|
852060AT9
|
8,585,000
|
Sprint Capital Corp. 8.7500% Mat 03/15/2032
|
$8,220,137.50
|
1.91
|
|
345397VH3
|
6,495,000
|
Ford Motor Credit Co., LLC 12.0000% Mat 05/15/2015
|
$7,573,761.05
|
1.76
|
|
882330AF0
|
9,165,000
|
Texas Competitive Electric Holdings Co. LLC 10.2500% Mat 11/01/2015
|
$6,186,375.00
|
1.43
|
|
458207AC1
|
5,495,000
|
Intelsat Jackson Holdings Ltd. 11.5000% Mat 06/15/2016
|
$5,783,487.50
|
1.34
|
|
233707AA6
|
5,105,000
|
DAE Aviation Holdings Inc. 11.2500% Mat 08/01/2015
|
$5,143,287.50
|
1.19
|
|
80007PAF6
|
4,200,000
|
SandRidge Energy Inc. 8.6250% Mat 04/01/2015
|
$3,927,000.00
|
0.91
|
|
591324AJ7
|
3,830,000
|
Metals USA Inc. 11.1250% Mat 12/01/2015
|
$3,916,175.00
|
0.91
|
|
125581FX1
|
4,302,981
|
CIT Group Inc. 7.0000% Mat 05/01/2017
|
$3,904,955.26
|
0.91
|
|
077447AE0
|
4,172,000
|
Belden & Blake Corp. 8.7500% Mat 07/15/2012
|
$3,900,820.00
|
0.90
|
|
880451AW9
|
3,270,000
|
Tennessee Gas Pipeline Co. 8.3750% Mat 06/15/2032
|
$3,845,837.19
|
0.89
|
|
00103YAF8
|
3,920,000
|
AES Red Oak LLC 9.2000% Mat 11/30/2029
|
$3,841,600.00
|
0.89
|
|
044209AD6
|
3,200,000
|
Ashland Inc. 9.1250% Mat 06/01/2017
|
$3,520,000.00
|
0.82
|
|
319963AT1
|
4,453,133
|
First Data Corp. 10.5500% Mat 09/24/2015
|
$3,462,310.52
|
0.80
|
|
90342DAD1
|
3,750,000
|
US Oncology Holdings Inc. 6.6434% Mat 03/15/2012
|
$3,459,375.00
|
0.80
|
|
78442FEJ3
|
3,870,000
|
SLM Corp. 8.0000% Mat 03/25/2020
|
$3,447,937.80
|
0.80
|
|
161175AG9
|
3,140,000
|
Charter Communications 10.8750% Mat 09/15/2014
|
$3,446,150.00
|
0.80
|
|
594087AP3
|
3,850,000
|
Michaels Stores Inc. 0.0000% Mat 11/01/2016
|
$3,426,500.00
|
0.79
|
|
01699E9H8
|
95,153
|
Charter Communications Inc.
|
$3,425,508.00
|
0.79
|
|
413627BL3
|
3,240,000
|
Harrah's Operating Co. Inc. 11.2500% Mat 06/01/2017
|
$3,410,100.00
|
0.79
|
|
88033GBF6
|
3,070,000
|
Tenet Healthcare Corp. 10.0000% Mat 05/01/2018
|
$3,380,837.50
|
0.78
|
|
45599E002
|
3,296,000
|
Morgan Stanley tri-party repurchase agreement dated 9/30/09
|
$3,296,000.00
|
0.76
|
|
12621PAC2
|
3,515,000
|
CRC Health Corp. 10.7500% Mat 02/01/2016
|
$3,216,225.00
|
0.75
|
|
038101AJ0
|
3,785,000
|
Appleton Papers Inc. 11.2500% Mat 12/15/2015
|
$3,094,237.50
|
0.72
|
|
197677AH0
|
3,920,000
|
HCA Inc. 7.5000% Mat 11/15/2095
|
$3,057,600.00
|
0.71
|
|
404119BG3
|
2,820,000
|
HCA Inc. 7.8750% Mat 02/15/2020
|
$2,876,400.00
|
0.67
|
|
44044KAB7
|
3,455,000
|
Horizon Lines Inc. 4.2500% Mat 08/15/2012
|
$2,867,650.00
|
0.66
|
|
691497AE1
|
2,570,000
|
Oxford Industries Inc. 11.3750% Mat 07/15/2015
|
$2,814,150.00
|
0.65
|
|
060505682
|
3,030
|
Bank of America Corp.
|
$2,802,780.30
|
0.65
|
|
485161AG8
|
2,770,000
|
Kansas City Southern de Mexico 8.0000% Mat 02/01/2018
|
$2,780,387.50
|
0.64
|
|
36186CAE3
|
4,300,000
|
GMAC LLC 0.0100% Mat 06/15/2015
|
$2,752,000.00
|
0.64
|
|
17315D204
|
108,200
|
Citigroup Capital XII
|
$2,699,860.50
|
0.63
|
|
62947QAF5
|
2,890,000
|
NXP BV/NXP Funding LLC 7.8750% Mat 10/15/2014
|
$2,680,475.00
|
0.62
|
|
75799C9D4
|
2,500,000
|
Realogy Corp. 13.5000% Mat 10/15/2017
|
$2,645,832.50
|
0.61
|
|
75605EAT7
|
3,080,000
|
Realogy Corp. 10.5000% Mat 04/15/2014
|
$2,633,400.00
|
0.61
|
|
25470XAB1
|
2,590,000
|
DISH DBS Corp. 7.8750% Mat 09/01/2019
|
$2,628,850.00
|
0.61
|
|
75952AAJ6
|
2,390,000
|
Reliant Energy Mid-Atlantic Power Holdings LLC 9.6810% Mat 07/02/2026
|
$2,500,537.50
|
0.58
|
|
750753AC9
|
2,376,000
|
RailAmerica Inc. 9.2500% Mat 07/01/2017
|
$2,482,920.00
|
0.58
|
|
89612BAA6
|
2,640,000
|
Trico Shipping AS 11.8750% Mat 11/01/2014
|
$2,475,000.00
|
0.57
|
|
60467PAJ3
|
2,705,000
|
Mirant Americas Generation LLC 9.1250% Mat 05/01/2031
|
$2,461,550.00
|
0.57
|
|
629377AT9
|
2,480,000
|
NRG Energy Inc. 7.2500% Mat 02/01/2014
|
$2,455,200.00
|
0.57
|
|
62886HAD3
|
2,240,000
|
NCL Corp. Ltd. 11.7500% Mat 11/15/2016
|
$2,408,000.00
|
0.56
|
|
92532BAA7
|
2,240,000
|
Verso Paper Holdings LLC 11.5000% Mat 07/01/2014
|
$2,402,400.00
|
0.56
|
|
413627BE9
|
2,954,000
|
Harrah's Operating Co. Inc. 10.7500% Mat 02/01/2016
|
$2,355,815.00
|
0.55
|
|
1248EPAJ2
|
2,380,000
|
CCO Holdings LLC/CCO Holdings Capital Corp. 7.8750% Mat 04/30/2018
|
$2,347,275.00
|
0.54
|
|
8999999D0
|
2,655,657
|
Turbo Beta Ltd. 14.5000% Mat 03/15/2018
|
$2,336,977.84
|
0.54
|
|
87900YAA1
|
2,280,000
|
Teekay Corp. 8.5000% Mat 01/15/2020
|
$2,314,200.00
|
0.54
|
|
165167BN6
|
2,285,000
|
Chesapeake Energy Corp. 6.6250% Mat 01/15/2016
|
$2,302,137.50
|
0.53
|
|
283831AE5
|
2,915,000
|
El Pollo Loco Inc. 11.7500% Mat 11/15/2013
|
$2,259,125.00
|
0.52
|
|
22025LAC2
|
2,500,824
|
Corral Petroleum Holdings AB 5.2513% Mat 09/18/2011
|
$2,250,741.41
|
0.52
|
|
02152FAB4
|
2,405,000
|
Altegrity Inc. 11.7500% Mat 05/01/2016
|
$2,248,675.00
|
0.52
|
|
45974VB72
|
2,450,000
|
International Lease Finance Corp. 6.3750% Mat 03/25/2013
|
$2,241,750.00
|
0.52
|
|
89784VAA4
|
2,260,000
|
True Move Co., Ltd. 10.7500% Mat 12/16/2013
|
$2,226,100.00
|
0.52
|
|
172967416
|
18,400
|
Citigroup Inc.
|
$2,201,376.00
|
0.51
|
|
549463AE7
|
3,140,000
|
Lucent Technologies Inc. 6.4500% Mat 03/15/2029
|
$2,150,900.00
|
0.50
|
|
085790AS2
|
2,380,000
|
Berry Plastics Corp. 9.5000% Mat 05/15/2018
|
$2,142,000.00
|
0.50
|
|
914906AF9
|
1,975,000
|
Univision Communications Inc. 12.0000% Mat 07/01/2014
|
$2,133,000.00
|
0.49
|
|
45928HAH9
|
2,120,000
|
International Coal Group Inc. 9.1250% Mat 04/01/2018
|
$2,130,600.00
|
0.49
|
|
608328AU4
|
2,060,000
|
Mohegan Tribal Gaming Authority 11.5000% Mat 11/01/2017
|
$2,126,950.00
|
0.49
|
|
651715AK0
|
2,250,000
|
NewPage Corp. 11.3750% Mat 12/31/2014
|
$2,115,000.00
|
0.49
|
|
784662AA6
|
2,120,000
|
SSI Investments II/SSI Co-Issuer LLC 11.1250% Mat 06/01/2018
|
$2,098,800.00
|
0.49
|
|
14985VAA9
|
2,255,000
|
CCM Merger Inc. 8.0000% Mat 08/01/2013
|
$2,097,150.00
|
0.49
|
|
983055AA2
|
2,105,000
|
Wyle Services Corp. 10.5000% Mat 04/01/2018
|
$2,073,425.00
|
0.48
|
|
97314XAA2
|
2,000,000
|
Wind Acquisition Finance SA 12.0000% Mat 12/01/2015
|
$2,070,000.00
|
0.48
|
|
62704PAA1
|
2,070,000
|
Murray Energy Corp. 10.2500% Mat 10/15/2015
|
$2,070,000.00
|
0.48
|
|
018772AL7
|
2,010,000
|
Alliance One International Inc. 10.0000% Mat 07/15/2016
|
$2,060,250.00
|
0.48
|
|
86184BAA0
|
2,010,000
|
Stonemor Operating LLC/Cornerstone Family Services/Osiris Holdings 10.2500%
|
$2,060,250.00
|
0.48
|
|
226566AK3
|
2,000,000
|
Cricket Communications Inc. 7.7500% Mat 05/15/2016
|
$2,040,000.00
|
0.47
|
|
485161AF0
|
1,755,000
|
Kansas City Southern de Mexico 12.5000% Mat 04/01/2016
|
$2,035,800.00
|
0.47
|
|
35638PAC4
|
1,965,000
|
Freedom Group Inc. 10.2500% Mat 08/01/2015
|
$2,033,775.00
|
0.47
|
|
06985PAF7
|
1,865,000
|
Basic Energy Services Inc. 11.6250% Mat 08/01/2014
|
$2,032,850.00
|
0.47
|
|
492914AR7
|
2,005,000
|
Key Energy Services Inc. 8.3750% Mat 12/01/2014
|
$2,005,000.00
|
0.46
|
|
552953AL5
|
2,100,000
|
MGM MIRAGE Inc. 6.7500% Mat 09/01/2012
|
$1,947,750.00
|
0.45
|
|
91359PAF7
|
1,990,000
|
Universal Hospital Services Inc. 8.5000% Mat 06/01/2015
|
$1,920,350.00
|
0.45
|
|
21079QAA2
|
2,071,071
|
Continental Airlines Inc. 7.3390% Mat 04/19/2014
|
$1,905,385.04
|
0.44
|
|
45771VAB9
|
3,912,000
|
Inn of the Mountain Gods Resort & Casino 12.0000% Mat 11/15/2010
|
$1,897,320.00
|
0.44
|
|
20854PAE9
|
1,830,000
|
CONSOL Energy Inc. 8.2500% Mat 04/01/2020
|
$1,878,037.50
|
0.44
|
|
1248EPAM5
|
1,840,000
|
CCO Holdings LLC/CCO Holdings Capital Corp. 8.1250% Mat 04/30/2020
|
$1,830,800.00
|
0.42
|
|
00081TAD0
|
1,675,000
|
ACCO Brands Corp. 10.6250% Mat 03/15/2015
|
$1,821,562.50
|
0.42
|
|
345397VK6
|
1,785,000
|
Ford Motor Credit Co., LLC 7.5000% Mat 08/01/2012
|
$1,817,154.99
|
0.42
|
|
37331NAA9
|
1,725,000
|
Georgia-Pacific LLC 8.2500% Mat 05/01/2016
|
$1,802,625.00
|
0.42
|
|
00299F9S7
|
1,930,564
|
Allison Transmission Inc., Term Loan B 3.0100% to 3.1000% Mat 08/07/2014
|
$1,762,846.10
|
0.41
|
|
458206AC3
|
1,720,000
|
Intelsat Intermediate Holding Co., Ltd. 9.5000% Mat 02/01/2015
|
$1,754,400.00
|
0.41
|
|
50178TAA5
|
1,715,000
|
LBI Escrow Corp. 8.0000% Mat 11/01/2017
|
$1,749,300.00
|
0.41
|
|
125581FU7
|
1,848,420
|
CIT Group Inc. 7.0000% Mat 05/01/2014
|
$1,746,756.90
|
0.41
|
|
14987BAA1
|
1,620,000
|
CC Holdings GS V LLC 7.7500% Mat 05/01/2017
|
$1,725,300.00
|
0.40
|
|
45763PAC0
|
1,720,000
|
Inmarsat Finance PLC 7.3750% Mat 12/01/2017
|
$1,724,300.00
|
0.40
|
|
65409QAJ1
|
1,850,000
|
Nielsen Finance LLC / Nielsen Finance Co. 0.0000% Mat 08/01/2016
|
$1,720,500.00
|
0.40
|
|
90338WAK9
|
1,685,000
|
US Oncology Inc. 9.1250% Mat 08/15/2017
|
$1,708,168.75
|
0.40
|
|
30250BAC3
|
1,490,000
|
FMG Finance Pty Ltd. 10.6250% Mat 09/01/2016
|
$1,646,450.00
|
0.38
|
|
292680AC9
|
2,220,000
|
Energy Future Holdings Corp. 10.8750% Mat 11/01/2017
|
$1,642,800.00
|
0.38
|
|
92831RAK8
|
1,600,000
|
Viskase Cos. Inc. 9.8750% Mat 01/15/2018
|
$1,624,000.00
|
0.38
|
|
36159RAB9
|
1,620,000
|
Geo Group Inc. 7.7500% Mat 10/15/2017
|
$1,622,025.00
|
0.38
|
|
552953AW1
|
1,810,000
|
MGM MIRAGE 6.7500% Mat 04/01/2013
|
$1,592,800.00
|
0.37
|
|
747262AE3
|
1,630,000
|
QVC Inc. 7.3750% Mat 10/15/2020
|
$1,589,250.00
|
0.37
|
|
65199B9F8
|
1,500,000
|
Newsday LLC 10.5000% Mat 07/15/2013
|
$1,586,250.00
|
0.37
|
|
87158XAA2
|
1,640,000
|
Syncreon Global Ireland Ltd./Syncreon Global Finance US Inc. 9.5000% Mat 05/01/2018
|
$1,582,600.00
|
0.37
|
|
488360AE8
|
1,650,000
|
KEMET Corp. 10.5000% Mat 05/01/2018
|
$1,565,437.50
|
0.36
|
|
B288YQII7
|
1,525,000
|
TNK-BP Finance SA 7.8750% Mat 03/13/2018
|
$1,563,125.00
|
0.36
|
|
04626RAB2
|
1,550,000
|
Astoria Depositor Corp. 8.1440% Mat 05/01/2021
|
$1,519,000.00
|
0.35
|
|
26112TAA4
|
1,695,000
|
Downstream Development Quapaw 12.0000% Mat 10/15/2015
|
$1,517,025.00
|
0.35
|
|
92531XAC6
|
1,590,000
|
Verso Paper Holdings LLC 9.1250% Mat 08/01/2014
|
$1,510,500.00
|
0.35
|
|
16117M305
|
41,739
|
Charter Communications Inc.
|
$1,502,604.00
|
0.35
|
|
716495AB2
|
1,445,000
|
Petrohawk Energy Corp. 9.1250% Mat 07/15/2013
|
$1,488,350.00
|
0.35
|
|
36186CAD5
|
1,800,000
|
GMAC Inc. 0.0000% Mat 12/01/2012
|
$1,484,877.60
|
0.34
|
|
E8683R144
|
57,550
|
Santander Finance Preferred SA Unipersonal
|
$1,481,912.50
|
0.34
|
|
87255MAD2
|
1,550,000
|
Cengage Learning Acquisitions Inc. 13.2500% Mat 07/15/2015
|
$1,480,250.00
|
0.34
|
|
690368AH8
|
1,485,000
|
Overseas Shipholding Group Inc. 8.1250% Mat 03/30/2018
|
$1,473,862.50
|
0.34
|
|
45974VA81
|
1,670,000
|
International Lease Finance Corp. 5.6250% Mat 09/20/2013
|
$1,473,775.00
|
0.34
|
|
87311XAA6
|
1,430,000
|
tw telecom holdings Inc. 8.0000% Mat 03/01/2018
|
$1,440,725.00
|
0.33
|
|
026874BT3
|
1,465,000
|
American International Group Inc. 8.2500% Mat 08/15/2018
|
$1,435,700.00
|
0.33
|
|
701081AS0
|
1,480,000
|
Parker Drilling Co. 9.1250% Mat 04/01/2018
|
$1,413,400.00
|
0.33
|
|
156779AF7
|
1,469,700
|
Ceridian Corp. 12.2500% Mat 11/15/2015
|
$1,410,912.00
|
0.33
|
|
783754AA2
|
2,850,000
|
Ryerson Holding Corp. 0.0000% Mat 02/01/2015
|
$1,396,500.00
|
0.32
|
|
64110LAC0
|
1,340,000
|
Netflix Inc. 8.5000% Mat 11/15/2017
|
$1,390,250.00
|
0.32
|
|
03070QAL5
|
1,345,000
|
Ameristar Casinos Inc. 9.2500% Mat 06/01/2014
|
$1,385,350.00
|
0.32
|
|
413627AU4
|
2,212,000
|
Harrah's Operating Co. Inc. 5.6250% Mat 06/01/2015
|
$1,382,500.00
|
0.32
|
|
629121AC8
|
2,090,000
|
Dynegy Holdings Inc. 7.6250% Mat 10/15/2026
|
$1,368,950.00
|
0.32
|
|
35804GAF5
|
1,250,000
|
Fresenius U.S. Finance II Inc. 9.0000% Mat 07/15/2015
|
$1,368,750.00
|
0.32
|
|
30218AAA0
|
1,350,000
|
Express LLC/Express Finance Corp. 8.7500% Mat 03/01/2018
|
$1,366,875.00
|
0.32
|
|
293791AV1
|
1,380,000
|
Enterprise Products Operating LLP 8.3750% Mat 08/01/2066
|
$1,360,906.32
|
0.32
|
|
536022AB2
|
1,360,000
|
Linn Energy LLC/Linn Energy Finance Corp. 8.6250% Mat 04/15/2020
|
$1,353,200.00
|
0.31
|
|
52799Q9R1
|
1,250,000
|
Level 3 Communications Inc., Term Loan 11.5000% Mat 03/13/2014
|
$1,346,875.00
|
0.31
|
|
97381WAD6
|
1,350,000
|
Windstream Corp. 8.6250% Mat 08/01/2016
|
$1,343,250.00
|
0.31
|
|
92025RAB4
|
1,330,000
|
Valor Telecommunications Enterprises LLC/Finance Corp. 7.7500% Mat 02/15/2015
|
$1,337,453.32
|
0.31
|
|
78442FEH7
|
1,465,000
|
SLM Corp. 8.4500% Mat 06/15/2018
|
$1,334,174.04
|
0.31
|
|
97315LAA7
|
1,410,000
|
Wind Acquisition Holdings Finance SpA 12.2500% Mat 07/15/2017
|
$1,332,450.00
|
0.31
|
|
92203PAE6
|
1,395,000
|
Vanguard Health Holdings Co., II LLC 8.0000% Mat 02/01/2018
|
$1,332,225.00
|
0.31
|
|
413627BB5
|
1,491,000
|
Harrah's Operating Co. Inc. 10.0000% Mat 12/15/2015
|
$1,319,535.00
|
0.31
|
|
723456AH2
|
1,295,000
|
Pinnacle Entertainment Inc. 8.6250% Mat 08/01/2017
|
$1,314,425.00
|
0.30
|
|
90299P9A5
|
1,478,639
|
United Airlines Inc. 2.3125% to 2.3750% Mat 01/12/2014
|
$1,314,140.62
|
0.30
|
|
640820AA4
|
1,360,000
|
NES Rentals Holdings Inc. 12.2500% Mat 04/15/2015
|
$1,310,700.00
|
0.30
|
|
24823UAG3
|
1,263,000
|
Denbury Resources Inc. 8.2500% Mat 02/15/2020
|
$1,310,362.50
|
0.30
|
|
003669AL2
|
1,262,260
|
Abitibi-Consolidated Co. of Canada 8.0208% Mat 04/01/2011
|
$1,302,778.58
|
0.30
|
|
594087AM0
|
1,230,000
|
Michaels Stores Inc. 11.3750% Mat 11/01/2016
|
$1,271,512.50
|
0.29
|
|
527288BD5
|
1,220,000
|
Leucadia National Corp. 8.1250% Mat 09/15/2015
|
$1,253,550.00
|
0.29
|
|
829226AM1
|
1,250,000
|
Sinclair Broadcast Group Inc. 8.0000% Mat 03/15/2012
|
$1,237,500.00
|
0.29
|
|
085789AD7
|
1,155,000
|
Berry Petroleum Co. 10.2500% Mat 06/01/2014
|
$1,235,850.00
|
0.29
|
|
640204AG8
|
1,254,765
|
Neiman Marcus Group Inc. 9.7500% Mat 10/15/2015
|
$1,231,238.16
|
0.29
|
|
55263BAA9
|
1,250,000
|
MBNA Capital A 8.2780% Mat 12/01/2026
|
$1,228,125.00
|
0.28
|
|
281023AR2
|
1,670,000
|
Edison Mission Energy 7.7500% Mat 06/15/2016
|
$1,219,100.00
|
0.28
|
|
14043CAB9
|
1,120,000
|
Capital One Capital V 10.2500% Mat 08/15/2039
|
$1,211,000.00
|
0.28
|
|
864486AC9
|
1,210,000
|
Suburban Propane Partners LP/Suburban Energy Finance Corp. 7.3750% Mat 03/15/2020
|
$1,210,000.00
|
0.28
|
|
834376AL9
|
1,210,000
|
Solutia Inc. 7.8750% Mat 03/15/2020
|
$1,210,000.00
|
0.28
|
|
373200AV6
|
1,175,000
|
Georgia Gulf Corp. 9.0000% Mat 01/15/2017
|
$1,198,500.00
|
0.28
|
|
749121BZ1
|
1,175,000
|
Qwest Communications International Inc. 8.0000% Mat 10/01/2015
|
$1,183,812.50
|
0.27
|
|
125581FW3
|
1,290,700
|
CIT Group Inc. 7.0000% Mat 05/01/2016
|
$1,177,763.75
|
0.27
|
|
726505AH3
|
1,195,000
|
Plains Exploration & Production Co. 8.6250% Mat 10/15/2019
|
$1,177,075.00
|
0.27
|
|
404030AC2
|
1,210,000
|
H&E Equipment Services Inc. 8.3750% Mat 07/15/2016
|
$1,175,212.50
|
0.27
|
|
726505AG5
|
1,125,000
|
Plains Exploration & Production Co. 10.0000% Mat 03/01/2016
|
$1,172,812.50
|
0.27
|
|
92276MAT2
|
1,165,000
|
Ventas Realty LP/Ventas Capital Corp. 6.7500% Mat 04/01/2017
|
$1,169,394.38
|
0.27
|
|
959BGYII8
|
955,000
|
Kerling PLC 10.6250% Mat 01/28/2017
|
$1,167,533.96
|
0.27
|
|
44984WAA5
|
1,160,000
|
Ineos Finance PLC 9.0000% Mat 05/15/2015
|
$1,160,000.00
|
0.27
|
|
370442BT1
|
3,500,000
|
Motors Liquidation Co. 8.3750% Mat 07/15/2033
|
$1,155,000.00
|
0.27
|
|
20453EAC3
|
1,150,000
|
Complete Production Services Inc. 8.0000% Mat 12/15/2016
|
$1,138,500.00
|
0.26
|
|
459745FX8
|
1,230,000
|
International Lease Finance Corp. 8.7500% Mat 03/15/2017
|
$1,128,525.00
|
0.26
|
|
718592AK4
|
1,110,000
|
Phillips-Van Heusen Corp. 7.3750% Mat 05/15/2020
|
$1,121,100.00
|
0.26
|
|
373200302
|
64,421
|
Georgia Gulf Corp.
|
$1,120,925.40
|
0.26
|
|
52989LAD1
|
1,060,000
|
Libbey Glass Inc. 10.0000% Mat 02/15/2015
|
$1,105,050.00
|
0.26
|
|
029229AA9
|
1,130,000
|
American Renal Holdings 8.3750% Mat 05/15/2018
|
$1,104,575.00
|
0.26
|
|
423081II1
|
985,320
|
Russian Federation 7.5000% Mat 03/31/2030
|
$1,103,558.40
|
0.26
|
|
832724AB4
|
1,200,000
|
Smurfit Capital Funding PLC 7.5000% Mat 11/20/2025
|
$1,092,000.00
|
0.25
|
|
60467MAC5
|
984,037
|
Mirant Mid Atlantic LLC 10.0600% Mat 12/30/2028
|
$1,070,140.63
|
0.25
|
|
83427BAB2
|
1,045,000
|
Solo Cup Co. 10.5000% Mat 11/01/2013
|
$1,068,512.50
|
0.25
|
|
552953AE1
|
1,060,000
|
MGM MIRAGE Inc. 8.3750% Mat 02/01/2011
|
$1,060,000.00
|
0.25
|
|
78108AAA2
|
965,000
|
RSC Equipment Rental Inc. 10.0000% Mat 07/15/2017
|
$1,043,406.25
|
0.24
|
|
345397VA8
|
1,000,000
|
Ford Motor Credit Co., LLC 9.8750% Mat 08/10/2011
|
$1,043,113.00
|
0.24
|
|
38141GFD1
|
1,100,000
|
The Goldman Sachs Group Inc. 6.7500% Mat 10/01/2037
|
$1,032,966.00
|
0.24
|
|
12669F3J0
|
1,328,258
|
Countrywide Home Loan Mortgage Pass-Through Trust 2004-HYB5 7A1 2.3120% Mat 04/20/2035
|
$1,028,942.49
|
0.24
|
|
039380AA8
|
1,000,000
|
Arch Coal Inc. 8.7500% Mat 08/01/2016
|
$1,025,000.00
|
0.24
|
|
50077BAA6
|
1,030,000
|
Kratos Defense & Security Solutions Inc. 10.0000% Mat 06/01/2017
|
$1,024,850.00
|
0.24
|
|
835898AE7
|
1,010,000
|
Sotheby's 7.7500% Mat 06/15/2015
|
$1,022,625.00
|
0.24
|
|
04523XAA5
|
1,025,000
|
Aspect Software Inc. 10.6250% Mat 05/15/2017
|
$1,021,156.25
|
0.24
|
|
090613AD2
|
950,000
|
Biomet Inc. 10.3750% Mat 10/15/2017
|
$1,015,312.50
|
0.24
|
|
68385BAA5
|
1,000,000
|
OPTI Canada Inc. 9.0000% Mat 12/15/2012
|
$1,010,000.00
|
0.23
|
|
51508LAJ2
|
960,000
|
Landry's Restaurants Inc. 11.6250% Mat 12/01/2015
|
$1,005,600.00
|
0.23
|
|
225313AB1
|
1,050,000
|
Credit Agricole SA 8.3750% Mat 12/31/2049
|
$997,500.00
|
0.23
|
|
834376AK1
|
965,000
|
Solutia Inc. 8.7500% Mat 11/01/2017
|
$993,950.00
|
0.23
|
|
292680AD7
|
1,506,324
|
Energy Future Holdings Corp. 12.0000% Mat 11/01/2017
|
$975,344.58
|
0.23
|
|
281023BA8
|
1,535,000
|
Edison Mission Energy 7.6250% Mat 05/15/2027
|
$974,725.00
|
0.23
|
|
36186RAA8
|
1,000,000
|
GMAC Inc. 8.0000% Mat 03/15/2020
|
$972,500.00
|
0.23
|
|
640204AB9
|
1,090,000
|
Neiman Marcus Group Inc. 7.1250% Mat 06/01/2028
|
$970,100.00
|
0.22
|
|
090613AC4
|
910,000
|
Biomet Inc. 10.0000% Mat 10/15/2017
|
$966,875.00
|
0.22
|
|
12629YAA9
|
970,000
|
Cooper-Standard Automotive Inc. 8.5000% Mat 05/01/2018
|
$960,300.00
|
0.22
|
|
283831AJ4
|
945,000
|
El Pollo Loco Inc. 11.7500% Mat 12/01/2012
|
$959,175.00
|
0.22
|
|
485161AC7
|
950,000
|
Kansas City Southern de Mexico 7.3750% Mat 06/01/2014
|
$945,250.00
|
0.22
|
|
761733AA2
|
950,000
|
Reynolds Group DL Escrow Inc./Reynolds Group Escrow LLC 7.7500% Mat 10/15/2016
|
$945,250.00
|
0.22
|
|
62874HAA3
|
960,000
|
NB Capital Trust IV 8.2500% Mat 04/15/2027
|
$938,400.00
|
0.22
|
|
65556NAB6
|
1,023,000
|
Norcraft Holdings LP/Norcraft Capital Corp. 9.7500% Mat 09/01/2012
|
$937,323.75
|
0.22
|
|
70788AAA6
|
920,000
|
Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp. 8.2500% Mat 04/15/2018
|
$906,200.00
|
0.21
|
|
861642AK2
|
950,000
|
Stone Energy Corp. 8.6250% Mat 02/01/2017
|
$888,250.00
|
0.21
|
|
026375AL9
|
865,000
|
American Greetings Corp. 7.3750% Mat 06/01/2016
|
$877,975.00
|
0.20
|
|
165167BQ9
|
880,000
|
Chesapeake Energy Corp. 6.2500% Mat 01/15/2018
|
$877,800.00
|
0.20
|
|
527298AN3
|
990,000
|
Level 3 Financing Inc. 10.0000% Mat 02/01/2018
|
$876,150.00
|
0.20
|
|
22764LAA1
|
880,000
|
Crosstex Energy/Crosstex Energy Finance Corp. 8.8750% Mat 02/15/2018
|
$871,200.00
|
0.20
|
|
455209AA4
|
1,210,000
|
Indianapolis Downs LLC & Capital Corp. 11.0000% Mat 11/01/2012
|
$871,200.00
|
0.20
|
|
427093AB5
|
925,000
|
Hercules Offshore LLC 10.5000% Mat 10/15/2017
|
$864,875.00
|
0.20
|
|
35687MAT4
|
860,000
|
Freescale Semiconductor Inc. 9.2500% Mat 04/15/2018
|
$857,850.00
|
0.20
|
|
247367AU9
|
865,000
|
Delta Air Lines Inc. 7.7110% Mat 03/18/2011
|
$856,350.00
|
0.20
|
|
29299H9N3
|
1,107,161
|
Energy Future Holdings Mat 10/10/2014
|
$851,426.84
|
0.20
|
|
204386AM8
|
810,000
|
Compagnie Generale de Geophysique-Veritas 9.5000% Mat 05/15/2016
|
$850,500.00
|
0.20
|
|
656559BK6
|
813,378
|
Nortek Inc. 11.0000% Mat 12/01/2013
|
$849,979.77
|
0.20
|
|
12527GAB9
|
840,000
|
CF Industries Inc. 7.1250% Mat 05/01/2020
|
$849,450.00
|
0.20
|
|
704549AE4
|
810,000
|
Peabody Energy Corp. 7.3750% Mat 11/01/2016
|
$844,425.00
|
0.20
|
|
88033GBD1
|
800,000
|
Tenet Healthcare Corp. 9.0000% Mat 05/01/2015
|
$844,000.00
|
0.20
|
|
74837RAE4
|
860,000
|
Quicksilver Resources Inc. 8.2500% Mat 08/01/2015
|
$842,800.00
|
0.20
|
|
370442BB0
|
2,665,000
|
Motors Liquidation Co. 7.2000% Mat 01/15/2011
|
$839,475.00
|
0.19
|
|
681904AM0
|
830,000
|
Omnicare Inc. 7.7500% Mat 06/01/2020
|
$836,225.00
|
0.19
|
|
805844AE7
|
1,065,000
|
Sbarro Inc. 10.3750% Mat 02/01/2015
|
$825,375.00
|
0.19
|
|
909279BF7
|
800,000
|
United Air Lines Inc. 9.8750% Mat 08/01/2013
|
$822,000.00
|
0.19
|
|
68383KAB5
|
920,000
|
OPTI Canada Inc. 8.2500% Mat 12/15/2014
|
$791,200.00
|
0.18
|
|
852060AG7
|
870,000
|
Sprint Capital Corp. 6.9000% Mat 05/01/2019
|
$790,612.50
|
0.18
|
|
045054AA1
|
770,000
|
Ashtead Capital Inc. 9.0000% Mat 08/15/2016
|
$770,000.00
|
0.18
|
|
87261GAF2
|
744,000
|
TNK-BP Finance SA 7.8750% Mat 03/13/2018
|
$755,160.00
|
0.18
|
|
36485MAA7
|
720,000
|
Garda World Security Corp. 9.7500% Mat 03/15/2017
|
$743,400.00
|
0.17
|
|
628958AB6
|
770,000
|
NB Capital Trust II 7.8300% Mat 12/15/2026
|
$741,125.00
|
0.17
|
|
833312AA9
|
890,000
|
Snoqualmie Entertainment Authority 4.1356% Mat 02/01/2014
|
$716,450.00
|
0.17
|
|
36190QAA4
|
760,000
|
GXS Worldwide Inc. 9.7500% Mat 06/15/2015
|
$716,300.00
|
0.17
|
|
245217AQ7
|
700,000
|
Del Monte Corp. 7.5000% Mat 10/15/2019
|
$715,750.00
|
0.17
|
|
370442BS3
|
2,125,000
|
Motors Liquidation Co. 7.1250% Mat 07/15/2013
|
$701,250.00
|
0.16
|
|
120463AA2
|
700,000
|
Bumble Bee Foods LLC 7.7500% Mat 12/15/2015
|
$698,250.00
|
0.16
|
|
90320LAC1
|
675,000
|
UPC Holding BV 9.8750% Mat 04/15/2018
|
$685,125.00
|
0.16
|
|
24736UAA2
|
630,000
|
Delta Air Lines Inc. 9.7500% Mat 12/17/2016
|
$681,975.00
|
0.16
|
|
866950AB4
|
680,000
|
Sun Media Corp. 7.6250% Mat 02/15/2013
|
$677,450.00
|
0.16
|
|
018772AN3
|
660,000
|
Alliance One International Inc. 10.0000% Mat 07/15/2016
|
$676,500.00
|
0.16
|
|
59833DAA8
|
690,000
|
Midwest Gaming Borrower LLC/Midwest Finance Corp. 11.6250% Mat 04/15/2016
|
$676,200.00
|
0.16
|
|
247361ZC5
|
655,000
|
Delta Air Lines Inc. 9.5000% Mat 09/15/2014
|
$674,650.00
|
0.16
|
|
05518F209
|
830,000
|
BAC Capital Trust VI 5.6250% Mat 03/08/2035
|
$671,370.40
|
0.16
|
|
016745AK7
|
700,000
|
Allbritton Communications Co. 8.0000% Mat 05/15/2018
|
$665,000.00
|
0.15
|
|
716745AB0
|
780,000
|
Petroplus Finance Ltd. 7.0000% Mat 05/01/2017
|
$659,100.00
|
0.15
|
|
832248AS7
|
605,000
|
Smithfield Foods Inc. 10.0000% Mat 07/15/2014
|
$650,753.13
|
0.15
|
|
92531XAF9
|
740,000
|
VERSO PAPER HLDGS LLC SR SUB N 11.3750% Mat 08/01/2016
|
$645,650.00
|
0.15
|
|
878742AM7
|
540,000
|
Teck Resources Ltd. 10.2500% Mat 05/15/2016
|
$635,224.68
|
0.15
|
|
12502CAT8
|
551,225
|
CCH II LLC/CCH II Capital Corp. 13.5000% Mat 11/30/2016
|
$629,085.53
|
0.15
|
|
852060AD4
|
750,000
|
Sprint Capital Corp. 6.8750% Mat 11/15/2028
|
$627,187.50
|
0.15
|
|
852060AS1
|
605,000
|
Sprint Capital Corp. 8.3750% Mat 03/15/2012
|
$626,175.00
|
0.15
|
|
693309AA4
|
560,000
|
PE Paper Escrow GmbH 12.0000% Mat 08/01/2014
|
$614,208.56
|
0.14
|
|
30250DAB1
|
580,000
|
FMC Finance III SA 6.8750% Mat 07/15/2017
|
$597,400.00
|
0.14
|
|
165167CC9
|
585,000
|
Chesapeake Energy Corp. 7.2500% Mat 12/15/2018
|
$593,775.00
|
0.14
|
|
428298AA1
|
630,000
|
Hexion Finance Escrow LLC/Hexion Escrow Corp. 8.8750% Mat 02/01/2018
|
$585,900.00
|
0.14
|
|
591560AA5
|
590,000
|
MetLife Capital Trust IV 7.8750% Mat 12/15/2067
|
$581,150.00
|
0.13
|
|
09689RAA7
|
675,000
|
Boyd Gaming Corp. 7.1250% Mat 02/01/2016
|
$580,500.00
|
0.13
|
|
065912AA5
|
600,000
|
BankAmerica Institutional Capital B 7.7000% Mat 12/31/2026
|
$577,500.00
|
0.13
|
|
02369AAF5
|
580,000
|
American Achievement Corp. 8.2500% Mat 04/01/2012
|
$575,650.00
|
0.13
|
|
872402AK8
|
560,000
|
Kansas City Southern de Mexico 9.3750% Mat 05/01/2012
|
$574,000.00
|
0.13
|
|
716745AA2
|
630,000
|
Petroplus Finance Ltd. 6.7500% Mat 05/01/2014
|
$570,150.00
|
0.13
|
|
293791AW9
|
620,000
|
Enterprise Products Operating LLP 7.0340% Mat 01/15/2068
|
$569,661.58
|
0.13
|
|
62941FAH1
|
537,000
|
Virgin Media Finance PLC 9.1250% Mat 08/15/2016
|
$545,726.25
|
0.13
|
|
126304AU8
|
520,000
|
CSC Holdings Inc. 8.5000% Mat 06/15/2015
|
$540,800.00
|
0.13
|
|
281023AX9
|
810,000
|
Edison Mission Energy 7.2000% Mat 05/15/2019
|
$530,550.00
|
0.12
|
|
65562VAA2
|
510,000
|
Nordic Telephone Co. Holdings 8.8750% Mat 05/01/2016
|
$525,300.00
|
0.12
|
|
92769VAA7
|
500,000
|
Virgin Media Finance PLC 9.5000% Mat 08/15/2016
|
$515,000.00
|
0.12
|
|
717148AA8
|
520,000
|
Pharmanet Development Group Inc. 10.8750% Mat 04/15/2017
|
$512,200.00
|
0.12
|
|
06605HAA6
|
520,000
|
BankAmerica Institutional Capital A 8.0700% Mat 12/31/2026
|
$508,300.00
|
0.12
|
|
74837RAF1
|
455,000
|
Quicksilver Resources Inc. 11.7500% Mat 01/01/2016
|
$498,225.00
|
0.12
|
|
704549AF1
|
470,000
|
Peabody Energy Corp. 7.8750% Mat 11/01/2026
|
$491,150.00
|
0.11
|
|
570506AH8
|
480,000
|
MarkWest Energy Partners LP/MarkWest Energy Finance Corp. 8.7500% Mat 04/15/2018
|
$487,200.00
|
0.11
|
|
35687MAM9
|
535,000
|
Freescale Semiconductor Inc. 8.8750% Mat 12/15/2014
|
$485,512.50
|
0.11
|
|
527288AH7
|
450,000
|
Leucadia National Corp. 7.7500% Mat 08/15/2013
|
$465,187.50
|
0.11
|
|
22080Q208
|
22,300
|
Corts-Ford Motor Co.
|
$463,840.00
|
0.11
|
|
459745FG5
|
520,000
|
International Lease Finance Corp. 5.8750% Mat 05/01/2013
|
$462,800.00
|
0.11
|
|
045056AA6
|
465,000
|
Ashtead Holdings PLC 8.6250% Mat 08/01/2015
|
$462,675.00
|
0.11
|
|
91359PAE0
|
530,000
|
Universal Hospital Services Inc. 3.8594% Mat 06/01/2015
|
$442,550.00
|
0.10
|
|
707569AM1
|
430,000
|
Penn National Gaming Inc. 8.7500% Mat 08/15/2019
|
$438,600.00
|
0.10
|
|
44108EAY4
|
425,000
|
Host Hotels & Resorts, LP 6.3750% Mat 03/15/2015
|
$417,562.50
|
0.10
|
|
485188AH9
|
355,000
|
Kansas City Southern Railway 13.0000% Mat 12/15/2013
|
$411,800.00
|
0.10
|
|
87255MAA8
|
450,000
|
Cengage Learning Acquisitions Inc. 10.5000% Mat 01/15/2015
|
$410,625.00
|
0.10
|
|
69368KAA4
|
400,000
|
Adaro Indonesia PT 7.6250% Mat 10/22/2019
|
$408,000.00
|
0.09
|
|
608328AT7
|
470,000
|
Mohegan Tribal Gaming Authority 6.1250% Mat 02/15/2013
|
$399,500.00
|
0.09
|
|
538034AC3
|
400,000
|
Live Nation Entertainment Inc. 8.1250% Mat 05/15/2018
|
$398,000.00
|
0.09
|
|
22082K209
|
17,100
|
CORTS-Ford Motor Co.
|
$396,891.00
|
0.09
|
|
552953BG5
|
360,000
|
MGM MIRAGE Inc. 11.1250% Mat 11/15/2017
|
$391,500.00
|
0.09
|
|
42099B9D3
|
466,078
|
Hawker Beechcraft, Term Loan B 2.2901% to 2.3541% Mat 03/26/2014
|
$385,809.14
|
0.09
|
|
12686CAZ2
|
380,000
|
Cablevision Systems Corp. 7.7500% Mat 04/15/2018
|
$373,350.00
|
0.09
|
|
92276MAS4
|
360,000
|
Ventas Realty LP/Ventas Capital Corp. 6.5000% Mat 06/01/2016
|
$360,441.36
|
0.08
|
|
045086AC9
|
660,400
|
Ashton Woods USA LLC, Ashton Woods Finance Co. 0.0000% Mat 07/30/2015
|
$359,918.00
|
0.08
|
|
204386AF3
|
360,000
|
Compagnie Generale de Geophysique SA 7.5000% Mat 05/15/2015
|
$351,000.00
|
0.08
|
|
74837RAG9
|
340,000
|
Quicksilver Resources Inc. 9.1250% Mat 08/15/2019
|
$342,550.00
|
0.08
|
|
184502AY8
|
340,000
|
Clear Channel Communications Inc. 6.2500% Mat 03/15/2011
|
$328,950.00
|
0.08
|
|
981JFUII2
|
384,769
|
Idearc Inc., Term Loan 11.0000% Mat 11/17/2015
|
$328,152.69
|
0.08
|
|
35687MAK3
|
363,392
|
Freescale Semiconductor Inc. 9.1250% Mat 12/15/2014
|
$316,151.04
|
0.07
|
|
723456AG4
|
330,000
|
Pinnacle Entertainment Inc. 7.5000% Mat 06/15/2015
|
$308,550.00
|
0.07
|
|
058498AL0
|
310,000
|
BALL CORP SR NT 6.6250% Mat 03/15/2018
|
$303,800.00
|
0.07
|
|
60467PAQ7
|
330,000
|
MIRANT AMERICAS GENERATION LLC 8.5000% Mat 10/01/2021
|
$303,600.00
|
0.07
|
|
52517PR60
|
1,420,000
|
Lehman Brothers Holdings Inc. 5.2500% Mat 02/06/2012
|
$301,750.00
|
0.07
|
|
125581FV5
|
318,420
|
CIT Group Inc. 7.0000% Mat 05/01/2015
|
$295,334.55
|
0.07
|
|
68383KAD1
|
345,000
|
OPTI Canada Inc. 7.8750% Mat 12/15/2014
|
$294,975.00
|
0.07
|
|
093679AD0
|
480,000
|
Blockbuster Inc. 11.7500% Mat 10/01/2014
|
$285,600.00
|
0.07
|
|
777774AF7
|
320,000
|
Dynegy Inc. 7.6700% Mat 11/08/2016
|
$284,800.00
|
0.07
|
|
171875AD9
|
385,000
|
Cincinnati Bell Telephone Co. 6.3000% Mat 12/01/2028
|
$275,275.00
|
0.06
|
|
35687MAP2
|
335,000
|
Freescale Semiconductor Inc. 10.1250% Mat 12/15/2016
|
$271,350.00
|
0.06
|
|
02152FAA6
|
280,000
|
Altegrity Inc. 10.5000% Mat 11/01/2015
|
$267,400.00
|
0.06
|
|
608328AK6
|
300,000
|
Mohegan Tribal Gaming Authority 8.0000% Mat 04/01/2012
|
$264,000.00
|
0.06
|
|
04939MAE9
|
275,000
|
Atlas Pipeline Partners LP 8.7500% Mat 06/15/2018
|
$261,250.00
|
0.06
|
|
90320RAA2
|
260,000
|
UPC Germany GmbH 8.1250% Mat 12/01/2017
|
$256,100.00
|
0.06
|
|
81663A105
|
9,017
|
SemGroup Corp.
|
$253,390.01
|
0.06
|
|
247367BJ3
|
253,921
|
Delta Air Lines Inc. 8.0210% Mat 02/10/2024
|
$239,954.96
|
0.06
|
|
319963AF1
|
250,000
|
First Data Corp. 5.6250% Mat 11/01/2011
|
$214,062.50
|
0.05
|
|
723456AL3
|
230,000
|
Pinnacle Entertainment Inc. 8.7500% Mat 05/15/2020
|
$213,900.00
|
0.05
|
|
370442121
|
31,700
|
Motors Liquidation Co.
|
$208,031.25
|
0.05
|
|
210805DG9
|
204,881
|
Continental Airlines Inc. 8.3120% Mat 04/02/2011
|
$204,881.08
|
0.05
|
|
12527GAA1
|
200,000
|
CF Industries Inc. 6.8750% Mat 05/01/2018
|
$200,750.00
|
0.05
|
|
804085207
|
8,400
|
SATURNS-F
|
$194,880.00
|
0.05
|
|
21079UAB1
|
180,000
|
Continental Airlines Inc. 9.2500% Mat 05/10/2017
|
$183,600.00
|
0.04
|
|
92831RAP7
|
170,000
|
Viskase Cos. Inc. 9.8750% Mat 01/15/2018
|
$172,550.00
|
0.04
|
|
608328AR1
|
225,000
|
Mohegan Tribal Gaming Authority 6.8750% Mat 02/15/2015
|
$164,812.50
|
0.04
|
|
125581801
|
4,457
|
CIT Group Inc.
|
$163,973.03
|
0.04
|
|
552953BF7
|
150,000
|
MGM MIRAGE Inc. 10.3750% Mat 05/15/2014
|
$160,125.00
|
0.04
|
|
857689BA0
|
2,265,000
|
Station Casinos Inc. 7.7500% Mat 08/15/2016
|
$158,550.00
|
0.04
|
|
833312AB7
|
165,000
|
Snoqualmie Entertainment Authority 9.1250% Mat 02/01/2015
|
$139,425.00
|
0.03
|
|
458207AF4
|
130,000
|
Intelsat Jackson Holdings Ltd. 9.5000% Mat 06/15/2016
|
$134,550.00
|
0.03
|
|
656559309
|
2,857
|
Nortek Inc.
|
$131,780.14
|
0.03
|
|
25212W100
|
6,142
|
Dex One Corp.
|
$125,788.16
|
0.03
|
|
868447103
|
3,524
|
SuperMedia Inc.
|
$106,190.77
|
0.02
|
|
966387AE2
|
105,000
|
Whiting Petroleum Corp. 7.0000% Mat 02/01/2014
|
$106,181.25
|
0.02
|
|
857689AV5
|
1,515,000
|
Station Casinos Inc. 6.0000% Mat 04/01/2012
|
$102,262.50
|
0.02
|
|
404119AF6
|
100,000
|
HCA Inc. 6.3000% Mat 10/01/2012
|
$98,750.00
|
0.02
|
|
552953AD3
|
95,000
|
MGM MIRAGE Inc. 8.5000% Mat 09/15/2010
|
$94,643.75
|
0.02
|
|
466313AD5
|
80,000
|
Jabil Circuit Inc. 8.2500% Mat 03/15/2018
|
$83,800.00
|
0.02
|
|
36186CCB7
|
70,000
|
GMAC Inc. 8.3000% Mat 02/12/2015
|
$70,437.50
|
0.02
|
|
36186CCA9
|
74,000
|
GMAC Inc. 8.0000% Mat 12/31/2018
|
$70,300.00
|
0.02
|
|
740434600
|
3,400
|
Preferred Plus, Trust
|
$70,278.00
|
0.02
|
|
843452AZ6
|
60,000
|
Southern Natural Gas Co. 8.0000% Mat 03/01/2032
|
$68,345.52
|
0.02
|
|
370442774
|
10,100
|
Motors Liquidation Co.
|
$66,281.25
|
0.02
|
|
81663A113
|
9,492
|
SemGroup Corp.
|
$64,071.24
|
0.01
|
|
026375AN5
|
55,000
|
American Greetings Corp. 7.3750% Mat 06/01/2016
|
$55,825.00
|
0.01
|
|
80007PAK5
|
60,000
|
SandRidge Energy Inc. 8.7500% Mat 01/15/2020
|
$54,600.00
|
0.01
|
|
45820EAX0
|
40,000
|
Intelsat Jackson Holdings Ltd. 11.2500% Mat 06/15/2016
|
$42,400.00
|
0.01
|
|
398186AA4
|
70,000
|
Griffin Coal Mining Co. Pty Ltd. 9.5000% Mat 12/01/2016
|
$40,950.00
|
0.01
|
|
404119AG4
|
40,000
|
HCA Inc. 6.2500% Mat 02/15/2013
|
$38,700.00
|
0.01
|
|
313586752
|
37,200
|
Federal National Mortgage Association (FNMA)
|
$36,828.00
|
0.01
|
|
21988G551
|
1,600
|
Ford Motor Co.
|
$34,816.00
|
0.01
|
|
4201229B1
|
27,721
|
Hawker Beechcraft Acquisition Co. 2.2901% Mat 03/26/2014
|
$22,946.62
|
0.01
|
|
370442766
|
2,200
|
Motors Liquidation Co.
|
$14,437.50
|
0.00
|
|
656559143
|
5,518
|
Nortek Inc.
|
$13,795.86
|
0.00
|
|
12502CAS0
|
10,000
|
CCH II LLC/CCH II Capital Corp. 13.5000% Mat 11/30/2016
|
$11,512.50
|
0.00
|
|
16117M123
|
2,238
|
Charter Communications Inc.
|
$11,190.00
|
0.00
|
|
651715AD6
|
15,000
|
NewPage Corp. 10.0000% Mat 05/01/2012
|
$8,793.75
|
0.00
|
|
34460XAA7
|
445,000
|
Fontainebleau Las Vegas Holdings LLC/Fontainebleau Las Vegas Capital Corp. 11.0000% Mat 06/15/2015
|
$7,231.25
|
0.00
|
|
370442816
|
900
|
Motors Liquidation Co.
|
$5,906.25
|
0.00
|
|
370442725
|
400
|
Motors Liquidation Co.
|
$2,625.00
|
0.00
|
|
857689AZ6
|
85,000
|
Station Casinos Inc. 6.6250% Mat 03/15/2018
|
$1,062.50
|
0.00
|
|
420029AF7
|
980,000
|
Hawaiian Telcom Communications Inc. 12.5000% Mat 05/01/2015
|
$98.00
|
0.00
|
|
11988P115
|
1,981
|
Buffets Restaurant Holdings
|
$19.81
|
0.00
|
|
750495AL7
|
725,000
|
Radnor Holdings Inc. 11.0000% Mat 03/15/2010
|
$0.01
|
0.00
|
|
910GJN905
|
1
|
Turbo Beta Ltd.
|
$0.00
|
0.00
|
|
472891902
|
1,000
|
Jazztel PLC
|
$0.00
|
0.00
|
