The performance information shown represents past performance and is not a guarantee of future results. The investment return and principal value of your investment will fluctuate so that your shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance information shown.
RiverSource Strategic Income Allocation Fund
Prices as of July 29, 2010
Returns as of June 30, 2010
| Avg. Annual Return % (without Sales Charge) |
Avg. Annual Return % (with Sales Charge) |
|
|---|---|---|
| Class A | ||
| 1 year | 16.24 | 10.72 |
| 3 year | 5.39 | 3.69 |
|
Since inception on 05/17/2007 |
4.99 | 3.36 |
| 30-day SEC Yield as of June 30, 2010: 5.09 % | ||
| Class B | ||
| 1 year | 15.48 | 10.48 |
| 3 year | 4.63 | 3.72 |
|
Since inception on 05/17/2007 |
4.23 | 3.37 |
| 30-day SEC Yield as of June 30, 2010: 4.58 % | ||
| Class C | ||
| 1 year | 15.37 | 14.37 |
| 3 year | 4.59 | 4.59 |
|
Since inception on 05/17/2007 |
4.20 | 4.20 |
| 30-day SEC Yield as of June 30, 2010: 4.59 % | ||
Returns as of June 30, 2010
| Avg. Annual Return % (without Sales Charge) |
Avg. Annual Return % (with Sales Charge) |
|
|---|---|---|
| Class A | ||
| 1 year | 16.24 | 10.72 |
| 3 year | 5.39 | 3.69 |
|
Since inception on 05/17/2007 |
4.99 | 3.36 |
| 30-day SEC Yield as of June 30, 2010: 5.09 % | ||
| Class B | ||
| 1 year | 15.48 | 10.48 |
| 3 year | 4.63 | 3.72 |
|
Since inception on 05/17/2007 |
4.23 | 3.37 |
| 30-day SEC Yield as of June 30, 2010: 4.58 % | ||
| Class C | ||
| 1 year | 15.37 | 14.37 |
| 3 year | 4.59 | 4.59 |
|
Since inception on 05/17/2007 |
4.20 | 4.20 |
| 30-day SEC Yield as of June 30, 2010: 4.59 % | ||
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.
Expense ratios effective through November 30, 2010
| Gross Expense Ratio (%) 1 | Net Expense Ratio (%) 2 | |
|---|---|---|
| Class A | 1.13 | - |
| Class B | 1.89 | - |
| Class C | 1.87 | - |
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. | CANADA (GOVERNMENT OF) 4.250% 06/01/2018 | 3.28 |
| 2. | TREASURY BOND 4.625% 02/15/2040 | 2.60 |
| 3. | NEW SOUTH WALES TREASURY CORP 6.000% 05/01/2012 | 1.64 |
| 4. | UK TREASURY 4.500% 03/07/2019 | 1.12 |
| 5. | COLORADO INTERSTATE GAS CO 6.800% 11/15/2015 | 1.09 |
| 6. | SWEDEN (KINGDOM OF) 6.750% 05/05/2014 | 1.07 |
| 7. | NORWAY (KINGDOM OF) 6.500% 05/15/2013 | 0.89 |
| 8. | RUSSIAN FEDERATION (THE) 7.500% 03/31/2030 | 0.88 |
| 9. | GCCFC_03-C2 4.533% 01/05/2036 | 0.87 |
| 10. | INDONESIA (REPUBLIC OF) 12.800% 06/15/2021 | 0.73 |
The top 10 holdings represent 14.16 % of the Fund's net assets.
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
CANADA (GOVERNMENT OF) 4.250% 06/01/2018
Cusip: 135087YL2
|
10,880,000 | $11,197,661 | 3.28 % |
| 2. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
9,991,801.16 | $9,991,801 | 2.93 % |
| 3. |
TREASURY BOND 4.625% 02/15/2040
Cusip: 912810QE1
|
7,885,000 | $8,863,228 | 2.60 % |
| 4. |
NEW SOUTH WALES TREASURY CORP 6.000% 05/01/2012
Cusip: EC4790878
|
6,510,000 | $5,595,713 | 1.64 % |
| 5. |
UK TREASURY 4.500% 03/07/2019
Cusip: BRS7B6PJ1
|
2,330,000 | $3,819,315 | 1.12 % |
| 6. |
COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
|
3,219,000 | $3,709,108 | 1.09 % |
| 7. |
SWEDEN (KINGDOM OF) 6.750% 05/05/2014
Cusip: 99313M9B3
|
24,000,000 | $3,631,849 | 1.07 % |
| 8. |
NORWAY (KINGDOM OF) 6.500% 05/15/2013
Cusip: B0A04CER3
|
17,655,000 | $3,024,747 | 0.89 % |
| 9. |
RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
|
2,654,200 | $2,995,928 | 0.88 % |
| 10. |
GCCFC_03-C2 4.533% 01/05/2036
Cusip: 396789ER6
|
2,935,000 | $2,977,343 | 0.87 % |
| 11. |
INDONESIA (REPUBLIC OF) 12.800% 06/15/2021
Cusip: EF2457531
|
17,200,000,000 | $2,480,110 | 0.73 % |
| 12. |
ALLY FINANCIAL INC 8.000% 03/15/2020
Cusip: 36186RAA8
|
2,398,000 | $2,344,045 | 0.69 % |
| 13. |
US TII 2.5 01/15/29 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
|
2,000,000 | $2,295,301 | 0.67 % |
| 14. |
ARCH COAL INC 8.750% 08/01/2016
Cusip: 039380AA8
|
2,033,000 | $2,119,402 | 0.62 % |
| 15. |
REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
|
2,340,000 | $2,071,246 | 0.61 % |
| 16. |
NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
|
372,000 | $2,068,038 | 0.61 % |
| 17. |
NEW SOUTH WALES TREASURY CORP 6.000% 05/01/2012
Cusip: B0A016KP6
|
2,400,000 | $2,061,873 | 0.60 % |
| 18. |
US TII 2.375 01/15/17 (TIPS) 2.375% 01/15/2017
Cusip: 912828GD6
|
1,565,000 | $1,867,767 | 0.55 % |
| 19. |
VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
|
1,603,000 | $1,732,153 | 0.51 % |
| 20. |
CORP ANDINA DE FOMENTO 8.125% 06/04/2019
Cusip: 219868BN5
|
1,400,000 | $1,720,300 | 0.50 % |
| 21. |
US TII 1.625 01/15/15 (TIPS) 1.625% 01/15/2015
Cusip: 912828DH0
|
1,425,000 | $1,717,480 | 0.50 % |
| 22. |
VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
|
2,550,000 | $1,593,750 | 0.47 % |
| 23. |
COLOMBIA (REPUBLIC OF) 7.375% 03/18/2019
Cusip: 195325BL8
|
1,350,000 | $1,579,500 | 0.46 % |
| 24. |
TURKEY (REPUBLIC OF) 6.750% 05/30/2040
Cusip: 900123BG4
|
1,500,000 | $1,500,000 | 0.44 % |
| 25. |
BRAZIL (FEDERATIVE REPUBLIC OF) 4.875% 01/22/2021
Cusip: 105756BS8
|
1,480,000 | $1,486,887 | 0.44 % |
| 26. |
KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
|
1,310,000 | $1,486,716 | 0.44 % |
| 27. |
PINNACLE ENTERTAINMENT INC 8.750% 05/15/2020
Cusip: 723456AL3
|
1,589,000 | $1,485,715 | 0.44 % |
| 28. |
TURKEY (REPUBLIC OF) 7.500% 11/07/2019
Cusip: 900123BF6
|
1,300,000 | $1,482,000 | 0.43 % |
| 29. |
TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
|
1,385,000 | $1,468,208 | 0.43 % |
| 30. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
1,280,000 | $1,440,000 | 0.42 % |
| 31. |
NORANDA ALUMINUM INC PIK 5.373% 05/15/2015
Cusip: 65543AAB0
|
1,844,769 | $1,420,472 | 0.42 % |
| 32. |
PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
|
1,350,000 | $1,414,241 | 0.41 % |
| 33. |
ITC DELTACOM INC 10.500% 04/01/2016
Cusip: 45031TAQ7
|
1,433,000 | $1,386,427 | 0.41 % |
| 34. |
CIT GROUP INC 7.000% 05/01/2017
Cusip: 125581FX1
|
1,525,000 | $1,372,500 | 0.40 % |
| 35. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
1,455,000 | $1,367,700 | 0.40 % |
| 36. |
TREASURY BOND 4.500% 08/15/2039
Cusip: 912810QC5
|
1,235,000 | $1,360,236 | 0.40 % |
| 37. |
GIBRALTAR INDUSTRIES INC 8.000% 12/01/2015
Cusip: 374689AC1
|
1,390,000 | $1,355,250 | 0.40 % |
| 38. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAB4
|
1,339,000 | $1,345,695 | 0.39 % |
| 39. |
VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
|
1,190,000 | $1,345,663 | 0.39 % |
| 40. |
NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
|
1,350,000 | $1,343,250 | 0.39 % |
| 41. |
AMERICAN ACHIEVEMENT CORP. 8.250% 04/01/2012
Cusip: 02369AAF5
|
1,317,000 | $1,313,707 | 0.39 % |
| 42. |
POKAGON GAMING AUTHORITY 10.375% 06/15/2014
Cusip: 730857AA7
|
1,261,000 | $1,305,135 | 0.38 % |
| 43. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AG0
|
1,300,000 | $1,293,500 | 0.38 % |
| 44. |
CEQUEL COMMUNICATIONS HLDG LLC 8.625% 11/15/2017
Cusip: 15672WAA2
|
1,275,000 | $1,270,218 | 0.37 % |
| 45. |
EQUINOX HOLDINGS INC 9.500% 02/01/2016
Cusip: 29445GAH9
|
1,274,000 | $1,261,260 | 0.37 % |
| 46. |
RANGE RESOURCES CORPORATION 7.250% 05/01/2018
Cusip: 75281AAJ8
|
1,250,000 | $1,243,750 | 0.36 % |
| 47. |
MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
|
14,850,000 | $1,237,528 | 0.36 % |
| 48. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
1,220,000 | $1,226,100 | 0.36 % |
| 49. |
TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
|
1,150,000 | $1,211,105 | 0.36 % |
| 50. |
MAJAPAHIT HOLDING BV 7.750% 01/20/2020
Cusip: 56068TAF4
|
1,100,000 | $1,208,420 | 0.35 % |
| 51. |
WEST CORPORATION 9.500% 10/15/2014
Cusip: 952355AC9
|
1,200,000 | $1,206,000 | 0.35 % |
| 52. |
EDISON MISSION ENERGY 7.000% 05/15/2017
Cusip: 281023AU5
|
1,875,000 | $1,200,000 | 0.35 % |
| 53. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
1,120,000 | $1,167,600 | 0.34 % |
| 54. |
MACDERMID INC 9.500% 04/15/2017
Cusip: 554273AC6
|
1,158,500 | $1,158,500 | 0.34 % |
| 55. |
RUSSIAN FEDERATION (THE) 5.000% 04/29/2020
Cusip: 78307ADB6
|
1,200,000 | $1,158,000 | 0.34 % |
| 56. |
CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
|
980,000 | $1,142,089 | 0.33 % |
| 57. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.000% 01/04/2018
Cusip: BRS4ZW839
|
830,000 | $1,138,387 | 0.33 % |
| 58. |
LUKOIL INTERNATIONAL FINANCE BV 7.250% 11/05/2019
Cusip: 549876AD2
|
1,100,000 | $1,131,517 | 0.33 % |
| 59. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
1,096,000 | $1,120,660 | 0.33 % |
| 60. |
VANGUARD HEALTH SYSTEMS INC. 8.000% 02/01/2018
Cusip: 92203PAE6
|
1,149,000 | $1,103,040 | 0.32 % |
| 61. |
PHILIPPINES (REPUBLIC OF THE) 6.500% 01/20/2020
Cusip: 718286BF3
|
1,000,000 | $1,098,750 | 0.32 % |
| 62. |
BEAZER HOMES USA INC 9.125% 07/15/2015
Cusip: 07556QAV7
|
1,177,000 | $1,097,552 | 0.32 % |
| 63. |
OWENS-BROCKWAY GLASS CONTAINER INC 7.375% 05/15/2016
Cusip: 69073TAP8
|
1,050,000 | $1,094,625 | 0.32 % |
| 64. |
UNITED RENTALS NA INC 10.875% 06/15/2016
Cusip: 911365AV6
|
1,000,000 | $1,072,500 | 0.31 % |
| 65. |
GRAY TELEVISION INC. 10.500% 06/29/2015
Cusip: 389375AD8
|
1,092,000 | $1,070,160 | 0.31 % |
| 66. |
JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
|
1,070,000 | $1,070,000 | 0.31 % |
| 67. |
SOUTHWESTERN ENERGY COMPANY 7.500% 02/01/2018
Cusip: 845467AE9
|
1,000,000 | $1,062,500 | 0.31 % |
| 68. |
INDONESIA (REPUBLIC OF) 7.750% 01/17/2038
Cusip: 455780AZ9
|
900,000 | $1,062,000 | 0.31 % |
| 69. |
SILGAN HOLDINGS INC 7.250% 08/15/2016
Cusip: 827048AM1
|
1,035,000 | $1,060,875 | 0.31 % |
| 70. |
VENEZUELA (REPUBLIC OF) 9.000% 05/07/2023
Cusip: P17625AA5
|
1,670,000 | $1,057,110 | 0.31 % |
| 71. |
NXP BV/NXP FUNDING LLC 3.053% 10/15/2013
Cusip: 62947QAE8
|
1,234,000 | $1,055,070 | 0.31 % |
| 72. |
POLAND (REPUBLIC OF) 5.250% 10/25/2017
Cusip: EF7544101
|
3,655,000 | $1,051,374 | 0.31 % |
| 73. |
HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428303AJ0
|
1,163,000 | $1,049,607 | 0.31 % |
| 74. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
1,045,000 | $1,045,000 | 0.31 % |
| 75. |
TREASURY NOTE 2.625% 07/31/2014
Cusip: 912828LC2
|
1,000,000 | $1,044,922 | 0.31 % |
| 76. |
CF INDUSTRIES HOLDINGS INC 7.125% 05/01/2020
Cusip: 12527GAB9
|
1,015,000 | $1,042,912 | 0.31 % |
| 77. |
AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
|
930,000 | $1,041,684 | 0.31 % |
| 78. |
CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
|
1,000,000 | $1,040,000 | 0.30 % |
| 79. |
AMERICAN GENERAL FINANCE CORP 6.900% 12/15/2017
Cusip: 02635PTS2
|
1,297,000 | $1,039,221 | 0.30 % |
| 80. |
PERU ENHANCED PASS-THRU 0.000% 05/31/2018
Cusip: 715457AA5
|
1,291,016.68 | $1,032,813 | 0.30 % |
| 81. |
CF INDUSTRIES HOLDINGS INC 6.875% 05/01/2018
Cusip: 12527GAA1
|
1,015,000 | $1,030,225 | 0.30 % |
| 82. |
CD_07-CD4 5.205% 12/11/2049
Cusip: 12513YAC4
|
1,000,000 | $1,026,950 | 0.30 % |
| 83. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
1,000,000 | $1,020,000 | 0.30 % |
| 84. |
VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
|
1,037,000 | $1,018,534 | 0.30 % |
| 85. |
WINDSTREAM CORP 7.000% 03/15/2019
Cusip: 97381WAF1
|
1,100,000 | $1,014,750 | 0.30 % |
| 86. |
ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
|
904,000 | $1,010,301 | 0.30 % |
| 87. |
HCA INC 9.250% 11/15/2016
Cusip: 404119AX7
|
950,000 | $1,007,000 | 0.30 % |
| 88. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AJ6
|
1,000,000 | $1,002,500 | 0.29 % |
| 89. |
DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
|
815,000 | $997,652 | 0.29 % |
| 90. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
980,000 | $995,925 | 0.29 % |
| 91. |
GEORGIA-PACIFIC CORPORATION 7.700% 06/15/2015
Cusip: 373298BM9
|
950,000 | $990,375 | 0.29 % |
| 92. |
FIREKEEPERS DEV AUTHORITY 13.875% 05/01/2015
Cusip: 318169AA7
|
855,000 | $986,456 | 0.29 % |
| 93. |
KAZMUNAIGAZ FINANCE SUB BV 9.125% 07/02/2018
Cusip: 48667QAA3
|
850,000 | $986,000 | 0.29 % |
| 94. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
995,000 | $980,075 | 0.29 % |
| 95. |
AAC GROUP HOLDING CORP 10.250% 10/01/2012
Cusip: 000305AC6
|
970,000 | $972,425 | 0.29 % |
| 96. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
1,005,000 | $960,065 | 0.28 % |
| 97. |
FIRST DATA CORPORATION 9.875% 09/24/2015
Cusip: 319963AP9
|
1,240,000 | $942,400 | 0.28 % |
| 98. |
INDONESIA (REPUBLIC OF) 6.625% 02/17/2037
Cusip: 455780AX4
|
900,000 | $940,500 | 0.28 % |
| 99. |
TURKEY (REPUBLIC OF) 7.000% 06/05/2020
Cusip: 900123AX8
|
850,000 | $939,250 | 0.28 % |
| 100. |
EL SALVADOR (REPUBLIC OF) 8.250% 04/10/2032
Cusip: 283875AH5
|
850,000 | $935,000 | 0.27 % |
| 101. |
HEALTHSOUTH CORPORATION 8.125% 02/15/2020
Cusip: 421924BG5
|
950,000 | $931,000 | 0.27 % |
| 102. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
1,125,000 | $925,312 | 0.27 % |
| 103. |
SPECTRUM BRANDS INC 9.500% 06/15/2018
Cusip: 84762LAF2
|
885,000 | $918,187 | 0.27 % |
| 104. |
SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015
Cusip: 82459AAA9
|
1,150,000 | $911,375 | 0.27 % |
| 105. |
TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
|
880,000 | $908,600 | 0.27 % |
| 106. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
|
870,000 | $894,844 | 0.26 % |
| 107. |
LEVEL 3 FINANCING INC 8.750% 02/15/2017
Cusip: 527298AL7
|
1,030,000 | $890,950 | 0.26 % |
| 108. |
GCCFC_07-GG11 5.358% 12/10/2049
Cusip: 20173VAA8
|
833,356.44 | $858,227 | 0.25 % |
| 109. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
815,000 | $857,787 | 0.25 % |
| 110. |
CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
|
845,061.62 | $848,746 | 0.25 % |
| 111. |
TRANSCAPIT (TRANSNEFT) 5.670% 03/05/2014
Cusip: 89354FAA9
|
830,000 | $845,980 | 0.25 % |
| 112. |
RADIATION THERAPY SERVICES INC. 9.875% 04/15/2017
Cusip: 750323AA5
|
865,000 | $843,375 | 0.25 % |
| 113. |
URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
|
725,000 | $841,000 | 0.25 % |
| 114. |
CLEAR CHANNEL COMMUNICATIONS B 9.250% 12/15/2017
Cusip: 18451QAB4
|
830,000 | $834,150 | 0.24 % |
| 115. |
ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
|
755,000 | $822,722 | 0.24 % |
| 116. |
NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
|
720,000 | $821,420 | 0.24 % |
| 117. |
WELLS FARGO & COMPANY 5.625% 12/11/2017
Cusip: 949746NX5
|
750,000 | $819,894 | 0.24 % |
| 118. |
EL PASO CORPORATION 6.875% 06/15/2014
Cusip: 28336LBM0
|
805,000 | $819,630 | 0.24 % |
| 119. |
INDONESIA (REPUBLIC OF) 8.800% 04/23/2014
Cusip: 715674AA5
|
700,000 | $815,024 | 0.24 % |
| 120. |
GARDA WORLD SECURITY CORPORATION 9.750% 03/15/2017
Cusip: 36485MAA7
|
780,000 | $811,831 | 0.24 % |
| 121. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
780,000 | $807,300 | 0.24 % |
| 122. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
1,206,000 | $804,402 | 0.24 % |
| 123. |
ASSOCIATED MATERIALS INCORPORATED 9.875% 11/15/2016
Cusip: 04570TAC2
|
747,000 | $801,157 | 0.23 % |
| 124. |
FNMA 30YR 5.000% 05/01/2033
Cusip: 31400Y4X1
|
747,482.21 | $794,931 | 0.23 % |
| 125. |
FNMA 30YR TBA(REG A) 6.500% 07/01/2040
Cusip: 01F062671
|
725,000 | $793,988 | 0.23 % |
| 126. |
HILCORP ENERGY/FINANCE 7.750% 11/01/2015
Cusip: 431318AC8
|
800,000 | $788,000 | 0.23 % |
| 127. |
PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
|
1,460,000 | $781,100 | 0.23 % |
| 128. |
MEXICAN FIXED RATE BONDS 7.750% 12/14/2017
Cusip: EH1850997
|
9,500,000 | $779,488 | 0.23 % |
| 129. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
715,000 | $779,350 | 0.23 % |
| 130. |
IRON MOUNTAIN INC 8.375% 08/15/2021
Cusip: 46284PAM6
|
760,000 | $779,000 | 0.23 % |
| 131. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
750,000 | $776,250 | 0.23 % |
| 132. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
715,000 | $772,200 | 0.23 % |
| 133. |
COMCAST CORPORATION 5.500% 03/15/2011
Cusip: 20030NAD3
|
750,000 | $772,095 | 0.23 % |
| 134. |
CONSOL ENERGY INC. 8.000% 04/01/2017
Cusip: 20854PAC3
|
741,000 | $768,787 | 0.23 % |
| 135. |
WIND ACQUISITION FINANCE SA 11.750% 07/15/2017
Cusip: 97314XAE4
|
750,000 | $768,750 | 0.23 % |
| 136. |
BSCMS_07-T28 5.422% 09/11/2042
Cusip: 073945AA5
|
747,325.19 | $764,901 | 0.22 % |
| 137. |
BANCO NACIONAL DE DESENVOLVIMENTO 6.500% 06/10/2019
Cusip: 059614AJ6
|
700,000 | $748,591 | 0.22 % |
| 138. |
WFMBS_05-14 5.500% 12/25/2035
Cusip: 949832AP4
|
772,349.08 | $747,979 | 0.22 % |
| 139. |
GOLDMAN SACHS GROUP INC 5.375% 03/15/2020
Cusip: 38141EA58
|
750,000 | $741,087 | 0.22 % |
| 140. |
CASE NEW HOLLAND INC 7.875% 12/01/2017
Cusip: 147446AQ1
|
726,000 | $736,890 | 0.22 % |
| 141. |
MCJUNKIN RED MAN CORP 9.500% 12/15/2016
Cusip: 581241AA4
|
772,000 | $734,365 | 0.22 % |
| 142. |
KRATOS DEFENSE & SECURITY SOLUTION 10.000% 06/01/2017
Cusip: 50077BAA6
|
715,000 | $729,300 | 0.21 % |
| 143. |
MANITOWOC COMPANY INC (THE) 9.500% 02/15/2018
Cusip: 563571AG3
|
719,000 | $717,202 | 0.21 % |
| 144. |
PEMEX PROJECT FUNDING MASTER TRUST 8.000% 05/03/2019
Cusip: 71654QAU6
|
600,000 | $714,000 | 0.21 % |
| 145. |
SUNGARD DATA SYSTEMS INC. 10.250% 08/15/2015
Cusip: 867363AL7
|
684,000 | $706,230 | 0.21 % |
| 146. |
COLOMBIA (REPUBLIC OF) 7.375% 09/18/2037
Cusip: 195325BK0
|
600,000 | $705,000 | 0.21 % |
| 147. |
FNMA 30YR 5.500% 02/01/2035
Cusip: 31402QYV7
|
653,028.12 | $704,290 | 0.21 % |
| 148. |
QTEL INTERNATIONAL FINANCE 7.875% 06/10/2019
Cusip: 74733LAB8
|
600,000 | $701,460 | 0.21 % |
| 149. |
DRESSER TL 2ND LIEN 5.75 6.103% 05/04/2015
Cusip: BAX1KCN05
|
757,500 | $696,430 | 0.20 % |
| 150. |
KOREA DEVELOPMENT BANK 8.000% 01/23/2014
Cusip: 500630BQ0
|
600,000 | $683,694 | 0.20 % |
| 151. |
AMSTED INDUSTRIES INC 8.125% 03/15/2018
Cusip: 032177AD9
|
682,000 | $682,000 | 0.20 % |
| 152. |
JPMCC_03-CB6 4.393% 07/12/2037
Cusip: 46625MWW5
|
660,053.08 | $676,858 | 0.20 % |
| 153. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
650,000 | $676,000 | 0.20 % |
| 154. |
TEREX CORPORATION 10.875% 06/01/2016
Cusip: 880779AW3
|
625,000 | $671,875 | 0.20 % |
| 155. |
BANCO CREDITO DEL PERU 7.170% 10/15/2022
Cusip: EG9091752
|
2,000,000 | $667,256 | 0.20 % |
| 156. |
UNIVISION COMMUNICATION TLB 2.25 2.540% 09/29/2014
Cusip: 914906A#9
|
794,953.02 | $661,909 | 0.19 % |
| 157. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
650,000 | $651,625 | 0.19 % |
| 158. |
CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
|
500,000 | $638,761 | 0.19 % |
| 159. |
VEDANTA RESOURCES PLC 9.500% 07/18/2018
Cusip: 92241TAD4
|
600,000 | $638,606 | 0.19 % |
| 160. |
KFW 1.350% 01/20/2014
Cusip: 500769BX1
|
54,000,000 | $631,430 | 0.19 % |
| 161. |
EMPRESA NACIONAL DE PETROLEO ENAP 6.250% 07/08/2019
Cusip: 29245JAD4
|
600,000 | $627,343 | 0.18 % |
| 162. |
CONSOL ENERGY INC. 8.250% 04/01/2020
Cusip: 20854PAE9
|
599,000 | $626,703 | 0.18 % |
| 163. |
PETROHAWK ENERGY CORP 7.875% 06/01/2015
Cusip: 716495AD8
|
625,000 | $626,562 | 0.18 % |
| 164. |
CITIGROUP INC 8.500% 05/22/2019
Cusip: 172967EV9
|
525,000 | $625,865 | 0.18 % |
| 165. |
FNMA 30YR 6.000% 12/01/2035
Cusip: 31408DUF9
|
570,347.2 | $621,803 | 0.18 % |
| 166. |
TOYS R US PROPERTY COMPANY I LLC 10.750% 07/15/2017
Cusip: 89236LAA0
|
561,000 | $615,697 | 0.18 % |
| 167. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
600,000 | $615,000 | 0.18 % |
| 168. |
JARDEN CORP 7.500% 05/01/2017
Cusip: 471109AB4
|
625,000 | $614,062 | 0.18 % |
| 169. |
NORWAY (KINGDOM OF) 6.000% 05/16/2011
Cusip: EC2623584
|
3,837,000 | $608,819 | 0.18 % |
| 170. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
595,000 | $608,387 | 0.18 % |
| 171. |
FLOWSERVE CORP TL 1.75 1.813% 08/10/2012
Cusip: 34354PA@4
|
612,722.57 | $605,320 | 0.18 % |
| 172. |
MAJAPAHIT HOLDING BV 7.250% 06/28/2017
Cusip: 56068TAC1
|
562,000 | $602,745 | 0.18 % |
| 173. |
PHARMACEUTICAL TECH TL 2.25 2.595% 04/10/2014
Cusip: BAX1HK139
|
664,176.1 | $593,607 | 0.17 % |
| 174. |
US TII 1.25 04/15/14 (TIPS) 1.250% 04/15/2014
Cusip: 912828KM1
|
550,000 | $591,491 | 0.17 % |
| 175. |
BERRY PETROLEUM COMPANY 10.250% 06/01/2014
Cusip: 085789AD7
|
550,000 | $591,250 | 0.17 % |
| 176. |
FORD MOTOR CREDIT COMPANY 7.000% 04/15/2015
Cusip: 345397VN0
|
597,000 | $590,534 | 0.17 % |
| 177. |
NISKA GAS STORAGE US LLC 8.875% 03/15/2018
Cusip: 654679AA7
|
566,000 | $582,289 | 0.17 % |
| 178. |
PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
|
500,000 | $579,400 | 0.17 % |
| 179. |
SIRIUS XM RADIO INC 9.750% 09/01/2015
Cusip: 82967NAA6
|
545,000 | $579,062 | 0.17 % |
| 180. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BJ9
|
525,000 | $578,812 | 0.17 % |
| 181. |
PETROHAWK ENERGY CORP 9.125% 07/15/2013
Cusip: 716495AB2
|
550,000 | $573,375 | 0.17 % |
| 182. |
LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
|
568,000 | $569,420 | 0.17 % |
| 183. |
MEDIACOM LLC/MEDIACOM CAPITAL CORP 9.125% 08/15/2019
Cusip: 58445MAM4
|
584,000 | $563,560 | 0.17 % |
| 184. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
575,000 | $556,312 | 0.16 % |
| 185. |
AQUILEX HOLDINGS LLC 11.125% 12/15/2016
Cusip: 03841XAA2
|
553,000 | $551,617 | 0.16 % |
| 186. |
MYLAN INC 7.875% 07/15/2020
Cusip: 628530AL1
|
540,000 | $550,800 | 0.16 % |
| 187. |
NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
|
500,000 | $546,282 | 0.16 % |
| 188. |
SIERRA PACIFIC POWER CO 5.450% 09/01/2013
Cusip: 826418BH7
|
500,000 | $542,249 | 0.16 % |
| 189. |
MORGAN STANLEY - BRAZIL 10.090% 05/03/2017
Cusip: 61747YBA2
|
1,050,000 | $541,087 | 0.16 % |
| 190. |
EUROPEAN INVESTMENT BANK 1.400% 06/20/2017
Cusip: ED9914869
|
46,000,000 | $540,577 | 0.16 % |
| 191. |
SS&C TECHNOLOGIES INC 11.750% 12/01/2013
Cusip: 78466CAB2
|
510,000 | $532,950 | 0.16 % |
| 192. |
FNMA 30YR 7.000% 10/01/2037
Cusip: 31413MDZ7
|
479,184.68 | $532,942 | 0.16 % |
| 193. |
IASIS HEALTHCARE CORPORATION 8.750% 06/15/2014
Cusip: 45072PAB8
|
535,000 | $532,325 | 0.16 % |
| 194. |
PERU (THE REPUBLIC OF) 7.125% 03/30/2019
Cusip: 715638AW2
|
450,000 | $532,125 | 0.16 % |
| 195. |
AMC ENTERTAINMENT INC 8.750% 06/01/2019
Cusip: 00165AAB4
|
528,000 | $530,640 | 0.16 % |
| 196. |
MAXIM CRANE WORKS LP 12.250% 04/15/2015
Cusip: 577743AA5
|
542,000 | $530,482 | 0.16 % |
| 197. |
MEXICAN FIXED RATE BONDS 7.250% 12/15/2016
Cusip: EG1429968
|
6,590,000 | $527,874 | 0.15 % |
| 198. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
527,000 | $527,000 | 0.15 % |
| 199. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
560,000 | $526,400 | 0.15 % |
| 200. |
CROWN CASTLE INTERNATIONAL CORP 7.125% 11/01/2019
Cusip: 228227BA1
|
535,000 | $524,300 | 0.15 % |
| 201. |
EASTON-BELL SPORTS INC 9.750% 12/01/2016
Cusip: 27749TAA3
|
505,000 | $520,150 | 0.15 % |
| 202. |
SALEM COMMUNICATIONS CORPORATION 9.625% 12/15/2016
Cusip: 794093AF1
|
505,000 | $520,150 | 0.15 % |
| 203. |
ASHLAND INC. 9.125% 06/01/2017
Cusip: 044209AD6
|
475,000 | $520,125 | 0.15 % |
| 204. |
EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
|
490,000 | $519,400 | 0.15 % |
| 205. |
CSC HOLDINGS INC 8.500% 06/15/2015
Cusip: 126307AB3
|
500,000 | $517,500 | 0.15 % |
| 206. |
INTELSAT SUBSIDIARY HOLDING CO LTD 8.875% 01/15/2015
Cusip: 45822EAK6
|
500,000 | $510,000 | 0.15 % |
| 207. |
BANK OF AMERICA CORPORATION 5.625% 07/01/2020
Cusip: 06051GEC9
|
500,000 | $503,350 | 0.15 % |
| 208. |
HCA INC 7.250% 09/15/2020
Cusip: 404119BK4
|
500,000 | $502,500 | 0.15 % |
| 209. |
OMNICARE INC 6.875% 12/15/2015
Cusip: 681904AK4
|
500,000 | $500,000 | 0.15 % |
| 210. |
JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
|
440,000 | $496,769 | 0.15 % |
| 211. |
CELANESE CLD 2.25 2.288% 04/02/2014
Cusip: BAX1L5301
|
525,455 | $496,554 | 0.15 % |
| 212. |
FNMA 15YR 4.500% 12/01/2020
Cusip: 31403DC56
|
464,487.75 | $495,455 | 0.15 % |
| 213. |
INTELSAT JACKSON HOLDINGS LTD 11.250% 06/15/2016
Cusip: 45820EAX0
|
465,000 | $495,225 | 0.15 % |
| 214. |
KAZMUNAIGAZ FINANCE SUB BV 11.750% 01/23/2015
Cusip: 48667QAC9
|
400,000 | $494,000 | 0.14 % |
| 215. |
LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
|
479,000 | $493,370 | 0.14 % |
| 216. |
VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
|
640,000 | $491,200 | 0.14 % |
| 217. |
GAZ CAPITAL SA 8.146% 04/11/2018
Cusip: 368287AE8
|
450,000 | $491,062 | 0.14 % |
| 218. |
FNMA 30YR 7.000% 07/01/2038
Cusip: 31411JDT0
|
438,545.02 | $486,937 | 0.14 % |
| 219. |
MHP SA 10.250% 04/29/2015
Cusip: EI2335392
|
512,000 | $485,943 | 0.14 % |
| 220. |
SABRE INC TL 2.25 2.248% 09/30/2014
Cusip: 78572#AA8
|
547,267.91 | $485,645 | 0.14 % |
| 221. |
MORGAN STANLEY 5.500% 01/26/2020
Cusip: 61747YCM5
|
500,000 | $484,604 | 0.14 % |
| 222. |
URUGUAY ORIENT REPUBLIC OF 4.250% 04/05/2027
Cusip: 760942AU6
|
7,500,000 | $483,393 | 0.14 % |
| 223. |
AMKOR TECHNOLOGY INC 7.375% 05/01/2018
Cusip: 031652BB5
|
491,000 | $478,725 | 0.14 % |
| 224. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AG8
|
725,000 | $478,500 | 0.14 % |
| 225. |
INVERNESS MEDICAL 2ND LIEN 4.25 4.787% 06/26/2015
Cusip: BAX1PCXB5
|
500,000 | $477,500 | 0.14 % |
| 226. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
500,000 | $475,000 | 0.14 % |
| 227. |
NEIMAN MARCUS GROUP INC 10.375% 10/15/2015
Cusip: 640204AH6
|
465,000 | $473,137 | 0.14 % |
| 228. |
THOMSON LEARNING ACQ TLB 2.75 2.790% 07/03/2014
Cusip: BAX1PVFU1
|
548,731.47 | $472,902 | 0.14 % |
| 229. |
MICHAEL FOODS GROUP INC 9.750% 07/15/2018
Cusip: 594073AA6
|
455,000 | $466,943 | 0.14 % |
| 230. |
UNIVAR TL 3.0 3.354% 10/10/2014
Cusip: BRS26K6A7
|
496,211.45 | $466,438 | 0.14 % |
| 231. |
SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
|
415,000 | $464,953 | 0.14 % |
| 232. |
PINNACLE FOODS FINANCE LLC 9.250% 04/01/2015
Cusip: 72347QAE3
|
453,000 | $462,060 | 0.14 % |
| 233. |
QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
|
468,000 | $460,980 | 0.14 % |
| 234. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2038
Cusip: 706451BR1
|
450,000 | $459,118 | 0.13 % |
| 235. |
REGENCY ENERGY PARTNERS 9.375% 06/01/2016
Cusip: 75886AAC2
|
430,000 | $459,025 | 0.13 % |
| 236. |
INTEGRA TELECOM HOLDINGS INC 10.750% 04/15/2016
Cusip: 45823WAA7
|
462,000 | $458,535 | 0.13 % |
| 237. |
QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
|
468,000 | $457,470 | 0.13 % |
| 238. |
POWER SECTOR ASSETS & LIABILITIES 7.250% 05/27/2019
Cusip: 73933BAA2
|
410,000 | $453,542 | 0.13 % |
| 239. |
SANDRIDGE ENERGY INC 8.000% 06/01/2018
Cusip: 80007PAC3
|
490,000 | $453,250 | 0.13 % |
| 240. |
DAVIDS BRIDAL TLB 2.0 2.347% 01/31/2014
Cusip: BRS26JTN7
|
489,237.95 | $450,098 | 0.13 % |
| 241. |
TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
|
425,000 | $446,250 | 0.13 % |
| 242. |
INTELSAT TL 2.5 2.847% 02/01/2014
Cusip: BAX1BXA86
|
500,000 | $445,000 | 0.13 % |
| 243. |
FNMA 30YR 5.000% 03/01/2034
Cusip: 31404EWA0
|
418,664.68 | $444,914 | 0.13 % |
| 244. |
REYNOLDS GROUP ISSUER LLC 8.500% 05/15/2018
Cusip: 761735AA7
|
455,000 | $444,314 | 0.13 % |
| 245. |
BERRY PLASTICS TLC 2.0 2.257% 04/03/2015
Cusip: 085791A*2
|
498,714.65 | $440,649 | 0.13 % |
| 246. |
DAVITA INC 7.250% 03/15/2015
Cusip: 23918KAH1
|
440,000 | $440,000 | 0.13 % |
| 247. |
IASIS HEALTHCARE TL DD 2.0 2.354% 03/14/2014
Cusip: BRS26JWQ6
|
468,600.96 | $437,167 | 0.13 % |
| 248. |
TRANS UNION LLC 11.375% 06/15/2018
Cusip: 893342AA3
|
415,000 | $436,787 | 0.13 % |
| 249. |
NORCRAFT COS/FINANCE 10.500% 12/15/2015
Cusip: 65556TAC1
|
419,000 | $435,236 | 0.13 % |
| 250. |
TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
|
427,000 | $434,472 | 0.13 % |
| 251. |
US TII 2.0 07/15/14 (TIPS) 2.000% 07/15/2014
Cusip: 912828CP3
|
350,000 | $434,337 | 0.13 % |
| 252. |
AMERICAN PETROLEUM TANKERS LLC 10.250% 05/01/2015
Cusip: 028865AA1
|
430,000 | $434,300 | 0.13 % |
| 253. |
COOPER-STANDARD AUTOMOTIVE 8.500% 05/01/2018
Cusip: 12629YAA9
|
432,000 | $434,160 | 0.13 % |
| 254. |
CIT GROUP INC 7.000% 05/01/2016
Cusip: 125581FW3
|
475,000 | $433,437 | 0.13 % |
| 255. |
QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
|
405,000 | $433,350 | 0.13 % |
| 256. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAK5
|
435,000 | $432,825 | 0.13 % |
| 257. |
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
|
385,000 | $425,090 | 0.12 % |
| 258. |
SDART_07-1 0.400% 09/15/2014
Cusip: 80281VAD5
|
425,650.8 | $422,501 | 0.12 % |
| 259. |
PINNACLE FOODS FINANCE LLC 10.625% 04/01/2017
Cusip: 72347QAD5
|
399,000 | $415,957 | 0.12 % |
| 260. |
DEAN FOODS TL 1.5 1.675% 04/02/2014
Cusip: 242370B@2
|
447,517.04 | $414,373 | 0.12 % |
| 261. |
GAZ CAPITAL SA 8.125% 07/31/2014
Cusip: 368266AM4
|
380,000 | $413,250 | 0.12 % |
| 262. |
DOMINICAN REPUBLIC 7.500% 05/06/2021
Cusip: 25714PAK4
|
400,000 | $412,000 | 0.12 % |
| 263. |
CPM HOLDINGS INC 10.625% 09/01/2014
Cusip: 12620XAA0
|
385,000 | $406,656 | 0.12 % |
| 264. |
KAZMUNAIGAZ FINANCE SUB BV 7.000% 05/05/2020
Cusip: 48667QAE5
|
400,000 | $403,945 | 0.12 % |
| 265. |
FORD MOTOR CREDIT COMPANY 8.000% 12/15/2016
Cusip: 345397VC4
|
395,000 | $403,923 | 0.12 % |
| 266. |
GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
|
400,000 | $403,520 | 0.12 % |
| 267. |
CLAIRES STORES TL 2.75 3.286% 05/29/2014
Cusip: BRS1ZXFP6
|
487,238.51 | $401,440 | 0.12 % |
| 268. |
SPORT AUTHORITY TL 2.25 2.541% 05/03/2013
Cusip: 84917UA@8
|
440,453.11 | $400,812 | 0.12 % |
| 269. |
BRAZIL (FEDERATIVE REPUBLIC OF) 12.500% 01/05/2016
Cusip: 105756BJ8
|
650,000 | $400,689 | 0.12 % |
| 270. |
DYNEGY HOLDINGS INC 8.375% 05/01/2016
Cusip: 26816LAT9
|
500,000 | $395,625 | 0.12 % |
| 271. |
COLOMBIA (REPUBLIC OF) 12.000% 10/22/2015
Cusip: ED8232792
|
585,000,000 | $395,445 | 0.12 % |
| 272. |
WIRECO WORLDGROUP INC 9.500% 05/15/2017
Cusip: 97654NAA2
|
390,000 | $393,900 | 0.12 % |
| 273. |
BRSP LLC TL 1ST LN 4.5 7.500% 06/17/2014
Cusip: BAX36SNT9
|
397,175.96 | $393,204 | 0.12 % |
| 274. |
B&G FOODS INC 7.625% 01/15/2018
Cusip: 05508RAD8
|
385,000 | $389,812 | 0.11 % |
| 275. |
RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
|
375,000 | $389,551 | 0.11 % |
| 276. |
US TII 3.375 01/15/12 (TIPS) 3.375% 01/15/2012
Cusip: 9128277J5
|
300,000 | $388,301 | 0.11 % |
| 277. |
UNITED AIRLINES TL 2.00 2.268% 03/20/2012
Cusip: 909279R#0
|
448,565.74 | $385,542 | 0.11 % |
| 278. |
BRAZIL (FEDERATIVE REPUBLIC OF) 6.000% 01/17/2017
Cusip: 105756BM1
|
350,000 | $385,000 | 0.11 % |
| 279. |
ALASKA COMMUN (ALEC ACQ) TLB 3.0 2.040% 02/01/2012
Cusip: 01168#AD4
|
398,120.12 | $383,441 | 0.11 % |
| 280. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
375,000 | $382,500 | 0.11 % |
| 281. |
GRAPHIC PACKAGING INTL TLC 2.75 3.043% 05/16/2014
Cusip: 38869PB#0
|
395,643.19 | $381,479 | 0.11 % |
| 282. |
FGOLD 30YR GIANT 5.000% 06/01/2036
Cusip: 3128M4ME0
|
353,059.71 | $374,423 | 0.11 % |
| 283. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AD9
|
374,000 | $374,000 | 0.11 % |
| 284. |
CCO HOLDINGS LLC/CAP CORP 7.875% 04/30/2018
Cusip: 1248EPAJ2
|
370,000 | $370,925 | 0.11 % |
| 285. |
ENERGY FUTURE HOLDINGS CORP 10.875% 11/01/2017
Cusip: 292680AC9
|
500,000 | $370,000 | 0.11 % |
| 286. |
PATHEON INC 8.625% 04/15/2017
Cusip: 70319WAA6
|
372,000 | $367,350 | 0.11 % |
| 287. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AE0
|
373,000 | $364,607 | 0.11 % |
| 288. |
TEXAS COMPETITIVE ELEC TLB2 3.5 3.974% 10/10/2014
Cusip: BRS2ZUP20
|
490,884.66 | $362,395 | 0.11 % |
| 289. |
TUNICA-BILOXI GAMING AUTHORITY 9.000% 11/15/2015
Cusip: 899745AA1
|
402,000 | $361,800 | 0.11 % |
| 290. |
CLEAR CHANNEL COMM TLB 3.65 4.128% 01/29/2016
Cusip: BAX32XP29
|
475,000 | $361,741 | 0.11 % |
| 291. |
NOVA CHEMICALS CORP 8.625% 11/01/2019
Cusip: 66977WAM1
|
365,000 | $361,350 | 0.11 % |
| 292. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
357,000 | $360,570 | 0.11 % |
| 293. |
INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
|
2,900,000,000 | $357,275 | 0.10 % |
| 294. |
RITE AID CORPORATION TLB4 6.50 7.037% 06/10/2015
Cusip: BRS4QJST9
|
348,775.54 | $352,786 | 0.10 % |
| 295. |
CSC HOLDINGS INCREMENTAL TLB2 1.75 2.105% 03/29/2016
Cusip: BRS26K3M4
|
363,832.38 | $352,360 | 0.10 % |
| 296. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AE7
|
349,000 | $349,872 | 0.10 % |
| 297. |
SMURFIT STONE CON US TLB 4.75 5.000% 02/19/2016
Cusip: BAX393S66
|
350,000 | $348,103 | 0.10 % |
| 298. |
FSB GLOBAL TLB 2.50 2.530% 09/29/2013
Cusip: 30277#AA7
|
364,361.16 | $347,054 | 0.10 % |
| 299. |
PENTON MEDIA TLB 4.0 5.000% 08/01/2014
Cusip: BRS4QJRA1
|
485,500.76 | $345,919 | 0.10 % |
| 300. |
EUROPEAN INVESTMENT BANK 2.150% 01/18/2027
Cusip: BRS378FV5
|
29,100,000 | $345,423 | 0.10 % |
| 301. |
MANITOWOC TLA 4.5 4.752% 04/14/2013
Cusip: BAX2XG9A4
|
350,000 | $344,312 | 0.10 % |
| 302. |
PETROBRAS INTERNATIONAL FINANCE CO 7.875% 03/15/2019
Cusip: 71645WAN1
|
300,000 | $343,247 | 0.10 % |
| 303. |
SPANISH BRDCASTING SYS TLB 1.75 2.050% 06/10/2012
Cusip: 846425A*7
|
369,013 | $333,956 | 0.10 % |
| 304. |
NATIONAL POWER CORP 6.875% 11/02/2016
Cusip: 637193BE2
|
300,000 | $330,162 | 0.10 % |
| 305. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AF0
|
500,000 | $330,000 | 0.10 % |
| 306. |
HIT ENTERTAINMENT 1ST LIEN 2.25 5.499% 06/12/2014
Cusip: 43359#AA1
|
354,652.27 | $329,698 | 0.10 % |
| 307. |
MCC IOWA LLC TL D2 1.75 1.847% 01/31/2015
Cusip: BAX1L59K1
|
355,873.05 | $328,670 | 0.10 % |
| 308. |
CHEMTURA CORP DIP TLB 4.0 4.250% 01/30/2011
Cusip: BRS26JYP6
|
325,000 | $325,542 | 0.10 % |
| 309. |
VENETIAN CASINO RESORT TL 1.75 2.050% 05/23/2014
Cusip: 51783#AA0
|
368,221.21 | $325,323 | 0.10 % |
| 310. |
KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
|
280,000 | $325,191 | 0.10 % |
| 311. |
NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
|
310,000 | $319,246 | 0.09 % |
| 312. |
REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
|
300,000 | $316,968 | 0.09 % |
| 313. |
CLEARWIRE CORPORATION 12.000% 12/01/2015
Cusip: 18538AAA8
|
314,500 | $316,072 | 0.09 % |
| 314. |
METROPC WIRELESS INC TLB 2.50 2.625% 11/03/2013
Cusip: BAX2VS3Z1
|
325,627.89 | $310,942 | 0.09 % |
| 315. |
LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
|
310,000 | $310,775 | 0.09 % |
| 316. |
GRAHAM PACKAGING CO TLC 4.25 6.750% 04/05/2014
Cusip: BAX333PC2
|
308,345.13 | $308,924 | 0.09 % |
| 317. |
AMERISTAR CASINOS INC TLB 1.50 3.555% 11/10/2012
Cusip: 03070QA#8
|
311,023.35 | $307,847 | 0.09 % |
| 318. |
HCA INC TLB 2.75 2.540% 11/18/2013
Cusip: 404119A*0
|
324,432.35 | $305,524 | 0.09 % |
| 319. |
AVAYA INC 9.750% 11/01/2015
Cusip: 053499AE9
|
325,000 | $304,687 | 0.09 % |
| 320. |
INEOS FINANCE PLC 9.000% 05/15/2015
Cusip: 44984WAA5
|
305,000 | $302,712 | 0.09 % |
| 321. |
PETROBRAS INTERNATIONAL FINANCE CO 5.750% 01/20/2020
Cusip: 71645WAP6
|
300,000 | $302,114 | 0.09 % |
| 322. |
RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
|
300,000 | $301,290 | 0.09 % |
| 323. |
OSHKOSH CORP 8.250% 03/01/2017
Cusip: 688225AB7
|
289,000 | $300,560 | 0.09 % |
| 324. |
U.S. FOODSERVICE 10.250% 06/30/2015
Cusip: 91728CAD5
|
301,000 | $299,495 | 0.09 % |
| 325. |
SCOTTS MIRACLE-GRO CO 7.250% 01/15/2018
Cusip: 810186AH9
|
296,000 | $298,590 | 0.09 % |
| 326. |
GAZ CAPITAL SA 7.288% 08/16/2037
Cusip: 368266AH5
|
300,000 | $296,100 | 0.09 % |
| 327. |
CONSOLIDATED CONTAINER TL 5.5 5.750% 09/28/2014
Cusip: BRS3FEP00
|
350,000 | $295,750 | 0.09 % |
| 328. |
TPF GENERATING TENASCA PWR TL 2.0 2.290% 12/15/2013
Cusip: 87277@AA9
|
321,320.07 | $295,479 | 0.09 % |
| 329. |
JARDEN CORP TLB4 2.50 3.540% 01/26/2015
Cusip: BAX37QYH6
|
300,511.13 | $295,026 | 0.09 % |
| 330. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
280,000 | $294,700 | 0.09 % |
| 331. |
NEW CUSTOMER (N.E.WHLDGS) TLB 4.25 4.534% 03/31/2016
Cusip: BAX394JH0
|
297,857.14 | $292,197 | 0.09 % |
| 332. |
GAZ CAPITAL SA 6.510% 03/07/2022
Cusip: EG2357556
|
300,000 | $289,050 | 0.08 % |
| 333. |
ECOPETROL SA 7.625% 07/23/2019
Cusip: 279158AB5
|
255,000 | $288,787 | 0.08 % |
| 334. |
SIRIUS XM RADIO INC 8.750% 04/01/2015
Cusip: 82967NAD0
|
290,000 | $288,550 | 0.08 % |
| 335. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
280,000 | $287,700 | 0.08 % |
| 336. |
BROCADE COMMUNICATIONS 1ST LN 4.0 7.000% 10/07/2013
Cusip: BAX2X95T3
|
284,331.83 | $284,806 | 0.08 % |
| 337. |
YANKEE ACQ TLB 2.0 2.250% 02/06/2014
Cusip: 984756A@5
|
300,000 | $284,421 | 0.08 % |
| 338. |
MEDIACOM ILLINOIS TLE 3.0 4.500% 10/23/2017
Cusip: BAX395J95
|
300,000 | $283,950 | 0.08 % |
| 339. |
GATE HOUSE MEDIA 1ST LIEN 2.25 2.671% 08/28/2014
Cusip: BAX1L18Z8
|
698,527.84 | $282,407 | 0.08 % |
| 340. |
PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
|
255,000 | $281,912 | 0.08 % |
| 341. |
FORD MOTOR COMPANY TLB2 3.0 3.251% 12/15/2013
Cusip: BAX2ZXCJ2
|
298,496.25 | $280,120 | 0.08 % |
| 342. |
CONTECH CONST TLB 2.00 2.260% 01/31/2013
Cusip: 21075*AB2
|
363,268.63 | $278,808 | 0.08 % |
| 343. |
SOLUTIA INC TL 3.25 3.516% 03/17/2017
Cusip: BAX2XG708
|
275,000 | $274,268 | 0.08 % |
| 344. |
DAVITA INC TLB1 1.5 1.774% 10/05/2012
Cusip: 23918KC#3
|
280,893.29 | $272,887 | 0.08 % |
| 345. |
PETROLEOS DE VENEZUELA SA 5.125% 10/28/2016
Cusip: EI0184354
|
500,000 | $268,239 | 0.08 % |
| 346. |
INDONESIA (REPUBLIC OF) 11.500% 09/15/2019
Cusip: EF3693126
|
2,000,000,000 | $267,709 | 0.08 % |
| 347. |
PINNACLE ENTERTAINMENT INC 7.500% 06/15/2015
Cusip: 723456AG4
|
285,000 | $267,187 | 0.08 % |
| 348. |
HEALTH MANAGEMENT ASSOC TL 1.75 2.040% 02/28/2014
Cusip: 421933A*3
|
282,897.4 | $263,258 | 0.08 % |
| 349. |
MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
|
250,000 | $262,033 | 0.08 % |
| 350. |
FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
|
260,000 | $261,950 | 0.08 % |
| 351. |
SMURFIT STONE CON US REVOLVER 2.25 2.944% 11/01/2011
Cusip: BAX2ZVAL3
|
263,494.29 | $261,331 | 0.08 % |
| 352. |
INDONESIA (REPUBLIC OF) 11.000% 11/15/2020
Cusip: ED9787752
|
2,000,000,000 | $260,964 | 0.08 % |
| 353. |
CANNERY CASINO TL 2.25 2.715% 05/17/2013
Cusip: BAX1L70R1
|
288,114.17 | $258,222 | 0.08 % |
| 354. |
TELECOM ITALIA CAPITAL 5.250% 10/01/2015
Cusip: 87927VAQ1
|
255,000 | $257,358 | 0.08 % |
| 355. |
GEORGIA-PACIFIC CORPORATION 8.250% 05/01/2016
Cusip: 37331NAA9
|
235,000 | $250,568 | 0.07 % |
| 356. |
HARRAHS OPERATING COMPANY TLB1 3.0 3.266% 01/28/2015
Cusip: BRS4QJLL3
|
300,000 | $248,865 | 0.07 % |
| 357. |
AMC ENTERTAINMENT INC 11.000% 02/01/2016
Cusip: 001669AZ3
|
237,000 | $248,850 | 0.07 % |
| 358. |
BUCYRUS INTERNATIONAL TLC 3.0 3.251% 02/17/2016
Cusip: BRS4QJEY3
|
249,385.53 | $248,215 | 0.07 % |
| 359. |
UKRAINE GOVERNMENT 6.385% 06/26/2012
Cusip: EG5801113
|
250,000 | $248,119 | 0.07 % |
| 360. |
REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
|
3,250,000 | $247,812 | 0.07 % |
| 361. |
SEMINOLE TRIBE OF FLORIDA 6.535% 10/01/2020
Cusip: 81683RAC8
|
275,000 | $245,632 | 0.07 % |
| 362. |
AMER GEN FIN TL 5.50 LIBOR FL 1.75 7.250% 04/16/2015
Cusip: BAX3959D7
|
250,000 | $242,937 | 0.07 % |
| 363. |
GOODYEAR TIRE & RUBBER 2ND LN 1.75 2.240% 04/30/2014
Cusip: 382550E@6
|
263,296.91 | $242,101 | 0.07 % |
| 364. |
REPUBLIC OF URUGUAY 8.000% 11/18/2022
Cusip: 917288BC5
|
200,000 | $241,000 | 0.07 % |
| 365. |
NORTEK INC 11.000% 12/01/2013
Cusip: 656559BK6
|
230,000 | $239,775 | 0.07 % |
| 366. |
PERU (THE REPUBLIC OF) 7.350% 07/21/2025
Cusip: 715638AS1
|
200,000 | $239,500 | 0.07 % |
| 367. |
NIELSEN FINANCE VNU TLB 2.75 4.100% 05/02/2016
Cusip: BAX373FE5
|
248,743.72 | $238,846 | 0.07 % |
| 368. |
UPC BROADBAND HLDG TL 3.50 3.749% 12/31/2016
Cusip: BAX37X344
|
250,000 | $234,375 | 0.07 % |
| 369. |
BERTIN LTDA 10.250% 10/05/2016
Cusip: 08589QAA2
|
220,000 | $233,200 | 0.07 % |
| 370. |
CARESTREAM HEALTH TL 2.0 2.354% 04/30/2013
Cusip: BRS26JQ00
|
246,429.99 | $231,587 | 0.07 % |
| 371. |
REVOLUTION STUDIOS TLB 3.75 4.288% 12/21/2014
Cusip: BAX19RL07
|
270,217.79 | $229,685 | 0.07 % |
| 372. |
ANADARKO PETROLEUM CORPORATION 5.950% 09/15/2016
Cusip: 032511AX5
|
265,000 | $228,084 | 0.07 % |
| 373. |
INDONESIA (REPUBLIC OF) 6.875% 01/17/2018
Cusip: 455780AY2
|
200,000 | $226,000 | 0.07 % |
| 374. |
STYRON TL 5.75 7.500% 06/14/2016
Cusip: BAX397ED7
|
225,000 | $224,507 | 0.07 % |
| 375. |
SENSUS METERING SYSTEMS TLB3 2.5 7.000% 06/23/2013
Cusip: BRS26K4B7
|
223,312.5 | $223,312 | 0.07 % |
| 376. |
OSHKOSH CORP 8.500% 03/01/2020
Cusip: 688225AD3
|
211,000 | $219,440 | 0.06 % |
| 377. |
BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
|
210,000 | $215,020 | 0.06 % |
| 378. |
AMERICAN RENAL HOLDINGS INC 8.375% 05/15/2018
Cusip: 029229AA9
|
217,000 | $214,830 | 0.06 % |
| 379. |
COMMUNITY HEALTH SYS INC TL 2.25 2.574% 07/25/2014
Cusip: BAX1PVFP2
|
230,389.62 | $214,550 | 0.06 % |
| 380. |
CANNERY CASINO DDTL 2.25 2.715% 05/16/2014
Cusip: BAX1L70T7
|
238,225.96 | $213,510 | 0.06 % |
| 381. |
RITE AID CORPORATION 7.500% 03/01/2017
Cusip: 767754BL7
|
240,000 | $212,400 | 0.06 % |
| 382. |
TIME WARNER TELECOM TLB 2.0 2.000% 01/07/2013
Cusip: 88731#AC1
|
221,264.15 | $212,137 | 0.06 % |
| 383. |
GEORGIA PACIFIC TLB 2.0 2.260% 12/20/2012
Cusip: 37330#AA7
|
219,679.55 | $211,990 | 0.06 % |
| 384. |
CMP SUSQUEHANNA TL 2.0 2.272% 05/05/2013
Cusip: 126001A*7
|
249,294.5 | $211,900 | 0.06 % |
| 385. |
DOLE FOODS COMPANY TLC1 3.25 3.502% 03/03/2017
Cusip: BRS29CZJ1
|
212,363.55 | $211,686 | 0.06 % |
| 386. |
BUFFETS INC PF 1ST LN LOC 8.0 8.374% 04/22/2015
Cusip: BAX395V91
|
282,150.48 | $211,612 | 0.06 % |
| 387. |
FIRST DATA CORP TLB1 2.75 3.045% 09/24/2014
Cusip: BAX394Y34
|
250,000 | $210,287 | 0.06 % |
| 388. |
CONTINENTAL RESOURCES INC. 7.375% 10/01/2020
Cusip: 212015AC5
|
212,000 | $209,880 | 0.06 % |
| 389. |
FITNESS HOLDINGS TL 4.75 5.066% 04/21/2016
Cusip: BAX395EU3
|
225,000 | $208,125 | 0.06 % |
| 390. |
INDIANA MICHIGAN POWER COMPANY 6.050% 03/15/2037
Cusip: 454889AM8
|
200,000 | $207,169 | 0.06 % |
| 391. |
AES DOMINICANA ENERGIA FINANCE SA 11.000% 12/13/2015
Cusip: 00105PAA6
|
200,000 | $206,000 | 0.06 % |
| 392. |
FREESCALE SEMICONDUCTOR TL 4.25 4.604% 12/01/2016
Cusip: BAX3946H4
|
232,743.18 | $204,406 | 0.06 % |
| 393. |
CIRCUS & ELDORADO JT VENTURE 10.125% 03/01/2012
Cusip: 17274RAB9
|
220,000 | $203,500 | 0.06 % |
| 394. |
COLOMBIA (REPUBLIC OF) 9.850% 06/28/2027
Cusip: EG5593306
|
300,000,000 | $203,404 | 0.06 % |
| 395. |
ARAMARK CORP TL 3.25 3.540% 07/26/2016
Cusip: BAX3954E0
|
211,171.37 | $203,102 | 0.06 % |
| 396. |
CEQUEL COMMUNICATIONS LLC TL 2.00 2.292% 11/05/2013
Cusip: BAX1P5WY1
|
213,090.12 | $202,258 | 0.06 % |
| 397. |
MICHAELS STORES INC TLB2 4.5 4.863% 07/31/2016
Cusip: BAX38M347
|
212,745.16 | $201,710 | 0.06 % |
| 398. |
IRAQ (REPUBLIC OF) 5.800% 01/15/2028
Cusip: 462652AA6
|
250,000 | $201,250 | 0.06 % |
| 399. |
CAYMAN ISLANDS (GOVERNMENT OF) 5.950% 11/24/2019
Cusip: 14976CAA2
|
200,000 | $200,609 | 0.06 % |
| 400. |
CONSTELLATION BRANDS EXT TLB 1.50 3.125% 06/05/2015
Cusip: BAX393GX0
|
203,983.83 | $200,210 | 0.06 % |
| 401. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
201,823.48 | $199,300 | 0.06 % |
| 402. |
INTEGRA TELECOM TL 7.25 9.250% 04/23/2015
Cusip: BAX395GQ0
|
200,000 | $199,250 | 0.06 % |
| 403. |
QUEBECOR WORLD TL 6.0 9.000% 07/21/2012
Cusip: BRS2ZULZ1
|
198,916.67 | $198,916 | 0.06 % |
| 404. |
CHRYSLER FINANCIAL 2ND LN 6.5 6.784% 08/03/2013
Cusip: BRS4YJYK2
|
200,000 | $198,792 | 0.06 % |
| 405. |
BOLTHOUSE FARMS TL 2ND LN 7.5 7.750% 08/08/2016
Cusip: BRS1ZXAL0
|
200,000 | $198,562 | 0.06 % |
| 406. |
LODGENET ENTERTAIN CORP TLB 2.0 2.300% 04/04/2014
Cusip: 540211B@7
|
216,835.87 | $196,598 | 0.06 % |
| 407. |
MARFRIG OVERSEAS LTD 9.500% 05/04/2020
Cusip: 56656PAB9
|
200,000 | $195,500 | 0.06 % |
| 408. |
EMMIS OPERATING CO TLB 2.00 4.288% 11/01/2013
Cusip: BAX17CRG1
|
223,876.35 | $195,332 | 0.06 % |
| 409. |
DELUXE COMMUNICATIONS TL 2.25 6.250% 05/11/2013
Cusip: 24803#AC9
|
220,188 | $194,866 | 0.06 % |
| 410. |
IMG WORLDWIDE INC TLB 5.25 7.250% 06/11/2015
Cusip: BAX397B32
|
200,000 | $194,000 | 0.06 % |
| 411. |
ARDENT HEALTH SERVICES TLB 5.0 5.261% 09/15/2015
Cusip: BRS2ZUL65
|
200,000 | $193,876 | 0.06 % |
| 412. |
GREENWOOD RACING INC TLB 2.25 2.610% 11/28/2011
Cusip: BAX183G80
|
200,000 | $193,500 | 0.06 % |
| 413. |
CINEMARK USA INC EXT TL 3.25 3.588% 04/30/2016
Cusip: BRS4QJH04
|
199,500 | $193,365 | 0.06 % |
| 414. |
TRANSDIGM INC TL 2.0 2.278% 06/23/2013
Cusip: 893647A#4
|
200,000 | $193,000 | 0.06 % |
| 415. |
LIVE NATION ENTERTAINMENT INC 8.125% 05/15/2018
Cusip: 538034AC3
|
200,000 | $192,500 | 0.06 % |
| 416. |
SPIRIT AEROSYSTEMS TLB 2.25 2.050% 09/30/2013
Cusip: 84857#AA2
|
199,149.28 | $192,328 | 0.06 % |
| 417. |
CERVECERIA NACIONAL DOMI 16.000% 03/27/2012
Cusip: 157107AA1
|
200,000 | $192,180 | 0.06 % |
| 418. |
AFFINION GROUP INC TLB 3.5 3.798% 10/09/2016
Cusip: BRS1ZX9Y4
|
200,000 | $190,084 | 0.06 % |
| 419. |
AMSCAN TL 2.25 2.534% 05/27/2013
Cusip: BRS1ZXGY6
|
200,546.95 | $190,018 | 0.06 % |
| 420. |
NOVELIS INC TL 2.0 2.273% 07/06/2014
Cusip: 67000#AB1
|
201,006.86 | $188,695 | 0.06 % |
| 421. |
CARMIKE CINEMAS INC TL 3.5 5.500% 01/27/2016
Cusip: BRS1ZXQN9
|
188,179.26 | $186,901 | 0.05 % |
| 422. |
KB HOME 6.250% 06/15/2015
Cusip: 48666KAM1
|
210,000 | $186,900 | 0.05 % |
| 423. |
NEIMAN MARCUS TLB 1.75 2.252% 04/06/2013
Cusip: 640204A@2
|
200,000 | $186,850 | 0.05 % |
| 424. |
SERVICEMASTER CO TL 2.75 3.249% 07/24/2014
Cusip: BAX335R01
|
204,097.97 | $186,239 | 0.05 % |
| 425. |
BLB WEMBLY TL-1ST LN 2.5 2.510% 07/18/2011
Cusip: BAX0Y48Y3
|
262,899.83 | $186,001 | 0.05 % |
| 426. |
GENERAL NUTRITION CENTERS TLB 2.25 2.567% 09/16/2013
Cusip: BRS26JV95
|
193,835.39 | $181,720 | 0.05 % |
| 427. |
CW MEDIA HOLDINGS TLB 3.25 3.290% 02/16/2015
Cusip: C1466@AA8
|
184,875.2 | $179,445 | 0.05 % |
| 428. |
TREASURY NOTE 2.625% 12/31/2014
Cusip: 912828ME7
|
170,000 | $177,012 | 0.05 % |
| 429. |
DYNEGY HOLDINGS INC LOC 1.5 2.038% 04/02/2013
Cusip: BAX2X3Z14
|
184,887.98 | $173,471 | 0.05 % |
| 430. |
NALCO INCREMENTAL TL 3.5 3.921% 05/13/2016
Cusip: BRS26K0J4
|
173,687.5 | $173,036 | 0.05 % |
| 431. |
SYNAGRO TECH TL 2.0 2.533% 04/02/2014
Cusip: BAX1HC2N2
|
199,487.18 | $171,060 | 0.05 % |
| 432. |
CHART INDUSTRIES INC 9.125% 10/15/2015
Cusip: 16115QAB6
|
170,000 | $170,637 | 0.05 % |
| 433. |
TREASURY NOTE 3.500% 05/15/2020
Cusip: 912828ND8
|
163,000 | $170,589 | 0.05 % |
| 434. |
CCO HOLDINGS LLC/CAP CORP 8.125% 04/30/2020
Cusip: 1248EPAM5
|
158,000 | $161,555 | 0.05 % |
| 435. |
EMDEON BUS SER TLB 1ST LIEN 2.5 2.300% 11/18/2013
Cusip: 29084@AA4
|
167,394.04 | $160,907 | 0.05 % |
| 436. |
WESTERN REFINING TL 1.75 10.750% 05/30/2014
Cusip: 959319A*5
|
175,556.05 | $159,843 | 0.05 % |
| 437. |
US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
|
155,000 | $159,376 | 0.05 % |
| 438. |
DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
|
173,586.14 | $158,723 | 0.05 % |
| 439. |
SERVICEMASTER CO LOC 3.0 3.295% 07/24/2014
Cusip: BAX394Y42
|
175,000 | $157,792 | 0.05 % |
| 440. |
BRENNTAG TLB2 2.5 4.029% 01/20/2014
Cusip: L1241@AA0
|
159,860.77 | $157,063 | 0.05 % |
| 441. |
GRAY TELEVISION INC TL 1.50 3.778% 12/31/2014
Cusip: 389375C*5
|
165,962.05 | $154,897 | 0.05 % |
| 442. |
ABH FINANCIAL LT 8.200% 06/25/2012
Cusip: 015395AA4
|
150,000 | $153,750 | 0.05 % |
| 443. |
INFOR ENTERPRISES EXT TL 3.75 4.178% 07/25/2015
Cusip: BAX395YX5
|
163,747.2 | $151,739 | 0.04 % |
| 444. |
CAPELLA HEALTHCARE INC 9.250% 07/01/2017
Cusip: 13959RAA2
|
150,000 | $151,125 | 0.04 % |
| 445. |
LYONDELL CHEMICAL TLB 4.0 4.292% 04/08/2016
Cusip: BAX394RW8
|
150,000 | $150,583 | 0.04 % |
| 446. |
MICHAEL FOODS TLB 4.5 6.250% 06/29/2016
Cusip: BRS26JZN0
|
150,000 | $149,719 | 0.04 % |
| 447. |
PANAMSAT CORPORATION TLB2A 2.0 2.792% 01/03/2014
Cusip: BAX2UEAW2
|
161,674.63 | $149,710 | 0.04 % |
| 448. |
PANAMSAT CORPORATION TLB2B 2.0 2.792% 01/03/2014
Cusip: BAX2UEAX0
|
161,625 | $149,664 | 0.04 % |
| 449. |
PANAMSAT CORPORATION TLB2C 2.0 2.792% 01/03/2014
Cusip: BAX2UEAY8
|
161,625 | $149,664 | 0.04 % |
| 450. |
REXNORD CORP TLB2 2.25 2.534% 07/19/2013
Cusip: BAX1L70W0
|
158,737.47 | $149,560 | 0.04 % |
| 451. |
ZUFFA INC TL 5.50 5.805% 06/18/2015
Cusip: BAX384255
|
149,250 | $149,250 | 0.04 % |
| 452. |
BOLTHOUSE FARMS TL 1ST LN 3.5 3.750% 02/08/2016
Cusip: BRS26JPD3
|
149,875 | $148,487 | 0.04 % |
| 453. |
JARDEN CORP 7.500% 01/15/2020
Cusip: 471109AD0
|
151,000 | $147,225 | 0.04 % |
| 454. |
HUNTSMAN INTERNATIONAL TLB 1.75 2.056% 04/21/2014
Cusip: 44701QA@1
|
158,839.43 | $146,727 | 0.04 % |
| 455. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
138,000 | $145,935 | 0.04 % |
| 456. |
CINCINNATI BELL INC 8.250% 10/15/2017
Cusip: 171871AL0
|
155,000 | $144,925 | 0.04 % |
| 457. |
REGENCY ENERGY PARTNERS 8.375% 12/15/2013
Cusip: 75886AAB4
|
140,000 | $144,200 | 0.04 % |
| 458. |
SELECT MEDICAL CORP EXT TLB 3.75 4.025% 08/22/2014
Cusip: BRS43MLG2
|
150,000 | $144,000 | 0.04 % |
| 459. |
PETCO ANIMAL SUPPLIES TL 2.75 2.525% 10/26/2013
Cusip: 716017A*9
|
149,613.4 | $142,506 | 0.04 % |
| 460. |
MILLENIUM CHEM (CRISTAL) TL 2.25 2.050% 05/15/2014
Cusip: BAX1L9JZ9
|
155,393.83 | $141,667 | 0.04 % |
| 461. |
PANTRY INC TL 1.75 2.210% 05/15/2014
Cusip: BAX1L65N7
|
148,351.86 | $141,490 | 0.04 % |
| 462. |
REYNOLDS & REYNOLDS TL 3.50 3.823% 04/21/2017
Cusip: BAX395DD2
|
142,994.5 | $140,939 | 0.04 % |
| 463. |
BIOMET TL 3.00 3.282% 03/25/2015
Cusip: 090613A*1
|
146,474.76 | $140,359 | 0.04 % |
| 464. |
SPRINGS WINDOWS TLB 2.25 3.063% 12/31/2012
Cusip: 85181#AA6
|
147,399.78 | $138,924 | 0.04 % |
| 465. |
SINCLAIR TELEVISION GROUP TLB 4.5 4.781% 10/31/2015
Cusip: BAX3889A8
|
138,636.36 | $138,636 | 0.04 % |
| 466. |
GEORGIA PACIFIC TLC 3.25 3.728% 12/23/2014
Cusip: BRS26JUU9
|
140,875.6 | $138,453 | 0.04 % |
| 467. |
BWAY TLB 3.75 5.500% 06/16/2017
Cusip: BAX396PF2
|
137,142.86 | $136,857 | 0.04 % |
| 468. |
CONSTELLATION BRANDS TLB 1.50 1.750% 06/05/2013
Cusip: 21036PC@5
|
138,483.35 | $134,080 | 0.04 % |
| 469. |
SALLY HOLDINGS TLB 2.5 2.500% 11/16/2013
Cusip: 79546#AA9
|
138,737.88 | $133,102 | 0.04 % |
| 470. |
OSHKOSH TRUCK TLB 2.00 6.259% 12/06/2013
Cusip: 688239B@0
|
132,644.47 | $132,706 | 0.04 % |
| 471. |
VENEZUELA (REPUBLIC OF) 6.000% 12/09/2020
Cusip: P97475AG5
|
250,000 | $131,875 | 0.04 % |
| 472. |
PEP BOYS TLB 2.75 2.540% 10/27/2013
Cusip: BAX173A53
|
137,553.71 | $130,676 | 0.04 % |
| 473. |
ALERIS INTERNATIONAL INC
Cusip: BAX397PJ2
|
3,583 | $129,883 | 0.04 % |
| 474. |
BOSTON GENERATING LLC TLB 2.25 2.540% 12/20/2013
Cusip: 10075#AA3
|
152,580.19 | $128,052 | 0.04 % |
| 475. |
RIVERSIDE ENERGY CENTER TL 4.25 4.499% 06/24/2011
Cusip: 76913#AA0
|
128,394.12 | $127,110 | 0.04 % |
| 476. |
HIT ENTERTAINMENT TLC 2ND LIEN 5.5 6.010% 02/26/2013
Cusip: BAX0EYKB5
|
200,000 | $127,000 | 0.04 % |
| 477. |
PHILIPPINES (REPUBLIC OF THE) 8.750% 10/07/2016
Cusip: 718286AC1
|
100,000 | $126,250 | 0.04 % |
| 478. |
CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
|
120,000 | $125,241 | 0.04 % |
| 479. |
ROCKWOOD SPECIALTIES GRP TLH 4.25 6.000% 05/15/2014
Cusip: BRS1ZX783
|
125,000 | $125,000 | 0.04 % |
| 480. |
VENOCO 2ND LIEN 4.0 4.428% 05/07/2014
Cusip: BAX1L1912
|
140,302.43 | $124,448 | 0.04 % |
| 481. |
NTELOS INC TL 3.75 5.750% 08/12/2015
Cusip: BRS26K0S4
|
124,375 | $123,882 | 0.04 % |
| 482. |
REYNOLDS CONSUMER PRODUCTS TL 4.25 4.610% 05/04/2016
Cusip: BAX395SP9
|
125,000 | $123,853 | 0.04 % |
| 483. |
PERU (THE REPUBLIC OF) 8.750% 11/21/2033
Cusip: 715638AP7
|
91,000 | $123,305 | 0.04 % |
| 484. |
BOGOTA DISTRIO CAPITAL 9.750% 07/26/2028
Cusip: 097230AB2
|
200,000,000 | $123,230 | 0.04 % |
| 485. |
TREASURY NOTE 1.500% 07/15/2012
Cusip: 912828LB4
|
120,000 | $122,184 | 0.04 % |
| 486. |
BRENNTAG 2ND LN 4.0 4.251% 03/21/2016
Cusip: BRS1ZXD78
|
125,000 | $122,083 | 0.04 % |
| 487. |
WIDE OPEN WEST FINANCE TL 6.5 6.749% 06/21/2014
Cusip: BRS4QJXF3
|
123,443.35 | $121,900 | 0.04 % |
| 488. |
ALLIANCE IMAGING TL 3.50 4.010% 06/01/2016
Cusip: BRS1ZXGP5
|
124,375 | $121,679 | 0.04 % |
| 489. |
CONSECO TLB 2.00 7.500% 10/10/2013
Cusip: 208464D*5
|
125,000 | $120,651 | 0.04 % |
| 490. |
JETRO HOLDINGS TL 2.5 2.600% 07/02/2014
Cusip: BAX1PCPC2
|
125,000 | $119,843 | 0.04 % |
| 491. |
HUNTSMAN INTERNATIONAL TLC 2.25 2.789% 06/30/2016
Cusip: BRS4QJM73
|
128,186.24 | $119,419 | 0.04 % |
| 492. |
MARFRIG OVERSEAS LTD 9.625% 11/16/2016
Cusip: 56656PAA1
|
120,000 | $119,400 | 0.04 % |
| 493. |
IASIS HEALTHCARE LOC 2.0 0.016% 03/14/2014
Cusip: 45072@AA4
|
127,186.01 | $118,654 | 0.03 % |
| 494. |
WESCO AIRPORT HDWE TL 2ND LN 5.75 6.283% 03/28/2014
Cusip: BAX15D104
|
125,000 | $118,437 | 0.03 % |
| 495. |
HEXION SPECIALTY CHEM TLC1B 2.25 4.063% 05/05/2015
Cusip: 428300B*7
|
130,599.32 | $118,192 | 0.03 % |
| 496. |
REGAL CINEMAS TL 3.5 3.790% 11/19/2016
Cusip: BRS1ZXER3
|
119,950.76 | $117,016 | 0.03 % |
| 497. |
TPF (TENASCA PWR) SYNTHETIC LC 2.0 0.190% 12/15/2013
Cusip: 87277@AC5
|
126,823.03 | $116,623 | 0.03 % |
| 498. |
INTELSAT JACKSON HOLDINGS TL 3.0 3.538% 02/01/2014
Cusip: BAX2W45V0
|
125,000 | $114,661 | 0.03 % |
| 499. |
QUEBECOR MEDIA TLB 2.0 2.303% 01/17/2013
Cusip: 74819RA*7
|
119,137.82 | $114,074 | 0.03 % |
| 500. |
MILLENIUM CHEM(CRISTAL) 2LN 5.75 6.210% 11/15/2014
Cusip: BAX1L9JY2
|
125,000 | $112,916 | 0.03 % |
| 501. |
NORANDA ALUMINIUM ACQUIS TL 2.0 2.248% 05/18/2014
Cusip: 65543AA*5
|
124,295.49 | $112,901 | 0.03 % |
| 502. |
SMURFIT STONE CONT TLC 2.0 2.847% 11/01/2011
Cusip: C8415#AA3
|
113,730.48 | $112,796 | 0.03 % |
| 503. |
EMPRESAS PUBLIC MEDELLIN 7.625% 07/29/2019
Cusip: 29246BAA6
|
100,000 | $112,321 | 0.03 % |
| 504. |
HERTZ CORP SYNTHETIC LC 1.75 0.271% 12/21/2012
Cusip: 428040J*1
|
118,184.11 | $112,253 | 0.03 % |
| 505. |
WESCO AIRPORT HDWE TL 1ST LN 2.25 2.563% 09/30/2013
Cusip: 95082@AA7
|
116,076.01 | $110,707 | 0.03 % |
| 506. |
PERU (THE REPUBLIC OF) 6.550% 03/14/2037
Cusip: 715638AU6
|
100,000 | $110,500 | 0.03 % |
| 507. |
ARAMARK CORP TL 2.125 0.113% 01/26/2014
Cusip: 038521A#7
|
117,231.25 | $109,318 | 0.03 % |
| 508. |
CSX CORPORATION 5.750% 03/15/2013
Cusip: 126408GL1
|
100,000 | $109,292 | 0.03 % |
| 509. |
BOISE CASCADE LLC 7.125% 10/15/2014
Cusip: 097395AH0
|
116,000 | $109,185 | 0.03 % |
| 510. |
SANDRIDGE ENERGY INC PIK 8.625% 04/01/2015
Cusip: 80007PAF6
|
110,000 | $106,837 | 0.03 % |
| 511. |
NOVELIS INC 7.250% 02/15/2015
Cusip: 67000XAB2
|
110,000 | $106,150 | 0.03 % |
| 512. |
FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
|
104,000 | $105,040 | 0.03 % |
| 513. |
NATIONAL MENTOR TLB 2.5 2.300% 06/29/2013
Cusip: BAX0YX7S3
|
115,440.7 | $102,165 | 0.03 % |
| 514. |
SEMINOLE TRIBE OF FL DD TLB2 1.5 1.813% 03/05/2014
Cusip: BAX1FN7X3
|
110,136.62 | $102,151 | 0.03 % |
| 515. |
TRANSUNION LLC INC TLB 5.0 6.750% 06/15/2017
Cusip: BAX397BA6
|
100,000 | $100,375 | 0.03 % |
| 516. |
PILOT TRAVEL CENTER TLB 3.25 3.788% 01/15/2016
Cusip: BAX38WPD1
|
100,000 | $99,917 | 0.03 % |
| 517. |
PHILLIPS VAN HEUSEN TL 3.0 3.374% 05/06/2016
Cusip: BAX395UC5
|
100,000 | $99,903 | 0.03 % |
| 518. |
HILLMAN GROUP INC TLB 3.75 4.286% 05/27/2016
Cusip: BAX396WR8
|
100,000 | $99,833 | 0.03 % |
| 519. |
DENNYS L/C 2.25 0.350% 03/31/2012
Cusip: BRS1ZXGJ9
|
100,000 | $99,000 | 0.03 % |
| 520. |
GREAT POINT POWER TL DD 3.50 3.752% 02/23/2017
Cusip: BRS43MGJ2
|
100,000 | $99,000 | 0.03 % |
| 521. |
CALPINE CORPORATION TLB 5.5 7.000% 06/08/2017
Cusip: BRS26JRV1
|
100,000 | $98,875 | 0.03 % |
| 522. |
MICHAELS STORES INC 11.375% 11/01/2016
Cusip: 594087AM0
|
95,000 | $98,800 | 0.03 % |
| 523. |
PIERRE FOODS INC TL 5.0 5.254% 03/03/2016
Cusip: BRS26JUL9
|
98,750 | $98,542 | 0.03 % |
| 524. |
VANGUARD HEALTH SYSTEMS TL 3.5 3.749% 01/29/2016
Cusip: BRS26K6L3
|
100,000 | $98,393 | 0.03 % |
| 525. |
WEATHER CHANNEL TL 3.5 3.766% 09/14/2015
Cusip: BAX394DR4
|
98,429.69 | $97,919 | 0.03 % |
| 526. |
WEST CORPORATION 11.000% 10/15/2016
Cusip: 952355AF2
|
96,000 | $97,680 | 0.03 % |
| 527. |
CAPITAL AUTOMOTIVE TL 1.75 2.000% 12/16/2010
Cusip: 139733A*0
|
100,000 | $97,350 | 0.03 % |
| 528. |
CARIS DIAGNOSTICS TLB 5.0 5.249% 01/29/2016
Cusip: BRS1ZXBR6
|
99,750 | $97,256 | 0.03 % |
| 529. |
AMC ENTERTAINMENT TLB 1.75 2.095% 01/28/2013
Cusip: 00166@AA6
|
101,837.75 | $97,109 | 0.03 % |
| 530. |
CHG HEALTHCARE SERVICES TLC 6.0 6.538% 12/20/2013
Cusip: BAX1BB9D5
|
100,000 | $96,000 | 0.03 % |
| 531. |
QUAD GRAPHICS TLB 4.0 4.313% 01/26/2016
Cusip: BAX395DC4
|
100,000 | $95,750 | 0.03 % |
| 532. |
CALUMET LUBRICANTS CO TLB 4.0 4.250% 01/03/2015
Cusip: 13143#AC1
|
106,400.18 | $95,494 | 0.03 % |
| 533. |
ASURION CORP TL 3.00 3.250% 07/03/2014
Cusip: 04649@AA5
|
99,500 | $93,867 | 0.03 % |
| 534. |
NUVEEN INVESTMENTS TLB 3.0 3.291% 11/13/2014
Cusip: 67090FA@5
|
112,699.61 | $93,681 | 0.03 % |
| 535. |
TURKEY (REPUBLIC OF) 8.000% 02/14/2034
Cusip: 900123AT7
|
80,000 | $93,500 | 0.03 % |
| 536. |
ALLIANCE LAUNDRY TL 2.5 2.578% 01/27/2012
Cusip: BAX0ZN895
|
96,442.52 | $93,428 | 0.03 % |
| 537. |
SENSATA TECH BV TL 1.75 2.078% 04/27/2013
Cusip: BAX0UEHV1
|
100,000 | $93,150 | 0.03 % |
| 538. |
PHILIPPINES (REPUBLIC OF THE) 9.875% 01/15/2019
Cusip: 718286AK3
|
70,000 | $93,016 | 0.03 % |
| 539. |
CUMULUS TL 1.75 4.259% 06/11/2014
Cusip: 231082C@5
|
102,717.48 | $92,445 | 0.03 % |
| 540. |
HANESBRANDS INC TL 3.25 3.504% 12/10/2015
Cusip: BRS2ZUJ68
|
92,124.94 | $92,206 | 0.03 % |
| 541. |
JOHN MANEELY CO TL 3.25 3.501% 11/28/2013
Cusip: BRS26JS24
|
97,442.56 | $91,676 | 0.03 % |
| 542. |
LEVI STRAUSS TL 2.25 2.513% 03/27/2014
Cusip: 52736RC*1
|
100,000 | $91,333 | 0.03 % |
| 543. |
GREEKTOWN CASINO LLC TLB 0.000% 12/03/2012
Cusip: 392484A*2
|
83,836.2 | $91,102 | 0.03 % |
| 544. |
MLMT_05-CKI1 5.077% 11/12/2037
Cusip: 59022HKZ4
|
90,057.45 | $90,380 | 0.03 % |
| 545. |
CUSTOM BUILDING PRODUCTS TLB 4.0 4.271% 03/17/2015
Cusip: BRS26JS73
|
91,186.44 | $90,274 | 0.03 % |
| 546. |
AGA MEDICAL TLB 2.25 2.450% 04/28/2013
Cusip: BAX0UTVN0
|
100,000 | $89,750 | 0.03 % |
| 547. |
ALLISON TRANSMISSION INC TLB 2.75 3.000% 08/07/2014
Cusip: BAX2XGHL1
|
97,925.37 | $89,014 | 0.03 % |
| 548. |
AMERICAN AXLE & MANUFACTURING INC 9.250% 01/15/2017
Cusip: 02406PAG5
|
85,000 | $87,337 | 0.03 % |
| 549. |
SMURFIT STONE CON CAD REVOLVER 2.2 3.169% 11/01/2011
Cusip: BAX2ZVAK5
|
87,613.5 | $86,894 | 0.03 % |
| 550. |
HEXION SPECIALTY CHEM TLC5B 2.25 2.787% 05/05/2015
Cusip: BRS1ZX841
|
97,250 | $86,552 | 0.03 % |
| 551. |
TELESAT TL 3.0 3.324% 10/31/2014
Cusip: BAX26PPG3
|
90,053.13 | $85,775 | 0.03 % |
| 552. |
NOVELIS INC CANADA TL 2.0 2.250% 07/06/2014
Cusip: 67000XA@5
|
91,362.34 | $85,766 | 0.03 % |
| 553. |
DOLE FOODS COMPANY TLB1 3.25 3.502% 03/03/2017
Cusip: BRS29CZH5
|
85,501.16 | $85,228 | 0.02 % |
| 554. |
SUPERVALU TLB2 2.75 3.104% 10/05/2015
Cusip: BAX395MR1
|
88,213.54 | $83,927 | 0.02 % |
| 555. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.750% 07/04/2034
Cusip: EC8300625
|
55,000 | $83,049 | 0.02 % |
| 556. |
INTERPUBLIC GROUP OF COMPANIES 10.000% 07/15/2017
Cusip: 460690BF6
|
75,000 | $82,687 | 0.02 % |
| 557. |
PIONEER NATURAL RESOURCES COMPANY 7.500% 01/15/2020
Cusip: 723787AJ6
|
80,000 | $82,400 | 0.02 % |
| 558. |
VENEZUELA (REPUBLIC OF) 7.650% 04/21/2025
Cusip: ED8955574
|
150,000 | $81,000 | 0.02 % |
| 559. |
EDISON MISSION ENERGY 7.750% 06/15/2016
Cusip: 281023AR2
|
115,000 | $79,925 | 0.02 % |
| 560. |
INFOR ENTER 2ND LN DD EXT TL 3.75 4.178% 07/28/2015
Cusip: BAX395YU1
|
85,436.55 | $79,171 | 0.02 % |
| 561. |
OSI RESTAURANT PARTNERS TLB 2.25 2.625% 06/14/2014
Cusip: 67110@AB0
|
91,713.11 | $78,447 | 0.02 % |
| 562. |
LENDER PROCESS SERVICES TLB 2.5 2.854% 07/01/2014
Cusip: BAX2W2544
|
77,853.17 | $77,074 | 0.02 % |
| 563. |
JARDEN CORP TLB1 2.0 2.040% 01/24/2012
Cusip: 471109A@7
|
78,946.28 | $76,958 | 0.02 % |
| 564. |
NRG ENERGY TL 1.75 1.998% 02/01/2013
Cusip: 629377C#7
|
78,784.08 | $75,304 | 0.02 % |
| 565. |
BIG WEST OIL TLB 9.5 9.752% 02/19/2015
Cusip: BRS4QJEA5
|
75,000 | $75,281 | 0.02 % |
| 566. |
INFORMATION SOLUTIONS CO TLB 3.25 3.553% 04/12/2016
Cusip: BRS4QJMF5
|
75,000 | $74,625 | 0.02 % |
| 567. |
PRESTIGE BRANDS INC TLB 3.25 3.521% 03/24/2016
Cusip: BRS1ZXET9
|
75,000 | $74,562 | 0.02 % |
| 568. |
SEMINOLE TRIBE OF FL DD TLB3 1.5 1.813% 03/05/2014
Cusip: BAX1FW8Z7
|
80,269.81 | $74,450 | 0.02 % |
| 569. |
LIVE NATION WORLDWIDE INC TLB 3.0 3.428% 11/07/2016
Cusip: BAX395WP4
|
75,000 | $74,343 | 0.02 % |
| 570. |
UNIVERSAL CITY DEVELOPMENT TL 4.25 4.671% 11/06/2014
Cusip: BRS26K690
|
74,625 | $74,213 | 0.02 % |
| 571. |
ADVANTAGE SALES & MARKETING TL 3.5 3.853% 05/05/2016
Cusip: BAX395R70
|
75,000 | $74,156 | 0.02 % |
| 572. |
REYNOLDS CONSUMER PRODUCTS TL 4.25 4.374% 05/05/2016
Cusip: BAX388H76
|
74,531.25 | $74,065 | 0.02 % |
| 573. |
SIX FLAGS PREMIER PARKS TL 4.0 4.347% 06/30/2016
Cusip: BAX395PM9
|
75,000 | $73,462 | 0.02 % |
| 574. |
AMN HEALTHCARE SERVICES INC TL 4.0 4.251% 12/23/2013
Cusip: BRS1ZXQZ2
|
74,062.5 | $72,951 | 0.02 % |
| 575. |
SAN PASQUAL CASINO DEV GROUP 8.000% 09/15/2013
Cusip: 799183AA6
|
76,000 | $72,200 | 0.02 % |
| 576. |
INTERGRAPH CORP TLB1 4.0 4.256% 05/29/2014
Cusip: BRS4BZ5R8
|
72,000 | $71,910 | 0.02 % |
| 577. |
WILLIAM CARTER COM TLB 1LN 1.5 1.748% 07/14/2012
Cusip: 96926#AC9
|
73,095.56 | $71,542 | 0.02 % |
| 578. |
ATI SCHOOLS TLB 6.0 6.251% 12/23/2014
Cusip: BRS1ZX5S1
|
74,812.5 | $71,445 | 0.02 % |
| 579. |
TURANALEM FINANCE BV 0.000% 01/22/2037
Cusip: 8998X0AB6
|
150,000 | $70,500 | 0.02 % |
| 580. |
ZUFFA INC TL 2.00 2.313% 06/19/2015
Cusip: 98978#AA6
|
74,184.29 | $69,872 | 0.02 % |
| 581. |
VENETIAN CASINO RESORT DDTL 1.75 2.050% 05/23/2014
Cusip: 51783#AB8
|
78,332.07 | $69,206 | 0.02 % |
| 582. |
MANITOWOC TLB 3.50 7.500% 08/25/2014
Cusip: BAX2WRMA6
|
69,430.93 | $69,074 | 0.02 % |
| 583. |
GREGG APPLIANCES TL 2.25 2.350% 07/25/2013
Cusip: BAX1PVGW6
|
71,900.11 | $69,024 | 0.02 % |
| 584. |
WYNNEWOOD REFINING TLB 6.00 6.292% 11/03/2014
Cusip: BRS1ZXRU2
|
71,250 | $66,975 | 0.02 % |
| 585. |
PQ CORP TL 1ST LIEN 3.25 3.597% 07/31/2014
Cusip: BRS26K1Y0
|
73,687.5 | $66,584 | 0.02 % |
| 586. |
ANCHOR GLASS TL 1ST LN 4.0 4.252% 03/01/2016
Cusip: BRS2GP4J8
|
66,418.27 | $65,754 | 0.02 % |
| 587. |
COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
|
60,000 | $65,614 | 0.02 % |
| 588. |
DOLLAR GENERAL TLB1 2.75 3.124% 07/06/2014
Cusip: BRS4QJJM4
|
64,348.92 | $61,547 | 0.02 % |
| 589. |
KRATON POLYMERS TL 2.00 2.250% 05/12/2013
Cusip: 50076@AA0
|
65,174.05 | $61,304 | 0.02 % |
| 590. |
TRIBUNE COMPANY TL 3.0 0.000% 06/04/2014
Cusip: 896047D*5
|
98,750 | $59,891 | 0.02 % |
| 591. |
SMURFIT STONE CONT TLB 2.0 2.500% 11/01/2011
Cusip: 83272#AA1
|
60,339.65 | $59,844 | 0.02 % |
| 592. |
TREASURY NOTE 3.625% 02/15/2020
Cusip: 912828MP2
|
51,000 | $53,884 | 0.02 % |
| 593. |
TIAA_07-C4 6.073% 08/15/2039
Cusip: 87246AAC2
|
50,000 | $53,392 | 0.02 % |
| 594. |
RENT-A-CENTER TLB 3.0 3.540% 03/31/2015
Cusip: BAX392QE3
|
53,686.36 | $52,612 | 0.02 % |
| 595. |
SMURFIT STONE CONT TL DFF 2.0 4.500% 11/01/2010
Cusip: 83272#AC7
|
53,021.3 | $52,586 | 0.02 % |
| 596. |
HEXION SPECIALTY CHEM TLC2B 2.25 4.063% 05/05/2015
Cusip: N4050#AA0
|
57,849.75 | $52,354 | 0.02 % |
| 597. |
SELECT MEDICAL TLB 2.0 2.484% 02/24/2012
Cusip: 816196A*0
|
52,723.14 | $50,482 | 0.01 % |
| 598. |
TRIUMPH GROUP INC TLB 3.00 4.500% 05/11/2016
Cusip: BAX396X22
|
50,000 | $49,937 | 0.01 % |
| 599. |
TENNECO AUTOMOTIVE INC TLB 4.75 5.287% 06/03/2016
Cusip: BRS26K5B6
|
50,000 | $49,875 | 0.01 % |
| 600. |
CROWN CASTLE INTL TL 1.50 1.748% 03/06/2014
Cusip: 22822#AB2
|
52,300.64 | $49,640 | 0.01 % |
| 601. |
NRG ENERGY LOC 1.75 0.190% 02/01/2013
Cusip: 62937#AC8
|
51,825.76 | $49,536 | 0.01 % |
| 602. |
ROCKY MOUNTAIN ENERGY CTR TL 4.25 4.788% 06/24/2011
Cusip: 77468#AA7
|
49,967.99 | $49,468 | 0.01 % |
| 603. |
SPANSION INC TLB 5.5 5.750% 02/05/2015
Cusip: BAX393K72
|
50,000 | $49,375 | 0.01 % |
| 604. |
RELIANT ENERGY INC LOC TL 1.75 0.354% 06/30/2014
Cusip: BAX1NPD38
|
50,000 | $48,781 | 0.01 % |
| 605. |
LXS_06-16N 0.467% 11/25/2046
Cusip: 52522DAB7
|
48,816.3 | $48,456 | 0.01 % |
| 606. |
CANWEST MEDIA INC TL 2.0 0.000% 07/10/2014
Cusip: 13874TA*3
|
49,125 | $47,978 | 0.01 % |
| 607. |
TARGA RESOURCES TLB 4.0 4.249% 06/18/2016
Cusip: BRS1ZXA14
|
48,132.2 | $47,811 | 0.01 % |
| 608. |
HUB INTL HOLDINGS TL 4.75 5.048% 06/12/2014
Cusip: BAX395244
|
50,000 | $47,687 | 0.01 % |
| 609. |
FLEXTRONICS INTL TLB 2.25 2.787% 10/01/2012
Cusip: BAX3975Z8
|
50,000 | $47,406 | 0.01 % |
| 610. |
SUPERVALU TLB 1.75 1.498% 06/02/2012
Cusip: 868536B@1
|
49,801.53 | $47,162 | 0.01 % |
| 611. |
INVERNESS MEDICAL TL 2.00 2.325% 06/26/2014
Cusip: BAX1PCSJ4
|
48,625 | $45,725 | 0.01 % |
| 612. |
SKILLED HEALTHCARE TLB 3.75 4.050% 04/09/2016
Cusip: BRS4QJTK7
|
45,833.34 | $45,222 | 0.01 % |
| 613. |
SUPERVALU TLA .88 1.129% 06/14/2011
Cusip: BRS4QJUC3
|
46,428.57 | $44,951 | 0.01 % |
| 614. |
FNMA 30YR 6.000% 04/01/2034
Cusip: 31404J4Y8
|
40,694.21 | $44,825 | 0.01 % |
| 615. |
MEDIANEWS GROUP
Cusip: BAX394RR9
|
2,495 | $41,167 | 0.01 % |
| 616. |
HERTZ CORP TLB 1.75 2.012% 12/21/2012
Cusip: 428040J@9
|
42,033.95 | $39,924 | 0.01 % |
| 617. |
MEDIANEWS GROUP TL 6.0 8.500% 03/19/2014
Cusip: BAX394RQ1
|
42,104.56 | $38,736 | 0.01 % |
| 618. |
TPF (TENASCA PWR) REVOLVER 2.0 0.190% 12/15/2011
Cusip: 87277@AB7
|
38,872.27 | $35,746 | 0.01 % |
| 619. |
GOODYEAR ENG PROD (VEYANCE) TL 2.5 2.847% 07/31/2014
Cusip: BAX1S0NS2
|
42,656.25 | $35,600 | 0.01 % |
| 620. |
CWA_07-OH3 0.847% 09/25/2047
Cusip: 02151DAG9
|
285,833.27 | $35,375 | 0.01 % |
| 621. |
SMURFIT STONE CONT TLC1 2.500% 11/01/2011
Cusip: C8415#AB1
|
34,385.7 | $34,103 | 0.01 % |
| 622. |
WARNER CHILCOTT TLA 3.25 5.500% 10/30/2014
Cusip: BRS26K6Z2
|
33,050.84 | $32,961 | 0.01 % |
| 623. |
GRAHAM PACKAGING CO TLB 2.25 2.680% 10/07/2011
Cusip: BAX333PB4
|
32,631.58 | $32,188 | 0.01 % |
| 624. |
LYONDELLBASELL INDU-CL A
Cusip: N53745100
|
1,986 | $32,123 | 0.01 % |
| 625. |
METAVANTE TLB 1.75 3.499% 11/01/2014
Cusip: 591405A*6
|
32,400.85 | $32,103 | 0.01 % |
| 626. |
NE ENERGY TLB 2.50 2.813% 11/01/2013
Cusip: 62906#AA9
|
33,948.89 | $31,317 | 0.01 % |
| 627. |
CITADEL COMMUNICATIONS CORPORATION
Cusip: 17285T114
|
1,068 | $29,547 | 0.01 % |
| 628. |
LYONDELLBASELL INDU-CL B
Cusip: N53745118
|
1,820 | $29,438 | 0.01 % |
| 629. |
BOSTON GENERATING LLC L/C 2.25 0.165% 12/20/2013
Cusip: 10075#AC9
|
34,890.6 | $29,281 | 0.01 % |
| 630. |
LYONDELL CHEMICAL CO 11.000% 05/01/2018
Cusip: 552078BB2
|
26,667 | $28,600 | 0.01 % |
| 631. |
SEMINOLE TRIBE OF FL DD TLB1 1.5 1.813% 03/05/2014
Cusip: BAX1FW8Y0
|
30,556.38 | $28,341 | 0.01 % |
| 632. |
GOLDEN NUGGET 2ND LN 3.25 3.784% 12/31/2014
Cusip: BAX1NZWY7
|
50,000 | $27,500 | 0.01 % |
| 633. |
WARNER CHILCOTT TLB2 3.50 3.853% 04/30/2015
Cusip: BRS4YK018
|
25,330.51 | $25,247 | 0.01 % |
| 634. |
FENDER MUSICAL INSTRUMENTS TL 2.25 2.787% 06/09/2014
Cusip: BRS26JU88
|
28,619.13 | $25,161 | 0.01 % |
| 635. |
NEWSDAY TLC 5.5 6.553% 08/01/2013
Cusip: BRS1ZXAB2
|
25,000 | $25,000 | 0.01 % |
| 636. |
SIX FLAGS PREMIER PARKS TL 7.25 9.250% 10/30/2016
Cusip: BAX395PN7
|
25,000 | $24,950 | 0.01 % |
| 637. |
GAZSTREAM SA 5.625% 07/22/2013
Cusip: 36828XAA9
|
24,346.7 | $24,772 | 0.01 % |
| 638. |
HAWAIIAN TELECOM TLC 2.25 4.750% 05/30/2014
Cusip: 420029B*0
|
28,908.03 | $24,029 | 0.01 % |
| 639. |
BRENNTAG ACQUISTION FAC 2.5 4.070% 01/20/2014
Cusip: D1401#AA3
|
23,563.42 | $23,209 | 0.01 % |
| 640. |
VERINT SYSTEMS INC TL 2.75 3.540% 05/25/2014
Cusip: 92343XA*1
|
22,432.06 | $20,787 | 0.01 % |
| 641. |
DELUXE COMMUNICATIONS TLC 2.25 6.250% 05/11/2013
Cusip: BAX1L8J08
|
23,474.6 | $20,775 | 0.01 % |
| 642. |
CANNERY CASINO 2ND LIEN 4.25 4.715% 05/18/2014
Cusip: BAX1L70P5
|
25,000 | $20,145 | 0.01 % |
| 643. |
CITADEL BROADCASTING EXIT TL 8.0 11.000% 06/03/2015
Cusip: BAX3978D4
|
18,307 | $19,054 | 0.01 % |
| 644. |
DELPHI CORP-W/I
Cusip: 247126303
|
1.39 | $18,834 | 0.01 % |
| 645. |
SERVICEMASTER CO DD 2.75 3.249% 07/24/2014
Cusip: BAX335R19
|
20,325.11 | $18,546 | 0.01 % |
| 646. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
90,000 | $18,337 | 0.01 % |
| 647. |
WARNER CHILCOTT TLB1 3.50 5.750% 04/30/2015
Cusip: BRS1ZXEX0
|
15,211.86 | $15,162 | 0.00 % |
| 648. |
ARAMARK CORP LOC2 2.125 0.197% 07/26/2016
Cusip: BAX3954A8
|
13,887.67 | $13,357 | 0.00 % |
| 649. |
CALUMET LUBRICANTS CO L/C 4.0 0.142% 01/03/2015
Cusip: BAX2GFJQ9
|
14,367.82 | $12,895 | 0.00 % |
| 650. |
BWAY TLC 3.75 4.037% 03/28/2017
Cusip: BAX397DV8
|
12,857.14 | $12,830 | 0.00 % |
| 651. |
FENDER MUSICAL INSTRUMENTS DD 2.25 2.787% 06/09/2014
Cusip: BAX1NEZ39
|
14,456.7 | $12,709 | 0.00 % |
| 652. |
ROCKY MOUNTAIN ENERGY CTR CLD 4.35 0.397% 06/24/2011
Cusip: BAX0RAX52
|
12,737.3 | $12,609 | 0.00 % |
| 653. |
DELUXE COMMUNICATIONS TLA 2.25 0.190% 05/11/2013
Cusip: 24803#AD7
|
13,923.58 | $12,322 | 0.00 % |
| 654. |
COMMUNITY HLTH SYS INC DD TL 2.25 2.574% 07/25/2014
Cusip: BAX1PVFQ0
|
11,788.69 | $10,978 | 0.00 % |
| 655. |
BUFFETS RESTAURANTS HOLDINGS
Cusip: 11988P107
|
1,852 | $10,186 | 0.00 % |
| 656. |
TRIBUNE COMPANY TLX 2.5 0.000% 05/30/2011
Cusip: BAX1L9K12
|
17,066.67 | $10,103 | 0.00 % |
| 657. |
MUELLER GROUP INC TL 1.75 5.257% 05/24/2014
Cusip: 624758A*9
|
9,679.14 | $9,600 | 0.00 % |
| 658. |
BOSTON GENERATING LLC R/C 1 2.25 0.165% 12/20/2013
Cusip: 10075#AB1
|
9,769.39 | $8,198 | 0.00 % |
| 659. |
GREEN VALLEY RANCH 2ND LIEN 3.25 0.000% 08/16/2014
Cusip: BAX1E1639
|
300,000 | $7,500 | 0.00 % |
| 660. |
TELESAT DD TL 3.0 3.324% 10/31/2014
Cusip: BAX26PPH1
|
7,734.88 | $7,367 | 0.00 % |
| 661. |
ARAMARK CORP L/C 2.125 0.113% 01/26/2014
Cusip: 038521A*1
|
7,709.71 | $7,189 | 0.00 % |
| 662. |
OSI RESTAURANT PARTNERS LC 2.25 0.767% 06/14/2013
Cusip: 67110@AA2
|
8,286.89 | $7,088 | 0.00 % |
| 663. |
NATIONAL MENTOR L/C 2.5 0.147% 06/29/2013
Cusip: BAX0YX7T1
|
7,160.5 | $6,337 | 0.00 % |
| 664. |
SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
|
5,000 | $5,180 | 0.00 % |
| 665. |
GOODYEAR ENG PROD (VEYANCE) DD 2.5 2.847% 07/31/2014
Cusip: BAX1S0NT0
|
6,109.37 | $5,098 | 0.00 % |
| 666. |
SKILLED HEALTHCARE TL DD 3.75 4.050% 04/09/2016
Cusip: BAX3952J1
|
4,166.66 | $4,111 | 0.00 % |
| 667. |
ADVANSTAR COMMUNICATIONS INC
Cusip: 00758R104
|
315 | $3,819 | 0.00 % |
| 668. |
ALERIS INTERNATIONAL INC 6.000% 06/01/2020
Cusip: 014477AK9
|
3,093 | $3,093 | 0.00 % |
| 669. |
DOMTAR INC TLB 1.375 1.631% 03/07/2014
Cusip: 257559A*5
|
2,754.24 | $2,738 | 0.00 % |
| 670. |
DELPHI CORP TLB 5.00 5.284% 10/06/2014
Cusip: BAX385BE3
|
1,850.96 | $1,730 | 0.00 % |
| 671. |
CUMULUS MEDIA CL A WTS 0.000% 06/29/2019
Cusip: 231082553
|
692.33 | $1,705 | 0.00 % |
| 672. |
COVANTA ENERGY CORP TLB 1.5 2.037% 02/10/2014
Cusip: BRS26JSA6
|
1,008.29 | $933 | 0.00 % |
| 673. |
NE ENERGY L/C 2.50 0.163% 11/01/2013
Cusip: 62906#AB7
|
570.7 | $526 | 0.00 % |
| 674. |
MOMENTIVE PERFORMANCE PIK 10.125% 12/01/2014
Cusip: 60877UAJ6
|
464 | $433 | 0.00 % |
| 675. |
ALERIS INTERNATIONAL TL 2.38 0.000% 12/19/2013
Cusip: 014477A@2
|
59,257.28 | $251 | 0.00 % |
| 676. |
DELPHI CORPORATION 12.000% 10/06/2014
Cusip: BAX385BF0
|
214.07 | $218 | 0.00 % |
| 677. |
LAMAR ADVERTISING TLB 3.0 4.250% 10/28/2016
Cusip: BRS4QJNP2
|
187.5 | $186 | 0.00 % |
| 678. |
DELPHI CORP TLA 5.00 5.284% 10/06/2014
Cusip: BAX385BB9
|
182.74 | $170 | 0.00 % |
| 679. |
FIDELITY NATIONAL TLC 4.25 4.497% 01/18/2012
Cusip: BAX37Y9L8
|
0.01 | $0 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$6,174,215 | 1.81 % | ||
| Net Assets | $341,004,252 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
9,882,377.41 | $9,882,377 | 2.89 % |
| 2. |
CANADA (GOVERNMENT OF) 4.250% 06/01/2018
Cusip: 135087YL2
|
8,880,000 | $9,219,459 | 2.70 % |
| 3. |
TREASURY NOTE 3.625% 02/15/2020
Cusip: 912828MP2
|
7,866,000 | $7,732,034 | 2.26 % |
| 4. |
NEW SOUTH WALES TREASURY CORP 6.000% 05/01/2012
Cusip: EC4790878
|
6,510,000 | $6,052,575 | 1.77 % |
| 5. |
SWEDEN (KINGDOM OF) 6.750% 05/05/2014
Cusip: 99313M9B3
|
24,000,000 | $3,915,211 | 1.15 % |
| 6. |
UK TREASURY 4.500% 03/07/2019
Cusip: BRS7B6PJ1
|
2,330,000 | $3,712,207 | 1.09 % |
| 7. |
COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
|
3,219,000 | $3,594,000 | 1.05 % |
| 8. |
NORWAY GOVERNMENT 6.500% 05/15/2013
Cusip: B0A04CER3
|
17,655,000 | $3,304,016 | 0.97 % |
| 9. |
RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
|
2,711,900 | $3,125,464 | 0.92 % |
| 10. |
GCCFC_03-C2 4.533% 01/05/2036
Cusip: 396789ER6
|
2,935,000 | $2,994,893 | 0.88 % |
| 11. |
TREASURY NOTE 2.500% 03/31/2015
Cusip: 912828MW7
|
2,802,000 | $2,794,126 | 0.82 % |
| 12. |
US TII 2.0 07/15/14 (TIPS) 2.000% 07/15/2014
Cusip: 912828CP3
|
2,000,000 | $2,445,846 | 0.72 % |
| 13. |
INDONESIA (REPUBLIC OF) 12.800% 06/15/2021
Cusip: EF2457531
|
17,200,000,000 | $2,351,236 | 0.69 % |
| 14. |
AMERICAN GENERAL FINANCE CORP 6.900% 12/15/2017
Cusip: 02635PTS2
|
2,647,000 | $2,318,531 | 0.68 % |
| 15. |
NEW SOUTH WALES TREASURY CORP 6.000% 05/01/2012
Cusip: B0A016KP6
|
2,400,000 | $2,232,225 | 0.65 % |
| 16. |
US TII 2.5 01/15/29 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
|
2,000,000 | $2,133,638 | 0.62 % |
| 17. |
PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
|
2,050,000 | $2,109,747 | 0.62 % |
| 18. |
REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
|
2,340,000 | $2,085,277 | 0.61 % |
| 19. |
NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
|
372,000 | $2,046,921 | 0.60 % |
| 20. |
CF INDUSTRIES HLDS BRIDGE LN 8.0 8.266% 04/05/2011
Cusip: BAX394EL6
|
2,000,000 | $2,000,000 | 0.59 % |
| 21. |
CIT GROUP INC 7.000% 05/01/2017
Cusip: 125581FX1
|
2,025,000 | $1,868,062 | 0.55 % |
| 22. |
VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
|
2,550,000 | $1,848,750 | 0.54 % |
| 23. |
COLOMBIA (REPUBLIC OF) 7.375% 03/18/2019
Cusip: 195325BL8
|
1,600,000 | $1,840,000 | 0.54 % |
| 24. |
US TII 2.375 01/15/17 (TIPS) 2.375% 01/15/2017
Cusip: 912828GD6
|
1,565,000 | $1,815,709 | 0.53 % |
| 25. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
1,745,000 | $1,766,812 | 0.52 % |
| 26. |
NORANDA ALUMINUM INC PIK 5.274% 05/15/2015
Cusip: 65543AAB0
|
2,215,369 | $1,761,218 | 0.52 % |
| 27. |
VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
|
1,603,000 | $1,745,426 | 0.51 % |
| 28. |
US TII 1.625 01/15/15 (TIPS) 1.625% 01/15/2015
Cusip: 912828DH0
|
1,425,000 | $1,689,369 | 0.49 % |
| 29. |
MACDERMID INC 9.500% 04/15/2017
Cusip: 554273AC6
|
1,640,000 | $1,685,100 | 0.49 % |
| 30. |
CORP ANDINA DE FOMENTO 8.125% 06/04/2019
Cusip: 219868BN5
|
1,400,000 | $1,639,925 | 0.48 % |
| 31. |
OWENS-BROCKWAY GLASS CONTAINER INC 7.375% 05/15/2016
Cusip: 69073TAP8
|
1,550,000 | $1,627,500 | 0.48 % |
| 32. |
NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
|
1,600,000 | $1,588,000 | 0.47 % |
| 33. |
POKAGON GAMING AUTHORITY 10.375% 06/15/2014
Cusip: 730857AA7
|
1,511,000 | $1,586,550 | 0.46 % |
| 34. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
1,655,000 | $1,576,387 | 0.46 % |
| 35. |
DRESSER TL 2ND LIEN 5.75 5.999% 05/04/2015
Cusip: BAX1KCN05
|
1,650,000 | $1,565,025 | 0.46 % |
| 36. |
QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
|
1,425,000 | $1,556,812 | 0.46 % |
| 37. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AJ6
|
1,500,000 | $1,533,750 | 0.45 % |
| 38. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
1,280,000 | $1,504,000 | 0.44 % |
| 39. |
WINDSTREAM CORP 7.000% 03/15/2019
Cusip: 97381WAF1
|
1,600,000 | $1,492,000 | 0.44 % |
| 40. |
TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
|
1,385,000 | $1,490,561 | 0.44 % |
| 41. |
GIBRALTAR INDUSTRIES INC 8.000% 12/01/2015
Cusip: 374689AC1
|
1,515,000 | $1,484,700 | 0.43 % |
| 42. |
TURKEY (REPUBLIC OF) 7.500% 11/07/2019
Cusip: 900123BF6
|
1,300,000 | $1,482,000 | 0.43 % |
| 43. |
TURKEY (REPUBLIC OF) 6.750% 05/30/2040
Cusip: 900123BG4
|
1,500,000 | $1,473,750 | 0.43 % |
| 44. |
HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428298AA1
|
1,483,000 | $1,460,755 | 0.43 % |
| 45. |
BRAZIL (FEDERATIVE REPUBLIC OF) 5.875% 01/15/2019
Cusip: 105756BQ2
|
1,350,000 | $1,451,250 | 0.42 % |
| 46. |
KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
|
1,310,000 | $1,433,650 | 0.42 % |
| 47. |
CLEAR CHANNEL COMMUNICATIONS B 9.250% 12/15/2017
Cusip: 18451QAB4
|
1,330,000 | $1,393,175 | 0.41 % |
| 48. |
PERU (THE REPUBLIC OF) 7.125% 03/30/2019
Cusip: 715638AW2
|
1,150,000 | $1,329,400 | 0.39 % |
| 49. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
1,300,000 | $1,313,000 | 0.38 % |
| 50. |
EDISON MISSION ENERGY 7.000% 05/15/2017
Cusip: 281023AU5
|
1,875,000 | $1,307,812 | 0.38 % |
| 51. |
ARCH COAL INC 8.750% 08/01/2016
Cusip: 039380AA8
|
1,233,000 | $1,303,897 | 0.38 % |
| 52. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
1,250,000 | $1,303,125 | 0.38 % |
| 53. |
EQUINOX HOLDINGS INC 9.500% 02/01/2016
Cusip: 29445GAH9
|
1,274,000 | $1,286,740 | 0.38 % |
| 54. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
1,220,000 | $1,284,050 | 0.38 % |
| 55. |
POLAND (REPUBLIC OF) 5.250% 10/25/2017
Cusip: EF7544101
|
3,655,000 | $1,279,776 | 0.37 % |
| 56. |
VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
|
1,190,000 | $1,279,278 | 0.37 % |
| 57. |
RANGE RESOURCES CORPORATION 7.250% 05/01/2018
Cusip: 75281AAJ8
|
1,250,000 | $1,278,125 | 0.37 % |
| 58. |
DAVITA INC 7.250% 03/15/2015
Cusip: 23918KAH1
|
1,250,000 | $1,275,000 | 0.37 % |
| 59. |
MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
|
14,850,000 | $1,255,198 | 0.37 % |
| 60. |
VENEZUELA (REPUBLIC OF) 9.000% 05/07/2023
Cusip: P17625AA5
|
1,670,000 | $1,239,975 | 0.36 % |
| 61. |
WEST CORPORATION 9.500% 10/15/2014
Cusip: 952355AC9
|
1,200,000 | $1,233,000 | 0.36 % |
| 62. |
TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
|
1,150,000 | $1,227,856 | 0.36 % |
| 63. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.000% 01/04/2018
Cusip: BRS4ZW839
|
830,000 | $1,211,316 | 0.35 % |
| 64. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAB4
|
1,169,000 | $1,209,915 | 0.35 % |
| 65. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
1,135,000 | $1,208,775 | 0.35 % |
| 66. |
MAJAPAHIT HOLDING BV 7.750% 01/20/2020
Cusip: 56068TAF4
|
1,100,000 | $1,193,500 | 0.35 % |
| 67. |
TREASURY BOND 4.500% 08/15/2039
Cusip: 912810QC5
|
1,235,000 | $1,192,546 | 0.35 % |
| 68. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
1,120,000 | $1,181,600 | 0.35 % |
| 69. |
LUKOIL INTERNATIONAL FINANCE BV 7.250% 11/05/2019
Cusip: 549876AD2
|
1,100,000 | $1,151,848 | 0.34 % |
| 70. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
1,096,000 | $1,148,060 | 0.34 % |
| 71. |
GMAC LLC 6.750% 12/01/2014
Cusip: 36186CBW2
|
1,140,000 | $1,134,300 | 0.33 % |
| 72. |
CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
|
980,000 | $1,117,977 | 0.33 % |
| 73. |
UNITED RENTALS NA INC 10.875% 06/15/2016
Cusip: 911365AV6
|
1,000,000 | $1,087,500 | 0.32 % |
| 74. |
SOUTHWESTERN ENERGY COMPANY 7.500% 02/01/2018
Cusip: 845467AE9
|
1,000,000 | $1,085,000 | 0.32 % |
| 75. |
PHILIPPINES (REPUBLIC OF THE) 6.500% 01/20/2020
Cusip: 718286BF3
|
1,000,000 | $1,078,800 | 0.32 % |
| 76. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
1,065,000 | $1,075,536 | 0.31 % |
| 77. |
SILGAN HOLDINGS INC 7.250% 08/15/2016
Cusip: 827048AM1
|
1,035,000 | $1,073,812 | 0.31 % |
| 78. |
JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
|
1,070,000 | $1,072,675 | 0.31 % |
| 79. |
PERU ENHANCED PASS-THRU 0.000% 05/31/2018
Cusip: 715457AA5
|
1,345,078 | $1,065,974 | 0.31 % |
| 80. |
CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
|
1,000,000 | $1,062,500 | 0.31 % |
| 81. |
FORD MOTOR CREDIT COMPANY 9.875% 08/10/2011
Cusip: 345397VA8
|
1,000,000 | $1,057,500 | 0.31 % |
| 82. |
IASIS HEALTHCARE CORPORATION 8.750% 06/15/2014
Cusip: 45072PAB8
|
1,035,000 | $1,054,406 | 0.31 % |
| 83. |
IRON MOUNTAIN INC 8.375% 08/15/2021
Cusip: 46284PAM6
|
1,010,000 | $1,047,875 | 0.31 % |
| 84. |
REPUBLIC OF INDONESIA 7.750% 01/17/2038
Cusip: 455780AZ9
|
900,000 | $1,044,000 | 0.31 % |
| 85. |
VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
|
1,037,000 | $1,039,166 | 0.30 % |
| 86. |
KAZMUNAIGAZ FINANCE SUB BV 9.125% 07/02/2018
Cusip: 48667QAA3
|
850,000 | $1,027,617 | 0.30 % |
| 87. |
CD_07-CD4 5.205% 12/11/2049
Cusip: 12513YAC4
|
1,000,000 | $1,022,960 | 0.30 % |
| 88. |
HCA INC 7.250% 09/15/2020
Cusip: 404121AA3
|
1,000,000 | $1,015,000 | 0.30 % |
| 89. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
995,000 | $1,014,900 | 0.30 % |
| 90. |
HCA INC 9.250% 11/15/2016
Cusip: 404119AX7
|
950,000 | $1,009,968 | 0.30 % |
| 91. |
VANGUARD HEALTH SYSTEMS INC. 8.000% 02/01/2018
Cusip: 92203PAD8
|
1,033,000 | $1,007,175 | 0.29 % |
| 92. |
GEORGIA-PACIFIC CORPORATION 7.700% 06/15/2015
Cusip: 373298BM9
|
950,000 | $1,007,000 | 0.29 % |
| 93. |
INTERPUBLIC GROUP OF COMPANIES 10.000% 07/15/2017
Cusip: 460690BF6
|
890,000 | $1,006,812 | 0.29 % |
| 94. |
AMERICAN ACHIEVEMENT CORP. 8.250% 04/01/2012
Cusip: 02369AAF5
|
1,000,000 | $1,002,500 | 0.29 % |
| 95. |
FIREKEEPERS DEV AUTHORITY 13.875% 05/01/2015
Cusip: 318169AA7
|
855,000 | $991,800 | 0.29 % |
| 96. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
1,206,000 | $991,259 | 0.29 % |
| 97. |
DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
|
815,000 | $985,938 | 0.29 % |
| 98. |
AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
|
930,000 | $977,655 | 0.29 % |
| 99. |
AAC GROUP HOLDING CORP 10.250% 10/01/2012
Cusip: 000305AC6
|
970,000 | $977,275 | 0.29 % |
| 100. |
ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
|
904,000 | $974,140 | 0.29 % |
| 101. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
980,000 | $960,400 | 0.28 % |
| 102. |
LEVEL 3 FINANCING INC 8.750% 02/15/2017
Cusip: 527298AL7
|
1,030,000 | $942,450 | 0.28 % |
| 103. |
SANDRIDGE ENERGY INC 8.000% 06/01/2018
Cusip: 80007PAC3
|
990,000 | $940,500 | 0.28 % |
| 104. |
EL SALVADOR (REPUBLIC OF) 8.250% 04/10/2032
Cusip: 283875AH5
|
850,000 | $940,312 | 0.28 % |
| 105. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
1,125,000 | $939,375 | 0.28 % |
| 106. |
TURKEY (REPUBLIC OF) 7.000% 06/05/2020
Cusip: 900123AX8
|
850,000 | $935,000 | 0.27 % |
| 107. |
REPUBLIC OF INDONESIA 6.625% 02/17/2037
Cusip: 455780AX4
|
900,000 | $918,000 | 0.27 % |
| 108. |
PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
|
1,460,000 | $897,900 | 0.26 % |
| 109. |
TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
|
880,000 | $888,800 | 0.26 % |
| 110. |
GCCFC_07-GG11 5.358% 12/10/2049
Cusip: 20173VAA8
|
850,987.17 | $884,605 | 0.26 % |
| 111. |
GMAC INC 8.000% 03/15/2020
Cusip: 36186RAA8
|
858,000 | $879,450 | 0.26 % |
| 112. |
CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
|
881,912.26 | $878,300 | 0.26 % |
| 113. |
ITC DELTACOM INC 10.500% 04/01/2016
Cusip: 45031TAQ7
|
878,000 | $873,610 | 0.26 % |
| 114. |
TRANSCAPIT (TRANSNEFT) 5.670% 03/05/2014
Cusip: 89354FAA9
|
830,000 | $870,831 | 0.26 % |
| 115. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
|
870,000 | $857,111 | 0.25 % |
| 116. |
SS&C TECHNOLOGIES INC 11.750% 12/01/2013
Cusip: 78466CAB2
|
785,000 | $833,081 | 0.24 % |
| 117. |
WIND ACQUISITION FINANCE SA 11.750% 07/15/2017
Cusip: 97314XAE4
|
750,000 | $828,750 | 0.24 % |
| 118. |
EL PASO CORPORATION 6.875% 06/15/2014
Cusip: 28336LBM0
|
805,000 | $821,423 | 0.24 % |
| 119. |
URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
|
725,000 | $821,062 | 0.24 % |
| 120. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
780,000 | $820,950 | 0.24 % |
| 121. |
REPUBLIC OF INDONESIA 8.800% 04/23/2014
Cusip: 715674AA5
|
700,000 | $820,099 | 0.24 % |
| 122. |
FNMA 30YR 5.000% 05/01/2033
Cusip: 31400Y4X1
|
783,622.55 | $813,071 | 0.24 % |
| 123. |
ASSOCIATED MATERIALS INCORPORATED 9.875% 11/15/2016
Cusip: 04570TAC2
|
747,000 | $806,760 | 0.24 % |
| 124. |
BSCMS_07-T28 5.422% 09/11/2042
Cusip: 073945AA5
|
776,820.57 | $803,474 | 0.24 % |
| 125. |
WELLS FARGO & COMPANY 5.625% 12/11/2017
Cusip: 949746NX5
|
750,000 | $795,649 | 0.23 % |
| 126. |
FNMA 30YR 7.000% 10/01/2037
Cusip: 31413MDZ7
|
712,192.91 | $790,591 | 0.23 % |
| 127. |
HILCORP ENERGY/FINANCE 7.750% 11/01/2015
Cusip: 431318AC8
|
800,000 | $790,000 | 0.23 % |
| 128. |
NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
|
720,000 | $788,331 | 0.23 % |
| 129. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
715,000 | $786,500 | 0.23 % |
| 130. |
JPMCC_03-CB6 4.393% 07/12/2037
Cusip: 46625MWW5
|
772,977.68 | $785,082 | 0.23 % |
| 131. |
FNMA 30YR TBA(REG A) 6.500% 05/01/2040
Cusip: 01F062655
|
725,000 | $783,453 | 0.23 % |
| 132. |
MEXICAN FIXED RATE BONDS 7.750% 12/14/2017
Cusip: EH1850997
|
9,500,000 | $783,150 | 0.23 % |
| 133. |
COMCAST CORPORATION 5.500% 03/15/2011
Cusip: 20030NAD3
|
750,000 | $781,616 | 0.23 % |
| 134. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
715,000 | $781,137 | 0.23 % |
| 135. |
MCJUNKIN RED MAN CORP 9.500% 12/15/2016
Cusip: 581241AA4
|
772,000 | $779,720 | 0.23 % |
| 136. |
ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
|
755,000 | $778,361 | 0.23 % |
| 137. |
FNMA 30YR 5.500% 02/01/2035
Cusip: 31402QYV7
|
708,391.15 | $751,790 | 0.22 % |
| 138. |
BANCO NACIONAL DE DESENVOLVIMENTO 6.500% 06/10/2019
Cusip: 059614AJ6
|
700,000 | $747,275 | 0.22 % |
| 139. |
MANITOWOC COMPANY INC (THE) 9.500% 02/15/2018
Cusip: 563571AG3
|
719,000 | $744,165 | 0.22 % |
| 140. |
ENERGY FUTURE HOLDINGS CORP 10.875% 11/01/2017
Cusip: 292680AC9
|
1,000,000 | $742,500 | 0.22 % |
| 141. |
WFMBS_05-14 5.500% 12/25/2035
Cusip: 949832AP4
|
794,881.79 | $739,891 | 0.22 % |
| 142. |
VALEANT PHARMACEUTICALS 8.375% 06/15/2016
Cusip: 91911XAH7
|
705,000 | $736,725 | 0.22 % |
| 143. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
760,000 | $733,400 | 0.21 % |
| 144. |
TOYS R US PROPERTY COMPANY II LLC 8.500% 12/01/2017
Cusip: 89236MAA8
|
707,000 | $731,745 | 0.21 % |
| 145. |
SORENSON COMMUNICATIONS INC 10.500% 02/01/2015
Cusip: 835834AA0
|
753,000 | $726,645 | 0.21 % |
| 146. |
SUNGARD DATA SYSTEMS INC. 10.250% 08/15/2015
Cusip: 867363AL7
|
684,000 | $719,055 | 0.21 % |
| 147. |
GARDA WORLD SECURITY CORPORATION 9.750% 03/15/2017
Cusip: 36485MAA7
|
695,000 | $712,181 | 0.21 % |
| 148. |
UNIVISION COMMUNICATION TLB 2.25 2.501% 09/29/2014
Cusip: 914906A#9
|
800,000 | $712,032 | 0.21 % |
| 149. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
705,000 | $708,525 | 0.21 % |
| 150. |
PEMEX PROJECT FUNDING MASTER TRUST 8.000% 05/03/2019
Cusip: 71654QAU6
|
600,000 | $703,500 | 0.21 % |
| 151. |
B&G FOODS INC 7.625% 01/15/2018
Cusip: 05508RAD8
|
685,000 | $698,700 | 0.20 % |
| 152. |
TEREX CORPORATION 10.875% 06/01/2016
Cusip: 880779AW3
|
625,000 | $698,437 | 0.20 % |
| 153. |
QTEL INTERNATIONAL FINANCE 7.875% 06/10/2019
Cusip: 74733LAB8
|
600,000 | $695,197 | 0.20 % |
| 154. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AF0
|
1,000,000 | $695,000 | 0.20 % |
| 155. |
KOREA DEVELOPMENT BANK 8.000% 01/23/2014
Cusip: 500630BQ0
|
600,000 | $687,581 | 0.20 % |
| 156. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
645,000 | $685,312 | 0.20 % |
| 157. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
650,000 | $684,937 | 0.20 % |
| 158. |
AMSTED INDUSTRIES INC 8.125% 03/15/2018
Cusip: 032177AD9
|
682,000 | $679,442 | 0.20 % |
| 159. |
NORWAY GOVERNMENT 6.000% 05/16/2011
Cusip: EC2623584
|
3,837,000 | $672,167 | 0.20 % |
| 160. |
COLOMBIA (REPUBLIC OF) 7.375% 09/18/2037
Cusip: 195325BK0
|
600,000 | $672,000 | 0.20 % |
| 161. |
SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015
Cusip: 82459AAA9
|
800,000 | $664,000 | 0.19 % |
| 162. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
650,000 | $662,187 | 0.19 % |
| 163. |
NTL TELEWEST TLB4 2.0 3.749% 09/03/2012
Cusip: BAX111Y40
|
665,549.31 | $661,669 | 0.19 % |
| 164. |
VEDANTA RESOURCES PLC 9.500% 07/18/2018
Cusip: 92241TAD4
|
600,000 | $657,596 | 0.19 % |
| 165. |
HEALTHSOUTH CORPORATION 8.125% 02/15/2020
Cusip: 421924BG5
|
655,000 | $655,000 | 0.19 % |
| 166. |
TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
|
600,000 | $654,000 | 0.19 % |
| 167. |
FIRST DATA CORPORATION 9.875% 09/24/2015
Cusip: 319963AP9
|
750,000 | $646,875 | 0.19 % |
| 168. |
FNMA 30YR 6.000% 12/01/2035
Cusip: 31408DUF9
|
600,933.88 | $643,102 | 0.19 % |
| 169. |
TDIC FINANCE LTD 6.500% 07/02/2014
Cusip: 87239MAA9
|
600,000 | $639,427 | 0.19 % |
| 170. |
PETROHAWK ENERGY CORP 7.875% 06/01/2015
Cusip: 716495AD8
|
625,000 | $636,718 | 0.19 % |
| 171. |
JARDEN CORP 7.500% 05/01/2017
Cusip: 471109AB4
|
625,000 | $633,593 | 0.19 % |
| 172. |
TOYS R US PROPERTY COMPANY I LLC 10.750% 07/15/2017
Cusip: 89236LAA0
|
561,000 | $628,320 | 0.18 % |
| 173. |
PHARMACEUTICAL TECH TL 2.25 2.479% 04/10/2014
Cusip: BAX1HK139
|
664,176.1 | $624,325 | 0.18 % |
| 174. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
595,000 | $624,006 | 0.18 % |
| 175. |
CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
|
500,000 | $620,936 | 0.18 % |
| 176. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
600,000 | $618,000 | 0.18 % |
| 177. |
EMPRESA NACIONAL DE PETROLEO ENAP 6.250% 07/08/2019
Cusip: 29245JAD4
|
600,000 | $617,130 | 0.18 % |
| 178. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AE0
|
615,000 | $607,312 | 0.18 % |
| 179. |
FLOWSERVE CORP TL 1.75 1.813% 08/10/2012
Cusip: 34354PA@4
|
614,326.56 | $607,157 | 0.18 % |
| 180. |
BERRY PETROLEUM COMPANY 10.250% 06/01/2014
Cusip: 085789AD7
|
550,000 | $606,375 | 0.18 % |
| 181. |
BRAZIL (FEDERATIVE REPUBLIC OF) 6.000% 01/17/2017
Cusip: 105756BM1
|
550,000 | $597,575 | 0.17 % |
| 182. |
KFW 1.350% 01/20/2014
Cusip: 500769BX1
|
54,000,000 | $597,156 | 0.17 % |
| 183. |
MAJAPAHIT HOLDING BV 7.250% 06/28/2017
Cusip: 56068TAC1
|
562,000 | $596,422 | 0.17 % |
| 184. |
AQUILEX HOLDINGS LLC 11.125% 12/15/2016
Cusip: 03841XAA2
|
553,000 | $595,166 | 0.17 % |
| 185. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
525,000 | $589,312 | 0.17 % |
| 186. |
US TII 1.25 04/15/14 (TIPS) 1.250% 04/15/2014
Cusip: 912828KM1
|
550,000 | $582,051 | 0.17 % |
| 187. |
NISKA GAS STORAGE US LLC 8.875% 03/15/2018
Cusip: 654679AA7
|
566,000 | $581,123 | 0.17 % |
| 188. |
CONSOL ENERGY INC. 8.000% 04/01/2017
Cusip: 20854PAC3
|
561,000 | $577,128 | 0.17 % |
| 189. |
PETROHAWK ENERGY CORP 9.125% 07/15/2013
Cusip: 716495AB2
|
550,000 | $574,062 | 0.17 % |
| 190. |
LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
|
568,000 | $572,970 | 0.17 % |
| 191. |
PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
|
500,000 | $572,500 | 0.17 % |
| 192. |
QVC INC 7.500% 10/01/2019
Cusip: 747262AA1
|
560,000 | $570,500 | 0.17 % |
| 193. |
MORGAN STANLEY - BRAZIL 10.090% 05/03/2017
Cusip: 61747YBA2
|
1,050,000 | $570,042 | 0.17 % |
| 194. |
VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
|
640,000 | $556,800 | 0.16 % |
| 195. |
REPUBLIC OF INDONESIA 6.875% 01/17/2018
Cusip: 455780AY2
|
500,000 | $556,250 | 0.16 % |
| 196. |
AMC ENTERTAINMENT INC 8.750% 06/01/2019
Cusip: 00165AAB4
|
528,000 | $554,400 | 0.16 % |
| 197. |
COMMUNITY HEALTH SYS INC TL 2.25 2.499% 07/25/2014
Cusip: BAX1PVFP2
|
564,225.15 | $548,872 | 0.16 % |
| 198. |
NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
|
500,000 | $543,392 | 0.16 % |
| 199. |
CROWN CASTLE INTERNATIONAL CORP 7.125% 11/01/2019
Cusip: 228227BA1
|
535,000 | $543,025 | 0.16 % |
| 200. |
SIERRA PACIFIC POWER CO 5.450% 09/01/2013
Cusip: 826418BH7
|
500,000 | $539,684 | 0.16 % |
| 201. |
UNIVAR TL 3.0 3.229% 10/10/2014
Cusip: BRS26K6A7
|
557,245.12 | $535,534 | 0.16 % |
| 202. |
MEXICAN FIXED RATE BONDS 7.250% 12/15/2016
Cusip: EG1429968
|
6,590,000 | $533,284 | 0.16 % |
| 203. |
EASTON-BELL SPORTS INC 9.750% 12/01/2016
Cusip: 27749TAA3
|
505,000 | $532,143 | 0.16 % |
| 204. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
475,000 | $532,000 | 0.16 % |
| 205. |
CSC HOLDINGS INC 8.500% 06/15/2015
Cusip: 126304AU8
|
500,000 | $530,625 | 0.16 % |
| 206. |
BANCO NACIONAL DE DESENVOLVIMENTO 6.369% 06/16/2018
Cusip: 059614AE7
|
500,000 | $530,000 | 0.16 % |
| 207. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
527,000 | $529,635 | 0.16 % |
| 208. |
REGAL ENTERTAINMENT TLB 1.5 3.751% 10/27/2013
Cusip: 758753A*8
|
525,340.71 | $527,310 | 0.15 % |
| 209. |
FNMA 15YR 4.500% 12/01/2020
Cusip: 31403DC56
|
496,453.09 | $521,900 | 0.15 % |
| 210. |
STATE OF QATAR 5.250% 01/20/2020
Cusip: 74727PAK7
|
500,000 | $517,500 | 0.15 % |
| 211. |
EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
|
490,000 | $515,725 | 0.15 % |
| 212. |
INTELSAT SUBSIDIARY HOLDING CO LTD 8.875% 01/15/2015
Cusip: 45822EAK6
|
500,000 | $515,000 | 0.15 % |
| 213. |
CELANESE CLD 2.25 2.002% 04/02/2014
Cusip: BAX1L5301
|
525,455 | $514,767 | 0.15 % |
| 214. |
KAZMUNAIGAZ FINANCE SUB BV 11.750% 01/23/2015
Cusip: 48667QAC9
|
400,000 | $514,423 | 0.15 % |
| 215. |
CLEARWIRE CORPORATION 12.000% 12/01/2015
Cusip: 18538AAA8
|
500,000 | $510,000 | 0.15 % |
| 216. |
SABRE INC TL 2.25 2.238% 09/30/2014
Cusip: 78572#AA8
|
547,267.91 | $509,490 | 0.15 % |
| 217. |
GAZ CAPITAL SA 8.146% 04/11/2018
Cusip: 368287AE8
|
450,000 | $507,375 | 0.15 % |
| 218. |
ROYALTY PHARMA TL 1.5 2.501% 04/16/2013
Cusip: 78080@AA5
|
513,055.63 | $506,801 | 0.15 % |
| 219. |
EUROPEAN INVESTMENT BANK 1.400% 06/20/2017
Cusip: ED9914869
|
46,000,000 | $504,488 | 0.15 % |
| 220. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AG8
|
725,000 | $503,875 | 0.15 % |
| 221. |
LIBBEY GLASS INC 10.000% 02/15/2015
Cusip: 52989LAD1
|
482,000 | $503,690 | 0.15 % |
| 222. |
INTELSAT JACKSON HOLDINGS LTD 11.250% 06/15/2016
Cusip: 45820EAX0
|
465,000 | $503,362 | 0.15 % |
| 223. |
DAVIDS BRIDAL TLB 2.0 2.249% 01/31/2014
Cusip: BRS26JTN7
|
521,189.94 | $499,039 | 0.15 % |
| 224. |
CARESTREAM HEALTH TL 2.0 2.229% 04/30/2013
Cusip: BRS26JQ00
|
520,770.1 | $498,403 | 0.15 % |
| 225. |
IOWA TELECOM TLB 1.75 2.008% 11/23/2011
Cusip: BAX0TZ2F7
|
500,000 | $497,345 | 0.15 % |
| 226. |
LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
|
479,000 | $495,765 | 0.15 % |
| 227. |
FNMA 30YR 7.000% 07/01/2038
Cusip: 31411JDT0
|
444,957.98 | $493,291 | 0.14 % |
| 228. |
TRANSDIGM INC TL 2.0 2.278% 06/23/2013
Cusip: 893647A#4
|
500,000 | $490,695 | 0.14 % |
| 229. |
OMNICARE INC 6.875% 12/15/2015
Cusip: 681904AK4
|
500,000 | $490,625 | 0.14 % |
| 230. |
INVERNESS MEDICAL 2ND LIEN 4.25 4.539% 06/26/2015
Cusip: BAX1PCXB5
|
500,000 | $490,315 | 0.14 % |
| 231. |
URUGUAY ORIENT REPUBLIC OF 4.250% 04/05/2027
Cusip: 760942AU6
|
7,500,000 | $490,141 | 0.14 % |
| 232. |
THOMSON LEARNING ACQ TLB 2.75 2.750% 07/03/2014
Cusip: BAX1PVFU1
|
550,138.47 | $484,523 | 0.14 % |
| 233. |
JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
|
440,000 | $484,053 | 0.14 % |
| 234. |
TRANSCAPIT (TRANSNEFT) 8.700% 08/07/2018
Cusip: 89354FAE1
|
400,000 | $479,845 | 0.14 % |
| 235. |
SDART_07-1 0.280% 09/15/2014
Cusip: 80281VAD5
|
483,607.29 | $478,046 | 0.14 % |
| 236. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
500,000 | $475,000 | 0.14 % |
| 237. |
POSCO 8.750% 03/26/2014
Cusip: 693483AA7
|
400,000 | $474,640 | 0.14 % |
| 238. |
FNMA 30YR 5.000% 03/01/2034
Cusip: 31404EWA0
|
455,589.37 | $471,998 | 0.14 % |
| 239. |
NEWS AMERICA INC 6.750% 01/09/2038
Cusip: 652482AS9
|
450,000 | $471,942 | 0.14 % |
| 240. |
QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
|
468,000 | $470,925 | 0.14 % |
| 241. |
QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
|
468,000 | $470,340 | 0.14 % |
| 242. |
BERRY PLASTICS TLC 2.0 2.257% 04/03/2015
Cusip: 085791A*2
|
500,000 | $469,655 | 0.14 % |
| 243. |
HEALTH MANAGEMENT ASSOC TL 1.75 2.001% 02/28/2014
Cusip: 421933A*3
|
483,673.22 | $468,171 | 0.14 % |
| 244. |
PINNACLE FOODS FINANCE LLC 9.250% 04/01/2015
Cusip: 72347QAE3
|
453,000 | $466,590 | 0.14 % |
| 245. |
TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
|
425,000 | $466,437 | 0.14 % |
| 246. |
BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
|
461,000 | $465,610 | 0.14 % |
| 247. |
UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
|
458,000 | $455,710 | 0.13 % |
| 248. |
APRIA HEALTHCARE GROUP INC 11.250% 11/01/2014
Cusip: 037933AD0
|
415,000 | $451,312 | 0.13 % |
| 249. |
SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
|
415,000 | $451,132 | 0.13 % |
| 250. |
IASIS HEALTHCARE DD 2.0 2.229% 03/14/2014
Cusip: BRS26JWQ6
|
469,793.32 | $450,855 | 0.13 % |
| 251. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
435,000 | $446,962 | 0.13 % |
| 252. |
INTELSAT TL 2.5 2.749% 02/01/2014
Cusip: BAX1BXA86
|
500,000 | $446,875 | 0.13 % |
| 253. |
POWER SECTOR ASSETS & LIABILITIES 7.250% 05/27/2019
Cusip: 73933BAA2
|
410,000 | $443,825 | 0.13 % |
| 254. |
DEAN FOODS TL 1.5 1.635% 04/02/2014
Cusip: 242370B@2
|
448,670.43 | $440,630 | 0.13 % |
| 255. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2038
Cusip: 706451BR1
|
450,000 | $436,279 | 0.13 % |
| 256. |
TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
|
427,000 | $434,472 | 0.13 % |
| 257. |
CLAIRES STORES TL 2.75 3.002% 05/29/2014
Cusip: BRS1ZXFP6
|
488,491.05 | $429,735 | 0.13 % |
| 258. |
GAZ CAPITAL SA 8.125% 07/31/2014
Cusip: 368266AM4
|
380,000 | $426,743 | 0.12 % |
| 259. |
MEDIACOM LLC/MEDIACOM CAPITAL CORP 9.125% 08/15/2019
Cusip: 58445MAK8
|
410,000 | $424,350 | 0.12 % |
| 260. |
PINNACLE FOODS FINANCE LLC 10.625% 04/01/2017
Cusip: 72347QAD5
|
399,000 | $421,942 | 0.12 % |
| 261. |
BRAZIL (FEDERATIVE REPUBLIC OF) 12.500% 01/05/2016
Cusip: 105756BJ8
|
650,000 | $415,963 | 0.12 % |
| 262. |
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
|
385,000 | $415,264 | 0.12 % |
| 263. |
DYNEGY HOLDINGS INC 8.375% 05/01/2016
Cusip: 26816LAT9
|
500,000 | $415,000 | 0.12 % |
| 264. |
CONSTELLATION BRANDS TLB 1.50 1.750% 06/05/2013
Cusip: 21036PC@5
|
413,483.35 | $411,192 | 0.12 % |
| 265. |
GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
|
400,000 | $411,000 | 0.12 % |
| 266. |
CPM HOLDINGS INC 10.625% 09/01/2014
Cusip: 12620XAA0
|
385,000 | $410,025 | 0.12 % |
| 267. |
DYNEGY HOLDINGS INC LOC 1.5 1.752% 04/02/2013
Cusip: BAX2X3Z14
|
416,262.48 | $409,344 | 0.12 % |
| 268. |
SPORT AUTHORITY TL 2.25 2.501% 05/03/2013
Cusip: 84917UA@8
|
448,383.81 | $405,787 | 0.12 % |
| 269. |
TEXAS COMPETITIVE ELEC TLB2 3.5 3.729% 10/10/2014
Cusip: BRS2ZUP20
|
492,143.34 | $403,764 | 0.12 % |
| 270. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AC4
|
405,000 | $399,937 | 0.12 % |
| 271. |
RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
|
375,000 | $394,823 | 0.12 % |
| 272. |
GRAPHIC PACKAGING INTL TLC 2.75 3.000% 05/16/2014
Cusip: 38869PB#0
|
395,643.19 | $394,013 | 0.12 % |
| 273. |
US TII 3.375 01/15/12 (TIPS) 3.375% 01/15/2012
Cusip: 9128277J5
|
300,000 | $391,811 | 0.11 % |
| 274. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
375,000 | $389,062 | 0.11 % |
| 275. |
ALASKA COMMUN (ALEC ACQ) TLB 3.0 2.001% 02/01/2012
Cusip: 01168#AD4
|
398,120.12 | $387,669 | 0.11 % |
| 276. |
URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
|
300,000 | $384,750 | 0.11 % |
| 277. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AD9
|
374,000 | $384,285 | 0.11 % |
| 278. |
CLEAR CHANNEL COMM TLB 3.65 3.902% 01/29/2016
Cusip: BAX32XP29
|
475,000 | $384,070 | 0.11 % |
| 279. |
FGOLD 30YR GIANT 5.000% 06/01/2036
Cusip: 3128M4ME0
|
369,135.9 | $382,200 | 0.11 % |
| 280. |
COVANTA ENERGY CORP TLB 1.5 1.756% 02/10/2014
Cusip: BRS26JSA6
|
392,228.58 | $378,990 | 0.11 % |
| 281. |
TELECOM ITALIA CAPITAL 5.250% 11/15/2013
Cusip: 87927VAE8
|
360,000 | $377,073 | 0.11 % |
| 282. |
NOVA CHEMICALS CORP 8.625% 11/01/2019
Cusip: 66977WAL3
|
365,000 | $375,037 | 0.11 % |
| 283. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
320,000 | $373,600 | 0.11 % |
| 284. |
COLOMBIA (REPUBLIC OF) 12.000% 10/22/2015
Cusip: ED8232792
|
585,000,000 | $371,999 | 0.11 % |
| 285. |
DENBURY RESOURCES INC 8.250% 02/15/2020
Cusip: 24823UAG3
|
348,000 | $370,185 | 0.11 % |
| 286. |
FSB GLOBAL TLB 2.50 2.500% 09/29/2013
Cusip: 30277#AA7
|
383,400.7 | $368,064 | 0.11 % |
| 287. |
RITE AID CORPORATION TLB4 6.50 7.006% 06/10/2015
Cusip: BRS4QJST9
|
350,000 | $365,312 | 0.11 % |
| 288. |
CSC HOLDINGS INCREMENTAL TLB2 1.75 1.980% 03/29/2016
Cusip: BRS26K3M4
|
364,779.86 | $364,571 | 0.11 % |
| 289. |
PAETEC HOLDING CORP 8.875% 06/30/2017
Cusip: 695459AE7
|
349,000 | $359,906 | 0.11 % |
| 290. |
BANCO CREDITO DEL PERU 7.170% 10/15/2022
Cusip: EG9091752
|
1,000,000 | $357,268 | 0.10 % |
| 291. |
PENTON MEDIA TLB 4.0 5.003% 08/01/2014
Cusip: BRS4QJRA1
|
486,187.26 | $354,916 | 0.10 % |
| 292. |
PETROBRAS INTERNATIONAL FINANCE CO 7.875% 03/15/2019
Cusip: 71645WAN1
|
300,000 | $350,867 | 0.10 % |
| 293. |
SMURFIT STONE CON US TLB 4.75 5.000% 02/19/2016
Cusip: BAX393S66
|
350,000 | $350,087 | 0.10 % |
| 294. |
MANITOWOC TLA 4.5 4.752% 04/14/2013
Cusip: BAX2XG9A4
|
350,000 | $345,625 | 0.10 % |
| 295. |
MCC IOWA LLC TL D2 1.75 1.999% 01/31/2015
Cusip: BAX1L59K1
|
356,792.62 | $344,411 | 0.10 % |
| 296. |
NORCRAFT COS/FINANCE 10.500% 12/15/2015
Cusip: 65556TAC1
|
324,000 | $343,440 | 0.10 % |
| 297. |
TURKEY (REPUBLIC OF) 7.500% 07/14/2017
Cusip: 900123BE9
|
300,000 | $342,000 | 0.10 % |
| 298. |
INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
|
2,900,000,000 | $338,120 | 0.10 % |
| 299. |
SPANISH BRDCASTING SYS TLB 1.75 2.010% 06/10/2012
Cusip: 846425A*7
|
369,984.09 | $337,610 | 0.10 % |
| 300. |
GATE HOUSE MEDIA 1ST LIEN 2.25 2.500% 08/28/2014
Cusip: BAX1L18Z8
|
698,527.84 | $334,860 | 0.10 % |
| 301. |
CONTECH CONST TLB 2.00 2.240% 01/31/2013
Cusip: 21075*AB2
|
363,268.63 | $328,304 | 0.10 % |
| 302. |
HIT ENTERTAINMENT 1ST LIEN 2.25 2.499% 06/12/2014
Cusip: 43359#AA1
|
354,652.27 | $328,230 | 0.10 % |
| 303. |
EL SALVADOR (REPUBLIC OF) 7.375% 12/01/2019
Cusip: 283875AP7
|
300,000 | $327,000 | 0.10 % |
| 304. |
NATIONAL POWER CORP 6.875% 11/02/2016
Cusip: 637193BE2
|
300,000 | $326,904 | 0.10 % |
| 305. |
CHEMTURA CORP DIP TLB 4.0 4.250% 01/30/2011
Cusip: BRS26JYP6
|
325,000 | $326,625 | 0.10 % |
| 306. |
GRAHAM PACKAGING CO TLC 4.25 6.750% 04/05/2014
Cusip: BAX333PC2
|
321,156.43 | $324,245 | 0.09 % |
| 307. |
DOMTAR INC TLB 1.375 1.612% 03/07/2014
Cusip: 257559A*5
|
325,000 | $322,201 | 0.09 % |
| 308. |
SIX FLAGS PREMIER PARKS TLB 3.75 4.001% 02/17/2016
Cusip: BRS4QJTJ0
|
325,000 | $321,750 | 0.09 % |
| 309. |
ARAMARK CORP TL 2.125 2.126% 01/26/2014
Cusip: 038521A#7
|
328,402.62 | $321,378 | 0.09 % |
| 310. |
REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
|
300,000 | $320,000 | 0.09 % |
| 311. |
METROPC WIRELESS INC TLB 2.50 2.500% 11/03/2013
Cusip: BAX2VS3Z1
|
326,471.49 | $318,988 | 0.09 % |
| 312. |
HCA INC TLB 2.75 2.501% 11/18/2013
Cusip: 404119A*0
|
324,432.35 | $316,195 | 0.09 % |
| 313. |
LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
|
310,000 | $314,262 | 0.09 % |
| 314. |
EUROPEAN INVESTMENT BANK 2.150% 01/18/2027
Cusip: BRS378FV5
|
29,100,000 | $313,602 | 0.09 % |
| 315. |
KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
|
280,000 | $312,915 | 0.09 % |
| 316. |
NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
|
310,000 | $311,558 | 0.09 % |
| 317. |
AMERISTAR CASINOS INC TLB 1.50 3.501% 11/10/2012
Cusip: 03070QA#8
|
311,835.42 | $311,445 | 0.09 % |
| 318. |
U.S. FOODSERVICE 10.250% 06/30/2015
Cusip: 91728CAD5
|
301,000 | $310,782 | 0.09 % |
| 319. |
CONSOLIDATED CONTAINER TL 5.5 5.750% 09/28/2014
Cusip: BRS3FEP00
|
350,000 | $308,875 | 0.09 % |
| 320. |
PETROBRAS INTERNATIONAL FINANCE CO 5.750% 01/20/2020
Cusip: 71645WAP6
|
300,000 | $307,347 | 0.09 % |
| 321. |
CGG - COMPAGNIE GEN TL 2.00 3.465% 01/12/2014
Cusip: BAX1BSBH6
|
311,693.17 | $307,017 | 0.09 % |
| 322. |
CROSSTEX ENERGY LP 8.875% 02/15/2018
Cusip: 22764LAA1
|
298,000 | $306,195 | 0.09 % |
| 323. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
300,000 | $303,375 | 0.09 % |
| 324. |
SCOTTS MIRACLE-GRO CO 7.250% 01/15/2018
Cusip: 810186AH9
|
296,000 | $302,290 | 0.09 % |
| 325. |
JARDEN CORP TLB4 2.50 3.501% 01/26/2015
Cusip: BAX37QYH6
|
301,268.09 | $301,970 | 0.09 % |
| 326. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
277,000 | $301,930 | 0.09 % |
| 327. |
GAZ CAPITAL SA 7.288% 08/16/2037
Cusip: 368266AH5
|
300,000 | $301,500 | 0.09 % |
| 328. |
RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
|
300,000 | $301,161 | 0.09 % |
| 329. |
OSHKOSH CORPORATION 8.250% 03/01/2017
Cusip: 688225AA9
|
289,000 | $300,560 | 0.09 % |
| 330. |
VANGUARD HEALTH SYSTEMS TL 3.5 3.749% 01/29/2016
Cusip: BRS26K6L3
|
300,000 | $300,429 | 0.09 % |
| 331. |
NEW CUSTOMER (N.E.WHLDGS) TLB 4.25 4.534% 03/31/2016
Cusip: BAX394JH0
|
300,000 | $298,563 | 0.09 % |
| 332. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
280,000 | $298,200 | 0.09 % |
| 333. |
GAZ CAPITAL SA 6.510% 03/07/2022
Cusip: EG2357556
|
300,000 | $298,140 | 0.09 % |
| 334. |
BROCADE COMMUNICATIONS 1ST LN 4.0 7.000% 10/07/2013
Cusip: BAX2X95T3
|
295,173.19 | $297,142 | 0.09 % |
| 335. |
RENT-A-CENTER TLB 1.75 1.995% 06/30/2012
Cusip: 76009NB#6
|
303,073.03 | $297,011 | 0.09 % |
| 336. |
INTELSAT JACKSON HOLDINGS LTD 8.500% 11/01/2019
Cusip: 458207AG2
|
280,000 | $293,300 | 0.09 % |
| 337. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
280,000 | $293,300 | 0.09 % |
| 338. |
FORD MOTOR COMPANY TLB2 3.0 3.251% 12/15/2013
Cusip: BAX2ZXCJ2
|
299,248.13 | $286,946 | 0.08 % |
| 339. |
ECOPETROL SA 7.625% 07/23/2019
Cusip: 279158AB5
|
255,000 | $283,050 | 0.08 % |
| 340. |
CIRCUS & ELDORADO JT VENTURE 10.125% 03/01/2012
Cusip: 17274RAB9
|
325,000 | $282,750 | 0.08 % |
| 341. |
LENDER PROCESS SERVICES TLB 2.5 2.729% 07/01/2014
Cusip: BAX2W2544
|
278,560.17 | $279,604 | 0.08 % |
| 342. |
PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
|
255,000 | $279,576 | 0.08 % |
| 343. |
SOLUTIA INC TL 3.25 3.516% 03/17/2017
Cusip: BAX2XG708
|
275,000 | $277,252 | 0.08 % |
| 344. |
DAVITA INC TLB1 1.5 1.736% 10/05/2012
Cusip: 23918KC#3
|
280,893.29 | $276,359 | 0.08 % |
| 345. |
DISCOVERY COMM TLC 3.25 3.500% 05/14/2014
Cusip: BAX304YC3
|
272,937.5 | $274,984 | 0.08 % |
| 346. |
BUFFETS INC 2ND LN PFLC 7.600% 05/01/2013
Cusip: BAX302182
|
275,822.74 | $270,306 | 0.08 % |
| 347. |
MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
|
250,000 | $266,644 | 0.08 % |
| 348. |
CANNERY CASINO TL 2.25 2.501% 05/17/2013
Cusip: BAX1L70R1
|
288,854.82 | $265,385 | 0.08 % |
| 349. |
FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
|
260,000 | $262,925 | 0.08 % |
| 350. |
SMURFIT STONE CON US REVOLVER 2.25 2.841% 11/01/2011
Cusip: BAX2ZVAL3
|
263,965.85 | $262,221 | 0.08 % |
| 351. |
HARRAHS OPERATING COMPANY TLB1 3.0 3.266% 01/28/2015
Cusip: BRS4QJLL3
|
300,000 | $258,126 | 0.08 % |
| 352. |
GEORGIA-PACIFIC CORPORATION 8.250% 05/01/2016
Cusip: 37331NAA9
|
235,000 | $256,150 | 0.08 % |
| 353. |
BUMBLE BEE FOODS LLC 7.750% 12/15/2015
Cusip: 120463AA2
|
253,000 | $255,530 | 0.07 % |
| 354. |
AMC ENTERTAINMENT INC 11.000% 02/01/2016
Cusip: 001669AZ3
|
237,000 | $254,478 | 0.07 % |
| 355. |
INDONESIA (REPUBLIC OF) 11.500% 09/15/2019
Cusip: EF3693126
|
2,000,000,000 | $253,871 | 0.07 % |
| 356. |
REPUBLIC OF PHILIPPINES 9.375% 01/18/2017
Cusip: 718286AQ0
|
200,000 | $252,750 | 0.07 % |
| 357. |
BUCYRUS INTERNATIONAL TLC 3.0 3.251% 02/17/2016
Cusip: BRS4QJEY3
|
250,000 | $252,250 | 0.07 % |
| 358. |
GOODYEAR TIRE & RUBBER 2ND LN 0.00 2.340% 04/30/2014
Cusip: 382550E@6
|
263,296.91 | $250,871 | 0.07 % |
| 359. |
CHRYSLER FINANCIAL 2ND LN 6.5 6.784% 08/03/2013
Cusip: BRS4YJYK2
|
250,000 | $248,750 | 0.07 % |
| 360. |
UKRAINE GOVERNMENT 6.385% 06/26/2012
Cusip: EG5801113
|
250,000 | $248,125 | 0.07 % |
| 361. |
REVOLUTION STUDIOS TLB 3.75 4.032% 12/21/2014
Cusip: BAX19RL07
|
271,588.58 | $247,145 | 0.07 % |
| 362. |
INDONESIA (REPUBLIC OF) 11.000% 11/15/2020
Cusip: ED9787752
|
2,000,000,000 | $246,607 | 0.07 % |
| 363. |
PINNACLE ENTERTAIMENT I 7.500% 06/15/2015
Cusip: 723456AG4
|
285,000 | $246,525 | 0.07 % |
| 364. |
UPC BROADBAND HOLDING TL 3.50 3.749% 12/31/2016
Cusip: BAX37X344
|
250,000 | $246,062 | 0.07 % |
| 365. |
BERTIN LTDA 10.250% 10/05/2016
Cusip: 08589QAA2
|
220,000 | $245,080 | 0.07 % |
| 366. |
NIELSEN FINANCE VNU TLB 2.75 3.979% 05/02/2016
Cusip: BAX373FE5
|
249,371.86 | $244,591 | 0.07 % |
| 367. |
BIOMET TL 3.00 3.250% 03/25/2015
Cusip: 090613A*1
|
246,849.68 | $242,640 | 0.07 % |
| 368. |
VENETIAN CASINO RESORT TL 1.75 2.010% 05/23/2014
Cusip: 51783#AA0
|
265,180.03 | $242,234 | 0.07 % |
| 369. |
NRG ENERGY TL 1.75 1.998% 02/01/2013
Cusip: 629377C#7
|
244,969.68 | $239,808 | 0.07 % |
| 370. |
ARBYS RESTAURANT GROUP TL 2.25 7.250% 07/25/2012
Cusip: 03879@AA8
|
237,435.04 | $238,797 | 0.07 % |
| 371. |
REPUBLIC OF URUGUAY 8.000% 11/18/2022
Cusip: 917288BC5
|
200,000 | $238,000 | 0.07 % |
| 372. |
CONSOL ENERGY INC. 8.250% 04/01/2020
Cusip: 20854PAE9
|
229,000 | $235,870 | 0.07 % |
| 373. |
PERU (THE REPUBLIC OF) 7.350% 07/21/2025
Cusip: 715638AS1
|
200,000 | $232,000 | 0.07 % |
| 374. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
224,671.42 | $230,018 | 0.07 % |
| 375. |
GEORGIA PACIFIC TLB 2.0 2.258% 12/20/2012
Cusip: 37330#AA7
|
227,876.29 | $226,388 | 0.07 % |
| 376. |
TURKEY (REPUBLIC OF) 7.250% 03/15/2015
Cusip: 900123AV2
|
200,000 | $224,760 | 0.07 % |
| 377. |
SENSUS METERING SYSTEMS TLB3 2.5 7.000% 06/23/2013
Cusip: BRS26K4B7
|
223,875 | $224,434 | 0.07 % |
| 378. |
LODGENET ENTERTAIN CORP TLB 2.0 2.260% 04/04/2014
Cusip: 540211B@7
|
238,567.58 | $224,253 | 0.07 % |
| 379. |
AES CORPORATION TL 1.75 3.290% 08/10/2011
Cusip: 00130HB@3
|
225,000 | $223,173 | 0.07 % |
| 380. |
TREASURY BOND 4.375% 11/15/2039
Cusip: 912810QD3
|
235,000 | $222,221 | 0.07 % |
| 381. |
PEP BOYS TLB 2.75 2.250% 10/27/2013
Cusip: BAX173A53
|
237,982.45 | $221,323 | 0.06 % |
| 382. |
OSHKOSH CORPORATION 8.500% 03/01/2020
Cusip: 688225AC5
|
211,000 | $219,440 | 0.06 % |
| 383. |
CANNERY CASINO DDTL 2.25 2.501% 05/16/2014
Cusip: BAX1L70T7
|
238,829.06 | $219,424 | 0.06 % |
| 384. |
FREESCALE SEMICONDUCTOR TL 4.25 4.479% 12/22/2016
Cusip: BAX3946H4
|
233,492.09 | $218,996 | 0.06 % |
| 385. |
TIME WARNER TELECOM TLB 2.0 1.980% 01/07/2013
Cusip: 88731#AC1
|
221,835.89 | $218,546 | 0.06 % |
| 386. |
MICHAELS STORES INC TLB2 4.5 4.769% 07/31/2016
Cusip: BAX38M347
|
224,420.09 | $218,201 | 0.06 % |
| 387. |
FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
|
212,000 | $215,180 | 0.06 % |
| 388. |
CONTINENTAL RESOURCES INC. 7.375% 10/01/2020
Cusip: 212015AC5
|
212,000 | $213,060 | 0.06 % |
| 389. |
BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
|
210,000 | $212,630 | 0.06 % |
| 390. |
CMP SUSQUEHANNA TL 2.0 2.250% 05/05/2013
Cusip: 126001A*7
|
250,000 | $210,375 | 0.06 % |
| 391. |
POTLATCH CORPORATION 7.500% 11/01/2019
Cusip: 737630AA1
|
205,000 | $210,125 | 0.06 % |
| 392. |
AES DOMINICANA ENERGIA FINANCE SA 11.000% 12/13/2015
Cusip: 00105PAA6
|
200,000 | $209,000 | 0.06 % |
| 393. |
PHILIPPINES (REPUBLIC OF THE) 8.375% 06/17/2019
Cusip: 718286BE6
|
170,000 | $207,400 | 0.06 % |
| 394. |
CEQUEL COMMUNICATIONS LLC TL 2.00 2.252% 11/05/2013
Cusip: BAX1P5WY1
|
213,090.12 | $207,311 | 0.06 % |
| 395. |
CONSTELLATION BRANDS EXT TLB 1.50 3.000% 06/05/2015
Cusip: BAX393GX0
|
203,983.83 | $206,125 | 0.06 % |
| 396. |
MHP SA 10.250% 11/30/2011
Cusip: EF9183049
|
200,000 | $206,000 | 0.06 % |
| 397. |
DELUXE COMMUNICATIONS TL 2.25 2.512% 05/11/2013
Cusip: 24803#AC9
|
226,826.2 | $204,710 | 0.06 % |
| 398. |
BOISE CASCADE LLC 7.125% 10/15/2014
Cusip: 097395AH0
|
220,000 | $203,500 | 0.06 % |
| 399. |
SANDRIDGE ENERGY INC PIK 8.625% 04/01/2015
Cusip: 80007PAF6
|
209,000 | $203,252 | 0.06 % |
| 400. |
BOLTHOUSE FARMS TL 2ND LN 7.5 7.750% 08/08/2016
Cusip: BRS1ZXAL0
|
200,000 | $201,312 | 0.06 % |
| 401. |
IRAQ (REPUBLIC OF) 5.800% 01/15/2028
Cusip: 462652AA6
|
250,000 | $201,250 | 0.06 % |
| 402. |
QUEBECOR WORLD TL 6.0 9.000% 07/21/2012
Cusip: BRS2ZULZ1
|
199,277.78 | $201,021 | 0.06 % |
| 403. |
CARMIKE CINEMAS INC TL 3.5 5.500% 01/27/2016
Cusip: BRS1ZXQN9
|
200,000 | $199,892 | 0.06 % |
| 404. |
INDIANA MICHIGAN POWER COMPANY 6.050% 03/15/2037
Cusip: 454889AM8
|
200,000 | $199,542 | 0.06 % |
| 405. |
CINEMARK USA INC EXT TL 3.25 3.504% 04/30/2016
Cusip: BRS4QJH04
|
200,000 | $199,150 | 0.06 % |
| 406. |
ARDENT HEALTH SERVICES TLB 5.0 5.261% 09/15/2015
Cusip: BRS2ZUL65
|
200,000 | $197,626 | 0.06 % |
| 407. |
SPIRIT AEROSYSTEMS TLB 2.25 2.001% 09/30/2013
Cusip: 84857#AA2
|
199,665.21 | $197,357 | 0.06 % |
| 408. |
CAYMAN ISLANDS (GOVERNMENT OF) 5.950% 11/24/2019
Cusip: 14976CAA2
|
200,000 | $197,316 | 0.06 % |
| 409. |
SERVICEMASTER CO TL 2.75 3.249% 07/24/2014
Cusip: BAX335R01
|
204,622.64 | $195,926 | 0.06 % |
| 410. |
NOVELIS INC TL 2.0 2.244% 07/06/2014
Cusip: 67000#AB1
|
201,521.6 | $194,810 | 0.06 % |
| 411. |
EMMIS OPERATING CO TLB 2.00 4.251% 11/01/2013
Cusip: BAX17CRG1
|
224,437.44 | $193,465 | 0.06 % |
| 412. |
COVANTA ENERGY CORP LC -.10 1.756% 02/10/2014
Cusip: BRS26JSB4
|
198,557.49 | $191,856 | 0.06 % |
| 413. |
NEIMAN MARCUS TLB 1.75 2.251% 04/06/2013
Cusip: 640204A@2
|
200,000 | $189,288 | 0.06 % |
| 414. |
GENERAL NUTRITION CENTERS TL 2.25 2.499% 09/16/2013
Cusip: BRS26JV95
|
193,835.39 | $187,374 | 0.05 % |
| 415. |
CERVECERIA NACIONAL DOMI 16.000% 03/27/2012
Cusip: 157107AA1
|
200,000 | $186,360 | 0.05 % |
| 416. |
BLB WEMBLY TL-1ST LN 2.5 2.254% 07/18/2011
Cusip: BAX0Y48Y3
|
262,899.83 | $185,344 | 0.05 % |
| 417. |
COLOMBIA (REPUBLIC OF) 9.850% 06/28/2027
Cusip: EG5593306
|
300,000,000 | $184,135 | 0.05 % |
| 418. |
CW MEDIA HOLDINGS TLB 3.25 3.251% 02/16/2015
Cusip: C1466@AA8
|
195,500 | $183,770 | 0.05 % |
| 419. |
HCA INC TLA1 1.25 1.500% 11/16/2012
Cusip: BAX393S58
|
187,614.45 | $181,751 | 0.05 % |
| 420. |
PETROLEOS DE VENEZUELA SA 5.125% 10/28/2016
Cusip: EI0184354
|
300,000 | $179,230 | 0.05 % |
| 421. |
SYNAGRO TECH TL 2.0 2.290% 04/02/2014
Cusip: BAX1HC2N2
|
200,000 | $176,626 | 0.05 % |
| 422. |
HUNTSMAN INTERNATIONAL TLB 1.75 1.996% 08/16/2012
Cusip: 44701QA@1
|
184,010.84 | $176,306 | 0.05 % |
| 423. |
NALCO INCREMENTAL TL 3.5 3.750% 05/13/2016
Cusip: BRS26K0J4
|
174,125 | $175,648 | 0.05 % |
| 424. |
CEDAR FAIR TLB 3.75 4.000% 02/10/2016
Cusip: BRS4QJFP1
|
175,000 | $175,110 | 0.05 % |
| 425. |
TUNICA-BILOXI GAMING AUTHORITY 9.000% 11/15/2015
Cusip: 899745AA1
|
182,000 | $172,900 | 0.05 % |
| 426. |
UNITED AIRLINES TL 2.00 2.250% 03/20/2012
Cusip: 909279R#0
|
198,565.74 | $172,057 | 0.05 % |
| 427. |
TREASURY NOTE 2.625% 12/31/2014
Cusip: 912828ME7
|
170,000 | $171,221 | 0.05 % |
| 428. |
CHART INDUSTRIES INC 9.125% 10/15/2015
Cusip: 16115QAB6
|
170,000 | $170,000 | 0.05 % |
| 429. |
DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
|
175,000 | $167,937 | 0.05 % |
| 430. |
OSHKOSH TRUCK TLB 2.00 6.259% 12/06/2013
Cusip: 688239B@0
|
164,441.83 | $164,834 | 0.05 % |
| 431. |
EMDEON BUS SER TLB 1ST LIEN 2.5 2.260% 11/18/2013
Cusip: 29084@AA4
|
167,855.66 | $164,498 | 0.05 % |
| 432. |
INFOR GLOBAL SOLUTIONS TL 3.75 3.999% 07/30/2012
Cusip: BRS26JWX1
|
164,171.42 | $158,333 | 0.05 % |
| 433. |
PANAMSAT CORPORATION TLB2A 2.0 2.728% 01/03/2014
Cusip: BAX2UEAW2
|
162,093.39 | $157,616 | 0.05 % |
| 434. |
PANAMSAT CORPORATION TLB2B 2.0 2.728% 01/03/2014
Cusip: BAX2UEAX0
|
162,043.76 | $157,568 | 0.05 % |
| 435. |
PANAMSAT CORPORATION TLB2C 2.0 2.728% 01/03/2014
Cusip: BAX2UEAY8
|
162,043.76 | $157,568 | 0.05 % |
| 436. |
NRG ENERGY LOC 1.75 0.151% 02/01/2013
Cusip: 62937#AC8
|
160,950.44 | $157,559 | 0.05 % |
| 437. |
BRENNTAG TLB2 2.5 1.985% 01/20/2014
Cusip: L1241@AA0
|
159,860.77 | $157,462 | 0.05 % |
| 438. |
ABH FINANCIAL LT 8.200% 06/25/2012
Cusip: 015395AA4
|
150,000 | $156,562 | 0.05 % |
| 439. |
BWAY TLB 1.75 2.063% 07/17/2013
Cusip: 056039A@9
|
156,429.2 | $155,255 | 0.05 % |
| 440. |
VENEZUELA (REPUBLIC OF) 6.000% 12/09/2020
Cusip: P97475AG5
|
250,000 | $155,000 | 0.05 % |
| 441. |
TPF GENERATING TENASCA PWR TL 2.0 2.229% 12/15/2013
Cusip: 87277@AA9
|
159,771.61 | $154,179 | 0.05 % |
| 442. |
BALL CORPORATION 7.125% 09/01/2016
Cusip: 058498AM8
|
145,000 | $154,062 | 0.05 % |
| 443. |
AMSCAN TL 2.25 2.501% 05/27/2013
Cusip: BRS1ZXGY6
|
160,864.7 | $153,223 | 0.04 % |
| 444. |
JARDEN CORP 7.500% 01/15/2020
Cusip: 471109AD0
|
151,000 | $152,510 | 0.04 % |
| 445. |
SINCLAIR TELEVISION GROUP TLB 4.5 4.781% 10/31/2015
Cusip: BAX3889A8
|
150,000 | $151,782 | 0.04 % |
| 446. |
LYONDELL CHEMICAL TLB 4.0 4.292% 03/30/2016
Cusip: BAX394RW8
|
150,000 | $151,453 | 0.04 % |
| 447. |
ZUFFA INC TL 5.50 5.784% 06/18/2015
Cusip: BAX384255
|
149,625 | $150,373 | 0.04 % |
| 448. |
US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
|
155,000 | $150,211 | 0.04 % |
| 449. |
REXNORD CORP B2 2.25 2.274% 07/19/2013
Cusip: BAX1L70W0
|
159,147.64 | $149,730 | 0.04 % |
| 450. |
SEVERSTAL COLUMBUS LLC 10.250% 02/15/2018
Cusip: 818149AA4
|
144,000 | $149,040 | 0.04 % |
| 451. |
PETCO ANIMAL SUPPLIES TL 2.75 2.488% 10/26/2013
Cusip: 716017A*9
|
150,000 | $147,328 | 0.04 % |
| 452. |
MILLENIUM CHEM (CRISTAL) TL 2.25 2.501% 05/15/2014
Cusip: BAX1L9JZ9
|
155,791.26 | $146,443 | 0.04 % |
| 453. |
SELECT MEDICAL CORP EXT TLB 3.75 4.025% 08/22/2014
Cusip: BRS43MLG2
|
150,000 | $146,437 | 0.04 % |
| 454. |
HUNTSMAN INTERNATIONAL TLC 2.25 2.508% 06/30/2016
Cusip: BRS4QJM73
|
148,500 | $142,931 | 0.04 % |
| 455. |
VENOCO 2ND LIEN 4.0 4.250% 05/07/2014
Cusip: BAX1L1912
|
150,000 | $142,032 | 0.04 % |
| 456. |
GEORGIA PACIFIC TLC 3.25 3.503% 12/20/2012
Cusip: BRS26JUU9
|
141,242.8 | $141,917 | 0.04 % |
| 457. |
PANTRY INC TL 1.75 2.002% 05/15/2014
Cusip: BAX1L65N7
|
148,733.23 | $141,296 | 0.04 % |
| 458. |
SPRINGS WINDOWS TLB 2.25 3.063% 12/31/2012
Cusip: 85181#AA6
|
150,000 | $139,875 | 0.04 % |
| 459. |
SUPERVALU TLB 1.75 1.479% 06/02/2012
Cusip: 868536B@1
|
138,376.46 | $137,791 | 0.04 % |
| 460. |
SALLY HOLDINGS TLB 2.5 2.480% 11/16/2013
Cusip: 79546#AA9
|
138,737.88 | $136,548 | 0.04 % |
| 461. |
REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
|
1,750,000 | $131,250 | 0.04 % |
| 462. |
BOSTON GENERATING LLC TLB 2.25 2.501% 12/20/2013
Cusip: 10075#AA3
|
152,974.45 | $128,498 | 0.04 % |
| 463. |
RIVERSIDE ENERGY CENTER TL 4.25 4.499% 06/24/2011
Cusip: 76913#AA0
|
128,394.12 | $127,752 | 0.04 % |
| 464. |
MARFRIG OVERSEAS LTD 9.625% 11/16/2016
Cusip: 56656PAA1
|
120,000 | $126,600 | 0.04 % |
| 465. |
ROCKWOOD SPECIALTIES GRP TLH 4.25 6.000% 05/15/2014
Cusip: BRS1ZX783
|
125,000 | $125,666 | 0.04 % |
| 466. |
NTELOS INC TL 3.75 5.750% 08/12/2015
Cusip: BRS26K0S4
|
124,687.5 | $125,519 | 0.04 % |
| 467. |
BUFFETS INC 2ND LN TL 17.750% 05/01/2013
Cusip: BAX302190
|
127,961.91 | $125,402 | 0.04 % |
| 468. |
WIDE OPEN WEST FINANCE TL 6.5 6.749% 06/21/2014
Cusip: BRS4QJXF3
|
125,000 | $125,312 | 0.04 % |
| 469. |
PHILIPPINES (REPUBLIC OF THE) 8.750% 10/07/2016
Cusip: 718286AC1
|
100,000 | $124,750 | 0.04 % |
| 470. |
HERTZ CORP SYNTHETIC LC 1.75 0.271% 12/21/2012
Cusip: 428040J*1
|
125,971.41 | $124,376 | 0.04 % |
| 471. |
ALLIANCE IMAGING TL 3.50 3.754% 06/01/2016
Cusip: BRS1ZXGP5
|
124,687.5 | $124,375 | 0.04 % |
| 472. |
HEXION SPECIALTY CHEM TLC1 2.25 4.063% 05/05/2013
Cusip: 428300B*7
|
131,255.96 | $123,606 | 0.04 % |
| 473. |
CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
|
120,000 | $122,614 | 0.04 % |
| 474. |
CAPELLA HEALTHCARE TLB 3.5 3.790% 02/28/2015
Cusip: BRS1ZXBN5
|
122,812.5 | $122,198 | 0.04 % |
| 475. |
IASIS HEALTHCARE LOC 2.0 0.145% 03/14/2014
Cusip: 45072@AA4
|
127,186.01 | $122,059 | 0.04 % |
| 476. |
BRENNTAG 2ND LN 4.0 4.251% 03/21/2016
Cusip: BRS1ZXD78
|
125,000 | $121,875 | 0.04 % |
| 477. |
WESTERN REFINING TL 1.75 10.750% 05/30/2014
Cusip: 959319A*5
|
126,716.76 | $121,738 | 0.04 % |
| 478. |
PERU (THE REPUBLIC OF) 8.375% 05/03/2016
Cusip: 715638AQ5
|
100,000 | $121,650 | 0.04 % |
| 479. |
PANAMA (REPUBLIC OF) 8.125% 04/28/2034
Cusip: 698299AT1
|
100,000 | $121,000 | 0.04 % |
| 480. |
TREASURY NOTE 1.500% 07/15/2012
Cusip: 912828LB4
|
120,000 | $120,937 | 0.04 % |
| 481. |
WESCO AIRPORT HDWE TL 2ND LN 5.75 6.040% 03/28/2014
Cusip: BAX15D104
|
125,000 | $120,833 | 0.04 % |
| 482. |
MLMT_05-CKI1 5.077% 11/12/2037
Cusip: 59022HKZ4
|
119,144.84 | $120,205 | 0.04 % |
| 483. |
WESCO AIRPORT HDWE TL 1ST LN 2.25 2.480% 09/30/2013
Cusip: 95082@AA7
|
121,423.6 | $118,919 | 0.03 % |
| 484. |
HIT ENTERTAINMENT TLC 2ND LIEN 5.5 5.752% 02/26/2013
Cusip: BAX0EYKB5
|
200,000 | $118,250 | 0.03 % |
| 485. |
QUEBECOR MEDIA TLB 2.0 2.251% 01/17/2013
Cusip: 74819RA*7
|
119,769.13 | $116,700 | 0.03 % |
| 486. |
MILLENIUM CHEM(CRISTAL) 2LN 5.75 6.000% 11/15/2014
Cusip: BAX1L9JY2
|
125,000 | $116,146 | 0.03 % |
| 487. |
INTELSAT JACKSON HOLDINGS TL 3.0 3.252% 02/01/2014
Cusip: BAX2W45V0
|
125,000 | $115,937 | 0.03 % |
| 488. |
GRAY TELEVISION INC TL 1.50 3.750% 12/31/2014
Cusip: 389375C*5
|
117,916.13 | $113,578 | 0.03 % |
| 489. |
SMURFIT STONE CONT TLC 2.0 2.500% 11/01/2011
Cusip: C8415#AA3
|
113,730.48 | $112,978 | 0.03 % |
| 490. |
BOGOTA DISTRIO CAPITAL 9.750% 07/26/2028
Cusip: 097230AB2
|
200,000,000 | $110,966 | 0.03 % |
| 491. |
EMPRESAS PUBLIC MEDELLIN 7.625% 07/29/2019
Cusip: 29246BAA6
|
100,000 | $110,715 | 0.03 % |
| 492. |
ALERIS INTERNATIONAL TLDIP-NM1 10 0.000% 08/12/2010
Cusip: BAX2Z3EA5
|
108,728.87 | $110,156 | 0.03 % |
| 493. |
CSX CORPORATION 5.750% 03/15/2013
Cusip: 126408GL1
|
100,000 | $108,555 | 0.03 % |
| 494. |
BANCO BMG SA 9.150% 01/15/2016
Cusip: 05949RAC7
|
100,000 | $107,750 | 0.03 % |
| 495. |
SEMINOLE TRIBE OF FL DD TLB2 1.5 1.751% 03/05/2014
Cusip: BAX1FN7X3
|
110,427.53 | $107,666 | 0.03 % |
| 496. |
NATIONAL MENTOR TLB 2.5 2.260% 06/29/2013
Cusip: BAX0YX7S3
|
115,740.55 | $107,060 | 0.03 % |
| 497. |
PERU (THE REPUBLIC OF) 6.550% 03/14/2037
Cusip: 715638AU6
|
100,000 | $107,000 | 0.03 % |
| 498. |
FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
|
104,000 | $106,600 | 0.03 % |
| 499. |
NUVEEN INVESTMENTS TLB1 3.0 3.291% 11/13/2014
Cusip: 67090FA@5
|
112,699.61 | $103,151 | 0.03 % |
| 500. |
WEST CORPORATION 11.000% 10/15/2016
Cusip: 952355AF2
|
96,000 | $101,760 | 0.03 % |
| 501. |
WEATHER CHANNEL TL 3.5 3.766% 09/14/2015
Cusip: BAX394DR4
|
100,000 | $101,063 | 0.03 % |
| 502. |
HANESBRANDS INC TL 3.25 3.504% 12/10/2015
Cusip: BRS2ZUJ68
|
100,000 | $101,056 | 0.03 % |
| 503. |
PILOT TRAVEL CENTER TLB 3.25 3.506% 01/29/2015
Cusip: BAX38WPD1
|
100,000 | $100,767 | 0.03 % |
| 504. |
BOLTHOUSE FARMS TL 1ST LN 3.5 3.750% 02/08/2016
Cusip: BRS26JPD3
|
100,000 | $100,499 | 0.03 % |
| 505. |
TARGA RESOURCES TLB 4.0 4.249% 06/18/2016
Cusip: BRS1ZXA14
|
100,000 | $100,359 | 0.03 % |
| 506. |
PIERRE FOODS INC TL 5.0 5.254% 03/03/2016
Cusip: BRS26JUL9
|
100,000 | $100,332 | 0.03 % |
| 507. |
CUSTOM BUILDING PRODUCTS TLB 4.0 4.271% 03/17/2015
Cusip: BRS26JS73
|
100,000 | $100,188 | 0.03 % |
| 508. |
GREAT POINT POWER TL DD 3.50 3.752% 02/23/2017
Cusip: BRS43MGJ2
|
100,000 | $100,000 | 0.03 % |
| 509. |
AMC ENTERTAINMENT TLB 2.125 1.979% 01/28/2013
Cusip: 00166@AA6
|
102,103.65 | $99,503 | 0.03 % |
| 510. |
ASURION CORP TL 3.00 3.232% 07/03/2014
Cusip: 04649@AA5
|
99,750 | $98,504 | 0.03 % |
| 511. |
CARIS DIAGNOSTICS TLB 5.0 5.249% 01/29/2016
Cusip: BRS1ZXBR6
|
100,000 | $98,500 | 0.03 % |
| 512. |
CALUMET LUBRICANTS CO TLB 4.0 4.250% 01/03/2015
Cusip: 13143#AC1
|
106,676.76 | $98,343 | 0.03 % |
| 513. |
DENNYS L/C 2.25 0.250% 03/31/2012
Cusip: BRS1ZXGJ9
|
100,000 | $98,000 | 0.03 % |
| 514. |
VENEZUELA (REPUBLIC OF) 7.650% 04/21/2025
Cusip: ED8955574
|
150,000 | $97,875 | 0.03 % |
| 515. |
BRSP LLC TL 1ST LN 4.5 7.500% 07/31/2014
Cusip: BAX36SNT9
|
97,675.96 | $97,675 | 0.03 % |
| 516. |
FITNESS HOLDINGS TLB 2.760% 06/08/2012
Cusip: 90187@AD6
|
97,964.4 | $97,474 | 0.03 % |
| 517. |
COOPER STD AUTO DIP TLA 6.0 6.249% 08/03/2010
Cusip: BAX392MW7
|
96,428.57 | $97,151 | 0.03 % |
| 518. |
CUMULUS TL 1.75 4.246% 06/11/2014
Cusip: 231082C@5
|
104,156.85 | $93,350 | 0.03 % |
| 519. |
LEVI STRAUSS TL 2.25 2.479% 03/27/2014
Cusip: 52736RC*1
|
100,000 | $92,938 | 0.03 % |
| 520. |
JOHN MANEELY CO TL 3.25 3.501% 11/28/2013
Cusip: BRS26JS24
|
97,796.5 | $92,766 | 0.03 % |
| 521. |
MICHAEL FOODS INC TLB 2.0 2.249% 05/01/2014
Cusip: BRS4QJPR6
|
91,696.54 | $92,183 | 0.03 % |
| 522. |
TURKEY (REPUBLIC OF) 8.000% 02/14/2034
Cusip: 900123AT7
|
80,000 | $91,900 | 0.03 % |
| 523. |
PHILIPPINES (REPUBLIC OF THE) 9.875% 01/15/2019
Cusip: 718286AK3
|
70,000 | $91,875 | 0.03 % |
| 524. |
AGA MEDICAL TLB 2.25 2.007% 04/28/2013
Cusip: BAX0UTVN0
|
100,000 | $91,500 | 0.03 % |
| 525. |
HEXION SPECIALTY CHEM TLC5 2.25 2.504% 05/05/2013
Cusip: BRS1ZX841
|
97,500 | $91,347 | 0.03 % |
| 526. |
LXS_06-16N 0.366% 11/25/2046
Cusip: 52522DAB7
|
92,775.82 | $90,454 | 0.03 % |
| 527. |
AMERICAN AXLE & MANUFACTURING INC 9.250% 01/15/2017
Cusip: 02406PAG5
|
85,000 | $90,312 | 0.03 % |
| 528. |
TELESAT TL 3.0 3.251% 10/31/2014
Cusip: BAX26PPG3
|
90,283.45 | $88,873 | 0.03 % |
| 529. |
NOVELIS INC CANADA TL 2.0 2.230% 07/06/2014
Cusip: 67000XA@5
|
91,597.2 | $88,547 | 0.03 % |
| 530. |
SMURFIT STONE CON CAD REVOLVER 2.2 3.057% 11/01/2011
Cusip: BAX2ZVAK5
|
87,613.5 | $87,034 | 0.03 % |
| 531. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.750% 07/04/2034
Cusip: EC8300625
|
55,000 | $84,540 | 0.02 % |
| 532. |
EDISON MISSION ENERGY 7.750% 06/15/2016
Cusip: 281023AR2
|
115,000 | $83,950 | 0.02 % |
| 533. |
HERTZ CORP TLB 1.75 1.982% 12/21/2012
Cusip: 428040J@9
|
84,458.27 | $83,389 | 0.02 % |
| 534. |
USPF HOLDINGS LLC TL 1.75 1.979% 04/11/2014
Cusip: 90360*AA3
|
84,075.28 | $83,129 | 0.02 % |
| 535. |
INFOR GLOBAL DELAY DRAW TLB 3.75 3.999% 07/30/2012
Cusip: BAX11HMD8
|
85,657.89 | $82,611 | 0.02 % |
| 536. |
SEMINOLE TRIBE OF FL DD TLB3 1.5 1.751% 03/05/2014
Cusip: BAX1FW8Z7
|
84,040.88 | $81,939 | 0.02 % |
| 537. |
GREEKTOWN CASINO LLC TLB 0.000% 12/03/2012
Cusip: 392484A*2
|
74,775.14 | $80,196 | 0.02 % |
| 538. |
JARDEN CORP TLB1 2.0 2.006% 01/24/2012
Cusip: 471109A@7
|
79,154.52 | $78,913 | 0.02 % |
| 539. |
MEDIA NEWS GROUP TLC 1.75 4.729% 08/02/2013
Cusip: 58446MA#8
|
163,675.78 | $77,418 | 0.02 % |
| 540. |
BIG WEST OIL TLB 9.5 9.752% 02/19/2015
Cusip: BRS4QJEA5
|
75,000 | $75,812 | 0.02 % |
| 541. |
REYNOLDS CONSUMER PRODUCTS TL 4.25 4.374% 11/05/2015
Cusip: BAX388H76
|
75,000 | $75,687 | 0.02 % |
| 542. |
UNIVERSAL CITY DEVELOPMENT TL 4.25 4.504% 11/06/2014
Cusip: BRS26K690
|
75,000 | $75,655 | 0.02 % |
| 543. |
INTERGRAPH CORP TLB1 4.0 4.256% 05/29/2014
Cusip: BRS4BZ5R8
|
75,000 | $75,069 | 0.02 % |
| 544. |
PRESTIGE BRANDS INC TLB 3.25 3.521% 03/24/2016
Cusip: BRS1ZXET9
|
75,000 | $74,859 | 0.02 % |
| 545. |
ANCHOR GLASS TL 1ST LN 4.0 4.252% 03/01/2016
Cusip: BRS2GP4J8
|
75,000 | $74,718 | 0.02 % |
| 546. |
AMN HEALTHCARE SERVICES INC TL 4.0 4.251% 12/23/2013
Cusip: BRS1ZXQZ2
|
75,000 | $74,062 | 0.02 % |
| 547. |
ATI SCHOOLS TLB 6.0 6.251% 12/23/2014
Cusip: BRS1ZX5S1
|
75,000 | $72,875 | 0.02 % |
| 548. |
WILLIAM CARTER COM TLB 1LN 1.5 1.731% 07/14/2012
Cusip: 96926#AC9
|
73,287.41 | $72,462 | 0.02 % |
| 549. |
SAN PASQUAL CASINO DEV GROUP 8.000% 09/15/2013
Cusip: 799183AA6
|
76,000 | $72,200 | 0.02 % |
| 550. |
DOLE FOODS COMPANY TLC1 3.25 3.502% 02/23/2017
Cusip: BRS29CZJ1
|
70,129.43 | $70,808 | 0.02 % |
| 551. |
ZUFFA INC TL 2.00 2.313% 06/19/2015
Cusip: 98978#AA6
|
74,375 | $70,526 | 0.02 % |
| 552. |
MANITOWOC TLB 3.50 7.500% 08/25/2014
Cusip: BAX2WRMA6
|
69,430.93 | $69,493 | 0.02 % |
| 553. |
PQ CORP TL 1ST LIEN 3.25 3.493% 07/31/2014
Cusip: BRS26K1Y0
|
73,875 | $67,637 | 0.02 % |
| 554. |
TURANALEM FINANCE BV 0.000% 01/22/2037
Cusip: 8998X0AB6
|
150,000 | $66,562 | 0.02 % |
| 555. |
WYNNEWOOD REFINING TLB 6.00 6.284% 11/03/2014
Cusip: BRS1ZXRU2
|
73,125 | $65,812 | 0.02 % |
| 556. |
APRIA HEALTHCARE GROUP INC 12.375% 11/01/2014
Cusip: 037933AF5
|
60,000 | $65,700 | 0.02 % |
| 557. |
DOLLAR GENERAL TLB1 2.75 3.000% 07/06/2014
Cusip: BRS4QJJM4
|
64,348.92 | $63,603 | 0.02 % |
| 558. |
TRIBUNE COMPANY TL 3.0 0.000% 06/04/2014
Cusip: 896047D*5
|
98,750 | $62,953 | 0.02 % |
| 559. |
KRATON POLYMERS TL 2.00 2.250% 05/12/2013
Cusip: 50076@AA0
|
65,343.77 | $62,799 | 0.02 % |
| 560. |
COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
|
60,000 | $62,091 | 0.02 % |
| 561. |
SMURFIT STONE CONT TLB 2.0 2.500% 11/01/2011
Cusip: 83272#AA1
|
60,339.65 | $59,940 | 0.02 % |
| 562. |
TPF (TENASCA PWR) SYNTHETIC LC 2.0 0.151% 12/15/2013
Cusip: 87277@AC5
|
61,739.01 | $59,578 | 0.02 % |
| 563. |
ALERIS INTERNATIONAL DIP ROLL-UP 13.000% 12/19/2013
Cusip: BAX2ZNLP0
|
128,203.97 | $56,730 | 0.02 % |
| 564. |
LYONDELL CHEMICAL U.S. TRANCHE B2 5.797% 12/22/2014
Cusip: BRS43MJC4
|
72,358.78 | $56,439 | 0.02 % |
| 565. |
RENT-A-CENTER TLB 3.0 3.262% 03/31/2015
Cusip: BAX392QE3
|
55,208.4 | $54,794 | 0.02 % |
| 566. |
HEXION SPECIALTY CHEM TLC2 2.25 4.063% 05/05/2013
Cusip: N4050#AA0
|
58,000.01 | $54,619 | 0.02 % |
| 567. |
SMURFIT STONE CONT TL DFF 2.0 4.500% 11/01/2010
Cusip: 83272#AC7
|
53,021.3 | $52,670 | 0.02 % |
| 568. |
VENETIAN CASINO RESORT DDTL 1.75 2.010% 05/23/2014
Cusip: 51783#AB8
|
57,519.97 | $52,542 | 0.02 % |
| 569. |
TIAA_07-C4 6.073% 08/15/2039
Cusip: 87246AAC2
|
50,000 | $52,303 | 0.02 % |
| 570. |
COFFEYVILLE RESOURCES TLD 3.00 8.500% 12/30/2013
Cusip: BAX1AHM30
|
50,904.85 | $51,505 | 0.02 % |
| 571. |
CROWN CASTLE INTL TL 1.50 1.729% 03/06/2014
Cusip: 22822#AB2
|
52,435.44 | $51,445 | 0.02 % |
| 572. |
FNMA 30YR 6.000% 04/01/2034
Cusip: 31404J4Y8
|
47,467.26 | $51,213 | 0.01 % |
| 573. |
SELECT MEDICAL TLB 1.75 2.251% 02/24/2012
Cusip: 816196A*0
|
52,723.14 | $50,851 | 0.01 % |
| 574. |
SPANSION TL 5.5 5.750% 02/05/2015
Cusip: BAX393K72
|
50,000 | $50,375 | 0.01 % |
| 575. |
WRIGLEY TLB1 2.75 2.999% 12/21/2012
Cusip: BAX392KF6
|
50,000 | $50,301 | 0.01 % |
| 576. |
WRIGLEY TLB2 3.0 3.249% 12/21/2014
Cusip: BAX392KG4
|
50,000 | $50,291 | 0.01 % |
| 577. |
ROCKY MOUNTAIN ENERGY CTR TL 4.25 4.532% 06/24/2011
Cusip: 77468#AA7
|
49,967.99 | $49,718 | 0.01 % |
| 578. |
SUPERVALU TLA .88 1.129% 06/14/2011
Cusip: BRS4QJUC3
|
50,000 | $49,592 | 0.01 % |
| 579. |
RELIANT ENERGY INC LOC TL 1.75 0.229% 06/30/2014
Cusip: BAX1NPD38
|
50,000 | $47,175 | 0.01 % |
| 580. |
INVERNESS MEDICAL TL 2.00 2.237% 06/26/2014
Cusip: BAX1PCSJ4
|
48,750 | $47,084 | 0.01 % |
| 581. |
CANWEST MEDIA INC TL 2.0 0.000% 07/10/2014
Cusip: 13874TA*3
|
49,125 | $46,576 | 0.01 % |
| 582. |
ALERIS INTERNATIONAL GERMAN TL C1 0.000% 12/19/2013
Cusip: BAX2ZNLQ8
|
82,186.53 | $46,024 | 0.01 % |
| 583. |
CITADEL COMMUNICATIONS TLB 1.63 1.980% 06/12/2014
Cusip: 17285TA*7
|
51,485.97 | $45,908 | 0.01 % |
| 584. |
ASHLAND INC TLB 4.4 4.650% 05/13/2014
Cusip: BAX32Y388
|
39,156.47 | $39,505 | 0.01 % |
| 585. |
BRENNTAG ACQUISTION FAC 2.5 2.007% 01/20/2014
Cusip: D1401#AA3
|
39,031.68 | $38,055 | 0.01 % |
| 586. |
GOODYEAR ENG PROD (VEYANCE) TL 2.5 2.749% 07/31/2014
Cusip: BAX1S0NS2
|
42,765.62 | $37,714 | 0.01 % |
| 587. |
WARNER CHILCOTT TLB2 3.50 3.752% 04/30/2015
Cusip: BRS4YK018
|
37,288.14 | $37,345 | 0.01 % |
| 588. |
CWA_07-OH3 0.746% 09/25/2047
Cusip: 02151DAG9
|
289,827.86 | $34,630 | 0.01 % |
| 589. |
SMURFIT STONE CONT TLC1 2.500% 11/01/2011
Cusip: C8415#AB1
|
34,385.7 | $34,158 | 0.01 % |
| 590. |
WARNER CHILCOTT TLA 3.25 3.501% 10/30/2014
Cusip: BRS26K6Z2
|
33,898.3 | $33,928 | 0.01 % |
| 591. |
GRAHAM PACKAGING CO TLB 2.25 2.554% 10/07/2011
Cusip: BAX333PB4
|
33,989.21 | $33,768 | 0.01 % |
| 592. |
METAVANTE TLB 1.75 3.494% 11/01/2014
Cusip: 591405A*6
|
32,483.72 | $32,686 | 0.01 % |
| 593. |
COOPER STD AUTO DIP TLC 6.0 6.249% 08/03/2010
Cusip: BAX392MY3
|
32,142.86 | $32,383 | 0.01 % |
| 594. |
COOPER STD AUTO DIP TLB 6.0 6.249% 08/03/2010
Cusip: BAX392MX5
|
32,142.85 | $32,383 | 0.01 % |
| 595. |
NE ENERGY TLB 2.50 2.813% 11/01/2013
Cusip: 62906#AA9
|
34,108.23 | $31,834 | 0.01 % |
| 596. |
SEMINOLE TRIBE OF FL DD TLB1 1.5 1.751% 03/05/2014
Cusip: BAX1FW8Y0
|
30,642.58 | $29,876 | 0.01 % |
| 597. |
BOSTON GENERATING LLC L/C 2.25 0.013% 12/20/2013
Cusip: 10075#AC9
|
34,890.6 | $29,308 | 0.01 % |
| 598. |
DOLE FOODS COMPANY TLB1 3.25 3.502% 02/23/2017
Cusip: BRS29CZH5
|
28,235.28 | $28,508 | 0.01 % |
| 599. |
LYONDELL CHEMICAL DIP ROLL UP 5.793% 07/20/2010
Cusip: BAX2ZRHH4
|
26,694.99 | $28,363 | 0.01 % |
| 600. |
COMMUNITY HLTH SYS INC DD TL 2.25 2.499% 07/25/2014
Cusip: BAX1PVFQ0
|
28,838.63 | $28,100 | 0.01 % |
| 601. |
FENDER MUSICAL INSTRUMENTS TL 2.25 2.504% 06/09/2014
Cusip: BRS26JU88
|
32,500 | $27,746 | 0.01 % |
| 602. |
LYONDELL CHEMICAL DIP - NEW MONEY 9.168% 07/20/2010
Cusip: BAX2Z5YS9
|
26,747.71 | $27,674 | 0.01 % |
| 603. |
GAZSTREAM SA 5.625% 07/22/2013
Cusip: 36828XAA9
|
24,346.7 | $25,168 | 0.01 % |
| 604. |
NEWSDAY TLC 5.5 6.501% 08/01/2013
Cusip: BRS1ZXAB2
|
25,000 | $25,156 | 0.01 % |
| 605. |
HAWAIIAN TELECOM TLC 2.25 4.750% 05/30/2014
Cusip: 420029B*0
|
28,767.1 | $23,531 | 0.01 % |
| 606. |
VERINT SYSTEMS INC TL 2.75 3.480% 05/25/2014
Cusip: 92343XA*1
|
23,281.99 | $22,059 | 0.01 % |
| 607. |
DELUXE COMMUNICATIONS TLC 2.25 2.533% 05/11/2013
Cusip: BAX1L8J08
|
23,798.18 | $21,477 | 0.01 % |
| 608. |
GREGG APPLIANCES TL 2.25 2.230% 07/25/2013
Cusip: BAX1PVGW6
|
22,085.42 | $21,422 | 0.01 % |
| 609. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
90,000 | $21,262 | 0.01 % |
| 610. |
ARAMARK CORP L/C 2.125 2.025% 01/26/2014
Cusip: 038521A*1
|
21,597.38 | $21,135 | 0.01 % |
| 611. |
SERVICEMASTER CO DD 2.75 3.249% 07/24/2014
Cusip: BAX335R19
|
20,377.36 | $19,511 | 0.01 % |
| 612. |
CANNERY CASINO 2ND LIEN 4.25 4.501% 05/18/2014
Cusip: BAX1L70P5
|
25,000 | $19,437 | 0.01 % |
| 613. |
GOLDEN NUGGET 2ND LIEN 3.25 3.541% 12/31/2014
Cusip: BAX1NZWY7
|
50,000 | $19,000 | 0.01 % |
| 614. |
TPF (TENASCA PWR) REVOLVER 2.0 0.151% 12/15/2011
Cusip: 87277@AB7
|
19,353.93 | $18,676 | 0.01 % |
| 615. |
GREEN VALLEY RANCH 2ND LIEN 3.25 3.500% 08/16/2014
Cusip: BAX1E1639
|
300,000 | $18,600 | 0.01 % |
| 616. |
DELPHI CORP-W/I
Cusip: 247126303
|
1.39 | $18,417 | 0.01 % |
| 617. |
DYNEGY HOLDINGS INC TL 1.5 4.002% 04/02/2013
Cusip: BAX2X3Z06
|
18,625.64 | $18,316 | 0.01 % |
| 618. |
NORANDA ALUMINIUM ACQUIS TL 2.0 2.229% 05/18/2014
Cusip: 65543AA*5
|
18,447.5 | $17,571 | 0.01 % |
| 619. |
WARNER CHILCOTT TLB1 3.50 3.784% 04/30/2015
Cusip: BRS1ZXEX0
|
16,949.15 | $16,975 | 0.00 % |
| 620. |
FENDER MUSICAL INSTRUMENTS DD 2.25 2.504% 06/09/2014
Cusip: BAX1NEZ39
|
16,416.66 | $14,015 | 0.00 % |
| 621. |
CALUMET LUBRICANTS CO L/C 4.0 0.104% 01/03/2015
Cusip: BAX2GFJQ9
|
14,367.82 | $13,245 | 0.00 % |
| 622. |
ROCKY MOUNTAIN ENERGY CTR CLD 4.35 0.152% 06/24/2011
Cusip: BAX0RAX52
|
12,737.3 | $12,673 | 0.00 % |
| 623. |
DELUXE COMMUNICATIONS TLA 2.25 0.151% 05/11/2013
Cusip: 24803#AD7
|
13,923.58 | $12,566 | 0.00 % |
| 624. |
TRIBUNE COMPANY TLX 2.5 0.000% 05/30/2011
Cusip: BAX1L9K12
|
17,066.67 | $10,624 | 0.00 % |
| 625. |
MUELLER GROUP INC TL 1.75 5.247% 05/24/2014
Cusip: 624758A*9
|
9,708.48 | $9,717 | 0.00 % |
| 626. |
BOSTON GENERATING LLC R/C 1 2.25 0.013% 12/20/2013
Cusip: 10075#AB1
|
9,769.39 | $8,206 | 0.00 % |
| 627. |
TELESAT DD TL 3.0 3.251% 10/31/2014
Cusip: BAX26PPH1
|
7,754.57 | $7,633 | 0.00 % |
| 628. |
NATIONAL MENTOR L/C 2.5 0.096% 06/29/2013
Cusip: BAX0YX7T1
|
7,160.5 | $6,623 | 0.00 % |
| 629. |
BUFFETS RESTAURANTS HOLDINGS
Cusip: 11988P107
|
1,852 | $5,556 | 0.00 % |
| 630. |
GOODYEAR ENG PROD (VEYANCE) DD 2.5 2.749% 07/31/2014
Cusip: BAX1S0NT0
|
6,125 | $5,401 | 0.00 % |
| 631. |
SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
|
5,000 | $5,256 | 0.00 % |
| 632. |
ADVANSTAR COMMUNICATIONS INC
Cusip: 00758R104
|
315 | $3,504 | 0.00 % |
| 633. |
NE ENERGY L/C 2.50 0.163% 11/01/2013
Cusip: 62906#AB7
|
3,511.99 | $3,277 | 0.00 % |
| 634. |
CUMULUS MEDIA CL A WTS 0.000% 06/29/2019
Cusip: 231082553
|
692.33 | $2,247 | 0.00 % |
| 635. |
FIDELITY NATIONAL TLC 4.25 4.479% 01/18/2012
Cusip: BAX37Y9L8
|
2,231.43 | $2,246 | 0.00 % |
| 636. |
DELPHI CORP TLB 5.00 5.284% 10/06/2014
Cusip: BAX385BE3
|
1,850.96 | $1,627 | 0.00 % |
| 637. |
MOMENTIVE PERFORMANCE PIK 10.125% 12/01/2014
Cusip: 60877UAJ6
|
441 | $425 | 0.00 % |
| 638. |
ALERIS INTERNATIONAL TL 2.38 4.250% 12/19/2013
Cusip: 014477A@2
|
59,257.28 | $296 | 0.00 % |
| 639. |
DELPHI CORPORATION 12.000% 10/06/2014
Cusip: BAX385BF0
|
214.07 | $214 | 0.00 % |
| 640. |
DELPHI CORP TLA 5.00 5.284% 10/06/2014
Cusip: BAX385BB9
|
182.74 | $162 | 0.00 % |
| 641. |
FIRST HORIZON NATIONAL FRACTIONS
Cusip: DCA517101
|
18,443 | $2 | 0.00 % |
| 642. |
FNMA 30YR 6.500% 03/01/2037
Cusip: 31411VMT3
|
0.12 | $0 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$-2,217,381 | -0.65 % | ||
| Net Assets | $341,480,556 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
9,499,560.72 | $9,499,560 | 2.95 % |
| 2. |
CANADA (GOVERNMENT OF) 4.250% 06/01/2018
Cusip: 135087YL2
|
8,280,000 | $8,317,846 | 2.59 % |
| 3. |
NEW SOUTH WALES TREASURY CORP 6.000% 05/01/2012
Cusip: EC4790878
|
6,510,000 | $5,964,278 | 1.85 % |
| 4. |
TREASURY NOTE 2.125% 11/30/2014
Cusip: 912828LZ1
|
4,600,000 | $4,491,118 | 1.40 % |
| 5. |
SWEDEN (KINGDOM OF) 6.750% 05/05/2014
Cusip: 99313M9B3
|
24,000,000 | $3,948,544 | 1.23 % |
| 6. |
UK TREASURY 4.500% 03/07/2019
Cusip: BRS7B6PJ1
|
2,330,000 | $3,887,261 | 1.21 % |
| 7. |
NORWAY GOVERNMENT 6.500% 05/15/2013
Cusip: B0A04CER3
|
17,655,000 | $3,368,353 | 1.05 % |
| 8. |
COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
|
2,909,000 | $3,211,725 | 1.00 % |
| 9. |
RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
|
2,711,900 | $3,057,667 | 0.95 % |
| 10. |
TREASURY NOTE 2.625% 12/31/2014
Cusip: 912828ME7
|
2,810,000 | $2,802,096 | 0.87 % |
| 11. |
US TII 2.0 7/15/14 (TIPS) 2.000% 07/15/2014
Cusip: 912828CP3
|
2,000,000 | $2,429,888 | 0.76 % |
| 12. |
US TII 2.5 01/15/2029 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
|
2,000,000 | $2,159,914 | 0.67 % |
| 13. |
INDONESIA (REPUBLIC OF) 12.800% 06/15/2021
Cusip: EF2457531
|
17,200,000,000 | $2,135,127 | 0.66 % |
| 14. |
NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
|
372,000 | $2,109,984 | 0.66 % |
| 15. |
NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
|
2,100,000 | $2,102,625 | 0.65 % |
| 16. |
PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
|
2,050,000 | $2,072,808 | 0.64 % |
| 17. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
1,995,000 | $2,024,925 | 0.63 % |
| 18. |
TREASURY NOTE 3.375% 11/15/2019
Cusip: 912828LY4
|
2,025,000 | $1,949,378 | 0.61 % |
| 19. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.250% 07/04/2014
Cusip: B8A00R1Q3
|
1,190,000 | $1,834,845 | 0.57 % |
| 20. |
COLOMBIA (REPUBLIC OF) 7.375% 03/18/2019
Cusip: 195325BL8
|
1,600,000 | $1,812,000 | 0.56 % |
| 21. |
US TII 2.375 01/15/17 (TIPS) 2.375% 01/15/2017
Cusip: 912828GD6
|
1,565,000 | $1,811,957 | 0.56 % |
| 22. |
VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
|
1,603,000 | $1,744,088 | 0.54 % |
| 23. |
NORANDA ALUMINUM INC PIK 5.274% 05/15/2015
Cusip: 65543AAB0
|
2,215,369 | $1,719,680 | 0.53 % |
| 24. |
US TII 1.625 1/15/15 (TIPS) 1.625% 01/15/2015
Cusip: 912828DH0
|
1,425,000 | $1,677,831 | 0.52 % |
| 25. |
VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
|
2,550,000 | $1,657,500 | 0.52 % |
| 26. |
MACDERMID INC 9.500% 04/15/2017
Cusip: 554273AC6
|
1,640,000 | $1,640,000 | 0.51 % |
| 27. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
1,690,000 | $1,639,300 | 0.51 % |
| 28. |
OWENS-BROCKWAY GLASS CONTAINER INC 7.375% 05/15/2016
Cusip: 69073TAP8
|
1,550,000 | $1,600,375 | 0.50 % |
| 29. |
CORP ANDINA DE FOMENTO 8.125% 06/04/2019
Cusip: 219868BN5
|
1,400,000 | $1,599,352 | 0.50 % |
| 30. |
REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
|
1,740,000 | $1,581,660 | 0.49 % |
| 31. |
UK TREASURY 5.000% 09/07/2014
Cusip: EC6247216
|
891,000 | $1,577,857 | 0.49 % |
| 32. |
POKAGON GAMING AUTHORITY 10.375% 06/15/2014
Cusip: 730857AA7
|
1,511,000 | $1,571,440 | 0.49 % |
| 33. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
1,565,000 | $1,532,176 | 0.48 % |
| 34. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AJ6
|
1,500,000 | $1,518,750 | 0.47 % |
| 35. |
DAVITA INC 7.250% 03/15/2015
Cusip: 23918KAH1
|
1,500,000 | $1,503,750 | 0.47 % |
| 36. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.500% 01/04/2013
Cusip: B0A097WL2
|
975,000 | $1,503,605 | 0.47 % |
| 37. |
CIT GROUP INC 7.000% 05/01/2017
Cusip: 125581FX1
|
1,730,000 | $1,500,775 | 0.47 % |
| 38. |
TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
|
1,385,000 | $1,499,405 | 0.47 % |
| 39. |
WINDSTREAM CORP 7.000% 03/15/2019
Cusip: 97381WAF1
|
1,600,000 | $1,496,000 | 0.47 % |
| 40. |
QWEST CORPORATION 7.625% 06/15/2015
Cusip: 74913GAK1
|
1,425,000 | $1,474,875 | 0.46 % |
| 41. |
WEST CORPORATION 9.500% 10/15/2014
Cusip: 952355AC9
|
1,450,000 | $1,471,750 | 0.46 % |
| 42. |
TURKEY (REPUBLIC OF) 7.500% 11/07/2019
Cusip: 900123BF6
|
1,300,000 | $1,467,375 | 0.46 % |
| 43. |
GIBRALTAR INDUSTRIES INC 8.000% 12/01/2015
Cusip: 374689AC1
|
1,515,000 | $1,461,975 | 0.45 % |
| 44. |
BRAZIL (FEDERATIVE REPUBLIC OF) 5.875% 01/15/2019
Cusip: 105756BQ2
|
1,350,000 | $1,437,750 | 0.45 % |
| 45. |
DRESSER TL 2ND LIEN 5.75 6.028% 05/04/2015
Cusip: BAX1KCN05
|
1,500,000 | $1,386,570 | 0.43 % |
| 46. |
NEW SOUTH WALES TREASURY CORP 6.000% 05/01/2012
Cusip: B0A016KP6
|
1,500,000 | $1,374,849 | 0.43 % |
| 47. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
1,330,000 | $1,363,250 | 0.42 % |
| 48. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
1,280,000 | $1,356,800 | 0.42 % |
| 49. |
VANGUARD HEALTH 9.000% 10/01/2014
Cusip: 92203PAB2
|
1,285,000 | $1,331,581 | 0.41 % |
| 50. |
PERU (THE REPUBLIC OF) 7.125% 03/30/2019
Cusip: 715638AW2
|
1,150,000 | $1,322,500 | 0.41 % |
| 51. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
1,300,000 | $1,321,125 | 0.41 % |
| 52. |
ARCH COAL INC 8.750% 08/01/2016
Cusip: 039380AA8
|
1,233,000 | $1,302,356 | 0.41 % |
| 53. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
1,250,000 | $1,296,875 | 0.40 % |
| 54. |
HCA INC 9.250% 11/15/2016
Cusip: 404119AX7
|
1,200,000 | $1,288,500 | 0.40 % |
| 55. |
VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
|
1,190,000 | $1,281,871 | 0.40 % |
| 56. |
BUONI POLIENNALI DEL TES 5.250% 08/01/2017
Cusip: EC5202683
|
800,000 | $1,278,044 | 0.40 % |
| 57. |
RANGE RESOURCES CORPORATION 7.250% 05/01/2018
Cusip: 75281AAJ8
|
1,250,000 | $1,275,000 | 0.40 % |
| 58. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
1,220,000 | $1,268,800 | 0.39 % |
| 59. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.000% 01/04/2018
Cusip: BRS4ZW839
|
830,000 | $1,258,225 | 0.39 % |
| 60. |
TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
|
1,150,000 | $1,236,779 | 0.38 % |
| 61. |
POLAND (REPUBLIC OF) 5.250% 10/25/2017
Cusip: EF7544101
|
3,655,000 | $1,208,659 | 0.38 % |
| 62. |
CARDTRONICS INC 9.250% 08/15/2013
Cusip: 14161HAB4
|
1,169,000 | $1,202,608 | 0.37 % |
| 63. |
U.S. FOODSERVICE 10.250% 06/30/2015
Cusip: 91728CAD5
|
1,200,000 | $1,200,000 | 0.37 % |
| 64. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BF8
|
1,135,000 | $1,186,075 | 0.37 % |
| 65. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BC4
|
1,120,000 | $1,170,400 | 0.36 % |
| 66. |
PEMEX PROJECT FUNDING MASTER TRUST 8.000% 05/03/2019
Cusip: 71654QAU6
|
1,000,000 | $1,157,500 | 0.36 % |
| 67. |
MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
|
14,850,000 | $1,157,001 | 0.36 % |
| 68. |
MAJAPAHIT HOLDING BV 7.750% 01/20/2020
Cusip: 56068TAF4
|
1,100,000 | $1,149,500 | 0.36 % |
| 69. |
DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
|
950,000 | $1,133,487 | 0.35 % |
| 70. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
1,300,000 | $1,131,000 | 0.35 % |
| 71. |
WILLIAMS PARTNERS LP 7.250% 02/01/2017
Cusip: 96950HAD2
|
1,115,000 | $1,126,364 | 0.35 % |
| 72. |
VENEZUELA (REPUBLIC OF) 9.000% 05/07/2023
Cusip: P17625AA5
|
1,670,000 | $1,123,075 | 0.35 % |
| 73. |
CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
|
980,000 | $1,119,015 | 0.35 % |
| 74. |
LUKOIL INTERNATIONAL FINANCE BV 7.250% 11/05/2019
Cusip: 549876AD2
|
1,100,000 | $1,098,469 | 0.34 % |
| 75. |
TREASURY BOND 4.500% 08/15/2039
Cusip: 912810QC5
|
1,115,000 | $1,089,738 | 0.34 % |
| 76. |
UNITED RENTALS NORTH AMERICA INC 10.875% 06/15/2016
Cusip: 911365AV6
|
1,000,000 | $1,087,500 | 0.34 % |
| 77. |
GMAC LLC 6.750% 12/01/2014
Cusip: 36186CAW3
|
1,140,000 | $1,083,000 | 0.34 % |
| 78. |
PHILIPPINES (REPUBLIC OF THE) 6.500% 01/20/2020
Cusip: 718286BF3
|
1,000,000 | $1,082,500 | 0.34 % |
| 79. |
JOSTENS INTERMEDIATE HOLDING CORP 7.625% 10/01/2012
Cusip: 481087AC8
|
1,070,000 | $1,075,350 | 0.33 % |
| 80. |
SILGAN HOLDINGS INC 7.250% 08/15/2016
Cusip: 827048AM1
|
1,035,000 | $1,063,462 | 0.33 % |
| 81. |
CLEAR CHANNEL COMMUNICATIONS B 9.250% 12/15/2017
Cusip: 18451QAB4
|
1,030,000 | $1,060,900 | 0.33 % |
| 82. |
INDIANA MICHIGAN POWER COMPANY 7.000% 03/15/2019
Cusip: 454889AN6
|
950,000 | $1,060,139 | 0.33 % |
| 83. |
SOUTHWESTERN ENERGY COMPANY 7.500% 02/01/2018
Cusip: 845467AE9
|
1,000,000 | $1,060,000 | 0.33 % |
| 84. |
IASIS HEALTHCARE CORPORATION 8.750% 06/15/2014
Cusip: 45072PAB8
|
1,035,000 | $1,047,937 | 0.33 % |
| 85. |
FORD MOTOR CREDIT COMPANY 9.875% 08/10/2011
Cusip: 345397VA8
|
1,000,000 | $1,047,500 | 0.33 % |
| 86. |
IRON MOUNTAIN INC 8.375% 08/15/2021
Cusip: 46284PAM6
|
1,010,000 | $1,045,350 | 0.33 % |
| 87. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
1,000,000 | $1,042,500 | 0.32 % |
| 88. |
CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
|
1,000,000 | $1,027,500 | 0.32 % |
| 89. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
995,000 | $1,019,875 | 0.32 % |
| 90. |
PERU ENHANCED PASS-THRU 0.000% 05/31/2018
Cusip: 715457AA5
|
1,345,078 | $1,018,896 | 0.32 % |
| 91. |
CINCINNATI BELL INC 8.375% 01/15/2014
Cusip: 171871AE6
|
1,000,000 | $1,017,500 | 0.32 % |
| 92. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
955,000 | $1,017,075 | 0.32 % |
| 93. |
REPUBLIC OF INDONESIA 7.750% 01/17/2038
Cusip: 455780AZ9
|
900,000 | $1,012,500 | 0.31 % |
| 94. |
CD_07-CD4 5.205% 12/11/2049
Cusip: 12513YAC4
|
1,000,000 | $1,002,460 | 0.31 % |
| 95. |
AMERICAN ACHIEVEMENT CORP. 8.250% 04/01/2012
Cusip: 02369AAF5
|
1,000,000 | $1,000,000 | 0.31 % |
| 96. |
NEWPAGE CORP 11.375% 12/31/2014
Cusip: 651715AJ3
|
989,000 | $998,890 | 0.31 % |
| 97. |
GEORGIA-PACIFIC CORPORATION 7.700% 06/15/2015
Cusip: 373298BM9
|
950,000 | $997,500 | 0.31 % |
| 98. |
INTERPUBLIC GROUP OF COMPANIES 10.000% 07/15/2017
Cusip: 460690BF6
|
890,000 | $987,900 | 0.31 % |
| 99. |
AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
|
930,000 | $979,905 | 0.30 % |
| 100. |
SANDRIDGE ENERGY INC 8.000% 06/01/2018
Cusip: 80007PAC3
|
990,000 | $972,675 | 0.30 % |
| 101. |
AAC GROUP HOLDING CORP 10.250% 10/01/2012
Cusip: 000305AC6
|
970,000 | $972,425 | 0.30 % |
| 102. |
FIREKEEPERS DEV AUTHORITY 13.875% 05/01/2015
Cusip: 318169AA7
|
855,000 | $970,425 | 0.30 % |
| 103. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
980,000 | $970,200 | 0.30 % |
| 104. |
LEVEL 3 FINANCING INC 8.750% 02/15/2017
Cusip: 527298AL7
|
1,030,000 | $939,875 | 0.29 % |
| 105. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
1,206,000 | $938,099 | 0.29 % |
| 106. |
KAZMUNAIGAZ FINANCE SUB BV 9.125% 07/02/2018
Cusip: 48667QAA3
|
850,000 | $930,945 | 0.29 % |
| 107. |
TURKEY (REPUBLIC OF) 7.000% 06/05/2020
Cusip: 900123AX8
|
850,000 | $926,500 | 0.29 % |
| 108. |
TEREX CORPORATION 10.875% 06/01/2016
Cusip: 880779AW3
|
825,000 | $919,875 | 0.29 % |
| 109. |
CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
|
929,356.21 | $917,514 | 0.29 % |
| 110. |
TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
|
880,000 | $895,400 | 0.28 % |
| 111. |
GCCFC_07-GG11 5.358% 12/10/2049
Cusip: 20173VAA8
|
870,355.38 | $891,844 | 0.28 % |
| 112. |
EL SALVADOR (REPUBLIC OF) 8.250% 04/10/2032
Cusip: 283875AH5
|
850,000 | $884,000 | 0.27 % |
| 113. |
REPUBLIC OF INDONESIA 6.625% 02/17/2037
Cusip: 455780AX4
|
900,000 | $882,000 | 0.27 % |
| 114. |
FNMA 30YR 7.000% 10/01/2037
Cusip: 31413MDZ7
|
798,913.84 | $876,577 | 0.27 % |
| 115. |
JPMCC_03-CB6 4.393% 07/12/2037
Cusip: 46625MWW5
|
836,756.58 | $847,475 | 0.26 % |
| 116. |
FNMA 30YR 6.500% 03/01/2037
Cusip: 31411VMT3
|
789,838.24 | $846,731 | 0.26 % |
| 117. |
FNMA 30YR 5.000% 05/01/2033
Cusip: 31400Y4X1
|
813,898.26 | $838,611 | 0.26 % |
| 118. |
TRANSCAPIT (TRANSNEFT) 5.670% 03/05/2014
Cusip: 89354FAA9
|
830,000 | $836,252 | 0.26 % |
| 119. |
PETROHAWK ENERGY CORP 9.125% 07/15/2013
Cusip: 716495AB2
|
800,000 | $836,000 | 0.26 % |
| 120. |
SS&C TECHNOLOGIES INC 11.750% 12/01/2013
Cusip: 78466CAB2
|
785,000 | $832,100 | 0.26 % |
| 121. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
|
870,000 | $828,371 | 0.26 % |
| 122. |
BSCMS_07-T28 5.422% 09/11/2042
Cusip: 073945AA5
|
807,921.28 | $827,514 | 0.26 % |
| 123. |
NTL TELEWEST TLB4 2.0 3.783% 09/03/2012
Cusip: BAX111Y40
|
838,563.89 | $827,385 | 0.26 % |
| 124. |
WIND ACQUISITION FINANCE SA 11.750% 07/15/2017
Cusip: 97314XAE4
|
750,000 | $819,375 | 0.25 % |
| 125. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
780,000 | $815,100 | 0.25 % |
| 126. |
REPUBLIC OF INDONESIA 8.800% 04/23/2014
Cusip: 715674AA5
|
700,000 | $810,020 | 0.25 % |
| 127. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AF0
|
1,000,000 | $810,000 | 0.25 % |
| 128. |
EL PASO CORP 6.875% 06/15/2014
Cusip: 28336LBM0
|
805,000 | $804,405 | 0.25 % |
| 129. |
PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
|
1,460,000 | $803,000 | 0.25 % |
| 130. |
ASSOCIATED MATERIALS INCORPORATED 9.875% 11/15/2016
Cusip: 04570TAA6
|
747,000 | $791,820 | 0.25 % |
| 131. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
715,000 | $789,181 | 0.25 % |
| 132. |
URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
|
725,000 | $784,812 | 0.24 % |
| 133. |
HILCORP ENERGY/FINANCE 7.750% 11/01/2015
Cusip: 431318AC8
|
800,000 | $784,000 | 0.24 % |
| 134. |
COMCAST CORPORATION 5.500% 03/15/2011
Cusip: 20030NAD3
|
750,000 | $783,466 | 0.24 % |
| 135. |
FNMA 30YR 5.500% 02/01/2035
Cusip: 31402QYV7
|
744,449.29 | $782,447 | 0.24 % |
| 136. |
WELLS FARGO & COMPANY 5.625% 12/11/2017
Cusip: 949746NX5
|
750,000 | $780,117 | 0.24 % |
| 137. |
NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
|
720,000 | $772,047 | 0.24 % |
| 138. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
715,000 | $763,262 | 0.24 % |
| 139. |
MCJUNKIN RED MAN CORP 9.500% 12/15/2016
Cusip: 581241AA4
|
772,000 | $756,560 | 0.24 % |
| 140. |
BANCO NACIONAL DE DESENVOLVIMENTO 6.500% 06/10/2019
Cusip: 059614AJ6
|
700,000 | $746,981 | 0.23 % |
| 141. |
WFMBS_05-14 5.500% 12/25/2035
Cusip: 949832AP4
|
833,741.14 | $745,937 | 0.23 % |
| 142. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126304AW4
|
695,000 | $740,175 | 0.23 % |
| 143. |
VALEANT PHARMACEUTICALS 8.375% 06/15/2016
Cusip: 91911XAH7
|
705,000 | $726,150 | 0.23 % |
| 144. |
VANGUARD HEALTH SYSTEMS TL 2.25 2.484% 09/23/2011
Cusip: 922036A@7
|
739,856.44 | $725,059 | 0.23 % |
| 145. |
SPRINT CAPITAL CORPORATION 8.375% 03/15/2012
Cusip: 852060AS1
|
700,000 | $724,500 | 0.23 % |
| 146. |
LIBERTY MEDIA LLC 5.700% 05/15/2013
Cusip: 530718AC9
|
760,000 | $723,900 | 0.23 % |
| 147. |
TOYS R US PROPERTY COMPANY II LLC 8.500% 12/01/2017
Cusip: 89236MAA8
|
707,000 | $722,907 | 0.22 % |
| 148. |
MEXICAN FIXED RATE BONDS 7.750% 12/14/2017
Cusip: EH1850997
|
9,500,000 | $722,639 | 0.22 % |
| 149. |
TEREX CORPORATION 8.000% 11/15/2017
Cusip: 880779AU7
|
750,000 | $721,875 | 0.22 % |
| 150. |
FORD MOTOR CREDIT COMPANY 7.500% 08/01/2012
Cusip: 345397VK6
|
710,000 | $717,100 | 0.22 % |
| 151. |
FNMA 30YR 6.000% 12/01/2035
Cusip: 31408DUF9
|
666,054.59 | $708,723 | 0.22 % |
| 152. |
EDISON MISSION ENERGY 7.000% 05/15/2017
Cusip: 281023AU5
|
880,000 | $695,200 | 0.22 % |
| 153. |
NORWAY GOVERNMENT 6.000% 05/16/2011
Cusip: EC2623584
|
3,837,000 | $694,033 | 0.22 % |
| 154. |
UNIVISION COMMUNICATION TLB 2.25 2.533% 09/29/2014
Cusip: 914906A#9
|
800,000 | $691,800 | 0.22 % |
| 155. |
CMS ENERGY CORPORATION 8.750% 06/15/2019
Cusip: 125896BC3
|
620,000 | $691,300 | 0.21 % |
| 156. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
705,000 | $690,900 | 0.21 % |
| 157. |
KOREA DEVELOPMENT BANK 8.000% 01/23/2014
Cusip: 500630BQ0
|
600,000 | $683,219 | 0.21 % |
| 158. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
760,000 | $680,200 | 0.21 % |
| 159. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
645,000 | $678,862 | 0.21 % |
| 160. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
650,000 | $667,875 | 0.21 % |
| 161. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
650,000 | $663,812 | 0.21 % |
| 162. |
QTEL INTERNATIONAL FINANCE 7.875% 06/10/2019
Cusip: 74733LAB8
|
600,000 | $663,094 | 0.21 % |
| 163. |
COLOMBIA (REPUBLIC OF) 7.375% 09/18/2037
Cusip: 195325BK0
|
600,000 | $654,000 | 0.20 % |
| 164. |
TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
|
600,000 | $648,750 | 0.20 % |
| 165. |
HEALTHSOUTH CORPORATION 8.125% 02/15/2020
Cusip: 421924BG5
|
655,000 | $646,812 | 0.20 % |
| 166. |
PETROHAWK ENERGY CORP 7.875% 06/01/2015
Cusip: 716495AD8
|
625,000 | $631,250 | 0.20 % |
| 167. |
DELTA AIR LINES INC 12.250% 03/15/2015
Cusip: 247361ZE1
|
630,000 | $630,000 | 0.20 % |
| 168. |
JARDEN CORP 7.500% 05/01/2017
Cusip: 471109AB4
|
625,000 | $625,000 | 0.19 % |
| 169. |
EMPRESA NACIONAL DE PETROLEO ENAP 6.250% 07/08/2019
Cusip: 29245JAD4
|
600,000 | $622,327 | 0.19 % |
| 170. |
ERAC USA FINANCE COMPANY 6.375% 10/15/2017
Cusip: 26882PBB7
|
595,000 | $620,905 | 0.19 % |
| 171. |
TIME WARNER TELECOM HOLDINGS INC 9.250% 02/15/2014
Cusip: 88732AAD9
|
600,000 | $618,750 | 0.19 % |
| 172. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
600,000 | $618,000 | 0.19 % |
| 173. |
CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
|
500,000 | $617,300 | 0.19 % |
| 174. |
TOYS R US PROPERTY COMPANY I LLC 10.750% 07/15/2017
Cusip: 89236LAA0
|
561,000 | $614,295 | 0.19 % |
| 175. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
595,000 | $612,850 | 0.19 % |
| 176. |
TDIC FINANCE LTD 6.500% 07/02/2014
Cusip: 87239MAA9
|
600,000 | $609,764 | 0.19 % |
| 177. |
SHINGLE SPRINGS TRIBAL GAMING AUTH 9.375% 06/15/2015
Cusip: 82459AAA9
|
800,000 | $608,000 | 0.19 % |
| 178. |
VEDANTA RESOURCES PLC 9.500% 07/18/2018
Cusip: 92241TAD4
|
600,000 | $606,117 | 0.19 % |
| 179. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AE0
|
615,000 | $599,625 | 0.19 % |
| 180. |
CONSTELLATION BRANDS TLB 1.50 1.750% 06/05/2013
Cusip: 21036PC@5
|
617,467.18 | $598,560 | 0.19 % |
| 181. |
BERRY PETROLEUM COMPANY 10.250% 06/01/2014
Cusip: 085789AD7
|
550,000 | $598,125 | 0.19 % |
| 182. |
FLOWSERVE CORP TL 1.75 1.813% 08/10/2012
Cusip: 34354PA@4
|
615,930.55 | $596,941 | 0.19 % |
| 183. |
BRAZIL (FEDERATIVE REPUBLIC OF) 6.000% 01/17/2017
Cusip: 105756BM1
|
550,000 | $594,000 | 0.18 % |
| 184. |
KFW 1.350% 01/20/2014
Cusip: 500769BX1
|
54,000,000 | $593,814 | 0.18 % |
| 185. |
TEXAS COMPETITIVE ELECTRIC HOLDING 10.250% 11/01/2015
Cusip: 882330AG8
|
725,000 | $587,250 | 0.18 % |
| 186. |
ALLISON TRANSMISSION INC 11.250% 11/01/2015
Cusip: 019736AB3
|
561,800 | $587,081 | 0.18 % |
| 187. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
525,000 | $582,750 | 0.18 % |
| 188. |
US TII 1.25 04/15/14 (TIPS) 1.250% 04/15/2014
Cusip: 912828KM1
|
550,000 | $580,638 | 0.18 % |
| 189. |
MAJAPAHIT HOLDING BV 7.250% 06/28/2017
Cusip: 56068TAC1
|
562,000 | $577,455 | 0.18 % |
| 190. |
PHARMACEUTICAL TECH TL 2.25 2.484% 04/10/2014
Cusip: BAX1HK139
|
667,590.88 | $573,293 | 0.18 % |
| 191. |
QVC INC 7.500% 10/01/2019
Cusip: 747262AA1
|
560,000 | $570,500 | 0.18 % |
| 192. |
PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
|
500,000 | $563,750 | 0.18 % |
| 193. |
MORGAN STANLEY - BRAZIL 10.090% 05/03/2017
Cusip: 61747YBA2
|
1,050,000 | $558,704 | 0.17 % |
| 194. |
SDART_07-1 0.283% 09/15/2014
Cusip: 80281VAD5
|
570,367.22 | $558,375 | 0.17 % |
| 195. |
AQUILEX HOLDINGS LLC 11.125% 12/15/2016
Cusip: 03841XAA2
|
553,000 | $550,235 | 0.17 % |
| 196. |
REPUBLIC OF INDONESIA 6.875% 01/17/2018
Cusip: 455780AY2
|
500,000 | $550,000 | 0.17 % |
| 197. |
FNMA 15YR 4.500% 12/01/2020
Cusip: 31403DC56
|
527,508.04 | $548,503 | 0.17 % |
| 198. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
530,000 | $547,225 | 0.17 % |
| 199. |
CENT ELET BRASILEIRAS SA 6.875% 07/30/2019
Cusip: 15234QAJ7
|
500,000 | $542,597 | 0.17 % |
| 200. |
AMC ENTERTAINMENT INC 8.750% 06/01/2019
Cusip: 00165AAB4
|
528,000 | $538,560 | 0.17 % |
| 201. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
527,000 | $537,540 | 0.17 % |
| 202. |
BANCO NACIONAL DE DESENVOLVIMENTO 6.369% 06/16/2018
Cusip: 059614AE7
|
500,000 | $535,625 | 0.17 % |
| 203. |
NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
|
500,000 | $533,874 | 0.17 % |
| 204. |
SIERRA PACIFIC POWER CO 5.450% 09/01/2013
Cusip: 826418BH7
|
500,000 | $533,259 | 0.17 % |
| 205. |
CSC HOLDINGS INC 8.500% 06/15/2015
Cusip: 126304AU8
|
500,000 | $532,500 | 0.17 % |
| 206. |
CROWN CASTLE INTERNATIONAL CORP 7.125% 11/01/2019
Cusip: 228227BA1
|
535,000 | $530,987 | 0.17 % |
| 207. |
REGAL ENTERTAINMENT TLB 1.5 4.033% 10/27/2013
Cusip: 758753A*8
|
526,698.18 | $523,669 | 0.16 % |
| 208. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
475,000 | $521,312 | 0.16 % |
| 209. |
EASTON-BELL SPORTS INC 9.750% 10/01/2012
Cusip: 27749TAA3
|
505,000 | $518,887 | 0.16 % |
| 210. |
INTELSAT SUBSIDIARY HOLDING CO LTD 8.875% 01/15/2015
Cusip: 45822EAK6
|
500,000 | $516,250 | 0.16 % |
| 211. |
GEORGIA-PACIFIC CORPORATION 8.250% 05/01/2016
Cusip: 37331NAA9
|
485,000 | $514,100 | 0.16 % |
| 212. |
UNIVAR TL 3.0 3.234% 10/10/2014
Cusip: BRS26K6A7
|
557,245.12 | $514,058 | 0.16 % |
| 213. |
SINCLAIR TELEVISION GROUP INC 9.250% 11/01/2017
Cusip: 829259AA8
|
490,000 | $509,600 | 0.16 % |
| 214. |
EUROPEAN INVESTMENT BANK 1.400% 06/20/2017
Cusip: ED9914869
|
46,000,000 | $506,319 | 0.16 % |
| 215. |
VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
|
640,000 | $504,000 | 0.16 % |
| 216. |
CARESTREAM HEALTH TL 2.0 2.244% 04/30/2013
Cusip: BRS26JQ00
|
535,065.74 | $503,464 | 0.16 % |
| 217. |
INTELSAT JACKSON HOLDINGS LTD 11.250% 06/15/2016
Cusip: 45820EAX0
|
465,000 | $503,362 | 0.16 % |
| 218. |
STATE OF QATAR 5.250% 01/20/2020
Cusip: 74727PAK7
|
500,000 | $502,500 | 0.16 % |
| 219. |
ROYALTY PHARMA TL 1.5 2.533% 04/16/2013
Cusip: 78080@AA5
|
514,374.54 | $500,553 | 0.16 % |
| 220. |
SANDRIDGE ENERGY INC PIK 8.625% 04/01/2015
Cusip: 80007PAF6
|
500,000 | $500,000 | 0.16 % |
| 221. |
THOMSON LEARNING ACQ TLB 2.75 2.730% 07/03/2014
Cusip: BAX1PVFU1
|
551,545.47 | $499,975 | 0.16 % |
| 222. |
MEXICAN FIXED RATE BONDS 7.250% 12/15/2016
Cusip: EG1429968
|
6,590,000 | $496,253 | 0.15 % |
| 223. |
FNMA 30YR 7.000% 07/01/2038
Cusip: 31411JDT0
|
451,715.48 | $495,397 | 0.15 % |
| 224. |
FNMA 30YR 5.000% 03/01/2034
Cusip: 31404EWA0
|
480,634.4 | $494,778 | 0.15 % |
| 225. |
IOWA TELECOM TLB 1.75 2.035% 11/23/2011
Cusip: BAX0TZ2F7
|
500,000 | $494,375 | 0.15 % |
| 226. |
CMS ENERGY CORPORATION 6.550% 07/17/2017
Cusip: 125896BA7
|
500,000 | $493,780 | 0.15 % |
| 227. |
OMNICARE INC 6.875% 12/15/2015
Cusip: 681904AK4
|
500,000 | $486,250 | 0.15 % |
| 228. |
INVERNESS MEDICAL 2ND LIEN 4.25 4.501% 06/26/2015
Cusip: BAX1PCXB5
|
500,000 | $482,750 | 0.15 % |
| 229. |
EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
|
490,000 | $482,650 | 0.15 % |
| 230. |
TRANSDIGM INC TL 2.0 2.249% 06/23/2013
Cusip: 893647A#4
|
500,000 | $479,585 | 0.15 % |
| 231. |
KAZMUNAIGAZ FINANCE SUB BV 11.750% 01/23/2015
Cusip: 48667QAC9
|
400,000 | $478,661 | 0.15 % |
| 232. |
DAVIDS BRIDAL TLB 2.0 2.281% 01/31/2014
Cusip: BRS26JTN7
|
522,534.71 | $476,812 | 0.15 % |
| 233. |
DYNEGY HOLDINGS INC 8.375% 05/01/2016
Cusip: 26816LAT9
|
500,000 | $475,000 | 0.15 % |
| 234. |
POSCO 8.750% 03/26/2014
Cusip: 693483AA7
|
400,000 | $474,999 | 0.15 % |
| 235. |
GAZ CAPITAL SA 8.146% 04/11/2018
Cusip: 368287AE8
|
450,000 | $474,187 | 0.15 % |
| 236. |
READERS DIGEST DIP TL 10.0 10.251% 05/26/2010
Cusip: BRS3D3LZ3
|
452,000 | $469,704 | 0.15 % |
| 237. |
NEWS AMERICA INC 6.750% 01/09/2038
Cusip: 652482AS9
|
450,000 | $466,793 | 0.15 % |
| 238. |
CELANESE CLD 2.25 2.005% 04/02/2014
Cusip: BAX1L5301
|
525,455 | $462,400 | 0.14 % |
| 239. |
BAFC_07-8 6.000% 10/25/2037
Cusip: 05953LAB5
|
834,607.75 | $460,440 | 0.14 % |
| 240. |
PINNACLE FOODS FINANCE LLC 9.250% 04/01/2015
Cusip: 72347QAE3
|
453,000 | $458,662 | 0.14 % |
| 241. |
TRANSCAPIT (TRANSNEFT) 8.700% 08/07/2018
Cusip: 89354FAE1
|
400,000 | $458,364 | 0.14 % |
| 242. |
APRIA HEALTHCARE GROUP INC 11.250% 11/01/2014
Cusip: 037933AD0
|
415,000 | $455,462 | 0.14 % |
| 243. |
HEALTH MANAGEMENT ASSOC TL 1.75 2.033% 02/28/2014
Cusip: 421933A*3
|
484,998.59 | $453,405 | 0.14 % |
| 244. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
435,000 | $441,525 | 0.14 % |
| 245. |
IASIS HEALTHCARE DD 2.0 2.234% 03/14/2014
Cusip: BRS26JWQ6
|
470,985.69 | $439,900 | 0.14 % |
| 246. |
SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
|
415,000 | $439,814 | 0.14 % |
| 247. |
POWER SECTOR ASSETS & LIABILITIES 7.250% 05/27/2019
Cusip: 73933BAA2
|
410,000 | $439,725 | 0.14 % |
| 248. |
INTELSAT TL 2.5 2.779% 02/01/2014
Cusip: BAX1BXA86
|
500,000 | $438,335 | 0.14 % |
| 249. |
TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
|
425,000 | $436,687 | 0.14 % |
| 250. |
URUGUAY ORIENT REPUBLIC OF 4.250% 04/05/2027
Cusip: 760942AU6
|
7,500,000 | $430,423 | 0.13 % |
| 251. |
DEAN FOODS TL 1.5 1.665% 04/02/2014
Cusip: 242370B@2
|
448,670.43 | $425,864 | 0.13 % |
| 252. |
CONSUMERS ENERGY COMPANY 5.650% 09/15/2018
Cusip: 210518CQ7
|
405,000 | $423,544 | 0.13 % |
| 253. |
BRAZIL (FEDERATIVE REPUBLIC OF) 12.500% 01/05/2016
Cusip: 105756BJ8
|
650,000 | $421,399 | 0.13 % |
| 254. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2038
Cusip: 706451BR1
|
450,000 | $418,739 | 0.13 % |
| 255. |
MEDIACOM LLC/MEDIACOM CAPITAL CORP 9.125% 08/15/2019
Cusip: 58445MAK8
|
410,000 | $418,200 | 0.13 % |
| 256. |
PINNACLE FOODS HOLDING CORP 10.625% 04/01/2017
Cusip: 72347QAD5
|
399,000 | $414,960 | 0.13 % |
| 257. |
FGOLD 30YR GIANT 5.000% 06/01/2036
Cusip: 3128M4ME0
|
398,281.38 | $409,192 | 0.13 % |
| 258. |
CPM HOLDINGS INC 10.625% 09/01/2014
Cusip: 12620XAA0
|
385,000 | $406,175 | 0.13 % |
| 259. |
GAZ CAPITAL SA 8.125% 07/31/2014
Cusip: 368266AM4
|
380,000 | $401,907 | 0.12 % |
| 260. |
TEXAS COMPETITIVE ELEC TLB2 3.5 3.735% 10/10/2014
Cusip: BRS2ZUP20
|
493,402.02 | $399,502 | 0.12 % |
| 261. |
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
|
385,000 | $397,583 | 0.12 % |
| 262. |
RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
|
375,000 | $396,599 | 0.12 % |
| 263. |
SENECA GAMING CORP 7.250% 05/01/2012
Cusip: 817082AC4
|
405,000 | $394,875 | 0.12 % |
| 264. |
GRAPHIC PACKAGING INTL TLC 2.75 3.035% 05/16/2014
Cusip: 38869PB#0
|
402,693.81 | $391,333 | 0.12 % |
| 265. |
US TII 3.375 1/15/12 (TIPS) 3.375% 01/15/2012
Cusip: 9128277J5
|
300,000 | $390,633 | 0.12 % |
| 266. |
GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
|
400,000 | $384,000 | 0.12 % |
| 267. |
TELECOM ITALIA CAPITAL 5.250% 11/15/2013
Cusip: 87927VAE8
|
360,000 | $378,644 | 0.12 % |
| 268. |
ALASKA COMMUN (ALEC ACQ) TLB 3.0 2.033% 02/01/2012
Cusip: 01168#AD4
|
398,120.12 | $374,400 | 0.12 % |
| 269. |
EL PASO CORP 12.000% 12/12/2013
Cusip: 28336LBS7
|
320,000 | $374,400 | 0.12 % |
| 270. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
375,000 | $374,062 | 0.12 % |
| 271. |
SPORT AUTHORITY TL 2.25 2.533% 05/03/2013
Cusip: 84917UA@8
|
449,545.43 | $373,122 | 0.12 % |
| 272. |
NOVA CHEMICALS CORP 8.625% 11/01/2019
Cusip: 66977WAL3
|
365,000 | $371,387 | 0.12 % |
| 273. |
URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
|
300,000 | $369,750 | 0.11 % |
| 274. |
HCA INC TLB 2.75 2.533% 11/18/2013
Cusip: 404119A*0
|
382,579.51 | $365,604 | 0.11 % |
| 275. |
RITE AID CORPORATION TLB4 6.50 9.500% 06/10/2015
Cusip: BRS4QJST9
|
350,000 | $361,158 | 0.11 % |
| 276. |
CSC HOLDINGS INCREMENTAL TLB2 1.75 2.004% 03/29/2016
Cusip: BRS26K3M4
|
365,727.34 | $357,224 | 0.11 % |
| 277. |
GRAHAM PACKAGING CO TLC 4.25 6.750% 04/05/2014
Cusip: BAX333PC2
|
353,738.54 | $355,450 | 0.11 % |
| 278. |
COLOMBIA (REPUBLIC OF) 12.000% 10/22/2015
Cusip: ED8232792
|
585,000,000 | $352,287 | 0.11 % |
| 279. |
ANADARKO PETROLEUM CORPORATION 5.950% 09/15/2016
Cusip: 032511AX5
|
320,000 | $346,143 | 0.11 % |
| 280. |
PETROBRAS INTERNATIONAL FINANCE CO 7.875% 03/15/2019
Cusip: 71645WAN1
|
300,000 | $345,843 | 0.11 % |
| 281. |
BANCO CREDITO DEL PERU 7.170% 10/15/2022
Cusip: EG9091752
|
1,000,000 | $343,262 | 0.11 % |
| 282. |
TURKEY (REPUBLIC OF) 7.500% 07/14/2017
Cusip: 900123BE9
|
300,000 | $340,500 | 0.11 % |
| 283. |
PENTON MEDIA TL 1ST LIEN 2.25 2.528% 02/01/2013
Cusip: 70967@AA0
|
488,721.83 | $335,385 | 0.10 % |
| 284. |
MCC IOWA LLC TL D2 1.75 2.029% 01/31/2015
Cusip: BAX1L59K1
|
357,712.19 | $334,639 | 0.10 % |
| 285. |
NORCRAFT COS/FINANCE 10.500% 12/15/2015
Cusip: 65556TAC1
|
324,000 | $332,100 | 0.10 % |
| 286. |
CONTECH TL 2.00 2.250% 01/31/2013
Cusip: 21075*AB2
|
363,268.63 | $321,492 | 0.10 % |
| 287. |
REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
|
300,000 | $321,304 | 0.10 % |
| 288. |
NATIONAL POWER CORP 6.875% 11/02/2016
Cusip: 637193BE2
|
300,000 | $314,295 | 0.10 % |
| 289. |
METROPC WIRELESS INC TLB 2.50 2.661% 11/03/2013
Cusip: BAX2VS3Z1
|
327,315.09 | $312,340 | 0.10 % |
| 290. |
CANNERY CASINO TL 2.25 2.519% 05/17/2013
Cusip: BAX1L70R1
|
363,085.15 | $311,087 | 0.10 % |
| 291. |
AMERISTAR CASINOS INC TLB 1.50 3.534% 11/10/2012
Cusip: 03070QA#8
|
312,647.49 | $309,677 | 0.10 % |
| 292. |
COMMUNITY HEALTH SYS INC TL 2.25 2.532% 07/25/2014
Cusip: BAX1PVFP2
|
326,998.66 | $309,167 | 0.10 % |
| 293. |
EL SALVADOR (REPUBLIC OF) 7.375% 12/01/2019
Cusip: 283875AP7
|
300,000 | $308,250 | 0.10 % |
| 294. |
EUROPEAN INVESTMENT BANK 2.150% 01/18/2027
Cusip: BRS378FV5
|
29,100,000 | $307,664 | 0.10 % |
| 295. |
COVANTA ENERGY CORP TLB 1.5 1.755% 02/10/2014
Cusip: BRS26JSA6
|
326,675.24 | $306,666 | 0.10 % |
| 296. |
PETROBRAS INTERNATIONAL FINANCE CO 5.750% 01/20/2020
Cusip: 71645WAP6
|
300,000 | $305,186 | 0.09 % |
| 297. |
INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
|
2,900,000,000 | $304,900 | 0.09 % |
| 298. |
HIT ENTERTAINMENT 1ST LIEN 2.25 2.528% 06/12/2014
Cusip: 43359#AA1
|
354,652.27 | $303,819 | 0.09 % |
| 299. |
SPANISH BRDCASTING SYS TLB 1.75 2.040% 06/10/2012
Cusip: 846425A*7
|
370,955.18 | $302,328 | 0.09 % |
| 300. |
NISOURCE FINANCE CORPORATION 6.800% 01/15/2019
Cusip: 65473QAT0
|
280,000 | $299,445 | 0.09 % |
| 301. |
JARDEN CORP TLB4 2.50 5.533% 01/26/2015
Cusip: BAX37QYH6
|
302,025.05 | $298,518 | 0.09 % |
| 302. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
280,000 | $296,800 | 0.09 % |
| 303. |
RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
|
300,000 | $296,582 | 0.09 % |
| 304. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
300,000 | $289,500 | 0.09 % |
| 305. |
KRAFT FOODS INC 6.875% 01/26/2039
Cusip: 50075NAW4
|
275,000 | $288,923 | 0.09 % |
| 306. |
INTELSAT JACKSON HOLDINGS LTD 8.500% 11/01/2019
Cusip: 458207AG2
|
280,000 | $287,700 | 0.09 % |
| 307. |
CIRCUS & ELDORADO JT VENTURE 10.125% 03/01/2012
Cusip: 17274RAB9
|
325,000 | $287,625 | 0.09 % |
| 308. |
NRG ENERGY TL 1.75 2.019% 02/01/2013
Cusip: 629377C#7
|
299,599.35 | $285,284 | 0.09 % |
| 309. |
ECOPETROL SA 7.625% 07/23/2019
Cusip: 279158AB5
|
255,000 | $282,667 | 0.09 % |
| 310. |
GAZ CAPITAL SA 7.288% 08/16/2037
Cusip: 368266AH5
|
300,000 | $279,000 | 0.09 % |
| 311. |
PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
|
255,000 | $277,663 | 0.09 % |
| 312. |
LENDER PROCESS SERVICES TLB 2.5 2.482% 07/01/2014
Cusip: BAX2W2544
|
279,267.18 | $277,172 | 0.09 % |
| 313. |
DISCOVERY COMM TLC 3.25 3.523% 05/14/2014
Cusip: BAX304YC3
|
273,625 | $275,608 | 0.09 % |
| 314. |
GAZ CAPITAL SA 6.510% 03/07/2022
Cusip: EG2357556
|
300,000 | $275,250 | 0.09 % |
| 315. |
DAVITA INC TLB1 1.5 1.751% 10/05/2012
Cusip: 23918KC#3
|
280,893.29 | $272,553 | 0.08 % |
| 316. |
MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
|
250,000 | $270,292 | 0.08 % |
| 317. |
SABRE INC TL 2.25 2.489% 09/30/2014
Cusip: 78572#AA8
|
300,000 | $269,679 | 0.08 % |
| 318. |
OSHKOSH TRUCK TLB 2.00 6.269% 12/06/2013
Cusip: 688239B@0
|
268,878.5 | $268,359 | 0.08 % |
| 319. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
250,000 | $267,500 | 0.08 % |
| 320. |
POTLATCH CORPORATION 7.500% 11/01/2019
Cusip: 737630AA1
|
255,000 | $260,100 | 0.08 % |
| 321. |
SMURFIT STONE CON US REVOLVER 2.25 2.841% 11/01/2011
Cusip: BAX2ZVAL3
|
264,158.98 | $259,866 | 0.08 % |
| 322. |
GATE HOUSE MEDIA 1ST LIEN 2.25 2.524% 08/28/2014
Cusip: BAX1L18Z8
|
700,000 | $257,831 | 0.08 % |
| 323. |
CANNERY CASINO DDTL 2.25 2.519% 05/16/2014
Cusip: BAX1L70T7
|
300,192.04 | $257,201 | 0.08 % |
| 324. |
WILLIAMS COMPANIES INC. 8.750% 01/15/2020
Cusip: 969457BS8
|
215,000 | $256,488 | 0.08 % |
| 325. |
BUMBLE BEE FOODS LLC 7.750% 12/15/2015
Cusip: 120463AA2
|
253,000 | $253,000 | 0.08 % |
| 326. |
FREESCALE SEMICONDUCTOR TL 1.75 1.985% 11/29/2013
Cusip: 35687MA*8
|
289,709.99 | $252,716 | 0.08 % |
| 327. |
REPUBLIC OF PHILIPPINES 9.375% 01/18/2017
Cusip: 718286AQ0
|
200,000 | $249,500 | 0.08 % |
| 328. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
246,266.07 | $248,728 | 0.08 % |
| 329. |
AMC ENTERTAINMENT INC 11.000% 02/01/2016
Cusip: 001669AZ3
|
237,000 | $247,665 | 0.08 % |
| 330. |
REVOLUTION STUDIOS TLB 3.75 3.999% 12/21/2014
Cusip: BAX19RL07
|
272,299.68 | $245,069 | 0.08 % |
| 331. |
GOODYEAR TIRE & RUBBER 2ND LN 0.00 2.340% 04/30/2014
Cusip: 382550E@6
|
263,296.91 | $244,647 | 0.08 % |
| 332. |
UPC BROADBAND HOLDING TL 3.50 3.749% 12/31/2016
Cusip: BAX37X344
|
250,000 | $242,292 | 0.08 % |
| 333. |
ARBYS RESTAURANT GROUP TL 2.25 7.250% 07/25/2012
Cusip: 03879@AA8
|
238,056.6 | $238,206 | 0.07 % |
| 334. |
BIOMET TL 3.00 3.281% 03/25/2015
Cusip: 090613A*1
|
247,481.01 | $236,893 | 0.07 % |
| 335. |
INDONESIA (REPUBLIC OF) 11.500% 09/15/2019
Cusip: EF3693126
|
2,000,000,000 | $231,972 | 0.07 % |
| 336. |
QUEBECOR MEDIA TLB 2.0 2.284% 01/17/2013
Cusip: 74819RA*7
|
243,055.57 | $230,902 | 0.07 % |
| 337. |
PERU (THE REPUBLIC OF) 7.350% 07/21/2025
Cusip: 715638AS1
|
200,000 | $229,000 | 0.07 % |
| 338. |
REPUBLIC OF URUGUAY 8.000% 11/18/2022
Cusip: 917288BC5
|
200,000 | $229,000 | 0.07 % |
| 339. |
LODGENET ENTERTAIN CORP TLB 2.0 2.290% 04/04/2014
Cusip: 540211B@7
|
251,691.29 | $225,892 | 0.07 % |
| 340. |
TREASURY BOND 4.375% 11/15/2039
Cusip: 912810QD3
|
235,000 | $224,939 | 0.07 % |
| 341. |
SENSUS METERING SYSTEMS TLB3 2.5 7.000% 06/23/2013
Cusip: BRS26K4B7
|
224,437.5 | $224,437 | 0.07 % |
| 342. |
BERTIN LTDA 10.250% 10/05/2016
Cusip: 08589QAA2
|
220,000 | $224,400 | 0.07 % |
| 343. |
TURKEY (REPUBLIC OF) 7.250% 03/15/2015
Cusip: 900123AV2
|
200,000 | $224,000 | 0.07 % |
| 344. |
GEORGIA PACIFIC TLB 2.0 2.258% 12/20/2012
Cusip: 37330#AA7
|
228,469.72 | $220,758 | 0.07 % |
| 345. |
AES CORPORATION TL 1.75 3.290% 08/10/2011
Cusip: 00130HB@3
|
225,000 | $220,725 | 0.07 % |
| 346. |
PEP BOYS TLB 2.75 2.260% 10/27/2013
Cusip: BAX173A53
|
238,411.19 | $217,550 | 0.07 % |
| 347. |
XERIUM TECHNOLOGIES TLB 2.25 5.783% 05/18/2012
Cusip: 98416JA*1
|
258,068.21 | $216,777 | 0.07 % |
| 348. |
DELUXE COMMUNICATIONS TL 2.25 2.512% 05/11/2013
Cusip: 24803#AC9
|
234,797.45 | $216,013 | 0.07 % |
| 349. |
BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
|
210,000 | $213,703 | 0.07 % |
| 350. |
UKRAINE GOVERNMENT 6.385% 06/26/2012
Cusip: EG5801113
|
250,000 | $212,500 | 0.07 % |
| 351. |
TIME WARNER TELECOM TLB 2.0 2.006% 01/07/2013
Cusip: 88731#AC1
|
222,407.63 | $212,319 | 0.07 % |
| 352. |
PHILIPPINES (REPUBLIC OF THE) 8.375% 06/17/2019
Cusip: 718286BE6
|
170,000 | $207,400 | 0.06 % |
| 353. |
BUFFETS INC 2ND LN PFLC 7.623% 05/01/2013
Cusip: BAX302182
|
270,739.6 | $202,377 | 0.06 % |
| 354. |
CEQUEL COMMUNICATIONS LLC TL 2.00 2.261% 11/05/2013
Cusip: BAX1P5WY1
|
213,090.12 | $201,613 | 0.06 % |
| 355. |
QUEBECOR WORLD TL 6.0 6.282% 07/21/2012
Cusip: BRS2ZULZ1
|
199,638.89 | $200,137 | 0.06 % |
| 356. |
INDIANA MICHIGAN POWER COMPANY 6.050% 03/15/2037
Cusip: 454889AM8
|
200,000 | $198,895 | 0.06 % |
| 357. |
CAYMAN ISLANDS (GOVERNMENT OF) 5.950% 11/24/2019
Cusip: 14976CAA2
|
200,000 | $198,763 | 0.06 % |
| 358. |
BOISE CASCADE LLC 7.125% 10/15/2014
Cusip: 097395AH0
|
220,000 | $198,275 | 0.06 % |
| 359. |
AES DOMINICANA ENERGIA FINANCE SA 11.000% 12/13/2015
Cusip: 00105PAA6
|
200,000 | $196,000 | 0.06 % |
| 360. |
SPIRIT AEROSYSTEMS TLB 2.25 2.034% 09/30/2013
Cusip: 84857#AA2
|
200,181.14 | $192,424 | 0.06 % |
| 361. |
IRAQ (REPUBLIC OF) 5.800% 01/15/2028
Cusip: 462652AA6
|
250,000 | $191,250 | 0.06 % |
| 362. |
CERVECERIA NACIONAL DOMI 16.000% 03/27/2012
Cusip: 157107AA1
|
200,000 | $188,560 | 0.06 % |
| 363. |
CRICKET COMMUNICATIONS INC. 10.000% 07/15/2015
Cusip: 226566AG2
|
186,000 | $188,557 | 0.06 % |
| 364. |
NOVELIS INC TL 2.0 2.263% 07/06/2014
Cusip: 67000#AB1
|
202,036.34 | $186,758 | 0.06 % |
| 365. |
URUGUAY ORIENT REPUBLIC OF 3.700% 06/26/2037
Cusip: 760942AV4
|
3,667,000 | $183,616 | 0.06 % |
| 366. |
MHP SA 10.250% 11/30/2011
Cusip: EF9183049
|
200,000 | $183,500 | 0.06 % |
| 367. |
CW MEDIA HOLDINGS TLB 3.25 3.533% 02/16/2015
Cusip: C1466@AA8
|
196,000 | $180,320 | 0.06 % |
| 368. |
GENERAL NUTRITION CENTERS TL 2.25 2.529% 09/16/2013
Cusip: BRS26JV95
|
193,906.68 | $179,485 | 0.06 % |
| 369. |
DYNEGY HOLDINGS INC LOC 1.5 1.755% 04/02/2013
Cusip: BAX2X3Z14
|
184,888.12 | $177,215 | 0.06 % |
| 370. |
NALCO INCREMENTAL TL 3.5 3.773% 05/13/2016
Cusip: BRS26K0J4
|
174,125 | $175,462 | 0.05 % |
| 371. |
HUNTSMAN INTERNATIONAL TLB 1.75 1.984% 04/21/2014
Cusip: 44701QA@1
|
185,907.86 | $174,916 | 0.05 % |
| 372. |
PRESTIGE BRANDS TLB 1ST LIEN 2.25 2.484% 04/06/2011
Cusip: 74112BA*6
|
176,414.177 | $172,885 | 0.05 % |
| 373. |
COLOMBIA (REPUBLIC OF) 9.850% 06/28/2027
Cusip: EG5593306
|
300,000,000 | $170,566 | 0.05 % |
| 374. |
CHART INDUSTRIES INC 9.125% 10/15/2015
Cusip: 16115QAB6
|
170,000 | $169,575 | 0.05 % |
| 375. |
CENTRAL GARDEN AND PET CO TLB 1.5 1.740% 09/30/2012
Cusip: 153527A@5
|
177,575.68 | $166,921 | 0.05 % |
| 376. |
TUNICA-BILOXI GAMING AUTHORITY 9.000% 11/15/2015
Cusip: 899745AA1
|
182,000 | $163,800 | 0.05 % |
| 377. |
LXS_06-16N 0.351% 11/25/2046
Cusip: 52522DAB7
|
169,637.56 | $163,436 | 0.05 % |
| 378. |
USPF HOLDINGS LLC TL 1.75 1.999% 04/11/2014
Cusip: 90360*AA3
|
167,526.96 | $163,338 | 0.05 % |
| 379. |
BLB WEMBLY TL-1ST LN 2.5 2.255% 07/18/2011
Cusip: BAX0Y48Y3
|
262,899.83 | $161,683 | 0.05 % |
| 380. |
EMDEON BUS SER TLB 1ST LIEN 2.5 2.290% 11/18/2013
Cusip: 29084@AA4
|
168,317.28 | $160,743 | 0.05 % |
| 381. |
TPF GENERATING TENASCA PWR TL 2.0 2.234% 12/15/2013
Cusip: 87277@AA9
|
167,862.97 | $158,749 | 0.05 % |
| 382. |
COVANTA ENERGY CORP LC -.10 1.755% 02/10/2014
Cusip: BRS26JSB4
|
164,948.46 | $154,845 | 0.05 % |
| 383. |
PANAMSAT CORPORATION TLB2A 2.0 2.735% 01/03/2014
Cusip: BAX2UEAW2
|
162,512.15 | $153,458 | 0.05 % |
| 384. |
PANAMSAT CORPORATION TLB2B 2.0 2.735% 01/03/2014
Cusip: BAX2UEAX0
|
162,462.52 | $153,411 | 0.05 % |
| 385. |
PANAMSAT CORPORATION TLB2C 2.0 2.735% 01/03/2014
Cusip: BAX2UEAY8
|
162,462.52 | $153,411 | 0.05 % |
| 386. |
NRG ENERGY LOC 1.75 0.183% 02/01/2013
Cusip: 62937#AC8
|
160,950.44 | $153,260 | 0.05 % |
| 387. |
US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
|
155,000 | $152,434 | 0.05 % |
| 388. |
MLMT_05-CKI1 5.077% 11/12/2037
Cusip: 59022HKZ4
|
149,784.31 | $150,468 | 0.05 % |
| 389. |
ABH FINANCIAL LT 8.200% 06/25/2012
Cusip: 015395AA4
|
150,000 | $150,187 | 0.05 % |
| 390. |
SINCLAIR TELEVISION GROUP TLB 4.5 4.781% 10/31/2015
Cusip: BAX3889A8
|
150,000 | $150,187 | 0.05 % |
| 391. |
INFOR GLOBAL SOLUTIONS TL 3.75 4.031% 07/30/2012
Cusip: BRS26JWX1
|
164,595.64 | $149,665 | 0.05 % |
| 392. |
BALL CORPORATION 7.125% 09/01/2016
Cusip: 058498AM8
|
145,000 | $148,625 | 0.05 % |
| 393. |
ZUFFA INC TL 5.50 5.784% 06/18/2015
Cusip: BAX384255
|
150,000 | $148,500 | 0.05 % |
| 394. |
SUPERVALU TLB 1.75 1.496% 06/02/2012
Cusip: 868536B@1
|
152,542.73 | $146,793 | 0.05 % |
| 395. |
BWAY TLB 1.75 2.545% 07/17/2013
Cusip: 056039A@9
|
156,429.2 | $146,652 | 0.05 % |
| 396. |
CWALT_06-45T1 6.000% 02/25/2037
Cusip: 02149JAU0
|
222,204.89 | $146,446 | 0.05 % |
| 397. |
REXNORD CORP B2 2.25 2.461% 07/19/2013
Cusip: BAX1L70W0
|
159,557.81 | $145,995 | 0.05 % |
| 398. |
AMSCAN TL 2.25 2.652% 05/27/2013
Cusip: BRS1ZXGY6
|
161,278.23 | $145,956 | 0.05 % |
| 399. |
HUNTSMAN INTERNATIONAL TLC 2.25 2.545% 06/30/2016
Cusip: BRS4QJM73
|
150,000 | $142,875 | 0.04 % |
| 400. |
GEORGIA PACIFIC TLC 3.25 3.502% 12/20/2012
Cusip: BRS26JUU9
|
141,610 | $140,637 | 0.04 % |
| 401. |
RIVERSIDE ENERGY CENTER TL 4.25 4.738% 06/24/2011
Cusip: 76913#AA0
|
141,049.09 | $138,933 | 0.04 % |
| 402. |
MILLENIUM CHEM (CRISTAL) TL 2.25 2.533% 05/15/2014
Cusip: BAX1L9JZ9
|
156,188.69 | $138,617 | 0.04 % |
| 403. |
VENEZUELA (REPUBLIC OF) 6.000% 12/09/2020
Cusip: P97475AG5
|
250,000 | $137,500 | 0.04 % |
| 404. |
SALLY HOLDINGS TLB 2.5 2.480% 11/16/2013
Cusip: 79546#AA9
|
138,737.88 | $132,118 | 0.04 % |
| 405. |
NTELOS INC TL 3.75 5.750% 08/12/2015
Cusip: BRS26K0S4
|
125,000 | $125,547 | 0.04 % |
| 406. |
ALLIANCE IMAGING TL 3.50 3.762% 06/01/2016
Cusip: BRS1ZXGP5
|
125,000 | $123,385 | 0.04 % |
| 407. |
WESTERN REFINING TL 1.75 10.750% 05/30/2014
Cusip: 959319A*5
|
127,877.47 | $121,537 | 0.04 % |
| 408. |
PANAMA (REPUBLIC OF) 8.125% 04/28/2034
Cusip: 698299AT1
|
100,000 | $121,000 | 0.04 % |
| 409. |
PERU (THE REPUBLIC OF) 8.375% 05/03/2016
Cusip: 715638AQ5
|
100,000 | $120,750 | 0.04 % |
| 410. |
CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
|
120,000 | $120,648 | 0.04 % |
| 411. |
MARFRIG OVERSEAS LTD 9.625% 11/16/2016
Cusip: 56656PAA1
|
120,000 | $120,600 | 0.04 % |
| 412. |
TREASURY NOTE 1.500% 07/15/2012
Cusip: 912828LB4
|
120,000 | $120,187 | 0.04 % |
| 413. |
PHILIPPINES (REPUBLIC OF THE) 8.750% 10/07/2016
Cusip: 718286AC1
|
100,000 | $120,125 | 0.04 % |
| 414. |
CAPELLA HEALTHCARE TLB 3.5 5.750% 02/28/2015
Cusip: BRS1ZXBN5
|
123,125 | $120,046 | 0.04 % |
| 415. |
IASIS HEALTHCARE LOC 2.0 0.013% 03/14/2014
Cusip: 45072@AA4
|
127,186.01 | $118,791 | 0.04 % |
| 416. |
WESCO AIRPORT HDWE TL 1ST LN 2.25 2.490% 09/30/2013
Cusip: 95082@AA7
|
125,000 | $118,750 | 0.04 % |
| 417. |
BOSTON GENERATING LLC TLB 2.25 2.533% 12/20/2013
Cusip: 10075#AA3
|
153,368.71 | $118,313 | 0.04 % |
| 418. |
JARDEN CORP TLB1 2.0 2.033% 01/24/2012
Cusip: 471109A@7
|
121,250.24 | $117,158 | 0.04 % |
| 419. |
INTELSAT JACKSON HOLDINGS TL 3.0 3.255% 02/01/2014
Cusip: BAX2W45V0
|
125,000 | $112,812 | 0.04 % |
| 420. |
REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
|
1,750,000 | $112,525 | 0.03 % |
| 421. |
SMURFIT STONE CONT TLC 2.0 2.500% 11/01/2011
Cusip: C8415#AA3
|
113,730.48 | $111,882 | 0.03 % |
| 422. |
ALERIS INTERNATIONAL TLDIP-NM1 10 12.500% 08/12/2010
Cusip: BAX2Z3EA5
|
108,728.86 | $110,450 | 0.03 % |
| 423. |
WESCO AIRPORT HDWE TL 2ND LN 5.75 5.751% 03/28/2014
Cusip: BAX15D104
|
125,000 | $110,312 | 0.03 % |
| 424. |
EMPRESAS PUBLIC MEDELLIN 7.625% 07/29/2019
Cusip: 29246BAA6
|
100,000 | $109,636 | 0.03 % |
| 425. |
BOGOTA DISTRIO CAPITAL 9.750% 07/26/2028
Cusip: 097230AB2
|
200,000,000 | $108,717 | 0.03 % |
| 426. |
HIT ENTERTAINMENT TLC 2ND LIEN 5.5 5.887% 02/26/2013
Cusip: BAX0EYKB5
|
200,000 | $108,666 | 0.03 % |
| 427. |
CSX CORPORATION 5.750% 03/15/2013
Cusip: 126408GL1
|
100,000 | $108,180 | 0.03 % |
| 428. |
HERTZ CORP SYNTHETIC LC 1.75 0.253% 12/21/2012
Cusip: 428040J*1
|
110,429.68 | $105,460 | 0.03 % |
| 429. |
SEMINOLE TRIBE OF FL DD TLB2 1.5 1.783% 03/05/2014
Cusip: BAX1FN7X3
|
110,718.44 | $104,444 | 0.03 % |
| 430. |
PERU (THE REPUBLIC OF) 6.550% 03/14/2037
Cusip: 715638AU6
|
100,000 | $104,000 | 0.03 % |
| 431. |
NATIONAL MENTOR TLB 2.5 2.290% 06/29/2013
Cusip: BAX0YX7S3
|
116,040.4 | $103,275 | 0.03 % |
| 432. |
GRAY TELEVISION INC TL 1.50 3.790% 12/31/2014
Cusip: 389375C*5
|
118,216.94 | $103,046 | 0.03 % |
| 433. |
BANCO BMG SA 9.150% 01/15/2016
Cusip: 05949RAC7
|
100,000 | $103,000 | 0.03 % |
| 434. |
HANESBRANDS INC TL 3.25 3.504% 12/10/2015
Cusip: BRS2ZUJ68
|
100,000 | $100,597 | 0.03 % |
| 435. |
PILOT TRAVEL CENTER TLB 3.25 3.506% 01/29/2015
Cusip: BAX38WPD1
|
100,000 | $100,468 | 0.03 % |
| 436. |
BOLTHOUSE FARMS TLB 5.500% 12/16/2012
Cusip: 97753@AA1
|
103,697.08 | $100,378 | 0.03 % |
| 437. |
WEST CORPORATION 11.000% 10/15/2016
Cusip: 952355AF2
|
96,000 | $100,320 | 0.03 % |
| 438. |
TARGA RESOURCES TLB 4.0 4.249% 06/18/2016
Cusip: BRS1ZXA14
|
100,000 | $100,313 | 0.03 % |
| 439. |
MICHAEL FOODS INC TLB 2.0 2.281% 05/01/2014
Cusip: BRS4QJPR6
|
98,500 | $99,157 | 0.03 % |
| 440. |
MILLENIUM CHEM(CRISTAL) 2LN 5.75 6.023% 11/15/2014
Cusip: BAX1L9JY2
|
125,000 | $98,750 | 0.03 % |
| 441. |
NUVEEN INVESTMENTS TLB1 3.0 3.496% 11/13/2014
Cusip: 67090FA@5
|
112,699.61 | $98,506 | 0.03 % |
| 442. |
EDISON MISSION ENERGY 7.750% 06/15/2016
Cusip: 281023AR2
|
115,000 | $97,750 | 0.03 % |
| 443. |
AMC ENTERTAINMENT TLB 2.125 1.732% 01/28/2013
Cusip: 00166@AA6
|
102,369.55 | $97,123 | 0.03 % |
| 444. |
COOPER STD AUTO DIP TLA 6.0 6.249% 08/03/2010
Cusip: BAX392MW7
|
96,435 | $96,676 | 0.03 % |
| 445. |
ASURION CORP TL 3.00 3.240% 07/03/2014
Cusip: 04649@AA5
|
100,000 | $95,389 | 0.03 % |
| 446. |
DENNYS L/C 2.25 0.230% 03/31/2012
Cusip: BRS1ZXGJ9
|
100,000 | $95,250 | 0.03 % |
| 447. |
BRSP LLC TL 1ST LN 4.5 7.500% 07/31/2014
Cusip: BAX36SNT9
|
97,675.96 | $94,257 | 0.03 % |
| 448. |
CALUMET LUBRICANTS CO TLB 4.0 4.429% 01/03/2015
Cusip: 13143#AC1
|
106,953.34 | $93,717 | 0.03 % |
| 449. |
TURKEY (REPUBLIC OF) 8.000% 02/14/2034
Cusip: 900123AT7
|
80,000 | $92,400 | 0.03 % |
| 450. |
BUFFETS INC 2ND LN TL 17.773% 05/01/2013
Cusip: BAX302190
|
122,786.68 | $91,783 | 0.03 % |
| 451. |
MANITOWOC TLB 3.50 7.513% 08/25/2014
Cusip: BAX2WRMA6
|
94,250 | $91,563 | 0.03 % |
| 452. |
PHILIPPINES (REPUBLIC OF THE) 9.875% 01/15/2019
Cusip: 718286AK3
|
70,000 | $91,350 | 0.03 % |
| 453. |
FITNESS HOLDINGS TLB 2.766% 06/08/2012
Cusip: 90187@AD6
|
98,218.85 | $90,852 | 0.03 % |
| 454. |
LEVI STRAUSS TL 2.25 2.482% 03/27/2014
Cusip: 52736RC*1
|
100,000 | $90,500 | 0.03 % |
| 455. |
CUMULUS TL 1.75 4.239% 06/11/2014
Cusip: 231082C@5
|
106,287.33 | $88,617 | 0.03 % |
| 456. |
VENEZUELA (REPUBLIC OF) 7.650% 04/21/2025
Cusip: ED8955574
|
150,000 | $88,500 | 0.03 % |
| 457. |
AGA MEDICAL TLB 2.25 2.272% 04/28/2013
Cusip: BAX0UTVN0
|
100,000 | $86,750 | 0.03 % |
| 458. |
TELESAT TL 3.0 3.288% 10/31/2014
Cusip: BAX26PPG3
|
90,513.77 | $86,628 | 0.03 % |
| 459. |
SMURFIT STONE CON CAD REVOLVER 2.2 3.057% 11/01/2011
Cusip: BAX2ZVAK5
|
87,613.5 | $86,189 | 0.03 % |
| 460. |
BROCADE COMMUNICATIONS 1ST LN 4.0 7.000% 10/07/2013
Cusip: BAX2X95T3
|
84,907.06 | $85,491 | 0.03 % |
| 461. |
DEUTSCHLAND (BUNDESREPUBLIC) 4.750% 07/04/2034
Cusip: EC8300625
|
55,000 | $85,365 | 0.03 % |
| 462. |
NOVELIS INC CANADA TL 2.0 2.240% 07/06/2014
Cusip: 67000XA@5
|
91,832.06 | $84,887 | 0.03 % |
| 463. |
HEXION SPECIALTY CHEM TLC5 2.25 2.519% 05/05/2013
Cusip: BRS1ZX841
|
97,750 | $83,222 | 0.03 % |
| 464. |
SEMINOLE TRIBE OF FL DD TLB3 1.5 1.783% 03/05/2014
Cusip: BAX1FW8Z7
|
87,811.94 | $82,835 | 0.03 % |
| 465. |
INFOR GLOBAL DELAY DRAW TLB 3.75 4.034% 07/30/2012
Cusip: BAX11HMD8
|
85,879.23 | $78,089 | 0.02 % |
| 466. |
ST JOHN KNITS TL 3.0 9.250% 03/23/2012
Cusip: 79025QA@6
|
91,734.13 | $77,974 | 0.02 % |
| 467. |
GREEKTOWN CASINO LLC TLB 0.000% 12/03/2012
Cusip: 392484A*2
|
74,775.14 | $76,457 | 0.02 % |
| 468. |
REYNOLDS CONSUMER PRODUCTS TL 4.25 4.531% 11/05/2015
Cusip: BAX388H76
|
75,000 | $75,265 | 0.02 % |
| 469. |
UNIVERSAL CITY DEVELOPMENT TL 4.25 4.523% 11/06/2014
Cusip: BRS26K690
|
75,000 | $75,093 | 0.02 % |
| 470. |
AMN HEALTHCARE SERVICES INC TL 4.0 4.251% 12/23/2013
Cusip: BRS1ZXQZ2
|
75,000 | $73,125 | 0.02 % |
| 471. |
ATI SCHOOLS TLB 6.0 6.251% 12/23/2014
Cusip: BRS1ZX5S1
|
75,000 | $72,750 | 0.02 % |
| 472. |
WILLIAM CARTER COM TLB 1LN 1.5 1.739% 07/14/2012
Cusip: 96926#AC9
|
73,479.26 | $71,397 | 0.02 % |
| 473. |
SAN PASQUAL CASINO DEV GROUP 8.000% 09/15/2013
Cusip: 799183AA6
|
76,000 | $71,060 | 0.02 % |
| 474. |
VENETIAN CASINO RESORT TL 1.75 2.040% 05/23/2014
Cusip: 51783#AA0
|
78,200 | $68,274 | 0.02 % |
| 475. |
WYNNEWOOD REFINING TLB 6.00 6.284% 11/03/2014
Cusip: BRS1ZXRU2
|
75,000 | $67,500 | 0.02 % |
| 476. |
PQ CORP TL 1ST LIEN 3.25 3.524% 07/31/2014
Cusip: BRS26K1Y0
|
74,062.5 | $66,497 | 0.02 % |
| 477. |
APRIA HEALTHCARE GROUP INC 12.375% 11/01/2014
Cusip: 037933AF5
|
60,000 | $66,000 | 0.02 % |
| 478. |
ASHLAND INC TLB 4.4 4.673% 05/13/2014
Cusip: BAX32Y388
|
64,750.35 | $65,546 | 0.02 % |
| 479. |
COOPER STD AUTO DIP TLB 6.0 6.249% 08/03/2010
Cusip: BAX392MX5
|
64,282.5 | $64,443 | 0.02 % |
| 480. |
COOPER STD AUTO DIP TLC 6.0 6.249% 08/03/2010
Cusip: BAX392MY3
|
64,282.5 | $64,443 | 0.02 % |
| 481. |
COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
|
60,000 | $62,902 | 0.02 % |
| 482. |
KRATON POLYMERS TL 2.00 2.313% 05/12/2013
Cusip: 50076@AA0
|
65,590.04 | $62,679 | 0.02 % |
| 483. |
ROCKY MOUNTAIN ENERGY CTR TL 4.25 4.499% 06/24/2011
Cusip: 77468#AA7
|
63,245.64 | $62,296 | 0.02 % |
| 484. |
ALERIS INTERNATIONAL GERMAN TL C1 4.250% 12/19/2013
Cusip: BAX2ZNLQ8
|
82,398.35 | $61,386 | 0.02 % |
| 485. |
GREEN VALLEY RANCH 2ND LIEN 3.25 3.521% 08/16/2014
Cusip: BAX1E1639
|
300,000 | $60,000 | 0.02 % |
| 486. |
SMURFIT STONE CONT TLB 2.0 2.500% 11/01/2011
Cusip: 83272#AA1
|
60,146.52 | $59,169 | 0.02 % |
| 487. |
TPF (TENASCA PWR) SYNTHETIC LC 2.0 0.183% 12/15/2013
Cusip: 87277@AC5
|
61,739.01 | $58,460 | 0.02 % |
| 488. |
ALERIS INTERNATIONAL DIP ROLL-UP 5.200% 08/13/2010
Cusip: BAX2ZNLP0
|
124,235.34 | $57,976 | 0.02 % |
| 489. |
CWHL_06-HYB1 5.300% 03/20/2036
Cusip: 126694WE4
|
107,880.86 | $56,660 | 0.02 % |
| 490. |
TRIBUNE COMPANY TL 3.0 0.000% 06/04/2014
Cusip: 896047D*5
|
98,750 | $56,130 | 0.02 % |
| 491. |
MEDIA NEWS GROUP TLC 1.75 4.761% 08/02/2013
Cusip: 58446MA#8
|
163,675.78 | $55,649 | 0.02 % |
| 492. |
COFFEYVILLE RESOURCES TLD 3.00 5.751% 12/30/2013
Cusip: BAX1AHM30
|
53,846.91 | $53,897 | 0.02 % |
| 493. |
RENT-A-CENTER TLB 1.75 1.994% 03/31/2015
Cusip: BAX392QE3
|
55,346.77 | $53,409 | 0.02 % |
| 494. |
LYONDELL CHEMICAL U.S. TRANCHE B2 5.799% 12/22/2014
Cusip: BRS43MJC4
|
72,394.5 | $53,287 | 0.02 % |
| 495. |
TURANALEM FINANCE BV 0.000% 01/22/2037
Cusip: 8998X0AB6
|
150,000 | $52,500 | 0.02 % |
| 496. |
SMURFIT STONE CONT TL DFF 2.0 1.529% 11/01/2010
Cusip: 83272#AC7
|
53,021.3 | $52,159 | 0.02 % |
| 497. |
TIAA_07-C4 6.073% 08/15/2039
Cusip: 87246AAC2
|
50,000 | $51,948 | 0.02 % |
| 498. |
FNMA 30YR 6.000% 04/01/2034
Cusip: 31404J4Y8
|
48,573.29 | $51,806 | 0.02 % |
| 499. |
CROWN CASTLE INTL TL 1.50 1.783% 03/06/2014
Cusip: 22822#AB2
|
52,570.24 | $51,051 | 0.02 % |
| 500. |
SELECT MEDICAL TLB 1.75 2.267% 02/24/2012
Cusip: 816196A*0
|
52,723.14 | $50,139 | 0.02 % |
| 501. |
WRIGLEY TLB2 3.0 3.249% 12/21/2014
Cusip: BAX392KG4
|
50,000 | $50,114 | 0.02 % |
| 502. |
WRIGLEY TLB1 2.75 2.999% 12/21/2012
Cusip: BAX392KF6
|
50,000 | $49,994 | 0.02 % |
| 503. |
RELIANT ENERGY INC LOC TL 1.75 0.235% 06/30/2014
Cusip: BAX1NPD38
|
50,000 | $46,541 | 0.01 % |
| 504. |
INVERNESS MEDICAL TL 2.00 2.254% 06/26/2014
Cusip: BAX1PCSJ4
|
48,750 | $46,352 | 0.01 % |
| 505. |
NEW CUSTOMER (N.E.WHLDGS) TL 2.50 2.735% 05/22/2014
Cusip: BAX1L9K38
|
47,218.04 | $44,188 | 0.01 % |
| 506. |
FONTAINEBLEAU LAS VEGAS TL 3.25 4.257% 06/06/2014
Cusip: BRS1ZX5Z5
|
126,750.73 | $43,729 | 0.01 % |
| 507. |
PAETEC COMM TLB 2.5 2.734% 02/28/2013
Cusip: 695459A*8
|
41,143.15 | $39,009 | 0.01 % |
| 508. |
BRENNTAG TLB2 2.5 1.982% 01/20/2014
Cusip: L1241@AA0
|
39,297.42 | $37,961 | 0.01 % |
| 509. |
CANWEST MEDIA INC TL 2.0 0.000% 07/10/2014
Cusip: 13874TA*3
|
49,125 | $37,924 | 0.01 % |
| 510. |
GAZSTREAM SA 5.625% 07/22/2013
Cusip: 36828XAA9
|
37,020.74 | $37,576 | 0.01 % |
| 511. |
WARNER CHILCOTT TLB2 3.50 3.775% 04/30/2015
Cusip: BRS4YK018
|
37,288.14 | $37,299 | 0.01 % |
| 512. |
CITADEL COMMUNICATIONS TLB 1.63 2.040% 06/12/2014
Cusip: 17285TA*7
|
50,000 | $37,035 | 0.01 % |
| 513. |
GOODYEAR ENG PROD (VEYANCE) TL 2.5 2.781% 07/31/2014
Cusip: BAX1S0NS2
|
42,875 | $35,211 | 0.01 % |
| 514. |
NE ENERGY TLB 2.50 2.750% 11/01/2013
Cusip: 62906#AA9
|
38,147.02 | $34,999 | 0.01 % |
| 515. |
GRAHAM PACKAGING CO TLB 2.25 2.554% 10/07/2011
Cusip: BAX333PB4
|
35,346.29 | $34,860 | 0.01 % |
| 516. |
CWA_07-OH3 0.731% 09/25/2047
Cusip: 02151DAG9
|
295,078.36 | $34,445 | 0.01 % |
| 517. |
WARNER CHILCOTT TLA 3.25 3.534% 10/30/2014
Cusip: BRS26K6Z2
|
33,898.3 | $33,908 | 0.01 % |
| 518. |
SMURFIT STONE CONT TLC1 2.500% 11/01/2011
Cusip: C8415#AB1
|
34,385.7 | $33,826 | 0.01 % |
| 519. |
METAVANTE TLB 1.75 2.233% 11/01/2014
Cusip: 591405A*6
|
32,566.59 | $32,240 | 0.01 % |
| 520. |
EXIDE TECH - US BORROWER TL 3.25 3.269% 05/15/2012
Cusip: BAX1L70V2
|
33,108.86 | $31,039 | 0.01 % |
| 521. |
SEMINOLE TRIBE OF FL DD TLB1 1.5 1.783% 03/05/2014
Cusip: BAX1FW8Y0
|
30,728.78 | $28,987 | 0.01 % |
| 522. |
LYONDELL CHEMICAL DIP - NEW MONEY 9.168% 05/20/2010
Cusip: BAX2Z5YS9
|
26,747.71 | $27,823 | 0.01 % |
| 523. |
LYONDELL CHEMICAL DIP ROLL UP 5.795% 05/20/2010
Cusip: BAX2ZRHH4
|
26,708.17 | $27,609 | 0.01 % |
| 524. |
FENDER MUSICAL INSTRUMENTS TL 2.25 2.507% 06/09/2014
Cusip: BRS26JU88
|
32,583.33 | $27,532 | 0.01 % |
| 525. |
BOSTON GENERATING LLC L/C 2.25 0.158% 12/20/2013
Cusip: 10075#AC9
|
34,890.6 | $26,915 | 0.01 % |
| 526. |
NEWSDAY TLC 5.5 5.784% 08/01/2013
Cusip: BRS1ZXAB2
|
25,000 | $25,031 | 0.01 % |
| 527. |
DELUXE COMMUNICATIONS TLC 2.25 2.533% 05/11/2013
Cusip: BAX1L8J08
|
24,181.08 | $22,246 | 0.01 % |
| 528. |
ZUFFA INC TL 2.00 2.313% 06/19/2015
Cusip: 98978#AA6
|
24,437.5 | $21,912 | 0.01 % |
| 529. |
FONTAINEBLEAU LAS VEGAS DD 3.25 4.257% 06/06/2014
Cusip: BAX1LGMP1
|
63,375.36 | $21,864 | 0.01 % |
| 530. |
VERINT SYSTEMS INC TL 2.75 3.500% 05/25/2014
Cusip: 92343XA*1
|
23,304.31 | $21,381 | 0.01 % |
| 531. |
GREGG APPLIANCES TL 2.25 2.240% 07/25/2013
Cusip: BAX1PVGW6
|
22,198.96 | $20,867 | 0.01 % |
| 532. |
CENTERCUT (LONE STAR) TL 2.75 9.250% 07/06/2014
Cusip: BRS26JSC2
|
23,926.14 | $20,815 | 0.01 % |
| 533. |
HAWAIIAN TELECOM TLC 2.25 4.750% 05/30/2014
Cusip: 420029B*0
|
28,625.56 | $20,646 | 0.01 % |
| 534. |
GOLDEN NUGGET 2ND LIEN 3.25 3.504% 12/31/2014
Cusip: BAX1NZWY7
|
50,000 | $20,000 | 0.01 % |
| 535. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
90,000 | $18,675 | 0.01 % |
| 536. |
CANNERY CASINO 2ND LIEN 4.25 4.519% 05/18/2014
Cusip: BAX1L70P5
|
25,000 | $18,212 | 0.01 % |
| 537. |
TPF (TENASCA PWR) REVOLVER 2.0 0.183% 12/15/2011
Cusip: 87277@AB7
|
19,353.93 | $18,095 | 0.01 % |
| 538. |
VENETIAN CASINO RESORT DDTL 1.75 2.040% 05/23/2014
Cusip: 51783#AB8
|
19,750 | $17,243 | 0.01 % |
| 539. |
WARNER CHILCOTT TLB 3.50 3.784% 04/30/2015
Cusip: BRS1ZXEX0
|
16,949.15 | $16,954 | 0.01 % |
| 540. |
COMMUNITY HLTH SYS INC DD TL 2.25 2.532% 07/25/2014
Cusip: BAX1PVFQ0
|
16,682 | $15,644 | 0.00 % |
| 541. |
NORANDA ALUMINIUM ACQUIS TL 2.0 2.236% 05/18/2014
Cusip: 65543AA*5
|
18,447.5 | $15,256 | 0.00 % |
| 542. |
EXIDE TECH - EURO BORROWER TL 3.25 3.271% 05/15/2012
Cusip: BAX1LF051
|
15,766.14 | $14,780 | 0.00 % |
| 543. |
FENDER MUSICAL INSTRUMENTS DD 2.25 2.507% 06/09/2014
Cusip: BAX1NEZ39
|
16,458.33 | $13,907 | 0.00 % |
| 544. |
BUFFETS RESTAURANTS HOLDINGS
Cusip: 11988P107
|
1,852 | $12,964 | 0.00 % |
| 545. |
DELPHI CORP-W/I
Cusip: 247126303
|
1.39 | $12,857 | 0.00 % |
| 546. |
DELUXE COMMUNICATIONS TLA 2.25 0.498% 05/11/2013
Cusip: 24803#AD7
|
13,923.58 | $12,809 | 0.00 % |
| 547. |
CALUMET LUBRICANTS CO L/C 4.0 0.134% 01/03/2015
Cusip: BAX2GFJQ9
|
14,367.82 | $12,589 | 0.00 % |
| 548. |
ROCKY MOUNTAIN ENERGY CTR CLD 4.35 0.560% 06/24/2011
Cusip: BAX0RAX52
|
12,737.3 | $12,546 | 0.00 % |
| 549. |
PENTON MEDIA TL 2ND LIEN 5.0 5.279% 02/01/2014
Cusip: BAX1DUQH3
|
75,000 | $12,525 | 0.00 % |
| 550. |
WARNER CHILCOTT DD 3.50 3.784% 04/30/2015
Cusip: BRS1ZXEW2
|
11,864.41 | $11,837 | 0.00 % |
| 551. |
CDCMT_02-FX1 5.252% 05/15/2019
Cusip: 125044AA5
|
11,225.14 | $11,263 | 0.00 % |
| 552. |
FIDELITY NATIONAL TLC 0.00 4.461% 01/18/2012
Cusip: BAX37Y9L8
|
11,157.12 | $11,171 | 0.00 % |
| 553. |
MUELLER GROUP INC TL 1.75 5.281% 05/24/2014
Cusip: 624758A*9
|
11,150.34 | $10,950 | 0.00 % |
| 554. |
TRIBUNE COMPANY TLX 2.5 0.000% 05/30/2010
Cusip: BAX1L9K12
|
17,066.67 | $9,552 | 0.00 % |
| 555. |
BICENT POWER TL 2.00 2.290% 06/30/2014
Cusip: 08873#AA1
|
10,293.23 | $9,444 | 0.00 % |
| 556. |
BRENNTAG ACQUISTION FAC 2.5 2.023% 01/20/2014
Cusip: D1401#AA3
|
9,595.03 | $9,019 | 0.00 % |
| 557. |
BOSTON GENERATING LLC R/C 1 2.25 0.158% 12/20/2013
Cusip: 10075#AB1
|
9,769.39 | $7,536 | 0.00 % |
| 558. |
TELESAT DD TL 3.0 3.288% 10/31/2014
Cusip: BAX26PPH1
|
7,774.26 | $7,440 | 0.00 % |
| 559. |
NATIONAL MENTOR L/C 2.5 0.081% 06/29/2013
Cusip: BAX0YX7T1
|
7,160.5 | $6,372 | 0.00 % |
| 560. |
SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
|
5,000 | $5,294 | 0.00 % |
| 561. |
NE ENERGY L/C 2.50 0.163% 11/01/2013
Cusip: 62906#AB7
|
5,706.99 | $5,236 | 0.00 % |
| 562. |
GOODYEAR ENG PROD (VEYANCE) DD 2.5 2.781% 07/31/2014
Cusip: BAX1S0NT0
|
6,140.63 | $5,042 | 0.00 % |
| 563. |
ADVANSTAR COMMUNICATIONS INC
Cusip: 00758R104
|
315 | $3,465 | 0.00 % |
| 564. |
RENT-A-CENTER TLB 1.75 1.999% 06/30/2012
Cusip: 76009NB#6
|
3,083.79 | $2,983 | 0.00 % |
| 565. |
ALERIS INTERNATIONAL TL 2.38 4.250% 12/19/2013
Cusip: 014477A@2
|
59,257.28 | $2,370 | 0.00 % |
| 566. |
DELPHI CORP TLB 5.00 5.284% 10/06/2014
Cusip: BAX385BE3
|
1,850.96 | $1,564 | 0.00 % |
| 567. |
CUMULUS MEDIA CL A WTS 0.000% 06/29/2019
Cusip: 231082553
|
692.33 | $1,532 | 0.00 % |
| 568. |
MOMENTIVE PERFORMANCE PIK 10.125% 12/01/2014
Cusip: 60877UAJ6
|
441 | $414 | 0.00 % |
| 569. |
DELPHI CORPORATION 12.000% 10/06/2014
Cusip: BAX385BF0
|
214.07 | $214 | 0.00 % |
| 570. |
DELPHI CORP TLA 5.00 5.284% 10/06/2014
Cusip: BAX385BB9
|
182.74 | $157 | 0.00 % |
| 571. |
FIRST HORIZON NATIONAL FRACTIONS
Cusip: DCA517101
|
18,443 | $2 | 0.00 % |
| 572. |
EDGEN MURRAY UK 1ST LN 2.75 3.023% 05/12/2014
Cusip: BAX1L65M9
|
0.45 | $0 | 0.00 % |
| 573. |
ALGOMA STEEL TL 2.5 8.000% 06/20/2013
Cusip: 01660NA*9
|
0.01 | $0 | 0.00 % |
| 574. |
BIRDS EYE FOODS INC TL 1.75 2.040% 03/22/2013
Cusip: BRS26JL39
|
0.01 | $0 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$4,892,626 | 1.52 % | ||
| Net Assets | $321,563,298 | 100.00 % | ||
| Symbol | Cusip | Inception Date | |
|---|---|---|---|
| Class A | RSGAX | 76932K108 | 05/17/2007 |
| Class B | RIABX | 76932K207 | 05/17/2007 |
| Class C | RAICX | 76932K306 | 05/17/2007 |
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.
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