Mise en page 1 - UniCredit Bank Slovakia as

Pioneer Funds - Euro High Yield
Schedule of Investments as at 31 December 2012 (expressed in EUR) (continued)
Outstanding Financial Futures Contracts as at 31 December 2012 (expressed in EUR)
Maturity Date
Long/(Short)
Quantity Contract
11-Mar-13 151
Euro Bund
28-Mar-13 (23)
US 10 Yr Note Future
Total Net Unrealised Gain/(Loss) on Financial Futures Contracts
Trade
Currency
EUR
USD
Commitment
(in Trade Ccy)
21,984,090
(3,043,906)
Market Price
(in Trade Ccy)
145.59
132.34
Unrealised Gain/(Loss)
(in Fund Ccy)
206,870
20,444
227,314
Outstanding Forward Foreign Exchange Contracts as at 31 December 2012 (expressed in EUR)
Maturity Date Currency
Amount Purchased
31-Jan-13 USD
11,001,464
31-Jan-13 USD
2,901,094
04-Mar-13 EUR
2,516,436
04-Mar-13 EUR
29,216,608
04-Mar-13 EUR
37,133,178
Total Net Unrealised Gain/(Loss) on Forward Foreign Exchange Contracts
Currency
EUR
EUR
CHF
GBP
USD
Amount Sold
8,289,372
2,198,641
3,030,000
23,665,248
47,915,947
Unrealised Gain/(Loss)
54,179
1,559
5,092
60,282
802,516
923,628
Outstanding Swaps as at 31 December 2012 (expressed in EUR)
Maturity Date Contract
20-Sep-15 Credit Default Swap Buyer
20-Dec-17 Credit Default Swap Seller
20-Jun-17 Credit Default Swap Seller
20-Mar-14 Credit Default Swap Seller
20-Mar-14 Credit Default Swap Seller
06-May-13 Total Return Swap Buyer
30-Jun-15 Total Return Swap Buyer
Total Net Unrealised Gain/(Loss) on Swaps
Underlying
Vimpel Communications
iTraxx Xover Series 18
Rallye
Synthetic Loan CDS Mezzanine B
Synthetic Loan CDS Mezzanine BB
ISS A/S Loan
ISS A/S Loan
Received Rate
-
5.000%
5.000%
5.150%
3.100%
-
-
Paid Rate Currency Nominal
Unrealised
Gain/(Loss)
5.000% USD 1,500,000 (81,059)
- EUR 30,000,000 268,888
- EUR 4,500,000 158,033
- EUR 4,000,000 (463,272)
- EUR 4,000,000 (374,944)
- EUR 100,026
(417)
- EUR 714,288
(3,591)
(496,362)
The accompanying notes form an integral part of these financial statements.
Any differences in the percentage of net assets are the results of roundings.
Pioneer Funds - Annual Report 333