Delaware Limited-Term Diversified Income 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
ACHMEA HYPOTHEEKBANK NV	4,940,000.00	0.25	$5,108,943.06	3.20	11/03/2014	ACHMEA
AES CORP/THE	541,000.00	0.03	$551,820.00	8.75	05/15/2013	AES
AES CORP/THE	1,600,000.00	0.08	$1,616,000.00	8.00	06/01/2020	AES
AFRICAN DEVELOPMENT BANK	3,365,000.00	0.17	$3,514,395.91	3.00	05/27/2014	AFDB
AHM 2005-2 5A1	22,407.41	0.00	$19,547.75	5.06	09/25/2035	AHM
AHMAT 2009-ADV3 A1	1,430,000.00	0.07	$1,428,711.00	2.30	10/06/2021	AHMAT
AIG TERM LOAN 1	3,902,884.49	0.19	$3,867,348.73	6.75	02/23/2015	AIG
AIG TERM LOAN 2	2,862,115.51	0.14	$2,825,752.33	7.00	03/07/2016	AIG
ALGOMA ACQUISITION CORP	325,000.00	0.01	$277,875.00	9.88	06/15/2015	AGACN
ALLIED WASTE NORTH AMERICA INC	2,225,000.00	0.12	$2,389,176.08	7.12	05/15/2016	AW
ALLYA 2010-2 A3	1,290,000.00	0.06	$1,292,678.81	1.00	07/15/2014	ALLYA
AMGEN INC	1,125,000.00	0.05	$1,116,562.50	0.38	02/01/2013	AMGN CB1
AMGEN INC	2,665,000.00	0.15	$2,954,504.28	4.85	11/18/2014	AMGN
AMOT 2010-1 A	2,340,000.00	0.12	$2,371,950.59	2.10	01/15/2015	AMOT
AMXCA 2010-1 B	1,225,000.00	0.06	$1,216,093.15	0.95	11/16/2015	AMXCA
ANHEUSER-BUSCH INBEV WORLDWIDE	570,000.00	0.03	$584,050.50	3.62	04/15/2015	ABIBB
ANHEUSER-BUSCH INBEV WORLDWIDE	4,405,000.00	0.22	$4,460,146.20	2.50	03/26/2013	ABIBB
ANIXTER INTERNATIONAL INC	650,000.00	0.03	$707,687.50	10.00	03/15/2014	AXE
APPALACHIAN POWER CO	4,930,000.00	0.25	$5,014,357.23	3.40	05/24/2015	AEP
ARAMARK CORP	1,780,000.00	0.09	$1,806,700.00	8.50	02/01/2015	RMK
ASIAN DEVELOPMENT BANK	9,800,000.00	0.49	$9,878,733.20	1.62	07/15/2013	ASIA
ASIAN DEVELOPMENT BANK/PASIG	6,560,000.00	0.34	$6,808,919.20	2.75	05/21/2014	ASIA
ASTRAZENECA PLC	3,615,000.00	0.19	$3,949,315.20	5.40	09/15/2012	AZN
ATI HOLDINGS LLC TERM LOAN	4,705,000.00	0.22	$4,540,325.00	7.00	02/18/2016	ATIHLD
AUSTRALIAN DOLLAR	2,379,543.70	0.10	$2,002,029.03	0.00	N/A	AUD
BAAT 2009-3A A4	3,025,000.00	0.15	$3,112,241.00	2.67	12/15/2016	BAAT
BACCT 2006-A12 A12	11,218,000.00	0.55	$11,176,435.07	0.37	03/15/2014	BACCT
BACCT 2006-A15 A15	2,390,000.00	0.12	$2,379,940.49	0.35	04/15/2014	BACCT
BACCT 2007-A10 A10	4,900,000.00	0.24	$4,796,113.14	0.42	12/15/2016	BACCT
BACCT 2007-A4 A4	6,490,000.00	0.31	$6,241,547.22	0.39	11/15/2019	BACCT
BACCT 2008-A5 A5	7,615,000.00	0.38	$7,685,252.94	1.55	12/16/2013	BACCT
BACCT 2010-A1 A1	5,045,000.00	0.25	$5,031,645.89	0.65	09/15/2015	BACCT
BACM 2004-2 A3	2,305,273.61	0.11	$2,336,582.91	4.05	11/10/2038	BACM
BACM 2004-5 A3	1,735,000.00	0.09	$1,771,442.98	4.56	11/10/2041	BACM
BACM 2005-1 A5	805,000.00	0.04	$853,342.26	5.31	11/10/2042	BACM
BAFC 2006-H 1A2	46,827.32	0.00	$6,055.54	3.38	09/20/2046	BAFC
BALL CORP	614,000.00	0.03	$645,467.50	7.12	09/01/2016	BLL
BALL CORP	921,000.00	0.05	$962,445.00	7.38	09/01/2019	BLL
BANK OF AMERICA NA	1,750,000.00	0.07	$1,501,883.25	0.84	06/15/2017	BAC
BB&T CORP	1,895,000.00	0.10	$1,989,685.57	6.50	08/01/2011	BBT
BB&T CORP	4,515,000.00	0.24	$4,824,056.27	5.20	12/23/2015	BBT
BOAA 2004-10 1CB1	150,912.15	0.01	$149,088.23	6.00	11/25/2034	BOAA
BOAA 2005-3 2A1	228,214.40	0.01	$209,619.95	5.50	04/25/2020	BOAA
BOAA 2005-5 2CB1	18,182.87	0.00	$13,778.98	6.00	06/25/2035	BOAA
BOAA 2005-6 7A1	165,579.90	0.01	$156,674.52	5.50	07/25/2020	BOAA
BOAMS 2002-K 2A1	6,458.79	0.00	$6,312.78	3.14	10/20/2032	BOAMS
BRINKER INTERNATIONAL INC	4,000,000.00	0.21	$4,203,040.00	5.75	06/01/2014	EAT
BSCMS 2005-PW10 A1	631,360.42	0.03	$633,889.65	5.08	12/11/2040	BSCMS
BSCMS 2005-PW10 A4	915,000.00	0.05	$961,811.58	5.40	12/11/2040	BSCMS
BSCMS 2005-T20 A4A	1,465,000.00	0.08	$1,566,118.26	5.30	10/12/2042	07387BCL5
BSCMS 2006-PW12 A4	335,000.00	0.02	$359,454.26	5.91	09/11/2038	BSCMS
BSCMS 2007-PW15 A4	1,475,000.00	0.07	$1,445,157.51	5.33	02/11/2044	BSCMS
BURLINGTON NORTHERN SANTA FE L	4,235,000.00	0.24	$4,939,610.83	7.00	02/01/2014	BRK
CABLEVISION SYSTEMS CORP	125,000.00	0.01	$128,125.00	8.62	09/15/2017	CVC
CANADIAN DOLLAR	370,739.60	0.02	$348,275.81	0.00	N/A	CANDOLLAR
CANADIAN GOVERNMENT BOND	5,810,000.00	0.27	$5,502,935.09	2.50	06/01/2015	CAN
CARAT 2008-CPA A1	7,479,012.38	0.37	$7,530,430.59	1.20	01/15/2013	CARAT
CAREFUSION CORP	4,555,000.00	0.24	$4,925,831.66	5.12	08/01/2014	CFN
CASH	-280,383,566.94	-13.80	-$280,383,566.94	0.00	12/15/2038	US-CASH
CCCIT 2004-C1 C1	1,545,000.00	0.08	$1,528,031.11	1.00	07/15/2013	CCCIT
CCCIT 2006-A4 A4	1,800,000.00	0.09	$1,870,031.16	5.45	05/10/2013	CCCIT
CCCIT 2007-A6 A6	325,000.00	0.02	$325,062.34	0.28	07/12/2012	CCCIT
CCCIT 2007-A7 A7	1,250,000.00	0.06	$1,249,925.50	0.70	08/20/2014	CCCIT
CCCIT 2008-A6 A6	5,500,000.00	0.28	$5,683,540.50	1.55	05/22/2017	CCCIT
CCCIT 2009-A1 A1	3,055,000.00	0.15	$3,131,636.20	2.10	03/17/2014	CCCIT
CCCIT 2009-A2 A2	13,190,000.00	0.66	$13,494,718.02	1.90	05/15/2014	CCCIT
CCI 2006-1A B	900,000.00	0.05	$931,108.32	5.36	11/15/2036	CCI
CDP FINANCIAL INC	6,350,000.00	0.32	$6,415,062.10	3.00	11/25/2014	CADEPO
CDX.NA.HY.14 06/20/2015 - BANK	15,825,000.00	0.04	$867,198.89	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - BARC	22,500,000.00	0.06	$1,232,984.21	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - GOLD	16,875,000.00	0.05	$924,738.15	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - GOLD	17,500,000.00	0.05	$958,987.72	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - JP M	17,500,000.00	0.05	$958,987.72	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - JPMO	17,500,000.00	0.05	$958,987.72	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - JPMO	19,500,000.00	0.05	$1,068,586.31	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - MORG	2,250,000.00	0.01	$123,298.42	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - MORG	25,300,000.00	0.07	$1,386,422.24	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015- BARCL	19,750,000.00	0.05	$1,082,286.14	5.00	06/20/2015	/CDXHY
CF INDUSTRIES INC	1,800,000.00	0.09	$1,849,500.00	7.12	05/01/2020	CFINDU
CHAIT 2005-A10 A10	2,605,000.00	0.13	$2,635,450.63	4.65	12/17/2012	CHAIT
CHAIT 2005-A2 A2	6,600,000.00	0.32	$6,576,746.22	0.42	12/15/2014	CHAIT
CHAIT 2008-A6 A6	1,100,000.00	0.06	$1,127,462.27	1.55	05/15/2015	CHAIT
CHAIT 2009-A2 A2	12,815,000.00	0.64	$13,104,467.78	1.90	04/15/2014	CHAIT
CHESAPEAKE ENERGY CORP	4,705,000.00	0.26	$5,222,550.00	9.50	02/15/2015	CHK
CINCINNATI BELL INC	253,000.00	0.01	$238,452.50	7.00	02/15/2015	CBB
CITEC 2009-VT1 A2	3,300,210.42	0.16	$3,305,315.52	2.20	06/15/2011	CITEC
CITEC 2009-VT1 A3	2,150,000.00	0.11	$2,172,982.21	3.07	08/15/2016	CITEC
CITIZENS COMMUNICATIONS CO	2,500,000.00	0.11	$2,325,000.00	7.12	03/15/2019	CZN
CLEAN HARBORS INC	1,715,000.00	0.09	$1,770,737.50	7.62	08/15/2016	CLH
CLEARWIRE CORP	3,000,000.00	0.15	$2,988,750.00	12.00	12/01/2015	CLWR
CMLTI 2007-AR8 1A3A	207,844.48	0.01	$159,475.41	5.76	08/25/2037	CMLTI
CMSI 2006-4 3A1	433,071.10	0.02	$424,426.57	5.50	08/25/2021	CMSI
CNH 2007-A A4	176,643.33	0.01	$176,443.92	0.39	09/17/2012	CNH
CNH 2008-A A3	101,038.33	0.01	$101,673.22	4.12	05/15/2012	CNH
CNH 2008-A A4A	570,000.00	0.03	$590,968.36	4.93	08/15/2014	CNH
CNH 2008-B A3A	131,237.31	0.01	$132,789.87	4.78	07/16/2012	CNH
CNH 2009-C A3	675,000.00	0.03	$681,977.61	1.85	12/16/2013	CNH
COMCAST CORP	4,420,000.00	0.25	$5,001,663.16	5.85	11/15/2015	20030NAJ0
COMCAST CORPORATION 5-YR CDS 0	6,715,000.00	-0.00	-$71,193.24	1.00	09/20/2015	/CMCSA
COMET 2004-A5 A5	6,890,000.00	0.34	$6,882,170.89	0.50	03/17/2014	COMET
COMET 2005-A10 A	2,500,000.00	0.12	$2,480,704.25	0.43	09/15/2015	COMET
COMET 2005-A6 A6	10,350,000.00	0.50	$10,214,609.58	0.35	07/15/2015	COMET
COMET 2006-A11 A11	10,000,000.00	0.48	$9,716,568.00	0.44	06/17/2019	COMET
COMET 2006-A5 A5	4,000,000.00	0.19	$3,960,481.60	0.41	01/15/2016	COMET
COMET 2007-A1 A1	2,250,000.00	0.11	$2,173,130.55	0.40	11/15/2019	COMET
COMET 2007-A4 A4	1,915,000.00	0.09	$1,901,969.57	0.38	03/16/2015	COMET
COMET 2007-A7 A7	2,075,000.00	0.12	$2,413,158.39	5.75	07/15/2020	COMET
COMM 2005-C6 A5A	7,805,000.00	0.40	$8,200,441.11	5.12	06/10/2044	COMM
COMMUNITY HEALTH SYSTEMS INC	2,240,000.00	0.11	$2,315,600.00	8.88	07/15/2015	CYH
COMNI 2009-A13 A13	1,355,000.00	0.07	$1,460,995.82	5.35	08/15/2018	COMNI
CORRECTIONS CORP OF AMERICA	830,000.00	0.04	$865,275.00	7.75	06/01/2017	CXW
COVIDIEN INTERNATIONAL FINANCE	3,480,000.00	0.17	$3,518,506.20	2.80	06/15/2015	COV
COX COMMUNICATIONS INC	4,440,000.00	0.24	$4,905,653.88	5.45	12/15/2014	224044BM8
CRICKET COMMUNICATIONS INC	1,700,000.00	0.09	$1,742,500.00	7.75	05/15/2016	LEAP
CRICKET COMMUNICATIONS INC	1,765,000.00	0.09	$1,800,300.00	9.38	11/01/2014	LEAP
CROWN CASTLE INTERNATIONAL COR	2,525,000.00	0.13	$2,682,812.50	9.00	01/15/2015	CCI
CSC HOLDINGS	307,000.00	0.02	$319,280.00	6.75	04/15/2012	126304AR5
CSC HOLDINGS INC	95,000.00	0.00	$99,037.50	8.50	06/15/2015	CVC
CSMC 2006-C1 AAB	180,000.00	0.01	$189,589.09	5.68	02/15/2039	CSMC
CWHL 2006-17 A5	158,328.79	0.01	$138,399.79	6.00	12/25/2036	CWHL
CXHE 2005-D AF4	116,921.39	0.01	$116,399.69	5.27	10/25/2035	CXHE
DCENT 2008-A4 A4	500,000.00	0.03	$556,762.25	5.65	12/15/2015	DCENT
DCENT 2009-A1 A1	13,975,000.00	0.70	$14,202,996.54	1.65	12/15/2014	DCENT
DCENT 2010-A1 A1	12,500,000.00	0.62	$12,566,975.00	1.00	09/15/2015	DCENT
DCMT 2005-4 A2	9,000,000.00	0.44	$8,919,927.90	0.44	06/16/2015	DCMT
DCMT 2006-3 A1	15,375,000.00	0.75	$15,323,744.36	0.38	03/15/2014	DCMT
DELTA AIR LINES INC TERM LOAN	4,199,448.62	0.21	$4,229,201.71	8.75	09/16/2013	DAL
DEVELOPERS DIVERSIFIED REALTY	3,965,000.00	0.19	$3,918,050.44	5.38	10/15/2012	DDR
DIGICEL GROUP 144A	2,000,000.00	0.10	$1,972,500.00	9.12	01/15/2015	25380WAB2
DIGICEL GROUP LTD	3,000,000.00	0.15	$2,985,000.00	8.25	09/01/2017	DLLTD
DIRECTV HOLDINGS LLC/DIRECTV F	4,515,000.00	0.24	$4,910,238.59	7.62	05/15/2016	DTV
DISH DBS CORP	415,000.00	0.02	$433,675.00	7.88	09/01/2019	DISH
DISH DBS CORP	2,560,000.00	0.13	$2,579,200.00	7.12	02/01/2016	DISH
DOW CHEMICAL CO/THE	3,410,000.00	0.19	$3,941,428.04	7.60	05/15/2014	DOW
DUKE ENERGY CORP	1,500,000.00	0.08	$1,578,663.00	3.95	09/15/2014	DUK
DUKE ENERGY CORP	3,000,000.00	0.17	$3,379,254.00	6.30	02/01/2014	DUK
DUNKN 2006-1 A2	925,000.00	0.04	$901,472.63	5.78	06/20/2031	DUNKN
EASTMAN CHEMICAL CO 5-YR CDS 0	4,635,000.00	-0.00	-$41,748.55	1.00	09/20/2015	/EMN
EFH3 1 A	50,131.17	0.00	$50,418.24	1.29	10/25/2017	EFH3
EI DU PONT DE NEMOURS & CO 5-Y	4,635,000.00	0.00	$78,777.26	1.00	09/25/2015	/DD
EKSPORTFINANS A/S	8,940,000.00	0.50	$10,173,612.72	5.50	05/25/2016	EXPT
EKSPORTFINANS ASA	5,830,000.00	0.30	$6,009,942.95	3.00	11/17/2014	EXPT
EL PASO CORP	750,000.00	0.04	$789,375.00	8.25	02/15/2016	EP
EL PASO CORP	1,165,000.00	0.06	$1,173,964.68	7.25	06/01/2018	EP
EL PASO CORP	1,960,000.00	0.10	$1,958,763.24	7.00	06/15/2017	EP
ENERGY FUTURE HOLDINGS TERM B2	5,598,377.83	0.20	$4,158,894.93	3.73	10/10/2014	LN363469
ENERGY TRANSFER PARTNERS LP	3,175,000.00	0.17	$3,368,084.45	5.65	08/01/2012	ETP
ENTERPRISE PRODUCTS OPERATING	855,000.00	0.04	$880,871.45	7.50	02/01/2011	EPD
ENTERPRISE PRODUCTS OPERATING	4,450,000.00	0.26	$5,373,036.80	9.75	01/31/2014	EPD
EOG RESOURCES INC	2,055,000.00	0.10	$2,076,526.13	2.95	06/01/2015	EOG
ERAC USA FINANCE LLC	2,095,000.00	0.10	$2,102,937.96	2.75	07/01/2013	ENTERP
EURO	0.78	0.00	$0.95	0.00	N/A	EURO
EUROPEAN BK RECON & DEV	26,230,000.00	0.71	$14,452,439.36	9.25	09/10/2012	EBRD
EXPORT DEVELOPMENT CANADA	2,395,000.00	0.12	$2,425,002.17	2.25	05/28/2015	EDC
EXPORT DEVELOPMENT CANADA	9,850,000.00	0.51	$10,359,412.45	3.12	04/24/2014	EDC
EXPORT-IMPORT BANK OF KOREA	760,000.00	0.04	$825,116.04	5.88	01/14/2015	EIBKOR
EXPORT-IMPORT BANK OF KOREA	2,805,000.00	0.15	$2,950,458.89	5.25	02/10/2014	EIBKOR
FEDERAL HOME LOAN BANK DISCOUN	8,566,149.70	0.42	$8,566,124.00	0.01	07/07/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	34,376,364.33	1.69	$34,376,089.32	0.01	07/15/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	35,730,647.63	1.76	$35,730,361.77	0.06	07/16/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	77,727,687.41	3.83	$77,727,454.22	0.00	07/06/2010	FHLBDN
FEDERAL HOME LOAN BANKS	17,365,000.00	0.85	$17,366,684.41	1.00	04/05/2013	FHLB
FEDERAL HOME LOAN BANKS	34,295,000.00	1.69	$34,300,864.45	0.50	03/29/2012	FHLB
FEDERAL HOME LOAN BANKS	35,210,000.00	1.73	$35,212,711.17	1.00	03/15/2013	FHLB
FEDERAL HOME LOAN MORTGAGE COR	31,420,000.00	1.55	$31,465,653.26	1.30	03/09/2012	FHLMC
FEDERAL HOME LOAN MORTGAGE COR	42,705,000.00	2.10	$42,712,985.84	0.75	02/19/2013	FHLMC
FGCI B50262	3,813.56	0.00	$3,846.56	6.50	06/01/2011	FG
FGCI E01386	4,808.06	0.00	$5,167.22	5.00	06/01/2018	FG
FGCI G10411	379.08	0.00	$382.32	6.00	10/01/2010	FG
FGCI G10508	2,811.58	0.00	$2,876.07	7.50	04/01/2011	FG
FGCI G11510	64,952.23	0.00	$70,935.79	8.00	07/01/2016	FG
FGCI G11681	682,655.16	0.04	$733,587.65	5.00	04/01/2020	FG
FGCI JUL TBA	13,000,000.00	0.68	$13,857,194.00	5.00	07/01/2023	02R050473
FGCI JUL TBA	13,000,000.00	0.69	$14,031,875.00	5.50	07/01/2022	FGCI
FGG9 G90020	2,508.14	0.00	$2,593.05	6.50	06/17/2014	FG
FGLMC A10635	112,624.29	0.01	$132,770.69	9.00	09/01/2030	FG
FGLMC A45798	233,046.85	0.01	$268,278.80	8.00	05/01/2031	FG
FGLMC G01639	1,648.61	0.00	$1,875.24	7.00	11/01/2033	FG
FGLMC G08112	12,892,646.50	0.69	$14,025,587.81	6.00	02/01/2036	FG
FGLMC JUL TBA	8,170,000.00	0.44	$8,955,087.98	6.50	07/01/2039	FGLMC
FGLMC JUL TBA	25,540,000.00	1.36	$27,718,868.48	6.00	07/01/2039	FGLMC
FGP6 P60087	841,841.54	0.04	$913,398.07	6.50	03/01/2016	FG
FGP6 P60101	165,370.73	0.01	$172,881.87	6.00	01/01/2017	FG
FGSB M80873	332,729.58	0.02	$341,625.87	4.50	12/01/2010	FG
FGSB M80925	94,339.52	0.00	$94,774.93	5.00	06/01/2011	FG
FGSB M80946	157,574.94	0.01	$161,009.76	5.00	11/01/2011	FG
FHARM 1B1980	58,101.46	0.00	$60,434.38	3.42	04/01/2034	FH
FHARM 1G1067	199,303.81	0.01	$209,632.11	5.69	07/01/2036	FH
FHARM 1G2249	7,902,006.05	0.42	$8,518,228.19	6.03	10/01/2037	FH
FHARM 1H1348	42,258.05	0.00	$45,167.52	5.81	10/01/2036	FH
FHARM 1J1195	9,565,580.25	0.50	$10,183,141.76	5.03	07/01/2038	FH
FHARM 1K0121	3,008,584.91	0.16	$3,197,715.99	5.62	06/01/2037	FH
FHARM 783030	413,692.69	0.02	$433,443.50	4.83	02/01/2035	FH
FHARM 847295	163,132.48	0.01	$169,842.49	3.33	04/01/2033	FH
FHARM 847727	23,170.51	0.00	$24,449.10	6.34	02/01/2037	FH
FHLB DISCOUNT NOTE 7/1/10	101,605,017.73	5.00	$101,605,017.71	0.00	07/01/2010	0701PFDIS
FHLMC 170128	6,517.70	0.00	$7,458.04	11.50	06/01/2015	FH
FHLMC 170129	4,039.33	0.00	$4,685.06	11.50	06/01/2015	FH
FHLMC 170139	2,256.39	0.00	$2,488.05	11.50	08/01/2015	FH
FHLMC 543567	28,130.27	0.00	$33,138.95	11.00	11/01/2019	FH
FHLMC 546130	3,583.35	0.00	$3,937.27	11.00	05/01/2020	FH
FHLMC 555085	35,885.88	0.00	$41,427.88	11.50	03/01/2016	FH
FHLMC 555089	62,079.74	0.00	$71,832.27	11.50	02/01/2016	FH
FHR 2535 FK	284,224.08	0.01	$284,187.16	0.75	10/15/2031	FHR
FHR 2644 AW	19,103.67	0.00	$19,104.44	4.00	01/15/2026	FHR
FHR 2694 QG	165,000.00	0.01	$173,098.43	4.50	01/15/2029	FHR
FHR 2706 UG	2,515,000.00	0.13	$2,617,852.43	4.50	08/15/2016	FHR
FHR 2780 SL	395,518.50	0.02	$398,442.85	6.00	04/15/2034	FHR
FHR 2802 NM	2,175,000.00	0.11	$2,318,598.50	4.50	09/15/2029	FHR
FHR 2890 PC	355,000.00	0.02	$375,219.06	5.00	07/15/2030	FHR
FHR 3094 US	132,601.54	0.01	$132,527.54	6.75	09/15/2034	FHR
FHR 3241 FM	334,009.04	0.02	$333,400.07	0.73	11/15/2036	FHR
FHR 3337 PB	75,000.00	0.00	$77,869.19	5.50	07/15/2030	FHR
FHR 3416 GK	11,192.41	0.00	$11,680.19	4.00	07/15/2022	FHR
FHR 3581 PE	18,066,898.20	0.96	$19,431,509.09	4.50	01/15/2039	FHR
FIRST DATA CORP	1,500,000.00	0.06	$1,147,500.00	9.88	09/24/2015	FDC
FNARM 725463	276,092.22	0.01	$287,466.25	2.86	12/01/2033	FN
FNARM 725803	340,857.60	0.02	$356,876.07	3.24	08/01/2034	FN
FNARM 735982	1,427,462.22	0.07	$1,489,202.82	4.71	11/01/2035	FN
FNARM 745545	21,205.68	0.00	$22,260.84	5.35	04/01/2036	FN
FNARM 784074	241,729.84	0.01	$251,474.26	3.87	06/01/2034	FN
FNARM 830970	439,220.40	0.02	$468,059.52	5.00	08/01/2035	FN
FNARM 847965	214,066.58	0.01	$227,247.62	5.14	11/01/2035	FN
FNARM 868367	176,555.79	0.01	$189,680.77	6.21	04/01/2036	FN
FNARM 868568	1,862,835.10	0.10	$1,985,729.31	5.82	04/01/2036	FN
FNARM 872895	722,648.95	0.04	$773,787.71	6.06	06/01/2036	FN
FNARM 886163	549,743.39	0.03	$590,347.16	6.20	07/01/2036	FN
FNARM 886344	627,067.06	0.03	$672,764.26	6.02	07/01/2036	FN
FNARM 886530	348,521.66	0.02	$375,026.24	6.33	08/01/2036	FN
FNARM 889354	40,684.09	0.00	$43,091.89	4.95	03/01/2038	FN
FNARM 918907	6,587,698.01	0.35	$7,077,352.38	5.55	04/01/2037	FN
FNARM 965184	5,295,571.98	0.28	$5,647,203.26	5.13	09/01/2038	FN
FNARM AC2545	2,949,349.00	0.15	$3,094,020.47	4.33	09/01/2039	FN
FNARM AC4004	9,529,521.46	0.49	$10,045,856.66	4.55	11/01/2039	FN
FNARM AC4053	2,410,832.34	0.12	$2,506,390.98	3.72	11/01/2039	FN
FNARM AC6103	6,204,897.46	0.32	$6,530,707.32	4.44	10/01/2039	FN
FNARM AD0183	8,056,503.77	0.42	$8,544,088.21	4.95	11/01/2033	FN
FNCI 190341	685,241.44	0.04	$737,009.31	5.00	09/01/2018	FN
FNCI 303837	494.53	0.00	$501.67	7.50	04/01/2011	FN
FNCI 527268	1,345.25	0.00	$1,450.19	7.00	11/01/2014	FN
FNCI 535515	5,146.19	0.00	$5,419.40	8.00	10/01/2014	FN
FNCI 725446	4,189,065.95	0.22	$4,558,554.55	6.00	03/01/2018	FN
FNCI 735569	254,059.04	0.01	$278,178.03	8.00	10/01/2016	FN
FNCI 738211	7,328.67	0.00	$7,882.33	5.00	10/01/2018	FN
FNCI 761266	12,027.17	0.00	$13,013.48	5.00	02/01/2019	FN
FNCI 831428	5,022.41	0.00	$5,435.58	5.50	04/01/2021	FN
FNCI 888104	84,040.40	0.00	$90,389.39	5.00	05/01/2021	FN
FNCI 888594	147,320.90	0.01	$160,637.32	6.00	08/01/2022	FN
FNCI 889901	6,808,967.90	0.36	$7,272,496.56	4.50	09/01/2020	FN
FNCI 960472	50,361.97	0.00	$54,478.59	5.50	01/01/2023	FN
FNCI 984722	123,759.43	0.01	$130,927.58	4.50	06/01/2023	FN
FNCI JUL TBA	17,000,000.00	0.88	$17,932,348.00	4.50	07/01/2025	01F042475
FNCI JUL TBA	32,250,000.00	1.71	$34,835,031.00	5.50	07/01/2023	01F052474
FNCI JUL TBA	62,615,000.00	3.20	$65,041,331.25	4.00	07/01/2025	01F040479
FNCI JUL TBA	77,815,000.00	4.09	$83,018,878.13	5.00	07/01/2025	FNCI
FNCL 16979	17,584.35	0.00	$20,220.43	11.00	09/01/2015	FN
FNCL 18053	42,531.82	0.00	$48,907.80	11.00	09/01/2015	FN
FNCL 18176	4,049.03	0.00	$4,656.02	11.00	09/01/2015	FN
FNCL 18502	8,632.43	0.00	$9,926.52	11.00	09/01/2015	FN
FNCL 211073	1,846.67	0.00	$2,127.80	8.00	07/01/2023	FN
FNCL 255071	5,696.63	0.00	$6,345.87	6.50	01/01/2034	FN
FNCL 255364	1,607.24	0.00	$1,763.29	6.00	09/01/2034	FN
FNCL 257062	382,389.17	0.02	$405,207.48	5.00	01/01/2038	FN
FNCL 27233	6,246.72	0.00	$6,907.22	9.25	06/01/2016	FN
FNCL 303875	41.46	0.00	$42.47	8.00	09/01/2011	FN
FNCL 31289	30,947.68	0.00	$34,219.93	9.25	08/01/2016	FN
FNCL 313808	19,410.47	0.00	$20,157.93	7.50	03/01/2014	FN
FNCL 500463	3,504.52	0.00	$3,912.69	6.50	06/01/2029	FN
FNCL 520035	11,347.44	0.00	$12,113.83	11.50	11/01/2016	FN
FNCL 535996	2,256.09	0.00	$2,571.70	7.50	06/01/2031	FN
FNCL 607516	14,122.95	0.00	$16,106.68	7.50	11/01/2031	FN
FNCL 636708	1,311.29	0.00	$1,492.59	7.50	04/01/2032	FN
FNCL 65106	104,338.05	0.01	$115,225.62	8.50	08/01/2017	FN
FNCL 688970	174,767.80	0.01	$194,699.91	8.00	05/01/2024	FN
FNCL 694072	5,098.09	0.00	$5,758.10	7.50	05/01/2033	FN
FNCL 70834	34,957.29	0.00	$38,853.55	11.00	08/01/2020	FN
FNCL 70986	595.52	0.00	$682.56	8.00	11/01/2021	FN
FNCL 725250	25,764.03	0.00	$27,399.51	5.00	03/01/2034	FN
FNCL 725380	319,269.81	0.02	$356,853.96	10.00	02/01/2025	FN
FNCL 745885	10,107,284.00	0.54	$11,000,198.87	6.00	10/01/2036	FN
FNCL 765242	170,762.72	0.01	$191,522.98	9.00	08/01/2022	FN
FNCL 787489	2,192.66	0.00	$2,474.59	7.50	06/01/2034	FN
FNCL 798019	4,025.29	0.00	$4,484.93	7.00	12/01/2034	FN
FNCL 805567	7,127.27	0.00	$7,819.28	6.00	11/01/2034	FN
FNCL 831926	2,155,877.49	0.12	$2,346,335.68	6.00	12/01/2036	FN
FNCL 846348	4,285.72	0.00	$4,707.19	6.50	04/01/2036	FN
FNCL 851617	35,871.83	0.00	$39,040.88	6.00	04/01/2036	FN
FNCL 863606	2,108.09	0.00	$2,344.81	7.00	12/01/2035	FN
FNCL 869712	11,346.60	0.00	$12,462.47	6.50	04/01/2036	FN
FNCL 872832	34,628.98	0.00	$38,034.52	6.50	06/01/2036	FN
FNCL 888366	3,466,637.13	0.19	$3,854,584.68	7.00	04/01/2037	FN
FNCL 894049	28,592.65	0.00	$31,404.56	6.50	10/01/2036	FN
FNCL 907755	507,400.41	0.03	$552,226.04	6.00	02/01/2037	FN
FNCL 936904	7,807.94	0.00	$8,563.60	6.50	08/01/2037	FN
FNCL 955230	36,945.30	0.00	$40,520.91	6.50	12/01/2037	FN
FNCL 966853	85,729.55	0.00	$95,347.29	7.00	12/01/2037	FN
FNCL JUL TBA	2,000,000.00	0.11	$2,169,062.00	6.00	07/01/2040	FNCL
FNCL JUL TBA	3,750,000.00	0.20	$3,967,383.75	5.00	07/01/2040	FNCL
FNCN 255175	636,936.02	0.03	$655,900.92	4.50	03/01/2014	FN
FNCT 254229	250,756.40	0.01	$278,669.80	6.50	02/01/2022	FN
FNCX 254861	209,511.50	0.01	$210,571.46	4.00	08/01/2010	FN
FNCX 255389	835,079.10	0.04	$859,203.62	5.00	08/01/2011	FN
FNGG 35454	50.37	0.00	$51.42	11.00	11/01/2010	FN
FNGL 135058	54,679.84	0.00	$61,826.53	10.00	01/01/2019	FN
FNGL 38631	1,890.02	0.00	$2,118.36	11.00	06/01/2015	FN
FNGL 555276	22,337.84	0.00	$24,133.02	7.50	03/01/2025	FN
FNGL 6226	354.61	0.00	$359.34	11.00	12/01/2015	FN
FNGL 6886	8.01	0.00	$8.08	11.00	08/01/2015	FN
FNGL 6893	284.16	0.00	$294.79	11.00	08/01/2010	FN
FNGN30 458171	50,518.68	0.00	$54,639.16	16.00	11/15/2012	FN
FNGT 2001-T10 A1	327,073.95	0.02	$366,156.74	7.00	12/25/2041	FNGT
FNGT 2001-T5 A2	54,623.11	0.00	$61,314.01	7.00	02/19/2030	FNGT
FNGT 2002-T1 A2	180,458.77	0.01	$202,924.48	7.00	11/25/2031	FNGT
FNGT 2003-T4 2A5	189,817.43	0.01	$176,956.16	5.41	09/26/2033	FNGT
FNKI 570556	110,892.34	0.01	$118,846.94	9.00	11/01/2015	FN
FNKI 665394	337,162.13	0.02	$361,035.84	6.00	09/01/2012	FN
FNKI 735264	177,696.38	0.01	$193,050.43	6.50	08/01/2017	FN
FNKL 552213	27,931.97	0.00	$32,581.36	10.50	06/01/2030	FN
FNKL 556029	168,851.07	0.01	$196,104.97	10.00	10/01/2030	FN
FNR 2003-120 BL	1,335,000.00	0.07	$1,363,838.94	3.50	12/25/2018	FNR
FNR 2003-121 FC	21,182.31	0.00	$21,184.21	0.75	02/25/2028	FNR
FNR 2003-32 PH	89,919.86	0.00	$94,990.76	5.50	03/25/2032	FNR
FNR 2003-81 GE	1,454,569.51	0.08	$1,535,248.66	4.50	04/25/2018	FNR
FNR 2003-91 BE	835,637.02	0.04	$846,989.57	4.00	11/25/2016	FNR
FNR 2005-66 FD	2,894,575.43	0.14	$2,891,646.41	0.65	07/25/2035	FNR
FNR 2006-69 PB	7,564,672.82	0.38	$7,814,965.91	6.00	10/25/2032	FNR
FNW 2002-W1 2A	178,216.18	0.01	$205,080.88	7.50	02/25/2042	FNW
FNW 2004-W9 2A1	229,259.95	0.01	$253,941.21	6.50	02/25/2044	FNW
FORD MOTOR COMPANY TERM B	5,096,575.29	0.24	$4,831,578.86	3.26	12/15/2013	LN303249
FORD MOTOR CREDIT CO LLC	800,000.00	0.05	$926,950.40	12.00	05/15/2015	F
FORD MOTOR CREDIT CO LLC	1,350,000.00	0.07	$1,381,129.65	7.50	08/01/2012	F
FORD MOTOR CREDIT CO LLC	3,000,000.00	0.15	$3,098,748.00	8.00	06/01/2014	F
FORDF 2009-2 A	895,000.00	0.04	$903,059.92	1.90	09/15/2014	FORDF
FORDF 2010-1 A	2,170,000.00	0.11	$2,192,738.35	2.00	12/15/2014	FORDF
FORDL 2010-A A2	3,215,000.00	0.16	$3,218,169.35	1.04	03/15/2013	FORDL
FORDO 2008-A A3B	882,386.73	0.04	$884,285.27	1.15	04/15/2012	FORDO
FORDO 2008-C A4B	4,700,000.00	0.24	$4,794,111.39	2.10	04/15/2013	FORDO
FOREST OIL CORP	1,270,000.00	0.06	$1,231,900.00	7.25	06/15/2019	FST
FREEPORT-MCMORAN C & G	1,925,000.00	0.10	$2,120,250.83	8.38	04/01/2017	35671DAS4
FSPC T-42 A5	69,042.02	0.00	$78,869.72	7.50	02/25/2042	FSPC
FSPC T-54 2A	1,601.06	0.00	$1,773.42	6.50	02/25/2043	FSPC
FSPC T-58 2A	1,202,440.87	0.07	$1,335,187.94	6.50	09/25/2043	FSPC
FSPC T-60 1A4C	1,611,916.74	0.08	$1,700,048.29	5.40	03/25/2044	FSPC
FTI CONSULTING INC	225,000.00	0.01	$228,375.00	7.75	10/01/2016	FCN
FTI CONSULTING INC	2,333,000.00	0.12	$2,344,665.00	7.62	06/15/2013	FCN
G2GP 9232	8,277.72	0.00	$9,044.42	9.75	12/20/2016	G2
G2GP 9272	7,694.38	0.00	$8,549.09	9.75	09/20/2017	G2
G2SF 1042	15,810.82	0.00	$18,121.72	11.50	08/20/2018	G2
G2SF 1077	11,152.67	0.00	$12,782.74	11.50	10/20/2018	G2
G2SF 108398	5,801.93	0.00	$6,142.06	12.00	05/20/2014	G2
G2SF 109	8,405.25	0.00	$9,271.81	12.00	04/20/2014	G2
G2SF 110377	4,338.70	0.00	$4,882.86	12.00	04/20/2014	G2
G2SF 119735	13,870.70	0.00	$15,610.35	12.00	07/20/2014	G2
G2SF 119736	26,908.84	0.00	$30,604.72	12.00	04/20/2015	G2
G2SF 126	1,992.32	0.00	$2,242.20	12.00	05/20/2014	G2
G2SF 128545	7,351.13	0.00	$8,360.79	12.00	02/20/2015	G2
G2SF 140232	15,367.56	0.00	$17,251.39	11.00	10/20/2015	G2
G2SF 1419	2,098.19	0.00	$2,352.79	10.50	06/20/2020	G2
G2SF 1507	2,283.91	0.00	$2,636.88	9.50	11/20/2020	G2
G2SF 158	3,309.82	0.00	$3,724.94	12.00	07/20/2014	G2
G2SF 1687	19,062.94	0.00	$21,954.74	9.50	09/20/2021	G2
G2SF 1705	45,327.55	0.00	$52,313.16	9.50	10/20/2021	G2
G2SF 1723	44,421.91	0.00	$51,209.93	9.50	11/20/2021	G2
G2SF 177	1,887.99	0.00	$2,093.64	12.00	08/20/2014	G2
G2SF 19	13,161.75	0.00	$14,637.81	12.50	10/20/2013	G2
G2SF 20	2,766.40	0.00	$3,125.93	12.50	11/20/2013	G2
G2SF 269	248.46	0.00	$263.67	12.00	01/20/2015	G2
G2SF 288	2,269.51	0.00	$2,509.45	12.00	02/20/2015	G2
G2SF 321	2,956.54	0.00	$3,337.82	12.00	04/20/2015	G2
G2SF 337	715.77	0.00	$807.48	12.00	05/20/2015	G2
G2SF 367	557.92	0.00	$626.56	12.00	07/20/2015	G2
G2SF 382	5,138.91	0.00	$5,844.73	12.00	08/20/2015	G2
G2SF 405	30,004.14	0.00	$33,436.54	11.00	09/20/2015	G2
G2SF 407	8,626.03	0.00	$9,810.80	12.00	09/20/2015	G2
G2SF 422	3,419.53	0.00	$3,826.70	11.00	10/20/2015	G2
G2SF 424	13,777.37	0.00	$15,669.67	12.00	10/20/2015	G2
G2SF 480	13.40	0.00	$13.18	12.00	01/20/2016	G2
G2SF 576	7,778.81	0.00	$9,094.66	12.00	05/20/2016	G2
G2SF 65	9,322.70	0.00	$10,544.03	12.50	01/20/2014	G2
G2SF 892	5,657.01	0.00	$6,338.37	11.50	12/20/2017	G2
G2SF 911	13,106.57	0.00	$14,991.80	11.50	01/20/2018	G2
GCCFC 2004-GG1 A7	375,000.00	0.02	$400,852.73	5.32	06/10/2036	GCCFC
GCCT 2008-3 A	5,000,000.00	0.25	$5,038,281.25	1.35	07/15/2011	GCCT
GECMC 2002-1A A3	500,000.00	0.03	$527,613.50	6.27	12/10/2035	GECMC
GEMNT 2009-3 A	1,290,000.00	0.06	$1,305,268.96	2.54	09/15/2014	GEMNT
GENERAL ELECTRIC CAPITAL CORP	3,480,000.00	0.18	$3,563,540.88	3.75	11/14/2014	GE
GENERAL ELECTRIC CAPITAL CORP	3,535,000.00	0.16	$3,338,991.32	0.80	09/15/2014	GE
GEORGIA-PACIFIC LLC	530,000.00	0.03	$567,762.50	8.25	05/01/2016	GP
GNGP 98703	5,226.66	0.00	$5,977.45	12.25	01/15/2014	GN
GNMHB 417755	376.82	0.00	$380.19	6.50	09/15/2010	GN
GNR 2003-72 C	2,500,000.00	0.13	$2,648,363.00	4.86	02/16/2030	GNR
GNSF 123052	226.63	0.00	$255.33	11.00	08/15/2015	GN
GNSF 131660	10,167.54	0.00	$11,255.13	9.00	05/15/2016	GN
GNSF 132928	4,504.48	0.00	$5,074.92	11.00	11/15/2015	GN
GNSF 133332	793.01	0.00	$893.43	11.00	12/15/2015	GN
GNSF 134423	421.10	0.00	$414.62	11.00	09/15/2015	GN
GNSF 134820	598.12	0.00	$602.70	11.00	10/15/2015	GN
GNSF 134872	59.47	0.00	$65.78	11.00	10/15/2015	GN
GNSF 135913	9,655.52	0.00	$10,861.56	11.00	08/15/2015	GN
GNSF 139710	623.46	0.00	$690.15	9.00	08/15/2016	GN
GNSF 140244	65.64	0.00	$73.78	11.00	10/15/2015	GN
GNSF 140245	2,880.48	0.00	$3,229.95	11.00	01/15/2016	GN
GNSF 140416	4,554.19	0.00	$5,130.92	11.00	09/15/2015	GN
GNSF 140750	62.55	0.00	$70.47	11.00	11/15/2015	GN
GNSF 140814	23.49	0.00	$26.46	11.00	10/15/2015	GN
GNSF 144022	3,642.76	0.00	$4,084.71	11.00	02/15/2016	GN
GNSF 145894	420.72	0.00	$471.76	11.00	02/15/2016	GN
GNSF 148467	19,571.24	0.00	$21,945.67	11.00	02/15/2016	GN
GNSF 163674	1,508.51	0.00	$1,669.87	9.00	08/15/2016	GN
GNSF 167746	4,112.99	0.00	$4,591.71	9.50	09/15/2016	GN
GNSF 169502	1,310.10	0.00	$1,469.04	11.00	09/15/2016	GN
GNSF 171881	4,239.43	0.00	$4,692.91	9.00	09/15/2016	GN
GNSF 172805	2,593.92	0.00	$2,871.38	9.00	08/15/2016	GN
GNSF 183237	711.43	0.00	$787.53	9.00	12/15/2016	GN
GNSF 188760	1,852.46	0.00	$2,065.40	9.00	01/15/2017	GN
GNSF 206364	9,351.27	0.00	$10,426.22	9.00	02/15/2017	GN
GNSF 211238	3,418.23	0.00	$3,884.20	9.50	08/15/2017	GN
GNSF 213770	5,368.77	0.00	$5,993.66	9.50	12/15/2016	GN
GNSF 248215	8,690.55	0.00	$9,798.53	11.00	12/15/2017	GN
GNSF 261474	5,379.99	0.00	$6,114.61	11.00	06/15/2019	GN
GNSF 264460	6,218.72	0.00	$7,067.86	11.00	04/15/2019	GN
GNSF 270092	8,354.93	0.00	$9,382.98	11.00	05/15/2019	GN
GNSF 274819	2,818.23	0.00	$3,203.05	11.00	06/15/2019	GN
GNSF 276450	8,322.99	0.00	$9,449.49	11.00	08/15/2019	GN
GNSF 277856	14,586.00	0.00	$16,577.66	11.00	06/15/2019	GN
GNSF 41841	120.12	0.00	$121.22	11.00	09/15/2010	GN
GNSF 519412	8,441.54	0.00	$9,801.11	8.00	06/15/2030	GN
GNSF 59913	522.20	0.00	$577.30	11.00	07/15/2013	GN
GNSF 69396	580.21	0.00	$641.43	11.00	07/15/2013	GN
GNSF 71107	1,245.45	0.00	$1,376.86	11.00	07/15/2013	GN
GNSF 780863	112,102.82	0.01	$126,584.67	7.50	12/15/2023	GN
GNSF 781380	156,148.78	0.01	$178,026.43	7.50	12/15/2031	GN
GNSF 781389	3,245.44	0.00	$3,700.15	7.50	01/15/2032	GN
GOLDMAN SACHS GROUP INC/THE	3,795,000.00	0.20	$3,976,700.81	5.15	01/15/2014	GS
GOODYEAR TIRE & RUBBER CO/THE	1,981,000.00	0.11	$2,164,242.50	10.50	05/15/2016	GT
GRAHAM PACKAGING	1,180,000.00	0.06	$1,212,450.00	9.88	10/15/2014	38470RAD3
GRAHAM PACKAGING CO LP TERM LO	4,184,123.49	0.21	$4,208,977.18	6.75	04/05/2014	LN474009
GRAHAM PACKAGING CO LP/GPC CAP	2,475,000.00	0.12	$2,450,250.00	8.25	01/01/2017	GRAHAM
GRAPHIC PACKAGING INTERNATIONA	2,274,000.00	0.11	$2,325,165.00	9.50	08/15/2013	GPK
GSMPS 1998-2 A	189,002.57	0.01	$187,644.96	7.75	05/19/2027	GSMPS
GSMPS 1999-3 A	469,066.33	0.02	$467,268.87	8.00	08/19/2029	GSMPS
GSMPS 2005-RP1 1A4	538,408.17	0.03	$521,009.51	8.50	01/25/2035	GSMPS
GSMPS 2006-RP1 1A2	62,679.02	0.00	$58,825.20	7.50	01/25/2036	GSMPS
GSMS 2004-GG2 A6	1,045,000.00	0.05	$1,102,289.51	5.40	08/10/2038	GSMS
GSMS 2005-GG4 A4	3,310,000.00	0.17	$3,361,923.64	4.76	07/10/2039	36228CVT7
GSMS 2005-GG4 A4A	3,935,000.00	0.20	$4,071,018.78	4.75	07/10/2039	GSMS
GSMS 2006-GG6 A4	1,160,000.00	0.06	$1,193,541.40	5.55	04/10/2038	GSMS
GT 1997-6 A8	1,875,867.91	0.10	$1,976,609.33	7.07	01/15/2029	GT
GXS WORLDWIDE INC	3,895,000.00	0.18	$3,739,200.00	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING CO INC	2,730,000.00	0.14	$2,886,975.00	11.25	06/01/2017	HET
HARRAHS CHESTER DOWNS TERM LOA	4,221,035.03	0.21	$4,221,035.03	12.38	12/31/2016	HET
HART 2007-A A3A	32,638.16	0.00	$32,904.21	5.04	01/17/2012	HART
HART 2008-A A3	258,330.55	0.01	$265,677.32	4.93	12/17/2012	HART
HCA INC/DE	2,190,000.00	0.11	$2,326,875.00	9.25	11/15/2016	HCA
HDMOT 2006-1 A2	54,684.10	0.00	$55,506.43	5.04	10/15/2012	HDMOT
HDMOT 2009-4 A3	565,000.00	0.03	$570,595.08	1.87	02/17/2014	HDMOT
HERCULES OFFSHORE INC	1,000,000.00	0.04	$892,500.00	10.50	10/15/2017	HERO
HEXION US FINANCE CORP / HEXIO	3,460,000.00	0.15	$3,139,950.00	8.88	02/01/2018	HXN
HOSPIRA INC	4,430,000.00	0.25	$5,038,385.19	6.40	05/15/2015	HSP
INDONESIA TREASURY BOND	150,000,000.00	0.00	$19,839.77	11.00	11/15/2020	INDOGB
INDONESIA TREASURY BOND	3,594,000,000.00	0.02	$451,649.17	10.75	05/15/2016	INDOGB
INDONESIA TREASURY BOND	142,000,000,000.00	0.81	$16,405,827.37	10.00	10/15/2011	INDOGB
INDONESIAN RUPIAH	7,255,653,300.00	0.04	$800,844.74	0.00	N/A	RUPIAH
INMARSAT FINANCE PLC	1,090,000.00	0.06	$1,119,975.00	7.38	12/01/2017	ISATLN
INTELSAT BERMUDA LTD	1,555,000.00	0.08	$1,582,212.50	11.25	02/04/2017	INTEL
INTER-AMERICAN DEVELOPMENT BAN	4,005,000.00	0.20	$4,028,669.55	2.25	07/15/2015	IADB
INTER-AMERICAN DEVELOPMENT BAN	4,815,000.00	0.25	$5,109,316.88	3.50	07/08/2013	IADB
INTER-AMERICAN DEVELOPMENT BAN	6,500,000.00	0.32	$6,550,622.00	1.62	07/15/2013	IADB
INTERNATIONAL BANK FOR RECONST	6,340,000.00	0.32	$6,453,530.38	2.38	05/26/2015	IBRD
INTERNATIONAL FINANCE CORP	6,930,000.00	0.36	$7,321,676.67	3.00	04/22/2014	IFC
INTERNATIONAL LEASE FINANCE CO	511,000.00	0.02	$476,507.50	6.62	11/15/2013	AIG
INTERNATIONAL LEASE FINANCE CO	1,500,000.00	0.07	$1,479,375.00	5.75	06/15/2011	AIG
INTERNATIONAL LEASE FINANCE CO	7,475,000.00	0.35	$7,101,250.00	8.75	03/15/2017	AIG
INTL FIN CORP	3,600,000.00	0.15	$3,081,098.65	5.75	03/16/2015	IFC
INVERNESS MEDICAL INNOVATIONS	730,000.00	0.04	$733,650.00	9.00	05/15/2016	IMA
INVISTA	410,000.00	0.02	$417,175.00	9.25	05/01/2012	INVSTA
IRON MOUNTAIN INC	2,705,000.00	0.14	$2,759,100.00	8.00	06/15/2020	IRM
ITRAXX EUR SUB FINANCIALS 13.1	6,140,000.00	0.02	$496,370.67	1.00	06/20/2015	SPC703E3
ITRAXX EUR SUB FINANCIALS 13.1	6,200,000.00	0.02	$501,221.19	1.00	06/20/2015	/ITRAX
ITRAXX EUR SUB FINANCIALS 13.1	9,800,000.00	0.04	$792,252.85	1.00	06/20/2015	SPB304DM
ITRAXX EUR SUB FINANCIALS 13.1	19,985,000.00	0.08	$1,615,629.93	1.00	06/20/2015	/ITRAX
J.C. PENNEY COMPANY, INC 5-YEA	1,105,000.00	0.00	$41,210.15	1.00	03/20/2015	/JCP1
J.C. PENNEY COMPANY, INC 5-YEA	1,115,000.00	0.00	$41,583.09	1.00	03/20/2015	/JCP
J.C. PENNEY COMPANY, INC 5-YR	1,655,000.00	0.00	$61,721.98	1.00	03/20/2015	/JCP
JAPAN FINANCE CORP	7,900,000.00	0.39	$7,965,751.70	1.50	07/06/2012	JFCORP
JBS USA LLC/JBS USA FINANCE IN	99,000.00	0.01	$111,498.75	11.62	05/01/2014	FRIBOI
JDOT 2010-A A4	2,540,000.00	0.13	$2,578,387.53	2.13	10/17/2016	JDOT
JEFFERIES GROUP INC	2,805,000.00	0.15	$2,968,817.61	5.88	06/08/2014	JEF
JERSEY CENTRAL POWER & LIGHT C	4,560,000.00	0.24	$4,936,122.48	5.62	05/01/2016	FE
JP MORGAN STRUCTURED PRO	2,419,000.00	0.12	$2,535,371.97	0.00	05/18/2015	JPM
JPMCC 2002-C1 A3	1,000,000.00	0.05	$1,047,207.20	5.38	07/12/2037	JPMCC
JPMCC 2005-LDP5 A4	1,625,000.00	0.09	$1,728,508.60	5.36	12/15/2044	JPMCC
JPMMT 2006-A2 3A3	180,000.00	0.01	$152,014.32	5.68	04/25/2036	JPMMT
JPMORGAN CHASE & CO	4,380,000.00	0.23	$4,713,545.76	5.75	01/02/2013	JPM
JPMORGAN CHASE BANK NA	1,750,000.00	0.08	$1,648,678.50	0.87	06/13/2016	JPM
JWS CBO 2000-1	12,558,344.13	0.61	$12,432,760.69	1.14	07/28/2012	JWSCBO
KEYBANK NA	4,250,000.00	0.22	$4,541,354.50	5.80	07/01/2014	49306CAH4
KINDER MORGAN ENER PART	1,300,000.00	0.07	$1,345,935.50	6.75	03/15/2011	494550AH9
KINDER MORGAN ENERGY PARTNERS	1,395,000.00	0.07	$1,417,819.41	7.50	11/01/2010	KMP
KOMMUNALBANKEN AS	4,550,000.00	0.23	$4,636,750.30	2.75	05/05/2015	KBN
KOMMUNALBANKEN AS	9,620,000.00	0.49	$9,928,272.90	2.88	06/22/2012	KBN
KOREA DEVELOPMENT BANK/REPUBLI	1,585,000.00	0.08	$1,617,968.00	4.38	08/10/2015	KDB
KOREA DEVELOPMENT BANK/REPUBLI	6,265,000.00	0.35	$7,137,044.15	8.00	01/23/2014	KDB
KOREA EXPRESSWAY CORP	1,320,000.00	0.07	$1,354,020.36	4.50	03/23/2015	HIGHWY
KOREA TREASURY ILB	10,134,630,000.00	0.42	$8,558,863.84	2.75	03/10/2017	KTBI
KRAFT FOODS INC	3,420,000.00	0.18	$3,614,232.06	4.12	02/09/2016	KFT
KREDITANSTALT FUER WIEDERAUFBA	3,460,000.00	0.17	$3,510,671.70	1.88	01/14/2013	KFW
LANDWIRTSCHAFTLICHE RENTENBANK	2,700,000.00	0.14	$2,828,314.80	3.25	03/15/2013	RENTEN
LANDWIRTSCHAFTLICHE RENTENBANK	3,605,000.00	0.18	$3,728,013.42	3.12	07/15/2015	RENTEN
LANDWIRTSCHAFTLICHE RENTENBANK	3,715,000.00	0.20	$3,995,133.29	4.12	07/15/2013	RENTEN
LAZARD GROUP	1,438,000.00	0.07	$1,458,249.92	6.85	06/15/2017	LAZ
LAZARD GROUP LLC	986,000.00	0.05	$1,039,518.11	7.12	05/15/2015	LAZ
LEVEL 3 COMMUNICATION INC TERM	4,117,000.00	0.22	$4,433,494.38	11.50	03/13/2014	LVLT
LEVEL 3 FINANCING INC	790,000.00	0.04	$720,875.00	9.25	11/01/2014	527298AM5
LIFE TECHNOLOGIES CORP	1,540,000.00	0.08	$1,594,608.40	4.40	03/01/2015	LIFE
LMT 2005-2 2A3	63,026.46	0.00	$57,550.91	5.50	12/25/2035	LMT
LONG TERM RECEIVABLES	-2,110,116.25	-0.10	-$2,110,116.25	0.00	N/A	SECNCAHUS
MACYS RETAIL HLDGS INC	105,000.00	0.01	$116,287.50	8.88	07/15/2015	M
MACYS RETAIL HLDGS INC	2,700,000.00	0.14	$2,781,000.00	10.62	11/01/2010	M
MARINER ENERGY INC	8,532,000.00	0.46	$9,363,870.00	8.00	05/15/2017	ME
MARP 2005-1 1A5	399,296.43	0.02	$395,182.88	8.00	08/25/2034	MARP
MASD 2005-2 A2	327,734.08	0.02	$312,793.01	5.01	07/25/2035	MASD
MCKESSON CORP	4,630,000.00	0.25	$5,000,168.50	5.25	03/01/2013	MCK
MEDCO HEALTH SOLUTIONS	3,260,000.00	0.19	$3,763,513.52	7.25	08/15/2013	58405UAC6
MEDTRONIC INC	1,790,000.00	0.09	$1,856,306.97	3.00	03/15/2015	MDT
MEDTRONIC INC	2,500,000.00	0.12	$2,518,750.00	1.62	04/15/2013	MDT CB1
MET LIFE GLOBE 144A	860,000.00	0.04	$863,261.98	4.62	08/19/2010	59217EAU8
METLIFE INC 5-YR CDS 12/20/201	1,290,000.00	-0.01	-$114,123.92	1.00	12/20/2014	/MET
METROPCS WIRELESS INC	1,430,000.00	0.07	$1,480,050.00	9.25	11/01/2014	GWIR
MEXICAN BONOS	214,000,000.00	0.87	$17,601,588.33	9.00	12/22/2011	B064050
MEXICAN PESO	9,737,000.00	0.04	$752,947.18	0.00	N/A	PESOS
MGM MIRAGE	945,000.00	0.05	$1,093,837.50	13.00	11/15/2013	MGM
MGM RESORTS INTERNATIONAL	290,000.00	0.02	$316,825.00	10.38	05/15/2014	MGM
MGM RESORTS INTERNATIONAL	370,000.00	0.02	$409,775.00	11.12	11/15/2017	MGM
MIDCONTINENT EXPRESS PIPELINE	4,815,000.00	0.25	$5,014,692.50	5.45	09/15/2014	MCEXPP
MLCFC 2007-5 A1	386,386.56	0.02	$389,580.28	4.28	08/12/2048	MLCFC
MLMT 2005-CIP1 A2	466,410.38	0.02	$476,847.94	4.96	07/12/2038	MLMT
MORGAN STANLEY	1,275,000.00	0.06	$1,139,611.58	0.78	10/15/2015	MS
MSC 2005-HQ6 A4A	4,555,000.00	0.23	$4,732,253.73	4.99	08/13/2042	MSC
MSC 2006-T21 A3	2,900,000.00	0.15	$3,023,219.84	5.18	10/12/2052	MSC
MSC 2007-T27 A4	3,440,000.00	0.18	$3,603,705.47	5.80	06/13/2042	MSC
MSDWC 2003-TOP9 A2	1,700,000.00	0.09	$1,784,586.73	4.74	11/13/2036	MSDWC
MSM 2006-12XS A1	2,073.55	0.00	$2,063.46	0.47	10/25/2036	MSM
NATIONAL AUSTRALIA BANK LTD	1,885,000.00	0.10	$1,973,906.03	3.38	07/08/2014	NAB
NATIONAL CITY CORP	1,000,000.00	0.05	$1,012,500.00	4.00	02/01/2011	PNC CB
NATIONAL SEMICONDUCTOR CORP	1,040,000.00	0.06	$1,166,776.00	6.60	06/15/2017	637640AE3
NATIONAL SEMICONDUCTOR CORP	2,775,000.00	0.14	$2,815,287.45	3.95	04/15/2015	NSM
NBC UNIVERSAL INC	4,845,000.00	0.24	$4,959,947.63	3.65	04/30/2015	NBCUNI
NEW CINGULAR WIRELESS SERVICES	3,665,000.00	0.20	$4,102,879.54	8.12	05/01/2012	T
NEW SOUTH WALES TREASURY CORP	62,300,000.00	2.60	$52,889,630.41	7.00	12/01/2010	NSWTC
NEWPAGE CORP	3,425,000.00	0.15	$3,125,312.50	11.38	12/31/2014	NEWPAG
NEXEN INC	4,700,000.00	0.25	$5,037,417.70	5.05	11/20/2013	65334HAC6
NIBC BANK NV	6,655,000.00	0.33	$6,747,444.61	2.80	12/02/2014	NIBCAP
NII CAPITAL CORP	3,000,000.00	0.15	$3,045,000.00	8.88	12/15/2019	NIHD
NORDIC INVESTMENT BANK	2,115,000.00	0.11	$2,145,022.43	2.50	07/15/2015	NIB
NRG ENERGY INC	2,785,000.00	0.14	$2,778,037.50	7.38	02/01/2016	NRG
NUVEEN INVESTMENTS INC	1,820,000.00	0.08	$1,592,500.00	10.50	11/15/2015	NUVINV
NXP BV / NXP FUNDING LLC	815,000.00	0.03	$684,600.00	9.50	10/15/2015	NXPBV
OESTERREICHISCHE KONTROLLBANK	4,015,000.00	0.20	$4,040,928.87	1.75	03/11/2013	OKB
PACIFICORP	2,845,000.00	0.15	$3,062,941.23	6.90	11/15/2011	BRK
PAETEC HOLDING CORP	760,000.00	0.04	$763,800.00	8.88	06/30/2017	PAET
PAETEC HOLDING CORP	1,400,000.00	0.07	$1,407,000.00	8.88	06/30/2017	PAET
PETROHAWK ENERGY CORP	2,040,000.00	0.10	$2,055,300.00	7.88	06/01/2015	HAWK
PINNACLE ENTERTAINMENT INC	895,000.00	0.05	$926,325.00	8.62	08/01/2017	PNK
PLAINS ALL AMERICAN PIPELINE L	4,765,000.00	0.25	$4,980,830.68	4.25	09/01/2012	PAA
PLY GEM INDUSTRIES INC	1,500,000.00	0.08	$1,575,000.00	11.75	06/15/2013	PLYGEM
PNC FINANCIAL SERVICES	7,260,000.00	0.37	$7,525,164.24	0.08	05/29/2049	PNC PFD
PNC FUNDING CORP	390,000.00	0.02	$401,871.60	3.62	02/08/2015	PNC
PPL ELECTRIC UTILITIES CORP	2,455,000.00	0.14	$2,869,774.71	7.12	11/30/2013	PPL
PRAXAIR INC	3,150,000.00	0.16	$3,204,999.00	2.12	06/14/2013	PX
PROVINCE OF BRITISH COLUMBIA C	2,130,000.00	0.11	$2,202,569.10	2.85	06/15/2015	BRCOL
PROVINCE OF MANITOBA CANADA	2,300,000.00	0.12	$2,341,855.40	2.62	07/15/2015	MP
PROVINCE OF ONTARIO CANADA	5,890,000.00	0.31	$6,339,895.87	4.10	06/16/2014	ONT
PROVINCE OF QUEBEC CANADA	1,885,000.00	0.10	$2,080,678.08	4.88	05/05/2014	Q
PUBLIC SERVICE ELECTRIC & GAS	4,935,000.00	0.25	$4,997,408.01	2.70	05/01/2015	PEG
PUERTO RICO SALES TAX FING	5,500,000.00	0.28	$5,764,110.00	5.00	08/01/2039	PRCGEN
QWEST CORP	580,000.00	0.03	$636,550.00	8.38	05/01/2016	QUS
QWEST CORP	4,230,000.00	0.23	$4,642,425.00	8.38	05/01/2016	QUS
RABOBANK NEDERLAND NV	5,495,000.00	0.33	$6,805,414.63	11.00	12/29/2049	RABOBK
RAMC 2006-4 AF2	35,000.00	0.00	$30,131.05	5.28	01/25/2037	RAMC
RANGE RESOURCES CORP	845,000.00	0.04	$886,193.75	8.00	05/15/2019	RRC
REGIONS FINANCIAL CORP	910,000.00	0.04	$905,205.21	5.75	06/15/2015	RF
REGIONS FINANCIAL CORP	3,835,000.00	0.20	$4,049,403.35	7.75	11/10/2014	RF
REHABCARE GROUP TERM B	4,364,062.50	0.21	$4,348,242.77	6.00	11/03/2015	RHB
RENTAL SERVICES CORP 2ND LIEN	4,986,173.55	0.22	$4,566,487.32	3.82	10/07/2013	LN302040
ROGERS WIRELESS INC	660,000.00	0.04	$788,399.04	7.50	03/15/2015	77531QAM0
ROGERS WIRELESS INC	1,850,000.00	0.10	$1,974,858.35	9.62	05/01/2011	RCICN
RR DONNELLEY 5YR CDS 06/20/214	1,050,000.00	-0.01	-$106,818.77	5.00	06/20/2014	SPK604UP
RSC EQUIPMENT RENTAL INC/RSC H	2,900,000.00	0.14	$2,943,500.00	10.25	11/15/2019	RRR
RYLAND GROUP INC	1,025,000.00	0.05	$1,091,625.00	8.40	05/15/2017	RYL
SECURITIZED NET CASH - ACR1	11,086,197.76	0.55	$11,086,197.76	0.00	N/A	SECCASHAC
SELECT MEDICAL CORP	775,000.00	0.04	$732,375.00	7.62	02/01/2015	SELMED
SHELL INTERNATIONAL FINANCE BV	2,865,000.00	0.14	$2,912,676.47	3.10	06/28/2015	RDSALN
SILICON VALLEY BANK	1,795,000.00	0.09	$1,872,299.88	5.70	06/01/2012	SIVB
SPRINT NEXTEL CORP	4,925,000.00	0.22	$4,444,812.50	6.00	12/01/2016	852061AD2
STEEL DYNAMICS INC	425,000.00	0.02	$428,718.75	6.75	04/01/2015	STLD
SUNOCO, INC 5-YR CDS 03/20/201	1,940,000.00	0.01	$189,106.58	1.00	03/20/2015	/SUN
SUPERVALU INC	635,000.00	0.03	$631,825.00	8.00	05/01/2016	SVU
SUPERVALU INC	2,020,000.00	0.10	$2,030,100.00	7.50	11/15/2014	868536AS2
SVB FINANCIAL GROUP	3,300,000.00	0.17	$3,357,750.00	3.88	04/15/2011	SIVB CB
SVENSK EXPORTKREDIT AB	18,034,000.00	0.92	$18,727,371.23	3.25	09/16/2014	SEK
TECK RESOURCES LTD	470,000.00	0.03	$555,226.98	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	1,365,000.00	0.08	$1,675,052.93	10.75	05/15/2019	TCKCN
TECK RESOURCES LTD	1,490,000.00	0.09	$1,762,352.63	9.75	05/15/2014	TCKCN
TELECOM ITALIA CAPITAL	10,000.00	0.00	$10,029.53	4.95	09/30/2014	87927VAL2
TELECOM ITALIA CAPITAL	2,006,000.00	0.10	$2,079,219.00	6.20	07/18/2011	87927VAS7
TELECOM ITALIA CAPITAL SA	1,700,000.00	0.09	$1,757,267.90	5.25	11/15/2013	TITIM
TELESAT CANADA / TELESAT LLC	750,000.00	0.04	$813,750.00	11.00	11/01/2015	TELSAT
TEVA PHARMACEUTICAL FINANCE II	3,970,000.00	0.20	$4,052,417.20	3.00	06/15/2015	TEVA
THERMO FISHER SCIENTIFIC INC	4,815,000.00	0.24	$4,973,678.33	3.20	05/01/2015	TMO
TIME WARNER CABLE INC	1,510,000.00	0.09	$1,786,310.37	8.25	02/14/2014	TWC
TIME WARNER CABLE INC	2,705,000.00	0.15	$3,145,533.60	7.50	04/01/2014	TWC
TRANS-CANADA PIPELINES	3,720,000.00	0.19	$3,957,503.40	4.00	06/15/2013	TRP
TRANSCANADA PIPELINES LTD	985,000.00	0.05	$1,022,879.16	3.40	06/01/2015	TRP
TRANSOCEAN INC	8,500,000.00	0.35	$7,076,250.00	1.50	12/15/2037	893830AW9
TREASURY BILL	29,171,505.83	1.44	$29,170,484.83	0.05	07/15/2010	B
TREASURY BILL	44,643,212.69	2.20	$44,643,212.69	0.01	07/01/2010	B
US BANCORP	2,135,000.00	0.11	$2,188,550.07	3.15	03/04/2015	USB
US TREASURY N/B	1,275,000.00	0.07	$1,334,564.18	3.50	05/15/2020	WIT
US TREASURY N/B	108,345,000.00	5.35	$108,793,114.92	1.12	06/15/2013	WIT
US TREASURY N/B	120,305,000.00	5.94	$120,784,415.43	1.88	06/30/2015	T
USAOT 2008-1 A3	324,060.18	0.02	$326,432.14	4.16	04/16/2012	USAOT
USB CAPITAL IX	8,025,000.00	0.29	$5,868,682.50	6.19	04/15/2049	USB
USB REALTY CORP	4,200,000.00	0.14	$2,940,000.00	6.09	12/22/2049	USB
USG CORP	315,000.00	0.02	$329,175.00	9.75	08/01/2014	USG
VALERO ENERGY CORPORATION 5-YR	1,940,000.00	-0.01	-$108,566.09	1.00	03/20/2015	/VLO
VIACOM INC 5-YR CDS 09/20/2015	6,715,000.00	-0.00	-$21,290.71	1.00	09/20/2015	/VIA
VIDEOTRON LTEE	1,865,000.00	0.10	$2,032,850.00	9.12	04/15/2018	QBRCN
VIVENDI	5,535,000.00	0.29	$5,941,473.80	5.75	04/04/2013	VIVFP
VWALT 2009-A A2	1,364,308.34	0.07	$1,370,087.96	2.87	07/15/2011	VWALT
WACHOVIA CORP	567,000.00	0.03	$600,995.05	5.25	08/01/2014	929903AJ1
WAL-MART STORES INC	6,940,000.00	0.34	$6,918,833.00	2.25	07/08/2015	WMT
WEATHERFORD INTERNATIONAL INC	2,000,000.00	0.10	$2,114,826.00	6.62	11/15/2011	WFT
WEATHERFORD INTERNATIONAL LTD	2,405,000.00	0.12	$2,521,077.33	5.15	03/15/2013	WFT
WELLS FARGO BANK NA	1,575,000.00	0.07	$1,448,229.83	0.65	05/16/2016	WFC
WELLS FARGO CAPITAL XIII	4,910,000.00	0.25	$4,983,650.00	7.70	12/29/2049	WFC
WESTPAC SECURITIES NZ LTD	3,690,000.00	0.19	$3,776,168.88	2.50	05/25/2012	WSTP
WFMBS 2004-EE 3A1	42,677.80	0.00	$43,514.15	3.15	12/25/2034	WFMBS
WFMBS 2005-AR16 2A1	24,633.50	0.00	$22,822.69	3.00	10/25/2035	WFMBS
WFMBS 2006-7 2A1	16,165.07	0.00	$14,414.97	6.00	06/25/2036	WFMBS
WFMBS 2006-AR5 2A1	383,721.79	0.01	$303,860.84	5.47	04/25/2036	WFMBS
WIND ACQUISITION FINANCE SA	4,330,000.00	0.22	$4,459,900.00	11.75	07/15/2017	WINDIM
WINDSTREAM CORP	1,620,000.00	0.08	$1,589,625.00	7.88	11/01/2017	WIN
WINDSTREAM CORP	1,630,000.00	0.08	$1,693,162.50	8.12	08/01/2013	WIN
WOART 2007-B A3B	267,672.12	0.01	$267,729.11	0.74	01/17/2012	WOART
WOART 2008-A A3A	188,529.97	0.01	$191,406.13	3.94	10/15/2012	WOART
WOODSIDE FINANCE LTD	4,385,000.00	0.25	$4,998,505.35	8.12	03/01/2014	WPLAU
YALE UNIVERSITY	3,310,000.00	0.17	$3,436,938.50	2.90	10/15/2014	YALUNI

0.12 of the fund was hedged out of AUD/USD HSB 08/03/10

0.03 of the fund was hedged out of BRL/USD BAR 08/02/10

0.01 of the fund was hedged out of BRL/USD JPM 08/03/10

0.05 of the fund was hedged out of BRL/USD MRS 08/03/10

-4.19 of the fund was hedged out of EUR/USD HSB 08/03/10

-0.70 of the fund was hedged out of EUR/USD MRS 08/03/10

-0.61 of the fund was hedged out of GBP/USD BAR 08/02/10

0.53 of the fund was hedged out of GBP/USD HSB 08/03/10

-1.62 of the fund was hedged out of GBP/USD MRS 08/03/10

0.05 of the fund was hedged out of IDR/USD HSB 08/03/10

0.06 of the fund was hedged out of MXN/USD BAR 08/02/10

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