|
Monthly Portfolio Holdings as of 3/28/2013
| Security Name |
Coupon |
Maturity Date |
Par / Shares |
Market Value($) |
| STANLEY BLACK & DECK 4.75% 11/17/15 |
0.0
|
11/17/2015
|
1,000
|
126,590
|
| CHIQUITA BRANDS INTE 7.875% 02/01/21 |
7.875
|
02/01/2021
|
510,000
|
534,863
|
| ADVANTAGE SALES & MA L+4.25%, 12/17/17 |
4.25
|
12/17/2017
|
2,463,825
|
2,501,810
|
| OFFSHORE GROUP I 11.5% 08/01/15 |
11.5
|
08/01/2015
|
68,000
|
74,120
|
| MCC GEORGIA LLC L+4%, 02/08/20 |
4.0
|
02/08/2020
|
1,741,250
|
1,763,016
|
| TRAVELPORT LLC L+5.0336%, 08/23/15 |
5.034
|
08/23/2015
|
64,044
|
63,844
|
| LORD & TAYLOR LLC L+5.75%, 12/02/18 |
5.75
|
12/02/2018
|
330,619
|
334,614
|
| APEX TOOL GROUP LLC L+4.5%, 02/01/20 |
4.5
|
02/01/2020
|
1,750,000
|
1,777,344
|
| ALLIANT INSURANCE SE L+5%, 12/07/19 |
5.0
|
12/07/2019
|
950,000
|
961,579
|
| KABEL DEUTSCHLAND VE L+3.5%, 02/01/19 |
3.5
|
02/01/2019
|
725,000
|
729,596
|
| CPI INTERNATIONAL IN L+5%, 11/24/17 |
5.0
|
11/24/2017
|
480,583
|
480,583
|
| ACCENTCARE INC L+6.5%, 12/22/16 |
6.5
|
12/22/2016
|
717,646
|
461,985
|
| TI GROUP AUTOMOTIVE L+6.75%, 03/01/19 |
6.75
|
03/01/2019
|
1,008,134
|
1,016,325
|
| NEP BROADCASTING LLC L+4.75%, 01/03/20 |
4.75
|
01/03/2020
|
2,593,500
|
2,622,677
|
| SI ORGANIZATION INC L+4.5%, 11/22/16 |
4.5
|
11/22/2016
|
1,955,000
|
1,959,888
|
| TRIMAS CORP L+3.75%, 10/11/19 |
3.75
|
10/11/2019
|
2,124,843
|
2,143,436
|
| LEASE INVESTMENT FLI 0.5932% 07/15/31 |
0.593
|
07/15/2031
|
317,276
|
228,439
|
| BOOZ ALLEN HAMILTON L+4.5%, 07/10/19 |
4.5
|
07/10/2019
|
497,500
|
505,211
|
| BOYD GAMING CORP L+6%, 12/17/15 |
6.0
|
12/17/2015
|
937,500
|
948,549
|
| FRESENIUS SE & CO KG L+3.25%, 09/10/14 |
3.25
|
09/10/2014
|
347,764
|
348,959
|
| MYSTIC RE LTD 0% 03/12/15 |
0.0
|
03/12/2015
|
250,000
|
261,900
|
| HUB INTERNATIONAL HO L+6.75%, 12/13/17 |
6.75
|
12/13/2017
|
96,525
|
97,714
|
| COLFAX CORP L+2.5%, 01/11/19 |
2.5
|
01/11/2019
|
1,750,000
|
1,763,398
|
| WARNER CHILCOTT CORP L+4.25%, 03/03/18 |
4.25
|
03/03/2018
|
402,601
|
408,640
|
| SAMSON INVESTMENT CO L+6%, 09/10/16 |
6.0
|
09/10/2016
|
1,950,000
|
1,978,275
|
| JBS USA LLC / JBS US L+3.75%, 05/25/18 |
3.75
|
05/25/2018
|
2,000,000
|
2,017,500
|
| GLENN POOL OIL & GAS L+4.5%, 06/01/16 |
4.5
|
06/01/2016
|
1,243,173
|
1,249,389
|
| MOLYCORP INC 10% 06/01/20 |
10.0
|
06/01/2020
|
600,000
|
591,000
|
| AQUILEX HOLDINGS LLC L+9.5%, 04/01/16 |
9.5
|
04/01/2016
|
522,733
|
524,040
|
| BSN MEDICAL GMBH & C L+5%, 08/28/19 |
5.0
|
08/28/2019
|
1,525,000
|
1,542,792
|
| KEY SAFETY SYSTEMS I L+2.4537%, 03/08/14 |
2.454
|
03/08/2014
|
1,556,838
|
1,547,108
|
| IMS HEALTH INC L+3.75%, 08/26/17 |
3.75
|
08/26/2017
|
988,473
|
1,000,417
|
| LAMAR ADVERTISING CO L+4%, 10/01/16 |
4.0
|
10/01/2016
|
19,273
|
19,425
|
| BWAY HOLDING CO L+4.5025%, 08/06/17 |
4.503
|
08/06/2017
|
1,850,000
|
1,874,281
|
| MASTEC INC 4.875% 03/15/23 |
4.875
|
03/15/2023
|
750,000
|
742,500
|
| CELLULAR SOUTH INC L+4.50317%, 06/16/17 |
4.503
|
06/16/2017
|
1,846,875
|
1,869,961
|
| OM GROUP INC L+6.5%, 07/05/17 |
6.5
|
07/05/2017
|
1,975,000
|
1,993,926
|
| TEXAS COMPETITIVE EL L+4.7326%, 10/10/17 |
4.733
|
10/10/2017
|
1,528,934
|
1,089,358
|
| WAUPACA FOUNDRY INC L+5.75%, 06/29/17 |
5.75
|
06/29/2017
|
1,882,945
|
1,911,190
|
| VIRGIN MEDIA INVESTM L+2.75%, 02/06/20 |
2.75
|
02/06/2020
|
2,750,000
|
2,739,688
|
| VERTAFORE INC L+5.25%, 07/31/16 |
5.25
|
07/31/2016
|
1,686,451
|
1,704,369
|
| ROVI CORP L+4%, 03/30/19 |
4.0
|
03/30/2019
|
1,601,264
|
1,601,264
|
| GRAY TELEVISION INC L+4.75%, 10/11/19 |
4.75
|
10/11/2019
|
963,964
|
979,628
|
| QUEEN STREET VII RE 0% 04/08/16 |
0.0
|
04/08/2016
|
250,000
|
251,425
|
| TELESAT CANADA L+5.5%, 03/28/19 |
5.5
|
03/28/2019
|
2,193,425
|
2,213,975
|
| VERINT SYSTEMS INC L+4%, 09/06/19 |
4.0
|
09/06/2019
|
1,921,206
|
1,940,418
|
| PNC FINANCIAL SERVIC 8.25% 05/29/49 |
8.25
|
05/29/2049
|
560,000
|
563,414
|
| PHYSICIAN ONCOLOGY S L+7.75%, 02/10/17 |
7.75
|
02/10/2017
|
944,911
|
944,911
|
| ATLAS REINSURANCE VI 8.178% 01/07/16 |
8.178
|
01/07/2016
|
250,000
|
252,800
|
| INFOGROUP INC L+5.75%, 05/10/18 |
5.75
|
05/10/2018
|
558,392
|
510,231
|
| LODESTONE RE LTD 0% 05/17/13 |
0.0
|
05/17/2013
|
500,000
|
502,900
|
| CITIGROUP CAPITAL XI 7.875% 10/30/40 |
7.875
|
10/30/2040
|
30,450
|
870,566
|
| MICHAEL FOODS INC L+4.25%, 02/14/18 |
4.25
|
02/14/2018
|
1,284,937
|
1,306,620
|
| REYNOLDS & REYNOLDS L+3.75%, 03/09/18 |
3.75
|
03/09/2018
|
1,010,028
|
1,018,544
|
| EXOPACK HOLDING CORP L+6.5%, 05/06/17 |
6.5
|
05/06/2017
|
2,023,950
|
2,046,719
|
| SEITEL INC 9.5% 04/15/19 |
9.5
|
04/15/2019
|
500,000
|
501,875
|
| WARNER CHILCOTT CORP L+4.25%, 03/17/18 |
4.25
|
03/17/2018
|
142,661
|
144,801
|
| RUBY WESTERN PIPELIN L+2.5%, 03/27/20 |
2.5
|
03/27/2020
|
1,800,000
|
1,824,750
|
| EXPERT GLOBAL SOLUTI L+8%, 03/13/18 |
8.0
|
03/13/2018
|
2,037,070
|
2,057,441
|
| SIX FLAGS ENTERTAINM L+4.0005%, 11/23/18 |
4.0
|
11/23/2018
|
1,968,939
|
1,988,445
|
| CAELUS RE LTD 0% 03/07/16 |
0.0
|
03/07/2016
|
500,000
|
499,600
|
| HEARTHSIDE FOOD SOLU L+6.50216%, 05/07/18 |
6.502
|
05/07/2018
|
696,500
|
703,465
|
| HERTZ CORP/THE L+3.75%, 03/11/18 |
3.75
|
03/11/2018
|
1,745,625
|
1,772,172
|
| DELTA AIR LINES INC L+4.25%, 03/29/17 |
4.25
|
03/29/2017
|
1,773,000
|
1,797,379
|
| CINCINNATI BELL 8.375% 10/15/20 |
8.375
|
10/15/2020
|
405,000
|
421,200
|
| IBIS RE LTD 0% 05/03/13 |
0.0
|
05/03/2013
|
500,000
|
501,600
|
| PRV AEROSPACE LLC L+6.50235%, 05/09/18 |
6.502
|
05/09/2018
|
373,236
|
376,502
|
| CROSSMARK HOLDINGS I L+0.035%, 01/31/20 |
0.035
|
01/31/2020
|
1,500,000
|
1,504,220
|
| AIR MEDICAL GROUP HO L+6.5%, 05/29/18 |
6.5
|
05/29/2018
|
498,750
|
511,219
|
| GLOBAL DEFENSE TECHN L+7.5%, 04/22/17 |
7.5
|
04/22/2017
|
924,416
|
905,928
|
| ASCENT CAPITAL GROUP L+5.50252%, 03/06/18 |
5.503
|
03/06/2018
|
1,399,429
|
1,409,706
|
| EAST LANE RE V LTD 0% 03/16/16 |
0.0
|
03/16/2016
|
250,000
|
270,225
|
| GENERAC ACQUISITION L+6.25%, 05/22/19 |
6.25
|
05/22/2019
|
770,194
|
790,412
|
| PAR PHARMACEUTICAL C L+4.25%, 09/28/19 |
4.25
|
09/28/2019
|
1,990,013
|
2,014,673
|
| ISS A/S L+2.75%, 03/26/18 |
2.75
|
03/26/2018
|
2,000,000
|
1,995,000
|
| NSG HOLDINGS LLC / N L+4.75%, 11/15/19 |
4.75
|
11/15/2019
|
1,860,338
|
1,892,893
|
| TASC INC L+4.5%, 04/25/15 |
4.5
|
04/25/2015
|
1,167,747
|
1,172,491
|
| TANK HOLDINGS CORP L+5.5%, 06/08/19 |
5.5
|
06/08/2019
|
1,415,690
|
1,420,114
|
| CEMEX SAB DE CV 5.2836% 09/30/15 |
5.284
|
09/30/2015
|
650,000
|
673,563
|
| EXCELITAS TECHNOLOGI L+5%, 11/29/16 |
5.0
|
11/29/2016
|
658,134
|
661,425
|
| WALTER ENERGY INC L+5.75%, 02/03/18 |
5.75
|
02/03/2018
|
1,303,558
|
1,313,009
|
| LESLIE'S POOLMART L+5.2299%, 10/01/19 |
5.23
|
10/01/2019
|
497,620
|
505,706
|
| COMPASS RE LTD 0% 01/08/15 |
0.0
|
01/08/2015
|
250,000
|
258,050
|
| YANKEE CANDLE CO INC L+5.25%, 03/02/19 |
5.25
|
03/02/2019
|
884,534
|
894,762
|
| NORTHSTAR 2012-1 MOR 4.449% 08/25/29 |
4.449
|
08/25/2029
|
300,000
|
305,015
|
| FORTESCUE METALS GRO L+5.25%, 09/18/17 |
5.25
|
09/18/2017
|
2,837,870
|
2,874,864
|
| WINDSTREAM CORP L+4%, 07/23/19 |
4.0
|
07/23/2019
|
481,363
|
487,380
|
| CAESARS ENTERTAINMEN L+5.4542%, 01/28/18 |
5.454
|
01/28/2018
|
930,000
|
863,970
|
| TEMPUR-PEDIC INTERNA L+5%, 09/27/19 |
5.0
|
09/27/2019
|
1,446,875
|
1,468,966
|
| CINEDIGM DIGITAL FUN L+3.75%, 03/31/16 |
3.75
|
03/31/2016
|
667,056
|
671,226
|
| BNY CONVERGEX GROUP L+8.75%, 12/16/17 |
8.75
|
12/16/2017
|
528,316
|
522,703
|
| EDWARDS CAYMAN ISLAN L+3.5%, 03/05/20 |
3.5
|
03/05/2020
|
1,000,000
|
1,005,000
|
| TERVITA CORP L+6.25%, 02/11/18 |
6.25
|
02/11/2018
|
1,500,000
|
1,519,922
|
| GIBSON ENERGY INC L+4.75%, 06/30/18 |
4.75
|
06/30/2018
|
272,250
|
276,334
|
| UNIVERSAL HEALTH SER L+3.75%, 11/30/16 |
3.75
|
11/30/2016
|
401,667
|
405,851
|
| USI INSURANCE SERVIC L+5.25%, 11/29/19 |
5.25
|
11/29/2019
|
1,970,063
|
1,990,585
|
| SUNCOKE ENERGY INC L+4%, 07/21/18 |
4.0
|
07/21/2018
|
183,521
|
184,438
|
| DAVITA HEALTHCARE PA L+4%, 08/01/19 |
4.0
|
08/01/2019
|
2,344,125
|
2,371,413
|
| WCA WASTE CORP L+5.5%, 03/01/18 |
5.5
|
03/01/2018
|
1,308,537
|
1,320,804
|
| KLOECKNER PENTAPLAST L+5.75%, 12/14/16 |
5.75
|
12/14/2016
|
1,637,065
|
1,666,736
|
| FIRST DATA CORP L+4.2042%, 03/24/18 |
4.204
|
03/24/2018
|
1,387,680
|
1,385,772
|
| NEWTEK SMALL BUSINES 3.9552% 07/25/38 |
3.955
|
07/25/2038
|
500,000
|
500,000
|
| AVIV HEALTHCARE 7.75% 02/15/19 |
7.75
|
02/15/2019
|
500,000
|
537,500
|
| MORGAN STANLEY CAPIT 0.9039% 12/15/20 |
0.904
|
12/15/2020
|
300,000
|
292,703
|
| PILOT TRAVEL CENTERS L+3.75%, 03/30/18 |
3.75
|
03/30/2018
|
1,614,075
|
1,632,427
|
| AMERISTAR CASINOS IN L+4%, 03/29/18 |
4.0
|
03/29/2018
|
490,000
|
494,670
|
| LODESTONE RE LTD 0% 01/08/14 |
0.0
|
01/08/2014
|
500,000
|
504,800
|
| BAUSCH & LOMB INC L+5.25%, 04/17/19 |
5.25
|
04/17/2019
|
124,063
|
125,402
|
| BNY CONVERGEX GROUP L+5.25%, 12/16/16 |
5.25
|
12/16/2016
|
957,359
|
955,763
|
| PINNACLE FOODS FINAN L+4.75%, 09/16/18 |
4.75
|
09/16/2018
|
893,992
|
903,412
|
| NBCUNIVERSAL ENTERPR 0.8170% 04/15/16 |
0.817
|
04/15/2016
|
210,000
|
209,855
|
| BOMBARDIER INC 4.25% 01/15/16 |
4.25
|
01/15/2016
|
500,000
|
518,750
|
| AMERICAN HOME MORTGA 2.4474% 06/25/45 |
2.447
|
06/25/2045
|
117,358
|
110,044
|
| IAP WORLDWIDE SERVIC L+10%, 12/31/15 |
10.0
|
12/31/2015
|
1,646,574
|
1,234,931
|
| EMERGENCY MEDICAL SE L+4%, 04/05/18 |
4.0
|
04/05/2018
|
2,877,616
|
2,894,882
|
| ALKERMES INC L+4.5%, 09/25/19 |
4.5
|
09/25/2019
|
1,194,000
|
1,200,468
|
| SWIFT TRANSPORTATION L+0.03%, 12/21/17 |
0.03
|
12/21/2017
|
1,155,786
|
1,173,846
|
| PINNACLE FOODS FINAN L+4.75%, 10/17/18 |
4.75
|
10/17/2018
|
1,240,625
|
1,255,025
|
| CBRE GROUP INC L+3.7017%, 08/17/19 |
3.702
|
08/17/2019
|
985,000
|
989,002
|
| TRANSTAR HOLDING CO L+5.5%, 09/13/18 |
5.5
|
09/13/2018
|
1,990,000
|
2,029,800
|
| CEVA GROUP PLC L+5.2985%, 08/31/16 |
5.299
|
08/31/2016
|
301,545
|
293,403
|
| NARA CABLE FUNDING I 8.5% 03/01/20 |
8.5
|
03/01/2020
|
250,000
|
335,763
|
| LODESTONE RE LTD 0% 05/17/13 |
0.0
|
05/17/2013
|
250,000
|
250,900
|
| RESIDENTIAL REINSURA 0% 06/06/13 |
0.0
|
06/06/2013
|
250,000
|
254,875
|
| RENFRO CORP L+0.045%, 01/23/19 |
0.045
|
01/23/2019
|
700,000
|
710,500
|
| UNITED SURGICAL PART L+4.75%, 04/03/19 |
4.75
|
04/03/2019
|
997,494
|
1,008,092
|
| CONFIE SEGUROS HOLDI L+6.5%, 10/11/13 |
6.5
|
10/11/2013
|
1,795,500
|
1,815,699
|
| VANTIV LLC L+3.75%, 02/22/19 |
3.75
|
02/22/2019
|
282,857
|
284,360
|
| WIDEOPENWEST LLC L+6.25%, 04/18/18 |
6.25
|
04/18/2018
|
1,505,202
|
1,526,275
|
| BLUE FIN LTD 0% 05/28/13 |
0.0
|
05/28/2013
|
250,000
|
252,400
|
| AI CHEM & CY SCA L+3.25%, 09/12/19 |
3.25
|
09/12/2019
|
2,000,000
|
2,007,500
|
| VITA CAPITAL V LTD 2.896% 01/15/17 |
2.896
|
01/15/2017
|
300,000
|
306,630
|
| FOUNDATION RE III LT 0% 02/25/15 |
0.0
|
02/25/2015
|
350,000
|
365,050
|
| LANDRY'S INC L+4.75%, 03/22/18 |
4.75
|
03/22/2018
|
2,078,065
|
2,097,114
|
| FERRELLGAS LP / FERR 6.5% 05/01/21 |
6.5
|
05/01/2021
|
250,000
|
258,125
|
| HOLOGIC INC L+4.5%, 04/29/19 |
4.5
|
04/29/2019
|
1,194,000
|
1,212,034
|
| BAYVIEW FINANCIAL AC 0.8337% 05/28/44 |
0.834
|
05/28/2044
|
525,115
|
517,824
|
| HJ HEINZ CO L+2.5%, 03/27/20 |
2.5
|
03/27/2020
|
2,000,000
|
1,995,000
|
| PHYSICIAN ONCOLOGY S L+7.75%, 01/31/17 |
7.75
|
01/31/2017
|
114,796
|
114,796
|
| ACOSTA INC L+5%, 09/25/17 |
5.0
|
09/25/2017
|
573,563
|
581,449
|
| WARNER CHILCOTT CORP L+4.25%, 03/15/18 |
4.25
|
03/15/2018
|
175,255
|
177,884
|
| YANKEE CANDLE CO INC 9.75% 02/15/17 |
9.75
|
02/15/2017
|
346,000
|
358,978
|
| STAR ENERGY GEOTHERM 6.125% 03/27/20 |
6.125
|
03/27/2020
|
575,000
|
573,563
|
| CHEMTURA CORP L+5.5%, 08/11/16 |
5.5
|
08/11/2016
|
2,750,000
|
2,791,250
|
| SUCCESSOR X LTD 0% 11/10/15 |
0.0
|
11/10/2015
|
250,000
|
251,925
|
| IASIS HEALTHCARE LLC L+4.5%, 05/03/18 |
4.5
|
05/03/2018
|
1,078,048
|
1,094,556
|
| FOX ACQUISITION SUB L+5.5%, 07/01/17 |
5.5
|
07/01/2017
|
1,711,509
|
1,745,025
|
| SHORE RE LTD 0% 07/08/13 |
0.0
|
07/08/2013
|
400,000
|
403,840
|
| ROC FINANCE LLC L+3.75%, 03/27/19 |
3.75
|
03/27/2019
|
1,200,000
|
1,194,000
|
| PREFERRED SANDS HOLD L+7.5%, 12/15/16 |
7.5
|
12/15/2016
|
1,163,250
|
1,087,639
|
| UNIFRAX CORP L+4.25%, 12/31/19 |
4.25
|
12/31/2019
|
1,745,625
|
1,765,263
|
| BEAR STEARNS ASSET B 0.4842% 02/25/36 |
0.484
|
02/25/2036
|
253,440
|
250,326
|
| IMMUCOR INC L+5%, 08/19/18 |
5.0
|
08/19/2018
|
1,000,000
|
1,009,219
|
| BNY CONVERGEX GROUP L+5.25%, 12/16/16 |
5.25
|
12/16/2016
|
433,392
|
432,669
|
| CNO FINANCIAL GROUP L+5%, 09/04/18 |
5.0
|
09/04/2018
|
1,911,531
|
1,943,789
|
| SALEM COMMUNICATIONS L+4.5%, 03/15/20 |
4.5
|
03/15/2020
|
1,000,000
|
1,015,000
|
| SCHAEFFLER AG L+4.25%, 01/27/17 |
4.25
|
01/27/2017
|
1,701,830
|
1,723,103
|
| WORLD KITCHEN LLC L+5.5%, 02/13/19 |
5.5
|
02/13/2019
|
900,000
|
912,375
|
| DEL MONTE FOODS CO L+4%, 02/03/18 |
4.0
|
02/03/2018
|
2,164,983
|
2,186,408
|
| PELICAN PRODUCTS INC L+7%, 08/15/18 |
7.0
|
08/15/2018
|
496,250
|
497,491
|
| GENPACT LTD L+4.25%, 08/17/19 |
4.25
|
08/17/2019
|
1,990,000
|
2,021,508
|
| CONSTELLIUM HOLDCO B L+6.25%, 03/01/20 |
6.25
|
03/01/2020
|
500,000
|
513,750
|
| GLOBAL CASH ACCESS H L+7%, 02/01/16 |
7.0
|
02/01/2016
|
559,524
|
567,217
|
| COMBINE RE LTD 0% 01/07/15 |
0.0
|
01/07/2015
|
250,000
|
256,625
|
| GENTIVA HEALTH SERVI L+6.5%, 02/22/16 |
6.5
|
02/22/2016
|
1,166,118
|
1,176,322
|
| CARESTREAM HEALTH IN L+5%, 02/08/17 |
5.0
|
02/08/2017
|
1,914,659
|
1,925,943
|
| SPIRIT AEROSYSTEMS I L+3.75%, 03/27/19 |
3.75
|
03/27/2019
|
496,250
|
501,523
|
| HCA HOLDINGS INC L+3.4537%, 05/01/18 |
3.454
|
05/01/2018
|
83,654
|
84,455
|
| ALBERTSONS LLC L+0.045%, 02/14/16 |
0.045
|
02/14/2016
|
2,375,000
|
2,418,472
|
| ALLISON TRANSMISSION L+0.03%, 08/07/17 |
0.03
|
08/07/2017
|
202,762
|
203,734
|
| NEXEO SOLUTIONS LLC L+5%, 02/26/17 |
5.0
|
02/26/2017
|
1,078,000
|
1,083,390
|
| TW TELECOM HOLDINGS L+3.75%, 12/30/16 |
3.75
|
12/30/2016
|
1,750,000
|
1,763,125
|
| BNY CONVERGEX GROUP L+8.75%, 11/29/17 |
8.75
|
11/29/2017
|
221,684
|
219,328
|
| FTS INTERNATIONAL SE L+8.5%, 05/06/16 |
8.5
|
05/06/2016
|
1,238,850
|
1,180,522
|
| MANITOWOC CO INC/THE L+4.25%, 10/11/17 |
4.25
|
10/11/2017
|
280,056
|
283,732
|
| US BANCORP 6% 12/31/99 |
6.0
|
|
28,000
|
779,520
|
| FIRST DATA CORP L+5.2042%, 03/24/17 |
5.204
|
03/24/2017
|
67,341
|
67,925
|
| ALTISOURCE PORTFOLIO L+5.75%, 11/01/19 |
5.75
|
11/01/2019
|
1,695,750
|
1,727,545
|
| UNITED SURGICAL PART L+6.75%, 04/03/17 |
6.75
|
04/03/2017
|
327,364
|
329,001
|
| MTL PUBLISHING LLC L+5.5%, 11/14/17 |
5.5
|
11/14/2017
|
1,000,000
|
1,013,021
|
| WYLE SERVICES CORP L+5%, 03/31/17 |
5.0
|
03/31/2017
|
1,489,458
|
1,501,559
|
| LANGUAGE LINE SERVIC L+6.25%, 05/30/16 |
6.25
|
05/30/2016
|
916,810
|
912,609
|
| FAIRMOUNT MINERALS L L+5.25%, 03/01/17 |
5.25
|
03/01/2017
|
1,966,297
|
1,981,453
|
| WIRECO WORLDGROUP IN 9.5% 05/15/17 |
9.5
|
05/15/2017
|
250,000
|
261,250
|
| MEDASSETS INC L+4%, 11/20/19 |
4.0
|
11/20/2019
|
549,550
|
555,046
|
| ARMSTRONG WORLD INDU L+3.5%, 02/26/20 |
3.5
|
02/26/2020
|
425,000
|
428,719
|
| CONVATEC INC L+5%, 12/01/16 |
5.0
|
12/01/2016
|
1,702,005
|
1,732,322
|
| COVANTA HOLDING CORP L+4%, 03/01/19 |
4.0
|
03/01/2019
|
694,750
|
703,000
|
| NATIONAL MENTOR HOLD L+6.5%, 02/09/17 |
6.5
|
02/09/2017
|
1,729,704
|
1,752,407
|
| GCA SERVICES GROUP I L+5.25%, 09/25/19 |
5.25
|
09/25/2019
|
1,496,538
|
1,504,021
|
| GARDA WORLD SECURITY L+4.5%, 10/24/19 |
4.5
|
10/24/2019
|
1,246,875
|
1,264,410
|
| SUN PRODUCTS CORP/TH L+6.5%, 03/06/20 |
6.5
|
03/06/2020
|
1,500,000
|
1,518,750
|
| EP ENERGY LLC L+5%, 05/24/18 |
5.0
|
05/24/2018
|
1,500,000
|
1,519,419
|
| DELTEK INC L+5%, 10/10/18 |
5.0
|
10/10/2018
|
2,250,000
|
2,280,938
|
| EAST LANE RE LTD 0% 03/14/14 |
0.0
|
03/14/2014
|
500,000
|
510,150
|
| LYNX I CORP 5.375% 04/15/21 |
5.375
|
04/15/2021
|
600,000
|
624,000
|
| SEQUA AUTOMOTIVE GRO L+6.25%, 11/01/18 |
6.25
|
11/01/2018
|
1,496,250
|
1,512,772
|
| HARGRAY COMMUNICATIO L+2.25%, 06/29/14 |
2.25
|
06/29/2014
|
1,750,000
|
1,756,563
|
| TESORO CORP L+2.25%, 01/11/16 |
2.25
|
01/11/2016
|
1,000,000
|
1,013,750
|
| KRONOS INC/MA L+4.5%, 10/02/19 |
4.5
|
10/02/2019
|
750,000
|
759,610
|
| AWAS AVIATION CAPITA L+4.75%, 06/25/18 |
4.75
|
06/25/2018
|
1,349,922
|
1,363,421
|
| COINSTAR INC 6% 03/15/19 |
6.0
|
03/15/2019
|
660,000
|
674,850
|
| CATALENT PHARMA SOLU L+3.7037%, 09/15/16 |
3.704
|
09/15/2016
|
1,258,452
|
1,268,677
|
| EUROPEAN EURO |
|
|
3,201
|
4,104
|
| NORANDA ALUMINUM HOL L+5.75%, 02/17/19 |
5.75
|
02/17/2019
|
272,250
|
276,844
|
| NPC RESTAURANT HOLDI L+4.5%, 12/28/18 |
4.5
|
12/28/2018
|
1,929,833
|
1,962,399
|
| SEQUA CORP L+0.04%, 05/29/17 |
0.04
|
05/29/2017
|
1,645,875
|
1,673,991
|
| US AIRWAYS INC L+2.7047%, 03/19/14 |
2.705
|
03/19/2014
|
1,971,429
|
1,972,168
|
| RANPAK CORP L+4.75%, 03/28/17 |
4.75
|
03/28/2017
|
812,571
|
814,603
|
| MMM HOLDINGS INC L+0.0825%, 10/09/17 |
0.083
|
10/09/2017
|
750,000
|
755,625
|
| SILVER II BORROWER / L+4%, 12/13/19 |
4.0
|
12/13/2019
|
1,745,625
|
1,759,496
|
| NBTY INC L+3.5%, 10/01/17 |
3.5
|
10/01/2017
|
2,076,786
|
2,105,082
|
| SCIENTIFIC GAMES COR L+3.21%, 06/30/15 |
3.21
|
06/30/2015
|
1,369,141
|
1,377,698
|
| SINCLAIR BROADCAST G L+5.25%, 10/29/16 |
5.25
|
10/29/2016
|
445,317
|
447,263
|
| AFFINION GROUP INC L+5%, 10/09/16 |
5.0
|
10/09/2016
|
1,652,040
|
1,617,967
|
| NRG ENERGY INC L+3.25%, 07/01/18 |
3.25
|
07/01/2018
|
892,432
|
905,707
|
| SYNAGRO TECHNOLOGIES L+2.27985%, 04/02/14 |
2.28
|
04/02/2014
|
211,989
|
204,039
|
| WOLVERINE WORLD WIDE L+4%, 05/01/19 |
4.0
|
05/01/2019
|
897,563
|
908,782
|
| BRIGHT HORIZONS FAMI L+4.0004%, 01/14/20 |
4.0
|
01/14/2020
|
1,730,000
|
1,745,859
|
| MCGRAW-HILL GLOBAL E L+7.75%, 03/04/19 |
7.75
|
03/04/2019
|
1,250,000
|
1,212,500
|
| METROPCS INC L+4%, 03/17/18 |
4.0
|
03/17/2018
|
293,995
|
295,403
|
| SUMMIT MATERIALS LLC L+5%, 01/30/19 |
5.0
|
01/30/2019
|
1,238,926
|
1,249,380
|
| WEST CORP/OLD L+4.25%, 06/30/18 |
4.25
|
06/30/2018
|
1,586,923
|
1,614,695
|
| AMERIFORGE GROUP INC L+6%, 01/22/20 |
6.0
|
01/22/2020
|
1,750,000
|
1,775,156
|
| UCI INTERNATIONAL IN L+5.5%, 07/04/17 |
5.5
|
07/04/2017
|
277,936
|
280,541
|
| DENBURY RESOURCES IN 8.25% 02/15/20 |
8.25
|
02/15/2020
|
498,000
|
557,760
|
| SYNIVERSE HOLDINGS I L+5%, 04/10/19 |
5.0
|
04/10/2019
|
1,215,813
|
1,225,312
|
| INTELSAT JACKSON HOL L+4.5%, 04/02/18 |
4.5
|
04/02/2018
|
985,031
|
1,001,654
|
| PROTECTION ONE INC L+5.75%, 03/20/19 |
5.75
|
03/20/2019
|
2,155,092
|
2,174,848
|
| WASTEQUIP INC L+8.25188%, 05/17/18 |
8.252
|
05/17/2018
|
298,500
|
299,993
|
| B&G FOODS INC L+4.00316%, 11/30/18 |
4.003
|
11/30/2018
|
493,750
|
501,465
|
| ON ASSIGNMENT INC L+5%, 03/20/19 |
5.0
|
03/20/2019
|
1,095,095
|
1,110,139
|
| HUB INTERNATIONAL HO L+4.7037%, 06/13/17 |
4.704
|
06/13/2017
|
471,794
|
476,630
|
| CENGAGE LEARNING ACQ L+2.71%, 07/04/14 |
2.71
|
07/04/2014
|
1,749,871
|
1,355,056
|
| MDC PARTNERS INC 6.75% 04/01/20 |
6.75
|
04/01/2020
|
770,000
|
777,700
|
| STAR WEST GENERATION L+5%, 03/08/20 |
5.0
|
03/08/2020
|
1,000,000
|
1,015,313
|
| DYNCORP INTERNATIONA L+6.25%, 07/07/16 |
6.25
|
07/07/2016
|
1,004,783
|
1,012,946
|
| NATIONAL SURGICAL HO L+8.25%, 01/04/17 |
8.25
|
01/04/2017
|
1,621,926
|
1,617,871
|
| AMERICAN HOME MORTGA 2.4474% 06/25/45 |
2.447
|
06/25/2045
|
286,557
|
282,814
|
| DIGITALGLOBE INC L+0.0275%, 01/25/20 |
0.028
|
01/25/2020
|
1,500,000
|
1,519,337
|
| EUR FORWARD EUUS050613S |
0.0
|
05/06/2013
|
-250,000
|
-320,610
|
| UNIVISION COMMUNICAT L+4.75%, 02/22/20 |
4.75
|
02/22/2020
|
1,165,008
|
1,173,309
|
| LODESTONE RE LTD 0% 01/08/14 |
0.0
|
01/08/2014
|
250,000
|
252,175
|
| WIRECO WORLDGROUP IN L+6%, 04/13/17 |
6.0
|
04/13/2017
|
2,089,500
|
2,120,843
|
| CROWN CASTLE INTERNA L+4%, 01/10/19 |
4.0
|
01/10/2019
|
915,055
|
926,951
|
| MYTHEN RE LTD SERIES 8.7102% 01/05/17 |
8.71
|
01/05/2017
|
750,000
|
757,125
|
| FRESENIUS KABI PHARM L+3.25%, 09/10/14 |
3.25
|
09/10/2014
|
680,615
|
682,955
|
| VANGUARD HEALTH HOLD L+0.0275%, 01/29/16 |
0.028
|
01/29/2016
|
2,000,000
|
2,027,500
|
| LEASE INVESTMENT FLI 0.6332% 07/15/31 |
0.633
|
07/15/2031
|
317,276
|
228,439
|
| RIVERBED TECHNOLOGY L+4%, 10/29/19 |
4.0
|
10/29/2019
|
1,702,775
|
1,724,060
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
0.0
|
12/06/2016
|
750,000
|
758,550
|
| XERIUM TECHNOLOGIES L+6.25%, 05/26/17 |
6.25
|
05/26/2017
|
1,584,515
|
1,596,399
|
| RPI FINANCE TRUST L+3.5%, 05/10/18 |
3.5
|
05/10/2018
|
396,238
|
400,861
|
| FLY FUNDING II SARL L+0.045%, 08/09/18 |
0.045
|
08/09/2018
|
1,204,557
|
1,221,120
|
| AUDIO VISUAL SERVICE L+6.75%, 10/11/18 |
6.75
|
10/11/2018
|
1,496,250
|
1,507,472
|
| WESCO INTERNATIONAL L+4.5%, 12/04/19 |
4.5
|
12/04/2019
|
2,260,000
|
2,285,143
|
| SRAM CORP L+4.75292%, 05/12/18 |
4.753
|
05/12/2018
|
667,388
|
669,057
|
| VERTRUE INC L+0.04%, 08/18/14 |
0.04
|
08/18/2014
|
930,366
|
309,347
|
| EMBARCADERO REINSURA 0% 08/04/14 |
0.0
|
08/04/2014
|
250,000
|
254,225
|
| SUCCESSOR X LTD 0% 01/27/15 |
0.0
|
01/27/2015
|
250,000
|
257,050
|
| NOVELIS INC/GA L+3.75%, 03/10/17 |
3.75
|
03/10/2017
|
1,466,260
|
1,488,025
|
| HUBBARD BROADCASTING L+4.5%, 03/24/17 |
4.5
|
03/24/2017
|
1,806,474
|
1,829,055
|
| SEMTECH CORP L+4.25%, 02/21/17 |
4.25
|
02/21/2017
|
471,438
|
477,330
|
| WESTGATE RESORTS 201 9% 01/20/25 |
9.0
|
01/20/2025
|
202,269
|
205,999
|
| AXCAN INTERMEDIATE H L+5.5%, 01/25/17 |
5.5
|
01/25/2017
|
1,867,760
|
1,886,438
|
| JOBSOHIO BEVERAGE SY 0.872% 01/01/15 |
0.872
|
01/01/2015
|
500,000
|
501,675
|
| OZBURN-HESSEY LOGIST L+8.25%, 04/07/16 |
8.25
|
04/07/2016
|
1,718,750
|
1,727,344
|
| PINNACLE ENTERTAINME L+4%, 03/05/19 |
4.0
|
03/05/2019
|
297,000
|
299,599
|
| WASTE INDUSTRIES USA L+4.75%, 02/23/17 |
4.75
|
02/23/2017
|
999,949
|
1,014,949
|
| LIVE NATION ENTERTAI L+4.5%, 10/20/16 |
4.5
|
10/20/2016
|
970,019
|
978,903
|
| SEVEN SEAS CRUISES S L+0.035%, 12/21/18 |
0.035
|
12/21/2018
|
1,681,250
|
1,706,469
|
| UNITED AIR LINES INC L+3%, 03/12/19 |
3.0
|
03/12/2019
|
1,750,000
|
1,771,149
|
| MICROSEMI CORP L+3.75%, 02/02/18 |
3.75
|
02/02/2018
|
1,656,278
|
1,671,184
|
| COMPASS RE LTD 0% 01/08/15 |
0.0
|
01/08/2015
|
250,000
|
259,025
|
| CEQUEL COMMUNICATION L+4%, 01/31/19 |
4.0
|
01/31/2019
|
1,188,000
|
1,200,715
|
| COMMUNITY HEALTH SYS L+3.78652%, 07/25/14 |
3.787
|
07/25/2014
|
1,003,404
|
1,015,476
|
| ALLISON TRANSMISSION L+4.25%, 08/23/19 |
4.25
|
08/23/2019
|
1,439,641
|
1,459,616
|
| ALLEN SYSTEMS GROUP L+9.5%, 11/22/15 |
9.5
|
11/22/2015
|
0
|
0
|
| SENSUS USA INC L+4.75254%, 04/13/17 |
4.753
|
04/13/2017
|
1,960,000
|
1,964,900
|
| SCITOR CORP L+5%, 01/21/17 |
5.0
|
01/21/2017
|
1,394,258
|
1,394,258
|
| HUNTER DEFENSE TECHN L+6.54%, 08/22/14 |
6.54
|
08/22/2014
|
1,201,624
|
1,141,543
|
| SECURUS TECHNOLOGIES L+6.5%, 05/02/17 |
6.5
|
05/02/2017
|
99,242
|
99,491
|
| WC LUXCO SARL L+4.25%, 03/03/18 |
4.25
|
03/03/2018
|
317,254
|
322,013
|
| OMNOVA SOLUTIONS INC L+4.25%, 05/31/17 |
4.25
|
05/31/2017
|
2,055,200
|
2,080,890
|
| SURGERY CENTER HOLDI L+6.5%, 09/20/16 |
6.5
|
09/20/2016
|
976,250
|
977,470
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
0.05
|
10/18/2018
|
1,419,119
|
1,434,197
|
| CEDAR FAIR LP L+3.25%, 02/20/20 |
3.25
|
02/20/2020
|
400,000
|
405,752
|
| ESSAR STEEL ALGOMA I L+8.75%, 09/12/14 |
8.75
|
09/12/2014
|
696,500
|
713,913
|
| METALDYNE CORP L+5%, 12/19/18 |
5.0
|
12/19/2018
|
2,488,763
|
2,532,316
|
| WORLDPAY L+5.25%, 08/06/17 |
5.25
|
08/06/2017
|
1,751,227
|
1,763,048
|
| AMC ENTERTAINMENT IN L+3.75%, 02/07/18 |
3.75
|
02/07/2018
|
296,250
|
298,804
|
| SPECTRUM BRANDS HOLD L+4.5025%, 10/09/19 |
4.503
|
10/09/2019
|
1,309,225
|
1,327,363
|
| AES CORP/VA L+5%, 05/27/18 |
5.0
|
05/27/2018
|
1,291,205
|
1,311,179
|
| CPG INTERNATIONAL I L+5.75%, 09/21/19 |
5.75
|
09/21/2019
|
2,985,000
|
3,012,984
|
| MILACRON LLC L+3.25%, 03/12/20 |
3.25
|
03/12/2020
|
1,500,000
|
1,515,000
|
| AVON PRODUCTS INC 5% 03/15/23 |
5.0
|
03/15/2023
|
1,020,000
|
1,046,591
|
| CHRYSLER GROUP LLC / L+6%, 04/28/17 |
6.0
|
04/28/2017
|
2,254,813
|
2,302,123
|
| BUMI RESOURCES TBK P L+11.2032%, 08/15/13 |
11.203
|
08/15/2013
|
250,000
|
245,000
|
| TRONOX INC L+4.25%, 01/24/17 |
4.25
|
01/24/2017
|
2,465,643
|
2,481,566
|
| CRICKET COMMUNICATIO 7.75% 05/15/16 |
7.75
|
05/15/2016
|
365,000
|
380,969
|
| LODGENET INTERACTIVE L+6.5%, 04/04/14 |
6.5
|
04/04/2014
|
375,326
|
292,285
|
| PRESTIGE BRANDS INC L+4.25%, 01/31/19 |
4.25
|
01/31/2019
|
640,530
|
650,779
|
| SECURUS TECHNOLOGIES L+6.5%, 05/31/17 |
6.5
|
05/31/2017
|
420,750
|
421,802
|
| PQ CORP L+0.035%, 08/07/17 |
0.035
|
08/07/2017
|
2,994,875
|
3,030,439
|
| CONSTELLATION BRANDS L+4.75%, 06/28/20 |
4.75
|
06/28/2020
|
1,600,000
|
1,600,000
|
| EMDEON INC L+5%, 11/02/18 |
5.0
|
11/02/2018
|
1,257,300
|
1,275,767
|
| MURRAY ENERGY CORP 10.25% 10/15/15 |
10.25
|
10/15/2015
|
400,000
|
401,500
|
| ARDENT MEDICAL SERVI L+6.75%, 05/02/18 |
6.75
|
05/02/2018
|
284,288
|
289,618
|
| SEALED AIR CORP L+4%, 10/03/18 |
4.0
|
10/03/2018
|
1,286,422
|
1,307,729
|
| GRIFOLS INC L+4.25%, 06/04/17 |
4.25
|
06/04/2017
|
2,471,734
|
2,500,643
|
| MCC GEORGIA LLC L+4.5%, 10/20/17 |
4.5
|
10/20/2017
|
486,250
|
491,315
|
| WASH MULTIFAMILY LAU L+5.25%, 01/22/19 |
5.25
|
01/22/2019
|
26,416
|
26,812
|
| TRAVELPORT LLC L+5.056%, 08/23/15 |
5.056
|
08/23/2015
|
306,507
|
305,550
|
| UNIVISION COMMUNICAT L+4.4537%, 03/29/17 |
4.454
|
03/29/2017
|
1,000,000
|
1,006,322
|
| OPTION ONE MORTGAGE 0.3242% 02/25/38 |
0.324
|
02/25/2038
|
43,395
|
43,261
|
| JMC STEEL GROUP INC L+4.75%, 02/15/17 |
4.75
|
02/15/2017
|
1,463,829
|
1,479,365
|
| VALEANT PHARMACEUTIC L+2.75%, 12/11/19 |
2.75
|
12/11/2019
|
1,496,250
|
1,511,018
|
| PACKAGING DYNAMICS C 8.75% 02/01/16 |
8.75
|
02/01/2016
|
915,000
|
957,319
|
| AVIS BUDGET CAR RENT L+0.0275%, 03/15/19 |
0.028
|
03/15/2019
|
398,996
|
403,981
|
| TITAN INTERNATIONAL 7.875% 10/01/17 |
7.875
|
10/01/2017
|
400,000
|
430,500
|
| CENVEO CORP L+7%, 12/15/16 |
7.0
|
12/15/2016
|
1,622,819
|
1,631,947
|
| GENERAL CHEMICAL HOL L+5.0019%, 03/09/18 |
5.002
|
03/09/2018
|
528,985
|
534,275
|
| KAR AUCTION SERVICES L+5%, 04/26/17 |
5.0
|
04/26/2017
|
812,625
|
823,595
|
| CALPINE CORP L+4%, 03/01/18 |
4.0
|
03/01/2018
|
1,421,000
|
1,432,013
|
| SERENA SOFTWARE INC L+4.2032%, 03/10/16 |
4.203
|
03/10/2016
|
372,642
|
375,203
|
| LIFEPOINT HOSPITALS L+2.71%, 07/24/17 |
2.71
|
07/24/2017
|
2,194,500
|
2,212,330
|
| INTEGRA TELECOM INC L+5.25%, 02/06/19 |
5.25
|
02/06/2019
|
500,000
|
507,688
|
| VERIFONE SYSTEMS INC L+4.25%, 11/14/18 |
4.25
|
11/14/2018
|
256,627
|
257,803
|
| CAESARS ENTERTAINMEN L+9.5%, 10/31/16 |
9.5
|
10/31/2016
|
120,938
|
123,659
|
| NEWHALL LAND DEVELOP |
|
|
106,253
|
159,380
|
| HHI HOLDINGS LLC L+5%, 10/05/18 |
5.0
|
10/05/2018
|
1,843,950
|
1,873,914
|
| CEVA GROUP PLC L+0.211%, 08/31/16 |
0.211
|
08/31/2016
|
731,882
|
714,957
|
| LAUREATE EDUCATION I L+5.25%, 06/16/18 |
5.25
|
06/16/2018
|
2,697,464
|
2,728,911
|
| AVIS BUDGET CAR RENT 5.5% 04/01/23 |
5.5
|
04/01/2023
|
570,000
|
568,575
|
| MMODAL INC L+6.75%, 07/02/19 |
6.75
|
07/02/2019
|
1,940,360
|
1,871,234
|
| FEDERAL-MOGUL CORP L+2.1375%, 12/29/14 |
2.138
|
12/29/2014
|
899,735
|
843,376
|
| PRO MACH INC L+5%, 07/16/17 |
5.0
|
07/16/2017
|
2,205,227
|
2,232,793
|
| DINEEQUITY INC L+3.75%, 10/19/17 |
3.75
|
10/19/2017
|
1,854,246
|
1,882,640
|
| DELOS AIRCRAFT INC L+4.75%, 03/17/16 |
4.75
|
03/17/2016
|
250,000
|
251,875
|
| AVAYA INC L+8%, 03/31/18 |
8.0
|
03/31/2018
|
1,495,673
|
1,508,171
|
| GENERIC DRUG HOLDING L+5%, 10/04/19 |
5.0
|
10/04/2019
|
979,285
|
991,832
|
| IBIS RE II LTD 0% 02/05/15 |
0.0
|
02/05/2015
|
300,000
|
307,140
|
| MEDPACE INC L+6.5%, 05/20/17 |
6.5
|
05/20/2017
|
783,976
|
785,936
|
| CEVA GROUP PLC L+5.2985%, 08/31/16 |
5.299
|
08/31/2016
|
1,033,502
|
1,009,602
|
| VODAFONE GROUP PLC 0.6751% 02/19/16 |
0.675
|
02/19/2016
|
550,000
|
549,460
|
| EZE CASTLE SOFTWARE L+3.5%, 02/22/20 |
3.5
|
02/22/2020
|
2,000,000
|
2,027,500
|
| 4L HOLDINGS CORP L+6.7644%, 04/13/18 |
6.764
|
04/13/2018
|
360,974
|
360,974
|
| J CREW GROUP INC L+4%, 03/07/18 |
4.0
|
03/07/2018
|
972,576
|
984,976
|
| TOMKINS LLC / TOMKIN L+0.0275%, 09/29/16 |
0.028
|
09/29/2016
|
618,013
|
625,738
|
| OCWEN FINANCIAL CORP L+5%, 01/15/18 |
5.0
|
01/15/2018
|
2,600,000
|
2,645,500
|
| MGM RESORTS INTERNAT L+4.25%, 12/13/19 |
4.25
|
12/13/2019
|
1,496,250
|
1,523,236
|
| INVENTIV HEALTH INC L+7.5%, 08/04/16 |
7.5
|
08/04/2016
|
898,239
|
891,502
|
| APPLETON PAPERS INC 11.25% 12/15/15 |
11.25
|
12/15/2015
|
250,000
|
278,125
|
| WELLS FARGO HOME EQU 0.5842% 12/25/35 |
0.584
|
12/25/2035
|
115,694
|
113,853
|
| PENN NATIONAL GAMING L+3.75%, 06/29/18 |
3.75
|
06/29/2018
|
2,573,963
|
2,598,619
|
| COMMSCOPE INC L+3.75%, 01/14/18 |
3.75
|
01/14/2018
|
1,955,063
|
1,977,034
|
| CONSTELLATION ENTERP 10.625% 02/01/16 |
10.625
|
02/01/2016
|
500,000
|
525,000
|
| TI GROUP AUTOMOTIVE L+4.25%, 03/27/19 |
4.25
|
03/27/2019
|
1,266,911
|
1,254,242
|
| LAS VEGAS SANDS CORP L+2.71%, 11/23/16 |
2.71
|
11/23/2016
|
839,954
|
842,229
|
| APOLLO INVESTMENT CO 5.75% 01/15/16 |
5.75
|
01/15/2016
|
1,000,000
|
1,062,500
|
| QUEEN STREET VI RE L 0% 04/09/15 |
0.0
|
04/09/2015
|
250,000
|
260,950
|
| CEMEX SAB DE CV 5.875% 03/25/19 |
5.875
|
03/25/2019
|
350,000
|
353,500
|
| TEREX CORP L+4.5%, 04/28/17 |
4.5
|
04/28/2017
|
1,127,882
|
1,145,082
|
| ALLIED SECURITY HOLD L+5.25%, 01/21/17 |
5.25
|
01/21/2017
|
1,376,921
|
1,388,969
|
| SHELF DRILLING HOLDI L+5%, 05/30/18 |
5.0
|
05/30/2018
|
2,200,000
|
2,222,000
|
| RALI SERIES 2004-QS5 0.8042% 04/25/34 |
0.804
|
04/25/2034
|
189,352
|
181,495
|
| VELOCITY COMMERCIAL 4.204% 08/25/40 |
4.204
|
08/25/2040
|
788,553
|
692,941
|
| DELTA AIR LINES INC L+5.25%, 09/28/18 |
5.25
|
09/28/2018
|
750,000
|
762,891
|
| RPI FINANCE TRUST L+4%, 11/09/18 |
4.0
|
11/09/2018
|
370,703
|
373,483
|
| TARGUS GROUP INTERNA L+11.0019%, 05/12/16 |
11.002
|
05/12/2016
|
1,291,990
|
1,298,450
|
| DUNKIN' BRANDS INC L+3.75338%, 02/28/20 |
3.753
|
02/28/2020
|
1,390,160
|
1,408,406
|
| KASIMA LLC L+5%, 03/25/17 |
5.0
|
03/25/2017
|
1,225,000
|
1,229,594
|
| INTERACTIVE DATA COR L+3.75%, 02/11/18 |
3.75
|
02/11/2018
|
2,235,859
|
2,264,507
|
| REMY INTERNATIONAL I L+4.25%, 02/28/20 |
4.25
|
02/28/2020
|
1,703,843
|
1,710,233
|
| UNIVAR L+5%, 02/14/17 |
5.0
|
02/14/2017
|
1,641,500
|
1,659,820
|
| REYNOLDS GROUP HOLDI L+4.75%, 09/21/18 |
4.75
|
09/21/2018
|
1,945,225
|
1,975,792
|
| PROGRESSIVE WASTE SO L+3.5%, 10/31/19 |
3.5
|
10/31/2019
|
1,234,406
|
1,253,309
|
| ADVANCEPIERRE FOODS L+4.5%, 06/17/17 |
4.5
|
06/17/2017
|
500,000
|
508,125
|
| ABN AMRO NORTH A 3.388% 12/29/49 |
3.388
|
12/29/2049
|
235,000
|
235,000
|
| INFOR US INC L+5.25%, 04/05/18 |
5.25
|
04/05/2018
|
1,290,266
|
1,314,190
|
| FEDERAL-MOGUL CORP L+2.1375%, 12/28/15 |
2.138
|
12/28/2015
|
459,048
|
430,294
|
| PF CHANG'S CHINA BIS L+5.25%, 05/15/19 |
5.25
|
05/15/2019
|
821,623
|
832,920
|
| WPP PLC L+5.75%, 12/21/19 |
5.75
|
12/21/2019
|
1,000,000
|
1,005,415
|
| NORWEGIAN KRONE |
|
|
172,111
|
29,481
|
| CBRE GROUP INC L+3.4537%, 02/17/18 |
3.454
|
02/17/2018
|
985,000
|
989,002
|
| HILLMAN GROUP INC/TH L+4.25%, 05/31/16 |
4.25
|
05/31/2016
|
1,335,778
|
1,349,690
|
| CALPINE CORP L+4%, 09/27/19 |
4.0
|
09/27/2019
|
547,936
|
553,016
|
| CHARTER COMMUNICATIO L+4%, 03/28/19 |
4.0
|
03/28/2019
|
1,485,000
|
1,503,191
|
| ARDAGH PACKAGING FIN 4.875% 11/15/22 |
4.875
|
11/15/2022
|
900,000
|
888,750
|
| LPL HOLDINGS INC L+4%, 03/06/19 |
4.0
|
03/06/2019
|
99,000
|
99,990
|
| OFFSHORE GROUP INVES L+4.5%, 03/28/19 |
4.5
|
03/28/2019
|
1,750,000
|
1,763,125
|
| METROPCS INC L+4.071%, 11/03/16 |
4.071
|
11/03/2016
|
1,239,359
|
1,245,773
|
| BOMBARDIER RECREATIO L+0.0375%, 07/17/19 |
0.038
|
07/17/2019
|
900,000
|
910,031
|
| NAVISTAR INTERNATION L+7%, 07/31/17 |
7.0
|
07/31/2017
|
972,563
|
985,411
|
| RACE POINT POWER L+7.75%, 01/11/18 |
7.75
|
01/11/2018
|
378,507
|
379,453
|
| MICHAELS STORES INC L+0.0275%, 01/16/20 |
0.028
|
01/16/2020
|
2,000,000
|
2,024,158
|
| SABRE INC L+5.2525%, 02/01/19 |
5.253
|
02/01/2019
|
1,082,234
|
1,097,785
|
| KINDRED HEALTHCARE I L+5.25%, 02/07/18 |
5.25
|
02/07/2018
|
1,250,219
|
1,263,502
|
| GOODYEAR TIRE & RUBB 1% 09/20/17 |
0.0
|
09/20/2017
|
500,000
|
524,390
|
| ENTERCOM COMMUNICATI L+5.01206%, 11/07/18 |
5.012
|
11/07/2018
|
1,884,591
|
1,921,990
|
| RESIDENTIAL REINSURA 0% 06/06/13 |
0.0
|
06/06/2013
|
250,000
|
253,525
|
| SUCCESSOR X LTD 9.4114% 02/25/14 |
9.411
|
02/25/2014
|
250,000
|
251,225
|
| TWCC HOLDING CORP L+2.75%, 02/11/17 |
2.75
|
02/11/2017
|
243,950
|
247,660
|
| ALLIANCE HEALTHCARE L+7.25%, 06/01/16 |
7.25
|
06/01/2016
|
866,127
|
874,788
|
| KINETIC CONCEPTS INC L+5.5%, 05/04/18 |
5.5
|
05/04/2018
|
261,692
|
266,763
|
| NUVEEN INVESTMENTS I L+5.2037%, 05/13/17 |
5.204
|
05/13/2017
|
500,000
|
509,688
|
| SYNIVERSE HOLDINGS I L+0.5%, 04/23/19 |
0.5
|
04/23/2019
|
1,500,000
|
1,503,750
|
| HOSTESS BRANDS INC L+0%, 02/25/20 |
0.0
|
02/25/2020
|
500,000
|
511,250
|
| CUSTOM BUILDING PROD L+6%, 12/12/19 |
6.0
|
12/12/2019
|
2,918,419
|
2,969,491
|
| AMC ENTERTAINMENT IN L+4.25%, 12/15/16 |
4.25
|
12/15/2016
|
1,281,967
|
1,294,306
|
| FIRST DATA CORP 8.875% 08/15/20 |
8.875
|
08/15/2020
|
250,000
|
279,375
|
| SENSATA TECHNOLOGIES L+3.75%, 04/29/18 |
3.75
|
04/29/2018
|
1,379,000
|
1,397,251
|
| AEGIS ASSET BACKED S 0.4741% 12/25/35 |
0.474
|
12/25/2035
|
68,428
|
64,424
|
| BANK OF AMERICA CORP 1.1041% 03/22/16 |
1.104
|
03/22/2016
|
500,000
|
498,103
|
| SELECT MEDICAL HOLDI L+5.50007%, 04/25/18 |
5.5
|
04/25/2018
|
907,581
|
916,652
|
| WINDSOR QUALITY FOOD L+5%, 01/11/17 |
5.0
|
01/11/2017
|
1,788,000
|
1,804,763
|
| REVLON CONSUMER PROD L+4%, 11/19/17 |
4.0
|
11/19/2017
|
1,265,667
|
1,287,026
|
| RASC SERIES 2004-KS1 1.1442% 12/25/34 |
1.144
|
12/25/2034
|
16,131
|
16,015
|
| AOT BEDDING SUPER HO L+5.0025%, 08/29/19 |
5.003
|
08/29/2019
|
1,500,000
|
1,522,812
|
| AMERICAN PETROLEUM T L+3.5%, 09/15/19 |
3.5
|
09/15/2019
|
1,700,000
|
1,691,500
|
| REGIONALCARE HOSPITA L+0.0575%, 11/04/18 |
0.058
|
11/04/2018
|
1,496,250
|
1,522,434
|
| SEQUOIA MORTGAGE TRU 0.7984% 01/20/35 |
0.799
|
01/20/2035
|
308,445
|
291,518
|
| AMWINS GROUP INC L+3.75%, 02/20/20 |
3.75
|
02/20/2020
|
500,000
|
506,459
|
| VIRTUAL RADIOLOGIC C L+0.055%, 11/03/16 |
0.055
|
11/03/2016
|
1,225,000
|
857,500
|
| HEALOGICS INC L+5.25%, 02/05/19 |
5.25
|
02/05/2019
|
1,000,000
|
1,013,500
|
| SPRINGLEAF FINANCE C L+5.5%, 05/28/17 |
5.5
|
05/28/2017
|
850,000
|
857,039
|
| CHESAPEAKE ENERGY CO L+5.75%, 12/02/17 |
5.75
|
12/02/2017
|
1,250,000
|
1,290,849
|
| WMG ACQUISITION CORP L+5.25%, 10/25/18 |
5.25
|
10/25/2018
|
1,481,250
|
1,509,023
|
| DH SERVICES LUXEMBOU L+5.25%, 12/18/19 |
5.25
|
12/18/2019
|
1,885,275
|
1,904,520
|
| EAGLE SPINCO INC L+2.5%, 01/28/17 |
2.5
|
01/28/2017
|
2,500,000
|
2,525,000
|
| ALLEGIANT TRAVEL CO L+5.75%, 02/17/17 |
5.75
|
02/17/2017
|
1,225,000
|
1,234,188
|
| WINDSTREAM CORP L+3.5%, 01/08/20 |
3.5
|
01/08/2020
|
498,750
|
504,361
|
| OFFSHORE GROUP INVES 7.5% 11/01/19 |
7.5
|
11/01/2019
|
100,000
|
106,000
|
| DUFF & PHELPS CORP L+3.5%, 03/14/20 |
3.5
|
03/14/2020
|
2,700,000
|
2,732,063
|
| QUEEN STREET IV CAPI 0% 04/09/15 |
0.0
|
04/09/2015
|
300,000
|
302,820
|
| PLAINS EXPLORATION & L+4%, 09/04/19 |
4.0
|
09/04/2019
|
2,000,000
|
2,007,500
|
| PVH CORP L+0.025%, 12/19/19 |
0.025
|
12/19/2019
|
1,983,000
|
2,007,012
|
| RURAL/METRO CORP L+5.75%, 03/28/18 |
5.75
|
03/28/2018
|
1,031,625
|
1,039,491
|
| ELLINGTON LOAN ACQUI 1.0042% 05/27/37 |
1.004
|
05/27/2037
|
51,875
|
51,316
|
| APPLIED SYSTEMS INC L+5.5%, 12/31/16 |
5.5
|
12/31/2016
|
247,500
|
249,047
|
| DUPONT PERFORMANCE C L+4.75%, 02/01/20 |
4.75
|
02/01/2020
|
2,175,000
|
2,206,390
|
| FIDELITY NATIONAL FI 5.5% 09/01/22 |
5.5
|
09/01/2022
|
250,000
|
283,799
|
| CITIGROUP MORTGAGE L 1.0042% 08/25/35 |
1.004
|
08/25/2035
|
52,779
|
52,779
|
| HUNTSMAN INTERNATION L+2.743%, 04/19/17 |
2.743
|
04/19/2017
|
868,631
|
876,050
|
| TAMINCO GLOBAL CHEMI L+4.25%, 02/15/19 |
4.25
|
02/15/2019
|
768,009
|
777,129
|
| BURGER KING CORP L+3.75%, 09/28/19 |
3.75
|
09/28/2019
|
835,800
|
848,247
|
| HUNTER DEFENSE TECHN L+3.54%, 08/22/14 |
3.54
|
08/22/2014
|
315,999
|
295,459
|
| AEROFLEX INC L+5.75%, 04/25/18 |
5.75
|
04/25/2018
|
1,587,293
|
1,618,377
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
0.05
|
10/18/2018
|
643,336
|
650,171
|
| PHYSIO-CONTROL INTER 9.875% 01/15/19 |
9.875
|
01/15/2019
|
750,000
|
845,625
|
| GOODYEAR TIRE & RUBB L+4.75%, 03/27/19 |
4.75
|
03/27/2019
|
1,925,000
|
1,949,047
|
| WENDY'S INTERNATIONA L+4.75%, 04/03/19 |
4.75
|
04/03/2019
|
1,786,025
|
1,807,706
|
| ROUNDY'S SUPERMARKET L+5.75%, 01/24/19 |
5.75
|
01/24/2019
|
372,188
|
371,955
|
| GETTY IMAGES INC L+4.75%, 09/17/19 |
4.75
|
09/17/2019
|
1,970,063
|
2,002,251
|
The portfolio is actively managed, and current holdings may be different.
For fund descriptions, historical and current performance, standardized returns as of the most
recent quarter-end, risk disclosure or a prospectus, please click
here.
Please request a free information kit on any Pioneer fund by
ordering from this web site or by calling 1-800-225-6292. The kit includes a quarterly fact sheet and a prospectus.
You should consider a fund's investment objectives, risks, charges and expenses carefully before investing.
The prospectus contains this and other information about each fund and should be read carefully before you invest or
send money. To obtain a prospectus directly and for other information on any Pioneer fund please visit our
download literature page.
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