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) | ||
|---|---|---|---|---|---|---|---|---|
| 0wp250574 Cds Usd P F 5.00000 2 Cdx | -2.15 | 22,200,000 | 0 | --- | -22,200,000.00 | -- | ||
| 0wp250574 Cds Usd R V 03mevent 1 Cdx | 2.06 | 22,200,000 | 0 | --- | 21.27 | -- | ||
| Gmac Cap Tr I Pfd | 1.30 | 494,500 | 0 | --- | 13.45 | -- | ||
| Realogy Holdings Corp | 1.19 | 253,318 | 0 |
|
12.28 | 25.05 | ||
| 0wp243652 Cds Usd P F 5.00000 2 Cdx | -1.06 | 10,989,000 | 0 | --- | -10,989,000.00 | -- | ||
| Sprint Cap 8.75% | 1.05 | 9,075,000 | 0 | --- | 10.82 | -- | ||
| 0wp243652 Cds Usd R V 03mevent 1 Cdx | 1.01 | 10,989,000 | 0 | --- | 10.42 | -- | ||
| 0wp252711 Cds Usd P F 5.00000 2 Cdx | -0.95 | 9,800,000 | 0 | --- | -9,800,000.00 | -- | ||
| 0wp252752 Cds Usd P F 5.00000 2 Cdx | -0.95 | 9,800,000 | 0 | --- | -9,800,000.00 | -- | ||
| Wind Acquisition Hldgs Fin S 144A 12.25% | 0.94 | 9,363,379 | 0 | --- | 9.74 | -- | ||
| 0wp230592 Cds Usd P F 5.00000 1 Cdx | -0.91 | 9,408,000 | 0 | --- | -9,408,000.00 | -- | ||
| 0wp252711 Cds Usd R V 03mevent 1 Cdx | 0.91 | 9,800,000 | 0 | --- | 9.39 | -- | ||
| 0wp252752 Cds Usd R V 03mevent 1 Cdx | 0.91 | 9,800,000 | 0 | --- | 9.39 | -- | ||
| 0wp230592 Cds Usd R V 03mevent 2 Cdx | 0.86 | 9,408,000 | 0 | --- | 8.86 | -- | ||
| Republic Of Venezuela 5.75% | 0.79 | 8,627,000 | 0 | --- | 8.13 | -- | ||
| Engy Future Inter Hldg Co Ll 144A 11.75% | 0.78 | 7,020,000 | 1,680,000 | --- | 8.07 | -- | ||
| Kcad Holdings I Limited Common Stock | 0.76 | 752,218,031 | 0 | --- | 7.90 | -- | ||
| Ncl Corp 9.5% | 0.69 | 6,279,000 | 0 | --- | 7.10 | -- | ||
| Fmg Resources August 2006 Pty 144A 8.25% | 0.69 | 6,570,000 | 0 | --- | 7.09 | -- | ||
| Intl Lease Fin 8.625% | 0.66 | 6,020,000 | 0 | --- | 6.85 | -- | ||
| Crc Health 10.75% | 0.66 | 6,740,000 | 0 | --- | 6.81 | -- | ||
| Samson Invt 144A 9.75% | 0.65 | 6,360,000 | 0 | --- | 6.76 | -- | ||
| Sprint Cap 6.875% | 0.65 | 6,530,000 | 0 | --- | 6.68 | -- | ||
| Graphic Packaging Intl 144A 9.5% | 0.64 | 5,040,000 | 0 | --- | 6.64 | -- | ||
| Wyle Svcs 144A 10.5% | 0.62 | 6,160,000 | 0 | --- | 6.45 | -- | ||
YTD Return through 05-24-13| Portfolio Holdings
as of 03-31-13