|
Top 10 Portfolio Holdings as of 3/28/2013
Default: sorted by market value
|
Security Name
|
Par / Shares |
Market Value |
|
ABENGOA FINANCE SAU 8.875% 11/01/17
|
600,000 |
$585,000 |
|
ACCELLENT INC 8.375% 02/01/17
|
250,000 |
$265,625 |
|
ACCREDITED MORTGAGE 5.21% 01/25/34
|
672,498 |
$642,442 |
|
ADS TACTICAL INC 11% 04/01/18
|
100,000 |
$99,250 |
|
ADVANCED MICRO DEVIC 7.5% 08/15/22
|
445,000 |
$403,838 |
|
ADVANTAGE SALES & MA L+4.25%, 12/17/17
|
199,500 |
$202,576 |
|
AEP INDUSTRIES INC 8.25% 04/15/19
|
485,000 |
$527,438 |
|
AEROFLEX INC L+5.75%, 04/25/18
|
131,559 |
$134,135 |
|
AEROPUERTOS ARGENTIN 10.75% 12/01/20
|
91,000 |
$84,175 |
|
AEROPUERTOS DOMINICA 9.25% 11/13/19
|
650,000 |
$706,875 |
|
AFFINION GROUP INC L+5%, 10/09/16
|
396,446 |
$388,269 |
|
AGROKOR DD 8.875% 02/01/20
|
75,000 |
$82,313 |
|
AGUILA 3 SA 7.875% 01/31/18
|
100,000 |
$107,250 |
|
AIRCASTLE LTD 6.25% 12/01/19
|
200,000 |
$218,500 |
|
ALBEA BEAUTY HOLDING 8.375% 11/01/19
|
255,000 |
$271,575 |
|
ALBERTSONS LLC L+0.045%, 02/14/16
|
150,000 |
$152,746 |
|
ALCOA INC 6.15% 08/15/20
|
150,000 |
$163,314 |
|
ALKERMES INC L+4.5%, 09/25/19
|
199,000 |
$200,078 |
|
ALLIANCE ONE INTERNA 10% 07/15/16
|
500,000 |
$528,125 |
|
ALLIANCE ONE INTERNA 5.5% 07/15/14
|
200,000 |
$204,250 |
|
ALLISON TRANSMISSION L+4.25%, 08/23/19
|
64,675 |
$65,572 |
|
ALLSTATE CORP/THE 5.1% 01/15/53
|
9,000 |
$235,620 |
|
ALLY FINANCIAL INC 7.0000% 12/31/99
|
100 |
$98,900 |
|
ALTERNATIVE LOAN TRU 5.75% 03/25/34
|
126,904 |
$125,055 |
|
ALTISOURCE PORTFOLIO L+5.75%, 11/01/19
|
99,750 |
$101,620 |
|
AMERICAN AXLE & MANU 1% 09/20/17
|
250,000 |
$265,575 |
|
AMERICAN HOME MORTGA 2.4474% 06/25/45
|
58,679 |
$55,022 |
|
AMERICAN PETROLEUM T L+3.5%, 09/15/19
|
300,000 |
$298,500 |
|
AMERIGAS FINANCE LLC 7.0000% 05/20/22
|
165,000 |
$179,438 |
|
ANTERO RESOURCES FIN 6% 12/01/20
|
185,000 |
$193,325 |
|
APEX TOOL GROUP LLC L+4.5%, 02/01/20
|
250,000 |
$253,906 |
|
AQUILEX HOLDINGS LLC L+9.5%, 04/01/16
|
198,000 |
$198,495 |
|
ARCELIK AS 5% 04/03/23
|
400,000 |
$398,811 |
|
ARDAGH GLASS FINANCE 8.75% 02/01/20
|
100,000 |
$133,985 |
|
ARDAGH PACKAGING FIN 4.875% 11/15/22
|
200,000 |
$197,500 |
|
ARDAGH PACKAGING FIN 7.375% 10/15/17
|
150,000 |
$207,708 |
|
ARD FINANCE SA 11.125% 06/01/18
|
118,080 |
$128,707 |
|
ASCENT CAPITAL GROUP L+5.50252%, 03/06/18
|
64,513 |
$64,986 |
|
ASCIANO FINANCE LTD 5% 04/07/18
|
150,000 |
$164,556 |
|
ASTORIA FINANCIAL CO 5% 06/19/17
|
100,000 |
$107,086 |
|
AUDIO VISUAL SERVICE L+6.75%, 10/11/18
|
249,375 |
$251,245 |
|
AURORA USA OIL & GAS 7.5% 04/01/20
|
235,000 |
$237,350 |
|
AUSDRILL FINANCE PTY 6.8750% 11/01/19
|
400,000 |
$409,000 |
|
AUXILIUM PHARMACEUTI 1.5% 07/15/18
|
300,000 |
$303,750 |
|
AVIATION CAPITAL GRO 4.625% 01/31/18
|
200,000 |
$206,336 |
|
AVIATION CAPITAL GRO 6.75% 04/06/21
|
200,000 |
$222,411 |
|
AVIATION CAPITAL GRO 7.1249% 10/15/20
|
100,000 |
$113,559 |
|
AVIS BUDGET CAR RENT 5.5% 04/01/23
|
220,000 |
$219,450 |
|
AVIS BUDGET FINANCE 6% 03/01/21
|
150,000 |
$196,207 |
|
AVIV HEALTHCARE 7.75% 02/15/19
|
350,000 |
$376,250 |
|
AVON PRODUCTS INC 5% 03/15/23
|
750,000 |
$769,553 |
|
AXA SA 6.4630% 12/29/49
|
500,000 |
$496,250 |
|
AXA SA 8.6% 12/15/30
|
250,000 |
$320,570 |
|
AXCAN INTERMEDIATE H L+5.5%, 01/25/17
|
97,995 |
$98,975 |
|
AXIALL CORP 4.875% 05/15/23
|
500,000 |
$508,750 |
|
BANCO DE BOGOTA SA 5.375% 02/19/23
|
500,000 |
$515,000 |
|
BANCO DO BRASIL SA/C 6.25% 12/29/49
|
400,000 |
$394,000 |
|
BANC OF AMERICA MERR 5.7204% 09/10/47
|
145,520 |
$151,651 |
|
BANCO GNB SUDAMERIS 7.5% 07/30/22
|
200,000 |
$220,965 |
|
BANK OF INDIA/LONDON 3.6249% 09/21/18
|
300,000 |
$301,123 |
|
BASIC ENERGY SERVICE 7.75% 02/15/19
|
300,000 |
$306,750 |
|
BASIC ENERGY SERVICE 7.75% 10/15/22
|
280,000 |
$288,400 |
|
BAYVIEW COMMERCIAL A 0.5142% 08/25/35
|
317,345 |
$253,634 |
|
BAYVIEW COMMERCIAL A 0.5942% 01/25/36
|
368,418 |
$296,042 |
|
BAYVIEW FINANCIAL MO 6.407% 08/28/47
|
174,110 |
$178,870 |
|
BBVA BANCO CONTINENT 5% 08/26/22
|
250,000 |
$263,125 |
|
BBVA BANCOMER SA/TEX 6.5% 03/10/21
|
400,000 |
$454,000 |
|
BC MOUNTAIN LLC / BC 7.0000% 02/01/21
|
400,000 |
$424,000 |
|
BEAR STEARNS ALT-A T 2.4883% 10/25/33
|
139,741 |
$127,770 |
|
BEAR STEARNS ASSET B 1.2542% 10/25/34
|
85,000 |
$80,473 |
|
BEAR STEARNS COMMERC 5.214% 02/11/41
|
100,000 |
$102,584 |
|
BELDEN INC 5.5% 04/15/23
|
300,000 |
$383,683 |
|
BLACKSTONE HOLDINGS 4.75% 02/15/23
|
250,000 |
$275,896 |
|
BLACKSTONE HOLDINGS 6.25% 08/15/42
|
250,000 |
$283,925 |
|
BLUCORA INC 4.25% 04/01/19
|
355,000 |
$366,759 |
|
BLUE FIN LTD 0% 05/28/13
|
250,000 |
$253,375 |
|
BNY CONVERGEX GROUP L+5.25%, 12/16/16
|
30,184 |
$30,134 |
|
BNY CONVERGEX GROUP L+5.25%, 12/16/16
|
66,677 |
$66,566 |
|
BOART LONGYEAR MANAG 7.0000% 04/01/21
|
200,000 |
$206,500 |
|
BOMBARDIER INC 6.125% 01/15/23
|
150,000 |
$155,625 |
|
BOMBARDIER RECREATIO L+0.0375%, 07/17/19
|
200,000 |
$202,229 |
|
BOYD GAMING CORP L+6%, 12/17/15
|
93,750 |
$94,855 |
|
BRAZIL MINAS SPE VIA 5.333% 02/15/28
|
500,000 |
$545,900 |
|
BRAZIL MINAS SPE VIA 5.333% 02/15/28
|
500,000 |
$545,900 |
|
BRIGHT HORIZONS FAMI L+4.0004%, 01/14/20
|
150,000 |
$151,375 |
|
BRISTOW GROUP INC 6.25% 10/15/22
|
150,000 |
$162,000 |
|
BRITISH POUND
|
4,864 |
$7,387 |
|
BROCADE COMMUNICATIO 4.625% 01/15/23
|
250,000 |
$241,875 |
|
BROOKFIELD RESIDENTI 6.5% 12/15/20
|
500,000 |
$535,000 |
|
BROWN SHOE CO INC 7.1249% 05/15/19
|
250,000 |
$263,750 |
|
BUMI INVESTMENT PTE 10.75% 10/06/17
|
325,000 |
$274,625 |
|
BURGER KING CORP L+3.75%, 09/28/19
|
77,610 |
$78,766 |
|
BWAY HOLDING CO L+4.5025%, 08/06/17
|
400,000 |
$405,250 |
|
CAD FORWARD CAUS050613S
|
-104,000 |
$-102,231 |
|
CAD FORWARD CAUS062813S
|
-120,000 |
$-117,814 |
|
CAELUS RE LTD 0% 03/07/16
|
500,000 |
$499,600 |
|
CALFRAC HOLDINGS LP 7.5% 12/01/20
|
100,000 |
$100,375 |
|
CALPINE CORP L+4%, 09/27/19
|
448,249 |
$452,404 |
|
CANADIAN DOLLARS
|
-418,868 |
$-412,049 |
|
CANTOR FITZGERALD LP 7.875% 10/15/19
|
500,000 |
$519,826 |
|
CAPELLA HEALTHCARE I 9.25% 07/01/17
|
200,000 |
$216,500 |
|
CARNOW AUTO RECEIVAB 6.9% 11/15/16
|
100,000 |
$100,218 |
|
CARRIZO OIL & GAS IN 7.5% 09/15/20
|
650,000 |
$693,875 |
|
CASCADES INC 7.875% 01/15/20
|
200,000 |
$215,000 |
|
CBOE VIX FUTURE AP APR 13
|
-74 |
$-1,050,800 |
|
CBOE VIX FUTURE AU AUG 13
|
-70 |
$-1,249,500 |
|
CBOE VIX FUTURE JU JUN 13
|
110 |
$1,826,000 |
|
CBOE VIX FUTURE MA MAY 13
|
48 |
$748,800 |
|
CBOE VIX FUTURE NO NOV 13
|
40 |
$770,000 |
|
CBOE VIX FUTURE OC OCT 13
|
60 |
$1,134,000 |
|
CBOE VIX FUTURE SE SEP 13
|
-60 |
$-1,107,000 |
|
CCO HOLDINGS LLC / C 5.75% 09/01/23
|
475,000 |
$476,188 |
|
CCO HOLDINGS LLC / C 6.5% 04/30/21
|
100,000 |
$105,750 |
|
CELANESE US HOLDINGS 5.875% 06/15/21
|
125,000 |
$136,250 |
|
CEMEX SAB DE CV 5.875% 03/25/19
|
550,000 |
$555,500 |
|
CENTRAL AMERICAN BOT 6.75% 02/09/22
|
195,000 |
$212,306 |
|
CENTURYLINK INC 6.45% 06/15/21
|
500,000 |
$530,000 |
|
CENTURYLINK INC 7.6% 09/15/39
|
150,000 |
$145,500 |
|
CENTURYLINK INC 7.6499% 03/15/42
|
300,000 |
$289,875 |
|
CENVEO CORP L+7%, 12/15/16
|
197,975 |
$199,088 |
|
CEVA GROUP PLC 8.375% 12/01/17
|
200,000 |
$206,000 |
|
CHAPARRAL ENERGY INC 8.25% 09/01/21
|
100,000 |
$113,250 |
|
CHESAPEAKE ENERGY CO 2.25% 12/15/38
|
200,000 |
$177,500 |
|
CHESAPEAKE ENERGY CO 2.5% 05/15/37
|
150,000 |
$143,719 |
|
CHESAPEAKE ENERGY CO L+5.75%, 12/02/17
|
200,000 |
$206,536 |
|
CHIQUITA BRANDS INTE 7.875% 02/01/21
|
550,000 |
$576,813 |
|
CHL MORTGAGE PASS-TH 5.6087% 01/25/33
|
46,735 |
$47,090 |
|
CHRYSLER GROUP LLC / 8.25% 06/15/21
|
100,000 |
$111,625 |
|
CHS/COMMUNITY HEALTH 7.1249% 07/15/20
|
215,000 |
$233,275 |
|
CIA DE TRANSPORTE DE 9.75% 08/15/21
|
100,000 |
$42,750 |
|
CIA LATINOAMERICANA 9.5% 12/15/16
|
100,000 |
$66,750 |
|
CIENA CORP 0.8750% 06/15/17
|
100,000 |
$90,438 |
|
CINCINNATI BELL 8.375% 10/15/20
|
578,000 |
$601,120 |
|
CIRSA FUNDING LUXEMB 8.75% 05/15/18
|
550,000 |
$689,316 |
|
CITICORP RESIDENTIAL 5.836% 07/25/36
|
69,859 |
$69,609 |
|
CITICORP RESIDENTIAL 5.892% 03/25/37
|
125,000 |
$123,476 |
|
CITICORP RESIDENTIAL 5.939% 07/25/36
|
114,347 |
$114,053 |
|
CITIGROUP CAPITAL XI 7.875% 10/30/40
|
17,200 |
$491,748 |
|
CITIGROUP COMMERCIAL 5.0331% 09/20/51
|
200,000 |
$203,114 |
|
CITIGROUP COMMERCIAL 5.7412% 03/15/49
|
300,000 |
$312,052 |
|
CITIGROUP INC 5.95% 12/29/49
|
500,000 |
$518,750 |
|
CITIGROUP MORTGAGE L 6.75% 08/25/34
|
73,209 |
$78,012 |
|
CITY OF CHARLOTTE NC 5.6% 07/01/27
|
1,250,000 |
$1,251,400 |
|
CLEARWATER PAPER COR 4.5% 02/01/23
|
250,000 |
$245,000 |
|
CLEAVER-BROOKS INC 8.75% 12/15/19
|
275,000 |
$296,656 |
|
CNL LIFESTYLE PROPER 7.2499% 04/15/19
|
300,000 |
$300,000 |
|
CNO FINANCIAL GROUP 6.375% 10/01/20
|
650,000 |
$691,438 |
|
CNO FINANCIAL GROUP L+5%, 09/04/18
|
95,577 |
$97,189 |
|
COBALT CMBS COMMERCI 5.8108% 05/15/46
|
125,000 |
$140,036 |
|
COBALT INTERNATIONAL 2.625% 12/01/19
|
765,000 |
$854,409 |
|
COBANK ACB 6.25% 12/31/99
|
5,000 |
$533,907 |
|
CODERE FINANCE LUXEM 9.25% 02/15/19
|
395,000 |
$284,400 |
|
COINSTAR INC 6% 03/15/19
|
250,000 |
$255,625 |
|
COLEMAN CABLE INC 9% 02/15/18
|
200,000 |
$216,500 |
|
COMBINE RE LTD 0% 01/07/15
|
250,000 |
$268,475 |
|
COMM 2007-FL14 MORTG 0.3832% 06/15/22
|
88,501 |
$87,200 |
|
COMM 2010-C1 MORTGAG 5.7725% 07/10/46
|
100,000 |
$117,499 |
|
COMM 2011-THL MORTGA 5.949% 06/09/28
|
100,000 |
$102,644 |
|
COMM 2012-CCRE2 MORT 4.8585% 08/15/45
|
100,000 |
$97,685 |
|
COMM 2012-CCRE4 MORT 4.5789% 10/15/45
|
303,000 |
$286,343 |
|
COMMERCIAL VEHIC 7.875% 04/15/19
|
200,000 |
$203,000 |
|
COMMSCOPE INC 8.25% 01/15/19
|
260,000 |
$282,100 |
|
COMPASS RE LTD 0% 01/08/15
|
250,000 |
$259,025 |
|
COMPASS RE LTD 0% 01/08/15
|
250,000 |
$254,525 |
|
COMSTOCK RESOURCES I 7.75% 04/01/19
|
700,000 |
$738,500 |
|
COMSTOCK RESOURCES I 9.5% 06/15/20
|
205,000 |
$224,475 |
|
CONCHO RESOURCES INC 6.5% 01/15/22
|
100,000 |
$109,000 |
|
CONFIE SEGUROS HOLDI L+6.5%, 10/11/13
|
299,250 |
$302,617 |
|
CONSTELLATION BRANDS L+4.75%, 06/28/20
|
600,000 |
$600,000 |
|
CONSTELLATION ENTERP 10.625% 02/01/16
|
475,000 |
$498,750 |
|
CONTINENTAL AIRLINES 6.9% 01/02/17
|
33,609 |
$34,732 |
|
CONTINENTAL AIRLINES 7.373% 12/15/15
|
49,861 |
$52,419 |
|
CONVATEC HEALTHCARE 10.5% 12/15/18
|
100,000 |
$111,250 |
|
CONVATEC INC L+5%, 12/01/16
|
100,000 |
$101,781 |
|
COOPER TIRE & RUBBER 8% 12/15/19
|
200,000 |
$230,500 |
|
COPANO ENERGY LL 7.1249% 04/01/21
|
575,000 |
$664,125 |
|
CORPGROUP BANKING SA 6.75% 03/15/23
|
350,000 |
$366,188 |
|
CORSICANTO LTD 3.5000% 01/15/32
|
50,000 |
$61,781 |
|
COSAN LUXEMBOURG SA 5% 03/14/23
|
240,000 |
$241,440 |
|
COUNTRYWIDE ASSET-BA 0.3742% 11/25/36
|
79,169 |
$69,280 |
|
COUNTRYWIDE ASSET-BA 4.456% 10/25/35
|
34,501 |
$34,636 |
|
COUNTY OF YORK SC 5.7% 01/01/24
|
100,000 |
$99,998 |
|
CPG INTERNATIONAL I L+5.75%, 09/21/19
|
109,450 |
$110,476 |
|
CREDIT SUISSE FIRST 5.135% 10/15/39
|
100,000 |
$92,773 |
|
CROSSMARK HOLDINGS I L+0.035%, 01/31/20
|
150,000 |
$150,422 |
|
CROWN CASTLE INTERNA L+4%, 01/10/19
|
49,375 |
$50,017 |
|
CUMMINS INC 5.65% 03/01/98
|
350,000 |
$356,226 |
|
CUMULUS MEDIA HOLDIN 7.75% 05/01/19
|
450,000 |
$462,375 |
|
CUSTOM BUILDING PROD L+6%, 12/12/19
|
249,438 |
$253,803 |
|
DAVITA HEALTHCARE PA L+4%, 08/01/19
|
99,750 |
$100,911 |
|
DBUBS 2011-LC2 MORTG 5.4452% 07/10/44
|
113,538 |
$129,724 |
|
DCP MIDSTREAM OPERAT 4.95% 04/01/22
|
200,000 |
$218,355 |
|
DEL MONTE FOODS CO L+4%, 02/03/18
|
199,500 |
$201,474 |
|
DELTA AIR LINES 2010 6.375% 01/02/16
|
400,000 |
$417,000 |
|
DELTA AIR LINES INC L+5.25%, 09/28/18
|
175,000 |
$178,008 |
|
DENBURY RESOURCES IN 4.625% 07/15/23
|
285,000 |
$275,025 |
|
DESARROLLADORA HOMEX 9.5% 12/11/19
|
100,000 |
$85,500 |
|
DESARROLLADORA HOMEX 9.75% 03/25/20
|
55,000 |
$47,025 |
|
DFC GLOBAL CORP 3.25% 04/15/17
|
115,000 |
$119,744 |
|
DH SERVICES LUXEMBOU L+5.25%, 12/18/19
|
229,425 |
$231,767 |
|
DIGITALGLOBE INC 5.25% 02/01/21
|
465,000 |
$462,094 |
|
DIGITALGLOBE INC L+0.0275%, 01/25/20
|
104,000 |
$105,341 |
|
DRILL RIGS HOLDINGS 6.5% 10/01/17
|
845,000 |
$853,450 |
|
DTEK FINANCE PLC 7.875% 04/04/18
|
500,000 |
$491,849 |
|
DUFF & PHELPS CORP L+3.5%, 03/14/20
|
300,000 |
$303,563 |
|
EAST LANE RE LTD 0% 03/14/14
|
250,000 |
$255,075 |
|
EAST LANE RE V LTD 0% 03/16/16
|
250,000 |
$270,225 |
|
ELDORADO GOLD CORP 6.125% 12/15/20
|
200,000 |
$207,500 |
|
ELECTRICITE DE FRANC 5.25% 01/29/49
|
500,000 |
$496,720 |
|
EMBARCADERO REINSURA 0% 08/04/14
|
250,000 |
$254,225 |
|
EMDEON INC 11% 12/31/19
|
200,000 |
$230,500 |
|
EMDEON INC L+5%, 11/02/18
|
148,500 |
$150,681 |
|
EMERGENCY MEDICAL SE L+4%, 04/05/18
|
299,238 |
$301,034 |
|
EMPRESAS ICA SAB DE 8.375% 07/24/17
|
150,000 |
$160,500 |
|
EMPRESAS ICA SAB DE 8.9% 02/04/21
|
200,000 |
$214,760 |
|
ENEL FINANCE INTERNA 5.125% 10/07/19
|
150,000 |
$159,143 |
|
ENTERPRISE PRODUCTS 7.0000% 06/01/67
|
100,000 |
$108,000 |
|
EP ENERGY LLC / EP E 9.375% 05/01/20
|
100,000 |
$115,500 |
|
EP ENERGY LLC / EVER 7.75% 09/01/22
|
225,000 |
$248,625 |
|
EP ENERGY LLC L+5%, 05/24/18
|
265,000 |
$268,431 |
|
EPL OIL & GAS INC 8.25% 02/15/18
|
590,000 |
$625,400 |
|
EQUINIX INC 7.0000% 07/15/21
|
100,000 |
$111,000 |
|
ESSAR STEEL ALGOMA I 9.375% 03/15/15
|
100,000 |
$96,000 |
|
ESSAR STEEL ALGOMA I L+8.75%, 09/12/14
|
124,375 |
$127,484 |
|
EUR FORWARD EUUS050613S
|
-1,162,000 |
$-1,490,196 |
|
EUROPEAN EURO
|
-1,209,617 |
$-1,550,911 |
|
EV ENERGY PARTNERS L 8% 04/15/19
|
250,000 |
$263,750 |
|
EVERGLADES RE LTD 0% 03/28/16
|
250,000 |
$250,000 |
|
EVERGLADES RE LTD 0% 04/30/14
|
1,000,000 |
$1,092,400 |
|
EXOPACK HOLDING CORP 10% 06/01/18
|
100,000 |
$99,500 |
|
EXOPACK HOLDING CORP L+6.5%, 05/06/17
|
98,250 |
$99,355 |
|
EXPERT GLOBAL SOLUTI L+8%, 03/13/18
|
262,050 |
$264,671 |
|
EXTENDED STAY AMERIC 7.625% 12/05/19
|
200,000 |
$211,442 |
|
FAGE DAIRY INDUS 9.875% 02/01/20
|
300,000 |
$329,250 |
|
FERREXPO FINANCE PLC 7.875% 04/07/16
|
500,000 |
$498,750 |
|
FIDELITY & GUARANTY 6.375% 04/01/21
|
500,000 |
$510,000 |
|
FIDELITY NATIONAL FI 5.5% 09/01/22
|
250,000 |
$283,799 |
|
FIRST AMERICAN FINAN 4.3% 02/01/23
|
200,000 |
$208,145 |
|
FIRST DATA CORP 8.25% 01/15/21
|
100,000 |
$104,000 |
|
FIRST DATA CORP L+4.2042%, 03/24/18
|
250,000 |
$249,656 |
|
FIXED INCOME TRUST S 0% 10/15/97
|
1,000,000 |
$590,748 |
|
FLEXTRONICS INTERNAT 4.625% 02/15/20
|
85,000 |
$85,850 |
|
FLEXTRONICS INTERNAT 5% 02/15/23
|
145,000 |
$144,638 |
|
FORBES ENERGY SERVIC 9% 06/15/19
|
100,000 |
$97,000 |
|
FOREST OIL CORP 7.5% 09/15/20
|
685,000 |
$722,675 |
|
FORTESCUE METALS GRO L+5.25%, 09/18/17
|
298,874 |
$302,770 |
|
FOUNDATION RE III LT 0% 02/03/14
|
250,000 |
$253,175 |
|
FOUNDATION RE III LT 0% 02/25/15
|
350,000 |
$365,050 |
|
FOX ACQUISITION SUB L+5.5%, 07/01/17
|
249,374 |
$254,257 |
|
FREMF MORTGAGE TRUST 3.7587% 02/25/45
|
200,000 |
$203,349 |
|
FREMF MORTGAGE TRUST 4.0370% 05/25/45
|
175,000 |
$169,888 |
|
FRONTIER COMMUNICATI 7.625% 04/15/24
|
250,000 |
$257,188 |
|
FRONTIER COMMUNICATI 8.75% 04/15/22
|
500,000 |
$556,250 |
|
FRONTIER COMMUNICATI 9% 08/15/31
|
200,000 |
$206,500 |
|
FTS INTERNATIONAL SE L+8.5%, 05/06/16
|
25,090 |
$23,908 |
|
GARDA WORLD SECURITY L+4.5%, 10/24/19
|
124,688 |
$126,441 |
|
GBP FORWARD GBUS051513S
|
-70,000 |
$-106,294 |
|
GE CAPITAL COMMERCIA 5.1518% 07/10/45
|
350,000 |
$351,141 |
|
GE MORTGAGE SERVICES 7.7800% 03/25/27
|
347,195 |
$343,874 |
|
GENERAC ACQUISITION L+6.25%, 05/22/19
|
226,528 |
$232,474 |
|
GENERAL CABLE CORP 4.5% 11/15/29
|
100,000 |
$124,750 |
|
GENERAL ELECTRIC CAP 7.1249% 12/29/49
|
200,000 |
$232,613 |
|
GENESIS ENERGY LP / 5.75% 02/15/21
|
105,000 |
$108,413 |
|
GENPACT LTD L+4.25%, 08/17/19
|
174,125 |
$176,882 |
|
GENTIVA HEALTH SERVI 11.5% 09/01/18
|
400,000 |
$411,000 |
|
GENTIVA HEALTH SERVI L+6.5%, 02/22/16
|
71,802 |
$72,430 |
|
GENWORTH FINANCIAL I 7.2000% 02/15/21
|
300,000 |
$349,500 |
|
GEO GROUP INC/THE 5.125% 04/01/23
|
150,000 |
$151,500 |
|
GEOPARK LATIN AMERIC 7.5% 02/11/20
|
200,000 |
$208,000 |
|
GIBRALTAR INDUSTRIES 6.25% 02/01/21
|
250,000 |
$265,000 |
|
GLENN POOL OIL & GAS L+4.5%, 06/01/16
|
65,580 |
$65,908 |
|
GLOBAL BRASS & COPPE 9.5% 06/01/19
|
500,000 |
$553,750 |
|
GMAC CAPITAL TRUST I 8.125% 02/15/40
|
7,750 |
$210,800 |
|
GMACM MORTGAGE LOAN 5.1047% 05/25/35
|
63,179 |
$62,042 |
|
GOLAR LNG LTD 3.75% 03/07/17
|
700,000 |
$706,720 |
|
GOLAR LNG PARTNERS L 7.07% 10/12/17
|
2,000,000 |
$348,544 |
|
GOLD FIELDS OROGEN H 4.875% 10/07/20
|
400,000 |
$393,000 |
|
GOLDMAN SACHS CAPITA 4% 06/01/43
|
100,000 |
$84,125 |
|
GOLDMAN SACHS GROUP 5.25% 07/27/21
|
150,000 |
$169,960 |
|
GOODMAN FUNDING PTY 6.375% 04/15/21
|
250,000 |
$289,349 |
|
GOODRICH PETROLEUM C 8.875% 03/15/19
|
600,000 |
$621,000 |
|
GOODYEAR TIRE & RUBB 1% 09/20/17
|
250,000 |
$262,194 |
|
GOODYEAR TIRE & RUBB 7.0000% 05/15/22
|
210,000 |
$221,288 |
|
GOVERNMENT NATIONAL 1.0507% 03/16/53
|
345,549 |
$29,418 |
|
GREENBRIER COS INC 3.5000% 04/01/18
|
305,000 |
$305,191 |
|
GRIFOLS INC L+4.25%, 06/04/17
|
122,978 |
$124,416 |
|
GRUPO FAMSA SAB DE C 11% 07/20/15
|
100,000 |
$107,000 |
|
GRUPO PAPELERO SCRIB 8.875% 04/07/20
|
500,000 |
$486,250 |
|
GS MORTGAGE SECURITI 3.8022% 11/08/29
|
200,000 |
$200,849 |
|
GS MORTGAGE SECURITI 4.209% 02/10/21
|
100,000 |
$100,890 |
|
GS MORTGAGE SECURITI 5.6390% 01/10/45
|
110,000 |
$113,991 |
|
GSR MORTGAGE LOAN TR 5.25% 07/25/35
|
99,528 |
$97,891 |
|
GTP ACQUISITION PART 7.628% 06/15/16
|
155,000 |
$172,242 |
|
GULFPORT ENERGY CORP 7.75% 11/01/20
|
690,000 |
$727,950 |
|
H&E EQUIPMENT SE 7.0000% 09/01/22
|
175,000 |
$192,500 |
|
HALCON RESOURCES 8.875% 05/15/21
|
120,000 |
$129,300 |
|
HALCON RESOURCES 9.75% 07/15/20
|
400,000 |
$442,000 |
|
HANOVER INSURANCE GR 7.625% 10/15/25
|
400,000 |
$467,148 |
|
HEALTH MANAGEMENT AS L+4.5%, 11/01/18
|
58,489 |
$59,048 |
|
HEARTHSIDE FOOD SOLU L+6.50216%, 05/07/18
|
248,750 |
$251,238 |
|
HECKLER & KOCH GMBH 9.5% 05/15/18
|
100,000 |
$113,150 |
|
HEXION US FINANCE CO 6.625% 04/15/20
|
110,000 |
$110,275 |
|
HEXION US FINANCE CO 8.875% 02/01/18
|
700,000 |
$724,500 |
|
HHI HOLDINGS LLC L+5%, 10/05/18
|
167,632 |
$170,356 |
|
HILAND PARTNERS LP / 7.2499% 10/01/20
|
120,000 |
$131,100 |
|
HILLMAN GROUP INC/TH L+4.25%, 05/31/16
|
223,319 |
$225,645 |
|
HJ HEINZ CO L+2.5%, 03/27/20
|
400,000 |
$399,000 |
|
HLSS SERVICER ADVANC 4.4584% 01/15/48
|
100,000 |
$102,460 |
|
HMH HOLDINGS DELAWAR L+7.25%, 11/21/13
|
148,875 |
$150,085 |
|
HOLOGIC INC 2% 03/01/42
|
550,000 |
$576,125 |
|
HOLOGIC INC 6.25% 08/01/20
|
200,000 |
$212,750 |
|
HOLOGIC INC L+4.5%, 04/29/19
|
174,125 |
$176,755 |
|
HOSPITALITY PROPERTI 5% 08/15/22
|
250,000 |
$266,401 |
|
HOSTESS BRANDS INC L+0%, 02/25/20
|
680,000 |
$695,300 |
|
HSBC BANK USA NA/NEW 6% 08/09/17
|
250,000 |
$292,993 |
|
HUB INTERNATIONAL LT 8.125% 10/15/18
|
600,000 |
$631,500 |
|
HUNTER DEFENSE TECHN L+3.54%, 08/22/14
|
164,586 |
$153,888 |
|
IAMGOLD CORP 6.75% 10/01/20
|
380,000 |
$365,750 |
|
IAP WORLDWIDE SERVIC L+10%, 12/31/15
|
185,875 |
$139,406 |
|
IASIS HEALTHCARE LLC L+4.5%, 05/03/18
|
196,009 |
$199,010 |
|
IGLOO HOLDINGS CORP 8.25% 12/15/17
|
200,000 |
$206,500 |
|
IMMUCOR INC 11.125% 08/15/19
|
100,000 |
$114,000 |
|
IMMUCOR INC L+5%, 08/19/18
|
250,000 |
$252,305 |
|
IMS HEALTH INC 6% 11/01/20
|
170,000 |
$177,225 |
|
INDO ENERGY FINANCE 6.375% 01/24/23
|
250,000 |
$256,875 |
|
INEOS GROUP HOLDINGS 8.5% 02/15/16
|
175,000 |
$177,625 |
|
INEOS US FINANCE LLC L+6.5%, 05/04/18
|
133,650 |
$135,947 |
|
INERGY MIDSTREAM LP 6% 12/15/20
|
200,000 |
$208,000 |
|
INFOR US INC L+5.25%, 04/05/18
|
248,128 |
$252,729 |
|
INKIA ENERGY LTD 8.375% 04/04/21
|
100,000 |
$112,950 |
|
INTCOMEX INC 13.25% 12/15/14
|
97,000 |
$99,910 |
|
INTEL CORP 2.95% 12/15/35
|
300,000 |
$318,375 |
|
INTEL CORP 3.25% 08/01/39
|
30,000 |
$36,113 |
|
INTELSAT JACKSON HOL 7.5% 04/01/21
|
150,000 |
$166,875 |
|
INTELSAT LUXEMBO 11.5% 02/04/17
|
67,213 |
$71,380 |
|
INTELSAT LUXEMBOURG 7.75% 06/01/21
|
350,000 |
$356,125 |
|
INTERACTIVE DATA COR L+3.75%, 02/11/18
|
120,419 |
$121,962 |
|
INTERGEN NV 9% 06/30/17
|
400,000 |
$393,000 |
|
INTERNATIONAL AUTOMO 9.125% 06/01/18
|
400,000 |
$396,000 |
|
INTESA SANPAOLO SPA 6.5% 02/24/21
|
300,000 |
$309,123 |
|
INVENTIV HEALTH INC L+7.5%, 06/24/18
|
133,714 |
$132,879 |
|
IRON MOUNTAIN INC 5.75% 08/15/24
|
415,000 |
$414,481 |
|
IRONSHORE HOLDINGS U 8.5% 05/15/20
|
700,000 |
$801,391 |
|
ISS A/S L+2.75%, 03/26/18
|
400,000 |
$399,000 |
|
J2 GLOBAL INC 8% 08/01/20
|
805,000 |
$857,325 |
|
JAMES RIVER COAL 3.125% 03/15/18
|
223,000 |
$44,600 |
|
JAMES RIVER COAL CO 7.875% 04/01/19
|
250,000 |
$120,000 |
|
JA SOLAR HOLDINGS CO 4.5% 05/15/13
|
55,000 |
$52,938 |
|
JB POINDEXTER & CO I 9% 04/01/22
|
500,000 |
$522,500 |
|
JEFFERIES GROUP LLC 5.125% 01/20/23
|
500,000 |
$529,388 |
|
JINKOSOLAR HOLDING C 4% 05/15/16
|
50,000 |
$30,000 |
|
JMC STEEL GROUP INC 8.25% 03/15/18
|
320,000 |
$339,200 |
|
JMC STEEL GROUP INC L+4.75%, 02/15/17
|
148,487 |
$150,063 |
|
JOBSOHIO BEVERAGE SY 3.9849% 01/01/29
|
500,000 |
$512,780 |
|
JOBSOHIO BEVERAGE SY 4.532% 01/01/35
|
75,000 |
$77,841 |
|
JPMORGAN CHASE & CO 4.35% 08/15/21
|
200,000 |
$220,635 |
|
JPMORGAN CHASE & CO 7.9% 04/29/49
|
100,000 |
$114,883 |
|
JP MORGAN CHASE COMM 6.0014% 02/15/51
|
200,000 |
$175,349 |
|
JP MORGAN MORTGAGE T 2.9847% 10/25/35
|
257,107 |
$245,533 |
|
JPY FORWARD JPUS042213B
|
355,000,000 |
$3,770,810 |
|
KB HOME 1.375% 02/01/19
|
400,000 |
$439,750 |
|
KB HOME 8% 03/15/20
|
200,000 |
$230,500 |
|
KEY ENERGY SERVICES 6.75% 03/01/21
|
400,000 |
$417,000 |
|
KGHM INTERNATIONAL L 7.75% 06/15/19
|
75,000 |
$78,750 |
|
KIBOU LTD 0% 02/16/15
|
250,000 |
$258,725 |
|
KINDRED HEALTHCARE I 8.25% 06/01/19
|
400,000 |
$397,000 |
|
KINDRED HEALTHCARE I L+5.25%, 06/01/18
|
249,375 |
$252,025 |
|
KINETIC CONCEPTS INC L+5.5%, 05/04/18
|
247,375 |
$252,168 |
|
KKR GROUP FINANCE CO 5.5% 02/01/43
|
500,000 |
$481,535 |
|
KLOECKNER PENTAPLAST L+5.75%, 12/14/16
|
237,256 |
$241,556 |
|
KODIAK OIL & GAS COR 5.5% 01/15/21
|
250,000 |
$261,875 |
|
KODIAK OIL & GAS COR 8.125% 12/01/19
|
100,000 |
$113,000 |
|
K-V PHARMACEUTICAL C L+5.5%, 12/05/13
|
245,607 |
$238,239 |
|
LAM RESEARCH COR 1.25% 05/15/18
|
1,125,000 |
$1,200,234 |
|
LANDRY'S INC L+4.75%, 03/22/18
|
248,435 |
$250,713 |
|
LANTHEUS MEDICAL IMA 9.75% 05/15/17
|
600,000 |
$595,500 |
|
LB-UBS COMMERCIAL MO 5.276% 02/15/41
|
463,990 |
$466,020 |
|
LEAF RECEIVABLES FUN 5.5% 09/15/20
|
145,527 |
$129,344 |
|
LENNAR CORP 4.75% 11/15/22
|
245,000 |
$240,100 |
|
LIBERTY TIRE RECYCLI 11% 10/01/16
|
100,000 |
$99,000 |
|
LIVE NATION ENTERTAI L+4.5%, 10/20/16
|
197,963 |
$199,776 |
|
LODESTONE RE LTD 0% 01/08/14
|
250,000 |
$252,175 |
|
LODESTONE RE LTD 0% 01/08/14
|
250,000 |
$252,400 |
|
LODESTONE RE LTD 0% 05/17/13
|
500,000 |
$501,800 |
|
LONGPOINT RE LTD 0% 06/12/15
|
250,000 |
$260,450 |
|
LOTTOMATICA GROUP SP 8.25% 03/31/66
|
200,000 |
$268,687 |
|
LYNX I CORP 5.375% 04/15/21
|
500,000 |
$520,000 |
|
MACQUARIE BANK LTD 6.625% 04/07/21
|
100,000 |
$111,744 |
|
MAGNESITA FINANCE LT 8.625% 04/29/49
|
450,000 |
$476,995 |
|
MARFRIG HOLDING EURO 8.375% 05/09/18
|
200,000 |
$180,500 |
|
MARFRIG HOLDING EURO 9.875% 07/24/17
|
200,000 |
$195,000 |
|
MARFRIG OVERSEAS LTD 9.5% 05/04/20
|
100,000 |
$94,500 |
|
MARKWEST ENERGY 6.25% 06/15/22
|
61,000 |
$65,728 |
|
MASCO CORP 5.95% 03/15/22
|
50,000 |
$56,242 |
|
MASCO CORP 7.1249% 03/15/20
|
135,000 |
$157,601 |
|
MASSACHUSETTS DEVELO 5.25% 04/01/37
|
100,000 |
$111,908 |
|
MASTEC INC 4.875% 03/15/23
|
150,000 |
$148,500 |
|
MASTR ADJUSTABLE RAT 2.6442% 12/25/33
|
624,134 |
$610,807 |
|
MASTR ADJUSTABLE RAT 5.2854% 01/25/35
|
196,136 |
$188,700 |
|
MASTR ALTERNATIVE LO 6% 07/25/34
|
123,748 |
$125,859 |
|
MDC PARTNERS INC 11% 11/01/16
|
90,000 |
$99,900 |
|
MDC PARTNERS INC 6.75% 04/01/20
|
295,000 |
$297,950 |
|
MEDASSETS INC 8% 11/15/18
|
175,000 |
$191,188 |
|
MEMC ELECTRONIC MATE 7.75% 04/01/19
|
650,000 |
$601,250 |
|
MENTOR GRAPHICS 4% 04/01/31
|
175,000 |
$205,516 |
|
MERITOR INC 7.875% 03/01/26
|
550,000 |
$557,906 |
|
MERRILL LYNCH & CO I 5% 02/03/14
|
150,000 |
$155,199 |
|
MERRILL LYNCH & CO I 7.75% 05/14/38
|
200,000 |
$266,556 |
|
MERRILL LYNCH MORTGA 5.75% 08/25/36
|
301,184 |
$247,851 |
|
METALDYNE CORP L+5%, 12/19/18
|
249,375 |
$253,739 |
|
METINVEST BV 10.25% 05/20/15
|
100,000 |
$105,720 |
|
METINVEST BV 8.75% 02/14/18
|
500,000 |
$511,500 |
|
METROPCS WIRELES 7.875% 09/01/18
|
100,000 |
$109,250 |
|
MGM RESORTS INTERNAT 4.25% 04/15/15
|
250,000 |
$271,406 |
|
MGM RESORTS INTERNAT 6.75% 10/01/20
|
250,000 |
$265,000 |
|
MGM RESORTS INTERNAT L+4.25%, 12/13/19
|
269,325 |
$274,183 |
|
MHP SA 8.25% 04/02/20
|
500,000 |
$495,445 |
|
MICROSEMI CORP L+3.75%, 02/02/18
|
134,104 |
$135,311 |
|
MID-STATE CAPITAL TR 7.0000% 12/15/45
|
21,785 |
$22,699 |
|
MIDSTATES PETROLEUM 10.75% 10/01/20
|
150,000 |
$166,500 |
|
MIDWEST VANADIUM 11.5% 02/15/18
|
100,000 |
$63,000 |
|
MIE HOLDINGS CORP 9.75% 05/12/16
|
100,000 |
$107,750 |
|
MILACRON LLC L+3.25%, 03/12/20
|
300,000 |
$303,000 |
|
MINERVA LUXEMBOURG S 7.75% 01/31/23
|
400,000 |
$429,000 |
|
MIRABELA NICKEL LTD 8.75% 04/15/18
|
400,000 |
$365,000 |
|
MMM HOLDINGS INC L+0.0825%, 10/09/17
|
70,000 |
$70,525 |
|
MMODAL INC L+6.75%, 07/02/19
|
248,764 |
$239,902 |
|
MOLINA HEALTHCARE IN 1.125% 01/15/20
|
550,000 |
$550,000 |
|
MOLYCORP INC 10% 06/01/20
|
100,000 |
$98,500 |
|
MONTANA RE LTD 12.1811% 01/08/14
|
250,000 |
$246,000 |
|
MORGAN STANLEY 4.875% 11/01/22
|
250,000 |
$265,028 |
|
MORGAN STANLEY CAPIT 0.9039% 12/15/20
|
100,000 |
$97,568 |
|
MORGAN STANLEY CAPIT 7.35% 07/15/32
|
76,178 |
$79,229 |
|
MORGAN STANLEY HOME 0.3042% 04/25/37
|
356,309 |
$283,593 |
|
MORTGAGEIT TRUST 200 0.9842% 11/25/34
|
77,846 |
$75,174 |
|
MOTEL 6 TRUST 4.2743% 10/05/25
|
227,000 |
$228,499 |
|
MPL 2 ACQUISITION CA 9.875% 08/15/18
|
100,000 |
$100,750 |
|
MUELLER WATER PRODUC 7.375% 06/01/17
|
400,000 |
$411,500 |
|
MURRAY ENERGY CORP 10.25% 10/15/15
|
700,000 |
$702,625 |
|
MYSTIC RE LTD 0% 03/12/15
|
250,000 |
$264,800 |
|
MYSTIC RE LTD 0% 03/12/15
|
250,000 |
$261,900 |
|
MYTHEN LTD 11.2157% 05/07/15
|
250,000 |
$265,275 |
|
MYTHEN RE LTD SERIES 11.9402% 11/10/16
|
250,000 |
$246,425 |
|
MYTHEN RE LTD SERIES 8.7102% 01/05/17
|
250,000 |
$252,375 |
|
NANA DEVELOPMENT COR 9.5% 03/15/19
|
725,000 |
$734,063 |
|
NARA CABLE FUNDING I 8.5% 03/01/20
|
200,000 |
$268,610 |
|
NARA CABLE FUNDING L 8.875% 12/01/18
|
100,000 |
$134,305 |
|
NATIONAL JSC NAFTOGA 9.5% 09/30/14
|
400,000 |
$410,480 |
|
NATIONSTAR MORTGAGE 6.5% 07/01/21
|
400,000 |
$417,000 |
|
NAVIOS SOUTH AMERICA 9.25% 04/15/19
|
560,000 |
$602,000 |
|
NAVISTAR INTERNATION 8.25% 11/01/21
|
400,000 |
$407,500 |
|
NAVISTAR INTERNATION L+7%, 07/31/17
|
199,500 |
$202,136 |
|
NBTY INC L+3.5%, 10/01/17
|
250,000 |
$253,406 |
|
NCR CORP 5% 07/15/22
|
185,000 |
$185,463 |
|
NEP BROADCASTING LLC L+4.75%, 01/03/20
|
199,500 |
$201,744 |
|
NEUBERGER BERMAN GRO 5.625% 03/15/20
|
100,000 |
$104,750 |
|
NEWFIELD EXPLORATION 5.625% 07/01/24
|
150,000 |
$154,875 |
|
NEW HAMPSHIRE HEALTH 6.5% 01/01/41
|
150,000 |
$173,598 |
|
NEW WORLD RESOURCES 7.875% 01/15/21
|
400,000 |
$461,574 |
|
NEW YORK SECURITIZAT 6.7042% 12/27/47
|
300,000 |
$300,000 |
|
NORDEA BANK AB 4.25% 09/21/22
|
250,000 |
$255,694 |
|
NORTHERN OIL AND GAS 8% 06/01/20
|
800,000 |
$834,000 |
|
NORTHSTAR 2012-1 MOR 4.449% 08/25/29
|
300,000 |
$305,015 |
|
NORWEGIAN KRONE
|
-2,055,318 |
$-352,059 |
|
NOVELLUS SYSTEMS INC 2.625% 05/15/41
|
100,000 |
$136,063 |
|
NPC RESTAURANT HOLDI L+4.5%, 12/28/18
|
272,708 |
$277,310 |
|
NRG ENERGY INC 7.625% 05/15/19
|
150,000 |
$162,000 |
|
NRG ENERGY INC 8.25% 09/01/20
|
200,000 |
$225,750 |
|
NRG ENERGY INC 8.5% 06/15/19
|
300,000 |
$329,250 |
|
NSG HOLDINGS LLC / N L+4.75%, 11/15/19
|
229,425 |
$233,440 |
|
NUANCE COMMUNICATION 2.75% 11/01/31
|
500,000 |
$516,563 |
|
NUVASIVE INC 2.75% 07/01/17
|
700,000 |
$680,750 |
|
OAS INVESTMENTS GMBH 8.25% 10/19/19
|
200,000 |
$215,000 |
|
OASIS PETROLEUM INC 6.8750% 01/15/23
|
200,000 |
$220,000 |
|
OCEAN RIG UDW INC 9.5% 04/27/16
|
400,000 |
$420,000 |
|
OCWEN FINANCIAL CORP L+5%, 01/15/18
|
275,000 |
$279,813 |
|
OFFSHORE GROUP INVES 7.5% 11/01/19
|
600,000 |
$636,000 |
|
OFFSHORE GROUP INVES L+4.5%, 03/28/19
|
400,000 |
$403,000 |
|
OM GROUP INC L+6.5%, 07/05/17
|
148,125 |
$149,544 |
|
ON ASSIGNMENT INC L+5%, 03/20/19
|
210,254 |
$213,142 |
|
ONEBEACON US HOLDING 4.6% 11/09/22
|
200,000 |
$209,335 |
|
ONEX USI ACQUISITION 7.75% 01/15/21
|
500,000 |
$501,250 |
|
ON SEMICONDUCTOR COR 2.625% 12/15/26
|
700,000 |
$793,188 |
|
ORION ENGINEERED 9.625% 06/15/18
|
90,000 |
$100,125 |
|
OXFORD FINANCE LLC / 7.2499% 01/15/18
|
400,000 |
$415,000 |
|
OZBURN-HESSEY LOGIST L+8.25%, 04/07/16
|
175,000 |
$175,875 |
|
PACIRA PHARMACEUTICA 3.25% 02/01/19
|
195,000 |
$265,688 |
|
PACKAGING DYNAMICS C 8.75% 02/01/16
|
340,000 |
$355,725 |
|
PARK-OHIO INDUSTRIES 8.125% 04/01/21
|
150,000 |
$163,125 |
|
PAR PHARMACEUTICAL C L+4.25%, 09/28/19
|
99,501 |
$100,734 |
|
PDC ENERGY INC 7.75% 10/15/22
|
175,000 |
$185,500 |
|
PDL BIOPHARMA INC 3.75% 05/01/15
|
130,000 |
$155,675 |
|
PELICAN PRODUCTS INC L+7%, 08/15/18
|
248,125 |
$248,745 |
|
PELICAN RE LTD 0% 04/13/15
|
250,000 |
$262,725 |
|
PENN VIRGINIA CORP 7.2499% 04/15/19
|
100,000 |
$99,750 |
|
PERMIAN HOLDINGS INC 10.5% 01/15/18
|
150,000 |
$154,500 |
|
PETROBAKKEN ENERGY L 8.625% 02/01/20
|
860,000 |
$877,200 |
|
PH GLATFELTER CO 5.375% 10/15/20
|
120,000 |
$125,700 |
|
PHOSAGRO OAO VIA PHO 4.204% 02/13/18
|
200,000 |
$199,250 |
|
PHYSIO-CONTROL INTER 9.875% 01/15/19
|
150,000 |
$169,125 |
|
PILGRIM'S PRIDE CORP 7.875% 12/15/18
|
360,000 |
$389,250 |
|
PINNACLE FOODS FINAN L+4.75%, 09/16/18
|
199,496 |
$201,598 |
|
PITTSBURGH GLASS WOR 8.5% 04/15/16
|
100,000 |
$101,750 |
|
PNC FINANCIAL SERVIC 6.75% 07/29/49
|
150,000 |
$171,561 |
|
PNC FINANCIAL SERVIC 8.25% 05/29/49
|
400,000 |
$402,439 |
|
POST HOLDINGS INC 7.375% 02/15/22
|
200,000 |
$218,750 |
|
PPL CAPITAL FUNDING 5.9% 04/30/73
|
25,000 |
$630,500 |
|
PQ CORP L+0.035%, 08/07/17
|
399,000 |
$403,738 |
|
PREFERRED SANDS HOLD L+7.5%, 12/15/16
|
153,450 |
$143,476 |
|
PRESTIGE BRANDS INC L+4.25%, 01/31/19
|
84,280 |
$85,629 |
|
PRINCE MINERAL HOLDI 11.5% 12/15/19
|
265,000 |
$296,138 |
|
PRODUCTION RESOURCE 8.875% 05/01/19
|
100,000 |
$75,750 |
|
PRO MACH INC L+5%, 07/16/17
|
347,808 |
$352,155 |
|
PROSPECT CAPITAL COR 5.875% 03/15/23
|
250,000 |
$250,474 |
|
PROVINCIA DE BUENOS 10.875% 01/26/21
|
100,000 |
$69,000 |
|
PRUDENTIAL FINANCIAL 5.2% 03/15/44
|
125,000 |
$125,313 |
|
PRUDENTIAL FINANCIAL 5.875% 09/15/42
|
400,000 |
$426,000 |
|
QEP RESOURCES INC 5.25% 05/01/23
|
300,000 |
$307,500 |
|
QR ENERGY LP / QRE F 9.25% 08/01/20
|
140,000 |
$148,400 |
|
QTEL INTERNATIONAL F 3.875% 01/31/28
|
200,000 |
$196,958 |
|
QUEBECOR MEDIA INC 5.75% 01/15/23
|
325,000 |
$331,500 |
|
QUEEN STREET IV CAPI 0% 04/09/15
|
250,000 |
$252,350 |
|
QUEEN STREET V RE LT 0% 04/09/15
|
250,000 |
$256,525 |
|
QUICKSILVER RESOURCE 8.25% 08/01/15
|
50,000 |
$49,188 |
|
QWEST CORP 7.375% 06/01/51
|
4,400 |
$116,864 |
|
RADIO SYSTEMS CORP 8.375% 11/01/19
|
600,000 |
$634,500 |
|
RAIN CII CARBON LLC 8.25% 01/15/21
|
550,000 |
$594,000 |
|
RAMP SERIES 2006-RZ3 0.3642% 08/25/36
|
144,527 |
$135,785 |
|
RANGE RESOURCES CORP 5% 03/15/23
|
400,000 |
$409,000 |
|
RASC SERIES 2003-KS5 4.46% 07/25/33
|
234,629 |
$223,496 |
|
RCMC LLC 5.6234% 11/15/44
|
232,343 |
$232,312 |
|
REGAL ENTERTAINMENT 5.75% 02/01/25
|
75,000 |
$73,688 |
|
REGIONALCARE HOSPITA L+0.0575%, 11/04/18
|
249,375 |
$253,739 |
|
REINSURANCE GROUP OF 6.75% 12/15/65
|
250,000 |
$252,500 |
|
RENESOLA LTD 4.125% 03/15/18
|
150,000 |
$76,500 |
|
RENFRO CORP L+0.045%, 01/23/19
|
150,000 |
$152,250 |
|
RESIDENTIAL REINSURA 0% 06/06/13
|
250,000 |
$253,525 |
|
RESIDENTIAL REINSURA 0% 06/06/13
|
300,000 |
$302,880 |
|
RESIDENTIAL REINSURA 0% 06/06/16
|
250,000 |
$263,475 |
|
RESIDENTIAL REINSURA 0% 12/06/16
|
250,000 |
$253,500 |
|
RESI FINANCE LP 1.6022% 09/10/35
|
203,245 |
$178,965 |
|
REXEL SA 5.25% 06/15/20
|
600,000 |
$607,500 |
|
REYNOLDS GROUP ISSUE 8.25% 02/15/21
|
425,000 |
$437,750 |
|
REYNOLDS GROUP ISSUE 9.875% 08/15/19
|
330,000 |
$361,763 |
|
RIVERBED TECHNOLOGY L+4%, 10/29/19
|
388,032 |
$392,882 |
|
ROC FINANCE LLC L+3.75%, 03/27/19
|
300,000 |
$298,500 |
|
ROUNDY'S SUPERMARKET L+5.75%, 01/24/19
|
248,125 |
$247,970 |
|
ROVI CORP L+4%, 03/30/19
|
55,388 |
$55,388 |
|
RUBY WESTERN PIPELIN L+2.5%, 03/27/20
|
300,000 |
$304,125 |
|
RURAL/METRO CORP 10.125% 07/15/19
|
75,000 |
$76,313 |
|
RURAL/METRO CORP L+5.75%, 03/28/18
|
98,496 |
$99,247 |
|
RYLAND GROUP INC/THE 5.375% 10/01/22
|
95,000 |
$97,138 |
|
S&P500 EMINI FUT JU JUN 13
|
-30 |
$-2,344,050 |
|
SABINE PASS LIQUEFAC 5.625% 02/01/21
|
585,000 |
$606,938 |
|
SABRA HEALTH CAR 8.125% 11/01/18
|
100,000 |
$108,625 |
|
SALIX PHARMACEUTICAL 1.5% 03/15/19
|
500,000 |
$530,313 |
|
SAMSON INVESTMENT CO 9.75% 02/15/20
|
290,000 |
$308,125 |
|
SAMSON INVESTMENT CO L+6%, 09/10/16
|
200,000 |
$202,900 |
|
SANDISK CORP 1.5% 08/15/17
|
650,000 |
$837,688 |
|
SANDRIDGE ENERGY INC 7.5% 02/15/23
|
700,000 |
$726,250 |
|
SAPPI PAPIER HOLDING 6.625% 04/15/21
|
400,000 |
$413,000 |
|
SCIENTIFIC GAMES INT 9.25% 06/15/19
|
100,000 |
$110,125 |
|
SCOTTRADE FINANCIAL 6.125% 07/11/21
|
900,000 |
$936,346 |
|
SEAGATE HDD CAYMAN 7.0000% 11/01/21
|
200,000 |
$217,000 |
|
SEALED AIR CORP 5.25% 04/01/23
|
235,000 |
$235,881 |
|
SEALED AIR CORP 6.8750% 07/15/33
|
115,000 |
$109,250 |
|
SECTOR RE V LTD 03/01/18
|
250,000 |
$250,000 |
|
SECURITY NATIONAL MO 6.5500% 04/25/37
|
250,000 |
$244,958 |
|
SECURUS TECHNOLOGIES L+6.5%, 05/31/17
|
99,000 |
$99,248 |
|
SEITEL INC 9.5% 04/15/19
|
245,000 |
$245,919 |
|
SELECT MEDICAL HOLDI L+5.50007%, 04/25/18
|
98,250 |
$99,232 |
|
SEQUA AUTOMOTIVE GRO L+6.25%, 11/01/18
|
199,500 |
$201,703 |
|
SEQUA CORP L+0.04%, 05/29/17
|
448,875 |
$456,543 |
|
SEVEN SEAS CRUIS 9.125% 05/15/19
|
200,000 |
$216,500 |
|
SEVEN SEAS CRUISES S L+0.035%, 12/21/18
|
246,875 |
$250,578 |
|
SHELF DRILLING HOLDI 8.625% 11/01/18
|
905,000 |
$959,300 |
|
SHELF DRILLING HOLDI L+5%, 05/30/18
|
300,000 |
$303,000 |
|
SIERRA TIMESHARE 201 9.31% 07/20/28
|
55,067 |
$57,053 |
|
SILVER II BORROWER / 7.75% 12/15/20
|
150,000 |
$159,750 |
|
SIRIUS INTERNATIONAL 7.506% 05/29/49
|
110,000 |
$116,425 |
|
SIRIUS XM RADIO INC 5.25% 08/15/22
|
200,000 |
$204,500 |
|
SKY GROWTH ACQUISITI 7.375% 10/15/20
|
610,000 |
$645,075 |
|
SOTHEBY'S 5.25% 10/01/22
|
260,000 |
$262,600 |
|
SOUTHERN CALIFORNIA 6.25% 08/01/49
|
75,000 |
$82,521 |
|
SPIRIT MASTER FUNDIN 5.74% 03/20/25
|
456,990 |
$469,771 |
|
SPRINGLEAF FINANCE C 6.9% 12/15/17
|
150,000 |
$150,750 |
|
SPRINGLEAF FINANCE C L+5.5%, 05/28/17
|
250,000 |
$252,070 |
|
SPRINGLEAF FUNDING T 5% 09/15/21
|
500,000 |
$493,388 |
|
SPRINGLEAF MORTGAGE 5.3% 12/25/59
|
200,000 |
$204,001 |
|
STEEL DYNAMICS INC 5.25% 04/15/23
|
95,000 |
$96,306 |
|
STEEL DYNAMICS INC 6.125% 08/15/19
|
120,000 |
$129,600 |
|
STEEL DYNAMICS INC 6.375% 08/15/22
|
120,000 |
$129,600 |
|
STONE ENERGY CORP 1.7500% 03/01/17
|
100,000 |
$91,875 |
|
STONE ENERGY CORP 7.5% 11/15/22
|
150,000 |
$163,875 |
|
STONE ENERGY CORP 8.625% 02/01/17
|
100,000 |
$108,000 |
|
STORE MASTER FUNDING 4.16% 03/20/43
|
200,000 |
$199,958 |
|
STRUCTURED ADJUSTABL 2.6387% 07/25/34
|
84,552 |
$83,849 |
|
STRUCTURED ASSET MOR 1.7032% 10/19/33
|
137,493 |
$120,393 |
|
STRUCTURED ASSET SEC 6% 08/25/35
|
19,548 |
$19,032 |
|
SUCCESSOR X LTD 0% 04/04/13
|
250,000 |
$250,550 |
|
SUCCESSOR X LTD 0% 11/10/15
|
250,000 |
$251,925 |
|
SUCCESSOR X LTD 12.9332% 01/07/14
|
250,000 |
$251,100 |
|
SUCCESSOR X LTD 13% 02/25/14
|
250,000 |
$251,150 |
|
SUCCESSOR X LTD 9.4114% 02/25/14
|
500,000 |
$502,450 |
|
SUNCOKE ENERGY INC L+4%, 07/21/18
|
30,410 |
$30,562 |
|
SUNCOKE ENERGY PARTN 7.375% 02/01/20
|
300,000 |
$315,750 |
|
SUNOCO LOGISTICS PAR 6.1% 02/15/42
|
100,000 |
$113,531 |
|
SUNPOWER CORP 4.75% 04/15/14
|
650,000 |
$650,000 |
|
SWIFT ENERGY CO 7.875% 03/01/22
|
200,000 |
$209,000 |
|
SWIFT TRANSPORTATION L+0.03%, 12/21/17
|
72,997 |
$74,138 |
|
SYNCREON GLOBAL IREL 9.5% 05/01/18
|
100,000 |
$106,250 |
|
SYNCREON GLOBAL IREL 9.5% 05/01/18
|
150,000 |
$159,375 |
|
SYNIVERSE HOLDINGS I L+0.5%, 04/23/19
|
200,000 |
$200,500 |
|
TALOS PRODUCTION LLC 9.75% 02/15/18
|
420,000 |
$415,800 |
|
TAMINCO GLOBAL CHEMI L+4.25%, 02/15/19
|
49,501 |
$50,089 |
|
TANK HOLDINGS CORP L+5.5%, 06/08/19
|
219,676 |
$220,363 |
|
TARGUS GROUP INTERNA L+11.0019%, 05/12/16
|
98,250 |
$98,741 |
|
TARJETA NARANJA SA 9% 01/28/17
|
100,000 |
$90,000 |
|
TELEFONICA EMISIONES 6.221% 07/03/17
|
125,000 |
$139,861 |
|
TELENET FINANCE III 6.625% 02/15/21
|
200,000 |
$267,328 |
|
TELESAT CANADA L+5.5%, 03/28/19
|
267,975 |
$270,486 |
|
TEMPUR-PEDIC INTERNA 6.8750% 12/15/20
|
205,000 |
$218,838 |
|
TEMPUR-PEDIC INTERNA L+5%, 09/27/19
|
149,625 |
$151,909 |
|
TEREX CORP 6% 05/15/21
|
450,000 |
$473,625 |
|
TEREX CORP L+4.5%, 04/28/17
|
147,758 |
$150,011 |
|
TESORO CORP 5.375% 10/01/22
|
215,000 |
$224,138 |
|
TEXAS COMPETITIVE EL 11.5% 10/01/20
|
400,000 |
$299,000 |
|
THERAVANCE INC 2.125% 01/15/23
|
500,000 |
$547,813 |
|
TIERS TRUST/UNITED S 7.697% 10/15/97
|
100,000 |
$65,626 |
|
TI GROUP AUTOMOTIVE L+4.25%, 03/27/19
|
129,025 |
$127,735 |
|
TI GROUP AUTOMOTIVE L+6.75%, 03/01/19
|
129,025 |
$130,073 |
|
TIMBERSTAR TRUST 7.5296% 10/15/36
|
30,000 |
$31,006 |
|
TOMKINS LLC / TOMKIN L+0.0275%, 09/29/16
|
62,750 |
$63,535 |
|
TONON BIOENERGIA SA 9.25% 01/24/20
|
750,000 |
$765,000 |
|
TOWERGATE FINANCE PL 8.5% 02/15/18
|
100,000 |
$158,720 |
|
TRANSNET SOC LTD 4% 07/26/22
|
325,000 |
$311,188 |
|
TRILOGY ENERGY CORP 7.2499% 12/13/19
|
620,000 |
$634,302 |
|
TRONOX FINANCE LLC 6.375% 08/15/20
|
570,000 |
$552,900 |
|
TW TELECOM HOLDINGS 5.375% 10/01/22
|
100,000 |
$104,250 |
|
UBS AG/STAMFORD CT 7.625% 08/17/22
|
500,000 |
$558,731 |
|
UKRAINE GOVERNMENT I 7.8% 11/28/22
|
200,000 |
$202,500 |
|
UKRAINE GOVERNMENT I 9.25% 07/24/17
|
200,000 |
$216,520 |
|
UNIFRAX CORP L+4.25%, 12/31/19
|
124,688 |
$126,090 |
|
UNIFRAX I LLC / UNIF 7.5% 02/15/19
|
630,000 |
$648,900 |
|
UNISON GROUND LEASE 5.78% 03/16/20
|
300,000 |
$300,000 |
|
UNIT CORP 6.625% 05/15/21
|
650,000 |
$680,875 |
|
UNITED AIR LINES INC L+3%, 03/12/19
|
250,000 |
$253,021 |
|
UNITED STATES STEEL 2.75% 04/01/19
|
250,000 |
$252,813 |
|
UNIVAR L+5%, 02/14/17
|
98,990 |
$100,095 |
|
UNIVISION COMMUNICAT 6.8750% 05/15/19
|
150,000 |
$160,500 |
|
UNIVISION COMMUNICAT 8.5% 05/15/21
|
100,000 |
$108,000 |
|
UNIVISION COMMUNICAT L+4.75%, 02/22/20
|
199,863 |
$201,288 |
|
URBI DESARROLLOS URB 9.5% 01/21/20
|
200,000 |
$122,000 |
|
US 10YR NOTE (CBT)JU
|
-60 |
$-7,926,563 |
|
US BANCORP 6.5% 12/31/99
|
12,250 |
$365,785 |
|
US BANCORP 6% 12/31/99
|
6,000 |
$167,040 |
|
USI INSURANCE SERVIC L+5.25%, 11/29/19
|
199,500 |
$201,578 |
|
VALEANT PHARMACEUTIC 6.375% 10/15/20
|
55,000 |
$57,991 |
|
VALIDUS HOLDINGS LTD 8.875% 01/26/40
|
200,000 |
$266,866 |
|
VANGUARD HEALTH HOLD 7.75% 02/01/19
|
200,000 |
$214,000 |
|
VANGUARD HEALTH HOLD L+0.0275%, 01/29/16
|
350,000 |
$354,813 |
|
VEDANTA RESOURCES PL 8.25% 06/07/21
|
200,000 |
$228,000 |
|
VENTAS REALTY LP / V 4.75% 06/01/21
|
150,000 |
$166,701 |
|
VERICREST OPPORTUNIT 6.4138% 02/26/52
|
250,000 |
$253,125 |
|
VERTAFORE INC L+5.25%, 07/31/16
|
97,996 |
$99,037 |
|
VERTEX PHARMACEUTICA 3.35% 10/01/15
|
500,000 |
$599,063 |
|
VIASAT INC 6.8750% 06/15/20
|
100,000 |
$107,250 |
|
VIASYSTEMS INC 7.875% 05/01/19
|
550,000 |
$574,750 |
|
VIKING CRUISES LTD 8.5% 10/15/22
|
210,000 |
$231,000 |
|
VIMPELCOM HOLDINGS B 7.5043% 03/01/22
|
200,000 |
$222,560 |
|
VIRGIN MEDIA INVESTM L+2.75%, 02/06/20
|
490,000 |
$488,163 |
|
VISHAY INTERTECHNOLO 2.25% 05/15/41
|
680,000 |
$623,900 |
|
VITA CAPITAL V LTD 2.896% 01/15/17
|
250,000 |
$255,525 |
|
VPI ESCROW CORP 6.375% 10/15/20
|
155,000 |
$163,331 |
|
VTB BANK OJSC VIA VT 6.9500% 10/17/22
|
300,000 |
$316,050 |
|
W&T OFFSHORE INC 8.5% 06/15/19
|
100,000 |
$108,750 |
|
WARNER CHILCOTT CO L 7.75% 09/15/18
|
130,000 |
$138,938 |
|
WARNER CHILCOTT CORP L+4.25%, 03/03/18
|
50,717 |
$51,478 |
|
WARNER CHILCOTT CORP L+4.25%, 03/15/18
|
22,077 |
$22,409 |
|
WARNER CHILCOTT CORP L+4.25%, 03/17/18
|
17,971 |
$18,241 |
|
WASTEQUIP INC L+8.25188%, 05/17/18
|
199,000 |
$199,995 |
|
WAUPACA FOUNDRY INC L+5.75%, 06/29/17
|
336,979 |
$342,034 |
|
WCA WASTE CORP L+5.5%, 03/01/18
|
158,400 |
$159,885 |
|
WC LUXCO SARL L+4.25%, 03/03/18
|
39,965 |
$40,565 |
|
WEBMD HEALTH CORP 2.5% 01/31/18
|
100,000 |
$92,000 |
|
WELLPOINT INC 2.75% 10/15/42
|
300,000 |
$327,750 |
|
WELLS ENTERPRISES IN 6.75% 02/01/20
|
70,000 |
$73,850 |
|
WELLS FARGO & CO 7.5% 12/31/99
|
100 |
$128,875 |
|
WELLS FARGO COMMERCI 4% 11/15/43
|
100,000 |
$78,620 |
|
WENDY'S INTERNATIONA L+4.75%, 04/03/19
|
119,400 |
$120,849 |
|
WESCO INTERNATIONAL L+4.5%, 12/04/19
|
235,000 |
$237,614 |
|
WEST CORP/OLD L+4.25%, 06/30/18
|
300,000 |
$305,250 |
|
WESTERN REFINING INC 6.25% 04/01/21
|
90,000 |
$92,025 |
|
WESTGATE RESORTS 201 9% 01/20/25
|
202,269 |
$205,999 |
|
WEX INC 4.75% 02/01/23
|
400,000 |
$387,000 |
|
WFDB COMMERCIAL MORT 5.914% 07/05/24
|
50,000 |
$51,304 |
|
WF-RBS COMMERCIAL MO 4.4995% 03/15/48
|
200,000 |
$181,985 |
|
WFRBS COMMERCIAL MOR 5.2494% 06/15/44
|
50,000 |
$52,962 |
|
WFRBS COMMERCIAL MOR 5.4653% 02/15/44
|
100,000 |
$104,307 |
|
WIDEOPENWEST LLC L+6.25%, 04/18/18
|
449,249 |
$455,539 |
|
WILLIAMS COS INC/THE 7.75% 06/15/31
|
100,000 |
$124,593 |
|
WILTON RE FINANCE LL 5.875% 03/30/33
|
165,000 |
$166,664 |
|
WINDSTREAM CORP 7.5% 06/01/22
|
305,000 |
$326,350 |
|
WIRECO WORLDGROUP IN 9.5% 05/15/17
|
100,000 |
$104,500 |
|
WIRECO WORLDGROUP IN L+6%, 04/13/17
|
49,750 |
$50,496 |
|
WMG ACQUISITION 6% 01/15/21
|
190,000 |
$199,025 |
|
WORLD KITCHEN LLC L+5.5%, 02/13/19
|
200,000 |
$202,750 |
|
WORLDPAY L+5.25%, 08/06/17
|
98,939 |
$99,607 |
|
WPE INTERNATIONAL CO 10.375% 09/30/20
|
200,000 |
$186,000 |
|
XERIUM TECHNOLOGIES 8.875% 06/15/18
|
598,000 |
$572,585 |
|
XL GROUP PLC 6.5% 12/29/49
|
550,000 |
$537,625 |
|
YANKEE CANDLE CO INC L+5.25%, 03/02/19
|
45,129 |
$45,651 |
|
|
2,500 |
$250,000 |
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.
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