Delaware Core Plus Bond Fund

Holdings as of 07/30/2010 (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
ABBOTT LABORATORIES	465,000.00	0.48	$493,511.48	4.12	05/27/2020	ABT
ACHMEA HYPOTHEEKBANK NV	115,000.00	0.12	$120,303.00	3.20	11/03/2014	ACHMEA
AEIT 2005-2 A	400,000.00	0.39	$398,403.24	0.42	08/15/2013	AEIT
AHM 2005-2 5A1	22,161.16	0.02	$19,526.35	5.06	09/25/2035	AHM
AHMAT 2009-ADV3 A1	140,000.00	0.14	$139,902.20	2.30	10/06/2021	AHMAT
ALCOA INC	130,000.00	0.13	$131,987.57	6.15	08/15/2020	AA
ALLIED WASTE NORTH AMERICA INC	130,000.00	0.14	$143,684.84	6.88	06/01/2017	AW
ALLIED WASTE NORTH AMERICA INC	215,000.00	0.23	$232,476.06	7.12	05/15/2016	AW
ALLYA 2010-2 A3	75,000.00	0.07	$75,568.66	1.00	07/15/2014	ALLYA
AMERICAN TOWER CORP	220,000.00	0.25	$252,725.00	7.00	10/15/2017	AMT
AMERICAN TRANSMISSION SYSTEMS	155,000.00	0.16	$163,432.31	5.25	01/15/2022	FE
AMGEN INC	60,000.00	0.06	$64,936.74	4.50	03/15/2020	AMGN
AMOT 2010-1 A	140,000.00	0.14	$142,437.09	2.10	01/15/2015	AMOT
AMTT 2007-1A AFX	300,000.00	0.32	$327,851.67	5.42	04/15/2037	AMTT
ANHEUSER-BUSCH INBEV WORLDWIDE	390,000.00	0.41	$419,600.61	5.00	04/15/2020	ABIBB
ARCELORMITTAL	125,000.00	0.16	$161,761.25	9.85	06/01/2019	MTNA
ASIAN DEVELOPMENT BANK/PASIG	335,000.00	0.34	$351,663.91	2.75	05/21/2014	ASIA
AT&T INC	455,000.00	0.51	$519,928.50	6.50	09/01/2037	T
ATI HOLDINGS LLC TERM LOAN	184,537.50	0.18	$179,693.39	7.00	02/18/2016	ATIHLD
AUSTRALIA GOVERNMENT BOND	797,000.00	0.67	$682,590.11	4.50	04/15/2020	ACGB
AUSTRALIAN DOLLAR	4,139.50	0.00	$3,744.80	0.00	N/A	AUD
AUSTRALIAN GOVERNMENT	250,000.00	0.23	$238,780.10	6.00	02/15/2017	B01GVV4
BAAT 2009-3A A4	260,000.00	0.26	$269,171.34	2.67	12/15/2016	BAAT
BACCT 2007-A9 A9	90,000.00	0.09	$89,590.46	0.39	11/17/2014	BACCT
BACCT 2008-A5 A5	905,000.00	0.89	$913,301.93	1.55	12/16/2013	BACCT
BACCT 2010-A1 A1	300,000.00	0.29	$299,649.06	0.65	09/15/2015	BACCT
BACM 2004-3 A5	160,000.00	0.17	$171,752.86	5.59	06/10/2039	BACM
BACM 2004-5 A3	450,000.00	0.45	$460,052.19	4.56	11/10/2041	BACM
BACM 2005-1 A5	80,000.00	0.08	$86,143.04	5.31	11/10/2042	BACM
BACM 2005-6 A4	40,000.00	0.04	$43,624.26	5.35	09/10/2047	BACM
BACM 2006-2 A4	115,000.00	0.12	$124,279.71	5.93	05/10/2045	BACM
BACM 2006-4 A4	200,000.00	0.20	$210,433.68	5.63	07/10/2046	BACM
BAFC 2006-H 1A2	7,313.34	0.00	$858.71	3.38	09/20/2046	BAFC
BAXTER INTERNATIONAL INC	325,000.00	0.34	$351,675.35	4.50	08/15/2019	BAX
BB&T CORP	462,000.00	0.47	$480,993.28	5.25	11/01/2019	BBT
BEAR STEARNS COS LLC/THE	200,000.00	0.17	$177,524.53	5.27	12/07/2012	JPM
BOAA 2004-10 1CB1	24,558.20	0.02	$24,434.70	6.00	11/25/2034	BOAA
BOAA 2005-5 2CB1	2,574.28	0.00	$1,958.92	6.00	06/25/2035	BOAA
BRAMBLES USA INC	90,000.00	0.09	$92,210.31	3.95	04/01/2015	BXBAU
BRAMBLES USA INC	90,000.00	0.09	$93,890.07	5.35	04/01/2020	BXBAU
BRAZILIAN GOVERNMENT INTERNATI	36,000.00	0.05	$49,284.00	11.00	08/17/2040	BRAZIL
BRITISH POUNDS	962.89	0.00	$1,510.29	0.00	N/A	POUNDS
BSCMS 2005-PW10 A4	890,000.00	0.94	$962,325.58	5.40	12/11/2040	BSCMS
BSCMS 2005-PW10 AM	335,000.00	0.32	$330,362.60	5.45	12/11/2040	BSCMS
BSCMS 2005-T20 A4A	350,000.00	0.37	$380,516.61	5.30	10/12/2042	07387BCL5
BSCMS 2006-PW12 A4	55,000.00	0.06	$59,930.39	5.91	09/11/2038	BSCMS
BSCMS 2006-PW14 A4	300,000.00	0.31	$315,994.56	5.20	12/11/2038	BSCMS
BSCMS 2007-PW15 A4	330,000.00	0.32	$332,240.63	5.33	02/11/2044	BSCMS
BURLINGTON NORTHERN SANTA FE C	250,000.00	0.26	$267,553.75	4.70	10/01/2019	BNI
CANADIAN DOLLAR	37,596.50	0.04	$36,574.25	0.00	N/A	CANDOLLAR
CANADIAN GOVERNMENT BOND	390,000.00	0.37	$383,167.08	2.50	06/01/2015	CAN
CARAT 2008-1 A3A	51,707.33	0.05	$52,436.20	3.86	08/15/2012	CARAT
CAREFUSION CORP	370,000.00	0.42	$428,098.51	6.38	08/01/2019	CFN
CASH	-9,765,638.06	-9.53	-$9,765,638.06	0.00	12/15/2038	US-CASH
CCCIT 2007-A3 A3	165,000.00	0.20	$205,907.59	6.15	06/15/2039	CCCIT
CCCIT 2009-A1 A1	185,000.00	0.18	$189,563.86	2.10	03/17/2014	CCCIT
CDP FINANCIAL INC	250,000.00	0.26	$272,028.25	5.60	11/25/2039	CADEPO
CDP FINANCIAL INC	280,000.00	0.28	$292,339.60	4.40	11/25/2019	CADEPO
CDX.EM.13 06/20/2015 - JPMORGA	197,000.00	-0.02	-$25,292.57	5.00	06/20/2015	SPM802LA
CDX.NA.HY.14 06/20/2015 - BANK	250,000.00	0.00	$5,625.57	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - BANK	250,000.00	0.00	$5,625.57	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - BANK	305,000.00	0.01	$6,863.19	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - BARC	200,000.00	0.00	$4,500.46	5.00	06/20/2015	SP0F02UR
CDX.NA.HY.14 06/20/2015 - BARC	250,000.00	0.00	$5,625.57	5.00	06/20/2015	SPQ605EQ
CDX.NA.HY.14 06/20/2015 - BARC	360,000.00	0.01	$8,100.82	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI	200,000.00	0.00	$4,500.46	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI	245,000.00	0.00	$5,513.06	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI	250,000.00	0.00	$5,625.57	5.00	06/20/2015	SPQ605ER
CDX.NA.HY.14 06/20/2015 - CITI	255,000.00	0.00	$5,738.08	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - GOLD	250,000.00	0.00	$5,625.57	5.00	06/20/2015	SP0F02UQ
CDX.NA.HY.14 06/20/2015 - GOLD	360,000.00	0.01	$8,100.82	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - GOLD	450,000.00	0.01	$10,126.02	5.00	06/20/2015	SPY304Q3
CDX.NA.HY.14 06/20/2015 - JP M	275,000.00	0.01	$6,188.13	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - MORG	225,000.00	0.00	$5,063.01	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - MORG	265,000.00	0.00	$5,963.10	5.00	06/20/2015	/CDXHY
CENTRAIS ELETRICAS BRASILEIRAS	300,000.00	0.33	$342,000.00	6.88	07/30/2019	ELEBRA
CF INDUSTRIES INC	100,000.00	0.10	$107,000.00	7.12	05/01/2020	CFINDU
CHAIT 2009-A2 A2	260,000.00	0.26	$265,653.39	1.90	04/15/2014	CHAIT
CHARTER COMMUNICATIONS OPERATI	85,000.00	0.09	$95,625.00	10.88	09/15/2014	CHTR
CHESAPEAKE ENERGY CORP	95,000.00	0.10	$107,112.50	9.50	02/15/2015	CHK
CISCO SYSTEMS INC	510,000.00	0.53	$547,193.79	4.45	01/15/2020	CSCO
CITEC 2009-VT1 A3	130,000.00	0.13	$131,492.82	3.07	08/15/2016	CITEC
CITIZENS COMMUNICATIONS CO	145,000.00	0.14	$147,900.00	7.12	03/15/2019	CZN
CITY NATIONAL CAPITAL TRUST I	190,000.00	0.20	$201,777.53	9.62	02/01/2040	CYN
CMS ENERGY CORP	30,000.00	0.03	$34,407.33	8.75	06/15/2019	CMS
CMS ENERGY CORP	115,000.00	0.12	$119,737.08	6.55	07/17/2017	CMS
CMSI 2006-4 3A1	74,063.30	0.07	$72,643.36	5.50	08/25/2021	CMSI
CNH 2007-A A4	27,728.82	0.03	$27,702.24	0.39	09/17/2012	CNH
CNH 2008-A A3	16,928.67	0.02	$17,010.56	4.12	05/15/2012	CNH
CNH 2008-A A4A	145,000.00	0.15	$150,155.14	4.93	08/15/2014	CNH
CNH 2009-C A3	60,000.00	0.06	$60,782.38	1.85	12/16/2013	CNH
CNH 2009-C A4	175,000.00	0.18	$182,856.17	3.00	08/17/2015	CNH
CNH 2010-A A4	225,000.00	0.23	$231,827.20	2.49	04/15/2030	CNH
COBANK ACB	250,000.00	0.28	$284,846.00	7.88	04/16/2018	COBKAC
COMCAST CORP	450,000.00	0.50	$516,896.55	5.90	03/15/2016	20030NAL5
COMCAST CORPORATION 5-YR CDS 0	250,000.00	0.00	-$611.81	1.00	09/20/2015	/CMCSA
COMET 2006-A7 A7	100,000.00	0.10	$99,822.80	0.38	03/17/2014	COMET
COMET 2007-A4 A4	800,000.00	0.78	$795,056.08	0.38	03/16/2015	COMET
COMET 2007-A7 A7	380,000.00	0.43	$443,025.13	5.75	07/15/2020	COMET
COMET 2008-A3 A3	305,000.00	0.33	$335,402.64	5.05	02/15/2016	COMET
COMM 2005-C6 A5A	210,000.00	0.22	$225,875.12	5.12	06/10/2044	COMM
COMMONWEALTH EDISON CO	30,000.00	0.03	$34,549.68	5.80	03/15/2018	EXC
COMMONWEALTH EDISON CO	300,000.00	0.30	$307,409.40	4.00	08/01/2020	EXC
COMNI 2009-A13 A13	250,000.00	0.26	$272,397.40	5.35	08/15/2018	COMNI
COVIDIEN INTERNATIONAL FINANCE	475,000.00	0.48	$494,380.95	4.20	06/15/2020	COV
COX COMMUNICATIONS INC	85,000.00	0.09	$93,814.33	6.45	12/01/2036	224044BR7
COX COMMUNICATIONS INC	95,000.00	0.10	$108,585.29	6.25	06/01/2018	COXENT
COX COMMUNICATIONS INC	100,000.00	0.11	$116,781.50	6.95	06/01/2038	COXENT
CRICKET COMMUNICATIONS INC	150,000.00	0.15	$155,812.50	9.38	11/01/2014	LEAP
CRMSI 2006-3 A5	300,000.00	0.23	$240,459.60	5.95	11/25/2036	CRMSI
CROWN CASTLE TOWERS LLC	145,000.00	0.14	$146,268.75	4.88	08/15/2020	CCI
CSC HOLDINGS LLC	135,000.00	0.14	$145,968.75	8.50	06/15/2015	CVC
CSFB 2001-SPGA A2	255,000.00	0.26	$265,277.78	6.52	08/13/2018	CSFB
CSMC 2006-C1 AAB	115,000.00	0.12	$121,844.74	5.68	02/15/2039	CSMC
CVS PASS-THROUGH TRUST	216,320.70	0.26	$261,746.96	8.35	07/10/2031	CVS
CWHL 2006-17 A5	33,667.91	0.03	$29,768.02	6.00	12/25/2036	CWHL
CXHE 2005-D AF4	28,001.79	0.03	$27,883.17	5.27	10/25/2035	CXHE
CYTEC INDUSTRIES INC	225,000.00	0.27	$276,944.85	8.95	07/01/2017	CYT
DCAT 2008-B A3A	91,159.54	0.09	$92,700.60	4.71	09/10/2012	DCAT
DCENT 2007-A1 A1	190,000.00	0.22	$221,349.91	5.65	03/16/2020	DCENT
DCENT 2008-A4 A4	200,000.00	0.22	$224,220.26	5.65	12/15/2015	DCENT
DEVELOPERS DIVERSIFIED REALTY	150,000.00	0.16	$164,477.40	9.62	03/15/2016	DDR
DIGITAL REALTY TRUST LP	95,000.00	0.10	$97,488.43	5.88	02/01/2020	DLR
DIRECTV HOLDINGS LLC/DIRECTV F	610,000.00	0.66	$677,899.10	7.62	05/15/2016	DTV
DOW CHEMICAL CO/THE	255,000.00	0.31	$318,978.74	8.55	05/15/2019	DOW
DUKE ENERGY CAROLINAS LLC	370,000.00	0.39	$396,668.86	4.30	06/15/2020	DUK
DUKE ENERGY INDIANA INC	60,000.00	0.06	$61,138.68	3.75	07/15/2020	DUK
DUNKN 2006-1 A2	200,000.00	0.19	$195,369.60	5.78	06/20/2031	DUNKN
E*TRADE FINANCIAL CORP	50,000.00	0.06	$56,500.00	12.50	11/30/2017	ETFC
EKSPORTFINANS A/S	455,000.00	0.51	$522,200.77	5.50	05/25/2016	EXPT
EKSPORTFINANS ASA	190,000.00	0.19	$198,720.43	3.00	11/17/2014	EXPT
ENBRIDGE ENERGY	135,000.00	0.13	$133,167.38	8.05	10/01/2037	29250RAK2
ENERGY FUTURE HOLDINGS TERM B2	329,041.65	0.25	$257,570.52	3.73	10/10/2014	LN363469
ENERGY TRANSFER PARTNERS LP	235,000.00	0.29	$296,205.28	9.70	03/15/2019	ETP
ENTERPRISE PRODUCTS	70,000.00	0.06	$66,944.64	7.03	01/15/2068	293791AW9
ENTERPRISE PRODUCTS OPERATING	170,000.00	0.18	$182,475.79	5.20	09/01/2020	EPD
ENTERPRISE PRODUCTS OPERATING	230,000.00	0.27	$281,459.51	9.75	01/31/2014	EPD
EOG RESOURCES INC	190,000.00	0.19	$196,292.04	2.95	06/01/2015	EOG
ERAC USA FINANCE LLC	90,000.00	0.09	$92,425.95	5.25	10/01/2020	ENTERP
EURO	10,876.73	0.01	$14,174.55	0.00	N/A	EURO
EUROPEAN INVESTMENT BANK	119,000.00	0.11	$109,233.81	6.12	01/23/2017	EIB
EUROPEAN INVESTMENT BANK	900,000.00	0.12	$128,131.81	9.00	12/21/2018	EIB
EXPORT DEVELOPMENT CANADA	55,000.00	0.06	$56,490.45	2.25	05/28/2015	EDC
EXPORT-IMPORT BANK OF KOREA	100,000.00	0.11	$111,011.30	5.88	01/14/2015	EIBKOR
EXPORT-IMPORT BANK OF KOREA	225,000.00	0.24	$242,500.95	5.25	02/10/2014	EIBKOR
FGCI E01386	96,218.41	0.10	$103,497.74	5.00	06/01/2018	FG
FGCI G13245	161,307.91	0.17	$174,350.35	5.50	08/01/2023	FG
FGCI G13501	148,046.74	0.15	$158,349.03	5.00	01/01/2024	FG
FGCI J09951	488,525.37	0.50	$518,060.59	4.50	07/01/2024	FG
FGLMC A45798	155,375.86	0.17	$179,224.49	8.00	05/01/2031	FG
FGLMC AUG TBA	210,000.00	0.22	$228,079.74	6.00	08/01/2040	FGLMC
FGLMC SEP TBA	1,300,000.00	1.35	$1,380,437.50	5.00	09/01/2040	FGLMC
FHARM 1G1067	83,807.93	0.09	$88,180.63	5.69	07/01/2036	FH
FHARM 1H1348	229,299.48	0.24	$244,523.02	5.81	10/01/2036	FH
FHASI 2006-3 1A11	267,722.18	0.25	$260,571.59	6.25	11/25/2036	FHASI
FHLB-DN 8-2-10	15,457,080.34	15.08	$15,457,054.58	0.06	08/02/2010	0802PFDIS
FHLMC 170128	1,357.54	0.00	$1,558.31	11.50	06/01/2015	FH
FHLMC 170129	1,706.69	0.00	$1,981.53	11.50	06/01/2015	FH
FHLMC 170139	955.11	0.00	$1,054.66	11.50	08/01/2015	FH
FHLMC 555085	6,775.99	0.01	$7,839.44	11.50	03/01/2016	FH
FHLMC 555089	26,066.42	0.03	$30,191.41	11.50	02/01/2016	FH
FHLMC 555301	14,016.77	0.02	$16,035.75	10.00	01/01/2019	FH
FHR 2557 WE	300,000.00	0.32	$330,942.36	5.00	01/15/2018	FHR
FHR 2662 MA	137,768.17	0.14	$145,046.52	4.50	10/15/2031	FHR
FHR 3131 MC	200,000.00	0.21	$217,403.86	5.50	04/15/2033	FHR
FHR 3173 PE	325,000.00	0.35	$355,788.97	6.00	04/15/2035	FHR
FHR 3337 PB	215,000.00	0.22	$222,930.17	5.50	07/15/2030	FHR
FLORIDA POWER CORP	160,000.00	0.18	$185,464.96	5.65	06/15/2018	PGN
FNARM 830970	223,370.99	0.23	$237,635.39	5.00	08/01/2035	FN
FNARM 847965	112,509.47	0.12	$119,641.59	5.14	11/01/2035	FN
FNARM 886163	267,752.54	0.28	$287,184.84	6.20	07/01/2036	FN
FNCI 735569	107,760.11	0.11	$117,788.49	8.00	10/01/2016	FN
FNCI 888104	212,873.91	0.22	$229,096.37	5.00	05/01/2021	FN
FNCI AUG TBA	600,000.00	0.62	$635,718.60	4.50	08/01/2025	01F042483
FNCI AUG TBA	1,100,000.00	1.12	$1,150,359.10	4.00	08/01/2025	01F040487
FNCL 257062	194,164.55	0.20	$207,156.16	5.00	01/01/2038	FN
FNCL 303157	12,516.90	0.01	$14,188.36	10.00	05/01/2022	FN
FNCL 527338	21,976.10	0.02	$25,521.12	8.00	02/01/2030	FN
FNCL 70575	9,915.92	0.01	$11,548.42	10.00	07/01/2020	FN
FNCL 725380	175,844.02	0.19	$197,030.60	10.00	02/01/2025	FN
FNCL 888678	545,005.96	0.57	$582,354.73	5.00	12/01/2036	FN
FNCL 899952	122,817.39	0.13	$131,035.14	5.00	12/01/2037	FN
FNCL 948116	616,744.55	0.65	$670,909.09	6.00	11/01/2037	FN
FNCL 961408	89,018.86	0.09	$94,975.14	5.00	02/01/2038	FN
FNCL AUG TBA	1,470,000.00	1.47	$1,506,520.68	4.00	08/01/2040	FNCL
FNCL AUG TBA	1,495,000.00	1.58	$1,623,943.75	6.00	08/01/2040	FNCL
FNCL SEP TBA	580,000.00	0.60	$616,069.04	5.00	09/01/2040	FNCL
FNCL SEP TBA	2,465,000.00	2.51	$2,568,221.88	4.50	09/01/2040	01F042699
FNCT 257325	803,270.35	0.85	$867,572.46	5.50	08/01/2028	FN
FNGT 2001-T10 A1	174,025.63	0.19	$195,398.15	7.00	12/25/2041	FNGT
FNGT 2002-T1 A2	94,299.63	0.10	$106,352.30	7.00	11/25/2031	FNGT
FNKL 552213	11,130.00	0.01	$13,007.75	10.50	06/01/2030	FN
FNR 1988-15 A	886.99	0.00	$1,017.01	9.00	06/25/2018	FNR
FNR 1996-46 ZA	114,942.47	0.12	$128,470.41	7.50	11/25/2026	FNR
FNR 2002-83 GH	465,000.00	0.50	$510,865.65	5.00	12/25/2017	FNR
FNS 35 2	53,903.20	0.06	$66,118.05	12.00	07/01/2018	FNS
FNS J 1	2.00	0.00	$2.01	7.00	11/01/2010	FNS
FNW 2002-W1 2A	98,428.23	0.11	$113,592.33	7.50	02/25/2042	FNW
FORD MOTOR COMPANY TERM B	439,431.12	0.42	$428,682.64	3.26	12/15/2013	LN303249
FORD MOTOR CREDIT	145,000.00	0.15	$149,909.99	7.25	10/25/2011	345397TY9
FORDF 2009-2 A	100,000.00	0.10	$101,728.31	1.90	09/15/2014	FORDF
FORDF 2010-1 A	165,000.00	0.16	$168,374.81	2.00	12/15/2014	FORDF
FORDL 2010-A A2	250,000.00	0.24	$250,472.90	1.04	03/15/2013	FORDL
FSPC T-42 A5	36,889.51	0.04	$42,255.78	7.50	02/25/2042	FSPC
G2GP 9194	5,753.06	0.00	$5,796.05	10.75	03/20/2016	G2
G2SF 109	3,275.60	0.00	$3,615.59	12.00	04/20/2014	G2
G2SF 1107	581.67	0.00	$651.50	10.50	12/20/2018	G2
G2SF 1139	453.91	0.00	$511.48	10.50	02/20/2019	G2
G2SF 1186	2,016.55	0.00	$2,338.65	10.00	05/20/2019	G2
G2SF 1203	575.59	0.00	$655.88	10.50	06/20/2019	G2
G2SF 1221	615.34	0.00	$620.08	11.00	07/20/2019	G2
G2SF 1256	444.51	0.00	$506.52	10.50	09/20/2019	G2
G2SF 127	1,570.29	0.00	$1,777.87	12.50	05/20/2014	G2
G2SF 1329	2,283.78	0.00	$2,323.73	10.50	01/20/2020	G2
G2SF 1347	4,624.16	0.00	$5,276.36	10.50	02/20/2020	G2
G2SF 1382	756.17	0.00	$879.10	10.00	04/20/2020	G2
G2SF 1383	10,483.81	0.01	$11,746.46	10.50	04/20/2020	G2
G2SF 1401	7,040.82	0.01	$8,033.88	10.50	05/20/2020	G2
G2SF 1418	6,016.46	0.01	$6,994.56	10.00	06/20/2020	G2
G2SF 1454	2,261.95	0.00	$2,629.68	10.00	08/20/2020	G2
G2SF 1455	1,150.67	0.00	$1,171.06	10.50	08/20/2020	G2
G2SF 1491	5,739.13	0.01	$6,548.59	10.50	10/20/2020	G2
G2SF 1544	5,127.26	0.00	$5,953.99	10.00	01/20/2021	G2
G2SF 1562	10,952.54	0.01	$12,786.70	10.00	02/20/2021	G2
G2SF 1616	5,743.80	0.01	$6,705.68	10.00	05/20/2021	G2
G2SF 1634	1,113.15	0.00	$1,299.56	10.00	06/20/2021	G2
G2SF 1779	22,352.99	0.02	$25,482.05	10.50	02/20/2021	G2
G2SF 19	12,803.29	0.01	$14,247.76	12.50	10/20/2013	G2
G2SF 20	2,714.18	0.00	$2,787.93	12.50	11/20/2013	G2
G2SF 21	7,387.13	0.01	$7,516.51	12.50	12/20/2013	G2
G2SF 2935	13,179.16	0.02	$15,441.60	8.00	06/20/2030	G2
G2SF 2972	24,543.62	0.03	$28,219.84	7.50	09/20/2030	G2
G2SF 335	485.86	0.00	$489.57	11.00	05/20/2015	G2
G2SF 337	155.41	0.00	$156.71	12.00	05/20/2015	G2
G2SF 368	2,293.10	0.00	$2,315.22	12.50	07/20/2015	G2
G2SF 438	713.89	0.00	$812.74	10.00	11/20/2015	G2
G2SF 514	1,025.19	0.00	$1,139.18	10.50	03/20/2016	G2
G2SF 909	1,102.25	0.00	$1,234.54	10.50	01/20/2018	G2
G2SF 93	2,836.48	0.00	$3,147.27	12.00	03/20/2014	G2
GCCFC 2004-GG1 A7	85,000.00	0.09	$92,064.70	5.32	06/10/2036	GCCFC
GCCFC 2005-GG5 A5	140,000.00	0.14	$147,626.47	5.22	04/01/2037	396789LL1
GCCT 2008-3 A	150,000.00	0.15	$151,125.00	1.35	07/15/2011	GCCT
GEMNT 2009-3 A	135,000.00	0.13	$137,341.60	2.54	09/15/2014	GEMNT
GENERAL ELECTRIC CAPITAL CORP	785,000.00	0.85	$870,444.11	6.00	08/07/2019	GE
GENERAL MILLS INC	180,000.00	0.20	$206,396.28	5.65	02/15/2019	GIS
GENZYME CORP	70,000.00	0.07	$73,666.18	3.62	06/15/2015	GENZ
GENZYME CORP	190,000.00	0.20	$206,401.94	5.00	06/15/2020	GENZ
GNGP 901459	6,557.12	0.01	$6,614.57	12.25	03/15/2014	GN
GNGP 97135	10,215.59	0.01	$10,294.70	11.00	03/15/2013	GN
GNJO 503952	45,710.74	0.05	$49,764.86	6.50	07/15/2014	GN
GNSF 101883	5,533.16	0.01	$6,278.37	12.50	11/15/2013	GN
GNSF 108766	1,834.46	0.00	$1,850.16	12.00	04/15/2014	GN
GNSF 108998	6,317.68	0.01	$6,371.68	12.00	04/15/2014	GN
GNSF 110373	6,769.51	0.01	$6,885.15	12.00	04/15/2014	GN
GNSF 118154	5,434.22	0.00	$6,046.45	12.00	05/15/2014	GN
GNSF 120204	2,792.74	0.00	$2,841.54	12.00	06/15/2014	GN
GNSF 120699	414.12	0.00	$417.37	12.00	03/15/2015	GN
GNSF 122189	2,121.58	0.00	$2,139.88	12.00	03/15/2015	GN
GNSF 126639	18,565.36	0.02	$18,724.49	12.00	05/15/2015	GN
GNSF 132806	21,104.90	0.02	$24,118.05	12.00	06/15/2015	GN
GNSF 133547	17,222.44	0.02	$17,370.06	12.00	04/15/2015	GN
GNSF 139299	6,379.47	0.01	$6,496.98	12.00	11/15/2015	GN
GNSF 143231	24,773.20	0.02	$25,241.01	12.50	01/15/2016	GN
GNSF 248625	2,615.13	0.00	$2,634.01	10.00	09/15/2018	GN
GNSF 262211	7,144.67	0.01	$8,260.80	10.00	09/15/2018	GN
GNSF 268362	3,166.86	0.00	$3,192.48	11.50	07/15/2015	GN
GNSF 277064	3,594.53	0.00	$4,192.52	9.50	10/15/2019	GN
GNSF 283861	14,550.49	0.01	$14,812.64	11.00	08/15/2015	GN
GNSF 283907	466.50	0.00	$470.19	11.00	09/15/2015	GN
GNSF 516525	13,849.30	0.02	$16,283.01	8.00	05/15/2030	GN
GNSF 60387	3,224.97	0.00	$3,252.17	12.00	02/15/2013	GN
GNSF 70183	3,071.90	0.00	$3,223.89	12.50	12/15/2013	GN
GNSF 780010	25,757.40	0.03	$29,696.54	9.50	03/15/2023	GN
GNSF 780118	17,640.86	0.02	$20,587.44	9.50	08/15/2021	GN
GNSF 781389	17,424.83	0.02	$20,113.33	7.50	01/15/2032	GN
GOLDMAN SACHS GROUP INC/THE	80,000.00	0.08	$80,661.60	3.70	08/01/2015	GS
GOLDMAN SACHS GROUP INC/THE	360,000.00	0.36	$371,253.96	5.38	03/15/2020	GS
GSMPS 1998-2 A	118,007.06	0.12	$118,102.65	7.75	05/19/2027	GSMPS
GSMPS 1999-3 A	253,924.30	0.25	$255,248.26	8.00	08/19/2029	GSMPS
GSMS 2004-GG2 A6	405,000.00	0.42	$432,952.41	5.40	08/10/2038	GSMS
GSMS 2005-GG4 A4A	600,000.00	0.62	$634,955.46	4.75	07/10/2039	GSMS
GSMS 2006-GG6 A4	685,000.00	0.71	$726,198.02	5.55	04/10/2038	GSMS
GXS WORLDWIDE INC	135,000.00	0.13	$130,275.00	9.75	06/15/2015	GXSWLD
HARRAHS CHESTER DOWNS TERM LOA	108,531.25	0.11	$109,480.90	12.38	12/31/2016	HET
HART 2007-A A3A	11,064.79	0.01	$11,138.26	5.04	01/17/2012	HART
HART 2008-A A3	129,224.44	0.13	$132,927.11	4.93	12/17/2012	HART
HCA INC/DE - PRE 2010 IPO	91,000.00	0.10	$98,507.50	9.62	11/15/2016	HCA
HDMOT 2006-1 A2	28,669.75	0.03	$29,051.28	5.04	10/15/2012	HDMOT
HDMOT 2008-1 A4	125,000.00	0.13	$131,151.41	4.90	12/15/2013	HDMOT
HDMOT 2009-4 A3	100,000.00	0.10	$101,339.86	1.87	02/17/2014	HDMOT
HEXION US FINANCE CORP / HEXIO	160,000.00	0.15	$155,000.00	8.88	02/01/2018	HXN
HOLOGIC INC	170,000.00	0.15	$150,662.50	2.00	12/15/2037	HOLX CB
HOSPIRA INC	380,000.00	0.42	$434,843.88	6.40	05/15/2015	HSP
ILFC E-CAPITAL TRUST II	210,000.00	0.14	$143,850.00	6.25	12/21/2065	AIG
ILLINOIS POWER CO	469,000.00	0.60	$617,278.57	9.75	11/15/2018	AEE
INDIANA MICHIGAN POWER CO	70,000.00	0.08	$83,860.70	7.00	03/15/2019	AEP
INDONESIA TREASURY BOND	400,000,000.00	0.05	$48,503.40	9.50	07/15/2023	INDOGB
INDONESIA TREASURY BOND	1,000,000,000.00	0.15	$150,005.93	12.80	06/15/2021	INDOGB
INDONESIA TREASURY BOND	1,180,000,000.00	0.14	$143,406.17	9.50	06/15/2015	INDOGB
INDONESIA TREASURY BOND	1,180,000,000.00	0.14	$148,268.19	10.50	08/15/2030	INDOGB
INDONESIA TREASURY BOND	1,521,000,000.00	0.19	$195,707.61	10.75	05/15/2016	INDOGB
INDONESIA TREASURY BOND	2,724,000,000.00	0.36	$370,421.95	11.00	11/15/2020	INDOGB
INDONESIAN RUPIAH	3,498,776.00	0.00	$391.36	0.00	N/A	RUPIAH
INMARSAT FINANCE PLC	100,000.00	0.10	$103,000.00	7.38	12/01/2017	ISATLN
INTELSAT BERMUDA LTD	135,000.00	0.14	$143,775.00	11.25	02/04/2017	INTEL
INTER-AMERICAN DEVELOPMENT BAN	150,000.00	0.15	$153,490.65	2.25	07/15/2015	IADB
INTER-AMERICAN DEVELOPMENT BAN	232,000.00	0.21	$211,094.20	5.38	05/27/2014	IADB
INTERNATIONAL BANK FOR RECONST	128,000.00	0.11	$116,265.67	5.75	10/21/2019	IBRD
INTERNATIONAL BANK FOR RECONST	185,000.00	0.19	$191,373.44	2.38	05/26/2015	IBRD
INTERNATIONAL GAME TECHNOLOGY	105,000.00	0.11	$109,580.31	5.50	06/15/2020	IGT
INTERNATIONAL LEASE FINANCE CO	275,000.00	0.27	$281,187.50	8.75	03/15/2017	AIG
INTERNATIONAL PAPER CO	375,000.00	0.48	$488,369.25	9.38	05/15/2019	IP
ITRAXX EUR SUB FINANCIALS 13.1	170,000.00	0.01	$8,443.04	1.00	06/20/2015	/ITRAX
ITRAXX EUR SUB FINANCIALS 13.1	350,000.00	0.02	$17,382.73	1.00	06/20/2015	SP33076P
ITRAXX EUR SUB FINANCIALS 13.1	500,000.00	0.02	$24,832.47	1.00	06/20/2015	SPC703E3
ITRAXX EUR SUB FINANCIALS 13.1	700,000.00	0.03	$34,765.45	1.00	06/20/2015	/ITRAX
J.C. PENNEY COMPANY, INC 5-YEA	85,000.00	0.00	$2,991.34	1.00	03/20/2015	/JCP
J.C. PENNEY COMPANY, INC 5-YEA	90,000.00	0.00	$3,167.30	1.00	03/20/2015	/JCP1
J.C. PENNEY COMPANY, INC 5-YR	135,000.00	0.00	$4,750.96	1.00	03/20/2015	/JCP
JAPANESE YEN	263,620.00	0.00	$3,051.86	0.00	N/A	YENS
JDOT 2010-A A4	155,000.00	0.15	$158,717.35	2.13	10/17/2016	JDOT
JEFFERIES GROUP	40,000.00	0.03	$35,529.04	6.25	01/15/2036	472319AC6
JEFFERIES GROUP INC	275,000.00	0.25	$261,051.18	6.45	06/08/2027	JEF
JERSEY CENTRAL POWER & LIGHT C	75,000.00	0.08	$82,109.70	5.62	05/01/2016	FE
JP MORGAN CHASE CAPITAL XXV	381,000.00	0.38	$388,964.81	6.80	10/01/2037	JPM
JPMCC 2002-C2 A2	200,000.00	0.21	$212,023.90	5.05	12/12/2034	JPMCC
JPMCC 2005-LDP4 A4	150,000.00	0.16	$159,569.51	4.92	10/01/2042	46625YUA9
JPMCC 2005-LDP5 A4	100,000.00	0.10	$108,543.99	5.36	12/15/2044	JPMCC
JPMMT 2007-A1 7A4	466,767.46	0.18	$189,710.17	5.29	07/25/2035	JPMMT
JPMORGAN CHASE & CO	200,000.00	0.20	$200,882.60	4.40	07/22/2020	JPM
JPMORGAN CHASE BANK NA	250,000.00	0.27	$281,391.75	6.00	10/01/2017	JPM
KEYBANK NA	250,000.00	0.26	$272,126.75	5.80	07/01/2014	49306CAH4
KINDER MORGAN ENER PART	215,000.00	0.27	$279,383.26	9.00	02/01/2019	KMP
KINDER MORGAN ENERGY PARTNERS	40,000.00	0.04	$44,216.96	6.55	09/15/2040	KMP
KINGDOM OF SPAIN 5-YR CDS 03/2	240,000.00	0.01	$8,739.23	1.00	03/20/2015	/SPGB
KNOLOGY INC EXTENDED TERM LOAN	253,718.58	0.24	$248,009.91	3.78	06/02/2014	KNOL
KOMMUNALBANKEN AS	234,000.00	0.24	$241,356.26	2.75	05/05/2015	KBN
KOREA DEVELOPMENT BANK/REPUBLI	295,000.00	0.34	$345,356.80	8.00	01/23/2014	KDB
KOREA EXPRESSWAY CORP	100,000.00	0.10	$104,428.80	4.50	03/23/2015	HIGHWY
KRAFT FOODS INC	255,000.00	0.27	$279,456.80	5.38	02/10/2020	KFT
KREDITANSTALT FUER WIEDERAUFBA	290,000.00	0.16	$167,401.26	10.00	05/15/2012	KFW
L-3 COMMUNICATIONS CORP	315,000.00	0.31	$322,470.54	4.75	07/15/2020	LLL
LAZARD GROUP	162,000.00	0.16	$167,916.56	6.85	06/15/2017	LAZ
LAZARD GROUP LLC	34,000.00	0.04	$36,345.59	7.12	05/15/2015	LAZ
LBUBS 2004-C1 A4	180,000.00	0.18	$187,641.09	4.57	01/15/2031	52108HYK4
LEVEL 3 COMMUNICATION INC TERM	185,000.00	0.20	$201,072.80	11.50	03/13/2014	LVLT
LIFE TECHNOLOGIES CORP	20,000.00	0.02	$20,991.64	4.40	03/01/2015	LIFE
LIFE TECHNOLOGIES CORP	310,000.00	0.33	$342,407.40	6.00	03/01/2020	LIFE
LINEAR TECHNOLOGY CORP	225,000.00	0.22	$228,937.50	3.00	05/01/2027	LLTC CB2
LMT 2005-2 2A3	113,120.32	0.10	$103,708.48	5.50	12/25/2035	LMT
LONG TERM RECEIVABLES	-229,258.49	-0.20	-$229,258.49	0.00	N/A	SECNCAHUS
MACYS RETAIL HLDGS INC	119,000.00	0.12	$122,570.00	5.90	12/01/2016	314275AA6
MARP 2005-1 1A5	207,527.57	0.20	$206,826.54	8.00	08/25/2034	MARP
MATS 2007-1 A4	62,894.79	0.06	$62,629.67	0.41	12/15/2013	MATS
MBNAS 2005-A2 A2	50,000.00	0.05	$49,820.63	0.43	10/15/2014	MBNAS
MECCANICA HOLDINGS USA	180,000.00	0.18	$190,318.32	6.25	07/15/2019	FNCIM
MEDCO HEALTH SOLUTIONS INC	330,000.00	0.38	$395,299.74	7.12	03/15/2018	MHS
METLIFE INC	15,000.00	0.02	$17,237.73	6.82	08/15/2018	MET
METLIFE INC 5-YR CDS 12/20/201	415,000.00	-0.03	-$27,737.22	1.00	12/20/2014	/MET
METLIFE INC 5YR CDS 09/20/14	80,000.00	0.01	$7,242.05	5.00	09/20/2014	/MET
MEXICAN PESO	618,134.30	0.05	$48,839.66	0.00	N/A	PESOS
MGM MIRAGE	55,000.00	0.06	$64,350.00	13.00	11/15/2013	MGM
MGM RESORTS INTERNATIONAL	30,000.00	0.03	$33,300.00	10.38	05/15/2014	MGM
MGM RESORTS INTERNATIONAL	35,000.00	0.04	$39,900.00	11.12	11/15/2017	MGM
MIDAMERICAN FUNDING LLC	102,000.00	0.10	$105,493.91	6.75	03/01/2011	BRK
MIDCONTINENT EXPRESS PIPELINE	180,000.00	0.18	$190,326.60	5.45	09/15/2014	MCEXPP
MIDCONTINENT EXPRESS PIPELINE	220,000.00	0.23	$234,085.94	6.70	09/15/2019	MCEXPP
MLMT 2005-CIP1 A2	160,295.81	0.16	$164,009.91	4.96	07/12/2038	MLMT
MSC 2005-HQ6 A4A	492,000.00	0.51	$527,472.02	4.99	08/13/2042	MSC
MSC 2007-T27 A4	475,000.00	0.50	$511,161.37	5.80	06/13/2042	MSC
MYLAN INC/PA	95,000.00	0.10	$101,412.50	7.62	07/15/2017	MYL
NATIONAL SEMICONDUCTOR CORP	70,000.00	0.07	$72,161.81	3.95	04/15/2015	NSM
NATIONAL SEMICONDUCTOR CORP	120,000.00	0.13	$135,584.64	6.60	06/15/2017	637640AE3
NBC UNIVERSAL INC	470,000.00	0.49	$500,520.86	5.15	04/30/2020	NBCUNI
NEW SOUTH WALES TREASURY CORP	794,000.00	0.71	$731,883.60	6.00	05/01/2020	NSWTC
NEW ZEALAND DOLLAR	256.44	0.00	$186.10	0.00	N/A	NEWZEALND
NEWPAGE CORP	95,000.00	0.09	$88,468.75	11.38	12/31/2014	NEWPAG
NEXEN INC	265,000.00	0.32	$329,968.46	7.50	07/30/2039	NXY
NIBC BANK NV	390,000.00	0.39	$398,386.56	2.80	12/02/2014	NIBCAP
NIELSEN FINANCE LLC / NIELSEN	85,000.00	0.09	$95,837.50	11.62	02/01/2014	VNU
NOBLE ENERGY INC	260,000.00	0.32	$324,825.02	8.25	03/01/2019	NBL
NOBLE HOLDING INTERNATIONAL LT	70,000.00	0.07	$75,617.64	6.20	08/01/2040	NE
NOBLE HOLDING INTERNATIONAL LT	145,000.00	0.15	$151,861.55	4.90	08/01/2020	NE
NORDIC INVESTMENT BANK	105,000.00	0.10	$108,101.28	2.50	07/15/2015	NIB
NORWAY GOVERNMENT BOND	1,280,000.00	0.22	$229,807.32	4.25	05/19/2017	NGB
NORWAY GOVERNMENT BOND	2,777,000.00	0.50	$508,328.31	4.50	05/22/2019	NGB
NORWEGIAN GOVERNMENT	1,825,000.00	0.32	$333,849.85	5.00	05/15/2015	B01C190
NUVEEN INVESTMENTS INC SECOND	85,000.00	0.09	$94,137.50	12.50	07/09/2015	NUVINV
OBP 2010-OBP A	120,000.00	0.12	$124,859.27	4.65	07/15/2045	OBP
ORACLE CORP	315,000.00	0.32	$322,849.17	3.88	07/15/2020	ORCL
PACIFICORP	220,000.00	0.25	$253,985.16	5.50	01/15/2019	BRK
PAETEC HOLDING CORP	95,000.00	0.10	$98,681.25	8.88	06/30/2017	PAET
PENNSYLVANIA ELECTRIC CO	300,000.00	0.31	$316,718.10	5.20	04/01/2020	FE
PETROBRAS INTERNATIONAL FINANC	45,000.00	0.05	$48,777.44	5.88	03/01/2018	PETBRA
PETROBRAS INTERNATIONAL FINANC	277,000.00	0.29	$295,883.92	5.75	01/20/2020	PETBRA
PETROHAWK ENERGY CORP	90,000.00	0.10	$100,800.00	10.50	08/01/2014	HAWK
PFIZER INC	325,000.00	0.38	$392,848.63	6.20	03/15/2019	PFE
PLAINS ALL AMERICAN PIPELINE L	200,000.00	0.24	$249,581.20	8.75	05/01/2019	PAA
PNC BANK NA	250,000.00	0.28	$285,743.00	6.88	04/01/2018	PNC
PNC FINANCIAL SERVICES	260,000.00	0.26	$272,276.16	0.08	05/29/2049	PNC PFD
PNC FUNDING	225,000.00	0.24	$243,602.78	5.25	11/15/2015	693476AT0
PNC FUNDING CORP	210,000.00	0.22	$222,896.94	5.12	02/08/2020	PNC
PORTUGUESE REPUBLIC 5-YR CDS 0	156,000.00	0.01	$7,741.84	1.00	06/20/2015	/PORT2
PPL ELECTRIC UTILITIES CORP	130,000.00	0.15	$152,913.28	7.12	11/30/2013	PPL
PRIDE INTERNATIONAL INC	240,000.00	0.26	$269,400.00	8.50	06/15/2019	PDE
PROLOGIS	130,000.00	0.12	$125,992.75	6.25	03/15/2017	PLD
PROLOGIS	150,000.00	0.14	$147,494.70	7.38	10/30/2019	PLD
PROVINCE OF BRITISH COLUMBIA C	105,000.00	0.11	$110,451.92	2.85	06/15/2015	BRCOL
PROVINCE OF MANITOBA CANADA	50,000.00	0.05	$52,035.50	2.62	07/15/2015	MP
PROVINCE OF NOVA SCOTIA CANADA	195,000.00	0.19	$197,680.47	2.38	07/21/2015	NS
PROVINCE OF ONTARIO CANADA	140,000.00	0.15	$151,570.16	4.40	04/14/2020	ONT
PROVINCE OF QUEBEC CANADA	110,000.00	0.12	$121,880.55	4.88	05/05/2014	Q
PRUDENTIAL FINANCIAL INC	185,000.00	0.19	$190,654.34	3.88	01/14/2015	PRU
PUBLIC SERVICE CO OF OKLAHOMA	215,000.00	0.22	$230,921.83	5.15	12/01/2019	AEP
QUEBEC PROVINCE	19,000.00	0.02	$19,364.12	4.50	12/01/2019	74814ZEE9
QUEENSLAND TREASURY CORP	76,000.00	0.07	$69,934.58	6.00	06/14/2021	QTC
QWEST CORP	295,000.00	0.33	$337,037.50	8.38	05/01/2016	QUS
RABOBANK NEDERLAND NV	325,000.00	0.40	$411,621.28	11.00	12/29/2049	RABOBK
RANGE RESOURCES CORP	95,000.00	0.10	$102,362.50	8.00	05/15/2019	RRC
REGENCY CENTERS LP	95,000.00	0.10	$101,178.23	5.88	06/15/2017	REG
RELIANCE STEEL & ALUMINUM CO	116,000.00	0.11	$111,420.32	6.85	11/15/2036	RS
RENTAL SERVICES CORP 2ND LIEN	185,000.00	0.17	$176,097.80	3.82	10/07/2013	LN302040
ROCHE HOLDINGS INC	505,000.00	0.58	$596,786.78	6.00	03/01/2019	ROSW
ROCKIES EXPRESS PIPELINE LLC	50,000.00	0.05	$48,683.10	5.62	04/15/2020	ROCKIE
ROCKWOOD SPECIALTIES TRANCHE H	230,330.67	0.23	$232,203.26	6.00	05/15/2014	ROC
ROGERS COMMUNICATIONS INC	40,000.00	0.04	$41,960.02	6.68	11/04/2039	RCICN
ROGERS WIRELESS INC	110,000.00	0.13	$133,117.71	7.50	03/15/2015	77531QAM0
RR DONNELLEY 5YR CDS 06/20/214	600,000.00	-0.06	-$63,906.15	5.00	06/20/2014	SPK604UP
RUSSIA GOVERNMENT INTERNATIONA	59,800.00	0.07	$69,499.56	5.00	03/31/2030	RUSSIA
SALLY HOLDINGS LLC	80,000.00	0.08	$87,600.00	10.50	11/15/2016	SBH
SECURITIZED NET CASH - ACR1	819,042.62	0.80	$819,042.62	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	13,371.66	0.00	$568.30	0.00	N/A	SECLENDPL
SEMCO ENERGY INC	280,000.00	0.29	$299,130.72	5.15	04/21/2020	SEN
SHAW COMMUNICATION	109,000.00	0.11	$109,186.62	6.75	11/09/2039	SJRCN
SILICON VALLEY BANK	250,000.00	0.25	$260,711.25	5.70	06/01/2012	SIVB
SOUTH AFRICA RAND	82,286.83	0.01	$11,279.59	0.00	N/A	ZAR
SPRINT NEXTEL CORP	160,000.00	0.15	$151,600.00	6.00	12/01/2016	852061AD2
ST JUDE MEDICAL INC	60,000.00	0.06	$66,265.26	4.88	07/15/2019	STJ
SUNOCO, INC 5-YR CDS 03/20/201	155,000.00	0.01	$9,819.95	1.00	03/20/2015	/SUN
SVENSK EXPORTKREDIT AB	230,000.00	0.24	$242,236.23	3.25	09/16/2014	SEK
TASC INC TERM LOAN B	134,325.00	0.13	$134,929.46	5.75	12/19/2014	NOC
TECK RESOURCES LTD	105,000.00	0.12	$127,193.12	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	120,000.00	0.15	$150,081.72	10.75	05/15/2019	TCKCN
TECK RESOURCES LTD	145,000.00	0.17	$176,402.80	9.75	05/15/2014	TCKCN
TELECOM ITALIA CAPITAL	370,000.00	0.38	$390,074.35	5.25	10/01/2015	87927VAQ1
TELECOM ITALIA CAPITAL SA	225,000.00	0.24	$244,720.80	6.18	06/18/2014	TITIM
TELEFONICA EMISIONES SAU	80,000.00	0.08	$84,200.48	5.13	04/27/2020	TELEFO
TELEFONICA EMISIONES SAU	105,000.00	0.10	$107,779.04	3.73	04/27/2015	TELEFO
TELESAT CANADA / TELESAT LLC	115,000.00	0.13	$132,250.00	11.00	11/01/2015	TELSAT
THERMO FISHER SCIENTIFIC INC	25,000.00	0.03	$27,496.13	4.70	05/01/2020	TMO
THERMO FISHER SCIENTIFIC INC	200,000.00	0.20	$210,134.40	3.20	05/01/2015	TMO
TIME WARNER CABLE INC	330,000.00	0.40	$415,141.98	8.25	04/01/2019	TWC
TOTAL CAPITAL SA	385,000.00	0.40	$408,652.86	4.45	06/24/2020	TOTAL
TRANS-CANADA PIPELINES	250,000.00	0.22	$227,803.50	6.35	05/15/2067	TRP
TRANSOCEAN INC	70,000.00	0.06	$63,178.01	6.80	03/15/2038	RIG
TRANSOCEAN INC	195,000.00	0.18	$180,375.00	1.50	12/15/2037	RIG CB1
TSY INFL IX N/B	868,391.20	0.90	$919,951.93	1.62	01/15/2015	TII
TURKEY REPUBLIC OF	55,000.00	0.06	$59,812.50	6.88	03/17/2036	900123AY6
TWIN REEFS PASS-THROUGH TRUST	200,000.00	0.00	$0.00	0.45	12/31/2049	XLFATR
US BANK NA	250,000.00	0.27	$274,322.00	4.95	10/30/2014	USB
US TREASURY N/B	190,000.00	0.21	$211,315.72	4.62	02/15/2040	T
US TREASURY N/B	1,209,000.00	1.19	$1,215,330.32	1.00	07/15/2013	WIT
US TREASURY N/B	2,240,000.00	2.22	$2,273,425.28	1.88	06/30/2015	T
US TREASURY N/B	2,850,000.00	2.92	$2,993,403.45	3.50	05/15/2020	WIT
USB CAPITAL IX	395,000.00	0.30	$307,863.00	6.19	04/15/2049	USB
USB REALTY CORP	200,000.00	0.14	$141,500.00	6.09	12/22/2049	USB
VALE OVERSEAS LTD	75,000.00	0.08	$83,054.63	6.88	11/10/2039	VALEBZ
VALE OVERSEAS LTD	160,000.00	0.17	$177,263.36	6.88	11/21/2036	CVRD
VALERO ENERGY CORPORATION 5-YR	155,000.00	-0.00	-$4,123.85	1.00	03/20/2015	/VLO
VERIZON COMMUNICATIONS INC	45,000.00	0.06	$56,996.55	7.35	04/01/2039	VZ
VERIZON COMMUNICATIONS INC	115,000.00	0.13	$130,624.82	6.40	02/15/2038	VZ
VIACOM INC 5-YR CDS 09/20/2015	250,000.00	-0.00	-$2,071.38	1.00	09/20/2015	/VIA
VIDEOTRON LTEE	142,000.00	0.14	$140,901.79	7.12	01/15/2020	QBRCN
VIVENDI	177,000.00	0.19	$199,532.63	6.62	04/04/2018	VIVFP
VIVENDI	290,000.00	0.30	$312,598.25	5.75	04/04/2013	VIVFP
WACHOVIA CORP	65,000.00	0.07	$69,637.10	5.25	08/01/2014	929903AJ1
WACHOVIA CORP	290,000.00	0.31	$318,459.73	5.62	10/15/2016	929903CH3
WAL-MART STORES INC	360,000.00	0.35	$362,509.20	3.62	07/08/2020	WMT
WEATHERFORD INTERNATIONAL LTD	270,000.00	0.33	$342,445.59	9.62	03/01/2019	WFT
WELLS FARGO CAPITAL XIII	240,000.00	0.24	$247,200.00	7.70	12/29/2049	WFC
WFMBS 2005-AR16 2A1	7,630.53	0.01	$7,090.55	3.00	10/25/2035	WFMBS
WFMBS 2006-AR5 2A1	41,920.21	0.03	$34,672.83	5.47	04/25/2036	WFMBS
WIND ACQUISITION FINANCE SA	95,000.00	0.10	$101,412.50	11.75	07/15/2017	WINDIM
WMALT 2005-1 5A2	157,818.90	0.10	$105,120.01	6.00	03/25/2035	WMALT
WOART 2008-A A3A	61,609.31	0.06	$62,534.92	3.94	10/15/2012	WOART
WOLS 2009-A A3	95,000.00	0.09	$95,868.12	1.65	02/15/2013	WOLS
WOODSIDE FINANCE LTD	95,000.00	0.10	$99,029.05	4.50	11/10/2014	WPLAU
WOODSIDE FINANCE LTD	300,000.00	0.34	$347,085.60	8.12	03/01/2014	WPLAU
YALE UNIVERSITY	250,000.00	0.26	$263,430.50	2.90	10/15/2014	YALUNI
ZIMMER HOLDINGS INC	320,000.00	0.33	$338,355.52	4.62	11/30/2019	ZMH
ZIONS BANCORPORATION	55,000.00	0.06	$57,112.66	7.75	09/23/2014	ZION
ZIONS BANCORPORATION	150,000.00	0.13	$135,320.55	5.50	11/16/2015	ZION

-0.06 of the fund was hedged out of AUD/USD CIT 09/15/10

-0.50 of the fund was hedged out of AUD/USD F 09/15/10

-0.04 of the fund was hedged out of AUD/USD HSB 09/15/10

-1.30 of the fund was hedged out of AUD/USD MRS 09/15/10

-0.35 of the fund was hedged out of BRL/USD BAR 09/15/10

0.19 of the fund was hedged out of BRL/USD F 09/15/10

0.19 of the fund was hedged out of BRL/USD JPM 09/15/10

-0.12 of the fund was hedged out of CAD/USD BAR 09/15/10

-0.24 of the fund was hedged out of CAD/USD F 09/15/10

0.09 of the fund was hedged out of CAD/USD GOS 09/15/10

-0.02 of the fund was hedged out of CAD/USD MRS 09/15/10

-0.06 of the fund was hedged out of EUR/USD F 09/15/10

-0.10 of the fund was hedged out of EUR/USD HSB 09/15/10

0.44 of the fund was hedged out of EUR/USD MRS 09/15/10

0.00 of the fund was hedged out of MXN/USD 08/02/10 SPOT

0.07 of the fund was hedged out of MXN/USD F 09/15/10

0.05 of the fund was hedged out of MXN/USD MRS 09/15/10

0.15 of the fund was hedged out of MYR/USD GOS 09/15/10

0.24 of the fund was hedged out of MYR/USD JPM 09/15/10

-0.24 of the fund was hedged out of MYR/USD MRS 09/15/10

-0.40 of the fund was hedged out of NOK/USD F 09/15/10

-0.27 of the fund was hedged out of NOK/USD GOS 09/15/10

-0.04 of the fund was hedged out of NOK/USD HSB 09/15/10

-0.12 of the fund was hedged out of NOK/USD MRS 09/15/10

0.00 of the fund was hedged out of NZD/USD JPM 09/15/10

0.03 of the fund was hedged out of TRY/USD HSB 09/15/10

2.05 of the fund was hedged out of US 10YR NOTE FUT SEPT 2010

0.94 of the fund was hedged out of US 5YR NOTE SEPT 2010

1.45 of the fund was hedged out of US ULTRA BOND SEPT10

-0.13 of the fund was hedged out of ZAR/USD HSB 09/15/10