Top Holdings
Federated NVIT High Income Bond Fund
Top Holdings (all classes) as of 04/30/2012
View all holdings as of 04/30/2012 | 03/30/2012 | 02/29/2012
| Holding | Percent |
|---|---|
| CIT GROUP INC 7% BDS 02/MAY/2017 USD1000 144A | 2.37% |
| HCA INC 7.5% BDS 15/FEB/2022 USD2000 | 1.71% |
| INTERNATIONAL LEASE FINANCE CORP 8.25% BDS | 1.48% |
| FORD MOTOR CREDIT CO 3.875% BDS 15/JAN/2015 | 1.37% |
| ALLY FINANCIAL INC 8.0% 15/MAR/2020 | 1.29% |
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | 1.27% |
| HOST MARRIOTT LP 6.75% SNR NTS 01/JUN/2016 USD1000 | 0.91% |
| BIOMET INC 11.625% BDS 15/OCT/2017 USD 1000 | 0.84% |
| ENERGY TRANSFER EQUITY LP 7.5% BDS 15/OCT/2020 | 0.77% |
| MICHAEL FOOD INC NEW SR NT 9.75% 15/JUL/2018 | 0.75% |
| Holding | Ticker | Security No | Shares | Market Value | Percent |
|---|---|---|---|---|---|
| CIT GROUP INC 7% BDS 02/MAY/2017 USD1000 144A | N/A | 125581GA0 | 7,125,000 | 7,142,812.50 | 2.37% |
| HCA INC 7.5% BDS 15/FEB/2022 USD2000 | N/A | 404121AD7 | 4,800,000 | 5,166,000.00 | 1.71% |
| INTERNATIONAL LEASE FINANCE CORP 8.25% BDS | N/A | 459745GF6 | 4,000,000 | 4,480,000.00 | 1.48% |
| FORD MOTOR CREDIT CO 3.875% BDS 15/JAN/2015 | N/A | 345397VW0 | 4,000,000 | 4,145,532.00 | 1.37% |
| ALLY FINANCIAL INC 8.0% 15/MAR/2020 | N/A | 02005NAE0 | 3,400,000 | 3,894,785.00 | 1.29% |
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | N/A | 89199B034 | 3,844,819 | 3,844,818.89 | 1.27% |
| HOST MARRIOTT LP 6.75% SNR NTS 01/JUN/2016 USD1000 | N/A | 44108EBA5 | 2,675,000 | 2,748,562.50 | 0.91% |
| BIOMET INC 11.625% BDS 15/OCT/2017 USD 1000 | N/A | 090613AE0 | 2,325,000 | 2,522,625.00 | 0.84% |
| ENERGY TRANSFER EQUITY LP 7.5% BDS 15/OCT/2020 | N/A | 29273VAC4 | 2,100,000 | 2,325,750.00 | 0.77% |
| MICHAEL FOOD INC NEW SR NT 9.75% 15/JUL/2018 | N/A | 594073AB4 | 2,050,000 | 2,255,000.00 | 0.75% |
| INTELSAT BERMUDA 11.25% GTD NTS 15/JUN/2016 | N/A | 45820EAX0 | 2,125,000 | 2,233,906.25 | 0.74% |
| NUVEEN INVESTMENTS INC 10.5% NTS 15/NOV/2015 | N/A | 67090FAD8 | 2,100,000 | 2,168,250.00 | 0.72% |
| SPRINT CAPITAL CORP 6.9% GTD BDS 01/MAY/2019 | N/A | 852060AG7 | 2,300,000 | 2,012,500.00 | 0.67% |
| VWR FUNDING INC VAR SNR NTS 15/JUL/2015 USD1000 | N/A | 918436AD8 | 1,902,656 | 1,974,005.60 | 0.65% |
| SEALY MATTRESS CO 8.25% BDS 15/JUN/2014 USD1000 | N/A | 812141AN9 | 1,975,000 | 1,965,125.00 | 0.65% |
| CDW LLC/CDW FIN CORP 8.5% BDS 01/APR/2019 USD1000 | N/A | 12513GAX7 | 1,825,000 | 1,952,750.00 | 0.65% |
| HARRAHS OPERATING CO INC 11.25% GTD SNR NTS | N/A | 413627BL3 | 1,750,000 | 1,933,750.00 | 0.64% |
| FIRST DATA CORP 2LIEN PIK 144A 15/JAN/2022 | N/A | 319963AZ7 | 1,975,000 | 1,925,625.00 | 0.64% |
| FORD MOTOR CO 8% BDS 15/DEC/2016 USD100000 | N/A | 345397VC4 | 1,575,000 | 1,881,307.58 | 0.62% |
| DINEEQUITY INC 9.5% SNR NTS 30/OCT/2018 USD1000 | N/A | 254423AB2 | 1,675,000 | 1,850,875.00 | 0.61% |
| EMERGENCY MED SVCS CORP 8.125% BDS 01/JUN/2019 | N/A | 29100PAB8 | 1,775,000 | 1,819,375.00 | 0.60% |
| MULTIPLAN INC 9.875% BDS 01/SEP/2018 USD1000 | N/A | 62546RAB7 | 1,675,000 | 1,817,375.00 | 0.60% |
| NEEDLE MERGER SUB CORP 8.125% SNR NTS 15/MAR/2019 | N/A | 639888AA4 | 1,800,000 | 1,800,000.00 | 0.60% |
| LAWSON SOFTWARE INC 11.50% NTS 15/JUL/2018 USD1000 | N/A | 52078PAC6 | 1,600,000 | 1,792,000.00 | 0.59% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 8.25% BDS | N/A | 761735AE9 | 1,850,000 | 1,785,250.00 | 0.59% |
| SEALED AIR CORP 8.375% SNR NTS 15/SEP/2021 USD100 | N/A | 81211KAR1 | 1,550,000 | 1,759,250.00 | 0.58% |
| VANGUARD HEALTH HLDG CO II LLC/INC 8.0% BDS | N/A | 92203PAE6 | 1,725,000 | 1,757,343.75 | 0.58% |
| CINEMARK USA INC 7.375% SNR SUB NT 15/JUN/2021 | N/A | 172441AV9 | 1,525,000 | 1,647,000.00 | 0.55% |
| YANKEE ACQUISITION CORP 9.75% SNR NTS 15/FEB/2017 | N/A | 984756AD8 | 1,575,000 | 1,645,875.00 | 0.55% |
| DEL MONTE CORP 7.625% BDS 15/FEB/2019 USD1000 | N/A | 245217AS3 | 1,550,000 | 1,565,500.00 | 0.52% |
| VISANT CORP 10% NTS 01/OCT/2017 USD1000 | N/A | 92834UAB8 | 1,650,000 | 1,565,437.50 | 0.52% |
| PENINSULA GAMING LLC/PENINSULA CORP 10.75% BDS | N/A | 707132AM8 | 1,400,000 | 1,543,500.00 | 0.51% |
| NPC INTL INC 10.5% BDS 15/JAN/2020 USD100 | N/A | 62941YAA5 | 1,400,000 | 1,540,000.00 | 0.51% |
| PETCO ANIMAL SUPPLIES INC 9.25% BDS 01/DEC/2018 | N/A | 716016AC4 | 1,400,000 | 1,540,000.00 | 0.51% |
| LENDER PROCESSING SERVICES INC 8.125% NTS | N/A | 52602EAC6 | 1,475,000 | 1,539,531.25 | 0.51% |
| US FOODSERVICE 8.50% NTS 30/JUN/2019 USD1000 144A | N/A | 91728CAE3 | 1,500,000 | 1,537,500.00 | 0.51% |
| COMPUCOM SOFTWARE 12.5% SNR NTS 01/OCT/2015 | N/A | 204780AC4 | 1,450,000 | 1,526,125.00 | 0.51% |
| EXIDE TECHNOLOGIES 8.625% SNR SEC NTS 01/FEB/2018 | N/A | 302051AQ0 | 1,875,000 | 1,523,437.50 | 0.50% |
| UCI INTERNATIONAL INC 8.625% NTS 15/FEB/2019 | N/A | 90266DAB7 | 1,475,000 | 1,511,875.00 | 0.50% |
| DIGICEL GROUP LTD 8.25% 01/SEP/2017 144A | N/A | 25380QAD1 | 1,450,000 | 1,511,625.00 | 0.50% |
| WINDSTREAM CORP 8.125% NTS 01/SEP/2018 USD1000 | N/A | 97381WAP9 | 1,375,000 | 1,478,125.00 | 0.49% |
| SSI INVESTMENTS II LIMITED 11.125% SR NT | N/A | 784662AC2 | 1,325,000 | 1,467,437.50 | 0.49% |
| DEAN FOODS CO 9.75% SNR NT 15/DEC/2018 USD1000 | N/A | 242370AC8 | 1,275,000 | 1,422,421.88 | 0.47% |
| CROSSTEX ENERGY LP 8.875% BDS 15/FEB/2018 USD1000 | N/A | 22764LAB9 | 1,325,000 | 1,421,062.50 | 0.47% |
| REYNOLDS GROUP ISSUER LLC SR NT 144A 15/MAY/2018 | N/A | 761735AA7 | 1,400,000 | 1,414,000.00 | 0.47% |
| PITTSBURGH GLASS WORKS LLC 8.50% NTS 15/APR/2016 | N/A | 725143AA9 | 1,425,000 | 1,403,625.00 | 0.46% |
| INTERNATIONAL AUTOMOTIVE COMPONENTS 9.125% SNR NTS | N/A | 45903PAA5 | 1,525,000 | 1,403,000.00 | 0.46% |
| SGS INTL INC 12% SNR NTS 15/DEC/2013 USD1000 | N/A | 784216AB9 | 1,393,000 | 1,399,965.00 | 0.46% |
| COMMSCOPE INC 8.25% BDS 15/JAN/2019 USD1000 144A | N/A | 203372AH0 | 1,300,000 | 1,387,750.00 | 0.46% |
| CROWN MEDIA HOLDINGS 10.5% BDS 15/JUL/2019 USD1000 | N/A | 228411AE4 | 1,275,000 | 1,381,781.25 | 0.46% |
| GREAT CANADIAN GAMING CO 7.25% 15/FEB/2015 144A | N/A | 389914AD4 | 1,350,000 | 1,371,937.50 | 0.45% |
| UNITED RENTALS INC 8.375% BDS 15/SEP/2020 USD1000 | N/A | 911365AW4 | 1,300,000 | 1,368,250.00 | 0.45% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 7.625% BDS | N/A | 18451QAF5 | 1,375,000 | 1,361,250.00 | 0.45% |
| ARAMARK CORP 8.5% SNR NTS 01/FEB/2015 USD1000 | N/A | 038521AD2 | 1,325,000 | 1,358,138.25 | 0.45% |
| GARDA WORLD SECURITY CORP 9.75% BDS 15/MAR/2017 | N/A | 36485MAA7 | 1,275,000 | 1,351,500.00 | 0.45% |
| MARKWEST ENERGY PARTNERS LP 6.25% BDS 15/JUN/2022 | N/A | 570506AP0 | 1,275,000 | 1,341,937.50 | 0.44% |
| UNIV HOSPITAL SVCS VAR SR SEC NTS 01/JUN/2015 | N/A | 91359PAF7 | 1,300,000 | 1,331,687.50 | 0.44% |
| EPICOR SOFTWARE CORP 8.625% NTS 01/MAY/2019 | N/A | 29426LAC2 | 1,275,000 | 1,319,625.00 | 0.44% |
| CHAPARRAL ENERGY INC 9.875% NTS 01/OCT/2020 | N/A | 15941RAN0 | 1,175,000 | 1,318,937.50 | 0.44% |
| SIMMONS CO 11.25% BDS 15/JUL/2015 USD2000'144A' | N/A | 828690AA5 | 1,275,000 | 1,318,044.00 | 0.44% |
| RBS GLOBAL & REXNORD CORP 8.5% SR NTS 01/MAY/2018 | N/A | 75524DAN0 | 1,200,000 | 1,305,000.00 | 0.43% |
| OMNICARE INC 7.75% BDS 01/JUN/2020 USD1000 | N/A | 681904AM0 | 1,175,000 | 1,292,500.00 | 0.43% |
| CEDAR FAIR L.P 9.125% BDS 01/AUG/2018 USD1000 | N/A | 150191AC8 | 1,150,000 | 1,288,000.00 | 0.43% |
| NORCRAFT COMPANIES/NORCRAFT FINCORP 10.5% SR NT | N/A | 65556TAD9 | 1,375,000 | 1,285,625.00 | 0.43% |
| CLEAR CHANNEL COMMUNICATIONS INC 9% BDS | N/A | 184502BG6 | 1,400,000 | 1,267,000.00 | 0.42% |
| SPRINT NEXTEL CORP 9% BDS 15/NOV/2018 USD1000 144A | N/A | 852061AK6 | 1,150,000 | 1,266,437.50 | 0.42% |
| CORELOGIC INC 7.25% BDS 01/JUN/2021 USD100 144A | N/A | 21871DAA1 | 1,200,000 | 1,263,000.00 | 0.42% |
| SOPHIA LP/SOPHIA F 9.75% BDS 15/JAN/2019 USD'144A | N/A | 83577TAA3 | 1,175,000 | 1,260,187.50 | 0.42% |
| GXS WORLWIDE INC 9.75% NTS 15/JUN/2015 USD1000 | N/A | 36190QAB2 | 1,300,000 | 1,251,250.00 | 0.41% |
| SYNIVERSE HLDGS INC 9.125% BDS 15/JAN/2019 USD1000 | N/A | 87163FAA4 | 1,125,000 | 1,247,343.75 | 0.41% |
| SPRINT CAPITAL CORP 6.875% NTS 15/NOV/2028 USD1000 | N/A | 852060AD4 | 1,650,000 | 1,233,375.00 | 0.41% |
| NRG ENERGY INC 7.625% SNR NT 15/MAY/2019 USD1000 | N/A | 629377BR2 | 1,250,000 | 1,231,250.00 | 0.41% |
| JACOBS ENTERTAINMENT 9.75% SNR NTS 15/JUN/2014 | N/A | 469815AG9 | 1,225,000 | 1,221,937.50 | 0.40% |
| SPANSION LLC 7.875% BDS 15/NOV/2017 USD1000 | N/A | 84649PAJ4 | 1,225,000 | 1,206,625.00 | 0.40% |
| JAGUAR HLDG CO II/JAGUAR MERGER SUB 9.5% BDS | N/A | 47009WAA9 | 1,100,000 | 1,204,500.00 | 0.40% |
| TRANSDIGM INC 7.75% BDS 15/DEC/2018 USD1000 | N/A | 893647AP2 | 1,100,000 | 1,199,000.00 | 0.40% |
| ASPECT SOFTWARE INC 10.625% SR NTS 15/MAY/2017 | N/A | 04523XAB3 | 1,100,000 | 1,190,750.00 | 0.39% |
| CHRYSLER GROUP LLC/CGCO ISUER INC 8.25% BDS | N/A | 17121EAD9 | 1,150,000 | 1,190,250.00 | 0.39% |
| HILLMAN GROUP INC 10.875% SR NT 01/JUN/2018 | N/A | 43162RAB0 | 1,125,000 | 1,186,875.00 | 0.39% |
| GENERAL CABLE CORP 7.125% SNR NTS 01/APR/2017 | N/A | 369300AH1 | 1,150,000 | 1,184,500.00 | 0.39% |
| METROPCS WIRELESS 6.625% GTD SNR 15/NOV/2020 USD | N/A | 591709AL4 | 1,225,000 | 1,179,062.50 | 0.39% |
| MGM RESORTS INTL 7.5% SNR NTS 01/JUN/2016 USD1000 | N/A | 552953BC4 | 1,125,000 | 1,170,000.00 | 0.39% |
| IGATE CORP 9% SNR NT 01/MAY/2016 USD1000 | N/A | 45169UAC9 | 1,075,000 | 1,166,375.00 | 0.39% |
| AMERICAN AXLE & MANUFACTURING INC 7.75% BDS | N/A | 02406PAK6 | 1,075,000 | 1,161,000.00 | 0.38% |
| INERGY LP & INERGY FINANCE CORP 7% SNR NT | N/A | 45661TAM3 | 1,125,000 | 1,153,125.00 | 0.38% |
| JARDEN CORP SR SB NT 7.5% 01/MAY/2017 | N/A | 471109AB4 | 1,025,000 | 1,140,312.50 | 0.38% |
| IASIS HEALTHCARE CORP 8.375% BDS 15/MAY/2019 | N/A | 45072PAD4 | 1,150,000 | 1,131,312.50 | 0.37% |
| TRANSUNION HOLDING 9.625% BDS 15/JUN/2018 USD1000 | N/A | 89400RAA7 | 1,050,000 | 1,126,125.00 | 0.37% |
| ACADEMY LTD / ACAD 9.25% SNR 01/AUG/2019 USD1000 | N/A | 004010AA2 | 1,050,000 | 1,120,875.00 | 0.37% |
| ALLEN SYSTEMS GROU 10.5% SNR 15/NOV/2016 USD1000 | N/A | 018089AA0 | 1,350,000 | 1,120,500.00 | 0.37% |
| ENTERCOM RADIO LLC / ENTERCOM SR NT 10.5% | N/A | 29363TAB2 | 1,025,000 | 1,117,250.00 | 0.37% |
| FOX ACQUISITION SUB LLC 13.375% SNR NTS | N/A | 351647AA0 | 1,025,000 | 1,113,406.25 | 0.37% |
| OMNOVA SOLUTIONS INC 7.875% SNR NTS 01/NOV/2018 | N/A | 682129AE1 | 1,100,000 | 1,102,750.00 | 0.37% |
| FERRO CORP 7.875% BDS 15/AUG/2018 USD1000 | N/A | 315405AM2 | 1,075,000 | 1,101,875.00 | 0.36% |
| DEAN FOODS CO 7% BDS 01/JUN/2016 USD1000 | N/A | 242370AA2 | 1,050,000 | 1,092,000.00 | 0.36% |
| MASONITE INTERNATIONAL CORP 8.25% BDS 15/APR/2021 | N/A | 575384AF9 | 1,050,000 | 1,092,000.00 | 0.36% |
| EVEREST ACQUISITION LLC/FIN INC 9.375% BDS | N/A | 29977HAA8 | 1,025,000 | 1,091,625.00 | 0.36% |
| SEMINOLE TRIBE OF FLORIDA 7.75% BDS 01/OCT/2017 | N/A | 81683RAQ7 | 1,000,000 | 1,087,500.00 | 0.36% |
| NORTEK INC 8.5% BDS 15/APR/2021 USD1000 | N/A | 656559BQ3 | 1,100,000 | 1,086,250.00 | 0.36% |
| AMERICAN CASINO & ENTERTAINMENT 11% SR NTS | N/A | 02504UAB6 | 1,013,000 | 1,069,981.25 | 0.35% |
| WEST CORP 11% SNR NTS 15/OCT/2016 USD1000 | N/A | 952355AF2 | 1,000,000 | 1,062,500.00 | 0.35% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.25% NTS | N/A | 1248EPAQ6 | 975,000 | 1,060,312.50 | 0.35% |
| PLY GEM INDS INC SR NT 8.25% 15/FEB/2018 | N/A | 729416AQ0 | 1,075,000 | 1,056,187.50 | 0.35% |
| ARDAGH PACKAGING FINANCE 9.125% BDS 15/OCT/2020 | N/A | 039686AB6 | 975,000 | 1,055,437.50 | 0.35% |
| ENTRAVISION COMMUNICATIONS CORP 8.75% SR NT | N/A | 29382RAD9 | 1,000,000 | 1,055,000.00 | 0.35% |
| ADVANCED MICRO DEVICES INC 8.125% SR NTS | N/A | 007903AR8 | 950,000 | 1,045,000.00 | 0.35% |
| FREESCALE SEMICONDUCTOR INC 9.25% NTS 15/APR/2018 | N/A | 35687MAT4 | 950,000 | 1,041,437.50 | 0.34% |
| SUGAR HSP GMNG PRO 8.625% SNR 15/APR/2016 USD1000 | N/A | 865033AA2 | 975,000 | 1,037,156.25 | 0.34% |
| AMC NETWORKS INC 7.75% BDS 15/JUL/2021 USD2000 | N/A | 00164VAA1 | 925,000 | 1,033,687.50 | 0.34% |
| SERENA SOFTWARE 10.375% SNR SUB NTS 15/MAR/2016 | N/A | 817492AD3 | 1,000,000 | 1,030,000.00 | 0.34% |
| HEXION US FIN CORP/HEXION NOVA SCOT 8.875% SNR NTS | N/A | 428303AJ0 | 975,000 | 1,021,312.50 | 0.34% |
| CHESAPEAKE ENERGY 6.775% BDS 15/MAR/2019 USD1000 | N/A | 165167CH8 | 1,050,000 | 1,021,125.00 | 0.34% |
| KEMET CORP 10.5% BDS 01/MAY/2018 USD1000 | N/A | 488360AF5 | 950,000 | 1,021,250.00 | 0.34% |
| HCA INC 5.875% GTD SNR 15/MAR/2022 USD | N/A | 404121AE5 | 1,000,000 | 1,016,250.00 | 0.34% |
| PACKAGING DYNAMICS CORP 8.75% NTS 01/FEB/2016 | N/A | 695160AA9 | 950,000 | 1,009,375.00 | 0.33% |
| SEMINOLE HARD ROCK ENTERTAINMENT FLTG RATE NTS | N/A | 816752AA7 | 1,025,000 | 1,008,343.75 | 0.33% |
| CLEAVER-BROOKS INC 12.25% BDS 01/MAY/2016 | N/A | 185401AA4 | 950,000 | 1,008,187.50 | 0.33% |
| XM SATELLITE RADIO INC 7.625% BDS 01/NOV/2018 | N/A | 98375YAZ9 | 925,000 | 1,008,250.00 | 0.33% |
| SEAGATE HDD CAYMAN 6.875% GTD SNR 01/MAY/2020 USD | N/A | 81180WAD3 | 925,000 | 992,062.50 | 0.33% |
| INTERACTIVE DATA CORP 10.25% SNR NTS 01/AUG/2018 | N/A | 45840JAB3 | 875,000 | 990,937.50 | 0.33% |
| PRESTIGE BRANDS INC 8.25% SR NT 01/APR/2018 | N/A | 74112BAE5 | 900,000 | 985,500.00 | 0.33% |
| BAUSCH & LOMB INC 9.875% SRN 01/NOV/2015 USD1000 | N/A | 071707AP8 | 925,000 | 973,562.50 | 0.32% |
| RGHL US ESCROW II INC/LLC 7.875% SNR SEC NTS | N/A | 74959HAA6 | 900,000 | 972,000.00 | 0.32% |
| CUMULUS MEDIA INC 7.75% BDS 01/MAY/2019 USD1000 | N/A | 23109BAA5 | 1,025,000 | 969,906.25 | 0.32% |
| JAGUAR LAND ROVER PLC 8.125% BDS 15/MAY/2021 | N/A | 47009XAB5 | 925,000 | 966,625.00 | 0.32% |
| BASIC ENERGY SERVICES INC 7.125% SNR NTS | N/A | 06985PAB6 | 950,000 | 964,250.00 | 0.32% |
| PINNACLE FOODS FINANCE LLC/CORP 8.25% SR NT | N/A | 72347QAG8 | 875,000 | 947,187.50 | 0.31% |
| DYNACAST INTL LLC 9.25% BDS 15/JUL/2019 USD'144A | N/A | 26779YAA7 | 900,000 | 945,000.00 | 0.31% |
| W & T OFFSHORE INC 8.5% NTS 15/JUN/2019 USD1000 | N/A | 92922PAC0 | 875,000 | 923,125.00 | 0.31% |
| FORBES ENERGY SVCS LLC / FORBES ENE 9% BDS | N/A | 345143AC5 | 950,000 | 921,500.00 | 0.31% |
| SPECTRUM BRANDS HLDGS INC 6.75% BDS 15/MAR/2020 | N/A | 84762LAJ4 | 900,000 | 920,250.00 | 0.30% |
| OXEA FINANCE & CY SCA 9.5% BDS 15/JUL/2017 USD1000 | N/A | 69138WAA7 | 850,000 | 920,125.00 | 0.30% |
| NEXSTAR BROADCASTING INC SR NT PIK 7% 15/JAN/2014 | N/A | 65336YAE3 | 923,695 | 919,076.53 | 0.30% |
| DIGICEL GROUP LTD VAR SNR NTS 15/JAN/2015 USD1000 | N/A | 25380WAB2 | 903,767 | 909,641.49 | 0.30% |
| BWAY PARENT CO INC SR NT PIK 11 01/NOV/2015 | N/A | 12429WAB3 | 890,638 | 908,450.76 | 0.30% |
| MAGNACHIP SEMICONDUCTOR SA/FIN 10.5% SR NT | N/A | 55932RAH0 | 800,000 | 898,000.00 | 0.30% |
| GYMBOREE CORP 9.125% BDS 01/DEC/2018 USD1000 | N/A | 403777AB1 | 950,000 | 897,750.00 | 0.30% |
| MICHAELS STORES INC 7.75% NTS 01/NOV/2018 USD1000 | N/A | 594087AR9 | 850,000 | 894,625.00 | 0.30% |
| SESI L.L.C. 7.125% SNR 15/DEC/2021 USD2000 | N/A | 78412FAM6 | 825,000 | 893,062.50 | 0.30% |
| J.B. POINDEXTER & CO 9% BDS 01/APR/2022 USD1000 | N/A | 730481AF5 | 875,000 | 890,312.50 | 0.29% |
| SEMINOLE TRIBE OF FLORIDA 7.804% BDS 01/OCT/2020 | N/A | 81683RAJ3 | 900,000 | 889,002.00 | 0.29% |
| PHI INC 8.625% SNR NTS 15/OCT/2018 USD1000 | N/A | 69336TAD8 | 850,000 | 871,250.00 | 0.29% |
| STREAM GLOBAL SVCS INC 11.25% SR NTS 01/OCT/2014 | N/A | 86323MAB6 | 825,000 | 868,312.50 | 0.29% |
| AUDATEX NORTH AMERICA INC 6.75% SNR NTS | N/A | 05070GAA6 | 825,000 | 864,187.50 | 0.29% |
| SITEL 11.5% SNR NT 01/APR/2018 USD1000 | N/A | 78428EAB5 | 1,225,000 | 857,500.00 | 0.28% |
| DJO FIN LLC / DJO FIN CORP SR NT 7.75% 15/APR/2018 | N/A | 23327BAF0 | 1,050,000 | 853,125.00 | 0.28% |
| LEVEL 3 ESCROW INC 8.125% SNR 01/JUL/2019 USD1000 | N/A | 527297AA3 | 825,000 | 847,687.50 | 0.28% |
| FIDELITY NATIONAL INFO SERVICES INC 7.625% BDS | N/A | 31620MAE6 | 775,000 | 846,687.50 | 0.28% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.375% BDS | N/A | 1248EPAW3 | 775,000 | 845,718.75 | 0.28% |
| METROPCS WIRELESS INC 7.875% BDS 01/SEP/2018 | N/A | 591709AK6 | 825,000 | 845,625.00 | 0.28% |
| LIBBEY GLASS 10% NTS 15/FEB/2015 USD1000 | N/A | 52989LAE9 | 783,000 | 834,873.75 | 0.28% |
| HERTZ CORP 7.5% SNR NTS 15/OCT/2018 USD1000 | N/A | 428040CD9 | 775,000 | 831,187.50 | 0.28% |
| GRIFOLS INC 8.25% GTD SNR NTS 01/FEB/2018 USD1000 | N/A | 398436AA3 | 775,000 | 830,218.75 | 0.27% |
| INTELSAT JACKSON H 8.5% GTD SNR 01/NOV/2019 USD | N/A | 458207AH0 | 750,000 | 826,875.00 | 0.27% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR | N/A | 18451QAD0 | 750,000 | 822,187.50 | 0.27% |
| ARAMARK HOLDINGS CORP SR NT PIK 144A 01/MAY/2016 | N/A | 03852UAA4 | 800,000 | 819,008.00 | 0.27% |
| OASIS PETROLEUM IN 6.5% GTD SNR 01/NOV/2021 USD | N/A | 674215AD0 | 800,000 | 816,000.00 | 0.27% |
| TRANS UNION LLC/FINANCING CORP 11.375% NTS | N/A | 893342AC9 | 675,000 | 801,562.50 | 0.27% |
| KNOWLEDGE LEARNING CTR 144A 7.75% 01/FEB/2015 | N/A | 49926AAA3 | 975,000 | 792,187.50 | 0.26% |
| LINN ENERGY/FIN CORP 8.625% 15/APR/2020 | N/A | 536022AC0 | 725,000 | 792,062.50 | 0.26% |
| STONERIDGE INC 9.5% LN STK 15/OCT/2017 USD2000 | N/A | 86183PAE2 | 750,000 | 791,250.00 | 0.26% |
| GREIF INC 7.75% SNR NTS 01/AUG/2019 USD1000 | N/A | 397624AG2 | 700,000 | 791,000.00 | 0.26% |
| ALLISON TRANS 7.125% BDS 15/MAY/2019 USD1000 144A | N/A | 019736AC1 | 750,000 | 785,625.00 | 0.26% |
| SERVICEMASTER CO 8.0% BDS 15/FEB/2020 USD1000 144A | N/A | 81760NAL3 | 725,000 | 775,750.00 | 0.26% |
| INTERLINE BRANDS INC 7% SR NT 15/NOV/2018 USD1000 | N/A | 45874QAB6 | 725,000 | 767,593.75 | 0.25% |
| YCC HLDGS LLC / YANKEE FIN INC SR NT PIK 16 | N/A | 984211AB8 | 750,000 | 766,875.00 | 0.25% |
| BEAGLE ACQUISITION CORP 11% BDS 31/DEC/2019 | N/A | 07370UAA8 | 675,000 | 762,750.00 | 0.25% |
| MGM RESORTS INTL 8.625% BDS 01/FEB/2019 USD1000 | N/A | 552953BV2 | 700,000 | 760,375.00 | 0.25% |
| SOLUTIA INC 7.875% 15/MAR/2020 | N/A | 834376AL9 | 650,000 | 758,875.00 | 0.25% |
| MUELLER WATER PRODUCTS INC 8.75% SNR NTS | N/A | 624758AD0 | 675,000 | 757,687.50 | 0.25% |
| SCHAEFFLER FINANCE BV 8.5% BDS 15/FEB/2019 | N/A | 806261AA1 | 700,000 | 750,750.00 | 0.25% |
| FREESCALE SEMICONDUCTOR INC 10.75% SNR NTS | N/A | 35687MAV9 | 670,000 | 743,700.00 | 0.25% |
| CRC HEALTH CORP 10.75% SNR NTS 01/FEB/2016 USD1000 | N/A | 12621PAC2 | 800,000 | 736,000.00 | 0.24% |
| REXEL SR NT 144A 15/DEC/2019 | N/A | 761679AA7 | 725,000 | 735,875.00 | 0.24% |
| HUNTSMAN INTERNATIONAL 5.5% NTS 30/JUN/2016 | N/A | 44701QAV4 | 725,000 | 725,906.25 | 0.24% |
| SUNGARD DATA SYSTEMS INC 7.625% NTS 15/NOV/2020 | N/A | 867363AU7 | 675,000 | 719,718.75 | 0.24% |
| AFFINIA GROUP INC 9% NTS 30/NOV/2014 USD1000 | N/A | 00828BAB1 | 700,000 | 705,250.00 | 0.23% |
| PLAINS EXPLORATION & PRODUCTION CO 6.75% BDS | N/A | 726505AL4 | 675,000 | 702,000.00 | 0.23% |
| TOMKINS LLC / TOMKINS INC 2LIEN SR NT VAR | N/A | 890027AA3 | 630,000 | 700,875.00 | 0.23% |
| SEQUA CORPORATION 11.75% SNR NTS 01/DEC/2015 | N/A | 817320AP9 | 650,000 | 689,812.50 | 0.23% |
| BWAY HOLDING COMPANY 10% SNR NT 15/JUN/2018 | N/A | 12429TAB0 | 625,000 | 687,500.00 | 0.23% |
| VIASYSTEMS INC 7.875% BDS 01/MAY/2019 USD1000 144A | N/A | 92552SAK3 | 675,000 | 683,437.50 | 0.23% |
| CIE GEN GEOPHYSIQUE 7.75% 15/MAY/2017 | N/A | 204386AK2 | 650,000 | 676,000.00 | 0.22% |
| AMSTED INDUSTRIES 8.125% 15/MAR/2018 | N/A | 032177AD9 | 625,000 | 671,875.00 | 0.22% |
| COMPAGNIE GENERALE DE GEOPHYSIQUE 6.5% BDS | N/A | 204384AB7 | 650,000 | 669,500.00 | 0.22% |
| HUNTSMAN INTERNATIONAL 8.625% NTS 15/MAR/2021 | N/A | 44701QAX0 | 575,000 | 656,218.75 | 0.22% |
| MOMENTIVE PERFORMANCE MATERIALS INC 9% NTS | N/A | 60877UAW7 | 750,000 | 648,750.00 | 0.21% |
| TOWNSQUARE RADIO LLC/INC 9% NTS 01/APR/2019 | N/A | 892234AA3 | 625,000 | 643,750.00 | 0.21% |
| CHESAPEAKE OILFIEL 6.625% SNR 15/NOV/2019 USD2000 | N/A | 165258AA2 | 675,000 | 634,500.00 | 0.21% |
| HCA HLDGS INC 7.750% BDS 15/MAY/2021 USD1000 | N/A | 40412CAB7 | 600,000 | 630,000.00 | 0.21% |
| ALLY FINANCIAL INC 8% SNR GTD NTS 01/NOV/2031 | N/A | 36186CBY8 | 550,000 | 629,750.00 | 0.21% |
| INVENTIV HEALTH INC 10% NTS 15/AUG/2018 USD1000 | N/A | 46122EAD7 | 700,000 | 628,250.00 | 0.21% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 6.625% BDS | N/A | 1248EPAX1 | 600,000 | 627,750.00 | 0.21% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 7.125% BDS | N/A | 74959GAA8 | 600,000 | 627,000.00 | 0.21% |
| MUELLER WATER PRODUCTS INC 7.375% SNR NTS | N/A | 624758AB4 | 625,000 | 626,562.50 | 0.21% |
| MONITRONICS INTERNATIONA 9.125% BDS 01/APR/2020 | N/A | 609453AF2 | 625,000 | 625,000.00 | 0.21% |
| HCA INC 7.5% 06/NOV/2033 | N/A | 404119AJ8 | 650,000 | 617,500.00 | 0.20% |
| ATP OIL & GAS CORP 11.875% SNR NTS 01/MAY/2015 | N/A | 00208JAE8 | 800,000 | 616,000.00 | 0.20% |
| SALLY HLDGS LLC 6.875% SNR 15/NOV/2019 USD1000 | N/A | 79546VAG1 | 575,000 | 612,375.00 | 0.20% |
| COPANO ENERGY LLC 7.125% BDS 01/APR/2021 USD1000 | N/A | 217203AE8 | 575,000 | 606,625.00 | 0.20% |
| SOUTHERN STAR CENT CORP 6.75% 01/MAR/2016 | N/A | 843830AD2 | 600,000 | 606,000.00 | 0.20% |
| THERMON INDUSTRIES INC 9.5% SR NT 01/MAY/2017 | N/A | 88362RAC1 | 550,000 | 605,000.00 | 0.20% |
| IRON MOUNTAIN INC DELAWARE 7.75% BDS 01/OCT/2019 | N/A | 46284PAN4 | 550,000 | 599,500.00 | 0.20% |
| CONCHO RESOURCES INC 7.0% BDS 15/JAN/2021 USD1000 | N/A | 20605PAB7 | 550,000 | 598,125.00 | 0.20% |
| SPECTRUM BRANDS HO 9.5% SNR 15/JUN/2018 USD1000 | N/A | 84762LAH8 | 525,000 | 594,562.50 | 0.20% |
| B & G FOODS INC 7.625% BDS 15/JAN/2018 USD1000 | N/A | 05508RAD8 | 550,000 | 591,250.00 | 0.20% |
| TOWER AUTOMOTIVE INC 10.625% NTS 01/SEP/2017 | N/A | 89170NAA4 | 550,000 | 590,562.50 | 0.20% |
| NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000 | N/A | 629377BS0 | 600,000 | 586,500.00 | 0.19% |
| WEST CORP 7.875% SNR NT 15/JAN/2019 USD1000 | N/A | 952355AK1 | 550,000 | 586,437.50 | 0.19% |
| PROQUEST LLC 9.00% 15/OCT/2018 | N/A | 74347AAA2 | 675,000 | 580,500.00 | 0.19% |
| ALLY FINANCIAL INC 7% PERP PREF 144A | N/A | 02005N605 | 678 | 575,452.50 | 0.19% |
| MAXIM CRANE WORKS HLDGS INC 12.25% NTS 15/APR/2015 | N/A | 577743AA5 | 575,000 | 575,000.00 | 0.19% |
| INTELSAT JACKSON HLDGS SA 7.25% NTS 01/APR/2019 | N/A | 45824TAE5 | 550,000 | 573,375.00 | 0.19% |
| CDW LLC/CDW FIN CORP 12.535% NTS 12/OCT/2017 | N/A | 12513GAJ8 | 525,000 | 572,250.00 | 0.19% |
| MGM RESORTS INTL 7.75% BDS 15/MAR/2022 USD1000 | N/A | 552953BX8 | 550,000 | 563,750.00 | 0.19% |
| RSC EQUIPMENT RENTAL INC 10.25% SR NTS 15/NOV/2019 | N/A | 78108AAC8 | 500,000 | 562,500.00 | 0.19% |
| COMSTOCK RESOURCES INC 7.75% BDS 01/APR/2019 | N/A | 205768AH7 | 600,000 | 558,000.00 | 0.18% |
| RELIANCE INTERMEDIATE HLDGS LP 9.5% NTS | N/A | 759479AA6 | 500,000 | 555,000.00 | 0.18% |
| IDQ HOLDINGS 11.5% BDS 01/APR/2017 USD1000 REG S | N/A | 449425AA5 | 525,000 | 551,250.00 | 0.18% |
| HERTZ CORP 6.75% SNR NTS 15/APR/2019 USD1000 | N/A | 428040CJ6 | 525,000 | 547,968.75 | 0.18% |
| BERRY PLASTICS CORP 9.5% NTS 15/MAY/2018 USD1000 | N/A | 085790AU7 | 500,000 | 530,000.00 | 0.18% |
| USPI FINANCE CORP 9% SNR 01/APR/2020 USD'144A' | N/A | 90345XAA0 | 500,000 | 523,750.00 | 0.17% |
| ENERGY XXI GULF COAST INC 9.25% SNR NTS | N/A | 29276KAP6 | 475,000 | 521,312.50 | 0.17% |
| HOLLY ENERGY PARTN 6.5% BDS 01/MAR/2020 USD'144A' | N/A | 435765AE2 | 500,000 | 505,000.00 | 0.17% |
| LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021 | N/A | 536022AF3 | 475,000 | 501,125.00 | 0.17% |
| VANGUARD NATURAL RES LLC/VNR FIN CP 7.875% BDS | N/A | 92205CAA1 | 500,000 | 501,250.00 | 0.17% |
| NORTEK INC 10% BDS 01/DEC/2018 USD1000 | N/A | 656559BN0 | 475,000 | 501,125.00 | 0.17% |
| AUDATEX NORTH AMERICA INC 6.75% BDS 15/JUN/2018 | N/A | 05070GAB4 | 475,000 | 497,562.50 | 0.16% |
| ADVANCED MICRO DEVICES INC 7.75% SR NT 01/AUG/2020 | N/A | 007903AU1 | 450,000 | 496,125.00 | 0.16% |
| SEAGATE TECHNOLOGY PLC 7.75% BDS 15/DEC/2018 | N/A | 81180WAE1 | 450,000 | 496,125.00 | 0.16% |
| ALERE INC 9% NTS 15/MAY/2016 USD1000 | N/A | 01449JAB1 | 475,000 | 491,031.25 | 0.16% |
| AVIS BUDGET CAR RENTAL 9.625% SR NT 15/MAR/2018 | N/A | 053773AL1 | 450,000 | 490,500.00 | 0.16% |
| SEQUA CORPORATION SNR PIK NTS 01/DEC/2015 | N/A | 817320AR5 | 457,638 | 485,668.33 | 0.16% |
| SCHAEFFLER FIN B V SR SEC NT 144A 15/FEB/2017 | N/A | 806261AC7 | 450,000 | 477,000.00 | 0.16% |
| HEXION US FIN CORP/HEXION NOVA SCOT 9% 2PRI SR NT | N/A | 428303AM3 | 500,000 | 476,250.00 | 0.16% |
| ENERGY FUTURE INTER HLDG CO LLC 10.0% BDS | N/A | 29269QAA5 | 425,000 | 469,093.75 | 0.16% |
| SANDRIDGE ENERGY INC 8.125% BDS 15/OCT/2022 | N/A | 80007PAP4 | 450,000 | 466,875.00 | 0.15% |
| FGI OPER CO INC 7.85% BDS 01/MAY/2020 USD1000 144A | N/A | 30252FAA6 | 450,000 | 463,500.00 | 0.15% |
| COFFEYVILLE RESOURCES 10.875% 01/APR/2017 144A | N/A | 19190AAB3 | 400,000 | 451,000.00 | 0.15% |
| NEXSTAR FINANCE INC 7% BDS 15/JAN/2014 USD1000 | N/A | 65336YAB9 | 450,000 | 450,000.00 | 0.15% |
| ALTEGRITY INC | N/A | 02152FAB4 | 475,000 | 448,875.00 | 0.15% |
| INTELSAT BERMUDA 11.5% PAY IN KIND NTS 04/FEB/2017 | N/A | 458204AJ3 | 425,000 | 443,062.50 | 0.15% |
| ALERE INC 7.875% NTS 01/FEB/2016 USD1000 | N/A | 46126PAG1 | 425,000 | 442,531.25 | 0.15% |
| LIMITED BRANDS INC 5.625% BDS 15/FEB/2022 USD1000 | N/A | 532716AU1 | 425,000 | 427,656.25 | 0.14% |
| LAWSON SOFTWARE INC 9.375% BDS 01/APR/2019 USD1000 | N/A | 52078PAD4 | 400,000 | 418,000.00 | 0.14% |
| ALLY FINANCIAL INC 7.5% NTS 15/SEP/2020 USD1000 | N/A | 02005NAJ9 | 350,000 | 390,250.00 | 0.13% |
| ENERGY FUTURE INTER HLDG CO LLC 11.75% BDS | N/A | 29269QAD9 | 375,000 | 389,062.50 | 0.13% |
| CHRYSLER GROUP LLC/CGCO ISUER INC 8% BDS | N/A | 17121EAB3 | 375,000 | 388,125.00 | 0.13% |
| CHESAPEAKE MIDSTREAM PARTNERS LP 6.125% SNR NT | N/A | 16524RAE3 | 400,000 | 385,000.00 | 0.13% |
| ASSOCIATED MATERIALS LLC/FINANCE 9.125% SRN | N/A | 04570VAC7 | 425,000 | 382,500.00 | 0.13% |
| COMPASS MINERALS INTL INC SR NT 8% 01/JUN/2019 | N/A | 20451NAD3 | 350,000 | 378,875.00 | 0.13% |
| KOPPERS INC 7.875% GTD SNR NTS 01/DEC/2019 USD1000 | N/A | 500605AE0 | 350,000 | 376,250.00 | 0.12% |
| INTELSAT JACKSON HLDGS SA 7.5% SNR NTS 01/APR/2021 | N/A | 45824TAG0 | 350,000 | 367,500.00 | 0.12% |
| CAESARS OPER ESCROW LLC /CAESARS ES 8.5% BDS | N/A | 127693AA7 | 350,000 | 360,500.00 | 0.12% |
| MCRON FINANCE SUBN 8.375% BDS 15/MAY/2019 USD'144 | N/A | 59870XAA8 | 350,000 | 357,875.00 | 0.12% |
| SPRINT NEXTEL CORP 7% BDS 01/MAR/2020 USD1000 144 | N/A | 852061AQ3 | 350,000 | 357,000.00 | 0.12% |
| DIGICEL GROUP LTD 10.50% 15/APR/2018 144A | N/A | 25380WAC0 | 325,000 | 356,265.00 | 0.12% |
| NEUBERGER BERMAN GRP/FIN 5.875% BDS 15/MAR/2022 | N/A | 64128XAC4 | 350,000 | 356,125.00 | 0.12% |
| SEALY MATTRESS CO 10.875% BDS 15/APR/2016 | N/A | 812141AP4 | 328,000 | 355,883.28 | 0.12% |
| UNIVERSAL HOSPITAL SERVICES FLTG RATE NTS | N/A | 91359PAE0 | 375,000 | 355,312.50 | 0.12% |
| EL PASO CORP 6.5% SNR NT 15/SEP/2020 USD1000 | N/A | 28336LBV0 | 300,000 | 332,275.80 | 0.11% |
| SEAGATE HDD CAYMAN 7% BDS 01/NOV/2021 USD100 144A | N/A | 81180WAC5 | 300,000 | 325,500.00 | 0.11% |
| CHESAPEAKE ENERGY CORP 6.625% BDS 15/AUG/2020 | N/A | 165167CF2 | 325,000 | 316,875.00 | 0.10% |
| LEVEL 3 FINANCING INC 8.625% BDS 15/JUL/2020 | N/A | 527298AS2 | 300,000 | 314,250.00 | 0.10% |
| BERRY PETROLEUM CORP 6.375% BDS 15/SEP/2022 | N/A | 085789AF2 | 300,000 | 312,000.00 | 0.10% |
| NIELSEN FINANCE LLC/CO 7.75% SNR NTS 15/OCT/2018 | N/A | 65409QAY8 | 275,000 | 303,875.00 | 0.10% |
| PLAINS EXPLORATION & PRODUCTION CO 6.125% BDS | N/A | 726505AM2 | 300,000 | 303,000.00 | 0.10% |
| EXCO RESOURCES INC 7.5% BDS 15/SEP/2018 USD1000 | N/A | 269279AD7 | 350,000 | 298,375.00 | 0.10% |
| TENNECO INC 7.75% SR NT 15/AUG/2018 USD1000 | N/A | 880349AN5 | 275,000 | 298,375.00 | 0.10% |
| AMERICAN TIRE DISTRS INC 9.75% SR SEC NT | N/A | 030210AF5 | 275,000 | 297,000.00 | 0.10% |
| SM ENERGY CO 6.5% SNR NT 15/NOV/2021 USD1000 | N/A | 78454LAD2 | 275,000 | 290,125.00 | 0.10% |
| EL PASO CORP 7.25% BDS 01/JUN/2018 USD1000 | N/A | 28336LBR9 | 250,000 | 286,034.75 | 0.09% |
| SESI L.L.C. 6.375% BDS 01/MAY/2019 USD1000 | N/A | 78412FAL8 | 275,000 | 286,000.00 | 0.09% |
| CHIRON MERGER SUB 10.5% GTD SNR 01/NOV/2018 USD | N/A | 17004RAA8 | 275,000 | 283,593.75 | 0.09% |
| LAMAR MEDIA CORP 5.875% BDS 01/FEB/2022 USD1000 | N/A | 513075AZ4 | 275,000 | 282,562.50 | 0.09% |
| LONE PINE RESOURCES CANADA LTD 10.375% BDS | N/A | 54222RAA7 | 275,000 | 281,875.00 | 0.09% |
| SERVICEMASTER CO 7.1% BDS 01/MAR/2018 USD1000 | N/A | 81760NAA7 | 300,000 | 281,625.00 | 0.09% |
| ATKORE INTERNATIONAL INC 9.875% BDS 01/JAN/2018 | N/A | 047650AB2 | 275,000 | 280,500.00 | 0.09% |
| TARGA RESOURCES PARTNERS LP 6.375% BDS 01/AUG/2022 | N/A | 87612BAJ1 | 275,000 | 277,062.50 | 0.09% |
| NRG ENERGY INC 8.25% BDS 01/SEP/2020 USD1000 | N/A | 629377BJ0 | 275,000 | 275,687.50 | 0.09% |
| UNION CARBIDE CHEMICALS & PLASTICS 7.875% DEBS | N/A | 905572AD5 | 225,000 | 274,727.70 | 0.09% |
| MANTECH INTERNATIONAL CORP 7.25% NTS 15/APR/2018 | N/A | 564563AB0 | 250,000 | 266,875.00 | 0.09% |
| BUILDING MATERIAL HLDGS CORP 7.5% BDS 15/MAR/2020 | N/A | 120111BJ7 | 250,000 | 266,250.00 | 0.09% |
| EVEREST ACQUISITION LLC/FIN INC 6.875% BDS | N/A | 29977HAC4 | 250,000 | 262,500.00 | 0.09% |
| REYNOLDS GROUP ESCROW 9.875% BDS 15/AUG/2019 | N/A | 761735AM1 | 250,000 | 260,625.00 | 0.09% |
| BUILDING MATERIALS CORP 6.75% 01/MAY/2021 144A | N/A | 120111BL2 | 250,000 | 260,312.50 | 0.09% |
| MMI INTERNATIONAL LTD 8% BDS 01/MAR/2017 USD1000 | N/A | 55314RAA3 | 250,000 | 259,375.00 | 0.09% |
| NEUBERGER BERMAN GRP/FIN 5.625% BDS 15/MAR/2020 | N/A | 64128XAA8 | 250,000 | 253,750.00 | 0.08% |
| CLEARWATER PAPER CORPORATION 10.625% SR NTS | N/A | 18538RAC7 | 225,000 | 253,125.00 | 0.08% |
| REGENCY ENERGY PARTNERS LP 9.375% BDS 01/JUN/2016 | N/A | 75886AAD0 | 225,000 | 246,375.00 | 0.08% |
| SUNGARD DATA SYSTEMS INC 7.375% NTS 15/NOV/2018 | N/A | 867363AR4 | 225,000 | 240,187.50 | 0.08% |
| ARDAGH PACKAGING SR NT 144A 15/OCT/2020 | N/A | 03968XAA9 | 225,000 | 239,062.50 | 0.08% |
| ENERGY XXI GULF COAST INC 7.75% SNR NTS | N/A | 29276KAQ4 | 225,000 | 232,312.50 | 0.08% |
| GENERAL MOTORS CO USD0.01 | GM | 37045V100 | 10,097 | 232,231.00 | 0.08% |
| PHYSIOTHERAPY ASSOCIATES INC 11.875% BDS | N/A | 71944MAA9 | 225,000 | 230,625.00 | 0.08% |
| ANIXTER INTERNATIONAL INC 5.625% BDS 01/MAY/2019 | N/A | 035287AD3 | 225,000 | 230,062.50 | 0.08% |
| LONGVIEW FIBRE PAPER AND PACKAGING 8% BDS | N/A | 543218AA9 | 225,000 | 227,250.00 | 0.08% |
| CEQUEL COMMUNICATIONS HOLDINGS SR NT 144A | N/A | 15672WAA2 | 200,000 | 216,000.00 | 0.07% |
| LAREDO PETROLEUM HLDGS INC 7.375% BDS 01/MAY/2022 | N/A | 516807AD6 | 200,000 | 207,000.00 | 0.07% |
| TENNECO PACKAGING INC 7.95% DEB 15/DEC/2025 | N/A | 880394AB7 | 250,000 | 205,000.00 | 0.07% |
| DJO FINANCE LLC/DJO FINANCE CORP 9.75% SNR SB NT | N/A | 23327BAD5 | 275,000 | 204,187.50 | 0.07% |
| FIRST DATA CORP 8.25% SNR NTS 15/JAN/2021 USD1000 | N/A | 319963AY0 | 200,000 | 197,000.00 | 0.07% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 7.625% BDS | N/A | 18451QAE8 | 200,000 | 194,500.00 | 0.06% |
| FPL ENERGY NATL WIND 6.125% 25/MAR/2019 | N/A | 30257FAA1 | 197,649 | 194,180.26 | 0.06% |
| PRESTIGE BRANDS INC 8.125% BDS 01/FEB/2020 USD100 | N/A | 74112BAG0 | 175,000 | 191,187.50 | 0.06% |
| KEMET CORP 10.5% BDS 01/MAY/2018 USD1000 144A | N/A | 488360AG3 | 175,000 | 187,250.00 | 0.06% |
| PSS WORLD MED INC 6.375% SNR 01/MAR/2022 USD2000 | N/A | 69366AAD2 | 175,000 | 179,375.00 | 0.06% |
| RSC EQUIPMENT RENTAL INC 8.25% SNR NT 01/FEB/2021 | N/A | 78108AAE4 | 150,000 | 162,000.00 | 0.05% |
| BERRY PETROLEUM CORP 6.75% BDS 01/NOV/2020 USD1000 | N/A | 085789AE5 | 150,000 | 159,375.00 | 0.05% |
| INERGY LP & INERGY FINANCE CORP 6.875% SNR NT | N/A | 45661TAL5 | 150,000 | 151,500.00 | 0.05% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 9.0% BDS | N/A | 74959GAC4 | 150,000 | 150,750.00 | 0.05% |
| SERVICEMASTER CO 7.45% BDS 15/AUG/2027 USD1000 | N/A | 817609AB6 | 175,000 | 145,687.50 | 0.05% |
| WEST CORP 8.625% SNR NTS 01/OCT/2018 USD1000 | N/A | 952355AH8 | 125,000 | 137,187.50 | 0.05% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR | N/A | 18451QAC2 | 125,000 | 136,406.25 | 0.05% |
| GENERAL MOTORS CO C/WTS 10/JUL/2016 (TO PUR COM) | GMWSA | 37045V118 | 9,179 | 129,332.11 | 0.04% |
| FIDELITY NATIONAL INFO SERVICES INC 7.875% SR NT | N/A | 31620MAD8 | 100,000 | 112,000.00 | 0.04% |
| MDC PARTNERS INC 11% BDS 01/NOV/2016 USD1000 | N/A | 552697AE4 | 100,000 | 108,750.00 | 0.04% |
| TEXAS COMPETITIVE ELECTRIC HLDG LLC 11.5% BDS | N/A | 882330AM5 | 175,000 | 108,500.00 | 0.04% |
| CLEARWATER PAPER CORPORATION 7.125% SNR NTS | N/A | 18538RAE3 | 100,000 | 106,500.00 | 0.04% |
| CHESTER DOWNS & MA 9.25% SNR 02/JAN/2020 USD'144A | N/A | 165749AA0 | 100,000 | 105,250.00 | 0.03% |
| JAGUAR LAND ROVER PLC 7.75% BDS 15/MAY/2018 | N/A | 47009XAA7 | 100,000 | 104,250.00 | 0.03% |
| BASIC ENERGY SERVICES INC 7.75% NTS 15/FEB/2019 | N/A | 06985PAH3 | 100,000 | 102,000.00 | 0.03% |
| DJO FIN LLC/DJO FI 8.75% BDS 15/MAR/2018 USD'144A | N/A | 23327BAG8 | 100,000 | 101,750.00 | 0.03% |
| GENERAL MOTORS CO C/WTS 10/JUL/2019 (TO PUR COM) | GMWSB | 37045V126 | 9,179 | 85,548.28 | 0.03% |
| UR FINANCING ESCRO 7.625% SNR NT 15/APR/2022 USD | N/A | 90321NAC6 | 75,000 | 79,312.50 | 0.03% |
| UR FINANCING ESCRO 7.375% SNR NT 15/MAY/2020 USD | N/A | 90321NAB8 | 75,000 | 78,750.00 | 0.03% |
| EDISON MISSION ENERGY 7% SNR NTS 15/MAY/2017 | N/A | 281023AU5 | 125,000 | 78,125.00 | 0.03% |
| UR FINANCING ESCRO 5.75% SR NT 15/JUL/2018 USD1000 | N/A | 90321NAA0 | 75,000 | 77,437.50 | 0.03% |
| EDISON MISSION ENERGY 7.75% SNR NTS 15/JUN/2016 | N/A | 281023AR2 | 100,000 | 65,500.00 | 0.02% |
| IDEARC LITIGATION TRUSTS | N/A | 451ESC8CE | 1,375,000 | 37,812.50 | 0.01% |
| MOTORS LIQUIDATION 7.4% BDS 01/SEP/2025 USD | N/A | 370ESCAR6 | 2,500,000 | 37,500.00 | 0.01% |
| ALERIS INTERNATIONAL INC 9% SNR NTS 15/DEC/2014 | N/A | 014477AD5 | 600,000 | 60.00 | 0.00% |
| JITNEY JUNGLE INC 10.375% BDS 15/SEP/2007 USD1000 | N/A | 47758RAD7 | 100,000 | 0.00 | 0.00% |
| HRP MYRTLE BEACH OPERATIONS LLC FLTG RTE NTS | N/A | 40429UAA0 | 675,000 | 0.00 | 0.00% |
| Holding | Ticker | Security No | Shares | Market Value | Percent |
|---|---|---|---|---|---|
| CIT GROUP INC 7% BDS 02/MAY/2017 USD1000 144A | N/A | 125581GA0 | 7,125,000 | 7,142,812.50 | 2.34% |
| HCA INC 7.5% BDS 15/FEB/2022 USD2000 | N/A | 404121AD7 | 6,275,000 | 6,682,875.00 | 2.19% |
| ALLY FINANCIAL INC 8.0% 15/MAR/2020 | N/A | 02005NAE0 | 4,050,000 | 4,505,625.00 | 1.48% |
| INTERNATIONAL LEASE FINANCE CORP 8.25% BDS | N/A | 459745GF6 | 4,000,000 | 4,400,840.00 | 1.44% |
| FORD MOTOR CREDIT CO 3.875% BDS 15/JAN/2015 | N/A | 345397VW0 | 4,000,000 | 4,039,048.00 | 1.32% |
| HOST MARRIOTT LP 6.75% SNR NTS 01/JUN/2016 USD1000 | N/A | 44108EBA5 | 2,675,000 | 2,755,250.00 | 0.90% |
| BIOMET INC 11.625% BDS 15/OCT/2017 USD 1000 | N/A | 090613AE0 | 2,325,000 | 2,513,906.25 | 0.82% |
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | N/A | 89199B034 | 2,458,259 | 2,458,258.81 | 0.81% |
| ENERGY TRANSFER EQUITY LP 7.5% BDS 15/OCT/2020 | N/A | 29273VAC4 | 2,100,000 | 2,331,000.00 | 0.76% |
| MICHAEL FOOD INC NEW SR NT 9.75% 15/JUL/2018 | N/A | 594073AB4 | 2,050,000 | 2,252,437.50 | 0.74% |
| INTELSAT BERMUDA 11.25% GTD NTS 15/JUN/2016 | N/A | 45820EAX0 | 2,125,000 | 2,236,562.50 | 0.73% |
| NUVEEN INVESTMENTS INC 10.5% NTS 15/NOV/2015 | N/A | 67090FAD8 | 2,100,000 | 2,176,125.00 | 0.71% |
| SPRINT CAPITAL CORP 6.9% GTD BDS 01/MAY/2019 | N/A | 852060AG7 | 2,300,000 | 1,989,500.00 | 0.65% |
| VWR FUNDING INC VAR SNR NTS 15/JUL/2015 USD1000 | N/A | 918436AD8 | 1,902,656 | 1,969,248.96 | 0.64% |
| CDW LLC/CDW FIN CORP 8.5% BDS 01/APR/2019 USD1000 | N/A | 12513GAX7 | 1,825,000 | 1,939,062.50 | 0.64% |
| SEALY MATTRESS CO 8.25% BDS 15/JUN/2014 USD1000 | N/A | 812141AN9 | 1,975,000 | 1,935,500.00 | 0.63% |
| HARRAHS OPERATING CO INC 11.25% GTD SNR NTS | N/A | 413627BL3 | 1,750,000 | 1,907,500.00 | 0.62% |
| FIRST DATA CORP 2LIEN PIK 144A 15/JAN/2022 | N/A | 319963AZ7 | 1,975,000 | 1,905,875.00 | 0.62% |
| DINEEQUITY INC 9.5% SNR NTS 30/OCT/2018 USD1000 | N/A | 254423AB2 | 1,675,000 | 1,834,125.00 | 0.60% |
| FORD MOTOR CO 8% BDS 15/DEC/2016 USD100000 | N/A | 345397VC4 | 1,575,000 | 1,826,061.30 | 0.60% |
| EMERGENCY MED SVCS CORP 8.125% BDS 01/JUN/2019 | N/A | 29100PAB8 | 1,775,000 | 1,823,812.50 | 0.60% |
| MULTIPLAN INC 9.875% BDS 01/SEP/2018 USD1000 | N/A | 62546RAB7 | 1,675,000 | 1,809,000.00 | 0.59% |
| NEEDLE MERGER SUB CORP 8.125% SNR NTS 15/MAR/2019 | N/A | 639888AA4 | 1,800,000 | 1,809,000.00 | 0.59% |
| LAWSON SOFTWARE INC 11.50% NTS 15/JUL/2018 USD1000 | N/A | 52078PAC6 | 1,600,000 | 1,768,000.00 | 0.58% |
| VANGUARD HEALTH HLDG CO II LLC/INC 8.0% BDS | N/A | 92203PAE6 | 1,725,000 | 1,759,500.00 | 0.58% |
| SEALED AIR CORP 8.375% SNR NTS 15/SEP/2021 USD100 | N/A | 81211KAR1 | 1,550,000 | 1,741,812.50 | 0.57% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 8.25% BDS | N/A | 761735AE9 | 1,850,000 | 1,739,000.00 | 0.57% |
| MGM RESORTS INTL 7.5% SNR NTS 01/JUN/2016 USD1000 | N/A | 552953BC4 | 1,625,000 | 1,673,750.00 | 0.55% |
| ALLY FINANCIAL INC 6.25% BDS 01/DEC/2017 USD1000 | N/A | 02005NAD2 | 1,600,000 | 1,647,579.20 | 0.54% |
| CINEMARK USA INC 7.375% SNR SUB NT 15/JUN/2021 | N/A | 172441AV9 | 1,525,000 | 1,635,562.50 | 0.54% |
| YANKEE ACQUISITION CORP 9.75% SNR NTS 15/FEB/2017 | N/A | 984756AD8 | 1,575,000 | 1,634,062.50 | 0.54% |
| EXIDE TECHNOLOGIES 8.625% SNR SEC NTS 01/FEB/2018 | N/A | 302051AQ0 | 1,875,000 | 1,570,312.50 | 0.51% |
| PENINSULA GAMING LLC/PENINSULA CORP 10.75% BDS | N/A | 707132AM8 | 1,400,000 | 1,547,000.00 | 0.51% |
| DEL MONTE CORP 7.625% BDS 15/FEB/2019 USD1000 | N/A | 245217AS3 | 1,550,000 | 1,542,250.00 | 0.51% |
| LENDER PROCESSING SERVICES INC 8.125% NTS | N/A | 52602EAC6 | 1,475,000 | 1,541,375.00 | 0.50% |
| VISANT CORP 10% NTS 01/OCT/2017 USD1000 | N/A | 92834UAB8 | 1,650,000 | 1,540,687.50 | 0.50% |
| PETCO ANIMAL SUPPLIES INC 9.25% BDS 01/DEC/2018 | N/A | 716016AC4 | 1,400,000 | 1,536,500.00 | 0.50% |
| DIGICEL GROUP LTD 8.25% 01/SEP/2017 144A | N/A | 25380QAD1 | 1,450,000 | 1,533,375.00 | 0.50% |
| NPC INTL INC 10.5% BDS 15/JAN/2020 USD100 | N/A | 62941YAA5 | 1,400,000 | 1,526,000.00 | 0.50% |
| COMPUCOM SOFTWARE 12.5% SNR NTS 01/OCT/2015 | N/A | 204780AC4 | 1,450,000 | 1,522,500.00 | 0.50% |
| US FOODSERVICE 8.50% NTS 30/JUN/2019 USD1000 144A | N/A | 91728CAE3 | 1,500,000 | 1,518,750.00 | 0.50% |
| UCI INTERNATIONAL INC 8.625% NTS 15/FEB/2019 | N/A | 90266DAB7 | 1,475,000 | 1,515,562.50 | 0.50% |
| PLAINS EXPLORATION & PRODUCTION CO 6.75% BDS | N/A | 726505AL4 | 1,425,000 | 1,489,125.00 | 0.49% |
| WINDSTREAM CORP 8.125% NTS 01/SEP/2018 USD1000 | N/A | 97381WAP9 | 1,375,000 | 1,471,250.00 | 0.48% |
| SSI INVESTMENTS II LIMITED 11.125% SR NT | N/A | 784662AC2 | 1,325,000 | 1,470,750.00 | 0.48% |
| PITTSBURGH GLASS WORKS LLC 8.50% NTS 15/APR/2016 | N/A | 725143AA9 | 1,425,000 | 1,417,875.00 | 0.46% |
| DEAN FOODS CO 9.75% SNR NT 15/DEC/2018 USD1000 | N/A | 242370AC8 | 1,275,000 | 1,410,468.75 | 0.46% |
| CROSSTEX ENERGY LP 8.875% BDS 15/FEB/2018 USD1000 | N/A | 22764LAB9 | 1,325,000 | 1,407,812.50 | 0.46% |
| REYNOLDS GROUP ISSUER LLC SR NT 144A 15/MAY/2018 | N/A | 761735AA7 | 1,400,000 | 1,396,500.00 | 0.46% |
| SGS INTL INC 12% SNR NTS 15/DEC/2013 USD1000 | N/A | 784216AB9 | 1,393,000 | 1,396,482.50 | 0.46% |
| CROWN MEDIA HOLDINGS 10.5% BDS 15/JUL/2019 USD1000 | N/A | 228411AE4 | 1,275,000 | 1,392,937.50 | 0.46% |
| COMMSCOPE INC 8.25% BDS 15/JAN/2019 USD1000 144A | N/A | 203372AH0 | 1,300,000 | 1,384,500.00 | 0.45% |
| GREAT CANADIAN GAMING CO 7.25% 15/FEB/2015 144A | N/A | 389914AD4 | 1,350,000 | 1,371,937.50 | 0.45% |
| UTD SURGICAL PTNRS VAR SUB NT 01/MAY/2017 USD | N/A | 913016AF8 | 1,300,000 | 1,365,000.00 | 0.45% |
| ARAMARK CORP 8.5% SNR NTS 01/FEB/2015 USD1000 | N/A | 038521AD2 | 1,325,000 | 1,358,138.25 | 0.44% |
| GARDA WORLD SECURITY CORP 9.75% BDS 15/MAR/2017 | N/A | 36485MAA7 | 1,275,000 | 1,357,875.00 | 0.44% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 7.625% BDS | N/A | 18451QAF5 | 1,375,000 | 1,347,500.00 | 0.44% |
| UNITED RENTALS INC 8.375% BDS 15/SEP/2020 USD1000 | N/A | 911365AW4 | 1,300,000 | 1,345,500.00 | 0.44% |
| MARKWEST ENERGY PARTNERS LP 6.25% BDS 15/JUN/2022 | N/A | 570506AP0 | 1,275,000 | 1,338,750.00 | 0.44% |
| UNIV HOSPITAL SVCS VAR SR SEC NTS 01/JUN/2015 | N/A | 91359PAF7 | 1,300,000 | 1,330,875.00 | 0.44% |
| INTERNATIONAL AUTOMOTIVE COMPONENTS 9.125% SNR NTS | N/A | 45903PAA5 | 1,525,000 | 1,326,750.00 | 0.43% |
| SIMMONS CO 11.25% BDS 15/JUL/2015 USD2000'144A' | N/A | 828690AA5 | 1,275,000 | 1,318,044.00 | 0.43% |
| CHAPARRAL ENERGY INC 9.875% NTS 01/OCT/2020 | N/A | 15941RAN0 | 1,175,000 | 1,310,125.00 | 0.43% |
| OMNICARE INC 7.75% BDS 01/JUN/2020 USD1000 | N/A | 681904AM0 | 1,175,000 | 1,304,250.00 | 0.43% |
| EPICOR SOFTWARE CORP 8.625% NTS 01/MAY/2019 | N/A | 29426LAC2 | 1,275,000 | 1,303,687.50 | 0.43% |
| CEDAR FAIR L.P 9.125% BDS 01/AUG/2018 USD1000 | N/A | 150191AC8 | 1,150,000 | 1,290,875.00 | 0.42% |
| RBS GLOBAL & REXNORD CORP 8.5% SR NTS 01/MAY/2018 | N/A | 75524DAN0 | 1,200,000 | 1,287,000.00 | 0.42% |
| GXS WORLWIDE INC 9.75% NTS 15/JUN/2015 USD1000 | N/A | 36190QAB2 | 1,300,000 | 1,264,250.00 | 0.41% |
| SPRINT CAPITAL CORP 6.875% NTS 15/NOV/2028 USD1000 | N/A | 852060AD4 | 1,650,000 | 1,262,250.00 | 0.41% |
| SPRINT NEXTEL CORP 9% BDS 15/NOV/2018 USD1000 144A | N/A | 852061AK6 | 1,150,000 | 1,262,125.00 | 0.41% |
| CLEAR CHANNEL COMMUNICATIONS INC 9% BDS | N/A | 184502BG6 | 1,400,000 | 1,260,000.00 | 0.41% |
| SOPHIA L P / SOPHIA FIN INC SR NT 144A 15/JAN/2019 | N/A | 83577TAA3 | 1,175,000 | 1,254,312.50 | 0.41% |
| SYNIVERSE HLDGS INC 9.125% BDS 15/JAN/2019 USD1000 | N/A | 87163FAA4 | 1,125,000 | 1,240,312.50 | 0.41% |
| CORELOGIC INC 7.25% BDS 01/JUN/2021 USD100 144A | N/A | 21871DAA1 | 1,200,000 | 1,236,000.00 | 0.40% |
| METROPCS WIRELESS INC SR NT 6.625% 15/NOV/2020 | N/A | 591709AL4 | 1,225,000 | 1,217,343.75 | 0.40% |
| NORCRAFT COMPANIES/NORCRAFT FINCORP 10.5% SR NT | N/A | 65556TAD9 | 1,375,000 | 1,206,562.50 | 0.40% |
| NRG ENERGY INC 7.625% SNR NT 15/MAY/2019 USD1000 | N/A | 629377BR2 | 1,250,000 | 1,206,250.00 | 0.40% |
| JACOBS ENTERTAINMENT 9.75% SNR NTS 15/JUN/2014 | N/A | 469815AG9 | 1,225,000 | 1,200,500.00 | 0.39% |
| JAGUAR HLDG CO II/JAGUAR MERGER SUB 9.5% BDS | N/A | 47009WAA9 | 1,100,000 | 1,193,500.00 | 0.39% |
| TRANSDIGM INC 7.75% BDS 15/DEC/2018 USD1000 | N/A | 893647AP2 | 1,100,000 | 1,190,750.00 | 0.39% |
| GENERAL CABLE CORP 7.125% SNR NTS 01/APR/2017 | N/A | 369300AH1 | 1,150,000 | 1,184,500.00 | 0.39% |
| SPANSION LLC 7.875% BDS 15/NOV/2017 USD1000 | N/A | 84649PAJ4 | 1,225,000 | 1,182,125.00 | 0.39% |
| HILLMAN GROUP INC 10.875% SR NT 01/JUN/2018 | N/A | 43162RAB0 | 1,125,000 | 1,178,437.50 | 0.39% |
| ASPECT SOFTWARE INC 10.625% SR NTS 15/MAY/2017 | N/A | 04523XAB3 | 1,100,000 | 1,174,250.00 | 0.38% |
| IGATE CORP 9% SNR NT 01/MAY/2016 USD1000 | N/A | 45169UAC9 | 1,075,000 | 1,167,718.75 | 0.38% |
| CHRYSLER GROUP LLC/CGCO ISUER INC 8.25% BDS | N/A | 17121EAD9 | 1,150,000 | 1,161,500.00 | 0.38% |
| ALLEN SYS GROUP INC SR 2LIEN 144A 15/NOV/2016 | N/A | 018089AA0 | 1,350,000 | 1,161,000.00 | 0.38% |
| AMERICAN AXLE & MANUFACTURING INC 7.75% BDS | N/A | 02406PAK6 | 1,075,000 | 1,147,562.50 | 0.38% |
| MERITOR INC 10.625% BDS 15/MAR/2018 USD1000 | N/A | 043353AJ0 | 1,050,000 | 1,128,750.00 | 0.37% |
| JARDEN CORP SR SB NT 7.5% 01/MAY/2017 | N/A | 471109AB4 | 1,025,000 | 1,127,500.00 | 0.37% |
| IASIS HEALTHCARE CORP 8.375% BDS 15/MAY/2019 | N/A | 45072PAD4 | 1,150,000 | 1,118,375.00 | 0.37% |
| FOX ACQUISITION SUB LLC 13.375% SNR NTS | N/A | 351647AA0 | 1,025,000 | 1,112,125.00 | 0.36% |
| TRANSUNION HOLDING CO. SR NT PIK 144A 15/JUN/2018 | N/A | 89400RAA7 | 1,050,000 | 1,105,125.00 | 0.36% |
| ENTERCOM RADIO LLC / ENTERCOM SR NT 10.5% | N/A | 29363TAB2 | 1,025,000 | 1,104,437.50 | 0.36% |
| INERGY LP & INERGY FINANCE CORP 7% SNR NT | N/A | 45661TAM3 | 1,125,000 | 1,096,875.00 | 0.36% |
| FERRO CORP 7.875% BDS 15/AUG/2018 USD1000 | N/A | 315405AM2 | 1,075,000 | 1,096,500.00 | 0.36% |
| MASONITE INTERNATIONAL CORP 8.25% BDS 15/APR/2021 | N/A | 575384AF9 | 1,050,000 | 1,092,000.00 | 0.36% |
| NORTEK INC 8.5% BDS 15/APR/2021 USD1000 | N/A | 656559BQ3 | 1,100,000 | 1,089,000.00 | 0.36% |
| SEMINOLE TRIBE OF FLORIDA 7.75% BDS 01/OCT/2017 | N/A | 81683RAQ7 | 1,000,000 | 1,083,750.00 | 0.36% |
| PLY GEM INDS INC SR NT 8.25% 15/FEB/2018 | N/A | 729416AQ0 | 1,075,000 | 1,081,718.75 | 0.35% |
| DEAN FOODS CO 7% BDS 01/JUN/2016 USD1000 | N/A | 242370AA2 | 1,050,000 | 1,078,875.00 | 0.35% |
| ACADEMY LTD / ACADEMY FIN CORP SR NT 144A | N/A | 004010AA2 | 1,050,000 | 1,077,562.50 | 0.35% |
| AMERICAN CASINO & ENTERTAINMENT 11% SR NTS | N/A | 02504UAB6 | 1,013,000 | 1,073,780.00 | 0.35% |
| WEST CORP 11% SNR NTS 15/OCT/2016 USD1000 | N/A | 952355AF2 | 1,000,000 | 1,062,500.00 | 0.35% |
| ENTRAVISION COMMUNICATIONS CORP 8.75% SR NT | N/A | 29382RAD9 | 1,000,000 | 1,058,750.00 | 0.35% |
| OMNOVA SOLUTIONS INC 7.875% SNR NTS 01/NOV/2018 | N/A | 682129AE1 | 1,100,000 | 1,053,250.00 | 0.34% |
| ARDAGH PACKAGING FINANCE 9.125% BDS 15/OCT/2020 | N/A | 039686AB6 | 975,000 | 1,045,687.50 | 0.34% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.25% NTS | N/A | 1248EPAQ6 | 975,000 | 1,045,687.50 | 0.34% |
| ADVANCED MICRO DEVICES INC 8.125% SR NTS | N/A | 007903AR8 | 950,000 | 1,045,000.00 | 0.34% |
| CHESAPEAKE ENERGY CORP SR NT 6.775% 15/MAR/2019 | N/A | 165167CH8 | 1,050,000 | 1,042,125.00 | 0.34% |
| FREESCALE SEMICONDUCTOR INC 9.25% NTS 15/APR/2018 | N/A | 35687MAT4 | 950,000 | 1,040,250.00 | 0.34% |
| SERENA SOFTWARE 10.375% SNR SUB NTS 15/MAR/2016 | N/A | 817492AD3 | 1,000,000 | 1,033,750.00 | 0.34% |
| SUGARHOUSE HSP GMNG PRO SR SEC NT 144A 15/APR/2016 | N/A | 865033AA2 | 975,000 | 1,033,500.00 | 0.34% |
| AMC NETWORKS INC 7.75% BDS 15/JUL/2021 USD2000 | N/A | 00164VAA1 | 925,000 | 1,031,375.00 | 0.34% |
| KEMET CORP 10.5% BDS 01/MAY/2018 USD1000 | N/A | 488360AF5 | 950,000 | 1,026,000.00 | 0.34% |
| GYMBOREE CORP 9.125% BDS 01/DEC/2018 USD1000 | N/A | 403777AB1 | 1,100,000 | 1,014,750.00 | 0.33% |
| SEMINOLE HARD ROCK ENTERTAINMENT FLTG RATE NTS | N/A | 816752AA7 | 1,025,000 | 1,009,625.00 | 0.33% |
| HEXION US FIN CORP/HEXION NOVA SCOT 8.875% SNR NTS | N/A | 428303AJ0 | 975,000 | 1,009,125.00 | 0.33% |
| HCA INC SR SECD 5.875% 15/MAR/2022 | N/A | 404121AE5 | 1,000,000 | 1,001,250.00 | 0.33% |
| XM SATELLITE RADIO INC 7.625% BDS 01/NOV/2018 | N/A | 98375YAZ9 | 925,000 | 999,000.00 | 0.33% |
| PACKAGING DYNAMICS CORP 8.75% NTS 01/FEB/2016 | N/A | 695160AA9 | 950,000 | 997,500.00 | 0.33% |
| INTERACTIVE DATA CORP 10.25% SNR NTS 01/AUG/2018 | N/A | 45840JAB3 | 875,000 | 995,312.50 | 0.33% |
| CLEAVER-BROOKS INC 12.25% BDS 01/MAY/2016 | N/A | 185401AA4 | 950,000 | 992,750.00 | 0.33% |
| SEAGATE HDD CAYMAN 6.875% BDS 01/MAY/2020 USD | N/A | 81180WAD3 | 925,000 | 983,968.75 | 0.32% |
| PRESTIGE BRANDS INC 8.25% SR NT 01/APR/2018 | N/A | 74112BAE5 | 900,000 | 983,250.00 | 0.32% |
| BAUSCH & LOMB INC 9.875% SRN 01/NOV/2015 USD1000 | N/A | 071707AP8 | 925,000 | 973,562.50 | 0.32% |
| CUMULUS MEDIA INC 7.75% BDS 01/MAY/2019 USD1000 | N/A | 231082AB4 | 1,025,000 | 968,625.00 | 0.32% |
| RGHL US ESCROW II INC/LLC 7.875% SNR SEC NTS | N/A | 74959HAA6 | 900,000 | 967,500.00 | 0.32% |
| BASIC ENERGY SERVICES INC 7.125% SNR NTS | N/A | 06985PAB6 | 950,000 | 964,250.00 | 0.32% |
| PINNACLE FOODS FINANCE LLC/CORP 8.25% SR NT | N/A | 72347QAG8 | 875,000 | 949,375.00 | 0.31% |
| JAGUAR LAND ROVER PLC 8.125% BDS 15/MAY/2021 | N/A | 47009XAB5 | 925,000 | 948,125.00 | 0.31% |
| DYNACAST INTL LLC/DYNACAST FIN SR 2LIEN 144A | N/A | 26779YAA7 | 900,000 | 940,500.00 | 0.31% |
| FORBES ENERGY SVCS LLC / FORBES ENE 9% BDS | N/A | 345143AC5 | 950,000 | 926,250.00 | 0.30% |
| W & T OFFSHORE INC 8.5% NTS 15/JUN/2019 USD1000 | N/A | 92922PAC0 | 875,000 | 925,312.50 | 0.30% |
| DIGICEL GROUP LTD VAR SNR NTS 15/JAN/2015 USD1000 | N/A | 25380WAB2 | 903,767 | 919,582.92 | 0.30% |
| NEXSTAR BROADCASTING INC SR NT PIK 7% 15/JAN/2014 | N/A | 65336YAE3 | 923,695 | 915,612.67 | 0.30% |
| OXEA FINANCE & CY SCA 9.5% BDS 15/JUL/2017 USD1000 | N/A | 69138WAA7 | 850,000 | 909,500.00 | 0.30% |
| SPECTRUM BRANDS HLDGS INC 6.75% BDS 15/MAR/2020 | N/A | 84762LAJ4 | 900,000 | 909,000.00 | 0.30% |
| MICHAELS STORES INC 7.75% NTS 01/NOV/2018 USD1000 | N/A | 594087AR9 | 850,000 | 905,250.00 | 0.30% |
| J.B. POINDEXTER & CO 9% BDS 01/APR/2022 USD1000 | N/A | 730481AF5 | 875,000 | 900,156.25 | 0.29% |
| SUNGARD DATA SYSTEMS INC 10.625% NTS 15/MAY/2015 | N/A | 867363AN3 | 850,000 | 895,160.50 | 0.29% |
| BWAY PARENT CO INC SR NT PIK 11 01/NOV/2015 | N/A | 12429WAB3 | 890,638 | 892,864.60 | 0.29% |
| MAGNACHIP SEMICONDUCTOR SA/FIN 10.5% SR NT | N/A | 55932RAH0 | 800,000 | 892,000.00 | 0.29% |
| SESI L L C SR NT 144A 15/DEC/2021 | N/A | 78412FAM6 | 825,000 | 891,000.00 | 0.29% |
| SEMINOLE TRIBE OF FLORIDA 7.804% BDS 01/OCT/2020 | N/A | 81683RAJ3 | 900,000 | 882,756.00 | 0.29% |
| SITEL 11.5% SNR NT 01/APR/2018 USD1000 | N/A | 78428EAB5 | 1,225,000 | 882,000.00 | 0.29% |
| PHI INC 8.625% SNR NTS 15/OCT/2018 USD1000 | N/A | 69336TAD8 | 850,000 | 871,250.00 | 0.29% |
| METROPCS WIRELESS INC 7.875% BDS 01/SEP/2018 | N/A | 591709AK6 | 825,000 | 868,312.50 | 0.28% |
| AUDATEX NORTH AMERICA INC 6.75% SNR NTS | N/A | 05070GAA6 | 825,000 | 866,250.00 | 0.28% |
| DJO FIN LLC / DJO FIN CORP SR NT 7.75% 15/APR/2018 | N/A | 23327BAF0 | 1,050,000 | 861,000.00 | 0.28% |
| STREAM GLOBAL SVCS INC 11.25% SR NTS 01/OCT/2014 | N/A | 86323MAB6 | 825,000 | 858,000.00 | 0.28% |
| LEVEL 3 ESCROW INC SR NT 144A 01/JUL/2019 | N/A | 527297AA3 | 825,000 | 851,812.50 | 0.28% |
| FIDELITY NATIONAL INFO SERVICES INC 7.625% BDS | N/A | 31620MAE6 | 775,000 | 844,750.00 | 0.28% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.375% BDS | N/A | 1248EPAW3 | 775,000 | 840,875.00 | 0.28% |
| GRIFOLS INC 8.25% GTD SNR NTS 01/FEB/2018 USD1000 | N/A | 398436AA3 | 775,000 | 838,937.50 | 0.27% |
| LIBBEY GLASS 10% NTS 15/FEB/2015 USD1000 | N/A | 52989LAE9 | 783,000 | 836,831.25 | 0.27% |
| INTELSAT JACKSON H 8.5% BDS 01/NOV/2019 USD | N/A | 458207AH0 | 750,000 | 823,125.00 | 0.27% |
| HERTZ CORP 7.5% SNR NTS 15/OCT/2018 USD1000 | N/A | 428040CD9 | 775,000 | 822,468.75 | 0.27% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR | N/A | 18451QAD0 | 750,000 | 822,187.50 | 0.27% |
| ARAMARK HOLDINGS CORP SR NT PIK 144A 01/MAY/2016 | N/A | 03852UAA4 | 800,000 | 820,000.00 | 0.27% |
| KNOWLEDGE LEARNING CTR 144A 7.75% 01/FEB/2015 | N/A | 49926AAA3 | 975,000 | 809,250.00 | 0.26% |
| OASIS PETE INC NEW SR NT 6.5% 01/NOV/2021 | N/A | 674215AD0 | 800,000 | 804,000.00 | 0.26% |
| STONERIDGE INC 9.5% LN STK 15/OCT/2017 USD2000 | N/A | 86183PAE2 | 750,000 | 795,937.50 | 0.26% |
| TRANS UNION LLC/FINANCING CORP 11.375% NTS | N/A | 893342AC9 | 675,000 | 791,437.50 | 0.26% |
| GREIF INC 7.75% SNR NTS 01/AUG/2019 USD1000 | N/A | 397624AG2 | 700,000 | 791,000.00 | 0.26% |
| LINN ENERGY/FIN CORP 8.625% 15/APR/2020 | N/A | 536022AC0 | 725,000 | 781,187.50 | 0.26% |
| ALLISON TRANS 7.125% BDS 15/MAY/2019 USD1000 144A | N/A | 019736AC1 | 750,000 | 776,250.00 | 0.25% |
| FORD MOTOR CREDIT CO LLC NT 6.625% 15/AUG/2017 | N/A | 345397VP5 | 700,000 | 775,693.10 | 0.25% |
| SERVICEMASTER CO 8.0% BDS 15/FEB/2020 USD1000 144A | N/A | 81760NAL3 | 725,000 | 772,125.00 | 0.25% |
| CIT GROUP INC 5.25% BDS 15/MAR/2018 USD1000 | N/A | 125581GL6 | 750,000 | 765,000.00 | 0.25% |
| INTERLINE BRANDS INC 7% SR NT 15/NOV/2018 USD1000 | N/A | 45874QAB6 | 725,000 | 764,875.00 | 0.25% |
| YCC HLDGS LLC / YANKEE FIN INC SR NT PIK 16 | N/A | 984211AB8 | 750,000 | 764,062.50 | 0.25% |
| BEAGLE ACQUISITION CORP 11% BDS 31/DEC/2019 | N/A | 07370UAA8 | 675,000 | 762,750.00 | 0.25% |
| SOLUTIA INC 7.875% 15/MAR/2020 | N/A | 834376AL9 | 650,000 | 762,125.00 | 0.25% |
| MUELLER WATER PRODUCTS INC 8.75% SNR NTS | N/A | 624758AD0 | 675,000 | 756,000.00 | 0.25% |
| FREESCALE SEMICONDUCTOR INC 10.75% SNR NTS | N/A | 35687MAV9 | 670,000 | 752,075.00 | 0.25% |
| MGM RESORTS INTL 8.625% BDS 01/FEB/2019 USD1000 | N/A | 552953BV2 | 700,000 | 750,750.00 | 0.25% |
| SCHAEFFLER FINANCE BV 8.5% BDS 15/FEB/2019 | N/A | 806261AA1 | 700,000 | 747,250.00 | 0.24% |
| CRC HEALTH CORP 10.75% SNR NTS 01/FEB/2016 USD1000 | N/A | 12621PAC2 | 800,000 | 738,000.00 | 0.24% |
| HUNTSMAN INTERNATIONAL 5.5% NTS 30/JUN/2016 | N/A | 44701QAV4 | 725,000 | 724,093.75 | 0.24% |
| SUNGARD DATA SYSTEMS INC 7.625% NTS 15/NOV/2020 | N/A | 867363AU7 | 675,000 | 720,562.50 | 0.24% |
| AFFINIA GROUP INC 9% NTS 30/NOV/2014 USD1000 | N/A | 00828BAB1 | 700,000 | 707,000.00 | 0.23% |
| TOMKINS LLC / TOMKINS INC 2LIEN SR NT VAR | N/A | 890027AA3 | 630,000 | 697,725.00 | 0.23% |
| SEQUA CORPORATION 11.75% SNR NTS 01/DEC/2015 | N/A | 817320AP9 | 650,000 | 690,625.00 | 0.23% |
| EXCO RESOURCES INC 7.5% BDS 15/SEP/2018 USD1000 | N/A | 269279AD7 | 775,000 | 689,750.00 | 0.23% |
| BWAY HOLDING COMPANY 10% SNR NT 15/JUN/2018 | N/A | 12429TAB0 | 625,000 | 685,937.50 | 0.22% |
| PINNACLE FOODS FINANCE LLC/CORP 10.625% SUBORD SNR | N/A | 72347QAD5 | 650,000 | 685,750.00 | 0.22% |
| MDC PARTNERS INC 11% BDS 01/NOV/2016 USD1000 | N/A | 552697AE4 | 625,000 | 681,250.00 | 0.22% |
| CIE GEN GEOPHYSIQUE 7.75% 15/MAY/2017 | N/A | 204386AK2 | 650,000 | 676,000.00 | 0.22% |
| CHESAPEAKE OILFIELD OPER LLC / SR NT 144A | N/A | 165258AA2 | 675,000 | 669,937.50 | 0.22% |
| AMSTED INDUSTRIES 8.125% 15/MAR/2018 | N/A | 032177AD9 | 625,000 | 668,750.00 | 0.22% |
| COMPAGNIE GENERALE DE GEOPHYSIQUE 6.5% BDS | N/A | 204384AB7 | 650,000 | 663,000.00 | 0.22% |
| MOMENTIVE PERFORMANCE MATERIALS INC 9% NTS | N/A | 60877UAW7 | 750,000 | 656,250.00 | 0.21% |
| REGAL CINEMAS INC 8.625% NTS 15/JUL/2019 USD1000 | N/A | 758753AD9 | 600,000 | 655,500.00 | 0.21% |
| HUNTSMAN INTERNATIONAL 8.625% NTS 15/MAR/2021 | N/A | 44701QAX0 | 575,000 | 645,437.50 | 0.21% |
| ATP OIL & GAS CORP 11.875% SNR NTS 01/MAY/2015 | N/A | 00208JAE8 | 875,000 | 638,750.00 | 0.21% |
| INVENTIV HEALTH INC 10% NTS 15/AUG/2018 USD1000 | N/A | 46122EAD7 | 700,000 | 633,500.00 | 0.21% |
| MONITRONICS INTERNATIONA 9.125% BDS 01/APR/2020 | N/A | 609453AF2 | 625,000 | 632,812.50 | 0.21% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 7.125% BDS | N/A | 74959GAA8 | 600,000 | 625,500.00 | 0.20% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 6.625% BDS | N/A | 1248EPAX1 | 600,000 | 622,500.00 | 0.20% |
| HCA HLDGS INC 7.750% BDS 15/MAY/2021 USD1000 | N/A | 40412CAB7 | 600,000 | 620,250.00 | 0.20% |
| MUELLER WATER PRODUCTS INC 7.375% SNR NTS | N/A | 624758AB4 | 625,000 | 615,625.00 | 0.20% |
| SALLY HLDGS LLC SR NT 144A 15/NOV/2019 | N/A | 79546VAG1 | 575,000 | 612,375.00 | 0.20% |
| HCA INC 7.5% 06/NOV/2033 | N/A | 404119AJ8 | 650,000 | 609,375.00 | 0.20% |
| SOUTHERN STAR CENT CORP 6.75% 01/MAR/2016 | N/A | 843830AD2 | 600,000 | 609,000.00 | 0.20% |
| ALLY FINANCIAL INC 8% SNR GTD NTS 01/NOV/2031 | N/A | 36186CBY8 | 550,000 | 606,375.00 | 0.20% |
| COPANO ENERGY LLC 7.125% BDS 01/APR/2021 USD1000 | N/A | 217203AE8 | 575,000 | 605,187.50 | 0.20% |
| THERMON INDUSTRIES INC 9.5% SR NT 01/MAY/2017 | N/A | 88362RAC1 | 550,000 | 605,000.00 | 0.20% |
| IRON MOUNTAIN INC DELAWARE 7.75% BDS 01/OCT/2019 | N/A | 46284PAN4 | 550,000 | 600,875.00 | 0.20% |
| ALERE INC 7.875% NTS 01/FEB/2016 USD1000 | N/A | 46126PAG1 | 575,000 | 599,437.50 | 0.20% |
| SPECTRUM BRANDS INC SR NT 144A 15/JUN/2018 | N/A | 84762LAH8 | 525,000 | 591,937.50 | 0.19% |
| B & G FOODS INC 7.625% BDS 15/JAN/2018 USD1000 | N/A | 05508RAD8 | 550,000 | 590,562.50 | 0.19% |
| CONCHO RESOURCES INC 7.0% BDS 15/JAN/2021 USD1000 | N/A | 20605PAB7 | 550,000 | 589,875.00 | 0.19% |
| WEST CORP 7.875% SNR NT 15/JAN/2019 USD1000 | N/A | 952355AK1 | 550,000 | 585,750.00 | 0.19% |
| PROQUEST LLC 9.00% 15/OCT/2018 | N/A | 74347AAA2 | 675,000 | 583,875.00 | 0.19% |
| INTELSAT JACKSON HLDGS SA 7.25% NTS 01/APR/2019 | N/A | 45824TAE5 | 550,000 | 578,187.50 | 0.19% |
| NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000 | N/A | 629377BS0 | 600,000 | 576,000.00 | 0.19% |
| CDW LLC/CDW FIN CORP 12.535% NTS 12/OCT/2017 | N/A | 12513GAJ8 | 525,000 | 570,281.25 | 0.19% |
| ALLY FINANCIAL INC 7% PERP PREF 144A | N/A | 02005N605 | 678 | 564,837.60 | 0.18% |
| RSC EQUIPMENT RENTAL INC 10.25% SR NTS 15/NOV/2019 | N/A | 78108AAC8 | 500,000 | 560,000.00 | 0.18% |
| MGM RESORTS INTL 7.75% BDS 15/MAR/2022 USD1000 | N/A | 552953BX8 | 550,000 | 559,625.00 | 0.18% |
| COMSTOCK RESOURCES INC 7.75% BDS 01/APR/2019 | N/A | 205768AH7 | 600,000 | 558,000.00 | 0.18% |
| RELIANCE INTERMEDIATE HLDGS LP 9.5% NTS | N/A | 759479AA6 | 500,000 | 552,500.00 | 0.18% |
| MAXIM CRANE WORKS HLDGS INC 12.25% NTS 15/APR/2015 | N/A | 577743AA5 | 575,000 | 546,250.00 | 0.18% |
| CHIRON MERGER SUB INC 2LIEN SR 144A 01/NOV/2018 | N/A | 17004RAA8 | 525,000 | 545,343.75 | 0.18% |
| HERTZ CORP 6.75% SNR NTS 15/APR/2019 USD1000 | N/A | 428040CJ6 | 525,000 | 543,375.00 | 0.18% |
| IDQ HOLDINGS INC 11.5% SNR 01/APR/2017 USD'144A | N/A | 449425AA5 | 525,000 | 538,125.00 | 0.18% |
| ASSOCIATED MATERIALS LLC/FINANCE 9.125% SRN | N/A | 04570VAC7 | 550,000 | 534,875.00 | 0.18% |
| COFFEYVILLE RESOURCES 10.875% 01/APR/2017 144A | N/A | 19190AAB3 | 475,000 | 534,375.00 | 0.18% |
| BERRY PLASTICS CORP 9.5% NTS 15/MAY/2018 USD1000 | N/A | 085790AU7 | 500,000 | 530,000.00 | 0.17% |
| UNITED SURGICAL PARTNERS INTL SR NT 144A | N/A | 90345XAA0 | 500,000 | 515,000.00 | 0.17% |
| HOLLY ENERGY PARTNERS L P / SR NT 144A 01/MAR/2020 | N/A | 435765AE2 | 500,000 | 507,500.00 | 0.17% |
| REXEL SR NT 144A 15/DEC/2019 | N/A | 761679AA7 | 500,000 | 506,250.00 | 0.17% |
| NORTEK INC 10% BDS 01/DEC/2018 USD1000 | N/A | 656559BN0 | 475,000 | 503,500.00 | 0.16% |
| ALERE INC 9% NTS 15/MAY/2016 USD1000 | N/A | 01449JAB1 | 475,000 | 495,187.50 | 0.16% |
| ADVANCED MICRO DEVICES INC 7.75% SR NT 01/AUG/2020 | N/A | 007903AU1 | 450,000 | 495,000.00 | 0.16% |
| AFFINIA GROUP INC 10.75% BDS 15/AUG/2016 | N/A | 00828BAC9 | 450,000 | 492,750.00 | 0.16% |
| LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021 | N/A | 536022AF3 | 475,000 | 492,812.50 | 0.16% |
| SEAGATE TECHNOLOGY PLC 7.75% BDS 15/DEC/2018 | N/A | 81180WAE1 | 450,000 | 492,750.00 | 0.16% |
| AVIS BUDGET CAR RENTAL 9.625% SR NT 15/MAR/2018 | N/A | 053773AL1 | 450,000 | 488,250.00 | 0.16% |
| SEQUA CORPORATION SNR PIK NTS 01/DEC/2015 | N/A | 817320AR5 | 457,638 | 485,668.33 | 0.16% |
| SCHAEFFLER FIN B V SR SEC NT 144A 15/FEB/2017 | N/A | 806261AC7 | 450,000 | 475,875.00 | 0.16% |
| HEXION US FIN CORP/HEXION NOVA SCOT 9% 2PRI SR NT | N/A | 428303AM3 | 500,000 | 465,000.00 | 0.15% |
| ENERGY FUTURE INTER HLDG CO LLC 10.0% BDS | N/A | 29269QAA5 | 425,000 | 463,250.00 | 0.15% |
| TOWER AUTOMOTIVE INC 10.625% NTS 01/SEP/2017 | N/A | 89170NAA4 | 425,000 | 461,125.00 | 0.15% |
| AMERICAN TIRE DISTRS INC 9.75% SR SEC NT | N/A | 030210AF5 | 425,000 | 457,937.50 | 0.15% |
| ALTEGRITY INC | N/A | 02152FAB4 | 475,000 | 450,062.50 | 0.15% |
| NEXSTAR FINANCE INC 7% BDS 15/JAN/2014 USD1000 | N/A | 65336YAB9 | 450,000 | 446,062.50 | 0.15% |
| INTELSAT BERMUDA 11.5% PAY IN KIND NTS 04/FEB/2017 | N/A | 458204AJ3 | 425,000 | 442,000.00 | 0.14% |
| LIMITED BRANDS INC 5.625% BDS 15/FEB/2022 USD1000 | N/A | 532716AU1 | 425,000 | 428,718.75 | 0.14% |
| EASTON-BELL SPORTS INC 9.75% NTS 01/DEC/2016 | N/A | 27749TAC9 | 375,000 | 414,843.75 | 0.14% |
| LAWSON SOFTWARE 9.375% 01/APR/2019 | N/A | 52078PAD4 | 400,000 | 414,000.00 | 0.14% |
| CHESAPEAKE MIDSTREAM PARTNERS SR NT 144A | N/A | 16524RAD5 | 400,000 | 403,000.00 | 0.13% |
| ENERGY FUTURE INTER HLDG CO LLC 11.75% BDS | N/A | 29269QAD9 | 375,000 | 383,437.50 | 0.13% |
| COMPASS MINERALS INTL INC SR NT 8% 01/JUN/2019 | N/A | 20451NAD3 | 350,000 | 379,750.00 | 0.12% |
| ALLY FINANCIAL INC 7.5% NTS 15/SEP/2020 USD1000 | N/A | 02005NAJ9 | 350,000 | 378,000.00 | 0.12% |
| CHRYSLER GROUP LLC/CGCO ISUER INC 8% BDS | N/A | 17121EAB3 | 375,000 | 376,875.00 | 0.12% |
| KOPPERS INC 7.875% GTD SNR NTS 01/DEC/2019 USD1000 | N/A | 500605AE0 | 350,000 | 373,625.00 | 0.12% |
| INTELSAT JACKSON HLDGS SA 7.5% SNR NTS 01/APR/2021 | N/A | 45824TAG0 | 350,000 | 367,937.50 | 0.12% |
| DIGICEL GROUP LTD 10.50% 15/APR/2018 144A | N/A | 25380WAC0 | 325,000 | 359,125.00 | 0.12% |
| CAESARS OPER ESCROW LLC /CAESARS ES 8.5% BDS | N/A | 127693AA7 | 350,000 | 356,125.00 | 0.12% |
| SEALY MATTRESS CO 10.875% BDS 15/APR/2016 | N/A | 812141AP4 | 328,000 | 355,883.28 | 0.12% |
| SPRINT NEXTEL CORP GTD JR NT 144A 01/MAR/2020 | N/A | 852061AQ3 | 350,000 | 355,250.00 | 0.12% |
| RENTAL SERVICE CORP 9.5% SNR NTS 01/DEC/2014 | N/A | 76010RAC2 | 345,000 | 354,487.50 | 0.12% |
| UNIVERSAL HOSPITAL SERVICES FLTG RATE NTS | N/A | 91359PAE0 | 375,000 | 354,375.00 | 0.12% |
| NEUBERGER BERMAN GRP/FIN 5.875% BDS 15/MAR/2022 | N/A | 64128XAC4 | 350,000 | 353,500.00 | 0.12% |
| ENERGY XXI GULF COAST INC 9.25% SNR NTS | N/A | 29276KAP6 | 325,000 | 351,812.50 | 0.12% |
| CHESAPEAKE ENERGY CORP 6.625% BDS 15/AUG/2020 | N/A | 165167CF2 | 325,000 | 330,687.50 | 0.11% |
| EL PASO CORP 6.5% SNR NT 15/SEP/2020 USD1000 | N/A | 28336LBV0 | 300,000 | 330,296.10 | 0.11% |
| SEAGATE HDD CAYMAN 7% BDS 01/NOV/2021 USD100 144A | N/A | 81180WAC5 | 300,000 | 322,500.00 | 0.11% |
| SPRINT NEXTEL CORP 11.5% BDS 15/NOV/2021 USD1000 | N/A | 852061AH3 | 300,000 | 322,500.00 | 0.11% |
| RSC EQUIPMENT RENTAL INC 10% BDS 15/JUL/2017 | N/A | 78108AAA2 | 275,000 | 319,000.00 | 0.10% |
| LEVEL 3 FINANCING INC 8.625% BDS 15/JUL/2020 | N/A | 527298AS2 | 300,000 | 315,000.00 | 0.10% |
| AVIS BUDGET CAR RENT LLC /AVIS BUDG 8.25% SNR NTS | N/A | 053773AN7 | 300,000 | 312,750.00 | 0.10% |
| BERRY PETROLEUM CORP 6.375% BDS 15/SEP/2022 | N/A | 085789AF2 | 300,000 | 308,250.00 | 0.10% |
| CIMAREX ENERGY CO SR NT 5.875% 01/MAY/2022 | N/A | 171798AB7 | 300,000 | 306,000.00 | 0.10% |
| NIELSEN FINANCE LLC/CO 7.75% SNR NTS 15/OCT/2018 | N/A | 65409QAY8 | 275,000 | 303,187.50 | 0.10% |
| TENNECO INC 7.75% SR NT 15/AUG/2018 USD1000 | N/A | 880349AN5 | 275,000 | 297,000.00 | 0.10% |
| SM ENERGY CO 6.5% SNR NT 15/NOV/2021 USD1000 | N/A | 78454LAD2 | 275,000 | 292,875.00 | 0.10% |
| SESI L.L.C. 6.375% BDS 01/MAY/2019 USD1000 | N/A | 78412FAL8 | 275,000 | 291,500.00 | 0.10% |
| ATKORE INTERNATIONAL INC 9.875% BDS 01/JAN/2018 | N/A | 047650AB2 | 275,000 | 288,062.50 | 0.09% |
| LONE PINE RESOURCES CANADA LTD 10.375% BDS | N/A | 54222RAA7 | 275,000 | 287,718.75 | 0.09% |
| SERVICEMASTER CO 7.1% BDS 01/MAR/2018 USD1000 | N/A | 81760NAA7 | 300,000 | 282,750.00 | 0.09% |
| EL PASO CORP 7.25% BDS 01/JUN/2018 USD1000 | N/A | 28336LBR9 | 250,000 | 279,870.50 | 0.09% |
| LAMAR MEDIA CORP 5.875% BDS 01/FEB/2022 USD1000 | N/A | 513075AZ4 | 275,000 | 279,812.50 | 0.09% |
| TARGA RESOURCES PARTNERS LP 6.375% BDS 01/AUG/2022 | N/A | 87612BAJ1 | 275,000 | 279,125.00 | 0.09% |
| NRG ENERGY INC 8.25% BDS 01/SEP/2020 USD1000 | N/A | 629377BJ0 | 275,000 | 270,875.00 | 0.09% |
| UNION CARBIDE CHEMICALS & PLASTICS 7.875% DEBS | N/A | 905572AD5 | 225,000 | 269,301.38 | 0.09% |
| MANTECH INTERNATIONAL CORP 7.25% NTS 15/APR/2018 | N/A | 564563AB0 | 250,000 | 266,250.00 | 0.09% |
| BUILDING MATERIALS CORP 6.75% 01/MAY/2021 144A | N/A | 120111BL2 | 250,000 | 265,312.50 | 0.09% |
| BUILDING MATERIAL HLDGS CORP 7.5% BDS 15/MAR/2020 | N/A | 120111BJ7 | 250,000 | 265,000.00 | 0.09% |
| GENERAL MOTORS CO USD0.01 | GM | 37045V100 | 10,097 | 258,988.05 | 0.08% |
| MMI INTERNATIONAL LTD 8% BDS 01/MAR/2017 USD1000 | N/A | 55314RAA3 | 250,000 | 258,750.00 | 0.08% |
| REYNOLDS GROUP ESCROW 9.875% BDS 15/AUG/2019 | N/A | 761735AM1 | 250,000 | 255,625.00 | 0.08% |
| CLEARWATER PAPER CORPORATION 10.625% SR NTS | N/A | 18538RAC7 | 225,000 | 252,000.00 | 0.08% |
| NEUBERGER BERMAN GRP/FIN 5.625% BDS 15/MAR/2020 | N/A | 64128XAA8 | 250,000 | 251,875.00 | 0.08% |
| REGENCY ENERGY PARTNERS LP 9.375% BDS 01/JUN/2016 | N/A | 75886AAD0 | 225,000 | 247,218.75 | 0.08% |
| SUNGARD DATA SYSTEMS INC 7.375% NTS 15/NOV/2018 | N/A | 867363AR4 | 225,000 | 239,062.50 | 0.08% |
| ARDAGH PACKAGING SR NT 144A 15/OCT/2020 | N/A | 03968XAA9 | 225,000 | 235,687.50 | 0.08% |
| ENERGY XXI GULF COAST INC 7.75% SNR NTS | N/A | 29276KAQ4 | 225,000 | 231,750.00 | 0.08% |
| LONGVIEW FIBRE PAPER AND PACKAGING 8% BDS | N/A | 543218AA9 | 225,000 | 229,218.75 | 0.08% |
| INSIGHT COMMUNICATIONS INC 9.375% BDS 15/JUL/2018 | N/A | 45768VAD0 | 200,000 | 228,500.00 | 0.07% |
| CEQUEL COMMUNICATIONS HOLDINGS SR NT 144A | N/A | 15672WAA2 | 200,000 | 214,750.00 | 0.07% |
| DJO FINANCE LLC/DJO FINANCE CORP 9.75% SNR SB NT | N/A | 23327BAD5 | 275,000 | 204,875.00 | 0.07% |
| TENNECO PACKAGING INC 7.95% DEB 15/DEC/2025 | N/A | 880394AB7 | 250,000 | 200,000.00 | 0.07% |
| FIRST DATA CORP 8.25% SNR NTS 15/JAN/2021 USD1000 | N/A | 319963AY0 | 200,000 | 195,500.00 | 0.06% |
| FPL ENERGY NATL WIND 6.125% 25/MAR/2019 | N/A | 30257FAA1 | 197,649 | 193,535.92 | 0.06% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 7.625% BDS | N/A | 18451QAE8 | 200,000 | 193,000.00 | 0.06% |
| PRESTIGE BRANDS INC 8.125% BDS 01/FEB/2020 USD100 | N/A | 74112BAG0 | 175,000 | 189,656.25 | 0.06% |
| KEMET CORP 10.5% BDS 01/MAY/2018 USD1000 144A | N/A | 488360AG3 | 175,000 | 188,125.00 | 0.06% |
| PSS WORLD MED INC SR NT 144A 01/MAR/2022 | N/A | 69366AAD2 | 175,000 | 179,812.50 | 0.06% |
| MDC PARTNERS INC SR NT 144A 11% 01/NOV/2016 | N/A | 552697AH7 | 150,000 | 162,000.00 | 0.05% |
| RSC EQUIPMENT RENTAL INC 8.25% SNR NT 01/FEB/2021 | N/A | 78108AAE4 | 150,000 | 159,750.00 | 0.05% |
| BERRY PETROLEUM CORP 6.75% BDS 01/NOV/2020 USD1000 | N/A | 085789AE5 | 150,000 | 158,625.00 | 0.05% |
| GENERAL MOTORS CO C/WTS 10/JUL/2016 (TO PUR COM) | GMWSA | 37045V118 | 9,179 | 152,646.77 | 0.05% |
| SERVICEMASTER CO 7.45% BDS 15/AUG/2027 USD1000 | N/A | 817609AB6 | 175,000 | 149,187.50 | 0.05% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 9.0% BDS | N/A | 74959GAC4 | 150,000 | 147,750.00 | 0.05% |
| INERGY LP & INERGY FINANCE CORP 6.875% SNR NT | N/A | 45661TAL5 | 150,000 | 144,375.00 | 0.05% |
| WEST CORP 8.625% SNR NTS 01/OCT/2018 USD1000 | N/A | 952355AH8 | 125,000 | 137,187.50 | 0.04% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR | N/A | 18451QAC2 | 125,000 | 136,406.25 | 0.04% |
| TEXAS COMPETITIVE ELECTRIC HLDG LLC 11.5% BDS | N/A | 882330AM5 | 175,000 | 114,187.50 | 0.04% |
| FIDELITY NATIONAL INFO SERVICES INC 7.875% SR NT | N/A | 31620MAD8 | 100,000 | 111,000.00 | 0.04% |
| TW TELECOM HLDGS INC 8% SR NTS 01/MAR/2018 USD1000 | N/A | 87311XAB4 | 100,000 | 109,250.00 | 0.04% |
| CLEARWATER PAPER CORPORATION 7.125% SNR NTS | N/A | 18538RAE3 | 100,000 | 106,000.00 | 0.03% |
| CHESTER DOWNS & MARINA LLC SR SEC 144A 01/FEB/2020 | N/A | 165749AA0 | 100,000 | 105,625.00 | 0.03% |
| GENERAL MOTORS CO C/WTS 10/JUL/2019 (TO PUR COM) | GMWSB | 37045V126 | 9,179 | 102,804.80 | 0.03% |
| BASIC ENERGY SERVICES INC 7.75% NTS 15/FEB/2019 | N/A | 06985PAH3 | 100,000 | 102,500.00 | 0.03% |
| JAGUAR LAND ROVER PLC 7.75% BDS 15/MAY/2018 | N/A | 47009XAA7 | 100,000 | 102,500.00 | 0.03% |
| DJO FIN LLC/DJO FI 8.75% SNR 15/MAR/2018 USD2000 | N/A | 23327BAG8 | 100,000 | 101,000.00 | 0.03% |
| LINN ENERGY LLC 6.5% BDS 15/MAY/2019 USD100 144A | N/A | 536022AG1 | 100,000 | 98,000.00 | 0.03% |
| EDISON MISSION ENERGY 7% SNR NTS 15/MAY/2017 | N/A | 281023AU5 | 125,000 | 78,750.00 | 0.03% |
| UR FING ESCROW CORP SR SEC 144A 15/APR/2022 | N/A | 90321NAC6 | 75,000 | 77,062.50 | 0.03% |
| UR FING ESCROW CORP SR SEC 144A 15/JUL/2018 | N/A | 90321NAA0 | 75,000 | 76,781.25 | 0.03% |
| UR FING ESCROW CORP SR SEC 144A 15/MAY/2020 | N/A | 90321NAB8 | 75,000 | 76,687.50 | 0.03% |
| EDISON MISSION ENERGY 7.75% SNR NTS 15/JUN/2016 | N/A | 281023AR2 | 100,000 | 69,000.00 | 0.02% |
| MOTORS LIQUIDATION 7.4% BDS 01/SEP/2025 USD | N/A | 370ESCAR6 | 2,500,000 | 37,500.00 | 0.01% |
| IDEARC LITIGATION TRUSTS | N/A | 451ESC8CE | 1,375,000 | 34,375.00 | 0.01% |
| ALERIS INTERNATIONAL INC 9% SNR NTS 15/DEC/2014 | N/A | 014477AD5 | 600,000 | 60.00 | 0.00% |
| JITNEY JUNGLE INC 10.375% BDS 15/SEP/2007 USD1000 | N/A | 47758RAD7 | 100,000 | 0.00 | 0.00% |
| HRP MYRTLE BEACH OPERATIONS LLC FLTG RTE NTS | N/A | 40429UAA0 | 675,000 | 0.00 | 0.00% |
| Holding | Ticker | Security No | Shares | Market Value | Percent |
|---|---|---|---|---|---|
| CIT GROUP INC 7% BDS 02/MAY/2017 USD1000 144A | N/A | 125581GA0 | 7,125,000 | 7,133,906.25 | 2.35% |
| HCA INC 7.5% BDS 15/FEB/2022 USD2000 | N/A | 404121AD7 | 6,275,000 | 6,792,687.50 | 2.24% |
| ALLY FINANCIAL INC 8.0% 15/MAR/2020 | N/A | 02005NAE0 | 4,050,000 | 4,586,625.00 | 1.51% |
| INTERNATIONAL LEASE FINANCE CORP 8.25% BDS | N/A | 459745GF6 | 4,000,000 | 4,460,048.00 | 1.47% |
| FORD MOTOR CREDIT CO 3.875% BDS 15/JAN/2015 | N/A | 345397VW0 | 4,000,000 | 4,100,692.00 | 1.35% |
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | N/A | 89199B034 | 3,873,182 | 3,873,182.28 | 1.28% |
| HOST MARRIOTT LP 6.75% SNR NTS 01/JUN/2016 USD1000 | N/A | 44108EBA5 | 2,675,000 | 2,765,281.25 | 0.91% |
| BIOMET INC 11.625% BDS 15/OCT/2017 USD 1000 | N/A | 090613AE0 | 2,325,000 | 2,537,156.25 | 0.84% |
| SPRINT CAPITAL CORP 6.9% GTD BDS 01/MAY/2019 | N/A | 852060AG7 | 2,750,000 | 2,433,750.00 | 0.80% |
| ENERGY TRANSFER EQUITY LP 7.5% BDS 15/OCT/2020 | N/A | 29273VAC4 | 2,100,000 | 2,404,500.00 | 0.79% |
| INTELSAT BERMUDA 11.25% GTD NTS 15/JUN/2016 | N/A | 45820EAX0 | 2,125,000 | 2,247,187.50 | 0.74% |
| MICHAEL FOODS INC 9.75% SNR NT 15/JUL/2018 USD10 | N/A | 594073AB4 | 2,050,000 | 2,244,750.00 | 0.74% |
| NUVEEN INVESTMENTS INC 10.5% NTS 15/NOV/2015 | N/A | 67090FAD8 | 2,100,000 | 2,194,500.00 | 0.72% |
| VWR FUNDING INC VAR SNR NTS 15/JUL/2015 USD1000 | N/A | 918436AD8 | 1,902,656 | 1,969,248.96 | 0.65% |
| CDW LLC/CDW FIN CORP 8.5% BDS 01/APR/2019 USD1000 | N/A | 12513GAX7 | 1,825,000 | 1,952,750.00 | 0.64% |
| HARRAHS OPERATING CO INC 11.25% GTD SNR NTS | N/A | 413627BL3 | 1,750,000 | 1,916,250.00 | 0.63% |
| FORD MOTOR CO 8% BDS 15/DEC/2016 USD100000 | N/A | 345397VC4 | 1,575,000 | 1,871,717.40 | 0.62% |
| SEALY MATTRESS CO 8.25% BDS 15/JUN/2014 USD1000 | N/A | 812141AN9 | 1,975,000 | 1,866,375.00 | 0.61% |
| EMERGENCY MED SVCS CORP 8.125% BDS 01/JUN/2019 | N/A | 29100PAB8 | 1,775,000 | 1,863,750.00 | 0.61% |
| DINEEQUITY INC 9.5% SNR NTS 30/OCT/2018 USD1000 | N/A | 254423AB2 | 1,675,000 | 1,846,687.50 | 0.61% |
| MGM RESORTS INTL 7.5% SNR NTS 01/JUN/2016 USD1000 | N/A | 552953BC4 | 1,800,000 | 1,831,500.00 | 0.60% |
| MULTIPLAN INC 9.875% BDS 01/SEP/2018 USD1000 | N/A | 62546RAB7 | 1,675,000 | 1,820,515.63 | 0.60% |
| VANGUARD HEALTH HLDG CO II LLC/INC 8.0% BDS | N/A | 92203PAE6 | 1,725,000 | 1,815,562.50 | 0.60% |
| NEEDLE MERGER SUB CORP 8.125% SNR NTS 15/MAR/2019 | N/A | 639888AA4 | 1,800,000 | 1,802,250.00 | 0.59% |
| SEALED AIR CORP 8.375% SNR NTS 15/SEP/2021 USD100 | N/A | 81211KAR1 | 1,550,000 | 1,774,750.00 | 0.58% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 8.25% BDS | N/A | 761735AE9 | 1,850,000 | 1,766,750.00 | 0.58% |
| LAWSON SOFTWARE INC 11.50% NTS 15/JUL/2018 USD1000 | N/A | 52078PAC6 | 1,600,000 | 1,672,000.00 | 0.55% |
| ALLY FINANCIAL INC 6.25% BDS 01/DEC/2017 USD1000 | N/A | 02005NAD2 | 1,600,000 | 1,653,788.80 | 0.54% |
| CINEMARK USA INC 7.375% SNR SUB NT 15/JUN/2021 | N/A | 172441AV9 | 1,525,000 | 1,627,937.50 | 0.54% |
| YANKEE ACQUISITION CORP 9.75% SNR NTS 15/FEB/2017 | N/A | 984756AD8 | 1,575,000 | 1,598,625.00 | 0.53% |
| FIRST DATA CORP VAR SNR PIK NTS 15/JAN/2022 | N/A | 319963AZ7 | 1,650,000 | 1,592,250.00 | 0.52% |
| PLAINS EXPLORATION & PRODUCTION CO 6.75% BDS | N/A | 726505AL4 | 1,425,000 | 1,560,375.00 | 0.51% |
| PETCO ANIMAL SUPPLIES INC 9.25% BDS 01/DEC/2018 | N/A | 716016AC4 | 1,400,000 | 1,540,000.00 | 0.51% |
| PENINSULA GAMING LLC/PENINSULA CORP 10.75% BDS | N/A | 707132AM8 | 1,400,000 | 1,538,250.00 | 0.51% |
| LENDER PROCESSING SERVICES INC 8.125% NTS | N/A | 52602EAC6 | 1,475,000 | 1,537,687.50 | 0.51% |
| DIGICEL GROUP LTD 8.25% 01/SEP/2017 144A | N/A | 25380QAD1 | 1,450,000 | 1,537,000.00 | 0.51% |
| VISANT CORP 10% NTS 01/OCT/2017 USD1000 | N/A | 92834UAB8 | 1,650,000 | 1,518,000.00 | 0.50% |
| UCI INTERNATIONAL INC 8.625% NTS 15/FEB/2019 | N/A | 90266DAB7 | 1,475,000 | 1,508,187.50 | 0.50% |
| US FOODSERVICE 8.50% NTS 30/JUN/2019 USD1000 144A | N/A | 91728CAE3 | 1,500,000 | 1,507,500.00 | 0.50% |
| WINDSTREAM CORP 8.125% NTS 01/SEP/2018 USD1000 | N/A | 97381WAP9 | 1,375,000 | 1,505,625.00 | 0.50% |
| COMPUCOM SOFTWARE 12.5% SNR NTS 01/OCT/2015 | N/A | 204780AC4 | 1,450,000 | 1,500,750.00 | 0.49% |
| NPC INTL INC 10.5% BDS 15/JAN/2020 USD100 | N/A | 62941YAA5 | 1,400,000 | 1,478,750.00 | 0.49% |
| SSI INVESTMENTS II LIMITED 11.125% SR NT | N/A | 784662AC2 | 1,325,000 | 1,474,062.50 | 0.49% |
| EXIDE TECHNOLOGIES 8.625% SNR SEC NTS 01/FEB/2018 | N/A | 302051AQ0 | 1,875,000 | 1,457,812.50 | 0.48% |
| PITTSBURGH GLASS WORKS LLC 8.50% NTS 15/APR/2016 | N/A | 725143AA9 | 1,425,000 | 1,442,812.50 | 0.48% |
| CROSSTEX ENERGY LP 8.875% BDS 15/FEB/2018 USD1000 | N/A | 22764LAB9 | 1,325,000 | 1,437,625.00 | 0.47% |
| DEL MONTE CORP 7.625% BDS 15/FEB/2019 USD1000 | N/A | 245217AS3 | 1,425,000 | 1,428,562.50 | 0.47% |
| SPECTRUM BRANDS INC VAR 28/AUG/2019 | N/A | 84762LAE5 | 1,292,140 | 1,419,738.83 | 0.47% |
| DEAN FOODS CO 9.75% SNR NT 15/DEC/2018 USD1000 | N/A | 242370AC8 | 1,275,000 | 1,408,875.00 | 0.46% |
| REYNOLDS GROUP ISSUER LLC SR NT 144A 15/MAY/2018 | N/A | 761735AA7 | 1,400,000 | 1,407,000.00 | 0.46% |
| SGS INTL INC 12% SNR NTS 15/DEC/2013 USD1000 | N/A | 784216AB9 | 1,393,000 | 1,399,965.00 | 0.46% |
| GREAT CANADIAN GAMING CO 7.25% 15/FEB/2015 144A | N/A | 389914AD4 | 1,350,000 | 1,371,937.50 | 0.45% |
| COMMSCOPE INC 8.25% BDS 15/JAN/2019 USD1000 144A | N/A | 203372AH0 | 1,300,000 | 1,368,250.00 | 0.45% |
| MARKWEST ENERGY PARTNERS LP 6.25% BDS 15/JUN/2022 | N/A | 570506AP0 | 1,275,000 | 1,367,437.50 | 0.45% |
| CROWN MEDIA HOLDINGS 10.5% BDS 15/JUL/2019 USD1000 | N/A | 228411AE4 | 1,275,000 | 1,361,062.50 | 0.45% |
| ARAMARK CORP 8.5% SNR NTS 01/FEB/2015 USD1000 | N/A | 038521AD2 | 1,325,000 | 1,359,794.50 | 0.45% |
| INTERNATIONAL AUTOMOTIVE COMPONENTS 9.125% SNR NTS | N/A | 45903PAA5 | 1,525,000 | 1,357,250.00 | 0.45% |
| UTD SURGICAL PTNRS VAR SUB NT 01/MAY/2017 USD | N/A | 913016AF8 | 1,300,000 | 1,348,750.00 | 0.44% |
| UNITED RENTALS INC 8.375% BDS 15/SEP/2020 USD1000 | N/A | 911365AW4 | 1,300,000 | 1,345,500.00 | 0.44% |
| GARDA WORLD SECURITY CORP 9.75% BDS 15/MAR/2017 | N/A | 36485MAA7 | 1,275,000 | 1,345,125.00 | 0.44% |
| UNIV HOSPITAL SVCS VAR SR SEC NTS 01/JUN/2015 | N/A | 91359PAF7 | 1,300,000 | 1,339,000.00 | 0.44% |
| MDC PARTNERS INC 11% BDS 01/NOV/2016 USD1000 | N/A | 552697AE4 | 1,225,000 | 1,335,250.00 | 0.44% |
| CHAPARRAL ENERGY INC 9.875% NTS 01/OCT/2020 | N/A | 15941RAN0 | 1,175,000 | 1,321,875.00 | 0.44% |
| SIMMONS CO 11.25% BDS 15/JUL/2015 USD2000'144A' | N/A | 828690AA5 | 1,275,000 | 1,318,018.50 | 0.43% |
| OMNICARE INC 7.75% BDS 01/JUN/2020 USD1000 | N/A | 681904AM0 | 1,175,000 | 1,308,656.25 | 0.43% |
| GXS WORLWIDE INC 9.75% NTS 15/JUN/2015 USD1000 | N/A | 36190QAB2 | 1,300,000 | 1,296,750.00 | 0.43% |
| RBS GLOBAL & REXNORD CORP 8.5% SR NTS 01/MAY/2018 | N/A | 75524DAN0 | 1,200,000 | 1,293,000.00 | 0.43% |
| CLEAR CHANNEL COMMUNICATIONS INC 9% BDS | N/A | 184502BG6 | 1,400,000 | 1,288,000.00 | 0.42% |
| SPRINT CAPITAL CORP 6.875% NTS 15/NOV/2028 USD1000 | N/A | 852060AD4 | 1,650,000 | 1,287,000.00 | 0.42% |
| CEDAR FAIR L.P 9.125% BDS 01/AUG/2018 USD1000 | N/A | 150191AC8 | 1,150,000 | 1,285,125.00 | 0.42% |
| SPRINT NEXTEL CORP 9% BDS 15/NOV/2018 USD1000 144A | N/A | 852061AK6 | 1,150,000 | 1,282,250.00 | 0.42% |
| METROPCS WIRELESS 6.625% SR NT 15/NOV/2020 USD | N/A | 591709AL4 | 1,225,000 | 1,261,750.00 | 0.42% |
| FOX ACQUISITION SUB LLC 13.375% SNR NTS | N/A | 351647AA0 | 1,150,000 | 1,254,937.50 | 0.41% |
| NRG ENERGY INC 7.625% SNR NT 15/MAY/2019 USD1000 | N/A | 629377BR2 | 1,250,000 | 1,237,500.00 | 0.41% |
| SYNIVERSE HLDGS INC 9.125% BDS 15/JAN/2019 USD1000 | N/A | 87163FAA4 | 1,125,000 | 1,226,250.00 | 0.40% |
| NORCRAFT COMPANIES/NORCRAFT FINCORP 10.5% SR NT | N/A | 65556TAD9 | 1,375,000 | 1,213,437.50 | 0.40% |
| TRANSDIGM INC 7.75% BDS 15/DEC/2018 USD1000 | N/A | 893647AP2 | 1,100,000 | 1,210,000.00 | 0.40% |
| SOPHIA L P / SOPHIA FIN INC SR NT 144A 15/JAN/2019 | N/A | 83577TAA3 | 1,125,000 | 1,209,375.00 | 0.40% |
| CORELOGIC INC 7.25% BDS 01/JUN/2021 USD100 144A | N/A | 21871DAA1 | 1,200,000 | 1,209,000.00 | 0.40% |
| SPANSION LLC 7.875% BDS 15/NOV/2017 USD1000 | N/A | 84649PAJ4 | 1,225,000 | 1,203,562.50 | 0.40% |
| JAGUAR HLDG CO II/JAGUAR MERGER SUB 9.5% BDS | N/A | 47009WAA9 | 1,100,000 | 1,203,125.00 | 0.40% |
| ALLEN SYSTEMS GROU 10.5% BDS 15/NOV/2016 USD'144A | N/A | 018089AA0 | 1,350,000 | 1,201,500.00 | 0.40% |
| GENERAL CABLE CORP 7.125% SNR NTS 01/APR/2017 | N/A | 369300AH1 | 1,150,000 | 1,187,375.00 | 0.39% |
| ASPECT SOFTWARE INC 10.625% SR NTS 15/MAY/2017 | N/A | 04523XAB3 | 1,100,000 | 1,185,250.00 | 0.39% |
| JACOBS ENTERTAINMENT 9.75% SNR NTS 15/JUN/2014 | N/A | 469815AG9 | 1,225,000 | 1,179,062.50 | 0.39% |
| HILLMAN GROUP INC 10.875% SR NT 01/JUN/2018 | N/A | 43162RAB0 | 1,125,000 | 1,178,437.50 | 0.39% |
| IGATE CORP 9% SNR NT 01/MAY/2016 USD1000 | N/A | 45169UAC9 | 1,075,000 | 1,169,062.50 | 0.38% |
| CHRYSLER GROUP LLC/CGCO ISUER INC 8.25% BDS | N/A | 17121EAD9 | 1,150,000 | 1,161,500.00 | 0.38% |
| AMERICAN AXLE & MANUFACTURING INC 7.75% BDS | N/A | 02406PAK6 | 1,075,000 | 1,146,218.75 | 0.38% |
| JARDEN CORPORATION 7.5% SR SB NT 01/MAY/2017 USD | N/A | 471109AB4 | 1,025,000 | 1,130,062.50 | 0.37% |
| FERRO CORP 7.875% BDS 15/AUG/2018 USD1000 | N/A | 315405AM2 | 1,075,000 | 1,123,375.00 | 0.37% |
| EAGLE PARENT INC 8.625% BDS 01/MAY/2019 USD'144 | N/A | 269722AA2 | 1,075,000 | 1,112,625.00 | 0.37% |
| INERGY LP & INERGY FINANCE CORP 7% SNR NT | N/A | 45661TAM3 | 1,125,000 | 1,108,125.00 | 0.36% |
| MERITOR INC 10.625% BDS 15/MAR/2018 USD1000 | N/A | 043353AJ0 | 1,050,000 | 1,102,500.00 | 0.36% |
| IASIS HEALTHCARE CORP 8.375% BDS 15/MAY/2019 | N/A | 45072PAD4 | 1,150,000 | 1,098,250.00 | 0.36% |
| ENTERCOM RADIO LLC / ENTERCOM SR NT 10.5% | N/A | 29363TAB2 | 1,025,000 | 1,094,187.50 | 0.36% |
| SEMINOLE TRIBE OF FLORIDA 7.75% BDS 01/OCT/2017 | N/A | 81683RAQ7 | 1,000,000 | 1,085,000.00 | 0.36% |
| DEAN FOODS CO 7% BDS 01/JUN/2016 USD1000 | N/A | 242370AA2 | 1,050,000 | 1,078,875.00 | 0.36% |
| AMERICAN CASINO & ENTERTAINMENT 11% SR NTS | N/A | 02504UAB6 | 1,013,000 | 1,071,247.50 | 0.35% |
| NORTEK INC 8.5% BDS 15/APR/2021 USD1000 | N/A | 656559BQ3 | 1,100,000 | 1,064,250.00 | 0.35% |
| WEST CORP 11% SNR NTS 15/OCT/2016 USD1000 | N/A | 952355AF2 | 1,000,000 | 1,061,250.00 | 0.35% |
| ACADEMY LTD / ACAD 9.25% NTS 01/AUG/2019 USD'144A | N/A | 004010AA2 | 1,050,000 | 1,060,500.00 | 0.35% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.25% NTS | N/A | 1248EPAQ6 | 975,000 | 1,057,875.00 | 0.35% |
| ENTRAVISION COMMUNICATIONS CORP 8.75% SR NT | N/A | 29382RAD9 | 1,000,000 | 1,057,500.00 | 0.35% |
| CHESAPEAKE ENERGY CORP SR NT 6.775% 15/MAR/2019 | N/A | 165167CH8 | 1,050,000 | 1,055,250.00 | 0.35% |
| FREESCALE SEMICONDUCTOR INC 9.25% NTS 15/APR/2018 | N/A | 35687MAT4 | 950,000 | 1,045,000.00 | 0.34% |
| ADVANCED MICRO DEVICES INC 8.125% SR NTS | N/A | 007903AR8 | 950,000 | 1,042,625.00 | 0.34% |
| SERENA SOFTWARE 10.375% SNR SUB NTS 15/MAR/2016 | N/A | 817492AD3 | 1,000,000 | 1,036,250.00 | 0.34% |
| KEMET CORP 10.5% BDS 01/MAY/2018 USD1000 | N/A | 488360AF5 | 950,000 | 1,035,500.00 | 0.34% |
| AMC NETWORKS INC 7.75% BDS 15/JUL/2021 USD2000 | N/A | 00164VAA1 | 925,000 | 1,031,375.00 | 0.34% |
| ARDAGH PACKAGING FINANCE 9.125% BDS 15/OCT/2020 | N/A | 039686AB6 | 975,000 | 1,031,062.50 | 0.34% |
| HCA INC SR SECD 5.875% 15/MAR/2022 | N/A | 404121AE5 | 1,000,000 | 1,025,000.00 | 0.34% |
| OMNOVA SOLUTIONS INC 7.875% SNR NTS 01/NOV/2018 | N/A | 682129AE1 | 1,100,000 | 1,023,000.00 | 0.34% |
| SUGAR HSP GMNG PRO 8.625% BDS 15/APR/2016 USD'144 | N/A | 865033AA2 | 975,000 | 1,020,093.75 | 0.34% |
| SEAGATE HDD CAYMAN 6.875% BDS 01/MAY/2020 USD | N/A | 81180WAD3 | 925,000 | 1,012,875.00 | 0.33% |
| XM SATELLITE RADIO INC 7.625% BDS 01/NOV/2018 | N/A | 98375YAZ9 | 925,000 | 1,012,875.00 | 0.33% |
| HEXION US FIN CORP/HEXION NOVA SCOT 8.875% SNR NTS | N/A | 428303AJ0 | 975,000 | 1,009,125.00 | 0.33% |
| PACKAGING DYNAMICS CORP 8.75% NTS 01/FEB/2016 | N/A | 695160AA9 | 950,000 | 1,002,250.00 | 0.33% |
| CUMULUS MEDIA INC 7.75% BDS 01/MAY/2019 USD1000 | N/A | 231082AB4 | 1,025,000 | 1,001,937.50 | 0.33% |
| MASONITE INTERNATIONAL CORP 8.25% BDS 15/APR/2021 | N/A | 575384AF9 | 925,000 | 992,062.50 | 0.33% |
| CLEAVER-BROOKS INC 12.25% BDS 01/MAY/2016 | N/A | 185401AA4 | 950,000 | 988,000.00 | 0.33% |
| RGHL US ESCROW II INC/LLC 7.875% SNR SEC NTS | N/A | 74959HAA6 | 900,000 | 985,500.00 | 0.32% |
| GYMBOREE CORP 9.125% BDS 01/DEC/2018 USD1000 | N/A | 403777AB1 | 1,100,000 | 984,500.00 | 0.32% |
| PRESTIGE BRANDS INC 8.25% SR NT 01/APR/2018 | N/A | 74112BAE5 | 900,000 | 982,125.00 | 0.32% |
| SEMINOLE HARD ROCK ENTERTAINMENT FLTG RATE NTS | N/A | 816752AA7 | 1,025,000 | 978,875.00 | 0.32% |
| INTERACTIVE DATA CORP 10.25% SNR NTS 01/AUG/2018 | N/A | 45840JAB3 | 875,000 | 971,250.00 | 0.32% |
| BAUSCH & LOMB INC 9.875% SRN 01/NOV/2015 USD1000 | N/A | 071707AP8 | 925,000 | 970,093.75 | 0.32% |
| BASIC ENERGY SERVICES INC 7.125% SNR NTS | N/A | 06985PAB6 | 950,000 | 969,000.00 | 0.32% |
| PLY GEM INDS INC SR NT 8.25% 15/FEB/2018 | N/A | 729416AQ0 | 1,000,000 | 967,500.00 | 0.32% |
| JAGUAR LAND ROVER PLC 8.125% BDS 15/MAY/2021 | N/A | 47009XAB5 | 925,000 | 955,062.50 | 0.31% |
| PINNACLE FOODS FINANCE LLC/CORP 8.25% SR NT | N/A | 72347QAG8 | 875,000 | 947,187.50 | 0.31% |
| WEST CORP 7.875% SNR NT 15/JAN/2019 USD1000 | N/A | 952355AK1 | 875,000 | 946,093.75 | 0.31% |
| W & T OFFSHORE INC 8.5% NTS 15/JUN/2019 USD1000 | N/A | 92922PAC0 | 875,000 | 941,718.75 | 0.31% |
| DYNACAST INTL LLC 9.25% BDS 15/JUL/2019 USD'144A | N/A | 26779YAA7 | 900,000 | 938,250.00 | 0.31% |
| FORBES ENERGY SVCS LLC / FORBES ENE 9% BDS | N/A | 345143AC5 | 950,000 | 935,750.00 | 0.31% |
| STREAM GLOBAL SVCS INC 11.25% SR NTS 01/OCT/2014 | N/A | 86323MAB6 | 900,000 | 928,125.00 | 0.31% |
| NEXSTAR BROADCASTING INC SR NT PIK 7% 15/JAN/2014 | N/A | 65336YAE3 | 923,695 | 922,540.38 | 0.30% |
| DIGICEL GROUP LTD VAR SNR NTS 15/JAN/2015 USD1000 | N/A | 25380WAB2 | 903,767 | 921,842.34 | 0.30% |
| SESI L L C SR NT 144A 15/DEC/2021 | N/A | 78412FAM6 | 825,000 | 911,625.00 | 0.30% |
| SITEL 11.5% SNR NT 01/APR/2018 USD1000 | N/A | 78428EAB5 | 1,225,000 | 906,500.00 | 0.30% |
| SUNGARD DATA SYSTEMS INC 10.625% NTS 15/MAY/2015 | N/A | 867363AN3 | 850,000 | 901,000.00 | 0.30% |
| MICHAELS STORES INC 7.75% NTS 01/NOV/2018 USD1000 | N/A | 594087AR9 | 850,000 | 898,875.00 | 0.30% |
| OXEA FINANCE & CY SCA 9.5% BDS 15/JUL/2017 USD1000 | N/A | 69138WAA7 | 850,000 | 896,750.00 | 0.30% |
| BWAY PARENT CO INC 10.125% SNR NT 01/NOV/2015 USD | N/A | 12429WAB3 | 890,638 | 892,864.60 | 0.29% |
| METROPCS WIRELESS INC 7.875% BDS 01/SEP/2018 | N/A | 591709AK6 | 825,000 | 884,812.50 | 0.29% |
| MAGNACHIP SEMICONDUCTOR SA/FIN 10.5% SR NT | N/A | 55932RAH0 | 800,000 | 883,000.00 | 0.29% |
| SEMINOLE TRIBE OF FLORIDA 7.804% BDS 01/OCT/2020 | N/A | 81683RAJ3 | 900,000 | 881,352.00 | 0.29% |
| PHI INC 8.625% SNR NTS 15/OCT/2018 USD1000 | N/A | 69336TAD8 | 850,000 | 871,250.00 | 0.29% |
| LEVEL 3 ESCROW INC SR NT 144A 01/JUL/2019 | N/A | 527297AA3 | 825,000 | 864,187.50 | 0.28% |
| AUDATEX NORTH AMERICA INC 6.75% SNR NTS | N/A | 05070GAA6 | 825,000 | 859,031.25 | 0.28% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 7.375% BDS | N/A | 1248EPAW3 | 775,000 | 852,500.00 | 0.28% |
| FIDELITY NATIONAL INFO SERVICES INC 7.625% BDS | N/A | 31620MAE6 | 775,000 | 841,843.75 | 0.28% |
| LIBBEY GLASS 10% NTS 15/FEB/2015 USD1000 | N/A | 52989LAE9 | 783,000 | 840,746.25 | 0.28% |
| HERTZ CORP 7.5% SNR NTS 15/OCT/2018 USD1000 | N/A | 428040CD9 | 775,000 | 836,031.25 | 0.28% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR | N/A | 18451QAD0 | 750,000 | 825,000.00 | 0.27% |
| OASIS PETROLEUM IN 6.5% BDS 01/NOV/2021 USD1000 | N/A | 674215AD0 | 800,000 | 824,000.00 | 0.27% |
| INTELSAT JACKSON HLDGS LTD 8.5% BDS 01/NOV/2019 | N/A | 458207AH0 | 750,000 | 823,125.00 | 0.27% |
| ARAMARK HOLDINGS CORP SR NT PIK 144A 01/MAY/2016 | N/A | 03852UAA4 | 800,000 | 820,000.00 | 0.27% |
| KNOWLEDGE LEARNING CTR 144A 7.75% 01/FEB/2015 | N/A | 49926AAA3 | 975,000 | 819,000.00 | 0.27% |
| DJO FIN LLC / DJO FIN CORP SR NT 7.75% 15/APR/2018 | N/A | 23327BAF0 | 950,000 | 817,000.00 | 0.27% |
| LINN ENERGY/FIN CORP 8.625% 15/APR/2020 | N/A | 536022AC0 | 725,000 | 804,750.00 | 0.26% |
| FORD MOTOR CREDIT CO LLC NT 6.625% 15/AUG/2017 | N/A | 345397VP5 | 700,000 | 793,214.80 | 0.26% |
| STONERIDGE INC 9.5% LN STK 15/OCT/2017 USD2000 | N/A | 86183PAE2 | 750,000 | 789,375.00 | 0.26% |
| GREIF INC 7.75% SNR NTS 01/AUG/2019 USD1000 | N/A | 397624AG2 | 700,000 | 787,500.00 | 0.26% |
| TRANS UNION LLC/FINANCING CORP 11.375% NTS | N/A | 893342AC9 | 675,000 | 783,843.75 | 0.26% |
| ALLISON TRANS 7.125% BDS 15/MAY/2019 USD1000 144A | N/A | 019736AC1 | 750,000 | 772,500.00 | 0.25% |
| INTERLINE BRANDS INC 7% SR NT 15/NOV/2018 USD1000 | N/A | 45874QAB6 | 725,000 | 765,781.25 | 0.25% |
| SERVICEMASTER CO 8.0% BDS 15/FEB/2020 USD1000 144A | N/A | 81760NAL3 | 725,000 | 764,875.00 | 0.25% |
| SOLUTIA INC 7.875% 15/MAR/2020 | N/A | 834376AL9 | 650,000 | 762,125.00 | 0.25% |
| SCHAEFFLER FINANCE BV 8.5% BDS 15/FEB/2019 | N/A | 806261AA1 | 700,000 | 757,750.00 | 0.25% |
| BEAGLE ACQUISITION CORP 11% BDS 31/DEC/2019 | N/A | 07370UAA8 | 675,000 | 756,000.00 | 0.25% |
| MUELLER WATER PRODUCTS INC 8.75% SNR NTS | N/A | 624758AD0 | 675,000 | 756,000.00 | 0.25% |
| HOLLY ENERGY PARTNERS LP 6.25% NTS 01/MAR/2015 | N/A | 435765AB8 | 750,000 | 750,000.00 | 0.25% |
| CRC HEALTH CORP 10.75% SNR NTS 01/FEB/2016 USD1000 | N/A | 12621PAC2 | 800,000 | 748,000.00 | 0.25% |
| MGM RESORTS INTL 8.625% BDS 01/FEB/2019 USD1000 | N/A | 552953BV2 | 700,000 | 745,500.00 | 0.25% |
| FREESCALE SEMICONDUCTOR INC 10.75% SNR NTS | N/A | 35687MAV9 | 670,000 | 740,350.00 | 0.24% |
| GRIFOLS INC 8.25% GTD SNR NTS 01/FEB/2018 USD1000 | N/A | 398436AA3 | 675,000 | 732,375.00 | 0.24% |
| ATP OIL & GAS CORP 11.875% SNR NTS 01/MAY/2015 | N/A | 00208JAE8 | 1,125,000 | 731,250.00 | 0.24% |
| SUNGARD DATA SYSTEMS INC 7.625% NTS 15/NOV/2020 | N/A | 867363AU7 | 675,000 | 729,000.00 | 0.24% |
| YCC HLDGS LLC / YANKEE FIN INC SR NT PIK 16 | N/A | 984211AB8 | 750,000 | 726,562.50 | 0.24% |
| AFFINIA GROUP INC 9% NTS 30/NOV/2014 USD1000 | N/A | 00828BAB1 | 700,000 | 708,750.00 | 0.23% |
| COMPLETE PRODUCTION SERVICES INC 8% SNR NTS | N/A | 20453EAC3 | 675,000 | 702,540.00 | 0.23% |
| TOMKINS LLC/TOMKIN 9% SNR SEC NTS 01/OCT/2018 USD | N/A | 890027AA3 | 630,000 | 696,150.00 | 0.23% |
| BWAY HOLDING COMPANY 10% SNR NT 15/JUN/2018 | N/A | 12429TAB0 | 625,000 | 693,750.00 | 0.23% |
| EXCO RESOURCES INC 7.5% BDS 15/SEP/2018 USD1000 | N/A | 269279AD7 | 775,000 | 693,625.00 | 0.23% |
| MOMENTIVE PERFORMANCE MATERIALS INC 9% NTS | N/A | 60877UAW7 | 750,000 | 691,875.00 | 0.23% |
| SEQUA CORPORATION 11.75% SNR NTS 01/DEC/2015 | N/A | 817320AP9 | 650,000 | 690,625.00 | 0.23% |
| CHESAPEAKE OILFIEL 6.625% 15/NOV/2019 USD'144A' | N/A | 165258AA2 | 675,000 | 688,500.00 | 0.23% |
| PINNACLE FOODS FINANCE LLC/CORP 10.625% SUBORD SNR | N/A | 72347QAD5 | 650,000 | 686,968.75 | 0.23% |
| CIE GEN GEOPHYSIQUE 7.75% 15/MAY/2017 | N/A | 204386AK2 | 650,000 | 676,812.50 | 0.22% |
| AMSTED INDUSTRIES 8.125% 15/MAR/2018 | N/A | 032177AD9 | 625,000 | 675,000.00 | 0.22% |
| COMPAGNIE GENERALE DE GEOPHYSIQUE 6.5% BDS | N/A | 204384AB7 | 650,000 | 666,250.00 | 0.22% |
| REGAL CINEMAS INC 8.625% NTS 15/JUL/2019 USD1000 | N/A | 758753AD9 | 600,000 | 655,500.00 | 0.22% |
| CHIRON MERGER SUB 10.5% BDS 01/NOV/2018 USD1000 | N/A | 17004RAA8 | 625,000 | 650,000.00 | 0.21% |
| HUNTSMAN INTERNATIONAL 8.625% NTS 15/MAR/2021 | N/A | 44701QAX0 | 575,000 | 649,750.00 | 0.21% |
| CCO HLDGS LLC/CCO HLDGS CAPITAL CP 6.625% BDS | N/A | 1248EPAX1 | 600,000 | 640,500.00 | 0.21% |
| INVENTIV HEALTH INC 10% NTS 15/AUG/2018 USD1000 | N/A | 46122EAD7 | 700,000 | 637,000.00 | 0.21% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 7.125% BDS | N/A | 74959GAA8 | 600,000 | 634,500.00 | 0.21% |
| HCA HLDGS INC 7.750% BDS 15/MAY/2021 USD1000 | N/A | 40412CAB7 | 600,000 | 631,500.00 | 0.21% |
| CONCHO RESOURCES INC 7.0% BDS 15/JAN/2021 USD1000 | N/A | 20605PAB7 | 550,000 | 618,750.00 | 0.20% |
| SALLY HLDGS LLC 6.875% NTS 15/NOV/2019 USD'144 | N/A | 79546VAG1 | 575,000 | 618,125.00 | 0.20% |
| MUELLER WATER PRODUCTS INC 7.375% SNR NTS | N/A | 624758AB4 | 625,000 | 615,625.00 | 0.20% |
| ALLY FINANCIAL INC 8% SNR GTD NTS 01/NOV/2031 | N/A | 36186CBY8 | 550,000 | 613,937.50 | 0.20% |
| COPANO ENERGY LLC 7.125% BDS 01/APR/2021 USD1000 | N/A | 217203AE8 | 575,000 | 609,500.00 | 0.20% |
| SOUTHERN STAR CENT CORP 6.75% 01/MAR/2016 | N/A | 843830AD2 | 600,000 | 609,000.00 | 0.20% |
| HCA INC 7.5% 06/NOV/2033 | N/A | 404119AJ8 | 650,000 | 607,750.00 | 0.20% |
| IRON MOUNTAIN INC DELAWARE 7.75% BDS 01/OCT/2019 | N/A | 46284PAN4 | 550,000 | 607,750.00 | 0.20% |
| THERMON INDUSTRIES INC 9.5% SR NT 01/MAY/2017 | N/A | 88362RAC1 | 550,000 | 605,000.00 | 0.20% |
| ALERE INC 7.875% NTS 01/FEB/2016 USD1000 | N/A | 46126PAG1 | 575,000 | 602,312.50 | 0.20% |
| SPECTRUM BRANDS INC SR NT 144A 15/JUN/2018 | N/A | 84762LAH8 | 525,000 | 598,500.00 | 0.20% |
| PROQUEST LLC 9.00% 15/OCT/2018 | N/A | 74347AAA2 | 675,000 | 597,375.00 | 0.20% |
| B & G FOODS INC 7.625% BDS 15/JAN/2018 USD1000 | N/A | 05508RAD8 | 550,000 | 596,062.50 | 0.20% |
| NRG ENERGY INC 7.875% SNR NT 15/MAY/2021 USD1000 | N/A | 629377BS0 | 600,000 | 595,500.00 | 0.20% |
| AMERICAN TIRE DISTRS INC 9.75% SR SEC NT | N/A | 030210AF5 | 550,000 | 594,687.50 | 0.20% |
| ALLY FINANCIAL INC 7% PERP PREF 144A | N/A | 02005N605 | 678 | 588,292.13 | 0.19% |
| INTELSAT JACKSON HLDGS SA 7.25% NTS 01/APR/2019 | N/A | 45824TAE5 | 550,000 | 577,500.00 | 0.19% |
| CDW LLC/CDW FIN CORP 12.535% NTS 12/OCT/2017 | N/A | 12513GAJ8 | 525,000 | 572,250.00 | 0.19% |
| RSC EQUIPMENT RENTAL INC 10.25% SR NTS 15/NOV/2019 | N/A | 78108AAC8 | 500,000 | 560,000.00 | 0.18% |
| COMSTOCK RESOURCES INC 7.75% BDS 01/APR/2019 | N/A | 205768AH7 | 600,000 | 555,000.00 | 0.18% |
| RELIANCE INTERMEDIATE HLDGS LP 9.5% NTS | N/A | 759479AA6 | 500,000 | 552,500.00 | 0.18% |
| HERTZ CORP 6.75% SNR NTS 15/APR/2019 USD1000 | N/A | 428040CJ6 | 525,000 | 549,937.50 | 0.18% |
| ASSOCIATED MATERIALS LLC/FINANCE 9.125% SRN | N/A | 04570VAC7 | 550,000 | 541,750.00 | 0.18% |
| MAXIM CRANE WORKS HLDGS INC 12.25% NTS 15/APR/2015 | N/A | 577743AA5 | 575,000 | 540,500.00 | 0.18% |
| COFFEYVILLE RESOURCES 10.875% 01/APR/2017 144A | N/A | 19190AAB3 | 475,000 | 536,750.00 | 0.18% |
| BERRY PLASTICS CORP 9.5% NTS 15/MAY/2018 USD1000 | N/A | 085790AU7 | 500,000 | 533,750.00 | 0.18% |
| INTELSAT BERMUDA 11.5% PAY IN KIND NTS 04/FEB/2017 | N/A | 458204AJ3 | 500,000 | 515,000.00 | 0.17% |
| HOLLY ENERGY PARTNERS LP 6.5% 01/MAR/2020 | N/A | 435765AE2 | 500,000 | 510,625.00 | 0.17% |
| LINN ENERGY LLC/FIN CORP 7.75% BDS 01/FEB/2021 | N/A | 536022AF3 | 475,000 | 510,625.00 | 0.17% |
| SEAGATE TECHNOLOGY PLC 7.75% BDS 15/DEC/2018 | N/A | 81180WAE1 | 450,000 | 506,250.00 | 0.17% |
| ALERE INC 9% NTS 15/MAY/2016 USD1000 | N/A | 01449JAB1 | 475,000 | 501,125.00 | 0.16% |
| NORTEK INC 10% BDS 01/DEC/2018 USD1000 | N/A | 656559BN0 | 475,000 | 499,937.50 | 0.16% |
| AFFINIA GROUP INC 10.75% BDS 15/AUG/2016 | N/A | 00828BAC9 | 450,000 | 499,500.00 | 0.16% |
| ADVANCED MICRO DEVICES INC 7.75% SR NT 01/AUG/2020 | N/A | 007903AU1 | 450,000 | 498,937.50 | 0.16% |
| AVIS BUDGET CAR RENT LLC /AVIS BUDG 8.25% SNR NTS | N/A | 053773AN7 | 475,000 | 495,187.50 | 0.16% |
| AVIS BUDGET CAR RENTAL 9.625% SR NT 15/MAR/2018 | N/A | 053773AL1 | 450,000 | 490,500.00 | 0.16% |
| HEXION US FIN CORP/HEXION NOVA SCOT 9% 2PRI SR NT | N/A | 428303AM3 | 500,000 | 490,000.00 | 0.16% |
| SEQUA CORPORATION SNR PIK NTS 01/DEC/2015 | N/A | 817320AR5 | 457,638 | 488,528.57 | 0.16% |
| EXAMWORKS GROUP INC SR NT 144A 9% 15/JUL/2019 | N/A | 30066AAA3 | 500,000 | 487,500.00 | 0.16% |
| SCHAEFFLER FIN B V SR SEC NT 144A 15/FEB/2017 | N/A | 806261AC7 | 450,000 | 478,687.50 | 0.16% |
| TOWER AUTOMOTIVE INC 10.625% NTS 01/SEP/2017 | N/A | 89170NAA4 | 425,000 | 467,500.00 | 0.15% |
| ENERGY FUTURE INTER HLDG CO LLC 10.0% BDS | N/A | 29269QAA5 | 425,000 | 461,656.25 | 0.15% |
| ALTEGRITY INC | N/A | 02152FAB4 | 475,000 | 452,437.50 | 0.15% |
| HUNTSMAN INTERNATIONAL 5.5% NTS 30/JUN/2016 | N/A | 44701QAV4 | 450,000 | 449,437.50 | 0.15% |
| NEXSTAR FINANCE INC 7% BDS 15/JAN/2014 USD1000 | N/A | 65336YAB9 | 450,000 | 449,437.50 | 0.15% |
| LIMITED BRANDS INC 5.625% BDS 15/FEB/2022 USD1000 | N/A | 532716AU1 | 425,000 | 437,750.00 | 0.14% |
| EASTON-BELL SPORTS INC 9.75% NTS 01/DEC/2016 | N/A | 27749TAC9 | 375,000 | 416,250.00 | 0.14% |
| CHESAPEAKE MIDSTREAM PARTNERS SR NT 144A | N/A | 16524RAD5 | 400,000 | 414,000.00 | 0.14% |
| ALLY FINANCIAL INC 7.5% NTS 15/SEP/2020 USD1000 | N/A | 02005NAJ9 | 350,000 | 385,437.50 | 0.13% |
| COMPASS MINERALS INTL INC SR NT 8% 01/JUN/2019 | N/A | 20451NAD3 | 350,000 | 385,000.00 | 0.13% |
| ENERGY FUTURE INTER HLDG CO LLC 11.75% BDS | N/A | 29269QAD9 | 375,000 | 384,375.00 | 0.13% |
| CHRYSLER GROUP LLC/CGCO ISUER INC 8% BDS | N/A | 17121EAB3 | 375,000 | 377,812.50 | 0.12% |
| KOPPERS INC 7.875% GTD SNR NTS 01/DEC/2019 USD1000 | N/A | 500605AE0 | 350,000 | 374,500.00 | 0.12% |
| INTELSAT JACKSON HLDGS SA 7.5% SNR NTS 01/APR/2021 | N/A | 45824TAG0 | 350,000 | 370,125.00 | 0.12% |
| ENERGY XXI GULF COAST INC 9.25% SNR NTS | N/A | 29276KAP6 | 325,000 | 359,937.50 | 0.12% |
| SEALY MATTRESS CO 10.875% BDS 15/APR/2016 | N/A | 812141AP4 | 328,000 | 357,552.80 | 0.12% |
| CAESARS OPER ESCROW LLC /CAESARS ES 8.5% BDS | N/A | 127693AA7 | 350,000 | 357,000.00 | 0.12% |
| RENTAL SERVICE CORP 9.5% SNR NTS 01/DEC/2014 | N/A | 76010RAC2 | 345,000 | 356,212.50 | 0.12% |
| SPRINT NEXTEL CORP 7% BDS 01/MAR/2020 USD1000 144A | N/A | 852061AQ3 | 350,000 | 355,687.50 | 0.12% |
| UNIVERSAL HOSPITAL SERVICES FLTG RATE NTS | N/A | 91359PAE0 | 375,000 | 355,312.50 | 0.12% |
| DIGICEL GROUP LTD 10.50% 15/APR/2018 144A | N/A | 25380WAC0 | 325,000 | 354,250.00 | 0.12% |
| CHESAPEAKE ENERGY CORP 6.625% BDS 15/AUG/2020 | N/A | 165167CF2 | 325,000 | 339,625.00 | 0.11% |
| SEAGATE HDD CAYMAN 7% BDS 01/NOV/2021 USD100 144A | N/A | 81180WAC5 | 300,000 | 332,250.00 | 0.11% |
| EL PASO CORP 6.5% SNR NT 15/SEP/2020 USD1000 | N/A | 28336LBV0 | 300,000 | 331,431.30 | 0.11% |
| SPRINT NEXTEL CORP 11.5% BDS 15/NOV/2021 USD1000 | N/A | 852061AH3 | 300,000 | 327,000.00 | 0.11% |
| LEVEL 3 FINANCING INC 8.625% BDS 15/JUL/2020 | N/A | 527298AS2 | 300,000 | 320,250.00 | 0.11% |
| RSC EQUIPMENT RENTAL INC 10% BDS 15/JUL/2017 | N/A | 78108AAA2 | 275,000 | 319,000.00 | 0.10% |
| NIELSEN FINANCE LLC/CO 7.75% SNR NTS 15/OCT/2018 | N/A | 65409QAY8 | 275,000 | 305,937.50 | 0.10% |
| TENNECO INC 7.75% SR NT 15/AUG/2018 USD1000 | N/A | 880349AN5 | 275,000 | 299,062.50 | 0.10% |
| SM ENERGY CO 6.5% SR BDS 15/NOV/2021 USD1000 144A | N/A | 78454LAC4 | 275,000 | 297,000.00 | 0.10% |
| ATKORE INTERNATIONAL INC 9.875% BDS 01/JAN/2018 | N/A | 047650AB2 | 275,000 | 292,875.00 | 0.10% |
| TARGA RESOURCES PARTNERS LP 6.375% BDS 01/AUG/2022 | N/A | 87612BAJ1 | 275,000 | 289,437.50 | 0.10% |
| SESI L.L.C. 6.375% BDS 01/MAY/2019 USD1000 | N/A | 78412FAL8 | 275,000 | 288,750.00 | 0.10% |
| LONE PINE RESOURCES CANADA LTD 10.375% BDS | N/A | 54222RAA7 | 275,000 | 287,375.00 | 0.09% |
| LAMAR MEDIA CORP 5.875% BDS 01/FEB/2022 USD1000 | N/A | 513075AZ4 | 275,000 | 287,031.25 | 0.09% |
| EL PASO CORP 7.25% BDS 01/JUN/2018 USD1000 | N/A | 28336LBR9 | 250,000 | 283,020.00 | 0.09% |
| SERVICEMASTER CO 7.1% BDS 01/MAR/2018 USD1000 | N/A | 81760NAA7 | 300,000 | 282,750.00 | 0.09% |
| NRG ENERGY INC 8.25% BDS 01/SEP/2020 USD1000 | N/A | 629377BJ0 | 275,000 | 278,437.50 | 0.09% |
| CHC HELICOPTER CORP 9.25% BDS 15/OCT/2020 | N/A | 12545DAA6 | 275,000 | 275,687.50 | 0.09% |
| UNION CARBIDE CHEMICALS & PLASTICS 7.875% DEBS | N/A | 905572AD5 | 225,000 | 274,594.05 | 0.09% |
| BUILDING MATERIAL HLDGS CORP 7.5% BDS 15/MAR/2020 | N/A | 120111BJ7 | 250,000 | 273,437.50 | 0.09% |
| BUILDING MATERIALS CORP 6.75% 01/MAY/2021 144A | N/A | 120111BL2 | 250,000 | 271,875.00 | 0.09% |
| FERRELLGAS LP/FINANCE CORP 6.5% SNR NTS | N/A | 315292AM4 | 300,000 | 265,500.00 | 0.09% |
| GENERAL MOTORS CO USD0.01 | GM | 37045V100 | 10,097 | 262,723.94 | 0.09% |
| MANTECH INTERNATIONAL CORP 7.25% NTS 15/APR/2018 | N/A | 564563AB0 | 250,000 | 260,625.00 | 0.09% |
| MMI INTERNATIONAL LTD 8% BDS 01/MAR/2017 USD1000 | N/A | 55314RAA3 | 250,000 | 258,750.00 | 0.09% |
| REYNOLDS GROUP ESCROW 9.875% BDS 15/AUG/2019 | N/A | 761735AM1 | 250,000 | 258,437.50 | 0.09% |
| CLEARWATER PAPER CORPORATION 10.625% SR NTS | N/A | 18538RAC7 | 225,000 | 255,656.25 | 0.08% |
| REGENCY ENERGY PARTNERS LP 9.375% BDS 01/JUN/2016 | N/A | 75886AAD0 | 225,000 | 249,187.50 | 0.08% |
| SUNGARD DATA SYSTEMS INC 7.375% NTS 15/NOV/2018 | N/A | 867363AR4 | 225,000 | 241,875.00 | 0.08% |
| ENERGY XXI GULF COAST INC 7.75% SNR NTS | N/A | 29276KAQ4 | 225,000 | 237,375.00 | 0.08% |
| ARDAGH PACKAGING F 9.125% BDS 15/OCT/2020 USD'144 | N/A | 03968XAA9 | 225,000 | 232,312.50 | 0.08% |
| LONGVIEW FIBRE PAPER AND PACKAGING 8% BDS | N/A | 543218AA9 | 225,000 | 231,187.50 | 0.08% |
| INSIGHT COMMUNICATIONS INC 9.375% BDS 15/JUL/2018 | N/A | 45768VAD0 | 200,000 | 229,500.00 | 0.08% |
| FPL ENERGY NATL WIND 6.125% 25/MAR/2019 | N/A | 30257FAA1 | 219,015 | 215,488.86 | 0.07% |
| CEQUEL COMMUNICATIONS HOLDINGS SR NT 144A | N/A | 15672WAA2 | 200,000 | 214,500.00 | 0.07% |
| DJO FINANCE LLC/DJO FINANCE CORP 9.75% SNR SB NT | N/A | 23327BAD5 | 275,000 | 211,062.50 | 0.07% |
| TENNECO PACKAGING INC 7.95% DEB 15/DEC/2025 | N/A | 880394AB7 | 250,000 | 202,500.00 | 0.07% |
| HOUGHTON MIFFLIN CO 10.5% BDS 01/JUN/2019 USD1000 | N/A | 44157QAA9 | 325,000 | 198,250.00 | 0.07% |
| EXPRESS LLC & EXPRESS FINANCE CORP 8.75% SR NT | N/A | 30218AAB8 | 175,000 | 193,812.50 | 0.06% |
| FIRST DATA CORP 8.25% SNR NTS 15/JAN/2021 USD1000 | N/A | 319963AY0 | 200,000 | 193,500.00 | 0.06% |
| PRESTIGE BRANDS INC 8.125% BDS 01/FEB/2020 USD100 | N/A | 74112BAG0 | 175,000 | 191,625.00 | 0.06% |
| ALTEGRITY INC 10.5% SNR NTS 01/NOV/2015 USD1000 | N/A | 02152FAA6 | 200,000 | 191,000.00 | 0.06% |
| PSS WORLD MED INC 6.375% SR NT 01/MAR/2022 USD144A | N/A | 69366AAD2 | 175,000 | 182,000.00 | 0.06% |
| MDC PARTNERS INC SR NT 144A 11% 01/NOV/2016 | N/A | 552697AH7 | 150,000 | 162,000.00 | 0.05% |
| BERRY PETROLEUM CORP 6.75% BDS 01/NOV/2020 USD1000 | N/A | 085789AE5 | 150,000 | 160,125.00 | 0.05% |
| RSC EQUIPMENT RENTAL INC 8.25% SNR NT 01/FEB/2021 | N/A | 78108AAE4 | 150,000 | 159,000.00 | 0.05% |
| GENERAL MOTORS CO C/WTS 10/JUL/2016 (TO PUR COM) | GMWSA | 37045V118 | 9,179 | 155,767.63 | 0.05% |
| REYNOLDS GROUP ISSUER INC/LLC/SA 9.0% BDS | N/A | 74959GAC4 | 150,000 | 150,000.00 | 0.05% |
| SERVICEMASTER CO 7.45% BDS 15/AUG/2027 USD1000 | N/A | 817609AB6 | 175,000 | 149,187.50 | 0.05% |
| INERGY LP & INERGY FINANCE CORP 6.875% SNR NT | N/A | 45661TAL5 | 150,000 | 144,750.00 | 0.05% |
| WEST CORP 8.625% SNR NTS 01/OCT/2018 USD1000 | N/A | 952355AH8 | 125,000 | 137,187.50 | 0.05% |
| CLEAR CHANNEL WORLDWIDE HLDGS INC 9.25% GTD SNR | N/A | 18451QAC2 | 125,000 | 136,875.00 | 0.04% |
| TEXAS COMPETITIVE ELECTRIC HLDG LLC 11.5% BDS | N/A | 882330AM5 | 175,000 | 118,125.00 | 0.04% |
| FIDELITY NATIONAL INFO SERVICES INC 7.875% SR NT | N/A | 31620MAD8 | 100,000 | 112,500.00 | 0.04% |
| TW TELECOM HLDGS INC 8% SR NTS 01/MAR/2018 USD1000 | N/A | 87311XAB4 | 100,000 | 109,625.00 | 0.04% |
| CLEARWATER PAPER CORPORATION 7.125% SNR NTS | N/A | 18538RAE3 | 100,000 | 106,500.00 | 0.03% |
| GENERAL MOTORS CO C/WTS 10/JUL/2019 (TO PUR COM) | GMWSB | 37045V126 | 9,179 | 105,374.92 | 0.03% |
| CHESTER DOWNS & MA 9.25% BDS 02/JAN/2020 USD'144A | N/A | 165749AA0 | 100,000 | 104,750.00 | 0.03% |
| JAGUAR LAND ROVER PLC 7.75% BDS 15/MAY/2018 | N/A | 47009XAA7 | 100,000 | 103,500.00 | 0.03% |
| BASIC ENERGY SERVICES INC 7.75% NTS 15/FEB/2019 | N/A | 06985PAH3 | 100,000 | 103,000.00 | 0.03% |
| LINN ENERGY LLC 6.5% BDS 15/MAY/2019 USD100 144A | N/A | 536022AG1 | 100,000 | 102,000.00 | 0.03% |
| EDISON MISSION ENERGY 7% SNR NTS 15/MAY/2017 | N/A | 281023AU5 | 125,000 | 83,750.00 | 0.03% |
| UR FINANCING ESCROW CORP 7.625% BDS 15/APR/2022 | N/A | 90321NAC6 | 75,000 | 77,625.00 | 0.03% |
| UR FINANCING ESCROW CORP 5.75% BDS 15/JUL/2018 | N/A | 90321NAA0 | 75,000 | 77,062.50 | 0.03% |
| UR FINANCING ESCROW CORP 7.375% BDS 15/MAY/2020 | N/A | 90321NAB8 | 75,000 | 76,968.75 | 0.03% |
| EDISON MISSION ENERGY 7.75% SNR NTS 15/JUN/2016 | N/A | 281023AR2 | 100,000 | 73,000.00 | 0.02% |
| HERTZ CORP 8.875% SNR NTS 01/JAN/2014 USD1000 | N/A | 428040BZ1 | 64,000 | 64,000.64 | 0.02% |
| MOTORS LIQUIDATION 7.4% BDS 01/SEP/2025 USD | N/A | 370ESCAR6 | 2,500,000 | 37,500.00 | 0.01% |
| IDEARC LITIGATION TRUSTS | N/A | 451ESC8CE | 1,375,000 | 20,625.00 | 0.01% |
| ALERIS INTERNATIONAL INC 9% SNR NTS 15/DEC/2014 | N/A | 014477AD5 | 600,000 | 60.00 | 0.00% |
| ALERIS INTERNATIONAL INC 10% SNR NTS 15/DEC/2016 | N/A | 014477AG8 | 475,000 | 0.00 | 0.00% |
| JITNEY JUNGLE INC 10.375% BDS 15/SEP/2007 USD1000 | N/A | 47758RAD7 | 100,000 | 0.00 | 0.00% |
| HRP MYRTLE BEACH OPERATIONS LLC FLTG RTE NTS | N/A | 40429UAA0 | 675,000 | 0.00 | 0.00% |
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