Delaware 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
ABBOTT LABORATORIES	25,325,000.00	0.37	$26,583,956.40	4.12	05/27/2020	ABT
ACCELLENT INC	4,344,000.00	0.06	$4,300,560.00	10.50	12/01/2013	00430XAB3
ACHMEA HYPOTHEEKBANK NV	18,205,000.00	0.26	$18,827,592.80	3.20	11/03/2014	ACHMEA
ADVANCED MICRO DEVICES INC	5,125,000.00	0.07	$4,894,375.00	6.00	05/01/2015	AMD CB1
AEIT 2005-2 A	2,475,000.00	0.03	$2,464,106.54	0.42	08/15/2013	AEIT
AES CORP/THE	951,000.00	0.01	$972,397.50	7.75	03/01/2014	AES
AES CORP/THE	2,403,000.00	0.03	$2,427,030.00	8.00	06/01/2020	AES
AFFINION GROUP INC	3,596,000.00	0.05	$3,793,780.00	11.50	10/15/2015	AFFINI
AFFINION GROUP INC TERM LOAN B	5,850,000.00	0.08	$5,585,550.75	5.00	10/07/2016	AFFINI
AGRIBANK FCB	10,963,000.00	0.18	$13,005,088.97	9.12	07/15/2019	AGRIBK
AHM 2005-2 5A1	250,963.04	0.00	$218,934.89	5.06	09/25/2035	AHM
AHMAT 2009-ADV3 A1	8,755,000.00	0.12	$8,747,108.24	2.30	10/06/2021	AHMAT
AIG TERM LOAN 1	1,647,115.38	0.02	$1,632,118.39	6.75	02/23/2015	AIG
AIG TERM LOAN 2	1,207,884.62	0.02	$1,192,538.45	7.00	03/07/2016	AIG
ALASKA COMMUNICATIONS SYSTEMS	4,105,000.00	0.05	$3,904,881.25	5.75	03/01/2013	ALSK CB
ALCATEL-LUCENT USA INC	5,280,000.00	0.06	$4,474,800.00	2.88	06/15/2025	ALUFP CB2
ALGOMA ACQUISITION CORP	5,693,000.00	0.07	$4,867,515.00	9.88	06/15/2015	AGACN
ALLEN SYSTEM TERM LOAN	3,798,687.50	0.05	$3,793,958.13	8.50	10/18/2013	.ALSY
ALLIANCE HEALTHCARE SERVICES I	440,590.00	0.02	$1,779,983.60	0.00	N/A	AIQ
ALLIANCE HEALTHCARE TERM LOAN	1,676,138.60	0.02	$1,646,454.19	5.50	06/01/2016	AIQ
ALLIANCE ONE INTERNATIONAL INC	1,689,000.00	0.02	$1,727,002.50	10.00	07/15/2016	AOI
ALLIANCE ONE INTERNATIONAL INC	3,807,000.00	0.05	$3,892,657.50	10.00	07/15/2016	AOI
ALLIED SECURITY HOLDINGS TERM	2,810,668.24	0.04	$2,810,668.24	6.75	02/23/2015	LN408683
ALLIED WASTE NORTH AMERICA INC	14,371,000.00	0.21	$15,431,392.98	7.12	05/15/2016	AW
ALLIED WASTE NORTH AMERICA INC	15,607,000.00	0.24	$17,035,165.36	6.88	06/01/2017	AW
ALLISON TRANSMISSION 144A	6,635,000.00	0.10	$6,983,337.50	11.00	11/01/2015	019736AA5
ALLYA 2010-2 A3	5,565,000.00	0.08	$5,576,556.28	1.00	07/15/2014	ALLYA
AMERICA MOVIL SAB DE CV	7,236,000.00	0.10	$7,490,403.29	5.00	03/30/2020	AMXLMM
AMERICAN AXLE & MFG INC	2,940,000.00	0.04	$2,565,150.00	7.88	03/01/2017	02406PAF7
AMERICAN INTERNATIONAL GROUP I	1,003,000.00	0.01	$799,892.50	8.18	05/15/2058	AIG
AMERICAN TOWER CORP	14,610,000.00	0.23	$16,363,200.00	7.00	10/15/2017	AMT
AMERICAN TRANSMISSION SYSTEMS	16,685,000.00	0.24	$17,527,575.82	5.25	01/15/2022	FE
AMERIGAS PARTNERS LP/AMERIGAS	1,252,000.00	0.02	$1,252,000.00	7.12	05/20/2016	APU
AMGEN INC	5,419,000.00	0.07	$5,378,357.50	0.38	02/01/2013	AMGN CB1
AMH HOLDINGS INC	2,524,000.00	0.04	$2,587,100.00	11.25	03/01/2014	SIDE
AMOT 2010-1 A	10,280,000.00	0.14	$10,420,364.15	2.10	01/15/2015	AMOT
AMSI 2003-8 AF4	67,550.37	0.00	$67,748.36	5.32	10/25/2033	AMSI
AMTT 2007-1A AFX	5,951,000.00	0.09	$6,403,324.80	5.42	04/15/2037	AMTT
AMTT 2007-1A D	1,190,000.00	0.02	$1,251,784.44	5.96	04/15/2037	AMTT
AMXCA 2009-2 A	1,165,000.00	0.02	$1,207,131.18	1.60	03/15/2017	AMXCA
AMXCA 2010-1 B	5,650,000.00	0.08	$5,608,919.42	0.95	11/16/2015	AMXCA
ANADARKO PETROLEUM CORP	14,824,000.00	0.18	$12,774,819.18	5.95	09/15/2016	APC
ANCHOR GLASS TERM LOAN	6,525,823.42	0.09	$6,476,879.74	6.00	02/03/2016	ANGLAS
ANHEUSER-BUSCH INBEV WORLDWIDE	650,000.00	0.01	$650,674.70	1.27	03/26/2013	ABIBB
ANHEUSER-BUSCH INBEV WORLDWIDE	6,815,000.00	0.10	$7,139,114.59	5.00	04/15/2020	ABIBB
ANHEUSER-BUSCH INBEV WORLDWIDE	28,445,000.00	0.40	$29,146,169.25	3.62	04/15/2015	ABIBB
ANIXTER INTERNATIONAL INC	1,765,000.00	0.03	$1,921,643.75	10.00	03/15/2014	AXE
ANTERO RESOURCES FINANCE CORP	2,253,000.00	0.03	$2,264,265.00	9.38	12/01/2017	ANTERO
APPALACHIAN POWER CO	2,720,000.00	0.04	$2,766,541.92	3.40	05/24/2015	AEP
AQUILEX HOLDINGS LLC/AQUILEX F	60,000.00	0.00	$60,300.00	11.12	12/15/2016	AQUILE
ARAMARK CORP	3,614,000.00	0.05	$3,668,210.00	8.50	02/01/2015	RMK
ARCELORMITTAL	7,500,000.00	0.13	$9,386,977.50	9.85	06/01/2019	MTNA
ARMT 2005-10 3A11	3,684,318.39	0.04	$3,094,580.60	5.37	01/25/2036	ARMT
ARVINMERITOR INC	3,120,000.00	0.03	$2,433,600.00	4.00	02/15/2027	ARM CB
ARVINMERITOR INC	8,295,000.00	0.11	$8,004,675.00	8.12	09/15/2015	ARM
ASHTEAD CAPITAL 144A	3,717,000.00	0.05	$3,661,245.00	9.00	08/15/2016	045054AA1
ASHTEAD HOLDINGS 144A	375,000.00	0.01	$373,125.00	8.62	08/01/2015	045056AA6
ASIAN DEVELOPMENT BANK	11,074,000.00	0.13	$9,477,084.38	6.00	01/20/2015	ASIA
ASIAN DEVELOPMENT BANK/PASIG	23,585,000.00	0.34	$24,479,932.83	2.75	05/21/2014	ASIA
ASPECT SOFTWARE INC TERM LOAN	2,205,000.00	0.03	$2,160,900.00	6.25	04/19/2016	CRTO
AT&T INC	785,000.00	0.01	$906,642.82	6.70	11/15/2013	T
AT&T INC	23,000,000.00	0.36	$25,595,987.00	6.50	09/01/2037	T
ATI HOLDINGS LLC TERM LOAN	6,000,400.00	0.08	$5,790,386.00	7.00	02/18/2016	ATIHLD
AUSTRALIA GOVERNMENT BOND	78,601,000.00	0.87	$63,073,120.29	4.50	04/15/2020	ACGB
AUSTRALIAN DOLLAR	579,401.61	0.01	$487,479.53	0.00	N/A	AUD
AUSTRALIAN GOVERNMENT	32,660,000.00	0.40	$29,169,488.93	6.00	02/15/2017	B01GVV4
AUSTRALIAN GOVERNMENT	67,952,000.00	0.85	$60,992,807.82	6.25	04/15/2015	6531526
AUSTRALIAN INDEX LINKED	10,398,000.00	0.13	$9,386,602.16	3.00	09/20/2025	ACGB
AVAYA INC TERM LOAN B2-NEW	3,656,464.96	0.05	$3,715,882.52	10.50	10/27/2014	AV
AVIS BUDGET CAR RENTAL LLC/AVI	3,673,000.00	0.05	$3,448,028.75	8.00	05/15/2016	053773AF4
AVIS BUDGET CAR RENTAL LLC/AVI	4,495,000.00	0.06	$4,348,912.50	7.88	05/15/2014	CAR
BAAT 2009-2A A4	6,065,000.00	0.09	$6,287,187.03	3.03	10/15/2016	BAAT
BAAT 2009-3A A3	4,000,000.00	0.06	$4,034,071.20	1.67	12/15/2013	BAAT
BAAT 2009-3A A4	17,345,000.00	0.25	$17,845,229.80	2.67	12/15/2016	BAAT
BACCT 2008-A5 A5	34,505,000.00	0.48	$34,823,329.33	1.55	12/16/2013	BACCT
BACCT 2010-A1 A1	11,870,000.00	0.16	$11,838,580.11	0.65	09/15/2015	BACCT
BACM 2004-2 A3	7,043,891.59	0.10	$7,139,558.91	4.05	11/10/2038	BACM
BACM 2004-3 A5	5,570,000.00	0.08	$5,905,405.35	5.59	06/10/2039	BACM
BACM 2004-4 A4	500,000.00	0.01	$505,653.60	4.50	07/10/2042	BACM
BACM 2004-5 A3	20,000.00	0.00	$20,420.09	4.56	11/10/2041	BACM
BACM 2005-1 A5	14,810,000.00	0.22	$15,699,377.53	5.31	11/10/2042	BACM
BACM 2005-6 A4	6,405,000.00	0.10	$6,857,940.46	5.35	09/10/2047	BACM
BACM 2006-2 A4	7,622,000.00	0.11	$8,072,656.09	5.93	05/10/2045	BACM
BACM 2006-4 A4	6,730,000.00	0.10	$6,916,545.51	5.63	07/10/2046	BACM
BAE SYSTEMS HOLDINGS INC	1,875,000.00	0.03	$2,035,933.13	4.95	06/01/2014	BALN
BAE SYSTEMS HOLDINGS INC	4,780,000.00	0.07	$5,132,032.66	5.20	08/15/2015	05523UAD2
BAFC 2006-5 2A10	4,800,000.00	0.05	$3,804,105.60	5.75	09/25/2036	BAFC
BAFC 2006-H 1A2	7,393.79	0.00	$956.14	3.38	09/20/2046	BAFC
BANK OF NEW YORK MELLON CORP/T	7,894,000.00	0.12	$8,539,516.06	4.95	03/15/2015	BK
BAUSCH & LOMB INC	4,044,000.00	0.06	$4,175,430.00	9.88	11/01/2015	BOL
BAXTER INTERNATIONAL INC	12,000,000.00	0.18	$12,856,056.00	4.50	08/15/2019	BAX
BB&T CAPITAL TRUST II	13,235,000.00	0.19	$13,416,451.85	6.75	06/07/2036	05530AAA3
BB&T CAPT TR IV	5,125,000.00	0.06	$4,682,968.75	6.82	06/12/2057	073294AA8
BB&T CORP	11,889,000.00	0.17	$12,302,546.98	5.25	11/01/2019	BBT
BE AEROSPACE TERM LOAN	3,385,322.93	0.05	$3,401,200.09	5.75	07/28/2014	LN402274
BEAR STEARNS COS LLC/THE	2,298,000.00	0.04	$2,556,230.86	6.40	10/02/2017	JPM
BEAR STEARNS COS LLC/THE	6,340,000.00	0.07	$5,221,837.45	5.27	12/07/2012	JPM
BEAZER HOMES USA INC	40,000.00	0.00	$36,000.00	8.12	06/15/2016	BZH
BERRY PETROLEUM CO	4,066,000.00	0.06	$4,391,280.00	10.25	06/01/2014	BRY
BIO-RAD LABORATORIES INC	2,021,000.00	0.03	$2,116,997.50	8.00	09/15/2016	BIO
BIOMET INC	2,823,000.00	0.04	$3,048,840.00	10.38	10/15/2017	090613AD2
BIOMET INC	3,096,000.00	0.05	$3,366,900.00	11.62	10/15/2017	BMET
BOAA 2004-10 1CB1	841,149.70	0.01	$830,983.56	6.00	11/25/2034	BOAA
BOAA 2004-11 1CB1	887,621.28	0.01	$846,621.17	6.00	12/25/2034	BOAA
BOAA 2004-2 1A1	397,820.11	0.01	$405,626.93	6.00	03/25/2034	BOAA
BOAA 2005-1 2A1	733,864.48	0.01	$679,695.01	5.50	02/25/2020	BOAA
BOAA 2005-3 2A1	572,730.36	0.01	$526,065.44	5.50	04/25/2020	BOAA
BOAA 2005-5 2CB1	1,963,750.00	0.02	$1,488,129.75	6.00	06/25/2035	BOAA
BOAA 2005-6 7A1	2,103,079.80	0.03	$1,989,969.86	5.50	07/25/2020	BOAA
BOAA 2005-9 5A1	2,425,703.06	0.03	$2,403,575.80	5.50	10/25/2020	BOAA
BOAMS 2003-D 1A2	1,073.02	0.00	$768.51	2.84	05/25/2033	BOAMS
BOAMS 2003-E 2A2	213,709.18	0.00	$201,769.46	2.87	06/25/2033	BOAMS
BOAMS 2004-D 1A1	5,691.29	0.00	$5,233.13	2.79	05/25/2034	BOAMS
BOAMS 2005-I 2A2	38,729.40	0.00	$9,759.32	4.84	10/25/2035	BOAMS
BRAMBLES USA INC	8,250,000.00	0.12	$8,582,697.75	5.35	04/01/2020	BXBAU
BRAMBLES USA INC	20,245,000.00	0.29	$20,581,046.76	3.95	04/01/2015	BXBAU
BRISTOW GROUP INC	4,700,000.00	0.05	$3,789,375.00	3.00	06/15/2038	BRS CB
BRITISH POUNDS	106,323.70	0.00	$158,826.34	0.00	N/A	POUNDS
BSCMS 2005-PW10 A4	13,766,000.00	0.20	$14,470,271.31	5.40	12/11/2040	BSCMS
BSCMS 2005-T20 A4A	13,200,000.00	0.20	$14,111,099.64	5.30	10/12/2042	07387BCL5
BSCMS 2006-PW12 A4	7,235,000.00	0.11	$7,763,139.08	5.91	09/11/2038	BSCMS
BSCMS 2006-PW14 A4	8,145,000.00	0.12	$8,330,666.90	5.20	12/11/2038	BSCMS
BSCMS 2007-PW15 A4	7,730,000.00	0.11	$7,573,605.09	5.33	02/11/2044	BSCMS
BSCMS 2007-PW16 A4	8,000,000.00	0.11	$8,140,908.80	5.91	06/11/2040	BSCMS
BURLINGTON COAT FACTORY INVEST	10,173,000.00	0.15	$10,732,515.00	14.50	10/15/2014	BCFACT
BURLINGTON NORTHERN SANTA FE C	24,939,000.00	0.37	$26,462,598.33	4.70	10/01/2019	BNI
BUTLER SCHEIN ANIMAL HEALTH TE	7,624,412.51	0.11	$7,633,943.03	5.50	12/31/2015	.BUTL
BWAY HOLDING CO	2,650,000.00	0.04	$2,775,875.00	10.00	06/15/2018	BWY
BWAY HOLDING CO TERM LOAN B	2,659,000.01	0.04	$2,661,778.67	5.50	03/28/2017	BWAY
CALPINE CORP ESCROW TRACKING	1,195,000.00	0.00	$0.12	0.00	N/A	131ESC9B3
CALPINE CORP TERM LOAN NEW	2,925,000.00	0.04	$2,901,234.38	7.00	04/21/2017	CPN
CANADIAN DOLLAR	3,561,547.91	0.05	$3,345,747.22	0.00	N/A	CANDOLLAR
CANADIAN GOVERNMENT BOND	53,180,000.00	0.70	$50,369,378.30	2.50	06/01/2015	CAN
CAPITAL ONE CAPITAL V	10,072,000.00	0.15	$10,688,910.00	10.25	08/15/2039	COF
CARAT 2008-1 A3A	1,865,614.16	0.03	$1,892,267.26	3.86	08/15/2012	CARAT
CARAT 2008-CPA A1	1,836,364.65	0.03	$1,848,989.66	1.20	01/15/2013	CARAT
CAREFUSION CORP	4,990,000.00	0.08	$5,710,246.62	6.38	08/01/2019	CFN
CAREFUSION CORP	23,540,000.00	0.37	$26,937,716.52	6.38	08/01/2019	CAH
CASE NEW HOLLAND INC	4,069,000.00	0.06	$4,180,897.50	7.75	09/01/2013	CNH
CASELLA WASTE SYSTEMS INC	1,037,000.00	0.02	$1,125,145.00	11.00	07/15/2014	CWST
CASELLA WASTE SYSTEMS INC	3,936,000.00	0.05	$3,955,680.00	9.75	02/01/2013	CWST
CASH	-639,870,172.83	-8.87	-$639,870,172.83	0.00	12/15/2038	US-CASH
CCCIT 2004-C1 C1	7,646,000.00	0.10	$7,562,023.22	1.00	07/15/2013	CCCIT
CCCIT 2006-A3 A3	7,000,000.00	0.11	$7,925,761.20	5.30	03/15/2018	CCCIT
CCCIT 2006-A4 A4	2,000,000.00	0.03	$2,077,812.40	5.45	05/10/2013	CCCIT
CCCIT 2006-C1 C1	15,000,000.00	0.20	$14,366,644.50	0.75	02/20/2015	CCCIT
CCCIT 2007-A3 A3	8,253,000.00	0.14	$10,422,801.18	6.15	06/15/2039	CCCIT
CCCIT 2007-A6 A6	13,250,000.00	0.18	$13,252,541.35	0.28	07/12/2012	CCCIT
CCCIT 2007-A7 A7	2,000,000.00	0.03	$1,999,880.80	0.70	08/20/2014	CCCIT
CCCIT 2009-A1 A1	4,740,000.00	0.07	$4,858,905.27	2.10	03/17/2014	CCCIT
CCCIT 2009-A2 A2	19,900,000.00	0.28	$20,359,733.78	1.90	05/15/2014	CCCIT
CCI 2006-1A B	4,085,000.00	0.06	$4,226,197.21	5.36	11/15/2036	CCI
CDP FINANCIAL INC	13,130,000.00	0.20	$14,209,863.72	5.60	11/25/2039	CADEPO
CDP FINANCIAL INC	18,030,000.00	0.26	$18,549,227.94	4.40	11/25/2019	CADEPO
CDX. NA.14 06/20/2015 - JP MOR	20,198,000.00	0.02	$1,106,836.22	5.00	06/20/2015	/CDXHY
CDX.EM.13 06/20/2015 - BARCLAY	22,568,000.00	-0.03	-$2,319,147.98	5.00	06/20/2015	SPK406Z5
CDX.EM.13 06/20/2015 - JPMORGA	29,545,000.00	-0.04	-$3,036,123.14	5.00	06/20/2015	SPM802LA
CDX.NA.HY.14 06/20/2015 - BANK	18,660,000.00	0.01	$1,022,554.90	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - BANK	18,690,000.00	0.01	$1,024,198.88	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - BANK	18,690,000.00	0.01	$1,024,198.88	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - BARC	14,915,000.00	0.01	$817,331.53	5.00	06/20/2015	SP0F02UR
CDX.NA.HY.14 06/20/2015 - BARC	18,659,000.00	0.01	$1,022,500.10	5.00	06/20/2015	SPQ605EQ
CDX.NA.HY.14 06/20/2015 - BARC	26,163,000.00	0.02	$1,433,714.03	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI	14,930,000.00	0.01	$818,153.52	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI	15,000,000.00	0.01	$821,989.47	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - CITI	18,659,000.00	0.01	$1,022,500.10	5.00	06/20/2015	SPQ605ER
CDX.NA.HY.14 06/20/2015 - CITI	18,696,000.00	0.01	$1,024,527.68	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - GOLD	18,500,000.00	0.01	$1,013,787.01	5.00	06/20/2015	SPY304Q3
CDX.NA.HY.14 06/20/2015 - GOLD	18,685,000.00	0.01	$1,023,924.88	5.00	06/20/2015	SP0F02UQ
CDX.NA.HY.14 06/20/2015 - GOLD	26,163,000.00	0.02	$1,433,714.03	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - JPMO	15,115,000.00	0.01	$828,291.39	5.00	06/20/2015	SPY304Q4
CDX.NA.HY.14 06/20/2015 - MORG	15,060,000.00	0.01	$825,277.43	5.00	06/20/2015	/CDXHY
CDX.NA.HY.14 06/20/2015 - MORG	18,700,000.00	0.01	$1,024,746.87	5.00	06/20/2015	/CDXHY
CEMEX ESPANA SA	4,088,000.00	0.05	$3,577,000.00	9.25	05/12/2020	CEMEX
CEMEX FINANCE LLC	4,475,000.00	0.06	$4,340,750.00	9.50	12/14/2016	CEMEX
CENGAGE LEARNING TERM LOAN	8,391,963.51	0.12	$8,412,943.42	7.50	07/07/2014	TLACQ
CENTRAIS ELETRICAS BRASILEIRAS	23,980,000.00	0.36	$26,108,225.00	6.88	07/30/2019	ELEBRA
CENTURY ALUMINUM CO	5,396,050.00	0.07	$5,112,757.38	8.00	05/15/2014	CENX
CENTURY COMM TRACKING	7,875,000.00	0.00	$0.01	0.00	N/A	156ESCAG0
CF INDUSTRIES HOLDINGS INC TER	3,450,000.00	0.05	$3,459,090.75	5.50	11/03/2014	CF
CF INDUSTRIES INC	4,865,000.00	0.07	$4,998,787.50	7.12	05/01/2020	CFINDU
CFLX 2006-1 A4	6,119,000.00	0.06	$4,362,822.52	6.30	06/25/2036	CFLX
CFMSI 2003-2 AF4	253,832.47	0.00	$232,923.53	4.10	05/25/2033	CFMSI
CGCMT 2004-C1 A4	6,220,000.00	0.09	$6,613,413.76	5.55	04/15/2040	CGCMT
CHAIT 2005-A10 A10	5,605,000.00	0.08	$5,670,518.53	4.65	12/17/2012	CHAIT
CHAIT 2008-A6 A6	8,875,000.00	0.13	$9,096,570.59	1.55	05/15/2015	CHAIT
CHARTER COMMUNICATIONS OPERATI	6,673,000.00	0.10	$7,440,395.00	10.88	09/15/2014	CHTR
CHASE 2003-S8 A2	665,595.46	0.01	$681,891.90	5.00	09/25/2018	CHASE
CHASE 2005-A1 3A1	1,608,149.63	0.02	$1,405,441.40	5.29	12/25/2035	CHASE
CHESAPEAKE ENERGY CORP	17,000.00	0.00	$17,361.25	7.00	08/15/2014	165167BJ5
CHESAPEAKE ENERGY CORP	1,750,000.00	0.03	$1,815,625.00	7.25	12/15/2018	CHK
CHESAPEAKE ENERGY CORP	2,889,000.00	0.04	$3,206,790.00	9.50	02/15/2015	CHK
CHESAPEAKE ENERGY CORP	7,861,000.00	0.08	$5,709,051.25	2.25	12/15/2038	CHK CB
CHUBB CORP	7,791,000.00	0.10	$7,557,270.00	6.38	03/29/2067	171232AP6
CINCINNATI BELL INC	1,818,000.00	0.02	$1,713,465.00	7.00	02/15/2015	CBB
CISCO SYSTEMS INC	40,995,000.00	0.60	$43,359,509.61	4.45	01/15/2020	CSCO
CITEC 2009-VT1 A3	9,290,000.00	0.13	$9,389,304.53	3.07	08/15/2016	CITEC
CITIZENS COMMUNICATIONS	1,495,000.00	0.02	$1,506,212.50	6.25	01/15/2013	17453BAP6
CITY NATIONAL CAPITAL TRUST I	13,982,000.00	0.20	$14,751,205.75	9.62	02/01/2040	CYN
CLEAR CHANNEL COMMUNICATIONS I	4,865,000.00	0.05	$3,441,987.50	10.75	08/01/2016	CCU
CLEARWIRE COMMUNICATIONS LLC/C	2,118,000.00	0.03	$2,120,647.50	12.00	12/01/2015	CLWR
CLEARWIRE CORP	12,080,000.00	0.17	$12,034,700.00	12.00	12/01/2015	CLWR
CMLTI 2004-UST1 A6	2,628,969.48	0.04	$2,673,968.24	5.08	08/25/2034	CMLTI
CMLTI 2007-AR8 1A3A	4,755,019.77	0.05	$3,648,442.98	5.76	08/25/2037	CMLTI
CMS ENERGY CORP	3,615,000.00	0.06	$4,009,356.74	8.75	06/15/2019	CMS
CMS ENERGY CORP	8,740,000.00	0.12	$8,879,866.22	6.55	07/17/2017	CMS
CMSI 2006-3 1A9	1,085,000.00	0.01	$958,117.93	5.75	06/25/2036	CMSI
CMSI 2006-4 3A1	2,422,989.85	0.03	$2,374,624.55	5.50	08/25/2021	CMSI
CNH 2007-A A4	3,882.27	0.00	$3,877.89	0.39	09/17/2012	CNH
CNH 2007-C A4A	1,786,880.60	0.03	$1,842,529.96	5.42	03/17/2014	CNH
CNH 2008-A A3	321,990.28	0.00	$324,013.57	4.12	05/15/2012	CNH
CNH 2008-A A4A	2,753,000.00	0.04	$2,854,273.51	4.93	08/15/2014	CNH
CNH 2008-B A3A	769,150.28	0.01	$778,249.48	4.78	07/16/2012	CNH
CNH 2009-C A3	3,890,000.00	0.05	$3,930,211.71	1.85	12/16/2013	CNH
CNH 2009-C A4	10,845,000.00	0.16	$11,258,510.09	3.00	08/17/2015	CNH
CNH 2010-A A4	16,195,000.00	0.23	$16,522,702.59	2.49	04/15/2030	CNH
COBANK ACB	10,520,000.00	0.17	$12,154,555.52	7.88	04/16/2018	COBKAC
COLOMBIAN PESO	-0.00	0.00	$0.00	0.00	N/A	COLOMPESO
COLUMBUS INTERNATIONAL INC	7,905,000.00	0.12	$8,458,927.07	11.50	11/20/2014	COLUIF
COMCAST CORP	38,035,000.00	0.60	$42,915,841.38	5.90	03/15/2016	20030NAL5
COMCAST CORPORATION 5-YR CDS 0	17,185,000.00	-0.00	-$182,197.43	1.00	09/20/2015	/CMCSA
COMET 2005-A10 A	5,500,000.00	0.08	$5,457,549.35	0.43	09/15/2015	COMET
COMET 2006-A7 A7	2,730,000.00	0.04	$2,723,994.55	0.38	03/17/2014	COMET
COMET 2007-A1 A1	1,500,000.00	0.02	$1,448,753.70	0.40	11/15/2019	COMET
COMET 2007-A7 A7	16,753,000.00	0.27	$19,483,201.23	5.75	07/15/2020	COMET
COMET 2008-A3 A3	2,000,000.00	0.03	$2,188,180.40	5.05	02/15/2016	COMET
COMET 2009-A2 A2	7,955,000.00	0.11	$8,122,467.86	3.20	04/15/2014	COMET
COMM 2001-J1A A2	861,594.24	0.01	$868,734.53	6.46	02/14/2034	COMM
COMM 2005-C6 A5A	9,845,000.00	0.14	$10,343,797.91	5.12	06/10/2044	COMM
COMM 2006-C7 A2	1,075,000.00	0.02	$1,093,713.39	5.69	06/10/2046	COMM
COMNI 2009-A13 A13	15,715,000.00	0.24	$16,944,316.88	5.35	08/15/2018	COMNI
COMPASS MINERALS INTERNATIONAL	3,575,000.00	0.05	$3,671,078.13	8.00	06/01/2019	CMP
COMPLETE PRODUCTION SERVICES I	5,666,000.00	0.08	$5,566,845.00	8.00	12/15/2016	CPX
CONHE 1996-4 A8	9,914.28	0.00	$7,449.50	7.22	01/15/2028	CONHE
COPANO ENERGY LLC / COPANO ENE	3,340,000.00	0.04	$3,173,000.00	7.75	06/01/2018	CPNO
CORRECTIONS CORP OF AMERICA	5,930,000.00	0.09	$6,182,025.00	7.75	06/01/2017	CXW
COTT BEVERAGES INC	50,000.00	0.00	$50,625.00	8.38	11/15/2017	BCB
COVIDIEN INTERNATIONAL FINANCE	11,930,000.00	0.17	$12,234,250.79	4.20	06/15/2020	COV
COX COMMUNICATIONS INC	4,995,000.00	0.08	$5,578,525.89	6.25	06/01/2018	COXENT
COX COMMUNICATIONS INC	5,965,000.00	0.09	$6,602,038.14	6.45	12/01/2036	224044BR7
COX COMMUNICATIONS INC	6,597,000.00	0.11	$7,593,740.73	6.95	06/01/2038	COXENT
CRICKET COMMUNICATIONS INC	6,387,000.00	0.09	$6,514,740.00	9.38	11/01/2014	LEAP
CRMSI 2006-3 A4	6,400,000.00	0.09	$6,129,292.80	5.70	11/25/2036	CRMSI
CRMSI 2006-3 A5	5,800,000.00	0.06	$4,628,040.40	5.95	11/25/2036	CRMSI
CROWN CASTLE INTERNATIONAL COR	1,190,000.00	0.02	$1,264,375.00	9.00	01/15/2015	CCI
CSFB 2001-SPGA A2	1,491,000.00	0.02	$1,560,069.68	6.52	08/13/2018	CSFB
CSFB 2004-1 3A1	89,977.32	0.00	$92,313.31	7.00	02/25/2034	CSFB
CSMC 2006-C1 AAB	640,000.00	0.01	$674,094.53	5.68	02/15/2039	CSMC
CVS PASS-THROUGH TRUST	23,273,936.69	0.39	$28,293,263.69	8.35	07/10/2031	CVS
CWALT 2005-57CB 4A3	834,901.46	0.01	$724,923.23	5.50	12/25/2035	CWALT
CWALT 2005-85CB 2A2	65,890.94	0.00	$49,236.28	5.50	02/25/2036	CWALT
CWHL 2003-21 A1	81,077.45	0.00	$69,125.73	2.93	05/25/2033	CWHL
CWHL 2004-HYB2 2A	285,793.79	0.00	$205,204.23	2.85	07/20/2034	CWHL
CWHL 2004-HYB5 3A1	239,447.99	0.00	$170,877.99	3.39	04/20/2035	CWHL
CWHL 2006-1 A2	1,773,416.85	0.02	$1,586,273.49	6.00	03/25/2036	CWHL
CWHL 2006-17 A5	433,320.91	0.01	$378,778.37	6.00	12/25/2036	CWHL
CWHL 2006-HYB1 3A1	2,611,676.56	0.02	$1,535,112.14	5.08	03/20/2036	CWHL
CWL 2005-7 AF3	58,041.52	0.00	$55,566.98	4.45	11/25/2035	CWL
CWL 2006-13 1AF3	30,000.00	0.00	$16,467.30	5.94	01/25/2037	CWL
CYTEC INDUSTRIES INC	17,015,000.00	0.29	$20,817,018.77	8.95	07/01/2017	CYT
DBALT 2003-4XS A6A	172,990.77	0.00	$161,463.53	4.82	10/25/2033	DBALT
DCAT 2008-B A3A	3,576,489.73	0.05	$3,639,185.95	4.71	09/10/2012	DCAT
DCENT 2007-A1 A1	6,180,000.00	0.10	$7,108,778.60	5.65	03/16/2020	DCENT
DCENT 2007-A2 A2	6,245,000.00	0.09	$6,228,495.71	0.88	06/15/2015	DCENT
DCENT 2008-A4 A4	1,675,000.00	0.03	$1,865,153.54	5.65	12/15/2015	DCENT
DCENT 2009-A1 A1	11,000,000.00	0.16	$11,179,460.60	1.65	12/15/2014	DCENT
DCENT 2010-A1 A1	4,000,000.00	0.06	$4,021,432.00	1.00	09/15/2015	DCENT
DELTA AIR LINES INC	74.00	0.00	$869.50	0.00	N/A	DAL
DELTA AIR LINES INC TERM LOAN	4,393,178.39	0.06	$4,424,304.06	8.75	09/16/2013	DAL
DEVELOPERS DIVERSIFIED REALTY	3,656,000.00	0.06	$3,971,019.24	9.62	03/15/2016	DDR
DEVELOPERS DIVERSIFIED REALTY	5,330,000.00	0.07	$5,237,577.80	7.50	04/01/2017	DDR
DEVELOPERS DIVERSIFIED REALTY	9,149,000.00	0.13	$9,040,666.70	5.38	10/15/2012	DDR
DIGICEL GROUP LTD	720,000.00	0.01	$716,400.00	8.25	09/01/2017	DLLTD
DIGICEL GROUP LTD	5,810,000.00	0.08	$5,708,325.00	8.88	01/15/2015	DLLTD
DIGICEL GROUP LTD	6,310,000.00	0.10	$7,082,975.00	12.00	04/01/2014	DLLTD
DIGITAL REALTY TRUST LP	1,446,000.00	0.03	$2,072,298.75	5.50	04/15/2029	DLR CB
DIGITAL REALTY TRUST LP	6,235,000.00	0.09	$6,372,824.68	5.88	02/01/2020	DLR
DIRECTV	61,150.00	0.03	$2,074,208.00	0.00	N/A	DTV
DIRECTV HOLDINGS LLC/DIRECTV F	53,254,000.00	0.80	$57,915,801.91	7.62	05/15/2016	DTV
DISH DBS CORP	8,251,000.00	0.12	$8,622,295.00	7.88	09/01/2019	DISH
DJO FINANCE LLC / DJO FINANCE	1,225,000.00	0.02	$1,255,625.00	11.75	11/15/2014	REABLE
DOLE FOOD CO INC	3,055,000.00	0.04	$3,077,912.50	8.00	10/01/2016	DOLEFC
DOW CHEMICAL CO/THE	19,105,000.00	0.32	$23,424,621.40	8.55	05/15/2019	DOW
DUKE ENERGY CAROLINAS LLC	26,230,000.00	0.38	$27,757,058.14	4.30	06/15/2020	DUK
DUNKN 2006-1 A2	9,390,000.00	0.13	$9,151,165.35	5.78	06/20/2031	DUNKN
DUQUESNE LIGHT HOLDINGS INC	3,168,000.00	0.04	$3,193,020.86	5.50	08/15/2015	DQE
DYNEGY HOLDINGS INC	550,000.00	0.01	$437,937.50	8.38	05/01/2016	DYN
DYNEGY HOLDINGS INC	7,406,000.00	0.07	$5,156,427.50	7.75	06/01/2019	DYN
E*TRADE FINANCIAL CORP	7,769,000.00	0.12	$8,293,407.50	12.50	11/30/2017	ETFC
EASTMAN CHEMICAL CO 5-YR CDS 0	7,890,000.00	-0.00	-$71,067.12	1.00	09/20/2015	/EMN
EDISON MISSION ENERGY	461,000.00	0.00	$297,345.00	7.00	05/15/2017	EIX
EDISON MISSION ENERGY	3,430,000.00	0.03	$2,126,600.00	7.20	05/15/2019	EIX
EI DU PONT DE NEMOURS & CO 5-Y	7,890,000.00	0.00	$134,099.80	1.00	09/25/2015	/DD
EKSPORTFINANS A/S	32,302,000.00	0.51	$36,759,288.38	5.50	05/25/2016	EXPT
EKSPORTFINANS ASA	13,665,000.00	0.20	$14,086,770.23	3.00	11/17/2014	EXPT
EL PASO CORP	1,615,000.00	0.02	$1,652,427.63	6.88	06/15/2014	EP
EL PASO CORP	4,482,000.00	0.06	$4,479,171.86	7.00	06/15/2017	EP
EL PASO PERFORMANCE-LINKED TRU	1,074,000.00	0.02	$1,112,430.94	7.75	07/15/2011	EP
ELWOOD ENERGY LLC	3,764,501.53	0.05	$3,576,276.45	8.16	07/05/2026	ELWOOD
ENBRIDGE ENERGY	7,555,000.00	0.10	$7,449,018.46	8.05	10/01/2037	29250RAK2
ENEL FINANCE INTERNATIONAL SA	1,925,000.00	0.03	$1,942,590.65	3.88	10/07/2014	ENEL
ENERGY FUTURE HOLDINGS TERM B2	17,928,332.03	0.18	$13,318,509.65	3.73	10/10/2014	LN363469
ENERGY TRANSFER PARTNERS LP	20,489,000.00	0.34	$24,793,923.30	9.70	03/15/2019	ETP
ENTERPRISE PRODUCTS	10,155,000.00	0.13	$9,355,811.66	7.03	01/15/2068	293791AW9
ENTERPRISE PRODUCTS OPERATING	1,492,000.00	0.02	$1,491,880.64	8.38	08/01/2066	EPD
ENTERPRISE PRODUCTS OPERATING	2,600,000.00	0.04	$2,603,226.60	6.12	10/15/2039	EPD
ENTERPRISE PRODUCTS OPERATING	10,876,000.00	0.18	$13,131,943.42	9.75	01/31/2014	EPD
ENTERPRISE PRODUCTS OPERATING	19,955,000.00	0.28	$20,534,313.61	5.20	09/01/2020	EPD
EOG RESOURCES INC	23,060,000.00	0.32	$23,301,553.50	2.95	06/01/2015	EOG
EQUINOX HOLDINGS INC	944,000.00	0.01	$938,100.00	9.50	02/01/2016	EQUNOX
ERAC USA FINANCE LLC	6,675,000.00	0.09	$6,758,450.85	5.25	10/01/2020	ENTERP
ESSAR STEEL ALGOMA INC	765,000.00	0.01	$730,575.00	9.38	03/15/2015	ALGCN
EURO	591,015.44	0.01	$722,782.30	0.00	N/A	EURO
EURONET WORLDWIDE INC	1,050,000.00	0.01	$981,750.00	3.50	10/15/2025	EEFT CB
EUROPEAN BK RECON & DEV	14,445,000.00	0.11	$7,959,034.94	9.25	09/10/2012	EBRD
EUROPEAN BK RECON & DEV	214,650,000.00	0.10	$6,877,480.07	6.75	05/12/2017	EBRD
EUROPEAN INVESTMENT BANK	6,212,000.00	0.07	$5,304,439.68	6.12	01/23/2017	EIB
EUROPEAN INVESTMENT BANK	115,000,000.00	0.21	$15,001,363.30	9.00	12/21/2018	EIB
EXPORT DEVELOPMENT CANADA	3,925,000.00	0.06	$3,974,168.48	2.25	05/28/2015	EDC
EXPORT-IMPORT BANK OF KOREA	2,350,000.00	0.04	$2,551,345.65	5.88	01/14/2015	EIBKOR
EXPORT-IMPORT BANK OF KOREA	10,280,000.00	0.15	$10,813,089.96	5.25	02/10/2014	EIBKOR
FEDERAL HOME LOAN BANK DISCOUN	22,915,803.67	0.32	$22,915,734.91	0.01	07/07/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	91,962,205.10	1.28	$91,961,469.40	0.01	07/15/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	105,860,327.18	1.47	$105,859,480.29	0.08	07/16/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	206,556,226.60	2.86	$206,555,606.94	0.00	07/06/2010	FHLBDN
FGCI B12161	53,990.27	0.00	$55,387.48	4.00	02/01/2014	FG
FGCI B15687	3,378.29	0.00	$3,522.48	5.50	07/01/2014	FG
FGCI E01386	1,388,277.01	0.02	$1,491,979.50	5.00	06/01/2018	FG
FGCI G11681	1,846,669.73	0.03	$1,984,448.65	5.00	04/01/2020	FG
FGCI G12811	3,771,159.18	0.06	$4,019,046.52	4.50	05/01/2020	FG
FGG9 G90007	3,075.72	0.00	$3,252.55	7.00	02/01/2014	FG
FGLMC A47209	3,688,974.24	0.05	$3,854,516.96	4.50	10/01/2035	FG
FGLMC A81070	2,279,096.86	0.03	$2,501,323.16	6.50	08/01/2038	FG
FGLMC C01404	3,982.94	0.00	$4,430.65	6.50	10/01/2032	FG
FGLMC G01639	492,817.90	0.01	$560,565.23	7.00	11/01/2033	FG
FGLMC G04468	9,862,395.65	0.14	$10,447,831.40	5.00	07/01/2038	FG
FGLMC G08112	9,836,856.77	0.15	$10,701,270.56	6.00	02/01/2036	FG
FGLMC JUL TBA	20,440,000.00	0.30	$21,618,488.64	5.00	07/01/2039	FGLMC
FGLMC JUL TBA	35,910,000.00	0.53	$38,530,316.79	5.50	07/01/2039	FGLMC
FGLMC JUL TBA	38,100,000.00	0.58	$41,761,181.40	6.50	07/01/2039	FGLMC
FGLMC JUL TBA	87,415,000.00	1.32	$94,872,548.48	6.00	07/01/2039	FGLMC
FGRE N30125	1,668,889.54	0.02	$1,755,271.93	5.00	09/01/2033	FG
FGRE N30717	856.03	0.00	$942.03	6.50	10/01/2030	FG
FGRI M30294	207,476.18	0.00	$203,984.75	3.50	10/01/2018	FG
FGSB M80849	155,119.33	0.00	$155,099.75	3.00	08/01/2010	FG
FHARM 1B1412	115,404.30	0.00	$120,153.11	3.16	12/01/2033	FH
FHARM 1B1980	45,651.16	0.00	$47,484.17	3.42	04/01/2034	FH
FHARM 1G1067	998,473.02	0.01	$1,050,215.79	5.69	07/01/2036	FH
FHARM 1G2247	48,523.43	0.00	$52,301.76	6.10	10/01/2037	FH
FHARM 1G2249	1,955,763.16	0.03	$2,108,279.44	6.03	10/01/2037	FH
FHARM 1H1348	282,360.63	0.00	$301,801.16	5.81	10/01/2036	FH
FHARM 1J0204	352,346.32	0.01	$364,953.73	3.80	05/01/2035	FH
FHARM 1Q0059	215,935.93	0.00	$226,021.84	3.30	03/01/2036	FH
FHARM 847227	420,873.58	0.01	$436,844.30	2.64	12/01/2033	FH
FHARM 847295	3,711.76	0.00	$3,864.43	3.33	04/01/2033	FH
FHARM 847727	1,926,241.77	0.03	$2,032,535.26	6.34	02/01/2037	FH
FHARM 847790	32,029.79	0.00	$34,115.66	5.74	08/01/2037	FH
FHASI 2004-5 2A1	170,353.29	0.00	$176,296.58	6.25	08/25/2017	FHASI
FHASI 2004-AR5 4A1	498,606.90	0.01	$511,589.08	5.67	10/25/2034	FHASI
FHASI 2007-AR2 1A1	4,040,625.60	0.04	$3,075,821.18	5.81	08/25/2037	FHASI
FHLB DISCOUNT NOTE 7/1/10	271,809,473.20	3.77	$271,809,473.20	0.00	07/01/2010	0701PFDIS
FHR 1730 Z	473,972.79	0.01	$535,070.82	7.00	05/15/2024	FHR
FHR 2326 ZQ	1,309,261.88	0.02	$1,461,259.07	6.50	06/15/2031	FHR
FHR 2541 JB	7,948.51	0.00	$7,947.76	5.00	02/15/2016	FHR
FHR 2557 WE	4,181,000.00	0.06	$4,563,303.11	5.00	01/15/2018	FHR
FHR 2598 QD	1,931,813.83	0.03	$2,042,834.40	5.50	04/15/2032	FHR
FHR 2621 QH	35,000.00	0.00	$36,153.91	5.00	05/15/2033	FHR
FHR 2622 PE	8,300,000.00	0.12	$8,919,657.25	4.50	05/15/2018	FHR
FHR 2624 QH	40,000.00	0.00	$43,430.09	5.00	06/15/2033	FHR
FHR 2662 MA	822,013.14	0.01	$861,483.99	4.50	10/15/2031	FHR
FHR 2687 PG	2,750,000.00	0.04	$2,903,090.58	5.50	03/15/2032	FHR
FHR 2694 QG	2,695,000.00	0.04	$2,827,274.37	4.50	01/15/2029	FHR
FHR 2717 MH	125,000.00	0.00	$134,217.01	4.50	12/15/2018	FHR
FHR 2762 LG	9,050,000.00	0.14	$9,819,613.81	5.00	09/15/2032	FHR
FHR 2809 DC	3,135,709.00	0.05	$3,365,140.99	4.50	06/15/2019	FHR
FHR 2872 GC	2,465,000.00	0.04	$2,602,741.00	5.00	11/15/2029	FHR
FHR 2890 PC	2,175,000.00	0.03	$2,298,877.34	5.00	07/15/2030	FHR
FHR 3022 MB	1,661,398.55	0.02	$1,722,359.08	5.00	12/15/2028	FHR
FHR 3123 HT	50,000.00	0.00	$54,899.15	5.00	03/15/2026	FHR
FHR 3128 BC	8,050,000.00	0.12	$8,348,352.32	5.00	10/15/2027	FHR
FHR 3131 MC	2,075,000.00	0.03	$2,247,728.81	5.50	04/15/2033	FHR
FHR 3150 EQ	45,000.00	0.00	$48,956.82	5.00	05/15/2026	FHR
FHR 3171 MG	4,000,000.00	0.06	$4,329,307.20	6.00	08/15/2034	FHR
FHR 3173 PE	1,135,000.00	0.02	$1,248,728.59	6.00	04/15/2035	FHR
FHR 3337 PB	2,700,000.00	0.04	$2,803,290.66	5.50	07/15/2030	FHR
FHR 3416 GK	568,014.74	0.01	$592,769.73	4.00	07/15/2022	FHR
FHS 19 F	12,202.20	0.00	$10,931.36	1.68	06/01/2028	FHS
FLEXTRONICS INTERNATIONAL	103,800.00	0.01	$581,280.00	0.00	N/A	FLEX
FLORIDA POWER CORP	8,000,000.00	0.13	$9,107,288.00	5.65	06/15/2018	PGN
FMG FINANCE PTY LTD	14,094,000.00	0.22	$15,573,870.00	10.62	09/01/2016	30250BAC3
FNARM 316233	4,108.31	0.00	$4,267.30	2.56	11/01/2024	FN
FNARM 612498	790.63	0.00	$817.63	2.98	11/01/2032	FN
FNARM 649603	826.61	0.00	$856.38	2.92	07/01/2032	FN
FNARM 725463	6,859.43	0.00	$7,142.01	2.86	12/01/2033	FN
FNARM 725803	13,073.99	0.00	$13,688.40	3.24	08/01/2034	FN
FNARM 735982	283,353.93	0.00	$295,609.55	4.71	11/01/2035	FN
FNARM 742163	207,775.39	0.00	$216,332.04	3.04	10/01/2033	FN
FNARM 744918	1,034,502.41	0.02	$1,096,587.14	5.09	11/01/2033	FN
FNARM 745545	1,197,638.05	0.02	$1,257,230.36	5.35	04/01/2036	FN
FNARM 745626	1,166,791.70	0.02	$1,243,460.88	5.11	05/01/2036	FN
FNARM 764522	261,609.79	0.00	$272,335.22	2.95	06/01/2034	FN
FNARM 784074	3,170.23	0.00	$3,298.03	3.87	06/01/2034	FN
FNARM 830970	885,802.04	0.01	$943,963.62	5.00	08/01/2035	FN
FNARM 847965	1,697,984.42	0.03	$1,802,536.96	5.14	11/01/2035	FN
FNARM 849273	264,011.63	0.00	$276,911.16	5.08	01/01/2036	FN
FNARM 868367	3,026.67	0.00	$3,251.67	6.21	04/01/2036	FN
FNARM 868568	677,394.58	0.01	$722,083.38	5.82	04/01/2036	FN
FNARM 872895	372,154.36	0.01	$398,490.12	6.06	06/01/2036	FN
FNARM 886163	10,571.99	0.00	$11,352.83	6.20	07/01/2036	FN
FNARM 886344	252,455.57	0.00	$270,853.14	6.02	07/01/2036	FN
FNARM 886530	177,248.16	0.00	$190,727.63	6.33	08/01/2036	FN
FNARM 889354	45,204.55	0.00	$47,879.88	4.95	03/01/2038	FN
FNARM 915191	3,188,581.29	0.05	$3,394,409.00	5.63	04/01/2037	FN
FNARM 937926	27,335.06	0.00	$29,004.28	5.48	06/01/2037	FN
FNARM 941050	2,347,556.67	0.04	$2,530,567.49	5.92	08/01/2037	FN
FNARM 965184	1,029,032.40	0.02	$1,097,361.18	5.13	09/01/2038	FN
FNARM PL 555819	135,639.73	0.00	$139,658.74	3.00	07/01/2033	FN
FNCI 761420	8,883.17	0.00	$9,388.23	4.00	05/01/2019	FN
FNCI 831702	9,345,232.78	0.14	$10,189,953.98	6.00	09/01/2021	FN
FNCI 833195	13,179.67	0.00	$14,154.76	5.00	09/01/2020	FN
FNCI 888104	1,603,971.04	0.02	$1,725,146.08	5.00	05/01/2021	FN
FNCI 888594	157,604.65	0.00	$171,850.63	6.00	08/01/2022	FN
FNCI 889709	286,251.01	0.00	$309,649.34	5.50	06/01/2023	31410KN26
FNCI 974739	363,225.65	0.01	$392,915.93	5.50	04/01/2023	FN
FNCI 984722	6,224,193.38	0.09	$6,584,698.66	4.50	06/01/2023	FN
FNCI 984925	5,572,374.15	0.08	$5,895,126.06	4.50	06/01/2023	FN
FNCI JUL TBA	24,675,000.00	0.36	$26,028,275.70	4.50	07/01/2025	01F042475
FNCI JUL TBA	58,165,000.00	0.87	$62,827,273.74	5.50	07/01/2023	01F052474
FNCI JUL TBA	77,860,000.00	1.12	$80,877,075.00	4.00	07/01/2025	01F040479
FNCL 257062	4,265,617.17	0.06	$4,520,159.34	5.00	01/01/2038	FN
FNCL 535661	3,256.34	0.00	$3,711.88	7.50	01/01/2031	FN
FNCL 629170	168,752.66	0.00	$190,814.10	7.00	08/01/2032	FN
FNCL 636708	39,020.25	0.00	$44,415.18	7.50	04/01/2032	FN
FNCL 637091	40,450.43	0.00	$46,043.09	7.50	03/01/2032	FN
FNCL 653680	82,780.33	0.00	$93,602.40	7.00	09/01/2032	FN
FNCL 735220	40,298.64	0.00	$45,936.15	7.50	10/01/2034	FN
FNCL 739538	2,704.12	0.00	$2,978.50	6.00	10/01/2033	FN
FNCL 757825	18,835.98	0.00	$19,993.41	5.00	06/01/2035	FN
FNCL 787489	26,575.23	0.00	$29,992.28	7.50	06/01/2034	FN
FNCL 823291	32,398.23	0.00	$34,389.04	5.00	07/01/2035	FN
FNCL 825635	15,201.07	0.00	$16,572.49	6.00	06/01/2035	FN
FNCL 829473	5,491,955.18	0.08	$6,092,687.21	6.50	02/01/2036	FN
FNCL 842286	1,877,885.49	0.03	$1,993,277.80	5.00	09/01/2035	FN
FNCL 865272	48,126.40	0.00	$53,512.17	7.00	02/01/2036	FN
FNCL 865943	4,022,832.13	0.06	$4,418,452.33	6.50	03/01/2036	FN
FNCL 888366	42,276.06	0.00	$47,007.13	7.00	04/01/2037	FN
FNCL 888678	15,217,167.35	0.22	$16,152,231.85	5.00	12/01/2036	FN
FNCL 889842	2,004,046.74	0.03	$2,127,191.40	5.00	12/01/2036	FN
FNCL 899952	2,384,103.68	0.04	$2,526,370.30	5.00	12/01/2037	FN
FNCL 950453	4,603,764.68	0.07	$5,049,322.55	6.50	09/01/2037	FN
FNCL 961408	1,764,008.25	0.03	$1,869,271.91	5.00	02/01/2038	FN
FNCL 966853	82,272.36	0.00	$91,502.25	7.00	12/01/2037	FN
FNCL 981301	426,891.91	0.01	$463,537.89	6.00	06/01/2038	FN
FNCL AA0469	4,709,743.82	0.07	$4,891,657.68	4.50	03/01/2039	FN
FNCL JUL TBA	77,860,000.00	1.09	$78,845,396.16	4.00	07/01/2040	FNCL
FNCL JUL TBA	86,935,000.00	1.31	$94,283,702.49	6.00	07/01/2040	FNCL
FNCL JUL TBA	179,390,000.00	2.63	$189,789,058.91	5.00	07/01/2040	FNCL
FNCN 254909	4,862.53	0.00	$4,974.16	4.00	09/01/2013	FN
FNCT 257324	6,205,903.11	0.09	$6,598,739.26	5.00	08/01/2028	FN
FNCT 257325	12,841,561.04	0.19	$13,831,109.90	5.50	08/01/2028	FN
FNCX 255055	1,502.80	0.00	$1,519.66	4.50	12/01/2010	FN
FNGN15 458140	201,554.69	0.00	$215,017.35	7.00	11/15/2016	FN
FNGT 1999-T2 A1	28,027.16	0.00	$31,753.88	7.50	01/19/2039	FNGT
FNGT 2001-T8 A2	105,022.64	0.00	$112,850.90	9.50	07/25/2041	FNGT
FNGT 2002-T19 A1	188,038.94	0.00	$208,107.21	6.50	07/25/2042	FNGT
FNGT 2002-T4 A3	305,161.62	0.00	$348,110.73	7.50	12/25/2041	FNGT
FNGT 2003-T4 2A5	855,829.03	0.01	$797,841.48	5.41	09/26/2033	FNGT
FNGT 2004-T1 1A2	139,874.05	0.00	$158,079.53	6.50	01/25/2044	FNGT
FNKI 687069	625,465.50	0.01	$637,461.18	5.50	01/01/2013	FN
FNKI 735264	301,112.26	0.00	$327,130.20	6.50	08/01/2017	FN
FNR 1990-92 C	1,889.06	0.00	$2,122.12	7.00	08/25/2020	FNR
FNR 1996-46 ZA	305,765.89	0.00	$339,610.01	7.50	11/25/2026	FNR
FNR 2001-50 BA	184,642.15	0.00	$207,167.05	7.00	10/25/2041	FNR
FNR 2002-83 GH	460,000.00	0.01	$500,637.83	5.00	12/25/2017	FNR
FNR 2002-90 A2	361,557.53	0.01	$400,481.44	6.50	11/25/2042	FNR
FNR 2003-106 WE	11,400,000.00	0.17	$12,148,232.16	4.50	11/25/2022	FNR
FNR 2003-122 AJ	470,351.19	0.01	$485,784.68	4.50	02/25/2028	FNR
FNR 2003-38 MP	8,616,654.00	0.13	$9,488,416.40	5.50	05/25/2023	FNR
FNR 2005-110 MB	3,771,213.44	0.06	$4,146,372.62	5.50	09/25/2035	FNR
FNR 2009-94 AC	5,995,610.00	0.09	$6,490,103.33	5.00	11/25/2039	FNR
FNR G-9 FA	1,289.07	0.00	$1,292.35	1.28	04/25/2021	FNR
FNRE 727270	587,492.52	0.01	$617,534.24	5.00	09/01/2033	FN
FNRE 755602	579,186.64	0.01	$608,803.64	5.00	11/01/2033	FN
FNRE 763656	212,622.52	0.00	$223,495.08	5.00	01/01/2034	FN
FNRE 763742	13,820.16	0.00	$14,526.86	5.00	01/01/2034	FN
FNRE 763864	304,504.66	0.00	$320,075.66	5.00	08/01/2034	FN
FNRE 796171	86,002.82	0.00	$90,400.62	5.00	11/01/2034	FN
FNRE 802472	321,409.94	0.00	$337,845.40	5.00	11/01/2034	FN
FNRE 815714	976,696.71	0.01	$1,026,640.58	5.00	04/01/2035	FN
FNRE 820945	18,782.36	0.00	$18,883.12	4.00	03/01/2035	FN
FNRE 829349	717,652.28	0.01	$754,349.79	5.00	10/01/2035	FN
FNRE 845342	1,424,247.37	0.02	$1,497,076.97	5.00	01/01/2036	FN
FNRI 829072	1,459,670.17	0.02	$1,474,094.48	4.00	09/01/2020	FN
FNS 265 2	15,346.42	0.00	$17,991.65	9.00	03/01/2024	FNS
FNW 2001-W2 AS5	4,494.75	0.00	$4,585.56	6.47	10/25/2031	FNW
FNW 2002-W1 2A	27,066.58	0.00	$31,146.66	7.50	02/25/2042	FNW
FNW 2002-W11 AV1	25,852.55	0.00	$23,070.81	0.69	11/25/2032	FNW
FNW 2002-W6 2A	53,555.68	0.00	$61,956.75	7.50	06/25/2042	FNW
FNW 2003-W1 2A	25,304.39	0.00	$29,371.87	7.50	12/25/2042	FNW
FNW 2003-W10 1A4	45,112.46	0.00	$47,050.89	4.50	06/25/2043	FNW
FNW 2003-W15 2A7	26,332.73	0.00	$28,595.70	5.55	08/25/2043	FNW
FNW 2004-W11 1A2	648,961.68	0.01	$710,714.41	6.50	05/25/2044	FNW
FNW 2004-W9 2A1	493,468.08	0.01	$546,592.98	6.50	02/25/2044	FNW
FORD MOTOR CO	13,456,000.00	0.17	$12,211,320.00	7.45	07/16/2031	F
FORD MOTOR COMPANY TERM B	17,702,241.06	0.23	$16,781,813.04	3.26	12/15/2013	LN303249
FORD MOTOR CREDIT CO LLC	1,510,000.00	0.02	$1,559,703.16	8.00	06/01/2014	F
FORD MOTOR CREDIT CO LLC	4,210,000.00	0.07	$4,878,076.48	12.00	05/15/2015	F
FORDF 2009-2 A	5,580,000.00	0.08	$5,630,250.69	1.90	09/15/2014	FORDF
FORDF 2010-1 A	11,540,000.00	0.16	$11,660,921.89	2.00	12/15/2014	FORDF
FORDL 2009-A A3	6,645,000.00	0.09	$6,776,947.77	3.71	01/15/2014	FORDL
FORDL 2010-A A2	16,860,000.00	0.23	$16,876,620.59	1.04	03/15/2013	FORDL
FORDO 2008-A A3B	75,633.15	0.00	$75,795.88	1.15	04/15/2012	FORDO
FOREST OIL CORP	2,197,000.00	0.03	$2,131,090.00	7.25	06/15/2019	FST
FREEPORT-MCMORAN C & G	4,075,000.00	0.06	$4,488,323.18	8.38	04/01/2017	35671DAS4
FSPC T-42 A5	146,248.99	0.00	$167,066.61	7.50	02/25/2042	FSPC
FSPC T-54 2A	40,026.60	0.00	$44,335.71	6.50	02/25/2043	FSPC
FSPC T-58 2A	926,405.55	0.01	$1,028,678.86	6.50	09/25/2043	FSPC
FSPC T-60 1A4C	18,805.69	0.00	$19,833.89	5.40	03/25/2044	FSPC
FTI CONSULTING INC	707,000.00	0.01	$717,605.00	7.75	10/01/2016	FCN
FUBOA 2001-C1 C	30,000.00	0.00	$30,387.19	6.40	03/15/2033	FUBOA
GAYLORD ENTERTAINMENT CO	3,473,000.00	0.05	$3,637,967.50	3.75	10/01/2014	GET CB
GCCFC 2004-GG1 A7	5,035,000.00	0.07	$5,382,115.92	5.32	06/10/2036	GCCFC
GCCFC 2005-GG5 A5	9,745,000.00	0.14	$10,010,021.12	5.22	04/01/2037	396789LL1
GCCT 2008-3 A	4,400,000.00	0.06	$4,433,687.50	1.35	07/15/2011	GCCT
GCI INC	2,349,000.00	0.03	$2,354,872.50	8.62	11/15/2019	GNCMA
GE CAPITAL UK FUNDING	1,497,000.00	0.03	$2,319,001.17	4.62	01/18/2016	GE
GECMC 2002-1A A3	4,170,000.00	0.06	$4,400,296.59	6.27	12/10/2035	GECMC
GEMNT 2009-3 A	8,330,000.00	0.12	$8,428,597.21	2.54	09/15/2014	GEMNT
GENERAL ELECTRIC CAPITAL AUSTR	1,900,000.00	0.02	$1,565,944.63	5.04	11/15/2011	GE
GENERAL ELECTRIC CAPITAL AUSTR	8,700,000.00	0.10	$7,085,447.06	5.09	08/17/2012	GE
GENERAL ELECTRIC CAPITAL AUSTR	10,900,000.00	0.12	$8,713,462.87	4.77	07/12/2013	GE
GENERAL ELECTRIC CAPITAL CORP	22,500,000.00	0.05	$3,425,164.23	2.48	02/02/2011	GE
GENERAL ELECTRIC CAPITAL CORP	43,816,000.00	0.66	$47,517,663.31	6.00	08/07/2019	GE
GENERAL MARITIME CORP	138,000.00	0.00	$141,450.00	12.00	11/15/2017	GMR
GENERAL MILLS INC	13,625,000.00	0.22	$15,508,615.38	5.65	02/15/2019	GIS
GENWORTH FINANCIAL	3,825,000.00	0.04	$2,639,250.00	6.15	11/15/2066	37247DAG1
GENZYME CORP	13,550,000.00	0.19	$13,983,708.40	5.00	06/15/2020	GENZ
GEOEYE INC	30,700.00	0.01	$955,998.00	0.00	N/A	GEOY
GEORGIA-PACIFIC LLC	1,890,000.00	0.03	$2,024,662.50	8.25	05/01/2016	GP
GERDAU HOLDINGS INC	3,112,000.00	0.04	$3,189,800.00	7.00	01/20/2020	GGBRBZ
GLOBAL CASH ACCESS LLC/GLOBAL	2,544,000.00	0.04	$2,559,900.00	8.75	03/15/2012	GLCASH
GLOBAL CROSSING LTD	6,271,000.00	0.09	$6,678,615.00	12.00	09/15/2015	GLBC
GNSF 207895	5,465.72	0.00	$6,210.80	9.50	09/15/2017	GN
GNSF 221479	3,855.99	0.00	$4,331.07	10.00	07/15/2017	GN
GNSF 434887	3,004.66	0.00	$3,424.39	7.50	10/15/2030	GN
GNSF 780803	234,949.61	0.00	$266,769.19	7.00	05/15/2028	GN
GNSF 781402	759.98	0.00	$866.77	7.50	02/15/2032	GN
GNSF 782048	4,816,889.32	0.07	$5,372,631.66	7.00	12/15/2034	GN
GOLDMAN SACHS GROUP INC/THE	27,238,000.00	0.37	$26,964,557.72	5.38	03/15/2020	GS
GRAHAM PACKAGING	4,381,000.00	0.06	$4,501,477.50	9.88	10/15/2014	38470RAD3
GRAHAM PACKAGING CO LP TERM LO	4,594,322.13	0.06	$4,621,612.40	6.75	04/05/2014	LN474009
GRAHAM PACKAGING CO LP/GPC CAP	1,540,000.00	0.02	$1,524,600.00	8.25	01/01/2017	GRAHAM
GRUPO TELEVISA SA	108,600,000.00	0.11	$7,965,119.72	8.49	05/11/2037	TELVIS
GSMPS 1998-3 A	112,481.72	0.00	$111,149.04	7.75	09/19/2027	GSMPS
GSMPS 1999-3 A	146,879.36	0.00	$146,316.51	8.00	08/19/2029	GSMPS
GSMPS 2005-RP1 1A3	1,574,282.20	0.02	$1,527,283.58	8.00	01/25/2035	GSMPS
GSMPS 2005-RP1 1A4	658,971.95	0.01	$637,677.27	8.50	01/25/2035	GSMPS
GSMPS 2006-RP1 1A2	935,363.77	0.01	$877,852.93	7.50	01/25/2036	GSMPS
GSMPS 2006-RP1 1A3	562,092.08	0.01	$543,653.21	8.00	01/25/2036	GSMPS
GSMS 2004-GG2 A3	56,210.90	0.00	$56,609.39	4.60	08/10/2038	GSMS
GSMS 2004-GG2 A5	500,000.00	0.01	$529,276.35	5.28	08/10/2038	GSMS
GSMS 2004-GG2 A6	6,940,000.00	0.10	$7,320,468.15	5.40	08/10/2038	GSMS
GSMS 2005-GG4 A4	8,059,350.00	0.11	$8,185,776.22	4.76	07/10/2039	36228CVT7
GSMS 2005-GG4 A4A	24,749,000.00	0.36	$25,604,483.83	4.75	07/10/2039	GSMS
GSMS 2006-GG6 A4	6,240,000.00	0.09	$6,420,429.60	5.55	04/10/2038	GSMS
GSR 2004-9 4A1	241,543.23	0.00	$236,228.84	2.97	08/25/2034	GSR
GSR 2005-AR6 2A1	423,247.40	0.01	$397,127.36	2.94	09/25/2035	GSR
GSR 2006-AR1 3A1	1,370,325.91	0.02	$1,259,726.77	5.29	01/25/2036	GSR
GSR 2007-AR1 1A2	354,021.94	0.00	$59,808.75	3.57	03/25/2037	GSR
GXS WORLDWIDE INC	8,917,000.00	0.12	$8,560,320.00	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING CO INC	5,105,000.00	0.06	$4,211,625.00	10.00	12/15/2018	HET
HARRAHS CHESTER DOWNS TERM LOA	11,878,058.65	0.16	$11,878,058.65	12.38	12/31/2016	HET
HART 2007-A A3A	240,380.07	0.00	$242,339.55	5.04	01/17/2012	HART
HART 2008-A A3	2,546,401.17	0.04	$2,618,819.29	4.93	12/17/2012	HART
HCA INC/DE	3,681,000.00	0.05	$3,911,062.50	9.25	11/15/2016	HCA
HCA INC/DE - PRE 2010 IPO	330,000.00	0.00	$356,400.00	9.88	02/15/2017	HCA
HCA INC/DE - PRE 2010 IPO	1,451,000.00	0.02	$1,556,197.50	9.62	11/15/2016	HCA
HDMOT 2006-1 A2	528,225.18	0.01	$536,168.52	5.04	10/15/2012	HDMOT
HDMOT 2006-2 A2	183,053.06	0.00	$186,844.53	5.35	03/15/2013	HDMOT
HDMOT 2008-1 A4	4,990,000.00	0.07	$5,231,416.20	4.90	12/15/2013	HDMOT
HDMOT 2009-4 A3	3,040,000.00	0.04	$3,070,104.51	1.87	02/17/2014	HDMOT
HEADWATERS INC	6,141,000.00	0.09	$6,233,115.00	11.38	11/01/2014	HW
HEALTH CARE REIT INC	5,702,000.00	0.08	$6,101,140.00	4.75	07/15/2027	HCN CB
HELIX ENERGY SOLUTIONS GROUP I	9,080,000.00	0.12	$8,399,000.00	9.50	01/15/2016	HLX
HERCULES OFFSHORE INC	5,351,000.00	0.07	$4,775,767.50	10.50	10/15/2017	HERO
HEXION SPECIALTY	4,537,000.00	0.06	$4,310,150.00	9.75	11/15/2014	428303AH4
HEXION US FINANCE CORP / HEXIO	4,820,000.00	0.06	$4,374,150.00	8.88	02/01/2018	HXN
HILCORP ENERGY I LP/HILCORP FI	2,360,000.00	0.03	$2,336,400.00	7.75	11/01/2015	HILCRP
HOLLY CORP	4,093,000.00	0.06	$4,226,022.50	9.88	06/15/2017	HOC
HOLOGIC INC	8,761,000.00	0.10	$7,501,606.25	2.00	12/15/2037	HOLX CB
HOSPIRA INC	22,001,000.00	0.35	$25,022,463.33	6.40	05/15/2015	HSP
HUGHES NETWORK SYSTEMS LLC/HNS	4,676,000.00	0.07	$4,757,830.00	9.50	04/15/2014	HUGH
ICELAND KRONA	537,906.00	0.00	$4,198.13	0.00	N/A	ICELANDKR
ICL INDUSTRIAL CONTAINERS TERM	320,999.99	0.00	$321,335.43	3.75	06/16/2017	BWY
ILFC E-CAPITAL TRUST II	2,385,000.00	0.02	$1,541,306.25	6.25	12/21/2065	AIG
ILLINOIS POWER CO	17,440,000.00	0.32	$22,931,646.72	9.75	11/15/2018	AEE
INDIANA MICHIGAN POWER CO	1,800,000.00	0.03	$2,109,567.60	7.00	03/15/2019	AEP
INDONESIA TREASURY BOND	140,305,000,000.00	0.24	$17,631,785.56	10.75	05/15/2016	INDOGB
INDONESIA TREASURY BOND	153,500,000,000.00	0.31	$22,436,464.74	12.80	06/15/2021	INDOGB
INDONESIA TREASURY BOND	171,470,000,000.00	0.28	$20,408,507.02	9.50	06/15/2015	INDOGB
INDONESIA TREASURY BOND	171,470,000,000.00	0.29	$20,581,320.77	10.50	08/15/2030	INDOGB
INDONESIA TREASURY BOND	266,645,000,000.00	0.49	$35,267,833.30	11.00	11/15/2020	INDOGB
INDONESIAN RUPIAH	53,658,110,028.00	0.08	$5,922,528.70	0.00	N/A	RUPIAH
INDUSTRIAL BANK OF KOREA	2,007,000.00	0.03	$2,260,024.50	7.12	04/23/2014	INDKOR
INERGY LP/INERGY FINANCE CORP	1,265,000.00	0.02	$1,287,137.50	8.25	03/01/2016	NRGY
INERGY LP/INERGY FINANCE CORP	1,732,000.00	0.02	$1,770,970.00	8.75	03/01/2015	NRGY
INFOGROUP INC TERM LOAN B	3,610,000.00	0.05	$3,542,312.50	6.25	03/30/2016	IUSA
INGLES MARKETS INC	3,484,000.00	0.05	$3,562,390.00	8.88	05/15/2017	IMKTA
INTEL CORP	4,060,000.00	0.05	$3,877,300.00	2.95	12/15/2035	INTC CB1
INTELSAT JACKSON HLDG	2,939,000.00	0.04	$3,144,730.00	11.25	06/15/2016	INTEL
INTELSAT LUXEMBOURG SA	563.00	0.00	$564.41	11.50	02/04/2017	INTEL
INTER-AMERICAN DEVELOPMENT BAN	10,940,000.00	0.15	$11,004,655.40	2.25	07/15/2015	IADB
INTERFACE INC	777,000.00	0.01	$801,281.25	9.50	02/01/2014	458665AJ5
INTERFACE INC	2,635,000.00	0.04	$2,964,375.00	11.38	11/01/2013	IFSIA
INTERNATIONAL BANK FOR RECONST	1,011,000.00	0.01	$762,181.90	7.50	07/30/2014	IBRD
INTERNATIONAL BANK FOR RECONST	12,554,000.00	0.15	$10,612,330.65	5.75	10/21/2019	IBRD
INTERNATIONAL BANK FOR RECONST	13,980,000.00	0.20	$14,230,339.86	2.38	05/26/2015	IBRD
INTERNATIONAL BANK FOR RECONST	14,107,000.00	0.17	$12,094,196.25	5.75	02/17/2015	IBRD
INTERNATIONAL GAME TECHNOLOGY	2,611,000.00	0.04	$2,872,100.00	3.25	05/01/2014	IGT CB
INTERNATIONAL GAME TECHNOLOGY	7,565,000.00	0.11	$7,819,123.48	5.50	06/15/2020	IGT
INTERNATIONAL LEASE FINANCE CO	7,175,000.00	0.09	$6,780,375.00	5.55	09/05/2012	AIG
INTERNATIONAL PAPER CO	28,615,000.00	0.51	$37,018,052.29	9.38	05/15/2019	IP
INTERTAPE POLYMER US INC	2,876,000.00	0.03	$2,343,940.00	8.50	08/01/2014	ITP
INTL BK RECON & DEVELOP	7,700,000.00	0.09	$6,597,759.22	6.00	02/15/2017	IBRD
INTL BK RECON & DEVELOP	41,204,000.00	0.40	$28,968,126.26	5.38	12/15/2014	IBRD
INTL BK RECON & DEVELOP	108,040,000.00	0.23	$16,791,744.84	3.38	04/30/2015	IBRD
INTL FIN CORP	13,582,000.00	0.16	$11,624,300.52	5.75	03/16/2015	IFC
INVERNESS MEDICAL INNOVATIONS	5,201,000.00	0.07	$5,227,005.00	9.00	05/15/2016	IMA
INVERNESS MEDICAL INNOVATIONS	5,811,000.00	0.07	$5,026,515.00	3.00	05/15/2016	IMA CB
INVISTA	204,000.00	0.00	$207,570.00	9.25	05/01/2012	INVSTA
IRON MOUNTAIN INC	1,557,000.00	0.02	$1,537,537.50	6.62	01/01/2016	IRM
ITRAXX EUR SUB FINANCIALS 13.1	2,965,000.00	0.00	$239,696.91	1.00	06/20/2015	SP33076P
ITRAXX EUR SUB FINANCIALS 13.1	20,585,000.00	0.02	$1,664,135.21	1.00	06/20/2015	/ITRAX
ITRAXX EUR SUB FINANCIALS 13.1	22,380,000.00	0.03	$1,809,246.82	1.00	06/20/2015	/ITRAX
ITRAXX EUR SUB FINANCIALS 13.1	52,075,000.00	0.06	$4,209,853.82	1.00	06/20/2015	/ITRAX
ITRAXX EUR SUB FINANCIALS 13.1	54,200,000.00	0.06	$4,381,643.34	1.00	06/20/2015	SPC703E3
J.C. PENNEY COMPANY, INC 5-YEA	5,625,000.00	0.00	$209,780.15	1.00	03/20/2015	/JCP
J.C. PENNEY COMPANY, INC 5-YEA	5,625,000.00	0.00	$209,780.15	1.00	03/20/2015	/JCP1
J.C. PENNEY COMPANY, INC 5-YR	8,435,000.00	0.00	$314,576.99	1.00	03/20/2015	/JCP
JABIL CIRCUIT INC	1,152,000.00	0.02	$1,209,600.00	7.75	07/15/2016	JBL
JARDEN CORP	2,285,000.00	0.03	$2,245,012.50	7.50	01/15/2020	JAH
JBS USA LLC/JBS USA FINANCE IN	5,730,000.00	0.09	$6,453,412.50	11.62	05/01/2014	FRIBOI
JDOT 2010-A A4	11,555,000.00	0.16	$11,729,633.03	2.13	10/17/2016	JDOT
JEFFERIES GROUP	7,998,000.00	0.10	$7,180,060.54	6.25	01/15/2036	472319AC6
JEFFERIES GROUP INC	3,910,000.00	0.05	$3,685,175.00	3.88	11/01/2029	JEF CB1
JEFFERIES GROUP INC	16,085,000.00	0.21	$15,191,703.44	6.45	06/08/2027	JEF
JERSEY CENTRAL POWER & LIGHT C	3,240,000.00	0.05	$3,507,244.92	5.62	05/01/2016	FE
JOHNSONDIVERSEY INC TERM LOAN	4,507,337.50	0.06	$4,512,971.67	5.50	11/24/2015	JONDIV
JP MORGAN CHASE	4,450,000.00	0.07	$4,874,334.20	5.88	06/13/2016	48121CJN7
JP MORGAN CHASE CAPITAL XXV	32,920,000.00	0.45	$32,637,151.36	6.80	10/01/2037	JPM
JPMCC 2002-C1 A3	5,035,000.00	0.07	$5,272,688.25	5.38	07/12/2037	JPMCC
JPMCC 2002-C2 A2	3,226,000.00	0.05	$3,408,478.37	5.05	12/12/2034	JPMCC
JPMCC 2003-C1 A2	1,740,000.00	0.03	$1,825,037.80	4.98	01/12/2037	JPMCC
JPMCC 2005-CB11 A4	2,280,000.00	0.03	$2,444,535.06	5.34	08/12/2037	JPMCC
JPMCC 2005-LDP3 A4A	3,680,000.00	0.05	$3,866,697.07	4.94	08/15/2042	JPMCC
JPMCC 2005-LDP4 A4	14,620,000.00	0.21	$15,288,439.56	4.92	10/01/2042	46625YUA9
JPMCC 2005-LDP5 A4	7,095,000.00	0.10	$7,546,934.47	5.36	12/15/2044	JPMCC
JPMMT 2004-A6 1A2	978,679.36	0.01	$894,690.76	4.85	12/25/2034	JPMMT
JPMMT 2005-A2 5A1	422,172.92	0.01	$412,586.09	4.31	04/25/2035	JPMMT
JPMMT 2005-A8 1A1	1,274,029.23	0.02	$1,140,024.29	5.41	11/25/2035	JPMMT
JPMMT 2005-A8 2A1	3,652,910.82	0.05	$3,477,140.06	4.95	11/25/2035	JPMMT
JPMMT 2006-A2 3A3	2,435,000.00	0.03	$2,056,415.94	5.68	04/25/2036	JPMMT
JPMMT 2007-A1 7A4	292,418.75	0.00	$118,689.55	5.29	07/25/2035	JPMMT
JPMORGAN CHASE & CO	14,500,000.00	0.17	$11,989,583.33	5.10	06/21/2012	JPM
JPMORGAN CHASE & CO	592,000,000.00	0.25	$17,915,814.35	7.00	06/28/2017	JPM
JPMORGAN CHASE BANK NA	6,970,000.00	0.11	$7,601,279.87	6.00	10/01/2017	JPM
JSG FUNDING PLC	3,751,000.00	0.05	$3,722,867.50	7.75	04/01/2015	46627TAD4
K HOVNANIAN ENTERPRISES INC	2,399,000.00	0.02	$1,763,265.00	6.25	01/15/2015	442488AU6
K HOVNANIAN ENTERPRISES INC	3,745,000.00	0.04	$2,640,225.00	7.50	05/15/2016	442488AZ5
K HOVNANIAN ENTERPRISES INC	4,092,000.00	0.06	$4,112,460.00	10.62	10/15/2016	HOV
KANSAS CITY SOUTHERN DE MEXICO	992,000.00	0.01	$1,021,760.00	9.38	05/01/2012	KSU
KANSAS CITY SOUTHERN DE MEXICO	1,425,000.00	0.02	$1,710,000.00	12.50	04/01/2016	KSU
KANSAS CITY SOUTHERN RAILWAY	5,000.00	0.00	$6,025.00	13.00	12/15/2013	KSU
KEY ENERGY SERVICES INC	7,666,000.00	0.11	$7,656,417.50	8.38	12/01/2014	KEG
KEYBANK NA	19,095,000.00	0.27	$19,777,264.35	6.95	02/01/2028	49306CAB7
KINDER MORGAN ENER PART	13,637,000.00	0.24	$17,000,906.98	9.00	02/01/2019	KMP
KINDER MORGAN ENERGY PARTNERS	11,052,000.00	0.16	$11,452,844.99	5.30	09/15/2020	KMP
KINGDOM OF SPAIN 5-YR CDS 03/2	8,870,000.00	0.01	$604,107.02	1.00	03/20/2015	/SPGB
KINGDOM OF SPAIN 5-YR CDS 03/2	38,180,000.00	0.04	$2,600,316.36	1.00	03/20/2015	/SPGB
KNOLOGY INC EXTENDED TERM LOAN	2,277,288.24	0.03	$2,238,380.77	3.78	06/02/2014	KNOL
KOMMUNALBANKEN AS	18,030,000.00	0.25	$18,373,759.98	2.75	05/05/2015	KBN
KOREA DEVELOPMENT BANK/REPUBLI	5,560,000.00	0.08	$5,675,648.00	4.38	08/10/2015	KDB
KOREA DEVELOPMENT BANK/REPUBLI	16,530,000.00	0.26	$18,830,860.29	8.00	01/23/2014	KDB
KOREA EXPRESSWAY CORP	5,020,000.00	0.07	$5,149,380.46	4.50	03/23/2015	HIGHWY
KRAFT FOODS INC	27,795,000.00	0.41	$29,839,905.95	5.38	02/10/2020	KFT
L-3 COMMUNICATIONS CORP	2,028,000.00	0.03	$2,053,350.00	6.12	07/15/2013	LLL
L-3 COMMUNICATIONS CORP	19,420,000.00	0.27	$19,608,082.70	4.75	07/15/2020	LLL
L-3 COMMUNICATIONS HOLDINGS IN	1,000.00	0.00	$1,005.00	3.00	08/01/2035	LLL CB1
L-3 COMMUNICATIONS HOLDINGS IN	128,000.00	0.00	$128,640.00	3.00	08/01/2035	LLL CB
LAMAR MEDIA CORP	1,487,000.00	0.02	$1,416,367.50	6.62	08/15/2015	LAMR
LAMAR MEDIA CORP	2,922,000.00	0.04	$2,812,425.00	6.62	08/15/2015	LAMR
LANDRY'S RESTAURANTS INC	2,162,000.00	0.03	$2,248,480.00	11.62	12/01/2015	LNY
LANDWIRTSCHAFTLICHE RENTENBANK	7,587,000.00	0.09	$6,493,753.72	6.00	07/15/2014	RENTEN
LAZARD GROUP	14,411,000.00	0.20	$14,613,935.70	6.85	06/15/2017	LAZ
LAZARD GROUP LLC	1,837,000.00	0.03	$1,936,708.69	7.12	05/15/2015	LAZ
LBUBS 2002-C1 A4	1,320,000.00	0.02	$1,399,827.00	6.46	03/15/2031	LBUBS
LBUBS 2003-C8 A2	23,818.67	0.00	$23,847.34	4.21	11/15/2027	LBUBS
LBUBS 2004-C1 A4	10,385,000.00	0.15	$10,630,344.59	4.57	01/15/2031	52108HYK4
LBUBS 2004-C4 A4	2,925,000.00	0.04	$3,093,704.35	5.44	06/15/2029	LBUBS
LEAP WIRELESS INTERNATIONAL IN	8,348,000.00	0.10	$7,033,190.00	4.50	07/15/2014	LEAP CB1
LEVEL 3 COMMUNICATION INC TERM	3,423,142.83	0.05	$3,686,296.94	11.50	03/13/2014	LVLT
LEVEL 3 COMMUNICATIONS INC	1,356,000.00	0.02	$1,305,150.00	5.25	12/15/2011	LVLT CNV
LEVEL 3 FINANCING INC	1,319,000.00	0.02	$1,203,587.50	9.25	11/01/2014	527298AM5
LEVEL 3 FINANCING INC	3,853,000.00	0.05	$3,429,170.00	10.00	02/01/2018	LVLT
LEXINGTON REALTY TRUST	4,405,000.00	0.06	$4,426,672.60	6.00	01/15/2030	LXP CNVB
LIFE TECHNOLOGIES CORP	8,270,000.00	0.12	$8,563,254.20	4.40	03/01/2015	LIFE
LIFE TECHNOLOGIES CORP	20,370,000.00	0.31	$22,099,637.07	6.00	03/01/2020	LIFE
LIFEPOINT HOSPITALS INC	5,670,000.00	0.07	$5,336,887.50	3.25	08/15/2025	LPNT CB2
LIN TELEVISION CORP	965,000.00	0.01	$931,225.00	6.50	05/15/2013	TVL
LINEAR TECHNOLOGY CORP	7,575,000.00	0.10	$7,451,906.25	3.00	05/01/2027	LLTC CB2
LINN ENERGY LLC/LINN ENERGY FI	2,485,000.00	0.04	$2,556,443.75	8.62	04/15/2020	LINE
LIVE NATION ENTERTAINMENT TERM	4,435,000.00	0.06	$4,410,053.13	4.50	10/20/2016	LYV
LMT 2005-2 2A3	1,226,591.77	0.02	$1,120,029.16	5.50	12/25/2035	LMT
LONG TERM RECEIVABLES	-11,432,447.90	-0.16	-$11,432,447.90	0.00	N/A	SECNCAHUS
LUBRIZOL	1,089,000.00	0.02	$1,104,199.17	6.50	10/01/2034	549271AF1
LUKOIL INTERNATIONAL FINANCE B	3,401,000.00	0.05	$3,520,035.00	7.25	11/05/2019	LUKOIL
M/I HOMES INC	1,218,000.00	0.02	$1,211,910.00	6.88	04/01/2012	MHO
MACDERMID INC	3,851,000.00	0.05	$3,870,255.00	9.50	04/15/2017	MRD
MACDERMID TERM B	3,894,756.53	0.05	$3,626,174.12	2.23	04/12/2014	LN324271
MACYS RETAIL HLDGS INC	2,235,000.00	0.03	$2,302,050.00	10.62	11/01/2010	M
MACYS RETAIL HLDGS INC	9,443,000.00	0.13	$9,112,495.00	6.65	07/15/2024	577778CB7
MARM 2003-6 1A2	42,001.63	0.00	$38,528.60	3.83	12/25/2033	MARM
MARM 2004-10 2A2	90,721.38	0.00	$44,045.87	3.33	10/25/2034	MARM
MARM 2005-6 7A1	2,247,268.81	0.03	$1,942,633.55	5.34	06/25/2035	MARM
MARM 2005-7 2A2	41,825.56	0.00	$9,303.51	5.36	09/25/2035	MARM
MARM 2006-2 4A1	617,444.09	0.01	$584,840.26	4.99	02/25/2036	MARM
MARP 2005-1 1A5	647,662.63	0.01	$640,990.41	8.00	08/25/2034	MARP
MARP 2005-2 1A4	1,367,269.07	0.02	$1,331,288.02	8.00	05/25/2035	MARP
MASCO CORP	30.00	0.00	$322.80	0.30	N/A	MAS
MASD 2005-2 A2	688,927.20	0.01	$657,519.70	5.01	07/25/2035	MASD
MATS 2007-1 A4	2,352,189.77	0.03	$2,341,193.52	0.41	12/15/2013	MATS
MBNAS 2002-C3 C3	7,035,000.00	0.10	$6,959,379.38	1.70	10/15/2014	MBNAS
MDC PARTNERS INC	41,000.00	0.00	$43,870.00	11.00	11/01/2016	MDCA
MDST 11 A1	119,889.92	0.00	$115,248.14	4.86	07/15/2038	MDST
MECCANICA HOLDINGS USA	13,340,000.00	0.20	$14,261,247.06	6.25	07/15/2019	FNCIM
MEDCO HEALTH SOLUTIONS INC	27,712,000.00	0.46	$33,157,103.17	7.12	03/15/2018	MHS
MEDIACOM BROADBAND LLC (MCC IO	4,779,143.05	0.06	$4,674,599.30	5.50	03/31/2017	MCCC
MEDTRONIC INC	3,977,000.00	0.06	$4,006,827.50	1.62	04/15/2013	MDT CB1
MERCK & CO INC	1,291.00	0.00	$322,750.00	0.38	N/A	MRK B
MERCK & CO INC/NJ	0.78	0.00	$27.36	1.52	N/A	MRK
METLIFE CAPITAL TRUST X	14,220,000.00	0.21	$15,428,700.00	9.25	04/08/2038	MET
METLIFE INC	35,000.00	0.00	$30,975.00	6.40	12/15/2036	59156RAP3
METLIFE INC	2,830,000.00	0.04	$3,205,928.71	6.82	08/15/2018	MET
METLIFE INC 5-YR CDS 12/20/201	8,535,000.00	-0.01	-$755,075.69	1.00	12/20/2014	/MET
METLIFE INC 5YR CDS 09/20/14	4,970,000.00	0.00	$339,877.88	5.00	09/20/2014	/MET
METROPCS WIRELESS INC	2,208,000.00	0.03	$2,285,280.00	9.25	11/01/2014	GWIR
MEXICAN PESO	44,445,256.50	0.05	$3,436,883.08	0.00	N/A	PESOS
MGM MIRAGE	2,093,000.00	0.02	$1,658,702.50	7.50	06/01/2016	MGM
MGM MIRAGE	2,564,000.00	0.04	$2,967,830.00	13.00	11/15/2013	MGM
MGM MIRAGE	3,884,000.00	0.05	$3,670,380.00	11.38	03/01/2018	MGM
MGM MIRAGE INC TERM LOAN E	4,135,000.00	0.05	$3,432,050.00	5.00	02/21/2014	MGM
MGM RESORTS INTERNATIONAL	24,000.00	0.00	$26,220.00	10.38	05/15/2014	MGM
MGM RESORTS INTERNATIONAL	1,621,000.00	0.02	$1,795,257.50	11.12	11/15/2017	MGM
MIDAMERICAN FUNDING LLC	358,000.00	0.01	$371,531.68	6.75	03/01/2011	BRK
MIDCONTINENT EXPRESS PIPELINE	7,485,000.00	0.11	$7,756,608.20	6.70	09/15/2019	MCEXPP
MIDCONTINENT EXPRESS PIPELINE	10,345,000.00	0.15	$10,774,038.19	5.45	09/15/2014	MCEXPP
MIRANT 2.50% CNV (ESCROW)	695,000.00	0.00	$0.00	0.00	N/A	6046759B6
MIRANT AMERICAS GENERATION LLC	4,380,000.00	0.06	$4,095,300.00	8.50	10/01/2021	MIR
MIRANT CORP	732.00	0.00	$7,729.92	0.00	N/A	MIR
MIRANT NORTH AMERICA LLC	802,000.00	0.01	$824,055.00	7.38	12/31/2013	MIR
MLCFC 2007-5 A1	231,525.28	0.00	$233,438.98	4.28	08/12/2048	MLCFC
MLMT 2002-MW1 J	30,000.00	0.00	$13,880.21	5.70	07/12/2034	MLMT
MLMT 2005-CIP1 A2	308,370.50	0.00	$315,271.37	4.96	07/12/2038	MLMT
MLMT 2005-CKI1 A6	1,660,000.00	0.02	$1,776,824.33	5.40	11/12/2037	MLMT
MLMT 2006-C1 ASB	605,000.00	0.01	$648,716.76	5.84	05/12/2039	MLMT
MOBILE MINI INC	76,118.00	0.02	$1,239,201.04	0.00	N/A	MINI
MOBILE MINI INC	2,249,000.00	0.03	$2,097,192.50	6.88	05/01/2015	MINI
MOHAWK INDUSTRIES	2,349,000.00	0.03	$2,401,852.50	6.88	01/15/2016	608190AH7
MOHEGAN TRIBAL GAMING AUTHORIT	99,000.00	0.00	$72,022.50	7.12	08/15/2014	608328AP5
MOHEGAN TRIBAL GAMING AUTHORIT	3,242,000.00	0.03	$2,318,030.00	6.88	02/15/2015	608328AR1
MSC 1999-FNV1 G	53,335.08	0.00	$53,418.95	6.12	03/15/2031	MSC
MSC 2004-T15 A4	2,585,000.00	0.04	$2,718,709.38	5.27	06/13/2041	MSC
MSC 2005-HQ6 A4A	110,000.00	0.00	$114,280.55	4.99	08/13/2042	MSC
MSC 2007-IQ14 A4	1,645,000.00	0.02	$1,586,765.85	5.69	04/15/2049	MSC
MSC 2007-T27 A4	26,913,500.00	0.39	$28,194,281.17	5.80	06/13/2042	MSC
MSDWC 2001-TOP1 E	185,000.00	0.00	$185,974.17	7.58	02/15/2033	MSDWC
MSM 2004-6AR 2A3	72,743.90	0.00	$37,808.64	3.32	08/25/2034	MSM
MTS INTERNATIONAL FUNDING LTD	8,320,000.00	0.12	$8,648,640.00	8.62	06/22/2020	MOBTEL
MURRAY ENERGY CORP	3,067,000.00	0.04	$3,067,000.00	10.25	10/15/2015	MURREN
NATIONAL AGRICULTURAL COOPERAT	5,337,000.00	0.08	$5,564,804.51	5.00	09/30/2014	NACF
NATIONAL CITY BANK/CLEVELAND O	2,650,000.00	0.03	$2,375,475.90	0.91	06/07/2017	PNC
NATIONAL CITY CORP	7,842,000.00	0.11	$7,940,025.00	4.00	02/01/2011	PNC CB
NATIONAL RETAIL PROPERTIES INC	4,661,000.00	0.07	$4,888,223.75	5.12	06/15/2028	NNN CB1
NATIONAL SEMICONDUCTOR CORP	8,915,000.00	0.14	$10,001,738.50	6.60	06/15/2017	637640AE3
NBC UNIVERSAL INC	41,065,000.00	0.60	$42,912,842.87	5.15	04/30/2020	NBCUNI
NCL CORP LTD	1,134,000.00	0.02	$1,190,700.00	11.75	11/15/2016	STRC
NEW ALBERTSONS INC	1,110,000.00	0.02	$1,134,975.00	7.25	05/01/2013	SVU
NEW S WALES TREASURY CRP	10,398,000.00	0.12	$8,841,002.12	2.75	11/20/2025	NSWTC
NEW SOUTH WALES TREASURY CORP	22,058,000.00	0.26	$19,046,215.03	6.00	05/01/2020	NSWTC
NEW TURKISH LIRA	4,481.67	0.00	$2,830.14	0.00	N/A	TURKYLIRA
NEW WORLD RESOURCES BV	2,613,000.00	0.04	$3,099,701.17	7.88	05/01/2018	NWORLD
NEW ZEALAND DOLLAR	2,077,259.04	0.02	$1,424,168.67	0.00	N/A	NEWZEALND
NEWPAGE CORP	146,000.00	0.00	$133,225.00	11.38	12/31/2014	NEWPAG
NEWPAGE CORP	4,811,000.00	0.06	$4,390,037.50	11.38	12/31/2014	NEWPAG
NEXEN INC	9,697,000.00	0.16	$11,401,150.78	7.50	07/30/2039	NXY
NFR ENERGY LLC/NFR ENERGY FINA	3,470,000.00	0.05	$3,365,900.00	9.75	02/15/2017	NFREGY
NIBC BANK NV	1,000,000.00	0.01	$1,013,891.00	2.80	12/02/2014	NIBCAP
NIELSEN FINANCE LLC / NIELSEN	2,193,000.00	0.03	$2,406,817.50	11.62	02/01/2014	VNU
NIELSEN FINANCE LLC / NIELSEN	2,399,000.00	0.04	$2,632,902.50	11.50	05/01/2016	VNU
NIELSEN FINANCE LLC/CO	2,858,000.00	0.04	$2,936,595.00	10.00	08/01/2014	VNU
NII CAPITAL CORP	5,909,000.00	0.09	$6,248,767.50	10.00	08/15/2016	NIHD
NII HOLDINGS INC	3,202,000.00	0.04	$3,037,897.50	3.12	06/15/2012	NIHD CB
NMOTR 2010-AA A	4,775,000.00	0.07	$4,786,773.24	1.49	01/15/2015	NMOTR
NOBLE ENERGY INC	20,449,000.00	0.34	$24,788,277.80	8.25	03/01/2019	NBL
NORANDA ALUMINIUM ACQUISITION	4,774,443.96	0.05	$3,700,194.07	5.37	05/15/2015	NRNDA
NORCRAFT COS LP/NORCRAFT FINAN	3,240,000.00	0.05	$3,353,400.00	10.50	12/15/2015	NORCFT
NORCRAFT HOLDINGS LP/NORCRAFT	2,315,000.00	0.03	$2,202,143.75	9.75	09/01/2012	NORCFT
NORDIC INVESTMENT BANK	7,615,000.00	0.11	$7,723,094.93	2.50	07/15/2015	NIB
NORTHWEST AIRLNS ESCROW (STUB)	425,000.00	0.00	$1,615.00	10.00	02/01/2011	66799ADP5
NORWAY GOVERNMENT BOND	170,270,000.00	0.40	$28,479,802.74	4.25	05/19/2017	NGB
NORWAY GOVERNMENT BOND	383,330,000.00	0.90	$65,224,211.09	4.50	05/22/2019	NGB
NORWEGIAN GOVERNMENT	345,193,000.00	0.82	$59,115,796.48	5.00	05/15/2015	B01C190
NORWEGIAN KRONE	133,087.50	0.00	$20,451.56	0.00	N/A	NOKKRONER
NOVARTIS CAPITAL CORP	10,660,000.00	0.16	$11,515,827.44	4.40	04/24/2020	NOVART
NOVARTIS SECURITIES INVESTMENT	2,640,000.00	0.04	$2,960,540.88	5.12	02/10/2019	NOVART
NOVASEP HOLDING SAS	8,620,000.00	0.12	$8,512,250.00	9.75	12/15/2016	NOVASP
NOVELIS INC/GA	4,715,000.00	0.07	$4,950,750.00	11.50	02/15/2015	HINDAL
NRG ENERGY	435,000.00	0.01	$431,737.50	7.38	01/15/2017	629377AX0
NRG ENERGY INC	4,439,000.00	0.06	$4,427,902.50	7.38	02/01/2016	NRG
NUVEEN INVESTMENTS INC	7,287,000.00	0.09	$6,376,125.00	10.50	11/15/2015	NUVINV
NUVEEN INVESTMENTS INC SECOND	4,505,535.46	0.07	$4,739,823.30	12.50	07/09/2015	NUVINV
NXP BV / NXP FUNDING LLC	5,790,000.00	0.07	$4,863,600.00	9.50	10/15/2015	NXPBV
OBP 2010-OBP A	8,545,000.00	0.12	$8,581,743.50	4.65	07/15/2045	OBP
OPTI CANADA INC	3,474,000.00	0.04	$3,039,750.00	8.25	12/15/2014	OPCCN
OPTI CANADA INC	3,733,000.00	0.05	$3,266,375.00	7.88	12/15/2014	OPCCN
OREGON ST	305,000.00	0.00	$341,237.05	5.89	06/01/2027	ORS
OSI RESTAURANT PARTNERS INC	3,062,000.00	0.04	$3,008,415.00	10.00	06/15/2015	OSI
PACIFICORP	15,515,000.00	0.24	$17,506,908.79	5.50	01/15/2019	BRK
PAETEC HOLDING CORP	3,068,000.00	0.04	$3,083,340.00	8.88	06/30/2017	PAET
PAETEC HOLDING CORP	4,870,000.00	0.07	$4,760,425.00	9.50	07/15/2015	PAET
PE PAPER ESCROW GMBH	1,215,000.00	0.02	$1,337,143.95	12.00	08/01/2014	SAPSJ
PENNSYLVANIA ELECTRIC CO	18,785,000.00	0.27	$19,618,189.89	5.20	04/01/2020	FE
PETROBRAS INTERNATIONAL FINANC	1,180,000.00	0.02	$1,220,335.94	5.88	03/01/2018	PETBRA
PETROBRAS INTERNATIONAL FINANC	22,128,000.00	0.31	$22,394,598.14	5.75	01/20/2020	PETBRA
PETROHAWK ENERGY CORP	1,231,000.00	0.02	$1,329,480.00	10.50	08/01/2014	HAWK
PETROHAWK ENERGY CORP	4,937,000.00	0.07	$4,974,027.50	7.88	06/01/2015	HAWK
PETROLEUM DEVELOPMENT CORP	3,182,000.00	0.05	$3,301,325.00	12.00	02/15/2018	PETD
PFIZER INC	23,385,000.00	0.39	$27,838,673.25	6.20	03/15/2019	PFE
PHILLIPS-VAN HEUSEN TERN LOAN	5,775,000.00	0.08	$5,783,835.75	4.75	03/15/2016	PVH
PINNACLE ENTERTAINMENT INC	7,810,000.00	0.10	$7,273,062.50	8.75	05/15/2020	PNK
PINNACLE FOODS FINANCE LLC TER	4,382,880.16	0.06	$4,382,880.16	7.50	04/02/2014	PFHC
PLAINS ALL AMERICAN PIPELINE L	6,463,000.00	0.11	$7,726,871.97	8.75	05/01/2019	PAA
PLASTIPAK HOLDINGS INC	3,612,000.00	0.06	$4,027,380.00	10.62	08/15/2019	PLASPK
PLY GEM INDUSTRIES INC	7,270,000.00	0.10	$7,397,225.00	13.12	07/15/2014	PLYGEM
PNC BANK NA	12,704,000.00	0.20	$14,374,753.86	6.88	04/01/2018	PNC
PNC FINANCIAL SERVICES	12,972,000.00	0.19	$13,445,789.33	0.08	05/29/2049	PNC PFD
PNC FUNDING	1,335,000.00	0.02	$1,422,864.36	5.25	11/15/2015	693476AT0
PNC FUNDING CORP	7,162,000.00	0.11	$7,629,936.43	5.62	02/01/2017	PNC
PNC FUNDING CORP	11,535,000.00	0.17	$12,016,989.98	5.12	02/08/2020	PNC
PNC PFD FUNDING TR II	13,400,000.00	0.14	$9,832,397.40	6.11	03/29/2049	PNC
POKAGON GAMING AUTHORITY	3,173,000.00	0.05	$3,299,920.00	10.38	06/15/2014	POKAGO
PORT TOWNSEND (REST) PREFERRED	394.00	0.00	$0.00	0.00	N/A	735999005
PORT TOWNSEND (RESTRICTED)	1,970.00	0.00	$19.70	0.00	N/A	73545Q101
PORT TOWNSEND PRIVATE NOTE	577,447.83	0.01	$418,649.68	7.32	08/27/2012	735999015
PORT TOWNSEND WARRANT	394.00	0.00	$3.94	0.00	N/A	735999025
PORTUGUESE REPUBLIC 5-YR CDS 0	22,471,000.00	0.03	$1,805,007.12	1.00	06/20/2015	/PORT2
PPL ELECTRIC UTILITIES CORP	3,820,000.00	0.06	$4,465,392.82	7.12	11/30/2013	PPL
PQ CORP TERM LOAN	12,596,000.00	0.16	$11,462,360.00	6.73	07/30/2015	PQCOR
PREGIS CORP	7,763,000.00	0.11	$7,714,481.25	13.38	10/15/2013	PREGIS
PRIDE INTERNATIONAL INC	16,290,000.00	0.24	$16,982,325.00	8.50	06/15/2019	PDE
PRIME HEALTHCARE SERVICES TERM	7,620,000.00	0.10	$7,315,200.00	7.25	02/19/2015	PRIHEA
PROLOGIS	9,545,000.00	0.13	$9,363,597.28	7.38	10/30/2019	PLD
PROLOGIS	10,660,000.00	0.14	$10,165,770.42	6.25	03/15/2017	PLD
PROVINCE OF BRITISH COLUMBIA C	12,665,000.00	0.18	$13,096,496.55	2.85	06/15/2015	BRCOL
PROVINCE OF MANITOBA CANADA	3,845,000.00	0.05	$3,914,971.31	2.62	07/15/2015	MP
PROVINCE OF ONTARIO CANADA	3,536,000.00	0.05	$3,462,024.69	4.40	06/02/2019	ONT
PROVINCE OF ONTARIO CANADA	11,435,000.00	0.17	$12,174,718.72	4.40	04/14/2020	ONT
PROVINCE OF ONTARIO CANADA	37,486,000.00	0.52	$37,526,496.85	4.40	03/08/2016	ONT
PROVINCE OF QUEBEC CANADA	8,220,000.00	0.13	$9,073,301.76	4.88	05/05/2014	Q
PROVINCE OF QUEBEC CANADA	18,643,000.00	0.27	$19,197,648.95	5.00	12/01/2015	Q
PRUDENTIAL FINANCIAL INC	12,245,000.00	0.17	$12,344,809.00	3.88	01/14/2015	PRU
PUBLIC SERVICE CO OF OKLAHOMA	16,240,000.00	0.24	$17,133,118.80	5.15	12/01/2019	AEP
PUERTO RICO SALES TAX FING	7,155,000.00	0.10	$7,498,583.10	5.00	08/01/2039	PRCGEN
PUGET SOUND ENERGY INC	4,936,000.00	0.06	$4,536,470.29	6.97	06/01/2067	PSD
QUEBEC PROVINCE	1,346,000.00	0.02	$1,317,676.47	4.50	12/01/2019	74814ZEE9
QUEENSLAND TREASURY CORP	5,486,000.00	0.07	$4,739,760.67	6.00	06/14/2021	QTC
QUICKSILVER RESOURCES INC	7,580,000.00	0.10	$7,030,450.00	7.12	04/01/2016	74837RAC8
QUIKSILVER INC	8,530,000.00	0.11	$7,794,287.50	6.88	04/15/2015	ZQK
QUINTILES TRANSNATIONAL CORP	38,000.00	0.00	$38,285.00	9.50	12/30/2014	QTRN
QWEST CORP	3,616,000.00	0.06	$3,968,560.00	8.38	05/01/2016	QUS
QWEST CORP	15,405,000.00	0.23	$16,906,987.50	8.38	05/01/2016	QUS
RABOBANK NEDERLAND NV	18,476,000.00	0.32	$22,882,045.62	11.00	12/29/2049	RABOBK
RADNET MANAGEMENT INC TERM LOA	3,690,000.00	0.05	$3,664,649.70	5.75	03/12/2016	RDNT
RAINBOW NATIONAL SERVICES LLC	1,318,000.00	0.02	$1,378,957.50	10.38	09/01/2014	CVC
RALI 2004-QA6 NB1	10,726.75	0.00	$6,658.84	5.96	12/26/2034	RALI
RANGE RESOURCES CORP	2,865,000.00	0.04	$3,004,668.75	8.00	05/15/2019	RRC
RAS LAFFAN LIQUEFIED NATURAL G	1,285,000.00	0.02	$1,383,829.35	5.83	09/30/2016	RASGAS
RASC 2006-KS3 AI3	110,782.96	0.00	$105,415.86	0.52	04/25/2036	RASC
RAYONIER TRS HOLDINGS INC	1,792,000.00	0.03	$1,861,440.00	3.75	10/15/2012	RYN CB
RAYONIER TRS HOLDINGS INC	2,265,000.00	0.04	$2,559,450.00	4.50	08/15/2015	RYN CNVB
RBS GLOBAL/REXNORD COR	3,934,000.00	0.06	$4,120,865.00	11.75	08/01/2016	75524DAD2
REGENCY CENTERS LP	2,168,000.00	0.03	$2,288,688.22	5.88	06/15/2017	REG
REGENCY ENERGY PARTNERS LP/REG	2,129,000.00	0.03	$2,203,515.00	8.38	12/15/2013	RGNC
REGIONS FINANCIAL CORP	6,275,000.00	0.09	$6,241,937.03	5.75	06/15/2015	RF
REGIONS FINANCIAL CORP	15,865,000.00	0.23	$16,751,964.56	7.75	11/10/2014	RF
REHABCARE GROUP TERM B	7,467,474.52	0.10	$7,440,404.92	6.00	11/03/2015	RHB
RELIANCE STEEL & ALUMINUM CO	7,757,000.00	0.10	$7,539,835.03	6.85	11/15/2036	RS
RENTAL SERVICES CORP 2ND LIEN	7,942,869.60	0.10	$7,274,318.27	3.82	10/07/2013	LN302040
REPUBLIC OF KOREA	2,996,000.00	0.05	$3,539,676.59	4.25	12/07/2021	KOREA
REYNOLDS & REYNOLDS CO TERM LO	4,079,154.03	0.06	$4,033,283.94	5.25	04/03/2017	REY
RIO TINTO FINANCE PLC	6,420,000.00	0.12	$8,438,428.74	9.00	05/01/2019	RIOLN
RITE AID CORP	2,133,000.00	0.02	$1,754,392.50	9.38	12/15/2015	767754BQ6
ROCHE HOLDINGS INC	40,839,000.00	0.66	$47,655,233.30	6.00	03/01/2019	ROSW
ROCKIES EXPRESS PIPELINE LLC	9,565,000.00	0.13	$9,114,211.12	5.62	04/15/2020	ROCKIE
ROCKWOOD SPECIALTIES TRANCHE H	4,624,230.59	0.06	$4,636,762.25	6.00	05/15/2014	ROC
ROGERS COMMUNICATIONS INC	9,548,000.00	0.13	$9,574,190.85	6.68	11/04/2039	RCICN
ROGERS WIRELESS INC	4,720,000.00	0.08	$5,638,247.68	7.50	03/15/2015	77531QAM0
ROUNDY'S SUPERMARKETS TERM LOA	4,810,000.00	0.07	$4,840,062.50	10.50	04/05/2016	ROUNDY
ROYAL CARIBBEAN CRUISES LTD	50,000.00	0.00	$48,875.00	6.88	12/01/2013	780153AP7
ROYAL CARIBBEAN CRUISES LTD	4,605,000.00	0.06	$4,605,000.00	7.00	06/15/2013	780153AQ5
RR DONNELLEY 5YR CDS 06/20/214	17,900,000.00	-0.03	-$1,821,005.68	5.00	06/20/2014	SPK604UP
RSC EQUIPMENT RENTAL INC	2,650,000.00	0.04	$2,646,687.50	9.50	12/01/2014	RSC
RSC EQUIPMENT RENTAL INC/RSC H	3,836,000.00	0.05	$3,893,540.00	10.25	11/15/2019	RRR
RUSSIAN RUBLE (RUB)	41,440,000.00	0.02	$1,323,665.63	0.00	N/A	RUSRUBLES
RYERSON INC	1,461,000.00	0.02	$1,366,035.00	7.72	11/01/2014	RYI
RYERSON INC	5,157,000.00	0.07	$5,298,817.50	12.25	11/01/2015	RYI
RYLAND GROUP INC	4,143,000.00	0.06	$4,412,295.00	8.40	05/15/2017	RYL
SAILN 2003-10A A	12,766.21	0.00	$0.00	7.50	10/27/2033	SAILN
SALLY HOLDINGS LLC	5,213,000.00	0.08	$5,603,975.00	10.50	11/15/2016	SBH
SANDISK CORP	2,256,000.00	0.03	$2,016,300.00	1.00	05/15/2013	SNDK CB
SANDRIDGE ENERGY INC	6,836,000.00	0.10	$6,972,720.00	9.88	05/15/2016	SD
SANMINA-SCI CORP	7,609,000.00	0.10	$7,532,910.00	8.12	03/01/2016	800907AK3
SARM 2006-5 5A4	1,231,558.15	0.00	$234,301.47	5.49	06/25/2036	SARM
SASC 2002-22H 1A	75,165.95	0.00	$73,621.44	6.95	11/25/2032	SASC
SBA COMMUNICATIONS CORP	1,692,000.00	0.03	$2,169,990.00	4.00	10/01/2014	SBAC CB2
SEALY CORP	1,174,000.00	0.02	$1,303,140.00	10.88	04/15/2016	ZZ
SECURITIZED NET CASH - ACR1	70,586,755.73	0.98	$70,586,755.73	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	7,595,692.30	0.00	$322,816.93	0.00	N/A	SECLENDPL
SELECT MEDICAL CORP	4,456,000.00	0.06	$4,210,920.00	7.62	02/01/2015	SELMED
SEMCO ENERGY INC	20,570,000.00	0.31	$22,076,464.52	5.15	04/21/2020	SEN
SERVICEMASTER CO/THE	4,456,000.00	0.06	$4,634,240.00	10.75	07/15/2015	SVM
SHAW COMMUNICATION	14,651,000.00	0.20	$14,069,088.98	6.75	11/09/2039	SJRCN
SHELL INTERNATIONAL FINANCE BV	7,725,000.00	0.11	$7,853,551.73	3.10	06/28/2015	RDSALN
SHINGLE SPRINGS	7,408,000.00	0.08	$5,907,880.00	9.38	06/15/2015	82459AAA9
SILICON VALLEY BANK	6,300,000.00	0.09	$6,387,633.00	6.05	06/01/2017	SIVB
SILICON VALLEY BANK	7,302,000.00	0.11	$7,616,453.33	5.70	06/01/2012	SIVB
SINCLAIR TELEVISION GROUP INC	3,242,000.00	0.05	$3,290,630.00	9.25	11/01/2017	SBGI
SINCLAIR TELEVISION GROUP TRAN	4,916,969.57	0.07	$4,935,408.20	6.50	10/16/2015	SBGI
SINO-FOREST CORP	3,871,000.00	0.06	$3,982,291.25	5.00	08/01/2013	TRECN
SIRIUS XM RADIO INC	735,000.00	0.01	$784,612.50	9.75	09/01/2015	SIRI
SMITHFIELD FOODS	5,303,000.00	0.07	$5,090,880.00	7.75	07/01/2017	832248AQ1
SMITHFIELD FOODS INC	2,030,000.00	0.03	$2,258,375.00	10.00	07/15/2014	SFD
SMURFIT-STONE CONTAINER ENT	4,390,000.00	0.06	$4,385,412.45	6.75	01/02/2016	SSCC
SOLO CUP CO	3,311,000.00	0.04	$2,988,177.50	8.50	02/15/2014	834260AB7
SOUTH AFRICA RAND	10,488,559.93	0.02	$1,366,365.08	0.00	N/A	ZAR
SPRINT CAPITAL	7,458,000.00	0.10	$7,159,680.00	8.75	03/15/2032	852060AT9
STANDARD PACIFIC CORP	4,470,000.00	0.07	$4,805,250.00	10.75	09/15/2016	SPF
STEEL DYNAMICS INC	2,455,000.00	0.03	$2,476,481.25	6.75	04/01/2015	STLD
STEEL DYNAMICS INC	5,975,000.00	0.08	$6,034,750.00	7.75	04/15/2016	STLD
SUNGARD DATA SYSTEMS INC	4,044,000.00	0.06	$4,129,935.00	9.12	08/15/2013	SDSINC
SUNGARD DATA SYSTEMS INC ADD-O	5,856,266.94	0.08	$5,869,062.88	6.75	02/28/2014	LN405916
SUNOCO, INC 5-YR CDS 03/20/201	9,870,000.00	0.01	$962,104.09	1.00	03/20/2015	/SUN
SUPERVALU INC	2,779,000.00	0.04	$2,765,105.00	8.00	05/01/2016	SVU
SVB FINANCIAL GROUP	1,990,000.00	0.03	$2,024,825.00	3.88	04/15/2011	SIVB CB
SVENSK EXPORTKREDIT AB	16,790,000.00	0.24	$17,435,541.92	3.25	09/16/2014	SEK
SWEDISH KRONA	424.65	0.00	$54.48	0.00	N/A	SWKRONOR
SWISS FRANC	619.75	0.00	$574.99	0.00	N/A	SWFRANCS
TECK RESOURCES LTD	1,581,000.00	0.03	$1,867,689.05	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	4,960,000.00	0.08	$6,086,639.20	10.75	05/15/2019	TCKCN
TECK RESOURCES LTD	20,820,000.00	0.34	$24,625,625.34	9.75	05/15/2014	TCKCN
TELCORDIA TECHNOLOGIES TERM LO	5,360,000.00	0.07	$5,268,424.40	6.75	04/09/2016	TELCOR
TELECOM ITALIA CAPITAL	25,623,000.00	0.36	$25,889,351.09	5.25	10/01/2015	87927VAQ1
TELECOM ITALIA CAPITAL SA	5,160,000.00	0.07	$5,399,160.84	6.18	06/18/2014	TITIM
TELEFONICA EMISIONES SAU	2,500,000.00	0.03	$2,495,427.50	3.73	04/27/2015	TELEFO
TELEFONICA EMISIONES SAU	10,050,000.00	0.14	$10,092,290.40	5.13	04/27/2020	TELEFO
TELEPACIFIC TERM LOAN	7,785,000.00	0.11	$7,767,483.75	9.50	07/27/2015	TELPAC
TELESAT CANADA / TELESAT LLC	1,617,000.00	0.03	$1,819,125.00	12.50	11/01/2017	TELSAT
TELESAT CANADA / TELESAT LLC	8,696,000.00	0.13	$9,435,160.00	11.00	11/01/2015	TELSAT
TEREX CORP	4,425,000.00	0.06	$4,115,250.00	8.00	11/15/2017	TEX
TERREMARK WORLDWIDE INC	3,528,000.00	0.06	$3,986,640.00	12.00	06/15/2017	TMRK
TEVA PHARMACEUTICAL FINANCE II	10,880,000.00	0.15	$11,105,868.80	3.00	06/15/2015	TEVA
THERMADYNE HOLDINGS CORP	3,148,000.00	0.04	$3,203,090.00	11.50	02/01/2014	THMD
THERMO FISHER SCIENTIFIC INC	1,330,000.00	0.02	$1,435,422.45	4.70	05/01/2020	TMO
THERMO FISHER SCIENTIFIC INC	28,805,000.00	0.41	$29,754,268.78	3.20	05/01/2015	TMO
TIME WARNER CABLE INC	19,951,000.00	0.34	$24,575,641.80	8.25	04/01/2019	TWC
TOPS MARKETS LLC	2,383,000.00	0.03	$2,466,405.00	10.12	10/15/2015	TOMA
TOTAL CAPITAL SA	7,390,000.00	0.10	$7,558,447.66	4.45	06/24/2020	TOTAL
TRANS-CANADA PIPELINES	17,870,000.00	0.22	$15,948,010.02	6.35	05/15/2067	TRP
TRANSCANADA PIPELINES LTD	2,515,000.00	0.04	$2,715,966.11	6.10	06/01/2040	TRP
TRANSCANADA PIPELINES LTD	12,175,000.00	0.18	$12,643,201.80	3.40	06/01/2015	TRP
TRANSOCEAN INC	22,000.00	0.00	$18,315.00	1.50	12/15/2037	893830AW9
TRANSOCEAN INC	3,540,000.00	0.05	$3,447,075.00	1.62	12/15/2037	RIG CB
TRANSOCEAN INC	5,380,000.00	0.07	$4,862,417.10	6.80	03/15/2038	RIG
TRANSOCEAN INC	10,833,000.00	0.13	$9,668,452.50	1.50	12/15/2037	RIG CB1
TREASURY BILL	85,737,913.95	1.19	$85,734,913.13	0.05	07/15/2010	B
TREASURY BILL	119,427,646.33	1.66	$119,427,646.33	0.01	07/01/2010	B
TRIMAS CORP	3,348,000.00	0.05	$3,406,590.00	9.75	12/15/2017	TRS
TSY INFL IX N/B	54,312,571.80	0.80	$57,401,599.32	1.62	01/15/2015	TII
TWIN REEFS PASS-THROUGH TRUST	1,900,000.00	0.00	$0.00	0.45	12/31/2049	XLFATR
TXU CORP	6,168,000.00	0.06	$4,412,433.00	5.55	11/15/2014	873168AL2
TYSON FOODS INC	2,985,000.00	0.05	$3,492,450.00	10.50	03/01/2014	TSN
UAL CORP	10.00	0.00	$205.60	0.00	N/A	UAUA
UMBRELLA ACQ 144A	59,993.00	0.00	$50,244.14	9.75	03/15/2015	904201AA8
UNISYS CORP	3,347,000.00	0.05	$3,757,007.50	12.75	10/15/2014	UIS
UNITED AIR LINES INC	5,149,000.00	0.07	$5,380,705.00	12.00	11/01/2013	UAUA
UNITED TECHNOLOGIES CORP	9,250,000.00	0.14	$10,027,490.25	4.50	04/15/2020	UTX
UNIVERSAL HOSPITAL SERVICES IN	2,260,000.00	0.03	$2,237,400.00	8.50	06/01/2015	UHOS
UNIVISION COMMUNICATIONS INC	3,214,000.00	0.05	$3,463,085.00	12.00	07/01/2014	UVN
UNIVISION COMMUNICATIONS TERM	6,636,881.28	0.08	$5,551,021.13	2.53	09/29/2014	LN321128
UPC HOLDING BV	2,200,000.00	0.03	$2,222,000.00	9.88	04/15/2018	LBTYA
US BANK NA	4,625,000.00	0.07	$5,045,176.63	4.95	10/30/2014	USB
US ONCOLOGY HOLDINGS INC	9,788,000.00	0.13	$9,151,780.00	6.64	03/15/2012	USON
US TREASURY N/B	80,000.00	0.00	$81,700.00	2.75	05/31/2017	WIT
US TREASURY N/B	5,875,000.00	0.09	$6,604,786.63	4.62	02/15/2040	T
US TREASURY N/B	16,060,000.00	0.22	$16,123,999.10	1.88	06/30/2015	T
US TREASURY N/B	22,475,000.00	0.31	$22,567,956.60	1.12	06/15/2013	WIT
US TREASURY N/B	121,320,000.00	1.76	$126,987,706.44	3.50	05/15/2020	WIT
USB CAPITAL IX	26,052,000.00	0.26	$19,051,827.60	6.19	04/15/2049	USB
USB REALTY CORP	10,215,000.00	0.10	$7,150,500.00	6.09	12/22/2049	USB
USG CORP	913,000.00	0.01	$954,085.00	9.75	08/01/2014	USG
USGEN ESCROW TRACKING POSITION	255,000.00	0.00	$0.00	0.00	N/A	91799ALA7
VALE OVERSEAS LTD	8,782,000.00	0.13	$9,177,286.60	6.88	11/21/2036	CVRD
VALE OVERSEAS LTD	10,110,000.00	0.15	$10,612,446.78	6.88	11/10/2039	VALEBZ
VALERO ENERGY CORPORATION 5-YR	9,870,000.00	-0.01	-$552,343.95	1.00	03/20/2015	/VLO
VENDE 2000-1 1A	10,129.82	0.00	$11,138.05	6.81	01/15/2030	VENDE
VENTAS REALTY LP / VENTAS CAPI	720,000.00	0.01	$734,043.60	6.50	06/01/2016	92276MAS4
VENTAS REALTY LP / VENTAS CAPI	1,854,000.00	0.03	$1,890,162.27	6.50	06/01/2016	VTR
VERISIGN INC	3,455,000.00	0.04	$3,139,731.25	3.25	08/15/2037	VRSN CB1
VERIZON COMMUNICATIONS INC	2,000,000.00	0.04	$2,604,012.00	8.75	11/01/2018	VZ
VERIZON COMMUNICATIONS INC	8,304,000.00	0.13	$9,182,637.94	6.40	02/15/2038	VZ
VIACOM INC 5-YR CDS 09/20/2015	17,185,000.00	-0.00	-$54,487.10	1.00	09/20/2015	/VIA
VIASAT INC	41,000.00	0.00	$41,922.50	8.88	09/15/2016	VSAT
VIDEOTRON LTEE	552,000.00	0.01	$549,240.00	6.38	12/15/2015	QBRCN
VIDEOTRON LTEE	1,125,000.00	0.02	$1,226,250.00	9.12	04/15/2018	QBRCN
VIDEOTRON LTEE	7,289,000.00	0.10	$6,915,819.63	7.12	01/15/2020	QBRCN
VIRGIN MEDIA FINANCE PLC	3,390,000.00	0.05	$3,449,325.00	8.38	10/15/2019	VMED
VISANT HOLDING CORP	3,710,000.00	0.05	$3,765,650.00	8.75	12/01/2013	VISANT
VISKASE COS INC	1,735,000.00	0.02	$1,752,350.00	9.88	01/15/2018	VKSC
VISKASE COS INC	4,402,000.00	0.06	$4,446,020.00	9.88	01/15/2018	VKSC
VIVENDI	13,333,000.00	0.21	$14,882,841.25	6.62	04/04/2018	VIVFP
VIVENDI	18,335,000.00	0.27	$19,681,467.40	5.75	04/04/2013	VIVFP
VOTO-VOTORANTIM OVERSEAS TRADI	1,669,000.00	0.02	$1,702,380.00	6.62	09/25/2019	VOTORA
WACHOVIA CORP	7,130,000.00	0.10	$7,557,486.28	5.25	08/01/2014	929903AJ1
WACHOVIA CORP	20,500,000.00	0.31	$22,154,268.00	5.62	10/15/2016	929903CH3
WAL-MART STORES INC	14,000,000.00	0.19	$13,987,120.00	3.62	07/08/2020	WMT
WAMU 2003-S10 A2	1,537,963.70	0.02	$1,578,999.65	5.00	10/25/2018	WAMU
WAMU 2004-CB3 1A	691,363.96	0.01	$722,160.77	6.00	10/25/2034	WAMU
WAMU 2006-AR14 2A1	9,303,177.97	0.11	$7,621,744.84	5.71	11/25/2036	WAMU
WBCMT 2005-C20 A5	95,000.00	0.00	$97,575.66	5.09	07/15/2042	WBCMT
WBCMT 2006-C28 A2	2,990,000.00	0.04	$3,058,890.80	5.50	10/15/2048	WBCMT
WEATHERFORD INTERNATIONAL LTD	19,246,000.00	0.32	$23,211,349.61	9.62	03/01/2019	WFT
WELLS FARGO CAPITAL XIII	17,537,000.00	0.25	$17,800,055.00	7.70	12/29/2049	WFC
WENDY'S/ARBY'S REST LCC TERM L	2,085,000.00	0.03	$2,085,521.25	5.00	05/03/2017	WEN
WFMBS 2005-18 1A1	1,755,419.76	0.02	$1,551,947.30	5.50	01/25/2036	WFMBS
WFMBS 2005-AR16 2A1	35,410.65	0.00	$32,807.61	3.00	10/25/2035	WFMBS
WFMBS 2006-2 3A1	6,683,295.35	0.09	$6,274,404.65	5.75	03/25/2036	WFMBS
WFMBS 2006-3 A11	3,601,000.00	0.05	$3,575,656.16	5.50	03/25/2036	WFMBS
WFMBS 2006-4 1A8	692,011.38	0.01	$654,721.65	5.75	04/25/2036	WFMBS
WFMBS 2006-4 2A3	1,207,118.59	0.01	$459,284.48	5.75	04/25/2036	WFMBS
WFMBS 2006-7 2A1	743,593.24	0.01	$663,088.86	6.00	06/25/2036	WFMBS
WFMBS 2006-AR18 2A2	2,570,744.99	0.01	$723,762.66	5.54	11/25/2036	WFMBS
WFMBS 2006-AR19 A1	3,924,344.16	0.05	$3,631,094.01	5.50	12/25/2036	WFMBS
WFMBS 2006-AR5 2A1	3,882,658.69	0.04	$3,074,592.00	5.47	04/25/2036	WFMBS
WFMBS 2007-13 A7	3,367,517.07	0.04	$2,991,106.12	6.00	09/25/2037	WFMBS
WFMBS 2007-14 1A1	431,842.36	0.01	$382,693.95	6.00	10/25/2037	WFMBS
WFMBS 2007-8 2A6	345,000.00	0.00	$271,965.92	6.00	07/25/2037	WFMBS
WILLIAMS PARTNERS LP	6,475,000.00	0.09	$6,633,643.98	5.25	03/15/2020	WPZ
WIND ACQUISITION 144A	2,025,000.00	0.03	$2,106,000.00	12.00	12/01/2015	97314XAA2
WIND ACQUISITION FINANCE SA	5,335,000.00	0.08	$5,495,050.00	11.75	07/15/2017	WINDIM
WINDSTREAM CORP	970,000.00	0.01	$951,812.50	7.88	11/01/2017	WIN
WINDSTREAM CORP	1,918,000.00	0.03	$1,992,322.50	8.12	08/01/2013	WIN
WMALT 2005-1 5A2	528,436.22	0.00	$350,992.62	6.00	03/25/2035	WMALT
WOART 2008-A A3A	1,653,407.79	0.02	$1,678,631.68	3.94	10/15/2012	WOART
WOLS 2009-A A3	6,990,000.00	0.10	$7,037,352.36	1.65	02/15/2013	WOLS
WOODSIDE FINANCE LTD	6,160,000.00	0.10	$7,021,845.60	8.12	03/01/2014	WPLAU
WOODSIDE FINANCE LTD	11,445,000.00	0.16	$11,684,337.84	4.50	11/10/2014	WPLAU
XCEL ENERGY INC	24,260,000.00	0.35	$25,293,476.00	4.70	05/15/2020	XEL
XM SATELLITE RADIO HOLDINGS IN	962,000.00	0.01	$1,055,795.00	13.00	08/01/2013	XMSR
YALE UNIVERSITY	15,005,000.00	0.22	$15,580,441.75	2.90	10/15/2014	YALUNI
YANKEE ACQUISITION CORP/MA	815,000.00	0.01	$828,243.75	8.50	02/15/2015	YCC
YANKEE ACQUISITION CORP/MA	4,958,000.00	0.07	$5,069,555.00	9.75	02/15/2017	YCC
ZIMMER HOLDINGS INC	17,036,000.00	0.25	$17,924,222.97	4.62	11/30/2019	ZMH
ZIONS BANCORPORATION	2,398,000.00	0.03	$2,264,462.57	5.65	05/15/2014	ZION
ZIONS BANCORPORATION	3,305,000.00	0.05	$3,370,716.62	7.75	09/23/2014	ZION

-0.05 of the fund was hedged out of AUD/USD CIT 08/03/10

-0.68 of the fund was hedged out of AUD/USD F 08/03/10

-1.06 of the fund was hedged out of AUD/USD HSB 08/03/10

-1.04 of the fund was hedged out of AUD/USD MRS 08/03/10

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

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

-0.35 of the fund was hedged out of CAD/USD BAR 08/03/10

-0.41 of the fund was hedged out of CAD/USD F 08/03/10

-0.00 of the fund was hedged out of CAD/USD FWD 20100701 USD

0.34 of the fund was hedged out of CAD/USD GOS 08/03/10

-0.15 of the fund was hedged out of CAD/USD MRS 08/03/10

0.18 of the fund was hedged out of CAN 10YR BOND FUT SEP10

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

-0.40 of the fund was hedged out of EUR/USD F 08/03/10

-0.47 of the fund was hedged out of EUR/USD HSB 08/03/10

-1.70 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

-0.64 of the fund was hedged out of GBP/USD HSB 08/03/10

-0.76 of the fund was hedged out of GBP/USD MRS 08/03/10

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

0.65 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

0.72 of the fund was hedged out of MYR/USD JPM 08/03/10

-0.27 of the fund was hedged out of MYR/USD MRS 08/03/10

-0.89 of the fund was hedged out of NOK/USD F 08/03/10

-0.59 of the fund was hedged out of NOK/USD GOS 08/03/10

-0.14 of the fund was hedged out of NOK/USD HSB 08/03/10

-0.07 of the fund was hedged out of NOK/USD MRS 08/03/10

-0.41 of the fund was hedged out of NZD/USD JPM 08/03/10

0.12 of the fund was hedged out of PLN/USD HSB 07/01/10

-0.36 of the fund was hedged out of RUB/USD F 08/03/10

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

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

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

-0.23 of the fund was hedged out of ZAR/USD HSB 08/03/10