| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| PIMCO Enhanced Short Maturity ETF | 11.51 | 600,000 | 0 | --- | 60.96 | -- | ||
| Cfc Managed Futures | 8.59 | 6,100,734 | 0 | --- | 45.49 | -- | ||
| Kkr Finl Clo 2007 A 144A FRN | 4.25 | 22,699,150 | -1,601,793 | --- | 22.48 | -- | ||
| Emporia Pref Fdg Ii 2006-2 FRN | 1.93 | 10,349,415 | -1,804,565 | --- | 10.24 | -- | ||
| Csfb Coml Mtg Ptc 2007-Tfl2 CMO | 1.82 | 9,773,230 | -6,970 | --- | 9.64 | -- | ||
| Ms Re-Remic Tr 2012-Io CMO 1% | 1.76 | 9,407,602 | 9,407,602 | --- | 9.34 | -- | ||
| Comm 2007-Fl14 CMO | 1.35 | 7,258,294 | -1,558 | --- | 7.17 | -- | ||
| Guggenheim Enhanced Short Dur Bond ETF | 1.33 | 140,000 | 0 | --- | 7.04 | -- | ||
| Comm 2006-Fl12 CMO | 0.99 | 5,465,000 | 0 | --- | 5.24 | -- | ||
| Ubs Coml Mtg Tr 2007-Fl1 CMO | 0.91 | 4,866,208 | -4,012,816 | --- | 4.83 | -- | ||
| Wachovia Cmbs 2006-Whale7 CMO | 0.79 | 4,250,000 | 0 | --- | 4.16 | -- | ||
| Aspen Ins Hldgs 6% | 0.78 | 3,920,000 | 0 | --- | 4.15 | -- | ||
| J P Morgan Chase & Co Mtn Be FRN | 0.76 | 4,000,000 | 0 | --- | 4.01 | -- | ||
| Nomura Hldgs FRN | 0.61 | 3,200,000 | 0 | --- | 3.21 | -- | ||
| Acis Clo 2013-1 Ltd / Acis Clo 144A FRN | 0.60 | 3,200,000 | 0 | --- | 3.20 | -- | ||
| Goldman Sachs Grp FRN | 0.57 | 3,000,000 | 3,000,000 | --- | 3.00 | -- | ||
| Csfb Coml Mtg Ptc 2006-Tfl2 CMO | 0.55 | 3,000,000 | 0 | --- | 2.90 | -- | ||
| Topix Jun13 | 0.54 | 174 | 7 | --- | 2.86 | -- | ||
| Osaka Nikkei Jun13 | 0.52 | 145 | 18 | --- | 2.76 | -- | ||
| Wpp Fin Uk 8% | 0.49 | 2,400,000 | 0 | --- | 2.61 | -- | ||
| Bk Amer Fdg 4.5% | 0.48 | 2,400,000 | 0 | --- | 2.55 | -- | ||
| Ras Laffan Liquefied Nat Gas 5.832% | 0.47 | 2,326,800 | -258,800 | --- | 2.51 | -- | ||
| Morgan Stanley 4.2% | 0.47 | 2,400,000 | 0 | --- | 2.51 | -- | ||
| Xstrata Fin Cda 144A 2.85% | 0.46 | 2,400,000 | 0 | --- | 2.46 | -- | ||
| Macquarie Grp Ltd Sr Mtn 144a 144A 7.3% | 0.39 | 1,920,000 | 0 | --- | 2.05 | -- | ||