| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note (Fut) |
0 |
|
$321 |
11.63 |
| US Treasury Bond |
0 |
|
$120 |
4.6 |
| Directv Hldgs Llc / Directv 7.625% |
7.62 |
2016-05-15 |
$4,855,000 |
1.67 |
| US Treasury Bond (Fut) |
0 |
|
$43 |
1.6 |
| Jefferies Grp Inc New 6.45% |
6.45 |
2027-06-08 |
$4,855,000 |
1.5 |
| Morgan Stanley 6% |
6 |
2014-05-13 |
$4,165,000 |
1.4 |
| Cantor Fitzgerald 144A 7.875% |
7.88 |
2019-10-15 |
$4,380,000 |
1.39 |
| Autozone 5.75% |
5.75 |
2015-01-15 |
$3,465,000 |
1.18 |
| Entrtnmt Pptys Tr 144A 7.75% |
7.75 |
2020-07-15 |
$3,285,000 |
1.09 |
| Citigroup 6.375% |
6.38 |
2014-08-12 |
$3,080,000 |
1.06 |
| Continental Airls Pass Thru Tr 9% |
9 |
2016-07-08 |
$2,785,234 |
1.01 |
| Merrill Lynch Co Inc Mtn Be 5.45% |
5.45 |
2013-02-05 |
$3,000,000 |
0.99 |
| Amer Finl Grp Inc. 9.875% |
9.88 |
2019-06-15 |
$2,565,000 |
0.98 |
| Yum Brands 5.3% |
5.3 |
2019-09-15 |
$2,860,000 |
0.94 |
| Bk Amer Fdg 4.5% |
4.5 |
2015-04-01 |
$2,860,000 |
0.92 |
| Williams Partners L P 3.8% |
3.8 |
2015-02-15 |
$2,815,000 |
0.9 |
| General Elec Cap Corp Mtn Be 6.875% |
6.88 |
2039-01-10 |
$2,460,000 |
0.85 |
| Ohio Pwr 5.375% |
5.38 |
2021-10-01 |
$2,555,000 |
0.84 |
| Staples 7.75% |
7.75 |
2011-04-01 |
$2,650,000 |
0.82 |
| Natl Rural Utils Coop Fin 10.375% |
10.38 |
2018-11-01 |
$1,870,000 |
0.79 |
| Metlife 6.75% |
6.75 |
2016-06-01 |
$2,180,000 |
0.78 |
| Hyatt Hotels 144A 5.75% |
5.75 |
2015-08-15 |
$2,340,000 |
0.77 |
| Pnc Preferred Fdg Tr 144A FRN |
8.7 |
|
$2,300,000 |
0.76 |
| Wells Fargo Mbs 2004-Z CMO |
4.61 |
2034-12-25 |
$2,573,268 |
0.76 |
| US Treasury Bond (Fut) |
0 |
|
$335 |
-12.37 |
