Pioneer Multi-Asset Ultrashort Income Fund

Top 10 Portfolio Holdings as of 4/29/2016
Default: sorted by market value

Security Name Par / Shares Market Value
14112Z ZERO% 01Feb19 2,500,000 $74,750
17079Z ZERO% 31Mar18 750,000 $52,500
A10 1.72% 15Apr33 14-1-A1 4,000,000 $2,546,873
A10 2.4% 17Nov25 13-1-A 1,400,000 $15,931
AABST FLT% 25Aug35 05-3-M1 1,311,812 $588,952
AABST FLT% 25Jun34 04-2-A3 21,291,000 $539,998
AABST FLT% 25Oct34 04-4-A2B 6,077,618 $853,572
AABST FLT% 25Oct35 05-4-1A4 800,000 $231,933
AABST FLT% 25Sep34 04-3-A2B 3,465,620 $327,603
AAPL FLT% 03May16 1,500,000 $1,502,423
AAPL FLT% 22Feb19 2,650,000 $2,688,720
ABERD FLT% 01Nov18 08-1A-A 14,900,000 $3,262,035
ABERD FLT% 01Nov18 08-1A-B 1,750,000 $1,738,023
ABFC FLT% 25Dec34 05-WF1-A2C 2,300,000 $437,936
ABFC FLT% 25Jun35 05-HE2-M2 2,500,000 $1,110,370
ABFC FLT% 25Jun35 05-WMC1-M2 3,200,000 $3,024,847
ABIBB FLT% 27Jan17 1,900,000 $1,898,950
ABNANV FLT% 28Oct16 144A 1,725,000 $1,728,080
ABSHE FLT% 25Apr35 05-HE3-M3 724,529 $177,361
ABSHE FLT% 25Jan36 06-HE1 A3 6,155,063 $759,515
ABSHE FLT% 25Jul35 05-HE6-M2 2,367,384 $864,941
ABSHE FLT% 25Nov35 05-HE8-M1 1,800,000 $1,758,292
ACAC 4.96% 10May21 14-2-D 850,000 $862,087
ACACL FLT% 15Jun22 07-1A-D 2,000,000 $1,882,739
ACAR 1.33% 10Jul18 14-4-A 2,040,000 $241,309
ACAR 1.95% 12Sep19 15-3-A 4,500,000 $2,931,236
ACAR 2.37% 12May20 16-1A-A 1,300,000 $1,135,555
ACAR 4.94% 15Jun20 13-1-D 3,600,000 $3,595,943
ACAR 5.2% 12Apr21 14-1-D 1,300,000 $1,294,331
ACASC FLT% 20Apr21 07-1A-A1 1,800,000 $308,627
ACCR FLT% 25Apr35 05-1-A1B 7,490,000 $217,702
ACCR FLT% 25Jul35 05-2 M1 1,110,000 $534,621
ACE FLT% 25Mar36 06-ASP2-A1 60,572,000 $3,578,279
ACER 0.95% 10Apr17 16-1A-A1 3,700,000 $3,700,847
ACER 1.58% 10Oct18 14-1A-B 1,700,000 $1,015,305
ACORNR FLT% 17Jul18 144A 1,250,000 $1,263,077
ACR FLT% 15Aug31 14-FL2_A 5,350,000 $1,733,550
ACR FLT% 15Aug31 14-FL2-AS 2,500,000 $2,480,536
ACTIVISION BLIZZARD INC 1ST LIEN TL-B L + 2.5% 26Jul20 844,837 $850,293
ADVANCE PIERRE FOODS 1ST LIEN TL-B L + 4.5% 10Jul17 180,347 $180,749
AES 1.875% 15Sep16 2,700,000 $2,713,294
AFIN 1.74% 22Oct18 13-1-C 3,200,000 $3,204,730
AH4R FLT% 19Jun31 14-SFR1-B 2,000,000 $1,961,889
ALALTD FLT% 07Jun17 144A 1,000,000 $1,020,995
ALALTD FLT% 07Jun18 144A 2,500,000 $2,586,687
ALBERTSONS LLC 1ST LIEN TL-B2 L + 3.75% 21Mar19 1,488,439 $1,492,559
ALBERTSONS LLC 1ST LIEN TL-B L + 4.5% 21Dec22 498,750 $501,243
ALKERMES INC 1ST LIEN TL-B L + 2.75% 25Sep19 1,111,208 $1,109,819
ALLIANT HOLDINGS I LLC 1ST LIEN TL-B L + 3.5% 28Jul22 71,943 $71,448
ALLIEDBARTON 1ST LIEN TERM L + 3.25% 12Feb21 507,204 $505,090
ALLISON TRANSMISSION INC 1ST LIEN TL-B3 L + 2.75% 23Aug19 763,468 $765,854
ALLYL FLT% 20Jun17 15-SN1-A2B 1,900,000 $957,156
ALTICE 7.875% 15Dec19 144A 1,250,000 $1,339,039
ALTICE US FINANCE I CORP 1ST LIEN TL-B L + 3.25% 14Dec22 1,103,441 $1,104,360
ALTISOURCE PORTFOLIO SOLUTIONS SA 1ST LIEN TL-B L + 3.5% 09Dec20 974,519 $850,268
ALTRL ZERO% 30Jun17 695,760 $113,200
AMCAR FLT% 08Apr19 15-4-A2B 3,000,000 $3,006,733
AMCAR FLT% 10Sep18 15-2-A2B 2,125,000 $1,060,640
AMC ENTERTAINMENT INC. 1ST LIEN TL L + 2.75% 30Apr20 1,439,276 $1,447,822
American Airlines 1ST LIEN TL-B L + 2.75% 27Jun20 2,505,375 $2,495,198
AMERICAN AIRLINES INC 1ST LIEN TL-B L + 3% 10Oct21 495,000 $495,270
AMGN 2.125% 15May17 1,350,000 $1,377,162
AMGN FLT% 22May17 2,725,000 $2,724,325
AMOT FLT% 17Jun19 14-4 2,600,000 $2,591,786
AMSI FLT% 25Apr34 04-R2-A1A 2,610,000 $99,114
AMSI FLT% 25Apr34 04-R2-A1B 24,000,000 $909,845
AMSI FLT% 25Jan36 05-R11-A2D 810,000 $351,501
AMSI FLT% 25Jul35 05-R5-M1 84,000 $24,118
AMSI FLT% 25Jun33 03-AR3-M3 729,633 $131,781
AMSI FLT% 25Mar35 05-R1-M1 2,757,237 $626,897
AMSI FLT% 25Nov34 04-R11-A1 185,415,000 $2,701,261
AMXCA FLT% 15Jan20 12-1-A 350,000 $350,397
AMXCA FLT% 15Jan20 15-1-A 2,600,000 $2,603,608
AMXCA FLT% 15May20 12-4-C 2,100,000 $2,099,104
AMXCA FLT% 15May20 A 3,300,000 $3,305,961
AMXLMM FLT% 12Sep16 1,500,000 $1,506,318
AON 3.125% 27May16 9,225,000 $9,365,637
AOZLTD FLT% 07Apr23 144A 500,000 $502,612
APEX TOOL GROUP LLC 1ST LIEN TL-B L + 3.25% 31Jan20 1,212,500 $1,190,523
APID FLT% 17Jul23 12-9AR-AR 3,000,000 $2,994,296
APLP HOLDINGS LP 1ST LIEN TL L + 5% 12Apr23 2,351,254 $2,345,375
ARCLO FLT% 15May24 14-1A-A 4,300,000 $4,297,753
ARCLO FLT% 17Mar25 15-FL1A-A 5,000,000 $4,779,547
ARDAGH HOLDINGS USA INC/ARDAGH PAC 1ST LIEN TL-B3 L + 3% 17Dec19 670,320 $670,738
ARIFL 0.92% 15Jul21 13-A-A3 600,000 $344,183
ARIFLT 0.8100000000000001% 15Nov22 14-A-A2 3,000,000 $935,799
ARMSTRONG WORLD INDUSTRIES INC 1ST LIEN TL-B L + 3.25% 23Feb23 965,000 $969,825
ARMT FLT% 25Jun35 05-2-6M1 1,485,120 $625,436
ARMT FLT% 25Sep35 05-5-6A22 13,780,000 $834,576
ATLAS FLT% 17Jan19 144A 1,500,000 $1,532,209
AUTO 1.5% 15Apr21 330,000 $108,263
AVAGO TECHNOLOGIES CAYMAN FINANCE 1ST LIEN TL-B L + 3.5% 13Nov22 2,375,000 $2,380,773
AVIS BUDGET CAR RENTAL LLC 1ST LIEN TL-B L + 2.25% 15Mar19 1,263,311 $1,262,719
AWAS AVIATION CAPITAL LTD 1ST LIEN TL-B1 L + 2.75% 16Jul18 323,751 $324,763
AXALTA COATING 1ST LIEN TERM L + 3% 01Feb20 916,014 $916,085
AXIS 1.75% 20Mar17 1A 1,000,000 $12,196
AXP 1.3% 29Jul16 1,300,000 $1,306,206
AXP FLT% 29Jul16 7,142,000 $7,169,121
B&G FOODS INC 1ST LIEN TL-B L + 3% 05Oct22 533,424 $536,342
BAC 3.75% 12Jul16 1,325,000 $1,347,131
BAC 3.875% 22Mar17 1,600,000 $1,641,933
BACCT FLT% 15Jan20 14-A3-A 2,750,000 $2,753,302
BACCT FLT% 16Sep19 14-A2-A 6,400,000 $6,405,989
BAC FLT% 05Jun17 5,135,000 $5,138,102
BAC FLT% 14Feb17 2,000,000 $2,005,658
BAC FLT% 15Jan19 1,350,000 $1,351,213
BAC FLT% 25Aug17 1,423,000 $1,422,038
BACM FLT% 10Sep45 06-1-AJ 3,590,000 $884,765
BACR FLT% 17Feb17 821,000 $823,653
BAFC FLT% 20Feb35 05-A 44,323,000 $1,302,252
BALTA FLT% 25Jan35 04-12_1A4 25,907,600 $2,286,094
BALTA FLT% 25Jan35 04-12-1A1 17,745,000 $1,440,338
BALTA FLT% 25Jan35 04-12-1A2 47,414,000 $3,744,444
BALTA FLT% 25Jun34 04-4-A1 33,443,000 $1,867,053
BALTA FLT% 25Mar35 05-2-1A1 20,000,000 $741,864
BALTA FLT% 25Nov34 04-11-IA2 21,976,800 $721,733
BALTA FLT% 25Nov34 04-13-A1 11,771,000 $438,385
BAMLL14-FL1 FLT% 17Dec31 B 3,613,000 $3,600,171
BAMLL FLT% 15Jun28 14-ICTS-B 1,920,000 $1,897,872
BAMLL FLT% 15Mar28 16-ASHF-B 5,500,000 $5,502,693
BAMLL FLT% 17Dec29 14-INLD-C 3,490,000 $3,436,216
BAMLL FLT% 26Oct44 14-FRR7-A 7,000,000 $6,843,718
BAMLL FLT% 28Aug46 14-FRR6-B 3,600,000 $2,952,220
BAMLL FLT% 29Mar45 14-FRR5-A5 4,700,000 $4,571,952
BAYNGR FLT% 06Oct17 144A 1,400,000 $1,401,034
BAYNGR FLT% 07Oct16 144A 5,300,000 $5,305,915
BAYV FLT% 28Apr36 06-B-2A3 4,911,055 $491,269
BAYV FLT% 28Apr36 06-B-2A4 13,680,000 $384,030
BAYV FLT% 28Apr39 05-B-M1 4,049,351 $1,322,569
BAYV FLT% 28Aug44 04-D-M1 635,000 $139,878
BAYV FLT% 28Aug44 04-D-M2 449,000 $406,972
BAYV FLT% 28Feb44 04-A-A 80,047,000 $816,187
BAYV FLT% 28Jun44 05-C-M1 4,088,000 $2,069,888
BAYV FLT% 28May37 07-A-1A2 100,000 $42,623
BBB INDUSTRIES LLC 1ST LIEN TL L + 5% 20Oct21 990,000 $990,309
BBCMS FLT% 15Feb28 15-SLP-C 3,150,000 $3,092,092
BBCMS FLT% 16Aug27 14-BXO-B 4,955,000 $2,383,698
BBT 1.45% 03Oct16 6,074,000 $6,094,363
BBT FLT% 13Sep16 6,144,000 $6,152,468
BBT FLT% 23May17 500,000 $499,401
BCAP FLT% 26Sep35 09-RR13-16A 8,854,257 $1,158,874
BCAP FLT% 27Dec34 13-RR7-4A1 1,410,000 $832,380
BCAP FLT% 28May36 13-RR3-3A1 1,084,000 $583,765
BCARD FLT% 15May19 12-3A-A 1,300,000 $1,307,636
BCCFC 1.794% 22Jun20 14-1A-A 7,640,000 $1,672,351
BDX FLT% 15Jun16 4,020,000 $4,027,014
BEACON ROOFING SUPPLY INC. 1ST LIEN TL-B L + 3% 25Sep22 696,500 $698,132
BELDEN FINANCE 1ST LIEN TL-B L + 2.5% 09Sep20 1,825,832 $1,822,409
BHMS FLT% 08Jul33 14-ATLS-BFL 4,100,000 $4,028,426
BHP FLT% 17Aug26 13-BOCA-B 3,900,000 $3,905,292
BHP FLT% 30Sep16 1,795,000 $1,793,891
BIOSCRIP INC 1ST LIEN TL-B L + 5.25% 31Jul20 540,470 $497,232
BIOSCRIP INC 1ST LIEN TL L + 5.25% 31Jul20 324,282 $298,339
BK FLT% 06Mar18 1,090,000 $1,091,956
BLACK FLT% 29Apr19 06-1A-B 4,500,000 $4,245,183
BLCP FLT% 15Aug29 14-CLRN-B 2,490,000 $2,424,178
BLUDNB FLT% 23May16 144A 3,325,000 $3,354,891
BMIR FLT% 25Apr26 16-1A-M2A 2,000,000 $2,000,000
BMIR FLT% 25Jul25 15-1A-M1 3,650,000 $2,105,220
BMO FLT% 14Jul17 2,300,000 $2,298,178
BMO FLT% 15Jul16 1,300,000 $1,301,911
BMO FLT% 16Mar18 2,600,000 $2,602,923
BMO FLT% 31Jul18 2,665,000 $2,666,889
BNS FLT% 13Dec16 1,800,000 $1,804,391
BNS FLT% 15Jul16 1,500,000 $1,502,316
BOAMS FLT% 25Feb33 03-A-2A2 10,560,000 $81,784
BOAMS FLT% 25Jul33 03-F-2A5 8,661,215 $290,745
BOAMS FLT% 25May34 04-D-2A1 17,088,000 $1,201,141
BOAMS FLT% 25Oct34 04-I-1A1 6,000,000 $329,995
BOIT FLT% 15Apr19 07-A2-2007- 6,480,000 $6,479,551
BOIT FLT% 15Apr19 07-B1-2007- 150,000 $149,475
BOMFT FLT% 28Aug44 14-20NP-A 1,480,000 $614,010
BOSPHO FLT% 17Aug18 144A 750,000 $752,623
BRIGHT HORIZONS FAMILY SOLUTIONS I 1ST LIEN TL-B1 L + 3.25% 30Jan20 592,500 $594,073
BRIGHT HORIZONS FAMILY SOLUTIONS L 1ST LIEN TL-B L + 2.75% 30Jan20 589,214 $591,056
BRITEL 1.625% 28Jun16 8,646,000 $8,703,374
BRK 2.2% 15Aug16 2,775,000 $2,800,730
BRK FLT% 10Jan17 1,855,000 $1,856,807
BRK FLT% 14Aug17 2,500,000 $2,499,769
BSAA FLT% 25Jan35 04-12-IA3 25,745,000 $2,360,805
BSABS FLT% 25Aug34 04-2-A3 7,523,000 $581,062
BSABS FLT% 25Aug43 05-SD1-1A3 310,000 $49,841
BSABS FLT% 25Feb36 06-1-A 39,400,000 $86,940
BSABS FLT% 25Feb36 06-EC2-M1 7,038,000 $3,641,754
BSABS FLT% 25Jun35 05-FR1-M1 10,850,460 $2,266,644
BSABS FLT% 25Jun36 06-SD2-A1 18,000,000 $1,831,778
BSABS FLT% 25Jun36 06-SD2-A3 1,620,000 $547,517
BSABS FLT% 25Mar35 05-S2-1A2 5,700,000 $1,067,336
BSABS FLT% 25Mar35 05-SD2-1A3 13,790,000 $1,095,560
BSABS FLT% 25May35 05-TC1-M1 3,200,000 $2,323,230
BSABS FLT% 25Oct33 03-AC5-A3 2,875,000 $196,307
BSABS FLT% 25Oct35 05-HE9-M1 5,000,000 $332,351
BSABS FLT% 25Sep34 04-SD3-A3 1,400,000 $324,098
BSARM FLT% 25Aug35 05-5-A1 5,635,000 $423,006
BSARM FLT% 25Jul34 04-3-1A2 10,718,797 $251,103
BSARM FLT% 25May33 03-3-IIIA1 42,906,215 $1,045,458
BSCMS 5.331% 11Feb44 07-PW15-A4 3,575,172 $3,023,091
BSCMS FLT% 11Sep42 05-PWR9-AJ 3,751,000 $309,227
BSMSI FLT% 25Jun30 97-6-3B1 2,875,810 $319,945
BSN MEDICAL 1ST LIEN TL-BA1 L + 3% 28Aug19 593,611 $587,674
BSPHOR FLT% 03May16 144A 1,050,000 $1,053,135
BSSP FLT% 25Mar37 07-EMX1-A1 4,870,000 $659,421
BWP 5.5% 01Feb17 3,320,000 $3,405,447
BXHTL FLT% 15May29 15-JWRZ-GL 3,823,000 $3,670,081
BXLT FLT% 22Jun18 144A 2,500,000 $2,472,778
C 1.35% 10Mar17 2,670,000 $2,678,490
CABMT FLT% 15Jun20 12-2A-A2 2,895,000 $2,892,511
CABMT FLT% 16Mar20 14-1-A 1,600,000 $1,598,081
CABMT FLT% 17Jun19 11-2A-A2 3,630,000 $3,632,476
CABMT FLT% 18Feb20 12-1A-A2 2,350,000 $2,350,828
CAELUS FLT% 06Mar20 144A 2,250,000 $2,259,000
CAELUS FLT% 07Apr17 144A 3,050,000 $3,107,670
CAH FLT% 19Jul31 C 2,100,000 $2,061,485
CAH FLT% 19May31 14-1A-C 2,400,000 $2,354,671
CALD FLT% 23Oct21 6A-A1T 4,000,000 $2,284,959
CALPINE CONSTRUCTION FINANCE CO LP 1ST LIEN TL-B L + 2.25% 03May20 1,167,000 $1,147,549
CALPINE CORP 1ST LIEN TL-B3 L + 3% 09Oct19 748,540 $749,085
CALPINE CORP 1ST LIEN TL-B5 L + 2.75% 28May22 287,825 $286,048
CALPINE CORP 1ST LIEN TL-B6 L + 3% 15Jan23 548,625 $547,768
CARMX 0.97% 16Apr18 13-3-A3 1,830,000 $624,785
CARMX 1.73% 15Feb18 12-2-B 2,500,000 $2,505,302
CARMX 1.99% 15Aug19 13-1-D 19,000 $18,980
CARMX FLT% 15Apr19 15-4-A2B 2,500,000 $2,503,443
CARMX FLT% 15Apr19 16-1-A2B 2,130,000 $2,133,669
CARMX FLT% 15Jun18 15-2-A2B 2,500,000 $1,554,141
CARMX FLT% 15Nov18 15-3-A2B 4,600,000 $3,965,595
CARR FLT% 26Dec35 06-OPT1-A3 21,878,000 $3,013,909
CAS FLT% 25Apr28 15-C04-1M1 2,850,000 $2,743,665
CAS FLT% 25Aug28 16-C01-1M1 2,500,000 $2,478,335
CAS FLT% 25Jul24 14-C03-1M1 8,540,000 $4,550,252
CAS FLT% 25May24 12-C02-1M1 3,560,000 $2,184,100
CAS FLT% 25Oct23 2013-CO1 4,205,000 $2,208,122
CAS FLT% 25Sep28 16-C02-1M1 2,200,000 $2,212,156
CAT FLT% 03Mar17 2,500,000 $2,503,897
CATLK FLT% 15Jan26 15-3A-AX 2,200,000 $2,201,758
CAZ FLT% 10Dec23 2015-1A-A 2,605,000 $2,024,869
CAZ FLT% 10Dec23 2015-1A-B 1,735,000 $1,346,652
CBAAU FLT% 13Mar17 144A 2,000,000 $2,003,229
CBASS FLT% 25Jul34 05-CB2-M1 2,783,000 $413,948
CBASS FLT% 25Jul36 06-RP2-A3 4,500,000 $2,718,192
CBASS FLT% 25Nov33 01-CB4-1A1 4,754,000 $94,658
CBRYRE FLT% 06Jul18 144A 1,000,000 $1,017,683
CBS OUTDOOR AMERICAS CAPITAL LLC/ 1ST LIEN TL-B L + 2.25% 15Jan21 1,486,848 $1,483,285
CCCIT 1.02% 22Feb19 14-A2-A2 5,700,000 $5,715,623
CCCIT 1.23% 24Apr19 14-A4-A4 1,250,000 $1,253,911
CCCIT FLT% 07Nov18 13-A12-NTS 3,490,000 $3,498,810
CCCIT FLT% 09May18 14-A3-A3 5,495,000 $5,497,113
CCCIT FLT% 20May20 08-A7-A7 2,750,000 $2,814,976
CCCIT FLT% 23Jan20 08-A2-A2 2,174,000 $2,208,394
CCCIT FLT% 26May20 13-A2-A2 1,595,000 $1,595,816
CCDJ FLT% 29Jan18 144A 2,590,000 $2,590,840
CCG 0.55% 14Sep16 15-1-A1 2,750,000 $972,611
CCG 1.06% 15Nov21 A2 1,900,000 $805,752
CCMFC FLT% 25Aug35 04-3A-A2 1,300,000 $40,766
CCMFC FLT% 25Jan35 04-1A-A2 3,700,000 $94,434
CCOLT 2.82% 15Mar21 15-1-A 2,500,000 $813,624
CCO SAFARI III LLC 1ST LIEN TL I L + 2.75% 23Jan23 1,000,000 $1,005,446
CDGJ FLT% 15Dec27 14-BXCH-C 6,045,000 $5,961,423
CDW LLC 1ST LIEN TL L + 2.25% 29Apr20 1,144,104 $1,144,997
CECLO FLT% 01Aug24 A1AR 5,220,000 $5,234,055
CEDAR FAIR L.P. 1ST LIEN TL-B L + 2.5% 06Mar20 96,885 $97,429
CFAB 5.323% 26Feb35 04-2-1A4 3,000,000 $34,762
CFAB FLT% 25Oct32 02-4-2A1 1,000,000 $17,088
CFCRE FLT% 15Jul30 15-RUM-B 7,200,000 $7,038,042
CFCRE FLT% 15Jul30 15-RUM-E 1,000,000 $976,733
CF FLT% 07Apr24 11-2A-A 3,050,000 $323,241
CF FLT% 07May24 12-2A-A 2,550,000 $161,511
CF FLT% 07May24 12-2A-D 3,534,000 $3,538,202
CF FLT% 08Feb27 15-1A-A 2,700,000 $2,542,267
CF FLT% 08Feb27 15-1A-D 1,750,000 $1,724,485
CF FLT% 09Mar26 14-1A-A 5,315,000 $3,492,797
CFII FLT% 15Mar28 16-1A-A2 2,500,000 $2,501,398
C FLT% 09Jun16 2,500,000 $2,503,522
C FLT% 15May18 1,330,000 $1,356,825
C FLT% 15Nov16 3,200,000 $3,211,166
C FLT% 24Nov17 2,630,000 $2,628,996
C FLT% 25Jul16 3,700,000 $3,706,596
C FLT% 27Apr18 2,700,000 $2,685,399
CFREE14-CARE FLT% 15Nov29 B 3,300,000 $3,297,175
CFREE14-CARE FLT% 15Nov29 F 500,000 $470,024
CGBAM FLT% 18Feb31 14-HD_B 1,050,000 $1,043,841
CGCC14-FL1 FLT% 16Jun31 A 5,670,000 $5,663,484
CGCMT FLT% 15Jul27 15-SHP2-D 1,500,000 $1,484,547
CGCMT FLT% 15Sep27 15-SSHP-C 5,000,000 $4,880,625
CGCMT FLT% 16Jun33 14-388G-B 5,000,000 $4,999,994
CGCMT FLT% 17Mar49 06-C4-AJ 4,900,000 $4,131,871
CGGS FLT% 09Feb33 16-RNDB-AFL 3,650,000 $3,664,661
CGWF FLT% 15Nov30 13-RKWH-B 9,130,000 $9,110,526
CHAI 1.85% 15Dec21 15-PM1-A 1,700,000 $763,302
CHAIT FLT% 15Mar19 07-A5-A5 6,300,000 $6,284,960
CHAIT FLT% 15May19 15-A6 7,750,000 $7,756,077
CHAIT FLT% 15Nov18 14-A8 A 2,500,000 $2,502,210
CHAIT FLT% 16Dec19 12-A10-A10 200,000 $200,117
CHARTER COMMUNICATIONS OPERATING L 1ST LIEN TL-F1 L + 2.25% 31Dec20 1,288,562 $1,287,455
CHEMOURS COMPANY LLC 1ST LIEN TL-B L + 3% 12May22 496,250 $485,084
CHEMTURA CORPORATION 1ST LIEN TL-B L + 2.75% 29Aug16 71,428 $71,696
CHESAPEAKE FINANCE 2 LIMITED 1ST LIEN TL-B L + 3.25% 30Sep20 138,916 $138,916
CHRYSLER GROUP LLC 1ST LIEN L + 2.5% 29Dec18 1,669,364 $1,670,824
CHRYSLER GROUP LLC 1ST LIEN TL-B L + 2.75% 24May17 216,849 $217,139
CIFC FLT% 10May21 07-1-A1L 500,000 $113,981
CIM FLT% 25Nov57 15-4AG-A1 2,700,000 $2,441,642
CINCINNATI BELL INC 1ST LIEN TL-B L + 3% 10Sep20 1,218,750 $1,215,093
CITEC2014VT1 0.86% 22May17 A2 2,500,000 $951,587
CITREL FLT% 18Apr17 144A 250,000 $246,171
CITREL FLT% 24Apr17 144A 1,350,000 $1,333,456
CLNY FLT% 05Sep32 15-FL3-A 4,500,000 $3,711,835
CMCSA FLT% 15Apr18 144A 1,300,000 $1,302,323
CMLTI 5% 25Oct35 10-4-4A5 9,095,000 $1,036,193
CMLTI 6.5% 25Jun16 03-1-WA1 10,100,000 $1,035
CMLTI FLT% 25May35 05-HE2-M1 4,525,000 $2,981,828
CMLTI FLT% 25Nov34 04-RES1-M2 3,500,000 $192,094
CMLTI FLT% 25Oct34 04-OPT1-M1 2,940,000 $1,155,156
CMLTI FLT% 27Nov45 06-SHL1-A1 21,220,000 $1,376,808
CMSI 5% 25Jul20 05-4-2A1 486,000 $5,953
CMSI 5% 25Oct35 05-7-3A1 17,468,000 $622,548
CNART 1.69% 15Jan20 15-1A-A 3,500,000 $1,838,010
CNFHE FLT% 15Apr32 02-C-MV1 800,000 $180,478
CNFHE FLT% 17Nov31 01-D-M1 1,750,000 $159,177
CNH 0.6899999999999999% 15Jun18 13-A-A3 1,874,000 $71,945
CNH 0.99% 15Nov18 13-B-A4 750,000 $747,772
CNHMT FLT% 15Aug19 13-2A-A 1,550,000 $1,550,206
CNL FLT% 25Oct28 02-1A-A 42,221,000 $1,117,666
CNRCN FLT% 14Nov17 1,670,000 $1,671,297
COF 1.15% 21Nov16 2,750,000 $2,765,936
COF 3.15% 15Jul16 2,699,000 $2,735,586
COF FLT% 05Feb18 1,250,000 $1,251,267
COF FLT% 17Aug18 3,700,000 $3,735,492
COMET FLT% 15Nov19 07-A1-A1 2,635,000 $2,632,711
COMET FLT% 15Nov19 A1 2,000,000 $2,001,678
COMET FLT% 16Dec19 07-A2-A2 3,400,000 $3,397,495
COMET FLT% 17Jun19 06-A11-A11 5,470,000 $5,468,806
COMM FLT% 11Jun27 14-KYO-C 5,740,000 $5,688,561
COMM FLT% 13Aug27 14-PAT-A 6,980,000 $6,872,412
COMM FLT% 13Aug27 14-PAT-C 2,722,000 $2,649,826
COMM FLT% 13Feb32 B 7,340,000 $7,249,034
COMM FLT% 15Jul31 14-FL4-D 5,600,000 $5,441,363
COMM FLT% 15Jun34 14-SAVA-B 5,589,000 $5,479,738
COMM FLT% 15Mar29 14-BBG-A 6,000,000 $5,892,627
COMM FLT% 17Oct31 14-FL5-B 4,970,000 $4,923,029
COMMSCOPE INC 1ST LIEN TERM-B L + 2.5% 14Jan18 119,741 $119,702
COMMSCOPE INC 1ST LIEN TL-B1 L + 3% 29Dec22 1,990,000 $1,995,804
COMMUNICATIONS SALES & LEASING INC 1ST LIEN TL-B L + 4% 16Oct22 397,000 $390,383
COMMUNITY HEALTH 1ST LIEN TL-G L + 2.75% 31Dec19 24,975 $24,637
COMMUNITY HEALTH 1ST LIEN TL-H L + 3% 27Jan21 45,954 $45,339
CONCORDIA HEALTHCARE CORP 1ST LIEN TL-B L + 4.25% 20Oct21 1,246,875 $1,239,861
CONFIE SEGUROS HOLDING II CO 1ST LIEN TL-B L + 2.75% 09Nov18 487,336 $480,331
CONN 4.565% 15Sep20 15-A-A 4,000,000 $1,448,155
CONN 4.68% 16Apr18 16-A-A 3,600,000 $2,911,096
CONVATEC US 1ST LIEN TL-B L + 3% 22Dec16 824,741 $828,349
COOPER-STANDARD AUTOMOTIVE INC 1ST LIEN TL-B L + 3% 28Mar21 342,258 $342,258
CPS 1.31% 15Feb19 A 2,530,000 $981,318
CPS 1.48% 16Mar20 12-D-A 1,060,000 $185,090
CPS 1.65% 15Nov19 15-B-A 1,700,000 $1,180,254
CPS 1.82% 15Sep20 13-B-A 731,000 $187,992
CPS 1.82% 16Dec19 12-C-A 1,439,000 $219,362
CPS 2.25% 15Oct19 16-A-A 2,700,000 $2,374,333
CPS FLT% 15Aug18 14-A-A 700,000 $145,133
CRART 1.41% 17Sep18 13-1-A2 535,000 $90,028
CRGT FLT% 15Nov37 06-2-A1 17,300,000 $1,875,569
CRGT FLT% 19Apr38 07-1-A1 15,883,244 $1,833,838
CRMSI FLT% 25Jul36 06-1-A4 8,714,000 $3,631,616
CRNPT FLT% 21Nov22 12-1A-A1LB 4,300,000 $2,899,701
CROWNE GROUP LLC 1ST LIEN TL-B L + 5% 29Sep20 492,500 $475,262
CRTOS FLT% 19May21 07-1A-D 4,500,000 $4,503,086
CSC HOLDINGS LLC 1ST LIEN TL-B L + 2.5% 17Apr20 992,346 $993,587
CSC HOLDINGS LLC 1ST LIEN TL-B L + 4% 25Sep22 1,000,000 $1,006,125
CSFB FLT% 25Feb32 05-AGE1-M3 1,400,000 $1,272,420
CSFB FLT% 25Jul35 05-6-1A2 22,065,000 $1,862,002
CSFB FLT% 25Jun34 04-AR5-11A2 26,125,000 $338,210
CSMC FLT% 15Aug30 15-SAND-D 3,750,000 $3,657,758
CSMC FLT% 15Aug30 15-SAND-F 1,100,000 $1,022,935
CSMC FLT% 15Jun38 06-C3-AM 4,434,000 $4,457,455
CSMC FLT% 15Jun39 07-C3-A4 7,500,000 $5,625,035
CSMC FLT% 15Mar28 15-TOWN-C 2,300,000 $2,242,163
CSMC FLT% 15Sep39 07-C4-A1AM 5,000,000 $5,075,011
CSMC FLT% 15Sep39 07-C4-A4 1,955,009 $1,384,378
CSMC FLT% 16Apr29 15-DEAL-B 3,500,000 $3,410,634
CSMC FLT% 27Jul36 09-3R-25A1 7,712,000 $381,085
CSMC FLT% 27Oct36 06-CF3-A1 12,650,000 $642,095
CVX FLT% 02Mar18 2,550,000 $2,536,447
CVX FLT% 09Nov16 2,640,000 $2,643,662
CVX FLT% 16Nov18 1,385,000 $1,382,050
CWALT FLT% 25Apr34 04-6CB-A 32,705,000 $1,775,206
CWALT FLT% 25Feb35 04-J13-M1 1,000,000 $852,089
CWALT FLT% 25May33 03-3T1_A7 15,000,000 $424,484
CWGS GROUP LLC 1ST LIEN TL-B L + 4.75% 20Feb20 371,974 $371,509
CWHL FLT% 25Jun18 03-15-1A1 43,013,062 $476,249
CWL FLT% 25Aug35 05-SD2-M2 500,000 $224,743
CWL FLT% 25Dec34 04-7-MV3 13,486,000 $5,034,567
CWL FLT% 25Jun33 04-SD1-A1 9,355,000 $166,687
CWL FLT% 25Jun33 04-SD1-A2 2,000,000 $35,447
CWL FLT% 25Mar35 05-BC1-M4 5,600,000 $1,644,976
CWL FLT% 25Nov35 05-SD3-A2 7,825,000 $159,846
CWL FLT% 25Oct34 04-BC5-M2 5,000,000 $1,280,934
CXHE 3.654% 25Mar33 03-A-AF6 2,230,000 $372,455
D 1.95% 15Aug16 2,376,000 $2,392,573
DAIGR FLT% 01Aug16 144A 2,845,000 $2,855,392
DAIGR FLT% 01Aug17 144A 2,061,000 $2,055,959
DAIGR FLT% 02Mar18 144A 1,275,000 $1,263,936
DAIGR FLT% 03Aug17 144A 3,215,000 $3,224,586
DAIGR FLT% 10Mar17 144A 1,500,000 $1,500,446
DAIGR FLT% 18May18 144A 2,370,000 $2,347,917
DARLING INTERNATIONAL INC. 1ST LIEN TL-B1 L + 2.5% 19Dec20 1,558,200 $1,561,589
DAVITA HEALTHCARE PARTNERS INC 1ST LIEN TL-B L + 2.75% 19Jun21 467,906 $470,295
DCENT FLT% 15Aug19 14-A2-A2 2,000,000 $2,003,740
DCENT FLT% 17Aug20 15-A1-A1 300,000 $300,586
DE FLT% 11Oct16 1,500,000 $1,502,183
DEFT FLT% 22Dec17 15-2-A2B 2,600,000 $2,600,532
DELHE 7.04% 25Jun27 97-2-A6 1,000,000 $480
DELOS FINANCE SARL 1ST LIEN TL-B L + 2.75% 06Mar21 1,295,000 $1,301,677
Delta Air Lines Inc 1ST LIEN TL-B-1 L + 2.75% 18Oct18 725,625 $728,346
DELTA AIR LINES INC 1ST LIEN TL-B L + 2.5% 24Aug22 298,500 $299,507
Deltek Systems Inc 1ST LIEN TERMLOAN L + 4% 31Dec22 286,517 $286,517
DEMATIC 1ST LIEN TL B4 L + 3.25% 18Dec19 993,746 $988,777
DIEBOLD INC 1ST LIEN TL-B L + 4.5% 18Mar23 1,000,000 $1,004,158
DIGITALGLOBE INC. 1ST LIEN TL-B L + 2.75% 31Jan20 1,856,235 $1,864,341
DIS 1.35% 16Aug16 2,835,000 $2,849,305
DROCK FLT% 16Dec19 A 1,100,000 $1,100,363
DROCK FLT% 16Mar20 14-2-A 1,800,000 $1,799,707
DRUGB FLT% 15Jul23 14-1-A1 3,750,000 $2,585,606
DTAOT 1.06% 17Sep18 15-1A 2,100,000 $320,845
DTAOT 1.24% 17Sep18 15-2A 2,600,000 $968,215
DTAOT 1.66% 15Mar19 15-3A-A 3,000,000 $1,814,835
DTAOT 1.73% 15Aug19 16-2A-A 2,200,000 $2,200,430
DTAOT 2% 16Sep19 16-1A-A 1,700,000 $1,332,854
DTZ US BORROWER LLC 1ST LIEN TL-B L + 3.25% 04Nov21 1,693,416 $1,694,826
DUK FLT% 03Apr17 2,610,000 $2,601,302
DUK FLT% 06Mar17 1,275,000 $1,274,763
DUK FLT% 11Jul16 2,285,000 $2,286,836
DUK FLT% 20Nov17 7,095,000 $7,019,728
DYNCORP 1ST LIEN TL-B L + 4.5% 07Jul16 139,567 $136,426
DYNEGY INC 1ST LIEN TL-B2 L + 3% 23Apr20 448,846 $445,928
EART 1.54% 15Nov19 15-2A-A 3,400,000 $1,704,112
EART 1.6% 17Jun19 15-1A-A 1,700,000 $636,679
EART 3.06% 16Jul18 12-2A-C 1,000,000 $935,554
EART FLT% 15Aug18 14-2A-A 1,400,000 $148,369
EASTLA FLT% 14Mar18 144A 2,000,000 $1,976,897
EDENRE ZERO% 19Apr18 144A 13,000 $109,798
EDENRE ZERO% 23Apr19 144A 1,287,000 $1,309,908
EDF CP ZERO% 10Jun16 USD 2,650,000 $2,647,495
EDF FLT% 20Jan17 144A 1,865,000 $1,861,743
EFF 0.93% 20Apr18 12-2-A3 1,800,000 $449,882
EFF 1.06% 20Mar19 13-2-A2 4,036,000 $417,353
EFF 1.59% 22Feb21 15-2-A2 2,600,000 $2,593,306
EFF FLT% 20Sep19 14-1-A2 2,000,000 $709,802
ELAT FLT% 26May37 07-1-A2B 4,825,000 $1,590,125
EMDEON BUSINESS SERVICES LLC 1ST LIEN TL L + 2.5% 02Nov18 1,583,531 $1,582,541
EMERGENCY MEDICAL SERVICES 1ST LIEN TL-B L + 3% 25May18 1,232,908 $1,235,990
ENBCN FLT% 01Oct16 3,000,000 $2,981,786
ENDO INTERNATIONAL 1ST LIEN TL-B1 L + 3% 24Jun22 694,560 $693,402
ENTERCOM RADIO LLC 1ST LIEN TL-B2 L + 3% 23Nov18 311,590 $311,720
EPIQ SYSTEMS INC. 1ST LIEN TL-B L + 3.5% 27Aug20 462,397 $461,241
EQTY14-INNS FLT% 08May31 B 3,530,000 $3,387,842
EQTY FLT% 08May31 14-INNS-C 1,850,000 $1,791,998
EQVA FLT% 25Mar28 97-1-A3 1,500,000 $4,605
ES FLT% 17May16 1,013,000 $1,014,825
EW Scripps 1ST LIEN TERMLOAN L + 2.9717% 26Nov20 519,716 $519,175
EXAR 2.41% 15May18 13-1A-B 1,000,000 $316,755
EXC 1.2% 15Oct16 1,370,000 $1,373,564
EXPERT GLOBAL SOLUTIONS INC 1ST LIEN TL-B L + 7.25% 03Apr18 10,554 $10,370
F 1.7% 09May16 1,375,000 $1,386,258
FBRSI FLT% 25Nov35 05-5-AV24 700,000 $420,720
FCAT 1.98% 15Oct20 15-2-A 3,500,000 $2,568,270
FCAT 2.38% 15Oct20 15-3-A 3,000,000 $2,542,272
FCAT 5.38% 15Jul20 13-1-D 1,950,000 $1,946,230
FFCB FLT% 20Jun16 10,000,000 $10,006,982
F FLT% 08Nov16 1,715,000 $1,717,254
F FLT% 08Sep17 2,600,000 $2,593,315
F FLT% 09Jan18 2,600,000 $2,595,721
F FLT% 27Mar17 3,500,000 $3,494,942
FFML FLT% 25Apr35 05-FFH2-M2 1,500,000 $1,158,446
FFML FLT% 25Jan36 06-FF1-2A3 13,000,000 $1,520,812
FFML FLT% 25Mar35 05-FF2-M3 3,935,000 $2,734,340
FFML FLT% 25Nov32 03-FFC-M1 3,200,000 $127,716
FFML FLT% 25Nov36 05-FF12-A2B 12,150,000 $1,169,550
FFML FLT% 25Sep35 05-FFH3-M1 4,351,000 $923,067
FH ARM POOL FLT% #845535 01Oct23 1,890,000 $5,726
FH ARM POOL FLT% #847207 01Nov33 850,000 $14,305
FH ARM POOL FLT% #865451 01Jun35 3,000,000 $6,539
FHASI FLT% 25Sep33 03-AR3-2A1 13,000,000 $691,367
FHLB 2.9% 20Apr17 4,130,000 $540,369
FHLMC 3.5% 15Jun28 3691-JC 5,381,000 $28,841
FHLMC 3% 15Dec24 3874-GC 32,045,000 $3,846,323
FHLMC FLT% 15Apr28 2186-FY 48,028,376 $459,215
FHLMC FLT% 15Apr36 3147-PF 3,463,000 $458,713
FHLMC FLT% 15Aug26 3914-LF 1,330,000 $336,467
FHLMC FLT% 15Aug35 3012-FE 5,000,000 $586,493
FHLMC FLT% 15Aug35 3042-PF 2,185,000 $316,465
FHLMC FLT% 15Aug35 3173-F 50,000,000 $3,411,397
FHLMC FLT% 15Aug36 3247-FA 17,556,000 $585,497
FHLMC FLT% 15Dec20 3780-FE 1,000,000 $99,498
FHLMC FLT% 15Dec28 2106-F 56,250,000 $373,571
FHLMC FLT% 15Dec32 2543-EF 15,400,000 $122,927
FHLMC FLT% 15Dec32 2585-FD 1,700,000 $22,458
FHLMC FLT% 15Dec32 2650-FV 9,063,000 $394,696
FHLMC FLT% 15Dec32 2650-FX 11,201,000 $486,688
FHLMC FLT% 15Dec39 3610-FA 2,334,000 $740,810
FHLMC FLT% 15Dec41 4056-QF 1,000,000 $494,633
FHLMC FLT% 15Feb18 2571-FB 26,045,000 $265,108
FHLMC FLT% 15Feb19 3346-FA 4,675,000 $127,067
FHLMC FLT% 15Feb25 3877-FN 2,142,856 $228,356
FHLMC FLT% 15Feb29 2122-FD 23,100,000 $204,157
FHLMC FLT% 15Feb30 39-60-FB 2,056,750 $639,765
FHLMC FLT% 15Feb33 2567-FJ 49,250,000 $496,140
FHLMC FLT% 15Feb33 2577-FA 15,000,000 $289,014
FHLMC FLT% 15Feb36 3117-EF 5,000,000 $262,015
FHLMC FLT% 15Feb36 31-17-FE 5,087,000 $676,019
FHLMC FLT% 15Feb39 3767-JF 1,251,000 $449,789
FHLMC FLT% 15Jan33 2551-FD 86,214,000 $879,583
FHLMC FLT% 15Jan35 2916-NF 5,669,000 $526,556
FHLMC FLT% 15Jan36 3102-FG 1,837,000 $238,260
FHLMC FLT% 15Jan37 32-66-F 63,238,000 $2,530,555
FHLMC FLT% 15Jul21 2647-XF 17,312,039 $91,626
FHLMC FLT% 15Jul23 3784-F 2,924,000 $422,639
FHLMC FLT% 15Jul34 33-7-FT 5,000,000 $451,070
FHLMC FLT% 15Jul36 3181-HF 15,317,285 $858,078
FHLMC FLT% 15Jul36 3191-FE 1,200,000 $31,688
FHLMC FLT% 15Jul36 3244-TF 5,000,000 $482,279
FHLMC FLT% 15Jul40 3708-PF 2,570,000 $383,225
FHLMC FLT% 15Jun23 2626-NF 6,500,000 $48,628
FHLMC FLT% 15Jun31 2411-FR 25,000,000 $261,953
FHLMC FLT% 15Jun33 2631-FC 10,000,000 $389,625
FHLMC FLT% 15Jun36 31-73-FC 5,835,000 $393,027
FHLMC FLT% 15Jun36 3175-FE 52,250,000 $1,562,857
FHLMC FLT% 15Jun38 3874-PF 4,056,000 $249,259
FHLMC FLT% 15Mar24 1695-EG 6,200,000 $1,111,266
FHLMC FLT% 15Mar32 2432-FH 22,000,000 $151,620
FHLMC FLT% 15Mar32 24-39-F 64,920,000 $518,749
FHLMC FLT% 15Mar32 2470-AF 122,751,000 $768,762
FHLMC FLT% 15Mar32 2471-FD 54,102,000 $438,283
FHLMC FLT% 15Mar36 31-22-FP 5,000,000 $754,475
FHLMC FLT% 15Mar39 3804-FN 1,000,000 $138,355
FHLMC FLT% 15Mar41 3867-PF 13,046,000 $1,820,649
FHLMC FLT% 15May29 2156-FQ 15,000,000 $94,273
FHLMC FLT% 15May33 2614-FV 3,790,000 $321,151
FHLMC FLT% 15May35 2976-LF 3,925,000 $705,194
FHLMC FLT% 15May35 3129-FP 10,200,000 $312,198
FHLMC FLT% 15May36 237-F14 7,791,000 $360,871
FHLMC FLT% 15May37 3315-F 5,000,000 $198,223
FHLMC FLT% 15May37 3560-FA 3,000,000 $120,695
FHLMC FLT% 15May41 3867-FD 340,000 $76,167
FHLMC FLT% 15Nov31 2377-FE 20,187,077 $91,432
FHLMC FLT% 15Nov33 2711-FA 2,550,000 $227,022
FHLMC FLT% 15Nov35 3067-FA 850,000 $144,102
FHLMC FLT% 15Nov36 3239-EF 5,342,000 $675,350
FHLMC FLT% 15Nov36 3239-FB 2,850,000 $352,723
FHLMC FLT% 15Nov40 3792-DF 1,265,000 $352,628
FHLMC FLT% 15Oct20 3335-AF 1,400,000 $62,790
FHLMC FLT% 15Oct31 2368-AF 1,750,000 $62,070
FHLMC FLT% 15Oct37 3373-FB 18,287,000 $892,358
FHLMC FLT% 15Oct37 3376-FM 9,195,000 $402,155
FHLMC FLT% 15Sep26 3970-GF 1,427,500 $632,005
FHLMC FLT% 15Sep32 2498-FQ 10,000,000 $138,921
FHLMC FLT% 15Sep36 3221-FW 3,320,000 $292,333
FHLMC FLT% 15Sep36 3222-FN 3,470,000 $206,543
FHLMC FLT% 26Nov46 12-K501-C 2,500,000 $2,514,185
FHLT FLT% 25Apr35 05-B-M3 10,250,000 $809,509
FHLT FLT% 25Jun35 05-2-M2 1,100,000 $749,167
FHLT FLT% 25Nov35 05-D-2A3 44,651,000 $190,053
FHR 2% 15Aug20 3706-C 5,100,000 $943,146
FHR 2% 15Nov20 3760-KH 6,550,000 $926,945
FHR 3.5% 15Jul23 3538-DE 33,800,000 $572,497
FHR 3% 15Apr24 3805-AH 11,000,000 $1,334,537
FHR 3% 15Jul36 3843-KG 4,340,000 $313,221
FHR 4% 15Dec23 3595-BA 60,935,000 $1,216,660
FHR 5% 15Oct26 3628-VB 5,328,602 $2,356,445
FHSTR FLT% 15Aug36 239-F29 10,000,000 $322,090
FHSTR FLT% 15Aug36 239-F30 43,230,336 $1,394,931
FHSTR FLT% 15Dec36 244-F22 10,968,000 $426,758
FIAOT 0.86% 15Aug18 A2 2,100,000 $202,356
FIAOT 1.23% 15Mar19 13-2A-A2 4,251,000 $416,923
FIAOT 2.53% 15Jan20 13-1A-D 4,175,000 $4,148,363
FIAOT20143A 1.06% 15Nov18 A2 2,000,000 $520,882
FITAT FLT% 15May17 A2B 1,700,000 $25,015
FITB 1.15% 18Nov16 5,920,000 $5,959,788
FITB FLT% 18Nov16 1,800,000 $1,806,439
FITB FLT% 20Dec16 1,727,000 $1,724,397
FLT% 15Jun16 1,000,000 $1,010,700
FLT% 31Mar19 2,500,000 $2,504,000
FLT% 31Mar19 2,500,000 $2,500,000
FLY LEASING II SARL 1ST LIEN TL L + 2.75% 09Aug19 2,023,083 $2,018,974
FMIC FLT% 25Feb35 04-5-M2 7,050,000 $447,903
FMIC FLT% 25Mar35 05-1-M4 1,457,000 $90,675
FN 20 YR POOL 7% #251295 01Oct17 2,241,352 $3,331
FN ARM POOL FLT% #323626 01Nov23 970,000 $5,556
FN ARM POOL FLT% #661690 01Sep32 375,000 $18,677
FN ARM POOL FLT% #725738 01Oct32 500,000 $25,648
FN ARM POOL FLT% #761756 01Feb34 500,000 $22,716
FN ARM POOL FLT% #889104 01Jan48 175,000 $17,745
FNH 1.296% 10Dec22 14-1A-A 2,500,000 $1,011,291
FNH 3.24% 10Dec23 15-1-A 3,000,000 $2,256,052
FNLC FLT% 25Sep35 05-2-M1 2,450,000 $2,092,404
FNMA FLT% 03Oct16 8,925,000 $8,938,650
FNMA FLT% 18Jan32 01-81-FL 16,977,308 $183,713
FNMA FLT% 18Jul27 97-46-FA 15,000,000 $47,531
FNMA FLT% 18Nov32 02-75-FD 105,671,000 $1,492,496
FNMA FLT% 25Apr25 10-38-F 2,280,000 $206,548
FNMA FLT% 25Apr32 02-23-FA 35,072,000 $1,617,322
FNMA FLT% 25Apr33 03-31-FM 36,000,000 $827,972
FNMA FLT% 25Apr35 05-W3-3A 750,000 $118,044
FNMA FLT% 25Apr42 12-40-PF 642,857 $378,392
FNMA FLT% 25Aug31 01-37-F 17,600,000 $175,286
FNMA FLT% 25Aug32 02-58-FD 5,000,000 $67,654
FNMA FLT% 25Aug32 02-82-FB 15,000,000 $223,374
FNMA FLT% 25Aug33 03-117-KF 485,000 $9,152
FNMA FLT% 25Aug36 06-70-BF 4,450,000 $206,539
FNMA FLT% 25Dec23 93-230-FA 13,749,086 $81,763
FNMA FLT% 25Dec23 93-247-FA 5,000,000 $253,170
FNMA FLT% 25Dec23 93-247-FE 5,000,000 $246,108
FNMA FLT% 25Dec30 00-47-FD 20,000,000 $75,678
FNMA FLT% 25Dec31 01-72-FB 30,500,000 $713,813
FNMA FLT% 25Dec32 02-77-F 14,000,000 $291,775
FNMA FLT% 25Dec33 11-74-FQ 25,758,805 $5,567,985
FNMA FLT% 25Dec36 06-115-BF 4,800,000 $181,272
FNMA FLT% 25Dec37 07-110-FA 21,428,000 $470,489
FNMA FLT% 25Dec38 11-111-DF 400,000 $160,497
FNMA FLT% 25Feb33 03-7-FA 10,610,000 $266,544
FNMA FLT% 25Feb33 03-8-FJ 16,918,890 $614,615
FNMA FLT% 25Feb35 05-83-LF 2,497,000 $665,770
FNMA FLT% 25Feb37 07-2-FT 20,692,000 $528,317
FNMA FLT% 25Feb37 07-7-FJ 5,150,000 $373,004
FNMA FLT% 25Feb38 08-6-FA 4,400,000 $181,057
FNMA FLT% 25Feb38 08-7-FA 50,000,000 $11,817,629
FNMA FLT% 25Feb38 11-33-PF 2,184,000 $216,864
FNMA FLT% 25Jan32 02-1-FC 30,000,000 $296,060
FNMA FLT% 25Jan33 02-92-FB 5,000,000 $118,311
FNMA FLT% 25Jan33 02-93-FH 13,036,000 $321,760
FNMA FLT% 25Jan40 09-113-FB 5,000,000 $269,000
FNMA FLT% 25Jul31 01-35-F 48,885,770 $345,306
FNMA FLT% 25Jul31 01-69-FA 50,000,000 $241,792
FNMA FLT% 25Jul32 02-56-FN 15,000,000 $151,958
FNMA FLT% 25Jul34 04-52-FW 7,443,000 $378,651
FNMA FLT% 25Jul34 04-54-FN 2,860,000 $121,897
FNMA FLT% 25Jul35 05-66-FD 9,145,238 $1,559,078
FNMA FLT% 25Jul35 05-66-PF 23,056,000 $1,719,962
FNMA FLT% 25Jul36 06-56-FC 2,000,000 $213,789
FNMA FLT% 25Jul37 07-66-FB 1,942,360 $218,515
FNMA FLT% 25Jun23 03-49-FY 3,460,000 $198,983
FNMA FLT% 25Jun36 06-42-CF 8,454,822 $599,133
FNMA FLT% 25Jun37 07-50-FN 7,474,000 $674,410
FNMA FLT% 25Jun37 07-57-FA 632,250 $59,643
FNMA FLT% 25Jun37 07-58-FA 3,590,000 $248,917
FNMA FLT% 25Jun37 07-98-FD 900,000 $71,436
FNMA FLT% 25Mar18 03-17-FN 73,948,000 $889,400
FNMA FLT% 25Mar23 99-49-FB 17,080,403 $75,049
FNMA FLT% 25Mar24 94-40-FC 14,460,650 $430,001
FNMA FLT% 25Mar28 98-21-F 24,210,000 $223,203
FNMA FLT% 25Mar34 04-14-F 20,624,640 $1,086,288
FNMA FLT% 25Mar36 06-11-FB 700,000 $92,813
FNMA FLT% 25Mar37 07-103-AF 2,300,000 $165,802
FNMA FLT% 25Mar37 07-13-FA 39,983,000 $685,733
FNMA FLT% 25Mar37 07-24-FD 3,413,000 $330,139
FNMA FLT% 25Mar45 05-W3-2AF 12,700,000 $1,468,952
FNMA FLT% 25May33 03-42-JF 15,932,000 $294,621
FNMA FLT% 25May36 06-33-FH 23,900,354 $370,924
FNMA FLT% 25May36 06-34-FA 13,100,000 $973,955
FNMA FLT% 25May37 07-41-FA 32,172,000 $630,334
FNMA FLT% 25May40 10-43-FD 500,000 $178,791
FNMA FLT% 25May40 10-43-IF 8,500,000 $865,543
FNMA FLT% 25May40 11-19-FM 2,619,152 $741,867
FNMA FLT% 25Nov31 01-50-FQ 50,000,000 $356,789
FNMA FLT% 25Nov31 01-65-F 44,000,000 $313,974
FNMA FLT% 25Nov33 03-107-FD 10,000,000 $561,169
FNMA FLT% 25Nov34 04-91-HF 9,662,000 $441,530
FNMA FLT% 25Nov36 06-104-GF 1,625,000 $262,578
FNMA FLT% 25Oct35 05-83-KT 6,475,000 $469,209
FNMA FLT% 25Oct35 05-86-FC 625,000 $9,792
FNMA FLT% 25Oct36 06-93-FN 71,456,000 $1,956,183
FNMA FLT% 25Oct37 07-100-YF 1,030,000 $95,867
FNMA FLT% 25Oct37 07-91-FB 2,400,000 $541,880
FNMA FLT% 25Oct38 08-88-FA 6,344,000 $468,187
FNMA FLT% 25Sep20 90-118-F 13,700,000 $7,957
FNMA FLT% 25Sep21 91-124-FA 8,269,375 $60,786
FNMA FLT% 25Sep32 02-90-FH 20,000,000 $285,313
FNMA FLT% 25Sep33 03-91-FD 19,984,406 $1,545,859
FNMA FLT% 25Sep36 06-82-F 13,053,000 $437,272
FNMA FLT% 25Sep37 07-85-FG 7,400,000 $595,249
FNMA FLT% 25Sep37 07-92-OF 3,173,000 $290,732
FNMA FLT% 25Sep37 07-93-FD 1,915,000 $166,183
FNMA FLT% 27Oct37 07-114-A6 2,738,000 $1,455,361
FNMNT FLT% 15Sep20 15-1-A 4,400,000 $4,404,322
FNR 3.5% 25Oct23 10-43-AB 10,418,500 $693,635
FNR 3% 25Aug25 11-42-BJ 4,300,000 $360,816
FNR 3% 25Nov18 10-83-AK 28,480,000 $2,196,725
FNR 4.5% 25Sep18 03-92-HP 66,086,887 $2,780,670
FNR 4.5% 25Sep35 08-29-CA 21,935,000 $935,682
FNR 5% 25Jun34 05-83-TK 5,572,000 $273,183
FNW FLT% 25Jun45 05-W4-3A 1,500,000 $192,115
FNW FLT% 25Nov46 07-1-1AF1 12,390,000 $1,567,961
FNW FLT% 25Sep42 03-W6-F 24,560,079 $1,767,551
FOCOR FLT% 22Jul20 06-3-A 18,500,000 $1,513,617
FORDF 1.92% 15Jan19 12-2-A 2,620,000 $2,635,163
FORDF FLT% 15Feb19 A2 900,000 $899,881
FORDF FLT% 15Feb21 16-1-A2 4,000,000 $4,013,319
FORDO FLT% 15Dec18 16-A-A2B 1,300,000 $1,302,051
FORDO FLT% 15Jan18 15-A-A2B 2,500,000 $955,979
FORDO FLT% 15Mar18 15-B-A2B 2,600,000 $1,408,177
FORDO FLT% 15Mar19 16-B-A2B 2,750,000 $2,750,228
FORE FLT% 20Jul19 07-1A-A2 1,750,000 $802,097
FORTESCUE RESOURCES 1ST LIEN L + 2.75% 30Jun19 812,012 $768,468
FOUR SEASONS HOLDINGS INC 1ST LIEN TERM L + 2.75% 27Jun20 481,823 $482,425
FRCCLO FLT% 26Jan20 2-D 553,000 $517,273
FREMF FLT% 25Aug23 14-KS02-B 5,600,000 $5,440,936
FREMF FLT% 25Jun21 14-KF04-B 4,400,000 $2,939,482
FREMF FLT% 25Sep21 14-KF05-B 6,776,000 $5,791,007
FTHIL FLT% 22Feb21 07-1A-A 9,750,000 $578,821
G2 ARM POOL FLT% #008902 20Jan22 1,000,000 $9,122
GAAFT 2.3019% 15Oct46 15-T1-AT 7,000,000 $6,998,663
GAAFT 3.9305% 15Oct46 15-T1-DT1 2,200,000 $2,200,896
GAHR FLT% 15Dec16 15-NRF-AFL1 1,945,000 $1,921,179
GALE FLT% 19Apr21 07-3A-A1 1,200,000 $394,551
GALE FLT% 19Apr21 07-3A-D 4,450,000 $3,959,163
GALIRE FLT% 09Jan17 144A 1,250,000 $1,261,756
GARDA WORLDWIDE SECURITY 1ST LIEN TL-B1 L + 3% 08Nov20 315,318 $310,456
GARDA WORLWIDE SECURITY 1ST LIEN TL-B2 L + 3% 01Nov20 1,232,607 $1,213,604
GARDNER DENVER INC. 1ST LIEN TL-B L + 3.25% 30Jul20 232,157 $217,574
GATORE FLT% 09Jan17 144A 2,000,000 $1,944,715
GCAT15-2-A1 3.75% 25Jul20 4,400,000 $3,535,769
GCAT 3.625% 26May20 15-1-A1 2,500,000 $1,638,256
GCCT FLT% 15Jan20 16-1A-A 4,000,000 $4,002,740
GCCT FLT% 15Mar19 14-1A-A 300,000 $299,378
GCCT FLT% 15Mar21 14-2A-A 590,000 $585,145
GCCT FLT% 15Sep18 13-2A-A 2,045,000 $2,046,344
GCI HOLDINGS INC 1ST LIEN TL-B L + 3.25% 02Feb22 653,399 $655,441
GEDFT FLT% 21Oct19 14-2 3,255,000 $3,242,860
GEDFT FLT% 22Jul19 A 2,670,000 $2,664,063
GE FLT% 11May16 1,000,000 $1,001,873
GE FLT% 12Jul16 850,000 $854,239
GE FLT% 15May17 2,000,000 $2,006,728
GEO GROUP INC/THE 1ST LIEN TL-B L + 2.5% 03Apr20 972,437 $971,221
GFAST 3.27% 15Nov18 15-2-A 2,500,000 $1,684,135
GFORT FLT% 15May20 15-1-A2 1,300,000 $1,292,532
GLCTR 3% 15Jul21 2014-A-A 3,200,000 $943,141
GLENLN FLT% 27May16 144A 1,800,000 $1,800,976
GLENN POOL OIL & GAS TRUST 1ST LIEN TL L + 2.5% 02May16 1,390 $1,387
GMALT 1.99% 21May18 14_1A_C 3,250,000 $3,256,420
GMALT FLT% 20Jun18 15-3-A2B 1,000,000 $1,000,677
GMAT FLT% 25Aug53 2013-1A_A 5,300,000 $2,266,614
GMAT FLT% 25Sep20 15-1A-A1 5,250,000 $4,404,903
GM FLT% 10Apr18 2,500,000 $2,487,406
GM FLT% 15Jan19 6,975,000 $7,025,248
GMSL 5.25% 25Apr32 05-A-B1 2,691,322 $578,908
GMSL FLT% 25Apr32 05-A-A2 49,625,000 $2,761,020
GMSL FLT% 25Nov32 04-A-A2 8,780,000 $264,317
GNMA 4% 20Jul34 04-86C-TA 31,635,000 $41,706
GNMA FLT% 16Apr32 02-24-FR 13,425,000 $192,669
GNMA FLT% 16Aug39 09-66-UF 2,960,000 $365,454
GNMA FLT% 16Jan33 03-7-FB 26,309,521 $608,549
GNMA FLT% 16Jan35 05-3-FC 11,437,000 $951,291
GNMA FLT% 16Jun31 01-28-FB 14,000,000 $188,308
GNMA FLT% 16May38 09-109-FA 8,761,000 $342,671
GNMA FLT% 16Oct39 09-92-FJ 2,500,000 $258,452
GNMA FLT% 20Aug38 08-69-FA 4,585,000 $327,340
GNMA FLT% 20Feb35 05-16-FA 8,941,000 $893,000
GNMA FLT% 20Oct38 10-17-AF 3,000,000 $496,390
GNR 4.5% 20Jul21 10-15-VA 7,325,000 $3,237,478
GNR 5% 20Dec24 04-81-VB 2,655,000 $790,232
GNR FLT% 16Apr30 02-31-FE 43,565,000 $967,382
GOLDK FLT% 15Apr19 07-2A-B 1,786,000 $1,751,735
GOLDST FLT% 08Jan19 144A 2,650,000 $2,612,222
GOODYEAR TIRE & RUBBER C0 2ND LIEN TL L + 3.75% 30Apr19 400,000 $401,375
GPPT FLT% 16Feb27 2014-GPP-B 3,350,000 $3,300,993
GRAY TELEVISION INC. 1ST LIEN TL L + 3% 10Jun21 1,002,368 $1,004,749
GRIFOLS WORLDWIDE OPERATIONS USA I 1ST LIEN TL-B L + 3% 01Apr21 514,500 $515,786
GSAA FLT% 25Dec34 04-11-2A1 14,390,000 $582,728
GSAA FLT% 25Jun34 04-6-A2 52,357,062 $1,031,411
GSAA FLT% 25Sep34 04-8-A3A 18,359,000 $445,700
GSAMP FLT% 25Dec34 05-HE1-M1 19,229,178 $1,434,866
GSAMP FLT% 25Mar34 04-SEA2 M1 4,798,600 $1,528,663
GSAMP FLT% 25Mar46 06-HE2-A2 31,516,992 $3,510,893
GSAMP FLT% 25May36 06-SEA1-A 32,142,877 $972,254
GSAMP FLT% 25Nov35 05-HE6-A2C 220,000 $69,583
GSAMP FLT% 26Dec45 06-HE1-A2C 37,000,000 $1,940,562
GSCLO FLT% 01Aug22 07-1A-D 3,500,000 $3,422,074
GS FLT% 22May17 2,465,000 $2,470,306
GS FLT% 30Apr18 2,600,000 $2,625,510
GSFT FLT% 15Feb58 161-A1A 2,600,000 $2,605,718
GSMS FLT% 10Aug45 07-GG10-A4 8,500,000 $7,709,407
GSMS FLT% 15Feb33 16-ICE2-B 3,500,000 $3,511,998
GSMS FLT% 15Jul31 14-GSFL-B 2,885,000 $2,845,424
GSRP FLT% 25Jun33 03-2-M1 1,826,298 $899,918
GSRPM FLT% 25Mar35 06-1-A1 7,593,737 $797,755
GSRPM FLT% 25Sep36 06-2 A2 5,483,897 $486,615
GT 7.05% 15Jan19 93-4-A5 600,362 $2,495
HALST FLT% 16Jul18 16-A-A2B 1,800,000 $1,805,123
HANESBRANDS INC US 1ST LIEN TL-B L + 2.5% 15Apr22 495,000 $498,182
HARCH FLT% 17Apr20 07-1A-D 1,500,000 $1,479,142
HAROT 0.53% 16Feb17 13-2-A3 959,000 $14,225
HASC FLT% 25Dec35 06-OPT1-2A3 3,419,377 $553,094
HBAN FLT% 24Apr17 2,000,000 $1,996,449
HBCT FLT% 07Aug34 15-HBFL-AFL 3,500,000 $3,511,311
HCA INC 1ST LIEN B6 L + 3.25% 08Mar23 1,966,717 $1,982,697
HD FLT% 15Sep17 2,600,000 $2,614,418
HEAT FLT% 25Aug36 06-4-2A3 1,325,000 $156,026
HEAT FLT% 25Dec34 04-6-A1 49,300,000 $410,735
HEAT FLT% 25Dec35 05-6-M1 4,004,000 $1,527,871
HEAT FLT% 25Jan36 05-7 2A4 7,770,000 $2,303,872
HEAT FLT% 25Jul35 05-2-M3 860,000 $261,926
HEAT FLT% 25Mar37 06-8-2A2 6,984,978 $793,444
HENDR FLT% 15Dec41 06-4-A1 18,869,000 $4,671,818
HENDR FLT% 15Jun41 06-2A-A1 8,090,000 $1,988,850
HENDR FLT% 15Mar41 06-1A-A1 6,100,000 $1,028,058
HENDR FLT% 15Nov40 05-1A 4,630,000 $1,081,730
HENDR FLT% 15Sep41 06-3A-A1 11,542,000 $2,629,717
HENDR FLT% 15Sep45 04-A-A1 3,120,000 $559,926
HERTZ CORPORATION (THE) 1ST LIEN TL-B L + 2.75% 11Mar18 725,625 $726,467
HFCHC FLT% 20Jul36 07-2 600,000 $392,900
HFCHC FLT% 20Jul36 07-2-AS 3,073,874 $394,619
HFCHC FLT% 20Mar36 07-1-AS 15,750,000 $1,609,266
HFLF FLT% 10Apr28 14-1-A 1,100,000 $579,608
HFLF FLT% 10Apr30 16-1-D 3,600,000 $3,603,052
HFLF FLT% 10Dec27 13-3-A 1,000,000 $349,561
HFLF FLT% 10Dec27 B 500,000 $500,584
HFLF FLT% 10Jul29 15-1 3,200,000 $3,208,186
HFLF FLT% 10Jul29 15-1-E 2,600,000 $2,580,693
HIG 5.5% 15Oct16 6,135,000 $6,265,912
HILT FLT% 05Nov30 5,700,000 $5,171,910
HILT FLT% 05Nov30 13-HLF-CFL 1,320,000 $1,198,037
HILTON WORLDWIDE FINANCE LLC 1ST LIEN TL-B L + 2.5% 23Sep20 1,322,321 $1,327,610
HMAC FLT% 25Jul34 04-3-AV1 22,310,000 $1,286,141
HMAC FLT% 25Jul34 04-3-AV2C 11,189,500 $1,333,176
HMAC FLT% 25Jun34 04-2-AV1 11,977,997 $648,197
HMAC FLT% 25Mar34 04-1-A1 108,757,000 $4,692,517
HMAC FLT% 25Sep34 04-4-A3 6,832,000 $1,337,497
HMBT FLT% 25Dec34 04-2-A1 22,423,000 $2,166,296
HMBT FLT% 25Oct35 05-4-A2 11,000,000 $2,506,366
HNDA FLT% 07Oct16 5,965,000 $5,980,835
HNDA FLT% 11Dec17 2,570,000 $2,571,649
HNDA FLT% 20Sep17 1,330,000 $1,334,926
HNDA FLT% 26May16 144A 3,050,000 $3,056,819
HPA FLT% 18Mar33 16-1-D 1,499,000 $1,483,768
HRZN 3% 15May18 13-1A-A 2,777,000 $226,903
HSBCHE FLT% 20Mar36 06-3-A4 8,638,000 $3,117,303
HSMAC FLT% 25Jan35 04-6-A3B 11,300,000 $44,376
HVMLT FLT% 19Apr34 04-1-4A 16,013,000 $595,646
HVMLT FLT% 19Jun34 04-4-3A 25,700,000 $231,871
HYATT FLT% 15Nov29 15-HYT-B 2,480,000 $2,455,946
HYUCAP FLT% 18Mar17 144A 1,950,000 $1,964,665
IASIS HEALTHCARE LLC 1ST LIEN TL-B L + 3.25% 03May18 481,300 $480,548
IBISRE FLT% 28Jun16 144A 4,000,000 $4,040,355
IBISRE FLT% 28Jun16 144A 1,000,000 $1,012,125
IHSFR FLT% 17Jun32 15-SFR2-C 2,887,000 $2,830,789
IHSFR FLT% 19Aug32 15-SFR3-B 3,500,000 $3,466,843
IHSFR FLT% 19Dec30 13-SFR1-C 1,800,000 $1,771,510
IHSFR FLT% 19Dec31 14-SFR3 A 2,000,000 $1,983,001
IHSFR FLT% 19Jun31 14-SFR1-C 3,340,000 $3,302,703
IHSFR FLT% 19Sep31 B 2,100,000 $2,077,438
IMM FLT% 25Aug34 04-5-2A 9,850,000 $454,641
IMM FLT% 25Aug34 04-8-3A 14,550,000 $1,499,004
IMM FLT% 25Aug34 04-8-3B 2,122,000 $220,179
IMM FLT% 25Oct33 03-8-2A1 14,250,000 $630,960
IMM FLT% 25Sep34 04-4-1A1 49,152,075 $1,673,974
IMM FLT% 25Sep34 04-4-1A2 42,840,193 $1,463,434
IMSA FLT% 25Dec36 06-5-2A 3,800,000 $631,322
IMSA FLT% 25Feb35 04-4-1A3 17,437,000 $2,932,978
IMSA FLT% 25Nov34 04-3-1A3 4,000,000 $359,729
INABS FLT% 25Oct35 05-C-AII3 9,250,000 $6,127,718
INTC 1.95% 01Oct16 2,800,000 $2,819,689
INTEGRO LTD/UNITED STATES 1ST LIEN TL-B1 L + 5.75% 09Oct22 701,020 $676,485
INTEGRO LTD/UNITED STATES 1ST LIEN TL-B2 L + 5.75% 09Oct22 47,222 $45,569
INTELSAT 1ST LIEN TL-B2 L + 2.75% 30Jun19 521,732 $490,558
INTNED FLT% 17Aug18 144A 2,690,000 $2,690,794
INTNED FLT% 22Mar19 144A 2,675,000 $2,680,030
INVENTIV HEALTH INC 1ST LIEN TL-B3 L + 6.25% 15May18 66,145 $65,980
INWD FLT% 20Jan21 06-1A-A1A 3,500,000 $232,340
IRWHE FLT% 25Jun25 05-1-1A 18,060,000 $3,235,259
IRWHE FLT% 25Jun28 03-C-M1 7,545,000 $1,002,353
IRWLHE FLT% 25Dec29 05-B-1M1 6,125,000 $1,839,722
IXIS FLT% 25Feb36 05-HE4-A3 4,059,999 $317,555
IXIS FLT% 25Jun35 05-HE1-M3 1,500,000 $377,330
JACLIF FLT% 13Oct17 144A 2,600,000 $2,602,710
JACLIF FLT% 29Jul16 144A 5,100,000 $5,114,127
JBS USA INC 1ST LIEN TL L + 2.75% 25May18 874,626 $875,172
JBS USA LLC 1ST LIEN TL-B L + 3% 18Sep22 748,125 $747,501
JMC STEEL GROUP 1ST LIEN TL-B L + 3.25% 01Apr17 317,934 $317,735
JPM 3.15% 05Jul16 1,435,000 $1,455,478
JPMAC FLT% 25Jan35 06-CH1-A4 3,900,000 $751,827
JPMAC FLT% 25Jul35 05-FLD1-M3 2,620,000 $2,255,846
JPMAC FLT% 25May36 06-ACC1-A4 12,779,696 $1,708,465
JPMAC FLT% 25Oct35 05-FRE1-A2 19,316,000 $670,356
JPMCC14-CBM FLT% 15Oct29 B 4,280,000 $4,190,240
JPMCC14-CBM FLT% 15Oct29 C 3,470,000 $3,392,154
JPMCC 5.44% 12Jun47 07-CB18-A4 6,250,000 $5,691,548
JPMCC 6.45% 12May34 02-CIB4-C 257,000 $97,576
JPMCC FLT% 15Apr27 14-BXH-B 5,600,000 $5,501,403
JPMCC FLT% 15Jan32 15-CSMO-C 4,650,000 $4,603,198
JPMCC FLT% 15Jul31 14-FL5-C 2,500,000 $2,466,580
JPMCC FLT% 15Jul36 15-SGP-B 4,500,000 $4,486,592
JPMCC FLT% 15Jul41 04-LN2- 2,030,626 $222,126
JPMCC FLT% 15Jun29 14-INN-A 3,750,000 $3,707,417
JPMCC FLT% 15Jun29 14-INN-C 3,500,000 $3,421,869
JPMCC FLT% 15May28 15-FL7-B 3,600,000 $3,563,405
JPMCC FLT% 15May47 06-LDP9-A3 200,000 $66,490
JPMCC FLT% 16Aug27 14-PHH-B 3,770,000 $3,706,610
JPMCC FLT% 16Dec30 14-FL4-B 1,700,000 $1,408,070
JPMCC FLT% 17Jul28 11-CCHP 950,000 $953,170
JPMCC FLT% 17Nov31 14-FL6-A 4,240,000 $3,938,289
JPM FLT% 01Mar18 3,800,000 $3,793,317
JPM FLT% 13Jun16 1,350,000 $1,352,088
JPM FLT% 15Feb17 2,000,000 $2,005,365
JPM FLT% 21Nov16 2,465,000 $2,469,336
JPM FLT% 25Jan18 2,800,000 $2,812,744
JPSMT FLT% 25May33 14-1-AM 6,400,000 $5,282,332
KABB FLT% 08Mar18 14-1RT-A22 5,702,000 $5,617,766
KANE SAC ZERO% 15Jun16 500,000 $499,950
KASIMA LLC 1ST LIEN TL-B L + 2.5% 17May21 783,018 $780,327
KEY FLT% 01Jun18 2,500,000 $2,499,340
KEY FLT% 25Nov16 4,500,000 $4,513,601
KEY SAFETY SYSTEMS INC 1ST LIEN TL-B L + 3.75% 28Jul21 744,332 $745,728
KILREL FLT% 06Dec19 144A 2,000,000 $2,035,161
KILREL FLT% 06Dec19 144A 2,500,000 $2,523,187
KILREL FLT% 25Nov19 144A 2,350,000 $2,351,458
KILREL FLT% 30Apr18 144A 1,000,000 $1,001,125
KILREL FLT% 30Apr18 144A 3,300,000 $3,312,627
KINDRED HEALTHCARE 1ST LIEN TL-B L + 3% 10Apr21 1,091,666 $1,088,937
Kinetic Concepts Inc 1ST LIEN DTL-E1 L + 3% 04May18 1,472,526 $1,473,814
KIZURE FLT% 06Apr18 144A 1,800,000 $1,797,142
KKR FLT% 15May21 07-1A-C 1,250,000 $1,240,214
KLOECKNER PENTAPLAST OF AMERICA 1ST LIEN TL L + 4% 22Apr20 67,210 $67,378
KLOECKNER PENTAPLAST OF AMERICA 1ST LIEN TL L + 4% 22Apr20 157,273 $157,666
KSLT FLT% 28Oct41 04-A-2A2 500,000 $34,056
LABMH FLT% 15Jun33 02-A A 3,950,000 $105,380
LANDRYS INC TL 1ST LIEN TL-B L + 3% 24Apr18 345,834 $346,591
LAN FLT% 22Dec54 13-1A-1A1 1,250,000 $994,643
LANGUAGE LINE LLC 1ST LIEN TL-B L + 5.5% 02Jul21 770,926 $768,517
LBSBC FLT% 25Apr31 06-1A-1A 6,464,393 $534,291
LBSBC FLT% 25Apr31 06-1A-2A 17,333,137 $1,194,101
LBSBC FLT% 25Oct37 07-3A-1A3 2,211,066 $845,553
LBSBC FLT% 25Oct37 07-3A-1A4 4,405,200 $554,047
LBUBS 4.568% 15Jan31 04-C1-A4 1,000,000 $58,401
LBUBS FLT% 15Jun38 06-C4-AJ 6,970,000 $6,982,692
LCM FLT% 15Apr22 10AR-AR 4,000,000 $3,110,359
LEVEL 3 FINANCING INC 1ST LIEN TL-B2 L + 2.75% 31May22 1,000,000 $1,003,021
LIVE NATION ENTERTAINMENT INC 1ST LIEN TL-B1 L + 2.75% 17Aug20 758,550 $762,659
LIVINGSTON INTERNATIONAL INC. 1ST LIEN TL-B1 L + 3.75% 18Apr19 486,250 $453,428
LLOYDS FLT% 14May18 3,500,000 $3,486,348
LLOYDS FLT% 17Aug18 2,600,000 $2,599,977
LOCALCDI 2.2% 06Nov28 1,750,000 $420,865
LONGRE FLT% 18May16 144A 10,975,000 $11,048,715
LONGRE FLT% 23May18 144A 4,000,000 $4,063,666
LPFA FLT% 26Apr27 11-A-A2 1,250,000 $719,852
LRF 1.98% 15Sep21 13-1-A4 800,000 $709,564
LRF 5.5% 15Sep20 12-1-E2 2,750,000 $2,757,359
LSS FLT% 25Nov25 15-WF1-1M1 3,000,000 $2,673,506
LSTRZ FLT% 01Apr20 15-4-A1 4,000,000 $3,329,722
LSTRZ FLT% 01Apr20 15-5-A1 5,000,000 $3,099,658
LSTRZ FLT% 01Jan21 16-1-A1 6,000,000 $4,694,945
LSTRZ FLT% 01Jul17 15-7-A 4,250,000 $3,774,050
LSTRZ FLT% 01Nov19 14-2-A 8,266,000 $6,557,270
LSTRZ FLT% 01Oct20 15-9-A1 6,097,000 $5,573,723
LSTRZ FLT% 02Jan20 15-1-A 7,650,000 $6,749,983
LSTRZ FLT% 02Mar20 15-3_A 5,360,000 $4,440,985
LSTRZ FLT% 03Aug20 15-8-A1 2,917,000 $2,389,721
LXS FLT% 25Aug35 05-2-1A2 42,014,000 $1,708,495
MABS FLT% 25Feb36 06-AB1-A2 12,307,204 $1,207,119
MABS FLT% 25Jan36 06-NC1 A3 23,055,603 $61,216
MALLINCKRODT INTERNATIONAL FINANCE 1ST LIEN TL-B L + 2.75% 06Mar21 955,500 $935,594
MALT FLT% 25Feb35 05-1-6A2 21,274,000 $938,254
MAPLE HOLDINGS ACQUISITION CORP 1ST LIEN TL-B L + 4.5% 10Feb23 568,000 $571,426
MAPS1 FLT% 10Dec18 13-1A 3,079,000 $3,053,619
MAPS1 FLT% 10Dec18 13-1A-A 2,795,000 $2,784,668
MASD FLT% 25Jan36 06-1-A 51,217,354 $2,963,989
MASSMU 2% 05Apr17 144A 2,600,000 $2,630,622
MAST FLT% 25Jul18 03-6-3A2 7,302,000 $101,103
MASTR FLT% 25Nov34 04-AR11-M1 5,400,000 $740,187
MBMOT FLT% 15Apr19 15-AA-A 2,500,000 $2,497,758
MCCT 1.64% 22Jan18 13-3A-B 1,700,000 $1,701,712
MCCT FLT% 22Jan18 13-3A-A 1,925,000 $1,926,175
MCCT FLT% 23Sep19 16-1-A 2,600,000 $2,600,943
MCK 1.292% 10Mar17 6,625,000 $6,648,389
MDT FLT% 15Mar20 2,680,000 $2,688,525
MEDIACOM ILLINOIS LLC 1ST LIEN TL-B L + 2.5% 31Mar18 1,372,000 $1,356,565
MERNA FLT% 07Apr17 144A 2,000,000 $1,995,533
METCAT FLT% 05Aug16 144A 1,500,000 $1,503,712
MET FLT% 14Jul16 144A 1,745,000 $1,746,182
MET FLT% 15Jul16 144A 2,500,000 $2,503,524
MGM GROWTH PROPERTIES OPERATING PA 1ST LIEN TL-B L + 3.25% 07Apr23 1,135,000 $1,143,512
MHL FLT% 25Dec34 04-2 A1 41,395,000 $4,367,488
MHL FLT% 25May35 05-2-1A1 10,495,000 $1,465,623
MHL FLT% 25Nov34 04-1-A1 31,071,000 $3,108,876
MICHAELS STORES INC 1ST LIEN TL-B L + 2.75% 28Jan20 970,000 $972,525
MICRO FOCUS US INC 1ST LIEN TL-B L + 4.25% 07Oct21 203,549 $203,599
MICROSEMI CORPORATION 1ST LIEN TL-B L + 4.5% 17Dec22 129,705 $130,808
MILACRON LLC 1ST LIEN TL-B L + 3.5% 28Sep20 452,994 $454,126
MIZUHO FLT% 16Apr17 144A 2,000,000 $1,993,531
MIZUHO FLT% 20Oct18 144A 2,800,000 $2,809,300
MIZUHO FLT% 26Mar18 144A 1,670,000 $1,664,713
MLCC FLT% 25Apr28 03-B-A1 33,661,000 $1,193,818
MLCC FLT% 25Apr29 04-A-A1 36,167,206 $1,412,398
MLCC FLT% 25Jan29 03-G 14,411,000 $640,937
MLCC FLT% 25Jan29 03-G-A3 16,556,000 $186,088
MLCC FLT% 25Jan29 03-H-A1 30,303,400 $1,349,637
MLCC FLT% 25Jan30 04-G-A1 65,610,401 $1,898,847
MLCC FLT% 25Jan30 04-G-A2 22,131,000 $904,850
MLCC FLT% 25Jul29 04-C-A1 47,538,000 $1,782,485
MLCC FLT% 25Jul29 04-C-A2B 3,866,000 $95,992
MLCC FLT% 25Jun28 03-C-A1 42,262,000 $1,380,551
MLCC FLT% 25Jun28 03-C-A2 44,308,430 $1,166,392
MLCC FLT% 25Mar28 03-A-2A2 48,813,000 $1,134,116
MLCC FLT% 25Mar30 05-A-A1 40,482,746 $1,799,165
MLCC FLT% 25May29 04-B-A2 12,160,000 $335,459
MLCC FLT% 25Nov29 04-E-A2B 58,549,000 $2,021,680
MLCC FLT% 25Oct28 03-E-A1 38,289,000 $1,378,049
MLCC FLT% 25Sep29 04-D-A3 11,000,000 $656,603
MLCFC FLT% 12Jun46 06-2-AJ 3,700,000 $3,723,463
MLMI FLT% 25Dec35 05-A9-2A1B 4,327,000 $283,686
MLMT FLT% 12Aug43 06-C2-AM 6,475,000 $6,530,936
MONITRONICS INTERNATIONAL INC. 1ST LIEN TL-B L + 3.25% 23Mar18 90,966 $87,327
MOTOR FLT% 27Jun22 15-1A-A1 2,600,000 $2,458,550
MPG HOLDCO I INC 1ST LIEN TL-B L + 2.75% 20Oct21 1,235,519 $1,230,223
MQGAU FLT% 27Oct17 144A 2,500,000 $2,492,866
MQGAU FLT% 31Jan17 144A 1,210,000 $1,216,233
MRK 0.7% 18May16 3,650,000 $3,661,847
MRK FLT% 10Feb17 2,500,000 $2,505,789
MRK FLT% 18May16 500,000 $500,873
MRKGR FLT% 17Mar17 144A 3,000,000 $3,001,564
MRM FLT% 15Dec30 00-TB3-A1 29,850,000 $1,121,436
MSAC 05-HE3 M2 FLT% 25Jul35 95,000 $4,247
MSAC FLT% 25Jan35 05-WMC1-M2 4,500,000 $2,088,419
MSAC FLT% 25Jul35 05-HE3-M3 2,500,000 $2,432,883
MSAC FLT% 25Jun34 04-SD3-A 41,830,000 $417,756
MSAC FLT% 25Mar35 05-NC2-M2 2,854,027 $911,656
MSAC FLT% 25Mar35 05-WMC3-M3 131,174 $39,814
MSC 5.328% 12Nov41 06-HQ10-A4 4,240,000 $2,249,662
MSC FLT% 11Jun42 07-T27-A4 4,145,000 $4,218,868
MSC FLT% 12Aug41 06-T23-A4 2,450,000 $498,140
MSC FLT% 12Jul44 06-HQ9-AJ 3,200,000 $3,227,693
MSC FLT% 12Nov49 07-T25-A3 1,650,000 $1,327,434
MSC FLT% 14Aug31 15-XLF1-B 3,860,000 $3,847,219
MSC FLT% 14Aug31 15-XLF1-C 2,870,000 $2,847,373
MSC FLT% 17Aug26 15-XLF2-AFSB 3,000,000 $3,003,978
MS FLT% 01Feb19 5,400,000 $5,489,049
MS FLT% 05Jan18 2,700,000 $2,693,659
MSM FLT% 25Nov35 05-6AR-1A1 23,257,000 $2,116,664
MSM FLT% 25Nov35 05-6AR-1A2 6,309,000 $267,485
MSM FLT% 25Sep35 05-5AR-1A1 65,687,000 $2,961,207
MSST FLT% 25Jun37 07-1-A1 2,400,000 $87,673
MTB FLT% 25Jul17 2,400,000 $2,396,035
MTB FLT% 30Jan17 2,710,000 $2,714,987
MUFG FLT% 08Sep17 144A 2,525,000 $2,518,000
MUFG FLT% 10Mar17 144A 1,000,000 $1,002,181
MYTHEN FLT% 05Jan17 144A 2,250,000 $2,295,737
NAB FLT% 17Mar17 144A 1,950,000 $1,952,121
NAROT FLT% 15Apr19 16-B-A2B 1,350,000 $1,350,083
NAROT FLT% 15Feb19 16-A-A2B 2,750,000 $2,754,746
NAROT FLT% 15Nov18 15-C-A2B 1,500,000 $1,501,090
NATIONAL MENTOR HOLDINGS INC 1ST LIEN TL-B L + 3.75% 31Jan21 494,949 $494,485
NAVIOS MARITIME PARTNERS LP 1ST LIEN TL-B L + 4.25% 27Jun18 1,395,472 $1,234,992
NAVITAS 1.95% 15Nov16 A 1,750,000 $66,136
NBTY INC 1ST LIEN TL-B2 L + 2.5% 01Oct17 384,485 $385,013
NCHET FLT% 25Jul35 05-3-M2 712,000 $697,580
NCHET FLT% 25Mar35 05-1-A2C 5,042,000 $798,625
NCLF 3.27% 15Apr19 15-1A-A 5,500,000 $3,137,336
NDASS 0.875% 13May16 144A 4,050,000 $4,066,852
NDASS FLT% 04Apr17 144A 2,175,000 $2,177,128
NDASS FLT% 13Jun16 2,225,000 $2,228,261
NDASS FLT% 13May16 144A 2,700,000 $2,706,759
NDASS FLT% 17Sep18 144A 2,600,000 $2,610,751
NDFMT FLT% 20Oct20 14-1A-A 3,000,000 $3,001,613
NDFMT FLT% 21Mar22 16-1A-A 2,750,000 $2,697,170
NDFMT FLT% 21Mar22 16-1A-B 500,000 $487,924
NEEQ 3.61% 22Feb21 16-1A-A 2,500,000 $2,029,341
NEQ-14-1A-A FLT% 20Jul18 2,100,000 $563,969
NFMOT FLT% 15Apr21 16-1A-A1 4,300,000 $4,300,080
NFMOT FLT% 15Jul19 15-1A-B 2,600,000 $2,577,796
NGN FLT% 06Apr20 11-R5-1A 5,835,000 $348,794
NGN FLT% 06Nov17 10-R2-1A 7,690,000 $2,129,925
NGN FLT% 07Oct20 10-R1-1A 2,040,000 $767,005
NGN FLT% 08Dec20 10-R3-1A 1,330,000 $752,687
NGN FLT% 08Dec20 10-R3-2A 410,000 $243,085
NGN FLT% 09Mar21 11-C1-2A 2,700,000 $887,932
NGN FLT% 11Mar20 11-R3-1A 2,035,000 $792,806
NHEL FLT% 25Mar35 04-4 M4 2,443,000 $2,307,296
NHEL FLT% 25May33 03-1-A2 19,881,000 $303,323
NMRR FLT% 26Oct36 14-1R-5A1 3,000,000 $1,399,205
NN INC 1ST LIEN TL-B L + 4.75% 02Oct22 746,250 $742,518
NOVELIS INC 1ST LIEN TL-B L + 3.25% 28May22 1,405,124 $1,400,030
NPC INTERNATIONAL 1ST LIEN TERM-B L + 3% 28Dec18 152,735 $151,971
NRART 2.3147% 15Aug46 15-T1-AT1 5,200,000 $5,198,880
NRG 8.25% 01Sep20 1,250,000 $1,310,651
NRG ENERGY INC 1ST LIEN TL L + 2% 01Jul18 1,651,739 $1,647,437
NRUC FLT% 23Nov16 1,800,000 $1,805,048
NSANY CP ZERO% 20May16 USD 2,750,000 $2,749,197
NSANY FLT% 03Mar17 144A 2,350,000 $2,355,007
NSANY FLT% 26Sep16 144A 4,000,000 $4,012,238
NSG HOLDINGS LLC 1ST LIEN TL L + 2.75% 11Dec19 1,448,685 $1,426,955
NSLT FLT% 26Oct20 05-1-A4 1,795,000 $902
NSTR FLT% 25Mar37 07-A-AV3 1,000,000 $281,885
NTHSHR FLT% 05Jul16 144A 2,250,000 $2,270,790
NWSTR FLT% 20Jan23 12-2A-A 2,750,000 $2,587,317
NWSTR FLT% 30Sep22 07-1-A1 82,000,000 $4,141,636
NXP BV 1ST LIEN TL-B L + 3% 30Oct20 324,187 $325,707
NYLIFE 1.125% 01Mar17 144A 1,500,000 $1,504,582
NYLIFE FLT% 05Aug16 144A 2,675,000 $2,679,551
NYLIFE FLT% 15Dec17 144A 7,550,000 $7,575,491
NYLIFE FLT% 23May16 144A 3,650,000 $3,651,975
OCEAN RIG 1ST LIEN TL-B1 L + 5% 31Mar21 700,420 $343,205
OCWEN FINANCIAL CORPORATION 1ST LIEN TL-B L + 3.75% 15Feb18 410,547 $404,388
OHART14-NPL2 FLT% 25Apr54 A1 3,490,000 $1,757,996
OKS 6.15% 01Oct16 1,850,000 $1,886,130
OMART 2.532% 15Nov46 15-T2-AT2 4,573,000 $4,579,973
OMART 2.5365% 17Sep46 15-1-AT1 1,700,000 $1,701,023
OMFIT 2.47% 18Sep24 14-2A-A 3,900,000 $3,903,062
ON ASSIGNMENT INC 1ST LIEN TL-B L + 3% 05Jun22 1,158,041 $1,163,107
ONGLT 4.87% 10Mar27 12-AA-B 600,000 $173,258
ON SEMICONDUCTOR CORPORATION 1ST LIEN TL-B L + 4.5% 31Mar23 875,000 $880,796
ONT 1.6% 21Sep16 2,775,000 $2,788,323
OOMLT FLT% 25Feb35 05-1-A4 10,220,000 $1,947,545
OOMLT FLT% 25Mar37 07-FXD2-2A 810,000 $33,924
OOMLT FLT% 25Nov35 05-4-A3 20,500,508 $893,394
OOWLT FLT% 25Mar32 02-1-M1 6,512,459 $383,663
OPMAC FLT% 25Nov35 05-4-1A2 28,962,000 $3,922,114
OPMAC FLT% 25Nov35 05-4-1APT 25,178,000 $3,498,414
ORAFP 2.75% 14Sep16 2,750,000 $2,776,982
ORCL FLT% 07Jul17 1,937,000 $1,939,564
ORES 3.081% 25Sep25 13-LV2-A 23,558,000 $506,071
ORES 3% 27Mar24 14-LV3-A 4,250,000 $771,488
OSAR FLT% 15Jul20 16-1A-A2B 2,000,000 $2,003,786
OSCAR 0.6% 17Oct16 15-2A-A1 2,600,000 $402,270
OSCAR 1% 15Aug17 A2 2,500,000 $370,041
OSCAR FLT% 15Feb18 15-1A-A2B 2,500,000 $1,422,787
OWENS-BROCKWAY GLASS CONTAINER INC 1ST LIEN TL-B L + 2.75% 14Aug22 987,500 $990,174
OWNIT FLT% 25Oct36 05-5-A2B 3,827,500 $227,655
PANGAEA ZERO% 01Jul18 2,300,000 $41,400
PARAGON OFFSHORE FINANCE CO TL-B L + 2.75% 11Jul21 864,062 $222,496
PART 0.97% 15Mar18 14-1A-A2 2,395,000 $180,794
PART 1.33% 15May19 13-1A-A3 1,430,000 $559,911
PATHEON 1ST LIEN TL-B L + 3.25% 23Jan21 299,662 $297,602
PCAR FLT% 06Jun17 1,290,000 $1,290,516
PEFCO 2.125% 15Jul16 2,600,000 $2,625,380
PEG 2.75% 15Sep16 2,500,000 $2,525,398
PENN PRODUCTS TERMINALS LLC 1ST LIEN TL-B L + 3.75% 01Apr22 908,939 $888,487
PENNUN FLT% 07Dec18 144A 3,500,000 $3,521,175
PEPAU FLT% 12Jun16 14 3,500,000 $3,498,603
PEPAU FLT% 13Mar17 16-1-A1U1 3,700,000 $3,700,880
PF CHANGS CHINA BISTRO INC 1ST LIEN TL-B L + 3.25% 02Jul19 826,170 $790,025
PFE FLT% 15May17 2,100,000 $2,104,811
PFG FLT% 01Dec17 144A 3,355,000 $3,361,095
PFG FLT% 27May16 144A 2,680,000 $2,685,370
PFP FLT% 14Jul34 15-2-A 3,750,000 $3,714,371
PFS 1.44% 15May29 14-1-NOTE 4,455,000 $1,917,760
PFSFC FLT% 15Apr20 15-AA-A 950,000 $938,845
PFSFC FLT% 15Feb19 14-AA-A 4,145,000 $4,133,097
PFSFC FLT% 15Oct19 14-BA-A 2,290,000 $2,270,318
PFSFC FLT% 15Oct19 14-BA-B 1,700,000 $1,679,573
PFSFC FLT% 18Feb20 16-A-A 4,000,000 $3,999,260
PFSFC FLT% 18Feb20 16-A-B 1,250,000 $1,249,532
PHARMACEUTICAL PRODUCT DEVELOPMENT 1ST LIEN TL-B L + 3.25% 06Aug22 905,656 $905,656
Pinnacle Entertainment Inc 1ST LIEN TL-B L + 3.1062% 24Nov22 50,000 $50,281
PINNACLE FOODS FINANCE LLC 1ST LIEN TL-G L + 2.5% 29Apr20 2,158,832 $2,159,989
PM CP ZERO% 03May16 USD 6,500,000 $6,499,735
PNC 1.125% 27Jan17 2,700,000 $2,712,758
PNC 2.7% 19Sep16 1,045,000 $1,054,098
PNC 5.25% 15Jan17 1,750,000 $1,825,032
PNC FLT% 01Aug17 2,500,000 $2,498,301
PNC FLT% 01Jun18 2,500,000 $2,497,518
PNC FLT% 15Dec16 2,850,000 $2,848,914
POLYONE CORPORATION 1ST LIEN TL-B L + 3% 06Nov22 249,375 $249,920
POPLR FLT% 25Feb36 06-A-A4 1,000,000 $333,311
POPLR FLT% 25Nov35 05-C-M1 9,676,000 $3,257,089
POST HOLDINGS INC 1ST LIEN TL-B L + 3% 23May21 235,423 $236,870
PPSI FLT% 25Oct34 04-MCW1-M1 1,150,000 $66,314
PPSI FLT% 25Sep34 04-WCW1-M2 2,800,000 $466,012
PPSI FLT% 25Sep35 05-WHQ4-A1A 6,785,000 $169,279
PPSI FLT% 25Sep35 05-WHQ4 A2D 8,206,169 $1,250,023
PPWR 3.5% 15Dec19 15-A-A1 3,250,000 $2,064,493
PQ CORP 1ST LIEN TL L + 3% 07Aug17 919,125 $919,795
PRESTIGE BRANDS 1ST LIEN L + 2.75% 03Sep21 713,408 $716,231
PRET 3.75% 27May30 15-NPL2-A1 4,300,000 $3,759,767
PRET 4.125% 27Oct30 15-NPL3-A1 4,350,000 $4,204,171
PRET 4.375% 27Feb31 16-NPL1-A1 3,000,000 $2,997,896
PRGSO 3.625% 30Jan25 15-A-A 3,050,000 $3,052,249
PRGSO 3% 08Jul20 15-B-A 1,700,000 $1,694,746
PROG FLT% 17Oct31 14-SFR1-A 5,300,000 $5,241,556
PROG FLT% 20Feb32 15-SFR1-C 3,000,000 $2,990,030
PROGRESO 3.5% 08Jul19 2014-A_ 4,750,000 $4,767,159
PRU 3% 12May16 2,500,000 $2,536,972
PRU FLT% 16May16 144A 1,500,000 $1,502,457
PRU FLT% 24Jun16 144A 3,255,000 $3,258,058
PSAV PRESENTATION SERVICES 1ST LIEN TL-B L + 3.5% 24Jan21 225,400 $221,173
PSTAT FLT% 21Jun24 16-2A-A1 4,500,000 $4,500,000
PSTAT FLT% 21Jun24 16-2A-A2 500,000 $500,000
PVH CORP 1ST LIEN TL-B L + 2.5% 13Feb20 770,609 $775,838
QUEBECOR MEDIA INC 1ST LIEN TL-B L + 2.5% 17Aug20 491,183 $488,318
QUECIT FLT% 06Jan17 144A 1,750,000 $1,726,618
QUEEST FLT% 07Jun19 144A 1,750,000 $1,771,583
QUEEST FLT% 08Jun18 144A 1,500,000 $1,506,793
QUEST FLT% 25Mar34 04-X1-A 95,089,092 $2,294,718
QUIKRETE HOLDINGS INC 1ST LIEN TL-B L + 3% 26Sep20 852,172 $852,084
QUINCY NEWSPAPERS INC 1ST LIEN TL-B L + 4.5% 19Oct22 736,569 $735,648
RAAC FLT% 25Feb37 06-RP2-A 26,822,396 $1,635,953
RAAC FLT% 25Jul37 05-RP1-M2 2,130,580 $456,021
RAAC FLT% 25May39 05-RP3-M1 2,000,000 $915,982
RABOBK FLT% 28Apr17 2,740,000 $2,741,009
RAI 3.5% 04Aug16 2,750,000 $2,791,613
RAIT14-FL2 FLT% 15May31 B 5,200,000 $5,140,391
RAITF14-FL3 FLT% 15Dec31 A 4,608,000 $2,631,852
RALI 4.75% 25Apr34 04-QS5-A5 16,155,000 $382,643
RALI FLT% 25Apr34 04-QS5-A6 12,006,021 $285,831
RALI FLT% 25Jan35 05-QA1-A1 32,767,000 $2,300,008
RALI FLT% 25Jun33 03-QS11-A5 44,273,266 $1,506,260
RALI FLT% 25Mar18 03-QS5-A1 30,000,000 $396,174
RALI FLT% 25May18 03-QS9-A2 34,469,500 $558,362
RALI FLT% 25Oct17 02-QS16-A2 5,500,000 $37,505
RAMP FLT% 25Dec35 06-NC1 A2 19,100,000 $62,314
RAMP FLT% 25Jun35 05-RS6-M1 1,393,325 $87,030
RAMP FLT% 25Mar34 04-RZ1-AII 20,100,000 $628,914
RAMP FLT% 25Nov34 04-RS11-M1 3,805,000 $518,280
RAMP FLT% 25Oct35 06-RZ3-A2 10,534,000 $877,791
RAMP FLT% 25Sep35 05-RZ3-A3 950,000 $195,837
RASC FLT% 25Oct35 05-KS9-M2 700,000 $587,055
RASC FLT% 25Sep35 05-AHL3-A2 57,630,000 $2,006,099
RAST FLT% 25Feb34 03-A15-1A2 10,120,000 $419,580
RAST FLT% 25May33 03-A2-A2 9,443,647 $266,264
RBSHD FLT% 25Oct47 13-1A-A 3,600,000 $1,277,847
RDSALN FLT% 10May17 1,390,000 $1,392,835
RDSALN FLT% 10Nov18 2,780,000 $2,779,079
RDSALN FLT% 15Nov16 3,020,000 $3,025,962
REGIONALCARE HOSPITAL PARTNERS INC 1ST LIEN TL-B L + 4.25% 23Apr19 395,840 $396,830
RESID FLT% 06Dec16 144A 2,900,000 $2,907,975
RESID FLT% 06Dec16 144A 1,500,000 $1,514,587
RESID FLT% 06Dec16 144A 1,000,000 $1,032,325
RESID FLT% 06Dec19 144A 1,000,000 $1,015,575
RESID FLT% 06Jun16 144A 900,000 $918,000
RESID FLT% 06Jun16 144A 750,000 $760,650
RESID FLT% 06Jun17 144A 850,000 $890,353
RESID FLT% 06Jun18 144A 750,000 $754,085
RESIF FLT% 09Jul35 03-CB1-B3 22,195,000 $4,145,736
RESI FLT% 12Dec45 A1 3,000,000 $1,890,997
RESIMAC FLT% 10Oct47 16-1-A1 3,600,000 $3,600,371
RESLRE ZERO% 07Apr17 2,500,000 $2,261,000
RESTAURANT BRANDS 1ST LIEN TL-B L + 2.75% 12Dec21 467,011 $468,325
REVLON CONSUMER PRODUCTS CORP 1ST LIEN TL-B L + 2.5% 19Nov17 941,943 $942,679
REVLON CONSUMER PRODUCTS CORPORATI 1ST LIEN TL L + 3% 19Aug19 353,722 $354,496
RGTTA FLT% 15Jun20 07-1A-A1L 2,000,000 $39,793
RGTTA FLT% 15Jun20 07-1A-B1L 2,200,000 $2,160,671
RIAL14-LT5-A 2.85% 15May24 2,000,000 $221,617
RIAL 2.75% 15Sep24 14-LT6-A 2,000,000 $272,890
RIAL 3% 25Dec32 15-LT7 3,200,000 $1,946,787
RIOLN FLT% 17Jun16 1,130,000 $1,132,449
RMAT 4.09% 27Jul20 15-1-A1 2,000,000 $1,775,865
ROVI SOLUTIONS CORP 1ST LIEN TL-B L + 3% 02Jul21 1,008,073 $1,000,512
ROYALTY PHARMA 1ST LIEN B3 L + 2.5% 09Nov18 614,473 $615,305
RPI FINANCE TRUST 1ST LIEN TL L + 2.75% 09Nov20 999,422 $1,004,003
RSO-1211-AS FLT% 15Dec28 3,000,000 $117,408
RSO FLT% 15Apr32 14-CRE2-A 4,920,000 $3,474,862
RSO FLT% 17Aug32 15-CRE4-A 2,000,000 $1,966,537
RY 1.45% 09Sep16 1,000,000 $1,004,580
RY FLT% 03Feb17 500,000 $501,069
RY FLT% 09Sep16 2,000,000 $2,005,822
RY FLT% 13Oct17 2,500,000 $2,491,465
RY FLT% 16Jun17 2,200,000 $2,199,398
RY FLT% 23Jan17 1,875,000 $1,877,061
RY FLT% 30Jul18 1,325,000 $1,325,719
SAIL FLT% 25Dec34 04-BNC2-A2 18,040,000 $1,868,147
SAIL FLT% 25Jan36 06-1-A3 6,839,000 $928,532
SAIL FLT% 25Jul35 05-6-M1 4,150,000 $2,192,589
SAIL FLT% 25Jul35 05-HE1-M1 2,000,000 $1,136,220
SAIL FLT% 25Nov34 04-10-A7 1,700,000 $505,041
SAMI FLT% 19Mar34 04-AR1-1A1 16,800,000 $646,301
SAMI FLT% 19May33 02-AR5-A1 36,301,000 $1,423,601
SAMI FLT% 19May35 04-AR8-A1 87,018,704 $3,423,883
SANDRE FLT% 05May17 144A 2,500,000 $2,488,798
SANDRE FLT% 05May17 144A 1,250,000 $1,247,527
SANDRE FLT% 07Jun17 144A 3,000,000 $3,023,700
SANDRE FLT% 25May18 144A 3,000,000 $2,976,050
SARM FLT% 25Jul34 04-9XS-A 20,600,000 $2,036,072
SARM FLT% 25Mar34 04-2-1A1 8,200,000 $355,756
SARM FLT% 25Mar34 04-3AC-A2 3,865,000 $453,112
SARMLT FLT% 25Nov34 04-17-A1 62,595,000 $2,539,250
SASC FLT% 25Apr31 07-TC1-A 12,921,000 $3,420,121
SASC FLT% 25Aug28 98-8-M1 37,025,000 $872,054
SASC FLT% 25Dec33 03-35-3A1 3,944,000 $99,992
SASC FLT% 25Dec34 05-GEL1-M1 1,590,000 $726,446
SASC FLT% 25Dec35 05-S7-A2 11,868,000 $456,006
SASC FLT% 25Jul33 03-24A-1A3 8,050,000 $691,361
SASC FLT% 25Jul35 05-14-1A1 3,899,641 $271,274
SASC FLT% 25Jul36 06-EQ1A-A4 5,000,000 $1,946,402
SASC FLT% 25Mar33 03-BC2-M1 5,000,000 $1,048,060
SASC FLT% 25Mar37 07-BC2-A3 2,100,000 $300,262
SASC FLT% 25Oct36 06-GEL4-A2 5,557,000 $897,501
SASC FLT% 25Sep35 05-AR1-A2 4,160,000 $365,480
SAST FLT% 25Nov35 05-3-M1 4,385,000 $2,472,692
SAST FLT% 25Nov37 05-4-A1A 31,986,000 $666,654
SBA SENIOR FINANCE II LLC TL-B3 L + 2.5% 31Mar21 589,500 $589,721
SBM7 FLT% 25Mar28 98-NC1-A 49,537,000 $7,615
SBY FLT% 18Sep31 14-1-C 3,778,000 $3,662,824
SCHAEFFLER (AKA INA BETEILIGUNGSGE 1ST LIEN TL-B L + 3.5% 15May20 569,950 $574,580
SCIENTIFIC GAMES INTERNATIONAL INC 1ST LIEN TL-B2 L + 5% 17Sep21 1,975,000 $1,950,930
SEADRILL OPERATING LP 1ST LIEN TL-B L + 3% 14Feb21 2,688,125 $1,322,221
SECTOR ZERO% 01Dec19 144A 3,777 $26,565
SECTOR ZERO% 01Dec20 144A 500,000 $511,400
SECTOR ZERO% 01Mar20 144A 1,250,000 $1,417,625
SEK FLT% 10Nov17 2,800,000 $2,799,899
SELECT MEDICAL CORP 1ST LIEN TL-E L + 2.75% 01Jun18 224,805 $224,873
SELECT MEDICAL CORPORATION 1ST LIEN TL F L + 5% 04Mar21 1,000,000 $1,009,375
SEMINOLE HARD ROCK ENTERTAINMENT I 1ST LIEN TL-B L + 2.75% 14May20 583,500 $583,500
SEMT FLT% 20Aug34 04-7-A1 8,500,000 $282,521
SEMT FLT% 20Feb35 05-1-A1 41,736,748 $2,720,971
SEMT FLT% 20Feb35 05-1-A2 12,303,000 $792,507
SEMT FLT% 20Jan34 03-8-A1 5,750,000 $199,185
SEMT FLT% 20Jun33 03-2-A2 13,961,000 $410,541
SEMT FLT% 20Nov34 04-10-A2 5,055,000 $390,672
SEMT FLT% 20Oct27 10-2A1 9,100,000 $134,652
SEMT FLT% 20Sep33 03-5-A1 72,500,000 $2,633,671
SEMT FLT% 22Nov24 4-A 47,340,000 $923,094
SENSATA TECHNOLOGIES 1ST LIEN L + 2.25% 14Oct21 1,914,969 $1,915,967
SHBASS 3.125% 12Jul16 2,650,000 $2,687,463
SHBASS FLT% 17Aug16 2,500,000 $2,505,291
SHBASS FLT% 23Sep16 4,405,000 $4,415,842
SILVRE ZERO% 18Sep18 144A 1,000,000 $1,040,900
SINCLAIR BROADCASTING 1ST LIEN TL-B1 L + 2.75% 22Jul21 992,500 $992,500
SINCLAIR TELEVISION GROUP TL-B 1ST LIEN TL-B L + 2.25% 19Apr20 1,318,001 $1,314,376
SIX FLAGS THEME PARKS INC 1ST LIEN TL-B L + 2.75% 30Jun22 1,141,375 $1,147,081
SKILLSOFT CORPORATION 1ST LIEN TL L + 3.5% 23Apr21 393,000 $345,840
SKOP 3.55% 17Feb20 15-2A-A 2,500,000 $1,940,421
SLFMT 1.78% 28Dec65 13-2A-A 1,600,000 $774,767
SMAT FLT% 14Aug17 15-1US-A2B 2,250,000 $983,233
SMAT FLT% 16Apr18 15-3US-A2B 3,650,000 $3,641,962
SMLC 4.4586% 16Sep45 15-NPL1-A 4,350,000 $3,526,958
SMLC FLT% 16Nov44 14-NPL2-A 3,070,000 $1,300,754
SNAAC 4.56% 15Apr20 13-1A-D 2,400,000 $2,407,731
SOFI FLT% 25Aug36 16-A-A1 1,800,000 $1,776,418
SO FLT% 15Aug16 1,000,000 $1,002,071
SOUTHWIRE CO 1ST LIEN T-B L + 2.5% 31Jan21 1,036,873 $1,019,375
SPECTRUM BRANDS INC 1ST LIEN TL L + 3% 16Jun22 662,916 $666,645
SRE FLT% 09Mar17 2,500,000 $2,493,859
SRFC 2.39% 20Nov29 13-1A-B 7,360,000 $1,454,467
STACR FLT% 25Apr28 15-DNA3-M1 2,250,000 $2,142,300
STACR FLT% 25Aug24 14-DN3-M2 853,600 $694,225
STACR FLT% 25Feb24 2014-DN1_T 2,265,000 $1,402,381
STACR FLT% 25Jul28 16-DNA1-M1 2,600,000 $2,546,195
STACR FLT% 25Nov23 2013-DN2_P 2,250,000 $1,061,209
STACR FLT% 25Oct24 14-DN4-M2 2,000,000 $1,621,114
STACR FLT% 25Sep28 16-HQA1-M1 2,250,000 $2,236,550
STAPLES INC 1ST LIEN TL-B L + 4% 29Jan22 1,000,000 $1,002,708
STARWOOD PROPERTY TRUST INC 1ST LIEN TL-B L + 2.75% 17Apr20 1,565,864 $1,556,077
STCLO FLT% 17Apr21 07-6A-C 2,000,000 $1,889,663
STERIGENICS-NORDION HOLDINGS LLC 1ST LIEN TL-B L + 3.25% 27Apr22 995,000 $995,000
STEWARD HEALTHCARE SYSTEM LLC 1ST LIEN TL-B L + 5.5% 10Apr20 972,500 $957,912
STI 3.5% 20Jan17 1,300,000 $1,331,165
STI FLT% 15Feb17 3,645,000 $3,647,965
STLNO FLT% 09Nov17 3,280,000 $3,264,165
STLNO FLT% 15May18 2,555,000 $2,536,936
SUMIBK FLT% 02May17 USD 1,715,000 $1,711,504
SUMIBK FLT% 10Jan17 2,600,000 $2,599,932
SUMIBK FLT% 19Jul16 1,500,000 $1,501,805
SUMITR FLT% 16Sep16 144A 1,500,000 $1,505,221
SURF FLT% 25Dec36 06-BC1-A2C 3,000,000 $84,806
SURF FLT% 25Dec36 06-BC1-A2D 3,640,376 $3,592,003
SURF FLT% 25Jun36 05-AB2-A1C 1,500,000 $221,875
SURF FLT% 25Jun36 05-AB2-A1D 18,964,000 $365,614
SVHE FLT% 25Dec35 05-OPT4-IIA 2,967,970 $513,909
SVHE FLT% 25May35 05-D01-M3 2,000,000 $997,383
SWAY FLT% 20Jan32 14-1-A 4,600,000 $4,537,061
SYMP FLT% 09Jan23 12-8AR-BR 4,500,000 $4,434,548
SYMP FLT% 23Jul23 12-10AR-AR 3,050,000 $3,043,895
SYNCREON GROUP B.V. 1ST LIEN L + 4.25% 26Sep20 195,500 $164,220
SYNIVERSE HOLDINGS INC 1ST LIEN TL-B L + 3% 23Apr19 550,323 $445,762
T 2.4% 15Aug16 3,925,000 $3,963,213
T 2.4% 15Mar17 1,250,000 $1,266,603
T 2.95% 15May16 3,875,000 $3,930,299
TAH FLT% 19May32 15-SFR1-B 4,150,000 $4,093,570
TAL 1.7% 20May39 A1 1,400,000 $706,537
TAOT 0.67% 15Dec17 14-A-A3 3,275,000 $1,880,881
TAX 1.639% 15Feb21 14-1A-NOTE 1,400,000 $676,397
TD FLT% 02May17 2,000,000 $2,002,410
TD FLT% 08Jul16 1,320,000 $1,320,517
TD FLT% 09Sep16 2,800,000 $2,808,596
TD FLT% 23Jul18 2,600,000 $2,594,635
TELESAT CANADA 1ST LIEN TL-B L + 2.75% 28Mar19 652,021 $652,559
TEREX 1ST LIEN TL L + 2.75% 13Aug21 304,913 $298,052
TEREX CORPORATION 1ST LIEN TL-B L + 3.75% 15Dec22 305,687 $301,865
TERRAFORM AP ACQUISITION HOLDINGS 1ST LIEN TL-B L + 4% 26Jun22 958,641 $843,604
TERRA-GEN POWER LLC 1ST LIEN TL-B L + 4.25% 31Dec21 1,279,485 $1,055,575
TFRN FLT% 31Jan18 13,000,000 $13,045,292
TFRN FLT% 31Jul17 13,095,000 $13,103,911
TFRN FLT% 31Oct17 13,780,000 $13,808,634
THORN FLT% 25Dec44 04-4-4A 4,235,000 $543,666
TI AUTOMOTIVE 1ST LIEN TL-B L + 3.25% 01Jul21 0 $0
TI GROUP AUTOMOTIVE SYSTEMS LLC 1ST LIEN TL-B L + 3.5% 25Jun22 806,227 $806,227
TMCAT 2.3% 15Sep19 16-AA-A2 1,400,000 $1,401,282
TMO 1.3% 01Feb17 2,600,000 $2,608,155
T-MOBILE USA INC 1ST LIEN TL-B L + 2.75% 03Nov22 349,125 $351,612
TMS INTERNATIONAL CORP 1ST LIEN TL-B L + 3.5% 02Oct20 144,329 $131,339
TMTS FLT% 25Dec34 03-8HE-A 23,713,000 $721,093
TMTS FLT% 25Jul36 05-12AL-AV2 28,736,000 $1,173,275
TMTS FLT% 25Jun36 05-10HE-M1 4,868,753 $1,667,511
TNOTE 0.625% 15Jul16 6,085,000 $6,099,951
TOWER AUTOMOTIVE 1ST LIEN TL-B L + 3% 23Apr20 1,036,345 $1,036,345
TOYOTA 2% 15Sep16 2,600,000 $2,619,063
TOYOTA FLT% 13Jul18 2,250,000 $2,255,871
TOYOTA FLT% 16May17 2,589,000 $2,592,159
TOYOTA FLT% 17May16 3,800,000 $3,807,944
TOYOTA FLT% 19Feb19 2,700,000 $2,733,557
TOYOTA FLT% 23Sep16 650,000 $650,138
TRAMLN FLT% 04Jan19 144A 250,000 $253,938
TRAMLN FLT% 07Jul17 144A 1,750,000 $1,741,806
TRANSDIGM INC 1ST LIEN TL-C L + 3% 28Feb20 1,274,053 $1,274,551
TRDWYN FLT% 08Jan18 144A 750,000 $750,958
TRFIG FLT% 16Apr18 2014-A 2,523,000 $2,494,606
TRHEEL FLT% 09May16 144A 9,050,000 $9,134,567
Tribune Company TL-B L + 3.4684% 27Dec20 1,436,301 $1,432,934
TRONOX PIGMENTS (NETHERLANDS) BV 1ST LIEN TL-B L + 3% 19Mar20 379,505 $368,416
TRPCN FLT% 30Jun16 3,544,000 $3,549,424
TRUMN FLT% 25Jan34 04-1-M2 1,425,000 $944,873
TRUMN FLT% 25Mar36 06-1-A 4,750,000 $755,949
UACST 1.68% 15Sep17 15-1-B 2,500,000 $1,497,324
UACST 2% 16Oct17 16-1-A 1,440,000 $969,986
UBS FLT% 01Jun17 2,500,000 $2,505,587
UBS FLT% 26Mar18 800,000 $800,866
UBS FLT% 26Sep16 3,000,000 $3,006,403
UNBC FLT% 09Feb18 2,425,000 $2,416,359
UNBC FLT% 26Sep16 6,200,000 $6,218,279
UNH 1.875% 15Nov16 800,000 $811,587
UNH FLT% 17Jan17 2,600,000 $2,604,773
UNIFRAX HOLDING CO US 1ST LIEN TL-B L + 3.25% 28Nov18 785,346 $746,079
UNITED AIR LINES INC. 1ST LIEN TL-B L + 2.75% 01Apr19 242,500 $242,742
UNIVISION COMMUNICATIONS INC 1ST LIEN TL L + 3% 01Mar20 654,487 $655,188
URSARE FLT% 21Sep18 144A 2,500,000 $2,541,380
USB FLT% 25Apr19 2,650,000 $2,626,956
USB FLT% 26Jan18 2,600,000 $2,598,881
USB FLT% 29Jan18 2,400,000 $2,407,678
USB FLT% 30Jan17 2,025,000 $2,028,620
USI INSURANCE SERVICES 1ST LIEN TERM B L + 3.25% 30Dec19 1,074,133 $1,062,385
USROF 3.7213% 27Feb35 15-1IV 4,675,000 $3,380,519
USROF 3.7213% 29Jan35 15-1A 4,000,000 $2,740,124
VALEANT PHARMACEUTICALS INTERNATIO 1ST LIEN TL-B-C2 L + 3% 11Dec19 506,052 $494,034
VALEANT PHARMACEUTICALS INTERNATIO 1ST LIEN TL-B-D2 L + 3% 13Feb19 210,855 $206,023
VALEANT PHARMACEUTICALS INTERNATIO 1ST LIEN TL-B-E L + 3% 05Aug20 1,299,287 $1,265,722
VCC FLT% 25Apr46 16-1-AFL 1,400,000 $1,400,561
VCCL FLT% 25Sep44 14-1-A 3,200,000 $1,557,120
VENCORE 1ST LIEN TL L + 4.75% 19Nov19 1,224,238 $1,225,768
VENTR FLT% 28Feb24 12-12A-AX 1,500,000 $500,739
VERINT SYSTEMS INC. 1ST LIEN TL-B2 L + 2.75% 06Sep19 325,731 $326,546
VERS 2015-A ZERO% 31Dec17 2,500,000 $36,500
VFCP 2.75% 20Dec31 15-3-A 2,752,000 $48,847
VFCP 2.75% 20Jul30 14-2-A 3,510,000 $2,662
VIRGIN MEDIA 1ST LIEN TL-F L + 2.75% 30Jun23 1,484,673 $1,483,977
VISTEON CORP TERM B 1ST LIEN DD L + 2.75% 08Apr21 291,666 $291,211
VITAL FLT% 07Jan19 144A 3,800,000 $3,761,656
VITALI FLT% 07Jan20 144A 2,000,000 $2,002,663
VITALI FLT% 07Jan20 144A 1,000,000 $1,001,834
VITALI FLT% 09Jan17 144A 2,750,000 $2,778,359
VITALI FLT% 09Jan17 144A 1,000,000 $1,004,838
VIZIENT INC 1ST LIEN TL-B L + 5.25% 09Feb23 500,000 $504,791
VOLT14 3.375% 26Oct54 NPL8-A1 4,390,000 $1,203,144
VOLT 3.625% 25Jul45 15-NP10-A1 2,400,000 $1,952,058
VOLT 3.625% 25Jul45 15-NP11-A1 3,750,000 $3,262,888
VOLT 3.625% 25Oct57 15-NPL1-A1 2,250,000 $1,828,355
VOLT 3.875% 26Apr55 14-NP11-A1 1,500,000 $498,113
VOLT 4.125% 25Oct45 15-NP13-A1 7,100,000 $6,813,609
VOLT FLT% 25Feb55 15-NPL2-A1 3,000,000 $2,350,530
VOLT FLT% 25Mar55 15-NPL5-A1 2,500,000 $1,922,937
VOLT FLT% 25Sep45 15-NP12-A1 3,700,000 $3,337,139
VOLT FLT% 26Jun45 15-NPL8 6,000,000 $4,838,471
VOYA FLT% 15Oct22 12-3AR-AR 3,000,000 $2,994,012
VW FLT% 18Nov16 144A 1,750,000 $1,749,188
VW FLT% 20Nov17 144A 2,500,000 $2,460,197
VW FLT% 22Nov16 144A 1,230,000 $1,227,966
VW FLT% 23May16 144A 1,900,000 $1,902,290
VZ FLT% 15Sep16 11,835,000 $11,923,264
WAMU 5% 25Oct18 03-S10-A2 40,040,000 $623,252
WARNER MUSIC GROUP 1ST LIEN TL L + 2.75% 01Jul20 1,072,500 $1,063,690
WASTE INDUSTRIES USA INC 1ST LIEN TL-B L + 3.25% 20Feb20 148,500 $149,428
WBCMT FLT% 15May43 06-C25-AJ 6,200,000 $4,499,876
WBCMT FLT% 15Oct48 06-C28-AM 4,500,000 $4,570,345
WEIGHT WATCHERS INTERNATIONAL INC 1ST LIEN TL-B2 L + 3.25% 02Apr20 381,841 $282,403
WESCO AIRCRAFT HARDWARE CORP 1ST LIEN TL-B L + 2.5% 24Feb21 2,355,166 $2,319,839
WESCO DISTRIBUTION INC. 1ST LIEN TL-B1 L + 3% 12Dec19 318,294 $319,289
WEST CORPORATION 1ST LIEN T-B10 L + 2.5% 30Jun18 990,493 $987,475
WESTERN REFINING INC 1ST LIEN TL-B L + 3.25% 12Nov20 222,646 $220,373
WESTR 3.75% 20Aug25 13-1A-B 8,405,000 $2,142,750
WESTW FLT% 25Apr22 07-2A-A1 2,000,000 $728,613
WFC FLT% 07Sep17 1,285,000 $1,288,294
WFC FLT% 15Jun17 1,999,000 $1,996,972
WFC FLT% 16May16 975,000 $976,747
WFC FLT% 20Jul16 3,265,000 $3,267,972
WFC FLT% 22Jan18 2,700,000 $2,713,623
WFC FLT% 23Apr18 6,675,000 $6,679,279
WFCM FLT% 15Jan27 14-TISH-SCH 1,500,000 $1,447,573
WFCMT FLT% 16Feb27 14-TISH-C 2,500,000 $2,452,531
WFHET FLT% 25Dec35 05-4-AI3 3,990,000 $291,909
WFHET FLT% 25Jul36 06-2-A4 1,300,000 $1,225,587
WFHET FLT% 25Nov35 05-3-M3 342,823 $333,439
WFMBS FLT% 25May35 05-AR13-1A 19,324,000 $4,369,783
WFNMT 1.26% 15Mar21 15-C-A 3,000,000 $2,999,983
WFNMT FLT% 15Feb22 15-A 1,725,000 $1,720,671
WHEELABRATOR 1ST LIEN TL-B L + 4% 15Oct21 2,837,643 $2,750,740
WHEELABRATOR 1ST LIEN TL-C L + 4% 15Oct21 126,436 $122,564
WHLS 0.84% 20Mar23 A2 1,000,000 $389,995
WIMLT FLT% 25May28 97-2-A6 10,000,000 $24,836
WINDSTREAM CORPORATION 1ST LIEN TL-B3 L + 2.75% 08Aug19 699,828 $692,247
WIRECO WORLDGROUP TL B 1ST LIEN TL L + 4.75% 15Feb17 821,181 $812,456
WLAKE FLT% 15Jan19 16-1A-A2B 2,730,000 $2,733,280
WLAKE FLT% 16Jul18 15-2A 2,600,000 $1,856,976
WLAKE FLT% 17May21 15-3A-A2B 6,300,000 $6,052,324
WOART FLT% 15Jul19 15-B-A2B 3,000,000 $3,000,498
WOART FLT% 16Jan18 14-B-A2B 2,650,000 $360,250
WOLS FLT% 15Mar17 14-A-A2B 2,500,000 $1,027,550
WR GRACE 1ST LIEN TL-B L + 2.25% 23Jan21 473,757 $472,099
WSSNPL FLT% 25May54 2014_1_MA 3,530,000 $1,431,541
WSTP FLT% 19May17 2,000,000 $2,002,295
WVUE 4.5% 25Sep20 15-1A-A 5,000,000 $3,780,930
XERIUM TECHNOLOGIES INC 1ST LIEN TL L + 4.5% 17May19 575,248 $562,305
XOM FLT% 15Mar17 1,980,000 $1,981,077
XOM FLT% 28Feb18 2,700,000 $2,727,821
ZEBRA TECHNOLOGIES CORPORATION 1ST LIEN TL-B L + 4% 30Sep21 888,636 $896,260
ZERO% 01Feb18 1,250,000 $1,271,625
ZERO% 01Feb18 1,250,000 $1,283,375
ZERO% 30Nov19 2,800,000 $3,220,280
ZERO% 30Nov20 2,500,000 $2,532,750
ZERO% 30Nov20 750,000 $765,075
ZERO% 30Nov20 1,300,000 $1,337,440
ZERO% 30Nov20 2,700,000 $2,767,230
ZERO% 30Nov20 2,600,000 $2,754,440
ZERO% 31Aug16 500,000 $569,400
ZIGGO BV US 1ST LIEN TL-B1 L + 2.75% 15Jan22 1,072,382 $1,070,121
ZIGGO BV US 1ST LIEN TL-B2 L + 2.75% 15Jan22 691,063 $689,606
ZIGGO BV US 1ST LIEN TL-B3 L + 2.75% 15Jan22 1,136,553 $1,134,156

The portfolio is actively managed, and current holdings may be different.

For fund descriptions, historical and current performance, standardized returns as of the most recent quarter-end, risk disclosure or a prospectus, please click here.

Please request a free information kit on any Pioneer fund by ordering from this web site or by calling 1-800-225-6292. The kit includes a quarterly fact sheet and a prospectus. You should consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus contains this and other information about each fund and should be read carefully before you invest or send money. To obtain a prospectus directly and for other information on any Pioneer fund please visit our download literature page.