Delaware Limited-Term Diversified Income Fund

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

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

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

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

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol
ACHMEA HYPOTHEEKBANK NV	6,090,000.00	0.45	$6,084,957.48	3.20	11/03/2014	ACHMEA
AES CORP/THE	1,000,000.00	0.08	$1,030,000.00	8.75	05/15/2013	AES
AES CORP/THE	1,600,000.00	0.12	$1,636,000.00	8.00	06/01/2020	AES
AHM 2005-2 5A1	23,037.96	0.00	$18,512.77	5.06	09/25/2035	AHM
AHMAT 2009-ADV3 A1	1,430,000.00	0.11	$1,435,434.00	2.19	10/06/2021	AHMAT
ALGOMA ACQUISITION CORP	250,000.00	0.02	$214,062.50	9.88	06/15/2015	AGACN
ALLIED WASTE NORTH AMER	1,430,000.00	0.11	$1,487,300.10	6.50	11/15/2010	01958XBA4
ALLIED WASTE NORTH AMERICA INC	2,731,000.00	0.21	$2,912,237.35	7.12	05/15/2016	AW
ALLIED WASTE NORTH AMERICA INC	3,571,000.00	0.27	$3,735,715.95	7.25	03/15/2015	AW
AMEREN CORP	7,185,000.00	0.59	$8,077,729.07	8.88	05/15/2014	AEE
AMERICAN TOWER CORP	7,003,000.00	0.52	$7,091,391.87	4.62	04/01/2015	AMT
AMGEN INC	1,125,000.00	0.08	$1,137,656.25	0.38	02/01/2013	AMGN CB1
ANADARKO FINANCE CO	1,800,000.00	0.14	$1,902,724.20	6.75	05/01/2011	032479AC1
ANHEUSER-BUSCH INBEV WORLDWIDE	4,275,000.00	0.36	$4,852,826.10	7.20	01/15/2014	ABIBB
ANIXTER INTERNATIONAL INC	650,000.00	0.05	$721,500.00	10.00	03/15/2014	AXE
ANTHEM	7,135,000.00	0.58	$7,876,875.90	6.80	08/01/2012	03674BAC8
ANZ NATIONAL INT'L LTD/LONDON	4,290,000.00	0.32	$4,421,364.09	3.25	04/02/2012	ANZ
ARAMARK CORP	1,315,000.00	0.10	$1,361,025.00	8.50	02/01/2015	RMK
ARCELORMITTAL	1,110,000.00	0.10	$1,312,389.63	9.00	02/15/2015	MTNA
ARCELORMITTAL	1,770,000.00	0.14	$1,869,245.67	5.38	06/01/2013	MTNA
AT&T INC	960,000.00	0.08	$1,084,048.32	6.70	11/15/2013	T
AUSTRALIAN DOLLAR	1,020,197.87	0.07	$916,392.67	0.00	N/A	AUD
BAAT 2009-3A A4	3,025,000.00	0.22	$3,002,804.67	2.67	12/15/2016	BAAT
BACCT 2006-A15 A15	2,390,000.00	0.17	$2,349,810.48	0.23	04/15/2014	BACCT
BACCT 2008-A5 A5	4,570,000.00	0.34	$4,591,051.71	1.43	12/16/2013	BACCT
BACM 2004-2 A3	2,399,285.13	0.18	$2,406,606.79	4.05	11/10/2038	BACM
BACM 2004-5 A3	1,735,000.00	0.13	$1,746,079.36	4.56	11/10/2041	BACM
BACM 2005-1 A5	805,000.00	0.06	$798,552.67	5.08	11/10/2042	BACM
BACM 2007-4 AM	780,000.00	0.04	$562,983.25	5.81	02/10/2051	BACM
BAE SYSTEMS HOLDINGS INC	6,195,000.00	0.47	$6,456,868.85	4.95	06/01/2014	BALN
BAFC 2006-H 1A2	52,475.90	0.00	$7,585.44	3.95	09/20/2046	BAFC
BALL CORP	614,000.00	0.05	$632,420.00	7.12	09/01/2016	BLL
BALL CORP	921,000.00	0.07	$950,932.50	7.38	09/01/2019	BLL
BANK OF AMERICA	16,000.00	0.00	$16,606.38	5.12	11/15/2014	060505AU8
BANK OF AMERICA	1,180,000.00	0.09	$1,218,453.84	4.38	12/01/2010	060505BF0
BANK OF AMERICA CORP	5,780,000.00	0.48	$6,564,837.30	7.38	05/15/2014	BAC
BANK OF AMERICA NA	1,435,000.00	0.11	$1,488,816.81	4.90	05/01/2013	BAC
BANK OF AMERICA NA	1,750,000.00	0.11	$1,489,617.50	0.55	06/15/2017	BAC
BANK OF NEW YORK MELLON CORP/T	1,450,000.00	0.11	$1,509,484.80	4.95	01/14/2011	BK
BARCLAYS BANK PLC	1,355,000.00	0.10	$1,385,197.53	2.70	03/05/2012	BACR
BARCLAYS BANK PLC	6,530,000.00	0.51	$6,928,813.22	5.20	07/10/2014	BACR
BAUSCH & LOMB INC TERM B	815,308.72	0.06	$776,834.30	3.53	04/11/2015	LN362704
BAUSCH & LOMB INC TERM DD	197,991.09	0.01	$188,647.89	3.52	04/11/2015	LN362708
BB&T CORP	1,895,000.00	0.15	$2,013,441.29	6.50	08/01/2011	BBT
BB&T CORP	3,705,000.00	0.29	$4,014,323.04	5.70	04/30/2014	BBT
BE AEROSPACE TERM LOAN	600,771.71	0.04	$605,529.82	5.75	07/28/2014	LN402274
BELO CORP	3,045,000.00	0.23	$3,143,962.50	8.00	11/15/2016	BLC
BIOMET COV-LITE TERM T1	742,405.04	0.05	$714,152.82	3.28	03/25/2015	LN340273
BOAA 2004-10 1CB1	158,979.87	0.01	$128,624.65	6.00	11/25/2034	BOAA
BOAA 2005-3 2A1	220,811.95	0.01	$197,074.67	5.50	04/25/2020	BOAA
BOAA 2005-5 2CB1	18,636.73	0.00	$12,469.14	6.00	06/25/2035	BOAA
BOAA 2005-6 7A1	182,654.85	0.01	$167,585.82	5.50	07/25/2020	BOAA
BRAZILIAN GOVERNMENT INTERNATI	1,606,000.00	0.08	$1,045,788.87	12.50	01/05/2016	BRAZIL
BSCMS 2005-PW10 A1	1,174,902.38	0.09	$1,189,150.42	5.08	12/11/2040	BSCMS
BSCMS 2005-PW10 A4	835,000.00	0.06	$818,297.33	5.40	12/11/2040	BSCMS
BSCMS 2005-PWR9 A4A	4,750,000.00	0.33	$4,553,750.43	4.87	09/11/2042	BSCMS
BSCMS 2005-T20 A4A	4,670,000.00	0.34	$4,583,138.00	5.15	10/12/2042	07387BCL5
BSCMS 2006-PW12 A4	335,000.00	0.02	$340,170.96	5.72	09/11/2038	BSCMS
BSCMS 2007-PW15 A4	1,475,000.00	0.09	$1,272,886.65	5.33	02/11/2044	BSCMS
CABMT 2008-1A A1	470,000.00	0.04	$480,553.47	4.31	12/16/2013	CABMT
CALPINE CONSTRUCTION FINANCE C	1,665,000.00	0.13	$1,723,275.00	8.00	06/01/2016	CPN
CALPINE TERM	939,788.35	0.07	$892,897.61	3.16	03/29/2014	LN376530
CAPITAL ONE FINANCIAL CORP	3,080,000.00	0.26	$3,490,579.40	7.38	05/23/2014	COF
CARAT 2007-3 A3A	1,265,618.39	0.09	$1,283,655.60	5.02	09/15/2011	CARAT
CARAT 2007-SN2 A4	1,645,000.00	0.12	$1,649,112.50	1.26	05/16/2011	CARAT
CAREFUSION CORP	7,355,000.00	0.57	$7,739,548.82	5.12	08/01/2014	CAH
CASH	97,939,494.98	7.18	$97,939,494.98	0.00	12/15/2038	US-CASH
CCCIT 2006-A4 A4	1,800,000.00	0.14	$1,894,511.52	5.45	05/10/2013	CCCIT
CCCIT 2007-A6 A6	1,150,000.00	0.08	$1,147,932.07	0.27	07/12/2012	CCCIT
CCCIT 2007-A7 A7	1,250,000.00	0.09	$1,236,349.63	0.58	08/20/2014	CCCIT
CCCIT 2009-A1 A1	2,055,000.00	0.15	$2,098,137.74	1.98	03/17/2014	CCCIT
CCI 2005-1A AFL	630,000.00	0.05	$617,400.00	0.61	06/15/2035	CCI
CCI 2006-1A B	900,000.00	0.07	$922,500.00	5.36	11/15/2036	CCI
CDP FINANCIAL INC	6,350,000.00	0.45	$6,203,365.80	3.00	11/25/2014	CADEPO
CELLCO PARTNERSHIP / VERIZON W	1,020,000.00	0.09	$1,172,638.92	7.38	11/15/2013	VZW
CFAT 2007-A A3A	2,572,742.35	0.19	$2,618,792.89	5.34	06/25/2012	CFAT
CFAT 2008-A A3	1,700,000.00	0.13	$1,739,839.33	4.94	04/25/2014	CFAT
CHAIT 2005-A10 A10	2,605,000.00	0.20	$2,684,791.41	4.65	12/17/2012	CHAIT
CHAIT 2005-A2 A2	6,600,000.00	0.48	$6,522,595.86	0.30	12/15/2014	CHAIT
CHAIT 2005-A6 A6	5,775,000.00	0.42	$5,696,327.75	0.30	07/15/2014	CHAIT
CHAIT 2005-A7 A7	725,000.00	0.06	$751,413.49	4.55	03/15/2013	CHAIT
CHAIT 2008-A9 A9	1,545,000.00	0.12	$1,606,235.46	4.26	05/15/2013	CHAIT
CHAIT 2009-A2 A2	10,000,000.00	0.75	$10,230,333.00	1.78	04/15/2014	CHAIT
CHESAPEAKE ENERGY CORP	3,800,000.00	0.31	$4,189,500.00	9.50	02/15/2015	CHK
CINCINNATI BELL INC	760,000.00	0.06	$754,300.00	7.00	02/15/2015	CBB
CITIGROUP INC	3,840,000.00	0.30	$4,024,116.48	6.38	08/12/2014	C
CITIGROUP INC	5,700,000.00	0.45	$6,076,496.40	6.50	08/19/2013	C
CITIZENS COMMUNICATIONS CO	1,885,000.00	0.13	$1,790,750.00	7.12	03/15/2019	CZN
CLEAN HARBORS INC	1,715,000.00	0.13	$1,747,156.25	7.62	08/15/2016	CLH
CLEARWIRE CORP	3,000,000.00	0.22	$3,060,000.00	12.00	12/01/2015	CLWR
CMLTI 2007-AR8 1A3A	223,156.07	0.01	$159,256.11	5.82	08/25/2037	CMLTI
CMSI 2006-4 3A1	646,968.94	0.05	$619,472.76	5.50	08/25/2021	CMSI
CNH 2007-A A4	325,914.21	0.02	$324,252.31	0.27	09/17/2012	CNH
CNH 2007-B A3B	370,480.60	0.03	$370,508.31	0.83	10/17/2011	CNH
CNH 2007-C A3A	334,615.72	0.02	$337,093.98	5.21	12/15/2011	CNH
CNH 2008-A A3	250,250.77	0.02	$253,584.41	4.12	05/15/2012	CNH
CNH 2008-A A4A	570,000.00	0.04	$590,416.43	4.93	08/15/2014	CNH
CNH 2008-B A3A	335,940.99	0.03	$341,491.14	4.78	07/16/2012	CNH
CNH 2009-C A3	675,000.00	0.05	$672,366.49	1.85	12/16/2013	CNH
COMCAST	1,570,000.00	0.12	$1,643,438.32	5.50	03/15/2011	20030NAD3
COMCAST	2,205,000.00	0.17	$2,267,593.34	4.95	06/15/2016	20030NAG6
COMCAST CORP	1,910,000.00	0.14	$1,974,365.09	5.45	11/15/2010	20030NAH4
COMCAST CORP	4,520,000.00	0.37	$5,069,482.84	6.50	01/15/2015	CMCSA
COMET 2006-A11 A11	10,000,000.00	0.68	$9,316,687.00	0.32	06/17/2019	COMET
COMET 2007-A1 A1	1,500,000.00	0.10	$1,384,678.20	0.28	11/15/2019	COMET
COMM 2005-C6 A5A	7,805,000.00	0.56	$7,578,262.41	5.12	06/10/2044	COMM
COMMUNITY HEALTH SYSTEM DD	54,335.65	0.00	$51,135.01	2.51	07/25/2014	LN341144
COMMUNITY HEALTH SYSTEM TERM B	1,063,072.05	0.07	$1,009,418.80	2.50	07/25/2014	LN341140
COMMUNITY HEALTH SYSTEMS INC	2,375,000.00	0.18	$2,464,062.50	8.88	07/15/2015	CYH
CORRECTIONS CORP OF AMERICA	610,000.00	0.05	$631,350.00	7.75	06/01/2017	CXW
COX COMMUNICATIONS INC	825,000.00	0.06	$874,477.73	5.88	12/01/2016	COXENT
COX COMMUNICATIONS INC	6,750,000.00	0.53	$7,239,469.50	5.45	12/15/2014	224044BM8
CRICKET COMMUNICATIONS INC	1,000,000.00	0.07	$1,010,000.00	9.38	11/01/2014	LEAP
CRICKET COMMUNICATIONS INC	1,350,000.00	0.10	$1,353,375.00	7.75	05/15/2016	LEAP
CROWN CASTLE INTERNATIONAL COR	1,900,000.00	0.15	$2,033,000.00	9.00	01/15/2015	CCI
CSC HOLDINGS	231,000.00	0.02	$239,662.50	6.75	04/15/2012	126304AR5
CSC HOLDINGS INC	95,000.00	0.01	$101,650.00	8.50	06/15/2015	CVC
CSMC 2006-C1 AAB	180,000.00	0.01	$180,481.30	5.55	02/15/2039	CSMC
CSX CORP	720,000.00	0.06	$764,916.48	6.75	03/15/2011	126408AP8
CSX CORP	2,400,000.00	0.19	$2,646,453.60	6.25	04/01/2015	CSX
CWHL 2006-17 A5	38,304.08	0.00	$34,018.81	6.00	12/25/2036	CWHL
CXHE 2005-D AF4	336,597.49	0.02	$333,281.30	5.27	10/25/2035	CXHE
DCENT 2008-A4 A4	500,000.00	0.04	$543,574.45	5.65	12/15/2015	DCENT
DCMT 2003-3 A	2,300,000.00	0.17	$2,299,057.46	0.43	09/15/2012	DCMT
DCMT 2005-4 A2	9,000,000.00	0.64	$8,760,356.10	0.32	06/16/2015	DCMT
DELHAIZE GROUP	5,075,000.00	0.40	$5,455,559.03	5.88	02/01/2014	DELH
DEUTSCHE TELEKOM INT FIN	2,595,000.00	0.20	$2,682,036.30	8.50	06/15/2010	25156PAB9
DEUTSCHE TELEKOM INTERNATIONAL	15,000.00	0.00	$15,935.52	5.25	07/22/2013	DT
DIGICEL GROUP 144A	2,000,000.00	0.15	$1,980,000.00	9.12	01/15/2015	25380WAB2
DIGICEL GROUP LTD	3,000,000.00	0.22	$2,940,000.00	8.25	09/01/2017	DLLTD
DIRECTV HOLDINGS LLC / DIRECTV	1,625,000.00	0.12	$1,660,483.50	4.75	10/01/2014	DTV
DIRECTV HOLDINGS LLC/DIRECTV F	9,205,000.00	0.74	$10,069,303.48	7.62	05/15/2016	DTV
DISH DBS CORP	415,000.00	0.03	$437,306.25	7.88	09/01/2019	DISH
DISH DBS CORP	1,910,000.00	0.14	$1,960,137.50	7.12	02/01/2016	DISH
DOW CHEMICAL CO/THE	4,940,000.00	0.41	$5,626,472.28	7.60	05/15/2014	DOW
DUKE ENERGY CORP	3,000,000.00	0.24	$3,301,836.00	6.30	02/01/2014	DUK
DUNKN 2006-1 A2	925,000.00	0.07	$892,148.63	5.78	06/20/2031	DUNKN
EFH3 1 A	59,878.69	0.00	$59,933.08	1.01	10/25/2017	EFH3
EKSPORTFINANS ASA	5,720,000.00	0.41	$5,638,776.00	3.00	11/17/2014	EXPT
EL PASO CORP	750,000.00	0.06	$804,375.00	8.25	02/15/2016	EP
EL PASO CORP	1,165,000.00	0.08	$1,156,842.67	7.25	06/01/2018	EP
EL PASO CORP	1,535,000.00	0.11	$1,530,075.72	7.00	06/15/2017	EP
ENEL FINANCE INTERNATIONAL SA	485,000.00	0.04	$491,435.95	3.88	10/07/2014	ENEL
ENERGY FUTURE HOLDINGS TERM B2	1,040,772.52	0.06	$847,906.97	3.74	10/10/2014	LN363469
ENERGY TRANSFER PARTNERS LP	3,175,000.00	0.25	$3,376,574.40	5.65	08/01/2012	ETP
ENTERPRISE PRODUCTS	1,455,000.00	0.11	$1,474,968.42	4.95	06/01/2010	293791AU3
ENTERPRISE PRODUCTS OPER LP	1,395,000.00	0.11	$1,435,357.35	5.00	03/01/2015	293791AR0
ENTERPRISE PRODUCTS OPERATING	855,000.00	0.07	$906,168.33	7.50	02/01/2011	EPD
ENTERPRISE PRODUCTS OPERATING	973,000.00	0.08	$1,053,599.43	6.38	02/01/2013	EPD
ENTERPRISE PRODUCTS OPERATING	1,180,000.00	0.08	$1,151,924.26	8.38	08/01/2066	EPD
ENTERPRISE PRODUCTS OPERATING	4,450,000.00	0.39	$5,315,542.80	9.75	01/31/2014	EPD
ESSAR STEEL ALGOMA INC	2,750,000.00	0.20	$2,725,937.50	9.38	03/15/2015	ALGCN
EUROPEAN INVESTMENT BANK	1,000,000.00	0.04	$593,537.01	11.25	02/14/2013	EIB
EUROPEAN INVESTMENT BANK	12,230,000.00	0.88	$12,040,899.74	2.38	03/14/2014	EIB
EVRAZ GROUP SA	180,000.00	0.01	$180,000.00	9.50	04/24/2018	EVRAZ
EXPORT DEVELOPMENT CANADA	1,410,000.00	0.10	$1,429,665.27	3.12	04/24/2014	EDC
EXPORT-IMPORT BANK OF KOREA	3,835,000.00	0.30	$4,124,354.59	5.88	01/14/2015	EIBKOR
FEDERAL HOME LOAN BANKS	9,980,000.00	0.73	$9,978,463.08	0.00	09/02/2011	FHLB
FEDERAL HOME LOAN MORTGAGE COR	10,140,000.00	0.75	$10,166,992.68	2.05	03/09/2011	FHLMC
FGCI B50262	6,652.62	0.00	$6,844.66	6.50	06/01/2011	FG
FGCI E01386	5,479.59	0.00	$5,776.19	5.00	06/01/2018	FG
FGCI G10411	1,755.28	0.00	$1,820.42	6.00	10/01/2010	FG
FGCI G10508	7,593.06	0.00	$7,854.85	7.50	04/01/2011	FG
FGCI G11510	76,157.45	0.01	$83,040.13	8.00	07/01/2016	FG
FGCI G11681	798,575.03	0.06	$840,598.52	5.00	04/01/2020	FG
FGG9 G90020	3,675.27	0.00	$3,859.92	6.50	06/17/2014	FG
FGLMC A10635	164,418.25	0.01	$190,401.83	9.00	09/01/2030	FG
FGLMC A45798	261,604.45	0.02	$300,043.20	8.00	05/01/2031	FG
FGLMC G01639	1,940.68	0.00	$2,136.59	7.00	11/01/2033	FG
FGLMC G08112	15,802,819.79	1.23	$16,800,372.79	6.00	02/01/2036	FG
FGP6 P60087	955,636.61	0.07	$1,022,531.17	6.50	03/01/2016	FG
FGP6 P60101	208,623.36	0.02	$218,393.19	6.00	01/01/2017	FG
FGSB M80807	32,120.60	0.00	$32,355.43	4.50	03/01/2010	FG
FGSB M80812	580,245.79	0.04	$584,487.85	4.50	04/01/2010	FG
FGSB M80813	349,956.88	0.03	$352,712.27	4.00	04/01/2010	FG
FGSB M80817	197,406.73	0.01	$199,223.68	4.00	05/01/2010	FG
FGSB M80873	441,992.39	0.03	$458,811.57	4.50	12/01/2010	FG
FGSB M80925	112,124.46	0.01	$113,960.41	5.00	06/01/2011	FG
FGSB M80946	205,626.88	0.02	$212,517.11	5.00	11/01/2011	FG
FHARM 1B1980	59,029.91	0.00	$61,060.26	5.95	04/01/2034	FH
FHARM 1G1067	261,160.60	0.02	$275,592.23	5.68	07/01/2036	FH
FHARM 1G2249	11,142,293.49	0.87	$11,863,930.81	6.08	10/01/2037	FH
FHARM 1H1348	59,309.49	0.00	$62,629.90	5.82	10/01/2036	FH
FHARM 1J1195	11,826,746.49	0.91	$12,417,041.88	5.03	07/01/2038	FH
FHARM 1K0121	4,923,560.55	0.38	$5,213,345.08	5.72	06/01/2037	FH
FHARM 847295	166,522.51	0.01	$172,061.68	3.33	04/01/2033	FH
FHARM 847727	43,781.27	0.00	$46,707.42	6.34	02/01/2037	FH
FHASI 2007-AR3 2A2	396,286.22	0.02	$268,310.38	6.28	11/25/2037	FHASI
FHLB DN 1/4/10	14,925,000.00	1.09	$14,924,998.77	0.00	01/04/2010	0104PFDIS
FHLMC 170128	7,499.90	0.00	$8,595.36	11.50	06/01/2015	FH
FHLMC 170129	4,828.57	0.00	$5,529.99	11.50	06/01/2015	FH
FHLMC 170139	2,410.70	0.00	$2,786.96	11.50	08/01/2015	FH
FHLMC 543567	29,174.29	0.00	$33,700.55	11.00	11/01/2019	FH
FHLMC 546130	3,801.33	0.00	$4,096.91	11.00	05/01/2020	FH
FHLMC 555085	40,568.05	0.00	$46,457.97	11.50	03/01/2016	FH
FHLMC 555089	71,329.19	0.01	$81,739.21	11.50	02/01/2016	FH
FHR 2644 AW	228,893.56	0.02	$230,577.67	4.00	01/15/2026	FHR
FHR 2694 QG	165,000.00	0.01	$172,113.69	4.50	01/15/2029	FHR
FHR 2706 UG	2,515,000.00	0.19	$2,619,555.59	4.50	08/15/2016	FHR
FHR 2780 SL	886,871.47	0.07	$893,506.07	6.00	04/15/2034	FHR
FHR 2890 PC	355,000.00	0.03	$371,880.50	5.00	07/15/2030	FHR
FHR 3094 US	539,847.05	0.04	$482,340.54	6.75	09/15/2034	FHR
FHR 3337 PB	75,000.00	0.01	$78,818.66	5.50	07/15/2030	FHR
FHR 3416 GK	13,126.59	0.00	$13,556.06	4.00	07/15/2022	FHR
FIH ERHVERVSBANK A/S	5,480,000.00	0.39	$5,380,198.24	1.75	12/06/2012	FINDAN
FIRST DATA CORP	2,500,000.00	0.17	$2,343,750.00	9.88	09/24/2015	FDC
FLEXTRONICS TERM B	942,784.83	0.07	$893,684.60	2.54	10/01/2012	LN362291
FNA 2006-M2 A2F	1,315,000.00	0.10	$1,379,408.57	5.26	05/25/2020	FNA
FNARM 725463	288,510.03	0.02	$298,774.03	3.19	12/01/2033	FN
FNARM 725803	366,317.25	0.03	$376,461.71	3.42	08/01/2034	FN
FNARM 735982	1,812,999.46	0.14	$1,887,137.18	4.80	11/01/2035	FN
FNARM 745545	32,842.86	0.00	$34,420.55	5.37	04/01/2036	FN
FNARM 784074	261,754.74	0.02	$270,579.09	3.87	06/01/2034	FN
FNARM 830970	466,056.34	0.04	$491,347.87	5.01	08/01/2035	FN
FNARM 847965	285,516.96	0.02	$300,121.98	5.14	11/01/2035	FN
FNARM 868367	333,275.57	0.03	$352,548.10	6.30	04/01/2036	FN
FNARM 868568	3,060,496.84	0.24	$3,254,613.75	5.87	04/01/2036	FN
FNARM 872895	1,203,633.77	0.09	$1,267,399.76	6.14	06/01/2036	FN
FNARM 886163	926,144.58	0.07	$977,798.16	6.33	07/01/2036	FN
FNARM 886344	1,108,724.31	0.09	$1,168,765.39	6.16	07/01/2036	FN
FNARM 886530	582,496.41	0.05	$616,885.08	6.32	08/01/2036	FN
FNARM 889354	64,237.62	0.00	$67,667.84	5.15	03/01/2038	FN
FNARM 965184	5,893,329.45	0.45	$6,199,210.34	5.13	09/01/2038	FN
FNARM AC2545	3,266,729.63	0.25	$3,364,742.63	4.32	09/01/2039	FN
FNARM AC4004	9,707,288.31	0.73	$10,013,467.83	4.55	11/01/2039	FN
FNARM AC6103	6,759,691.31	0.51	$6,954,250.10	4.44	10/01/2039	FN
FNCI 190341	784,633.93	0.06	$826,659.39	5.00	09/01/2018	FN
FNCI 303837	1,530.36	0.00	$1,565.63	7.50	04/01/2011	FN
FNCI 527268	1,549.70	0.00	$1,670.04	7.00	11/01/2014	FN
FNCI 535515	15,101.62	0.00	$15,821.31	8.00	10/01/2014	FN
FNCI 725446	4,806,896.11	0.38	$5,151,504.41	6.00	03/01/2018	FN
FNCI 735569	308,052.98	0.02	$336,651.60	8.00	10/01/2016	FN
FNCI 738211	8,670.77	0.00	$9,135.18	5.00	10/01/2018	FN
FNCI 761266	13,769.09	0.00	$14,489.36	5.00	02/01/2019	FN
FNCI 831428	5,734.26	0.00	$6,084.40	5.50	04/01/2021	FN
FNCI 888104	96,783.17	0.01	$101,845.96	5.00	05/01/2021	FN
FNCI 888594	181,546.00	0.01	$194,220.71	6.00	08/01/2022	FN
FNCI 889901	7,720,877.70	0.59	$8,047,479.32	4.50	09/01/2020	FN
FNCI 960472	64,498.26	0.01	$68,345.87	5.50	01/01/2023	FN
FNCI JAN TBA	17,000,000.00	1.28	$17,483,446.00	4.50	01/01/2023	FNCI
FNCI JAN TBA	19,000,000.00	1.46	$19,855,000.00	5.00	01/01/2023	FNCI
FNCI JAN TBA	23,800,000.00	1.75	$23,937,587.80	4.00	01/01/2024	FNCI
FNCL 16979	18,851.45	0.00	$21,441.19	11.00	09/01/2015	FN
FNCL 18053	45,608.04	0.00	$51,873.51	11.00	09/01/2015	FN
FNCL 18176	4,741.94	0.00	$5,393.37	11.00	09/01/2015	FN
FNCL 18502	9,723.15	0.00	$11,058.88	11.00	09/01/2015	FN
FNCL 211073	1,885.23	0.00	$2,158.07	8.00	07/01/2023	FN
FNCL 255071	6,976.57	0.00	$7,525.97	6.50	01/01/2034	FN
FNCL 255364	1,845.70	0.00	$1,968.55	6.00	09/01/2034	FN
FNCL 257062	435,677.18	0.03	$447,612.95	5.00	01/01/2038	FN
FNCL 27233	6,629.31	0.00	$7,321.84	9.25	06/01/2016	FN
FNCL 303875	71.89	0.00	$74.86	8.00	09/01/2011	FN
FNCL 31289	32,908.80	0.00	$36,346.62	9.25	08/01/2016	FN
FNCL 313808	31,396.10	0.00	$33,149.85	7.50	03/01/2014	FN
FNCL 500463	5,726.28	0.00	$6,205.86	6.50	06/01/2029	FN
FNCL 520035	15,454.57	0.00	$16,718.09	11.50	11/01/2016	FN
FNCL 535996	2,531.17	0.00	$2,856.21	7.50	06/01/2031	FN
FNCL 607516	20,710.05	0.00	$23,371.46	7.50	11/01/2031	FN
FNCL 636708	1,711.19	0.00	$1,931.05	7.50	04/01/2032	FN
FNCL 65106	109,500.12	0.01	$120,756.45	8.50	08/01/2017	FN
FNCL 688970	234,483.48	0.02	$260,517.62	8.00	05/01/2024	FN
FNCL 694072	5,134.35	0.00	$5,804.43	7.50	05/01/2033	FN
FNCL 70834	45,052.71	0.00	$51,241.89	11.00	08/01/2020	FN
FNCL 70986	647.24	0.00	$738.02	8.00	11/01/2021	FN
FNCL 725250	29,019.33	0.00	$29,900.49	5.00	03/01/2034	FN
FNCL 725380	399,971.41	0.03	$441,169.19	10.00	02/01/2025	FN
FNCL 745885	13,036,453.77	1.02	$13,847,158.24	6.00	10/01/2036	FN
FNCL 765242	185,066.57	0.02	$207,217.87	9.00	08/01/2022	FN
FNCL 787489	3,950.05	0.00	$4,426.34	7.50	06/01/2034	FN
FNCL 798019	4,055.99	0.00	$4,466.84	7.00	12/01/2034	FN
FNCL 805567	8,118.07	0.00	$8,658.43	6.00	11/01/2034	FN
FNCL 831926	2,455,503.01	0.19	$2,608,204.60	6.00	12/01/2036	FN
FNCL 846348	4,315.54	0.00	$4,631.11	6.50	04/01/2036	FN
FNCL 851617	48,501.84	0.00	$51,518.05	6.00	04/01/2036	FN
FNCL 863606	2,561.27	0.00	$2,810.52	7.00	12/01/2035	FN
FNCL 869712	17,355.00	0.00	$18,624.08	6.50	04/01/2036	FN
FNCL 872832	47,836.58	0.00	$51,334.63	6.50	06/01/2036	FN
FNCL 888366	5,448,121.31	0.44	$5,977,774.04	7.00	04/01/2037	FN
FNCL 894049	36,155.04	0.00	$38,798.88	6.50	10/01/2036	FN
FNCL 907755	755,440.64	0.06	$802,419.60	6.00	02/01/2037	FN
FNCL 936904	12,729.65	0.00	$13,646.58	6.50	08/01/2037	FN
FNCL 955230	47,419.94	0.00	$50,835.66	6.50	12/01/2037	FN
FNCL 966853	139,429.54	0.01	$152,983.75	7.00	12/01/2037	FN
FNCL JAN TBA	33,550,000.00	2.63	$35,929,969.90	6.50	01/01/2040	FNCL
FNCN 255175	782,611.69	0.06	$806,694.45	4.50	03/01/2014	FN
FNCT 254229	280,168.00	0.02	$304,746.94	6.50	02/01/2022	FN
FNCX 254861	629,533.27	0.05	$635,251.76	4.00	08/01/2010	FN
FNCX 255389	1,026,547.90	0.08	$1,064,497.22	5.00	08/01/2011	FN
FNGG 35454	585.05	0.00	$602.23	11.00	11/01/2010	FN
FNGL 135058	56,702.77	0.00	$63,243.67	10.00	01/01/2019	FN
FNGL 38631	2,294.11	0.00	$2,560.89	11.00	06/01/2015	FN
FNGL 555276	23,264.29	0.00	$25,147.45	7.50	03/01/2025	FN
FNGL 6226	5,084.86	0.00	$5,223.96	11.00	12/01/2015	FN
FNGL 6886	911.79	0.00	$936.73	11.00	08/01/2015	FN
FNGL 6893	4,140.39	0.00	$4,334.03	11.00	08/01/2010	FN
FNGN30 458171	73,782.64	0.01	$81,551.33	16.00	11/15/2012	FN
FNGT 2001-T10 A1	341,977.92	0.03	$379,862.64	7.00	12/25/2041	FNGT
FNGT 2001-T5 A2	58,021.45	0.00	$63,288.71	7.00	02/19/2030	FNGT
FNGT 2002-T1 A2	191,639.79	0.02	$212,869.88	7.00	11/25/2031	FNGT
FNGT 2003-T4 2A5	200,583.97	0.01	$175,322.08	5.41	09/26/2033	FNGT
FNKI 570556	121,219.38	0.01	$129,482.63	9.00	11/01/2015	FN
FNKI 665394	463,032.82	0.04	$492,961.59	6.00	09/01/2012	FN
FNKI 735264	209,130.46	0.02	$224,250.38	6.50	08/01/2017	FN
FNKL 552213	28,077.89	0.00	$32,524.66	10.50	06/01/2030	FN
FNKL 556029	169,916.46	0.01	$195,879.27	10.00	10/01/2030	FN
FNR 2003-32 PH	90,000.00	0.01	$94,857.08	5.50	03/25/2032	FNR
FNR 2003-91 BE	1,310,641.04	0.10	$1,334,822.63	4.00	11/25/2016	FNR
FNR 2006-69 PB	9,122,838.53	0.70	$9,584,145.81	6.00	10/25/2032	FNR
FNW 2002-W1 2A	187,836.18	0.02	$211,785.29	7.50	02/25/2042	FNW
FNW 2004-W9 2A1	240,398.09	0.02	$260,239.95	6.50	02/25/2044	FNW
FORD MOTOR COMPANY TERM B	744,260.74	0.05	$689,769.69	3.29	12/15/2013	LN303249
FORD MOTOR CREDIT CO LLC	800,000.00	0.07	$928,640.00	12.00	05/15/2015	F
FORD MOTOR CREDIT CO LLC	1,350,000.00	0.10	$1,362,202.65	7.50	08/01/2012	F
FORD MOTOR CREDIT CO LLC	1,750,000.00	0.13	$1,798,529.25	8.00	06/01/2014	F
FORDF 2009-2 A	895,000.00	0.07	$896,545.40	1.78	09/15/2014	FORDF
FORDO 2008-A A3B	1,492,435.80	0.11	$1,495,454.10	1.03	04/15/2012	FORDO
FORDO 2008-C A4B	4,700,000.00	0.35	$4,777,933.05	1.98	04/15/2013	FORDO
FOREST OIL CORP	1,020,000.00	0.07	$1,012,350.00	7.25	06/15/2019	FST
FREEPORT-MCMORAN C & G	1,925,000.00	0.15	$2,110,764.43	8.38	04/01/2017	35671DAS4
FREESCALE SEMICONDUCTOR INC	1,785,000.00	0.12	$1,646,662.50	8.88	12/15/2014	FSL
FSPC T-42 A5	71,602.77	0.01	$80,262.23	7.50	02/25/2042	FSPC
FSPC T-54 2A	1,660.25	0.00	$1,795.46	6.50	02/25/2043	FSPC
FSPC T-58 2A	1,266,776.61	0.10	$1,372,314.94	6.50	09/25/2043	FSPC
FSPC T-60 1A4C	1,849,947.51	0.14	$1,878,274.83	5.40	03/25/2044	FSPC
FTI CONSULTING INC	225,000.00	0.02	$228,937.50	7.75	10/01/2016	FCN
FTI CONSULTING INC	1,718,000.00	0.13	$1,750,212.50	7.62	06/15/2013	FCN
G2GP 9232	8,831.37	0.00	$9,532.32	9.75	12/20/2016	G2
G2GP 9272	8,117.71	0.00	$8,892.96	9.75	09/20/2017	G2
G2SF 1042	16,407.42	0.00	$18,509.76	11.50	08/20/2018	G2
G2SF 1077	11,546.53	0.00	$13,026.03	11.50	10/20/2018	G2
G2SF 108398	6,374.95	0.00	$6,765.56	12.00	05/20/2014	G2
G2SF 109	9,534.83	0.00	$10,603.87	12.00	04/20/2014	G2
G2SF 110377	4,838.84	0.00	$5,407.41	12.00	04/20/2014	G2
G2SF 119735	15,559.39	0.00	$17,387.63	12.00	07/20/2014	G2
G2SF 119736	28,954.72	0.00	$32,602.63	12.00	04/20/2015	G2
G2SF 126	2,200.72	0.00	$2,459.31	12.00	05/20/2014	G2
G2SF 128545	7,994.78	0.00	$9,002.02	12.00	02/20/2015	G2
G2SF 140232	16,431.90	0.00	$18,264.45	11.00	10/20/2015	G2
G2SF 1419	2,156.52	0.00	$2,377.90	10.50	06/20/2020	G2
G2SF 1507	2,344.09	0.00	$2,683.49	9.50	11/20/2020	G2
G2SF 158	3,675.58	0.00	$4,107.46	12.00	07/20/2014	G2
G2SF 1687	24,218.65	0.00	$27,723.80	9.50	09/20/2021	G2
G2SF 1705	46,504.65	0.00	$53,184.31	9.50	10/20/2021	G2
G2SF 1723	46,478.43	0.00	$53,151.89	9.50	11/20/2021	G2
G2SF 177	3,861.46	0.00	$4,273.62	12.00	08/20/2014	G2
G2SF 19	15,353.75	0.00	$17,028.55	12.50	10/20/2013	G2
G2SF 20	3,151.20	0.00	$3,545.75	12.50	11/20/2013	G2
G2SF 269	317.49	0.00	$345.43	12.00	01/20/2015	G2
G2SF 288	2,511.70	0.00	$2,764.10	12.00	02/20/2015	G2
G2SF 321	3,178.56	0.00	$3,547.77	12.00	04/20/2015	G2
G2SF 337	1,844.32	0.00	$2,061.85	12.00	05/20/2015	G2
G2SF 367	599.90	0.00	$666.99	12.00	07/20/2015	G2
G2SF 382	5,528.10	0.00	$6,224.57	12.00	08/20/2015	G2
G2SF 405	41,646.18	0.00	$46,011.87	11.00	09/20/2015	G2
G2SF 407	9,255.58	0.00	$10,421.66	12.00	09/20/2015	G2
G2SF 422	4,410.58	0.00	$4,881.17	11.00	10/20/2015	G2
G2SF 424	14,734.30	0.00	$16,590.62	12.00	10/20/2015	G2
G2SF 480	48.83	0.00	$49.12	12.00	01/20/2016	G2
G2SF 576	9,043.10	0.00	$10,445.11	12.00	05/20/2016	G2
G2SF 65	10,412.51	0.00	$11,704.68	12.50	01/20/2014	G2
G2SF 892	9,310.29	0.00	$10,379.19	11.50	12/20/2017	G2
G2SF 911	13,648.63	0.00	$15,392.26	11.50	01/20/2018	G2
GCCFC 2004-GG1 A7	625,000.00	0.05	$634,376.38	5.32	06/10/2036	GCCFC
GCCT 2008-3 A	1,200,000.00	0.09	$1,186,359.37	1.23	07/15/2011	GCCT
GECMC 2002-1A A3	500,000.00	0.04	$526,871.80	6.27	12/10/2035	GECMC
GEMNT 2009-3 A	1,290,000.00	0.09	$1,291,031.23	2.54	09/15/2014	GEMNT
GENERAL ELECTRIC CAPITAL CORP	2,100,000.00	0.17	$2,264,898.30	6.00	06/15/2012	GE
GENERAL ELECTRIC CAPITAL CORP	3,535,000.00	0.24	$3,338,941.83	0.51	09/15/2014	GE
GEORGIA-PACIFIC LLC	310,000.00	0.02	$330,150.00	8.25	05/01/2016	GP
GMAC LLC	1,345,000.00	0.10	$1,338,275.00	6.88	09/15/2011	GMAC
GNGP 91781	1,026.97	0.00	$1,060.98	11.50	04/15/2010	GN
GNGP 91947	2,447.98	0.00	$2,515.93	11.00	07/15/2010	GN
GNGP 98703	5,805.29	0.00	$6,589.89	12.25	01/15/2014	GN
GNJO 780192	69.28	0.00	$69.71	7.50	07/15/2010	GN
GNJO 780897	1.03	0.00	$1.04	7.50	09/15/2010	GN
GNMHB 417755	1,733.48	0.00	$1,777.56	6.50	09/15/2010	GN
GNR 2002-28 B	1,637,283.06	0.12	$1,680,481.30	5.78	07/16/2024	GNR
GNR 2003-72 C	2,500,000.00	0.19	$2,635,018.50	4.86	02/16/2030	GNR
GNR 2003-78 B	5,000,000.00	0.39	$5,259,958.00	5.11	10/16/2027	GNR
GNSF 123052	325.51	0.00	$363.13	11.00	08/15/2015	GN
GNSF 131660	10,968.24	0.00	$12,203.17	9.00	05/15/2016	GN
GNSF 132928	4,807.46	0.00	$5,363.14	11.00	11/15/2015	GN
GNSF 133332	844.36	0.00	$941.96	11.00	12/15/2015	GN
GNSF 134423	907.58	0.00	$967.73	11.00	09/15/2015	GN
GNSF 134585	589.72	0.00	$657.88	11.00	08/15/2015	GN
GNSF 134820	1,506.83	0.00	$1,623.92	11.00	10/15/2015	GN
GNSF 134872	64.31	0.00	$70.63	11.00	10/15/2015	GN
GNSF 135913	10,369.43	0.00	$11,547.31	11.00	08/15/2015	GN
GNSF 139710	839.31	0.00	$933.81	9.00	08/15/2016	GN
GNSF 140244	70.85	0.00	$78.90	11.00	10/15/2015	GN
GNSF 140245	3,063.74	0.00	$3,394.78	11.00	01/15/2016	GN
GNSF 140416	4,895.48	0.00	$5,461.33	11.00	09/15/2015	GN
GNSF 140750	66.97	0.00	$74.71	11.00	11/15/2015	GN
GNSF 140814	25.27	0.00	$28.19	11.00	10/15/2015	GN
GNSF 144022	9,614.55	0.00	$10,653.41	11.00	02/15/2016	GN
GNSF 145894	450.15	0.00	$498.79	11.00	02/15/2016	GN
GNSF 148467	20,863.51	0.00	$23,117.84	11.00	02/15/2016	GN
GNSF 163674	1,644.29	0.00	$1,829.42	9.00	08/15/2016	GN
GNSF 167746	4,350.25	0.00	$4,837.28	9.50	09/15/2016	GN
GNSF 169502	1,394.80	0.00	$1,545.51	11.00	09/15/2016	GN
GNSF 171881	4,488.13	0.00	$4,993.46	9.00	09/15/2016	GN
GNSF 172805	3,123.43	0.00	$3,475.10	9.00	08/15/2016	GN
GNSF 183237	750.76	0.00	$835.29	9.00	12/15/2016	GN
GNSF 188760	4,783.98	0.00	$5,340.62	9.00	01/15/2017	GN
GNSF 206364	9,936.95	0.00	$11,093.16	9.00	02/15/2017	GN
GNSF 211238	3,630.02	0.00	$4,103.43	9.50	08/15/2017	GN
GNSF 213770	5,744.41	0.00	$6,387.52	9.50	12/15/2016	GN
GNSF 248215	9,057.40	0.00	$10,072.59	11.00	12/15/2017	GN
GNSF 261474	5,646.01	0.00	$6,307.78	11.00	06/15/2019	GN
GNSF 264460	6,439.04	0.00	$7,193.77	11.00	04/15/2019	GN
GNSF 270092	8,867.04	0.00	$9,832.05	11.00	05/15/2019	GN
GNSF 274819	2,907.06	0.00	$3,247.80	11.00	06/15/2019	GN
GNSF 276450	8,597.22	0.00	$9,599.59	11.00	08/15/2019	GN
GNSF 277856	15,240.23	0.00	$17,026.55	11.00	06/15/2019	GN
GNSF 38723	440.56	0.00	$454.42	11.00	09/15/2010	GN
GNSF 39049	19.61	0.00	$19.76	11.00	07/15/2010	GN
GNSF 41475	1,382.18	0.00	$1,425.66	11.00	07/15/2010	GN
GNSF 41788	225.45	0.00	$228.14	11.00	08/15/2010	GN
GNSF 41841	910.76	0.00	$939.41	11.00	09/15/2010	GN
GNSF 42026	1,054.98	0.00	$1,088.17	11.00	08/15/2010	GN
GNSF 42444	53.45	0.00	$53.87	11.00	09/15/2010	GN
GNSF 44015	224.00	0.00	$231.05	11.00	09/15/2010	GN
GNSF 45546	83.60	0.00	$83.59	11.00	03/15/2011	GN
GNSF 519412	8,527.89	0.00	$9,808.15	8.00	06/15/2030	GN
GNSF 59913	592.15	0.00	$651.95	11.00	07/15/2013	GN
GNSF 66877	445.48	0.00	$490.47	11.00	07/15/2013	GN
GNSF 69396	656.47	0.00	$722.20	11.00	07/15/2013	GN
GNSF 71107	1,453.99	0.00	$1,600.84	11.00	07/15/2013	GN
GNSF 780863	124,871.98	0.01	$140,306.89	7.50	12/15/2023	GN
GNSF 781380	168,545.68	0.01	$189,964.26	7.50	12/15/2031	GN
GNSF 781389	3,664.17	0.00	$4,129.81	7.50	01/15/2032	GN
GOLDMAN SACHS GROUP INC/THE	5,500,000.00	0.43	$5,846,076.50	5.25	10/15/2013	GS
GOODYEAR TIRE & RUBBER CO/THE	2,135,000.00	0.17	$2,369,850.00	10.50	05/15/2016	GT
GRAHAM PACKAGING	1,180,000.00	0.09	$1,209,500.00	9.88	10/15/2014	38470RAD3
GRAHAM PACKAGING CO LP/GPC CAP	2,950,000.00	0.21	$2,927,875.00	8.25	01/01/2017	GRAHAM
GRAPHIC PACKAGING INTERNATIONA	2,064,000.00	0.16	$2,141,400.00	9.50	08/15/2013	GPK
GSMPS 1998-2 A	200,410.27	0.01	$192,143.35	7.75	05/19/2027	GSMPS
GSMPS 1999-3 A	496,576.75	0.04	$499,414.49	8.00	08/19/2029	GSMPS
GSMPS 2005-RP1 1A4	560,127.89	0.04	$516,893.02	8.50	01/25/2035	GSMPS
GSMPS 2006-RP1 1A2	66,588.41	0.00	$58,235.46	7.50	01/25/2036	GSMPS
GSMS 2004-GG2 A6	1,045,000.00	0.08	$1,026,896.94	5.40	08/10/2038	GSMS
GSMS 2005-GG4 A4	3,310,000.00	0.22	$2,997,486.02	4.76	07/10/2039	36228CVT7
GSMS 2005-GG4 A4A	3,935,000.00	0.28	$3,809,734.00	4.75	07/10/2039	GSMS
GSMS 2006-GG6 A4	1,160,000.00	0.08	$1,057,935.66	5.55	04/10/2038	GSMS
GSMS 2006-RR3 A1S	360,000.00	0.01	$104,400.00	5.66	07/18/2056	GSMS
GSMS 2007-GG10 A4	1,300,000.00	0.08	$1,116,238.24	5.81	08/10/2045	GSMS
GXS WORLDWIDE INC	3,895,000.00	0.28	$3,846,312.50	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING ESCROW LLC/	2,900,000.00	0.22	$3,048,625.00	11.25	06/01/2017	HET
HARRAHS CHESTER DOWNS TERM LOA	600,000.00	0.04	$605,250.00	12.38	12/31/2016	HET
HART 2007-A A3A	84,769.78	0.01	$86,268.93	5.04	01/17/2012	HART
HART 2008-A A3	280,000.00	0.02	$291,722.73	4.93	12/17/2012	HART
HCA INC TERM B	555,264.15	0.04	$532,501.10	2.53	11/18/2013	LN329193
HCA INC/DE	2,630,000.00	0.21	$2,830,537.50	9.25	11/15/2016	HCA
HDMOT 2006-1 A2	87,356.34	0.01	$89,656.21	5.04	10/15/2012	HDMOT
HDMOT 2009-4 A3	565,000.00	0.04	$562,875.43	1.00	02/17/2014	HDMOT
HOSPIRA INC	2,790,000.00	0.23	$3,091,562.73	6.40	05/15/2015	HSP
HUNTSMAN TERM C	45,000.00	0.00	$43,049.93	2.48	06/23/2016	HUN
INDONESIA TREASURY BOND	3,594,000,000.00	0.03	$410,727.66	10.75	05/15/2016	INDOGB
INDONESIAN RUPIAH	154,542,000.00	0.00	$16,397.03	0.00	N/A	RUPIAH
INMARSAT FINANCE PLC	880,000.00	0.07	$904,200.00	7.38	12/01/2017	ISATLN
INTELSAT BERMUDA LTD	3,500,000.00	0.26	$3,526,250.00	11.25	02/04/2017	INTEL
INTELSAT CORPORATION B-2-A TER	284,524.69	0.02	$270,146.24	2.73	01/03/2014	LN385116
INTELSAT CORPORATION B-2-B TER	284,438.46	0.02	$270,064.37	2.73	01/03/2014	LN385120
INTELSAT CORPORATION B-2-C TER	284,438.44	0.02	$270,064.35	2.73	01/03/2014	LN385124
INTELSAT JACKSON HLDG	420,000.00	0.03	$456,750.00	11.25	06/15/2016	INTEL
INTERNATIONAL FINANCE CORP	6,800,000.00	0.50	$6,822,154.40	3.00	04/22/2014	IFC
INTERNATIONAL LEASE FINANCE CO	411,000.00	0.02	$326,922.14	5.88	05/01/2013	AIG
INTERNATIONAL LEASE FINANCE CO	1,180,000.00	0.07	$970,839.10	6.38	03/25/2013	AIG
INTERNATIONAL LEASE FINANCE CO	1,500,000.00	0.10	$1,378,656.00	5.75	06/15/2011	AIG
INTERNATIONAL LEASE FINANCE CO	2,026,000.00	0.13	$1,759,617.47	5.35	03/01/2012	AIG
INTERNATIONAL LEASE FINANCE CO	2,985,000.00	0.18	$2,404,808.54	6.62	11/15/2013	AIG
INTERPUBLIC GROUP OF COS INC	490,000.00	0.04	$546,350.00	10.00	07/15/2017	IPG
INTERPUBLIC GROUP OF COS INC	2,240,000.00	0.18	$2,497,600.00	10.00	07/15/2017	IPG
INTL FINANCE CORP	3,600,000.00	0.24	$3,218,979.95	5.75	06/24/2014	B5ZZ2M0
INVERNESS MEDICAL INNOVATIONS	525,000.00	0.04	$539,437.50	9.00	05/15/2016	IMA
INVISTA	675,000.00	0.05	$688,500.00	9.25	05/01/2012	INVSTA
IPALCO ENTERPRISES INC	110,000.00	0.01	$115,500.00	8.12	11/14/2011	AES
IRON MOUNTAIN INC	2,150,000.00	0.16	$2,193,000.00	8.00	06/15/2020	IRM
J. C. PENNEY COMPANY, INC 5-YE	2,765,000.00	0.00	$47,557.59	1.00	03/20/2015	/JCP
J.C PENNEY COMPANY, INC 5-YEAR	1,105,000.00	0.00	$19,005.80	1.00	03/20/2015	/JCP1
JAPAN BANK FOR INTERNATIONAL C	5,700,000.00	0.42	$5,678,277.30	2.12	11/05/2012	JFCORP
JBS USA LLC/JBS USA FINANCE IN	99,000.00	0.01	$112,612.50	11.62	05/01/2014	JBSUS
JDOT 2008-A A3	42,958.51	0.00	$43,512.60	4.18	06/15/2012	JDOT
JEFFERIES GROUP INC	1,155,000.00	0.09	$1,187,256.84	5.88	06/08/2014	JEF
JPMCC 2002-C1 A3	1,000,000.00	0.08	$1,039,498.90	5.38	07/12/2037	JPMCC
JPMCC 2005-LDP5 A4	4,800,000.00	0.35	$4,751,863.68	5.18	12/15/2044	JPMCC
JPMCC 2006-LDP9 A2	320,000.00	0.02	$305,996.61	5.13	05/15/2047	JPMCC
JPMMT 2006-A2 3A3	180,000.00	0.01	$114,856.56	5.67	04/25/2036	JPMMT
JPMORGAN CHASE & CO	5,705,000.00	0.45	$6,088,495.81	5.75	01/02/2013	JPM
JPMORGAN CHASE BANK NA	1,750,000.00	0.12	$1,597,865.50	0.58	06/13/2016	JPM
KEYBANK NA	3,920,000.00	0.28	$3,819,099.20	5.80	07/01/2014	49306CAH4
KINDER MORGAN ENER PART	1,000,000.00	0.09	$1,232,501.00	9.00	02/01/2019	KMP
KINDER MORGAN ENER PART	1,300,000.00	0.10	$1,375,194.60	6.75	03/15/2011	494550AH9
KINDER MORGAN ENERGY PARTNERS	1,395,000.00	0.11	$1,460,786.81	7.50	11/01/2010	KMP
KINDER MORGAN ENERGY PARTNERS	1,885,000.00	0.15	$2,029,338.22	5.62	02/15/2015	KMP
KOPPERS INC	2,250,000.00	0.17	$2,283,750.00	7.88	12/01/2019	KOP
KOREA DEVELOPMENT BANK/REPUBLI	1,980,000.00	0.15	$2,082,019.50	5.30	01/17/2013	KDB
KOREA EXPRESSWAY CORP	1,320,000.00	0.10	$1,348,031.52	4.50	03/23/2015	HIGHWY
KREDITANSTALT FUER WIEDERAUFBA	5,070,000.00	0.37	$5,018,610.48	2.75	10/21/2014	KFW
KREDITANSTALT FUER WIEDERAUFBA	5,995,000.00	0.45	$6,166,846.68	3.50	03/10/2014	KFW
LABRANCHE & CO INC	2,070,000.00	0.15	$2,000,137.50	11.00	05/15/2012	LAB
LAMAR MEDIA	1,910,000.00	0.14	$1,914,775.00	7.25	01/01/2013	513075AG6
LANDWIRTSCHAFTLICHE RENTENBANK	1,750,000.00	0.13	$1,746,064.25	1.88	09/24/2012	RENTEN
LANDWIRTSCHAFTLICHE RENTENBANK	2,650,000.00	0.20	$2,726,163.65	3.25	03/15/2013	RENTEN
LANDWIRTSCHAFTLICHE RENTENBANK	3,600,000.00	0.28	$3,798,687.60	4.12	07/15/2013	RENTEN
LAZARD GROUP	1,438,000.00	0.11	$1,449,269.61	6.85	06/15/2017	LAZ
LAZARD GROUP LLC	269,000.00	0.02	$279,570.36	7.12	05/15/2015	LAZ
LEVEL 3 FINANCING INC	790,000.00	0.06	$750,500.00	9.25	11/01/2014	527298AM5
LMT 2005-2 2A3	61,616.86	0.00	$53,776.23	5.50	12/25/2035	LMT
LONG TERM RECEIVABLES	-2,221,836.87	-0.16	-$2,221,836.87	0.00	N/A	SECNCAHUS
MACY'S INC 5-YR CDS 03/20/2015	2,765,000.00	-0.01	-$107,955.11	1.00	03/20/2015	/M
MACY'S RETAIL HOLDINGS INC	110,000.00	0.01	$121,825.00	8.88	07/15/2015	M
MACY'S RETAIL HOLDINGS INC	2,000,000.00	0.16	$2,125,000.00	10.62	11/01/2010	M
MACY'S, INC 5-YR CDS 03/20/201	1,105,000.00	-0.00	-$43,142.97	1.00	03/20/2015	/M1
MARP 2005-1 1A5	413,564.47	0.03	$392,369.29	8.00	08/25/2034	MARP
MASD 2005-2 A2	355,911.43	0.02	$311,702.07	5.01	07/25/2035	MASD
MASSEY ENERGY CO	2,500,000.00	0.18	$2,509,375.00	6.88	12/15/2013	MEE
MBNAS 2003-A8 A8	1,365,000.00	0.10	$1,360,451.41	0.42	12/17/2012	MBNAS
MCC GEORGIA LLC TRANCHE D TERM	900,000.00	0.07	$904,126.50	5.50	03/31/2017	MCCC
MCKESSON CORP	3,915,000.00	0.32	$4,334,566.64	6.50	02/15/2014	MCK
MEDCO HEALTH SOLUTIONS	3,260,000.00	0.27	$3,624,614.70	7.25	08/15/2013	58405UAC6
MEDTRONIC INC	2,500,000.00	0.19	$2,621,875.00	1.62	04/15/2013	MDT CB1
MET LIFE GLOBE 144A	860,000.00	0.06	$875,980.52	4.62	08/19/2010	59217EAU8
METLIFE INC 5-YR CDS 12/20/201	1,290,000.00	-0.00	-$33,862.54	1.00	12/20/2014	/MET
METROPCS WIRELESS INC	1,135,000.00	0.08	$1,154,862.50	9.25	11/01/2014	GWIR
METROPCS WIRELESS INC TERM B	742,327.34	0.05	$711,891.92	2.54	11/04/2013	LN320458
MGM MIRAGE	210,000.00	0.02	$228,900.00	10.38	05/15/2014	MGM
MGM MIRAGE	265,000.00	0.02	$294,812.50	11.12	11/15/2017	MGM
MGM MIRAGE	790,000.00	0.07	$910,475.00	13.00	11/15/2013	MGM
MLCFC 2007-5 A1	126,787.21	0.01	$128,326.03	4.28	08/12/2048	MLCFC
MLMT 2005-CIP1 A2	605,000.00	0.04	$606,827.52	4.96	07/12/2038	MLMT
MORGAN STANLEY	750,000.00	0.06	$750,550.50	4.00	01/15/2010	61746SBC2
MORGAN STANLEY	1,275,000.00	0.09	$1,197,349.95	0.76	10/15/2015	MS
MORGAN STANLEY	4,148,000.00	0.32	$4,375,144.48	5.30	03/01/2013	617446HR3
MORGAN STANLEY	5,195,000.00	0.41	$5,540,124.63	6.00	04/28/2015	61747YCE3
MSC 2005-HQ6 A4A	1,095,000.00	0.08	$1,059,932.63	4.99	08/13/2042	MSC
MSC 2006-T21 A3	2,900,000.00	0.21	$2,930,833.96	5.18	10/12/2052	MSC
MSC 2007-T27 A4	6,440,000.00	0.46	$6,217,658.36	5.65	06/13/2042	MSC
MSDWC 2003-TOP9 A2	1,700,000.00	0.13	$1,728,615.76	4.74	11/13/2036	MSDWC
MSM 2006-12XS A1	33,278.75	0.00	$33,299.48	0.36	10/25/2036	MSM
NAROT 2007-B A3	716,009.16	0.05	$723,434.32	5.03	05/16/2011	NAROT
NAROT 2008-B A2	133,121.94	0.01	$133,291.27	3.80	10/15/2010	NAROT
NATIONAL AUSTRALIA BANK LTD	1,785,000.00	0.13	$1,801,895.03	3.38	07/08/2014	NAB
NATIONAL CITY CORP	1,000,000.00	0.08	$1,023,750.00	4.00	02/01/2011	PNC CB
NEW CINGULAR WIRELESS SERVICES	3,665,000.00	0.30	$4,143,429.10	8.12	05/01/2012	T
NEWPAGE CORP	3,000,000.00	0.22	$3,045,000.00	11.38	12/31/2014	NEWPAG
NEXEN INC	4,700,000.00	0.36	$4,906,391.10	5.05	11/20/2013	65334HAC6
NIBC BANK NV	6,555,000.00	0.47	$6,385,789.23	2.80	12/02/2014	NIBCAP
NII CAPITAL CORP	3,000,000.00	0.22	$2,936,250.00	8.88	12/15/2019	NIHD
NORDSTROM INC	2,030,000.00	0.17	$2,269,282.19	6.75	06/01/2014	JWN
NRG ENERGY INC	2,330,000.00	0.17	$2,338,737.50	7.38	02/01/2016	NRG
NUVEEN INVESTMENT TERM B	701,373.01	0.05	$617,537.89	3.28	11/13/2014	LN364753
NUVEEN INVESTMENTS INC SECOND	666,000.00	0.05	$690,309.00	12.50	07/09/2015	NUVINV
PACIFIC GAS & ELECTRIC CO	2,057,000.00	0.16	$2,123,274.48	4.20	03/01/2011	PCG
PACIFICORP	2,845,000.00	0.23	$3,115,954.96	6.90	11/15/2011	BRK
PAETEC HOLDING CORP	760,000.00	0.06	$773,300.00	8.88	06/30/2017	PAET
PETROHAWK ENERGY CORP	425,000.00	0.03	$446,250.00	9.12	07/15/2013	HAWK
PETROHAWK ENERGY CORP	1,455,000.00	0.11	$1,476,825.00	7.88	06/01/2015	HAWK
PINNACLE ENTERTAINMENT INC	895,000.00	0.07	$917,375.00	8.62	08/01/2017	PNK
PLAINS ALL AMERICAN PIPELINE L	6,865,000.00	0.52	$7,089,004.95	4.25	09/01/2012	PAA
PNC FINANCIAL SERVICES	7,160,000.00	0.54	$7,306,629.64	0.08	05/29/2049	PNC PFD
PPL ELECTRIC UTILITIES CORP	2,455,000.00	0.21	$2,808,657.48	7.12	11/30/2013	PPL
PRIDE INTERNATIONAL	2,090,000.00	0.16	$2,168,375.00	7.38	07/15/2014	74153QAF9
PROVINCE OF ONTARIO CANADA	5,630,000.00	0.41	$5,577,781.75	1.88	11/19/2012	ONT
PSYCHIATRIC SOLUTIONS	2,725,000.00	0.19	$2,650,062.50	7.75	07/15/2015	74439HAD0
PUERTO RICO SALES TAX FING	5,500,000.00	0.42	$5,770,105.00	5.00	08/01/2039	PRCGEN
QWEST CORP	580,000.00	0.05	$624,950.00	8.38	05/01/2016	QUS
RABOBANK NEDERLAND NV	4,180,000.00	0.37	$5,110,635.20	11.00	12/29/2049	RABOBK
RAMC 2006-4 AF2	35,000.00	0.00	$27,846.35	5.28	01/25/2037	RAMC
RANGE RESOURCES CORP	610,000.00	0.05	$655,750.00	8.00	05/15/2019	RRC
REGIONS FINANCIAL CORP	4,015,000.00	0.29	$3,963,612.02	7.75	11/10/2014	RF
RENTAL SERVICES CORP 2ND LIEN	446,173.55	0.03	$418,149.39	3.82	10/07/2013	LN302040
REPUBLIC OF BRAZIL	850,000.00	0.04	$553,499.71	12.50	01/05/2022	B1DY4M5
ROGERS WIRELESS INC	1,850,000.00	0.15	$2,030,584.05	9.62	05/01/2011	RCICN
RR DONNELLEY 5YR CDS 06/20/214	1,050,000.00	-0.01	-$156,377.22	5.00	06/20/2014	SPK604UP
RSC EQUIPMENT RENTAL INC/RSC H	2,220,000.00	0.16	$2,239,425.00	10.25	11/15/2019	RRR
RYLAND GROUP INC	905,000.00	0.07	$972,875.00	8.40	05/15/2017	RYL
SECURITIZED NET CASH - ACR1	10,644,600.85	0.78	$10,644,600.85	0.00	N/A	SECCASHAC
SELECT MEDICAL CORP	725,000.00	0.05	$706,875.00	7.62	02/01/2015	SELMED
SILICON VALLEY BANK	1,795,000.00	0.13	$1,824,152.60	5.70	06/01/2012	SIVB
SOCIETE FINANCEMENT DE L'ECONO	3,655,000.00	0.27	$3,703,392.20	2.12	01/30/2012	SFEFR
SPRINT NEXTEL CORP	4,140,000.00	0.28	$3,798,450.00	6.00	12/01/2016	852061AD2
STEEL CAPITAL SA FOR OAO SEVER	331,000.00	0.02	$335,137.50	9.75	07/29/2013	CHMFRU
STEEL DYNAMICS INC	425,000.00	0.03	$423,406.25	6.75	04/01/2015	STLD
SUNGARD DATA SYSTEMS INC ADD-O	992,481.21	0.07	$1,003,234.74	6.75	02/28/2014	LN405916
SUPERVALU INC	635,000.00	0.05	$647,700.00	8.00	05/01/2016	SVU
SUPERVALU INC	1,540,000.00	0.11	$1,566,950.00	7.50	11/15/2014	868536AS2
TARGET CORP	1,390,000.00	0.11	$1,468,151.36	6.35	01/15/2011	TGT
TECK RESOURCES LTD	340,000.00	0.03	$397,800.00	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	990,000.00	0.09	$1,188,000.00	10.75	05/15/2019	TCKCN
TELECOM ITALIA CAPITAL	1,350,000.00	0.10	$1,413,234.00	5.25	10/01/2015	87927VAQ1
TELECOM ITALIA CAPITAL	2,006,000.00	0.16	$2,124,059.12	6.20	07/18/2011	87927VAS7
TELECOM ITALIA CAPITAL	3,500,000.00	0.27	$3,631,484.50	4.95	09/30/2014	87927VAL2
TELECOM ITALIA CAPITAL SA	1,700,000.00	0.13	$1,789,603.60	5.25	11/15/2013	TITIM
TELESAT CANADA / TELESAT LLC	750,000.00	0.06	$817,500.00	11.00	11/01/2015	TELSAT
TELESAT CANADA TERM B	822,536.38	0.06	$791,345.80	3.24	10/31/2014	LN362744
TELESAT CANADA TERM II	70,648.06	0.00	$67,969.09	3.24	10/31/2014	LN362748
TIME WARNER CABLE INC	716,000.00	0.06	$765,442.66	5.40	07/02/2012	TWC
TIME WARNER CABLE INC	1,510,000.00	0.13	$1,766,370.82	8.25	02/14/2014	TWC
TIME WARNER CABLE INC	4,055,000.00	0.34	$4,676,392.26	7.50	04/01/2014	TWC
TRANS-CANADA PIPELINES	3,720,000.00	0.28	$3,814,000.68	4.00	06/15/2013	TRP
TYCO INTERNATIONAL FINANCE SA	965,000.00	0.07	$987,511.52	4.12	10/15/2014	TYC
TYCO INTERNATIONAL FINANCE SA	2,850,000.00	0.25	$3,447,727.65	8.50	01/15/2019	TYC
TYCO INTL GROUP	2,335,000.00	0.18	$2,504,880.59	6.38	10/15/2011	902118BC1
UNITEDHEALTH GROUP INC	603,000.00	0.05	$625,014.32	5.25	03/15/2011	UNH
UNITEDHEALTH GROUP INC	1,232,000.00	0.10	$1,316,245.39	5.50	11/15/2012	UNH
UNITEDHEALTH GROUP INC 5-YEAR	1,375,000.00	-0.00	-$12,484.31	1.00	12/19/2014	/UNH
UNITEDHEALTH GROUP INC 5-YEAR	3,050,000.00	-0.00	-$27,692.48	1.00	12/20/2014	/UNH1
US BANK NA/CINCINNATI OH	2,225,000.00	0.18	$2,392,742.75	6.38	08/01/2011	USB
US TREASURY N/B	1,520,000.00	0.11	$1,462,533.36	3.38	11/15/2019	T
US TREASURY N/B	22,750,000.00	1.63	$22,218,628.25	2.12	11/30/2014	T
US TREASURY N/B	116,270,000.00	8.39	$114,443,747.11	1.12	12/15/2012	T
USAA CAPITAL CORP	1,000,000.00	0.07	$1,013,481.00	2.24	03/30/2012	USAA
USAOT 2008-1 A3	801,944.76	0.06	$814,456.86	4.16	04/16/2012	USAOT
USB CAPITAL IX	2,770,000.00	0.17	$2,254,087.50	6.19	04/15/2049	USB
USB REALTY CORP	4,200,000.00	0.23	$3,097,500.00	6.09	12/22/2049	USB
USG CORP	315,000.00	0.02	$337,837.50	9.75	08/01/2014	USG
USG CORP	1,270,000.00	0.08	$1,143,000.00	6.30	11/15/2016	USG
VERIZON GLOBAL FUNDING CORP	1,820,000.00	0.15	$2,016,110.46	6.88	06/15/2012	VZ
VIDEOTRON LTEE	1,550,000.00	0.13	$1,712,750.00	9.12	04/15/2018	QBRCN
VIRGIN MEDIA FINANCE PLC	242,000.00	0.02	$251,075.00	8.75	04/15/2014	VMED
VIRGINIA ELECTRIC AND POWER CO	1,535,000.00	0.12	$1,658,915.95	5.10	11/30/2012	D
VIVENDI	9,750,000.00	0.75	$10,258,209.00	5.75	04/04/2013	VIVFP
VODAFONE GROUP	1,610,000.00	0.13	$1,706,261.90	5.00	12/16/2013	92857WAF7
VWALT 2009-A A2	3,985,232.97	0.29	$4,020,381.13	2.87	07/15/2011	VWALT
WACHOVIA CORP	1,927,000.00	0.15	$1,996,965.52	5.25	08/01/2014	929903AJ1
WACHOVIA CORP	3,000,000.00	0.23	$3,185,919.00	5.30	10/15/2011	929903CF7
WAMU 2006-AR10 1A1	2,125,484.05	0.12	$1,612,187.94	5.92	09/25/2036	WAMU
WAMU 2007-HY1 1A1	894,157.22	0.04	$568,971.37	5.67	02/25/2037	WAMU
WASTE MANAGEMENT	3,017,000.00	0.23	$3,125,645.19	7.38	08/01/2010	94106LAK5
WEATHERFORD INTERNATIONAL INC	1,502,000.00	0.12	$1,608,395.67	5.95	06/15/2012	WFT
WEATHERFORD INTERNATIONAL INC	2,000,000.00	0.16	$2,141,032.00	6.62	11/15/2011	WFT
WEATHERFORD INTERNATIONAL LTD	2,405,000.00	0.18	$2,520,432.79	5.15	03/15/2013	WFT
WELLS FARGO BANK	1,640,000.00	0.13	$1,732,369.72	6.45	02/01/2011	949748AF4
WELLS FARGO BANK NA	1,575,000.00	0.10	$1,396,793.48	0.48	05/16/2016	WFC
WELLS FARGO CAPITAL XIII	2,945,000.00	0.21	$2,871,375.00	7.70	12/29/2049	WFC
WESTERN CORPORATE FEDERAL CRED	3,330,000.00	0.24	$3,317,319.36	1.75	11/02/2012	WESCOR
WFMBS 2005-AR16 2A1	26,691.61	0.00	$22,576.43	3.75	10/25/2035	WFMBS
WFMBS 2006-7 2A1	17,427.03	0.00	$14,448.10	6.00	06/25/2036	WFMBS
WFMBS 2006-AR10 5A1	256,246.86	0.01	$199,485.93	5.59	07/25/2036	WFMBS
WFMBS 2006-AR5 2A1	421,416.82	0.02	$328,450.42	5.54	04/25/2036	WFMBS
WFMBS 2006-AR6 7A1	4,237,953.95	0.28	$3,778,113.06	5.11	03/25/2036	WFMBS
WFMBS 2007-8 2A6	25,000.00	0.00	$17,840.93	6.00	07/25/2037	WFMBS
WIND ACQUISITION FINANCE SA	3,505,000.00	0.28	$3,846,737.50	11.75	07/15/2017	WINDIM
WINDSTREAM CORP	1,620,000.00	0.12	$1,607,850.00	7.88	11/01/2017	WIN
WINDSTREAM CORP	1,630,000.00	0.12	$1,699,275.00	8.12	08/01/2013	WIN
WOART 2007-B A3B	778,527.45	0.06	$778,654.74	0.62	01/17/2012	WOART
WOART 2008-A A3A	300,000.00	0.02	$306,459.12	3.94	10/15/2012	WOART
WOODSIDE FINANCE LTD	4,030,000.00	0.30	$4,126,506.41	5.00	11/15/2013	980236AD5
WOODSIDE FINANCE LTD	10,905,000.00	0.81	$11,014,115.43	4.50	11/10/2014	WPLAU
WPP FINANCE UK	4,315,000.00	0.36	$4,912,152.85	8.00	09/15/2014	WPPLN
XEROX CORP	1,540,000.00	0.11	$1,531,003.32	4.25	02/15/2015	XRX
XEROX CORP	2,660,000.00	0.22	$3,054,182.74	8.25	05/15/2014	XRX
YALE UNIVERSITY	3,310,000.00	0.24	$3,301,420.48	2.90	10/15/2014	YALUNI

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

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

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

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

0.09 of the fund was hedged out of MXN/USD BAR 01/08/10

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

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

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