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 10,900.000.35$509,902.001.76N/AABT
ABBOTT LABORATORIES 35,000.000.03$36,739.924.1205/27/2020ABT
ACCELLENT INC 104,000.000.07$102,960.0010.5012/01/201300430XAB3
ADVANCED MICRO DEVICES INC 675,000.000.44$644,625.006.0005/01/2015AMD CB1
AES CORP/THE 9,000.000.01$9,090.008.0006/01/2020AES
AES CORP/THE 105,000.000.07$107,362.507.7503/01/2014AES
AFFINION GROUP INC 103,000.000.07$108,665.0011.5010/15/2015AFFINI
AGRIUM INC 5,800.000.19$283,852.000.11N/AAGU
AHMAT 2009-ADV3 A1 40,000.000.03$39,963.942.3010/06/2021AHMAT
AK STEEL CORP 120,000.000.08$117,000.007.6205/15/2020AKS
ALASKA COMMUNICATIONS SYSTEMS 795,000.000.51$756,243.755.7503/01/2013ALSK CB
ALGOMA ACQUISITION CORP 166,000.000.10$141,930.009.8806/15/2015AGACN
ALION SCIENCE AND TECHNOLOGY C 115,249.000.08$115,825.2512.0011/01/2014ALISCI
ALLIANCE HEALTHCARE SERVICES I 6,522.000.02$26,348.880.00N/AAIQ
ALLIANCE ONE INTERNATIONAL INC 35,000.000.02$35,787.5010.0007/15/2016AOI
ALLIANCE ONE INTERNATIONAL INC 174,000.000.12$177,915.0010.0007/15/2016AOI
ALLIED WASTE NORTH AMERICA INC 30,000.000.02$32,213.617.1205/15/2016AW
ALLIED WASTE NORTH AMERICA INC 40,000.000.03$43,660.326.8806/01/2017AW
ALLISON TRANSMISSION 144A 206,000.000.15$216,815.0011.0011/01/2015019736AA5
ALLSTATE CORP/THE 20,000.000.39$574,600.000.80N/AALL
ALLYA 2010-2 A3 10,000.000.01$10,020.771.0007/15/2014ALLYA
ALSTOM SA 15,711.000.48$711,410.521.24N/AALO FP
AMERICAN AXLE & MFG INC 196,000.000.12$171,010.007.8803/01/201702406PAF7
AMERICAN ELECTRIC POWER CO INC 17,000.000.37$549,100.001.68N/AAEP
AMERICAN INTERNATIONAL GROUP I 245,000.000.13$195,387.508.1805/15/2058AIG
AMERICAN PETROLEUM TANKERS LLC 70,000.000.05$70,525.0010.2505/01/2015AMPETR
AMERICAN TOWER CORP 30,000.000.02$33,600.007.0010/15/2017AMT
AMERICAN TRANSMISSION SYSTEMS 25,000.000.02$26,262.485.2501/15/2022FE
AMES TRUE TEMPER 90,000.000.06$88,200.0010.0007/15/2012031042AB0
AMGEN INC 435,000.000.29$431,737.500.3802/01/2013AMGN CB1
AMH HOLDINGS INC 146,000.000.10$149,650.0011.2503/01/2014SIDE
AMTT 2007-1A AFX 75,000.000.05$80,700.625.4204/15/2037AMTT
AMTT 2007-1A D 25,000.000.02$26,297.995.9604/15/2037AMTT
ANADARKO PETROLEUM CORP 9,500.000.23$342,855.000.36N/AAPC
ANADARKO PETROLEUM CORP 10,000.000.01$8,617.665.9509/15/2016APC
ANHEUSER-BUSCH INBEV WORLDWIDE 10,000.000.01$10,475.595.0004/15/2020ABIBB
ANHEUSER-BUSCH INBEV WORLDWIDE 40,000.000.03$40,986.003.6204/15/2015ABIBB
ANTERO RESOURCES FINANCE CORP 114,000.000.08$114,570.009.3812/01/2017ANTERO
APPLETON PAPERS INC 125,000.000.08$118,750.0010.5006/15/2015APPPAP
AQUILEX HOLDINGS LLC/AQUILEX F 119,000.000.08$119,595.0011.1212/15/2016AQUILE
ARAMARK CORP 150,000.000.10$152,250.008.5002/01/2015RMK
ARCELORMITTAL 10,000.000.01$12,515.979.8506/01/2019MTNA
ARCELORMITTAL 13,443.000.25$360,594.750.75N/AMT NA
ARCHER-DANIELS-MIDLAND CO 19,300.000.34$498,326.000.60N/AADM
ARVINMERITOR INC 78,000.000.06$83,070.0010.6203/15/2018ARM
ARVINMERITOR INC 176,000.000.12$169,840.008.1209/15/2015ARM
ARVINMERITOR INC 380,000.000.20$296,400.004.0002/15/2027ARM CB
ASAHI GLASS CO LTD 85,000.000.54$798,361.3816.00N/A5201 JP
ASHTEAD CAPITAL 144A 100,000.000.07$98,500.009.0008/15/2016045054AA1
ASPECT SOFTWARE INC 140,000.000.10$140,700.0010.6205/15/2017CRTO
ASTRAZENECA PLC 7,548.000.24$355,841.512.27N/AAZN LN
AT&T INC 21,300.000.35$515,247.001.68N/AT
AUCTION PASS THROUGH TRUST 175,000.000.00$0.000.00N/A050698208
AUSTRALIAN DOLLAR 1,817,419.301.04$1,529,085.680.00N/AAUD
AUTOLIV INC 11,400.000.37$545,490.001.20N/AALV
AVIS BUDGET CAR RENTAL LLC / A 146,000.000.10$148,190.009.6203/15/2018CAR
AXA SA 29,912.000.31$457,005.830.55N/ACS FP
BACM 2004-3 A5 50,000.000.04$53,010.825.5906/10/2039BACM
BACM 2004-5 A3 475,000.000.33$484,977.194.5611/10/2041BACM
BACM 2005-1 A3 55,342.020.04$55,788.514.8811/10/2042BACM
BACM 2005-6 A4 180,000.000.13$192,729.015.3509/10/2047BACM
BANCO NACIONAL DE DESENVOLVIME 500,000.000.36$534,375.006.3706/16/2018BNDES
BANCO SANTANDER SA 73,940.000.53$775,412.130.60N/ASAN SM
BANK OF NEW YORK MELLON CORP/T 21,500.000.36$530,835.000.36N/ABK
BARBADOS GOVERNMENT INTERNATIO 2,000,000.001.25$1,836,810.006.6212/05/2035BARBAD
BAUSCH & LOMB INC 210,000.000.15$216,825.009.8811/01/2015BOL
BAXTER INTERNATIONAL INC 35,000.000.03$37,496.834.5008/15/2019BAX
BAYERISCHE MOTOREN WERKE AG 18,751.000.62$912,752.440.30N/ABMW GR
BB&T CORP 21,600.000.39$568,296.000.60N/ABBT
BEAZER HOMES USA INC 55,000.000.03$51,150.009.1206/15/2018BZH
BEAZER HOMES USA INC 94,000.000.06$84,600.008.1206/15/2016BZH
BERRY PLASTICS CORP 135,000.000.09$130,612.508.8809/15/2014BERRY
BIOMET INC 130,000.000.10$141,375.0011.6210/15/2017BMET
BIOSCRIP INC 141,000.000.10$140,295.0010.2510/01/2015BIOS
BRAMBLES USA INC 10,000.000.01$10,165.993.9504/01/2015BXBAU
BRAMBLES USA INC 15,000.000.01$15,604.915.3504/01/2020BXBAU
BRISTOL-MYERS SQUIBB CO 22,700.000.39$566,138.001.28N/ABMY
BRISTOW GROUP INC 401,000.000.22$323,306.253.0006/15/2038BRS CB
BRITISH POUNDS 9,565.590.01$14,289.080.00N/APOUNDS
BSARM 2007-1 3A2 224,409.870.02$27,233.265.6702/25/2047BSARM
BSCMS 2005-PW10 A4 100,000.000.07$105,116.025.4012/11/2040BSCMS
BSCMS 2005-T20 A4A 230,000.000.17$245,875.225.3010/12/204207387BCL5
BSCMS 2006-PW12 A4 25,000.000.02$26,824.955.9109/11/2038BSCMS
BSCMS 2006-PW14 A4 60,000.000.04$61,367.715.2012/11/2038BSCMS
BSCMS 2007-PW15 A4 75,000.000.05$73,482.595.3302/11/2044BSCMS
BURLINGTON COAT FACTORY INVEST 276,000.000.20$291,180.0014.5010/15/2014BCFACT
BURLINGTON NORTHERN SANTA FE C 35,000.000.03$37,138.264.7010/01/2019BNI
BWAY HOLDING CO 120,000.000.09$125,700.0010.0006/15/2018BWY
CABLEVISION SYSTEMS CORP 15,000.000.01$15,262.508.0004/15/2020CVC
CABLEVISION SYSTEMS CORP 63,000.000.04$64,575.008.6209/15/2017CVC
CAMBRIDGE INDUSTRIAL TRUST 1,170,000.000.28$411,867.590.05N/ACREIT SP
CAMDEN PROPERTY TRUST 3,900.000.11$159,315.001.80N/ACPT
CANADIAN DOLLAR 166,173.080.11$156,104.350.00N/ACANDOLLAR
CARDINAL HEALTH INC 18,200.000.42$611,702.000.78N/ACAH
CARDTRONICS INC 85,000.000.06$86,275.009.2508/15/2013CATM
CAREFUSION CORP 65,000.000.05$74,381.976.3808/01/2019CAH
CASELLA WASTE SYSTEMS INC 310,000.000.21$311,550.009.7502/01/2013CWST
CASH -1,705,246.46-1.16-$1,705,246.460.0012/15/2038US-CASH
CCCIT 2004-C1 C1 10,000.000.01$9,890.171.0007/15/2013CCCIT
CCO HOLDINGS LLC / CCO HOLDING 30,000.000.02$30,300.007.8804/30/2018CCMM
CCO HOLDINGS LLC / CCO HOLDING 40,000.000.03$41,100.008.1204/30/2020CCMM
CEMEX ESPANA SA 104,000.000.06$91,000.009.2505/12/2020CEMEX
CEMEX FINANCE LLC 140,000.000.09$135,800.009.5012/14/2016CEMEX
CENTURY ALUMINUM CO 116,100.000.07$110,004.758.0005/15/2014CENX
CGI GROUP INC 107,942.001.09$1,606,201.300.00N/AGIB/A CN
CHAODA MODERN AGRICULTURE HOLD 964,000.000.64$940,084.170.05N/A682 HK
CHARTER COMMUNICATIONS OPERATI 63,000.000.05$70,245.0010.8809/15/2014CHTR
CHARTER HALL RETAIL REIT 355,587.000.11$163,147.480.06N/AMCW AU
CHESAPEAKE ENERGY CORP 105,000.000.08$116,550.009.5002/15/2015CHK
CHESAPEAKE ENERGY CORP 750,000.000.37$544,687.502.2512/15/2038CHK CB
CHEVRON CORP 7,700.000.36$522,522.002.88N/ACVX
CHIMERA INVESTMENT CORP 12,100.000.03$43,681.000.68N/ACIM
CHUNGHWA TELECOM LTD-ADR 34,201.000.46$673,417.691.16N/ACHT
CIE DE ST-GOBAIN 12,667.000.32$472,068.391.00N/ASGO FP
CISCO SYSTEMS INC 55,000.000.04$58,172.294.4501/15/2020CSCO
CITIGROUP INC 1,400.000.11$158,200.000.00N/A172967416
CITIZENS COMMUNICATIONS CO 120,000.000.08$111,600.007.1203/15/2019CZN
CITY NATIONAL CAPITAL TRUST I 25,000.000.02$26,375.359.6202/01/2040CYN
CLEAR CHANNEL COMMUNICATIONS I 138,000.000.07$97,635.0010.7508/01/2016CCU
CLEARWIRE COMMUNICATIONS LLC/C 145,000.000.10$145,181.2512.0012/01/2015CLWR
CLEARWIRE CORP 225,000.000.15$224,156.2512.0012/01/2015CLWR
CMLTI 2007-AR8 1A3A 76,979.440.04$59,064.975.7608/25/2037CMLTI
CMS ENERGY CORP 10,000.000.01$10,160.036.5507/17/2017CMS
CMS ENERGY CORP 10,000.000.01$11,090.898.7506/15/2019CMS
CMSI 2006-4 3A1 23,309.780.02$22,844.495.5008/25/2021CMSI
CMSI 2007-1 2A1 143,572.680.09$135,284.665.5001/25/2022CMSI
CNH 2008-A A3 4,441.250.00$4,469.164.1205/15/2012CNH
CNH 2008-A A4A 30,000.000.02$31,103.604.9308/15/2014CNH
CNH 2008-B A3A 9,967.390.01$10,085.314.7807/16/2012CNH
CNH 2009-C A3 15,000.000.01$15,155.061.8512/16/2013CNH
CNOOC LTD 557,000.000.64$946,690.350.40N/A883 HK
COCA-COLA AMATIL LTD 75,459.000.51$755,198.510.62N/ACCL AU
COGDELL SPENCER INC 15,000.000.07$101,400.000.40N/ACSA
COLUMBUS INTERNATIONAL INC 130,000.000.09$139,109.4911.5011/20/2014COLUIF
COMCAST CORP 35,800.000.42$621,846.000.38N/ACMCSA
COMCAST CORP 45,000.000.03$50,774.635.9003/15/201620030NAL5
COMCAST CORPORATION 5-YR CDS 0 25,000.00-0.00-$265.051.0009/20/2015/CMCSA
COMERICA INC 16,100.000.40$592,963.000.20N/ACMA
COMM 2005-C6 A5A 95,000.000.07$99,813.185.1206/10/2044COMM
COMMUNITY HEALTH SYSTEMS INC 135,000.000.10$139,556.258.8807/15/2015CYH
COMPLETE PRODUCTION SERVICES I 133,000.000.09$130,672.508.0012/15/2016CPX
CONOCOPHILLIPS 11,700.000.39$574,353.002.20N/ACOP
COPANO ENERGY LLC / COPANO ENE 128,000.000.08$121,600.007.7506/01/2018CPNO
CORIO NV 2,648.000.09$128,600.022.65N/ACORA NA
COTT BEVERAGES INC 88,000.000.06$89,100.008.3811/15/2017BCB
COVIDIEN INTERNATIONAL FINANCE 10,000.000.01$10,255.034.2006/15/2020COV
COX COMMUNICATIONS INC 5,000.000.00$5,755.456.9506/01/2038COXENT
COX COMMUNICATIONS INC 15,000.000.01$16,752.336.2506/01/2018COXENT
CRICKET COMMUNICATIONS INC 135,000.000.10$141,750.0010.0007/15/2015LEAP
CRMSI 2006-3 A5 100,000.000.05$79,793.805.9511/25/2036CRMSI
CROSSTEX ENERGY LP / CROSSTEX 115,000.000.08$115,431.258.8802/15/2018XTEX
CS INTERNATIONAL FOR CITY OF K 1,000,000.000.65$960,000.008.2511/26/2012CITKIE
CVS CAREMARK CORP 18,400.000.37$539,488.000.35N/ACVS
CVS PASS-THROUGH TRUST 78,777.870.07$95,767.348.3507/10/2031CVS
CXHE 2005-D AF4 31,041.080.02$30,902.575.2710/25/2035CXHE
CYPRESS SHARPRIDGE INVESTMENTS 8,200.000.07$103,812.002.20N/ACYS
CYTEC INDUSTRIES INC 30,000.000.02$36,703.538.9507/01/2017CYT
DAE AVIATION HOLDINGS INC 125,000.000.08$124,375.0011.2508/01/2015DAEAVI
DAVE & BUSTER'S INC 115,000.000.08$116,437.5011.0006/01/2018DAB
DCENT 2007-A1 A1 100,000.000.08$115,028.785.6503/16/2020DCENT
DCT INDUSTRIAL TRUST INC 16,877.000.05$76,284.040.28N/ADCT
DEAN FOODS 80,000.000.05$75,200.007.0006/01/2016242370AA2
DELTA AIR LINES INC 130,000.000.09$139,425.0011.7503/15/2015DAL
DEUTSCHE POST AG 45,072.000.45$658,851.150.60N/ADPW GR
DEVELOPERS DIVERSIFIED REALTY 1,925.000.03$40,136.250.00N/ADDR I PFD
DEVELOPERS DIVERSIFIED REALTY 5,000.000.00$4,913.307.5004/01/2017DDR
DEVON ENERGY CORP 8,300.000.34$505,636.000.64N/ADVN
DIGICEL GROUP 144A 100,000.000.07$98,625.009.1201/15/201525380WAB2
DIGICEL GROUP LTD 100,000.000.07$99,500.008.2509/01/2017DLLTD
DIGICEL GROUP LTD 1,100,000.000.74$1,080,750.008.8801/15/2015DLLTD
DIGITAL REALTY TRUST INC 2,650.000.05$66,912.500.00N/ADLR A PFD
DIGITAL REALTY TRUST INC 4,400.000.17$253,792.001.92N/ADLR
DIGITAL REALTY TRUST LP 10,000.000.01$10,221.055.8802/01/2020DLR
DIGITAL REALTY TRUST LP 380,000.000.37$544,587.505.5004/15/2029DLR CB
DIRECTV 1,900.000.04$64,448.000.00N/ADTV
DIRECTV HOLDINGS LLC/DIRECTV F 85,000.000.06$92,440.827.6205/15/2016DTV
DISH DBS CORP 140,000.000.10$146,300.007.8809/01/2019DISH
DJO FINANCE LLC / DJO FINANCE 144,000.000.10$147,600.0011.7511/15/2014REABLE
DOLE FOOD CO INC 91,000.000.07$107,152.5013.8803/15/2014DOLE
DON QUIJOTE CO LTD 28,400.000.52$761,658.1225.00N/A7532 JP
DOW CHEMICAL CO/THE 22,000.000.36$521,840.000.60N/ADOW
DOW CHEMICAL CO/THE 25,000.000.02$30,652.488.5505/15/2019DOW
DRUMMOND CO INC 140,000.000.10$141,400.009.0010/15/2014DRUMCO
DRYSHIPS INC 110,000.000.06$81,537.505.0012/01/2014DRYS
DUKE ENERGY CAROLINAS LLC 30,000.000.02$31,746.544.3006/15/2020DUK
DUKE ENERGY CORP 34,400.000.37$550,400.000.96N/ADUK
DUKE REALTY CORP 8,600.000.07$97,610.000.68N/ADRE
DUNKN 2006-1 A2 150,000.000.10$146,184.755.7806/20/2031DUNKN
DYNCORP INTERNATIONAL INC 60,000.000.04$60,450.0010.3807/01/2017DCP
DYNEGY HOLDINGS INC 216,000.000.10$150,390.007.7506/01/2019DYN
E*TRADE FINANCIAL CORP 245,000.000.18$261,537.5012.5011/30/2017ETFC
EASTMAN CHEMICAL CO 5-YR CDS 0 20,000.00-0.00-$180.141.0009/20/2015/EMN
EDISON INTERNATIONAL 16,800.000.36$532,896.001.26N/AEIX
EDISON MISSION ENERGY 4,000.000.00$2,580.007.0005/15/2017EIX
EDISON MISSION ENERGY 80,000.000.05$69,200.007.5006/15/2013EIX
EI DU PONT DE NEMOURS & CO 16,900.000.40$584,571.001.64N/ADD
EI DU PONT DE NEMOURS & CO 5-Y 20,000.000.00$339.921.0009/25/2015/DD
EL PASO CORP 44,000.000.03$45,019.706.8806/15/2014EP
EL PASO CORP 205,000.000.14$204,870.657.0006/15/2017EP
ELWOOD ENERGY LLC 157,827.500.10$149,936.138.1607/05/2026ELWOOD
EMC CORP/MASSACHUSETTS 52,500.000.65$960,750.000.00N/AEMC
EMC US 8/21/10 C19 -500.00-0.02-$33,000.000.00N/AEMCX08C19
ENBRIDGE ENERGY 20,000.000.01$19,719.448.0510/01/203729250RAK2
ENERGY FUTURE HOLDINGS CORP 103,000.000.05$76,735.0011.3811/01/2017TXU
ENERGY FUTURE HOLDINGS TERM B2 166,917.640.08$123,998.943.7310/10/2014LN363469
ENERGY TRANSFER PARTNERS LP 25,000.000.02$30,252.739.7003/15/2019ETP
ENTERPRISE PRODUCTS 35,000.000.02$32,245.547.0301/15/2068293791AW9
ENTERPRISE PRODUCTS OPERATING 20,000.000.01$20,580.625.2009/01/2020EPD
ENTERPRISE PRODUCTS OPERATING 45,000.000.04$54,334.089.7501/31/2014EPD
ENTERTAINMENT PROPERTIES TRUST 8,236.000.21$313,544.522.60N/AEPR
EOG RESOURCES INC 30,000.000.02$30,314.252.9506/01/2015EOG
EQUINOX HOLDINGS INC 146,000.000.10$145,087.509.5002/01/2016EQUNOX
EQUITY LIFESTYLE PROPERTIES IN 2,300.000.08$110,929.001.20N/AELS
ERAC USA FINANCE LLC 10,000.000.01$10,125.025.2510/01/2020ENTERP
ESPRIT HOLDINGS LTD 52,932.000.19$284,307.821.44N/A330 HK
ESSAR STEEL ALGOMA INC 15,000.000.01$14,325.009.3803/15/2015ALGCN
EURO 41,465.210.03$50,709.880.00N/AEURO
EURONET WORLDWIDE INC 900,000.000.57$841,500.003.5010/15/2025EEFT CB
EUROPEAN BANK FOR RECONSTRUCTI 41,000,000.000.64$943,728.597.0007/30/2012EBRD
EUROPEAN BK RECON & DEV 2,935,000.001.10$1,617,152.489.2509/10/2012EBRD
EUROPEAN INVESTMENT BANK 1,800,000.000.79$1,160,643.369.6204/01/2015EIB
EUROPEAN INVESTMENT BANK 6,880,000.000.61$902,956.258.0010/21/2013EIB
EVRAZ GROUP SA 1,000,000.000.67$990,000.008.2511/10/2015EVRAZ
EXPRESS LLC & EXPRESS FINANCE 93,000.000.06$95,092.508.7503/01/2018EXPR
EXXON MOBIL CORP 8,600.000.33$490,802.001.76N/AXOM
FEDERAL HOME LOAN BANK DISCOUN 424,866.800.29$424,865.520.0107/07/2010FHLBDN
FEDERAL HOME LOAN BANK DISCOUN 1,705,010.591.16$1,704,996.960.0107/15/2010FHLBDN
FEDERAL HOME LOAN BANK DISCOUN 2,034,680.031.39$2,034,663.760.0707/16/2010FHLBDN
FEDERAL HOME LOAN BANK DISCOUN 3,779,580.122.57$3,779,568.780.0007/06/2010FHLBDN
FEDERAL HOME LOAN MORTGAGE COR 33,000.000.01$10,890.000.00N/A313400657
FEDERAL NATIONAL MORTGAGE ASSO 20,000.000.01$10,400.000.00N/A313586745
FELCOR LODGING LP 146,000.000.10$153,300.0010.0010/01/2014FCH
FGCI E01386 21,636.250.02$23,252.455.0006/01/2018FG
FGCI J08248 129,006.440.09$138,107.445.0012/01/2022FG
FGLMC A10635 55,816.910.04$65,801.529.0009/01/2030FG
FGLMC G01639 55,935.130.04$63,624.497.0011/01/2033FG
FGLMC G01864 1,009,942.930.73$1,073,579.845.0001/01/2034FG
FGP6 P60101 65,604.150.05$68,583.896.0001/01/2017FG
FHARM 1G1067 19,539.590.01$20,552.175.6907/01/2036FH
FHARM 1H1348 48,020.520.03$51,326.735.8110/01/2036FH
FHASI 2007-AR2 1A1 111,619.490.06$84,967.435.8108/25/2037FHASI
FHLB DISCOUNT NOTE 7/1/10 5,039,440.173.43$5,039,440.170.0007/01/20100701PFDIS
FHR 2557 WE 60,000.000.04$65,486.295.0001/15/2018FHR
FHR 3094 US 15,902.390.01$15,893.516.7509/15/2034FHR
FHR 3131 MC 40,000.000.03$43,329.715.5004/15/2033FHR
FHR 3173 PE 65,000.000.05$71,513.096.0004/15/2035FHR
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GMAC INC 151,000.000.10$140,430.008.0012/31/2018GMAC
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GOODMAN GROUP 247,237.000.09$130,704.250.03N/AGMG AU
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GRAY TELEVISION INC 135,000.000.09$131,625.0010.5006/29/2015GTN
GREGGS PLC 83,246.000.39$568,273.360.00N/AGRG LN
GRUPO TELEVISA SA 10,000,000.000.50$733,436.448.4905/11/2037TELVIS
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GSMS 2005-GG4 A4A 420,000.000.30$434,517.894.7507/10/2039GSMS
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GSR 2006-AR1 3A1 161,977.060.10$148,903.885.2901/25/2036GSR
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HARRAH'S OPERATING CO INC 70,000.000.04$57,750.0010.0012/15/2018HET
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HART 2007-A A3A 3,263.820.00$3,290.435.0401/17/2012HART
HART 2008-A A3 27,678.270.02$28,465.424.9312/17/2012HART
HBOS CAPITAL FUNDING LP 185,000.000.09$129,500.006.0706/29/204940411CAA0
HCA INC/DE 175,000.000.13$185,937.509.2511/15/2016HCA
HDMOT 2006-2 A2 45,763.270.03$46,711.145.3503/15/2013HDMOT
HEADWATERS INC 145,000.000.10$147,175.0011.3811/01/2014HW
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HERCULES OFFSHORE INC 125,000.000.08$111,562.5010.5010/15/2017HERO
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HILCORP ENERGY I LP/HILCORP FI 150,000.000.10$148,875.008.0002/15/2020HILCRP
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HOLOGIC INC 910,000.000.53$779,187.502.0012/15/2037HOLX CB
HOME DEPOT INC 19,200.000.37$538,944.000.94N/AHD
HONEYWELL INTERNATIONAL INC 13,200.000.35$515,196.001.21N/AHON
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HTC CORP 61,000.000.55$806,484.7726.00N/A2498 TT
ICELAND KRONA 139,374.000.00$1,087.750.00N/AICELANDKR
ILFC E-CAPITAL TRUST II 205,000.000.09$132,481.256.2512/21/2065AIG
ILLINOIS POWER CO 80,000.000.07$105,191.049.7511/15/2018AEE
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ING INDUSTRIAL FUND 307,371.000.07$95,914.340.02N/AIIF AU
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INTELSAT 135,000.000.09$127,912.506.5011/01/201345820EAH5
INTELSAT BERMUDA LTD 515,000.000.36$524,012.5011.2502/04/2017INTEL
INTELSAT LUXEMBOURG SA 7,000.000.00$7,017.5011.5002/04/2017INTEL
INTER-AMERICAN DEVELOPMENT BAN 2,081,000.000.78$1,152,274.499.0008/06/2010IADB
INTERFACE INC 20,000.000.01$20,625.009.5002/01/2014458665AJ5
INTERFACE INC 42,000.000.03$47,250.0011.3811/01/2013IFSIA
INTERNATIONAL BANK FOR RECONST 7,000,000.000.62$913,589.719.7508/02/2010IBRD
INTERNATIONAL BUSINESS MACHINE 4,600.000.39$568,008.002.60N/AIBM
INTERNATIONAL COAL GROUP INC 141,000.000.10$141,705.009.1204/01/2018ICOUS
INTERNATIONAL GAME TECHNOLOGY 10,000.000.01$10,335.925.5006/15/2020IGT
INTERNATIONAL GAME TECHNOLOGY 540,000.000.40$594,000.003.2505/01/2014IGT CB
INTERNATIONAL LEASE FINANCE CO 73,000.000.05$69,350.008.7503/15/2017AIG
INTERNATIONAL PAPER CO 35,000.000.03$45,278.079.3805/15/2019IP
INTERNATIONAL WIRE GROUP INC 125,000.000.08$124,375.009.7504/15/2015WIREG
INTERTAPE POLYMER US INC 88,000.000.05$71,720.008.5008/01/2014ITP
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INVERNESS MEDICAL INNOVATIONS 530,000.000.31$458,450.003.0005/15/2016IMA CB
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IRON MOUNTAIN INC 140,000.000.10$143,500.008.3808/15/2021IRM
ITOCHU CORP 96,398.000.51$753,801.1218.00N/A8001 JP
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J.C. PENNEY COMPANY, INC 5-YEA 20,000.000.00$745.881.0003/20/2015/JCP
J.C. PENNEY COMPANY, INC 5-YEA 25,000.000.00$932.361.0003/20/2015/JCP1
J.C. PENNEY COMPANY, INC 5-YR 40,000.000.00$1,491.771.0003/20/2015/JCP
JAPANESE YEN 7,865,636.820.06$88,987.860.00N/AYENS
JBS USA LLC/JBS USA FINANCE IN 68,000.000.05$76,585.0011.6205/01/2014FRIBOI
JDOT 2010-A A4 15,000.000.01$15,226.702.1310/17/2016JDOT
JEFFERIES GROUP 5,000.000.00$4,488.666.2501/15/2036472319AC6
JEFFERIES GROUP INC 60,000.000.04$56,667.846.4506/08/2027JEF
JEFFERIES GROUP INC 615,000.000.39$579,637.503.8811/01/2029JEF CB1
JOHNSON & JOHNSON 9,200.000.37$543,352.002.16N/AJNJ
JOHNSONDIVERSEY HOLDINGS INC 312,000.000.24$347,880.0010.5005/15/2020JONDIV
JP MORGAN CHASE CAPITAL XXV 55,000.000.04$54,527.446.8010/01/2037JPM
JPMCC 2005-LDP3 A4A 35,000.000.03$36,775.654.9408/15/2042JPMCC
JPMORGAN CHASE & CO 14,100.000.35$516,201.000.20N/AJPM
K HOVNANIAN ENTERPRISES INC 68,000.000.03$47,940.007.5005/15/2016442488AZ5
K HOVNANIAN ENTERPRISES INC 107,000.000.05$78,645.006.2501/15/2015442488AU6
KANSAS CITY SOUTHERN DE MEXICO 144,000.000.10$149,760.008.0002/01/2018KSU
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KAZKOMMERTS FINANCE 2 BV 1,000,000.000.57$830,000.008.6207/27/2016KKB
KB HOME 17,000.000.13$187,000.000.25N/AKBH
KEY ENERGY SERVICES INC 255,000.000.17$254,681.258.3812/01/2014KEG
KIMBERLY-CLARK CORP 9,200.000.38$557,796.002.64N/AKMB
KIMCO REALTY CORP 8,157.000.07$109,630.080.64N/AKIM
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KRAFT FOODS INC 20,000.000.01$21,471.425.3802/10/2020KFT
KRAFT FOODS INC 21,700.000.41$607,600.001.16N/AKFT
L-3 COMMUNICATIONS CORP 30,000.000.02$30,290.554.7507/15/2020LLL
L-3 COMMUNICATIONS HOLDINGS IN 25,000.000.02$25,125.003.0008/01/2035LLL CB1
L-3 COMMUNICATIONS HOLDINGS IN 460,000.000.31$462,300.003.0008/01/2035LLL CB
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LANDRY'S RESTAURANTS INC 213,000.000.15$221,520.0011.6212/01/2015LNY
LAZARD GROUP 30,000.000.02$30,422.466.8506/15/2017LAZ
LAZARD GROUP LLC 4,000.000.00$4,217.117.1205/15/2015LAZ
LBUBS 2004-C4 A4 475,000.000.34$502,396.435.4406/15/2029LBUBS
LEAP WIRELESS INTERNATIONAL IN 790,000.000.45$665,575.004.5007/15/2014LEAP CB1
LEVEL 3 COMMUNICATIONS INC 690,000.000.45$664,125.005.2512/15/2011LVLT CNV
LEVEL 3 FINANCING INC 153,000.000.09$136,170.0010.0002/01/2018LVLT
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LEXINGTON REALTY TRUST 28,070.000.11$168,700.700.40N/ALXP
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LIBERTY MUTUAL GROUP 180,000.000.10$141,469.207.0003/15/203753079EAQ7
LIFE TECHNOLOGIES CORP 5,000.000.00$5,177.304.4003/01/2015LIFE
LIFE TECHNOLOGIES CORP 40,000.000.03$43,396.446.0003/01/2020LIFE
LIFEPOINT HOSPITALS INC 665,000.000.43$625,931.253.2508/15/2025LPNT CB2
LINEAR TECHNOLOGY CORP 665,000.000.45$654,193.753.0005/01/2027LLTC CB2
LINK REIT/THE 33,000.000.06$81,882.550.92N/A823 HK
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LOWE'S COS INC 24,900.000.35$508,458.000.36N/ALOW
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LYONDELL CHEMICAL CO 135,000.000.10$145,462.5011.0005/01/2018LYO
M/I HOMES INC 93,000.000.06$92,535.006.8804/01/2012MHO
MACDERMID INC 351,000.000.24$352,755.009.5004/15/2017MRD
MACK-CALI REALTY CORP 8,300.000.17$246,759.001.80N/ACLI
MAGNACHIP SEMICONDUCTOR SA / M 100,000.000.07$102,250.0010.5004/15/2018MX
MANITOWOC CO INC/THE 146,000.000.10$146,730.009.5002/15/2018MTW
MARATHON OIL CORP 18,800.000.40$584,492.001.00N/AMRO
MARM 2006-2 4A1 77,514.630.05$73,421.514.9902/25/2036MARM
MARSH & MCLENNAN COS INC 27,100.000.42$611,105.000.80N/AMMC
MATS 2007-1 A4 21,039.260.01$20,940.900.4112/15/2013MATS
MATTEL INC 28,200.000.41$596,712.000.75N/AMAT
MCE FINANCE LTD 165,000.000.12$172,218.7510.2505/15/2018MPEL
MCGRAW-HILL COS INC/THE 19,500.000.37$548,730.000.94N/AMHP
MDC PARTNERS INC 73,000.000.05$78,110.0011.0011/01/2016MDCA
MEDCO HEALTH SOLUTIONS INC 35,000.000.03$41,877.127.1203/15/2018MHS
MEDTRONIC INC 525,000.000.36$528,937.501.6204/15/2013MDT CB1
MERCK & CO INC 22.000.00$5,500.000.38N/AMRK B
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METLIFE INC 100,000.000.06$88,500.006.4012/15/203659156RAP3
METLIFE INC 5YR CDS 09/20/14 25,000.000.00$1,709.655.0009/20/2014/MET
METRO AG 13,578.000.47$693,735.771.18N/AMEO GR
MGM MIRAGE 95,000.000.07$109,962.5013.0011/15/2013MGM
MGM MIRAGE 390,000.000.25$368,550.0011.3803/01/2018MGM
MGM RESORTS INTERNATIONAL 2,000.000.00$2,215.0011.1211/15/2017MGM
MIDCONTINENT EXPRESS PIPELINE 10,000.000.01$10,362.876.7009/15/2019MCEXPP
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MIRANT AMERICAS GENERATION LLC 215,000.000.14$201,025.008.5010/01/2021MIR
MITSUBISHI ESTATE CO LTD 10,549.000.10$146,901.2612.00N/A8802 JP
MITSUBISHI UFJ FINANCIAL GROUP 158,889.000.49$721,672.4712.00N/A8306 JP
MLCFC 2007-7 A4 150,000.000.10$146,688.875.8106/12/2050MLCFC
MOBILE MINI INC 2,394.000.03$38,974.320.00N/AMINI
MOHEGAN TRIBAL GAMING AUTHORIT 42,000.000.02$30,030.006.8802/15/2015608328AR1
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MORGAN STANLEY 2,000,000.000.71$1,038,781.1610.0905/03/2017MS
MOTOROLA INC 73,200.000.32$477,264.000.00N/AMOT
MSC 2005-IQ9 A4 350,000.000.24$355,522.584.6607/15/2056MSC
MSC 2007-IQ14 A4 150,000.000.10$144,689.905.6904/15/2049MSC
MSC 2007-T27 A4 160,000.000.11$167,614.215.8006/13/2042MSC
MURRAY ENERGY CORP 141,000.000.10$141,000.0010.2510/15/2015MURREN
MYLAN INC/PA 505.000.36$536,057.500.00N/AMYL A
MYLAN INC/PA 65,000.000.05$66,625.007.8807/15/2020MYL
NATIONAL GRID PLC 77,709.000.39$567,352.460.41N/ANG/ LN
NATIONAL OILWELL VARCO INC 13,500.000.30$446,445.000.40N/ANOV
NATIONAL RETAIL PROPERTIES INC 9,337.000.14$200,185.281.50N/ANNN
NATIONAL SEMICONDUCTOR CORP 5,000.000.00$5,072.593.9504/15/2015NSM
NATIONAL SEMICONDUCTOR CORP 5,000.000.00$5,609.506.6006/15/2017637640AE3
NATIONWIDE HEALTH PROPERTIES I 2,800.000.07$100,156.001.80N/ANHP
NBC UNIVERSAL INC 55,000.000.04$57,474.895.1504/30/2020NBCUNI
NCL CORP LTD 141,000.000.10$148,050.0011.7511/15/2016STRC
NEW TURKISH LIRA 41,396.860.02$26,141.810.00N/ATURKYLIRA
NEWPAGE CORP 26,000.000.02$23,725.0011.3812/31/2014NEWPAG
NEWPAGE CORP 120,000.000.07$109,500.0011.3812/31/2014NEWPAG
NEXEN INC 15,000.000.01$17,636.107.5007/30/2039NXY
NEXSTAR BROADCASTING INC / MIS 135,000.000.09$136,350.008.8804/15/2017NXST
NFR ENERGY LLC/NFR ENERGY FINA 146,000.000.10$141,620.009.7502/15/2017NFREGY
NIELSEN FINANCE LLC / NIELSEN 40,000.000.03$43,900.0011.5005/01/2016VNU
NIELSEN FINANCE LLC / NIELSEN 85,000.000.06$93,287.5011.6202/01/2014VNU
NIELSEN FINANCE LLC / NIELSEN 101,000.000.07$96,707.500.0008/01/201665409QAJ1
NII CAPITAL CORP 205,000.000.15$216,787.5010.0008/15/2016NIHD
NII HOLDINGS INC 700,000.000.45$664,125.003.1206/15/2012NIHD CB
NOBLE ENERGY INC 25,000.000.02$30,305.008.2503/01/2019NBL
NOKIA OYJ 63,643.000.35$518,784.250.40N/ANOK1V FH
NORANDA ALUMINIUM ACQUISITION 191,595.920.10$148,486.845.3705/15/2015NRNDA
NORCRAFT COS LP/NORCRAFT FINAN 104,000.000.07$107,640.0010.5012/15/2015NORCFT
NORCRAFT HOLDINGS LP/NORCRAFT 89,000.000.06$84,661.259.7509/01/2012NORCFT
NORDEA BANK AB 75,278.000.42$620,941.890.25N/ANDA SS
NORTHROP GRUMMAN CORP 9,200.000.34$500,848.001.88N/ANOC
NORTHWESTERN CORP 3,800.000.07$99,560.001.36N/ANWE
NOVARTIS AG 15,364.000.51$744,587.492.10N/ANOVN VX
NOVARTIS CAPITAL CORP 15,000.000.01$16,204.264.4004/24/2020NOVART
NOVARTIS SECURITIES INVESTMENT 5,000.000.00$5,607.095.1202/10/2019NOVART
NOVASEP HOLDING SAS 140,000.000.09$138,250.009.7512/15/2016NOVASP
NOVELIS INC/GA 33,000.000.02$32,010.008.2502/15/201567000XAB2
NOVELIS INC/GA 108,000.000.08$113,400.0011.5002/15/2015HINDAL
NUCOR CORP 13,100.000.34$501,468.001.44N/ANUE
NUVEEN INVESTMENTS INC 463,000.000.28$405,125.0010.5011/15/2015NUVINV
NXP BV / NXP FUNDING LLC 165,000.000.09$138,600.009.5010/15/2015NXPBV
OCCIDENTAL PETROLEUM CORP 7,300.000.38$563,195.001.52N/AOXY
OPTI CANADA INC 57,000.000.03$49,875.008.2512/15/2014OPCCN
OPTI CANADA INC 261,000.000.16$228,375.007.8812/15/2014OPCCN
ORIX JREIT INC 17.000.05$70,614.9125,838.00N/A8954 JP
OSI RESTAURANT PARTNERS INC 148,000.000.10$145,410.0010.0006/15/2015OSI
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PETROHAWK ENERGY CORP 135,000.000.09$136,012.507.8806/01/2015HAWK
PETROLEO BRASILEIRO SA 20,800.000.42$619,840.000.15N/APBR/A
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PROGRESS ENERGY INC 14,400.000.38$564,768.002.48N/APGN
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PROLOGIS 15,000.000.01$14,304.566.2503/15/2017PLD
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PUGET SOUND ENERGY INC 165,000.000.10$151,644.576.9706/01/2067PSD
QUEST DIAGNOSTICS INC/DE 9,500.000.32$472,815.000.40N/ADGX
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QUIKSILVER INC 200,000.000.12$182,750.006.8804/15/2015ZQK
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QWEST CORP 30,000.000.02$32,925.008.3805/01/2016QUS
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RADNET INC 140,000.000.09$126,700.0010.3804/01/2018RDNT
RAMCO-GERSHENSON PROPERTIES TR 13,783.000.09$139,208.300.65N/ARPT
RAYONIER TRS HOLDINGS INC 910,000.000.64$945,262.503.7510/15/2012RYN CB
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REGENCY CENTERS CORP 3,900.000.09$134,160.001.85N/AREG
REGENCY CENTERS LP 20,000.000.01$21,113.365.8806/15/2017REG
REGIONS FINANCIAL CORP 40,000.000.03$42,236.287.7511/10/2014RF
RELIANCE STEEL & ALUMINUM CO 24,000.000.02$23,328.106.8511/15/2036RS
RENHE COMMERCIAL HOLDINGS CO L 198,000.000.03$40,969.600.09N/A1387 HK
REXAM PLC 160,572.000.49$722,674.390.09N/AREX LN
RIO TINTO FINANCE PLC 10,000.000.01$13,143.979.0005/01/2019RIOLN
RITE AID CORP 84,000.000.05$69,090.009.3812/15/2015767754BQ6
ROCHE HOLDINGS INC 55,000.000.04$64,179.786.0003/01/2019ROSW
ROCKIES EXPRESS PIPELINE LLC 15,000.000.01$14,293.075.6204/15/2020ROCKIE
ROUND ONE CORP 52,082.000.20$286,439.6420.00N/A4680 JP
ROVI CORP 385,000.000.27$393,662.502.6203/15/2040ROVI CB1
ROYAL CARIBBEAN CRUISES LTD 125,000.000.08$122,187.506.8812/01/2013780153AP7
RSC EQUIPMENT RENTAL INC 138,000.000.09$137,827.509.5012/01/2014RSC
RSC EQUIPMENT RENTAL INC/RSC H 3,000.000.00$3,045.0010.2511/15/2019RRR
RSHB CAPTL (RUSS AG BK) 1,000,000.000.77$1,127,500.009.0006/11/2014RSHB
RYERSON INC 100,000.000.07$102,750.0012.2511/01/2015RYI
RYERSON INC 118,000.000.08$110,330.007.7211/01/2014RYI
SAFEWAY INC 27,800.000.37$546,548.000.48N/ASWY
SANDISK CORP 245,000.000.15$218,968.751.0005/15/2013SNDK CB
SANDRIDGE ENERGY INC 18,000.000.01$17,190.008.7501/15/2020SD
SANDRIDGE ENERGY INC 189,000.000.13$192,780.009.8805/15/2016SD
SANMINA-SCI CORP 236,000.000.16$233,640.008.1203/01/2016800907AK3
SANOFI-AVENTIS SA 10,331.000.42$622,259.122.40N/ASAN FP
SANTA FE DE BOGOTA DC 1,000,000,000.000.41$607,100.019.7507/26/2028BOGOTA
SBA COMMUNICATIONS CORP 285,000.000.25$365,512.504.0010/01/2014SBAC CB2
SCHLUMBERGER LTD 17,000.000.64$940,780.000.84N/ASLB
SECURITIZED NET CASH - ACR1 1,829,997.491.25$1,829,997.490.00N/ASECCASHAC
SECURITY LENDING COLLATERAL 328,119.860.01$13,945.100.00N/ASECLENDPL
SELECT MEDICAL CORP 104,000.000.07$98,280.007.6202/01/2015SELMED
SEMCO ENERGY INC 30,000.000.02$32,197.085.1504/21/2020SEN
SEMPRA ENERGY 10,600.000.34$495,974.001.56N/ASRE
SERVICEMASTER CO/THE 140,000.000.10$145,600.0010.7507/15/2015SVM
SHELL INTERNATIONAL FINANCE BV 10,000.000.01$10,166.413.1006/28/2015RDSALN
SHIMAO PROPERTY HOLDINGS LTD 25,500.000.03$39,558.100.33N/A813 HK
SHINGLE SPRINGS 161,000.000.09$128,397.509.3806/15/201582459AAA9
SIMON PROPERTY GROUP INC 8,264.000.45$667,318.002.40N/ASPG
SINCLAIR TELEVISION GROUP INC 98,000.000.07$99,470.009.2511/01/2017SBGI
SINGAPORE AIRLINES LTD 74,000.000.52$767,206.040.12N/ASIA SP
SINGAPORE DOLLAR 356,420.600.17$254,677.100.00N/ASINGDOLL
SINO-FOREST CORP 360,000.000.25$370,350.005.0008/01/2013TRECN
SITEL LLC/SITEL FINANCE CORP 141,000.000.09$131,130.0011.5004/01/2018SITEL
SL GREEN REALTY CORP 3,300.000.12$181,632.000.40N/ASLG
SLB US 08/21/10 C50 -170.00-0.09-$136,850.000.00N/ASLBX8C50
SMITHFIELD FOODS 74,000.000.05$71,040.007.7507/01/2017832248AQ1
SOHU.COM INC 16,100.000.45$661,549.000.00N/ASOHU
SOLAR CAPITAL LTD 43,539.000.57$838,561.142.40N/ASLRC
SOLO CUP CO 71,000.000.04$64,077.508.5002/15/2014834260AB7
SOUTH AFRICA RAND 2,567,374.660.23$334,456.880.00N/AZAR
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STANDARD CHARTERED PLC 32,382.000.54$788,597.110.69N/ASTAN LN
STANDARD PACIFIC CORP 78,000.000.06$83,850.0010.7509/15/2016SPF
STANDARD PACIFIC CORP 110,000.000.07$98,725.006.0010/01/2012SPF CB1
STARWOOD PROPERTY TRUST INC 17,700.000.20$300,015.001.00N/ASTWD
STATE STREET CORP 13,500.000.31$456,570.000.04N/ASTT
STEEL DYNAMICS INC 110,000.000.07$110,000.007.6203/15/2020STLD
STOCKLAND 70,059.000.15$217,332.930.28N/ASGP AU
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SUNOCO, INC 5-YR CDS 03/20/201 40,000.000.00$3,899.101.0003/20/2015/SUN
SUNTRUST BANKS INC 24,300.000.39$566,190.000.04N/ASTI
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SVB FINANCIAL GROUP 165,000.000.11$167,887.503.8804/15/2011SIVB CB
TARGET CORP 12,200.000.41$599,874.000.68N/ATGT
TECHTRONIC INDUSTRIES CO 838,000.000.44$652,925.880.07N/A669 HK
TECK RESOURCES LTD 40,000.000.03$47,311.489.7505/15/2014TCKCN
TECK RESOURCES LTD 118,000.000.10$144,803.1110.7505/15/2019TCKCN
TELCORDIA TECHNOLOGIES INC 145,000.000.09$138,475.0011.0005/01/2018TELCOR
TELECOM ITALIA CAPITAL 35,000.000.02$35,363.835.2510/01/201587927VAQ1
TELECOM ITALIA CAPITAL SA 55,000.000.04$57,549.206.1806/18/2014TITIM
TELEPERFORMANCE 27,372.000.47$683,786.870.33N/ARCF FP
TELESAT CANADA / TELESAT LLC 123,000.000.09$133,455.0011.0011/01/2015TELSAT
TELESAT CANADA / TELESAT LLC 147,000.000.11$165,375.0012.5011/01/2017TELSAT
TELSTRA CORP LTD 125,618.000.23$342,240.310.40N/ATLS AU
TELUS CORP 25,746.000.66$971,551.732.00N/AT CN
TERREMARK WORLDWIDE INC 130,000.000.10$146,900.0012.0006/15/2017TMRK
TEVA PHARMACEUTICAL FINANCE II 15,000.000.01$15,311.403.0006/15/2015TEVA
TEXAS COMPETITIVE ELECTRIC HOL 180,000.000.08$119,700.0010.5011/01/2015TXU
THERMADYNE HOLDINGS CORP 201,000.000.14$204,517.5011.5002/01/2014THMD
THERMO FISHER SCIENTIFIC INC 5,000.000.00$5,396.334.7005/01/2020TMO
THERMO FISHER SCIENTIFIC INC 35,000.000.02$36,153.433.2005/01/2015TMO
TIME WARNER CABLE INC 30,000.000.03$36,954.008.2504/01/2019TWC
TNK-BP FINANCE SA 2,000,000.001.43$2,094,000.007.8803/13/2018TMENRU
TOMKINS PLC 212,677.000.49$714,170.880.14N/ATOMK LN
TOPS MARKETS LLC 140,000.000.10$144,900.0010.1210/15/2015TOMA
TOTAL CAPITAL SA 10,000.000.01$10,227.944.4506/24/2020TOTAL
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TOYOTA MOTOR CORP 20,684.000.48$710,875.3920.00N/A7203 JP
TRANS-CANADA PIPELINES 35,000.000.02$31,235.616.3505/15/2067TRP
TRANSCANADA PIPELINES LTD 5,000.000.00$5,192.283.4006/01/2015TRP
TRANSOCEAN INC 10,000.000.01$9,037.956.8003/15/2038RIG
TRANSOCEAN INC 10,000.000.01$9,737.501.6212/15/2037RIG CB
TRANSOCEAN INC 16,000.000.01$14,280.001.5012/15/2037RIG CB1
TRANSOCEAN INC 220,000.000.12$183,150.001.5012/15/2037893830AW9
TRAVELERS COS INC/THE 12,100.000.41$595,925.001.44N/ATRV
TREASURY BILL 1,499,718.411.02$1,499,665.930.0507/15/2010B
TREASURY BILL 2,214,229.221.51$2,214,229.230.0107/01/2010B
TRIMAS CORP 120,000.000.08$122,100.009.7512/15/2017TRS
TXU CORP 104,000.000.05$74,399.005.5511/15/2014873168AL2
UMBRELLA ACQ 144A 88,200.000.05$73,867.509.7503/15/2015904201AA8
UNIBAIL-RODAMCO SE 1,399.000.16$228,030.650.25N/AUL FP
UNICREDIT SPA 349,953.000.53$774,172.120.03N/AUCG IM
UNITED AIR LINES INC 201,000.000.14$210,045.0012.0011/01/2013UAUA
UNITED TECHNOLOGIES CORP 15,000.000.01$16,260.804.5004/15/2020UTX
UNIVERSAL HOSPITAL SERVICES IN 123,000.000.08$121,770.008.5006/01/2015UHOS
UNIVISION COMMUNICATIONS INC 99,000.000.07$106,672.5012.0007/01/2014UVN
UPC HOLDING BV 100,000.000.07$101,000.009.8804/15/2018LBTYA
US ONCOLOGY HOLDINGS INC 150,000.000.10$140,250.006.6403/15/2012USON
US TREASURY N/B 30,000.000.02$30,124.081.1206/15/2013WIT
US TREASURY N/B 30,000.000.02$33,726.574.6202/15/2040T
US TREASURY N/B 95,000.000.07$99,438.123.5005/15/2020WIT
US TREASURY N/B 405,000.000.28$406,613.931.8806/30/2015T
USB CAPITAL IX 80,000.000.04$58,504.006.1904/15/2049USB
USG CORP 45,000.000.03$47,025.009.7508/01/2014USG
VALE OVERSEAS LTD 10,000.000.01$10,496.986.8811/10/2039VALEBZ
VALE OVERSEAS LTD 979,000.000.70$1,023,065.776.8811/21/2036CVRD
VALE SA 25,300.000.42$616,055.000.24N/AVALE
VALERO ENERGY CORPORATION 5-YR 40,000.00-0.00-$2,238.481.0003/20/2015/VLO
VALLOUREC SA 3,937.000.46$678,842.713.50N/AVK FP
VERISIGN INC 480,000.000.30$436,200.003.2508/15/2037VRSN CB1
VERIZON COMMUNICATIONS INC 17,900.000.34$501,558.001.90N/AVZ
VERSO PAPER HOLDINGS LLC / VER 125,000.000.07$107,187.5011.3808/01/201692531XAF9
VIACOM INC 5-YR CDS 09/20/2015 25,000.00-0.00-$79.271.0009/20/2015/VIA
VIASAT INC 73,000.000.05$74,642.508.8809/15/2016VSAT
VIRGIN MEDIA FINANCE PLC 100,000.000.07$101,750.008.3810/15/2019VMED
VIRGIN MEDIA INC 307,000.000.25$361,108.756.5011/15/2016VMED CNVB
VISKASE COS INC 10,000.000.01$10,100.009.8801/15/2018VKSC
VISKASE COS INC 141,000.000.10$142,410.009.8801/15/2018VKSC
VIVENDI 25,000.000.02$27,906.036.6204/04/2018VIVFP
VIVENDI 55,000.000.04$59,039.045.7504/04/2013VIVFP
VIVENDI SA 34,383.000.48$698,791.511.40N/AVIV FP
VODAFONE GROUP PLC 184,174.000.26$379,412.930.09N/AVOD LN
VORNADO REALTY TRUST 3,700.000.05$79,402.000.00N/AVNO I PFD
WACHOVIA CORP 55,000.000.04$59,438.285.6210/15/2016929903CH3
WAL-MART STORES INC 25,000.000.02$24,977.003.6207/08/2020WMT
WALT DISNEY CO/THE 18,000.000.39$567,000.000.35N/ADIS
WASTE MANAGEMENT INC 18,000.000.38$563,220.001.26N/AWM
WEATHERFORD INTERNATIONAL LTD 30,000.000.02$36,181.059.6203/01/2019WFT
WELLS FARGO CAPITAL XIII 5,000.000.00$5,075.007.7012/29/2049WFC
WEST CORP/OLD 151,000.000.11$154,397.5011.0010/15/2016952355AF2
WESTFIELD GROUP 16,989.000.12$172,556.170.94N/AWDC AU
WHIRLPOOL CORP 10,000.000.60$878,200.001.72N/AWHR
WHR US 8/21/10 C85 -100.00-0.06-$88,500.000.00N/AWHRX08C85
WILLIAMS COS INC/THE 27,400.000.34$500,872.000.50N/AWMB
WILLIAMS PARTNERS LP 15,000.000.01$15,367.525.2503/15/2020WPZ
WIND ACQUISITION 144A 150,000.000.11$156,000.0012.0012/01/201597314XAA2
WIND ACQUISITION FINANCE SA 140,000.000.10$144,200.0011.7507/15/2017WINDIM
WINDSTREAM CORP 45,000.000.03$44,156.257.8811/01/2017WIN
WOLS 2009-A A3 10,000.000.01$10,067.741.6502/15/2013WOLS
WOODSIDE FINANCE LTD 15,000.000.01$17,098.658.1203/01/2014WPLAU
WOODSIDE FINANCE LTD 20,000.000.01$20,418.244.5011/10/2014WPLAU
XCEL ENERGY INC 35,000.000.02$36,491.004.7005/15/2020XEL
XEROX CORP 69,100.000.38$555,564.000.17N/AXRX
XL CAPITAL LTD 85,000.000.04$59,500.006.5012/31/2049XL
XM SATELLITE RADIO HOLDINGS IN 323,000.000.24$354,492.5013.0008/01/2013XMSR
YALE UNIVERSITY 45,000.000.03$46,725.752.9010/15/2014YALUNI
YANKEE ACQUISITION CORP/MA 150,000.000.10$153,375.009.7502/15/2017YCC
YUE YUEN INDUSTRIAL HOLDINGS L 205,000.000.43$636,270.550.89N/A551 HK
ZIMMER HOLDINGS INC 30,000.000.02$31,564.144.6211/30/2019ZMH
ZIONS BANCORPORATION 15,000.000.01$14,164.705.6505/15/2014ZION



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