<SEC-DOCUMENT>0000928816-11-001218.txt : 20110826
<SEC-HEADER>0000928816-11-001218.hdr.sgml : 20110826
<ACCEPTANCE-DATETIME>20110826160606
ACCESSION NUMBER:		0000928816-11-001218
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20110630
FILED AS OF DATE:		20110826
DATE AS OF CHANGE:		20110826
EFFECTIVENESS DATE:		20110826

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			PUTNAM MASTER INTERMEDIATE INCOME TRUST
		CENTRAL INDEX KEY:			0000830622
		IRS NUMBER:				046584465
		FISCAL YEAR END:			0930

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05498
		FILM NUMBER:		111060074

	BUSINESS ADDRESS:	
		STREET 1:		ONE POST OFFICE SQ
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02109
		BUSINESS PHONE:		6172921562

	MAIL ADDRESS:	
		STREET 1:		ONE POST OFFICE SQ
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02109
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>a_mastinterminc.htm
<DESCRIPTION>PUTNAM MASTER INTERMEDIATE INCOME TRUST
<TEXT>
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<tr valign=top><td></td><td align=center colspan=2><font size=+2>UNITED STATES<br>SECURITIES AND EXCHANGE COMMISSION</font></td></tr></table>



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<tr valign=top><td></td><td align=center colspan=2><font size=+3><br><b>FORM N-Q</b><br><br></font></td></tr></table>




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<tr valign=top><td></td><td align=center colspan=2><font size=+2><b>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED<br>MANAGEMENT INVESTMENT COMPANY</b><br><br><br><br></font></td></tr></table>




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<tr valign=top><td></td><td>Investment Company Act file number:</td>	<td>(811-05498)</td></tr></table>




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<tr valign=top><td></td><td>Exact name of registrant as specified in charter:</td>	<td>Putnam Master Intermediate Income Trust</td></tr></table>




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<tr valign=top><td></td><td>Address of principal executive offices:</td>	<td>One Post Office Square, Boston, Massachusetts 02109</td></tr></table>




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<tr valign=top><td></td><td>Name and address of agent for service:</td>	<td>Beth S. Mazor, Vice President<br>One Post Office Square<br>Boston, Massachusetts 02109</td></tr></table>




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<tr valign=top><td></td><td align=right>Copy to:&nbsp;&nbsp;&nbsp&nbsp;&nbsp;&nbsp;&nbsp&nbsp;</td>	<td>John W. Gerstmayr, Esq.<br>Ropes & Gray LLP<br>800 Boylston Street<br>Boston, Massachusetts 02199-3600</td></tr></table>




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<tr valign=top><td></td><td>Registrant&#8217;s telephone number, including area code:</td>	<td>(617) 292-1000</td></tr></table>




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<tr valign=top><td></td><td>Date of fiscal year end:</td>	<td>September 30, 2011</td></tr></table>




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<tr valign=top><td></td><td>Date of reporting period:</td>	<td>June 30, 2011</td></tr></table>






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<br><tr valign=top><td></td><td><br><br><u>Item 1. Schedule of Investments:</td>	<td></u></td></tr></table><br>















































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		<TR><TD></TD><TD colspan=6><FONT size=+3><B>Putnam Master Intermediate Income Trust</B></FONT></TD></TR>
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		<TR><TD></TD><TD colspan=6><FONT size=+1><B>The fund's portfolio</B></FONT></TD></TR>
		<TR><TD></TD><TD colspan=6><FONT size=+1><B>6/30/11 (Unaudited)</B></FONT></TD></TR><TR height=24><TD></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>CORPORATE BONDS AND NOTES (31.3%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Basic materials (2.5%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Associated Materials, LLC 144A company guaranty sr. notes 9 1/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$215,000</TD>	<TD vAlign=bottom align=right>$214,463</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Atkore International, Inc. 144A sr. notes 9 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>177,000</TD>	<TD vAlign=bottom align=right>185,850</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Catalyst Paper Corp. 144A company guaranty sr. notes 11s, 2016 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>89,775</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Celanese US Holdings, LLC company guaranty sr. unsec. notes 6 5/8s, 2018 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>270,000</TD>	<TD vAlign=bottom align=right>284,850</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Celanese US Holdings, LLC sr. notes 5 7/8s, 2021 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>185,000</TD>	<TD vAlign=bottom align=right>189,163</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Chemtura Corp. company guaranty sr. unsec. unsub. notes 7 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>72,000</TD>	<TD vAlign=bottom align=right>75,420</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Clondalkin Acquisition BV 144A company guaranty sr. notes FRN 2.247s, 2013 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>71,625</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Exopack Holding Corp. 144A sr. notes 10s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>148,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ferro Corp. sr. unsec. notes 7 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>423,000</TD>	<TD vAlign=bottom align=right>438,863</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>FMG Resources August 2006 Pty, Ltd. 144A sr. notes 7s, 2015 (Australia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>284,000</TD>	<TD vAlign=bottom align=right>289,594</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>FMG Resources August 2006 Pty, Ltd. 144A sr. notes 6 7/8s, 2018 (Australia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>230,000</TD>	<TD vAlign=bottom align=right>234,100</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hexion U.S. Finance Corp./Hexion Nova Scotia Finance, ULC company guaranty notes 9s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>205,000</TD>	<TD vAlign=bottom align=right>210,125</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hexion U.S. Finance Corp./Hexion Nova Scotia Finance, ULC company guaranty sr. notes 8 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>160,000</TD>	<TD vAlign=bottom align=right>166,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Huntsman International, LLC company guaranty sr. unsec. sub. notes 8 5/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>287,000</TD>	<TD vAlign=bottom align=right>312,113</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>INEOS Finance PLC 144A company guaranty sr. notes 9s, 2015 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>211,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ineos Group Holdings, Ltd. company guaranty sr. unsec. notes Ser. REGS, 7 7/8s, 2016 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>350,000</TD>	<TD vAlign=bottom align=right>490,240</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>JMC Steel Group 144A sr. notes 8 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$70,000</TD>	<TD vAlign=bottom align=right>71,050</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>KRATON Polymers, LLC/KRATON Polymers Capital Corp. sr. notes 6 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>30,000</TD>	<TD vAlign=bottom align=right>30,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Kronos International, Inc. sr. notes 6 1/2s, 2013 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>288,800</TD>	<TD vAlign=bottom align=right>421,573</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lyondell Chemical Co. sr. notes 11s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$705,000</TD>	<TD vAlign=bottom align=right>789,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lyondell Chemical Co. 144A company guaranty sr. notes 8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>439,000</TD>	<TD vAlign=bottom align=right>488,388</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Momentive Performance Materials, Inc. notes 9s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>296,000</TD>	<TD vAlign=bottom align=right>301,920</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NewPage Corp. company guaranty sr. notes 11 3/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>128,000</TD>	<TD vAlign=bottom align=right>119,360</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nexeo Solutions, LLC/Nexeo Solutions Finance Corp. 144A company guaranty sr. sub. notes 8 3/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>60,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Novelis, Inc. company guaranty sr. unsec. notes 8 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>215,000</TD>	<TD vAlign=bottom align=right>232,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Novelis, Inc. company guaranty sr. unsec. notes 7 1/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>243,000</TD>	<TD vAlign=bottom align=right>244,519</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>PE Paper Escrow GmbH sr. notes Ser. REGS, 11 3/4s, 2014 (Austria)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>405,000</TD>	<TD vAlign=bottom align=right>658,586</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Rockwood Specialties Group, Inc. company guaranty sr. unsec. sub. notes 7 5/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>73,505</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SGL Carbon SE company guaranty sr. sub. notes FRN Ser. EMTN, 2.67s, 2015 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>152,000</TD>	<TD vAlign=bottom align=right>217,508</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Smurfit Kappa Funding PLC sr. unsec. sub. notes 7 3/4s, 2015 (Ireland)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$115,000</TD>	<TD vAlign=bottom align=right>116,150</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Solutia, Inc. company guaranty sr. unsec. notes 8 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>143,000</TD>	<TD vAlign=bottom align=right>155,155</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Solutia, Inc. company guaranty sr. unsec. notes 7 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>292,000</TD>	<TD vAlign=bottom align=right>315,360</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Steel Dynamics, Inc. company guaranty sr. unsec. unsub. notes 7 3/8s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>25,000</TD>	<TD vAlign=bottom align=right>26,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Steel Dynamics, Inc. sr. unsec. unsub. notes 7 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>269,000</TD>	<TD vAlign=bottom align=right>282,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Styrolution Group GmbH 144A sr. notes 7 5/8s, 2016 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>140,378</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Teck Resources Limited sr. notes 10 1/4s, 2016 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>177,000</TD>	<TD vAlign=bottom align=right>211,515</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Thompson Creek Metals Co., Inc. 144A company guaranty sr. notes 7 3/8s, 2018 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>102,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>TPC Group, LLC 144A sr. notes 8 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>212,000</TD>	<TD vAlign=bottom align=right>219,950</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tube City IMS Corp. company guaranty sr. unsec. sub. notes 9 3/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>218,000</TD>	<TD vAlign=bottom align=right>225,085</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>USG Corp. 144A company guaranty sr. notes 8 3/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>68,950</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Verso Paper Holdings, LLC/Verso Paper, Inc. sr. notes 11 1/2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>175,000</TD>	<TD vAlign=bottom align=right>186,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Verso Paper Holdings, LLC/Verso Paper, Inc. 144A sr. notes 8 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>85,000</TD>	<TD vAlign=bottom align=right>75,650</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>9,447,708</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Capital goods (1.6%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Alliant Techsystems, Inc. sr. sub. notes 6 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>199,000</TD>	<TD vAlign=bottom align=right>202,980</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Allison Transmission, Inc. 144A company guaranty sr. unsec. notes 7 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>58,350</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Altra Holdings, Inc. company guaranty sr. notes 8 1/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>102,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>American Axle & Manufacturing, Inc. company guaranty sr. unsec. notes 5 1/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>104,000</TD>	<TD vAlign=bottom align=right>102,700</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>American Axle & Manufacturing, Inc. company guaranty sr. unsec. unsub. notes 7 7/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>35,000</TD>	<TD vAlign=bottom align=right>35,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>American Axle & Manufacturing, Inc. 144A company guaranty sr. notes 9 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>81,000</TD>	<TD vAlign=bottom align=right>88,290</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ardagh Packaging Finance PLC sr. notes Ser. REGS, 7 3/8s, 2017 (Ireland)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>204,424</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>BE Aerospace, Inc. sr. unsec. unsub. notes 6 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$298,000</TD>	<TD vAlign=bottom align=right>311,410</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Berry Plastics Corp. company guaranty notes FRN 4.122s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>186,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Berry Plastics Corp. company guaranty sr. notes 9 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>97,000</TD>	<TD vAlign=bottom align=right>96,273</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Berry Plastics Corp. notes 9 3/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>24,000</TD>	<TD vAlign=bottom align=right>23,220</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Briggs & Stratton Corp. company guaranty sr. unsec. notes 6 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>148,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Crown Americas, LLC/Crown Americas Capital Corp. III 144A sr. notes 6 1/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>141,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Crown Euro Holdings SA 144A sr. notes 7 1/8s, 2018 (France)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>74,260</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Delphi Corp. 144A sr. notes 6 1/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$150,000</TD>	<TD vAlign=bottom align=right>148,125</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Exide Technologies 144A sr. notes 8 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>98,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Graham Packaging Co., Inc. company guaranty sr. unsec. notes 8 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>111,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Griffon Corp. 144A company guaranty sr. unsec. notes 7 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>70,263</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Kratos Defense & Security Solutions, Inc. company guaranty sr. notes 10s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>157,000</TD>	<TD vAlign=bottom align=right>165,635</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Kratos Defense & Security Solutions, Inc. 144A sr. notes 10s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>225,000</TD>	<TD vAlign=bottom align=right>237,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Mueller Water Products, Inc. company guaranty sr. unsec. unsub. notes 8 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>30,000</TD>	<TD vAlign=bottom align=right>32,475</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Pittsburgh Glass Works, LLC 144A sr. notes 8 1/2s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>133,000</TD>	<TD vAlign=bottom align=right>136,658</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Polypore International, Inc. company guaranty sr. unsec. notes 7 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>121,613</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Pregis Corp. company guaranty sr. sub. notes 12 3/8s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>110,000</TD>	<TD vAlign=bottom align=right>109,038</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Rexel SA company guaranty sr. unsec. notes 8 1/4s, 2016 (France)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>358,000</TD>	<TD vAlign=bottom align=right>558,215</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Reynolds Group DL Escrow, Inc./Reynolds Group Escrow, LLC 144A sr. notes 8 1/2s, 2016 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>377,000</TD>	<TD vAlign=bottom align=right>559,064</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Reynolds Group Issuer, Inc. 144A company guaranty sr. notes 7 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$130,000</TD>	<TD vAlign=bottom align=right>129,025</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Reynolds Group Issuer, Inc. 144A company guaranty sr. unsec. notes 9s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>98,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ryerson, Inc. company guaranty sr. notes 12s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>334,000</TD>	<TD vAlign=bottom align=right>354,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Teleflex, Inc. company guaranty sr. unsec. sub. notes 6 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>160,000</TD>	<TD vAlign=bottom align=right>162,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tenneco, Inc. company guaranty sr. unsec. unsub. notes 7 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>157,125</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tenneco, Inc. company guaranty sr. unsub. notes 6 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>142,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Terex Corp. sr. unsec. sub. notes 8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>58,000</TD>	<TD vAlign=bottom align=right>59,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Thermadyne Holdings Corp. 144A sr. notes 9s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>323,000</TD>	<TD vAlign=bottom align=right>337,535</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Thermon Industries, Inc. company guaranty sr. notes 9 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>137,000</TD>	<TD vAlign=bottom align=right>146,933</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>TransDigm, Inc. 144A sr. sub. notes 7 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>290,000</TD>	<TD vAlign=bottom align=right>304,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Zinc Capital SA 144A sr. notes 8 7/8s, 2018 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>110,000</TD>	<TD vAlign=bottom align=right>157,682</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>6,174,393</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Communication services (4.2%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>AMC Networks, Inc. 144A company guaranty sr. unsec notes 7 3/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$85,000</TD>	<TD vAlign=bottom align=right>88,825</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bresnan Broadband Holdings, LLC 144A company guaranty sr. unsec. unsub. notes 8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>78,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cablevision Systems Corp. sr. unsec. unsub. notes 8 5/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>216,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cablevision Systems Corp. sr. unsec. unsub. notes 8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>160,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CCH II, LLC/CCH II Capital company guaranty sr. unsec. notes 13 1/2s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>237,462</TD>	<TD vAlign=bottom align=right>279,612</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CCO Holdings, LLC/CCO Holdings Capital Corp. company guaranty sr. unsec. notes 6 1/2s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>180,000</TD>	<TD vAlign=bottom align=right>177,300</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CCO Holdings, LLC/CCO Holdings Capital Corp. company guaranty sr. unsub. notes 7s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>144,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cequel Communications Holdings I LLC/Cequel Capital Corp. 144A sr. notes 8 5/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>146,000</TD>	<TD vAlign=bottom align=right>151,840</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cincinnati Bell, Inc. company guaranty sr. unsec. notes 7s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>88,000</TD>	<TD vAlign=bottom align=right>89,100</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cincinnati Bell, Inc. company guaranty sr. unsec. sub. notes 8 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>270,000</TD>	<TD vAlign=bottom align=right>255,825</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Clearwire Communications, LLC/Clearwire Finance, Inc. 144A company guaranty sr. notes 12s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>760,000</TD>	<TD vAlign=bottom align=right>814,150</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cricket Communications, Inc. company guaranty sr. unsec. notes 7 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>285,000</TD>	<TD vAlign=bottom align=right>279,300</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cricket Communications, Inc. company guaranty sr. unsec. unsub. notes 10s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>354,000</TD>	<TD vAlign=bottom align=right>381,435</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cricket Communications, Inc. company guaranty sr. unsub. notes 7 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>480,000</TD>	<TD vAlign=bottom align=right>508,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Crown Castle International Corp. sr. unsec. notes 7 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>73,675</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CSC Holdings LLC sr. notes 6 3/4s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>81,000</TD>	<TD vAlign=bottom align=right>83,329</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CSC Holdings LLC sr. unsec. unsub. notes 8 1/2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>66,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Digicel Group, Ltd. 144A sr. unsec. notes 8 1/4s, 2017 (Jamaica)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>326,000</TD>	<TD vAlign=bottom align=right>338,225</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>EH Holding Corp. 144A sr. notes 6 1/2s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>152,625</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>EH Holding Corp. 144A sr. unsec. notes 7 5/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>270,000</TD>	<TD vAlign=bottom align=right>275,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Frontier Communications Corp. sr. unsec. notes 8 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>753,000</TD>	<TD vAlign=bottom align=right>817,005</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Inmarsat Finance PLC 144A company guaranty sr. notes 7 3/8s, 2017 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>365,000</TD>	<TD vAlign=bottom align=right>386,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Intelsat Jackson Holdings SA 144A company guaranty sr. notes 7 1/2s, 2021 (Bermuda)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>212,000</TD>	<TD vAlign=bottom align=right>210,675</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Intelsat Luxembourg SA company guaranty sr. unsec. notes 11 1/2s, 2017 (Luxembourg)<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>871,812</TD>	<TD vAlign=bottom align=right>937,198</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Intelsat Luxembourg SA company guaranty sr. unsec. notes 11 1/4s, 2017 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>253,000</TD>	<TD vAlign=bottom align=right>271,659</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Intelsat Luxembourg SA 144A company guaranty sr. unsec. notes 11 1/2s, 2017 (Luxembourg)<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>145,125</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Kabel BW Erste Beteiligungs GmbH/Kabel Baden-Wurttemberg GmbH & Co. KG 144A company guaranty sr. notes 7 1/2s, 2019 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>130,000</TD>	<TD vAlign=bottom align=right>191,580</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Kabel Deutchland V&S 144A sr. notes 6 1/2s, 2018 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>151,268</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Level 3 Financing, Inc. company guaranty sr. unsec. unsub. notes 9 1/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$220,000</TD>	<TD vAlign=bottom align=right>226,325</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Level 3 Financing, Inc. 144A company guaranty sr. unsec. unsub. notes 9 3/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>124,000</TD>	<TD vAlign=bottom align=right>129,270</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Mediacom LLC/Mediacom Capital Corp. sr. unsec. notes 9 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>59,000</TD>	<TD vAlign=bottom align=right>62,245</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>MetroPCS Wireless, Inc. company guaranty sr. unsec. notes 7 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>456,000</TD>	<TD vAlign=bottom align=right>482,220</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>MetroPCS Wireless, Inc. company guaranty sr. unsec. notes 6 5/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>139,000</TD>	<TD vAlign=bottom align=right>137,610</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NII Capital Corp. company guaranty sr. unsec. unsub. notes 10s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>360,000</TD>	<TD vAlign=bottom align=right>417,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NII Capital Corp. company guaranty sr. unsec. unsub. notes 7 5/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>65,000</TD>	<TD vAlign=bottom align=right>67,763</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>PAETEC Holding Corp. company guaranty sr. notes 8 7/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>261,000</TD>	<TD vAlign=bottom align=right>274,050</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>PAETEC Holding Corp. 144A sr. unsec. notes 9 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>156,000</TD>	<TD vAlign=bottom align=right>161,655</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Phones4U Finance PLC 144A sr. notes 9 1/2s, 2018 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>180,000</TD>	<TD vAlign=bottom align=right>274,763</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Qwest Communications International, Inc. company guaranty 7 1/2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$181,000</TD>	<TD vAlign=bottom align=right>183,715</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Qwest Corp. sr. unsec. notes 7 1/2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>84,094</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Qwest Corp. sr. unsec. unsub. notes 8 7/8s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,003,000</TD>	<TD vAlign=bottom align=right>1,055,658</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SBA Telecommunications, Inc. company guaranty sr. unsec. notes 8 1/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>112,350</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SBA Telecommunications, Inc. company guaranty sr. unsec. notes 8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>180,000</TD>	<TD vAlign=bottom align=right>191,475</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sprint Nextel Corp. sr. notes 8 3/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,100,000</TD>	<TD vAlign=bottom align=right>1,208,625</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sprint Nextel Corp. sr. unsec. notes 6s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>117,000</TD>	<TD vAlign=bottom align=right>116,854</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sunrise Communications Holdings SA 144A company guaranty sr. notes 8 1/2s, 2018 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>150,118</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Unitymedia GmbH company guaranty sr. notes Ser. REGS, 9 5/8s, 2019 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>293,000</TD>	<TD vAlign=bottom align=right>458,531</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH 144A company guaranty sr. notes 8 1/8s, 2017 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>218,000</TD>	<TD vAlign=bottom align=right>330,391</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>UPC Holdings BV sr. notes 9 3/4s, 2018 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>361,000</TD>	<TD vAlign=bottom align=right>556,052</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Virgin Media Finance PLC company guaranty sr. unsec. bond 8 7/8s, 2019 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>88,439</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Wind Acquisition Finance SA sr. notes Ser. REGS, 11 3/4s, 2017 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>285,000</TD>	<TD vAlign=bottom align=right>463,425</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Wind Acquisition Finance SA 144A company guaranty sr. notes 7 3/8s, 2018 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>325,000</TD>	<TD vAlign=bottom align=right>481,060</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Windstream Corp. company guaranty sr. unsec. unsub. notes 8 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$60,000</TD>	<TD vAlign=bottom align=right>63,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Windstream Corp. company guaranty sr. unsec. unsub. notes 7 7/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>247,000</TD>	<TD vAlign=bottom align=right>262,129</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Windstream Corp. company guaranty sr. unsec. unsub. notes 7 3/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>141,075</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>15,908,593</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Conglomerates (0.1%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SPX Corp. sr. unsec. notes 7 5/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>127,075</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SPX Corp. 144A company guaranty sr. unsec. notes 6 7/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>74,900</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>201,975</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Consumer cyclicals (5.5%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Affinion Group Holdings, Inc. 144A company guaranty sr. notes 11 5/8s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>20,000</TD>	<TD vAlign=bottom align=right>20,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Affinion Group, Inc. company guaranty sr. unsec. sub. notes 11 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>250,000</TD>	<TD vAlign=bottom align=right>258,125</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Affinion Group, Inc. 144A sr. notes 7 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>407,000</TD>	<TD vAlign=bottom align=right>380,545</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>AMC Entertainment, Inc. 144A sr. sub. notes 9 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>170,000</TD>	<TD vAlign=bottom align=right>173,825</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>American Casino & Entertainment Properties LLC sr. notes 11s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>181,000</TD>	<TD vAlign=bottom align=right>189,145</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ameristar Casinos, Inc. 144A sr. notes 7 1/2s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>170,000</TD>	<TD vAlign=bottom align=right>175,313</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ARAMARK Holdings Corp. 144A sr. notes 8 5/8s, 2016<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>74,000</TD>	<TD vAlign=bottom align=right>75,295</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Aston Martin Capital, Ltd. 144A company guaranty sr. notes 9 1/4s, 2018 (Jersey)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>160,927</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Autonation, Inc. company guaranty sr. unsec. notes 6 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$255,000</TD>	<TD vAlign=bottom align=right>265,838</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Beazer Homes USA, Inc. 144A sr. notes 9 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>98,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bon-Ton Department Stores, Inc. (The) company guaranty 10 1/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>285,000</TD>	<TD vAlign=bottom align=right>285,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Brickman Group Holdings, Inc. 144A sr. notes 9 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>52,000</TD>	<TD vAlign=bottom align=right>52,390</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Building Materials Corp. 144A company guaranty sr. notes 7 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>104,625</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Building Materials Corp. 144A sr. notes 6 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>76,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Building Materials Corp. 144A sr. notes 6 3/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>180,000</TD>	<TD vAlign=bottom align=right>180,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Burlington Coat Factory Warehouse Corp. 144A company guaranty sr. unsec. notes 10s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>138,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Caesars Entertainment Operating Co., Inc. company guaranty sr. notes 10s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>155,000</TD>	<TD vAlign=bottom align=right>139,888</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Caesars Entertainment Operating Co., Inc. sr. notes 11 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>350,000</TD>	<TD vAlign=bottom align=right>386,313</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Carlson Wagonlit BV company guaranty sr. sec. notes FRN Ser. REGS, 7.135s, 2015 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>275,000</TD>	<TD vAlign=bottom align=right>382,410</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp. company guaranty sr. unsec. notes 9 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$70,000</TD>	<TD vAlign=bottom align=right>74,725</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cenveo Corp. company guaranty sr. notes 8 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>110,000</TD>	<TD vAlign=bottom align=right>106,700</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cenveo Corp. 144A company guaranty sr. unsec. notes 10 1/2s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>120,000</TD>	<TD vAlign=bottom align=right>117,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Chrysler Group, LLC/CG Co-Issuer, Inc. 144A company guaranty sr. notes 8 1/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>305,000</TD>	<TD vAlign=bottom align=right>299,663</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cinemark USA, Inc. 144A company guaranty sr. sub. notes 7 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>40,000</TD>	<TD vAlign=bottom align=right>39,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CityCenter Holdings LLC/CityCenter Finance Corp. 144A company guaranty sr. notes 10 3/4s, 2017<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>271,000</TD>	<TD vAlign=bottom align=right>294,035</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Clear Channel Communications, Inc. company guaranty unsec. unsub. notes 10 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>99,000</TD>	<TD vAlign=bottom align=right>89,348</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Clear Channel Communications, Inc. 144A company guaranty sr. notes 9s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>183,000</TD>	<TD vAlign=bottom align=right>176,824</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Clear Channel Worldwide Holdings, Inc. company guaranty sr. unsec. unsub. notes Ser. B, 9 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>453,000</TD>	<TD vAlign=bottom align=right>493,770</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Compucom Systems, Inc. 144A sr. sub. notes 12 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>155,000</TD>	<TD vAlign=bottom align=right>163,138</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Conti-Gummi Finance B.V. company guaranty bonds Ser. REGS, 7 1/8s, 2018 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>307,000</TD>	<TD vAlign=bottom align=right>457,184</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cumulus Media, Inc. 144A sr. notes 7 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$235,000</TD>	<TD vAlign=bottom align=right>226,775</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DIRECTV Holdings, LLC/DIRECTV Financing Co., Inc. company guaranty sr. unsec. notes 7 5/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>117,000</TD>	<TD vAlign=bottom align=right>127,530</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DISH DBS Corp. company guaranty 6 5/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>634,000</TD>	<TD vAlign=bottom align=right>667,285</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DISH DBS Corp. 144A company guaranty sr. unsec. notes 6 3/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>192,000</TD>	<TD vAlign=bottom align=right>196,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DR Horton, Inc. sr. notes 7 7/8s, 2011</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>30,000</TD>	<TD vAlign=bottom align=right>30,075</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Enterprise Inns PLC sr. unsub. mtge. notes 6 1/2s, 2018 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>136,888</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>FelCor Escrow Holdings, LLC 144A sr. notes 6 3/4s, 2019<sup><B><I>(R)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$300,000</TD>	<TD vAlign=bottom align=right>288,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ford Motor Credit Co., LLC sr. unsec. notes 7s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>125,000</TD>	<TD vAlign=bottom align=right>135,020</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ford Motor Credit Co., LLC sr. unsec. notes 5s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>385,000</TD>	<TD vAlign=bottom align=right>383,684</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>General Motors Financial Co., Inc. 144A sr. notes 6 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>105,263</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Goodyear Tire & Rubber Co. (The) sr. unsec. notes 10 1/2s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>19,000</TD>	<TD vAlign=bottom align=right>21,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Gray Television, Inc. company guaranty sr. notes 10 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>210,000</TD>	<TD vAlign=bottom align=right>218,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Grohe Holding GmbH 144A company guaranty sr. notes FRN 5.471s, 2017 (Germany)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>313,000</TD>	<TD vAlign=bottom align=right>446,941</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Grupo Televisa SA sr. unsec. notes 6s, 2018 (Mexico)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$460,000</TD>	<TD vAlign=bottom align=right>500,073</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Gymboree Corp. 144A sr. unsec. notes 9 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>85,000</TD>	<TD vAlign=bottom align=right>79,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hanesbrands, Inc. company guaranty sr. unsec. notes 6 3/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>175,000</TD>	<TD vAlign=bottom align=right>169,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Interactive Data Corp. 144A company guaranty sr. notes 10 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>434,000</TD>	<TD vAlign=bottom align=right>471,975</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Isle of Capri Casinos, Inc. company guaranty 7s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>148,688</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Isle of Capri Casinos, Inc. 144A company guaranty sr. unsec. notes 7 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>356,000</TD>	<TD vAlign=bottom align=right>359,560</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ISS Holdings A/S sr. sub. notes Ser. REGS, 8 7/8s, 2016 (Denmark)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>505,000</TD>	<TD vAlign=bottom align=right>755,104</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Jarden Corp. company guaranty sr. unsec. sub. notes 7 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$165,000</TD>	<TD vAlign=bottom align=right>171,394</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Jarden Corp. company guaranty sr. unsec. sub. notes Ser. 1, 7 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>73,309</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lamar Media Corp. company guaranty sr. notes 9 3/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$100,000</TD>	<TD vAlign=bottom align=right>115,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lender Processing Services, Inc. company guaranty sr. unsec. unsub. notes 8 1/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>795,000</TD>	<TD vAlign=bottom align=right>775,125</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Levi Strauss & Co. sr. unsec. notes 8 7/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>72,625</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Limited Brands, Inc. company guaranty sr. unsec. notes 6 5/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>155,000</TD>	<TD vAlign=bottom align=right>158,100</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Macy's Retail Holdings, Inc. company guaranty sr. unsec. notes 5.9s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>195,000</TD>	<TD vAlign=bottom align=right>218,888</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Mashantucket Western Pequot Tribe 144A bonds Ser. A, 8 1/2s, 2015 (In default)<sup><B><I>(NON)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>340,000</TD>	<TD vAlign=bottom align=right>27,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Masonite International Corp. 144A company guaranty sr. notes 8 1/4s, 2021 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>55,000</TD>	<TD vAlign=bottom align=right>54,656</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>MGM Resorts International company guaranty sr. notes 9s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>114,975</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>MGM Resorts International company guaranty sr. unsec. notes 6 7/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>65,000</TD>	<TD vAlign=bottom align=right>60,938</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>MTR Gaming Group, Inc. company guaranty sr. notes 12 5/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>205,000</TD>	<TD vAlign=bottom align=right>211,919</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Navistar International Corp. sr. notes 8 1/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>330,000</TD>	<TD vAlign=bottom align=right>358,050</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Needle Merger Sub Corp. 144A sr. unsec. notes 8 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>136,013</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nielsen Finance, LLC/Nielsen Finance Co. 144A company guaranty sr. unsec. notes 7 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>145,000</TD>	<TD vAlign=bottom align=right>152,250</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nortek, Inc. 144A company guaranty sr. notes 8 1/2s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>155,000</TD>	<TD vAlign=bottom align=right>143,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nortek, Inc. 144A company guaranty sr. unsec. notes 10s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>115,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Owens Corning company guaranty sr. unsec. notes 9s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>542,000</TD>	<TD vAlign=bottom align=right>644,980</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Penn National Gaming, Inc. sr. unsec. sub. notes 8 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>54,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Penske Automotive Group, Inc. company guaranty sr. unsec. sub. notes 7 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>160,000</TD>	<TD vAlign=bottom align=right>163,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>PETCO Animal Supplies, Inc. 144A company guaranty sr. notes 9 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>106,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>PHH Corp. sr. unsec. unsub. notes 9 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>109,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Pinnacle Entertainment, Inc. company guaranty sr. unsec. notes 8 5/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>55,000</TD>	<TD vAlign=bottom align=right>59,056</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Pinnacle Entertainment, Inc. company guaranty sr. unsec. sub. notes 7 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>320,000</TD>	<TD vAlign=bottom align=right>325,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ply Gem Industries, Inc. 144A sr. notes 8 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>65,000</TD>	<TD vAlign=bottom align=right>61,588</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Polish Television Holding BV sr. notes stepped-coupon Ser. REGS, 11 1/4s (13s, 11/15/14), 2017 (Netherlands)<sup><B><I>(STP)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>380,000</TD>	<TD vAlign=bottom align=right>573,830</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>QVC Inc. 144A sr. notes 7 1/2s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$120,000</TD>	<TD vAlign=bottom align=right>127,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Realogy Corp. 144A company guaranty sr. notes 7 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>49,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Roofing Supply Group, LLC/Roofing Supply Finance, Inc. 144A sr. notes 8 5/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>139,825</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sabre Holdings Corp. sr. unsec. unsub. notes 8.35s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>152,000</TD>	<TD vAlign=bottom align=right>133,760</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Scotts Miracle-Gro Co. (The) 144A sr. notes 6 5/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>143,150</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sealy Mattress Co. sr. sub. notes 8 1/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>75,188</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sealy Mattress Co. 144A company guaranty sr. sec. notes 10 7/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>155,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sears Holdings Corp. 144A sr. notes 6 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>139,000</TD>	<TD vAlign=bottom align=right>128,923</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Standard Pacific Corp. company guaranty sr. unsec. notes 8 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>52,000</TD>	<TD vAlign=bottom align=right>50,960</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Standard Pacific Corp. company guaranty sr. unsec. unsub. notes 7s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>36,000</TD>	<TD vAlign=bottom align=right>36,090</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SugarHouse HSP Gaming Prop. Mezz LP/SugarHouse HSP Gaming Finance Corp. 144A notes 8 5/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>71,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Toys &#8220;R&#8221; Us, Inc. sr. unsec. unsub. notes 7 7/8s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>30,000</TD>	<TD vAlign=bottom align=right>31,650</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Toys R Us - Delaware, Inc. 144A company guaranty sr. notes 7 3/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>45,000</TD>	<TD vAlign=bottom align=right>45,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Toys R Us Property Co., LLC company guaranty sr. unsec. notes 10 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>293,000</TD>	<TD vAlign=bottom align=right>325,963</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Travelport LLC company guaranty 11 7/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>127,000</TD>	<TD vAlign=bottom align=right>109,220</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Travelport LLC company guaranty 9 7/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>155,000</TD>	<TD vAlign=bottom align=right>142,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Travelport, LLC/Travelport, Inc. company guaranty sr. unsec. notes 9s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>244,000</TD>	<TD vAlign=bottom align=right>217,770</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>TRW Automotive, Inc. company guaranty sr. unsec. unsub. notes Ser. REGS, 6 3/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>110,000</TD>	<TD vAlign=bottom align=right>166,553</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>TRW Automotive, Inc. 144A company guaranty sr. notes 7 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$350,000</TD>	<TD vAlign=bottom align=right>388,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Universal City Development Partners, Ltd. company guaranty sr. unsec. notes 8 7/8s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>245,000</TD>	<TD vAlign=bottom align=right>272,563</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Univision Communications, Inc. 144A sr. notes 6 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>198,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Vertis, Inc. company guaranty sr. notes 13 1/2s, 2014 (In default)<sup><B><I>(F)</I></B></sup><sup><B><I>(NON)</I></B></sup><sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>281,131</TD>	<TD vAlign=bottom align=right>14,057</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Visteon Corp. 144A sr. notes 6 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>250,000</TD>	<TD vAlign=bottom align=right>241,250</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Vulcan Materials Co. sr. unsec. unsub. notes 7 1/2s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>74,901</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp. company guaranty 1st mtge. notes 7 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>114,056</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>XM Satellite Radio, Inc. 144A company guaranty sr. unsec. notes 13s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>85,000</TD>	<TD vAlign=bottom align=right>99,663</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>XM Satellite Radio, Inc. 144A sr. unsec. notes 7 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>524,000</TD>	<TD vAlign=bottom align=right>547,580</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Yankee Acquisition Corp. company guaranty sr. notes Ser. B, 8 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>125,000</TD>	<TD vAlign=bottom align=right>128,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>YCC Holdings, LLC/Yankee Finance, Inc. 144A sr. unsec. notes 10 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>135,338</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Yonkers Racing Corp. 144A sr. notes 11 3/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>275,000</TD>	<TD vAlign=bottom align=right>298,375</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>21,047,668</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Consumer staples (1.9%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Anheuser-Busch InBev Worldwide, Inc. company guaranty sr. unsec. notes 9 3/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>BRL</TD>	<TD vAlign=bottom align=right>1,400,000</TD>	<TD vAlign=bottom align=right>903,285</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Archibald Candy Corp. company guaranty sub. notes 10s, 2011 (In default)<sup><B><I>(F)</I></B></sup><sup><B><I>(NON)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$88,274</TD>	<TD vAlign=bottom align=right>2,825</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Avis Budget Car Rental, LLC company guaranty sr. unsec. unsub. notes 9 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>112,088</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Avis Budget Car Rental, LLC company guaranty sr. unsec. unsub. notes 7 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>345,000</TD>	<TD vAlign=bottom align=right>351,038</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bumble Bee Acquisition Corp. 144A company guaranty sr. notes 9s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>201,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Burger King Corp. company guaranty sr. unsec. notes 9 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>184,000</TD>	<TD vAlign=bottom align=right>195,960</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Central Garden & Pet Co. company guaranty sr. sub. notes 8 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>198,000</TD>	<TD vAlign=bottom align=right>204,435</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CKE Holdings, Inc. 144A sr. notes 10 1/2s, 2016<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>91,913</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CKE Restaurants, Inc. company guaranty sr. notes 11 3/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>215,000</TD>	<TD vAlign=bottom align=right>234,888</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Claire's Stores, Inc. 144A sr. notes 8 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>130,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Constellation Brands, Inc. company guaranty sr. unsec. notes 7 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>23,000</TD>	<TD vAlign=bottom align=right>25,013</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Constellation Brands, Inc. company guaranty sr. unsec. unsub. notes 7 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>111,000</TD>	<TD vAlign=bottom align=right>121,268</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Dean Foods Co. company guaranty sr. unsec. unsub. notes 7s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>118,000</TD>	<TD vAlign=bottom align=right>116,820</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DineEquity, Inc. 144A sr. unsec. notes 9 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>124,775</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Dole Food Co. 144A sr. notes 8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>87,000</TD>	<TD vAlign=bottom align=right>91,133</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Dunkin Brands, Inc. 144A company guaranty sr. unsec. notes 9 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>47,000</TD>	<TD vAlign=bottom align=right>47,411</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>EC Finance PLC company guaranty sr. bonds Ser. REGS, 9 3/4s, 2017 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>339,000</TD>	<TD vAlign=bottom align=right>521,289</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Elizabeth Arden, Inc. sr. unsec. unsub. notes 7 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$165,000</TD>	<TD vAlign=bottom align=right>171,806</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Foodcorp (Pty), Ltd. 144A company guaranty sr. notes 8 3/4s, 2018 (South Africa)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>141,579</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hertz Corp. company guaranty sr. unsec. notes 8 7/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$5,000</TD>	<TD vAlign=bottom align=right>5,125</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hertz Corp. 144A company guaranty sr. unsec. notes 7 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>65,000</TD>	<TD vAlign=bottom align=right>66,950</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hertz Holdings Netherlands BV 144A sr. bonds 8 1/2s, 2015 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>156,000</TD>	<TD vAlign=bottom align=right>238,239</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>JBS USA LLC/JBS USA Finance, Inc. 144A sr. unsec. notes 7 1/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$620,000</TD>	<TD vAlign=bottom align=right>602,950</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Landry's Restaurants, Inc. 144A company guaranty sr. notes 11 5/8s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>72,000</TD>	<TD vAlign=bottom align=right>77,040</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Libbey Glass, Inc. sr. notes 10s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>49,000</TD>	<TD vAlign=bottom align=right>53,165</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Prestige Brands, Inc. company guaranty sr. unsec. notes 8 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>145,000</TD>	<TD vAlign=bottom align=right>151,888</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Prestige Brands, Inc. 144A company guaranty sr. unsec. notes 8 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>73,325</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Refresco Group BV 144A company guaranty sr. bonds 7 3/8s, 2018 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>292,683</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Rite Aid Corp. company guaranty sr. notes 7 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$315,000</TD>	<TD vAlign=bottom align=right>312,638</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Rite Aid Corp. company guaranty sr. unsec. unsub. notes 9 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>321,000</TD>	<TD vAlign=bottom align=right>292,913</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Rite Aid Corp. company guaranty sr. unsub. notes 8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>55,000</TD>	<TD vAlign=bottom align=right>59,263</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Roadhouse Financing, Inc. 144A sr. notes 10 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>120,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>RSC Equipment Rental, Inc. company guaranty sr. unsec. notes 8 1/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>94,525</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Service Corporation International sr. notes 7s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>80,000</TD>	<TD vAlign=bottom align=right>84,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Spectrum Brands, Inc. 144A sr. notes 9 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>265,000</TD>	<TD vAlign=bottom align=right>290,175</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Stewart Enterprises, Inc. 144A company guaranty sr. unsec. notes 6 1/2s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>185,000</TD>	<TD vAlign=bottom align=right>184,769</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>United Rentals North America, Inc. company guaranty sr. unsec. sub. notes 8 3/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>70,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>West Corp. 144A sr. notes 7 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>191,000</TD>	<TD vAlign=bottom align=right>185,270</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>West Corp. 144A sr. unsec. notes 8 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>8,000</TD>	<TD vAlign=bottom align=right>8,080</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>7,053,374</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Energy (5.4%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Alpha Natural Resources, Inc. company guaranty sr. unsec. notes 6 1/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>150,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Alpha Natural Resources, Inc. company guaranty sr. unsec. notes 6s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>159,000</TD>	<TD vAlign=bottom align=right>159,596</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Anadarko Petroleum Corp. sr. notes 5.95s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>283,000</TD>	<TD vAlign=bottom align=right>316,827</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Anadarko Petroleum Corp. sr. unsec. notes 6 3/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>164,000</TD>	<TD vAlign=bottom align=right>187,999</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Arch Coal, Inc. company guaranty sr. unsec. notes 7 1/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>305,000</TD>	<TD vAlign=bottom align=right>310,338</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Arch Coal, Inc. 144A company guaranty sr. unsec. notes 7s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>199,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Arch Western Finance, LLC company guaranty sr. notes 6 3/4s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>221,000</TD>	<TD vAlign=bottom align=right>221,276</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ATP Oil & Gas Corp. company guaranty sr. notes 11 7/8s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>65,000</TD>	<TD vAlign=bottom align=right>65,975</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Brigham Exploration Co. company guaranty sr. unsec. notes 8 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>286,000</TD>	<TD vAlign=bottom align=right>311,740</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Brigham Exploration Co. 144A company guaranty sr. unsec. notes 6 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>49,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Carrizo Oil & Gas, Inc. company guaranty sr. unsec notes 8 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>347,000</TD>	<TD vAlign=bottom align=right>357,410</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Chaparral Energy, Inc. company guaranty sr. unsec. notes 9 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>151,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Chaparral Energy, Inc. company guaranty sr. unsec. notes 8 7/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>398,000</TD>	<TD vAlign=bottom align=right>411,930</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Chesapeake Energy Corp. company guaranty sr. unsec. notes 9 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>495,000</TD>	<TD vAlign=bottom align=right>574,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Chesapeake Midstream Partners LP/CHKM Finance Corp. 144A company guaranty sr. notes 5 7/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>133,313</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Complete Production Services, Inc. company guaranty 8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>388,000</TD>	<TD vAlign=bottom align=right>405,460</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Concho Resources, Inc. company guaranty sr. unsec. notes 6 1/2s, 2022</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>225,000</TD>	<TD vAlign=bottom align=right>225,563</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CONSOL Energy, Inc. company guaranty sr. unsec. notes 8 1/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>125,000</TD>	<TD vAlign=bottom align=right>136,250</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CONSOL Energy, Inc. company guaranty sr. unsec. notes 8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>710,000</TD>	<TD vAlign=bottom align=right>773,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CONSOL Energy, Inc. 144A company guaranty sr. unsec. notes 6 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>30,000</TD>	<TD vAlign=bottom align=right>29,850</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Crosstex Energy LP/Crosstex Energy Finance Corp. company guaranty sr. unsec. notes 8 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>365,000</TD>	<TD vAlign=bottom align=right>388,725</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Denbury Resources, Inc. company guaranty sr. unsec. sub. notes 8 1/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>118,000</TD>	<TD vAlign=bottom align=right>128,620</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Denbury Resources, Inc. company guaranty sr. unsec. sub. notes 6 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>95,950</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>EXCO Resources, Inc. company guaranty sr. unsec. notes 7 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>405,000</TD>	<TD vAlign=bottom align=right>393,863</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ferrellgas LP/Ferrellgas Finance Corp. 144A sr. unsec. notes 6 1/2s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>98,000</TD>	<TD vAlign=bottom align=right>92,610</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Forbes Energy Services Ltd. 144A company guaranty sr. unsec. notes 9s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>147,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Frac Tech Services, LLC/Frac Tech Finance, Inc. 144A company guaranty sr. notes 7 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>180,000</TD>	<TD vAlign=bottom align=right>182,700</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Gazprom OAO Via Gaz Capital SA 144A sr. sec. bond 9 1/4s, 2019 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,055,000</TD>	<TD vAlign=bottom align=right>2,530,363</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Gazprom Via Gaz Capital SA 144A company guaranty sr. unsec. bond 8.146s, 2018 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>176,000</TD>	<TD vAlign=bottom align=right>204,211</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Gazprom Via OAO White Nights Finance BV notes 10 1/2s, 2014 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>230,000</TD>	<TD vAlign=bottom align=right>272,679</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Goodrich Petroleum Corp. 144A sr. notes 8 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>195,000</TD>	<TD vAlign=bottom align=right>195,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Helix Energy Solutions Group, Inc. 144A sr. unsec. notes 9 1/2s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>455,000</TD>	<TD vAlign=bottom align=right>468,650</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hornbeck Offshore Services, Inc. sr. notes Ser. B, 6 1/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>340,000</TD>	<TD vAlign=bottom align=right>336,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Inergy LP/Inergy Finance Corp. 144A sr. notes 6 7/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>211,000</TD>	<TD vAlign=bottom align=right>211,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Infinis PLC 144A sr. notes 9 1/8s, 2014 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>98,000</TD>	<TD vAlign=bottom align=right>163,570</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>James River Escrow, Inc. 144A sr. notes 7 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$70,000</TD>	<TD vAlign=bottom align=right>69,300</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Key Energy Services, Inc. company guaranty unsec. unsub. notes 6 3/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>94,050</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Laredo Petroleum, Inc. 144A sr. notes 9 1/2s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>188,000</TD>	<TD vAlign=bottom align=right>198,340</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lukoil International Finance BV 144A company guaranty sr. unsec. unsub. notes 7 1/4s, 2019 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>219,228</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>MEG Energy Corp. 144A company guaranty sr. unsec. notes 6 1/2s, 2021 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>135,675</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Milagro Oil & Gas 144A notes 10 1/2s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>225,000</TD>	<TD vAlign=bottom align=right>211,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nak Naftogaz Ukraine govt. guaranty unsec. notes 9 1/2s, 2014 (Ukraine)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>275,000</TD>	<TD vAlign=bottom align=right>298,691</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Newfield Exploration Co. sr. unsec. sub. notes 6 5/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>348,000</TD>	<TD vAlign=bottom align=right>353,220</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Offshore Group Investments, Ltd. company guaranty sr. notes 11 1/2s, 2015 (Cayman Islands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>125,063</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Offshore Group Investments, Ltd. 144A company guaranty sr. notes 11 1/2s, 2015 (Cayman Islands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>54,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>OPTI Canada, Inc. company guaranty sr. sec. notes 8 1/4s, 2014 (Canada) (In default)<sup><B><I>(NON)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>430,000</TD>	<TD vAlign=bottom align=right>178,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>OPTI Canada, Inc. 144A company guaranty sr. notes 9 3/4s, 2013 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>286,000</TD>	<TD vAlign=bottom align=right>283,140</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>OPTI Canada, Inc. 144A sr. notes 9s, 2012 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>89,000</TD>	<TD vAlign=bottom align=right>89,445</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Peabody Energy Corp. company guaranty 7 3/8s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>494,000</TD>	<TD vAlign=bottom align=right>558,220</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Peabody Energy Corp. company guaranty sr. unsec. unsub. notes 6 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>19,000</TD>	<TD vAlign=bottom align=right>20,425</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petrobras International Finance Co. company guaranty sr. unsec. notes 7 7/8s, 2019 (Brazil)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>440,000</TD>	<TD vAlign=bottom align=right>528,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petrobras International Finance Co. company guaranty sr. unsec. notes 5 3/8s, 2021 (Brazil)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>625,000</TD>	<TD vAlign=bottom align=right>641,756</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petrohawk Energy Corp. company guaranty sr. unsec. notes 10 1/2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>106,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleos de Venezuela SA company guaranty sr. unsec. notes 5 1/4s, 2017 (Venezuela)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,665,000</TD>	<TD vAlign=bottom align=right>1,044,788</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleos de Venezuela SA sr. unsec. notes 4.9s, 2014 (Venezuela)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>395,000</TD>	<TD vAlign=bottom align=right>305,138</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleos de Venezuela SA sr. unsec. sub. bonds 5s, 2015 (Venezuela)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>920,000</TD>	<TD vAlign=bottom align=right>621,276</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleos de Venezuela SA 144A company guaranty sr. notes 8 1/2s, 2017 (Venezuela)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>160,000</TD>	<TD vAlign=bottom align=right>118,640</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleos de Venezuela SA 144A company guaranty sr. unsec. notes 8s, 2013 (Venezuela)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>225,000</TD>	<TD vAlign=bottom align=right>210,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleos Mexicanos company guaranty sr. unsec. unsub. notes 5 1/2s, 2021 (Mexico)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>175,000</TD>	<TD vAlign=bottom align=right>183,488</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleum Co. of Trinidad & Tobago Ltd. 144A sr. unsec. notes 9 3/4s, 2019 (Trinidad)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>545,000</TD>	<TD vAlign=bottom align=right>658,088</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Petroleum Development Corp. company guaranty sr. unsec. notes 12s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>240,000</TD>	<TD vAlign=bottom align=right>266,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Plains Exploration & Production Co. company guaranty 7 3/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>72,538</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Plains Exploration & Production Co. company guaranty 7s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>85,000</TD>	<TD vAlign=bottom align=right>87,550</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Plains Exploration & Production Co. company guaranty sr. unsec. notes 10s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>270,000</TD>	<TD vAlign=bottom align=right>303,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Power Sector Assets & Liabilities Management Corp. 144A govt. guaranty sr. unsec. notes 7 1/4s, 2019 (Philippines)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>425,000</TD>	<TD vAlign=bottom align=right>502,563</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Range Resources Corp. company guaranty sr. sub. notes 6 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>155,250</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Rosetta Resources, Inc. company guaranty sr. unsec. notes 9 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>124,000</TD>	<TD vAlign=bottom align=right>137,330</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SandRidge Energy, Inc. 144A company guaranty sr. unsec. notes 7 1/2s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>40,000</TD>	<TD vAlign=bottom align=right>40,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SandRidge Energy, Inc. 144A company guaranty sr. unsec. unsub. notes 8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>578,000</TD>	<TD vAlign=bottom align=right>589,560</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SM Energy Co. 144A sr. unsec. notes 6 5/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>85,000</TD>	<TD vAlign=bottom align=right>85,213</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Unit Corp. company guaranty sr. sub. notes 6 5/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>59,681</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>20,592,624</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Financials (4.9%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ACE Cash Express, Inc. 144A sr. notes 11s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>135,338</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. company guaranty sr. unsec. notes 7s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>25,000</TD>	<TD vAlign=bottom align=right>25,475</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. company guaranty sr. unsec. notes 6 7/8s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>403,000</TD>	<TD vAlign=bottom align=right>416,098</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. company guaranty sr. unsec. notes 6 5/8s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>512,000</TD>	<TD vAlign=bottom align=right>522,240</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. company guaranty sr. unsec. unsub. notes 8.3s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>65,000</TD>	<TD vAlign=bottom align=right>72,638</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. company guaranty sr. unsec. unsub. notes 7 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>565,000</TD>	<TD vAlign=bottom align=right>590,425</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. company guaranty sr. unsec. unsub. notes FRN 2.454s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>39,000</TD>	<TD vAlign=bottom align=right>37,301</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. 144A company guaranty notes 6 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>139,066</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Banco Do Brasil 144A sr. unsec. 9 3/4s, 2017 (Brazil)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>BRL</TD>	<TD vAlign=bottom align=right>436,000</TD>	<TD vAlign=bottom align=right>286,303</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Banco do Brasil SA 144A unsec. sub. notes 5 7/8s, 2022 (Brazil)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$990,000</TD>	<TD vAlign=bottom align=right>980,447</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bosphorus Financial Services, Ltd. 144A sr. notes FRN 2.061s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>270,938</TD>	<TD vAlign=bottom align=right>268,791</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CB Richard Ellis Services, Inc. company guaranty sr. unsec. notes 6 5/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>56,000</TD>	<TD vAlign=bottom align=right>57,540</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CIT Group, Inc. sr. bonds 7s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>25,653</TD>	<TD vAlign=bottom align=right>25,974</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CIT Group, Inc. 144A bonds 7s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,051,000</TD>	<TD vAlign=bottom align=right>1,048,373</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CIT Group, Inc. 144A bonds 7s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>493,000</TD>	<TD vAlign=bottom align=right>491,151</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CIT Group, Inc. 144A company guaranty notes 6 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>205,000</TD>	<TD vAlign=bottom align=right>213,713</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CNO Financial Group, Inc. 144A company guaranty sr. notes 9s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>55,000</TD>	<TD vAlign=bottom align=right>58,300</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Community Choice Financial, Inc. 144A sr. notes 10 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>170,000</TD>	<TD vAlign=bottom align=right>172,550</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Corrections Corporation of America company guaranty sr. notes 7 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>257,000</TD>	<TD vAlign=bottom align=right>279,488</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>HUB International Holdings, Inc. 144A sr. sub. notes 10 1/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>96,663</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>HUB International Holdings, Inc. 144A sr. unsec. unsub. notes 9s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>65,000</TD>	<TD vAlign=bottom align=right>66,300</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Icahn Enterprises LP/Icahn Enterprises Finance Corp. company guaranty sr. unsec. notes 8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>385,000</TD>	<TD vAlign=bottom align=right>390,775</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>International Lease Finance Corp. sr. unsec. notes 6 1/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>48,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>JPMorgan Chase & Co. 144A sr. unsec. notes FRN zero %, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,000,000</TD>	<TD vAlign=bottom align=right>1,031,201</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>JPMorgan Chase & Co. 144A unsec. unsub. notes 8s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>INR</TD>	<TD vAlign=bottom align=right>19,000,000</TD>	<TD vAlign=bottom align=right>430,685</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Leucadia National Corp. sr. unsec. notes 7 1/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$252,000</TD>	<TD vAlign=bottom align=right>261,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>MPT Operating Partnership LP/MPT Finance Corp. 144A company guaranty sr. notes 6 7/8s, 2021<sup><B><I>(R)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>93,338</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>National Money Mart Co. company guaranty sr. unsec. unsub. notes 10 3/8s, 2016 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>128,000</TD>	<TD vAlign=bottom align=right>140,480</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nuveen Investments, Inc. company guaranty sr. unsec. unsub. notes 10 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>191,000</TD>	<TD vAlign=bottom align=right>195,298</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Omega Healthcare Investors, Inc. 144A sr. notes 6 3/4s, 2022<sup><B><I>(R)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>85,000</TD>	<TD vAlign=bottom align=right>83,831</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Russian Agricultural Bank OJSC Via RSHB Capital SA sub. bonds FRB 6.97s, 2016 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,585,000</TD>	<TD vAlign=bottom align=right>3,583,530</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Russian Agricultural Bank OJSC Via RSHB Capital SA 144A notes 9s, 2014 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,425,000</TD>	<TD vAlign=bottom align=right>1,629,844</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sabra Health Care LP/Sabra Capital Corp. company guaranty sr. unsec. unsub. notes 8 1/8s, 2018<sup><B><I>(R)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>57,000</TD>	<TD vAlign=bottom align=right>57,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Shinhan Bank 144A sr. unsec. bond 6s, 2012 (South Korea)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>137,000</TD>	<TD vAlign=bottom align=right>143,112</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>State Bank of India/London 144A sr. unsec. notes 4 1/2s, 2015 (India)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>155,000</TD>	<TD vAlign=bottom align=right>159,261</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ukreximbank Via Biz Finance PLC sr. unsec. unsub. bonds 8 3/8s, 2015 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>207,510</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>USI Holdings Corp. 144A company guaranty sr. unsec. notes FRN 4.136s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>55,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec. notes 7 1/2s, 2011 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,090,000</TD>	<TD vAlign=bottom align=right>1,107,985</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec. notes 6 7/8s, 2018 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,385,000</TD>	<TD vAlign=bottom align=right>1,486,105</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec. notes 6 1/4s, 2035 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>130,000</TD>	<TD vAlign=bottom align=right>136,149</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec. unsub. notes 6.609s, 2012 (Russia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,390,000</TD>	<TD vAlign=bottom align=right>1,460,695</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>18,687,098</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Government (0.2%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Export-Import Bank of Korea 144A sr. unsec. unsub. notes 5.1s, 2013 (India)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>INR</TD>	<TD vAlign=bottom align=right>22,600,000</TD>	<TD vAlign=bottom align=right>486,606</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>International Bank for Reconstruction & Development sr. disc. unsec. unsub. notes Ser. GDIF, 5 1/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>RUB</TD>	<TD vAlign=bottom align=right>9,750,000</TD>	<TD vAlign=bottom align=right>340,839</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>827,445</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Health care (1.6%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Aviv Healthcare Properties LP 144A sr. notes 7 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$139,000</TD>	<TD vAlign=bottom align=right>142,128</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Biomet, Inc. company guaranty sr. unsec. notes 10s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>109,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Capella Healthcare, Inc. 144A company guaranty sr. notes 9 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>160,000</TD>	<TD vAlign=bottom align=right>168,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CDRT Merger Sub, Inc. 144A company guaranty sr. unsec. notes 8 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,000</TD>	<TD vAlign=bottom align=right>105,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CHS/Community Health Systems, Inc. company guaranty sr. unsec. sub. notes 8 7/8s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>371,000</TD>	<TD vAlign=bottom align=right>382,130</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ConvaTec Healthcare E SA 144A sr. notes 7 3/8s, 2017 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>143,449</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ConvaTec Healthcare E SA 144A sr. unsec. notes 10 1/2s, 2018 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$428,000</TD>	<TD vAlign=bottom align=right>442,980</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DaVita, Inc. company guaranty sr. unsec. notes 6 5/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>45,000</TD>	<TD vAlign=bottom align=right>45,788</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DaVita, Inc. company guaranty sr. unsec. notes 6 3/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>145,000</TD>	<TD vAlign=bottom align=right>146,813</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Elan Finance PLC/Elan Finance Corp. company guaranty sr. unsec. notes 8 3/4s, 2016 (Ireland)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>203,000</TD>	<TD vAlign=bottom align=right>213,404</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Endo Pharmaceuticals Holdings, Inc. 144A company guaranty sr. unsec. notes 7s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>130,000</TD>	<TD vAlign=bottom align=right>133,250</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Giant Funding Corp. 144A sr. notes 8 1/4s, 2018 (Spain)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>226,000</TD>	<TD vAlign=bottom align=right>235,605</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>HCA Holdings, Inc. 144A sr. unsec. notes 7 3/4s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>172,000</TD>	<TD vAlign=bottom align=right>178,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>HCA, Inc. company guaranty sr. notes 9 5/8s, 2016<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>394,000</TD>	<TD vAlign=bottom align=right>419,118</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>HCA, Inc. sr. sec. notes 9 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>681,000</TD>	<TD vAlign=bottom align=right>722,711</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>IASIS Healthcare, LLC/IASIS Capital Corp. 144A sr. notes 8 3/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>375,000</TD>	<TD vAlign=bottom align=right>370,313</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Kindred Escrow Corp. 144A sr. notes 8 1/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>59,700</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Multiplan, Inc. 144A company guaranty sr. notes 9 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>150,000</TD>	<TD vAlign=bottom align=right>159,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Select Medical Corp. company guaranty 7 5/8s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>91,000</TD>	<TD vAlign=bottom align=right>90,090</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Surgical Care Affiliates, Inc. 144A sr. sub. notes 10s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>310,000</TD>	<TD vAlign=bottom align=right>320,075</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Surgical Care Affiliates, Inc. 144A sr. unsec. notes 8 7/8s, 2015<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>120,841</TD>	<TD vAlign=bottom align=right>124,164</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tenet Healthcare Corp. company guaranty sr. notes 10s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>119,000</TD>	<TD vAlign=bottom align=right>135,214</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tenet Healthcare Corp. sr. notes 9s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>285,000</TD>	<TD vAlign=bottom align=right>305,663</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tenet Healthcare Corp. sr. notes 8 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>198,000</TD>	<TD vAlign=bottom align=right>218,543</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tenet Healthcare Corp. sr. unsec. notes 8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>175,000</TD>	<TD vAlign=bottom align=right>177,844</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Valeant Pharmaceuticals International 144A company guaranty sr. notes 7s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>30,000</TD>	<TD vAlign=bottom align=right>29,025</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Valeant Pharmaceuticals International 144A company guaranty sr. unsec. notes 6 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>73,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Valeant Pharmaceuticals International 144A sr. notes 6 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>30,000</TD>	<TD vAlign=bottom align=right>29,400</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Vanguard Health Systems, Inc. sr. unsec. notes zero %, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>131,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ventas Realty LP/Capital Corp. company guaranty 9s, 2012<sup><B><I>(R)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>305,000</TD>	<TD vAlign=bottom align=right>322,756</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>6,136,038</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Technology (1.3%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Advanced Micro Devices, Inc. sr. unsec. notes 7 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>61,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Avaya, Inc. company guaranty sr. unsec. notes 9 3/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>64,000</TD>	<TD vAlign=bottom align=right>65,280</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Avaya, Inc. 144A company guaranty sr. notes 7s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>190,000</TD>	<TD vAlign=bottom align=right>183,825</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Buccaneer Merger Sub, Inc. 144A sr. notes 9 1/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>188,000</TD>	<TD vAlign=bottom align=right>195,520</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ceridian Corp. company guaranty sr. unsec. notes 12 1/4s, 2015<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>139,000</TD>	<TD vAlign=bottom align=right>141,085</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ceridian Corp. sr. unsec. notes 11 1/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>316,000</TD>	<TD vAlign=bottom align=right>316,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CommScope, Inc. 144A sr. notes 8 1/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>140,000</TD>	<TD vAlign=bottom align=right>144,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Eagle Parent Inc. 144A sr. notes 8 5/8s, 2019 (Canada)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>120,000</TD>	<TD vAlign=bottom align=right>115,650</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Fidelity National Information Services, Inc. company guaranty sr. unsec. notes 7 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>81,000</TD>	<TD vAlign=bottom align=right>85,961</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Fidelity National Information Services, Inc. company guaranty sr. unsec. notes 7 5/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>201,000</TD>	<TD vAlign=bottom align=right>213,311</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>First Data Corp. company guaranty sr. unsec. notes 10.55s, 2015<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>412,130</TD>	<TD vAlign=bottom align=right>427,585</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>First Data Corp. company guaranty sr. unsec. sub. notes 11 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>141,000</TD>	<TD vAlign=bottom align=right>138,885</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>First Data Corp. 144A company guaranty sr. notes 8 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>75,000</TD>	<TD vAlign=bottom align=right>80,063</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>First Data Corp. 144A company guaranty sr. notes 7 3/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>50,000</TD>	<TD vAlign=bottom align=right>50,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>First Data Corp. 144A sr. bonds 12 5/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>452,000</TD>	<TD vAlign=bottom align=right>483,640</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Freescale Semiconductor, Inc. 144A company guaranty sr. notes 10 1/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>416,000</TD>	<TD vAlign=bottom align=right>462,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Freescale Semiconductor, Inc. 144A company guaranty sr. unsec. notes 10 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>68,000</TD>	<TD vAlign=bottom align=right>76,840</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Iron Mountain, Inc. company guaranty sr. unsec. sub. notes 8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>470,000</TD>	<TD vAlign=bottom align=right>486,450</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NXP BV/NXP Funding, LLC 144A company guaranty sr. notes 9 3/4s, 2018 (Netherlands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>464,000</TD>	<TD vAlign=bottom align=right>519,680</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Seagate HDD Cayman 144A company guaranty sr. unsec. notes 7 3/4s, 2018 (Cayman Islands)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>186,000</TD>	<TD vAlign=bottom align=right>195,300</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SunGard Data Systems, Inc. company guaranty 10 1/4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>351,000</TD>	<TD vAlign=bottom align=right>363,285</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SunGard Data Systems, Inc. 144A sr. unsec. notes 7 5/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>149,000</TD>	<TD vAlign=bottom align=right>150,490</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>4,958,025</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Transportation (0.2%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>AMGH Merger Sub., Inc. 144A company guaranty sr. notes 9 1/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>198,000</TD>	<TD vAlign=bottom align=right>208,395</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Swift Services Holdings, Inc. company guaranty sr. notes 10s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>285,000</TD>	<TD vAlign=bottom align=right>301,744</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Western Express, Inc. 144A sr. notes 12 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>125,000</TD>	<TD vAlign=bottom align=right>118,125</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>628,264</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Utilities and power (1.9%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>AES Corp. (The) sr. unsec. unsub. notes 8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>475,000</TD>	<TD vAlign=bottom align=right>503,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>AES Corp. (The) 144A sr. note 7 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>137,025</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Aguila 3 SA company guaranty sr. notes Ser. REGS, 7 7/8s, 2018 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>CHF</TD>	<TD vAlign=bottom align=right>528,000</TD>	<TD vAlign=bottom align=right>636,239</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Calpine Corp. 144A company guaranty sr. notes 7 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$165,000</TD>	<TD vAlign=bottom align=right>169,538</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Calpine Corp. 144A sr. notes 7 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>425,000</TD>	<TD vAlign=bottom align=right>431,375</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Dynegy Holdings, Inc. sr. unsec. notes 7 3/4s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>495,000</TD>	<TD vAlign=bottom align=right>360,113</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Edison Mission Energy sr. unsec. notes 7 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>151,000</TD>	<TD vAlign=bottom align=right>135,900</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Edison Mission Energy sr. unsec. notes 7 1/2s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>69,000</TD>	<TD vAlign=bottom align=right>69,431</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Edison Mission Energy sr. unsec. notes 7.2s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>147,000</TD>	<TD vAlign=bottom align=right>116,865</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Edison Mission Energy sr. unsec. notes 7s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>23,000</TD>	<TD vAlign=bottom align=right>18,630</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>El Paso Natural Gas Co. debs. 8 5/8s, 2022</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>247,000</TD>	<TD vAlign=bottom align=right>319,393</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Energy Future Holdings Corp. company guaranty sr. notes 10s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>595,000</TD>	<TD vAlign=bottom align=right>631,569</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Energy Future/Energy Future Intermediate Holdings Finance Co., LLC sr. notes 10s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>296,000</TD>	<TD vAlign=bottom align=right>315,672</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Energy Transfer Equity LP company guaranty sr. unsec. notes 7 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>300,000</TD>	<TD vAlign=bottom align=right>318,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GenOn Energy, Inc. sr. unsec. notes 9 7/8s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>295,000</TD>	<TD vAlign=bottom align=right>308,275</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GenOn Energy, Inc. sr. unsec. notes 9 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>45,000</TD>	<TD vAlign=bottom align=right>46,800</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ipalco Enterprises, Inc. 144A sr. notes 7 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>127,480</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Majapahit Holding BV 144A company guaranty sr. unsec. notes 8s, 2019 (Indonesia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>400,000</TD>	<TD vAlign=bottom align=right>473,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Majapahit Holding BV 144A company guaranty sr. unsec. notes 7 3/4s, 2020 (Indonesia)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,085,000</TD>	<TD vAlign=bottom align=right>1,259,967</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NRG Energy, Inc. 144A company guaranty sr. unsec. notes 7 7/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>595,000</TD>	<TD vAlign=bottom align=right>593,513</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NV Energy, Inc. sr. unsec. notes 6 1/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>110,000</TD>	<TD vAlign=bottom align=right>115,487</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NV Energy, Inc. sr. unsec. unsub. notes 6 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>40,000</TD>	<TD vAlign=bottom align=right>40,972</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Texas Competitive/Texas Competitive Electric Holdings Co., LLC 144A company guaranty sr. notes 11 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>135,000</TD>	<TD vAlign=bottom align=right>132,638</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>7,261,382</B></FONT></TD></TR>

	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total corporate bonds and notes (cost $115,294,314)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$118,924,587</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>MORTGAGE-BACKED SECURITIES (25.3%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Adjustable Rate Mortgage Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-1, Class 2A1, 5.559s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$594,154</TD>	<TD vAlign=bottom align=right>$338,668</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-1, Class 5A31, 0.326s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>950,465</TD>	<TD vAlign=bottom align=right>446,718</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Banc of America Commercial Mortgage, Inc. 144A</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 01-1, Class J, 6 1/8s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>163,000</TD>	<TD vAlign=bottom align=right>133,660</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 01-1, Class K, 6 1/8s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>367,000</TD>	<TD vAlign=bottom align=right>273,966</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 07-5, Class XW, IO, 0.59s, 2051</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>109,996,097</TD>	<TD vAlign=bottom align=right>1,846,482</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Banc of America Funding Corp.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-D, Class 6A1, 5.387s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,266,655</TD>	<TD vAlign=bottom align=right>1,393,993</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-B, Class A1, 0.396s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>938,441</TD>	<TD vAlign=bottom align=right>581,833</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Barclays Capital, LLC Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-AA2, Class 12A1, 0.396s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,648,519</TD>	<TD vAlign=bottom align=right>873,715</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-AA1, Class 2A1, 0.366s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,343,453</TD>	<TD vAlign=bottom align=right>752,334</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bear Stearns Adjustable Rate Mortgage Trust FRB Ser. 07-1, Class 2A1, 5.161s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,079,456</TD>	<TD vAlign=bottom align=right>669,263</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bear Stearns Alt-A Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-3, Class 36A1, 5.986s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,178,848</TD>	<TD vAlign=bottom align=right>2,695,357</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-5, Class 2A2, 5.98s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,444,498</TD>	<TD vAlign=bottom align=right>1,466,699</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-3, Class 35A1, 5.634s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,959,833</TD>	<TD vAlign=bottom align=right>1,920,192</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-5, Class 2A1, 5.618s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>507,736</TD>	<TD vAlign=bottom align=right>304,641</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-1, Class 21A1, 5.168s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,205,167</TD>	<TD vAlign=bottom align=right>668,868</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 06-4, Class 22A1, 3.186s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>709,519</TD>	<TD vAlign=bottom align=right>322,121</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bear Stearns Asset Backed Securities Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-IM1, Class A3, 0.466s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,272,214</TD>	<TD vAlign=bottom align=right>343,498</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-IM1, Class A1, 0.416s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>513,706</TD>	<TD vAlign=bottom align=right>246,579</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Citigroup Mortgage Loan Trust, Inc.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR5, Class 2A5A, 5.407s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,089,226</TD>	<TD vAlign=bottom align=right>573,243</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-AR5, Class 1A1A, 5.379s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>551,011</TD>	<TD vAlign=bottom align=right>314,095</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-10, Class 1A1A, 2.995s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,608,369</TD>	<TD vAlign=bottom align=right>868,519</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-10, Class 1A4A, 2.863s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,038,396</TD>	<TD vAlign=bottom align=right>614,730</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Citigroup/Deutsche Bank Commercial Mortgage Trust 144A Ser. 07-CD5, Class XS, IO, 0.116s, 2044</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>33,839,687</TD>	<TD vAlign=bottom align=right>146,662</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cornerstone Titan PLC 144A</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-CT1A, Class D, 1.869s, 2014 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>444,023</TD>	<TD vAlign=bottom align=right>499,420</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-CT2A, Class E, 1.789s, 2014 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>226,682</TD>	<TD vAlign=bottom align=right>273,174</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Countrywide Alternative Loan Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 06-41CB, Class 1A7, 6s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$494,605</TD>	<TD vAlign=bottom align=right>316,547</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-84, Class 4A1, 5.777s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,603,556</TD>	<TD vAlign=bottom align=right>2,854,205</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 07-HY5R, Class 2A1A, 5.544s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>951,878</TD>	<TD vAlign=bottom align=right>912,911</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-19CB, Class A19, 0.986s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>769,005</TD>	<TD vAlign=bottom align=right>399,882</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-18CB, Class A7, 0.536s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,615,802</TD>	<TD vAlign=bottom align=right>807,901</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-OC10, Class 2A2A, 0.366s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>755,503</TD>	<TD vAlign=bottom align=right>363,822</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-HY11, Class A1, 0.306s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,828,765</TD>	<TD vAlign=bottom align=right>1,060,684</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Countrywide Home Loans FRB Ser. 05-HYB4, Class 2A1, 2.794s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>456,632</TD>	<TD vAlign=bottom align=right>305,944</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Countrywide Home Loans 144A</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 05-R3, Class AS, IO, 5.611s, 2035<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>106,401</TD>	<TD vAlign=bottom align=right>13,752</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-R3, Class AF, 0.586s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>104,514</TD>	<TD vAlign=bottom align=right>86,747</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CS First Boston Mortgage Securities Corp. 144A Ser. 02-CP5, Class M, 5 1/4s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>354,000</TD>	<TD vAlign=bottom align=right>108,413</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Deutsche Alt-A Securities, Inc. Mortgage</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR1, Class 3A1, 2.951s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,550,124</TD>	<TD vAlign=bottom align=right>1,007,581</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-AR3, Class 2A2A, 0.366s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,287,405</TD>	<TD vAlign=bottom align=right>1,486,813</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR6, Class A4, 0.356s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>694,335</TD>	<TD vAlign=bottom align=right>428,752</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Deutsche Alt-A Securities, Inc. Mortgage Loan Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR1, Class 1A3, 0.516s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,445,029</TD>	<TD vAlign=bottom align=right>1,978,038</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR6, Class A6, 0.376s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>737,945</TD>	<TD vAlign=bottom align=right>372,662</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR3, Class A1, 0.376s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,087,422</TD>	<TD vAlign=bottom align=right>467,591</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR3, Class A5, 0.356s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,034,259</TD>	<TD vAlign=bottom align=right>1,240,898</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>DLJ Commercial Mortgage Corp. Ser. 98-CF2, Class B4, 6.04s, 2031<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>286,492</TD>	<TD vAlign=bottom align=right>286,389</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>European Prime Real Estate PLC 144A FRB Ser. 1-A, Class D, 1.672s, 2014 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>151,685</TD>	<TD vAlign=bottom align=right>48,746</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal Home Loan Mortgage Corp.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3182, Class SP, 27.852s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$309,703</TD>	<TD vAlign=bottom align=right>502,812</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3408, Class EK, 25.04s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>213,785</TD>	<TD vAlign=bottom align=right>321,597</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 2979, Class AS, 23.587s, 2034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>118,018</TD>	<TD vAlign=bottom align=right>162,617</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3072, Class SM, 23.111s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>275,904</TD>	<TD vAlign=bottom align=right>405,603</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3072, Class SB, 22.964s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>247,164</TD>	<TD vAlign=bottom align=right>361,673</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3249, Class PS, 21.658s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>227,933</TD>	<TD vAlign=bottom align=right>327,244</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3031, Class BS, 16.257s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>402,785</TD>	<TD vAlign=bottom align=right>528,719</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3727, Class PS, IO, 6.513s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,116,886</TD>	<TD vAlign=bottom align=right>529,559</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3287, Class SE, IO, 6.513s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,494,203</TD>	<TD vAlign=bottom align=right>256,360</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3398, Class SI, IO, 6.463s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,046,027</TD>	<TD vAlign=bottom align=right>262,996</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3485, Class SI, IO, 6.363s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>474,220</TD>	<TD vAlign=bottom align=right>78,777</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3751, Class SB, IO, 5.853s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>9,133,980</TD>	<TD vAlign=bottom align=right>1,406,085</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3852, Class TB, 5.813s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,286,058</TD>	<TD vAlign=bottom align=right>1,188,124</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 3768, Class PS, IO, 5.813s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,246,876</TD>	<TD vAlign=bottom align=right>346,918</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3645, Class ID, IO, 5s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,305,878</TD>	<TD vAlign=bottom align=right>214,752</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3653, Class KI, IO, 5s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,859,142</TD>	<TD vAlign=bottom align=right>474,789</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3632, Class CI, IO, 5s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,524,335</TD>	<TD vAlign=bottom align=right>259,366</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3626, Class DI, IO, 5s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,071,489</TD>	<TD vAlign=bottom align=right>124,089</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3623, Class CI, IO, 5s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>962,202</TD>	<TD vAlign=bottom align=right>171,631</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3747, Class HI, IO, 4 1/2s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>651,228</TD>	<TD vAlign=bottom align=right>96,577</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3738, Class MI, IO, 4s, 2034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,645,315</TD>	<TD vAlign=bottom align=right>833,987</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3736, Class QI, IO, 4s, 2034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>8,213,168</TD>	<TD vAlign=bottom align=right>1,050,066</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3751, Class MI, IO, 4s, 2034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>9,059,750</TD>	<TD vAlign=bottom align=right>1,185,468</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3707, Class HI, IO, 4s, 2023</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,322,502</TD>	<TD vAlign=bottom align=right>133,692</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3707, Class KI, IO, 4s, 2023</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,299,801</TD>	<TD vAlign=bottom align=right>200,704</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. T-57, Class 1AX, IO, 0.424s, 2043</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,372,003</TD>	<TD vAlign=bottom align=right>21,953</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 3124, Class DO, PO, zero %, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>22,770</TD>	<TD vAlign=bottom align=right>17,334</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 3326, Class YF, zero %, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>71,926</TD>	<TD vAlign=bottom align=right>56,497</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 3251, Class TC, zero %, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>25,881</TD>	<TD vAlign=bottom align=right>25,772</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 3072, Class TJ, zero %, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>7,374</TD>	<TD vAlign=bottom align=right>7,369</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 3326, Class WF, zero %, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>16,263</TD>	<TD vAlign=bottom align=right>13,358</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 3030, Class EF, zero %, 2035<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>21,176</TD>	<TD vAlign=bottom align=right>18,827</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 3033, Class YF, zero %, 2035<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,706</TD>	<TD vAlign=bottom align=right>1,701</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 3412, Class UF, zero %, 2035<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>8,899</TD>	<TD vAlign=bottom align=right>8,312</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal National Mortgage Association</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 06-62, Class PS, 38.785s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>434,267</TD>	<TD vAlign=bottom align=right>765,612</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 07-53, Class SP, 23.519s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>245,749</TD>	<TD vAlign=bottom align=right>363,979</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 08-24, Class SP, 22.602s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>210,555</TD>	<TD vAlign=bottom align=right>308,299</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 05-75, Class GS, 19.693s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>269,597</TD>	<TD vAlign=bottom align=right>367,065</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 05-83, Class QP, 16.911s, 2034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>280,780</TD>	<TD vAlign=bottom align=right>370,152</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-135, Class SP, IO, 6.414s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,727,752</TD>	<TD vAlign=bottom align=right>905,497</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 11-51, Class SK, IO, 6.264s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,764,293</TD>	<TD vAlign=bottom align=right>668,689</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-35, Class SG, IO, 6.214s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,590,858</TD>	<TD vAlign=bottom align=right>901,186</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 11-51, Class SM, IO, 5.664s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,563,926</TD>	<TD vAlign=bottom align=right>949,275</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-46, Class WS, IO, 5.564s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,173,085</TD>	<TD vAlign=bottom align=right>678,191</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 374, Class 6, IO, 5 1/2s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,164,714</TD>	<TD vAlign=bottom align=right>255,375</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 10-21, Class IP, IO, 5s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,610,685</TD>	<TD vAlign=bottom align=right>461,506</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 10-92, Class CI, IO, 5s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,525,363</TD>	<TD vAlign=bottom align=right>292,725</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 398, Class C5, IO, 5s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,053,861</TD>	<TD vAlign=bottom align=right>226,580</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 10-13, Class EI, IO, 5s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>723,114</TD>	<TD vAlign=bottom align=right>95,089</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 378, Class 19, IO, 5s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,018,893</TD>	<TD vAlign=bottom align=right>611,803</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 366, Class 22, IO, 4 1/2s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,089,602</TD>	<TD vAlign=bottom align=right>115,051</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 407, Class 1, IO, 4s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,501,400</TD>	<TD vAlign=bottom align=right>636,356</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 407, Class 2, IO, 4s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,002,511</TD>	<TD vAlign=bottom align=right>255,039</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 406, Class 2, IO, 4s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,359,030</TD>	<TD vAlign=bottom align=right>1,046,167</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 406, Class 1, IO, 4s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,727,393</TD>	<TD vAlign=bottom align=right>654,574</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 03-W10, Class 1, IO, 1.509s, 2043</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>754,330</TD>	<TD vAlign=bottom align=right>36,774</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-51, Class N, PO, zero %, 2029</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>35,532</TD>	<TD vAlign=bottom align=right>32,321</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 06-48, Class FG, zero %, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>21,724</TD>	<TD vAlign=bottom align=right>19,902</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>FFCA Secured Lending Corp. 144A Ser. 00-1, Class X, IO, 1.108s, 2020<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,931,911</TD>	<TD vAlign=bottom align=right>86,810</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GMAC Commercial Mortgage Securities, Inc. 144A Ser. 99-C3, Class G, 6.974s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>107,303</TD>	<TD vAlign=bottom align=right>98,719</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Government National Mortgage Association</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 11-56, Class MS, 6.891s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,740,267</TD>	<TD vAlign=bottom align=right>2,667,814</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 11-56, Class SG, 6.891s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,523,720</TD>	<TD vAlign=bottom align=right>1,486,405</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-142, Class SA, IO, 6.514s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,248,353</TD>	<TD vAlign=bottom align=right>559,326</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-151, Class SL, IO, 6.514s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,606,610</TD>	<TD vAlign=bottom align=right>307,328</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-85, Class AS, IO, 6.464s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,174,241</TD>	<TD vAlign=bottom align=right>575,331</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-98, Class QS, IO, 6.414s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,253,883</TD>	<TD vAlign=bottom align=right>593,834</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-88, Class SA, IO, 6.364s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,233,446</TD>	<TD vAlign=bottom align=right>625,510</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-157, Class SN, IO, 6.364s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,036,725</TD>	<TD vAlign=bottom align=right>500,969</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 11-79, Class AS, IO, 5.915s, 2037<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,790,000</TD>	<TD vAlign=bottom align=right>539,138</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-113, Class DS, IO, 5.914s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,496,813</TD>	<TD vAlign=bottom align=right>400,189</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-115, Class SN, IO, 5.914s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,509,013</TD>	<TD vAlign=bottom align=right>238,741</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-115, Class AS, IO, 5.864s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,597,509</TD>	<TD vAlign=bottom align=right>287,823</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-116, Class SL, IO, 5.864s, 2039</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,526,534</TD>	<TD vAlign=bottom align=right>256,320</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-168, Class SL, IO, 5.814s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,005,920</TD>	<TD vAlign=bottom align=right>344,597</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-121, Class SE, IO, 5.814s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,716,542</TD>	<TD vAlign=bottom align=right>456,298</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-89, Class SD, IO, 5.744s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,358,218</TD>	<TD vAlign=bottom align=right>412,617</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 10-116, Class SA, IO, 5.714s, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,987,626</TD>	<TD vAlign=bottom align=right>698,193</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 11-70, Class SM, IO, 5.704s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,415,000</TD>	<TD vAlign=bottom align=right>578,344</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 11-70, Class SH, IO, 5.704s, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,481,000</TD>	<TD vAlign=bottom align=right>593,033</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 11-70, PO, zero %, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,499,771</TD>	<TD vAlign=bottom align=right>4,017,033</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 06-36, Class OD, PO, zero %, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>15,201</TD>	<TD vAlign=bottom align=right>13,671</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GS Mortgage Securities Corp. II 144A Ser. 05-GG4, Class XC, IO, 0.33s, 2039<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>71,121,235</TD>	<TD vAlign=bottom align=right>1,246,157</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Harborview Mortgage Loan Trust FRB Ser. 05-14, Class 5A1A, 5.559s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,075,052</TD>	<TD vAlign=bottom align=right>1,224,281</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>HSI Asset Loan Obligation FRB Ser. 07-AR1, Class 2A1, 5.668s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,812,061</TD>	<TD vAlign=bottom align=right>1,743,478</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>IndyMac Indx Mortgage Loan Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-AR15, Class 1A1, 5.432s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,545,294</TD>	<TD vAlign=bottom align=right>973,535</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR25, Class 5A1, 5.402s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,737,882</TD>	<TD vAlign=bottom align=right>1,018,322</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-AR9, Class 2A1, 5.36s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>796,130</TD>	<TD vAlign=bottom align=right>508,528</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR25, Class 3A1, 5.132s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>808,245</TD>	<TD vAlign=bottom align=right>387,958</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-AR11, Class 1A1, 4.686s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>878,412</TD>	<TD vAlign=bottom align=right>456,774</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR3, Class 2A1A, 2.817s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,212,558</TD>	<TD vAlign=bottom align=right>606,279</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-AR31, Class 3A1, 2.668s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,884,858</TD>	<TD vAlign=bottom align=right>1,112,066</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR39, Class A1, 0.366s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,774,662</TD>	<TD vAlign=bottom align=right>2,123,248</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-AR35, Class 2A1A, 0.356s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,130,524</TD>	<TD vAlign=bottom align=right>563,751</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>JPMorgan Alternative Loan Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-A2, Class 12A1, 0.386s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>809,778</TD>	<TD vAlign=bottom align=right>404,889</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-A7, Class 1A1, 0.346s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,818,698</TD>	<TD vAlign=bottom align=right>982,097</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-A6, Class 1A1, 0.346s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>825,807</TD>	<TD vAlign=bottom align=right>473,429</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-A1, Class 1A1A, 0.326s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>933,805</TD>	<TD vAlign=bottom align=right>392,198</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>JPMorgan Chase Commercial Mortgage Securities Corp. 144A Ser. 07-CB20, Class X1, IO, 0.198s, 2051</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>64,577,681</TD>	<TD vAlign=bottom align=right>697,297</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>LB Commercial Conduit Mortgage Trust 144A Ser. 99-C1, Class G, 6.41s, 2031<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>253,101</TD>	<TD vAlign=bottom align=right>256,133</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>LB-UBS Commercial Mortgage Trust 144A Ser. 02-C2, Class K, 6.529s, 2035<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>922,000</TD>	<TD vAlign=bottom align=right>935,461</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lehman XS Trust FRB Ser. 07-8H, Class A1, 0.316s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>798,548</TD>	<TD vAlign=bottom align=right>401,270</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Merrill Lynch Mortgage Investors, Inc. Ser. 96-C2, Class JS, IO, 2.386s, 2028<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>756,289</TD>	<TD vAlign=bottom align=right>25,027</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Mezz Cap Commercial Mortgage Trust 144A</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 04-C1, Class X, IO, 8.175s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>734,214</TD>	<TD vAlign=bottom align=right>40,675</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 07-C5, Class X, IO, 5.081s, 2049</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,246,869</TD>	<TD vAlign=bottom align=right>157,281</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Morgan Stanley Capital I 144A FRB Ser. 04-RR, Class F7, 6s, 2039<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,730,000</TD>	<TD vAlign=bottom align=right>1,520,518</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Morgan Stanley Mortgage Loan Trust FRB Ser. 06-3AR, Class 3A1, 5.416s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>485,352</TD>	<TD vAlign=bottom align=right>310,625</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Morgan Stanley ReREMIC Trust 144A FRB Ser. 10-C30A, Class A3B, 10.236s, 2043<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,215,429</TD>	<TD vAlign=bottom align=right>1,284,285</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Mortgage Capital Funding, Inc. Ser. 97-MC2, Class X, IO, 1.989s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,241</TD>	<TD vAlign=bottom align=right>8</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>PNC Mortgage Acceptance Corp. 144A Ser. 00-C1, Class J, 6 5/8s, 2033</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>123,000</TD>	<TD vAlign=bottom align=right>4,920</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>STRIPS 144A Ser. 03-1A, Class N, 5s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>193,000</TD>	<TD vAlign=bottom align=right>135,293</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Structured Adjustable Rate Mortgage Loan Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-9, Class 1A1, 5.159s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>648,490</TD>	<TD vAlign=bottom align=right>395,284</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-4, Class 1A1, 0.426s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>790,127</TD>	<TD vAlign=bottom align=right>339,755</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-6, Class 2A1, 0.376s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>950,858</TD>	<TD vAlign=bottom align=right>575,269</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Structured Asset Securities Corp.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; IFB Ser. 07-4, Class 1A3, IO, 6.025s, 2045</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,754,537</TD>	<TD vAlign=bottom align=right>551,541</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 07-4, Class 1A4, IO, 1s, 2045</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,064,287</TD>	<TD vAlign=bottom align=right>205,610</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ursus PLC 144A FRB Ser. 1-A, Class D, 6.938s, 2012 (Ireland)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>209,988</TD>	<TD vAlign=bottom align=right>16,870</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Wachovia Bank Commercial Mortgage Trust Ser. 07-C34, IO, 0.545s, 2046</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$17,735,014</TD>	<TD vAlign=bottom align=right>261,414</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Wachovia Bank Commercial Mortgage Trust 144A FRB Ser. 05-WL5A, Class L, 3.487s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>477,000</TD>	<TD vAlign=bottom align=right>286,200</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Wachovia Mortgage Loan Trust, LLC FRB Ser. 06-AMN1, Class A2, 0.336s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,704,450</TD>	<TD vAlign=bottom align=right>801,092</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Washington Mutual Mortgage Pass-Through Certificates FRB Ser. 07-0C2, Class A3, 0.496s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,051,678</TD>	<TD vAlign=bottom align=right>581,079</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total mortgage-backed securities (cost $96,019,256)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$96,067,183</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>U.S. GOVERNMENT AND AGENCY MORTGAGE OBLIGATIONS (19.7%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>U.S. Government Guaranteed Mortgage Obligations (0.3%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Government National Mortgage Association Pass-Through Certificates 6 1/2s, November 20, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$1,014,291</TD>	<TD vAlign=bottom align=right>$1,142,860</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>1,142,860</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>U.S. Government Agency Mortgage Obligations (19.4%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal Home Loan Mortgage Corporation Pass-Through Certificates</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; 4 1/2s, TBA, June 1, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,000,000</TD>	<TD vAlign=bottom align=right>3,103,711</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; 3 1/2s, January 1, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>826,126</TD>	<TD vAlign=bottom align=right>790,241</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal National Mortgage Association Pass-Through Certificates</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; 6 1/2s, TBA, July 1, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,000,000</TD>	<TD vAlign=bottom align=right>1,132,188</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; 5s, TBA, June 1, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>14,000,000</TD>	<TD vAlign=bottom align=right>14,896,328</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; 4 1/2s, TBA, July 1, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>26,000,000</TD>	<TD vAlign=bottom align=right>26,899,844</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; 4s, TBA, July 1, 2041</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>26,000,000</TD>	<TD vAlign=bottom align=right>26,000,000</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; 3 1/2s, December 1, 2040</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>748,747</TD>	<TD vAlign=bottom align=right>717,394</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>73,539,706</B></FONT></TD></TR>

	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total U.S. government and agency mortgage obligations (cost $74,925,193)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$74,682,566</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>U.S. TREASURY OBLIGATIONS (0.6%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Inflation Protected Securities 2.375s, January 15, 2017<sup><B><I>(i)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$1,109,196</TD>	<TD vAlign=bottom align=right>$1,278,936</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Notes 1.375s, February 15, 2013<sup><B><I>(i)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,005,000</TD>	<TD vAlign=bottom align=right>1,026,306</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total U.S. treasury obligations (cost $2,305,242)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$2,305,242</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>ASSET-BACKED SECURITIES (13.7%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ace Securities Corp. FRB Ser. 06-HE3, Class A2C, 0.336s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$115,000</TD>	<TD vAlign=bottom align=right>$48,546</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bear Stearns Asset Backed Securities, Inc. FRB Ser. 04-FR3, Class M6, 5.061s, 2034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>46,940</TD>	<TD vAlign=bottom align=right>14,041</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bombardier Capital Mortgage Securitization Corp. Ser. 00-A, Class A4, 8.29s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>447,241</TD>	<TD vAlign=bottom align=right>307,478</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Citigroup Mortgage Loan Trust, Inc. FRB Ser. 07-OPX1, Class A1A, 0.256s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>422,451</TD>	<TD vAlign=bottom align=right>160,531</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Conseco Finance Securitizations Corp.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 00-2, Class A5, 8.85s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,144,356</TD>	<TD vAlign=bottom align=right>921,206</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 00-5, Class A7, 8.2s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,472,111</TD>	<TD vAlign=bottom align=right>1,203,451</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 00-1, Class A5, 8.06s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>782,761</TD>	<TD vAlign=bottom align=right>602,726</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 00-4, Class A5, 7.97s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>157,395</TD>	<TD vAlign=bottom align=right>127,096</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 00-5, Class A6, 7.96s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>678,536</TD>	<TD vAlign=bottom align=right>549,614</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 02-1, Class M1F, 7.954s, 2033</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>44,000</TD>	<TD vAlign=bottom align=right>48,545</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 02-1, Class M1A, 2.241s, 2033</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,249,000</TD>	<TD vAlign=bottom align=right>2,012,084</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 01-4, Class M1, 1.941s, 2033</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>295,000</TD>	<TD vAlign=bottom align=right>157,284</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Countrywide Asset Backed Certificates</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-6, Class 2A3, 0.466s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,059,000</TD>	<TD vAlign=bottom align=right>1,217,700</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-7, Class 2A3, 0.416s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,847,000</TD>	<TD vAlign=bottom align=right>1,167,270</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-3, Class 2A2, 0.356s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>859,000</TD>	<TD vAlign=bottom align=right>576,674</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-6, Class 2A2, 0.356s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>538,000</TD>	<TD vAlign=bottom align=right>410,225</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-8, Class 2A3, 0.346s, 2046<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>660,000</TD>	<TD vAlign=bottom align=right>297,000</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-8, Class 2A2, 0.316s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,864,000</TD>	<TD vAlign=bottom align=right>1,342,080</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-25, Class 2A2, 0.306s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>850,000</TD>	<TD vAlign=bottom align=right>782,000</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-1, Class 2A2, 0.286s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,467,000</TD>	<TD vAlign=bottom align=right>1,070,910</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Crest, Ltd. 144A Ser. 03-2A, Class E2, 8s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>457,381</TD>	<TD vAlign=bottom align=right>9,148</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>First Franklin Mortgage Loan Asset Backed Certificates FRB Ser. 06-FF11, Class 2A3, 0.336s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>871,000</TD>	<TD vAlign=bottom align=right>435,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Granite Mortgages PLC</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 03-2, Class 2C1, 3.562s, 2043<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>EUR</TD>	<TD vAlign=bottom align=right>1,430,000</TD>	<TD vAlign=bottom align=right>1,069,041</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 03-2, Class 3C, 3.326s, 2043<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>GBP</TD>	<TD vAlign=bottom align=right>688,016</TD>	<TD vAlign=bottom align=right>514,348</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Green Tree Financial Corp.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 94-6, Class B2, 9s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$858,870</TD>	<TD vAlign=bottom align=right>554,830</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 94-4, Class B2, 8.6s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>321,202</TD>	<TD vAlign=bottom align=right>168,118</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 93-1, Class B, 8.45s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>170,257</TD>	<TD vAlign=bottom align=right>132,905</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-5, Class A5, 7.86s, 2029</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>840,855</TD>	<TD vAlign=bottom align=right>765,178</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 96-8, Class M1, 7.85s, 2027</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>387,000</TD>	<TD vAlign=bottom align=right>389,663</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-5, Class A6, 7 1/2s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>588,186</TD>	<TD vAlign=bottom align=right>499,958</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 95-8, Class B1, 7.3s, 2026</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>362,579</TD>	<TD vAlign=bottom align=right>361,144</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 95-4, Class B1, 7.3s, 2025</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>371,800</TD>	<TD vAlign=bottom align=right>380,102</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 97-6, Class M1, 7.21s, 2029</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,087,000</TD>	<TD vAlign=bottom align=right>939,757</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 98-2, Class A6, 6.81s, 2028</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>262,571</TD>	<TD vAlign=bottom align=right>276,802</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-3, Class A7, 6.74s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>624,238</TD>	<TD vAlign=bottom align=right>624,238</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-3, Class A9, 6.53s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>431,090</TD>	<TD vAlign=bottom align=right>397,120</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-2, Class A7, 6.44s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>34,003</TD>	<TD vAlign=bottom align=right>35,052</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-1, Class A6, 6.37s, 2025</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>9,543</TD>	<TD vAlign=bottom align=right>9,830</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 98-4, Class A5, 6.18s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>326,801</TD>	<TD vAlign=bottom align=right>342,176</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Greenpoint Manufactured Housing Ser. 00-3, Class IA, 8.45s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,329,788</TD>	<TD vAlign=bottom align=right>1,347,241</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GSAA Home Equity Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-3, Class A3, 0.486s, 2036<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,713,968</TD>	<TD vAlign=bottom align=right>1,356,984</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-15, Class 2A2, 0.436s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>729,085</TD>	<TD vAlign=bottom align=right>480,397</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-11, Class 3A4, 0.436s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,291,617</TD>	<TD vAlign=bottom align=right>1,039,752</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-19, Class A3A, 0.426s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>676,912</TD>	<TD vAlign=bottom align=right>345,225</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-3, Class A4A, 0.406s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,722,576</TD>	<TD vAlign=bottom align=right>844,062</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-1, Class A2, 0.406s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,253,786</TD>	<TD vAlign=bottom align=right>595,548</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-4, Class A2, 0.386s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>867,946</TD>	<TD vAlign=bottom align=right>386,236</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-17, Class A2, 0.366s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>769,915</TD>	<TD vAlign=bottom align=right>354,161</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-8, Class 2A2, 0.366s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,349,451</TD>	<TD vAlign=bottom align=right>2,460,747</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-11, Class 2A2, 0.346s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,585,668</TD>	<TD vAlign=bottom align=right>2,109,407</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-12, Class A2A, 0.336s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,048,969</TD>	<TD vAlign=bottom align=right>545,464</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-19, Class A1, 0.276s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,593,180</TD>	<TD vAlign=bottom align=right>712,948</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-17, Class A1, 0.246s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,306,495</TD>	<TD vAlign=bottom align=right>594,455</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-16, Class A1, 0.246s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,705,109</TD>	<TD vAlign=bottom align=right>767,299</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-8, Class 2A1, 0.246s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,575,191</TD>	<TD vAlign=bottom align=right>724,588</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-14, Class A1, 0.236s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>917,170</TD>	<TD vAlign=bottom align=right>421,898</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-12, Class A1, 0.236s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,013,292</TD>	<TD vAlign=bottom align=right>964,568</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 07-3, Class 2A1A, 0.216s, 2047</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,239,188</TD>	<TD vAlign=bottom align=right>625,790</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GSMPS Mortgage Loan Trust FRB Ser. 05-14, Class 2A2, 0.436s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>980,463</TD>	<TD vAlign=bottom align=right>549,059</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Guggenheim Structured Real Estate Funding, Ltd. 144A FRB Ser. 05-2A, Class E, 2.186s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>396,817</TD>	<TD vAlign=bottom align=right>12,897</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lehman XS Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 05-6, Class 1A4, 0.566s, 2035</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,218,000</TD>	<TD vAlign=bottom align=right>481,110</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-19, Class A2, 0.356s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,309,647</TD>	<TD vAlign=bottom align=right>1,201,016</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Long Beach Mortgage Loan Trust</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-4, Class 2A4, 0.446s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>112,228</TD>	<TD vAlign=bottom align=right>39,089</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-WL1, Class 2A3, 0.426s, 2046</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>825,169</TD>	<TD vAlign=bottom align=right>515,731</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Madison Avenue Manufactured Housing Contract FRB Ser. 02-A, Class B1, 3.436s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,328,356</TD>	<TD vAlign=bottom align=right>1,179,912</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Merrill Lynch First Franklin Mortgage Loan Asset Backed Certificates FRB Ser. 07-1, Class A2B, 0.356s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,077,052</TD>	<TD vAlign=bottom align=right>490,059</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Merrill Lynch Mortgage Investors Trust FRB Ser. 07-HE1, Class A2B, 0.356s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,021,260</TD>	<TD vAlign=bottom align=right>368,726</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Mid-State Trust Ser. 11, Class B, 8.221s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>97,324</TD>	<TD vAlign=bottom align=right>94,552</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Morgan Stanley Capital, Inc. FRB Ser. 04-HE8, Class B3, 3.386s, 2034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>49,388</TD>	<TD vAlign=bottom align=right>12,130</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Novastar Home Equity Loan</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-1, Class A2C, 0.346s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>974,881</TD>	<TD vAlign=bottom align=right>467,354</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; FRB Ser. 06-2, Class A2C, 0.336s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,275,000</TD>	<TD vAlign=bottom align=right>681,140</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Oakwood Mortgage Investors, Inc.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right></TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-D, Class A1, 7.84s, 2029</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>693,019</TD>	<TD vAlign=bottom align=right>658,368</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 95-B, Class B1, 7.55s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>186,067</TD>	<TD vAlign=bottom align=right>137,195</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 00-D, Class A4, 7.4s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,579,192</TD>	<TD vAlign=bottom align=right>1,054,111</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 02-B, Class A4, 7.09s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>347,585</TD>	<TD vAlign=bottom align=right>357,558</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-B, Class A4, 6.99s, 2026</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>663,081</TD>	<TD vAlign=bottom align=right>656,451</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 02-A, Class A4, 6.97s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>41,123</TD>	<TD vAlign=bottom align=right>40,763</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 01-D, Class A4, 6.93s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>555,570</TD>	<TD vAlign=bottom align=right>447,755</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 01-E, Class A4, 6.81s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>884,794</TD>	<TD vAlign=bottom align=right>776,960</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 99-B, Class A3, 6.45s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>157,967</TD>	<TD vAlign=bottom align=right>152,537</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 01-C, Class A2, 5.92s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>804,458</TD>	<TD vAlign=bottom align=right>424,352</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 02-C, Class A1, 5.41s, 2032</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,115,373</TD>	<TD vAlign=bottom align=right>1,070,758</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 01-E, Class A2, 5.05s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>782,075</TD>	<TD vAlign=bottom align=right>615,884</TD></TR>
	<TR><TD></TD>	<TD vAlign=top align=left>&nbsp;&nbsp;&nbsp;&nbsp; Ser. 02-A, Class A2, 5.01s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>180,723</TD>	<TD vAlign=bottom align=right>168,291</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Oakwood Mortgage Investors, Inc. 144A Ser. 01-B, Class A4, 7.21s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>487,267</TD>	<TD vAlign=bottom align=right>466,559</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Residential Asset Mortgage Products, Inc. FRB Ser. 07-RZ1, Class A2, 0.346s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>173,161</TD>	<TD vAlign=bottom align=right>102,981</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Residential Asset Securities Corp. Ser. 01-KS3, Class AII, 0.646s, 2031</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,174,179</TD>	<TD vAlign=bottom align=right>915,625</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SG Mortgage Securities Trust FRB Ser. 06-OPT2, Class A3D, 0.396s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>246,000</TD>	<TD vAlign=bottom align=right>79,459</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Soundview Home Equity Loan Trust FRB Ser. 06-OPT3, Class 2A3, 0.356s, 2036</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>113,252</TD>	<TD vAlign=bottom align=right>86,233</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>TIAA Real Estate CDO, Ltd. Ser. 03-1A, Class E, 8s, 2038</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>496,508</TD>	<TD vAlign=bottom align=right>59,581</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>TIAA Real Estate CDO, Ltd. 144A Ser. 02-1A, Class IV, 6.84s, 2037</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>390,000</TD>	<TD vAlign=bottom align=right>195,000</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total asset-backed securities (cost $57,792,797)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$52,157,337</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>FOREIGN GOVERNMENT BONDS AND NOTES (8.9%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Argentina (Republic of) sr. unsec. bonds 7s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$1,520,000</TD>	<TD vAlign=bottom align=right>$1,396,120</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Argentina (Republic of) sr. unsec. bonds Ser. VII, 7s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>197,000</TD>	<TD vAlign=bottom align=right>199,429</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Argentina (Republic of) sr. unsec. bonds FRB 0.45s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,431,000</TD>	<TD vAlign=bottom align=right>335,226</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Argentina (Republic of) sr. unsec. unsub. bonds 7s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,501,000</TD>	<TD vAlign=bottom align=right>5,277,769</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Argentina (Republic of) sr. unsec. unsub. bonds Ser. $ V, 10 1/2s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>ARS</TD>	<TD vAlign=bottom align=right>2,039,000</TD>	<TD vAlign=bottom align=right>482,066</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Argentina (Republic of) sr. unsec. unsub. bonds FRB 0.467s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$21,601,000</TD>	<TD vAlign=bottom align=right>5,206,273</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Banco Nacional de Desenvolvimento Economico e Social 144A notes 5 1/2s, 2020 (Brazil)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>105,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Brazil (Federal Republic of) notes 10s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>BRL</TD>	<TD vAlign=bottom align=right>1,500</TD>	<TD vAlign=bottom align=right>916,996</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Brazil (Federal Republic of) unsub. notes 10s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>BRL</TD>	<TD vAlign=bottom align=right>990</TD>	<TD vAlign=bottom align=right>630,460</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Chile (Republic of) notes 5 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>CLP</TD>	<TD vAlign=bottom align=right>170,000,000</TD>	<TD vAlign=bottom align=right>366,823</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Croatia (Republic of) 144A sr. unsec. unsub. notes 6 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$265,000</TD>	<TD vAlign=bottom align=right>275,600</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ghana (Republic of) 144A unsec. notes 8 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>690,000</TD>	<TD vAlign=bottom align=right>774,277</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hungary (Republic of) sr. unsec. unsub. notes 6 3/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>73,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Indonesia (Republic of) 144A sr. unsec. notes 4 7/8s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>310,000</TD>	<TD vAlign=bottom align=right>317,363</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Indonesia (Republic of) 144A sr. unsec. unsub. bonds 6 7/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>550,000</TD>	<TD vAlign=bottom align=right>643,500</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Indonesia (Republic of) 144A sr. unsec. unsub. bonds 6 3/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,590,000</TD>	<TD vAlign=bottom align=right>1,768,016</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Industrial Bank of Korea 144A sr. notes 7 1/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>325,000</TD>	<TD vAlign=bottom align=right>365,396</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Philippines (Republic of) sr. unsec. unsub. bonds 6 1/2s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,350,000</TD>	<TD vAlign=bottom align=right>1,571,130</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Russia (Federation of) 144A unsec. unsub. bonds 7 1/2s, 2030</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>2,110,600</TD>	<TD vAlign=bottom align=right>2,476,071</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>South Africa (Republic of) sr. unsec. unsub. notes 6 7/8s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>430,000</TD>	<TD vAlign=bottom align=right>512,775</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Sri Lanka (Republic of) 144A notes 7.4s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>200,000</TD>	<TD vAlign=bottom align=right>217,578</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Turkey (Republic of) bonds 16s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right>TRY</TD>	<TD vAlign=bottom align=right>175,000</TD>	<TD vAlign=bottom align=right>112,802</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Turkey (Republic of) sr. unsec. notes 7 1/2s, 2019</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$810,000</TD>	<TD vAlign=bottom align=right>952,204</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Turkey (Republic of) sr. unsec. notes 7 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,505,000</TD>	<TD vAlign=bottom align=right>1,761,271</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ukraine (Government of ) Financing of Infrastructural Projects State Enterprise 144A govt. guaranty notes 8 3/8s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>175,000</TD>	<TD vAlign=bottom align=right>182,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ukraine (Government of) sr. unsec. bonds 6.385s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>925,000</TD>	<TD vAlign=bottom align=right>942,270</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ukraine (Government of) 144A bonds 7 3/4s, 2020</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,175,000</TD>	<TD vAlign=bottom align=right>1,219,063</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ukraine (Government of) 144A sr. unsec. notes 7.95s, 2021</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>960,000</TD>	<TD vAlign=bottom align=right>994,810</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ukraine (Government of) 144A sr. unsec. unsub. notes 7.65s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>400,000</TD>	<TD vAlign=bottom align=right>420,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Venezuela (Republic of) bonds 8 1/2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>225,000</TD>	<TD vAlign=bottom align=right>202,403</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Venezuela (Republic of) unsec. notes 10 3/4s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,985,000</TD>	<TD vAlign=bottom align=right>1,956,892</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Venezuela (Republic of) 144A unsec. bonds 13 5/8s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,285,000</TD>	<TD vAlign=bottom align=right>1,270,621</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total foreign government bonds and notes (cost $30,365,690)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$33,927,454</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>SENIOR LOANS (2.9%)<sup><B><I>(c)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Basic materials (0.2%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>American Rock Salt Co., LLC / American Rock Capital Corp. bank term loan FRN 5 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$50,000</TD>	<TD vAlign=bottom align=right>$49,875</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Exopack, LLC bank term loan FRN Ser. B, 6 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>90,000</TD>	<TD vAlign=bottom align=right>89,775</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Georgia-Pacific, LLC bank term loan FRN Ser. B2, 2.307s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>94,324</TD>	<TD vAlign=bottom align=right>94,186</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>INEOS Holdings, Ltd. bank term loan FRN Ser. B2, 7.501s, 2013 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>89,760</TD>	<TD vAlign=bottom align=right>92,705</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>INEOS Holdings, Ltd. bank term loan FRN Ser. C2, 8.001s, 2014 (United Kingdom)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,240</TD>	<TD vAlign=bottom align=right>98,365</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Momentive Performance Materials, Inc. bank term loan FRN 3 3/4s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>158,342</TD>	<TD vAlign=bottom align=right>154,713</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nexeo Solutions, LLC bank term loan FRN Ser. B, 5s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>89,745</TD>	<TD vAlign=bottom align=right>89,493</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Univar, Inc. bank term loan FRN Ser. B, 5s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>89,774</TD>	<TD vAlign=bottom align=right>89,566</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>758,678</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Capital goods (0.1%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>SRAM Corp. bank term loan FRN Ser. 2nd, 8 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>60,000</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Communication services (0.4%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Charter Communications Operating, LLC bank term loan FRN Ser. l, 7 1/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,213</TD>	<TD vAlign=bottom align=right>6,237</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Charter Communications, Inc. bank term loan FRN Ser. C, 3.56s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>811,200</TD>	<TD vAlign=bottom align=right>810,615</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Insight Midwest, LP bank term loan FRN Ser. B, 1.983s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>119,814</TD>	<TD vAlign=bottom align=right>117,482</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Intelsat Jackson Holdings SA bank term loan FRN 3.285s, 2014 (Luxembourg)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>460,000</TD>	<TD vAlign=bottom align=right>442,750</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Level 3 Communications, Inc. bank term loan FRN 2.533s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>158,000</TD>	<TD vAlign=bottom align=right>152,733</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Level 3 Financing, Inc. bank term loan FRN Ser. B, 11 1/2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>95,000</TD>	<TD vAlign=bottom align=right>100,502</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>1,630,319</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Consumer cyclicals (1.3%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Brickman Group Holdings, Inc. bank term loan FRN Ser. B, 7 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>437,800</TD>	<TD vAlign=bottom align=right>442,725</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Burlington Coat Factory Warehouse Corp. bank term loan FRN Ser. B, 6 1/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>49,875</TD>	<TD vAlign=bottom align=right>49,694</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Caesars Entertainment Operating Co., Inc. bank term loan FRN Ser. B1, 3.274s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>265,000</TD>	<TD vAlign=bottom align=right>237,920</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Caesars Entertainment Operating Co., Inc. bank term loan FRN Ser. B2, 3.246s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>309,439</TD>	<TD vAlign=bottom align=right>277,464</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>CCM Merger, Inc. bank term loan FRN Ser. B, 7s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>246,070</TD>	<TD vAlign=bottom align=right>248,761</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Cengage Learning Acquisitions, Inc. bank term loan FRN Ser. B, 2.44s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>287,449</TD>	<TD vAlign=bottom align=right>257,832</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Clear Channel Communications, Inc. bank term loan FRN Ser. B, 3.841s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>436,042</TD>	<TD vAlign=bottom align=right>367,366</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Compucom Systems, Inc. bank term loan FRN 3.7s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>105,719</TD>	<TD vAlign=bottom align=right>102,548</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Dex Media West, LLC bank term loan FRN Ser. A, 7s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>137,523</TD>	<TD vAlign=bottom align=right>114,144</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Emergency Medical Services Corp. bank term loan FRN Ser. B, 5.252s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>184,538</TD>	<TD vAlign=bottom align=right>183,780</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal Mogul Corp. bank term loan FRN Ser. B, 2.128s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>36,774</TD>	<TD vAlign=bottom align=right>34,765</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal Mogul Corp. bank term loan FRN Ser. C, 2.128s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>18,762</TD>	<TD vAlign=bottom align=right>17,737</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GateHouse Media, Inc. bank term loan FRN Ser. B, 2.44s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>217,466</TD>	<TD vAlign=bottom align=right>76,430</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GateHouse Media, Inc. bank term loan FRN Ser. B, 2.19s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>185,167</TD>	<TD vAlign=bottom align=right>65,078</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>GateHouse Media, Inc. bank term loan FRN Ser. DD, 2.2s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>69,092</TD>	<TD vAlign=bottom align=right>24,283</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Golden Nugget, Inc. bank term loan FRN 2.2s, 2014<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>57,592</TD>	<TD vAlign=bottom align=right>50,297</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Golden Nugget, Inc. bank term loan FRN Ser. B, 2.2s, 2014<sup><B><I>(PIK)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>101,172</TD>	<TD vAlign=bottom align=right>88,357</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Goodman Global, Inc. bank term loan FRN 9s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>120,000</TD>	<TD vAlign=bottom align=right>123,050</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Goodman Global, Inc. bank term loan FRN Ser. 1st, 5 3/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>241,178</TD>	<TD vAlign=bottom align=right>241,580</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>KAR Auction Services, Inc. bank term loan FRN Ser. B, 5s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>70,000</TD>	<TD vAlign=bottom align=right>70,131</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Michaels Stores, Inc. bank term loan FRN Ser. B, 2.546s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>107,457</TD>	<TD vAlign=bottom align=right>105,454</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>National Bedding Co., LLC bank term loan FRN Ser. B, 3.756s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>72,423</TD>	<TD vAlign=bottom align=right>71,699</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Neiman Marcus Group, Inc. (The) bank term loan FRN 4 3/4s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>160,000</TD>	<TD vAlign=bottom align=right>157,818</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Nortek, Inc. bank term loan FRN Ser. B, 5.253s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>60,000</TD>	<TD vAlign=bottom align=right>60,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>R.H. Donnelley, Inc. bank term loan FRN Ser. B, 9s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>516,208</TD>	<TD vAlign=bottom align=right>351,667</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Realogy Corp. bank term loan FRN Ser. B, 4.518s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>422,232</TD>	<TD vAlign=bottom align=right>375,434</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ServiceMaster Co. (The) bank term loan FRN Ser. B, 2.713s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>225,245</TD>	<TD vAlign=bottom align=right>218,613</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>ServiceMaster Co. (The) bank term loan FRN Ser. DD, 2.7s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>22,763</TD>	<TD vAlign=bottom align=right>22,093</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Six Flags Theme Parks bank term loan FRN Ser. B, 5 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>212,857</TD>	<TD vAlign=bottom align=right>213,744</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Tribune Co. bank term loan FRN Ser. B, 5 1/4s, 2014 (In default)<sup><B><I>(NON)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>289,000</TD>	<TD vAlign=bottom align=right>195,436</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Univision Communications, Inc. bank term loan FRN 4.441s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>171,147</TD>	<TD vAlign=bottom align=right>163,445</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>5,009,345</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Consumer staples (0.2%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Claire's Stores, Inc. bank term loan FRN 3.051s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>238,089</TD>	<TD vAlign=bottom align=right>216,561</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Del Monte Corp. bank term loan FRN Ser. B, 4 1/2s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>115,000</TD>	<TD vAlign=bottom align=right>114,623</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Revlon Consumer Products bank term loan FRN Ser. B, 4 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>245,000</TD>	<TD vAlign=bottom align=right>245,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Rite-Aid Corp. bank term loan FRN Ser. B, 1.943s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>94,519</TD>	<TD vAlign=bottom align=right>90,167</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>West Corp. bank term loan FRN Ser. B2, 2.645s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>23,026</TD>	<TD vAlign=bottom align=right>22,805</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>West Corp. bank term loan FRN Ser. B5, 4.52s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>56,002</TD>	<TD vAlign=bottom align=right>56,072</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>745,228</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Energy (0.1%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>EPCO Holdings, Inc. bank term loan FRN Ser. A, 1.193s, 2012</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>178,000</TD>	<TD vAlign=bottom align=right>174,440</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Frac Tech International, LLC bank term loan FRN Ser. B, 6 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>154,026</TD>	<TD vAlign=bottom align=right>153,665</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Hercules Offshore, Inc. bank term loan FRN Ser. B, 7 1/2s, 2013</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>125,828</TD>	<TD vAlign=bottom align=right>125,455</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>453,560</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Financials (0.1%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>AGFS Funding Co. bank term loan FRN Ser. B, 5 1/2s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>170,000</TD>	<TD vAlign=bottom align=right>166,423</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>HUB International Holdings, Inc. bank term loan FRN 6 3/4s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>71,723</TD>	<TD vAlign=bottom align=right>71,597</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>238,020</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Health care (0.3%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ardent Health Services bank term loan FRN Ser. B, 6 1/2s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>149,486</TD>	<TD vAlign=bottom align=right>149,533</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Grifols SA bank term loan FRN Ser. B, 6s, 2016 (Spain)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>100,000</TD>	<TD vAlign=bottom align=right>100,354</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Health Management Associates, Inc. bank term loan FRN 2.057s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>642,084</TD>	<TD vAlign=bottom align=right>620,731</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>IASIS Healthcare, LLC bank term loan FRN Ser. B, 5s, 2018</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>269,325</TD>	<TD vAlign=bottom align=right>268,921</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Multiplan, Inc. bank term loan FRN Ser. B, 4 3/4s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>139,961</TD>	<TD vAlign=bottom align=right>139,393</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>1,278,932</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Technology (&#8212;%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Avaya, Inc. bank term loan FRN Ser. B1, 3.005s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>&#8212;</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Avaya, Inc. bank term loan FRN Ser. B3, 4.755s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>&#8212;</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>&#8212;</B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Utilities and power (0.2%)</B></FONT></TD></TR>

	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NRG Energy, Inc. bank term loan FRN 3.557s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>171,649</TD>	<TD vAlign=bottom align=right>171,247</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>NRG Energy, Inc. bank term loan FRN Ser. B, 3.452s, 2015</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>203,034</TD>	<TD vAlign=bottom align=right>202,950</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Texas Competitive Electric Holdings Co., LLC bank term loan FRN 4.73s, 2017</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>640,516</TD>	<TD vAlign=bottom align=right>498,802</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>872,999</B></FONT></TD></TR>

	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B></B></FONT></TD>
										<TD align=right><FONT size=+0><B>60,000</B></FONT></TD></TR>

	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total senior loans (cost $11,739,896)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$11,047,081</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>PURCHASED OPTIONS OUTSTANDING (1.5%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B>Expiration date/</B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Contract</B></TD>	<TD vAlign=bottom align=right><B></B></TD>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B>strike price</B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Credit Suisse International for the right to pay a fixed rate of 1.70175% versus the six month CHF-LIBOR-BBA maturing January 23, 2014.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Jan-12/1.70175</TD>	<TD vAlign=bottom align=right>CHF</TD>	<TD vAlign=bottom align=right>15,780,000</TD>	<TD vAlign=bottom align=right>$1,056</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with UBS AG for the right to pay a fixed rate of 1.722% versus the six month CHF-LIBOR-BBA maturing January 23, 2014.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Jan-12/1.722</TD>	<TD vAlign=bottom align=right>CHF</TD>	<TD vAlign=bottom align=right>15,780,000</TD>	<TD vAlign=bottom align=right>986</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Credit Suisse International for the right to pay a fixed rate of 1.578% versus the six month CHF-LIBOR-BBA maturing December 24, 2013.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/1.578</TD>	<TD vAlign=bottom align=right>CHF</TD>	<TD vAlign=bottom align=right>15,780,000</TD>	<TD vAlign=bottom align=right>602</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Credit Suisse International for the right to pay a fixed rate of 1.602% versus the six month CHF-LIBOR-BBA maturing December 22, 2013.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/1.602</TD>	<TD vAlign=bottom align=right>CHF</TD>	<TD vAlign=bottom align=right>15,780,000</TD>	<TD vAlign=bottom align=right>510</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to pay a fixed rate of 4.60% versus the three month USD-LIBOR-BBA maturing January 5, 2042.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Jan-12/4.6</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$8,372,569</TD>	<TD vAlign=bottom align=right>195,751</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to receive a fixed rate of 3.60% versus the three month USD-LIBOR-BBA maturing January 5, 2042.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Jan-12/3.6</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>8,372,569</TD>	<TD vAlign=bottom align=right>134,045</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to pay a fixed rate of 4.12% versus the three month USD-LIBOR-BBA maturing December 16, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/4.12</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$8,285,038</TD>	<TD vAlign=bottom align=right>439,438</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to receive a fixed rate of 4.12% versus the three month USD-LIBOR-BBA maturing December 16, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/4.12</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>8,285,038</TD>	<TD vAlign=bottom align=right>364,790</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Citibank, N.A. for the right to pay a fixed rate of 4.1175% versus the three month USD-LIBOR-BBA maturing December 9, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/4.1175</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,369,350</TD>	<TD vAlign=bottom align=right>275,513</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Citibank, N.A. for the right to receive a fixed rate of 4.1175% versus the three month USD-LIBOR-BBA maturing December 9, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/4.1175</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,369,350</TD>	<TD vAlign=bottom align=right>231,526</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Credit Suisse International for the right to pay a fixed rate of 4.11% versus the three month USD-LIBOR-BBA maturing December 8, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/4.11</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,782,612</TD>	<TD vAlign=bottom align=right>197,982</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Credit Suisse International for the right to receive a fixed rate of 4.11% versus the three month USD-LIBOR-BBA maturing December 8, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/4.11</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,782,612</TD>	<TD vAlign=bottom align=right>160,421</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Deutsche Bank AG for the right to pay a fixed rate of 4.355% versus the three month USD-LIBOR-BBA maturing December 6, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/4.355</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,331,167</TD>	<TD vAlign=bottom align=right>202,597</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Deutsche Bank AG for the right to receive a fixed rate of 3.855% versus the three month USD-LIBOR-BBA maturing December 6, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Dec-11/3.855</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,331,167</TD>	<TD vAlign=bottom align=right>156,127</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to pay a fixed rate of 2.31% versus the three month USD-LIBOR-BBA maturing November 30, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Nov-11/2.31</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>8,783,082</TD>	<TD vAlign=bottom align=right>115,585</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to receive a fixed rate of 2.31% versus the three month USD-LIBOR-BBA maturing November 30, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Nov-11/2.31</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>8,783,082</TD>	<TD vAlign=bottom align=right>105,133</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to pay a fixed rate of 4.0325% versus the three month USD-LIBOR-BBA maturing November 4, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Nov-11/4.0325</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,529,675</TD>	<TD vAlign=bottom align=right>290,695</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to receive a fixed rate of 4.0325% versus the three month USD-LIBOR-BBA maturing November 4, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Nov-11/4.0325</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,529,675</TD>	<TD vAlign=bottom align=right>180,433</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to pay a fixed rate of 3.99% versus the three month USD-LIBOR-BBA maturing September 29, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Sep-11/3.99</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>13,164,852</TD>	<TD vAlign=bottom align=right>636,389</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Goldman Sachs International for the right to receive a fixed rate of 3.99% versus the three month USD-LIBOR-BBA maturing September 29, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Sep-11/3.99</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>13,164,852</TD>	<TD vAlign=bottom align=right>325,172</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the right to pay a fixed rate of 4.0275% versus the three month USD-LIBOR-BBA maturing September 8, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Sep-11/4.0275</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>7,114,000</TD>	<TD vAlign=bottom align=right>270,357</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the right to receive a fixed rate of 4.0275% versus the three month USD-LIBOR-BBA maturing September 8, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Sep-11/4.0275</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>7,114,000</TD>	<TD vAlign=bottom align=right>170,680</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to receive a fixed rate of 2.14% versus the three month USD-LIBOR-BBA maturing September 8, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Sep-11/2.14</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>15,550,000</TD>	<TD vAlign=bottom align=right>121,601</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to pay a fixed rate of 2.64% versus the three month USD-LIBOR-BBA maturing September 8, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Sep-11/2.64</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>15,550,000</TD>	<TD vAlign=bottom align=right>30,323</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Deutsche Bank AG for the right to pay a fixed rate of 4.09% versus the three month USD-LIBOR-BBA maturing August 25, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Aug-11/4.09</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>9,348,258</TD>	<TD vAlign=bottom align=right>263,527</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Deutsche Bank AG for the right to receive a fixed rate of 4.09% versus the three month USD-LIBOR-BBA maturing August 25, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Aug-11/4.09</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>9,348,258</TD>	<TD vAlign=bottom align=right>240,811</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to receive a fixed rate of 2.065% versus the three month USD-LIBOR-BBA maturing August 8, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Aug-11/2.065</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>14,440,000</TD>	<TD vAlign=bottom align=right>76,243</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to pay a fixed rate of 2.565% versus the three month USD-LIBOR-BBA maturing August 8, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Aug-11/2.565</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>14,440,000</TD>	<TD vAlign=bottom align=right>9,675</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the right to receive a fixed rate of 4.555% versus the three month USD-LIBOR-BBA maturing August 5, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Aug-11/4.555</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,769,200</TD>	<TD vAlign=bottom align=right>399,134</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the right to pay a fixed rate of 4.555% versus the three month USD-LIBOR-BBA maturing August 5, 2041.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Aug-11/4.555</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>4,769,200</TD>	<TD vAlign=bottom align=right>7,535</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to receive a fixed rate of 2.0025% versus the three month USD-LIBOR-BBA maturing July 7, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Jul-11/2.0025</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>12,770,000</TD>	<TD vAlign=bottom align=right>19,921</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Option on an interest rate swap with Barclay's Bank PLC for the right to pay a fixed rate of 2.5025% versus the three month USD-LIBOR-BBA maturing July 7, 2016.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>Jul-11/2.5025</TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>12,770,000</TD>	<TD vAlign=bottom align=right>1</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total purchased options outstanding (cost $6,091,828)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$5,624,559</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>CONVERTIBLE BONDS AND NOTES (0.1%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ford Motor Co. cv. sr. unsec. notes 4 1/4s, 2016</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$157,000</TD>	<TD vAlign=bottom align=right>$269,059</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Steel Dynamics, Inc. cv. sr. notes 5 1/8s, 2014</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>195,000</TD>	<TD vAlign=bottom align=right>232,538</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total convertible bonds and notes (cost $352,000)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$501,597</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>CONVERTIBLE PREFERRED STOCKS (0.1%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Shares</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>General Motors Co. Ser. B, $2.375 cv. pfd.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,856</TD>	<TD vAlign=bottom align=right>$187,739</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lehman Brothers Holdings, Inc. Ser. P, 7.25% cv. pfd. (In default)<sup><B><I>(NON)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>667</TD>	<TD vAlign=bottom align=right>634</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Lucent Technologies Capital Trust I 7.75% cv. pfd.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>176</TD>	<TD vAlign=bottom align=right>172,700</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total convertible preferred stocks (cost $994,199)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$361,073</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>PREFERRED STOCKS (&#8212;%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Shares</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Ally Financial, Inc. 144A Ser. G, 7.00% cum. pfd.</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>198</TD>	<TD vAlign=bottom align=right>$186,083</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total preferred stocks (cost $66,176)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$186,083</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>WARRANTS (&#8212;%)<sup><B><I>(a)</I></B></sup><sup><B><I>(NON)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B>Expiration date</B></TD>	<TD vAlign=bottom align=right><B>Strike Price</B></TD>	<TD vAlign=bottom align=right><B>Warrants</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Charter Communications, Inc. Class A</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>11/30/14</TD>	<TD vAlign=bottom align=right>$46.86</TD>	<TD vAlign=bottom align=right>20</TD>	<TD vAlign=bottom align=right>$280</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Smurfit Kappa Group PLC 144A (Ireland)<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>10/1/13</TD>	<TD vAlign=bottom align=right>EUR 0.001</TD>	<TD vAlign=bottom align=right>508</TD>	<TD vAlign=bottom align=right>31,440</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total warrants (cost $19,277)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$31,720</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>COMMON STOCKS (&#8212;%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Shares</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Bohai Bay Litigation, LLC (Escrow)<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>991</TD>	<TD vAlign=bottom align=right>$3,091</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Trump Entertainment Resorts, Inc.<sup><B><I>(F)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>94</TD>	<TD vAlign=bottom align=right>470</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total common stocks (cost $1,974)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$3,561</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>SHORT-TERM INVESTMENTS (33.3%)<sup><B><I>(a)</I></B></sup></B></FONT></TD></TR>

	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=top align=left><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Principal amount/shares</B></TD>	<TD vAlign=bottom align=right><B>Value</B></TD><TR height=2><TD></TD><TD colspan=6><HR SIZE=2 noShade></TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Putnam Money Market Liquidity Fund 0.04%<sup><B><I>(e)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>1,012,103</TD>	<TD vAlign=bottom align=right>$1,012,103</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Interest in $150,000,000 joint tri-party repurchase agreement dated June 30, 2011 with Credit Suisse First Boston due July 1, 2011 - maturity value of $10,993,003 for an effective yield of 0.01% (collateralized by U.S. Treasury Notes with a coupon rate of 0.875% and a due date of February 29, 2012, valued at $153,000,255)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>$10,993,000</TD>	<TD vAlign=bottom align=right>10,993,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Interest in $100,000,000 joint tri-party repurchase agreement dated June 30, 2011 with Barclays Capital, Inc. due July 1, 2011 - maturity value of $10,000,003 for an effective yield of 0.01% (collateralized by U.S. Treasury Bonds with a coupon rate of 6.50% and a due date of November 15, 2016, valued at $102,000,057)</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>10,000,000</TD>	<TD vAlign=bottom align=right>10,000,000</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Bills for an effective yield of 0.100%, April 5, 2012<sup><B><I>(SEGSF)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>3,000,000</TD>	<TD vAlign=bottom align=right>2,997,180</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Bills for an effective yield of 0.100%, December 1, 2011<sup><B><I>(SEG)</I></B></sup><sup><B><I>(SEGSF)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,990,000</TD>	<TD vAlign=bottom align=right>5,987,430</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Bills for an effective yield of 0.094%, November 17, 2011<sup><B><I>(SEG)</I></B></sup><sup><B><I>(SEGSF)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>32,724,000</TD>	<TD vAlign=bottom align=right>32,711,990</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Bills for effective yields ranging from 0.23% to 0.26%, October 20, 2011<sup><B><I>(SEG)</I></B></sup><sup><B><I>(SEGSF)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>25,491,000</TD>	<TD vAlign=bottom align=right>25,475,196</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Bills for effective yields ranging from 0.19% to 0.24%, August 25, 2011<sup><B><I>(SEGSF)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>14,162,000</TD>	<TD vAlign=bottom align=right>14,157,620</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>U.S. Treasury Bills for effective yields ranging from 0.22% to 0.24%, July 28, 2011<sup><B><I>(SEGSF)</I></B></sup></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,328,000</TD>	<TD vAlign=bottom align=right>6,326,901</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal Home Loan discount notes for an effective yield of 0.01%, July 27, 2011</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,000,000</TD>	<TD vAlign=bottom align=right>5,999,957</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal Home Loan discount notes for an effective yield of 0.04%, July 15, 2011</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>6,000,000</TD>	<TD vAlign=bottom align=right>5,999,907</TD></TR>
	<TR height=15><TD></TD><TR><TD></TD>	<TD vAlign=top align=left>Federal Home Loan Mortgage Corp. for an effective yield of 0.04%, July 11, 2011</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=right>5,000,000</TD>	<TD vAlign=bottom align=right>4,999,942</TD></TR>
	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total short-term investments (cost $126,657,775)</B></FONT></TD>
										<TD align=right><FONT size=+0><B>$126,661,226</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR>
	<TR height=48></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>TOTAL INVESTMENTS</B></FONT></TD></TR>

	<TR height=18><TD colspan=6></TD><TD><HR SIZE=2 noShade align=right Width="70%"></TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=5><FONT size=+0><B>Total investments (cost $522,625,617)<sup><B><I>(b)</I></B></sup></B></FONT></TD>
										<TD align=right><FONT size=+0><B>$522,481,269</B></FONT></TD></TR>
					<TR><TD><BR></TD></TR></TABLE>

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	<TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+1><B>FORWARD CURRENCY CONTRACTS at 6/30/11 (aggregate face value $232,960,949) (Unaudited)</B></FONT></TD></TR>
					<TR><TD><BR><BR></TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD><B></B></TD>	<TD align=left><B></B></TD>	<TD><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B>Unrealized</B></TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD><B></B></TD>	<TD align=left><B>Contract</B></TD>	<TD><B>Delivery</B></TD>	<TD align=right><B></B></TD>	<TD align=right><B>Aggregate</B></TD>	<TD align=right><B>appreciation/</B></TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B>Counterparty</B></TD>	<TD><B>Currency</B></TD>	<TD align=left><B>type</B></TD>	<TD><B>date</B></TD>	<TD align=right><B>Value</B></TD>	<TD align=right><B>face value</B></TD>	<TD align=right><B>(depreciation)</B></TD></TR><TR><TD></TD><TD colspan=7><HR weight=1 noshade></TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Bank of America, N.A.</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>$1,940,585</TD>	<TD align=right>$1,892,698</TD>	<TD align=right>$47,887</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>376,431</TD>	<TD align=right>376,109</TD>	<TD align=right>322</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,197,355</TD>	<TD align=right>1,192,479</TD>	<TD align=right>(4,876)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>923,477</TD>	<TD align=right>902,030</TD>	<TD align=right>(21,447)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Chilean Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>613,653</TD>	<TD align=right>609,318</TD>	<TD align=right>4,335</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>243,878</TD>	<TD align=right>243,877</TD>	<TD align=right>1</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,144,160</TD>	<TD align=right>1,121,102</TD>	<TD align=right>(23,058)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>678,677</TD>	<TD align=right>675,003</TD>	<TD align=right>(3,674)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>397,344</TD>	<TD align=right>395,404</TD>	<TD align=right>1,940</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>314,449</TD>	<TD align=right>309,778</TD>	<TD align=right>(4,671)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Russian Ruble</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>580,587</TD>	<TD align=right>580,587</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,118,727</TD>	<TD align=right>1,118,727</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>565,946</TD>	<TD align=right>566,297</TD>	<TD align=right>(351)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,097,507</TD>	<TD align=right>1,081,180</TD>	<TD align=right>16,327</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>3,006,663</TD>	<TD align=right>2,947,323</TD>	<TD align=right>59,340</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,460,683</TD>	<TD align=right>1,460,297</TD>	<TD align=right>(386)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>649,046</TD>	<TD align=right>649,046</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>22,705</TD>	<TD align=right>22,705</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Barclays Bank PLC</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,185,559</TD>	<TD align=right>2,131,872</TD>	<TD align=right>(53,687)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>2,069,261</TD>	<TD align=right>2,053,970</TD>	<TD align=right>15,291</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>650,226</TD>	<TD align=right>646,524</TD>	<TD align=right>(3,702)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>965,359</TD>	<TD align=right>942,854</TD>	<TD align=right>(22,505)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Chilean Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>570,303</TD>	<TD align=right>562,332</TD>	<TD align=right>7,971</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>314,113</TD>	<TD align=right>314,113</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>4,574,754</TD>	<TD align=right>4,487,277</TD>	<TD align=right>(87,477)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>852,277</TD>	<TD align=right>852,277</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Indian Rupee</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,151,797</TD>	<TD align=right>1,145,221</TD>	<TD align=right>(6,576)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,054,854</TD>	<TD align=right>1,049,131</TD>	<TD align=right>(5,723)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Malaysian Ringgit</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>594,269</TD>	<TD align=right>594,269</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>255,276</TD>	<TD align=right>254,395</TD>	<TD align=right>881</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>New Zealand Dollar</TD>	<TD align=left>Sell</TD>	<TD>7/21/11</TD>	<TD align=right>440,011</TD>	<TD align=right>433,691</TD>	<TD align=right>(6,320)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>440,736</TD>	<TD align=right>434,133</TD>	<TD align=right>6,603</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Philippines Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>494,702</TD>	<TD align=right>494,702</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>321,642</TD>	<TD align=right>321,642</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Russian Ruble</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>580,587</TD>	<TD align=right>580,587</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>545,706</TD>	<TD align=right>545,706</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>631,450</TD>	<TD align=right>621,597</TD>	<TD align=right>9,853</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>777,776</TD>	<TD align=right>761,777</TD>	<TD align=right>15,999</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>45,237</TD>	<TD align=right>45,419</TD>	<TD align=right>182</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>667,418</TD>	<TD align=right>667,418</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Thai Baht</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>480,448</TD>	<TD align=right>480,448</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>94,208</TD>	<TD align=right>94,208</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Citibank, N.A.</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>680,400</TD>	<TD align=right>663,514</TD>	<TD align=right>16,886</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>739,226</TD>	<TD align=right>738,593</TD>	<TD align=right>(633)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>3,575,041</TD>	<TD align=right>3,557,245</TD>	<TD align=right>(17,796)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>631,236</TD>	<TD align=right>616,433</TD>	<TD align=right>(14,803)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Chilean Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>346,253</TD>	<TD align=right>339,900</TD>	<TD align=right>6,353</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>309,929</TD>	<TD align=right>309,929</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Danish Krone</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>261,965</TD>	<TD align=right>263,889</TD>	<TD align=right>(1,924)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,108,631</TD>	<TD align=right>1,087,562</TD>	<TD align=right>(21,069)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>575,951</TD>	<TD align=right>575,951</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>4,084,977</TD>	<TD align=right>4,063,217</TD>	<TD align=right>(21,760)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>817,978</TD>	<TD align=right>815,703</TD>	<TD align=right>2,275</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>New Zealand Dollar</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>15,706</TD>	<TD align=right>15,481</TD>	<TD align=right>225</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,513,297</TD>	<TD align=right>1,491,267</TD>	<TD align=right>(22,030)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,066,433</TD>	<TD align=right>1,066,433</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>127,691</TD>	<TD align=right>127,691</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>529,249</TD>	<TD align=right>533,829</TD>	<TD align=right>(4,580)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>597,263</TD>	<TD align=right>589,014</TD>	<TD align=right>8,249</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>358,442</TD>	<TD align=right>351,624</TD>	<TD align=right>6,818</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,375,090</TD>	<TD align=right>1,380,774</TD>	<TD align=right>(5,684)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>592,995</TD>	<TD align=right>592,995</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>252,055</TD>	<TD align=right>252,055</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Credit Suisse AG</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>21,446</TD>	<TD align=right>20,896</TD>	<TD align=right>(550)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>612,247</TD>	<TD align=right>611,375</TD>	<TD align=right>872</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,075,779</TD>	<TD align=right>2,064,341</TD>	<TD align=right>(11,438)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>953,800</TD>	<TD align=right>930,716</TD>	<TD align=right>(23,084)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>15,861</TD>	<TD align=right>15,832</TD>	<TD align=right>29</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>4,458,452</TD>	<TD align=right>4,441,940</TD>	<TD align=right>(16,512)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Indian Rupee</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>658,277</TD>	<TD align=right>654,519</TD>	<TD align=right>(3,758)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,090,707</TD>	<TD align=right>1,085,448</TD>	<TD align=right>5,259</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Malaysian Ringgit</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,080,338</TD>	<TD align=right>1,080,338</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>651,532</TD>	<TD align=right>649,625</TD>	<TD align=right>1,907</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>445,591</TD>	<TD align=right>439,068</TD>	<TD align=right>(6,523)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>25,767</TD>	<TD align=right>25,767</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Russian Ruble</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>580,401</TD>	<TD align=right>580,401</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>769,335</TD>	<TD align=right>771,043</TD>	<TD align=right>(1,708)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>597,858</TD>	<TD align=right>588,719</TD>	<TD align=right>9,139</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,718,456</TD>	<TD align=right>1,719,893</TD>	<TD align=right>(1,437)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,140,928</TD>	<TD align=right>1,144,720</TD>	<TD align=right>(3,792)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>658,260</TD>	<TD align=right>658,260</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>187,831</TD>	<TD align=right>187,831</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Deutsche Bank AG</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>151,722</TD>	<TD align=right>147,537</TD>	<TD align=right>4,185</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>483,937</TD>	<TD align=right>480,933</TD>	<TD align=right>3,004</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,737,738</TD>	<TD align=right>1,728,146</TD>	<TD align=right>(9,592)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>382,640</TD>	<TD align=right>382,052</TD>	<TD align=right>588</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Chilean Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>199,485</TD>	<TD align=right>197,739</TD>	<TD align=right>1,746</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>594,173</TD>	<TD align=right>594,173</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,173,162</TD>	<TD align=right>1,151,005</TD>	<TD align=right>(22,157)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>195,156</TD>	<TD align=right>193,448</TD>	<TD align=right>1,708</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Malaysian Ringgit</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>977,147</TD>	<TD align=right>981,532</TD>	<TD align=right>(4,385)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>413,200</TD>	<TD align=right>411,025</TD>	<TD align=right>2,175</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>New Zealand Dollar</TD>	<TD align=left>Sell</TD>	<TD>7/21/11</TD>	<TD align=right>437,366</TD>	<TD align=right>431,476</TD>	<TD align=right>(5,890)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>173,707</TD>	<TD align=right>171,190</TD>	<TD align=right>2,517</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Philippines Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>495,878</TD>	<TD align=right>495,878</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,056,340</TD>	<TD align=right>1,056,340</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>171,687</TD>	<TD align=right>171,687</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,278,725</TD>	<TD align=right>1,259,121</TD>	<TD align=right>19,604</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>829,018</TD>	<TD align=right>812,556</TD>	<TD align=right>(16,462)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>955,337</TD>	<TD align=right>958,827</TD>	<TD align=right>(3,490)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>230,394</TD>	<TD align=right>230,394</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>271,072</TD>	<TD align=right>271,072</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Goldman Sachs International</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>3,030,697</TD>	<TD align=right>2,955,640</TD>	<TD align=right>75,057</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>622,926</TD>	<TD align=right>619,853</TD>	<TD align=right>(3,073)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,513,749</TD>	<TD align=right>2,454,599</TD>	<TD align=right>(59,150)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Chilean Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>561,537</TD>	<TD align=right>557,156</TD>	<TD align=right>4,381</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>4,089,392</TD>	<TD align=right>4,012,634</TD>	<TD align=right>(76,758)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>401,845</TD>	<TD align=right>401,845</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,092,792</TD>	<TD align=right>1,086,997</TD>	<TD align=right>(5,795)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>303,794</TD>	<TD align=right>302,288</TD>	<TD align=right>1,506</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>451,126</TD>	<TD align=right>451,126</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>669,470</TD>	<TD align=right>674,030</TD>	<TD align=right>(4,560)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>735,096</TD>	<TD align=right>720,420</TD>	<TD align=right>14,676</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,955,315</TD>	<TD align=right>1,962,530</TD>	<TD align=right>(7,215)</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>HSBC Bank USA, National Association</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>859,556</TD>	<TD align=right>839,102</TD>	<TD align=right>20,454</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,609,811</TD>	<TD align=right>2,595,275</TD>	<TD align=right>(14,536)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>6,056,506</TD>	<TD align=right>5,944,037</TD>	<TD align=right>(112,469)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Indian Rupee</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>174,001</TD>	<TD align=right>173,505</TD>	<TD align=right>(496)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,177,336</TD>	<TD align=right>2,165,470</TD>	<TD align=right>(11,866)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,779,195</TD>	<TD align=right>1,755,570</TD>	<TD align=right>(23,625)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Philippines Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>495,935</TD>	<TD align=right>495,935</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>590,731</TD>	<TD align=right>590,408</TD>	<TD align=right>323</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>479,555</TD>	<TD align=right>473,093</TD>	<TD align=right>6,462</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>986,884</TD>	<TD align=right>990,779</TD>	<TD align=right>(3,895)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>655,794</TD>	<TD align=right>655,794</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>JPMorgan Chase Bank, N.A.</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>188,425</TD>	<TD align=right>183,765</TD>	<TD align=right>4,660</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,619,256</TD>	<TD align=right>1,608,481</TD>	<TD align=right>10,775</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>3,016,672</TD>	<TD align=right>3,000,239</TD>	<TD align=right>(16,433)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>183,493</TD>	<TD align=right>179,177</TD>	<TD align=right>(4,316)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Chilean Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>619,085</TD>	<TD align=right>614,582</TD>	<TD align=right>4,503</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>834,595</TD>	<TD align=right>831,008</TD>	<TD align=right>3,587</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>4,668,142</TD>	<TD align=right>4,580,522</TD>	<TD align=right>(87,620)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>223,474</TD>	<TD align=right>221,499</TD>	<TD align=right>1,975</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,486,794</TD>	<TD align=right>2,473,180</TD>	<TD align=right>(13,614)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Malaysian Ringgit</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>694,514</TD>	<TD align=right>694,514</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>688,201</TD>	<TD align=right>685,014</TD>	<TD align=right>3,187</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>New Zealand Dollar</TD>	<TD align=left>Sell</TD>	<TD>7/21/11</TD>	<TD align=right>465,058</TD>	<TD align=right>458,266</TD>	<TD align=right>(6,792)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>489,509</TD>	<TD align=right>482,352</TD>	<TD align=right>7,157</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,937,400</TD>	<TD align=right>2,937,400</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Russian Ruble</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>580,050</TD>	<TD align=right>579,957</TD>	<TD align=right>93</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>760,780</TD>	<TD align=right>760,063</TD>	<TD align=right>717</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>388,718</TD>	<TD align=right>391,325</TD>	<TD align=right>(2,607)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>998,652</TD>	<TD align=right>982,798</TD>	<TD align=right>15,854</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>200,972</TD>	<TD align=right>196,993</TD>	<TD align=right>(3,979)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,645,322</TD>	<TD align=right>1,651,176</TD>	<TD align=right>5,854</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>994,614</TD>	<TD align=right>993,584</TD>	<TD align=right>(1,030)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Thai Baht</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>483,495</TD>	<TD align=right>483,495</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>183,172</TD>	<TD align=right>183,723</TD>	<TD align=right>551</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Royal Bank of Scotland PLC (The)</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>2,954,089</TD>	<TD align=right>2,913,580</TD>	<TD align=right>40,509</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,038,468</TD>	<TD align=right>1,032,932</TD>	<TD align=right>5,536</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,157,358</TD>	<TD align=right>2,145,386</TD>	<TD align=right>(11,972)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,434,769</TD>	<TD align=right>1,400,994</TD>	<TD align=right>(33,775)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Chilean Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>599,570</TD>	<TD align=right>593,381</TD>	<TD align=right>6,189</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>213,651</TD>	<TD align=right>213,651</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>3,217,858</TD>	<TD align=right>3,158,502</TD>	<TD align=right>(59,356)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>454,886</TD>	<TD align=right>455,282</TD>	<TD align=right>396</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Indian Rupee</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>972,022</TD>	<TD align=right>966,259</TD>	<TD align=right>(5,763)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,854,703</TD>	<TD align=right>1,847,381</TD>	<TD align=right>(7,322)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Malaysian Ringgit</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>808,913</TD>	<TD align=right>808,913</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>283,525</TD>	<TD align=right>282,176</TD>	<TD align=right>1,349</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>New Zealand Dollar</TD>	<TD align=left>Sell</TD>	<TD>7/21/11</TD>	<TD align=right>42,816</TD>	<TD align=right>36,970</TD>	<TD align=right>(5,846)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,007,314</TD>	<TD align=right>992,217</TD>	<TD align=right>15,097</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>529,701</TD>	<TD align=right>529,701</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Russian Ruble</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>581,105</TD>	<TD align=right>581,105</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>596,548</TD>	<TD align=right>596,548</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>509,491</TD>	<TD align=right>503,830</TD>	<TD align=right>5,661</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,013,339</TD>	<TD align=right>997,482</TD>	<TD align=right>15,857</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>610,387</TD>	<TD align=right>598,113</TD>	<TD align=right>(12,274)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>577,607</TD>	<TD align=right>579,897</TD>	<TD align=right>(2,290)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,130,828</TD>	<TD align=right>1,130,828</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>250,613</TD>	<TD align=right>250,613</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>State Street Bank and Trust Co.</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,862,377</TD>	<TD align=right>1,850,073</TD>	<TD align=right>12,304</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>407,763</TD>	<TD align=right>405,538</TD>	<TD align=right>2,225</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,614,887</TD>	<TD align=right>1,606,907</TD>	<TD align=right>7,980</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,620,128</TD>	<TD align=right>1,582,291</TD>	<TD align=right>(37,837)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>8,089,455</TD>	<TD align=right>7,935,943</TD>	<TD align=right>(153,512)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>269,098</TD>	<TD align=right>269,098</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,460,311</TD>	<TD align=right>2,447,561</TD>	<TD align=right>(12,750)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Malaysian Ringgit</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,482,300</TD>	<TD align=right>1,482,300</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>421,893</TD>	<TD align=right>419,921</TD>	<TD align=right>1,972</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,918,047</TD>	<TD align=right>1,889,168</TD>	<TD align=right>(28,879)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Philippines Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>495,969</TD>	<TD align=right>495,969</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>717,347</TD>	<TD align=right>717,347</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Russian Ruble</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>582,164</TD>	<TD align=right>582,164</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>405,403</TD>	<TD align=right>405,403</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>592,756</TD>	<TD align=right>587,572</TD>	<TD align=right>5,184</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>1,076,335</TD>	<TD align=right>1,055,302</TD>	<TD align=right>21,033</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>3,838,608</TD>	<TD align=right>3,853,831</TD>	<TD align=right>(15,223)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,001,799</TD>	<TD align=right>1,001,799</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Thai Baht</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>484,907</TD>	<TD align=right>484,907</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>UBS AG</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>3,154,144</TD>	<TD align=right>3,110,764</TD>	<TD align=right>43,380</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Brazilian Real</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>540,133</TD>	<TD align=right>539,756</TD>	<TD align=right>377</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>2,494,756</TD>	<TD align=right>2,483,656</TD>	<TD align=right>(11,100)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>696,236</TD>	<TD align=right>680,136</TD>	<TD align=right>16,100</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Czech Koruna</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>296,072</TD>	<TD align=right>296,072</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>4,135,796</TD>	<TD align=right>4,092,496</TD>	<TD align=right>(43,300)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Hungarian Forint</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>220,832</TD>	<TD align=right>220,832</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Indian Rupee</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,424,601</TD>	<TD align=right>1,416,780</TD>	<TD align=right>(7,821)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>3,390,017</TD>	<TD align=right>3,372,642</TD>	<TD align=right>(17,375)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Mexican Peso</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>572,017</TD>	<TD align=right>570,241</TD>	<TD align=right>1,776</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>New Zealand Dollar</TD>	<TD align=left>Sell</TD>	<TD>7/21/11</TD>	<TD align=right>645,426</TD>	<TD align=right>635,442</TD>	<TD align=right>(9,984)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>4,815,704</TD>	<TD align=right>4,779,233</TD>	<TD align=right>36,471</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Polish Zloty</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>239,189</TD>	<TD align=right>239,189</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Russian Ruble</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>581,233</TD>	<TD align=right>581,233</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Singapore Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>419,631</TD>	<TD align=right>419,631</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South African Rand</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>1,211,570</TD>	<TD align=right>1,209,747</TD>	<TD align=right>1,823</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>South Korean Won</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>946,365</TD>	<TD align=right>931,084</TD>	<TD align=right>15,281</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>593,043</TD>	<TD align=right>581,266</TD>	<TD align=right>11,777</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,659,250</TD>	<TD align=right>1,665,930</TD>	<TD align=right>6,680</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Taiwan Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>939,942</TD>	<TD align=right>940,882</TD>	<TD align=right>940</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Thai Baht</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>480,760</TD>	<TD align=right>480,760</TD>	<TD align=right>&#8212;</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Turkish Lira</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>11,177</TD>	<TD align=right>11,212</TD>	<TD align=right>(35)</TD></TR>
	<TR height=9></TR><TR vAlign=bottom align=left>	<TD></TD><TD colspan=7><B>Westpac Banking Corp.</B></TD>						</TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Australian Dollar</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>702,806</TD>	<TD align=right>684,738</TD>	<TD align=right>18,068</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>British Pound</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>188,211</TD>	<TD align=right>187,283</TD>	<TD align=right>928</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Canadian Dollar</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>158,924</TD>	<TD align=right>155,212</TD>	<TD align=right>(3,712)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Euro</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>4,240,641</TD>	<TD align=right>4,161,118</TD>	<TD align=right>(79,523)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Japanese Yen</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>667,311</TD>	<TD align=right>663,863</TD>	<TD align=right>(3,448)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>New Zealand Dollar</TD>	<TD align=left>Buy</TD>	<TD>7/21/11</TD>	<TD align=right>6,365</TD>	<TD align=right>6,275</TD>	<TD align=right>90</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Norwegian Krone</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>1,428,871</TD>	<TD align=right>1,408,283</TD>	<TD align=right>(20,588)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swedish Krona</TD>	<TD align=left>Sell</TD>	<TD>8/17/11</TD>	<TD align=right>777,776</TD>	<TD align=right>762,650</TD>	<TD align=right>(15,126)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD></TD>	<TD>Swiss Franc</TD>	<TD align=left>Buy</TD>	<TD>8/17/11</TD>	<TD align=right>42,856</TD>	<TD align=right>43,024</TD>	<TD align=right>(168)</TD></TR>

<TR><TD colSpan=7></TD><TD>
<HR SIZE=2 noShade align=right Width="70%">
</TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+0><B>Total</B></FONT></TD>						<TD align=right><FONT size=+0><B>$(787,092)</B></FONT></TD></TABLE>

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<TABLE style="WIDTH: 80%" border=0 cellSpacing=0  cellPadding=0><TR>
     <TD width="5%"></TD>
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     <TD width="12%"></TD>
</TR>


	<TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+1><B>FUTURES CONTRACTS OUTSTANDING at 6/30/11 (Unaudited)</B></FONT></TD></TR>
					<TR><TD><BR><BR></TD></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B></B></TD>	<TD><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>	<TD align=right><B>Unrealized</B></TD></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD align=right><B>Number of</B></TD>	<TD align=right><B></B></TD>	<TD><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Expiration</B></TD>	<TD align=right><B>appreciation/</B></TD></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD align=right><B>contracts</B></TD>	<TD align=right><B>Value</B></TD>	<TD><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;date</B></TD>	<TD align=right><B>(depreciation)</B></TD></TR>	<TR><TD></TD><TD colSpan=6>
<HR SIZE=2 noShade>
</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Australian Government Treasury Bond 10 yr (Short)</TD>	<TD align=right>109</TD>	<TD align=right>$83,147,144</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>$74,920</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Canadian Government Bond 10 yr (Short)</TD>	<TD align=right>140</TD>	<TD align=right>18,015,256</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>247,367</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Bobl 5 yr (Short)</TD>	<TD align=right>6</TD>	<TD align=right>1,015,645</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(1,329)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Bund 10 yr (Long)</TD>	<TD align=right>87</TD>	<TD align=right>15,851,136</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(20,885)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Dollar 90 day (Short)</TD>	<TD align=right>1140</TD>	<TD align=right>283,247,250</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-12</TD>	<TD align=right>(746,566)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Schatz 2 yr (Short)</TD>	<TD align=right>48</TD>	<TD align=right>7,496,153</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(1,919)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Swiss Franc 3 Month (Short)</TD>	<TD align=right>38</TD>	<TD align=right>11,276,763</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11</TD>	<TD align=right>(44,717)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Swiss Franc 3 Month (Short)</TD>	<TD align=right>38</TD>	<TD align=right>11,256,412</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-12</TD>	<TD align=right>(73,994)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Swiss Franc 3 Month (Short)</TD>	<TD align=right>38</TD>	<TD align=right>11,230,408</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-12</TD>	<TD align=right>(88,068)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Swiss Franc 3 Month (Short)</TD>	<TD align=right>38</TD>	<TD align=right>11,267,718</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mar-12</TD>	<TD align=right>(58,820)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Euro-Swiss Franc 3 Month (Short)</TD>	<TD align=right>38</TD>	<TD align=right>11,283,547</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(27,758)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Japanese Government Bond 10 yr (Short)</TD>	<TD align=right>10</TD>	<TD align=right>17,527,029</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(33,609)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Japanese Government Bond 10 yr Mini (Long)</TD>	<TD align=right>3</TD>	<TD align=right>876,849</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>1,178</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>U.K. Gilt 10 yr (Long)</TD>	<TD align=right>147</TD>	<TD align=right>28,379,382</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(411,626)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>U.S. Treasury Bond 20 yr (Short)</TD>	<TD align=right>78</TD>	<TD align=right>9,596,438</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(34,117)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>U.S. Treasury Bond 30 yr (Long)</TD>	<TD align=right>10</TD>	<TD align=right>1,262,500</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(35,519)</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>U.S. Treasury Note 2 yr (Short)</TD>	<TD align=right>332</TD>	<TD align=right>72,822,125</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>50,400</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>U.S. Treasury Note 10 yr (Long)</TD>	<TD align=right>365</TD>	<TD align=right>44,649,766</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11</TD>	<TD align=right>(672,506)</TD></TR>

<TR><TD colSpan=5></TD><TD>
<HR SIZE=2 noShade align=right Width="70%">
</TD></TR><TR vAlign=top align=left><TD></TD>	<TD><FONT size=+0><B>Total</B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD align=right><FONT size=+0><B>$(1,877,568)</B></FONT></TD></TABLE>

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<TABLE style="WIDTH: 80%" border=0 cellSpacing=0  cellPadding=0><TR>
     <TD width="5%"></TD>
     <TD width="52%"></TD>
     <TD width="9%"></TD>
     <TD width="11%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
</TR>

	<TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+1><B>WRITTEN OPTIONS OUTSTANDING at 6/30/11 (premiums received $38,664,776) (Unaudited)</B></FONT></TD></TR>
					<TR><TD><BR><BR></TD></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B>Contract</B></TD>	<TD><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Expiration date/</B></TD>	<TD align=right><B></B></TD></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B>amount</B></TD>	<TD><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;strike price</B></TD>	<TD align=right><B>Value</B></TD></TR>	<TR><TD></TD><TD colSpan=6>
<HR SIZE=2 noShade>
</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Credit Suisse International for the obligation to pay a fixed rate of 0.578% versus the six month CHF-LIBOR-BBA maturing December 24, 2013.</TD>	<TD align=right>CHF</TD>	<TD align=right>15,780,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/0.578</TD>	<TD align=right>$ 19,453</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Credit Suisse International for the obligation to pay a fixed rate of 0.602% versus the six month CHF-LIBOR-BBA maturing December 22, 2013.</TD>	<TD align=right>CHF</TD>	<TD align=right>15,780,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/0.602</TD>	<TD align=right>23,252</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Credit Suisse International for the obligation to pay a fixed rate of 0.70175% versus the six month CHF-LIBOR-BBA maturing January 23, 2014.</TD>	<TD align=right>CHF</TD>	<TD align=right>15,780,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jan-12/0.70175</TD>	<TD align=right>36,094</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with UBS AG for the obligation to pay a fixed rate of 0.722% versus the six month CHF-LIBOR-BBA maturing January 23, 2014.</TD>	<TD align=right>CHF</TD>	<TD align=right>15,780,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jan-12/0.722</TD>	<TD align=right>40,101</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.8675% versus the three month USD-LIBOR-BBA maturing April 12, 2022.</TD>	<TD align=right></TD>	<TD align=right>$ 6,409,500</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apr-12/4.8675</TD>	<TD align=right>37,992</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.8675% versus the three month USD-LIBOR-BBA maturing April 12, 2022.</TD>	<TD align=right></TD>	<TD align=right>6,409,500</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apr-12/4.8675</TD>	<TD align=right>712,929</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to receive a fixed rate of 4.475% versus the three month USD-LIBOR-BBA maturing August 19, 2021.</TD>	<TD align=right></TD>	<TD align=right>7,124,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.475</TD>	<TD align=right>285</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to pay a fixed rate of 4.475% versus the three month USD-LIBOR-BBA maturing August 19, 2021.</TD>	<TD align=right></TD>	<TD align=right>7,124,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.475</TD>	<TD align=right>718,313</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.49% versus the three month USD-LIBOR-BBA maturing August 17, 2021.</TD>	<TD align=right></TD>	<TD align=right>11,060,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.49</TD>	<TD align=right>1,132,433</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 4.49% versus the three month USD-LIBOR-BBA maturing August 17, 2021.</TD>	<TD align=right></TD>	<TD align=right>11,060,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.49</TD>	<TD align=right>332</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to receive a fixed rate of 4.55% versus the three month USD-LIBOR-BBA maturing August 17, 2021.</TD>	<TD align=right></TD>	<TD align=right>5,530,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.55</TD>	<TD align=right>111</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to pay a fixed rate of 4.55% versus the three month USD-LIBOR-BBA maturing August 17, 2021.</TD>	<TD align=right></TD>	<TD align=right>5,530,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.55</TD>	<TD align=right>595,249</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to receive a fixed rate of 4.70% versus the three month USD-LIBOR-BBA maturing August 8, 2021.</TD>	<TD align=right></TD>	<TD align=right>11,515,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.70</TD>	<TD align=right>18</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to pay a fixed rate of 4.70% versus the three month USD-LIBOR-BBA maturing August 8, 2021.</TD>	<TD align=right></TD>	<TD align=right>11,515,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.70</TD>	<TD align=right>1,404,139</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to receive a fixed rate of 4.765% versus the three month USD-LIBOR-BBA maturing August 16, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,823,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.765</TD>	<TD align=right>51</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Bank of America, N.A. for the obligation to pay a fixed rate of 4.765% versus the three month USD-LIBOR-BBA maturing August 16, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,823,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-11/4.765</TD>	<TD align=right>1,370,300</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.375% versus the three month USD-LIBOR-BBA maturing August 10, 2045.</TD>	<TD align=right></TD>	<TD align=right>5,571,800</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-15/4.375</TD>	<TD align=right>813,037</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.375% versus the three month USD-LIBOR-BBA maturing August 10, 2045.</TD>	<TD align=right></TD>	<TD align=right>5,571,800</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-15/4.375</TD>	<TD align=right>505,919</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.46% versus the three month USD-LIBOR-BBA maturing August 7, 2045.</TD>	<TD align=right></TD>	<TD align=right>5,571,800</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-15/4.46</TD>	<TD align=right>536,063</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.46% versus the three month USD-LIBOR-BBA maturing August 7, 2045.</TD>	<TD align=right></TD>	<TD align=right>5,571,800</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aug-15/4.46</TD>	<TD align=right>772,642</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 2.225% versus the three month USD-LIBOR-BBA maturing December 9, 2016.</TD>	<TD align=right></TD>	<TD align=right>13,669,005</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/2.225</TD>	<TD align=right>134,230</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 2.225% versus the three month USD-LIBOR-BBA maturing December 9, 2016.</TD>	<TD align=right></TD>	<TD align=right>13,669,005</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/2.225</TD>	<TD align=right>212,502</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to pay a fixed rate of 2.24% versus the three month USD-LIBOR-BBA maturing December 8, 2016.</TD>	<TD align=right></TD>	<TD align=right>9,568,359</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/2.24</TD>	<TD align=right>97,406</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to receive a fixed rate of 2.24% versus the three month USD-LIBOR-BBA maturing December 8, 2016.</TD>	<TD align=right></TD>	<TD align=right>9,568,359</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/2.24</TD>	<TD align=right>148,405</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclay's Bank PLC for the obligation to pay a fixed rate of 2.28% versus the three month USD-LIBOR-BBA maturing December 16, 2016.</TD>	<TD align=right></TD>	<TD align=right>20,435,264</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/2.28</TD>	<TD align=right>226,423</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclay's Bank PLC for the obligation to receive a fixed rate of 2.28% versus the three month USD-LIBOR-BBA maturing December 16, 2016.</TD>	<TD align=right></TD>	<TD align=right>20,435,264</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dec-11/2.28</TD>	<TD align=right>312,864</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 5.27% versus the three month USD-LIBOR-BBA maturing February 12, 2025.</TD>	<TD align=right></TD>	<TD align=right>5,766,760</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Feb-15/5.27</TD>	<TD align=right>268,893</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 5.27% versus the three month USD-LIBOR-BBA maturing February 12, 2025.</TD>	<TD align=right></TD>	<TD align=right>5,766,760</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Feb-15/5.27</TD>	<TD align=right>516,586</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclays Bank PLC for the obligation to receive a fixed rate of 5.36% versus the three month USD-LIBOR-BBA maturing February 13, 2025.</TD>	<TD align=right></TD>	<TD align=right>1,584,020</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Feb-15/5.36</TD>	<TD align=right>70,317</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclays Bank PLC for the obligation to pay a fixed rate of 5.36% versus the three month USD-LIBOR-BBA maturing February 13, 2025.</TD>	<TD align=right></TD>	<TD align=right>1,584,020</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Feb-15/5.36</TD>	<TD align=right>148,961</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to receive a fixed rate of 3.55% versus the three month USD-LIBOR-BBA maturing July 21, 2021.</TD>	<TD align=right></TD>	<TD align=right>7,206,408</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/3.55</TD>	<TD align=right>9,368</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to pay a fixed rate of 3.55% versus the three month USD-LIBOR-BBA maturing July 21, 2021.</TD>	<TD align=right></TD>	<TD align=right>7,206,408</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/3.55</TD>	<TD align=right>176,629</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.46% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>20,362,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.46</TD>	<TD align=right>5</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.46% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>20,362,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.46</TD>	<TD align=right>2,098,508</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 4.52% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>19,096,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.52</TD>	<TD align=right>2</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.52% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>19,096,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.52</TD>	<TD align=right>2,068,861</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.525% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>20,362,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.525</TD>	<TD align=right>2,214,978</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.525% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>20,362,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.525</TD>	<TD align=right>2</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 4.5475% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>9,548,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.5475</TD>	<TD align=right>1</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.5475% versus the three month USD-LIBOR-BBA maturing July 26, 2021.</TD>	<TD align=right></TD>	<TD align=right>9,548,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.5475</TD>	<TD align=right>1,057,441</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.745% versus the three month USD-LIBOR-BBA maturing July 27, 2021.</TD>	<TD align=right></TD>	<TD align=right>30,543,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.745</TD>	<TD align=right>1</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.745% versus the three month USD-LIBOR-BBA maturing July 27, 2021.</TD>	<TD align=right></TD>	<TD align=right>30,543,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jul-11/4.745</TD>	<TD align=right>3,893,011</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.12% versus the three month USD-LIBOR-BBA maturing June 6, 2021.</TD>	<TD align=right></TD>	<TD align=right>556,661</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.12</TD>	<TD align=right>15,274</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclay's Bank PLC for the obligation to pay a fixed rate of 4.39% versus the three month USD-LIBOR-BBA maturing June 6, 2021.</TD>	<TD align=right></TD>	<TD align=right>547,769</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.39</TD>	<TD align=right>17,857</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.575% versus the three month USD-LIBOR-BBA maturing June 6, 2021.</TD>	<TD align=right></TD>	<TD align=right>544,291</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.575</TD>	<TD align=right>19,633</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.575% versus the three month USD-LIBOR-BBA maturing June 6, 2021.</TD>	<TD align=right></TD>	<TD align=right>544,291</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.575</TD>	<TD align=right>23,475</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.61% versus the three month USD-LIBOR-BBA maturing June 24, 2021.</TD>	<TD align=right></TD>	<TD align=right>1,659,222</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.61</TD>	<TD align=right>60,794</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 4.61% versus the three month USD-LIBOR-BBA maturing June 24, 2021.</TD>	<TD align=right></TD>	<TD align=right>1,659,222</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.61</TD>	<TD align=right>70,799</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.815% versus the three month USD-LIBOR-BBA maturing June 10, 2026.</TD>	<TD align=right></TD>	<TD align=right>6,121,390</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.815</TD>	<TD align=right>393,116</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.815% versus the three month USD-LIBOR-BBA maturing June 10, 2026.</TD>	<TD align=right></TD>	<TD align=right>6,121,390</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.815</TD>	<TD align=right>441,842</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.86% versus the three month USD-LIBOR-BBA maturing July 1, 2026.</TD>	<TD align=right></TD>	<TD align=right>3,945,779</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.86</TD>	<TD align=right>259,396</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclay's Bank PLC for the obligation to receive a fixed rate of 4.89% versus the three month USD-LIBOR-BBA maturing June 6, 2021.</TD>	<TD align=right></TD>	<TD align=right>547,769</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/4.89</TD>	<TD align=right>20,487</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 5.12% versus the three month USD-LIBOR-BBA maturing June 6, 2021.</TD>	<TD align=right></TD>	<TD align=right>556,661</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/5.12</TD>	<TD align=right>18,706</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 5.86% versus the three month USD-LIBOR-BBA maturing July 1, 2026.</TD>	<TD align=right></TD>	<TD align=right>3,945,779</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jun-16/5.86</TD>	<TD align=right>171,642</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 5.51% versus the three month USD-LIBOR-BBA maturing May 14, 2022.</TD>	<TD align=right></TD>	<TD align=right>25,011,500</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-12/5.51</TD>	<TD align=right>3,958,820</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 5.51% versus the three month USD-LIBOR-BBA maturing May 14, 2022.</TD>	<TD align=right></TD>	<TD align=right>25,011,500</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-12/5.51</TD>	<TD align=right>60,028</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclay's Bank PLC for the obligation to pay a fixed rate of 2.065% versus the three month USD-LIBOR-BBA maturing September 8, 2016.</TD>	<TD align=right></TD>	<TD align=right>13,001,017</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11/2.065</TD>	<TD align=right>78,656</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Barclay's Bank PLC for the obligation to receive a fixed rate of 2.065% versus the three month USD-LIBOR-BBA maturing September 8, 2016.</TD>	<TD align=right></TD>	<TD align=right>13,001,017</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-11/2.065</TD>	<TD align=right>136,901</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.82% versus the three month USD-LIBOR-BBA maturing September 12, 2018.</TD>	<TD align=right></TD>	<TD align=right>1,469,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-13/4.82</TD>	<TD align=right>96,978</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.82% versus the three month USD-LIBOR-BBA maturing September 12, 2018.</TD>	<TD align=right></TD>	<TD align=right>1,469,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-13/4.82</TD>	<TD align=right>20,057</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to pay a fixed rate of 4.04% versus the three month USD-LIBOR-BBA maturing September 11, 2025.</TD>	<TD align=right></TD>	<TD align=right>41,033,400</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-15/4.04</TD>	<TD align=right>1,643,318</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with JPMorgan Chase Bank, N.A. for the obligation to receive a fixed rate of 4.04% versus the three month USD-LIBOR-BBA maturing September 11, 2025.</TD>	<TD align=right></TD>	<TD align=right>41,033,400</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sep-15/4.04</TD>	<TD align=right>4,010,194</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to pay a fixed rate of 4.60% versus the three month USD-LIBOR-BBA maturing June 1, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,187,746</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.600</TD>	<TD align=right>372,973</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to receive a fixed rate of 4.60% versus the three month USD-LIBOR-BBA maturing June 1, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,187,746</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.600</TD>	<TD align=right>433,489</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Goldman Sachs International for the obligation to pay a fixed rate of 4.36% versus the three month USD-LIBOR-BBA maturing June 1, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,238,704</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.360</TD>	<TD align=right>326,717</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Goldman Sachs International for the obligation to receive a fixed rate of 4.86% versus the three month USD-LIBOR-BBA maturing June 1, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,238,704</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.860</TD>	<TD align=right>387,330</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.11% versus the three month USD-LIBOR-BBA maturing June 1, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,398,887</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.110</TD>	<TD align=right>283,456</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 5.11% versus the three month USD-LIBOR-BBA maturing June 1, 2021.</TD>	<TD align=right></TD>	<TD align=right>10,398,887</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/5.110</TD>	<TD align=right>350,721</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to receive a fixed rate of 4.765% versus the three month USD-LIBOR-BBA maturing May 23, 2021.</TD>	<TD align=right></TD>	<TD align=right>18,914,561</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.765</TD>	<TD align=right>745,612</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Deutsche Bank AG for the obligation to pay a fixed rate of 4.765% versus the three month USD-LIBOR-BBA maturing May 23, 2021.</TD>	<TD align=right></TD>	<TD align=right>18,914,561</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.765</TD>	<TD align=right>761,689</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to pay a fixed rate of 4.705% versus the three month USD-LIBOR-BBA maturing May 17, 2021.</TD>	<TD align=right></TD>	<TD align=right>24,507,428</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.705</TD>	<TD align=right>955,545</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>Option on an interest rate swap with Citibank, N.A. for the obligation to receive a fixed rate of 4.705% versus the three month USD-LIBOR-BBA maturing May 17, 2021.</TD>	<TD align=right></TD>	<TD align=right>24,507,428</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May-16/4.705</TD>	<TD align=right>990,097</TD></TR>

<TR><TD colSpan=5></TD><TD>
<HR SIZE=2 noShade align=right Width="70%">
</TD></TR><TR vAlign=top align=left><TD></TD>	<TD><FONT size=+0><B>Total</B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD align=right><FONT size=+0><B>$39,499,709</B></FONT></TD></TABLE>

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<HR noshade align="center" width="100%" size=2>
<BR><BR><BR><BR><BR><BR><BR>





<TABLE style="WIDTH: 80%" border=0 cellSpacing=0  cellPadding=0><TR>
     <TD width="5%"></TD>
     <TD width="52%"></TD>
     <TD width="9%"></TD>
     <TD width="11%"></TD>
     <TD width="12%"></TD>
     <TD width="12%"></TD>
</TR>

	<TR vAlign=top align=left><TD></TD>	<TD colspan=6><FONT size=+1><B>TBA SALE COMMITMENTS OUTSTANDING at 6/30/11 (proceeds receivable $42,273,242) (Unaudited)</B></FONT></TD></TR>
					<TR><TD><BR><BR></TD></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B>Principal</B></TD>	<TD><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Settlement</B></TD>	<TD align=right><B></B></TD></TR>
	<TR vAlign=bottom align=left><TD><B></B></TD>	<TD><B>Agency</B></TD>	<TD align=right><B></B></TD>	<TD align=right><B>amount</B></TD>	<TD><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;date</B></TD>	<TD align=right><B>Value</B></TD></TR>	<TR><TD></TD><TD colSpan=6>
<HR SIZE=2 noShade>
</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>FHLMC, 4 1/2s, June 1, 2041</TD>	<TD align=right></TD>	<TD align=right>$3,000,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6-13-11</TD>	<TD align=right>$3,103,711</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>FNMA, 6 1/2s, July 1, 2041</TD>	<TD align=right></TD>	<TD align=right>1,000,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7-14-11</TD>	<TD align=right>1,132,188</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>FNMA, 5s, June 1, 2041</TD>	<TD align=right></TD>	<TD align=right>14,000,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6-13-11</TD>	<TD align=right>14,896,328</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>FNMA, 4 1/2s, July 1, 2041</TD>	<TD align=right></TD>	<TD align=right>1,000,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7-14-11</TD>	<TD align=right>1,034,608</TD></TR>
	<TR height=6></TR>
	<TR vAlign=bottom align=left><TD></TD>	<TD>FNMA, 4s, July 1, 2041</TD>	<TD align=right></TD>	<TD align=right>22,000,000</TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7-14-11</TD>	<TD align=right>22,000,000</TD></TR>

<TR><TD colSpan=5></TD><TD>
<HR SIZE=2 noShade align=right Width="70%">
</TD></TR><TR vAlign=top align=left><TD></TD>	<TD><FONT size=+0><B>Total</B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD><FONT size=+0><B></B></FONT></TD>	<TD align=right><FONT size=+0><B>$42,166,835</B></FONT></TD></TABLE>

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	<BR><BR><BR>
<TABLE style="WIDTH: 80%" border=0 cellSpacing=0 cellPadding=1><TR>
	<TD width="5%"></TD>
<TD width="5%"></TD>
<TD width="5%"></TD>
<TD width="5%"></TD>
<TD width="15%"></TD>
<TD width="15%"></TD>
<TD width="20%"></TD>
<TD width="15%"></TD>
<TD width="15%"></TD>
</TR>
<TR height=15></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><FONT size=+1><B>INTEREST RATE SWAP CONTRACTS OUTSTANDING at 6/30/11 (Unaudited)</B></FONT></TD></TR>
												<TR height=15></TR><TR vAlign=top align=left><TD></TD>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left colspan=3><B></B></TD>			<TD vAlign=bottom align=right><B>Upfront&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=left><B>Payments</B></TD>	<TD vAlign=bottom align=left><B>Payments</B></TD>	<TD vAlign=bottom align=right><B>Unrealized</B></TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left colspan=3><B>Swap counterparty /</B></TD>			<TD vAlign=bottom align=right><B>premium&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>	<TD vAlign=bottom align=left><B>Termination</B></TD>	<TD vAlign=bottom align=left><B>made by</B></TD>	<TD vAlign=bottom align=left><B>received by</B></TD>	<TD vAlign=bottom align=right><B>appreciation/</B></TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left colspan=3><B>Notional amount</B></TD>			<TD vAlign=bottom align=right><B>received (paid)&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>	<TD vAlign=bottom align=left><B>date</B></TD>	<TD vAlign=bottom align=left><B>fund per annum</B></TD>	<TD vAlign=bottom align=left><B>fund per annum</B></TD>	<TD vAlign=bottom align=right><B>(depreciation)</B></TD></TR><TR><TD></TD><TD colspan=8>
<HR SIZE=2 noShade align=right Width="100%">
</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Bank of America, N.A.</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$100,775,800</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$(150,873)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/7/15</TD>	<TD vAlign=top align=left>1.891%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>$(2,600,640)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>2,550,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/18/21</TD>	<TD vAlign=top align=left>6.1%</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=bottom align=right>(60,598)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CAD</TD>	<TD vAlign=top align=right>4,160,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/28/21</TD>	<TD vAlign=top align=left>3.25%</TD>	<TD vAlign=top align=left>3 month CAD-BA-CDOR</TD>	<TD vAlign=bottom align=right>55,612</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>15,700,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/14/13</TD>	<TD vAlign=top align=left>1 year EUR-EONIA-OIS-COMPOUND</TD>	<TD vAlign=top align=left>1.711561%</TD>	<TD vAlign=bottom align=right>11,141</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>10,253,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/29/20</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.355%</TD>	<TD vAlign=bottom align=right>(56,619)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>3,160,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/30/21</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.4725%</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>15,410,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/13</TD>	<TD vAlign=top align=left>1.875%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(295,351)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>6,890,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/16</TD>	<TD vAlign=top align=left>3.0625%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(420,103)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>10,010,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/31</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>4.87%</TD>	<TD vAlign=bottom align=right>(6,434)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Barclays Bank PLC</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$76,870,400</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(24,662)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/17/16</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>2.56%</TD>	<TD vAlign=bottom align=right>3,093,453</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>34,055,800</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>6,422 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/17/13</TD>	<TD vAlign=top align=left>0.64%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>23,312</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>77,983,700</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(143,148)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/17/16</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>1.93%</TD>	<TD vAlign=bottom align=right>(339,255)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>118,524,100</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(286,387)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/17/20</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.04%</TD>	<TD vAlign=bottom align=right>(650,619)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>32,420,500</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(66,477)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/17/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.2%</TD>	<TD vAlign=bottom align=right>(179,003)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>19,398,800</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>71,980 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/17/41</TD>	<TD vAlign=top align=left>4.04%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>145,194</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,800,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/20/16</TD>	<TD vAlign=top align=left>1.8125%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>15,267</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,700,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/20/41</TD>	<TD vAlign=top align=left>3.91625%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>122,899</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>904,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/20/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.104%</TD>	<TD vAlign=bottom align=right>(11,144)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,314,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/20/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.093%</TD>	<TD vAlign=bottom align=right>(30,777)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,066,900</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/10/18</TD>	<TD vAlign=top align=left>3.06%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(160,395)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>9,239,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/23/20</TD>	<TD vAlign=top align=left>2.955%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>98,376</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/24/20</TD>	<TD vAlign=top align=left>2.92375%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>39,868</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>67,590,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/27/20</TD>	<TD vAlign=top align=left>2.89485%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>1,085,207</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>25,910,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/27/41</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.88882%</TD>	<TD vAlign=bottom align=right>(822,521)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>22,798,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/28/13</TD>	<TD vAlign=top align=left>0.628%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>24,825</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>7,487,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/28/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.042%</TD>	<TD vAlign=bottom align=right>(139,835)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>5,241,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/28/41</TD>	<TD vAlign=top align=left>3.885%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>170,473</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,230,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/28/41</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.88%</TD>	<TD vAlign=bottom align=right>(107,938)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>9,320,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/28/20</TD>	<TD vAlign=top align=left>2.855%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>180,366</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>24,610,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/29/20</TD>	<TD vAlign=top align=left>2.841084%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>502,187</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>10,140,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/29/14</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.85488%</TD>	<TD vAlign=bottom align=right>(381,969)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,140,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/29/13</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>0.6425%</TD>	<TD vAlign=bottom align=right>(898)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,300,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/30/13</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>0.66%</TD>	<TD vAlign=bottom align=right>(1,952)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,900,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/30/20</TD>	<TD vAlign=top align=left>0.66%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>84,117</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>6,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/30/14</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.92%</TD>	<TD vAlign=bottom align=right>(157,128)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,027,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/1/21</TD>	<TD vAlign=top align=left>3.198%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>5,515</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>7,342,100</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/5/41</TD>	<TD vAlign=top align=left>4.08%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>858,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(1,133)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/30/31</TD>	<TD vAlign=top align=left>4.17%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(39,107)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>77,187,400</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>17,858 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/1/13</TD>	<TD vAlign=top align=left>1%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(661,218)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>90,781,500</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(4,080)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/4/13</TD>	<TD vAlign=top align=left>0.78%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(324,008)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>5,580,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/29/21</TD>	<TD vAlign=top align=left>5.735%</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=bottom align=right>47,625</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>11,160,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/30/16</TD>	<TD vAlign=top align=left>5.42%</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=bottom align=right>38,321</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>17,800,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/21/16</TD>	<TD vAlign=top align=left>5.57%</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=bottom align=right>(111,558)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>13,530,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/21/21</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=top align=left>5.88%</TD>	<TD vAlign=bottom align=right>94,003</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>4,030,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/21/21</TD>	<TD vAlign=top align=left>6.0675%</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=bottom align=right>(85,124)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>27,700,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/15/13</TD>	<TD vAlign=top align=left>1 year EUR-EONIA-OIS-COMPOUND</TD>	<TD vAlign=top align=left>1.67%</TD>	<TD vAlign=bottom align=right>(6,452)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>34,625,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/15/13</TD>	<TD vAlign=top align=left>1.95%</TD>	<TD vAlign=top align=left>3 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>49,662</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>10,343,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/9/21</TD>	<TD vAlign=top align=left>3.53%</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>(318,461)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>6,680,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/13/21</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.406%</TD>	<TD vAlign=bottom align=right>(108,608)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>6,680,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/13/21</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.406%</TD>	<TD vAlign=bottom align=right>(108,608)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>18,860,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/6/16</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.05%</TD>	<TD vAlign=bottom align=right>982,065</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>6,410,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/6/31</TD>	<TD vAlign=top align=left>4.2375%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(355,020)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>9,720,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/18/21</TD>	<TD vAlign=top align=left>3.7875%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(588,556)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>9,240,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/31</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>4.86%</TD>	<TD vAlign=bottom align=right>(14,104)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>21,570,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/13</TD>	<TD vAlign=top align=left>1.895%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(427,118)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>13,970,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/17/13</TD>	<TD vAlign=top align=left>1.555%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(71,077)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>13,970,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/18/13</TD>	<TD vAlign=top align=left>1.555%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(70,124)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Citibank, N.A.</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$133,116,500</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>25,501 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/9/20</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.01%</TD>	<TD vAlign=bottom align=right>851,639</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>361,200</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/29/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.05375%</TD>	<TD vAlign=bottom align=right>(6,359)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>18,860,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/5/16</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.075%</TD>	<TD vAlign=bottom align=right>1,020,660</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>6,410,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/5/31</TD>	<TD vAlign=top align=left>4.21075%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(316,820)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>36,760,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>8/3/15</TD>	<TD vAlign=top align=left>2.9225%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(2,083,421)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>10,910,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>8/3/20</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.885%</TD>	<TD vAlign=bottom align=right>858,785</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>45,950,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>8/3/12</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>1.61%</TD>	<TD vAlign=bottom align=right>486,681</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>13,860,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/10/21</TD>	<TD vAlign=top align=left>3.62%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(18,045)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>21,380,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/24/21</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=top align=left>3.8025%</TD>	<TD vAlign=bottom align=right>118,523</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>14,350,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/15/21</TD>	<TD vAlign=top align=left>3.93%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(87,490)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>16,690,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/23/21</TD>	<TD vAlign=top align=left>3.6575%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(37,152)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>13,860,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/9/21</TD>	<TD vAlign=top align=left>3.6225%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(18,562)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>15,400,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/4/21</TD>	<TD vAlign=top align=left>3.79%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(85,902)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Credit Suisse International</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$72,325,400</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(35,213)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/27/16</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>2.02%</TD>	<TD vAlign=bottom align=right>246,881</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>18,646,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/30/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.159%</TD>	<TD vAlign=bottom align=right>(157,355)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>51,053,600</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(68,044)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/14/16</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>2.35%</TD>	<TD vAlign=bottom align=right>1,354,686</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>26,200,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/21/13</TD>	<TD vAlign=top align=left>1.15625%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(104,276)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,430,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/5/21</TD>	<TD vAlign=top align=left>3.265%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>54,425,800</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(11,135)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/24/15</TD>	<TD vAlign=top align=left>2.04%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(1,585,394)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>19,816,600</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>5,798 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/24/26</TD>	<TD vAlign=top align=left>4.16%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(1,275,221)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>79,731,700</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>6,147 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/19/13</TD>	<TD vAlign=top align=left>0.89%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(488,066)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>91,258,500</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>6,507 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/27/13</TD>	<TD vAlign=top align=left>0.72%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(149,976)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>5,620,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/14/21</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=top align=left>2.075%</TD>	<TD vAlign=bottom align=right>(19,229)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>2,830,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/13/21</TD>	<TD vAlign=top align=left>2.225%</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(44,246)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>2,830,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/16/21</TD>	<TD vAlign=top align=left>2.185%</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(31,171)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>48,900,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/19/13</TD>	<TD vAlign=top align=left>0.7125%</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(266,712)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>5,620,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/20/21</TD>	<TD vAlign=top align=left>2.24%</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(93,859)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>2,430,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/19/21</TD>	<TD vAlign=top align=left>3.691%</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>(102,712)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>11,060,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/16</TD>	<TD vAlign=top align=left>3.065%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(676,319)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>6,110,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/21</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.93%</TD>	<TD vAlign=bottom align=right>475,792</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>MXN</TD>	<TD vAlign=top align=right>33,670,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/21/20</TD>	<TD vAlign=top align=left>1 month MXN-TIIE-BANXICO</TD>	<TD vAlign=top align=left>6.895%</TD>	<TD vAlign=bottom align=right>(56,207)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>15,400,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/7/21</TD>	<TD vAlign=top align=left>3.82%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(92,152)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>14,280,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/29/21</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=top align=left>3.81125%</TD>	<TD vAlign=bottom align=right>80,115</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>11,080,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/4/21</TD>	<TD vAlign=top align=left>3.815%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(51,306)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>26,530,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/4/21</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=top align=left>3.78%</TD>	<TD vAlign=bottom align=right>142,098</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Deutsche Bank AG</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$127,189,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(157,194)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/3/14</TD>	<TD vAlign=top align=left>2.25%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(5,540,161)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>13,241,400</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(31,659)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/10/18</TD>	<TD vAlign=top align=left>3.41%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(859,223)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>165,330,400</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(117,153)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/16/14</TD>	<TD vAlign=top align=left>2.25%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(6,771,753)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,986,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/16/20</TD>	<TD vAlign=top align=left>3.013%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>10,202</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>232,878</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/24/20</TD>	<TD vAlign=top align=left>2.92%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>3,165</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>204,552</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/1/20</TD>	<TD vAlign=top align=left>3.035%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>1,058</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>16,464,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/1/16</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>1.955%</TD>	<TD vAlign=bottom align=right>(45,111)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>164,977,800</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>29,087 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>12/31/14</TD>	<TD vAlign=top align=left>1.91%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(3,149,413)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>106,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/4/14</TD>	<TD vAlign=top align=left>2.54%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(5,248,060)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>23,640,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>12/23/20</TD>	<TD vAlign=top align=left>3.325%</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>(446,750)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>KRW</TD>	<TD vAlign=top align=right>3,478,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/9/16</TD>	<TD vAlign=top align=left>4.115%</TD>	<TD vAlign=top align=left>3 month KRW-CD-KSDA-BLOOMBERG</TD>	<TD vAlign=bottom align=right>(31,636)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>KRW</TD>	<TD vAlign=top align=right>3,478,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/22/16</TD>	<TD vAlign=top align=left>4.135%</TD>	<TD vAlign=top align=left>3 month KRW-CD-KSDA-BLOOMBERG</TD>	<TD vAlign=bottom align=right>(35,910)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>KRW</TD>	<TD vAlign=top align=right>3,449,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/29/16</TD>	<TD vAlign=top align=left>4.14%</TD>	<TD vAlign=top align=left>3 month KRW-CD-KSDA-BLOOMBERG</TD>	<TD vAlign=bottom align=right>(35,862)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>MXN</TD>	<TD vAlign=top align=right>33,670,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/17/20</TD>	<TD vAlign=top align=left>1 month MXN-TIIE-BANXICO</TD>	<TD vAlign=top align=left>6.95%</TD>	<TD vAlign=bottom align=right>(44,362)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Goldman Sachs International</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$64,530,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/8/18</TD>	<TD vAlign=top align=left>2.52375%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>422,571</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,374,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/20/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.075%</TD>	<TD vAlign=bottom align=right>(20,453)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>23,353,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/1/14</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>1.105%</TD>	<TD vAlign=bottom align=right>(12,377)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,037,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/1/41</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>4.02625%</TD>	<TD vAlign=bottom align=right>(8,140)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,053,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/1/21</TD>	<TD vAlign=top align=left>3.232%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>4,866</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>27,439,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/1/16</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>1.9625%</TD>	<TD vAlign=bottom align=right>(65,030)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>84,265,200</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/5/14</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>1.13%</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>34,873,600</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/5/21</TD>	<TD vAlign=top align=left>3.2525%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,480,700</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/5/41</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>4.055%</TD>	<TD vAlign=bottom align=right>&#8212;</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>17,618,500</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/19/13</TD>	<TD vAlign=top align=left>1.09375%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(59,903)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>7,773,400</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(22,219)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/9/20</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.15%</TD>	<TD vAlign=bottom align=right>57,498</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>40,244,400</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(117,123)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/9/21</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>3.3%</TD>	<TD vAlign=bottom align=right>279,756</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>23,870,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>12/15/12</TD>	<TD vAlign=top align=left>0.538%</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(143,502)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>5,630,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/5/21</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=top align=left>2.3725%</TD>	<TD vAlign=bottom align=right>182,279</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>12,660,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/9/21</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=top align=left>3.409%</TD>	<TD vAlign=bottom align=right>23,522</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>23,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/25/13</TD>	<TD vAlign=top align=left>2.11%</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>(97,605)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>34,625,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/17/13</TD>	<TD vAlign=top align=left>1 year EUR-EONIA-OIS-COMPOUND</TD>	<TD vAlign=top align=left>1.665%</TD>	<TD vAlign=bottom align=right>(39,587)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>34,625,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/17/13</TD>	<TD vAlign=top align=left>1.92%</TD>	<TD vAlign=top align=left>3 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>51,267</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>32,390,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/20/13</TD>	<TD vAlign=top align=left>1.91%</TD>	<TD vAlign=top align=left>3 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>61,057</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>32,390,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/20/13</TD>	<TD vAlign=top align=left>1 year EUR-EONIA-OIS-COMPOUND</TD>	<TD vAlign=top align=left>1.615%</TD>	<TD vAlign=bottom align=right>(102,242)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>11,970,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/21/13</TD>	<TD vAlign=top align=left>1 year EUR-EONIA-OIS-COMPOUND</TD>	<TD vAlign=top align=left>1.632%</TD>	<TD vAlign=bottom align=right>(22,198)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>20,760,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/26/13</TD>	<TD vAlign=top align=left>2.224%</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>(57,924)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>4,690,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/21/21</TD>	<TD vAlign=top align=left>3.81%</TD>	<TD vAlign=top align=left>6 month GBP-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(296,703)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>KRW</TD>	<TD vAlign=top align=right>3,333,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/21/16</TD>	<TD vAlign=top align=left>4.12%</TD>	<TD vAlign=top align=left>3 month KRW-CD-KSDA-BLOOMBERG</TD>	<TD vAlign=bottom align=right>(32,317)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>15,800,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>12/10/20</TD>	<TD vAlign=top align=left>3.5775%</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=bottom align=right>(63,325)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>SEK</TD>	<TD vAlign=top align=right>26,530,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/2/21</TD>	<TD vAlign=top align=left>3 month SEK-STIBOR-SIDE</TD>	<TD vAlign=top align=left>3.7575%</TD>	<TD vAlign=bottom align=right>133,845</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>JPMorgan Chase Bank, N.A.</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$7,705,600</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>24,411 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/11/26</TD>	<TD vAlign=top align=left>4.12%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(422,391)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>52,500,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/21/13</TD>	<TD vAlign=top align=left>1.1685%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(215,645)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>19,900,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/22/13</TD>	<TD vAlign=top align=left>1.185%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(84,400)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>72,889,500</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>13,012 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/31/16</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=top align=left>2.42%</TD>	<TD vAlign=bottom align=right>2,166,399</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>72,200,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/9/13</TD>	<TD vAlign=top align=left>0.7475%</TD>	<TD vAlign=top align=left>3 month USD-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(201,713)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CAD</TD>	<TD vAlign=top align=right>3,470,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>9/21/20</TD>	<TD vAlign=top align=left>3.105%</TD>	<TD vAlign=top align=left>3 month CAD-BA-CDOR</TD>	<TD vAlign=bottom align=right>35,829</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>27,700,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/13/13</TD>	<TD vAlign=top align=left>1 year EUR-EONIA-OIS-COMPOUND</TD>	<TD vAlign=top align=left>1.74%</TD>	<TD vAlign=bottom align=right>12,242</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>27,700,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/13/13</TD>	<TD vAlign=top align=left>1.9865%</TD>	<TD vAlign=top align=left>3 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>8,168</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>15,680,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/15/21</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=top align=left>3.2715%</TD>	<TD vAlign=bottom align=right>(245,197)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>5,420,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>6/15/13</TD>	<TD vAlign=top align=left>2.085%</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>9,669</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>20,420,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/31/15</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=top align=left>2.0975%</TD>	<TD vAlign=bottom align=right>(522,581)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>EUR</TD>	<TD vAlign=top align=right>2,450,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/4/20</TD>	<TD vAlign=top align=left>3.405%</TD>	<TD vAlign=top align=left>6 month EUR-EURIBOR-REUTERS</TD>	<TD vAlign=bottom align=right>(63,023)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>JPY</TD>	<TD vAlign=top align=right>2,402,400,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/19/15</TD>	<TD vAlign=top align=left>6 month JPY-LIBOR-BBA</TD>	<TD vAlign=top align=left>0.705%</TD>	<TD vAlign=bottom align=right>316,545</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>JPY</TD>	<TD vAlign=top align=right>511,900,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/19/20</TD>	<TD vAlign=top align=left>6 month JPY-LIBOR-BBA</TD>	<TD vAlign=top align=left>1.3975%</TD>	<TD vAlign=bottom align=right>247,805</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>JPY</TD>	<TD vAlign=top align=right>598,000,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>2/22/21</TD>	<TD vAlign=top align=left>1.36375%</TD>	<TD vAlign=top align=left>6 month JPY-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(206,140)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>JPY</TD>	<TD vAlign=top align=right>1,307,380,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/25/15</TD>	<TD vAlign=top align=left>0.674375%</TD>	<TD vAlign=top align=left>6 month JPY-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(138,938)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>JPY</TD>	<TD vAlign=top align=right>1,303,760,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>9/16/15</TD>	<TD vAlign=top align=left>6 month JPY-LIBOR-BBA</TD>	<TD vAlign=top align=left>0.59125%</TD>	<TD vAlign=bottom align=right>83,202</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>JPY</TD>	<TD vAlign=top align=right>358,600,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/28/29</TD>	<TD vAlign=top align=left>6 month JPY-LIBOR-BBA</TD>	<TD vAlign=top align=left>2.67%</TD>	<TD vAlign=bottom align=right>35,740</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>JPY</TD>	<TD vAlign=top align=right>482,100,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/28/39</TD>	<TD vAlign=top align=left>2.40%</TD>	<TD vAlign=top align=left>6 month JPY-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>30,435</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>MXN</TD>	<TD vAlign=top align=right>4,810,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/16/20</TD>	<TD vAlign=top align=left>1 month MXN-TIIE-BANXICO</TD>	<TD vAlign=top align=left>6.99%</TD>	<TD vAlign=bottom align=right>(5,481)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>MXN</TD>	<TD vAlign=top align=right>24,320,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>8/19/20</TD>	<TD vAlign=top align=left>1 month MXN-TIIE-BANXICO</TD>	<TD vAlign=top align=left>6.615%</TD>	<TD vAlign=bottom align=right>(82,687)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>MXN</TD>	<TD vAlign=top align=right>37,740,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>11/4/20</TD>	<TD vAlign=top align=left>1 month MXN-TIIE-BANXICO</TD>	<TD vAlign=top align=left>6.75%</TD>	<TD vAlign=bottom align=right>(108,169)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>UBS, AG</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>3,160,000</TD>	<TD vAlign=top align=left><sup><B><I>(E)</I></B></sup></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/11/21</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=top align=left>6.65%</TD>	<TD vAlign=bottom align=right>39,503</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>AUD</TD>	<TD vAlign=top align=right>3,160,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/12/21</TD>	<TD vAlign=top align=left>6 month AUD-BBR-BBSW</TD>	<TD vAlign=top align=left>6.61%</TD>	<TD vAlign=bottom align=right>35,061</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>CHF</TD>	<TD vAlign=top align=right>28,420,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/23/13</TD>	<TD vAlign=top align=left>0.7625%</TD>	<TD vAlign=top align=left>6 month CHF-LIBOR-BBA</TD>	<TD vAlign=bottom align=right>(186,648)</TD></TR>
	<TR><TD colspan=8></TD><TD>
<HR SIZE=2 noShade align=right Width="80%">
</TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=7><B>Total</B></TD>
												<TD vAlign=bottom align=right><B>$(26,515,802)</B></TD></TR>
	<TR height=15></TR><TR vAlign=top align=right><TD><sup><B><I>(E)</I></B></sup>&nbsp;&nbsp;</TD>	<TD colspan=8 align=left>See Total return swap contracts note and/or Interest rate swap contracts note(s) regarding extended effective dates.</TD></TR>
												<TR height=15></TR><TR vAlign=top align=left><TD></TD></TABLE>

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<TR height=15></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><FONT size=+1><B>TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 6/30/11 (Unaudited)</B></FONT></TD></TR>
												<TR height=15></TR><TR vAlign=top align=left><TD></TD>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left colspan=3><B></B></TD>			<TD vAlign=bottom align=right><B>Upfront&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=left><B>Fixed payments</B></TD>	<TD vAlign=bottom align=left><B>Total return</B></TD>	<TD vAlign=bottom align=right><B>Unrealized</B></TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left colspan=3><B>Swap counterparty /</B></TD>			<TD vAlign=bottom align=right><B>premium&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>	<TD vAlign=bottom align=left><B>Termination</B></TD>	<TD vAlign=bottom align=left><B>received (paid) by</B></TD>	<TD vAlign=bottom align=left><B>received by</B></TD>	<TD vAlign=bottom align=right><B>appreciation/</B></TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left colspan=3><B>Notional amount</B></TD>			<TD vAlign=bottom align=right><B>received (paid)&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>	<TD vAlign=bottom align=left><B>date</B></TD>	<TD vAlign=bottom align=left><B>fund per annum</B></TD>	<TD vAlign=bottom align=left><B>or paid by fund</B></TD>	<TD vAlign=bottom align=right><B>(depreciation)</B></TD></TR><TR><TD></TD><TD colspan=8>
<HR SIZE=2 noShade align=right Width="100%">
</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Bank of America, N.A.</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$638,085</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>$(1,540)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>660,851</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>4,929</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>638,511</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,541)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>660,851</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>4,929</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Barclays Bank PLC</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,860,223</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(3,666)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>772,239</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(700)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>487,289</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>3,201</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,485,167</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>25,994</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,106,402</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>8,252</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,224,025</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(9,318)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,810,613</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>9,053 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>21,561</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,513,823</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>23,274 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>54,456</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,703,210</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>16,473 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>35,146</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>965,461</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(905)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>(6.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic MBX Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(26)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>958,442</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,246 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,850)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>481,338</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,137 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>6.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>2,969</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,057,310</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>(2,572)&nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(13,103)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,879,619</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>(6.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>3,958</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,056,563</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>643 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(9,885)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,857,209</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>16,072 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>0</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,464,269</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>22,760</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,924,986</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>36,733</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,844,960</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>14,045</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,726,487</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>11,343</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>989,391</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>7,532</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>5,320,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>4/7/16</TD>	<TD vAlign=top align=left>(2.63%)</TD>	<TD vAlign=top align=left>USA Non Revised Consumer Price Index- Urban (CPI-U)</TD>	<TD vAlign=bottom align=right>(28,222)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,133,996</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(2,737)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,952,670</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>6.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>3,275</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>638,085</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,540)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>638,085</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,540)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>660,851</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>4,929</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,532,852</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(3,700)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,587,723</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>10,431</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>256,256</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(619)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>10,974,488</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>(4.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(72,102)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>754,756</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(5,746)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>743,831</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>5,548</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>5,881,296</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>(6.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic MBX Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(3,889)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,526,429</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(16,605)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>15,559,905</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>116,055</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,937,199</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>21,907</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>5,920,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>44,155</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,039,101</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>19,967</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,224,766</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>16,594</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>822,326</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>6,133</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>7,314,174</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(23,387)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,654,866</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>27,260</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>21,920,048</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>28,092</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>8,816,083</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>65,755</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>22,347,833</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(67,975)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>11,112,616</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>82,884</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>5,473,321</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>7,014</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>600,308</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,826)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>588,817</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>755</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>676,550</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(613)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,193,368</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,987)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,590,080</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,440)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,135,220</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>6.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>1,732</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,054,395</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>5.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>2,545</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,739,576</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>(6.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>3,033</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Citibank, N.A.</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>621,058</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,499)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>669,619</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>4,399</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,998,812</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>(4.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>9,121</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,894,221</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>4,991</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left>GBP</TD>	<TD vAlign=top align=right>7,270,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>5/18/13</TD>	<TD vAlign=top align=left>(3.38%)</TD>	<TD vAlign=top align=left>GBP Non-revised UK Retail Price Index</TD>	<TD vAlign=bottom align=right>334,611</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Credit Suisse International</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>$7,482,022</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(22,758)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,784,294</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>2,287</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,819,115</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>(4.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>5,533</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,476,335</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>(6.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic MBX Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,638)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>660,851</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>4,929</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>638,085</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,540)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Deutsche Bank AG</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,056,563</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,213 &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(7,314)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,476,335</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/38</TD>	<TD vAlign=top align=left>(6.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic MBX Index 6.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,638)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Goldman Sachs International</B></TD></TR>

	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,066,034</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>5.00% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>7,951</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,635,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/28/11</TD>	<TD vAlign=top align=left>(0.685%)</TD>	<TD vAlign=top align=left>USA Non Revised Consumer Price Index- Urban (CPI-U)</TD>	<TD vAlign=bottom align=right>102,914</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,635,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/29/11</TD>	<TD vAlign=top align=left>(0.76%)</TD>	<TD vAlign=top align=left>USA Non Revised Consumer Price Index- Urban (CPI-U)</TD>	<TD vAlign=bottom align=right>100,662</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,635,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>7/30/11</TD>	<TD vAlign=top align=left>(0.73%)</TD>	<TD vAlign=top align=left>USA Non Revised Consumer Price Index- Urban (CPI-U)</TD>	<TD vAlign=bottom align=right>102,227</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>3,040,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/1/16</TD>	<TD vAlign=top align=left>2.47%</TD>	<TD vAlign=top align=left>USA Non Revised Consumer Price Index- Urban (CPI-U)</TD>	<TD vAlign=bottom align=right>(11,950)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,280,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>3/3/16</TD>	<TD vAlign=top align=left>2.45%</TD>	<TD vAlign=top align=left>USA Non Revised Consumer Price Index- Urban (CPI-U)</TD>	<TD vAlign=bottom align=right>(11,117)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,891,270</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>5.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>4,565</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>1,260,402</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(9,401)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>855,569</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(6,513)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>463,985</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>(5.50%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(1,120)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>2,894,878</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/40</TD>	<TD vAlign=top align=left>(5.00%) 1 month USD-LIBOR</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.00% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(21,592)</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>4,253,335</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/39</TD>	<TD vAlign=top align=left>5.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic TRS Index 5.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>10,267</TD></TR>
	<TR><TD vAlign=top align=left></TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>7,482,022</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=right>&#8212; &nbsp;&nbsp;&nbsp;&nbsp;</TD>	<TD vAlign=top align=left>1/12/41</TD>	<TD vAlign=top align=left>4.50% (1 month USD-LIBOR)</TD>	<TD vAlign=top align=left>Synthetic MBX Index 4.50% 30 year Fannie Mae pools</TD>	<TD vAlign=bottom align=right>(22,758)</TD></TR>
	<TR><TD colspan=8></TD><TD>
<HR SIZE=2 noShade align=right Width="80%">
</TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=7><B>Total</B></TD>
												<TD vAlign=bottom align=right><B>$1,023,934</B></TD></TR></TABLE>

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<TABLE style="WIDTH: 80%" border=0 cellSpacing=0 cellPadding=1><TR>
<TD width="5%"></TD>
<TD width="32%"></TD>
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<TD width="9%"></TD>
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<TD width="12%"></TD>
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<TR height=15></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><FONT size=+1><B>CREDIT DEFAULT CONTRACTS OUTSTANDING at 6/30/11 (Unaudited)</B></FONT></TD></TR>
													<TR height=15></TR><TR vAlign=top align=left><TD></TD>
	<TR><TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=left ><B></B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=right><B>Upfront</B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=right><B>Fixed payments</B></TD>	<TD vAlign=bottom align=right><B></B></TD></TR>
	<TR><TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=left ><B></B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=right><B>premium</B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=left><B>Termi-</B></TD>	<TD vAlign=bottom align=right><B>received</B></TD>	<TD vAlign=bottom align=right><B>Unrealized</B></TD></TR>
	<TR><TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=left ><B>Swap counterparty /</B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=right><B>received</B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>Notional</B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=left><B>nation</B></TD>	<TD vAlign=bottom align=right><B>(paid) by fund</B></TD>	<TD vAlign=bottom align=right><B>appreciation/</B></TD></TR>
	<TR><TD vAlign=bottom align=right></TD>	<TD vAlign=bottom align=left ><B>Referenced debt*</B></TD>	<TD vAlign=bottom align=left><B>Rating***</B></TD>	<TD vAlign=bottom align=right><B>(paid)**</B></TD>	<TD vAlign=bottom align=right><B></B></TD>	<TD vAlign=bottom align=right><B>amount</B></TD>	<TD vAlign=bottom align=left><B></B></TD>	<TD vAlign=bottom align=left><B>date</B></TD>	<TD vAlign=bottom align=right><B>per annum</B></TD>	<TD vAlign=bottom align=right><B>(depreciation)</B></TD></TR><TR><TD></TD><TD colspan=9>
<HR SIZE=2 noShade align=right Width="100%">
</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Credit Suisse International</B></TD></TR>

	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Bonos Y Oblig Del Estado, 5 1/2%, 7/30/17</TD>	<TD vAlign=top align=left>&#8212;</TD>	<TD vAlign=top align=right>$(18,605)</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>$2,090,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>12/20/19</TD>	<TD vAlign=bottom align=right>(100 bp)</TD>	<TD vAlign=bottom align=right>$199,650</TD></TR>
	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Ukraine (Government of), 7.65%, 6/11/13</TD>	<TD vAlign=top align=left>B2</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>1,105,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>10/20/11</TD>	<TD vAlign=bottom align=right>194 bp</TD>	<TD vAlign=bottom align=right>3,017</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Deutsche Bank AG</B></TD></TR>

	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Federal Republic of Brazil, 12 1/4%, 3/6/30</TD>	<TD vAlign=top align=left>Baa2</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>775,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>10/20/17</TD>	<TD vAlign=bottom align=right>105 bp</TD>	<TD vAlign=bottom align=right>(7,580)</TD></TR>
	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>United Mexican States, 7.5%, 4/8/33</TD>	<TD vAlign=top align=left>Baa1</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>1,495,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>3/20/14</TD>	<TD vAlign=bottom align=right>56 bp</TD>	<TD vAlign=bottom align=right>(5,006)</TD></TR>
	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Smurfit Kappa Funding, 7 3/4%, 4/1/15</TD>	<TD vAlign=top align=left>B2</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right>EUR</TD>	<TD vAlign=top align=right>425,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>9/20/13</TD>	<TD vAlign=bottom align=right>715 bp</TD>	<TD vAlign=bottom align=right>75,129</TD></TR>
	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Virgin Media Finance PLC, 8 3/4%, 4/15/14</TD>	<TD vAlign=top align=left>BB-</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right>EUR</TD>	<TD vAlign=top align=right>400,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>9/20/13</TD>	<TD vAlign=bottom align=right>477 bp</TD>	<TD vAlign=bottom align=right>39,282</TD></TR>
	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Virgin Media Finance PLC, 8 3/4%, 4/15/14</TD>	<TD vAlign=top align=left>BB-</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right>EUR</TD>	<TD vAlign=top align=right>400,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>9/20/13</TD>	<TD vAlign=bottom align=right>535 bp</TD>	<TD vAlign=bottom align=right>46,667</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Goldman Sachs International</B></TD></TR>

	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Lighthouse International Co, SA, 8%, 4/30/14</TD>	<TD vAlign=top align=left>Ca</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right>EUR</TD>	<TD vAlign=top align=right>420,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>3/20/13</TD>	<TD vAlign=bottom align=right>680 bp</TD>	<TD vAlign=bottom align=right>(324,493)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>JPMorgan Chase Bank, N.A.</B></TD></TR>

	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>DJ CDX NA HY Series 16 Version 1 Index</TD>	<TD vAlign=top align=left>B+</TD>	<TD vAlign=top align=right>(53,254)</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>$2,582,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>6/20/16</TD>	<TD vAlign=bottom align=right>500 bp</TD>	<TD vAlign=bottom align=right>(8,462)</TD></TR>
	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Republic of Argentina, 8.28%, 12/31/33</TD>	<TD vAlign=top align=left>B3</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>705,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>6/20/14</TD>	<TD vAlign=bottom align=right>235 bp</TD>	<TD vAlign=bottom align=right>(56,497)</TD></TR>
	<TR height=6></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Morgan Stanley Capital Services, Inc.</B></TD></TR>

	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Dominican Republic, 8 5/8%, 4/20/27</TD>	<TD vAlign=top align=left>&#8212;</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>1,190,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>11/20/11</TD>	<TD vAlign=bottom align=right>(170 bp)</TD>	<TD vAlign=bottom align=right>3,746</TD></TR>
	<TR><TD vAlign=top align=right>&nbsp;</TD>	<TD vAlign=top align=left>Republic of Venezuela, 9 1/4%, 9/15/27</TD>	<TD vAlign=top align=left>B2</TD>	<TD vAlign=top align=right>&#8212;</TD>	<TD vAlign=top align=right></TD>	<TD vAlign=top align=right>510,000</TD>	<TD vAlign=top align=left></TD>	<TD vAlign=top align=left>10/20/12</TD>	<TD vAlign=bottom align=right>339 bp</TD>	<TD vAlign=bottom align=right>(22,947)</TD></TR>
	<TR><TD colspan=9></TD><TD>
<HR SIZE=2 noShade align=right Width="80%">
</TD></TR><TR vAlign=top align=left><TD></TD>	<TD colspan=8><B>Total</B></TD>
													<TD vAlign=bottom align=right><B>$(57,494)</B></TD></TR>
				<TR height= 30><TD></TD></TR>
	<TR height=15></TR><TR vAlign=top align=right><TD>*&nbsp;&nbsp;</TD>	<TD colspan=9 align=left>Payments related to the referenced debt are made upon a credit default event.&nbsp;&nbsp;</TD></TR>
													<TR height=15></TR><TR vAlign=top align=left><TD></TD>
	<TR height=15></TR><TR vAlign=top align=right><TD>**&nbsp;&nbsp;</TD>	<TD colspan=9 align=left>Upfront premium is based on the difference between the original spread on issue and the market spread on day of execution.&nbsp;&nbsp;</TD></TR>
													<TR height=15></TR><TR vAlign=top align=left><TD></TD>
	<TR height=15></TR><TR vAlign=top align=right><TD>***&nbsp;&nbsp;</TD>	<TD colspan=9 align=left>Ratings are presented for credit default contracts in which the fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent the average of the ratings of all the securities included in that index. The Moody's, Standard & Poor's or Fitch ratings are believed to be the most recent ratings available at June 30, 2011.&nbsp;&nbsp;</TD></TR>
													<TR height=15></TR><TR vAlign=top align=left><TD></TD></TABLE>

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	<FONT face=sans-serif><TABLE style="WIDTH: 80%" border=0 cellSpacing=0 cellPadding=3><TR><TD width="5%"></TD>
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<TR height=18></TR><TR><TD></TD><TD colspan=2><FONT size=+1><B><I>Key to holding's currency abbreviations</I></B></FONT></TD></TR>
	<TR vAlign=top><TD></TD><TD>ARS</TD>	<TD>Argentine Peso</TD></TR>
	<TR vAlign=top><TD></TD><TD>BRL</TD>	<TD>Brazilian Real</TD></TR>
	<TR vAlign=top><TD></TD><TD>CHF</TD>	<TD>Swiss Franc</TD></TR>
	<TR vAlign=top><TD></TD><TD>CLP</TD>	<TD>Chilean Peso</TD></TR>
	<TR vAlign=top><TD></TD><TD>EUR</TD>	<TD>Euro</TD></TR>
	<TR vAlign=top><TD></TD><TD>GBP</TD>	<TD>British Pound</TD></TR>
	<TR vAlign=top><TD></TD><TD>RUB</TD>	<TD>Russian Ruble</TD></TR>
	<TR vAlign=top><TD></TD><TD>TRY</TD>	<TD>Turkish Lira</TD></TR>
	<TR height=18></TR><TR><TD></TD><TD colspan=2><FONT size=+1><B><I>Key to holding's abbreviations</I></B></FONT></TD></TR>
	<TR vAlign=top><TD></TD><TD>EMTN</TD>	<TD>Euro Medium Term Notes</TD></TR>
	<TR vAlign=top><TD></TD><TD>FRB</TD>	<TD>Floating Rate Bonds</TD></TR>
	<TR vAlign=top><TD></TD><TD>FRN</TD>	<TD>Floating Rate Notes</TD></TR>
	<TR vAlign=top><TD></TD><TD>IFB</TD>	<TD>Inverse Floating Rate Bonds</TD></TR>
	<TR vAlign=top><TD></TD><TD>IO</TD>	<TD>Interest Only</TD></TR>
	<TR vAlign=top><TD></TD><TD>OAO</TD>	<TD>Open Joint Stock Company</TD></TR>
	<TR vAlign=top><TD></TD><TD>OJSC</TD>	<TD>Open Joint Stock Company</TD></TR>
	<TR vAlign=top><TD></TD><TD>PO</TD>	<TD>Principal Only</TD></TR>
	<TR vAlign=top><TD></TD><TD>TBA</TD>	<TD>To Be Announced Commitments</TD></TR>					</TABLE>
	<TABLE style="WIDTH: 80%" border=0 cellSpacing=0 cellPadding=3><TR>
	<TD width="5%"></TD>
<TD width="70%"></TD>
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<TD width="25%">
<TD width="25%">
<TD width="25%"></TD></TR>
<TR height=60></TR><TR vAlign=top><TD align=right></TD>	<TD colspan=2><FONT size=+1><B>Notes to the fund's portfolio</B></FONT></TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Unless noted otherwise, the notes to the fund's portfolio are for the close of the fund's reporting period, which ran from October 1, 2010 through June 30, 2011 (the reporting period).</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(a)</I></B></sup></TD>	<TD colspan=2>Percentages indicated are based on net assets of $380,025,579.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(b)</I></B></sup></TD>	<TD colspan=2>The aggregate identified cost on a tax basis is $527,230,863, resulting in gross unrealized appreciation and depreciation of $13,547,989 and $18,297,583, respectively, or net unrealized depreciation of $4,749,594.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(NON)</I></B></sup></TD>	<TD colspan=2>Non-income-producing security.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(STP)</I></B></sup></TD>	<TD colspan=2>The interest rate and date shown parenthetically represent the new interest rate to be paid and the date the fund will begin accruing interest at this rate.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(PIK)</I></B></sup></TD>	<TD colspan=2>Income may be received in cash or additional securities at the discretion of the issuer.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(SEG)</I></B></sup></TD>	<TD colspan=2>This security, in part or in entirety, was pledged and segregated with the broker to cover margin requirements for futures contracts at the close of the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(SEGSF)</I></B></sup></TD>	<TD colspan=2>This security, in part or in entirety, was pledged and segregated with the custodian for collateral on certain derivatives contracts at the close of the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(c)</I></B></sup></TD>	<TD colspan=2>Senior loans are exempt from registration under the Securities Act of 1933, as amended, but contain certain restrictions on resale and cannot be sold publicly. These loans pay interest at rates which adjust periodically. The interest rates shown for senior loans are the current interest rates at the close of the reporting period. Senior loans are also subject to mandatory and/or optional prepayment which cannot be predicted. As a result, the remaining maturity may be substantially less than the stated maturity shown. Senior loans are purchased or sold on a when-issued or delayed delivery basis and may be settled a month or more after the trade date, which from time to time can delay the actual investment of available cash balances; interest income is accrued based on the terms of the securities. Senior loans can be acquired through an agent, by assignment from another holder of the loan, or as a participation interest in another holder&#8217;s portion of the loan. When the fund invests in a loan or participation, the fund is subject to the risk that an intermediate participant between the fund and the borrower will fail to meet its obligations to the fund, in addition to the risk that the borrower under the loan may default on its obligations.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(e)</I></B></sup></TD>	<TD colspan=2>The fund invested in Putnam Money Market Liquidity Fund, an open-end management investment company managed by Putnam Investment Management, LLC (Putnam Management), the fund's manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC. Investments in Putnam Money Market Liquidity Fund are valued at its closing net asset value each business day. Income distributions earned by the fund are recorded as interest income and totaled $32,711 for the reporting period. During the reporting period, cost of purchases and proceeds of sales of investments in Putnam Money Market Liquidity Fund aggregated $241,811,989 and $244,799,796, respectively. Management fees charged to Putnam Money Market Liquidity Fund have been waived by Putnam Management. The rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(F)</I></B></sup></TD>	<TD colspan=2>Is valued at fair value following procedures approved by the Trustees. Securities may be classified as Level 2 or Level 3 for Accounting Standards Codification ASC 820&nbsp;<I>Fair Value Measurements and Disclosures</I>&nbsp;(ASC 820) based on the securities' valuation inputs.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(i)</I></B></sup></TD>	<TD colspan=2>Security purchased with cash or security received, that was pledged to the fund for collateral on certain derivatives contracts.</TD></TR>
	<TR vAlign=top><TD align=right><sup><B><I>(R)</I></B></sup></TD>	<TD colspan=2>Real Estate Investment Trust.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>At the close of the reporting period, the fund maintained liquid assets totaling $296,461,200 to cover certain derivatives contracts.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Debt obligations are considered secured unless otherwise indicated.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>144A after the name of an issuer represents securities exempt from registration under Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>The rates shown on FRB and FRN are the current interest rates at the close of the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>The dates shown on debt obligations are the original maturity dates.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>IFB are securities that pay interest rates that vary inversely to changes in the market interest rates. As interest rates rise, inverse floaters produce less current income. The interest rates shown are the current interest rates at the close of the reporting period.</TD></TR>
		<TR><TD></TD><TD colspan=2><FONT size=+0><B>DIVERSIFICATION BY COUNTRY</B></FONT></TD></TR>	<TD></TD></TR>
		<TR><TD></TD><TD>Distribution of investments by country of risk at the close of the reporting period (as a percentage of Portfolio Value):</TD>	<TD align=right></TD></TR>
		<TR><TD></TD><TD>Argentina</TD>	<TD align=right>85.6%</TD></TR>
		<TR><TD></TD><TD>Russia</TD>	<TD align=right>2.9</TD></TR>
		<TR><TD></TD><TD>Argentina</TD>	<TD align=right>2.5</TD></TR>
		<TR><TD></TD><TD>Venezuela</TD>	<TD align=right>1.1</TD></TR>
		<TR><TD></TD><TD>Indonesia</TD>	<TD align=right>0.9</TD></TR>
		<TR><TD></TD><TD>Netherlands</TD>	<TD align=right>0.8</TD></TR>
		<TR><TD></TD><TD>Brazil</TD>	<TD align=right>0.8</TD></TR>
		<TR><TD></TD><TD>Ukraine</TD>	<TD align=right>0.8</TD></TR>
		<TR><TD></TD><TD>Luxembourg</TD>	<TD align=right>0.7</TD></TR>
		<TR><TD></TD><TD>United Kingdom</TD>	<TD align=right>0.6</TD></TR>
		<TR><TD></TD><TD>Germany</TD>	<TD align=right>0.5</TD></TR>
		<TR><TD></TD><TD>Turkey</TD>	<TD align=right>0.5</TD></TR>
		<TR><TD></TD><TD>Other</TD>	<TD align=right>2.3</TD></TR>
		<TR height=3><TD></TD><TD></TD><TD><HR weight=2 width="75%" noshade align=right></TD><TR><TD></TD><TD><B>Total</B></TD>	<TD align=right><B>100.0%</B></TD ></TR><TR height=9></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Security valuation:</B> Investments for which market quotations are readily available are valued at the last reported sales price on their principal exchange, or official closing price for certain markets, and are classified as Level 1 securities. If no sales are reported&#8212; as in the case of some securities traded over-the-counter&#8212; a security is valued at its last reported bid price and is generally categorized as a Level 2 security.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Market quotations are not considered to be readily available for certain debt obligations and other investments; such investments are valued on the basis of valuations furnished by an independent pricing service approved by the Trustees or dealers selected by Putnam Investment Management, LLC (Putnam Management), the fund&#8217;s manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC. Such services or dealers determine valuations for normal institutional-size trading units of such securities using methods based on market transactions for comparable securities and various relationships, generally recognized by institutional traders, between securities (which considers such factors as security prices, yields, maturities and ratings). These securities will generally be categorized as Level 2.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Many securities markets and exchanges outside the U.S. close prior to the close of the New York Stock Exchange and therefore the closing prices for securities in such markets or on such exchanges may not fully reflect events that occur after such close but before the close of the New York Stock Exchange. Accordingly, on certain days, the fund will fair value foreign equity securities taking into account multiple factors including movements in the U.S. securities markets, currency valuations and comparisons to the valuation of American Depository Receipts, exchange-traded funds and futures contracts. These securities, which will generally represent a transfer from a Level 1 to a Level 2 security, will be classified as Level 2. The number of days on which fair value prices will be used will depend on market activity and it is possible that fair value prices will be used by the fund to a significant extent. Securities quoted in foreign currencies, if any, are translated into U.S. dollars at the current exchange rate.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>To the extent a pricing service or dealer is unable to value a security or provides a valuation that Putnam Management does not believe accurately reflects the security's fair value, the security will be valued at fair value by Putnam Management. Certain investments, including certain restricted and illiquid securities and derivatives, are also valued at fair value following procedures approved by the Trustees. These valuations consider such factors as significant market or specific security events such as interest rate or credit quality changes, various relationships with other securities, discount rates, U.S. Treasury, U.S. swap and credit yields, index levels, convexity exposures and recovery rates. These securities are classified as Level 2 or as Level 3 depending on the priority of the significant inputs.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Such valuations and procedures are reviewed periodically by the Trustees. Certain securities may be valued on the basis of a price provided by a single source. The fair value of securities is generally determined as the amount that the fund could reasonably expect to realize from an orderly disposition of such securities over a reasonable period of time. By its nature, a fair value price is a good faith estimate of the value of a security in a current sale and does not reflect an actual market price, which may be different by a material amount.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Stripped securities:</B> The fund may invest in stripped securities which represent a participation in securities that may be structured in classes with rights to receive different portions of the interest and principal. Interest-only securities receive all of the interest and principal-only securities receive all of the principal. If the interest-only securities experience greater than anticipated prepayments of principal, the fund may fail to recoup fully its initial investment in these securities. Conversely, principal-only securities increase in value if prepayments are greater than anticipated and decline if prepayments are slower than anticipated. The market value of these securities is highly sensitive to changes in interest rates.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Futures contracts:</B> The fund uses futures contracts to hedge interest rate risk and to gain exposure to interest rates.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>The potential risk to the fund is that the change in value of futures contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. With futures, there is minimal counterparty credit risk to the fund since futures are exchange traded and the exchange&#8217;s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Futures contracts are valued at the quoted daily settlement prices established by the exchange on which they trade. The fund and the broker agree to exchange an amount of cash equal to the daily fluctuation in the value of the futures contract. Such receipts or payments are known as &#8220;variation margin&#8221;. The fund had an average number of contracts of approximately 2,000 on futures contracts for the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Options contracts:</B> The fund uses options contracts to hedge duration, convexity and prepayment risk and to gain exposure to interest rates.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>The potential risk to the fund is that the change in value of options contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. Realized gains and losses on purchased options are included in realized gains and losses on investment securities. If a written call option is exercised, the premium originally received is recorded as an addition to sales proceeds. If a written put option is exercised, the premium originally received is recorded as a reduction to the cost of investments.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Exchange traded options are valued at the last sale price or, if no sales are reported, the last bid price for purchased options and the last ask price for written options. Options traded over-the-counter are valued using prices supplied by dealers. The fund had an average contract amount of approximately 283,200,000 on purchased options contracts for the reporting period. The fund had an average contract amount of approximately 712,400,000 on written options contracts for the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Forward currency contracts:</B> The fund buys and sells forward currency contracts, which are agreements between two parties to buy and sell currencies at a set price on a future date. These contracts are used to hedge foreign exchange risk and to gain exposure on currency. The U.S. dollar value of forward currency contracts is determined using current forward currency exchange rates supplied by a quotation service. The market value of the contract will fluctuate with changes in currency exchange rates. The contract is marked to market daily and the change in market value is recorded as an unrealized gain or loss. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The fund could be exposed to risk if the value of the currency changes unfavorably, if the counterparties to the contracts are unable to meet the terms of their contracts or if the fund is unable to enter into a closing position. Outstanding contracts on forward currency contracts at the close of the reporting period are indicative of the volume of activity during the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Total return swap contracts:</B> The fund enters into total return swap contracts, which are arrangements to exchange a market linked return for a periodic payment, both based on a notional principal amount to hedge sector exposure, to manage exposure to specific sectors or industries, to gain exposure to specific sectors/industries and to gain exposure to rates of inflation in specific regions/countries. To the extent that the total return of the security, index or other financial measure underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the fund will receive a payment from or make a payment to the counterparty. Total return swap contracts are marked to market daily based upon quotations from an independent pricing service or market makers and the change, if any, is recorded as an unrealized gain or loss. Payments received or made are recorded as realized gains or losses. Certain total return swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract. The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or in the price of the underlying security or index, the possibility that there is no liquid market for these agreements or that the counterparty may default on its obligation to perform. The fund&#8217;s maximum risk of loss from counterparty risk is the fair value of the contract. This risk may be mitigated by having a master netting arrangement between the fund and the counterparty. The fund had an average notional amount of approximately $142,500,000 on total return swap contracts for the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Interest rate swap contracts:</B> The fund enters into interest rate swap contracts, which are arrangements between two parties to exchange cash flows based on a notional principal amount, to hedge interest rate risk and to gain exposure on interest rates. An interest rate swap can be purchased or sold with an upfront premium. An upfront payment received by the fund is recorded as a liability on the fund's books. An upfront payment made by the fund is recorded as an asset on the fund's books. Interest rate swap contracts are marked to market daily based upon quotations from an independent pricing service or market makers and the change, if any, is recorded as an unrealized gain or loss. Payments received or made are recorded as realized gains or losses. Certain interest rate swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract. The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. The fund&#8217;s maximum risk of loss from counterparty risk is the fair value of the contract. Outstanding notional amount on interest rate swap contracts at the close of the reporting period are indicative of the volume of activity during the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Credit default contracts:</B> The fund enters into credit default contracts to gain exposure on individual names and/or baskets of securities. In a credit default contract, the protection buyer typically makes an up front payment and a periodic stream of payments to a counterparty, the protection seller, in exchange for the right to receive a contingent payment upon the occurrence of a credit event on the reference obligation or all other equally ranked obligations of the reference entity. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. An upfront payment received by the fund, as the protection seller, is recorded as a liability on the fund&#8217;s books. An upfront payment made by the fund, as the protection buyer, is recorded as an asset on the fund&#8217;s books. Periodic payments received or paid by the fund are recorded as realized gains or losses. The credit default contracts are marked to market daily based upon quotations from an independent pricing service or market makers and the change, if any, is recorded as an unrealized gain or loss. Upon the occurrence of a credit event, the difference between the par value and market value of the reference obligation, net of any proportional amount of the upfront payment, is recorded as a realized gain or loss.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>In addition to bearing the risk that the credit event will occur, the fund could be exposed to market risk due to unfavorable changes in interest rates or in the price of the underlying security or index or the possibility that the fund may be unable to close out its position at the same time or at the same price as if it had purchased the underlying reference obligations. In certain circumstances, the fund may enter into offsetting credit default contracts which would mitigate its risk of loss. The fund&#8217;s maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the fair value of the contract. This risk may be mitigated by having a master netting arrangement between the fund and the counterparty. Where the fund is a seller of protection, the maximum potential amount of future payments the fund may be required to make is equal to the notional amount of the relevant credit default contract. Outstanding notional amount on credit default swap contracts at the close of the reporting period are indicative of the volume of activity during the reporting period.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Master agreements:</B> The fund is a party to ISDA (International Swap and Derivatives Association, Inc.) Master Agreements (Master Agreements) with certain counterparties that govern over the counter derivative and foreign exchange contracts entered into from time to time. The Master Agreements may contain provisions regarding, among other things, the parties&#8217; general obligations, representations, agreements, collateral requirements, events of default and early termination. With respect to certain counterparties, in accordance with the terms of the Master Agreements, collateral posted to the fund is held in a segregated account by the fund&#8217;s custodian and with respect to those amounts which can be sold or repledged, are presented in the fund&#8217;s portfolio. Collateral posted to the fund which cannot be sold or repledged totaled $685,745 at the close of the reporting period. Collateral pledged by the fund is segregated by the fund&#8217;s custodian and identified in the fund&#8217;s portfolio. Collateral can be in the form of cash or debt securities issued by the U.S. Government or related agencies or other securities as agreed to by the fund and the applicable counterparty. Collateral requirements are determined based on the fund&#8217;s net position with each counterparty. Termination events applicable to the fund may occur upon a decline in the fund&#8217;s net assets below a specified threshold over a certain period of time. Termination events applicable to counterparties may occur upon a decline in the counterparty&#8217;s long-term and short-term credit ratings below a specified level. In each case, upon occurrence, the other party may elect to terminate early and cause settlement of all derivative and foreign exchange contracts outstanding, including the payment of any losses and costs resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of the fund&#8217;s counterparties to elect early termination could impact the fund's future derivative activity.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>At the close of the reporting period, the fund had a net liability position of $61,899,898 on derivative contracts subject to the Master Agreements. Collateral posted by the fund totaled $63,730,300.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>TBA purchase commitments:</B> The fund may enter into &#8220;TBA&#8221; (to be announced) commitments to purchase securities for a fixed unit price at a future date beyond customary settlement time. Although the unit price has been established, the principal value has not been finalized. However ,it is anticipated that the amount of the commitments will not significantly differ from the principal amount. The fund holds, and maintains until settlement date, cash or high-grade debt obligations in an amount sufficient to meet the purchase price, or the fund may enter into offsetting contracts for the forward sale of other securities it owns. Income on the securities will not be earned until settlement date. TBA purchase commitments may be considered securities themselves, and involve a risk of loss if the value of the security to be purchased declines prior to the settlement date, which risk is in addition to the risk of decline in the value of the fund&#8217;s other assets. Unsettled TBA purchase commitments are valued at fair value of the underlying securities, according to the procedures described under &#8220;Security valuation&#8221; above. The contract is marked to market daily and the change in market value is recorded by the fund as an unrealized gain or loss.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Although the fund will generally enter into TBA purchase commitments with the intention of acquiring securities for its portfolio or for delivery pursuant to options contracts it has entered into, the fund may dispose of a commitment prior to settlement if Putnam Management deems it appropriate to do so.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>TBA sale commitments:</B> The fund may enter into TBA sale commitments to hedge its portfolio positions or to sell mortgage-backed securities it owns under delayed delivery arrangements. Proceeds of TBA sale commitments are not received until the contractual settlement date. During the time a TBA sale commitment is outstanding, equivalent deliverable securities, or an offsetting TBA purchase commitment deliverable on or before the sale commitment date, are held as &#8220;cover&#8221; for the transaction.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2>Unsettled TBA sale commitments are valued at the fair value of the underlying securities, generally according to the procedures described under &#8220;Security valuation&#8221; above. The contract is marked to market daily and the change in market value is recorded by the fund as an unrealized gain or loss. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, the fund realizes a gain or loss. If the fund delivers securities under the commitment, the fund realizes a gain or a loss from the sale of the securities based upon the unit price established at the date the commitment was entered into.</TD></TR>
	<TR vAlign=top><TD align=right></TD>	<TD colspan=2><B>Dollar rolls:</B> To enhance returns, the fund may enter into dollar rolls (principally using TBAs) in which the fund sells securities for delivery in the current month and simultaneously contracts to purchase similar securities on a specified future date. During the period between the sale and subsequent purchase, the fund will not be entitled to receive income and principal payments on the securities sold. The fund will, however, retain the difference between the initial sales price and the forward price for the future purchase. The fund will also be able to earn interest on the cash proceeds that are received from the initial sale on settlement date. The fund may be exposed to market or credit risk if the price of the security changes unfavorably or the counterparty fails to perform under the terms of the agreement.</TD></TR>					</TABLE>


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	<TR vAlign=top align=left><TD></TD>	<TD colspan=4>ASC 820 establishes a three-level hierarchy for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of the fund&#8217;s investments. The three levels are defined as follows:</TD></TR>
	<TR vAlign=top align=left><TD></TD>	<TD colspan=4>Level 1 &#8211; Valuations based on quoted prices for identical securities in active markets.</TD></TR>
	<TR vAlign=top align=left><TD></TD>	<TD colspan=4>Level 2 &#8211; Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly.</TD></TR>

	<TR vAlign=top align=left><TD></TD>	<TD colspan=4>Level 3 &#8211; Valuations based on inputs that are unobservable and significant to the fair value measurement.</TD></TR>
	<TR vAlign=top align=left><TD></TD>	<TD colspan=4>The following is a summary of the inputs used to value the fund&#8217;s net assets as of the close of the reporting period:</TD></TR>
	<TR><TD><BR></TD>			<TD></TD><TD></TD><TD align=right><B>Valuation inputs</B></TD>	</TR>
						<TR><TD></TD><TD colspan=4>
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	<TR><TD></TD>	<TD><B><B>Investments in securities:</B></B></TD>	<TD align=right><B>Level 1</B></TD>	<TD align=right><B>Level 2</B></TD>	<TD align=right><B>Level 3</B></TD></TR>
	<TR><TD></TD>	<TD><B><B>Common stocks:</B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B></B></TD></TR>
	<TR><TD></TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;Consumer cyclicals</TD>	<TD align=right>$&#8212;</TD>	<TD align=right>$&#8212;</TD>	<TD align=right>$470</TD></TR>
	<TR><TD></TD>	<TD>&nbsp;&nbsp;&nbsp;&nbsp;Energy</TD>	<TD align=right>&#8212;</TD>	<TD align=right>&#8212;</TD>	<TD align=right>3,091</TD></TR>
	<TR><TD></TD>	<TD><B>Total common stocks</B></TD>	<TD align=right><B>&#8212;</B></TD>	<TD align=right><B>&#8212;</B></TD>	<TD align=right><B>3,561</B></TD></TR>
	<TR><TD></TD>	<TD>Asset-backed securities</TD>	<TD align=right>$&#8212;</TD>	<TD align=right>$50,573,948</TD>	<TD align=right>$1,583,389</TD></TR>
	<TR><TD></TD>	<TD>Convertible bonds and notes</TD>	<TD align=right>&#8212;</TD>	<TD align=right>501,597</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Convertible preferred stocks</TD>	<TD align=right>&#8212;</TD>	<TD align=right>361,073</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Corporate bonds and notes</TD>	<TD align=right>&#8212;</TD>	<TD align=right>118,907,705</TD>	<TD align=right>16,882</TD></TR>
	<TR><TD></TD>	<TD>Foreign government bonds and notes</TD>	<TD align=right>&#8212;</TD>	<TD align=right>33,927,454</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Mortgage-backed securities</TD>	<TD align=right>&#8212;</TD>	<TD align=right>94,156,299</TD>	<TD align=right>1,910,884</TD></TR>
	<TR><TD></TD>	<TD>Preferred stocks</TD>	<TD align=right>&#8212;</TD>	<TD align=right>186,083</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Purchased options outstanding</TD>	<TD align=right>&#8212;</TD>	<TD align=right>5,624,559</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Senior loans</TD>	<TD align=right>&#8212;</TD>	<TD align=right>11,047,081</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>U.S. Government and Agency Mortgage Obligations</TD>	<TD align=right>&#8212;</TD>	<TD align=right>74,682,566</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>U.S. Treasury Obligations</TD>	<TD align=right>&#8212;</TD>	<TD align=right>2,305,242</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Warrants</TD>	<TD align=right>&#8212;</TD>	<TD align=right>280</TD>	<TD align=right>31,440</TD></TR>
	<TR><TD></TD>	<TD>Short-term investments</TD>	<TD align=right>1,012,103</TD>	<TD align=right>125,649,123</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD><TD></TD>
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<TR><TD></TD>	<TD><B>Totals by level</B></TD>	<TD align=right><B>$1,012,103</B></TD>	<TD align=right><B>$517,923,010</B></TD>	<TD align=right><B>$3,546,156</B></TD>
						<TR><TD><BR><BR></TD></TR>
	<TR><TD><BR></TD>			<TD></TD><TD></TD><TD align=right><B>Valuation inputs</B></TD>	</TR>
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	<TR><TD></TD>	<TD><B><B>Other financial instruments:</B></B></TD>	<TD align=right><B>Level 1</B></TD>	<TD align=right><B>Level 2</B></TD>	<TD align=right><B>Level 3</B></TD>
						<TR><TD><BR><BR></TD></TR>
	<TR><TD></TD>	<TD>Forward currency contracts</TD>	<TD align=right>$&#8212;</TD>	<TD align=right>$(787,092)</TD>	<TD align=right>$&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Futures contracts</TD>	<TD align=right>(1,877,568)</TD>	<TD align=right>&#8212;</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Written options</TD>	<TD align=right>&#8212;</TD>	<TD align=right>(39,499,709)</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>TBA sale commitments</TD>	<TD align=right>&#8212;</TD>	<TD align=right>(42,166,835)</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Interest rate swap contracts</TD>	<TD align=right>&#8212;</TD>	<TD align=right>(25,486,025)</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Total return swap contracts</TD>	<TD align=right>&#8212;</TD>	<TD align=right>952,300</TD>	<TD align=right>&#8212;</TD></TR>
	<TR><TD></TD>	<TD>Credit default contracts</TD>	<TD align=right>&#8212;</TD>	<TD align=right>14,365</TD>	<TD align=right>&#8212;</TD></TR>
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<TR><TD></TD>	<TD><B>Totals by level</B></TD>	<TD align=right><B>$(1,877,568)</B></TD>	<TD align=right><B>$(106,972,996)</B></TD>	<TD align=right><B>$&#8212;</B></TD>
						<TR><TD><BR><BR></TD></TR>
	<TR vAlign=top align=left><TD></TD>	<TD colspan=4>At the start and/or close of the reporting period, Level 3 investments in securities were not considered a significant portion of the fund's portfolio.</TD></TR>
	<TR><TD></TD>	<TD><B>Market Values of Derivative Instruments as of the close of the reporting period</B></TD>	<TD align=right><B></B></TD>	<TD align=right><B></B></TD>	<TD align=right><B></B></TD></TR>
	<TR><TD></TD>	<TD><B></B></TD>	<TD align=right><B>Asset derivatives</B></TD>	<TD align=right><B>Liability derivatives</B></TD>
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	<TR><TD></TD>	<TD><B>Derivatives not accounted for as hedging instruments under ASC 815</B></TD>	<TD align=right><B>Market value</B></TD>	<TD align=right><B>Market value</B></TD>	<TD align=right><B></B></TD>
	<TR><TD></TD>	<TD>Credit contracts</TD>	<TD align=right>$430,888</TD>	<TD align=right>$416,523</TD>	</TR>
	<TR><TD></TD>	<TD>Foreign exchange contracts</TD>	<TD align=right>757,226</TD>	<TD align=right>1,544,318</TD>	</TR>
	<TR><TD></TD>	<TD>Equity contracts</TD>	<TD align=right>31,720</TD>	<TD align=right>&#8212;</TD>	</TR>
	<TR><TD></TD>	<TD>Interest rate contracts</TD>	<TD align=right>24,275,241</TD>	<TD align=right>84,561,684</TD>	</TR>
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<TR><TD></TD>	<TD><B>Total</B></TD>	<TD align=right><B>$25,495,075</B></TD>	<TD align=right><B>$86,522,525</B></TD>	<TD align=right><B></B></TD>
						<TR><TD><BR><BR></TD></TR>
	<TR vAlign=top align=left><TD></TD>	<TD colspan=4>For additional information regarding the fund please see the fund's most recent annual or semiannual shareholder report filed on the Securities and Exchange Commission's Web site, www.sec.gov, or visit Putnam's Individual Investor Web site at www.putnaminvestments.com</TD></TR>			</TABLE>





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<tr><td></td><td><u>Item 2. Controls and Procedures:</u>
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<tr><td></td><td>(a) The registrant&#8217;s principal executive officer and principal financial officer have concluded, based on their evaluation of the effectiveness of the design and operation of the registrant&#8217;s disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the design and operation of such procedures are generally effective to provide reasonable assurance that information required to be disclosed by the registrant in this report is recorded, processed, summarized and reported within the time periods specified in the Commission&#8217;s rules and forms.
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<tr><td></td><td>(b) Changes in internal control over financial reporting: Not applicable
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<tr><td></td><td><u>Item 3. Exhibits:</u>
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<tr><td></td><td>Separate certifications for the principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended, are filed herewith.
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<tr><td></td><td><u>SIGNATURES</u>
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<tr><td></td><td>Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
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<tr><td></td><td><u>Putnam Master Intermediate Income Trust</u>
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<tr><td></td><td>By (Signature and Title):
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<tr><td></td><td><u>/s/ Janet C. Smith</u><br>Janet C. Smith<br>Principal Accounting Officer<br>Date: August 26, 2011
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<tr><td></td><td>Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of  1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
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<tr><td></td><td><u>/s/ Jonathan S. Horwitz</u><br>Jonathan S. Horwitz<br>Principal Executive Officer<br>Date: August 26, 2011
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<tr><td></td><td><u>/s/ Steven D. Krichmar</u><br>Steven D. Krichmar<br>Principal Financial Officer<br>Date: August 26, 2011
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</tr>	<tr><td></td><td><u>Certifications<br><br></u></td></tr>
<tr><td></td><td>I, Jonathan S. Horwitz, the Principal Executive Officer of the funds listed on Attachment A, certify that:</td></tr>

<tr><td></td><td><br>1.  I have reviewed each report on Form N-Q of the funds listed on Attachment A:</td></tr>

<tr><td></td><td><br>2.  Based on my knowledge, each report does not contain any untrue statements of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by each report;</td></tr>

<tr><td></td><td><br>3.  Based on my knowledge, the schedules of investments included in each report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</td></tr>
<tr><td></td><td><br>4. The registrant&#8217;s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrants and have:</td></tr>
<tr><td></td><td><br><br>a)  designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which each report is being prepared;</td></tr>
<tr><td></td><td><br><br>b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;</td></tr>
<tr><td></td><td><br><br>c)  evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and</td></tr>

<tr><td></td><td><br><br>d)  disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</td></tr>

<tr><td></td><td><br>5.  The registrant&#8217;s other certifying officer and I have disclosed to each registrant&#8217;s auditors and the audit committee of each registrant&#8217;s board of directors (or persons performing the equivalent functions):</td></tr>

<tr><td></td><td><br><br>a)  all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant&#8217;s ability to record, process, summarize, and report financial information; and</td></tr>

<tr><td></td><td><br><br>b)  any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant&#8217;s internal control over financial reporting.</td></tr>

<tr><td></td><td><br>/s/ Jonathan S. Horwitz</td></tr>
<tr><td></td><td>_____________________________</td></tr>
<tr><td></td><td>Date: August 25, 2011</td></tr>
<tr><td></td><td>Jonathan S. Horwitz</td></tr>
<tr><td></td><td>Principal Executive Officer</td></tr>

<tr><td></td><td><br><br><br><u><br><br><br><br><br><hr weight=2 noshade><br><br><br><br><br><u>Certifications<br><br></u></td></tr>
<tr><td></td><td>I, Steven D. Krichmar, the Principal Financial Officer of the funds listed on Attachment A, certify that:</td></tr>

<tr><td></td><td><br>1.  I have reviewed each report on Form N-Q of the funds listed on Attachment A:</td></tr>

<tr><td></td><td><br>2.  Based on my knowledge, each report does not contain any untrue statements of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by each report;</td></tr>

<tr><td></td><td><br>3.  Based on my knowledge, the schedules of investments included in each report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</td></tr>
<tr><td></td><td><br>4. The registrant&#8217;s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrants and have:</td></tr>
<tr><td></td><td><br><br>a)  designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which each report is being prepared;</td></tr>
<tr><td></td><td><br><br>b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;</td></tr>
<tr><td></td><td><br><br>c)  evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and</td></tr>

<tr><td></td><td><br><br>d)  disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</td></tr>

<tr><td></td><td><br>5.  The registrant&#8217;s other certifying officer and I have disclosed to each registrant&#8217;s auditors and the audit committee of each registrant&#8217;s board of directors (or persons performing the equivalent functions):</td></tr>

<tr><td></td><td><br><br>a)  all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant&#8217;s ability to record, process, summarize, and report financial information; and</td></tr>

<tr><td></td><td><br><br>b)  any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant&#8217;s internal control over financial reporting.</td></tr>

<tr><td></td><td><br>/s/ Steven D. Krichmar</td></tr>
<tr><td></td><td>_______________________________</td></tr>
<tr><td></td><td>Date: August 25, 2011</td></tr>
<tr><td></td><td>Steven D. Krichmar</td></tr>
<tr><td></td><td>Principal Financial Officer</td></tr>

<tr><td></td><td align=center><br><br><br><br><br><br><br><br><br><hr weight=2 noshade><br><br><br><br><br><font size=+2><b>Attachment A</b></font></td></tr>
<tr><td></td><td align=center><br><font size=+2><b>NQ</b></font></td></tr>
<tr><td></td><td align=center><br>Period (s) ended June 30, 2011</td></tr>


<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Master Intermediate Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam California Tax Exempt Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam American Government Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Tax Exempt Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam International Growth Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam U.S. Government Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Money Market Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Money Market Liquidity Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Tax Exempt Money Market Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Diversified Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Asset Allocation: Balanced Portfolio</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Asset Allocation: Growth Portfolio</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Asset Allocation: Conservative Portfolio</td></tr>

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