|
Laureate Education, Inc. 9.25 %, 9/1/2019
|
518613AD6
|
Corporate Debt Securities
|
235,206,000
|
$261,372,668.00
|
3.24 %
|
|
FMG Resources Pty Ltd 5.25 %, 10/12/2017
|
BL30251XX 00001
|
Senior Loans
|
232,899,588
|
$235,540,669.00
|
2.92 %
|
|
U.S. Foodservice, Inc. 8.50 %, 6/30/2019
|
91728CAE3
|
Corporate Debt Securities
|
218,613,000
|
$232,003,046.00
|
2.87 %
|
|
Misys plc and Magic Newco, LLC 12.00 %, 6/12/2019
|
BL0526279 00001
|
Senior Loans
|
180,075,000
|
$202,283,650.00
|
2.51 %
|
|
U.S. Foodservice, Inc. 5.75 %, 6/6/2017
|
BL0580276
|
Senior Loans
|
176,270,961
|
$178,417,941.00
|
2.20 %
|
|
Formula One Holdings Ltd. and Alpha Topco Limited 9.25 %, 10/16/2019
|
BL0534XXX 00001
|
Senior Loans
|
160,000,000
|
$169,400,000.00
|
2.11 %
|
|
Formula One Holdings Ltd. and Alpha Topco Limited 6.00 %, 4/27/2019
|
BL0807448 00001
|
Senior Loans
|
139,526,306
|
$141,619,201.00
|
1.75 %
|
|
HD Supply, Inc. 11.50 %, 7/15/2020
|
40415RAK1
|
Corporate Debt Securities
|
110,370,000
|
$130,788,450.00
|
1.61 %
|
|
Laureate Education, Inc. 12.75 %, 8/15/2017
|
518613AC8
|
Corporate Debt Securities
|
86,430,000
|
$91,939,913.00
|
1.14 %
|
|
HLT Property Acquisition, LLC 3.95 %, 11/12/2015
|
BL2345777 00001
|
Senior Loans
|
89,829,359
|
$88,032,771.00
|
1.10 %
|
|
Air Lease Corporation 5.63 %, 4/1/2017
|
00912XAF1
|
Corporate Debt Securities
|
79,883,000
|
$86,473,348.00
|
1.07 %
|
|
Jaguar Holding Co I 9.38 %, 10/15/2017
|
47009RAA0
|
Corporate Debt Securities
|
74,033,000
|
$79,492,934.00
|
0.98 %
|
|
CNL Lifestyles Properties, Inc. 7.25 %, 4/15/2019
|
18975FAC3
|
Corporate Debt Securities
|
74,508,000
|
$74,508,000.00
|
0.92 %
|
|
MedAssets, Inc. 8.00 %, 11/15/2018
|
584045AC2
|
Corporate Debt Securities
|
65,759,000
|
$71,841,708.00
|
0.89 %
|
|
HLT Property Acquisition, LLC 4.20 %, 11/12/2015
|
BL2345888 00001
|
Senior Loans
|
70,809,384
|
$69,039,149.00
|
0.86 %
|
|
PAW LUXCO II S.A.R.L. 5.12 %, 7/29/2017
|
BL8200901 00001
|
Senior Loans
|
56,675,000
|
$68,818,294.00
|
0.86 %
|
|
HLT Property Acquisition, LLC 3.70 %, 11/12/2015
|
BL2345666 00001
|
Senior Loans
|
69,867,279
|
$68,731,936.00
|
0.85 %
|
|
Alliance Data Systems Corporation 5.25 %, 12/1/2017
|
018581AF5
|
Corporate Debt Securities
|
63,631,000
|
$66,017,163.00
|
0.81 %
|
|
Onex USI Acquisition Corp. 7.75 %, 1/15/2021
|
68276CAA5
|
Corporate Debt Securities
|
64,808,000
|
$64,970,020.00
|
0.80 %
|
|
CoreLogic, Inc. 7.25 %, 6/1/2021
|
21871DAC7
|
Corporate Debt Securities
|
57,112,000
|
$63,108,760.00
|
0.78 %
|
|
Jo-Ann Stores Holdings, Inc. 9.75 %, 10/15/2019
|
47758PAH2
|
Corporate Debt Securities
|
58,720,000
|
$61,656,000.00
|
0.77 %
|
|
TMX Finance LLC and TitleMax Finance Corporation 13.25 %, 7/15/2015
|
87261NAC4
|
Corporate Debt Securities
|
55,494,000
|
$60,765,930.00
|
0.76 %
|
|
Consolidated Container Company LLC and Consolidated Container Capital, Inc. 10.13 %, 7/15/2020
|
20903GAA8
|
Corporate Debt Securities
|
54,537,000
|
$59,718,015.00
|
0.75 %
|
|
IDQ Holdings, Inc. 11.50 %, 4/1/2017
|
449425AA5
|
Corporate Debt Securities
|
52,733,000
|
$58,006,300.00
|
0.71 %
|
|
Sophia, L.P. and Sophia Finance, Inc. 9.75 %, 1/15/2019
|
83577TAA3
|
Corporate Debt Securities
|
48,442,000
|
$54,012,830.00
|
0.67 %
|
|
Taminco Acquisition Corporation 9.13 %, 12/15/2017
|
87509TAA7
|
Corporate Debt Securities
|
53,126,000
|
$53,657,260.00
|
0.66 %
|
|
PETCO Holdings Inc 8.50 %, 10/15/2017
|
71601UAA5
|
Corporate Debt Securities
|
51,750,000
|
$53,367,188.00
|
0.66 %
|
|
B-Corp Merger Sub, Inc. 8.25 %, 6/1/2019
|
057456AB1
|
Corporate Debt Securities
|
51,643,000
|
$53,192,290.00
|
0.65 %
|
|
Bumble Bee Foods, LLC 9.00 %, 12/15/2017
|
120462AA4
|
Corporate Debt Securities
|
46,575,000
|
$51,232,500.00
|
0.64 %
|
|
Orion Engineered Carbons Holdings GmbH 9.25 %, 8/1/2019
|
68628CAA0
|
Corporate Debt Securities
|
50,667,000
|
$51,173,670.00
|
0.63 %
|
|
WideOpenWest Finance, LLC 6.25 %, 7/17/2018
|
BL0573446 00001
|
Senior Loans
|
50,854,450
|
$51,354,858.00
|
0.63 %
|
|
J2 Global, Inc. 8.00 %, 8/1/2020
|
48123VAB8
|
Corporate Debt Securities
|
46,682,000
|
$49,716,330.00
|
0.62 %
|
|
SESI, LLC 7.13 %, 12/15/2021
|
78412FAP9
|
Corporate Debt Securities
|
45,000,000
|
$50,343,750.00
|
0.62 %
|
|
Schaeffler Finance B.V. 7.75 %, 2/15/2017
|
EJ0115224
|
Corporate Debt Securities
|
34,000,000
|
$48,594,652.00
|
0.61 %
|
|
SRAM, LLC 8.50 %, 12/7/2018
|
BL7945787
|
Senior Loans
|
48,000,000
|
$48,720,000.00
|
0.61 %
|
|
Atlantis Merger Sub, Inc. and SoftBrands, Inc. 11.50 %, 7/15/2018
|
45672NAA9
|
Corporate Debt Securities
|
42,400,000
|
$49,820,000.00
|
0.61 %
|
|
HD Supply, Inc. 10.50 %, 1/15/2021
|
40415RAM7
|
Corporate Debt Securities
|
47,050,000
|
$48,932,000.00
|
0.61 %
|
|
HLT Property Acquisition, LLC 4.45 %, 11/12/2015
|
BL2345999 00001
|
Senior Loans
|
46,999,565
|
$45,824,575.00
|
0.57 %
|
|
Speedy Cash Intermediate Holdings Corp. 10.75 %, 5/15/2018
|
847791AA8
|
Corporate Debt Securities
|
43,114,000
|
$46,455,335.00
|
0.57 %
|
|
Clear Channel Outdoor Holdings, Inc. 6.50 %, 11/15/2022
|
18451QAK4
|
Corporate Debt Securities
|
43,112,000
|
$45,483,160.00
|
0.56 %
|
|
Intrawest U.S. Holdings, Inc. 10.75 %, 12/3/2018
|
BL0870602 00001
|
Senior Loans
|
43,000,000
|
$44,021,250.00
|
0.55 %
|
|
TransUnion Holding Company, Inc. 8.13 %, 6/15/2018
|
89400RAC3
|
Corporate Debt Securities
|
41,348,000
|
$44,138,990.00
|
0.55 %
|
|
HD Supply, Inc. 11.00 %, 4/15/2020
|
40415RAH8
|
Corporate Debt Securities
|
35,358,000
|
$42,871,575.00
|
0.53 %
|
|
Takko Luxembourg 2 S.C.A. 9.88 %, 4/15/2019
|
EJ6079135
|
Corporate Debt Securities
|
34,562,000
|
$43,129,399.00
|
0.53 %
|
|
Wilton Brands LLC 7.50 %, 8/7/2019
|
BL0717464 00001
|
Senior Loans
|
41,437,500
|
$41,851,875.00
|
0.52 %
|
|
Mobile Challenger Intermediate Group S.A. 8.75 %, 3/15/2019
|
EJ5955053
|
Corporate Debt Securities
|
32,600,000
|
$42,206,327.00
|
0.52 %
|
|
Isabelle Acquisition Sub Inc. 10.00 %, 11/15/2018
|
46422WAA0
|
Corporate Debt Securities
|
37,274,000
|
$41,280,955.00
|
0.51 %
|
|
VWR Funding, Inc. 7.25 %, 9/15/2017
|
918436AE6
|
Corporate Debt Securities
|
38,621,000
|
$40,889,984.00
|
0.51 %
|
|
Quintiles Transnational Corp. 7.50 %, 2/28/2017
|
BL0504870 00001
|
Senior Loans
|
40,000,000
|
$40,900,000.00
|
0.51 %
|
|
MCE Finance Limited 5.00 %, 2/15/2021
|
55277BAC9
|
Corporate Debt Securities
|
39,217,000
|
$39,609,170.00
|
0.50 %
|
|
HLT Property Acquisition, LLC 0.00 %, 11/12/2015
|
BL2345000
|
Senior Loans
|
41,627,353
|
$40,794,806.00
|
0.50 %
|
|
Immucor, Inc. 11.13 %, 8/15/2019
|
452526AA4
|
Corporate Debt Securities
|
34,809,000
|
$39,682,260.00
|
0.49 %
|
|
Consolidated Communications Finance Co. 10.88 %, 6/1/2020
|
20903XAA1
|
Corporate Debt Securities
|
34,590,000
|
$39,432,600.00
|
0.49 %
|
|
Shelf Drilling Holdings, Ltd. 8.63 %, 11/1/2018
|
822538AA2
|
Corporate Debt Securities
|
36,993,000
|
$39,212,580.00
|
0.48 %
|
|
Alliance Data Systems Corporation 6.38 %, 4/1/2020
|
018581AE8
|
Corporate Debt Securities
|
34,888,000
|
$37,591,820.00
|
0.47 %
|
|
TransUnion LLC and TransUnion Financing Corporation 9.63 %, 6/15/2018
|
89400RAB5
|
Corporate Debt Securities
|
34,952,000
|
$38,010,300.00
|
0.47 %
|
|
Mobile Challenger Intermediate Group S.A. 8.75 %, 3/15/2019
|
EJ5955004
|
Corporate Debt Securities
|
34,600,000
|
$36,950,890.00
|
0.46 %
|
|
TRAC Intermodal LLC and TRAC Intermodal Corp. 11.00 %, 8/15/2019
|
87264LAA9
|
Corporate Debt Securities
|
34,640,000
|
$36,978,200.00
|
0.46 %
|
|
Visant Corporation 5.25 %, 12/22/2016
|
BL7655956
|
Senior Loans
|
36,664,785
|
$35,532,210.00
|
0.44 %
|
|
RDS Ultra-Deepwater Ltd 11.88 %, 3/15/2017
|
75524NAA6
|
Corporate Debt Securities
|
31,690,000
|
$35,255,125.00
|
0.44 %
|
|
ServiceMaster Company (The) 4.25 %, 2/28/2017
|
BL0929523 00001
|
Senior Loans
|
34,912,500
|
$35,261,625.00
|
0.44 %
|
|
Offshore Group Investment Limited 7.50 %, 11/1/2019
|
676253AH0
|
Corporate Debt Securities
|
33,650,000
|
$35,669,000.00
|
0.44 %
|
|
HLT Property Acquisition, LLC 4.70 %, 11/12/2015
|
BL2345000 00001
|
Senior Loans
|
35,436,068
|
$34,727,347.00
|
0.43 %
|
|
Tenet Healthcare Corporation 6.88 %, 11/15/2031
|
88033GAV2
|
Corporate Debt Securities
|
38,869,000
|
$35,565,135.00
|
0.43 %
|
|
Samson Investment Company 9.75 %, 2/15/2020
|
796038AA5
|
Corporate Debt Securities
|
31,564,000
|
$33,536,750.00
|
0.42 %
|
|
WideOpenWest Finance, LLC and WideOpenWest CapitalCorp. 10.25 %, 7/15/2019
|
96758GAA4
|
Corporate Debt Securities
|
30,415,000
|
$33,836,688.00
|
0.42 %
|
|
FMG Resources Pty Ltd. 8.25 %, 11/1/2019
|
30251GAH0
|
Corporate Debt Securities
|
32,382,000
|
$34,932,083.00
|
0.42 %
|
|
Harrah's Las Vegas Propco, LLC 0.00 %, 2/13/2015
|
LN3992291
|
Senior Loans
|
36,271,000
|
$34,151,323.00
|
0.42 %
|
|
TMX Finance Holdings Inc. 11.00 %, 10/15/2015
|
87262MAA9
|
Corporate Debt Securities
|
33,670,000
|
$33,754,175.00
|
0.42 %
|
|
Sage Products Holdings III, LLC 9.25 %, 6/13/2020
|
BL0854796 00001
|
Senior Loans
|
32,798,998
|
$33,700,971.00
|
0.42 %
|
|
Michael Foods Holding, Inc. 8.50 %, 7/15/2018
|
59407TAA9
|
Corporate Debt Securities
|
32,455,000
|
$33,509,788.00
|
0.41 %
|
|
ServiceMaster Company (The) 8.00 %, 2/15/2020
|
81760NAN9
|
Corporate Debt Securities
|
30,667,000
|
$32,890,358.00
|
0.41 %
|
|
HLT Property Acquisition, LLC 4.25 %, 11/12/2015
|
BL2345999
|
Senior Loans
|
33,954,850
|
$33,105,979.00
|
0.41 %
|
|
Jaguar Holding Company II and Jaguar Merger Sub Inc. 9.50 %, 12/1/2019
|
47009WAA9
|
Corporate Debt Securities
|
28,813,000
|
$33,062,918.00
|
0.41 %
|
|
Schaeffler Finance B.V. 7.75 %, 2/15/2017
|
806261AC7
|
Corporate Debt Securities
|
29,302,000
|
$33,001,378.00
|
0.41 %
|
|
AlixPartners, LLP 10.75 %, 6/29/2019
|
BL0578023 00001
|
Senior Loans
|
32,500,000
|
$33,312,500.00
|
0.41 %
|
|
Carlson Wagonlit B.V. 6.88 %, 6/15/2019
|
142812AB2
|
Corporate Debt Securities
|
31,185,000
|
$32,510,363.00
|
0.40 %
|
|
Brasa Holdings, Inc. 7.50 %, 6/18/2019
|
BL0629966 00001
|
Senior Loans
|
31,904,675
|
$31,984,437.00
|
0.40 %
|
|
HLT Property Acquisition, LLC 0.00 %, 11/12/2015
|
BL2345888
|
Senior Loans
|
33,289,257
|
$32,457,026.00
|
0.40 %
|
|
Prince Mineral Holding Corp 11.50 %, 12/15/2019
|
741745AA1
|
Corporate Debt Securities
|
28,016,000
|
$31,307,880.00
|
0.39 %
|
|
Cablevision Systems Corporation 5.88 %, 9/15/2022
|
12686CBB4
|
Corporate Debt Securities
|
32,124,000
|
$31,762,605.00
|
0.39 %
|
|
Coinstar, Inc. 6.00 %, 3/15/2019
|
19259PAH5
|
Corporate Debt Securities
|
29,903,000
|
$30,575,818.00
|
0.38 %
|
|
Level 3 Communications, Inc. 11.88 %, 2/1/2019
|
52729NBT6
|
Corporate Debt Securities
|
25,558,000
|
$29,966,755.00
|
0.38 %
|
|
Sonic Automotive, Inc. 7.00 %, 7/15/2022
|
83545GAV4
|
Corporate Debt Securities
|
27,940,000
|
$30,838,775.00
|
0.38 %
|
|
IDQ Acquisition Corp. 14.00 %, 10/1/2017
|
44942PAA1
|
Corporate Debt Securities
|
29,483,000
|
$30,367,490.00
|
0.38 %
|
|
Advantage Sales & Marketing, Inc. 8.25 %, 6/18/2018
|
BL0932915 00001
|
Senior Loans
|
30,423,429
|
$30,803,721.00
|
0.38 %
|
|
Brasa Holdings, Inc. 11.00 %, 12/18/2019
|
BL0630006 00001
|
Senior Loans
|
30,000,000
|
$30,150,000.00
|
0.37 %
|
|
Orchard Acquisition Company, LLC 9.00 %, 2/4/2019
|
BL0922544 00001
|
Senior Loans
|
30,754,000
|
$30,395,101.00
|
0.37 %
|
|
Epicor Software Corporation 8.63 %, 5/1/2019
|
29426LAC2
|
Corporate Debt Securities
|
27,397,000
|
$29,657,253.00
|
0.37 %
|
|
iGATE Corporation 9.00 %, 5/1/2016
|
45169UAC9
|
Corporate Debt Securities
|
26,185,000
|
$28,508,919.00
|
0.36 %
|
|
Schaeffler Finance B.V. 8.50 %, 2/15/2019
|
806261AA1
|
Corporate Debt Securities
|
25,678,000
|
$29,208,725.00
|
0.36 %
|
|
Evergreen Tank Solution, Inc. 9.50 %, 9/11/2018
|
BL0777633 00001
|
Senior Loans
|
29,344,550
|
$29,252,995.00
|
0.36 %
|
|
United Central Industrial Supply Company, LLC 7.50 %, 10/12/2018
|
90980NAG9 00001
|
Senior Loans
|
28,966,400
|
$27,952,576.00
|
0.35 %
|
|
WideOpenWest Finance, LLC and WideOpenWest CapitalCorp. 13.38 %, 10/15/2019
|
96758GAC0
|
Corporate Debt Securities
|
24,730,000
|
$27,944,900.00
|
0.35 %
|
|
Nexeo Solutions, LLC 8.38 %, 3/1/2018
|
65339VAB2
|
Corporate Debt Securities
|
28,849,000
|
$28,127,775.00
|
0.35 %
|
|
Ply Gem Industries, Inc. 8.25 %, 2/15/2018
|
729416AR8
|
Corporate Debt Securities
|
27,085,000
|
$28,676,244.00
|
0.35 %
|
|
Asbury Automotive Group, Inc. 8.38 %, 11/15/2020
|
043436AK0
|
Corporate Debt Securities
|
25,593,000
|
$28,664,160.00
|
0.35 %
|
|
ROC Finance LLC and ROC Finance 1 Corp. 12.13 %, 9/1/2018
|
74965WAA5
|
Corporate Debt Securities
|
24,627,000
|
$28,567,320.00
|
0.35 %
|
|
Media Holdco, LP 7.25 %, 12/26/2018
|
BL0908436 00001
|
Senior Loans
|
27,431,250
|
$27,705,563.00
|
0.34 %
|
|
Global Geophysical Services, Inc. 10.50 %, 5/1/2017
|
37946SAD9
|
Corporate Debt Securities
|
32,080,000
|
$27,348,200.00
|
0.34 %
|
|
FPC Holdings, Inc. 9.25 %, 5/16/2020
|
BL0832701 00001
|
Senior Loans
|
27,397,000
|
$27,397,000.00
|
0.34 %
|
|
Capsugel FinanceCo S.C.A. 9.88 %, 8/1/2019
|
B6Q8RC0
|
Corporate Debt Securities
|
18,575,000
|
$26,786,744.00
|
0.33 %
|
|
Focus Brands, Inc. 10.25 %, 8/21/2018
|
BL0491656 00001
|
Senior Loans
|
25,369,000
|
$25,939,803.00
|
0.33 %
|
|
ASG Consolidated LLC 15.00 %, 5/15/2017
|
00210VAD9
|
Corporate Debt Securities
|
24,833,218
|
$26,323,211.00
|
0.33 %
|
|
Bankrate, Inc. 11.75 %, 7/15/2015
|
06647FAA0
|
Corporate Debt Securities
|
24,713,000
|
$26,690,040.00
|
0.33 %
|
|
Truven Health Analytics 10.63 %, 6/1/2020
|
88514TAA8
|
Corporate Debt Securities
|
23,101,000
|
$26,335,140.00
|
0.33 %
|
|
Offshore Group Investment Limited 7.13 %, 4/1/2023
|
676253AL1
|
Corporate Debt Securities
|
26,084,000
|
$26,670,890.00
|
0.33 %
|
|
AB Acquisitions UK Topco 2 Limited 3.49 %, 7/5/2015
|
LN3462196 00001
|
Senior Loans
|
18,000,000
|
$26,984,547.00
|
0.33 %
|
|
Dynegy Power, LLC 9.25 %, 8/5/2016
|
26817MAB5 00002
|
Senior Loans
|
25,851,767
|
$26,885,838.00
|
0.33 %
|
|
Level 3 Communications, Inc. and Level 3 Financing, Inc. 7.00 %, 6/1/2020
|
527298AV5
|
Corporate Debt Securities
|
24,986,000
|
$26,172,835.00
|
0.32 %
|
|
NRG Energy, Inc. 7.63 %, 5/15/2019
|
629377BR2
|
Corporate Debt Securities
|
24,650,000
|
$26,622,000.00
|
0.32 %
|
|
CDW LLC and CDW Finance Corporation 8.50 %, 4/1/2019
|
12513GAX7
|
Corporate Debt Securities
|
21,544,000
|
$24,048,490.00
|
0.30 %
|
|
CKE Holdings, Inc. 10.50 %, 3/14/2016
|
12562TAA9
|
Corporate Debt Securities
|
22,742,006
|
$24,049,899.00
|
0.30 %
|
|
Cumulus Media Inc. 7.75 %, 5/1/2019
|
23109BAA5
|
Corporate Debt Securities
|
23,282,000
|
$23,922,255.00
|
0.30 %
|
|
Codere Finance (Luxembourg) S.A. 9.25 %, 2/15/2019
|
19189WAA0
|
Corporate Debt Securities
|
33,829,000
|
$24,356,880.00
|
0.30 %
|
|
H.J. Heinz Company 0.00 %, 3/27/2020
|
BL0940405
|
Senior Loans
|
22,694,000
|
$22,886,218.00
|
0.29 %
|
|
Intrawest U.S. Holdings, Inc. 7.00 %, 12/3/2017
|
BL0870578 00001
|
Senior Loans
|
23,000,000
|
$23,416,990.00
|
0.29 %
|
|
New Academy Finance Co LLC 8.00 %, 6/15/2018
|
64157EAA4
|
Corporate Debt Securities
|
22,961,000
|
$23,764,635.00
|
0.29 %
|
|
Alliant Holdings 7.88 %, 12/15/2020
|
00213UAA4
|
Corporate Debt Securities
|
21,674,000
|
$22,270,035.00
|
0.28 %
|
|
Bumble Bee Foods, LLC 9.63 %, 3/15/2018
|
12046QAA1
|
Corporate Debt Securities
|
22,038,000
|
$22,919,520.00
|
0.28 %
|
|
Level 3 Financing, Inc. 8.13 %, 7/1/2019
|
527298AU7
|
Corporate Debt Securities
|
20,767,000
|
$22,843,700.00
|
0.28 %
|
|
H.J. Heinz Company 0.00 %, 3/27/2019
|
BL0940397
|
Senior Loans
|
22,694,000
|
$22,784,776.00
|
0.28 %
|
|
BJ's Wholesale Club, Inc. 9.75 %, 3/6/2020
|
BL0769101 00001
|
Senior Loans
|
22,265,000
|
$22,997,964.00
|
0.28 %
|
|
Monitronics International, Inc. 9.13 %, 4/1/2020
|
609453AG0
|
Corporate Debt Securities
|
20,879,000
|
$22,079,543.00
|
0.27 %
|
|
Regal Entertainment Group 5.75 %, 2/1/2025
|
758766AF6
|
Corporate Debt Securities
|
21,184,000
|
$20,813,280.00
|
0.27 %
|
|
American Gilsonite Holding Company 11.50 %, 9/1/2017
|
02636PAA0
|
Corporate Debt Securities
|
20,241,000
|
$21,506,063.00
|
0.27 %
|
|
MedImpact Holdings, Inc. 10.50 %, 2/1/2018
|
584705AA5
|
Corporate Debt Securities
|
19,608,000
|
$21,862,920.00
|
0.27 %
|
|
Dave & Buster's, Inc. 0.00 %, 2/15/2016
|
23833TAA9
|
Corporate Debt Securities
|
27,855,000
|
$21,413,531.00
|
0.27 %
|
|
GFI Group Inc. 9.63 %, 7/19/2018
|
361652AA8
|
Corporate Debt Securities
|
22,863,000
|
$21,548,378.00
|
0.26 %
|
|
EPL Oil & Gas, Inc. 8.25 %, 2/15/2018
|
26883DAA6
|
Corporate Debt Securities
|
19,471,000
|
$20,639,260.00
|
0.26 %
|
|
NPC International, Inc. 10.50 %, 1/15/2020
|
62941YAB3
|
Corporate Debt Securities
|
17,518,000
|
$20,408,470.00
|
0.25 %
|
|
MGM Resorts International 4.25 %, 12/13/2019
|
BL0873028 00001
|
Senior Loans
|
19,950,000
|
$20,259,225.00
|
0.25 %
|
|
E*TRADE Financial Corporation 6.75 %, 6/1/2016
|
269246BH6
|
Corporate Debt Securities
|
18,500,000
|
$19,933,750.00
|
0.25 %
|
|
Walter Energy Inc. 9.88 %, 12/15/2020
|
93317QAD7
|
Corporate Debt Securities
|
18,318,000
|
$19,875,030.00
|
0.25 %
|
|
J.Crew Group, Inc. 8.13 %, 3/1/2019
|
46612HAE5
|
Corporate Debt Securities
|
18,190,000
|
$19,554,250.00
|
0.24 %
|
|
Physio-Control International, Inc. 9.88 %, 1/15/2019
|
719431AA6
|
Corporate Debt Securities
|
16,998,000
|
$19,165,245.00
|
0.24 %
|
|
SRA International, Inc. and Sterling Merger, Inc. 11.00 %, 10/1/2019
|
78464RAB1
|
Corporate Debt Securities
|
18,725,000
|
$19,661,250.00
|
0.24 %
|
|
Carlson Wagonlit B.V. 7.50 %, 6/15/2019
|
EJ1886567
|
Corporate Debt Securities
|
14,253,000
|
$19,275,131.00
|
0.24 %
|
|
Samson Investment Company 6.00 %, 9/25/2018
|
BL0774705 00001
|
Senior Loans
|
18,548,000
|
$18,756,665.00
|
0.23 %
|
|
Flextronics International Ltd. 5.00 %, 2/15/2023
|
33938EAR8
|
Corporate Debt Securities
|
18,352,000
|
$18,306,120.00
|
0.22 %
|
|
KEMET Corporation 10.50 %, 5/1/2018
|
488360AF5
|
Corporate Debt Securities
|
16,772,000
|
$17,484,810.00
|
0.22 %
|
|
CyrusOne LP and CyrusOne Finance Corp. 6.38 %, 11/15/2022
|
23283PAA2
|
Corporate Debt Securities
|
17,032,000
|
$17,841,020.00
|
0.22 %
|
|
Wabash National Corporation 6.00 %, 4/17/2019
|
BL0550238 00001
|
Senior Loans
|
17,463,343
|
$17,670,807.00
|
0.22 %
|
|
DigitalGlobe, Inc. 5.25 %, 2/1/2021
|
25389MAD1
|
Corporate Debt Securities
|
17,331,000
|
$17,222,681.00
|
0.21 %
|
|
Northern Tool & Equipment Company, Inc. 7.00 %, 11/13/2019
|
BL0848905 00002
|
Senior Loans
|
16,757,143
|
$16,924,714.00
|
0.21 %
|
|
Palace Entertainment Holdings, LLC 8.88 %, 4/15/2017
|
696026AA1
|
Corporate Debt Securities
|
16,302,000
|
$17,280,120.00
|
0.21 %
|
|
Schaeffler Finance B.V. 8.75 %, 2/15/2019
|
EJ0115380
|
Corporate Debt Securities
|
12,000,000
|
$17,305,184.00
|
0.21 %
|
|
EP Energy 9.38 %, 5/1/2020
|
29977HAB6
|
Corporate Debt Securities
|
14,033,000
|
$16,208,115.00
|
0.20 %
|
|
Taseko Mines Limited 7.75 %, 4/15/2019
|
876511AB2
|
Corporate Debt Securities
|
15,941,000
|
$16,060,558.00
|
0.20 %
|
|
Harley-Davidson Financial Services (GTD by Harley-Davidson Credit Corp.) 0.26 %, 4/17/2013
|
41282JRH6 04/17/2013
|
Short-Term Securities
|
15,000,000
|
$14,998,158.00
|
0.20 %
|
|
Campbell Soup Company 0.21 %, 4/17/2013
|
13443CRH6 04/17/2013
|
Short-Term Securities
|
15,500,000
|
$15,498,499.00
|
0.20 %
|
|
Harley-Davidson Financial Services (GTD by Harley-Davidson Credit Corp.) 0.29 %, 4/16/2013
|
41282JRG8 04/16/2013
|
Short-Term Securities
|
15,000,000
|
$14,998,048.00
|
0.20 %
|
|
Clorox Company (The) 0.35 %, 5/7/2013
|
18905LS77 05/07/2013
|
Short-Term Securities
|
15,000,000
|
$14,994,604.00
|
0.19 %
|
|
Hawk Acquisition Sub, Inc. 4.25 %, 10/15/2020
|
420088AA4
|
Corporate Debt Securities
|
14,942,000
|
$14,960,678.00
|
0.19 %
|
|
Laureate Education, Inc. 5.25 %, 6/16/2018
|
51861JAV1 00001
|
Senior Loans
|
15,000,000
|
$15,140,700.00
|
0.19 %
|
|
WideOpenWest Finance, LLC 0.00 %, 7/19/2017
|
BL0966459 00001
|
Senior Loans
|
15,000,000
|
$15,093,750.00
|
0.19 %
|
|
Speedy Group Holdings Corp. 12.00 %, 11/15/2017
|
84779RAA1
|
Corporate Debt Securities
|
14,715,000
|
$15,340,388.00
|
0.19 %
|
|
Carmike Cinemas, Inc. 7.38 %, 5/15/2019
|
143436AK9
|
Corporate Debt Securities
|
14,175,000
|
$15,557,063.00
|
0.19 %
|
|
Spring Windows Fashions, LLC 11.25 %, 5/31/2018
|
BL7895511
|
Senior Loans
|
15,000,000
|
$15,100,050.00
|
0.19 %
|
|
American Seafoods Group LLC 10.75 %, 5/15/2016
|
02944RAA3
|
Corporate Debt Securities
|
14,876,000
|
$15,694,180.00
|
0.19 %
|
|
Primedia Inc. 7.50 %, 1/13/2018
|
741583AN8 00001
|
Senior Loans
|
15,796,142
|
$15,638,180.00
|
0.19 %
|
|
Alphabet Holding Company, Inc. 7.75 %, 11/1/2017
|
02079DAA1
|
Corporate Debt Securities
|
14,808,000
|
$15,437,340.00
|
0.19 %
|
|
U.S. Foodservice, Inc. 5.75 %, 5/11/2017
|
90343NAB2 00001
|
Senior Loans
|
14,157,485
|
$14,319,305.00
|
0.18 %
|
|
Overseas Private Investment Corporation (GTD by United States Government) 0.15 %, 4/3/2013
|
690353WB9 10/15/2032
|
Short-Term Securities
|
15,000,000
|
$15,000,000.00
|
0.18 %
|
|
J.M. Huber Corporation 9.88 %, 11/1/2019
|
44352UAA3
|
Corporate Debt Securities
|
12,535,000
|
$14,195,888.00
|
0.18 %
|
|
HLT Property Acquisition, LLC 3.58 %, 11/12/2015
|
BL2345555 00001
|
Senior Loans
|
14,971,560
|
$14,746,986.00
|
0.18 %
|
|
Clear Channel Outdoor Holdings, Inc. 6.50 %, 11/15/2022
|
18451QAJ7
|
Corporate Debt Securities
|
14,014,000
|
$14,609,595.00
|
0.18 %
|
|
U.S. Renal Care, Inc. 6.25 %, 6/11/2019
|
BL0614547 00001
|
Senior Loans
|
14,887,500
|
$15,110,813.00
|
0.18 %
|
|
Carrols Restaurant Group, Inc. 11.25 %, 5/15/2018
|
14574XAB0
|
Corporate Debt Securities
|
12,808,000
|
$14,425,010.00
|
0.18 %
|
|
Focus Brands, Inc. 6.25 %, 2/22/2018
|
BL0491599 00002
|
Senior Loans
|
14,719,052
|
$14,866,243.00
|
0.18 %
|
|
Granite Broadcasting Corporation 9.50 %, 5/23/2019
|
BL0554776 00001
|
Senior Loans
|
14,925,000
|
$14,887,688.00
|
0.18 %
|
|
FMG Resources Pty Ltd. 6.88 %, 4/1/2022
|
30251GAN7
|
Corporate Debt Securities
|
12,835,000
|
$13,444,663.00
|
0.17 %
|
|
TMX Finance LLC and TitleMax Finance Corporation 13.25 %, 7/15/2015
|
87261NAF7
|
Corporate Debt Securities
|
12,432,000
|
$13,613,040.00
|
0.17 %
|
|
Northfield Park Associates LLC 9.00 %, 11/9/2018
|
BL0794216 00001
|
Senior Loans
|
12,449,000
|
$12,884,715.00
|
0.16 %
|
|
Viking Cruises, Ltd. 8.50 %, 10/15/2022
|
92676XAA5
|
Corporate Debt Securities
|
12,089,000
|
$13,297,900.00
|
0.16 %
|
|
Advantage Sales & Marketing, Inc. 13.00 %, 12/30/2018
|
BL7339666 00001
|
Senior Loans
|
12,900,000
|
$13,029,000.00
|
0.16 %
|
|
GenCorp Inc. 7.13 %, 3/15/2021
|
368682AQ3
|
Corporate Debt Securities
|
11,909,000
|
$12,563,995.00
|
0.16 %
|
|
WM Finance Corp. 11.50 %, 10/1/2018
|
92933BAC8
|
Corporate Debt Securities
|
10,332,000
|
$12,127,185.00
|
0.16 %
|
|
Energy Partners Ltd. 8.25 %, 2/15/2018
|
29270UAN5
|
Corporate Debt Securities
|
12,043,000
|
$12,795,688.00
|
0.16 %
|
|
Ally Financial Inc., 7.000%
|
02005N605
|
Preferred Stocks
|
12,977
|
$12,834,253.00
|
0.16 %
|
|
Kinove German Bondco GmbH 10.00 %, 6/15/2018
|
B4QZVN6
|
Corporate Debt Securities
|
8,821,800
|
$12,667,513.00
|
0.16 %
|
|
Hillman Group, Inc. (The) 10.88 %, 6/1/2018
|
43162RAB0
|
Corporate Debt Securities
|
11,777,000
|
$12,954,700.00
|
0.16 %
|
|
Headwaters Incorporated 7.63 %, 4/1/2019
|
42210PAQ5
|
Corporate Debt Securities
|
12,470,000
|
$13,342,900.00
|
0.16 %
|
|
Level 3 Communications, Inc. 8.88 %, 6/1/2019
|
52729NBU3
|
Corporate Debt Securities
|
10,899,000
|
$11,907,158.00
|
0.15 %
|
|
ServiceMaster Company (The) 7.00 %, 8/15/2020
|
81760NAS8
|
Corporate Debt Securities
|
11,516,000
|
$11,919,060.00
|
0.15 %
|
|
HD Supply, Inc. 4.50 %, 10/12/2017
|
BL0932717 00001
|
Senior Loans
|
11,927,531
|
$12,036,907.00
|
0.15 %
|
|
CVS Caremark Corporation 0.23 %, 4/1/2013
|
12665JR19 04/01/2013
|
Short-Term Securities
|
12,000,000
|
$11,999,923.00
|
0.15 %
|
|
Sabine Pass Liquefaction, LLC 5.63 %, 2/1/2021
|
785592AA4
|
Corporate Debt Securities
|
11,190,000
|
$11,609,625.00
|
0.15 %
|
|
Centaur Acquisition, LLC 5.25 %, 1/31/2019
|
BL0929572 00001
|
Senior Loans
|
11,064,000
|
$11,216,130.00
|
0.14 %
|
|
Silver II Borrower SCA and Silver II US Holdings 7.75 %, 12/15/2020
|
828326AA6
|
Corporate Debt Securities
|
10,982,000
|
$11,695,830.00
|
0.14 %
|
|
Sidewinder Drilling Inc 9.75 %, 11/15/2019
|
825871AA4
|
Corporate Debt Securities
|
11,149,000
|
$11,204,745.00
|
0.14 %
|
|
Provident Funding Associates, L.P. and PFG Finance Corp. 10.13 %, 2/15/2019
|
74387UAD3
|
Corporate Debt Securities
|
10,379,000
|
$11,313,110.00
|
0.14 %
|
|
Flextronics International Ltd. 4.63 %, 2/15/2020
|
33938EAP2
|
Corporate Debt Securities
|
11,011,000
|
$11,121,110.00
|
0.14 %
|
|
Sage Products Holdings III, LLC 4.25 %, 12/13/2019
|
BL0929457 00001
|
Senior Loans
|
11,119,000
|
$11,188,494.00
|
0.14 %
|
|
MGM Resorts International 6.63 %, 12/15/2021
|
552953CA7
|
Corporate Debt Securities
|
10,987,000
|
$11,522,616.00
|
0.14 %
|
|
Univar, Inc. 5.00 %, 6/30/2017
|
BL0791600 00001
|
Senior Loans
|
11,375,630
|
$11,479,490.00
|
0.14 %
|
|
Focus Brands, Inc. 10.25 %, 8/21/2018
|
BL0491656 00002
|
Senior Loans
|
11,030,000
|
$11,278,175.00
|
0.14 %
|
|
WaveDivision Escrow LLC and WaveDivision Escrow Corp. 8.13 %, 9/1/2020
|
94354EAA2
|
Corporate Debt Securities
|
11,032,000
|
$11,528,440.00
|
0.14 %
|
|
Ardagh Packaging Finance plc and Ardagh Holdings USA Inc. (GTD by Ardagh Packaging Holdings Limited) 7.00 %, 11/15/2020
|
03969AAA8
|
Corporate Debt Securities
|
11,290,000
|
$11,600,475.00
|
0.14 %
|
|
Acadia Healthcare Company, Inc. 6.13 %, 3/15/2021
|
00404AAD1
|
Corporate Debt Securities
|
10,687,000
|
$11,034,328.00
|
0.14 %
|
|
Univar, Inc. 5.00 %, 6/30/2017
|
BL0791600 00002
|
Senior Loans
|
11,026,484
|
$11,127,156.00
|
0.14 %
|
|
EZE Software Group LLC 0.00 %, 3/14/2020
|
BL0945735
|
Senior Loans
|
10,000,000
|
$10,141,700.00
|
0.13 %
|
|
Sabine Oil & Gas LLC 8.75 %, 12/31/2018
|
BL0887093 00001
|
Senior Loans
|
10,421,538
|
$10,662,589.00
|
0.13 %
|
|
EZE Software Group LLC 0.00 %, 3/14/2021
|
BL0945784
|
Senior Loans
|
10,715,000
|
$10,902,513.00
|
0.13 %
|
|
U.S. Renal Care, Inc. 10.25 %, 6/11/2019
|
BL0614604 00001
|
Senior Loans
|
10,000,000
|
$10,175,000.00
|
0.13 %
|
|
Cannery Casino Resorts LLC 6.00 %, 10/5/2018
|
BL0777906 00001
|
Senior Loans
|
10,340,040
|
$10,509,927.00
|
0.13 %
|
|
Jabil Circuit, Inc. 8.25 %, 3/15/2018
|
466313AD5
|
Corporate Debt Securities
|
8,884,000
|
$10,683,010.00
|
0.13 %
|
|
FMG Resources Pty Ltd. 6.00 %, 4/1/2017
|
30251GAK3
|
Corporate Debt Securities
|
9,871,000
|
$10,142,453.00
|
0.13 %
|
|
CenturyLink, Inc. 5.63 %, 4/1/2020
|
156700AW6
|
Corporate Debt Securities
|
10,548,000
|
$10,790,910.00
|
0.13 %
|
|
Sequa Corporation 5.75 %, 6/18/2017
|
BL0865768 00001
|
Senior Loans
|
9,975,000
|
$10,131,707.00
|
0.13 %
|
|
Crown Castle International Corp. 5.25 %, 1/15/2023
|
228227BD5
|
Corporate Debt Securities
|
10,208,000
|
$10,386,640.00
|
0.13 %
|
|
Ecolab Inc. 0.24 %, 4/3/2013
|
27886LR31 04/03/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,800.00
|
0.12 %
|
|
Fifth & Pacific Companies, Inc. 10.50 %, 4/15/2019
|
316645AB6
|
Corporate Debt Securities
|
8,882,000
|
$10,003,353.00
|
0.12 %
|
|
Corporacion Andina de Fomento 0.17 %, 4/25/2013
|
2198X2RR2 04/25/2013
|
Short-Term Securities
|
10,000,000
|
$9,998,843.00
|
0.12 %
|
|
Campbell Soup Company 0.21 %, 4/24/2013
|
13443CRQ6 04/24/2013
|
Short-Term Securities
|
9,700,000
|
$9,698,670.00
|
0.12 %
|
|
Harley-Davidson Financial Services (GTD by Harley-Davidson Credit Corp.) 0.29 %, 4/3/2013
|
41282JR37 04/03/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,767.00
|
0.12 %
|
|
Ducommun Incorporated 9.75 %, 7/15/2018
|
264147AC3
|
Corporate Debt Securities
|
8,656,000
|
$9,521,600.00
|
0.12 %
|
|
CNG Holdings, Inc. 9.38 %, 5/15/2020
|
12612DAG1
|
Corporate Debt Securities
|
9,928,000
|
$9,741,850.00
|
0.12 %
|
|
Harley-Davidson Financial Services (GTD by Harley-Davidson Credit Corp.) 0.31 %, 4/9/2013
|
41282JR94 04/09/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,275.00
|
0.12 %
|
|
Scientific Games Corporation 9.25 %, 6/15/2019
|
80874YAG5
|
Corporate Debt Securities
|
8,725,000
|
$9,608,406.00
|
0.12 %
|
|
Diageo Capital plc (GTD by Diageo plc) 0.25 %, 4/3/2013
|
2524H4R36 04/03/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,792.00
|
0.12 %
|
|
Arch Coal, Inc. 9.88 %, 6/15/2019
|
039380AH3
|
Corporate Debt Securities
|
9,507,000
|
$9,744,675.00
|
0.12 %
|
|
AMC Networks Inc. 4.75 %, 12/15/2022
|
00164VAC7
|
Corporate Debt Securities
|
9,859,000
|
$9,809,705.00
|
0.12 %
|
|
WireCo WorldGroup, Inc. 6.00 %, 4/13/2017
|
BL0620684 00001
|
Senior Loans
|
9,975,000
|
$10,074,750.00
|
0.12 %
|
|
Laureate Education, Inc. 5.25 %, 6/16/2018
|
BL8182588
|
Senior Loans
|
9,683,689
|
$9,774,522.00
|
0.12 %
|
|
Getty Images, Inc. 3.78 %, 9/17/2019
|
BL0782013 00001
|
Senior Loans
|
9,937,095
|
$10,066,277.00
|
0.12 %
|
|
Total Capital Canada Ltd. (GTD by Total S.A.) 0.13 %, 4/12/2013
|
89153PRC8 04/12/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,578.00
|
0.12 %
|
|
Virginia Electric and Power Company 0.33 %, 4/11/2013
|
92780JRB9 04/11/2013
|
Short-Term Securities
|
10,000,000
|
$9,998,992.00
|
0.12 %
|
|
Bemis Company, Inc. 0.31 %, 4/8/2013
|
08143TR82 04/08/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,332.00
|
0.12 %
|
|
Cequel Communications Holdings I, LLC and Cequel Capital Corporation 6.38 %, 9/15/2020
|
15672JAA1
|
Corporate Debt Securities
|
9,591,000
|
$9,950,663.00
|
0.12 %
|
|
Roundy's Supermarkets, Inc. 0.00 %, 1/24/2019
|
BL0486805
|
Senior Loans
|
8,958,794
|
$8,917,225.00
|
0.11 %
|
|
W3 Co. 5.75 %, 2/21/2020
|
BL0944803 00001
|
Senior Loans
|
8,608,000
|
$8,665,415.00
|
0.11 %
|
|
PQ Corporation 8.75 %, 5/1/2018
|
693522AD6
|
Corporate Debt Securities
|
8,404,000
|
$8,950,260.00
|
0.11 %
|
|
Wind Acquisition Finance S.A. 11.75 %, 7/15/2017
|
97314XAE4
|
Corporate Debt Securities
|
8,344,000
|
$8,844,640.00
|
0.11 %
|
|
Sealed Air Corporation 5.25 %, 4/1/2023
|
81211KAU4
|
Corporate Debt Securities
|
8,963,000
|
$8,996,611.00
|
0.11 %
|
|
Seven Sea Crusies S. DE R.L. 4.75 %, 12/21/2018
|
BL0920340 00001
|
Senior Loans
|
8,887,500
|
$8,987,484.00
|
0.11 %
|
|
K2 Pure Solutions Nocal, L.P. 10.00 %, 9/10/2015
|
BL6623526
|
Senior Loans
|
7,794,471
|
$7,755,499.00
|
0.10 %
|
|
Virginia Electric and Power Company 0.33 %, 5/7/2013
|
92780JS77 05/07/2013
|
Short-Term Securities
|
8,000,000
|
$7,997,287.00
|
0.10 %
|
|
Dave & Buster's, Inc. 11.00 %, 6/1/2018
|
23833NAG9
|
Corporate Debt Securities
|
7,213,000
|
$8,159,706.00
|
0.10 %
|
|
Headwaters Incorporated, Convertible 8.75 %, 2/1/2016
|
42210PAR3
|
Corporate Debt Securities
|
7,250,000
|
$7,879,844.00
|
0.10 %
|
|
Bemis Company, Inc. 0.34 %, 5/1/2013
|
08143TS16 05/01/2013
|
Short-Term Securities
|
8,000,000
|
$7,997,658.00
|
0.10 %
|
|
Shearer's Foods LLC, and Chip Finance Corporation 9.00 %, 11/1/2019
|
82088NAA0
|
Corporate Debt Securities
|
7,433,000
|
$8,139,135.00
|
0.10 %
|
|
Brasa Holdings, Inc. 0.00 %, 12/18/2019
|
BL0630006
|
Senior Loans
|
8,000,000
|
$8,040,000.00
|
0.10 %
|
|
Al Chem & Cy S.C.A. 0.00 %, 9/12/2019
|
BL0959736
|
Senior Loans
|
6,450,000
|
$8,309,299.00
|
0.10 %
|
|
W3 Co. 9.25 %, 8/21/2020
|
BL0944845 00001
|
Senior Loans
|
7,156,065
|
$7,263,406.00
|
0.09 %
|
|
WMG Acquisition Corp. 5.25 %, 10/25/2018
|
BL0819930 00001
|
Senior Loans
|
7,000,000
|
$7,100,660.00
|
0.09 %
|
|
Al Chem & Cy S.C.A. 0.00 %, 9/12/2019
|
BL0950487
|
Senior Loans
|
7,166,000
|
$7,246,618.00
|
0.09 %
|
|
Al Chem & Cy S.C.A. 0.00 %, 3/12/2020
|
BL0950529
|
Senior Loans
|
7,163,000
|
$7,315,214.00
|
0.09 %
|
|
Infor Global Solutions European Finance, S.a.R.L. 12.88 %, 4/5/2017
|
45669GAA9 00001
|
Senior Loans
|
7,080,086
|
$7,584,542.00
|
0.09 %
|
|
AOT Bedding Super Holdings 8.13 %, 10/1/2020
|
81753FAA3
|
Corporate Debt Securities
|
6,776,000
|
$7,038,570.00
|
0.09 %
|
|
Univar, Inc. 5.00 %, 6/30/2017
|
BL0791600 00003
|
Senior Loans
|
7,236,130
|
$7,302,196.00
|
0.09 %
|
|
Univar, Inc. 5.00 %, 6/30/2017
|
BL0791600 00004
|
Senior Loans
|
7,391,303
|
$7,458,785.00
|
0.09 %
|
|
Empire Today, LLC and Empire Today Finance Corp. 11.38 %, 2/1/2017
|
29210QAA5
|
Corporate Debt Securities
|
6,846,000
|
$7,128,398.00
|
0.09 %
|
|
Sonic Automotive, Inc. 9.00 %, 3/15/2018
|
83545GAT9
|
Corporate Debt Securities
|
6,430,000
|
$7,073,000.00
|
0.09 %
|
|
Chrysler Group LLC and CG 8.25 %, 6/15/2021
|
17121EAD9
|
Corporate Debt Securities
|
6,286,000
|
$7,016,748.00
|
0.09 %
|
|
Asbury Automotive Group, Inc. 7.63 %, 3/15/2017
|
043436AH7
|
Corporate Debt Securities
|
6,755,000
|
$6,949,274.00
|
0.09 %
|
|
Claire's Stores, Inc. 6.13 %, 3/15/2020
|
179584AP2
|
Corporate Debt Securities
|
7,124,000
|
$7,302,100.00
|
0.09 %
|
|
Dynacast International LLC and Dynacast Finance Inc. 9.25 %, 7/15/2019
|
26779YAC3
|
Corporate Debt Securities
|
6,360,000
|
$6,964,200.00
|
0.09 %
|
|
Walter Energy, Inc. 8.50 %, 4/15/2021
|
93317QAE5
|
Corporate Debt Securities
|
7,471,000
|
$7,657,775.00
|
0.09 %
|
|
Bemis Company, Inc. 0.31 %, 4/4/2013
|
08143TR41 04/04/2013
|
Short-Term Securities
|
7,000,000
|
$6,999,767.00
|
0.09 %
|
|
ILFC E-Capital Trust I 4.68 %, 12/21/2065
|
44965TAA5
|
Corporate Debt Securities
|
7,300,000
|
$6,387,500.00
|
0.08 %
|
|
RadioShack Corporation 6.75 %, 5/15/2019
|
750438AE3
|
Corporate Debt Securities
|
8,625,000
|
$6,253,125.00
|
0.08 %
|
|
LIN Television Corporation 6.38 %, 1/15/2021
|
532776AV3
|
Corporate Debt Securities
|
6,076,000
|
$6,470,940.00
|
0.08 %
|
|
EP Energy LLC and Everest Acquisition Finance Inc. 7.75 %, 9/1/2022
|
268787AB4
|
Corporate Debt Securities
|
5,514,000
|
$6,092,970.00
|
0.08 %
|
|
Education Management LLC 8.25 %, 3/30/2018
|
BL0518243 00001
|
Senior Loans
|
6,924,194
|
$5,964,708.00
|
0.07 %
|
|
Focus Brands, Inc. 6.25 %, 2/22/2018
|
BL0491599 00004
|
Senior Loans
|
5,211,805
|
$5,263,923.00
|
0.07 %
|
|
Kroger Co. (The) 0.32 %, 4/1/2013
|
50104LR13 04/01/2013
|
Short-Term Securities
|
5,586,000
|
$5,585,950.00
|
0.07 %
|
|
Virginia Electric and Power Company 0.33 %, 5/8/2013
|
92780JS85 05/08/2013
|
Short-Term Securities
|
6,000,000
|
$5,997,910.00
|
0.07 %
|
|
Clorox Company (The) 0.29 %, 5/6/2013
|
18905LS69 05/06/2013
|
Short-Term Securities
|
5,700,000
|
$5,698,347.00
|
0.07 %
|
|
SRA International, Inc. 6.50 %, 7/20/2018
|
BL7825831
|
Senior Loans
|
5,720,000
|
$5,698,550.00
|
0.07 %
|
|
Roundy's Supermarkets, Inc.
|
779268101
|
Common Stocks
|
887,715
|
$5,832,288.00
|
0.07 %
|
|
CDW LLC and CDW Finance Corporation 12.54 %, 10/12/2017
|
12513GAJ8
|
Corporate Debt Securities
|
5,323,000
|
$5,715,571.00
|
0.07 %
|
|
WM Holdings Finance Corp. 13.75 %, 10/1/2019
|
92930MAG8
|
Corporate Debt Securities
|
4,877,000
|
$5,742,668.00
|
0.07 %
|
|
Overseas Private Investment Corporation 0.15 %, 4/3/2013
|
690353UW5 03/15/2032
|
Short-Term Securities
|
5,474,923
|
$5,474,923.00
|
0.07 %
|
|
Toyota Motor Credit Corporation 0.17 %, 4/9/2013
|
89233GR99 04/09/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,794.00
|
0.06 %
|
|
Inmet Mining Corporation 7.50 %, 6/1/2021
|
457983AE4
|
Corporate Debt Securities
|
4,858,000
|
$5,246,640.00
|
0.06 %
|
|
Heckmann Corporation 9.88 %, 4/15/2018
|
422680AF5
|
Corporate Debt Securities
|
4,363,000
|
$4,630,234.00
|
0.06 %
|
|
Ardagh Packaging Finance plc and Ardagh Holdings USA Inc. (GTD by Ardagh Packaging Holdings Limited) 4.88 %, 11/15/2022
|
03969AAB6
|
Corporate Debt Securities
|
5,269,000
|
$5,203,138.00
|
0.06 %
|
|
Beverages & More, Inc. 9.63 %, 10/1/2014
|
08782TAD5
|
Corporate Debt Securities
|
4,875,000
|
$5,021,250.00
|
0.06 %
|
|
Level 3 Financing, Inc. 8.63 %, 7/15/2020
|
527298AT0
|
Corporate Debt Securities
|
4,591,000
|
$5,118,965.00
|
0.06 %
|
|
AZ Hlth Fac Auth, Rev Bonds (Banner Hlth), Ser 2007B 1.02 %, 1/1/2037
|
040507HN8
|
Municipal Bonds - Taxable
|
4,875,000
|
$4,654,699.00
|
0.06 %
|
|
Harley-Davidson Financial Services (GTD by Harley-Davidson Credit Corp.) 0.26 %, 4/19/2013
|
41282JRK9 04/19/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,314.00
|
0.06 %
|
|
Par Pharmaceutical Companies, Inc. 4.25 %, 9/28/2019
|
69888DAG8 00001
|
Senior Loans
|
4,846,675
|
$4,899,165.00
|
0.06 %
|
|
Sun Products Corporation 7.75 %, 3/15/2021
|
866860AA7
|
Corporate Debt Securities
|
4,938,000
|
$4,975,035.00
|
0.06 %
|
|
Centaur Acquisition, LLC 8.75 %, 1/31/2020
|
BL0929606 00001
|
Senior Loans
|
5,163,000
|
$5,240,445.00
|
0.06 %
|
|
Chesapeake Midstream Partners, L.P. and CHKM Finance Corp. 5.88 %, 4/15/2021
|
16524RAC7
|
Corporate Debt Securities
|
4,948,000
|
$5,244,880.00
|
0.06 %
|
|
Univar, Inc. 0.00 %, 6/30/2017
|
BL0791600
|
Senior Loans
|
5,000,000
|
$5,045,650.00
|
0.06 %
|
|
Candy Intermediate Holdings, Inc. 7.50 %, 5/23/2018
|
BL0585655 00001
|
Senior Loans
|
4,916,346
|
$4,994,172.00
|
0.06 %
|
|
ROC Finance, L.L.C. 0.00 %, 3/27/2019
|
BL0963738 00001
|
Senior Loans
|
3,782,000
|
$3,798,565.00
|
0.05 %
|
|
Chesapeake Midstream Partners, L.P. and CHKM Finance Corp. 6.13 %, 7/15/2022
|
16524RAE3
|
Corporate Debt Securities
|
3,839,000
|
$4,117,328.00
|
0.05 %
|
|
Northern Tool & Equipment Company, Inc. 7.00 %, 11/13/2019
|
BL0848905 00003
|
Senior Loans
|
4,285,714
|
$4,328,571.00
|
0.05 %
|
|
Speedway Motorsports, Inc. 6.75 %, 2/1/2019
|
847788AR7
|
Corporate Debt Securities
|
3,717,000
|
$3,967,898.00
|
0.05 %
|
|
Pretium Packaging, L.L.C. and Pretium Finance, Inc. 11.50 %, 4/1/2016
|
74139EAC2
|
Corporate Debt Securities
|
3,867,000
|
$4,195,695.00
|
0.05 %
|
|
Chrysler Group LLC and CG 8.00 %, 6/15/2019
|
17121EAB3
|
Corporate Debt Securities
|
4,000,000
|
$4,385,000.00
|
0.05 %
|
|
Sequa Corp. 7.00 %, 12/15/2017
|
817320AT1
|
Corporate Debt Securities
|
3,944,000
|
$3,993,300.00
|
0.05 %
|
|
National Surgical Hospitals, Inc. 8.25 %, 2/3/2017
|
BL7537543
|
Senior Loans
|
4,054,814
|
$4,024,403.00
|
0.05 %
|
|
Santa Clara Cnty Fin Auth, Var Rate Rev Bonds, El Camino Hosp, Ser 2009A (GTD by Wells Fargo Bank, N.A.) 0.11 %, 4/7/2013
|
801642BN8 02/01/2044
|
Short-Term Securities
|
3,751,000
|
$3,751,000.00
|
0.04 %
|
|
W3 Co. 0.00 %, 8/21/2020
|
BL0944845
|
Senior Loans
|
3,582,000
|
$3,635,730.00
|
0.04 %
|
|
Everest Acquisition, LLC and Everest Acquisition Finance, Inc. 6.88 %, 5/1/2019
|
29977HAD2
|
Corporate Debt Securities
|
3,263,000
|
$3,572,985.00
|
0.04 %
|
|
St. John Knits International, Incorporated 0.00 %, 12/31/2029
|
STJOHNWTS
|
Warrants
|
47,576
|
$3,143,685.00
|
0.04 %
|
|
Cumulus Media Holdings, Inc. 7.50 %, 9/16/2019
|
BL8250500
|
Senior Loans
|
3,000,000
|
$3,087,510.00
|
0.04 %
|
|
International Lease Finance Corporation 4.63 %, 4/15/2021
|
459745GQ2
|
Corporate Debt Securities
|
3,566,000
|
$3,557,085.00
|
0.04 %
|
|
Sabine Oil & Gas LLC 8.75 %, 12/31/2018
|
BL0887093 00002
|
Senior Loans
|
3,126,462
|
$3,198,777.00
|
0.04 %
|
|
WMG Acquisition Corp. 5.25 %, 10/25/2018
|
BL0819930 00002
|
Senior Loans
|
2,875,000
|
$2,916,343.00
|
0.04 %
|
|
Sophia, L.P. 4.50 %, 7/19/2018
|
BL0927790 00001
|
Senior Loans
|
2,900,463
|
$2,939,619.00
|
0.04 %
|
|
International Lease Finance Corporation 3.88 %, 4/15/2018
|
459745GP4
|
Corporate Debt Securities
|
3,566,000
|
$3,561,543.00
|
0.04 %
|
|
NeuStar, Inc. 4.50 %, 1/15/2023
|
64126XAA0
|
Corporate Debt Securities
|
3,720,000
|
$3,552,600.00
|
0.04 %
|
|
U.S. Foodservice, Inc. 5.75 %, 6/6/2017
|
BL05802A6
|
Senior Loans
|
2,774,049
|
$2,807,837.00
|
0.03 %
|
|
Georgia Gulf Corporation 4.88 %, 5/15/2023
|
373200AY0
|
Corporate Debt Securities
|
2,186,000
|
$2,224,255.00
|
0.03 %
|
|
HD Supply, Inc. 7.50 %, 7/15/2020
|
40415RAN5
|
Corporate Debt Securities
|
1,948,000
|
$2,050,270.00
|
0.03 %
|
|
Jabil Circuit, Inc. 7.75 %, 7/15/2016
|
466313AE3
|
Corporate Debt Securities
|
2,046,000
|
$2,355,458.00
|
0.03 %
|
|
NYC Indl Dev Agy, Rental Rev Bonds (Yankee Stadium Proj), Ser 2009 11.00 %, 3/1/2029
|
64943QAA6
|
Municipal Bonds - Taxable
|
1,875,000
|
$2,658,694.00
|
0.03 %
|
|
Texas Competitive Electric Holdings Company, LLC 4.70 %, 10/10/2017
|
BL78154A2
|
Senior Loans
|
3,911,511
|
$2,770,093.00
|
0.03 %
|
|
Texas Competitive Electric Holdings Company, LLC and TCEH Finance, Inc. 11.50 %, 10/1/2020
|
882330AM5
|
Corporate Debt Securities
|
2,150,000
|
$1,607,125.00
|
0.02 %
|
|
Becton Dickinson & Co. 0.22 %, 4/5/2013
|
07588RR56 04/05/2013
|
Short-Term Securities
|
1,403,000
|
$1,402,958.00
|
0.02 %
|
|
ASG Consolidated LLC 0.00 %, 5/15/2018
|
00190B113
|
Warrants
|
12,900
|
$1,483,500.00
|
0.02 %
|
|
Texas Competitive Electric Holdings Company, LLC 4.79 %, 10/10/2017
|
BL78154B2
|
Senior Loans
|
2,001,785
|
$1,417,644.00
|
0.02 %
|
|
USG Corporation 9.75 %, 1/15/2018
|
903293AS7
|
Corporate Debt Securities
|
1,481,000
|
$1,754,985.00
|
0.02 %
|
|
Education Management LLC 4.31 %, 3/30/2018
|
BL0518243 00002
|
Senior Loans
|
1,983,712
|
$1,708,829.00
|
0.02 %
|
|
Clorox Company (The) 0.35 %, 5/8/2013
|
18905LS85 05/08/2013
|
Short-Term Securities
|
2,000,000
|
$1,999,261.00
|
0.02 %
|
|
Misys plc and Magic Newco, LLC 0.00 %, 6/12/2019
|
BL0526279
|
Senior Loans
|
1,513,000
|
$1,699,598.00
|
0.02 %
|
|
Hologic, Inc. 4.50 %, 4/29/2019
|
BL0559247 00001
|
Senior Loans
|
1,985,013
|
$2,009,825.00
|
0.02 %
|
|
NJ Hlth Care Fac Fin Auth, Rev Bonds, AHS Hosp Corp Issue, Ser 2008C (GTD by JPMorgan Chase & Co.) 0.12 %, 4/7/2013
|
64579FWQ2 07/01/2036
|
Short-Term Securities
|
500,000
|
$500,000.00
|
0.01 %
|
|
Univar, Inc. 5.00 %, 6/30/2017
|
BL0791600 00005
|
Senior Loans
|
626,241
|
$631,958.00
|
0.01 %
|
|
Clorox Company (The) 0.35 %, 4/3/2013
|
18905LR37 04/03/2013
|
Short-Term Securities
|
1,000,000
|
$999,972.00
|
0.01 %
|
|
Crown Castle Operating Company 4.00 %, 1/31/2019
|
BL0479461 00001
|
Senior Loans
|
965,226
|
$975,283.00
|
0.01 %
|
|
Provo Craft & Novelty, Inc. 8.50 %, 3/2/2016
|
BL5956299
|
Senior Loans
|
9,242,974
|
$708,659.00
|
0.01 %
|
|
Ply Gem Holdings, Inc. 8.25 %, 2/15/2018
|
729416AQ0
|
Corporate Debt Securities
|
1,023,000
|
$1,113,791.00
|
0.01 %
|
|
Scientific Games Corporation 8.13 %, 9/15/2018
|
80874PAK5
|
Corporate Debt Securities
|
975,000
|
$1,065,188.00
|
0.01 %
|
|
Toyota Motor Credit Corporation 0.13 %, 6/28/2013
|
892332MN4
|
Short-Term Securities
|
4,000
|
$4,000.00
|
0.00 %
|
|
Visant Corporation 5.25 %, 12/22/2016
|
BL76559A6
|
Senior Loans
|
286,519
|
$277,669.00
|
0.00 %
|
|
Global Geophysical Services, Inc. 10.50 %, 5/1/2017
|
37946SAB3
|
Corporate Debt Securities
|
336,000
|
$291,480.00
|
0.00 %
|
|
Provo Craft & Novelty, Inc. 8.50 %, 3/2/2016
|
BL59562A9
|
Senior Loans
|
696,918
|
$53,433.00
|
0.00 %
|
|
Provo Craft & Novelty, Inc.
|
35679080Z
|
Common Stocks
|
3,626
|
$0.00
|
0.00 %
|
|
Focus Brands, Inc. 6.25 %, 2/22/2018
|
BL0491599 00003
|
Senior Loans
|
114,545
|
$115,691.00
|
0.00 %
|
|
Northern Tool & Equipment Company, Inc. 8.00 %, 11/13/2019
|
BL0848905 00004
|
Senior Loans
|
385,714
|
$389,571.00
|
0.00 %
|
|
Candy Intermediate Holdings, Inc. 8.50 %, 5/23/2018
|
BL0585655 00003
|
Senior Loans
|
21,216
|
$21,552.00
|
0.00 %
|
|
Focus Brands, Inc. 7.25 %, 2/22/2018
|
BL0491599 00005
|
Senior Loans
|
319,295
|
$322,488.00
|
0.00 %
|