| NAME |
WEIGHTING |
| GOODYEAR TIRE 10.5% 15/MAY/2016 |
5.38 % |
| CIT GROUP INC 7.0% 1MAY17 |
4.14 % |
| UNITED AIRLINES INC 9.75% 15JAN17 |
3.96 % |
| CONSOL ENERGY 8% 01APR2017 |
3.55 % |
| FORD MOTOR CREDIT 7.5% 1AUG2012 |
2.81 % |
| WINDSTREAM CORP 7.875% 01NOV17 |
2.57 % |
| SPRINT NEXTEL 8 3/8% 15AUG2017 |
2.51 % |
| AMERICAN INTL GROUP 8.175% 15MAY58 |
2.51 % |
| AES CORP 8% SNR NT 15/10/2017 U |
2.17 % |
| MGM RESORTS INT 11.125% 15NOV17 |
2.01 % |
| LYONDELL CHEMICAL 11% 01MAY18 CALLABLE |
1.96 % |
| SUPERVALU INC 8% 01MAY2016 |
1.93 % |
| TENET HEALTHCARE 8.875% 01JUL19 |
1.83 % |
| QUICKSILVER RESOURCES 11.75% 01JAN16 |
1.80 % |
| CASE NEW HOLLAND INC 7.875% 01DEC17 |
1.78 % |
| SPDR Barclays Capital High Yield Bnd ETF |
1.74 % |
| SIRIUS XM RADIO INC 8.75% 01APR15 S144A |
1.73 % |
| Dish Dbs 7.875% 1Sept2019 |
1.70 % |
| INTELSAT BERMUDA LTD 11.25% 04FEB17 |
1.51 % |
| CCH II LLC/CCH II CAPITAL 13.5% 30NOV16 |
1.42 % |
| K HOVNANIAN ENTERPRISES 10.625% 15OCT16 |
1.41 % |
| LIBERTY MUTUAL GRP GTD FIX-TO-FLT 144A C |
1.40 % |
| CITIGROUP CAP VAR 21DEC57 CALL/EXT |
1.38 % |
| MCCLATCHY CO 11.5% 15FEB17 S144A CALLBL |
1.37 % |
| CHESAPEAKE ENERGY 9.5% 015FEB2015 |
1.36 % |
| ROYAL BANK OF SCOTLAND 7.64% 29SEP17 |
1.35 % |
| FIRST DATA CORP. 10.55% PIK 24SEP15 |
1.34 % |
| FOREST OIL CORP 7.25% SNR NTS 15/06/19 |
1.33 % |
| HARRAHS OPERATING CO INC 10% 15DEC18 |
1.33 % |
| FELCOR LODGING LP SR SECD 10% 01OCT14 |
1.29 % |
| FRONTIER COMMUNICATION 8.5% 15APR20 WI U |
1.28 % |
| SMITHFIELD FOODS 10% 15JULY2014 |
1.22 % |
| CABLEVISION SYS 8.625% 15SEP2017 |
1.17 % |
| BE AEROSPACE INC 8.5% 01JUL18 |
1.17 % |
| MBIA INSURANCE CO SER 144A FLTG RT(CALL) |
1.02 % |
| CLEAR CHANNEL WORLDWIDE 9.25% 15DEC17 |
1.01 % |
| TYSON FOODS INC 10.5% 1MAR2014 |
1.01 % |
| SABINE PASS LNG LP 7.5% 30NOV2016 |
0.96 % |
| WIND ACQUISITION FIN SA 11.75% 15JUL17 |
0.93 % |
| NEWPAGE CORP 11.375% 31DEC14 |
0.90 % |
| US STEEL CORP 7.375% 01APR20 |
0.86 % |
| SOUTHWESTERN ENERGY 7.5% 01FEB18 |
0.81 % |
| SEAGATE HDD CAYMAN 6.875% 01MAY20 |
0.76 % |
| LINN ENERGY LLC/FIN CORP 8.625% 15APR20 |
0.76 % |
| SERVICEMASTER CO. 10.375% PIK 15JUL15 |
0.76 % |
| INTERPUBLIC GRP 10% 15JULY2017 |
0.69 % |
| HUNTSMAN INTL LLC 5.5% 30JUN16 US$ |
0.68 % |
| VIRGIN MEDIA FINANCE PLC 9.5% 15AUG16 |
0.68 % |
| TOYS R US 10.75% 15JUL17 |
0.67 % |
| HCA INC 8.5% 15APR19 |
0.66 % |
| OWENS-BROCKWAY OI 7.375% 15MAY2016 |
0.64 % |
| DELTA AIR LINES 9.5% 15SEP14 S144A CALL |
0.64 % |
| PEABODY ENERGY 6.50% 15SEP20 |
0.64 % |
| GMAC INC GTD SR NT 144A |
0.63 % |
| BOSTON SCIENTIFIC CORP 6% 15JAN20 |
0.62 % |
| RBS GBL / REXNORD 8.5% SRN 01/05/18 USD1 |
0.61 % |
| FREESCALE SEMICONDUCTOR 9.25% 15APR18 |
0.61 % |
| CONTINENTAL AIRLINES INC 6.75% 15SEP15 |
0.60 % |
| DYNEGY HLDGS INC 7.75% 01JUN19 |
0.57 % |
| SMFG PREFERRED CAPITAL 9.5 PFD PERPETUAL |
0.54 % |
| STEEL DYNAMICS INC CO GTD SER WI 7.375% |
0.51 % |
| MYLAN INC 7.875% 15JUL20 |
0.51 % |
| CRICKET COMMUNICATIONS I 7.75% 15MAY16 |
0.50 % |
| CROSSTEX ENERGY 8.875% 15FEB18 |
0.50 % |
| CEQUEL COM HLDG 8.625% 15NOV17 |
0.49 % |
| RESIDENTIAL CAPITAL LLC 9.625% 15MAY15 |
0.48 % |
| EXPRO FINANCE LUXEMBOURG 8.5% 15DEC16 |
0.46 % |
| MACYS RETAIL 7.875% 15JUL15 |
0.40 % |
| BIOMET INC 11.625% 15OCT17 |
0.40 % |
| CROWN CASTLE INTL CORP 9.0% 15JAN15 |
0.39 % |
| TEXAS COMPTTVE ELECT 10.25% 01NOV2015 |
0.39 % |
| DENBURY RESOURCES INC. 8.25% 15FEB20 |
0.38 % |
| DUBAI ELEC & WATER AUTH 8.5% 22APR15 U$ |
0.38 % |
| EQUINIX INC 8.125% 01MAR18 |
0.38 % |
| NAVISTAR INTL CORP 8.25% 01NOV21 |
0.38 % |
| CONSTELLATION BRANDS 7.25% 15MAY2017 |
0.38 % |
| CLEARWIRE CORP 12% 01DEC15 |
0.37 % |
| US ONCOLOGY INC 9.125% 15AUG17 |
0.37 % |
| NXP BV/NXP FUNDING 9.75% 01AUG18 |
0.37 % |
| INTERACTIVE DATA 10.25% 01AUG18 |
0.37 % |
| WYNN LAS VEGAS LLC/CORP 7.75% 15AUG20 |
0.37 % |
| TEXAS INDUSTRIES INC 9.25% 15AUG20 |
0.37 % |
| CALPINE CORP 7.25% 15OCT17 |
0.36 % |
| CINCINNATI BELL INC 8.75% 15MAR18 |
0.34 % |
| SANDRIDGE ENERGY 8% 01JUN18 144A |
0.34 % |
| HEXION US FIN 8.875% 01FEB18 |
0.34 % |
| SPECTRUM BRANDS INC 9.5% 15JUN18 |
0.28 % |
| ATLANTIC FINANCE LTD 9.75% 27MAY14 U$ |
0.26 % |
| EL PASO NATURAL 7.25% 01JUN18 |
0.25 % |
| AMC ENTERTAINMNT 8.75% 1JUN2019 |
0.25 % |
| PHILLIPS-VAN HEUSEN 7.375 15MAY20 |
0.25 % |
| REYNOLDS GROUP ESCROW 7.75% 15OCT16 |
0.25 % |
| EVERGRANDE REAL EST 13.00% 27JAN15 |
0.24 % |
| VANGUARD HEALTH HDG 8.00% 01FEB18 |
0.24 % |
| TEREX CORP 8% 15NOV2017 |
0.23 % |
| MCJUNKIN RED MAN CORP 9.5% 15DEC16 |
0.21 % |
| REALOGY CORP 10.5% 15APR2014 |
0.20 % |
| UPC GERMANY GMBH 8.125% 01DEC17 |
0.12 % |
| UMBRELLA ACQUISITION 9.75 15MAR15 |
0.01 % |