|
Monthly Portfolio Holdings as of 3/28/2013
| Security Name |
Coupon |
Maturity Date |
Par / Shares |
Market Value($) |
| ARDAGH PACKAGING FIN 7.375% 10/15/17 |
7.375
|
10/15/2017
|
1,000,000
|
1,093,750
|
| FORD MOTOR CO 4.25% 11/15/16 |
4.25
|
11/15/2016
|
17,861,000
|
28,622,253
|
| PILGRIM'S PRIDE CORP 7.875% 12/15/18 |
7.875
|
12/15/2018
|
7,360,000
|
7,958,000
|
| MIDWEST VANADIUM 11.5% 02/15/18 |
11.5
|
02/15/2018
|
8,775,000
|
5,528,250
|
| SM ENERGY CO 6.5% 11/15/21 |
6.5
|
11/15/2021
|
3,085,000
|
3,370,363
|
| MDC PARTNERS INC 6.75% 04/01/20 |
6.75
|
04/01/2020
|
3,555,000
|
3,590,550
|
| EP ENERGY LLC / EP E 9.375% 05/01/20 |
9.375
|
05/01/2020
|
13,000,000
|
15,015,000
|
| SUCCESSOR X LTD 14.6832% 01/07/14 |
14.683
|
01/07/2014
|
1,175,000
|
1,173,238
|
| KENNAMETAL INC |
|
|
144,669
|
5,647,878
|
| AUXILIUM PHARMACEUTI 1.5% 07/15/18 |
1.5
|
07/15/2018
|
3,570,000
|
3,614,625
|
| ACCELLENT INC 10% 11/01/17 |
10.0
|
11/01/2017
|
3,875,000
|
3,429,375
|
| PACKAGING DYNAMICS C 8.75% 02/01/16 |
8.75
|
02/01/2016
|
2,915,000
|
3,049,819
|
| ANTERO RESOURCES FIN 6% 12/01/20 |
6.0
|
12/01/2020
|
3,360,000
|
3,511,200
|
| ARROW ELECTRONICS IN |
|
|
142,843
|
5,802,283
|
| KODIAK OIL & GAS COR 5.5% 01/15/21 |
5.5
|
01/15/2021
|
1,400,000
|
1,466,500
|
| MARATHON PETROLEUM C |
|
|
73,900
|
6,621,440
|
| GOODYEAR TIRE & RUBB 5.875% 04/01/14 |
5.875
|
04/01/2014
|
56,100
|
2,440,911
|
| SUNPOWER CORP 4.75% 04/15/14 |
4.75
|
04/15/2014
|
9,784,000
|
9,784,000
|
| CHESAPEAKE ENERGY CO 2.5% 05/15/37 |
2.5
|
05/15/2037
|
7,531,000
|
7,215,639
|
| CIMAREX ENERGY CO 5.875% 05/01/22 |
5.875
|
05/01/2022
|
3,110,000
|
3,335,475
|
| NUSTAR LOGISTICS LP 7.625% 01/15/43 |
0.0
|
01/15/2043
|
130,000
|
3,498,625
|
| GCI INC 8.625% 11/15/19 |
8.625
|
11/15/2019
|
1,858,000
|
1,960,190
|
| BROWN SHOE CO INC 7.1249% 05/15/19 |
7.125
|
05/15/2019
|
3,850,000
|
4,061,750
|
| PHYSICIAN ONCOLOGY S L+7.75%, 02/10/17 |
7.75
|
02/10/2017
|
2,939,724
|
2,939,724
|
| REGAL ENTERTAINMENT 5.75% 02/01/25 |
5.75
|
02/01/2025
|
1,450,000
|
1,424,625
|
| MDC PARTNERS INC 11% 11/01/16 |
11.0
|
11/01/2016
|
2,160,000
|
2,397,600
|
| EPL OIL & GAS INC 8.25% 02/15/18 |
8.25
|
02/15/2018
|
5,205,000
|
5,517,300
|
| REYNOLDS GROUP ISSUE 8.25% 02/15/21 |
8.25
|
02/15/2021
|
6,700,000
|
6,901,000
|
| EXTENDED STAY AMERIC 7.625% 12/05/19 |
7.625
|
12/05/2019
|
1,900,000
|
2,008,699
|
| CONCHO RESOURCES INC 6.5% 01/15/22 |
6.5
|
01/15/2022
|
2,925,000
|
3,188,250
|
| OASIS PETROLEUM INC 6.5% 11/01/21 |
6.5
|
11/01/2021
|
2,820,000
|
3,073,800
|
| KINETIC CONCEPTS INC L+5.5%, 05/04/18 |
5.5
|
05/04/2018
|
2,434,234
|
2,481,397
|
| MERITAGE HOMES CORP 7.0000% 04/01/22 |
7.0
|
04/01/2022
|
3,660,000
|
4,076,325
|
| FRONTIER COMMUNICATI 8.5% 04/15/20 |
8.5
|
04/15/2020
|
9,705,000
|
10,990,913
|
| FIRST DATA CORP 8.25% 01/15/21 |
8.25
|
01/15/2021
|
4,722,000
|
4,910,880
|
| SURGERY CENTER HOLDI L+6.5%, 09/20/16 |
6.5
|
09/20/2016
|
4,612,781
|
4,618,547
|
| ARDAGH PACKAGING FIN 7.0000% 11/15/20 |
7.0
|
11/15/2020
|
5,300,000
|
5,445,750
|
| QUICKSILVER RESOURCE 8.25% 08/01/15 |
8.25
|
08/01/2015
|
10,528,000
|
10,356,920
|
| SUCCESSOR X LTD 0% 04/04/13 |
0.0
|
04/04/2013
|
750,000
|
751,650
|
| JAMES RIVER COAL CO 7.875% 04/01/19 |
7.875
|
04/01/2019
|
4,170,000
|
2,001,600
|
| ATKORE INTERNATIONAL 9.875% 01/01/18 |
9.875
|
01/01/2018
|
2,800,000
|
3,073,000
|
| ALPHA NATURAL RESOUR 6% 06/01/19 |
6.0
|
06/01/2019
|
795,000
|
733,388
|
| CAMBIUM LEARNING GRO 9.75% 02/15/17 |
9.75
|
02/15/2017
|
3,695,000
|
3,020,663
|
| LENNAR CORP 2.75% 12/15/20 |
2.75
|
12/15/2020
|
3,015,000
|
5,841,563
|
| POST HOLDINGS INC 7.375% 02/15/22 |
7.375
|
02/15/2022
|
1,550,000
|
1,695,313
|
| RESIDENTIAL REINSURA 0% 12/06/15 |
0.0
|
12/06/2015
|
2,000,000
|
2,031,000
|
| ESSAR STEEL ALGOMA I 9.875% 06/15/15 |
9.875
|
06/15/2015
|
12,145,000
|
9,867,813
|
| OCZ TECHNOLOGY GROUP |
|
|
766,603
|
1,379,885
|
| HUB INTERNATIONAL HO L+4.7037%, 06/13/17 |
4.704
|
06/13/2017
|
8,531,601
|
8,619,050
|
| EXTERRAN HOLDINGS IN 7.2499% 12/01/18 |
7.25
|
12/01/2018
|
1,725,000
|
1,854,375
|
| RAIN CII CARBON LLC 8% 12/01/18 |
8.0
|
12/01/2018
|
2,625,000
|
2,775,938
|
| COMBINE RE LTD 0% 01/07/15 |
0.0
|
01/07/2015
|
1,250,000
|
1,405,250
|
| ITT CORP |
|
|
75,637
|
2,150,360
|
| EVERGLADES RE LTD 0% 03/28/16 |
0.0
|
03/28/2016
|
250,000
|
250,000
|
| PARK-OHIO INDUSTRIES 8.125% 04/01/21 |
8.125
|
04/01/2021
|
4,025,000
|
4,377,188
|
| MENTOR GRAPHICS 4% 04/01/31 |
4.0
|
04/01/2031
|
5,815,000
|
6,828,991
|
| NATIONAL MENTOR HOLD L+6.5%, 02/09/17 |
6.5
|
02/09/2017
|
5,076,412
|
5,143,040
|
| COMMERCIAL VEHICLE G |
|
|
565,602
|
4,411,696
|
| STONE ENERGY CORP 7.5% 11/15/22 |
7.5
|
11/15/2022
|
3,945,000
|
4,309,913
|
| OWENS-ILLINOIS INC |
|
|
142,699
|
3,802,928
|
| IBIS RE II LTD 0% 02/05/15 |
0.0
|
02/05/2015
|
1,500,000
|
1,514,850
|
| NRG ENERGY INC 7.625% 05/15/19 |
7.625
|
05/15/2019
|
2,820,000
|
3,045,600
|
| CENTURYLINK INC 6.45% 06/15/21 |
6.45
|
06/15/2021
|
3,300,000
|
3,498,000
|
| CORSICANTO LTD 3.5000% 01/15/32 |
3.5
|
01/15/2032
|
8,815,000
|
10,892,034
|
| ALLIANCE ONE INTERNA |
|
|
542,285
|
2,109,489
|
| CHIQUITA BRANDS INTE 7.875% 02/01/21 |
7.875
|
02/01/2021
|
2,745,000
|
2,878,819
|
| INTERACTIVE DATA COR 10.25% 08/01/18 |
10.25
|
08/01/2018
|
7,255,000
|
8,252,563
|
| STEEL DYNAMICS INC 5.125% 06/15/14 |
5.125
|
06/15/2014
|
4,830,000
|
5,421,675
|
| TEXAS COMPETITIVE EL L+4.7326%, 10/10/17 |
4.733
|
10/10/2017
|
1,195,037
|
851,458
|
| ALLIANCE ONE INTERNA 10% 07/15/16 |
10.0
|
07/15/2016
|
13,655,000
|
14,423,094
|
| ALLIANCE ONE INTERNA 5.5% 07/15/14 |
5.5
|
07/15/2014
|
8,065,000
|
8,236,381
|
| TEXAS INDUSTRIES INC 9.25% 08/15/20 |
9.25
|
08/15/2020
|
3,300,000
|
3,605,250
|
| DENBURY RESOURCES IN 4.625% 07/15/23 |
4.625
|
07/15/2023
|
5,520,000
|
5,326,800
|
| SECTOR RE V LTD 03/01/18 |
100.0
|
03/01/2018
|
3,300,000
|
3,300,000
|
| XERIUM TECHNOLOGIES 8.875% 06/15/18 |
8.875
|
06/15/2018
|
2,660,000
|
2,546,950
|
| FLEXTRONICS INTERNAT 5% 02/15/23 |
5.0
|
02/15/2023
|
2,295,000
|
2,289,263
|
| VALEANT PHARMACEUTIC 6.375% 10/15/20 |
6.375
|
10/15/2020
|
3,365,000
|
3,547,972
|
| TEXAS COMPETITIVE EL 11.5% 10/01/20 |
11.5
|
10/01/2020
|
2,340,000
|
1,749,150
|
| VIASYSTEMS INC 7.875% 05/01/19 |
7.875
|
05/01/2019
|
5,300,000
|
5,538,500
|
| TE CONNECTIVITY LTD |
|
|
239,300
|
10,033,849
|
| BOMBARDIER INC 6.125% 01/15/23 |
6.125
|
01/15/2023
|
3,170,000
|
3,288,875
|
| FERRELLGAS LP / FERR 6.5% 05/01/21 |
6.5
|
05/01/2021
|
2,750,000
|
2,839,375
|
| MERITOR INC 7.875% 03/01/26 |
7.875
|
03/01/2026
|
2,545,000
|
2,581,584
|
| EATON CORP PLC |
|
|
16,869
|
1,033,226
|
| UNITED STATES STEEL 2.75% 04/01/19 |
2.75
|
04/01/2019
|
2,475,000
|
2,502,844
|
| EXOPACK HOLDING CORP L+6.5%, 05/06/17 |
6.5
|
05/06/2017
|
2,351,598
|
2,378,053
|
| MUELLER WATER PRODUC 7.375% 06/01/17 |
7.375
|
06/01/2017
|
7,076,000
|
7,279,435
|
| INGRAM MICRO INC |
|
|
417,700
|
8,220,336
|
| CROWN CORK & SEAL CO 7.375% 12/15/26 |
7.375
|
12/15/2026
|
13,120,000
|
14,628,800
|
| JOY GLOBAL INC |
|
|
109,200
|
6,499,584
|
| MARATHON OIL CORP |
|
|
147,800
|
4,983,816
|
| FOUNDATION RE III LT 0% 02/25/15 |
0.0
|
02/25/2015
|
1,500,000
|
1,564,500
|
| QUEBECOR MEDIA INC 5.75% 01/15/23 |
5.75
|
01/15/2023
|
8,875,000
|
9,052,500
|
| GENERIC DRUG HOLDING L+5%, 10/04/19 |
5.0
|
10/04/2019
|
1,198,735
|
1,214,094
|
| PITTSBURGH GLASS WOR 8.5% 04/15/16 |
8.5
|
04/15/2016
|
4,140,000
|
4,212,450
|
| EAST LANE RE LTD 0% 03/13/15 |
0.0
|
03/13/2015
|
1,500,000
|
1,561,650
|
| NEW ENTERPRISE STONE 11% 09/01/18 |
11.0
|
09/01/2018
|
7,350,000
|
5,659,500
|
| CHRYSLER GROUP LLC / L+6%, 04/28/17 |
6.0
|
04/28/2017
|
12,537,888
|
12,800,958
|
| YCC HOLDINGS LLC / Y 10.25% 02/15/16 |
10.25
|
02/15/2016
|
6,815,000
|
7,027,969
|
| WORLDPAY L+5.25%, 08/06/17 |
5.25
|
08/06/2017
|
2,469,527
|
2,486,196
|
| ALLIANT INSURANCE SE L+5%, 12/07/19 |
5.0
|
12/07/2019
|
1,275,000
|
1,290,540
|
| XILINX INC 3.125% 03/15/37 |
3.125
|
03/15/2037
|
813,000
|
1,089,928
|
| ORBITAL SCIENCES COR |
|
|
496,600
|
8,288,254
|
| ALLY FINANCIAL INC 7.0000% 12/31/99 |
7.0
|
|
6,450
|
6,379,050
|
| SECTOR RE V LTD 12/01/17 |
100.0
|
12/01/2017
|
2,300,000
|
2,437,310
|
| BC MOUNTAIN LLC / BC 7.0000% 02/01/21 |
7.0
|
02/01/2021
|
2,750,000
|
2,915,000
|
| CEVA GROUP PLC L+5.2985%, 08/31/16 |
5.299
|
08/31/2016
|
1,971,385
|
1,925,797
|
| CLEARWATER PAPER COR 4.5% 02/01/23 |
4.5
|
02/01/2023
|
2,050,000
|
2,009,000
|
| CONSTELLATION BRANDS L+4.75%, 06/28/20 |
4.75
|
06/28/2020
|
7,700,000
|
7,700,000
|
| HOLOGIC INC 2% 12/15/37 |
2.0
|
12/15/2037
|
2,505,000
|
3,024,788
|
| INTERGEN NV 9% 06/30/17 |
9.0
|
06/30/2017
|
1,300,000
|
1,277,250
|
| NAVISTAR INTERNATION 8.25% 11/01/21 |
8.25
|
11/01/2021
|
9,525,000
|
9,703,594
|
| SILVER II BORROWER / 7.75% 12/15/20 |
7.75
|
12/15/2020
|
2,050,000
|
2,183,250
|
| CAELUS RE II LTD 0% 05/24/13 |
0.0
|
05/24/2013
|
1,500,000
|
1,509,450
|
| REYNOLDS GROUP ISSUE 9.875% 08/15/19 |
9.875
|
08/15/2019
|
5,675,000
|
6,221,219
|
| WATERS CORP |
|
|
118,592
|
11,136,975
|
| WINDSTREAM CORP |
|
|
585,800
|
4,657,110
|
| EXELIS INC |
|
|
151,275
|
1,647,385
|
| VIKING CRUISES LTD 8.5% 10/15/22 |
8.5
|
10/15/2022
|
4,290,000
|
4,719,000
|
| FIDELITY & GUARANTY 6.375% 04/01/21 |
6.375
|
04/01/2021
|
5,400,000
|
5,508,000
|
| IAMGOLD CORP 6.75% 10/01/20 |
6.75
|
10/01/2020
|
6,445,000
|
6,203,313
|
| TEREX CORP 6% 05/15/21 |
6.0
|
05/15/2021
|
2,600,000
|
2,736,500
|
| ALPHA APPALACHIA 3.25% 08/01/15 |
3.25
|
08/01/2015
|
26,153,000
|
25,172,263
|
| JEFFERIES FINANCE LL 7.375% 04/01/20 |
7.375
|
04/01/2020
|
3,990,000
|
4,059,825
|
| HEXION US FINANCE CO 8.875% 02/01/18 |
8.875
|
02/01/2018
|
2,756,000
|
2,852,460
|
| DYCOM INVESTMENT 7.1249% 01/15/21 |
7.125
|
01/15/2021
|
3,000,000
|
3,202,500
|
| ALLISON TRANSMISSION L+0.03%, 08/07/17 |
0.03
|
08/07/2017
|
11,995
|
12,053
|
| LYONDELLBASELL INDUS 5% 04/15/19 |
5.0
|
04/15/2019
|
10,865,000
|
12,277,450
|
| LEAR CORP |
|
|
2,125
|
116,599
|
| NOVELLUS SYSTEMS INC 2.625% 05/15/41 |
2.625
|
05/15/2041
|
12,760,000
|
17,361,575
|
| ALERE INC |
|
|
70,500
|
1,799,865
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
0.0
|
06/06/2016
|
1,750,000
|
1,708,350
|
| SHELF DRILLING HOLDI 8.625% 11/01/18 |
8.625
|
11/01/2018
|
4,985,000
|
5,284,100
|
| CENGAGE LEARNING ACQ L+2.71%, 07/04/14 |
2.71
|
07/04/2014
|
930,462
|
720,526
|
| CCO HOLDINGS LLC / C 6.5% 04/30/21 |
6.5
|
04/30/2021
|
9,250,000
|
9,781,875
|
| DRYSHIPS INC 5% 12/01/14 |
5.0
|
12/01/2014
|
5,993,000
|
5,165,217
|
| SEAGATE HDD CAYMAN 7.75% 12/15/18 |
7.75
|
12/15/2018
|
4,385,000
|
4,807,056
|
| MYTHEN RE LTD SERIES 8.7102% 01/05/17 |
8.71
|
01/05/2017
|
825,000
|
832,838
|
| ON SEMICONDUCTOR COR 2.625% 12/15/26 |
2.625
|
12/15/2026
|
16,914,000
|
19,165,676
|
| RESIDENTIAL REINSURA 0% 12/06/15 |
0.0
|
12/06/2015
|
1,750,000
|
1,796,725
|
| INTELSAT LUXEMBOURG 7.75% 06/01/21 |
7.75
|
06/01/2021
|
3,900,000
|
3,968,250
|
| TI GROUP AUTOMOTIVE L+4.25%, 03/27/19 |
4.25
|
03/27/2019
|
3,056,900
|
3,026,331
|
| MMM HOLDINGS INC L+0.0825%, 10/09/17 |
0.083
|
10/09/2017
|
2,100,000
|
2,115,750
|
| MEDASSETS INC 8% 11/15/18 |
8.0
|
11/15/2018
|
1,900,000
|
2,075,750
|
| MYTHEN RE LTD SERIES 11.9402% 11/10/16 |
11.94
|
11/10/2016
|
675,000
|
665,348
|
| NORANDA ALUMINUM 4.524% 05/15/15 |
4.524
|
05/15/2015
|
436
|
436
|
| CIGNA CORP |
|
|
67,800
|
4,228,686
|
| CARRIZO OIL & GAS IN 7.5% 09/15/20 |
7.5
|
09/15/2020
|
2,150,000
|
2,295,125
|
| VISHAY INTERTECHNOLO 2.25% 05/15/41 |
2.25
|
05/15/2041
|
3,755,000
|
3,445,213
|
| UNIVISION COMMUNICAT 6.8750% 05/15/19 |
6.875
|
05/15/2019
|
14,880,000
|
15,921,600
|
| B/E AEROSPACE INC |
|
|
211,057
|
12,724,627
|
| VIRTUAL RADIOLOGIC C L+0.055%, 11/03/16 |
0.055
|
11/03/2016
|
1,494,500
|
1,046,150
|
| CAELUS RE LTD 0% 03/07/16 |
0.0
|
03/07/2016
|
675,000
|
674,460
|
| LENNAR CORP 4.75% 11/15/22 |
4.75
|
11/15/2022
|
4,410,000
|
4,321,800
|
| CINEDIGM DIGITAL FUN L+3.75%, 03/31/16 |
3.75
|
03/31/2016
|
1,808,357
|
1,819,659
|
| FREEPORT-MCMORAN COP |
|
|
483,460
|
16,002,526
|
| WEBMD HEALTH CORP 2.25% 03/31/16 |
2.25
|
03/31/2016
|
7,700,000
|
7,546,000
|
| SURGICAL CARE AFFILI 8.875% 07/15/15 |
8.875
|
07/15/2015
|
16,647,387
|
16,855,479
|
| UNIVISION COMMUNICAT L+4.75%, 02/22/20 |
4.75
|
02/22/2020
|
1,439,017
|
1,449,270
|
| AVIATION CAPITAL GRO 6.75% 04/06/21 |
6.75
|
04/06/2021
|
4,725,000
|
5,254,450
|
| QUEEN STREET V RE LT 0% 04/09/15 |
0.0
|
04/09/2015
|
900,000
|
923,490
|
| CHS/COMMUNITY HEALTH 8% 11/15/19 |
8.0
|
11/15/2019
|
12,100,000
|
13,400,750
|
| SCIENTIFIC GAMES INT 9.25% 06/15/19 |
9.25
|
06/15/2019
|
3,718,000
|
4,094,448
|
| BLAZE RECYCLING |
|
|
4,128,459
|
454,130
|
| LEGG MASON INC |
|
|
73,836
|
2,373,827
|
| ESCO TECHNOLOGIES IN |
|
|
107,922
|
4,409,693
|
| PACIRA PHARMACEUTICA 3.25% 02/01/19 |
3.25
|
02/01/2019
|
2,370,000
|
3,229,125
|
| BIO-RAD LABORATORIES |
|
|
60,896
|
7,672,896
|
| GOODRICH PETROLEUM C 8.875% 03/15/19 |
8.875
|
03/15/2019
|
2,775,000
|
2,872,125
|
| COBALT INTERNATIONAL 2.625% 12/01/19 |
2.625
|
12/01/2019
|
12,800,000
|
14,296,000
|
| MASHANTUCKET WES 8.5% 11/15/15 |
8.5
|
11/15/2015
|
33,735,000
|
2,361,450
|
| VANGUARD HEALTH HOLD 7.75% 02/01/19 |
7.75
|
02/01/2019
|
4,000,000
|
4,280,000
|
| TRONOX FINANCE LLC 6.375% 08/15/20 |
6.375
|
08/15/2020
|
5,095,000
|
4,942,150
|
| AETNA INC |
|
|
222,180
|
11,357,842
|
| SANDRIDGE ENERGY INC 8.5% 12/31/99 |
0.0
|
|
46,800
|
4,352,400
|
| CARRIZO OIL & GAS IN 8.625% 10/15/18 |
8.625
|
10/15/2018
|
10,736,000
|
11,755,920
|
| AMERICAN PETROLEUM T 10.25% 05/01/15 |
10.25
|
05/01/2015
|
3,248,000
|
3,353,560
|
| ACCELLENT INC 8.375% 02/01/17 |
8.375
|
02/01/2017
|
1,000,000
|
1,062,500
|
| HEXION US FINANCE CO 6.625% 04/15/20 |
6.625
|
04/15/2020
|
1,705,000
|
1,709,263
|
| YANKEE CANDLE CO INC 9.75% 02/15/17 |
9.75
|
02/15/2017
|
13,375,000
|
13,876,696
|
| PDL BIOPHARMA INC 3.75% 05/01/15 |
3.75
|
05/01/2015
|
9,000,000
|
10,777,500
|
| QUEEN STREET VI RE L 0% 04/09/15 |
0.0
|
04/09/2015
|
250,000
|
260,950
|
| MYTHEN LTD 11.2157% 05/07/15 |
11.216
|
05/07/2015
|
2,650,000
|
2,811,915
|
| SYNCREON GLOBAL IREL 9.5% 05/01/18 |
9.5
|
05/01/2018
|
4,540,000
|
4,823,750
|
| BLUCORA INC 4.25% 04/01/19 |
4.25
|
04/01/2019
|
4,460,000
|
4,607,738
|
| LIBERTY TIRE RECYCLI 11% 10/01/16 |
11.0
|
10/01/2016
|
2,400,000
|
2,376,000
|
| ADVANCEPIERRE FOODS L+4.5%, 06/17/17 |
4.5
|
06/17/2017
|
1,315,000
|
1,336,369
|
| MURRAY ENERGY CORP 10.25% 10/15/15 |
10.25
|
10/15/2015
|
2,927,000
|
2,937,976
|
| WINDSTREAM CORP 6.375% 08/01/23 |
6.375
|
08/01/2023
|
5,275,000
|
5,235,438
|
| PRINCE MINERAL HOLDI 11.5% 12/15/19 |
11.5
|
12/15/2019
|
1,595,000
|
1,782,413
|
| OFFSHORE GROUP INVES 7.5% 11/01/19 |
7.5
|
11/01/2019
|
5,500,000
|
5,830,000
|
| GIBRALTAR INDUSTRIES 6.25% 02/01/21 |
6.25
|
02/01/2021
|
1,750,000
|
1,855,000
|
| CHESAPEAKE ENERGY CO 2.5% 05/15/37 |
2.5
|
05/15/2037
|
4,152,000
|
3,923,640
|
| GULFPORT ENERGY CORP 7.75% 11/01/20 |
7.75
|
11/01/2020
|
7,615,000
|
8,033,825
|
| CINCINNATI BELL 8.375% 10/15/20 |
8.375
|
10/15/2020
|
13,358,000
|
13,892,320
|
| CONTINENTAL AIRLINES 4.5% 01/15/15 |
4.5
|
01/15/2015
|
2,575,000
|
4,609,250
|
| WEBMD HEALTH CORP 2.5% 01/31/18 |
2.5
|
01/31/2018
|
6,420,000
|
5,906,400
|
| COMBINE RE LTD 0% 01/07/15 |
0.0
|
01/07/2015
|
700,000
|
751,730
|
| GMAC CAPITAL TRUST I 8.125% 02/15/40 |
8.125
|
02/15/2040
|
358,975
|
9,764,120
|
| CHRYSLER GROUP LLC / 8.25% 06/15/21 |
8.25
|
06/15/2021
|
7,905,000
|
8,823,956
|
| MYSTIC RE LTD 0% 03/12/15 |
0.0
|
03/12/2015
|
2,500,000
|
2,648,000
|
| SABINE PASS LIQUEFAC 5.625% 02/01/21 |
5.625
|
02/01/2021
|
6,170,000
|
6,401,375
|
| PETROQUEST ENERGY IN 6.8750% 12/31/99 |
0.0
|
|
59,180
|
1,982,530
|
| SURGICAL CARE AFFILI 10% 07/15/17 |
10.0
|
07/15/2017
|
4,435,000
|
4,617,944
|
| GENERAL CABLE CORP 4.5% 11/15/29 |
4.5
|
11/15/2029
|
10,874,000
|
13,565,315
|
| CEVA GROUP PLC 11.625% 10/01/16 |
11.625
|
10/01/2016
|
3,205,000
|
3,333,200
|
| LEAR CORP |
0.0
|
11/05/2014
|
2,230
|
247,274
|
| FRONTIER COMMUNICATI 8.75% 04/15/22 |
8.75
|
04/15/2022
|
3,100,000
|
3,448,750
|
| EXPERT GLOBAL SOLUTI L+8%, 03/13/18 |
8.0
|
03/13/2018
|
14,803,367
|
14,951,400
|
| SUCCESSOR X LTD 16.1832% 01/07/14 |
16.183
|
01/07/2014
|
2,600,000
|
2,562,560
|
| FOREST CITY ENTERPRI 6.5% 02/01/17 |
6.5
|
02/01/2017
|
50,885,000
|
49,231,238
|
| REXEL SA 5.25% 06/15/20 |
5.25
|
06/15/2020
|
7,200,000
|
7,290,000
|
| GREENBRIER COS INC 3.5000% 04/01/18 |
3.5
|
04/01/2018
|
2,890,000
|
2,891,806
|
| EPE HOLDINGS LLC / E 8.125% 12/15/17 |
8.125
|
12/15/2017
|
2,120,000
|
2,226,000
|
| COMPASS RE LTD 0% 01/08/15 |
0.0
|
01/08/2015
|
1,400,000
|
1,450,540
|
| SM ENERGY CO 6.625% 02/15/19 |
6.625
|
02/15/2019
|
650,000
|
697,125
|
| BLUE DANUBE LTD 6.2969% 04/10/15 |
6.297
|
04/10/2015
|
250,000
|
261,175
|
| NATIONAL SURGICAL HO L+8.25%, 01/04/17 |
8.25
|
01/04/2017
|
4,135,910
|
4,125,571
|
| SUNPOWER CORP 4.5% 03/15/15 |
4.5
|
03/15/2015
|
6,975,000
|
6,988,078
|
| HEXION US FINANCE CO 9% 11/15/20 |
9.0
|
11/15/2020
|
4,445,000
|
4,222,750
|
| NATIONAL MONEY MART 10.375% 12/15/16 |
10.375
|
12/15/2016
|
12,630,000
|
13,924,575
|
| HORIZON LINES IN |
|
|
4,099,666
|
5,739,532
|
| HALCON RESOURCES 8.875% 05/15/21 |
8.875
|
05/15/2021
|
7,255,000
|
7,817,263
|
| YANKEE CANDLE CO INC L+5.25%, 03/02/19 |
5.25
|
03/02/2019
|
2,026,306
|
2,049,736
|
| WINDSTREAM CORP 8.125% 09/01/18 |
8.125
|
09/01/2018
|
1,895,000
|
2,075,025
|
| SEITEL INC 9.5% 04/15/19 |
9.5
|
04/15/2019
|
2,955,000
|
2,966,081
|
| CHRYSLER GROUP LLC / 8% 06/15/19 |
8.0
|
06/15/2019
|
3,000,000
|
3,288,750
|
| AMERIGAS FINANCE LLC 7.0000% 05/20/22 |
7.0
|
05/20/2022
|
8,600,000
|
9,352,500
|
| ADS TACTICAL INC 11% 04/01/18 |
11.0
|
04/01/2018
|
5,855,000
|
5,811,088
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
0.0
|
12/06/2016
|
2,100,000
|
2,129,400
|
| GREEN FIELD ENERGY S 13.25% 11/15/16 |
13.25
|
11/15/2016
|
54,000
|
55,620
|
| PPL CAPITAL FUNDING 5.9% 04/30/73 |
5.9
|
04/30/2073
|
214,000
|
5,397,080
|
| PELICAN RE LTD 0% 04/13/15 |
0.0
|
04/13/2015
|
750,000
|
788,175
|
| MDC PARTNERS INC 11% 11/01/16 |
11.0
|
11/01/2016
|
4,275,000
|
4,745,250
|
| BROOKFIELD RESIDENTI 6.5% 12/15/20 |
6.5
|
12/15/2020
|
2,100,000
|
2,247,000
|
| ENTERPRISE PRODUCTS 7.0000% 06/01/67 |
7.0
|
06/01/2067
|
3,500,000
|
3,780,000
|
| DFC GLOBAL CORP 2.875% 06/30/27 |
2.875
|
06/30/2027
|
4,150,000
|
4,124,063
|
| VERTAFORE INC L+5.25%, 07/31/16 |
5.25
|
07/31/2016
|
691,167
|
698,511
|
| US COATINGS ACQUISIT 7.375% 05/01/21 |
7.375
|
05/01/2021
|
1,110,000
|
1,168,275
|
| NRG ENERGY INC 7.625% 01/15/18 |
7.625
|
01/15/2018
|
8,050,000
|
9,156,875
|
| GREEN FIELD ENER 13.25% 11/15/16 |
13.25
|
11/15/2016
|
2,275,000
|
2,343,250
|
| SANDRIDGE ENERGY INC 7.0000% 12/31/99 |
7.0
|
|
33,162
|
2,967,999
|
| MOLINA HEALTHCARE IN 1.125% 01/15/20 |
1.125
|
01/15/2020
|
4,225,000
|
4,225,000
|
| WCA WASTE CORP L+5.5%, 03/01/18 |
5.5
|
03/01/2018
|
628,650
|
634,544
|
| EMDEON INC 11% 12/31/19 |
11.0
|
12/31/2019
|
3,315,000
|
3,820,538
|
| AQUILEX HOLDINGS LLC L+9.5%, 04/01/16 |
9.5
|
04/01/2016
|
3,138,337
|
3,146,182
|
| LINN ENERGY LLC 6.25% 11/01/19 |
6.25
|
11/01/2019
|
19,735,000
|
20,179,038
|
| PETROBAKKEN ENERGY L 8.625% 02/01/20 |
8.625
|
02/01/2020
|
3,020,000
|
3,080,400
|
| REYNOLDS GROUP ISSUE 8.5% 05/15/18 |
8.5
|
05/15/2018
|
7,495,000
|
7,879,119
|
| FOREST CITY ENTERPRI |
|
|
1,742,896
|
30,971,262
|
| LANTHEUS MEDICAL IMA 9.75% 05/15/17 |
9.75
|
05/15/2017
|
9,859,000
|
9,785,058
|
| LEAR CORP 4.75% 01/15/23 |
4.75
|
01/15/2023
|
1,000,000
|
975,000
|
| INEOS US FINANCE LLC L+6.5%, 05/04/18 |
6.5
|
05/04/2018
|
2,004,750
|
2,039,208
|
| DIGITALGLOBE INC |
|
|
383,882
|
11,098,029
|
| QUEEN STREET IV CAPI 0% 04/09/15 |
0.0
|
04/09/2015
|
2,000,000
|
2,018,800
|
| EAST LANE RE V LTD 0% 03/16/16 |
0.0
|
03/16/2016
|
400,000
|
432,360
|
| CATALENT PHARMA 9.5% 04/15/15 |
9.5
|
04/15/2015
|
55
|
55
|
| LODESTONE RE LTD 0% 01/08/14 |
0.0
|
01/08/2014
|
5,100,000
|
5,148,960
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
0.05
|
10/18/2018
|
889,717
|
899,170
|
| LYONDELLBASELL INDUS |
|
|
258,219
|
16,342,681
|
| DUPONT PERFORMANCE C L+4.75%, 02/01/20 |
4.75
|
02/01/2020
|
2,100,000
|
2,130,307
|
| AVIS BUDGET CAR RENT 5.5% 04/01/23 |
5.5
|
04/01/2023
|
2,590,000
|
2,583,525
|
| OFFSHORE GROUP INVES L+4.5%, 03/28/19 |
4.5
|
03/28/2019
|
2,350,000
|
2,367,625
|
| ALERE INC 3% 05/15/16 |
3.0
|
05/15/2016
|
9,460,000
|
9,294,450
|
| COLEMAN CABLE INC 9% 02/15/18 |
9.0
|
02/15/2018
|
2,079,000
|
2,250,518
|
| BURGER KING CAPITAL 0% 04/15/19 |
0.0
|
04/15/2019
|
4,090,000
|
3,558,300
|
| REVLON CONSUMER PROD 5.75% 02/15/21 |
5.75
|
02/15/2021
|
4,500,000
|
4,516,875
|
| CPG INTERNATIONAL I L+5.75%, 09/21/19 |
5.75
|
09/21/2019
|
4,567,050
|
4,609,866
|
| SANDISK CORP 1.5% 08/15/17 |
1.5
|
08/15/2017
|
8,275,000
|
10,664,406
|
| INEOS GROUP HOLDINGS 8.5% 02/15/16 |
8.5
|
02/15/2016
|
8,858,000
|
8,990,870
|
| HERCULES OFFSHORE IN |
|
|
514,837
|
3,820,091
|
| INEOS FINANCE PLC 9% 05/15/15 |
9.0
|
05/15/2015
|
6,635,000
|
6,983,338
|
| NUANCE COMMUNICATION 2.75% 11/01/31 |
2.75
|
11/01/2031
|
19,972,000
|
20,633,573
|
| SUCCESSOR X LTD 0% 01/27/15 |
0.0
|
01/27/2015
|
875,000
|
890,575
|
| DAE AVIATION HOLDING L+0.05%, 10/18/18 |
0.05
|
10/18/2018
|
1,962,605
|
1,983,458
|
| ARDAGH PACKAGING FIN 7.375% 10/15/17 |
7.375
|
10/15/2017
|
1,900,000
|
2,080,500
|
| POLYMET MINING CORP |
|
|
2,600,200
|
3,094,238
|
| KIBOU LTD 0% 02/16/15 |
0.0
|
02/16/2015
|
2,250,000
|
2,328,525
|
| VPI ESCROW CORP 6.375% 10/15/20 |
6.375
|
10/15/2020
|
8,975,000
|
9,457,406
|
| FLEXTRONICS INTERNAT 4.625% 02/15/20 |
4.625
|
02/15/2020
|
1,380,000
|
1,393,800
|
| MPL 2 ACQUISITION CA 9.875% 08/15/18 |
9.875
|
08/15/2018
|
1,675,000
|
1,687,563
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
0.0
|
12/06/2016
|
250,000
|
253,425
|
| SEAGATE HDD CAYMAN 7.0000% 11/01/21 |
7.0
|
11/01/2021
|
12,100,000
|
13,128,500
|
| CHAPARRAL ENERGY INC 8.25% 09/01/21 |
8.25
|
09/01/2021
|
3,310,000
|
3,748,575
|
| CUBIST PHARMACEU 2.5% 11/01/17 |
2.5
|
11/01/2017
|
9,876,000
|
16,844,753
|
| TALOS PRODUCTION LLC 9.75% 02/15/18 |
9.75
|
02/15/2018
|
3,000,000
|
2,970,000
|
| WINDSTREAM CORP 7.5% 06/01/22 |
7.5
|
06/01/2022
|
12,580,000
|
13,460,600
|
| PREFERRED SANDS HOLD L+7.5%, 12/15/16 |
7.5
|
12/15/2016
|
7,464,600
|
6,979,401
|
| CNL LIFESTYLE PROPER 7.2499% 04/15/19 |
7.25
|
04/15/2019
|
12,050,000
|
12,050,000
|
| MIDSTATES PETROLEUM 10.75% 10/01/20 |
10.75
|
10/01/2020
|
4,155,000
|
4,612,050
|
| STONE ENERGY CORP 1.7500% 03/01/17 |
1.75
|
03/01/2017
|
2,825,000
|
2,595,469
|
| VERTEX PHARMACEUTICA 3.35% 10/01/15 |
3.35
|
10/01/2015
|
15,092,000
|
18,082,103
|
| CEVA GROUP PLC L+5.2985%, 08/31/16 |
5.299
|
08/31/2016
|
3,702,650
|
3,602,679
|
| JAMES RIVER COAL 3.125% 03/15/18 |
3.125
|
03/15/2018
|
4,505,000
|
901,000
|
| FIRST DATA CORP 7.375% 06/15/19 |
7.375
|
06/15/2019
|
615,000
|
654,206
|
| SAMSON INVESTMENT CO 9.75% 02/15/20 |
9.75
|
02/15/2020
|
3,430,000
|
3,644,375
|
| PHYSICIAN ONCOLOGY S L+7.75%, 01/31/17 |
7.75
|
01/31/2017
|
357,143
|
357,143
|
| CEVA GROUP PLC L+0.211%, 08/31/16 |
0.211
|
08/31/2016
|
1,365,849
|
1,334,264
|
| TW TELECOM HOLDINGS 5.375% 10/01/22 |
5.375
|
10/01/2022
|
2,840,000
|
2,960,700
|
| TESORO CORP 5.375% 10/01/22 |
5.375
|
10/01/2022
|
5,445,000
|
5,676,413
|
| PIONEER ENERGY SERVI 9.875% 03/15/18 |
9.875
|
03/15/2018
|
6,830,000
|
7,478,850
|
| TI GROUP AUTOMOTIVE L+6.75%, 03/01/19 |
6.75
|
03/01/2019
|
3,056,900
|
3,081,737
|
| HUB INTERNATIONAL HO L+6.75%, 12/13/17 |
6.75
|
12/13/2017
|
5,690,149
|
5,760,257
|
| PDC ENERGY INC 7.75% 10/15/22 |
7.75
|
10/15/2022
|
4,960,000
|
5,257,600
|
| ATLAS REINSURANCE VI 8.178% 01/07/16 |
8.178
|
01/07/2016
|
450,000
|
455,040
|
| MILLAR WESTERN F 8.5% 04/01/21 |
8.5
|
04/01/2021
|
7,810,000
|
7,810,000
|
| DIGITALGLOBE INC 5.25% 02/01/21 |
5.25
|
02/01/2021
|
3,095,000
|
3,075,656
|
| HOST HOTELS & RESORT 2.5% 10/15/29 |
2.5
|
10/15/2029
|
4,785,000
|
6,675,075
|
| SUCCESSOR X LTD 0% 11/10/15 |
0.0
|
11/10/2015
|
375,000
|
377,888
|
| FIRST DATA CORP 12.625% 01/15/21 |
12.625
|
01/15/2021
|
6,047,000
|
6,553,436
|
| SPRINGLEAF FINANCE C L+5.5%, 05/28/17 |
5.5
|
05/28/2017
|
1,770,000
|
1,784,657
|
| ASCENT CAPITAL GROUP L+5.50252%, 03/06/18 |
5.503
|
03/06/2018
|
6,069,154
|
6,113,725
|
| CINCINNATI BELL INC 8.25% 10/15/17 |
8.25
|
10/15/2017
|
13,440,000
|
14,246,400
|
| VIRGIN MEDIA INVESTM L+2.75%, 02/06/20 |
2.75
|
02/06/2020
|
7,575,000
|
7,546,594
|
| HUNTER DEFENSE TECHN L+3.54%, 08/22/14 |
3.54
|
08/22/2014
|
1,865,753
|
1,744,479
|
| SUCCESSOR X LTD 13% 02/25/14 |
13.0
|
02/25/2014
|
4,000,000
|
4,018,400
|
| LAM RESEARCH COR 1.25% 05/15/18 |
1.25
|
05/15/2018
|
5,491,000
|
5,858,211
|
| SALIX PHARMACEUTICAL 1.5% 03/15/19 |
1.5
|
03/15/2019
|
5,270,000
|
5,589,494
|
| COMSTOCK RESOURCES I 7.75% 04/01/19 |
7.75
|
04/01/2019
|
4,682,000
|
4,939,510
|
| LODESTONE RE LTD 0% 05/17/13 |
0.0
|
05/17/2013
|
1,000,000
|
1,005,800
|
| KB HOME 8% 03/15/20 |
8.0
|
03/15/2020
|
2,735,000
|
3,152,088
|
| NATIONSTAR MORTGAGE 6.5% 07/01/21 |
6.5
|
07/01/2021
|
3,675,000
|
3,831,188
|
| FOREST CITY ENTE 7.625% 06/01/15 |
7.625
|
06/01/2015
|
165,000
|
165,000
|
| AVIV HEALTHCARE 7.75% 02/15/19 |
7.75
|
02/15/2019
|
3,175,000
|
3,413,125
|
| FRONTIER COMMUNICATI 7.1249% 01/15/23 |
7.125
|
01/15/2023
|
5,450,000
|
5,518,125
|
| SITEL LLC / SITEL FI 11.5% 04/01/18 |
11.5
|
04/01/2018
|
3,895,000
|
2,551,225
|
| XYLEM INC/NY |
|
|
151,275
|
4,169,139
|
| KODIAK OIL & GAS COR 8.125% 12/01/19 |
8.125
|
12/01/2019
|
5,200,000
|
5,876,000
|
| WEX INC 4.75% 02/01/23 |
4.75
|
02/01/2023
|
5,300,000
|
5,127,750
|
| BASIC ENERGY SERVICE 7.75% 10/15/22 |
7.75
|
10/15/2022
|
9,355,000
|
9,635,650
|
| IAP WORLDWIDE SERVIC L+10%, 12/31/15 |
10.0
|
12/31/2015
|
2,740,826
|
2,055,620
|
| DFC GLOBAL CORP 3.25% 04/15/17 |
3.25
|
04/15/2017
|
5,200,000
|
5,414,500
|
| NRG ENERGY INC 7.875% 05/15/21 |
7.875
|
05/15/2021
|
4,700,000
|
5,228,750
|
| EXTERRAN PARTNERS LP 6% 04/01/21 |
6.0
|
04/01/2021
|
2,750,000
|
2,739,688
|
| ITRON INC |
|
|
257,584
|
11,951,898
|
| THERAVANCE INC 2.125% 01/15/23 |
2.125
|
01/15/2023
|
9,215,000
|
10,096,184
|
| THERMO FISHER SCIENT |
|
|
239,862
|
18,347,044
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
0.0
|
06/06/2016
|
1,100,000
|
1,201,860
|
| FOUNDATION RE III LT 0% 02/03/14 |
0.0
|
02/03/2014
|
1,000,000
|
1,012,700
|
| PENN VIRGINIA CORP 7.2499% 04/15/19 |
7.25
|
04/15/2019
|
5,845,000
|
5,830,388
|
| OXFORD FINANCE LLC / 7.2499% 01/15/18 |
7.25
|
01/15/2018
|
3,100,000
|
3,216,250
|
| AXIALL CORP |
|
|
186,606
|
11,599,429
|
| JB POINDEXTER & CO I 9% 04/01/22 |
9.0
|
04/01/2022
|
4,030,000
|
4,211,350
|
| STARBUCKS CORP |
|
|
154,707
|
8,812,111
|
| RESIDENTIAL REINSURA 0% 06/06/15 |
0.0
|
06/06/2015
|
3,450,000
|
3,536,250
|
| RESIDENTIAL REINSURA 0% 06/06/16 |
0.0
|
06/06/2016
|
900,000
|
948,510
|
| GREEN FIELD ENERGY S |
|
|
2,275
|
125,125
|
| GENTIVA HEALTH SERVI L+6.5%, 02/22/16 |
6.5
|
02/22/2016
|
7,205,743
|
7,268,794
|
| GENERAL CABLE CORP |
|
|
321,400
|
11,772,882
|
| SUNTECH POWER HO 3% 03/15/13 |
3.0
|
03/15/2013
|
1,000,000
|
287,500
|
| AIRCASTLE LTD 7.625% 04/15/20 |
7.625
|
04/15/2020
|
1,400,000
|
1,620,500
|
| QUICKSILVER RESOURCE 7.1249% 04/01/16 |
7.125
|
04/01/2016
|
1,245,000
|
1,052,025
|
| OFFSHORE GROUP I 11.5% 08/01/15 |
11.5
|
08/01/2015
|
6,242,000
|
6,803,780
|
| QUEEN STREET VII RE 0% 04/08/16 |
0.0
|
04/08/2016
|
800,000
|
804,560
|
| RICHLAND TOWERS FUND 7.8700% 03/15/16 |
7.87
|
03/15/2016
|
2,300,000
|
2,488,453
|
| DYNCORP INTERNATIONA 10.375% 07/01/17 |
10.375
|
07/01/2017
|
3,953,000
|
3,893,705
|
| APERAM 7.375% 04/01/16 |
7.375
|
04/01/2016
|
2,615,000
|
2,634,613
|
| TRANSOCEAN LTD |
|
|
14,966
|
777,633
|
| INTELSAT LUXEMBO 11.5% 02/04/17 |
11.5
|
02/04/2017
|
16,600,000
|
17,629,200
|
| ALERE INC 3% 12/31/99 |
0.0
|
|
89,308
|
21,409,807
|
| GENERAL CABLE CORP 5.75% 11/24/13 |
0.0
|
11/24/2013
|
68,400
|
12,538,575
|
| OFFSHORE GROUP INVES 7.1249% 04/01/23 |
7.125
|
04/01/2023
|
4,000,000
|
4,090,000
|
| AXCAN INTERMEDIATE H L+5.5%, 01/25/17 |
5.5
|
01/25/2017
|
4,183,688
|
4,225,525
|
| CIENA CORP 0.8750% 06/15/17 |
0.875
|
06/15/2017
|
9,000,000
|
8,139,375
|
| ALLIANCE HEALTHCARE L+7.25%, 06/01/16 |
7.25
|
06/01/2016
|
1,223,135
|
1,235,366
|
| RESIDENTIAL REINSURA 0% 12/06/16 |
0.0
|
12/06/2016
|
950,000
|
951,045
|
| BROCADE COMMUNICATIO 4.625% 01/15/23 |
4.625
|
01/15/2023
|
1,050,000
|
1,015,875
|
| BRISTOW GROUP INC 6.25% 10/15/22 |
6.25
|
10/15/2022
|
4,245,000
|
4,584,600
|
| KINDRED HEALTHCARE I 8.25% 06/01/19 |
8.25
|
06/01/2019
|
5,400,000
|
5,359,500
|
| SUNCOKE ENERGY PARTN 7.375% 02/01/20 |
7.375
|
02/01/2020
|
3,000,000
|
3,157,500
|
| JMC STEEL GROUP INC 8.25% 03/15/18 |
8.25
|
03/15/2018
|
3,280,000
|
3,476,800
|
| VANGUARD NATURAL RES 7.875% 04/01/20 |
7.875
|
04/01/2020
|
3,300,000
|
3,539,250
|
| BEAZER HOMES USA INC 9.125% 06/15/18 |
9.125
|
06/15/2018
|
11,595,000
|
12,464,625
|
| ONEX USI ACQUISITION 7.75% 01/15/21 |
7.75
|
01/15/2021
|
4,900,000
|
4,912,250
|
| CHESAPEAKE ENERGY CO 5.375% 06/15/21 |
5.375
|
06/15/2021
|
8,435,000
|
8,466,631
|
| MONITRONICS INTERNAT 9.125% 04/01/20 |
9.125
|
04/01/2020
|
2,400,000
|
2,538,000
|
| KB HOME 1.375% 02/01/19 |
1.375
|
02/01/2019
|
11,400,000
|
12,532,875
|
| NUANCE COMMUNICATION 2.75% 08/15/27 |
2.75
|
08/15/2027
|
2,202,000
|
2,674,054
|
| GENTIVA HEALTH SERVI 11.5% 09/01/18 |
11.5
|
09/01/2018
|
3,429,000
|
3,523,298
|
| TELESAT CANADA / 12.5% 11/01/17 |
12.5
|
11/01/2017
|
4,665,000
|
4,991,550
|
| NRG ENERGY INC 8.25% 09/01/20 |
8.25
|
09/01/2020
|
7,850,000
|
8,860,688
|
| UNIT CORP 6.625% 05/15/21 |
6.625
|
05/15/2021
|
3,425,000
|
3,587,688
|
| SWIFT ENERGY CO 7.875% 03/01/22 |
7.875
|
03/01/2022
|
18,820,000
|
19,666,900
|
| WINDSTREAM CORP 7.75% 10/15/20 |
7.75
|
10/15/2020
|
8,460,000
|
9,179,100
|
| MGM RESORTS INTERNAT 6.75% 10/01/20 |
6.75
|
10/01/2020
|
3,000,000
|
3,180,000
|
| HOLOGIC INC 2% 03/01/42 |
2.0
|
03/01/2042
|
3,450,000
|
3,613,875
|
| FTS INTERNATIONAL SE L+8.5%, 05/06/16 |
8.5
|
05/06/2016
|
8,461,920
|
8,063,508
|
| IBIS RE II LTD 0% 02/05/15 |
0.0
|
02/05/2015
|
1,200,000
|
1,228,560
|
| EAGLE SPINCO INC 4.625% 02/15/21 |
4.625
|
02/15/2021
|
1,500,000
|
1,526,250
|
|
0.0
|
01/01/1900
|
33,500
|
3,350,000
|
| RACE POINT POWER L+7.75%, 01/11/18 |
7.75
|
01/11/2018
|
984,117
|
986,577
|
| J2 GLOBAL INC 8% 08/01/20 |
8.0
|
08/01/2020
|
6,285,000
|
6,693,525
|
| INTELSAT LUXEMBO 11.5% 02/04/17 |
11.5
|
02/04/2017
|
662,029
|
703,075
|
| RANGE RESOURCES CORP 5% 03/15/23 |
5.0
|
03/15/2023
|
5,000,000
|
5,112,500
|
| AFFINION GROUP INC L+5%, 10/09/16 |
5.0
|
10/09/2016
|
2,018,834
|
1,977,196
|
| LIBERTY MUTUAL GROUP 10.75% 06/15/58 |
10.75
|
06/15/2058
|
3,192,000
|
4,931,640
|
| GOODYEAR TIRE & RUBB 7.0000% 05/15/22 |
7.0
|
05/15/2022
|
2,765,000
|
2,913,619
|
| LIVE NATION ENTERTAI 7.0000% 09/01/20 |
7.0
|
09/01/2020
|
5,300,000
|
5,697,500
|
| CEVA GROUP PLC 11.5% 04/01/18 |
11.5
|
04/01/2018
|
10,175,000
|
9,310,125
|
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.
|
