Delaware Enhanced Global Dividend and 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	10,900.00	0.35	$509,902.00	1.76	N/A	ABT
ABBOTT LABORATORIES	35,000.00	0.03	$36,739.92	4.12	05/27/2020	ABT
ACCELLENT INC	104,000.00	0.07	$102,960.00	10.50	12/01/2013	00430XAB3
ADVANCED MICRO DEVICES INC	675,000.00	0.44	$644,625.00	6.00	05/01/2015	AMD CB1
AES CORP/THE	9,000.00	0.01	$9,090.00	8.00	06/01/2020	AES
AES CORP/THE	105,000.00	0.07	$107,362.50	7.75	03/01/2014	AES
AFFINION GROUP INC	103,000.00	0.07	$108,665.00	11.50	10/15/2015	AFFINI
AGRIUM INC	5,800.00	0.19	$283,852.00	0.11	N/A	AGU
AHMAT 2009-ADV3 A1	40,000.00	0.03	$39,963.94	2.30	10/06/2021	AHMAT
AK STEEL CORP	120,000.00	0.08	$117,000.00	7.62	05/15/2020	AKS
ALASKA COMMUNICATIONS SYSTEMS	795,000.00	0.51	$756,243.75	5.75	03/01/2013	ALSK CB
ALGOMA ACQUISITION CORP	166,000.00	0.10	$141,930.00	9.88	06/15/2015	AGACN
ALION SCIENCE AND TECHNOLOGY C	115,249.00	0.08	$115,825.25	12.00	11/01/2014	ALISCI
ALLIANCE HEALTHCARE SERVICES I	6,522.00	0.02	$26,348.88	0.00	N/A	AIQ
ALLIANCE ONE INTERNATIONAL INC	35,000.00	0.02	$35,787.50	10.00	07/15/2016	AOI
ALLIANCE ONE INTERNATIONAL INC	174,000.00	0.12	$177,915.00	10.00	07/15/2016	AOI
ALLIED WASTE NORTH AMERICA INC	30,000.00	0.02	$32,213.61	7.12	05/15/2016	AW
ALLIED WASTE NORTH AMERICA INC	40,000.00	0.03	$43,660.32	6.88	06/01/2017	AW
ALLISON TRANSMISSION 144A	206,000.00	0.15	$216,815.00	11.00	11/01/2015	019736AA5
ALLSTATE CORP/THE	20,000.00	0.39	$574,600.00	0.80	N/A	ALL
ALLYA 2010-2 A3	10,000.00	0.01	$10,020.77	1.00	07/15/2014	ALLYA
ALSTOM SA	15,711.00	0.48	$711,410.52	1.24	N/A	ALO FP
AMERICAN AXLE & MFG INC	196,000.00	0.12	$171,010.00	7.88	03/01/2017	02406PAF7
AMERICAN ELECTRIC POWER CO INC	17,000.00	0.37	$549,100.00	1.68	N/A	AEP
AMERICAN INTERNATIONAL GROUP I	245,000.00	0.13	$195,387.50	8.18	05/15/2058	AIG
AMERICAN PETROLEUM TANKERS LLC	70,000.00	0.05	$70,525.00	10.25	05/01/2015	AMPETR
AMERICAN TOWER CORP	30,000.00	0.02	$33,600.00	7.00	10/15/2017	AMT
AMERICAN TRANSMISSION SYSTEMS	25,000.00	0.02	$26,262.48	5.25	01/15/2022	FE
AMES TRUE TEMPER	90,000.00	0.06	$88,200.00	10.00	07/15/2012	031042AB0
AMGEN INC	435,000.00	0.29	$431,737.50	0.38	02/01/2013	AMGN CB1
AMH HOLDINGS INC	146,000.00	0.10	$149,650.00	11.25	03/01/2014	SIDE
AMTT 2007-1A AFX	75,000.00	0.05	$80,700.62	5.42	04/15/2037	AMTT
AMTT 2007-1A D	25,000.00	0.02	$26,297.99	5.96	04/15/2037	AMTT
ANADARKO PETROLEUM CORP	9,500.00	0.23	$342,855.00	0.36	N/A	APC
ANADARKO PETROLEUM CORP	10,000.00	0.01	$8,617.66	5.95	09/15/2016	APC
ANHEUSER-BUSCH INBEV WORLDWIDE	10,000.00	0.01	$10,475.59	5.00	04/15/2020	ABIBB
ANHEUSER-BUSCH INBEV WORLDWIDE	40,000.00	0.03	$40,986.00	3.62	04/15/2015	ABIBB
ANTERO RESOURCES FINANCE CORP	114,000.00	0.08	$114,570.00	9.38	12/01/2017	ANTERO
APPLETON PAPERS INC	125,000.00	0.08	$118,750.00	10.50	06/15/2015	APPPAP
AQUILEX HOLDINGS LLC/AQUILEX F	119,000.00	0.08	$119,595.00	11.12	12/15/2016	AQUILE
ARAMARK CORP	150,000.00	0.10	$152,250.00	8.50	02/01/2015	RMK
ARCELORMITTAL	10,000.00	0.01	$12,515.97	9.85	06/01/2019	MTNA
ARCELORMITTAL	13,443.00	0.25	$360,594.75	0.75	N/A	MT NA
ARCHER-DANIELS-MIDLAND CO	19,300.00	0.34	$498,326.00	0.60	N/A	ADM
ARVINMERITOR INC	78,000.00	0.06	$83,070.00	10.62	03/15/2018	ARM
ARVINMERITOR INC	176,000.00	0.12	$169,840.00	8.12	09/15/2015	ARM
ARVINMERITOR INC	380,000.00	0.20	$296,400.00	4.00	02/15/2027	ARM CB
ASAHI GLASS CO LTD	85,000.00	0.54	$798,361.38	16.00	N/A	5201 JP
ASHTEAD CAPITAL 144A	100,000.00	0.07	$98,500.00	9.00	08/15/2016	045054AA1
ASPECT SOFTWARE INC	140,000.00	0.10	$140,700.00	10.62	05/15/2017	CRTO
ASTRAZENECA PLC	7,548.00	0.24	$355,841.51	2.27	N/A	AZN LN
AT&T INC	21,300.00	0.35	$515,247.00	1.68	N/A	T
AUCTION PASS THROUGH TRUST	175,000.00	0.00	$0.00	0.00	N/A	050698208
AUSTRALIAN DOLLAR	1,817,419.30	1.04	$1,529,085.68	0.00	N/A	AUD
AUTOLIV INC	11,400.00	0.37	$545,490.00	1.20	N/A	ALV
AVIS BUDGET CAR RENTAL LLC / A	146,000.00	0.10	$148,190.00	9.62	03/15/2018	CAR
AXA SA	29,912.00	0.31	$457,005.83	0.55	N/A	CS FP
BACM 2004-3 A5	50,000.00	0.04	$53,010.82	5.59	06/10/2039	BACM
BACM 2004-5 A3	475,000.00	0.33	$484,977.19	4.56	11/10/2041	BACM
BACM 2005-1 A3	55,342.02	0.04	$55,788.51	4.88	11/10/2042	BACM
BACM 2005-6 A4	180,000.00	0.13	$192,729.01	5.35	09/10/2047	BACM
BANCO NACIONAL DE DESENVOLVIME	500,000.00	0.36	$534,375.00	6.37	06/16/2018	BNDES
BANCO SANTANDER SA	73,940.00	0.53	$775,412.13	0.60	N/A	SAN SM
BANK OF NEW YORK MELLON CORP/T	21,500.00	0.36	$530,835.00	0.36	N/A	BK
BARBADOS GOVERNMENT INTERNATIO	2,000,000.00	1.25	$1,836,810.00	6.62	12/05/2035	BARBAD
BAUSCH & LOMB INC	210,000.00	0.15	$216,825.00	9.88	11/01/2015	BOL
BAXTER INTERNATIONAL INC	35,000.00	0.03	$37,496.83	4.50	08/15/2019	BAX
BAYERISCHE MOTOREN WERKE AG	18,751.00	0.62	$912,752.44	0.30	N/A	BMW GR
BB&T CORP	21,600.00	0.39	$568,296.00	0.60	N/A	BBT
BEAZER HOMES USA INC	55,000.00	0.03	$51,150.00	9.12	06/15/2018	BZH
BEAZER HOMES USA INC	94,000.00	0.06	$84,600.00	8.12	06/15/2016	BZH
BERRY PLASTICS CORP	135,000.00	0.09	$130,612.50	8.88	09/15/2014	BERRY
BIOMET INC	130,000.00	0.10	$141,375.00	11.62	10/15/2017	BMET
BIOSCRIP INC	141,000.00	0.10	$140,295.00	10.25	10/01/2015	BIOS
BRAMBLES USA INC	10,000.00	0.01	$10,165.99	3.95	04/01/2015	BXBAU
BRAMBLES USA INC	15,000.00	0.01	$15,604.91	5.35	04/01/2020	BXBAU
BRISTOL-MYERS SQUIBB CO	22,700.00	0.39	$566,138.00	1.28	N/A	BMY
BRISTOW GROUP INC	401,000.00	0.22	$323,306.25	3.00	06/15/2038	BRS CB
BRITISH POUNDS	9,565.59	0.01	$14,289.08	0.00	N/A	POUNDS
BSARM 2007-1 3A2	224,409.87	0.02	$27,233.26	5.67	02/25/2047	BSARM
BSCMS 2005-PW10 A4	100,000.00	0.07	$105,116.02	5.40	12/11/2040	BSCMS
BSCMS 2005-T20 A4A	230,000.00	0.17	$245,875.22	5.30	10/12/2042	07387BCL5
BSCMS 2006-PW12 A4	25,000.00	0.02	$26,824.95	5.91	09/11/2038	BSCMS
BSCMS 2006-PW14 A4	60,000.00	0.04	$61,367.71	5.20	12/11/2038	BSCMS
BSCMS 2007-PW15 A4	75,000.00	0.05	$73,482.59	5.33	02/11/2044	BSCMS
BURLINGTON COAT FACTORY INVEST	276,000.00	0.20	$291,180.00	14.50	10/15/2014	BCFACT
BURLINGTON NORTHERN SANTA FE C	35,000.00	0.03	$37,138.26	4.70	10/01/2019	BNI
BWAY HOLDING CO	120,000.00	0.09	$125,700.00	10.00	06/15/2018	BWY
CABLEVISION SYSTEMS CORP	15,000.00	0.01	$15,262.50	8.00	04/15/2020	CVC
CABLEVISION SYSTEMS CORP	63,000.00	0.04	$64,575.00	8.62	09/15/2017	CVC
CAMBRIDGE INDUSTRIAL TRUST	1,170,000.00	0.28	$411,867.59	0.05	N/A	CREIT SP
CAMDEN PROPERTY TRUST	3,900.00	0.11	$159,315.00	1.80	N/A	CPT
CANADIAN DOLLAR	166,173.08	0.11	$156,104.35	0.00	N/A	CANDOLLAR
CARDINAL HEALTH INC	18,200.00	0.42	$611,702.00	0.78	N/A	CAH
CARDTRONICS INC	85,000.00	0.06	$86,275.00	9.25	08/15/2013	CATM
CAREFUSION CORP	65,000.00	0.05	$74,381.97	6.38	08/01/2019	CAH
CASELLA WASTE SYSTEMS INC	310,000.00	0.21	$311,550.00	9.75	02/01/2013	CWST
CASH	-1,705,246.46	-1.16	-$1,705,246.46	0.00	12/15/2038	US-CASH
CCCIT 2004-C1 C1	10,000.00	0.01	$9,890.17	1.00	07/15/2013	CCCIT
CCO HOLDINGS LLC / CCO HOLDING	30,000.00	0.02	$30,300.00	7.88	04/30/2018	CCMM
CCO HOLDINGS LLC / CCO HOLDING	40,000.00	0.03	$41,100.00	8.12	04/30/2020	CCMM
CEMEX ESPANA SA	104,000.00	0.06	$91,000.00	9.25	05/12/2020	CEMEX
CEMEX FINANCE LLC	140,000.00	0.09	$135,800.00	9.50	12/14/2016	CEMEX
CENTURY ALUMINUM CO	116,100.00	0.07	$110,004.75	8.00	05/15/2014	CENX
CGI GROUP INC	107,942.00	1.09	$1,606,201.30	0.00	N/A	GIB/A CN
CHAODA MODERN AGRICULTURE HOLD	964,000.00	0.64	$940,084.17	0.05	N/A	682 HK
CHARTER COMMUNICATIONS OPERATI	63,000.00	0.05	$70,245.00	10.88	09/15/2014	CHTR
CHARTER HALL RETAIL REIT	355,587.00	0.11	$163,147.48	0.06	N/A	MCW AU
CHESAPEAKE ENERGY CORP	105,000.00	0.08	$116,550.00	9.50	02/15/2015	CHK
CHESAPEAKE ENERGY CORP	750,000.00	0.37	$544,687.50	2.25	12/15/2038	CHK CB
CHEVRON CORP	7,700.00	0.36	$522,522.00	2.88	N/A	CVX
CHIMERA INVESTMENT CORP	12,100.00	0.03	$43,681.00	0.68	N/A	CIM
CHUNGHWA TELECOM LTD-ADR	34,201.00	0.46	$673,417.69	1.16	N/A	CHT
CIE DE ST-GOBAIN	12,667.00	0.32	$472,068.39	1.00	N/A	SGO FP
CISCO SYSTEMS INC	55,000.00	0.04	$58,172.29	4.45	01/15/2020	CSCO
CITIGROUP INC	1,400.00	0.11	$158,200.00	0.00	N/A	172967416
CITIZENS COMMUNICATIONS CO	120,000.00	0.08	$111,600.00	7.12	03/15/2019	CZN
CITY NATIONAL CAPITAL TRUST I	25,000.00	0.02	$26,375.35	9.62	02/01/2040	CYN
CLEAR CHANNEL COMMUNICATIONS I	138,000.00	0.07	$97,635.00	10.75	08/01/2016	CCU
CLEARWIRE COMMUNICATIONS LLC/C	145,000.00	0.10	$145,181.25	12.00	12/01/2015	CLWR
CLEARWIRE CORP	225,000.00	0.15	$224,156.25	12.00	12/01/2015	CLWR
CMLTI 2007-AR8 1A3A	76,979.44	0.04	$59,064.97	5.76	08/25/2037	CMLTI
CMS ENERGY CORP	10,000.00	0.01	$10,160.03	6.55	07/17/2017	CMS
CMS ENERGY CORP	10,000.00	0.01	$11,090.89	8.75	06/15/2019	CMS
CMSI 2006-4 3A1	23,309.78	0.02	$22,844.49	5.50	08/25/2021	CMSI
CMSI 2007-1 2A1	143,572.68	0.09	$135,284.66	5.50	01/25/2022	CMSI
CNH 2008-A A3	4,441.25	0.00	$4,469.16	4.12	05/15/2012	CNH
CNH 2008-A A4A	30,000.00	0.02	$31,103.60	4.93	08/15/2014	CNH
CNH 2008-B A3A	9,967.39	0.01	$10,085.31	4.78	07/16/2012	CNH
CNH 2009-C A3	15,000.00	0.01	$15,155.06	1.85	12/16/2013	CNH
CNOOC LTD	557,000.00	0.64	$946,690.35	0.40	N/A	883 HK
COCA-COLA AMATIL LTD	75,459.00	0.51	$755,198.51	0.62	N/A	CCL AU
COGDELL SPENCER INC	15,000.00	0.07	$101,400.00	0.40	N/A	CSA
COLUMBUS INTERNATIONAL INC	130,000.00	0.09	$139,109.49	11.50	11/20/2014	COLUIF
COMCAST CORP	35,800.00	0.42	$621,846.00	0.38	N/A	CMCSA
COMCAST CORP	45,000.00	0.03	$50,774.63	5.90	03/15/2016	20030NAL5
COMCAST CORPORATION 5-YR CDS 0	25,000.00	-0.00	-$265.05	1.00	09/20/2015	/CMCSA
COMERICA INC	16,100.00	0.40	$592,963.00	0.20	N/A	CMA
COMM 2005-C6 A5A	95,000.00	0.07	$99,813.18	5.12	06/10/2044	COMM
COMMUNITY HEALTH SYSTEMS INC	135,000.00	0.10	$139,556.25	8.88	07/15/2015	CYH
COMPLETE PRODUCTION SERVICES I	133,000.00	0.09	$130,672.50	8.00	12/15/2016	CPX
CONOCOPHILLIPS	11,700.00	0.39	$574,353.00	2.20	N/A	COP
COPANO ENERGY LLC / COPANO ENE	128,000.00	0.08	$121,600.00	7.75	06/01/2018	CPNO
CORIO NV	2,648.00	0.09	$128,600.02	2.65	N/A	CORA NA
COTT BEVERAGES INC	88,000.00	0.06	$89,100.00	8.38	11/15/2017	BCB
COVIDIEN INTERNATIONAL FINANCE	10,000.00	0.01	$10,255.03	4.20	06/15/2020	COV
COX COMMUNICATIONS INC	5,000.00	0.00	$5,755.45	6.95	06/01/2038	COXENT
COX COMMUNICATIONS INC	15,000.00	0.01	$16,752.33	6.25	06/01/2018	COXENT
CRICKET COMMUNICATIONS INC	135,000.00	0.10	$141,750.00	10.00	07/15/2015	LEAP
CRMSI 2006-3 A5	100,000.00	0.05	$79,793.80	5.95	11/25/2036	CRMSI
CROSSTEX ENERGY LP / CROSSTEX	115,000.00	0.08	$115,431.25	8.88	02/15/2018	XTEX
CS INTERNATIONAL FOR CITY OF K	1,000,000.00	0.65	$960,000.00	8.25	11/26/2012	CITKIE
CVS CAREMARK CORP	18,400.00	0.37	$539,488.00	0.35	N/A	CVS
CVS PASS-THROUGH TRUST	78,777.87	0.07	$95,767.34	8.35	07/10/2031	CVS
CXHE 2005-D AF4	31,041.08	0.02	$30,902.57	5.27	10/25/2035	CXHE
CYPRESS SHARPRIDGE INVESTMENTS	8,200.00	0.07	$103,812.00	2.20	N/A	CYS
CYTEC INDUSTRIES INC	30,000.00	0.02	$36,703.53	8.95	07/01/2017	CYT
DAE AVIATION HOLDINGS INC	125,000.00	0.08	$124,375.00	11.25	08/01/2015	DAEAVI
DAVE & BUSTER'S INC	115,000.00	0.08	$116,437.50	11.00	06/01/2018	DAB
DCENT 2007-A1 A1	100,000.00	0.08	$115,028.78	5.65	03/16/2020	DCENT
DCT INDUSTRIAL TRUST INC	16,877.00	0.05	$76,284.04	0.28	N/A	DCT
DEAN FOODS	80,000.00	0.05	$75,200.00	7.00	06/01/2016	242370AA2
DELTA AIR LINES INC	130,000.00	0.09	$139,425.00	11.75	03/15/2015	DAL
DEUTSCHE POST AG	45,072.00	0.45	$658,851.15	0.60	N/A	DPW GR
DEVELOPERS DIVERSIFIED REALTY	1,925.00	0.03	$40,136.25	0.00	N/A	DDR I PFD
DEVELOPERS DIVERSIFIED REALTY	5,000.00	0.00	$4,913.30	7.50	04/01/2017	DDR
DEVON ENERGY CORP	8,300.00	0.34	$505,636.00	0.64	N/A	DVN
DIGICEL GROUP 144A	100,000.00	0.07	$98,625.00	9.12	01/15/2015	25380WAB2
DIGICEL GROUP LTD	100,000.00	0.07	$99,500.00	8.25	09/01/2017	DLLTD
DIGICEL GROUP LTD	1,100,000.00	0.74	$1,080,750.00	8.88	01/15/2015	DLLTD
DIGITAL REALTY TRUST INC	2,650.00	0.05	$66,912.50	0.00	N/A	DLR A PFD
DIGITAL REALTY TRUST INC	4,400.00	0.17	$253,792.00	1.92	N/A	DLR
DIGITAL REALTY TRUST LP	10,000.00	0.01	$10,221.05	5.88	02/01/2020	DLR
DIGITAL REALTY TRUST LP	380,000.00	0.37	$544,587.50	5.50	04/15/2029	DLR CB
DIRECTV	1,900.00	0.04	$64,448.00	0.00	N/A	DTV
DIRECTV HOLDINGS LLC/DIRECTV F	85,000.00	0.06	$92,440.82	7.62	05/15/2016	DTV
DISH DBS CORP	140,000.00	0.10	$146,300.00	7.88	09/01/2019	DISH
DJO FINANCE LLC / DJO FINANCE	144,000.00	0.10	$147,600.00	11.75	11/15/2014	REABLE
DOLE FOOD CO INC	91,000.00	0.07	$107,152.50	13.88	03/15/2014	DOLE
DON QUIJOTE CO LTD	28,400.00	0.52	$761,658.12	25.00	N/A	7532 JP
DOW CHEMICAL CO/THE	22,000.00	0.36	$521,840.00	0.60	N/A	DOW
DOW CHEMICAL CO/THE	25,000.00	0.02	$30,652.48	8.55	05/15/2019	DOW
DRUMMOND CO INC	140,000.00	0.10	$141,400.00	9.00	10/15/2014	DRUMCO
DRYSHIPS INC	110,000.00	0.06	$81,537.50	5.00	12/01/2014	DRYS
DUKE ENERGY CAROLINAS LLC	30,000.00	0.02	$31,746.54	4.30	06/15/2020	DUK
DUKE ENERGY CORP	34,400.00	0.37	$550,400.00	0.96	N/A	DUK
DUKE REALTY CORP	8,600.00	0.07	$97,610.00	0.68	N/A	DRE
DUNKN 2006-1 A2	150,000.00	0.10	$146,184.75	5.78	06/20/2031	DUNKN
DYNCORP INTERNATIONAL INC	60,000.00	0.04	$60,450.00	10.38	07/01/2017	DCP
DYNEGY HOLDINGS INC	216,000.00	0.10	$150,390.00	7.75	06/01/2019	DYN
E*TRADE FINANCIAL CORP	245,000.00	0.18	$261,537.50	12.50	11/30/2017	ETFC
EASTMAN CHEMICAL CO 5-YR CDS 0	20,000.00	-0.00	-$180.14	1.00	09/20/2015	/EMN
EDISON INTERNATIONAL	16,800.00	0.36	$532,896.00	1.26	N/A	EIX
EDISON MISSION ENERGY	4,000.00	0.00	$2,580.00	7.00	05/15/2017	EIX
EDISON MISSION ENERGY	80,000.00	0.05	$69,200.00	7.50	06/15/2013	EIX
EI DU PONT DE NEMOURS & CO	16,900.00	0.40	$584,571.00	1.64	N/A	DD
EI DU PONT DE NEMOURS & CO 5-Y	20,000.00	0.00	$339.92	1.00	09/25/2015	/DD
EL PASO CORP	44,000.00	0.03	$45,019.70	6.88	06/15/2014	EP
EL PASO CORP	205,000.00	0.14	$204,870.65	7.00	06/15/2017	EP
ELWOOD ENERGY LLC	157,827.50	0.10	$149,936.13	8.16	07/05/2026	ELWOOD
EMC CORP/MASSACHUSETTS	52,500.00	0.65	$960,750.00	0.00	N/A	EMC
EMC US 8/21/10 C19	-500.00	-0.02	-$33,000.00	0.00	N/A	EMCX08C19
ENBRIDGE ENERGY	20,000.00	0.01	$19,719.44	8.05	10/01/2037	29250RAK2
ENERGY FUTURE HOLDINGS CORP	103,000.00	0.05	$76,735.00	11.38	11/01/2017	TXU
ENERGY FUTURE HOLDINGS TERM B2	166,917.64	0.08	$123,998.94	3.73	10/10/2014	LN363469
ENERGY TRANSFER PARTNERS LP	25,000.00	0.02	$30,252.73	9.70	03/15/2019	ETP
ENTERPRISE PRODUCTS	35,000.00	0.02	$32,245.54	7.03	01/15/2068	293791AW9
ENTERPRISE PRODUCTS OPERATING	20,000.00	0.01	$20,580.62	5.20	09/01/2020	EPD
ENTERPRISE PRODUCTS OPERATING	45,000.00	0.04	$54,334.08	9.75	01/31/2014	EPD
ENTERTAINMENT PROPERTIES TRUST	8,236.00	0.21	$313,544.52	2.60	N/A	EPR
EOG RESOURCES INC	30,000.00	0.02	$30,314.25	2.95	06/01/2015	EOG
EQUINOX HOLDINGS INC	146,000.00	0.10	$145,087.50	9.50	02/01/2016	EQUNOX
EQUITY LIFESTYLE PROPERTIES IN	2,300.00	0.08	$110,929.00	1.20	N/A	ELS
ERAC USA FINANCE LLC	10,000.00	0.01	$10,125.02	5.25	10/01/2020	ENTERP
ESPRIT HOLDINGS LTD	52,932.00	0.19	$284,307.82	1.44	N/A	330 HK
ESSAR STEEL ALGOMA INC	15,000.00	0.01	$14,325.00	9.38	03/15/2015	ALGCN
EURO	41,465.21	0.03	$50,709.88	0.00	N/A	EURO
EURONET WORLDWIDE INC	900,000.00	0.57	$841,500.00	3.50	10/15/2025	EEFT CB
EUROPEAN BANK FOR RECONSTRUCTI	41,000,000.00	0.64	$943,728.59	7.00	07/30/2012	EBRD
EUROPEAN BK RECON & DEV	2,935,000.00	1.10	$1,617,152.48	9.25	09/10/2012	EBRD
EUROPEAN INVESTMENT BANK	1,800,000.00	0.79	$1,160,643.36	9.62	04/01/2015	EIB
EUROPEAN INVESTMENT BANK	6,880,000.00	0.61	$902,956.25	8.00	10/21/2013	EIB
EVRAZ GROUP SA	1,000,000.00	0.67	$990,000.00	8.25	11/10/2015	EVRAZ
EXPRESS LLC & EXPRESS FINANCE	93,000.00	0.06	$95,092.50	8.75	03/01/2018	EXPR
EXXON MOBIL CORP	8,600.00	0.33	$490,802.00	1.76	N/A	XOM
FEDERAL HOME LOAN BANK DISCOUN	424,866.80	0.29	$424,865.52	0.01	07/07/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	1,705,010.59	1.16	$1,704,996.96	0.01	07/15/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	2,034,680.03	1.39	$2,034,663.76	0.07	07/16/2010	FHLBDN
FEDERAL HOME LOAN BANK DISCOUN	3,779,580.12	2.57	$3,779,568.78	0.00	07/06/2010	FHLBDN
FEDERAL HOME LOAN MORTGAGE COR	33,000.00	0.01	$10,890.00	0.00	N/A	313400657
FEDERAL NATIONAL MORTGAGE ASSO	20,000.00	0.01	$10,400.00	0.00	N/A	313586745
FELCOR LODGING LP	146,000.00	0.10	$153,300.00	10.00	10/01/2014	FCH
FGCI E01386	21,636.25	0.02	$23,252.45	5.00	06/01/2018	FG
FGCI J08248	129,006.44	0.09	$138,107.44	5.00	12/01/2022	FG
FGLMC A10635	55,816.91	0.04	$65,801.52	9.00	09/01/2030	FG
FGLMC G01639	55,935.13	0.04	$63,624.49	7.00	11/01/2033	FG
FGLMC G01864	1,009,942.93	0.73	$1,073,579.84	5.00	01/01/2034	FG
FGP6 P60101	65,604.15	0.05	$68,583.89	6.00	01/01/2017	FG
FHARM 1G1067	19,539.59	0.01	$20,552.17	5.69	07/01/2036	FH
FHARM 1H1348	48,020.52	0.03	$51,326.73	5.81	10/01/2036	FH
FHASI 2007-AR2 1A1	111,619.49	0.06	$84,967.43	5.81	08/25/2037	FHASI
FHLB DISCOUNT NOTE 7/1/10	5,039,440.17	3.43	$5,039,440.17	0.00	07/01/2010	0701PFDIS
FHR 2557 WE	60,000.00	0.04	$65,486.29	5.00	01/15/2018	FHR
FHR 3094 US	15,902.39	0.01	$15,893.51	6.75	09/15/2034	FHR
FHR 3131 MC	40,000.00	0.03	$43,329.71	5.50	04/15/2033	FHR
FHR 3173 PE	65,000.00	0.05	$71,513.09	6.00	04/15/2035	FHR
FHR 3337 PB	25,000.00	0.02	$25,956.40	5.50	07/15/2030	FHR
FIFTH STREET FINANCE CORP	26,754.00	0.20	$295,096.62	1.28	N/A	FSC
FINMECCANICA SPA	59,086.00	0.42	$612,562.44	0.41	N/A	FNC IM
FIRST DATA CORP	137,000.00	0.07	$104,805.00	9.88	09/24/2015	FDC
FIRST DATA CORP	160,000.00	0.07	$99,200.00	11.25	03/31/2016	FDC
FIXED INCOME PASS-THROUGH TRUS	500,000.00	0.00	$0.00	0.00	01/15/2087	PFPASS
FLEXTRONICS INTERNATIONAL	6,400.00	0.02	$35,840.00	0.00	N/A	FLEX
FLORIDA POWER CORP	15,000.00	0.01	$17,076.17	5.65	06/15/2018	PGN
FLUOR CORP	12,300.00	0.36	$522,750.00	0.50	N/A	FLR
FMG FINANCE PTY LTD	248,000.00	0.19	$274,040.00	10.62	09/01/2016	30250BAC3
FNARM 745545	23,561.87	0.02	$24,734.27	5.35	04/01/2036	FN
FNARM 847965	22,861.48	0.02	$24,269.16	5.14	11/01/2035	FN
FNARM 868367	84,746.78	0.06	$91,046.77	6.21	04/01/2036	FN
FNARM 889354	42,944.32	0.03	$45,485.89	4.95	03/01/2038	FN
FNARM 893917	23,119.93	0.02	$24,564.56	5.95	10/01/2036	FN
FNARM 894000	12,499.23	0.01	$13,299.48	6.01	10/01/2036	FN
FNCI 960472	55,969.23	0.04	$60,544.19	5.50	01/01/2023	FN
FNCI JUL TBA	500,000.00	0.35	$519,375.00	4.00	07/01/2025	01F040479
FNCL 872832	39,246.18	0.03	$43,105.79	6.50	06/01/2036	FN
FNCL 888678	161,078.36	0.12	$170,976.30	5.00	12/01/2036	FN
FNCL 889842	34,552.53	0.02	$36,675.71	5.00	12/01/2036	FN
FNCL 894049	31,536.01	0.02	$34,637.38	6.50	10/01/2036	FN
FNCL 899952	25,320.88	0.02	$26,831.85	5.00	12/01/2037	FN
FNCL 955230	43,102.85	0.03	$47,274.40	6.50	12/01/2037	FN
FNCL 961408	18,768.45	0.01	$19,888.42	5.00	02/01/2038	FN
FNR 2001-50 BA	166,282.84	0.13	$186,568.05	7.00	10/25/2041	FNR
FNR 2003-122 AJ	88,601.04	0.06	$91,508.28	4.50	02/25/2028	FNR
FORD MOTOR CO	279,000.00	0.17	$253,192.50	7.45	07/16/2031	F
FORD MOTOR CREDIT CO LLC	155,000.00	0.12	$179,596.64	12.00	05/15/2015	F
FREEPORT-MCMORAN C & G	65,000.00	0.05	$71,592.89	8.38	04/01/2017	35671DAS4
FRONTIER COMMUNICATIONS CORP	25,700.00	0.12	$182,727.00	1.00	N/A	FTR
G2SF 2671	98,092.74	0.07	$108,579.27	6.00	11/20/2028	G2
G2SF 536606	221,339.13	0.17	$248,142.04	6.50	02/20/2030	G2
GAYLORD ENTERTAINMENT CO	310,000.00	0.22	$324,725.00	3.75	10/01/2014	GET CB
GAZ CAPITAL SA	1,000,000.00	0.78	$1,151,300.00	8.62	04/28/2034	GAZPRU
GCCFC 2004-GG1 A7	25,000.00	0.02	$26,723.52	5.32	06/10/2036	GCCFC
GCI INC	105,000.00	0.07	$105,262.50	8.62	11/15/2019	GNCMA
GENERAL ELECTRIC CAPITAL CORP	105,000.00	0.08	$113,870.61	6.00	08/07/2019	GE
GENERAL ELECTRIC CO	34,300.00	0.34	$494,606.00	0.40	N/A	GE
GENERAL MARITIME CORP	146,000.00	0.10	$149,650.00	12.00	11/15/2017	GMR
GENERAL MILLS INC	20,000.00	0.02	$22,764.94	5.65	02/15/2019	GIS
GENERAL MOTORS	250,000.00	0.05	$76,875.00	7.20	01/15/2011	370442BB0
GENWORTH FINANCIAL	266,000.00	0.12	$183,540.00	6.15	11/15/2066	37247DAG1
GENZYME CORP	95,000.00	0.07	$98,040.76	5.00	06/15/2020	GENZ
GEOEYE INC	500.00	0.01	$15,570.00	0.00	N/A	GEOY
GLOBAL CASH ACCESS LLC/GLOBAL	33,000.00	0.02	$33,206.25	8.75	03/15/2012	GLCASH
GLOBAL CROSSING LTD	193,000.00	0.14	$205,545.00	12.00	09/15/2015	GLBC
GLOBAL GEOPHYSICAL SERVICES IN	60,000.00	0.04	$57,900.00	10.50	05/01/2017	GGS
GMAC INC	151,000.00	0.10	$140,430.00	8.00	12/31/2018	GMAC
GNSF 132922	52,189.20	0.04	$59,568.66	12.00	05/15/2015	GN
GNSF 207895	77,394.68	0.06	$87,945.06	9.50	09/15/2017	GN
GNSF 780863	112,102.82	0.09	$126,584.67	7.50	12/15/2023	GN
GNSF 781481	84,647.62	0.07	$96,461.09	7.50	01/15/2032	GN
GOLDMAN SACHS GROUP INC/THE	35,000.00	0.02	$34,648.64	5.38	03/15/2020	GS
GOODMAN GROUP	247,237.00	0.09	$130,704.25	0.03	N/A	GMG AU
GOVERNMENT PROPERTIES INCOME T	3,852.00	0.07	$98,303.04	1.60	N/A	GOV
GRAY TELEVISION INC	135,000.00	0.09	$131,625.00	10.50	06/29/2015	GTN
GREGGS PLC	83,246.00	0.39	$568,273.36	0.00	N/A	GRG LN
GRUPO TELEVISA SA	10,000,000.00	0.50	$733,436.44	8.49	05/11/2037	TELVIS
GSMS 2004-GG2 A6	60,000.00	0.04	$63,289.35	5.40	08/10/2038	GSMS
GSMS 2005-GG4 A4A	420,000.00	0.30	$434,517.89	4.75	07/10/2039	GSMS
GSMS 2006-GG6 A4	60,000.00	0.04	$61,734.90	5.55	04/10/2038	GSMS
GSR 2006-AR1 3A1	161,977.06	0.10	$148,903.88	5.29	01/25/2036	GSR
GXS WORLDWIDE INC	145,000.00	0.09	$139,200.00	9.75	06/15/2015	GXSWLD
HARRAH'S OPERATING CO INC	70,000.00	0.04	$57,750.00	10.00	12/15/2018	HET
HARRAH'S OPERATING CO INC	180,000.00	0.10	$148,500.00	10.00	12/15/2018	HET
HARRAHS CHESTER DOWNS TERM LOA	101,062.50	0.07	$101,062.50	12.38	12/31/2016	HET
HART 2007-A A3A	3,263.82	0.00	$3,290.43	5.04	01/17/2012	HART
HART 2008-A A3	27,678.27	0.02	$28,465.42	4.93	12/17/2012	HART
HBOS CAPITAL FUNDING LP	185,000.00	0.09	$129,500.00	6.07	06/29/2049	40411CAA0
HCA INC/DE	175,000.00	0.13	$185,937.50	9.25	11/15/2016	HCA
HDMOT 2006-2 A2	45,763.27	0.03	$46,711.14	5.35	03/15/2013	HDMOT
HEADWATERS INC	145,000.00	0.10	$147,175.00	11.38	11/01/2014	HW
HELIX ENERGY SOLUTIONS GROUP I	166,000.00	0.10	$153,550.00	9.50	01/15/2016	HLX
HERCULES OFFSHORE INC	125,000.00	0.08	$111,562.50	10.50	10/15/2017	HERO
HEXION SPECIALTY	212,000.00	0.14	$201,400.00	9.75	11/15/2014	428303AH4
HILCORP ENERGY I LP/HILCORP FI	150,000.00	0.10	$148,875.00	8.00	02/15/2020	HILCRP
HOLLY CORP	119,000.00	0.08	$122,867.50	9.88	06/15/2017	HOC
HOLOGIC INC	910,000.00	0.53	$779,187.50	2.00	12/15/2037	HOLX CB
HOME DEPOT INC	19,200.00	0.37	$538,944.00	0.94	N/A	HD
HONEYWELL INTERNATIONAL INC	13,200.00	0.35	$515,196.00	1.21	N/A	HON
HONG KONG DOLLAR	43,132.11	0.00	$5,538.88	0.00	N/A	HKONGDOL
HOSPIRA INC	95,000.00	0.07	$108,046.64	6.40	05/15/2015	HSP
HTC CORP	61,000.00	0.55	$806,484.77	26.00	N/A	2498 TT
ICELAND KRONA	139,374.00	0.00	$1,087.75	0.00	N/A	ICELANDKR
ILFC E-CAPITAL TRUST II	205,000.00	0.09	$132,481.25	6.25	12/21/2065	AIG
ILLINOIS POWER CO	80,000.00	0.07	$105,191.04	9.75	11/15/2018	AEE
INDONESIA TREASURY BOND	35,825,000,000.00	3.23	$4,738,397.97	11.00	11/15/2020	INDOGB
INDONESIAN RUPIAH	1,925,458,840.00	0.14	$212,523.05	0.00	N/A	RUPIAH
ING INDUSTRIAL FUND	307,371.00	0.07	$95,914.34	0.02	N/A	IIF AU
INTEL CORP	29,600.00	0.39	$575,720.00	0.63	N/A	INTC
INTEL CORP	395,000.00	0.26	$377,225.00	2.95	12/15/2035	INTC CB1
INTELSAT	135,000.00	0.09	$127,912.50	6.50	11/01/2013	45820EAH5
INTELSAT BERMUDA LTD	515,000.00	0.36	$524,012.50	11.25	02/04/2017	INTEL
INTELSAT LUXEMBOURG SA	7,000.00	0.00	$7,017.50	11.50	02/04/2017	INTEL
INTER-AMERICAN DEVELOPMENT BAN	2,081,000.00	0.78	$1,152,274.49	9.00	08/06/2010	IADB
INTERFACE INC	20,000.00	0.01	$20,625.00	9.50	02/01/2014	458665AJ5
INTERFACE INC	42,000.00	0.03	$47,250.00	11.38	11/01/2013	IFSIA
INTERNATIONAL BANK FOR RECONST	7,000,000.00	0.62	$913,589.71	9.75	08/02/2010	IBRD
INTERNATIONAL BUSINESS MACHINE	4,600.00	0.39	$568,008.00	2.60	N/A	IBM
INTERNATIONAL COAL GROUP INC	141,000.00	0.10	$141,705.00	9.12	04/01/2018	ICOUS
INTERNATIONAL GAME TECHNOLOGY	10,000.00	0.01	$10,335.92	5.50	06/15/2020	IGT
INTERNATIONAL GAME TECHNOLOGY	540,000.00	0.40	$594,000.00	3.25	05/01/2014	IGT CB
INTERNATIONAL LEASE FINANCE CO	73,000.00	0.05	$69,350.00	8.75	03/15/2017	AIG
INTERNATIONAL PAPER CO	35,000.00	0.03	$45,278.07	9.38	05/15/2019	IP
INTERNATIONAL WIRE GROUP INC	125,000.00	0.08	$124,375.00	9.75	04/15/2015	WIREG
INTERTAPE POLYMER US INC	88,000.00	0.05	$71,720.00	8.50	08/01/2014	ITP
INVERNESS MEDICAL INNOVATIONS	164,000.00	0.11	$164,820.00	9.00	05/15/2016	IMA
INVERNESS MEDICAL INNOVATIONS	530,000.00	0.31	$458,450.00	3.00	05/15/2016	IMA CB
INVESTORS REAL ESTATE TRUST	10,260.00	0.06	$90,595.80	0.69	N/A	IRET
IRON MOUNTAIN INC	140,000.00	0.10	$143,500.00	8.38	08/15/2021	IRM
ITOCHU CORP	96,398.00	0.51	$753,801.12	18.00	N/A	8001 JP
ITRAXX EUR SUB FINANCIALS 13.1	15,000.00	0.00	$1,212.63	1.00	06/20/2015	/ITRAX
ITRAXX EUR SUB FINANCIALS 13.1	30,000.00	0.00	$2,425.26	1.00	06/20/2015	SP33076P
ITRAXX EUR SUB FINANCIALS 13.1	60,000.00	0.00	$4,850.53	1.00	06/20/2015	SPC703E3
ITRAXX EUR SUB FINANCIALS 13.1	70,000.00	0.00	$5,658.95	1.00	06/20/2015	/ITRAX
J.C. PENNEY COMPANY, INC 5-YEA	20,000.00	0.00	$745.88	1.00	03/20/2015	/JCP
J.C. PENNEY COMPANY, INC 5-YEA	25,000.00	0.00	$932.36	1.00	03/20/2015	/JCP1
J.C. PENNEY COMPANY, INC 5-YR	40,000.00	0.00	$1,491.77	1.00	03/20/2015	/JCP
JAPANESE YEN	7,865,636.82	0.06	$88,987.86	0.00	N/A	YENS
JBS USA LLC/JBS USA FINANCE IN	68,000.00	0.05	$76,585.00	11.62	05/01/2014	FRIBOI
JDOT 2010-A A4	15,000.00	0.01	$15,226.70	2.13	10/17/2016	JDOT
JEFFERIES GROUP	5,000.00	0.00	$4,488.66	6.25	01/15/2036	472319AC6
JEFFERIES GROUP INC	60,000.00	0.04	$56,667.84	6.45	06/08/2027	JEF
JEFFERIES GROUP INC	615,000.00	0.39	$579,637.50	3.88	11/01/2029	JEF CB1
JOHNSON & JOHNSON	9,200.00	0.37	$543,352.00	2.16	N/A	JNJ
JOHNSONDIVERSEY HOLDINGS INC	312,000.00	0.24	$347,880.00	10.50	05/15/2020	JONDIV
JP MORGAN CHASE CAPITAL XXV	55,000.00	0.04	$54,527.44	6.80	10/01/2037	JPM
JPMCC 2005-LDP3 A4A	35,000.00	0.03	$36,775.65	4.94	08/15/2042	JPMCC
JPMORGAN CHASE & CO	14,100.00	0.35	$516,201.00	0.20	N/A	JPM
K HOVNANIAN ENTERPRISES INC	68,000.00	0.03	$47,940.00	7.50	05/15/2016	442488AZ5
K HOVNANIAN ENTERPRISES INC	107,000.00	0.05	$78,645.00	6.25	01/15/2015	442488AU6
KANSAS CITY SOUTHERN DE MEXICO	144,000.00	0.10	$149,760.00	8.00	02/01/2018	KSU
KANSAS CITY SOUTHERN RAILWAY	2,000.00	0.00	$2,410.00	13.00	12/15/2013	KSU
KAZKOMMERTS FINANCE 2 BV	1,000,000.00	0.57	$830,000.00	8.62	07/27/2016	KKB
KB HOME	17,000.00	0.13	$187,000.00	0.25	N/A	KBH
KEY ENERGY SERVICES INC	255,000.00	0.17	$254,681.25	8.38	12/01/2014	KEG
KIMBERLY-CLARK CORP	9,200.00	0.38	$557,796.00	2.64	N/A	KMB
KIMCO REALTY CORP	8,157.00	0.07	$109,630.08	0.64	N/A	KIM
KINDER MORGAN ENER PART	20,000.00	0.02	$24,933.50	9.00	02/01/2019	KMP
KINDER MORGAN ENERGY PARTNERS	15,000.00	0.01	$15,544.04	5.30	09/15/2020	KMP
KONINKLIJKE PHILIPS ELECTRONIC	23,042.00	0.47	$688,137.98	0.70	N/A	PHIA NA
KOREA SOUTHERN POWER CO LTD	630,000.00	0.45	$665,165.34	5.38	04/18/2013	KOSPO
KRAFT FOODS INC	20,000.00	0.01	$21,471.42	5.38	02/10/2020	KFT
KRAFT FOODS INC	21,700.00	0.41	$607,600.00	1.16	N/A	KFT
L-3 COMMUNICATIONS CORP	30,000.00	0.02	$30,290.55	4.75	07/15/2020	LLL
L-3 COMMUNICATIONS HOLDINGS IN	25,000.00	0.02	$25,125.00	3.00	08/01/2035	LLL CB1
L-3 COMMUNICATIONS HOLDINGS IN	460,000.00	0.31	$462,300.00	3.00	08/01/2035	LLL CB
LAFARGE SA	11,243.00	0.42	$613,104.98	2.00	N/A	LG FP
LANDRY'S RESTAURANTS INC	213,000.00	0.15	$221,520.00	11.62	12/01/2015	LNY
LAZARD GROUP	30,000.00	0.02	$30,422.46	6.85	06/15/2017	LAZ
LAZARD GROUP LLC	4,000.00	0.00	$4,217.11	7.12	05/15/2015	LAZ
LBUBS 2004-C4 A4	475,000.00	0.34	$502,396.43	5.44	06/15/2029	LBUBS
LEAP WIRELESS INTERNATIONAL IN	790,000.00	0.45	$665,575.00	4.50	07/15/2014	LEAP CB1
LEVEL 3 COMMUNICATIONS INC	690,000.00	0.45	$664,125.00	5.25	12/15/2011	LVLT CNV
LEVEL 3 FINANCING INC	153,000.00	0.09	$136,170.00	10.00	02/01/2018	LVLT
LEVERAGE SEC G3	-40,000,000.00	-27.23	-$40,000,000.00	1.56	06/01/2011	G3LEV
LEXINGTON REALTY TRUST	28,070.00	0.11	$168,700.70	0.40	N/A	LXP
LEXINGTON REALTY TRUST	185,000.00	0.13	$185,910.20	6.00	01/15/2030	LXP CNVB
LIBERTY MUTUAL GROUP	180,000.00	0.10	$141,469.20	7.00	03/15/2037	53079EAQ7
LIFE TECHNOLOGIES CORP	5,000.00	0.00	$5,177.30	4.40	03/01/2015	LIFE
LIFE TECHNOLOGIES CORP	40,000.00	0.03	$43,396.44	6.00	03/01/2020	LIFE
LIFEPOINT HOSPITALS INC	665,000.00	0.43	$625,931.25	3.25	08/15/2025	LPNT CB2
LINEAR TECHNOLOGY CORP	665,000.00	0.45	$654,193.75	3.00	05/01/2027	LLTC CB2
LINK REIT/THE	33,000.00	0.06	$81,882.55	0.92	N/A	823 HK
LINN ENERGY LLC/LINN ENERGY FI	145,000.00	0.10	$149,168.75	8.62	04/15/2020	LINE
LIVE NATION ENTERTAINMENT INC	407,000.00	0.23	$340,353.75	2.88	07/15/2027	LYV CB1
LONG TERM RECEIVABLES	-622,672.77	-0.42	-$622,672.77	0.00	N/A	SECNCAHUS
LOWE'S COS INC	24,900.00	0.35	$508,458.00	0.36	N/A	LOW
LUCENT TECHNOLOGIES CAPITAL TR	1,000.00	0.49	$720,250.00	0.00	N/A	LUTHP
LUKOIL INTERNATIONAL FINANCE B	1,000,000.00	0.69	$1,020,000.00	6.36	06/07/2017	LUKOIL
LYONDELL CHEMICAL CO	135,000.00	0.10	$145,462.50	11.00	05/01/2018	LYO
M/I HOMES INC	93,000.00	0.06	$92,535.00	6.88	04/01/2012	MHO
MACDERMID INC	351,000.00	0.24	$352,755.00	9.50	04/15/2017	MRD
MACK-CALI REALTY CORP	8,300.00	0.17	$246,759.00	1.80	N/A	CLI
MAGNACHIP SEMICONDUCTOR SA / M	100,000.00	0.07	$102,250.00	10.50	04/15/2018	MX
MANITOWOC CO INC/THE	146,000.00	0.10	$146,730.00	9.50	02/15/2018	MTW
MARATHON OIL CORP	18,800.00	0.40	$584,492.00	1.00	N/A	MRO
MARM 2006-2 4A1	77,514.63	0.05	$73,421.51	4.99	02/25/2036	MARM
MARSH & MCLENNAN COS INC	27,100.00	0.42	$611,105.00	0.80	N/A	MMC
MATS 2007-1 A4	21,039.26	0.01	$20,940.90	0.41	12/15/2013	MATS
MATTEL INC	28,200.00	0.41	$596,712.00	0.75	N/A	MAT
MCE FINANCE LTD	165,000.00	0.12	$172,218.75	10.25	05/15/2018	MPEL
MCGRAW-HILL COS INC/THE	19,500.00	0.37	$548,730.00	0.94	N/A	MHP
MDC PARTNERS INC	73,000.00	0.05	$78,110.00	11.00	11/01/2016	MDCA
MEDCO HEALTH SOLUTIONS INC	35,000.00	0.03	$41,877.12	7.12	03/15/2018	MHS
MEDTRONIC INC	525,000.00	0.36	$528,937.50	1.62	04/15/2013	MDT CB1
MERCK & CO INC	22.00	0.00	$5,500.00	0.38	N/A	MRK B
MERCK & CO INC/NJ	16,100.00	0.38	$563,017.00	1.52	N/A	MRK
METLIFE INC	100,000.00	0.06	$88,500.00	6.40	12/15/2036	59156RAP3
METLIFE INC 5YR CDS 09/20/14	25,000.00	0.00	$1,709.65	5.00	09/20/2014	/MET
METRO AG	13,578.00	0.47	$693,735.77	1.18	N/A	MEO GR
MGM MIRAGE	95,000.00	0.07	$109,962.50	13.00	11/15/2013	MGM
MGM MIRAGE	390,000.00	0.25	$368,550.00	11.38	03/01/2018	MGM
MGM RESORTS INTERNATIONAL	2,000.00	0.00	$2,215.00	11.12	11/15/2017	MGM
MIDCONTINENT EXPRESS PIPELINE	10,000.00	0.01	$10,362.87	6.70	09/15/2019	MCEXPP
MIDCONTINENT EXPRESS PIPELINE	25,000.00	0.02	$26,036.83	5.45	09/15/2014	MCEXPP
MILLAR WESTERN	100,000.00	0.06	$86,500.00	7.75	11/15/2013	599908AE0
MIRANT AMERICAS GENERATION LLC	215,000.00	0.14	$201,025.00	8.50	10/01/2021	MIR
MITSUBISHI ESTATE CO LTD	10,549.00	0.10	$146,901.26	12.00	N/A	8802 JP
MITSUBISHI UFJ FINANCIAL GROUP	158,889.00	0.49	$721,672.47	12.00	N/A	8306 JP
MLCFC 2007-7 A4	150,000.00	0.10	$146,688.87	5.81	06/12/2050	MLCFC
MOBILE MINI INC	2,394.00	0.03	$38,974.32	0.00	N/A	MINI
MOHEGAN TRIBAL GAMING AUTHORIT	42,000.00	0.02	$30,030.00	6.88	02/15/2015	608328AR1
MOHEGAN TRIBAL GAMING AUTHORIT	99,000.00	0.05	$72,022.50	7.12	08/15/2014	608328AP5
MORGAN STANLEY	2,000,000.00	0.71	$1,038,781.16	10.09	05/03/2017	MS
MOTOROLA INC	73,200.00	0.32	$477,264.00	0.00	N/A	MOT
MSC 2005-IQ9 A4	350,000.00	0.24	$355,522.58	4.66	07/15/2056	MSC
MSC 2007-IQ14 A4	150,000.00	0.10	$144,689.90	5.69	04/15/2049	MSC
MSC 2007-T27 A4	160,000.00	0.11	$167,614.21	5.80	06/13/2042	MSC
MURRAY ENERGY CORP	141,000.00	0.10	$141,000.00	10.25	10/15/2015	MURREN
MYLAN INC/PA	505.00	0.36	$536,057.50	0.00	N/A	MYL A
MYLAN INC/PA	65,000.00	0.05	$66,625.00	7.88	07/15/2020	MYL
NATIONAL GRID PLC	77,709.00	0.39	$567,352.46	0.41	N/A	NG/ LN
NATIONAL OILWELL VARCO INC	13,500.00	0.30	$446,445.00	0.40	N/A	NOV
NATIONAL RETAIL PROPERTIES INC	9,337.00	0.14	$200,185.28	1.50	N/A	NNN
NATIONAL SEMICONDUCTOR CORP	5,000.00	0.00	$5,072.59	3.95	04/15/2015	NSM
NATIONAL SEMICONDUCTOR CORP	5,000.00	0.00	$5,609.50	6.60	06/15/2017	637640AE3
NATIONWIDE HEALTH PROPERTIES I	2,800.00	0.07	$100,156.00	1.80	N/A	NHP
NBC UNIVERSAL INC	55,000.00	0.04	$57,474.89	5.15	04/30/2020	NBCUNI
NCL CORP LTD	141,000.00	0.10	$148,050.00	11.75	11/15/2016	STRC
NEW TURKISH LIRA	41,396.86	0.02	$26,141.81	0.00	N/A	TURKYLIRA
NEWPAGE CORP	26,000.00	0.02	$23,725.00	11.38	12/31/2014	NEWPAG
NEWPAGE CORP	120,000.00	0.07	$109,500.00	11.38	12/31/2014	NEWPAG
NEXEN INC	15,000.00	0.01	$17,636.10	7.50	07/30/2039	NXY
NEXSTAR BROADCASTING INC / MIS	135,000.00	0.09	$136,350.00	8.88	04/15/2017	NXST
NFR ENERGY LLC/NFR ENERGY FINA	146,000.00	0.10	$141,620.00	9.75	02/15/2017	NFREGY
NIELSEN FINANCE LLC / NIELSEN	40,000.00	0.03	$43,900.00	11.50	05/01/2016	VNU
NIELSEN FINANCE LLC / NIELSEN	85,000.00	0.06	$93,287.50	11.62	02/01/2014	VNU
NIELSEN FINANCE LLC / NIELSEN	101,000.00	0.07	$96,707.50	0.00	08/01/2016	65409QAJ1
NII CAPITAL CORP	205,000.00	0.15	$216,787.50	10.00	08/15/2016	NIHD
NII HOLDINGS INC	700,000.00	0.45	$664,125.00	3.12	06/15/2012	NIHD CB
NOBLE ENERGY INC	25,000.00	0.02	$30,305.00	8.25	03/01/2019	NBL
NOKIA OYJ	63,643.00	0.35	$518,784.25	0.40	N/A	NOK1V FH
NORANDA ALUMINIUM ACQUISITION	191,595.92	0.10	$148,486.84	5.37	05/15/2015	NRNDA
NORCRAFT COS LP/NORCRAFT FINAN	104,000.00	0.07	$107,640.00	10.50	12/15/2015	NORCFT
NORCRAFT HOLDINGS LP/NORCRAFT	89,000.00	0.06	$84,661.25	9.75	09/01/2012	NORCFT
NORDEA BANK AB	75,278.00	0.42	$620,941.89	0.25	N/A	NDA SS
NORTHROP GRUMMAN CORP	9,200.00	0.34	$500,848.00	1.88	N/A	NOC
NORTHWESTERN CORP	3,800.00	0.07	$99,560.00	1.36	N/A	NWE
NOVARTIS AG	15,364.00	0.51	$744,587.49	2.10	N/A	NOVN VX
NOVARTIS CAPITAL CORP	15,000.00	0.01	$16,204.26	4.40	04/24/2020	NOVART
NOVARTIS SECURITIES INVESTMENT	5,000.00	0.00	$5,607.09	5.12	02/10/2019	NOVART
NOVASEP HOLDING SAS	140,000.00	0.09	$138,250.00	9.75	12/15/2016	NOVASP
NOVELIS INC/GA	33,000.00	0.02	$32,010.00	8.25	02/15/2015	67000XAB2
NOVELIS INC/GA	108,000.00	0.08	$113,400.00	11.50	02/15/2015	HINDAL
NUCOR CORP	13,100.00	0.34	$501,468.00	1.44	N/A	NUE
NUVEEN INVESTMENTS INC	463,000.00	0.28	$405,125.00	10.50	11/15/2015	NUVINV
NXP BV / NXP FUNDING LLC	165,000.00	0.09	$138,600.00	9.50	10/15/2015	NXPBV
OCCIDENTAL PETROLEUM CORP	7,300.00	0.38	$563,195.00	1.52	N/A	OXY
OPTI CANADA INC	57,000.00	0.03	$49,875.00	8.25	12/15/2014	OPCCN
OPTI CANADA INC	261,000.00	0.16	$228,375.00	7.88	12/15/2014	OPCCN
ORIX JREIT INC	17.00	0.05	$70,614.91	25,838.00	N/A	8954 JP
OSI RESTAURANT PARTNERS INC	148,000.00	0.10	$145,410.00	10.00	06/15/2015	OSI
OWENS-BROCKWAY GLASS CONTAINER	525,000.00	0.33	$484,968.75	3.00	06/01/2015	OI CB1
PACIFICORP	20,000.00	0.02	$22,567.72	5.50	01/15/2019	BRK
PAETEC HOLDING CORP	78,000.00	0.05	$76,245.00	9.50	07/15/2015	PAET
PAETEC HOLDING CORP	108,000.00	0.07	$108,540.00	8.88	06/30/2017	PAET
PAKISTAN GOVERNMENT INTERNATIO	2,000,000.00	1.23	$1,807,500.00	6.88	06/01/2017	PKSTAN
PARKWAY PROPERTIES INC/MD	3,500.00	0.03	$50,995.00	0.30	N/A	PKY
PARMALAT SPA	334,596.00	0.53	$777,773.76	0.06	N/A	PLT IM
PE PAPER ESCROW GMBH	100,000.00	0.07	$110,053.00	12.00	08/01/2014	SAPSJ
PEABODY ENERGY CORP	245,000.00	0.16	$240,100.00	4.75	12/15/2041	BTU CB
PEMEX PROJECT FUNDING MASTER T	1,000,000.00	0.70	$1,033,557.00	6.62	06/15/2035	PEMEX
PENINSULA GAMING LLC	150,000.00	0.10	$150,000.00	10.75	08/15/2017	PENGAM
PENNSYLVANIA ELECTRIC CO	45,000.00	0.03	$46,995.93	5.20	04/01/2020	FE
PENSON WORLDWIDE INC	145,000.00	0.10	$144,275.00	12.50	05/15/2017	PNSN
PETROBRAS INTERNATIONAL FINANC	25,000.00	0.02	$25,301.20	5.75	01/20/2020	PETBRA
PETROHAWK ENERGY CORP	135,000.00	0.09	$136,012.50	7.88	06/01/2015	HAWK
PETROLEO BRASILEIRO SA	20,800.00	0.42	$619,840.00	0.15	N/A	PBR/A
PETROLEUM DEVELOPMENT CORP	151,000.00	0.11	$156,662.50	12.00	02/15/2018	PETD
PFIZER INC	30,000.00	0.02	$35,713.50	6.20	03/15/2019	PFE
PFIZER INC	31,844.00	0.31	$454,095.44	0.72	N/A	PFE
PINNACLE ENTERTAINMENT INC	75,000.00	0.05	$69,843.75	8.75	05/15/2020	PNK
PIONEER DRILLING CO	68,000.00	0.05	$66,980.00	9.88	03/15/2018	PDC
PITNEY BOWES INC	24,700.00	0.37	$542,412.00	1.46	N/A	PBI
PLAINS ALL AMERICAN PIPELINE L	10,000.00	0.01	$11,955.55	8.75	05/01/2019	PAA
PLASTIPAK HOLDINGS INC	108,000.00	0.08	$120,420.00	10.62	08/15/2019	PLASPK
PLY GEM INDUSTRIES INC	151,000.00	0.10	$153,642.50	13.12	07/15/2014	PLYGEM
PNC FINANCIAL SERVICES	10,000.00	0.01	$10,365.24	0.08	05/29/2049	PNC PFD
PNC FUNDING	60,000.00	0.04	$63,948.96	5.25	11/15/2015	693476AT0
PNC FUNDING CORP	30,000.00	0.02	$31,253.55	5.12	02/08/2020	PNC
PNC FUNDING CORP	35,000.00	0.03	$37,286.76	5.62	02/01/2017	PNC
PPR	4,740.00	0.40	$588,865.49	3.30	N/A	PP FP
PQ CORP TERM LOAN	165,000.00	0.10	$150,150.00	6.73	07/30/2015	PQCOR
PREGIS CORP	297,000.00	0.20	$295,143.75	13.38	10/15/2013	PREGIS
PRIDE INTERNATIONAL INC	35,000.00	0.02	$36,487.50	8.50	06/15/2019	PDE
PRIMUS TELECOMMUNICATIONS HOLD	115,000.00	0.08	$115,000.00	13.00	12/15/2016	PMUG
PROGRESS ENERGY INC	14,400.00	0.38	$564,768.00	2.48	N/A	PGN
PROLOGIS	7,050.00	0.09	$138,462.00	1.68	N/A	PLD G PFD
PROLOGIS	15,000.00	0.01	$14,304.56	6.25	03/15/2017	PLD
PROLOGIS	15,000.00	0.01	$14,714.93	7.38	10/30/2019	PLD
PROSHARES ULTRASHORT REAL ESTA	520.00	0.01	$15,189.20	0.00	N/A	SRS
PRUDENTIAL FINANCIAL INC	35,000.00	0.02	$35,285.29	3.88	01/14/2015	PRU
PUBLIC SERVICE CO OF OKLAHOMA	30,000.00	0.02	$31,649.85	5.15	12/01/2019	AEP
PUBLIC SERVICE ENTERPRISE GROU	17,800.00	0.38	$557,674.00	1.37	N/A	PEG
PUBLICIS GROUPE SA	17,047.00	0.46	$680,056.56	0.60	N/A	PUB FP
PUGET SOUND ENERGY INC	165,000.00	0.10	$151,644.57	6.97	06/01/2067	PSD
QUEST DIAGNOSTICS INC/DE	9,500.00	0.32	$472,815.00	0.40	N/A	DGX
QUICKSILVER RESOURCES INC	208,000.00	0.13	$192,920.00	7.12	04/01/2016	74837RAC8
QUIKSILVER INC	200,000.00	0.12	$182,750.00	6.88	04/15/2015	ZQK
QUINTILES TRANSNATIONAL CORP	68,000.00	0.05	$68,510.00	9.50	12/30/2014	QTRN
QWEST COMMUNICATIONS INTERNATI	85,000.00	0.06	$85,637.50	7.50	02/15/2014	QUS
QWEST CORP	30,000.00	0.02	$32,925.00	8.38	05/01/2016	QUS
RABOBANK NEDERLAND NV	280,000.00	0.24	$346,772.72	11.00	12/29/2049	RABOBK
RADIATION THERAPY SERVICES INC	140,000.00	0.09	$135,100.00	9.88	04/15/2017	RTSX
RADNET INC	140,000.00	0.09	$126,700.00	10.38	04/01/2018	RDNT
RAMCO-GERSHENSON PROPERTIES TR	13,783.00	0.09	$139,208.30	0.65	N/A	RPT
RAYONIER TRS HOLDINGS INC	910,000.00	0.64	$945,262.50	3.75	10/15/2012	RYN CB
RBS GLOBAL/REXNORD COR	242,000.00	0.17	$253,495.00	11.75	08/01/2016	75524DAD2
REGENCY CENTERS CORP	3,900.00	0.09	$134,160.00	1.85	N/A	REG
REGENCY CENTERS LP	20,000.00	0.01	$21,113.36	5.88	06/15/2017	REG
REGIONS FINANCIAL CORP	40,000.00	0.03	$42,236.28	7.75	11/10/2014	RF
RELIANCE STEEL & ALUMINUM CO	24,000.00	0.02	$23,328.10	6.85	11/15/2036	RS
RENHE COMMERCIAL HOLDINGS CO L	198,000.00	0.03	$40,969.60	0.09	N/A	1387 HK
REXAM PLC	160,572.00	0.49	$722,674.39	0.09	N/A	REX LN
RIO TINTO FINANCE PLC	10,000.00	0.01	$13,143.97	9.00	05/01/2019	RIOLN
RITE AID CORP	84,000.00	0.05	$69,090.00	9.38	12/15/2015	767754BQ6
ROCHE HOLDINGS INC	55,000.00	0.04	$64,179.78	6.00	03/01/2019	ROSW
ROCKIES EXPRESS PIPELINE LLC	15,000.00	0.01	$14,293.07	5.62	04/15/2020	ROCKIE
ROUND ONE CORP	52,082.00	0.20	$286,439.64	20.00	N/A	4680 JP
ROVI CORP	385,000.00	0.27	$393,662.50	2.62	03/15/2040	ROVI CB1
ROYAL CARIBBEAN CRUISES LTD	125,000.00	0.08	$122,187.50	6.88	12/01/2013	780153AP7
RSC EQUIPMENT RENTAL INC	138,000.00	0.09	$137,827.50	9.50	12/01/2014	RSC
RSC EQUIPMENT RENTAL INC/RSC H	3,000.00	0.00	$3,045.00	10.25	11/15/2019	RRR
RSHB CAPTL (RUSS AG BK)	1,000,000.00	0.77	$1,127,500.00	9.00	06/11/2014	RSHB
RYERSON INC	100,000.00	0.07	$102,750.00	12.25	11/01/2015	RYI
RYERSON INC	118,000.00	0.08	$110,330.00	7.72	11/01/2014	RYI
SAFEWAY INC	27,800.00	0.37	$546,548.00	0.48	N/A	SWY
SANDISK CORP	245,000.00	0.15	$218,968.75	1.00	05/15/2013	SNDK CB
SANDRIDGE ENERGY INC	18,000.00	0.01	$17,190.00	8.75	01/15/2020	SD
SANDRIDGE ENERGY INC	189,000.00	0.13	$192,780.00	9.88	05/15/2016	SD
SANMINA-SCI CORP	236,000.00	0.16	$233,640.00	8.12	03/01/2016	800907AK3
SANOFI-AVENTIS SA	10,331.00	0.42	$622,259.12	2.40	N/A	SAN FP
SANTA FE DE BOGOTA DC	1,000,000,000.00	0.41	$607,100.01	9.75	07/26/2028	BOGOTA
SBA COMMUNICATIONS CORP	285,000.00	0.25	$365,512.50	4.00	10/01/2014	SBAC CB2
SCHLUMBERGER LTD	17,000.00	0.64	$940,780.00	0.84	N/A	SLB
SECURITIZED NET CASH - ACR1	1,829,997.49	1.25	$1,829,997.49	0.00	N/A	SECCASHAC
SECURITY LENDING COLLATERAL	328,119.86	0.01	$13,945.10	0.00	N/A	SECLENDPL
SELECT MEDICAL CORP	104,000.00	0.07	$98,280.00	7.62	02/01/2015	SELMED
SEMCO ENERGY INC	30,000.00	0.02	$32,197.08	5.15	04/21/2020	SEN
SEMPRA ENERGY	10,600.00	0.34	$495,974.00	1.56	N/A	SRE
SERVICEMASTER CO/THE	140,000.00	0.10	$145,600.00	10.75	07/15/2015	SVM
SHELL INTERNATIONAL FINANCE BV	10,000.00	0.01	$10,166.41	3.10	06/28/2015	RDSALN
SHIMAO PROPERTY HOLDINGS LTD	25,500.00	0.03	$39,558.10	0.33	N/A	813 HK
SHINGLE SPRINGS	161,000.00	0.09	$128,397.50	9.38	06/15/2015	82459AAA9
SIMON PROPERTY GROUP INC	8,264.00	0.45	$667,318.00	2.40	N/A	SPG
SINCLAIR TELEVISION GROUP INC	98,000.00	0.07	$99,470.00	9.25	11/01/2017	SBGI
SINGAPORE AIRLINES LTD	74,000.00	0.52	$767,206.04	0.12	N/A	SIA SP
SINGAPORE DOLLAR	356,420.60	0.17	$254,677.10	0.00	N/A	SINGDOLL
SINO-FOREST CORP	360,000.00	0.25	$370,350.00	5.00	08/01/2013	TRECN
SITEL LLC/SITEL FINANCE CORP	141,000.00	0.09	$131,130.00	11.50	04/01/2018	SITEL
SL GREEN REALTY CORP	3,300.00	0.12	$181,632.00	0.40	N/A	SLG
SLB US 08/21/10 C50	-170.00	-0.09	-$136,850.00	0.00	N/A	SLBX8C50
SMITHFIELD FOODS	74,000.00	0.05	$71,040.00	7.75	07/01/2017	832248AQ1
SOHU.COM INC	16,100.00	0.45	$661,549.00	0.00	N/A	SOHU
SOLAR CAPITAL LTD	43,539.00	0.57	$838,561.14	2.40	N/A	SLRC
SOLO CUP CO	71,000.00	0.04	$64,077.50	8.50	02/15/2014	834260AB7
SOUTH AFRICA RAND	2,567,374.66	0.23	$334,456.88	0.00	N/A	ZAR
SPRINT CAPITAL	239,000.00	0.16	$229,440.00	8.75	03/15/2032	852060AT9
STANDARD CHARTERED PLC	32,382.00	0.54	$788,597.11	0.69	N/A	STAN LN
STANDARD PACIFIC CORP	78,000.00	0.06	$83,850.00	10.75	09/15/2016	SPF
STANDARD PACIFIC CORP	110,000.00	0.07	$98,725.00	6.00	10/01/2012	SPF CB1
STARWOOD PROPERTY TRUST INC	17,700.00	0.20	$300,015.00	1.00	N/A	STWD
STATE STREET CORP	13,500.00	0.31	$456,570.00	0.04	N/A	STT
STEEL DYNAMICS INC	110,000.00	0.07	$110,000.00	7.62	03/15/2020	STLD
STOCKLAND	70,059.00	0.15	$217,332.93	0.28	N/A	SGP AU
SUNGARD DATA SYSTEMS INC	255,000.00	0.18	$264,562.50	10.25	08/15/2015	SDSINC
SUNOCO, INC 5-YR CDS 03/20/201	40,000.00	0.00	$3,899.10	1.00	03/20/2015	/SUN
SUNTRUST BANKS INC	24,300.00	0.39	$566,190.00	0.04	N/A	STI
SUSSER HOLDINGS LLC / SUSSER F	130,000.00	0.09	$130,650.00	8.50	05/15/2016	SUSS
SVB FINANCIAL GROUP	165,000.00	0.11	$167,887.50	3.88	04/15/2011	SIVB CB
TARGET CORP	12,200.00	0.41	$599,874.00	0.68	N/A	TGT
TECHTRONIC INDUSTRIES CO	838,000.00	0.44	$652,925.88	0.07	N/A	669 HK
TECK RESOURCES LTD	40,000.00	0.03	$47,311.48	9.75	05/15/2014	TCKCN
TECK RESOURCES LTD	118,000.00	0.10	$144,803.11	10.75	05/15/2019	TCKCN
TELCORDIA TECHNOLOGIES INC	145,000.00	0.09	$138,475.00	11.00	05/01/2018	TELCOR
TELECOM ITALIA CAPITAL	35,000.00	0.02	$35,363.83	5.25	10/01/2015	87927VAQ1
TELECOM ITALIA CAPITAL SA	55,000.00	0.04	$57,549.20	6.18	06/18/2014	TITIM
TELEPERFORMANCE	27,372.00	0.47	$683,786.87	0.33	N/A	RCF FP
TELESAT CANADA / TELESAT LLC	123,000.00	0.09	$133,455.00	11.00	11/01/2015	TELSAT
TELESAT CANADA / TELESAT LLC	147,000.00	0.11	$165,375.00	12.50	11/01/2017	TELSAT
TELSTRA CORP LTD	125,618.00	0.23	$342,240.31	0.40	N/A	TLS AU
TELUS CORP	25,746.00	0.66	$971,551.73	2.00	N/A	T CN
TERREMARK WORLDWIDE INC	130,000.00	0.10	$146,900.00	12.00	06/15/2017	TMRK
TEVA PHARMACEUTICAL FINANCE II	15,000.00	0.01	$15,311.40	3.00	06/15/2015	TEVA
TEXAS COMPETITIVE ELECTRIC HOL	180,000.00	0.08	$119,700.00	10.50	11/01/2015	TXU
THERMADYNE HOLDINGS CORP	201,000.00	0.14	$204,517.50	11.50	02/01/2014	THMD
THERMO FISHER SCIENTIFIC INC	5,000.00	0.00	$5,396.33	4.70	05/01/2020	TMO
THERMO FISHER SCIENTIFIC INC	35,000.00	0.02	$36,153.43	3.20	05/01/2015	TMO
TIME WARNER CABLE INC	30,000.00	0.03	$36,954.00	8.25	04/01/2019	TWC
TNK-BP FINANCE SA	2,000,000.00	1.43	$2,094,000.00	7.88	03/13/2018	TMENRU
TOMKINS PLC	212,677.00	0.49	$714,170.88	0.14	N/A	TOMK LN
TOPS MARKETS LLC	140,000.00	0.10	$144,900.00	10.12	10/15/2015	TOMA
TOTAL CAPITAL SA	10,000.00	0.01	$10,227.94	4.45	06/24/2020	TOTAL
TOTAL SA	6,413.00	0.19	$286,292.12	2.28	N/A	FP FP
TOYOTA MOTOR CORP	20,684.00	0.48	$710,875.39	20.00	N/A	7203 JP
TRANS-CANADA PIPELINES	35,000.00	0.02	$31,235.61	6.35	05/15/2067	TRP
TRANSCANADA PIPELINES LTD	5,000.00	0.00	$5,192.28	3.40	06/01/2015	TRP
TRANSOCEAN INC	10,000.00	0.01	$9,037.95	6.80	03/15/2038	RIG
TRANSOCEAN INC	10,000.00	0.01	$9,737.50	1.62	12/15/2037	RIG CB
TRANSOCEAN INC	16,000.00	0.01	$14,280.00	1.50	12/15/2037	RIG CB1
TRANSOCEAN INC	220,000.00	0.12	$183,150.00	1.50	12/15/2037	893830AW9
TRAVELERS COS INC/THE	12,100.00	0.41	$595,925.00	1.44	N/A	TRV
TREASURY BILL	1,499,718.41	1.02	$1,499,665.93	0.05	07/15/2010	B
TREASURY BILL	2,214,229.22	1.51	$2,214,229.23	0.01	07/01/2010	B
TRIMAS CORP	120,000.00	0.08	$122,100.00	9.75	12/15/2017	TRS
TXU CORP	104,000.00	0.05	$74,399.00	5.55	11/15/2014	873168AL2
UMBRELLA ACQ 144A	88,200.00	0.05	$73,867.50	9.75	03/15/2015	904201AA8
UNIBAIL-RODAMCO SE	1,399.00	0.16	$228,030.65	0.25	N/A	UL FP
UNICREDIT SPA	349,953.00	0.53	$774,172.12	0.03	N/A	UCG IM
UNITED AIR LINES INC	201,000.00	0.14	$210,045.00	12.00	11/01/2013	UAUA
UNITED TECHNOLOGIES CORP	15,000.00	0.01	$16,260.80	4.50	04/15/2020	UTX
UNIVERSAL HOSPITAL SERVICES IN	123,000.00	0.08	$121,770.00	8.50	06/01/2015	UHOS
UNIVISION COMMUNICATIONS INC	99,000.00	0.07	$106,672.50	12.00	07/01/2014	UVN
UPC HOLDING BV	100,000.00	0.07	$101,000.00	9.88	04/15/2018	LBTYA
US ONCOLOGY HOLDINGS INC	150,000.00	0.10	$140,250.00	6.64	03/15/2012	USON
US TREASURY N/B	30,000.00	0.02	$30,124.08	1.12	06/15/2013	WIT
US TREASURY N/B	30,000.00	0.02	$33,726.57	4.62	02/15/2040	T
US TREASURY N/B	95,000.00	0.07	$99,438.12	3.50	05/15/2020	WIT
US TREASURY N/B	405,000.00	0.28	$406,613.93	1.88	06/30/2015	T
USB CAPITAL IX	80,000.00	0.04	$58,504.00	6.19	04/15/2049	USB
USG CORP	45,000.00	0.03	$47,025.00	9.75	08/01/2014	USG
VALE OVERSEAS LTD	10,000.00	0.01	$10,496.98	6.88	11/10/2039	VALEBZ
VALE OVERSEAS LTD	979,000.00	0.70	$1,023,065.77	6.88	11/21/2036	CVRD
VALE SA	25,300.00	0.42	$616,055.00	0.24	N/A	VALE
VALERO ENERGY CORPORATION 5-YR	40,000.00	-0.00	-$2,238.48	1.00	03/20/2015	/VLO
VALLOUREC SA	3,937.00	0.46	$678,842.71	3.50	N/A	VK FP
VERISIGN INC	480,000.00	0.30	$436,200.00	3.25	08/15/2037	VRSN CB1
VERIZON COMMUNICATIONS INC	17,900.00	0.34	$501,558.00	1.90	N/A	VZ
VERSO PAPER HOLDINGS LLC / VER	125,000.00	0.07	$107,187.50	11.38	08/01/2016	92531XAF9
VIACOM INC 5-YR CDS 09/20/2015	25,000.00	-0.00	-$79.27	1.00	09/20/2015	/VIA
VIASAT INC	73,000.00	0.05	$74,642.50	8.88	09/15/2016	VSAT
VIRGIN MEDIA FINANCE PLC	100,000.00	0.07	$101,750.00	8.38	10/15/2019	VMED
VIRGIN MEDIA INC	307,000.00	0.25	$361,108.75	6.50	11/15/2016	VMED CNVB
VISKASE COS INC	10,000.00	0.01	$10,100.00	9.88	01/15/2018	VKSC
VISKASE COS INC	141,000.00	0.10	$142,410.00	9.88	01/15/2018	VKSC
VIVENDI	25,000.00	0.02	$27,906.03	6.62	04/04/2018	VIVFP
VIVENDI	55,000.00	0.04	$59,039.04	5.75	04/04/2013	VIVFP
VIVENDI SA	34,383.00	0.48	$698,791.51	1.40	N/A	VIV FP
VODAFONE GROUP PLC	184,174.00	0.26	$379,412.93	0.09	N/A	VOD LN
VORNADO REALTY TRUST	3,700.00	0.05	$79,402.00	0.00	N/A	VNO I PFD
WACHOVIA CORP	55,000.00	0.04	$59,438.28	5.62	10/15/2016	929903CH3
WAL-MART STORES INC	25,000.00	0.02	$24,977.00	3.62	07/08/2020	WMT
WALT DISNEY CO/THE	18,000.00	0.39	$567,000.00	0.35	N/A	DIS
WASTE MANAGEMENT INC	18,000.00	0.38	$563,220.00	1.26	N/A	WM
WEATHERFORD INTERNATIONAL LTD	30,000.00	0.02	$36,181.05	9.62	03/01/2019	WFT
WELLS FARGO CAPITAL XIII	5,000.00	0.00	$5,075.00	7.70	12/29/2049	WFC
WEST CORP/OLD	151,000.00	0.11	$154,397.50	11.00	10/15/2016	952355AF2
WESTFIELD GROUP	16,989.00	0.12	$172,556.17	0.94	N/A	WDC AU
WHIRLPOOL CORP	10,000.00	0.60	$878,200.00	1.72	N/A	WHR
WHR US 8/21/10 C85	-100.00	-0.06	-$88,500.00	0.00	N/A	WHRX08C85
WILLIAMS COS INC/THE	27,400.00	0.34	$500,872.00	0.50	N/A	WMB
WILLIAMS PARTNERS LP	15,000.00	0.01	$15,367.52	5.25	03/15/2020	WPZ
WIND ACQUISITION 144A	150,000.00	0.11	$156,000.00	12.00	12/01/2015	97314XAA2
WIND ACQUISITION FINANCE SA	140,000.00	0.10	$144,200.00	11.75	07/15/2017	WINDIM
WINDSTREAM CORP	45,000.00	0.03	$44,156.25	7.88	11/01/2017	WIN
WOLS 2009-A A3	10,000.00	0.01	$10,067.74	1.65	02/15/2013	WOLS
WOODSIDE FINANCE LTD	15,000.00	0.01	$17,098.65	8.12	03/01/2014	WPLAU
WOODSIDE FINANCE LTD	20,000.00	0.01	$20,418.24	4.50	11/10/2014	WPLAU
XCEL ENERGY INC	35,000.00	0.02	$36,491.00	4.70	05/15/2020	XEL
XEROX CORP	69,100.00	0.38	$555,564.00	0.17	N/A	XRX
XL CAPITAL LTD	85,000.00	0.04	$59,500.00	6.50	12/31/2049	XL
XM SATELLITE RADIO HOLDINGS IN	323,000.00	0.24	$354,492.50	13.00	08/01/2013	XMSR
YALE UNIVERSITY	45,000.00	0.03	$46,725.75	2.90	10/15/2014	YALUNI
YANKEE ACQUISITION CORP/MA	150,000.00	0.10	$153,375.00	9.75	02/15/2017	YCC
YUE YUEN INDUSTRIAL HOLDINGS L	205,000.00	0.43	$636,270.55	0.89	N/A	551 HK
ZIMMER HOLDINGS INC	30,000.00	0.02	$31,564.14	4.62	11/30/2019	ZMH
ZIONS BANCORPORATION	15,000.00	0.01	$14,164.70	5.65	05/15/2014	ZION

-0.02 of the fund was hedged out of AUD/USD FWD 20100702 USD

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

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

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

-0.02 of the fund was hedged out of CAD/USD FWD 20100706 USD

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

0.42 of the fund was hedged out of EUR/USD FWD 20100701 USD

-0.17 of the fund was hedged out of EUR/USD FWD 20100702 USD

-0.07 of the fund was hedged out of GBP/USD FWD 20100702 USD

-0.06 of the fund was hedged out of HKD/USD FWD 20100702 USD

-0.07 of the fund was hedged out of JPY/USD FWD 20100702 USD

-0.01 of the fund was hedged out of SEK/USD FWD 20100702 USD

-0.01 of the fund was hedged out of SGD/USD FWD 20100702 USD