Delaware Investments Global Dividend and Income Fund, Inc.

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
AAR CORP	90,000.00	0.26	$80,437.50	1.75	02/01/2026	AIR CB
ACCELLENT INC	30,000.00	0.10	$29,700.00	10.50	12/01/2013	00430XAB3
ADVANCED MICRO DEVICES INC	70,000.00	0.22	$66,850.00	6.00	05/01/2015	AMD CB1
ADVANCED MICRO DEVICES INC	165,000.00	0.51	$157,575.00	6.00	05/01/2015	AMD CB
AES CORP/THE	3,000.00	0.01	$3,060.00	8.75	05/15/2013	AES
AES CORP/THE	35,000.00	0.11	$35,350.00	8.00	06/01/2020	AES
AFFINION GROUP INC	15,000.00	0.05	$15,825.00	11.50	10/15/2015	AFFINI
AGRIUM INC	1,600.00	0.25	$78,304.00	0.11	N/A	AGU
AK STEEL CORP	35,000.00	0.11	$34,125.00	7.62	05/15/2020	AKS
ALASKA COMMUNICATIONS SYSTEMS	105,000.00	0.32	$99,881.25	5.75	03/01/2013	ALSK CB
ALGOMA ACQUISITION CORP	45,000.00	0.12	$38,475.00	9.88	06/15/2015	AGACN
ALION SCIENCE AND TECHNOLOGY C	30,065.00	0.10	$30,215.33	12.00	11/01/2014	ALISCI
ALLERGAN INC/UNITED STATES	150,000.00	0.53	$164,250.00	1.50	04/01/2026	AGN CB
ALLIANCE HEALTHCARE SERVICES I	1,923.00	0.02	$7,768.92	0.00	N/A	AIQ
ALLIANCE ONE INTERNATIONAL INC	5,000.00	0.02	$5,112.50	10.00	07/15/2016	AOI
ALLIANCE ONE INTERNATIONAL INC	25,000.00	0.08	$25,562.50	10.00	07/15/2016	AOI
ALLIED WASTE NORTH AMERICA INC	10,000.00	0.03	$10,737.87	7.12	05/15/2016	AW
ALLISON TRANSMISSION 144A	45,000.00	0.15	$47,362.50	11.00	11/01/2015	019736AA5
ALLSTATE CORP/THE	9,900.00	0.91	$284,427.00	0.80	N/A	ALL
ALSTOM SA	4,436.00	0.65	$200,866.72	1.24	N/A	ALO FP
AMB PROPERTY CORP	385.00	0.03	$9,128.35	1.12	N/A	AMB
AMERICAN AXLE & MFG INC	55,000.00	0.15	$47,987.50	7.88	03/01/2017	02406PAF7
AMERICAN INTERNATIONAL GROUP I	70,000.00	0.18	$55,825.00	8.18	05/15/2058	AIG
AMERICAN PETROLEUM TANKERS LLC	20,000.00	0.06	$20,150.00	10.25	05/01/2015	AMPETR
AMERICAN WATER WORKS CO INC	800.00	0.05	$16,480.00	0.84	N/A	AWK
AMERIGAS PARTNERS LP/AMERIGAS	7,000.00	0.02	$7,000.00	7.12	05/20/2016	APU
AMES TRUE TEMPER	25,000.00	0.08	$24,500.00	10.00	07/15/2012	031042AB0
AMGEN INC	60,000.00	0.19	$59,550.00	0.38	02/01/2013	AMGN CB
AMGEN INC	110,000.00	0.35	$109,175.00	0.38	02/01/2013	AMGN CB1
AMH HOLDINGS INC	40,000.00	0.13	$41,000.00	11.25	03/01/2014	SIDE
ANIXTER INTERNATIONAL INC	15,000.00	0.05	$16,331.25	10.00	03/15/2014	AXE
ANTERO RESOURCES FINANCE CORP	30,000.00	0.10	$30,150.00	9.38	12/01/2017	ANTERO
APARTMENT INVESTMENT & MANAGEM	1,732.00	0.11	$33,548.84	0.40	N/A	AIV
APPLETON PAPERS INC	35,000.00	0.11	$33,250.00	10.50	06/15/2015	APPPAP
AQUILEX HOLDINGS LLC/AQUILEX F	40,000.00	0.13	$40,200.00	11.12	12/15/2016	AQUILE
ARAMARK CORP	23,000.00	0.08	$23,345.00	8.50	02/01/2015	RMK
ARCELORMITTAL	3,778.00	0.33	$101,340.99	0.75	N/A	MT NA
ARCELORMITTAL	72,000.00	0.29	$90,114.98	9.85	06/01/2019	MTNA
ARCHER-DANIELS-MIDLAND CO	10,800.00	0.90	$278,856.00	0.60	N/A	ADM
ARVINMERITOR INC	30,000.00	0.10	$31,950.00	10.62	03/15/2018	ARM
ARVINMERITOR INC	35,000.00	0.11	$33,775.00	8.12	09/15/2015	ARM
ARVINMERITOR INC	95,000.00	0.24	$74,100.00	4.00	02/15/2027	ARM CB
ASAHI GLASS CO LTD	24,000.00	0.72	$225,419.68	16.00	N/A	5201 JP
ASPECT SOFTWARE INC	40,000.00	0.13	$40,200.00	10.62	05/15/2017	CRTO
ASPEN INSURANCE CNV PFD	3,400.00	0.56	$173,612.50	2.81	N/A	EP0179044
ASSOCIATED ESTATES REALTY CORP	1,300.00	0.05	$16,835.00	0.68	N/A	AEC
ASTRAZENECA PLC	2,089.00	0.32	$98,483.43	2.27	N/A	AZN LN
AT&T INC	11,300.00	0.88	$273,347.00	1.68	N/A	T
AUSTRALIAN DOLLAR	111,459.02	0.30	$93,776.04	0.00	N/A	AUD
AUTOLIV INC	3,200.00	0.49	$153,120.00	1.20	N/A	ALV
AVADO BRANDS (RESTRICTED)	272.00	0.00	$0.00	0.00	N/A	05336N996
AVIS BUDGET CAR RENTAL LLC / A	40,000.00	0.13	$40,600.00	9.62	03/15/2018	CAR
AXA SA	10,821.00	0.53	$165,326.96	0.55	N/A	CS FP
BANCO SANTANDER SA	20,738.00	0.70	$217,480.35	0.60	N/A	SAN SM
BANK OF NEW YORK MELLON CORP/T	10,300.00	0.82	$254,307.00	0.36	N/A	BK
BAUSCH & LOMB INC	40,000.00	0.13	$41,300.00	9.88	11/01/2015	BOL
BAYERISCHE MOTOREN WERKE AG	5,092.00	0.80	$247,866.00	0.30	N/A	BMW GR
BEAZER HOMES USA INC	15,000.00	0.04	$13,950.00	9.12	06/15/2018	BZH
BEAZER HOMES USA INC	30,000.00	0.09	$27,000.00	8.12	06/15/2016	BZH
BERRY PLASTICS CORP	45,000.00	0.14	$43,537.50	8.88	09/15/2014	BERRY
BIOMET INC	35,000.00	0.12	$38,062.50	11.62	10/15/2017	BMET
BIOSCRIP INC	40,000.00	0.13	$39,800.00	10.25	10/01/2015	BIOS
BOSTON PROPERTIES INC	800.00	0.18	$57,072.00	2.00	N/A	BXP
BRANDYWINE REALTY TRUST	2,300.00	0.08	$24,725.00	0.60	N/A	BDN
BRE PROPERTIES INC	1,000.00	0.12	$36,930.00	1.50	N/A	BRE
BRISTOL-MYERS SQUIBB CO	12,200.00	0.98	$304,268.00	1.28	N/A	BMY
BRISTOW GROUP INC	106,000.00	0.27	$85,462.50	3.00	06/15/2038	BRS CB
BRITISH POUNDS	5,274.52	0.03	$7,879.08	0.00	N/A	POUNDS
BROOKFIELD INFRASTRUCTURE PART	1,600.00	0.08	$25,392.00	1.10	N/A	BIP
BURLINGTON COAT FACTORY INVEST	75,000.00	0.25	$79,125.00	14.50	10/15/2014	BCFACT
BWAY HOLDING CO	40,000.00	0.13	$41,900.00	10.00	06/15/2018	BWY
CABLEVISION SYSTEMS CORP	5,000.00	0.02	$5,087.50	8.00	04/15/2020	CVC
CABLEVISION SYSTEMS CORP	10,000.00	0.03	$10,250.00	8.62	09/15/2017	CVC
CALPINE CORP ESCROW TRACKING	70,000.00	0.00	$0.01	0.00	N/A	131ESC9B3
CAMDEN PROPERTY TRUST	640.00	0.08	$26,144.00	1.80	N/A	CPT
CANADIAN DOLLAR	34,226.81	0.10	$32,152.95	0.00	N/A	CANDOLLAR
CARDINAL HEALTH INC	7,800.00	0.84	$262,158.00	0.78	N/A	CAH
CARDTRONICS INC	17,000.00	0.06	$17,255.00	9.25	08/15/2013	CATM
CARDTRONICS INC	20,000.00	0.07	$20,300.00	9.75	08/15/2013	CATM
CASELLA WASTE SYSTEMS INC	10,000.00	0.03	$10,850.00	11.00	07/15/2014	CWST
CASELLA WASTE SYSTEMS INC	48,000.00	0.16	$48,240.00	9.75	02/01/2013	CWST
CASH	-51,878.55	-0.17	-$51,878.55	0.00	12/15/2038	US-CASH
CCO HOLDINGS LLC / CCO HOLDING	10,000.00	0.03	$10,100.00	7.88	04/30/2018	CCMM
CCO HOLDINGS LLC / CCO HOLDING	10,000.00	0.03	$10,275.00	8.12	04/30/2020	CCMM
CENTURY ALUMINUM CO	35,300.00	0.11	$33,446.75	8.00	05/15/2014	CENX
CENTURY COMM TRACKING	125,000.00	0.00	$0.00	0.00	N/A	156ESCAG0
CGI GROUP INC	30,268.00	1.45	$450,394.66	0.00	N/A	GIB/A CN
CHAODA MODERN AGRICULTURE HOLD	270,000.00	0.85	$263,301.58	0.05	N/A	682 HK
CHARTER COMMUNICATIONS OPERATI	20,000.00	0.07	$22,300.00	10.88	09/15/2014	CHTR
CHESAPEAKE ENERGY CORP	30,000.00	0.11	$33,300.00	9.50	02/15/2015	CHK
CHESAPEAKE ENERGY CORP	90,000.00	0.21	$65,362.50	2.25	12/15/2038	CHK CB
CHEVRON CORP	3,900.00	0.85	$264,654.00	2.88	N/A	CVX
CHIMERA INVESTMENT CORP	4,900.00	0.06	$17,689.00	0.68	N/A	CIM
CHUNGHWA TELECOM LTD-ADR	9,579.00	0.61	$188,610.51	1.16	N/A	CHT
CIE DE ST-GOBAIN	4,067.00	0.49	$151,567.23	1.00	N/A	SGO FP
CITIGROUP INC	400.00	0.15	$45,200.00	0.00	N/A	172967416
CLEAR CHANNEL COMMUNICATIONS I	40,000.00	0.09	$28,300.00	10.75	08/01/2016	CCU
CLEARWIRE COMMUNICATIONS LLC/C	40,000.00	0.13	$40,050.00	12.00	12/01/2015	CLWR
CLEARWIRE CORP	75,000.00	0.24	$74,718.75	12.00	12/01/2015	CLWR
CNOOC LTD	155,000.00	0.85	$263,441.66	0.40	N/A	883 HK
COCA-COLA AMATIL LTD	21,030.00	0.68	$210,469.59	0.62	N/A	CCL AU
COGDELL SPENCER INC	3,100.00	0.07	$20,956.00	0.40	N/A	CSA
COMCAST CORP	15,200.00	0.85	$264,024.00	0.38	N/A	CMCSA
COMMUNITY HEALTH SYSTEMS INC	15,000.00	0.05	$15,506.25	8.88	07/15/2015	CYH
COMPLETE PRODUCTION SERVICES I	25,000.00	0.08	$24,562.50	8.00	12/15/2016	CPX
CONOCOPHILLIPS	5,400.00	0.85	$265,086.00	2.20	N/A	COP
COPANO ENERGY LLC / COPANO ENE	30,000.00	0.09	$28,500.00	7.75	06/01/2018	CPNO
COTT BEVERAGES INC	25,000.00	0.08	$25,312.50	8.38	11/15/2017	BCB
CRICKET COMMUNICATIONS INC	40,000.00	0.14	$42,000.00	10.00	07/15/2015	LEAP
CROSSTEX ENERGY LP / CROSSTEX	35,000.00	0.11	$35,131.25	8.88	02/15/2018	XTEX
CVS CAREMARK CORP	9,200.00	0.87	$269,744.00	0.35	N/A	CVS
CYPRESS SHARPRIDGE INVESTMENTS	3,000.00	0.12	$37,980.00	2.20	N/A	CYS
DAE AVIATION HOLDINGS INC	35,000.00	0.11	$34,825.00	11.25	08/01/2015	DAEAVI
DANISH KRONE	0.91	0.00	$0.15	0.00	N/A	DKK
DAVE & BUSTER'S INC	35,000.00	0.11	$35,437.50	11.00	06/01/2018	DAB
DEAN FOODS	25,000.00	0.08	$23,500.00	7.00	06/01/2016	242370AA2
DELTA AIR LINES INC	2.00	0.00	$23.50	0.00	N/A	DAL
DELTA AIR LINES INC	35,000.00	0.12	$37,537.50	11.75	03/15/2015	DAL
DEUTSCHE POST AG	12,563.00	0.59	$183,642.77	0.60	N/A	DPW GR
DIGITAL REALTY TRUST INC	1,200.00	0.22	$69,216.00	1.92	N/A	DLR
DIGITAL REALTY TRUST LP	40,000.00	0.18	$57,325.00	5.50	04/15/2029	DLR CB
DIRECTV	350.00	0.04	$11,872.00	0.00	N/A	DTV
DISH DBS CORP	40,000.00	0.13	$41,800.00	7.88	09/01/2019	DISH
DJO FINANCE LLC / DJO FINANCE	40,000.00	0.13	$41,000.00	11.75	11/15/2014	REABLE
DOMINION RESOURCES INC/VA	110,000.00	0.40	$123,062.50	2.12	12/15/2023	D CB
DON QUIJOTE CO LTD	7,900.00	0.68	$211,869.69	25.00	N/A	7532 JP
DRUMMOND CO INC	40,000.00	0.13	$40,400.00	9.00	10/15/2014	DRUMCO
DRYSHIPS INC	35,000.00	0.08	$25,943.75	5.00	12/01/2014	DRYS
DYNCORP INTERNATIONAL INC	20,000.00	0.06	$20,150.00	10.38	07/01/2017	DCP
DYNEGY HOLDINGS INC	35,000.00	0.08	$24,368.75	7.75	06/01/2019	DYN
E*TRADE FINANCIAL CORP	71,000.00	0.24	$75,792.50	12.50	11/30/2017	ETFC
EDISON INTERNATIONAL	9,300.00	0.95	$294,996.00	1.26	N/A	EIX
EDISON MISSION ENERGY	20,000.00	0.04	$12,900.00	7.00	05/15/2017	EIX
EI DU PONT DE NEMOURS & CO	7,800.00	0.87	$269,802.00	1.64	N/A	DD
EL PASO CORP	5,000.00	0.02	$4,996.85	7.00	06/15/2017	EP
EL PASO CORP	21,000.00	0.07	$21,486.68	6.88	06/15/2014	EP
EL PASO ENERGY CAPITAL TRUST I	1,950.00	0.23	$70,863.00	0.00	N/A	EP C
EL PASO PERFORMANCE-LINKED TRU	46,000.00	0.15	$47,646.02	7.75	07/15/2011	EP
ELWOOD ENERGY LLC	80,176.37	0.24	$76,167.55	8.16	07/05/2026	ELWOOD
ENERGY FUTURE HOLDINGS CORP	20,000.00	0.05	$14,900.00	11.38	11/01/2017	TXU
ENERGY FUTURE HOLDINGS TERM B2	24,607.66	0.06	$18,280.42	3.73	10/10/2014	LN363469
ENTERPRISE PRODUCTS OPERATING	50,000.00	0.19	$60,371.20	9.75	01/31/2014	EPD
ENTERTAINMENT PROPERTIES TRUST	500.00	0.06	$19,035.00	2.60	N/A	EPR
EQUINOX HOLDINGS INC	40,000.00	0.13	$39,750.00	9.50	02/01/2016	EQUNOX
EQUITY RESIDENTIAL	1,200.00	0.16	$49,968.00	1.35	N/A	EQR
ESPRIT HOLDINGS LTD	14,807.00	0.26	$79,531.21	1.44	N/A	330 HK
ESSAR STEEL ALGOMA INC	5,000.00	0.02	$4,775.00	9.38	03/15/2015	ALGCN
EURO	757,918.80	2.98	$926,896.76	0.00	N/A	EURO
EURONET WORLDWIDE INC	165,000.00	0.50	$154,275.00	3.50	10/15/2025	EEFT CB
EUROPEAN BK RECON & DEV	220,000.00	0.39	$121,217.56	9.25	09/10/2012	EBRD
EUROPEAN INVESTMENT BANK	73,000.00	0.20	$62,334.85	6.12	01/23/2017	EIB
EXPRESS LLC & EXPRESS FINANCE	25,000.00	0.08	$25,562.50	8.75	03/01/2018	EXPR
FEDERAL HOME LOAN BANK DISCOUN	25,972.00	0.08	$25,971.92	0.01	07/07/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	103,759.95	0.33	$103,759.12	0.06	07/16/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	104,226.88	0.34	$104,226.06	0.01	07/15/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	231,044.82	0.74	$231,044.12	0.00	07/06/2010	FHLBDN
FEDERAL NATIONAL MORTGAGE ASSO	1,500.00	0.00	$780.00	0.00	N/A	313586745
FEDERAL REALTY INVESTMENT TRUS	100.00	0.02	$7,027.00	2.64	N/A	FRT
FELCOR LODGING LP	40,000.00	0.14	$42,000.00	10.00	10/01/2014	FCH
FHLB DISCOUNT NOTE 7/1/10	308,059.76	0.99	$308,059.75	0.00	07/01/2010	0701PFDIS
FIFTH STREET FINANCE CORP	2,700.00	0.10	$29,781.00	1.28	N/A	FSC
FINMECCANICA SPA	16,467.00	0.55	$170,718.37	0.41	N/A	FNC IM
FIRST DATA CORP	45,000.00	0.11	$34,425.00	9.88	09/24/2015	FDC
FIRST DATA CORP	50,000.00	0.10	$31,000.00	11.25	03/31/2016	FDC
FLEXTRONICS INTERNATIONAL	1,000.00	0.02	$5,600.00	0.00	N/A	FLEX
FMG FINANCE PTY LTD	75,000.00	0.27	$82,875.00	10.62	09/01/2016	30250BAC3
FORD MOTOR CO	65,000.00	0.19	$58,987.50	7.45	07/16/2031	F
FORD MOTOR CREDIT CO LLC	50,000.00	0.19	$57,934.40	12.00	05/15/2015	F
FREEPORT-MCMORAN C & G	20,000.00	0.07	$22,028.58	8.38	04/01/2017	35671DAS4
FTI CONSULTING INC	5,000.00	0.02	$5,025.00	7.62	06/15/2013	FCN
GAYLORD ENTERTAINMENT CO	65,000.00	0.22	$68,087.50	3.75	10/01/2014	GET CB
GCI INC	30,000.00	0.10	$30,075.00	8.62	11/15/2019	GNCMA
GE CAPITAL EUROPEAN FUNDING	1,200,000.00	5.12	$1,591,417.92	5.25	05/18/2015	GE
GE CAPITAL UK FUNDING	114,000.00	0.57	$176,597.28	4.62	01/18/2016	GE
GENERAL ELECTRIC CAPITAL AUSTR	2,000,000.00	5.14	$1,598,800.53	4.77	07/12/2013	GE
GENERAL ELECTRIC CAPITAL CORP	1,000,000.00	0.49	$152,229.52	2.48	02/02/2011	GE
GENERAL MARITIME CORP	40,000.00	0.13	$41,000.00	12.00	11/15/2017	GMR
GENERAL MOTORS	70,000.00	0.07	$21,525.00	7.20	01/15/2011	370442BB0
GENWORTH FINANCIAL	77,000.00	0.17	$53,130.00	6.15	11/15/2066	37247DAG1
GEOEYE INC	100.00	0.01	$3,114.00	0.00	N/A	GEOY
GLOBAL CASH ACCESS LLC/GLOBAL	9,000.00	0.03	$9,056.25	8.75	03/15/2012	GLCASH
GLOBAL CROSSING LTD	55,000.00	0.19	$58,575.00	12.00	09/15/2015	GLBC
GLOBAL GEOPHYSICAL SERVICES IN	20,000.00	0.06	$19,300.00	10.50	05/01/2017	GGS
GMAC INC	45,000.00	0.13	$41,850.00	8.00	12/31/2018	GMAC
GOODYEAR TIRE & RUBBER CO/THE	10,000.00	0.04	$10,925.00	10.50	05/15/2016	GT
GOVERNMENT PROPERTIES INCOME T	900.00	0.07	$22,968.00	1.60	N/A	GOV
GRAY TELEVISION INC	40,000.00	0.13	$39,000.00	10.50	06/29/2015	GTN
GREGGS PLC	22,952.00	0.50	$156,680.32	0.00	N/A	GRG LN
GXS WORLDWIDE INC	40,000.00	0.12	$38,400.00	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING CO INC	60,000.00	0.20	$63,450.00	11.25	06/01/2017	HET
HARRAH'S OPERATING CO INC	80,000.00	0.21	$66,000.00	10.00	12/15/2018	HET
HARRAHS CHESTER DOWNS TERM LOA	14,437.50	0.05	$14,437.50	12.38	12/31/2016	HET
HBOS CAPITAL FUNDING LP	55,000.00	0.12	$38,500.00	6.07	06/29/2049	40411CAA0
HCA INC/DE - PRE 2010 IPO	78,000.00	0.27	$83,655.00	9.62	11/15/2016	HCA
HCP INC	3,100.00	0.32	$99,975.00	1.86	N/A	HCP
HEADWATERS INC	40,000.00	0.13	$40,600.00	11.38	11/01/2014	HW
HEALTH CARE REIT INC	1,975.00	0.27	$83,187.00	2.72	N/A	HCN
HELIX ENERGY SOLUTIONS GROUP I	55,000.00	0.16	$50,875.00	9.50	01/15/2016	HLX
HERCULES OFFSHORE INC	40,000.00	0.11	$35,700.00	10.50	10/15/2017	HERO
HEXION SPECIALTY	57,000.00	0.17	$54,150.00	9.75	11/15/2014	428303AH4
HIGHWOODS PROPERTIES INC	700.00	0.06	$19,432.00	1.70	N/A	HIW
HILCORP ENERGY I LP/HILCORP FI	45,000.00	0.14	$44,662.50	8.00	02/15/2020	HILCRP
HOLLY CORP	35,000.00	0.12	$36,137.50	9.88	06/15/2017	HOC
HOLOGIC INC	105,000.00	0.29	$89,906.25	2.00	12/15/2037	HOLX CB
HONG KONG DOLLAR	175,650.59	0.07	$22,556.47	0.00	N/A	HKONGDOL
HOST HOTELS & RESORTS INC	3,350.00	0.15	$45,158.00	0.04	N/A	HST
HTC CORP	17,000.00	0.72	$224,758.05	26.00	N/A	2498 TT
HUTCHINSON TECHNOLOGY INC	60,000.00	0.16	$48,900.00	3.25	01/15/2026	HTCH CB
INERGY LP/INERGY FINANCE CORP	20,000.00	0.07	$20,350.00	8.25	03/01/2016	NRGY
INTEL CORP	12,800.00	0.80	$248,960.00	0.63	N/A	INTC
INTEL CORP	60,000.00	0.18	$57,300.00	2.95	12/15/2035	INTC CB1
INTELSAT BERMUDA LTD	115,000.00	0.38	$117,012.50	11.25	02/04/2017	INTEL
INTELSAT LUXEMBOURG SA	42,500.00	0.14	$42,606.25	11.50	02/04/2017	INTEL
INTERFACE INC	4,000.00	0.01	$4,125.00	9.50	02/01/2014	458665AJ5
INTERFACE INC	10,000.00	0.04	$11,250.00	11.38	11/01/2013	IFSIA
INTERNATIONAL BANK FOR RECONST	1,443,000.00	3.92	$1,219,817.84	5.75	10/21/2019	IBRD
INTERNATIONAL BUSINESS MACHINE	2,200.00	0.87	$271,656.00	2.60	N/A	IBM
INTERNATIONAL COAL GROUP INC	40,000.00	0.13	$40,200.00	9.12	04/01/2018	ICOUS
INTERNATIONAL GAME TECHNOLOGY	65,000.00	0.23	$71,500.00	3.25	05/01/2014	IGT CB
INTERNATIONAL LEASE FINANCE CO	20,000.00	0.06	$19,000.00	8.75	03/15/2017	AIG
INTERNATIONAL WIRE GROUP INC	35,000.00	0.11	$34,825.00	9.75	04/15/2015	WIREG
INTERTAPE POLYMER US INC	26,000.00	0.07	$21,190.00	8.50	08/01/2014	ITP
INTL BK RECON & DEVELOP	597,000.00	1.35	$419,715.84	5.38	12/15/2014	IBRD
INVERNESS MEDICAL INNOVATIONS	25,000.00	0.08	$25,125.00	9.00	05/15/2016	IMA
INVERNESS MEDICAL INNOVATIONS	85,000.00	0.24	$73,525.00	3.00	05/15/2016	IMA CB
INVESTORS REAL ESTATE TRUST	1,900.00	0.05	$16,777.00	0.69	N/A	IRET
ITOCHU CORP	26,804.00	0.67	$209,598.59	18.00	N/A	8001 JP
JAPANESE YEN	518,498.03	0.02	$5,866.03	0.00	N/A	YENS
JBS USA LLC/JBS USA FINANCE IN	20,000.00	0.07	$22,525.00	11.62	05/01/2014	FRIBOI
JEFFERIES GROUP INC	50,000.00	0.15	$47,125.00	3.88	11/01/2029	JEF CB1
JOHNSON & JOHNSON	4,200.00	0.80	$248,052.00	2.16	N/A	JNJ
JOHNSONDIVERSEY HOLDINGS INC	88,000.00	0.32	$98,120.00	10.50	05/15/2020	JONDIV
JP MORGAN CHASE CAPITAL XXV	197,000.00	0.63	$195,307.38	6.80	10/01/2037	JPM
K HOVNANIAN ENTERPRISES INC	15,000.00	0.03	$10,575.00	7.50	05/15/2016	442488AZ5
K HOVNANIAN ENTERPRISES INC	35,000.00	0.08	$25,725.00	6.25	01/15/2015	442488AU6
KANSAS CITY SOUTHERN DE MEXICO	40,000.00	0.13	$41,600.00	8.00	02/01/2018	KSU
KEY ENERGY SERVICES INC	40,000.00	0.13	$39,950.00	8.38	12/01/2014	KEG
KIMBERLY-CLARK CORP	4,400.00	0.86	$266,772.00	2.64	N/A	KMB
KIMCO REALTY CORP	4,700.00	0.20	$63,168.00	0.64	N/A	KIM
KONINKLIJKE PHILIPS ELECTRONIC	7,400.00	0.71	$220,997.36	0.70	N/A	PHIA NA
KRAFT FOODS INC	9,500.00	0.86	$266,000.00	1.16	N/A	KFT
L-3 COMMUNICATIONS HOLDINGS IN	105,000.00	0.34	$105,525.00	3.00	08/01/2035	LLL CB1
LAFARGE SA	3,134.00	0.55	$170,903.76	2.00	N/A	LG FP
LANDRY'S RESTAURANTS INC	60,000.00	0.20	$62,400.00	11.62	12/01/2015	LNY
LEAP WIRELESS INTERNATIONAL IN	76,000.00	0.21	$64,030.00	4.50	07/15/2014	LEAP CB1
LEVEL 3 COMMUNICATIONS INC	100,000.00	0.31	$96,250.00	5.25	12/15/2011	LVLT CNV
LEVEL 3 FINANCING INC	45,000.00	0.13	$40,050.00	10.00	02/01/2018	LVLT
LEVERAGE SEC DK	-10,725,000.00	-34.49	-$10,725,000.00	0.44	11/29/2010	DKLEV
LEXINGTON REALTY TRUST	3,300.00	0.06	$19,833.00	0.40	N/A	LXP
LEXINGTON REALTY TRUST	50,000.00	0.16	$50,246.00	6.00	01/15/2030	LXP CNVB
LIBERTY MUTUAL GROUP	50,000.00	0.13	$39,297.00	7.00	03/15/2037	53079EAQ7
LIBERTY PROPERTY TRUST	600.00	0.06	$17,310.00	1.90	N/A	LRY
LIFEPOINT HOSPITALS INC	90,000.00	0.27	$84,712.50	3.25	08/15/2025	LPNT CB2
LINEAR TECHNOLOGY CORP	175,000.00	0.55	$172,156.25	3.00	05/01/2027	LLTC CB2
LINN ENERGY LLC/LINN ENERGY FI	40,000.00	0.13	$41,150.00	8.62	04/15/2020	LINE
LIVE NATION ENTERTAINMENT INC	114,000.00	0.31	$95,332.50	2.88	07/15/2027	LYV CB1
LONG TERM RECEIVABLES	-149,347.34	-0.48	-$149,347.34	0.00	N/A	SECNCAHUS
LOWE'S COS INC	11,500.00	0.76	$234,830.00	0.36	N/A	LOW
LTC PROPERTIES INC	700.00	0.05	$16,989.00	1.56	N/A	LTC
LUCENT TECHNOLOGIES CAPITAL TR	120.00	0.28	$86,430.00	0.00	N/A	LUTHP
M/I HOMES INC	20,000.00	0.06	$19,900.00	6.88	04/01/2012	MHO
MACDERMID INC	103,000.00	0.33	$103,515.00	9.50	04/15/2017	MRD
MACERICH CO/THE	389.00	0.05	$14,517.48	2.00	N/A	MAC
MACK-CALI REALTY CORP	3,200.00	0.31	$95,136.00	1.80	N/A	CLI
MACYS RETAIL HLDGS INC	10,000.00	0.03	$10,300.00	10.62	11/01/2010	M
MAGNACHIP SEMICONDUCTOR SA / M	30,000.00	0.10	$30,675.00	10.50	04/15/2018	MX
MANITOWOC CO INC/THE	40,000.00	0.13	$40,200.00	9.50	02/15/2018	MTW
MARATHON OIL CORP	8,800.00	0.88	$273,592.00	1.00	N/A	MRO
MCE FINANCE LTD	50,000.00	0.17	$52,187.50	10.25	05/15/2018	MPEL
MDC PARTNERS INC	20,000.00	0.07	$21,400.00	11.00	11/01/2016	MDCA
MEDTRONIC INC	110,000.00	0.36	$110,825.00	1.62	04/15/2013	MDT CB1
MERCK & CO INC	6.00	0.00	$1,500.00	0.38	N/A	MRK B
MERCK & CO INC/NJ	8,600.00	0.97	$300,742.00	1.52	N/A	MRK
METRO AG	3,698.00	0.61	$188,940.56	1.18	N/A	MEO GR
MGM MIRAGE	25,000.00	0.09	$28,937.50	13.00	11/15/2013	MGM
MGM MIRAGE	110,000.00	0.33	$103,950.00	11.38	03/01/2018	MGM
MILLAR WESTERN	30,000.00	0.08	$25,950.00	7.75	11/15/2013	599908AE0
MIRANT 2.50% CNV (ESCROW)	50,000.00	0.00	$0.00	0.00	N/A	6046759B6
MIRANT AMERICAS GENERATION LLC	100,000.00	0.30	$93,500.00	8.50	10/01/2021	MIR
MIRANT CORP	53.00	0.00	$559.68	0.00	N/A	MIR
MITSUBISHI UFJ FINANCIAL GROUP	46,639.00	0.68	$211,833.94	12.00	N/A	8306 JP
MOBILE MINI INC	363.00	0.02	$5,909.64	0.00	N/A	MINI
MOHEGAN TRIBAL GAMING AUTHORIT	10,000.00	0.02	$7,150.00	6.88	02/15/2015	608328AR1
MOHEGAN TRIBAL GAMING AUTHORIT	25,000.00	0.06	$18,187.50	7.12	08/15/2014	608328AP5
MOTOROLA INC	33,700.00	0.71	$219,724.00	0.00	N/A	MOT
MURRAY ENERGY CORP	40,000.00	0.13	$40,000.00	10.25	10/15/2015	MURREN
MYLAN INC/PA	100.00	0.34	$106,150.00	0.00	N/A	MYL A
MYLAN INC/PA	20,000.00	0.07	$20,500.00	7.88	07/15/2020	MYL
NALCO COMPANY	50,000.00	0.17	$51,500.00	8.88	11/15/2013	629855AH0
NATIONAL GRID PLC	21,634.00	0.51	$157,949.57	0.41	N/A	NG/ LN
NATIONAL OILWELL VARCO INC	7,800.00	0.83	$257,946.00	0.40	N/A	NOV
NATIONAL RETAIL PROPERTIES INC	1,200.00	0.08	$25,728.00	1.50	N/A	NNN
NATIONWIDE HEALTH PROPERTIES I	1,800.00	0.21	$64,386.00	1.80	N/A	NHP
NCL CORP LTD	40,000.00	0.14	$42,000.00	11.75	11/15/2016	STRC
NEW ZEALAND DOLLAR	38,985.43	0.09	$26,728.41	0.00	N/A	NEWZEALND
NEWPAGE CORP	5,000.00	0.01	$4,562.50	11.38	12/31/2014	NEWPAG
NEWPAGE CORP	35,000.00	0.10	$31,937.50	11.38	12/31/2014	NEWPAG
NEXSTAR BROADCASTING INC / MIS	40,000.00	0.13	$40,400.00	8.88	04/15/2017	NXST
NFR ENERGY LLC/NFR ENERGY FINA	40,000.00	0.12	$38,800.00	9.75	02/15/2017	NFREGY
NIELSEN FINANCE LLC / NIELSEN	5,000.00	0.02	$5,487.50	11.62	02/01/2014	VNU
NIELSEN FINANCE LLC / NIELSEN	10,000.00	0.04	$10,975.00	11.50	05/01/2016	VNU
NIELSEN FINANCE LLC / NIELSEN	35,000.00	0.11	$33,512.50	0.00	08/01/2016	65409QAJ1
NII CAPITAL CORP	30,000.00	0.10	$31,725.00	10.00	08/15/2016	NIHD
NII HOLDINGS INC	155,000.00	0.47	$147,056.25	3.12	06/15/2012	NIHD CB
NOKIA OYJ	17,426.00	0.46	$142,047.58	0.40	N/A	NOK1V FH
NORANDA ALUMINIUM ACQUISITION	43,874.32	0.11	$34,002.60	5.37	05/15/2015	NRNDA
NORCRAFT COS LP/NORCRAFT FINAN	30,000.00	0.10	$31,050.00	10.50	12/15/2015	NORCFT
NORCRAFT HOLDINGS LP/NORCRAFT	29,000.00	0.09	$27,586.25	9.75	09/01/2012	NORCFT
NORDEA BANK AB	21,476.00	0.57	$177,107.65	0.25	N/A	NDA1V FH
NORTHROP GRUMMAN CORP	4,600.00	0.81	$250,424.00	1.88	N/A	NOC
NORTHWEST AIRLNS ESCROW (STUB)	15,000.00	0.00	$57.00	10.00	02/01/2011	66799ADP5
NORTHWESTERN CORP	700.00	0.06	$18,340.00	1.36	N/A	NWE
NORWEGIAN KRONE	1,041,778.54	0.51	$160,090.13	0.00	N/A	NOKKRONER
NOVARTIS AG	4,338.00	0.68	$210,233.05	2.10	N/A	NOVN VX
NOVELIS INC/GA	15,000.00	0.05	$15,750.00	11.50	02/15/2015	HINDAL
NOVELIS INC/GA	20,000.00	0.06	$19,400.00	8.25	02/15/2015	67000XAB2
NUVEEN INVESTMENTS INC	132,000.00	0.37	$115,500.00	10.50	11/15/2015	NUVINV
OMEGA HEALTHCARE INVESTORS INC	1,600.00	0.10	$31,888.00	1.28	N/A	OHI
OPTI CANADA INC	30,000.00	0.08	$26,250.00	7.88	12/15/2014	OPCCN
OPTI CANADA INC	58,000.00	0.16	$50,750.00	8.25	12/15/2014	OPCCN
OSI RESTAURANT PARTNERS INC	42,000.00	0.13	$41,265.00	10.00	06/15/2015	OSI
OWENS-BROCKWAY GLASS CONTAINER	140,000.00	0.42	$129,325.00	3.00	06/01/2015	OI CB1
PAETEC HOLDING CORP	15,000.00	0.05	$15,075.00	8.88	06/30/2017	PAET
PAETEC HOLDING CORP	20,000.00	0.06	$19,550.00	9.50	07/15/2015	PAET
PANTRY INC/THE	65,000.00	0.19	$60,450.00	3.00	11/15/2012	PTRY CB
PARMALAT SPA	93,825.00	0.70	$218,097.71	0.06	N/A	PLT IM
PEABODY ENERGY CORP	20,000.00	0.06	$19,600.00	4.75	12/15/2041	BTU CB
PENINSULA GAMING LLC	45,000.00	0.14	$45,000.00	10.75	08/15/2017	PENGAM
PENSON WORLDWIDE INC	40,000.00	0.13	$39,800.00	12.50	05/15/2017	PNSN
PETROHAWK ENERGY CORP	40,000.00	0.13	$40,300.00	7.88	06/01/2015	HAWK
PETROLEO BRASILEIRO SA	5,700.00	0.55	$169,860.00	0.15	N/A	PBR/A
PETROLEUM DEVELOPMENT CORP	40,000.00	0.13	$41,500.00	12.00	02/15/2018	PETD
PFIZER INC	18,616.00	0.85	$265,464.16	0.72	N/A	PFE
PINNACLE ENTERTAINMENT INC	25,000.00	0.07	$23,281.25	8.75	05/15/2020	PNK
PIONEER DRILLING CO	20,000.00	0.06	$19,700.00	9.88	03/15/2018	PDC
PLASTIPAK HOLDINGS INC	10,000.00	0.04	$11,150.00	10.62	08/15/2019	PLASPK
PLUM CREEK TIMBER CO INC	1,520.00	0.17	$52,485.60	1.68	N/A	PCL
PLY GEM INDUSTRIES INC	45,000.00	0.15	$45,787.50	13.12	07/15/2014	PLYGEM
POKAGON GAMING AUTHORITY	15,000.00	0.05	$15,600.00	10.38	06/15/2014	POKAGO
PORT TOWNSEND (REST) PREFERRED	20.00	0.00	$0.00	0.00	N/A	735999005
PORT TOWNSEND (RESTRICTED)	100.00	0.00	$1.00	0.00	N/A	73545Q101
PORT TOWNSEND PRIVATE NOTE	29,312.08	0.07	$21,251.26	7.32	08/27/2012	735999015
PORT TOWNSEND WARRANT	20.00	0.00	$0.20	0.00	N/A	735999025
POTLATCH CORP	1,730.00	0.20	$61,812.90	2.04	N/A	PCH
PPR	1,320.00	0.53	$163,987.86	3.30	N/A	PP FP
PQ CORP TERM LOAN	45,000.00	0.13	$40,950.00	6.73	07/30/2015	PQCOR
PREGIS CORP	83,000.00	0.27	$82,481.25	13.38	10/15/2013	PREGIS
PRIMUS TELECOMMUNICATIONS HOLD	36,000.00	0.12	$36,000.00	13.00	12/15/2016	PMUG
PROGRESS ENERGY INC	7,200.00	0.91	$282,384.00	2.48	N/A	PGN
PUBLIC STORAGE	1,150.00	0.33	$101,096.50	3.20	N/A	PSA
PUBLICIS GROUPE SA	4,788.00	0.61	$191,007.85	0.60	N/A	PUB FP
PUGET SOUND ENERGY INC	25,000.00	0.07	$22,976.45	6.97	06/01/2067	PSD
QUEBEC PROVINCE	7,000.00	0.02	$6,852.70	4.50	12/01/2019	74814ZEE9
QUEST DIAGNOSTICS INC/DE	5,300.00	0.85	$263,781.00	0.40	N/A	DGX
QUICKSILVER RESOURCES INC	55,000.00	0.16	$51,012.50	7.12	04/01/2016	74837RAC8
QUINTILES TRANSNATIONAL CORP	20,000.00	0.06	$20,150.00	9.50	12/30/2014	QTRN
QWEST COMMUNICATIONS INTERNATI	15,000.00	0.05	$15,112.50	7.50	02/15/2014	QUS
QWEST CORP	20,000.00	0.07	$21,950.00	8.38	05/01/2016	QUS
RADIATION THERAPY SERVICES INC	40,000.00	0.12	$38,600.00	9.88	04/15/2017	RTSX
RADNET INC	40,000.00	0.12	$36,200.00	10.38	04/01/2018	RDNT
RAMCO-GERSHENSON PROPERTIES TR	1,600.00	0.05	$16,160.00	0.65	N/A	RPT
RAYONIER TRS HOLDINGS INC	135,000.00	0.45	$140,231.25	3.75	10/15/2012	RYN CB
RBS GLOBAL/REXNORD COR	45,000.00	0.15	$47,137.50	11.75	08/01/2016	75524DAD2
REPUBLIC OF KOREA	140,000.00	0.53	$165,405.45	4.25	12/07/2021	KOREA
REXAM PLC	45,026.00	0.65	$202,645.15	0.09	N/A	REX LN
RITE AID CORP	25,000.00	0.07	$20,562.50	9.38	12/15/2015	767754BQ6
ROUND ONE CORP	13,101.00	0.23	$72,052.64	20.00	N/A	4680 JP
ROVI CORP	105,000.00	0.35	$107,362.50	2.62	03/15/2040	ROVI CB1
ROYAL CARIBBEAN CRUISES LTD	20,000.00	0.06	$19,550.00	6.88	12/01/2013	780153AP7
RSC EQUIPMENT RENTAL INC	20,000.00	0.06	$19,975.00	9.50	12/01/2014	RSC
RSC EQUIPMENT RENTAL INC/RSC H	20,000.00	0.07	$20,300.00	10.25	11/15/2019	RRR
RYERSON INC	25,000.00	0.08	$23,375.00	7.72	11/01/2014	RYI
RYERSON INC	35,000.00	0.12	$35,962.50	12.25	11/01/2015	RYI
SAFEWAY INC	13,100.00	0.83	$257,546.00	0.48	N/A	SWY
SANDISK CORP	65,000.00	0.19	$58,093.75	1.00	05/15/2013	SNDK CB
SANDRIDGE ENERGY INC	30,000.00	0.09	$28,650.00	8.75	01/15/2020	SD
SANDRIDGE ENERGY INC	30,000.00	0.10	$30,600.00	9.88	05/15/2016	SD
SANMINA-SCI CORP	36,000.00	0.11	$35,640.00	8.12	03/01/2016	800907AK3
SANOFI-AVENTIS SA	2,881.00	0.56	$173,529.04	2.40	N/A	SAN FP
SBA COMMUNICATIONS CORP	65,000.00	0.27	$83,362.50	4.00	10/01/2014	SBAC CB2
SEALY CORP	10,000.00	0.04	$11,100.00	10.88	04/15/2016	ZZ
SECURITIZED NET CASH - ACR1	354,674.37	1.14	$354,674.37	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	78,121.24	0.01	$3,320.14	0.00	N/A	SECLENDPL
SELECT MEDICAL CORP	25,000.00	0.08	$23,625.00	7.62	02/01/2015	SELMED
SERVICEMASTER CO/THE	50,000.00	0.17	$52,000.00	10.75	07/15/2015	SVM
SHAW COMMUNICATION	1,000,000.00	3.09	$960,281.82	6.75	11/09/2039	SJRCN
SHINGLE SPRINGS	45,000.00	0.12	$35,887.50	9.38	06/15/2015	82459AAA9
SIMON PROPERTY GROUP INC	2,313.00	0.60	$186,774.75	2.40	N/A	SPG
SINCLAIR TELEVISION GROUP INC	30,000.00	0.10	$30,450.00	9.25	11/01/2017	SBGI
SINGAPORE AIRLINES LTD	22,550.00	0.75	$233,790.49	0.12	N/A	SIA SP
SINGAPORE DOLLAR	1,187.34	0.00	$848.40	0.00	N/A	SINGDOLL
SINO-FOREST CORP	95,000.00	0.31	$97,731.25	5.00	08/01/2013	TRECN
SITEL LLC/SITEL FINANCE CORP	40,000.00	0.12	$37,200.00	11.50	04/01/2018	SITEL
SMITHFIELD FOODS	20,000.00	0.06	$19,200.00	7.75	07/01/2017	832248AQ1
SOHU.COM INC	4,600.00	0.61	$189,014.00	0.00	N/A	SOHU
SOLAR CAPITAL LTD	8,100.00	0.50	$156,006.00	2.40	N/A	SLRC
SOLO CUP CO	20,000.00	0.06	$18,050.00	8.50	02/15/2014	834260AB7
SPRINT CAPITAL	65,000.00	0.20	$62,400.00	8.75	03/15/2032	852060AT9
STANDARD CHARTERED PLC	8,960.00	0.70	$218,202.40	0.69	N/A	STAN LN
STANDARD PACIFIC CORP	15,000.00	0.05	$16,125.00	10.75	09/15/2016	SPF
STANDARD PACIFIC CORP	35,000.00	0.10	$31,412.50	6.00	10/01/2012	SPF CB1
STARWOOD PROPERTY TRUST INC	3,200.00	0.17	$54,240.00	1.00	N/A	STWD
STEEL DYNAMICS INC	30,000.00	0.10	$30,000.00	7.62	03/15/2020	STLD
SUNGARD DATA SYSTEMS INC	35,000.00	0.12	$36,312.50	10.25	08/15/2015	SDSINC
SUSSER HOLDINGS LLC / SUSSER F	35,000.00	0.11	$35,175.00	8.50	05/15/2016	SUSS
SVB FINANCIAL GROUP	45,000.00	0.15	$45,787.50	3.88	04/15/2011	SIVB CB
SWEDISH KRONA	71.53	0.00	$9.18	0.00	N/A	SWKRONOR
SWISS FRANC	335.07	0.00	$310.87	0.00	N/A	SWFRANCS
TAUBMAN CENTERS INC	400.00	0.05	$15,052.00	1.66	N/A	TCO
TECHTRONIC INDUSTRIES CO	229,000.00	0.57	$178,424.85	0.07	N/A	669 HK
TECK RESOURCES LTD	15,000.00	0.06	$17,720.01	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	15,000.00	0.06	$18,407.18	10.75	05/15/2019	TCKCN
TELCORDIA TECHNOLOGIES INC	40,000.00	0.12	$38,200.00	11.00	05/01/2018	TELCOR
TELECOM ITALIA CAPITAL	98,000.00	0.32	$99,018.71	5.25	10/01/2015	87927VAQ1
TELEPERFORMANCE	7,719.00	0.62	$192,830.30	0.33	N/A	RCF FP
TELESAT CANADA / TELESAT LLC	25,000.00	0.09	$27,125.00	11.00	11/01/2015	TELSAT
TELESAT CANADA / TELESAT LLC	50,000.00	0.18	$56,250.00	12.50	11/01/2017	TELSAT
TELSTRA CORP LTD	34,971.00	0.31	$95,276.84	0.40	N/A	TLS AU
TELUS CORP	7,187.00	0.87	$271,208.82	2.00	N/A	T CN
TERREMARK WORLDWIDE INC	35,000.00	0.13	$39,550.00	12.00	06/15/2017	TMRK
TEXAS COMPETITIVE ELECTRIC HOL	60,000.00	0.13	$39,900.00	10.50	11/01/2015	TXU
THERMADYNE HOLDINGS CORP	40,000.00	0.13	$40,700.00	11.50	02/01/2014	THMD
TOMKINS PLC	59,755.00	0.65	$200,657.72	0.14	N/A	TOMK LN
TOPS MARKETS LLC	30,000.00	0.10	$31,050.00	10.12	10/15/2015	TOMA
TOTAL SA	1,787.00	0.26	$79,776.08	2.28	N/A	FP FP
TOYOTA MOTOR CORP	5,621.00	0.62	$193,184.61	20.00	N/A	7203 JP
TRANSOCEAN INC	55,000.00	0.17	$53,556.25	1.62	12/15/2037	RIG CB
TRAVELERS COS INC/THE	5,600.00	0.89	$275,800.00	1.44	N/A	TRV
TREASURY BILL	75,746.10	0.24	$75,743.45	0.05	07/15/2010	B
TREASURY BILL	135,355.30	0.44	$135,355.31	0.01	07/01/2010	B
TRIMAS CORP	30,000.00	0.10	$30,525.00	9.75	12/15/2017	TRS
TXU CORP	30,000.00	0.07	$21,461.25	5.55	11/15/2014	873168AL2
UMBRELLA ACQ 144A	26,313.00	0.07	$22,037.14	9.75	03/15/2015	904201AA8
UNICREDIT SPA	98,152.00	0.70	$217,133.56	0.03	N/A	UCG IM
UNITED AIR LINES INC	60,000.00	0.20	$62,700.00	12.00	11/01/2013	UAUA
UNIVERSAL HOSPITAL SERVICES IN	20,000.00	0.06	$19,800.00	8.50	06/01/2015	UHOS
UNIVISION COMMUNICATIONS INC	25,000.00	0.09	$26,937.50	12.00	07/01/2014	UVN
US ONCOLOGY HOLDINGS INC	42,000.00	0.13	$39,270.00	6.64	03/15/2012	USON
US TREASURY N/B	130,000.00	0.47	$146,148.47	4.62	02/15/2040	T
USG CORP	10,000.00	0.03	$10,450.00	9.75	08/01/2014	USG
USGEN ESCROW TRACKING POSITION	50,000.00	0.00	$0.00	0.00	N/A	91799ALA7
VALE SA	7,000.00	0.55	$170,450.00	0.24	N/A	VALE
VALLOUREC SA	1,097.00	0.61	$189,151.75	3.50	N/A	VK FP
VENTAS INC	1,725.00	0.26	$80,988.75	2.14	N/A	VTR
VERISIGN INC	95,000.00	0.28	$86,331.25	3.25	08/15/2037	VRSN CB1
VERIZON COMMUNICATIONS INC	10,100.00	0.91	$283,002.00	1.90	N/A	VZ
VERSO PAPER HOLDINGS LLC / VER	35,000.00	0.10	$30,012.50	11.38	08/01/2016	92531XAF9
VIASAT INC	20,000.00	0.07	$20,450.00	8.88	09/15/2016	VSAT
VIDEOTRON LTEE	15,000.00	0.05	$16,350.00	9.12	04/15/2018	QBRCN
VIRGIN MEDIA INC	40,000.00	0.15	$47,050.00	6.50	11/15/2016	VMED CNVB
VISKASE COS INC	5,000.00	0.02	$5,050.00	9.88	01/15/2018	VKSC
VISKASE COS INC	40,000.00	0.13	$40,400.00	9.88	01/15/2018	VKSC
VIVENDI SA	9,592.00	0.63	$194,945.41	1.40	N/A	VIV FP
VODAFONE GROUP PLC	51,645.88	0.34	$106,394.56	0.09	N/A	VOD LN
VORNADO REALTY TRUST	1,528.00	0.36	$111,467.60	2.60	N/A	VNO
W2007 GRACE ACQUISITION I INC	10,000.00	0.00	$1,500.00	0.00	N/A	GRACE
WASTE MANAGEMENT INC	8,100.00	0.82	$253,449.00	1.26	N/A	WM
WEINGARTEN REALTY INVESTORS	700.00	0.04	$13,335.00	1.04	N/A	WRI
WEST CORP/OLD	40,000.00	0.13	$40,900.00	11.00	10/15/2016	952355AF2
WILLIAMS COS INC/THE	13,200.00	0.78	$241,296.00	0.50	N/A	WMB
WIND ACQUISITION FINANCE SA	50,000.00	0.17	$51,500.00	11.75	07/15/2017	WINDIM
WINDSTREAM CORP	10,000.00	0.03	$9,812.50	7.88	11/01/2017	WIN
XEROX CORP	30,200.00	0.78	$242,808.00	0.17	N/A	XRX
XL CAPITAL LTD	25,000.00	0.06	$17,500.00	6.50	12/31/2049	XL
XM SATELLITE RADIO HOLDINGS IN	90,000.00	0.32	$98,775.00	13.00	08/01/2013	XMSR
YANKEE ACQUISITION CORP/MA	40,000.00	0.13	$40,900.00	9.75	02/15/2017	YCC
YUE YUEN INDUSTRIAL HOLDINGS L	58,000.00	0.58	$180,018.01	0.89	N/A	551 HK

-0.03 of the fund was hedged out of AUD/USD FWD 20100702 USD

-5.96 of the fund was hedged out of AUD/USD HSB 08/03/10

-0.04 of the fund was hedged out of CAD/USD FWD 20100702 USD

-0.03 of the fund was hedged out of CAD/USD FWD 20100706 USD

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

0.20 of the fund was hedged out of CHF/USD FWD 20100701 USD

-0.14 of the fund was hedged out of EUR/USD FWD 20100701 USD

-0.31 of the fund was hedged out of EUR/USD FWD 20100702 USD

-1.20 of the fund was hedged out of EUR/USD HSB 08/03/10

-5.90 of the fund was hedged out of EUR/USD MRS 08/03/10

-0.11 of the fund was hedged out of GBP/USD FWD 20100702 USD

-4.68 of the fund was hedged out of GBP/USD HSB 08/03/10

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

-0.09 of the fund was hedged out of HKD/USD FWD 20100702 USD

-0.13 of the fund was hedged out of JPY/USD FWD 20100702 USD

-4.88 of the fund was hedged out of NOK/USD HSB 08/03/10

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

-0.03 of the fund was hedged out of SGD/USD FWD 20100702 USD