 2004-S9, Class 2A1, 4.750%, 12/25/19		635
	1,319		Series 2005-SA4, Class 1A1, VAR, 3.770%, 09/25/35		940
	506		Series 2007-S2, Class A11, 5.750%, 02/25/37		458
	156		Residential Funding Securities LLC, Series 2003-RM2, Class AP-3, PO, 05/25/33		112
	235		Salomon Brothers Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1, PO, 12/25/18		177
	5,500		SPST, Series 2009-1, Class A, 0.000%, 06/25/36		5,497
	2,826		Structured Adjustable Rate Mortgage Loan Trust, Series 2004-6, Class 5A4, VAR, 4.956%, 06/25/34		2,387
			Structured Asset Securities Corp.,
	99		Series 2002-10H, Class 1AP, PO, 05/25/32		71
	539		Series 2003-8, Class 1A2, 5.000%, 04/25/18		510
	530		Series 2003-31A, Class B1, VAR, 3.450%, 10/25/33 (i)		271
	2,377		Series 2003-33H, Class 1A1, 5.500%, 10/25/33		2,327
	2,801		Series 2004-20, Class 1A3, 5.250%, 11/25/34		2,751
	1,500		Series 2004-5H, Class A4, 5.540%, 12/25/33		1,433
	950		Series 2005-6, Class 4A1, 5.000%, 05/25/35		930
	750		Series 2005-6, Class 5A8, IF, 13.428%, 05/25/35		655
	1,000		Series 2005-10, Class 5A9, 5.250%, 12/25/34		779
			WaMu Mortgage Pass-Through Certificates,
	278		Series 2003-AR8, Class A, VAR, 2.852%, 08/25/33		259
	928		Series 2003-AR9, Class 2A, VAR, 2.882%, 09/25/33		905
	4,351		Series 2003-S10, Class A5, 5.000%, 10/25/18		4,323
	478		Series 2003-S10, Class A6, PO, 10/25/18		397
	1,057		Series 2003-S11, Class 2A5, IF, 16.401%, 11/25/33		1,043
	1,379		Series 2003-S8, Class A6, 4.500%, 09/25/18		1,375
	3,094		Series 2003-S9, Class A8, 5.250%, 10/25/33		2,809
	676		Series 2003-S9, Class P, PO, 10/25/33		460
	2,813		Series 2004-AR14, Class A1, VAR, 4.190%, 01/25/35		2,606
	570		Series 2004-AR3, Class A1, VAR, 3.136%, 06/25/34		529
	325		Series 2004-AR3, Class A2, VAR, 3.136%, 06/25/34		302
	2,262		Series 2004-RS2, Class A4, 5.000%, 11/25/33		1,591
	3,414		Series 2004-S3, Class 2A3, IF, 18.189%, 07/25/34		3,570
	761		Series 2006-AR10, Class 2P, VAR, 0.000%, 09/25/36		335
	591		Series 2006-AR12, Class 2P, VAR, 0.000%, 10/25/36		260
			Washington Mutual Alternative Mortgage Pass-Through Certificates,
	17,713		Series 2005-2, Class 1A4, IF, IO, 4.814%, 04/25/35		1,523
	4,284		Series 2005-2, Class 2A3, IF, IO, 4.764%, 04/25/35		348
	4,537		Series 2005-3, Class CX, IO, 5.500%, 05/25/35		612
	4,281		Series 2005-4, Class CB7, 5.500%, 06/25/35		3,051
	4,374		Series 2005-4, Class CX, IO, 5.500%, 06/25/35		563
	1,529		Series 2005-6, Class 2A4, 5.500%, 08/25/35		1,244
	4,979		Series 2005-6, Class 2A9, 5.500%, 08/25/35		2,135
	224		Washington Mutual MSC Mortgage Pass-Through Certificates, Series 2002-MS12, Class A, 6.500%, 05/25/32		217
			Wells Fargo Mortgage Backed Securities Trust,
	1,112		Series 2002-18, Class 2A5, 6.000%, 12/25/32		1,115
	1,297		Series 2003-1, Class 1A1, 4.500%, 02/25/18		1,262
	835		Series 2003-8, Class A9, 4.500%, 08/25/18		841
	2,260		Series 2003-11, Class 1A4, 4.750%, 10/25/18		2,140
	680		Series 2003-11, Class 1APO, PO, 10/25/18		545
	1,622		Series 2003-13, Class A7, 4.500%, 11/25/18		1,635
	2,284		Series 2003-15, Class 1A1, 4.750%, 12/25/18		2,334
	442		Series 2003-15, Class APO, PO, 12/25/18		351
	1,965		Series 2003-16, Class 2A1, 4.500%, 12/25/18		1,994
	1,456		Series 2003-16, Class 2A3, 4.500%, 12/25/18		1,444
	1,496		Series 2003-K, Class 1A1, VAR, 4.473%, 11/25/33		1,469
	2,881		Series 2003-K, Class 1A2, VAR, 4.473%, 11/25/33		2,829
	674		Series 2004-2, Class APO, PO, 01/25/19		526
	1,242		Series 2004-7, Class 2A1, 4.500%, 07/25/19		1,258
	1,188		Series 2004-7, Class 2A2, 5.000%, 07/25/19		1,202
	2,574		Series 2004-BB, Class A4, VAR, 4.069%, 01/25/35		2,527
	1,552		Series 2004-EE, Class 2A1, VAR, 3.122%, 12/25/34		1,480
	1,855		Series 2004-EE, Class 3A1, VAR, 3.995%, 12/25/34		1,842
	3,175		Series 2004-P, Class 2A1, VAR, 3.066%, 09/25/34		2,901
	1,669		Series 2004-V, Class 1A1, VAR, 3.301%, 10/25/34		1,643
	559		Series 2005-13, Class APO, PO, 11/25/20		418
	1,272		Series 2005-16, Class APO, PO, 01/25/36		968
	867		Series 2005-AR16, Class 2A1, VAR, 3.750%, 10/25/35		723
	829		Series 2005-AR8, Class 2A1, VAR, 3.530%, 06/25/35		753
	1,913		Series 2006-2, Class APO, PO, 03/25/36		1,309
	1,309		Series 2006-4, Class 1APO, PO, 04/25/36		1,013
	2,500		Series 2007-7, Class A7, 6.000%, 06/25/37		1,605
	863		Series 2007-11, Class A14, 6.000%, 08/25/37		675
					383,301
			Total Collateralized Mortgage Obligations (Cost $1,303,012)		1,339,046
			Commercial Mortgage-Backed Securities — 1.6%
			Banc of America Commercial Mortgage, Inc.,
	4,421		Series 2005-6, Class ASB, VAR, 5.351%, 09/10/47		4,586
	250		Series 2006-1, Class A4, VAR, 5.372%, 09/10/45		243
			Bear Stearns Commercial Mortgage Securities,
	113		Series 2002-PBW1, Class A1, VAR, 3.970%, 11/11/35		114
	2,183		Series 2005-PWR9, Class AAB, 4.804%, 09/11/42		2,240
	3,113		Series 2006-PW11, Class A4, VAR, 5.622%, 03/11/39		2,996
	1,723		Series 2006-PW14, Class A1, 5.044%, 12/11/38		1,775
	1,693		Citigroup Commercial Mortgage Trust, Series 2006-C4, Class A1, VAR, 5.913%, 03/15/49		1,741
	1,100		Commercial Mortgage Pass Through Certificates, Series 2005-LP5, Class A4, VAR, 4.982%, 05/10/43		1,106
	549		GE Capital Mortgage Services LLC, Series 1999-HE1, Class M, VAR, 6.705%, 04/25/29		406
	4,000		GMAC Commercial Mortgage Securities, Inc., Series 2006-C1, Class A4, VAR, 5.238%, 11/10/45		3,839
	750		GS Mortgage Securities Corp. II, Series 2006-GG6, Class A4, VAR, 5.553%, 04/10/38		677
			LB-UBS Commercial Mortgage Trust,
	1,000		Series 2006-C1, Class A4, 5.156%, 02/15/31		977
	1,010		Series 2008-C1, Class A2, VAR, 6.318%, 04/15/41		1,007
			Merrill Lynch Mortgage Trust,
	3,105		Series 2005-LC1, Class A4, VAR, 5.291%, 01/12/44		3,081
	3,341		Series 2005-MCP1, Class ASB, VAR, 4.674%, 06/12/43		3,423
	3,122		Merrill Lynch/Countrywide Commercial Mortgage Trust, Series 2006-1, Class A4, VAR, 5.598%, 02/12/39		2,974
			Morgan Stanley Capital I,
	1,531		Series 2006-IQ12, Class A1, 5.257%, 12/15/43		1,575
	806		Series 2006-T23, Class A1, 5.682%, 08/12/41		824
	5,545		TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4, Class A3, VAR, 6.073%, 08/15/39		5,893
	3,999		Wachovia Bank Commercial Mortgage Trust, Series 2004-C15, Class A2, 4.039%, 10/15/41		3,993
			Total Commercial Mortgage-Backed Securities (Cost $41,845)		43,470
			Corporate Bonds — 17.6%
			Consumer Discretionary — 1.0%
			Automobiles — 0.0% (g)
	1,000		Daimler Finance North America LLC, 6.500%, 11/15/13		1,104
			Broadcasting & Cable TV — 0.1%
			News America Holdings, Inc.,
	500		8.000%, 10/17/16		590
	350		8.875%, 04/26/23		421
			News America, Inc.,
	250		6.900%, 08/15/39 (e)		273
	1,000		7.300%, 04/30/28		1,042
					2,326
			Hotels, Restaurants & Leisure — 0.0% (g)
	400		McDonald’s Corp., 4.300%, 03/01/13		431
			Media — 0.7%
	250		Comcast Cable Communications Holdings, Inc., 9.455%, 11/15/22		326
	624		Comcast Cable Communications LLC, 7.125%, 06/15/13		712
	2,790		Comcast Cable Holdings LLC, 9.800%, 02/01/12		3,199
			Comcast Corp.,
	1,000		5.300%, 01/15/14		1,078
	1,484		5.500%, 03/15/11		1,560
	1,845		5.900%, 03/15/16		2,013
	700		Comcast Holdings Corp., 10.625%, 07/15/12		835
			Cox Communications, Inc.,
	500		5.450%, 12/15/14		544
	728		7.750%, 11/01/10		765
	1,177		Historic TW, Inc., 9.150%, 02/01/23		1,482
			Thomson Reuters Corp., (Canada),
	315		4.700%, 10/15/19		324
	488		5.950%, 07/15/13		548
			Time Warner Cable, Inc.,
	2,127		5.850%, 05/01/17		2,267
	800		8.250%, 04/01/19		974
			Time Warner Entertainment Co. LP,
	100		8.375%, 03/15/23		119
	600		8.375%, 07/15/33		720
	866		10.150%, 05/01/12		1,011
	171		Time Warner, Inc., 7.700%, 05/01/32		201
	990		Viacom, Inc., 6.250%, 04/30/16		1,093
					19,771
			Multiline Retail — 0.1%
	275		Kohl’s Corp., 6.250%, 12/15/17		309
			Target Corp.,
	200		6.000%, 01/15/18		228
	800		7.000%, 01/15/38		964
					1,501
			Specialty Retail — 0.1%
	1,615		Home Depot, Inc., 5.400%, 03/01/16		1,722
	585		Staples, Inc., 9.750%, 01/15/14		707
					2,429
			Total Consumer Discretionary		27,562
			Consumer Staples — 0.8%
			Beverages — 0.2%
			Anheuser-Busch Cos., Inc.,
	600		5.500%, 01/15/18		628
	905		5.750%, 04/01/36		895
	215		Anheuser-Busch InBev Worldwide, Inc., 7.750%, 01/15/19 (e)		258
			Coca-Cola Co. (The),
	500		3.625%, 03/15/14		526
	410		4.875%, 03/15/19		443
	295		Coca-Cola Enterprises, Inc., 8.500%, 02/01/12		337
	505		Diageo Capital plc, (United Kingdom), 7.375%, 01/15/14		594
			Diageo Finance BV, (Netherlands),
	800		5.300%, 10/28/15		888
	500		5.500%, 04/01/13		548
	890		FBG Finance Ltd., (Australia), 5.125%, 06/15/15 (e)		944
	252		PepsiCo, Inc., 7.900%, 11/01/18		320
	250		SABMiller plc, (United Kingdom), 6.500%, 07/01/16 (e)		283
					6,664
			Food & Staples Retailing — 0.2%
			Kroger Co. (The),
	850		7.500%, 01/15/14		990
	1,150		8.050%, 02/01/10		1,163
			Wal-Mart Stores, Inc.,
	420		4.550%, 05/01/13		456
	752		5.250%, 09/01/35		757
	215		6.200%, 04/15/38		243
	350		7.550%, 02/15/30		455
					4,064
			Food Products — 0.3%
			Bunge Ltd. Finance Corp.,
	165		5.875%, 05/15/13		176
	875		8.500%, 06/15/19		1,020
	188		Bunge N.A. Finance LP, 5.900%, 04/01/17		189
			Cargill, Inc.,
	400		5.200%, 01/22/13 (e)		432
	100		6.375%, 06/01/12 (e)		110
	850		7.350%, 03/06/19 (e)		1,010
	325		General Mills, Inc., 6.000%, 02/15/12		355
			Kellogg Co.,
	457		4.250%, 03/06/13		488
	1,200		5.125%, 12/03/12		1,316
			Kraft Foods, Inc.,
	1,440		6.125%, 02/01/18		1,544
	635		6.500%, 08/11/17		699
	345		6.750%, 02/19/14		389
	600		6.875%, 02/01/38		649
	500		6.875%, 01/26/39		540
	350		7.000%, 08/11/37		383
					9,300
			Household Products — 0.1%
	66		Kimberly-Clark Corp., 7.500%, 11/01/18		83
	1,050		Procter & Gamble - ESOP, 9.360%, 01/01/21		1,330
	110		Procter & Gamble Co., 5.500%, 02/01/34		115
					1,528
			Total Consumer Staples		21,556
			Energy — 0.8%
			Energy Equipment & Services — 0.1%
	1,550		Halliburton Co., 7.450%, 09/15/39		1,958
			Oil, Gas & Consumable Fuels — 0.7%
			Anadarko Petroleum Corp.,
	125		5.750%, 06/15/14		137
	1,800		7.625%, 03/15/14		2,084
	260		8.700%, 03/15/19		326
	1,000		Canadian Natural Resources Ltd., (Canada), 6.750%, 02/01/39		1,131
	1,500		Chevron Corp., 4.950%, 03/03/19		1,627
	400		Conoco Funding Co., (Canada), 7.250%, 10/15/31		474
			ConocoPhillips,
	200		5.200%, 05/15/18		215
	450		5.750%, 02/01/19		499
	150		6.000%, 01/15/20		169
	200		6.500%, 02/01/39		227
	1,760		8.750%, 05/25/10		1,831
	100		Devon Financing Corp. ULC, (Canada), 6.875%, 09/30/11		109
	635		EnCana Corp., (Canada), 6.500%, 05/15/19		718
	200		Kerr-McGee Corp., 6.950%, 07/01/24		217
	410		Marathon Oil Canada Corp., (Canada), 8.375%, 05/01/12		465
			Marathon Oil Corp.,
	900		5.900%, 03/15/18		966
	1,525		6.000%, 10/01/17		1,659
	1,045		Petro-Canada, (Canada), 6.800%, 05/15/38		1,151
			Shell International Finance BV, (Netherlands),
	1,000		4.300%, 09/22/19		1,025
	1,225		6.375%, 12/15/38		1,421
	250		Suncor Energy, Inc., (Canada), 6.850%, 06/01/39		278
	125		Talisman Energy, Inc., (Canada), 7.750%, 06/01/19		150
			XTO Energy, Inc.,
	300		4.625%, 06/15/13		316
	2,000		5.750%, 12/15/13		2,207
					19,402
			Total Energy		21,360
			Financials — 9.7%
			Capital Markets — 2.3%
			Bank of New York Mellon Corp. (The),
	750		4.600%, 01/15/20		768
	310		5.125%, 08/27/13		340
			Bear Stearns Cos., LLC (The),
	1,000		5.700%, 11/15/14 (y)		1,106
	210		7.250%, 02/01/18 (y)		243
			Credit Suisse USA, Inc.,
	500		5.125%, 08/15/15		539
	942		5.500%, 08/15/13		1,038
	6,022		6.125%, 11/15/11		6,562
	500		FMR LLC, 6.450%, 11/15/39 (e)		505
			Goldman Sachs Group, Inc. (The),
	1,041		4.750%, 07/15/13		1,106
	2,660		5.150%, 01/15/14		2,829
	1,032		5.250%, 10/15/13		1,112
	750		5.500%, 11/15/14		814
	4,100		5.950%, 01/18/18		4,387
	305		6.250%, 09/01/17		333
	1,561		6.600%, 01/15/12		1,708
	485		6.750%, 10/01/37		499
	4,612		6.875%, 01/15/11		4,892
			Jefferies Group, Inc.,
	1,000		6.450%, 06/08/27		851
	1,000		7.750%, 03/15/12		1,086
	350		8.500%, 07/15/19		385
			Lehman Brothers Holdings, Inc.,
	105		3.950%, 11/10/09 (d)		20
	1,246		4.800%, 03/13/14 (d)		243
	1,000		5.500%, 04/04/16 (d)		195
	1,200		5.750%, 05/17/13 (d)		234
	1,850		6.000%, 07/19/12 (d)		361
	1,670		6.625%, 01/18/12 (d)		326
	152		7.875%, 11/01/09 (d)		29
			Merrill Lynch & Co., Inc.,
	433		4.790%, 08/04/10		443
	2,215		5.450%, 07/15/14		2,329
	920		5.700%, 05/02/17		913
	577		6.050%, 08/15/12		621
	1,110		6.150%, 04/25/13		1,194
	1,966		6.400%, 08/28/17		2,063
	1,249		6.875%, 04/25/18		1,340
			Morgan Stanley,
	893		4.200%, 11/20/14		897
	400		4.250%, 05/15/10		406
	1,989		4.750%, 04/01/14		2,024
	1,785		5.300%, 03/01/13		1,907
	900		5.750%, 08/31/12		975
	1,200		6.000%, 05/13/14		1,308
	2,440		6.600%, 04/01/12		2,665
	5,247		6.750%, 04/15/11		5,597
	370		6.750%, 10/15/13		411
	339		8.000%, 06/15/10		351
	226		Northern Trust Corp., 5.500%, 08/15/13		252
	1,347		State Street Corp., 7.650%, 06/15/10		1,393
			UBS AG, (Switzerland),
	500		5.750%, 04/25/18		517
	425		5.875%, 12/20/17		441
					60,558
			Commercial Banks — 1.9%
	1,455		Bank of America N.A., 5.300%, 03/15/17		1,426
			Barclays Bank plc, (United Kingdom),
	1,000		2.500%, 01/23/13		1,003
	175		5.000%, 09/22/16		182
	700		5.200%, 07/10/14		751
	1,500		5.450%, 09/12/12		1,632
	1,000		6.050%, 12/04/17 (c) (e)		1,041
			BB&T Corp.,
	865		3.375%, 09/25/13		881
	850		3.850%, 07/27/12		886
	740		4.900%, 06/30/17		732
	750		6.850%, 04/30/19		854
	500		Credit Suisse, (Switzerland), 3.450%, 07/02/12		521
	970		Deutsche Bank AG, (Germany), 3.875%, 08/18/14		1,002
	720		Fifth Third Bancorp, 5.450%, 01/15/17		649
	1,177		Huntington National Bank (The), 8.000%, 04/01/10		1,182
	2,400		KeyBank N.A., 5.500%, 09/17/12		2,495
	475		Keycorp, 6.500%, 05/14/13		498
	2,100		Manufacturers & Traders Trust Co., 6.625%, 12/04/17		2,202
	1,835		Marshall & Ilsley Corp., 5.350%, 04/01/11		1,798
			National City Bank,
	250		5.800%, 06/07/17		259
	700		VAR, 0.393%, 01/21/10		700
	1,890		PNC Funding Corp., 5.250%, 11/15/15		1,987
	625		Regions Financial Corp., 7.375%, 12/10/37		489
			SunTrust Banks, Inc.,
	2,000		5.250%, 11/05/12		2,105
	820		6.000%, 09/11/17		827
	880		6.375%, 04/01/11		928
	1,107		U.S. Bancorp, 7.500%, 06/01/26		1,139
	2,072		U.S. Bank N.A., 7.125%, 12/01/09		2,072
			Wachovia Bank N.A.,
	1,000		5.600%, 03/15/16		1,049
	1,125		6.600%, 01/15/38		1,200
	836		7.800%, 08/18/10		874
			Wachovia Corp.,
	685		4.875%, 02/15/14		713
	2,000		5.300%, 10/15/11		2,128
	4,480		5.750%, 02/01/18		4,712
			Wells Fargo & Co.,
	1,000		3.750%, 10/01/14		1,008
	2,135		5.625%, 12/11/17		2,228
			Wells Fargo Bank N.A.,
	915		4.750%, 02/09/15		945
	500		5.750%, 05/16/16		525
	2,149		7.550%, 06/21/10		2,229
			Westpac Banking Corp., (Australia),
	900		4.200%, 02/27/15		931
	2,093		4.875%, 11/19/19		2,125
					50,908
			Consumer Finance — 0.8%
			American Express Credit Corp.,
	2,135		5.875%, 05/02/13		2,315
	400		7.300%, 08/20/13		454
	1,283		American General Finance Corp., 5.375%, 10/01/12		1,053
	160		Capital One Bank USA N.A., 5.750%, 09/15/10		166
			Capital One Financial Corp.,
	850		5.700%, 09/15/11		898
	1,890		6.250%, 11/15/13		2,074
	655		6.750%, 09/15/17		722
	240		7.375%, 05/23/14		275
			HSBC Finance Corp.,
	1,000		4.750%, 07/15/13		1,049
	1,748		5.000%, 06/30/15		1,817
	2,200		5.250%, 01/15/14		2,329
	452		6.375%, 10/15/11		484
	188		6.375%, 11/27/12		205
	1,665		7.000%, 05/15/12		1,828
	207		7.350%, 11/27/32		212
			John Deere Capital Corp.,
	265		4.500%, 04/03/13		283
	1,000		5.250%, 10/01/12		1,096
			SLM Corp.,
	2,215		4.000%, 01/15/10		2,213
	1,023		5.375%, 01/15/13		915
	1,835		Washington Mutual Finance Corp., 6.875%, 05/15/11		1,936
					22,324
			Diversified Financial Services — 2.9%
			Associates Corp. of North America,
	1,000		6.950%, 11/01/18		1,029
	942		7.950%, 02/15/10		945
	2,200		BA Covered Bond Issuer, 5.500%, 06/14/12 (e)		2,377
			Bank of America Corp.,
	300		4.900%, 05/01/13		314
	2,520		5.625%, 10/14/16		2,585
	145		5.650%, 05/01/18		146
	1,510		5.750%, 08/15/16		1,477
	1,023		7.400%, 01/15/11		1,079
	5,173		7.800%, 02/15/10		5,239
			BP Capital Markets plc, (United Kingdom),
	700		3.125%, 03/10/12		729
	2,117		5.250%, 11/07/13		2,355
			Caterpillar Financial Services Corp.,
	800		4.850%, 12/07/12		871
	660		4.900%, 08/15/13		714
	560		5.500%, 03/15/16		609
	1,300		6.200%, 09/30/13		1,454
	300		7.050%, 10/01/18		356
	510		7.150%, 02/15/19		613
			Citigroup, Inc.,
	856		4.700%, 05/29/15		841
	1,015		5.000%, 09/15/14		987
	2,025		5.125%, 05/05/14		2,048
	600		5.500%, 04/11/13		620
	600		5.500%, 10/15/14		611
	2,112		5.625%, 08/27/12		2,193
	1,540		6.000%, 08/15/17		1,545
	500		6.375%, 08/12/14		526
	400		8.125%, 07/15/39		440
	225		8.500%, 05/22/19		254
			CME Group, Inc.,
	3,166		5.400%, 08/01/13		3,458
	100		5.750%, 02/15/14		111
	1,045		ConocoPhillips Canada Funding Co. I, (Canada), 5.625%, 10/15/16		1,170
	200		Diageo Investment Corp., 9.000%, 08/15/11		225
			General Electric Capital Corp.,
	5,825		5.250%, 10/19/12		6,284
	2,500		5.400%, 02/15/17		2,579
	5,030		5.625%, 05/01/18		5,186
	1,000		5.650%, 06/09/14		1,088
	10,440		5.875%, 02/15/12 (c)		11,280
	300		5.875%, 01/14/38		278
	6,912		6.000%, 06/15/12		7,520
	2,094		6.750%, 03/15/32		2,147
	477		International Lease Finance Corp., 5.875%, 05/01/13		378
			National Rural Utilities Cooperative Finance Corp.,
	225		2.625%, 09/16/12		229
	635		4.750%, 03/01/14		688
	200		10.375%, 11/01/18		270
	640		Textron Financial Corp., 5.400%, 04/28/13		633
					76,481
			Insurance — 1.5%
	510		Allstate Life Global Funding Trusts, 5.375%, 04/30/13		550
			American International Group, Inc.,
	1,499		4.250%, 05/15/13		1,312
	3,095		5.450%, 05/18/17		2,355
	2,185		ASIF Global Financing XIX, 4.900%, 01/17/13 (e)		2,018
			Berkshire Hathaway Finance Corp.,
	1,250		4.000%, 04/15/12		1,323
	1,000		4.600%, 05/15/13		1,076
	605		5.000%, 08/15/13		665
	1,200		5.400%, 05/15/18		1,286
	100		Chubb Corp. (The), 5.750%, 05/15/18		111
	3,110		Genworth Global Funding Trusts, 5.200%, 10/08/10		3,186
			Jackson National Life Global Funding,
	820		5.375%, 05/08/13 (e)		846
	1,695		6.125%, 05/30/12 (e)		1,818
	1,017		John Hancock Global Funding II, 7.900%, 07/02/10 (e)		1,054
			MassMutual Global Funding II,
	1,658		3.500%, 03/15/10 (e)		1,666
	500		3.625%, 07/16/12 (e)		520
	1,120		MetLife Life and Annuity Co. of Connecticut, 5.125%, 08/15/14 (e)		1,110
	430		MetLife, Inc., 6.817%, 08/15/18		490
			Metropolitan Life Global Funding I,
	1,250		2.875%, 09/17/12 (e)		1,265
	300		5.125%, 04/10/13 (e)		322
	1,093		5.200%, 09/18/13 (e)		1,160
	250		Monumental Global Funding Ltd., (Cayman Islands), 5.500%, 04/22/13 (e)		262
	467		Nationwide Financial Services, 6.250%, 11/15/11		488
			New York Life Global Funding,
	725		4.650%, 05/09/13 (e)		776
	2,637		5.375%, 09/15/13 (e)		2,910
	410		Pacific Life Global Funding, 5.150%, 04/15/13 (e)		435
	2,100		Pricoa Global Funding I, 5.450%, 06/11/14 (e)		2,237
			Principal Life Global Funding I,
	500		5.050%, 03/15/15 (e)		497
	4,549		6.250%, 02/15/12 (e)		4,829
	500		Principal Life Income Funding Trusts, 5.150%, 06/17/11		517
	2,365		Protective Life Secured Trusts, 4.000%, 04/01/11		2,416
	205		Travelers Cos, Inc. (The), 5.800%, 05/15/18		226
	300		Travelers Property Casualty Corp., 5.000%, 03/15/13		323
					40,049
			Real Estate Investment Trusts (REITs) — 0.2%
	1,320		HRPT Properties Trust, 6.650%, 01/15/18		1,252
			Simon Property Group LP,
	705		5.625%, 08/15/14		748
	660		6.100%, 05/01/16		698
	325		6.750%, 05/15/14		356
	1,136		WEA Finance LLC/WT Finance Ltd., 6.750%, 09/02/19 (e)		1,194
					4,248
			Thrifts & Mortgage Finance — 0.1%
	2,865		Countrywide Home Loans, Inc., 4.000%, 03/22/11		2,927
			Total Financials		257,495
			Health Care — 0.3%
			Biotechnology — 0.0% (g)
	570		Amgen, Inc., 5.700%, 02/01/19		633
			Health Care Equipment & Supplies — 0.0% (g)
			Baxter International, Inc.,
	380		4.000%, 03/01/14		402
	215		4.625%, 03/15/15		233
	100		Becton Dickinson and Co., 5.000%, 05/15/19		108
					743
			Health Care Providers & Services — 0.0% (g)
			WellPoint, Inc.,
	168		5.875%, 06/15/17		180
	113		7.000%, 02/15/19		130
					310
			Pharmaceuticals — 0.3%
	250		Abbott Laboratories, 6.150%, 11/30/37		283
	640		AstraZeneca plc, (United Kingdom), 5.400%, 06/01/14		717
	450		Eli Lilly & Co., 3.550%, 03/06/12		474
			GlaxoSmithKline Capital, Inc.,
	450		4.375%, 04/15/14		484
	750		4.850%, 05/15/13		819
	530		6.375%, 05/15/38		607
	2,000		Pfizer, Inc., 4.450%, 03/15/12		2,131
	650		Schering-Plough Corp., 6.000%, 09/15/17		738
					6,253
			Total Health Care		7,939
			Industrials — 0.5%
			Aerospace & Defense — 0.1%
	300		Honeywell International, Inc., 5.300%, 03/01/18		326
	905		Lockheed Martin Corp., 7.750%, 05/01/26		1,127
			Northrop Grumman Systems Corp.,
	1,059		7.125%, 02/15/11		1,128
	300		7.750%, 03/01/16		367
	359		Systems 2001 AT LLC, (Cayman Islands), 7.156%, 12/15/11 (e)		375
					3,323
			Air Freight & Logistics — 0.0% (g)
	445		United Parcel Service, Inc., 5.500%, 01/15/18		489
			Airlines — 0.0% (g)
			Continental Airlines, Inc.,
	283		7.256%, 03/15/20		264
	300		7.487%, 10/02/10		297
					561
			Building Products — 0.0% (g)
	205		Masco Corp., 5.850%, 03/15/17		191
			Commercial Services & Supplies — 0.1%
	725		Allied Waste North America, Inc., 6.875%, 06/01/17		768
	455		Waste Management, Inc., 7.375%, 03/11/19		539
					1,307
			Industrial Conglomerates — 0.0% (g)
	300		Siemens Financieringsmaatschappij N.V., (Netherlands), 5.750%, 10/17/16 (e)		333
			Machinery — 0.1%
	500		Eaton Corp., 5.600%, 05/15/18		539
	285		Ingersoll-Rand Co., (Bermuda), 6.391%, 11/15/27		307
	125		PACCAR, Inc., 6.375%, 02/15/12		137
	130		Parker Hannifin Corp., 5.500%, 05/15/18		142
					1,125
			Road & Rail — 0.2%
			Burlington Northern Santa Fe Corp.,
	200		6.750%, 07/15/11		218
	450		7.000%, 02/01/14		522
	999		7.125%, 12/15/10		1,066
			CSX Corp.,
	250		6.300%, 03/15/12		274
	200		7.375%, 02/01/19		237
	350		Erac USA Finance Co., 6.375%, 10/15/17 (e)		363
			Norfolk Southern Corp.,
	500		6.750%, 02/15/11		531
	355		7.700%, 05/15/17		430
			Union Pacific Corp.,
	235		4.875%, 01/15/15		251
	1,100		5.650%, 05/01/17		1,189
	600		5.700%, 08/15/18		651
					5,732
			Total Industrials		13,061
			Information Technology — 0.6%
			Communications Equipment — 0.1%
			Cisco Systems, Inc.,
	878		5.500%, 02/22/16		988
	700		5.900%, 02/15/39		733
					1,721
			Computers & Peripherals — 0.4%
	300		Dell, Inc., 7.100%, 04/15/28		331
			Hewlett-Packard Co.,
	275		2.950%, 08/15/12		285
	600		4.750%, 06/02/14		654
	1,335		5.400%, 03/01/17		1,479
	1,225		6.125%, 03/01/14		1,397
			International Business Machines Corp.,
	2,600		5.700%, 09/14/17		2,937
	690		6.220%, 08/01/27		764
	1,075		7.625%, 10/15/18		1,359
					9,206
			Electronic Equipment, Instruments & Components — 0.0% (g)
	580		Arrow Electronics, Inc., 6.875%, 07/01/13		644
			IT Services — 0.0% (g)
	1,020		Electronic Data Systems LLC, 6.000%, 08/01/13		1,149
			Office Electronics — 0.0% (g)
	100		Xerox Corp., 8.250%, 05/15/14		116
			Software — 0.1%
	160		Intuit, Inc., 5.750%, 03/15/17		171
			Oracle Corp.,
	500		5.000%, 07/08/19		532
	1,412		5.250%, 01/15/16		1,558
	693		5.750%, 04/15/18		771
	200		6.500%, 04/15/38		228
					3,260
			Total Information Technology		16,096
			Materials — 0.6%
			Chemicals — 0.4%
	249		Air Products & Chemicals, Inc., 4.150%, 02/01/13		263
	1,170		Dow Capital BV, (Netherlands), 8.500%, 06/08/10		1,191
			Dow Chemical Co. (The),
	1,250		6.000%, 10/01/12		1,361
	402		6.125%, 02/01/11		419
	370		7.375%, 11/01/29		397
	1,610		EI Du Pont de Nemours & Co., 6.000%, 07/15/18		1,824
	1,430		Monsanto Co., 7.375%, 08/15/12		1,650
	875		Potash Corp. of Saskatchewan, Inc., (Canada), 4.875%, 03/01/13		940
	410		PPG Industries, Inc., 5.750%, 03/15/13		444
			Praxair, Inc.,
	662		4.625%, 03/30/15		724
	885		5.250%, 11/15/14		994
					10,207
			Metals & Mining — 0.2%
			Alcoa, Inc.,
	1,187		5.550%, 02/01/17		1,192
	1,000		6.000%, 07/15/13		1,064
			BHP Billiton Finance USA Ltd., (Australia),
	405		5.400%, 03/29/17		442
	400		5.500%, 04/01/14		445
	1,322		Rio Tinto Finance USA Ltd., (Australia), 5.875%, 07/15/13		1,451
					4,594
			Total Materials		14,801
			Telecommunication Services — 1.5%
			Diversified Telecommunication Services — 1.4%
	150		AT&T Corp., 8.000%, 11/15/31		184
			AT&T, Inc.,
	3,417		4.950%, 01/15/13		3,696
	386		5.100%, 09/15/14		420
	2,500		6.300%, 01/15/38		2,598
	916		Bellsouth Capital Funding Corp., 7.750%, 02/15/10		930
	468		BellSouth Corp., 5.200%, 09/15/14		511
	1,335		Bellsouth Telecommunications, Inc., 6.300%, 12/15/15		1,447
			British Telecommunications plc, (United Kingdom),
	2,500		5.150%, 01/15/13		2,648
	3,160		9.125%, 12/15/10		3,392
			Deutsche Telekom International Finance BV, (Netherlands),
	1,150		4.875%, 07/08/14		1,229
	400		6.000%, 07/08/19		438
	105		8.750%, 06/15/30		137
	1,884		France Telecom S.A., (France), 7.750%, 03/01/11		2,034
			Telecom Italia Capital S.A., (Luxembourg),
	1,400		4.950%, 09/30/14		1,478
	1,586		5.250%, 11/15/13		1,692
	750		6.999%, 06/04/18		836
			Telefonica Emisiones S.A.U., (Spain),
	875		5.855%, 02/04/13		962
	510		5.877%, 07/15/19		560
	150		Telefonica Europe BV, (Netherlands), 7.750%, 09/15/10		158
	1,052		TELUS Corp., (Canada), 8.000%, 06/01/11		1,152
			Verizon Communications, Inc.,
	650		5.500%, 04/01/17		696
	443		5.550%, 02/15/16		487
	1,250		7.350%, 04/01/39		1,487
	1,302		Verizon Florida LLC, 6.125%, 01/15/13		1,417
	3,107		Verizon Global Funding Corp., 7.250%, 12/01/10		3,301
	554		Verizon Maryland, Inc., 6.125%, 03/01/12		598
	844		Verizon Pennsylvania, Inc., 8.350%, 12/15/30		956
	952		Verizon Virginia, Inc., 4.625%, 03/15/13		1,002
					36,446
			Wireless Telecommunication Services — 0.1%
	1,917		New Cingular Wireless Services, Inc., 7.875%, 03/01/11		2,074
	500		Verizon Wireless Capital LLC, 5.550%, 02/01/14		551
	1,125		Vodafone Group plc, (United Kingdom), 5.000%, 09/15/15		1,209
					3,834
			Total Telecommunication Services		40,280
			Utilities — 1.8%
			Electric Utilities — 1.3%
			Alabama Power Co.,
	272		4.700%, 12/01/10		282
	105		6.125%, 05/15/38		118
			Carolina Power & Light Co.,
	868		5.125%, 09/15/13		946
	305		5.300%, 01/15/19		332
	1,421		CenterPoint Energy Houston Electric LLC, 5.750%, 01/15/14		1,568
	1,000		Cleveland Electric Illuminating Co. (The), 7.880%, 11/01/17		1,212
	305		Columbus Southern Power Co., 6.050%, 05/01/18		331
	185		Connecticut Light & Power Co., 5.650%, 05/01/18		202
			Duke Energy Carolinas LLC,
	650		5.100%, 04/15/18		696
	745		5.625%, 11/30/12		829
	728		6.250%, 01/15/12		799
	1,310		Duke Energy Indiana, Inc., 6.350%, 08/15/38		1,501
	800		Enel Finance International S.A., (Luxembourg), 5.125%, 10/07/19 (e)		826
	250		FirstEnergy Corp., 7.375%, 11/15/31		279
			Florida Power & Light Co.,
	410		5.950%, 10/01/33		449
	330		5.950%, 02/01/38		362
			Florida Power Corp.,
	280		5.650%, 06/15/18		310
	220		6.400%, 06/15/38		251
			FPL Group Capital, Inc.,
	255		5.350%, 06/15/13		278
	670		6.000%, 03/01/19		747
	260		7.875%, 12/15/15		320
			Georgia Power Co.,
	200		5.950%, 02/01/39		219
	225		6.000%, 11/01/13		255
	100		Indiana Michigan Power Co., 7.000%, 03/15/19		115
	100		Jersey Central Power & Light Co., 7.350%, 02/01/19		118
	144		Kiowa Power Partners LLC, 4.811%, 12/30/13 (e)		146
	100		Midamerican Energy Co., 5.300%, 03/15/18		107
	505		Nevada Power Co., 6.500%, 08/01/18		560
	300		Niagara Mohawk Power Corp., 4.881%, 08/15/19 (e)		308
			Nisource Finance Corp.,
	250		7.875%, 11/15/10		263
	660		10.750%, 03/15/16		798
	320		Ohio Power Co., 5.750%, 09/01/13		347
	200		Oncor Electric Delivery Co., 5.950%, 09/01/13		218
			Pacific Gas & Electric Co.,
	780		5.625%, 11/30/17		863
	160		8.250%, 10/15/18		202
			PacifiCorp,
	175		5.500%, 01/15/19		191
	150		5.650%, 07/15/18		166
	100		Peco Energy Co., 5.350%, 03/01/18		109
	1,045		Potomac Electric Power Co., 6.500%, 11/15/37		1,201
	300		Progress Energy, Inc., 6.050%, 03/15/14		333
	964		PSEG Power LLC, 7.750%, 04/15/11		1,041
	125		Public Service Co. of Colorado, 5.800%, 08/01/18		140
	2,440		Public Service Co. of Oklahoma, 6.625%, 11/15/37		2,681
			Public Service Electric & Gas Co.,
	200		5.300%, 05/01/18		216
	277		5.375%, 11/01/39		280
	2,000		6.330%, 11/01/13		2,267
			Southern California Edison Co.,
	160		4.150%, 09/15/14		170
	760		5.500%, 08/15/18		840
	391		5.750%, 03/15/14		438
	200		5.950%, 02/01/38		220
	1,135		6.050%, 03/15/39		1,266
	250		Southern Co. (The), 4.150%, 05/15/14		263
			Spectra Energy Capital LLC,
	1,595		5.500%, 03/01/14		1,686
	500		6.200%, 04/15/18		546
	400		8.000%, 10/01/19		474
			Virginia Electric and Power Co.,
	1,005		5.100%, 11/30/12		1,101
	1,320		5.400%, 04/30/18		1,426
	610		5.950%, 09/15/17		680
					34,892
			Gas Utilities — 0.2%
			Atmos Energy Corp.,
	105		5.125%, 01/15/13		113
	250		8.500%, 03/15/19		313
	325		CenterPoint Energy Resources Corp., 6.125%, 11/01/17		350
	697		KeySpan Gas East Corp., 7.875%, 02/01/10		705
	375		Schlumberger Technology Corp., 6.500%, 04/15/12 (e)		414
			TransCanada Pipelines Ltd., (Canada),
	975		4.000%, 06/15/13		1,017
	550		6.200%, 10/15/37		604
	250		6.500%, 08/15/18		288
	1,100		7.250%, 08/15/38		1,341
					5,145
			Multi-Utilities — 0.3%
			Dominion Resources, Inc.,
	782		6.250%, 06/30/12		859
	300		7.000%, 06/15/38		357
	600		8.875%, 01/15/19		768
	1,000		KCP&L Greater Missouri Operations Co., 11.875%, 07/01/12		1,163
	375		PG&E Corp., 5.750%, 04/01/14		413
			Sempra Energy,
	1,140		6.150%, 06/15/18		1,247
	150		6.500%, 06/01/16		167
	850		8.900%, 11/15/13		1,012
	395		9.800%, 02/15/19		513
			Wisconsin Electric Power Co.,
	450		6.000%, 04/01/14		512
	265		6.250%, 12/01/15		311
					7,322
			Water Utilities — 0.0% (g)
	1,100		American Water Capital Corp., 6.085%, 10/15/17		1,179
			Total Utilities		48,538
			Total Corporate Bonds (Cost $447,440)		468,688
			Foreign Government Securities — 0.3%
	377		Province of Quebec, (Canada), SUB, 7.365%, 03/06/26		447
			United Mexican States, (Mexico),
	1,432		6.375%, 01/16/13		1,586
	856		6.625%, 03/03/15		957
	3,328		7.500%, 04/08/33		3,977
			Total Foreign Government Securities
			(Cost $6,550)		6,967
			Mortgage Pass-Through Securities — 8.6%
			Federal Home Loan Mortgage Corp.,
	97		ARM, 3.352%, 07/01/19		99
	72		ARM, 3.457%, 04/01/30		73
	1,842		ARM, 3.653%, 04/01/34		1,886
	1,129		ARM, 4.189%, 12/01/33		1,161
	1,008		ARM, 4.589%, 12/01/34		1,040
	993		ARM, 5.165%, 02/01/36		1,033
	1,371		ARM, 5.170%, 11/01/36		1,437
	1,019		ARM, 5.543%, 05/01/36		1,074
	1,598		ARM, 5.852%, 10/01/36		1,693
	734		ARM, 5.938%, 02/01/37		779
	1,258		ARM, 6.173%, 12/01/36		1,339
	4,231		ARM, 6.306%, 03/01/37		4,502
	800		ARM, 6.515%, 10/01/36		855
	1,869		ARM, 6.663%, 10/01/36		1,988
	1,927		Federal Home Loan Mortgage Corp. Gold Pools, 10.000%, 10/01/30		2,271
			Federal Home Loan Mortgage Corp. Gold Pools, 15 Year, Single Family,
	6,776		4.000%, 06/01/13 - 05/01/19		7,038
	477		4.500%, 08/01/18		507
	1,876		5.000%, 12/01/18		2,015
	514		5.500%, 07/01/14 - 06/01/17		555
	174		6.000%, 04/01/18		188
	1,757		6.500%, 08/01/16 - 02/01/19		1,905
	532		7.000%, 01/01/17 - 04/01/17		563
	93		7.500%, 09/01/10 - 11/01/15		97
	52		8.500%, 11/01/15		60
			Federal Home Loan Mortgage Corp. Gold Pools, 20 Year, Single Family,
	393		6.000%, 12/01/22		429
	1,050		6.500%, 11/01/22		1,152
			Federal Home Loan Mortgage Corp. Gold Pools, 30 Year, Single Family,
	6,241		4.000%, 10/01/33 - 09/01/35		6,273
	2,405		5.000%, 09/01/34		2,532
	6,094		5.500%, 10/01/33 - 07/01/35		6,520
	945		6.000%, 12/01/33 - 01/01/34		1,021
	7,244		6.500%, 11/01/34 - 11/01/36		7,868
	1,476		7.000%, 07/01/32 - 10/01/36		1,627
			Federal Home Loan Mortgage Corp. Gold Pools, Other,
	1,076		5.500%, 10/01/33 - 01/01/34		1,132
	237		7.000%, 07/01/29		255
			Federal Home Loan Mortgage Corp., 30 Year, Single Family,
	18		12.000%, 08/01/15 - 07/01/19		20
			Federal National Mortgage Association,
	344		ARM, 2.397%, 09/01/34		349
	249		ARM, 2.729%, 07/01/33		254
	1,472		ARM, 2.756%, 07/01/33		1,519
	1,409		ARM, 2.794%, 01/01/36		1,471
	31		ARM, 2.864%, 03/01/19		31
	560		ARM, 2.904%, 07/01/34		580
	1,048		ARM, 2.947%, 05/01/34		1,071
	1,501		ARM, 3.070%, 10/01/34		1,540
	1,149		ARM, 3.088%, 10/01/34		1,179
	449		ARM, 3.107%, 09/01/35		461
	576		ARM, 3.161%, 11/01/33		588
	783		ARM, 3.196%, 09/01/34		806
	909		ARM, 3.234%, 08/01/34		935
	1,539		ARM, 3.246%, 11/01/34		1,571
	167		ARM, 3.282%, 04/01/34		170
	173		ARM, 3.314%, 09/01/27		176
	15		ARM, 3.368%, 01/01/19		15
	795		ARM, 3.727%, 11/01/34		812
	570		ARM, 3.801%, 05/01/35		589
	4,200		ARM, 3.897%, 04/01/35		4,276
	172		ARM, 3.949%, 03/01/29		178
	2,325		ARM, 3.955%, 06/01/35		2,391
	1,805		ARM, 3.968%, 01/01/33		1,833
	1,485		ARM, 4.004%, 06/01/36		1,533
	2,771		ARM, 4.082%, 01/01/35		2,848
	1,484		ARM, 4.118%, 09/01/33		1,544
	851		ARM, 4.194%, 04/01/34		884
	2,253		ARM, 4.266%, 08/01/34		2,338
	395		ARM, 4.277%, 02/01/34		412
	1,337		ARM, 4.316%, 04/01/35		1,360
	230		ARM, 4.337%, 01/01/36		240
	1,534		ARM, 4.733%, 01/01/35		1,581
	596		ARM, 4.915%, 02/01/35		617
	2,227		ARM, 4.954%, 07/01/33		2,356
	2,015		ARM, 5.019%, 05/01/35		2,099
	438		ARM, 5.020%, 01/01/34		452
	874		ARM, 5.116%, 10/01/34		909
	3,516		ARM, 5.239%, 09/01/35		3,626
	2,976		ARM, 5.340%, 01/01/38		3,145
	1,957		ARM, 5.686%, 01/01/23		2,090
	2,043		ARM, 5.874%, 10/01/36		2,164
	1,587		ARM, 5.972%, 07/01/36		1,684
			Federal National Mortgage Association, 15 Year, Single Family,
	3,324		3.500%, 09/01/18 - 07/01/19		3,349
	29,132		4.000%, 07/01/18 - 12/01/18		30,465
	16,526		4.500%, 06/01/18 - 12/01/19		17,515
	1,985		5.000%, 12/01/16 - 10/01/19		2,129
	4,021		5.500%, 03/01/20 - 07/01/20		4,354
	4,290		6.000%, 06/01/16 - 08/01/19		4,655
	630		6.500%, 03/01/17 - 08/01/20		685
	891		7.000%, 03/01/17 - 09/01/17		967
	69		7.500%, 03/01/17		75
	99		8.000%, 11/01/12 - 11/01/15		106
			Federal National Mortgage Association, 20 Year, Single Family,
	746		4.500%, 04/01/24		781
	77		6.000%, 02/01/14		82
	3,731		6.500%, 05/01/22 - 04/01/25		4,096
			Federal National Mortgage Association, 30 Year FHA/VA,
	161		6.000%, 09/01/33		174
	301		6.500%, 03/01/29		328
	57		7.000%, 02/01/33		63
	98		8.000%, 06/01/28		113
	108		9.000%, 05/01/18 - 12/01/25		123
			Federal National Mortgage Association, 30 Year, Single Family,
	2,181		4.500%, 11/01/33 - 02/01/35		2,257
	5,253		5.000%, 07/01/33 - 09/01/35		5,528
	2,922		5.500%, 12/01/33 - 03/01/34		3,154
	3,015		6.000%, 12/01/28 - 09/01/33		3,266
	3,697		6.500%, 11/01/29 - 08/01/31		4,036
	305		7.000%, 04/01/17 - 08/01/32		339
	2,984		7.500%, 08/01/36 - 11/01/37		3,301
	1,194		8.000%, 03/01/27 - 11/01/28		1,371
	3		9.000%, 04/01/26		4
	38		9.500%, 07/01/28		44
	24		12.500%, 01/01/16		27
			Federal National Mortgage Association, Other,
	3,973		4.000%, 09/01/13 - 11/01/33		4,005
	1,557		4.500%, 11/01/14		1,611
	1,116		5.500%, 05/01/13 - 09/01/33		1,170
	2,787		6.500%, 01/01/36 - 07/01/36		3,015
	472		7.000%, 10/01/46		515
	198		10.890%, 04/15/19		222
			Government National Mortgage Association II, 30 Year, Single Family,
	875		4.500%, 08/20/33		905
	116		7.500%, 02/20/28 - 09/20/28		132
	178		8.000%, 12/20/25 - 09/20/28		204
	54		8.500%, 05/20/25		62
			Government National Mortgage Association, 15 Year, Single Family,
	237		6.500%, 06/15/17 - 12/15/17		256
	356		8.000%, 01/15/16		385
			Government National Mortgage Association, 30 Year, Single Family,
	727		6.500%, 03/15/28 - 04/15/33		787
	518		7.000%, 02/15/33 - 06/15/33		580
	103		7.500%, 11/15/22 - 11/15/31		118
	43		8.000%, 09/15/22 - 08/15/28		50
	7		9.000%, 12/15/16		7
	2,054		9.500%, 10/15/24		2,507
			Total Mortgage Pass-Through Securities (Cost $215,031)		227,582
			Municipal Bond — 0.0% (g)
			Illinois — 0.0% (g)
	135		State of Illinois, Taxable Pension, GO, 5.100%, 06/01/33 (Cost $124)		121
			Supranational — 0.0% (g)
	397		Corp. Andina de Fomento, 5.200%, 05/21/13
			(Cost $402)		419
			U.S. Government Agency Securities — 0.6%
	9,029		Federal Home Loan Bank System, 4.720%, 09/20/12		9,639
			Federal Home Loan Mortgage Corp.,
	1,173		4.125%, 07/12/10		1,201
	1,043		6.875%, 09/15/10 (c)		1,096
			Federal National Mortgage Association,
	3,604		6.250%, 02/01/11		3,807
	1,085		7.125%, 06/15/10		1,125
			Total U.S. Government Agency Securities (Cost $16,043)		16,868
			U.S. Treasury Obligations — 16.0%
			U.S. Treasury Bonds,
	1,046		6.250%, 08/15/23		1,325
	1,500		7.500%, 11/15/16		1,956
	1,881		7.875%, 02/15/21		2,651
	864		8.125%, 05/15/21		1,241
	250		8.500%, 02/15/20		363
	15,300		8.750%, 05/15/17		21,396
	1,000		8.750%, 05/15/20		1,476
	2,175		8.750%, 08/15/20		3,221
	7,350		8.875%, 08/15/17		10,388
	5,425		9.250%, 02/15/16		7,568
	1,169		9.875%, 11/15/15		1,662
			U.S. Treasury Bonds Coupon STRIPS,
	10,447		02/15/11 (c)		10,411
	16,105		02/15/13		15,445
	1,000		11/15/13		936
	32,278		02/15/14 (m)		29,924
	14,250		05/15/14 (m)		13,110
	24,565		08/15/14 (m)		22,376
	23,253		11/15/14 (m)		20,963
	15,680		02/15/15 (m)		13,996
	3,626		05/15/15		3,202
	3,253		08/15/15		2,840
	28,397		11/15/15		24,514
	51,421		02/15/16		43,722
	12,825		05/15/16		10,732
	4,786		08/15/16		3,953
	11,137		11/15/16 (c)		9,066
	15,404		02/15/17		12,377
	21,746		05/15/17 (c)		17,277
	5,165		08/15/17		4,044
	19,389		11/15/17		14,991
	16,910		05/15/18		12,822
	6,982		02/15/19 (c)		5,083
	1,700		05/15/20		1,156
	2,750		08/15/20		1,844
	678		02/15/22		420
	5,487		02/15/23 (c)		3,223
	200		05/15/24		109
			U.S. Treasury Bonds Principal STRIPS,
	8,500		02/15/15		7,584
	10,350		08/15/15		9,033
	5,445		11/15/15 (c)		4,698
	1,000		05/15/16 (c)		840
	6,745		02/15/19		4,919
	250		05/15/20		170
	6,799		U.S. Treasury Inflation Indexed Bonds, 3.625%, 04/15/28 (m)		11,682
			U.S. Treasury Inflation Indexed Notes,
	630		1.375%, 07/15/18		650
	8,996		4.250%, 01/15/10		11,601
			U.S. Treasury Notes,
	2,750		1.375%, 09/15/12		2,778
	500		1.375%, 10/15/12		504
	1,200		1.750%, 03/31/14		1,202
	1,500		1.875%, 02/28/14		1,512
	2,000		2.625%, 04/30/16		2,015
	250		3.875%, 02/15/13		271
	4,450		4.500%, 05/15/17		4,967
	8,000		4.750%, 08/15/17		9,059
			Total U.S. Treasury Obligations (Cost $391,911)		425,268
	SHARES
			Short-Term Investment — 3.2%
			Investment Company — 3.2%
	85,802		JPMorgan Liquid Assets Money Market Fund, Institutional Class Shares, 0.150% (b) (l) (Cost $85,802)		85,802
			Investments of Cash Collateral for Securities on Loan — 1.5%
			Investment Company — 1.5%
	40,605		JPMorgan Prime Money Market Fund, Capital Shares, 0.160% (b) (l) (Cost $40,605)		40,605
			Total Investments — 101.4% (Cost $2,590,483)		2,695,760
			Liabilities in Excess of Other Assets — (1.4)%		(38,231	)
			NET ASSETS — 100.0%	$	2,657,529

Percentages indicated are based on net assets.

NOTES TO SCHEDULE OF PORTFOLIO INVESTMENTS :

ARM	—	Adjustable Rate Mortgage. The interest rate shown is the rate in effect as of November 30, 2009.
CMO	—	Collateralized Mortgage Obligation
ESOP	—	Employee Stock Ownership Program
FHA	—	Federal Housing Administration
GMAC	—	General Motors Acceptance Corp.
GO	—	General Obligation
HB	—	High Coupon Bonds (a.k.a. “IOettes”) represent the right to receive interest payments on an underlying pool of mortgages with similar features as those associated with IO securities. Unlike IO’s the owner also has a right to receive a very small portion of principal. The high interest rates result from taking interest payments from other classes in the Real Estate Mortgage Investment Conduit trust and allocating them to the small principal of the HB class.
HFC	—	Housing Finance Corp.
IF	—	Inverse Floaters represent securities that pay interest at a rate that increases (decreases) with a decline (incline) in a specified index. The interest rate shown is the rate in effect as of November 30, 2009. The rate may be subject to a cap and floor.
IO	—	Interest Only represents the right to receive the monthly interest payments on an underlying pool of mortgage loans. The principal amount shown represents the par value on the underlying pool. The yields on these securities are subject to accelerated principal paydowns as a result of prepayment or refinancing of the underlying pool of mortgage instruments. As a result, interest income may be reduced considerably.
PO	—	Principal Only represents the right to receive the principal portion only on an underlying pool of mortgage loans. The market value of these securities is extremely volatile in response to changes in market interest rates. As prepayments on the underlying mortgages of these securities increase, the yield on these securities increases.
REMICS	—	Real Estate Mortgage Investment Conduits
STRIPS	—	Separate Trading of Registered Interest and Principal of Securities. The STRIPS Program lets investors hold and trade individual interest and principal components of eligible notes and bonds as separate securities.
SUB	—	Step-Up Bond. The interest rate shown is the rate in effect as of November 30, 2009.
VA	—	Veterans Administration
VAR	—	Variable Rate Security. The interest rate shown is the rate in effect as of November 30, 2009.

(b)	Investment in affiliate. Money market fund registered under the Investment Company Act of 1940, as amended, and advised by J.P. Morgan Investment Management Inc. or JPMorgan Investment Advisors Inc.
(c)	Security, or a portion of the security, has been delivered to a counterparty as part of a security lending transaction.
(d)	Defaulted Security.
(e)	Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Unless otherwise indicated, this security has been determined to be liquid under procedures established by the Board of Trustees and may be resold in transactions exempt from registration, normally to qualified institutional buyers.
(g)	Amount rounds to less than 0.1%.
(h)	Amount rounds to less than one thousand (shares or dollars).
(i)	Security has been deemed illiquid pursuant to procedures approved by the Board of Trustees and may be difficult to sell.
(l)	The rate shown is the current yield as of November 30, 2009.
(m)	All or a portion of this security is reserved for current or potential holdings of futures, swaps, options, TBAs, when-issued securities, delayed delivery securities, reverse repurchase agreements, and forward foreign currency contracts.
(y)	Affiliated issuer. Security was purchased prior to its affiliation with JPMorgan Chase & Co.

As of November 30, 2009, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments for federal income tax purposes was as follows:

Aggregate gross unrealized appreciation	$	179,628
Aggregate gross unrealized depreciation		(74,351	)
Net unrealized appreciation/depreciation	$	105,277
Federal income tax cost of investments	$	2,590,483

The various inputs that are used in determining the fair value of the Fund’s investments are summarized into the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical securities

• Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of November 30, 2009, in valuing the Fund’s assets and liabilities carried at fair value (amounts in thousands)::

	Level 1 Quoted prices		Level 2 Other significant observable inputs		Level 3 Significant unobservable inputs		Total
Investments in Securities #	$	126,407	$	2,569,353	$	—	$	2,695,760

#Portfolio holdings designated in Level 1 and Level 2 are disclosed individually in the Schedule of Portfolio Investments (SOI). Level 1 consists of an investment company and an investment of cash collateral for securities on loan. Please refer to the SOI for industry specifics of the portfolio holdings.

JPMorgan Equity Index Trust

SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF NOVEMBER 30, 2009 (Unaudited)
(Amounts in thousands, except number of contracts)

SHARES			SECURITY DESCRIPTION		VALUE ($)
			Common Stocks — 98.6%
			Consumer Discretionary — 9.3%
			Auto Components — 0.2%
	7		Goodyear Tire & Rubber Co. (The) (a)		102
	21		Johnson Controls, Inc.		561
					663
			Automobiles — 0.4%
	100		Ford Motor Co. (a)		886
	7		Harley-Davidson, Inc.		211
					1,097
			Distributors — 0.1%
	5		Genuine Parts Co.		177
			Diversified Consumer Services — 0.2%
	4		Apollo Group, Inc., Class A (a)		225
	2		DeVry, Inc.		104
	10		H&R Block, Inc.		211
					540
			Hotels, Restaurants & Leisure — 1.5%
	14		Carnival Corp. (a)		434
	4		Darden Restaurants, Inc.		135
	9		International Game Technology		173
	8		Marriott International, Inc., Class A		201
	34		McDonald’s Corp.		2,134
	23		Starbucks Corp. (a)		499
	6		Starwood Hotels & Resorts Worldwide, Inc.		185
	6		Wyndham Worldwide Corp.		102
	2		Wynn Resorts Ltd.		138
	14		Yum! Brands, Inc.		509
					4,510
			Household Durables — 0.3%
	2		Black & Decker Corp.		113
	9		D.R. Horton, Inc.		88
	5		Fortune Brands, Inc.		178
	2		Harman International Industries, Inc.		81
	2		KB Home (c)		33
	5		Leggett & Platt, Inc.		94
	5		Lennar Corp., Class A		60
	9		Newell Rubbermaid, Inc.		124
	10		Pulte Homes, Inc.		89
	2		Whirlpool Corp.		170
					1,030
			Internet & Catalog Retail — 0.6%
	10		Amazon.com, Inc. (a)		1,397
	7		Expedia, Inc. (a)		166
	1		priceline.com, Inc. (a)		280
					1,843
			Leisure Equipment & Products — 0.1%
	8		Eastman Kodak Co. (a) (c)		34
	4		Hasbro, Inc.		115
	11		Mattel, Inc.		217
					366
			Media — 2.7%
	21		CBS Corp., Class B		268
	89		Comcast Corp., Class A		1,302
	29		DIRECTV USD0.01, Class A (a)		918
	7		Gannett Co., Inc.		72
	15		Interpublic Group of Cos., Inc. (a)		95
	10		McGraw-Hill Cos., Inc. (The)		292
	1		Meredith Corp.		30
	4		New York Times Co. (The), Class A (a)		30
	70		News Corp., Class A		797
	10		Omnicom Group, Inc.		353
	3		Scripps Networks Interactive, Inc., Class A		109
	11		Time Warner Cable, Inc.		456
	37		Time Warner, Inc.		1,126
	19		Viacom, Inc., Class B (a)		556
	57		Walt Disney Co. (The)		1,736
	–	(h)	Washington Post Co. (The), Class B		80
					8,220
			Multiline Retail — 0.8%
	3		Big Lots, Inc. (a)		59
	4		Family Dollar Stores, Inc.		132
	7		J.C. Penney Co., Inc.		210
	9		Kohl’s Corp. (a)		502
	13		Macy’s, Inc.		212
	5		Nordstrom, Inc.		170
	2		Sears Holdings Corp. (a) (c)		109
	23		Target Corp.		1,082
					2,476
			Specialty Retail — 1.9%
	3		Abercrombie & Fitch Co., Class A		109
	3		AutoNation, Inc. (a)		51
	1		AutoZone, Inc. (a)		147
	8		Bed Bath & Beyond, Inc. (a)		302
	11		Best Buy Co., Inc.		452
	5		GameStop Corp., Class A (a)		124
	15		Gap, Inc. (The)		319
	53		Home Depot, Inc.		1,442
	8		Limited Brands, Inc.		137
	46		Lowe’s Cos., Inc.		996
	8		Office Depot, Inc. (a)		52
	4		O’Reilly Automotive, Inc. (a)		164
	4		RadioShack Corp.		73
	3		Sherwin-Williams Co. (The)		184
	22		Staples, Inc.		521
	4		Tiffany & Co.		164
	13		TJX Cos., Inc.		503
					5,740
			Textiles, Apparel & Luxury Goods — 0.5%
	10		Coach, Inc.		342
	12		Nike, Inc., Class B		780
	2		Polo Ralph Lauren Corp.		137
	3		V.F. Corp.		201
					1,460
			Total Consumer Discretionary		28,122
			Consumer Staples — 11.5%
			Beverages — 2.7%
	3		Brown-Forman Corp., Class B		176
	72		Coca-Cola Co. (The)		4,098
	10		Coca-Cola Enterprises, Inc.		193
	6		Constellation Brands, Inc., Class A (a)		105
	8		Dr. Pepper Snapple Group, Inc. (a)		206
	5		Molson Coors Brewing Co., Class B		219
	4		Pepsi Bottling Group, Inc.		169
	48		PepsiCo, Inc.		2,997
					8,163
			Food & Staples Retailing — 2.8%
	13		Costco Wholesale Corp.		805
	45		CVS/Caremark Corp.		1,384
	20		Kroger Co. (The)		458
	13		Safeway, Inc.		290
	7		SUPERVALU, Inc.		91
	18		SYSCO Corp.		494
	31		Walgreen Co.		1,193
	67		Wal-Mart Stores, Inc.		3,643
	4		Whole Foods Market, Inc. (a)		111
					8,469
			Food Products — 1.6%
	20		Archer-Daniels-Midland Co.		612
	6		Campbell Soup Co.		208
	14		ConAgra Foods, Inc.		303
	6		Dean Foods Co. (a)		89
	10		General Mills, Inc.		684
	10		H.J. Heinz Co.		414
	5		Hershey Co. (The)		181
	2		Hormel Foods Corp.		81
	4		JM Smucker Co. (The)		217
	8		Kellogg Co.		417
	46		Kraft Foods, Inc., Class A		1,212
	4		McCormick & Co., Inc. (Non-Voting)		144
	22		Sara Lee Corp.		261
	9		Tyson Foods, Inc., Class A		114
					4,937
			Household Products — 2.6%
	4		Clorox Co.		260
	15		Colgate-Palmolive Co.		1,297
	13		Kimberly-Clark Corp.		846
	90		Procter & Gamble Co.		5,627
					8,030
			Personal Products — 0.2%
	13		Avon Products, Inc.		452
	4		Estee Lauder Cos., Inc. (The), Class A		171
					623
			Tobacco — 1.6%
	64		Altria Group, Inc.		1,205
	5		Lorillard, Inc.		398
	60		Philip Morris International, Inc.		2,876
	5		Reynolds American, Inc.		261
					4,740
			Total Consumer Staples		34,962
			Energy — 11.9%
			Energy Equipment & Services — 1.9%
	10		Baker Hughes, Inc.		390
	9		BJ Services Co.		170
	8		Cameron International Corp. (a)		284
	2		Diamond Offshore Drilling, Inc. (c)		214
	4		ENSCO International, Inc.		194
	4		FMC Technologies, Inc. (a)		206
	28		Halliburton Co.		819
	9		Nabors Industries Ltd., (Bermuda) (a)		181
	13		National Oilwell Varco, Inc.		556
	4		Rowan Cos., Inc. (a)		87
	37		Schlumberger Ltd.		2,366
	8		Smith International, Inc.		209
					5,676
			Oil, Gas & Consumable Fuels — 10.0%
	15		Anadarko Petroleum Corp.		903
	10		Apache Corp.		989
	3		Cabot Oil & Gas Corp.		123
	20		Chesapeake Energy Corp.		475
	62		Chevron Corp.		4,839
	46		ConocoPhillips		2,374
	6		Consol Energy, Inc.		257
	8		Denbury Resources, Inc. (a)		102
	14		Devon Energy Corp.		924
	22		El Paso Corp.		207
	8		EOG Resources, Inc.		674
	149		Exxon Mobil Corp.		11,154
	9		Hess Corp.		522
	22		Marathon Oil Corp.		714
	3		Massey Energy Co.		99
	6		Murphy Oil Corp.		333
	5		Noble Energy, Inc.		350
	25		Occidental Petroleum Corp.		2,025
	8		Peabody Energy Corp.		368
	4		Pioneer Natural Resources Co.		147
	5		Range Resources Corp.		229
	11		Southwestern Energy Co. (a)		468
	20		Spectra Energy Corp.		388
	4		Sunoco, Inc.		91
	4		Tesoro Corp.		55
	17		Valero Energy Corp.		276
	18		Williams Cos., Inc. (The)		359
	18		XTO Energy, Inc.		761
					30,206
			Total Energy		35,882
			Financials — 14.2%
			Capital Markets — 2.8%
	8		Ameriprise Financial, Inc.		301
	37		Bank of New York Mellon Corp. (The)		991
	29		Charles Schwab Corp. (The)		539
	44		E*Trade Financial Corp. (a)		73
	3		Federated Investors, Inc., Class B		71
	5		Franklin Resources, Inc.		500
	16		Goldman Sachs Group, Inc. (The)		2,682
	13		Invesco Ltd.		286
	6		Janus Capital Group, Inc.		74
	5		Legg Mason, Inc.		142
	42		Morgan Stanley		1,327
	7		Northern Trust Corp.		369
	15		State Street Corp.		631
	8		T. Rowe Price Group, Inc.		387
					8,373
			Commercial Banks — 2.8%
	21		BB&T Corp.		525
	5		Comerica, Inc.		133
	25		Fifth Third Bancorp		248
	7		First Horizon National Corp. (a)		92
	20		Huntington Bancshares, Inc.		75
	27		KeyCorp		159
	3		M&T Bank Corp. (c)		168
	16		Marshall & Ilsley Corp.		90
	14		PNC Financial Services Group, Inc.		813
	37		Regions Financial Corp.		215
	15		SunTrust Banks, Inc.		364
	59		U.S. Bancorp		1,426
	144		Wells Fargo & Co.		4,050
	4		Zions Bancorp		51
					8,409
			Consumer Finance — 0.8%
	37		American Express Co.		1,538
	14		Capital One Financial Corp.		540
	17		Discover Financial Services		256
	14		SLM Corp. (a)		158
					2,492
			Diversified Financial Services — 4.1%
	267		Bank of America Corp.		4,240
	403		Citigroup, Inc.		1,657
	2		CME Group, Inc.		674
	2		IntercontinentalExchange, Inc. (a)		242
	122		JPMorgan Chase & Co. (q)		5,166
	6		Leucadia National Corp. (a)		126
	6		Moody’s Corp. (c)		141
	4		NASDAQ OMX Group, Inc. (The) (a)		82
	8		NYSE Euronext		203
					12,531
			Insurance — 2.5%
	14		Aflac, Inc.		665
	17		Allstate Corp. (The)		471
	4		American International Group, Inc. (a) (c)		118
	8		AON Corp.		329
	4		Assurant, Inc.		112
	11		Chubb Corp.		543
	5		Cincinnati Financial Corp.		128
	15		Genworth Financial, Inc., Class A (a)		160
	12		Hartford Financial Services Group, Inc.		291
	9		Lincoln National Corp.		214
	11		Loews Corp.		398
	16		Marsh & McLennan Cos., Inc.		365
	5		MBIA, Inc. (a) (c)		17
	25		MetLife, Inc.		865
	10		Principal Financial Group, Inc.		250
	21		Progressive Corp. (The) (a)		352
	14		Prudential Financial, Inc.		714
	3		Torchmark Corp.		111
	18		Travelers Cos., Inc. (The)		920
	10		Unum Group		195
	11		XL Capital Ltd., (Bermuda), Class A		194
					7,412
			Real Estate Investment Trusts (REITs) — 1.1%
	4		Apartment Investment & Management Co., Class A		49
	2		AvalonBay Communities, Inc.		178
	4		Boston Properties, Inc. (c)		287
	8		Equity Residential		273
	9		HCP, Inc.		284
	4		Health Care REIT, Inc.		165
	19		Host Hotels & Resorts, Inc.		196
	12		Kimco Realty Corp.		143
	5		Plum Creek Timber Co., Inc.		174
	14		ProLogis		179
	4		Public Storage		334
	9		Simon Property Group, Inc.		641
	5		Ventas, Inc.		208
	5		Vornado Realty Trust		316
					3,427
			Real Estate Management & Development — 0.0% (g)
	7		CB Richard Ellis Group, Inc., Class A (a)		85
			Thrifts & Mortgage Finance — 0.1%
	15		Hudson City Bancorp, Inc.		194
	11		People’s United Financial, Inc.		175
					369
			Total Financials		43,098
			Health Care — 12.7%
			Biotechnology — 1.6%
	31		Amgen, Inc. (a)		1,769
	9		Biogen Idec, Inc. (a)		419
	14		Celgene Corp. (a)		786
	2		Cephalon, Inc. (a)		127
	8		Genzyme Corp. (a)		424
	28		Gilead Sciences, Inc. (a)		1,288
					4,813
			Health Care Equipment & Supplies — 2.0%
	19		Baxter International, Inc.		1,016
	7		Becton, Dickinson & Co.		554
	47		Boston Scientific Corp. (a)		390
	3		C.R. Bard, Inc.		248
	6		CareFusion Corp. (a)		144
	5		DENTSPLY International, Inc.		153
	5		Hospira, Inc. (a)		234
	1		Intuitive Surgical, Inc. (a)		329
	34		Medtronic, Inc.		1,452
	11		St. Jude Medical, Inc. (a)		395
	9		Stryker Corp.		440
	4		Varian Medical Systems, Inc. (a)		181
	7		Zimmer Holdings, Inc. (a)		392
					5,928
			Health Care Providers & Services — 2.1%
	13		Aetna, Inc.		393
	9		AmerisourceBergen Corp.		227
	11		Cardinal Health, Inc.		358
	8		CIGNA Corp.		271
	5		Coventry Health Care, Inc. (a)		104
	3		DaVita, Inc. (a)		190
	8		Express Scripts, Inc. (a)		728
	5		Humana, Inc. (a)		218
	3		Laboratory Corp. of America Holdings (a)		244
	8		McKesson Corp.		510
	15		Medco Health Solutions, Inc. (a)		925
	3		Patterson Cos., Inc. (a)		74
	5		Quest Diagnostics, Inc.		280
	13		Tenet Healthcare Corp. (a)		61
	36		UnitedHealth Group, Inc.		1,030
	15		WellPoint, Inc. (a)		794
					6,407
			Health Care Technology — 0.0% (g)
	6		IMS Health, Inc.		120
			Life Sciences Tools & Services — 0.4%
	5		Life Technologies Corp. (a)		271
	2		Millipore Corp. (a)		117
	4		PerkinElmer, Inc.		68
	13		Thermo Fisher Scientific, Inc. (a)		596
	3		Waters Corp. (a)		174
					1,226
			Pharmaceuticals — 6.6%
	48		Abbott Laboratories		2,605
	10		Allergan, Inc.		553
	61		Bristol-Myers Squibb Co.		1,550
	31		Eli Lilly & Co.		1,148
	9		Forest Laboratories, Inc. (a)		286
	85		Johnson & Johnson		5,354
	8		King Pharmaceuticals, Inc. (a)		91
	94		Merck & Co., Inc.		3,416
	9		Mylan, Inc. (a) (c)		169
	249		Pfizer, Inc.		4,530
	3		Watson Pharmaceuticals, Inc. (a)		121
					19,823
			Total Health Care		38,317
			Industrials — 10.2%
			Aerospace & Defense — 2.7%
	22		Boeing Co.		1,177
	12		General Dynamics Corp.		785
	4		Goodrich Corp.		228
	23		Honeywell International, Inc.		894
	6		ITT Corp.		292
	4		L-3 Communications Holdings, Inc.		282
	10		Lockheed Martin Corp.		771
	10		Northrop Grumman Corp.		539
	4		Precision Castparts Corp.		449
	12		Raytheon Co.		620
	5		Rockwell Collins, Inc.		261
	29		United Technologies Corp.		1,957
					8,255
			Air Freight & Logistics — 1.0%
	5		C.H. Robinson Worldwide, Inc.		290
	7		Expeditors International of Washington, Inc.		209
	10		FedEx Corp.		816
	31		United Parcel Service, Inc., Class B		1,767
					3,082
			Airlines — 0.1%
	23		Southwest Airlines Co.		211
			Building Products — 0.1%
	11		Masco Corp.		151
			Commercial Services & Supplies — 0.5%
	3		Avery Dennison Corp.		131
	4		Cintas Corp.		114
	6		Iron Mountain, Inc. (a)		134
	6		Pitney Bowes, Inc.		147
	6		R.R. Donnelley & Sons Co.		131
	10		Republic Services, Inc.		281
	3		Stericycle, Inc. (a)		144
	15		Waste Management, Inc.		500
					1,582
			Construction & Engineering — 0.2%
	6		Fluor Corp.		236
	4		Jacobs Engineering Group, Inc. (a)		134
	6		Quanta Services, Inc. (a)		116
					486
			Electrical Equipment — 0.4%
	23		Emerson Electric Co.		962
	1		First Solar, Inc. (a) (c)		179
	4		Rockwell Automation, Inc.		191
					1,332
			Industrial Conglomerates — 2.4%
	22		3M Co.		1,672
	329		General Electric Co.		5,264
	8		Textron, Inc.		167
					7,103
			Machinery — 1.6%
	19		Caterpillar, Inc.		1,122
	6		Cummins, Inc.		280
	8		Danaher Corp.		568
	13		Deere & Co.		700
	6		Dover Corp.		235
	5		Eaton Corp.		327
	2		Flowserve Corp.		172
	12		Illinois Tool Works, Inc.		579
	11		PACCAR, Inc.		417
	4		Pall Corp.		116
	5		Parker Hannifin Corp.		268
	2		Snap-On, Inc.		64
	2		Stanley Works (The)		119
					4,967
			Professional Services — 0.1%
	2		Dun & Bradstreet Corp.		128
	4		Equifax, Inc.		112
	4		Monster Worldwide, Inc. (a)		57
	5		Robert Half International, Inc.		105
					402
			Road & Rail — 1.0%
	8		Burlington Northern Santa Fe Corp.		796
	12		CSX Corp.		576
	11		Norfolk Southern Corp.		584
	2		Ryder System, Inc.		70
	16		Union Pacific Corp.		986
					3,012
			Trading Companies & Distributors — 0.1%
	4		Fastenal Co. (c)		151
	2		W.W. Grainger, Inc.		189
					340
			Total Industrials		30,923
			Information Technology — 18.6%
			Communications Equipment — 2.6%
	3		Ciena Corp. (a) (c)		34
	178		Cisco Systems, Inc. (a)		4,173
	4		Harris Corp.		178
	7		JDS Uniphase Corp. (a)		50
	16		Juniper Networks, Inc. (a)		423
	71		Motorola, Inc.		568
	51		QUALCOMM, Inc.		2,313
	12		Tellabs, Inc. (a)		69
					7,808
			Computers & Peripherals — 5.7%
	28		Apple, Inc. (a)		5,537
	53		Dell, Inc. (a)		751
	63		EMC Corp. (a)		1,052
	73		Hewlett-Packard Co.		3,597
	41		International Business Machines Corp.		5,121
	2		Lexmark International, Inc., Class A (a)		61
	10		NetApp, Inc. (a)		320
	4		QLogic Corp. (a)		66
	7		SanDisk Corp. (a)		138
	23		Sun Microsystems, Inc. (a)		198
	5		Teradata Corp. (a)		156
	7		Western Digital Corp. (a)		256
					17,253
			Electronic Equipment, Instruments & Components — 0.5%
	11		Agilent Technologies, Inc. (a)		309
	5		Amphenol Corp., Class A		218
	48		Corning, Inc.		802
	5		FLIR Systems, Inc. (a)		134
	6		Jabil Circuit, Inc.		76
	4		Molex, Inc.		78
					1,617
			Internet Software & Services — 2.0%
	5		Akamai Technologies, Inc. (a)		128
	35		eBay, Inc. (a)		850
	7		Google, Inc., Class A (a)		4,336
	6		VeriSign, Inc. (a) (c)		134
	37		Yahoo!, Inc. (a)		552
					6,000
			IT Services — 1.1%
	3		Affiliated Computer Services, Inc., Class A (a)		167
	16		Automatic Data Processing, Inc.		675
	9		Cognizant Technology Solutions Corp., Class A (a)		398
	5		Computer Sciences Corp. (a)		259
	4		Convergys Corp. (a)		42
	10		Fidelity National Information Services, Inc.		218
	5		Fiserv, Inc. (a)		221
	3		MasterCard, Inc., Class A		715
	10		Paychex, Inc.		311
	6		Total System Services, Inc.		105
	22		Western Union Co. (The)		400
					3,511
			Office Electronics — 0.1%
	27		Xerox Corp.		207
			Semiconductors & Semiconductor Equipment — 2.4%
	17		Advanced Micro Devices, Inc. (a)		122
	9		Altera Corp.		191
	9		Analog Devices, Inc.		270
	41		Applied Materials, Inc.		508
	13		Broadcom Corp., Class A (a)		389
	173		Intel Corp.		3,323
	5		KLA-Tencor Corp.		165
	7		Linear Technology Corp.		185
	20		LSI Corp. (a)		107
	7		MEMC Electronic Materials, Inc. (a)		83
	6		Microchip Technology, Inc. (c)		149
	26		Micron Technology, Inc. (a)		197
	7		National Semiconductor Corp.		106
	3		Novellus Systems, Inc. (a)		62
	17		NVIDIA Corp. (a)		221
	5		Teradyne, Inc. (a)		48
	39		Texas Instruments, Inc.		986
	9		Xilinx, Inc.		193
					7,305
			Software — 4.2%
	16		Adobe Systems, Inc. (a)		570
	7		Autodesk, Inc. (a)		167
	6		BMC Software, Inc. (a)		220
	12		CA, Inc.		272
	6		Citrix Systems, Inc. (a)		216
	7		Compuware Corp. (a)		51
	10		Electronic Arts, Inc. (a)		169
	10		Intuit, Inc. (a)		292
	5		McAfee, Inc. (a)		185
	240		Microsoft Corp.		7,049
	11		Novell, Inc. (a)		42
	121		Oracle Corp.		2,666
	6		Red Hat, Inc. (a)		155
	3		Salesforce.com, Inc. (a)		212
	25		Symantec Corp. (a)		447
					12,713
			Total Information Technology		56,414
			Materials — 3.5%
			Chemicals — 2.0%
	6		Air Products & Chemicals, Inc.		539
	3		Airgas, Inc.		117
	1		CF Industries Holdings, Inc.		128
	35		Dow Chemical Co. (The)		982
	28		E.l. du Pont de Nemours & Co.		966
	2		Eastman Chemical Co.		135
	7		Ecolab, Inc.		329
	2		FMC Corp.		126
	2		International Flavors & Fragrances, Inc.		99
	17		Monsanto Co.		1,363
	5		PPG Industries, Inc.		303
	9		Praxair, Inc.		778
	4		Sigma-Aldrich Corp.		201
					6,066
			Construction Materials — 0.1%
	4		Vulcan Materials Co.		187
			Containers & Packaging — 0.2%
	3		Ball Corp.		144
	3		Bemis Co., Inc.		98
	5		Owens-Illinois, Inc. (a)		163
	4		Pactiv Corp. (a)		99
	5		Sealed Air Corp.		109
					613
			Metals & Mining — 1.0%
	3		AK Steel Holding Corp.		68
	30		Alcoa, Inc.		377
	3		Allegheny Technologies, Inc.		103
	13		Freeport-McMoRan Copper & Gold, Inc. (a)		1,054
	15		Newmont Mining Corp.		813
	10		Nucor Corp.		412
	3		Titanium Metals Corp.		26
	4		United States Steel Corp.		198
					3,051
			Paper & Forest Products — 0.2%
	13		International Paper Co.		341
	5		MeadWestvaco Corp.		145
	7		Weyerhaeuser Co.		254
					740
			Total Materials		10,657
			Telecommunication Services — 3.1%
			Diversified Telecommunication Services — 2.8%
	182		AT&T, Inc.		4,915
	9		CenturyTel, Inc.		327
	10		Frontier Communications Corp.		76
	46		Qwest Communications International, Inc.		167
	88		Verizon Communications, Inc.		2,763
	14		Windstream Corp.		134
					8,382
			Wireless Telecommunication Services — 0.3%
	12		American Tower Corp., Class A (a)		499
	8		MetroPCS Communications, Inc. (a)		51
	89		Sprint Nextel Corp. (a)		330
					880
			Total Telecommunication Services		9,262
			Utilities — 3.6%
			Electric Utilities — 2.0%
	5		Allegheny Energy, Inc.		115
	15		American Electric Power Co., Inc.		474
	40		Duke Energy Corp.		669
	10		Edison International		343
	6		Entergy Corp.		476
	20		Exelon Corp.		982
	9		FirstEnergy Corp.		406
	13		FPL Group, Inc.		661
	5		Northeast Utilities		131
	7		Pepco Holdings, Inc.		111
	3		Pinnacle West Capital Corp.		110
	12		PPL Corp.		355
	9		Progress Energy, Inc.		338
	25		Southern Co.		790
					5,961
			Gas Utilities — 0.1%
	4		EQT Corp.		166
	1		Nicor, Inc.		55
	5		Questar Corp.		214
					435
			Independent Power Producers & Energy Traders — 0.2%
	21		AES Corp. (The) (a)		263
	6		Constellation Energy Group, Inc.		198
	16		Dynegy, Inc., Class A (a)		28
					489
			Multi-Utilities — 1.3%
	7		Ameren Corp.		187
	12		CenterPoint Energy, Inc.		159
	7		CMS Energy Corp.		101
	9		Consolidated Edison, Inc.		365
	18		Dominion Resources, Inc.		670
	5		DTE Energy Co.		204
	2		Integrys Energy Group, Inc.		91
	9		NiSource, Inc.		121
	11		PG&E Corp.		485
	16		Public Service Enterprise Group, Inc.		491
	3		SCANA Corp.		120
	8		Sempra Energy		403
	7		TECO Energy, Inc.		97
	4		Wisconsin Energy Corp.		163
	14		Xcel Energy, Inc.		286
					3,943
			Total Utilities		10,828
			Total Common Stocks (Cost $294,533)		298,465
			Investment Company — 0.2%
	6		SPDR Trust, Series 1 (Cost $627)		650
SHARES
			Short-Term Investments — 1.1%
			Investment Company — 0.9%
	2,671		JPMorgan Liquid Assets Money Market Fund, Institutional Class Shares, 0.150%, (b) (l) (m) (Cost $2,671)		2,671
PRINCIPAL AMOUNT($)
			U.S. Treasury Obligation — 0.2%
	555		U.S. Treasury Bill, 0.050%, 01/14/10 (k) (n) (Cost $555)		555
			Total Short-Term Investments (Cost $3,226)		3,226
PRINCIPAL AMOUNT ($)			SECURITY DESCRIPTION		VALUE ($)
			Investments of Cash Collateral for Securities on Loan — 0.3%
			Corporate Note — 0.1%
	500		Monumental Global Funding III, VAR, 0.312%, 05/24/10 (e)		495
SHARES
			Investment Company — 0.2%
	532		JPMorgan Prime Money Market Fund, Capital Shares, 0.160% (b) (l)		532
			Total Investments of Cash Collateral for Securities on Loan (Cost $1,032)		1,027
			Total Investments — 100.2% (Cost $299,418)		303,368
			Liabilities in Excess of Other Assets — (0.2)%		(578)
			NET ASSETS — 100.0%	$	302,790

Percentages indicated are based on net assets.

Futures Contracts
NUMBER OF CONTRACTS	DESCRIPTION	EXPIRATION DATE		NOTIONAL VALUE AT 11/30/09		UNREALIZED APPRECIATION (DEPRECIATION)
	Long Futures Outstanding
12	S&P 500 Index	12/17/09	$	3,284	$	142

NOTES TO SCHEDULE OF PORTFOLIO INVESTMENTS:

SPDR —	Standard & Poor’s Depository Receipts
VAR —	Variable Rate Security. The interest rate shown is the rate in effect as of November 30, 2009.
(a)	Non-income producing security.
(b)	Investment in affiliate. Money market fund registered under the Investment Company Act of 1940, as amended, and advised by J.P. Morgan Investment Management Inc. or JPMorgan Investment Advisors Inc.
(c)	Security, or a portion of the security, has been delivered to a counterparty as part of a security lending transaction.
(e)	Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Unless otherwise indicated, this security has been determined to be liquid under procedures established by the Board of Trustees and may be resold in transactions exempt from registration, normally to qualified institutional buyers.
(g)	Amount rounds to less than 0.1%.
(h)	Amount rounds to less than one thousand (shares or dollars).
(k)	Security is fully or partially segregated with the broker as collateral for futures or with brokers as initial margin for futures contracts.
(l)	The rate shown is the current yield as of November 30, 2009.
(m)	All or a portion of this security is reserved for current or potential holdings of futures, swaps, options, TBAs, when-issued securities, delayed delivery securities, reverse repurchase agreements, and forward foreign currency contracts.
(n)	The rate shown is the effective yield at the date of purchase.
(q)	Investment in affiliate. This security is included in an index in which the Portfolio, as an index fund, invests.

As of November 30, 2009, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments for federal income tax purposes was as follows:

Aggregate gross unrealized appreciation	$	47,965
Aggregate gross unrealized depreciation		(44,015	)
Net unrealized appreciation/depreciation	$	3,950
Federal income tax cost of investments	$	299,418

The various inputs that are used in determining the fair value of the Fund’s investments are summarized into the three broad levels listed below.

• Level 1 –	quoted prices in active markets for identical securities
• Level 2 –	other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
• Level 3 –	significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following table represents each valuation input by sector as presented in the Schedule of Portfolio Investments (amounts in thousands):

		Level 1 Quoted prices		Level 2 Other significant observable inputs		Level 3 Significant unobservable inputs		Total
Total Investments in Securities #	$	302,318	$	1,050	$	—	$	303,368
Appreciation in Other Financial Instruments*
Futures Contracts	$	142	$	—	$	—	$	142

* Other financial instruments may include futures, forward foreign currency exchange and swap contracts.

# Portfolio holdings designated in Level 1 and Level 2 are disclosed individually in the Schedule of Portfolio Investments (SOI). Level 2 consists of a U.S. Treasury Bill that is held for futures collateral and a corporate note that are held as an investment of cash collateral for securities on loan. Please refer to the SOI for industry specifics of the portfolio holdings.

JPMorgan Intermediate Bond Trust

SCHEDULE OF PORTFOLIO INVESTMENTS
AS OF NOVEMBER 30, 2009 (Unaudited) (continued)
(Amounts in thousands)

PRINCIPAL
AMOUNT ($)			SECURITY DESCRIPTION	VALUE ($)
			Asset-Backed Securities — 1.8%
			AmeriCredit Automobile Receivables Trust,
	75		Series 2005-BM, Class A4, VAR, 0.322%, 05/06/12		75
	744		Series 2006-BG, Class A4, 5.210%, 09/06/13		765
	73		Series 2007-CM, Class A3B, VAR, 0.272%, 05/07/12		73
	175		Series 2009-1, Class A3, 3.040%, 10/15/13		177
			Bank of America Auto Trust,
	575		Series 2009-1A, Class A3, 2.670%, 07/15/13 (e)		588
	150		Series 2009-1A, Class A4, 3.520%, 06/15/16 (e)		156
	97		Bear Stearns Asset Backed Securities Trust, Series 2006-SD1, Class A, VAR, 0.606%, 04/25/36 (i)		67
	65		Capital One Auto Finance Trust, Series 2007-B, Class A3A, 5.030%, 04/15/12		65
	150		Chrysler Financial Auto Securitization Trust, Series 2009-A, Class A3, 2.820%, 01/15/16		154
	500		Citibank Credit Card Issuance Trust, Series 2002-C2, Class C2, 6.950%, 02/18/14		525
	69		Credit-Based Asset Servicing and Securitization LLC, Series 2006-CB1, Class AF2, SUB, 5.236%, 01/25/36		46
			Ford Credit Auto Owner Trust,
	970		Series 2006-B, Class A4, 5.250%, 09/15/11		990
	233		Series 2007-B, Class A3A, 5.150%, 11/15/11		238
	250		Series 2009-B, Class A3, 2.790%, 08/15/13		256
	200		Series 2009-B, Class A4, 4.500%, 07/15/14		213
			HFC Home Equity Loan Asset Backed Certificates,
	116		Series 2005-2, Class A1, VAR, 0.507%, 01/20/35		107
	90		Series 2006-1, Class A1, VAR, 0.397%, 01/20/36		79
	104		Series 2007-3, Class APT, VAR, 1.437%, 11/20/36		88
			Honda Auto Receivables Owner Trust,
	315		Series 2009-2, Class A3, 2.790%, 01/15/13		323
	100		Series 2009-2, Class A4, 4.430%, 07/15/15		107
	150		Series 2009-3, Class A3, 2.310%, 05/15/13		153
	150		Series 2009-3, Class A4, 3.300%, 09/15/15		155
	150		John Deere Owner Trust, Series 2009-A, Class A3, 2.590%, 10/15/13		153
			MBNA Credit Card Master Note Trust,
	407		Series 2002-C1, Class C1, 6.800%, 07/15/14		420
	253		Series 2003-C1, Class C1, VAR, 1.939%, 06/15/12		252
	137		World Omni Auto Receivables Trust, Series 2007-B, Class A3A, 5.280%, 01/17/12		140
			Total Asset-Backed Securities (Cost $6,277)		6,365
			Collateralized Mortgage Obligations — 34.9%
			Agency CMO — 29.0%
	116		Federal Home Loan Mortgage Corp. - Government National Mortgage Association, Series 24, Class ZE, 6.250%, 11/25/23		126
			Federal Home Loan Mortgage Corp. REMICS,
	11		Series 11, Class D, 9.500%, 07/15/19		12
	–	(h)	Series 41, Class I, HB, 84.000%, 05/15/20		–	(h)
	6		Series 46, Class B, 7.800%, 09/15/20		6
	2		Series 47, Class F, 10.000%, 06/15/20		2
	–	(h)	Series 85, Class C, 8.600%, 01/15/21		–	(h)
	6		Series 99, Class Z, 9.500%, 01/15/21		6
	27		Series 114, Class H, 6.950%, 01/15/21		30
	2		Series 1079, Class S, HB, IF, 33.150%, 05/15/21		3
	2		Series 1084, Class F, VAR, 1.200%, 05/15/21		2
	1		Series 1084, Class S, HB, IF, 44.100%, 05/15/21		2
	15		Series 1144, Class KB, 8.500%, 09/15/21		16
	–	(h)	Series 1172, Class L, HB, VAR, 1,181.250%, 11/15/21		1
	–	(h)	Series 1196, Class B, HB, IF, 1,169.001%, 01/15/22		3
	21		Series 1206, Class IA, 7.000%, 03/15/22		21
	88		Series 1212, Class IZ, 8.000%, 02/15/22		88
	14		Series 1250, Class J, 7.000%, 05/15/22		15
	42		Series 1343, Class LA, 8.000%, 08/15/22		47
	181		Series 1466, Class PZ, 7.500%, 02/15/23		199
	2		Series 1470, Class F, VAR, 2.272%, 02/15/23		2
	73		Series 1491, Class I, 7.500%, 04/15/23		73
	71		Series 1518, Class G, IF, 8.839%, 05/15/23		73
	63		Series 1541, Class O, VAR, 2.790%, 07/15/23		63
	3		Series 1602, Class SA, HB, IF, 21.938%, 10/15/23		5
	99		Series 1607, Class H, 6.250%, 10/15/13		100
	227		Series 1608, Class L, 6.500%, 09/15/23		248
	198		Series 1609, Class LG, IF, 16.792%, 11/15/23		238
	28		Series 1611, Class JA, VAR, 1.625%, 08/15/23		28
	25		Series 1611, Class JB, HB, IF, 20.836%, 08/15/23		26
	4		Series 1671, Class L, 7.000%, 02/15/24		4
	30		Series 1700, Class GA, PO, 02/15/24		28
	370		Series 1706, Class K, 7.000%, 03/15/24		404
	1,000		Series 1720, Class PL, 7.500%, 04/15/24		1,080
	26		Series 1745, Class D, 7.500%, 08/15/24		28
	79		Series 1798, Class F, 5.000%, 05/15/23		82
	3		Series 1807, Class G, 9.000%, 10/15/20		3
	310		Series 1927, Class PH, 7.500%, 01/15/27		334
	150		Series 1981, Class Z, 6.000%, 05/15/27		163
	47		Series 1987, Class PE, 7.500%, 09/15/27		52
	64		Series 2025, Class PE, 6.300%, 01/15/13		64
	23		Series 2033, Class SN, HB, IF, 25.719%, 03/15/24		14
	63		Series 2038, Class PN, IO, 7.000%, 03/15/28		11
	283		Series 2040, Class PE, 7.500%, 03/15/28		285
	95		Series 2056, Class TD, 6.500%, 05/15/18		103
	385		Series 2063, Class PG, 6.500%, 06/15/28		410
	56		Series 2064, Class TE, 7.000%, 06/15/28		61
	265		Series 2075, Class PH, 6.500%, 08/15/28		287
	257		Series 2075, Class PM, 6.250%, 08/15/28		278
	71		Series 2089, Class PJ, IO, 7.000%, 10/15/28		13
	39		Series 2102, Class TC, 6.000%, 12/15/13		41
	218		Series 2115, Class PE, 6.000%, 01/15/14		231
	205		Series 2125, Class JZ, 6.000%, 02/15/29		222
	28		Series 2163, Class PC, IO, 7.500%, 06/15/29		6
	506		Series 2169, Class TB, 7.000%, 06/15/29		559
	202		Series 2172, Class QC, 7.000%, 07/15/29		222
	2		Series 2196, Class TL, 7.500%, 11/15/29		2
	101		Series 2201, Class C, 8.000%, 11/15/29		112
	195		Series 2210, Class Z, 8.000%, 01/15/30		209
	79		Series 2224, Class CB, 8.000%, 03/15/30		87
	116		Series 2256, Class MC, 7.250%, 09/15/30		127
	171		Series 2259, Class ZM, 7.000%, 10/15/30		187
	132		Series 2271, Class PC, 7.250%, 12/15/30		135
	202		Series 2283, Class K, 6.500%, 12/15/23		223
	74		Series 2296, Class PD, 7.000%, 03/15/31		79
	39		Series 2306, Class K, PO, 05/15/24		34
	94		Series 2306, Class SE, IF, IO, 7.170%, 05/15/24		18
	73		Series 2333, Class HC, 6.000%, 07/15/31		77
	98		Series 2344, Class QG, 6.000%, 08/15/16		105
	1,662		Series 2344, Class ZD, 6.500%, 08/15/31		1,819
	204		Series 2344, Class ZJ, 6.500%, 08/15/31		223
	141		Series 2345, Class NE, 6.500%, 08/15/31		153
	168		Series 2345, Class PQ, 6.500%, 08/15/16		182
	146		Series 2347, Class VP, 6.500%, 03/15/20		156
	239		Series 2351, Class PZ, 6.500%, 08/15/31		261
	113		Series 2355, Class BP, 6.000%, 09/15/16		122
	132		Series 2360, Class PG, 6.000%, 09/15/16		140
	115		Series 2366, Class MD, 6.000%, 10/15/16		124
	203		Series 2391, Class QR, 5.500%, 12/15/16		218
	220		Series 2391, Class VQ, 6.000%, 10/15/12		228
	310		Series 2405, Class PE, 6.000%, 01/15/17		336
	145		Series 2410, Class NG, 6.500%, 02/15/32		159
	182		Series 2410, Class OE, 6.375%, 02/15/32		199
	70		Series 2410, Class QX, IF, IO, 8.411%, 02/15/32		12
	405		Series 2412, Class SP, IF, 15.622%, 02/15/32		472
	82		Series 2423, Class MC, 7.000%, 03/15/32		90
	162		Series 2423, Class MT, 7.000%, 03/15/32		179
	243		Series 2435, Class CJ, 6.500%, 04/15/32		274
	405		Series 2435, Class VH, 6.000%, 07/15/19		428
	257		Series 2441, Class GF, 6.500%, 04/15/32		283
	199		Series 2444, Class ES, IF, IO, 7.711%, 03/15/32		26
	225		Series 2450, Class GZ, 7.000%, 05/15/32		246
	80		Series 2450, Class SW, IF, IO, 7.761%, 03/15/32		10
	405		Series 2455, Class GK, 6.500%, 05/15/32		445
	463		Series 2460, Class VZ, 6.000%, 11/15/29		474
	698		Series 2466, Class DH, 6.500%, 06/15/32		765
	778		Series 2466, Class PG, 6.500%, 04/15/32		828
	299		Series 2474, Class NR, 6.500%, 07/15/32		329
	533		Series 2484, Class LZ, 6.500%, 07/15/32		591
	607		Series 2500, Class MC, 6.000%, 09/15/32		667
	607		Series 2512, Class PG, 5.500%, 10/15/22		664
	–	(h)	Series 2515, Class DE, 4.000%, 03/15/32		–	(h)
	22		Series 2519, Class BT, 8.500%, 09/15/31		23
	197		Series 2527, Class VU, 5.500%, 10/15/13		198
	224		Series 2535, Class BK, 5.500%, 12/15/22		243
	425		Series 2537, Class TE, 5.500%, 12/15/17		459
	675		Series 2543, Class YX, 6.000%, 12/15/32		740
	173		Series 2565, Class MB, 6.000%, 05/15/30		178
	810		Series 2575, Class ME, 6.000%, 02/15/33		889
	169		Series 2586, Class WI, IO, 6.500%, 03/15/33		27
	282		Series 2594, Class VA, 6.000%, 03/15/14		283
	48		Series 2594, Class VP, 6.000%, 02/15/14		48
	405		Series 2594, Class VQ, 6.000%, 08/15/20		426
	720		Series 2597, Class AD, 6.500%, 03/15/32		741
	237		Series 2597, Class DS, IF, IO, 7.311%, 02/15/33		11
	662		Series 2599, Class DS, IF, IO, 6.761%, 02/15/33		33
	750		Series 2610, Class DS, IF, IO, 6.861%, 03/15/33		42
	447		Series 2611, Class SH, IF, IO, 7.411%, 10/15/21		26
	405		Series 2617, Class GR, 4.500%, 05/15/18		432
	132		Series 2619, Class IM, IO, 5.000%, 10/15/21		6
	300		Series 2622, Class PE, 4.500%, 05/15/18		320
	1,000		Series 2628, Class WA, 4.000%, 07/15/28		1,035
	202		Series 2631, Class LC, 4.500%, 06/15/18		215
	202		Series 2640, Class VE, 3.250%, 07/15/22		204
	30		Series 2643, Class HI, IO, 4.500%, 12/15/16		1
	538		Series 2651, Class VZ, 4.500%, 07/15/18		571
	107		Series 2656, Class SH, HB, IF, 20.884%, 02/15/25		112
	1,000		Series 2657, Class MD, 5.000%, 12/15/20		1,055
	257		Series 2668, Class SB, IF, 6.988%, 10/15/15		261
	202		Series 2672, Class ME, 5.000%, 11/15/22		216
	506		Series 2675, Class CK, 4.000%, 09/15/18		527
	359		Series 2682, Class YS, IF, 8.635%, 10/15/33		338
	1,000		Series 2684, Class PO, PO, 01/15/33		836
	243		Series 2684, Class TO, PO, 10/15/33		190
	94		Series 2686, Class GB, 5.000%, 05/15/20		98
	141		Series 2691, Class WS, IF, 8.642%, 10/15/33		133
	1,000		Series 2695, Class DE, 4.000%, 01/15/17		1,045
	201		Series 2705, Class SC, IF, 8.642%, 11/15/33		189
	201		Series 2705, Class SD, IF, 8.693%, 11/15/33		180
	78		Series 2739, Class S, IF, 11.522%, 01/15/34		77
	150		Series 2744, Class FE, VAR, 0.000%, 02/15/34		145
	405		Series 2744, Class TU, 5.500%, 05/15/32		419
	172		Series 2753, Class S, IF, 11.522%, 02/15/34		167
	130		Series 2755, Class PA, PO, 02/15/29		127
	78		Series 2755, Class SA, IF, 13.723%, 05/15/30		83
	59		Series 2769, Class PO, PO, 03/15/34		55
	306		Series 2776, Class SK, IF, 8.717%, 04/15/34		291
	300		Series 2802, Class MB, 5.500%, 11/15/31		319
	296		Series 2815, Class YS, IF, 9.556%, 01/15/34		296
	185		Series 2841, Class YA, 5.500%, 07/15/27		187
	852		Series 2907, Class VC, 4.500%, 05/15/34		878
	454		Series 2934, Class EC, PO, 02/15/20		425
	323		Series 2990, Class SL, HB, IF, 23.618%, 06/15/34		426
	500		Series 2999, Class ND, 4.500%, 07/15/20		529
	484		Series 3068, Class AO, PO, 01/15/35		467
	487		Series 3117, Class EO, PO, 02/15/36		439
	63		Series 3117, Class OK, PO, 02/15/36		55
	772		Series 3122, Class OH, PO, 03/15/36		699
	51		Series 3149, Class SO, PO, 05/15/36		46
	727		Series 3152, Class MO, PO, 03/15/36		620
	62		Series 3158, Class LX, VAR, 0.000%, 05/15/36		61
	1,000		Series 3162, Class OB, 6.000%, 11/15/30		1,074
	311		Series 3167, Class QA, 6.000%, 10/15/26		313
	356		Series 3171, Class MO, PO, 06/15/36		319
	373		Series 3179, Class OA, PO, 07/15/36		339
	1,318		Series 3202, Class HI, IF, IO, 6.411%, 08/15/36		141
	528		Series 3232, Class ST, IF, IO, 6.461%, 10/15/36		52
	601		Series 3253, Class PO, PO, 12/15/21		568
	853		Series 3481, Class SJ, IF, IO, 5.611%, 08/15/38		79
	208		Federal Home Loan Mortgage Corp. STRIPS, Series 243, Class 16, IO, 4.500%, 11/15/20		20
			Federal Home Loan Mortgage Corp. Structured Pass-Through Securities,
	63		Series T-41, Class 3A, VAR, 7.500%, 07/25/32		71
	54		Series T-51, Class 2A, VAR, 7.500%, 08/25/42		61
	546		Series T-54, Class 2A, 6.500%, 02/25/43		595
	190		Series T-54, Class 3A, 7.000%, 02/25/43		211
	51		Series T-58, Class APO, PO, 09/25/43		46
	216		Federal National Mortgage Association Grantor Trust, Series 2001-T10, Class A2, 7.500%, 12/25/41		244
			Federal National Mortgage Association REMICS,
	4		Series 1988-7, Class Z, 9.250%, 04/25/18		5
	19		Series 1989-70, Class G, 8.000%, 10/25/19		21
	8		Series 1989-78, Class H, 9.400%, 11/25/19		10
	6		Series 1989-83, Class H, 8.500%, 11/25/19		7
	6		Series 1989-89, Class H, 9.000%, 11/25/19		7
	2		Series 1990-1, Class D, 8.800%, 01/25/20		3
	3		Series 1990-7, Class B, 8.500%, 01/25/20		4
	3		Series 1990-60, Class K, 5.500%, 06/25/20		3
	3		Series 1990-63, Class H, 9.500%, 06/25/20		4
	3		Series 1990-93, Class G, 5.500%, 08/25/20		3
	–	(h)	Series 1990-94, Class H, HB, 505.000%, 08/25/20		–	(h)
	–	(h)	Series 1990-95, Class J, HB, 1,118.040%, 08/25/20		1
	18		Series 1990-102, Class J, 6.500%, 08/25/20		20
	7		Series 1990-120, Class H, 9.000%, 10/25/20		8
	1		Series 1990-134, Class SC, HB, IF, 21.225%, 11/25/20		2
	–	(h)	Series 1990-140, Class K, HB, 652.145%, 12/25/20		1
	–	(h)	Series 1991-7, Class K, HB, 908.500%, 02/25/21		–	(h)
	10		Series 1991-42, Class S, IF, 17.237%, 05/25/21		13
	144		Series 1992-107, Class SB, HB, IF, 29.329%, 06/25/22		215
	9		Series 1992-143, Class MA, 5.500%, 09/25/22		10
	65		Series 1993-25, Class J, 7.500%, 03/25/23		74
	421		Series 1993-37, Class PX, 7.000%, 03/25/23		472
	143		Series 1993-54, Class Z, 7.000%, 04/25/23		160
	30		Series 1993-62, Class SA, IF, 17.565%, 04/25/23		40
	38		Series 1993-122, Class M, 6.500%, 07/25/23		43
	15		Series 1993-165, Class SD, IF, 12.158%, 09/25/23		17
	62		Series 1993-178, Class PK, 6.500%, 09/25/23		69
	1,012		Series 1993-183, Class KA, 6.500%, 10/25/23		1,133
	478		Series 1993-189, Class PL, 6.500%, 10/25/23		531
	53		Series 1993-225, Class SG, HB, IF, 26.464%, 12/25/13		68
	104		Series 1993-247, Class SA, HB, IF, 25.377%, 12/25/23		160
	205		Series 1993-250, Class Z, 7.000%, 12/25/23		221
	300		Series 1993-257, Class C, PO, 06/25/23		282
	6		Series 1994-9, Class E, PO, 11/25/23		5
	273		Series 1996-14, Class SE, IF, IO, 7.320%, 08/25/23		50
	13		Series 1996-27, Class FC, VAR, 0.750%, 03/25/17		13
	30		Series 1996-59, Class J, 6.500%, 08/25/22		34
	126		Series 1996-59, Class K, 6.500%, 07/25/23		133
	128		Series 1997-20, Class IB, IO, VAR, 1.840%, 03/25/27		3
	128		Series 1997-20, Class IO, IO, VAR, 1.840%, 03/25/27		4
	63		Series 1997-27, Class J, 7.500%, 04/18/27		69
	56		Series 1997-29, Class J, 7.500%, 04/20/27		63
	123		Series 1997-39, Class PD, 7.500%, 05/20/27		138
	52		Series 1997-81, Class PI, IO, 7.000%, 12/18/27		10
	8		Series 1998-4, Class C, PO, 04/25/23		7
	98		Series 1998-36, Class ZB, 6.000%, 07/18/28		108
	609		Series 1998-43, Class EA, PO, 04/25/23		550
	307		Series 2000-2, Class ZE, 7.500%, 02/25/30		351
	136		Series 2001-4, Class PC, 7.000%, 03/25/21		152
	149		Series 2001-5, Class OW, 6.000%, 03/25/16		158
	384		Series 2001-33, Class ID, IO, 6.000%, 07/25/31		55
	299		Series 2001-36, Class DE, 7.000%, 08/25/31		333
	74		Series 2001-44, Class PD, 7.000%, 09/25/31		83
	502		Series 2001-48, Class Z, 6.500%, 09/25/21		558
	85		Series 2001-49, Class Z, 6.500%, 09/25/31		94
	42		Series 2001-52, Class XM, 6.500%, 11/25/10		43
	247		Series 2001-71, Class MB, 6.000%, 12/25/16		268
	305		Series 2001-71, Class QE, 6.000%, 12/25/16		330
	1,712		Series 2001-74, Class MB, 6.000%, 12/25/16		1,860
	133		Series 2001-80, Class PE, 6.000%, 07/25/29		139
	69		Series 2001-81, Class LO, PO, 01/25/32		63
	171		Series 2002-1, Class HC, 6.500%, 02/25/22		189
	68		Series 2002-1, Class SA, HB, IF, 24.421%, 02/25/32		93
	136		Series 2002-2, Class UC, 6.000%, 02/25/17		146
	296		Series 2002-3, Class OG, 6.000%, 02/25/17		320
	895		Series 2002-18, Class PC, 5.500%, 04/25/17		948
	233		Series 2002-21, Class PE, 6.500%, 04/25/32		255
	405		Series 2002-24, Class AJ, 6.000%, 04/25/17		444
	215		Series 2002-28, Class PK, 6.500%, 05/25/32		237
	302		Series 2002-37, Class Z, 6.500%, 06/25/32		333
	494		Series 2002-56, Class UC, 5.500%, 09/25/17		530
	243		Series 2002-74, Class LD, 5.000%, 01/25/16		244
	70		Series 2002-74, Class PD, 5.000%, 11/25/15		71
	442		Series 2002-84, Class VB, 5.500%, 04/25/15		477
	39		Series 2002-91, Class UH, IO, 5.500%, 06/25/22		3
	405		Series 2002-94, Class BK, 5.500%, 01/25/18		441
	47		Series 2003-8, Class SB, IF, IO, 7.414%, 03/25/16		1
	202		Series 2003-22, Class UD, 4.000%, 04/25/33		198
	162		Series 2003-34, Class GB, 6.000%, 03/25/33		177
	304		Series 2003-34, Class GE, 6.000%, 05/25/33		335
	57		Series 2003-39, Class IO, IO, VAR, 6.000%, 05/25/33		8
	405		Series 2003-47, Class PE, 5.750%, 06/25/33		439
	136		Series 2003-52, Class SX, HB, IF, 22.242%, 10/25/31		165
	168		Series 2003-64, Class SX, IF, 13.141%, 07/25/33		170
	254		Series 2003-65, Class ML, 4.000%, 07/25/33		252
	391		Series 2003-71, Class DS, IF, 7.142%, 08/25/33		353
	585		Series 2003-73, Class GA, 3.500%, 05/25/31		597
	848		Series 2003-80, Class SY, IF, IO, 7.414%, 06/25/23		82
	405		Series 2003-83, Class PG, 5.000%, 06/25/23		431
	380		Series 2003-86, Class PW, 4.500%, 06/25/15		385
	91		Series 2003-91, Class SD, IF, 12.107%, 09/25/33		98
	304		Series 2003-106, Class US, IF, 8.721%, 11/25/23		295
	622		Series 2003-116, Class SB, IF, IO, 7.364%, 11/25/33		83
	173		Series 2003-128, Class KE, 4.500%, 01/25/14		182
	500		Series 2003-128, Class NG, 4.000%, 01/25/19		516
	191		Series 2003-130, Class SX, IF, 11.166%, 01/25/34		205
	388		Series 2004-1, Class DL, 4.500%, 02/25/18		393
	303		Series 2004-14, Class SD, IF, 8.721%, 03/25/34		290
	1,000		Series 2004-21, Class AE, 4.000%, 04/25/19		1,034
	63		Series 2004-21, Class CO, PO, 04/25/34		40
	405		Series 2004-25, Class PC, 5.500%, 01/25/34		440
	495		Series 2004-25, Class SA, IF, 18.876%, 04/25/34		571
	263		Series 2004-36, Class PC, 5.500%, 02/25/34		286
	309		Series 2004-36, Class SA, IF, 18.876%, 05/25/34		351
	246		Series 2004-46, Class SK, IF, 15.851%, 05/25/34		261
	260		Series 2004-61, Class CO, PO, 10/25/31		254
	150		Series 2004-61, Class SH, HB, IF, 23.044%, 11/25/32		190
	258		Series 2004-74, Class SW, IF, 15.025%, 11/25/31		298
	287		Series 2004-76, Class CL, 4.000%, 10/25/19		299
	1,750		Series 2004-86, Class AE, 4.500%, 02/25/32		1,829
	227		Series 2005-40, Class YA, 5.000%, 09/25/20		238
	291		Series 2005-45, Class DC, HB, IF, 23.445%, 06/25/35		407
	330		Series 2005-52, Class PA, 6.500%, 06/25/35		357
	337		Series 2005-56, Class S, IF, IO, 6.474%, 07/25/35		32
	543		Series 2005-56, Class TP, IF, 17.442%, 08/25/33		619
	1,646		Series 2005-68, Class PG, 5.500%, 08/25/35		1,785
	622		Series 2005-73, Class PS, IF, 16.110%, 08/25/35		738
	287		Series 2005-74, Class CS, IF, 19.371%, 05/25/35		340
	235		Series 2005-78, Class DS, IF, 13.094%, 03/25/35		238
	581		Series 2005-106, Class US, HB, IF, 23.702%, 11/25/35		815
	183		Series 2005-110, Class KS, IF, 14.222%, 05/25/35		186
	304		Series 2006-44, Class P, PO, 12/25/33		261
	710		Series 2006-59, Class QO, PO, 01/25/33		645
	257		Series 2006-65, Class QO, PO, 07/25/36		225
	386		Series 2006-72, Class GO, PO, 08/25/36		335
	500		Series 2006-77, Class PC, 6.500%, 08/25/36		560
	305		Series 2006-79, Class DO, PO, 08/25/36		265
	750		Series 2006-110, Class PO, PO, 11/25/36		644
	1,000		Series 2006-124, Class HB, VAR, 6.018%, 11/25/36		1,063
	688		Series 2007-14, Class ES, IF, IO, 6.204%, 03/25/37		67
	353		Series 2007-79, Class SB, HB, IF, 23.152%, 08/25/37		456
	500		Series 2007-81, Class GE, 6.000%, 08/25/37		548
	640		Series 2007-83, Class PA, 6.000%, 03/25/29		674
	1,525		Series 2007-84, Class PD, 6.000%, 08/25/32		1,648
	719		Series 2007-88, Class VI, IF, IO, 6.304%, 09/25/37		72
	1,902		Series 2007-91, Class ES, IF, IO, 6.224%, 10/25/37		231
	332		Series 2007-97, Class MS, IF, 14.234%, 12/25/31		354
	702		Series 2007-106, Class A7, VAR, 6.168%, 10/25/37		749
	957		Series 2007-116, Class HI, IO, VAR, 6.599%, 01/25/38		78
	382		Series 2008-10, Class XI, IF, IO, 5.994%, 03/25/38		35
	755		Series 2008-16, Class IS, IF, IO, 5.964%, 03/25/38		72
	408		Series 2008-28, Class QS, IF, 19.992%, 04/25/38		477
	1,048		Series 2008-46, Class HI, IO, VAR, 6.671%, 06/25/38		64
	372		Series 2008-66, Class GD, 6.000%, 06/25/30		392
	6		Series G-14, Class L, 8.500%, 06/25/21		7
	29		Series G-18, Class Z, 8.750%, 06/25/21		32
	8		Series G-22, Class G, 6.000%, 12/25/16		9
	21		Series G-35, Class M, 8.750%, 10/25/21		24
	86		Series G92-35, Class E, 7.500%, 07/25/22		97
	5		Series G92-42, Class Z, 7.000%, 07/25/22		6
	112		Series G92-44, Class ZQ, 8.000%, 07/25/22		125
	92		Series G92-54, Class ZQ, 7.500%, 09/25/22		103
	20		Series G93-5, Class Z, 6.500%, 02/25/23		22
	24		Series G95-1, Class C, 8.800%, 01/25/25		28
			Federal National Mortgage Association STRIPS,
	1		Series 50, Class 2, IO, 10.500%, 03/01/19		–	(h)
	7		Series 218, Class 2, IO, 7.500%, 04/01/23		1
	88		Series 329, Class 1, PO, 01/01/33		78
			Federal National Mortgage Association Whole Loan,
	26		Series 2002-W5, Class A10, IF, IO, 7.864%, 11/25/30		1
	257		Series 2003-W1, Class 1A1, 6.500%, 12/25/42		281
	73		Series 2003-W4, Class 2A, 6.500%, 10/25/42		80
	215		Series 2004-W2, Class 2A2, 7.000%, 02/25/44		237
	243		Series 2007-W7, Class 1A4, HB, IF, 37.764%, 07/25/37		430
			Government National Mortgage Association,
	70		Series 1994-3, Class PQ, 7.488%, 07/16/24		77
	249		Series 1994-4, Class KQ, 7.988%, 07/16/24		275
	490		Series 1994-7, Class PQ, 6.500%, 10/16/24		540
	105		Series 1995-3, Class DQ, 8.050%, 06/16/25		122
	27		Series 1995-7, Class CQ, 7.500%, 09/16/25		29
	206		Series 1996-16, Class E, 7.500%, 08/16/26		219
	43		Series 1998-26, Class K, 7.500%, 09/17/25		47
	618		Series 1999-10, Class ZC, 6.500%, 04/20/29		676
	80		Series 1999-30, Class S, IF, IO, 8.361%, 08/16/29		12
	71		Series 1999-41, Class Z, 8.000%, 11/16/29		78
	54		Series 1999-44, Class PC, 7.500%, 12/20/29		61
	121		Series 2000-6, Class Z, 7.500%, 02/20/30		132
	24		Series 2000-9, Class Z, 8.000%, 06/20/30		26
	540		Series 2000-9, Class ZJ, 8.500%, 02/16/30		598
	217		Series 2000-14, Class PD, 7.000%, 02/16/30		239
	58		Series 2000-16, Class ZN, 7.500%, 02/16/30		64
	306		Series 2000-37, Class B, 8.000%, 12/20/30		334
	25		Series 2000-38, Class AH, 7.150%, 12/20/30		26
	185		Series 2001-7, Class PK, 6.500%, 03/20/31		200
	10		Series 2001-32, Class WA, IF, 19.534%, 07/20/31		13
	405		Series 2001-64, Class MQ, 6.500%, 12/20/31		432
	69		Series 2002-7, Class PG, 6.500%, 01/20/32		74
	103		Series 2002-31, Class S, IF, IO, 8.461%, 01/16/31		20
	262		Series 2002-40, Class UK, 6.500%, 06/20/32		287
	267		Series 2002-47, Class PG, 6.500%, 07/16/32		293
	333		Series 2002-47, Class PY, 6.000%, 07/20/32		362
	319		Series 2002-47, Class ZA, 6.500%, 07/20/32		349
	25		Series 2002-51, Class SG, HB, IF, 31.475%, 04/20/31		38
	150		Series 2002-54, Class GB, 6.500%, 08/20/32		165
	88		Series 2002-79, Class KV, 6.000%, 11/20/13		89
	179		Series 2003-4, Class NI, IO, 5.500%, 01/20/32		9
	179		Series 2003-4, Class NY, 5.500%, 12/20/13		192
	55		Series 2003-24, Class PO, PO, 03/16/33		50
	304		Series 2003-40, Class TJ, 6.500%, 03/20/33		340
	239		Series 2003-52, Class AP, PO, 06/16/33		212
	50		Series 2004-28, Class S, IF, 19.006%, 04/16/34		57
	123		Series 2004-68, Class PO, PO, 05/20/31		116
	227		Series 2004-71, Class SB, HB, IF, 28.303%, 09/20/34		294
	102		Series 2004-73, Class AE, IF, 14.365%, 08/17/34		115
	1,155		Series 2004-90, Class SI, IF, IO, 5.863%, 10/20/34		110
	305		Series 2005-68, Class DP, IF, 15.861%, 06/17/35		358
	1,936		Series 2005-68, Class KI, IF, IO, 6.063%, 09/20/35		229
	321		Series 2006-59, Class SD, IF, IO, 6.463%, 10/20/36		25
	986		Series 2007-17, Class JI, IF, IO, 6.571%, 04/16/37		88
	1,396		Series 2007-27, Class SA, IF, IO, 5.963%, 05/20/37		123
	2,350		Series 2007-40, Class SB, IF, IO, 6.513%, 07/20/37		226
	1,419		Series 2007-45, Class QA, IF, IO, 6.403%, 07/20/37		134
	770		Series 2007-49, Class NO, PO, 12/20/35		713
	1,721		Series 2007-50, Class AI, IF, IO, 6.538%, 08/20/37		173
	410		Series 2007-53, Class ES, IF, IO, 6.313%, 09/20/37		34
	417		Series 2007-53, Class SW, IF, 19.495%, 09/20/37		480
	927		Series 2007-57, Class QA, IF, IO, 6.263%, 10/20/37		91
	690		Series 2007-71, Class SB, IF, IO, 6.463%, 07/20/36		77
	901		Series 2007-72, Class US, IF, IO, 6.313%, 11/20/37		77
	900		Series 2007-76, Class SA, IF, IO, 6.293%, 11/20/37		68
	256		Series 2008-25, Class SB, IF, IO, 6.663%, 03/20/38		27
	581		Series 2008-33, Class XS, IF, IO, 7.461%, 04/16/38		60
	718		Series 2008-40, Class SA, IF, IO, 6.161%, 05/16/38		88
	500		Series 2008-50, Class KB, 6.000%, 06/20/38		549
	1,288		Series 2008-55, Class SA, IF, IO, 5.963%, 06/20/38		110
	1,182		Series 2008-93, Class AS, IF, IO, 5.463%, 12/20/38		91
	628		Series 2009-6, Class SA, IF, IO, 5.861%, 02/16/39		54
	505		Series 2009-14, Class NI, IO, 6.500%, 03/20/39		58
	1,860		Series 2009-22, Class SA, IF, IO, 6.033%, 04/20/39		168
	1,868		Series 2009-31, Class ST, IF, IO, 6.113%, 03/20/39		174
	1,868		Series 2009-31, Class TS, IF, IO, 6.063%, 03/20/39		162
	1,469		Series 2009-61, Class ES, IF, IO, 6.513%, 03/20/39		178
			Vendee Mortgage Trust,
	1,123		Series 1993-1, Class ZB, 7.250%, 02/15/23		1,244
	427		Series 1994-1, Class 1, VAR, 5.627%, 02/15/24		453
	620		Series 1996-1, Class 1Z, 6.750%, 02/15/26		670
	204		Series 1996-2, Class 1Z, 6.750%, 06/15/26		220
	821		Series 1997-1, Class 2Z, 7.500%, 02/15/27		915
	205		Series 1998-1, Class 2E, 7.000%, 03/15/28		225
					100,658
			Non-Agency CMO — 5.9%
	228		ABN Amro Mortgage Corp., Series 2003-9, Class A2, 4.500%, 08/25/18		225
			ASG Resecuritization Trust,
	422		Series 2009-1, Class A60, VAR, 5.619%, 06/26/37 (e)		422
	531		Series 2009-2, Class A55, VAR, 5.806%, 05/24/36 (e)		531
	914		Series 2009-3, Class A65, VAR, 5.595%, 03/26/37 (e)		900
			Banc of America Alternative Loan Trust,
	260		Series 2003-9, Class 1CB2, 5.500%, 11/25/33		263
	75		Series 2003-11, Class PO, PO, 01/25/34		42
			Banc of America Funding Corp.,
	90		Series 2004-1, Class PO, PO, 03/25/34		65
	282		Series 2004-3, Class 1A7, 5.500%, 10/25/34		280
			Banc of America Mortgage Securities, Inc.,
	68		Series 2003-8, Class APO, PO, 11/25/33		51
	160		Series 2004-1, Class APO, PO, 02/25/34		116
	126		Series 2004-6, Class APO, PO, 07/25/34		92
	275		Citicorp Mortgage Securities, Inc., Series 2004-2, Class A1, 5.000%, 03/25/34		270
			Citigroup Mortgage Loan Trust, Inc.,
	111		Series 2003-UP3, Class A3, 7.000%, 09/25/33		110
	305		Series 2003-UST1, Class A1, 5.500%, 12/25/18		312
	57		Series 2003-UST1, Class PO1, PO, 12/25/18		45
	39		Series 2003-UST1, Class PO3, PO, 12/25/18		32
			Countrywide Alternative Loan Trust,
	532		Series 2002-8, Class A4, 6.500%, 07/25/32		505
	1,397		Series 2004-2CB, Class 1A9, 5.750%, 03/25/34		827
	350		Series 2004-18CB, Class 2A4, 5.700%, 09/25/34		269
	124		Series 2005-26CB, Class A10, IF, 12.622%, 07/25/35		124
	500		Series 2005-54CB, Class 1A11, 5.500%, 11/25/35		364
	300		Series 2007-21CB, Class 1A5, 6.000%, 09/25/37		74
			Countrywide Home Loan Mortgage Pass-Through Trust,
	520		Series 2003-26, Class 1A6, 3.500%, 08/25/33		438
	108		Series 2003-J13, Class PO, PO, 01/25/34		80
	221		Series 2003-J7, Class 4A3, IF, 9.468%, 08/25/18		173
	60		Series 2004-HYB3, Class 2A, VAR, 3.651%, 06/20/34		40
	567		Series 2005-22, Class 2A1, VAR, 5.209%, 11/25/35		367
	296		Series 2005-R1, Class 2A, PO, 03/25/35 (e)		202
	336		CS First Boston Mortgage Securities Corp., Series 2003-23, Class 2A5, 5.000%, 10/25/18		327
	497		Deutsche ALT-A Securities, Inc. Alternate Loan Trust, Series 2005-3, Class 1A1, VAR, 5.283%, 06/25/20		443
	107		Deutsche Mortgage Securities, Inc., Series 2004-1, Class 2APO, PO, 10/25/18		78
			First Horizon Asset Securities, Inc.,
	256		Series 2004-AR7, Class 2A1, VAR, 4.835%, 02/25/35		235
	202		Series 2004-AR7, Class 2A2, VAR, 4.835%, 02/25/35		165
	325		Series 2005-AR1, Class 2A2, VAR, 5.008%, 04/25/35		291
	87		GMAC Mortgage Corp. Loan Trust, Series 2004-J1, Class A15, 5.250%, 04/25/34		87
	500		GSR Mortgage Loan Trust, Series 2006-1F, Class 1A3, 5.500%, 02/25/36		334
	67		Impac Secured Asset Corp., Series 2002-2, Class APO, PO, 04/25/33		40
	504		Indymac Index Mortgage Loan Trust, Series 2005-AR11, Class A7, IO, VAR, 0.504%, 08/25/35		5
	233		JP Morgan Mortgage Trust, Series 2006-A2, Class 4A1, VAR, 4.055%, 08/25/34		207
			MASTR Adjustable Rate Mortgages Trust,
	100		Series 2004-3, Class 4A2, VAR, 3.116%, 04/25/34		88
	245		Series 2004-13, Class 2A1, VAR, 3.083%, 04/21/34		228
	300		Series 2004-13, Class 3A6, VAR, 3.096%, 11/21/34		294
			MASTR Alternative Loans Trust,
	539		Series 2003-9, Class 8A1, 6.000%, 01/25/34		480
	1,796		Series 2004-4, Class 10A1, 5.000%, 05/25/24		1,728
	61		Series 2004-7, Class 30PO, PO, 08/25/34		35
	143		Series 2004-10, Class 1A1, 4.500%, 09/25/19		136
	549		Series 2005-6, Class 3A1, 5.500%, 11/25/20		451
			MASTR Asset Securitization Trust,
	487		Series 2003-2, Class 1A1, 5.000%, 03/25/18		493
	19		Series 2003-4, Class 2A2, 5.000%, 05/25/18		19
	14		Series 2003-11, Class 6A2, 4.000%, 12/25/33		14
	93		Series 2004-8, Class PO, PO, 08/25/19		73
	459		MASTR Resecuritization Trust, Series 2005-PO, Class 3PO, PO, 05/28/35 (e)		298
	82		MortgageIT Trust, Series 2005-1, Class 1A1, VAR, 0.556%, 02/25/35		55
			Nomura Asset Acceptance Corp.,
	156		Series 2003-A1, Class A1, 5.500%, 05/25/33		159
	83		Series 2003-A1, Class A2, 6.000%, 05/25/33		81
	14		Series 2003-A1, Class A5, 7.000%, 04/25/33		12
	117		Series 2004-R2, Class A1, VAR, 6.500%, 10/25/34 (e)		110
	–	(h)	Paine Webber CMO Trust, Series H, Class 4, 8.750%, 04/01/18		–	(h)
			Residential Accredit Loans, Inc.,
	143		Series 2002-QS16, Class A3, IF, 16.129%, 10/25/17		151
	661		Series 2002-QS8, Class A5, 6.250%, 06/25/17		671
	173		Series 2003-QS3, Class A2, IF, 15.981%, 02/25/18		181
	739		Series 2003-QS9, Class A3, IF, IO, 7.314%, 05/25/18		107
	154		Series 2004-QS8, Class A2, 5.000%, 06/25/34		140
	93		Residential Asset Securitization Trust, Series 2003-A14, Class A1, 4.750%, 02/25/19		92
			Residential Funding Mortgage Securities I,
	112		Series 2003-S11, Class A1, 2.500%, 06/25/18		111
	79		Series 2003-S12, Class 4A5, 4.500%, 12/25/32		79
	303		Series 2003-S7, Class A17, 4.000%, 05/25/33		282
	36		Salomon Brothers Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1, PO, 12/25/18		27
			Structured Asset Securities Corp.,
	290		Series 2003-33H, Class 1A1, 5.500%, 10/25/33		284
	356		Series 2005-6, Class 4A1, 5.000%, 05/25/35		348
	188		Series 2005-6, Class 5A8, IF, 13.428%, 05/25/35		164
			WaMu Mortgage Pass-Through Certificates,
	309		Series 2002-S8, Class 2A7, 5.250%, 01/25/18		320
	104		Series 2003-S10, Class A6, PO, 10/25/18		86
	106		Series 2003-S11, Class 2A5, IF, 16.401%, 11/25/33		104
	190		Series 2004-AR3, Class A2, VAR, 3.136%, 06/25/34		177
	646		Series 2004-S3, Class 2A3, IF, 18.189%, 07/25/34		675
	400		Washington Mutual Alternative Mortgage Pass-Through Certificates, Series 2005-4, Class CB7, 5.500%, 06/25/35		285
	53		Washington Mutual MSC Mortgage Pass-Through Certificates, Series 2003-MS7, Class P, PO, 03/25/33		35
			Wells Fargo Mortgage Backed Securities Trust,
	108		Series 2003-11, Class 1APO, PO, 10/25/18		87
	349		Series 2003-13, Class A7, 4.500%, 11/25/18		351
	408		Series 2003-15, Class 1A1, 4.750%, 12/25/18		417
	374		Series 2003-K, Class 1A1, VAR, 4.473%, 11/25/33		367
	180		Series 2004-7, Class 2A2, 5.000%, 07/25/19		182
	387		Series 2004-BB, Class A4, VAR, 4.069%, 01/25/35		380
	290		Series 2004-EE, Class 3A1, VAR, 3.995%, 12/25/34		288
					20,576
			Total Collateralized Mortgage Obligations (Cost $116,720)		121,234
			Commercial Mortgage-Backed Securities — 1.6%
			Banc of America Commercial Mortgage, Inc.,
	500		Series 2005-6, Class ASB, VAR, 5.351%, 09/10/47		519
	50		Series 2006-1, Class A4, VAR, 5.372%, 09/10/45		48
			Bear Stearns Commercial Mortgage Securities,
	300		Series 2005-PWR9, Class AAB, 4.804%, 09/11/42		308
	360		Series 2006-PW11, Class A4, VAR, 5.622%, 03/11/39		347
	247		Series 2006-PW14, Class A1, 5.044%, 12/11/38		254
	249		Citigroup Commercial Mortgage Trust, Series 2006-C4, Class A1, VAR, 5.913%, 03/15/49		256
	127		GE Capital Mortgage Services LLC, Series 1999-HE1, Class M, VAR, 6.705%, 04/25/29		94
	300		GMAC Commercial Mortgage Securities, Inc., Series 2006-C1, Class A4, VAR, 5.238%, 11/10/45		288
	50		LB-UBS Commercial Mortgage Trust, Series 2006-C1, Class A4, 5.156%, 02/15/31		49
	500		Merrill Lynch Mortgage Trust, Series 2005-MCP1, Class ASB, VAR, 4.674%, 06/12/43		512
			Morgan Stanley Capital I,
	328		Series 2006-IQ12, Class A1, 5.257%, 12/15/43		337
	77		Series 2006-T23, Class A1, 5.682%, 08/12/41		79
	500		Morgan Stanley Dean Witter Capital I, Series 2001-280, Class A2, 6.494%, 02/03/16 (e)		531
	1,000		TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4, Class A3, VAR, 6.073%, 08/15/39		1,063
	747		Wachovia Bank Commercial Mortgage Trust, Series 2004-C15, Class A2, 4.039%, 10/15/41		746
			Total Commercial Mortgage-Backed Securities (Cost $5,314)		5,431
			Corporate Bonds — 20.5%
			Consumer Discretionary — 1.0%
			Hotels, Restaurants & Leisure — 0.1%
	150		McDonald’s Corp., 4.300%, 03/01/13 (c)		162
			Media — 0.7%
	200		Comcast Cable Communications Holdings, Inc., 8.375%, 03/15/13		234
	749		Comcast Cable Holdings LLC, 9.800%, 02/01/12		859
			Comcast Corp.,
	121		5.500%, 03/15/11		127
	100		5.900%, 03/15/16		109
			Cox Communications, Inc.,
	50		5.450%, 12/15/14		55
	182		7.750%, 11/01/10		191
	60		Thomson Reuters Corp., (Canada), 4.700%, 10/15/19		62
			Time Warner Cable, Inc.,
	100		5.850%, 05/01/17		107
	100		8.250%, 02/14/14		118
	150		8.250%, 04/01/19		183
	223		Time Warner Entertainment Co. LP, 10.150%, 05/01/12		260
	80		Viacom, Inc., 6.250%, 04/30/16		88
					2,393
			Multiline Retail — 0.1%
	40		Kohl’s Corp., 6.250%, 12/15/17		45
	400		Target Corp., 6.000%, 01/15/18		455
					500
			Specialty Retail — 0.1%
	130		Home Depot, Inc., 5.400%, 03/01/16		138
	95		Staples, Inc., 9.750%, 01/15/14		115
					253
			Total Consumer Discretionary		3,308
			Consumer Staples — 0.7%
			Beverages — 0.2%
	75		Anheuser-Busch Cos., Inc., 5.500%, 01/15/18		79
	100		Anheuser-Busch InBev Worldwide, Inc., 7.750%, 01/15/19 (e)		120
			Coca-Cola Co. (The),
	100		3.625%, 03/15/14		105
	50		4.875%, 03/15/19		54
	70		Diageo Capital plc, (United Kingdom), 7.375%, 01/15/14		82
			Diageo Finance BV, (Netherlands),
	30		5.300%, 10/28/15 (c)		33
	100		5.500%, 04/01/13		110
	85		FBG Finance Ltd., (Australia), 5.125%, 06/15/15 (e)		90
	25		PepsiCo, Inc., 7.900%, 11/01/18		32
	30		SABMiller plc, (United Kingdom), 6.500%, 07/01/16 (e)		34
					739
			Food & Staples Retailing — 0.1%
			Kroger Co. (The),
	50		7.500%, 01/15/14		58
	304		8.050%, 02/01/10		307
					365
			Food Products — 0.4%
			Bunge Ltd. Finance Corp.,
	50		5.875%, 05/15/13		53
	135		8.500%, 06/15/19		158
	14		Bunge N.A. Finance LP, 5.900%, 04/01/17		14
	100		Cargill, Inc., 6.375%, 06/01/12 (e)		110
			Kellogg Co.,
	100		4.250%, 03/06/13		107
	200		5.125%, 12/03/12		219
			Kraft Foods, Inc.,
	450		6.125%, 02/01/18		482
	150		6.750%, 02/19/14		169
					1,312
			Household Products — 0.0% (g)
	88		Procter & Gamble - ESOP, 9.360%, 01/01/21		111
			Total Consumer Staples		2,527
			Energy — 0.6%
			Oil, Gas & Consumable Fuels — 0.6%
	300		Anadarko Petroleum Corp., 7.625%, 03/15/14		347
	150		Canadian Natural Resources Ltd., (Canada), 5.900%, 02/01/18		164
	30		Cenovus Energy, Inc., (Canada), 5.700%, 10/15/19 (e)		32
			ConocoPhillips,
	150		5.750%, 02/01/19		166
	400		8.750%, 05/25/10		416
	100		EnCana Corp., (Canada), 6.500%, 05/15/19		113
			Marathon Oil Corp.,
	250		5.900%, 03/15/18		269
	175		6.000%, 10/01/17 (c)		190
	40		PC Financial Partnership, 5.000%, 11/15/14		43
	250		XTO Energy, Inc., 5.750%, 12/15/13		276
			Total Energy		2,016
			Financials — 12.7%
			Capital Markets — 3.6%
	75		Bank of New York Mellon Corp. (The), 4.600%, 01/15/20		77
			Bear Stearns Cos., LLC (The),
	100		5.700%, 11/15/14 (y)		110
	100		7.250%, 02/01/18 (y)		116
			Credit Suisse USA, Inc.,
	405		5.500%, 08/15/13		446
	1,640		6.125%, 11/15/11		1,787
			Goldman Sachs Group, Inc. (The),
	202		4.750%, 07/15/13		214
	200		5.150%, 01/15/14		213
	300		5.500%, 11/15/14		325
	1,100		5.950%, 01/18/18		1,177
	486		6.600%, 01/15/12		532
	1,000		6.875%, 01/15/11		1,061
			Jefferies Group, Inc.,
	150		7.750%, 03/15/12		163
	75		8.500%, 07/15/19		83
			Lehman Brothers Holdings, Inc.,
	300		4.800%, 03/13/14 (d)		59
	350		6.000%, 07/19/12 (d)		68
	455		6.625%, 01/18/12 (d)		89
	75		6.750%, 12/28/17 (d)		–	(h)
			Merrill Lynch & Co., Inc.,
	200		4.500%, 11/04/10		206
	200		5.000%, 01/15/15		205
	157		5.450%, 07/15/14		165
	50		6.150%, 04/25/13		54
	534		6.400%, 08/28/17		560
	266		6.875%, 04/25/18		285
			Morgan Stanley,
	195		4.200%, 11/20/14		196
	243		4.250%, 05/15/10		246
	147		4.750%, 04/01/14		150
	150		5.625%, 09/23/19		152
	175		5.750%, 08/31/12		190
	250		6.000%, 05/13/14		272
	1,000		6.600%, 04/01/12		1,092
	100		6.625%, 04/01/18		108
	1,240		6.750%, 04/15/11		1,323
	45		Northern Trust Corp., 5.500%, 08/15/13		50
	607		State Street Corp., 7.650%, 06/15/10		628
			UBS AG, (Switzerland),
	100		5.750%, 04/25/18		103
	100		5.875%, 12/20/17		104
					12,609
			Commercial Banks — 2.0%
			Barclays Bank plc, (United Kingdom),
	300		2.500%, 01/23/13		301
	200		5.200%, 07/10/14		215
	100		5.450%, 09/12/12		109
	250		6.050%, 12/04/17 (c) (e)		260
			BB&T Corp.,
	150		3.375%, 09/25/13		153
	50		3.850%, 07/27/12		52
	100		4.900%, 06/30/17		99
	152		Branch Banking & Trust Co., 4.875%, 01/15/13		161
	350		Fifth Third Bancorp, 5.450%, 01/15/17		316
	75		Keycorp, 6.500%, 05/14/13		79
	300		Manufacturers & Traders Trust Co., 6.625%, 12/04/17		314
	200		Marshall & Ilsley Corp., 5.350%, 04/01/11		196
	150		National City Bank, VAR, 0.393%, 01/21/10		150
	225		PNC Funding Corp., 5.250%, 11/15/15		237
			SunTrust Banks, Inc.,
	270		5.250%, 11/05/12 (c)		284
	229		6.375%, 04/01/11		242
	208		U.S. Bancorp, 2.875%, 11/20/14		209
	202		Wachovia Bank N.A., 7.800%, 08/18/10		211
			Wachovia Corp.,
	235		4.875%, 02/15/14		244
	850		5.750%, 02/01/18 (c)		894
			Wells Fargo & Co.,
	500		3.750%, 10/01/14		504
	415		5.625%, 12/11/17		433
			Wells Fargo Bank N.A.,
	315		4.750%, 02/09/15		325
	81		6.450%, 02/01/11		86
	628		7.550%, 06/21/10		651
	285		Westpac Banking Corp., (Australia), 4.875%, 11/19/19		289
					7,014
			Consumer Finance — 1.1%
	200		American Express Credit Corp., 7.300%, 08/20/13		227
	91		American General Finance Corp., 5.375%, 10/01/12		75
	71		Capital One Bank USA N.A., 5.750%, 09/15/10		74
			Capital One Financial Corp.,
	100		5.700%, 09/15/11		106
	245		6.250%, 11/15/13		269
	100		6.750%, 09/15/17		110
			HSBC Finance Corp.,
	200		5.250%, 01/15/14		212
	452		6.375%, 10/15/11		483
	202		6.375%, 11/27/12		221
	835		7.000%, 05/15/12		917
	698		8.000%, 07/15/10		726
			SLM Corp.,
	100		4.000%, 01/15/10		100
	233		5.375%, 01/15/13		208
	202		Washington Mutual Finance Corp., 6.875%, 05/15/11		213
					3,941
			Diversified Financial Services — 3.7%
	50		Associates Corp. of North America, 6.950%, 11/01/18		51
	300		BA Covered Bond Issuer, 5.500%, 06/14/12 (e)		324
			Bank of America Corp.,
	100		6.500%, 08/01/16		106
	125		7.375%, 05/15/14		141
	405		7.400%, 01/15/11		427
	1,470		7.800%, 02/15/10		1,489
	425		Bank of America N.A., 5.300%, 03/15/17		417
			BP Capital Markets plc, (United Kingdom),
	100		3.125%, 03/10/12		104
	300		5.250%, 11/07/13		334
			Caterpillar Financial Services Corp.,
	150		4.850%, 12/07/12		163
	100		5.500%, 03/15/16		109
	150		6.200%, 09/30/13 (c)		168
	65		7.050%, 10/01/18		77
	100		7.150%, 02/15/19		120
			Citigroup, Inc.,
	285		5.500%, 10/15/14		290
	506		5.625%, 08/27/12		526
	300		6.000%, 08/15/17		301
	300		6.125%, 11/21/17		301
			CME Group, Inc.,
	200		5.400%, 08/01/13		219
	100		5.750%, 02/15/14		111
	190		ConocoPhillips Canada Funding Co. I, (Canada), 5.625%, 10/15/16		213
			General Electric Capital Corp.,
	1,600		5.250%, 10/19/12		1,726
	500		5.400%, 02/15/17		516
	300		5.625%, 05/01/18		309
	500		5.650%, 06/09/14		544
	2,078		5.875%, 02/15/12 (c)		2,245
	1,050		6.000%, 06/15/12 (c)		1,142
	152		International Lease Finance Corp., 5.875%, 05/01/13		120
	100		Textron Financial Corp., 5.400%, 04/28/13		99
					12,692
			Insurance — 2.0%
			American International Group, Inc.,
	385		4.250%, 05/15/13		337
	400		5.450%, 05/18/17		304
	200		5.600%, 10/18/16		154
	607		ASIF Global Financing XIX, 4.900%, 01/17/13 (e)		561
			Berkshire Hathaway Finance Corp.,
	500		4.000%, 04/15/12		529
	150		5.400%, 05/15/18		161
	600		Genworth Global Funding Trusts, 5.200%, 10/08/10		615
	405		Jackson National Life Global Funding, 6.125%, 05/30/12 (e)		434
	243		John Hancock Global Funding II, 7.900%, 07/02/10 (e)		252
	405		MassMutual Global Funding II, 3.500%, 03/15/10 (e)		407
	200		MetLife Life and Annuity Co. of Connecticut, 5.125%, 08/15/14 (e)		198
			Metropolitan Life Global Funding I,
	150		2.875%, 09/17/12 (e)		152
	222		5.200%, 09/18/13 (e)		235
	100		5.750%, 07/25/11 (e)		106
	50		Monumental Global Funding Ltd., (Cayman Islands), 5.500%, 04/22/13 (e)		53
	121		Nationwide Financial Services, 6.250%, 11/15/11		126
	506		New York Life Global Funding, 5.375%, 09/15/13 (e)		558
	200		Pricoa Global Funding I, 5.450%, 06/11/14 (e)		213
	765		Principal Life Global Funding I, 6.250%, 02/15/12 (e)		812
	100		Principal Life Income Funding Trusts, 5.300%, 04/24/13		107
	405		Protective Life Secured Trusts, 4.000%, 04/01/11		414
	50		Travelers Property Casualty Corp., 5.000%, 03/15/13		54
					6,782
			Real Estate Investment Trusts (REITs) — 0.1%
	150		HRPT Properties Trust, 6.650%, 01/15/18		142
			Simon Property Group LP,
	100		5.625%, 08/15/14		106
	40		6.100%, 05/01/16		43
	114		WEA Finance LLC/WT Finance Ltd., 6.750%, 09/02/19 (e)		120
					411
			Thrifts & Mortgage Finance — 0.2%
	810		Countrywide Home Loans, Inc., 4.000%, 03/22/11		827
			Total Financials		44,276
			Health Care — 0.3%
			Biotechnology — 0.0% (g)
	40		Amgen, Inc., 5.700%, 02/01/19		44
			Health Care Equipment & Supplies — 0.1%
			Baxter International, Inc.,
	50		4.000%, 03/01/14		53
	50		4.625%, 03/15/15		54
	40		Becton Dickinson and Co., 5.000%, 05/15/19 (c)		43
					150
			Health Care Providers & Services — 0.0% (g)
			WellPoint, Inc.,
	27		5.875%, 06/15/17		29
	18		7.000%, 02/15/19		21
					50
			Pharmaceuticals — 0.2%
	100		AstraZeneca plc, (United Kingdom), 5.400%, 06/01/14		112
	75		Eli Lilly & Co., 3.550%, 03/06/12		79
	150		GlaxoSmithKline Capital, Inc., 4.850%, 05/15/13		164
	200		Pfizer, Inc., 4.450%, 03/15/12		213
	75		Schering-Plough Corp., 6.000%, 09/15/17		85
					653
			Total Health Care		897
			Industrials — 0.8%
			Aerospace & Defense — 0.1%
	100		Honeywell International, Inc., 5.300%, 03/01/18		109
	250		Northrop Grumman Systems Corp., 7.125%, 02/15/11		266
	118		Systems 2001 AT LLC, (Cayman Islands), 7.156%, 12/15/11 (e)		124
					499
			Air Freight & Logistics — 0.1%
	150		United Parcel Service, Inc., 5.500%, 01/15/18		165
			Airlines — 0.0% (g)
	40		Continental Airlines, Inc., 7.256%, 03/15/20		37
			Building Products — 0.0% (g)
	45		Masco Corp., 5.850%, 03/15/17		42
			Commercial Services & Supplies — 0.1%
	100		Allied Waste North America, Inc., 6.875%, 06/01/17		106
	60		Waste Management, Inc., 7.375%, 03/11/19		71
					177
			Industrial Conglomerates — 0.0% (g)
	100		Siemens Financieringsmaatschappij N.V., (Netherlands), 5.750%, 10/17/16 (e)		111
			Machinery — 0.0% (g)
	50		Eaton Corp., 5.600%, 05/15/18		54
	25		PACCAR, Inc., 6.375%, 02/15/12		27
	25		Parker Hannifin Corp., 5.500%, 05/15/18		27
					108
			Road & Rail — 0.5%
			Burlington Northern Santa Fe Corp.,
	100		7.000%, 02/01/14		116
	202		7.125%, 12/15/10		215
	30		CSX Corp., 7.375%, 02/01/19		36
	725		Federal Express Corp. 1998 Pass Through Trust, 6.720%, 01/15/22		788
			Norfolk Southern Corp.,
	100		6.750%, 02/15/11		106
	50		7.700%, 05/15/17		61
			Union Pacific Corp.,
	100		4.875%, 01/15/15		107
	100		5.650%, 05/01/17		108
	250		5.700%, 08/15/18		271
					1,808
			Total Industrials		2,947
			Information Technology — 0.5%
			Communications Equipment — 0.1%
	100		Cisco Systems, Inc., 5.500%, 02/22/16		112
			Computers & Peripherals — 0.3%
			Hewlett-Packard Co.,
	325		5.400%, 03/01/17		360
	200		6.125%, 03/01/14		228
			International Business Machines Corp.,
	150		5.700%, 09/14/17		169
	200		7.625%, 10/15/18		253
					1,010
			Electronic Equipment, Instruments & Components — 0.0% (g)
	100		Arrow Electronics, Inc., 6.875%, 07/01/13		111
			Software — 0.1%
	25		Intuit, Inc., 5.750%, 03/15/17		27
			Oracle Corp.,
	200		5.250%, 01/15/16		221
	100		5.750%, 04/15/18		111
					359
			Total Information Technology		1,592
			Materials — 0.5%
			Chemicals — 0.4%
	100		Air Products & Chemicals, Inc., 4.150%, 02/01/13		106
			Dow Chemical Co. (The),
	100		6.000%, 10/01/12		109
	304		6.125%, 02/01/11		317
			EI Du Pont de Nemours & Co.,
	50		4.125%, 03/06/13		53
	100		6.000%, 07/15/18		113
	225		Monsanto Co., 7.375%, 08/15/12		260
	100		Potash Corp. of Saskatchewan, Inc., (Canada), 4.875%, 03/01/13		107
	230		Praxair, Inc., 4.625%, 03/30/15		252
					1,317
			Metals & Mining — 0.1%
	250		Alcoa, Inc., 5.550%, 02/01/17		251
	100		BHP Billiton Finance USA Ltd., (Australia), 5.400%, 03/29/17		109
					360
			Total Materials		1,677
			Telecommunication Services — 2.0%
			Diversified Telecommunication Services — 1.8%
			AT&T, Inc.,
	1,020		4.950%, 01/15/13		1,103
	135		5.100%, 09/15/14		147
	150		5.500%, 02/01/18		159
	15		BellSouth Corp., 5.200%, 09/15/14		16
	151		Bellsouth Telecommunications, Inc., 6.300%, 12/15/15		164
			British Telecommunications plc, (United Kingdom),
	100		5.950%, 01/15/18		103
	830		9.125%, 12/15/10		891
	587		France Telecom S.A., (France), 7.750%, 03/01/11		634
	12		Nynex Corp., 9.550%, 05/01/10		12
			Telecom Italia Capital S.A., (Luxembourg),
	420		4.950%, 09/30/14 (c)		444
	225		5.250%, 11/15/13 (c)		240
			Telefonica Emisiones S.A.U., (Spain),
	275		5.855%, 02/04/13		302
	30		5.877%, 07/15/19		33
	283		TELUS Corp., (Canada), 8.000%, 06/01/11		310
	100		Verizon Communications, Inc., 5.500%, 02/15/18		106
	202		Verizon Florida LLC, 6.125%, 01/15/13		220
	800		Verizon Global Funding Corp., 7.250%, 12/01/10		850
	250		Verizon Maryland, Inc., 7.150%, 05/01/23		263
	100		Verizon New England, Inc., 4.750%, 10/01/13		106
	200		Verizon Virginia, Inc., 4.625%, 03/15/13		211
					6,314
			Wireless Telecommunication Services — 0.2%
	364		New Cingular Wireless Services, Inc., 7.875%, 03/01/11		394
	150		Verizon Wireless Capital LLC, 5.550%, 02/01/14		165
	125		Vodafone Group plc, (United Kingdom), 5.000%, 09/15/15 (c)		134
					693
			Total Telecommunication Services		7,007
			Utilities — 1.4%
			Electric Utilities — 0.9%
	81		Alabama Power Co., 4.700%, 12/01/10		84
			Carolina Power & Light Co.,
	233		5.125%, 09/15/13		254
	150		5.300%, 01/15/19		163
	100		CenterPoint Energy Houston Electric LLC, 5.750%, 01/15/14		110
	50		Cleveland Electric Illuminating Co. (The), 7.880%, 11/01/17		61
	25		Columbus Southern Power Co., 6.050%, 05/01/18		27
	30		Connecticut Light & Power Co., 5.650%, 05/01/18		33
			Duke Energy Carolinas LLC,
	200		5.625%, 11/30/12		223
	205		6.250%, 01/15/12		225
	100		Enel Finance International S.A., (Luxembourg), 5.125%, 10/07/19 (e)		103
	150		FPL Group Capital, Inc., 7.875%, 12/15/15		184
	40		Georgia Power Co., 6.000%, 11/01/13		45
	75		Indiana Michigan Power Co., 7.000%, 03/15/19		86
	25		Jersey Central Power & Light Co., 7.350%, 02/01/19		30
	33		Kiowa Power Partners LLC, 4.811%, 12/30/13 (e)		34
	60		Nevada Power Co., 7.125%, 03/15/19		69
	40		Niagara Mohawk Power Corp., 4.881%, 08/15/19 (e)		41
	50		Nisource Finance Corp., 10.750%, 03/15/16		61
	25		Oncor Electric Delivery Co., 5.950%, 09/01/13		27
	125		Pacific Gas & Electric Co., 5.625%, 11/30/17		138
	60		PacifiCorp, 5.650%, 07/15/18		66
	75		Peco Energy Co., 5.350%, 03/01/18		82
	200		Public Service Electric & Gas Co., 6.330%, 11/01/13		227
	40		Southern Co. (The), 4.150%, 05/15/14		42
			Spectra Energy Capital LLC,
	100		5.500%, 03/01/14		106
	30		5.668%, 08/15/14		32
	140		6.200%, 04/15/18		153
	50		8.000%, 10/01/19		59
			Virginia Electric and Power Co.,
	210		5.100%, 11/30/12		230
	100		5.400%, 04/30/18		108
					3,103
			Gas Utilities — 0.3%
			Atmos Energy Corp.,
	100		5.125%, 01/15/13		107
	30		8.500%, 03/15/19		38
	50		CenterPoint Energy Resources Corp., 6.125%, 11/01/17		54
	162		KeySpan Gas East Corp., 7.875%, 02/01/10		164
	263		Southern California Gas Co., 4.800%, 10/01/12		286
	50		Texas Eastern Transmission LP, 7.300%, 12/01/10		52
			TransCanada Pipelines Ltd., (Canada),
	100		4.000%, 06/15/13		104
	100		6.500%, 08/15/18		116
					921
			Multi-Utilities — 0.2%
			Dominion Resources, Inc.,
	195		6.250%, 06/30/12		214
	150		8.875%, 01/15/19		192
	50		PG&E Corp., 5.750%, 04/01/14		55
	80		Sempra Energy, 8.900%, 11/15/13		96
			Wisconsin Electric Power Co.,
	30		6.000%, 04/01/14		34
	100		6.250%, 12/01/15		117
					708
			Water Utilities — 0.0% (g)
	200		American Water Capital Corp., 6.085%, 10/15/17		214
			Total Utilities		4,946
			Total Corporate Bonds (Cost $68,749)		71,193
			Mortgage Pass-Through Securities — 13.8%
			Federal Home Loan Mortgage Corp.,
	17		ARM, 3.125%, 07/01/26		18
	68		ARM, 3.558%, 01/01/27		69
	827		ARM, 4.140%, 12/01/34		851
	263		ARM, 4.279%, 01/01/37		275
	829		ARM, 5.749%, 04/01/38		878
	915		ARM, 5.990%, 02/01/37		973
	673		ARM, 6.032%, 06/01/36		711
	504		ARM, 6.075%, 09/01/36		534
	510		ARM, 6.250%, 09/01/36		542
	846		ARM, 6.306%, 03/01/37		900
	883		ARM, 6.706%, 11/01/36		939
	927		ARM, 6.871%, 08/01/36		983
	963		Federal Home Loan Mortgage Corp. Gold Pools, 10.000%, 10/01/30		1,136
			Federal Home Loan Mortgage Corp. Gold Pools, 15 Year, Single Family,
	1,381		4.000%, 05/01/14 - 06/01/19		1,440
	117		4.500%, 10/01/18		124
	237		5.000%, 12/01/17		255
	35		5.500%, 06/01/17		38
	845		6.000%, 10/01/17 - 04/01/18		912
	1,510		6.500%, 01/01/17 - 03/01/22		1,634
	248		7.000%, 08/01/10 - 01/01/17		261
	6		7.500%, 09/01/10 - 10/01/14		7
	–	(h)	8.500%, 01/01/10		–	(h)
			Federal Home Loan Mortgage Corp. Gold Pools, 20 Year, Single Family,
	38		6.000%, 12/01/22		41
	211		6.500%, 12/01/13 - 08/01/26		231
			Federal Home Loan Mortgage Corp. Gold Pools, 30 Year, Single Family,
	173		6.000%, 01/01/34		187
	436		7.000%, 04/01/22 - 02/01/37		480
	15		7.500%, 08/01/25		17
	17		8.000%, 07/01/20 - 11/01/24		20
	46		8.500%, 07/01/28		52
			Federal Home Loan Mortgage Corp., 30 Year, Single Family,
	6		12.000%, 08/01/15 - 07/01/19		7
			Federal National Mortgage Association,
	11		ARM, 2.864%, 03/01/19		11
	449		ARM, 3.107%, 09/01/35		461
	608		ARM, 3.228%, 09/01/34		626
	555		ARM, 3.264%, 08/01/35		567
	32		ARM, 3.314%, 09/01/27		33
	4		ARM, 3.597%, 06/01/26		4
	33		ARM, 3.949%, 03/01/29		34
	298		ARM, 4.082%, 01/01/35		306
	594		ARM, 4.118%, 09/01/33		618
	557		ARM, 4.266%, 08/01/34		578
	446		ARM, 4.316%, 04/01/35		453
	259		ARM, 4.378%, 04/01/33		268
	4		ARM, 4.786%, 08/01/19		4
	456		ARM, 4.873%, 02/01/35		470
	397		ARM, 4.915%, 02/01/35		411
	565		ARM, 4.998%, 01/01/35		584
	312		ARM, 5.104%, 11/01/33		326
	437		ARM, 5.116%, 10/01/34		454
	640		ARM, 5.222%, 02/01/36		670
	439		ARM, 5.239%, 09/01/35		453
	681		ARM, 5.754%, 02/01/37		723
	468		ARM, 5.817%, 07/01/46		495
	321		ARM, 6.085%, 08/01/36		341
	380		ARM, 6.174%, 09/01/36		402
	306		ARM, 6.231%, 02/01/37		326
			Federal National Mortgage Association, 15 Year, Single Family,
	4,593		4.000%, 07/01/18 - 05/01/19		4,803
	3,414		4.500%, 05/01/18 - 05/01/19		3,624
	2,127		5.000%, 12/01/16 - 04/01/19		2,279
	1,019		5.500%, 01/01/20 - 06/01/20		1,103
	1,939		6.000%, 02/01/19 - 03/01/21		2,105
	308		6.500%, 12/01/10 - 08/01/20		334
	1		7.000%, 06/01/10		1
	34		7.500%, 10/01/12		36
	21		8.000%, 11/01/12		22
			Federal National Mortgage Association, 20 Year, Single Family,
	285		6.000%, 04/01/24		310
	364		6.500%, 05/01/22		399
			Federal National Mortgage Association, 30 Year FHA/VA,
	26		6.000%, 09/01/33		29
	54		6.500%, 03/01/29		59
	43		8.500%, 08/01/27 - 02/01/30		50
	24		9.000%, 09/01/19 - 12/01/30		26
	12		9.500%, 12/01/18		14
			Federal National Mortgage Association, 30 Year, Single Family,
	308		4.500%, 08/01/33		319
	1,975		5.000%, 07/01/33 - 11/01/33		2,079
	268		5.500%, 12/01/33		289
	569		6.000%, 12/01/32 - 09/01/33		615
	117		6.500%, 08/01/31		130
	55		7.000%, 07/01/25 - 08/01/32		61
	33		7.500%, 11/01/22 - 05/01/25		37
	1,053		8.000%, 03/01/21 - 11/01/32		1,164
	17		8.500%, 07/01/24 - 06/01/25		19
	1		9.000%, 04/01/26		1
	6		10.000%, 02/01/24		7
	7		12.500%, 01/01/16		8
	225		Federal National Mortgage Association, Other, 4.000%, 09/01/13		231
			Government National Mortgage Association II, 30 Year, Single Family,
	107		6.000%, 03/20/28		116
	22		7.500%, 02/20/28 - 09/20/28		25
	64		8.000%, 12/20/25 - 10/20/28		73
	36		8.500%, 03/20/25 - 05/20/25		41
			Government National Mortgage Association, 15 Year, Single Family,
	70		6.000%, 10/15/17		76
	9		7.500%, 02/15/12 - 03/15/12		9
	55		8.000%, 01/15/16		60
			Government National Mortgage Association, 30 Year, Single Family,
	1,095		6.000%, 11/15/28 - 12/15/38		1,176
	687		6.500%, 01/15/24 - 12/15/35		742
	677		7.000%, 08/15/23 - 06/15/35		749
	56		7.500%, 11/15/22 - 06/15/32		64
	20		8.000%, 05/15/22 - 08/15/28		23
	13		8.500%, 11/15/17		14
	21		9.000%, 08/15/16 - 11/15/24		24
	448		9.500%, 01/15/17 - 12/15/25		543
	16		12.000%, 11/15/19		18
			Total Mortgage Pass-Through Securities (Cost $45,802)		48,040
			Supranational — 0.0% (g)
	40		Corp. Andina de Fomento, 5.200%, 05/21/13 (Cost $40)		42
			U.S. Government Agency Securities — 0.8%
	1,808		Federal Home Loan Bank System, 4.720%, 09/20/12		1,930
			Federal National Mortgage Association,
	678		6.250%, 02/01/11		716
	121		6.625%, 11/15/10		128
			Total U.S. Government Agency Securities (Cost $2,622)		2,774
			U.S. Treasury Obligations — 23.6%
			U.S. Treasury Bonds,
	4,950		7.500%, 11/15/16		6,455
	320		8.500%, 02/15/20		464
	4,075		8.750%, 05/15/17		5,699
	4,850		8.875%, 08/15/17		6,854
	100		8.875%, 02/15/19 (c)		146
	750		9.250%, 02/15/16		1,046
	2,355		9.875%, 11/15/15 (m)		3,348
			U.S. Treasury Bonds Coupon STRIPS,
	61		02/15/12		60
	2,851		08/15/12		2,776
	202		11/15/13		189
	4,950		02/15/14 (m)		4,589
	6,666		05/15/14 (m)		6,133
	7,602		08/15/14 (m)		6,925
	3,518		11/15/14 (m)		3,172
	3,325		02/15/15		2,968
	32		08/15/15		28
	7,452		11/15/15 (m)		6,433
	5,766		02/15/16 (m)		4,903
	1,072		05/15/16		897
	2,005		08/15/16		1,656
	300		11/15/16		244
	532		02/15/17		427
	518		05/15/17 (c)		412
	685		08/15/17		536
	1,960		11/15/17		1,515
	200		02/15/18		153
			U.S. Treasury Bonds Principal STRIPS,
	3,500		02/15/15		3,123
	95		08/15/15		83
	400		05/15/16		336
	100		08/15/17		79
	150		05/15/20		102
			U.S. Treasury Notes,
	1,350		1.375%, 09/15/12		1,364
	1,500		1.375%, 10/15/12 (c)		1,514
	250		1.750%, 01/31/14		251
	1,000		1.750%, 03/31/14		1,002
	2,500		1.875%, 02/28/14		2,520
	300		2.625%, 02/29/16		303
	1,000		2.625%, 04/30/16		1,008
	450		3.875%, 02/15/13		488
	1,200		4.500%, 05/15/17		1,339
	600		4.750%, 08/15/17		679
			Total U.S. Treasury Obligations (Cost $78,024)		82,219
SHARES
			Short-Term Investment — 2.4%
			Investment Company — 2.4%
	8,159		JPMorgan Liquid Assets Money Market Fund, Institutional Class Shares, 0.150% (b) (l) (Cost $8,159)		8,159
PRINCIPAL
AMOUNT ($)				VALUE ($)
			Investments of Cash Collateral for Securities on Loan — 2.1%
			Corporate Note — 0.6%
	2,000		Monumental Global Funding III, VAR, 0.312%, 05/24/10 (e)		1,978
SHARES
			Investment Company — 1.5%
	5,357		JPMorgan Prime Money Market Fund, Capital Shares, 0.160% (b) (l)		5,357
			Total Investments of Cash Collateral for Securities on Loan (Cost $7,357)		7,335
			Total Investments — 101.5% (Cost $339,064)		352,792
			Liabilities in Excess of Other Assets — (1.5)%		(5,200	)
			NET ASSETS — 100.0%	$	347,592

Percentages indicated are based on net assets.

NOTES TO SCHEDULE OF PORTFOLIO INVESTMENTS:

ARM	—	Adjustable Rate Mortgage. The interest rate shown is the rate in effect as of November 30, 2009.
CMO	—	Collateralized Mortgage Obligation
ESOP	—	Employee Stock Ownership Program
FHA	—	Federal Housing Administration
HB	—	High Coupon Bonds (a.k.a. “IOettes”) represent the right to receive interest payments on an underlying pool of mortgages with similar features as those associated with IO securities. Unlike IO’s the owner also has a right to receive a very small portion of principal. The high interest rates result from taking interest payments from other classes in the Real Estate Mortgage Investment Conduit trust and allocating them to the small principal of the HB class.
HFC	—	Housing Finance Corp.
IF	—	Inverse Floaters represent securities that pay interest at a rate that increases (decreases) with a decline (incline) in a specified index. The interest rate shown is the rate in effect as of November 30, 2009. The rate may be subject to a cap and floor.
IO	—	Interest Only represents the right to receive the monthly interest payments on an underlying pool of mortgage loans. The principal amount shown represents the par value on the underlying pool. The yields on these securities are subject to accelerated principal paydowns as a result of prepayment or refinancing of the underlying pool of mortgage instruments. As a result, interest income may be reduced considerably.
PO	—	Principal Only represents the right to receive the principal portion only on an underlying pool of mortgage loans. The market value of these securities is extremely volatile in response to changes in market interest rates. As prepayments on the underlying mortgages of these securities increase, the yield on these securities increases.
REMICS	—	Real Estate Mortgage Investment Conduits
STRIPS	—	Separate Trading of Registered Interest and Principal of Securities. The STRIPS Program lets investors hold and trade individual interest and principal components of eligible notes and bonds as separate securities.
SUB	—	Step-Up Bond. The interest rate shown is the rate in effect as of November 30, 2009.
VA	—	Veterans Administration
VAR	—	Variable Rate Security. The interest rate shown is the rate in effect as of November 30, 2009.

(b)	Investment in affiliate. Money market fund registered under the Investment Company Act of 1940, as amended, and advised by J.P. Morgan Investment Management Inc. or JPMorgan Investment Advisors Inc.
(c)	Security, or a portion of the security, has been delivered to a counterparty as part of a security lending transaction.
(d)	Defaulted Security.
(e)	Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Unless otherwise indicated, this security has been determined to be liquid under procedures established by the Board of Trustees and may be resold in transactions exempt from registration, normally to qualified institutional buyers.
(g)	Amount rounds to less than 0.1%.
(h)	Amount rounds to less than one thousand (shares or dollars).
(i)	Security has been deemed illiquid pursuant to procedures approved by the Board of Trustees and may be difficult to sell.
(l)	The rate shown is the current yield as of November 30, 2009.
(m)	All or a portion of this security is reserved for current or potential holdings of futures, swaps, options, TBAs, when-issued securities, delayed delivery securities, reverse repurchase agreements, and forward foreign currency contracts.
(y)	Affiliated issuer. Security was purchased prior to its affiliation with JPMorgan Chase & Co.

As of November 30, 2009, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments for federal income tax purposes was as follows:

Aggregate gross unrealized appreciation	$	18,132
Aggregate gross unrealized depreciation		(4,404	)
Net unrealized appreciation/depreciation	$	13,728
Federal income tax cost of investments	$	339,064

The various inputs that are used in determining the fair value of the Fund’s investments are summarized into the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical securities

• Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of November 30, 2009, in valuing the Fund’s assets and liabilities carried at fair value (amounts in thousands):

	Level 1 Quoted prices		Level 2 Other significant observable inputs		Level 3 Significant unobservable inputs		Total
Investments in Securities #	$	13,516	$	339,276	$	—	$	352,792

# Portfolio holdings designated in Level 1 and Level 2 are disclosed individually in the Schedule of Portfolio Investments (SOI). Level 1 consists of an investment company and an investment of cash collateral for securities on loan. Please refer to the SOI for industry specifics of the portfolio holdings.

ITEM 2. CONTROLS AND PROCEDURES.

(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant’s disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant’s disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant’s management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.

(b) There were no changes in the Registrant’s internal control over financial reporting that occurred during the Registrant’s most recent fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal controls over financial reporting.

ITEM 3. EXHIBITS.

CERTIFICATIONS PURSUANT TO RULE 30a-2(a) UNDER THE INVESTMENT COMPANY ACT OF 1940 ARE ATTACHED HERETO.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

JPMorgan Institutional Trust

By: /s/____________________________________

George C. W. Gatch

President and Principal Executive Officer

January 27, 2010

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By: /s/____________________________________

George C. W. Gatch

President and Principal Executive Officer

January 27, 2010

By: /s/____________________________________

Patricia A. Maleski

Treasurer and Principal Financial Officer

January 27, 2010

EX-99.302CERT

EXHIBIT 99.302CERT

CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE INVESTMENT COMPANY ACT OF 1940

I, George C.W. Gatch, certify that:

1. I have reviewed this report on Form N-Q of the JPMorgan Core Bond Trust, JPMorgan Equity Index Trust and JPMorgan Intermediate Bond Trust (the “Funds”), each a series of JPMorgan Institutional Trust (the “Registrant”);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the Registrant as of the end of the fiscal quarter for which the report is filed;

4. The Registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) for the Registrant and have:

a)    Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b)    Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c)    Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

d)    Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the Registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and

5. The Registrant's other certifying officer and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

a) All significant deficiencies and material weakness in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: January 27, 2010 By: /s/___________________________________

George C.W. Gatch

President and Principal Executive Officer

CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE INVESTMENT COMPANY ACT OF 1940

I, Patricia A. Maleski, certify that:

1. I have reviewed this report on Form N-Q of the JPMorgan Core Bond Trust, JPMorgan Equity Index Trust and JPMorgan Intermediate Bond Trust (the “Funds”), each a series of JPMorgan Institutional Trust (the “Registrant”);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the Registrant as of the end of the fiscal quarter for which the report is filed;

4. The Registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) for the Registrant and have:

a)    Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b)    Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c)    Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

d)    Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the Registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and

5. The Registrant's other certifying officer and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

a) All significant deficiencies and material weakness in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: January 27, 2010 By: /s/_________________________________

Patricia A. Maleski

Treasurer and Principal Financial Officer