|
Monthly Portfolio Holdings as of 3/28/2013
| Security Name |
Par / Shares |
Market Value($) |
| EXTENDED STAY AMERIC 7.625% 12/05/19 |
400,000
|
422,884
|
| SEVERSTAL COLUMBUS L 10.25% 02/15/18 |
1,250,000
|
1,353,125
|
| SEVEN SEAS CRUIS 9.125% 05/15/19 |
1,500,000
|
1,623,750
|
| LIVE NATION ENTERTAI 2.875% 07/15/27 |
1,832,000
|
1,838,870
|
| ATLAS REINSURANCE VI 8.178% 01/07/16 |
250,000
|
252,800
|
| GREEN FIELD ENERGY S |
650
|
35,750
|
| PERSEUS HOLDINGS LTD |
10,942
|
27,355
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
400,000
|
405,600
|
| JARDEN CORP 7.5% 05/01/17 |
1,435,000
|
1,623,344
|
| BERRY PLASTICS CORP 9.5% 05/15/18 |
2,000,000
|
2,232,500
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
250,000
|
250,275
|
| COMSTOCK RESOURCES I 9.5% 06/15/20 |
1,830,000
|
2,003,850
|
| HERCULES OFFSHORE IN 3.375% 06/01/38 |
2,265,000
|
2,270,663
|
| RYERSON INC / JOSEPH 9% 10/15/17 |
3,750,000
|
4,096,875
|
| AM CASTLE & CO 12.75% 12/15/16 |
2,450,000
|
2,878,750
|
| MASHANTUCKET WES 8.5% 11/15/15 |
1,375,000
|
96,250
|
| TEXAS COMPETITIVE EL L+4.7326%, 10/10/17 |
1,316,443
|
937,959
|
| FRONTIER COMMUNICATI 7.625% 04/15/24 |
1,400,000
|
1,440,250
|
| CONVATEC HEALTHCARE 10.5% 12/15/18 |
1,400,000
|
1,557,500
|
| TEVA PHARMACEUTICAL |
17,818
|
707,018
|
| CONFIE SEGUROS HOLDI L+10.25%, 10/11/13 |
1,400,000
|
1,436,750
|
| ARD FINANCE SA 11.125% 06/01/18 |
1,771,207
|
1,930,616
|
| BEAR STEARNS COMMERC 6.94% 02/15/35 |
500,000
|
500,286
|
| CINCINNATI BELL INC 8.75% 03/15/18 |
3,539,000
|
3,512,458
|
| WAMU MORTGAGE PASS T 4.7316% 12/25/36 |
298,892
|
275,526
|
| LIBERTY MUTUAL GROUP 10.75% 06/15/58 |
3,075,000
|
4,750,875
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
250,000
|
253,425
|
| NAVISTAR INTERNATION 8.25% 11/01/21 |
1,000,000
|
1,018,750
|
| EMBARCADERO REINSURA 0% 08/04/14 |
350,000
|
360,675
|
| XERIUM TECHNOLOGIES 8.875% 06/15/18 |
4,500,000
|
4,308,750
|
| CHESAPEAKE ENERGY CO 2.5% 05/15/37 |
1,340,000
|
1,283,888
|
| CARNOW AUTO RECEIVAB 6.9% 11/15/16 |
125,000
|
125,273
|
| ESSAR STEEL ALGOMA I L+8.75%, 09/12/14 |
796,000
|
815,900
|
| WPE INTERNATIONAL CO 10.375% 09/30/20 |
2,440,000
|
2,269,200
|
| LODESTONE RE LTD 0% 01/08/14 |
800,000
|
807,680
|
| CODERE FINANCE LUXEM 9.25% 02/15/19 |
2,255,000
|
1,623,600
|
| COMPASS RE LTD 0% 01/08/15 |
250,000
|
259,025
|
| KINDRED HEALTHCARE I 8.25% 06/01/19 |
3,475,000
|
3,448,938
|
| CSN ISLANDS VIII COR 9.75% 12/16/13 |
2,400,000
|
2,515,200
|
| GREEN FIELD ENERGY S 13.25% 11/15/16 |
16,000
|
16,480
|
| STANADYNE CORP 10% 08/15/14 |
4,760,000
|
4,730,250
|
| SUCCESSOR X LTD 0% 01/27/15 |
250,000
|
254,450
|
| MEDICAL CARD SYSTEM L+11.72699%, 08/10/1 |
1,260,000
|
1,165,500
|
| GOLDMAN SACHS CAPITA 4% 06/01/43 |
2,325,000
|
1,955,906
|
| RADIO SYSTEMS CORP 8.375% 11/01/19 |
685,000
|
724,388
|
| CEVA GROUP PLC 11.5% 04/01/18 |
4,601,000
|
4,209,915
|
| MURRAY ENERGY CORP 10.25% 10/15/15 |
1,166,000
|
1,170,373
|
| URBI DESARROLLOS URB 9.75% 02/03/22 |
400,000
|
248,000
|
| PIONEER ENERGY SERVI 9.875% 03/15/18 |
1,900,000
|
2,080,500
|
| INTCOMEX INC 13.25% 12/15/14 |
1,727,000
|
1,778,810
|
| FERREXPO FINANCE PLC 7.875% 04/07/16 |
500,000
|
498,750
|
| MARFRIG OVERSEAS LTD 9.625% 11/16/16 |
500,000
|
506,250
|
| FOREST CITY ENTE 7.625% 06/01/15 |
1,479,000
|
1,479,000
|
| RUSSIAN FOREIGN BOND 7.5% 03/31/30 |
1,798,000
|
2,227,273
|
| RURAL/METRO CORP 10.125% 07/15/19 |
750,000
|
750,000
|
| JPMORGAN CHASE & CO 1% 12/20/17 |
5,000,000
|
5,209,528
|
| SUCCESSOR X LTD 0% 04/04/13 |
250,000
|
250,550
|
| TARGUS GROUP INTERNA L+11.0019%, 05/12/16 |
1,473,752
|
1,481,121
|
| NANA DEVELOPMENT COR 9.5% 03/15/19 |
3,400,000
|
3,442,500
|
| ALPHA APPALACHIA 3.25% 08/01/15 |
1,905,000
|
1,833,563
|
| METINVEST BV 8.75% 02/14/18 |
1,900,000
|
1,943,700
|
| LDK SOLAR CO LTD 10% 02/28/14 |
1,000,000
|
82,819
|
| VIASYSTEMS INC 7.875% 05/01/19 |
350,000
|
365,750
|
| BUMI RESOURCES TBK P L+11.2032%, 08/15/13 |
750,000
|
735,000
|
| FIRST DATA CORP 8.25% 01/15/21 |
1,783,000
|
1,854,320
|
| NAVIOS SOUTH AMERICA 9.25% 04/15/19 |
295,000
|
317,125
|
| ROSETTA RESOURCES IN 9.5% 04/15/18 |
1,497,000
|
1,650,443
|
| METLIFE INC 10.75% 08/01/39 |
1,100,000
|
1,707,750
|
| SUNTECH POWER HO 3% 03/15/13 |
1,569,000
|
451,088
|
| INEOS GROUP HOLDINGS 8.5% 02/15/16 |
2,625,000
|
2,664,375
|
| FORBES ENERGY SERVIC 9% 06/15/19 |
1,260,000
|
1,222,200
|
| FOUNDATION RE III LT 0% 02/25/15 |
350,000
|
365,050
|
| EMBARCADERO REINSURA 0% 02/13/15 |
250,000
|
256,800
|
| TW TELECOM INC 2.375% 04/01/26 |
3,025,000
|
4,087,531
|
| ALBEA BEAUTY HOLDING 8.375% 11/01/19 |
1,745,000
|
1,858,425
|
| BWAY HOLDING CO 10% 06/15/18 |
1,450,000
|
1,624,000
|
| AGY HOLDING CORP 11% 11/15/14 |
5,690,000
|
2,901,900
|
| SHINGLE SPRINGS TRIB 9.375% 06/15/15 |
740,000
|
737,225
|
| OCEAN RIG UDW INC 9.5% 04/27/16 |
1,700,000
|
1,785,000
|
| NEW JERSEY ECONOMIC 7.0000% 11/15/30 |
4,525,000
|
4,541,562
|
| MUELLER WATER PRODUC 7.375% 06/01/17 |
5,170,000
|
5,318,638
|
| ACCELLENT INC 10% 11/01/17 |
4,000,000
|
3,540,000
|
| SITEL LLC / SITEL FI 11% 08/01/17 |
1,750,000
|
1,850,625
|
| TRAC INTERMODAL LLC 11% 08/15/19 |
2,510,000
|
2,679,425
|
| BNY CONVERGEX GROUP L+8.75%, 12/16/17 |
1,056,633
|
1,045,406
|
| APPLETON PAPERS INC 10.5% 06/15/15 |
2,000,000
|
2,115,000
|
| CPI INTERNATIONAL IN 8% 02/15/18 |
1,500,000
|
1,560,000
|
| LONG HAUL HOLDINGS L L+0%, 01/12/14 |
126,444
|
92,304
|
| QUEEN STREET V RE LT 0% 04/09/15 |
250,000
|
256,525
|
| RESIDENTIAL REINSURA 0% 12/06/15 |
250,000
|
256,675
|
| NATIONAL MONEY MART 10.375% 12/15/16 |
695,000
|
766,238
|
| CLEAVER-BROOKS INC 8.75% 12/15/19 |
1,040,000
|
1,121,900
|
| CONSTELLATION BRANDS L+4.75%, 06/28/20 |
2,050,000
|
2,050,000
|
| NORWEGIAN KRONE |
17,572,591
|
3,010,036
|
| GENTIVA HEALTH SERVI 11.5% 09/01/18 |
2,527,000
|
2,596,493
|
| PHYSIO-CONTROL INTER 9.875% 01/15/19 |
4,000,000
|
4,510,000
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
250,000
|
273,150
|
| NORANDA ALUMINUM 4.524% 05/15/15 |
694
|
694
|
| CHIQUITA BRANDS INTE 7.875% 02/01/21 |
705,000
|
739,369
|
| WESTGATE RESORTS 201 9% 01/20/25 |
404,538
|
411,997
|
| COMSTOCK RESOURCES I 7.75% 04/01/19 |
500,000
|
527,500
|
| ENTERPRISE PRODUCTS 8.375% 08/01/66 |
350,000
|
402,500
|
| DP PRODUCER AS 0% 12/05/11 |
408,000
|
8,160
|
| OFFSHORE GROUP I 11.5% 08/01/15 |
489,000
|
533,010
|
| STANADYNE HOLDINGS I 12% 02/15/15 |
1,500,000
|
1,053,750
|
| GBP FORWARD GBUS032814S |
-886,000
|
-1,344,465
|
| HANOVER INSURANCE GR 7.625% 10/15/25 |
5,300,000
|
6,189,716
|
| FIRST DATA CORP 12.625% 01/15/21 |
1,783,000
|
1,932,326
|
| RENESOLA LTD 4.125% 03/15/18 |
750,000
|
382,500
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
250,000
|
263,475
|
| TONON BIOENERGIA SA 9.25% 01/24/20 |
1,100,000
|
1,122,000
|
| INTERFACE SECURITY S 9.25% 01/15/18 |
955,000
|
986,038
|
| PRETIUM PACKAGING LL 11.5% 04/01/16 |
2,500,000
|
2,712,500
|
| MEMC ELECTRONIC MATE 7.75% 04/01/19 |
1,895,000
|
1,752,875
|
| TOWNSQUARE RADIO LLC 9% 04/01/19 |
3,805,000
|
4,156,963
|
| PRINCE MINERAL HOLDI 11.5% 12/15/19 |
410,000
|
458,175
|
| EMDEON INC 11% 12/31/19 |
900,000
|
1,037,250
|
| MDC PARTNERS INC 11% 11/01/16 |
2,690,000
|
2,985,900
|
| UNITED SURGICAL PART 9% 04/01/20 |
600,000
|
679,500
|
| BNY CONVERGEX GROUP L+8.75%, 11/29/17 |
443,368
|
438,657
|
| SOUTHERN STATES COOP 11.25% 05/15/15 |
5,622,000
|
5,931,210
|
| HALCON RESOURCES 9.75% 07/15/20 |
1,475,000
|
1,629,875
|
| BURGER KING CORP 9.875% 10/15/18 |
1,400,000
|
1,608,250
|
| BIOSCRIP INC 10.25% 10/01/15 |
1,987,000
|
2,096,285
|
| FAGE DAIRY INDUS 9.875% 02/01/20 |
3,500,000
|
3,841,250
|
| ORION ENGINEERED 9.625% 06/15/18 |
1,597,000
|
1,776,663
|
| COMPASS RE LTD 0% 01/08/15 |
250,000
|
254,525
|
| SECURITY NATIONAL MO 6.5500% 04/25/37 |
250,000
|
244,958
|
| ADS TACTICAL INC 11% 04/01/18 |
3,300,000
|
3,275,250
|
| SOUTHERN UNION CO 3.3159% 11/01/66 |
1,524,000
|
1,337,310
|
| IMMUCOR INC 11.125% 08/15/19 |
3,000,000
|
3,420,000
|
| ENERGY FUTURE INTERM 10% 12/01/20 |
885,000
|
995,625
|
| AIRCRAFT FINANCE TRU 0.6832% 05/15/24 |
1,429,325
|
657,490
|
| TALOS PRODUCTION LLC 9.75% 02/15/18 |
2,770,000
|
2,742,300
|
| GLOBAL BRASS & COPPE 9.5% 06/01/19 |
2,000,000
|
2,215,000
|
| GOL FINANCE 9.25% 07/20/20 |
500,000
|
485,000
|
| MINERVA LUXEMBOURG S 12.25% 02/10/22 |
400,000
|
498,000
|
| PNM RESOURCES INC 9.25% 05/15/15 |
1,000,000
|
1,141,250
|
| HORIZON LINES IN |
877,784
|
1,228,898
|
| JEFFERIES FINANCE LL 7.375% 04/01/20 |
1,030,000
|
1,048,025
|
| BLUE FIN LTD 0% 05/28/13 |
250,000
|
253,375
|
| NORWEGIAN ENERGY CO 10.25% 04/27/16 |
2,000,000
|
344,628
|
| HALCON RESOURCES 8.875% 05/15/21 |
785,000
|
845,838
|
| KIBOU LTD 0% 02/16/15 |
450,000
|
465,705
|
| CHRYSLER GROUP LLC / 8% 06/15/19 |
6,000,000
|
6,577,500
|
| NORSE ENERGY COR |
131,055
|
3,367
|
| ABENGOA FINANCE SAU 8.875% 11/01/17 |
1,500,000
|
1,462,500
|
| WIRECO WORLDGROUP IN 9.5% 05/15/17 |
2,000,000
|
2,090,000
|
| ATKORE INTERNATIONAL 9.875% 01/01/18 |
1,960,000
|
2,151,100
|
| SHELF DRILLING HOLDI 8.625% 11/01/18 |
1,800,000
|
1,908,000
|
| ADVANCED MICRO DEVIC 7.5% 08/15/22 |
3,250,000
|
2,949,375
|
| PANOLAM HOLDINGS CO |
894
|
522,096
|
| BUFFALO THUNDER DEVE 9.375% 12/15/14 |
1,650,000
|
511,500
|
| SIRIUS INTERNATIONAL 7.506% 05/29/49 |
265,000
|
280,479
|
| AVIATION CAPITAL GRO 0.6832% 11/15/25 |
721,539
|
411,277
|
| TELESAT CANADA / 12.5% 11/01/17 |
800,000
|
856,000
|
| MIDSTATES PETROLEUM 10.75% 10/01/20 |
1,050,000
|
1,165,500
|
| NEW ENTERPRISE STONE 11% 09/01/18 |
2,375,000
|
1,828,750
|
| BURGER KING CAPITAL 0% 04/15/19 |
4,055,000
|
3,527,850
|
| MONITRONICS INTERNAT 9.125% 04/01/20 |
700,000
|
740,250
|
| DELTA AIR LINES INC |
97,564
|
1,610,782
|
| ORMAT FUNDING CO 8.25% 12/30/20 |
3,017,321
|
2,806,109
|
| MANITOWOC CO INC/THE 9.5% 02/15/18 |
774,000
|
853,335
|
| SITEL LLC / SITEL FI 11.5% 04/01/18 |
1,000,000
|
655,000
|
| NORSE ENERGY CORP AS |
1
|
0
|
| OPTIMA SPECIALTY STE 12.5% 12/15/16 |
2,915,000
|
3,177,350
|
| GMAC CAPITAL TRUST I 8.125% 02/15/40 |
132,750
|
3,610,800
|
| INDALEX HOLDING CORP 11.5% 02/01/14 |
3,180,000
|
23,850
|
| BEAZER HOMES USA INC 9.125% 05/15/19 |
750,000
|
808,125
|
| FIXED INCOME TRUST S 0% 10/15/97 |
3,000,000
|
1,772,245
|
| EPL OIL & GAS INC 8.25% 02/15/18 |
1,295,000
|
1,372,700
|
| MINERVA LUXEMBOURG S 7.75% 01/31/23 |
3,400,000
|
3,646,500
|
| QR ENERGY LP / QRE F 9.25% 08/01/20 |
1,110,000
|
1,176,600
|
| TRUVEN HEALTH ANALYT 10.625% 06/01/20 |
2,380,000
|
2,713,200
|
| MOLYCORP INC 10% 06/01/20 |
1,200,000
|
1,182,000
|
| CFG INVESTMENT SAC 9.75% 07/30/19 |
1,250,000
|
1,175,000
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
400,000
|
390,480
|
| BUMI CAPITAL PTE LTD 12% 11/10/16 |
1,350,000
|
1,211,625
|
| CHRYSLER GROUP LLC / 8.25% 06/15/21 |
500,000
|
558,125
|
| BRITISH POUND |
171,550
|
260,559
|
| HEXION US FINANCE CO 9% 11/15/20 |
2,600,000
|
2,470,000
|
| CNL LIFESTYLE PROPER 7.2499% 04/15/19 |
1,500,000
|
1,500,000
|
| LEAR CORP |
344
|
38,144
|
| NON-PROFIT PREFERRED 0% 09/15/37 |
3,300,000
|
1,937,100
|
| INTELSAT LUXEMBO 11.5% 02/04/17 |
3,117,395
|
3,310,673
|
| IBIS RE II LTD 0% 02/05/15 |
400,000
|
403,960
|
| ONO FINANCE II PLC 10.875% 07/15/19 |
1,500,000
|
1,552,500
|
| VIMPEL COMMUNICATION 9.125% 04/30/18 |
725,000
|
860,394
|
| PAETEC HOLDING CORP 9.875% 12/01/18 |
600,000
|
688,500
|
| EAST LANE RE LTD 0% 03/13/15 |
400,000
|
416,440
|
| RURAL/METRO CORP 10.125% 07/15/19 |
3,175,000
|
3,230,563
|
| EXOPACK HOLDING CORP 10% 06/01/18 |
2,220,000
|
2,208,900
|
| HOSTESS BRANDS INC L+0%, 02/25/20 |
2,180,000
|
2,229,050
|
| QUEEN STREET II CAPI 0% 04/09/14 |
500,000
|
505,300
|
| CITY OF CHARLOTTE NC 5.6% 07/01/27 |
6,300,000
|
6,307,056
|
| REYNOLDS GROUP ISSUE 9.875% 08/15/19 |
1,430,000
|
1,567,638
|
| PERMIAN HOLDINGS INC 10.5% 01/15/18 |
2,000,000
|
2,060,000
|
| APERAM 7.375% 04/01/16 |
1,200,000
|
1,209,000
|
| LITTLE TRAVERSE BAY 9% 08/31/20 |
1,475,000
|
1,430,750
|
| LEAR CORP |
6,803
|
373,281
|
| IBIS RE II LTD 0% 02/05/15 |
250,000
|
255,950
|
| HERCULES OFFSHORE IN 10.5% 10/15/17 |
500,000
|
542,500
|
| GOOD SAM ENTERPR 11.5% 12/01/16 |
2,900,000
|
3,092,125
|
| EMPRESA DISTRIBUIDOR 9.75% 10/25/22 |
310,000
|
145,700
|
| QUEEN STREET VI RE L 0% 04/09/15 |
250,000
|
260,950
|
| CAELUS RE LTD 0% 03/07/16 |
250,000
|
249,800
|
| SECTOR RE V LTD 12/01/17 |
600,000
|
635,820
|
| AQUILEX HOLDINGS LLC L+9.5%, 04/01/16 |
666,705
|
668,371
|
| PELICAN RE LTD 0% 04/13/15 |
250,000
|
262,725
|
| CITY OF CHARLOTTE NC 7.75% 02/01/28 |
1,670,000
|
1,674,810
|
| MYTHEN RE LTD SERIES 8.7102% 01/05/17 |
250,000
|
252,375
|
| PERSEUS HOLDING 14.0000% 04/15/14 |
5,745
|
473,963
|
| BERRY PETROLEUM 10.25% 06/01/14 |
775,000
|
844,750
|
| SEALED AIR CORP 8.125% 09/15/19 |
500,000
|
565,625
|
| MYSTIC RE LTD 0% 03/12/15 |
500,000
|
529,600
|
| EPE HOLDINGS LLC / E 8.125% 12/15/17 |
1,350,000
|
1,417,500
|
| OFFSHORE GROUP INVES 7.1249% 04/01/23 |
1,025,000
|
1,048,063
|
| PILGRIM'S PRIDE CORP 7.875% 12/15/18 |
4,000,000
|
4,325,000
|
| MERCER INTERNATIONAL 9.5% 12/01/17 |
776,000
|
847,780
|
| PEGASUS SOLUTIONS IN 13% 04/15/14 |
4,857,412
|
4,663,116
|
| INTELSAT LUXEMBO 11.5% 02/04/17 |
375,000
|
398,250
|
| JA SOLAR HOLDINGS CO 4.5% 05/15/13 |
500,000
|
481,250
|
| WOK ACQUISITION CORP 10.25% 06/30/20 |
2,000,000
|
2,140,000
|
| ONO FINANCE II PLC 11.125% 07/15/19 |
350,000
|
468,946
|
| PRODUCTION RESOURCE 8.875% 05/01/19 |
600,000
|
454,500
|
| ESSAR STEEL ALGOMA I 9.875% 06/15/15 |
4,660,000
|
3,786,250
|
| MIDWEST VANADIUM 11.5% 02/15/18 |
3,000,000
|
1,890,000
|
| CEVA GROUP PLC 11.625% 10/01/16 |
720,000
|
748,800
|
| OLD AII INC/OLD 10% 12/15/16 |
2,180,000
|
44
|
| MILLAR WESTERN F 8.5% 04/01/21 |
4,000,000
|
4,000,000
|
| INEOS GROUP HOLDINGS 7.875% 02/15/16 |
550,000
|
710,471
|
| RESOLUTE FOREST 10.25% 10/15/18 |
1,256,000
|
1,441,260
|
| BIO PAPPEL SAB DE CV 7.0000% 08/27/16 |
2,657,034
|
2,630,464
|
| INDUSTRIAS UNIDAS SA 11.5% 11/15/16 |
2,212,130
|
1,439,622
|
| MIE HOLDINGS CORP 9.75% 05/12/16 |
2,400,000
|
2,586,000
|
| APPLIED SYSTEMS INC L+9.5%, 05/17/17 |
1,700,000
|
1,718,595
|
| FIRST DATA CORP 10.625% 06/15/21 |
650,000
|
657,313
|
| LONG HAUL HOLDINGS L L+0%, 01/12/14 |
100,918
|
73,670
|
| YCC HOLDINGS LLC / Y 10.25% 02/15/16 |
1,425,000
|
1,469,531
|
| LIFEPOINT HOSPITALS 3.5000% 05/15/14 |
780,000
|
850,688
|
| K-V PHARMACEUTICAL C L+5.5%, 12/05/13 |
2,701,675
|
2,620,625
|
| STAR ENERGY GEOT 11.5% 02/12/15 |
1,446,429
|
1,527,790
|
| MOMENTIVE PERFORMANC 9.5% 01/15/21 |
950,000
|
901,351
|
| INTERNATIONAL AUTOMO 9.125% 06/01/18 |
1,140,000
|
1,128,600
|
| NORWEGIAN ENERGY CO 12.9% 11/20/14 |
5,000,000
|
884,541
|
| AIRCRAFT FINANCE TRU 0.7032% 05/15/24 |
341
|
307
|
| PENN VIRGINIA RESOUR 8.375% 06/01/20 |
1,550,000
|
1,627,500
|
| MARFRIG HOLDING EURO 8.375% 05/09/18 |
1,000,000
|
902,500
|
| STONEMOR OPERATING L 10.25% 12/01/17 |
3,000,000
|
3,180,000
|
| AMORTIZING RESIDENTI 1.4792% 01/25/32 |
171,548
|
96,465
|
| CAMBIUM LEARNING GRO 9.75% 02/15/17 |
555,000
|
453,713
|
| QUEEN STREET VII RE 0% 04/08/16 |
250,000
|
251,425
|
| JB POINDEXTER & CO I 9% 04/01/22 |
605,000
|
632,225
|
| SWIFT SERVICES HOLDI 10% 11/15/18 |
1,375,000
|
1,574,375
|
| JAMES RIVER COAL CO 7.875% 04/01/19 |
2,125,000
|
1,020,000
|
| BASELL FINANCE CO BV 8.1% 03/15/27 |
3,250,000
|
4,355,000
|
| LINN ENERGY LLC / LI 11.75% 05/15/17 |
678,000
|
732,240
|
| INTELSAT LUXEMBOURG 7.75% 06/01/21 |
1,000,000
|
1,017,500
|
| TOMKINS LLC / TO 9% 10/01/18 |
309,000
|
344,149
|
| APPLETON PAPERS INC 11.25% 12/15/15 |
600,000
|
667,500
|
| TOWER AUTOMOTIVE 10.625% 09/01/17 |
3,579,000
|
3,990,585
|
| HECKLER & KOCH GMBH 9.5% 05/15/18 |
800,000
|
905,198
|
| LYONDELLBASELL INDUS |
37,284
|
2,359,704
|
| REYNOLDS GROUP ISSUE 9% 04/15/19 |
3,000,000
|
3,172,500
|
| BEAZER HOMES USA INC 9.125% 06/15/18 |
3,115,000
|
3,348,625
|
| CITY OF EAST CHICAGO 7.0000% 01/01/14 |
1,650,000
|
1,656,534
|
| FLORIDA EAST COA 10.5% 08/01/17 |
1,116,919
|
1,164,388
|
| SURGICAL CARE AFFILI 10% 07/15/17 |
3,725,000
|
3,878,656
|
| SYNCREON GLOBAL IREL 9.5% 05/01/18 |
1,430,000
|
1,519,375
|
| VERTAFORE INC L+9.75%, 10/18/17 |
2,500,000
|
2,575,000
|
| CATALENT PHARMA 9.5% 04/15/15 |
1,607,664
|
1,599,626
|
| YANKEE CANDLE CO INC 9.75% 02/15/17 |
2,905,000
|
3,013,967
|
| CARRINGTON MORTGAGE 0.4042% 02/25/37 |
1,504,000
|
1,302,825
|
| OMNICARE INC 3.25% 12/15/35 |
361,000
|
360,549
|
| NARA CABLE FUNDING L 8.875% 12/01/18 |
1,200,000
|
1,611,662
|
| ROWAN COS PLC |
13,045
|
461,271
|
| RESOLUTE ENERGY 8.5% 05/01/20 |
2,200,000
|
2,277,000
|
| RESIDENTIAL REINSURA 0% 06/06/15 |
450,000
|
461,250
|
| MERITOR INC 7.875% 03/01/26 |
2,625,000
|
2,662,734
|
| MIRABELA NICKEL LTD 8.75% 04/15/18 |
2,775,000
|
2,532,188
|
| FREEPORT-MCMORAN COP |
3,402
|
112,606
|
| SYNCREON GLOBAL IREL 9.5% 05/01/18 |
1,700,000
|
1,806,250
|
| SAMSON INVESTMENT CO 9.75% 02/15/20 |
1,500,000
|
1,593,750
|
| EUROPEAN EURO |
238,039
|
305,201
|
| AMC ENTERTAINMENT IN 9.75% 12/01/20 |
2,765,000
|
3,190,119
|
| NATIONAL SURGICAL HO L+8.25%, 01/04/17 |
750,141
|
748,265
|
| CONSTELLATION ENTERP 10.625% 02/01/16 |
2,200,000
|
2,310,000
|
| INTERGEN NV 9% 06/30/17 |
2,900,000
|
2,849,250
|
| HUB INTERNATIONAL LT 8.125% 10/15/18 |
4,900,000
|
5,157,250
|
| LEASE INVESTMENT FLI 0.5932% 07/15/31 |
1,586,379
|
1,142,193
|
| AEROPUERTOS DOMINICA 9.25% 11/13/19 |
575,000
|
625,313
|
|
8,500
|
850,000
|
| SEITEL INC 9.5% 04/15/19 |
2,000,000
|
2,007,500
|
| UNIFRAX I LLC / UNIF 7.5% 02/15/19 |
595,000
|
612,850
|
| GOODYEAR TIRE & RUBB 1% 12/20/17 |
2,000,000
|
2,070,950
|
| LIBERTY TIRE RECYCLI 11% 10/01/16 |
1,080,000
|
1,069,200
|
| SUCCESSOR X LTD 13% 02/25/14 |
500,000
|
502,300
|
| COMBINE RE LTD 0% 01/07/15 |
1,000,000
|
1,124,200
|
| HERCULES INC 6.5% 06/30/29 |
4,000,000
|
3,314,800
|
| MYTHEN LTD 11.2157% 05/07/15 |
600,000
|
636,660
|
| SEAGATE TECHNOLOGY I 10% 05/01/14 |
580,000
|
613,350
|
| AMERICAN PETROLEUM T 10.25% 05/01/15 |
4,073,000
|
4,205,373
|
| TEXAS COMPETITIVE EL 11.5% 10/01/20 |
350,000
|
261,625
|
| EAST LANE RE V LTD 0% 03/16/16 |
250,000
|
270,225
|
| AVIS BUDGET CAR 9.625% 03/15/18 |
500,000
|
564,380
|
| IGLOO HOLDINGS CORP 8.25% 12/15/17 |
1,650,000
|
1,703,625
|
| ICON HEALTH & FITNES 11.875% 10/15/16 |
4,000,000
|
3,460,000
|
| FIRST DATA CORP 9.875% 09/24/15 |
399,000
|
410,970
|
| BANK OF AMERICA CORP 7.2499% 12/31/99 |
1,880
|
2,290,141
|
| MDC PARTNERS INC 11% 11/01/16 |
2,300,000
|
2,553,000
|
| COMBINE RE LTD 0% 01/07/15 |
250,000
|
268,475
|
| JANUS CAPITAL GROUP 6.7% 06/15/17 |
975,000
|
1,116,100
|
| COOPER-STANDARD HOLD 7.375% 04/01/18 |
2,000,000
|
2,000,000
|
| RAIN CII CARBON LLC 8.25% 01/15/21 |
1,100,000
|
1,188,000
|
| PNC FINANCIAL SERVIC 8.25% 05/29/49 |
1,225,000
|
1,232,469
|
| BERTIN SA / BERTIN F 10.25% 10/05/16 |
775,000
|
883,500
|
| RESIDENTIAL REINSURA 0% 12/06/15 |
250,000
|
253,875
|
| ALLEN SYSTEMS GROUP 10.5% 11/15/16 |
2,960,000
|
1,879,600
|
| TESORO CORP 9.75% 06/01/19 |
2,215,000
|
2,497,413
|
| ABN AMRO NORTH A 3.388% 12/29/49 |
1,265,000
|
1,265,000
|
| LANTHEUS MEDICAL IMA 9.75% 05/15/17 |
4,104,000
|
4,073,220
|
| APOLLO INVESTMENT CO 5.75% 01/15/16 |
400,000
|
425,000
|
| SECTOR RE V LTD 03/01/18 |
850,000
|
850,000
|
| EXPRO FINANCE LUXEMB 8.5% 12/15/16 |
1,847,000
|
1,957,820
|
| FIRST DATA CORP 11.25% 01/15/21 |
650,000
|
676,000
|
| ALLIANCE ONE INTERNA 10% 07/15/16 |
3,450,000
|
3,644,063
|
| NUSTAR LOGISTICS LP 7.625% 01/15/43 |
33,350
|
897,532
|
| ONEX USI ACQUISITION 7.75% 01/15/21 |
1,000,000
|
1,002,500
|
| EP ENERGY LLC / EP E 9.375% 05/01/20 |
3,450,000
|
3,984,750
|
| MPL 2 ACQUISITION CA 9.875% 08/15/18 |
2,200,000
|
2,216,500
|
| INTERACTIVE DATA COR 10.25% 08/01/18 |
400,000
|
455,000
|
| GREEN FIELD ENER 13.25% 11/15/16 |
650,000
|
669,500
|
| K-V PHARMACEUTICAL C 12% 03/15/15 |
2,020,000
|
1,959,400
|
| UNISON GROUND LEASE 5.78% 03/16/20 |
400,000
|
400,000
|
| BRICKMAN GROUP HOLDI 9.125% 11/01/18 |
892,000
|
970,050
|
| QUICKSILVER RESOURCE 7.1249% 04/01/16 |
3,380,000
|
2,856,100
|
| ARDAGH GLASS FINANCE 8.75% 02/01/20 |
2,250,000
|
3,014,655
|
| TEXAS INDUSTRIES INC 9.25% 08/15/20 |
3,000,000
|
3,277,500
|
| BAUSCH & LOMB IN 9.875% 11/01/15 |
608,000
|
629,280
|
| NEW YORK CITY INDUST 7.625% 12/01/32 |
3,475,000
|
3,544,535
|
| WESTGATE RESORTS LLC 9.5% 02/20/25 |
2,279,766
|
2,285,739
|
| MONGOLIAN MINING COR 8.875% 03/29/17 |
900,000
|
922,500
|
| HOLOGIC INC 2% 12/15/37 |
2,837,000
|
3,425,678
|
| DYNCORP INTERNATIONA 10.375% 07/01/17 |
3,889,000
|
3,830,665
|
| FORESIGHT ENERGY LLC 9.625% 08/15/17 |
3,890,000
|
4,210,925
|
| CITY OF BUENOS AIRES 12.5% 04/06/15 |
1,200,000
|
1,140,000
|
| TOWERGATE FINANCE PL 10.5% 02/15/19 |
1,625,000
|
2,579,197
|
The portfolio is actively managed, and current holdings may be different.
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