|
Monthly Portfolio Holdings as of 9/30/2009
| Security Name |
Par / Shares |
Market Value |
| ACCELLENT INC 10.5%, 12/1/13 |
2,875,000 |
$2,745,625 |
| ACE 2004-HE4 M1 FRN, 12/25/34 |
531,442 |
$365,240 |
| ACE CASH EXPRES 144A 10.25%, 10/1/2014 |
3,770,000 |
$2,530,613 |
| ACE SECURITIES CORP 3.70875%, 4/25/35 |
700,000 |
$631,679 |
| ACTIVANT SOLUT 9.5, 5/1/16 |
2,845,000 |
$2,546,275 |
| AEP INDUSTRIES, 7.875%, 3/15/13 |
2,500,000 |
$2,400,000 |
| AEROFLEX INC 11.75% 021515 |
3,600,000 |
$3,276,000 |
| AES CHIVOR 9.75%, 12/30/14 144A |
1,750,000 |
$1,955,625 |
| AGY HOLDING CORP 11.0%, 11/15/14 |
5,690,000 |
$4,552,000 |
| AIRCRAFT FINANCE TRU 0.8443799999999999% |
352,908 |
$222,332 |
| AIRCRAFT FINANCE TRU FRN%, 5/15/24 |
1,435,000 |
$487,900 |
| ALERIS INTL INC. 10.0%, 12/15/16 |
2,180,000 |
$2,180 |
| ALGOMA ACQUISITION 9.875%, 6/15/15 144A |
4,435,000 |
$3,725,400 |
| ALLIANCE ONE INT 10.0%, 7/15/16 |
3,450,000 |
$3,562,125 |
| ALLIANT HOLDINGS INC 11.0%, 5/1/15 (144A) |
3,305,000 |
$3,222,375 |
| ALLISON TRANSMISSION 11.0%, 11/1/15 144A |
1,250,000 |
$1,225,000 |
| ALLISON TRANSMISSION 11.25%, 11/1/15 144A |
2,605,000 |
$2,403,113 |
| ALTO PALERMO SA FRN 6/11/12 144A |
198,588 |
$113,691 |
| ALTRA INDUSTRIAL 9.0%, 12/1/11 |
5,105,000 |
$5,207,100 |
| AMERICAN RAILCAR 7.50%, 3/1/14 |
570,000 |
$530,100 |
| AMR HOLDCO/EMCAR 10.0%, 2/15/15 |
1,105,000 |
$1,168,538 |
| AMWIN GROUP INC L+2.5%, 6/8/13 |
384,891 |
$295,404 |
| AMWIN GROUP INC L+5.5%, 6/11/13 2ND |
2,250,000 |
$1,350,000 |
| ARCO CHEMICAL CO 9.8%, 2/1/20 |
2,240,000 |
$1,512,000 |
| ASIA ALUMINUM HOLDIN 144A 8.0%, 12/23/11 |
1,200,000 |
$192,000 |
| ATLAS REINSURANCE FRN, 1/10/11 144A |
275,000 |
$385,892 |
| AVIATION CAPITAL GRO 0.75281% 111525 |
1,120,444 |
$504,200 |
| BANCO MACRO SA FRN, 6/7/12 |
400,000 |
$232,000 |
| BANCO NAC DE DESEN ECONO 8.0% 4/28/10 |
4,600,000,000 |
$3,559,377 |
| BANK OF AMERICA CORP 7.25%, 12/31/49 |
2,755 |
$2,341,722 |
| BASELL FINANCE CO 8.1%, 3/15/27 144A |
3,750,000 |
$2,887,500 |
| BAUSCH & LOMB INC 9.875%, 11/1/15 |
1,000,000 |
$1,047,500 |
| BE AEROSPACE INC 8.5%, 7/1/18 |
1,465,000 |
$1,501,625 |
| BERRY PETROLEUM CO 10.25%, 6/1/14 |
775,000 |
$827,313 |
| BERTIN LTDA 10.25%, 10/5/16 144A |
775,000 |
$776,938 |
| BIOFUEL ENERGY 10.0%, 6/7/12 |
3,200,000 |
$1,280,000 |
| BIOFUEL ENGY WTS 6/7/12 |
150,592 |
$0 |
| BIOMET INC 10.375%,10/15/17 PIK |
4,085,000 |
$4,340,313 |
| BLAZE RECYCLING & METALS |
175,000 |
$175,000 |
| BLAZE RECYCLING 13.0%, 7/15/12 |
1,200,000 |
$828,000 |
| BLUE FIN LTD FRN, 4/10/12 144A |
375,000 |
$327,825 |
| BOMBARDIER INC 8.0%, 11/15/14 144A |
620,000 |
$635,500 |
| BROADVIEW NETWORK 11.375%, 9/1/12 |
4,295,000 |
$3,935,294 |
| BSABS 2007-2 A3 FRN, 1/25/47 |
280,000 |
$44,708 |
| BUFFALO THUNDER REV 9.375%, 12/15/14 |
1,650,000 |
$292,875 |
| CAPITAL ONE CAPITAL 10.25%, 8/15/39 |
500,000 |
$552,510 |
| CARRINGTON MORTGAGE FRN, 12/25/36 |
1,504,000 |
$604,237 |
| CARRINGTON MORTGAGE VAR, 10/25/36 |
835,000 |
$607,175 |
| CARRIZO OIL & GAS IN 4.375%, 6/1/28 |
225,000 |
$182,250 |
| CASELLA WASTE SYSTEM 11.0%, 7/15/14 |
315,000 |
$330,750 |
| CCH II LLC/CCH 10.25%, 9/15/10 |
1,500,000 |
$1,680,000 |
| CCH I LLC, 11%, 10/01/2015 |
3,200,000 |
$592,000 |
| CELL C PTY LD 11.0%, 7/1/15 144A |
220,000 |
$194,700 |
| CELLU TISSUE HO 11.5%, 6/1/14 |
645,000 |
$690,150 |
| CENTRAL GARDEN & PET CO |
1,740,000 |
$1,759,575 |
| CENTRAL GARDEN AND P L+1.5%, 9/30/12 |
142,045 |
$135,890 |
| CEVA GROUP PLC 10.0%, 12/1/16 144A |
272,000 |
$246,503 |
| CEVA GROUP PLC 10.0%, 9/1/14 144A |
2,000,000 |
$1,780,000 |
| CEVA GROUP PLC 11.625%, 10/1/16 |
720,000 |
$699,314 |
| CEVA GROUP PLC 144A |
636,000 |
$841,331 |
| CHARLOTTE, NC FACS. 5.60%, 07/01/27 |
6,300,000 |
$4,540,284 |
| CHARLOTTE, NC FACS. 7.75% DUE: 02/01/28 |
2,000,000 |
$1,815,240 |
| CHASE COMMERCIAL MOR 8.415% 041532 |
215,000 |
$213,422 |
| CHESAPEAKE ENERGY CO 2.5%, 5/15/37 |
1,340,000 |
$1,224,425 |
| CIA BRASIL DE 10.5% DUE: 12/15/11 |
5,885,000 |
$6,885,450 |
| CIE GENERALE DE GEOP 9.5%, 5/15/16 |
1,530,000 |
$1,617,975 |
| CLEARWATER PAPER COR 10.625% 061516 |
405,000 |
$437,906 |
| COMMERCIAL VEH 8.0%, 7/1/13 |
3,250,000 |
$1,933,750 |
| CONTINENTAL AIRLINES 8.499%, 5/1/11 |
256,736 |
$238,765 |
| COUNTRYWIDE ALTERNAT 3.53688% 102535 |
409,280 |
$205,494 |
| CRICKET COMMUNIC 9.375%, 11/01/14 |
6,400,000 |
$6,496,000 |
| CSN ISLANDS VIII 144A 9.75%, 12/16/13 |
2,400,000 |
$2,808,000 |
| CUSTOM BUILD 1ST LIEN TL PR |
149,027 |
$145,487 |
| CUSTOM BUILDING PROD |
2,250,000 |
$2,140,313 |
| CWALT 2005-38B A3 FRN, 9/25/35 |
484,536 |
$252,418 |
| CWALT 2005-72 A2 FRN, 1/25/36 |
684,578 |
$193,578 |
| CWHL 2005-7 2A2 FRN, 3/25/35 |
300,100 |
$98,763 |
| CWL 2006-4 2A2 FRN, 7/25/36 |
532,909 |
$371,466 |
| DDI HOLDING AS 9.3%, 1/19/12 144A |
3,453,669 |
$3,142,839 |
| DELTA AIR LINES INC 12.25%, 3/15/15 |
2,090,000 |
$1,948,925 |
| DELTA AIR LINES INC 9.5%, 9/15/14 |
965,000 |
$965,000 |
| DELTA AIRLINES IN WHEN ISSUSED SHARES |
96,586 |
$865,411 |
| DENBURY RESOURCES IN 9.75%, 3/1/16 |
390,000 |
$414,375 |
| DIGICEL LIMITED 9.25%, 9/1/12 144A |
1,500,000 |
$1,522,500 |
| DIGITALGLOBE INC 10.5%, 5/1/14 |
570,000 |
$604,200 |
| DP PRODUCER AS FLOAT, 12/5/11 144A |
600,000 |
$6,000 |
| DUNKN 2006-1 M1 8.285%, 6/20/31 144A |
1,245,000 |
$1,021,336 |
| EAST CHICAGO IND EXE 7.00%, 01/01/14 |
1,650,000 |
$1,584,594 |
| ENTERPRISE PRODUCTS VAR, 8/1/2066 |
350,000 |
$327,250 |
| EXOPACK HOLDING 11.25%, 2/1/14 |
5,450,000 |
$5,381,875 |
| FBRSI 2005-4 AV24 FRN, 10/25/35 |
236,835 |
$133,946 |
| FFML 2006-FF4 A2 FRN, 3/25/36 |
157,585 |
$97,288 |
| FIREKEEPERS DEV AUTH 13.87%, 5/1/15 144A |
975,000 |
$1,035,938 |
| FIRST DATA CORP 9.875% 092415 |
5,965,000 |
$5,510,169 |
| FMG FINANCE PTY LTD, 10.625%, 9/1/16 144A |
2,890,000 |
$3,200,675 |
| FORD MOTOR CREDIT CO 7.875%, 6/15/10 |
3,000,000 |
$3,013,146 |
| FOREST CITY ENTERPRZ 7.625% DUE 06/01/15 |
5,000,000 |
$4,050,000 |
| FREEPORT-MC COPP 6.75%, 5/1/10 |
5,100 |
$525,300 |
| FREESCALE SEMICONDUC 12.5%, 12/15/14 |
1,025,461 |
$1,035,715 |
| GALAXY ENTERTAINMENT 9.875%, 2/15/12 144A |
630,000 |
$611,100 |
| GATEWAY CASINOS & EN L+5.5%, 7/16/14 |
2,500,000 |
$720,833 |
| GCI INC 7.25%, 2/15/2014 |
3,000,000 |
$2,827,500 |
| GEOEYE INC 9.625%, 10/1/15 |
295,000 |
$298,688 |
| GEORGIA GULF CORP COMMON |
5,644 |
$68,462 |
| GEORGIA GULF CORP CONV PFD STK 1 |
126,466 |
$1,534,028 |
| GLOBAL CROSSING LTD 12.0%, 9/15/15 144A |
2,210,000 |
$2,320,500 |
| GOLDMAN SACHS CAP FRN. 12/29/49 |
1,325,000 |
$954,000 |
| GOODYEAR TIRE 10.5%, 5/15/16 |
1,165,000 |
$1,264,025 |
| GRAHAM PACKAGNG 9.875%,10/15/14 |
2,795,000 |
$2,871,863 |
| GRAPHIC PACKAGING 9.50%, 8/15/13 |
5,540,000 |
$5,706,200 |
| HANOVER INS GRP 7.625%, 10/15/25 |
5,300,000 |
$4,505,000 |
| HAWK CORP 8.75%, 11/1/14 |
3,975,000 |
$4,004,813 |
| HCA INC 6.25% DUE 02/15/13 |
535,000 |
$510,925 |
| HCA INC 9.625%, 11/15/16 |
3,308,147 |
$3,415,662 |
| HCA INC 9.875%, 2/15/17 |
110,000 |
$116,600 |
| HERCULES INC 6.5%, 6/30/29 |
4,000,000 |
$2,520,000 |
| HERCULES OFFSHORE IN 3.375%, 6/1/38 |
2,265,000 |
$1,670,438 |
| HEXION US FIN 9.75%, 11/15/14 |
3,000,000 |
$2,580,000 |
| HILCORP ENERGY 9.0%, 6/1/16 144A |
1,750,000 |
$1,736,875 |
| HOLOGIC INC 2% 121537 |
2,837,000 |
$2,319,248 |
| HORIZON LINES 4.25%, 8/15/12 |
3,330,000 |
$2,626,538 |
| HUB INTL HOLDINGS 10.25%, 6/15/15 144A |
4,455,000 |
$4,148,719 |
| HUB INTL HOLDINGS 9.0%, 12/15/14 144A |
100,000 |
$96,500 |
| HUGHES NETWORK 9.5%, 4/15/14 |
970,000 |
$974,850 |
| HUGHES NETWORK 9.5%, 4/15/14 |
4,320,000 |
$4,341,600 |
| IBIS RE LTD 11.2775%, 5/10/12 |
250,000 |
$261,325 |
| INDALEX HOLDING, 11.5%, 2/1/14 |
3,180,000 |
$31,800 |
| INDIANA ST DEV FIN 5.75%, 10/01/11 |
4,250,000 |
$4,154,588 |
| INDUSTRIAS METALURGI 11.25%, 10/22/14 |
2,440,000 |
$1,732,400 |
| INDUSTRIAS UNI 144A 11.5%, 11/15/16 |
1,935,000 |
$1,083,600 |
| INEOS GROUP HOLDING 7.875%, 2/15/16 144A |
350,000 |
$249,404 |
| INEOS GROUP HOLDING 8.50%, 2/15/16 144A |
925,000 |
$439,375 |
| INMARSAT FINANCE FRN, 11/15/12 |
1,400,000 |
$1,449,000 |
| INTCOMEX INC 11.75%, 1/15/11 |
4,735,000 |
$2,965,294 |
| INTELSAT BERMUDA LTD 11.5%, 2/4/17 144A |
2,125,000 |
$1,986,875 |
| INTELSAT CORP 9.25%, 6/15/16 |
2,500,000 |
$2,575,000 |
| INTELSAT JACKSON HOL 11.5%, 6/15/16 |
2,500,000 |
$2,662,500 |
| INTELSAT SUBSIDI 8.5%, 1/15/13 |
1,000,000 |
$1,012,500 |
| INTERGEN NV 9.0%, 6/30/17 144A |
2,800,000 |
$2,884,000 |
| INVERNESS MED 9.0%, 5/15/16 |
615,000 |
$611,156 |
| INVISTA 144A 9.25%, 05/1/2012 |
1,000,000 |
$1,000,000 |
| JANUS CAPITAL GROUP 6.5%, 6/15/12 |
575,000 |
$571,316 |
| JANUS CAPITAL GROUP 6.95%, 6/15/17 |
975,000 |
$927,795 |
| JARDEN CORP 7.50%, 5/1/17 |
1,435,000 |
$1,395,538 |
| KABEL DEUTSCH 10.75%, 7/1/2014 |
3,750,000 |
$5,782,892 |
| KAR HOLDING INC. 10.0%, 5/1/15 (144A) |
820,000 |
$824,100 |
| L-1 IDENTITY SOLUTIO 3.75%, 5/15/27 |
1,514,000 |
$1,330,428 |
| LEAR CORP 8.75%, 12/1/16 |
4,535,000 |
$2,993,100 |
| LIBERTY MUTUAL GROUP FRN, 6/15/58 144A |
3,075,000 |
$2,921,250 |
| LIFEPOINT HOSPITALS 3.25% 081525 |
1,985,000 |
$1,736,875 |
| LIFEPOINT HOSPITALS 3.5000000000000004% |
780,000 |
$662,025 |
| LINN ENERGY LLC 11.75%, 5/15/17 144A |
1,045,000 |
$1,125,988 |
| LITTLE TRAVERSE BAY 10.25%, 2/15/14 144A |
4,500,000 |
$2,075,625 |
| LIVE NATION INC 2.875%, 7/15/27 |
1,432,000 |
$1,022,090 |
| LOUIS TOPCO LIMITED TL |
2,612,354 |
$3,112,082 |
| LUM 2006-5 A1C FRN, 7/25/36 |
1,612,288 |
$203,894 |
| MANDRA FORESTRY 12%, 5/15/13 144A |
1,645,000 |
$1,184,400 |
| MANDRA FORESTRY-CW13 WARRANT EXP 5/15/13 |
1,645 |
$1,645 |
| MARFRIG OVERSEAS LTD 9.625%,11/16/16 144A |
500,000 |
$496,250 |
| MARINER ENERGY INC 11.75% 063016 |
2,020,000 |
$2,176,550 |
| MASHANTUCKET PEQUOT 8.5%, 11/15/15 144A |
1,375,000 |
$498,438 |
| MASSEY ENERGY CO 3.25% 8/1/15 |
1,905,000 |
$1,514,475 |
| MBIA INSURANCE CORP FRN, 1/15/33 144A |
2,300,000 |
$1,012,000 |
| MERITAGE HOMES 6.25%, 3/15/15 |
3,060,000 |
$2,845,800 |
| METHANEX CORP 8.75% 08/15/12 |
4,500,000 |
$4,612,500 |
| METLIFE INC 10.75%, 8/1/39 |
1,100,000 |
$1,325,500 |
| METROPCS WIRELES 9.25%, 11/1/14 |
540,000 |
$552,150 |
| MINERVA OVERSEAS LTD 9.5%, 2/1/17 144A |
2,410,000 |
$2,048,500 |
| MORGAN STANLEY ABS C 0.395% , 2/25/37 |
823,669 |
$673,778 |
| MORGAN STANLEY ABS C FRN, 2/25/37 |
434,602 |
$332,864 |
| MSX INTERNATIONAL 12.5%, 4/1/12 144A |
4,450 |
$2,002,500 |
| MUELLER WATER PR 7.375%, 6/1/17 |
5,170,000 |
$4,504,363 |
| MULTIPLAN INC 144A 10.375%, 4/15/16 |
4,400,000 |
$4,246,000 |
| MYSTIC RE LTD FRN, 6/7/11 |
250,000 |
$250,150 |
| NCO GROUP 11.875%, 11/15/14 |
9,000,000 |
$5,580,000 |
| NELL AF SARL 144A 8.375%, 8/15/15 |
540,000 |
$126,292 |
| NEW YORK CITY MUN WT 7.625% 12/01/32 |
3,475,000 |
$3,348,580 |
| NEXUS 10.5%, 3/7/12 |
1,100,000 |
$220,000 |
| NIAGARA BANK TL |
2,254,000 |
$1,048,110 |
| NJ ECONOMIC DEV AUTH 7% DUE: 11/15/30 |
4,525,000 |
$4,527,127 |
| NON-PROFIT PFD FDG 12.5%, 9/15/37 |
3,300,000 |
$2,434,047 |
| NORANDA ALUM ACQUIS FRN, 5/15/15 |
730,891 |
$493,351 |
| NORSE ENERGY ASA 10.0%, 7/13/10 |
3,000,000 |
$449,822 |
| NORSE ENERGY ASA 6.50%, 7/14/11 144A |
2,500,000 |
$1,625,000 |
| NORSE ENERGY CORP ASA |
2,500,000 |
$417,938 |
| NORTEL NETWORKS CORP 2.125%, 4/15/14 |
1,080,000 |
$594,000 |
| NORWEGIAN ENERGY 11.0%, 7/13/10 |
8,500,000 |
$1,494,235 |
| OHIO AIR QUALITY DEVELOPMENT AUT |
1,275,000 |
$127,500 |
| OMNICARE INC 3.25%, 12/15/35 |
1,210,000 |
$928,675 |
| ORMAT FUNDING CORP. 8.25%, 12/30/20 |
3,990,232 |
$3,471,502 |
| PAETEC HOLDING 9.5%, 7/15/15 |
3,865,000 |
$3,507,488 |
| PAETEC HOLDING CORP 8.875%, 6/30/17 |
1,000,000 |
$995,000 |
| PANOLAM INDUSTRIES 10.75%, 10/1/13 |
1,500,000 |
$67,500 |
| PARK-OHIO INDUS 8.375%, 11/15/14 |
2,714,000 |
$2,089,780 |
| PEGASUS SOLUT 10.5%, 4/15/15 |
5,745,000 |
$1,838,400 |
| PETROHAWK ENERGY COR 9.125%, 7/15/13 |
945,000 |
$970,988 |
| PETROJACK AS |
4,600,000 |
$237,837 |
| PETROPROD LTD FLOAT, 1/12/12 |
400,000 |
$60,000 |
| PETROQUEST ENER 10.375% 5/15/12 |
5,300,000 |
$5,035,000 |
| PHIBRO ANIMAL HLTH 10.0, 8/1/13 144A |
2,075,000 |
$1,971,250 |
| PHIBRO ANIMAL HLTH 13.0, 8/1/14 144A |
3,070,000 |
$2,855,100 |
| PNC FUNDING CORP VAR, 5/29/49 |
1,225,000 |
$1,166,956 |
| POKAGON GAMING 10.375%, 6/15/14 144 |
1,585,000 |
$1,648,400 |
| PRODJACK AS |
1,806,000 |
$903,000 |
| PUBLIC SERVICE OF NM 9.25%, 5/15/15 |
1,000,000 |
$1,010,000 |
| QUICKSILVER RESOURCE 7.125%, 4/1/2016 |
3,660,000 |
$3,175,050 |
| RASC 2006-EMX1 A2 FRN, 1/25/35 |
519,728 |
$389,627 |
| RENTAL SERVICES CORP 2ND LIEN TL |
397,920 |
$352,533 |
| RESIDENTIAL RE FRN, 6/6/11 144A |
850,000 |
$825,180 |
| RESIDENTIAL RE FRN, 6/6/11 144A |
650,000 |
$622,570 |
| RESIDENTIAL REINSURA FRN, 6/7/10 |
250,000 |
$256,150 |
| RURAL/METRO CORP 9.875%, 3/15/15 |
4,055,000 |
$3,973,900 |
| RUSSIA REGS 5.00% STEP, 03/31/30 |
2,227,200 |
$2,417,848 |
| SALLY HOLDINGS 10.5%, 11/15/16 |
4,615,000 |
$4,811,138 |
| SAMI 2005-AR6 2A1 FRN, 9/25/45 |
409,436 |
$238,002 |
| SANDRIDGE ENERGY 8.625%, 4/1/15 |
1,250,000 |
$1,240,625 |
| SCIENTIFIC GAMES INT 9.25%, 6/15/19 |
275,000 |
$286,000 |
| SEAGATE TECHNOLOGY I 10% 050114 |
600,000 |
$655,500 |
| SEVAN MARINE ASA 9.25%, 12/20/11 144A |
2,000,000 |
$1,840,000 |
| SHERIDAN ACQUISITION 10.25%, 8/15/11 |
4,835,000 |
$4,061,400 |
| SHINGLE SPRINGS TRIB 9.375%, 6/15/15 144A |
2,015,000 |
$1,450,800 |
| SKEIE DRILLING & PRODUCTION |
4,472,024 |
$369,952 |
| SONIC AUTOMOTIVE INC 8.625%, 08/15/13 |
3,475,000 |
$3,318,625 |
| SOUTHERN UNION CO 7.2%, 11/1/2066 |
945,000 |
$744,188 |
| STANADYNE CORP. STP, 2/15/15 |
1,500,000 |
$900,000 |
| STANADYNE CORP 10%, 8/15/14 |
4,760,000 |
$3,998,400 |
| STATE STREET CAPITAL 8.25%, 3/15/42 |
1,790,000 |
$1,752,589 |
| SUCCESSOR CAT BOND FRN, 4/6/10 |
500,000 |
$480,550 |
| SURGICAL CARE AFF 10.0%, 7/15/17 144A |
3,725,000 |
$2,980,000 |
| TALECRIS 1ST LIEN TL MS PR |
1,473,485 |
$1,450,462 |
| TECK RESOURCES 10.25%, 5/15/16 |
4,070,000 |
$4,599,100 |
| TELESAT CANADA 11.0%, 11/1/15 |
535,000 |
$569,775 |
| TELESAT CANADA 12.5%, 11/1/17 |
800,000 |
$852,000 |
| TENNECO AUTOMOT 8.625%, 11/15/14 |
4,235,000 |
$3,970,313 |
| TERREMARK WORLDWIDE 12.0%, 6/15/17 |
2,892,000 |
$3,152,280 |
| TESORO CORP 9.75% 060119 |
2,215,000 |
$2,303,600 |
| TEVA PHARMAC SP ADR |
17,818 |
$900,878 |
| TEXAS COMPETITIVE EL L+3.5% 10/10/14 |
1,198,219 |
$951,685 |
| TFM SA DE CV 9.375%, 5/1/12 |
1,250,000 |
$1,268,750 |
| TICKETMASTER ENTERTA 10.75% 8/1/16 |
4,340,000 |
$4,448,500 |
| TIME WARNER TELECOM 2.375%, 4/1/26 |
3,025,000 |
$2,930,469 |
| TITAN WHEEL INTL 8.0%, 1/15/12 |
275,000 |
$266,063 |
| TL ACQUISITIONS INC. 10.50%, 1/15/15 |
1,400,000 |
$1,323,000 |
| TRANSOCEAN SEDCO 1.5%, 12/15/37 |
1,600,000 |
$1,544,000 |
| TRANSOCEAN SEDCO 1.625%, 12/15/37 |
1,175,000 |
$1,169,125 |
| TRUE MOVE CO LTD 10.75%, 12/16/13 144 |
3,020,000 |
$2,899,200 |
| TRUMP ENT. RESORTS 8.5%, 6/1/15 |
2,450,000 |
$294,000 |
| TXU ENERGY CO 10.25%, 11/1/15 |
3,845,000 |
$2,768,400 |
| UNIVISION COMMUNICAT 9.75%, 3/15/15 PIK |
4,857,287 |
$3,764,397 |
| US CONCRETE INC 8.375%, 4/01/2014 |
2,185,000 |
$1,420,250 |
| USCOR 10% 01JUN13 10.0% 6/1/13 |
2,250,000 |
$1,890,000 |
| USI HOLDINGS CORP 9.75% 5/15/15 144A |
910,000 |
$806,488 |
| USI HOLDINGS CORP FRN 11/15/14 |
1,249,000 |
$1,038,231 |
| VANGENT INC 9.625%, 2/15/15 |
1,870,000 |
$1,741,438 |
| VENOCO INC L+4.0%, 5/7/14 |
483,383 |
$413,292 |
| VERASON ENERGY CORP |
4,280,000 |
$43 |
| VISANT HOLDING CORP. STEP, 12/01/13 |
3,195,000 |
$3,306,825 |
| WAMU 2005-AR6 2A1A FRN, 4/25/45 |
952,405 |
$597,334 |
| WAMU 2005-AR9 A1C3 FRN, 7/25/45 |
226,812 |
$62,453 |
| WARNER CHILCOTT 8.75%, 2/1/15 |
2,917,000 |
$2,989,925 |
| WASTE SERVICES 9.50%, 04/15/14 |
5,800,000 |
$5,771,000 |
| WAYNE CHARTER ESCROW |
3,000,000 |
$30 |
| WELLS FARGO CAPITAL 9.75%, 12/29/49 |
750,000 |
$780,000 |
| WESCO DISTRIBUT 7.5%, 10/15/17 |
3,370,000 |
$2,931,900 |
| XEROX CORP 8.00% DUE: 02/01/27 |
11,830,000 |
$11,563,825 |
| YANKEE ACQUISITI 9.75%, 2/15/17 |
1,500,000 |
$1,376,250 |
| YANKEE ACQUISITION 8.5%, 2/15/15 |
3,690,000 |
$3,468,600 |
The portfolio is actively managed, and current holdings may be different.
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