Pioneer Dynamic Credit Fund

Top 10 Portfolio Holdings as of 8/29/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 4.7%, 11/17/25 (144A) 350,000 $348,704
A10 Securitization 2013-1 LLC, 6.41%, 11/17/25 (144A) 139,000 $138,606
AAF Holdings LLC, 12.0%, 7/1/19 (144A) (PIK) 1,095,000 $1,146,648
Abengoa Finance SAU, 8.875%, 11/1/17 (144A) 900,000 $1,027,653
ACA CLO 2006-2, Ltd., Floating Rate Note, 1/20/21 (144A) 250,000 $245,095
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 922,688 $913,749
Accredited Mortgage Loan Trust 2003-3, 5.21%, 1/25/34 (Step) 8,190,000 $1,180,653
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 719,437 $717,713
ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A) 1,400,000 $1,402,068
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 1,700,000 $1,917,724
Advanced Micro Devices, Inc., 6.75%, 3/1/19 (144A) 1,095,000 $1,184,790
Advanced Micro Devices, Inc., 7.0%, 7/1/24 (144A) 865,000 $892,584
Advanced Micro Devices, Inc., 7.5%, 8/15/22 445,000 $476,984
Advantage Sales & Marketing Inc 1st Lien Dd L + 3.25% 21jul21 15,491 $15,373
Advantage Sales & Marketing Inc 1st Lien Tl-B L + 3.25% 11jul21 464,730 $461,203
Aegis Toxicology Corp 1st Lien Tl-B L + 4.5% 20feb21 225,000 $227,250
AEP Industries, Inc., 8.25%, 4/15/19 485,000 $519,405
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 126,184 $126,630
Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A) 208,000 $188,106
AES Corp. Virginia, 4.875%, 5/15/23 995,000 $991,735
AES Corp. Virginia, 5.5%, 3/15/24 1,500,000 $1,565,896
Affiliated Managers Group, Inc., 4.25%, 2/15/24 915,000 $957,559
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 968,936 $961,938
Agrokor dd, 8.875%, 2/1/20 (144A) 75,000 $83,794
AgStar Financial Services ACA, Floating Rate Note (Perpetual) (144A) 1,500 $1,539,281
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 500,000 $501,270
Air Canada 2013-1 Class C Pass Through Trust, 6.625%, 5/15/18 (144A) 500,000 $529,936
Aircastle, Ltd., 6.25%, 12/1/19 200,000 $219,590
Air Medical Group Holdings, Inc., B-1 Term Loan, 6/30/18 248,960 $250,516
Akorn, Inc., Loan, 11/13/20 693,587 $694,448
Alamo Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 250,000 $255,950
Alam Synergy Pte, Ltd., 9.0%, 1/29/19 (144A) 340,000 $373,364
Albany Molecular Research, Inc., 2.25%, 11/15/18 (144A) 950,000 $1,351,078
Albea Beauty Holdings SA, 8.375%, 11/1/19 (144A) 255,000 $285,009
Albertsons LLC, Term B-2 Loan, 3/21/19 894,254 $896,210
Alkermes, Inc., 2019 Term Loan, 9/25/19 691,462 $688,293
Allegion US Holding Co, Inc., 5.75%, 10/1/21 930,000 $996,308
Alliance One International, Inc., 9.875%, 7/15/21 1,300,000 $1,316,047
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 491,803 $491,492
Allied Security Holdings LLC, Delayed Draw Term Loan (First Lien), 2/12/21 480,000 $477,375
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 558,881 $557,746
Ally Financial, Inc., 7.0% (Perpetual) (144A) 1,600 $1,616,650
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 168,360 $35,979
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 75,000 $141,680
Altice Financing SA, 6.5%, 1/15/22 (144A) 1,800,000 $1,909,125
Altisource Solutions Sarl, Term B Loan, 12/9/20 1,140,904 $1,100,972
Altrl Flt% 30jun16 4,000,000 $4,188,000
American Airlines, Inc., Class B Term Loan, 6/27/19 346,500 $344,551
American Energy-Permian Basin LLC, 7.125%, 11/1/20 (144A) 1,500,000 $1,464,207
American Energy-Permian Basin LLC, 7.375%, 11/1/21 (144A) 860,000 $843,785
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 990,000 $1,166,014
American Home Mortgage Investment Trust 2005-1 REMICS, Floating Rate Note, 6/25/45 750,000 $75,914
AMG Capital Trust II, 5.15%, 10/15/37 28,000 $1,797,250
Amkor Technology, Inc., 6.375%, 10/1/22 285,000 $308,907
Amsted Industries, Inc., 5.0%, 3/15/22 (144A) 1,705,000 $1,756,387
Amsurg Corp., 5.625%, 7/15/22 (144A) 1,545,000 $1,590,384
Apex Tool Group LLC, 7.0%, 2/1/21 (144A) 400,000 $380,256
Apex Tool Group LLC, Term Loan, 1/31/20 642,246 $632,291
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 222,062 $221,951
Approach Resources, Inc., 7.0%, 6/15/21 2,020,000 $2,130,258
Appvion, Inc., Term Commitment, 6/28/19 990,000 $990,619
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,500,000 $1,681,609
Arc Automotive Group, Inc., Term Loan, 11/15/18 527,141 $529,776
Arcelik AS, 5.0%, 4/3/23 (144A) 400,000 $391,167
Ardagh Finance Holdings SA, 8.625%, 6/15/19 (144A) (PIK) 350,000 $369,228
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 600,000 $838,620
Arlington Flt% 01aug15 600,000 $614,880
Armacell International GmbH, Term Loan B (First Lien), 7/2/20 497,500 $499,366
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 1,269,338 $1,271,083
Ashland, Inc., 4.75%, 8/15/22 2,000,000 $2,006,458
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 25,000 $645,250
AT&T, Inc., 3.9%, 3/11/24 3,500,000 $3,731,923
Athlon Holdings LP, 7.375%, 4/15/21 470,000 $522,948
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 900,000 $896,063
Atlantic Power LP, Term Loan, 2/20/21 1,124,961 $1,131,992
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 250,000 $258,528
Atrium Innovations, Inc., Initial Tranche B-1 Term Loan (First Lien), 1/29/21 598,500 $593,637
Atwood Oceanics, Inc., 6.5%, 2/1/20 900,000 $958,713
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 114,713 $114,856
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 400,000 $375,090
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 300,000 $300,107
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 200,000 $231,356
Avis Budget Car Rental LLC, 5.5%, 4/1/23 220,000 $229,958
Avis Budget Finance Plc, 6.0%, 3/1/21 (144A) 150,000 $216,962
AXA SA, 8.6%, 12/15/30 250,000 $342,449
Axiall Corp., 4.875%, 5/15/23 500,000 $507,734
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 1,100,000 $1,113,342
AXIS Equipment Finance Receivables II LLC, 6.41%, 10/22/18 250,000 $253,804
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 648,046 $652,366
B&G Foods, Inc., 4.625%, 6/1/21 400,000 $398,574
Banco de Bogota SA, 5.375%, 2/19/23 (144A) 500,000 $518,321
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,750,000 $1,816,024
Banc of America Commercial Mortgage Trust 2007-5, Floating Rate Note, 2/10/51 1,250,000 $1,293,927
Banc of America Merrill Lynch Commercial Mortgage, Inc. REMICS, Floating Rate Note, 9/10/47 (144A) 160,000 $145,118
Banc of America Mortgage Trust 2004-2, 5.5%, 3/25/34 212,565 $77,166
Banco Santander SA, Floating Rate Note (Perpetual) 1,000,000 $995,698
Bank of America Corp., 6.11%, 1/29/37 625,000 $744,873
Bank of America Corp., 7.25% (Perpetual) 1,340 $1,569,140
Bank of America Corp., 7.75%, 5/14/38 200,000 $284,706
Bankrate, Inc., 6.125%, 8/15/18 (144A) 1,150,000 $1,187,435
Barry Callebaut Services NV, 5.5%, 6/15/23 (144A) 300,000 $320,121
Basic Energy Services, Inc., 7.75%, 10/15/22 280,000 $313,338
Bayview Commercial Asset Trust, Floating Rate Note, 4/25/34 (144A) 4,900,000 $481,594
Bayview Commercial Asset Trust, Floating Rate Note, 8/25/35 (144A) 1,400,000 $318,260
Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/37 (Step) 1,288,834 $87,170
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 460,000 $460,095
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 500,000 $502,042
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 250,000 $263,889
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 400,000 $462,278
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 19,000,000 $123,281
Bear Stearns Commercial Mortgage Securities Trust 2004-TOP16, Floating Rate Note, 2/13/46 (144A) 500,000 $528,445
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 100,000 $101,127
Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, Floating Rate Note, 10/12/42 1,500,000 $1,506,273
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 2,642,507 $2,705,744
Bear Stearns Commercial Mortgage Securities Trust 2007-PWR16, Floating Rate Note, 6/11/40 2,000,000 $2,056,969
Belden, Inc., 5.5%, 4/15/23 (144A) 300,000 $419,281
Belden, Inc., 5.5%, 9/1/22 (144A) 1,860,000 $1,980,616
Berkeley-Kane Flt% 12jun15 1,004,200 $1,018,158
Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A) 200,000 $205,844
Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A) 300,000 $308,250
Big Heart Pet Brands, Initial Term Loan, 2/24/20 315,512 $310,533
BioScrip, Inc., 8.875%, 2/15/21 (144A) 1,050,000 $1,085,383
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 $278,420
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 300,000 $328,414
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 750,000 $956,361
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 650,000 $685,060
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 750,000 $766,795
BlueScope Steel Finance, Ltd., 7.125%, 5/1/18 (144A) 730,000 $783,693
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 900,000 $978,050
Boart Longyear Management Pty, Ltd., 10.0%, 10/1/18 (144A) 495,000 $539,000
Bombardier, Inc., 4.75%, 4/15/19 (144A) 825,000 $851,314
Bombardier, Inc., 6.0%, 10/15/22 (144A) 1,067,000 $1,111,814
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 400,857 $399,139
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 980,000 $996,374
Bonanza Creek Energy, Inc., 6.75%, 4/15/21 345,000 $370,983
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 124,031 $124,315
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 250,000 $250,767
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 500,000 $511,111
BRF SA, 3.95%, 5/22/23 (144A) 250,000 $244,313
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 492,500 $491,371
Brit Insurance Holdings BV, Floating Rate Note, 12/9/30 850,000 $1,504,513
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,915,000 $1,880,590
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 280,000 $292,961
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 500,000 $537,396
Brown Shoe Co, Inc., 7.125%, 5/15/19 750,000 $806,836
Buckeye Partners LP, 4.15%, 7/1/23 3,500,000 $3,636,043
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 76,635 $76,659
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 400,000 $403,750
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 1,150,000 $1,158,585
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 500,000 $512,348
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,500,000 $1,583,140
Calfrac Holdings LP, 7.5%, 12/1/20 (144A) 385,000 $416,201
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 529,650 $519,940
Calpine Corp., Term Loan (10/12), 10/9/19 442,618 $442,645
CAM Mortgage Trust 2014-1, 5.5%, 12/15/53 (Step) (144A) 750,000 $756,760
CAM Mortgage Trust 2014-2, Floating Rate Note, 5/15/48 (144A) 400,000 $403,102
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 500,000 $564,866
Capella Healthcare, Inc., 9.25%, 7/1/17 200,000 $212,657
Caraustar Industries, Inc., Term Loan, 5/1/19 203,936 $206,179
Cardtronics, Inc., 1.0%, 12/1/20 (144A) 1,000,000 $959,972
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 1,755,000 $1,785,119
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 750,000 $887,105
Carriage Services, Inc., 2.75%, 3/15/21 (144A) 425,000 $463,696
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 650,000 $717,844
Cascades, Inc., 5.5%, 7/15/22 (144A) 1,910,000 $1,916,393
CCO Holdings LLC, 5.75%, 9/1/23 475,000 $501,643
CCO Holdings LLC, 6.5%, 4/30/21 100,000 $108,417
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 2,500,000 $2,532,396
Cemex Finance LLC, 6.0%, 4/1/24 (144A) 200,000 $212,967
Cemex SAB de CV, 5.875%, 3/25/19 (144A) 550,000 $590,037
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 300,000 $332,344
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 65,000 $69,968
CenturyLink, Inc., 6.45%, 6/15/21 500,000 $554,219
CenturyLink, Inc., 7.6%, 9/15/39 150,000 $157,850
CenturyLink, Inc., 7.65%, 3/15/42 800,000 $836,050
Cenveo Corp., 6.0%, 8/1/19 (144A) 1,210,000 $1,200,723
Cepheid, 1.25%, 2/1/21 (144A) 545,000 $521,705
Cequel Communications LLC, Term Loan, 2/14/19 383,243 $381,638
Charter Communications 1st Lien Tl-B L + 3.5% 12aug21 390,000 $393,077
Charter Communications Operating LLC, Term F Loan, 12/31/20 495,000 $487,575
Chemtura Corp., 5.75%, 7/15/21 930,000 $973,884
Chiquita Brands International, Inc., 7.875%, 2/1/21 928,000 $1,020,887
CHL Mortgage Pass-Through Trust 2002-32, Floating Rate Note, 1/25/33 400,000 $61,655
Chrysler Group LLC, Tranche B Term Loan, 12/29/18 2,019,938 $2,006,050
CHS, 2021 Term D Loan, 1/27/21 346,363 $347,824
CHS, 6.875%, 2/1/22 (144A) 1,140,000 $1,217,564
CHS, 8.0%, 11/15/19 1,075,000 $1,194,146
Ciena Corp., 0.875%, 6/15/17 1,000,000 $1,001,823
Cincinnati Bell, Inc., 8.375%, 10/15/20 1,105,000 $1,233,629
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 750,000 $1,045,670
Citicorp Residential Mortgage Trust Series 2006-1, 5.836%, 7/25/36 (Step) 100,000 $37,475
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 125,000 $91,527
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 189,000 $171,461
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 1,900,000 $938,996
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 125,000 $103,344
Citigroup, Inc., Floating Rate Note (Perpetual) 500,000 $506,854
Citigroup, Inc., Floating Rate Note (Perpetual) 63,000 $1,753,920
Citigroup, Inc., Floating Rate Note (Perpetual) 1,300,000 $1,307,265
Citigroup Capital XIII, Floating Rate Note, 10/30/40 54,200 $1,476,408
Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/17/49 300,000 $315,960
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 300,000 $62,705
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $251,549
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 600,000 $602,930
CityCenter Holdings LLC, Term B Loan, 10/16/20 227,316 $227,430
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 275,000 $310,263
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 -54,450,000 $-4,922,596
Cme: (Cdx.Na.Ig.22.V1) Usd 20jun19 Z91jeqk49 -70,000,000 $-1,538,091
CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A) 5,908,000 $553,561
CNL Lifestyle Properties, Inc., 7.25%, 4/15/19 600,000 $637,313
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 650,000 $712,651
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 92,470 $92,498
COBALT CMBS Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 1,200,000 $1,238,244
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 220,000 $183,011
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 715,000 $662,025
CoBank ACB, Floating Rate Note (Perpetual) (144A) 5,000 $520,469
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 2,000,000 $2,013,487
COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/17/45 (144A) 100,000 $100,100
COMM 2012-CCRE4 Mortgage Trust, Floating Rate Note, 10/17/45 (144A) 303,000 $297,166
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 1,400,000 $1,404,498
COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 1,400,000 $1,395,214
Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49 1,600,000 $1,681,488
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 400,000 $427,813
Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A) 1,700,000 $1,813,947
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 105,265 $105,331
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 157,898 $157,865
CommScope Holding Co, Inc., 6.625%, 6/1/20 (144A) (PIK) 650,000 $704,521
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $257,488
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $256,721
Comstock Resources, Inc., 7.75%, 4/1/19 1,200,000 $1,319,492
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 792,396 $794,872
Conseco Financial Corp., 6.18%, 4/1/30 2,201,000 $237,155
Constellation Brands, Inc., 3.75%, 5/1/21 470,000 $476,414
Constellation Brands, Inc., 4.25%, 5/1/23 485,000 $496,664
Constellation Enterprises LLC, 10.625%, 2/1/16 (144A) 475,000 $431,566
Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17 250,000 $12,668
Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15 250,000 $53,616
ConvaTec, Inc., Dollar Term Loan, 12/22/16 92,917 $92,975
ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A) 100,000 $109,438
Copano Energy LLC, 7.125%, 4/1/21 373,000 $429,459
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 700,000 $716,367
Corporate Office Properties LP, 3.6%, 5/15/23 225,000 $220,078
Corsicanto, Ltd., 3.5%, 1/15/32 1,250,000 $1,085,156
Cosan Luxembourg SA, 5.0%, 3/14/23 (144A) 240,000 $237,133
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/36 (144A) 9,809,888 $349,832
Countrywide Asset-Backed Certificates, Floating Rate Note, 9/27/32 360,000 $19,447
County of York South Carolina, 5.7%, 1/1/24 100,000 $100,998
Covanta Holding Corp., 5.875%, 3/1/24 1,130,000 $1,201,637
Coveris Holdings SA, USD Term Loan, 4/14/19 29,850 $30,198
Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 4/15/37 1,500,000 $1,519,347
Credit Suisse First Boston Mortgage Securities Corp., 4.898%, 3/15/36 (144A) 1,000,000 $49,785
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 12/25/35 5,000,000 $1,427,248
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A) 100,000 $102,386
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33 1,749,811 $396,415
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,150,000 $1,169,257
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,400,000 $1,295,170
Crossmark Holdings, Inc., Term Loan (First Lien), 12/20/19 197,123 $195,522
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 655,444 $652,781
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 650,000 $647,969
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 866,747 $865,303
CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 (144A) 2,000,000 $2,007,835
CST Brands, Inc., 5.0%, 5/1/23 1,325,000 $1,346,899
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 750,000 $859,180
Cummins, Inc., 5.65%, 3/1/98 350,000 $415,849
CWGS Group LLC, Term Loan, 2/20/20 1,431,875 $1,441,719
Dana Holding Corp., 6.0%, 9/15/23 830,000 $906,775
Darling Ingredients, Inc., 5.375%, 1/15/22 (144A) 1,060,000 $1,106,872
Dartmouth Zero% 31dec14 1,500,000 $1,464,150
DaVita HealthCare Partners, Inc., 5.125%, 7/15/24 1,360,000 $1,394,458
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 63,499 $63,459
DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/12/44 (144A) 113,538 $127,173
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 1,550,000 $1,528,436
Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A) 1,300,000 $1,307,082
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 498,747 $493,759
Del Monte Foods, Inc., Initial Loan (Second Lien), 5/26/21 590,000 $567,875
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 172,375 $170,928
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 400,000 $428,108
Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A) 900,000 $970,369
Deluxe Entertainment Services Group, Inc., Initial Term Loan, 2/26/20 422,344 $370,607
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 865,000 $860,008
DigitalGlobe, Inc., Term Loan, 1/31/20 695,942 $695,156
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 400,000 $412,586
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 990,810 $988,539
DR Horton, Inc., 5.75%, 8/15/23 905,000 $963,731
Drill Rigs Holdings, Inc., 6.5%, 10/1/17 (144A) 845,000 $893,083
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 990,000 $997,178
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $742,445
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 500,000 $311,069
Duff & Phelps LLC, Initial Term Loan, 4/23/20 623,703 $624,353
DuPont Fabros Technology LP, 5.875%, 9/15/21 2,000,000 $2,143,854
DynCorp International, Inc., Term Loan, 7/7/16 76,347 $76,366
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 304,615 $304,615
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $271,525
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 1,500,000 $1,555,531
Elior Finance & Co SCA, 6.5%, 5/1/20 (144A) 900,000 $860,559
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $253,378
Emdeon, Inc., Term B-2 Loan, 11/2/18 779,106 $777,645
Emergent Biosolutions, Inc., 2.875%, 1/15/21 (144A) 1,470,000 $1,602,070
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 150,000 $159,131
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 500,000 $536,964
Emulex Corp., 1.75%, 11/15/18 (144A) 765,000 $694,795
Endo Finance LLC, 5.75%, 1/15/22 (144A) 375,000 $384,258
Endo Finance LLC & Endo Finco, Inc., 5.375%, 1/15/23 (144A) 1,375,000 $1,383,880
Enel Finance International NV, 5.125%, 10/7/19 (144A) 150,000 $169,945
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 1,190,000 $1,443,371
Energy & Exploration Partners, Inc., 8.0%, 7/1/19 (144A) 1,520,000 $1,548,036
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 1,360,000 $1,462,850
Entegris, Inc., 6.0%, 4/1/22 (144A) 800,000 $843,867
Envision Healthcare Corp., Initial Term Loan, 5/25/18 295,429 $295,214
EP Energy LLC, Tranche B-3 Loan, 5/24/18 176,667 $175,695
Epiq Systems, Inc., Term Loan, 8/27/20 595,500 $596,989
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 530,000 $531,600
EQTY 2014-MZ Mezzanine Trust, Floating Rate Note, 5/8/31 (144A) 300,000 $302,212
Equinix, Inc., 7.0%, 7/15/21 50,000 $55,000
Essar Steel Algoma, Inc., Term Loan, 9/19/14 122,813 $123,350
EV Energy Partners LP, 8.0%, 4/15/19 1,150,000 $1,224,750
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 1,000,000 $988,750
ExGen Renewables I LLC, Term Loan, 2/5/21 1,140,409 $1,157,515
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 221,514 $221,847
FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A) 300,000 $322,636
Fannie Mae, 0.5%, 12/15/33 (144A) 1,265,000 $1,261,574
Fannie Mae, 3.5%, 5/1/44 6,475,000 $6,614,554
Fannie Mae, 4.0%, 5/1/44 4,304,445 $4,529,356
Fannie Mae, 4.0%, 5/1/44 1,445,896 $1,526,819
Fannie Mae, 4.0%, 9/1/43 528,373 $535,973
Fannie Mae, 4.0%, 9/11/14 22,150,000 $23,500,151
Fannie Mae, 4.5%, 6/1/44 8,396,974 $8,961,383
Fannie Mae, 4.5%, 8/1/40 3,070,237 $1,517,959
Fannie Mae, 4.5%, 9/1/39 2,945,000 $1,366,763
Fannie Mae, 4.5%, 9/1/40 2,868,485 $940,838
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 350,000 $263,803
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 414,750 $418,120
F Cp Zero% 03sep14 Usd 1,985,000 $1,984,956
Federal Home Loan Mortgage Corp., 4.5%, 6/1/41 2,749,325 $1,015,883
Federal Home Loan Mortgage Corp., Floating Rate Note, 5/25/45 (144A) 175,000 $176,260
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 500,000 $476,891
Fidelity & Guaranty Life Holdings, Inc., 6.375%, 4/1/21 (144A) 500,000 $548,193
Fidelity National Financial, Inc., 5.5%, 9/1/22 250,000 $281,109
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 248,748 $248,934
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 1,846,407 $1,887,759
Fifth Third Bancorp, Floating Rate Note (Perpetual) 18,900 $519,372
Firstar Realty LLC, 8.875% (Perpetual) (144A) 400 $497,750
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 500,000 $495,417
First Quantum Minerals, Ltd., 7.25%, 5/15/22 (144A) 690,000 $742,819
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 414,363 $413,327
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 1,000,000 $663,352
Flagship Credit Auto Trust 2013-1, 5.38%, 7/15/20 700,000 $721,051
Flextronics International, Ltd., 4.625%, 2/15/20 85,000 $86,864
Flextronics International, Ltd., 5.0%, 2/15/23 145,000 $150,015
Floatel 1st Lien Tl-B L + 5% 22may20 1,122,188 $1,127,798
Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A) 1,370,000 $1,477,973
Fly Funding II Sarl, Loan, 8/8/18 734,659 $739,251
Fly Leasing, Ltd., 6.75%, 12/15/20 590,000 $635,172
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 295,142 $294,424
Foresight Energy LLC, Term Loan, 8/21/20 528,333 $533,280
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 350,000 $354,039
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 200,000 $203,577
FREMF Mortgage Trust 2013-K28, Floating Rate Note, 6/25/46 (144A) 1,000,000 $958,439
Frontier Communications Corp., 7.625%, 4/15/24 250,000 $272,773
Frontier Communications Corp., 8.75%, 4/15/22 500,000 $598,906
Frontier Communications Corp., 9.0%, 8/15/31 200,000 $216,750
FTS International, Inc., 6.25%, 5/1/22 (144A) 1,080,000 $1,129,425
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,000,000 $1,037,189
Gannett Co, Inc., 6.375%, 10/15/23 (144A) 1,620,000 $1,759,978
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 52,542 $52,345
Garda World Security Corp., Term B Loan, 11/1/20 205,391 $204,620
Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20 645,747 $644,984
Gates Global Llc 1st Lien Tl-B L + 3.25% 12jun21 625,000 $621,029
Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 600,000 $610,733
GCI, Inc., 8.625%, 11/15/19 458,000 $490,704
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 2,500,000 $745,497
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A) 350,000 $356,132
GE Mortgage Services LLC, Floating Rate Note, 3/25/27 5,850,000 $268,066
Generac Power Systems, Inc., Term Loan B, 5/31/20 707,400 $702,758
General Cable Corp., 4.5%, 11/15/29 (Step) 1,342,000 $1,209,478
General Electric Capital Corp., Floating Rate Note (Perpetual) 1,000,000 $1,193,594
General Motors Financial Co, Inc., 4.25%, 5/15/23 125,000 $129,206
Generic Drug Holdings, Inc., Closing Date Term Loan, 8/16/20 445,336 $447,006
Genpact International, Inc., Term Loan, 8/30/19 321,630 $321,094
Gentiva Health Services, Inc., 11.5%, 9/1/18 60,000 $67,781
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 1,119,063 $1,121,336
Gestamp Funding Luxembourg SA, 5.625%, 5/31/20 (144A) 1,215,000 $1,244,236
Gibraltar Industries, Inc., 6.25%, 2/1/21 1,000,000 $1,042,535
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 2,005,000 $2,182,317
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 1,500,000 $1,433,931
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 200,000 $206,178
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 34,761 $34,848
Global Brass & Copper, Inc., 9.5%, 6/1/19 500,000 $573,618
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 800,000 $193,668
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 1,671,000 $442,899
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 2,500,000 $766,466
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 509,814 $126,493
GMAC Capital Trust I, Floating Rate Note, 2/15/40 27,750 $745,920
GMAT 2013-1 Trust, Floating Rate Note, 8/25/53 570,000 $544,389
Golar LNG Partners LP, Floating Rate Note, 10/12/17 2,000,000 $343,178
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 400,000 $371,746
Government National Mortgage Association, Floating Rate Note, 3/16/53 350,000 $24,306
Government National Mortgage Association REMICS, Floating Rate Note, 11/16/54 3,400,000 $316,121
Grays Harbor County Public Utility District No 1, 5.0%, 7/1/43 1,000,000 $1,095,954
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 559,706 $558,936
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 1,215,000 $1,217,025
Green Plains Inc 1st Lien Tl-B L + 5.5% 03jun20 950,000 $951,781
Griffon Corp., 5.25%, 3/1/22 2,375,000 $2,414,633
Grifols Worldwide Operations, Ltd., 5.25%, 4/1/22 (144A) 645,000 $678,540
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 99,750 $99,189
Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A) 525,000 $540,972
GS Mortgage Securities Corp II Series 2004-GG2, Floating Rate Note, 8/10/38 200,000 $200,719
GS Mortgage Securities Corp Trust 2014-NEW, 3.79%, 1/10/31 (144A) 1,000,000 $969,360
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 1,000,000 $1,007,204
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 700,000 $727,730
GS Mortgage Securities Trust 2012-GC6, Floating Rate Note, 1/12/45 (144A) 110,000 $116,779
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 705,000 $706,189
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 300,000 $433,444
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 500,000 $530,770
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 540,000 $584,550
Guggenheim Partners Investment Management Holdings LLC, Initial Term Loan, 7/22/20 446,625 $445,369
Gulfport Energy Corp., 7.75%, 11/1/20 1,190,000 $1,309,736
Gwinnett County School District, 5.0%, 2/1/36 1,000,000 $1,162,358
Halcon Resources Corp., 8.875%, 5/15/21 1,570,000 $1,693,065
Halcon Resources Corp., 9.75%, 7/15/20 1,050,000 $1,144,172
Harland Clarke Holdings Corp., Tranche B-4 Term Loan, 8/17/19 325,875 $330,274
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 105,000 $105,512
Hearthside Group Holdings Llc 1st Lien Tl L + 3.5% 24apr21 250,000 $251,146
Heckler & Koch GmbH, 9.5%, 5/15/18 (144A) 100,000 $115,414
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 $901,189
Hercules Offshore, Inc., 8.75%, 7/15/21 (144A) 905,000 $923,948
Hexion US Finance Corp., 8.875%, 2/1/18 1,700,000 $1,775,904
HHI Holdings LLC, Additional Term Loan, 10/5/18 395,243 $396,849
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 1,900,000 $1,906,236
HJ Heinz Co., Term B-2 Loan, 6/5/20 396,000 $396,173
HLSS Servicer Advance Receivables Trust, 4.4584%, 1/15/48 (144A) 400,000 $407,503
Hologic, Inc., 2.0%, 3/1/42 (Step) 1,350,000 $1,462,987
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 337,725 $336,177
Homeowner Assistance Program Reverse Mortgage Loan Trust 2013-RM1, 4.0%, 5/26/53 (144A) 250,000 $185,784
Hospitality Properties Trust, 5.0%, 8/15/22 840,000 $900,076
Hostess Brands, Inc., Term B Loan, 4/9/20 678,300 $698,649
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 146,625 $147,083
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 250,000 $282,873
Husky Injection Molding Systems Lt 1st Lien Tl-B L + 3.25% 30jun21 700,000 $700,292
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 380,000 $356,416
Iap Worldwide Services Inc 4 $3,056
Iap Worldwide Services Inc 2nd Lien Tl L + 6.5% 18jul19 28,763 $25,886
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 193,553 $193,891
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 750,000 $762,392
Ice: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjbdd5 -67,320,000 $-6,086,119
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 100,000 $92,842
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 200,000 $208,438
Immucor, Inc., 11.125%, 8/15/19 100,000 $111,464
Immucor, Inc., Term B-2 Loan, 8/19/18 443,744 $444,668
IMS Health, Inc., 6.0%, 11/1/20 (144A) 170,000 $182,084
INEOS Group Holdings SA, 5.875%, 2/15/19 (144A) 600,000 $616,469
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 216,658 $215,033
Inkia Energy, Ltd., 8.375%, 4/4/21 (144A) 100,000 $112,397
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 1,000,000 $913,504
Intelsat Jackson Holdings SA, 6.625%, 12/15/22 450,000 $476,461
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 250,000 $271,252
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 289,851 $288,583
Intelsat Luxembourg SA, 7.75%, 6/1/21 350,000 $375,956
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 39,505 $39,663
InterGen NV, 7.0%, 6/30/23 (144A) 1,050,000 $1,078,000
Interline Brands, Inc., Term Loan (First Lien), 3/12/21 249,375 $247,297
International Automotive Components Group SA, 9.125%, 6/1/18 (144A) 400,000 $434,024
International Equipment Solutions LLC, Initial Loan, 8/16/19 669,614 $672,544
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 525,000 $616,510
Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A) 825,000 $850,051
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 132,998 $132,832
Iron Mountain, Inc., 5.75%, 8/15/24 1,415,000 $1,457,303
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 700,000 $845,866
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 900,000 $969,328
j2 Global, Inc., 8.0%, 8/1/20 705,000 $774,756
Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A) 1,000,000 $1,110,368
James River Coal Co., 7.875%, 4/1/19 250,000 $20,492
JAZZ PHARMACEUTICALS INC, Tranche 2 Term Loan, 6/12/18 338,905 $338,397
JB Poindexter & Co, Inc., 9.0%, 4/1/22 (144A) 500,000 $573,625
JBS Investments GmbH, 7.25%, 4/3/24 (144A) 2,600,000 $2,806,971
JinkoSolar Holding Co, Ltd., 4.0%, 2/1/19 (144A) 1,455,000 $1,446,048
JLL, 7.5%, 2/1/22 (144A) 705,000 $723,359
JLL, Initial Dollar Term Loan, 1/23/21 450,000 $446,766
JMC Steel Group, Inc., 8.25%, 3/15/18 (144A) 620,000 $651,194
JMC Steel Group, Inc., Term Loan, 4/1/17 394,042 $392,811
JobsOhio Beverage System, 3.985%, 1/1/29 500,000 $515,950
JobsOhio Beverage System, 4.532%, 1/1/35 75,000 $79,980
Jones Energy Holdings LLC, 6.75%, 4/1/22 (144A) 400,000 $433,175
JPMorgan Chase & Co., 1.0%, 9/20/17 250,000 $31,199
JPMorgan Chase & Co., 4.35%, 8/15/21 200,000 $217,488
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 1,835,000 $1,980,309
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,510,930
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 1,300,000 $1,335,685
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 1,400,000 $1,418,628
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7 REMICS, Floating Rate Note, 4/15/45 1,400,000 $1,415,882
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12, Floating Rate Note, 2/15/51 1,725,000 $1,794,009
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 1,900,000 $1,903,257
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 1,530,000 $1,526,863
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 7/25/35 2,900,000 $157,684
Kane Flt% 12jun15 1,100,000 $996,160
Kane Flt% 14jul15 713,104 $679,802
Kane Flt% 30jul16 805,000 $837,361
Kane-Pi4 Flt% 07jul16 1,503,871 $1,500,111
Kane-Pi4 Zero% 18jul16 1,505,000 $1,578,595
KB Home, 1.375%, 2/1/19 700,000 $702,088
KB Home, 7.0%, 12/15/21 1,400,000 $1,532,417
KB Home, 8.0%, 3/15/20 200,000 $233,333
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 405,000 $425,157
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 875,000 $956,029
Key Energy Services, Inc., 6.75%, 3/1/21 585,000 $613,409
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 325,000 $354,216
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,150,000 $1,171,639
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $352,835
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 400,000 $413,988
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 492,513 $490,358
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 393,168 $392,044
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 1,150,000 $1,291,840
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 181,782 $182,842
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 246,821 $247,554
La Hipotecaria Panamanian Mortgage Trust 2007-1, Floating Rate Note, 12/23/36 (144A) 1,800,000 $940,394
Lamar Media Corp., 5.375%, 1/15/24 (144A) 600,000 $622,031
Landry's, Inc., B Term Loan, 4/24/18 456,015 $456,109
Lantheus Medical Imaging, Inc., 9.75%, 5/15/17 600,000 $624,563
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 544,928 $531,646
LBC Tank Terminals Holding Netherlands BV, 6.875%, 5/15/23 (144A) 220,000 $239,811
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/40 1,000,000 $1,025,717
LB-UBS Commercial Mortgage Trust 2006-C1, Floating Rate Note, 2/15/41 1,963,990 $2,015,010
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 358,317 $365,275
Legacy Reserves LP, 6.625%, 12/1/21 (144A) 1,300,000 $1,337,542
Legg Mason, Inc., 3.95%, 7/15/24 1,250,000 $1,290,067
Legg Mason, Inc., 5.625%, 1/15/44 500,000 $564,830
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) 1,895,356 $404,788
Lennar Corp., 4.5%, 6/15/19 1,175,000 $1,209,516
Lennar Corp., 4.75%, 11/15/22 450,000 $449,484
Level 3 Financing Inc Bridge L + 4.25% 15jun15 2,180,000 $2,180,000
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 100,000 $99,553
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 1,265,000 $1,318,064
Linn Energy LLC, 6.25%, 11/1/19 900,000 $947,844
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 424,790 $423,994
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 717,750 $716,853
LKQ Corp., 4.75%, 5/15/23 250,000 $247,839
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 500,000 $525,377
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 500,000 $508,855
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 2,500 $267,925
Lorillard Tobacco Co., 3.75%, 5/20/23 175,000 $175,855
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 841,500 $838,432
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 500,000 $594,030
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 450,000 $460,430
Maine Health & Higher Educational Facilities Authority, 5.0%, 7/1/43 1,000,000 $1,103,814
Maine Turnpike Authority, 5.0%, 7/1/42 1,000,000 $1,126,924
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 1,605,000 $1,652,836
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 200,000 $217,665
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 100,000 $110,311
Masco Corp., 7.125%, 3/15/20 135,000 $159,659
Massachusetts Development Finance Agency, 5.25%, 4/1/37 100,000 $115,968
Massachusetts Water Resources Authority, 5.0%, 8/1/37 1,000,000 $1,136,558
MasTec, Inc., 4.875%, 3/15/23 150,000 $149,602
MASTR Adjustable Rate Mortgages Trust 2003-6, Floating Rate Note, 12/25/33 30,000,000 $580,946
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 1,100,000 $153,122
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 500,000 $102,011
Mastr Specialized Loan Trust, Floating Rate Note, 10/25/34 775,000 $803,697
MCGRAW-HILL SCHOOL EDUCATION HOLDINGS LLC, Term B Loan, 12/18/19 1,890,500 $1,899,953
MDC Holdings, Inc., 5.5%, 1/15/24 1,150,000 $1,185,729
MDC Partners, Inc., 6.75%, 4/1/20 (144A) 445,000 $477,457
MedAssets, Inc., 8.0%, 11/15/18 175,000 $187,615
MedAssets, Inc., Term B Loan, 12/13/19 333,573 $332,945
Memorial Production Partners LP, 6.875%, 8/1/22 (144A) 1,090,000 $1,088,051
Memorial Production Partners LP, 7.625%, 5/1/21 770,000 $818,283
Meritor, Inc., 6.75%, 6/15/21 400,000 $428,625
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 500,000 $501,994
Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36 1,200,000 $188,676
Metaldyne LLC, USD Term Loan 2014, 12/18/18 586,362 $587,339
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 400,000 $373,313
Metinvest BV, 8.75%, 2/14/18 (144A) 1,100,000 $730,498
MetLife, Inc., 6.4%, 12/15/66 300,000 $342,250
MGM Resorts International, Term B Loan, 12/20/19 265,950 $264,759
MHP SA, 8.25%, 4/2/20 (144A) 500,000 $436,958
Michaels Stores, Inc., Term B Loan, 1/28/20 246,875 $244,406
Michaels Stores Inc 1st Lien Tl-B2 L + 3% 28jan20 500,000 $497,657
Micron Technology, Inc., 5.875%, 2/15/22 (144A) 1,650,000 $1,771,602
Microsemi Corp., Term Loan (2014), 3/14/21 175,289 $174,237
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 25,000 $20,047
Midstates Petroleum Co, Inc., 10.75%, 10/1/20 650,000 $747,983
Midstates Petroleum Co, Inc., 9.25%, 6/1/21 800,000 $884,294
Midwest Vanadium Pty, Ltd., 11.5%, 2/15/18 (144A) 100,000 $31,760
Milacron LLC, Term Loan, 3/28/20 983,858 $981,398
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 400,000 $426,583
Mirabela Nickel, Ltd. 922,916 $77,526
Mirabela Nickel, Ltd., 9.5%, 6/24/19 112,000 $102,869
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 921,062 $919,910
ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46 1,400,000 $1,439,359
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 500,000 $503,154
MMM Holdings, Inc., MMM Term Loan, 12/12/17 27,158 $27,327
Molina Healthcare, Inc., 1.125%, 1/15/20 1,100,000 $1,422,609
Monitronics International, Inc., 9.125%, 4/1/20 785,000 $869,597
Monitronics International, Inc., Term B Loan (2013), 3/23/18 558,519 $559,479
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 500,000 $532,675
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 1,750,000 $1,052,727
Monty Parent Issuer 1 LLC, 4.25%, 11/20/28 (144A) 1,750,000 $1,342,219
Morgan Stanley, 4.1%, 5/22/23 750,000 $772,394
Morgan Stanley, 4.875%, 11/1/22 250,000 $274,086
Morgan Stanley, Floating Rate Note (Perpetual) 18,000 $500,400
Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A) 105,000 $18,247
Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49 1,500,000 $1,550,990
Motel 6 Trust, 4.2743%, 10/7/25 (144A) 1,327,000 $1,310,418
MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A) 100,000 $107,161
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 19,744 $19,818
Mueller Water Products, Inc., 7.375%, 6/1/17 347,000 $358,532
Mufg 0.1% 03sep14 Usd 1,815,000 $1,814,998
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 249,375 $249,583
Murphy Oil USA, Inc., 6.0%, 8/15/23 1,000,000 $1,062,500
Murray Energy Corp., 8.625%, 6/15/21 (144A) 650,000 $700,680
Mustang Parent Corp., Initial Dollar Tranche A Term, 9/30/20 200,000 $199,875
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $259,500
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $262,650
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $260,928
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,082,847
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 500,000 $538,960
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 250,000 $260,389
NANA Development Corp., 9.5%, 3/15/19 (144A) 1,025,000 $1,033,755
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 100,000 $161,117
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 722,396 $720,500
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 400,000 $400,913
Nations Equipment Finance Funding I LLC, 5.5%, 5/20/21 (144A) 1,360,000 $1,374,998
Nationstar Mortgage LLC, 6.5%, 6/1/22 1,220,000 $1,215,205
Nationstar Mortgage LLC, 6.5%, 7/1/21 825,000 $817,289
Nationstar Mortgage LLC, 6.5%, 8/1/18 355,000 $360,409
Navios Maritime Partners LP, Term Loan, 6/27/18 397,000 $402,128
Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A) 600,000 $637,217
Navistar, Inc., Tranche B Term Loan, 8/17/17 120,000 $121,174
Navistar International Corp., 8.25%, 11/1/21 1,075,000 $1,144,629
Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19 750,000 $749,302
NBTY, Inc., Term B-2 Loan, 10/1/17 750,000 $748,360
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 494,983 $493,900
NCR Corp., 5.0%, 7/15/22 685,000 $692,706
NCR Corp., 6.375%, 12/15/23 1,660,000 $1,814,847
Neenah Paper, Inc., 5.25%, 5/15/21 (144A) 365,000 $376,064
Neiman Marcus Group, Ltd. LLC, 8.75%, 10/15/21 (144A) (PIK) 500,000 $560,156
Neiman Marcus Group, Ltd. LLC, Other Term Loan, 10/25/20 362,267 $360,139
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 446,880 $445,134
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 100,000 $107,828
NeuStar, Inc., 4.5%, 1/15/23 675,000 $592,734
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 400,000 $398,688
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 150,000 $171,326
New Residential Advance Receivables Trust Advance Receivables Backed 2014-VF1, 3.6491%, 3/15/45 1,000,000 $1,002,122
New World Resources NV, 7.875%, 1/15/21 (144A) 300,000 $39,851
New York Mortgage Securitization Trust 2012-1, Floating Rate Note, 12/27/47 (144A) 300,000 $301,830
NEXEO SOLUTIONS LLC, Term B-3 Loan, 9/9/17 746,250 $746,250
Nn Inc 1st Lien Tl-B L + 5% 18jul21 1,400,000 $1,393,000
Norcraft Companies LP, Initial Loan, 11/12/20 199,000 $199,249
Nordea Bank AB, 4.25%, 9/21/22 (144A) 250,000 $265,339
Nordion 1st Lien Tl-B L + 3.5% 30jul21 250,000 $249,792
Northern Oil and Gas, Inc., 8.0%, 6/1/20 880,000 $941,404
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 500,000 $526,042
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 300,000 $303,454
NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A) 1,500,000 $1,516,074
NorthStar Realty Finance Corp., 3.0%, 9/30/14 2,570,000 $2,603,581
NovaStar Mortgage Funding Trust Series 2003-1, Floating Rate Note, 5/25/33 10,571,000 $286,998
NPC International, Inc., Term Loan, 12/28/18 564,801 $554,917
NRG Energy, Inc., 6.25%, 5/1/24 (144A) 1,075,000 $1,134,013
NRG Energy, Inc., 6.25%, 7/15/22 (144A) 675,000 $712,336
NRG Energy, Inc., 7.625%, 1/15/18 900,000 $1,021,978
NRG Energy, Inc., 8.25%, 9/1/20 200,000 $224,704
Nsany Cp Zero% 24sep14 Usd 785,000 $784,875
NSG Holdings LLC, New Term Loan, 12/11/19 221,428 $219,767
Numericable Group SA, 6.0%, 5/15/22 (144A) 500,000 $516,250
NuVasive, Inc., 2.75%, 7/1/17 1,300,000 $1,470,797
OAS Finance, Ltd., 8.0%, 7/2/21 (144A) 860,000 $877,534
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 800,000 $852,017
Oasis Petroleum, Inc., 6.875%, 3/15/22 500,000 $562,005
Ocean Rig UDW, Inc., 7.25%, 4/1/19 (144A) 1,960,000 $2,010,987
Ocwen Financial Corp., 6.625%, 5/15/19 (144A) 1,450,000 $1,435,319
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 766,550 $758,693
Offshore Group Investment, Ltd., 7.5%, 11/1/19 600,000 $628,375
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 395,000 $394,424
On Assignment, Inc., Initial Term B Loan, 5/15/20 367,182 $365,805
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,052,779
ONEOK, Inc., 6.875%, 9/30/28 1,450,000 $1,674,896
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 200,000 $193,396
Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A) 600,000 $320,359
ORES 2014-LV3 LLC, 6.0%, 3/27/24 1,000,000 $999,527
Outerwall, Inc., 5.875%, 6/15/21 (144A) 1,410,000 $1,411,013
Outerwall, Inc., 6.0%, 3/15/19 435,000 $455,663
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 425,000 $439,572
Oxford Finance LLC, 7.25%, 1/15/18 (144A) 700,000 $736,094
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 173,250 $173,954
Pacific Drilling SA, Term Loan, 6/3/18 544,500 $544,925
Packaging Dynamics Corp., 8.75%, 2/1/16 (144A) 272,000 $280,377
Pangaea Zero% 01jul18 2,000,000 $2,057,200
Paragon Offshore Finance Co Tl-B L + 2.75% 11jul21 290,000 $287,100
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 886,107 $882,507
PARTY CITY HOLDINGS INC, 2014 Replacement Term Loan, 7/27/19 932,315 $923,924
PDL BioPharma, Inc., 4.0%, 2/1/18 975,000 $1,105,501
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 206,651 $207,684
Penn Virginia Corp., 6.0% (Perpetual) (144A) 7,300 $802,124
Penn Virginia Corp., 7.25%, 4/15/19 600,000 $638,813
Penn Virginia Corp., 8.5%, 5/1/20 430,000 $485,082
Penn Virginia Resource Partners LP, 6.5%, 5/15/21 425,000 $465,995
Petco Holdings, Inc., 8.5%, 10/15/17 (144A) (PIK) 1,000,000 $1,058,125
Petroleos Mexicanos, 3.5%, 7/18/18 900,000 $944,175
PetroQuest Energy, Inc., 10.0%, 9/1/17 500,000 $549,861
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 200,000 $189,397
Physio-Control International, Inc., 9.875%, 1/15/19 (144A) 142,000 $155,645
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 172,960 $171,339
Pioneer Energy Services Corp., 6.125%, 3/15/22 (144A) 500,000 $522,531
Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A) 535,000 $583,596
Pm Cp Zero% 03sep14 Usd 790,000 $789,992
Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20 232,502 $232,115
Post Holdings, Inc., 2.5% (Perpetual) (144A) 11,800 $913,763
Post Holdings, Inc., 7.375%, 2/15/22 200,000 $210,615
PPL Capital Funding, Inc., 5.9%, 4/30/73 25,000 $608,500
PQ Corp., 2014 Term Loan, 8/7/17 689,500 $689,561
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 312,878 $312,487
Prestige Brands Inc 1st Lien Tl-B L + 3.5% 18aug21 1,000,000 $1,006,875
Prince Mineral Holding Corp., 12.0%, 12/15/19 (144A) 265,000 $303,425
Private Colleges & Universities Authority, 5.0%, 10/1/43 1,000,000 $1,160,804
Production Resource Group, Inc., 8.875%, 5/1/19 100,000 $80,434
Progreso Receivables Funding II LLC, 6.0%, 7/8/19 (144A) 500,000 $501,833
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,250,000 $1,262,431
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 445,477 $447,148
Pro Mach, Inc., Term Loan, 7/6/17 868,300 $870,471
Protection One, Inc., Term Loan (2012), 3/21/19 498,729 $498,521
Provident Funding Associates LP, 6.75%, 6/15/21 (144A) 1,425,000 $1,453,945
Provincia de Buenos Aires Argentina, 10.875%, 1/26/21 (144A) 100,000 $87,277
Prudential Financial, Inc., Floating Rate Note, 9/15/42 400,000 $439,531
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 200,000 $201,074
QR Energy LP, 9.25%, 8/1/20 640,000 $735,969
Quebecor Media, Inc., 5.75%, 1/15/23 1,325,000 $1,373,997
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 236,094 $232,332
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 750,000 $769,344
Queen Street VIII Re, Ltd., Floating Rate Note, 6/8/16 (Cat Bond) (144A) 250,000 $254,930
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,000,000 $1,048,561
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 1,000,000 $1,030,564
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 277,900 $276,788
Qwest Corp., 7.375%, 6/1/51 4,400 $114,400
Radio Systems Corp., 8.375%, 11/1/19 (144A) 600,000 $677,360
Rain CII Carbon LLC, 8.25%, 1/15/21 (144A) 1,050,000 $1,113,328
RAMP Series 2004-RZ1 Trust, 4.82%, 3/25/34 (Step) 3,164,644 $1,069,393
Range Resources Corp., 5.0%, 3/15/23 400,000 $434,167
RASC Series 2003-KS5 Trust, 4.46%, 7/25/33 (Step) 400,000 $266,656
RCMC LLC, 5.62346%, 12/17/18 (144A) 250,000 $173,196
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 346,629 $350,096
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 490,000 $517,843
ReneSola, Ltd., 4.125%, 3/15/18 (144A) 150,000 $108,398
Renfro Corp., Tranche B Term Loan, 1/30/19 395,861 $394,624
Rent-A-Center, Inc., 6.625%, 11/15/20 930,000 $943,320
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 190,000 $193,206
Republic of Ghana, 7.875%, 8/7/23 (144A) 1,100,000 $1,071,159
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $638,136
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,250,000 $1,327,188
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $265,328
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 800,000 $829,540
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $633,046
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 250,000 $280,726
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 500,000 $561,506
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 250,000 $275,422
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $268,381
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $269,310
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 1,983,893 $386,614
RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A) 2,970,000 $560,184
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,610,000 $1,577,213
Rexel SA, 5.25%, 6/15/20 (144A) 600,000 $618,563
Rex Energy Corp., 6.25%, 8/1/22 (144A) 915,000 $921,831
Reynolds Group Issuer, Inc., 8.25%, 2/15/21 425,000 $465,242
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 330,000 $367,245
Rialto Capital Management LLC, 2.85%, 5/15/24 (144A) 1,000,000 $745,794
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 2,380,000 $2,417,766
RKI Exploration & Production LLC, 8.5%, 8/1/21 (144A) 1,345,000 $1,455,085
Rosetta Resources, Inc., 5.625%, 5/1/21 515,000 $536,807
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 204,275 $203,424
RTI International Metals, Inc., 1.625%, 10/15/19 385,000 $396,490
Ruby Western Pipeline Holdings LLC, Loan, 3/27/20 258,821 $257,958
Rural, Term Loan, 6/30/18 86,041 $82,169
Russian Agricultural Bank OJSC Via RSHB Capital SA, 8.5%, 10/16/23 (144A) 1,350,000 $1,315,088
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 1,645,000 $1,742,929
Sabre GLBL, Inc., Term B Loan, 2/19/19 198,990 $198,368
SAFENET, INC., Term Loan (First Lien), 2/28/20 934,658 $936,994
Safway Group Holding LLC, 7.0%, 5/15/18 (144A) 1,365,000 $1,464,531
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 170,625 $171,105
Samson Investment Co., 9.75%, 2/15/20 390,000 $399,384
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 1,000,000 $991,339
Sanchez Energy Corp., 6.125%, 1/15/23 (144A) 1,680,000 $1,756,808
Sanchez Energy Corp., 7.75%, 6/15/21 380,000 $427,935
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,000,000 $1,010,133
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,265,208
SandRidge Energy, Inc., 7.0% (Perpetual) 7,500 $725,625
SandRidge Energy, Inc., 7.5%, 2/15/23 700,000 $730,188
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 400,000 $429,938
SBP HOLDINGS, Ltd., Term Loan (First Lien), 3/24/21 448,875 $451,493
Schaeffler 1st Lien Tl-E L + 3% 15may20 475,000 $474,915
Schaeffler Finance BV, 4.75%, 5/15/21 (144A) 1,000,000 $1,033,854
Schaeffler Holding Finance BV, 6.875%, 8/15/18 (144A) (PIK) 520,000 $549,440
Seadrill Operating LP, Initial Term Loan, 2/14/21 845,750 $833,768
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 1,100,000 $1,135,353
Seagate HDD Cayman, 4.75%, 6/1/23 885,000 $924,155
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 $271,175
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 272 $9,107
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 700,000 $732,410
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 250,000 $247,938
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 496,748 $497,493
Sedgwick, Inc., Initial Term Loan (First Lien), 2/11/21 508,725 $500,220
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 21,259 $21,153
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 297,000 $293,659
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 244,323 $244,171
Sep14 Vix C @ 12 300 $55,500
Sep14 Vix C @ 12.5 600 $93,000
Sep14 Vix C @ 13 1,800 $234,000
Sequa Corp., Initial Term Loan, 6/19/17 738,750 $724,206
Serena Software Inc 1st Lien Term L + 6.5% 10apr20 290,000 $293,021
Seven Seas Cruises S de RL LLC, 9.125%, 5/15/19 200,000 $221,323
Seven Seas Cruises S de RL LLC, Term B2 Loan, 12/21/18 464,195 $459,553
Shearers Foods Llc 1st Lien Tl L + 3.5% 19jun21 950,000 $950,297
Shelf Drilling Holdings, Ltd., 8.625%, 11/1/18 (144A) 1,215,000 $1,328,615
Ship Midco, Ltd., Facility B2A-II, 11/29/19 98,939 $99,651
Shutterfly, Inc., 0.25%, 5/15/18 1,915,000 $2,019,328
Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A) 750,000 $241,635
Signode Industrial Group Us Inc 1st Lien Tl-B L + 3% 21mar21 1,013,570 $1,007,546
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 1,200,000 $1,153,901
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 400,000 $472,000
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 212,465 $213,837
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 110,000 $117,426
Sirius XM Radio, Inc., 4.625%, 5/15/23 (144A) 1,330,000 $1,301,391
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 247,487 $247,758
SM Energy Co., 5.0%, 1/15/24 455,000 $462,394
SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A) 450,000 $472,223
Sotheby's, 5.25%, 10/1/22 (144A) 1,135,000 $1,131,288
Sourcehov LLC, Term B Loan (First Lien), 4/30/18 495,000 $497,681
Southern California Edison Co., Floating Rate Note (Perpetual) 75,000 $81,940
Southern States Cooperative, Inc., 10.0%, 8/15/21 (144A) 800,000 $815,333
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 446,680 $499,814
Springleaf Funding Trust 2013-A, 5.0%, 9/15/21 (144A) 500,000 $503,998
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 250,000 $259,459
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 200,000 $207,294
Springs Industries, Inc., 6.25%, 6/1/21 400,000 $408,181
Sprint Corp., 7.125%, 6/15/24 (144A) 1,725,000 $1,785,105
SRAM LLC, Term Loan (First Lien), 4/10/20 481,697 $476,278
Stackpole International Intermediate, 7.75%, 10/15/21 (144A) 1,050,000 $1,101,516
Standard Pacific Corp., 6.25%, 12/15/21 1,000,000 $1,073,021
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 600,000 $657,588
Star West Generation LLC, Term B Advance, 3/13/20 241,667 $242,523
State of Washington, 5.0%, 6/1/41 1,000,000 $1,127,321
State Street Corp., Floating Rate Note, 12/31/73 29,300 $764,730
Steel Dynamics, Inc., 5.25%, 4/15/23 1,000,000 $1,034,688
Steward Health Care System LLC, Term Loan, 4/10/20 495,000 $491,906
Stone Energy Corp., 7.5%, 11/15/22 150,000 $164,250
StoneMor Partners LP, 7.875%, 6/1/21 (144A) 375,000 $402,926
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 200,000 $200,184
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34 406,549 $68,864
Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33 3,319,800 $120,302
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 50,000 $15,414
SUAM Finance BV, 4.875%, 4/17/24 (144A) 500,000 $524,005
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $261,184
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 500,000 $519,138
Summit Midstream Holdings LLC, 7.5%, 7/1/21 1,030,000 $1,145,660
SunCoke Energy Partners LP, 7.375%, 2/1/20 (144A) 300,000 $322,782
Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23 3,600,000 $3,557,579
SunPower Corp., 0.875%, 6/1/21 (144A) 2,500,000 $2,915,738
Surgical Care Affiliates LLC, Class C Incremental Term Loan, 6/29/18 544,500 $544,500
Swift Energy Co., 7.875%, 3/1/22 1,950,000 $2,114,105
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 169,557 $169,769
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 239,957 $238,082
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 484,761 $481,428
TAL Advantage V LLC, 3.97%, 5/20/39 (144A) 1,000,000 $976,592
TAL Advantage V LLC, 4.1%, 2/22/39 600,000 $577,155
Talos Production LLC, 9.75%, 2/15/18 (144A) 420,000 $438,506
Taminco Global Chemical Corp., Initial Tranche B-3 Dollar Term Loan, 2/15/19 342,917 $341,202
Tank Holding Corp., Initial Term Loan, 7/9/19 689,329 $688,208
Targa Resources Partners LP, 4.25%, 11/15/23 555,000 $560,492
Targus Group International, Inc., Term Loan, 5/24/16 91,300 $77,149
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 500,000 $531,432
Tarjeta Naranja SA, 9.0%, 1/28/17 (144A) 100,000 $100,480
Tata Chemicals North America, Inc., Term Loan, 8/7/20 247,500 $243,936
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 200,000 $281,218
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 607,658 $604,335
Templar Energy Llc 2nd Lien Tl-B L + 7.7215% 04nov20 1,895,000 $1,876,050
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 124,274 $123,963
Tenet Healthcare Corp., 4.375%, 10/1/21 980,000 $979,677
Terex 1st Lien Tl L + 2.75% 13aug21 111,057 $111,103
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,182,813
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 300,000 $363,826
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 225,000 $283,830
The Hanover Insurance Group, Inc., 6.35%, 3/30/53 40,000 $984,000
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,150,000 $1,297,128
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,200,000 $1,202,236
Theravance, Inc., 2.125%, 1/15/23 500,000 $580,391
The Ryland Group, Inc., 0.25%, 6/1/19 2,000,000 $1,891,236
The Ryland Group, Inc., 5.375%, 10/1/22 95,000 $96,104
The Williams Companies, Inc., 7.75%, 6/15/31 100,000 $122,446
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 100,000 $81,664
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 127,412 $127,412
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 30,000 $31,847
T-Mobile USA, Inc., 6.542%, 4/28/20 490,000 $517,349
T-Mobile USA, Inc., 6.633%, 4/28/21 555,000 $587,410
TMX Finance LLC, 8.5%, 9/15/18 (144A) 1,035,000 $1,134,834
Tonon Bioenergia SA, 9.25%, 1/24/20 (144A) 750,000 $707,250
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 928,297 $925,687
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 100,000 $164,612
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,954
TransDigm, Inc., Tranche C Term Loan, 2/28/20 296,985 $295,834
Transfield Services, Ltd., 8.375%, 5/15/20 (144A) 805,000 $851,201
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 325,000 $310,855
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 300,000 $293,360
Tribune Media Co., Initial Term Loan, 11/20/20 500,000 $500,310
Tronox Finance LLC, 6.375%, 8/15/20 1,270,000 $1,311,473
Trust F, 5.25%, 12/15/24 (144A) 400,000 $428,375
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 997,475 $996,228
TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20 547,250 $550,328
Turkiye Sise ve Cam Fabrikalari AS, 4.25%, 5/9/20 (144A) 400,000 $387,742
U.S. Treasury Floating Rate Note, 0.1000023%, 7/31/16 3,840,000 $3,841,433
UBS AG, 7.625%, 8/17/22 1,050,000 $1,248,512
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 200,000 $175,542
Ultra Petroleum Corp., 5.75%, 12/15/18 (144A) 680,000 $710,246
Unifrax I LLC, 7.5%, 2/15/19 (144A) 630,000 $650,869
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 319,502 $319,502
Unison Ground Lease Funding LLC, 5.78%, 3/16/43 (144A) 300,000 $307,582
United Airlines, Inc., Class B Term Loan, 4/1/19 246,875 $244,807
United Auto Credit Securitization Trust 2013-1, 4.4%, 4/15/19 (144A) 150,000 $153,243
United Continental Holdings, Inc., 6.0%, 7/15/26 1,475,000 $1,448,266
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 3,860,000 $3,860,623
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 3,860,000 $3,861,874
Univar, Inc., Term B Loan, 6/30/17 267,206 $267,902
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 518,322 $515,947
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 200,000 $56,558
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 612,563 $607,892
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 525,937 $525,411
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 400,000 $411,608
US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21 200,000 $209,635
US Bancorp, Floating Rate Note (Perpetual) 12,250 $357,210
US Bancorp, Floating Rate Note (Perpetual) 16,400 $449,196
US Finco LLC, Term B Loan, 5/30/20 495,000 $493,299
USI, Inc. New York, 7.75%, 1/15/21 (144A) 500,000 $519,844
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 197,011 $196,519
US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19 645,747 $646,353
Valeant Pharmaceuticals International, 6.375%, 10/15/20 (144A) 510,000 $545,780
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 298,478 $298,051
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 728,520 $727,552
Vantiv LLC, Term B Loan, 6/12/21 385,000 $384,759
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 1,450,000 $1,529,025
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 900,000 $1,029,619
Ventas Realty LP, 4.75%, 6/1/21 75,000 $83,548
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 4.0%, 4/27/54 (Step) (144A) 750,000 $740,620
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 368,872 $368,503
VeriSign, Inc., 4.625%, 5/1/23 335,000 $334,259
Verizon Communications, Inc., 4.15%, 3/15/24 3,500,000 $3,770,631
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 576,000 $601,697
Verizon Communications, Inc., 6.55%, 9/15/43 576,000 $759,169
Vertafore, Inc., Term Loan (2013), 10/3/19 94,831 $94,890
ViaSat, Inc., 6.875%, 6/15/20 100,000 $108,432
Viasystems, Inc., 7.875%, 5/1/19 (144A) 1,450,000 $1,538,495
Viking Cruises, Ltd., 8.5%, 10/15/22 (144A) 210,000 $238,744
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 200,000 $205,221
Virginia Resources Authority, 5.0%, 11/1/42 1,000,000 $1,157,378
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 790,000 $780,619
Virgin Media Secured Finance Plc, 5.375%, 4/15/21 (144A) 500,000 $530,078
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 1,480,000 $1,486,013
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 250,000 $257,621
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 250,000 $254,617
VOLT XXIII LLC, 4.75%, 11/25/53 (Step) 2,000,000 $2,006,426
VOLT XXII LLC, 4.75%, 10/27/53 (Step) 2,500,000 $2,494,493
VOLT XXIV LLC, 4.75%, 11/25/53 (Step) 1,000,000 $999,254
VOLT XX LLC, 5.25%, 2/1/39 (Step) (144A) 1,500,000 $1,506,587
Voya Financial, Inc., Floating Rate Note, 5/15/53 615,000 $635,897
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 300,000 $286,703
Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44 1,600,000 $1,640,257
Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45 304,000 $311,023
Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48 1,500,000 $1,546,153
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46 1,813,000 $1,889,576
Wastequip LLC, Term Loan, 8/9/19 495,000 $496,238
Waupaca Foundry, Inc., Term Loan, 6/29/17 598,524 $598,773
Wausau Paper 1st Lien Tl-B L + 5.5% 20jul20 1,100,000 $1,089,000
WCA Waste Corp., Term Loan, 3/23/18 696,017 $695,727
WCP ISSUER LLC, 6.657%, 8/15/43 (144A) 400,000 $426,535
WellCare Health Plans, Inc., 5.75%, 11/15/20 2,815,000 $2,964,254
WellPoint, Inc., 2.75%, 10/15/42 300,000 $491,156
Wells Fargo & Co., 7.5% (Perpetual) 1,050 $1,276,769
Wells Fargo & Co., Floating Rate Note, 12/29/49 750,000 $801,358
Wells Fargo & Co., Floating Rate Note (Perpetual) 400,000 $466,630
Wells Fargo Commercial Mortgage Trust, 4.0%, 11/18/43 (144A) 100,000 $87,730
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 (144A) 1,500,000 $1,500,391
Wendy's International LLC, Term B Loan, 5/15/19 750,734 $749,796
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 165,030 $165,236
West Corp., Term B-10 Loan, 6/30/18 366,334 $362,900
Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A) 750,000 $308,380
WEX, Inc., 4.75%, 2/1/23 (144A) 240,000 $231,318
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 100,000 $106,754
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 50,000 $54,078
WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/17/48 (144A) 200,000 $192,762
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 165,000 $176,052
Windstream Corp., 7.5%, 6/1/22 1,305,000 $1,443,384
Windstream Corp., 8.125%, 9/1/18 850,000 $921,527
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 197,494 $197,062
WireCo WorldGroup, Inc., 9.5%, 5/15/17 100,000 $105,271
WireCo WorldGroup, Inc., Term Loan, 2/15/17 48,660 $48,994
WMG Acquisition Corp., 6.0%, 1/15/21 (144A) 171,000 $179,123
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 679,863 $663,837
World Kitchen LLC, U.S. Term Loan, 3/4/19 187,048 $185,178
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 172,782 $172,476
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 482,582 $481,727
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 205,000 $201,541
Xerium Technologies, Inc., 8.875%, 6/15/18 798,000 $860,635
ZIGGO BV, (USD) TLB3, 1/15/22 587,872 $577,125
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 554,681 $544,541
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 357,447 $350,912

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