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 175,000.000.21$178,937.508.0006/01/2020AES
AHM 2005-2 5A1 23,037.960.02$18,512.775.0609/25/2035AHM
AHMAT 2009-ADV3 A1 140,000.000.16$140,532.002.1910/06/2021AHMAT
ALLIED WASTE NORTH AMERICA INC 25,000.000.03$26,569.806.8806/01/2017AW
ALLIED WASTE NORTH AMERICA INC 320,000.000.39$341,236.167.1205/15/2016AW
AMEREN CORP 65,000.000.08$73,076.198.8805/15/2014AEE
AMERICA MOVIL SAB DE CV 56,000.000.07$58,258.985.6211/15/2017AMXLMM
AMERICAN TOWER CORP 180,000.000.23$200,250.007.0010/15/2017AMT
AMERICAN TRANSMISSION SYSTEMS 115,000.000.13$113,807.115.2501/15/2022FE
AMTT 2007-1A AFX 300,000.000.36$308,250.005.4204/15/2037AMTT
AMTT 2007-1A D 35,000.000.04$35,700.005.9604/15/2037AMTT
ANHEUSER-BUSCH INBEV WORLDWIDE 140,000.000.18$158,922.967.2001/15/2014ABIBB
ARAMARK CORP 165,000.000.20$170,775.008.5002/01/2015RMK
ARAMARK CORP SYNTHETIC LOC 12,544.310.01$11,899.661.9901/26/2014LN295817
ARAMARK CORP TERM B 190,744.490.21$180,942.132.1601/26/2014LN295809
ARCELORMITTAL 60,000.000.08$70,939.989.0002/15/2015MTNA
ARCELORMITTAL 145,000.000.17$149,861.136.1206/01/2018MTNA
ARCELORMITTAL 160,000.000.24$207,283.849.8506/01/2019MTNA
AT&T INC 335,000.000.40$348,360.146.5009/01/2037T
AUSTRALIAN DOLLAR 26,324.950.03$23,646.380.00N/AAUD
BAAT 2009-3A A4 260,000.000.30$258,092.302.6712/15/2016BAAT
BACM 2004-3 A5 160,000.000.19$161,172.035.4006/10/2039BACM
BACM 2004-5 A3 450,000.000.52$452,873.614.5611/10/2041BACM
BACM 2005-1 A5 80,000.000.09$79,359.275.0811/10/2042BACM
BACM 2005-6 A4 40,000.000.04$39,283.255.1809/10/2047BACM
BACM 2006-4 A4 200,000.000.22$187,362.485.6307/10/2046BACM
BACM 2007-4 AM 125,000.000.10$90,221.685.8102/10/2051BACM
BAE SYSTEMS HOLDINGS INC 105,000.000.12$108,300.785.2008/15/201505523UAD2
BAFC 2005-8 1A1 135,113.270.14$123,860.875.5001/25/2036BAFC
BAFC 2006-H 1A2 8,285.670.00$1,197.703.9509/20/2046BAFC
BALL CORP 64,000.000.08$65,920.007.1209/01/2016BLL
BALL CORP 96,000.000.11$99,120.007.3809/01/2019BLL
BANK OF AMERICA 95,000.000.11$98,600.415.1211/15/2014060505AU8
BANK OF AMERICA NA 250,000.000.28$245,383.755.3003/15/2017BAC
BANK OF AMERICA NA 250,000.000.29$254,473.506.1006/15/2017BAC
BARCLAYS BANK PLC 100,000.000.13$111,740.206.7505/22/2019BACR
BARCLAYS BANK PLC 560,000.000.66$570,802.966.0512/04/2017BACR
BAUSCH & LOMB INC 130,000.000.16$137,800.009.8811/01/2015BOL
BAUSCH & LOMB INC TERM B 62,356.830.07$59,414.213.5304/11/2015LN362704
BAUSCH & LOMB INC TERM DD 15,142.860.02$14,428.273.5204/11/2015LN362708
BB&T CORP 277,000.000.31$267,464.285.2511/01/2019BBT
BECKMAN COULTER INC 65,000.000.08$73,791.587.0006/01/2019BEC
BECKMAN COULTER INC 215,000.000.27$234,675.086.0006/01/2015BEC
BELO CORP 240,000.000.29$247,800.008.0011/15/2016BLC
BOAA 2004-10 1CB1 26,062.270.02$21,086.016.0011/25/2034BOAA
BOAA 2005-5 2CB1 2,662.390.00$1,781.316.0006/25/2035BOAA
BRAZILIAN GOVERNMENT INTERNATI 251,000.000.19$163,445.2112.5001/05/2016BRAZIL
BSCMS 2005-PW10 A4 320,000.000.36$313,598.985.4012/11/2040BSCMS
BSCMS 2005-PW10 AM 335,000.000.34$292,925.845.4512/11/2040BSCMS
BSCMS 2005-PWR9 A4A 475,000.000.53$455,375.044.8709/11/2042BSCMS
BSCMS 2005-T20 A4A 350,000.000.40$343,490.005.1510/12/204207387BCL5
BSCMS 2006-PW12 A4 55,000.000.06$55,848.965.7209/11/2038BSCMS
BSCMS 2006-PW14 A4 300,000.000.33$288,268.205.2012/11/2038BSCMS
BSCMS 2007-PW15 A4 330,000.000.33$284,781.425.3302/11/2044BSCMS
BSCMS 2007-PW16 A4 300,000.000.32$272,691.095.7206/11/2040BSCMS
CABMT 2008-1A A1 270,000.000.32$276,062.634.3112/16/2013CABMT
CALIFORNIA ST 255,000.000.28$242,114.857.3010/01/2039CAS
CALIFORNIA ST 345,000.000.39$340,138.957.5504/01/2039CAS
CALPINE CONSTRUCTION FINANCE C 195,000.000.23$201,825.008.0006/01/2016CPN
CANADIAN DOLLAR 3,270.140.00$3,112.490.00N/ACANDOLLAR
CAPITAL ONE BANK USA NA 500,000.000.68$591,822.508.8007/15/2019COF
CARAT 2007-3 A3A 122,544.000.14$124,290.465.0209/15/2011CARAT
CARAT 2008-1 A3A 89,249.690.10$90,974.023.8608/15/2012CARAT
CAREFUSION CORP 370,000.000.46$396,806.506.3808/01/2019CAH
CASH 875,700.771.01$875,700.770.0012/15/2038US-CASH
CCCIT 2007-A3 A3 165,000.000.21$179,203.026.1506/15/2039CCCIT
CCCIT 2009-A1 A1 185,000.000.22$188,883.451.9803/17/2014CCCIT
CDP FINANCIAL INC 250,000.000.28$242,371.255.6011/25/2039CADEPO
CDP FINANCIAL INC 280,000.000.31$268,738.404.4011/25/2019CADEPO
CENTRAIS ELETRICAS BRASILEIRAS 300,000.000.38$326,625.006.8807/30/2019ELEBRA
CFAT 2007-A A3A 36,929.320.04$37,590.335.3406/25/2012CFAT
CFAT 2008-A A3 130,000.000.15$133,046.544.9404/25/2014CFAT
CHAIT 2005-A7 A7 130,000.000.16$134,736.214.5503/15/2013CHAIT
CHAIT 2008-A9 A9 100,000.000.12$103,963.464.2605/15/2013CHAIT
CHAIT 2009-A2 A2 260,000.000.31$265,988.661.7804/15/2014CHAIT
CHARTER COMMUNICATIONS OPERATI 180,000.000.23$202,500.0010.8809/15/2014CHTR
CHESAPEAKE ENERGY CORP 80,000.000.09$81,000.007.2512/15/2018CHK
CHESAPEAKE ENERGY CORP 230,000.000.29$253,575.009.5002/15/2015CHK
CINCINNATI BELL INC 85,000.000.10$84,362.507.0002/15/2015CBB
CITIGROUP INC 140,000.000.16$143,107.446.0101/15/2015C
CITIGROUP INC 232,000.000.28$247,324.066.5008/19/2013C
CITIGROUP INC 355,000.000.43$372,021.196.3808/12/2014C
CITIZENS COMMUNICATIONS CO 220,000.000.24$209,000.007.1203/15/2019CZN
CLEAN HARBORS INC 175,000.000.21$178,281.257.6208/15/2016CLH
CMSI 2006-4 3A1 111,799.170.12$107,047.715.5008/25/2021CMSI
CNH 2007-A A4 53,722.120.06$53,448.180.2709/17/2012CNH
CNH 2008-A A3 52,250.160.06$52,946.194.1205/15/2012CNH
CNH 2008-A A4A 145,000.000.17$150,193.654.9308/15/2014CNH
CNH 2009-C A3 60,000.000.07$59,765.911.8512/16/2013CNH
COBANK ACB 250,000.000.31$271,297.257.8804/16/2018COBKAC
COMCAST 150,000.000.18$154,258.054.9506/15/201620030NAG6
COMCAST CORP 430,000.000.56$482,273.816.5001/15/2015CMCSA
COMET 2006-A7 A7 100,000.000.11$99,149.550.2603/17/2014COMET
COMET 2007-A7 A7 135,000.000.17$145,891.835.7507/15/2020COMET
COMM 2005-C6 A5A 210,000.000.24$203,899.445.1206/10/2044COMM
COMMUNITY HEALTH SYSTEM DD 12,154.050.01$11,438.122.5107/25/2014LN341144
COMMUNITY HEALTH SYSTEM TERM B 237,792.440.26$225,791.052.5007/25/2014LN341140
COMMUNITY HEALTH SYSTEMS INC 280,000.000.34$290,500.008.8807/15/2015CYH
COX COMMUNICATIONS INC 95,000.000.12$100,697.445.8812/01/2016COXENT
COX COMMUNICATIONS INC 120,000.000.17$149,888.288.3803/01/2039COXENT
COX COMMUNICATIONS INC 130,000.000.16$138,140.736.9506/01/2038COXENT
CREDIT SUISSE/NEW YORK NY 195,000.000.24$204,363.326.0002/15/2018CS
CRICKET COMMUNICATIONS INC 205,000.000.24$207,050.009.3811/01/2014LEAP
CRMSI 2006-3 A5 300,000.000.22$186,741.545.9511/25/2036CRMSI
CROWN CASTLE INTERNATIONAL COR 185,000.000.23$197,950.009.0001/15/2015CCI
CSC HOLDINGS INC 205,000.000.25$219,350.008.5006/15/2015CVC
CSFB 2001-SPGA A2 255,000.000.31$268,487.336.5208/13/2018CSFB
CSMC 2006-C1 AAB 115,000.000.13$115,307.505.5502/15/2039CSMC
CVS CAREMARK CORP 215,000.000.27$235,682.146.6003/15/2019CVS
CVS PASS-THROUGH TRUST 218,504.090.28$241,036.238.3507/10/2031CVS
CWHL 2005-23 A1 310,766.070.33$284,885.105.5011/25/2035CWHL
CWHL 2006-17 A5 64,420.490.07$57,213.446.0012/25/2036CWHL
CXHE 2005-D AF4 119,149.550.14$117,975.685.2710/25/2035CXHE
CYTEC INDUSTRIES 154,000.000.19$162,546.696.0010/01/2015232820AG5
DARDEN RESTAURANTS 170,000.000.20$176,831.796.8010/15/2037237194AH8
DCAT 2008-B A3A 105,000.000.12$107,823.914.7109/10/2012DCAT
DCENT 2007-A1 A1 190,000.000.24$204,192.605.6503/16/2020DCENT
DCENT 2008-A4 A4 200,000.000.25$217,429.785.6512/15/2015DCENT
DELHAIZE GROUP 135,000.000.17$145,123.255.8802/01/2014DELH
DEUTSCHE TELEKOM INTERNATIONAL 145,000.000.18$154,043.365.2507/22/2013DT
DEVELOPERS DIVERSIFIED REALTY 150,000.000.18$156,777.159.6203/15/2016DDR
DIRECTV HOLDINGS LLC / DIRECTV 65,000.000.08$66,419.344.7510/01/2014DTV
DIRECTV HOLDINGS LLC/DIRECTV F 455,000.000.58$497,722.237.6205/15/2016DTV
DISH DBS CORP 85,000.000.10$89,568.757.8809/01/2019DISH
DISH DBS CORP 115,000.000.14$118,018.757.1202/01/2016DISH
DOW CHEMICAL CO/THE 75,000.000.09$76,315.135.7005/15/2018DOW
DOW CHEMICAL CO/THE 225,000.000.31$268,907.188.5505/15/2019DOW
DUNKN 2006-1 A2 200,000.000.22$192,897.005.7806/20/2031DUNKN
DYNEGY HOLDINGS INC 40,000.000.04$34,900.007.7506/01/2019DYN
EKSPORTFINANS ASA 120,000.000.14$118,296.003.0011/17/2014EXPT
EL PASO CORP 5,000.000.00$4,983.967.0006/15/2017EP
EL PASO CORP 40,000.000.04$39,719.927.2506/01/2018EP
EL PASO CORP 100,000.000.12$107,250.008.2502/15/2016EP
ENBRIDGE ENERGY PARTNERS LP 195,000.000.28$247,312.469.8803/01/2019EEP
ENEL FINANCE INTERNATIONAL SA 305,000.000.36$307,468.675.1210/07/2019ENEL
ENERGY FUTURE HOLDINGS CORP 50,000.000.05$41,125.0011.3811/01/2017TXU
ENERGY FUTURE HOLDINGS TERM B2 221,297.910.21$180,289.193.7410/10/2014LN363469
ENERGY TRANSFER PARTNERS LP 155,000.000.22$191,747.879.7003/15/2019ETP
ENTERPRISE PRODUCTS OPER LP 80,000.000.10$82,314.405.0003/01/2015293791AR0
ENTERPRISE PRODUCTS OPERATING 145,000.000.16$141,550.028.3808/01/2066EPD
ENTERPRISE PRODUCTS OPERATING 230,000.000.32$274,735.929.7501/31/2014EPD
ESSAR STEEL ALGOMA INC 225,000.000.26$223,031.259.3803/15/2015ALGCN
EURO 2,106.620.00$3,015.940.00N/AEURO
EUROPEAN INVESTMENT BANK 70,000.000.03$24,807.850.0003/30/2016EIB
EUROPEAN INVESTMENT BANK 119,000.000.12$105,637.586.1201/23/2017EIB
EUROPEAN INVESTMENT BANK 500,000.000.34$296,768.5011.2502/14/2013EIB
EUROPEAN INVESTMENT BANK 900,000.000.13$116,472.029.0012/21/2018EIB
EVRAZ GROUP SA 249,000.000.29$249,000.009.5004/24/2018EVRAZ
EXPORT-IMPORT BANK OF KOREA 325,000.000.40$349,521.585.8801/14/2015EIBKOR
FGCI E01386 112,331.540.14$118,411.745.0006/01/2018FG
FGCI G13245 207,081.040.25$219,164.825.5008/01/2023FG
FGCI G13501 200,510.920.24$209,829.285.0001/01/2024FG
FGCI J09951 543,809.660.65$559,505.964.5007/01/2024FG
FGLMC A45798 177,585.500.24$203,678.958.0005/01/2031FG
FGLMC JAN TBA 600,000.000.67$578,531.404.0001/01/2040FGLMC
FGLMC JAN TBA 1,300,000.001.54$1,332,905.605.0001/01/2040FGLMC
FHARM 1G1067 115,217.910.14$121,584.815.6807/01/2036FH
FHARM 1H1348 331,593.950.40$350,158.045.8210/01/2036FH
FHASI 2006-3 1A11 364,163.250.41$352,458.726.2511/25/2036FHASI
FHASI 2007-AR3 2A2 23,709.430.02$16,052.766.2811/25/2037FHASI
FHLB DN 1/4/10 511,000.000.59$510,999.960.0001/04/20100104PFDIS
FHLMC 170128 1,603.380.00$1,837.5711.5006/01/2015FH
FHLMC 170129 2,069.340.00$2,369.9411.5006/01/2015FH
FHLMC 170139 1,032.650.00$1,193.8211.5008/01/2015FH
FHLMC 555085 8,144.580.01$9,327.0611.5003/01/2016FH
FHLMC 555089 30,575.620.04$35,037.9311.5002/01/2016FH
FHLMC 555301 15,375.610.02$17,222.3810.0001/01/2019FH
FHR 2557 WE 300,000.000.37$318,059.165.0001/15/2018FHR
FHR 2662 MA 173,464.100.21$179,581.404.5010/15/2031FHR
FHR 3131 MC 200,000.000.24$211,967.445.5004/15/2033FHR
FHR 3173 PE 325,000.000.40$343,311.936.0004/15/2035FHR
FHR 3337 PB 215,000.000.26$225,946.835.5007/15/2030FHR
FIRST DATA CORP 310,000.000.34$290,625.009.8809/24/2015FDC
FLEXTRONICS TERM B 169,137.060.18$160,328.402.5410/01/2012LN362291
FNA 2006-M2 A2F 305,000.000.37$319,938.875.2605/25/2020FNA
FNARM 830970 247,348.340.30$260,771.225.0108/01/2035FN
FNARM 847965 158,004.540.19$166,086.935.1411/01/2035FN
FNARM 886163 469,009.110.57$495,167.016.3307/01/2036FN
FNCI 735569 134,717.050.17$147,223.748.0010/01/2016FN
FNCI 888104 251,636.240.31$264,799.485.0005/01/2021FN
FNCI JAN TBA 1,100,000.001.28$1,106,359.104.0001/01/2024FNCI
FNCL 257062 225,350.270.27$231,523.945.0001/01/2038FN
FNCL 303157 14,927.820.02$16,526.7610.0005/01/2022FN
FNCL 527338 22,248.870.03$25,508.448.0002/01/2030FN
FNCL 70575 11,660.180.02$13,256.5310.0007/01/2020FN
FNCL 725380 224,918.630.29$248,085.6510.0002/01/2025FN
FNCL 888678 640,770.550.76$658,825.615.0012/01/2036FN
FNCL 899952 147,378.440.17$151,416.015.0012/01/2037FN
FNCL 948116 781,752.580.96$829,268.526.0011/01/2037FN
FNCL 961408 109,193.420.13$112,178.725.0002/01/2038FN
FNCL JAN TBA 2,465,000.002.84$2,460,378.134.5001/01/2040FNCL
FNGT 2001-T10 A1 183,397.010.24$203,713.957.0012/25/2041FNGT
FNGT 2002-T1 A2 100,564.420.13$111,705.077.0011/25/2031FNGT
FNKL 552213 11,198.270.01$12,971.7710.5006/01/2030FN
FNR 1988-15 A 1,018.890.00$1,148.699.0006/25/2018FNR
FNR 1996-46 ZA 134,988.060.17$147,470.827.5011/25/2026FNR
FNR 2002-83 GH 465,000.000.57$492,468.435.0012/25/2017FNR
FNS 35 2 60,795.800.09$75,493.7412.0007/01/2018FNS
FNS J 1 229.470.00$232.577.0011/01/2010FNS
FNW 2002-W1 2A 105,657.850.14$119,129.237.5002/25/2042FNW
FORD MOTOR COMPANY TERM B 242,071.940.26$224,348.643.2912/15/2013LN303249
FORD MOTOR CREDIT 150,000.000.18$151,547.107.2510/25/2011345397TY9
FORD MOTOR CREDIT CO LLC 175,000.000.20$176,581.837.5008/01/2012F
FORDF 2009-2 A 100,000.000.12$100,172.671.7809/15/2014FORDF
FREEPORT-MCMORAN C & G 105,000.000.13$115,132.618.3804/01/201735671DAS4
FREESCALE SEMICONDUCTOR INC 265,000.000.28$244,462.508.8812/15/2014FSL
FSPC T-42 A5 38,603.230.05$43,271.817.5002/25/2042FSPC
G2GP 9194 6,175.980.01$6,765.4310.7503/20/2016G2
G2SF 109 3,800.020.00$4,226.0812.0004/20/2014G2
G2SF 1107 621.120.00$685.2010.5012/20/2018G2
G2SF 1139 500.160.00$553.8610.5002/20/2019G2
G2SF 1186 2,112.330.00$2,398.1510.0005/20/2019G2
G2SF 1203 609.760.00$680.4810.5006/20/2019G2
G2SF 1221 642.170.00$709.9211.0007/20/2019G2
G2SF 1256 461.320.00$514.8310.5009/20/2019G2
G2SF 127 1,788.070.00$2,012.8512.5005/20/2014G2
G2SF 1329 2,495.230.00$2,783.6610.5001/20/2020G2
G2SF 1347 4,789.670.01$5,343.3210.5002/20/2020G2
G2SF 1382 843.320.00$958.0510.0004/20/2020G2
G2SF 1383 11,312.660.01$12,502.3810.5004/20/2020G2
G2SF 1401 7,296.110.01$8,139.4910.5005/20/2020G2
G2SF 1418 7,551.870.01$8,579.2610.0006/20/2020G2
G2SF 1454 2,356.070.00$2,676.6010.0008/20/2020G2
G2SF 1455 1,290.130.00$1,439.2610.5008/20/2020G2
G2SF 1491 5,941.400.01$6,628.1910.5010/20/2020G2
G2SF 1544 5,293.520.01$6,029.7110.0001/20/2021G2
G2SF 1562 11,381.690.01$12,964.5810.0002/20/2021G2
G2SF 1616 5,989.490.01$6,822.4710.0005/20/2021G2
G2SF 1634 1,148.560.00$1,308.2910.0006/20/2021G2
G2SF 1779 23,020.510.03$25,620.0110.5002/20/2021G2
G2SF 19 15,378.720.02$17,056.2412.5010/20/2013G2
G2SF 20 3,167.980.00$3,564.6312.5011/20/2013G2
G2SF 21 8,424.490.01$9,499.2512.5012/20/2013G2
G2SF 2935 14,480.850.02$16,596.018.0006/20/2030G2
G2SF 2972 26,740.850.03$30,019.987.5009/20/2030G2
G2SF 335 528.360.00$582.2611.0005/20/2015G2
G2SF 337 405.570.00$453.4012.0005/20/2015G2
G2SF 368 2,520.400.00$2,845.8812.5007/20/2015G2
G2SF 438 929.880.00$1,051.0210.0011/20/2015G2
G2SF 514 1,205.300.00$1,324.4710.5003/20/2016G2
G2SF 909 1,182.220.00$1,306.5010.5001/20/2018G2
G2SF 93 3,236.680.00$3,577.4012.0003/20/2014G2
GAZ CAPITAL SA 100,000.000.13$112,000.009.2504/23/2019GAZPRU
GCCFC 2004-GG1 A7 145,000.000.17$147,175.325.3206/10/2036GCCFC
GCCFC 2005-GG5 A5 140,000.000.15$132,609.405.2204/01/2037396789LL1
GCCT 2008-3 A 150,000.000.17$148,294.921.2307/15/2011GCCT
GEMNT 2009-3 A 135,000.000.16$135,107.922.5409/15/2014GEMNT
GENERAL ELECTRIC CAPITAL CORP 835,000.001.00$868,325.696.0008/07/2019GE
GMAC LLC 255,000.000.29$253,725.006.8809/15/2011GMAC
GNGP 901459 7,351.120.01$8,344.6412.2503/15/2014GN
GNGP 97135 14,314.360.02$15,707.1511.0003/15/2013GN
GNJO 503952 51,405.140.06$55,259.556.5007/15/2014GN
GNSF 101883 6,385.910.01$7,211.4412.5011/15/2013GN
GNSF 108766 2,077.460.00$2,315.7012.0004/15/2014GN
GNSF 108998 7,175.430.01$7,990.2812.0004/15/2014GN
GNSF 110373 7,589.140.01$8,511.7612.0004/15/2014GN
GNSF 118154 6,140.300.01$6,807.9312.0005/15/2014GN
GNSF 120204 3,151.880.00$3,535.0612.0006/15/2014GN
GNSF 120699 465.430.00$523.4512.0003/15/2015GN
GNSF 122189 2,332.050.00$2,622.7512.0003/15/2015GN
GNSF 126639 20,908.400.03$23,627.4612.0005/15/2015GN
GNSF 132806 23,105.550.03$26,110.3412.0006/15/2015GN
GNSF 133547 19,379.640.02$21,899.8912.0004/15/2015GN
GNSF 139299 6,900.170.01$7,797.5112.0011/15/2015GN
GNSF 143231 26,872.550.04$31,739.3212.5001/15/2016GN
GNSF 248625 2,787.920.00$3,163.5910.0009/15/2018GN
GNSF 262211 7,458.220.01$8,463.2210.0009/15/2018GN
GNSF 268362 3,746.640.00$4,217.1011.5007/15/2015GN
GNSF 277064 3,731.310.00$4,280.359.5010/15/2019GN
GNSF 283861 16,522.070.02$18,431.8111.0008/15/2015GN
GNSF 283907 510.200.00$569.1711.0009/15/2015GN
GNSF 39619 120.590.00$124.3811.0003/15/2010GN
GNSF 40070 498.870.00$510.7711.0008/15/2010GN
GNSF 40336 832.450.00$858.6411.0007/15/2010GN
GNSF 40757 607.720.00$623.2612.5005/15/2010GN
GNSF 41504 266.460.00$274.8411.0007/15/2010GN
GNSF 46809 1,594.700.00$1,611.2612.5001/15/2011GN
GNSF 516525 14,060.330.02$16,171.168.0005/15/2030GN
GNSF 59166 1,796.580.00$1,958.8712.0012/15/2012GN
GNSF 60387 3,847.800.00$4,266.1712.0002/15/2013GN
GNSF 70183 3,501.900.00$3,659.8312.5012/15/2013GN
GNSF 780010 29,102.560.04$33,100.139.5003/15/2023GN
GNSF 780118 19,334.990.02$22,186.239.5008/15/2021GN
GNSF 781389 19,989.030.03$22,529.217.5001/15/2032GN
GOLDMAN SACHS GROUP 210,000.000.26$220,902.155.1201/15/201538141GEA8
GOLDMAN SACHS GROUP INC 75,000.000.09$79,324.585.9501/18/201838141GFG4
GOLDMAN SACHS GROUP INC 140,000.000.17$150,367.286.2509/01/201738144LAB6
GOLDMAN SACHS GROUP INC/THE 125,000.000.15$132,865.385.2510/15/2013GS
GOODYEAR TIRE & RUBBER CO/THE 195,000.000.25$216,450.0010.5005/15/2016GT
GRAHAM PACKAGING 200,000.000.24$205,000.009.8810/15/201438470RAD3
GRAHAM PACKAGING CO LP/GPC CAP 120,000.000.14$119,100.008.2501/01/2017GRAHAM
GRAPHIC PACKAGING INTERNATIONA 245,000.000.29$254,187.509.5008/15/2013GPK
GSMPS 1998-2 A 127,990.000.14$122,710.417.7505/19/2027GSMPS
GSMPS 1999-3 A 270,442.050.31$271,987.528.0008/19/2029GSMPS
GSMS 2004-GG2 A6 405,000.000.46$397,983.985.4008/10/2038GSMS
GSMS 2005-GG4 A4A 345,000.000.39$334,017.344.7507/10/2039GSMS
GSMS 2006-GG6 A4 685,000.000.72$624,729.255.5504/10/2038GSMS
GSMS 2006-RR3 A1S 310,000.000.10$89,900.005.6607/18/2056GSMS
GSMS 2007-GG10 A4 220,000.000.22$188,901.865.8108/10/2045GSMS
GXS WORLDWIDE INC 235,000.000.27$232,062.509.7506/15/2015GXSWLD
HARRAHS CHESTER DOWNS TERM LOA 115,000.000.13$116,006.2512.3812/31/2016HET
HART 2007-A A3A 38,146.400.04$38,821.025.0401/17/2012HART
HART 2008-A A3 150,000.000.18$156,280.044.9312/17/2012HART
HCA INC TERM B 94,432.680.10$90,561.412.5311/18/2013LN329193
HCA INC/DE 136,000.000.17$147,560.009.6211/15/2016HCA
HCA INC/DE 195,000.000.24$209,868.759.2511/15/2016HCA
HDMOT 2005-2 A2 52,266.920.06$52,712.894.0702/15/2012HDMOT
HDMOT 2006-1 A2 50,183.430.06$51,504.635.0410/15/2012HDMOT
HDMOT 2009-4 A3 100,000.000.12$99,623.971.0002/17/2014HDMOT
HOLOGIC INC 170,000.000.17$145,987.502.0012/15/2037HOLX CB
HOSPIRA INC 380,000.000.49$421,073.066.4005/15/2015HSP
HUGHES NETWORK SYSTEMS LLC/HNS 270,000.000.32$280,125.009.5004/15/2014HUGH
ILFC E-CAPITAL TRUST II 210,000.000.13$111,300.006.2512/21/2065AIG
ILLINOIS POWER CO 454,000.000.65$565,418.419.7511/15/2018AEE
INDONESIA TREASURY BOND 1,000,000,000.000.14$125,193.3212.8006/15/2021INDOGB
INDONESIA TREASURY BOND 1,521,000,000.000.20$173,822.1410.7505/15/2016INDOGB
INDONESIAN RUPIAH 125,869,133.000.02$13,354.820.00N/ARUPIAH
INMARSAT FINANCE PLC 100,000.000.12$102,750.007.3812/01/2017ISATLN
INTELSAT BERMUDA LTD 250,000.000.29$251,875.0011.2502/04/2017INTEL
INTELSAT JACKSON HLDG 180,000.000.23$195,750.0011.2506/15/2016INTEL
INTER-AMERICAN DEVELOPMENT BAN 232,000.000.24$204,244.235.3805/27/2014IADB
INTERNATIONAL BANK FOR RECONST 128,000.000.13$109,185.575.7510/21/2019IBRD
INTERNATIONAL BANK FOR RECONST 870,000.000.08$65,660.975.7508/20/2012B4T0JM3
INTERNATIONAL LEASE FINANCE CO 112,000.000.11$97,274.025.3503/01/2012AIG
INTERNATIONAL LEASE FINANCE CO 146,000.000.14$117,622.136.6211/15/2013AIG
INTERNATIONAL LEASE FINANCE CO 190,000.000.17$151,131.895.8805/01/2013AIG
INTERNATIONAL PAPER CO 75,000.000.09$79,814.637.3011/15/2039IP
INTERPUBLIC GROUP OF COS INC 65,000.000.08$72,475.0010.0007/15/2017IPG
INTERPUBLIC GROUP OF COS INC 150,000.000.19$167,250.0010.0007/15/2017IPG
INVERNESS MEDICAL INNOVATIONS 80,000.000.09$82,200.009.0005/15/2016IMA
IPALCO ENTERPRISES INC 33,000.000.04$34,650.008.1211/14/2011AES
IRON MOUNTAIN INC 75,000.000.09$78,187.508.7507/15/2018IRM
IRON MOUNTAIN INC 125,000.000.15$127,500.008.0006/15/2020IRM
J. C. PENNEY COMPANY, INC 5-YE 220,000.000.00$3,783.971.0003/20/2015/JCP
J.C PENNEY COMPANY, INC 5-YEAR 90,000.000.00$1,547.981.0003/20/2015/JCP1
JARDEN CORP 130,000.000.15$130,325.007.5005/01/2017JAH
JBS USA LLC/JBS USA FINANCE IN 14,000.000.02$15,925.0011.6205/01/2014JBSUS
JDOT 2008-A A3 77,325.320.09$78,322.694.1806/15/2012JDOT
JEFFERIES GROUP 40,000.000.04$31,965.726.2501/15/2036472319AC6
JEFFERIES GROUP INC 275,000.000.27$234,937.456.4506/08/2027JEF
JP MORGAN CHASE CAPITAL XXV 326,000.000.38$324,904.976.8010/01/2037JPM
JPM CHASE CAPITAL XXII 110,000.000.12$101,257.756.4502/02/203748123QAA1
JPMC CAPITAL XVIII 90,000.000.10$87,697.806.9508/17/2036481227AA4
JPMCC 2002-C2 A2 200,000.000.24$206,072.065.0512/12/2034JPMCC
JPMCC 2005-LDP4 A4 150,000.000.17$144,214.824.9210/01/204246625YUA9
JPMCC 2005-LDP5 A4 240,000.000.27$237,593.185.1812/15/2044JPMCC
JPMCC 2006-LDP9 A2 150,000.000.16$143,435.915.1305/15/2047JPMCC
JPMMT 2007-A1 7A4 562,048.910.26$224,162.475.2907/25/2035JPMMT
JPMORGAN CHASE BANK NA 250,000.000.31$268,084.506.0010/01/2017JPM
KEYBANK NA 250,000.000.28$243,565.005.8007/01/201449306CAH4
KINDER MORGAN ENER PART 10,000.000.01$11,113.336.8502/15/2020KMP
KINDER MORGAN ENER PART 350,000.000.50$431,375.359.0002/01/2019KMP
KOPPERS INC 175,000.000.20$177,625.007.8812/01/2019KOP
KOREA DEVELOPMENT BANK/REPUBLI 195,000.000.24$205,047.385.3001/17/2013KDB
KOREA EXPRESSWAY CORP 100,000.000.12$102,123.604.5003/23/2015HIGHWY
KREDITANSTALT FUER WIEDERAUFBA 290,000.000.19$167,559.4410.0005/15/2012KFW
L-3 COMMUNICATIONS CORP 140,000.000.16$142,100.006.1207/15/2013LLL
LABRANCHE & CO INC 205,000.000.23$198,081.2511.0005/15/2012LAB
LAZARD GROUP 162,000.000.19$163,269.596.8506/15/2017LAZ
LAZARD GROUP LLC 34,000.000.04$35,336.037.1205/15/2015LAZ
LBUBS 2004-C1 A4 180,000.000.20$176,069.704.5701/15/203152108HYK4
LEVEL 3 COMMUNICATION INC TERM 185,000.000.23$198,042.5011.5003/13/2014LVLT
LEVEL 3 FINANCING INC 85,000.000.09$80,750.009.2511/01/2014527298AM5
LMT 2005-2 2A3 150,961.310.15$131,751.765.5012/25/2035LMT
LONG TERM RECEIVABLES -274,774.86-0.28-$274,774.860.00N/ASECNCAHUS
LUBRIZOL CORP 200,000.000.29$249,064.008.8802/01/2019LZ
MACY'S INC 5-YR CDS 03/20/2015 220,000.00-0.01-$8,589.561.0003/20/2015/M
MACY'S, INC 5-YR CDS 03/20/201 90,000.00-0.00-$3,513.911.0003/20/2015/M1
MAJAPAHIT HOLDING BV 162,000.000.20$171,720.008.0008/07/2019PLNIJ
MARP 2005-1 1A5 215,686.730.24$204,632.798.0008/25/2034MARP
MASSEY ENERGY CO 215,000.000.25$215,806.256.8812/15/2013MEE
MATS 2007-1 A4 80,000.000.09$79,124.560.2912/15/2013MATS
MAY DEPT STORES 430,000.000.45$393,450.006.6507/15/2024577778CB7
MDST 2005-1 A 301,240.090.33$283,051.075.7401/15/2040MDST
MDST 2006-1 A 209,056.670.24$208,676.435.7910/15/2040MDST
MEDCO HEALTH SOLUTIONS INC 280,000.000.36$315,255.367.1203/15/2018MHS
METLIFE INC 15,000.000.02$16,733.966.8208/15/2018MET
METLIFE INC 5-YR CDS 12/20/201 415,000.00-0.01-$10,893.761.0012/20/2014/MET
METLIFE INC 5YR CDS 09/20/14 80,000.000.01$12,042.365.0009/20/2014/MET
METROPCS WIRELESS INC 10,000.000.01$10,175.009.2511/01/2014GWIR
METROPCS WIRELESS INC 190,000.000.22$193,325.009.2511/01/2014GWIR
MEXICAN BONOS 2,982,000.100.30$260,062.7910.0011/20/2036MBONO
MEXICAN PESO 150,756.650.01$11,527.940.00N/APESOS
MGM MIRAGE 30,000.000.04$32,700.0010.3805/15/2014MGM
MGM MIRAGE 35,000.000.04$38,937.5011.1211/15/2017MGM
MGM MIRAGE 55,000.000.07$63,387.5013.0011/15/2013MGM
MIDAMERICAN FUNDING LLC 102,000.000.12$106,563.796.7503/01/2011BRK
MIDCONTINENT EXPRESS PIPELINE 400,000.000.47$410,988.806.7009/15/2019MCEXPP
MLCC 2004-HB1 A1 699,908.040.57$496,356.370.6004/25/2029MLCC
MLMT 2005-CIP1 A2 210,000.000.24$210,634.354.9607/12/2038MLMT
MORGAN STANLEY 375,000.000.45$391,937.256.2508/28/2017617446V71
MORGAN STANLEY 475,000.000.58$506,556.156.0004/28/201561747YCE3
MSC 2005-HQ6 A4A 492,000.000.55$476,243.704.9908/13/2042MSC
MSC 2007-T27 A4 475,000.000.53$458,600.585.6506/13/2042MSC
NEW ZEALAND DOLLAR 256.440.00$186.060.00N/ANEWZEALND
NEWPAGE CORP 135,000.000.16$137,025.0011.3812/31/2014NEWPAG
NEXEN INC 240,000.000.32$276,032.887.5007/30/2039NXY
NIELSEN FINANCE LLC / NIELSEN 15,000.000.02$16,837.5011.5005/01/2016VNU
NIELSEN FINANCE LLC / NIELSEN 85,000.000.11$95,943.7511.6202/01/2014VNU
NOBLE ENERGY INC 180,000.000.25$215,707.868.2503/01/2019NBL
NORDIC TELEPHONE CO HOLDINGS A 125,000.000.15$132,812.508.8805/01/2016TDCDC
NORDSTROM INC 90,000.000.12$99,964.267.0001/15/2038JWN
NORDSTROM INC 195,000.000.25$217,985.246.7506/01/2014JWN
NRG ENERGY 45,000.000.05$45,675.007.2502/01/2014629377AT9
NRG ENERGY 50,000.000.06$50,250.007.3801/15/2017629377AX0
NRG ENERGY INC 210,000.000.24$210,787.507.3802/01/2016NRG
NUVEEN INVESTMENT TERM B 90,701.510.09$79,859.963.2811/13/2014LN364753
NUVEEN INVESTMENTS INC SECOND 85,000.000.10$88,102.5012.5007/09/2015NUVINV
OSI RESTAURANT PARTNERS INC 215,000.000.22$190,812.5010.0006/15/2015OSI
OWENS BROCKWAY GLASS CONTAINER 75,000.000.09$77,812.507.3805/15/2016OI
PAETEC HOLDING CORP 95,000.000.11$96,662.508.8806/30/2017PAET
PENNSYLVANIA ELECTRIC CO 300,000.000.34$296,044.505.2004/01/2020FE
PETROBRAS INTERNATIONAL FINANC 145,000.000.17$148,231.625.7501/20/2020PETBRA
PETROHAWK ENERGY CORP 25,000.000.03$26,250.009.1207/15/2013HAWK
PETROHAWK ENERGY CORP 45,000.000.05$45,675.007.8806/01/2015HAWK
PETROHAWK ENERGY CORP 120,000.000.15$131,700.0010.5008/01/2014HAWK
PINNACLE ENTERTAINMENT INC 100,000.000.12$102,500.008.6208/01/2017PNK
PLAINS ALL AMERICAN PIPELINE L 190,000.000.23$199,853.406.1201/15/2017PAA
PLAINS ALL AMERICAN PIPELINE L 390,000.000.45$391,027.655.7501/15/2020PAA
PNC BANK NA 250,000.000.31$265,774.006.8804/01/2018PNC
PNC FINANCIAL SERVICES 260,000.000.31$265,324.540.0805/29/2049PNC PFD
PNC FUNDING 225,000.000.27$231,672.385.2511/15/2015693476AT0
PPL ELECTRIC UTILITIES CORP 130,000.000.17$148,727.287.1211/30/2013PPL
PRIDE INTERNATIONAL INC 235,000.000.32$272,600.008.5006/15/2019PDE
PROGRESS ENERGY INC 160,000.000.18$155,789.764.8812/01/2019PGN
PROLOGIS 205,000.000.23$202,560.917.3810/30/2019PLD
PROVINCE OF ONTARIO CANADA 122,000.000.14$117,563.114.4006/02/2019ONT
PROVINCE OF ONTARIO CANADA 135,000.000.15$129,525.484.0010/07/2019ONT
PSYCHIATRIC SOLUTIONS 215,000.000.24$209,087.507.7507/15/201574439HAD0
PUBLIC SERVICE CO OF OKLAHOMA 485,000.000.56$482,449.395.1512/01/2019AEP
QUEBEC PROVINCE 19,000.000.02$18,261.634.5012/01/201974814ZEE9
QUEST DIAGNOSTIC 55,000.000.07$60,444.406.4007/01/201774834LAM2
QUEST DIAGNOSTICS INC 407,000.000.51$440,557.965.4511/01/2015DGX
QWEST CORP 70,000.000.09$75,425.008.3805/01/2016QUS
RABOBANK NEDERLAND NV 325,000.000.46$397,358.0011.0012/29/2049RABOBK
RAMP 2004-SL1 A3 18,593.080.02$18,618.827.0011/25/2031RAMP
RANGE RESOURCES CORP 115,000.000.14$123,625.008.0005/15/2019RRC
REGENCY CENTERS LP 95,000.000.10$88,041.825.8806/15/2017REG
REGIONS FINANCIAL CORP 260,000.000.30$256,672.267.7511/10/2014RF
RELIANCE STEEL & ALUMINUM CO 116,000.000.11$97,837.536.8511/15/2036RS
REPUBLIC OF BRAZIL 250,000.000.19$162,794.0312.5001/05/2022B1DY4M5
RR DONNELLEY 5YR CDS 06/20/214 600,000.00-0.10-$89,358.415.0006/20/2014SPK604UP
RYLAND GROUP INC 115,000.000.14$123,625.008.4005/15/2017RYL
SALLY HOLDINGS LLC 80,000.000.10$86,400.0010.5011/15/2016SBH
SECURITIZED NET CASH - ACR1 1,066,412.761.23$1,066,412.760.00N/ASECCASHAC
SECURITY LENDING COLLATERAL 13,371.660.00$568.300.00N/ASECLENDPL
SELECT MEDICAL CORP 85,000.000.10$82,875.007.6202/01/2015SELMED
SEMPRA ENERGY 135,000.000.15$133,764.086.0010/15/2039SRE
SHAW COMMUNICATION 89,000.000.10$83,817.476.7511/09/2039SJRCN
SILICON VALLEY BANK 250,000.000.29$254,060.255.7006/01/2012SIVB
SOUTH AFRICA RAND 81,000.000.01$10,931.170.00N/AZAR
SOUTHERN COPPER CORP 166,000.000.19$164,894.117.5007/27/2035PCU
SPRINT NEXTEL CORP 335,000.000.36$307,362.506.0012/01/2016852061AD2
STEEL CAPITAL SA FOR OAO SEVER 288,000.000.34$291,600.009.7507/29/2013CHMFRU
STEEL DYNAMICS INC 95,000.000.11$94,643.756.7504/01/2015STLD
SUPERVALU INC 40,000.000.05$40,800.008.0005/01/2016SVU
SUPERVALU INC 130,000.000.15$132,275.007.5011/15/2014868536AS2
TECK RESOURCES LTD 50,000.000.07$58,500.0010.2505/15/2016TCKCN
TECK RESOURCES LTD 120,000.000.17$144,000.0010.7505/15/2019TCKCN
TELECOM ITALIA CAPITAL 440,000.000.53$460,609.605.2510/01/201587927VAQ1
TELECOM ITALIA CAPITAL SA 155,000.000.20$173,105.247.1806/18/2019TITIM
TELESAT CANADA / TELESAT LLC 115,000.000.14$125,350.0011.0011/01/2015TELSAT
TENET HEALTHCARE 210,000.000.24$211,575.007.3802/01/201388033GAY6
TEXAS COMPETITIVE ELECTRIC HOL 50,000.000.05$40,750.0010.5011/01/2015TXU
TIME WARNER CABLE INC 485,000.000.67$578,649.148.2504/01/2019TWC
TOYS R US TERM B 215,000.000.24$210,666.684.4907/19/2012LN280933
TRANS-CANADA PIPELINES 160,000.000.17$150,337.606.3505/15/2067TRP
TSY INFL IX N/B 412,704.600.52$446,269.042.3801/15/2017TII
TSY INFL IX N/B 473,829.750.58$501,667.252.0001/15/2014TII
TSY INFL IX N/B 860,426.401.04$895,918.991.6201/15/2015TII
TWIN REEFS PASS-THROUGH TRUST 200,000.000.00$0.001.3912/31/2049XLFATR
TYCO INTERNATIONAL FINANCE SA 355,000.000.50$429,453.808.5001/15/2019TYC
UNITEDHEALTH GROUP INC 63,000.000.06$56,642.615.8003/15/203691324PAR3
UNITEDHEALTH GROUP INC 165,000.000.20$170,709.006.0002/15/2018UNH
UNITEDHEALTH GROUP INC 172,000.000.21$183,761.535.5011/15/2012UNH
UNITEDHEALTH GROUP INC 5-YEAR 110,000.00-0.00-$998.751.0012/19/2014/UNH
UNIVISION COMMUNICATIONS TERM 190,000.000.19$165,537.502.5309/29/2014LN321128
US BANK NA 250,000.000.31$265,437.254.9510/30/2014USB
US TREASURY N/B 335,000.000.38$327,515.104.5008/15/2039T
US TREASURY N/B 2,490,000.002.81$2,431,841.072.1211/30/2014T
US TREASURY N/B 2,530,000.002.81$2,434,348.293.3811/15/2019T
USB CAPITAL IX 395,000.000.37$321,431.256.1904/15/2049USB
USB REALTY CORP 200,000.000.17$147,500.006.0912/22/2049USB
USG CORP 35,000.000.04$37,537.509.7508/01/2014USG
USG CORP 140,000.000.14$126,000.006.3011/15/2016USG
VALE OVERSEAS LTD 95,000.000.11$96,113.786.8811/10/2039VALEBZ
VALE OVERSEAS LTD 160,000.000.18$160,265.766.8811/21/2036CVRD
VERIZON COMMUNICATIONS INC 115,000.000.14$120,622.246.4002/15/2038VZ
VIDEOTRON LTEE 40,000.000.05$40,400.006.8801/15/2014QBRCN
VIP FINANCE IRELAND LTD FOR OJ 210,000.000.26$225,225.009.1204/30/2018VIP
VIRGIN MEDIA FINANCE PLC 21,000.000.02$21,787.508.7504/15/2014VMED
VIRGIN MEDIA INC 105,000.000.14$124,950.006.5011/15/2016VMED CB
VIVENDI 147,000.000.18$159,572.036.6204/04/2018VIVFP
VIVENDI 290,000.000.35$305,115.965.7504/04/2013VIVFP
VODAFONE GROUP PLC 95,000.000.12$99,698.895.0009/15/2015VOD
VODAFONE GROUP PLC 565,000.000.70$607,856.955.3801/30/2015VOD
VOLVO TREASURY AB 205,000.000.24$211,778.945.9510/01/2015VLVY
VTB CAPITAL SA 180,000.000.21$181,800.006.8805/29/2018VTB
WACHOVIA CORP 65,000.000.08$67,360.025.2508/01/2014929903AJ1
WACHOVIA CORP 290,000.000.34$296,937.965.6210/15/2016929903CH3
WAMU 2006-AR10 1A1 25,539.860.02$19,372.085.9209/25/2036WAMU
WAMU 2007-HY1 1A1 146,126.860.11$92,983.655.6702/25/2037WAMU
WEATHERFORD INTERNATIONAL INC 30,000.000.04$32,125.085.9506/15/2012WFT
WEATHERFORD INTERNATIONAL LTD 130,000.000.16$135,687.244.9510/15/2013947075AA5
WEATHERFORD INTERNATIONAL LTD 330,000.000.48$412,072.989.6203/01/2019WFT
WELLPOINT INC 36,000.000.04$37,492.345.0012/15/2014WLP
WELLPOINT INC 99,000.000.12$107,462.726.0002/15/2014WLP
WELLPOINT INC 135,000.000.17$151,246.317.0002/15/2019WLP
WELLS FARGO CAPITAL XIII 495,000.000.56$482,625.007.7012/29/2049WFC
WESTPAC BANKING CORP 175,000.000.20$173,060.654.8811/19/2019WSTP
WFMBS 2005-AR16 2A1 8,341.130.01$7,055.143.7510/25/2035WFMBS
WFMBS 2005-AR16 6A4 336,908.970.15$127,800.025.0010/25/2035WFMBS
WFMBS 2006-1 A3 20,071.220.02$18,967.305.0003/25/2021WFMBS
WFMBS 2006-AR10 5A1 14,898.070.01$11,598.025.5907/25/2036WFMBS
WFMBS 2006-AR5 2A1 47,132.140.04$36,734.585.5404/25/2036WFMBS
WFMBS 2006-AR6 7A1 655,021.600.67$583,948.225.1103/25/2036WFMBS
WIND ACQUISITION FINANCE SA 250,000.000.32$274,375.0011.7507/15/2017WINDIM
WINDSTREAM CORP 190,000.000.23$198,075.008.1208/01/2013WIN
WMALT 2005-1 5A2 165,007.880.12$108,750.516.0003/25/2035WMALT
WOART 2008-A A3A 110,000.000.13$112,368.343.9410/15/2012WOART
WOODSIDE FINANCE LTD 60,000.000.07$61,436.825.0011/15/2013980236AD5
WOODSIDE FINANCE LTD 375,000.000.44$378,752.254.5011/10/2014WPLAU
WPP FINANCE UK 370,000.000.49$421,204.308.0009/15/2014WPPLN
XEROX CORP 120,000.000.16$137,782.688.2505/15/2014XRX
XEROX CORP 140,000.000.16$139,182.124.2502/15/2015XRX
YALE UNIVERSITY 250,000.000.29$249,352.002.9010/15/2014YALUNI
ZIONS BANCORPORATION 55,000.000.06$48,583.437.7509/23/2014ZION
ZIONS BANCORPORATION 150,000.000.12$106,170.455.5011/16/2015ZION



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