Holding Performance
1%-0% 2%-1% 3%-2%
4%-3% 5%-4%
6%-5%
| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| SPDR Barclays High Yield Bond | 6.46 | 748,500 | 138,500 | --- | 30.55 | -- | ||
| iShares iBoxx $ High Yield Corporate Bd | 4.95 | 250,000 | 11,000 | --- | 23.42 | -- | ||
| PowerShares Emerging Mkts Sovereign Debt | 4.59 | 720,000 | 518,000 | --- | 21.74 | -- | ||
| PIMCO 0-5 Year Hi Yld Corp Bond Idx ETF | 3.95 | 179,500 | 179,500 | --- | 18.68 | -- | ||
| Peritus High Yield ETF | 3.59 | 335,000 | 88,000 | --- | 16.99 | -- | ||
| SPDR BarCap ST High Yield Bond ETF | 2.59 | 398,500 | 128,500 | --- | 12.26 | -- | ||
| PowerShares Fundamental High Yld Corp Bd | 2.52 | 620,000 | 40,000 | --- | 11.93 | -- | ||
| ARMOUR Residential REIT Inc | 2.23 | 1,471,000 | 500,000 |
|
10.56 | -3.09 | ||
| JAVELIN Mortgage Investment Corp | 2.20 | 528,000 | 278,000 |
|
10.43 | 3.30 | ||
| Solar Capital, Ltd. | 2.06 | 385,000 | 65,000 |
|
9.73 | 1.38 | ||
| THL Credit, Inc. BDC | 1.89 | 600,000 | 351,500 |
|
8.95 | 6.96 | ||
| Ellington Financial LLC | 1.87 | 370,000 | 140,000 |
|
8.84 | 20.30 | ||
| Compass Diversified Holdings Shares of Beneficial Interest | 1.83 | 548,000 | 117,500 |
|
8.67 | 25.29 | ||
| Arlington Asset Investment Corp. | 1.68 | 340,000 | 91,500 |
|
7.95 | 44.80 | ||
| Spirit Realty Capital Inc | 1.63 | 396,000 | 396,000 |
|
7.71 | 28.30 | ||
| Western Asset Mortgage Capital Corp | 1.49 | 325,000 | 22,000 |
|
7.04 | 7.59 | ||
| AG Mortgage Investment Trust Inc | 1.49 | 277,000 | 130,000 |
|
7.04 | 12.39 | ||
| WhiteHorse Finance Inc | 1.43 | 450,000 | 450,000 |
|
6.75 | 9.01 | ||
| Ares Capital Corporation | 1.42 | 376,000 | 0 |
|
6.73 | 6.23 | ||
| Fifth Street Finance Corporation | 1.41 | 615,000 | 267,000 |
|
6.67 | 8.63 | ||
| Market Vectors Intl High Yield Bond ETF | 1.23 | 210,000 | 73,500 | --- | 5.81 | -- | ||
| Fidus Investment Corp BDC | 1.19 | 315,000 | 85,500 |
|
5.65 | 16.60 | ||
| Northstar Realty Finance Corporation | 1.13 | 684,000 | 60,000 |
|
5.34 | 40.91 | ||
| Pennant Park Investment Corporation BDC | 1.12 | 472,000 | 148,500 |
|
5.28 | 5.59 | ||
| Medley Capital Corp BDC | 1.11 | 344,500 | 0 |
|
5.24 | 9.96 | ||
YTD Return through 05-20-13| Portfolio Holdings
as of 01-31-13