|
P97475AF7
|
12,367,000
|
Bolivarian Republic of Venezuela 5.7500% Mat 02/26/2016
|
$7,605,705.00
|
1.66
|
|
852060AT9
|
7,500,000
|
Sprint Capital Corp. 8.7500% Mat 03/15/2032
|
$7,181,250.00
|
1.56
|
|
675758AA4
|
6,577,000
|
Odebrecht Finance Ltd. 7.5000% Mat 10/18/2017
|
$6,757,867.50
|
1.47
|
|
B0THSGII7
|
12,198,000
|
Brazil Nota do Tesouro Nacional 9.7618% Mat 01/01/2012
|
$6,515,685.16
|
1.42
|
|
89784VAA4
|
6,510,000
|
True Move Co., Ltd. 10.7500% Mat 12/16/2013
|
$6,412,350.00
|
1.40
|
|
423081II1
|
5,684,220
|
Russian Federation 7.5000% Mat 03/31/2030
|
$6,366,326.41
|
1.39
|
|
882330AG8
|
9,000,000
|
Texas Competitive Electric Holdings Co. LLC 10.2500% Mat 11/01/2015
|
$6,075,000.00
|
1.32
|
|
716743AD1
|
5,560,000
|
Petronas Capital Ltd. 5.2500% Mat 08/12/2019
|
$5,680,329.52
|
1.24
|
|
78442FEJ3
|
6,000,000
|
SLM Corp. 8.0000% Mat 03/25/2020
|
$5,345,640.00
|
1.16
|
|
459745FX8
|
5,000,000
|
International Lease Finance Corp. 8.7500% Mat 03/15/2017
|
$4,587,500.00
|
1.00
|
|
36190QAA4
|
4,860,000
|
GXS Worldwide Inc. 9.7500% Mat 06/15/2015
|
$4,580,550.00
|
1.00
|
|
91911TAE3
|
4,043,000
|
Vale Overseas Ltd. 8.2500% Mat 01/17/2034
|
$4,565,343.47
|
0.99
|
|
125581FW3
|
4,980,000
|
CIT Group Inc. 7.0000% Mat 05/01/2016
|
$4,544,250.00
|
0.99
|
|
706451BG5
|
4,237,000
|
Pemex Project Funding Master Trust 6.6250% Mat 06/15/2035
|
$4,173,432.29
|
0.91
|
|
25470XAB1
|
4,000,000
|
DISH DBS Corp. 7.8750% Mat 09/01/2019
|
$4,060,000.00
|
0.88
|
|
026874BT3
|
4,000,000
|
American International Group Inc. 8.2500% Mat 08/15/2018
|
$3,920,000.00
|
0.85
|
|
B39L71II0
|
3,580,000
|
RSHB Capital, Loan Participation Notes 7.1250% Mat 01/14/2014
|
$3,754,525.00
|
0.82
|
|
900123BG4
|
3,760,000
|
Republic of Turkey 6.7500% Mat 05/30/2040
|
$3,750,600.00
|
0.82
|
|
45820EAX0
|
3,505,000
|
Intelsat Jackson Holdings Ltd. 11.2500% Mat 06/15/2016
|
$3,715,300.00
|
0.81
|
|
900123BE9
|
3,000,000
|
Republic of Turkey 7.5000% Mat 07/14/2017
|
$3,435,000.00
|
0.75
|
|
90342DAD1
|
3,618,000
|
US Oncology Holdings Inc. 6.6434% Mat 03/15/2012
|
$3,337,605.00
|
0.73
|
|
48667QAB1
|
2,990,000
|
KazMunaiGaz Finance Sub B.V. 8.3750% Mat 07/02/2013
|
$3,184,350.00
|
0.69
|
|
195325BK0
|
2,852,000
|
Republic of Colombia 7.3750% Mat 09/18/2037
|
$3,165,720.00
|
0.69
|
|
27876GBH0
|
3,060,000
|
DISH DBS Corp. 7.7500% Mat 05/31/2015
|
$3,090,600.00
|
0.67
|
|
B1FQ47II6
|
25,206,000,000
|
Republic of Indonesia 11.0000% Mat 09/15/2025
|
$3,033,375.59
|
0.66
|
|
92241TAE2
|
2,820,000
|
Vedanta Resources PLC 8.7500% Mat 01/15/2014
|
$2,862,300.00
|
0.62
|
|
226566AK3
|
2,800,000
|
Cricket Communications Inc. 7.7500% Mat 05/15/2016
|
$2,856,000.00
|
0.62
|
|
1248EPAJ2
|
2,820,000
|
CCO Holdings LLC/CCO Holdings Capital Corp. 7.8750% Mat 04/30/2018
|
$2,781,225.00
|
0.61
|
|
B3NSZ2II6
|
2,000,000
|
ITV PLC 10.0000% Mat 06/30/2014
|
$2,773,360.04
|
0.60
|
|
293791AW9
|
3,000,000
|
Enterprise Products Operating LLP 7.0340% Mat 01/15/2068
|
$2,756,427.00
|
0.60
|
|
B3V54DII7
|
2,000,000
|
PE Paper Escrow GmbH 11.7500% Mat 08/01/2014
|
$2,693,595.26
|
0.59
|
|
698299AW4
|
2,430,000
|
Republic of Panama 6.7000% Mat 01/26/2036
|
$2,691,225.00
|
0.59
|
|
404119AF6
|
2,635,000
|
HCA Inc. 6.3000% Mat 10/01/2012
|
$2,602,062.50
|
0.57
|
|
715638AP7
|
1,944,583
|
Republic of Peru 8.7500% Mat 11/21/2033
|
$2,581,433.27
|
0.56
|
|
165167CC9
|
2,535,000
|
Chesapeake Energy Corp. 7.2500% Mat 12/15/2018
|
$2,573,025.00
|
0.56
|
|
B3QSJ9II6
|
2,000,000
|
ISS Financing PLC 11.0000% Mat 06/15/2014
|
$2,570,880.21
|
0.56
|
|
413627BL3
|
2,410,000
|
Harrah's Operating Co. Inc. 11.2500% Mat 06/01/2017
|
$2,536,525.00
|
0.55
|
|
71654QAU6
|
2,150,000
|
Petroleos Mexicanos 8.0000% Mat 05/03/2019
|
$2,488,625.00
|
0.54
|
|
B1CD2CII9
|
2,000,000
|
FMG Finance Pty Ltd. 9.7500% Mat 09/01/2013
|
$2,478,843.93
|
0.54
|
|
74973DAE9
|
2,230,000
|
RSHB Capital, Loan Participation Notes 9.0000% Mat 06/11/2014
|
$2,475,300.00
|
0.54
|
|
B0CSXFII7
|
2,000,000
|
Cirsa Capital Luxembourg 7.8750% Mat 07/15/2012
|
$2,448,165.16
|
0.53
|
|
P06064AA0
|
2,886,000
|
Axtel SAB de CV 7.6250% Mat 02/01/2017
|
$2,438,670.00
|
0.53
|
|
02152FAA6
|
2,510,000
|
Altegrity Inc. 10.5000% Mat 11/01/2015
|
$2,397,050.00
|
0.52
|
|
B1Z6JWII7
|
2,000,000
|
Reynolds Group Issues 9.5000% Mat 06/15/2017
|
$2,392,943.39
|
0.52
|
|
38141GFD1
|
2,500,000
|
The Goldman Sachs Group Inc. 6.7500% Mat 10/01/2037
|
$2,347,650.00
|
0.51
|
|
172967EV9
|
2,000,000
|
Citigroup Inc. 8.5000% Mat 05/22/2019
|
$2,347,170.00
|
0.51
|
|
233707AA6
|
2,290,000
|
DAE Aviation Holdings Inc. 11.2500% Mat 08/01/2015
|
$2,307,175.00
|
0.50
|
|
981GJXII8
|
2,000,000
|
Wind Acquisition Holdings Finance SpA 12.2500% Mat 07/15/2017
|
$2,307,042.86
|
0.50
|
|
44108EAS7
|
2,275,000
|
Host Hotels & Resorts LP 7.1250% Mat 11/01/2013
|
$2,286,375.00
|
0.50
|
|
444859AY8
|
2,000,000
|
Humana Inc. 7.2000% Mat 06/15/2018
|
$2,221,768.00
|
0.48
|
|
640204AB9
|
2,490,000
|
Neiman Marcus Group Inc. 7.1250% Mat 06/01/2028
|
$2,216,100.00
|
0.48
|
|
26841QAA8
|
2,050,000
|
EEB International Ltd. 8.7500% Mat 10/31/2014
|
$2,178,125.00
|
0.47
|
|
629377AT9
|
2,195,000
|
NRG Energy Inc. 7.2500% Mat 02/01/2014
|
$2,173,050.00
|
0.47
|
|
1248EPAM5
|
2,180,000
|
CCO Holdings LLC/CCO Holdings Capital Corp. 8.1250% Mat 04/30/2020
|
$2,169,100.00
|
0.47
|
|
45072PAB8
|
2,158,000
|
IASIS Healthcare LLC/IASIS Capital Corp. 8.7500% Mat 06/15/2014
|
$2,168,790.00
|
0.47
|
|
28368EAB2
|
2,050,000
|
El Paso Corp. 7.3750% Mat 12/15/2012
|
$2,157,329.80
|
0.47
|
|
36962G4J0
|
2,090,000
|
General Electric Capital Corp. 5.5000% Mat 01/08/2020
|
$2,147,982.87
|
0.47
|
|
35671DAS4
|
1,950,000
|
Freeport-McMoRan Copper & Gold Inc. 8.3750% Mat 04/01/2017
|
$2,123,401.80
|
0.46
|
|
279158AB5
|
1,900,000
|
Ecopetrol SA 7.6250% Mat 07/23/2019
|
$2,123,250.00
|
0.46
|
|
75799C9D4
|
2,000,000
|
Realogy Corp. 13.5000% Mat 10/15/2017
|
$2,116,666.00
|
0.46
|
|
65199B9F8
|
2,000,000
|
Newsday LLC 10.5000% Mat 07/15/2013
|
$2,115,000.00
|
0.46
|
|
88033GBH2
|
1,968,000
|
Tenet Healthcare Corp. 8.8750% Mat 07/01/2019
|
$2,073,780.00
|
0.45
|
|
485161AD5
|
2,080,000
|
Kansas City Southern de Mexico 7.6250% Mat 12/01/2013
|
$2,069,600.00
|
0.45
|
|
62941FAH1
|
2,030,000
|
Virgin Media Finance PLC 9.1250% Mat 08/15/2016
|
$2,062,987.50
|
0.45
|
|
591324AJ7
|
2,000,000
|
Metals USA Inc. 11.1250% Mat 12/01/2015
|
$2,045,000.00
|
0.45
|
|
36186RAA8
|
2,095,000
|
GMAC Inc. 8.0000% Mat 03/15/2020
|
$2,037,387.50
|
0.44
|
|
594087AP3
|
2,270,000
|
Michaels Stores Inc. 0.0000% Mat 11/01/2016
|
$2,020,300.00
|
0.44
|
|
651715AK0
|
2,130,000
|
NewPage Corp. 11.3750% Mat 12/31/2014
|
$2,002,200.00
|
0.44
|
|
345397VK6
|
1,930,000
|
Ford Motor Credit Co., LLC 7.5000% Mat 08/01/2012
|
$1,964,767.02
|
0.43
|
|
914906AF9
|
1,810,000
|
Univision Communications Inc. 12.0000% Mat 07/01/2014
|
$1,954,800.00
|
0.43
|
|
458207AG2
|
1,920,000
|
Intelsat Jackson Holdings Ltd. 8.5000% Mat 11/01/2019
|
$1,920,000.00
|
0.42
|
|
97381WAD6
|
1,925,000
|
Windstream Corp. 8.6250% Mat 08/01/2016
|
$1,915,375.00
|
0.42
|
|
91911TAH6
|
1,900,000
|
Vale Overseas Ltd. 6.8750% Mat 11/21/2036
|
$1,898,481.90
|
0.41
|
|
40049JAV9
|
1,810,000
|
Grupo Televisa SA 6.6250% Mat 03/18/2025
|
$1,871,024.15
|
0.41
|
|
36155WAE6
|
1,900,000
|
GCI Inc. 8.6250% Mat 11/15/2019
|
$1,852,500.00
|
0.40
|
|
171871AL0
|
1,945,000
|
Cincinnati Bell Inc. 8.2500% Mat 10/15/2017
|
$1,842,887.50
|
0.40
|
|
549876AB6
|
1,850,000
|
LUKOIL International Finance BV 6.3560% Mat 06/07/2017
|
$1,840,750.00
|
0.40
|
|
60467PAJ3
|
1,980,000
|
Mirant Americas Generation LLC 9.1250% Mat 05/01/2031
|
$1,801,800.00
|
0.39
|
|
36186CBY8
|
1,957,000
|
GMAC Inc. 8.0000% Mat 11/01/2031
|
$1,790,655.00
|
0.39
|
|
B1SDSDII2
|
15,399,000,000
|
Republic of Indonesia 10.2500% Mat 07/15/2022
|
$1,788,971.20
|
0.39
|
|
698299AK0
|
1,275,000
|
Republic of Panama 9.3750% Mat 04/01/2029
|
$1,772,250.00
|
0.39
|
|
40049JAZ0
|
1,730,000
|
Grupo Televisa SA 6.6250% Mat 01/15/2040
|
$1,740,494.18
|
0.38
|
|
989HZHII5
|
1,450,000
|
Ziggo Bond Co. BV 8.0000% Mat 05/15/2018
|
$1,730,435.54
|
0.38
|
|
06051GDZ9
|
1,480,000
|
Bank of America Corp. 7.6250% Mat 06/01/2019
|
$1,683,187.72
|
0.37
|
|
Y38575DE6
|
1,840,000
|
ICICI Bank Ltd. 6.3750% Mat 04/30/2022
|
$1,676,666.88
|
0.37
|
|
71645WAQ4
|
1,620,000
|
Petrobras International Finance Co. 6.8750% Mat 01/20/2040
|
$1,633,847.76
|
0.36
|
|
B2R6C6II8
|
1,535,000
|
VIP Finance Ireland Ltd. for OJSC Vimpel Communications, Loan Participation Notes 8.3750% Mat 04/30/2013
|
$1,612,472.99
|
0.35
|
|
38141EA25
|
1,430,000
|
Goldman Sachs Group Inc. 7.5000% Mat 02/15/2019
|
$1,581,336.90
|
0.34
|
|
126304AG9
|
1,500,000
|
CSC Holdings Inc. 7.8750% Mat 02/15/2018
|
$1,537,500.00
|
0.33
|
|
90261XFY3
|
1,520,000
|
UBS AG Stamford CT 3.8750% Mat 01/15/2015
|
$1,514,459.60
|
0.33
|
|
87261GAF2
|
1,490,000
|
TNK-BP Finance SA 7.8750% Mat 03/13/2018
|
$1,512,350.00
|
0.33
|
|
92933WAB4
|
1,360,000
|
WEA Finance LLC/WT Finance Aust Pty. Ltd. 6.7500% Mat 09/02/2019
|
$1,506,952.08
|
0.33
|
|
74973DAB5
|
1,529,000
|
RSHB Capital, Loan Participation Notes 6.2990% Mat 05/15/2017
|
$1,498,420.00
|
0.33
|
|
608328AU4
|
1,450,000
|
Mohegan Tribal Gaming Authority 11.5000% Mat 11/01/2017
|
$1,497,125.00
|
0.33
|
|
00130HBL8
|
1,500,000
|
AES Corp. 7.7500% Mat 10/15/2015
|
$1,496,250.00
|
0.33
|
|
74837RAF1
|
1,335,000
|
Quicksilver Resources Inc. 11.7500% Mat 01/01/2016
|
$1,461,825.00
|
0.32
|
|
C83912AC6
|
1,370,000
|
Sino-Forest Corp. 10.2500% Mat 07/28/2014
|
$1,459,050.00
|
0.32
|
|
92976WBH8
|
1,350,000
|
Wachovia Corp. 5.7500% Mat 02/01/2018
|
$1,445,821.65
|
0.31
|
|
89612BAA6
|
1,540,000
|
Trico Shipping AS 11.8750% Mat 11/01/2014
|
$1,443,750.00
|
0.31
|
|
53947MAB2
|
1,530,000
|
Lloyds TSB Bank PLC 5.8000% Mat 01/13/2020
|
$1,439,838.63
|
0.31
|
|
87255MAA8
|
1,570,000
|
Cengage Learning Acquisitions Inc. 10.5000% Mat 01/15/2015
|
$1,432,625.00
|
0.31
|
|
281023AR2
|
1,890,000
|
Edison Mission Energy 7.7500% Mat 06/15/2016
|
$1,379,700.00
|
0.30
|
|
165167BL0
|
1,350,000
|
Chesapeake Energy Corp. 6.3750% Mat 06/15/2015
|
$1,353,375.00
|
0.29
|
|
05462GAA2
|
1,604,000
|
Axtel SAB de CV 7.6250% Mat 02/01/2017
|
$1,351,370.00
|
0.29
|
|
30050AAC7
|
1,330,000
|
Evraz Group SA 8.8750% Mat 04/24/2013
|
$1,333,325.00
|
0.29
|
|
077447AE0
|
1,405,000
|
Belden & Blake Corp. 8.7500% Mat 07/15/2012
|
$1,313,675.00
|
0.29
|
|
345397TZ6
|
1,300,000
|
Ford Motor Credit Co., LLC 7.0000% Mat 10/01/2013
|
$1,312,213.50
|
0.29
|
|
87900YAA1
|
1,280,000
|
Teekay Corp. 8.5000% Mat 01/15/2020
|
$1,299,200.00
|
0.28
|
|
B1VRLRII3
|
2,613,000
|
Brazil Nota do Tesouro Nacional 9.7618% Mat 01/01/2017
|
$1,283,275.73
|
0.28
|
|
161175AG9
|
1,150,000
|
Charter Communications 10.8750% Mat 09/15/2014
|
$1,262,125.00
|
0.27
|
|
404119AP4
|
1,360,000
|
HCA Inc. 6.3750% Mat 01/15/2015
|
$1,254,600.00
|
0.27
|
|
75405UAF3
|
1,150,000
|
Ras Laffan Liquefied Natural Gas Co., Ltd. III 5.5000% Mat 09/30/2014
|
$1,234,588.25
|
0.27
|
|
552953BG5
|
1,135,000
|
MGM MIRAGE Inc. 11.1250% Mat 11/15/2017
|
$1,234,312.50
|
0.27
|
|
939HREII2
|
1,000,000
|
UPC Germany GmbH 8.1250% Mat 12/01/2017
|
$1,224,082.58
|
0.27
|
|
77509NAD5
|
1,100,000
|
Rogers Cable Inc. 7.8750% Mat 05/01/2012
|
$1,222,004.30
|
0.27
|
|
B1VYQ0II2
|
2,210,000
|
Petroleos de Venezuela SA 5.2500% Mat 04/12/2017
|
$1,221,025.00
|
0.27
|
|
691497AE1
|
1,115,000
|
Oxford Industries Inc. 11.3750% Mat 07/15/2015
|
$1,220,925.00
|
0.27
|
|
3136FAW48
|
6,290,483
|
Federal National Mortgage Association (FNMA) STRIPS 5.5000% Mat 06/01/2033
|
$1,220,708.31
|
0.27
|
|
20030NAW1
|
1,120,000
|
Comcast Corp. 5.7000% Mat 05/15/2018
|
$1,213,008.16
|
0.26
|
|
909279BF7
|
1,180,000
|
United Air Lines Inc. 9.8750% Mat 08/01/2013
|
$1,212,450.00
|
0.26
|
|
959VJVII7
|
986,000
|
LBI Escrow Corp. 8.0000% Mat 11/01/2017
|
$1,206,945.43
|
0.26
|
|
983055AA2
|
1,220,000
|
Wyle Services Corp. 10.5000% Mat 04/01/2018
|
$1,201,700.00
|
0.26
|
|
552953AL5
|
1,295,000
|
MGM MIRAGE Inc. 6.7500% Mat 09/01/2012
|
$1,201,112.50
|
0.26
|
|
28368EAE6
|
1,260,000
|
El Paso Corp. 7.7500% Mat 01/15/2032
|
$1,190,068.74
|
0.26
|
|
B1YLGZII1
|
11,646,000,000
|
Republic of Indonesia 9.7500% Mat 05/15/2037
|
$1,188,198.85
|
0.26
|
|
225313AB1
|
1,250,000
|
Credit Agricole SA 8.3750% Mat 12/31/2049
|
$1,187,500.00
|
0.26
|
|
45928HAH9
|
1,160,000
|
International Coal Group Inc. 9.1250% Mat 04/01/2018
|
$1,165,800.00
|
0.25
|
|
370442BT1
|
3,500,000
|
Motors Liquidation Co. 8.3750% Mat 07/15/2033
|
$1,155,000.00
|
0.25
|
|
91086QAS7
|
1,046,000
|
United Mexican States 6.7500% Mat 09/27/2034
|
$1,153,215.00
|
0.25
|
|
P97475AE0
|
1,294,000
|
Bolivarian Republic of Venezuela 1.3072% Mat 04/20/2011
|
$1,151,660.00
|
0.25
|
|
939HRDII4
|
913,000
|
UPC Germany GmbH 9.6250% Mat 12/01/2019
|
$1,142,796.14
|
0.25
|
|
P3143NAE4
|
1,050,000
|
Corporacion Nacional del Cobre-Codelco 5.5000% Mat 10/15/2013
|
$1,137,599.14
|
0.25
|
|
35687MAT4
|
1,140,000
|
Freescale Semiconductor Inc. 9.2500% Mat 04/15/2018
|
$1,137,150.00
|
0.25
|
|
817082AC4
|
1,150,000
|
Seneca Gaming Corp. 7.2500% Mat 05/01/2012
|
$1,135,625.00
|
0.25
|
|
283831AE5
|
1,435,000
|
El Pollo Loco Inc. 11.7500% Mat 11/15/2013
|
$1,112,125.00
|
0.24
|
|
36186CAD5
|
1,330,000
|
GMAC Inc. 0.0000% Mat 12/01/2012
|
$1,097,159.56
|
0.24
|
|
M8222MAG7
|
1,007,000
|
Ras Laffan Liquefied Natural Gas Co., Ltd. III 6.7500% Mat 09/30/2019
|
$1,096,465.91
|
0.24
|
|
92831RAP7
|
1,080,000
|
Viskase Cos. Inc. 9.8750% Mat 01/15/2018
|
$1,096,200.00
|
0.24
|
|
Y20721AK5
|
970,000
|
Republic of Indonesia 6.8750% Mat 01/17/2018
|
$1,088,825.00
|
0.24
|
|
75952AAJ6
|
1,040,000
|
Reliant Energy Mid-Atlantic Power Holdings LLC 9.6810% Mat 07/02/2026
|
$1,088,100.00
|
0.24
|
|
151191AQ6
|
967,000
|
Celulosa Arauco y Constitucion SA 7.2500% Mat 07/29/2019
|
$1,068,815.43
|
0.23
|
|
75605EAT7
|
1,250,000
|
Realogy Corp. 10.5000% Mat 04/15/2014
|
$1,068,750.00
|
0.23
|
|
413627BE9
|
1,340,000
|
Harrah's Operating Co. Inc. 10.7500% Mat 02/01/2016
|
$1,068,650.00
|
0.23
|
|
172967416
|
8,900
|
Citigroup Inc.
|
$1,064,796.00
|
0.23
|
|
750753AC9
|
1,017,000
|
RailAmerica Inc. 9.2500% Mat 07/01/2017
|
$1,062,765.00
|
0.23
|
|
88033GAY6
|
1,030,000
|
Tenet Healthcare Corp. 7.3750% Mat 02/01/2013
|
$1,035,150.00
|
0.23
|
|
05960AAB0
|
1,050,000
|
Banco Mercantil del Norte SA 6.1350% Mat 10/13/2016
|
$1,033,273.50
|
0.22
|
|
319963AP9
|
1,240,000
|
First Data Corp. 9.8750% Mat 09/24/2015
|
$1,016,800.00
|
0.22
|
|
527298AM5
|
1,105,000
|
Level 3 Financing Inc. 9.2500% Mat 11/01/2014
|
$1,011,075.00
|
0.22
|
|
45763PAC0
|
1,000,000
|
Inmarsat Finance PLC 7.3750% Mat 12/01/2017
|
$1,002,500.00
|
0.22
|
|
404030AC2
|
1,020,000
|
H&E Equipment Services Inc. 8.3750% Mat 07/15/2016
|
$990,675.00
|
0.22
|
|
45599E002
|
989,000
|
Morgan Stanley tri-party repurchase agreement dated 9/30/09
|
$989,000.00
|
0.22
|
|
35638PAC4
|
955,000
|
Freedom Group Inc. 10.2500% Mat 08/01/2015
|
$988,425.00
|
0.22
|
|
92769VAA7
|
955,000
|
Virgin Media Finance PLC 9.5000% Mat 08/15/2016
|
$983,650.00
|
0.21
|
|
922646BL7
|
1,608,000
|
Bolivarian Republic of Venezuela 9.3750% Mat 01/13/2034
|
$980,880.00
|
0.21
|
|
878742AQ8
|
810,000
|
Teck Resources Ltd. 10.7500% Mat 05/15/2019
|
$977,520.96
|
0.21
|
|
36186CBV4
|
978,000
|
GMAC Inc. 6.8750% Mat 08/28/2012
|
$970,665.00
|
0.21
|
|
959BGYII8
|
792,000
|
Kerling PLC 10.6250% Mat 01/28/2017
|
$968,258.53
|
0.21
|
|
00081TAD0
|
890,000
|
ACCO Brands Corp. 10.6250% Mat 03/15/2015
|
$967,875.00
|
0.21
|
|
293791AV1
|
980,000
|
Enterprise Products Operating LLP 8.3750% Mat 08/01/2066
|
$966,440.72
|
0.21
|
|
939SMMII5
|
655,000
|
Infinis PLC 9.1250% Mat 12/15/2014
|
$961,436.95
|
0.21
|
|
71657YAD4
|
870,000
|
Petroleum Co. of Trinidad & Tobago Ltd. 9.7500% Mat 08/14/2019
|
$957,000.00
|
0.21
|
|
445545AD8
|
950,000
|
Republic of Hungary 6.2500% Mat 01/29/2020
|
$948,336.55
|
0.21
|
|
97315LAA7
|
1,000,000
|
Wind Acquisition Holdings Finance SpA 12.2500% Mat 07/15/2017
|
$945,000.00
|
0.21
|
|
B3YQ8YII8
|
769,000
|
Smurfit Kappa Acquisitions 7.7500% Mat 11/15/2019
|
$943,678.70
|
0.21
|
|
969457BM1
|
785,000
|
Williams Cos. Inc. 8.7500% Mat 03/15/2032
|
$937,560.04
|
0.20
|
|
073902RU4
|
820,000
|
Bear Stearns Cos. LLC 7.2500% Mat 02/01/2018
|
$936,191.54
|
0.20
|
|
87158XAA2
|
970,000
|
Syncreon Global Ireland Ltd./Syncreon Global Finance US Inc. 9.5000% Mat 05/01/2018
|
$936,050.00
|
0.20
|
|
80007PAF6
|
1,000,000
|
SandRidge Energy Inc. 8.6250% Mat 04/01/2015
|
$935,000.00
|
0.20
|
|
488360AE8
|
970,000
|
KEMET Corp. 10.5000% Mat 05/01/2018
|
$920,287.50
|
0.20
|
|
085790AS2
|
1,020,000
|
Berry Plastics Corp. 9.5000% Mat 05/15/2018
|
$918,000.00
|
0.20
|
|
458206AC3
|
900,000
|
Intelsat Intermediate Holding Co., Ltd. 9.5000% Mat 02/01/2015
|
$918,000.00
|
0.20
|
|
64109TAC6
|
900,000
|
NET Servicos de Comunicacao SA 7.5000% Mat 01/27/2020
|
$909,000.00
|
0.20
|
|
20854PAE9
|
880,000
|
CONSOL Energy Inc. 8.2500% Mat 04/01/2020
|
$903,100.00
|
0.20
|
|
780097AW1
|
910,000
|
Royal Bank of Scotland Group PLC 6.4000% Mat 10/21/2019
|
$903,095.83
|
0.20
|
|
02364WAN5
|
844,000
|
America Movil SAB de CV 5.6250% Mat 11/15/2017
|
$902,079.02
|
0.20
|
|
105756BK5
|
775,000
|
Federative Republic of Brazil 7.1250% Mat 01/20/2037
|
$895,125.00
|
0.19
|
|
B1YC5GII5
|
946,000
|
LUKOIL International Finance BV 6.6560% Mat 06/07/2022
|
$889,240.00
|
0.19
|
|
B0124SII0
|
710,000
|
Cognis Deutschland GmbH & Co. KG 9.5000% Mat 05/15/2014
|
$888,702.36
|
0.19
|
|
594087AJ7
|
860,000
|
Michaels Stores Inc. 10.0000% Mat 11/01/2014
|
$886,875.00
|
0.19
|
|
939BUEII1
|
750,000
|
Campofrio Food Group SA 8.2500% Mat 10/31/2016
|
$883,922.92
|
0.19
|
|
B54QYMII3
|
720,000
|
HeidelbergCement AG 8.5000% Mat 10/31/2019
|
$872,503.98
|
0.19
|
|
690368AH8
|
860,000
|
Overseas Shipholding Group Inc. 8.1250% Mat 03/30/2018
|
$853,550.00
|
0.19
|
|
B14PHMII3
|
828,000
|
UBS Luxembourg SA for OJSC Vimpel Communications 8.2500% Mat 05/23/2016
|
$850,770.00
|
0.19
|
|
B605SGII1
|
650,000
|
Ardagh Glass Finance PLC 9.2500% Mat 07/01/2016
|
$849,494.90
|
0.18
|
|
540785II5
|
1,729,117
|
Republic of Argentina 1.0000% Mat 02/26/2008
|
$848,754.69
|
0.18
|
|
50178TAA5
|
830,000
|
LBI Escrow Corp. 8.0000% Mat 11/01/2017
|
$846,600.00
|
0.18
|
|
M28368AA2
|
821,700
|
Dolphin Energy Ltd. 5.8880% Mat 06/15/2019
|
$839,594.16
|
0.18
|
|
P22854AF3
|
787,000
|
Centrais Eletricas Brasileiras SA 6.8750% Mat 07/30/2019
|
$838,155.00
|
0.18
|
|
69783TAA2
|
850,000
|
Pan American Energy LLC 7.8750% Mat 05/07/2021
|
$837,250.00
|
0.18
|
|
852060AD4
|
1,000,000
|
Sprint Capital Corp. 6.8750% Mat 11/15/2028
|
$836,250.00
|
0.18
|
|
704549AF1
|
800,000
|
Peabody Energy Corp. 7.8750% Mat 11/01/2026
|
$836,000.00
|
0.18
|
|
B14X1CII5
|
720,000
|
Europcar Groupe SA 8.1250% Mat 05/15/2014
|
$830,535.43
|
0.18
|
|
B1YC5WII0
|
830,000
|
LUKOIL International Finance BV 6.3560% Mat 06/07/2017
|
$821,700.00
|
0.18
|
|
21036PAG3
|
785,000
|
Constellation Brands Inc. 8.3750% Mat 12/15/2014
|
$820,325.00
|
0.18
|
|
15234QAJ7
|
770,000
|
Centrais Eletricas Brasileiras SA 6.8750% Mat 07/30/2019
|
$820,050.00
|
0.18
|
|
64110LAC0
|
780,000
|
Netflix Inc. 8.5000% Mat 11/15/2017
|
$809,250.00
|
0.18
|
|
003669AL2
|
778,454
|
Abitibi-Consolidated Co. of Canada 13.7500% Mat 04/01/2011
|
$803,442.68
|
0.17
|
|
247367BJ3
|
848,941
|
Delta Air Lines Inc. 8.0210% Mat 02/10/2024
|
$802,249.42
|
0.17
|
|
55276VAA0
|
750,000
|
MDC-GMTN B.V. 5.7500% Mat 05/06/2014
|
$800,385.00
|
0.17
|
|
195325AU9
|
544,000
|
Republic of Colombia 11.7500% Mat 02/25/2020
|
$795,600.00
|
0.17
|
|
78108AAA2
|
735,000
|
RSC Equipment Rental Inc. 10.0000% Mat 07/15/2017
|
$794,718.75
|
0.17
|
|
92203PAE6
|
820,000
|
Vanguard Health Holdings Co., II LLC 8.0000% Mat 02/01/2018
|
$783,100.00
|
0.17
|
|
B4NJ3XII1
|
530,000
|
Castle HoldCo 4 Ltd. 10.0000% Mat 05/08/2018
|
$781,788.92
|
0.17
|
|
959BSPII4
|
661,000
|
Seat Pagine Gialle SpA 10.5000% Mat 01/31/2017
|
$770,589.13
|
0.17
|
|
00206RAN2
|
720,000
|
AT&T Inc. 6.4000% Mat 05/15/2038
|
$762,116.40
|
0.17
|
|
715638AU6
|
703,000
|
Republic of Peru 6.5500% Mat 03/14/2037
|
$761,349.00
|
0.17
|
|
032511AY3
|
800,000
|
Anadarko Petroleum Corp. 6.4500% Mat 09/15/2036
|
$759,736.00
|
0.17
|
|
922646BJ2
|
875,000
|
Bolivarian Republic of Venezuela 10.7500% Mat 09/19/2013
|
$759,062.50
|
0.17
|
|
62886HAD3
|
700,000
|
NCL Corp. Ltd. 11.7500% Mat 11/15/2016
|
$752,500.00
|
0.16
|
|
492914AR7
|
750,000
|
Key Energy Services Inc. 8.3750% Mat 12/01/2014
|
$750,000.00
|
0.16
|
|
192714AA1
|
750,000
|
Colbun SA 6.0000% Mat 01/21/2020
|
$747,605.25
|
0.16
|
|
038101AJ0
|
914,000
|
Appleton Papers Inc. 11.2500% Mat 12/15/2015
|
$747,195.00
|
0.16
|
|
87261GAB1
|
720,000
|
TNK-BP Finance SA 7.5000% Mat 07/18/2016
|
$747,000.00
|
0.16
|
|
21079QAA2
|
805,416
|
Continental Airlines Inc. 7.3390% Mat 04/19/2014
|
$740,983.07
|
0.16
|
|
78375PAL1
|
713,000
|
Ryerson Inc. 12.0000% Mat 11/01/2015
|
$729,042.50
|
0.16
|
|
698299AU8
|
621,000
|
Republic of Panama 7.2500% Mat 03/15/2015
|
$720,360.00
|
0.16
|
|
085789AD7
|
670,000
|
Berry Petroleum Co. 10.2500% Mat 06/01/2014
|
$716,900.00
|
0.16
|
|
Y68856AH9
|
700,000
|
Petronas Capital Ltd. 5.2500% Mat 08/12/2019
|
$716,095.10
|
0.16
|
|
485161AF0
|
615,000
|
Kansas City Southern de Mexico 12.5000% Mat 04/01/2016
|
$713,400.00
|
0.16
|
|
12502CAT8
|
611,752
|
CCH II LLC/CCH II Capital Corp. 13.5000% Mat 11/30/2016
|
$698,161.97
|
0.15
|
|
48300TAA0
|
790,000
|
Kaisa Group Holdings Ltd. 13.5000% Mat 04/28/2015
|
$694,212.50
|
0.15
|
|
92276MAT2
|
690,000
|
Ventas Realty LP/Ventas Capital Corp. 6.7500% Mat 04/01/2017
|
$692,602.68
|
0.15
|
|
00206RAM4
|
630,000
|
AT&T Inc. 5.6000% Mat 05/15/2018
|
$687,830.85
|
0.15
|
|
373200302
|
39,529
|
Georgia Gulf Corp.
|
$687,804.60
|
0.15
|
|
701081AS0
|
720,000
|
Parker Drilling Co. 9.1250% Mat 04/01/2018
|
$687,600.00
|
0.15
|
|
536022AB2
|
690,000
|
Linn Energy LLC/Linn Energy Finance Corp. 8.6250% Mat 04/15/2020
|
$686,550.00
|
0.15
|
|
B197NBII5
|
670,000
|
TNK-BP Finance SA 7.5000% Mat 07/18/2016
|
$685,075.00
|
0.15
|
|
36962G3U6
|
650,000
|
General Electric Capital Corp. 5.6250% Mat 05/01/2018
|
$675,866.10
|
0.15
|
|
44984WAA5
|
670,000
|
Ineos Finance PLC 9.0000% Mat 05/15/2015
|
$670,000.00
|
0.15
|
|
80007PAH2
|
675,000
|
SandRidge Energy Inc. 9.8750% Mat 05/15/2016
|
$668,250.00
|
0.15
|
|
029229AA9
|
670,000
|
American Renal Holdings 8.3750% Mat 05/15/2018
|
$654,925.00
|
0.14
|
|
761733AA2
|
640,000
|
Reynolds Group DL Escrow Inc./Reynolds Group Escrow LLC 7.7500% Mat 10/15/2016
|
$636,800.00
|
0.14
|
|
12543DAF7
|
620,000
|
Community Health Systems Inc. 8.8750% Mat 07/15/2015
|
$636,275.00
|
0.14
|
|
22080Q208
|
30,500
|
Corts-Ford Motor Co.
|
$634,400.00
|
0.14
|
|
16117M305
|
17,345
|
Charter Communications Inc.
|
$624,420.00
|
0.14
|
|
12527GAB9
|
610,000
|
CF Industries Inc. 7.1250% Mat 05/01/2020
|
$616,862.50
|
0.13
|
|
126650BP4
|
605,170
|
CVS Pass-Through Trust 6.0360% Mat 12/10/2028
|
$614,129.34
|
0.13
|
|
247367AU9
|
620,000
|
Delta Air Lines Inc. 7.7110% Mat 03/18/2013
|
$613,800.00
|
0.13
|
|
427093AB5
|
655,000
|
Hercules Offshore LLC 10.5000% Mat 10/15/2017
|
$612,425.00
|
0.13
|
|
726505AG5
|
585,000
|
Plains Exploration & Production Co. 10.0000% Mat 03/01/2016
|
$609,862.50
|
0.13
|
|
04523XAA5
|
605,000
|
Aspect Software Inc. 10.6250% Mat 05/15/2017
|
$602,731.25
|
0.13
|
|
29379VAA1
|
550,000
|
Enterprise Products Operating LLP 6.3000% Mat 09/15/2017
|
$602,208.75
|
0.13
|
|
91359PAE0
|
720,000
|
Universal Hospital Services Inc. 3.8594% Mat 06/01/2015
|
$601,200.00
|
0.13
|
|
126304AR5
|
575,000
|
CSC Holdings Inc. 6.7500% Mat 04/15/2012
|
$598,000.00
|
0.13
|
|
50077BAA6
|
600,000
|
Kratos Defense & Security Solutions Inc. 10.0000% Mat 06/01/2017
|
$597,000.00
|
0.13
|
|
805844AE7
|
770,000
|
Sbarro Inc. 10.3750% Mat 02/01/2015
|
$596,750.00
|
0.13
|
|
045054AA1
|
595,000
|
Ashtead Capital Inc. 9.0000% Mat 08/15/2016
|
$595,000.00
|
0.13
|
|
92343VAK0
|
560,000
|
Verizon Communications Inc. 6.4000% Mat 02/15/2038
|
$594,971.44
|
0.13
|
|
675758AC0
|
600,000
|
Odebrecht Finance Ltd. 7.0000% Mat 04/21/2020
|
$594,000.00
|
0.13
|
|
629377AU6
|
605,000
|
NRG Energy Inc. 7.3750% Mat 02/01/2016
|
$586,850.00
|
0.13
|
|
G2440JAE5
|
560,000
|
GTL Trade Finance Inc. 7.2500% Mat 10/20/2017
|
$581,000.00
|
0.13
|
|
878742AJ4
|
490,000
|
Teck Resources Ltd. 9.7500% Mat 05/15/2014
|
$576,483.53
|
0.13
|
|
195325BL8
|
498,000
|
Republic of Colombia 7.3750% Mat 03/18/2019
|
$576,435.00
|
0.13
|
|
980PVKII3
|
484,000
|
Jarden Corp. 7.5000% Mat 01/15/2020
|
$576,122.60
|
0.13
|
|
12629YAA9
|
570,000
|
Cooper-Standard Automotive Inc. 8.5000% Mat 05/01/2018
|
$564,300.00
|
0.12
|
|
589526II5
|
1,100,000
|
Republic of Argentina 10.2500% Mat 01/26/2007
|
$560,194.18
|
0.12
|
|
527288BD5
|
540,000
|
Leucadia National Corp. 8.1250% Mat 09/15/2015
|
$554,850.00
|
0.12
|
|
20453EAC3
|
560,000
|
Complete Production Services Inc. 8.0000% Mat 12/15/2016
|
$554,400.00
|
0.12
|
|
92343VAL8
|
510,000
|
Verizon Communications Inc. 5.5000% Mat 02/15/2018
|
$549,791.22
|
0.12
|
|
45771VAB9
|
1,130,000
|
Inn of the Mountain Gods Resort & Casino 12.0000% Mat 11/15/2010
|
$548,050.00
|
0.12
|
|
70788AAA6
|
550,000
|
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp. 8.2500% Mat 04/15/2018
|
$541,750.00
|
0.12
|
|
156779AF7
|
553,800
|
Ceridian Corp. 13.0000% Mat 11/15/2015
|
$531,648.00
|
0.12
|
|
B4WY1SII1
|
550,000
|
TNK-BP Finance SA 6.6250% Mat 03/20/2017
|
$529,375.00
|
0.12
|
|
989DDKII1
|
456,000
|
New World Resources NV 7.8750% Mat 05/01/2018
|
$528,803.68
|
0.12
|
|
716495AB2
|
510,000
|
Petrohawk Energy Corp. 9.1250% Mat 07/15/2013
|
$525,300.00
|
0.11
|
|
598474II7
|
1,074,000
|
Republic of Argentina 9.0000% Mat 06/20/2049
|
$517,299.14
|
0.11
|
|
29273RAH2
|
480,000
|
Energy Transfer Partners LP 6.7000% Mat 07/01/2018
|
$514,709.76
|
0.11
|
|
14985VAA9
|
550,000
|
CCM Merger Inc. 8.0000% Mat 08/01/2013
|
$511,500.00
|
0.11
|
|
14987BAA1
|
479,000
|
CC Holdings GS V LLC 7.7500% Mat 05/01/2017
|
$510,135.00
|
0.11
|
|
726505AH3
|
515,000
|
Plains Exploration & Production Co. 8.6250% Mat 10/15/2019
|
$507,275.00
|
0.11
|
|
552953BF7
|
475,000
|
MGM MIRAGE Inc. 10.3750% Mat 05/15/2014
|
$507,062.50
|
0.11
|
|
608328AP5
|
675,000
|
Mohegan Tribal Gaming Authority 7.1250% Mat 08/15/2014
|
$502,875.00
|
0.11
|
|
172967EM9
|
490,000
|
Citigroup Inc. 6.1250% Mat 11/21/2017
|
$500,489.43
|
0.11
|
|
713448BJ6
|
390,000
|
PepsiCo Inc. 7.9000% Mat 11/01/2018
|
$500,392.62
|
0.11
|
|
681904AM0
|
490,000
|
Omnicare Inc. 7.7500% Mat 06/01/2020
|
$493,675.00
|
0.11
|
|
06051GDX4
|
490,000
|
Bank of America Corp. 5.6500% Mat 05/01/2018
|
$493,599.05
|
0.11
|
|
87938WAG8
|
450,000
|
Telefonica Emisones SAU 6.2210% Mat 07/03/2017
|
$485,807.85
|
0.11
|
|
74727PAJ0
|
470,000
|
State of Qatar 4.0000% Mat 01/20/2015
|
$484,100.00
|
0.11
|
|
6174466Q7
|
470,000
|
Morgan Stanley 6.6250% Mat 04/01/2018
|
$483,367.74
|
0.11
|
|
878742AM7
|
410,000
|
Teck Resources Ltd. 10.2500% Mat 05/15/2016
|
$482,300.22
|
0.10
|
|
51508LAJ2
|
455,000
|
Landry's Restaurants Inc. 11.6250% Mat 12/01/2015
|
$476,612.50
|
0.10
|
|
718592AK4
|
470,000
|
Phillips-Van Heusen Corp. 7.3750% Mat 05/15/2020
|
$474,700.00
|
0.10
|
|
68383KAD1
|
550,000
|
OPTI Canada Inc. 7.8750% Mat 12/15/2014
|
$470,250.00
|
0.10
|
|
B1XFLVII8
|
470,000
|
RSHB Capital, Loan Participation Notes 6.2990% Mat 05/15/2017
|
$458,837.50
|
0.10
|
|
608328AR1
|
625,000
|
Mohegan Tribal Gaming Authority 6.8750% Mat 02/15/2015
|
$457,812.50
|
0.10
|
|
29246BAA6
|
410,000
|
Empresas Publicas de Medellin ESP 7.6250% Mat 07/29/2019
|
$453,050.00
|
0.10
|
|
918242AA6
|
430,000
|
Vimpel Communications 8.3750% Mat 04/30/2013
|
$450,425.00
|
0.10
|
|
37373UAA2
|
440,000
|
Gerdau Holdings Inc. 7.0000% Mat 01/20/2020
|
$447,700.00
|
0.10
|
|
780641AH9
|
350,000
|
Koninklijke KPN NV 8.3750% Mat 10/01/2030
|
$442,146.25
|
0.10
|
|
45104GAE4
|
454,000
|
ICICI Bank Ltd. 6.3750% Mat 04/30/2022
|
$414,258.66
|
0.09
|
|
019736AB3
|
390,200
|
Allison Transmission 11.2500% Mat 11/01/2015
|
$411,661.00
|
0.09
|
|
704549AE4
|
390,000
|
Peabody Energy Corp. 7.3750% Mat 11/01/2016
|
$406,575.00
|
0.09
|
|
59018YN64
|
390,000
|
Merrill Lynch & Co. Inc. 6.8750% Mat 04/25/2018
|
$402,305.67
|
0.09
|
|
018772AL7
|
390,000
|
Alliance One International Inc. 10.0000% Mat 07/15/2016
|
$399,750.00
|
0.09
|
|
016745AK7
|
420,000
|
Allbritton Communications Co. 8.0000% Mat 05/15/2018
|
$399,000.00
|
0.09
|
|
893830AR0
|
390,000
|
Transocean Inc. 5.2500% Mat 03/15/2013
|
$398,906.82
|
0.09
|
|
26138EAH2
|
340,000
|
Dr. Pepper Snapple Group Inc. 6.8200% Mat 05/01/2018
|
$398,006.72
|
0.09
|
|
485161AG8
|
390,000
|
Kansas City Southern de Mexico 8.0000% Mat 02/01/2018
|
$391,462.50
|
0.09
|
|
65562VAA2
|
380,000
|
Nordic Telephone Co. Holdings 8.8750% Mat 05/01/2016
|
$391,400.00
|
0.09
|
|
674599BW4
|
330,000
|
Occidental Petroleum Corp. 7.0000% Mat 11/01/2013
|
$383,603.22
|
0.08
|
|
68383KAB5
|
445,000
|
OPTI Canada Inc. 8.2500% Mat 12/15/2014
|
$382,700.00
|
0.08
|
|
515460II6
|
1,550,000
|
Republic of Argentina 11.7500% Mat 11/13/2026
|
$367,126.20
|
0.08
|
|
210805DK0
|
372,645
|
CONTINENTAL AIRLS PASS THRU TR 7.3730% Mat 06/15/2017
|
$360,533.75
|
0.08
|
|
17037NAC4
|
521,000
|
Choctaw Resort Development Enterprise 7.2500% Mat 11/15/2019
|
$359,490.00
|
0.08
|
|
84265VAD7
|
360,000
|
Southern Copper Corp. 5.3750% Mat 04/16/2020
|
$359,111.88
|
0.08
|
|
756145AA6
|
360,000
|
Rearden G Holdings EINS GmbH 7.8750% Mat 03/30/2020
|
$352,800.00
|
0.08
|
|
527288AH7
|
340,000
|
Leucadia National Corp. 7.7500% Mat 08/15/2013
|
$351,475.00
|
0.08
|
|
26816LAW2
|
480,000
|
Dynegy Holdings Inc. 7.7500% Mat 06/01/2019
|
$349,200.00
|
0.08
|
|
716745AB0
|
410,000
|
Petroplus Finance Ltd. 7.0000% Mat 05/01/2017
|
$346,450.00
|
0.08
|
|
000305AC6
|
350,000
|
AAC Group Holding Corp. 10.2500% Mat 10/01/2012
|
$345,625.00
|
0.08
|
|
494550AW6
|
330,000
|
Kinder Morgan Energy Partners LP 6.9500% Mat 01/15/2038
|
$338,809.35
|
0.07
|
|
38141GFM1
|
330,000
|
Goldman Sachs Group Inc. 6.1500% Mat 04/01/2018
|
$337,631.91
|
0.07
|
|
90320LAC1
|
330,000
|
UPC Holding BV 9.8750% Mat 04/15/2018
|
$334,950.00
|
0.07
|
|
852060AS1
|
320,000
|
Sprint Capital Corp. 8.3750% Mat 03/15/2012
|
$331,200.00
|
0.07
|
|
247361ZC5
|
320,000
|
Delta Air Lines Inc. 9.5000% Mat 09/15/2014
|
$329,600.00
|
0.07
|
|
018772AN3
|
320,000
|
Alliance One International Inc. 10.0000% Mat 07/15/2016
|
$328,000.00
|
0.07
|
|
502413AU1
|
325,000
|
L-3 Communications Corp. 6.3750% Mat 10/15/2015
|
$326,625.00
|
0.07
|
|
00103XAC7
|
330,400
|
AES IRONWOOD LLC SR SECD BDF 8.8570% Mat 11/30/2025
|
$322,140.19
|
0.07
|
|
747262AE3
|
330,000
|
QVC Inc. 7.3750% Mat 10/15/2020
|
$321,750.00
|
0.07
|
|
22025LAC2
|
353,472
|
Corral Petroleum Holdings AB 5.2513% Mat 09/18/2011
|
$318,124.63
|
0.07
|
|
866950AB4
|
315,000
|
Sun Media Corp. 7.6250% Mat 02/15/2013
|
$313,818.75
|
0.07
|
|
694308GE1
|
290,000
|
Pacific Gas & Electric Co. 6.0500% Mat 03/01/2034
|
$303,203.99
|
0.07
|
|
037411AR6
|
280,000
|
Apache Corp. 6.0000% Mat 01/15/2037
|
$302,517.60
|
0.07
|
|
283701AA8
|
290,000
|
El Paso Performance-Linked Trust Certificates 7.7500% Mat 07/15/2011
|
$301,100.33
|
0.07
|
|
111021AE1
|
240,000
|
British Telecommunications PLC 9.6250% Mat 12/15/2030
|
$300,654.00
|
0.07
|
|
025816AY5
|
260,000
|
American Express Co. 7.0000% Mat 03/19/2018
|
$296,429.64
|
0.06
|
|
693309AA4
|
270,000
|
PE Paper Escrow GmbH 12.0000% Mat 08/01/2014
|
$296,136.27
|
0.06
|
|
172967EP2
|
290,000
|
Citigroup Inc. 6.8750% Mat 03/05/2038
|
$294,661.46
|
0.06
|
|
251799AA0
|
230,000
|
Devon Energy Corp. 7.9500% Mat 04/15/2032
|
$293,688.15
|
0.06
|
|
36120PAB9
|
276,000
|
GTL Trade Finance Inc. 7.2500% Mat 10/20/2017
|
$286,350.00
|
0.06
|
|
983024AN0
|
260,000
|
Wyeth 5.9500% Mat 04/01/2037
|
$281,087.56
|
0.06
|
|
B2R1FJII8
|
280,000
|
Evraz Group SA 8.8750% Mat 04/24/2013
|
$280,350.00
|
0.06
|
|
337932AC1
|
270,000
|
FirstEnergy Corp. 7.3750% Mat 11/15/2031
|
$279,706.77
|
0.06
|
|
74153QAF9
|
270,000
|
Pride International Inc. 7.3750% Mat 07/15/2014
|
$276,750.00
|
0.06
|
|
98385XAP1
|
250,000
|
XTO Energy Inc. 5.5000% Mat 06/15/2018
|
$275,815.00
|
0.06
|
|
922646BM5
|
365,000
|
Bolivarian Republic of Venezuela 8.5000% Mat 10/08/2014
|
$275,575.00
|
0.06
|
|
210805DG9
|
275,530
|
Continental Airlines Inc. 8.3120% Mat 04/02/2011
|
$275,529.64
|
0.06
|
|
165167BN6
|
270,000
|
Chesapeake Energy Corp. 6.6250% Mat 01/15/2016
|
$272,025.00
|
0.06
|
|
B07CTCII0
|
475,000
|
Bolivarian Republic of Venezuela 7.6500% Mat 04/21/2025
|
$262,437.50
|
0.06
|
|
161175AA2
|
250,000
|
CHARTER COMMUNICATIONS OPER LL 8.0000% Mat 04/30/2012
|
$262,187.50
|
0.06
|
|
94973VAM9
|
240,000
|
WellPoint Inc. 5.8750% Mat 06/15/2017
|
$261,953.52
|
0.06
|
|
704620II6
|
522,000
|
Republic of Argentina 10.0000% Mat 02/22/2007
|
$261,033.31
|
0.06
|
|
858119AJ9
|
250,000
|
Steel Dynamics Inc. 7.3750% Mat 11/01/2012
|
$256,875.00
|
0.06
|
|
057224AY3
|
210,000
|
Baker Hughes Inc. 7.5000% Mat 11/15/2018
|
$254,282.49
|
0.06
|
|
872402AK8
|
248,000
|
Kansas City Southern de Mexico 9.3750% Mat 05/01/2012
|
$254,200.00
|
0.06
|
|
026375AL9
|
250,000
|
American Greetings Corp. 7.3750% Mat 06/01/2016
|
$253,750.00
|
0.06
|
|
88732JAP3
|
200,000
|
Time Warner Cable Inc. 8.7500% Mat 02/14/2019
|
$249,493.80
|
0.05
|
|
981TBFII7
|
164,000
|
Matalan Finance Ltd. 9.6250% Mat 03/31/2017
|
$241,319.12
|
0.05
|
|
24422EQU6
|
220,000
|
John Deere Capital Corp. 4.9000% Mat 09/09/2013
|
$239,775.58
|
0.05
|
|
204386AF3
|
245,000
|
Compagnie Generale de Geophysique SA 7.5000% Mat 05/15/2015
|
$238,875.00
|
0.05
|
|
88033GBF6
|
215,000
|
Tenet Healthcare Corp. 10.0000% Mat 05/01/2018
|
$236,768.75
|
0.05
|
|
749121BV0
|
235,000
|
Qwest Communications International Inc. 7.5000% Mat 02/15/2014
|
$232,650.00
|
0.05
|
|
281023BA8
|
365,000
|
Edison Mission Energy 7.6250% Mat 05/15/2027
|
$231,775.00
|
0.05
|
|
538034AC3
|
230,000
|
Live Nation Entertainment Inc. 8.1250% Mat 05/15/2018
|
$228,850.00
|
0.05
|
|
804085207
|
9,700
|
SATURNS-F
|
$225,040.00
|
0.05
|
|
707569AM1
|
220,000
|
Penn National Gaming Inc. 8.7500% Mat 08/15/2019
|
$224,400.00
|
0.05
|
|
458207AF4
|
210,000
|
Intelsat Jackson Holdings Ltd. 9.5000% Mat 06/15/2016
|
$217,350.00
|
0.05
|
|
960413AE2
|
220,000
|
Westlake Chemical Corp. 6.6250% Mat 01/15/2016
|
$211,200.00
|
0.05
|
|
593048BA8
|
148,000
|
United Mexican States 11.3750% Mat 09/15/2016
|
$205,720.00
|
0.04
|
|
817565BT0
|
210,000
|
Service Corp. International 7.5000% Mat 04/01/2027
|
$193,725.00
|
0.04
|
|
184502AY8
|
200,000
|
Clear Channel Communications Inc. 6.2500% Mat 03/15/2011
|
$193,500.00
|
0.04
|
|
35906AAJ7
|
190,000
|
New Communications Holdings Inc. 8.7500% Mat 04/15/2022
|
$187,625.00
|
0.04
|
|
65556NAB6
|
202,000
|
Norcraft Holdings LP/Norcraft Capital Corp. 9.7500% Mat 09/01/2012
|
$185,082.50
|
0.04
|
|
656559309
|
4,011
|
Nortek Inc.
|
$184,994.74
|
0.04
|
|
817565BM5
|
185,000
|
Service Corp. International 7.6250% Mat 10/01/2018
|
$184,537.50
|
0.04
|
|
283831AJ4
|
180,000
|
El Pollo Loco Inc. 11.7500% Mat 12/01/2012
|
$182,700.00
|
0.04
|
|
196522AK2
|
160,000
|
Colorado Interstate Gas Co. 6.8000% Mat 11/15/2015
|
$182,129.12
|
0.04
|
|
370442BB0
|
570,000
|
Motors Liquidation Co. 7.2000% Mat 01/15/2011
|
$179,550.00
|
0.04
|
|
723456AG4
|
190,000
|
Pinnacle Entertainment Inc. 7.5000% Mat 06/15/2015
|
$177,650.00
|
0.04
|
|
058498AL0
|
180,000
|
BALL CORP SR NT 6.6250% Mat 03/15/2018
|
$176,400.00
|
0.04
|
|
92276MAS4
|
175,000
|
Ventas Realty LP/Ventas Capital Corp. 6.5000% Mat 06/01/2016
|
$175,214.55
|
0.04
|
|
093679AD0
|
286,000
|
Blockbuster Inc. 11.7500% Mat 10/01/2014
|
$170,170.00
|
0.04
|
|
887317AD7
|
160,000
|
Time Warner Inc. 6.5000% Mat 11/15/2036
|
$166,258.88
|
0.04
|
|
G9328DAD2
|
160,000
|
Vedanta Resources PLC 9.5000% Mat 07/18/2018
|
$160,800.00
|
0.04
|
|
922646AS3
|
240,000
|
Bolivarian Republic of Venezuela 9.2500% Mat 09/15/2027
|
$158,400.00
|
0.03
|
|
126650AW0
|
158,185
|
CVS Pass-Through Trust 5.2980% Mat 01/11/2027
|
$152,023.44
|
0.03
|
|
67000XAB2
|
160,000
|
Novelis Inc. 7.2500% Mat 02/15/2015
|
$150,768.00
|
0.03
|
|
204386AK2
|
155,000
|
Compagnie Generale de Geophysique SA 7.7500% Mat 05/15/2017
|
$148,025.00
|
0.03
|
|
28336LAE9
|
125,000
|
El Paso Corp. 7.8750% Mat 06/15/2012
|
$131,626.25
|
0.03
|
|
91359PAF7
|
135,000
|
Universal Hospital Services Inc. 8.5000% Mat 06/01/2015
|
$130,275.00
|
0.03
|
|
723456AL3
|
140,000
|
Pinnacle Entertainment Inc. 8.7500% Mat 05/15/2020
|
$130,200.00
|
0.03
|
|
833312AA9
|
150,000
|
Snoqualmie Entertainment Authority 4.1356% Mat 02/01/2014
|
$120,750.00
|
0.03
|
|
345397VA8
|
115,000
|
Ford Motor Credit Co., LLC 9.8750% Mat 08/10/2011
|
$119,958.00
|
0.03
|
|
640204AG8
|
121,662
|
Neiman Marcus Group Inc. 9.0000% Mat 10/15/2015
|
$119,380.84
|
0.03
|
|
151290AU7
|
100,000
|
Cemex SAB de CV 4.8750% Mat 03/15/2015
|
$105,125.00
|
0.02
|
|
126650BC3
|
98,018
|
CVS Pass-Through Trust 5.8800% Mat 01/10/2028
|
$99,759.49
|
0.02
|
|
370442BW4
|
300,000
|
Motors Liquidation Co. 8.2500% Mat 07/15/2023
|
$95,250.00
|
0.02
|
|
045086AC9
|
169,000
|
Ashton Woods USA LLC, Ashton Woods Finance Co. 0.0000% Mat 06/30/2015
|
$92,105.00
|
0.02
|
|
81663A105
|
3,221
|
SemGroup Corp.
|
$90,522.41
|
0.02
|
|
171875AD9
|
120,000
|
Cincinnati Bell Telephone Co. 6.3000% Mat 12/01/2028
|
$85,800.00
|
0.02
|
|
283695BK9
|
70,000
|
El Paso Natural Gas Co. 8.3750% Mat 06/15/2032
|
$82,326.79
|
0.02
|
|
P06064AB8
|
94,000
|
Axtel SAB de CV 9.0000% Mat 09/22/2019
|
$80,370.00
|
0.02
|
|
868447103
|
2,490
|
SuperMedia Inc.
|
$75,010.44
|
0.02
|
|
492605902
|
2,675
|
Bolivarian Republic of Venezuela
|
$71,556.25
|
0.02
|
|
35687MAM9
|
70,000
|
Freescale Semiconductor Inc. 8.8750% Mat 12/15/2014
|
$63,525.00
|
0.01
|
|
966387AE2
|
60,000
|
Whiting Petroleum Corp. 7.0000% Mat 02/01/2014
|
$60,675.00
|
0.01
|
|
715638AS1
|
50,000
|
Republic of Peru 7.3500% Mat 07/21/2025
|
$58,750.00
|
0.01
|
|
852060AG7
|
60,000
|
Sprint Capital Corp. 6.9000% Mat 05/01/2019
|
$54,525.00
|
0.01
|
|
740434600
|
2,600
|
Preferred Plus, Trust
|
$53,742.00
|
0.01
|
|
857689BA0
|
760,000
|
Station Casinos Inc. 7.7500% Mat 08/15/2016
|
$53,200.00
|
0.01
|
|
25212W100
|
2,411
|
Dex One Corp.
|
$49,377.28
|
0.01
|
|
22082K209
|
1,900
|
CORTS-Ford Motor Co.
|
$44,099.00
|
0.01
|
|
36186CCA9
|
36,000
|
GMAC Inc. 8.0000% Mat 12/31/2018
|
$34,200.00
|
0.01
|
|
36186CBZ5
|
30,000
|
GMAC Inc. 7.5000% Mat 12/31/2013
|
$29,550.00
|
0.01
|
|
81663A113
|
3,391
|
SemGroup Corp.
|
$22,889.15
|
0.00
|
|
126001AD8
|
46,000
|
CMP Susquehanna Corp. 3.5313% Mat 05/15/2014
|
$13,800.00
|
0.00
|
|
857689AV5
|
110,000
|
Station Casinos Inc. 6.0000% Mat 04/01/2012
|
$7,425.00
|
0.00
|
|
91086QAU2
|
4,000
|
United Mexican States 5.6250% Mat 01/15/2017
|
$4,310.00
|
0.00
|
|
16117M123
|
752
|
Charter Communications Inc.
|
$3,760.00
|
0.00
|
|
656559143
|
1,302
|
Nortek Inc.
|
$3,254.56
|
0.00
|
|
420029AF7
|
535,000
|
Hawaiian Telcom Communications Inc. 12.5000% Mat 05/01/2015
|
$53.50
|
0.00
|
|
80382SCG1
|
110,125
|
Finance America Net Interest Margin Trust 2004-1 A 5.2500% Mat 06/27/2034
|
$52.86
|
0.00
|
|
80382SAS7
|
42,974
|
Sail Net Interest Margin Notes 7.0000% Mat 07/27/2033
|
$20.63
|
0.00
|
|
12601G110
|
12,259
|
CNB Capital Trust
|
$12.26
|
0.00
|
|
80382SAT5
|
14,101
|
Sail Net Interest Margin Notes 7.0000% Mat 07/27/2033
|
$6.77
|
0.00
|
|
11988P115
|
570
|
Buffets Restaurant Holdings
|
$5.70
|
0.00
|
|
12601G201
|
10,727
|
CMP Susquehanna Radio Holdings Corp.
|
$1.07
|
0.00
|
|
750495AL7
|
575,000
|
Radnor Holdings Inc. 11.0000% Mat 03/15/2010
|
$0.01
|
0.00
|
