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)  
Ford Motor Bank Loan 1.16 145,249,505 0 -- 127.82 --
Chs / Cmnty Health Sys 8.875% 1.11 120,105,000 0 -- 123.11 --
Ford Motor Credit 7% 1.06 124,665,000 0 -- 117.19 --
Freeport-Mcmoran Copper & Gold 8.375% 1.00 104,410,000 0 -- 110.94 --
Charter Comms Oper 144A 10% 0.93 101,960,000 0 -- 102.98 --
HCA Inc 9.25% 0.92 99,230,000 0 -- 101.96 --
Aramark 8.5% 0.92 100,435,000 9,700,000 -- 101.44 --
Bk Amer Chrlt Nc Mtn 5.3% 0.91 103,605,000 0 -- 100.16 --
Citigroup Cap Xxi FRN 0.89 111,575,000 51,460,000 -- 98.19 --
Qwest 8.875% 0.86 90,455,000 0 -- 94.75 --
United Rentals North Amer 6.5% 0.84 92,250,000 0 -- 92.71 --
Nrg Engy 7.375% 0.83 94,705,000 0 -- 91.86 --
Elan Fin Plc / Elan Fin 7.75% 0.82 88,675,000 0 -- 90.45 --
Trw Automotive 144A 7% 0.81 96,785,000 0 -- 89.04 --
Citigroup 5.5% 0.78 92,030,000 0 -- 86.16 --
HCA Inc 6.38% 0.77 96,955,000 0 -- 85.56 --
US Treasury Note 4.875% 0.76 78,020,000 0 -- 83.74 --
LIBERTY MEDIA 0.73 85,150,000 0 -- 80.89 --
Novelis 7.25% 0.73 93,555,000 0 -- 80.46 --
CSC HLDGS 0.73 79,045,000 0 -- 80.43 --
Arch Westn Fin 6.75% 0.72 80,530,000 0 -- 79.22 --
Hertz 8.875% 0.72 78,785,000 0 -- 79.18 --
United States Stl 7% 0.71 83,540,000 0 -- 78.95 --
Host Marriott L P 7.125% 0.71 79,045,000 0 -- 77.96 --
Charter Comms Oper 144A 10.375% 0.70 76,940,000 0 -- 77.71 --
YTD Return through 02-09-10| Portfolio Holdings as of 09-30-09