Delaware Core Plus Bond Fund

Holdings as of 12/31/2009 (all share classes)

Portfolio holdings are as of the date noted above and are subject to change at any time. Holdings may not be representative of current or future investments and may not include the entire investment portfolio. Holdings information is made available to the public 30 calendar days after the most recent quarter-end.

Holdings data is for informational purposes only, and is not intended as a recommendation, offer, or solicitation for the purchase or sale of any specific security. By accessing the portfolio holdings, you agree not to reproduce, distribute or disseminate the portfolio holdings, in whole or part. In no event shall the Delaware Family of Funds or its affiliates have any liability relating to the use of the portfolio holdings.

Unlike the Fund's regulatory filings, the portfolio data and its presentation in this document is not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it may differ from that provided in the complete portfolio of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete portfolio of investments filed in the first and third quarter on Form N-Q.

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol
AES CORP/THE	175,000.00	0.21	$178,937.50	8.00	06/01/2020	AES
AHM 2005-2 5A1	23,037.96	0.02	$18,512.77	5.06	09/25/2035	AHM
AHMAT 2009-ADV3 A1	140,000.00	0.16	$140,532.00	2.19	10/06/2021	AHMAT
ALLIED WASTE NORTH AMERICA INC	25,000.00	0.03	$26,569.80	6.88	06/01/2017	AW
ALLIED WASTE NORTH AMERICA INC	320,000.00	0.39	$341,236.16	7.12	05/15/2016	AW
AMEREN CORP	65,000.00	0.08	$73,076.19	8.88	05/15/2014	AEE
AMERICA MOVIL SAB DE CV	56,000.00	0.07	$58,258.98	5.62	11/15/2017	AMXLMM
AMERICAN TOWER CORP	180,000.00	0.23	$200,250.00	7.00	10/15/2017	AMT
AMERICAN TRANSMISSION SYSTEMS	115,000.00	0.13	$113,807.11	5.25	01/15/2022	FE
AMTT 2007-1A AFX	300,000.00	0.36	$308,250.00	5.42	04/15/2037	AMTT
AMTT 2007-1A D	35,000.00	0.04	$35,700.00	5.96	04/15/2037	AMTT
ANHEUSER-BUSCH INBEV WORLDWIDE	140,000.00	0.18	$158,922.96	7.20	01/15/2014	ABIBB
ARAMARK CORP	165,000.00	0.20	$170,775.00	8.50	02/01/2015	RMK
ARAMARK CORP SYNTHETIC LOC	12,544.31	0.01	$11,899.66	1.99	01/26/2014	LN295817
ARAMARK CORP TERM B	190,744.49	0.21	$180,942.13	2.16	01/26/2014	LN295809
ARCELORMITTAL	60,000.00	0.08	$70,939.98	9.00	02/15/2015	MTNA
ARCELORMITTAL	145,000.00	0.17	$149,861.13	6.12	06/01/2018	MTNA
ARCELORMITTAL	160,000.00	0.24	$207,283.84	9.85	06/01/2019	MTNA
AT&T INC	335,000.00	0.40	$348,360.14	6.50	09/01/2037	T
AUSTRALIAN DOLLAR	26,324.95	0.03	$23,646.38	0.00	N/A	AUD
BAAT 2009-3A A4	260,000.00	0.30	$258,092.30	2.67	12/15/2016	BAAT
BACM 2004-3 A5	160,000.00	0.19	$161,172.03	5.40	06/10/2039	BACM
BACM 2004-5 A3	450,000.00	0.52	$452,873.61	4.56	11/10/2041	BACM
BACM 2005-1 A5	80,000.00	0.09	$79,359.27	5.08	11/10/2042	BACM
BACM 2005-6 A4	40,000.00	0.04	$39,283.25	5.18	09/10/2047	BACM
BACM 2006-4 A4	200,000.00	0.22	$187,362.48	5.63	07/10/2046	BACM
BACM 2007-4 AM	125,000.00	0.10	$90,221.68	5.81	02/10/2051	BACM
BAE SYSTEMS HOLDINGS INC	105,000.00	0.12	$108,300.78	5.20	08/15/2015	05523UAD2
BAFC 2005-8 1A1	135,113.27	0.14	$123,860.87	5.50	01/25/2036	BAFC
BAFC 2006-H 1A2	8,285.67	0.00	$1,197.70	3.95	09/20/2046	BAFC
BALL CORP	64,000.00	0.08	$65,920.00	7.12	09/01/2016	BLL
BALL CORP	96,000.00	0.11	$99,120.00	7.38	09/01/2019	BLL
BANK OF AMERICA	95,000.00	0.11	$98,600.41	5.12	11/15/2014	060505AU8
BANK OF AMERICA NA	250,000.00	0.28	$245,383.75	5.30	03/15/2017	BAC
BANK OF AMERICA NA	250,000.00	0.29	$254,473.50	6.10	06/15/2017	BAC
BARCLAYS BANK PLC	100,000.00	0.13	$111,740.20	6.75	05/22/2019	BACR
BARCLAYS BANK PLC	560,000.00	0.66	$570,802.96	6.05	12/04/2017	BACR
BAUSCH & LOMB INC	130,000.00	0.16	$137,800.00	9.88	11/01/2015	BOL
BAUSCH & LOMB INC TERM B	62,356.83	0.07	$59,414.21	3.53	04/11/2015	LN362704
BAUSCH & LOMB INC TERM DD	15,142.86	0.02	$14,428.27	3.52	04/11/2015	LN362708
BB&T CORP	277,000.00	0.31	$267,464.28	5.25	11/01/2019	BBT
BECKMAN COULTER INC	65,000.00	0.08	$73,791.58	7.00	06/01/2019	BEC
BECKMAN COULTER INC	215,000.00	0.27	$234,675.08	6.00	06/01/2015	BEC
BELO CORP	240,000.00	0.29	$247,800.00	8.00	11/15/2016	BLC
BOAA 2004-10 1CB1	26,062.27	0.02	$21,086.01	6.00	11/25/2034	BOAA
BOAA 2005-5 2CB1	2,662.39	0.00	$1,781.31	6.00	06/25/2035	BOAA
BRAZILIAN GOVERNMENT INTERNATI	251,000.00	0.19	$163,445.21	12.50	01/05/2016	BRAZIL
BSCMS 2005-PW10 A4	320,000.00	0.36	$313,598.98	5.40	12/11/2040	BSCMS
BSCMS 2005-PW10 AM	335,000.00	0.34	$292,925.84	5.45	12/11/2040	BSCMS
BSCMS 2005-PWR9 A4A	475,000.00	0.53	$455,375.04	4.87	09/11/2042	BSCMS
BSCMS 2005-T20 A4A	350,000.00	0.40	$343,490.00	5.15	10/12/2042	07387BCL5
BSCMS 2006-PW12 A4	55,000.00	0.06	$55,848.96	5.72	09/11/2038	BSCMS
BSCMS 2006-PW14 A4	300,000.00	0.33	$288,268.20	5.20	12/11/2038	BSCMS
BSCMS 2007-PW15 A4	330,000.00	0.33	$284,781.42	5.33	02/11/2044	BSCMS
BSCMS 2007-PW16 A4	300,000.00	0.32	$272,691.09	5.72	06/11/2040	BSCMS
CABMT 2008-1A A1	270,000.00	0.32	$276,062.63	4.31	12/16/2013	CABMT
CALIFORNIA ST	255,000.00	0.28	$242,114.85	7.30	10/01/2039	CAS
CALIFORNIA ST	345,000.00	0.39	$340,138.95	7.55	04/01/2039	CAS
CALPINE CONSTRUCTION FINANCE C	195,000.00	0.23	$201,825.00	8.00	06/01/2016	CPN
CANADIAN DOLLAR	3,270.14	0.00	$3,112.49	0.00	N/A	CANDOLLAR
CAPITAL ONE BANK USA NA	500,000.00	0.68	$591,822.50	8.80	07/15/2019	COF
CARAT 2007-3 A3A	122,544.00	0.14	$124,290.46	5.02	09/15/2011	CARAT
CARAT 2008-1 A3A	89,249.69	0.10	$90,974.02	3.86	08/15/2012	CARAT
CAREFUSION CORP	370,000.00	0.46	$396,806.50	6.38	08/01/2019	CAH
CASH	875,700.77	1.01	$875,700.77	0.00	12/15/2038	US-CASH
CCCIT 2007-A3 A3	165,000.00	0.21	$179,203.02	6.15	06/15/2039	CCCIT
CCCIT 2009-A1 A1	185,000.00	0.22	$188,883.45	1.98	03/17/2014	CCCIT
CDP FINANCIAL INC	250,000.00	0.28	$242,371.25	5.60	11/25/2039	CADEPO
CDP FINANCIAL INC	280,000.00	0.31	$268,738.40	4.40	11/25/2019	CADEPO
CENTRAIS ELETRICAS BRASILEIRAS	300,000.00	0.38	$326,625.00	6.88	07/30/2019	ELEBRA
CFAT 2007-A A3A	36,929.32	0.04	$37,590.33	5.34	06/25/2012	CFAT
CFAT 2008-A A3	130,000.00	0.15	$133,046.54	4.94	04/25/2014	CFAT
CHAIT 2005-A7 A7	130,000.00	0.16	$134,736.21	4.55	03/15/2013	CHAIT
CHAIT 2008-A9 A9	100,000.00	0.12	$103,963.46	4.26	05/15/2013	CHAIT
CHAIT 2009-A2 A2	260,000.00	0.31	$265,988.66	1.78	04/15/2014	CHAIT
CHARTER COMMUNICATIONS OPERATI	180,000.00	0.23	$202,500.00	10.88	09/15/2014	CHTR
CHESAPEAKE ENERGY CORP	80,000.00	0.09	$81,000.00	7.25	12/15/2018	CHK
CHESAPEAKE ENERGY CORP	230,000.00	0.29	$253,575.00	9.50	02/15/2015	CHK
CINCINNATI BELL INC	85,000.00	0.10	$84,362.50	7.00	02/15/2015	CBB
CITIGROUP INC	140,000.00	0.16	$143,107.44	6.01	01/15/2015	C
CITIGROUP INC	232,000.00	0.28	$247,324.06	6.50	08/19/2013	C
CITIGROUP INC	355,000.00	0.43	$372,021.19	6.38	08/12/2014	C
CITIZENS COMMUNICATIONS CO	220,000.00	0.24	$209,000.00	7.12	03/15/2019	CZN
CLEAN HARBORS INC	175,000.00	0.21	$178,281.25	7.62	08/15/2016	CLH
CMSI 2006-4 3A1	111,799.17	0.12	$107,047.71	5.50	08/25/2021	CMSI
CNH 2007-A A4	53,722.12	0.06	$53,448.18	0.27	09/17/2012	CNH
CNH 2008-A A3	52,250.16	0.06	$52,946.19	4.12	05/15/2012	CNH
CNH 2008-A A4A	145,000.00	0.17	$150,193.65	4.93	08/15/2014	CNH
CNH 2009-C A3	60,000.00	0.07	$59,765.91	1.85	12/16/2013	CNH
COBANK ACB	250,000.00	0.31	$271,297.25	7.88	04/16/2018	COBKAC
COMCAST	150,000.00	0.18	$154,258.05	4.95	06/15/2016	20030NAG6
COMCAST CORP	430,000.00	0.56	$482,273.81	6.50	01/15/2015	CMCSA
COMET 2006-A7 A7	100,000.00	0.11	$99,149.55	0.26	03/17/2014	COMET
COMET 2007-A7 A7	135,000.00	0.17	$145,891.83	5.75	07/15/2020	COMET
COMM 2005-C6 A5A	210,000.00	0.24	$203,899.44	5.12	06/10/2044	COMM
COMMUNITY HEALTH SYSTEM DD	12,154.05	0.01	$11,438.12	2.51	07/25/2014	LN341144
COMMUNITY HEALTH SYSTEM TERM B	237,792.44	0.26	$225,791.05	2.50	07/25/2014	LN341140
COMMUNITY HEALTH SYSTEMS INC	280,000.00	0.34	$290,500.00	8.88	07/15/2015	CYH
COX COMMUNICATIONS INC	95,000.00	0.12	$100,697.44	5.88	12/01/2016	COXENT
COX COMMUNICATIONS INC	120,000.00	0.17	$149,888.28	8.38	03/01/2039	COXENT
COX COMMUNICATIONS INC	130,000.00	0.16	$138,140.73	6.95	06/01/2038	COXENT
CREDIT SUISSE/NEW YORK NY	195,000.00	0.24	$204,363.32	6.00	02/15/2018	CS
CRICKET COMMUNICATIONS INC	205,000.00	0.24	$207,050.00	9.38	11/01/2014	LEAP
CRMSI 2006-3 A5	300,000.00	0.22	$186,741.54	5.95	11/25/2036	CRMSI
CROWN CASTLE INTERNATIONAL COR	185,000.00	0.23	$197,950.00	9.00	01/15/2015	CCI
CSC HOLDINGS INC	205,000.00	0.25	$219,350.00	8.50	06/15/2015	CVC
CSFB 2001-SPGA A2	255,000.00	0.31	$268,487.33	6.52	08/13/2018	CSFB
CSMC 2006-C1 AAB	115,000.00	0.13	$115,307.50	5.55	02/15/2039	CSMC
CVS CAREMARK CORP	215,000.00	0.27	$235,682.14	6.60	03/15/2019	CVS
CVS PASS-THROUGH TRUST	218,504.09	0.28	$241,036.23	8.35	07/10/2031	CVS
CWHL 2005-23 A1	310,766.07	0.33	$284,885.10	5.50	11/25/2035	CWHL
CWHL 2006-17 A5	64,420.49	0.07	$57,213.44	6.00	12/25/2036	CWHL
CXHE 2005-D AF4	119,149.55	0.14	$117,975.68	5.27	10/25/2035	CXHE
CYTEC INDUSTRIES	154,000.00	0.19	$162,546.69	6.00	10/01/2015	232820AG5
DARDEN RESTAURANTS	170,000.00	0.20	$176,831.79	6.80	10/15/2037	237194AH8
DCAT 2008-B A3A	105,000.00	0.12	$107,823.91	4.71	09/10/2012	DCAT
DCENT 2007-A1 A1	190,000.00	0.24	$204,192.60	5.65	03/16/2020	DCENT
DCENT 2008-A4 A4	200,000.00	0.25	$217,429.78	5.65	12/15/2015	DCENT
DELHAIZE GROUP	135,000.00	0.17	$145,123.25	5.88	02/01/2014	DELH
DEUTSCHE TELEKOM INTERNATIONAL	145,000.00	0.18	$154,043.36	5.25	07/22/2013	DT
DEVELOPERS DIVERSIFIED REALTY	150,000.00	0.18	$156,777.15	9.62	03/15/2016	DDR
DIRECTV HOLDINGS LLC / DIRECTV	65,000.00	0.08	$66,419.34	4.75	10/01/2014	DTV
DIRECTV HOLDINGS LLC/DIRECTV F	455,000.00	0.58	$497,722.23	7.62	05/15/2016	DTV
DISH DBS CORP	85,000.00	0.10	$89,568.75	7.88	09/01/2019	DISH
DISH DBS CORP	115,000.00	0.14	$118,018.75	7.12	02/01/2016	DISH
DOW CHEMICAL CO/THE	75,000.00	0.09	$76,315.13	5.70	05/15/2018	DOW
DOW CHEMICAL CO/THE	225,000.00	0.31	$268,907.18	8.55	05/15/2019	DOW
DUNKN 2006-1 A2	200,000.00	0.22	$192,897.00	5.78	06/20/2031	DUNKN
DYNEGY HOLDINGS INC	40,000.00	0.04	$34,900.00	7.75	06/01/2019	DYN
EKSPORTFINANS ASA	120,000.00	0.14	$118,296.00	3.00	11/17/2014	EXPT
EL PASO CORP	5,000.00	0.00	$4,983.96	7.00	06/15/2017	EP
EL PASO CORP	40,000.00	0.04	$39,719.92	7.25	06/01/2018	EP
EL PASO CORP	100,000.00	0.12	$107,250.00	8.25	02/15/2016	EP
ENBRIDGE ENERGY PARTNERS LP	195,000.00	0.28	$247,312.46	9.88	03/01/2019	EEP
ENEL FINANCE INTERNATIONAL SA	305,000.00	0.36	$307,468.67	5.12	10/07/2019	ENEL
ENERGY FUTURE HOLDINGS CORP	50,000.00	0.05	$41,125.00	11.38	11/01/2017	TXU
ENERGY FUTURE HOLDINGS TERM B2	221,297.91	0.21	$180,289.19	3.74	10/10/2014	LN363469
ENERGY TRANSFER PARTNERS LP	155,000.00	0.22	$191,747.87	9.70	03/15/2019	ETP
ENTERPRISE PRODUCTS OPER LP	80,000.00	0.10	$82,314.40	5.00	03/01/2015	293791AR0
ENTERPRISE PRODUCTS OPERATING	145,000.00	0.16	$141,550.02	8.38	08/01/2066	EPD
ENTERPRISE PRODUCTS OPERATING	230,000.00	0.32	$274,735.92	9.75	01/31/2014	EPD
ESSAR STEEL ALGOMA INC	225,000.00	0.26	$223,031.25	9.38	03/15/2015	ALGCN
EURO	2,106.62	0.00	$3,015.94	0.00	N/A	EURO
EUROPEAN INVESTMENT BANK	70,000.00	0.03	$24,807.85	0.00	03/30/2016	EIB
EUROPEAN INVESTMENT BANK	119,000.00	0.12	$105,637.58	6.12	01/23/2017	EIB
EUROPEAN INVESTMENT BANK	500,000.00	0.34	$296,768.50	11.25	02/14/2013	EIB
EUROPEAN INVESTMENT BANK	900,000.00	0.13	$116,472.02	9.00	12/21/2018	EIB
EVRAZ GROUP SA	249,000.00	0.29	$249,000.00	9.50	04/24/2018	EVRAZ
EXPORT-IMPORT BANK OF KOREA	325,000.00	0.40	$349,521.58	5.88	01/14/2015	EIBKOR
FGCI E01386	112,331.54	0.14	$118,411.74	5.00	06/01/2018	FG
FGCI G13245	207,081.04	0.25	$219,164.82	5.50	08/01/2023	FG
FGCI G13501	200,510.92	0.24	$209,829.28	5.00	01/01/2024	FG
FGCI J09951	543,809.66	0.65	$559,505.96	4.50	07/01/2024	FG
FGLMC A45798	177,585.50	0.24	$203,678.95	8.00	05/01/2031	FG
FGLMC JAN TBA	600,000.00	0.67	$578,531.40	4.00	01/01/2040	FGLMC
FGLMC JAN TBA	1,300,000.00	1.54	$1,332,905.60	5.00	01/01/2040	FGLMC
FHARM 1G1067	115,217.91	0.14	$121,584.81	5.68	07/01/2036	FH
FHARM 1H1348	331,593.95	0.40	$350,158.04	5.82	10/01/2036	FH
FHASI 2006-3 1A11	364,163.25	0.41	$352,458.72	6.25	11/25/2036	FHASI
FHASI 2007-AR3 2A2	23,709.43	0.02	$16,052.76	6.28	11/25/2037	FHASI
FHLB DN 1/4/10	511,000.00	0.59	$510,999.96	0.00	01/04/2010	0104PFDIS
FHLMC 170128	1,603.38	0.00	$1,837.57	11.50	06/01/2015	FH
FHLMC 170129	2,069.34	0.00	$2,369.94	11.50	06/01/2015	FH
FHLMC 170139	1,032.65	0.00	$1,193.82	11.50	08/01/2015	FH
FHLMC 555085	8,144.58	0.01	$9,327.06	11.50	03/01/2016	FH
FHLMC 555089	30,575.62	0.04	$35,037.93	11.50	02/01/2016	FH
FHLMC 555301	15,375.61	0.02	$17,222.38	10.00	01/01/2019	FH
FHR 2557 WE	300,000.00	0.37	$318,059.16	5.00	01/15/2018	FHR
FHR 2662 MA	173,464.10	0.21	$179,581.40	4.50	10/15/2031	FHR
FHR 3131 MC	200,000.00	0.24	$211,967.44	5.50	04/15/2033	FHR
FHR 3173 PE	325,000.00	0.40	$343,311.93	6.00	04/15/2035	FHR
FHR 3337 PB	215,000.00	0.26	$225,946.83	5.50	07/15/2030	FHR
FIRST DATA CORP	310,000.00	0.34	$290,625.00	9.88	09/24/2015	FDC
FLEXTRONICS TERM B	169,137.06	0.18	$160,328.40	2.54	10/01/2012	LN362291
FNA 2006-M2 A2F	305,000.00	0.37	$319,938.87	5.26	05/25/2020	FNA
FNARM 830970	247,348.34	0.30	$260,771.22	5.01	08/01/2035	FN
FNARM 847965	158,004.54	0.19	$166,086.93	5.14	11/01/2035	FN
FNARM 886163	469,009.11	0.57	$495,167.01	6.33	07/01/2036	FN
FNCI 735569	134,717.05	0.17	$147,223.74	8.00	10/01/2016	FN
FNCI 888104	251,636.24	0.31	$264,799.48	5.00	05/01/2021	FN
FNCI JAN TBA	1,100,000.00	1.28	$1,106,359.10	4.00	01/01/2024	FNCI
FNCL 257062	225,350.27	0.27	$231,523.94	5.00	01/01/2038	FN
FNCL 303157	14,927.82	0.02	$16,526.76	10.00	05/01/2022	FN
FNCL 527338	22,248.87	0.03	$25,508.44	8.00	02/01/2030	FN
FNCL 70575	11,660.18	0.02	$13,256.53	10.00	07/01/2020	FN
FNCL 725380	224,918.63	0.29	$248,085.65	10.00	02/01/2025	FN
FNCL 888678	640,770.55	0.76	$658,825.61	5.00	12/01/2036	FN
FNCL 899952	147,378.44	0.17	$151,416.01	5.00	12/01/2037	FN
FNCL 948116	781,752.58	0.96	$829,268.52	6.00	11/01/2037	FN
FNCL 961408	109,193.42	0.13	$112,178.72	5.00	02/01/2038	FN
FNCL JAN TBA	2,465,000.00	2.84	$2,460,378.13	4.50	01/01/2040	FNCL
FNGT 2001-T10 A1	183,397.01	0.24	$203,713.95	7.00	12/25/2041	FNGT
FNGT 2002-T1 A2	100,564.42	0.13	$111,705.07	7.00	11/25/2031	FNGT
FNKL 552213	11,198.27	0.01	$12,971.77	10.50	06/01/2030	FN
FNR 1988-15 A	1,018.89	0.00	$1,148.69	9.00	06/25/2018	FNR
FNR 1996-46 ZA	134,988.06	0.17	$147,470.82	7.50	11/25/2026	FNR
FNR 2002-83 GH	465,000.00	0.57	$492,468.43	5.00	12/25/2017	FNR
FNS 35 2	60,795.80	0.09	$75,493.74	12.00	07/01/2018	FNS
FNS J 1	229.47	0.00	$232.57	7.00	11/01/2010	FNS
FNW 2002-W1 2A	105,657.85	0.14	$119,129.23	7.50	02/25/2042	FNW
FORD MOTOR COMPANY TERM B	242,071.94	0.26	$224,348.64	3.29	12/15/2013	LN303249
FORD MOTOR CREDIT	150,000.00	0.18	$151,547.10	7.25	10/25/2011	345397TY9
FORD MOTOR CREDIT CO LLC	175,000.00	0.20	$176,581.83	7.50	08/01/2012	F
FORDF 2009-2 A	100,000.00	0.12	$100,172.67	1.78	09/15/2014	FORDF
FREEPORT-MCMORAN C & G	105,000.00	0.13	$115,132.61	8.38	04/01/2017	35671DAS4
FREESCALE SEMICONDUCTOR INC	265,000.00	0.28	$244,462.50	8.88	12/15/2014	FSL
FSPC T-42 A5	38,603.23	0.05	$43,271.81	7.50	02/25/2042	FSPC
G2GP 9194	6,175.98	0.01	$6,765.43	10.75	03/20/2016	G2
G2SF 109	3,800.02	0.00	$4,226.08	12.00	04/20/2014	G2
G2SF 1107	621.12	0.00	$685.20	10.50	12/20/2018	G2
G2SF 1139	500.16	0.00	$553.86	10.50	02/20/2019	G2
G2SF 1186	2,112.33	0.00	$2,398.15	10.00	05/20/2019	G2
G2SF 1203	609.76	0.00	$680.48	10.50	06/20/2019	G2
G2SF 1221	642.17	0.00	$709.92	11.00	07/20/2019	G2
G2SF 1256	461.32	0.00	$514.83	10.50	09/20/2019	G2
G2SF 127	1,788.07	0.00	$2,012.85	12.50	05/20/2014	G2
G2SF 1329	2,495.23	0.00	$2,783.66	10.50	01/20/2020	G2
G2SF 1347	4,789.67	0.01	$5,343.32	10.50	02/20/2020	G2
G2SF 1382	843.32	0.00	$958.05	10.00	04/20/2020	G2
G2SF 1383	11,312.66	0.01	$12,502.38	10.50	04/20/2020	G2
G2SF 1401	7,296.11	0.01	$8,139.49	10.50	05/20/2020	G2
G2SF 1418	7,551.87	0.01	$8,579.26	10.00	06/20/2020	G2
G2SF 1454	2,356.07	0.00	$2,676.60	10.00	08/20/2020	G2
G2SF 1455	1,290.13	0.00	$1,439.26	10.50	08/20/2020	G2
G2SF 1491	5,941.40	0.01	$6,628.19	10.50	10/20/2020	G2
G2SF 1544	5,293.52	0.01	$6,029.71	10.00	01/20/2021	G2
G2SF 1562	11,381.69	0.01	$12,964.58	10.00	02/20/2021	G2
G2SF 1616	5,989.49	0.01	$6,822.47	10.00	05/20/2021	G2
G2SF 1634	1,148.56	0.00	$1,308.29	10.00	06/20/2021	G2
G2SF 1779	23,020.51	0.03	$25,620.01	10.50	02/20/2021	G2
G2SF 19	15,378.72	0.02	$17,056.24	12.50	10/20/2013	G2
G2SF 20	3,167.98	0.00	$3,564.63	12.50	11/20/2013	G2
G2SF 21	8,424.49	0.01	$9,499.25	12.50	12/20/2013	G2
G2SF 2935	14,480.85	0.02	$16,596.01	8.00	06/20/2030	G2
G2SF 2972	26,740.85	0.03	$30,019.98	7.50	09/20/2030	G2
G2SF 335	528.36	0.00	$582.26	11.00	05/20/2015	G2
G2SF 337	405.57	0.00	$453.40	12.00	05/20/2015	G2
G2SF 368	2,520.40	0.00	$2,845.88	12.50	07/20/2015	G2
G2SF 438	929.88	0.00	$1,051.02	10.00	11/20/2015	G2
G2SF 514	1,205.30	0.00	$1,324.47	10.50	03/20/2016	G2
G2SF 909	1,182.22	0.00	$1,306.50	10.50	01/20/2018	G2
G2SF 93	3,236.68	0.00	$3,577.40	12.00	03/20/2014	G2
GAZ CAPITAL SA	100,000.00	0.13	$112,000.00	9.25	04/23/2019	GAZPRU
GCCFC 2004-GG1 A7	145,000.00	0.17	$147,175.32	5.32	06/10/2036	GCCFC
GCCFC 2005-GG5 A5	140,000.00	0.15	$132,609.40	5.22	04/01/2037	396789LL1
GCCT 2008-3 A	150,000.00	0.17	$148,294.92	1.23	07/15/2011	GCCT
GEMNT 2009-3 A	135,000.00	0.16	$135,107.92	2.54	09/15/2014	GEMNT
GENERAL ELECTRIC CAPITAL CORP	835,000.00	1.00	$868,325.69	6.00	08/07/2019	GE
GMAC LLC	255,000.00	0.29	$253,725.00	6.88	09/15/2011	GMAC
GNGP 901459	7,351.12	0.01	$8,344.64	12.25	03/15/2014	GN
GNGP 97135	14,314.36	0.02	$15,707.15	11.00	03/15/2013	GN
GNJO 503952	51,405.14	0.06	$55,259.55	6.50	07/15/2014	GN
GNSF 101883	6,385.91	0.01	$7,211.44	12.50	11/15/2013	GN
GNSF 108766	2,077.46	0.00	$2,315.70	12.00	04/15/2014	GN
GNSF 108998	7,175.43	0.01	$7,990.28	12.00	04/15/2014	GN
GNSF 110373	7,589.14	0.01	$8,511.76	12.00	04/15/2014	GN
GNSF 118154	6,140.30	0.01	$6,807.93	12.00	05/15/2014	GN
GNSF 120204	3,151.88	0.00	$3,535.06	12.00	06/15/2014	GN
GNSF 120699	465.43	0.00	$523.45	12.00	03/15/2015	GN
GNSF 122189	2,332.05	0.00	$2,622.75	12.00	03/15/2015	GN
GNSF 126639	20,908.40	0.03	$23,627.46	12.00	05/15/2015	GN
GNSF 132806	23,105.55	0.03	$26,110.34	12.00	06/15/2015	GN
GNSF 133547	19,379.64	0.02	$21,899.89	12.00	04/15/2015	GN
GNSF 139299	6,900.17	0.01	$7,797.51	12.00	11/15/2015	GN
GNSF 143231	26,872.55	0.04	$31,739.32	12.50	01/15/2016	GN
GNSF 248625	2,787.92	0.00	$3,163.59	10.00	09/15/2018	GN
GNSF 262211	7,458.22	0.01	$8,463.22	10.00	09/15/2018	GN
GNSF 268362	3,746.64	0.00	$4,217.10	11.50	07/15/2015	GN
GNSF 277064	3,731.31	0.00	$4,280.35	9.50	10/15/2019	GN
GNSF 283861	16,522.07	0.02	$18,431.81	11.00	08/15/2015	GN
GNSF 283907	510.20	0.00	$569.17	11.00	09/15/2015	GN
GNSF 39619	120.59	0.00	$124.38	11.00	03/15/2010	GN
GNSF 40070	498.87	0.00	$510.77	11.00	08/15/2010	GN
GNSF 40336	832.45	0.00	$858.64	11.00	07/15/2010	GN
GNSF 40757	607.72	0.00	$623.26	12.50	05/15/2010	GN
GNSF 41504	266.46	0.00	$274.84	11.00	07/15/2010	GN
GNSF 46809	1,594.70	0.00	$1,611.26	12.50	01/15/2011	GN
GNSF 516525	14,060.33	0.02	$16,171.16	8.00	05/15/2030	GN
GNSF 59166	1,796.58	0.00	$1,958.87	12.00	12/15/2012	GN
GNSF 60387	3,847.80	0.00	$4,266.17	12.00	02/15/2013	GN
GNSF 70183	3,501.90	0.00	$3,659.83	12.50	12/15/2013	GN
GNSF 780010	29,102.56	0.04	$33,100.13	9.50	03/15/2023	GN
GNSF 780118	19,334.99	0.02	$22,186.23	9.50	08/15/2021	GN
GNSF 781389	19,989.03	0.03	$22,529.21	7.50	01/15/2032	GN
GOLDMAN SACHS GROUP	210,000.00	0.26	$220,902.15	5.12	01/15/2015	38141GEA8
GOLDMAN SACHS GROUP INC	75,000.00	0.09	$79,324.58	5.95	01/18/2018	38141GFG4
GOLDMAN SACHS GROUP INC	140,000.00	0.17	$150,367.28	6.25	09/01/2017	38144LAB6
GOLDMAN SACHS GROUP INC/THE	125,000.00	0.15	$132,865.38	5.25	10/15/2013	GS
GOODYEAR TIRE & RUBBER CO/THE	195,000.00	0.25	$216,450.00	10.50	05/15/2016	GT
GRAHAM PACKAGING	200,000.00	0.24	$205,000.00	9.88	10/15/2014	38470RAD3
GRAHAM PACKAGING CO LP/GPC CAP	120,000.00	0.14	$119,100.00	8.25	01/01/2017	GRAHAM
GRAPHIC PACKAGING INTERNATIONA	245,000.00	0.29	$254,187.50	9.50	08/15/2013	GPK
GSMPS 1998-2 A	127,990.00	0.14	$122,710.41	7.75	05/19/2027	GSMPS
GSMPS 1999-3 A	270,442.05	0.31	$271,987.52	8.00	08/19/2029	GSMPS
GSMS 2004-GG2 A6	405,000.00	0.46	$397,983.98	5.40	08/10/2038	GSMS
GSMS 2005-GG4 A4A	345,000.00	0.39	$334,017.34	4.75	07/10/2039	GSMS
GSMS 2006-GG6 A4	685,000.00	0.72	$624,729.25	5.55	04/10/2038	GSMS
GSMS 2006-RR3 A1S	310,000.00	0.10	$89,900.00	5.66	07/18/2056	GSMS
GSMS 2007-GG10 A4	220,000.00	0.22	$188,901.86	5.81	08/10/2045	GSMS
GXS WORLDWIDE INC	235,000.00	0.27	$232,062.50	9.75	06/15/2015	GXSWLD
HARRAHS CHESTER DOWNS TERM LOA	115,000.00	0.13	$116,006.25	12.38	12/31/2016	HET
HART 2007-A A3A	38,146.40	0.04	$38,821.02	5.04	01/17/2012	HART
HART 2008-A A3	150,000.00	0.18	$156,280.04	4.93	12/17/2012	HART
HCA INC TERM B	94,432.68	0.10	$90,561.41	2.53	11/18/2013	LN329193
HCA INC/DE	136,000.00	0.17	$147,560.00	9.62	11/15/2016	HCA
HCA INC/DE	195,000.00	0.24	$209,868.75	9.25	11/15/2016	HCA
HDMOT 2005-2 A2	52,266.92	0.06	$52,712.89	4.07	02/15/2012	HDMOT
HDMOT 2006-1 A2	50,183.43	0.06	$51,504.63	5.04	10/15/2012	HDMOT
HDMOT 2009-4 A3	100,000.00	0.12	$99,623.97	1.00	02/17/2014	HDMOT
HOLOGIC INC	170,000.00	0.17	$145,987.50	2.00	12/15/2037	HOLX CB
HOSPIRA INC	380,000.00	0.49	$421,073.06	6.40	05/15/2015	HSP
HUGHES NETWORK SYSTEMS LLC/HNS	270,000.00	0.32	$280,125.00	9.50	04/15/2014	HUGH
ILFC E-CAPITAL TRUST II	210,000.00	0.13	$111,300.00	6.25	12/21/2065	AIG
ILLINOIS POWER CO	454,000.00	0.65	$565,418.41	9.75	11/15/2018	AEE
INDONESIA TREASURY BOND	1,000,000,000.00	0.14	$125,193.32	12.80	06/15/2021	INDOGB
INDONESIA TREASURY BOND	1,521,000,000.00	0.20	$173,822.14	10.75	05/15/2016	INDOGB
INDONESIAN RUPIAH	125,869,133.00	0.02	$13,354.82	0.00	N/A	RUPIAH
INMARSAT FINANCE PLC	100,000.00	0.12	$102,750.00	7.38	12/01/2017	ISATLN
INTELSAT BERMUDA LTD	250,000.00	0.29	$251,875.00	11.25	02/04/2017	INTEL
INTELSAT JACKSON HLDG	180,000.00	0.23	$195,750.00	11.25	06/15/2016	INTEL
INTER-AMERICAN DEVELOPMENT BAN	232,000.00	0.24	$204,244.23	5.38	05/27/2014	IADB
INTERNATIONAL BANK FOR RECONST	128,000.00	0.13	$109,185.57	5.75	10/21/2019	IBRD
INTERNATIONAL BANK FOR RECONST	870,000.00	0.08	$65,660.97	5.75	08/20/2012	B4T0JM3
INTERNATIONAL LEASE FINANCE CO	112,000.00	0.11	$97,274.02	5.35	03/01/2012	AIG
INTERNATIONAL LEASE FINANCE CO	146,000.00	0.14	$117,622.13	6.62	11/15/2013	AIG
INTERNATIONAL LEASE FINANCE CO	190,000.00	0.17	$151,131.89	5.88	05/01/2013	AIG
INTERNATIONAL PAPER CO	75,000.00	0.09	$79,814.63	7.30	11/15/2039	IP
INTERPUBLIC GROUP OF COS INC	65,000.00	0.08	$72,475.00	10.00	07/15/2017	IPG
INTERPUBLIC GROUP OF COS INC	150,000.00	0.19	$167,250.00	10.00	07/15/2017	IPG
INVERNESS MEDICAL INNOVATIONS	80,000.00	0.09	$82,200.00	9.00	05/15/2016	IMA
IPALCO ENTERPRISES INC	33,000.00	0.04	$34,650.00	8.12	11/14/2011	AES
IRON MOUNTAIN INC	75,000.00	0.09	$78,187.50	8.75	07/15/2018	IRM
IRON MOUNTAIN INC	125,000.00	0.15	$127,500.00	8.00	06/15/2020	IRM
J. C. PENNEY COMPANY, INC 5-YE	220,000.00	0.00	$3,783.97	1.00	03/20/2015	/JCP
J.C PENNEY COMPANY, INC 5-YEAR	90,000.00	0.00	$1,547.98	1.00	03/20/2015	/JCP1
JARDEN CORP	130,000.00	0.15	$130,325.00	7.50	05/01/2017	JAH
JBS USA LLC/JBS USA FINANCE IN	14,000.00	0.02	$15,925.00	11.62	05/01/2014	JBSUS
JDOT 2008-A A3	77,325.32	0.09	$78,322.69	4.18	06/15/2012	JDOT
JEFFERIES GROUP	40,000.00	0.04	$31,965.72	6.25	01/15/2036	472319AC6
JEFFERIES GROUP INC	275,000.00	0.27	$234,937.45	6.45	06/08/2027	JEF
JP MORGAN CHASE CAPITAL XXV	326,000.00	0.38	$324,904.97	6.80	10/01/2037	JPM
JPM CHASE CAPITAL XXII	110,000.00	0.12	$101,257.75	6.45	02/02/2037	48123QAA1
JPMC CAPITAL XVIII	90,000.00	0.10	$87,697.80	6.95	08/17/2036	481227AA4
JPMCC 2002-C2 A2	200,000.00	0.24	$206,072.06	5.05	12/12/2034	JPMCC
JPMCC 2005-LDP4 A4	150,000.00	0.17	$144,214.82	4.92	10/01/2042	46625YUA9
JPMCC 2005-LDP5 A4	240,000.00	0.27	$237,593.18	5.18	12/15/2044	JPMCC
JPMCC 2006-LDP9 A2	150,000.00	0.16	$143,435.91	5.13	05/15/2047	JPMCC
JPMMT 2007-A1 7A4	562,048.91	0.26	$224,162.47	5.29	07/25/2035	JPMMT
JPMORGAN CHASE BANK NA	250,000.00	0.31	$268,084.50	6.00	10/01/2017	JPM
KEYBANK NA	250,000.00	0.28	$243,565.00	5.80	07/01/2014	49306CAH4
KINDER MORGAN ENER PART	10,000.00	0.01	$11,113.33	6.85	02/15/2020	KMP
KINDER MORGAN ENER PART	350,000.00	0.50	$431,375.35	9.00	02/01/2019	KMP
KOPPERS INC	175,000.00	0.20	$177,625.00	7.88	12/01/2019	KOP
KOREA DEVELOPMENT BANK/REPUBLI	195,000.00	0.24	$205,047.38	5.30	01/17/2013	KDB
KOREA EXPRESSWAY CORP	100,000.00	0.12	$102,123.60	4.50	03/23/2015	HIGHWY
KREDITANSTALT FUER WIEDERAUFBA	290,000.00	0.19	$167,559.44	10.00	05/15/2012	KFW
L-3 COMMUNICATIONS CORP	140,000.00	0.16	$142,100.00	6.12	07/15/2013	LLL
LABRANCHE & CO INC	205,000.00	0.23	$198,081.25	11.00	05/15/2012	LAB
LAZARD GROUP	162,000.00	0.19	$163,269.59	6.85	06/15/2017	LAZ
LAZARD GROUP LLC	34,000.00	0.04	$35,336.03	7.12	05/15/2015	LAZ
LBUBS 2004-C1 A4	180,000.00	0.20	$176,069.70	4.57	01/15/2031	52108HYK4
LEVEL 3 COMMUNICATION INC TERM	185,000.00	0.23	$198,042.50	11.50	03/13/2014	LVLT
LEVEL 3 FINANCING INC	85,000.00	0.09	$80,750.00	9.25	11/01/2014	527298AM5
LMT 2005-2 2A3	150,961.31	0.15	$131,751.76	5.50	12/25/2035	LMT
LONG TERM RECEIVABLES	-274,774.86	-0.28	-$274,774.86	0.00	N/A	SECNCAHUS
LUBRIZOL CORP	200,000.00	0.29	$249,064.00	8.88	02/01/2019	LZ
MACY'S INC 5-YR CDS 03/20/2015	220,000.00	-0.01	-$8,589.56	1.00	03/20/2015	/M
MACY'S, INC 5-YR CDS 03/20/201	90,000.00	-0.00	-$3,513.91	1.00	03/20/2015	/M1
MAJAPAHIT HOLDING BV	162,000.00	0.20	$171,720.00	8.00	08/07/2019	PLNIJ
MARP 2005-1 1A5	215,686.73	0.24	$204,632.79	8.00	08/25/2034	MARP
MASSEY ENERGY CO	215,000.00	0.25	$215,806.25	6.88	12/15/2013	MEE
MATS 2007-1 A4	80,000.00	0.09	$79,124.56	0.29	12/15/2013	MATS
MAY DEPT STORES	430,000.00	0.45	$393,450.00	6.65	07/15/2024	577778CB7
MDST 2005-1 A	301,240.09	0.33	$283,051.07	5.74	01/15/2040	MDST
MDST 2006-1 A	209,056.67	0.24	$208,676.43	5.79	10/15/2040	MDST
MEDCO HEALTH SOLUTIONS INC	280,000.00	0.36	$315,255.36	7.12	03/15/2018	MHS
METLIFE INC	15,000.00	0.02	$16,733.96	6.82	08/15/2018	MET
METLIFE INC 5-YR CDS 12/20/201	415,000.00	-0.01	-$10,893.76	1.00	12/20/2014	/MET
METLIFE INC 5YR CDS 09/20/14	80,000.00	0.01	$12,042.36	5.00	09/20/2014	/MET
METROPCS WIRELESS INC	10,000.00	0.01	$10,175.00	9.25	11/01/2014	GWIR
METROPCS WIRELESS INC	190,000.00	0.22	$193,325.00	9.25	11/01/2014	GWIR
MEXICAN BONOS	2,982,000.10	0.30	$260,062.79	10.00	11/20/2036	MBONO
MEXICAN PESO	150,756.65	0.01	$11,527.94	0.00	N/A	PESOS
MGM MIRAGE	30,000.00	0.04	$32,700.00	10.38	05/15/2014	MGM
MGM MIRAGE	35,000.00	0.04	$38,937.50	11.12	11/15/2017	MGM
MGM MIRAGE	55,000.00	0.07	$63,387.50	13.00	11/15/2013	MGM
MIDAMERICAN FUNDING LLC	102,000.00	0.12	$106,563.79	6.75	03/01/2011	BRK
MIDCONTINENT EXPRESS PIPELINE	400,000.00	0.47	$410,988.80	6.70	09/15/2019	MCEXPP
MLCC 2004-HB1 A1	699,908.04	0.57	$496,356.37	0.60	04/25/2029	MLCC
MLMT 2005-CIP1 A2	210,000.00	0.24	$210,634.35	4.96	07/12/2038	MLMT
MORGAN STANLEY	375,000.00	0.45	$391,937.25	6.25	08/28/2017	617446V71
MORGAN STANLEY	475,000.00	0.58	$506,556.15	6.00	04/28/2015	61747YCE3
MSC 2005-HQ6 A4A	492,000.00	0.55	$476,243.70	4.99	08/13/2042	MSC
MSC 2007-T27 A4	475,000.00	0.53	$458,600.58	5.65	06/13/2042	MSC
NEW ZEALAND DOLLAR	256.44	0.00	$186.06	0.00	N/A	NEWZEALND
NEWPAGE CORP	135,000.00	0.16	$137,025.00	11.38	12/31/2014	NEWPAG
NEXEN INC	240,000.00	0.32	$276,032.88	7.50	07/30/2039	NXY
NIELSEN FINANCE LLC / NIELSEN	15,000.00	0.02	$16,837.50	11.50	05/01/2016	VNU
NIELSEN FINANCE LLC / NIELSEN	85,000.00	0.11	$95,943.75	11.62	02/01/2014	VNU
NOBLE ENERGY INC	180,000.00	0.25	$215,707.86	8.25	03/01/2019	NBL
NORDIC TELEPHONE CO HOLDINGS A	125,000.00	0.15	$132,812.50	8.88	05/01/2016	TDCDC
NORDSTROM INC	90,000.00	0.12	$99,964.26	7.00	01/15/2038	JWN
NORDSTROM INC	195,000.00	0.25	$217,985.24	6.75	06/01/2014	JWN
NRG ENERGY	45,000.00	0.05	$45,675.00	7.25	02/01/2014	629377AT9
NRG ENERGY	50,000.00	0.06	$50,250.00	7.38	01/15/2017	629377AX0
NRG ENERGY INC	210,000.00	0.24	$210,787.50	7.38	02/01/2016	NRG
NUVEEN INVESTMENT TERM B	90,701.51	0.09	$79,859.96	3.28	11/13/2014	LN364753
NUVEEN INVESTMENTS INC SECOND	85,000.00	0.10	$88,102.50	12.50	07/09/2015	NUVINV
OSI RESTAURANT PARTNERS INC	215,000.00	0.22	$190,812.50	10.00	06/15/2015	OSI
OWENS BROCKWAY GLASS CONTAINER	75,000.00	0.09	$77,812.50	7.38	05/15/2016	OI
PAETEC HOLDING CORP	95,000.00	0.11	$96,662.50	8.88	06/30/2017	PAET
PENNSYLVANIA ELECTRIC CO	300,000.00	0.34	$296,044.50	5.20	04/01/2020	FE
PETROBRAS INTERNATIONAL FINANC	145,000.00	0.17	$148,231.62	5.75	01/20/2020	PETBRA
PETROHAWK ENERGY CORP	25,000.00	0.03	$26,250.00	9.12	07/15/2013	HAWK
PETROHAWK ENERGY CORP	45,000.00	0.05	$45,675.00	7.88	06/01/2015	HAWK
PETROHAWK ENERGY CORP	120,000.00	0.15	$131,700.00	10.50	08/01/2014	HAWK
PINNACLE ENTERTAINMENT INC	100,000.00	0.12	$102,500.00	8.62	08/01/2017	PNK
PLAINS ALL AMERICAN PIPELINE L	190,000.00	0.23	$199,853.40	6.12	01/15/2017	PAA
PLAINS ALL AMERICAN PIPELINE L	390,000.00	0.45	$391,027.65	5.75	01/15/2020	PAA
PNC BANK NA	250,000.00	0.31	$265,774.00	6.88	04/01/2018	PNC
PNC FINANCIAL SERVICES	260,000.00	0.31	$265,324.54	0.08	05/29/2049	PNC PFD
PNC FUNDING	225,000.00	0.27	$231,672.38	5.25	11/15/2015	693476AT0
PPL ELECTRIC UTILITIES CORP	130,000.00	0.17	$148,727.28	7.12	11/30/2013	PPL
PRIDE INTERNATIONAL INC	235,000.00	0.32	$272,600.00	8.50	06/15/2019	PDE
PROGRESS ENERGY INC	160,000.00	0.18	$155,789.76	4.88	12/01/2019	PGN
PROLOGIS	205,000.00	0.23	$202,560.91	7.38	10/30/2019	PLD
PROVINCE OF ONTARIO CANADA	122,000.00	0.14	$117,563.11	4.40	06/02/2019	ONT
PROVINCE OF ONTARIO CANADA	135,000.00	0.15	$129,525.48	4.00	10/07/2019	ONT
PSYCHIATRIC SOLUTIONS	215,000.00	0.24	$209,087.50	7.75	07/15/2015	74439HAD0
PUBLIC SERVICE CO OF OKLAHOMA	485,000.00	0.56	$482,449.39	5.15	12/01/2019	AEP
QUEBEC PROVINCE	19,000.00	0.02	$18,261.63	4.50	12/01/2019	74814ZEE9
QUEST DIAGNOSTIC	55,000.00	0.07	$60,444.40	6.40	07/01/2017	74834LAM2
QUEST DIAGNOSTICS INC	407,000.00	0.51	$440,557.96	5.45	11/01/2015	DGX
QWEST CORP	70,000.00	0.09	$75,425.00	8.38	05/01/2016	QUS
RABOBANK NEDERLAND NV	325,000.00	0.46	$397,358.00	11.00	12/29/2049	RABOBK
RAMP 2004-SL1 A3	18,593.08	0.02	$18,618.82	7.00	11/25/2031	RAMP
RANGE RESOURCES CORP	115,000.00	0.14	$123,625.00	8.00	05/15/2019	RRC
REGENCY CENTERS LP	95,000.00	0.10	$88,041.82	5.88	06/15/2017	REG
REGIONS FINANCIAL CORP	260,000.00	0.30	$256,672.26	7.75	11/10/2014	RF
RELIANCE STEEL & ALUMINUM CO	116,000.00	0.11	$97,837.53	6.85	11/15/2036	RS
REPUBLIC OF BRAZIL	250,000.00	0.19	$162,794.03	12.50	01/05/2022	B1DY4M5
RR DONNELLEY 5YR CDS 06/20/214	600,000.00	-0.10	-$89,358.41	5.00	06/20/2014	SPK604UP
RYLAND GROUP INC	115,000.00	0.14	$123,625.00	8.40	05/15/2017	RYL
SALLY HOLDINGS LLC	80,000.00	0.10	$86,400.00	10.50	11/15/2016	SBH
SECURITIZED NET CASH - ACR1	1,066,412.76	1.23	$1,066,412.76	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	13,371.66	0.00	$568.30	0.00	N/A	SECLENDPL
SELECT MEDICAL CORP	85,000.00	0.10	$82,875.00	7.62	02/01/2015	SELMED
SEMPRA ENERGY	135,000.00	0.15	$133,764.08	6.00	10/15/2039	SRE
SHAW COMMUNICATION	89,000.00	0.10	$83,817.47	6.75	11/09/2039	SJRCN
SILICON VALLEY BANK	250,000.00	0.29	$254,060.25	5.70	06/01/2012	SIVB
SOUTH AFRICA RAND	81,000.00	0.01	$10,931.17	0.00	N/A	ZAR
SOUTHERN COPPER CORP	166,000.00	0.19	$164,894.11	7.50	07/27/2035	PCU
SPRINT NEXTEL CORP	335,000.00	0.36	$307,362.50	6.00	12/01/2016	852061AD2
STEEL CAPITAL SA FOR OAO SEVER	288,000.00	0.34	$291,600.00	9.75	07/29/2013	CHMFRU
STEEL DYNAMICS INC	95,000.00	0.11	$94,643.75	6.75	04/01/2015	STLD
SUPERVALU INC	40,000.00	0.05	$40,800.00	8.00	05/01/2016	SVU
SUPERVALU INC	130,000.00	0.15	$132,275.00	7.50	11/15/2014	868536AS2
TECK RESOURCES LTD	50,000.00	0.07	$58,500.00	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	120,000.00	0.17	$144,000.00	10.75	05/15/2019	TCKCN
TELECOM ITALIA CAPITAL	440,000.00	0.53	$460,609.60	5.25	10/01/2015	87927VAQ1
TELECOM ITALIA CAPITAL SA	155,000.00	0.20	$173,105.24	7.18	06/18/2019	TITIM
TELESAT CANADA / TELESAT LLC	115,000.00	0.14	$125,350.00	11.00	11/01/2015	TELSAT
TENET HEALTHCARE	210,000.00	0.24	$211,575.00	7.38	02/01/2013	88033GAY6
TEXAS COMPETITIVE ELECTRIC HOL	50,000.00	0.05	$40,750.00	10.50	11/01/2015	TXU
TIME WARNER CABLE INC	485,000.00	0.67	$578,649.14	8.25	04/01/2019	TWC
TOYS R US TERM B	215,000.00	0.24	$210,666.68	4.49	07/19/2012	LN280933
TRANS-CANADA PIPELINES	160,000.00	0.17	$150,337.60	6.35	05/15/2067	TRP
TSY INFL IX N/B	412,704.60	0.52	$446,269.04	2.38	01/15/2017	TII
TSY INFL IX N/B	473,829.75	0.58	$501,667.25	2.00	01/15/2014	TII
TSY INFL IX N/B	860,426.40	1.04	$895,918.99	1.62	01/15/2015	TII
TWIN REEFS PASS-THROUGH TRUST	200,000.00	0.00	$0.00	1.39	12/31/2049	XLFATR
TYCO INTERNATIONAL FINANCE SA	355,000.00	0.50	$429,453.80	8.50	01/15/2019	TYC
UNITEDHEALTH GROUP INC	63,000.00	0.06	$56,642.61	5.80	03/15/2036	91324PAR3
UNITEDHEALTH GROUP INC	165,000.00	0.20	$170,709.00	6.00	02/15/2018	UNH
UNITEDHEALTH GROUP INC	172,000.00	0.21	$183,761.53	5.50	11/15/2012	UNH
UNITEDHEALTH GROUP INC 5-YEAR	110,000.00	-0.00	-$998.75	1.00	12/19/2014	/UNH
UNIVISION COMMUNICATIONS TERM	190,000.00	0.19	$165,537.50	2.53	09/29/2014	LN321128
US BANK NA	250,000.00	0.31	$265,437.25	4.95	10/30/2014	USB
US TREASURY N/B	335,000.00	0.38	$327,515.10	4.50	08/15/2039	T
US TREASURY N/B	2,490,000.00	2.81	$2,431,841.07	2.12	11/30/2014	T
US TREASURY N/B	2,530,000.00	2.81	$2,434,348.29	3.38	11/15/2019	T
USB CAPITAL IX	395,000.00	0.37	$321,431.25	6.19	04/15/2049	USB
USB REALTY CORP	200,000.00	0.17	$147,500.00	6.09	12/22/2049	USB
USG CORP	35,000.00	0.04	$37,537.50	9.75	08/01/2014	USG
USG CORP	140,000.00	0.14	$126,000.00	6.30	11/15/2016	USG
VALE OVERSEAS LTD	95,000.00	0.11	$96,113.78	6.88	11/10/2039	VALEBZ
VALE OVERSEAS LTD	160,000.00	0.18	$160,265.76	6.88	11/21/2036	CVRD
VERIZON COMMUNICATIONS INC	115,000.00	0.14	$120,622.24	6.40	02/15/2038	VZ
VIDEOTRON LTEE	40,000.00	0.05	$40,400.00	6.88	01/15/2014	QBRCN
VIP FINANCE IRELAND LTD FOR OJ	210,000.00	0.26	$225,225.00	9.12	04/30/2018	VIP
VIRGIN MEDIA FINANCE PLC	21,000.00	0.02	$21,787.50	8.75	04/15/2014	VMED
VIRGIN MEDIA INC	105,000.00	0.14	$124,950.00	6.50	11/15/2016	VMED CB
VIVENDI	147,000.00	0.18	$159,572.03	6.62	04/04/2018	VIVFP
VIVENDI	290,000.00	0.35	$305,115.96	5.75	04/04/2013	VIVFP
VODAFONE GROUP PLC	95,000.00	0.12	$99,698.89	5.00	09/15/2015	VOD
VODAFONE GROUP PLC	565,000.00	0.70	$607,856.95	5.38	01/30/2015	VOD
VOLVO TREASURY AB	205,000.00	0.24	$211,778.94	5.95	10/01/2015	VLVY
VTB CAPITAL SA	180,000.00	0.21	$181,800.00	6.88	05/29/2018	VTB
WACHOVIA CORP	65,000.00	0.08	$67,360.02	5.25	08/01/2014	929903AJ1
WACHOVIA CORP	290,000.00	0.34	$296,937.96	5.62	10/15/2016	929903CH3
WAMU 2006-AR10 1A1	25,539.86	0.02	$19,372.08	5.92	09/25/2036	WAMU
WAMU 2007-HY1 1A1	146,126.86	0.11	$92,983.65	5.67	02/25/2037	WAMU
WEATHERFORD INTERNATIONAL INC	30,000.00	0.04	$32,125.08	5.95	06/15/2012	WFT
WEATHERFORD INTERNATIONAL LTD	130,000.00	0.16	$135,687.24	4.95	10/15/2013	947075AA5
WEATHERFORD INTERNATIONAL LTD	330,000.00	0.48	$412,072.98	9.62	03/01/2019	WFT
WELLPOINT INC	36,000.00	0.04	$37,492.34	5.00	12/15/2014	WLP
WELLPOINT INC	99,000.00	0.12	$107,462.72	6.00	02/15/2014	WLP
WELLPOINT INC	135,000.00	0.17	$151,246.31	7.00	02/15/2019	WLP
WELLS FARGO CAPITAL XIII	495,000.00	0.56	$482,625.00	7.70	12/29/2049	WFC
WESTPAC BANKING CORP	175,000.00	0.20	$173,060.65	4.88	11/19/2019	WSTP
WFMBS 2005-AR16 2A1	8,341.13	0.01	$7,055.14	3.75	10/25/2035	WFMBS
WFMBS 2005-AR16 6A4	336,908.97	0.15	$127,800.02	5.00	10/25/2035	WFMBS
WFMBS 2006-1 A3	20,071.22	0.02	$18,967.30	5.00	03/25/2021	WFMBS
WFMBS 2006-AR10 5A1	14,898.07	0.01	$11,598.02	5.59	07/25/2036	WFMBS
WFMBS 2006-AR5 2A1	47,132.14	0.04	$36,734.58	5.54	04/25/2036	WFMBS
WFMBS 2006-AR6 7A1	655,021.60	0.67	$583,948.22	5.11	03/25/2036	WFMBS
WIND ACQUISITION FINANCE SA	250,000.00	0.32	$274,375.00	11.75	07/15/2017	WINDIM
WINDSTREAM CORP	190,000.00	0.23	$198,075.00	8.12	08/01/2013	WIN
WMALT 2005-1 5A2	165,007.88	0.12	$108,750.51	6.00	03/25/2035	WMALT
WOART 2008-A A3A	110,000.00	0.13	$112,368.34	3.94	10/15/2012	WOART
WOODSIDE FINANCE LTD	60,000.00	0.07	$61,436.82	5.00	11/15/2013	980236AD5
WOODSIDE FINANCE LTD	375,000.00	0.44	$378,752.25	4.50	11/10/2014	WPLAU
WPP FINANCE UK	370,000.00	0.49	$421,204.30	8.00	09/15/2014	WPPLN
XEROX CORP	120,000.00	0.16	$137,782.68	8.25	05/15/2014	XRX
XEROX CORP	140,000.00	0.16	$139,182.12	4.25	02/15/2015	XRX
YALE UNIVERSITY	250,000.00	0.29	$249,352.00	2.90	10/15/2014	YALUNI
ZIONS BANCORPORATION	55,000.00	0.06	$48,583.43	7.75	09/23/2014	ZION
ZIONS BANCORPORATION	150,000.00	0.12	$106,170.45	5.50	11/16/2015	ZION

0.02 of the fund was hedged out of AUD/USD HSB 01/08/10

-0.34 of the fund was hedged out of BRL/USD JPM 01/08/10

0.16 of the fund was hedged out of CAD/USD BAR 01/08/10

0.11 of the fund was hedged out of CAD/USD GOS 01/08/10

0.01 of the fund was hedged out of EUR/USD HSB 01/08/10

-0.09 of the fund was hedged out of GBP/USD GOS 01/08/10

0.09 of the fund was hedged out of GBP/USD HSB 01/08/10

0.07 of the fund was hedged out of IDR/USD HSB 01/08/10

0.14 of the fund was hedged out of INR/USD JPM 10/20/10

0.58 of the fund was hedged out of KRW/USD HSB 01/08/10

0.19 of the fund was hedged out of MYR/USD JPM 01/08/10

0.37 of the fund was hedged out of NOK/USD GOS 01/08/10

0.06 of the fund was hedged out of NOK/USD HSB 01/08/10

0.00 of the fund was hedged out of NZD/USD JPM 01/08/10

0.20 of the fund was hedged out of PLN/USD GOS 01/08/10

-0.20 of the fund was hedged out of PLN/USD HSB 01/08/10

0.28 of the fund was hedged out of SGD/USD JPM 01/08/10

-0.02 of the fund was hedged out of TRY/USD JPM 01/08/10

0.19 of the fund was hedged out of TWD/USD JPM 01/08/10

-8.99 of the fund was hedged out of US 5YR NOTE MAR10 FUTURE

-0.14 of the fund was hedged out of ZAR/USD HSB 01/06/10