Delaware Enhanced Global Dividend and Income Fund

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

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

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

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

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol
ABBOTT LABORATORIES	10,900.00	0.37	$588,491.00	1.60	N/A	ABT
ACCELLENT INC	100,000.00	0.06	$96,750.00	10.50	12/01/2013	00430XAB3
ACHMEA HYPOTHEEKBANK NV	110,000.00	0.07	$109,908.92	3.20	11/03/2014	ACHMEA
ADVANCED MICRO DEVICES INC	840,000.00	0.48	$760,200.00	6.00	05/01/2015	AMD CB1
AES CORP/THE	30,000.00	0.02	$30,937.50	8.00	10/15/2017	AES
AES CORP/THE	105,000.00	0.07	$107,100.00	7.75	03/01/2014	AES
AFFINION GROUP INC	100,000.00	0.07	$105,250.00	11.50	10/15/2015	AFFINI
AGRIUM INC	14,100.00	0.55	$867,150.00	0.11	N/A	AGU
AHMAT 2009-ADV3 A1	40,000.00	0.03	$40,152.00	2.19	10/06/2021	AHMAT
ALASKA COMMUNICATIONS SYSTEMS	1,000,000.00	0.58	$918,750.00	5.75	03/01/2013	ALSK CB
ALCATEL-LUCENT USA INC	45,000.00	0.03	$44,831.25	2.75	06/15/2023	ALUFP CB1
ALGOMA ACQUISITION CORP	160,000.00	0.09	$137,000.00	9.88	06/15/2015	AGACN
ALLIANCE HEALTHCARE SERVICES I	5,987.00	0.02	$34,185.77	0.00	N/A	AIQ
ALLIANCE HEALTHCARE SERVICES I	65,000.00	0.04	$63,700.00	8.00	12/01/2016	AIQ
ALLIANCE ONE INTERNATIONAL INC	35,000.00	0.02	$36,925.00	10.00	07/15/2016	AOI
ALLIANCE ONE INTERNATIONAL INC	170,000.00	0.11	$179,350.00	10.00	07/15/2016	AOI
ALLIED WASTE NORTH AMERICA INC	10,000.00	0.01	$10,627.92	6.88	06/01/2017	AW
ALLIED WASTE NORTH AMERICA INC	105,000.00	0.07	$111,968.12	7.12	05/15/2016	AW
ALLISON TRANSMISSION 144A	200,000.00	0.13	$211,000.00	11.00	11/01/2015	019736AA5
ALLSTATE CORP/THE	20,000.00	0.38	$600,800.00	0.80	N/A	ALL
AMEREN CORP	15,000.00	0.01	$16,863.74	8.88	05/15/2014	AEE
AMERICAN AXLE & MANUFACTURING	50,000.00	0.03	$51,000.00	9.25	01/15/2017	AXL
AMERICAN AXLE & MFG INC	85,000.00	0.05	$72,250.00	7.88	03/01/2017	02406PAF7
AMERICAN ELECTRIC POWER CO INC	17,000.00	0.38	$591,430.00	1.64	N/A	AEP
AMERICAN TOWER CORP	50,000.00	0.04	$55,625.00	7.00	10/15/2017	AMT
AMERICAN TRANSMISSION SYSTEMS	30,000.00	0.02	$29,688.81	5.25	01/15/2022	FE
AMH HOLDINGS INC	85,000.00	0.05	$82,450.00	11.25	03/01/2014	SIDE
AMTT 2007-1A AFX	75,000.00	0.05	$77,062.50	5.42	04/15/2037	AMTT
AMTT 2007-1A D	25,000.00	0.02	$25,500.00	5.96	04/15/2037	AMTT
ANADARKO PETROLEUM CORP	9,500.00	0.38	$592,990.00	0.36	N/A	APC
ANNALY CAPITAL MANAGEMENT INC	2,600.00	0.03	$45,110.00	2.76	N/A	NLY
ANTERO RESOURCES FINANCE CORP	110,000.00	0.07	$112,750.00	9.38	12/01/2017	ANTERO
AQUILEX HOLDINGS LLC/AQUILEX F	100,000.00	0.06	$100,250.00	11.12	12/15/2016	AQUILE
ARCELORMITTAL	9,737.00	0.28	$444,452.35	0.75	N/A	MT NA
ARCELORMITTAL	40,000.00	0.03	$51,820.96	9.85	06/01/2019	MTNA
ARCELORMITTAL	50,000.00	0.03	$51,676.25	6.12	06/01/2018	MTNA
ARCHER-DANIELS-MIDLAND CO	19,300.00	0.38	$604,283.00	0.56	N/A	ADM
ARVINMERITOR INC	170,000.00	0.10	$163,200.00	8.12	09/15/2015	ARM
ARVINMERITOR INC	380,000.00	0.18	$284,050.00	4.00	02/15/2027	ARM CB
ASAHI GLASS CO LTD	77,000.00	0.46	$732,901.85	16.00	N/A	5201 JP
ASHTEAD CAPITAL 144A	100,000.00	0.06	$100,625.00	9.00	08/15/2016	045054AA1
ASSOCIATED MATERIALS LLC/ASSOC	15,000.00	0.01	$15,900.00	9.88	11/15/2016	SIDE
ASTELLAS PHARMA INC	17,500.00	0.41	$653,325.82	125.00	N/A	4503 JP
ASTRAZENECA PLC	6,816.00	0.20	$320,301.54	1.26	N/A	AZN LN
AT&T INC	21,300.00	0.38	$597,039.00	1.64	N/A	T
AUCTION PASS THROUGH TRUST	200,000.00	0.00	$0.00	0.00	N/A	050698208
AUSTRALIAN DOLLAR	1,811,576.96	1.03	$1,627,248.88	0.00	N/A	AUD
AUTOLIV INC	20,800.00	0.57	$901,888.00	0.00	N/A	ALV
AVIS BUDGET CAR RENTAL LLC/AVI	125,000.00	0.07	$117,500.00	8.00	05/15/2016	053773AF4
AVIS BUDGET CAR RENTAL LLC/AVI	185,000.00	0.11	$176,675.00	7.88	05/15/2014	CAR
AXA SA	26,358.00	0.39	$618,039.22	0.39	N/A	CS FP
BAC CAPITAL TRUST XIV	205,000.00	0.09	$142,987.50	5.63	12/31/2049	05518VAA3
BACM 2004-3 A5	50,000.00	0.03	$50,366.26	5.40	06/10/2039	BACM
BACM 2004-5 A3	475,000.00	0.30	$478,033.26	4.56	11/10/2041	BACM
BACM 2005-1 A3	80,124.14	0.05	$80,114.37	4.88	11/10/2042	BACM
BACM 2005-6 A4	180,000.00	0.11	$176,774.63	5.18	09/10/2047	BACM
BACM 2005-6 AM	25,000.00	0.01	$21,327.56	5.18	09/10/2047	BACM
BACM 2007-4 AM	40,000.00	0.02	$28,870.94	5.81	02/10/2051	BACM
BAE SYSTEMS HOLDINGS INC	30,000.00	0.02	$30,943.08	5.20	08/15/2015	05523UAD2
BANCO NACIONAL DE DESENVOLVIME	500,000.00	0.34	$538,125.00	6.37	06/16/2018	BNDES
BANCO SANTANDER SA	47,117.00	0.49	$777,561.20	0.64	N/A	SAN SM
BANK OF AMERICA	140,000.00	0.09	$134,979.32	1.28	N/A	060505DR2
BANK OF AMERICA CORP	20,000.00	0.01	$19,279.80	8.12	12/29/2049	060505DT8
BANK OF NEW YORK MELLON CORP/T	21,500.00	0.38	$601,355.00	0.36	N/A	BK
BARBADOS GOVERNMENT INTERNATIO	2,000,000.00	1.08	$1,699,492.00	6.62	12/05/2035	BARBAD
BARCLAYS BANK PLC	100,000.00	0.06	$101,929.10	6.05	12/04/2017	BACR
BAUSCH & LOMB INC	205,000.00	0.14	$217,300.00	9.88	11/01/2015	BOL
BAYERISCHE MOTOREN WERKE AG	16,932.00	0.49	$774,603.39	0.30	N/A	BMW GR
BB&T CORP	23,000.00	0.37	$583,510.00	0.60	N/A	BBT
BEAZER HOMES USA INC	130,000.00	0.08	$127,400.00	8.62	05/15/2011	07556QAE5
BEAZER HOMES USA INC	170,000.00	0.10	$158,525.00	4.62	06/15/2024	BZH CB
BECKMAN COULTER INC	40,000.00	0.03	$43,660.48	6.00	06/01/2015	BEC
BECKMAN COULTER INC	40,000.00	0.03	$45,410.20	7.00	06/01/2019	BEC
BIOMET INC	125,000.00	0.09	$138,750.00	11.62	10/15/2017	BMET
BLACKSTONE GROUP LP	4,000.00	0.03	$52,480.00	1.20	N/A	BX
BP PLC	59,264.00	0.36	$573,268.73	0.38	N/A	BP/ LN
BRISTOL-MYERS SQUIBB CO	22,700.00	0.36	$573,175.00	1.24	N/A	BMY
BRISTOW GROUP INC	875,000.00	0.50	$788,593.75	3.00	06/15/2038	BRS CB
BRITISH LAND CO PLC	27,905.00	0.14	$215,229.41	0.29	N/A	BLND LN
BRITISH POUNDS	63,917.02	0.07	$103,299.49	0.00	N/A	POUNDS
BSARM 2007-1 3A2	233,059.45	0.02	$32,289.45	5.74	02/25/2047	BSARM
BSCMS 2005-PW10 A4	100,000.00	0.06	$97,999.68	5.40	12/11/2040	BSCMS
BSCMS 2005-T20 A4A	230,000.00	0.14	$225,722.00	5.15	10/12/2042	07387BCL5
BSCMS 2006-PW12 A4	25,000.00	0.02	$25,385.89	5.72	09/11/2038	BSCMS
BSCMS 2006-PW14 A4	60,000.00	0.04	$57,653.64	5.20	12/11/2038	BSCMS
BSCMS 2007-PW15 A4	75,000.00	0.04	$64,723.05	5.33	02/11/2044	BSCMS
BSCMS 2007-T28 A4	65,000.00	0.04	$62,601.27	5.74	09/11/2042	BSCMS
BUILDING MAT COR	155,000.00	0.10	$154,225.00	7.75	08/01/2014	120111BC2
BURLINGTON COAT FACTORY INVEST	215,000.00	0.14	$216,075.00	14.50	10/15/2014	BCFACT
BURLINGTON COAT FACTORY WAREHO	70,000.00	0.05	$72,625.00	11.12	04/15/2014	121579AB2
BWAY CORP	195,000.00	0.13	$207,187.50	10.00	04/15/2014	BWY
C8 CAPITAL SPV 144A	140,000.00	0.06	$97,387.92	6.64	12/31/2049	12518TAA4
CABLEVISION SYSTEMS CORP	75,000.00	0.05	$78,468.75	8.62	09/15/2017	CVC
CALIFORNIA ST	70,000.00	0.04	$66,462.90	7.30	10/01/2039	CAS
CALIFORNIA ST	110,000.00	0.07	$108,450.10	7.55	04/01/2039	CAS
CALIFORNIA STEEL INDUSTRIES IN	135,000.00	0.08	$127,237.50	6.12	03/15/2014	CALSTL
CAMBRIDGE INDUSTRIAL TRUST	1,170,000.00	0.24	$372,289.99	0.05	N/A	CREIT SP
CAMDEN PROPERTY TRUST	3,900.00	0.10	$165,243.00	1.80	N/A	CPT
CANADIAN DOLLAR	-69,326.99	-0.04	-$65,984.85	0.00	N/A	CANDOLLAR
CAPITAL ONE CAPITAL V	200,000.00	0.15	$233,103.00	10.25	08/15/2039	COF
CAPITAL ONE FINANCIAL CORP	150,000.00	0.11	$169,995.75	7.38	05/23/2014	COF
CARAT 2007-3 A3A	44,196.20	0.03	$44,826.07	5.02	09/15/2011	CARAT
CARDINAL HEALTH INC	18,200.00	0.37	$586,768.00	0.70	N/A	CAH
CARDTRONICS INC	85,000.00	0.06	$87,868.75	9.25	08/15/2013	CATM
CAREFUSION CORP	105,000.00	0.07	$112,607.25	6.38	08/01/2019	CAH
CARROLS CORP	50,000.00	0.03	$51,000.00	9.00	01/15/2013	TAST
CASELLA WASTE SYSTEMS INC	305,000.00	0.19	$302,712.50	9.75	02/01/2013	CWST
CASH	6,383,966.80	4.05	$6,383,966.80	0.00	12/15/2038	US-CASH
CCH II LLC / CCH II CAPITAL CO	115,000.00	0.09	$135,987.50	13.50	11/30/2016	CHTR
CEMEX FINANCE LLC	140,000.00	0.09	$147,350.00	9.50	12/14/2016	CEMEX
CENGAGE LEARNING ACQUISITIONS	80,000.00	0.05	$76,900.00	10.75	01/15/2015	TLACQ
CENTURY ALUMINUM CO	30,000.00	0.02	$28,837.50	1.75	08/01/2024	CENX CB
CENTURY ALUMINUM CO	111,100.00	0.07	$108,878.00	8.00	05/15/2014	CENX
CFAT 2007-A A3A	8,206.51	0.01	$8,353.40	5.34	06/25/2012	CFAT
CFAT 2008-A A3	60,000.00	0.04	$61,406.09	4.94	04/25/2014	CFAT
CGI GROUP INC	120,921.00	1.04	$1,638,904.53	0.00	N/A	GIB/A CN
CHAIT 2005-A7 A7	45,000.00	0.03	$46,639.46	4.55	03/15/2013	CHAIT
CHARTER COMMUNICATIONS OPERATI	125,000.00	0.09	$140,625.00	10.88	09/15/2014	CHTR
CHESAPEAKE ENERGY CORP	140,000.00	0.10	$154,350.00	9.50	02/15/2015	CHK
CHESAPEAKE ENERGY CORP	750,000.00	0.36	$570,937.50	2.25	12/15/2038	CHK CB
CHEVRON CORP	7,700.00	0.38	$592,823.00	2.72	N/A	CVX
CHIMERA INVESTMENT CORP	12,100.00	0.03	$46,948.00	0.48	N/A	CIM
CHUNGHWA TELECOM CO LTD	33,902.00	0.40	$629,560.14	1.06	N/A	CHT
CIE DE SAINT-GOBAIN	16,056.00	0.55	$869,824.85	1.00	N/A	SGO FP
CINCINNATI BELL INC	100,000.00	0.06	$102,000.00	8.25	10/15/2017	CBB
CITIGROUP CAPITAL XXI	100,000.00	0.06	$96,750.00	8.30	12/21/2057	173094AA1
CITIGROUP INC	65,000.00	0.04	$66,442.74	6.01	01/15/2015	C
CITIGROUP INC	80,000.00	0.05	$85,284.16	6.50	08/19/2013	C
CITIZENS COMMUNICATIONS CO	120,000.00	0.07	$114,000.00	7.12	03/15/2019	CZN
CITY NATIONAL CAPITAL TRUST I	140,000.00	0.09	$149,076.20	9.62	02/01/2040	CYN
CLEAR CHANNEL COMMUNICATIONS I	155,000.00	0.08	$122,450.00	10.75	08/01/2016	CCU
CLEARWIRE COMMUNICATIONS LLC/C	140,000.00	0.09	$142,800.00	12.00	12/01/2015	CLWR
CLEARWIRE CORP	140,000.00	0.09	$142,800.00	12.00	12/01/2015	CLWR
CMLTI 2007-AR8 1A3A	82,650.40	0.04	$58,983.75	5.82	08/25/2037	CMLTI
CMSI 2006-4 3A1	34,822.69	0.02	$33,342.73	5.50	08/25/2021	CMSI
CMSI 2007-1 2A1	201,739.46	0.11	$172,535.33	5.50	01/25/2022	CMSI
CNH 2008-A A3	11,000.03	0.01	$11,146.56	4.12	05/15/2012	CNH
CNH 2008-A A4A	30,000.00	0.02	$31,074.55	4.93	08/15/2014	CNH
CNH 2008-B A3A	25,514.51	0.02	$25,936.04	4.78	07/16/2012	CNH
CNH 2009-C A3	15,000.00	0.01	$14,941.48	1.85	12/16/2013	CNH
CNOOC LTD	503,000.00	0.50	$783,614.60	0.40	N/A	883 HK
COCA-COLA AMATIL LTD	81,275.00	0.53	$837,989.23	0.58	N/A	CCL AU
COLUMBUS INTERNATIONAL INC	130,000.00	0.09	$137,150.00	11.50	11/20/2014	COLUIF
COMCAST	45,000.00	0.03	$46,277.42	4.95	06/15/2016	20030NAG6
COMCAST CORP	45,000.00	0.03	$50,470.52	6.50	01/15/2015	CMCSA
COMERICA INC	20,100.00	0.38	$594,357.00	0.20	N/A	CMA
COMM 2005-C6 A5A	95,000.00	0.06	$92,240.22	5.12	06/10/2044	COMM
COMPLETE PRODUCTION SERVICES I	130,000.00	0.08	$128,862.50	8.00	12/15/2016	CPX
CONOCOPHILLIPS	11,700.00	0.38	$597,519.00	2.00	N/A	COP
COPANO ENERGY LLC / COPANO ENE	125,000.00	0.08	$125,937.50	7.75	06/01/2018	CPNO
CORIO NV	2,648.00	0.11	$180,168.82	2.64	N/A	CORA NA
CORNELL COS INC	60,000.00	0.04	$61,575.00	10.75	07/01/2012	CRN
CORPORATE OFFICE PROPERTIES LP	330,000.00	0.20	$320,925.00	3.50	09/15/2026	OFC CVB
COTT BEVERAGES INC	85,000.00	0.06	$87,975.00	8.38	11/15/2017	BCB
COX COMMUNICATIONS INC	10,000.00	0.01	$10,626.21	6.95	06/01/2038	COXENT
COX COMMUNICATIONS INC	25,000.00	0.02	$26,499.33	5.88	12/01/2016	COXENT
CPM HOLDINGS INC	40,000.00	0.03	$42,400.00	10.62	09/01/2014	CPMH
CRICKET COMMUNICATIONS INC	300,000.00	0.19	$303,000.00	9.38	11/01/2014	LEAP
CRMSI 2006-3 A5	100,000.00	0.04	$62,247.18	5.95	11/25/2036	CRMSI
CS INTERNATIONAL FOR CITY OF K	1,000,000.00	0.47	$740,000.00	8.25	11/26/2012	CITKIE
CVS CAREMARK CORP	15,000.00	0.01	$16,442.94	6.60	03/15/2019	CVS
CVS CAREMARK CORP	18,400.00	0.38	$592,664.00	0.30	N/A	CVS
CVS PASS-THROUGH TRUST	129,116.05	0.09	$142,430.50	8.35	07/10/2031	CVS
CXHE 2005-D AF4	89,362.16	0.06	$88,481.76	5.27	10/25/2035	CXHE
CYPRESS SHARPRIDGE INVESTMENTS	8,200.00	0.07	$110,782.00	1.40	N/A	CYS
CYTEC INDUSTRIES	37,000.00	0.02	$39,053.43	6.00	10/01/2015	232820AG5
DANISH KRONE	8,407.62	0.00	$1,617.41	0.00	N/A	DKK
DCENT 2007-A1 A1	100,000.00	0.07	$107,469.79	5.65	03/16/2020	DCENT
DELTA AIR LINES INC	60,000.00	0.04	$62,625.00	9.50	09/15/2014	DAL
DELTA AIR LINES INC/OLD	90,000.00	0.06	$90,450.00	7.92	11/18/2010	DAL
DENBURY RESOURCES INC	10,000.00	0.01	$10,100.00	7.50	04/01/2013	24823UAE8
DENBURY RESOURCES INC	105,000.00	0.07	$112,612.50	9.75	03/01/2016	DNR
DEUTSCHE POST AG	41,076.00	0.51	$796,637.63	0.60	N/A	DPW GR
DEVELOPERS DIVERSIFIED REALTY	1,925.00	0.02	$35,824.25	0.00	N/A	DDR I PFD
DEVELOPERS DIVERSIFIED REALTY	45,000.00	0.03	$47,033.15	9.62	03/15/2016	DDR
DEVON ENERGY CORP	8,300.00	0.39	$610,050.00	0.64	N/A	DVN
DIGICEL GROUP 144A	100,000.00	0.06	$99,000.00	9.12	01/15/2015	25380WAB2
DIGICEL GROUP LTD	100,000.00	0.06	$98,000.00	8.25	09/01/2017	DLLTD
DIGICEL GROUP LTD	1,100,000.00	0.68	$1,072,500.00	8.88	01/15/2015	DLLTD
DIGITAL REALTY TRUST INC	2,650.00	0.04	$66,925.75	0.00	N/A	DLR A PFD
DIGITAL REALTY TRUST INC	4,400.00	0.14	$221,232.00	1.80	N/A	DLR
DIGITAL REALTY TRUST LP	380,000.00	0.31	$496,375.00	5.50	04/15/2029	DLR CB
DIRECTV	1,900.00	0.04	$63,365.00	0.00	N/A	DTV
DIRECTV HOLDINGS LLC/DIRECTV F	110,000.00	0.08	$120,328.45	7.62	05/15/2016	DTV
DISH DBS CORP	55,000.00	0.04	$57,956.25	7.88	09/01/2019	DISH
DISH DBS CORP	80,000.00	0.05	$84,300.00	7.88	09/01/2019	DISH
DJO FINANCE LLC / DJO FINANCE	130,000.00	0.09	$137,800.00	10.88	11/15/2014	REABLE
DOLE FOOD CO INC	91,000.00	0.07	$109,882.50	13.88	03/15/2014	DOLEFC
DOLLAR FINANCIAL CORP	140,000.00	0.09	$143,850.00	10.38	12/15/2016	DLLR
DON QUIJOTE CO LTD	25,600.00	0.39	$621,606.88	23.00	N/A	7532 JP
DOW CHEMICAL CO/THE	22,000.00	0.39	$607,860.00	0.60	N/A	DOW
DOW CHEMICAL CO/THE	55,000.00	0.04	$65,732.87	8.55	05/15/2019	DOW
DRUMMOND CO INC	135,000.00	0.09	$142,256.25	9.00	10/15/2014	DRUMCO
DUANE READE INC	65,000.00	0.04	$70,850.00	11.75	08/01/2015	DRD
DUKE ENERGY CORP	34,400.00	0.38	$592,024.00	0.96	N/A	DUK
DUKE REALTY CORP	8,600.00	0.07	$104,662.00	0.68	N/A	DRE
DUNKN 2006-1 A2	150,000.00	0.09	$144,672.75	5.78	06/20/2031	DUNKN
DYNEGY HOLDINGS INC	210,000.00	0.12	$183,225.00	7.75	06/01/2019	DYN
E*TRADE FINANCIAL CORP	111,000.00	0.08	$126,678.75	12.50	11/30/2017	ETFC
EASTMAN KODAK	35,000.00	0.02	$29,050.00	7.25	11/15/2013	277461BD0
EDISON INTERNATIONAL	16,800.00	0.37	$584,304.00	1.24	N/A	EIX
EDISON MISSION ENERGY	80,000.00	0.05	$75,600.00	7.50	06/15/2013	EIX
EI DU PONT DE NEMOURS & CO	18,100.00	0.39	$609,427.00	1.64	N/A	DD
EKSPORTFINANS ASA	110,000.00	0.07	$108,438.00	3.00	11/17/2014	EXPT
EL PASO CORP	44,000.00	0.03	$44,187.48	6.88	06/15/2014	EP
EL PASO CORP	205,000.00	0.13	$204,342.36	7.00	06/15/2017	EP
ELWOOD ENERGY LLC	167,845.00	0.10	$155,180.93	8.16	07/05/2026	ELWOOD
EMC CORP/MASSACHUSETTS	52,500.00	0.58	$917,175.00	0.00	N/A	EMC
ENBRIDGE ENERGY PARTNERS LP	60,000.00	0.05	$76,096.14	9.88	03/01/2019	EEP
ENERGY FUTURE HOLDINGS CORP	100,000.00	0.05	$82,250.00	11.38	11/01/2017	TXU
ENERGY FUTURE HOLDINGS TERM B2	167,773.63	0.09	$136,683.50	3.74	10/10/2014	LN363469
ENERGY TRANSFER PARTNERS LP	45,000.00	0.04	$55,668.74	9.70	03/15/2019	ETP
ENTERPRISE PRODUCTS OPER LP	20,000.00	0.01	$20,578.60	5.00	03/01/2015	293791AR0
ENTERPRISE PRODUCTS OPERATING	70,000.00	0.05	$83,615.28	9.75	01/31/2014	EPD
ENTERPRISE PRODUCTS OPERATING	75,000.00	0.05	$73,215.53	8.38	08/01/2066	EPD
ENTERTAINMENT PROPERTIES TRUST	8,236.00	0.18	$290,483.72	2.60	N/A	EPR
EQUITY LIFESTYLE PROPERTIES IN	2,300.00	0.07	$116,081.00	1.20	N/A	ELS
ESPRIT HOLDINGS LTD	91,730.94	0.39	$608,580.82	1.48	N/A	330 HK
EURO	120,507.53	0.11	$172,524.60	0.00	N/A	EURO
EURONET WORLDWIDE INC	900,000.00	0.54	$844,875.00	3.50	10/15/2025	EEFT CB
EUROPEAN BANK FOR RECONSTRUCTI	41,000,000.00	0.60	$952,337.86	7.00	07/30/2012	EBRD
EUROPEAN INVESTMENT BANK	230,000.00	0.14	$226,443.74	2.38	03/14/2014	EIB
EUROPEAN INVESTMENT BANK	1,800,000.00	0.68	$1,068,366.61	11.25	02/14/2013	EIB
EUROPEAN INVESTMENT BANK	6,880,000.00	0.58	$911,178.47	8.00	10/21/2013	EIB
EVRAZ GROUP SA	280,000.00	0.18	$280,000.00	9.50	04/24/2018	EVRAZ
EVRAZ GROUP SA	1,000,000.00	0.61	$960,000.00	8.25	11/10/2015	EVRAZ
EXPORT DEVELOPMENT CANADA	130,000.00	0.08	$131,813.11	3.12	04/24/2014	EDC
EXXON MOBIL CORP	8,600.00	0.37	$586,434.00	1.68	N/A	XOM
FEDERAL HOME LOAN MORTGAGE COR	32,000.00	0.02	$28,800.00	0.00	N/A	313400657
FEDERAL NATIONAL MORTGAGE ASSO	20,000.00	0.02	$35,600.00	0.00	N/A	313586745
FEDERATED RETAIL	105,000.00	0.06	$89,250.00	6.38	03/15/2037	314275AC2
FEDERATIVE REPUBLIC OF BRAZIL	2,000,000.00	0.73	$1,153,184.17	10.25	01/10/2028	BRAZIL
FELCOR LODGING TRUST INC	130,000.00	0.08	$131,787.50	10.00	10/01/2014	FCH
FGCI E01386	24,658.14	0.02	$25,992.82	5.00	06/01/2018	FG
FGCI J08248	153,200.97	0.10	$160,736.25	5.00	12/01/2022	FG
FGLMC A10635	81,486.14	0.06	$94,363.67	9.00	09/01/2030	FG
FGLMC G01639	65,844.37	0.05	$72,491.28	7.00	11/01/2033	FG
FGLMC G01864	1,107,328.26	0.72	$1,140,086.68	5.00	01/01/2034	FG
FGLMC JAN TBA	50,000.00	0.03	$51,265.60	5.00	01/01/2040	FGLMC
FGLMC JAN TBA	70,000.00	0.04	$67,495.33	4.00	01/01/2040	FGLMC
FGP6 P60101	82,762.88	0.05	$86,638.67	6.00	01/01/2017	FG
FHARM 1G1067	25,603.98	0.02	$27,018.85	5.68	07/01/2036	FH
FHARM 1H1348	67,397.15	0.05	$71,170.34	5.82	10/01/2036	FH
FHASI 2007-AR2 1A1	123,855.02	0.05	$84,500.95	5.84	08/25/2037	FHASI
FHASI 2007-AR3 2A2	91,450.67	0.04	$61,917.78	6.28	11/25/2037	FHASI
FHLB DN 1/4/10	659,000.00	0.42	$658,999.95	0.00	01/04/2010	0104PFDIS
FHR 2557 WE	60,000.00	0.04	$63,611.83	5.00	01/15/2018	FHR
FHR 3094 US	64,741.78	0.04	$57,845.25	6.75	09/15/2034	FHR
FHR 3131 MC	40,000.00	0.03	$42,393.49	5.50	04/15/2033	FHR
FHR 3173 PE	65,000.00	0.04	$68,662.39	6.00	04/15/2035	FHR
FHR 3337 PB	25,000.00	0.02	$26,272.89	5.50	07/15/2030	FHR
FIH ERHVERVSBANK A/S	105,000.00	0.07	$103,087.74	1.75	12/06/2012	FINDAN
FINMECCANICA SPA	41,848.00	0.42	$669,135.44	0.41	N/A	FNC IM
FIRST DATA CORP	280,000.00	0.17	$262,500.00	9.88	09/24/2015	FDC
FIXED INCOME PASS-THROUGH TRUS	500,000.00	0.00	$0.00	0.00	01/15/2087	PFPASS
FLEXTRONICS INTERNATIONAL	6,400.00	0.03	$46,784.00	0.00	N/A	FLEX
FLEXTRONICS INTERNATIONAL LTD	140,000.00	0.09	$138,250.00	1.00	08/01/2010	FLEX CB
FMG FINANCE PTY LTD	130,000.00	0.09	$144,462.50	10.62	09/01/2016	30250BAC3
FNARM 745545	36,492.07	0.02	$38,245.06	5.37	04/01/2036	FN
FNARM 847965	30,492.10	0.02	$32,051.86	5.14	11/01/2035	FN
FNARM 868367	159,972.27	0.11	$169,223.08	6.30	04/01/2036	FN
FNARM 889354	67,806.38	0.05	$71,427.17	5.15	03/01/2038	FN
FNARM 893917	44,158.02	0.03	$46,726.75	6.03	10/01/2036	FN
FNARM 894000	28,780.70	0.02	$30,500.84	6.09	10/01/2036	FN
FNCI 960472	71,679.44	0.05	$75,955.43	5.50	01/01/2023	FN
FNCI JAN TBA	500,000.00	0.32	$502,890.50	4.00	01/01/2024	FNCI
FNCL 872832	54,214.79	0.04	$58,179.25	6.50	06/01/2036	FN
FNCL 888678	185,677.83	0.12	$190,909.69	5.00	12/01/2036	FN
FNCL 889842	39,724.22	0.03	$40,843.53	5.00	12/01/2036	FN
FNCL 894049	39,876.88	0.03	$42,792.88	6.50	10/01/2036	FN
FNCL 899952	30,342.62	0.02	$31,173.88	5.00	12/01/2037	FN
FNCL 955230	55,323.27	0.04	$59,308.28	6.50	12/01/2037	FN
FNCL 961408	22,591.74	0.01	$23,209.39	5.00	02/01/2038	FN
FNR 2001-50 BA	176,493.30	0.12	$194,280.51	7.00	10/25/2041	FNR
FNR 2003-122 AJ	105,799.99	0.07	$109,139.11	4.50	02/25/2028	FNR
FORD MOTOR CO	270,000.00	0.15	$239,962.50	7.45	07/16/2031	F
FORD MOTOR CREDIT CO LLC	120,000.00	0.08	$121,355.88	7.80	06/01/2012	F
FORD MOTOR CREDIT CO LLC	255,000.00	0.19	$296,004.00	12.00	05/15/2015	F
FREEPORT-MCMORAN C & G	120,000.00	0.08	$131,580.12	8.38	04/01/2017	35671DAS4
FREESCALE SEMICONDUCTOR INC	165,000.00	0.10	$152,212.50	8.88	12/15/2014	FSL
FRONTIER COMMUNICATIONS CORP	25,700.00	0.13	$200,717.00	1.00	N/A	FTR
G2SF 2671	110,033.32	0.07	$117,720.96	6.00	11/20/2028	G2
G2SF 536606	224,747.22	0.15	$243,620.26	6.50	02/20/2030	G2
GALAXY ENTERTAINMENT FINANCE C	305,000.00	0.19	$306,525.00	9.88	12/15/2012	GALENT
GAP INC/THE	28,400.00	0.38	$594,980.00	0.34	N/A	GPS
GAYLORD ENTERTAINMENT	80,000.00	0.05	$74,800.00	6.75	11/15/2014	367905AD8
GAYLORD ENTERTAINMENT CO	655,000.00	0.43	$670,556.25	3.75	10/01/2014	GET CB
GAZ CAPITAL SA	1,000,000.00	0.70	$1,097,500.00	8.62	04/28/2034	GAZPRU
GCCFC 2004-GG1 A7	25,000.00	0.02	$25,375.06	5.32	06/10/2036	GCCFC
GCI INC	140,000.00	0.09	$141,925.00	8.62	11/15/2019	GNCMA
GENERAL ELECTRIC CAPITAL CORP	250,000.00	0.16	$259,977.75	6.00	08/07/2019	GE
GENERAL ELECTRIC CO	38,300.00	0.37	$579,479.00	0.40	N/A	GE
GENERAL MARITIME CORP	80,000.00	0.05	$83,700.00	12.00	11/15/2017	GMR
GEOEYE INC	500.00	0.01	$13,940.00	0.00	N/A	GEOY
GEOEYE INC	80,000.00	0.05	$82,700.00	9.62	10/01/2015	GEOY
GLOBAL CASH ACCESS LLC/GLOBAL	40,000.00	0.03	$40,050.00	8.75	03/15/2012	GLCASH
GLOBAL CROSSING LTD	125,000.00	0.09	$137,812.50	12.00	09/15/2015	GLBC
GMAC LLC	110,000.00	0.07	$108,900.00	6.62	05/15/2012	GMAC
GMAC LLC	135,000.00	0.08	$133,650.00	6.00	12/15/2011	GMAC
GMAC LLC	175,000.00	0.11	$174,125.00	6.88	09/15/2011	GMAC
GMAC LLC	293,000.00	0.18	$290,070.00	6.88	08/28/2012	GMAC
GNSF 132922	61,195.05	0.04	$69,153.23	12.00	05/15/2015	GN
GNSF 207895	81,049.87	0.06	$91,620.05	9.50	09/15/2017	GN
GNSF 780863	124,871.98	0.09	$140,306.89	7.50	12/15/2023	GN
GNSF 781481	93,246.55	0.07	$105,052.46	7.50	01/15/2032	GN
GOLDMAN SACHS GROUP	80,000.00	0.05	$84,153.20	5.12	01/15/2015	38141GEA8
GOLDMAN SACHS GROUP INC	20,000.00	0.01	$21,153.22	5.95	01/18/2018	38141GFG4
GOLDMAN SACHS GROUP INC	30,000.00	0.02	$32,221.56	6.25	09/01/2017	38144LAB6
GOODMAN GROUP	247,237.00	0.09	$139,873.26	0.00	N/A	GMG AU
GOVERNMENT PROPERTIES INCOME T	3,852.00	0.06	$88,518.96	1.60	N/A	GOV
GRAHAM PACKAGING	305,000.00	0.20	$312,625.00	9.88	10/15/2014	38470RAD3
GRAPHIC PACKAGING INTERNATIONA	60,000.00	0.04	$63,900.00	9.50	06/15/2017	GPK
GRAPHIC PACKAGING INTERNATIONA	60,000.00	0.04	$63,900.00	9.50	06/15/2017	GPK
GREGGS PLC	75,172.00	0.33	$527,206.14	0.00	N/A	GRG LN
GRUPO TELEVISA SA	10,000,000.00	0.40	$627,604.66	8.49	05/11/2037	TELVIS
GSMS 2004-GG2 A6	60,000.00	0.04	$58,960.59	5.40	08/10/2038	GSMS
GSMS 2005-GG4 A4A	420,000.00	0.26	$406,629.80	4.75	07/10/2039	GSMS
GSMS 2006-GG6 A4	60,000.00	0.03	$54,720.81	5.55	04/10/2038	GSMS
GSMS 2007-GG10 A4	70,000.00	0.04	$60,105.14	5.81	08/10/2045	GSMS
GSR 2006-AR1 3A1	167,153.08	0.08	$122,284.26	5.35	01/25/2036	GSR
GXS WORLDWIDE INC	140,000.00	0.09	$138,250.00	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING CO INC	225,000.00	0.12	$181,687.50	10.00	12/15/2018	HET
HARRAHS CHESTER DOWNS TERM LOA	105,000.00	0.07	$105,918.75	12.38	12/31/2016	HET
HART 2007-A A3A	8,476.98	0.01	$8,626.90	5.04	01/17/2012	HART
HART 2008-A A3	30,000.00	0.02	$31,256.01	4.93	12/17/2012	HART
HCA INC/DE	175,000.00	0.12	$188,343.75	9.25	11/15/2016	HCA
HDMOT 2005-2 A2	34,844.61	0.02	$35,141.92	4.07	02/15/2012	HDMOT
HDMOT 2006-2 A2	68,140.04	0.04	$70,122.68	5.35	03/15/2013	HDMOT
HEADWATERS INC	140,000.00	0.09	$146,650.00	11.38	11/01/2014	HW
HELIX ENERGY SOLUTIONS GROUP I	235,000.00	0.15	$242,050.00	9.50	01/15/2016	HLX
HERCULES OFFSHORE INC	140,000.00	0.09	$148,400.00	10.50	10/15/2017	HERO
HERTZ CORP/THE	140,000.00	0.10	$150,150.00	10.50	01/01/2016	HTZ
HEXION SPECIALTY	114,000.00	0.07	$112,290.00	9.75	11/15/2014	428303AH4
HILCORP ENERGY I LP/HILCORP FI	220,000.00	0.14	$216,700.00	7.75	11/01/2015	HILCRP
HJ HEINZ CO	13,900.00	0.38	$594,364.00	1.68	N/A	HNZ
HOLLY CORP	115,000.00	0.08	$121,612.50	9.88	06/15/2017	HOC
HOLOGIC INC	990,000.00	0.54	$850,162.50	2.00	12/15/2037	HOLX CB
HOME DEPOT INC	19,200.00	0.35	$555,456.00	0.90	N/A	HD
HONEYWELL INTERNATIONAL INC	15,000.00	0.37	$588,000.00	1.21	N/A	HON
HONG KONG DOLLAR	60,041.55	0.00	$7,743.60	0.00	N/A	HKONGDOL
HOSPIRA INC	155,000.00	0.11	$171,753.49	6.40	05/15/2015	HSP
HUGHES NETWORK SYSTEMS LLC/HNS	260,000.00	0.17	$269,750.00	9.50	04/15/2014	HUGH
ICELAND KRONA	139,374.00	0.00	$1,112.01	0.00	N/A	ICELANDKR
ILFC E-CAPITAL TRUST II	50,000.00	0.02	$26,500.00	6.25	12/21/2065	AIG
ILLINOIS POWER CO	125,000.00	0.10	$155,676.88	9.75	11/15/2018	AEE
ING INDUSTRIAL FUND	307,371.00	0.08	$131,554.21	0.00	N/A	IIF AU
ING UK REAL ESTATE INCOME TRUS	317,470.00	0.17	$272,993.50	0.05	N/A	IRET LN
INGLES MARKETS INC	115,000.00	0.08	$120,175.00	8.88	05/15/2017	IMKTA
INNOPHOS HOLDINGS INC	115,000.00	0.07	$117,300.00	9.50	04/15/2012	IPHS
INTEL CORP	29,600.00	0.38	$603,840.00	0.63	N/A	INTC
INTEL CORP	125,000.00	0.09	$144,218.75	3.25	08/01/2039	INTC CB2
INTELSAT	135,000.00	0.08	$127,237.50	6.50	11/01/2013	45820EAH5
INTELSAT BERMUDA LTD	435,000.00	0.28	$438,262.50	11.25	02/04/2017	INTEL
INTELSAT JACKSON HLDG	130,000.00	0.09	$141,375.00	11.25	06/15/2016	INTEL
INTER-AMERICAN DEVELOPMENT BAN	2,081,000.00	0.76	$1,195,667.62	9.00	08/06/2010	IADB
INTERFACE INC	25,000.00	0.02	$24,718.75	9.50	02/01/2014	458665AJ5
INTERFACE INC	40,000.00	0.03	$44,900.00	11.38	11/01/2013	IFSIA
INTERNATIONAL BANK FOR RECONST	4,250,000.00	0.20	$320,757.60	5.75	08/20/2012	B4T0JM3
INTERNATIONAL BANK FOR RECONST	7,000,000.00	0.60	$952,774.63	9.75	08/02/2010	IBRD
INTERNATIONAL BUSINESS MACHINE	4,600.00	0.38	$602,140.00	2.20	N/A	IBM
INTERNATIONAL COAL GROUP INC	180,000.00	0.11	$173,925.00	10.25	07/15/2014	ICOUS
INTERNATIONAL FINANCE CORP	130,000.00	0.08	$130,423.54	3.00	04/22/2014	IFC
INTERNATIONAL GAME TECHNOLOGY	540,000.00	0.42	$660,825.00	3.25	05/01/2014	IGT CB
INTERNATIONAL LEASE FINANCE CO	30,000.00	0.02	$23,862.93	5.88	05/01/2013	AIG
INTERNATIONAL LEASE FINANCE CO	65,000.00	0.04	$56,453.67	5.35	03/01/2012	AIG
INTERNATIONAL LEASE FINANCE CO	70,000.00	0.04	$57,592.16	6.38	03/25/2013	AIG
INTERNATIONAL LEASE FINANCE CO	90,000.00	0.05	$74,986.29	5.55	09/05/2012	AIG
INTERNATIONAL LEASE FINANCE CO	135,000.00	0.07	$110,183.90	5.25	01/10/2013	45974VZX9
INTERNATIONAL LEASE FINANCE CO	145,000.00	0.07	$116,816.50	6.62	11/15/2013	AIG
INTERNATIONAL LEASE FINANCE CO	165,000.00	0.08	$129,529.62	5.62	09/20/2013	AIG
INTERPUBLIC GROUP OF COS INC	105,000.00	0.07	$104,868.75	4.25	03/15/2023	IPG CB
INTERTAPE POLYMER US INC	85,000.00	0.05	$73,206.25	8.50	08/01/2014	ITP
INVERNESS MEDICAL INNOVATIONS	160,000.00	0.10	$164,400.00	9.00	05/15/2016	IMA
INVERNESS MEDICAL INNOVATIONS	980,000.00	0.72	$1,129,450.00	3.00	05/15/2016	IMA CB
J. C. PENNEY COMPANY, INC 5-YE	55,000.00	0.00	$945.99	1.00	03/20/2015	/JCP
J.C PENNEY COMPANY, INC 5-YEAR	25,000.00	0.00	$430.00	1.00	03/20/2015	/JCP1
JAPAN BANK FOR INTERNATIONAL C	100,000.00	0.06	$99,618.90	2.12	11/05/2012	JFCORP
JAPANESE YEN	9,017,232.82	0.06	$96,881.36	0.00	N/A	YENS
JBS USA LLC/JBS USA FINANCE IN	170,000.00	0.12	$193,375.00	11.62	05/01/2014	JBSUS
JDOT 2008-A A3	30,070.96	0.02	$30,458.82	4.18	06/15/2012	JDOT
JEFFERIES GROUP	5,000.00	0.00	$3,995.72	6.25	01/15/2036	472319AC6
JEFFERIES GROUP INC	95,000.00	0.05	$81,160.21	6.45	06/08/2027	JEF
JEFFERIES GROUP INC	615,000.00	0.39	$610,387.50	3.88	11/01/2029	JEF CB1
JOHNSON & JOHNSON	9,200.00	0.38	$592,572.00	1.96	N/A	JNJ
JOHNSONDIVERSEY HOLDINGS INC	290,000.00	0.19	$292,900.00	10.50	05/15/2020	JONDIV
JP MORGAN CHASE CAPITAL XXV	85,000.00	0.05	$84,714.49	6.80	10/01/2037	JPM
JPM CHASE CAPITAL XXII	35,000.00	0.02	$32,218.38	6.45	02/02/2037	48123QAA1
JPMC CAPITAL XVIII	20,000.00	0.01	$19,488.40	6.95	08/17/2036	481227AA4
JPMCC 2005-LDP3 A4A	35,000.00	0.02	$33,211.81	4.94	08/15/2042	JPMCC
JPMCC 2005-LDP5 A4	150,000.00	0.09	$148,495.74	5.18	12/15/2044	JPMCC
JPMORGAN CHASE & CO	14,100.00	0.37	$587,547.00	0.20	N/A	JPM
JSG FUNDING PLC	200,000.00	0.12	$193,250.00	7.75	04/01/2015	46627TAD4
K HOVNANIAN ENTERPRISES INC	35,000.00	0.02	$25,200.00	6.25	01/15/2015	442488AU6
K HOVNANIAN ENTERPRISES INC	65,000.00	0.03	$46,800.00	7.50	05/15/2016	442488AZ5
K HOVNANIAN ENTERPRISES INC	65,000.00	0.04	$68,250.00	10.62	10/15/2016	HOV
KANSAS CITY SOUTHERN DE MEXICO	250,000.00	0.17	$260,625.00	9.38	05/01/2012	KSU
KAZKOMMERTS FINANCE 2 BV	1,000,000.00	0.49	$770,000.00	8.62	07/27/2016	KKB
KB HOME	17,000.00	0.15	$232,560.00	0.25	N/A	KBH
KEY ENERGY SERVICES INC	250,000.00	0.16	$251,875.00	8.38	12/01/2014	KEG
KIMBERLY-CLARK CORP	9,200.00	0.37	$586,132.00	2.40	N/A	KMB
KIMCO REALTY CORP	16,900.00	0.15	$228,657.00	0.64	N/A	KIM
KINDER MORGAN ENER PART	45,000.00	0.04	$55,462.55	9.00	02/01/2019	KMP
KONINKLIJKE PHILIPS ELECTRONIC	32,743.00	0.61	$966,578.89	0.70	N/A	PHIA NA
KOREA SOUTHERN POWER CO LTD	630,000.00	0.41	$650,645.73	5.38	04/18/2013	KOSPO
KRAFT FOODS INC	21,700.00	0.37	$589,806.00	1.16	N/A	KFT
KREDITANSTALT FUER WIEDERAUFBA	115,000.00	0.08	$118,296.48	3.50	03/10/2014	KFW
KREDITANSTALT FUER WIEDERAUFBA	120,000.00	0.08	$118,783.68	2.75	10/21/2014	KFW
L-3 COMMUNICATIONS HOLDINGS IN	25,000.00	0.02	$26,375.00	3.00	08/01/2035	LLL CB1
L-3 COMMUNICATIONS HOLDINGS IN	460,000.00	0.31	$485,300.00	3.00	08/01/2035	LLL CB
LABRANCHE & CO INC	350,000.00	0.21	$338,187.50	11.00	05/15/2012	LAB
LAFARGE SA	8,390.00	0.44	$690,036.01	2.00	N/A	LG FP
LANDRY'S RESTAURANTS INC	205,000.00	0.14	$218,325.00	11.62	12/01/2015	LNY
LANDWIRTSCHAFTLICHE RENTENBANK	50,000.00	0.03	$51,437.05	3.25	03/15/2013	RENTEN
LANDWIRTSCHAFTLICHE RENTENBANK	115,000.00	0.08	$121,346.97	4.12	07/15/2013	RENTEN
LAZARD GROUP	50,000.00	0.03	$50,391.85	6.85	06/15/2017	LAZ
LAZARD GROUP LLC	9,000.00	0.01	$9,353.66	7.12	05/15/2015	LAZ
LBUBS 2004-C4 A4	475,000.00	0.30	$473,263.59	5.22	06/15/2029	LBUBS
LEAP WIRELESS INTERNATIONAL IN	300,000.00	0.16	$249,750.00	4.50	07/15/2014	LEAP CB1
LEVEL 3 COMMUNICATIONS INC	750,000.00	0.45	$715,312.50	5.25	12/15/2011	LVLT CNV
LEVEL 3 FINANCING INC	100,000.00	0.07	$106,500.00	12.25	03/15/2013	LVLT
LEVEL 3 FINANCING INC	105,000.00	0.06	$99,750.00	9.25	11/01/2014	527298AM5
LEVERAGE SEC G3	-40,000,000.00	-25.37	-$40,000,000.00	1.50	06/30/2010	G3LEV
LEXINGTON REALTY TRUST	28,070.00	0.11	$170,665.60	0.40	N/A	LXP
LINDE AG	5,656.00	0.43	$678,038.11	1.80	N/A	LIN GR
LINEAR TECHNOLOGY CORP	310,000.00	0.20	$312,325.00	3.00	05/01/2027	LLTC CB2
LINK REIT/THE	33,000.00	0.05	$84,203.55	0.92	N/A	823 HK
LONG TERM RECEIVABLES	-496,111.29	-0.31	-$496,111.29	0.00	N/A	SECNCAHUS
LOWE'S COS INC	24,900.00	0.37	$582,411.00	0.36	N/A	LOW
LUCENT TECHNOLOGIES CAPITAL TR	1,000.00	0.49	$770,250.00	0.00	N/A	LUTHP
LUCENT TECHNOLOGIES INC	60,000.00	0.03	$43,275.00	6.45	03/15/2029	ALUFP
LUKOIL INTERNATIONAL FINANCE B	1,000,000.00	0.63	$987,500.00	6.36	06/07/2017	LUKOIL
M-FOODS HOLDINGS INC	65,000.00	0.04	$67,843.75	9.75	10/01/2013	MICFOO
M/I HOMES INC	90,000.00	0.05	$85,275.00	6.88	04/01/2012	MHO
MACDERMID INC	280,000.00	0.18	$281,400.00	9.50	04/15/2017	MRD
MACK-CALI REALTY CORP	8,300.00	0.18	$286,931.00	1.80	N/A	CLI
MACQUARIE COUNTRYWIDE TRUST	355,587.00	0.12	$184,543.52	0.06	N/A	MCW AU
MACY'S INC 5-YR CDS 03/20/2015	55,000.00	-0.00	-$2,147.39	1.00	03/20/2015	/M
MACY'S RETAIL HOLDINGS INC	45,000.00	0.03	$40,050.00	7.88	08/15/2036	M
MACY'S, INC 5-YR CDS 03/20/201	25,000.00	-0.00	-$976.09	1.00	03/20/2015	/M1
MARATHON OIL CORP	18,800.00	0.37	$586,936.00	0.96	N/A	MRO
MARINER ENERGY INC	270,000.00	0.17	$260,550.00	8.00	05/15/2017	ME
MARKWEST ENERGY PARTNERS LP /	125,000.00	0.08	$129,375.00	8.75	04/15/2018	MWE
MARM 2006-2 4A1	85,425.30	0.05	$73,856.73	4.99	02/25/2036	MARM
MARSH & MCLENNAN COS INC	27,100.00	0.38	$598,368.00	0.80	N/A	MMC
MATS 2007-1 A4	25,000.00	0.02	$24,726.43	0.29	12/15/2013	MATS
MATTEL INC	29,700.00	0.38	$593,406.00	0.75	N/A	MAT
MAY DEPT STORES	15,000.00	0.01	$13,125.00	6.70	07/15/2034	577778CE1
MBNAS 2005-A4 A4	30,000.00	0.02	$29,901.89	0.27	11/15/2012	MBNAS
MCGRAW-HILL COS INC/THE	19,500.00	0.41	$653,445.00	0.90	N/A	MHP
MDC PARTNERS INC	70,000.00	0.05	$73,150.00	11.00	11/01/2016	MDCA
MEAD JOHNSON NUTRITION CO	0.32	0.00	$14.16	0.80	N/A	MJN
MEDIACOM LLC / MEDIACOM CAPITA	65,000.00	0.04	$66,625.00	9.12	08/15/2019	MCCC
MEDTRONIC INC	525,000.00	0.35	$550,593.75	1.62	04/15/2013	MDT CB1
MERCK & CO INC/NJ	26,742.00	0.62	$977,152.68	1.52	N/A	MRK
MERITAGE HOMES CORP	35,000.00	0.02	$32,375.00	6.25	03/15/2015	MTH
MERITAGE HOMES CORP	160,000.00	0.10	$153,600.00	7.00	05/01/2014	59001AAH5
METLIFE CAPITAL TRUST X	125,000.00	0.09	$142,500.00	9.25	04/08/2038	MET
METLIFE INC	155,000.00	0.09	$137,950.00	6.40	12/15/2036	59156RAP3
METLIFE INC 5YR CDS 09/20/14	25,000.00	0.00	$3,763.24	5.00	09/20/2014	/MET
METRO AG	12,261.00	0.48	$753,618.63	1.18	N/A	MEO GR
METROPCS WIRELESS INC	218,000.00	0.14	$221,815.00	9.25	11/01/2014	GWIR
MEXICAN BONOS	40,000,000.00	2.11	$3,321,124.07	9.50	12/18/2014	MBONO
MEXICAN PESO	1,928,648.92	0.09	$147,478.41	0.00	N/A	PESOS
MGM MIRAGE	60,000.00	0.03	$46,950.00	6.62	07/15/2015	MGM
MGM MIRAGE	95,000.00	0.07	$109,487.50	13.00	11/15/2013	MGM
MGM MIRAGE	130,000.00	0.06	$101,725.00	7.62	01/15/2017	MGM
MGM MIRAGE	175,000.00	0.09	$137,375.00	7.50	06/01/2016	MGM
MIDCONTINENT EXPRESS PIPELINE	50,000.00	0.03	$51,373.60	6.70	09/15/2019	MCEXPP
MIRANT AMERICAS GENERATION LLC	215,000.00	0.13	$205,325.00	8.50	10/01/2021	MIR
MITSUBISHI ESTATE CO LTD	10,549.00	0.11	$168,532.54	12.00	N/A	8802 JP
MITSUBISHI UFJ FINANCIAL GROUP	143,489.00	0.45	$707,251.69	12.00	N/A	8306 JP
MLCFC 2007-7 A4	150,000.00	0.08	$125,739.33	5.75	06/12/2050	MLCFC
MOBILE MINI INC	2,394.00	0.02	$33,731.46	0.00	N/A	MINI
MOBILE MINI INC	145,000.00	0.09	$137,750.00	6.88	05/01/2015	MINI
MOHEGAN TRIBAL GAMING AUTHORIT	40,000.00	0.02	$26,200.00	6.88	02/15/2015	608328AR1
MOHEGAN TRIBAL GAMING AUTHORIT	95,000.00	0.04	$65,193.75	7.12	08/15/2014	608328AP5
MOMENTIVE PERFORMANCE MATERIAL	65,000.00	0.05	$71,825.00	12.50	06/15/2014	MOMENT
MORGAN STANLEY	100,000.00	0.07	$103,453.30	5.38	10/15/2015	61746SBR9
MORGAN STANLEY	160,000.00	0.11	$170,629.44	6.00	04/28/2015	61747YCE3
MORGAN STANLEY	2,000,000.00	0.68	$1,078,600.11	10.09	05/03/2017	MS
MOTOROLA INC	73,200.00	0.36	$568,032.00	0.00	N/A	MOT
MSC 2005-IQ9 A4	350,000.00	0.22	$343,256.27	4.66	07/15/2056	MSC
MSC 2006-HQ9 A4	315,000.00	0.20	$308,569.24	5.73	07/12/2044	MSC
MSC 2007-IQ14 A4	150,000.00	0.08	$126,395.18	5.69	04/15/2049	MSC
MSC 2007-T27 A4	160,000.00	0.10	$154,475.98	5.65	06/13/2042	MSC
MURRAY ENERGY CORP	110,000.00	0.07	$110,000.00	10.25	10/15/2015	MURREN
MYLAN INC/PA	1,000.00	0.72	$1,139,000.00	0.00	N/A	MYL A
NATIONAL AUSTRALIA BANK LTD	100,000.00	0.06	$100,946.50	3.38	07/08/2014	NAB
NATIONAL GRID PLC	70,172.00	0.49	$765,808.31	0.41	N/A	NG/ LN
NATIONAL OILWELL VARCO INC	13,500.00	0.38	$595,215.00	0.40	N/A	NOV
NATIONAL RETAIL PROPERTIES INC	335,000.00	0.23	$357,612.50	5.12	06/15/2028	NNN CB1
NATIONWIDE HEALTH PROPERTIES I	2,800.00	0.06	$98,504.00	1.76	N/A	NHP
NAVISTAR INTERNATIONAL CORP	140,000.00	0.09	$144,200.00	8.25	11/01/2021	NAV
NEW TURKISH LIRA	1,796,083.99	0.76	$1,200,430.42	0.00	N/A	TURKYLIRA
NEWPAGE CORP	140,000.00	0.09	$142,100.00	11.38	12/31/2014	NEWPAG
NEXEN INC	60,000.00	0.04	$69,008.22	7.50	07/30/2039	NXY
NIBC BANK NV	100,000.00	0.06	$97,418.60	2.80	12/02/2014	NIBCAP
NIELSEN FINANCE LLC / NIELSEN	40,000.00	0.03	$44,900.00	11.50	05/01/2016	VNU
NIELSEN FINANCE LLC / NIELSEN	85,000.00	0.06	$95,943.75	11.62	02/01/2014	VNU
NIELSEN FINANCE LLC / NIELSEN	95,000.00	0.06	$87,162.50	0.00	08/01/2016	65409QAJ1
NIELSEN FINANCE LLC/CO	110,000.00	0.07	$115,225.00	10.00	08/01/2014	VNU
NII CAPITAL CORP	200,000.00	0.13	$210,500.00	10.00	08/15/2016	NIHD
NII HOLDINGS INC	1,000,000.00	0.59	$922,500.00	3.12	06/15/2012	NIHD CB
NOBLE ENERGY INC	45,000.00	0.03	$53,926.97	8.25	03/01/2019	NBL
NOKIA OYJ	57,470.00	0.47	$742,102.15	0.40	N/A	NOK1V FH
NORANDA ALUMINIUM ACQUISITION	181,673.00	0.09	$141,932.03	5.27	05/15/2015	NRNDA
NORCRAFT COS LP/NORCRAFT FINAN	100,000.00	0.07	$103,000.00	10.50	12/15/2015	NORCFT
NORCRAFT HOLDINGS LP/NORCRAFT	66,000.00	0.04	$63,690.00	9.75	09/01/2012	NORCFT
NORDEA BANK AB	67,976.00	0.44	$688,343.81	0.20	N/A	NDA SS
NORDIC INVESTMENT BANK	2,600,000.00	0.57	$902,475.60	0.00	01/26/2016	NIB
NORDIC TELEPHONE CO HOLDINGS A	110,000.00	0.07	$116,875.00	8.88	05/01/2016	TDCDC
NORDSTROM INC	35,000.00	0.02	$38,874.99	7.00	01/15/2038	JWN
NORSKE SKOGINDUSTRIER ASA	150,000.00	0.05	$81,000.00	7.12	10/15/2033	NSINO
NORTHROP GRUMMAN CORP	10,600.00	0.38	$592,010.00	1.72	N/A	NOC
NORTHWESTERN CORP	3,800.00	0.06	$98,876.00	1.34	N/A	NWE
NORWEGIAN CRUISE LINE	70,000.00	0.04	$69,475.00	11.75	11/15/2016	NWCRLN
NOVARTIS AG	14,851.00	0.51	$810,218.63	2.00	N/A	NOVN VX
NOVASEP HOLDING SAS	140,000.00	0.09	$137,200.00	9.75	12/15/2016	NOVASP
NOVELIS INC/GA	30,000.00	0.02	$28,725.00	8.25	02/15/2015	67000XAB2
NOVELIS INC/GA	105,000.00	0.07	$113,006.25	11.50	02/15/2015	HINDAL
NOVO NORDISK A/S	8,156.00	0.33	$519,956.75	6.00	N/A	NOVOB DC
NRG ENERGY INC	115,000.00	0.07	$115,431.25	7.38	02/01/2016	NRG
NUCOR CORP	13,100.00	0.39	$611,115.00	1.44	N/A	NUE
NUVEEN INVESTMENTS INC	250,000.00	0.14	$228,125.00	10.50	11/15/2015	NUVINV
OCCIDENTAL PETROLEUM CORP	7,300.00	0.38	$593,855.00	1.32	N/A	OXY
OPTI CANADA INC	255,000.00	0.13	$210,375.00	7.88	12/15/2014	OPCCN
ORION POWER HOLDINGS INC	205,000.00	0.13	$211,150.00	12.00	05/01/2010	RRI
ORIX JREIT INC	17.00	0.05	$84,930.85	24,968.00	N/A	8954 JP
OSI RESTAURANT PARTNERS INC	127,000.00	0.07	$112,712.50	10.00	06/15/2015	OSI
PAETEC HOLDING CORP	105,000.00	0.07	$106,837.50	8.88	06/30/2017	PAET
PAKISTAN GOVERNMENT INTERNATIO	2,000,000.00	1.02	$1,610,000.00	6.88	06/01/2017	PKSTAN
PARKWAY PROPERTIES INC/MD	3,500.00	0.05	$72,870.00	1.30	N/A	PKY
PARMALAT SPA	280,178.00	0.50	$782,260.45	0.10	N/A	PLT IM
PEABODY ENERGY CORP	790,000.00	0.51	$801,850.00	4.75	12/15/2041	BTU CB
PEMEX PROJECT FUNDING MASTER T	1,000,000.00	0.60	$953,401.00	6.62	06/15/2035	PEMEX
PENNSYLVANIA ELECTRIC CO	70,000.00	0.04	$69,077.05	5.20	04/01/2020	FE
PETROBRAS INTERNATIONAL FINANC	45,000.00	0.03	$46,002.92	5.75	01/20/2020	PETBRA
PETROHAWK ENERGY CORP	55,000.00	0.04	$55,825.00	7.88	06/01/2015	HAWK
PETROLEO BRASILEIRO SA	18,800.00	0.51	$796,932.00	0.38	N/A	PBR/A
PETROLEUM DEVELOPMENT CORP	145,000.00	0.10	$150,256.25	12.00	02/15/2018	PETD
PFIZER INC	31,844.00	0.37	$579,242.36	0.64	N/A	PFE
PHH	135,000.00	0.08	$125,550.00	7.12	03/01/2013	693320AF0
PINNACLE ENTERTAINMENT INC	185,000.00	0.11	$171,125.00	7.50	06/15/2015	PNK
PITNEY BOWES INC	25,900.00	0.37	$589,484.00	1.44	N/A	PBI
PLAINS ALL AMERICAN PIPELINE L	105,000.00	0.07	$105,276.68	5.75	01/15/2020	PAA
PLASTIPAK HLDGS 144A	105,000.00	0.07	$108,281.25	8.50	12/15/2015	727610AD9
PLASTIPAK HOLDINGS INC	105,000.00	0.07	$116,287.50	10.62	08/15/2019	PLASPK
PNC FINANCIAL SERVICES	15,000.00	0.01	$15,307.19	0.08	05/29/2049	PNC PFD
PNC FUNDING	100,000.00	0.07	$102,965.50	5.25	11/15/2015	693476AT0
PNC FUNDING CORP	60,000.00	0.04	$59,541.12	5.62	02/01/2017	PNC
POPULAR N.A. CAP TRUST I	100,000.00	0.04	$58,647.80	6.56	09/15/2034	BPOP
PPL ELECTRIC UTILITIES CORP	40,000.00	0.03	$45,762.24	7.12	11/30/2013	PPL
PPR	5,835.00	0.44	$699,476.89	3.30	N/A	PP FP
PQ CORP TERM LOAN	165,000.00	0.09	$143,137.50	6.74	07/30/2015	PQCOR
PREGIS CORP	210,000.00	0.13	$204,487.50	13.38	10/15/2013	PREGIS
PRIDE INTERNATIONAL INC	55,000.00	0.04	$63,800.00	8.50	06/15/2019	PDE
PROGRESS ENERGY INC	14,400.00	0.37	$590,544.00	2.48	N/A	PGN
PROLOGIS	7,050.00	0.09	$145,582.50	1.68	N/A	PLD G PFD
PROLOGIS	60,000.00	0.04	$59,286.12	7.38	10/30/2019	PLD
PROSHARES ULTRASHORT REAL ESTA	2,600.00	0.01	$19,474.00	0.00	N/A	SRS
PROVINCE OF ONTARIO CANADA	110,000.00	0.07	$108,979.75	1.88	11/19/2012	ONT
PROVINCE OF ONTARIO CANADA	115,000.00	0.07	$110,336.52	4.00	10/07/2019	ONT
PSYCHIATRIC SOLUTIONS	140,000.00	0.09	$136,150.00	7.75	07/15/2015	74439HAD0
PSYCHIATRIC SOLUTIONS INC	60,000.00	0.04	$56,850.00	7.75	07/15/2015	PSYS
PUBLIC SERVICE CO OF OKLAHOMA	70,000.00	0.04	$69,631.87	5.15	12/01/2019	AEP
PUBLIC SERVICE ENTERPRISE GROU	17,800.00	0.38	$591,850.00	1.33	N/A	PEG
PUBLICIS GROUPE SA	15,882.00	0.41	$644,908.88	0.60	N/A	PUB FP
PUGET SOUND ENERGY INC	165,000.00	0.09	$145,789.05	6.97	06/01/2067	PSD
QUEST DIAGNOSTICS INC/DE	9,500.00	0.36	$573,610.00	0.40	N/A	DGX
QUICKSILVER RESOURCES INC	30,000.00	0.02	$34,200.00	11.75	01/01/2016	KWK
QUICKSILVER RESOURCES INC	115,000.00	0.07	$107,812.50	7.12	04/01/2016	74837RAC8
QUIKSILVER INC	200,000.00	0.10	$165,000.00	6.88	04/15/2015	ZQK
QUINTILES TRANSNATIONAL CORP	65,000.00	0.04	$65,487.50	9.50	12/30/2014	QTRN
QWEST CAPITAL FUNDING INC	80,000.00	0.04	$68,400.00	7.75	02/15/2031	QUS
QWEST COMMUNICATIONS INTERNATI	85,000.00	0.05	$85,743.75	7.50	02/15/2014	QUS
QWEST COMMUNICATIONS INTERNATI	200,000.00	0.13	$208,500.00	3.50	11/15/2025	QUS
QWEST CORP	85,000.00	0.05	$79,050.00	7.25	09/15/2025	912920AK1
RABOBANK NEDERLAND NV	280,000.00	0.22	$342,339.20	11.00	12/29/2049	RABOBK
RAMCO-GERSHENSON PROPERTIES TR	10,006.00	0.06	$95,457.24	0.65	N/A	RPT
RAYONIER TRS HOLDINGS INC	1,250,000.00	0.85	$1,334,375.00	3.75	10/15/2012	RYN CB
RBS GLOBAL/REXNORD COR	235,000.00	0.15	$233,825.00	11.75	08/01/2016	75524DAD2
REGENCY CENTERS CORP	3,900.00	0.09	$136,734.00	1.85	N/A	REG
REGENCY CENTERS LP	35,000.00	0.02	$32,436.46	5.88	06/15/2017	REG
REGENCY ENERGY PARTNERS LP/REG	85,000.00	0.06	$88,400.00	8.38	12/15/2013	RGNC
REGIONS FINANCIAL CORP	65,000.00	0.04	$64,168.07	7.75	11/10/2014	RF
RELIANCE STEEL & ALUMINUM CO	34,000.00	0.02	$28,676.52	6.85	11/15/2036	RS
RITE AID CORP	160,000.00	0.09	$141,600.00	9.38	12/15/2015	767754BQ6
ROUND ONE CORP	47,082.00	0.18	$279,423.92	20.00	N/A	4680 JP
ROYAL CARIBBEAN CRUISES LTD	125,000.00	0.08	$123,437.50	6.88	12/01/2013	780153AP7
RSC EQUIPMENT RENTAL INC	210,000.00	0.13	$211,312.50	9.50	12/01/2014	RSC
RSHB CAPTL (RUSS AG BK)	1,000,000.00	0.72	$1,140,000.00	9.00	06/11/2014	RSHB
RYERSON INC	65,000.00	0.04	$68,250.00	12.25	11/01/2015	RYI
RYERSON INC	115,000.00	0.07	$106,518.75	7.66	11/01/2014	RYI
SAFEWAY INC	27,800.00	0.38	$591,862.00	0.40	N/A	SWY
SALLY HOLDINGS LLC	225,000.00	0.15	$243,000.00	10.50	11/15/2016	SBH
SANDISK CORP	340,000.00	0.18	$285,175.00	1.00	05/15/2013	SNDK CB
SANDRIDGE ENERGY INC	10,000.00	0.01	$10,050.00	8.75	01/15/2020	SD
SANDRIDGE ENERGY INC	185,000.00	0.12	$195,637.50	9.88	05/15/2016	SD
SANMINA-SCI CORP	231,000.00	0.15	$231,577.50	8.12	03/01/2016	800907AK3
SANOFI-AVENTIS SA	4,915.00	0.24	$386,017.45	2.20	N/A	SAN FP
SANTA FE DE BOGOTA DC	1,000,000,000.00	0.35	$543,945.18	9.75	07/26/2028	BOGOTA
SAPPI PAPIER HOLDING AG	95,000.00	0.06	$91,062.35	6.75	06/15/2012	SAPSJ
SBA COMMUNICATIONS CORP	285,000.00	0.24	$375,487.50	4.00	10/01/2014	SBAC CB
SECURITIZED NET CASH - ACR1	1,798,061.06	1.14	$1,798,061.06	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	328,119.86	0.01	$13,945.10	0.00	N/A	SECLENDPL
SELECT MEDICAL CORP	140,000.00	0.09	$136,500.00	7.62	02/01/2015	SELMED
SEMPRA ENERGY	10,600.00	0.38	$593,388.00	1.56	N/A	SRE
SERVICEMASTER CO/THE	135,000.00	0.09	$141,075.00	10.75	07/15/2015	SVM
SHIMAO PROPERTY HOLDINGS LTD	25,500.00	0.03	$47,807.37	0.23	N/A	813 HK
SHINGLE SPRINGS	110,000.00	0.05	$84,150.00	9.38	06/15/2015	82459AAA9
SIMON PROPERTY GROUP INC	8,264.85	0.42	$659,534.71	0.48	N/A	SPG
SINCLAIR TELEVISION GROUP INC	95,000.00	0.06	$99,275.00	9.25	11/01/2017	SBGI
SINGAPORE AIRLINES LTD	67,000.00	0.45	$709,469.06	0.40	N/A	SIA SP
SINGAPORE DOLLAR	337,435.37	0.15	$240,150.43	0.00	N/A	SINGDOLL
SINO-FOREST CORP	500,000.00	0.38	$593,125.00	5.00	08/01/2013	TRECN
SL GREEN REALTY CORP	3,300.00	0.11	$165,792.00	0.40	N/A	SLG
SMITHFIELD FOODS	25,000.00	0.01	$23,187.50	7.75	07/01/2017	832248AQ1
SMITHFIELD FOODS	155,000.00	0.10	$151,125.00	7.75	05/15/2013	832248AH1
SMITHFIELD FOODS INC	35,000.00	0.02	$38,150.00	10.00	07/15/2014	SFD
SOLO CUP CO	205,000.00	0.13	$201,412.50	8.50	02/15/2014	834260AB7
SOUTH AFRICA RAND	2,529,305.07	0.22	$341,336.72	0.00	N/A	ZAR
SOUTH KOREA WON	441,720.00	0.00	$378.81	0.00	N/A	SKOREAWON
SOUTHERN COPPER CORP	1,000,000.00	0.63	$993,338.00	7.50	07/27/2035	PCU
SPRINT CAPITAL	450,000.00	0.27	$426,375.00	8.75	03/15/2032	852060AT9
SPRINT CAPITAL CORP	55,000.00	0.03	$45,993.75	6.88	11/15/2028	S
STANDARD CHARTERED PLC	29,241.00	0.47	$735,132.67	0.79	N/A	STAN LN
STANDARD PACIFIC ESCROW LLC	75,000.00	0.05	$76,875.00	10.75	09/15/2016	SPF
STARWOOD PROPERTY TRUST INC	17,700.00	0.21	$334,353.00	0.40	N/A	STWD
STATE STREET CORP	13,500.00	0.37	$587,790.00	0.04	N/A	STT
STEEL CAPITAL SA FOR OAO SEVER	1,100,000.00	0.71	$1,113,750.00	9.75	07/29/2013	CHMFRU
STEEL DYNAMICS INC	190,000.00	0.13	$198,787.50	8.25	04/15/2016	STLD
STOCKLAND	64,000.00	0.14	$225,486.08	0.33	N/A	SGP AU
SUNGARD DATA SYSTEMS INC	250,000.00	0.17	$267,500.00	10.25	08/15/2015	SDSINC
SUNTRUST BANKS INC	28,400.00	0.37	$576,236.00	0.04	N/A	STI
SWEDISH KRONA	35,392.44	0.00	$4,943.98	0.00	N/A	SWKRONOR
SWISS FRANC	-94,062.48	-0.06	-$90,842.13	0.00	N/A	SWFRANCS
TARGET CORP	12,200.00	0.37	$590,114.00	0.68	N/A	TGT
TECHTRONIC INDUSTRIES CO	756,500.00	0.40	$627,090.27	0.06	N/A	669 HK
TECK RESOURCES LTD	60,000.00	0.04	$70,200.00	10.25	05/15/2016	TCKCN
TECK RESOURCES LTD	115,000.00	0.09	$138,000.00	10.75	05/15/2019	TCKCN
TELCORDIA TECH 144A	165,000.00	0.09	$147,675.00	10.00	03/15/2013	87922RAD4
TELECOM ITALIA CAPITAL	145,000.00	0.10	$151,791.80	5.25	10/01/2015	87927VAQ1
TELEPERFORMANCE	24,717.00	0.51	$800,926.10	0.44	N/A	RCF FP
TELESAT CANADA / TELESAT LLC	120,000.00	0.08	$130,800.00	11.00	11/01/2015	TELSAT
TELESAT CANADA / TELESAT LLC	140,000.00	0.10	$154,700.00	12.50	11/01/2017	TELSAT
TELSTRA CORP LTD	113,434.00	0.22	$348,739.41	0.40	N/A	TLS AU
TELUS CORP	23,249.00	0.48	$754,793.12	1.90	N/A	T CN
TENET HEALTHCARE	135,000.00	0.09	$136,012.50	7.38	02/01/2013	88033GAY6
TENNECO INC	70,000.00	0.05	$70,962.50	8.62	11/15/2014	TEN
TERREMARK WORLDWIDE INC	125,000.00	0.09	$138,750.00	12.00	06/15/2017	TMRK
TEXAS COMPETITIVE ELECTRIC HOL	220,000.00	0.11	$179,300.00	10.50	11/01/2015	TXU
THERMADYNE HOLDINGS CORP	195,000.00	0.12	$185,493.75	10.50	02/01/2014	THMD
TIME WARNER CABLE INC	60,000.00	0.05	$71,585.46	8.25	04/01/2019	TWC
TNK-BP FINANCE SA	2,000,000.00	1.31	$2,070,000.00	7.88	03/13/2018	TMENRU
TOMKINS PLC	226,220.00	0.45	$706,675.47	0.14	N/A	TOMK LN
TOPS MARKETS LLC	135,000.00	0.09	$139,725.00	10.12	10/15/2015	TOMA
TOTAL SA	8,758.00	0.36	$561,780.58	2.28	N/A	FP FP
TOYOTA MOTOR CORP	14,784.00	0.40	$623,709.48	20.00	N/A	7203 JP
TOYS R US PROPERTY CO I	5,000.00	0.00	$5,500.00	10.75	07/15/2017	TOY
TRANS-CANADA PIPELINES	45,000.00	0.03	$42,282.45	6.35	05/15/2067	TRP
TRANSOCEAN	7,700.00	0.40	$637,560.00	0.00	N/A	RIG
TRANSOCEAN INC	220,000.00	0.14	$212,850.00	1.50	12/15/2037	893830AW9
TRAVELERS COS INC/THE	12,100.00	0.38	$603,306.00	1.32	N/A	TRV
TRIMAS CORP	115,000.00	0.07	$113,418.75	9.75	12/15/2017	TRS
TRW AUTOMOTIVE 144A	100,000.00	0.06	$97,500.00	7.25	03/15/2017	87264MAB5
TXU CORP	100,000.00	0.05	$71,419.80	5.55	11/15/2014	873168AL2
TYCO INTERNATIONAL FINANCE SA	80,000.00	0.06	$96,778.32	8.50	01/15/2019	TYC
UNIBAIL-RODAMCO SE	1,399.00	0.19	$306,925.06	3.75	N/A	UL FP
UNICREDIT SPA	195,530.00	0.41	$652,939.06	0.00	N/A	UCG IM
UNISYS CORP	110,000.00	0.08	$127,600.00	12.75	10/15/2014	UIS
UNITEDHEALTH GROUP INC	10,000.00	0.01	$8,990.89	5.80	03/15/2036	91324PAR3
UNIVERSAL HOSPITAL SERVICES IN	120,000.00	0.08	$118,800.00	8.50	06/01/2015	UHOS
UNIVISION COMMUNICATIONS INC	95,000.00	0.07	$105,093.75	12.00	07/01/2014	UVN
UNIVISION COMMUNICATIONS TERM	85,000.00	0.05	$74,056.25	2.53	09/29/2014	LN321128
UPC HOLDING BV	100,000.00	0.07	$106,000.00	9.88	04/15/2018	LBTYA
US ONCOLOGY HOLDINGS INC	155,000.00	0.09	$145,700.00	6.43	03/15/2012	USON
US TREASURY N/B	225,000.00	0.14	$219,744.68	2.12	11/30/2014	T
US TREASURY N/B	400,000.00	0.25	$391,062.80	4.50	08/15/2039	T
US TREASURY N/B	470,000.00	0.29	$462,617.71	1.12	12/15/2012	T
US TREASURY N/B	2,010,000.00	1.23	$1,934,007.93	3.38	11/15/2019	T
USB CAPITAL IX	295,000.00	0.15	$240,056.25	6.19	04/15/2049	USB
USG CORP	45,000.00	0.03	$48,262.50	9.75	08/01/2014	USG
USG CORP	205,000.00	0.12	$184,500.00	6.30	11/15/2016	USG
VALE OVERSEAS LTD	979,000.00	0.62	$980,626.12	6.88	11/21/2036	CVRD
VALE SA	13,000.00	0.24	$377,390.00	0.24	N/A	VALE
VALLOUREC SA	2,919.00	0.33	$527,401.81	6.00	N/A	VK FP
VERISIGN INC	160,000.00	0.09	$143,000.00	3.25	08/15/2037	VRSN CB1
VERIZON COMMUNICATIONS INC	17,900.00	0.38	$593,027.00	1.90	N/A	VZ
VIASAT INC	70,000.00	0.05	$72,450.00	8.88	09/15/2016	VSAT
VIP FINANCE IRELAND LTD FOR OJ	1,155,000.00	0.79	$1,238,737.50	9.12	04/30/2018	VIP
VIRGIN MEDIA FINANCE PLC	100,000.00	0.07	$103,375.00	8.38	10/15/2019	VMED
VIRGIN MEDIA INC	307,000.00	0.23	$365,330.00	6.50	11/15/2016	VMED CB
VISKASE COS INC	135,000.00	0.09	$136,687.50	9.88	01/15/2018	VKSC
VIVENDI	85,000.00	0.06	$89,430.54	5.75	04/04/2013	VIVFP
VIVENDI SA	31,049.00	0.58	$920,305.05	1.40	N/A	VIV FP
VODAFONE GROUP PLC	309,933.00	0.46	$717,388.41	0.09	N/A	VOD LN
VORNADO REALTY TRUST	3,700.00	0.05	$81,548.00	0.00	N/A	VNO I PFD
WACHOVIA CORP	90,000.00	0.06	$92,153.16	5.62	10/15/2016	929903CH3
WALT DISNEY CO/THE	18,000.00	0.37	$580,500.00	0.35	N/A	DIS
WASTE MANAGEMENT INC	18,000.00	0.39	$608,580.00	1.16	N/A	WM
WELLS FARGO CAPITAL XIII	140,000.00	0.09	$136,500.00	7.70	12/29/2049	WFC
WEST CORP/OLD	105,000.00	0.07	$110,250.00	11.00	10/15/2016	952355AF2
WESTFIELD GROUP	16,989.00	0.12	$190,139.35	1.00	N/A	WDC AU
WFMBS 2005-AR16 6A4	57,103.22	0.01	$21,661.02	5.00	10/25/2035	WFMBS
WFMBS 2005-AR2 2A1	68,182.35	0.04	$60,186.89	4.41	03/25/2035	WFMBS
WHITING PETROLEUM CORP	1,500.00	0.17	$269,490.00	0.00	N/A	WLL CB
WILLIAMS COS INC/THE	27,400.00	0.37	$577,592.00	0.44	N/A	WMB
WIND ACQUISITION 144A	150,000.00	0.10	$161,250.00	10.75	12/01/2015	97314XAA2
WIND ACQUISITION FINANCE SA	140,000.00	0.10	$153,650.00	11.75	07/15/2017	WINDIM
WINDSTREAM CORP	45,000.00	0.03	$44,662.50	7.88	11/01/2017	WIN
WOODSIDE FINANCE LTD	20,000.00	0.01	$20,478.94	5.00	11/15/2013	980236AD5
WOODSIDE FINANCE LTD	50,000.00	0.03	$50,500.30	4.50	11/10/2014	WPLAU
WPP FINANCE UK	100,000.00	0.07	$113,839.00	8.00	09/15/2014	WPPLN
WPP PLC	42,241.00	0.26	$412,694.56	0.17	N/A	WPP LN
XEROX CORP	69,100.00	0.37	$584,586.00	0.17	N/A	XRX
XM SATELLITE RADIO HOLDINGS IN	125,000.00	0.09	$136,406.25	13.00	08/01/2013	XMSR
XM SATELLITE RADIO HOLDINGS IN	185,000.00	0.12	$185,925.00	10.00	06/01/2011	SIRI
YALE UNIVERSITY	75,000.00	0.05	$74,805.60	2.90	10/15/2014	YALUNI
YANKEE ACQUISITION CORP/MA	145,000.00	0.09	$143,550.00	9.75	02/15/2017	YCC
YUE YUEN INDUSTRIAL HOLDINGS L	185,000.00	0.34	$535,599.56	0.89	N/A	551 HK
ZIONS BANCORPORATION	15,000.00	0.01	$10,937.19	5.65	05/15/2014	ZION
ZIONS BANCORPORATION	80,000.00	0.04	$56,624.24	5.50	11/16/2015	ZION
ZIONS BANCORPORATION	215,000.00	0.10	$152,238.06	6.00	09/15/2015	989701AJ6

0.05 of the fund was hedged out of DKK/USD FWD 20100104 USD

0.26 of the fund was hedged out of EUR/USD FWD 20100104 USD

0.06 of the fund was hedged out of SEK/USD FWD 20100104 USD