| Security | CUSIP | Shares | Traded Market Value | % of Holding ↓ |
| US T-NOTE 4.00 04/15/10 | 912828DR8 | 71,141,000 | $73,736,508.24 | 8.70% |
| INST CASH MANAGEMENT MMKT | 76628T264 | 47,548,469 | $47,548,469.12 | 5.61% |
| US T-NOTE 4.375 12/15/10 | 912828EQ9 | 44,452,000 | $47,160,815.98 | 5.56% |
| US TNOTE 2.5 03/31/13 | 912828HV5 | 45,766,000 | $45,748,105.49 | 5.40% |
| GNSF TBA 6.50% 11/19/38 | 01N0626B3 | 42,580,000 | $43,032,412.50 | 5.08% |
| GNSF 782331 6 04/15/38 | 36241KSU3 | 41,976,254 | $41,968,812.28 | 4.95% |
| T-NOTE 4.0% 08/15/18 | 912828JH4 | 36,310,000 | $36,358,219.68 | 4.29% |
| FNCL 929408 5 05/01/38 | 31412MR59 | 36,620,996 | $34,703,734.82 | 4.09% |
| GNSF 6.5 2008 GN 10/15/38 | 36241KVG0 | 32,389,000 | $32,769,991.81 | 3.87% |
| US T-NOTES 4.00 08/31/09 | 912828HB9 | 28,893,000 | $29,511,483.56 | 3.48% |
| WI T-NOTE 1.375 07/15/18 | 912828JE1 | 29,060,000 | $25,247,949.68 | 2.98% |
| WAL-MART 5.8 02/15/18 | 931142CJ0 | 8,532,000 | $8,188,254.25 | 0.96% |
| UNION PAC 7.875 01/15/19 | 907818DB1 | 7,849,000 | $7,768,689.03 | 0.91% |
| IBM CORP 7.625 10/15/18 | 459200GM7 | 7,504,000 | $7,764,914.08 | 0.91% |
| ASTRAZENECA 5.9 09/15/17 | 046353AB4 | 7,948,000 | $7,336,123.22 | 0.86% |
| BANK OF AME 5.65 05/01/18 | 06051GDX4 | 7,940,000 | $6,824,676.14 | 0.80% |
| CITIGROUP 6.125 05/15/18 | 172967ES6 | 7,831,000 | $6,708,700.24 | 0.79% |
| JPMORGAN CHASE 6 01/15/18 | 46625HGY0 | 7,399,000 | $6,637,509.72 | 0.78% |
| ENEL FINANCE 5.7 01/15/13 | 29268BAA9 | 6,885,000 | $6,336,458.28 | 0.74% |
| CSFB 4.106% 12/15/35 | 22541NUH0 | 6,846,598 | $6,312,240.21 | 0.74% |
| E.ON INTL 5.8% 04/30/18 | 268789AA2 | 6,905,000 | $5,894,757.07 | 0.69% |
| BNK AMRICA 7.40 01/15/11 | 060505AG9 | 5,851,000 | $5,757,752.61 | 0.68% |
| GEN ELECT 5.45% 01/15/13 | 36962GZY3 | 6,027,000 | $5,570,255.86 | 0.65% |
| VERIZON 8.75 11/01/18 | 92343VAQ7 | 5,065,000 | $5,035,030.40 | 0.59% |
| WELLS FRGO 4.375 01/31/13 | 949746NY3 | 5,339,000 | $4,929,253.11 | 0.58% |
| MSDWC 2000 7.459 09/03/15 | 68242BAB6 | 4,565,000 | $4,872,207.15 | 0.57% |
| AEIT 08-2 A 4.02 01/18/11 | 02586GAR3 | 5,040,000 | $4,850,662.32 | 0.57% |
| TWC 5.85 05/01/17 | 88732JAH1 | 5,896,000 | $4,830,109.33 | 0.57% |
| BSCMS 2001 6.48 02/15/35 | 07383FFP8 | 4,927,000 | $4,784,810.23 | 0.56% |
| RIO TINTO 5.875% 07/15/13 | 767201AE6 | 5,523,000 | $4,712,831.13 | 0.55% |
| GOLDMAN 6.15 04/01/18 | 38141GFM1 | 5,629,000 | $4,663,024.20 | 0.55% |
| GREENVILLE 5.5 12/01/28 | 396066AW2 | 4,180,000 | $4,594,865.00 | 0.54% |
| ABBOTT LAB 5.60% 11/30/17 | 002819AB6 | 4,824,000 | $4,442,754.46 | 0.52% |
| INDIANAPOLIS BBK 07 01 33 | 4552805Q6 | 4,015,000 | $4,308,978.30 | 0.50% |
| MERRILL LYN 6.05 08/15/12 | 59018YJ36 | 4,587,000 | $4,175,344.27 | 0.49% |
| MIDAMERICAN 5.00 02/15/14 | 59562VAK3 | 4,660,000 | $4,042,904.16 | 0.47% |
| GLAXOSMITH 5.65 05/15/18 | 377372AD9 | 4,497,000 | $3,985,281.87 | 0.47% |
| ENERGY TRAN 6.7 07/01/18 | 29273RAH2 | 4,889,000 | $3,981,963.39 | 0.47% |
| VODAFONE 5.500 06/15/11 | 92857WAM2 | 4,148,000 | $3,961,887.54 | 0.46% |
| LA, UNIF SD 5.5 07/01/21 | 544644JC2 | 3,680,000 | $3,879,419.20 | 0.45% |
| SANSCD 5 08/15/31 | 796269PR3 | 3,610,000 | $3,821,076.70 | 0.45% |
| PRAXAIR 4.625 03/30/15 | 74005PAR5 | 4,265,000 | $3,796,720.06 | 0.44% |
| SCHERING 6 09/15/17 | 806605AJ0 | 4,142,000 | $3,638,796.70 | 0.42% |
| CASPWR 5.25 05/01/20 | 13066YJN0 | 3,265,000 | $3,545,855.30 | 0.41% |
| ORACLE CORP 5.75 04/15/18 | 68389XAC9 | 4,051,000 | $3,544,742.48 | 0.41% |
| WESFARMERS 6.998 04/10/13 | 950840AA6 | 3,603,000 | $3,535,861.70 | 0.41% |
| WELLS FARG 5.625 12/11/17 | 949746NX5 | 3,965,000 | $3,497,887.32 | 0.41% |
| NORTHERN 5.20 11/09/12 | 665859AH7 | 3,539,000 | $3,468,672.99 | 0.40% |
| SABMILLER 6.20 07/01/11 | 78572MAC9 | 3,406,000 | $3,458,687.41 | 0.40% |
| TIAA GBL 5.125% 10/10/12 | 87244EAC6 | 3,575,000 | $3,424,549.70 | 0.40% |
| NYSE EURONEX 4.8 06/28/13 | 629491AA9 | 3,649,000 | $3,421,641.76 | 0.40% |
| BERKSHIRE 4.60 05/15/13 | 084664BB6 | 3,482,000 | $3,367,860.04 | 0.39% |
| BNK AMRICA 5.375 09/11/12 | 060505DK7 | 3,475,000 | $3,285,591.65 | 0.38% |
| SOUTHERN 5.75% 03/15/14 | 842400FK4 | 3,322,000 | $3,281,431.74 | 0.38% |
| METRO TRANS 5.25 11/15/32 | 59259RRF3 | 2,900,000 | $3,178,139.00 | 0.37% |
| PEPSICO 7.9 11/01/18 | 713448BJ6 | 2,900,000 | $3,059,534.80 | 0.36% |
| CME GROUP 5.4 08/01/13 | 12572QAA3 | 3,214,000 | $3,034,009.57 | 0.35% |
| CINCI SCH DIS 5% 12/01/31 | 172252XV5 | 2,765,000 | $2,984,596.30 | 0.35% |
| N. CAROLINA 5.00 03/01/18 | 658256GJ5 | 2,770,000 | $2,964,620.20 | 0.35% |
| LAZARD LLC 7.125 05/15/15 | 52107QAC9 | 3,760,000 | $2,957,499.44 | 0.34% |
| UNIV TEX 4.75% 07/01/30 | 9151152S7 | 2,760,000 | $2,931,451.20 | 0.34% |
| CISCO SYS 5.50% 02/22/16 | 17275RAC6 | 3,113,000 | $2,885,557.99 | 0.34% |
| ENTERPRISE 5.60 10/15/14 | 293791AN9 | 3,418,000 | $2,864,376.29 | 0.33% |
| BANK OF NY 4.95 11/01/12 | 06406HBE8 | 2,968,000 | $2,863,933.02 | 0.33% |
| E.I. DUPONT DE 5 07/15/13 | 263534BU2 | 2,974,000 | $2,839,649.55 | 0.33% |
| ASC 1996-MD6 A7 11/13/29 | 045424DF2 | 2,558,124 | $2,798,711.17 | 0.33% |
| AT&T INC. 4.95 01/15/13 | 00206RAF9 | 2,990,000 | $2,768,348.31 | 0.32% |
| CREDIT SUI 6.125 11/15/11 | 22541LAB9 | 2,886,000 | $2,759,215.13 | 0.32% |
| GECMC 00-1 6.496 01/15/33 | 36158YAB5 | 2,793,304 | $2,731,593.65 | 0.32% |
| TRIBOROUGH 5.00 01/01/32 | 89602NGZ1 | 2,570,000 | $2,731,267.50 | 0.32% |
| AIG SUNAMER 6.30 05/10/11 | 00138QAA5 | 3,395,000 | $2,672,435.36 | 0.31% |
| COPAR 06-2 4.94 07/15/12 | 14042CAD6 | 2,725,000 | $2,655,350.64 | 0.31% |
| EXELON CORP 6.20 10/01/17 | 30161MAE3 | 3,317,000 | $2,629,094.00 | 0.31% |
| SBC COMM 5.10 09/15/14 | 78387GAP8 | 2,999,000 | $2,619,302.61 | 0.30% |
| DAIMLER CHR 6.50 11/15/13 | 233835AW7 | 3,474,000 | $2,604,047.87 | 0.30% |
| GE CORP 5.00 02/01/13 | 369604AY9 | 2,735,000 | $2,579,895.42 | 0.30% |
| TESCO PLC 5.5% 11/15/17 | 881575AA2 | 3,306,000 | $2,560,973.06 | 0.30% |
| TRANSOCEAN 6.00 03/15/18 | 893830AS8 | 2,990,000 | $2,557,992.84 | 0.30% |
| JPMCC 7.371 08/15/32 | 617059JH4 | 2,562,785 | $2,555,825.55 | 0.30% |
| ARCELORM 6.125% 06/01/18 | 03938LAD6 | 3,705,000 | $2,552,937.66 | 0.30% |
| CNH 2007-C 5.21 12/15/11 | 12620HAD9 | 2,534,000 | $2,520,278.14 | 0.29% |
| LINCOLN NEB 5.25 09/01/17 | 534272UZ0 | 2,365,000 | $2,518,748.65 | 0.29% |
| VEOLIA 6.00 06/01/18 | 92334NAB9 | 3,075,000 | $2,494,461.53 | 0.29% |
| COVIDIEN 6.00 10/15/17 | 22303QAG5 | 2,858,000 | $2,492,115.98 | 0.29% |
| FND AMRCN 5.875 05/15/13 | 36077BAA5 | 3,259,000 | $2,448,841.93 | 0.28% |
| JEFFERIES 5.875 06/08/14 | 472319AD4 | 2,896,000 | $2,426,989.90 | 0.28% |
| NEWS AMER 9.25 02/01/13 | 652478AH1 | 2,391,000 | $2,422,876.81 | 0.28% |
| KRAFT FOOD 6.125 08/23/18 | 50075NAV6 | 2,812,000 | $2,392,303.38 | 0.28% |
| MSDWC 01-TO 6.66 02/15/33 | 61746WGB0 | 2,422,235 | $2,374,555.63 | 0.28% |
| CTRPT ENRG 7.875 04/01/13 | 15189YAB2 | 2,503,000 | $2,357,425.52 | 0.27% |
| GMACC 6.465% 04/15/34 | 361849QE5 | 2,395,178 | $2,332,559.05 | 0.27% |
| AUSTIN WTR 5.25 05/15/22 | 052476KB3 | 2,170,000 | $2,302,456.80 | 0.27% |
| WALGREEN 4.875 08/01/13 | 931422AD1 | 2,328,000 | $2,274,402.46 | 0.26% |
| INTL LEASE 6.375 03/25/13 | 45974VB72 | 3,456,000 | $2,260,054.66 | 0.26% |
| ROCKIES EX 6.85 07/15/18 | 77340RAC1 | 2,597,000 | $2,205,935.95 | 0.26% |
| PASTRN 5.125 07/15/23 | 709222AX1 | 2,055,000 | $2,198,295.15 | 0.25% |
| VERIZON 5.25% 04/15/13 | 92343VAN4 | 2,381,000 | $2,188,443.77 | 0.25% |
| NEW JERSEY 5.00 06/15/18 | 6459162C0 | 2,045,000 | $2,178,886.15 | 0.25% |
| SIEMENS 5.75% 10/17/16 | 826200AC1 | 2,350,000 | $2,109,139.10 | 0.24% |
| KELLOGG CO 4.25% 03/06/13 | 487836BA5 | 2,233,000 | $2,063,877.05 | 0.24% |
| XEROX 6.35 05/15/18 | 984121BW2 | 2,706,000 | $1,982,956.80 | 0.23% |
| INTL PAPER 7.95 06/15/18 | 460146CA9 | 2,379,000 | $1,926,761.62 | 0.22% |
| ONCOR ELEC 6.375 01/15/15 | 68233DAL1 | 2,152,000 | $1,912,781.53 | 0.22% |
| GMACC 2000 7.724 03/15/33 | 361849KN1 | 1,907,356 | $1,907,782.50 | 0.22% |
| AMERICAN EX 6.15 08/28/17 | 025816AX7 | 2,652,000 | $1,897,691.64 | 0.22% |
| LAFARGE SA 6.15 07/15/11 | 505861AA2 | 1,923,000 | $1,821,694.44 | 0.21% |
| ERAC USA 5.80 10/15/12 | 26882PBD3 | 2,286,000 | $1,787,434.83 | 0.21% |
| WAMU 03-S7 4.5 08/25/18 | 92922FBK3 | 1,910,787 | $1,760,911.07 | 0.20% |
| HAROT 5.11% 04/15/12 | 43812RAD0 | 1,785,000 | $1,749,753.03 | 0.20% |
| CNH 08-A A4A 08/15/14 | 12620LAF5 | 1,851,000 | $1,688,802.61 | 0.19% |
| CLARK CNTY 5.75 12/01/15 | 181144PK6 | 1,535,000 | $1,665,797.35 | 0.19% |
| CENTERPOINT 5.17 08/01/19 | 15200DAD9 | 1,799,000 | $1,657,490.66 | 0.19% |
| LB-UBS 05 6.51 12/15/26 | 52108HCB8 | 1,620,954 | $1,590,171.87 | 0.18% |
| GE 5.25 12/06/17 | 369604BC6 | 1,870,000 | $1,565,283.50 | 0.18% |
| AIR PROD. 4.15 02/01/13 | 009163AA4 | 1,714,000 | $1,550,744.93 | 0.18% |
| CHICAGO BRD 5.00 12/01/31 | 167501F75 | 1,450,000 | $1,538,580.50 | 0.18% |
| ABX FIN CO 5.75 10/15/16 | 003876AA7 | 1,760,000 | $1,471,930.24 | 0.17% |
| CRD SUISSE 6.50 01/15/12 | 22541LAC7 | 1,504,000 | $1,465,186.27 | 0.17% |
| TACOMA WASH 5.75 01/01/18 | 873519HR6 | 1,365,000 | $1,464,863.40 | 0.17% |
| BONY MELLON 4.5% 04/01/13 | 06406HBJ7 | 1,522,000 | $1,428,002.80 | 0.16% |
| DIAGEO CAP 5.2% 01/30/13 | 25243YAL3 | 1,529,000 | $1,425,586.09 | 0.16% |
| INTL LEASE 5.625 09/15/10 | 45974VB56 | 1,971,000 | $1,387,538.67 | 0.16% |
| ROGERS 7.50 03/15/15 | 77531QAM0 | 1,464,000 | $1,373,690.23 | 0.16% |
| HEWLETT PACK 4.5 03/01/13 | 428236AQ6 | 1,473,000 | $1,370,221.43 | 0.16% |
| VERIZON 5.55 02/15/16 | 92343VAC8 | 1,542,000 | $1,345,410.42 | 0.15% |
| ERAC USA 5.60 05/01/15 | 26882PAS1 | 1,902,000 | $1,341,986.53 | 0.15% |
| CLOROX CO. 5.45 10/15/12 | 189054AP4 | 1,435,000 | $1,326,666.11 | 0.15% |
| COMCAST 4.95% 06/15/16 | 20030NAG6 | 1,606,000 | $1,300,195.12 | 0.15% |
| KIMBERLY 7.50 11/01/18 | 494368BD4 | 1,277,000 | $1,296,707.94 | 0.15% |
| MASS. 4.4% 03/15/15 | 575800AE7 | 1,348,000 | $1,287,024.57 | 0.15% |
| CALIFORNIA 5.5 05/01/16 | 13066YEA3 | 1,150,000 | $1,258,422.00 | 0.14% |
| CCMSC 00-3 7.319 10/15/32 | 161505GM8 | 1,236,828 | $1,226,813.86 | 0.14% |
| CFMSI VRN 01/25/33 | 17306UAQ1 | 1,371,951 | $1,194,916.77 | 0.14% |
| PECO 00-A 7.65 03/01/10 | 705220AL5 | 1,144,000 | $1,167,561.37 | 0.13% |
| XEROX CORP 5.50 05/15/12 | 984121BS1 | 1,495,000 | $1,161,906.53 | 0.13% |
| TIME WARNER 5.50 11/15/11 | 887317AB1 | 1,306,000 | $1,155,060.36 | 0.13% |
| WASHINGTON 5.00 06/25/18 | 9292273J3 | 1,156,718 | $1,095,990.82 | 0.12% |
| JANUS CAP 5.875 09/15/11 | 47102XAD7 | 1,338,000 | $1,083,404.02 | 0.12% |
| CSFB 6.505 02/15/34 | 22540AJ74 | 1,106,484 | $1,080,425.47 | 0.12% |
| GECMC 4.82 01/10/38 | 36828QAD8 | 1,230,500 | $1,077,808.24 | 0.12% |
| CAMERON IN 6.375 07/15/18 | 13342BAC9 | 1,215,000 | $1,005,802.52 | 0.11% |
| CWHL 04-J1 4.50% 01/25/19 | 12669FMP5 | 1,025,610 | $945,165.12 | 0.11% |
| INT'L LEASE 5.25 01/10/13 | 45974VZX9 | 1,417,000 | $924,506.06 | 0.10% |
| THOMSN REUT 5.95 07/15/13 | 884903BA2 | 798,000 | $723,938.42 | 0.08% |
| TRANSCONT 6.05 06/15/18 | 893570BY6 | 888,000 | $710,337.84 | 0.08% |
| TEVA PHARM 5.55% 02/01/16 | 88163VAC3 | 823,000 | $706,258.27 | 0.08% |
| VIACOM INC 6.125 10/05/17 | 92553PAB8 | 766,000 | $594,083.56 | 0.07% |
| NEVADA PWR 5.875 01/15/15 | 641423BK3 | 670,000 | $579,761.05 | 0.06% |
| NUCOR CORP 5.85 06/01/18 | 670346AK1 | 633,000 | $551,168.93 | 0.06% |
| INTUIT 5.75% 03/15/17 | 461202AB9 | 658,000 | $510,379.67 | 0.06% |
| EL PASO NAT 5.95 04/15/17 | 283695BP8 | 590,000 | $456,306.59 | 0.05% |
| WEATHERFORD 4.95 10/15/13 | 947075AA5 | 535,000 | $452,473.58 | 0.05% |
| GNR 2003-78C VRN 02/16/31 | 38373MHK9 | 400,000 | $390,747.88 | 0.04% |
| GNMA 2006-9 FRN 03/16/37 | 38373MTE0 | 400,000 | $387,333.36 | 0.04% |
| PEGTF 01-1 6.89% 12/15/17 | 69361YAH6 | 396,000 | $383,529.21 | 0.04% |
| SOUTHERN NA 5.90 04/01/17 | 843452BC6 | 495,000 | $381,761.82 | 0.04% |
| INTL LEASE 5.625 09/20/13 | 45974VA81 | 595,000 | $380,784.53 | 0.04% |
| BRUNSWICK CDS 12/20/13 | CD1C8747H | -1,680,000 | $378,055.60 | 0.04% |
| GNR 05-89 4.811 05/16/27 | 38373MRM4 | 366,786 | $367,898.43 | 0.04% |
| FNMA 385097 6.26 05/01/12 | 31377RX21 | 298,634 | $307,887.77 | 0.03% |
| SIMON PROP CDS 09/20/13 | CDX8AAG87 | -2,300,000 | $295,027.04 | 0.03% |
| GNR 05-87 4.449 03/16/25 | 38373MRU6 | 293,884 | $293,387.91 | 0.03% |
| AUSTRIA CDS 11/20/13 | CDX0F77EA | 22,640,000 | $258,952.20 | 0.03% |
| FNMA 384981 5.72 03/01/12 | 31377RUE8 | 203,910 | $207,389.29 | 0.02% |
| BRUNSWICK CDS 03/20/17 | CD1C8747C | -500,000 | $171,389.09 | 0.02% |
| GANNET CO CDS 09/20/13 | CD39AB97C | -1,680,000 | $152,279.45 | 0.01% |
| MARRIOTT INTL CDS 9/20/13 | CDX5C8A93 | -2,300,000 | $148,456.67 | 0.01% |
| MASCO CORP CDS 06/20/13 | CD5CB9E1A | -1,560,000 | $136,327.13 | 0.01% |
| GANNETT CO CDS 06/20/17 | CD39AB97B | -500,000 | $111,126.27 | 0.01% |
| CENTEX CORP CDS 09/20/17 | CD1G7543A | -620,000 | $84,607.83 | 0.00% |
| USAOT 06-4 4.98 10/15/12 | 90327LAD2 | 53,000 | $51,753.16 | 0.00% |
| CENTEX CORP CDS 09/20/13 | CD1G7543C | -1,680,000 | $48,006.19 | 0.00% |
| FEDEX CORP CDS 09/20/13 | CDX3E56A5 | -2,300,000 | $46,478.42 | 0.00% |
| BRUNSWICK CDS 03/20/17 | CD1C8747B | -120,000 | $41,365.25 | 0.00% |
| MASCO CORP. CDS 09/20/13 | CD5CB9EIC | -740,000 | $37,075.32 | 0.00% |
| CONHE 96-2 7.90 07/15/27 | 21075WCV5 | 36,336 | $31,601.64 | 0.00% |
| GANNETT CO CDS 06/20/17 | CDX39AB97 | -120,000 | $26,798.93 | 0.00% |
| CAPITAL ONE CDS 06/20/13 | CDX1F445B | -885,000 | $25,015.53 | 0.00% |
| TOLL BROS CDS 06/20/13 | CD8GHDBFA | -1,560,000 | $18,510.90 | 0.00% |
| MERRILL LYN 6.15 04/25/13 | 59018YN56 | 20,000 | $18,454.02 | 0.00% |
| SWEDEN CDS 12/20/13 | CDX8F7220 | 4,940,000 | $17,079.28 | 0.00% |
| SVHE 01-1 A VRN 04/15/31 | 83611PAJ0 | 6,675 | $6,430.50 | 0.00% |
| BANK AMER. 5.00 07/25/18 | 05948XNB3 | 4,983 | $4,721.89 | 0.00% |
| DENMARK CDS 12/20/13 | CDXKPBDCX | 4,945,000 | $2,017.01 | 0.00% |
| PAYB R FIXED 2 YR SE 3.50 | IRS10278B | -15,333,332 | $0.00 | 0.00% |
| PAYB R F 1.5YR EUR 4.306% | IRS10148 | -2,129,032 | $0.00 | 0.00% |
| PAYB R FIXED 2YR NZ 7.24 | IRS0811NZ | -3,300,483 | $0.00 | 0.00% |
| PAYB R F 2YR UK (4.88%) | IRS10148A | -1,273,422 | $0.00 | 0.00% |
| PAYB R FIXED 2YR NZD 7.27 | IRS09028 | -3,351,243 | $0.00 | 0.00% |
| PAYB R F 1.5YR EUR 4.288% | IRS10108E | -2,344,594 | $0.00 | 0.00% |
| PAYB R FIXED 2YR UK 5.16 | IRS09158G | -1,788,341 | $0.00 | 0.00% |
| PAYB R FIXED 1YR YR FWD | IRS08118 | -5,363,285 | $0.00 | 0.00% |
| PAYB R FIXED 2YR SEK 3.50 | IRS10278A | -387,820,123 | $0.00 | 0.00% |
| TOLL BROS. CDS 09/20/13 | CD8GHDBFB | -740,000 | -$345.29 | -0.00% |
| RECV R FIXED 2YR UK 4.29 | IRS10298G | 2,788,496 | -$744.26 | -0.00% |
| RECV R FIXED 2YR SE 3.48 | IRS10278 | 15,042,253 | -$4,150.32 | -0.00% |
| UK 5 YR CDS 12/20/13 | CDX9A17DE | 4,945,000 | -$31,502.88 | -0.00% |
| CAPITAL ONE CDS 9/20/13 | CD1F445BA | -1,415,000 | -$44,942.31 | -0.00% |
| CDX NA HY 11 12/20/13 | CDX111010 | -11,290,000 | -$2,135,729.30 | -0.25% |
| CDX NA HY 11 12/20/13 | CDX11108A | -11,290,000 | -$2,135,729.30 | -0.25% |
| CDX NA HY 11 12/20/13 | CDX11108B | -11,290,000 | -$2,135,729.30 | -0.25% |
| CDX NA HY 11 12/20/13 | CDX11108C | -11,290,000 | -$2,135,729.30 | -0.25% |
| Total Long Positions | | | $855,094,930.49 | |
| Total Short Positions | | | -$8,624,602.26 | |
| Total Fund Assets | | | $846,470,328.23 | 100.00% |
