|
AES CORP/THE 7.750 01MAR2014
|
|
0.64
|
|
AES CORP/THE 8.750 15MAY2013
|
|
0.39
|
|
AIRGAS INC 7.125 01OCT2018
|
|
0.14
|
|
AMC ENTERTAINMENT INC 8.750 01JUN2019
|
|
0.58
|
|
AMERISTAR CASINOS INC 9.250 01JUN2014
|
|
0.51
|
|
APRIA HEALTHCARE GROUP INC 11.250 01NOV2014
|
|
0.67
|
|
APRIA HEALTHCARE GROUP INC 12.375 01NOV2014
|
|
0.30
|
|
ASHLAND INC 9.125 01JUN2017
|
|
0.56
|
|
ATLAS ENERGY OPERATING CO LLC 10.750 01FEB2018
|
|
0.77
|
|
AXCAN INTERMEDIATE HOLDINGS IN NOTE 12.750 01MAR20
|
|
0.28
|
|
BALDOR ELECTRIC CO NOTE 8.625 15FEB2017
|
|
0.28
|
|
BANK OF AMERICA CORP 8.000 30JUL2149
|
|
0.53
|
|
BERRY PLASTICS CORP NOTE 8.875 15SEP2014
|
|
0.73
|
|
BERRY PLASTICS ESCROW LLC/BERR 8.250 15NOV2015
|
|
0.33
|
|
BOMBARDIER INC 6.300 01MAY2014
|
|
1.37
|
|
BROWN SHOE CO INC NOTE 8.750 01MAY2012
|
|
0.70
|
|
CALPINE CORP 3.124 29MAR2014
|
|
0.37
|
|
CALPINE CORP 3.124 29MAR2014
|
|
0.31
|
|
CASCADES INC 7.875 15JAN2020
|
|
0.45
|
|
CASE NEW HOLLAND INC 7.750 01SEP2013
|
|
0.41
|
|
CCM MERGER INC LN223962 8.500 21JUL2012
|
|
0.02
|
|
CCM MERGER INC LN223962 8.500 21JUL2012
|
|
0.12
|
|
CCM MERGER INC LN223962 8.500 21JUL2012
|
|
0.07
|
|
CCM MERGER INC LN223962 8.500 21JUL2012
|
|
0.15
|
|
CCM MERGER INC LN223962 8.500 21JUL2012
|
|
0.57
|
|
CCM MERGER INC LN223962 8.500 21JUL2012
|
|
0.03
|
|
CHAPARRAL ENERGY INC NOTE 8.500 01DEC2015
|
|
0.80
|
|
CHARTER COMMUNICATIONS OPERATI 12.875 15SEP2014
|
|
1.02
|
|
CHESAPEAKE ENERGY CORP 7.500 15SEP2013
|
|
0.31
|
|
CHESAPEAKE ENERGY CORP 9.500 15FEB2015
|
|
0.87
|
|
CHESAPEAKE ENERGY CORP NOTE 6.375 15JUN2015
|
|
0.39
|
|
CIMAREX ENERGY CO NOTE 7.125 01MAY2017
|
|
0.22
|
|
CIT GROUP INC 7.000 01MAY2014
|
|
0.47
|
|
CIT GROUP INC 7.000 01MAY2017
|
|
1.81
|
|
CITIZENS COMM CO 9.000 15AUG2031
|
|
1.09
|
|
CONSTELLATION BRANDS INC NOTE 7.250 15MAY2017
|
|
0.49
|
|
CROWN AMERICAS LLC / CROWN AME 7.625 15NOV2013
|
|
0.39
|
|
CSC HOLDINGS INC/UNITED STATES 8.625 15FEB2019
|
|
1.31
|
|
CSC HOLDINGS INC/UNITED STATES NOTE 8.500 15JUN201
|
|
0.55
|
|
Cash
|
CASH
|
0.00
|
|
Cash Investments
|
|
1.24
|
|
Cash Investments
|
|
3.49
|
|
ECHOSTAR DBS 7.000 01OCT2013
|
|
1.39
|
|
EDISON MISSION ENERGY 7.000 15MAY2017
|
|
0.45
|
|
EDISON MISSION ENERGY 7.750 15JUN2016
|
|
0.42
|
|
EL PASO CORP 12.000 05DEC2013
|
|
0.09
|
|
EL PASO CORP 6.875 15JUN2014
|
|
0.31
|
|
EXPEDIA INC NOTE 8.500 01JUL2016
|
|
0.86
|
|
FEDERATED RETAIL NOTE 5.900 01DEC2016
|
|
0.58
|
|
FIRST DATA CORP 11.250 31MAR2016
|
|
0.27
|
|
FIRST DATA CORP NOTE 9.875 24SEP2015
|
|
0.83
|
|
FLEXTRONICS INTERNATIONAL LTD NOTE 6.500 15MAY2013
|
|
0.28
|
|
FMC FINANCE III SA NOTE 6.875 15JUL2017
|
|
0.75
|
|
FORD MOTOR CREDIT CO LLC NOTE 7.250 25OCT2011
|
|
1.36
|
|
FOREST OIL CORP 7.250 15JUN2019
|
|
0.40
|
|
FOUNDATION PA COAL CO LLC NOTE 7.250 01AUG2014
|
|
0.28
|
|
FRESENIUS US FINANCE II INC 9.000 15JUL2015
|
|
0.25
|
|
GEOPHYSIQUE-VERI NOTE 7.500 15MAY2015
|
|
0.49
|
|
GEORGIA-PACIFIC LLC 8.250 01MAY2016
|
|
0.50
|
|
GEORGIA-PACIFIC LLC NOTE 7.125 15JAN2017
|
|
0.54
|
|
GMAC INC NOTE 6.750 01DEC2014
|
|
0.46
|
|
GMAC INC NOTE 6.875 15SEP2011
|
|
0.50
|
|
GMAC INC PFD 7.000
|
|
0.27
|
|
GRAHAM PACKAGING CO LP/GPC CAP NOTE 9.875 15OCT201
|
|
0.63
|
|
GRAPHIC PACKAGING INTERNATIONA 9.500 15AUG2013
|
|
0.72
|
|
HANSON LTD 7.875 27SEP2010
|
|
0.27
|
|
HARRAH'S OPERATING CO INC 11.250 01JUN2017
|
|
0.80
|
|
HCA INC/DE 7.875 15FEB2020
|
|
0.58
|
|
HCA INC/DE 9.875 15FEB2017
|
|
0.37
|
|
HCA INC/DE NOTE 5.750 15MAR2014
|
|
0.55
|
|
HCA INC/DE NOTE 6.250 15FEB2013
|
|
0.32
|
|
HEALTHSOUTH CORP 10.750 15JUN2016
|
|
0.69
|
|
HEXCEL CORP NOTE 6.750 01FEB2015
|
|
0.38
|
|
HILCORP ENERGY I LP/HILCORP FI NOTE 7.750 01NOV201
|
|
0.84
|
|
HUGHES NETWORK SYSTEMS LLC/HNS NOTE 9.500 15APR201
|
|
0.38
|
|
INNOPHOS HOLDINGS INC NOTE 9.500 15APR2012
|
|
0.46
|
|
INNOPHOS INC 8.875/8.875 15AUG2014
|
|
0.54
|
|
INTELSAT BERMUDA LTD 11.500 04FEB2017
|
|
1.91
|
|
INTELSAT CORP NOTE 9.250 15JUN2016
|
|
0.88
|
|
INTERFACE INC NOTE 9.500 01FEB2014
|
|
0.48
|
|
INTERGEN NV NOTE 9.000 30JUN2017
|
|
0.92
|
|
INVACARE CORP NOTE 9.750 15FEB2015
|
|
0.17
|
|
IPALCO ENTERPRISES INC 8.625/8.625 14NOV2011
|
|
0.24
|
|
JBS USA LLC/JBS USA FINANCE IN 11.625 01MAY2014
|
|
0.52
|
|
K HOVNANIAN ENTERPRISES INC 10.625 15OCT2016
|
|
0.97
|
|
KEY ENERGY SERVICES INC 8.375 01DEC2014
|
|
0.38
|
|
L-3 COMMUNICATIONS CORP NOTE 5.875 15JAN2015
|
|
0.58
|
|
LAS VEGAS SANDS CORP NOTE 6.375 15FEB2015
|
|
0.27
|
|
LPL HOLDINGS INC 10.750 15DEC2015
|
|
1.11
|
|
LVB ACQUISITION 10.000 15OCT2017
|
|
0.92
|
|
M-FOODS HOLDINGS INC 9.750 01OCT2013
|
|
0.33
|
|
MASSEY ENERGY CO NOTE 6.875 15DEC2013
|
|
1.09
|
|
METROPCS WIRELESS INC 9.250 01NOV2014
|
|
0.51
|
|
MGM MIRAGE 10.375 15MAY2014
|
|
0.54
|
|
MGM MIRAGE NOTE 13.000 15NOV2013
|
|
1.36
|
|
MIDWEST GENERATION LLC 8.560 02JAN2016
|
|
0.41
|
|
MIRANT AMERICAS GENERATION LLC 8.500 01OCT2021
|
|
1.17
|
|
MIRANT AMERICAS GENERATION LLC 9.125 01MAY2031
|
|
0.37
|
|
NAVISTAR INTERNATIONAL CORP 8.250 01NOV2021
|
|
0.48
|
|
NEWFIELD EXPLORATION CO 6.625 01SEP2014
|
|
0.72
|
|
NEWFIELD EXPLORATION CO NOTE 7.125 15MAY2018
|
|
0.15
|
|
NEWPAGE CORP 11.375 31DEC2014
|
|
0.65
|
|
NEXTEL COMMUNICATIONS INC NOTE 6.875 31OCT2013
|
|
1.14
|
|
NIELSEN FINANCE LLC / NIELSEN NOTE 10.000 01AUG201
|
|
0.58
|
|
NOVELIS INC/GA 7.250/7.250 15FEB2015
|
|
1.21
|
|
NRG ENERGY INC 8.500 15JUN2019
|
|
1.07
|
|
NSG HOLDINGS LLC / NSG HOLDING 7.750 15DEC2025
|
|
0.96
|
|
NTL CABLE PLC NOTE 8.750 15APR2014
|
|
0.03
|
|
NTL CABLE PLC NOTE 9.125 15AUG2016
|
|
0.63
|
|
Net Other Assets
|
NETOTHERASSET
|
0.00
|
|
OMNICARE INC 6.875 15DEC2015
|
|
0.23
|
|
OMNICARE INC NOTE 6.750 15DEC2013
|
|
0.87
|
|
OPTI CANADA INC NOTE 8.250 15DEC2014
|
|
0.97
|
|
ORION POWER HOLDINGS INC 12.000 01MAY2010
|
|
0.20
|
|
ORMAT FUNDING CORP NOTE 8.250 30DEC2020
|
|
0.85
|
|
OWENS-BROCKWAY GLASS CONTAINER 7.375 15MAY2016
|
|
0.36
|
|
OWENS-BROCKWAY GLASS CONTAINER NOTE 6.750 01DEC201
|
|
0.42
|
|
OXFORD INDUSTRIES INC 11.375 15JUL2015
|
|
0.52
|
|
P.H. GLATFELTER NOTE 7.125 01MAY2016
|
|
0.24
|
|
PAETEC HOLDING CORP 8.875 30JUN2017
|
|
1.29
|
|
PGS SOLUTIONS NOTE 9.625 15FEB2015
|
|
1.29
|
|
PHILLIPS-VAN HEUSEN CORP NOTE 7.250 15FEB2011
|
|
0.60
|
|
PIONEER NATURAL RESOURCES CO 6.650 15MAR2017
|
|
0.65
|
|
PLAINS EXPLORATION & PRODUCTION 10.000 01MAR2016
|
|
0.72
|
|
PLAINS EXPLORATION & PRODUCTION 7.625 01JUN2018
|
|
0.82
|
|
PLAINS EXPLORATION & PRODUCTION 7.750 15JUN2015
|
|
0.30
|
|
QWEST CAPITAL FUNDING INC 7.250 15FEB2011
|
|
1.04
|
|
RBS GLOBAL INC / REXNORD LLC NOTE 9.500 01AUG2014
|
|
0.65
|
|
RITE AID CORP NOTE 8.625 01MAR2015
|
|
0.84
|
|
RRI ENERGY INC NOTE 7.875 15JUN2017
|
|
0.58
|
|
SANDRIDGE ENERGY INC NOTE 8.625 01APR2015
|
|
1.37
|
|
SCIENTIFIC GAMES INTERNATIONAL 9.250 15JUN2019
|
|
0.42
|
|
SELECT MEDICAL CORP 7.625 01FEB2015
|
|
0.79
|
|
SELECT MEDICAL HOLDINGS CORP NOTE 6.4275 15SEP2015
|
|
0.50
|
|
SERVICE CORP INTERNATIONAL/US 6.750/6.750 01APR201
|
|
0.49
|
|
SIRIUS XM RADIO INC NOTE 9.625 01AUG2013
|
|
0.62
|
|
SMITHFIELD FOODS INC NOTE 7.000 01AUG2011
|
|
0.65
|
|
SOLO CUP CO 8.500 15FEB2014
|
|
0.60
|
|
SONAT INC 7.625 15JUL2011
|
|
0.50
|
|
SPRINT CAPITAL CORP 6.900 01MAY2019
|
|
0.71
|
|
SUN HEALTHCARE GROUP INC NOTE 9.125 15APR2015
|
|
0.53
|
|
SUNGARD DATA SYSTEMS INC 10.625 15MAY2015
|
|
0.23
|
|
SUNGARD DATA SYSTEMS INC NOTE 10.250 15AUG2015
|
|
0.29
|
|
SUNGARD DATA SYSTEMS INC NOTE 9.125 15AUG2013
|
|
0.76
|
|
SUPERVALU INC 8.000 01MAY2016
|
|
0.36
|
|
SUPERVALU INC NOTE 7.500 15NOV2014
|
|
0.47
|
|
SW ACQUISITION LP
|
|
0.00
|
|
TECK RESOURCES LTD 10.250 15MAY2016
|
|
1.21
|
|
TENET HEALTHCARE CORP 10.000 01MAY2018
|
|
0.53
|
|
TENET HEALTHCARE CORP NOTE 7.375 01FEB2013
|
|
0.50
|
|
TERRA CAPITAL INC 7.750 01NOV2019
|
|
0.81
|
|
TICKETMASTER ENTERTAINMENT INC 10.750 01AUG2016
|
|
0.83
|
|
TRANSDIGM INC 7.750 15JUL2014
|
|
0.46
|
|
UNITED RENTALS NORTH AMERICA INC NOTE 6.500 15FEB2
|
|
0.53
|
|
VERSO PAPER HOLDINGS LLC / VER 11.500 01JUL2014
|
|
0.57
|
|
WEST CORP 9.500 15OCT2014
|
|
0.51
|
|
WESTLAKE CHEMICAL CORP NOTE 6.625 15JAN2016
|
|
0.34
|
|
WIND ACQUISITION FINANCE SA 11.750 15JUL2017
|
|
0.72
|
|
WIND ACQUISITION FINANCE SA 12.000/12.000 01DEC201
|
|
0.81
|
|
WINDSTREAM CORP 7.875 01NOV2017
|
|
0.48
|
|
WINDSTREAM CORP NOTE 8.125 01AUG2013
|
|
0.29
|
|
WYNN LAS VEGAS LLC / WYNN LAS 6.625 01DEC2014
|
|
0.94
|
|
XM SATELLITE RADIO INC NOTE 13.000 01AUG2013
|
|
0.44
|
