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)  
US Treasury Note 0.375% 1.86 18,000,000 18,000,000 --- 18.05 --
Boston Scientific 4.5% 0.61 5,575,000 5,110,000 --- 5.92 --
Citigroup 5% 0.56 5,175,000 3,175,000 --- 5.44 --
Fidelity Natl Info Svcs 7.875% 0.53 4,570,000 3,845,000 --- 5.18 --
Comm Mtg Tr 2013-Ccre6 CMO 2.122% 0.53 5,000,000 5,000,000 --- 5.16 --
Banc Amer Large Ln 2009-Fdg CMO 5.204% 0.48 4,159,058 2,417,713 --- 4.67 --
CSFB COML MTG PTC 2006-C4 0.48 4,200,000 3,640,000 --- 4.64 --
Comm Mtg Tr 2012-9w57 CMO 2.3646% 0.47 4,350,000 2,100,000 --- 4.55 --
Wfrbs Coml Mtg Tr 2011-C5 CMO 2.684% 0.47 4,300,000 4,300,000 --- 4.54 --
Dbubs Mtg Tr 2011-Lc1 CMO 3.742% 0.47 4,213,085 2,753,472 --- 4.53 --
Timken 6% 0.46 4,175,000 4,000,000 --- 4.44 --
Dnb Nor Boligkreditt As 144A FRN 0.46 4,290,000 2,310,000 --- 4.44 --
Wfrbs Coml Mtg Tr 2013-C12 CMO 2.072% 0.45 4,215,000 4,215,000 --- 4.37 --
Petrohawk Engy 7.25% 0.44 3,850,000 2,790,000 --- 4.31 --
CFCRE COML MTG TR 2011-C2 0.42 3,800,000 3,500,000 --- 4.05 --
Rhodia 144A 6.875% 0.40 3,436,000 2,236,000 --- 3.89 --
Hyundai Auto Lease Tr 2013-A 0.66% 0.39 3,800,000 3,800,000 --- 3.80 --
Qvc 144A 7.5% 0.39 3,425,000 1,425,000 --- 3.79 --
Ziggo Fin Bv 6.125% 0.39 2,800,000 1,350,000 --- 3.77 --
FHLMC FRN 0.38 3,476,676 3,476,676 --- 3.74 --
Mylan 144A 6% 0.38 3,400,000 1,100,000 --- 3.73 --
Ford Motor Credit Co 8% 0.38 3,100,000 2,000,000 --- 3.72 --
Mylan 144A 7.875% 0.36 3,000,000 3,000,000 --- 3.50 --
Rbscf Tr 2010-Rr3 CMO 0.36 3,010,000 3,010,000 --- 3.46 --
Ml-Cfc Coml Mtg Tr 2007-5 CMO 5.419% 0.36 3,185,000 1,860,000 --- 3.46 --
YTD Return through 06-18-13| Portfolio Holdings as of 03-31-13