Pioneer Dynamic Credit Fund

Top 10 Portfolio Holdings as of 10/31/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 4.7%, 11/17/25 (144A) 350,000 $350,127
A10 Securitization 2013-1 LLC, 6.41%, 11/17/25 (144A) 139,000 $139,155
AAF Holdings LLC, 12.0%, 7/1/19 (144A) (PIK) 1,095,000 $1,138,800
Abengoa Finance SAU, 8.875%, 11/1/17 (144A) 900,000 $1,022,063
ACA CLO 2006-2, Ltd., Floating Rate Note, 1/20/21 (144A) 500,000 $491,885
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 920,375 $909,446
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 708,224 $694,281
ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A) 1,400,000 $1,402,346
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 1,700,000 $1,853,555
Advanced Micro Devices, Inc., 6.75%, 3/1/19 1,095,000 $1,047,094
Advanced Micro Devices, Inc., 7.0%, 7/1/24 1,500,000 $1,355,625
Advanced Micro Devices, Inc., 7.5%, 8/15/22 445,000 $414,221
Advantage Sales & Marketing Inc 1st Lien Dd L + 3.25% 21jul21 15,491 $15,363
Advantage Sales & Marketing Inc 1st Lien Tl-B L + 3.25% 11jul21 464,730 $460,896
AECOM Technology Corp., 5.75%, 10/15/22 (144A) 635,000 $670,873
AECOM Technology Corp., 5.875%, 10/15/24 (144A) 635,000 $674,103
Aegis Toxicology Corp 1st Lien Tl-B L + 4.5% 20feb21 224,438 $224,438
AEP Industries, Inc., 8.25%, 4/15/19 485,000 $502,541
Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A) 208,000 $191,106
AES Corp. Virginia, 4.875%, 5/15/23 995,000 $1,014,879
AES Corp. Virginia, 5.5%, 3/15/24 1,500,000 $1,544,292
Affiliated Managers Group, Inc., 4.25%, 2/15/24 915,000 $956,561
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 966,507 $939,525
Agrokor dd, 8.875%, 2/1/20 (144A) 75,000 $83,414
AgStar Financial Services ACA, Floating Rate Note (Perpetual) (144A) 1,500 $1,538,813
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 500,000 $499,800
Air Canada 2013-1 Class C Pass Through Trust, 6.625%, 5/15/18 (144A) 500,000 $529,324
Aircastle, Ltd., 6.25%, 12/1/19 600,000 $654,625
Air Medical Group Holdings, Inc., B-1 Term Loan, 6/30/18 248,439 $249,837
Akorn, Inc., Loan, 11/13/20 693,587 $690,402
Alamo Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 250,000 $264,323
Alam Synergy Pte, Ltd., 9.0%, 1/29/19 (144A) 340,000 $376,720
Albea Beauty Holdings SA, 8.375%, 11/1/19 (144A) 255,000 $282,253
Albertsons LLC, Term B-2 Loan, 3/21/19 894,254 $893,136
Alkermes, Inc., 2019 Term Loan, 9/25/19 689,703 $680,363
Allegion US Holding Co, Inc., 5.75%, 10/1/21 930,000 $978,631
Alliance One International, Inc., 9.875%, 7/15/21 1,300,000 $1,279,299
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 490,798 $484,050
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 557,477 $553,993
Ally Financial, Inc., 7.0% (Perpetual) (144A) 1,600 $1,610,400
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 75,000 $142,890
Altice Financing SA, 6.5%, 1/15/22 (144A) 1,800,000 $1,883,950
Altisource Solutions Sarl, Term B Loan, 12/9/20 1,138,051 $1,024,246
Altrl Flt% 30jun16 4,000,000 $4,298,400
American Airlines, Inc., Class B Term Loan, 6/27/19 345,625 $341,305
American Airlines 2014-1 Class B Pass Through Trust, 4.375%, 10/1/22 1,550,000 $1,570,102
American Airlines Inc 1st Lien Tl-B L + 3.5% 08oct21 175,000 $174,519
American Energy-Permian Basin LLC, 7.125%, 11/1/20 (144A) 1,500,000 $1,324,516
American Energy-Permian Basin LLC, 7.375%, 11/1/21 (144A) 860,000 $768,532
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 990,000 $1,074,975
AMG Capital Trust II, 5.15%, 10/15/37 28,000 $1,727,250
Amgen, Inc., 5.375%, 5/15/43 3,550,000 $4,020,686
Amkor Technology, Inc., 6.375%, 10/1/22 285,000 $286,870
Amsted Industries, Inc., 5.0%, 3/15/22 (144A) 1,705,000 $1,692,449
Amsurg Corp., 5.625%, 7/15/22 (144A) 1,545,000 $1,626,161
Apex Tool Group LLC, 7.0%, 2/1/21 (144A) 400,000 $367,000
Apex Tool Group LLC, Term Loan, 1/31/20 640,620 $608,589
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 221,504 $219,566
Approach Resources, Inc., 7.0%, 6/15/21 2,020,000 $1,911,818
Appvion, Inc., Term Commitment, 6/28/19 987,500 $981,328
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,500,000 $1,579,688
Arcelik AS, 5.0%, 4/3/23 (144A) 400,000 $379,556
Ardagh Finance Holdings SA, 8.625%, 6/15/19 (144A) (PIK) 650,000 $686,278
Arlington Flt% 01aug15 600,000 $625,320
Armacell International GmbH, Term Loan B (First Lien), 7/2/20 496,250 $495,320
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 1,266,132 $1,264,747
Ashland, Inc., 4.75%, 8/15/22 1,000,000 $1,017,528
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 25,000 $646,750
AT&T, Inc., 3.9%, 3/11/24 3,500,000 $3,612,793
Athlon Holdings LP, 7.375%, 4/15/21 470,000 $516,191
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 897,750 $891,017
Atlantic Power LP, Term Loan, 2/20/21 1,505,672 $1,500,025
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 250,000 $253,639
Atrium Innovations, Inc., Initial Tranche B-1 Term Loan (First Lien), 1/29/21 597,000 $567,150
Atwood Oceanics, Inc., 6.5%, 2/1/20 900,000 $919,125
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 250,000 $270,042
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 114,425 $113,901
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 400,000 $356,750
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 299,250 $298,716
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,250,000 $1,230,469
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 200,000 $228,938
Avis Budget Car Rental LLC, 5.5%, 4/1/23 1,220,000 $1,231,692
Avis Budget Finance Plc, 6.0%, 3/1/21 (144A) 150,000 $199,233
AXA SA, 8.6%, 12/15/30 250,000 $344,685
Axiall Corp., 4.875%, 5/15/23 1,405,000 $1,394,433
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 1,100,000 $1,112,448
AXIS Equipment Finance Receivables II LLC, 6.41%, 10/22/18 250,000 $254,561
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 630,019 $630,150
B&G Foods, Inc., 4.625%, 6/1/21 400,000 $400,708
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,750,000 $1,823,252
Banc of America Commercial Mortgage Trust 2007-5, Floating Rate Note, 2/10/51 1,250,000 $1,269,226
Banc of America Merrill Lynch Commercial Mortgage, Inc. REMICS, Floating Rate Note, 9/10/47 (144A) 160,000 $144,276
Banc of America Mortgage Trust 2004-2, 5.5%, 3/25/34 212,565 $71,559
Banco Santander SA, Floating Rate Note (Perpetual) 1,000,000 $995,500
Bank of America Corp., 6.11%, 1/29/37 625,000 $741,083
Bank of America Corp., 7.25% (Perpetual) 323 $369,257
Bank of America Corp., 7.75%, 5/14/38 200,000 $283,792
Bank of America Corp., Floating Rate Note, 10/23/49 500,000 $514,472
Bank of America Corp., Floating Rate Note, 9/29/49 1,000,000 $1,008,472
Bankrate, Inc., 6.125%, 8/15/18 (144A) 1,150,000 $1,141,870
Barry Callebaut Services NV, 5.5%, 6/15/23 (144A) 300,000 $321,296
Basic Energy Services, Inc., 7.75%, 10/15/22 230,000 $225,042
Bayview Commercial Asset Trust 2004-1, Floating Rate Note, 4/25/34 (144A) 4,900,000 $458,230
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 7,450,000 $1,147,086
Bayview Commercial Asset Trust 2005-2, Floating Rate Note, 8/25/35 (144A) 1,400,000 $309,123
Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/37 (Step) 1,288,834 $76,872
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 460,000 $425,794
Bayview Opportunity Master Fund Trust 2014-15RPL, Floating Rate Note, 10/28/19 (144A) 1,750,000 $1,750,543
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 500,000 $374,306
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 23,000,000 $147,122
Bear Stearns Commercial Mortgage Securities Trust 2004-TOP16, Floating Rate Note, 2/13/46 (144A) 500,000 $527,366
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 100,000 $100,877
Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, Floating Rate Note, 10/12/42 1,500,000 $1,509,821
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 2,642,507 $2,687,760
Bear Stearns Commercial Mortgage Securities Trust 2007-PWR16, Floating Rate Note, 6/11/40 2,000,000 $2,055,246
Belden, Inc., 5.5%, 4/15/23 (144A) 300,000 $389,927
Belden, Inc., 5.5%, 9/1/22 (144A) 1,860,000 $1,909,600
Berkeley-Kane Flt% 12jun15 1,004,200 $1,028,000
Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A) 200,000 $204,750
Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A) 300,000 $306,050
Big Heart Pet Brands, Initial Term Loan, 2/24/20 314,721 $303,429
BioScrip, Inc., 8.875%, 2/15/21 (144A) 1,050,000 $1,090,673
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 292,369 $294,074
BioScrip, Inc., Initial Term B Loan, 7/31/20 487,281 $490,124
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 250,000 $274,598
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 300,000 $327,382
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 750,000 $943,128
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 650,000 $675,787
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 750,000 $770,079
BlueScope Steel Finance, Ltd., 7.125%, 5/1/18 (144A) 730,000 $785,206
Boart Longyear Management Pty, Ltd., 10.0%, 10/1/18 (144A) 495,000 $533,775
Bombardier, Inc., 4.75%, 4/15/19 (144A) 825,000 $849,429
Bombardier, Inc., 6.0%, 10/15/22 (144A) 762,000 $784,511
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 400,857 $394,644
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 980,000 $952,022
Bonanza Creek Energy, Inc., 6.75%, 4/15/21 345,000 $346,898
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 124,031 $123,643
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 250,000 $250,614
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/16/28 (144A) 500,000 $508,129
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 791,250 $781,607
Brit Insurance Holdings BV, Floating Rate Note, 12/9/30 850,000 $1,467,508
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,915,000 $1,893,204
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 280,000 $303,217
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 500,000 $544,778
Brown Shoe Co, Inc., 7.125%, 5/15/19 750,000 $812,141
Buckeye Partners LP, 4.15%, 7/1/23 3,500,000 $3,565,696
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 76,440 $76,416
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 365,000 $365,279
Burger King Worldwide Inc 2nd Lien Bridge L + 0% 26aug15 2,000,000 $2,000,000
Burlington Northern Santa Fe LLC, 4.55%, 9/1/44 3,900,000 $3,992,494
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 399,000 $400,995
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 1,150,000 $1,169,059
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 500,000 $515,183
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,500,000 $1,598,683
Calfrac Holdings LP, 7.5%, 12/1/20 (144A) 385,000 $404,731
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 528,313 $514,444
Calpine Corp., Term Loan (10/12), 10/9/19 441,491 $437,663
CAM Mortgage Trust 2014-1, 5.5%, 12/15/53 (Step) (144A) 750,000 $754,352
CAM Mortgage Trust 2014-2, Floating Rate Note, 5/15/48 (144A) 400,000 $402,918
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 500,000 $552,790
Capella Healthcare, Inc., 9.25%, 7/1/17 200,000 $215,417
Caraustar Industries, Inc., Term Loan, 5/1/19 203,403 $205,183
Cardtronics, Inc., 1.0%, 12/1/20 (144A) 1,000,000 $982,917
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 2,500,000 $2,520,599
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 2,225,000 $2,526,004
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 650,000 $662,729
Cascades, Inc., 5.5%, 7/15/22 (144A) 1,910,000 $1,924,643
Catamaran Corp., 4.75%, 3/15/21 1,125,000 $1,123,391
CCO Holdings LLC, 5.75%, 9/1/23 475,000 $490,833
CCO Holdings LLC, 6.5%, 4/30/21 100,000 $105,518
CCO Holdings LLC, 6.625%, 1/31/22 600,000 $647,548
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 2,500,000 $2,533,200
CenturyLink, Inc., 6.45%, 6/15/21 500,000 $559,683
CenturyLink, Inc., 7.6%, 9/15/39 150,000 $152,957
CenturyLink, Inc., 7.65%, 3/15/42 1,300,000 $1,309,458
Cenveo Corp., 6.0%, 8/1/19 (144A) 1,210,000 $1,182,775
Cepheid, 1.25%, 2/1/21 (144A) 545,000 $599,841
Cequel Communications LLC, Term Loan, 2/14/19 382,262 $378,747
Charter Communications 1st Lien Tl-B L + 3.5% 12aug21 390,000 $393,616
Charter Communications Operating LLC, Term F Loan, 12/31/20 493,750 $486,858
Chemtura Corp., 5.75%, 7/15/21 930,000 $943,420
Chiquita Brands International, Inc., 7.875%, 2/1/21 928,000 $1,036,750
CHL Mortgage Pass-Through Trust 2002-32, Floating Rate Note, 1/25/33 450,000 $65,504
Chrysler Group LLC, Tranche B Term Loan, 12/29/18 2,014,875 $1,999,135
CHS, 2021 Term D Loan, 1/27/21 345,492 $346,248
CHS, 6.875%, 2/1/22 (144A) 2,140,000 $2,342,631
CHS, 8.0%, 11/15/19 1,075,000 $1,200,656
Ciena Corp., 0.875%, 6/15/17 1,000,000 $971,431
Cincinnati Bell, Inc., 8.375%, 10/15/20 1,105,000 $1,189,226
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 750,000 $1,000,925
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 189,000 $170,555
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 1,900,000 $915,957
Citigroup, Inc., Floating Rate Note (Perpetual) 640,000 $645,626
Citigroup, Inc., Floating Rate Note (Perpetual) 2,500,000 $2,518,639
Citigroup, Inc., Floating Rate Note (Perpetual) 63,000 $1,704,780
Citigroup Capital XIII, Floating Rate Note, 10/30/40 49,090 $1,306,776
Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/17/49 300,000 $314,169
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 300,000 $62,070
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $253,343
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 600,000 $606,578
CityCenter Holdings LLC, Term B Loan, 10/16/20 227,316 $226,293
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 750,000 $840,417
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 -46,309,931 $-3,753,617
CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A) 5,908,000 $497,111
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 650,000 $694,078
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 92,220 $91,584
COBALT CMBS Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 1,200,000 $1,226,956
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 220,000 $185,062
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 715,000 $663,010
CoBank ACB, Floating Rate Note (Perpetual) (144A) 5,000 $522,657
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 2,000,000 $2,022,526
COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/17/45 (144A) 100,000 $101,403
COMM 2012-CCRE4 Mortgage Trust, Floating Rate Note, 10/17/45 (144A) 303,000 $300,215
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 1,400,000 $1,404,608
COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 (144A) 1,400,000 $1,399,878
Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49 1,600,000 $1,680,551
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 400,000 $415,400
Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A) 1,700,000 $1,830,510
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 105,000 $104,738
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 157,500 $157,402
CommScope Holding Co, Inc., 6.625%, 6/1/20 (144A) (PIK) 1,650,000 $1,782,172
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $255,407
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $256,172
Comstock Resources, Inc., 7.75%, 4/1/19 1,200,000 $1,183,750
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 790,371 $789,877
Conseco Financial Corp., 6.18%, 4/1/30 2,201,000 $230,584
Constellation Brands, Inc., 3.75%, 5/1/21 470,000 $479,400
Constellation Brands, Inc., 4.25%, 5/1/23 485,000 $497,731
Constellation Enterprises LLC, 10.625%, 2/1/16 (144A) 475,000 $402,117
Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17 250,000 $12,737
Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15 250,000 $53,750
ConvaTec, Inc., Dollar Term Loan, 12/22/16 92,917 $92,394
ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A) 100,000 $109,967
Copano Energy LLC, 7.125%, 4/1/21 373,000 $412,142
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 700,000 $704,722
Corporate Office Properties LP, 3.6%, 5/15/23 225,000 $220,392
Corsicanto, Ltd., 3.5%, 1/15/32 1,250,000 $756,632
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/36 (144A) 9,809,888 $331,337
County of York South Carolina, 5.7%, 1/1/24 100,000 $101,977
Covanta Holding Corp., 5.875%, 3/1/24 1,130,000 $1,177,790
Coveris Holdings SA, USD Term Loan, 4/14/19 29,775 $29,980
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 2,900,000 $2,852,188
Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 4/15/37 1,500,000 $1,517,343
Credit Suisse First Boston Mortgage Securities Corp., 4.898%, 3/15/36 (144A) 1,000,000 $45,617
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A) 100,000 $101,270
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33 1,749,811 $347,652
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,150,000 $1,169,800
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,400,000 $1,240,043
Crossmark Holdings, Inc., Term Loan (First Lien), 12/20/19 196,623 $192,281
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 650,000 $653,115
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 653,797 $648,621
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 575,000 $569,250
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 648,375 $642,702
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 864,563 $858,439
CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 (144A) 2,000,000 $2,007,995
CST Brands, Inc., 5.0%, 5/1/23 1,325,000 $1,348,188
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 750,000 $877,969
Cummins, Inc., 5.65%, 3/1/98 350,000 $406,658
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 360,000 $15,427
CWGS Group LLC, Term Loan, 2/20/20 1,422,813 $1,428,148
Dana Holding Corp., 6.0%, 9/15/23 830,000 $877,863
Darling Ingredients, Inc., 5.375%, 1/15/22 1,060,000 $1,079,426
Dartmouth Zero% 31dec14 1,500,000 $1,485,000
DaVita HealthCare Partners, Inc., 5.125%, 7/15/24 1,360,000 $1,413,918
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 63,340 $62,826
DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/12/44 (144A) 113,538 $127,574
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 1,550,000 $1,570,925
Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A) 1,300,000 $1,306,024
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 497,494 $468,266
Del Monte Foods, Inc., Initial Loan (Second Lien), 5/26/21 590,000 $537,638
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 171,938 $168,749
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 400,000 $425,429
Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A) 900,000 $964,913
Deluxe Entertainment Services Group, Inc., 2/26/20 0 $0
Denbury Resources, Inc., 4.625%, 7/15/23 910,000 $853,005
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 865,000 $852,566
DigitalGlobe, Inc., Term Loan, 1/31/20 694,181 $691,144
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 400,000 $417,500
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 981,621 $979,576
DR Horton, Inc., 5.75%, 8/15/23 1,265,000 $1,364,162
Drill Rigs Holdings, Inc., 6.5%, 10/1/17 (144A) 845,000 $798,877
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 987,500 $948,412
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 1,765,000 $1,787,749
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $720,487
Duff & Phelps LLC, Initial Term Loan, 4/23/20 622,129 $617,463
DuPont Fabros Technology LP, 5.875%, 9/15/21 2,000,000 $2,095,014
DynCorp International, Inc., 10.375%, 7/1/17 150,000 $133,813
DynCorp International, Inc., Term Loan, 7/7/16 65,805 $65,740
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 303,846 $302,517
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $271,627
Eco Services Operations Llc 1st Lien Tl-B L + 3.75% 10oct21 575,000 $573,922
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 1,500,000 $1,576,375
Elior Finance & Co SCA, 6.5%, 5/1/20 (144A) 900,000 $818,773
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $255,190
Emdeon, Inc., Term B-2 Loan, 11/2/18 777,886 $772,214
Emergent Biosolutions, Inc., 2.875%, 1/15/21 (144A) 1,470,000 $1,518,275
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 150,000 $160,885
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 500,000 $539,504
Emulex Corp., 1.75%, 11/15/18 (144A) 765,000 $701,367
Endo Finance LLC, 5.75%, 1/15/22 (144A) 375,000 $383,224
Endo Finance LLC & Endo Finco, Inc., 5.375%, 1/15/23 (144A) 1,375,000 $1,368,903
Enel Finance International NV, 5.125%, 10/7/19 (144A) 150,000 $167,073
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 1,190,000 $1,400,027
Energy & Exploration Partners, Inc., 8.0%, 7/1/19 (144A) 1,520,000 $1,283,640
Energy XXI, Ltd., 3.0%, 12/15/18 (144A) 1,665,000 $1,202,061
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 1,360,000 $1,167,333
EnPro Industries, Inc., 5.875%, 9/15/22 (144A) 1,235,000 $1,274,945
Ensco Plc, 5.75%, 10/1/44 3,950,000 $4,125,641
Entegris, Inc., 6.0%, 4/1/22 (144A) 1,800,000 $1,840,500
Envision Healthcare Corp., Initial Term Loan, 5/25/18 294,667 $292,964
EP Energy LLC, Tranche B-3 Loan, 5/24/18 176,667 $173,023
Epiq Systems, Inc., Term Loan, 8/27/20 594,000 $591,030
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 530,000 $532,063
EQTY 2014-MZ Mezzanine Trust, Floating Rate Note, 5/8/31 (144A) 300,000 $301,320
Equinix, Inc., 7.0%, 7/15/21 50,000 $55,531
Essar Steel Algoma, Inc., Term Loan, 11/15/14 122,813 $123,254
EV Energy Partners LP, 8.0%, 4/15/19 1,150,000 $1,136,839
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 1,276,800 $1,264,032
ExGen Renewables I LLC, Term Loan, 2/5/21 1,079,323 $1,093,827
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 219,770 $219,386
FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A) 300,000 $325,031
Fannie Mae, 0.5%, 12/15/33 (144A) 1,265,000 $1,157,493
Fannie Mae, 3.5%, 5/1/44 6,475,000 $6,574,260
Fannie Mae, 4.0%, 5/1/44 4,304,445 $4,489,306
Fannie Mae, 4.0%, 5/1/44 1,445,896 $1,512,752
Fannie Mae, 4.0%, 9/1/43 528,373 $532,320
Fannie Mae, 4.5%, 6/1/44 8,396,974 $8,727,152
Fannie Mae, 4.5%, 8/1/40 3,070,237 $1,499,426
Fannie Mae, 4.5%, 9/1/39 2,945,000 $1,317,419
Fannie Mae, 4.5%, 9/1/40 2,868,485 $903,150
Fannie Mae Pool, 4.0%, 4/25/42 6,875,000 $7,308,483
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 350,000 $195,922
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 409,500 $411,548
Federal Home Loan Mortgage Corp., 4.5%, 6/1/41 2,749,325 $1,001,250
Federal Home Loan Mortgage Corp., Floating Rate Note, 5/25/45 (144A) 175,000 $175,424
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 500,000 $472,725
Fidelity & Guaranty Life Holdings, Inc., 6.375%, 4/1/21 (144A) 500,000 $532,656
Fidelity National Financial, Inc., 5.5%, 9/1/22 250,000 $274,102
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 248,121 $243,211
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 1,846,407 $1,784,552
Fifth Third Bancorp, Floating Rate Note (Perpetual) 14,900 $404,237
Firstar Realty LLC, 8.875% (Perpetual) (144A) 400 $500,875
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 500,000 $496,063
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 413,327 $410,795
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 1,000,000 $668,781
Flagship Credit Auto Trust 2013-1, 5.38%, 7/15/20 700,000 $716,825
Flextronics International, Ltd., 4.625%, 2/15/20 585,000 $599,487
Flextronics International, Ltd., 5.0%, 2/15/23 695,000 $716,236
Floatel 1st Lien Tl-B L + 5% 22may20 1,119,375 $1,087,893
Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A) 1,370,000 $1,461,968
Fly Funding II Sarl, Loan, 8/8/18 734,659 $734,946
Fly Leasing, Ltd., 6.375%, 10/15/21 2,375,000 $2,374,901
Fly Leasing, Ltd., 6.75%, 12/15/20 590,000 $622,745
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 294,398 $287,722
Foresight Energy LLC, Term Loan, 8/21/20 249,073 $250,941
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 600,000 $612,360
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 200,000 $203,602
FREMF Mortgage Trust 2013-K28, Floating Rate Note, 6/25/46 (144A) 1,000,000 $949,860
Frontier Communications Corp., 6.25%, 9/15/21 200,000 $208,153
Frontier Communications Corp., 7.625%, 4/15/24 250,000 $269,597
Frontier Communications Corp., 8.75%, 4/15/22 500,000 $579,444
Frontier Communications Corp., 9.0%, 8/15/31 200,000 $220,800
FTS International, Inc., 6.25%, 5/1/22 (144A) 1,080,000 $1,057,163
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,000,000 $1,048,728
Gannett Co, Inc., 6.375%, 10/15/23 1,620,000 $1,746,090
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 52,409 $51,296
Garda World Security Corp., Term B Loan, 11/1/20 204,873 $200,520
Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20 644,120 $635,443
Gates Global Llc 1st Lien Tl-B L + 3.25% 12jun21 625,000 $618,918
Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 600,000 $618,754
GCI, Inc., 8.625%, 11/15/19 458,000 $495,680
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 2,500,000 $666,435
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A) 350,000 $355,310
Geely Automobile Holdings, Ltd., 5.25%, 10/6/19 (144A) 1,450,000 $1,487,911
GE Mortgage Services LLC, Floating Rate Note, 3/25/27 5,850,000 $264,395
Generac Power Systems, Inc., Term Loan B, 5/31/20 677,400 $663,429
General Cable Corp., 4.5%, 11/15/29 (Step) 1,342,000 $914,405
General Electric Capital Corp., Floating Rate Note (Perpetual) 1,500,000 $1,787,875
General Motors Financial Co, Inc., 4.25%, 5/15/23 125,000 $131,200
Generic Drug Holdings, Inc., Closing Date Term Loan, 8/16/20 444,211 $445,322
Genpact International, Inc., Term Loan, 8/30/19 320,818 $320,016
Gentiva Health Services, Inc., 11.5%, 9/1/18 60,000 $65,425
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 1,116,252 $1,119,740
Gestamp Funding Luxembourg SA, 5.625%, 5/31/20 (144A) 1,215,000 $1,243,666
Gibraltar Industries, Inc., 6.25%, 2/1/21 1,000,000 $1,045,625
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 2,005,000 $2,170,162
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 1,500,000 $1,335,625
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 200,000 $202,671
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 31,323 $31,401
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 1,671,000 $424,324
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 800,000 $185,846
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 509,814 $121,695
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 2,500,000 $742,000
GMAC Capital Trust I, Floating Rate Note, 2/15/40 27,750 $741,758
GMAT 2013-1 Trust, Floating Rate Note, 8/25/53 570,000 $545,352
Golar LNG Partners LP, Floating Rate Note, 10/12/17 2,000,000 $308,353
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 1,050,000 $1,049,160
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 400,000 $357,300
Government National Mortgage Association, Floating Rate Note, 3/16/53 350,000 $23,800
Government National Mortgage Association REMICS, Floating Rate Note, 11/16/54 3,400,000 $315,214
Grays Harbor County Public Utility District No 1, 5.0%, 7/1/43 1,000,000 $1,108,377
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 558,307 $553,305
Green Plains Inc 1st Lien Tl-B L + 5.5% 03jun20 947,625 $947,625
Griffon Corp., 5.25%, 3/1/22 2,375,000 $2,306,719
Grifols Worldwide Operations, Ltd., 5.25%, 4/1/22 (144A) 645,000 $663,947
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 99,500 $98,335
Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A) 525,000 $517,234
GS Mortgage Securities Corp II Series 2004-GG2, Floating Rate Note, 8/10/38 200,000 $88,934
GS Mortgage Securities Corp Trust 2014-NEW, 3.79%, 1/10/31 (144A) 1,000,000 $962,869
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 1,000,000 $1,006,250
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 700,000 $722,901
GS Mortgage Securities Trust 2012-GC6, Floating Rate Note, 1/12/45 (144A) 110,000 $116,228
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 705,000 $705,751
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 300,000 $408,127
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 500,000 $528,371
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 540,000 $571,140
Guggenheim Partners Investment Management Holdings LLC, Initial Term Loan, 7/22/20 445,500 $443,273
Gulfport Energy Corp., 7.75%, 11/1/20 1,190,000 $1,259,913
Gwinnett County School District, 5.0%, 2/1/36 1,000,000 $1,173,520
Halcon Resources Corp., 8.875%, 5/15/21 1,570,000 $1,351,650
Halcon Resources Corp., 9.75%, 7/15/20 1,180,000 $1,018,438
Halyard Health, Inc., 6.25%, 10/15/22 (144A) 1,080,000 $1,106,925
Halyard Health Inc 1st Lien Tl-B L + 3.25% 16sep21 500,000 $501,095
Harland Clarke Holdings Corp., Tranche B-4 Term Loan, 8/17/19 323,812 $324,622
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 105,000 $104,631
Hearthside Group Holdings Llc 1st Lien Tl L + 3.5% 24apr21 249,375 $248,284
Heckler & Koch GmbH, 9.5%, 5/15/18 (144A) 100,000 $99,763
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,720,688 $1,729,291
Hercules Offshore, Inc., 6.75%, 4/1/22 (144A) 965,000 $574,778
Hercules Offshore, Inc., 8.75%, 7/15/21 (144A) 905,000 $602,516
Hexion US Finance Corp., 8.875%, 2/1/18 1,700,000 $1,718,594
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 1,900,000 $1,904,154
HJ Heinz Co., Term B-2 Loan, 6/5/20 395,000 $393,025
HLSS Servicer Advance Receivables Trust, 4.4584%, 1/15/48 (144A) 400,000 $409,233
Hologic, Inc., 2.0%, 3/1/42 (Step) 1,350,000 $1,474,313
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 336,619 $334,755
Homeowner Assistance Program Reverse Mortgage Loan Trust 2013-RM1, 4.0%, 5/26/53 (144A) 250,000 $185,805
Hospitality Properties Trust, 5.0%, 8/15/22 381,000 $405,653
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 146,250 $145,884
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 250,000 $281,973
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 380,000 $315,638
Iap Worldwide Services Inc 4 $3,056
Iap Worldwide Services Inc 2nd Lien Tl L + 6.5% 18jul19 28,691 $25,463
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 193,061 $193,242
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 750,000 $776,942
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 100,000 $91,005
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 200,000 $207,983
Immucor, Inc., 11.125%, 8/15/19 100,000 $111,349
Immucor, Inc., Term B-2 Loan, 8/19/18 442,617 $442,710
IMS Health, Inc., 6.0%, 11/1/20 (144A) 170,000 $181,475
INEOS Group Holdings SA, 5.875%, 2/15/19 (144A) 600,000 $606,692
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 216,104 $213,132
Inkia Energy, Ltd., 8.375%, 4/4/21 (144A) 100,000 $108,728
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 1,000,000 $894,396
Intelsat Jackson Holdings SA, 6.625%, 12/15/22 450,000 $484,888
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 250,000 $264,010
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 289,851 $288,040
Intelsat Luxembourg SA, 7.75%, 6/1/21 350,000 $377,052
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 39,406 $39,455
InterGen NV, 7.0%, 6/30/23 (144A) 1,050,000 $1,030,079
Interline Brands, Inc., Term Loan (First Lien), 3/12/21 248,750 $243,516
International Automotive Components Group SA, 9.125%, 6/1/18 (144A) 400,000 $431,208
International Equipment Solutions LLC, Initial Loan, 8/16/19 660,927 $660,514
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 525,000 $615,525
Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A) 1,350,000 $1,359,469
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 132,998 $131,779
Iron Mountain, Inc., 5.75%, 8/15/24 1,415,000 $1,460,477
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 700,000 $870,378
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 900,000 $974,621
J.P Morgan Chase Commercial Mortgage Securities Trust 2014-CBM MZ, Floating Rate Note, 10/15/29 (144 1,850,000 $1,851,009
j2 Global, Inc., 8.0%, 8/1/20 705,000 $773,738
Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A) 1,000,000 $1,111,042
James River Coal Co., 7.875%, 4/1/19 250,000 $23,047
JAZZ PHARMACEUTICALS INC, Tranche 2 Term Loan, 6/12/18 338,053 $335,941
JB Poindexter & Co, Inc., 9.0%, 4/1/22 (144A) 500,000 $548,750
JBS Investments GmbH, 7.25%, 4/3/24 (144A) 2,600,000 $2,777,161
JinkoSolar Holding Co, Ltd., 4.0%, 2/1/19 (144A) 1,455,000 $1,336,781
JLL, 7.5%, 2/1/22 (144A) 705,000 $730,415
JLL, Initial Dollar Term Loan, 1/23/21 448,875 $437,333
JMC Steel Group, Inc., 8.25%, 3/15/18 (144A) 620,000 $635,836
JMC Steel Group, Inc., Term Loan, 4/1/17 393,026 $388,523
JobsOhio Beverage System, 3.985%, 1/1/29 500,000 $519,067
JobsOhio Beverage System, 4.532%, 1/1/35 75,000 $81,208
Jones Energy Holdings LLC, 6.75%, 4/1/22 (144A) 400,000 $384,250
JPMorgan Chase & Co., 1.0%, 9/20/17 250,000 $29,028
JPMorgan Chase & Co., 4.35%, 8/15/21 200,000 $216,627
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 1,835,000 $1,964,322
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,484,206
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 1,400,000 $1,438,531
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7 REMICS, Floating Rate Note, 4/15/45 1,400,000 $1,417,879
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12, Floating Rate Note, 2/15/51 1,725,000 $1,776,082
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 1,900,000 $1,901,207
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU REMICS, Floating Rate Note, 12/15/28 1,100,000 $1,100,535
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 1,530,000 $1,522,217
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 7/25/35 2,900,000 $156,560
Jupiter Resources, Inc., 8.5%, 10/1/22 (144A) 1,655,000 $1,477,340
Kane Flt% 12jun15 1,100,000 $1,019,920
Kane Flt% 14jul15 713,104 $686,291
Kane Flt% 30jul16 805,000 $859,579
Kane-Pi4 Flt% 07jul16 1,503,871 $1,496,502
Kane-Pi4 Zero% 18jul16 1,505,000 $1,597,859
KB Home, 1.375%, 2/1/19 700,000 $677,469
KB Home, 7.0%, 12/15/21 1,400,000 $1,535,022
KB Home, 7.5%, 9/15/22 850,000 $924,021
KB Home, 8.0%, 3/15/20 200,000 $225,044
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 405,000 $428,075
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 875,000 $953,097
Key Energy Services, Inc., 6.75%, 3/1/21 585,000 $527,231
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 325,000 $354,015
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $356,396
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,150,000 $1,193,229
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 400,000 $395,133
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 491,281 $486,983
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 392,180 $389,974
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 2,240,000 $2,487,574
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 181,157 $181,383
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 246,573 $245,834
La Hipotecaria Panamanian Mortgage Trust 2007-1, Floating Rate Note, 12/23/36 (144A) 1,800,000 $865,465
Lamar Media Corp., 5.375%, 1/15/24 600,000 $630,496
Landry's, Inc., B Term Loan, 4/24/18 440,397 $439,709
Lantheus Medical Imaging, Inc., 9.75%, 5/15/17 600,000 $592,475
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 543,532 $525,867
LBC Tank Terminals Holding Netherlands BV, 6.875%, 5/15/23 (144A) 220,000 $241,274
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/40 1,000,000 $1,021,989
LB-UBS Commercial Mortgage Trust 2006-C1, Floating Rate Note, 2/15/41 1,963,990 $2,001,805
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 358,317 $364,836
Legacy Reserves LP, 6.625%, 12/1/21 (144A) 1,300,000 $1,296,885
Legg Mason, Inc., 3.95%, 7/15/24 1,250,000 $1,288,260
Legg Mason, Inc., 5.625%, 1/15/44 500,000 $565,855
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) 3,184,259 $693,508
Lennar Corp., 4.5%, 6/15/19 1,175,000 $1,216,278
Lennar Corp., 4.75%, 11/15/22 450,000 $453,106
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 100,000 $94,917
LifePoint Hospitals, Inc., 5.5%, 12/1/21 700,000 $749,292
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 1,265,000 $1,191,077
Linn Energy LLC, 6.25%, 11/1/19 900,000 $857,550
Linn Energy LLC, 6.5%, 5/15/19 800,000 $771,978
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 423,720 $418,685
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 715,938 $694,012
LKQ Corp., 4.75%, 5/15/23 250,000 $247,076
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 500,000 $538,500
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 500,000 $516,770
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 2,500 $277,125
Lorillard Tobacco Co., 3.75%, 5/20/23 175,000 $177,048
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 1,439,375 $1,410,138
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 500,000 $576,185
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 450,000 $452,803
Maine Health & Higher Educational Facilities Authority, 5.0%, 7/1/43 1,000,000 $1,114,587
Maine Turnpike Authority, 5.0%, 7/1/42 1,000,000 $1,135,257
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 1,605,000 $1,668,002
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 200,000 $218,503
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 100,000 $110,296
Masco Corp., 7.125%, 3/15/20 135,000 $155,467
Massachusetts Development Finance Agency, 5.25%, 4/1/37 100,000 $115,429
Massachusetts Water Resources Authority, 5.0%, 8/1/37 1,000,000 $1,152,810
MasTec, Inc., 4.875%, 3/15/23 1,050,000 $1,009,291
MASTR Adjustable Rate Mortgages Trust 2003-6, Floating Rate Note, 12/25/33 30,000,000 $567,129
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 1,100,000 $152,240
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 500,000 $100,980
Mastr Specialized Loan Trust, Floating Rate Note, 10/25/34 775,000 $803,303
MCGRAW-HILL SCHOOL EDUCATION HOLDINGS LLC, Term B Loan, 12/18/19 1,885,750 $1,891,251
McKesson Corp., 4.883%, 3/15/44 3,825,000 $4,077,394
MDC Holdings, Inc., 5.5%, 1/15/24 1,150,000 $1,165,749
MDC Partners, Inc., 6.75%, 4/1/20 (144A) 445,000 $464,191
MedAssets, Inc., 8.0%, 11/15/18 175,000 $188,018
MedAssets, Inc., Term B Loan, 12/13/19 332,187 $330,210
Memorial Production Partners LP, 6.875%, 8/1/22 (144A) 1,090,000 $1,008,099
Memorial Production Partners LP, 7.625%, 5/1/21 770,000 $775,294
Meritor, Inc., 6.75%, 6/15/21 400,000 $432,200
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 500,000 $501,539
Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36 1,200,000 $192,756
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 400,000 $363,375
Metinvest BV, 8.75%, 2/14/18 (144A) 1,100,000 $788,563
MetLife, Inc., 6.4%, 12/15/66 300,000 $344,378
MGM Resorts International, Term B Loan, 12/20/19 265,275 $262,498
MHP SA, 8.25%, 4/2/20 (144A) 500,000 $440,923
Michaels Stores, Inc., Term B Loan, 1/28/20 246,250 $242,479
Michaels Stores Inc 1st Lien Tl-B2 L + 3% 28jan20 500,000 $494,375
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 775,000 $750,975
Micron Technology, Inc., 5.875%, 2/15/22 (144A) 850,000 $903,042
Microsemi Corp., Term Loan (2014), 3/14/21 175,289 $173,007
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 25,000 $20,383
Midstates Petroleum Co, Inc., 10.75%, 10/1/20 650,000 $584,323
Midstates Petroleum Co, Inc., 9.25%, 6/1/21 800,000 $710,833
Midwest Vanadium Pty, Ltd., 11.5%, 2/15/18 (144A) 100,000 $28,836
Milacron LLC, Term Loan, 3/28/20 981,392 $956,857
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 400,000 $425,836
Mirabela Nickel, Ltd. 922,916 $59,667
Mirabela Nickel, Ltd., 9.5%, 6/24/19 112,000 $100,192
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 918,747 $910,325
ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46 1,400,000 $1,437,728
ML-CFC Commercial Mortgage Trust 2006-4, 5.239%, 12/12/49 2,000,000 $2,021,596
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 500,000 $497,731
MMM Holdings, Inc., MMM Term Loan, 12/12/17 26,383 $26,185
Molina Healthcare, Inc., 1.125%, 1/15/20 940,000 $1,225,701
Monitronics International, Inc., 9.125%, 4/1/20 785,000 $814,519
Monitronics International, Inc., Term B Loan (2013), 3/23/18 557,101 $555,883
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 500,000 $523,617
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 1,750,000 $944,180
Monty Parent Issuer 1 LLC, 4.25%, 11/20/28 (144A) 1,750,000 $1,277,917
Morgan Stanley, 4.1%, 5/22/23 750,000 $770,581
Morgan Stanley, 4.875%, 11/1/22 250,000 $272,335
Morgan Stanley, Floating Rate Note (Perpetual) 18,000 $490,680
Morgan Stanley, Floating Rate Note (Perpetual) 96,200 $2,425,202
Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A) 105,000 $15,320
Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49 1,500,000 $1,545,425
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 2,208,000 $353,037
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 3,432,000 $576,384
Motel 6 Trust, 4.2743%, 10/7/25 (144A) 1,327,000 $1,306,767
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 1,768,689 $1,767,032
MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A) 100,000 $109,335
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 19,180 $18,989
Mueller Water Products, Inc., 7.375%, 6/1/17 347,000 $362,868
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 248,750 $245,485
Murphy Oil USA, Inc., 6.0%, 8/15/23 1,000,000 $1,060,167
Murray Energy Corp., 8.625%, 6/15/21 (144A) 650,000 $692,304
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $257,938
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $260,658
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $262,229
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,080,379
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 500,000 $544,625
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 250,000 $261,178
NANA Development Corp., 9.5%, 3/15/19 (144A) 1,025,000 $975,942
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 722,396 $719,386
Nations Equipment Finance Funding II LLC, 5.227%, 9/20/19 (144A) 1,499,000 $1,501,394
Nations Equipment Finance Funding I LLC, 5.5%, 5/20/21 (144A) 1,360,000 $1,397,238
Nationstar Mortgage LLC, 6.5%, 6/1/22 1,220,000 $1,167,642
Nationstar Mortgage LLC, 6.5%, 7/1/21 1,225,000 $1,165,792
Nationstar Mortgage LLC, 6.5%, 8/1/18 355,000 $353,669
Navios Maritime Partners LP, Term Loan, 6/27/18 396,000 $399,300
Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A) 600,000 $627,338
Navistar, Inc., Tranche B Term Loan, 8/17/17 120,000 $120,525
Navistar International Corp., 8.25%, 11/1/21 1,075,000 $1,149,444
Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19 750,000 $750,465
NBTY, Inc., Term B-2 Loan, 10/1/17 750,000 $735,750
NCF Dealer Floorplan Master Trust, Floating Rate Note, 10/20/20 (144A) 600,000 $600,233
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 493,733 $485,710
NCR Corp., 5.0%, 7/15/22 685,000 $691,660
NCR Corp., 6.375%, 12/15/23 1,660,000 $1,791,278
Neenah Paper, Inc., 5.25%, 5/15/21 (144A) 365,000 $373,836
Neiman Marcus Group, Ltd. LLC, 8.75%, 10/15/21 (144A) (PIK) 500,000 $536,944
Neiman Marcus Group, Ltd. LLC, Other Term Loan, 10/25/20 361,357 $356,253
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 445,763 $436,848
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 100,000 $105,219
NeuStar, Inc., 4.5%, 1/15/23 675,000 $592,819
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 400,000 $396,000
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 150,000 $173,643
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T1, 4.975%, 3/15/45 (144A) 1,000,000 $503,238
New Residential Advance Receivables Trust Advance Receivables Backed 2014-VF1, 3.6491%, 3/15/45 1,000,000 $1,001,323
New World Resources NV, 4.0%, 10/7/20 (144A) (PIK) 67,741 $39,268
New World Resources NV, Floating Rate Note, 10/7/20 38,709 $48,495
New World Resources NV, Floating Rate Note, 10/7/20 29,032 $36,371
NEXEO SOLUTIONS LLC, Term B-3 Loan, 9/9/17 744,375 $736,001
Nn Inc 1st Lien Tl-B L + 5% 18jul21 1,400,000 $1,395,625
Norcraft Companies LP, Initial Loan, 11/12/20 198,500 $198,252
Nordea Bank AB, 4.25%, 9/21/22 (144A) 250,000 $261,015
Nordion 1st Lien Tl-B L + 3.5% 30jul21 250,000 $248,698
Northern Oil and Gas, Inc., 8.0%, 6/1/20 880,000 $849,933
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,000,000 $1,055,943
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 300,000 $302,343
NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A) 1,500,000 $1,516,073
Nov14 Vix C @ 18 650 $61,750
Nov14 Vix C @ 19.000000 1,350 $108,000
Nov14 Vix C @ 20 700 $47,250
NPC International, Inc., Term Loan, 12/28/18 563,356 $539,414
NRG Energy, Inc., 6.25%, 5/1/24 (144A) 1,075,000 $1,145,398
NRG Energy, Inc., 6.25%, 7/15/22 675,000 $717,797
NRG Energy, Inc., 7.625%, 1/15/18 900,000 $1,030,456
NRG Energy, Inc., 8.25%, 9/1/20 200,000 $219,000
NSG Holdings LLC, New Term Loan, 12/11/19 220,870 $218,937
Numericable Group SA, 6.0%, 5/15/22 (144A) 850,000 $879,892
NuVasive, Inc., 2.75%, 7/1/17 1,300,000 $1,574,354
OAS Finance, Ltd., 8.0%, 7/2/21 (144A) 860,000 $826,842
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 800,000 $780,200
Oasis Petroleum, Inc., 6.875%, 3/15/22 500,000 $524,392
Ocean Rig UDW, Inc., 7.25%, 4/1/19 (144A) 1,960,000 $1,687,642
Ocwen Financial Corp., 6.625%, 5/15/19 (144A) 1,450,000 $1,408,096
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 764,609 $738,804
Offshore Group Investment, Ltd., 7.5%, 11/1/19 600,000 $534,000
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 241,795 $217,616
Old HB, Inc., Term B Loan, 4/9/20 676,600 $690,978
On Assignment, Inc., Initial Term B Loan, 5/15/20 367,182 $365,116
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,057,210
ONEOK, Inc., 6.875%, 9/30/28 1,450,000 $1,638,190
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 200,000 $195,391
Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A) 600,000 $303,603
ORES 2014-LV3 LLC, 6.0%, 3/27/24 1,000,000 $998,525
Outerwall, Inc., 5.875%, 6/15/21 (144A) 1,985,000 $1,961,525
Outerwall, Inc., 6.0%, 3/15/19 435,000 $432,898
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 425,000 $433,606
Oxford Finance LLC, 7.25%, 1/15/18 (144A) 700,000 $739,443
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 172,813 $172,272
Pacific Drilling SA, Term Loan, 6/3/18 543,125 $522,305
Packaging Dynamics Corp., 8.75%, 2/1/16 (144A) 272,000 $279,990
Pangaea Zero% 01jul18 2,000,000 $2,093,600
Paragon Offshore Finance Co Tl-B L + 2.75% 11jul21 290,000 $271,150
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 884,745 $870,921
PARTY CITY HOLDINGS INC, 2014 Replacement Term Loan, 7/27/19 929,973 $913,117
PDL BioPharma, Inc., 4.0%, 2/1/18 593,000 $613,384
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 206,133 $205,103
Penn Virginia Corp., 6.0% (Perpetual) (144A) 14,300 $1,181,609
Penn Virginia Corp., 7.25%, 4/15/19 600,000 $562,933
Penn Virginia Corp., 8.5%, 5/1/20 430,000 $438,600
Penn Virginia Resource Partners LP, 6.5%, 5/15/21 425,000 $465,363
Petco Holdings, Inc., 8.5%, 10/15/17 (144A) (PIK) 1,000,000 $1,008,778
PetroQuest Energy, Inc., 10.0%, 9/1/17 500,000 $505,833
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 200,000 $194,822
Physio-Control International, Inc., 9.875%, 1/15/19 (144A) 142,000 $157,134
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 1,091,565 $1,094,806
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 172,960 $169,960
Pioneer Energy Services Corp., 6.125%, 3/15/22 (144A) 500,000 $468,913
Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A) 481,000 $522,794
Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20 232,502 $229,887
Post Holdings, Inc., 2.5% (Perpetual) (144A) 11,800 $919,663
Post Holdings, Inc., 7.375%, 2/15/22 550,000 $572,313
PPL Capital Funding, Inc., 5.9%, 4/30/73 25,000 $608,750
PQ Corp., 2014 Term Loan, 8/7/17 687,750 $681,732
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 280,230 $280,405
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 1,000,000 $1,003,542
Prince Mineral Holding Corp., 12.0%, 12/15/19 (144A) 265,000 $302,188
Private Colleges & Universities Authority, 5.0%, 10/1/43 1,000,000 $1,144,477
Production Resource Group, Inc., 8.875%, 5/1/19 100,000 $79,938
Progreso Receivables Funding II LLC, 6.0%, 7/8/19 (144A) 500,000 $501,917
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,250,000 $1,262,569
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 444,347 $446,939
Pro Mach Group Inc 1st Lien Tl-B L + 4.5% 20oct21 330,315 $331,141
Protection One, Inc., Term Loan (2012), 3/21/19 497,457 $496,317
Provident Funding Associates LP, 6.75%, 6/15/21 (144A) 1,425,000 $1,457,775
Provincia de Buenos Aires Argentina, 10.875%, 1/26/21 (144A) 100,000 $93,120
Prudential Financial, Inc., Floating Rate Note, 9/15/42 3,775,000 $4,029,839
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 200,000 $202,476
QR Energy LP, 9.25%, 8/1/20 640,000 $736,400
Quebecor Media, Inc., 5.75%, 1/15/23 1,325,000 $1,393,532
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 236,094 $230,044
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 750,000 $769,525
Queen Street VIII Re, Ltd., Floating Rate Note, 6/8/16 (Cat Bond) (144A) 250,000 $256,456
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,000,000 $1,049,856
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 1,000,000 $1,030,944
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 566,518 $561,561
Qwest Corp., 7.375%, 6/1/51 4,400 $116,072
Radio Systems Corp., 8.375%, 11/1/19 (144A) 600,000 $675,375
Rain CII Carbon LLC, 8.25%, 1/15/21 (144A) 1,050,000 $1,096,506
RAMP Series 2004-RZ1 Trust, 4.82%, 3/25/34 (Step) 3,164,644 $1,073,810
Range Resources Corp., 5.0%, 3/15/23 400,000 $420,556
RASC Series 2003-KS5 Trust, 4.46%, 7/25/33 (Step) 400,000 $260,656
RCMC LLC, 5.62346%, 12/17/18 (144A) 250,000 $140,868
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 345,763 $346,411
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 1,940,000 $1,982,577
ReneSola, Ltd., 4.125%, 3/15/18 (144A) 150,000 $97,541
Renfro Corp., Tranche B Term Loan, 1/30/19 383,895 $364,701
Rent-A-Center, Inc., 6.625%, 11/15/20 1,430,000 $1,423,635
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 190,000 $183,899
Republic of Ghana, 7.875%, 8/7/23 (144A) 1,100,000 $1,127,363
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $627,615
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,250,000 $1,317,250
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 750,000 $797,063
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 800,000 $836,000
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 850,000 $899,576
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 500,000 $562,713
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 250,000 $274,036
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 500,000 $560,950
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $270,303
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $272,047
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 1,983,893 $373,832
RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A) 6,760,000 $1,215,699
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,610,000 $1,585,190
Rexel SA, 5.25%, 6/15/20 (144A) 600,000 $616,400
Rex Energy Corp., 6.25%, 8/1/22 (144A) 915,000 $876,621
Reynolds Group Issuer, Inc., 8.25%, 2/15/21 425,000 $464,277
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 330,000 $365,342
Rialto Capital Management LLC, 2.85%, 5/15/24 (144A) 1,000,000 $621,687
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 2,380,000 $2,405,709
RKI Exploration & Production LLC, 8.5%, 8/1/21 (144A) 1,345,000 $1,343,319
Rosetta Resources, Inc., 5.625%, 5/1/21 515,000 $514,034
Rosetta Resources, Inc., 5.875%, 6/1/22 665,000 $654,679
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 203,764 $198,543
RSP Permian, Inc., 6.625%, 10/1/22 (144A) 1,075,000 $1,079,022
RTI International Metals, Inc., 1.625%, 10/15/19 385,000 $368,675
Ruby Western Pipeline Holdings LLC, Loan, 3/27/20 250,392 $249,766
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 $1,283,906
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 1,645,000 $1,746,270
Sabre GLBL, Inc., Term B Loan, 2/19/19 1,694,678 $1,672,011
SAFENET, INC., Term Loan (First Lien), 2/28/20 932,315 $931,150
Safway Group Holding LLC, 7.0%, 5/15/18 (144A) 1,365,000 $1,453,422
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 168,438 $168,573
Samson Investment Co., 9.75%, 2/15/20 390,000 $296,628
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 1,000,000 $930,000
Sanchez Energy Corp., 7.75%, 6/15/21 380,000 $398,726
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,000,000 $1,022,014
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,279,931
SandRidge Energy, Inc., 7.0% (Perpetual) 7,500 $632,813
SandRidge Energy, Inc., 7.5%, 2/15/23 700,000 $634,083
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 900,000 $938,650
SBP HOLDINGS, Ltd., Term Loan (First Lien), 3/24/21 448,875 $442,142
Schaeffler 1st Lien Tl-E L + 3% 15may20 475,000 $473,479
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 1,625,000 $1,593,769
Seadrill Operating LP, Initial Term Loan, 2/14/21 843,625 $800,690
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 1,100,000 $1,134,581
Seagate HDD Cayman, 4.75%, 6/1/23 885,000 $930,862
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 $293,225
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 272 $8,633
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 700,000 $777,140
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 250,000 $255,259
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 495,497 $491,471
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 21,259 $21,100
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 296,250 $292,300
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 243,694 $237,601
Sequa Corp., Initial Term Loan, 6/19/17 736,875 $702,610
Serena Software Inc 1st Lien Term L + 6.5% 10apr20 290,000 $290,967
Seven Seas Cruises S de RL LLC, 9.125%, 5/15/19 200,000 $220,915
Seven Seas Cruises S de RL LLC, Term B2 Loan, 12/21/18 463,029 $462,450
SFX Entertainment, Inc., 9.625%, 2/1/19 (144A) 1,885,000 $1,840,820
Shearers Foods Llc 1st Lien Tl L + 3.5% 19jun21 950,000 $945,547
Shelf Drilling Holdings, Ltd., 8.625%, 11/1/18 (144A) 1,215,000 $1,252,209
Ship Midco, Ltd., Facility B2A-II, 11/29/19 98,939 $99,269
Shutterfly, Inc., 0.25%, 5/15/18 1,915,000 $1,848,986
Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A) 750,000 $223,624
Signode Industrial Group Us Inc 1st Lien Tl-B L + 3% 21mar21 918,548 $903,622
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 1,200,000 $1,128,857
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 400,000 $484,160
Si Organization Inc 1st Lien Dd L + 0% 19nov19 28,104 $28,151
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 211,934 $212,287
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 1,835,000 $1,972,991
Sirius XM Radio, Inc., 4.625%, 5/15/23 (144A) 1,330,000 $1,311,814
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 246,859 $246,139
SM Energy Co., 5.0%, 1/15/24 455,000 $432,124
SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A) 450,000 $470,586
SolarCity Corp., 1.625%, 11/1/19 (144A) 2,020,000 $1,962,227
Sotheby's, 5.25%, 10/1/22 (144A) 1,135,000 $1,117,266
SourceHOV LLC, Term B Loan (First Lien), 4/30/18 493,750 $491,487
Southern California Edison Co., Floating Rate Note (Perpetual) 75,000 $83,734
Southern States Cooperative, Inc., 10.0%, 8/15/21 (144A) 800,000 $804,889
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 446,680 $493,775
Springleaf Funding Trust 2013-A, 5.0%, 9/15/21 (144A) 500,000 $503,526
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 250,000 $259,332
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 200,000 $207,285
Springs Industries, Inc., 6.25%, 6/1/21 400,000 $402,917
Sprint Corp., 7.125%, 6/15/24 (144A) 1,725,000 $1,818,869
SRAM LLC, Term Loan (First Lien), 4/10/20 662,410 $652,474
Stackpole International Intermediate, 7.75%, 10/15/21 (144A) 1,450,000 $1,478,557
Standard Pacific Corp., 6.25%, 12/15/21 1,000,000 $1,073,611
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 600,000 $659,533
Star West Generation LLC, Term B Advance, 3/13/20 241,042 $239,535
State of Washington, 5.0%, 6/1/41 1,000,000 $1,137,583
State Street Corp., Floating Rate Note, 12/31/73 29,300 $764,730
Steel Dynamics, Inc., 5.125%, 10/1/21 (144A) 1,430,000 $1,490,636
Steel Dynamics, Inc., 5.25%, 4/15/23 1,000,000 $1,052,333
Steward Health Care System LLC, Term Loan, 4/10/20 493,750 $490,355
Stone Energy Corp., 7.5%, 11/15/22 150,000 $145,063
StoneMor Partners LP, 7.875%, 6/1/21 (144A) 375,000 $403,242
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 200,000 $199,491
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34 406,549 $66,130
Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33 3,319,800 $114,365
SUAM Finance BV, 4.875%, 4/17/24 (144A) 500,000 $513,448
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $268,056
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 500,000 $545,757
Summit Midstream Holdings LLC, 7.5%, 7/1/21 1,030,000 $1,143,300
SunCoke Energy Partners LP, 7.375%, 2/1/20 (144A) 300,000 $319,031
Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23 3,600,000 $3,570,834
SunPower Corp., 0.875%, 6/1/21 (144A) 2,000,000 $2,039,757
Surgical Care Affiliates LLC, Class C Incremental Term Loan, 6/29/18 543,125 $532,588
Swift Energy Co., 7.875%, 3/1/22 1,950,000 $1,785,469
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 169,132 $168,427
Syncreon Group BV, Term Loan, 9/26/20 698,241 $696,496
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 239,957 $237,707
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 484,761 $477,489
TAL Advantage V LLC, 3.97%, 5/20/39 (144A) 1,000,000 $957,230
TAL Advantage V LLC, 4.1%, 2/22/39 600,000 $559,765
Talos Production LLC, 9.75%, 2/15/18 (144A) 420,000 $431,795
Taminco Global Chemical Corp., Initial Tranche B-3 Dollar Term Loan, 2/15/19 342,055 $341,200
Tank Holding Corp., Initial Term Loan, 7/9/19 668,053 $660,329
Targa Resources Partners LP, 4.25%, 11/15/23 555,000 $560,326
Targus Group International, Inc., Term Loan, 5/24/16 90,336 $72,269
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 500,000 $536,908
Tarjeta Naranja SA, 9.0%, 1/28/17 (144A) 100,000 $101,471
Tata Chemicals North America, Inc., Term Loan, 8/7/20 246,875 $241,468
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 200,000 $271,076
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 606,120 $598,417
Templar Energy Llc Tl-B L + 7.5% 25nov20 2,045,000 $1,864,784
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 102,407 $101,191
Tenet Healthcare Corp., 4.375%, 10/1/21 1,480,000 $1,492,333
Tenet Healthcare Corp., 4.5%, 4/1/21 265,000 $266,656
Terex Corp., U.S. Term Loan, 8/13/21 111,057 $110,571
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,203,281
The Geo Group, Inc., 5.875%, 10/15/24 2,935,000 $3,040,293
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 300,000 $363,466
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 225,000 $277,110
The Hanover Insurance Group, Inc., 6.35%, 3/30/53 40,000 $982,400
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,150,000 $1,274,631
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,200,000 $1,212,191
Theravance, Inc., 2.125%, 1/15/23 500,000 $426,253
The Ryland Group, Inc., 0.25%, 6/1/19 2,000,000 $1,824,583
The Ryland Group, Inc., 5.375%, 10/1/22 95,000 $93,526
The Williams Companies, Inc., 7.75%, 6/15/31 100,000 $119,532
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 100,000 $82,351
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 127,094 $126,140
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 30,000 $31,680
T-Mobile USA, Inc., 6.0%, 3/1/23 400,000 $415,733
T-Mobile USA, Inc., 6.542%, 4/28/20 490,000 $525,231
T-Mobile USA, Inc., 6.633%, 4/28/21 555,000 $594,341
TMX Finance LLC, 8.5%, 9/15/18 (144A) 1,035,000 $1,020,366
Tonon Bioenergia SA, 9.25%, 1/24/20 (144A) 750,000 $626,193
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 925,965 $915,934
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 100,000 $138,044
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,545
TransDigm, Inc., Tranche C Term Loan, 2/28/20 296,231 $291,973
Transfield Services, Ltd., 8.375%, 5/15/20 (144A) 805,000 $894,825
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 325,000 $316,308
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 300,000 $288,035
Tribune Media Co., Initial Term Loan, 11/20/20 500,000 $497,188
Tronox Finance LLC, 6.375%, 8/15/20 1,610,000 $1,675,943
Trust F, 5.25%, 12/15/24 (144A) 400,000 $429,933
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 994,950 $973,807
TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20 545,875 $545,875
Turkiye Sise ve Cam Fabrikalari AS, 4.25%, 5/9/20 (144A) 400,000 $400,818
U.S. Treasury Floating Rate Note, 0.090001011%, 7/31/16 3,840,000 $3,842,258
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 16,600,000 $16,178,553
UBS AG, 7.625%, 8/17/22 1,050,000 $1,255,621
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 200,000 $170,583
Ultra Petroleum Corp., 5.75%, 12/15/18 (144A) 680,000 $687,971
Unifrax I LLC, 7.5%, 2/15/19 (144A) 630,000 $649,425
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 318,701 $316,311
Unison Ground Lease Funding LLC, 5.78%, 3/16/43 (144A) 300,000 $303,917
United Airlines, Inc., Class B Term Loan, 4/1/19 246,250 $242,064
United Auto Credit Securitization Trust 2013-1, 4.4%, 4/15/19 (144A) 150,000 $151,666
United Continental Holdings, Inc., 6.0%, 7/15/26 1,475,000 $1,453,121
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 3,860,000 $3,860,473
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 3,860,000 $3,862,005
Univar, Inc., Term B Loan, 6/30/17 266,515 $265,182
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 517,020 $512,550
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 200,000 $53,878
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 612,563 $599,163
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 525,937 $520,843
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 400,000 $410,286
US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21 200,000 $208,457
US Bancorp, Floating Rate Note (Perpetual) 12,250 $359,048
US Bancorp, Floating Rate Note (Perpetual) 16,400 $443,784
USI, Inc. New York, 7.75%, 1/15/21 (144A) 1,300,000 $1,345,915
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 196,515 $194,550
US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19 743,868 $739,684
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 298,478 $296,186
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 728,520 $723,967
Vantiv LLC, Term B Loan, 6/12/21 384,038 $381,539
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 1,450,000 $1,514,767
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 900,000 $1,010,700
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 4.0%, 4/27/54 (Step) (144A) 750,000 $740,818
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 368,872 $367,674
VeriSign, Inc., 4.625%, 5/1/23 335,000 $341,491
Verizon Communications, Inc., 4.15%, 3/15/24 3,500,000 $3,658,983
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 576,000 $591,756
Verizon Communications, Inc., 6.55%, 9/15/43 576,000 $730,930
Vertafore, Inc., Term Loan (2013), 10/3/19 94,831 $94,416
ViaSat, Inc., 6.875%, 6/15/20 100,000 $108,347
Viasystems, Inc., 7.875%, 5/1/19 (144A) 1,450,000 $1,594,094
Viking Cruises, Ltd., 8.5%, 10/15/22 (144A) 1,240,000 $1,346,984
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 200,000 $202,001
Virginia Resources Authority, 5.0%, 11/1/42 1,000,000 $1,166,310
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 $519,944
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 1,480,000 $1,309,430
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 250,000 $253,922
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 250,000 $250,338
VOLT XXIII LLC, 4.75%, 11/25/53 (Step) 2,000,000 $2,004,422
VOLT XXII LLC, 4.75%, 10/27/53 (Step) 2,500,000 $2,495,449
VOLT XXIV LLC, 4.75%, 11/25/53 (Step) 1,000,000 $999,501
VOLT XX LLC, 5.25%, 2/1/39 (Step) (144A) 1,500,000 $1,504,952
Voya Financial, Inc., Floating Rate Note, 5/15/53 615,000 $631,022
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 300,000 $286,411
Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44 1,600,000 $1,636,671
Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45 304,000 $313,177
Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48 1,500,000 $1,545,710
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46 1,813,000 $1,874,726
Wastequip LLC, Term Loan, 8/9/19 493,750 $493,750
Waupaca Foundry, Inc., Term Loan, 6/29/17 590,309 $589,325
Wausau Paper 1st Lien Tl-B L + 5.5% 20jul20 1,097,250 $1,089,935
WCA Waste Corp., Term Loan, 3/23/18 694,237 $688,163
WCP ISSUER LLC, 6.657%, 8/15/43 (144A) 400,000 $422,442
WellCare Health Plans, Inc., 5.75%, 11/15/20 2,815,000 $2,973,524
WellPoint, Inc., 2.75%, 10/15/42 300,000 $524,242
Wells Fargo & Co., 7.5% (Perpetual) 1,050 $1,264,200
Wells Fargo & Co., Floating Rate Note, 12/29/49 750,000 $794,306
Wells Fargo & Co., Floating Rate Note (Perpetual) 400,000 $444,953
Wells Fargo Commercial Mortgage Trust, 4.0%, 11/18/43 (144A) 100,000 $87,683
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 (144A) 1,500,000 $1,501,149
Wendy's International LLC, Term B Loan, 5/15/19 748,838 $745,963
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 165,030 $164,618
West Corp., Term B-10 Loan, 6/30/18 366,334 $361,480
Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A) 750,000 $272,817
Westgate Resorts 2014-1 LLC, 5.5%, 12/20/26 (144A) 800,000 $761,226
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 100,000 $108,011
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 50,000 $54,417
WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/17/48 (144A) 200,000 $192,009
Wheelabrator 1st Lien Tl-B L + 4% 15oct21 1,915,709 $1,924,090
Wheelabrator 1st Lien Tl-C L + 4% 15oct21 84,291 $84,660
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 165,000 $172,435
Windstream Corp., 7.5%, 6/1/22 1,305,000 $1,427,344
Windstream Corp., 8.125%, 9/1/18 850,000 $897,635
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 196,993 $195,392
WireCo WorldGroup, Inc., 9.5%, 5/15/17 100,000 $106,381
WireCo WorldGroup, Inc., Term Loan, 2/15/17 48,536 $48,703
WMG Acquisition Corp., 6.0%, 1/15/21 (144A) 171,000 $178,296
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 678,150 $657,947
World Kitchen LLC, U.S. Term Loan, 3/4/19 186,556 $185,973
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 172,782 $171,724
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 481,372 $478,424
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 205,000 $209,167
Xerium Technologies, Inc., 8.875%, 6/15/18 798,000 $868,645
Zebra Technologies Corp., 7.25%, 10/15/22 (144A) 1,105,000 $1,166,573
ZIGGO BV, (USD) TLB3, 1/15/22 587,872 $573,438
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 554,681 $541,061
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 357,447 $348,670

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