Pioneer Investments: Pioneer Dynamic Credit Fund


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Pioneer Dynamic Credit Fund

Monthly Portfolio Holdings as of 1/30/2015

Security Name Coupon Maturity Date Par / Shares Market Value($)
Dtz Us Borrower Llc 1st Lien Tl L + 4.5% 28oct21 5.5 10/28/2021 1,662,513 1,665,630
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 8.5 02/15/2018 340,000 471,404
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 4.2787 05/23/2018 750,000 761,461
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 0.0 03/30/2019 700,000 826,910
Energy XXI, Ltd., 3.0%, 12/15/18 3.0 12/15/2018 1,665,000 509,978
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 3.5 08/05/2020 728,520 724,675
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 6.75 03/15/2023 700,000 709,133
Duff & Phelps Corp., Initial Term Loan, 4/23/20 4.5 04/23/2020 0 0
CHS, 2021 Term D Loan, 1/27/21 4.25 01/27/2021 344,622 344,891
Alkermes, Inc., 2019 Term Loan, 9/25/19 3.5 09/25/2019 687,943 681,924
Darling Ingredients, Inc., 5.375%, 1/15/22 5.375 01/15/2022 1,060,000 1,059,882
SandRidge Energy, Inc., 7.0% (Perpetual) 7.0 12/31/2049 7,500 310,313
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 3.75 06/30/2019 293,655 260,042
Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A) 9.0 01/21/2025 1,000,000 299,028
Post Holdings, Inc., 7.375%, 2/15/22 7.375 02/15/2022 550,000 578,329
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 6.375 10/01/2020 650,000 702,813
KB Home, 8.0%, 3/15/20 8.0 03/15/2020 200,000 215,794
Akorn, Inc., Loan, 11/13/20 4.5 11/13/2020 691,853 690,700
EnPro Industries, Inc., 5.875%, 9/15/22 (144A) 5.875 09/15/2022 1,235,000 1,286,909
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 4.0 04/10/2021 490,050 483,924
Albea Beauty Holdings SA, 8.375%, 11/1/19 (144A) 8.375 11/01/2019 255,000 274,364
Kane Zero% 22jan16 0.0 01/22/2016 1,200,000 1,206,360
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 5.75 10/07/2020 1,250,000 1,234,375
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5.25 12/31/2049 1,500,000 1,575,438
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 20.0051 12/06/2019 250,000 262,353
Steel Dynamics, Inc., 5.125%, 10/1/21 (144A) 5.125 10/01/2021 930,000 969,725
Inkia Energy, Ltd., 8.375%, 4/4/21 (144A) 8.375 04/04/2021 100,000 107,722
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 5.75 11/09/2018 788,347 787,198
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4.0 12/22/2016 92,917 92,917
Constellation Enterprises LLC, 10.625%, 2/1/16 (144A) 10.625 02/01/2016 475,000 399,297
AAF Holdings LLC, 12.0%, 7/1/19 (144A) (PIK) 12.0 07/01/2019 1,129,903 1,096,006
Charter Communications 1st Lien Tl-B L + 3.5% 12aug21   08/12/2021 390,000 392,144
Motel 6 Trust, 4.2743%, 10/7/25 (144A) 4.2743 10/07/2025 1,327,000 1,315,444
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 3.75 04/16/2021 298,500 298,340
VOLT XXIII LLC, 4.75%, 11/25/53 (Step) 4.75 11/25/2053 2,000,000 1,993,767
Murphy Oil USA, Inc., 6.0%, 8/15/23 6.0 08/15/2023 1,000,000 1,085,167
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 4.5 04/23/2021 1,276,800 1,241,156
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 4.2753 04/18/2017 250,000 252,353
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 0.0 12/01/2018 1,433 60,489
RSP Permian, Inc., 6.625%, 10/1/22 (144A) 6.625 10/01/2022 1,075,000 1,093,010
Kane Ilw Zero% 02feb16 0.0 02/02/2016 1,050,000 966,840
NANA Development Corp., 9.5%, 3/15/19 (144A) 9.5 03/15/2019 1,025,000 938,786
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 0.125 07/15/2024 16,600,000 16,725,400
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 4.25 05/15/2020 475,000 477,375
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 3.5 01/23/2020 196,491 195,116
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 6.5 02/24/2021 525,000 644,100
Amgen, Inc., 5.375%, 5/15/43 5.375 05/15/2043 2,500,000 3,101,318
Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A) 9.25 06/01/2020 1,000,000 1,047,917
Emergent Biosolutions, Inc., 2.875%, 1/15/21 (144A) 2.875 01/15/2021 1,470,000 1,689,622
Affiliated Managers Group, Inc., 4.25%, 2/15/24 4.25 02/15/2024 915,000 1,011,533
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 5.0 02/15/2018 762,669 715,860
Bayview Opportunity Master Fund Trust 2014-15RPL, Floating Rate Note, 10/28/19 (144A) 3.721 10/28/2019 1,750,000 1,662,828
Penn Virginia Corp., 8.5%, 5/1/20 8.5 05/01/2020 430,000 366,038
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 3.5 01/15/2022 554,681 541,458
World Kitchen LLC, U.S. Term Loan, 3/4/19 5.5 03/04/2019 186,063 185,598
Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20 4.25 07/30/2020 642,494 601,936
Zebra Technologies Corp., 7.25%, 10/15/22 (144A) 7.25 10/15/2022 1,105,000 1,208,701
Gentiva Health Services, Inc., 11.5%, 9/1/18 11.5 09/01/2018 60,000 66,475
Provident Funding Associates LP, 6.75%, 6/15/21 (144A) 6.75 06/15/2021 1,425,000 1,373,166
Offshore Group Investment, Ltd., 7.5%, 11/1/19 7.5 11/01/2019 90,000 60,188
Nationstar Mortgage LLC, 6.5%, 7/1/21 6.5 07/01/2021 1,225,000 1,066,260
Key Energy Services, Inc., 6.75%, 3/1/21 6.75 03/01/2021 355,000 222,984
Charter Communications Operating LLC, Term F Loan, 12/31/20 3.0 12/31/2020 492,500 485,420
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 4.0 06/07/2020 1,435,731 1,434,611
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4.75 04/24/2021 39,307 39,246
Pangaea Zero% 01jul18 0.0 07/01/2018 2,000,000 2,146,000
Mirabela Nickel, Ltd., 9.5%, 6/24/19 (144A) (PIK) 9.5 06/24/2019 117,320 96,005
Chiquita Brands International, Inc., 7.875%, 2/1/21 7.875 02/01/2021 428,000 484,831
Agrokor dd, 8.875%, 2/1/20 (144A) 8.875 02/01/2020 75,000 84,475
RASC Series 2003-KS5 Trust, 4.46%, 7/25/33 (Step) 4.46 07/25/2033 400,000 257,131
Outerwall, Inc., 5.875%, 6/15/21 (144A) 5.875 06/15/2021 1,485,000 1,392,198
Atlantic Power LP, Term Loan, 2/20/21 4.75 02/20/2021 1,474,789 1,471,102
DigitalGlobe, Inc., Term Loan, 1/31/20 3.75 01/31/2020 692,419 690,359
Navios Maritime Partners LP, Term Loan, 6/27/18 5.25 06/27/2018 395,000 391,544
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 0.0 12/01/2019 500,000 506,250
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 6.95 10/17/2022 300,000 202,523
Radio Systems Corp., 8.375%, 11/1/19 (144A) 8.375 11/01/2019 600,000 657,563
NuVasive, Inc., 2.75%, 7/1/17 2.75 07/01/2017 622,000 781,647
Milacron LLC, Term Loan, 3/28/20 4.0 03/28/2020 0 0
Targus Group International, Inc., Term Loan, 5/24/16 12.008 05/24/2016 4 3
Banc of America Mortgage Trust 2004-2, 5.5%, 3/25/34 5.5 03/25/2034 212,565 71,490
NSG Holdings LLC, New Term Loan, 12/11/19 3.75 12/11/2019 217,360 215,730
Frontier Communications Corp., 7.625%, 4/15/24 7.625 04/15/2024 250,000 269,988
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3.875 01/31/2028 200,000 202,907
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 2.9213 11/05/2030 1,900,000 1,873,998
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 3.0 01/23/2021 480,163 479,487
Advanced Micro Devices, Inc., 7.0%, 7/1/24 7.0 07/01/2024 500,000 439,167
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 4.0 07/26/2022 325,000 315,427
Viking Cruises, Ltd., 8.5%, 10/15/22 (144A) 8.5 10/15/2022 740,000 828,821
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 4.25 12/20/2019 489,793 482,906
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 7.5 09/15/2020 650,000 652,167
Monitronics International, Inc., Term B Loan (2013), 3/23/18 4.25 03/23/2018 555,684 554,063
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 3.0 11/23/2016 525,937 523,308
Citigroup Capital XIII, Floating Rate Note, 10/30/40 7.875 10/30/2040 49,090 1,298,431
New World Resources NV, Floating Rate Note, 10/7/20 0.0 10/07/2020 38,709 17,048
New World Resources NV, Floating Rate Note, 10/7/20 0.0 10/07/2020 29,032 5,246
AECOM, 5.75%, 10/15/22 (144A) 5.75 10/15/2022 635,000 676,032
ReneSola, Ltd., 4.125%, 3/15/18 (144A) 4.125 03/15/2018 150,000 84,838
Genpact International, Inc., Term Loan, 8/30/19 3.5 08/30/2019 320,006 318,506
Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17 6.9 01/02/2017 250,000 8,289
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 4.2531 11/26/2020 497,494 463,291
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34 2.46 07/25/2034 406,549 62,732
FREMF Mortgage Trust 2013-K28, Floating Rate Note, 6/25/46 (144A) 3.4944 06/25/2046 1,000,000 992,321
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 4.0%, 4/27/54 (Step) (144A) 4.0 04/27/2054 750,000 738,752
T-Mobile USA, Inc., 6.542%, 4/28/20 6.542 04/28/2020 490,000 507,878
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 5.214 02/11/2041 100,000 100,495
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 4.75 01/01/2025 1,100,000 1,168,073
Renfro Corp., Tranche B Term Loan, 1/30/19 5.75 01/30/2019 382,891 369,011
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 4.5 03/27/2021 0 0
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 8.75 12/15/2019 750,000 790,260
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 4.25 09/30/2020 248,125 242,852
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 6.25 08/15/2042 750,000 1,008,408
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 7.5 04/17/2023 200,000 104,196
Midwest Vanadium Pty, Ltd., 11.5%, 2/15/18 (144A) 11.5 02/15/2018 100,000 32,399
CCO Holdings LLC, 6.625%, 1/31/22 6.625 01/31/2022 600,000 654,375
GMAT 2013-1 Trust, Floating Rate Note, 8/25/53 5.0 08/25/2053 570,000 542,841
The Williams Companies, Inc., 7.75%, 6/15/31 7.75 06/15/2031 100,000 113,073
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 3.75 06/10/2021 498,306 492,700
Federal Home Loan Mortgage Corp., 4.5%, 6/1/41 4.5 06/01/2041 2,749,325 929,261
Midstates Petroleum Co, Inc., 10.75%, 10/1/20 10.75 10/01/2020 650,000 377,542
Southern California Edison Co., Floating Rate Note (Perpetual) 6.25 12/31/2049 75,000 85,875
Alam Synergy Pte, Ltd., 9.0%, 1/29/19 (144A) 9.0 01/29/2019 340,000 346,970
MMM Holdings, Inc., MMM Term Loan, 12/12/17 9.75 12/12/2017 25,608 24,839
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 4.0 07/09/2018 1,250,000 1,262,569
United Continental Holdings, Inc., 6.0%, 7/15/26 6.0 07/15/2026 1,475,000 1,436,527
Bear Stearns Commercial Mortgage Securities Trust 2007-PWR16, Floating Rate Note, 6/11/40 5.7071 06/11/2040 2,000,000 2,072,396
Nn Inc 1st Lien Tl-B L + 5% 18jul21 6.0 07/18/2021 1,380,000 1,378,275
Kane Zero% 19feb16 0.0 02/19/2016 1,200,000 1,218,480
Wendy's International LLC, Term B Loan, 5/15/19 3.25 05/15/2019 746,942 744,141
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 4.125 05/30/2023 200,000 194,460
Floatel 1st Lien Tl-B L + 5% 22may20 6.0 05/22/2020 667,128 504,794
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 8.5051 04/09/2015 1,000,000 1,016,244
Morgan Stanley, Floating Rate Note (Perpetual) 7.125 12/31/2049 18,000 503,100
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 12.0152 03/12/2015 250,000 262,567
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 3.75 06/30/2019 289,851 287,074
NPC International, Inc., Term Loan, 12/28/18 4.0 12/28/2018 561,912 550,674
Big Heart Pet Brands, Initial Term Loan, 2/24/20 3.5 02/24/2020 313,930 303,266
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 8.133 09/24/2073 1,190,000 1,446,585
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 4.5 10/13/2021 1,755,588 1,755,431
Vers 2015-A Zero% 31dec17 0.0 12/31/2017 2,000,000 2,015,600
Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A) 5.75 01/16/2024 1,700,000 1,819,588
Star West Generation LLC, Term B Advance, 3/13/20 4.25 03/13/2020 231,667 228,481
International Automotive Components Group SA, 9.125%, 6/1/18 (144A) 9.125 06/01/2018 400,000 419,083
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4.0 04/23/2019 484,761 469,814
Hearthside Group Holdings Llc 1st Lien Tl L + 3.5% 24apr21 4.5 04/24/2021 248,750 248,128
Air Medical Group Holdings, Inc., B-1 Term Loan, 6/30/18 5.0 06/30/2018 247,919 248,617
Iap Worldwide Services Inc     4 2,750
Ardagh Finance Holdings SA, 8.625%, 6/15/19 (144A) (PIK) 8.625 06/15/2019 678,498 683,431
CST Brands, Inc., 5.0%, 5/1/23 5.0 05/01/2023 1,325,000 1,361,438
ZIGGO BV, (USD) TLB3, 1/15/22 3.5 01/15/2022 587,872 573,858
MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A) 9.875 08/15/2018 100,000 111,053
Surgical Care Affiliates LLC, Class C Incremental Term Loan, 6/29/18 4.0 06/29/2018 0 0
Kane Flt% 12jun15   06/12/2015 1,100,000 1,054,240
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 5.0 02/07/2017 1,000,000 1,015,464
United Airlines, Inc., Class B Term Loan, 4/1/19 3.5 04/01/2019 245,625 243,885
Voya Financial, Inc., Floating Rate Note, 5/15/53 5.65 05/15/2053 615,000 625,411
WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/17/48 (144A) 4.3551 03/17/2048 200,000 199,289
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 3.25 08/17/2020 235,498 228,875
James River Coal Co., 7.875%, 4/1/19 7.875 04/01/2019 250,000 26,563
Constellation Brands, Inc., 4.25%, 5/1/23 4.25 05/01/2023 485,000 502,278
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 4.5 10/13/2028 1,400,000 1,403,976
Tank Holding Corp., Initial Term Loan, 7/9/19 4.25 07/09/2019 660,961 649,945
Sotheby's, 5.25%, 10/1/22 (144A) 5.25 10/01/2022 1,135,000 1,098,113
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 5.623 05/12/2045 1,400,000 1,443,898
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 3.9 01/15/2026 105,000 102,040
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 5.245 06/17/2044 50,000 55,130
LKQ Corp., 4.75%, 5/15/23 4.75 05/15/2023 250,000 245,632
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 5.9588 05/15/2046 715,000 681,827
Altrl Zero% 30jun17 0.0 06/30/2017 600,000 602,880
Windstream Corp., 7.5%, 6/1/22 7.5 06/01/2022 1,305,000 1,318,050
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 3.767 06/15/2029 1,530,000 1,534,632
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 3.0 10/24/2019 443,216 444,324
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 4.25 11/28/2018 317,900 315,384
WCP ISSUER LLC, 6.657%, 8/15/43 (144A) 6.657 08/15/2043 400,000 419,084
ORES 2014-LV3 LLC, 6.0%, 3/27/24 6.0 03/27/2024 1,000,000 999,811
Navistar, Inc., Tranche B Term Loan, 8/17/17 5.75 08/17/2017 120,000 120,075
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 6.0 01/31/2019 1,450,000 1,311,767
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 5.0 06/15/2044 300,000 338,055
InterGen NV, 7.0%, 6/30/23 (144A) 7.0 06/30/2023 1,050,000 987,875
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19   08/07/2019 349,125 340,397
Corsicanto, Ltd., 3.5%, 1/15/32 3.5 01/15/2032 1,250,000 739,444
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 4.5 06/09/2021 614,697 603,248
VOLT XXII LLC, 4.75%, 10/27/53 (Step) 4.75 10/27/2053 2,500,000 2,491,197
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 6.75 08/29/2049 2,360,000 2,604,111
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU REMICS, Floating Rate Note, 12/15/28 3.667 12/15/2028 1,100,000 1,101,517
Trust F, 5.25%, 12/15/24 (144A) 5.25 12/15/2024 400,000 424,025
Rialto Capital Management LLC, 2.85%, 5/15/24 (144A) 2.85 05/15/2024 1,000,000 277,772
CityCenter Holdings LLC, Term B Loan, 10/16/20 4.25 10/16/2020 227,316 226,407
Green Plains Inc 1st Lien Tl-B L + 5.5% 03jun20 6.5 06/03/2020 902,606 855,219
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 3.5 06/08/2020 790,000 779,446
KB Home, 7.0%, 12/15/21 7.0 12/15/2021 500,000 504,472
Jazz Pharmaceuticals, Inc., Tranche 2 Term Loan, 6/12/18 3.25 06/12/2018 337,202 336,956
Virgin Media Secured Finance Plc, 5.375%, 4/15/21 (144A) 5.375 04/15/2021 500,000 526,663
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 1.2551 01/23/2021 172,782 172,539
Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15 7.373 12/15/2015 250,000 52,330
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 5.625 03/15/2020 100,000 106,500
Lantheus Medical Imaging, Inc., 9.75%, 5/15/17 9.75 05/15/2017 600,000 582,350
Tata Chemicals North America, Inc., Term Loan, 8/7/20 3.75 08/07/2020 246,250 243,172
Ship Midco, Ltd., Facility B2A-II, 11/29/19 5.25 11/29/2019 98,939 98,881
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 7.75 06/15/2019 325,000 336,343
Scientific Games International, Inc., 10.0%, 12/1/22 (144A) 10.0 12/01/2022 800,000 749,556
US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21 5.375 11/15/2021 200,000 205,516
UBS AG, 7.625%, 8/17/22 7.625 08/17/2022 1,050,000 1,289,791
Halyard Health, Inc., 6.25%, 10/15/22 (144A) 6.25 10/15/2022 1,080,000 1,121,100
StoneMor Partners LP, 7.875%, 6/1/21 7.875 06/01/2021 375,000 391,172
GS Mortgage Securities Corp Trust 2014-NEW, 3.79%, 1/10/31 (144A) 3.79 01/10/2031 1,000,000 989,274
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 4.25 05/22/2018 145,875 145,328
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 3.6225 07/28/2019 500,000 281,550
Standard Pacific Corp., 6.25%, 12/15/21 6.25 12/15/2021 1,000,000 1,027,986
Tenet Healthcare Corp., 4.5%, 4/1/21 4.5 04/01/2021 265,000 271,625
Outerwall, Inc., 6.0%, 3/15/19 6.0 03/15/2019 435,000 436,160
Legacy Reserves LP, 6.625%, 12/1/21 (144A) 6.625 12/01/2021 1,300,000 1,028,354
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 7.5296 10/15/2036 30,000 31,543
Swift Energy Co., 7.875%, 3/1/22 7.875 03/01/2022 1,635,000 629,986
COMM 2012-CCRE4 Mortgage Trust, Floating Rate Note, 10/17/45 (144A) 4.5755 10/17/2045 303,000 311,547
Verizon Communications, Inc., 4.15%, 3/15/24 4.15 03/15/2024 2,500,000 2,729,784
JB Poindexter & Co, Inc., 9.0%, 4/1/22 (144A) 9.0 04/01/2022 500,000 552,500
VeriSign, Inc., 4.625%, 5/1/23 4.625 05/01/2023 335,000 336,780
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4.0 10/15/2024 425,000 445,467
Frontier Communications Corp., 8.75%, 4/15/22 8.75 04/15/2022 500,000 580,382
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 6.0 03/31/2021 985,000 767,808
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 7.875 10/15/2019 500,000 562,444
Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45 5.658 03/15/2045 304,000 311,565
Belden, Inc., 5.5%, 9/1/22 (144A) 5.5 09/01/2022 1,360,000 1,384,367
Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A) 9.31 07/20/2028 750,000 199,464
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 5.125 07/15/2019 2,380,000 2,314,021
Pioneer Energy Services Corp., 6.125%, 3/15/22 6.125 03/15/2022 500,000 360,319
Springleaf Funding Trust 2013-A, 5.0%, 9/15/21 (144A) 5.0 09/15/2021 500,000 505,325
Immucor, Inc., 11.125%, 8/15/19 11.125 08/15/2019 100,000 112,630
T-Mobile USA, Inc., 6.0%, 3/1/23 6.0 03/01/2023 400,000 418,733
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 6.45 05/01/2036 300,000 382,121
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 5.5235 04/10/2038 700,000 722,094
Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, Floating Rate Note, 10/12/42 5.1402 10/12/2042 1,500,000 1,509,756
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 7.628 06/15/2041 500,000 524,733
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 5.75 02/01/2023 980,000 853,410
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5.5 02/01/2043 2,240,000 2,800,777
Navistar International Corp., 8.25%, 11/1/21 8.25 11/01/2021 1,075,000 1,071,641
Ultra Petroleum Corp., 5.75%, 12/15/18 (144A) 5.75 12/15/2018 680,000 627,196
Advantage Sales & Marketing Inc 1st Lien Dd L + 3.25% 21jul21 4.25 07/21/2021 0 0
Penn Virginia Corp., 6.0% (Perpetual) (144A) 6.0 12/31/2049 14,300 841,913
14112z Zero% 01feb19 0.0 02/01/2019 2,000,000 2,027,600
Rural, Term Loan, 6/30/18 8.0 06/30/2018 86,479 81,938
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 3.5 03/18/2020 102,147 100,871
New World Resources NV, 4.0%, 10/7/20 (PIK) 4.0 10/07/2020 67,741 31,421
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 7.5051 04/09/2015 750,000 760,075
Endo Finance LLC, 5.375%, 1/15/23 (144A) 5.375 01/15/2023 875,000 863,965
FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A) 9.875 02/01/2020 300,000 326,813
Republic of Ghana, 7.875%, 8/7/23 (144A) 7.875 08/07/2023 1,100,000 1,004,128
Ocwen Financial Corp., 6.625%, 5/15/19 (144A) 6.625 05/15/2019 1,450,000 1,144,030
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 5.273 12/11/2038 2,642,507 2,706,723
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 4.5 04/15/2023 1,940,000 1,970,881
Advanced Micro Devices, Inc., 6.75%, 3/1/19 6.75 03/01/2019 595,000 581,984
Linn Energy LLC, 6.5%, 5/15/19 6.5 05/15/2019 800,000 632,978
Metinvest BV, 8.75%, 2/14/18 (144A) 8.75 02/14/2018 700,000 343,413
Harland Clarke Holdings Corp., Tranche B-4 Term Loan, 8/17/19 6.0 08/17/2019 321,750 321,901
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 4.0 03/01/2020 515,669 508,659
Geely Automobile Holdings, Ltd., 5.25%, 10/6/19 (144A) 5.25 10/06/2019 950,000 976,620
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 3.5 08/17/2020 422,650 418,952
JMC Steel Group, Inc., 8.25%, 3/15/18 (144A) 8.25 03/15/2018 620,000 532,373
Tribune Media Co., Initial Term Loan, 11/20/20 4.0 11/20/2020 500,000 494,063
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 6.0 09/17/2021 1,625,000 1,607,734
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A) 5.135 10/15/2039 100,000 103,828
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 5.5 08/08/2020 398,000 398,166
Bank of America Corp., 7.75%, 5/14/38 7.75 05/14/2038 200,000 295,137
Citadel Plastics Holdings Inc 1st Lien Tlb L + 4.25% 05nov20 5.25 11/05/2020 367,000 364,706
NCR Corp., 6.375%, 12/15/23 6.375 12/15/2023 1,160,000 1,221,649
AXIS Equipment Finance Receivables II LLC, 6.41%, 10/22/18 (144A) 6.41 10/22/2018 250,000 254,469
Seadrill Operating LP, Initial Term Loan, 2/14/21 4.0 02/14/2021 841,500 669,782
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 5.5 06/25/2020 412,291 393,223
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 4.75 06/24/2021 399,000 394,711
Apex Tool Group LLC, Term Loan, 1/31/20 4.5 01/31/2020 638,994 619,026
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 3.47 11/20/2028 1,750,000 68,974
FCA US LLC, Tranche B Term Loan, 12/29/18 3.25 12/29/2018 2,009,813 2,001,020
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 4.94 07/20/2018 1,100,000 1,116,077
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/34 (144A) 0.3383 06/25/2034 9,809,888 272,972
Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A) 7.25 05/01/2022 600,000 583,875
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 5.25 04/08/2020 205,615 204,459
Corporate Office Properties LP, 3.6%, 5/15/23 3.6 05/15/2023 155,000 154,862
Fannie Mae, 0.5%, 12/15/33 0.5 12/15/2033 1,265,000 1,212,046
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 4.25 12/18/2019 916,433 906,314
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 3.721 08/28/2044 460,000 396,289
Scds: (Do) Usd 20dec19 Buy Bnr1c7tr9 100.0 12/20/2019 2,000,000 -257,850
JLL, 7.5%, 2/1/22 (144A) 7.5 02/01/2022 705,000 740,250
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 3.5 10/18/2018 171,500 169,973
Packaging Dynamics Corp., 8.75%, 2/1/16 (144A) 8.75 02/01/2016 272,000 283,900
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.9683 02/25/2035 2,208,000 343,210
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 5.1 08/15/2038 1,150,000 1,166,052
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 0.0   100,000 96,350
Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A) 5.625 12/15/2016 200,000 197,688
RCMC LLC, 5.62346%, 12/17/18 (144A) 5.6235 12/17/2018 250,000 125,327
Fidelity National Financial, Inc., 5.5%, 9/1/22 5.5 09/01/2022 250,000 282,437
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 0.8665 06/15/2033 2,500,000 616,130
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46 5.9505 05/15/2046 1,813,000 1,895,645
SUAM Finance BV, 4.875%, 4/17/24 (144A) 4.875 04/17/2024 500,000 514,347
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6.75 12/31/2049 1,150,000 1,309,804
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 3.2552 04/01/2021 99,250 98,235
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 6.125 09/15/2023 1,200,000 1,335,767
BioScrip, Inc., 8.875%, 2/15/21 (144A) 8.875 02/15/2021 1,050,000 966,970
Seagate HDD Cayman, 4.75%, 6/1/23 4.75 06/01/2023 885,000 951,189
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 8.25 10/19/2019 800,000 118,700
The Ryland Group, Inc., 0.25%, 6/1/19 0.25 06/01/2019 1,000,000 919,167
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5.625 06/21/2018 900,000 959,484
Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23 3.45 01/15/2023 2,500,000 2,474,753
Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20 4.5 06/07/2020 232,502 228,143
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 5.377 12/10/2046 2,000,000 2,042,148
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 6.75 10/01/2037 225,000 300,518
Si Organization Inc 1st Lien Dd L + 0% 19nov19 5.75 11/19/2019 14,052 14,034
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 3.875 09/25/2018 247,495 228,237
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 4.0 01/30/2019 400,857 392,673
American Airlines, Inc., Class B Term Loan, 6/27/19 3.75 06/27/2019 344,750 342,990
Theravance, Inc., 2.125%, 1/15/23 2.125 01/15/2023 500,000 347,660
Viasystems, Inc., 7.875%, 5/1/19 (144A) 7.875 05/01/2019 950,000 1,022,141
PQ Corp., 2014 Term Loan, 8/7/17 4.0 08/07/2017 686,000 676,396
Bank of America Corp., Floating Rate Note, 9/29/49 6.25 09/29/2049 1,000,000 1,047,957
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 6.0 07/25/2034 500,000 99,757
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 4.0 09/26/2020 0 0
Brocade Communications Systems, Inc., 4.625%, 1/15/23 4.625 01/15/2023 1,415,000 1,378,996
Wheelabrator 1st Lien Tl-B L + 4% 15oct21 5.0 10/15/2021 1,915,709 1,929,479
West Corp., Term B-10 Loan, 6/30/18 3.25 06/30/2018 366,334 362,499
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 4.75 04/30/2020 494,246 488,994
Gibraltar Industries, Inc., 6.25%, 2/1/21 6.25 02/01/2021 1,000,000 1,051,250
TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20 5.5 10/18/2020 544,500 541,431
CHS, 6.875%, 2/1/22 6.875 02/01/2022 1,495,000 1,639,268
CWGS Group LLC, Term Loan, 2/20/20 5.75 02/20/2020 1,413,750 1,408,448
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 3.25 01/14/2018 157,102 157,051
DR Horton, Inc., 5.75%, 8/15/23 5.75 08/15/2023 1,265,000 1,393,415
Arlington Flt% 01aug15 0.0 08/01/2015 600,000 655,800
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 2.5608 05/03/2016 250,000 250,764
NEXEO SOLUTIONS LLC, Term B-3 Loan, 9/9/17 5.0 09/09/2017 742,500 710,016
NRG Energy, Inc., 6.25%, 5/1/24 (144A) 6.25 05/01/2024 1,075,000 1,089,109
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 3.75 12/12/2019 165,030 164,824
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3.75 07/02/2021 203,254 199,443
Bayview Commercial Asset Trust 2005-2, Floating Rate Note, 8/25/35 (144A) 0.4783 08/25/2035 1,400,000 299,608
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7 REMICS, Floating Rate Note, 4/15/45 5.8755 04/15/2045 1,400,000 1,404,174
AgStar Financial Services ACA, Floating Rate Note (Perpetual) (144A) 6.75 12/31/2049 1,500 1,552,875
Arcelik AS, 5.0%, 4/3/23 (144A) 5.0 04/03/2023 400,000 394,500
Oasis Petroleum, Inc., 6.875%, 3/15/22 6.875 03/15/2022 500,000 473,299
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 9.5 05/04/2020 100,000 95,644
Golar LNG Partners LP, Floating Rate Note, 10/12/17 6.63 10/12/2017 2,000,000 262,215
LBC Tank Terminals Holding Netherlands BV, 6.875%, 5/15/23 (144A) 6.875 05/15/2023 220,000 225,393
NRG Energy, Inc., 8.25%, 9/1/20 8.25 09/01/2020 200,000 218,875
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 5.918 09/25/2036 189,000 170,286
US Bancorp, Floating Rate Note (Perpetual) 6.5 12/31/2049 3,540 104,713
SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A) 4.56 04/15/2020 450,000 467,613
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 4.125 01/31/2019 258,464 258,626
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 5.0 09/25/2018 178,082 112,370
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 10.0152 06/06/2016 500,000 547,400
Envision Healthcare Corp., Initial Term Loan, 5/25/18 4.0 05/25/2018 293,905 292,803
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 6.5 10/10/2019 1,113,440 1,114,658
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 9.0375 03/16/2016 250,000 267,125
Energy & Exploration Partners, Inc., 8.0%, 7/1/19 (144A) 8.0 07/01/2019 1,520,000 511,733
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 4.25 01/22/2020 0 0
EV Energy Partners LP, 8.0%, 4/15/19 8.0 04/15/2019 0 15,900
Penn Virginia Corp., 7.25%, 4/15/19 7.25 04/15/2019 600,000 507,808
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 5.0 06/16/2018 542,136 510,963
A10 Securitization 2013-1 LLC, 4.7%, 11/17/25 (144A) 4.7 11/17/2025 350,000 351,531
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 3.5 01/15/2022 357,447 348,926
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 4.456 09/27/2032 360,000 10,700
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.1512 04/30/2018 350,000 354,603
Flextronics International, Ltd., 5.0%, 2/15/23 5.0 02/15/2023 695,000 738,824
Rain CII Carbon LLC, 8.25%, 1/15/21 (144A) 8.25 01/15/2021 1,050,000 1,045,975
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 6.0 12/15/2020 540,000 564,390
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 5.625 02/01/2021 1,645,000 1,693,322
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 3.4452 01/17/2019 250,000 255,719
CenturyLink, Inc., 7.6%, 9/15/39 7.6 09/15/2039 150,000 155,807
Quebecor Media, Inc., 5.75%, 1/15/23 5.75 01/15/2023 825,000 855,811
TransDigm, Inc., Tranche C Term Loan, 2/28/20 3.75 02/28/2020 0 0
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 3.5 12/11/2019 298,478 296,892
Nordion 1st Lien Tl-B L + 3.5% 30jul21   07/30/2021 0 0
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 4.5 10/30/2019 0 0
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 8.25 06/07/2021 80,000 76,174
Salix Pharmaceuticals, Ltd., 6.0%, 1/15/21 (144A) 6.0 01/15/2021 755,000 806,088
Wausau Paper 1st Lien Tl-B L + 5.5% 20jul20 6.5 07/20/2020 1,094,500 1,092,448
Post Holdings, Inc., 2.5% (Perpetual) (144A) 2.5 12/31/2049 11,800 1,094,450
Kane Flt% 14jul15 0.0 07/14/2015 713,104 695,633
Caraustar Industries, Inc., Term Loan, 5/1/19 7.5 05/01/2019 202,871 197,799
Talos Production LLC, 9.75%, 2/15/18 (144A) 9.75 02/15/2018 420,000 380,083
General Electric Capital Corp., Floating Rate Note (Perpetual) 7.125 12/31/2049 1,500,000 1,759,281
Safway Group Holding LLC, 7.0%, 5/15/18 (144A) 7.0 05/15/2018 865,000 854,255
Altisource Solutions Sarl, Term B Loan, 12/9/20 4.5 12/09/2020 1,135,199 879,779
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 4.4511 02/21/2049 1,200,000 1,210,534
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 (144A) 3.6665 01/15/2027 1,500,000 1,478,869
GE Mortgage Services LLC, Floating Rate Note, 3/25/27 7.78 03/25/2027 5,850,000 259,144
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 3.7753 04/24/2017 350,000 349,810
JBS Investments GmbH, 7.25%, 4/3/24 (144A) 7.25 04/03/2024 1,600,000 1,626,822
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 9.75 12/12/2017 18,617 18,431
WireCo WorldGroup, Inc., Term Loan, 2/15/17 6.0 02/15/2017 48,412 48,503
Legg Mason, Inc., 3.95%, 7/15/24 3.95 07/15/2024 1,250,000 1,319,789
Altrl Zero% 30jun16 0.0 06/30/2016 2,501,147 1,780,817
Kane Flt% 30jul16   07/30/2016 805,000 878,738
Bayview Commercial Asset Trust 2004-1, Floating Rate Note, 4/25/34 (144A) 1.9683 04/25/2034 4,900,000 435,792
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 3.25 01/31/2021 652,150 642,653
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 3.1738 01/25/2035 1,100,000 109,288
Morgan Stanley, Floating Rate Note (Perpetual) 6.375 12/31/2049 96,200 2,492,542
Memorial Production Partners LP, 6.875%, 8/1/22 (144A) 6.875 08/01/2022 1,090,000 966,883
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 4.5 09/25/2021 365,000 365,827
Epiq Systems, Inc., Term Loan, 8/27/20 4.25 08/27/2020 592,500 588,797
Alliance One International, Inc., 9.875%, 7/15/21 9.875 07/15/2021 800,000 671,511
Cequel Communications LLC, Term Loan, 2/14/19 3.5 02/14/2019 372,447 369,214
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33 5.444 06/25/2033 1,749,811 332,632
MGM Resorts International, Term B Loan, 12/20/19 3.5 12/20/2019 264,600 260,896
American Airlines 2014-1 Class B Pass Through Trust, 4.375%, 10/1/22 4.375 10/01/2022 1,550,000 1,621,930
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 4.0 03/28/2021 646,750 640,121
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 3.7521 03/24/2018 500,000 491,407
VOLT XXIV LLC, 4.75%, 11/25/53 (Step) 4.75 11/25/2053 1,000,000 996,616
j2 Global, Inc., 8.0%, 8/1/20 8.0 08/01/2020 705,000 789,600
SolarCity Corp., 1.625%, 11/1/19 (144A) 1.625 11/01/2019 1,345,000 1,172,452
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 7.5 12/15/2021 1,360,000 631,833
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 5.1 08/15/2038 1,400,000 1,278,439
Springs Industries, Inc., 6.25%, 6/1/21 6.25 06/01/2021 400,000 388,167
Cincinnati Bell, Inc., 8.375%, 10/15/20 8.375 10/15/2020 1,105,000 1,189,571
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 0.0   1,000,000 796,040
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 5.25 10/07/2021 775,000 753,446
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 0.0 12/31/2049 2,500 286,500
Midstates Petroleum Co, Inc., 9.25%, 6/1/21 9.25 06/01/2021 800,000 426,333
Calfrac Holdings LP, 7.5%, 12/1/20 (144A) 7.5 12/01/2020 330,000 286,275
Michaels Stores, Inc., Term B Loan, 1/28/20 3.75 01/28/2020 0 0
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 3.75 07/01/2020 0 0
Sprint Corp., 7.125%, 6/15/24 7.125 06/15/2024 1,225,000 1,202,465
Cardtronics, Inc., 1.0%, 12/1/20 1.0 12/01/2020 1,000,000 939,792
Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49 5.574 11/12/2049 1,500,000 1,554,522
OAS Finance, Ltd., 8.0%, 7/2/21 (144A) 8.0 07/02/2021 860,000 147,872
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 0.0 09/18/2017 800,000 813,760
Wells Fargo Commercial Mortgage Trust 2010-C1, 4.0%, 11/18/43 (144A) 4.0 11/18/2043 100,000 90,256
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 2.5152 01/07/2019 250,000 250,146
Kindred Healthcare Inc Bridge L + 6% 09oct15 7.0 10/09/2015 3,440,000 3,440,000
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 6.375 01/02/2016 400,000 417,054
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 3.2521 04/23/2020 923,632 911,509
Fannie Mae, 4.5%, 9/1/39 4.5 09/01/2039 2,945,000 1,245,396
B&G Foods, Inc., 4.625%, 6/1/21 4.625 06/01/2021 400,000 401,083
Microsemi Corp., Term Loan (2014), 3/14/21 3.25 03/14/2021 175,289 173,799
Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A) 6.875 02/15/2019 1,350,000 1,355,672
Gestamp Funding Luxembourg SA, 5.625%, 5/31/20 (144A) 5.625 05/31/2020 1,215,000 1,238,541
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 5.25 11/25/2032 800,000 173,635
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 4.5 10/25/2018 0 0
MedAssets, Inc., 8.0%, 11/15/18 8.0 11/15/2018 175,000 184,737
AT&T, Inc., 3.9%, 3/11/24 3.9 03/11/2024 3,500,000 3,768,018
Elior Finance & Co SCA, 6.5%, 5/1/20 (144A) 6.5 05/01/2020 900,000 731,609
Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48 5.632 10/15/2048 1,500,000 1,551,026
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21   10/20/2021 650,000 654,525
Fly Leasing, Ltd., 6.375%, 10/15/21 6.375 10/15/2021 1,375,000 1,375,988
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 4.0 11/08/2020 52,277 51,068
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 5.25 04/25/2032 509,814 115,061
McKesson Corp., 4.883%, 3/15/44 4.883 03/15/2044 1,500,000 1,802,029
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 4.5152 12/06/2016 800,000 827,800
ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A) 10.5 12/15/2018 100,000 106,852
Cenveo Corp., 6.0%, 8/1/19 (144A) 6.0 08/01/2019 1,210,000 1,182,775
Landry's, Inc., B Term Loan, 4/24/18 4.0 04/24/2018 431,781 430,881
NCF Dealer Floorplan Master Trust, Floating Rate Note, 10/20/20 (144A) 4.668 10/20/2020 600,000 589,606
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 4.5 05/02/2016 26,230 26,099
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 4.5 06/06/2019 992,424 962,652
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 4.5 05/29/2020 0 0
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 4.75 12/21/2016 180,532 180,532
Eco Services Operations Llc 1st Lien Tl-B L + 3.75% 10oct21 4.75 10/10/2021 575,000 572,125
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 3.95 05/15/2027 400,000 406,154
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 4.25 04/30/2028 300,000 294,473
Banc of America Merrill Lynch Commercial Mortgage, Inc. REMICS, Floating Rate Note, 9/10/47 (144A) 6.3333 09/10/2047 160,000 142,985
Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36 5.75 08/25/2036 1,200,000 183,463
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 6.625 12/31/2064 1,900,000 1,877,662
Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A) 7.2562 07/15/2032 105,000 10,710
Crossmark Holdings, Inc., Term Loan (First Lien), 12/20/19 4.5 12/20/2019 196,123 191,710
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 0.0 03/01/2018 272 6,929
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3.5425 05/05/2017 1,000,000 1,001,019
Frontier Communications Corp., 6.25%, 9/15/21 6.25 09/15/2021 200,000 210,653
Comstock Resources, Inc., 7.75%, 4/1/19 7.75 04/01/2019 1,200,000 643,000
Interline Brands, Inc., Term Loan (First Lien), 3/12/21 4.0 03/12/2021 248,125 243,163
Serena Software Inc 1st Lien Term L + 6.5% 10apr20 7.5 04/10/2020 290,000 288,731
Calpine Corp., Term Loan (10/12), 10/9/19 4.0 10/09/2019 440,365 436,197
ONEOK, Inc., 6.875%, 9/30/28 6.875 09/30/2028 1,450,000 1,746,980
Amkor Technology, Inc., 6.375%, 10/1/22 6.375 10/01/2022 285,000 288,919
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 6.0 08/09/2017 250,000 283,641
CAM Mortgage Trust 2014-2, Floating Rate Note, 5/15/48 (144A) 4.45 05/15/2048 400,000 402,054
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 7.75 01/31/2023 400,000 400,500
Anthem, Inc., 2.75%, 10/15/42 2.75 10/15/2042 300,000 550,117
MCGRAW-HILL SCHOOL EDUCATION HOLDINGS LLC, Term B Loan, 12/18/19 6.25 12/18/2019 1,881,000 1,882,567
Approach Resources, Inc., 7.0%, 6/15/21 7.0 06/15/2021 1,520,000 1,237,196
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 4.0 12/13/2019 687,677 644,410
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 3.5 05/14/2020 295,500 287,620
Frontier Communications Corp., 9.0%, 8/15/31 9.0 08/15/2031 200,000 224,300
Wells Fargo & Co., Floating Rate Note, 12/29/49 5.9 12/29/2049 750,000 776,279
CommScope Holding Co, Inc., 6.625%, 6/1/20 (144A) (PIK) 6.625 06/01/2020 1,150,000 1,171,323
DynCorp International, Inc., 10.375%, 7/1/17 10.375 07/01/2017 150,000 136,297
Morgan Stanley, 4.1%, 5/22/23 4.1 05/22/2023 750,000 782,042
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2.2152 01/08/2019 500,000 500,453
Entegris, Inc., 6.0%, 4/1/22 (144A) 6.0 04/01/2022 1,300,000 1,339,000
NRG Energy, Inc., 6.25%, 7/15/22 6.25 07/15/2022 675,000 695,438
Legg Mason, Inc., 5.625%, 1/15/44 5.625 01/15/2044 500,000 614,583
Griffon Corp., 5.25%, 3/1/22 5.25 03/01/2022 1,875,000 1,841,016
Resolute Forest Products, Inc., 5.875%, 5/15/23 5.875 05/15/2023 1,110,000 1,073,817
CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 (144A) 3.2665 02/15/2029 2,000,000 2,007,399
Kane-Pi4 Flt% 07jul16 0.0 07/07/2016 1,503,871 1,496,953
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 6.55 04/25/2037 250,000 242,756
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 9.0152 06/06/2015 1,250,000 1,293,750
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 5.25 11/25/2032 1,671,000 395,514
The Geo Group, Inc., 5.875%, 10/15/24 5.875 10/15/2024 2,935,000 3,083,401
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 7.75 05/15/2018 132,691 131,530
Bank of America Corp., 6.11%, 1/29/37 6.11 01/29/2037 625,000 771,216
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 7.5043 03/01/2022 200,000 172,470
Hexion US Finance Corp., 8.875%, 2/1/18 8.875 02/01/2018 1,200,000 1,082,250
Firstar Realty LLC, 8.875% (Perpetual) (144A) 8.875 12/31/2049 400 501,250
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 4.25 10/01/2021 1,088,836 1,092,919
Memorial Production Partners LP, 7.625%, 5/1/21 7.625 05/01/2021 770,000 705,753
Banc of America Commercial Mortgage Trust 2007-5, Floating Rate Note, 2/10/51 5.9902 02/10/2051 1,250,000 1,284,537
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 4.25 07/01/2021 126,775 126,399
Westgate Resorts 2014-1 LLC, 5.5%, 12/20/26 (144A) 5.5 12/20/2026 800,000 708,949
Physio-Control International, Inc., 9.875%, 1/15/19 (144A) 9.875 01/15/2019 142,000 152,208
Catamaran Corp., 4.75%, 3/15/21 4.75 03/15/2021 1,125,000 1,160,375
Bankrate, Inc., 6.125%, 8/15/18 (144A) 6.125 08/15/2018 1,150,000 1,162,355
US Bancorp, Floating Rate Note (Perpetual) 6.0 12/31/2049 13,407 364,134
ML-CFC Commercial Mortgage Trust 2006-4, 5.239%, 12/12/49 5.239 12/12/2049 2,000,000 2,027,234
Sealy Corp., 8.0%, 7/15/16 (PIK) 8.0 07/15/2016 13,100 1,112,452
Tarjeta Naranja SA, 9.0%, 1/28/17 (144A) 9.0 01/28/2017 100,000 66,390
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 8.375 09/30/2020 1,846,407 1,131,847
ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A) 3.5695 08/15/2031 1,400,000 1,390,475
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 4.25 12/17/2019 166,250 165,765
NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A) 5.1683 08/27/2029 1,500,000 1,522,108
Nations Equipment Finance Funding I LLC, 5.5%, 5/20/21 (144A) 5.5 05/20/2021 1,360,000 1,391,186
Russian Agricultural Bank OJSC Via RSHB Capital SA, 8.5%, 10/16/23 (144A) 8.5 10/16/2023 435,000 302,136
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 4.25 06/24/2019 492,483 489,405
SandRidge Energy, Inc., 7.5%, 2/15/23 7.5 02/15/2023 700,000 493,208
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 10.7904 04/10/2015 650,000 660,904
Fly Funding II Sarl, Loan, 8/8/18 4.5 08/08/2018 725,118 723,533
CHS, 8.0%, 11/15/19 8.0 11/15/2019 1,075,000 1,163,031
Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A) 5.167 03/15/2018 1,300,000 1,303,505
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 4.25 12/30/2019 196,019 193,323
Rosetta Resources, Inc., 5.625%, 5/1/21 5.625 05/01/2021 515,000 492,630
Cepheid, 1.25%, 2/1/21 (144A) 1.25 02/01/2021 545,000 602,566
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 3.75 07/31/2019 124,031 123,934
Norcraft Companies LP, Initial Loan, 11/12/20 5.25 11/12/2020 198,000 197,753
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 3.75 09/28/2018 91,970 91,251
Bear Stearns Commercial Mortgage Securities Trust 2004-TOP16, Floating Rate Note, 2/13/46 (144A) 5.2181 02/13/2046 500,000 527,753
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 3.5003 12/20/2018 246,231 246,590
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 6.375 09/01/2024 1,500,000 1,625,215
Cummins, Inc., 5.65%, 3/1/98 5.65   350,000 444,932
Fifth Third Bancorp, Floating Rate Note (Perpetual) 6.625 12/31/2049 14,900 410,793
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 7.875 04/07/2016 300,000 232,481
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 5.012 08/21/2054 576,000 647,584
Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A) 4.87 03/10/2027 600,000 284,992
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 8.0 05/02/2018 350,000 129,422
International Equipment Solutions LLC, Initial Loan, 8/16/19 6.75 08/16/2019 652,239 653,055
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 7.875 04/15/2019 400,000 420,275
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 5.3 12/26/2059 200,000 207,104
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 4.25 01/15/2021 220,946 219,703
Vantiv LLC, Term B Loan, 6/12/21 3.75 06/12/2021 328,075 326,363
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3.1033 07/15/2023 750,000 710,796
Avis Budget Car Rental LLC, 5.5%, 4/1/23 5.5 04/01/2023 1,220,000 1,266,767
Stackpole International Intermediate, 7.75%, 10/15/21 (144A) 7.75 10/15/2021 950,000 950,303
DaVita HealthCare Partners, Inc., 5.125%, 7/15/24 5.125 07/15/2024 1,360,000 1,400,906
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 7.506 12/31/2049 1,335,000 1,401,757
Steward Health Care System LLC, Term Loan, 4/10/20 6.75 04/10/2020 492,500 488,191
HJ Heinz Co., Term B-2 Loan, 6/5/20 3.5 06/05/2020 342,038 341,958
Garda World Security Corp., Term B Loan, 11/1/20 4.0 11/01/2020 204,356 199,630
A10 Securitization 2013-1 LLC, 6.41%, 11/17/25 (144A) 6.41 11/17/2025 139,000 139,706
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A) 5.1582 07/10/2045 350,000 354,167
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 6.0 04/21/2019 344,896 343,172
Kane Zero% 22jan16 0.0 01/22/2016 500,000 503,800
Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33 1.668 10/19/2033 3,319,800 111,351
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 4.5 05/09/2017 243,064 238,203
Murray Energy Corp., 8.625%, 6/15/21 (144A) 8.625 06/15/2021 650,000 627,914
AECOM, 5.875%, 10/15/24 (144A) 5.875 10/15/2024 635,000 674,699
Citigroup, Inc., Floating Rate Note (Perpetual) 5.9 12/31/2049 1,500,000 1,538,933
Flextronics International, Ltd., 4.625%, 2/15/20 4.625 02/15/2020 585,000 619,413
Covanta Holding Corp., 5.875%, 3/1/24 5.875 03/01/2024 1,130,000 1,190,149
Vertafore, Inc., Term Loan (2013), 10/3/19 4.25 10/03/2019 94,831 94,356
Wheelabrator 1st Lien Tl-C L + 4% 15oct21 5.0 10/15/2021 84,291 84,897
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.6683 02/25/2035 3,432,000 559,872
GMAC Capital Trust I, Floating Rate Note, 2/15/40 8.125 02/15/2040 27,750 729,825
CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A) 0.6665 05/15/2031 5,908,000 473,352
Heckler & Koch GmbH, 9.5%, 5/15/18 (144A) 9.5 05/15/2018 100,000 85,393
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 4.5 08/18/2021 944,444 946,097
Cme: (Cdx.Na.Hy.23.V1) Usd 20dec19 Z91mw60e6 500.0 12/20/2019 -103,790,000 -6,415,390
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 3.75 01/30/2020 789,237 783,071
NRG Energy, Inc., 7.625%, 1/15/18 7.625 01/15/2018 900,000 985,175
INEOS Group Holdings SA, 5.875%, 2/15/19 (144A) 5.875 02/15/2019 600,000 586,254
Brown Shoe Co, Inc., 7.125%, 5/15/19 7.125 05/15/2019 750,000 790,344
Rosetta Resources, Inc., 5.875%, 6/1/22 5.875 06/01/2022 665,000 631,611
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 5.85 05/21/2043 1,550,000 1,443,631
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 4.4115 08/27/2029 300,000 301,190
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 4.5 02/21/2021 918,063 895,111
ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46 5.485 07/12/2046 1,400,000 1,435,064
Feb15 Vix C @ 17.000000   02/18/2015 650 292,500
Michaels Stores Inc 1st Lien Tl-B2 L + 3% 28jan20 4.0 01/28/2020 0 0
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM MZ, Floating Rate Note, 10/15/19 (144A 6.391 10/15/2019 1,850,000 1,846,745
Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/37 (Step) 6.407 08/28/2037 1,288,834 64,078
COBALT CMBS Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 5.568 04/15/2047 1,200,000 1,233,910
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 2.7576 01/15/2017 250,000 253,531
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 0.0 01/07/2016 550,600 550,765
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 4.0 09/28/2019 0 0
Guggenheim Partners Investment Management Holdings LLC, Initial Term Loan, 7/22/20 4.25 07/22/2020 0 0
BioScrip, Inc., Initial Term B Loan, 7/31/20 6.5 07/31/2020 487,281 486,875
Gannett Co, Inc., 6.375%, 10/15/23 6.375 10/15/2023 1,120,000 1,213,823
Syncreon Group BV, Term Loan, 9/26/20 5.25 09/26/2020 696,482 689,518
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 6.25 12/19/2020 404,250 405,513
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 5.95 12/31/2049 25,000 630,750
Brit Insurance Holdings BV, Floating Rate Note, 12/9/30 6.625 12/09/2030 850,000 1,318,005
American Energy-Permian Basin LLC, 7.375%, 11/1/21 (144A) 7.375 11/01/2021 470,000 365,228
Stone Energy Corp., 7.5%, 11/15/22 7.5 11/15/2022 150,000 132,875
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 6.875 06/24/2019 1,105,000 966,395
US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19 4.25 07/03/2019 741,990 733,643
Qwest Corp., 7.375%, 6/1/51 7.375 06/01/2051 4,400 117,524
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 6.625 02/15/2021 200,000 247,565
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 11.0 10/01/2016 100,000 83,667
Numericable-SFR, 6.0%, 5/15/22 (144A) 6.0 05/15/2022 850,000 892,982
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 5.875 06/24/2019 405,000 407,379
Halcon Resources Corp., 8.875%, 5/15/21 8.875 05/15/2021 595,000 406,823
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 8.375 05/09/2018 200,000 192,215
Wells Fargo & Co., Floating Rate Note (Perpetual) 7.98 12/31/2049 400,000 451,059
DuPont Fabros Technology LP, 5.875%, 9/15/21 5.875 09/15/2021 1,000,000 1,059,694
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 5.75 03/28/2019 127,027 80,980
Belden, Inc., 5.5%, 4/15/23 (144A) 5.5 04/15/2023 300,000 360,385
Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A) 10.75 12/01/2020 208,000 186,753
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 5.55 10/28/2020 500,000 443,519
Prince Mineral Holding Corp., 12.0%, 12/15/19 (144A) 12.0 12/15/2019 265,000 274,533
Avis Budget Finance Plc, 6.0%, 3/1/21 (144A) 6.0 03/01/2021 150,000 183,748
AEP Industries, Inc., 8.25%, 4/15/19 8.25 04/15/2019 485,000 501,631
Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19 5.82 06/15/2019 750,000 758,308
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 5.625 04/17/2020 400,000 309,348
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 7.25 05/01/2019 400,000 408,750
Fannie Mae, 4.5%, 9/1/40 4.5 09/01/2040 2,868,485 901,048
Shearers Foods Llc 1st Lien Tl L + 3.5% 19jun21 4.5 06/19/2021 947,625 942,295
Citigroup, Inc., Floating Rate Note (Perpetual) 5.95 12/31/2049 640,000 658,240
Ensco Plc, 5.75%, 10/1/44 5.75 10/01/2044 3,950,000 4,114,419
Government National Mortgage Association REMICS, Floating Rate Note, 11/16/54 1.0376 11/16/2054 3,400,000 312,826
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3.4165 09/18/2031 1,200,000 1,176,436
DynCorp International, Inc., Term Loan, 7/7/16 6.25 07/07/2016 65,805 65,504
Del Monte Foods, Inc., Initial Loan (Second Lien), 5/26/21 8.25 05/26/2021 590,000 510,350
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2.7507 11/15/2029 500,000 461,275
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 3.618 05/08/2031 530,000 532,496
Signode Industrial Group Us Inc 1st Lien Tl-B L + 3% 21mar21 4.0 03/21/2021 0 0
Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A) 6.75 11/23/2015 900,000 945,225
Linn Energy LLC, 6.25%, 11/1/19 6.25 11/01/2019 900,000 700,313
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 5.875 03/30/2033 165,000 182,047
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 4.16 03/20/2043 200,000 202,372
Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 6.7003 01/09/2017 600,000 539,923
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 6.8652 04/07/2020 1,000,000 1,053,899
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 4.125 11/15/2026 500,000 496,965
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 5.5 09/15/2020 358,317 364,385
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 4.5 01/24/2021 114,138 113,709
Templar Energy Llc Tl-B L + 7.5% 25nov20 8.5 11/25/2020 0 0
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 0.0 01/07/2016 294,350 294,556
Prudential Financial, Inc., Floating Rate Note, 9/15/42 5.875 09/15/2042 1,500,000 1,627,042
RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A) 1.4663 12/10/2035 6,760,000 1,124,518
On Assignment, Inc., Initial Term B Loan, 5/15/20 3.5 05/15/2020 367,182 363,739
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 5.5545 04/10/2038 1,000,000 1,008,542
Gates Global Llc 1st Lien Tl-B L + 3.25% 12jun21 4.25 06/12/2021 623,438 610,635
The Ryland Group, Inc., 5.375%, 10/1/22 5.375 10/01/2022 95,000 93,852
Fannie Mae, 3.5%, 5/1/44 3.5 05/01/2044 6,475,000 6,550,646
Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49 6.0625 12/10/2049 1,600,000 1,695,728
Transfield Services, Ltd., 8.375%, 5/15/20 (144A) 8.375 05/15/2020 805,000 875,583
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) 0.3683 12/25/2036 3,184,259 687,241
Buckeye Partners LP, 4.15%, 7/1/23 4.15 07/01/2023 1,750,000 1,757,286
Axiall Corp., 4.875%, 5/15/23 4.875 05/15/2023 1,405,000 1,384,335
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 6.75 05/23/2019 172,375 172,590
Citigroup, Inc., Floating Rate Note (Perpetual) 7.125 12/31/2049 63,000 1,707,300
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 7.2575 02/13/2015 250,000 254,262
Advanced Micro Devices, Inc., 7.5%, 8/15/22 7.5 08/15/2022 445,000 435,358
AES Corp. Virginia, 4.875%, 5/15/23 4.875 05/15/2023 995,000 980,365
Oxford Finance LLC, 7.25%, 1/15/18 (144A) 7.25 01/15/2018 700,000 727,631
CenturyLink, Inc., 7.65%, 3/15/42 7.65 03/15/2042 1,300,000 1,350,570
Kindred Healthcare, Inc., 6.375%, 4/15/22 6.375 04/15/2022 400,000 392,508
Gulfport Energy Corp., 7.75%, 11/1/20 7.75 11/01/2020 1,190,000 1,204,131
KB Home, 1.375%, 2/1/19 1.375 02/01/2019 700,000 655,813
Ciena Corp., 0.875%, 6/15/17 0.875 06/15/2017 132,000 130,494
Bonanza Creek Energy, Inc., 6.75%, 4/15/21 6.75 04/15/2021 345,000 315,632
Unison Ground Lease Funding LLC, 5.78%, 3/16/43 (144A) 5.78 03/16/2043 300,000 298,557
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 2.0586 10/25/2033 23,000,000 145,205
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 2.0152 04/07/2017 500,000 500,361
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 6.0 06/11/2021 1,716,375 1,724,957
JPMorgan Chase & Co., 1.0%, 9/20/17 500.0 12/20/2017 250,000 30,620
Emdeon, Inc., Term B-2 Loan, 11/2/18 3.75 11/02/2018 775,912 764,758
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 3.75 06/03/2020 215,550 210,722
The Hanover Insurance Group, Inc., 6.35%, 3/30/53 6.35 03/30/2053 40,000 1,007,600
Albertsons LLC, Term B-2 Loan, 3/21/19 4.75 03/21/2019 894,254 893,509
PPL Capital Funding, Inc., 5.9%, 4/30/73 5.9 04/30/2073 25,000 637,500
Bank of America Corp., Floating Rate Note, 10/23/49 6.5 10/23/2049 500,000 532,441
Halyard Health Inc 1st Lien Tl-B L + 3.25% 03oct21 4.0 10/03/2021 500,000 501,875
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 3.7552 07/01/2020 0 0
Kane-Pi4 Zero% 18jul16 0.0 07/18/2016 1,505,000 1,696,436
COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/17/45 (144A) 4.8574 08/17/2045 100,000 104,566
La Hipotecaria Panamanian Mortgage Trust 2007-1, Floating Rate Note, 12/23/36 (144A) 4.25 12/23/2036 1,800,000 835,102
JMC Steel Group, Inc., Term Loan, 4/1/17 4.75 04/01/2017 392,009 385,884
SunPower Corp., 0.875%, 6/1/21 (144A) 0.875 06/01/2021 2,000,000 1,750,417
Coveris Holdings SA, USD Term Loan, 4/14/19 5.25 04/14/2019 29,700 29,669
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12, Floating Rate Note, 2/15/51 6.0117 02/15/2051 1,725,000 1,771,169
Government National Mortgage Association, Floating Rate Note, 3/16/53 0.963 03/16/2053 350,000 22,114
Neenah Paper, Inc., 5.25%, 5/15/21 (144A) 5.25 05/15/2021 274,000 277,695
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 8.9 02/04/2021 500,000 381,256
Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A) 6.75 05/01/2019 1,070,000 1,074,681
Monitronics International, Inc., 9.125%, 4/1/20 9.125 04/01/2020 785,000 753,927
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 3.0 05/03/2020 526,975 511,693
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 7.25 04/01/2019 250,000 265,729
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 7.0 12/15/2045 25,000 19,822
Conseco Financial Corp., 6.18%, 4/1/30 6.18 04/01/2030 2,201,000 221,261
Air Canada 2013-1 Class C Pass Through Trust, 6.625%, 5/15/18 (144A) 6.625 05/15/2018 500,000 519,693
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 400,000 55,080
JinkoSolar Holding Co, Ltd., 4.0%, 2/1/19 (144A) 4.0 02/01/2019 1,455,000 1,226,747
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 4.352 01/25/2043 250,000 224,975
Morgan Stanley, 4.875%, 11/1/22 4.875 11/01/2022 250,000 274,764
NCR Corp., 5.0%, 7/15/22 5.0 07/15/2022 685,000 672,822
Progreso Receivables Funding II LLC, 6.0%, 7/8/19 (144A) 6.0 07/08/2019 500,000 510,042
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6.375 05/15/2043 1,000,000 851,911
Constellation Brands, Inc., 3.75%, 5/1/21 3.75 05/01/2021 470,000 479,106
Appvion, Inc., Term Commitment, 6/28/19 5.75 06/28/2019 985,000 964,684
CoBank ACB, Floating Rate Note (Perpetual) (144A) 6.25 12/31/2049 5,000 515,625
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4.0 05/04/2018 391,192 387,559
Paragon Offshore Finance Co Tl-B L + 2.75% 11jul21 3.75 07/11/2021 289,275 223,465
HLSS Servicer Advance Receivables Trust, 4.4584%, 1/15/48 (144A) 4.4584 01/15/2048 400,000 412,674
Feb15 Vix C @ 19.000000   02/18/2015 500 165,000
CHL Mortgage Pass-Through Trust 2002-32, Floating Rate Note, 1/25/33 5.7393 01/25/2033 450,000 60,265
Mirabela Nickel, Ltd.     922,916 20,824
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 6.875 06/24/2024 314,000 328,454
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 8.625 12/31/2049 450,000 398,803
Rent-A-Center, Inc., 6.625%, 11/15/20 6.625 11/15/2020 930,000 905,807
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 3.0 04/29/2020 172,960 169,123
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 4.0 04/23/2020 303,077 300,472
Amsurg Corp., 5.625%, 7/15/22 (144A) 5.625 07/15/2022 1,545,000 1,601,006
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.7652 04/30/2018 650,000 664,403
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 5.5 10/20/2021 330,315 331,141
MDC Holdings, Inc., 5.5%, 1/15/24 5.5 01/15/2024 890,000 860,986
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 1.1683 01/25/2035 7,450,000 1,114,272
Monty Parent Issuer 1 LLC, 4.25%, 11/20/28 (144A) 4.25 11/20/2028 1,750,000 723,880
Altice Financing SA, 6.5%, 1/15/22 (144A) 6.5 01/15/2022 1,800,000 1,841,200
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3.5 05/24/2018 176,667 165,183
Allegion US Holding Co, Inc., 5.75%, 10/1/21 5.75 10/01/2021 930,000 994,325
SBP HOLDINGS, Ltd., Term Loan (First Lien), 3/24/21 5.0 03/24/2021 447,750 394,020
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 0.0 01/07/2016 1,050,525 1,051,576
Banco Santander SA, Floating Rate Note (Perpetual) 6.375 12/31/2049 800,000 794,058
Nations Equipment Finance Funding II LLC, 5.227%, 9/20/19 (144A) 5.227 09/20/2019 1,499,000 1,440,299
JLL, Initial Dollar Term Loan, 1/23/21 4.25 01/23/2021 447,750 437,228
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 5.125 08/01/2022 1,000,000 1,001,052
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 8.7652 12/06/2016 600,000 619,095
Denbury Resources, Inc., 4.625%, 7/15/23 4.625 07/15/2023 910,000 777,646
CAM Mortgage Trust 2014-1, 5.5%, 12/15/53 (Step) (144A) 5.5 12/15/2053 750,000 480,039
Ocean Rig UDW, Inc., 7.25%, 4/1/19 (144A) 7.25 04/01/2019 1,960,000 1,321,367
Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44 5.5343 12/15/2044 1,600,000 1,631,167
Kane Zero% 22jan17 0.0 01/22/2017 2,100,000 2,137,800
Atrium Innovations, Inc., Initial Tranche B-1 Term Loan (First Lien), 1/29/21 4.25 01/29/2021 595,500 575,402
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 5.9588 05/15/2046 220,000 191,777
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 5.58 06/25/2058 250,000 259,274
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 2.8285 01/21/2017 104,735 104,255
Turkiye Sise ve Cam Fabrikalari AS, 4.25%, 5/9/20 (144A) 4.25 05/09/2020 400,000 395,825
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 9.0152 03/12/2015 250,000 253,338
Iap Worldwide Services Inc 2nd Lien Tl L + 6.5% 18jul19 6.7308 07/18/2019 28,619 25,471
Fannie Mae, 4.0%, 5/1/44 4.0 05/01/2044 1,445,896 1,386,526
Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A) 7.25 06/01/2020 525,000 494,488
NeuStar, Inc., 4.5%, 1/15/23 4.5 01/15/2023 675,000 591,975
Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/17/49 5.7722 03/17/2049 300,000 313,589
Verizon Communications, Inc., 6.55%, 9/15/43 6.55 09/15/2043 576,000 792,337
Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A) 8.0 11/15/2018 481,000 517,984
Feb15 Vix C @ 20.000000   02/18/2015 500 141,250
Amsted Industries, Inc., 5.0%, 3/15/22 (144A) 5.0 03/15/2022 1,705,000 1,715,893
WellCare Health Plans, Inc., 5.75%, 11/15/20 5.75 11/15/2020 1,815,000 1,905,095
Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A) 6.0 06/15/2017 300,000 296,861
WCA Waste Corp., Term Loan, 3/23/18 4.0 03/23/2018 692,457 683,801
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 8.0 06/01/2021 1,265,000 1,199,642
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 3.25 08/01/2019 247,026 246,761
Generac Power Systems, Inc., Term Loan B, 5/31/20 3.25 05/31/2020 662,400 648,937
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 5.75 11/19/2019 211,402 211,138
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 5.0 04/18/2019 714,125 692,701
SRAM LLC, Term Loan (First Lien), 4/10/20 4.0241 04/10/2020 653,188 641,349
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 6.75 09/25/2034 300,000 60,343
Protection One, Inc., Term Loan (2012), 3/21/19 4.25 03/21/2019 496,186 492,465
COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 (144A) 3.667 06/11/2027 1,400,000 1,395,917
CCO Holdings LLC, 5.75%, 9/1/23 5.75 09/01/2023 475,000 492,318
Capella Healthcare, Inc., 9.25%, 7/1/17 9.25 07/01/2017 200,000 210,042
EQTY 2014-MZ Mezzanine Trust, Floating Rate Note, 5/9/19 (144A) 4.918 05/09/2019 300,000 295,458
Aegis Toxicology Corp 1st Lien Tl-B L + 4.5% 20feb21 5.5 02/20/2021 223,875 224,715
ExGen Renewables I LLC, Term Loan, 2/5/21 5.25 02/05/2021 1,079,323 1,090,116
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 6.625 04/07/2021 500,000 602,608
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 5.25 04/25/2032 2,500,000 714,841
Federal Home Loan Mortgage Corp., Floating Rate Note, 5/25/45 (144A) 4.0361 05/25/2045 175,000 181,411
New Residential Advance Receivables Trust Advance Receivables Backed 2014-VF1, 3.6491%, 3/15/45 3.6491 03/15/2045 1,000,000 1,000,988
DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/12/44 (144A) 5.4584 07/12/2044 113,538 129,915
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 11.7874 11/10/2016 500,000 534,175
Univar, Inc., Term B Loan, 6/30/17 5.0 06/30/2017 265,824 257,384
TMX Finance LLC, 8.5%, 9/15/18 (144A) 8.5 09/15/2018 1,035,000 819,835
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 3.7502 06/01/2018 21,259 21,100
Ally Financial, Inc., 7.0% (Perpetual) (144A) 7.0 12/31/2049 1,600 1,608,050
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 5.2257 07/15/2044 2,500,000 2,523,894
Aircastle, Ltd., 6.25%, 12/1/19 6.25 12/01/2019 600,000 654,146
MHP SA, 8.25%, 4/2/20 (144A) 8.25 04/02/2020 500,000 321,199
MedAssets, Inc., Term B Loan, 12/13/19 4.0 12/13/2019 330,801 329,660
RTI International Metals, Inc., 1.625%, 10/15/19 1.625 10/15/2019 385,000 357,245
Targa Resources Partners LP, 4.25%, 11/15/23 4.25 11/15/2023 555,000 523,905
Armacell International GmbH, Term Loan B (First Lien), 7/2/20 5.5 07/02/2020 495,000 492,525
Enel Finance International NV, 5.125%, 10/7/19 (144A) 5.125 10/07/2019 150,000 171,001
Nationstar Mortgage LLC, 6.5%, 6/1/22 6.5 06/01/2022 1,220,000 1,062,417
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 3.5 03/28/2019 604,581 600,047
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 7.42 01/09/2019 1,000,000 1,034,122
Wells Fargo & Co., 7.5% (Perpetual) 7.5 12/31/2049 1,050 1,305,150
Copano Energy LLC, 7.125%, 4/1/21 7.125 04/01/2021 373,000 414,948
Tenet Healthcare Corp., 4.375%, 10/1/21 4.375 10/01/2021 1,480,000 1,483,546
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 3.5 05/23/2019 612,563 606,514
Neiman Marcus Group, Ltd. LLC, Other Term Loan, 10/25/20 4.25 10/25/2020 0 0
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5.625 03/30/2043 2,115,000 2,599,451
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 8.5 04/03/2018 76,767 76,511
Berkeley-Kane Flt% 12jun15   06/12/2015 1,004,200 1,042,259
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 8.25 12/15/2017 200,000 204,108
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/23/2019 239,957 232,558
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 7/25/35 2.5542 07/25/2035 2,900,000 153,858
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 6.75 07/15/2021 2,005,000 2,028,559
Advantage Sales & Marketing Inc 1st Lien Tl-B L + 3.25% 11jul21 4.25 07/11/2021 0 0
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 6.5 07/31/2020 292,369 292,125
Wastequip LLC, Term Loan, 8/9/19 5.5 08/09/2019 492,500 490,653
American Airlines Inc 1st Lien Tl-B L + 3.5% 08oct21 4.25 10/08/2021 175,000 175,620
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 3.5 06/19/2021 63,182 62,984
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4.5 05/03/2018 192,570 192,490
Flagship Credit Auto Trust 2013-1, 5.38%, 7/15/20 5.38 07/15/2020 700,000 717,980
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 0.0 01/07/2016 533,600 533,867
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 3.75 06/09/2021 168,707 168,426
Reynolds Group Issuer, Inc., 8.25%, 2/15/21 8.25 02/15/2021 425,000 448,074
ACA CLO 2006-2, Ltd., Floating Rate Note, 1/20/21 (144A) 0.9766 01/20/2021 500,000 491,568
NBTY, Inc., Term B-2 Loan, 10/1/17 3.5 10/01/2017 750,000 729,492
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 3.169 07/15/2031