| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| State Street/Ficc Repo |
0.16 |
2011-01-03 |
$19,441,000 |
4.26 |
| Citigroup 8.5% |
8.5 |
2019-05-22 |
$7,370,000 |
2 |
| Jpmorgan Chase Cap Xx FRN |
6.55 |
2066-09-15 |
$8,875,000 |
1.96 |
| Cd1to215x Cds Usd R V 03mevent |
1 |
2015-12-20 |
$8,320,000 |
1.82 |
| Liberty Mut Grp 144A FRN |
10.75 |
2088-06-15 |
$6,810,000 |
1.8 |
| Cd1ms615 Cds Usd R V 03mevent |
1 |
2015-06-20 |
$8,045,000 |
1.76 |
| Kraft Foods 6.5% |
6.5 |
2040-02-09 |
$6,960,000 |
1.71 |
| Boston Pptys Ltd Partnership 4.125% |
4.12 |
2021-05-15 |
$8,165,000 |
1.7 |
| Cap One Cap V 10.25% |
10.25 |
2039-08-15 |
$7,145,000 |
1.67 |
| Regions Finl 7% |
7 |
2011-03-01 |
$7,390,000 |
1.62 |
| Citigroup Cap Xiii Pfd |
0 |
|
$248,300 |
1.46 |
| Anadarko Petro Corporation 6.2% |
6.2 |
2040-03-15 |
$6,805,000 |
1.46 |
| Metlife FRN |
10.75 |
2069-08-01 |
$4,935,000 |
1.45 |
| Transcanada Pipelines FRN |
6.35 |
2067-05-15 |
$6,675,000 |
1.44 |
| Lincoln Natl Corp Ind 8.75% |
8.75 |
2019-07-01 |
$5,255,000 |
1.44 |
| Cvs Caremark 144A 8.353% |
8.35 |
2031-07-10 |
$5,382,012 |
1.4 |
| Talisman Engy 7.75% |
7.75 |
2019-06-01 |
$5,001,000 |
1.35 |
| Cd1m1215x Cds Usd R V 03mevent |
1 |
2015-12-20 |
$6,000,000 |
1.31 |
| Cdhd1215x Cds Usd R V 03mevent |
1 |
2015-12-20 |
$6,000,000 |
1.31 |
| Cap One Cap Iv FRN |
6.74 |
2082-02-05 |
$5,985,000 |
1.29 |
| Cdhd1215x Cds Usd P F 1.00000 |
1 |
2015-12-20 |
$6,000,000 |
-1.35 |
| Cd1ms615 Cds Usd P F 1.00000 |
1 |
2015-06-20 |
$8,045,000 |
-1.72 |
| Cd1to215x Cds Usd P F 1.00000 |
1 |
2015-12-20 |
$8,320,000 |
-1.76 |
| US Treasury Bond (Fut) |
0 |
2011-03-22 |
$17,500,000 |
-4.68 |
| US Treasury Bond (Fut) |
0 |
2011-03-31 |
$61,700,000 |
-15.42 |
