Pioneer Dynamic Credit Fund

Top 10 Portfolio Holdings as of 12/31/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 4.7%, 11/17/25 (144A) 350,000 $349,428
A10 Securitization 2013-1 LLC, 6.41%, 11/17/25 (144A) 139,000 $138,884
AAF Holdings LLC, 12.0%, 7/1/19 (144A) (PIK) 1,095,000 $1,127,850
ACA CLO 2006-2, Ltd., Floating Rate Note, 1/20/21 (144A) 500,000 $492,301
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 918,063 $897,406
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 696,647 $648,608
ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A) 1,400,000 $1,390,411
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 1,200,000 $1,314,642
Advanced Micro Devices, Inc., 6.75%, 3/1/19 1,095,000 $1,053,938
Advanced Micro Devices, Inc., 7.0%, 7/1/24 500,000 $442,708
Advanced Micro Devices, Inc., 7.5%, 8/15/22 445,000 $413,108
Advantage Sales & Marketing Inc 1st Lien Dd L + 3.25% 21jul21 15,491 $15,360
Advantage Sales & Marketing Inc 1st Lien Tl-B L + 3.25% 11jul21 464,730 $460,809
AECOM, 5.75%, 10/15/22 (144A) 635,000 $657,909
AECOM, 5.875%, 10/15/24 (144A) 635,000 $658,096
Aegis Toxicology Corp 1st Lien Tl-B L + 4.5% 20feb21 223,875 $224,435
AEP Industries, Inc., 8.25%, 4/15/19 485,000 $498,297
Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A) 208,000 $181,527
AES Corp. Virginia, 4.875%, 5/15/23 995,000 $993,736
AES Corp. Virginia, 5.5%, 3/15/24 1,500,000 $1,546,492
Affiliated Managers Group, Inc., 4.25%, 2/15/24 915,000 $967,997
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 964,079 $905,029
Agrokor dd, 8.875%, 2/1/20 (144A) 75,000 $83,698
AgStar Financial Services ACA, Floating Rate Note (Perpetual) (144A) 1,500 $1,545,844
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 500,000 $483,424
Air Canada 2013-1 Class C Pass Through Trust, 6.625%, 5/15/18 (144A) 500,000 $514,933
Aircastle, Ltd., 6.25%, 12/1/19 600,000 $636,125
Air Medical Group Holdings, Inc., B-1 Term Loan, 6/30/18 247,919 $248,229
Akorn, Inc., Loan, 11/13/20 691,853 $687,529
Alamo Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 250,000 $261,125
Alam Synergy Pte, Ltd., 9.0%, 1/29/19 (144A) 340,000 $359,380
Albea Beauty Holdings SA, 8.375%, 11/1/19 (144A) 255,000 $271,309
Albertsons LLC, Term B-2 Loan, 3/21/19 894,254 $890,527
Alkermes, Inc., 2019 Term Loan, 9/25/19 689,703 $686,254
Allegion US Holding Co, Inc., 5.75%, 10/1/21 930,000 $996,844
Alliance One International, Inc., 9.875%, 7/15/21 1,300,000 $1,219,445
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 489,793 $483,518
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 556,073 $550,512
Ally Financial, Inc., 7.0% (Perpetual) (144A) 1,600 $1,607,350
Altice Financing SA, 6.5%, 1/15/22 (144A) 1,800,000 $1,813,450
Altisource Solutions Sarl, Term B Loan, 12/9/20 1,135,199 $885,455
Altrl Zero% 30jun16 2,501,147 $2,740,507
Altrl Zero% 30jun17 400,000 $400,000
American Airlines, Inc., Class B Term Loan, 6/27/19 344,750 $341,561
American Airlines 2014-1 Class B Pass Through Trust, 4.375%, 10/1/22 1,550,000 $1,593,029
American Airlines Inc 1st Lien Tl-B L + 3.5% 08oct21 175,000 $175,438
American Energy-Permian Basin LLC, 7.125%, 11/1/20 (144A) 750,000 $573,664
American Energy-Permian Basin LLC, 7.375%, 11/1/21 (144A) 470,000 $359,989
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 990,000 $714,450
Amgen, Inc., 5.375%, 5/15/43 2,500,000 $2,921,525
Amkor Technology, Inc., 6.375%, 10/1/22 285,000 $279,567
Amsted Industries, Inc., 5.0%, 3/15/22 (144A) 1,705,000 $1,700,264
Amsurg Corp., 5.625%, 7/15/22 (144A) 1,545,000 $1,623,457
Anthem, Inc., 2.75%, 10/15/42 300,000 $518,117
Apex Tool Group LLC, 7.0%, 2/1/21 (144A) 400,000 $353,667
Apex Tool Group LLC, Term Loan, 1/31/20 638,994 $621,422
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 220,946 $217,577
Approach Resources, Inc., 7.0%, 6/15/21 2,020,000 $1,501,084
Appvion, Inc., Term Commitment, 6/28/19 987,500 $977,008
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,500,000 $1,591,763
Arcelik AS, 5.0%, 4/3/23 (144A) 400,000 $390,129
Ardagh Finance Holdings SA, 8.625%, 6/15/19 (144A) (PIK) 678,498 $670,921
Arlington Flt% 01aug15 600,000 $648,840
Armacell International GmbH, Term Loan B (First Lien), 7/2/20 495,000 $490,050
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 1,266,132 $1,260,856
Ashland, Inc., 4.75%, 8/15/22 1,000,000 $1,017,944
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 25,000 $631,500
AT&T, Inc., 3.9%, 3/11/24 3,500,000 $3,638,532
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 895,500 $880,948
Atlantic Power LP, Term Loan, 2/20/21 1,474,789 $1,460,041
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 250,000 $257,239
Atrium Innovations, Inc., Initial Tranche B-1 Term Loan (First Lien), 1/29/21 595,500 $579,124
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 250,000 $258,167
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 114,138 $113,709
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 400,000 $332,583
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 298,500 $297,754
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,250,000 $1,243,750
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 200,000 $229,688
Avis Budget Car Rental LLC, 5.5%, 4/1/23 1,220,000 $1,261,175
Avis Budget Finance Plc, 6.0%, 3/1/21 (144A) 150,000 $194,299
AXA SA, 8.6%, 12/15/30 250,000 $340,588
Axiall Corp., 4.875%, 5/15/23 1,405,000 $1,334,721
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 1,100,000 $1,109,852
AXIS Equipment Finance Receivables II LLC, 6.41%, 10/22/18 250,000 $253,839
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 630,019 $622,538
B&G Foods, Inc., 4.625%, 6/1/21 400,000 $391,982
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,750,000 $1,817,085
Banc of America Commercial Mortgage Trust 2007-5, Floating Rate Note, 2/10/51 1,250,000 $1,265,681
Banc of America Merrill Lynch Commercial Mortgage, Inc. REMICS, Floating Rate Note, 9/10/47 (144A) 160,000 $143,304
Banc of America Mortgage Trust 2004-2, 5.5%, 3/25/34 212,565 $71,983
Banco Santander SA, Floating Rate Note (Perpetual) 1,000,000 $984,938
Bank of America Corp., 6.11%, 1/29/37 625,000 $754,095
Bank of America Corp., 7.75%, 5/14/38 200,000 $284,484
Bank of America Corp., Floating Rate Note, 10/23/49 500,000 $515,089
Bank of America Corp., Floating Rate Note, 9/29/49 1,000,000 $1,008,576
Bankrate, Inc., 6.125%, 8/15/18 (144A) 1,150,000 $1,096,110
Bayview Commercial Asset Trust 2004-1, Floating Rate Note, 4/25/34 (144A) 4,900,000 $451,743
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 7,450,000 $1,115,829
Bayview Commercial Asset Trust 2005-2, Floating Rate Note, 8/25/35 (144A) 1,400,000 $302,312
Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/37 (Step) 1,288,834 $71,477
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 460,000 $404,187
Bayview Opportunity Master Fund Trust 2014-15RPL, Floating Rate Note, 10/28/19 (144A) 1,750,000 $1,689,312
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 500,000 $309,351
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 23,000,000 $145,652
Bear Stearns Commercial Mortgage Securities Trust 2004-TOP16, Floating Rate Note, 2/13/46 (144A) 500,000 $521,944
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 100,000 $100,558
Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, Floating Rate Note, 10/12/42 1,500,000 $1,508,894
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 2,642,507 $2,688,960
Bear Stearns Commercial Mortgage Securities Trust 2007-PWR16, Floating Rate Note, 6/11/40 2,000,000 $2,059,152
Belden, Inc., 5.5%, 4/15/23 (144A) 300,000 $380,940
Belden, Inc., 5.5%, 9/1/22 (144A) 1,860,000 $1,880,150
Berkeley-Kane Flt% 12jun15 1,004,200 $1,037,539
Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A) 200,000 $196,500
Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A) 300,000 $293,300
Big Heart Pet Brands, Initial Term Loan, 2/24/20 313,930 $302,158
BioScrip, Inc., 8.875%, 2/15/21 (144A) 1,050,000 $980,204
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 292,369 $293,831
BioScrip, Inc., Initial Term B Loan, 7/31/20 487,281 $489,718
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 250,000 $276,302
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 300,000 $322,920
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 750,000 $953,795
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 650,000 $674,371
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 750,000 $759,087
BlueScope Steel Finance, Ltd., 7.125%, 5/1/18 (144A) 730,000 $764,219
Bombardier, Inc., 4.75%, 4/15/19 (144A) 825,000 $836,367
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 400,857 $393,842
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 980,000 $799,714
Bonanza Creek Energy, Inc., 6.75%, 4/15/21 345,000 $308,516
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 124,031 $123,682
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 250,000 $250,293
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/16/28 (144A) 500,000 $503,823
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 789,237 $778,385
Brit Insurance Holdings BV, Floating Rate Note, 12/9/30 850,000 $1,353,452
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,415,000 $1,388,577
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 280,000 $299,775
Brown Shoe Co, Inc., 7.125%, 5/15/19 750,000 $790,578
Buckeye Partners LP, 4.15%, 7/1/23 2,500,000 $2,488,320
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 365,000 $365,163
Burlington Northern Santa Fe LLC, 4.55%, 9/1/44 2,500,000 $2,725,307
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 399,000 $397,379
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 1,150,000 $1,170,736
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,000,000 $1,058,796
Calfrac Holdings LP, 7.5%, 12/1/20 (144A) 330,000 $280,913
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 526,975 $510,836
Calpine Corp., Term Loan (10/12), 10/9/19 440,365 $435,686
CAM Mortgage Trust 2014-1, 5.5%, 12/15/53 (Step) (144A) 750,000 $608,887
CAM Mortgage Trust 2014-2, Floating Rate Note, 5/15/48 (144A) 400,000 $402,240
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 500,000 $554,563
Capella Healthcare, Inc., 9.25%, 7/1/17 200,000 $217,000
Caraustar Industries, Inc., Term Loan, 5/1/19 202,871 $201,730
Cardtronics, Inc., 1.0%, 12/1/20 1,000,000 $990,208
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 1,500,000 $1,495,172
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 500,000 $446,239
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 2,115,000 $2,476,235
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 650,000 $638,354
Catamaran Corp., 4.75%, 3/15/21 1,125,000 $1,140,734
CCO Holdings LLC, 5.75%, 9/1/23 475,000 $490,042
CCO Holdings LLC, 6.625%, 1/31/22 600,000 $654,173
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 2,500,000 $2,528,980
CenturyLink, Inc., 7.6%, 9/15/39 150,000 $151,857
CenturyLink, Inc., 7.65%, 3/15/42 1,300,000 $1,322,783
Cenveo Corp., 6.0%, 8/1/19 (144A) 1,210,000 $1,125,300
Cepheid, 1.25%, 2/1/21 (144A) 545,000 $604,042
Cequel Communications LLC, Term Loan, 2/14/19 372,447 $367,714
Charter Communications 1st Lien Tl-B L + 3.5% 12aug21 390,000 $392,464
Charter Communications Operating LLC, Term F Loan, 12/31/20 492,500 $483,530
Chemtura Corp., 5.75%, 7/15/21 930,000 $931,408
Chiquita Brands International, Inc., 7.875%, 2/1/21 522,000 $576,460
CHL Mortgage Pass-Through Trust 2002-32, Floating Rate Note, 1/25/33 450,000 $63,722
CHS, 2021 Term D Loan, 1/27/21 344,622 $344,383
CHS, 6.875%, 2/1/22 1,495,000 $1,626,591
CHS, 8.0%, 11/15/19 1,075,000 $1,158,551
Ciena Corp., 0.875%, 6/15/17 1,000,000 $991,014
Cincinnati Bell, Inc., 8.375%, 10/15/20 1,105,000 $1,179,787
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 750,000 $941,886
Citadel Plastics Holdings Inc 1st Lien Tlb L + 4.25% 05nov20 367,000 $367,918
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 189,000 $170,635
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 1,900,000 $929,103
Citigroup, Inc., Floating Rate Note (Perpetual) 63,000 $1,708,560
Citigroup, Inc., Floating Rate Note (Perpetual) 640,000 $646,372
Citigroup, Inc., Floating Rate Note (Perpetual) 1,500,000 $1,495,933
Citigroup Capital XIII, Floating Rate Note, 10/30/40 49,090 $1,304,812
Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/17/49 300,000 $313,473
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 300,000 $60,931
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $251,593
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 600,000 $603,610
CityCenter Holdings LLC, Term B Loan, 10/16/20 227,316 $225,967
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 750,000 $792,292
Cme: (Cdx.Na.Hy.23.V1) Usd 20dec19 Z91mw60e6 -146,340,000 $-9,356,758
CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A) 5,908,000 $476,010
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 650,000 $696,109
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 91,970 $89,901
COBALT CMBS Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 1,200,000 $1,228,145
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 220,000 $189,641
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 715,000 $676,172
CoBank ACB, Floating Rate Note (Perpetual) (144A) 5,000 $506,407
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 2,000,000 $2,045,148
COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/17/45 (144A) 100,000 $102,057
COMM 2012-CCRE4 Mortgage Trust, Floating Rate Note, 10/17/45 (144A) 303,000 $303,500
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 1,400,000 $1,404,249
COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 (144A) 1,400,000 $1,397,752
Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49 1,600,000 $1,682,086
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 400,000 $419,650
Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A) 1,700,000 $1,855,302
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 104,735 $104,037
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 157,102 $156,055
CommScope Holding Co, Inc., 6.625%, 6/1/20 (144A) (PIK) 1,150,000 $1,190,849
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $257,213
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $256,549
Comstock Resources, Inc., 7.75%, 4/1/19 1,200,000 $875,250
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 788,347 $786,705
Conseco Financial Corp., 6.18%, 4/1/30 2,201,000 $224,298
Constellation Brands, Inc., 3.75%, 5/1/21 470,000 $468,238
Constellation Brands, Inc., 4.25%, 5/1/23 485,000 $484,798
Constellation Enterprises LLC, 10.625%, 2/1/16 (144A) 475,000 $393,904
Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17 250,000 $12,766
Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15 250,000 $52,680
ConvaTec, Inc., Dollar Term Loan, 12/22/16 92,917 $92,104
ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A) 100,000 $105,967
Copano Energy LLC, 7.125%, 4/1/21 373,000 $411,762
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 700,000 $703,789
Corporate Office Properties LP, 3.6%, 5/15/23 180,000 $173,780
Corsicanto, Ltd., 3.5%, 1/15/32 1,250,000 $796,736
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/34 (144A) 9,809,888 $298,747
County of York South Carolina, 5.7%, 1/1/24 100,000 $102,935
Covanta Holding Corp., 5.875%, 3/1/24 1,130,000 $1,171,904
Coveris Holdings SA, USD Term Loan, 4/14/19 29,700 $29,638
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 1,900,000 $1,844,372
Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 4/15/37 1,500,000 $1,509,896
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A) 100,000 $102,296
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33 1,749,811 $337,446
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,150,000 $1,163,936
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,400,000 $1,257,197
Crossmark Holdings, Inc., Term Loan (First Lien), 12/20/19 196,123 $192,364
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 650,000 $651,788
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 652,150 $642,123
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 575,000 $566,375
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 646,750 $639,878
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 864,563 $849,433
CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 (144A) 2,000,000 $2,007,741
CST Brands, Inc., 5.0%, 5/1/23 1,325,000 $1,349,292
Cubist Pharmaceuticals, Inc. 750,000 $1,024,688
Cummins, Inc., 5.65%, 3/1/98 350,000 $437,030
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 360,000 $12,516
CWGS Group LLC, Term Loan, 2/20/20 1,413,750 $1,408,448
Dana Holding Corp., 6.0%, 9/15/23 830,000 $882,013
Darling Ingredients, Inc., 5.375%, 1/15/22 1,060,000 $1,070,372
DaVita HealthCare Partners, Inc., 5.125%, 7/15/24 1,360,000 $1,425,535
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 63,182 $62,674
DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/12/44 (144A) 113,538 $128,003
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 1,550,000 $1,513,575
Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A) 1,300,000 $1,304,208
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 497,494 $457,694
Del Monte Foods, Inc., Initial Loan (Second Lien), 5/26/21 590,000 $507,400
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 171,500 $169,088
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 400,000 $428,679
Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A) 900,000 $942,413
Denbury Resources, Inc., 4.625%, 7/15/23 910,000 $808,832
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 865,000 $840,672
DigitalGlobe, Inc., Term Loan, 1/31/20 692,419 $687,875
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 400,000 $403,833
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 972,431 $963,922
DR Horton, Inc., 5.75%, 8/15/23 1,265,000 $1,368,379
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 987,500 $787,531
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 1,265,000 $1,145,352
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $721,910
Dtz Us Borrower Llc 1st Lien Dd L + 4.5% 28oct21 620,672 $621,060
Dtz Us Borrower Llc 1st Lien Tl L + 4.5% 28oct21 1,041,842 $1,042,493
Duff & Phelps LLC, Initial Term Loan, 4/23/20 620,556 $614,350
DuPont Fabros Technology LP, 5.875%, 9/15/21 2,000,000 $2,072,097
DynCorp International, Inc., 10.375%, 7/1/17 150,000 $135,281
DynCorp International, Inc., Term Loan, 7/7/16 65,805 $65,586
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 303,077 $300,046
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $266,425
Eco Services Operations Llc 1st Lien Tl-B L + 3.75% 10oct21 575,000 $569,250
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 1,500,000 $1,570,750
Elior Finance & Co SCA, 6.5%, 5/1/20 (144A) 900,000 $778,472
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $252,683
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 1,000,000 $1,005,052
Emdeon, Inc., Term B-2 Loan, 11/2/18 775,912 $763,949
Emergent Biosolutions, Inc., 2.875%, 1/15/21 (144A) 1,470,000 $1,672,319
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 150,000 $153,979
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 500,000 $498,171
Endo Finance LLC & Endo Finco, Inc., 5.375%, 1/15/23 (144A) 875,000 $881,146
Enel Finance International NV, 5.125%, 10/7/19 (144A) 150,000 $167,536
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 1,190,000 $1,409,943
Energy & Exploration Partners, Inc., 8.0%, 7/1/19 (144A) 1,520,000 $585,707
Energy XXI, Ltd., 3.0%, 12/15/18 1,665,000 $491,197
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 1,360,000 $738,933
EnPro Industries, Inc., 5.875%, 9/15/22 (144A) 1,235,000 $1,268,512
Ensco Plc, 5.75%, 10/1/44 3,950,000 $4,021,347
Entegris, Inc., 6.0%, 4/1/22 (144A) 1,800,000 $1,849,500
Envision Healthcare Corp., Initial Term Loan, 5/25/18 293,905 $291,242
EP Energy LLC, Tranche B-3 Loan, 5/24/18 176,667 $168,275
Epiq Systems, Inc., Term Loan, 8/27/20 592,500 $590,278
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 530,000 $532,376
EQTY 2014-MZ Mezzanine Trust, Floating Rate Note, 5/8/31 (144A) 300,000 $298,247
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19 350,000 $348,688
EV Energy Partners LP, 8.0%, 4/15/19 675,000 $585,150
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 1,276,800 $1,255,733
ExGen Renewables I LLC, Term Loan, 2/5/21 1,079,323 $1,084,719
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 76,767 $76,416
FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A) 300,000 $325,844
Fannie Mae, 0.5%, 12/15/33 1,265,000 $1,198,869
Fannie Mae, 3.5%, 5/1/44 6,475,000 $6,511,378
Fannie Mae, 4.0%, 5/1/44 1,445,896 $1,405,831
Fannie Mae, 4.0%, 9/1/43 528,373 $530,274
Fannie Mae, 4.5%, 6/1/44 8,396,974 $8,418,884
Fannie Mae, 4.5%, 8/1/40 3,070,237 $1,475,849
Fannie Mae, 4.5%, 9/1/39 2,945,000 $1,265,352
Fannie Mae, 4.5%, 9/1/40 2,868,485 $900,226
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 350,000 $148,089
FCA US LLC, Tranche B Term Loan, 12/29/18 2,014,875 $2,001,653
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 404,250 $405,513
Federal Home Loan Mortgage Corp., 4.5%, 6/1/41 2,749,325 $946,864
Federal Home Loan Mortgage Corp., Floating Rate Note, 5/25/45 (144A) 175,000 $174,777
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 300,000 $233,513
Fidelity & Guaranty Life Holdings, Inc., 6.375%, 4/1/21 (144A) 500,000 $532,969
Fidelity National Financial, Inc., 5.5%, 9/1/22 250,000 $276,952
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 247,495 $235,275
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 1,846,407 $1,359,879
Fifth Third Bancorp, Floating Rate Note (Perpetual) 14,900 $407,217
Firstar Realty LLC, 8.875% (Perpetual) (144A) 400 $489,125
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 500,000 $490,625
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 412,291 $397,861
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 1,000,000 $719,535
Flagship Credit Auto Trust 2013-1, 5.38%, 7/15/20 700,000 $714,651
Flextronics International, Ltd., 4.625%, 2/15/20 585,000 $603,996
Flextronics International, Ltd., 5.0%, 2/15/23 695,000 $722,028
Floatel 1st Lien Tl-B L + 5% 22may20 892,128 $727,084
Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A) 1,370,000 $1,371,713
Fly Funding II Sarl, Loan, 8/8/18 725,118 $723,306
Fly Leasing, Ltd., 6.375%, 10/15/21 1,375,000 $1,375,802
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 293,655 $268,266
Foresight Energy LLC, Term Loan, 8/21/20 249,073 $245,960
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 200,000 $204,283
FREMF Mortgage Trust 2013-K28, Floating Rate Note, 6/25/46 (144A) 1,000,000 $937,809
Frontier Communications Corp., 6.25%, 9/15/21 200,000 $204,611
Frontier Communications Corp., 7.625%, 4/15/24 250,000 $261,524
Frontier Communications Corp., 8.75%, 4/15/22 500,000 $567,986
Frontier Communications Corp., 9.0%, 8/15/31 200,000 $217,800
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,000,000 $1,047,167
Gannett Co, Inc., 6.375%, 10/15/23 1,620,000 $1,739,003
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, 7/30/20 642,494 $603,844
Gates Global Llc 1st Lien Tl-B L + 3.25% 12jun21 623,438 $607,963
Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 600,000 $499,000
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 2,500,000 $675,307
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A) 350,000 $354,341
Geely Automobile Holdings, Ltd., 5.25%, 10/6/19 (144A) 1,450,000 $1,438,974
GE Mortgage Services LLC, Floating Rate Note, 3/25/27 5,850,000 $261,201
Generac Power Systems, Inc., Term Loan B, 5/31/20 662,400 $642,528
General Cable Corp., 4.5%, 11/15/29 (Step) 1,342,000 $976,473
General Electric Capital Corp., Floating Rate Note (Perpetual) 1,500,000 $1,750,375
Generic Drug Holdings, Inc., Closing Date Term Loan, 8/16/20 443,087 $442,810
Genpact International, Inc., Term Loan, 8/30/19 320,006 $317,206
Gentiva Health Services, Inc., 11.5%, 9/1/18 60,000 $66,140
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 1,113,440 $1,114,832
Gestamp Funding Luxembourg SA, 5.625%, 5/31/20 (144A) 1,215,000 $1,233,035
Gibraltar Industries, Inc., 6.25%, 2/1/21 1,000,000 $1,041,042
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 2,005,000 $2,062,393
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 1,500,000 $1,228,235
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 200,000 $195,862
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 27,917 $27,777
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 1,671,000 $405,258
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 800,000 $177,804
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 2,500,000 $718,583
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 509,814 $117,049
GMAC Capital Trust I, Floating Rate Note, 2/15/40 27,750 $732,045
GMAT 2013-1 Trust, Floating Rate Note, 8/25/53 570,000 $540,615
Golar LNG Partners LP, Floating Rate Note, 10/12/17 2,000,000 $269,219
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 500,000 $500,619
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 400,000 $340,550
Government National Mortgage Association, Floating Rate Note, 3/16/53 350,000 $22,131
Government National Mortgage Association REMICS, Floating Rate Note, 11/16/54 3,400,000 $310,815
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 498,306 $491,704
Green Plains Inc 1st Lien Tl-B L + 5.5% 03jun20 902,606 $889,066
Griffon Corp., 5.25%, 3/1/22 1,875,000 $1,788,281
Grifols Worldwide Operations, Ltd., 5.25%, 4/1/22 (144A) 645,000 $668,107
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 99,250 $98,059
Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A) 525,000 $486,172
GS Mortgage Securities Corp Trust 2014-NEW, 3.79%, 1/10/31 (144A) 1,000,000 $966,672
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 700,000 $722,632
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 1,000,000 $1,007,474
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 705,000 $702,213
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 300,000 $414,531
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 500,000 $525,049
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 540,000 $563,715
Guggenheim Partners Investment Management Holdings LLC, Initial Term Loan, 7/22/20 445,500 $442,437
Gulfport Energy Corp., 7.75%, 11/1/20 1,190,000 $1,178,596
Halcon Resources Corp., 8.875%, 5/15/21 595,000 $454,485
Halcon Resources Corp., 9.75%, 7/15/20 1,180,000 $938,051
Halyard Health, Inc., 6.25%, 10/15/22 (144A) 1,080,000 $1,110,075
Halyard Health Inc 1st Lien Tl-B L + 3.25% 03oct21 500,000 $500,783
Harland Clarke Holdings Corp., Tranche B-4 Term Loan, 8/17/19 321,750 $321,197
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 105,000 $105,051
Hearthside Group Holdings Llc 1st Lien Tl L + 3.5% 24apr21 248,750 $248,128
Heckler & Koch GmbH, 9.5%, 5/15/18 (144A) 100,000 $94,388
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,716,375 $1,716,375
Hercules Offshore, Inc., 6.75%, 4/1/22 (144A) 965,000 $431,234
Hercules Offshore, Inc., 8.75%, 7/15/21 (144A) 905,000 $452,814
Hexion US Finance Corp., 8.875%, 2/1/18 1,700,000 $1,575,865
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 1,900,000 $1,876,563
HJ Heinz Co., Term B-2 Loan, 6/5/20 342,038 $340,632
HLSS Servicer Advance Receivables Trust, 4.4584%, 1/15/48 (144A) 400,000 $401,793
Hologic, Inc., 2.0%, 3/1/42 (Step) 1,350,000 $1,512,562
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 248,132 $247,279
Homeowner Assistance Program Reverse Mortgage Loan Trust 2013-RM1, 4.0%, 5/26/53 (144A) 250,000 $176,399
Hospitality Properties Trust, 5.0%, 8/15/22 381,000 $408,687
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 145,875 $145,510
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 250,000 $282,292
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 380,000 $292,629
Iap Worldwide Services Inc 4 $3,056
Iap Worldwide Services Inc 2nd Lien Tl L + 6.5% 18jul19 28,691 $25,535
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 192,570 $191,126
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 750,000 $766,917
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 250,000 $228,499
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 200,000 $202,733
Immucor, Inc., 11.125%, 8/15/19 100,000 $112,203
Immucor, Inc., Term B-2 Loan, 8/19/18 441,491 $437,628
IMS Health, Inc., 6.0%, 11/1/20 (144A) 170,000 $176,800
INEOS Group Holdings SA, 5.875%, 2/15/19 (144A) 600,000 $581,817
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 215,550 $209,420
Inkia Energy, Ltd., 8.375%, 4/4/21 (144A) 100,000 $108,024
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 1,000,000 $843,146
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 250,000 $265,469
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 289,851 $286,349
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 39,307 $39,121
InterGen NV, 7.0%, 6/30/23 (144A) 1,050,000 $997,704
Interline Brands, Inc., Term Loan (First Lien), 3/12/21 248,125 $239,751
International Automotive Components Group SA, 9.125%, 6/1/18 (144A) 400,000 $420,042
International Equipment Solutions LLC, Initial Loan, 8/16/19 652,239 $650,609
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 525,000 $619,386
Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A) 1,350,000 $1,344,563
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 132,998 $132,665
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 700,000 $848,625
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 900,000 $952,706
j2 Global, Inc., 8.0%, 8/1/20 705,000 $782,256
Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A) 1,000,000 $1,042,708
James River Coal Co., 7.875%, 4/1/19 250,000 $25,234
Jan15 Vix C @ 14 650 $273,000
Jan15 Vix C @ 15 1,350 $465,750
Jan15 Vix C @ 16 700 $206,500
Jazz Pharmaceuticals, Inc., Tranche 2 Term Loan, 6/12/18 337,202 $334,673
JB Poindexter & Co, Inc., 9.0%, 4/1/22 (144A) 500,000 $551,250
JBS Investments GmbH, 7.25%, 4/3/24 (144A) 2,600,000 $2,600,578
JinkoSolar Holding Co, Ltd., 4.0%, 2/1/19 (144A) 1,455,000 $1,259,181
JLL, 7.5%, 2/1/22 (144A) 705,000 $737,606
JLL, Initial Dollar Term Loan, 1/23/21 447,750 $435,857
JMC Steel Group, Inc., 8.25%, 3/15/18 (144A) 620,000 $604,061
JMC Steel Group, Inc., Term Loan, 4/1/17 392,009 $384,659
JobsOhio Beverage System, 3.985%, 1/1/29 500,000 $528,568
JobsOhio Beverage System, 4.532%, 1/1/35 75,000 $83,209
JPMorgan Chase & Co., 1.0%, 9/20/17 250,000 $30,010
JPMorgan Chase & Co., 4.35%, 8/15/21 200,000 $220,622
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 2,360,000 $2,556,175
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,000,000 $950,583
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 1,400,000 $1,441,242
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7 REMICS, Floating Rate Note, 4/15/45 1,400,000 $1,401,004
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12, Floating Rate Note, 2/15/51 1,725,000 $1,755,733
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 1,900,000 $1,901,942
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM MZ, Floating Rate Note, 10/15/19 (144A 1,850,000 $1,859,478
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU REMICS, Floating Rate Note, 12/15/28 1,100,000 $1,101,643
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 1,530,000 $1,512,959
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 7/25/35 2,900,000 $154,967
Jupiter Resources, Inc., 8.5%, 10/1/22 (144A) 1,655,000 $1,285,636
Kane Flt% 12jun15 1,100,000 $1,042,910
Kane Flt% 14jul15 713,104 $692,567
Kane Flt% 30jul16 805,000 $878,738
Kane Ilw Zero% 02feb16 1,050,000 $959,385
Kane-Pi4 Flt% 07jul16 1,503,871 $1,505,525
Kane-Pi4 Zero% 18jul16 1,505,000 $1,686,654
Kane Zero% 07jan16 1,050,525 $1,050,525
Kane Zero% 19feb16 1,200,000 $1,200,000
KB Home, 1.375%, 2/1/19 700,000 $697,885
KB Home, 7.0%, 12/15/21 900,000 $949,488
KB Home, 7.5%, 9/15/22 500,000 $541,042
KB Home, 8.0%, 3/15/20 200,000 $223,711
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 405,000 $410,525
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 875,000 $917,732
Key Energy Services, Inc., 6.75%, 3/1/21 355,000 $228,088
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 325,000 $335,869
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 600,000 $597,900
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 650,000 $670,565
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $357,385
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 400,000 $386,383
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 491,281 $477,771
Kindred Healthcare Inc Bridge L + 6% 09oct15 3,440,000 $3,440,000
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 391,192 $387,606
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 2,240,000 $2,602,306
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 181,157 $181,043
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 246,573 $245,341
La Hipotecaria Panamanian Mortgage Trust 2007-1, Floating Rate Note, 12/23/36 (144A) 1,800,000 $852,445
Lamar Media Corp., 5.375%, 1/15/24 600,000 $632,871
Landry's, Inc., B Term Loan, 4/24/18 440,397 $438,333
Lantheus Medical Imaging, Inc., 9.75%, 5/15/17 600,000 $583,475
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 542,136 $519,095
LBC Tank Terminals Holding Netherlands BV, 6.875%, 5/15/23 (144A) 220,000 $223,033
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/40 1,000,000 $1,010,155
LB-UBS Commercial Mortgage Trust 2006-C1, Floating Rate Note, 2/15/41 1,963,990 $1,990,691
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 358,317 $363,775
Legacy Reserves LP, 6.625%, 12/1/21 (144A) 1,300,000 $1,066,677
Legg Mason, Inc., 3.95%, 7/15/24 1,250,000 $1,292,841
Legg Mason, Inc., 5.625%, 1/15/44 500,000 $584,897
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) 3,184,259 $693,339
Lennar Corp., 4.5%, 6/15/19 1,175,000 $1,177,350
Lennar Corp., 4.75%, 11/15/22 450,000 $443,731
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 100,000 $86,000
LifePoint Hospitals, Inc., 5.5%, 12/1/21 700,000 $718,958
Linn Energy LLC, 6.25%, 11/1/19 900,000 $769,875
Linn Energy LLC, 6.5%, 5/15/19 800,000 $690,644
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 422,650 $417,895
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 714,125 $692,701
LKQ Corp., 4.75%, 5/15/23 250,000 $241,517
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 2,500 $283,675
Lorillard Tobacco Co., 3.75%, 5/20/23 175,000 $174,081
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 1,435,731 $1,410,161
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 500,000 $584,931
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 450,000 $441,272
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 1,605,000 $1,494,796
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 200,000 $199,419
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 100,000 $102,504
Masco Corp., 7.125%, 3/15/20 135,000 $158,757
MasTec, Inc., 4.875%, 3/15/23 1,050,000 $1,002,072
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 1,100,000 $118,672
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 500,000 $100,669
Mastr Specialized Loan Trust, Floating Rate Note, 10/25/34 775,000 $800,029
MCGRAW-HILL SCHOOL EDUCATION HOLDINGS LLC, Term B Loan, 12/18/19 1,881,000 $1,880,216
McKesson Corp., 4.883%, 3/15/44 3,825,000 $4,268,500
MDC Holdings, Inc., 5.5%, 1/15/24 1,150,000 $1,141,790
MedAssets, Inc., 8.0%, 11/15/18 175,000 $183,789
MedAssets, Inc., Term B Loan, 12/13/19 330,801 $329,246
Memorial Production Partners LP, 6.875%, 8/1/22 (144A) 1,090,000 $862,538
Memorial Production Partners LP, 7.625%, 5/1/21 770,000 $625,785
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 500,000 $500,983
Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36 1,200,000 $185,774
Merrill Lynch Mortgage Trust 2005-CKI1, Floating Rate Note, 11/12/37 2,150,000 $2,167,049
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 400,000 $308,153
Metinvest BV, 8.75%, 2/14/18 (144A) 700,000 $408,309
MetLife, Inc., 6.4%, 12/15/66 300,000 $335,353
MGM Resorts International, Term B Loan, 12/20/19 264,600 $258,812
MHP SA, 8.25%, 4/2/20 (144A) 500,000 $350,198
Michaels Stores, Inc., Term B Loan, 1/28/20 246,250 $242,095
Michaels Stores Inc 1st Lien Tl-B2 L + 3% 28jan20 498,750 $492,516
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 775,000 $747,229
Microsemi Corp., Term Loan (2014), 3/14/21 175,289 $172,353
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 25,000 $20,072
Midstates Petroleum Co, Inc., 10.75%, 10/1/20 650,000 $361,969
Midstates Petroleum Co, Inc., 9.25%, 6/1/21 800,000 $406,167
Midwest Vanadium Pty, Ltd., 11.5%, 2/15/18 (144A) 100,000 $31,878
Milacron LLC, Term Loan, 3/28/20 978,926 $954,453
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 400,000 $405,003
Mirabela Nickel, Ltd. 922,916 $21,879
Mirabela Nickel, Ltd., 9.5%, 6/24/19 (144A) (PIK) 117,320 $99,769
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 916,433 $907,269
ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46 1,400,000 $1,432,476
ML-CFC Commercial Mortgage Trust 2006-4, 5.239%, 12/12/49 2,000,000 $2,026,198
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 500,000 $457,856
MMM Holdings, Inc., MMM Term Loan, 12/12/17 26,383 $25,591
Monitronics International, Inc., 9.125%, 4/1/20 785,000 $759,242
Monitronics International, Inc., Term B Loan (2013), 3/23/18 555,684 $550,127
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 500,000 $520,069
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 1,750,000 $644,708
Monty Parent Issuer 1 LLC, 4.25%, 11/20/28 (144A) 1,750,000 $1,113,963
Morgan Stanley, 4.1%, 5/22/23 750,000 $762,660
Morgan Stanley, 4.875%, 11/1/22 250,000 $267,551
Morgan Stanley, Floating Rate Note (Perpetual) 18,000 $495,540
Morgan Stanley, Floating Rate Note (Perpetual) 96,200 $2,434,822
Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A) 105,000 $12,233
Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49 1,500,000 $1,546,590
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 3,432,000 $565,147
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 2,208,000 $346,452
Motel 6 Trust, 4.2743%, 10/7/25 (144A) 1,327,000 $1,304,860
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 1,755,588 $1,749,443
MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A) 100,000 $111,231
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 19,180 $18,989
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 248,750 $241,443
Murphy Oil USA, Inc., 6.0%, 8/15/23 1,000,000 $1,067,667
Murray Energy Corp., 8.625%, 6/15/21 (144A) 650,000 $623,242
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $261,467
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $258,375
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 500,000 $542,872
NANA Development Corp., 9.5%, 3/15/19 (144A) 1,025,000 $951,172
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 720,590 $716,987
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 $1,391,254
Nationstar Mortgage LLC, 6.5%, 6/1/22 1,220,000 $1,119,858
Nationstar Mortgage LLC, 6.5%, 7/1/21 1,225,000 $1,154,563
Navios Maritime Partners LP, Term Loan, 6/27/18 395,000 $389,075
Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A) 600,000 $601,250
Navistar, Inc., Tranche B Term Loan, 8/17/17 120,000 $119,700
Navistar International Corp., 8.25%, 11/1/21 1,075,000 $1,075,000
Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19 750,000 $753,898
NBTY, Inc., Term B-2 Loan, 10/1/17 750,000 $730,313
NCF Dealer Floorplan Master Trust, Floating Rate Note, 10/20/20 (144A) 600,000 $584,976
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 492,483 $484,890
NCR Corp., 5.0%, 7/15/22 685,000 $683,668
NCR Corp., 6.375%, 12/15/23 1,660,000 $1,731,103
Neenah Paper, Inc., 5.25%, 5/15/21 (144A) 365,000 $374,749
Neiman Marcus Group, Ltd. LLC, Other Term Loan, 10/25/20 361,357 $354,481
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 444,646 $438,717
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 100,000 $106,156
NeuStar, Inc., 4.5%, 1/15/23 675,000 $602,944
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 399,000 $393,888
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 150,000 $178,688
New Residential Advance Receivables Trust Advance Receivables Backed 2014-VF1, 3.6491%, 3/15/45 1,000,000 $1,001,182
New World Resources NV, 4.0%, 10/7/20 (PIK) 67,741 $33,353
New World Resources NV, Floating Rate Note, 10/7/20 29,032 $5,622
New World Resources NV, Floating Rate Note, 10/7/20 38,709 $18,271
NEXEO SOLUTIONS LLC, Term B-3 Loan, 9/9/17 742,500 $719,297
Nn Inc 1st Lien Tl-B L + 5% 18jul21 1,380,000 $1,379,138
Norcraft Companies LP, Initial Loan, 11/12/20 198,000 $197,258
Nordea Bank AB, 4.25%, 9/21/22 (144A) 250,000 $262,533
Nordion 1st Lien Tl-B L + 3.5% 30jul21 249,375 $248,232
Northern Oil and Gas, Inc., 8.0%, 6/1/20 419,000 $320,074
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 300,000 $301,642
NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A) 1,500,000 $1,515,646
NPC International, Inc., Term Loan, 12/28/18 561,912 $547,864
NRG Energy, Inc., 6.25%, 5/1/24 (144A) 1,075,000 $1,105,010
NRG Energy, Inc., 6.25%, 7/15/22 675,000 $709,641
NRG Energy, Inc., 7.625%, 1/15/18 900,000 $1,019,394
NRG Energy, Inc., 8.25%, 9/1/20 200,000 $219,000
NSG Holdings LLC, New Term Loan, 12/11/19 217,360 $215,186
Numericable-SFR, 6.0%, 5/15/22 (144A) 850,000 $873,942
NuVasive, Inc., 2.75%, 7/1/17 622,000 $799,270
OAS Finance, Ltd., 8.0%, 7/2/21 (144A) 860,000 $309,409
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 800,000 $285,200
Oasis Petroleum, Inc., 6.875%, 3/15/22 500,000 $465,122
Ocean Rig UDW, Inc., 7.25%, 4/1/19 (144A) 1,960,000 $1,407,525
Ocwen Financial Corp., 6.625%, 5/15/19 (144A) 1,450,000 $1,339,025
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 762,669 $718,180
Offshore Group Investment, Ltd., 7.5%, 11/1/19 390,000 $295,425
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 241,181 $181,388
Old HB, Inc., Term B Loan, 4/9/20 674,900 $688,398
On Assignment, Inc., Initial Term B Loan, 5/15/20 367,182 $363,051
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,046,720
ONEOK, Inc., 6.875%, 9/30/28 1,450,000 $1,672,379
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 200,000 $194,783
Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A) 600,000 $293,129
ORES 2014-LV3 LLC, 6.0%, 3/27/24 1,000,000 $999,266
Outerwall, Inc., 5.875%, 6/15/21 (144A) 1,485,000 $1,388,640
Outerwall, Inc., 6.0%, 3/15/19 435,000 $436,160
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 425,000 $438,759
Oxford Finance LLC, 7.25%, 1/15/18 (144A) 700,000 $744,401
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 172,375 $171,944
Pacific Drilling SA, Term Loan, 6/3/18 374,313 $308,808
Packaging Dynamics Corp., 8.75%, 2/1/16 (144A) 272,000 $281,917
Pangaea Zero% 01jul18 2,000,000 $2,128,600
Paragon Offshore Finance Co Tl-B L + 2.75% 11jul21 289,275 $240,098
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 882,516 $863,028
PARTY CITY HOLDINGS INC, 2014 Replacement Term Loan, 7/27/19 929,973 $911,373
PDL BioPharma, Inc., 4.0%, 2/1/18 593,000 $576,940
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 205,615 $204,587
Penn Virginia Corp., 6.0% (Perpetual) (144A) 14,300 $942,013
Penn Virginia Corp., 7.25%, 4/15/19 600,000 $477,183
Penn Virginia Corp., 8.5%, 5/1/20 430,000 $350,092
Penn Virginia Resource Partners LP, 6.5%, 5/15/21 425,000 $432,780
Physio-Control International, Inc., 9.875%, 1/15/19 (144A) 142,000 $156,986
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 1,091,565 $1,094,976
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 172,960 $168,117
Pioneer Energy Services Corp., 6.125%, 3/15/22 500,000 $389,017
Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A) 481,000 $512,372
Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20 232,502 $228,724
Post Holdings, Inc., 2.5% (Perpetual) (144A) 11,800 $994,888
Post Holdings, Inc., 7.375%, 2/15/22 550,000 $565,324
PPL Capital Funding, Inc., 5.9%, 4/30/73 25,000 $622,500
PQ Corp., 2014 Term Loan, 8/7/17 686,000 $673,652
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 269,347 $269,235
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 965,278 $965,881
Prince Mineral Holding Corp., 12.0%, 12/15/19 (144A) 265,000 $271,772
Production Resource Group, Inc., 8.875%, 5/1/19 100,000 $74,979
Progreso Receivables Funding II LLC, 6.0%, 7/8/19 (144A) 500,000 $510,042
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,250,000 $1,261,007
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 443,216 $445,801
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 330,315 $331,038
Protection One, Inc., Term Loan (2012), 3/21/19 496,186 $493,085
Provident Funding Associates LP, 6.75%, 6/15/21 (144A) 1,425,000 $1,386,525
Prudential Financial, Inc., Floating Rate Note, 9/15/42 2,500,000 $2,680,747
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 200,000 $200,821
Quebecor Media, Inc., 5.75%, 1/15/23 825,000 $845,671
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 235,498 $227,771
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 750,000 $758,012
Queen Street VIII Re, Ltd., Floating Rate Note, 6/8/16 (Cat Bond) (144A) 250,000 $253,851
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 1,000,000 $1,012,961
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 562,647 $556,317
Qwest Corp., 7.375%, 6/1/51 4,400 $117,920
Radio Systems Corp., 8.375%, 11/1/19 (144A) 600,000 $651,875
Rain CII Carbon LLC, 8.25%, 1/15/21 (144A) 1,050,000 $1,113,569
RAMP Series 2004-RZ1 Trust, 4.82%, 3/25/34 (Step) 3,164,644 $1,077,213
Range Resources Corp., 5.0%, 3/15/23 400,000 $405,889
RASC Series 2003-KS5 Trust, 4.46%, 7/25/33 (Step) 400,000 $258,619
RCMC LLC, 5.62346%, 12/17/18 (144A) 250,000 $125,311
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 345,763 $344,898
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 1,940,000 $1,919,739
ReneSola, Ltd., 4.125%, 3/15/18 (144A) 150,000 $87,322
Renfro Corp., Tranche B Term Loan, 1/30/19 383,895 $366,620
Rent-A-Center, Inc., 6.625%, 11/15/20 1,430,000 $1,384,905
Republic of Ghana, 7.875%, 8/7/23 (144A) 1,100,000 $1,052,150
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $617,420
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,250,000 $1,291,125
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 800,000 $827,440
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 500,000 $546,683
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 250,000 $260,861
RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A) 6,760,000 $1,185,351
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,610,000 $1,541,586
Reynolds Group Issuer, Inc., 8.25%, 2/15/21 425,000 $448,871
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 330,000 $362,111
Rialto Capital Management LLC, 2.85%, 5/15/24 (144A) 1,000,000 $287,123
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 2,380,000 $2,408,188
Rosetta Resources, Inc., 5.625%, 5/1/21 515,000 $476,105
Rosetta Resources, Inc., 5.875%, 6/1/22 665,000 $601,756
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 203,254 $199,866
RSP Permian, Inc., 6.625%, 10/1/22 (144A) 1,075,000 $1,018,544
RTI International Metals, Inc., 1.625%, 10/15/19 385,000 $375,493
Rural, Term Loan, 6/30/18 86,260 $80,869
Russian Agricultural Bank OJSC Via RSHB Capital SA, 8.5%, 10/16/23 (144A) 1,150,000 $790,865
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 1,645,000 $1,654,767
Sabre GLBL, Inc., Term B Loan, 2/19/19 1,690,366 $1,668,180
SAFENET, INC., Term Loan (First Lien), 2/28/20 932,315 $927,653
Safway Group Holding LLC, 7.0%, 5/15/18 (144A) 1,365,000 $1,308,959
Salix Pharmaceuticals, Ltd., 6.0%, 1/15/21 (144A) 755,000 $790,988
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 166,250 $164,743
Samson Investment Co., 9.75%, 2/15/20 390,000 $175,971
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 863,014 $682,500
Sanchez Energy Corp., 7.75%, 6/15/21 380,000 $354,709
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,000,000 $1,002,644
SandRidge Energy, Inc., 7.0% (Perpetual) 7,500 $415,313
SandRidge Energy, Inc., 7.5%, 2/15/23 700,000 $460,833
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 900,000 $935,088
SBP HOLDINGS, Ltd., Term Loan (First Lien), 3/24/21 447,750 $420,885
Scds: (Do) Usd 20dec19 Buy Bnr1c7tr9 2,000,000 $-190,607
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 475,000 $475,792
Scientific Games International, Inc., 10.0%, 12/1/22 (144A) 800,000 $741,889
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 1,625,000 $1,604,688
Seadrill Operating LP, Initial Term Loan, 2/14/21 841,500 $657,212
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 1,100,000 $1,164,096
Seagate HDD Cayman, 4.75%, 6/1/23 885,000 $922,707
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) 1,433 $59,928
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 500,000 $502,600
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 272 $6,869
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 700,000 $818,370
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 250,000 $247,157
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 494,246 $488,892
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 21,259 $20,728
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 295,500 $285,404
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 243,694 $238,820
Serena Software Inc 1st Lien Term L + 6.5% 10apr20 290,000 $289,275
SFX Entertainment, Inc., 9.625%, 2/1/19 (144A) 1,385,000 $1,333,207
Shearers Foods Llc 1st Lien Tl L + 3.5% 19jun21 947,625 $939,926
Ship Midco, Ltd., Facility B2A-II, 11/29/19 98,939 $99,125
Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A) 750,000 $206,929
Signode Industrial Group Us Inc 1st Lien Tl-B L + 3% 21mar21 890,833 $857,427
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 1,200,000 $1,152,482
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 400,000 $495,720
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 800,000 $800,000
Si Organization Inc 1st Lien Dd L + 0% 19nov19 14,052 $14,017
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 211,402 $210,874
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 1,335,000 $1,440,116
Sirius XM Radio, Inc., 4.625%, 5/15/23 (144A) 1,330,000 $1,251,410
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 246,859 $246,654
SM Energy Co., 5.0%, 1/15/24 455,000 $404,065
SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A) 450,000 $468,192
SolarCity Corp., 1.625%, 11/1/19 (144A) 1,345,000 $1,221,069
Sotheby's, 5.25%, 10/1/22 (144A) 1,135,000 $1,087,472
Southern California Edison Co., Floating Rate Note (Perpetual) 75,000 $85,109
Southern States Cooperative, Inc., 10.0%, 8/15/21 (144A) 800,000 $714,222
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 446,680 $500,499
Springleaf Funding Trust 2013-A, 5.0%, 9/15/21 (144A) 500,000 $502,728
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 250,000 $259,322
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 200,000 $207,176
Springs Industries, Inc., 6.25%, 6/1/21 400,000 $400,083
Sprint Corp., 7.125%, 6/15/24 1,725,000 $1,609,713
SRAM LLC, Term Loan (First Lien), 4/10/20 653,188 $633,320
Stackpole International Intermediate, 7.75%, 10/15/21 (144A) 1,450,000 $1,473,724
Standard Pacific Corp., 6.25%, 12/15/21 1,000,000 $1,027,778
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 600,000 $648,033
Star West Generation LLC, Term B Advance, 3/13/20 240,417 $238,013
Steel Dynamics, Inc., 5.125%, 10/1/21 (144A) 1,430,000 $1,479,613
Steward Health Care System LLC, Term Loan, 4/10/20 492,500 $488,338
Stone Energy Corp., 7.5%, 11/15/22 150,000 $130,438
StoneMor Partners LP, 7.875%, 6/1/21 375,000 $384,961
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 200,000 $198,837
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34 406,549 $63,341
Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33 3,319,800 $111,503
SUAM Finance BV, 4.875%, 4/17/24 (144A) 500,000 $505,010
Summit Midstream Holdings LLC, 7.5%, 7/1/21 1,030,000 $1,120,125
Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23 2,500,000 $2,437,213
SunPower Corp., 0.875%, 6/1/21 (144A) 2,000,000 $1,801,458
Surgical Care Affiliates LLC, Class C Incremental Term Loan, 6/29/18 541,750 $537,687
Swift Energy Co., 7.875%, 3/1/22 1,635,000 $889,031
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 168,707 $166,936
Syncreon Group BV, Term Loan, 9/26/20 696,482 $679,070
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 239,957 $233,158
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 484,761 $471,026
TAL Advantage V LLC, 3.97%, 5/20/39 (144A) 1,000,000 $924,905
TAL Advantage V LLC, 4.1%, 2/22/39 600,000 $543,902
Talos Production LLC, 9.75%, 2/15/18 (144A) 420,000 $397,670
Tank Holding Corp., Initial Term Loan, 7/9/19 660,961 $650,220
Targa Resources Partners LP, 4.25%, 11/15/23 555,000 $508,064
Targus Group International, Inc., Term Loan, 5/24/16 90,314 $73,606
Tarjeta Naranja SA, 9.0%, 1/28/17 (144A) 100,000 $103,485
Tata Chemicals North America, Inc., Term Loan, 8/7/20 246,250 $242,248
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 200,000 $262,912
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 604,581 $595,513
Templar Energy Llc Tl-B L + 7.5% 25nov20 2,045,000 $1,477,513
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 102,147 $100,871
Tenet Healthcare Corp., 4.375%, 10/1/21 1,480,000 $1,501,275
Tenet Healthcare Corp., 4.5%, 4/1/21 265,000 $268,644
Terex Corp., U.S. Term Loan, 8/13/21 111,057 $109,946
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,154,063
The Geo Group, Inc., 5.875%, 10/15/24 2,935,000 $3,017,669
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 300,000 $365,836
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 225,000 $286,706
The Hanover Insurance Group, Inc., 6.35%, 3/30/53 40,000 $1,000,000
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,200,000 $1,206,083
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,150,000 $1,294,469
Theravance, Inc., 2.125%, 1/15/23 500,000 $391,774
The Ryland Group, Inc., 0.25%, 6/1/19 1,000,000 $925,833
The Ryland Group, Inc., 5.375%, 10/1/22 95,000 $93,427
The Williams Companies, Inc., 7.75%, 6/15/31 100,000 $107,437
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 100,000 $87,985
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 126,775 $125,190
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 30,000 $31,499
T-Mobile USA, Inc., 6.0%, 3/1/23 400,000 $408,733
T-Mobile USA, Inc., 6.542%, 4/28/20 490,000 $519,549
TMX Finance LLC, 8.5%, 9/15/18 (144A) 1,035,000 $895,304
Tonon Bioenergia SA, 9.25%, 1/24/20 (144A) 750,000 $446,505
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 925,965 $911,496
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 340,000 $486,585
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $253,843
TransDigm, Inc., Tranche C Term Loan, 2/28/20 295,477 $290,922
Transfield Services, Ltd., 8.375%, 5/15/20 (144A) 805,000 $865,940
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 325,000 $312,722
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 300,000 $291,660
Tribune Media Co., Initial Term Loan, 11/20/20 500,000 $493,438
Trust F, 5.25%, 12/15/24 (144A) 400,000 $412,973
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 992,424 $966,373
TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20 544,500 $540,416
Turkiye Sise ve Cam Fabrikalari AS, 4.25%, 5/9/20 (144A) 400,000 $392,833
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 16,600,000 $15,989,771
UBS AG, 7.625%, 8/17/22 1,050,000 $1,266,025
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 200,000 $121,083
Ultra Petroleum Corp., 5.75%, 12/15/18 (144A) 680,000 $629,038
Unifrax I LLC, 7.5%, 2/15/19 (144A) 630,000 $638,400
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 317,900 $315,384
Unison Ground Lease Funding LLC, 5.78%, 3/16/43 (144A) 300,000 $298,557
United Airlines, Inc., Class B Term Loan, 4/1/19 246,250 $243,233
United Auto Credit Securitization Trust 2013-1, 4.4%, 4/15/19 (144A) 150,000 $152,184
United Continental Holdings, Inc., 6.0%, 7/15/26 1,475,000 $1,460,496
Univar, Inc., Term B Loan, 6/30/17 265,824 $257,897
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 515,669 $505,356
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 200,000 $56,944
Ursa Re, Ltd., Floating Rate Note, 12/7/17 (Cat Bond) (144A) 250,000 $249,750
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 612,563 $602,149
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 525,937 $522,979
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 400,000 $398,079
US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21 200,000 $202,652
US Bancorp, Floating Rate Note (Perpetual) 10,966 $322,949
US Bancorp, Floating Rate Note (Perpetual) 15,910 $431,479
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 196,019 $192,711
US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19 741,990 $731,788
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 298,478 $296,053
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 728,520 $723,208
Vantiv LLC, Term B Loan, 6/12/21 383,075 $380,499
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 1,450,000 $1,420,517
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 505,000 $502,728
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 4.0%, 4/27/54 (Step) (144A) 750,000 $738,443
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 368,872 $366,475
VeriSign, Inc., 4.625%, 5/1/23 335,000 $330,882
Verizon Communications, Inc., 4.15%, 3/15/24 2,500,000 $2,618,634
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 576,000 $606,325
Verizon Communications, Inc., 6.55%, 9/15/43 576,000 $749,051
Vers 2015-A Zero% 31dec17 2,000,000 $2,000,000
Vertafore, Inc., Term Loan (2013), 10/3/19 94,831 $94,080
Viasystems, Inc., 7.875%, 5/1/19 (144A) 1,450,000 $1,548,781
Viking Cruises, Ltd., 8.5%, 10/15/22 (144A) 1,240,000 $1,364,551
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 200,000 $167,003
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 790,000 $778,150
Virgin Media Secured Finance Plc, 5.375%, 4/15/21 (144A) 500,000 $521,924
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 250,000 $254,826
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 250,000 $250,472
VOLT XXIII LLC, 4.75%, 11/25/53 (Step) 2,000,000 $1,995,885
VOLT XXII LLC, 4.75%, 10/27/53 (Step) 2,500,000 $2,487,258
VOLT XXIV LLC, 4.75%, 11/25/53 (Step) 1,000,000 $996,313
Voya Financial, Inc., Floating Rate Note, 5/15/53 615,000 $613,290
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 300,000 $226,286
Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44 1,600,000 $1,634,591
Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45 304,000 $311,576
Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48 1,500,000 $1,540,537
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46 1,813,000 $1,883,693
Wastequip LLC, Term Loan, 8/9/19 492,500 $490,653
Wausau Paper 1st Lien Tl-B L + 5.5% 20jul20 1,094,500 $1,089,028
WCA Waste Corp., Term Loan, 3/23/18 692,457 $685,532
WCP ISSUER LLC, 6.657%, 8/15/43 (144A) 400,000 $419,084
WellCare Health Plans, Inc., 5.75%, 11/15/20 1,815,000 $1,887,323
Wells Fargo & Co., 7.5% (Perpetual) 1,050 $1,273,120
Wells Fargo & Co., Floating Rate Note, 12/29/49 750,000 $757,592
Wells Fargo & Co., Floating Rate Note (Perpetual) 400,000 $450,899
Wells Fargo Commercial Mortgage Trust, 4.0%, 11/18/43 (144A) 100,000 $88,271
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 (144A) 1,500,000 $1,500,958
Wendy's International LLC, Term B Loan, 5/15/19 746,942 $742,274
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 165,030 $164,514
West Corp., Term B-10 Loan, 6/30/18 366,334 $359,923
Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A) 1,000,000 $324,513
Westgate Resorts 2014-1 LLC, 5.5%, 12/20/26 (144A) 800,000 $725,172
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,297,214
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 50,000 $54,597
WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/17/48 (144A) 200,000 $192,842
Wheelabrator 1st Lien Tl-B L + 4% 15oct21 1,915,709 $1,934,866
Wheelabrator 1st Lien Tl-C L + 4% 15oct21 84,291 $85,134
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 165,000 $176,015
Windstream Corp., 7.5%, 6/1/22 1,305,000 $1,309,894
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 196,993 $195,084
WireCo WorldGroup, Inc., Term Loan, 2/15/17 48,412 $48,503
WMG Acquisition Corp., 6.0%, 1/15/21 (144A) 171,000 $175,731
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 676,438 $652,762
World Kitchen LLC, U.S. Term Loan, 3/4/19 186,556 $185,623
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 172,782 $172,134
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 480,163 $478,362
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 205,000 $195,500
Xerium Technologies, Inc., 8.875%, 6/15/18 798,000 $841,546
Zebra Technologies Corp., 7.25%, 10/15/22 (144A) 1,105,000 $1,177,163
ZIGGO BV, (USD) TLB3, 1/15/22 587,872 $573,176
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 554,681 $540,814
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 357,447 $348,511

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