Fund Facts
Performance data quoted herein represents past performance. Past performance does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance maybe higher or lower than the performance data quoted.
Information about recently merged funds.
Information about recently renamed funds.
Columbia Variable Portfolio - Seligman Global Technology Fund
Returns as of December 31, 2011
| Avg. Annual Return % (without Sales Charge) |
Avg. Annual Return % (with Sales Charge) |
|
|---|---|---|
| Class 1 | ||
| 1 year | -5.75 | n/a |
| 3 year | 20.92 | n/a |
| 5 year | 4.05 | n/a |
| 10 year | 4.17 | n/a |
|
Since inception on 05/01/1996 |
7.98 | n/a |
| Class 2 | ||
| 1 year | -6.06 | n/a |
| 3 year | 20.57 | n/a |
| 5 year | 3.79 | n/a |
| 10 year | 3.96 | n/a |
|
Since inception on 05/01/2000 |
7.74 | n/a |
Returns as of January 31, 2012
| Avg. Annual Return % (without Sales Charge) |
Avg. Annual Return % (with Sales Charge) |
|
|---|---|---|
| Class 1 | ||
| 1 year | 1.74 | n/a |
| 3 year | 25.19 | n/a |
| 5 year | 6.15 | n/a |
| 10 year | 5.42 | n/a |
|
Since inception on 05/01/1996 |
8.64 | n/a |
| Class 2 | ||
| 1 year | 1.44 | n/a |
| 3 year | 24.84 | n/a |
| 5 year | 5.90 | n/a |
| 10 year | 5.22 | n/a |
|
Since inception on 05/01/2000 |
8.40 | n/a |
Returns reflect any change in price per share, and assume the reinvestment of dividends and capital gain distributions, if any. Returns for Class A shares are calculated with and without the effect of the maximum initial sales charge of 5.75% for equity funds and 4.75% for fixed income funds, except for RiverSource Absolute Return Currency and Income Fund, RiverSource Floating Rate Fund, RiverSource Inflation Protected Securities Fund, RiverSource Intermediate Tax-Exempt Fund, RiverSource Limited Duration Bond Fund and RiverSource Short Duration U.S. Government Fund, which have a maximum initial sales charge of 3.00%. RiverSource Cash Management Fund, RiverSource Tax-Exempt Money Market Fund and Seligman Cash Management Fund have no initial sales charge. Returns for Class B shares are calculated with and without the effect of a contingent deferred sales charge (CDSC) applied as follows: first year 5%; second year 4%; third and fourth years 3% (except that for shares purchased in a RiverSource fund, RiverSource Partners fund or Threadneedle fund prior to or on June 12, 2009, the CDSC percentage for the third year is 4%); fifth year 2%; sixth year 1%; and 0% thereafter. Returns for Class C shares are calculated with and without the effect of a 1% CDSC charged only on redemptions made within one year after purchase.
Effective June 15, 2009, the maximum sales charge for Class A shares of Seligman fixed income funds increased from 4.50% to 4.75%. The Class A returns (with sales charge) shown for the Seligman fixed income funds reflect the higher sales charge of 4.75%.
Expense ratios effective through April 30, 2011
| Gross Expense Ratio (%) 1 | Net Expense Ratio (%) 2 | |
|---|---|---|
| Class 1 | 2.82 | 0.99 |
| Class 2 | 3.07 | 1.24 |
The holdings information shown is based on the effective date (trade date plus one). Holdings information is reported to the Securities and Exchange Commission ("SEC") quarterly and is based on the trade date. Because there is a one day difference, there could be variations in the holdings information shown and that filed with the SEC. Top 10 holdings are shown in descending order of value and exclude short-term holdings and cash. Fund holdings are as of the date given, are subject to change at any time, and are not recommendations to buy or sell any security.
| Security | % of Net Assets |
|
|---|---|---|
| 1. | CHEMTURA CORPORATION 0.000% 06/01/2016 | 1.87 |
| 2. | NORANDA ALUMINUM INC PIK 5.274% 05/15/2015 | 1.80 |
| 3. | CIT GROUP INC 7.000% 05/01/2017 | 1.62 |
| 4. | DAVITA INC 7.250% 03/15/2015 | 1.42 |
| 5. | NRG ENERGY INC 7.375% 01/15/2017 | 1.40 |
| 6. | DRESSER TL 2ND LIEN 5.75 5.999% 05/04/2015 | 1.39 |
| 7. | HEXION FINANCE ESCROW LLC 8.875% 02/01/2018 | 1.16 |
| 8. | SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015 | 1.14 |
| 9. | AMERICAN GENERAL FINANCE CORP 6.900% 12/15/2017 | 1.13 |
| 10. | FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015 | 1.11 |
The top 10 holdings represent 14.04 % of the Fund's net assets.
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
22,898,438.86 | $22,898,438 | 3.19 % |
| 2. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
11,425,000 | $13,424,375 | 1.87 % |
| 3. |
NORANDA ALUMINUM INC PIK 5.274% 05/15/2015
Cusip: 65543AAB0
|
16,212,757 | $12,889,141 | 1.80 % |
| 4. |
CIT GROUP INC 7.000% 05/01/2017
Cusip: 125581FX1
|
12,575,000 | $11,600,437 | 1.62 % |
| 5. |
DAVITA INC 7.250% 03/15/2015
Cusip: 23918KAH1
|
10,029,000 | $10,229,580 | 1.42 % |
| 6. |
NRG ENERGY INC 7.375% 01/15/2017
Cusip: 629377AX0
|
10,175,000 | $10,073,250 | 1.40 % |
| 7. |
DRESSER TL 2ND LIEN 5.75 5.999% 05/04/2015
Cusip: BAX1KCN05
|
10,521,000 | $9,979,168 | 1.39 % |
| 8. |
HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428298AA1
|
8,452,000 | $8,325,220 | 1.16 % |
| 9. |
SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015
Cusip: 82459AAA9
|
9,900,000 | $8,217,000 | 1.14 % |
| 10. |
AMERICAN GENERAL FINANCE CORP 6.900% 12/15/2017
Cusip: 02635PTS2
|
9,257,000 | $8,108,289 | 1.13 % |
| 11. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
9,727,791.48 | $7,995,660 | 1.11 % |
| 12. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
6,931,000 | $7,086,947 | 0.99 % |
| 13. |
FORD MOTOR COMPANY TLB 3.0 3.249% 12/15/2013
Cusip: BAX19GAX1
|
7,303,912.33 | $7,060,692 | 0.98 % |
| 14. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
6,585,000 | $6,963,637 | 0.97 % |
| 15. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
6,109,000 | $6,506,085 | 0.91 % |
| 16. |
CF INDUSTRIES HLDS BRIDGE LN 8.0 8.266% 04/05/2011
Cusip: BAX394EL6
|
6,500,000 | $6,500,000 | 0.91 % |
| 17. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
6,750,000 | $6,429,375 | 0.90 % |
| 18. |
FIREKEEPERS DEV AUTHORITY 13.875% 05/01/2015
Cusip: 318169AA7
|
5,222,000 | $6,057,520 | 0.84 % |
| 19. |
GIBRALTAR INDUSTRIES INC 8.000% 12/01/2015
Cusip: 374689AC1
|
6,058,000 | $5,936,840 | 0.83 % |
| 20. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
5,350,000 | $5,844,875 | 0.81 % |
| 21. |
WILLIAM LYON HOMES INC. 7.500% 02/15/2014
Cusip: 552075AC7
|
7,960,000 | $5,830,700 | 0.81 % |
| 22. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
5,690,000 | $5,746,295 | 0.80 % |
| 23. |
MCJUNKIN RED MAN CORP 9.500% 12/15/2016
Cusip: 581241AA4
|
5,639,000 | $5,695,390 | 0.79 % |
| 24. |
QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
|
5,115,000 | $5,588,137 | 0.78 % |
| 25. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
6,646,000 | $5,549,410 | 0.77 % |
| 26. |
LEVEL 3 FINANCING INC 8.750% 02/15/2017
Cusip: 527298AL7
|
6,002,000 | $5,491,830 | 0.76 % |
| 27. |
CHARTER COMM OPERATING DD TL 2.00 6.250% 03/06/2014
Cusip: BAX1FK7F8
|
5,675,898.98 | $5,469,466 | 0.76 % |
| 28. |
POKAGON GAMING AUTHORITY 10.375% 06/15/2014
Cusip: 730857AA7
|
5,054,000 | $5,306,700 | 0.74 % |
| 29. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
5,167,000 | $5,231,587 | 0.73 % |
| 30. |
CIRCUS & ELDORADO JT VENTURE 10.125% 03/01/2012
Cusip: 17274RAB9
|
5,880,000 | $5,115,600 | 0.71 % |
| 31. |
AMERICAN ACHIEVEMENT CORP. 8.250% 04/01/2012
Cusip: 02369AAF5
|
5,098,000 | $5,110,745 | 0.71 % |
| 32. |
TUNICA-BILOXI GAMING AUTHORITY 9.000% 11/15/2015
Cusip: 899745AA1
|
5,366,000 | $5,097,700 | 0.71 % |
| 33. |
HCA INC 9.250% 11/15/2016
Cusip: 404119AX7
|
4,700,000 | $4,996,687 | 0.70 % |
| 34. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
4,724,000 | $4,948,390 | 0.69 % |
| 35. |
PINNACLE FOODS FINANCE LLC 10.625% 04/01/2017
Cusip: 72347QAD5
|
4,677,000 | $4,945,927 | 0.69 % |
| 36. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
4,780,000 | $4,803,900 | 0.67 % |
| 37. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
5,037,000 | $4,785,150 | 0.67 % |
| 38. |
GMAC INC 8.000% 03/15/2020
Cusip: 36186RAA8
|
4,621,000 | $4,736,525 | 0.66 % |
| 39. |
SANDRIDGE ENERGY INC PIK 8.625% 04/01/2015
Cusip: 80007PAF6
|
4,839,000 | $4,705,927 | 0.66 % |
| 40. |
VANGUARD HEALTH SYSTEMS INC. 8.000% 02/01/2018
Cusip: 92203PAD8
|
4,807,000 | $4,686,825 | 0.65 % |
| 41. |
SS&C TECHNOLOGIES INC 11.750% 12/01/2013
Cusip: 78466CAB2
|
4,375,000 | $4,642,968 | 0.65 % |
| 42. |
BOISE CASCADE LLC 7.125% 10/15/2014
Cusip: 097395AH0
|
5,007,000 | $4,631,475 | 0.65 % |
| 43. |
HILCORP ENERGY/FINANCE 7.750% 11/01/2015
Cusip: 431318AC8
|
4,520,000 | $4,463,500 | 0.62 % |
| 44. |
CHARTER COMM OPERATING LLC 13.500% 11/30/2016
Cusip: 12502CAS0
|
3,680,000 | $4,425,200 | 0.62 % |
| 45. |
WEST CORPORATION 11.000% 10/15/2016
Cusip: 952355AF2
|
4,169,000 | $4,419,140 | 0.62 % |
| 46. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AG8
|
6,130,000 | $4,260,350 | 0.59 % |
| 47. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
4,390,000 | $4,236,350 | 0.59 % |
| 48. |
EQUINOX HOLDINGS INC 9.500% 02/01/2016
Cusip: 29445GAH9
|
4,190,000 | $4,231,900 | 0.59 % |
| 49. |
MACDERMID INC 9.500% 04/15/2017
Cusip: 554273AC6
|
4,041,000 | $4,152,127 | 0.58 % |
| 50. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAB4
|
3,839,000 | $3,973,365 | 0.55 % |
| 51. |
AMC ENTERTAINMENT INC TL 5.0 5.257% 06/13/2012
Cusip: BAX1NHNP6
|
4,168,746.64 | $3,949,887 | 0.55 % |
| 52. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
3,789,711.65 | $3,879,906 | 0.54 % |
| 53. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
3,765,000 | $3,868,537 | 0.54 % |
| 54. |
UNITED RENTALS NA INC 10.875% 06/15/2016
Cusip: 911365AV6
|
3,545,000 | $3,855,187 | 0.54 % |
| 55. |
VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
|
3,825,000 | $3,832,989 | 0.53 % |
| 56. |
EDISON MISSION ENERGY 7.000% 05/15/2017
Cusip: 281023AU5
|
5,485,000 | $3,825,787 | 0.53 % |
| 57. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
3,515,000 | $3,752,262 | 0.52 % |
| 58. |
TEREX CORPORATION 10.875% 06/01/2016
Cusip: 880779AW3
|
3,270,000 | $3,654,225 | 0.51 % |
| 59. |
QWEST CORPORATION 6.500% 06/01/2017
Cusip: 74913GAT2
|
3,475,000 | $3,618,343 | 0.50 % |
| 60. |
HCA INC 7.250% 09/15/2020
Cusip: 404121AA3
|
3,560,000 | $3,613,400 | 0.50 % |
| 61. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
3,435,000 | $3,602,456 | 0.50 % |
| 62. |
CLEAR CHANNEL COMMUNICATIONS B 9.250% 12/15/2017
Cusip: 18451QAB4
|
3,439,000 | $3,602,352 | 0.50 % |
| 63. |
ENERGY FUTURE HOLDINGS CORP 10.875% 11/01/2017
Cusip: 292680AC9
|
4,850,000 | $3,601,125 | 0.50 % |
| 64. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
3,445,000 | $3,574,187 | 0.50 % |
| 65. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
3,501,000 | $3,566,643 | 0.50 % |
| 66. |
AAC GROUP HOLDING CORP 10.250% 10/01/2012
Cusip: 000305AC6
|
3,461,000 | $3,486,957 | 0.49 % |
| 67. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
3,231,000 | $3,461,208 | 0.48 % |
| 68. |
SOUTHWESTERN ENERGY COMPANY 7.500% 02/01/2018
Cusip: 845467AE9
|
3,190,000 | $3,461,150 | 0.48 % |
| 69. |
INTELSAT SUBSIDIARY HOLDING CO LTD 8.875% 01/15/2015
Cusip: 45822EAK6
|
3,340,000 | $3,440,200 | 0.48 % |
| 70. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
3,356,000 | $3,423,120 | 0.48 % |
| 71. |
GMAC LLC 6.750% 12/01/2014
Cusip: 36186CBW2
|
3,425,000 | $3,407,875 | 0.47 % |
| 72. |
CSC HOLDINGS INC 8.500% 06/15/2015
Cusip: 126304AU8
|
3,145,000 | $3,337,631 | 0.46 % |
| 73. |
QVC INC 7.500% 10/01/2019
Cusip: 747262AA1
|
3,255,000 | $3,316,031 | 0.46 % |
| 74. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
3,265,000 | $3,297,650 | 0.46 % |
| 75. |
CASCADES INC 7.875% 01/15/2020
Cusip: 146900AK1
|
3,254,000 | $3,262,135 | 0.45 % |
| 76. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
3,229,000 | $3,249,181 | 0.45 % |
| 77. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
2,915,000 | $3,217,431 | 0.45 % |
| 78. |
CROWN CASTLE INTERNATIONAL CORP 7.125% 11/01/2019
Cusip: 228227BA1
|
3,110,000 | $3,156,650 | 0.44 % |
| 79. |
ITC DELTACOM INC 10.500% 04/01/2016
Cusip: 45031TAQ7
|
3,154,000 | $3,138,230 | 0.44 % |
| 80. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
3,072,000 | $3,087,360 | 0.43 % |
| 81. |
OWENS-BROCKWAY GLASS CONTAINER INC 7.375% 05/15/2016
Cusip: 69073TAP8
|
2,930,000 | $3,076,500 | 0.43 % |
| 82. |
SELECT MEDICAL CORPORATION 6.143% 09/15/2015
Cusip: 81619QAF2
|
3,426,000 | $3,066,270 | 0.43 % |
| 83. |
CITIZENS COMMUNICATIONS CO 7.125% 03/15/2019
Cusip: 17453BAW1
|
3,204,000 | $3,043,800 | 0.42 % |
| 84. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
2,974,000 | $3,007,457 | 0.42 % |
| 85. |
SILGAN HOLDINGS INC 7.250% 08/15/2016
Cusip: 827048AM1
|
2,840,000 | $2,946,500 | 0.41 % |
| 86. |
FORD MOTOR CREDIT COMPANY 9.875% 08/10/2011
Cusip: 345397VA8
|
2,771,000 | $2,930,332 | 0.41 % |
| 87. |
CLEARWIRE CORPORATION 12.000% 12/01/2015
Cusip: 18538AAA8
|
2,860,000 | $2,917,200 | 0.41 % |
| 88. |
NMH HOLDINGS INC 6.632% 06/15/2014
Cusip: 629202AA0
|
3,920,581.15 | $2,911,031 | 0.41 % |
| 89. |
WEST CORPORATION 9.500% 10/15/2014
Cusip: 952355AC9
|
2,830,000 | $2,907,825 | 0.40 % |
| 90. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
2,715,000 | $2,864,325 | 0.40 % |
| 91. |
SUNGARD DATA SYSTEMS INC. 10.250% 08/15/2015
Cusip: 867363AL7
|
2,685,000 | $2,822,606 | 0.39 % |
| 92. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
2,675,000 | $2,815,437 | 0.39 % |
| 93. |
MANITOWOC COMPANY INC (THE) 9.500% 02/15/2018
Cusip: 563571AG3
|
2,688,000 | $2,782,080 | 0.39 % |
| 94. |
SINCLAIR TELEVISION GROUP INC 9.250% 11/01/2017
Cusip: 829259AA8
|
2,622,000 | $2,766,210 | 0.39 % |
| 95. |
WIND ACQUISITION FINANCE SA 11.750% 07/15/2017
Cusip: 97314XAE4
|
2,430,000 | $2,685,150 | 0.37 % |
| 96. |
SORENSON COMMUNICATIONS INC 10.500% 02/01/2015
Cusip: 835834AA0
|
2,777,000 | $2,679,805 | 0.37 % |
| 97. |
CHESAPEAKE ENERGY CORPORATION 7.000% 08/15/2014
Cusip: 165167BJ5
|
2,643,000 | $2,679,341 | 0.37 % |
| 98. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
2,505,000 | $2,661,562 | 0.37 % |
| 99. |
TOYS R US PROPERTY COMPANY II LLC 8.500% 12/01/2017
Cusip: 89236MAA8
|
2,555,000 | $2,644,425 | 0.37 % |
| 100. |
WINDSTREAM CORP 7.000% 03/15/2019
Cusip: 97381WAF1
|
2,825,000 | $2,634,312 | 0.37 % |
| 101. |
ASSOCIATED MATERIALS INCORPORATED 9.875% 11/15/2016
Cusip: 04570TAC2
|
2,437,000 | $2,631,960 | 0.37 % |
| 102. |
INTERPUBLIC GROUP OF COMPANIES 10.000% 07/15/2017
Cusip: 460690BF6
|
2,260,000 | $2,556,625 | 0.36 % |
| 103. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
2,470,000 | $2,544,100 | 0.35 % |
| 104. |
B&G FOODS INC 7.625% 01/15/2018
Cusip: 05508RAD8
|
2,486,000 | $2,535,720 | 0.35 % |
| 105. |
TEREX CORPORATION 8.000% 11/15/2017
Cusip: 880779AU7
|
2,585,000 | $2,513,912 | 0.35 % |
| 106. |
U.S. FOODSERVICE PIK 10.250% 06/30/2015
Cusip: 91728CAC7
|
2,407,000 | $2,503,280 | 0.35 % |
| 107. |
HCA INC 7.875% 02/15/2020
Cusip: 404119BG3
|
2,390,000 | $2,502,031 | 0.35 % |
| 108. |
IRON MOUNTAIN INC 8.375% 08/15/2021
Cusip: 46284PAM6
|
2,410,000 | $2,500,375 | 0.35 % |
| 109. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
2,346,000 | $2,498,490 | 0.35 % |
| 110. |
CENTRAL GARDEN & PET COMPANY 8.250% 03/01/2018
Cusip: 153527AG1
|
2,441,000 | $2,477,615 | 0.35 % |
| 111. |
AMSTED INDUSTRIES INC 8.125% 03/15/2018
Cusip: 032177AD9
|
2,451,000 | $2,441,808 | 0.34 % |
| 112. |
PLAINS EXPLORATION & PRODUCTION CO 8.625% 10/15/2019
Cusip: 726505AH3
|
2,265,000 | $2,406,562 | 0.34 % |
| 113. |
INTELSAT JACKSON HOLDINGS LTD 11.250% 06/15/2016
Cusip: 45820EAX0
|
2,215,000 | $2,397,737 | 0.33 % |
| 114. |
SEMINOLE TRIBE OF FLORIDA 6.535% 10/01/2020
Cusip: 81683RAC8
|
2,615,000 | $2,326,565 | 0.32 % |
| 115. |
ARCH COAL INC 8.750% 08/01/2016
Cusip: 039380AA8
|
2,185,000 | $2,310,637 | 0.32 % |
| 116. |
QUICKSILVER RESOURCES INC. 9.125% 08/15/2019
Cusip: 74837RAG9
|
2,185,000 | $2,294,250 | 0.32 % |
| 117. |
HEALTHSOUTH CORPORATION 8.125% 02/15/2020
Cusip: 421924BG5
|
2,266,000 | $2,266,000 | 0.32 % |
| 118. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
2,130,000 | $2,199,225 | 0.31 % |
| 119. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
2,224,000 | $2,179,520 | 0.30 % |
| 120. |
UNITED RENTALS NA INC 9.250% 12/15/2019
Cusip: 911365AU8
|
2,135,000 | $2,177,700 | 0.30 % |
| 121. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
2,110,000 | $2,168,025 | 0.30 % |
| 122. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
2,060,000 | $2,147,550 | 0.30 % |
| 123. |
BERRY PETROLEUM COMPANY 10.250% 06/01/2014
Cusip: 085789AD7
|
1,940,000 | $2,138,850 | 0.30 % |
| 124. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
2,095,000 | $2,136,900 | 0.30 % |
| 125. |
NISKA GAS STORAGE US LLC 8.875% 03/15/2018
Cusip: 654679AA7
|
2,023,000 | $2,077,053 | 0.29 % |
| 126. |
CONSOL ENERGY INC. 8.000% 04/01/2017
Cusip: 20854PAC3
|
2,015,000 | $2,072,931 | 0.29 % |
| 127. |
LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
|
2,040,000 | $2,057,850 | 0.29 % |
| 128. |
COMMUNITY HEALTH SYSTEMS INC 8.875% 07/15/2015
Cusip: 12543DAF7
|
1,983,000 | $2,052,405 | 0.29 % |
| 129. |
SALEM COMMUNICATIONS CORPORATION 9.625% 12/15/2016
Cusip: 794093AF1
|
1,963,000 | $2,051,335 | 0.29 % |
| 130. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
1,850,000 | $2,035,000 | 0.28 % |
| 131. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
1,975,000 | $2,026,843 | 0.28 % |
| 132. |
GEORGIA-PACIFIC CORPORATION 8.250% 05/01/2016
Cusip: 37331NAA9
|
1,855,000 | $2,021,950 | 0.28 % |
| 133. |
GREAT LAKES GAMING DEVELOP LN 9.000% 08/15/2012
Cusip: BAX32WDE8
|
2,094,322.78 | $2,015,157 | 0.28 % |
| 134. |
NORCRAFT COS/FINANCE 10.500% 12/15/2015
Cusip: 65556TAC1
|
1,877,000 | $1,989,620 | 0.28 % |
| 135. |
AQUILEX HOLDINGS LLC 11.125% 12/15/2016
Cusip: 03841XAA2
|
1,826,000 | $1,965,232 | 0.27 % |
| 136. |
VIRGIN MEDIA FINANCE PLC 9.500% 08/15/2016
Cusip: 92769VAA7
|
1,795,000 | $1,958,793 | 0.27 % |
| 137. |
EL PASO CORPORATION 8.250% 02/15/2016
Cusip: 28336LBT5
|
1,795,000 | $1,911,675 | 0.27 % |
| 138. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
1,700,000 | $1,904,000 | 0.27 % |
| 139. |
CONCHO RESOURCES INC 8.625% 10/01/2017
Cusip: 20605PAA9
|
1,789,000 | $1,896,340 | 0.26 % |
| 140. |
JARDEN CORP 7.500% 05/01/2017
Cusip: 471109AB4
|
1,845,000 | $1,870,368 | 0.26 % |
| 141. |
CINCINNATI BELL INC 8.375% 01/15/2014
Cusip: 171871AE6
|
1,805,000 | $1,856,893 | 0.26 % |
| 142. |
FOREST OIL CORPORATION 7.250% 06/15/2019
Cusip: 346091AZ4
|
1,845,000 | $1,854,225 | 0.26 % |
| 143. |
MEDIACOM LLC/MEDIACOM CAPITAL CORP 9.125% 08/15/2019
Cusip: 58445MAK8
|
1,780,000 | $1,842,300 | 0.26 % |
| 144. |
NOVA CHEMICALS CORP 8.625% 11/01/2019
Cusip: 66977WAL3
|
1,780,000 | $1,828,950 | 0.25 % |
| 145. |
LIBBEY GLASS INC 10.000% 02/15/2015
Cusip: 52989LAD1
|
1,745,000 | $1,823,525 | 0.25 % |
| 146. |
LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
|
1,721,000 | $1,781,235 | 0.25 % |
| 147. |
HCA INC 8.500% 04/15/2019
Cusip: 404119BE8
|
1,655,000 | $1,780,159 | 0.25 % |
| 148. |
FIRST DATA CORPORATION 9.875% 09/24/2015
Cusip: 319963AR5
|
2,080,000 | $1,773,200 | 0.25 % |
| 149. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
1,598,000 | $1,741,820 | 0.24 % |
| 150. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAD0
|
1,652,000 | $1,709,820 | 0.24 % |
| 151. |
COMSTOCK RESOURCES INC 8.375% 10/15/2017
Cusip: 205768AG9
|
1,675,000 | $1,708,500 | 0.24 % |
| 152. |
FIRST DATA CORPORATION 9.875% 09/24/2015
Cusip: 319963AP9
|
1,975,000 | $1,703,437 | 0.24 % |
| 153. |
INTELSAT JACKSON HOLDINGS LTD 8.500% 11/01/2019
Cusip: 458207AG2
|
1,625,000 | $1,702,187 | 0.24 % |
| 154. |
GARDA WORLD SECURITY CORPORATION 9.750% 03/15/2017
Cusip: 36485MAA7
|
1,655,000 | $1,695,913 | 0.24 % |
| 155. |
PINNACLE FOODS FINANCE LLC 9.250% 04/01/2015
Cusip: 72347QAE3
|
1,643,000 | $1,692,290 | 0.24 % |
| 156. |
QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
|
1,681,000 | $1,691,506 | 0.24 % |
| 157. |
QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
|
1,681,000 | $1,689,405 | 0.24 % |
| 158. |
TOYS R US PROPERTY COMPANY I LLC 10.750% 07/15/2017
Cusip: 89236LAA0
|
1,508,000 | $1,688,960 | 0.24 % |
| 159. |
APRIA HEALTHCARE GROUP INC 11.250% 11/01/2014
Cusip: 037933AD0
|
1,545,000 | $1,680,187 | 0.23 % |
| 160. |
BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
|
1,658,000 | $1,674,580 | 0.23 % |
| 161. |
NIELSEN FINANCE LLC 11.500% 05/01/2016
Cusip: 65409QAU6
|
1,480,000 | $1,672,400 | 0.23 % |
| 162. |
CROSSTEX ENERGY LP 8.875% 02/15/2018
Cusip: 22764LAA1
|
1,616,000 | $1,660,440 | 0.23 % |
| 163. |
OMNICARE INC 6.875% 12/15/2015
Cusip: 681904AK4
|
1,690,000 | $1,658,312 | 0.23 % |
| 164. |
THE GEO GROUP INC 7.750% 10/15/2017
Cusip: 36159RAB9
|
1,605,000 | $1,637,100 | 0.23 % |
| 165. |
UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
|
1,645,000 | $1,636,775 | 0.23 % |
| 166. |
NORCRAFT HOLDINGS/CAPITAL ZFX 9.750% 09/01/2012
Cusip: 65556NAB6
|
1,717,000 | $1,631,150 | 0.23 % |
| 167. |
IASIS HEALTHCARE CORPORATION 8.750% 06/15/2014
Cusip: 45072PAB8
|
1,595,000 | $1,624,906 | 0.23 % |
| 168. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
1,535,000 | $1,615,587 | 0.23 % |
| 169. |
VISANT HOLDING CORP 8.750% 12/01/2013
Cusip: 92829NAB1
|
1,567,000 | $1,606,175 | 0.22 % |
| 170. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AC4
|
1,621,000 | $1,600,737 | 0.22 % |
| 171. |
SPRINT NEXTEL CORPORATION 6.000% 12/01/2016
Cusip: 852061AD2
|
1,725,000 | $1,556,812 | 0.22 % |
| 172. |
LEVEL 3 FINANCING INC 10.000% 02/01/2018
Cusip: 527298AN3
|
1,610,000 | $1,545,600 | 0.22 % |
| 173. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AE0
|
1,530,000 | $1,510,875 | 0.21 % |
| 174. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126304AW4
|
1,410,000 | $1,503,412 | 0.21 % |
| 175. |
MGM MIRAGE 7.500% 06/01/2016
Cusip: 552953BC4
|
1,792,000 | $1,491,840 | 0.21 % |
| 176. |
AMC ENTERTAINMENT INC 11.000% 02/01/2016
Cusip: 001669AZ3
|
1,383,000 | $1,484,996 | 0.21 % |
| 177. |
HERTZ CORPORATION 8.875% 01/01/2014
Cusip: 428040BZ1
|
1,440,000 | $1,479,600 | 0.21 % |
| 178. |
U.S. FOODSERVICE 10.250% 06/30/2015
Cusip: 91728CAD5
|
1,433,000 | $1,479,572 | 0.21 % |
| 179. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
1,310,000 | $1,470,475 | 0.20 % |
| 180. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AU4
|
1,401,719.67 | $1,437,743 | 0.20 % |
| 181. |
EASTON-BELL SPORTS INC 9.750% 12/01/2016
Cusip: 27749TAA3
|
1,335,000 | $1,406,756 | 0.20 % |
| 182. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAG1
|
1,385,000 | $1,402,312 | 0.20 % |
| 183. |
VALEANT PHARMACEUTICALS 8.375% 06/15/2016
Cusip: 91911XAH7
|
1,340,000 | $1,400,300 | 0.20 % |
| 184. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAK2
|
1,345,000 | $1,361,812 | 0.19 % |
| 185. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
1,300,000 | $1,361,750 | 0.19 % |
| 186. |
AMC ENTERTAINMENT INC 8.750% 06/01/2019
Cusip: 00165AAB4
|
1,293,000 | $1,357,650 | 0.19 % |
| 187. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AD9
|
1,304,000 | $1,339,860 | 0.19 % |
| 188. |
DENBURY RESOURCES INC 8.250% 02/15/2020
Cusip: 24823UAG3
|
1,258,000 | $1,338,197 | 0.19 % |
| 189. |
RANGE RESOURCES CORPORATION 7.250% 05/01/2018
Cusip: 75281AAJ8
|
1,275,000 | $1,303,687 | 0.18 % |
| 190. |
CHESAPEAKE ENERGY CORPORATION 6.250% 01/15/2018
Cusip: 165167BQ9
|
1,365,000 | $1,300,162 | 0.18 % |
| 191. |
LAMAR MEDIA CORP 6.625% 08/15/2015
Cusip: 513075AP6
|
1,350,000 | $1,297,687 | 0.18 % |
| 192. |
AVIS BUDGET CAR RENTAL 9.625% 03/15/2018
Cusip: 053773AK3
|
1,227,000 | $1,282,215 | 0.18 % |
| 193. |
CPM HOLDINGS INC 10.625% 09/01/2014
Cusip: 12620XAA0
|
1,185,000 | $1,262,025 | 0.18 % |
| 194. |
POTLATCH CORPORATION 7.500% 11/01/2019
Cusip: 737630AA1
|
1,206,000 | $1,236,150 | 0.17 % |
| 195. |
KEY ENERGY SERVICES INC 8.375% 12/01/2014
Cusip: 492914AR7
|
1,220,000 | $1,233,725 | 0.17 % |
| 196. |
TEXAS COMPETITIVE ELEC TLB3 3.0 3.251% 10/10/2014
Cusip: BAX2VHGD0
|
1,497,335.15 | $1,216,435 | 0.17 % |
| 197. |
RITE AID CORPORATION 10.250% 10/15/2019
Cusip: 767754BZ6
|
1,120,000 | $1,195,600 | 0.17 % |
| 198. |
TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
|
1,144,000 | $1,164,020 | 0.16 % |
| 199. |
QUICKSILVER RESOURCES INC. 7.125% 04/01/2016
Cusip: 74837RAC8
|
1,223,000 | $1,161,850 | 0.16 % |
| 200. |
LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
|
1,116,000 | $1,131,345 | 0.16 % |
| 201. |
SCOTTS MIRACLE-GRO CO 7.250% 01/15/2018
Cusip: 810186AH9
|
1,088,000 | $1,111,120 | 0.15 % |
| 202. |
BELO CORPORATION 8.000% 11/15/2016
Cusip: 080555AJ4
|
1,043,000 | $1,087,327 | 0.15 % |
| 203. |
SEALY MATTRESS COMPANY 10.875% 04/15/2016
Cusip: 812141AP4
|
963,000 | $1,078,560 | 0.15 % |
| 204. |
OSHKOSH CORPORATION 8.250% 03/01/2017
Cusip: 688225AA9
|
1,030,000 | $1,071,200 | 0.15 % |
| 205. |
K. HOVNANIAN ENTERPRISES INC 6.375% 12/15/2014
Cusip: 442488AS1
|
1,262,000 | $1,012,755 | 0.14 % |
| 206. |
JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
|
990,000 | $992,475 | 0.14 % |
| 207. |
DYNEGY HOLDINGS INC 7.750% 06/01/2019
Cusip: 26816LAW2
|
1,311,000 | $989,805 | 0.14 % |
| 208. |
PINNACLE ENTERTAIMENT I 7.500% 06/15/2015
Cusip: 723456AG4
|
1,133,000 | $980,045 | 0.14 % |
| 209. |
CLEAR CHANNEL COMMUNICATIONS A 9.250% 12/15/2017
Cusip: 18451QAA6
|
939,000 | $978,907 | 0.14 % |
| 210. |
MGM MIRAGE 6.750% 09/01/2012
Cusip: 552953AL5
|
1,033,000 | $976,185 | 0.14 % |
| 211. |
FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
|
934,000 | $944,507 | 0.13 % |
| 212. |
BUMBLE BEE FOODS LLC 7.750% 12/15/2015
Cusip: 120463AA2
|
919,000 | $928,190 | 0.13 % |
| 213. |
APRIA HEALTHCARE GROUP INC 12.375% 11/01/2014
Cusip: 037933AF5
|
845,000 | $925,275 | 0.13 % |
| 214. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
3,850,000 | $909,562 | 0.13 % |
| 215. |
CPI INTERNATIONAL INC 6.136% 02/01/2015
Cusip: 12618MAB6
|
953,000 | $905,350 | 0.13 % |
| 216. |
SEMINOLE TRIBE OF FLORIDA 7.804% 10/01/2020
Cusip: 81683RAJ3
|
965,000 | $899,437 | 0.13 % |
| 217. |
VIDEOTRON LTEE 9.125% 04/15/2018
Cusip: 92658TAM0
|
800,000 | $889,000 | 0.12 % |
| 218. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AE7
|
854,000 | $880,687 | 0.12 % |
| 219. |
CONSOL ENERGY INC. 8.250% 04/01/2020
Cusip: 20854PAE9
|
824,000 | $848,720 | 0.12 % |
| 220. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BB4
|
735,000 | $801,150 | 0.11 % |
| 221. |
SPIRIT AEROSYSTEMS INC 7.500% 10/01/2017
Cusip: 85205TAA8
|
775,000 | $794,375 | 0.11 % |
| 222. |
GEORGIA-PACIFIC CORPORATION 7.700% 06/15/2015
Cusip: 373298BM9
|
735,000 | $779,100 | 0.11 % |
| 223. |
OSHKOSH CORPORATION 8.500% 03/01/2020
Cusip: 688225AC5
|
749,000 | $778,960 | 0.11 % |
| 224. |
FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
|
763,000 | $774,445 | 0.11 % |
| 225. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
660,000 | $770,550 | 0.11 % |
| 226. |
TRIUMPH GROUP INC 8.000% 11/15/2017
Cusip: 896818AD3
|
754,000 | $754,000 | 0.11 % |
| 227. |
CSC HOLDINGS INC 8.625% 02/15/2019
Cusip: 126304AZ7
|
685,000 | $748,362 | 0.10 % |
| 228. |
GREAT LAKES GAMING LAND ACQ LOC 9.000% 08/15/2012
Cusip: BAX32WDF5
|
774,715.55 | $745,431 | 0.10 % |
| 229. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
720,000 | $741,600 | 0.10 % |
| 230. |
PETROHAWK ENERGY CORP 7.875% 06/01/2015
Cusip: 716495AD8
|
725,000 | $738,593 | 0.10 % |
| 231. |
DYNEGY HOLDINGS INC 7.125% 05/15/2018
Cusip: 629121AF1
|
1,024,000 | $727,040 | 0.10 % |
| 232. |
AMERICAN AXLE & MANUFACTURING INC 9.250% 01/15/2017
Cusip: 02406PAG5
|
610,000 | $648,125 | 0.09 % |
| 233. |
CONTINENTAL RESOURCES INC. 7.375% 10/01/2020
Cusip: 212015AC5
|
610,000 | $613,050 | 0.09 % |
| 234. |
SAN PASQUAL CASINO DEV GROUP 8.000% 09/15/2013
Cusip: 799183AA6
|
630,000 | $598,500 | 0.08 % |
| 235. |
CHART INDUSTRIES INC 9.125% 10/15/2015
Cusip: 16115QAB6
|
590,000 | $590,000 | 0.08 % |
| 236. |
JARDEN CORP 7.500% 01/15/2020
Cusip: 471109AD0
|
558,000 | $563,580 | 0.08 % |
| 237. |
MGM MIRAGE 10.375% 05/15/2014
Cusip: 552953BF7
|
505,000 | $556,762 | 0.08 % |
| 238. |
SEVERSTAL COLUMBUS LLC 10.250% 02/15/2018
Cusip: 818149AA4
|
520,000 | $538,200 | 0.07 % |
| 239. |
EL PASO CORPORATION 6.875% 06/15/2014
Cusip: 28336LBM0
|
525,000 | $535,711 | 0.07 % |
| 240. |
PETROHAWK ENERGY CORP 9.125% 07/15/2013
Cusip: 716495AB2
|
510,000 | $532,312 | 0.07 % |
| 241. |
MGM MIRAGE 5.875% 02/27/2014
Cusip: 552953AG6
|
623,000 | $523,320 | 0.07 % |
| 242. |
GREAT LAKES GAMING TRANSITION LN 9.000% 08/15/2012
Cusip: BAX32WDG3
|
542,454.43 | $521,949 | 0.07 % |
| 243. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
465,000 | $489,993 | 0.07 % |
| 244. |
BALL CORPORATION 7.125% 09/01/2016
Cusip: 058498AM8
|
445,000 | $472,812 | 0.07 % |
| 245. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AV2
|
457,163.6 | $468,912 | 0.07 % |
| 246. |
GREIF INC 7.750% 08/01/2019
Cusip: 397624AG2
|
390,000 | $405,600 | 0.06 % |
| 247. |
FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
|
374,000 | $383,350 | 0.05 % |
| 248. |
NIELSEN FINANCE LLC 0.000% 08/01/2016
Cusip: 65409QAJ1
|
370,000 | $351,500 | 0.05 % |
| 249. |
NTL CABLE PLC 8.750% 04/15/2014
Cusip: 62941FAG3
|
304,000 | $311,220 | 0.04 % |
| 250. |
VARDE FUND V LP NEW
Cusip: VARVLP009
|
5,000,000 | $247,585 | 0.03 % |
| 251. |
VENOCO INC 11.500% 10/01/2017
Cusip: 92275PAD1
|
181,000 | $189,597 | 0.03 % |
| 252. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
152,000 | $158,080 | 0.02 % |
| 253. |
LINK ENERGY LLC
Cusip: 535763106
|
494,265 | $3,459 | 0.00 % |
| 254. |
MOMENTIVE PERFORMANCE PIK 10.125% 12/01/2014
Cusip: 60877UAJ6
|
347 | $334 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$8,240,637 | 1.15 % | ||
| Net Assets | $718,034,537 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
33,074,842.35 | $33,074,842 | 4.64 % |
| 2. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
11,425,000 | $13,138,750 | 1.84 % |
| 3. |
NORANDA ALUMINUM INC PIK 5.274% 05/15/2015
Cusip: 65543AAB0
|
16,212,757 | $12,686,482 | 1.78 % |
| 4. |
CIT GROUP INC 7.000% 05/01/2017
Cusip: 125581FX1
|
12,575,000 | $11,113,156 | 1.56 % |
| 5. |
DAVITA INC 7.250% 03/15/2015
Cusip: 23918KAH1
|
10,029,000 | $10,066,608 | 1.41 % |
| 6. |
NRG ENERGY INC 7.375% 01/15/2017
Cusip: 629377AX0
|
10,175,000 | $10,009,656 | 1.41 % |
| 7. |
DRESSER TL 2ND LIEN 5.75 5.999% 05/04/2015
Cusip: BAX1KCN05
|
10,521,000 | $9,854,705 | 1.38 % |
| 8. |
HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428298AA1
|
8,452,000 | $7,818,100 | 1.10 % |
| 9. |
SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015
Cusip: 82459AAA9
|
9,900,000 | $7,771,500 | 1.09 % |
| 10. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
9,727,791.48 | $7,395,358 | 1.04 % |
| 11. |
CHARTER COMM OPERATING DD TL 2.00 6.250% 03/06/2014
Cusip: BAX1FK7F8
|
7,862,898.98 | $7,334,354 | 1.03 % |
| 12. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
6,931,000 | $7,052,292 | 0.99 % |
| 13. |
IASIS HEALTHCARE TL 5.25 5.253% 06/16/2014
Cusip: BAX1HNU23
|
7,746,276.41 | $7,000,697 | 0.98 % |
| 14. |
FORD MOTOR CO TLB 3.0 3.249% 12/15/2013
Cusip: BAX19GAX1
|
7,332,182.83 | $6,872,235 | 0.96 % |
| 15. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
6,585,000 | $6,782,550 | 0.95 % |
| 16. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
6,922,000 | $6,385,545 | 0.90 % |
| 17. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
6,109,000 | $6,383,905 | 0.90 % |
| 18. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
6,750,000 | $6,345,000 | 0.89 % |
| 19. |
FIREKEEPERS DEV AUTHORITY 13.875% 05/01/2015
Cusip: 318169AA7
|
5,222,000 | $5,953,080 | 0.84 % |
| 20. |
LEVEL 3 FINANCING INC 8.750% 02/15/2017
Cusip: 527298AL7
|
6,604,000 | $5,877,560 | 0.83 % |
| 21. |
GIBRALTAR INDUSTRIES INC 8.000% 12/01/2015
Cusip: 374689AC1
|
6,058,000 | $5,876,260 | 0.83 % |
| 22. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
5,350,000 | $5,804,750 | 0.82 % |
| 23. |
MCJUNKIN RED MAN CORP 9.500% 12/15/2016
Cusip: 581241AA4
|
5,639,000 | $5,667,195 | 0.80 % |
| 24. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
5,690,000 | $5,640,388 | 0.79 % |
| 25. |
WILLIAM LYON HOMES INC. 7.500% 02/15/2014
Cusip: 552075AC7
|
7,960,000 | $5,532,200 | 0.78 % |
| 26. |
QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
|
5,115,000 | $5,466,656 | 0.77 % |
| 27. |
POKAGON GAMING AUTHORITY 10.375% 06/15/2014
Cusip: 730857AA7
|
5,054,000 | $5,256,160 | 0.74 % |
| 28. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
4,896,000 | $5,238,720 | 0.74 % |
| 29. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
6,646,000 | $5,233,725 | 0.73 % |
| 30. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
5,167,000 | $5,205,752 | 0.73 % |
| 31. |
SANDRIDGE ENERGY INC PIK 8.625% 04/01/2015
Cusip: 80007PAF6
|
5,272,000 | $5,166,560 | 0.73 % |
| 32. |
CIRCUS & ELDORADO JT VENTURE 10.125% 03/01/2012
Cusip: 17274RAB9
|
5,880,000 | $5,145,000 | 0.72 % |
| 33. |
AMERICAN ACHIEVEMENT CORP. 8.250% 04/01/2012
Cusip: 02369AAF5
|
5,098,000 | $5,008,785 | 0.70 % |
| 34. |
HCA INC 9.250% 11/15/2016
Cusip: 404119AX7
|
4,700,000 | $4,987,875 | 0.70 % |
| 35. |
AMERICAN GENERAL FINANCE CORP 6.900% 12/15/2017
Cusip: 02635PTS2
|
6,932,000 | $4,971,983 | 0.70 % |
| 36. |
PINNACLE FOODS FINANCE LLC 10.625% 04/01/2017
Cusip: 72347QAD5
|
4,677,000 | $4,840,695 | 0.68 % |
| 37. |
TUNICA-BILOXI GAMING AUTHORITY 9.000% 11/15/2015
Cusip: 899745AA1
|
5,366,000 | $4,829,400 | 0.68 % |
| 38. |
RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
|
4,700,000 | $4,794,000 | 0.67 % |
| 39. |
VANGUARD HEALTH SYSTEMS INC. 8.000% 02/01/2018
Cusip: 92203PAD8
|
4,807,000 | $4,722,877 | 0.66 % |
| 40. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
4,780,000 | $4,624,650 | 0.65 % |
| 41. |
SS&C TECHNOLOGIES INC 11.750% 12/01/2013
Cusip: 78466CAB2
|
4,375,000 | $4,593,750 | 0.64 % |
| 42. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AG8
|
6,130,000 | $4,582,175 | 0.64 % |
| 43. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
4,390,000 | $4,554,625 | 0.64 % |
| 44. |
BOISE CASCADE LLC 7.125% 10/15/2014
Cusip: 097395AH0
|
5,007,000 | $4,493,782 | 0.63 % |
| 45. |
HILCORP ENERGY/FINANCE 7.750% 11/01/2015
Cusip: 431318AC8
|
4,520,000 | $4,395,700 | 0.62 % |
| 46. |
CHARTER COMM OPERATING LLC 8.375% 04/30/2014
Cusip: 161175AD6
|
4,293,000 | $4,357,395 | 0.61 % |
| 47. |
CHARTER COMM OPERATING LLC 13.500% 11/30/2016
Cusip: 12502CAS0
|
3,680,000 | $4,347,000 | 0.61 % |
| 48. |
WEST CORPORATION 11.000% 10/15/2016
Cusip: 952355AF2
|
4,169,000 | $4,179,422 | 0.59 % |
| 49. |
EQUINOX HOLDINGS INC 9.500% 02/01/2016
Cusip: 29445GAH9
|
4,190,000 | $4,158,575 | 0.58 % |
| 50. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
4,390,000 | $4,060,750 | 0.57 % |
| 51. |
MACDERMID INC 9.500% 04/15/2017
Cusip: 554273AC6
|
4,041,000 | $4,041,000 | 0.57 % |
| 52. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAB4
|
3,839,000 | $3,944,572 | 0.55 % |
| 53. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
3,789,711.65 | $3,874,980 | 0.54 % |
| 54. |
AMC ENTERTAINMENT INC TL 5.0 5.254% 06/13/2012
Cusip: BAX1NHNP6
|
4,114,703.81 | $3,857,534 | 0.54 % |
| 55. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
3,765,000 | $3,821,475 | 0.54 % |
| 56. |
VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
|
3,825,000 | $3,812,262 | 0.54 % |
| 57. |
UNITED RENTALS NA INC 10.875% 06/15/2016
Cusip: 911365AV6
|
3,545,000 | $3,722,250 | 0.52 % |
| 58. |
SORENSON COMMUNICATIONS INC 10.500% 02/01/2015
Cusip: 835834AA0
|
4,077,000 | $3,720,262 | 0.52 % |
| 59. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
3,515,000 | $3,681,962 | 0.52 % |
| 60. |
ENERGY FUTURE HOLDINGS CORP 10.875% 11/01/2017
Cusip: 292680AC9
|
4,850,000 | $3,673,875 | 0.52 % |
| 61. |
U.S. FOODSERVICE 10.250% 06/30/2015
Cusip: 91728CAD5
|
3,648,000 | $3,666,240 | 0.51 % |
| 62. |
TEREX CORPORATION 10.875% 06/01/2016
Cusip: 880779AW3
|
3,270,000 | $3,564,300 | 0.50 % |
| 63. |
CLEAR CHANNEL COMMUNICATIONS B 9.250% 12/15/2017
Cusip: 18451QAB4
|
3,439,000 | $3,563,663 | 0.50 % |
| 64. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
3,501,000 | $3,509,752 | 0.49 % |
| 65. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
3,445,000 | $3,500,981 | 0.49 % |
| 66. |
QWEST CORPORATION 6.500% 06/01/2017
Cusip: 74913GAT2
|
3,475,000 | $3,496,718 | 0.49 % |
| 67. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
3,435,000 | $3,486,525 | 0.49 % |
| 68. |
AAC GROUP HOLDING CORP 10.250% 10/01/2012
Cusip: 000305AC6
|
3,461,000 | $3,435,042 | 0.48 % |
| 69. |
INTELSAT SUBSIDIARY HOLDING CO LTD 8.875% 01/15/2015
Cusip: 45822EAK6
|
3,340,000 | $3,415,150 | 0.48 % |
| 70. |
QWEST CORPORATION 7.875% 09/01/2011
Cusip: 74913GAE5
|
3,220,000 | $3,405,150 | 0.48 % |
| 71. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
3,356,000 | $3,389,560 | 0.48 % |
| 72. |
SOUTHWESTERN ENERGY COMPANY 7.500% 02/01/2018
Cusip: 845467AE9
|
3,190,000 | $3,365,450 | 0.47 % |
| 73. |
CSC HOLDINGS INC 8.500% 06/15/2015
Cusip: 126304AU8
|
3,145,000 | $3,302,250 | 0.46 % |
| 74. |
QVC INC 7.500% 10/01/2019
Cusip: 747262AA1
|
3,255,000 | $3,295,687 | 0.46 % |
| 75. |
CASCADES INC 7.875% 01/15/2020
Cusip: 146900AK1
|
3,254,000 | $3,294,675 | 0.46 % |
| 76. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
3,265,000 | $3,289,487 | 0.46 % |
| 77. |
GMAC LLC 6.750% 12/01/2014
Cusip: 36186CBW2
|
3,425,000 | $3,270,875 | 0.46 % |
| 78. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
3,229,000 | $3,237,072 | 0.45 % |
| 79. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
2,915,000 | $3,162,775 | 0.44 % |
| 80. |
LIBBEY GLASS INC 10.000% 02/15/2015
Cusip: 52989LAD1
|
3,036,000 | $3,149,850 | 0.44 % |
| 81. |
CROWN CASTLE INTERNATIONAL CORP 7.125% 11/01/2019
Cusip: 228227BA1
|
3,110,000 | $3,110,000 | 0.44 % |
| 82. |
SELECT MEDICAL CORPORATION 6.428% 09/15/2015
Cusip: 81619QAF2
|
3,426,000 | $3,032,010 | 0.43 % |
| 83. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
3,072,000 | $3,029,760 | 0.43 % |
| 84. |
OWENS-BROCKWAY GLASS CONTAINER INC 7.375% 05/15/2016
Cusip: 69073TAP8
|
2,930,000 | $3,025,225 | 0.42 % |
| 85. |
CITIZENS COMMUNICATIONS CO 7.125% 03/15/2019
Cusip: 17453BAW1
|
3,204,000 | $2,995,740 | 0.42 % |
| 86. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
2,974,000 | $2,944,260 | 0.41 % |
| 87. |
SILGAN HOLDINGS INC 7.250% 08/15/2016
Cusip: 827048AM1
|
2,840,000 | $2,918,100 | 0.41 % |
| 88. |
FORD MOTOR CREDIT COMPANY 9.875% 08/10/2011
Cusip: 345397VA8
|
2,771,000 | $2,902,622 | 0.41 % |
| 89. |
TIME WARNER TELECOM HOLDINGS INC 9.250% 02/15/2014
Cusip: 88732AAD9
|
2,815,000 | $2,899,450 | 0.41 % |
| 90. |
HERTZ CORPORATION 8.875% 01/01/2014
Cusip: 428040BZ1
|
2,840,000 | $2,882,600 | 0.40 % |
| 91. |
NMH HOLDINGS INC 6.629% 06/15/2014
Cusip: 629202AA0
|
3,849,570.15 | $2,867,929 | 0.40 % |
| 92. |
NEWPAGE CORP 11.375% 12/31/2014
Cusip: 651715AK0
|
2,966,000 | $2,832,530 | 0.40 % |
| 93. |
WEST CORPORATION 9.500% 10/15/2014
Cusip: 952355AC9
|
2,830,000 | $2,808,775 | 0.39 % |
| 94. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
2,715,000 | $2,803,237 | 0.39 % |
| 95. |
CLEARWIRE CORPORATION 12.000% 12/01/2015
Cusip: 18538AAA8
|
2,860,000 | $2,795,650 | 0.39 % |
| 96. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
2,675,000 | $2,792,031 | 0.39 % |
| 97. |
SUNGARD DATA SYSTEMS INC. 10.250% 08/15/2015
Cusip: 867363AL7
|
2,685,000 | $2,785,687 | 0.39 % |
| 98. |
SINCLAIR TELEVISION GROUP INC 9.250% 11/01/2017
Cusip: 829259AA8
|
2,622,000 | $2,703,937 | 0.38 % |
| 99. |
MANITOWOC COMPANY INC (THE) 9.500% 02/15/2018
Cusip: 563571AG3
|
2,688,000 | $2,688,000 | 0.38 % |
| 100. |
CHESAPEAKE ENERGY CORPORATION 7.000% 08/15/2014
Cusip: 165167BJ5
|
2,643,000 | $2,643,000 | 0.37 % |
| 101. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
2,505,000 | $2,636,512 | 0.37 % |
| 102. |
WIND ACQUISITION FINANCE SA 11.750% 07/15/2017
Cusip: 97314XAE4
|
2,430,000 | $2,600,100 | 0.37 % |
| 103. |
TOYS R US PROPERTY COMPANY II LLC 8.500% 12/01/2017
Cusip: 89236MAA8
|
2,555,000 | $2,599,712 | 0.37 % |
| 104. |
WINDSTREAM CORP 7.000% 03/15/2019
Cusip: 97381WAF1
|
2,825,000 | $2,591,937 | 0.36 % |
| 105. |
ASSOCIATED MATERIALS INCORPORATED 9.875% 11/15/2016
Cusip: 04570TAC2
|
2,437,000 | $2,583,220 | 0.36 % |
| 106. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
2,470,000 | $2,531,750 | 0.36 % |
| 107. |
TEXAS COMPETITIVE ELEC TLB3 3.0 3.251% 10/10/2014
Cusip: BAX2VHGD0
|
3,135,335.15 | $2,511,215 | 0.35 % |
| 108. |
B&G FOODS INC 7.625% 01/15/2018
Cusip: 05508RAD8
|
2,486,000 | $2,504,645 | 0.35 % |
| 109. |
HCA INC 7.875% 02/15/2020
Cusip: 404119BG3
|
2,390,000 | $2,497,550 | 0.35 % |
| 110. |
IRON MOUNTAIN INC 8.375% 08/15/2021
Cusip: 46284PAM6
|
2,410,000 | $2,488,325 | 0.35 % |
| 111. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
2,346,000 | $2,463,300 | 0.35 % |
| 112. |
INTERPUBLIC GROUP OF COMPANIES 10.000% 07/15/2017
Cusip: 460690BF6
|
2,260,000 | $2,457,750 | 0.35 % |
| 113. |
U.S. FOODSERVICE PIK 10.250% 06/30/2015
Cusip: 91728CAC7
|
2,407,000 | $2,455,140 | 0.34 % |
| 114. |
CENTRAL GARDEN & PET COMPANY 8.250% 03/01/2018
Cusip: 153527AG1
|
2,441,000 | $2,450,153 | 0.34 % |
| 115. |
TEREX CORPORATION 8.000% 11/15/2017
Cusip: 880779AU7
|
2,585,000 | $2,404,050 | 0.34 % |
| 116. |
SEMINOLE TRIBE OF FLORIDA 6.535% 10/01/2020
Cusip: 81683RAC8
|
2,615,000 | $2,372,589 | 0.33 % |
| 117. |
INTELSAT JACKSON HOLDINGS LTD 11.250% 06/15/2016
Cusip: 45820EAX0
|
2,215,000 | $2,364,512 | 0.33 % |
| 118. |
PLAINS EXPLORATION & PRODUCTION CO 8.625% 10/15/2019
Cusip: 726505AH3
|
2,265,000 | $2,355,600 | 0.33 % |
| 119. |
ARCH COAL INC 8.750% 08/01/2016
Cusip: 039380AA8
|
2,185,000 | $2,277,862 | 0.32 % |
| 120. |
QUICKSILVER RESOURCES INC. 9.125% 08/15/2019
Cusip: 74837RAG9
|
2,185,000 | $2,272,400 | 0.32 % |
| 121. |
EDISON MISSION ENERGY 7.000% 05/15/2017
Cusip: 281023AU5
|
3,090,000 | $2,263,425 | 0.32 % |
| 122. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
2,130,000 | $2,156,625 | 0.30 % |
| 123. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
2,224,000 | $2,146,160 | 0.30 % |
| 124. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
2,060,000 | $2,142,400 | 0.30 % |
| 125. |
BERRY PETROLEUM COMPANY 10.250% 06/01/2014
Cusip: 085789AD7
|
1,940,000 | $2,109,750 | 0.30 % |
| 126. |
GREAT LAKES GAMING DEVELOP LN 9.000% 08/15/2012
Cusip: BAX32WDE8
|
2,158,757.73 | $2,096,585 | 0.29 % |
| 127. |
MICHAELS STORES INC 10.000% 11/01/2014
Cusip: 594087AJ7
|
2,060,000 | $2,090,900 | 0.29 % |
| 128. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
2,095,000 | $2,084,525 | 0.29 % |
| 129. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
2,110,000 | $2,078,350 | 0.29 % |
| 130. |
UNITED RENTALS NA INC 9.250% 12/15/2019
Cusip: 911365AU8
|
2,135,000 | $2,076,287 | 0.29 % |
| 131. |
COMMUNITY HEALTH SYSTEMS INC 8.875% 07/15/2015
Cusip: 12543DAF7
|
1,983,000 | $2,052,405 | 0.29 % |
| 132. |
SALEM COMMUNICATIONS CORPORATION 9.625% 12/15/2016
Cusip: 794093AE4
|
1,963,000 | $2,031,705 | 0.29 % |
| 133. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
1,975,000 | $2,007,093 | 0.28 % |
| 134. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
1,850,000 | $1,993,375 | 0.28 % |
| 135. |
GEORGIA-PACIFIC CORPORATION 8.250% 05/01/2016
Cusip: 37331NAA9
|
1,855,000 | $1,957,025 | 0.27 % |
| 136. |
NORCRAFT COS/FINANCE 10.500% 12/15/2015
Cusip: 65556TAC1
|
1,877,000 | $1,952,080 | 0.27 % |
| 137. |
AQUILEX HOLDINGS LLC 11.125% 12/15/2016
Cusip: 03841XAA2
|
1,826,000 | $1,908,170 | 0.27 % |
| 138. |
VIRGIN MEDIA FINANCE PLC 9.500% 08/15/2016
Cusip: 92769VAA7
|
1,795,000 | $1,902,700 | 0.27 % |
| 139. |
EL PASO CORPORATION 8.250% 02/15/2016
Cusip: 28336LBT5
|
1,795,000 | $1,873,531 | 0.26 % |
| 140. |
SEVERSTAL COLUMBUS LLC 10.250% 02/15/2018
Cusip: 818149AA4
|
1,815,000 | $1,869,450 | 0.26 % |
| 141. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
1,700,000 | $1,861,500 | 0.26 % |
| 142. |
JARDEN CORP 7.500% 05/01/2017
Cusip: 471109AB4
|
1,845,000 | $1,858,837 | 0.26 % |
| 143. |
CONCHO RESOURCES INC 8.625% 10/01/2017
Cusip: 20605PAA9
|
1,789,000 | $1,835,961 | 0.26 % |
| 144. |
LIBERTY MEDIA LLC 5.700% 05/15/2013
Cusip: 530718AC9
|
1,873,000 | $1,835,540 | 0.26 % |
| 145. |
CINCINNATI BELL INC 8.375% 01/15/2014
Cusip: 171871AE6
|
1,805,000 | $1,818,537 | 0.26 % |
| 146. |
FOREST OIL CORPORATION 7.250% 06/15/2019
Cusip: 346091AZ4
|
1,845,000 | $1,808,100 | 0.25 % |
| 147. |
MEDIACOM LLC/MEDIACOM CAPITAL CORP 9.125% 08/15/2019
Cusip: 58445MAK8
|
1,780,000 | $1,806,700 | 0.25 % |
| 148. |
FIRST DATA CORPORATION 9.875% 09/24/2015
Cusip: 319963AR5
|
2,080,000 | $1,778,400 | 0.25 % |
| 149. |
HCA INC 8.500% 04/15/2019
Cusip: 404119BE8
|
1,655,000 | $1,774,987 | 0.25 % |
| 150. |
NOVA CHEMICALS CORP 8.625% 11/01/2019
Cusip: 66977WAL3
|
1,780,000 | $1,771,100 | 0.25 % |
| 151. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
1,598,000 | $1,729,835 | 0.24 % |
| 152. |
COMSTOCK RESOURCES INC 8.375% 10/15/2017
Cusip: 205768AG9
|
1,675,000 | $1,704,312 | 0.24 % |
| 153. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAD0
|
1,652,000 | $1,697,430 | 0.24 % |
| 154. |
PINNACLE FOODS FINANCE LLC 9.250% 04/01/2015
Cusip: 72347QAE3
|
1,643,000 | $1,671,752 | 0.23 % |
| 155. |
APRIA HEALTHCARE GROUP INC 11.250% 11/01/2014
Cusip: 037933AD0
|
1,545,000 | $1,664,737 | 0.23 % |
| 156. |
TOYS R US PROPERTY COMPANY I LLC 10.750% 07/15/2017
Cusip: 89236LAA0
|
1,508,000 | $1,655,030 | 0.23 % |
| 157. |
NIELSEN FINANCE LLC 11.500% 05/01/2016
Cusip: 65409QAU6
|
1,480,000 | $1,648,350 | 0.23 % |
| 158. |
INTELSAT JACKSON HOLDINGS LTD 8.500% 11/01/2019
Cusip: 458207AG2
|
1,625,000 | $1,645,312 | 0.23 % |
| 159. |
CROSSTEX ENERGY LP 8.875% 02/15/2018
Cusip: 22764LAA1
|
1,616,000 | $1,638,220 | 0.23 % |
| 160. |
THE GEO GROUP INC 7.750% 10/15/2017
Cusip: 36159RAB9
|
1,605,000 | $1,625,062 | 0.23 % |
| 161. |
OMNICARE INC 6.875% 12/15/2015
Cusip: 681904AK4
|
1,690,000 | $1,622,400 | 0.23 % |
| 162. |
NORCRAFT HOLDINGS/CAPITAL ZFX 9.750% 09/01/2012
Cusip: 65556NAB6
|
1,717,000 | $1,613,980 | 0.23 % |
| 163. |
IASIS HEALTHCARE CORPORATION 8.750% 06/15/2014
Cusip: 45072PAB8
|
1,595,000 | $1,610,950 | 0.23 % |
| 164. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
1,535,000 | $1,596,400 | 0.22 % |
| 165. |
VISANT HOLDING CORP 8.750% 12/01/2013
Cusip: 92829NAB1
|
1,567,000 | $1,590,505 | 0.22 % |
| 166. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AC4
|
1,621,000 | $1,580,475 | 0.22 % |
| 167. |
HEALTHSOUTH CORPORATION 8.125% 02/15/2020
Cusip: 421924BG5
|
1,580,000 | $1,540,500 | 0.22 % |
| 168. |
POTLATCH CORPORATION 7.500% 11/01/2019
Cusip: 737630AA1
|
1,486,000 | $1,515,720 | 0.21 % |
| 169. |
SPRINT NEXTEL CORPORATION 6.000% 12/01/2016
Cusip: 852061AD2
|
1,725,000 | $1,492,125 | 0.21 % |
| 170. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AE0
|
1,530,000 | $1,491,750 | 0.21 % |
| 171. |
AMC ENTERTAINMENT INC 11.000% 02/01/2016
Cusip: 001669AZ3
|
1,383,000 | $1,483,267 | 0.21 % |
| 172. |
LEVEL 3 FINANCING INC 10.000% 02/01/2018
Cusip: 527298AN3
|
1,610,000 | $1,469,125 | 0.21 % |
| 173. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AU4
|
1,401,719.67 | $1,448,957 | 0.20 % |
| 174. |
MGM MIRAGE 7.500% 06/01/2016
Cusip: 552953BC4
|
1,792,000 | $1,420,160 | 0.20 % |
| 175. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
1,310,000 | $1,414,800 | 0.20 % |
| 176. |
EASTON-BELL SPORTS INC 9.750% 12/01/2016
Cusip: 27749TAA3
|
1,335,000 | $1,405,087 | 0.20 % |
| 177. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAG1
|
1,385,000 | $1,388,462 | 0.19 % |
| 178. |
VALEANT PHARMACEUTICALS 8.375% 06/15/2016
Cusip: 91911XAH7
|
1,340,000 | $1,386,900 | 0.19 % |
| 179. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
1,300,000 | $1,358,500 | 0.19 % |
| 180. |
ACCELLENT INC 8.375% 02/01/2017
Cusip: 00430XAC1
|
1,347,000 | $1,353,735 | 0.19 % |
| 181. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAK2
|
1,345,000 | $1,348,362 | 0.19 % |
| 182. |
AMC ENTERTAINMENT INC 8.750% 06/01/2019
Cusip: 00165AAB4
|
1,293,000 | $1,335,022 | 0.19 % |
| 183. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AD9
|
1,304,000 | $1,313,780 | 0.18 % |
| 184. |
DENBURY RESOURCES INC 8.250% 02/15/2020
Cusip: 24823UAG3
|
1,258,000 | $1,303,602 | 0.18 % |
| 185. |
RANGE RESOURCES CORPORATION 7.250% 05/01/2018
Cusip: 75281AAJ8
|
1,275,000 | $1,294,125 | 0.18 % |
| 186. |
CHESAPEAKE ENERGY CORPORATION 6.250% 01/15/2018
Cusip: 165167BQ9
|
1,365,000 | $1,272,862 | 0.18 % |
| 187. |
NEIMAN MARCUS GROUP INC PIK 9.000% 10/15/2015
Cusip: 640204AG8
|
1,290,000 | $1,270,650 | 0.18 % |
| 188. |
LAMAR MEDIA CORP 6.625% 08/15/2015
Cusip: 513075AP6
|
1,350,000 | $1,262,250 | 0.18 % |
| 189. |
CPM HOLDINGS INC 10.625% 09/01/2014
Cusip: 12620XAA0
|
1,185,000 | $1,256,100 | 0.18 % |
| 190. |
KEY ENERGY SERVICES INC 8.375% 12/01/2014
Cusip: 492914AR7
|
1,220,000 | $1,207,800 | 0.17 % |
| 191. |
RAINBOW NATL SERVICES LLC 10.375% 09/01/2014
Cusip: 750829AB9
|
1,135,000 | $1,193,168 | 0.17 % |
| 192. |
RITE AID CORPORATION 10.250% 10/15/2019
Cusip: 767754BZ6
|
1,120,000 | $1,184,400 | 0.17 % |
| 193. |
QUICKSILVER RESOURCES INC. 7.125% 04/01/2016
Cusip: 74837RAC8
|
1,223,000 | $1,137,390 | 0.16 % |
| 194. |
SCOTTS MIRACLE-GRO CO 7.250% 01/15/2018
Cusip: 810186AH9
|
1,088,000 | $1,104,320 | 0.16 % |
| 195. |
BELO CORPORATION 8.000% 11/15/2016
Cusip: 080555AJ4
|
1,043,000 | $1,082,112 | 0.15 % |
| 196. |
SEALY MATTRESS COMPANY 10.875% 04/15/2016
Cusip: 812141AP4
|
963,000 | $1,052,077 | 0.15 % |
| 197. |
DYNEGY HOLDINGS INC 7.125% 05/15/2018
Cusip: 629121AF1
|
1,355,000 | $1,043,350 | 0.15 % |
| 198. |
JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
|
990,000 | $994,950 | 0.14 % |
| 199. |
K. HOVNANIAN ENTERPRISES INC 6.375% 12/15/2014
Cusip: 442488AS1
|
1,262,000 | $971,740 | 0.14 % |
| 200. |
CLEAR CHANNEL COMMUNICATIONS A 9.250% 12/15/2017
Cusip: 18451QAA6
|
939,000 | $969,517 | 0.14 % |
| 201. |
MGM MIRAGE 6.750% 09/01/2012
Cusip: 552953AL5
|
1,033,000 | $955,525 | 0.13 % |
| 202. |
BUMBLE BEE FOODS LLC 7.750% 12/15/2015
Cusip: 120463AA2
|
919,000 | $923,595 | 0.13 % |
| 203. |
APRIA HEALTHCARE GROUP INC 12.375% 11/01/2014
Cusip: 037933AF5
|
845,000 | $910,487 | 0.13 % |
| 204. |
CPI INTERNATIONAL INC 6.136% 02/01/2015
Cusip: 12618MAB6
|
953,000 | $905,350 | 0.13 % |
| 205. |
SEMINOLE TRIBE OF FLORIDA 7.804% 10/01/2020
Cusip: 81683RAJ3
|
965,000 | $903,770 | 0.13 % |
| 206. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
3,850,000 | $885,500 | 0.12 % |
| 207. |
VIDEOTRON LTEE 9.125% 04/15/2018
Cusip: 92658TAN8
|
800,000 | $866,000 | 0.12 % |
| 208. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AE7
|
854,000 | $860,405 | 0.12 % |
| 209. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BB4
|
735,000 | $793,800 | 0.11 % |
| 210. |
GREAT LAKES GAMING LAND ACQ LOC 9.000% 08/15/2012
Cusip: BAX32WDF5
|
798,550.82 | $775,552 | 0.11 % |
| 211. |
DYNEGY HOLDINGS INC 7.750% 06/01/2019
Cusip: 26816LAW2
|
980,000 | $769,300 | 0.11 % |
| 212. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
660,000 | $767,250 | 0.11 % |
| 213. |
SPIRIT AEROSYSTEMS INC 7.500% 10/01/2017
Cusip: 85205TAA8
|
775,000 | $767,250 | 0.11 % |
| 214. |
GEORGIA-PACIFIC CORPORATION 7.700% 06/15/2015
Cusip: 373298BM9
|
735,000 | $764,400 | 0.11 % |
| 215. |
TRIUMPH GROUP INC 8.000% 11/15/2017
Cusip: 896818AC5
|
754,000 | $761,540 | 0.11 % |
| 216. |
CSC HOLDINGS INC 8.625% 02/15/2019
Cusip: 126304AZ7
|
685,000 | $744,937 | 0.10 % |
| 217. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
720,000 | $736,200 | 0.10 % |
| 218. |
PETROHAWK ENERGY CORP 7.875% 06/01/2015
Cusip: 716495AD8
|
725,000 | $725,000 | 0.10 % |
| 219. |
AMERICAN AXLE & MANUFACTURING INC 9.250% 01/15/2017
Cusip: 02406PAG5
|
610,000 | $629,825 | 0.09 % |
| 220. |
SAN PASQUAL CASINO DEV GROUP 8.000% 09/15/2013
Cusip: 799183AA6
|
630,000 | $598,500 | 0.08 % |
| 221. |
CHART INDUSTRIES INC 9.125% 10/15/2015
Cusip: 16115QAB6
|
590,000 | $587,787 | 0.08 % |
| 222. |
JARDEN CORP 7.500% 01/15/2020
Cusip: 471109AD0
|
558,000 | $562,185 | 0.08 % |
| 223. |
GREAT LAKES GAMING TRANSITION LN 9.000% 08/15/2012
Cusip: BAX32WDG3
|
559,143.84 | $543,040 | 0.08 % |
| 224. |
MGM MIRAGE 10.375% 05/15/2014
Cusip: 552953BF7
|
505,000 | $535,300 | 0.08 % |
| 225. |
PETROHAWK ENERGY CORP 9.125% 07/15/2013
Cusip: 716495AB2
|
510,000 | $530,400 | 0.07 % |
| 226. |
EL PASO CORPORATION 6.875% 06/15/2014
Cusip: 28336LBM0
|
525,000 | $529,404 | 0.07 % |
| 227. |
MGM MIRAGE 5.875% 02/27/2014
Cusip: 552953AG6
|
623,000 | $520,205 | 0.07 % |
| 228. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
465,000 | $482,437 | 0.07 % |
| 229. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AV2
|
457,163.6 | $472,570 | 0.07 % |
| 230. |
BALL CORPORATION 7.125% 09/01/2016
Cusip: 058498AM8
|
445,000 | $461,687 | 0.06 % |
| 231. |
GREIF INC 7.750% 08/01/2019
Cusip: 397624AG2
|
390,000 | $401,700 | 0.06 % |
| 232. |
NIELSEN FINANCE LLC 0.000% 08/01/2016
Cusip: 65409QAJ1
|
370,000 | $334,850 | 0.05 % |
| 233. |
NTL CABLE PLC 8.750% 04/15/2014
Cusip: 62941FAG3
|
304,000 | $310,840 | 0.04 % |
| 234. |
VARDE FUND V LP NEW
Cusip: VARVLP009
|
5,000,000 | $244,860 | 0.03 % |
| 235. |
VENOCO INC 11.500% 10/01/2017
Cusip: 92275PAD1
|
181,000 | $187,335 | 0.03 % |
| 236. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
152,000 | $153,520 | 0.02 % |
| 237. |
LINK ENERGY LLC
Cusip: 535763106
|
494,265 | $2,224 | 0.00 % |
| 238. |
MOMENTIVE PERFORMANCE PIK 10.125% 12/01/2014
Cusip: 60877UAJ6
|
347 | $318 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$10,831,052 | 1.52 % | ||
| Net Assets | $712,222,977 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
NORANDA ALUMINUM INC PIK 5.274% 05/15/2015
Cusip: 65543AAB0
|
18,917,757 | $14,708,556 | 2.03 % |
| 2. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
11,425,000 | $12,796,000 | 1.77 % |
| 3. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
12,584,850.35 | $12,584,850 | 1.74 % |
| 4. |
CIT GROUP INC 7.000% 05/01/2017
Cusip: 125581FX1
|
12,575,000 | $10,720,187 | 1.48 % |
| 5. |
IASIS HEALTHCARE TL 5.25 5.253% 06/16/2014
Cusip: BAX1HNU23
|
10,952,162.94 | $10,144,440 | 1.40 % |
| 6. |
NRG ENERGY INC 7.375% 01/15/2017
Cusip: 629377AX0
|
10,175,000 | $10,111,406 | 1.40 % |
| 7. |
DAVITA INC 7.250% 03/15/2015
Cusip: 23918KAH1
|
10,029,000 | $10,041,536 | 1.39 % |
| 8. |
DRESSER TL 2ND LIEN 5.75 6.028% 05/04/2015
Cusip: BAX1KCN05
|
10,521,000 | $9,904,785 | 1.37 % |
| 9. |
HEXION SPECIALTY CHEM TLC1 2.25 2.525% 05/05/2013
Cusip: BAX2XQC75
|
8,786,261.24 | $8,318,392 | 1.15 % |
| 10. |
SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015
Cusip: 82459AAA9
|
9,900,000 | $7,969,500 | 1.10 % |
| 11. |
CHARTER COMM OPERATING DD TL 2.00 6.250% 03/06/2014
Cusip: BAX1FK7F8
|
7,862,898.98 | $7,309,979 | 1.01 % |
| 12. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
9,727,791.48 | $7,293,119 | 1.01 % |
| 13. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BF8
|
6,799,000 | $7,240,935 | 1.00 % |
| 14. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
6,931,000 | $7,112,938 | 0.98 % |
| 15. |
FORD MOTOR CO TLB 3.0 3.279% 12/15/2013
Cusip: BAX19GAX1
|
7,332,182.83 | $6,863,729 | 0.95 % |
| 16. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
6,585,000 | $6,815,475 | 0.94 % |
| 17. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
6,015,000 | $6,586,425 | 0.91 % |
| 18. |
AMERICAN ACHIEVEMENT CORP. 8.250% 04/01/2012
Cusip: 02369AAF5
|
6,548,000 | $6,539,815 | 0.90 % |
| 19. |
HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428298AA1
|
6,772,000 | $6,501,120 | 0.90 % |
| 20. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
6,922,000 | $6,247,105 | 0.86 % |
| 21. |
FIREKEEPERS DEV AUTHORITY 13.875% 05/01/2015
Cusip: 318169AA7
|
5,222,000 | $6,005,300 | 0.83 % |
| 22. |
LEVEL 3 FINANCING INC 8.750% 02/15/2017
Cusip: 527298AL7
|
6,604,000 | $5,960,110 | 0.82 % |
| 23. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
6,646,000 | $5,931,555 | 0.82 % |
| 24. |
GIBRALTAR INDUSTRIES INC 8.000% 12/01/2015
Cusip: 374689AC1
|
6,058,000 | $5,845,970 | 0.81 % |
| 25. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
5,690,000 | $5,687,073 | 0.79 % |
| 26. |
MCJUNKIN RED MAN CORP 9.500% 12/15/2016
Cusip: 581241AA4
|
5,639,000 | $5,653,097 | 0.78 % |
| 27. |
WILLIAM LYON HOMES INC. 7.500% 02/15/2014
Cusip: 552075AC7
|
7,960,000 | $5,412,800 | 0.75 % |
| 28. |
QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
|
5,115,000 | $5,409,112 | 0.75 % |
| 29. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
5,165,000 | $5,319,950 | 0.74 % |
| 30. |
SANDRIDGE ENERGY INC PIK 8.625% 04/01/2015
Cusip: 80007PAF6
|
5,272,000 | $5,304,950 | 0.73 % |
| 31. |
POKAGON GAMING AUTHORITY 10.375% 06/15/2014
Cusip: 730857AA7
|
5,054,000 | $5,275,112 | 0.73 % |
| 32. |
AAC GROUP HOLDING CORP 10.250% 10/01/2012
Cusip: 000305AC6
|
5,261,000 | $5,267,576 | 0.73 % |
| 33. |
CLEAR CHANNEL COMMUNICATIONS B 9.250% 12/15/2017
Cusip: 18451QAB4
|
5,149,000 | $5,264,852 | 0.73 % |
| 34. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
5,167,000 | $5,218,670 | 0.72 % |
| 35. |
CIRCUS & ELDORADO JT VENTURE 10.125% 03/01/2012
Cusip: 17274RAB9
|
5,880,000 | $5,203,800 | 0.72 % |
| 36. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
4,896,000 | $5,189,760 | 0.72 % |
| 37. |
AMERICAN GENERAL FINANCE CORP 6.900% 12/15/2017
Cusip: 02635PTS2
|
6,932,000 | $5,056,838 | 0.70 % |
| 38. |
TUNICA-BILOXI GAMING AUTHORITY 9.000% 11/15/2015
Cusip: 899745AA1
|
5,366,000 | $5,017,210 | 0.69 % |
| 39. |
HCA INC 9.250% 11/15/2016
Cusip: 404119AX7
|
4,700,000 | $4,958,500 | 0.69 % |
| 40. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
4,945,000 | $4,846,100 | 0.67 % |
| 41. |
PINNACLE FOODS HOLDING CORP 10.625% 04/01/2017
Cusip: 72347QAD5
|
4,677,000 | $4,829,002 | 0.67 % |
| 42. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AG8
|
6,130,000 | $4,796,725 | 0.66 % |
| 43. |
RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
|
4,700,000 | $4,794,000 | 0.66 % |
| 44. |
GMAC LLC 6.750% 12/01/2014
Cusip: 36186CBW2
|
4,925,000 | $4,789,562 | 0.66 % |
| 45. |
TEREX CORPORATION 10.875% 06/01/2016
Cusip: 880779AW3
|
4,315,000 | $4,757,287 | 0.66 % |
| 46. |
VANGUARD HEALTH SYSTEMS INC. 8.000% 02/01/2018
Cusip: 92203PAD8
|
4,807,000 | $4,698,842 | 0.65 % |
| 47. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
4,780,000 | $4,660,500 | 0.64 % |
| 48. |
SS&C TECHNOLOGIES INC 11.750% 12/01/2013
Cusip: 78466CAB2
|
4,375,000 | $4,615,625 | 0.64 % |
| 49. |
BOISE CASCADE LLC 7.125% 10/15/2014
Cusip: 097395AH0
|
5,007,000 | $4,543,852 | 0.63 % |
| 50. |
HILCORP ENERGY/FINANCE 7.750% 11/01/2015
Cusip: 431318AC8
|
4,520,000 | $4,542,600 | 0.63 % |
| 51. |
WEST CORPORATION 11.000% 10/15/2016
Cusip: 952355AF2
|
4,169,000 | $4,439,985 | 0.61 % |
| 52. |
CHARTER COMM OPERATING LLC 8.375% 04/30/2014
Cusip: 161175AD6
|
4,293,000 | $4,368,127 | 0.60 % |
| 53. |
COVENTRY HEALTH CARE INC 5.950% 03/15/2017
Cusip: 222862AG9
|
4,570,000 | $4,267,333 | 0.59 % |
| 54. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
4,390,000 | $4,148,550 | 0.57 % |
| 55. |
EQUINOX HOLDINGS INC 9.500% 02/01/2016
Cusip: 29445GAH9
|
4,190,000 | $4,137,625 | 0.57 % |
| 56. |
MACDERMID INC 9.500% 04/15/2017
Cusip: 554273AC6
|
4,041,000 | $4,081,410 | 0.56 % |
| 57. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAB4
|
3,839,000 | $3,934,975 | 0.54 % |
| 58. |
UNITED RENTALS NA INC 10.875% 06/15/2016
Cusip: 911365AV6
|
3,545,000 | $3,868,481 | 0.53 % |
| 59. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
3,712,000 | $3,860,480 | 0.53 % |
| 60. |
SORENSON COMMUNICATIONS INC 10.500% 02/01/2015
Cusip: 835834AA0
|
4,077,000 | $3,842,572 | 0.53 % |
| 61. |
ENERGY FUTURE HOLDINGS CORP 10.875% 11/01/2017
Cusip: 292680AC9
|
4,850,000 | $3,831,500 | 0.53 % |
| 62. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
3,789,711.65 | $3,827,608 | 0.53 % |
| 63. |
VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
|
3,825,000 | $3,808,624 | 0.53 % |
| 64. |
AMC ENTERTAINMENT INC TL 5.0 5.254% 06/13/2012
Cusip: BAX1NHNP6
|
4,114,703.81 | $3,806,101 | 0.53 % |
| 65. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
3,515,000 | $3,743,475 | 0.52 % |
| 66. |
U.S. FOODSERVICE 10.250% 06/30/2015
Cusip: 91728CAD5
|
3,648,000 | $3,702,720 | 0.51 % |
| 67. |
UNITED AIR LINES INC 1ST LN 9.875% 08/01/2013
Cusip: 909279BF7
|
3,607,000 | $3,652,087 | 0.50 % |
| 68. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
3,435,000 | $3,529,462 | 0.49 % |
| 69. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
3,501,000 | $3,509,752 | 0.49 % |
| 70. |
QWEST CORPORATION 6.500% 06/01/2017
Cusip: 74913GAT2
|
3,475,000 | $3,475,000 | 0.48 % |
| 71. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
3,445,000 | $3,466,531 | 0.48 % |
| 72. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
3,356,000 | $3,452,485 | 0.48 % |
| 73. |
INTELSAT SUBSIDIARY HOLDING CO LTD 8.875% 01/15/2015
Cusip: 45822EAK6
|
3,340,000 | $3,431,850 | 0.47 % |
| 74. |
SOUTHWESTERN ENERGY COMPANY 7.500% 02/01/2018
Cusip: 845467AE9
|
3,190,000 | $3,397,350 | 0.47 % |
| 75. |
QWEST CORPORATION 7.875% 09/01/2011
Cusip: 74913GAE5
|
3,220,000 | $3,372,950 | 0.47 % |
| 76. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
3,265,000 | $3,354,787 | 0.46 % |
| 77. |
CSC HOLDINGS INC 8.500% 06/15/2015
Cusip: 126304AU8
|
3,145,000 | $3,349,425 | 0.46 % |
| 78. |
QVC INC 7.500% 10/01/2019
Cusip: 747262AA1
|
3,255,000 | $3,336,375 | 0.46 % |
| 79. |
CASCADES INC 7.875% 01/15/2020
Cusip: 146900AK1
|
3,254,000 | $3,335,350 | 0.46 % |
| 80. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
3,229,000 | $3,237,072 | 0.45 % |
| 81. |
IRON MOUNTAIN INC 8.375% 08/15/2021
Cusip: 46284PAM6
|
3,110,000 | $3,234,400 | 0.45 % |
| 82. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
2,915,000 | $3,199,212 | 0.44 % |
| 83. |
TEREX CORPORATION 8.000% 11/15/2017
Cusip: 880779AU7
|
3,335,000 | $3,184,925 | 0.44 % |
| 84. |
SELECT MEDICAL CORPORATION 6.428% 09/15/2015
Cusip: 81619QAF2
|
3,426,000 | $3,177,615 | 0.44 % |
| 85. |
CROWN CASTLE INTERNATIONAL CORP 7.125% 11/01/2019
Cusip: 228227BA1
|
3,110,000 | $3,086,675 | 0.43 % |
| 86. |
ARCH COAL INC 8.750% 08/01/2016
Cusip: 039380AA8
|
2,885,000 | $3,065,312 | 0.42 % |
| 87. |
LIBBEY GLASS INC 10.000% 02/15/2015
Cusip: 52989LAD1
|
3,036,000 | $3,051,180 | 0.42 % |
| 88. |
OWENS-BROCKWAY GLASS CONTAINER INC 7.375% 05/15/2016
Cusip: 69073TAP8
|
2,930,000 | $3,047,200 | 0.42 % |
| 89. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
3,072,000 | $3,041,280 | 0.42 % |
| 90. |
CITIZENS COMMUNICATIONS CO 7.125% 03/15/2019
Cusip: 17453BAW1
|
3,204,000 | $3,027,780 | 0.42 % |
| 91. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
2,974,000 | $2,996,305 | 0.41 % |
| 92. |
SILGAN HOLDINGS INC 7.250% 08/15/2016
Cusip: 827048AM1
|
2,840,000 | $2,946,500 | 0.41 % |
| 93. |
FORD MOTOR CREDIT COMPANY 9.875% 08/10/2011
Cusip: 345397VA8
|
2,771,000 | $2,902,622 | 0.40 % |
| 94. |
TIME WARNER TELECOM HOLDINGS INC 9.250% 02/15/2014
Cusip: 88732AAD9
|
2,815,000 | $2,895,931 | 0.40 % |
| 95. |
NMH HOLDINGS INC 6.629% 06/15/2014
Cusip: 629202AA0
|
3,849,570.15 | $2,858,305 | 0.40 % |
| 96. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
2,715,000 | $2,850,750 | 0.39 % |
| 97. |
WEST CORPORATION 9.500% 10/15/2014
Cusip: 952355AC9
|
2,830,000 | $2,844,150 | 0.39 % |
| 98. |
CEQUEL COMM TLA 2ND LN 4.5 4.775% 05/05/2014
Cusip: BRS3NTN59
|
2,900,000 | $2,830,226 | 0.39 % |
| 99. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
2,675,000 | $2,761,937 | 0.38 % |
| 100. |
SINCLAIR TELEVISION GROUP INC 9.250% 11/01/2017
Cusip: 829259AA8
|
2,622,000 | $2,700,660 | 0.37 % |
| 101. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
2,505,000 | $2,670,956 | 0.37 % |
| 102. |
CHESAPEAKE ENERGY CORPORATION 7.000% 08/15/2014
Cusip: 165167BJ5
|
2,643,000 | $2,662,822 | 0.37 % |
| 103. |
WINDSTREAM CORP 7.000% 03/15/2019
Cusip: 97381WAF1
|
2,825,000 | $2,644,906 | 0.37 % |
| 104. |
WIND ACQUISITION FINANCE SA 11.750% 07/15/2017
Cusip: 97314XAE4
|
2,430,000 | $2,642,625 | 0.37 % |
| 105. |
TOYS R US PROPERTY COMPANY II LLC 8.500% 12/01/2017
Cusip: 89236MAA8
|
2,555,000 | $2,631,650 | 0.36 % |
| 106. |
ASSOCIATED MATERIALS INCORPORATED 9.875% 11/15/2016
Cusip: 04570TAA6
|
2,437,000 | $2,607,590 | 0.36 % |
| 107. |
SPRINT CAPITAL CORPORATION 8.375% 03/15/2012
Cusip: 852060AS1
|
2,525,000 | $2,569,187 | 0.36 % |
| 108. |
TEXAS COMPETITIVE ELEC TLB3 3.0 3.251% 10/10/2014
Cusip: BAX2VHGD0
|
3,135,335.15 | $2,550,312 | 0.35 % |
| 109. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
2,470,000 | $2,537,925 | 0.35 % |
| 110. |
INTERPUBLIC GROUP OF COMPANIES 10.000% 07/15/2017
Cusip: 460690BF6
|
2,260,000 | $2,497,300 | 0.35 % |
| 111. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
2,346,000 | $2,463,300 | 0.34 % |
| 112. |
HCA INC 7.875% 02/15/2020
Cusip: 404119BG3
|
2,390,000 | $2,455,725 | 0.34 % |
| 113. |
U.S. FOODSERVICE PIK 10.250% 06/30/2015
Cusip: 91728CAC7
|
2,407,000 | $2,443,105 | 0.34 % |
| 114. |
EDISON MISSION ENERGY 7.000% 05/15/2017
Cusip: 281023AU5
|
3,090,000 | $2,441,100 | 0.34 % |
| 115. |
SEMINOLE TRIBE OF FLORIDA 6.535% 10/01/2020
Cusip: 81683RAC8
|
2,615,000 | $2,391,339 | 0.33 % |
| 116. |
PLAINS EXPLORATION & PRODUCTION CO 8.625% 10/15/2019
Cusip: 726505AH3
|
2,265,000 | $2,383,912 | 0.33 % |
| 117. |
INTELSAT JACKSON HOLDINGS LTD 11.250% 06/15/2016
Cusip: 45820EAX0
|
2,215,000 | $2,353,437 | 0.33 % |
| 118. |
QUICKSILVER RESOURCES INC. 9.125% 08/15/2019
Cusip: 74837RAG9
|
2,185,000 | $2,316,100 | 0.32 % |
| 119. |
UNITED RENTALS NA INC 9.250% 12/15/2019
Cusip: 911365AU8
|
2,135,000 | $2,204,387 | 0.30 % |
| 120. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
2,224,000 | $2,162,840 | 0.30 % |
| 121. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
2,130,000 | $2,156,625 | 0.30 % |
| 122. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
2,110,000 | $2,125,825 | 0.29 % |
| 123. |
BERRY PETROLEUM COMPANY 10.250% 06/01/2014
Cusip: 085789AD7
|
1,940,000 | $2,124,300 | 0.29 % |
| 124. |
GREAT LAKES GAMING DEVELOP LN 9.000% 08/15/2012
Cusip: BAX32WDE8
|
2,222,713.01 | $2,122,468 | 0.29 % |
| 125. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
2,095,000 | $2,115,950 | 0.29 % |
| 126. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
2,060,000 | $2,111,500 | 0.29 % |
| 127. |
SALEM COMMUNICATIONS CORPORATION 9.625% 12/15/2016
Cusip: 794093AE4
|
1,963,000 | $2,066,057 | 0.29 % |
| 128. |
COMMUNITY HEALTH SYSTEMS INC 8.875% 07/15/2015
Cusip: 12543DAF7
|
1,983,000 | $2,049,926 | 0.28 % |
| 129. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
1,975,000 | $1,999,687 | 0.28 % |
| 130. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
1,947,000 | $1,995,675 | 0.28 % |
| 131. |
GEORGIA-PACIFIC CORPORATION 8.250% 05/01/2016
Cusip: 37331NAA9
|
1,855,000 | $1,984,850 | 0.27 % |
| 132. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126304AW4
|
1,831,000 | $1,950,015 | 0.27 % |
| 133. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
1,850,000 | $1,949,437 | 0.27 % |
| 134. |
EL PASO CORPORATION 8.250% 02/15/2016
Cusip: 28336LBT5
|
1,795,000 | $1,934,112 | 0.27 % |
| 135. |
NORCRAFT COS/FINANCE 10.500% 12/15/2015
Cusip: 65556TAC1
|
1,877,000 | $1,914,540 | 0.26 % |
| 136. |
AQUILEX HOLDINGS LLC 11.125% 12/15/2016
Cusip: 03841XAA2
|
1,826,000 | $1,899,040 | 0.26 % |
| 137. |
VIRGIN MEDIA FINANCE PLC 9.500% 08/15/2016
Cusip: 92769VAA7
|
1,795,000 | $1,898,212 | 0.26 % |
| 138. |
NEWPAGE CORP 11.375% 12/31/2014
Cusip: 651715AK0
|
1,936,000 | $1,873,080 | 0.26 % |
| 139. |
CONCHO RESOURCES INC 8.625% 10/01/2017
Cusip: 20605PAA9
|
1,789,000 | $1,865,032 | 0.26 % |
| 140. |
FOREST OIL CORPORATION 7.250% 06/15/2019
Cusip: 346091AZ4
|
1,845,000 | $1,854,225 | 0.26 % |
| 141. |
JARDEN CORP 7.500% 05/01/2017
Cusip: 471109AB4
|
1,845,000 | $1,854,225 | 0.26 % |
| 142. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
1,700,000 | $1,853,000 | 0.26 % |
| 143. |
FIRST DATA CORPORATION 9.875% 09/24/2015
Cusip: 319963AR5
|
2,080,000 | $1,835,600 | 0.25 % |
| 144. |
CINCINNATI BELL INC 8.375% 01/15/2014
Cusip: 171871AE6
|
1,805,000 | $1,818,537 | 0.25 % |
| 145. |
LIBERTY MEDIA LLC 5.700% 05/15/2013
Cusip: 530718AC9
|
1,873,000 | $1,812,127 | 0.25 % |
| 146. |
HEXION SPECIALTY CHEM TLC2 2.25 2.525% 05/05/2013
Cusip: BAX2XQC83
|
1,907,785.39 | $1,806,195 | 0.25 % |
| 147. |
NOVA CHEMICALS CORP 8.625% 11/01/2019
Cusip: 66977WAL3
|
1,780,000 | $1,797,800 | 0.25 % |
| 148. |
DYNEGY HOLDINGS INC 7.125% 05/15/2018
Cusip: 629121AF1
|
2,255,000 | $1,792,725 | 0.25 % |
| 149. |
MEDIACOM LLC/MEDIACOM CAPITAL CORP 9.125% 08/15/2019
Cusip: 58445MAK8
|
1,780,000 | $1,780,000 | 0.25 % |
| 150. |
HCA INC 8.500% 04/15/2019
Cusip: 404119BE8
|
1,655,000 | $1,750,162 | 0.24 % |
| 151. |
CHARTER COMM OPERATING LLC 13.500% 11/30/2016
Cusip: 12502CAS0
|
1,455,000 | $1,749,637 | 0.24 % |
| 152. |
ALLISON TRANSMISSION INC 11.250% 11/01/2015
Cusip: 019736AB3
|
1,643,000 | $1,729,257 | 0.24 % |
| 153. |
COMSTOCK RESOURCES INC 8.375% 10/15/2017
Cusip: 205768AG9
|
1,675,000 | $1,725,250 | 0.24 % |
| 154. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
1,598,000 | $1,721,845 | 0.24 % |
| 155. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAD0
|
1,652,000 | $1,693,300 | 0.23 % |
| 156. |
PINNACLE FOODS FINANCE LLC 9.250% 04/01/2015
Cusip: 72347QAE3
|
1,643,000 | $1,667,645 | 0.23 % |
| 157. |
INTELSAT JACKSON HOLDINGS LTD 8.500% 11/01/2019
Cusip: 458207AG2
|
1,625,000 | $1,665,625 | 0.23 % |
| 158. |
NORCRAFT HOLDINGS/CAPITAL ZFX 9.750% 09/01/2012
Cusip: 65556NAB6
|
1,717,000 | $1,665,490 | 0.23 % |
| 159. |
TOYS R US PROPERTY COMPANY I LLC 10.750% 07/15/2017
Cusip: 89236LAA0
|
1,508,000 | $1,658,800 | 0.23 % |
| 160. |
NIELSEN FINANCE LLC 11.500% 05/01/2016
Cusip: 65409QAU6
|
1,480,000 | $1,657,600 | 0.23 % |
| 161. |
APRIA HEALTHCARE GROUP INC 11.250% 11/01/2014
Cusip: 037933AD0
|
1,545,000 | $1,653,150 | 0.23 % |
| 162. |
OMNICARE INC 6.875% 12/15/2015
Cusip: 681904AK4
|
1,690,000 | $1,651,975 | 0.23 % |
| 163. |
THE GEO GROUP INC 7.750% 10/15/2017
Cusip: 36159RAB9
|
1,605,000 | $1,637,100 | 0.23 % |
| 164. |
IASIS HEALTHCARE CORPORATION 8.750% 06/15/2014
Cusip: 45072PAB8
|
1,595,000 | $1,618,925 | 0.22 % |
| 165. |
VISANT HOLDING CORP 8.750% 12/01/2013
Cusip: 92829NAB1
|
1,567,000 | $1,606,175 | 0.22 % |
| 166. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
1,535,000 | $1,592,562 | 0.22 % |
| 167. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AC4
|
1,621,000 | $1,580,475 | 0.22 % |
| 168. |
AMERISTAR CASINOS INC 9.250% 06/01/2014
Cusip: 03070QAK7
|
1,510,000 | $1,562,850 | 0.22 % |
| 169. |
QWEST CORPORATION 8.375% 05/01/2016
Cusip: 74913GAW5
|
1,425,000 | $1,560,375 | 0.22 % |
| 170. |
HEALTHSOUTH CORPORATION 8.125% 02/15/2020
Cusip: 421924BG5
|
1,580,000 | $1,552,350 | 0.21 % |
| 171. |
POTLATCH CORPORATION 7.500% 11/01/2019
Cusip: 737630AA1
|
1,486,000 | $1,523,150 | 0.21 % |
| 172. |
LEVEL 3 FINANCING INC 10.000% 02/01/2018
Cusip: 527298AN3
|
1,610,000 | $1,509,375 | 0.21 % |
| 173. |
SPRINT NEXTEL CORPORATION 6.000% 12/01/2016
Cusip: 852061AD2
|
1,725,000 | $1,500,750 | 0.21 % |
| 174. |
MGM MIRAGE 7.500% 06/01/2016
Cusip: 552953BC4
|
1,792,000 | $1,496,320 | 0.21 % |
| 175. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AE0
|
1,530,000 | $1,491,750 | 0.21 % |
| 176. |
AMC ENTERTAINMENT INC 11.000% 02/01/2016
Cusip: 001669AZ3
|
1,383,000 | $1,486,725 | 0.21 % |
| 177. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AU4
|
1,401,719.67 | $1,462,834 | 0.20 % |
| 178. |
HERTZ CORPORATION 8.875% 01/01/2014
Cusip: 428040BZ1
|
1,450,000 | $1,460,875 | 0.20 % |
| 179. |
B&G FOODS INC 7.625% 01/15/2018
Cusip: 05508RAD8
|
1,435,000 | $1,452,937 | 0.20 % |
| 180. |
EASTON-BELL SPORTS INC 9.750% 12/01/2016
Cusip: 27749TAA3
|
1,335,000 | $1,393,406 | 0.19 % |
| 181. |
VALEANT PHARMACEUTICALS 8.375% 06/15/2016
Cusip: 91911XAH7
|
1,340,000 | $1,390,250 | 0.19 % |
| 182. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAG1
|
1,385,000 | $1,385,000 | 0.19 % |
| 183. |
ACCELLENT INC 8.375% 02/01/2017
Cusip: 00430XAC1
|
1,347,000 | $1,360,470 | 0.19 % |
| 184. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
1,300,000 | $1,355,250 | 0.19 % |
| 185. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAK2
|
1,345,000 | $1,345,000 | 0.19 % |
| 186. |
AMC ENTERTAINMENT INC 8.750% 06/01/2019
Cusip: 00165AAB4
|
1,293,000 | $1,338,255 | 0.19 % |
| 187. |
COMPASS MINERALS INTERNATIONAL INC 8.000% 06/01/2019
Cusip: 20451NAC5
|
1,290,000 | $1,331,925 | 0.18 % |
| 188. |
RANGE RESOURCES CORPORATION 7.250% 05/01/2018
Cusip: 75281AAJ8
|
1,275,000 | $1,302,093 | 0.18 % |
| 189. |
CHESAPEAKE ENERGY CORPORATION 6.250% 01/15/2018
Cusip: 165167BQ9
|
1,365,000 | $1,293,337 | 0.18 % |
| 190. |
LAMAR MEDIA CORP 6.625% 08/15/2015
Cusip: 513075AP6
|
1,350,000 | $1,285,875 | 0.18 % |
| 191. |
CPM HOLDINGS INC 10.625% 09/01/2014
Cusip: 12620XAA0
|
1,185,000 | $1,262,025 | 0.17 % |
| 192. |
KEY ENERGY SERVICES INC 8.375% 12/01/2014
Cusip: 492914AR7
|
1,220,000 | $1,220,000 | 0.17 % |
| 193. |
RAINBOW NATL SERVICES LLC 10.375% 09/01/2014
Cusip: 750829AB9
|
1,135,000 | $1,197,425 | 0.17 % |
| 194. |
SEALY MATTRESS COMPANY 10.875% 04/15/2016
Cusip: 812141AP4
|
1,070,000 | $1,195,725 | 0.17 % |
| 195. |
RITE AID CORPORATION 10.250% 10/15/2019
Cusip: 767754BY9
|
1,120,000 | $1,164,800 | 0.16 % |
| 196. |
QUICKSILVER RESOURCES INC. 7.125% 04/01/2016
Cusip: 74837RAC8
|
1,223,000 | $1,160,321 | 0.16 % |
| 197. |
SCOTTS MIRACLE-GRO CO 7.250% 01/15/2018
Cusip: 810186AH9
|
1,088,000 | $1,108,400 | 0.15 % |
| 198. |
BELO CORPORATION 8.000% 11/15/2016
Cusip: 080555AJ4
|
1,043,000 | $1,065,163 | 0.15 % |
| 199. |
L-3 COMMUNICATIONS CORPORATION 6.125% 01/15/2014
Cusip: 502413AQ0
|
1,010,000 | $1,022,625 | 0.14 % |
| 200. |
OMNICARE INC 6.125% 06/01/2013
Cusip: 681904AG3
|
1,020,000 | $1,007,250 | 0.14 % |
| 201. |
JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
|
990,000 | $994,950 | 0.14 % |
| 202. |
CLEAR CHANNEL COMMUNICATIONS A 9.250% 12/15/2017
Cusip: 18451QAA6
|
939,000 | $957,780 | 0.13 % |
| 203. |
MGM MIRAGE 6.750% 09/01/2012
Cusip: 552953AL5
|
1,033,000 | $952,942 | 0.13 % |
| 204. |
K. HOVNANIAN ENTERPRISES INC 6.375% 12/15/2014
Cusip: 442488AS1
|
1,262,000 | $946,500 | 0.13 % |
| 205. |
BUMBLE BEE FOODS LLC 7.750% 12/15/2015
Cusip: 120463AA2
|
919,000 | $928,190 | 0.13 % |
| 206. |
APRIA HEALTHCARE GROUP INC 12.375% 11/01/2014
Cusip: 037933AF5
|
845,000 | $910,487 | 0.13 % |
| 207. |
CPI HOLDCO INC 6.136% 02/01/2015
Cusip: 12618MAB6
|
953,000 | $905,350 | 0.13 % |
| 208. |
SEMINOLE TRIBE OF FLORIDA 7.804% 10/01/2020
Cusip: 81683RAJ3
|
965,000 | $903,162 | 0.12 % |
| 209. |
VIDEOTRON LTEE 9.125% 04/15/2018
Cusip: 92658TAN8
|
800,000 | $866,000 | 0.12 % |
| 210. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AE7
|
854,000 | $858,270 | 0.12 % |
| 211. |
SOLUTIA INC 8.750% 11/01/2017
Cusip: 834376AK1
|
805,000 | $851,287 | 0.12 % |
| 212. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
3,850,000 | $847,000 | 0.12 % |
| 213. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BB4
|
735,000 | $799,312 | 0.11 % |
| 214. |
KOPPERS INC 7.875% 12/01/2019
Cusip: 500605AC4
|
775,000 | $792,437 | 0.11 % |
| 215. |
GREAT LAKES GAMING LAND ACQ LOC 9.000% 08/15/2012
Cusip: BAX32WDF5
|
822,208.66 | $785,127 | 0.11 % |
| 216. |
DYNEGY HOLDINGS INC 7.750% 06/01/2019
Cusip: 26816LAW2
|
980,000 | $784,000 | 0.11 % |
| 217. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
660,000 | $782,925 | 0.11 % |
| 218. |
SPIRIT AEROSYSTEMS INC 7.500% 10/01/2017
Cusip: 85205TAA8
|
775,000 | $780,812 | 0.11 % |
| 219. |
GEORGIA-PACIFIC CORPORATION 7.700% 06/15/2015
Cusip: 373298BM9
|
735,000 | $777,262 | 0.11 % |
| 220. |
TRIUMPH GROUP INC 8.000% 11/15/2017
Cusip: 896818AC5
|
754,000 | $772,850 | 0.11 % |
| 221. |
SUNGARD DATA SYSTEMS INC. 10.250% 08/15/2015
Cusip: 867363AL7
|
725,000 | $752,187 | 0.10 % |
| 222. |
PENN NATIONAL GAMING INC 8.750% 08/15/2019
Cusip: 707569AM1
|
730,000 | $744,600 | 0.10 % |
| 223. |
CSC HOLDINGS INC 8.625% 02/15/2019
Cusip: 126304AZ7
|
685,000 | $743,225 | 0.10 % |
| 224. |
PETROHAWK ENERGY CORP 7.875% 06/01/2015
Cusip: 716495AD8
|
725,000 | $743,125 | 0.10 % |
| 225. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
720,000 | $739,800 | 0.10 % |
| 226. |
CLEAN HARBORS INC 7.625% 08/15/2016
Cusip: 184496AF4
|
695,000 | $705,425 | 0.10 % |
| 227. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
600,000 | $675,000 | 0.09 % |
| 228. |
SAN PASQUAL CASINO DEV GROUP 8.000% 09/15/2013
Cusip: 799183AA6
|
630,000 | $601,650 | 0.08 % |
| 229. |
CHART INDUSTRIES INC 9.125% 10/15/2015
Cusip: 16115QAB6
|
590,000 | $591,475 | 0.08 % |
| 230. |
WINDSTREAM CORP 8.125% 08/01/2013
Cusip: 97381WAC8
|
560,000 | $588,000 | 0.08 % |
| 231. |
JARDEN CORP 7.500% 01/15/2020
Cusip: 471109AD0
|
558,000 | $562,185 | 0.08 % |
| 232. |
BIOMET INC 10.375% 10/15/2017
Cusip: 090613AD2
|
505,000 | $550,450 | 0.08 % |
| 233. |
GREAT LAKES GAMING TRANSITION LN 9.000% 08/15/2012
Cusip: BAX32WDG3
|
575,709.02 | $549,744 | 0.08 % |
| 234. |
BROCADE COMMUNICATIONS SYSTEMS 6.625% 01/15/2018
Cusip: 111621AE8
|
540,000 | $546,750 | 0.08 % |
| 235. |
EL PASO CORPORATION 6.875% 06/15/2014
Cusip: 28336LBM0
|
525,000 | $539,169 | 0.07 % |
| 236. |
PETROHAWK ENERGY CORP 9.125% 07/15/2013
Cusip: 716495AB2
|
510,000 | $531,675 | 0.07 % |
| 237. |
MGM MIRAGE 5.875% 02/27/2014
Cusip: 552953AG6
|
623,000 | $517,090 | 0.07 % |
| 238. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
465,000 | $484,762 | 0.07 % |
| 239. |
BROCADE COMMUNICATIONS SYSTEMS 6.875% 01/15/2020
Cusip: 111621AH1
|
472,000 | $481,440 | 0.07 % |
| 240. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AV2
|
457,163.6 | $477,095 | 0.07 % |
| 241. |
BALL CORPORATION 7.125% 09/01/2016
Cusip: 058498AM8
|
445,000 | $463,912 | 0.06 % |
| 242. |
GREIF INC 7.750% 08/01/2019
Cusip: 397624AG2
|
390,000 | $402,675 | 0.06 % |
| 243. |
NIELSEN FINANCE LLC/CO 0.000% 08/01/2016
Cusip: 65409QAJ1
|
370,000 | $338,550 | 0.05 % |
| 244. |
NTL CABLE PLC 8.750% 04/15/2014
Cusip: 62941FAG3
|
304,000 | $312,360 | 0.04 % |
| 245. |
INVERNESS MEDICAL INNOVATIONS INC 7.875% 02/01/2016
Cusip: 46126PAG1
|
278,000 | $273,135 | 0.04 % |
| 246. |
DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
|
253,000 | $254,897 | 0.04 % |
| 247. |
VARDE FUND V LP NEW
Cusip: VARVLP009
|
5,000,000 | $227,900 | 0.03 % |
| 248. |
VENOCO INC 11.500% 10/01/2017
Cusip: 92275PAC3
|
181,000 | $188,240 | 0.03 % |
| 249. |
INVERNESS MEDICAL INNOVATIONS INC 7.875% 02/01/2016
Cusip: 46126PAH9
|
185,000 | $181,762 | 0.03 % |
| 250. |
DENBURY RESOURCES INC 7.500% 12/15/2015
Cusip: 24823UAF5
|
167,000 | $166,582 | 0.02 % |
| 251. |
LINK ENERGY LLC
Cusip: 535763106
|
494,265 | $889 | 0.00 % |
| 252. |
MOMENTIVE PERFORMANCE PIK 10.125% 12/01/2014
Cusip: 60877UAJ6
|
347 | $333 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$8,988,852 | 1.24 % | ||
| Net Assets | $723,302,394 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
28,776,382.84 | $28,776,382 | 3.95 % |
| 2. |
NORANDA ALUMINUM INC PIK 5.274% 05/15/2015
Cusip: 65543AAB0
|
18,917,757 | $14,684,908 | 2.02 % |
| 3. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
11,425,000 | $12,110,500 | 1.66 % |
| 4. |
NRG ENERGY INC 7.375% 01/15/2017
Cusip: 629377AX0
|
10,175,000 | $10,200,437 | 1.40 % |
| 5. |
DAVITA INC 7.250% 03/15/2015
Cusip: 23918KAH1
|
10,029,000 | $10,054,072 | 1.38 % |
| 6. |
IASIS HEALTHCARE TL 5.25 5.253% 06/16/2014
Cusip: BAX1HNU23
|
10,952,162.94 | $10,034,919 | 1.38 % |
| 7. |
DRESSER TL 2ND LIEN 5.75 6.028% 05/04/2015
Cusip: BAX1KCN05
|
10,521,000 | $9,725,401 | 1.34 % |
| 8. |
CIT GROUP INC 7.000% 05/01/2017
Cusip: 125581FX1
|
11,190,000 | $9,707,325 | 1.33 % |
| 9. |
HEXION SPECIALTY CHEM TLC1 2.25 2.525% 05/05/2013
Cusip: BAX2XQC75
|
9,197,161.03 | $8,038,318 | 1.10 % |
| 10. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
9,727,791.48 | $7,566,859 | 1.04 % |
| 11. |
SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015
Cusip: 82459AAA9
|
9,900,000 | $7,524,000 | 1.03 % |
| 12. |
CHARTER COMM OPERATING DD TL 2.00 6.250% 03/06/2014
Cusip: BAX1FK7F8
|
7,882,957.4 | $7,379,315 | 1.01 % |
| 13. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BF8
|
6,799,000 | $7,104,955 | 0.98 % |
| 14. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
6,931,000 | $7,052,292 | 0.97 % |
| 15. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
7,062,000 | $6,867,795 | 0.94 % |
| 16. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
6,585,000 | $6,856,631 | 0.94 % |
| 17. |
FORD MOTOR CO TLB 3.0 3.279% 12/15/2013
Cusip: BAX19GAX1
|
7,332,182.83 | $6,754,773 | 0.93 % |
| 18. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
6,560,000 | $6,691,200 | 0.92 % |
| 19. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
6,015,000 | $6,639,056 | 0.91 % |
| 20. |
AMERICAN ACHIEVEMENT CORP. 8.250% 04/01/2012
Cusip: 02369AAF5
|
6,548,000 | $6,548,000 | 0.90 % |
| 21. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
7,090,000 | $6,168,300 | 0.85 % |
| 22. |
LEVEL 3 FINANCING INC 8.750% 02/15/2017
Cusip: 527298AL7
|
6,604,000 | $6,026,150 | 0.83 % |
| 23. |
FIREKEEPERS DEV AUTHORITY 13.875% 05/01/2015
Cusip: 318169AA7
|
5,222,000 | $5,926,970 | 0.81 % |
| 24. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
5,505,000 | $5,862,825 | 0.81 % |
| 25. |
GIBRALTAR INDUSTRIES INC 8.000% 12/01/2015
Cusip: 374689AC1
|
6,058,000 | $5,845,970 | 0.80 % |
| 26. |
SELECT MEDICAL CORPORATION 6.428% 09/15/2015
Cusip: 81619QAF2
|
6,276,000 | $5,805,300 | 0.80 % |
| 27. |
U.S. FOODSERVICE 10.250% 06/30/2015
Cusip: 91728CAD5
|
5,710,000 | $5,710,000 | 0.78 % |
| 28. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
5,265,000 | $5,633,550 | 0.77 % |
| 29. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
5,690,000 | $5,570,661 | 0.77 % |
| 30. |
MCJUNKIN RED MAN CORP 9.500% 12/15/2016
Cusip: 581241AA4
|
5,639,000 | $5,526,220 | 0.76 % |
| 31. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
5,165,000 | $5,332,862 | 0.73 % |
| 32. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
4,896,000 | $5,299,920 | 0.73 % |
| 33. |
QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
|
5,115,000 | $5,294,025 | 0.73 % |
| 34. |
QWEST CORPORATION 6.500% 06/01/2017
Cusip: 74913GAT2
|
5,375,000 | $5,280,937 | 0.73 % |
| 35. |
AAC GROUP HOLDING CORP 10.250% 10/01/2012
Cusip: 000305AC6
|
5,261,000 | $5,274,152 | 0.72 % |
| 36. |
SANDRIDGE ENERGY INC PIK 8.625% 04/01/2015
Cusip: 80007PAF6
|
5,272,000 | $5,272,000 | 0.72 % |
| 37. |
POKAGON GAMING AUTHORITY 10.375% 06/15/2014
Cusip: 730857AA7
|
5,054,000 | $5,256,160 | 0.72 % |
| 38. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
5,167,000 | $5,244,505 | 0.72 % |
| 39. |
CIRCUS & ELDORADO JT VENTURE 10.125% 03/01/2012
Cusip: 17274RAB9
|
5,880,000 | $5,203,800 | 0.71 % |
| 40. |
WILLIAM LYON HOMES INC. 7.500% 02/15/2014
Cusip: 552075AC7
|
7,960,000 | $5,134,200 | 0.71 % |
| 41. |
HCA INC 9.250% 11/15/2016
Cusip: 404119AX7
|
4,700,000 | $5,046,625 | 0.69 % |
| 42. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AG8
|
6,130,000 | $4,965,300 | 0.68 % |
| 43. |
PINNACLE FOODS HOLDING CORP 10.625% 04/01/2017
Cusip: 72347QAD5
|
4,677,000 | $4,864,080 | 0.67 % |
| 44. |
TUNICA-BILOXI GAMING AUTHORITY 9.000% 11/15/2015
Cusip: 899745AA1
|
5,366,000 | $4,829,400 | 0.66 % |
| 45. |
TEREX CORPORATION 10.875% 06/01/2016
Cusip: 880779AW3
|
4,315,000 | $4,811,225 | 0.66 % |
| 46. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
4,945,000 | $4,796,650 | 0.66 % |
| 47. |
RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
|
4,700,000 | $4,788,125 | 0.66 % |
| 48. |
GMAC LLC 6.750% 12/01/2014
Cusip: 36186CAW3
|
4,925,000 | $4,678,750 | 0.64 % |
| 49. |
LIBERTY MEDIA LLC 5.700% 05/15/2013
Cusip: 530718AC9
|
4,897,000 | $4,664,392 | 0.64 % |
| 50. |
SS&C TECHNOLOGIES INC 11.750% 12/01/2013
Cusip: 78466CAB2
|
4,375,000 | $4,637,500 | 0.64 % |
| 51. |
VANGUARD HEALTH 9.000% 10/01/2014
Cusip: 92203PAB2
|
4,473,000 | $4,635,146 | 0.64 % |
| 52. |
NEWPAGE CORP 11.375% 12/31/2014
Cusip: 651715AJ3
|
4,575,000 | $4,620,750 | 0.63 % |
| 53. |
BOISE CASCADE LLC 7.125% 10/15/2014
Cusip: 097395AH0
|
5,007,000 | $4,512,558 | 0.62 % |
| 54. |
HILCORP ENERGY/FINANCE 7.750% 11/01/2015
Cusip: 431318AC8
|
4,520,000 | $4,429,600 | 0.61 % |
| 55. |
CHARTER COMM OPERATING LLC 8.375% 04/30/2014
Cusip: 161175AD6
|
4,293,000 | $4,411,057 | 0.61 % |
| 56. |
WEST CORPORATION 11.000% 10/15/2016
Cusip: 952355AF2
|
4,169,000 | $4,356,605 | 0.60 % |
| 57. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
4,153,966.03 | $4,195,505 | 0.58 % |
| 58. |
COVENTRY HEALTH CARE INC 5.950% 03/15/2017
Cusip: 222862AG9
|
4,570,000 | $4,143,970 | 0.57 % |
| 59. |
CMS ENERGY CORPORATION 6.550% 07/17/2017
Cusip: 125896BA7
|
4,190,000 | $4,137,876 | 0.57 % |
| 60. |
MACDERMID INC 9.500% 04/15/2017
Cusip: 554273AC6
|
4,041,000 | $4,041,000 | 0.56 % |
| 61. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
3,880,000 | $3,977,000 | 0.55 % |
| 62. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAB4
|
3,839,000 | $3,949,371 | 0.54 % |
| 63. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
4,390,000 | $3,929,050 | 0.54 % |
| 64. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
3,712,000 | $3,869,760 | 0.53 % |
| 65. |
CLEAR CHANNEL COMMUNICATIONS B 9.250% 12/15/2017
Cusip: 18451QAB4
|
3,754,000 | $3,866,620 | 0.53 % |
| 66. |
UNITED RENTALS NORTH AMERICA INC 10.875% 06/15/2016
Cusip: 911365AV6
|
3,545,000 | $3,855,187 | 0.53 % |
| 67. |
AMC ENTERTAINMENT INC TL 5.0 5.254% 06/13/2012
Cusip: BAX1NHNP6
|
4,114,703.81 | $3,744,380 | 0.51 % |
| 68. |
DELTA AIR LINES INC 12.250% 03/15/2015
Cusip: 247361ZE1
|
3,655,000 | $3,655,000 | 0.50 % |
| 69. |
WILLIAMS PARTNERS LP 7.250% 02/01/2017
Cusip: 96950HAD2
|
3,560,000 | $3,596,283 | 0.49 % |
| 70. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
3,501,000 | $3,575,396 | 0.49 % |
| 71. |
CITIZENS COMMUNICATIONS CO 7.125% 03/15/2019
Cusip: 17453BAW1
|
3,750,000 | $3,543,750 | 0.49 % |
| 72. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
3,435,000 | $3,538,050 | 0.49 % |
| 73. |
INTELSAT SUBSIDIARY HOLDING CO LTD 8.875% 01/15/2015
Cusip: 45822EAK6
|
3,340,000 | $3,448,550 | 0.47 % |
| 74. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
3,356,000 | $3,439,900 | 0.47 % |
| 75. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
3,445,000 | $3,436,387 | 0.47 % |
| 76. |
SOUTHWESTERN ENERGY COMPANY 7.500% 02/01/2018
Cusip: 845467AE9
|
3,190,000 | $3,381,400 | 0.46 % |
| 77. |
QWEST CORPORATION 7.875% 09/01/2011
Cusip: 74913GAE5
|
3,220,000 | $3,372,950 | 0.46 % |
| 78. |
CSC HOLDINGS INC 8.500% 06/15/2015
Cusip: 126304AU8
|
3,145,000 | $3,349,425 | 0.46 % |
| 79. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
3,265,000 | $3,318,056 | 0.46 % |
| 80. |
QVC INC 7.500% 10/01/2019
Cusip: 747262AA1
|
3,255,000 | $3,316,031 | 0.46 % |
| 81. |
CASCADES INC 7.875% 01/15/2020
Cusip: 146900AK1
|
3,254,000 | $3,302,810 | 0.45 % |
| 82. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
3,229,000 | $3,237,072 | 0.44 % |
| 83. |
IRON MOUNTAIN INC 8.375% 08/15/2021
Cusip: 46284PAM6
|
3,110,000 | $3,218,850 | 0.44 % |
| 84. |
TEREX CORPORATION 8.000% 11/15/2017
Cusip: 880779AU7
|
3,335,000 | $3,209,937 | 0.44 % |
| 85. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
2,915,000 | $3,188,281 | 0.44 % |
| 86. |
CROWN CASTLE INTERNATIONAL CORP 7.125% 11/01/2019
Cusip: 228227BA1
|
3,110,000 | $3,086,675 | 0.42 % |
| 87. |
ARCH COAL INC 8.750% 08/01/2016
Cusip: 039380AA8
|
2,885,000 | $3,047,281 | 0.42 % |
| 88. |
OWENS-BROCKWAY GLASS CONTAINER INC 7.375% 05/15/2016
Cusip: 69073TAP8
|
2,930,000 | $3,025,225 | 0.42 % |
| 89. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
3,072,000 | $3,010,560 | 0.41 % |
| 90. |
SILGAN HOLDINGS INC 7.250% 08/15/2016
Cusip: 827048AM1
|
2,840,000 | $2,918,100 | 0.40 % |
| 91. |
TIME WARNER TELECOM HOLDINGS INC 9.250% 02/15/2014
Cusip: 88732AAD9
|
2,815,000 | $2,902,968 | 0.40 % |
| 92. |
FORD MOTOR CREDIT COMPANY 9.875% 08/10/2011
Cusip: 345397VA8
|
2,771,000 | $2,902,622 | 0.40 % |
| 93. |
WEST CORPORATION 9.500% 10/15/2014
Cusip: 952355AC9
|
2,830,000 | $2,872,450 | 0.39 % |
| 94. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
2,974,000 | $2,869,910 | 0.39 % |
| 95. |
NMH HOLDINGS INC 6.629% 06/15/2014
Cusip: 629202AA0
|
3,849,570.15 | $2,858,305 | 0.39 % |
| 96. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BC4
|
2,715,000 | $2,837,175 | 0.39 % |
| 97. |
CEQUEL COMM TLA 2ND LN 4.5 4.775% 05/05/2014
Cusip: BRS3NTN59
|
2,900,000 | $2,800,124 | 0.38 % |
| 98. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
2,675,000 | $2,782,000 | 0.38 % |
| 99. |
SINCLAIR TELEVISION GROUP INC 9.250% 11/01/2017
Cusip: 829259AA8
|
2,622,000 | $2,726,880 | 0.37 % |
| 100. |
CHESAPEAKE ENERGY CORPORATION 7.000% 08/15/2014
Cusip: 165167BJ5
|
2,643,000 | $2,676,037 | 0.37 % |
| 101. |
WIND ACQUISITION FINANCE SA 11.750% 07/15/2017
Cusip: 97314XAE4
|
2,430,000 | $2,654,775 | 0.36 % |
| 102. |
WINDSTREAM CORP 7.000% 03/15/2019
Cusip: 97381WAF1
|
2,825,000 | $2,641,375 | 0.36 % |
| 103. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
2,505,000 | $2,636,512 | 0.36 % |
| 104. |
SPRINT CAPITAL CORPORATION 8.375% 03/15/2012
Cusip: 852060AS1
|
2,525,000 | $2,613,375 | 0.36 % |
| 105. |
TOYS R US PROPERTY COMPANY II LLC 8.500% 12/01/2017
Cusip: 89236MAA8
|
2,555,000 | $2,612,487 | 0.36 % |
| 106. |
ASSOCIATED MATERIALS INCORPORATED 9.875% 11/15/2016
Cusip: 04570TAA6
|
2,437,000 | $2,583,220 | 0.35 % |
| 107. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
2,470,000 | $2,544,100 | 0.35 % |
| 108. |
TEXAS COMPETITIVE ELEC TLB3 3.0 3.284% 10/10/2014
Cusip: BAX2VHGD0
|
3,143,353.91 | $2,534,329 | 0.35 % |
| 109. |
INTERPUBLIC GROUP OF COMPANIES 10.000% 07/15/2017
Cusip: 460690BF6
|
2,260,000 | $2,508,600 | 0.34 % |
| 110. |
HCA INC 7.875% 02/15/2020
Cusip: 404119BG3
|
2,390,000 | $2,488,587 | 0.34 % |
| 111. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
2,346,000 | $2,486,760 | 0.34 % |
| 112. |
EDISON MISSION ENERGY 7.000% 05/15/2017
Cusip: 281023AU5
|
3,090,000 | $2,441,100 | 0.34 % |
| 113. |
INTELSAT JACKSON HOLDINGS LTD 11.250% 06/15/2016
Cusip: 45820EAX0
|
2,215,000 | $2,397,737 | 0.33 % |
| 114. |
PLAINS EXPLORATION & PRODUCTION CO 8.625% 10/15/2019
Cusip: 726505AH3
|
2,265,000 | $2,327,287 | 0.32 % |
| 115. |
QUICKSILVER RESOURCES INC. 9.125% 08/15/2019
Cusip: 74837RAG9
|
2,185,000 | $2,283,325 | 0.31 % |
| 116. |
SEMINOLE TRIBE OF FLORIDA 6.535% 10/01/2020
Cusip: 81683RAC8
|
2,615,000 | $2,258,891 | 0.31 % |
| 117. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
2,224,000 | $2,201,760 | 0.30 % |
| 118. |
UNITED RENTALS NA INC 9.250% 12/15/2019
Cusip: 911365AU8
|
2,135,000 | $2,201,718 | 0.30 % |
| 119. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
2,110,000 | $2,141,650 | 0.29 % |
| 120. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
2,060,000 | $2,137,250 | 0.29 % |
| 121. |
GREAT LAKES GAMING DEVELOP LN 9.000% 08/15/2012
Cusip: BAX32WDE8
|
2,286,192.2 | $2,130,502 | 0.29 % |
| 122. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
2,095,000 | $2,123,806 | 0.29 % |
| 123. |
BERRY PETROLEUM COMPANY 10.250% 06/01/2014
Cusip: 085789AD7
|
1,940,000 | $2,109,750 | 0.29 % |
| 124. |
SALEM COMMUNICATIONS CORPORATION 9.625% 12/15/2016
Cusip: 794093AE4
|
1,963,000 | $2,056,242 | 0.28 % |
| 125. |
COMMUNITY HEALTH SYSTEMS INC 8.875% 07/15/2015
Cusip: 12543DAF7
|
1,983,000 | $2,052,405 | 0.28 % |
| 126. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
1,975,000 | $1,982,406 | 0.27 % |
| 127. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
1,850,000 | $1,974,875 | 0.27 % |
| 128. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
1,947,000 | $1,971,337 | 0.27 % |
| 129. |
GEORGIA-PACIFIC CORPORATION 8.250% 05/01/2016
Cusip: 37331NAA9
|
1,855,000 | $1,966,300 | 0.27 % |
| 130. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126304AW4
|
1,831,000 | $1,950,015 | 0.27 % |
| 131. |
VIRGIN MEDIA FINANCE PLC 9.500% 08/15/2016
Cusip: 92769VAA7
|
1,795,000 | $1,929,625 | 0.27 % |
| 132. |
NORCRAFT COS/FINANCE 10.500% 12/15/2015
Cusip: 65556TAC1
|
1,877,000 | $1,923,925 | 0.26 % |
| 133. |
EL PASO CORP 8.250% 02/15/2016
Cusip: 28336LBT5
|
1,795,000 | $1,911,675 | 0.26 % |
| 134. |
WILLIAMS COMPANIES INC. 8.750% 01/15/2020
Cusip: 969457BS8
|
1,595,000 | $1,902,788 | 0.26 % |
| 135. |
CONCHO RESOURCES INC 8.625% 10/01/2017
Cusip: 20605PAA9
|
1,789,000 | $1,878,450 | 0.26 % |
| 136. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
1,700,000 | $1,865,750 | 0.26 % |
| 137. |
JARDEN CORP 7.500% 05/01/2017
Cusip: 471109AB4
|
1,845,000 | $1,845,000 | 0.25 % |
| 138. |
DYNEGY HOLDINGS INC 7.125% 05/15/2018
Cusip: 629121AF1
|
2,255,000 | $1,837,825 | 0.25 % |
| 139. |
CINCINNATI BELL INC 8.375% 01/15/2014
Cusip: 171871AE6
|
1,805,000 | $1,836,587 | 0.25 % |
| 140. |
FOREST OIL CORPORATION 7.250% 06/15/2019
Cusip: 346091AZ4
|
1,845,000 | $1,821,937 | 0.25 % |
| 141. |
AQUILEX HOLDINGS LLC 11.125% 12/15/2016
Cusip: 03841XAA2
|
1,826,000 | $1,816,870 | 0.25 % |
| 142. |
MEDIACOM LLC/MEDIACOM CAPITAL CORP 9.125% 08/15/2019
Cusip: 58445MAK8
|
1,780,000 | $1,815,600 | 0.25 % |
| 143. |
NOVA CHEMICALS CORP 8.625% 11/01/2019
Cusip: 66977WAL3
|
1,780,000 | $1,811,150 | 0.25 % |
| 144. |
HCA INC 8.500% 04/15/2019
Cusip: 404119BE8
|
1,655,000 | $1,783,262 | 0.24 % |
| 145. |
HEXION SPECIALTY CHEM TLC2 2.25 2.525% 05/05/2013
Cusip: BAX2XQC83
|
1,997,005.21 | $1,745,382 | 0.24 % |
| 146. |
ALLISON TRANSMISSION INC 11.250% 11/01/2015
Cusip: 019736AB3
|
1,643,000 | $1,716,935 | 0.24 % |
| 147. |
CHARTER COMM OPERATING LLC 13.500% 11/30/2016
Cusip: 12502CAS0
|
1,455,000 | $1,713,262 | 0.24 % |
| 148. |
COMSTOCK RESOURCES INC 8.375% 10/15/2017
Cusip: 205768AG9
|
1,675,000 | $1,712,687 | 0.24 % |
| 149. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAD0
|
1,652,000 | $1,699,495 | 0.23 % |
| 150. |
APRIA HEALTHCARE GROUP INC 11.250% 11/01/2014
Cusip: 037933AD0
|
1,545,000 | $1,695,637 | 0.23 % |
| 151. |
INTELSAT JACKSON HOLDINGS LTD 8.500% 11/01/2019
Cusip: 458207AG2
|
1,625,000 | $1,669,687 | 0.23 % |
| 152. |
COTT BEVERAGES INC 8.375% 11/15/2017
Cusip: 221643AC3
|
1,614,000 | $1,666,455 | 0.23 % |
| 153. |
PINNACLE FOODS FINANCE LLC 9.250% 04/01/2015
Cusip: 72347QAE3
|
1,643,000 | $1,663,537 | 0.23 % |
| 154. |
NIELSEN FINANCE LLC 11.500% 05/01/2016
Cusip: 65409QAU6
|
1,480,000 | $1,653,900 | 0.23 % |
| 155. |
TOYS R US PROPERTY COMPANY I LLC 10.750% 07/15/2017
Cusip: 89236LAA0
|
1,508,000 | $1,651,260 | 0.23 % |
| 156. |
OMNICARE INC 6.875% 12/15/2015
Cusip: 681904AK4
|
1,690,000 | $1,643,525 | 0.23 % |
| 157. |
THE GEO GROUP INC 7.750% 10/15/2017
Cusip: 36159RAB9
|
1,605,000 | $1,643,118 | 0.23 % |
| 158. |
ENERGY FUTURE HOLDINGS CORP 10.875% 11/01/2017
Cusip: 292680AC9
|
2,000,000 | $1,635,000 | 0.22 % |
| 159. |
IASIS HEALTHCARE CORPORATION 8.750% 06/15/2014
Cusip: 45072PAB8
|
1,595,000 | $1,614,937 | 0.22 % |
| 160. |
VISANT HOLDING CORP 8.750% 12/01/2013
Cusip: 92829NAB1
|
1,567,000 | $1,610,092 | 0.22 % |
| 161. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
1,535,000 | $1,604,075 | 0.22 % |
| 162. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AC4
|
1,621,000 | $1,580,475 | 0.22 % |
| 163. |
SPRINT NEXTEL CORPORATION 6.000% 12/01/2016
Cusip: 852061AD2
|
1,725,000 | $1,574,062 | 0.22 % |
| 164. |
AMERISTAR CASINOS INC 9.250% 06/01/2014
Cusip: 03070QAK7
|
1,510,000 | $1,562,850 | 0.21 % |
| 165. |
HEALTHSOUTH CORPORATION 8.125% 02/15/2020
Cusip: 421924BG5
|
1,580,000 | $1,560,250 | 0.21 % |
| 166. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AU4
|
1,495,089.17 | $1,541,885 | 0.21 % |
| 167. |
QWEST CORPORATION 8.375% 05/01/2016
Cusip: 74913GAW5
|
1,425,000 | $1,528,312 | 0.21 % |
| 168. |
POTLATCH CORPORATION 7.500% 11/01/2019
Cusip: 737630AA1
|
1,486,000 | $1,515,720 | 0.21 % |
| 169. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AE0
|
1,530,000 | $1,491,750 | 0.20 % |
| 170. |
U.S. FOODSERVICE PIK 10.250% 06/30/2015
Cusip: 91728CAC7
|
1,477,000 | $1,477,000 | 0.20 % |
| 171. |
AMC ENTERTAINMENT INC 11.000% 02/01/2016
Cusip: 001669AZ3
|
1,383,000 | $1,445,235 | 0.20 % |
| 172. |
MGM MIRAGE 7.500% 06/01/2016
Cusip: 552953BC4
|
1,792,000 | $1,397,760 | 0.19 % |
| 173. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAG1
|
1,385,000 | $1,381,537 | 0.19 % |
| 174. |
VALEANT PHARMACEUTICALS 8.375% 06/15/2016
Cusip: 91911XAH7
|
1,340,000 | $1,380,200 | 0.19 % |
| 175. |
EASTON-BELL SPORTS INC 9.750% 10/01/2012
Cusip: 27749TAA3
|
1,335,000 | $1,371,712 | 0.19 % |
| 176. |
COMPASS MINERALS INTERNATIONAL INC 8.000% 06/01/2019
Cusip: 20451NAC5
|
1,290,000 | $1,354,500 | 0.19 % |
| 177. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
1,300,000 | $1,342,250 | 0.18 % |
| 178. |
QUEBECOR MEDIA INC 7.750% 03/15/2016
Cusip: 74819RAK2
|
1,345,000 | $1,341,637 | 0.18 % |
| 179. |
AMC ENTERTAINMENT INC 8.750% 06/01/2019
Cusip: 00165AAB4
|
1,293,000 | $1,318,860 | 0.18 % |
| 180. |
CHESAPEAKE ENERGY CORPORATION 6.250% 01/15/2018
Cusip: 165167BQ9
|
1,365,000 | $1,310,400 | 0.18 % |
| 181. |
RANGE RESOURCES CORPORATION 7.250% 05/01/2018
Cusip: 75281AAJ8
|
1,275,000 | $1,300,500 | 0.18 % |
| 182. |
LAMAR MEDIA CORP 6.625% 08/15/2015
Cusip: 513075AP6
|
1,350,000 | $1,296,000 | 0.18 % |
| 183. |
CPM HOLDINGS INC 10.625% 09/01/2014
Cusip: 12620XAA0
|
1,185,000 | $1,250,175 | 0.17 % |
| 184. |
KEY ENERGY SERVICES INC 8.375% 12/01/2014
Cusip: 492914AR7
|
1,220,000 | $1,223,050 | 0.17 % |
| 185. |
RAINBOW NATL SERVICES LLC 10.375% 09/01/2014
Cusip: 750829AB9
|
1,135,000 | $1,197,425 | 0.16 % |
| 186. |
SEALY MATTRESS COMPANY 10.875% 04/15/2016
Cusip: 812141AP4
|
1,070,000 | $1,190,375 | 0.16 % |
| 187. |
RITE AID CORPORATION 10.250% 10/15/2019
Cusip: 767754BY9
|
1,120,000 | $1,164,800 | 0.16 % |
| 188. |
DUPONT FABROS TECHNOLOGY LP 8.500% 12/15/2017
Cusip: 26613TAA8
|
1,125,000 | $1,140,468 | 0.16 % |
| 189. |
QUICKSILVER RESOURCES INC. 7.125% 04/01/2016
Cusip: 74837RAC8
|
1,223,000 | $1,140,447 | 0.16 % |
| 190. |
BELO CORPORATION 8.000% 11/15/2016
Cusip: 080555AJ4
|
1,043,000 | $1,069,075 | 0.15 % |
| 191. |
L-3 COMMUNICATIONS CORPORATION 6.125% 01/15/2014
Cusip: 502413AQ0
|
1,010,000 | $1,016,312 | 0.14 % |
| 192. |
JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
|
990,000 | $994,950 | 0.14 % |
| 193. |
NEWPAGE CORP 10.000% 05/01/2012
Cusip: 651715AD6
|
1,387,000 | $991,705 | 0.14 % |
| 194. |
OMNICARE INC 6.125% 06/01/2013
Cusip: 681904AG3
|
1,020,000 | $989,400 | 0.14 % |
| 195. |
CLEAR CHANNEL COMMUNICATIONS A 9.250% 12/15/2017
Cusip: 18451QAA6
|
939,000 | $960,127 | 0.13 % |
| 196. |
INVERNESS MEDICAL INNOVATIONS INC 7.875% 02/01/2016
Cusip: 46126PAH9
|
970,000 | $950,600 | 0.13 % |
| 197. |
APRIA HEALTHCARE GROUP INC 12.375% 11/01/2014
Cusip: 037933AF5
|
845,000 | $929,500 | 0.13 % |
| 198. |
MGM MIRAGE 6.750% 09/01/2012
Cusip: 552953AL5
|
1,033,000 | $921,952 | 0.13 % |
| 199. |
BUMBLE BEE FOODS LLC 7.750% 12/15/2015
Cusip: 120463AA2
|
919,000 | $919,000 | 0.13 % |
| 200. |
K. HOVNANIAN ENTERPRISES INC 6.375% 12/15/2014
Cusip: 442488AS1
|
1,262,000 | $914,950 | 0.13 % |
| 201. |
CMS ENERGY CORPORATION 8.750% 06/15/2019
Cusip: 125896BC3
|
810,000 | $903,150 | 0.12 % |
| 202. |
VIDEOTRON LTEE 9.125% 04/15/2018
Cusip: 92658TAN8
|
800,000 | $880,000 | 0.12 % |
| 203. |
DYNEGY HOLDINGS INC 7.750% 06/01/2019
Cusip: 26816LAW2
|
980,000 | $850,150 | 0.12 % |
| 204. |
SOLUTIA INC 8.750% 11/01/2017
Cusip: 834376AK1
|
805,000 | $839,212 | 0.12 % |
| 205. |
CPI HOLDCO INC 6.680% 02/01/2015
Cusip: 12618MAB6
|
953,000 | $829,110 | 0.11 % |
| 206. |
SEMINOLE TRIBE OF FLORIDA 7.804% 10/01/2020
Cusip: 81683RAJ3
|
965,000 | $818,532 | 0.11 % |
| 207. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BB4
|
735,000 | $801,150 | 0.11 % |
| 208. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
3,850,000 | $798,875 | 0.11 % |
| 209. |
GREAT LAKES GAMING LAND ACQ LOC 9.000% 08/15/2012
Cusip: BAX32WDF5
|
845,690.39 | $788,098 | 0.11 % |
| 210. |
KOPPERS INC 7.875% 12/01/2019
Cusip: 500605AC4
|
775,000 | $786,625 | 0.11 % |
| 211. |
EL PASO CORP 12.000% 12/12/2013
Cusip: 28336LBS7
|
660,000 | $772,200 | 0.11 % |
| 212. |
GEORGIA-PACIFIC CORPORATION 7.700% 06/15/2015
Cusip: 373298BM9
|
735,000 | $771,750 | 0.11 % |
| 213. |
SPIRIT AEROSYSTEMS INC 7.500% 10/01/2017
Cusip: 85205TAA8
|
775,000 | $763,375 | 0.10 % |
| 214. |
TRIUMPH GROUP INC 8.000% 11/15/2017
Cusip: 896818AC5
|
754,000 | $761,540 | 0.10 % |
| 215. |
GMAC LLC 6.875% 08/28/2012
Cusip: 36186CAU7
|
765,000 | $749,700 | 0.10 % |
| 216. |
PENN NATIONAL GAMING INC 8.750% 08/15/2019
Cusip: 707569AM1
|
730,000 | $746,425 | 0.10 % |
| 217. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
720,000 | $739,800 | 0.10 % |
| 218. |
CSC HOLDINGS INC 8.625% 02/15/2019
Cusip: 126304AZ7
|
685,000 | $734,662 | 0.10 % |
| 219. |
PETROHAWK ENERGY CORP 7.875% 06/01/2015
Cusip: 716495AD8
|
725,000 | $732,250 | 0.10 % |
| 220. |
CLEAN HARBORS INC 7.625% 08/15/2016
Cusip: 184496AF4
|
695,000 | $704,556 | 0.10 % |
| 221. |
NTL CABLE PLC 8.750% 04/15/2014
Cusip: 62941FAG3
|
661,000 | $682,482 | 0.09 % |
| 222. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
600,000 | $666,000 | 0.09 % |
| 223. |
SAN PASQUAL CASINO DEV GROUP 8.000% 09/15/2013
Cusip: 799183AA6
|
630,000 | $589,050 | 0.08 % |
| 224. |
CHART INDUSTRIES INC 9.125% 10/15/2015
Cusip: 16115QAB6
|
590,000 | $588,525 | 0.08 % |
| 225. |
WINDSTREAM CORP 8.125% 08/01/2013
Cusip: 97381WAC8
|
560,000 | $581,000 | 0.08 % |
| 226. |
GREAT LAKES GAMING TRANSITION LN 9.000% 08/15/2012
Cusip: BAX32WDG3
|
592,150.88 | $551,825 | 0.08 % |
| 227. |
BIOMET INC 10.375% 10/15/2017
Cusip: 090613AD2
|
505,000 | $547,925 | 0.08 % |
| 228. |
PETROHAWK ENERGY CORP 9.125% 07/15/2013
Cusip: 716495AB2
|
510,000 | $532,950 | 0.07 % |
| 229. |
EL PASO CORP 6.875% 06/15/2014
Cusip: 28336LBM0
|
525,000 | $524,612 | 0.07 % |
| 230. |
UNITED ARTISTS THEATRE CIRCUIT INC 9.300% 07/01/2015
Cusip: 909411AV2
|
487,615.58 | $502,877 | 0.07 % |
| 231. |
MGM MIRAGE 5.875% 02/27/2014
Cusip: 552953AG6
|
623,000 | $501,515 | 0.07 % |
| 232. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
465,000 | $477,787 | 0.07 % |
| 233. |
BALL CORPORATION 7.125% 09/01/2016
Cusip: 058498AM8
|
445,000 | $456,125 | 0.06 % |
| 234. |
GREIF INC 7.750% 08/01/2019
Cusip: 397624AG2
|
390,000 | $397,800 | 0.05 % |
| 235. |
CRICKET COMMUNICATIONS INC. 10.000% 07/15/2015
Cusip: 226566AG2
|
365,000 | $370,018 | 0.05 % |
| 236. |
NIELSEN FINANCE LLC/CO 0.000% 08/01/2016
Cusip: 65409QAJ1
|
370,000 | $337,625 | 0.05 % |
| 237. |
DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
|
253,000 | $254,265 | 0.03 % |
| 238. |
VARDE FUND V LP NEW
Cusip: VARVLP009
|
5,000,000 | $227,900 | 0.03 % |
| 239. |
VENOCO INC 11.500% 10/01/2017
Cusip: 92275PAC3
|
181,000 | $190,050 | 0.03 % |
| 240. |
DENBURY RESOURCES INC 7.500% 12/15/2015
Cusip: 24823UAF5
|
167,000 | $166,582 | 0.02 % |
| 241. |
LINK ENERGY LLC
Cusip: 535763106
|
494,265 | $667 | 0.00 % |
| 242. |
MOMENTIVE PERFORMANCE PIK 10.125% 12/01/2014
Cusip: 60877UAJ6
|
347 | $326 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$6,631,593 | 0.91 % | ||
| Net Assets | $728,107,380 | 100.00 % | ||
| Security | % of Net Assets |
|
|---|---|---|
| 1. | RiverSource Disciplined Equity Fund - Class I | 23.60 |
| 2. | RiverSource Disciplined International Equity Fund - Class I | 21.27 |
| 3. | RiverSource Disciplined Large Cap Growth Fund - Class I | 13.73 |
| 4. | RiverSource Disciplined Large Cap Value Fund - Class I | 10.95 |
| 5. | RiverSource Diversified Bond Fund - Class I | 9.44 |
| 6. | RiverSource Disciplined Small and Mid Cap Equity Fund - Class I | 5.84 |
| 7. | RiverSource Inflation Protected Securities Fund - Class I | 4.78 |
| 8. | RiverSource Emerging Markets Bond Fund - Class I | 3.45 |
| 9. | RiverSource High Yield Bond Fund - Class I | 2.64 |
| 10. | RiverSource Global Bond Fund - Class I | 1.98 |
The top 10 holdings represent 97.69 % of the Fund's net assets.
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RiverSource Disciplined Equity Fund - Class I
Cusip: 76931H403
|
3,193,304.12 | $16,381,650 | 23.60 % |
| 2. |
RiverSource Disciplined International Equity Fund - Class I
Cusip: 768915829
|
2,109,872.69 | $14,769,108 | 21.27 % |
| 3. |
RiverSource Disciplined Large Cap Growth Fund - Class I
Cusip: 76931G694
|
1,100,979.414 | $9,534,481 | 13.73 % |
| 4. |
RiverSource Disciplined Large Cap Value Fund - Class I
Cusip: 76931G611
|
887,695.557 | $7,598,673 | 10.95 % |
| 5. |
RiverSource Diversified Bond Fund - Class I
Cusip: 768912883
|
1,329,651.178 | $6,555,180 | 9.44 % |
| 6. |
RiverSource Disciplined Small and Mid Cap Equity Fund - Class I
Cusip: 768922825
|
501,649.932 | $4,053,331 | 5.84 % |
| 7. |
RiverSource Inflation Protected Securities Fund - Class I
Cusip: 76931K802
|
322,098.614 | $3,317,615 | 4.78 % |
| 8. |
RiverSource Emerging Markets Bond Fund - Class I
Cusip: 768914632
|
218,136.917 | $2,395,143 | 3.45 % |
| 9. |
RiverSource High Yield Bond Fund - Class I
Cusip: 768919409
|
674,735.297 | $1,835,280 | 2.64 % |
| 10. |
RiverSource Global Bond Fund - Class I
Cusip: 768914848
|
197,566.86 | $1,375,065 | 1.98 % |
| 11. |
RiverSource Absolute Return Currency and Income Fund - Class I
Cusip: 768914681
|
99,686.878 | $1,006,837 | 1.45 % |
| 12. |
RiverSource Cash Management Fund - Class I
Cusip: 768913501
|
629,149.58 | $629,149 | 0.91 % |
|
Other Assets less Liabilities
Cusip:
|
$-29,355 | -0.04 % | ||
| Net Assets | $69,422,162 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RiverSource Disciplined International Equity Fund - Class I
Cusip: 768915829
|
2,265,538.891 | $16,130,636 | 23.84 % |
| 2. |
RiverSource Disciplined Equity Fund - Class I
Cusip: 76931H403
|
3,150,065.963 | $15,781,830 | 23.33 % |
| 3. |
RiverSource Disciplined Large Cap Growth Fund - Class I
Cusip: 76931G694
|
1,086,062.609 | $9,340,138 | 13.81 % |
| 4. |
RiverSource Disciplined Large Cap Value Fund - Class I
Cusip: 76931G611
|
875,955.067 | $7,279,186 | 10.76 % |
| 5. |
RiverSource Diversified Bond Fund - Class I
Cusip: 768912883
|
1,079,467.53 | $5,267,801 | 7.79 % |
| 6. |
RiverSource Disciplined Small and Mid Cap Equity Fund - Class I
Cusip: 768922825
|
495,024.968 | $3,866,145 | 5.72 % |
| 7. |
RiverSource Inflation Protected Securities Fund - Class I
Cusip: 76931K802
|
317,302.535 | $3,192,063 | 4.72 % |
| 8. |
RiverSource Emerging Markets Bond Fund - Class I
Cusip: 768914632
|
213,895.058 | $2,331,456 | 3.45 % |
| 9. |
RiverSource High Yield Bond Fund - Class I
Cusip: 768919409
|
660,727.668 | $1,770,750 | 2.62 % |
| 10. |
RiverSource Global Bond Fund - Class I
Cusip: 768914848
|
193,673.671 | $1,344,095 | 1.99 % |
| 11. |
RiverSource Absolute Return Currency and Income Fund - Class I
Cusip: 768914681
|
75,299.474 | $752,994 | 1.11 % |
| 12. |
RiverSource Cash Management Fund - Class I
Cusip: 768913501
|
620,671.81 | $620,671 | 0.92 % |
|
Other Assets less Liabilities
Cusip:
|
$-28,846 | -0.04 % | ||
| Net Assets | $67,648,923 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RiverSource Disciplined International Equity Fund - Class I
Cusip: 768915829
|
2,291,598.516 | $15,170,382 | 23.44 % |
| 2. |
RiverSource Disciplined Equity Fund - Class I
Cusip: 76931H403
|
3,186,613.665 | $14,977,084 | 23.14 % |
| 3. |
RiverSource Disciplined Large Cap Growth Fund - Class I
Cusip: 76931G694
|
1,098,631.764 | $8,822,013 | 13.63 % |
| 4. |
RiverSource Disciplined Large Cap Value Fund - Class I
Cusip: 76931G611
|
886,084.398 | $6,831,710 | 10.56 % |
| 5. |
RiverSource Diversified Bond Fund - Class I
Cusip: 768912883
|
1,088,839.41 | $5,313,536 | 8.21 % |
| 6. |
RiverSource Disciplined Small and Mid Cap Equity Fund - Class I
Cusip: 768922825
|
500,720.651 | $3,640,239 | 5.62 % |
| 7. |
RiverSource Inflation Protected Securities Fund - Class I
Cusip: 76931K802
|
320,716.515 | $3,226,408 | 4.98 % |
| 8. |
RiverSource Emerging Markets Bond Fund - Class I
Cusip: 768914632
|
215,449.11 | $2,275,142 | 3.52 % |
| 9. |
RiverSource High Yield Bond Fund - Class I
Cusip: 768919409
|
663,352.738 | $1,744,617 | 2.70 % |
| 10. |
RiverSource Global Bond Fund - Class I
Cusip: 768914848
|
195,407.926 | $1,361,993 | 2.10 % |
| 11. |
RiverSource Absolute Return Currency and Income Fund - Class I
Cusip: 768914681
|
76,269.567 | $763,458 | 1.18 % |
| 12. |
RiverSource Cash Management Fund - Class I
Cusip: 768913501
|
627,131.05 | $627,131 | 0.97 % |
|
Other Assets less Liabilities
Cusip:
|
$-29,548 | -0.05 % | ||
| Net Assets | $64,724,168 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RiverSource Disciplined Equity Fund - Class I
Cusip: 76931H403
|
3,190,178.627 | $14,579,116 | 22.92 % |
| 2. |
RiverSource Disciplined International Equity Fund - Class I
Cusip: 768915829
|
2,017,640.09 | $13,397,130 | 21.06 % |
| 3. |
RiverSource Disciplined Large Cap Growth Fund - Class I
Cusip: 76931G694
|
1,099,845.328 | $8,479,807 | 13.33 % |
| 4. |
RiverSource Disciplined Large Cap Value Fund - Class I
Cusip: 76931G611
|
886,980.26 | $6,590,263 | 10.36 % |
| 5. |
RiverSource Diversified Bond Fund - Class I
Cusip: 768912883
|
1,170,697.006 | $5,701,294 | 8.96 % |
| 6. |
RiverSource Disciplined Small and Mid Cap Equity Fund - Class I
Cusip: 768922825
|
501,147.571 | $3,442,883 | 5.41 % |
| 7. |
RiverSource High Yield Bond Fund - Class I
Cusip: 768919409
|
1,241,769.049 | $3,290,687 | 5.17 % |
| 8. |
RiverSource Inflation Protected Securities Fund - Class I
Cusip: 76931K802
|
320,916.702 | $3,260,513 | 5.13 % |
| 9. |
RiverSource Emerging Markets Bond Fund - Class I
Cusip: 768914632
|
215,055.053 | $2,251,626 | 3.54 % |
| 10. |
RiverSource Global Bond Fund - Class I
Cusip: 768914848
|
195,705.686 | $1,360,154 | 2.14 % |
| 11. |
RiverSource Absolute Return Currency and Income Fund - Class I
Cusip: 768914681
|
76,387.612 | $770,751 | 1.21 % |
| 12. |
RiverSource Cash Management Fund - Class I
Cusip: 768913501
|
511,810.89 | $511,810 | 0.80 % |
|
Other Assets less Liabilities
Cusip:
|
$-31,139 | -0.05 % | ||
| Net Assets | $63,604,900 | 100.00 % | ||
| Symbol | Cusip | Inception Date | |
|---|---|---|---|
| Class 1 | n/a | 19766E301 | 05/01/1996 |
| Class 2 | n/a | 19766E400 | 05/01/2000 |
1 Fund expense ratios are calculated based on the fund's average net assets during the fund’s most recently completed fiscal year, adjusted for the change in transfer agent, and have not been adjusted for current asset levels. If adjusted for any decrease or increase in assets, expense ratios would be higher or lower, respectively, than the numbers shown above. The expense ratios include the effect of acquired fund fees and expenses, if any. Please see the fund's prospectus for a complete list of operating expenses.
2 A dash indicates that there is no fee waiver/expense cap in effect for the fund. Otherwise, the net expense ratio reflects the contractual agreement of the investment manager and its affiliates to waive certain fees and to absorb certain expenses, as described in the fund's prospectus (which is available by clicking here), unless sooner terminated at the discretion of the fund's board. Any amount waived will not be reimbursed. Net expense ratios reflect this fee waiver/expense cap. Fee waivers/expense caps would limit the impact that any decrease in assets will have on net expense ratios in the current fiscal year.
With respect to RiverSource LaSalle International Real Estate Fund and Tri-Continental, return figures reflect any change in price per share, and assume the reinvestment of dividends and capital gain distributions, if any. The net asset value of closed-end fund shares may not always correspond to the market price of such shares. Shares of many closed-end funds frequently trade at a discount from their net asset value. Closed-end funds are subject to stock market risk, which is the risk that stock prices overall will decline over short or long periods, adversely affecting the value of an investment in a Fund.
SEC Yield
Computed under an SEC standardized formula representing the net investment income earned by a fund over the preceding 30 day period, expressed as an annual percentage rate based on the maximum public
offer price (POP) per share on the last day of the period. The SEC yield should be regarded as an estimate of the fund's rate of investment income reflecting an estimated yield to maturity (assuming
all current portfolio holdings are held to maturity), and it may not equal the fund's actual income distribution rate or the income paid to a shareholders account. The SEC Yield reflects fee waivers
in effect, if any. In the absence of such waivers, yields would be reduced.
7-Day Current Yield
For Money Market Funds: generated by an investment in the fund over a seven day period ended on the date of the calculation and is expressed as an annual percentage.
An investment in money market funds is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Fund seeks to maintain the value of your investment at $1.00 per share, it is possible to lose money by investing in the Fund.
Investments in small- and mid-capitalization companies often involve greater risks and potential volatility than investments in larger, more established companies.
International investing involves increased risk and volatility due to potential political and economic instability, currency fluctuations, and differences in financial reporting and accounting standards and oversight. Risks are particularly significant in emerging markets due to the dramatic pace of economic, social, and political change.
The products of technology companies may be subject to severe competition and rapid obsolescence, and technology stocks may be subject to greater price fluctuations, government regulation, and limited liquidity as compared to other investments. In addition, investments in one economic sector, such as technology, may result in greater price fluctuations than owning a portfolio of diversified investments.
Investments in real estate securities are subject to specific risks, such market risk, issuer risk, diversification risk, and sector/concentration risks.
There are risks associated with an investment in a bond fund, including credit risk, interest rate risk, and prepayment and extension risk. In general, bond prices rise when interest rates fall and vice versa. This effect is usually more pronounced for longer-term securities. Non-investment grade securities, commonly called “high-yield” or “junk” bonds, generally have more volatile prices and carry more risk to principal and income than investment grade securities.
There are risks associated with an investment in a municipal bond fund, including credit risk, interest rate risk, prepayment and extension risk, and geographic concentration risk. See each fund’s prospectus for information on these and other risks associated with each fund. For funds that concentrate investments in municipal securities issued by a single state and its municipalities, specific events or factors affecting a particular state can cause more volatility as compared to a fund that is more geographically diversified.
Income from tax-exempt funds may be subject to state and local taxes and a portion of income may be subject to the federal and/or state alternative minimum tax for certain investors.
Treasury Inflation Protected Securities (TIPS) are backed by the full faith and credit of the U.S. government. The U.S. government guarantee applies only to the underlying TIPS securities, and not the Fund itself. Shares of the RiverSource Short Duration U.S. Government Fund and RiverSource U.S. Government Mortgage Fund are not insured or guaranteed by the U.S. government.
“Standard & Poor’s®”, “S&P”, “S&P 500®” and “Standard & Poor’s 500®” are trademarks of the McGraw-Hill Companies, Inc. These trademarks and service marks have been licensed for use by Ameriprise Financial, Inc. The funds are not sponsored, endorsed, sold or promoted by Standard & Poor’s or any of their subsidiaries or affiliates (the “Licensors”) and the Licensors make no representation regarding the advisability of investing in the funds.
The Standard & Poor’s 500 Index (S&P 500 Index), an unmanaged index of common stocks, is frequently used as a general measure of market performance. The index reflects reinvestment of all distributions and changes in market prices, but excludes brokerage commissions or other fees.
The RiverSource 120/20 Contrarian Equity Fund and Threadneedle Global Extended Alpha Fund are designed for investors with an above average risk tolerance. The Funds may make short sales, which involves selling a security the Funds do not own in anticipation that the security’s price will decline. The Funds’ losses could exceed those of other mutual funds which hold only long security positions if the value of the securities held long decrease and the value of the securities sold short increase. The Funds’ use of short sales in effect “leverage” the Funds, as the Funds intends to use the case proceeds from the short sales to invest in additional long securities. Leveraging exposes the Funds to greater risks due to unanticipated market movements, which may magnify losses and increase volatility of returns. There is no assurance that a leveraging strategy will be successful. See the prospectus for each Fund for information on these and other risks associated with the Fund.
The RiverSource Absolute Return Currency and Income Fund is designed for investors with an above average risk tolerance. Risks associated with the fund include, but are not limited to, derivatives risk, counterparty risk, interest rate risk, credit risk, and tax risk. Derivative instruments are financial instruments that have a value dependent on the value of something else, such as one or more underlying securities. Gains or losses may be substantial, because a relatively small price movement in an underlying security may result in a substantial gain or loss for the Fund. A counterparty to a financial instrument entered into by the Fund may become bankrupt or otherwise fail to perform its obligations due to financial difficulties. The issuer of a security could default or otherwise become unable or unwilling to honor a financial obligation, and the Fund may be unable to recover its investment or may only obtain a limited or delayed recovery. Gains from some of the Fund’s foreign currency-denominated positions may not meet Treasury Department regulations for “qualifying income,” in which case, the Fund might not qualify as a regulated investment company for one or more years, requiring the Fund’s Board of Directors to authorize a significant change in investment strategy or Fund liquidation. A significant portion of the Fund is invested in forward currency contracts, which are subject to a number of risks. Losses may be substantial if prices do not move in the direction anticipated. See the Fund’s prospectus for information on these and other risks associated with the Fund.
The following funds are subject to greater volatility than more broadly diversified funds because they invest in specific sectors: RiverSource Precious Metals and Mining Fund, RiverSource Real Estate Fund, RiverSource Recovery and Infrastructure Fund, RiverSource LaSalle Global Real Estate Fund, RiverSource LaSalle Monthly Dividend Real Estate Fund, Seligman Communications and Information Fund and Seligman Global Technology Fund. Dividends paid by the RiverSource LaSalle Monthly Dividend Real Estate Fund will be taxable as ordinary income. Distributions by the Fund may include a return of capital. A return of capital is not net profits of the Fund but instead a return of a portion of your original investment.
The RiverSource Floating Rate Fund is designed for investors with an above average risk tolerance. The Fund invests primarily in floating rate loans, the market value of which may fluctuate, sometimes rapidly and unpredictably. The principal risks of investing in the fund include liquidity risk, interest rate risk, credit risk, counterparty risk, highly leveraged transactions risk, derivatives risk, confidential information access risk, and impairment of collateral risk. Generally, when interest rates rise, the prices of fixed income securities fall, however, securities or loans with floating interest rates can be less sensitive to interest rate changes, but they may decline in value if their interest rates do not rise as much as interest rates in general. Limited liquidity will affect the ability of the fund to purchase or sell floating rate loans and have a negative impact on fund performance. The floating rate loans and securities in which the fund invests are lower-rated (non-investment grade) and are more likely to experience a default, which results in more volatile prices and more risk to principal and income than investment grade loans or securities.
The RiverSource Income Builder, Portfolio Builder and Retirement Plus funds are “funds of funds” comprised of holdings in several different RiverSource, Seligman, and Threadneedle funds, which may include small-cap, mid-cap, large-cap, money market, international, bond and/or sector funds. Each of the underlying funds in which the portfolio invests has its own investment risks, and those risks can affect the value of each portfolio’s shares and investments. The fund manager has a potential conflict of interest in selecting underlying funds because the fees paid to it by some underlying funds might be higher than those paid by other funds. However, the investment manager acts as a fiduciary to the Funds and is legally obligated to act in the Funds’ best interest when selecting underlying funds. The date in each RiverSource Retirement Plus Fund name refers to the approximate year an investor in the fund would plan to retire or to begin withdrawing portions of his or her investment. The Fund will continue to be actively managed for a period of time after the retirement date until a static allocation is obtained. An investment in the Fund is not guaranteed at any time, and you could experience loss of principal before, at, or after, the target date. There is no guarantee that the Fund will provide adequate income at and through retirement.
Each of the underlying ETFs in which each Seligman TargETFund invests has its own investment risks, and those risks can affect the value of each portfolio's shares and investments. This may include small-cap, mid-cap, large-cap, international, bond and/or sector risks. See each fund's prospectus for more information on the risks that are associated with the underlying ETFs. The date in the Fund name refers to the approximate year an investor in the fund would plan to retire or to begin withdrawing portions or his or her investment for retirement or other investment goal. In each fund's target year, the Fund is combined with the TargETFund Core, and shareholders of the Fund automatically become shareholders of TargETFund Core. An investment in the Fund is not guaranteed at any time, and you could experience loss of principal before, at, or after, the target date. There is no guarantee that the Fund will provide adequate income at and through retirement.
Investment products are not federally or FDIC-insured, are not deposits or obligations of, or guaranteed by any financial institution, and involve investment risks including possible loss of principal and fluctuation in value.
This information is for use with concurrent or prior delivery of a fund prospectus. With respect to mutual funds and Tri-Continental Corporation, investors should consider the investment objectives, risks, charges and expenses of a mutual fund carefully before investing. To learn more about this and other important information about each fund, download a free prospectus. The prospectus should be read carefully before investing.
RiverSource®, Seligman® and Threadneedle® mutual funds are distributed by Columbia Management Investment Distributors, Inc. (formerly known as RiverSource Fund Distributors, Inc.), member FINRA and managed by Columbia Management Investment Advisers, LLC (formerly known as RiverSource Investments, LLC). Threadneedle mutual funds are subadvised by Threadneedle International Limited, an affiliate of Columbia Management. Seligman is an offering brand of Columbia Management.
Investors should consider the investment objectives, risks, charges, and expenses of the RiverSource LaSalle International Real Estate Fund and Seligman Premium Technology Growth Fund carefully before investing. To obtain each Fund’s most recent periodic reports and other regulatory filings, contact your financial advisor or download reports here. These reports and other filings can also be found on the Securities and Exchange Commission’s EDGAR Database. You should read these reports and other filings carefully before investing.
Tri-Continental, RiverSource LaSalle International Real Estate Fund and Seligman Premium Technology Growth Fund are managed by Columbia Management Investment Advisers, LLC (formerly known as RiverSource Investments, LLC). This material is distributed by Columbia Management Investment Distributors, Inc. (formerly known as RiverSource Fund Distributors, Inc.), member FINRA.
Not all products and all share classes are available through all firms.
