|
Monthly Portfolio Holdings as of 3/28/2013
| Security Name |
Coupon |
Maturity Date |
Par / Shares |
Market Value($) |
| ALFA BANK OJSC VIA A 7.5% 09/26/19 |
7.5
|
09/26/2019
|
4,000,000
|
4,235,000
|
| OCEAN RIG UDW INC 9.5% 04/27/16 |
9.5
|
04/27/2016
|
8,900,000
|
9,345,000
|
| TARJETA NARANJA SA 9% 01/28/17 |
9.0
|
01/28/2017
|
10,395,000
|
9,355,500
|
| NARA CABLE FUNDING L 8.875% 12/01/18 |
8.875
|
12/01/2018
|
4,300,000
|
4,504,250
|
| IAP WORLDWIDE SERVIC L+10%, 12/31/15 |
10.0
|
12/31/2015
|
3,253,176
|
2,439,882
|
| ALTO PALERMO SA 7.875% 05/11/17 |
7.875
|
05/11/2017
|
6,750,000
|
6,007,500
|
| CINCINNATI BELL 8.375% 10/15/20 |
8.375
|
10/15/2020
|
5,790,000
|
6,021,600
|
| PIONEER ENERGY SERVI 9.875% 03/15/18 |
9.875
|
03/15/2018
|
6,395,000
|
7,002,525
|
| MARFRIG OVERSEAS LTD 9.625% 11/16/16 |
9.625
|
11/16/2016
|
3,783,000
|
3,830,288
|
| MEXICAN PESO |
|
|
74,316,580
|
6,013,933
|
| INDUSTRIAS UNIDAS SA 11.5% 11/15/16 |
11.5
|
11/15/2016
|
3,739,472
|
2,433,594
|
| MENTOR GRAPHICS 4% 04/01/31 |
4.0
|
04/01/2031
|
1,025,000
|
1,203,734
|
| SUCCESSOR X LTD 0% 01/27/15 |
0.0
|
01/27/2015
|
875,000
|
890,575
|
| TURKIYE IS BANKASI 6% 10/24/22 |
6.0
|
10/24/2022
|
1,500,000
|
1,563,750
|
| *CA SINO FOREST |
|
|
14,559,000
|
72,795
|
| MHP SA 8.25% 04/02/20 |
8.25
|
04/02/2020
|
6,300,000
|
6,242,609
|
| QUEEN STREET VII RE 0% 04/08/16 |
0.0
|
04/08/2016
|
750,000
|
754,275
|
| AGROKOR DD 9.875% 05/01/19 |
9.875
|
05/01/2019
|
3,200,000
|
4,589,071
|
| LIBERTY MUTUAL GROUP 10.75% 06/15/58 |
10.75
|
06/15/2058
|
4,495,000
|
6,944,775
|
| BLUE FIN LTD 0% 05/28/13 |
0.0
|
05/28/2013
|
250,000
|
253,375
|
| GOODYEAR TIRE & RUBB 7.0000% 05/15/22 |
7.0
|
05/15/2022
|
2,810,000
|
2,961,038
|
| AQUILEX HOLDINGS LLC L+9.5%, 04/01/16 |
9.5
|
04/01/2016
|
2,128,275
|
2,133,595
|
| GREEN FIELD ENERGY S 13.25% 11/15/16 |
13.25
|
11/15/2016
|
54,000
|
55,620
|
| SYNCREON GLOBAL IREL 9.5% 05/01/18 |
9.5
|
05/01/2018
|
6,125,000
|
6,507,813
|
| MEXICAN UDIBONOS 3.5000% 12/14/17 |
3.5
|
12/14/2017
|
10,133,396
|
912,262
|
| INDO ENERGY FINANCE 6.375% 01/24/23 |
6.375
|
01/24/2023
|
1,900,000
|
1,952,250
|
| BANCO DE CREDITO DEL 9.75% 11/06/69 |
9.75
|
11/06/2069
|
6,875,000
|
8,421,875
|
| INTELSAT LUXEMBO 11.5% 02/04/17 |
11.5
|
02/04/2017
|
15,840,000
|
16,822,080
|
| NIGERIA GOVERNMENT B 16% 06/29/19 |
16.0
|
06/29/2019
|
760,000,000
|
5,857,105
|
| FIRST HORIZON MORTGA 5.6689% 11/25/34 |
5.669
|
11/25/2034
|
392,780
|
371,990
|
| PRINCE MINERAL HOLDI 11.5% 12/15/19 |
11.5
|
12/15/2019
|
1,560,000
|
1,743,300
|
| BRAZIL MINAS SPE VIA 5.333% 02/15/28 |
5.333
|
02/15/2028
|
5,250,000
|
5,731,950
|
| MARFRIG HOLDING EURO 9.875% 07/24/17 |
9.875
|
07/24/2017
|
3,000,000
|
2,925,000
|
| GOLDMAN SACHS CAPITA 4% 06/01/43 |
4.0
|
06/01/2043
|
20,515,000
|
17,258,244
|
| YANKEE CANDLE CO INC 9.75% 02/15/17 |
9.75
|
02/15/2017
|
11,165,000
|
11,583,799
|
| CONSTELLATION BRANDS L+4.75%, 06/28/20 |
4.75
|
06/28/2020
|
7,500,000
|
7,500,000
|
| PROVINCIA DE NEUQUEN 7.875% 04/26/21 |
7.875
|
04/26/2021
|
2,600,000
|
2,184,000
|
| ALLISON TRANSMISSION L+0.03%, 08/07/17 |
0.03
|
08/07/2017
|
5,141
|
5,165
|
| SECTOR RE V LTD 03/01/18 |
100.0
|
03/01/2018
|
3,250,000
|
3,250,000
|
| US COATINGS ACQUISIT 7.375% 05/01/21 |
7.375
|
05/01/2021
|
1,115,000
|
1,173,538
|
| OASIS PETROLEUM INC 6.5% 11/01/21 |
6.5
|
11/01/2021
|
2,840,000
|
3,095,600
|
| AEP INDUSTRIES INC 8.25% 04/15/19 |
8.25
|
04/15/2019
|
4,105,000
|
4,464,188
|
| HECKLER & KOCH GMBH 9.5% 05/15/18 |
9.5
|
05/15/2018
|
4,700,000
|
5,318,037
|
| SIRIUS INTERNATIONAL 7.506% 05/29/49 |
7.506
|
05/29/2049
|
8,535,000
|
9,033,529
|
| AMORTIZING RESIDENTI 1.4792% 01/25/32 |
1.479
|
01/25/2032
|
921,817
|
518,358
|
| FTS INTERNATIONAL SE L+8.5%, 05/06/16 |
8.5
|
05/06/2016
|
6,345,300
|
6,046,545
|
| CORP PESQUERA INCA S 9% 02/10/17 |
9.0
|
02/10/2017
|
9,720,000
|
9,875,520
|
| INEOS GROUP HOLDINGS 8.5% 02/15/16 |
8.5
|
02/15/2016
|
800,000
|
812,000
|
| NATIONAL MONEY MART 10.375% 12/15/16 |
10.375
|
12/15/2016
|
4,565,000
|
5,032,913
|
| LENNAR CORP 4.75% 11/15/22 |
4.75
|
11/15/2022
|
4,450,000
|
4,361,000
|
| ONEX USI ACQUISITION 7.75% 01/15/21 |
7.75
|
01/15/2021
|
4,900,000
|
4,912,250
|
| MEXICAN UDIBONOS 2% 06/09/22 |
2.0
|
06/09/2022
|
217,497,280
|
18,616,668
|
| VISHAY INTERTECHNOLO 2.25% 05/15/41 |
2.25
|
05/15/2041
|
1,605,000
|
1,472,588
|
| PHYSICIAN ONCOLOGY S L+7.75%, 01/31/17 |
7.75
|
01/31/2017
|
354,592
|
354,592
|
| FREEPORT-MCMORAN COP |
|
|
95,846
|
3,172,503
|
| GRUPO FAMSA SAB DE C 11% 07/20/15 |
11.0
|
07/20/2015
|
10,855,000
|
11,614,850
|
| HALCON RESOURCES 8.875% 05/15/21 |
8.875
|
05/15/2021
|
6,250,000
|
6,734,375
|
| RICHLAND TOWERS FUND 7.8700% 03/15/16 |
7.87
|
03/15/2016
|
2,300,000
|
2,488,453
|
| NSG HOLDINGS LLC 7.75% 12/15/25 |
7.75
|
12/15/2025
|
357,000
|
374,850
|
| VPI ESCROW CORP 6.375% 10/15/20 |
6.375
|
10/15/2020
|
7,820,000
|
8,240,325
|
| VIMPEL COMMUNICATION 7.7480% 02/02/21 |
7.748
|
02/02/2021
|
7,800,000
|
8,736,000
|
| DIGICEL GROUP LTD 8.25% 09/30/20 |
8.25
|
09/30/2020
|
3,600,000
|
3,816,000
|
| STANADYNE CORP 10% 08/15/14 |
10.0
|
08/15/2014
|
4,365,000
|
4,337,719
|
| CHRYSLER GROUP LLC / 8% 06/15/19 |
8.0
|
06/15/2019
|
1,605,000
|
1,759,481
|
| PRO MACH INC L+5%, 07/16/17 |
5.0
|
07/16/2017
|
1,467,116
|
1,485,455
|
| FPL ENERGY NATIONAL 6.125% 03/25/19 |
6.125
|
03/25/2019
|
627,013
|
552,493
|
| AIRCRAFT FINANCE TRU 0.6832% 05/15/24 |
0.683
|
05/15/2024
|
8,074,222
|
3,714,142
|
| CEVA GROUP PLC L+0.211%, 08/31/16 |
0.211
|
08/31/2016
|
508,620
|
496,858
|
| BR MALLS INTERNATION 8.5% 01/29/49 |
8.5
|
01/29/2049
|
8,000,000
|
8,770,000
|
| AKBANK TAS 7.5% 02/05/18 |
7.5
|
02/05/2018
|
4,500,000
|
2,447,787
|
| WINDSTREAM CORP 7.75% 10/01/21 |
7.75
|
10/01/2021
|
2,300,000
|
2,507,000
|
| FOUNDATION RE III LT 0% 02/25/15 |
0.0
|
02/25/2015
|
1,950,000
|
2,033,850
|
| WINDSTREAM CORP 7.5% 06/01/22 |
7.5
|
06/01/2022
|
6,285,000
|
6,724,950
|
| GEOPARK LATIN AMERIC 7.5% 02/11/20 |
7.5
|
02/11/2020
|
3,260,000
|
3,390,400
|
| HUB INTERNATIONAL LT 8.125% 10/15/18 |
8.125
|
10/15/2018
|
14,000,000
|
14,735,000
|
| CHESAPEAKE ENERGY CO 2.5% 05/15/37 |
2.5
|
05/15/2037
|
4,130,000
|
3,902,850
|
| BEAR STEARNS ASSET B 1.2542% 10/25/34 |
1.254
|
10/25/2034
|
1,350,000
|
1,278,095
|
| EAST LANE RE LTD 0% 03/13/15 |
0.0
|
03/13/2015
|
1,500,000
|
1,561,650
|
| REGAL ENTERTAINMENT 5.75% 02/01/25 |
5.75
|
02/01/2025
|
1,560,000
|
1,532,700
|
| PHILIPPINE GOVERNMEN 6.125% 10/24/37 |
6.125
|
10/24/2037
|
8,000,000
|
261,763
|
| VIMPELCOM HOLDINGS B 7.5043% 03/01/22 |
7.504
|
03/01/2022
|
5,375,000
|
5,981,300
|
| LINN ENERGY LLC 6.25% 11/01/19 |
6.25
|
11/01/2019
|
5,800,000
|
5,930,500
|
| STONE ENERGY CORP 8.625% 02/01/17 |
8.625
|
02/01/2017
|
2,919,000
|
3,152,520
|
| EMPRESA DE TELECOMUN 7.0000% 01/17/23 |
7.0
|
01/17/2023
|
1,626,000,000
|
944,158
|
| UKRAINE GOVERNMENT I 6.75% 11/14/17 |
6.75
|
11/14/2017
|
575,000
|
567,813
|
| CEMEX FINANCE LLC 9.5% 12/14/16 |
9.5
|
12/14/2016
|
9,006,000
|
9,748,995
|
| LEASE INVESTMENT FLI 0.5932% 07/15/31 |
0.593
|
07/15/2031
|
10,035,430
|
7,225,510
|
| ITALY BUONI POLIENNA 4.5% 05/01/23 |
4.5
|
05/01/2023
|
4,040,000
|
5,103,482
|
| METINVEST BV 8.75% 02/14/18 |
8.75
|
02/14/2018
|
11,550,000
|
11,815,650
|
| QUEEN STREET II CAPI 0% 04/09/14 |
0.0
|
04/09/2014
|
2,500,000
|
2,526,500
|
| SIERRA TIMESHARE 201 9.31% 07/20/28 |
9.31
|
07/20/2028
|
440,535
|
456,424
|
| CARRIZO OIL & GAS IN 7.5% 09/15/20 |
7.5
|
09/15/2020
|
2,000,000
|
2,135,000
|
| LODESTONE RE LTD 0% 01/08/14 |
0.0
|
01/08/2014
|
500,000
|
504,350
|
| TURKEY GOVERNMENT BO 10.5% 01/15/20 |
10.5
|
01/15/2020
|
2,500,000
|
1,662,523
|
| TAM CAPITAL 3 INC 8.375% 06/03/21 |
8.375
|
06/03/2021
|
4,250,000
|
4,728,125
|
| BELVEDERE SA 7.692% 11/10/19 |
7.692
|
11/10/2019
|
320,792
|
3,290
|
| LEAF RECEIVABLES FUN 5.5% 02/20/22 |
5.5
|
02/20/2022
|
4,000,000
|
3,724,800
|
| AINSWORTH LUMBER |
|
|
244,090
|
977,272
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
0.0
|
12/06/2016
|
450,000
|
456,165
|
| MARFRIG OVERSEAS LTD 9.5% 05/04/20 |
9.5
|
05/04/2020
|
20,248,000
|
19,134,360
|
| ASCENT CAPITAL GROUP L+5.50252%, 03/06/18 |
5.503
|
03/06/2018
|
2,297,619
|
2,314,492
|
| UNISON GROUND LEASE 5.78% 03/16/20 |
5.78
|
03/16/2020
|
2,750,000
|
2,750,000
|
| BANCO DE GALICIA Y B 8.75% 05/04/18 |
8.75
|
05/04/2018
|
6,600,000
|
5,610,000
|
| RENESOLA LTD 4.125% 03/15/18 |
4.125
|
03/15/2018
|
10,750,000
|
5,482,500
|
| GENTIVA HEALTH SERVI 11.5% 09/01/18 |
11.5
|
09/01/2018
|
4,253,000
|
4,369,958
|
| IBIS RE II LTD 0% 02/05/15 |
0.0
|
02/05/2015
|
1,250,000
|
1,279,750
|
| WELLS ENTERPRISES IN 6.75% 02/01/20 |
6.75
|
02/01/2020
|
1,430,000
|
1,508,650
|
| SUCCESSOR X LTD 0% 04/04/13 |
0.0
|
04/04/2013
|
2,100,000
|
2,101,470
|
| JUNIPER GENERATION L 6.79% 12/31/14 |
6.79
|
12/31/2014
|
244,150
|
230,614
|
| MINERVA LUXEMBOURG S 7.75% 01/31/23 |
7.75
|
01/31/2023
|
24,000,000
|
25,740,000
|
| ARDAGH PACKAGING FIN 9.25% 10/15/20 |
9.25
|
10/15/2020
|
2,100,000
|
2,907,916
|
| GOLAR LNG PARTNERS L 7.07% 10/12/17 |
7.07
|
10/12/2017
|
12,000,000
|
2,091,264
|
| VIKING CRUISES LTD 8.5% 10/15/22 |
8.5
|
10/15/2022
|
2,860,000
|
3,146,000
|
| MORGAN STANLEY CAPIT 0.9039% 12/15/20 |
0.904
|
12/15/2020
|
2,500,000
|
2,439,188
|
| NEW WORLD RESOURCES 7.875% 01/15/21 |
7.875
|
01/15/2021
|
1,650,000
|
1,903,993
|
| ADS TACTICAL INC 11% 04/01/18 |
11.0
|
04/01/2018
|
6,365,000
|
6,317,263
|
| CIA DE TRANSPORTE DE 9.75% 08/15/21 |
9.75
|
08/15/2021
|
12,081,000
|
5,164,628
|
| GSAMP TRUST 2006-HE8 0.3342% 01/25/37 |
0.334
|
01/25/2037
|
790,128
|
748,228
|
| TRILOGY ENERGY CORP 7.2499% 12/13/19 |
7.25
|
12/13/2019
|
2,775,000
|
2,839,014
|
| MAGNESITA FINANCE LT 8.625% 04/29/49 |
8.625
|
04/29/2049
|
4,100,000
|
4,345,950
|
| NAVIOS SOUTH AMERICA 9.25% 04/15/19 |
9.25
|
04/15/2019
|
1,345,000
|
1,445,875
|
| UKRAINE GOVERNMENT I 7.8% 11/28/22 |
7.8
|
11/28/2022
|
3,500,000
|
3,543,750
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
0.0
|
06/06/2016
|
1,850,000
|
1,805,970
|
| RUB FORWARD RUUS041513B |
0.0
|
04/15/2013
|
78,000,000
|
2,501,304
|
| HUB INTERNATIONAL HO L+6.75%, 12/13/17 |
6.75
|
12/13/2017
|
5,453,772
|
5,520,968
|
| CAELUS RE LTD 0% 03/07/16 |
0.0
|
03/07/2016
|
675,000
|
674,460
|
| BANCO GNB SUDAMERIS 7.5% 07/30/22 |
7.5
|
07/30/2022
|
5,000,000
|
5,524,122
|
| FRONTIER COMMUNICATI 8.75% 04/15/22 |
8.75
|
04/15/2022
|
10,345,000
|
11,508,813
|
| FRONTIER COMMUNICATI 7.1249% 01/15/23 |
7.125
|
01/15/2023
|
5,200,000
|
5,265,000
|
| MONGOLIAN MINING COR 8.875% 03/29/17 |
8.875
|
03/29/2017
|
1,700,000
|
1,742,500
|
| HORIZON LINES IN |
|
|
2,370,345
|
3,318,483
|
| NGN FORWARD NGUS061913B |
0.0
|
06/19/2013
|
342,000,000
|
2,097,828
|
| BANCO INTERNACIONAL 8.5% 04/23/70 |
8.5
|
04/23/2070
|
3,165,000
|
3,473,588
|
| BRAZIL MINAS SPE VIA 5.333% 02/15/28 |
5.333
|
02/15/2028
|
5,250,000
|
5,731,950
|
| BTA BANK JSC |
|
|
24,638
|
19,590
|
| HYVA GLOBAL BV 8.625% 03/24/16 |
8.625
|
03/24/2016
|
5,000,000
|
5,000,000
|
| PHYSICIAN ONCOLOGY S L+7.75%, 02/10/17 |
7.75
|
02/10/2017
|
2,918,726
|
2,918,726
|
| CREDIT SUISSE FIRST 5.135% 10/15/39 |
5.135
|
10/15/2039
|
1,502,000
|
1,393,455
|
| MEXICAN BONOS 7.5% 06/03/27 |
7.5
|
06/03/2027
|
4,800,000
|
470,600
|
| JA SOLAR HOLDINGS CO 4.5% 05/15/13 |
4.5
|
05/15/2013
|
4,650,000
|
4,475,625
|
| ALLIANT INSURANCE SE L+5%, 12/07/19 |
5.0
|
12/07/2019
|
1,905,000
|
1,928,218
|
| CREDIT SUISSE FIRST 7.08% 12/15/35 |
7.08
|
12/15/2035
|
9,000,000
|
7,270,713
|
| COLOMBIA GOVERNMENT 12% 10/22/15 |
12.0
|
10/22/2015
|
6,986,000,000
|
4,605,670
|
| MYTHEN LTD 11.2157% 05/07/15 |
11.216
|
05/07/2015
|
2,800,000
|
2,971,080
|
| CONTINENTAL AIRLINES 6.25% 04/11/20 |
6.25
|
04/11/2020
|
2,125,000
|
2,231,250
|
| CEMEX SAB DE CV 3.75% 03/15/18 |
3.75
|
03/15/2018
|
10,300,000
|
13,943,625
|
| OSX 3 LEASING BV 9.25% 03/20/15 |
9.25
|
03/20/2015
|
4,400,000
|
4,367,000
|
| CINCINNATI BELL INC 8.25% 10/15/17 |
8.25
|
10/15/2017
|
6,477,000
|
6,865,620
|
| FPL ENERGY WIND FUND 6.876% 06/27/17 |
6.876
|
06/27/2017
|
598,995
|
515,136
|
| NORSE ENERGY COR |
0.0
|
06/16/2015
|
592,529
|
15,224
|
| EMERALD PLANTATION H 6% 01/15/20 |
6.0
|
01/15/2020
|
4,405,131
|
3,105,617
|
| ATLAS REINSURANCE VI 8.178% 01/07/16 |
8.178
|
01/07/2016
|
450,000
|
455,040
|
| LOTTOMATICA GROUP SP 8.25% 03/31/66 |
8.25
|
03/31/2066
|
1,000,000
|
1,343,437
|
| KINDRED HEALTHCARE I 8.25% 06/01/19 |
8.25
|
06/01/2019
|
1,550,000
|
1,538,375
|
| TELENET FINANCE V LU 6.25% 08/15/22 |
6.25
|
08/15/2022
|
1,600,000
|
2,092,469
|
| GOVERNMENT NATIONAL 1.2769% 10/16/52 |
1.277
|
10/16/2052
|
19,407,354
|
1,122,288
|
| BLAZE RECYCLING |
|
|
6,615,974
|
727,757
|
| DIGITALGLOBE INC 5.25% 02/01/21 |
5.25
|
02/01/2021
|
3,070,000
|
3,050,813
|
| ACCELLENT INC 10% 11/01/17 |
10.0
|
11/01/2017
|
8,850,000
|
7,832,250
|
| NORSE ENERGY CORP AS |
|
|
1
|
0
|
| WEBMD HEALTH CORP 2.5% 01/31/18 |
2.5
|
01/31/2018
|
3,485,000
|
3,206,200
|
| DESARROLLADORA HOMEX 9.5% 12/11/19 |
9.5
|
12/11/2019
|
10,272,000
|
8,782,560
|
| HUNTER DEFENSE TECHN L+6.54%, 08/22/14 |
6.54
|
08/22/2014
|
3,133,617
|
2,976,937
|
| FOUNDATION RE III LT 0% 02/03/14 |
0.0
|
02/03/2014
|
2,000,000
|
2,025,400
|
| KRW FORWARD KRUS041213B |
0.0
|
04/12/2013
|
15,050,000,000
|
13,514,900
|
| WELLS FARGO & CO 7.5% 12/31/99 |
0.2
|
|
445
|
573,494
|
| PILGRIM'S PRIDE CORP 7.875% 12/15/18 |
7.875
|
12/15/2018
|
10,905,000
|
11,791,031
|
| ALLIANCE ONE INTERNA 5.5% 07/15/14 |
5.5
|
07/15/2014
|
1,635,000
|
1,669,744
|
| EUR/JPY FORWARD EUJP052213S |
0.0
|
05/22/2013
|
-12,335,727
|
-15,821,791
|
| ENTERPRISE PRODUCTS 7.0000% 06/01/67 |
7.0
|
06/01/2067
|
2,030,000
|
2,192,400
|
| SUNTECH POWER HO 3% 03/15/13 |
3.0
|
03/15/2013
|
11,919,000
|
3,426,713
|
| RESIDENTIAL REINSURA 6.6000% 06/06/13 |
6.6
|
06/06/2013
|
1,500,000
|
1,515,600
|
| PRUDENTIAL FINANCIAL 5.2% 03/15/44 |
5.2
|
03/15/2044
|
1,375,000
|
1,378,438
|
| EXPERT GLOBAL SOLUTI L+8%, 03/13/18 |
8.0
|
03/13/2018
|
13,478,270
|
13,613,053
|
| LODESTONE RE LTD 0% 05/17/13 |
0.0
|
05/17/2013
|
4,000,000
|
4,023,200
|
| TIMBERSTAR TRUST 7.5296% 10/15/36 |
7.53
|
10/15/2036
|
4,315,000
|
4,459,643
|
| SCITOR CORP L+5%, 01/21/17 |
5.0
|
01/21/2017
|
3,897,409
|
3,897,409
|
| CONVATEC HEALTHCARE 10.5% 12/15/18 |
10.5
|
12/15/2018
|
5,750,000
|
6,396,875
|
| RAIN CII CARBON LLC 8% 12/01/18 |
8.0
|
12/01/2018
|
11,320,000
|
11,970,900
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
0.0
|
12/06/2016
|
950,000
|
951,045
|
| STANADYNE HOLDINGS I 12% 02/15/15 |
12.0
|
02/15/2015
|
16,550,000
|
11,626,375
|
| LANTHEUS MEDICAL IMA 9.75% 05/15/17 |
9.75
|
05/15/2017
|
10,302,000
|
10,224,735
|
| OLD AII INC/OLD 10% 12/15/16 |
10.0
|
12/15/2016
|
6,510,000
|
130
|
| BERAU COAL ENERGY TB 7.2499% 03/13/17 |
7.25
|
03/13/2017
|
3,750,000
|
3,778,125
|
| BASELL FINANCE CO BV 8.1% 03/15/27 |
8.1
|
03/15/2027
|
11,343,000
|
15,199,620
|
| BANK CENTERCREDIT 8.625% 01/30/14 |
8.625
|
01/30/2014
|
3,880,000
|
3,989,920
|
| EUROPEAN INVESTMENT 03/02/15 |
0.0
|
03/02/2015
|
12,410,000
|
6,200,543
|
| SINO-FOREST CORP 5% 08/01/13 |
5.0
|
08/01/2013
|
12,150,000
|
60,750
|
| PHILIPPINE GOVERNMEN 5.875% 03/01/32 |
5.875
|
03/01/2032
|
298,415,000
|
9,353,531
|
| ALLIANCE ONE INTERNA 10% 07/15/16 |
10.0
|
07/15/2016
|
14,855,000
|
15,690,594
|
| SHINGLE SPRINGS TRIB 9.375% 06/15/15 |
9.375
|
06/15/2015
|
1,725,000
|
1,718,531
|
| GOODRICH PETROLEUM C 8.875% 03/15/19 |
8.875
|
03/15/2019
|
5,035,000
|
5,211,225
|
| RESIDENTIAL REINSURA 0% 06/06/13 |
0.0
|
06/06/2013
|
250,000
|
254,875
|
| AFFINION GROUP INC L+5%, 10/09/16 |
5.0
|
10/09/2016
|
2,215,794
|
2,170,093
|
| FORD MOTOR CO 4.25% 11/15/16 |
4.25
|
11/15/2016
|
12,029,000
|
19,276,473
|
| JB POINDEXTER & CO I 9% 04/01/22 |
9.0
|
04/01/2022
|
2,980,000
|
3,114,100
|
| BRAZILIAN GOVERNMENT 10.25% 01/10/28 |
10.25
|
01/10/2028
|
2,950,000
|
1,753,647
|
| STYROLUTION GROUP GM 7.625% 05/15/16 |
7.625
|
05/15/2016
|
4,390,000
|
5,895,999
|
| METINVEST BV 10.25% 05/20/15 |
10.25
|
05/20/2015
|
7,620,000
|
8,055,864
|
| KES FORWARD KEUS051413B |
0.0
|
05/14/2013
|
47,785,714
|
553,454
|
| ARDENT MEDICAL SERVI L+6.75%, 05/02/18 |
6.75
|
05/02/2018
|
1,406,475
|
1,432,846
|
| FERREXPO FINANCE PLC 7.875% 04/07/16 |
7.875
|
04/07/2016
|
11,975,000
|
11,945,063
|
| BBVA BANCOMER SA/TEX 6.75% 09/30/22 |
6.75
|
09/30/2022
|
1,250,000
|
1,428,125
|
| TALOS PRODUCTION LLC 9.75% 02/15/18 |
9.75
|
02/15/2018
|
3,020,000
|
2,989,800
|
| PNC FINANCIAL SERVIC 6.75% 07/29/49 |
6.75
|
07/29/2049
|
13,430,000
|
15,360,388
|
| RESIDENTIAL REINSURA 0% 06/06/15 |
0.0
|
06/06/2015
|
3,450,000
|
3,536,250
|
| EUROPEAN BANK FOR RE 0.5% 02/26/15 |
0.5
|
02/26/2015
|
4,200,000
|
2,113,037
|
| CANTOR FITZGERALD LP 7.875% 10/15/19 |
7.875
|
10/15/2019
|
7,675,000
|
7,979,329
|
| ROWAN COS PLC |
|
|
46,147
|
1,631,758
|
| VIRGIN MEDIA FINANCE L+3.75%, 02/06/20 |
3.75
|
02/06/2020
|
5,600,000
|
8,527,589
|
| URBI DESARROLLOS URB 9.75% 02/03/22 |
9.75
|
02/03/2022
|
7,500,000
|
4,650,000
|
| BERAU CAPITAL RESOUR 12.5% 07/08/15 |
12.5
|
07/08/2015
|
11,063,000
|
11,782,095
|
| KP GERMANY ERSTE GMB 11.625% 07/15/17 |
11.625
|
07/15/2017
|
2,500,000
|
3,606,688
|
| NAVISTAR INTERNATION 8.25% 11/01/21 |
8.25
|
11/01/2021
|
8,405,000
|
8,562,594
|
| CENGAGE LEARNING ACQ L+2.71%, 07/04/14 |
2.71
|
07/04/2014
|
765,692
|
592,933
|
| MEMC ELECTRONIC MATE 7.75% 04/01/19 |
7.75
|
04/01/2019
|
3,200,000
|
2,960,000
|
| SECURITY NATIONAL MO 6.5500% 04/25/37 |
6.55
|
04/25/2037
|
1,500,000
|
1,469,747
|
| AEROPUERTOS ARGENTIN 10.75% 12/01/20 |
10.75
|
12/01/2020
|
4,345,250
|
4,019,356
|
| SURGICAL CARE AFFILI 10% 07/15/17 |
10.0
|
07/15/2017
|
2,975,000
|
3,097,719
|
| NON-PROFIT PREFERRED 0% 09/15/37 |
0.0
|
09/15/2037
|
8,875,000
|
5,209,625
|
| VEDANTA RESOURCES PL 9.5% 07/18/18 |
9.5
|
07/18/2018
|
1,080,000
|
1,263,600
|
| MMM HOLDINGS INC L+0.0825%, 10/09/17 |
0.083
|
10/09/2017
|
2,200,000
|
2,216,500
|
| ALLIANCE HEALTHCARE L+7.25%, 06/01/16 |
7.25
|
06/01/2016
|
1,117,567
|
1,128,743
|
| VIRTUAL RADIOLOGIC C L+0.055%, 11/03/16 |
0.055
|
11/03/2016
|
1,445,500
|
1,011,850
|
| CARRIZO OIL & GAS IN 8.625% 10/15/18 |
8.625
|
10/15/2018
|
2,870,000
|
3,142,650
|
| DIGICEL GROUP LTD 10.5% 04/15/18 |
10.5
|
04/15/2018
|
1,000,000
|
1,112,500
|
| GRUPO PAPELERO SCRIB 8.875% 04/07/20 |
8.875
|
04/07/2020
|
13,490,000
|
13,119,025
|
| MASHANTUCKET WES 8.5% 11/15/15 |
8.5
|
11/15/2015
|
5,965,000
|
417,550
|
| MURRAY ENERGY CORP 10.25% 10/15/15 |
10.25
|
10/15/2015
|
2,706,000
|
2,716,148
|
| AEROPUERTOS DOMINICA 9.25% 11/13/19 |
9.25
|
11/13/2019
|
5,700,000
|
6,198,750
|
| BEAR STEARNS COMMERC 6.94% 02/15/35 |
6.94
|
02/15/2035
|
3,450,000
|
3,451,970
|
| JBS FINANCE II LTD 8.25% 01/29/18 |
8.25
|
01/29/2018
|
8,690,000
|
9,515,550
|
| ATLAS VI CAPITAL LTD 10.5% 04/07/14 |
10.5
|
04/07/2014
|
800,000
|
1,058,851
|
| REYNOLDS GROUP ISSUE 8.25% 02/15/21 |
8.25
|
02/15/2021
|
2,400,000
|
2,472,000
|
| SUCCESSOR X LTD 0% 04/04/13 |
0.0
|
04/04/2013
|
250,000
|
250,275
|
| NEW JERSEY ECONOMIC 7.0000% 11/15/30 |
7.0
|
11/15/2030
|
15,000
|
15,055
|
| YENI TURKISH LIRA |
|
|
1,903
|
1,052
|
| PERSEUS HOLDING 14.0000% 04/15/14 |
0.0
|
04/15/2014
|
17,350
|
1,431,375
|
| MARK IV EUROPE L 8.875% 12/15/17 |
8.875
|
12/15/2017
|
1,600,000
|
2,210,427
|
| SUCCESSOR X LTD 16.1832% 01/07/14 |
16.183
|
01/07/2014
|
2,600,000
|
2,562,560
|
| CFG INVESTMENT SAC 9.75% 07/30/19 |
9.75
|
07/30/2019
|
4,450,000
|
4,183,000
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
0.0
|
06/06/2016
|
1,100,000
|
1,201,860
|
| COMPASS RE LTD 0% 01/08/15 |
0.0
|
01/08/2015
|
1,000,000
|
1,018,100
|
| CAMBIUM LEARNING GRO 9.75% 02/15/17 |
9.75
|
02/15/2017
|
4,225,000
|
3,453,938
|
| ROMANIA GOVERNMENT B 5.85% 04/26/23 |
5.85
|
04/26/2023
|
18,200,000
|
5,342,880
|
| CPG INTERNATIONAL I L+5.75%, 09/21/19 |
5.75
|
09/21/2019
|
1,716,375
|
1,732,466
|
| JAMES RIVER COAL 3.125% 03/15/18 |
3.125
|
03/15/2018
|
1,305,000
|
261,000
|
| HUNTER DEFENSE TECHN L+3.54%, 08/22/14 |
3.54
|
08/22/2014
|
1,628,992
|
1,523,108
|
| WPE INTERNATIONAL CO 10.375% 09/30/20 |
10.375
|
09/30/2020
|
14,600,000
|
13,578,000
|
| EXOPACK HOLDING CORP L+6.5%, 05/06/17 |
6.5
|
05/06/2017
|
2,351,598
|
2,378,053
|
| PROVINCE OF SALTA AR 9.5% 03/16/22 |
9.5
|
03/16/2022
|
4,600,000
|
3,818,000
|
| FLEXTRONICS INTERNAT 4.625% 02/15/20 |
4.625
|
02/15/2020
|
1,395,000
|
1,408,950
|
| NORANDA ALUMINUM 4.524% 05/15/15 |
4.524
|
05/15/2015
|
306
|
306
|
| TRANSPORTADORA DE GA 7.875% 05/14/17 |
7.875
|
05/14/2017
|
7,966,000
|
7,029,995
|
| CEVA GROUP PLC L+5.2985%, 08/31/16 |
5.299
|
08/31/2016
|
794,899
|
773,437
|
| LONG HAUL HOLDINGS L L+0%, 01/12/14 |
0.0
|
01/12/2014
|
792,928
|
578,838
|
| RUSSIAN FEDERAL BOND 7.5% 03/15/18 |
7.5
|
03/15/2018
|
143,000,000
|
4,841,732
|
| AGUILA 3 SA 7.875% 01/31/18 |
7.875
|
01/31/2018
|
3,900,000
|
4,182,750
|
| LEAR CORP |
0.0
|
11/05/2014
|
990
|
109,776
|
| INDONESIA TREASURY B 8.25% 06/15/32 |
8.25
|
06/15/2032
|
101,459,000,000
|
12,360,243
|
| PITTSBURGH GLASS WOR 8.5% 04/15/16 |
8.5
|
04/15/2016
|
4,800,000
|
4,884,000
|
| MOLYCORP INC 10% 06/01/20 |
10.0
|
06/01/2020
|
5,300,000
|
5,220,500
|
| INVERSIONES ALSACIA 8% 08/18/18 |
8.0
|
08/18/2018
|
6,918,241
|
6,572,329
|
| LDK SOLAR CO LTD 10% 02/28/14 |
10.0
|
02/28/2014
|
14,000,000
|
1,159,460
|
| AUSDRILL FINANCE PTY 6.8750% 11/01/19 |
6.875
|
11/01/2019
|
6,210,000
|
6,349,725
|
| VIASYSTEMS INC 7.875% 05/01/19 |
7.875
|
05/01/2019
|
6,150,000
|
6,426,750
|
| COLEMAN CABLE INC 9% 02/15/18 |
9.0
|
02/15/2018
|
4,120,000
|
4,459,900
|
| INTCOMEX INC 13.25% 12/15/14 |
13.25
|
12/15/2014
|
9,497,000
|
9,781,910
|
| OXFORD FINANCE LLC / 7.2499% 01/15/18 |
7.25
|
01/15/2018
|
1,700,000
|
1,763,750
|
| GOL FINANCE 9.25% 07/20/20 |
9.25
|
07/20/2020
|
7,363,000
|
7,142,110
|
| PANOLAM HOLDINGS CO |
|
|
894
|
522,096
|
| ARD FINANCE SA 11.125% 06/01/18 |
11.125
|
06/01/2018
|
10,095,892
|
11,004,522
|
| INDALEX HOLDING CORP 11.5% 02/01/14 |
11.5
|
02/01/2014
|
5,322,000
|
39,915
|
| DYNCORP INTERNATIONA 10.375% 07/01/17 |
10.375
|
07/01/2017
|
5,408,000
|
5,326,880
|
| ALPHA NATURAL RESOUR 6% 06/01/19 |
6.0
|
06/01/2019
|
815,000
|
751,838
|
| TEXAS COMPETITIVE EL L+4.7326%, 10/10/17 |
4.733
|
10/10/2017
|
3,202,730
|
2,281,929
|
| INDONESIA TREASURY B 7.0000% 05/15/22 |
7.0
|
05/15/2022
|
53,000,000,000
|
6,013,693
|
| WINDSTREAM CORP 8.125% 09/01/18 |
8.125
|
09/01/2018
|
7,345,000
|
8,042,775
|
| MYTHEN RE LTD SERIES 8.7102% 01/05/17 |
8.71
|
01/05/2017
|
800,000
|
807,600
|
| ORMAT FUNDING CO 8.25% 12/30/20 |
8.25
|
12/30/2020
|
6,474,795
|
6,021,559
|
| NGN FORWARD NGUS041813B |
0.0
|
04/18/2013
|
381,558,468
|
2,394,279
|
| NORWEGIAN KRONE |
|
|
118,231,185
|
20,252,002
|
| YCC HOLDINGS LLC / Y 10.25% 02/15/16 |
10.25
|
02/15/2016
|
5,775,000
|
5,955,469
|
| ELECTRICITE DE FRANC 5.25% 01/29/49 |
5.25
|
01/29/2049
|
7,150,000
|
7,103,096
|
| PEERMONT GLOBAL PTY 7.75% 04/30/14 |
7.75
|
04/30/2014
|
6,335,000
|
7,960,784
|
| PPL CAPITAL FUNDING 5.9% 04/30/73 |
5.9
|
04/30/2073
|
212,000
|
5,346,640
|
| NORWEGIAN ENERGY CO 12.9% 11/20/14 |
12.9
|
11/20/2014
|
45,000,000
|
7,960,868
|
| CHRYSLER GROUP LLC / L+6%, 04/28/17 |
6.0
|
04/28/2017
|
8,007,944
|
8,175,966
|
| EUROPEAN EURO |
|
|
635,046
|
814,224
|
| OAS INVESTMENTS GMBH 8.25% 10/19/19 |
8.25
|
10/19/2019
|
4,400,000
|
4,730,000
|
| VTB BANK OJSC VIA VT 6.9500% 10/17/22 |
6.95
|
10/17/2022
|
5,000,000
|
5,267,500
|
| LIBERTY TIRE RECYCLI 11% 10/01/16 |
11.0
|
10/01/2016
|
5,080,000
|
5,029,200
|
| BANCO MACRO SA 9.75% 12/18/36 |
9.75
|
12/18/2036
|
2,870,000
|
2,166,850
|
| ROMANIA GOVERNMENT B 5.9% 07/26/17 |
5.9
|
07/26/2017
|
8,880,000
|
2,606,185
|
| TOWER AUTOMOTIVE 10.625% 09/01/17 |
10.625
|
09/01/2017
|
11,854,000
|
13,217,210
|
| NATIONAL MENTOR HOLD L+6.5%, 02/09/17 |
6.5
|
02/09/2017
|
4,998,012
|
5,063,611
|
| CINCINNATI BELL INC 8.75% 03/15/18 |
8.75
|
03/15/2018
|
8,378,000
|
8,315,165
|
| PHILIPPINE PESO |
|
|
18,990,355
|
464,880
|
| REYNOLDS GROUP ISSUE 9% 04/15/19 |
9.0
|
04/15/2019
|
3,235,000
|
3,421,013
|
| NRG ENERGY INC 8.5% 06/15/19 |
8.5
|
06/15/2019
|
2,200,000
|
2,414,500
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
0.0
|
06/06/2016
|
1,000,000
|
1,053,900
|
| UNIT CORP 6.625% 05/15/21 |
6.625
|
05/15/2021
|
3,765,000
|
3,943,838
|
| ARDAGH PACKAGING FIN 7.0000% 11/15/20 |
7.0
|
11/15/2020
|
3,200,000
|
3,288,000
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
0.05
|
10/18/2018
|
1,739,556
|
1,758,038
|
| NATIONAL SURGICAL HO L+8.25%, 01/04/17 |
8.25
|
01/04/2017
|
4,075,088
|
4,064,900
|
| SABINE PASS LIQUEFAC 5.625% 02/01/21 |
5.625
|
02/01/2021
|
6,220,000
|
6,453,250
|
| MYTHEN RE LTD SERIES 11.9402% 11/10/16 |
11.94
|
11/10/2016
|
650,000
|
640,705
|
| MIE HOLDINGS CORP 9.75% 05/12/16 |
9.75
|
05/12/2016
|
12,850,000
|
13,845,875
|
| TI GROUP AUTOMOTIVE L+4.25%, 03/27/19 |
4.25
|
03/27/2019
|
3,151,188
|
3,119,676
|
| KIBOU LTD 0% 02/16/15 |
0.0
|
02/16/2015
|
1,000,000
|
1,034,900
|
| BANCO DO BRASIL SA/C 6.25% 12/29/49 |
6.25
|
12/29/2049
|
2,900,000
|
2,856,500
|
| QUEEN STREET IV CAPI 0% 04/09/15 |
0.0
|
04/09/2015
|
2,000,000
|
2,018,800
|
| PERSEUS HOLDINGS LTD |
|
|
33,046
|
82,615
|
| FLORIDA EAST COA 10.5% 08/01/17 |
10.5
|
08/01/2017
|
2,606,147
|
2,716,908
|
| PROVINCIA DE BUENOS 10.875% 01/26/21 |
10.875
|
01/26/2021
|
7,425,000
|
5,123,250
|
| CITY OF BUENOS AIRES 12.5% 04/06/15 |
12.5
|
04/06/2015
|
13,000,000
|
12,350,000
|
| TEXAS COMPETITIVE EL 11.5% 10/01/20 |
11.5
|
10/01/2020
|
2,695,000
|
2,014,513
|
| GOODYEAR TIRE & RUBB 1% 09/20/17 |
0.0
|
09/20/2017
|
4,100,000
|
4,299,992
|
| NEWHALL LAND DEVELOP |
|
|
159,647
|
239,471
|
| BRITISH POUND |
|
|
254,185
|
386,068
|
| AGY HOLDING CORP 11% 11/15/14 |
11.0
|
11/15/2014
|
12,050,000
|
6,145,500
|
| IRSA INVERSIONES Y R 8.5% 02/02/17 |
8.5
|
02/02/2017
|
8,405,000
|
7,711,588
|
| KB HOME 1.375% 02/01/19 |
1.375
|
02/01/2019
|
4,640,000
|
5,101,100
|
| VOTORANTIM CIMENTOS 7.2499% 04/05/41 |
7.25
|
04/05/2041
|
7,800,000
|
8,443,500
|
| TONON BIOENERGIA SA 9.25% 01/24/20 |
9.25
|
01/24/2020
|
4,400,000
|
4,488,000
|
| BANCO DO ESTADO DO R 7.375% 02/02/22 |
7.375
|
02/02/2022
|
1,750,000
|
1,899,625
|
| NEW ENTERPRISE STONE 11% 09/01/18 |
11.0
|
09/01/2018
|
9,175,000
|
7,064,750
|
| UBS AG/STAMFORD CT 7.625% 08/17/22 |
7.625
|
08/17/2022
|
10,650,000
|
11,900,960
|
| GMAC CAPITAL TRUST I 8.125% 02/15/40 |
8.125
|
02/15/2040
|
355,600
|
9,672,320
|
| BELDEN INC 5.5% 04/15/23 |
5.5
|
04/15/2023
|
2,000,000
|
2,557,889
|
| BROOKFIELD RESIDENTI 6.5% 12/15/20 |
6.5
|
12/15/2020
|
2,100,000
|
2,247,000
|
| LODESTONE RE LTD 0% 05/17/13 |
0.0
|
05/17/2013
|
350,000
|
351,260
|
| CORPGROUP BANKING SA 6.75% 03/15/23 |
6.75
|
03/15/2023
|
5,250,000
|
5,492,813
|
| NORWEGIAN ENERGY CO 10.25% 04/27/16 |
10.25
|
04/27/2016
|
12,000,000
|
2,067,770
|
| PARK-OHIO INDUSTRIES 8.125% 04/01/21 |
8.125
|
04/01/2021
|
1,200,000
|
1,305,000
|
| LEAR CORP 4.75% 01/15/23 |
4.75
|
01/15/2023
|
1,200,000
|
1,170,000
|
| DYCOM INVESTMENTS IN 7.1249% 01/15/21 |
7.125
|
01/15/2021
|
2,980,000
|
3,188,600
|
| PROVINCIA DE BUENOS 11.75% 10/05/15 |
11.75
|
10/05/2015
|
2,125,000
|
1,721,250
|
| EMPRESAS ICA SAB DE 8.9% 02/04/21 |
8.9
|
02/04/2021
|
7,900,000
|
8,483,020
|
| NGN FORWARD NGUS043013B |
0.0
|
04/30/2013
|
477,176,532
|
2,979,490
|
| TEMPUR-PEDIC INTERNA 6.8750% 12/15/20 |
6.875
|
12/15/2020
|
4,705,000
|
5,022,588
|
| AGROKOR DD 8.875% 02/01/20 |
8.875
|
02/01/2020
|
1,960,000
|
2,151,100
|
| INTER-AMERICAN DEVEL 4.5% 02/04/16 |
4.5
|
02/04/2016
|
11,650,000,000
|
1,176,210
|
| CHIQUITA BRANDS INTE 7.875% 02/01/21 |
7.875
|
02/01/2021
|
2,770,000
|
2,905,038
|
| MIRABELA NICKEL LTD 8.75% 04/15/18 |
8.75
|
04/15/2018
|
11,725,000
|
10,699,063
|
| VERTAFORE INC L+9.75%, 10/18/17 |
9.75
|
10/18/2017
|
3,500,000
|
3,605,000
|
|
0.0
|
01/01/1900
|
33,500
|
3,350,000
|
| GREEN FIELD ENERGY S |
|
|
2,275
|
125,125
|
| AXCAN INTERMEDIATE H L+5.5%, 01/25/17 |
5.5
|
01/25/2017
|
3,073,568
|
3,104,303
|
| METALLOINVEST FINANC 6.5% 07/21/16 |
6.5
|
07/21/2016
|
10,460,000
|
11,015,740
|
| INTERGEN NV 9% 06/30/17 |
9.0
|
06/30/2017
|
2,800,000
|
2,751,000
|
| BLUE DANUBE LTD 6.2969% 04/10/15 |
6.297
|
04/10/2015
|
250,000
|
261,175
|
| RAMP SERIES 2006-RZ3 0.3642% 08/25/36 |
0.364
|
08/25/2036
|
949,749
|
892,300
|
| LODESTONE RE LTD 0% 01/08/14 |
0.0
|
01/08/2014
|
4,250,000
|
4,290,800
|
| SUNPOWER CORP 4.75% 04/15/14 |
4.75
|
04/15/2014
|
2,182,000
|
2,182,000
|
| DTEK FINANCE PLC 7.875% 04/04/18 |
7.875
|
04/04/2018
|
5,525,000
|
5,434,928
|
| PEGASUS SOLUTIONS IN 13% 04/15/14 |
13.0
|
04/15/2014
|
14,669,480
|
14,082,701
|
| BANCO DE BOGOTA SA 5.375% 02/19/23 |
5.375
|
02/19/2023
|
3,150,000
|
3,244,500
|
| MIDWEST VANADIUM 11.5% 02/15/18 |
11.5
|
02/15/2018
|
10,175,000
|
6,410,250
|
| COMBINE RE LTD 0% 01/07/15 |
0.0
|
01/07/2015
|
1,250,000
|
1,405,250
|
| ALLEN SYSTEMS GROUP 10.5% 11/15/16 |
10.5
|
11/15/2016
|
8,684,000
|
5,514,340
|
| GULFPORT ENERGY CORP 7.75% 11/01/20 |
7.75
|
11/01/2020
|
4,990,000
|
5,264,450
|
| CIRSA FUNDING LUXEMB 8.75% 05/15/18 |
8.75
|
05/15/2018
|
6,950,000
|
8,710,446
|
| INDEPENDENCIA INTERN 12% 12/30/16 |
12.0
|
12/30/2016
|
2,969,595
|
7,424
|
| SUCCESSOR X LTD 0% 04/04/13 |
0.0
|
04/04/2013
|
750,000
|
751,650
|
| INEOS GROUP HOLDINGS 7.875% 02/15/16 |
7.875
|
02/15/2016
|
10,935,000
|
14,125,462
|
| CODERE FINANCE LUXEM 9.25% 02/15/19 |
9.25
|
02/15/2019
|
4,395,000
|
3,164,400
|
| BUMI CAPITAL PTE LTD 12% 11/10/16 |
12.0
|
11/10/2016
|
12,200,000
|
10,949,500
|
| BELVEDERE SA 7.692% 11/10/19 |
7.692
|
11/10/2019
|
4,171,607
|
588,349
|
| ARCOS DORADOS HOLDIN 10.25% 07/13/16 |
10.25
|
07/13/2016
|
4,250,000
|
2,178,003
|
| COOPERATIEVE CENTRAL 6.8750% 03/19/20 |
6.875
|
03/19/2020
|
2,600,000
|
3,735,294
|
| SAMSON INVESTMENT CO 9.75% 02/15/20 |
9.75
|
02/15/2020
|
1,920,000
|
2,040,000
|
| NEUSTAR INC 4.5% 01/15/23 |
4.5
|
01/15/2023
|
2,395,000
|
2,287,225
|
| QUEBECOR MEDIA INC 6.625% 01/15/23 |
6.625
|
01/15/2023
|
1,000,000
|
1,020,609
|
| CEMEX ESPANA LUX 9.875% 04/30/19 |
9.875
|
04/30/2019
|
4,275,000
|
4,921,380
|
| BEAZER HOMES USA INC 9.125% 06/15/18 |
9.125
|
06/15/2018
|
8,750,000
|
9,406,250
|
| COBALT INTERNATIONAL 2.625% 12/01/19 |
2.625
|
12/01/2019
|
9,000,000
|
10,051,875
|
| COMSTOCK RESOURCES I 7.75% 04/01/19 |
7.75
|
04/01/2019
|
4,740,000
|
5,000,700
|
| MDC PARTNERS INC 11% 11/01/16 |
11.0
|
11/01/2016
|
2,115,000
|
2,347,650
|
| FRONTIER COMMUNICATI 8.5% 04/15/20 |
8.5
|
04/15/2020
|
2,940,000
|
3,329,550
|
| BUFFALO THUNDER DEVE 9.375% 12/15/14 |
9.375
|
12/15/2014
|
10,750,000
|
3,332,500
|
| VANTAGE DRILLING CO 7.875% 09/01/42 |
7.875
|
09/01/2042
|
2,475,000
|
2,844,703
|
| GBP FORWARD GBUS051513S |
0.0
|
05/15/2013
|
-3,846,000
|
-5,840,120
|
| ACE SECURITIES CORP 0.2942% 01/25/37 |
0.294
|
01/25/2037
|
449,958
|
147,910
|
| CEVA GROUP PLC 11.5% 04/01/18 |
11.5
|
04/01/2018
|
7,061,000
|
6,460,815
|
| LEASE INVESTMENT FLI 0.6332% 07/15/31 |
0.633
|
07/15/2031
|
874,095
|
629,348
|
| EUROCHEM MINERAL & C 5.125% 12/12/17 |
5.125
|
12/12/2017
|
1,100,000
|
1,116,500
|
| GREEN FIELD ENER 13.25% 11/15/16 |
13.25
|
11/15/2016
|
2,275,000
|
2,343,250
|
| KION FINANCE SA 6.75% 02/15/20 |
6.75
|
02/15/2020
|
1,500,000
|
2,053,043
|
| IMMUCOR INC 11.125% 08/15/19 |
11.125
|
08/15/2019
|
3,200,000
|
3,648,000
|
| MYSTIC RE LTD 0% 03/12/15 |
0.0
|
03/12/2015
|
2,500,000
|
2,648,000
|
| NUANCE COMMUNICATION 2.75% 11/01/31 |
2.75
|
11/01/2031
|
6,365,000
|
6,575,841
|
| LITTLE TRAVERSE BAY 9% 08/31/20 |
9.0
|
08/31/2020
|
2,052,000
|
1,990,440
|
| MPL 2 ACQUISITION CA 9.875% 08/15/18 |
9.875
|
08/15/2018
|
1,675,000
|
1,687,563
|
| INVENTIV HEALTH INC L+7.5%, 08/04/16 |
7.5
|
08/04/2016
|
1,115,878
|
1,107,509
|
| BWAY HOLDING CO L+4.5025%, 08/06/17 |
4.503
|
08/06/2017
|
290,000
|
293,806
|
| AXA SA 6.4630% 12/29/49 |
6.463
|
12/29/2049
|
5,100,000
|
5,061,750
|
| NOVELLUS SYSTEMS INC 2.625% 05/15/41 |
2.625
|
05/15/2041
|
5,515,000
|
7,503,847
|
| EAST LANE RE V LTD 0% 03/16/16 |
0.0
|
03/16/2016
|
400,000
|
432,360
|
| CAELUS RE II LTD 0% 05/24/13 |
0.0
|
05/24/2013
|
2,000,000
|
2,012,600
|
| CANADIAN DOLLARS |
|
|
12,610,803
|
12,405,492
|
| FIRST DATA CORP 12.625% 01/15/21 |
12.625
|
01/15/2021
|
3,597,000
|
3,898,249
|
| OZBURN-HESSEY LOGIST L+8.25%, 04/07/16 |
8.25
|
04/07/2016
|
1,007,500
|
1,012,538
|
| HUB INTERNATIONAL HO L+4.7037%, 06/13/17 |
4.704
|
06/13/2017
|
3,978,655
|
4,019,436
|
| GSR MORTGAGE LOAN TR 5.7317% 02/25/34 |
5.732
|
02/25/2034
|
754,076
|
735,239
|
| AMERICAN HOME MORTGA 2.4474% 06/25/45 |
2.447
|
06/25/2045
|
1,032,755
|
968,388
|
| IBIS RE II LTD 0% 02/05/15 |
0.0
|
02/05/2015
|
1,925,000
|
1,944,058
|
| GRUPO KUO SAB DE CV 6.25% 12/04/22 |
6.25
|
12/04/2022
|
800,000
|
858,000
|
| CEVA GROUP PLC 11.625% 10/01/16 |
11.625
|
10/01/2016
|
2,445,000
|
2,542,800
|
| INTELSAT LUXEMBO 11.5% 02/04/17 |
11.5
|
02/04/2017
|
1,689,926
|
1,794,701
|
| TELESAT CANADA / 12.5% 11/01/17 |
12.5
|
11/01/2017
|
1,755,000
|
1,877,850
|
| NAVIOS SOUTH AMERICA 9.25% 04/15/19 |
9.25
|
04/15/2019
|
3,540,000
|
3,805,500
|
| COUNTRYWIDE ASSET-BA 1.1792% 11/25/34 |
1.179
|
11/25/2034
|
1,700,000
|
1,374,156
|
| STONE ENERGY CORP 7.5% 11/15/22 |
7.5
|
11/15/2022
|
3,800,000
|
4,151,500
|
| ICON HEALTH & FITNES 11.875% 10/15/16 |
11.875
|
10/15/2016
|
5,000,000
|
4,325,000
|
| PENN VIRGINIA RESOUR 8.25% 04/15/18 |
8.25
|
04/15/2018
|
2,070,000
|
2,194,200
|
| LEAR CORP |
|
|
22,233
|
1,219,925
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
0.05
|
10/18/2018
|
3,837,245
|
3,878,016
|
| INTERNATIONAL FINANC 5% 12/21/15 |
5.0
|
12/21/2015
|
11,200,000
|
5,375,157
|
| JEFFERIES GROUP LLC 6.8750% 04/15/21 |
6.875
|
04/15/2021
|
10,600,000
|
12,373,804
|
| JMC STEEL GROUP INC 8.25% 03/15/18 |
8.25
|
03/15/2018
|
4,340,000
|
4,600,400
|
| LONG HAUL HOLDINGS L L+0%, 01/12/14 |
0.0
|
01/12/2014
|
993,485
|
725,244
|
| EUR FORWARD EUUS050613S |
0.0
|
05/06/2013
|
-15,000,000
|
-19,236,615
|
| COMM 2000-C1 MORTGAG 6.8499% 08/15/33 |
6.85
|
08/15/2033
|
188,808
|
187,536
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
0.0
|
12/06/2016
|
1,800,000
|
1,825,200
|
| STAR GAS PARTNER 8.875% 12/01/17 |
8.875
|
12/01/2017
|
2,437,000
|
2,497,925
|
| QUEEN STREET V RE LT 0% 04/09/15 |
0.0
|
04/09/2015
|
900,000
|
923,490
|
| EXPRO FINANCE LUXEMB 8.5% 12/15/16 |
8.5
|
12/15/2016
|
1,297,000
|
1,374,820
|
| SILVER II BORROWER / 7.75% 12/15/20 |
7.75
|
12/15/2020
|
1,995,000
|
2,124,675
|
| EP ENERGY LLC / EP E 9.375% 05/01/20 |
9.375
|
05/01/2020
|
13,700,000
|
15,823,500
|
| VIMPELCOM HOLDINGS B 9% 02/13/18 |
9.0
|
02/13/2018
|
130,000,000
|
4,329,503
|
| UKRAINE GOVERNMENT I 9.25% 07/24/17 |
9.25
|
07/24/2017
|
9,000,000
|
9,743,400
|
| REYNOLDS GROUP ISSUE 9.875% 08/15/19 |
9.875
|
08/15/2019
|
7,675,000
|
8,413,719
|
| ALPHA APPALACHIA 3.25% 08/01/15 |
3.25
|
08/01/2015
|
17,510,000
|
16,853,375
|
| WINDSTREAM CORP 6.375% 08/01/23 |
6.375
|
08/01/2023
|
5,260,000
|
5,220,550
|
| COMBINE RE LTD 0% 01/07/15 |
0.0
|
01/07/2015
|
750,000
|
805,425
|
| INSTITUTO COSTARRICE 6.9500% 11/10/21 |
6.95
|
11/10/2021
|
940,000
|
1,070,190
|
| MDC PARTNERS INC 11% 11/01/16 |
11.0
|
11/01/2016
|
5,549,000
|
6,159,390
|
| HEXION US FINANCE CO 6.625% 04/15/20 |
6.625
|
04/15/2020
|
5,715,000
|
5,729,288
|
| JPMORGAN CHASE & CO 10/04/17 |
100.0
|
10/04/2017
|
800,000
|
316,767
|
| NUSTAR LOGISTICS LP 7.625% 01/15/43 |
0.0
|
01/15/2043
|
131,100
|
3,528,229
|
| NIGERIA TREASURY BIL 02/06/14 |
0.0
|
02/06/2014
|
634,000,000
|
3,663,324
|
| NRG ENERGY INC 7.625% 01/15/18 |
7.625
|
01/15/2018
|
2,170,000
|
2,468,375
|
| NARA CABLE FUNDING L 8.875% 12/01/18 |
8.875
|
12/01/2018
|
10,950,000
|
14,706,420
|
| EPE HOLDINGS LLC / E 8.125% 12/15/17 |
8.125
|
12/15/2017
|
2,080,000
|
2,184,000
|
| FAGE DAIRY INDUS 9.875% 02/01/20 |
9.875
|
02/01/2020
|
9,600,000
|
10,536,000
|
| BOMBARDIER INC 6.125% 01/15/23 |
6.125
|
01/15/2023
|
3,180,000
|
3,299,250
|
| EPL OIL & GAS INC 8.25% 02/15/18 |
8.25
|
02/15/2018
|
4,980,000
|
5,278,800
|
| BUMI RESOURCES TBK P L+11.2032%, 08/15/13 |
11.203
|
08/15/2013
|
6,000,000
|
5,880,000
|
| EMPRESA DISTRIBUIDOR 9.75% 10/25/22 |
9.75
|
10/25/2022
|
5,256,000
|
2,470,320
|
| JP MORGAN MORTGAGE T 4.6383% 02/25/35 |
4.638
|
02/25/2035
|
2,840,333
|
2,361,958
|
| CSMC MORTGAGE-BACKED 5% 04/25/37 |
5.0
|
04/25/2037
|
795,903
|
790,706
|
| CHINA LIANSU GROUP H 7.875% 05/13/16 |
7.875
|
05/13/2016
|
6,800,000
|
7,250,500
|
| REYNOLDS GROUP ISSUE 8.5% 05/15/18 |
8.5
|
05/15/2018
|
7,490,000
|
7,873,863
|
| RESIDENTIAL REINSURA 0% 06/06/13 |
0.0
|
06/06/2013
|
1,750,000
|
1,768,025
|
| BERTIN SA / BERTIN F 10.25% 10/05/16 |
10.25
|
10/05/2016
|
6,000,000
|
6,840,000
|
| ONO FINANCE II PLC 11.125% 07/15/19 |
11.125
|
07/15/2019
|
1,925,000
|
2,579,205
|
| SUCCESSOR X LTD 0% 11/10/15 |
0.0
|
11/10/2015
|
375,000
|
377,888
|
| PREFERRED SANDS HOLD L+7.5%, 12/15/16 |
7.5
|
12/15/2016
|
7,865,550
|
7,354,289
|
| INDONESIAN RUPIAH |
|
|
11,889,124,959
|
1,223,510
|
| GENERIC DRUG HOLDING L+5%, 10/04/19 |
5.0
|
10/04/2019
|
1,048,676
|
1,062,113
|
| ADVANCEPIERRE FOODS L+4.5%, 06/17/17 |
4.5
|
06/17/2017
|
1,390,000
|
1,412,588
|
| SURGERY CENTER HOLDI L+6.5%, 09/20/16 |
6.5
|
09/20/2016
|
4,500,513
|
4,506,138
|
| ABENGOA FINANCE SAU 8.875% 11/01/17 |
8.875
|
11/01/2017
|
6,900,000
|
6,727,500
|
| LAM RESEARCH COR 1.25% 05/15/18 |
1.25
|
05/15/2018
|
3,400,000
|
3,627,375
|
| VEDANTA RESOURCES PL 8.25% 06/07/21 |
8.25
|
06/07/2021
|
12,660,000
|
14,432,400
|
| GOOD SAM ENTERPR 11.5% 12/01/16 |
11.5
|
12/01/2016
|
3,800,000
|
4,051,750
|
| INTELSAT LUXEMBOURG 7.75% 06/01/21 |
7.75
|
06/01/2021
|
4,000,000
|
4,070,000
|
| SHELF DRILLING HOLDI 8.625% 11/01/18 |
8.625
|
11/01/2018
|
2,835,000
|
3,005,100
|
| ALLY FINANCIAL INC 7.0000% 12/31/99 |
7.0
|
|
3,100
|
3,065,900
|
| TOWERGATE FINANCE PL 10.5% 02/15/19 |
10.5
|
02/15/2019
|
4,840,000
|
7,682,039
|
| CEMEX SAB DE CV 9% 01/11/18 |
9.0
|
01/11/2018
|
3,750,000
|
4,153,125
|
| GENERAL CABLE CORP 4.5% 11/15/29 |
4.5
|
11/15/2029
|
1,250,000
|
1,559,375
|
| PELICAN RE LTD 0% 04/13/15 |
0.0
|
04/13/2015
|
750,000
|
788,175
|
| JAMES RIVER COAL CO 7.875% 04/01/19 |
7.875
|
04/01/2019
|
4,435,000
|
2,128,800
|
| WINDSTREAM CORP 7.75% 10/15/20 |
7.75
|
10/15/2020
|
6,765,000
|
7,340,025
|
| KODIAK OIL & GAS COR 8.125% 12/01/19 |
8.125
|
12/01/2019
|
5,215,000
|
5,892,950
|
| MINERVA LUXEMBOURG S 12.25% 02/10/22 |
12.25
|
02/10/2022
|
4,755,000
|
5,919,975
|
| EMERALD PLANTATION H |
|
|
4,074,747
|
2,139,242
|
| EXTENDED STAY AMERIC 7.625% 12/05/19 |
7.625
|
12/05/2019
|
1,700,000
|
1,797,257
|
| SANDISK CORP 1.5% 08/15/17 |
1.5
|
08/15/2017
|
6,435,000
|
8,293,106
|
| CEVA GROUP PLC L+5.2985%, 08/31/16 |
5.299
|
08/31/2016
|
779,050
|
761,035
|
| SUCCESSOR X LTD 13% 02/25/14 |
13.0
|
02/25/2014
|
4,000,000
|
4,018,400
|
| CEDC FINANCE COR 9.125% 12/01/16 |
9.125
|
12/01/2016
|
7,512,000
|
5,784,240
|
| WIRECO WORLDGROUP IN 9.5% 05/15/17 |
9.5
|
05/15/2017
|
1,540,000
|
1,609,300
|
| CONTINENTAL AIRLINES 6.748% 03/15/17 |
6.748
|
03/15/2017
|
1,213,302
|
1,280,034
|
| WIDEOPENWEST LLC L+6.25%, 04/18/18 |
6.25
|
04/18/2018
|
1,694,485
|
1,718,208
|
| FOREST CITY ENTERPRI 4.25% 08/15/18 |
4.25
|
08/15/2018
|
2,805,000
|
3,104,784
|
| HERCULES OFFSHORE IN 10.5% 10/15/17 |
10.5
|
10/15/2017
|
1,250,000
|
1,356,250
|
| SUCCESSOR X LTD 14.6832% 01/07/14 |
14.683
|
01/07/2014
|
1,125,000
|
1,123,313
|
| SOUTHERN UNION CO 3.3159% 11/01/66 |
3.316
|
11/01/2066
|
950,000
|
833,625
|
| COMPASS RE LTD 0% 01/08/15 |
0.0
|
01/08/2015
|
1,500,000
|
1,554,150
|
| CARNOW AUTO RECEIVAB 6.9% 11/15/16 |
6.9
|
11/15/2016
|
675,000
|
676,473
|
| CARRINGTON MORTGAGE 0.4042% 02/25/37 |
0.404
|
02/25/2037
|
8,090,000
|
7,007,882
|
| ARDAGH PACKAGING FIN 9.125% 10/15/20 |
9.125
|
10/15/2020
|
5,000,000
|
5,537,500
|
| RUSSIAN RUBLE |
|
|
5,348,200
|
171,885
|
| ESSAR STEEL ALGOMA I 9.875% 06/15/15 |
9.875
|
06/15/2015
|
9,410,000
|
7,645,625
|
| SECTOR RE V LTD 12/01/17 |
100.0
|
12/01/2017
|
2,300,000
|
2,437,310
|
| FLEXTRONICS INTERNAT 5% 02/15/23 |
5.0
|
02/15/2023
|
2,320,000
|
2,314,200
|
| CORP GEO SAB DE CV 8.875% 03/27/22 |
8.875
|
03/27/2022
|
2,050,000
|
1,752,750
|
| TI GROUP AUTOMOTIVE L+6.75%, 03/01/19 |
6.75
|
03/01/2019
|
3,151,188
|
3,176,791
|
| INR FORWARD INUS091613B |
0.0
|
09/16/2013
|
271,000,000
|
4,828,949
|
| CONSTELLATION ENTERP 10.625% 02/01/16 |
10.625
|
02/01/2016
|
5,075,000
|
5,328,750
|
| REVLON CONSUMER PROD 5.75% 02/15/21 |
5.75
|
02/15/2021
|
4,450,000
|
4,466,688
|
| VALE SA |
|
|
134,106
|
2,216,772
|
| QUEEN STREET VI RE L 0% 04/09/15 |
0.0
|
04/09/2015
|
300,000
|
313,140
|
| PESQUERA EXALMAR S.A 7.375% 01/31/20 |
7.375
|
01/31/2020
|
6,500,000
|
6,240,000
|
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.
|
