Pioneer Investments: Pioneer Dynamic Credit Fund


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Pioneer Dynamic Credit Fund

Monthly Portfolio Holdings as of 8/29/2014

Security Name Coupon Maturity Date Par / Shares Market Value($)
Banc of America Merrill Lynch Commercial Mortgage, Inc. REMICS, Floating Rate Note, 9/10/47 (144A) 6.3333 09/10/2047 160,000 145,118
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A) 5.135 10/15/2039 100,000 102,386
QR Energy LP, 9.25%, 8/1/20 9.25 08/01/2020 640,000 735,969
DigitalGlobe, Inc., Term Loan, 1/31/20 3.75 01/25/2020 695,942 695,156
Ocwen Financial Corp., 6.625%, 5/15/19 (144A) 6.625 05/15/2019 1,450,000 1,435,319
JMC Steel Group, Inc., Term Loan, 4/1/17 4.75 02/15/2017 394,042 392,811
Alamo Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A)   06/07/2017 250,000 255,950
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 7.875 10/15/2019 500,000 564,866
Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 4/15/37 4.877 04/15/2037 1,500,000 1,519,347
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 4.5 04/23/2021 1,000,000 988,750
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 3.75 09/28/2019 76,635 76,659
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 7.75 01/31/2023 400,000 426,583
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 5.2264 07/15/2044 2,500,000 2,532,396
Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45 5.658 03/15/2045 304,000 311,023
LBC Tank Terminals Holding Netherlands BV, 6.875%, 5/15/23 (144A) 6.875 05/15/2023 220,000 239,811
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 6.75 08/25/2034 300,000 62,705
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 3.5 03/28/2019 607,658 604,335
JAZZ PHARMACEUTICALS INC, Tranche 2 Term Loan, 6/12/18 3.25 06/12/2018 338,905 338,397
GMAT 2013-1 Trust, Floating Rate Note, 8/25/53 5.0 08/25/2053 570,000 544,389
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 3.9 01/15/2026 105,000 105,512
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 7.7517 06/24/2018 132,998 132,832
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 4.0 07/17/2019 400,857 399,139
JMC Steel Group, Inc., 8.25%, 3/15/18 (144A) 8.25 03/15/2018 620,000 651,194
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 5.3 12/25/2059 200,000 207,294
Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15 7.373 12/15/2015 250,000 53,616
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 7.4325 01/09/2017 1,000,000 1,037,189
HHI Holdings LLC, Additional Term Loan, 10/5/18 5.0 10/05/2018 395,243 396,849
Michaels Stores, Inc., Term B Loan, 1/28/20 3.75 01/16/2020 246,875 244,406
Husky Injection Molding Systems Lt 1st Lien Tl-B L + 3.25% 30jun21   06/30/2021 700,000 700,292
BRF SA, 3.95%, 5/22/23 (144A) 3.95 05/22/2023 250,000 244,313
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 3.5 10/18/2018 172,375 170,928
Citigroup, Inc., Floating Rate Note (Perpetual) 5.95 12/29/2049 500,000 506,854
MDC Partners, Inc., 6.75%, 4/1/20 (144A) 6.75 04/01/2020 445,000 477,457
ACA CLO 2006-2, Ltd., Floating Rate Note, 1/20/21 (144A) 0.9536 01/20/2021 250,000 245,095
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 5.5 09/15/2020 358,317 365,275
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 8.0325 07/09/2015 250,000 260,389
Cme: (Cdx.Na.Ig.22.V1) Usd 20jun19 Z91jeqk49 100.0 06/20/2019 -70,000,000 -1,538,091
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 3.75 04/16/2021 300,000 300,107
Epiq Systems, Inc., Term Loan, 8/27/20 4.25 08/26/2020 595,500 596,989
Gestamp Funding Luxembourg SA, 5.625%, 5/31/20 (144A) 5.625 05/31/2020 1,215,000 1,244,236
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 4.352 01/25/2043 100,000 92,842
Pangaea Zero% 01jul18 0.0 07/01/2018 2,000,000 2,057,200
Sep14 Vix C @ 12   09/17/2014 300 55,500
Prudential Financial, Inc., Floating Rate Note, 9/15/42 5.875 09/15/2042 400,000 439,531
DaVita HealthCare Partners, Inc., 5.125%, 7/15/24 5.125 07/15/2024 1,360,000 1,394,458
Armacell International GmbH, Term Loan B (First Lien), 7/2/20 5.5 06/27/2020 497,500 499,366
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 5.75 03/28/2019 395,000 394,424
Sotheby's, 5.25%, 10/1/22 (144A) 5.25 10/01/2022 1,135,000 1,131,288
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 8.5 03/01/2020 100,000 161,117
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 0.099 04/30/2016 3,860,000 3,861,874
Del Monte Foods, Inc., Initial Loan (Second Lien), 5/26/21 8.25 05/26/2021 590,000 567,875
Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/17/49 5.9742 03/15/2049 300,000 315,960
Wells Fargo & Co., 7.5% (Perpetual) 7.5   1,050 1,276,769
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 3.0511 04/15/2028 1,900,000 1,903,257
Talos Production LLC, 9.75%, 2/15/18 (144A) 9.75 02/15/2018 420,000 438,506
Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19 5.82 06/15/2019 750,000 749,302
Queen Street VIII Re, Ltd., Floating Rate Note, 6/8/16 (Cat Bond) (144A) 6.5175 06/08/2016 250,000 254,930
Amsted Industries, Inc., 5.0%, 3/15/22 (144A) 5.0 03/15/2022 1,705,000 1,756,387
Lennar Corp., 4.5%, 6/15/19 4.5 06/15/2019 1,175,000 1,209,516
NCR Corp., 6.375%, 12/15/23 6.375 12/15/2023 1,660,000 1,814,847
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 4.2734 05/23/2016 750,000 766,795
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 5.75 11/19/2019 212,465 213,837
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 7.875 04/04/2018 500,000 311,069
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 7.5296 10/15/2036 30,000 31,847
KB Home, 1.375%, 2/1/19 1.375 02/01/2019 700,000 702,088
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/36 (144A) 0.325 11/25/2036 9,809,888 349,832
DuPont Fabros Technology LP, 5.875%, 9/15/21 5.875 09/15/2021 2,000,000 2,143,854
Kane Flt% 30jul16   07/30/2016 805,000 837,361
Rialto Capital Management LLC, 2.85%, 5/15/24 (144A) 2.85 05/15/2024 1,000,000 745,794
Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48 5.632 10/15/2048 1,500,000 1,546,153
Samson Investment Co., 9.75%, 2/15/20 9.75 02/15/2020 390,000 399,384
Taminco Global Chemical Corp., Initial Tranche B-3 Dollar Term Loan, 2/15/19 3.25 02/15/2019 342,917 341,202
VOLT XXIII LLC, 4.75%, 11/25/53 (Step) 4.75 11/25/2053 2,000,000 2,006,426
JPMorgan Chase & Co., 1.0%, 9/20/17 500.0 12/20/2017 250,000 31,199
First Quantum Minerals, Ltd., 7.25%, 5/15/22 (144A) 7.25 05/15/2022 690,000 742,819
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 4.5304 12/06/2016 800,000 829,540
Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44 5.3703 12/15/2044 1,600,000 1,640,257
Waupaca Foundry, Inc., Term Loan, 6/29/17 4.0 06/29/2017 598,524 598,773
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 3.8906 02/25/2045 200,000 203,577
CenturyLink, Inc., 6.45%, 6/15/21 6.45 06/15/2021 500,000 554,219
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 8.75 05/15/2018 750,000 1,045,670
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 11.2825 01/08/2015 250,000 257,488
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 4.0 11/08/2020 52,542 52,345
Renfro Corp., Tranche B Term Loan, 1/30/19 5.75 01/23/2019 395,861 394,624
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 9.0304 06/06/2015 1,250,000 1,327,188
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 3.75 01/31/2019 312,878 312,487
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 4.5 04/15/2023 490,000 517,843
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 2.4 05/01/2018 200,000 201,074
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 8.25 12/15/2017 200,000 208,438
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 11.28 11/10/2015 250,000 261,184
SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A) 4.56 04/15/2020 450,000 472,223
CAM Mortgage Trust 2014-1, 5.5%, 12/15/53 (Step) (144A) 5.5 12/15/2053 750,000 756,760
Grifols Worldwide Operations, Ltd., 5.25%, 4/1/22 (144A) 5.25 04/01/2022 645,000 678,540
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 5.625 02/01/2021 1,645,000 1,742,929
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 4.5 05/23/2019 997,475 996,228
Iap Worldwide Services Inc     4 3,056
Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49 6.2568 12/10/2049 1,600,000 1,681,488
Sprint Corp., 7.125%, 6/15/24 (144A) 7.125 06/15/2024 1,725,000 1,785,105
Navios Maritime Partners LP, Term Loan, 6/27/18 5.25 06/27/2018 397,000 402,128
Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A) 5.155 03/15/2018 1,300,000 1,307,082
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 5.4134 06/15/2044 50,000 54,078
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 6.125 07/01/2022 280,000 292,961
Darling Ingredients, Inc., 5.375%, 1/15/22 (144A) 5.375 01/15/2022 1,060,000 1,106,872
Signode Industrial Group Us Inc 1st Lien Tl-B L + 3% 21mar21 4.0 03/21/2021 1,013,570 1,007,546
Deluxe Entertainment Services Group, Inc., Initial Term Loan, 2/26/20 6.5 02/26/2020 422,344 370,607
Southern States Cooperative, Inc., 10.0%, 8/15/21 (144A) 10.0 08/15/2021 800,000 815,333
US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21 5.375 11/15/2021 200,000 209,635
Inkia Energy, Ltd., 8.375%, 4/4/21 (144A) 8.375 04/04/2021 100,000 112,397
CWGS Group LLC, Term Loan, 2/20/20 5.75 02/20/2020 1,431,875 1,441,719
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34 2.4362 07/25/2034 406,549 68,864
Quebecor Media, Inc., 5.75%, 1/15/23 5.75 01/15/2023 1,325,000 1,373,997
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 4.25 04/30/2028 300,000 293,360
ExGen Renewables I LLC, Term Loan, 2/5/21 5.25 02/05/2021 1,140,409 1,157,515
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 5.25 04/25/2032 2,500,000 766,466
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 4.25 06/04/2019 494,983 493,900
VOLT XXII LLC, 4.75%, 10/27/53 (Step) 4.75 10/27/2053 2,500,000 2,494,493
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 5.9692 05/15/2046 220,000 183,011
Shearers Foods Llc 1st Lien Tl L + 3.5% 19jun21   06/19/2021 950,000 950,297
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3.0836 07/15/2023 750,000 742,445
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 7.5 04/17/2023 200,000 175,542
Packaging Dynamics Corp., 8.75%, 2/1/16 (144A) 8.75 02/01/2016 272,000 280,377
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5.25 01/29/2049 1,500,000 1,555,531
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 10.7583 04/10/2015 650,000 685,060
WMG Acquisition Corp., 6.0%, 1/15/21 (144A) 6.0 01/15/2021 171,000 179,123
Equinix, Inc., 7.0%, 7/15/21 7.0 07/15/2021 50,000 55,000
Trust F, 5.25%, 12/15/24 (144A) 5.25 12/15/2024 400,000 428,375
Targus Group International, Inc., Term Loan, 5/24/16 12.0 05/12/2016 91,300 77,149
Berkeley-Kane Flt% 12jun15   06/12/2015 1,004,200 1,018,158
Emulex Corp., 1.75%, 11/15/18 (144A) 1.75 11/15/2018 765,000 694,795
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 4.25 07/01/2021 127,412 127,412
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1.0 12/06/2016 600,000 633,046
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 7.25 04/01/2019 250,000 271,252
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 5.273 12/11/2038 2,642,507 2,705,744
Cemex SAB de CV, 5.875%, 3/25/19 (144A) 5.875 03/25/2019 550,000 590,037
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 2.5304 05/03/2016 250,000 250,767
A10 Securitization 2013-1 LLC, 6.41%, 11/17/25 (144A) 6.41 11/15/2025 139,000 138,606
WCA Waste Corp., Term Loan, 3/23/18 4.0 03/23/2018 696,017 695,727
Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49 5.574 11/12/2049 1,500,000 1,550,990
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 4.204 02/13/2018 200,000 189,397
Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20 4.5 06/07/2020 232,502 232,115
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 10.0304 06/06/2016 500,000 561,506
j2 Global, Inc., 8.0%, 8/1/20 8.0 08/01/2020 705,000 774,756
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 8.0304 06/06/2016 250,000 275,422
GS Mortgage Securities Corp II Series 2004-GG2, Floating Rate Note, 8/10/38 5.9657 08/10/2038 200,000 200,719
Unifrax I LLC, 7.5%, 2/15/19 (144A) 7.5 02/15/2019 630,000 650,869
Midstates Petroleum Co, Inc., 10.75%, 10/1/20 10.75 10/01/2020 650,000 747,983
RASC Series 2003-KS5 Trust, 4.46%, 7/25/33 (Step) 4.46 07/25/2033 400,000 266,656
Schaeffler 1st Lien Tl-E L + 3% 15may20 3.75 05/15/2020 475,000 474,915
Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A) 5.75 01/16/2024 1,700,000 1,813,947
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 4.25 05/30/2023 205,000 201,541
Fly Leasing, Ltd., 6.75%, 12/15/20 6.75 12/15/2020 590,000 635,172
United Airlines, Inc., Class B Term Loan, 4/1/19 3.5 03/12/2019 246,875 244,807
Theravance, Inc., 2.125%, 1/15/23 2.125 01/15/2023 500,000 580,391
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 4.0 07/26/2022 325,000 310,855
Generic Drug Holdings, Inc., Closing Date Term Loan, 8/16/20 5.0 10/04/2019 445,336 447,006
Cosan Luxembourg SA, 5.0%, 3/14/23 (144A) 5.0 03/14/2023 240,000 237,133
Micron Technology, Inc., 5.875%, 2/15/22 (144A) 5.875 02/15/2022 1,650,000 1,771,602
Allied Security Holdings LLC, Delayed Draw Term Loan (First Lien), 2/12/21 3.25 02/12/2021 480,000 477,375
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 6.375 10/01/2020 650,000 712,651
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 7.75 06/15/2019 325,000 354,216
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 4.6 11/09/2022 1,000,000 1,052,779
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 7.5043 03/01/2022 200,000 205,221
Bank of America Corp., 7.25% (Perpetual) 7.25   1,340 1,569,140
Mirabela Nickel, Ltd., 9.5%, 6/24/19 9.5 06/24/2019 112,000 102,869
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 8.375 09/30/2020 1,846,407 1,887,759
Metinvest BV, 8.75%, 2/14/18 (144A) 8.75 02/14/2018 1,100,000 730,498
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 8.0025 05/07/2015 250,000 260,928
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 6.75 04/06/2021 200,000 231,356
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 8.75 02/01/2020 600,000 838,620
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 4.2562 11/26/2020 498,747 493,759
Windstream Corp., 8.125%, 9/1/18 8.125 09/01/2018 850,000 921,527
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 6.75 08/29/2049 1,835,000 1,980,309
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 9.5 09/30/2014 400,000 400,913
COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/17/45 (144A) 5.0195 08/15/2045 100,000 100,100
Gates Global Llc 1st Lien Tl-B L + 3.25% 12jun21 4.25 06/12/2021 625,000 621,029
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 3.609 05/08/2031 530,000 531,600
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 4.0 09/28/2019 886,107 882,507
Fannie Mae, 0.5%, 12/15/33 (144A) 0.5 12/15/2033 1,265,000 1,261,574
Essar Steel Algoma, Inc., Term Loan, 9/19/14 10.25 09/12/2014 122,813 123,350
JPMorgan Chase & Co., 4.35%, 8/15/21 4.35 08/15/2021 200,000 217,488
Constellation Brands, Inc., 4.25%, 5/1/23 4.25 05/01/2023 485,000 496,664
Schaeffler Finance BV, 4.75%, 5/15/21 (144A) 4.75 05/15/2021 1,000,000 1,033,854
Wastequip LLC, Term Loan, 8/9/19 5.5 08/08/2019 495,000 496,238
SunPower Corp., 0.875%, 6/1/21 (144A) 0.875 06/01/2021 2,500,000 2,915,738
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 1.2341 01/23/2021 172,782 172,476
Post Holdings, Inc., 2.5% (Perpetual) (144A) 2.5 12/31/2049 11,800 913,763
Ocean Rig UDW, Inc., 7.25%, 4/1/19 (144A) 7.25 04/01/2019 1,960,000 2,010,987
Unison Ground Lease Funding LLC, 5.78%, 3/16/43 (144A) 5.78 03/15/2020 300,000 307,582
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 5.377 12/10/2046 2,000,000 2,013,487
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 4.5 12/29/2049 1,250,000 1,182,813
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 5.1 08/15/2038 1,150,000 1,169,257
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 3.5 04/29/2020 297,000 293,659
Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A) 9.0 01/20/2025 750,000 308,380
Griffon Corp., 5.25%, 3/1/22 5.25 03/01/2022 2,375,000 2,414,633
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4.75 04/24/2021 39,505 39,663
Duff & Phelps LLC, Initial Term Loan, 4/23/20 4.5 03/14/2020 623,703 624,353
Affiliated Managers Group, Inc., 4.25%, 2/15/24 4.25 02/15/2024 915,000 957,559
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 0.0 03/01/2018 272 9,107
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6.375 05/15/2043 1,000,000 913,504
Rex Energy Corp., 6.25%, 8/1/22 (144A) 6.25 08/01/2022 915,000 921,831
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 8.0 05/02/2018 350,000 263,803
CHS, 2021 Term D Loan, 1/27/21 4.25 01/27/2021 346,363 347,824
Norcraft Companies LP, Initial Loan, 11/12/20 5.25 11/12/2020 199,000 199,249
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 11.7562 11/10/2016 500,000 538,960
Prestige Brands Inc 1st Lien Tl-B L + 3.5% 18aug21 4.5 08/18/2021 1,000,000 1,006,875
AT&T, Inc., 3.9%, 3/11/24 3.9 03/11/2024 3,500,000 3,731,923
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.7703 04/30/2018 1,150,000 1,171,639
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 0.855 06/15/2033 2,500,000 745,497
Ruby Western Pipeline Holdings LLC, Loan, 3/27/20 3.5 03/27/2020 258,821 257,958
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 5.0 01/15/2018 766,550 758,693
Navistar International Corp., 8.25%, 11/1/21 8.25 11/01/2021 1,075,000 1,144,629
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 6.75 03/15/2023 700,000 716,367
GS Mortgage Securities Corp Trust 2014-NEW, 3.79%, 1/10/31 (144A) 3.79 01/10/2031 1,000,000 969,360
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33 5.4398 06/25/2033 1,749,811 396,415
Homeowner Assistance Program Reverse Mortgage Loan Trust 2013-RM1, 4.0%, 5/26/53 (144A) 4.0 05/26/2053 250,000 185,784
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 2.0595 10/25/2033 19,000,000 123,281
Golar LNG Partners LP, Floating Rate Note, 10/12/17 6.94 10/12/2017 2,000,000 343,178
Intelsat Jackson Holdings SA, 6.625%, 12/15/22 6.625 12/15/2022 450,000 476,461
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 5.012 08/21/2054 576,000 601,697
Atwood Oceanics, Inc., 6.5%, 2/1/20 6.5 02/01/2020 900,000 958,713
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 3.5 05/23/2019 612,563 607,892
Meritor, Inc., 6.75%, 6/15/21 6.75 06/15/2021 400,000 428,625
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 9.03 03/16/2016 250,000 271,525
The Williams Companies, Inc., 7.75%, 6/15/31 7.75 06/15/2031 100,000 122,446
SRAM LLC, Term Loan (First Lien), 4/10/20 4.0172 05/12/2018 481,697 476,278
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 9.2804 06/06/2017 250,000 269,310
Sep14 Vix C @ 13   09/17/2014 1,800 234,000
Pioneer Energy Services Corp., 6.125%, 3/15/22 (144A) 6.125 03/15/2022 500,000 522,531
Advanced Micro Devices, Inc., 6.75%, 3/1/19 (144A) 6.75 03/01/2019 1,095,000 1,184,790
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 3.25 01/31/2021 655,444 652,781
Apex Tool Group LLC, 7.0%, 2/1/21 (144A) 7.0 02/01/2021 400,000 380,256
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 4.25 09/30/2020 249,375 249,583
Emergent Biosolutions, Inc., 2.875%, 1/15/21 (144A) 2.875 01/15/2021 1,470,000 1,602,070
MASTR Adjustable Rate Mortgages Trust 2003-6, Floating Rate Note, 12/25/33 2.3968 12/25/2033 30,000,000 580,946
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 4.7 10/15/2022 500,000 532,675
Aegis Toxicology Corp 1st Lien Tl-B L + 4.5% 20feb21 5.5 02/20/2021 225,000 227,250
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 5.25 11/25/2032 800,000 193,668
Nationstar Mortgage LLC, 6.5%, 8/1/18 6.5 08/01/2018 355,000 360,409
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 5.6471 02/15/2044 100,000 106,754
ReneSola, Ltd., 4.125%, 3/15/18 (144A) 4.125 03/15/2018 150,000 108,398
Constellation Enterprises LLC, 10.625%, 2/1/16 (144A) 10.625 02/01/2016 475,000 431,566
Coveris Holdings SA, USD Term Loan, 4/14/19 5.25 04/14/2019 29,850 30,198
Advantage Sales & Marketing Inc 1st Lien Dd L + 3.25% 21jul21 1.625 07/21/2021 15,491 15,373
Monty Parent Issuer 1 LLC, 4.25%, 11/20/28 (144A) 4.25 11/20/2028 1,750,000 1,342,219
NRG Energy, Inc., 8.25%, 9/1/20 8.25 09/01/2020 200,000 224,704
VOLT XXIV LLC, 4.75%, 11/25/53 (Step) 4.75 11/25/2053 1,000,000 999,254
Capella Healthcare, Inc., 9.25%, 7/1/17 9.25 07/01/2017 200,000 212,657
SUAM Finance BV, 4.875%, 4/17/24 (144A) 4.875 04/17/2024 500,000 524,005
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 7.25 05/01/2019 400,000 412,586
The Ryland Group, Inc., 0.25%, 6/1/19 0.25 06/01/2019 2,000,000 1,891,236
Murray Energy Corp., 8.625%, 6/15/21 (144A) 8.625 06/15/2021 650,000 700,680
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 7.628 06/15/2016 500,000 530,770
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.025 06/28/2016 750,000 762,392
U.S. Treasury Floating Rate Note, 0.1000023%, 7/31/16 0.1 07/31/2016 3,840,000 3,841,433
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 4.25 12/31/2019 319,502 319,502
Hercules Offshore, Inc., 8.75%, 7/15/21 (144A) 8.75 07/15/2021 905,000 923,948
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 5.75 11/09/2018 792,396 794,872
WireCo WorldGroup, Inc., Term Loan, 2/15/17 6.0 04/13/2017 48,660 48,994
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3.875 01/31/2028 200,000 193,396
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 8.5 02/15/2018 100,000 164,612
LKQ Corp., 4.75%, 5/15/23 4.75 05/15/2023 250,000 247,839
ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A) 10.5 12/15/2018 100,000 109,438
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/10/2019 239,957 238,082
FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A) 9.875 02/01/2020 300,000 322,636
SBP HOLDINGS, Ltd., Term Loan (First Lien), 3/24/21 5.0 03/24/2021 448,875 451,493
Fidelity & Guaranty Life Holdings, Inc., 6.375%, 4/1/21 (144A) 6.375 04/01/2021 500,000 548,193
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 3.5 06/19/2021 63,499 63,459
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 6.25 12/19/2020 414,750 418,120
Wendy's International LLC, Term B Loan, 5/15/19 3.25 05/15/2019 750,734 749,796
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 3.7502 06/01/2018 21,259 21,153
Range Resources Corp., 5.0%, 3/15/23 5.0 03/15/2023 400,000 434,167
T-Mobile USA, Inc., 6.542%, 4/28/20 6.542 04/28/2020 490,000 517,349
Aircastle, Ltd., 6.25%, 12/1/19 6.25 12/01/2019 200,000 219,590
Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A) 4.87 03/10/2027 600,000 320,359
Global Brass & Copper, Inc., 9.5%, 6/1/19 9.5 06/01/2019 500,000 573,618
Microsemi Corp., Term Loan (2014), 3/14/21 3.25 03/14/2021 175,289 174,237
Mustang Parent Corp., Initial Dollar Tranche A Term, 9/30/20 5.958 09/30/2020 200,000 199,875
Caraustar Industries, Inc., Term Loan, 5/1/19 7.5 04/25/2019 203,936 206,179
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 5.0 06/15/2044 300,000 328,414
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 6.0 08/09/2017 250,000 282,873
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 5.95   25,000 645,250
Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A) 5.625 12/15/2016 200,000 205,844
RAMP Series 2004-RZ1 Trust, 4.82%, 3/25/34 (Step) 4.82 03/25/2034 3,164,644 1,069,393
US Finco LLC, Term B Loan, 5/30/20 4.0 05/29/2020 495,000 493,299
Fannie Mae, 4.0%, 5/1/44 4.0 05/01/2044 4,304,445 4,529,356
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 9.7625 01/08/2018 500,000 525,377
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 6.75 10/01/2037 225,000 283,830
Altisource Solutions Sarl, Term B Loan, 12/9/20 4.5 12/09/2020 1,140,904 1,100,972
Bonanza Creek Energy, Inc., 6.75%, 4/15/21 6.75 04/15/2021 345,000 370,983
NEXEO SOLUTIONS LLC, Term B-3 Loan, 9/9/17 5.0 09/09/2017 746,250 746,250
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 4.0 03/01/2020 518,322 515,947
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 5.375 07/15/2022 1,150,000 1,158,585
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 3.4246 01/17/2019 250,000 258,528
Morgan Stanley, 4.875%, 11/1/22 4.875 11/01/2022 250,000 274,086
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 3.875 09/25/2018 248,748 248,934
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 6.5 02/24/2021 525,000 616,510
Advanced Micro Devices, Inc., 7.5%, 8/15/22 7.5 08/15/2022 445,000 476,984
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 8.375 07/24/2017 150,000 159,131
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 3.5018 11/23/2018 247,487 247,758
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 4.0 07/09/2018 1,250,000 1,262,431
Monitronics International, Inc., Term B Loan (2013), 3/23/18 4.25 03/23/2018 558,519 559,479
TAL Advantage V LLC, 4.1%, 2/22/39 4.1 02/22/2039 600,000 577,155
Fly Funding II Sarl, Loan, 8/8/18 4.5 08/09/2018 734,659 739,251
Carriage Services, Inc., 2.75%, 3/15/21 (144A) 2.75 03/15/2021 425,000 463,696
SM Energy Co., 5.0%, 1/15/24 5.0 01/15/2024 455,000 462,394
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 (144A) 3.655 01/15/2027 1,500,000 1,500,391
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 5.9692 05/15/2046 715,000 662,025
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 3.75 06/03/2020 216,658 215,033
Surgical Care Affiliates LLC, Class C Incremental Term Loan, 6/29/18 4.0 06/29/2018 544,500 544,500
Bombardier, Inc., 4.75%, 4/15/19 (144A) 4.75 04/15/2019 825,000 851,314
NCR Corp., 5.0%, 7/15/22 5.0 07/15/2022 685,000 692,706
Legg Mason, Inc., 3.95%, 7/15/24 3.95 07/15/2024 1,250,000 1,290,067
Enel Finance International NV, 5.125%, 10/7/19 (144A) 5.125 10/07/2019 150,000 169,945
CityCenter Holdings LLC, Term B Loan, 10/16/20 4.25 10/09/2020 227,316 227,430
Bombardier, Inc., 6.0%, 10/15/22 (144A) 6.0 10/15/2022 1,067,000 1,111,814
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 7/25/35 2.5833 10/25/2035 2,900,000 157,684
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 4.25 01/15/2021 222,062 221,951
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 4.75 12/14/2016 181,782 182,842
Drill Rigs Holdings, Inc., 6.5%, 10/1/17 (144A) 6.5 10/01/2017 845,000 893,083
Approach Resources, Inc., 7.0%, 6/15/21 7.0 06/15/2021 2,020,000 2,130,258
Sourcehov LLC, Term B Loan (First Lien), 4/30/18 5.25 04/30/2018 495,000 497,681
Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A) 9.25 06/01/2020 1,000,000 1,110,368
Wells Fargo Commercial Mortgage Trust, 4.0%, 11/18/43 (144A) 4.0 11/15/2043 100,000 87,730
NANA Development Corp., 9.5%, 3/15/19 (144A) 9.5 03/15/2019 1,025,000 1,033,755
Voya Financial, Inc., Floating Rate Note, 5/15/53 5.65 05/15/2053 615,000 635,897
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 8.375 05/09/2018 200,000 217,665
JinkoSolar Holding Co, Ltd., 4.0%, 2/1/19 (144A) 4.0 02/01/2019 1,455,000 1,446,048
Athlon Holdings LP, 7.375%, 4/15/21 7.375 04/15/2021 470,000 522,948
ZIGGO BV, (USD) TLB3, 1/15/22   01/15/2022 587,872 577,125
Oasis Petroleum, Inc., 6.875%, 3/15/22 6.875 03/15/2022 500,000 562,005
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 6.0 04/21/2019 346,629 350,096
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 5.25 02/01/2021 865,000 860,008
Intelsat Luxembourg SA, 7.75%, 6/1/21 7.75 06/01/2021 350,000 375,956
Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A) 6.875 02/15/2019 825,000 850,051
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6.875 11/01/2019 400,000 375,090
Floatel 1st Lien Tl-B L + 5% 22may20 6.0 05/22/2020 1,122,188 1,127,798
Iron Mountain, Inc., 5.75%, 8/15/24 5.75 08/15/2024 1,415,000 1,457,303
CoBank ACB, Floating Rate Note (Perpetual) (144A) 6.25   5,000 520,469
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 7.875 04/07/2016 500,000 476,891
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 2.5203 01/07/2019 250,000 254,617
International Automotive Components Group SA, 9.125%, 6/1/18 (144A) 9.125 06/01/2018 400,000 434,024
Steel Dynamics, Inc., 5.25%, 4/15/23 5.25 04/15/2023 1,000,000 1,034,688
Private Colleges & Universities Authority, 5.0%, 10/1/43 5.0 10/01/2043 1,000,000 1,160,804
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 4.0 09/19/2020 277,900 276,788
AES Corp. Virginia, 5.5%, 3/15/24 5.5 03/15/2024 1,500,000 1,565,896
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 6.375 04/15/2022 400,000 413,988
TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20 5.5 10/18/2020 547,250 550,328
Standard Pacific Corp., 6.25%, 12/15/21 6.25 12/15/2021 1,000,000 1,073,021
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3.405 09/18/2031 1,200,000 1,153,901
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22   01/15/2022 554,681 544,541
NRG Energy, Inc., 7.625%, 1/15/18 7.625 01/15/2018 900,000 1,021,978
Oxford Finance LLC, 7.25%, 1/15/18 (144A) 7.25 01/15/2018 700,000 736,094
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 4.25 01/22/2020 446,880 445,134
Resolute Forest Products, Inc., 5.875%, 5/15/23 5.875 05/15/2023 1,610,000 1,577,213
Swift Energy Co., 7.875%, 3/1/22 7.875 03/01/2022 1,950,000 2,114,105
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 0.075 01/31/2016 3,860,000 3,860,623
Appvion, Inc., Term Commitment, 6/28/19 5.7525 06/04/2019 990,000 990,619
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 3.75 06/09/2021 169,557 169,769
PPL Capital Funding, Inc., 5.9%, 4/30/73 5.9 04/30/2073 25,000 608,500
Seven Seas Cruises S de RL LLC, Term B2 Loan, 12/21/18 3.75 12/21/2018 464,195 459,553
Terex 1st Lien Tl L + 2.75% 13aug21   08/13/2021 111,057 111,103
NPC International, Inc., Term Loan, 12/28/18 4.0 12/28/2018 564,801 554,917
CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A) 0.655 05/15/2031 5,908,000 553,561
Albertsons LLC, Term B-2 Loan, 3/21/19 4.75 03/21/2019 894,254 896,210
GCI, Inc., 8.625%, 11/15/19 8.625 11/15/2019 458,000 490,704
Nations Equipment Finance Funding I LLC, 5.5%, 5/20/21 (144A) 5.5 05/20/2021 1,360,000 1,374,998
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 5.918 09/25/2036 189,000 171,461
Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A) 8.0 11/15/2018 535,000 583,596
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 7.0 12/15/2045 25,000 20,047
MedAssets, Inc., 8.0%, 11/15/18 8.0 11/15/2018 175,000 187,615
CommScope Holding Co, Inc., 6.625%, 6/1/20 (144A) (PIK) 6.625 06/01/2020 650,000 704,521
Ventas Realty LP, 4.75%, 6/1/21 4.75 06/01/2021 75,000 83,548
Ashland, Inc., 4.75%, 8/15/22 4.75 08/15/2022 2,000,000 2,006,458
Republic of Ghana, 7.875%, 8/7/23 (144A) 7.875 08/07/2023 1,100,000 1,071,159
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 8.25 10/19/2019 800,000 852,017
County of York South Carolina, 5.7%, 1/1/24 5.7 01/01/2024 100,000 100,998
Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A) 9.31 07/20/2028 750,000 241,635
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 4.75 04/17/2020 496,748 497,493
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 9.0203 03/12/2015 250,000 259,500
CAM Mortgage Trust 2014-2, Floating Rate Note, 5/15/48 (144A) 4.45 05/15/2048 400,000 403,102
JB Poindexter & Co, Inc., 9.0%, 4/1/22 (144A) 9.0 04/01/2022 500,000 573,625
Tronox Finance LLC, 6.375%, 8/15/20 6.375 08/15/2020 1,270,000 1,311,473
Arc Automotive Group, Inc., Term Loan, 11/15/18 6.0 11/01/2018 527,141 529,776
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 5.0 08/26/2022 250,000 263,889
F Cp Zero% 03sep14 Usd 0.0 09/03/2014 1,985,000 1,984,956
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 5.58 06/25/2058 250,000 259,459
Rain CII Carbon LLC, 8.25%, 1/15/21 (144A) 8.25 01/15/2021 1,050,000 1,113,328
Nn Inc 1st Lien Tl-B L + 5% 18jul21 6.0 07/18/2021 1,400,000 1,393,000
Sanchez Energy Corp., 6.125%, 1/15/23 (144A) 6.125 01/15/2023 1,680,000 1,756,808
NorthStar Realty Finance Corp., 3.0%, 9/30/14 3.0 09/30/2014 2,570,000 2,603,581
Schaeffler Holding Finance BV, 6.875%, 8/15/18 (144A) (PIK) 6.875 08/15/2018 520,000 549,440
Petroleos Mexicanos, 3.5%, 7/18/18 3.5 07/18/2018 900,000 944,175
Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33 1.6555 10/19/2033 3,319,800 120,302
Arcelik AS, 5.0%, 4/3/23 (144A) 5.0 04/03/2023 400,000 391,167
Big Heart Pet Brands, Initial Term Loan, 2/24/20 3.5 02/24/2020 315,512 310,533
Virginia Resources Authority, 5.0%, 11/1/42 5.0 11/01/2042 1,000,000 1,157,378
GMAC Capital Trust I, Floating Rate Note, 2/15/40 8.125 02/15/2040 27,750 745,920
Banco Santander SA, Floating Rate Note (Perpetual) 6.375 05/29/2049 1,000,000 995,698
PDL BioPharma, Inc., 4.0%, 2/1/18 4.0 02/01/2018 975,000 1,105,501
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A) 5.3271 07/10/2045 350,000 356,132
RKI Exploration & Production LLC, 8.5%, 8/1/21 (144A) 8.5 08/01/2021 1,345,000 1,455,085
Chemtura Corp., 5.75%, 7/15/21 5.75 07/15/2021 930,000 973,884
Amsurg Corp., 5.625%, 7/15/22 (144A) 5.625 07/15/2022 1,545,000 1,590,384
Albany Molecular Research, Inc., 2.25%, 11/15/18 (144A) 2.25 11/15/2018 950,000 1,351,078
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 2.906 11/05/2030 1,900,000 1,906,236
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 5.2855 03/07/2016 500,000 512,348
Cascades, Inc., 5.5%, 7/15/22 (144A) 5.5 07/15/2022 1,910,000 1,916,393
Citigroup, Inc., Floating Rate Note (Perpetual) 7.125   63,000 1,753,920
Advanced Micro Devices, Inc., 7.0%, 7/1/24 (144A) 7.0 07/01/2024 865,000 892,584
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 4.5 11/24/2019 126,184 126,630
Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17 6.9 01/02/2017 250,000 12,668
Seven Seas Cruises S de RL LLC, 9.125%, 5/15/19 9.125 05/15/2019 200,000 221,323
MDC Holdings, Inc., 5.5%, 1/15/24 5.5 01/15/2024 1,150,000 1,185,729
Springs Industries, Inc., 6.25%, 6/1/21 6.25 06/01/2021 400,000 408,181
LB-UBS Commercial Mortgage Trust 2006-C1, Floating Rate Note, 2/15/41 5.276 02/15/2041 1,963,990 2,015,010
Windstream Corp., 7.5%, 6/1/22 7.5 06/01/2022 1,305,000 1,443,384
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7 REMICS, Floating Rate Note, 4/15/45 6.0579 04/15/2045 1,400,000 1,415,882
WireCo WorldGroup, Inc., 9.5%, 5/15/17 9.5 05/15/2017 100,000 105,271
Xerium Technologies, Inc., 8.875%, 6/15/18 8.875 06/15/2018 798,000 860,635
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 3.75 09/04/2018 92,470 92,498
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 6.95 10/17/2022 300,000 286,703
General Cable Corp., 4.5%, 11/15/29 (Step) 4.5 11/15/2029 1,342,000 1,209,478
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 6.0 03/02/2021 990,000 997,178
Fannie Mae, 4.5%, 9/1/40 4.5 09/01/2040 2,868,485 940,838
Flextronics International, Ltd., 4.625%, 2/15/20 4.625 02/15/2020 85,000 86,864
Albea Beauty Holdings SA, 8.375%, 11/1/19 (144A) 8.375 11/01/2019 255,000 285,009
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 3.25 08/01/2019 337,725 336,177
Serena Software Inc 1st Lien Term L + 6.5% 10apr20 7.5 04/10/2020 290,000 293,021
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 10.2825 01/08/2015 250,000 256,721
TMX Finance LLC, 8.5%, 9/15/18 (144A) 8.5 09/15/2018 1,035,000 1,134,834
Mastr Specialized Loan Trust, Floating Rate Note, 10/25/34 5.5 11/25/2034 775,000 803,697
Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A) 6.75 11/23/2015 900,000 970,369
KB Home, 8.0%, 3/15/20 8.0 03/15/2020 200,000 233,333
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 6.45 05/01/2036 300,000 363,826
MCGRAW-HILL SCHOOL EDUCATION HOLDINGS LLC, Term B Loan, 12/18/19 6.25 12/18/2019 1,890,500 1,899,953
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 3.5 02/06/2020 790,000 780,619
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 5.5 08/08/2020 400,000 403,750
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 8.9304 12/06/2015 250,000 265,328
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 2.7344 01/21/2017 105,265 105,331
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 6.7525 05/07/2019 173,250 173,954
James River Coal Co., 7.875%, 4/1/19 7.875 04/01/2019 250,000 20,492
Kane-Pi4 Flt% 07jul16 0.0 07/07/2016 1,503,871 1,500,111
WEX, Inc., 4.75%, 2/1/23 (144A) 4.75 02/01/2023 240,000 231,318
MGM Resorts International, Term B Loan, 12/20/19 3.5 12/13/2019 265,950 264,759
CCO Holdings LLC, 6.5%, 4/30/21 6.5 04/30/2021 100,000 108,417
Pm Cp Zero% 03sep14 Usd 0.0 09/03/2014 790,000 789,992
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 6.75 02/09/2022 65,000 69,968
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 4.75 06/24/2021 400,000 398,688
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 8.625 02/01/2020 1,265,000 1,318,064
BioScrip, Inc., 8.875%, 2/15/21 (144A) 8.875 02/15/2021 1,050,000 1,085,383
Wells Fargo & Co., Floating Rate Note, 12/29/49 5.9 12/29/2049 750,000 801,358
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 3.5 01/08/2020 197,494 197,062
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 2.7257 01/15/2017 250,000 257,621
ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46 5.485 07/12/2046 1,400,000 1,439,359
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 6.75 07/15/2021 2,005,000 2,182,317
CenturyLink, Inc., 7.6%, 9/15/39 7.6 09/15/2039 150,000 157,850
PetroQuest Energy, Inc., 10.0%, 9/1/17 10.0 09/01/2017 500,000 549,861
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 4.0 04/16/2020 304,615 304,615
SandRidge Energy, Inc., 7.5%, 2/15/23 7.5 02/15/2023 700,000 730,188
Rent-A-Center, Inc., 6.625%, 11/15/20 6.625 11/15/2020 930,000 943,320
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 3.5 09/06/2019 368,872 368,503
Credit Suisse First Boston Mortgage Securities Corp., 4.898%, 3/15/36 (144A) 4.898 03/15/2036 1,000,000 49,785
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 5.333 02/15/2028 500,000 511,111
JobsOhio Beverage System, 4.532%, 1/1/35 4.532 01/01/2035 75,000 79,980
Sep14 Vix C @ 12.5   09/17/2014 600 93,000
Envision Healthcare Corp., Initial Term Loan, 5/25/18 4.0 04/05/2018 295,429 295,214
Physio-Control International, Inc., 9.875%, 1/15/19 (144A) 9.875 01/15/2019 142,000 155,645
Jones Energy Holdings LLC, 6.75%, 4/1/22 (144A) 6.75 04/01/2022 400,000 433,175
United Auto Credit Securitization Trust 2013-1, 4.4%, 4/15/19 (144A) 4.4 04/15/2019 150,000 153,243
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 5.623 05/12/2045 1,400,000 1,418,628
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 5.0 04/18/2019 717,750 716,853
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 3.7703 04/24/2017 600,000 602,930
Paragon Offshore Finance Co Tl-B L + 2.75% 11jul21 3.75 07/11/2021 290,000 287,100
Harland Clarke Holdings Corp., Tranche B-4 Term Loan, 8/17/19 6.0 08/17/2019 325,875 330,274
General Motors Financial Co, Inc., 4.25%, 5/15/23 4.25 05/15/2023 125,000 129,206
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 3.75 06/30/2019 289,851 288,583
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 6.75 10/09/2016 968,936 961,938
General Electric Capital Corp., Floating Rate Note (Perpetual) 7.125 12/29/2049 1,000,000 1,193,594
Seadrill Operating LP, Initial Term Loan, 2/14/21 4.0 02/14/2021 845,750 833,768
Alliance One International, Inc., 9.875%, 7/15/21 9.875 07/15/2021 1,300,000 1,316,047
Verizon Communications, Inc., 6.55%, 9/15/43 6.55 09/15/2043 576,000 759,169
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 6.5 07/22/2020 292,369 294,196
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6.75 07/29/2049 1,150,000 1,297,128
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 5.125 07/15/2019 2,380,000 2,417,766
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 8.5175 04/09/2015 1,000,000 1,030,564
United Continental Holdings, Inc., 6.0%, 7/15/26 6.0 07/15/2026 1,475,000 1,448,266
Covanta Holding Corp., 5.875%, 3/1/24 5.875 03/01/2024 1,130,000 1,201,637
Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A) 10.75 12/01/2020 208,000 188,106
INEOS Group Holdings SA, 5.875%, 2/15/19 (144A) 5.875 02/15/2019 600,000 616,469
Guggenheim Partners Investment Management Holdings LLC, Initial Term Loan, 7/22/20 4.0 07/09/2020 446,625 445,369
Lantheus Medical Imaging, Inc., 9.75%, 5/15/17 9.75 05/15/2017 600,000 624,563
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4.0 12/01/2016 92,917 92,975
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 4.0 04/10/2021 492,513 490,358
Chrysler Group LLC, Tranche B Term Loan, 12/29/18 3.25 12/29/2018 2,019,938 2,006,050
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 3.0 05/01/2020 529,650 519,940
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 6.0 06/11/2021 1,725,000 1,746,563
Energy & Exploration Partners, Inc., 8.0%, 7/1/19 (144A) 8.0 07/01/2019 1,520,000 1,548,036
MedAssets, Inc., Term B Loan, 12/13/19 4.0 11/20/2019 333,573 332,945
Dartmouth Zero% 31dec14 0.0 12/31/2014 1,500,000 1,464,150
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 12.0203 03/12/2015 250,000 262,650
KB Home, 7.0%, 12/15/21 7.0 12/15/2021 1,400,000 1,532,417
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 3.75 08/23/2019 558,881 557,746
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 9.875 08/15/2019 330,000 367,245
Corporate Office Properties LP, 3.6%, 5/15/23 3.6 05/15/2023 225,000 220,078
OAS Finance, Ltd., 8.0%, 7/2/21 (144A) 8.0 07/02/2021 860,000 877,534
Ardagh Finance Holdings SA, 8.625%, 6/15/19 (144A) (PIK) 8.625 06/15/2019 350,000 369,228
Sedgwick, Inc., Initial Term Loan (First Lien), 2/11/21 3.75 02/11/2021 508,725 500,220
Monitronics International, Inc., 9.125%, 4/1/20 9.125 04/01/2020 785,000 869,597
Emdeon, Inc., Term B-2 Loan, 11/2/18 3.75 11/02/2018 779,106 777,645
Prince Mineral Holding Corp., 12.0%, 12/15/19 (144A) 12.0 12/15/2019 265,000 303,425
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 6.5 03/10/2021 400,000 462,278
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 5.75 12/15/2053 600,000 657,588
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 5.5 06/25/2020 414,363 413,327
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/40 5.3878 04/15/2040 1,000,000 1,025,717
Outerwall, Inc., 6.0%, 3/15/19 6.0 03/15/2019 435,000 455,663
VeriSign, Inc., 4.625%, 5/1/23 4.625 05/01/2023 335,000 334,259
MMM Holdings, Inc., MMM Term Loan, 12/12/17 9.75 10/09/2017 27,158 27,327
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 5.04 10/15/2042 1,300,000 1,335,685
Avis Budget Finance Plc, 6.0%, 3/1/21 (144A) 6.0 03/01/2021 150,000 216,962
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 8.625 04/29/2049 450,000 460,430
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 6.55 04/25/2037 250,000 247,938
Charter Communications 1st Lien Tl-B L + 3.5% 12aug21   08/12/2021 390,000 393,077
WellPoint, Inc., 2.75%, 10/15/42 2.75 10/15/2042 300,000 491,156
Entegris, Inc., 6.0%, 4/1/22 (144A) 6.0 04/01/2022 800,000 843,867
American Airlines, Inc., Class B Term Loan, 6/27/19 3.75 06/21/2019 346,500 344,551
RTI International Metals, Inc., 1.625%, 10/15/19 1.625 10/15/2019 385,000 396,490
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 6.8855 04/07/2017 1,500,000 1,583,140
Key Energy Services, Inc., 6.75%, 3/1/21 6.75 03/01/2021 585,000 613,409
Fannie Mae, 4.0%, 9/1/43 4.0 09/01/2043 528,373 535,973
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 8.5 05/15/2020 700,000 845,866
Bank of America Corp., 7.75%, 5/14/38 7.75 05/14/2038 200,000 284,706
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 4.5 03/27/2021 900,000 896,063
Banco de Bogota SA, 5.375%, 2/19/23 (144A) 5.375 02/19/2023 500,000 518,321
PQ Corp., 2014 Term Loan, 8/7/17 4.0 08/07/2017 689,500 689,561
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 500.0 06/20/2019 -54,450,000 -4,922,596
US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19 4.25 07/03/2019 645,747 646,353
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4.75 02/15/2023 250,000 278,420
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 4.25 05/22/2018 146,625 147,083
Frontier Communications Corp., 7.625%, 4/15/24 7.625 04/15/2024 250,000 272,773
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4.0 04/23/2019 484,761 481,428
Barry Callebaut Services NV, 5.5%, 6/15/23 (144A) 5.5 06/15/2023 300,000 320,121
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 3.47 11/20/2028 1,750,000 1,052,727
Southern California Edison Co., Floating Rate Note (Perpetual) 6.25 08/01/2049 75,000 81,940
Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36 5.75 08/25/2036 1,200,000 188,676
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 4.125 05/30/2023 200,000 206,178
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 3.755 06/15/2029 1,530,000 1,526,863
Cenveo Corp., 6.0%, 8/1/19 (144A) 6.0 08/01/2019 1,210,000 1,200,723
JLL, 7.5%, 2/1/22 (144A) 7.5 02/01/2022 705,000 723,359
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 12/25/35 5.5 12/25/2035 5,000,000 1,427,248
Fannie Mae, 3.5%, 5/1/44 3.5 05/01/2044 6,475,000 6,614,554
ORES 2014-LV3 LLC, 6.0%, 3/27/24 6.0 03/27/2024 1,000,000 999,527
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 7.27 02/13/2015 250,000 253,378
Radio Systems Corp., 8.375%, 11/1/19 (144A) 8.375 11/01/2019 600,000 677,360
Dana Holding Corp., 6.0%, 9/15/23 6.0 09/15/2023 830,000 906,775
Tribune Media Co., Initial Term Loan, 11/20/20 4.0 11/20/2020 500,000 500,310
Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20 4.25 07/23/2020 645,747 644,984
Massachusetts Development Finance Agency, 5.25%, 4/1/37 5.25 04/01/2037 100,000 115,968
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 4.0 03/28/2021 650,000 647,969
Neiman Marcus Group, Ltd. LLC, Other Term Loan, 10/25/20 4.25 10/25/2020 362,267 360,139
MetLife, Inc., 6.4%, 12/15/66 6.4 12/15/2036 300,000 342,250
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 3.25 08/01/2020 236,094 232,332
Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A) 6.75 05/01/2019 1,370,000 1,477,973
Stackpole International Intermediate, 7.75%, 10/15/21 (144A) 7.75 10/15/2021 1,050,000 1,101,516
Hologic, Inc., 2.0%, 3/1/42 (Step) 2.0 03/01/2042 1,350,000 1,462,987
Frontier Communications Corp., 8.75%, 4/15/22 8.75 04/15/2022 500,000 598,906
Hospitality Properties Trust, 5.0%, 8/15/22 5.0 08/15/2022 840,000 900,076
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 3.95 11/15/2025 400,000 411,608
Rural, Term Loan, 6/30/18 8.0 03/28/2018 86,041 82,169
Hercules Offshore, Inc., 6.75%, 4/1/22 (144A) 6.75 04/01/2022 965,000 901,189
Ice: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjbdd5 500.0 06/20/2019 -67,320,000 -6,086,119
Protection One, Inc., Term Loan (2012), 3/21/19 4.25 03/20/2019 498,729 498,521
Akorn, Inc., Loan, 11/13/20 4.5 11/13/2020 693,587 694,448
Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A) 7.35 07/15/2032 105,000 18,247
Seagate HDD Cayman, 4.75%, 6/1/23 4.75 06/01/2023 885,000 924,155
Ultra Petroleum Corp., 5.75%, 12/15/18 (144A) 5.75 12/15/2018 680,000 710,246
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4.0 05/04/2018 393,168 392,044
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 3.2306 04/23/2020 928,297 925,687
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 3.5 03/18/2020 124,274 123,963
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 5.625 04/17/2020 400,000 373,313
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 4.16 03/20/2043 200,000 200,184
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 5.939 07/25/2036 125,000 91,527
Michaels Stores Inc 1st Lien Tl-B2 L + 3% 28jan20 4.0 01/28/2020 500,000 497,657
JLL, Initial Dollar Term Loan, 1/23/21 4.25 01/23/2021 450,000 446,766
Pacific Drilling SA, Term Loan, 6/3/18 4.5 05/20/2018 544,500 544,925
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 7.275 07/05/2016 500,000 526,042
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 8.25 06/07/2021 900,000 1,029,619
Belden, Inc., 5.5%, 9/1/22 (144A) 5.5 09/01/2022 1,860,000 1,980,616
VOLT XX LLC, 5.25%, 2/1/39 (Step) (144A) 5.25 02/01/2039 1,500,000 1,506,587
Belden, Inc., 5.5%, 4/15/23 (144A) 5.5 04/15/2023 300,000 419,281
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 5.75 02/01/2023 980,000 996,374
Hexion US Finance Corp., 8.875%, 2/1/18 8.875 02/01/2018 1,700,000 1,775,904
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 4.75 01/01/2025 1,100,000 1,135,353
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 3.75 12/04/2019 165,030 165,236
First Data Corp., 2018 New Dollar Term Loan, 3/24/18   03/24/2018 500,000 495,417
AXA SA, 8.6%, 12/15/30 8.6 12/15/2030 250,000 342,449
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 3.5 01/15/2022 357,447 350,912
Ship Midco, Ltd., Facility B2A-II, 11/29/19 5.25 08/06/2017 98,939 99,651
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 5.1 08/15/2038 1,400,000 1,295,170
The Ryland Group, Inc., 5.375%, 10/1/22 5.375 10/01/2022 95,000 96,104
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 5.875 03/30/2033 165,000 176,052
Calpine Corp., Term Loan (10/12), 10/9/19 4.0 09/27/2019 442,618 442,645
Copano Energy LLC, 7.125%, 4/1/21 7.125 04/01/2021 373,000 429,459
Agrokor dd, 8.875%, 2/1/20 (144A) 8.875 02/01/2020 75,000 83,794
Linn Energy LLC, 6.25%, 11/1/19 6.25 11/01/2019 900,000 947,844
Vantiv LLC, Term B Loan, 6/12/21 3.75 06/12/2021 385,000 384,759
CHS, 6.875%, 2/1/22 (144A) 6.875 02/01/2022 1,140,000 1,217,564
Apex Tool Group LLC, Term Loan, 1/31/20 4.5 02/01/2020 642,246 632,291
Production Resource Group, Inc., 8.875%, 5/1/19 8.875 05/01/2019 100,000 80,434
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 5.892 03/25/2037 125,000 103,344
Targa Resources Partners LP, 4.25%, 11/15/23 4.25 11/15/2023 555,000 560,492
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 5.25 04/08/2020 206,651 207,684
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 0.0 01/21/2020 200,000 56,558
Grays Harbor County Public Utility District No 1, 5.0%, 7/1/43 5.0 07/01/2043 1,000,000 1,095,954
WellCare Health Plans, Inc., 5.75%, 11/15/20 5.75 11/15/2020 2,815,000 2,964,254
Rosetta Resources, Inc., 5.625%, 5/1/21 5.625 05/01/2021 515,000 536,807
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5.5 02/01/2043 1,150,000 1,291,840
EV Energy Partners LP, 8.0%, 4/15/19 8.0 04/15/2019 1,150,000 1,224,750
Gibraltar Industries, Inc., 6.25%, 2/1/21 6.25 02/01/2021 1,000,000 1,042,535
Cincinnati Bell, Inc., 8.375%, 10/15/20 8.375 10/15/2020 1,105,000 1,233,629
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 6.0 12/15/2020 540,000 584,550
Nsany Cp Zero% 24sep14 Usd 0.0 09/24/2014 785,000 784,875
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3.75 07/02/2021 204,275 203,424
Alkermes, Inc., 2019 Term Loan, 9/25/19 3.5 09/25/2019 691,462 688,293
American Energy-Permian Basin LLC, 7.375%, 11/1/21 (144A) 7.375 11/01/2021 860,000 843,785
Hearthside Group Holdings Llc 1st Lien Tl L + 3.5% 24apr21 4.5 04/24/2021 250,000 251,146
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 3.75 06/10/2021 559,706 558,936
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 4.5 06/09/2021 648,046 652,366
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 6.375 09/01/2024 1,500,000 1,681,609
Wausau Paper 1st Lien Tl-B L + 5.5% 20jul20   07/20/2020 1,100,000 1,089,000
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 4.5 02/21/2021 922,688 913,749
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 400,000 472,000
Altice Financing SA, 6.5%, 1/15/22 (144A) 6.5 01/15/2022 1,800,000 1,909,125
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 4.25 12/18/2019 921,062 919,910
Reynolds Group Issuer, Inc., 8.25%, 2/15/21 8.25 02/15/2021 425,000 465,242
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 3.9853 05/18/2016 500,000 508,855
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 5.948 09/25/2036 1,900,000 938,996
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 8.5262 01/05/2017 1,000,000 1,082,847
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 11.0 10/01/2016 100,000 99,553
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 6.0 01/31/2019 1,450,000 1,529,025
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 0.0 12/31/2049 2,500 267,925
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 7.5175 04/09/2015 750,000 769,344
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 4.125 05/15/2025 500,000 501,270
Buckeye Partners LP, 4.15%, 7/1/23 4.15 07/01/2023 3,500,000 3,636,043
Arlington Flt% 01aug15 0.0 08/01/2015 600,000 614,880
Legacy Reserves LP, 6.625%, 12/1/21 (144A) 6.625 12/01/2021 1,300,000 1,337,542
Maine Health & Higher Educational Facilities Authority, 5.0%, 7/1/43 5.0 07/01/2043 1,000,000 1,103,814
Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23 3.45 01/15/2023 3,600,000 3,557,579
World Kitchen LLC, U.S. Term Loan, 3/4/19 5.5 02/13/2019 187,048 185,178
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 4.5 06/01/2016 34,761 34,848
Fannie Mae, 4.0%, 9/11/14 4.0 09/11/2014 22,150,000 23,500,151
New Residential Advance Receivables Trust Advance Receivables Backed 2014-VF1, 3.6491%, 3/15/45 3.6491 03/15/2045 1,000,000 1,002,122
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 7.506 05/29/2049 110,000 117,426
International Equipment Solutions LLC, Initial Loan, 8/16/19 6.75 07/25/2019 669,614 672,544
Neiman Marcus Group, Ltd. LLC, 8.75%, 10/15/21 (144A) (PIK) 8.75 10/15/2021 500,000 560,156
Tonon Bioenergia SA, 9.25%, 1/24/20 (144A) 9.25 01/24/2020 750,000 707,250
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 5.7646 06/10/2049 1,750,000 1,816,024
Amkor Technology, Inc., 6.375%, 10/1/22 6.375 10/01/2022 285,000 308,907
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1.0 05/05/2017 1,000,000 1,010,133
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 8.9 02/04/2021 500,000 536,964
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 8.25 03/31/2066 300,000 433,444
COMM 2012-CCRE4 Mortgage Trust, Floating Rate Note, 10/17/45 (144A) 4.7283 10/15/2045 303,000 297,166
Morgan Stanley, Floating Rate Note (Perpetual) 7.125   18,000 500,400
Univar, Inc., Term B Loan, 6/30/17 5.0 02/14/2017 267,206 267,902
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5.625 06/21/2018 900,000 969,328
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 6.5 01/01/2041 150,000 171,326
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 5.0 06/16/2018 544,928 531,646
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 5.5 07/16/2020 900,000 978,050
Fifth Third Bancorp, Floating Rate Note (Perpetual) 6.625 12/31/2049 18,900 519,372
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 4.4055 10/13/2028 1,400,000 1,404,498
MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A) 9.875 08/15/2018 100,000 107,161
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 8.53 05/09/2016 500,000 531,432
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 6.875 06/24/2019 1,605,000 1,652,836
Qwest Corp., 7.375%, 6/1/51 7.375 06/01/2051 4,400 114,400
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 3.2346 04/01/2021 99,750 99,189
On Assignment, Inc., Initial Term B Loan, 5/15/20 3.5 05/16/2020 367,182 365,805
Halcon Resources Corp., 8.875%, 5/15/21 8.875 05/15/2021 1,570,000 1,693,065
Flextronics International, Ltd., 5.0%, 2/15/23 5.0 02/15/2023 145,000 150,015
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46 6.1459 05/15/2046 1,813,000 1,889,576
Fannie Mae, 4.0%, 5/1/44 4.0 05/01/2044 1,445,896 1,526,819
Numericable Group SA, 6.0%, 5/15/22 (144A) 6.0 05/15/2022 500,000 516,250
US Bancorp, Floating Rate Note (Perpetual) 6.5   12,250 357,210
MasTec, Inc., 4.875%, 3/15/23 4.875 03/15/2023 150,000 149,602
Axiall Corp., 4.875%, 5/15/23 4.875 05/15/2023 500,000 507,734
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 12.7775 12/06/2016 250,000 280,726
Penn Virginia Corp., 8.5%, 5/1/20 8.5 05/01/2020 430,000 485,082
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 3.0 11/23/2016 525,937 525,411
Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/37 (Step) 6.407 08/28/2047 1,288,834 87,170
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 3.25 04/16/2020 172,960 171,339
NeuStar, Inc., 4.5%, 1/15/23 4.5 01/15/2023 675,000 592,734
WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/17/48 (144A) 4.4969 03/15/2048 200,000 192,762
Bank of America Corp., 6.11%, 1/29/37 6.11 01/29/2037 625,000 744,873
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 4.5003 10/25/2018 990,810 988,539
JobsOhio Beverage System, 3.985%, 1/1/29 3.985 01/01/2029 500,000 515,950
Chiquita Brands International, Inc., 7.875%, 2/1/21 7.875 02/01/2021 928,000 1,020,887
La Hipotecaria Panamanian Mortgage Trust 2007-1, Floating Rate Note, 12/23/36 (144A) 4.5 12/23/2036 1,800,000 940,394
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 4.402 08/25/2029 300,000 303,454
Navistar, Inc., Tranche B Term Loan, 8/17/17 5.75 07/31/2017 120,000 121,174
Alam Synergy Pte, Ltd., 9.0%, 1/29/19 (144A) 9.0 01/29/2019 340,000 373,364
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 4.0%, 4/27/54 (Step) (144A) 4.0 04/27/2054 750,000 740,620
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 3.0 01/23/2021 482,582 481,727
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 6.0 08/25/2035 50,000 15,414
Sabre GLBL, Inc., Term B Loan, 2/19/19 4.0 02/01/2019 198,990 198,368
Fannie Mae, 4.5%, 9/1/39 4.5 09/01/2039 2,945,000 1,366,763
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 3.721 08/28/2044 460,000 460,095
Gannett Co, Inc., 6.375%, 10/15/23 (144A) 6.375 10/15/2023 1,620,000 1,759,978
Abengoa Finance SAU, 8.875%, 11/1/17 (144A) 8.875 11/01/2017 900,000 1,027,653
Safway Group Holding LLC, 7.0%, 5/15/18 (144A) 7.0 05/15/2018 1,365,000 1,464,531
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 3.0 10/31/2019 445,477 447,148
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 6.0 07/25/2034 500,000 102,011
Banc of America Commercial Mortgage Trust 2007-5, Floating Rate Note, 2/10/51 6.1931 02/10/2051 1,250,000 1,293,927
CCO Holdings LLC, 5.75%, 9/1/23 5.75 09/01/2023 475,000 501,643
The Hanover Insurance Group, Inc., 6.35%, 3/30/53 6.35 03/30/2053 40,000 984,000
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 6.25 08/15/2042 750,000 956,361
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 5.125 08/01/2022 1,755,000 1,785,119
PARTY CITY HOLDINGS INC, 2014 Replacement Term Loan, 7/27/19 4.0 07/27/2019 932,315 923,924
Lennar Corp., 4.75%, 11/15/22 4.75 11/15/2022 450,000 449,484
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 8.75 09/24/2073 1,190,000 1,443,371
ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A) 3.55 08/15/2031 1,400,000 1,402,068
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 16.28 11/10/2015 500,000 519,138
Kane Flt% 12jun15   06/12/2015 1,100,000 996,160
Kane Flt% 14jul15 0.0 07/14/2015 713,104 679,802
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 7.5 12/15/2021 1,360,000 1,462,850
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 3.75 07/03/2020 679,863 663,837
Penn Virginia Resource Partners LP, 6.5%, 5/15/21 6.5 05/15/2021 425,000 465,995
Gulfport Energy Corp., 7.75%, 11/1/20 7.75 11/01/2020 1,190,000 1,309,736
Boart Longyear Management Pty, Ltd., 10.0%, 10/1/18 (144A) 10.0 10/01/2018 495,000 539,000
Molina Healthcare, Inc., 1.125%, 1/15/20 1.125 01/15/2020 1,100,000 1,422,609
Nationstar Mortgage LLC, 6.5%, 7/1/21 6.5 07/01/2021 825,000 817,289
Viasystems, Inc., 7.875%, 5/1/19 (144A) 7.875 05/01/2019 1,450,000 1,538,495
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 5.75 03/25/2034 75,000 141,680
RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A) 1.457 12/10/2035 2,970,000 560,184
DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/12/44 (144A) 5.6247 07/10/2044 113,538 127,173
New World Resources NV, 7.875%, 1/15/21 (144A) 7.875 01/15/2021 300,000 39,851
NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A) 5.155 08/25/2029 1,500,000 1,516,074
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 5.03 02/25/2015 350,000 354,039
Iap Worldwide Services Inc 2nd Lien Tl L + 6.5% 18jul19   07/18/2019 28,763 25,886
US Bancorp, Floating Rate Note (Perpetual) 6.0   16,400 449,196
AMG Capital Trust II, 5.15%, 10/15/37 5.15 10/15/2037 28,000 1,797,250
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 3.75 07/31/2019 124,031 124,315
FTS International, Inc., 6.25%, 5/1/22 (144A) 6.25 05/01/2022 1,080,000 1,129,425
GS Mortgage Securities Trust 2012-GC6, Floating Rate Note, 1/12/45 (144A) 5.8259 01/10/2045 110,000 116,779
Penn Virginia Corp., 6.0% (Perpetual) (144A) 6.0 12/31/2049 7,300 802,124
Penn Virginia Corp., 7.25%, 4/15/19 7.25 04/15/2019 600,000 638,813
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 5.0 09/25/2018 1,000,000 991,339
BioScrip, Inc., Initial Term B Loan, 7/31/20 6.5 07/22/2020 487,281 490,327
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.5203 04/30/2018 350,000 352,835
Atlantic Power LP, Term Loan, 2/20/21 4.75 02/20/2021 1,124,961 1,131,992
Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A) 7.25 06/01/2020 525,000 540,972
Bayview Commercial Asset Trust, Floating Rate Note, 4/25/34 (144A) 1.355 04/25/2034 4,900,000 481,594
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 4.25 12/07/2019 491,803 491,492
Brocade Communications Systems, Inc., 4.625%, 1/15/23 4.625 01/15/2023 1,915,000 1,880,590
Memorial Production Partners LP, 6.875%, 8/1/22 (144A) 6.875 08/01/2022 1,090,000 1,088,051
Immucor, Inc., Term B-2 Loan, 8/19/18 5.0 08/19/2018 443,744 444,668
Citigroup, Inc., Floating Rate Note (Perpetual) 5.9 12/31/2049 1,300,000 1,307,265
Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A) 7.25 05/01/2022 600,000 637,217
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 5.243 01/25/2035 1,100,000 153,122
Masco Corp., 7.125%, 3/15/20 7.125 03/15/2020 135,000 159,659
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 3.7316 07/01/2020 722,396 720,500
Nationstar Mortgage LLC, 6.5%, 6/1/22 6.5 06/01/2022 1,220,000 1,215,205
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 5.625 03/15/2020 100,000 107,828
CST Brands, Inc., 5.0%, 5/1/23 5.0 05/01/2023 1,325,000 1,346,899
AAF Holdings LLC, 12.0%, 7/1/19 (144A) (PIK) 12.0 07/01/2019 1,095,000 1,146,648
Wells Fargo & Co., Floating Rate Note (Perpetual) 7.98 03/29/2049 400,000 466,630
Federal Home Loan Mortgage Corp., Floating Rate Note, 5/25/45 (144A) 4.1758 05/25/2045 175,000 176,260
Gentiva Health Services, Inc., 11.5%, 9/1/18 11.5 09/01/2018 60,000 67,781
Murphy Oil USA, Inc., 6.0%, 8/15/23 6.0 08/15/2023 1,000,000 1,062,500
Stone Energy Corp., 7.5%, 11/15/22 7.5 11/15/2022 150,000 164,250
FREMF Mortgage Trust 2013-K28, Floating Rate Note, 6/25/46 (144A) 3.6142 06/25/2046 1,000,000 958,439
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 6.625 02/15/2021 200,000 281,218
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 3.75 12/11/2019 298,478 298,051
Fidelity National Financial, Inc., 5.5%, 9/1/22 5.5 09/01/2022 250,000 281,109
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 5.15 12/29/2049 1,525,000 1,510,930
CNL Lifestyle Properties, Inc., 7.25%, 4/15/19 7.25 04/15/2019 600,000 637,313
Endo Finance LLC, 5.75%, 1/15/22 (144A) 5.75 01/15/2022 375,000 384,258
Hostess Brands, Inc., Term B Loan, 4/9/20 6.75 02/25/2020 678,300 698,649
New York Mortgage Securitization Trust 2012-1, Floating Rate Note, 12/27/47 (144A) 6.655 12/27/2047 300,000 301,830
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 8.5 03/13/2018 221,514 221,847
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4.5 05/03/2018 193,553 193,891
Avis Budget Car Rental LLC, 5.5%, 4/1/23 5.5 04/01/2023 220,000 229,958
Provident Funding Associates LP, 6.75%, 6/15/21 (144A) 6.75 06/15/2021 1,425,000 1,453,945
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 5.85 05/21/2043 1,550,000 1,528,436
B&G Foods, Inc., 4.625%, 6/1/21 4.625 06/01/2021 400,000 398,574
Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A) 6.0 06/15/2017 300,000 308,250
Sanchez Energy Corp., 7.75%, 6/15/21 7.75 06/15/2021 380,000 427,935
COBALT CMBS Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 5.568 04/15/2047 1,200,000 1,238,244
Advantage Sales & Marketing Inc 1st Lien Tl-B L + 3.25% 11jul21 4.25 07/11/2021 464,730 461,203
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 4.75 05/21/2021 1,215,000 1,217,025
Allegion US Holding Co, Inc., 5.75%, 10/1/21 5.75 10/01/2021 930,000 996,308
Immucor, Inc., 11.125%, 8/15/19 11.125 08/15/2019 100,000 111,464
T-Mobile USA, Inc., 6.633%, 4/28/21 6.633 04/28/2021 555,000 587,410
Tank Holding Corp., Initial Term Loan, 7/9/19 4.2757 06/08/2019 689,329 688,208
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 5.25 04/25/2032 509,814 126,493
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 0.0   1,000,000 663,352
Milacron LLC, Term Loan, 3/28/20 4.0 03/12/2020 983,858 981,398
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 4.2703 04/18/2017 250,000 251,549
State Street Corp., Floating Rate Note, 12/31/73 5.9 12/31/2073 29,300 764,730
Russian Agricultural Bank OJSC Via RSHB Capital SA, 8.5%, 10/16/23 (144A) 8.5 10/16/2023 1,350,000 1,315,088
USI, Inc. New York, 7.75%, 1/15/21 (144A) 7.75 01/15/2021 500,000 519,844
Atrium Innovations, Inc., Initial Tranche B-1 Term Loan (First Lien), 1/29/21 4.25 01/29/2021 598,500 593,637
Post Holdings, Inc., 7.375%, 2/15/22 7.375 02/15/2022 200,000 210,615
Generac Power Systems, Inc., Term Loan B, 5/31/20 3.25 05/22/2019 707,400 702,758
Midstates Petroleum Co, Inc., 9.25%, 6/1/21 9.25 06/01/2021 800,000 884,294
Corsicanto, Ltd., 3.5%, 1/15/32 3.5 01/15/2032 1,250,000 1,085,156
Sealy Corp., 8.0%, 7/15/16 (PIK) 8.0 07/15/2016 13,100 1,038,175
NBTY, Inc., Term B-2 Loan, 10/1/17 3.5 10/01/2017 750,000 748,360
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) 0.355 12/25/2036 1,895,356 404,788
SunCoke Energy Partners LP, 7.375%, 2/1/20 (144A) 7.375 02/01/2020 300,000 322,782
Metaldyne LLC, USD Term Loan 2014, 12/18/18 4.25 12/18/2018 586,362 587,339
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 5.55 10/28/2020 500,000 503,154
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 0.0 04/30/2016 168,360 35,979
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 4.056 07/15/2031 705,000 706,189
Shelf Drilling Holdings, Ltd., 8.625%, 11/1/18 (144A) 8.625 11/01/2018 1,215,000 1,328,615
Virgin Media Secured Finance Plc, 5.375%, 4/15/21 (144A) 5.375 04/15/2021 500,000 530,078
Fannie Mae, 4.5%, 8/1/40