Pioneer Dynamic Credit Fund

Top 10 Portfolio Holdings as of 6/30/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 4.7%, 11/15/25 (144A) 350,000 $349,264
A10 Securitization 2013-1 LLC, 6.41%, 11/15/25 (144A) 139,000 $138,830
Abengoa Finance SAU, 8.875%, 11/1/17 (144A) 900,000 $1,030,312
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 922,688 $921,726
Accredited Mortgage Loan Trust 2003-3, 5.21%, 1/25/34 (Step) 8,190,000 $1,212,317
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 719,437 $718,281
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 1,700,000 $1,900,659
Advanced Micro Devices, Inc., 6.75%, 3/1/19 (144A) 1,095,000 $1,193,208
Advanced Micro Devices, Inc., 7.5%, 8/15/22 445,000 $492,652
Advantage Sales & Marketing, Inc., 2013 Term Loan (First Lien), 12/18/17 690,004 $691,657
Aegis Toxicology Corp 1st Lien Tl-B L + 4.5% 20feb21 225,000 $226,969
AEP Industries, Inc., 8.25%, 4/15/19 485,000 $520,122
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 126,184 $126,815
Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A) 208,000 $189,426
AES Corp. Virginia, 4.875%, 5/15/23 995,000 $991,248
AES Corp. Virginia, 5.5%, 3/15/24 1,500,000 $1,559,875
Affiliated Managers Group, Inc., 4.25%, 2/15/24 915,000 $961,804
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 968,936 $974,765
Agrokor dd, 8.875%, 2/1/20 (144A) 75,000 $86,961
AgStar Financial Services ACA, Floating Rate Note, 12/31/49 (Perpetual) (144A) 1,500 $1,535,531
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 500,000 $496,750
Air Canada 2013-1 Class C Pass Through Trust, 6.625%, 5/15/18 (144A) 500,000 $521,833
Aircastle, Ltd., 6.25%, 12/1/19 200,000 $220,042
Air Medical Group Holdings, Inc., B-1 Term Loan, 6/30/18 248,960 $250,516
Akamai Technologies, Inc., 0.0%, 2/15/19 (144A) 760,000 $775,205
Akorn, Inc., Loan, 11/13/20 693,587 $697,633
Alaltd Flt% 07jun17 144a 250,000 $250,525
Alam Synergy Pte, Ltd., 9.0%, 1/29/19 (144A) 340,000 $375,870
Albany Molecular Research, Inc., 2.25%, 11/15/18 (144A) 1,080,000 $1,551,555
Albea Beauty Holdings SA, 8.375%, 11/1/19 (144A) 255,000 $280,872
Albertsons LLC, Term B-2 Loan, 3/21/19 894,254 $899,999
Alkermes, Inc., 2019 Term Loan, 9/25/19 693,222 $694,088
Allegion US Holding Co, Inc., 5.75%, 10/1/21 (144A) 930,000 $992,194
Alliance One International, Inc., 9.875%, 7/15/21 1,300,000 $1,385,195
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 492,808 $494,656
Allied Security Holdings LLC, Delayed Draw Term Loan (First Lien), 2/12/21 480,000 $479,025
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 560,286 $562,471
Ally Financial, Inc., 7.0%, 12/31/49 (Perpetual) (144A) 1,600 $1,612,050
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 168,360 $211,241
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 75,000 $138,422
Altice Financing SA, 6.5%, 1/15/22 (144A) 1,300,000 $1,431,210
Altisource Solutions Sarl, Term B Loan, 12/9/20 1,140,904 $1,142,330
Altrl Flt% 30jun16 4,000,000 $4,141,200
Amd 7% 01jul24 144a 865,000 $885,904
American Airlines, Inc., Class B Term Loan, 6/27/19 346,500 $347,923
American Energy Partners Inc L + 7.75% 17jun15 3,170,000 $3,170,000
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 990,000 $1,076,185
American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45 750,000 $77,837
AMG Capital Trust II, 5.15%, 10/15/37 28,000 $1,765,750
Amkor Technology, Inc., 6.375%, 10/1/22 285,000 $308,067
Amsted Industries, Inc., 5.0%, 3/15/22 (144A) 1,705,000 $1,729,628
Amsurg Corp Bridge L + 6% 29may15 1,395,000 $1,401,975
Apex Tool Group LLC, Term Loan, 1/31/20 642,246 $636,092
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 222,062 $223,133
Approach Resources, Inc., 7.0%, 6/15/21 2,020,000 $2,112,134
Appvion, Inc., Term Commitment, 6/28/19 992,500 $1,001,495
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,500,000 $1,684,688
Arc Automotive Group, Inc., Term Loan, 11/15/18 527,141 $529,776
Arcelik AS, 5.0%, 4/3/23 (144A) 400,000 $389,289
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 600,000 $901,095
Ardagh Packaging Finance Plc, 6.75%, 1/31/21 (144A) 200,000 $211,975
Ardagh Packaging Finance Plc, 7.375%, 10/15/17 (144A) 150,000 $219,425
ARD Finance SA, 11.125%, 6/1/18 (144A) (PIK) 138,900 $148,313
Ares Capital Corp., 4.375%, 1/15/19 (144A) 1,170,000 $1,257,953
Argid 8.625% 15jun19 144a 350,000 $362,093
Arlington Flt% 01aug15 600,000 $604,860
Armacell International GmbH, Term Loan B (First Lien), 7/2/20 497,500 $498,744
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 1,269,338 $1,278,050
Aspen Insurance Holdings, Ltd., Floating Rate Note, 12/31/49 (Perpetual) 25,000 $622,500
Astoria Financial Corp., 5.0%, 6/19/17 100,000 $108,805
AT&T, Inc., 3.9%, 3/11/24 3,500,000 $3,663,139
Athlon Holdings LP, 7.375%, 4/15/21 (144A) 470,000 $519,618
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 900,000 $901,500
Atlantic Power LP, Term Loan, 2/20/21 1,124,961 $1,139,023
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 250,000 $259,490
Atrium Innovations, Inc., Initial Tranche B-1 Term Loan (First Lien), 1/29/21 598,500 $594,573
Atwood Oceanics, Inc., 6.5%, 2/1/20 900,000 $984,000
AUDIO VISUAL SERVICES CORPORATION, Initial Term Loan (First Lien), 1/24/21 114,713 $115,161
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 400,000 $377,583
Auxilium Pharmaceuticals, Inc., 1.5%, 7/15/18 1,668,000 $1,817,147
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 300,000 $301,392
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 200,000 $228,173
Avis Budget Car Rental LLC, 5.5%, 4/1/23 220,000 $227,975
Avis Budget Finance Plc, 6.0%, 3/1/21 (144A) 150,000 $222,814
AXA SA, 8.6%, 12/15/30 250,000 $336,893
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 400,000 $407,098
AXIS Equipment Finance Receivables II LLC, 6.41%, 10/22/18 250,000 $254,434
Axll 4.875% 15may23 500,000 $500,615
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 657,960 $664,814
B&G Foods, Inc., 4.625%, 6/1/21 400,000 $402,542
Banco de Bogota SA, 5.375%, 2/19/23 (144A) 500,000 $527,354
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,750,000 $1,835,512
Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 9/10/47 (144A) 160,000 $146,132
Banc of America Mortgage Trust 2004-2, 5.5%, 3/25/34 212,565 $78,787
Bank of America Corp., 6.11%, 1/29/37 625,000 $737,147
Bank of America Corp., 7.25%, 12/31/49 (Perpetual) 1,340 $1,563,780
Bank of America Corp., 7.75%, 5/14/38 200,000 $276,767
Bankrate, Inc., 6.125%, 8/15/18 (144A) 1,150,000 $1,247,047
Barry Callebaut Services NV, 5.5%, 6/15/23 (144A) 300,000 $317,131
Basic Energy Services, Inc., 7.75%, 10/15/22 280,000 $317,481
Bayview Commercial Asset Trust, Floating Rate Note, 4/25/34 (144A) 4,900,000 $496,822
Bayview Commercial Asset Trust, Floating Rate Note, 8/25/35 (144A) 1,400,000 $324,754
Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/47 (Step) 1,288,834 $99,540
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 250,000 $269,340
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 400,000 $459,017
BC Mountain LLC, 7.0%, 2/1/21 (144A) 400,000 $398,667
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 19,000,000 $124,326
Bear Stearns Commercial Mortgage Securities Trust 2004-TOP16, Floating Rate Note, 2/13/46 (144A) 500,000 $480,705
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 100,000 $101,398
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 2,642,507 $2,702,276
Bear Stearns Commercial Mortgage Securities Trust 2007-PWR16, Floating Rate Note, 6/11/40 2,000,000 $2,081,690
Belden, Inc., 5.5%, 4/15/23 (144A) 300,000 $435,169
Belden, Inc., 5.5%, 9/1/22 (144A) 1,860,000 $1,959,200
Berkeley-Kane Flt% 12jun15 1,004,200 $1,008,719
Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A) 200,000 $205,500
Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A) 300,000 $308,300
Big Heart Pet Brands, Initial Term Loan, 2/24/20 315,512 $313,934
BioMarin Pharmaceutical, Inc., 0.75%, 10/15/18 200,000 $207,192
BioMarin Pharmaceutical, Inc., 1.5%, 10/15/20 200,000 $211,258
BioScrip, Inc., 8.875%, 2/15/21 (144A) 1,050,000 $1,133,490
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 292,369 $294,196
BioScrip, Inc., Initial Term B Loan, 7/31/20 487,281 $490,327
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 250,000 $277,434
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 300,000 $312,926
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 750,000 $923,970
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 650,000 $691,406
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 1,000,000 $1,013,830
BlueScope Steel Finance, Ltd., 7.125%, 5/1/18 (144A) 730,000 $792,506
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 900,000 $996,938
Boart Longyear Management Pty, Ltd., 10.0%, 10/1/18 (144A) 220,000 $235,400
Boart Longyear Management Pty, Ltd., 7.0%, 4/1/21 (144A) 1,670,000 $1,281,725
Bombardier, Inc., 4.75%, 4/15/19 (144A) 825,000 $849,017
Bombardier, Inc., 6.0%, 10/15/22 (144A) 1,950,000 $2,027,350
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 400,857 $401,644
Bonanza Creek Energy, Inc., 6.75%, 4/15/21 345,000 $374,066
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 124,031 $124,713
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 250,000 $249,676
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 500,000 $514,573
BRF SA, 3.95%, 5/22/23 (144A) 250,000 $237,320
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 492,500 $492,962
Brit Insurance Holdings BV, Floating Rate Note, 12/9/30 850,000 $1,537,307
Brocade Communications Systems, Inc., 4.625%, 1/15/23 915,000 $907,064
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 280,000 $299,775
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 500,000 $530,194
Brown Shoe Co, Inc., 7.125%, 5/15/19 750,000 $798,078
Buckeye Partners LP, 4.15%, 7/1/23 3,500,000 $3,679,984
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 76,635 $77,013
BWAY Holding Co., Initial Term Loan, 8/6/17 742,362 $746,074
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 500,000 $511,285
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,500,000 $1,581,188
Calfrac Holdings LP, 7.5%, 12/1/20 (144A) 385,000 $416,281
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 529,650 $521,138
Calpine Corp., Term Loan, 10/9/19 442,618 $444,492
CAM Mortgage Trust 2014-1, 5.5%, 12/15/53 (Step) (144A) 750,000 $750,646
Cammt Flt% 15may48 14-2-M 400,000 $400,247
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 500,000 $563,065
Capella Healthcare, Inc., 9.25%, 7/1/17 200,000 $219,250
Caraustar Industries, Inc., Term Loan, 5/1/19 203,936 $207,058
Cardtronics, Inc., 1.0%, 12/1/20 (144A) 1,000,000 $914,583
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 750,000 $840,286
CarNow Auto Receivables Trust 2012-1, 6.9%, 11/15/16 (144A) 100,000 $100,475
Carriage Services, Inc., 2.75%, 3/15/21 (144A) 425,000 $445,311
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 650,000 $727,729
Cascn 5.5% 15jul22 144a 1,910,000 $1,908,727
CCO Holdings LLC, 5.75%, 9/1/23 475,000 $501,323
CCO Holdings LLC, 6.5%, 4/30/21 100,000 $107,601
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 2,500,000 $2,541,927
Cemex Finance LLC, 6.0%, 4/1/24 (144A) 200,000 $211,250
Cemex SAB de CV, 5.875%, 3/25/19 (144A) 550,000 $583,367
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 300,000 $340,029
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 195,000 $213,354
CenturyLink, Inc., 6.45%, 6/15/21 500,000 $543,933
CenturyLink, Inc., 7.6%, 9/15/39 150,000 $153,919
CenturyLink, Inc., 7.65%, 3/15/42 800,000 $816,020
Cepheid, 1.25%, 2/1/21 (144A) 545,000 $567,424
Cequel Communications LLC, Term Loan, 2/14/19 383,243 $383,985
Charter Communications Operating LLC, Term F Loan, 12/31/20 495,000 $488,503
Chemtura Corp., 5.75%, 7/15/21 930,000 $989,533
Chiquita Brands International, Inc., 7.875%, 2/1/21 928,000 $1,040,810
CHL Mortgage Pass-Through Trust 2002-32, Floating Rate Note, 1/25/33 400,000 $66,246
Chrysler Group LLC, Tranche B Term Loan, 12/29/18 2,019,938 $2,017,405
CHS, 2021 Term D Loan, 1/27/21 346,363 $348,933
CHS, 6.875%, 2/1/22 (144A) 1,140,000 $1,241,927
CHS, 7.125%, 7/15/20 165,000 $184,033
CHS, 8.0%, 11/15/19 1,075,000 $1,188,114
Ciena Corp., 0.875%, 6/15/17 1,000,000 $991,639
Cincinnati Bell, Inc., 8.375%, 10/15/20 1,105,000 $1,230,893
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 750,000 $1,077,139
Citicorp Residential Mortgage Trust Series 2006-1, 5.836%, 7/25/36 (Step) 100,000 $40,892
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 125,000 $93,264
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 189,000 $171,742
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 1,900,000 $968,296
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 125,000 $97,344
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 500,000 $517,478
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 63,000 $1,741,887
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 1,300,000 $1,341,976
Citigroup Capital XIII, Floating Rate Note, 10/30/40 54,200 $1,501,340
Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/15/49 300,000 $315,692
Citigroup Mortgage Loan Trust, Inc., 6.75%, 8/25/34 300,000 $63,940
Citrix Systems, Inc., 0.5%, 4/15/19 (144A) 800,000 $847,678
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $244,925
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 600,000 $584,580
CityCenter Holdings LLC, Term B Loan, 10/16/20 227,316 $229,376
City of Charlotte North Carolina, 5.6%, 7/1/27 1,250,000 $1,291,150
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 275,000 $308,726
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 0 $-9,199,178
Cme: (Cdx.Na.Ig.22.V1) Usd 20jun19 Z91jeqk49 0 $-1,410,098
CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A) 5,908,000 $571,682
CNL Lifestyle Properties, Inc., 7.25%, 4/15/19 600,000 $639,933
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 650,000 $712,359
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 92,470 $92,643
COBALT CMBS Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 (144A) 1,200,000 $1,242,497
CoBank ACB, Floating Rate Note, 12/31/49 (Perpetual) (144A) 5,000 $520,469
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 2,000,000 $2,029,948
COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/15/45 (144A) 100,000 $99,560
COMM 2012-CCRE4 Mortgage Trust, Floating Rate Note, 10/15/45 (144A) 303,000 $295,266
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 1,400,000 $1,405,009
Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49 1,600,000 $1,678,640
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 400,000 $422,650
Comm Flt% 11jun27 14-Kyo-F 1,400,000 $1,400,000
Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A) 1,700,000 $1,855,302
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 105,265 $105,331
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 157,898 $158,490
CommScope Holding Co, Inc., 6.625%, 6/1/20 (144A) (PIK) 650,000 $697,464
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $259,627
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $260,759
Comstock Resources, Inc., 7.75%, 4/1/19 1,200,000 $1,301,250
Concho Resources, Inc., 5.5%, 4/1/23 375,000 $408,281
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 292,396 $293,584
Conseco Financial Corp., 6.18%, 4/1/30 2,201,000 $246,684
Constellation Brands, Inc., 3.75%, 5/1/21 470,000 $470,000
Constellation Brands, Inc., 4.25%, 5/1/23 485,000 $490,254
Constellation Enterprises LLC, 10.625%, 2/1/16 (144A) 475,000 $460,404
Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17 250,000 $13,136
Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15 250,000 $53,602
ConvaTec, Inc., Dollar Term Loan, 12/22/16 92,917 $93,119
ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A) 100,000 $108,717
Copano Energy LLC, 7.125%, 4/1/21 373,000 $429,344
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 700,000 $707,641
Corporate Office Properties LP, 3.6%, 5/15/23 225,000 $216,183
Corsicanto, Ltd., 3.5%, 1/15/32 1,250,000 $1,040,486
Cosan Luxembourg SA, 5.0%, 3/14/23 (144A) 240,000 $232,767
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35 360,000 $23,155
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/36 (144A) 9,809,888 $437,933
County of York South Carolina, 5.7%, 1/1/24 100,000 $102,904
Covanta Holding Corp., 5.875%, 3/1/24 1,130,000 $1,189,345
Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 4/15/37 1,500,000 $1,526,957
Credit Suisse First Boston Mortgage Securities Corp., 4.898%, 3/15/36 (144A) 1,000,000 $252,892
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 12/25/35 5,000,000 $1,425,612
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A) 100,000 $90,992
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33 1,749,811 $408,583
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,150,000 $1,172,508
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 (144A) 1,400,000 $1,279,082
Crossmark Holdings, Inc., Term Loan (First Lien), 12/20/19 197,123 $196,795
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 655,444 $656,058
Csgrpe 5.375% 15jul22 144a 1,150,000 $1,155,750
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 650,000 $650,406
CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 2,000,000 $2,005,074
CST Brands, Inc., 5.0%, 5/1/23 1,325,000 $1,336,042
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A) 500,000 $564,375
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 750,000 $859,688
Cummins, Inc., 5.65%, 3/1/98 350,000 $402,907
Cvo 6% 01aug19 144a 1,210,000 $1,211,008
CWGS Group LLC, Term Loan, 2/20/20 1,431,875 $1,446,194
Dana Holding Corp., 6.0%, 9/15/23 830,000 $894,463
Darling Ingredients, Inc., 5.375%, 1/15/22 (144A) 1,060,000 $1,128,079
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 63,499 $63,879
DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/10/44 (144A) 113,538 $128,606
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 1,550,000 $1,482,575
Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A) 1,300,000 $1,311,167
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 500,000 $498,938
Del Monte Foods, Inc., Initial Loan (Second Lien), 5/26/21 590,000 $580,904
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 172,813 $172,921
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 400,000 $440,679
Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A) 900,000 $969,413
Deluxe Entertainment Services Group, Inc., Initial Term Loan, 2/26/20 422,344 $422,344
Diamond Foods, Inc., 8/12/18 0 $0
DigitalGlobe, Inc., 5.25%, 2/1/21 865,000 $875,272
DigitalGlobe, Inc., Term Loan, 1/31/20 695,942 $698,440
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 400,000 $409,833
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 990,810 $993,035
DR Horton, Inc., 5.75%, 8/15/23 905,000 $992,534
Drill Rigs Holdings, Inc., 6.5%, 10/1/17 (144A) 845,000 $877,744
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 992,500 $1,007,388
Drugb Flt% 15jul23 14-1-A1 750,000 $750,385
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 500,000 $423,366
Duff & Phelps LLC, Initial Term Loan, 4/23/20 623,703 $626,822
Dva 5.125% 15jul24 1,360,000 $1,371,985
DynCorp International, Inc., Term Loan, 7/7/16 76,347 $76,645
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 304,615 $305,975
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $266,475
Electricite de France SA, Floating Rate Note, 12/31/49 (Perpetual) (144A) 1,500,000 $1,563,445
Elior Finance & Co SCA, 6.5%, 5/1/20 (144A) 900,000 $947,311
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $256,133
Emdeon, Inc., Term B-2 Loan, 11/2/18 779,106 $780,470
Emergent Biosolutions, Inc., 2.875%, 1/15/21 (144A) 1,470,000 $1,554,913
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 150,000 $164,104
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 500,000 $546,921
Emulex Corp., 1.75%, 11/15/18 (144A) 765,000 $704,076
Endo Finance LLC, 5.75%, 1/15/22 (144A) 375,000 $394,000
Endp 5.375% 15jan23 144a 1,375,000 $1,373,487
Enel Finance International NV, 5.125%, 10/7/19 (144A) 150,000 $170,674
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 1,190,000 $1,429,281
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 1,360,000 $1,459,733
Entegris, Inc., 6.0%, 4/1/22 (144A) 800,000 $836,000
Envision Healthcare Corp., Initial Term Loan, 5/25/18 295,429 $296,291
EP Energy LLC, Tranche B-3 Loan, 5/24/18 176,667 $176,648
Epiq Systems, Inc., Term Loan, 8/27/20 595,500 $596,989
Eqty14-Inmz Flt% 08may31 M 300,000 $300,531
Eqty14-Inns Flt% 08may19 E 530,000 $530,736
Equinix, Inc., 7.0%, 7/15/21 50,000 $56,864
Essar Steel Algoma, Inc., Term Loan, 9/19/14 122,813 $123,427
EV Energy Partners LP, 8.0%, 4/15/19 1,150,000 $1,226,922
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 1,000,000 $1,001,667
ExGen Renewables I LLC, Term Loan, 2/5/21 1,140,409 $1,166,068
Exopack Holdings SA, USD Term Loan, 4/14/19 29,850 $30,363
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 221,514 $220,591
Extended Stay America Trust 2013-ESH MZ, 7.625%, 12/5/19 (144A) 450,000 $156,792
FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A) 300,000 $333,344
Fannie Mae, 0.5%, 12/15/33 (144A) 1,265,000 $1,236,819
Fannie Mae, 3.5%, 5/1/44 6,475,000 $6,694,510
Fannie Mae, 4.0%, 5/1/44 1,445,896 $1,539,117
Fannie Mae, 4.0%, 5/1/44 4,304,445 $4,573,921
Fannie Mae, 4.0%, 9/1/43 528,373 $536,878
Fannie Mae, 4.5%, 8/1/40 3,070,237 $1,598,606
Fannie Mae, 4.5%, 9/1/39 2,945,000 $1,422,784
Fannie Mae, 4.5%, 9/1/40 2,868,485 $946,265
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 350,000 $293,339
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 414,750 $418,898
Federal Home Loan Mortgage Corp., 4.036%, 5/25/45 (144A) 175,000 $178,430
Federal Home Loan Mortgage Corp., 4.5%, 6/1/41 2,749,325 $1,078,933
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 500,000 $489,188
Fidelity & Guaranty Life Holdings, Inc., 6.375%, 4/1/21 (144A) 500,000 $544,219
Fidelity National Financial, Inc., 5.5%, 9/1/22 250,000 $277,442
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 248,748 $249,855
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 1,518,000 $1,569,770
Fifth Third Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 37,400 $1,001,572
Fig 12% 01jul19 144a 1,095,000 $1,123,744
Firstar Realty LLC, 8.875%, 12/31/49 (Perpetual) (144A) 400 $497,250
First Data Corp., 2018 Dollar Term Loan, 3/23/18 500,000 $501,659
First Quantum Minerals, Ltd., 7.25%, 5/15/22 (144A) 690,000 $725,995
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 414,363 $413,458
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 1,000,000 $624,740
Flagship Credit Auto Trust 2013-1, 5.38%, 7/15/20 700,000 $723,192
Flextronics International, Ltd., 4.625%, 2/15/20 85,000 $88,823
Flextronics International, Ltd., 5.0%, 2/15/23 145,000 $152,814
Floatel 1st Lien Tl-B L + 5% 22may20 1,125,000 $1,135,553
Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A) 1,370,000 $1,464,530
Fly Funding II Sarl, Loan, 8/8/18 744,200 $752,883
Fly Leasing, Ltd., 6.75%, 12/15/20 590,000 $630,120
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 295,142 $295,757
Fncl 30yr Pool 4.5% Jul/11 Tba 8,250,000 $8,947,901
Fncl 30yr Pool 4% Jul/11 Tba 22,150,000 $23,538,682
Foresight Energy LLC, Term Loan, 8/21/20 528,333 $531,718
Forest City Enterprises, Inc., 3.625%, 8/15/20 (144A) 1,265,000 $1,351,898
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 350,000 $353,648
FREMF Mortgage Trust 2012-K708, 3.759%, 2/25/45 (144A) 200,000 $206,313
FREMF Mortgage Trust 2013-K28, 3.494%, 6/25/46 (144A) 1,000,000 $969,582
Frontier Communications Corp., 7.625%, 4/15/24 250,000 $273,087
Frontier Communications Corp., 8.75%, 4/15/22 500,000 $589,236
Frontier Communications Corp., 9.0%, 8/15/31 200,000 $222,300
FTS International, Inc., 6.25%, 5/1/22 (144A) 1,080,000 $1,118,363
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,000,000 $1,036,361
Gannett Co, Inc., 6.375%, 10/15/23 (144A) 1,620,000 $1,751,153
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 52,674 $52,658
Garda World Security Corp., Term B Loan, 11/1/20 205,908 $205,844
Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20 645,747 $646,260
Gates Global Llc 1st Lien Tl-B L + 3.25% 12jun21 625,000 $623,779
Gates Investments LLC, Term B-2 Loan, 9/29/16 452,752 $453,770
Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 600,000 $593,640
GCI, Inc., 8.625%, 11/15/19 458,000 $488,810
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 2,500,000 $777,016
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A) 350,000 $357,237
GE Mortgage Services LLC, Floating Rate Note, 3/25/27 5,850,000 $271,235
Generac Power Systems, Inc., Term Loan B, 5/31/20 707,400 $703,948
General Cable Corp., 4.5%, 11/15/29 (Step) 1,342,000 $1,336,297
General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual) 1,000,000 $1,183,367
General Motors Financial Co, Inc., 4.25%, 5/15/23 125,000 $125,523
Generic Drug Holdings, Inc., Closing Date Term Loan, 8/16/20 892,584 $898,163
Genpact International, Inc., Term Loan, 8/30/19 322,442 $323,448
Gentiva Health Services, Inc., 11.5%, 9/1/18 60,000 $66,350
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 1,119,063 $1,121,162
Gestamp Funding Luxembourg SA, 5.625%, 5/31/20 (144A) 1,215,000 $1,272,523
Gff 5.25% 01mar22 2,375,000 $2,403,104
Gibraltar Industries, Inc., 6.25%, 2/1/21 1,000,000 $1,066,042
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 2,005,000 $2,232,818
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 200,000 $201,579
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 38,239 $38,526
Global Brass & Copper, Inc., 9.5%, 6/1/19 500,000 $573,958
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 1,671,000 $462,501
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 800,000 $200,415
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 2,500,000 $791,627
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 509,814 $130,922
GMAC Capital Trust I, Floating Rate Note, 2/15/40 27,750 $757,575
GMAT 2013-1 Trust, Floating Rate Note, 8/25/53 570,000 $545,454
Golar LNG, Ltd., 3.75%, 3/7/17 1,400,000 $1,890,512
Golar LNG Partners LP, Floating Rate Note, 10/12/17 2,000,000 $348,225
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 400,000 $372,550
Government National Mortgage Association, 1.049%, 3/16/53 350,000 $25,163
Grays Harbor County Public Utility District No 1, 5.0%, 7/1/43 1,000,000 $1,101,123
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 109,706 $110,414
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 1,215,000 $1,220,822
Green Plains Inc 1st Lien Tl-B L + 5.5% 03jun20 950,000 $958,906
Grifols Worldwide Operations, Ltd., 5.25%, 4/1/22 (144A) 645,000 $679,440
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 99,750 $99,756
Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A) 525,000 $538,672
GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) 950,000 $961,466
GS Mortgage Securities Corp II Series 2004-GG2, Floating Rate Note, 8/10/38 200,000 $200,813
GS Mortgage Securities Corp Trust 2014-NEW, 3.79%, 1/10/31 (144A) 1,000,000 $967,049
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 1,000,000 $1,004,435
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 700,000 $732,471
GS Mortgage Securities Trust 2012-GC6, Floating Rate Note, 1/10/45 (144A) 110,000 $115,431
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 300,000 $449,280
GTP Acquisition Partners I LLC, 7.628%, 6/15/16 (144A) 500,000 $531,853
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 540,000 $570,055
Guggenheim Partners Investment Management Holdings LLC, Initial Term Loan, 7/22/20 447,750 $449,802
Gulfport Energy Corp., 7.75%, 11/1/20 1,190,000 $1,303,546
Gwinnett County School District, 5.0%, 2/1/36 1,000,000 $1,160,653
Halcon Resources Corp., 8.875%, 5/15/21 570,000 $619,214
Halcon Resources Corp., 9.75%, 7/15/20 1,050,000 $1,193,019
Harland Clarke Holdings Corp., Tranche B-4 Term Loan, 8/17/19 325,875 $331,985
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 105,000 $106,363
Hearthside Group Holdings Llc 1st Lien Tl L + 3.5% 24apr21 250,000 $252,083
Heckler & Koch GmbH, 9.5%, 5/15/18 (144A) 100,000 $145,280
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,725,000 $1,746,563
Hercules Offshore, Inc., 6.75%, 4/1/22 (144A) 965,000 $936,352
Hercules Offshore, Inc., 8.75%, 7/15/21 (144A) 905,000 $993,552
Hexion US Finance Corp., 8.875%, 2/1/18 1,700,000 $1,830,865
HHI Holdings LLC, Additional Term Loan, 10/5/18 395,243 $397,549
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 1,900,000 $1,912,343
HJ Heinz Co., Term B-2 Loan, 6/5/20 396,000 $399,390
HLSS Servicer Advance Receivables Trust, 4.4584%, 1/15/48 (144A) 400,000 $407,593
Hologic, Inc., 2.0%, 3/1/42 (Step) 1,350,000 $1,484,719
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 338,831 $339,043
Homeowner Assistance Program Reverse Mortgage Loan Trust 2013-RM1, 4.0%, 5/26/53 (144A) 250,000 $186,405
Hospitality Properties Trust, 5.0%, 8/15/22 840,000 $904,522
Hostess Brands, Inc., Term B Loan, 4/9/20 678,300 $705,432
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 147,000 $147,919
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 250,000 $287,580
Hunter Defense Technologies, Inc., Term Loan, 8/22/14 147,723 $141,814
Husky Injection Molding Systems Lt Tl-B L + 3.25% 10jun21 700,000 $704,410
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 380,000 $357,913
IAP Worldwide Services, Inc., Term Loan (First Lien), 12/31/15 110,049 $31,914
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 193,553 $194,549
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 750,000 $758,458
Icon Brands Holdings LLC, 4.352%, 1/25/43 (144A) 100,000 $95,667
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 200,000 $204,733
Immucor, Inc., 11.125%, 8/15/19 100,000 $115,703
Immucor, Inc., Term B-2 Loan, 8/19/18 443,744 $446,933
IMS Health, Inc., 6.0%, 11/1/20 (144A) 170,000 $180,200
INEOS Group Holdings SA, 5.875%, 2/15/19 600,000 $628,023
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 220,913 $219,981
Inkia Energy, Ltd., 8.375%, 4/4/21 (144A) 100,000 $112,774
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 1,000,000 $896,146
Intel 6.625% 15dec22 850,000 $889,690
Intel Corp., 2.95%, 12/15/35 300,000 $373,331
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 250,000 $270,469
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 289,851 $290,712
Intelsat Luxembourg SA, 7.75%, 6/1/21 350,000 $372,823
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 39,505 $39,894
InterGen NV, 7.0%, 6/30/23 (144A) 1,050,000 $1,121,079
Interline Brands, Inc., Term Loan (First Lien), 3/12/21 249,375 $248,856
International Automotive Components Group SA, 9.125%, 6/1/18 (144A) 400,000 $428,042
International Equipment Solutions LLC, Initial Loan, 8/16/19 669,614 $678,822
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 525,000 $632,981
Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A) 825,000 $894,323
inVentiv Health, Inc., Consolidated Term Loan, 8/4/16 133,642 $134,477
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 133,714 $134,049
Iron Mountain, Inc., 5.75%, 8/15/24 415,000 $436,465
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 700,000 $839,588
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 900,000 $960,014
iStar Financial, Inc., 4.875%, 7/1/18 170,000 $174,569
j2 Global, Inc., 8.0%, 8/1/20 705,000 $786,663
Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A) 1,000,000 $1,107,708
James River Coal Co., 7.875%, 4/1/19 250,000 $45,391
Jarden Corp., 1.125%, 3/15/34 (144A) 1,290,000 $1,321,605
JAZZ PHARMACEUTICALS INC, Tranche 2 Term Loan, 6/12/18 338,905 $339,488
JB Poindexter & Co, Inc., 9.0%, 4/1/22 (144A) 500,000 $567,500
JBS Investments GmbH, 7.25%, 4/3/24 (144A) 2,600,000 $2,737,078
JinkoSolar Holding Co, Ltd., 4.0%, 2/1/19 (144A) 1,455,000 $1,467,064
JLL, 7.5%, 2/1/22 (144A) 705,000 $751,119
JLL, Initial Dollar Term Loan, 1/23/21 450,000 $447,188
JMC Steel Group, Inc., 8.25%, 3/15/18 (144A) 620,000 $647,461
JMC Steel Group, Inc., Term Loan, 4/1/17 394,042 $396,998
JobsOhio Beverage System, 3.985%, 1/1/29 500,000 $514,018
JobsOhio Beverage System, 4.532%, 1/1/35 75,000 $79,317
Jones Energy Holdings LLC, 6.75%, 4/1/22 (144A) 400,000 $428,750
Jpmcc Flt% 15jun29 14-Inn-E 1,530,000 $1,530,636
JPMorgan Chase & Co., 1.0%, 9/20/17 250,000 $30,358
JPMorgan Chase & Co., 4.35%, 8/15/21 200,000 $219,854
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 1,525,000 $1,475,183
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 1,835,000 $2,029,625
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 1,300,000 $1,339,767
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 1,400,000 $1,443,655
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7, Floating Rate Note, 4/15/45 1,400,000 $1,460,192
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12, Floating Rate Note, 2/15/51 1,725,000 $1,799,943
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 1,900,000 $1,914,409
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 10/25/35 2,900,000 $161,059
Jul14 Vix C @ 13 900 $51,750
Jul14 Vix C @ 14 900 $36,000
Kane Flt% 01dec20 1,004,200 $1,007,413
Kane Flt% 12jun15 1,100,000 $973,390
Kane Flt% 14jul15 713,104 $673,669
Kane Flt% 30jul16 805,000 $815,787
Kane-Pi4 Flt% 07jul16 1,503,871 $1,504,322
Kane-Pi4 Zero% 18jul16 1,505,000 $1,560,083
KB Home, 1.375%, 2/1/19 700,000 $707,510
KB Home, 7.0%, 12/15/21 1,400,000 $1,530,356
KB Home, 8.0%, 3/15/20 200,000 $234,211
Kenya 5.875% 24jun19 144a 405,000 $413,765
Kenya 6.875% 24jun24 144a 875,000 $911,170
Key Energy Services, Inc., 6.75%, 3/1/21 585,000 $621,563
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 325,000 $350,088
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $343,770
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,150,000 $1,144,744
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 400,000 $407,808
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 492,513 $494,052
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 394,156 $395,182
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 1,150,000 $1,248,184
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 181,782 $182,766
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 246,821 $249,135
Lamar Media Corp., 5.375%, 1/15/24 600,000 $636,319
Lam Research Corp., 1.25%, 5/15/18 1,025,000 $1,402,043
Landry's, Inc., B Term Loan, 4/24/18 456,015 $457,725
Lantheus Medical Imaging, Inc., 9.75%, 5/15/17 600,000 $630,725
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 546,324 $535,056
LBC Tank Terminals Holding Netherlands BV, 6.875%, 5/15/23 (144A) 220,000 $234,033
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/40 1,000,000 $1,028,845
LB-UBS Commercial Mortgage Trust 2006-C1, Floating Rate Note, 2/15/41 1,963,990 $2,041,462
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 358,317 $363,239
Legacy Reserves LP, 6.625%, 12/1/21 (144A) 1,300,000 $1,326,677
Legg Mason, Inc., 5.625%, 1/15/44 500,000 $555,907
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) 1,895,356 $420,350
Lennar Corp., 4.5%, 6/15/19 1,175,000 $1,205,256
Lennar Corp., 4.75%, 11/15/22 450,000 $450,481
Lhipo Flt% 23dec36 07-1ga-A 1,800,000 $917,842
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 100,000 $95,500
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 1,265,000 $1,373,711
Linn Energy LLC, 7.25%, 11/1/19 (144A) 900,000 $953,625
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) (144A) 350,000 $476,604
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 424,790 $425,409
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 717,750 $720,442
LKQ Corp., 4.75%, 5/15/23 250,000 $248,017
Lm 3.95% 15jul24 1,250,000 $1,262,425
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 500,000 $522,625
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 500,000 $506,739
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 2,500 $256,950
Lorillard Tobacco Co., 3.75%, 5/20/23 175,000 $173,580
M&T Bank Corp., Floating Rate Note, 12/31/49 (Perpetual) 1,430,000 $1,560,607
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 841,500 $843,183
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 500,000 $581,709
Magnesita Finance, Ltd., 8.625%, 12/31/49 (Perpetual) (144A) 450,000 $454,772
Maine Health & Higher Educational Facilities Authority, 5.0%, 7/1/43 1,000,000 $1,102,330
Maine Turnpike Authority, 5.0%, 7/1/42 1,000,000 $1,123,050
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 200,000 $215,109
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 100,000 $109,004
Masco Corp., 7.125%, 3/15/20 135,000 $161,689
Massachusetts Development Finance Agency, 5.25%, 4/1/37 100,000 $110,932
Massachusetts Water Resources Authority, 5.0%, 8/1/37 1,000,000 $1,134,593
MasTec, Inc., 4.875%, 3/15/23 150,000 $149,903
MASTR Adjustable Rate Mortgages Trust 2003-6, Floating Rate Note, 12/25/33 30,000,000 $585,004
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 1,100,000 $161,714
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 500,000 $103,845
Mastr Specialized Loan Trust, Floating Rate Note, 11/25/34 (144A) 775,000 $767,104
Mbnau 9.5% 20may19 144a 52,000 $52,343
MCGRAW-HILL SCHOOL EDUCATION HOLDINGS LLC, Term B Loan, 12/18/19 1,890,500 $1,914,131
MDC Holdings, Inc., 5.5%, 1/15/24 1,150,000 $1,224,522
MDC Partners, Inc., 6.75%, 4/1/20 (144A) 445,000 $476,984
MedAssets, Inc., 8.0%, 11/15/18 175,000 $186,851
MedAssets, Inc., Term B Loan, 12/13/19 333,573 $333,851
Memorial Production Partners LP, 7.625%, 5/1/21 770,000 $815,398
Mentor Graphics Corp., 4.0%, 4/1/31 175,000 $216,016
Meritor, Inc., 6.75%, 6/15/21 400,000 $431,440
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 500,000 $500,950
Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36 1,200,000 $192,027
Metaldyne LLC, USD Term Loan 2014, 12/18/18 586,362 $589,294
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 400,000 $392,625
Metinvest BV, 8.75%, 2/14/18 (144A) 1,100,000 $993,628
MetLife, Inc., 6.4%, 12/15/66 300,000 $336,103
MGM Resorts International, 4.25%, 4/15/15 550,000 $812,403
MGM Resorts International, 6.75%, 10/1/20 250,000 $283,281
MGM Resorts International, Term B Loan, 12/20/19 265,950 $265,518
MHP SA, 8.25%, 4/2/20 (144A) 500,000 $467,798
Michaels Stores, Inc., Term B Loan, 1/28/20 247,500 $247,412
Michaels Stores Inc 1st Lien Tl-B2 L + 3% 28jan20 500,000 $500,729
Micron Technology, Inc., 5.875%, 2/15/22 (144A) 750,000 $821,633
Microsemi Corp., Term Loan (2014), 3/14/21 175,289 $174,687
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 25,000 $20,336
Midstates Petroleum Co, Inc., 10.75%, 10/1/20 650,000 $755,219
Midstates Petroleum Co, Inc., 9.25%, 6/1/21 800,000 $884,167
Midwest Vanadium Pty, Ltd., 11.5%, 2/15/18 (144A) 100,000 $53,753
Milacron LLC, Term Loan, 3/28/20 983,858 $983,653
Mill US Acquisition LLC, Term Loan (First Lien), 7/3/20 868,936 $875,019
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 400,000 $441,003
Mirabela Nickel, Ltd., 8.75%, 4/15/18 (144A) 400,000 $116,889
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 921,062 $922,597
ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46 1,400,000 $1,445,882
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 500,000 $507,356
MMM Holdings, Inc., MMM Term Loan, 12/12/17 34,916 $35,221
Molina Healthcare, Inc., 1.125%, 1/15/20 1,100,000 $1,380,706
Molycorp, Inc., 10.0%, 6/1/20 50,000 $46,417
Monitronics International, Inc., 9.125%, 4/1/20 785,000 $855,895
Monitronics International, Inc., Term B Loan (2013), 3/23/18 558,519 $560,439
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 500,000 $521,703
Morgan Stanley, 4.1%, 5/22/23 750,000 $764,141
Morgan Stanley, 4.875%, 11/1/22 250,000 $270,386
Morgan Stanley, Floating Rate Note, 12/31/49 (Perpetual) 18,000 $501,660
Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A) 105,000 $21,273
Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49 1,500,000 $1,546,481
Motel 6 Trust, 4.2743%, 10/5/25 (144A) 1,327,000 $1,317,903
MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A) 100,000 $111,481
Mrfgbz 6.875% 24jun19 144a 1,605,000 $1,625,603
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 25,385 $25,607
Mueller Water Products, Inc., 7.375%, 6/1/17 400,000 $408,958
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 249,375 $249,998
Murray Energy Corp., 8.625%, 6/15/21 (144A) 650,000 $706,117
Musa 6% 15aug23 1,000,000 $1,075,167
Mustang Parent Corp., Initial Dollar Tranche A Term, 9/30/20 200,000 $200,625
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $260,688
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $265,158
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $262,207
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,078,047
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 500,000 $539,964
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 250,000 $259,061
NANA Development Corp., 9.5%, 3/15/19 (144A) 1,025,000 $1,028,047
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 100,000 $167,013
National Financial Partners Corp., Term B Loan, 7/1/20 724,227 $729,296
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 400,000 $401,606
Nations Equipment Finance Funding I LLC, 5.5%, 5/20/21 (144A) 1,360,000 $1,377,382
Nationstar Mortgage LLC, 6.5%, 6/1/22 1,220,000 $1,226,608
Nationstar Mortgage LLC, 6.5%, 7/1/21 825,000 $853,875
Nationstar Mortgage LLC, 6.5%, 8/1/18 355,000 $375,265
Navios Maritime Partners LP, Term Loan, 6/27/18 398,000 $403,224
Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A) 600,000 $632,338
Navistar, Inc., Tranche B Term Loan, 8/17/17 120,000 $122,588
Navistar International Corp., 8.25%, 11/1/21 1,075,000 $1,136,813
Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19 750,000 $750,576
NBTY, Inc., Term B-2 Loan, 10/1/17 750,000 $752,227
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 494,983 $495,757
NCR Corp., 5.0%, 7/15/22 185,000 $191,578
NCR Corp., 6.375%, 12/15/23 (144A) 660,000 $717,970
Neenah Paper, Inc., 5.25%, 5/15/21 (144A) 365,000 $372,924
Neiman Marcus Group, Ltd. LLC, 8.75%, 10/15/21 (144A) (PIK) 500,000 $554,236
Neiman Marcus Group, Ltd. LLC, Other Term Loan, 10/25/20 363,177 $362,950
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 447,359 $448,338
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 100,000 $107,406
NeuStar, Inc., 4.5%, 1/15/23 675,000 $597,881
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 400,000 $401,840
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 150,000 $173,061
New Residential Advance Receivables Trust Advance Receivables Backed 2014-VF1, 3.6491%, 3/15/45 1,000,000 $1,002,057
New World Resources NV, 7.875%, 1/15/21 (144A) 300,000 $80,683
New York Mortgage Securitization Trust 2012-1, Floating Rate Note, 12/27/47 (144A) 300,000 $301,940
NEXEO SOLUTIONS LLC, Term B-3 Loan, 9/9/17 747,386 $751,123
Norcraft Companies LP, Initial Loan, 11/12/20 199,000 $200,244
Nordea Bank AB, 4.25%, 9/21/22 (144A) 250,000 $261,959
Northern Oil and Gas, Inc., 8.0%, 6/1/20 880,000 $945,267
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 500,000 $521,713
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 300,000 $304,619
NorthStar 2013-1, Floating Rate Note, 8/25/29 (144A) 1,500,000 $1,491,444
NorthStar Realty Finance Corp., 3.0%, 9/30/14 2,570,000 $2,584,779
NovaStar Mortgage Funding Trust Series 2003-1, Floating Rate Note, 5/25/33 10,571,000 $296,828
NPC International, Inc., Term Loan, 12/28/18 564,801 $565,860
NRG Energy, Inc., 6.25%, 5/1/24 (144A) 1,075,000 $1,136,439
NRG Energy, Inc., 6.25%, 7/15/22 (144A) 675,000 $736,922
NRG Energy, Inc., 7.625%, 1/15/18 900,000 $1,064,394
NRG Energy, Inc., 8.25%, 9/1/20 200,000 $224,000
NSG Holdings LLC, New Term Loan, 12/11/19 221,428 $221,704
Nuance Communications, Inc., 2.75%, 11/1/31 1,170,000 $1,173,900
Numericable Group SA, 6.0%, 5/15/22 (144A) 500,000 $524,417
NuVasive, Inc., 2.75%, 7/1/17 1,300,000 $1,504,750
Oascbz 8% 02jul21 144a 860,000 $868,600
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 800,000 $841,200
Oasis Petroleum, Inc., 6.875%, 3/15/22 (144A) 500,000 $555,122
Ocean Rig UDW, Inc., 7.25%, 4/1/19 (144A) 1,960,000 $1,977,899
Ocwen Financial Corp., 6.625%, 5/15/19 (144A) 1,450,000 $1,510,200
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 766,550 $770,919
Offshore Group Investment, Ltd., 7.5%, 11/1/19 600,000 $642,000
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 395,000 $393,848
On Assignment, Inc., Initial Term B Loan, 5/15/20 367,182 $366,570
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,039,076
ONEOK, Inc., 6.875%, 9/30/28 1,450,000 $1,667,402
ON Semiconductor Corp., 2.625%, 12/15/26 1,000,000 $1,174,292
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 200,000 $190,495
Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A) 600,000 $340,944
ORES 2014-LV3 LLC, 6.0%, 3/27/24 1,000,000 $999,357
Outerwall, Inc., 6.0%, 3/15/19 435,000 $458,998
Outr 5.875% 15jun21 144a 1,410,000 $1,425,637
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 425,000 $436,005
Oxford Finance LLC, 7.25%, 1/15/18 (144A) 700,000 $758,401
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 173,250 $174,225
Pacific Drilling SA, 5.375%, 6/1/20 (144A) 450,000 $443,016
Pacific Drilling SA, Term Loan, 6/3/18 544,500 $547,223
Packaging Dynamics Corp., 8.75%, 2/1/16 (144A) 340,000 $361,576
Pangaea Re, 0.0%, 10/1/15 (Cat Bond) 500,000 $561,550
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 886,107 $887,561
PARTY CITY HOLDINGS INC, 2014 Replacement Term Loan, 7/27/19 934,658 $930,485
PDL BioPharma, Inc., 4.0%, 2/1/18 975,000 $1,131,433
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 206,651 $208,718
Penn Virginia Corp., 7.25%, 4/15/19 600,000 $645,183
Penn Virginia Corp., 8.5%, 5/1/20 430,000 $486,617
Penn Virginia Resource Partners LP, 6.5%, 5/15/21 425,000 $466,780
Petco Holdings, Inc., 8.5%, 10/15/17 (144A) (PIK) 1,000,000 $1,042,944
Petroleos Mexicanos, 3.5%, 7/18/18 900,000 $960,163
PetroQuest Energy, Inc., 10.0%, 9/1/17 500,000 $544,217
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 200,000 $201,473
Physio-Control International, Inc., 9.875%, 1/15/19 (144A) 142,000 $163,376
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 197,500 $196,821
Pioneer Energy Services Corp., 6.125%, 3/15/22 (144A) 500,000 $526,887
Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A) 535,000 $587,281
Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20 244,904 $245,669
Post Holdings, Inc., 2.5%, 12/31/49 (Perpetual) (144A) 11,800 $1,202,863
Post Holdings, Inc., 7.375%, 2/15/22 200,000 $221,822
PPL Capital Funding, Inc., 5.9%, 4/30/73 25,000 $613,250
PQ Corp., 2014 Term Loan, 8/7/17 689,500 $692,086
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 312,878 $314,247
Prgso 6% 08jul19 14-A-B 500,000 $500,083
Prince Mineral Holding Corp., 11.5%, 12/15/19 (144A) 265,000 $300,201
Private Colleges & Universities Authority, 5.0%, 10/1/43 1,000,000 $1,130,140
Production Resource Group, Inc., 8.875%, 5/1/19 100,000 $84,479
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,250,000 $1,257,882
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 445,477 $446,498
Pro Mach, Inc., Term Loan, 7/6/17 868,300 $874,812
Protection One, Inc., Term Loan (2012), 3/21/19 498,729 $499,040
Provident Funding Associates LP, 6.75%, 6/15/21 (144A) 1,425,000 $1,447,088
Provincia de Buenos Aires Argentina, 10.875%, 1/26/21 (144A) 100,000 $100,182
Prudential Financial, Inc., Floating Rate Note, 9/15/42 400,000 $441,419
Pva 6% 31dec49 144a Perpetual 7,300 $873,153
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 200,000 $200,470
QR Energy LP, 9.25%, 8/1/20 640,000 $723,867
Quebecor Media, Inc., 5.75%, 1/15/23 1,325,000 $1,364,824
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 236,691 $234,767
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 750,000 $760,719
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,000,000 $1,039,028
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 1,000,000 $1,019,997
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 278,600 $279,384
Qwest Corp., 7.375%, 6/1/51 4,400 $116,292
Radio Systems Corp., 8.375%, 11/1/19 (144A) 600,000 $670,625
Rain CII Carbon LLC, 8.25%, 1/15/21 (144A) 1,050,000 $1,142,444
RAMP Series 2004-RZ1 Trust, 4.82%, 3/25/34 (Step) 3,164,644 $1,065,894
Range Resources Corp., 5.0%, 3/15/23 400,000 $431,889
RASC Series 2003-KS5 Trust, 4.46%, 7/25/33 (Step) 400,000 $267,548
RCMC LLC, 5.62346%, 11/15/44 (144A) 250,000 $217,944
Regal Entertainment Group, 5.75%, 2/1/25 470,000 $487,135
Regal Entertainment Group, 5.75%, 3/15/22 675,000 $712,172
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 346,629 $347,496
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 490,000 $504,534
ReneSola, Ltd., 4.125%, 3/15/18 (144A) 150,000 $122,009
Renfro Corp., Tranche B Term Loan, 1/30/19 396,866 $398,602
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 190,000 $194,507
Republic of Ghana, 7.875%, 8/7/23 (144A) 1,100,000 $1,098,900
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $630,166
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,250,000 $1,304,438
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $260,620
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 800,000 $819,220
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $622,898
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 250,000 $273,314
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 250,000 $272,939
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 500,000 $552,072
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $255,872
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $262,156
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 1,983,893 $396,079
RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A) 2,970,000 $582,385
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,610,000 $1,597,936
Rexel SA, 5.25%, 6/15/20 (144A) 600,000 $625,400
Reynolds Group Issuer, Inc., 8.25%, 2/15/21 425,000 $475,433
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 330,000 $377,786
Rialto Capital Management LLC, 2.85%, 5/15/24 1,000,000 $880,964
RKI Exploration & Production LLC, 8.5%, 8/1/21 (144A) 1,345,000 $1,506,960
Rosetta Resources, Inc., 5.625%, 5/1/21 515,000 $534,634
Rovi Solutions Corp., Tranche B-3 Term Loan, 3/29/19 308,080 $306,251
RTI International Metals, Inc., 1.625%, 10/15/19 385,000 $387,765
Ruby Western Pipeline Holdings LLC, Loan, 3/27/20 267,112 $267,446
Rural, Term Loan, 6/30/18 85,821 $80,672
Russian Agricultural Bank OJSC Via RSHB Capital SA, 8.5%, 10/16/23 (144A) 1,350,000 $1,424,531
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 1,645,000 $1,777,628
Sabre GLBL, Inc., Term B Loan, 2/19/19 198,990 $199,757
SAFENET, INC., Term Loan (First Lien), 2/28/20 934,658 $939,331
Safway Group Holding LLC, 7.0%, 5/15/18 (144A) 1,365,000 $1,459,109
Salix Pharmaceuticals, Ltd., 1.5%, 3/15/19 500,000 $983,771
Salix Pharmaceuticals, Ltd., 6.0%, 1/15/21 (144A) 1,855,000 $2,046,374
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 170,625 $172,194
Samson Investment Co., 10.5%, 2/15/20 (144A) 390,000 $426,801
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 1,000,000 $1,002,054
Sanchez Energy Corp., 7.75%, 6/15/21 (144A) 380,000 $413,609
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,000,000 $997,747
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,250,889
SandRidge Energy, Inc., 7.0%, 12/31/49 (Perpetual) 7,500 $831,094
SandRidge Energy, Inc., 7.5%, 2/15/23 700,000 $779,333
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 400,000 $427,594
SBP HOLDINGS, Ltd., Term Loan (First Lien), 3/24/21 450,000 $452,156
Schaeffler 1st Lien Tl-E L + 3% 15may20 475,000 $477,672
Schaeffler Finance BV, 4.75%, 5/15/21 (144A) 1,000,000 $1,036,069
Schaeffler Holding Finance BV, 6.875%, 8/15/18 (144A) (PIK) 520,000 $561,456
Seadrill Operating LP, Initial Term Loan, 2/14/21 845,750 $841,286
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 1,100,000 $1,096,540
Seagate HDD Cayman, 4.75%, 6/1/23 (144A) 885,000 $895,141
Sealy Corp., 8.0%, 7/15/16 (PIK) 13,100 $1,038,175
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 250,000 $263,800
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 272 $16,877
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 700,000 $709,030
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 250,000 $247,482
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 496,748 $498,611
Sedgwick, Inc., Initial Term Loan (First Lien), 2/11/21 508,725 $502,462
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 21,259 $21,246
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 297,000 $296,567
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 244,323 $245,647
Sequa Corp., Initial Term Loan, 6/19/17 740,625 $735,070
Serena Software Inc 1st Lien Term L + 6.5% 10apr20 290,000 $293,383
ServiceNow, Inc., 0.0%, 11/1/18 (144A) 980,000 $1,075,550
Seven Seas Cruises S de RL LLC, 9.125%, 5/15/19 200,000 $220,582
Seven Seas Cruises S de RL LLC, Term B2 Loan, 12/21/18 464,195 $464,485
Shearers Foods Llc 1st Lien Tl L + 3.5% 19jun21 475,000 $476,634
Shelf Drilling Holdings, Ltd., 8.625%, 11/1/18 (144A) 1,215,000 $1,317,516
Ship Midco, Ltd., Facility B2A-II, 11/29/19 98,939 $100,052
Shutterfly, Inc., 0.25%, 5/15/18 1,915,000 $1,923,990
Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A) 750,000 $263,818
Signode Industrial Group Us Inc 1st Lien Tl-B L + 3% 21mar21 1,069,000 $1,066,773
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 400,000 $460,240
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 212,465 $213,085
Sirius International Group, Ltd., Floating Rate Note, 12/31/49 (Perpetual) (144A) 110,000 $119,651
Sirius XM Radio, Inc., 4.625%, 5/15/23 (144A) 370,000 $356,462
Sirius XM Radio, Inc., 5.25%, 8/15/22 (144A) 200,000 $219,467
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 247,487 $248,377
Sm 5% 15jan24 455,000 $463,215
Sn 6.125% 15jan23 144a 1,680,000 $1,735,743
SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A) 450,000 $474,282
Sotheby's, 5.25%, 10/1/22 (144A) 1,135,000 $1,118,684
Sourcehov LLC, Term B Loan (First Lien), 4/30/18 495,000 $499,125
Southern California Edison Co., Floating Rate Note, 12/31/49 (Perpetual) 75,000 $83,328
Southern States Cooperative, Inc., 10.0%, 8/15/21 (144A) 800,000 $842,222
Spirit AeroSystems, Inc., 5.25%, 3/15/22 (144A) 1,050,000 $1,081,522
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 446,680 $495,803
Sprind 6.25% 01jun21 400,000 $410,083
Springleaf Funding Trust 2013-A, 5.0%, 9/15/21 (144A) 500,000 $504,989
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 250,000 $251,139
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A) 200,000 $207,767
Sprint Corp., 7.125%, 6/15/24 (144A) 1,725,000 $1,833,963
Spwr 0.875% 01jun21 144a 1,111,000 $1,301,104
SRAM LLC, Term Loan (First Lien), 4/10/20 494,844 $490,669
Sri Lanka Government International Bond, 6.0%, 1/14/19 (144A) 750,000 $810,250
Stackpole International Intermediate, 7.75%, 10/15/21 (144A) 1,050,000 $1,114,429
Standard Pacific Corp., 6.25%, 12/15/21 1,000,000 $1,070,278
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 600,000 $649,533
Star West Generation LLC, Term B Advance, 3/13/20 241,667 $242,573
State of Washington, 5.0%, 6/1/41 1,000,000 $1,102,057
State Street Corp., Floating Rate Note, 12/31/73 29,300 $767,660
Steel Dynamics, Inc., 5.25%, 4/15/23 1,000,000 $1,046,083
Steward Health Care System LLC, Term Loan, 4/10/20 496,250 $490,667
Stone Energy Corp., 7.5%, 11/15/22 150,000 $166,813
StoneMor Partners LP, 7.875%, 6/1/21 (144A) 375,000 $396,211
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 200,000 $199,930
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34 406,549 $70,402
Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33 3,319,800 $120,451
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 50,000 $15,823
SUAM Finance BV, 4.875%, 4/17/24 (144A) 500,000 $515,010
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $264,081
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 500,000 $519,135
Summit Midstream Holdings LLC, 7.5%, 7/1/21 1,030,000 $1,161,325
SunCoke Energy Partners LP, 7.375%, 2/1/20 (144A) 300,000 $329,469
Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23 3,600,000 $3,608,486
Surgical Care Affiliates LLC, Class C Incremental Term Loan, 6/29/18 544,500 $543,642
Swift Energy Co., 7.875%, 3/1/22 1,950,000 $2,088,938
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 169,982 $170,566
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 239,957 $240,257
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 484,761 $485,442
TAL Advantage V LLC, 3.97%, 5/20/39 1,000,000 $999,558
TAL Advantage V LLC, 4.1%, 2/22/39 600,000 $588,285
Talos Production LLC, 9.75%, 2/15/18 (144A) 420,000 $460,670
Taminco Global Chemical Corp., Initial Tranche B-3 Dollar Term Loan, 2/15/19 342,917 $341,545
Tank Holding Corp., Initial Term Loan, 7/9/19 717,696 $718,593
Targa Resources Partners LP, 4.25%, 11/15/23 740,000 $739,394
Targus Group International, Inc., Term Loan, 5/24/16 91,300 $78,290
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 500,000 $518,849
Tarjeta Naranja SA, 9.0%, 1/28/17 (144A) 100,000 $105,815
Tata Chemicals North America, Inc., Term Loan, 8/7/20 247,500 $247,500
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 200,000 $301,480
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 607,658 $607,582
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 124,274 $124,028
Tenet Healthcare Corp., 4.375%, 10/1/21 980,000 $995,313
Terex Corp., New U.S. Term Loan (2013), 4/28/17 111,057 $111,751
The Bank of New York Mellon Corp., Floating Rate Note, 12/31/49 (Perpetual) 1,250,000 $1,164,219
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 300,000 $353,543
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 225,000 $274,480
The Goodyear Tire & Rubber Co., 7.0%, 5/15/22 210,000 $234,978
The Hanover Insurance Group, Inc., 6.35%, 3/30/53 40,000 $984,000
The Hillman Companies, Inc., Term Loan, 5/28/17 220,995 $221,409
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 1,150,000 $1,314,163
The PNC Financial Services Group, Inc., Floating Rate Note, 2/21/49 (Perpetual) 1,200,000 $1,206,077
Theravance, Inc., 2.125%, 1/15/23 500,000 $725,837
The Ryland Group, Inc., 0.25%, 6/1/19 2,000,000 $1,827,917
The Ryland Group, Inc., 5.375%, 10/1/22 95,000 $95,564
The Williams Companies, Inc., 7.75%, 6/15/31 100,000 $120,842
TIBCO Software, Inc., 2.25%, 5/1/32 1,245,000 $1,261,341
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 100,000 $74,736
TI Group Automotive Systems LLC, Additional Term Loan, 3/28/19 127,412 $128,048
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 30,000 $32,057
T-Mobile USA, Inc., 6.542%, 4/28/20 490,000 $542,824
T-Mobile USA, Inc., 6.633%, 4/28/21 555,000 $616,433
TMX Finance LLC, 8.5%, 9/15/18 (144A) 1,035,000 $1,123,004
Tonon Bioenergia SA, 9.25%, 1/24/20 (144A) 750,000 $737,130
TOPRE_13-LTR, 3.47%, 11/20/28 (144A) 1,750,000 $1,170,498
TOPRE_13-LTR, Floating Rate Note, 11/20/28 (144A) 1,750,000 $1,405,460
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 928,303 $928,110
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 100,000 $178,195
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $254,350
TransDigm, Inc., Tranche C Term Loan, 2/28/20 296,985 $296,224
Transfield Services, Ltd., 8.375%, 5/15/20 (144A) 805,000 $836,127
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 325,000 $310,772
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 300,000 $284,910
Trilogy Energy Corp., 7.25%, 12/13/19 (144A) 820,000 $821,722
Tronox Finance LLC, 6.375%, 8/15/20 1,270,000 $1,341,861
Trust F, 5.25%, 12/15/24 (144A) 400,000 $420,933
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 997,475 $989,370
TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20 547,250 $551,354
Turkiye Sise ve Cam Fabrikalari AS, 4.25%, 5/9/20 (144A) 400,000 $388,456
tw telecom holdings inc, 5.375%, 10/1/22 100,000 $110,719
UBS AG, 7.625%, 8/17/22 1,800,000 $2,218,417
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 200,000 $191,083
Ukraine Government International Bond, 7.8%, 11/28/22 (144A) 200,000 $190,430
Ultra Petroleum Corp., 5.75%, 12/15/18 (144A) 680,000 $715,738
Unifrax I LLC, 7.5%, 2/15/19 (144A) 630,000 $676,200
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 319,502 $320,201
Unison Ground Lease Funding LLC, 5.78%, 3/15/20 (144A) 300,000 $309,268
Unit Corp., 6.625%, 5/15/21 550,000 $591,781
United Airlines, Inc., Class B Term Loan, 4/1/19 247,500 $247,216
United Auto Credit Securitization Trust 2013-1, 4.4%, 4/15/19 (144A) 150,000 $151,725
United Continental Holdings, Inc., 6.0%, 7/15/26 475,000 $476,267
United States Steel Corp., 2.75%, 4/1/19 250,000 $312,188
Univar, Inc., Term B Loan, 6/30/17 267,206 $268,566
Univision Communications, Inc., 5.125%, 5/15/23 (144A) 275,000 $292,957
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 518,322 $518,565
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 200,000 $49,444
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 612,563 $612,409
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 525,937 $527,384
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 400,000 $408,019
US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21 200,000 $208,374
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 16,400 $449,524
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 12,250 $346,185
US Finco LLC, Term B Loan, 5/30/20 495,000 $494,846
USI, Inc. New York, 7.75%, 1/15/21 (144A) 500,000 $531,618
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 197,011 $197,545
US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19 645,747 $648,774
Valeant Pharmaceuticals International, 6.375%, 10/15/20 (144A) 510,000 $548,739
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 343,875 $344,133
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 839,298 $839,613
Vantiv Llc 1st Lien Tl-B L + 3% 12jun21 385,000 $386,624
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 650,000 $675,003
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 900,000 $1,012,950
Ventas Realty LP, 4.75%, 6/1/21 150,000 $165,047
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 368,872 $369,333
VeriSign, Inc., 4.625%, 5/1/23 335,000 $333,529
Verizon Communications, Inc., 6.55%, 9/15/43 1,030,000 $1,316,059
Vertafore, Inc., Term Loan (2013), 10/3/19 94,831 $95,117
ViaSat, Inc., 6.875%, 6/15/20 100,000 $108,056
Viasystems, Inc., 7.875%, 5/1/19 (144A) 1,450,000 $1,552,406
Viking Cruises, Ltd., 8.5%, 10/15/22 (144A) 210,000 $235,818
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 200,000 $220,753
Virginia Resources Authority, 5.0%, 11/1/42 1,000,000 $1,131,303
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 790,000 $787,976
Virgin Media Secured Finance Plc, 5.375%, 4/15/21 (144A) 500,000 $530,674
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 1,480,000 $1,435,230
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 250,000 $255,589
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 250,000 $254,230
Volt14-Npl4 Flt% 27apr54 A2 750,000 $738,234
VOLT XXII LLC, 4.75%, 10/27/53 (Step) 2,500,000 $2,492,866
VOLT XXIV LLC, 4.75%, 11/25/53 (Step) 1,000,000 $994,465
VOLT XX LLC, 5.25%, 2/1/39 (Step) (144A) 1,500,000 $1,507,280
Voya Financial, Inc., Floating Rate Note, 5/15/53 615,000 $630,202
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 300,000 $310,286
Vz 4.15% 15mar24 3,500,000 $3,696,493
Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44 1,600,000 $1,645,707
Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45 304,000 $314,886
Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48 1,500,000 $1,545,070
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46 1,813,000 $1,915,968
Wastequip LLC, Term Loan, 8/9/19 495,000 $496,856
Waupaca Foundry, Inc., Term Loan, 6/29/17 606,739 $608,635
WCA Waste Corp., Term Loan, 3/23/18 696,017 $696,996
WCP ISSUER LLC, 6.657%, 8/15/20 (144A) 400,000 $430,676
WebMD Health Corp., 1.5%, 12/1/20 (144A) 1,300,000 $1,448,688
WebMD Health Corp., 2.5%, 1/31/18 100,000 $106,174
WellCare Health Plans, Inc., 5.75%, 11/15/20 1,365,000 $1,463,754
WellPoint, Inc., 2.75%, 10/15/42 300,000 $461,304
Wells Fargo & Co., 7.5%, 12/31/49 (Perpetual) 1,050 $1,274,700
Wells Fargo & Co., Floating Rate Note, 12/29/49 3,250,000 $3,484,190
Wells Fargo & Co., Floating Rate Note, 12/31/49 (Perpetual) 400,000 $464,399
Wells Fargo Commercial Mortgage Trust, 4.0%, 11/15/43 (144A) 100,000 $87,385
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 1,500,000 $1,500,473
Wendy's International LLC, Term B Loan, 5/15/19 750,734 $752,921
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 165,030 $165,381
West Corp., Term B-10 Loan, 6/30/18 416,842 $415,134
Westgate Resorts 2012-2 LLC, 9.0%, 1/20/25 (144A) 750,000 $341,481
WEX, Inc., 4.75%, 2/1/23 (144A) 400,000 $394,917
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 100,000 $107,175
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/15/44 (144A) 50,000 $54,485
WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/15/48 (144A) 200,000 $191,826
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 165,000 $174,463
Windstream Corp., 7.5%, 6/1/22 1,305,000 $1,428,975
Windstream Corp., 8.125%, 9/1/18 850,000 $915,521
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 197,995 $197,777
WireCo WorldGroup, Inc., 9.5%, 5/15/17 100,000 $103,964
WireCo WorldGroup, Inc., Term Loan, 2/15/17 48,660 $49,116
WMG Acquisition Corp., 6.0%, 1/15/21 (144A) 171,000 $181,289
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 679,863 $670,344
World Kitchen LLC, U.S. Term Loan, 3/4/19 187,048 $187,984
WR Grace & Co., Delayed Draw Term Loan, 1/23/21 172,782 $172,652
WR Grace & Co., U.S. Term Loan, 1/23/21 482,582 $482,220
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 205,000 $199,088
Xerium Technologies, Inc., 8.875%, 6/15/18 798,000 $851,023
ZIGGO BV, (USD) TLB3, 1/15/22 587,872 $581,416
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 554,681 $548,589
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 357,447 $353,521

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