Delaware Core Plus Bond Fund

Holdings as of 06/30/2010 (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 355,000.000.37$372,647.764.1205/27/2020ABT
ACHMEA HYPOTHEEKBANK NV 225,000.000.23$232,694.783.2011/03/2014ACHMEA
AEIT 2005-2 A 400,000.000.40$398,239.440.4208/15/2013AEIT
AHM 2005-2 5A1 22,407.410.02$19,547.755.0609/25/2035AHM
AHMAT 2009-ADV3 A1 140,000.000.14$139,873.802.3010/06/2021AHMAT
ALLIED WASTE NORTH AMERICA INC 130,000.000.14$141,896.046.8806/01/2017AW
ALLIED WASTE NORTH AMERICA INC 215,000.000.23$230,864.217.1205/15/2016AW
ALLYA 2010-2 A3 75,000.000.07$75,155.751.0007/15/2014ALLYA
AMERICAN TOWER CORP 220,000.000.24$246,400.007.0010/15/2017AMT
AMERICAN TRANSMISSION SYSTEMS 155,000.000.16$162,827.355.2501/15/2022FE
AMOT 2010-1 A 140,000.000.14$141,911.572.1001/15/2015AMOT
AMTT 2007-1A AFX 300,000.000.32$322,802.465.4204/15/2037AMTT
AMTT 2007-1A D 35,000.000.04$36,817.195.9604/15/2037AMTT
ANADARKO PETROLEUM CORP 105,000.000.09$90,485.435.9509/15/2016APC
ANHEUSER-BUSCH INBEV WORLDWIDE 80,000.000.08$83,804.725.0004/15/2020ABIBB
ANHEUSER-BUSCH INBEV WORLDWIDE 420,000.000.43$430,353.003.6204/15/2015ABIBB
APPALACHIAN POWER CO 70,000.000.07$71,197.773.4005/24/2015AEP
ARCELORMITTAL 125,000.000.16$156,449.639.8506/01/2019MTNA
ASIAN DEVELOPMENT BANK/PASIG 335,000.000.35$347,711.582.7505/21/2014ASIA
AT&T INC 400,000.000.44$445,147.606.5009/01/2037T
ATI HOLDINGS LLC TERM LOAN 185,000.000.18$178,525.007.0002/18/2016ATIHLD
AUSTRALIA GOVERNMENT BOND 797,000.000.64$639,550.094.5004/15/2020ACGB
AUSTRALIAN GOVERNMENT 250,000.000.22$223,281.456.0002/15/2017B01GVV4
AUSTRALIAN GOVERNMENT 473,000.000.42$424,558.486.2504/15/20156531526
BAAT 2009-3A A4 260,000.000.27$267,498.402.6712/15/2016BAAT
BACCT 2007-A9 A9 90,000.000.09$89,451.680.3911/17/2014BACCT
BACCT 2008-A5 A5 905,000.000.91$913,349.171.5512/16/2013BACCT
BACCT 2010-A1 A1 300,000.000.30$299,205.900.6509/15/2015BACCT
BACM 2004-3 A5 160,000.000.17$169,634.625.5906/10/2039BACM
BACM 2004-5 A3 450,000.000.46$459,452.074.5611/10/2041BACM
BACM 2005-1 A5 80,000.000.08$84,804.205.3111/10/2042BACM
BACM 2005-6 A4 40,000.000.04$42,828.675.3509/10/2047BACM
BACM 2006-2 A4 115,000.000.12$121,799.465.9305/10/2045BACM
BACM 2006-4 A4 200,000.000.20$205,543.705.6307/10/2046BACM
BAFC 2006-H 1A2 7,393.790.00$956.143.3809/20/2046BAFC
BAXTER INTERNATIONAL INC 325,000.000.35$348,184.854.5008/15/2019BAX
BB&T CORP 462,000.000.48$478,070.215.2511/01/2019BBT
BEAR STEARNS COS LLC/THE 200,000.000.16$164,726.735.2712/07/2012JPM
BOAA 2004-10 1CB1 24,739.700.02$24,440.706.0011/25/2034BOAA
BOAA 2005-5 2CB1 2,597.550.00$1,968.426.0006/25/2035BOAA
BRAMBLES USA INC 90,000.000.09$91,493.913.9504/01/2015BXBAU
BRAMBLES USA INC 90,000.000.09$93,629.435.3504/01/2020BXBAU
BRAZILIAN GOVERNMENT INTERNATI 36,000.000.05$48,384.0011.0008/17/2040BRAZIL
BRITISH POUNDS 513.550.00$767.140.00N/APOUNDS
BSCMS 2005-PW10 A4 890,000.000.93$935,532.585.4012/11/2040BSCMS
BSCMS 2005-PW10 AM 335,000.000.32$319,880.455.4512/11/2040BSCMS
BSCMS 2005-T20 A4A 350,000.000.37$374,157.955.3010/12/204207387BCL5
BSCMS 2006-PW12 A4 55,000.000.06$59,014.885.9109/11/2038BSCMS
BSCMS 2006-PW14 A4 300,000.000.30$306,838.565.2012/11/2038BSCMS
BSCMS 2007-PW15 A4 330,000.000.32$323,323.375.3302/11/2044BSCMS
BSCMS 2007-PW16 A4 300,000.000.30$305,284.085.9106/11/2040BSCMS
BURLINGTON NORTHERN SANTA FE C 250,000.000.26$265,273.254.7010/01/2019BNI
CANADIAN DOLLAR 37,596.500.04$35,318.460.00N/ACANDOLLAR
CANADIAN GOVERNMENT BOND 390,000.000.37$369,388.072.5006/01/2015CAN
CARAT 2008-1 A3A 57,052.420.06$57,867.503.8608/15/2012CARAT
CAREFUSION CORP 370,000.000.42$423,405.066.3808/01/2019CAH
CASH -9,315,467.77-9.28-$9,315,467.770.0012/15/2038US-CASH
CCCIT 2007-A3 A3 165,000.000.21$208,380.256.1506/15/2039CCCIT
CCCIT 2009-A1 A1 185,000.000.19$189,640.822.1003/17/2014CCCIT
CDP FINANCIAL INC 250,000.000.27$270,561.005.6011/25/2039CADEPO
CDP FINANCIAL INC 280,000.000.29$288,063.444.4011/25/2019CADEPO
CDX. NA.14 06/20/2015 - JP MOR 275,000.000.02$15,069.815.0006/20/2015/CDXHY
CDX.EM.13 06/20/2015 - BARCLAY 151,000.00-0.02-$15,517.165.0006/20/2015SPK406Z5
CDX.EM.13 06/20/2015 - JPMORGA 197,000.00-0.02-$20,244.255.0006/20/2015SPM802LA
CDX.NA.HY.14 06/20/2015 - BANK 250,000.000.01$13,699.825.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - BANK 250,000.000.01$13,699.825.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - BANK 305,000.000.02$16,713.795.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - BARC 200,000.000.01$10,959.865.0006/20/2015SP0F02UR
CDX.NA.HY.14 06/20/2015 - BARC 250,000.000.01$13,699.825.0006/20/2015SPQ605EQ
CDX.NA.HY.14 06/20/2015 - BARC 360,000.000.02$19,727.755.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI 200,000.000.01$10,959.865.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI 245,000.000.01$13,425.835.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI 250,000.000.01$13,699.825.0006/20/2015SPQ605ER
CDX.NA.HY.14 06/20/2015 - CITI 255,000.000.01$13,973.825.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - GOLD 250,000.000.01$13,699.825.0006/20/2015SP0F02UQ
CDX.NA.HY.14 06/20/2015 - GOLD 360,000.000.02$19,727.755.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - GOLD 450,000.000.02$24,659.685.0006/20/2015SPY304Q3
CDX.NA.HY.14 06/20/2015 - MORG 225,000.000.01$12,329.845.0006/20/2015/CDXHY
CDX.NA.HY.14 06/20/2015 - MORG 265,000.000.01$14,521.815.0006/20/2015/CDXHY
CENTRAIS ELETRICAS BRASILEIRAS 300,000.000.32$326,625.006.8807/30/2019ELEBRA
CF INDUSTRIES INC 100,000.000.10$102,750.007.1205/01/2020CFINDU
CHAIT 2009-A2 A2 260,000.000.26$265,872.931.9004/15/2014CHAIT
CHARTER COMMUNICATIONS OPERATI 85,000.000.09$94,775.0010.8809/15/2014CHTR
CHESAPEAKE ENERGY CORP 95,000.000.10$105,450.009.5002/15/2015CHK
CISCO SYSTEMS INC 510,000.000.54$539,415.784.4501/15/2020CSCO
CITEC 2009-VT1 A3 130,000.000.13$131,389.623.0708/15/2016CITEC
CITIZENS COMMUNICATIONS CO 145,000.000.13$134,850.007.1203/15/2019CZN
CMS ENERGY CORP 30,000.000.03$33,272.678.7506/15/2019CMS
CMS ENERGY CORP 115,000.000.12$116,840.356.5507/17/2017CMS
CMSI 2006-4 3A1 74,836.650.07$73,342.845.5008/25/2021CMSI
CNH 2007-A A4 29,117.030.03$29,084.160.3909/17/2012CNH
CNH 2008-A A3 21,095.910.02$21,228.474.1205/15/2012CNH
CNH 2008-A A4A 145,000.000.15$150,334.064.9308/15/2014CNH
CNH 2009-C A3 60,000.000.06$60,620.231.8512/16/2013CNH
CNH 2009-C A4 175,000.000.18$181,672.593.0008/17/2015CNH
CNH 2010-A A4 225,000.000.23$229,552.832.4904/15/2030CNH
COBANK ACB 250,000.000.29$288,844.007.8804/16/2018COBKAC
COMCAST CORP 450,000.000.51$507,746.255.9003/15/201620030NAL5
COMCAST CORPORATION 5-YR CDS 0 250,000.00-0.00-$2,650.531.0009/20/2015/CMCSA
COMET 2006-A7 A7 100,000.000.10$99,780.020.3803/17/2014COMET
COMET 2007-A4 A4 800,000.000.79$794,556.480.3803/16/2015COMET
COMET 2007-A7 A7 380,000.000.44$441,927.805.7507/15/2020COMET
COMET 2008-A3 A3 305,000.000.33$333,697.515.0502/15/2016COMET
COMM 2005-C6 A5A 210,000.000.22$220,639.675.1206/10/2044COMM
COMNI 2009-A13 A13 250,000.000.27$269,556.435.3508/15/2018COMNI
COVIDIEN INTERNATIONAL FINANCE 110,000.000.11$112,805.334.2006/15/2020COV
COX COMMUNICATIONS INC 85,000.000.09$94,077.666.4512/01/2036224044BR7
COX COMMUNICATIONS INC 95,000.000.10$106,098.096.2506/01/2018COXENT
COX COMMUNICATIONS INC 100,000.000.11$115,109.006.9506/01/2038COXENT
CRICKET COMMUNICATIONS INC 150,000.000.15$153,000.009.3811/01/2014LEAP
CRMSI 2006-3 A5 300,000.000.24$239,381.405.9511/25/2036CRMSI
CSC HOLDINGS INC 135,000.000.14$140,737.508.5006/15/2015CVC
CSFB 2001-SPGA A2 255,000.000.26$266,812.726.5208/13/2018CSFB
CSMC 2006-C1 AAB 115,000.000.12$121,126.365.6802/15/2039CSMC
CVS PASS-THROUGH TRUST 216,639.140.26$263,360.198.3507/10/2031CVS
CWHL 2006-17 A5 38,540.560.03$33,689.426.0012/25/2036CWHL
CXHE 2005-D AF4 41,388.100.04$41,203.435.2710/25/2035CXHE
CYTEC INDUSTRIES INC 225,000.000.27$275,276.488.9507/01/2017CYT
DCAT 2008-B A3A 100,949.310.10$102,718.964.7109/10/2012DCAT
DCENT 2007-A1 A1 190,000.000.22$218,554.685.6503/16/2020DCENT
DCENT 2008-A4 A4 200,000.000.22$222,704.905.6512/15/2015DCENT
DEVELOPERS DIVERSIFIED REALTY 150,000.000.16$162,924.759.6203/15/2016DDR
DIGITAL REALTY TRUST LP 95,000.000.10$97,099.985.8802/01/2020DLR
DIRECTV HOLDINGS LLC/DIRECTV F 610,000.000.66$663,398.797.6205/15/2016DTV
DOW CHEMICAL CO/THE 255,000.000.31$312,655.258.5505/15/2019DOW
DUKE ENERGY CAROLINAS LLC 370,000.000.39$391,540.664.3006/15/2020DUK
DUNKN 2006-1 A2 200,000.000.19$194,913.005.7806/20/2031DUNKN
E*TRADE FINANCIAL CORP 50,000.000.05$53,375.0012.5011/30/2017ETFC
EASTMAN CHEMICAL CO 5-YR CDS 0 175,000.00-0.00-$1,576.271.0009/20/2015/EMN
EI DU PONT DE NEMOURS & CO 5-Y 175,000.000.00$2,974.331.0009/25/2015/DD
EKSPORTFINANS A/S 455,000.000.52$517,784.545.5005/25/2016EXPT
EKSPORTFINANS ASA 190,000.000.20$195,864.353.0011/17/2014EXPT
ENBRIDGE ENERGY 135,000.000.13$133,106.228.0510/01/203729250RAK2
ENERGY FUTURE HOLDINGS TERM B2 329,887.520.24$245,065.193.7310/10/2014LN363469
ENERGY TRANSFER PARTNERS LP 235,000.000.28$284,375.629.7003/15/2019ETP
ENTERPRISE PRODUCTS 70,000.000.06$64,491.077.0301/15/2068293791AW9
ENTERPRISE PRODUCTS OPERATING 230,000.000.28$277,707.529.7501/31/2014EPD
ENTERPRISE PRODUCTS OPERATING 325,000.000.33$334,435.085.2009/01/2020EPD
EOG RESOURCES INC 310,000.000.31$313,247.252.9506/01/2015EOG
ERAC USA FINANCE LLC 90,000.000.09$91,125.185.2510/01/2020ENTERP
EURO 4,132.330.00$5,053.630.00N/AEURO
EUROPEAN BK RECON & DEV 240,000.000.13$132,237.349.2509/10/2012EBRD
EUROPEAN INVESTMENT BANK 119,000.000.10$101,614.356.1201/23/2017EIB
EUROPEAN INVESTMENT BANK 900,000.000.12$117,401.979.0012/21/2018EIB
EXPORT DEVELOPMENT CANADA 55,000.000.06$55,688.992.2505/28/2015EDC
EXPORT-IMPORT BANK OF KOREA 100,000.000.11$108,567.905.8801/14/2015EIBKOR
EXPORT-IMPORT BANK OF KOREA 225,000.000.24$236,667.835.2502/10/2014EIBKOR
FEDERAL HOME LOAN BANK DISCOUN 377,747.030.38$377,745.900.0107/07/2010FHLBDN
FEDERAL HOME LOAN BANK DISCOUN 1,515,916.721.51$1,515,904.590.0107/15/2010FHLBDN
FEDERAL HOME LOAN BANK DISCOUN 1,573,843.101.57$1,573,830.510.0607/16/2010FHLBDN
FEDERAL HOME LOAN BANK DISCOUN 3,360,406.523.35$3,360,396.440.0007/06/2010FHLBDN
FGCI E01386 98,565.140.10$105,927.835.0006/01/2018FG
FGCI G13245 165,615.370.18$179,023.495.5008/01/2023FG
FGCI G13501 152,525.610.16$162,824.435.0001/01/2024FG
FGCI J09951 495,985.080.52$523,627.524.5007/01/2024FG
FGLMC A45798 155,923.430.18$179,495.898.0005/01/2031FG
FGLMC JUL TBA 210,000.000.23$227,915.526.0007/01/2039FGLMC
FGLMC JUL TBA 1,300,000.001.37$1,374,952.805.0007/01/2039FGLMC
FHARM 1G1067 87,928.150.09$92,484.755.6907/01/2036FH
FHARM 1H1348 236,260.930.25$252,527.505.8110/01/2036FH
FHASI 2006-3 1A11 280,326.500.27$272,517.166.2511/25/2036FHASI
FHLB DISCOUNT NOTE 7/1/10 4,480,542.034.47$4,480,542.030.0007/01/20100701PFDIS
FHLMC 170128 1,393.400.00$1,594.4311.5006/01/2015FH
FHLMC 170129 1,731.100.00$2,007.8311.5006/01/2015FH
FHLMC 170139 966.550.00$1,065.7811.5008/01/2015FH
FHLMC 555085 7,204.570.01$8,317.2011.5003/01/2016FH
FHLMC 555089 26,610.790.03$30,791.2611.5002/01/2016FH
FHLMC 555301 14,235.940.02$16,234.9810.0001/01/2019FH
FHR 2557 WE 300,000.000.33$327,431.465.0001/15/2018FHR
FHR 2662 MA 142,329.520.15$149,163.804.5010/15/2031FHR
FHR 3131 MC 200,000.000.22$216,648.565.5004/15/2033FHR
FHR 3173 PE 325,000.000.36$357,565.466.0004/15/2035FHR
FHR 3337 PB 215,000.000.22$223,225.005.5007/15/2030FHR
FLORIDA POWER CORP 160,000.000.18$182,145.765.6506/15/2018PGN
FNARM 830970 233,105.800.25$248,411.485.0008/01/2035FN
FNARM 847965 118,464.030.12$125,758.395.1411/01/2035FN
FNARM 886163 278,395.690.30$298,957.866.2007/01/2036FN
FNCI 735569 111,104.540.12$121,652.218.0010/01/2016FN
FNCI 888104 218,505.040.23$235,012.425.0005/01/2021FN
FNCI JUL TBA 600,000.000.63$632,906.404.5007/01/202501F042475
FNCI JUL TBA 1,100,000.001.14$1,142,625.004.0007/01/202501F040479
FNCL 257062 197,787.500.21$209,590.075.0001/01/2038FN
FNCL 303157 12,832.520.01$14,510.5810.0005/01/2022FN
FNCL 527338 22,015.870.02$25,498.618.0002/01/2030FN
FNCL 70575 10,541.440.01$12,227.3410.0007/01/2020FN
FNCL 725380 179,537.150.20$200,672.1010.0002/01/2025FN
FNCL 888678 555,878.260.59$590,035.875.0012/01/2036FN
FNCL 899952 122,987.110.13$130,326.125.0012/01/2037FN
FNCL 948116 643,094.810.70$698,702.386.0011/01/2037FN
FNCL 961408 90,714.200.10$96,127.395.0002/01/2038FN
FNCL JUL TBA 580,000.000.61$613,622.025.0007/01/2040FNCL
FNCL JUL TBA 1,470,000.001.48$1,488,604.324.0007/01/2040FNCL
FNCL JUL TBA 1,495,000.001.62$1,621,373.856.0007/01/2040FNCL
FNCL JUL TBA 2,465,000.002.55$2,554,740.794.5007/01/204001F042673
FNCT 257325 834,824.240.90$899,154.385.5008/01/2028FN
FNGT 2001-T10 A1 175,404.260.20$196,363.707.0012/25/2041FNGT
FNGT 2002-T1 A2 94,697.090.11$106,486.147.0011/25/2031FNGT
FNKL 552213 11,140.070.01$12,994.3810.5006/01/2030FN
FNR 1988-15 A 908.680.00$1,038.199.0006/25/2018FNR
FNR 1996-46 ZA 117,151.680.13$130,118.787.5011/25/2026FNR
FNR 2002-83 GH 465,000.000.50$506,079.545.0012/25/2017FNR
FNS 35 2 55,073.720.07$66,448.5112.0007/01/2018FNS
FNS J 1 19.750.00$19.817.0011/01/2010FNS
FNW 2002-W1 2A 100,246.600.11$115,357.997.5002/25/2042FNW
FORD MOTOR COMPANY TERM B 439,431.120.42$416,582.903.2612/15/2013LN303249
FORD MOTOR CREDIT 145,000.000.15$149,000.267.2510/25/2011345397TY9
FORDF 2009-2 A 100,000.000.10$100,900.551.9009/15/2014FORDF
FORDF 2010-1 A 165,000.000.17$166,728.952.0012/15/2014FORDF
FORDL 2010-A A2 250,000.000.25$250,246.451.0403/15/2013FORDL
FSPC T-42 A5 37,222.650.04$42,521.067.5002/25/2042FSPC
G2GP 9194 5,815.260.01$6,448.7410.7503/20/2016G2
G2SF 109 3,349.840.00$3,695.2012.0004/20/2014G2
G2SF 1107 587.500.00$656.5410.5012/20/2018G2
G2SF 1139 461.380.00$518.3310.5002/20/2019G2
G2SF 1186 2,030.600.00$2,346.5510.0005/20/2019G2
G2SF 1203 580.760.00$659.4610.5006/20/2019G2
G2SF 1221 619.280.00$695.0711.0007/20/2019G2
G2SF 1256 446.980.00$507.5510.5009/20/2019G2
G2SF 127 1,602.400.00$1,812.9712.5005/20/2014G2
G2SF 1329 2,314.820.00$2,630.5710.5001/20/2020G2
G2SF 1347 4,648.460.00$5,282.5410.5002/20/2020G2
G2SF 1382 765.190.00$885.9110.0004/20/2020G2
G2SF 1383 10,596.870.01$11,858.0410.5004/20/2020G2
G2SF 1401 7,077.510.01$8,042.9210.5005/20/2020G2
G2SF 1418 6,053.570.01$7,008.6510.0006/20/2020G2
G2SF 1454 2,275.680.00$2,634.7210.0008/20/2020G2
G2SF 1455 1,158.200.00$1,316.1910.5008/20/2020G2
G2SF 1491 5,768.840.01$6,555.7410.5010/20/2020G2
G2SF 1544 5,151.300.00$5,956.8810.0001/20/2021G2
G2SF 1562 11,015.210.01$12,802.6710.0002/20/2021G2
G2SF 1616 5,779.960.01$6,717.8810.0005/20/2021G2
G2SF 1634 1,118.320.00$1,299.7910.0006/20/2021G2
G2SF 1779 22,450.980.02$25,482.7410.5002/20/2021G2
G2SF 19 13,183.160.01$14,661.6212.5010/20/2013G2
G2SF 20 2,781.130.00$3,142.5712.5011/20/2013G2
G2SF 21 7,540.050.01$8,508.2312.5012/20/2013G2
G2SF 2935 13,611.800.02$15,748.818.0006/20/2030G2
G2SF 2972 25,048.020.03$28,445.407.5009/20/2030G2
G2SF 335 492.110.00$548.0911.0005/20/2015G2
G2SF 337 157.400.00$177.5712.0005/20/2015G2
G2SF 368 2,326.650.00$2,646.7112.5007/20/2015G2
G2SF 438 726.550.00$826.4210.0011/20/2015G2
G2SF 514 1,053.250.00$1,168.9310.5003/20/2016G2
G2SF 909 1,113.980.00$1,245.5310.5001/20/2018G2
G2SF 93 2,895.290.00$3,210.2112.0003/20/2014G2
GCCFC 2004-GG1 A7 85,000.000.09$90,859.955.3206/10/2036GCCFC
GCCFC 2005-GG5 A5 140,000.000.14$143,807.385.2204/01/2037396789LL1
GCCT 2008-3 A 150,000.000.15$151,148.441.3507/15/2011GCCT
GEMNT 2009-3 A 135,000.000.14$136,597.912.5409/15/2014GEMNT
GENERAL ELECTRIC CAPITAL CORP 785,000.000.85$851,318.376.0008/07/2019GE
GENERAL MILLS INC 180,000.000.20$204,884.465.6502/15/2019GIS
GENZYME CORP 190,000.000.20$196,081.525.0006/15/2020GENZ
GNGP 901459 6,674.200.01$7,632.9212.2503/15/2014GN
GNGP 97135 10,818.020.01$11,919.4911.0003/15/2013GN
GNJO 503952 46,538.500.05$50,686.976.5007/15/2014GN
GNSF 101883 5,658.950.01$6,417.3512.5011/15/2013GN
GNSF 108766 1,870.260.00$2,090.6212.0004/15/2014GN
GNSF 108998 6,443.540.01$7,191.1412.0004/15/2014GN
GNSF 110373 6,890.270.01$7,782.3812.0004/15/2014GN
GNSF 118154 5,538.080.01$6,157.1512.0005/15/2014GN
GNSF 120204 2,844.820.00$3,213.1512.0006/15/2014GN
GNSF 120699 422.290.00$475.9812.0003/15/2015GN
GNSF 122189 2,152.500.00$2,440.8712.0003/15/2015GN
GNSF 126639 18,907.390.02$21,580.8612.0005/15/2015GN
GNSF 132806 21,397.800.02$24,423.4112.0006/15/2015GN
GNSF 133547 17,540.250.02$20,020.4112.0004/15/2015GN
GNSF 139299 6,456.200.01$7,369.1012.0011/15/2015GN
GNSF 143231 25,082.890.03$29,988.3612.5001/15/2016GN
GNSF 248625 2,640.450.00$3,043.9410.0009/15/2018GN
GNSF 262211 7,190.650.01$8,289.4710.0009/15/2018GN
GNSF 268362 3,252.180.00$3,696.9211.5007/15/2015GN
GNSF 277064 3,614.580.00$4,178.519.5010/15/2019GN
GNSF 283861 14,840.270.02$16,719.6011.0008/15/2015GN
GNSF 283907 472.920.00$532.8111.0009/15/2015GN
GNSF 516525 13,882.790.02$16,118.728.0005/15/2030GN
GNSF 60387 3,316.740.00$3,676.5312.0002/15/2013GN
GNSF 70183 3,135.340.00$3,287.9012.5012/15/2013GN
GNSF 780010 26,161.360.03$29,933.619.5003/15/2023GN
GNSF 780118 17,815.910.02$20,604.369.5008/15/2021GN
GNSF 781389 17,704.760.02$20,185.337.5001/15/2032GN
GOLDMAN SACHS GROUP INC/THE 340,000.000.34$336,586.745.3803/15/2020GS
GSMPS 1998-2 A 120,704.580.12$119,837.567.7505/19/2027GSMPS
GSMPS 1999-3 A 255,459.530.25$254,480.618.0008/19/2029GSMPS
GSMS 2004-GG2 A6 405,000.000.42$427,203.115.4008/10/2038GSMS
GSMS 2005-GG4 A4A 600,000.000.62$620,739.844.7507/10/2039GSMS
GSMS 2006-GG6 A4 685,000.000.70$704,806.785.5504/10/2038GSMS
GXS WORLDWIDE INC 135,000.000.13$129,600.009.7506/15/2015GXSWLD
HARRAHS CHESTER DOWNS TERM LOA 110,687.500.11$110,687.5012.3812/31/2016HET
HART 2007-A A3A 14,687.170.01$14,806.895.0401/17/2012HART
HART 2008-A A3 138,391.370.14$142,327.144.9312/17/2012HART
HCA INC/DE - PRE 2010 IPO 91,000.000.10$97,597.509.6211/15/2016HCA
HDMOT 2006-1 A2 31,414.270.03$31,886.675.0410/15/2012HDMOT
HDMOT 2008-1 A4 125,000.000.13$131,047.504.9012/15/2013HDMOT
HDMOT 2009-4 A3 100,000.000.10$100,990.281.8702/17/2014HDMOT
HEXION US FINANCE CORP / HEXIO 160,000.000.14$145,200.008.8802/01/2018HXN
HOLOGIC INC 170,000.000.14$145,562.502.0012/15/2037HOLX CB
HOSPIRA INC 380,000.000.43$432,186.546.4005/15/2015HSP
ILFC E-CAPITAL TRUST II 210,000.000.14$135,712.506.2512/21/2065AIG
ILLINOIS POWER CO 469,000.000.61$616,682.479.7511/15/2018AEE
INDONESIA TREASURY BOND 1,000,000,000.000.14$146,165.8912.8006/15/2021INDOGB
INDONESIA TREASURY BOND 1,180,000,000.000.14$140,444.629.5006/15/2015INDOGB
INDONESIA TREASURY BOND 1,180,000,000.000.14$141,633.8610.5008/15/2030INDOGB
INDONESIA TREASURY BOND 1,521,000,000.000.19$191,140.3410.7505/15/2016INDOGB
INDONESIA TREASURY BOND 2,724,000,000.000.36$360,290.1911.0011/15/2020INDOGB
INDONESIAN RUPIAH 428,834,646.000.05$47,332.740.00N/ARUPIAH
INMARSAT FINANCE PLC 100,000.000.10$102,750.007.3812/01/2017ISATLN
INTELSAT BERMUDA LTD 135,000.000.14$137,362.5011.2502/04/2017INTEL
INTER-AMERICAN DEVELOPMENT BAN 150,000.000.15$150,886.502.2507/15/2015IADB
INTER-AMERICAN DEVELOPMENT BAN 232,000.000.20$196,307.165.3805/27/2014IADB
INTERNATIONAL BANK FOR RECONST 128,000.000.11$108,202.835.7510/21/2019IBRD
INTERNATIONAL BANK FOR RECONST 185,000.000.19$188,312.802.3805/26/2015IBRD
INTERNATIONAL GAME TECHNOLOGY 105,000.000.11$108,527.165.5006/15/2020IGT
INTERNATIONAL LEASE FINANCE CO 275,000.000.26$261,250.008.7503/15/2017AIG
INTERNATIONAL PAPER CO 375,000.000.48$485,122.139.3805/15/2019IP
ITRAXX EUR SUB FINANCIALS 13.1 170,000.000.01$13,743.161.0006/20/2015/ITRAX
ITRAXX EUR SUB FINANCIALS 13.1 350,000.000.03$28,294.741.0006/20/2015SP33076P
ITRAXX EUR SUB FINANCIALS 13.1 500,000.000.04$40,421.061.0006/20/2015SPC703E3
ITRAXX EUR SUB FINANCIALS 13.1 700,000.000.06$56,589.491.0006/20/2015/ITRAX
J.C. PENNEY COMPANY, INC 5-YEA 85,000.000.00$3,170.011.0003/20/2015/JCP
J.C. PENNEY COMPANY, INC 5-YEA 90,000.000.00$3,356.481.0003/20/2015/JCP1
J.C. PENNEY COMPANY, INC 5-YR 135,000.000.00$5,034.721.0003/20/2015/JCP
JDOT 2010-A A4 155,000.000.16$157,342.552.1310/17/2016JDOT
JEFFERIES GROUP 40,000.000.04$35,909.286.2501/15/2036472319AC6
JEFFERIES GROUP INC 275,000.000.26$259,727.606.4506/08/2027JEF
JERSEY CENTRAL POWER & LIGHT C 75,000.000.08$81,186.235.6205/01/2016FE
JP MORGAN CHASE CAPITAL XXV 381,000.000.38$377,726.456.8010/01/2037JPM
JPMCC 2002-C2 A2 200,000.000.21$211,312.985.0512/12/2034JPMCC
JPMCC 2005-LDP4 A4 150,000.000.16$156,858.144.9210/01/204246625YUA9
JPMCC 2005-LDP5 A4 100,000.000.11$106,369.765.3612/15/2044JPMCC
JPMMT 2007-A1 7A4 481,794.700.19$195,555.175.2907/25/2035JPMMT
JPMORGAN CHASE BANK NA 250,000.000.27$272,642.756.0010/01/2017JPM
KEYBANK NA 250,000.000.27$267,138.505.8007/01/201449306CAH4
KINDER MORGAN ENER PART 215,000.000.27$268,035.139.0002/01/2019KMP
KINDER MORGAN ENERGY PARTNERS 115,000.000.12$119,170.945.3009/15/2020KMP
KINGDOM OF SPAIN 5-YR CDS 03/2 240,000.000.02$16,345.621.0003/20/2015/SPGB
KNOLOGY INC EXTENDED TERM LOAN 254,359.300.25$250,013.573.7806/02/2014KNOL
KOMMUNALBANKEN AS 234,000.000.24$238,461.442.7505/05/2015KBN
KOREA DEVELOPMENT BANK/REPUBLI 295,000.000.33$336,061.948.0001/23/2014KDB
KOREA EXPRESSWAY CORP 100,000.000.10$102,577.304.5003/23/2015HIGHWY
KRAFT FOODS INC 185,000.000.20$198,610.645.3802/10/2020KFT
KREDITANSTALT FUER WIEDERAUFBA 290,000.000.16$162,223.2710.0005/15/2012KFW
L-3 COMMUNICATIONS CORP 315,000.000.32$318,050.784.7507/15/2020LLL
LAZARD GROUP 162,000.000.16$164,281.286.8506/15/2017LAZ
LAZARD GROUP LLC 34,000.000.04$35,845.457.1205/15/2015LAZ
LBUBS 2004-C1 A4 180,000.000.18$184,252.484.5701/15/203152108HYK4
LEVEL 3 COMMUNICATION INC TERM 185,000.000.20$199,221.8811.5003/13/2014LVLT
LIFE TECHNOLOGIES CORP 20,000.000.02$20,709.204.4003/01/2015LIFE
LIFE TECHNOLOGIES CORP 310,000.000.34$336,322.416.0003/01/2020LIFE
LINEAR TECHNOLOGY CORP 225,000.000.22$221,343.753.0005/01/2027LLTC CB2
LMT 2005-2 2A3 118,780.630.11$108,461.335.5012/25/2035LMT
LONG TERM RECEIVABLES -123,974.58-0.20-$123,974.580.00N/ASECNCAHUS
MARP 2005-1 1A5 208,245.510.20$206,100.168.0008/25/2034MARP
MATS 2007-1 A4 67,325.650.07$67,010.910.4112/15/2013MATS
MBNAS 2005-A2 A2 50,000.000.05$49,754.110.4310/15/2014MBNAS
MECCANICA HOLDINGS USA 180,000.000.19$192,430.626.2507/15/2019FNCIM
MEDCO HEALTH SOLUTIONS INC 330,000.000.39$394,841.377.1203/15/2018MHS
METLIFE INC 15,000.000.02$16,992.566.8208/15/2018MET
METLIFE INC 5-YR CDS 12/20/201 415,000.00-0.04-$36,714.281.0012/20/2014/MET
METLIFE INC 5YR CDS 09/20/14 80,000.000.00$5,470.875.0009/20/2014/MET
MEXICAN PESO 616,944.300.05$47,707.350.00N/APESOS
MGM MIRAGE 55,000.000.06$63,662.5013.0011/15/2013MGM
MGM RESORTS INTERNATIONAL 30,000.000.03$32,775.0010.3805/15/2014MGM
MGM RESORTS INTERNATIONAL 35,000.000.04$38,762.5011.1211/15/2017MGM
MIDAMERICAN FUNDING LLC 102,000.000.10$105,855.406.7503/01/2011BRK
MIDCONTINENT EXPRESS PIPELINE 180,000.000.19$187,465.145.4509/15/2014MCEXPP
MIDCONTINENT EXPRESS PIPELINE 220,000.000.23$227,983.146.7009/15/2019MCEXPP
MLMT 2005-CIP1 A2 161,894.510.16$165,517.474.9607/12/2038MLMT
MSC 2005-HQ6 A4A 492,000.000.51$511,145.744.9908/13/2042MSC
MSC 2007-T27 A4 475,000.000.50$497,604.685.8006/13/2042MSC
MYLAN INC/PA 95,000.000.10$97,375.007.6207/15/2017MYL
NATIONAL SEMICONDUCTOR CORP 70,000.000.07$71,016.263.9504/15/2015NSM
NATIONAL SEMICONDUCTOR CORP 85,000.000.10$95,361.506.6006/15/2017637640AE3
NBC UNIVERSAL INC 530,000.000.55$553,848.945.1504/30/2020NBCUNI
NEW SOUTH WALES TREASURY CORP 303,000.000.26$261,628.586.0005/01/2020NSWTC
NEW ZEALAND DOLLAR 256.440.00$175.820.00N/ANEWZEALND
NEWPAGE CORP 95,000.000.09$86,687.5011.3812/31/2014NEWPAG
NEXEN INC 135,000.000.16$158,724.907.5007/30/2039NXY
NIBC BANK NV 390,000.000.39$395,417.492.8012/02/2014NIBCAP
NIELSEN FINANCE LLC / NIELSEN 85,000.000.09$93,287.5011.6202/01/2014VNU
NOBLE ENERGY INC 260,000.000.31$315,172.008.2503/01/2019NBL
NORDIC INVESTMENT BANK 105,000.000.11$106,490.482.5007/15/2015NIB
NORWAY GOVERNMENT BOND 1,280,000.000.21$214,096.134.2505/19/2017NGB
NORWAY GOVERNMENT BOND 2,777,000.000.47$472,510.984.5005/22/2019NGB
NORWEGIAN GOVERNMENT 1,825,000.000.31$312,539.165.0005/15/2015B01C190
NOVARTIS CAPITAL CORP 145,000.000.16$156,641.184.4004/24/2020NOVART
NOVARTIS SECURITIES INVESTMENT 70,000.000.08$78,499.195.1202/10/2019NOVART
NUVEEN INVESTMENTS INC SECOND 85,000.000.09$89,420.0012.5007/09/2015NUVINV
OBP 2010-OBP A 120,000.000.12$120,516.004.6507/15/2045OBP
PACIFICORP 220,000.000.25$248,244.925.5001/15/2019BRK
PAETEC HOLDING CORP 95,000.000.10$95,475.008.8806/30/2017PAET
PENNSYLVANIA ELECTRIC CO 300,000.000.31$313,306.205.2004/01/2020FE
PETROBRAS INTERNATIONAL FINANC 45,000.000.05$46,538.245.8803/01/2018PETBRA
PETROBRAS INTERNATIONAL FINANC 277,000.000.28$280,337.305.7501/20/2020PETBRA
PETROHAWK ENERGY CORP 90,000.000.10$97,200.0010.5008/01/2014HAWK
PFIZER INC 325,000.000.38$386,896.256.2003/15/2019PFE
PLAINS ALL AMERICAN PIPELINE L 95,000.000.11$113,577.738.7505/01/2019PAA
PNC BANK NA 250,000.000.28$282,878.506.8804/01/2018PNC
PNC FINANCIAL SERVICES 260,000.000.27$269,496.240.0805/29/2049PNC PFD
PNC FUNDING 225,000.000.24$239,808.605.2511/15/2015693476AT0
PNC FUNDING CORP 210,000.000.22$218,774.855.1202/08/2020PNC
POLISH ZLOTY 221,524.720.06$65,304.140.00N/APOLZLOTY
PORTUGUESE REPUBLIC 5-YR CDS 0 156,000.000.01$12,530.871.0006/20/2015/PORT2
PPL ELECTRIC UTILITIES CORP 130,000.000.15$151,963.637.1211/30/2013PPL
PRIDE INTERNATIONAL INC 240,000.000.25$250,200.008.5006/15/2019PDE
PROLOGIS 130,000.000.12$123,972.816.2503/15/2017PLD
PROLOGIS 150,000.000.15$147,149.257.3810/30/2019PLD
PROVINCE OF BRITISH COLUMBIA C 105,000.000.11$108,577.352.8506/15/2015BRCOL
PROVINCE OF MANITOBA CANADA 50,000.000.05$50,909.902.6207/15/2015MP
PROVINCE OF ONTARIO CANADA 140,000.000.15$149,056.464.4004/14/2020ONT
PROVINCE OF QUEBEC CANADA 110,000.000.12$121,418.884.8805/05/2014Q
PRUDENTIAL FINANCIAL INC 185,000.000.18$186,507.943.8801/14/2015PRU
PUBLIC SERVICE CO OF OKLAHOMA 215,000.000.23$226,823.935.1512/01/2019AEP
QUEBEC PROVINCE 19,000.000.02$18,600.194.5012/01/201974814ZEE9
QUEENSLAND TREASURY CORP 76,000.000.06$65,662.016.0006/14/2021QTC
QWEST CORP 70,000.000.08$76,825.008.3805/01/2016QUS
QWEST CORP 225,000.000.25$246,937.508.3805/01/2016QUS
RABOBANK NEDERLAND NV 325,000.000.40$402,504.0511.0012/29/2049RABOBK
RANGE RESOURCES CORP 95,000.000.10$99,631.258.0005/15/2019RRC
REGENCY CENTERS LP 95,000.000.10$100,288.465.8806/15/2017REG
REGIONS FINANCIAL CORP 45,000.000.04$44,762.905.7506/15/2015RF
REGIONS FINANCIAL CORP 260,000.000.27$274,535.827.7511/10/2014RF
REHABCARE GROUP TERM B 284,287.500.28$283,256.966.0011/03/2015RHB
RELIANCE STEEL & ALUMINUM CO 116,000.000.11$112,752.466.8511/15/2036RS
RENTAL SERVICES CORP 2ND LIEN 185,000.000.17$169,428.553.8210/07/2013LN302040
RIO TINTO FINANCE PLC 85,000.000.11$111,723.759.0005/01/2019RIOLN
ROCHE HOLDINGS INC 505,000.000.59$589,287.036.0003/01/2019ROSW
ROCKIES EXPRESS PIPELINE LLC 130,000.000.12$123,873.235.6204/15/2020ROCKIE
ROCKWOOD SPECIALTIES TRANCHE H 275,000.000.27$275,745.256.0005/15/2014ROC
ROGERS COMMUNICATIONS INC 40,000.000.04$40,109.726.6811/04/2039RCICN
ROGERS WIRELESS INC 110,000.000.13$131,399.847.5003/15/201577531QAM0
RR DONNELLEY 5YR CDS 06/20/214 600,000.00-0.06-$61,039.305.0006/20/2014SPK604UP
RUSSIA GOVERNMENT INTERNATIONA 59,800.000.07$67,562.045.0003/31/2030RUSSIA
SALLY HOLDINGS LLC 80,000.000.08$86,000.0010.5011/15/2016SBH
SECURITIZED NET CASH - ACR1 734,216.860.73$734,216.860.00N/ASECCASHAC
SECURITY LENDING COLLATERAL 13,371.660.00$568.300.00N/ASECLENDPL
SEMCO ENERGY INC 280,000.000.30$300,506.085.1504/21/2020SEN
SHAW COMMUNICATION 109,000.000.10$104,670.726.7511/09/2039SJRCN
SHELL INTERNATIONAL FINANCE BV 105,000.000.11$106,747.313.1006/28/2015RDSALN
SILICON VALLEY BANK 250,000.000.26$260,766.005.7006/01/2012SIVB
SOUTH AFRICA RAND 82,084.350.01$10,693.290.00N/AZAR
SPRINT NEXTEL CORP 160,000.000.14$144,400.006.0012/01/2016852061AD2
SUNOCO, INC 5-YR CDS 03/20/201 155,000.000.02$15,109.031.0003/20/2015/SUN
SVENSK EXPORTKREDIT AB 230,000.000.24$238,843.043.2509/16/2014SEK
TASC INC TERM LOAN B 134,662.500.13$134,830.835.7512/19/2014NOC
TECK RESOURCES LTD 50,000.000.06$59,066.7010.2505/15/2016TCKCN
TECK RESOURCES LTD 120,000.000.15$147,257.4010.7505/15/2019TCKCN
TECK RESOURCES LTD 200,000.000.24$236,557.409.7505/15/2014TCKCN
TELECOM ITALIA CAPITAL 370,000.000.37$373,846.155.2510/01/201587927VAQ1
TELECOM ITALIA CAPITAL SA 225,000.000.23$235,428.536.1806/18/2014TITIM
TELEFONICA EMISIONES SAU 80,000.000.08$80,336.645.1304/27/2020TELEFO
TELEFONICA EMISIONES SAU 105,000.000.10$104,807.963.7304/27/2015TELEFO
TELESAT CANADA / TELESAT LLC 115,000.000.12$124,775.0011.0011/01/2015TELSAT
TEVA PHARMACEUTICAL FINANCE II 150,000.000.15$153,114.003.0006/15/2015TEVA
THERMO FISHER SCIENTIFIC INC 25,000.000.03$26,981.634.7005/01/2020TMO
THERMO FISHER SCIENTIFIC INC 380,000.000.39$392,522.903.2005/01/2015TMO
TIME WARNER CABLE INC 270,000.000.33$332,586.008.2504/01/2019TWC
TOTAL CAPITAL SA 105,000.000.11$107,393.374.4506/24/2020TOTAL
TRANS-CANADA PIPELINES 250,000.000.22$223,111.506.3505/15/2067TRP
TRANSCANADA PIPELINES LTD 205,000.000.21$212,883.483.4006/01/2015TRP
TRANSOCEAN INC 70,000.000.06$63,265.656.8003/15/2038RIG
TRANSOCEAN INC 195,000.000.17$174,037.501.5012/15/2037RIG CB1
TREASURY BILL 1,246,487.521.24$1,246,443.890.0507/15/2010B
TREASURY BILL 1,968,660.561.96$1,968,660.560.0107/01/2010B
TSY INFL IX N/B 867,722.400.91$917,074.111.6201/15/2015TII
TURKEY REPUBLIC OF 55,000.000.06$57,062.506.8803/17/2036900123AY6
TWIN REEFS PASS-THROUGH TRUST 200,000.000.00$0.000.4512/31/2049XLFATR
UNITED TECHNOLOGIES CORP 130,000.000.14$140,926.894.5004/15/2020UTX
US BANK NA 250,000.000.27$272,712.254.9510/30/2014USB
US TREASURY N/B 190,000.000.21$213,601.614.6202/15/2040T
US TREASURY N/B 1,080,000.001.08$1,084,466.881.1206/15/2013WIT
US TREASURY N/B 2,285,000.002.29$2,294,105.731.8806/30/2015T
US TREASURY N/B 2,910,000.003.04$3,045,946.473.5005/15/2020WIT
USB CAPITAL IX 395,000.000.29$288,863.506.1904/15/2049USB
USB REALTY CORP 200,000.000.14$140,000.006.0912/22/2049USB
VALE OVERSEAS LTD 75,000.000.08$78,727.356.8811/10/2039VALEBZ
VALE OVERSEAS LTD 160,000.000.17$167,201.766.8811/21/2036CVRD
VALERO ENERGY CORPORATION 5-YR 155,000.00-0.01-$8,674.091.0003/20/2015/VLO
VERIZON COMMUNICATIONS INC 115,000.000.13$127,168.046.4002/15/2038VZ
VIACOM INC 5-YR CDS 09/20/2015 250,000.000.00-$792.661.0009/20/2015/VIA
VIDEOTRON LTEE 142,000.000.13$134,729.927.1201/15/2020QBRCN
VIVENDI 177,000.000.20$197,574.666.6204/04/2018VIVFP
VIVENDI 290,000.000.31$311,296.735.7504/04/2013VIVFP
WACHOVIA CORP 65,000.000.07$68,897.145.2508/01/2014929903AJ1
WACHOVIA CORP 290,000.000.31$313,401.845.6210/15/2016929903CH3
WAL-MART STORES INC 260,000.000.26$259,760.803.6207/08/2020WMT
WEATHERFORD INTERNATIONAL LTD 270,000.000.32$325,629.459.6203/01/2019WFT
WELLS FARGO CAPITAL XIII 240,000.000.24$243,600.007.7012/29/2049WFC
WFMBS 2005-AR16 2A1 7,697.970.01$7,132.093.0010/25/2035WFMBS
WFMBS 2006-AR5 2A1 42,916.250.03$33,984.435.4704/25/2036WFMBS
WILLIAMS PARTNERS LP 155,000.000.16$158,797.665.2503/15/2020WPZ
WIND ACQUISITION FINANCE SA 95,000.000.10$97,850.0011.7507/15/2017WINDIM
WMALT 2005-1 5A2 159,247.480.10$105,773.776.0003/25/2035WMALT
WOART 2008-A A3A 69,127.650.07$70,182.243.9410/15/2012WOART
WOLS 2009-A A3 95,000.000.10$95,643.561.6502/15/2013WOLS
WOODSIDE FINANCE LTD 95,000.000.10$96,986.644.5011/10/2014WPLAU
WOODSIDE FINANCE LTD 300,000.000.34$341,973.008.1203/01/2014WPLAU
XCEL ENERGY INC 325,000.000.34$338,845.004.7005/15/2020XEL
YALE UNIVERSITY 250,000.000.26$259,587.502.9010/15/2014YALUNI
ZIMMER HOLDINGS INC 320,000.000.34$336,684.164.6211/30/2019ZMH
ZIONS BANCORPORATION 55,000.000.06$56,093.627.7509/23/2014ZION
ZIONS BANCORPORATION 150,000.000.14$135,527.405.5011/16/2015ZION



-0.05 of the fund was hedged out of AUD/USD CIT 08/03/10
-0.42 of the fund was hedged out of AUD/USD F 08/03/10
-0.04 of the fund was hedged out of AUD/USD HSB 08/03/10
-1.24 of the fund was hedged out of AUD/USD MRS 08/03/10
-0.35 of the fund was hedged out of BRL/USD BAR 08/02/10
0.05 of the fund was hedged out of BRL/USD JPM 08/03/10
-0.12 of the fund was hedged out of CAD/USD BAR 08/03/10
-0.23 of the fund was hedged out of CAD/USD F 08/03/10
0.09 of the fund was hedged out of CAD/USD GOS 08/03/10
-0.02 of the fund was hedged out of CAD/USD MRS 08/03/10
0.00 of the fund was hedged out of EUR/USD 07/01/10 SPOT
-0.03 of the fund was hedged out of EUR/USD CIT 08/03/10
-0.25 of the fund was hedged out of EUR/USD F 08/03/10
-0.10 of the fund was hedged out of EUR/USD HSB 08/03/10
-0.72 of the fund was hedged out of EUR/USD MRS 08/03/10
0.00 of the fund was hedged out of GBP/USD 07/01/10 SPOT
0.00 of the fund was hedged out of GBP/USD 07/02/10 SPOT
-0.08 of the fund was hedged out of GBP/USD GOS 08/03/10
-0.22 of the fund was hedged out of GBP/USD HSB 08/03/10
-1.02 of the fund was hedged out of GBP/USD MRS 08/03/10
-0.22 of the fund was hedged out of IDR/USD HSB 08/03/10
0.28 of the fund was hedged out of INR/USD JPM 10/20/10
0.00 of the fund was hedged out of JPY/USD 07/02/10 SPOT
-0.00 of the fund was hedged out of MXN/USD MRS 08/03/10
0.24 of the fund was hedged out of MYR/USD JPM 08/03/10
-0.24 of the fund was hedged out of MYR/USD MRS 08/03/10
-0.39 of the fund was hedged out of NOK/USD F 08/03/10
-0.26 of the fund was hedged out of NOK/USD GOS 08/03/10
-0.04 of the fund was hedged out of NOK/USD HSB 08/03/10
-0.12 of the fund was hedged out of NOK/USD MRS 08/03/10
0.00 of the fund was hedged out of NZD/USD JPM 08/03/10
-0.06 of the fund was hedged out of PLN/USD HSB 07/01/10
3.79 of the fund was hedged out of US 10YR NOTE FUT SEPT 2010
2.12 of the fund was hedged out of US 5YR NOTE SEPT 2010
1.22 of the fund was hedged out of US ULTRA BOND SEPT10
-0.12 of the fund was hedged out of ZAR/USD HSB 08/03/10