|
Monthly Portfolio Holdings as of 3/28/2013
| Security Name |
Par / Shares |
Market Value($) |
| BNY CONVERGEX GROUP L+8.75%, 11/29/17 |
369,473
|
365,547
|
| WARNER CHILCOTT CORP L+4.25%, 03/15/18 |
271,829
|
275,906
|
| SPRINGLEAF FINANCE C L+5.5%, 05/28/17 |
2,550,000
|
2,571,117
|
| RAMPART CLO 2006-I L 3.853% 04/18/21 |
1,000,000
|
874,240
|
| ESSAR STEEL ALGOMA I L+8.75%, 09/12/14 |
497,500
|
509,938
|
| AUDIO VISUAL SERVICE L+6.75%, 10/11/18 |
1,496,250
|
1,507,472
|
| KINETIC CONCEPTS INC L+5.5%, 05/04/18 |
483,884
|
493,259
|
| HMH HOLDINGS DELAWAR L+7.25%, 11/21/13 |
957,763
|
965,544
|
| MCGRAW-HILL GLOBAL E L+7.75%, 03/04/19 |
1,750,000
|
1,697,500
|
| GENERAL CHEMICAL HOL L+5.0019%, 03/09/18 |
1,098,662
|
1,109,648
|
| RIVERBED TECHNOLOGY L+4%, 10/29/19 |
2,305,366
|
2,334,183
|
| LORD & TAYLOR LLC L+5.75%, 12/02/18 |
619,910
|
627,401
|
| DUNKIN' BRANDS INC L+3.75338%, 02/28/20 |
3,895,680
|
3,946,811
|
| TELESAT CANADA L+5.5%, 03/28/19 |
3,726,838
|
3,761,754
|
| VALEANT PHARMACEUTIC L+2.75%, 12/11/19 |
997,500
|
1,007,345
|
| PROTECTION ONE INC L+5.75%, 03/20/19 |
827,472
|
835,057
|
| WASH MULTIFAMILY LAU L+5.25%, 01/22/19 |
3,791,389
|
3,848,259
|
| ACA CLO 2007-1 LTD 2.654% 06/15/22 |
1,000,000
|
891,070
|
| PHYSICIAN ONCOLOGY S L+7.75%, 02/10/17 |
818,923
|
818,923
|
| VALEANT PHARMACEUTIC L+3.5%, 02/13/19 |
748,125
|
755,790
|
| GETTY IMAGES INC L+4.75%, 09/17/19 |
498,750
|
506,899
|
| EXOPACK HOLDING CORP L+6.5%, 05/06/17 |
2,205,713
|
2,230,527
|
| MANITOWOC CO INC/THE L+4.25%, 10/11/17 |
480,666
|
486,975
|
| SI ORGANIZATION INC L+4.5%, 11/22/16 |
1,760,974
|
1,765,376
|
| CALPINE CORP L+4%, 09/27/19 |
497,500
|
502,112
|
| CNO FINANCIAL GROUP L+5%, 09/04/18 |
955,766
|
971,894
|
| METROPCS INC L+4.071%, 11/03/16 |
5,491,913
|
5,520,333
|
| HARGRAY COMMUNICATIO L+2.25%, 06/29/14 |
637,889
|
640,281
|
| NOVELIS INC/GA L+3.75%, 03/10/17 |
2,199,390
|
2,232,038
|
| EAST LANE RE V LTD 0% 03/16/16 |
250,000
|
270,225
|
| INFOGROUP INC L+5.75%, 05/10/18 |
1,186,584
|
1,084,241
|
| SERENA SOFTWARE INC L+4.2032%, 03/10/16 |
1,509,527
|
1,519,905
|
| WEST CORP/OLD L+4.25%, 06/30/18 |
1,630,336
|
1,658,867
|
| VERTAFORE INC L+9.75%, 10/18/17 |
1,000,000
|
1,030,000
|
| STONE TOWER CLO VI L 1.653% 04/17/21 |
2,000,000
|
1,758,360
|
| SHELF DRILLING HOLDI L+5%, 05/30/18 |
500,000
|
505,000
|
| NORTHWEST AIRLINES I L+2.5%, 08/21/13 |
2,500,000
|
0
|
| CARESTREAM HEALTH IN L+5%, 02/08/17 |
1,689,405
|
1,699,361
|
| ALLIANT INSURANCE SE L+5%, 12/07/19 |
500,000
|
506,094
|
| DELTA AIR LINES INC L+5.25%, 09/28/18 |
1,500,000
|
1,525,782
|
| TERVITA CORP L+6.25%, 02/11/18 |
500,000
|
506,641
|
| WARNER CHILCOTT CORP L+4.25%, 03/17/18 |
221,275
|
224,594
|
| AVIS BUDGET CAR RENT L+0.0275%, 03/15/19 |
548,620
|
555,473
|
| AMWINS GROUP INC L+3.75%, 02/20/20 |
1,000,000
|
1,012,917
|
| US AIRWAYS INC L+2.7047%, 03/19/14 |
3,450,000
|
3,451,294
|
| CHESAPEAKE ENERGY CO L+5.75%, 12/02/17 |
1,600,000
|
1,652,286
|
| TEMPUR-PEDIC INTERNA L+5%, 09/27/19 |
1,720,688
|
1,746,959
|
| FLEXTRONICS SEMICOND L+2.4537%, 10/01/14 |
5,120
|
5,136
|
| COMBINE RE LTD 0% 01/07/15 |
500,000
|
513,250
|
| GRIFOLS INC L+4.25%, 06/04/17 |
1,519,755
|
1,537,530
|
| HCA HOLDINGS INC L+3.4537%, 05/01/18 |
2,698,472
|
2,724,321
|
| VITA CAPITAL V LTD 2.896% 01/15/17 |
500,000
|
511,050
|
| FRESENIUS KABI PHARM L+3.25%, 09/10/14 |
229,962
|
230,753
|
| REYNOLDS GROUP HOLDI L+4.75%, 09/21/18 |
2,537,250
|
2,577,120
|
| YANKEE CANDLE CO INC L+5.25%, 03/02/19 |
1,507,319
|
1,524,748
|
| OM GROUP INC L+6.5%, 07/05/17 |
1,826,875
|
1,844,382
|
| CONFIE SEGUROS HOLDI L+6.5%, 10/11/13 |
2,493,750
|
2,521,805
|
| AEROFLEX INC L+5.75%, 04/25/18 |
1,909,186
|
1,946,573
|
| SCHAEFFLER AG L+4.25%, 01/27/17 |
2,103,660
|
2,129,955
|
| SELECT MEDICAL HOLDI L+5.50007%, 04/25/18 |
2,028,863
|
2,049,139
|
| SCITOR CORP L+5%, 01/21/17 |
1,578,455
|
1,578,455
|
| NAVISTAR INTERNATION L+7%, 07/31/17 |
1,446,375
|
1,465,483
|
| MICHAEL FOODS INC L+4.25%, 02/14/18 |
1,430,634
|
1,454,776
|
| LANDRY'S INC L+4.75%, 03/22/18 |
3,217,500
|
3,246,995
|
| INEOS US FINANCE LLC L+6.5%, 05/04/18 |
1,237,500
|
1,258,770
|
| PRV AEROSPACE LLC L+6.50235%, 05/09/18 |
622,060
|
627,503
|
| OFFSHORE GROUP I 11.5% 08/01/15 |
271,000
|
295,390
|
| NORTHWEST AIRLINES I L+2.5%, 08/21/13 |
1,500,000
|
0
|
| VERINT SYSTEMS INC L+4%, 09/06/19 |
2,403,627
|
2,427,663
|
| VERTAFORE INC L+5.25%, 07/31/16 |
1,907,611
|
1,927,879
|
| WINDSTREAM CORP L+3.5%, 01/08/20 |
1,246,875
|
1,260,902
|
| MMM HOLDINGS INC L+0.0825%, 10/09/17 |
1,300,000
|
1,309,750
|
| GLOBAL DEFENSE TECHN L+7.5%, 04/22/17 |
924,416
|
905,928
|
| NEXEO SOLUTIONS LLC L+5%, 02/26/17 |
1,862,000
|
1,871,310
|
| SENSATA TECHNOLOGIES L+3.75%, 04/29/18 |
1,477,500
|
1,497,055
|
| QUEEN STREET VII RE 0% 04/08/16 |
250,000
|
251,425
|
| NPC RESTAURANT HOLDI L+4.5%, 12/28/18 |
1,791,542
|
1,821,774
|
| NORTHWEST AIRLINES I L+2.5%, 08/21/13 |
2,500,000
|
0
|
| LAS VEGAS SANDS CORP L+2.71%, 11/23/16 |
28,326
|
28,438
|
| INVENTIV HEALTH INC L+7.5%, 08/04/16 |
770,005
|
764,230
|
| US SILICA CO L+4.75%, 06/08/17 |
1,034,250
|
1,040,502
|
| REGIONALCARE HOSPITA L+0.0575%, 11/04/18 |
1,496,250
|
1,522,434
|
| DOLLAR GENERAL CORP L+2.9537%, 07/07/14 |
4,268,478
|
4,279,149
|
| SPECTRUM BRANDS HOLD L+4.5025%, 10/09/19 |
1,187,025
|
1,203,470
|
| PROGRESSIVE WASTE SO L+3.5%, 10/31/19 |
299,250
|
303,832
|
| SEQUA AUTOMOTIVE GRO L+6.25%, 11/01/18 |
1,995,000
|
2,017,029
|
| HERTZ CORP/THE L+3.75%, 03/11/18 |
997,500
|
1,012,670
|
| CHARTER COMMUNICATIO L+4%, 03/28/19 |
975,150
|
987,096
|
| KINDRED HEALTHCARE I L+5.25%, 06/01/18 |
798,000
|
806,479
|
| NORTHWEST AIRLINES I L+2.5%, 08/21/13 |
1,404,900
|
0
|
| TI GROUP AUTOMOTIVE L+4.25%, 03/27/19 |
1,225,738
|
1,213,480
|
| GYMBOREE CORP L+5%, 11/23/17 |
2,344,824
|
2,282,686
|
| TEREX CORP L+4.5%, 04/28/17 |
940,723
|
955,069
|
| CHARTER COMMUNICATIO L+3.46%, 09/06/16 |
775,200
|
779,773
|
| RURAL/METRO CORP L+5.75%, 03/28/18 |
2,112,375
|
2,128,482
|
| PRIMUS CLO II LTD 2.704% 07/15/21 |
1,000,000
|
875,890
|
| MCC GEORGIA LLC L+4%, 02/08/20 |
1,741,250
|
1,763,016
|
| PHYSICIAN ONCOLOGY S L+7.75%, 01/31/17 |
99,490
|
99,490
|
| UNIFRAX CORP L+4.25%, 12/31/19 |
822,938
|
832,196
|
| TRIMAS CORP L+3.75%, 10/11/19 |
480,226
|
484,428
|
| DELTEK INC L+5%, 10/10/18 |
1,250,000
|
1,267,188
|
| KAR AUCTION SERVICES L+5%, 04/26/17 |
1,157,375
|
1,173,000
|
| GRACEWAY PHARMACEUTI L+14%, 11/03/13 |
2,857,579
|
8,038
|
| HUNTER DEFENSE TECHN L+3.54%, 08/22/14 |
1,326,090
|
1,239,894
|
| SINCLAIR BROADCAST G L+5.25%, 10/29/16 |
1,237,448
|
1,242,855
|
| WALCCS LAS VEGAS L+0.045%, 03/31/13 |
1,000,000
|
355,000
|
| HILLMAN GROUP INC/TH L+4.25%, 05/31/16 |
1,871,985
|
1,891,482
|
| ALLISON TRANSMISSION L+4.25%, 08/23/19 |
2,675,928
|
2,713,057
|
| PELICAN PRODUCTS INC L+7%, 08/15/18 |
2,218,238
|
2,223,783
|
| WENDY'S INTERNATIONA L+4.75%, 04/03/19 |
2,179,050
|
2,205,501
|
| DELOS AIRCRAFT INC L+4.75%, 03/17/16 |
250,000
|
251,875
|
| FIRST DATA CORP L+4.2042%, 09/27/18 |
1,000,000
|
1,009,271
|
| TANK HOLDINGS CORP L+5.5%, 06/08/19 |
1,684,183
|
1,689,446
|
| MGM RESORTS INTERNAT L+4.25%, 12/13/19 |
1,496,250
|
1,523,236
|
| SABRE INC L+5.2525%, 02/01/19 |
997,500
|
1,011,834
|
| KABEL DEUTSCHLAND VE L+3.5%, 02/01/19 |
1,200,000
|
1,207,607
|
| STAR WEST GENERATION L+5%, 03/08/20 |
1,000,000
|
1,015,313
|
| VIRGIN MEDIA INVESTM L+2.75%, 02/06/20 |
1,660,000
|
1,653,775
|
| GENPACT LTD L+4.25%, 08/17/19 |
1,865,625
|
1,895,163
|
| ACCO BRANDS CORP L+4.25%, 01/04/19 |
361,842
|
367,043
|
| CENVEO CORP L+7%, 12/15/16 |
1,215,998
|
1,222,838
|
| K-V PHARMACEUTICAL C L+5.5%, 12/05/13 |
1,375,398
|
1,334,136
|
| APPLESEED'S INC L+8%, 04/25/16 |
148,798
|
139,870
|
| NORTHWEST AIRLINES I L+2.5%, 08/21/13 |
2,130,600
|
0
|
| ALTISOURCE PORTFOLIO L+5.75%, 11/01/19 |
1,396,500
|
1,422,684
|
| PHYSIO-CONTROL INTER 9.875% 01/15/19 |
950,000
|
1,071,125
|
| WCA WASTE CORP L+5.5%, 03/01/18 |
1,420,154
|
1,433,468
|
| APPLETON PAPERS INC 10.5% 06/15/15 |
1,750,000
|
1,850,625
|
| FORTESCUE METALS GRO L+5.25%, 09/18/17 |
2,986,247
|
3,025,176
|
| TW TELECOM HOLDINGS L+3.75%, 12/30/16 |
1,000,000
|
1,007,500
|
| OFFSHORE GROUP INVES 7.5% 11/01/19 |
250,000
|
265,000
|
| ON ASSIGNMENT INC L+5%, 03/20/19 |
1,447,829
|
1,467,719
|
| SUNCOKE ENERGY INC L+4%, 07/21/18 |
121,336
|
121,943
|
| NRG ENERGY INC |
775
|
20,530
|
| ARDENT MEDICAL SERVI L+6.75%, 05/02/18 |
793,013
|
807,881
|
| DUPONT PERFORMANCE C L+4.75%, 02/01/20 |
2,490,000
|
2,525,936
|
| SPIRIT AEROSYSTEMS I 7.5% 10/01/17 |
1,850,000
|
1,965,625
|
| DH SERVICES LUXEMBOU L+5.25%, 12/18/19 |
1,765,575
|
1,783,598
|
| APPLESEED'S INC L+6.5%, 04/25/17 |
561,680
|
527,979
|
| WIRECO WORLDGROUP IN L+6%, 04/13/17 |
1,218,875
|
1,237,158
|
| MYSTIC RE LTD 0% 03/12/15 |
250,000
|
261,900
|
| UNITED SURGICAL PART L+4.75%, 04/03/19 |
498,747
|
504,046
|
| MOLECULAR INSIGHT PH |
153,554
|
499,051
|
| MEDASSETS INC L+4%, 11/20/19 |
734,313
|
741,656
|
| FRESENIUS SE & CO KG L+3.25%, 09/10/14 |
131,360
|
131,812
|
| OZBURN-HESSEY LOGIST L+8.25%, 04/07/16 |
1,065,000
|
1,070,325
|
| FLEXTRONICS SEMICOND L+2.4537%, 10/01/14 |
162,908
|
163,417
|
| NUANCE COMMUNICATION L+3.21%, 03/31/16 |
1,549,892
|
1,562,001
|
| SUMMIT MATERIALS LLC L+5%, 01/30/19 |
1,732,759
|
1,747,380
|
| FIRST DATA CORP L+4.2042%, 03/24/18 |
802,493
|
801,389
|
| JARDEN CORP 8% 05/01/16 |
1,000,000
|
1,043,750
|
| AES CORP/VA L+5%, 05/27/18 |
1,252,890
|
1,272,271
|
| BURGER KING CORP L+3.75%, 09/28/19 |
1,116,390
|
1,133,015
|
| NEP BROADCASTING LLC L+4.75%, 01/03/20 |
1,421,438
|
1,437,429
|
| BRIGHT HORIZONS FAMI L+4.0004%, 01/14/20 |
3,780,000
|
3,814,651
|
| HUB INTERNATIONAL HO L+4.7037%, 06/13/17 |
3,856,985
|
3,896,519
|
| COVANTA HOLDING CORP L+4%, 03/01/19 |
1,091,750
|
1,104,715
|
| INTERACTIVE DATA COR L+3.75%, 02/11/18 |
1,637,764
|
1,658,749
|
| FIRST DATA CORP L+5.2042%, 03/24/17 |
60,879
|
61,406
|
| AFFINION GROUP INC L+5%, 10/09/16 |
3,395,132
|
3,325,107
|
| CPG INTERNATIONAL I L+5.75%, 09/21/19 |
2,711,375
|
2,736,794
|
| LODESTONE RE LTD 0% 05/17/13 |
500,000
|
502,900
|
| MEDPACE INC L+6.5%, 05/20/17 |
1,060,673
|
1,063,325
|
| SEVEN SEAS CRUISES S L+0.035%, 12/21/18 |
1,728,125
|
1,754,047
|
| VIRTUAL RADIOLOGIC C L+0.055%, 11/03/16 |
2,205,000
|
1,543,500
|
| 4L HOLDINGS CORP L+6.7644%, 04/13/18 |
601,623
|
601,623
|
| PRO MACH INC L+5%, 07/16/17 |
1,742,158
|
1,763,935
|
| AMC ENTERTAINMENT IN L+3.75%, 02/07/18 |
1,407,188
|
1,419,317
|
| CHRYSLER GROUP LLC / L+6%, 04/28/17 |
3,562,055
|
3,636,794
|
| KLOECKNER PENTAPLAST L+5.75%, 12/14/16 |
2,253,930
|
2,294,782
|
| SYNIVERSE HOLDINGS I L+5%, 04/10/19 |
1,960,188
|
1,975,502
|
| PVH CORP L+0.025%, 12/19/19 |
1,180,000
|
1,194,289
|
| TASC INC L+4.5%, 04/25/15 |
980,760
|
984,745
|
| GOLDMAN SACHS ASSET 3.0485% 08/01/22 |
1,000,000
|
917,810
|
| CHEMTURA CORP L+5.5%, 08/11/16 |
4,000,000
|
4,060,000
|
| PINNACLE FOODS GROUP L+2.7037%, 04/19/14 |
1,318,486
|
1,323,012
|
| BSN MEDICAL GMBH & C L+5%, 08/28/19 |
875,000
|
885,209
|
| AUTOTRADER.COM INC L+4%, 12/15/16 |
392,000
|
396,285
|
| INTESA SANPAOLO SPA 2.6881% 02/24/14 |
1,000,000
|
1,005,786
|
| MDC PARTNERS INC 11% 11/01/16 |
936,000
|
1,038,960
|
| DINEEQUITY INC L+3.75%, 10/19/17 |
208,116
|
211,303
|
| ALLIANCE HEALTHCARE L+7.25%, 06/01/16 |
518,636
|
523,823
|
| KEY SAFETY SYSTEMS I L+2.4537%, 03/08/14 |
3,755,937
|
3,732,462
|
| PREFERRED SANDS HOLD L+7.5%, 12/15/16 |
2,475,000
|
2,314,125
|
| TARGUS GROUP INTERNA L+11.0019%, 05/12/16 |
1,881,491
|
1,890,898
|
| KINDRED HEALTHCARE I L+5.25%, 02/07/18 |
298,481
|
301,652
|
| ARMSTRONG WORLD INDU L+3.5%, 02/26/20 |
1,335,000
|
1,346,681
|
| TAMINCO GLOBAL CHEMI L+4.25%, 02/15/19 |
1,188,023
|
1,202,130
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
474,755
|
479,800
|
| DOLLAR GENERAL CORP L+2.9537%, 07/07/14 |
2,841,135
|
2,849,252
|
| PRESTIGE BRANDS INC L+4.25%, 01/31/19 |
1,146,212
|
1,164,552
|
| ALLIED SECURITY HOLD L+5.25%, 01/21/17 |
1,024,115
|
1,033,076
|
| DYNCORP INTERNATIONA L+6.25%, 07/07/16 |
694,846
|
700,492
|
| BNY CONVERGEX GROUP L+8.75%, 12/16/17 |
880,527
|
871,171
|
| HEARTHSIDE FOOD SOLU L+6.50216%, 05/07/18 |
1,218,875
|
1,231,064
|
| WC LUXCO SARL L+4.25%, 03/03/18 |
492,076
|
499,457
|
| METROPCS INC L+4%, 03/17/18 |
685,988
|
689,273
|
| RANPAK CORP L+4.75%, 03/28/17 |
208,108
|
208,628
|
| SEMTECH CORP L+4.25%, 02/21/17 |
312,638
|
316,545
|
| MTL PUBLISHING LLC L+5.5%, 11/14/17 |
497,500
|
503,978
|
| WYLE SERVICES CORP L+5%, 03/31/17 |
2,490,294
|
2,510,528
|
| NBTY INC L+3.5%, 10/01/17 |
2,094,571
|
2,123,110
|
| CCS MEDICAL HOLDINGS L+8.25%, 03/20/15 |
2,198,805
|
2,143,835
|
| HARGRAY COMMUNICATIO L+5.7037%, 02/13/14 |
1,000,000
|
1,002,500
|
| APPLIED SYSTEMS INC L+9.5%, 05/17/17 |
1,300,000
|
1,314,219
|
| AQUILEX HOLDINGS LLC L+9.5%, 04/01/16 |
1,423,997
|
1,427,557
|
| ALLISON TRANSMISSION L+0.03%, 08/07/17 |
632,170
|
635,199
|
| TOMKINS LLC / TOMKIN L+0.0275%, 09/29/16 |
985,129
|
997,443
|
| IASIS HEALTHCARE LLC L+4.5%, 05/03/18 |
1,617,072
|
1,641,834
|
| DELPHI AUTOMOTIVE PL |
197,208
|
8,756,035
|
| VIRGIN MEDIA FINANCE L+3.75%, 02/06/20 |
400,000
|
609,114
|
| PLAINS EXPLORATION & L+4%, 09/04/19 |
1,500,000
|
1,505,625
|
| SIX FLAGS ENTERTAINM L+4.0005%, 11/23/18 |
1,275,310
|
1,287,945
|
| ACCENTCARE INC L+6.5%, 12/22/16 |
626,996
|
403,629
|
| HUNTSMAN INTERNATION L+2.743%, 04/19/17 |
153,156
|
154,464
|
| WINDSOR QUALITY FOOD L+5%, 01/11/17 |
894,000
|
902,381
|
| LAMAR ADVERTISING CO L+4%, 10/01/16 |
77,091
|
77,702
|
| BOOZ ALLEN HAMILTON L+4.5%, 07/10/19 |
1,990,000
|
2,020,845
|
| JMC STEEL GROUP INC L+4.75%, 02/15/17 |
889,678
|
899,120
|
| UNIVERSAL HEALTH SER L+3.75%, 11/30/16 |
589,727
|
595,870
|
| EXPERT GLOBAL SOLUTI L+8%, 03/13/18 |
3,461,041
|
3,495,651
|
| CEVA GROUP PLC L+5.2985%, 08/31/16 |
1,200,000
|
1,167,600
|
| WARNER CHILCOTT CORP L+4.25%, 03/03/18 |
624,453
|
633,820
|
| DENBURY RESOURCES IN 8.25% 02/15/20 |
2,490,000
|
2,788,800
|
| APEX TOOL GROUP LLC L+4.5%, 02/01/20 |
750,000
|
761,719
|
| AWAS AVIATION CAPITA L+4.75%, 06/25/18 |
1,787,994
|
1,805,874
|
| VALITAS HEALTH SERVI L+5.75%, 03/02/17 |
633,227
|
635,602
|
| CRUSADER ENERGY GROU |
4,995,000
|
0
|
| NATIONAL SURGICAL HO L+8.25%, 01/04/17 |
1,074,526
|
1,071,839
|
| EXCELITAS TECHNOLOGI L+5%, 11/29/16 |
1,291,893
|
1,298,353
|
| CONVATEC INC L+5%, 12/01/16 |
750,000
|
763,360
|
| SILVER II BORROWER / L+4%, 12/13/19 |
997,500
|
1,005,426
|
| TWCC HOLDING CORP L+2.75%, 02/11/17 |
1,762,544
|
1,789,349
|
| HOSTESS BRANDS INC L+0%, 02/25/20 |
2,000,000
|
2,045,000
|
| BOYD GAMING CORP L+6%, 12/17/15 |
1,593,750
|
1,612,534
|
| CCS MEDICAL HOLDINGS L+8%, 03/31/16 |
925,023
|
846,396
|
| LODESTONE RE LTD 0% 01/08/14 |
500,000
|
504,350
|
| CINEDIGM DIGITAL FUN L+3.75%, 03/31/16 |
997,714
|
1,003,950
|
| OCWEN FINANCIAL CORP L+5%, 01/15/18 |
600,000
|
610,500
|
| FAIRMOUNT MINERALS L L+5.25%, 03/01/17 |
1,823,891
|
1,837,950
|
| LANDMARK IX CDO LTD 3.804% 04/15/21 |
1,000,000
|
815,050
|
| NORANDA ALUMINUM HOL L+5.75%, 02/17/19 |
1,371,150
|
1,394,288
|
| REYNOLDS & REYNOLDS L+3.75%, 03/09/18 |
980,357
|
988,623
|
| CEVA GROUP PLC 11.5% 04/01/18 |
1,000,000
|
915,000
|
| EMDEON INC L+5%, 11/02/18 |
2,118,600
|
2,149,718
|
| GIBSON ENERGY INC L+4.75%, 06/30/18 |
495,000
|
502,425
|
| ADVANCEPIERRE FOODS L+4.5%, 06/17/17 |
590,000
|
599,588
|
| CAESARS ENTERTAINMEN L+5.4542%, 01/28/18 |
1,200,000
|
1,114,800
|
| MICROSEMI CORP L+3.75%, 02/02/18 |
2,087,548
|
2,106,336
|
| GLENN POOL OIL & GAS L+4.5%, 06/01/16 |
898,164
|
902,655
|
| YELLOWSTONE MOUNTAIN L+6%, 07/16/14 |
974,677
|
957,620
|
| HHI HOLDINGS LLC L+5%, 10/05/18 |
1,843,950
|
1,873,914
|
| SUNGARD DATA SYSTEMS L+3.9552%, 02/28/17 |
1,800,140
|
1,812,508
|
| CUSTOM BUILDING PROD L+6%, 12/12/19 |
2,244,938
|
2,284,224
|
| ENTERCOM COMMUNICATI L+5.01206%, 11/07/18 |
383,102
|
390,705
|
| UNIVAR L+5%, 02/14/17 |
1,440,600
|
1,456,678
|
| VANTIV LLC L+3.75%, 02/22/19 |
565,714
|
568,720
|
| XERIUM TECHNOLOGIES L+6.25%, 05/26/17 |
797,609
|
803,591
|
| MANITOWOC CO INC/THE 9.5% 02/15/18 |
1,000,000
|
1,102,500
|
| YOUNG BROADCASTING I |
665
|
2,709,875
|
| ALLEGIANT TRAVEL CO L+5.75%, 02/17/17 |
833,000
|
839,248
|
| IAP WORLDWIDE SERVIC L+10%, 12/31/15 |
1,628,119
|
1,221,089
|
| BAUSCH & LOMB INC L+5.25%, 04/17/19 |
1,493,713
|
1,509,845
|
| WPP PLC L+5.75%, 12/21/19 |
1,000,000
|
1,005,415
|
| AIR MEDICAL GROUP HO L+6.5%, 05/29/18 |
498,750
|
511,219
|
| WIDEOPENWEST LLC L+6.25%, 04/18/18 |
2,799,930
|
2,839,129
|
| FTS INTERNATIONAL SE L+8.5%, 05/06/16 |
1,906,621
|
1,816,852
|
| HCA INC L+3.5336%, 03/17/17 |
3,471,473
|
3,506,170
|
| UNIVISION COMMUNICAT L+4.75%, 02/22/20 |
7,768,290
|
7,823,639
|
| METALDYNE CORP L+5%, 12/19/18 |
2,758,088
|
2,806,354
|
| CALPINE CORP L+4%, 03/01/18 |
1,690,500
|
1,703,601
|
| WESTGATE RESORTS 201 9% 01/20/25 |
202,269
|
205,999
|
| CENGAGE LEARNING ACQ L+2.71%, 07/04/14 |
969,231
|
750,548
|
| SWIFT TRANSPORTATION L+0.03%, 12/21/17 |
1,216,617
|
1,235,627
|
| WMG ACQUISITION CORP L+5.25%, 10/25/18 |
740,625
|
754,512
|
| CELANESE US HOLDINGS L+3.058%, 10/31/16 |
329,150
|
332,367
|
| INFOR US INC L+5.25%, 04/05/18 |
992,513
|
1,010,916
|
| WALTER ENERGY INC L+5.75%, 02/03/18 |
877,527
|
883,889
|
| EP ENERGY LLC L+5%, 05/24/18 |
2,500,000
|
2,532,365
|
| PINNACLE FOODS FINAN L+4.75%, 10/17/18 |
1,736,875
|
1,757,035
|
| CEQUEL COMMUNICATION L+4%, 01/31/19 |
7,425,000
|
7,504,470
|
| YOUNG BROADCASTING I |
245
|
998,375
|
| COMMUNITY HEALTH SYS L+3.78652%, 07/25/14 |
1,116,865
|
1,130,302
|
| CAPITAL ONE FINANCIA 7.375% 05/23/14 |
200,000
|
214,694
|
| CLEARWIRE CORP |
57,813
|
187,314
|
| LPL HOLDINGS INC L+4%, 03/06/19 |
544,500
|
549,945
|
| AZITHROMYCIN ROYALTY 05/15/19 |
7,780,696
|
2,334,209
|
| GENERIC DRUG HOLDING L+5%, 10/04/19 |
1,110,261
|
1,124,487
|
| SECURUS TECHNOLOGIES L+6.5%, 05/02/17 |
1,637,072
|
1,641,164
|
| NATIONAL MENTOR HOLD L+6.5%, 02/09/17 |
2,494,106
|
2,526,841
|
| CONSTELLATION BRANDS L+4.75%, 06/28/20 |
1,800,000
|
1,800,000
|
| AMERISTAR CASINOS IN L+4%, 03/29/18 |
147,739
|
149,147
|
| NORTHWEST AIRLINES I L+2.5%, 08/21/13 |
1,264,500
|
0
|
| GENERAC ACQUISITION L+6.25%, 05/22/19 |
1,359,167
|
1,394,845
|
| TEXAS COMPETITIVE EL L+4.7326%, 10/10/17 |
3,506,137
|
2,498,105
|
| SRAM CORP L+4.75292%, 05/12/18 |
855,289
|
857,427
|
| TRUVEN HEALTH ANALYT L+5.75%, 05/23/19 |
744,375
|
757,402
|
| HUBBARD BROADCASTING L+4.5%, 03/24/17 |
201,618
|
204,139
|
| ADVANTAGE SALES & MA L+4.25%, 12/17/17 |
1,466,325
|
1,488,931
|
| WORLDPAY L+5.25%, 08/06/17 |
989,394
|
996,072
|
| HOLOGIC INC L+4.5%, 04/29/19 |
1,990,000
|
2,020,057
|
| WORLD KITCHEN LLC L+5.5%, 02/13/19 |
900,000
|
912,375
|
| DAVITA HEALTHCARE PA L+4%, 08/01/19 |
1,396,500
|
1,412,757
|
| ARAMARK CORP L+3.7836%, 07/26/16 |
950,000
|
957,025
|
| CAESARS ENTERTAINMEN L+9.5%, 10/31/16 |
1,161,000
|
1,187,123
|
| LAS VEGAS SANDS CORP L+2.71%, 11/23/16 |
140,937
|
141,491
|
| GARDA WORLD SECURITY L+4.5%, 10/24/19 |
498,750
|
505,764
|
| PAGESJAUNES GROUPE |
266,510
|
574,066
|
| TRONOX INC L+4.25%, 01/24/17 |
625,429
|
629,468
|
| PILOT TRAVEL CENTERS L+3.75%, 03/30/18 |
1,556,084
|
1,573,777
|
| DEL MONTE FOODS CO L+4%, 02/03/18 |
2,221,043
|
2,243,023
|
| CROWN CASTLE INTERNA L+4%, 01/10/19 |
1,456,563
|
1,475,498
|
| LODGENET INTERACTIVE L+6.5%, 04/04/14 |
1,087,451
|
846,852
|
| SEQUA CORP L+0.04%, 05/29/17 |
1,571,063
|
1,597,901
|
| GENTIVA HEALTH SERVI L+6.5%, 02/22/16 |
1,483,817
|
1,496,800
|
| FRONTIER COMMUNI 8.25% 05/01/14 |
6,000
|
6,420
|
| WAUPACA FOUNDRY INC L+5.75%, 06/29/17 |
869,794
|
882,840
|
| STANFIELD MCLAREN CL 4.7866% 02/27/21 |
951,289
|
871,666
|
| CEVA GROUP PLC L+0.211%, 08/31/16 |
300,000
|
293,063
|
| NORTHWEST AIRLINES I L+2.5%, 08/21/13 |
1,200,000
|
0
|
| ROVI CORP L+4%, 03/30/19 |
2,053,981
|
2,053,981
|
| APPLIED SYSTEMS INC L+5.5%, 12/08/16 |
1,413,863
|
1,424,467
|
| HJ HEINZ CO L+2.5%, 03/27/20 |
1,000,000
|
997,500
|
| CEDAR FAIR LP L+3.25%, 02/20/20 |
880,000
|
892,654
|
| UNITED AIR LINES INC L+3%, 03/12/19 |
250,000
|
253,021
|
| GCA SERVICES GROUP I L+5.25%, 09/25/19 |
1,496,538
|
1,504,021
|
| SAMSON INVESTMENT CO L+6%, 09/10/16 |
1,600,000
|
1,623,200
|
| WASTE INDUSTRIES USA L+4.75%, 02/23/17 |
1,003,738
|
1,018,794
|
| BUMI RESOURCES TBK P L+11.2032%, 08/15/13 |
1,000,000
|
980,000
|
| SURGERY CENTER HOLDI L+6.5%, 09/20/16 |
1,332,581
|
1,334,247
|
| MOLYCORP INC 10% 06/01/20 |
1,050,000
|
1,034,250
|
| COMMERCIAL BARGE LIN L+7.5%, 08/25/19 |
1,000,000
|
1,005,000
|
| MEDICAL CARD SYSTEM L+11.72699%, 08/10/1 |
1,080,000
|
999,000
|
| HUB INTERNATIONAL HO L+6.75%, 12/13/17 |
820,463
|
830,571
|
| ATLAS REINSURANCE VI 8.178% 01/07/16 |
250,000
|
252,800
|
| ACOSTA INC L+5%, 09/25/17 |
922,688
|
935,374
|
| YELLOWSTONE CLUB |
3,377,886
|
0
|
| FOX ACQUISITION SUB L+5.5%, 07/01/17 |
1,925,015
|
1,962,713
|
| ORCHARD BRANDS CORP |
569
|
0
|
| COMMSCOPE INC L+3.75%, 01/14/18 |
977,532
|
988,517
|
| MMODAL INC L+6.75%, 07/02/19 |
2,338,382
|
2,255,077
|
| ASCENT CAPITAL GROUP L+5.50252%, 03/06/18 |
2,401,856
|
2,419,496
|
| SENSUS USA INC L+4.75254%, 04/13/17 |
989,899
|
992,374
|
| GULF STREAM - SEXTAN 2.6801% 06/17/21 |
1,000,000
|
891,700
|
| CBRE GROUP INC L+3.4537%, 02/17/18 |
985,000
|
989,002
|
| VANGUARD HEALTH HOLD L+0.0275%, 01/29/16 |
650,000
|
658,938
|
| PQ CORP L+0.035%, 08/07/17 |
1,996,875
|
2,020,588
|
| USI INSURANCE SERVIC L+5.25%, 11/29/19 |
1,970,063
|
1,990,585
|
| WESCO INTERNATIONAL L+4.5%, 12/04/19 |
3,100,000
|
3,134,488
|
| NRG ENERGY INC L+3.25%, 07/01/18 |
844,950
|
857,519
|
| FEDERAL-MOGUL CORP L+2.1375%, 12/28/15 |
424,007
|
397,447
|
| CROSSMARK HOLDINGS I L+0.035%, 01/31/20 |
2,050,000
|
2,055,767
|
| AXCAN INTERMEDIATE H L+5.5%, 01/25/17 |
3,015,588
|
3,045,743
|
| LANGUAGE LINE SERVIC L+6.25%, 05/30/16 |
1,833,621
|
1,825,217
|
| TI GROUP AUTOMOTIVE L+6.75%, 03/01/19 |
1,225,738
|
1,235,697
|
| FEDERAL-MOGUL CORP L+2.1375%, 12/29/14 |
831,053
|
778,996
|
| FIDELITY NATIONAL IN L+4.25%, 07/18/16 |
0
|
0
|
| EUROPEAN EURO |
0
|
0
|
| WALCCS LAS VEGAS L+9%, 02/29/12 |
4,500,000
|
22,500
|
| PINNACLE ENTERTAINME L+4%, 03/05/19 |
1,084,050
|
1,093,535
|
| UCI INTERNATIONAL IN L+5.5%, 07/04/17 |
1,097,115
|
1,107,400
|
| ROUNDY'S SUPERMARKET L+5.75%, 01/24/19 |
620,313
|
619,925
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
1,047,252
|
1,058,379
|
| DIGITALGLOBE INC L+0.0275%, 01/25/20 |
1,668,000
|
1,689,502
|
| MYTHEN RE LTD SERIES 8.7102% 01/05/17 |
250,000
|
252,375
|
| CBRE GROUP INC L+3.7017%, 08/17/19 |
985,000
|
989,002
|
| SEALED AIR CORP L+4%, 10/03/18 |
1,345,522
|
1,367,808
|
| GOODYEAR TIRE & RUBB L+4.75%, 03/27/19 |
3,250,000
|
3,290,599
|
| BWAY HOLDING CO L+4.5025%, 08/06/17 |
1,695,000
|
1,717,247
|
| MCC GEORGIA LLC L+4.5%, 10/20/17 |
1,945,000
|
1,965,261
|
| PAR PHARMACEUTICAL C L+4.25%, 09/28/19 |
1,492,509
|
1,511,005
|
| ALERE INC L+4.7519%, 06/15/17 |
717,277
|
724,151
|
| DELTA AIR LINES INC |
960
|
15,850
|
| AOT BEDDING SUPER HO L+5.0025%, 08/29/19 |
1,000,000
|
1,015,208
|
| DELTA AIR LINES INC L+4.25%, 03/29/17 |
1,329,750
|
1,348,034
|
| EMERGENCY MEDICAL SE L+4%, 04/05/18 |
997,461
|
1,003,445
|
| LIFECARE HOLDINGS IN L+8.2061%, 02/01/16 |
2,170,564
|
2,029,478
|
| REVLON CONSUMER PROD L+4%, 11/19/17 |
2,088,281
|
2,123,521
|
| ALKERMES INC L+4.5%, 09/25/19 |
597,000
|
600,234
|
| KRONOS INC/MA L+4.5%, 10/02/19 |
500,000
|
506,407
|
| JARDEN CORP L+2.5%, 03/31/18 |
1,484,887
|
1,503,448
|
The portfolio is actively managed, and current holdings may be different.
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