CDO Carador Eur

| CMO Ser 2006-2                      |    4,366,761  |         2,023,594  |         3.60  | 
+-------------------------------------+---------------+--------------------+---------------+ 
| CMO Venture VII                     |    2,000,000  |           832,139  |         1.48  | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Dynasty IV Synthetic CLO            |    3,000,000  |           748,583  |         1.33  | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Funding III                         |    2,000,000  |                -   |           -   | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Glacier Funding CDO III             |    3,000,000  |                -   |           -   | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Global Leveraged Income             |    1,000,000  |            94,679  |         0.17  | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Orient Point                        |    3,000,000  |                -   |           -   | 
+-------------------------------------+---------------+--------------------+---------------+ 
| PCDO 2A (Pacifica CDO Ltd)          |      500,000  |           228,140  |         0.41  | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Symphony CLO VI                     |    2,000,000  |           841,264  |         1.50  | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Tiers Beach Street Synthetic CLO    |    5,500,000  |         2,235,055  |         3.98  | 
+-------------------------------------+---------------+--------------------+---------------+ 
| Veer Cash Flow CLO Ltd              |    2,791,558  |         1,771,280  |         3.15  | 
+-------------------------------------+---------------+--------------------+---------------+ 
|                                     |               |        10,679,770  |        19.01  | 
+-------------------------------------+---------------+--------------------+---------------+ 
|                                     |               |                    |               | 
+-------------------------------------+---------------+--------------------+---------------+ 
 
 
 
 
 
 
  UNAUDITED SCHEDULE OF INVESTMENTS - CONSOLIDATED (Continued) 
 
 
As at 30 June 2009 
 
 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |      Nominal |                    |    % of Net   | 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |     Holdings |    Market Value EUR  |  Asset Value  | 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Collateralised Debt Obligations     |              |                    |               | 
| (continued)                         |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Region of trade                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Europe                              |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Country of incorporation            |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Ireland (December 2008: 7.33%)      |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Alpstar CLO                         |   1,000,000  |           188,300  |         0.34  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Egret Funding CLO                   |   2,000,000  |           779,000  |         1.39  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Eurocredit CDO IV                   |   1,000,000  |           314,900  |         0.56  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Harvest CLO IV                      |     500,000  |           105,050  |         0.19  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| RMF Euro CDO III                    |   2,000,000  |           497,600  |         0.89  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| RMF Euro CDO IV                     |   2,400,000  |         1,063,200  |         1.88  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Versailles CLO ME                   |   1,500,000  |           597,000  |         1.06  | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |         3,545,050  |         6.31  | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Luxembourg (December 2008: 0.79%)   |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Harvest CLO II                      |   1,250,000  |           430,625  |         0.77  | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |           430,625  |         0.77  | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Netherlands (December 2008: 8.24%)  |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Duchess                             |   1,000,000  |           323,000  |         0.58  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Eurocredit CDO II BV                |   1,000,000  |             5,000  |         0.01  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Euro-Galaxy CLO                     |   2,000,000  |           423,000  |         0.75  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Gresham Capital CLO                 |   1,138,000  |            31,750  |         0.06  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Harbourmaster CLO                   |   1,000,000  |            70,700  |         0.13  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Leopard CLO                         |   1,500,000  |           558,000  |         0.99  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Leopard CLO V                       |   5,000,000  |         2,050,000  |         3.65  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Leveraged Finance Europe Capital    |   2,000,000  |           584,400  |         1.04  | 
| III                                 |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Panther III-XE                      |   2,000,000  |           411,000  |         0.73  | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Skell Rock 2006-1 X                 |   1,385,000  |           394,725  |         0.70  | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |         4,851,575  |         8.64  | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
| Total Collateralised Debt Obligations              |         41,261,393 |         73.46 | 
| (December 2008: 63.72%)                            |                    |               | 
+----------------------------------------------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 
|                                     |              |                    |               | 
+-------------------------------------+--------------+--------------------+---------------+ 

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