| JBH0 | JPN 10y Bond (tse) Mar10 | | | 03/11/2010 | 13 | 20,092,284 | 16.34 |
| OEH0 | Euro-bobl Future Mar10 | | | 03/08/2010 | 76 | 12,356,164 | 10.05 |
| TUH0 | US 2yr Note (cbt) Mar10 | | | 03/31/2010 | 37 | 8,064,266 | 6.56 |
| DUH0 | Euro-schatz Fut Mar10 | | | 03/08/2010 | 37 | 5,567,904 | 4.53 |
| RXH0 | Euro-bund Future 10yr 6% Mar10 | | | 03/08/2010 | 27 | 4,618,795 | 3.76 |
| B8A0DNGC | | | 0.24 | 01/20/2014 | 4,000,000 | 4,000,000 | 3.25 |
| UBH0 | EURO Buxl 30y Bnd Mar10 | | | 03/08/2010 | 28 | 3,882,979 | 3.16 |
| 5933305 | BTPS 6% | | 6.00 | 05/01/2031 | 1,625,000 | 2,612,991 | 2.13 |
| B3CKRX0 | Poland Government Bond 5.625% | | 5.62 | 06/20/2018 | 1,600,000 | 2,406,966 | 1.96 |
| B2QTJG3 | Hellenic Republic 4.0% | | 4.00 | 08/20/2013 | 1,750,000 | 2,211,642 | 1.80 |
| B8A0NX9N4 | PAY 3-month Usd Libor; Rec 2.51324% | | 2.51 | 05/31/2014 | 2,215,000 | 2,218,502 | 1.80 |
| 52109PAB1 | Lbubs 07-c6 A2 5.845% | | 5.84 | 07/15/2040 | 1,994,546 | 2,053,506 | 1.67 |
| B24FF09 | United Kingdom Gilt 4.7500% | | 4.75 | 12/07/2030 | 1,220,000 | 2,037,331 | 1.66 |
| B39VBS9 | Japan Govt Cpi Linked 1.4000% | | 1.40 | 06/10/2018 | 183,520,000 | 1,990,632 | 1.62 |
| CNH0 | CAN 10 Year Bond Future Mar 2010 | | | 03/22/2010 | 17 | 1,920,758 | 1.56 |
| 12517GAG0 | Cesp-comp Ener Sao Paulo 9.75% | | 9.75 | 01/15/2015 | 2,850,000 | 1,784,569 | 1.45 |
| B13Q2Y9 | Japan Government Twenty Year Bond 2.300% | | 2.30 | 03/20/2026 | 140,000,000 | 1,636,130 | 1.33 |
| B3L9KC8 | Hellenic Republic 5.5% | | 5.50 | 08/20/2014 | 1,150,000 | 1,518,021 | 1.23 |
| G H0 | LONG Gilt Future Mar 29 2010 | | | 03/29/2010 | 7 | 1,294,170 | 1.05 |
| 912810QC5 | U.S. Treasury Bond 4.5% | | 4.50 | 08/15/2039 | 1,225,000 | 1,223,469 | 1.00 |
| B8A0LQHX0 | PAY 4.03375%; Rec 3-month Usd Libor | | 0.27 | 08/10/2019 | 1,200,000 | 1,200,000 | 0.98 |
| 912828ME7 | US Treasury Note 2.625% | | 2.62 | 12/31/2014 | 1,155,000 | 1,171,875 | 0.95 |
| B3LZMP3 | Japan Govt 20-yr Jgb 1.9% | | 1.90 | 03/20/2029 | 107,000,000 | 1,151,956 | 0.94 |
| 195325AY1 | Colombia Rep 10% | | 10.00 | 01/23/2012 | 1,000,000 | 1,147,500 | 0.93 |
| 698299AV6 | Panama Government Aid Bond 7.1250% | | 7.12 | 01/29/2026 | 1,000,000 | 1,112,500 | 0.90 |
| 836205AG9 | South Africa 7.375% | | 7.37 | 04/25/2012 | 1,000,000 | 1,095,000 | 0.89 |
| 7137989 | France O.a.t. 5.75% | | 5.75 | 10/25/2032 | 600,000 | 1,032,796 | 0.84 |
| 6672975 | Japan Govt 30-yr 1.7% | | 1.70 | 06/20/2033 | 104,050,000 | 1,037,201 | 0.84 |
| B0684P0 | GE Capital Australia Funding Pty 6% Mtn | | 6.00 | 04/15/2015 | 1,240,000 | 1,029,556 | 0.84 |
| 46625YXP3 | JP Morgan Chase Commercial Mort Fltr | | 5.17 | 12/15/2044 | 1,000,000 | 1,025,377 | 0.83 |
| 912828LY4 | US Treasury Note 3.375% | | 3.37 | 11/15/2019 | 1,025,000 | 1,005,300 | 0.82 |
| B0Y9FG3 | Kingdom Of Denmark 4% | | 4.00 | 11/15/2017 | 5,000,000 | 976,610 | 0.79 |
| B28PKL1 | Japan Govt 30-yr 2.5% | | 2.50 | 09/20/2037 | 83,250,000 | 968,171 | 0.79 |
| B1HL5Q3 | Hungary Government Bond 6.75% | | 6.75 | 02/24/2017 | 200,000,000 | 959,949 | 0.78 |
| 4230814 | Russia Step Coupon Series Regs | | 7.50 | 03/31/2030 | 850,700 | 957,123 | 0.78 |
| 29078EAB1 | Embarq Corp 7.082% | | 7.08 | 06/01/2016 | 850,000 | 943,547 | 0.77 |
| 17305EDB8 | Cccit 2006-c1 C1 Fltr | | 0.63 | 02/20/2015 | 1,000,000 | 950,488 | 0.77 |
| 55264TCR0 | Mbnas 04-c2 C2 Fltr | | 1.13 | 11/15/2016 | 1,000,000 | 914,636 | 0.74 |
| B02WHX5 | Japan Govt 20-yr 2.1% | | 2.10 | 09/20/2024 | 79,000,000 | 909,152 | 0.74 |
| 7040582 | Spanish Gov't 5.75% | | 5.75 | 07/30/2032 | 560,000 | 878,744 | 0.71 |
| 093662AD6 | Block Financial Llc 7.8750% | | 7.87 | 01/15/2013 | 750,000 | 857,532 | 0.70 |
| B1LHG97 | Buoni Poliennali Del Tes 4.0% | | 4.00 | 02/01/2017 | 530,000 | 759,411 | 0.62 |
| B1VHNB8 | Turkey Gov Bond 16.0% | | 16.00 | 03/07/2012 | 1,000,000 | 757,308 | 0.62 |
| 61745M2D4 | MSC 2005-iq9 A4 4.66% | | 4.66 | 07/15/2056 | 740,000 | 746,174 | 0.61 |
| 210805DE4 | Continental Airlines 7.487% | | 7.48 | 04/02/2012 | 720,000 | 720,000 | 0.59 |
| 04009YAB4 | ARES 03-7aw A1a Fltr | | 0.62 | 05/08/2015 | 758,218 | 727,889 | 0.59 |
| B2Q1DS9 | Obrig Do Tes Medio Prazo 4.45% | | 4.45 | 06/15/2018 | 500,000 | 703,954 | 0.57 |
| 731011AR3 | Republic Of Poland 6.375% | | 6.37 | 07/15/2019 | 650,000 | 703,254 | 0.57 |
| 46632HAB7 | JP Morgan Chase Commercial Mortg 5.8270% | | 5.82 | 02/15/2051 | 650,000 | 672,237 | 0.55 |
| 92979FAB6 | Wbcmt 07-c34 A2 5.569% | | 5.56 | 05/15/2046 | 650,000 | 670,706 | 0.55 |
| 4477785 | ING Bank Nv 7% Series Emtn | | 7.00 | 10/05/2010 | 410,000 | 669,815 | 0.54 |
| 59025WAB2 | MLMT 08-c1 A2 5.425% | | 5.42 | 02/12/2051 | 650,000 | 663,359 | 0.54 |
| 20173QAB7 | Gccfc 07-gg9 A2 5.381% | | 5.38 | 03/10/2039 | 650,000 | 664,707 | 0.54 |
| 22546BAC4 | Credit Suisse Mortgage Capital C 5.5890% | | 5.58 | 09/15/2040 | 650,000 | 658,185 | 0.54 |
| B2QGP11 | Hungary Government Bond 6.5% | | 6.50 | 06/24/2019 | 142,000,000 | 664,380 | 0.54 |
| 0489308 | Treasury 4.25% | | 4.25 | 06/07/2032 | 425,000 | 665,738 | 0.54 |
| 172967EU1 | Citigroup Inc 6.5000% | | 6.50 | 08/19/2013 | 600,000 | 648,101 | 0.53 |
| 59018YM40 | Merrill Lynch 5.45% | | 5.45 | 02/05/2013 | 600,000 | 638,442 | 0.52 |
| B8A09CCT9 | Royalty Pharma Fin Tr Bk Ln Tlb2 | | 2.50 | 04/16/2013 | 656,828 | 645,333 | 0.52 |
| 983730AA0 | XL Cap Finance Europ Plc 6.5% | | 6.50 | 01/15/2012 | 600,000 | 636,518 | 0.52 |
| 26441YAL1 | DUKE Realty Lp 5.625% | | 5.62 | 08/15/2011 | 600,000 | 624,811 | 0.51 |
| 81211KAJ9 | Sealed Air Corp 5.625% 144a | | 5.62 | 07/15/2013 | 600,000 | 618,067 | 0.50 |
| 225470AP8 | CSFB 05-c5 A4 5.1% | | 5.10 | 08/15/2038 | 600,000 | 608,002 | 0.49 |
| 257867AM3 | Donnelley & Sons 4.95 | | 4.95 | 04/01/2014 | 600,000 | 604,220 | 0.49 |
| 652482BW9 | NEWS America Inc 6.90% | | 6.90 | 08/15/2039 | 545,000 | 603,169 | 0.49 |
| 61746RGS4 | MSAC 2004-wmc1 M1 Fltr | | 1.16 | 06/25/2034 | 814,381 | 593,190 | 0.48 |
| 55264TDM0 | Mbnas 05-a10 A10 Fltr | | 0.29 | 11/16/2015 | 600,000 | 588,732 | 0.48 |
| 396789LL1 | Greenwich Capital Comm Fund Crp 5.224% | | 5.22 | 04/10/2037 | 600,000 | 592,674 | 0.48 |
| 124857AB9 | CBS Corp 8.2% | | 8.20 | 05/15/2014 | 500,000 | 580,586 | 0.47 |
| B033049 | Hungary Govt 8% Series 15/a | | 8.00 | 02/12/2015 | 110,000,000 | 575,912 | 0.47 |
| B3XH1S3 | GAZ Capital Sa 9.25% | | 9.25 | 04/23/2019 | 500,000 | 570,000 | 0.46 |
| B1DZ989 | France Govt 4.0% | | 4.00 | 10/25/2038 | 410,000 | 558,557 | 0.45 |
| 46625YTZ6 | JP Morgan Chase Commercial Mort 4.8710% | | 4.87 | 10/15/2042 | 545,000 | 552,400 | 0.45 |
| 111021AD3 | British Telecom Plc 8.375% | | 9.12 | 12/15/2010 | 500,000 | 536,007 | 0.44 |
| 12626PAH6 | CRH America Inc 5.625% | | 5.62 | 09/30/2011 | 500,000 | 527,578 | 0.43 |
| 74499S9A1 | Dryden Core Investment Fund - Taxable Money Market | | 0.24 | 12/31/2010 | 517,349 | 517,349 | 0.42 |
| 686286AC9 | Orion Power Hldg 12 | | 12.00 | 05/01/2010 | 515,000 | 521,438 | 0.42 |
| 235241LS3 | Dallas Tex Area Rapid Tran 5.999% | | 5.99 | 12/01/2044 | 500,000 | 521,500 | 0.42 |
| 257867AV3 | Donnelley & Sons Rrd 8.6% | | 8.60 | 08/15/2016 | 450,000 | 503,679 | 0.41 |
| 583334AE7 | Meadwestvaco Corp 7.375% | | 7.37 | 09/01/2019 | 450,000 | 499,336 | 0.41 |
| 17305ECM5 | Cccit 05-a3 A3 Fltr | | 0.30 | 04/24/2014 | 500,000 | 497,023 | 0.40 |
| WNH0 | US Ultra Bond (cbt) Mar10 | | | 03/22/2010 | 4 | 497,500 | 0.40 |
| B1KCZ07 | Brazil Ntn-f Nota Do Tesouro Nacional 10% | | 10.00 | 01/01/2014 | 1,000,000 | 489,170 | 0.40 |
| 912828ML1 | US Treasury Note 1.0% | | 1.00 | 12/31/2011 | 490,000 | 491,952 | 0.40 |
| B04QRC4 | Gazprom International 7.201% Series Regs | | 7.20 | 02/01/2020 | 452,660 | 465,380 | 0.38 |
| 17305ECL7 | Cccit 2005-c2 C2 | | 0.70 | 03/24/2017 | 500,000 | 456,173 | 0.37 |
| 437084CE4 | HEAT 2004-3 M1 Fltr | | 1.08 | 08/25/2034 | 615,711 | 457,032 | 0.37 |
| 26439XAB9 | DUKE Energy Fiel 7.875 | | 7.87 | 08/16/2010 | 440,000 | 456,243 | 0.37 |
| 5357336 | Sweden Government Bond 6.75% Sereis 1041 | | 6.75 | 05/05/2014 | 2,860,000 | 456,443 | 0.37 |
| 542514GM0 | Lbmlt 04-3 M1 Fltr | | 0.80 | 07/25/2034 | 600,000 | 454,481 | 0.37 |
| 64352VDK4 | Nchet 03-4 M1 Fltr | | 1.35 | 10/25/2033 | 585,541 | 451,841 | 0.37 |
| 78442FAE8 | SLM Corp 5.05% | | 5.05 | 11/14/2014 | 510,000 | 450,056 | 0.37 |
| 62388QAA2 | MCAP 2004-3a A1la Fltr | | 0.68 | 02/15/2016 | 467,164 | 443,806 | 0.36 |
| 48601TAB4 | KATO 7a A2 Floater | | 0.53 | 11/15/2017 | 485,590 | 443,100 | 0.36 |
| 20173WAB4 | CMLT 2008-ls1 A2 6.2207% | | 6.01 | 12/10/2049 | 430,000 | 446,238 | 0.36 |
| 05522RAB4 | Bacct 2006-a7 A7 Fltr | | 0.27 | 12/15/2016 | 459,000 | 446,124 | 0.36 |
| 125896AQ3 | CMS Energy 8.5% | | 8.50 | 04/15/2011 | 400,000 | 424,390 | 0.35 |
| 060505BD5 | BANK Of America Corp 4.7500% | | 4.75 | 08/15/2013 | 400,000 | 415,200 | 0.34 |
| 05461TAA5 | AXIS Capital Holdings 5.75 | | 5.75 | 12/01/2014 | 400,000 | 420,425 | 0.34 |
| 045056AA6 | Astead Holdings Plc 8.625% Series 144a | | 8.62 | 08/01/2015 | 400,000 | 400,000 | 0.33 |
| 61744CAW6 | MSAC 2004-nc1 M1 Floater | | 0.93 | 12/27/2033 | 504,710 | 408,994 | 0.33 |
| 74973DAC3 | RSHB Capitl (russ Ag Bk) 7.125% Ser 144a | | 7.12 | 01/14/2014 | 380,000 | 405,232 | 0.33 |
| 88947EAG5 | TOLL Bros Finance Corp 5.15% | | 5.15 | 05/15/2015 | 420,000 | 405,320 | 0.33 |
| 7215692 | Fortis Bank Sa Nv 6.5% | | 6.50 | 09/26/2049 | 300,000 | 393,073 | 0.32 |
| 19075DAC5 | CWCI 07-c3 A3 Var | | 5.82 | 05/15/2046 | 400,000 | 396,099 | 0.32 |
| 264399EQ5 | DUKE Energy Corp 6.3% | | 6.30 | 02/01/2014 | 350,000 | 392,362 | 0.32 |
| 88732JAP3 | TIME Warner Cable Inc 8.7500% | | 8.75 | 02/14/2019 | 300,000 | 371,099 | 0.30 |
| 828807BY2 | Simon Property Group Lp 5.30% | | 5.30 | 05/30/2013 | 350,000 | 374,483 | 0.30 |
| 969457BG4 | Williams Cos 7.875 | | 7.87 | 09/01/2021 | 300,000 | 363,023 | 0.30 |
| 222862AF1 | Coventry Health Care 6.125% | | 6.12 | 01/15/2015 | 360,000 | 359,454 | 0.29 |
| 260543BX0 | DOW Chemical Co 8.55% | | 8.55 | 05/15/2019 | 300,000 | 358,776 | 0.29 |
| 61746RDM0 | MSAC 2003-nc8 M1 | | 1.28 | 09/25/2033 | 482,415 | 362,323 | 0.29 |
| 042735BA7 | Arrow Electronics Inc 6% | | 6.00 | 04/01/2020 | 350,000 | 359,069 | 0.29 |
| 008190AG5 | Affiliated Computer Services Inc 4.7% | | 4.70 | 06/01/2010 | 350,000 | 351,313 | 0.29 |
| B8A03VE12 | PTS Acq Corp Bk Ln Tlb | | 2.48 | 04/10/2014 | 390,000 | 354,413 | 0.29 |
| 698299AU8 | Panama Rep Of 7.25 | | 7.25 | 03/15/2015 | 300,000 | 340,500 | 0.28 |
| 61744CJD9 | MSAC 2004-op1 M1 Floater | | 0.81 | 11/25/2034 | 436,789 | 334,327 | 0.27 |
| 302182AD2 | Express Scripts Inc 6.250% | | 6.25 | 06/15/2014 | 300,000 | 336,220 | 0.27 |
| 35729PCZ1 | FHLT 2004-1 M1 Floater | | 0.90 | 02/25/2034 | 421,099 | 336,824 | 0.27 |
| 42809HAA5 | HESS Corp 7.0% | | 7.00 | 02/15/2014 | 295,000 | 336,978 | 0.27 |
| 004421DK6 | ACE 04-fm1 M1 Fltr | | 1.13 | 09/25/2033 | 414,404 | 330,407 | 0.27 |
| 02209SAE3 | Altria Group Inc 9.9500% | | 9.95 | 11/10/2038 | 250,000 | 330,671 | 0.27 |
| 126671TK2 | CWL 2002-5 Mv1 Floater | | 1.73 | 03/25/2033 | 405,263 | 331,825 | 0.27 |
| 12686CAX7 | Cablevision Systems Corp 8.625% | | 8.62 | 09/15/2017 | 325,000 | 336,375 | 0.27 |
| B8A03QFX2 | Charter Comm Operating Llc Bk Ln Tlb | | 4.25 | 03/06/2014 | 340,000 | 316,058 | 0.26 |
| B00NY17 | UK Treasury 4.75% | | 4.75 | 12/07/2038 | 190,000 | 321,723 | 0.26 |
| 26882PAT9 | ERAC Usa Finance Company 5.9% | | 5.90 | 11/15/2015 | 300,000 | 321,311 | 0.26 |
| 17307GJG4 | Cmlti 04-opt1 A2 Flt | | 0.59 | 10/25/2034 | 367,021 | 323,531 | 0.26 |
| 14987BAA1 | Crown Castle Hldgs Gs Iii Corp 7.75% | | 7.75 | 05/01/2017 | 300,000 | 323,250 | 0.26 |
| 53947MAB2 | Lloyd's Tsb Bank 5.8% Ser 144a | | 5.80 | 01/13/2020 | 325,000 | 321,391 | 0.26 |
| 68389FEE0 | Oomlt 03-6 A2 Fltr | | 0.56 | 11/25/2033 | 394,731 | 315,559 | 0.26 |
| 718172AB5 | Philip Morris International Inc 4.8750% | | 4.87 | 05/16/2013 | 300,000 | 322,948 | 0.26 |
| 85590AAD6 | Starwood Hotels & Resorts 7.875% | | 7.87 | 05/01/2012 | 300,000 | 319,500 | 0.26 |
| 867914BB8 | Suntrust Banks Inc 5.25% | | 5.25 | 11/05/2012 | 300,000 | 317,066 | 0.26 |
| 761713AU0 | Reynolds American Inc 6.75% | | 6.75 | 06/15/2017 | 300,000 | 319,860 | 0.26 |
| 86358ELS3 | SAIL 2004-8 A8 Floater | | 0.73 | 09/25/2034 | 376,474 | 302,558 | 0.25 |
| 61746RHS3 | MSAC 04-wmc2 M1 Fltr | | 1.14 | 07/25/2034 | 390,210 | 302,354 | 0.25 |
| 61746WWR7 | Msdwc 02-am3 A3 Fltr | | 1.21 | 02/25/2033 | 383,435 | 305,058 | 0.25 |
| 57643LFG6 | MABS 2004-opt2 A1 Fltr | | 0.58 | 09/25/2034 | 374,864 | 312,619 | 0.25 |
| 526057AU8 | Lennar Corp 5.95% Series B | | 5.95 | 10/17/2011 | 300,000 | 303,750 | 0.25 |
| 36228FZK5 | Gsamp 04-fm1 M1 Fltr | | 1.20 | 11/25/2033 | 361,339 | 302,577 | 0.25 |
| 25459HAJ4 | Directv Holdings 4.75% | | 4.75 | 10/01/2014 | 300,000 | 312,863 | 0.25 |
| 29245SAC6 | Endesa - Chile 8.35% Series W.i. | | 8.35 | 08/01/2013 | 260,000 | 303,300 | 0.25 |
| B3DXQM0 | Poland Government Bond 5.5% | | 5.50 | 10/25/2019 | 925,000 | 302,995 | 0.25 |
| 095173AG5 | Blount Inc 8.875% | | 8.87 | 08/01/2012 | 300,000 | 306,000 | 0.25 |
| 03072STZ8 | AMSI 04-r8 M1 Fltr | | 0.87 | 09/25/2034 | 400,000 | 298,980 | 0.24 |
| B8A03QUD9 | Davita Inc Bk Ln Tlb1 | | 1.73 | 10/05/2012 | 300,000 | 292,568 | 0.24 |
| B8A082ST5 | Enterprise Gp Holdings Lp Bk Ln Tlb | | 2.49 | 11/08/2014 | 294,000 | 289,345 | 0.24 |
| 29268BAF8 | ENEL Finance Intl Sa 6% | | 6.00 | 10/07/2039 | 300,000 | 299,639 | 0.24 |
| 38141GFD1 | Goldman Sachs Gp Gs 6.75 | | 6.75 | 10/01/2037 | 300,000 | 296,630 | 0.24 |
| 205887BF8 | Conagra Foods 7.0% | | 7.00 | 04/15/2019 | 250,000 | 289,286 | 0.24 |
| 260543BW2 | DOW Chemical Company 7.600% | | 7.60 | 05/15/2014 | 250,000 | 287,633 | 0.23 |
| 161542DN2 | Cflat 2004-aq1 A2 Fltr | | 0.63 | 05/25/2034 | 327,171 | 286,383 | 0.23 |
| 17305ECQ6 | Cccit 2005-c3 Flt | | 0.64 | 07/15/2014 | 300,000 | 288,831 | 0.23 |
| 368266AL6 | GAZ Capital Sa 9.25% | | 9.25 | 04/23/2019 | 250,000 | 285,000 | 0.23 |
| 574599AN6 | Masco Corp 7.125% | | 7.12 | 08/15/2013 | 260,000 | 276,904 | 0.23 |
| 03523TAF5 | Anheuser-busch Inbev 8.0% | | 8.00 | 11/15/2039 | 225,000 | 284,826 | 0.23 |
| 13063A7D0 | CA St 7.3% | | 7.30 | 10/01/2039 | 300,000 | 284,490 | 0.23 |
| 87612EAU0 | Target Corp 7.0% | | 7.00 | 01/15/2038 | 250,000 | 287,831 | 0.23 |
| 92976GAJ0 | Wachovia Bank 6.6% Bknt | | 6.60 | 01/15/2038 | 250,000 | 264,596 | 0.22 |
| 01959EAA6 | Allied World Insurance 7.5% | | 7.50 | 08/01/2016 | 250,000 | 272,125 | 0.22 |
| B3KST41 | QBE Insurance Group Ltd 10.000% | | 10.00 | 03/14/2014 | 140,000 | 266,174 | 0.22 |
| B01C190 | Norwegian Gov't 5% | | 5.00 | 05/15/2015 | 1,470,000 | 265,598 | 0.22 |
| 25243YAL3 | Diageo Capital Plc 5.2% | | 5.20 | 01/30/2013 | 255,000 | 276,169 | 0.22 |
| 40431MAJ5 | Hfchc 07-2 A4 Fltr | | 0.53 | 07/20/2036 | 400,000 | 276,560 | 0.22 |
| 44106MAP7 | Hospitality Prop Trust 7.875% | | 7.87 | 08/15/2014 | 250,000 | 269,048 | 0.22 |
| 302154AU3 | Exp-imp Bank Korea 5.875% | | 5.87 | 01/14/2015 | 240,000 | 257,694 | 0.21 |
| 36293YAD7 | Gamestop Corp & Gs Inc 8% | | 8.00 | 10/01/2012 | 250,000 | 256,250 | 0.21 |
| 247367BH7 | Delta Air Lines 6.821 | | 6.82 | 08/10/2022 | 262,606 | 256,697 | 0.21 |
| 032095AA9 | Amphenol Corp 4.75% | | 4.75 | 11/15/2014 | 250,000 | 255,775 | 0.21 |
| 03523TAH1 | Anheuser-busch Inbev Wor 4.125% Ser 144a | | 4.12 | 01/15/2015 | 250,000 | 256,887 | 0.21 |
| 03938LAF1 | Arcelormittal Sa Luxembourg 6.125% | | 6.12 | 06/01/2018 | 250,000 | 260,152 | 0.21 |
| B8A062NG0 | First Data Corp Bk Ln Tlb1 | | 2.98 | 09/24/2014 | 293,250 | 253,376 | 0.21 |
| 867363AL7 | Sungard 10.25% | | 10.25 | 08/15/2015 | 250,000 | 259,375 | 0.21 |
| 74913GAE5 | Qwest Corp 7.875% | | 7.87 | 09/01/2011 | 250,000 | 261,875 | 0.21 |
| 79575DB74 | SALT River Proj Ariz 5.0% | | 5.00 | 01/01/2039 | 250,000 | 257,795 | 0.21 |
| 91324PBE1 | Unitedhealth Grp 6.625% | | 6.62 | 11/15/2037 | 235,000 | 254,043 | 0.21 |
| 91529YAG1 | UNUM Group 7.125% | | 7.12 | 09/30/2016 | 245,000 | 262,638 | 0.21 |
| 9151153X5 | University Tex Perm Univ Fd 5.262% | | 5.26 | 07/01/2039 | 250,000 | 242,598 | 0.20 |
| 751028AD3 | Ralcorp Holdings Corp 6.625% | | 6.62 | 08/15/2039 | 250,000 | 247,911 | 0.20 |
| 852060AJ1 | Sprint Capital Corp. 7.625% | | 7.62 | 01/30/2011 | 240,000 | 243,300 | 0.20 |
| 81721MAB5 | Senior Housing 7.875 | | 7.87 | 04/15/2015 | 250,000 | 250,000 | 0.20 |
| 817565BF0 | Service Corp 7.0% | | 7.00 | 06/15/2017 | 250,000 | 246,875 | 0.20 |
| B8A043TH2 | NRG Energy Bk Ln Tlb | | 2.00 | 02/01/2013 | 248,898 | 240,560 | 0.20 |
| 00130HBH7 | AES Corp 8% - Wi | | 8.00 | 10/15/2017 | 250,000 | 251,875 | 0.20 |
| 02687QDG0 | American International Group 5.85% | | 5.85 | 01/16/2018 | 300,000 | 240,842 | 0.20 |
| 15135UAE9 | Cenovus Energy Inc 6.75% | | 6.75 | 11/15/2039 | 225,000 | 250,016 | 0.20 |
| 31430QAZ0 | Felcor Lodging Trust Inc 10% | | 10.00 | 10/01/2014 | 250,000 | 247,500 | 0.20 |
| 534187AX7 | Lincoln National Corp 8.75% | | 8.75 | 07/01/2019 | 200,000 | 243,054 | 0.20 |
| 26062XAA5 | DJ Cdx Na Hy 8.2500% | | 8.25 | 12/29/2010 | 220,238 | 232,626 | 0.19 |
| 404280AH2 | HSBC Holdings Plc 6.5% | | 6.50 | 09/15/2037 | 225,000 | 235,381 | 0.19 |
| 260543BY8 | DOW Chemical Co 9.4% | | 9.40 | 05/15/2039 | 175,000 | 230,772 | 0.19 |
| 073902RU4 | BEAR Stearns 7.25% | | 7.25 | 02/01/2018 | 200,000 | 229,356 | 0.19 |
| 92343VAR5 | Verizon Communications Inc 8.9500% | | 8.95 | 03/01/2039 | 175,000 | 238,614 | 0.19 |
| 984121BZ5 | Xerox Corporation 4.25% | | 4.25 | 02/15/2015 | 225,000 | 228,997 | 0.19 |
| 922646AS3 | Venezuela 9.25% | | 9.25 | 09/15/2027 | 300,000 | 225,750 | 0.18 |
| 88732JAL2 | TIME Warner Cable Twc 6.75 | | 6.75 | 07/01/2018 | 195,000 | 217,210 | 0.18 |
| 89346DAC1 | Transalta Corp 6.65% | | 6.65 | 05/15/2018 | 200,000 | 216,652 | 0.18 |
| 878091BC0 | Teachers Insur 6.85% | | 6.85 | 12/16/2039 | 210,000 | 226,332 | 0.18 |
| 883203BQ3 | Textron Inc 7.25% | | 7.25 | 10/01/2019 | 200,000 | 218,304 | 0.18 |
| 75605EAV2 | Realogy Corp 11% | | 11.00 | 04/15/2014 | 261,097 | 215,405 | 0.18 |
| 74913GAW5 | Qwest Corp 8.375% | | 8.37 | 05/01/2016 | 200,000 | 219,000 | 0.18 |
| 78442FEH7 | SLM Corp 8.4500% | | 8.45 | 06/15/2018 | 225,000 | 220,500 | 0.18 |
| B8A03W8J8 | SUN Healthcare Grp Bank Loan Fltr Tlb | | 2.24 | 04/12/2014 | 229,297 | 215,883 | 0.18 |
| B1NFJN4 | Belgium Kingdom 4.0% | | 4.00 | 03/28/2017 | 150,000 | 219,177 | 0.18 |
| 404119BA6 | HCA Inc 9.625% | | 9.62 | 11/15/2016 | 210,000 | 222,600 | 0.18 |
| 364725AE1 | Gannett Co 5.75% | | 5.75 | 06/01/2011 | 225,000 | 227,250 | 0.18 |
| 437084MC7 | HEAT 2005-5 2a2 Floater | | 0.48 | 11/25/2035 | 230,147 | 222,498 | 0.18 |
| 544152AA9 | Lorillard Tobacco Co 8.125% | | 8.12 | 06/23/2019 | 200,000 | 219,457 | 0.18 |
| 74727PAL5 | State Of Qatar 6.4% Ser114a | | 6.40 | 01/20/2040 | 215,000 | 213,388 | 0.17 |
| 38144LAB6 | Goldman Sachs Group 6.25% | | 6.25 | 09/01/2017 | 190,000 | 204,535 | 0.17 |
| 15189WAD2 | Centerpoint Ener 6.625% | | 6.62 | 11/01/2037 | 200,000 | 215,120 | 0.17 |
| B8A03B2T8 | HCA Inc Bank Loan Tlb | | 2.50 | 11/18/2013 | 223,222 | 212,111 | 0.17 |
| B8A072G02 | Flextronics Intl Ltd Bk Ln Tla | | 2.50 | 10/01/2014 | 227,792 | 214,505 | 0.17 |
| 74913GAC9 | Qwest Corp 8.875% | | 8.87 | 03/15/2012 | 200,000 | 214,750 | 0.17 |
| 750754AB9 | Raill 1-a2 7.125% | | 7.12 | 01/15/2013 | 193,180 | 203,805 | 0.17 |
| 828807CC9 | Simon Property Group Lp 4.2% | | 4.20 | 02/01/2015 | 200,000 | 203,222 | 0.17 |
| 92933WAA6 | WEA Finance Wt Fin Aust 5.75% | | 5.75 | 09/02/2015 | 200,000 | 214,676 | 0.17 |
| 942683AD5 | Watson Pharmaceuticals I 5.0% | | 5.00 | 08/15/2014 | 200,000 | 208,974 | 0.17 |
| 806605AH4 | Schering-plough Sgp 6.55% | | 6.55 | 09/15/2037 | 175,000 | 202,085 | 0.16 |
| 912909AB4 | US Steel Corp 5.65% | | 5.65 | 06/01/2013 | 200,000 | 199,593 | 0.16 |
| 750829AB9 | Rainbow Natl Svcs Llc 10.375 Series 144a | | 10.37 | 09/01/2014 | 190,000 | 200,450 | 0.16 |
| B8A049WM4 | Capital Safety Group Ltd Bk Ln Tlc | | 2.98 | 06/14/2016 | 218,150 | 193,063 | 0.16 |
| 13063A5E0 | California St 7.5% | | 7.50 | 04/01/2034 | 200,000 | 197,336 | 0.16 |
| 126650BR0 | CVS Caremark Corp 6.125% | | 6.12 | 09/15/2039 | 200,000 | 197,960 | 0.16 |
| B1YXLB9 | Republic Of Columbia 9.85% | | 9.85 | 06/28/2027 | 345,000,000 | 200,652 | 0.16 |
| B1Y3WL6 | Citigroup Inc 4.75% | | 4.75 | 05/31/2017 | 150,000 | 191,350 | 0.16 |
| 723787AF4 | Pioneer Natural Resource 6.875% | | 6.87 | 05/01/2018 | 200,000 | 196,478 | 0.16 |
| 651639AM8 | Newmont Mining Corp 6.25% | | 6.25 | 10/01/2039 | 200,000 | 201,411 | 0.16 |
| 55264TAY7 | Mbnas 02-c3 C3 Fltr | | 1.58 | 10/15/2014 | 200,000 | 196,515 | 0.16 |
| 494550AQ9 | Kinder Morgan Ener 7.3% | | 7.30 | 08/15/2033 | 170,000 | 190,710 | 0.16 |
| 55264TDQ1 | Mbnas 2006-c1 C1 Fltr | | 0.65 | 07/15/2015 | 200,000 | 189,568 | 0.15 |
| 743410AV4 | Prologis 7.375% | | 7.37 | 10/30/2019 | 175,000 | 181,332 | 0.15 |
| B8A0MTU91 | Usd/try Put @1.5655 | | | 10/22/2010 | 3,783,200 | 184,573 | 0.15 |
| 0240419 | Treasury 6.00% | | 6.00 | 12/07/2028 | 95,000 | 184,263 | 0.15 |
| B8A09C062 | Mylan Inc Bk Ln Tlb | | 3.56 | 10/02/2014 | 192,000 | 189,359 | 0.15 |
| 025816BB4 | American Express Co 8.125% | | 8.12 | 05/20/2019 | 140,000 | 169,315 | 0.14 |
| 018490AM4 | Allergan Inc 5.75% | | 5.75 | 04/01/2016 | 150,000 | 166,776 | 0.14 |
| 73316PAH3 | Poplr 04-4 M1 5.181% | | 5.18 | 09/25/2034 | 230,003 | 178,233 | 0.14 |
| 61747YCJ2 | Morgan Stanley 5.625% | | 5.62 | 09/23/2019 | 170,000 | 171,582 | 0.14 |
| 460146CE1 | International Paper Co 7.50% | | 7.50 | 08/15/2021 | 150,000 | 170,275 | 0.14 |
| 494550BD7 | Kinder Morgan 6.5% | | 6.50 | 09/01/2039 | 170,000 | 177,102 | 0.14 |
| 878742AQ8 | TECK Resources Limited 10.75% Ser Wi | | 10.75 | 05/15/2019 | 150,000 | 176,625 | 0.14 |
| 780097AW1 | Royal Bk Scotland Grp Plc 6.4% | | 6.40 | 10/21/2019 | 150,000 | 154,252 | 0.13 |
| 92553PAF9 | Viacom Inc 4.25% | | 4.25 | 09/15/2015 | 150,000 | 154,544 | 0.13 |
| 92852EAK1 | Vivendi 5.75% | | 5.75 | 04/04/2013 | 150,000 | 162,286 | 0.13 |
| 46625HGY0 | JP Morgan & Chase 6% | | 6.00 | 01/15/2018 | 150,000 | 162,064 | 0.13 |
| 65684RAA4 | North American Energy Al 10.875% | | 10.87 | 06/01/2016 | 150,000 | 161,250 | 0.13 |
| 14912L3K5 | Caterpillar Fina Serv 5.85% | | 5.85 | 09/01/2017 | 145,000 | 159,054 | 0.13 |
| 404280AJ8 | HSBC Holdings Plc 6.8% | | 6.80 | 06/01/2038 | 150,000 | 163,199 | 0.13 |
| 441060AH3 | Hospira Inc 5.55% | | 5.55 | 03/30/2012 | 150,000 | 161,070 | 0.13 |
| 002824AV2 | Abbott Laboratories 6% | | 6.00 | 04/01/2039 | 150,000 | 159,684 | 0.13 |
| B8A01XUM6 | Motorcity Casino Bk Ln Tlb | | 8.49 | 07/13/2012 | 162,590 | 160,219 | 0.13 |
| B8A0NX078 | Usd/brl Put 2.0015 | | | 01/26/2011 | 2,498,500 | 161,478 | 0.13 |
| B8A0KPHY1 | Sungard Data Sys Bk Ln Tlb | | 3.90 | 02/28/2016 | 168,859 | 165,693 | 0.13 |
| B8A0MTAU6 | Usd/rub Put 31.06460 | | | 10/21/2010 | 3,152,000 | 153,286 | 0.12 |
| B3FKPQ6 | Bundesrepub. Deutschland Ser 09 3.75% | | 3.75 | 01/04/2019 | 100,000 | 145,394 | 0.12 |
| B8A043TG4 | NRG Energy Bk Ln Lc | | 0.15 | 02/01/2013 | 146,421 | 141,516 | 0.12 |
| 097023AX3 | Boeing Co 6.875% | | 6.87 | 03/15/2039 | 130,000 | 153,660 | 0.12 |
| 917542QR6 | Build America Bonds Ser D 4.554% | | 4.55 | 07/01/2024 | 150,000 | 151,802 | 0.12 |
| 91412F7Y7 | University Calif Revs 5.77% | | 5.77 | 05/15/2043 | 150,000 | 149,985 | 0.12 |
| 90344NAA3 | USB Capital Xiii Trust 6.625% | | 6.62 | 12/15/2039 | 150,000 | 148,539 | 0.12 |
| 805564QA2 | SAST 04-2 Mf1 5.5% | | 5.50 | 08/25/2035 | 240,812 | 142,468 | 0.12 |
| 852060AS1 | Sprint Cap Corp 8.375% | | 8.37 | 03/15/2012 | 150,000 | 152,625 | 0.12 |
| 887315BN8 | Historic Tw Inc 6.625% | | 6.62 | 05/15/2029 | 130,000 | 138,302 | 0.11 |
| 09256BAA5 | Blackstone Holdings Fin 6.625% | | 6.62 | 08/15/2019 | 135,000 | 135,895 | 0.11 |
| 12626PAJ2 | CRH America Inc 8.1250% | | 8.12 | 07/15/2018 | 110,000 | 130,037 | 0.11 |
| 05523UAJ9 | BAE Systems Holdings Inc 6.375% | | 6.37 | 06/01/2019 | 125,000 | 137,580 | 0.11 |
| 058498AM8 | BALL Corp 7.1250% | | 7.12 | 09/01/2016 | 130,000 | 135,525 | 0.11 |
| B8A02BJW4 | Georgia Pacific Bk Ln Tlb | | 2.25 | 12/20/2012 | 134,489 | 131,615 | 0.11 |
| B8A0MW121 | Usd/zar Put 8.4395 | | | 11/02/2010 | 1,261,000 | 132,910 | 0.11 |
| B8A0MPU32 | Warner Chilcott Corp Bk Ln Tla | | 5.50 | 10/30/2014 | 139,242 | 139,468 | 0.11 |
| 14170TAA9 | Carefusion Corp 6.375% | | 6.37 | 08/01/2019 | 125,000 | 137,469 | 0.11 |
| 171232AP6 | Chubb Corp 6.375% | | 6.37 | 03/29/2067 | 140,000 | 134,400 | 0.11 |
| 50075NAT1 | Kraft Foods Inc. 6.875% | | 6.87 | 02/01/2038 | 125,000 | 134,572 | 0.11 |
| 582839AA4 | MEAD Johnson Nutrition C 3.5% Ser 144a | | 3.50 | 11/01/2014 | 125,000 | 125,213 | 0.10 |
| 59156RAT5 | Metlife Inc 7.717% | | 7.71 | 02/15/2019 | 100,000 | 119,956 | 0.10 |
| 646139W35 | NEW Jersey St Tpk Auth 7.414% | | 7.41 | 01/01/2040 | 100,000 | 117,036 | 0.10 |
| 68233JAD6 | Oncor Electric Delivery 6.8% | | 6.80 | 09/01/2018 | 105,000 | 117,977 | 0.10 |
| 14040HAN5 | Capital One Financial Co 6.15 | | 6.15 | 09/01/2016 | 115,000 | 117,949 | 0.10 |
| 172967EW7 | Citigroup Inc 8.125% | | 8.12 | 07/15/2039 | 110,000 | 124,737 | 0.10 |
| 29273RAM1 | Energy Transfer Partners 9.0% | | 9.00 | 04/15/2019 | 100,000 | 123,278 | 0.10 |
| B8A0FCCU9 | Discovery Comms Inc Bk Ln Tlc | | 5.24 | 05/14/2014 | 119,100 | 120,192 | 0.10 |
| 912828MG2 | US Treasury Note 1.375% | | 1.37 | 01/15/2013 | 120,000 | 120,019 | 0.10 |
| 91911TAK9 | VALE Overseas Limited 6.875 | | 6.87 | 11/10/2039 | 125,000 | 127,642 | 0.10 |
| 97381WAG9 | Windstream Corp 7.875% | | 7.87 | 11/01/2017 | 125,000 | 123,438 | 0.10 |
| 909287AA2 | United Airlines 6.636% | | 6.63 | 07/02/2022 | 133,429 | 115,082 | 0.09 |
| 887315BM0 | TIME Warner Cos Inc 6.95% | | 6.95 | 01/15/2028 | 99,000 | 108,579 | 0.09 |
| B114JZ5 | MUFG Capital Finance Fixed-float | | 6.34 | 07/25/2049 | 120,000 | 116,151 | 0.09 |
| 302154AT6 | Export-import Bk Korea 8.125% | | 8.12 | 01/21/2014 | 100,000 | 115,952 | 0.09 |
| 171232AS0 | Chubb Corp 6.5% | | 6.50 | 05/15/2038 | 100,000 | 112,228 | 0.09 |
| 71343PAF8 | Pepsiamericas Inc 4.375% | | 4.37 | 02/15/2014 | 100,000 | 106,118 | 0.09 |
| 693304AL1 | PECO Energy Co 5.35% | | 5.35 | 03/01/2018 | 100,000 | 106,683 | 0.09 |
| 494550AX4 | Kinder Morgan Energy Parts 5.85% | | 5.85 | 09/15/2012 | 100,000 | 108,221 | 0.09 |
| 74913EAH3 | Quest Capital Funding 7.25% | | 7.25 | 02/15/2011 | 100,000 | 101,750 | 0.08 |
| 167505KH8 | Chicago Illinois Brd 6.138% | | 6.13 | 12/01/2039 | 100,000 | 102,036 | 0.08 |
| 364725AC5 | Gannett Co Inc 6.375% | | 6.37 | 04/01/2012 | 100,000 | 100,500 | 0.08 |
| B8A0NQCN5 | Usd/ron Put 3.039 | | | 12/02/2010 | 1,976,000 | 101,182 | 0.08 |
| B8A03V1T5 | Sensata Technologies Bank Loan Tlb | | 1.99 | 04/27/2013 | 107,719 | 97,587 | 0.08 |
| 883203BL4 | Textron Inc 5.6% | | 5.60 | 12/01/2017 | 100,000 | 98,189 | 0.08 |
| 89417EAA7 | Travelers Cos Inc 6.25% To Mat | | 6.25 | 03/15/2037 | 110,000 | 103,439 | 0.08 |
| 902494AN3 | Tyson Foods Inc 7.85% | | 7.85 | 04/01/2016 | 90,000 | 94,500 | 0.08 |
| 925524AX8 | Viacom Inc 6.875% | | 6.87 | 04/30/2036 | 90,000 | 97,468 | 0.08 |
| 983024AG5 | Wyeth 6.5 | | 6.50 | 02/01/2034 | 90,000 | 99,856 | 0.08 |
| 92553PAC6 | Viacom Inc 6.75% | | 6.75 | 10/05/2037 | 75,000 | 80,541 | 0.07 |
| 91911TAH6 | Campanhia Vale Do Rio Doce 6.875% | | 6.87 | 11/21/2036 | 80,000 | 82,349 | 0.07 |
| 92343VAK0 | Verizon Communications Inc 6.4% | | 6.40 | 02/15/2038 | 85,000 | 89,014 | 0.07 |
| 13645RAH7 | Canadian Pacific Rr Co. 6.5% | | 6.50 | 05/15/2018 | 77,000 | 84,699 | 0.07 |
| 260543CA9 | DOW Chemical Co/the 5.9% | | 5.90 | 02/15/2015 | 75,000 | 81,322 | 0.07 |
| 743315AM5 | Progressive Corp | | 6.70 | 06/15/2037 | 100,000 | 92,000 | 0.07 |
| 667752AB5 | Northwest Pipeline Gp 6.0500% | | 6.05 | 06/15/2018 | 75,000 | 82,428 | 0.07 |
| 460146CF8 | INTL Paper Co 7.3% | | 7.30 | 11/15/2039 | 75,000 | 80,870 | 0.07 |
| 534187AR0 | Lincoln National Corp 6.15% | | 6.15 | 04/07/2036 | 80,000 | 75,155 | 0.06 |
| 59018YJ36 | Merrill Lynch 6.05% | | 6.05 | 08/15/2012 | 65,000 | 70,228 | 0.06 |
| 41283DAC7 | Harley-davidson Funding 5.75% | | 5.75 | 12/15/2014 | 75,000 | 78,858 | 0.06 |
| B8A049WD4 | Capital Safety Group Ltd Bk Ln Tlb | | 2.48 | 06/13/2015 | 81,850 | 72,437 | 0.06 |
| B8A0NHL96 | Pilot Travel Centers Llc Bank Loan Tlb | | | 11/23/2015 | 75,000 | 75,522 | 0.06 |
| 912810QD3 | US Treasury Bond 4.375% | | 4.37 | 11/15/2039 | 70,000 | 68,469 | 0.06 |
| 983024AF7 | Wyeth 6.45 | | 6.45 | 02/01/2024 | 70,000 | 78,326 | 0.06 |
| 92553PAE2 | Viacom Inc 4.375% | | 4.37 | 09/15/2014 | 55,000 | 57,396 | 0.05 |
| 878742AM7 | TECK Resources Ltd 10.25% | | 10.25 | 05/15/2016 | 50,000 | 57,125 | 0.05 |
| B8A0MVMF1 | Warner Chilcott Corp Bk Ln B2 | | 5.74 | 04/30/2015 | 65,380 | 65,478 | 0.05 |
| B8A07Z3D5 | Flextronics Intl Ltd Bk Ln Tla | | 2.50 | 10/01/2014 | 65,458 | 61,639 | 0.05 |
| 22303QAH3 | Covidien International Finance 6.5500% | | 6.55 | 10/15/2037 | 50,000 | 56,809 | 0.05 |
| 53079EAM6 | Liberty Mutual Group 7.5% | | 7.50 | 08/15/2036 | 70,000 | 66,832 | 0.05 |
| 744499AP9 | Public Service Co Of New Mexico 7.9500% | | 7.95 | 05/15/2018 | 50,000 | 52,846 | 0.04 |
| B8A03W8K5 | SUN Healthcare Grp Bank Loan Fltr Lc | | 0.15 | 04/12/2014 | 48,276 | 45,452 | 0.04 |
| 81721MAA7 | Senior Housing 8.625 | | 8.62 | 01/15/2012 | 50,000 | 51,875 | 0.04 |
| 775109AK7 | Rogers Communications Inc 6.8000% | | 6.80 | 08/15/2018 | 45,000 | 51,176 | 0.04 |
| B8A0MHGE2 | Fidelity Natl Info Svcs Inc Bk Ln Tlc | | 4.48 | 01/18/2012 | 35,703 | 35,747 | 0.03 |
| B8A0MVH67 | Usd/brl Put 1.870 | | | 10/27/2010 | 1,261,000 | 36,444 | 0.03 |
| B8A0NSRC9 | Usd/ron Put 2.9275 | | | 03/05/2010 | 2,579,000 | 29,835 | 0.02 |
| B8A0LHNJ4 | | | 1.00 | 06/20/2014 | 600,000 | 18,638 | 0.02 |
| B8A0MPU40 | Warner Chilcott Corp Bk Ln Tlb | | 5.74 | 04/30/2015 | 29,718 | 29,763 | 0.02 |
| B8A0LWQD1 | | | 1.00 | 09/20/2016 | 450,000 | 29,235 | 0.02 |
| B8A0DL7R | CDS (aig) Fltr | | 3.70 | 03/20/2018 | 250,000 | 28,449 | 0.02 |
| 5252M0FD4 | Lehman Brothers Holdings 6.875% Defaulted | | 6.87 | 05/02/2018 | 100,000 | 22,000 | 0.02 |
| 42809HAC1 | HESS Corp 6.0% | | 6.00 | 01/15/2040 | 25,000 | 24,824 | 0.02 |
| B8A0MDBN6 | PAY 1.0% Morgan Stanley Capital Services | | 1.00 | 12/20/2019 | 350,000 | 13,701 | 0.01 |
| B8A0FAG21 | BUY Cbs 280 Citsw | | 1.00 | 06/20/2014 | 500,000 | 7,677 | 0.01 |
| B8A0LVMJ4 | PAY 1.00% Jp Morgan Chase Bank Na | | 1.00 | 09/20/2019 | 450,000 | 14,220 | 0.01 |
| B8A0LLWQ9 | PAY 1.00% Goldman Sachs | | 1.00 | 12/20/2011 | 300,000 | 8,309 | 0.01 |
| B8A0M96D3 | PAY 1.00% Deutsche Bank Ag | | 1.00 | 09/20/2013 | 260,000 | 8,838 | 0.01 |
| B8A0M3WR6 | | | 1.00 | 03/20/2015 | 420,000 | 12,765 | 0.01 |
| B8A0414P5 | Sungard Data Sys Bk Ln A | | 1.98 | 02/28/2014 | 6,619 | 6,387 | 0.01 |
| B8A09F1J | CDS Tsn Fltr | | 1.73 | 09/20/2016 | 90,000 | 4,345 | 0.00 |
| B8A0MVRP4 | PAY 1.0% Deutsche Bank Ag | | 1.00 | 06/20/2013 | 600,000 | -3,586 | 0.00 |
| B8A0NMMQ6 | PAY 5.0% Deutsche Bank Ag | | 5.00 | 03/20/2012 | 100,000 | -5,750 | 0.00 |
| B8A0LHN54 | | | 1.00 | 12/20/2012 | 450,000 | -5,347 | 0.00 |
| B8A0F9Y5 | Scds: (slma) 5% | | 5.00 | 06/20/2014 | 510,000 | 4,388 | 0.00 |
| B8A0DQUJ | CDS (duk) Fltr | | 0.70 | 03/20/2014 | 350,000 | -3,840 | 0.00 |
| B8A0MHEN4 | PAY 5.0% Barclays Bank, Plc | | 5.00 | 06/20/2011 | 225,000 | -9,593 | -0.01 |
| B8A0DL5N | CDS (eq) Fltr | | 1.50 | 06/20/2016 | 350,000 | -12,889 | -0.01 |
| B8A0M60N3 | PAY 5.0% Deutsche Bank | | 5.00 | 06/20/2012 | 300,000 | -25,775 | -0.02 |
| B8A0E5MJ | CDS (hot) Fltr | | 7.05 | 03/20/2014 | 250,000 | -49,997 | -0.04 |
| B8A0LPGD7 | PAY 5.0% Citibank, Na | | 5.00 | 03/20/2012 | 600,000 | -53,989 | -0.04 |
| B8A0DLTY | CDS (spg) Fltr | | 6.60 | 03/20/2014 | 350,000 | -75,793 | -0.06 |
| B8A0LQHX0 | PAY 4.03375%; Rec 3-month Usd Libor | | 4.03 | 08/10/2019 | -1,200,000 | -1,236,302 | -1.01 |
| B8A0NX9N4 | PAY 3-month Usd Libor; Rec 2.51324% | | | 05/31/2014 | -2,215,000 | -2,215,000 | -1.80 |
| TYH0 | US 10yr Note Fut Mar10 | | | 03/22/2010 | -31 | -3,662,844 | -2.98 |
| B8A0DNGC | | | 1.97 | 01/20/2014 | -4,000,000 | -3,962,231 | -3.22 |
| FVH0 | US 5yr Note (cbt) Mar10 | | | 03/31/2010 | -62 | -7,220,578 | -5.87 |
| USH0 | US Long Bond (cbt) Mar10 | | | 03/22/2010 | -76 | -9,029,750 | -7.34 |
