| Total Number of Stock Holdings (short): |
— |
| Total Number of Stock Holdings (long): |
0 |
| Total Number of Bond Holdings (short): |
— |
| Total Number of Bond Holdings (long): |
115 |
| Total Number of Other Holdings (short): |
— |
| Total Number of Other Holdings (long): |
7 |
| Assets in Top 10 Holdings: |
15.39% |
| Turnover: |
157.00% |
| 30 Day SEC Yield % |
— |
Summary data as of 06/30/2008
|
Holdings |
Maturity Date |
Total Holdings |
Value of Holdings |
Net Assets |
|
*
|
Gmac 6.875%
|
09/15/2011
|
2.7 M
|
1.94 M
|
2.20%
|
|
*
|
Ford Motor Credit 9.875%
|
08/10/2011
|
2.3 M
|
1.94 M
|
2.20%
|
|
*
|
Texas Competitive Elec Hldgs 144A 10.25%
|
11/01/2015
|
1.4 M
|
1.37 M
|
1.56%
|
|
*
|
Sungard Data Sys 10.25%
|
08/15/2015
|
1.3 M
|
1.31 M
|
1.48%
|
|
*
|
Chesapeake Engy 6.625%
|
01/15/2016
|
1.3 M
|
1.25 M
|
1.42%
|
|
*
|
Mgm Mirage 6.625%
|
07/15/2015
|
1.5 M
|
1.2 M
|
1.37%
|
|
*
|
Directv Holdings Llc/Directv Financing Co.
|
05/15/2016
|
1.2 M
|
1.18 M
|
1.34%
|
|
*
|
Nalco 8.875%
|
11/15/2013
|
1.1 M
|
1.13 M
|
1.28%
|
|
*
|
Edison Mission Engy 7%
|
05/15/2017
|
1.2 M
|
1.12 M
|
1.27%
|
|
*
|
Echostar Dbs 7.125%
|
02/01/2016
|
1.2 M
|
1.11 M
|
1.26%
|
|
*
|
Aes 8%
|
10/15/2017
|
1.1 M
|
1.08 M
|
1.22%
|
|
*
|
Tesoro 6.5%
|
06/01/2017
|
1.2 M
|
1.08 M
|
1.22%
|
|
*
|
Cch Ii 10.25%
|
09/15/2010
|
1.1 M
|
1.06 M
|
1.21%
|
|
*
|
Freeport-Mcmoran Copper & Gold 8.375%
|
04/01/2017
|
1 M
|
1.06 M
|
1.20%
|
|
*
|
Hca 9.125%
|
11/15/2014
|
1 M
|
1.02 M
|
1.16%
|
|
*
|
Royal Caribbean Cruises 7.25%
|
03/15/2018
|
1.2 M
|
1.02 M
|
1.16%
|
|
*
|
Newpage 144A 10%
|
05/01/2012
|
1 M
|
1.01 M
|
1.15%
|
|
*
|
Inmarsat Fin Ii
|
11/15/2012
|
1 M
|
1.01 M
|
1.15%
|
|
*
|
Tenet Healthcare 9.875%
|
07/01/2014
|
1 M
|
1 M
|
1.14%
|
|
*
|
PLAINS EXPL & PRODTN
|
06/01/2018
|
1 M
|
1 M
|
1.14%
|
|
*
|
Petroplus Fin 144A 6.75%
|
05/01/2014
|
1.1 M
|
995,500.00
|
1.13%
|
|
*
|
Aramark 8.5%
|
02/01/2015
|
1 M
|
980,000.00
|
1.11%
|
|
*
|
Davita 7.25%
|
03/15/2015
|
1 M
|
972,500.00
|
1.11%
|
|
*
|
Dynegy 8.375%
|
05/01/2016
|
1 M
|
970,000.00
|
1.10%
|
|
*
|
RBS Global & Rexnord 9.5%
|
08/01/2014
|
1 M
|
965,000.00
|
1.10%
|
+ Increase - Decrease = No change * New since last portfolio
Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
Data as of 10/31/2009
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