| Security | Rate | Maturity
Date | Par Value | Book Value | Market Value | Yield |
|---|
|
| 990490/0 CDS EUR P F 2.20000 | 2.20 | 6/20/2013 | (5,000,000.00) | (7,910,003.15) | (7,877,749.93) | 1.40 |
| 990490/0 CDS EUR R V 00MEVENT | 1.00 | 6/20/2013 | 5,000,000.00 | 7,910,003.15 | 7,877,749.93 | 0.63 |
| A BEST 2 SRL | 4.85 | 10/1/2015 | 6,250,000.00 | 9,119,953.05 | 9,847,679.77 | 3.08 |
| AGRISECURITIES SRL | 4.51 | 12/8/2023 | 2,224,174.12 | 3,269,795.76 | 3,497,485.15 | 2.87 |
| ALLIANCE + LEICESTER | 4.75 | 3/1/2011 | 1,704,000.00 | 3,193,660.30 | 3,112,062.37 | 2.60 |
| ALLIANCE + LEICESTER PLC | 4.25 | 12/30/2008 | 1,590,000.00 | 3,229,512.01 | 3,087,098.24 | 2.19 |
| AMER INTL GRP | 4.88 | 3/15/2067 | 2,200,000.00 | 2,879,569.44 | 2,585,612.39 | 4.15 |
| ARENA 2006 I BV | 4.73 | 12/17/2064 | 5,925,216.00 | 8,599,783.83 | 9,147,905.64 | 3.06 |
| ASF | 5.63 | 7/4/2022 | 800,000.00 | 1,070,450.90 | 1,136,605.54 | 3.96 |
| AUST + NZ BANK GRP | 4.45 | 2/5/2015 | 4,300,000.00 | 4,985,586.52 | 6,528,713.77 | 2.93 |
| AUSTRALIA (COMMONWEALTH OF) | 6.00 | 2/15/2017 | 26,030,000.00 | 23,102,132.18 | 24,226,517.11 | 6.45 |
| AUSTRIA (REP OF) | 4.65 | 1/15/2018 | 4,600,000.00 | 6,329,597.18 | 7,155,341.35 | 2.99 |
| AUSTRIA (REPUBLIC OF) | 3.50 | 7/15/2015 | 24,500,000.00 | 31,373,064.78 | 35,666,528.54 | 2.40 |
| AUTO ABS COMPARTIMENT | 4.94 | 7/25/2017 | 1,500,000.00 | 2,178,666.93 | 2,325,778.83 | 3.19 |
| BANCAJA 8 TITULIZ M BKD EUR A | 4.94 | 10/25/2037 | 920,828.46 | 1,284,527.63 | 1,317,705.13 | 3.45 |
| BANK OF AMERICA CORPORATION | 4.00 | 3/28/2018 | 4,450,000.00 | 6,111,128.85 | 6,090,935.70 | 2.92 |
| BANKINTER SA | 5.00 | 5/14/2010 | 1,000,000.00 | 1,555,159.07 | 1,550,103.28 | 3.23 |
| BARCLAYS BANK PLC | 6.00 | 1/23/2018 | 10,427,000.00 | 15,861,421.45 | 15,758,528.83 | 3.97 |
| BARCLAYS BANK PLC/PREF SHS | 4.88 | 12/29/2049 | 1,560,000.00 | 1,937,781.50 | 1,873,674.29 | 4.06 |
| BELGIUM (KINGDOM OF) | 5.50 | 9/28/2017 | 5,358,000.00 | 8,757,845.60 | 8,811,209.85 | 3.34 |
| BELGIUM (KINGDOM OF) | 5.50 | 3/28/2028 | 11,500,000.00 | 17,297,944.11 | 18,871,843.19 | 3.35 |
| BES FINANCE LTD | 5.58 | 7/29/2049 | 1,355,000.00 | 1,860,671.37 | 1,790,302.17 | 4.22 |
| BK TOKYO MITSU UFJ | 3.50 | 12/16/2015 | 3,800,000.00 | 4,590,070.87 | 5,515,846.09 | 2.41 |
| BRAZIL(FED REP OF) | 8.50 | 9/24/2012 | 4,450,000.00 | 5,752,016.88 | 7,539,140.60 | 5.02 |
| CAISSE NATIONALE CAISSE D EPAR | 4.75 | 2/28/2049 | 950,000.00 | 1,206,236.51 | 1,156,690.81 | 3.90 |
