|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Bill
|
1.40
|
250,000,000
|
250,000,000
|
|
---
|
250.00
|
--
|
|
|
Intelsat Jackson Hldgs 7.25%
|
1.02
|
164,947,000
|
47,882,000
|
|
---
|
181.65
|
--
|
|
|
Sprint Nextel 144A 7%
|
1.01
|
155,830,000
|
0
|
|
---
|
181.15
|
--
|
|
|
Barclays Bk 144A 6.05%
|
0.90
|
143,492,000
|
0
|
|
---
|
160.17
|
--
|
|
|
Ing U S 144A 5.5%
|
0.88
|
141,560,000
|
0
|
|
---
|
156.72
|
--
|
|
|
Hca 6.5%
|
0.86
|
136,760,000
|
0
|
|
---
|
154.20
|
--
|
|
|
Citigroup Cap Xiii Pfd
|
0.85
|
5,301,250
|
0
|
|
---
|
151.62
|
--
|
|
|
Dish Dbs 6.75%
|
0.83
|
133,715,000
|
0
|
|
---
|
148.42
|
--
|
|
|
Cit Grp 144A 6.625%
|
0.77
|
120,655,000
|
0
|
|
---
|
137.55
|
--
|
|
|
Air Lease 5.625%
|
0.76
|
125,330,000
|
0
|
|
---
|
135.67
|
--
|
|
|
Warner Chilcott 7.75%
|
0.74
|
123,262,000
|
0
|
|
---
|
131.58
|
--
|
|
|
Caesars Entmt Oper Co 8.5%
|
0.70
|
126,000,000
|
0
|
|
---
|
124.90
|
--
|
|
|
Cemex Fin 144A 9.5%
|
0.69
|
113,570,000
|
0
|
|
---
|
122.66
|
--
|
|
|
Hertz 6.75%
|
0.67
|
110,160,000
|
0
|
|
---
|
120.63
|
--
|
|
|
Royal Bk Of Scotland 6.125%
|
0.66
|
113,600,000
|
0
|
|
---
|
118.33
|
--
|
|
|
Lyondellbasell Inds Nv 5%
|
0.65
|
103,540,000
|
-8,300,000
|
|
---
|
116.87
|
--
|
|
|
Calpine 144A 7.25%
|
0.65
|
109,007,000
|
0
|
|
---
|
115.68
|
--
|
|
|
Sprint Nextel 144A 9%
|
0.64
|
92,545,000
|
-10,000,000
|
|
---
|
114.41
|
--
|
|
|
Hartford Finl Svcs Grp FRN
|
0.63
|
94,960,000
|
0
|
|
---
|
112.53
|
--
|
|
|
Dolphin Subsidiary Ii 7.25%
|
0.61
|
102,505,000
|
20,000,000
|
|
---
|
108.53
|
--
|
|
|
B E Aerospace 5.25%
|
0.61
|
104,885,000
|
0
|
|
---
|
108.42
|
--
|
|
|
Case New Holland 7.875%
|
0.60
|
91,500,000
|
0
|
|
---
|
107.63
|
--
|
|
|
Cit Grp 5.375%
|
0.60
|
98,370,000
|
-4,855,000
|
|
---
|
107.22
|
--
|
|
|
Sungard Data Sys 7.625%
|
0.60
|
98,546,000
|
0
|
|
---
|
106.68
|
--
|
|
|
Cit Grp 5%
|
0.59
|
98,135,000
|
-45,145,000
|
|
---
|
105.25
|
--
|
|
|
YTD Return through 05-22-13| Portfolio Holdings
as of 03-31-13