Pioneer Dynamic Credit Fund

Top 10 Portfolio Holdings as of 7/31/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 4.7%, 11/15/25 (144A) 350,000 $348,001
A10 Securitization 2013-1 LLC, 6.41%, 11/15/25 (144A) 139,000 $138,336
AAF Holdings LLC, 12.0%, 7/1/19 (144A) (PIK) 1,095,000 $1,130,588
Abengoa Finance SAU, 8.875%, 11/1/17 (144A) 900,000 $1,024,594
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 922,688 $921,880
Accredited Mortgage Loan Trust 2003-3, 5.21%, 1/25/34 (Step) 8,190,000 $1,185,072
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 719,437 $717,807
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 1,700,000 $1,871,086
Advanced Micro Devices, Inc., 6.75%, 3/1/19 (144A) 1,095,000 $1,154,198
Advanced Micro Devices, Inc., 7.0%, 7/1/24 (144A) 865,000 $850,944
Advanced Micro Devices, Inc., 7.5%, 8/15/22 445,000 $475,965
Advantage Sales & Marketing Inc 1st Lien Dd L + 3.25% 21jul21 15,491 $15,438
Advantage Sales & Marketing Inc 1st Lien Tl-B L + 3.25% 11jul21 464,730 $463,153
Aegis Toxicology Corp 1st Lien Tl-B L + 4.5% 20feb21 225,000 $226,688
AEP Industries, Inc., 8.25%, 4/15/19 485,000 $521,031
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 126,184 $126,684
Aeropuertos Argentina 2000 SA, 10.75%, 12/1/20 (144A) 208,000 $191,029
AES Corp. Virginia, 4.875%, 5/15/23 995,000 $948,028
AES Corp. Virginia, 5.5%, 3/15/24 1,500,000 $1,503,000
Affiliated Managers Group, Inc., 4.25%, 2/15/24 915,000 $958,194
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 968,936 $962,375
Agrokor dd, 8.875%, 2/1/20 (144A) 75,000 $86,297
AgStar Financial Services ACA, Floating Rate Note (Perpetual) (144A) 1,500 $1,530,375
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 500,000 $500,868
Air Canada 2013-1 Class C Pass Through Trust, 6.625%, 5/15/18 (144A) 500,000 $530,268
Aircastle, Ltd., 6.25%, 12/1/19 200,000 $216,583
Air Medical Group Holdings, Inc., B-1 Term Loan, 6/30/18 248,960 $249,893
Akamai Technologies, Inc., 0.0%, 2/15/19 (144A) 760,000 $769,980
Akorn, Inc., Loan, 11/13/20 693,587 $696,188
Alamo Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 250,000 $252,550
Alam Synergy Pte, Ltd., 9.0%, 1/29/19 (144A) 340,000 $380,970
Albany Molecular Research, Inc., 2.25%, 11/15/18 (144A) 1,080,000 $1,493,505
Albea Beauty Holdings SA, 8.375%, 11/1/19 (144A) 255,000 $280,102
Albertsons LLC, Term B-2 Loan, 3/21/19 894,254 $899,920
Alkermes, Inc., 2019 Term Loan, 9/25/19 691,462 $690,742
Allegion US Holding Co, Inc., 5.75%, 10/1/21 930,000 $994,325
Alliance One International, Inc., 9.875%, 7/15/21 1,300,000 $1,282,143
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 491,803 $492,926
Allied Security Holdings LLC, Delayed Draw Term Loan (First Lien), 2/12/21 480,000 $478,500
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 558,881 $559,755
Ally Financial, Inc., 7.0% (Perpetual) (144A) 1,600 $1,600,000
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 168,360 $210,349
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 75,000 $141,087
Altice Financing SA, 6.5%, 1/15/22 (144A) 1,300,000 $1,339,506
Altisource Solutions Sarl, Term B Loan, 12/9/20 1,139,647 $1,139,647
Altrl Flt% 30jun16 4,000,000 $4,165,200
American Airlines, Inc., Class B Term Loan, 6/27/19 346,500 $347,335
American Energy Partners Inc L + 7.75% 17jun15 3,170,000 $3,170,000
American Energy-Permian Basin LLC, 7.375%, 11/1/21 (144A) 860,000 $832,226
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 990,000 $1,173,123
American Home Mortgage Investment Trust 2005-1 REMICS, Floating Rate Note, 6/25/45 750,000 $77,667
AMG Capital Trust II, 5.15%, 10/15/37 28,000 $1,771,000
Amkor Technology, Inc., 6.375%, 10/1/22 285,000 $302,456
Amsted Industries, Inc., 5.0%, 3/15/22 (144A) 1,705,000 $1,723,944
Amsurg Corp., 5.625%, 7/15/22 (144A) 1,545,000 $1,556,346
Apex Tool Group LLC, Term Loan, 1/31/20 642,246 $634,486
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 222,062 $221,923
Approach Resources, Inc., 7.0%, 6/15/21 2,020,000 $2,113,818
Appvion, Inc., Term Commitment, 6/28/19 990,000 $1,000,519
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,500,000 $1,679,531
Arc Automotive Group, Inc., Term Loan, 11/15/18 527,141 $529,117
Arcelik AS, 5.0%, 4/3/23 (144A) 400,000 $394,056
Ardagh Finance Holdings SA, 8.625%, 6/15/19 (144A) (PIK) 350,000 $356,734
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 600,000 $883,477
Arlington Flt% 01aug15 600,000 $609,000
Armacell International GmbH, Term Loan B (First Lien), 7/2/20 497,500 $498,744
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 1,269,338 $1,269,867
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 25,000 $622,000
AT&T, Inc., 3.9%, 3/11/24 3,500,000 $3,670,723
Athlon Holdings LP, 7.375%, 4/15/21 (144A) 470,000 $510,756
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 900,000 $899,250
Atlantic Power LP, Term Loan, 2/20/21 1,124,961 $1,137,617
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 250,000 $257,938
Atrium Innovations, Inc., Initial Tranche B-1 Term Loan (First Lien), 1/29/21 598,500 $593,263
Atwood Oceanics, Inc., 6.5%, 2/1/20 900,000 $974,250
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 114,713 $114,892
Aug14 Vix C @ 12 900 $292,500
Aug14 Vix C @ 12.5 900 $258,750
Aug14 Vix C @ 13 900 $227,250
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 400,000 $370,875
Auxilium Pharmaceuticals, Inc., 1.5%, 7/15/18 1,668,000 $1,777,532
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 300,000 $299,765
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 200,000 $229,544
Avis Budget Car Rental LLC, 5.5%, 4/1/23 220,000 $224,033
Avis Budget Finance Plc, 6.0%, 3/1/21 (144A) 150,000 $218,566
AXA SA, 8.6%, 12/15/30 250,000 $338,997
Axiall Corp., 4.875%, 5/15/23 500,000 $492,646
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 1,100,000 $1,114,670
AXIS Equipment Finance Receivables II LLC, 6.41%, 10/22/18 250,000 $253,541
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 648,046 $653,817
B&G Foods, Inc., 4.625%, 6/1/21 400,000 $393,083
Banco de Bogota SA, 5.375%, 2/19/23 (144A) 500,000 $525,844
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,750,000 $1,829,361
Banc of America Commercial Mortgage Trust 2007-5, Floating Rate Note, 2/10/51 1,250,000 $1,257,802
Banc of America Merrill Lynch Commercial Mortgage, Inc. REMICS, Floating Rate Note, 9/10/47 (144A) 160,000 $145,483
Banc of America Mortgage Trust 2004-2, 5.5%, 3/25/34 212,565 $77,702
Bank of America Corp., 6.11%, 1/29/37 625,000 $723,628
Bank of America Corp., 7.25% (Perpetual) 1,340 $1,547,700
Bank of America Corp., 7.75%, 5/14/38 200,000 $275,911
Bank of Tokyo-Mitsubishi UFJ, Ltd. New York NY, 0.1%, 8/5/14 1,925,000 $1,924,997
Bankrate, Inc., 6.125%, 8/15/18 (144A) 1,150,000 $1,245,730
Barry Callebaut Services NV, 5.5%, 6/15/23 (144A) 300,000 $319,393
Basic Energy Services, Inc., 7.75%, 10/15/22 280,000 $309,489
Bayview Commercial Asset Trust, Floating Rate Note, 4/25/34 (144A) 4,900,000 $491,313
Bayview Commercial Asset Trust, Floating Rate Note, 8/25/35 (144A) 1,400,000 $321,495
Bayview Financial Mortgage Pass-Through Trust 2007-B, 6.407%, 8/28/47 (Step) 1,288,834 $95,280
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 500,000 $500,000
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 250,000 $269,132
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 400,000 $460,183
BC Mountain LLC, 7.0%, 2/1/21 (144A) 400,000 $398,000
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 19,000,000 $123,688
Bear Stearns Commercial Mortgage Securities Trust 2004-TOP16, Floating Rate Note, 2/13/46 (144A) 500,000 $485,624
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 100,000 $101,295
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.273%, 12/11/38 2,642,507 $2,701,478
Bear Stearns Commercial Mortgage Securities Trust 2007-PWR16, Floating Rate Note, 6/11/40 2,000,000 $2,067,412
Belden, Inc., 5.5%, 4/15/23 (144A) 300,000 $424,371
Belden, Inc., 5.5%, 9/1/22 (144A) 1,860,000 $1,949,125
Berkeley-Kane Flt% 12jun15 1,004,200 $1,012,635
Beverage Packaging Holdings Luxembourg II SA, 5.625%, 12/15/16 (144A) 200,000 $202,438
Beverage Packaging Holdings Luxembourg II SA, 6.0%, 6/15/17 (144A) 300,000 $300,425
Big Heart Pet Brands, Initial Term Loan, 2/24/20 315,512 $311,831
BioMarin Pharmaceutical, Inc., 0.75%, 10/15/18 200,000 $205,192
BioMarin Pharmaceutical, Inc., 1.5%, 10/15/20 200,000 $211,008
BioScrip, Inc., 8.875%, 2/15/21 (144A) 1,050,000 $1,117,630
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 292,369 $296,389
BioScrip, Inc., Initial Term B Loan, 7/31/20 487,281 $493,981
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 250,000 $280,353
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 300,000 $318,951
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 750,000 $940,605
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 650,000 $677,868
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 1,000,000 $1,016,409
BlueScope Steel Finance, Ltd., 7.125%, 5/1/18 (144A) 730,000 $788,628
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 900,000 $976,313
Boart Longyear Management Pty, Ltd., 10.0%, 10/1/18 (144A) 495,000 $535,013
Boart Longyear Management Pty, Ltd., 7.0%, 4/1/21 (144A) 315,000 $236,906
Bombardier, Inc., 4.75%, 4/15/19 (144A) 825,000 $812,064
Bombardier, Inc., 6.0%, 10/15/22 (144A) 1,462,000 $1,461,513
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 400,857 $400,356
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 980,000 $962,435
Bonanza Creek Energy, Inc., 6.75%, 4/15/21 345,000 $365,657
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 124,031 $124,403
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 250,000 $250,239
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 500,000 $508,546
BRF SA, 3.95%, 5/22/23 (144A) 250,000 $236,193
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 492,500 $491,936
Brit Insurance Holdings BV, Floating Rate Note, 12/9/30 850,000 $1,527,894
Brocade Communications Systems, Inc., 4.625%, 1/15/23 915,000 $880,281
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 280,000 $288,429
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 500,000 $528,528
Brown Shoe Co, Inc., 7.125%, 5/15/19 750,000 $799,719
Buckeye Partners LP, 4.15%, 7/1/23 3,500,000 $3,608,004
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 76,635 $76,981
BWAY Holding Co., Initial Term Loan, 8/6/17 740,482 $743,491
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 1,150,000 $1,136,356
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 500,000 $505,060
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,500,000 $1,556,113
Calfrac Holdings LP, 7.5%, 12/1/20 (144A) 385,000 $410,988
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 529,650 $520,050
Calpine Corp., Term Loan (10/12), 10/9/19 442,618 $443,779
CAM Mortgage Trust 2014-1, 5.5%, 12/15/53 (Step) (144A) 750,000 $750,740
CAM Mortgage Trust 2014-2, Floating Rate Note, 5/15/48 (144A) 400,000 $400,349
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 500,000 $564,094
Capella Healthcare, Inc., 9.25%, 7/1/17 200,000 $210,542
Caraustar Industries, Inc., Term Loan, 5/1/19 203,936 $206,060
Cardtronics, Inc., 1.0%, 12/1/20 (144A) 1,000,000 $992,917
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 1,100,000 $1,103,220
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 750,000 $862,201
Carriage Services, Inc., 2.75%, 3/15/21 (144A) 425,000 $434,598
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 650,000 $722,042
Cascades, Inc., 5.5%, 7/15/22 (144A) 1,910,000 $1,898,381
CCO Holdings LLC, 5.75%, 9/1/23 475,000 $486,380
CCO Holdings LLC, 6.5%, 4/30/21 100,000 $105,643
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 2,500,000 $2,537,268
Cemex Finance LLC, 6.0%, 4/1/24 (144A) 200,000 $204,000
Cemex SAB de CV, 5.875%, 3/25/19 (144A) 550,000 $570,934
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 300,000 $318,967
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 149,000 $165,278
CenturyLink, Inc., 6.45%, 6/15/21 500,000 $541,621
CenturyLink, Inc., 7.6%, 9/15/39 150,000 $154,307
CenturyLink, Inc., 7.65%, 3/15/42 800,000 $823,120
Cenveo Corp., 6.0%, 8/1/19 (144A) 1,210,000 $1,177,733
Cepheid, 1.25%, 2/1/21 (144A) 545,000 $518,261
Cequel Communications LLC, Term Loan, 2/14/19 383,243 $381,646
Charter Communications Operating LLC, Term F Loan, 12/31/20 495,000 $485,056
Chemtura Corp., 5.75%, 7/15/21 930,000 $950,977
Chiquita Brands International, Inc., 7.875%, 2/1/21 928,000 $1,029,500
CHL Mortgage Pass-Through Trust 2002-32, Floating Rate Note, 1/25/33 400,000 $64,015
Chrysler Group LLC, Tranche B Term Loan, 12/29/18 2,019,938 $2,013,979
CHS, 2021 Term D Loan, 1/27/21 346,363 $347,661
CHS, 6.875%, 2/1/22 (144A) 1,140,000 $1,205,708
CHS, 8.0%, 11/15/19 1,075,000 $1,171,308
Ciena Corp., 0.875%, 6/15/17 1,000,000 $991,743
Cincinnati Bell, Inc., 8.375%, 10/15/20 1,105,000 $1,226,174
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 750,000 $1,045,593
Citicorp Residential Mortgage Trust Series 2006-1, 5.836%, 7/25/36 (Step) 100,000 $39,429
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 125,000 $92,158
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 189,000 $170,969
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 1,900,000 $929,975
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 125,000 $103,747
Citigroup, Inc., Floating Rate Note (Perpetual) 1,300,000 $1,327,491
Citigroup, Inc., Floating Rate Note (Perpetual) 500,000 $498,583
Citigroup, Inc., Floating Rate Note (Perpetual) 63,000 $1,720,530
Citigroup Capital XIII, Floating Rate Note, 10/30/40 54,200 $1,468,278
Citigroup Commercial Mortgage Trust 2006-C4, Floating Rate Note, 3/17/49 300,000 $317,559
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 300,000 $63,168
Citrix Systems, Inc., 0.5%, 4/15/19 (144A) 800,000 $871,511
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $247,843
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 600,000 $594,938
CityCenter Holdings LLC, Term B Loan, 10/16/20 227,316 $228,169
City of Charlotte North Carolina, 5.6%, 7/1/27 1,250,000 $1,256,221
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 275,000 $308,325
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 0 $-7,646,139
Cme: (Cdx.Na.Ig.22.V1) Usd 20jun19 Z91jeqk49 0 $-1,262,392
CNL Commercial Mortgage Loan Trust 2003-1, Floating Rate Note, 5/15/31 (144A) 5,908,000 $556,421
CNL Lifestyle Properties, Inc., 7.25%, 4/15/19 600,000 $624,808
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 650,000 $707,688
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 92,470 $92,498
COBALT CMBS Commercial Mortgage Trust 2007-C2, Floating Rate Note, 4/15/47 (144A) 1,200,000 $1,247,656
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 715,000 $668,391
COBALT CMBS Commercial Mortgage Trust 2007-C3, Floating Rate Note, 5/15/46 220,000 $185,793
CoBank ACB, Floating Rate Note (Perpetual) (144A) 5,000 $519,688
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 2,000,000 $2,025,950
COMM 2012-CCRE2 Mortgage Trust, Floating Rate Note, 8/17/45 (144A) 100,000 $100,187
COMM 2012-CCRE4 Mortgage Trust, Floating Rate Note, 10/17/45 (144A) 303,000 $295,357
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 1,400,000 $1,404,893
COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 1,400,000 $1,405,978
Commercial Mortgage Trust 2007-GG11, Floating Rate Note, 12/10/49 1,600,000 $1,699,606
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 400,000 $421,275
Commonwealth of the Bahamas, 5.75%, 1/16/24 (144A) 1,700,000 $1,810,323
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 105,265 $105,397
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 157,898 $158,192
CommScope Holding Co, Inc., 6.625%, 6/1/20 (144A) (PIK) 650,000 $692,927
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $253,382
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $253,822
Comstock Resources, Inc., 7.75%, 4/1/19 1,200,000 $1,294,000
Concho Resources, Inc., 5.5%, 4/1/23 375,000 $395,000
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 792,396 $796,358
Conseco Financial Corp., 6.18%, 4/1/30 2,201,000 $241,952
Constellation Brands, Inc., 3.75%, 5/1/21 470,000 $462,656
Constellation Brands, Inc., 4.25%, 5/1/23 485,000 $484,091
Constellation Enterprises LLC, 10.625%, 2/1/16 (144A) 475,000 $452,734
Continental Airlines 1997-4 Class B Pass Through Trust, 6.9%, 1/2/17 250,000 $12,626
Continental Airlines 2001-1 Class B Pass Through Trust, 7.373%, 12/15/15 250,000 $53,170
ConvaTec, Inc., Dollar Term Loan, 12/22/16 92,917 $93,091
ConvaTec Healthcare E SA, 10.5%, 12/15/18 (144A) 100,000 $108,592
Copano Energy LLC, 7.125%, 4/1/21 373,000 $428,975
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 700,000 $710,728
Corporate Office Properties LP, 3.6%, 5/15/23 225,000 $217,097
Corsicanto, Ltd., 3.5%, 1/15/32 1,250,000 $990,226
Cosan Luxembourg SA, 5.0%, 3/14/23 (144A) 240,000 $231,367
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35 360,000 $21,142
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/36 (144A) 9,809,888 $422,361
County of York South Carolina, 5.7%, 1/1/24 100,000 $100,527
Covanta Holding Corp., 5.875%, 3/1/24 1,130,000 $1,173,689
Coveris Holdings SA, USD Term Loan, 4/14/19 29,850 $30,267
Credit Suisse First Boston Mortgage Securities Corp., 4.877%, 4/15/37 1,500,000 $1,522,724
Credit Suisse First Boston Mortgage Securities Corp., 4.898%, 3/15/36 (144A) 1,000,000 $49,797
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 12/25/35 5,000,000 $1,429,770
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 10/15/39 (144A) 100,000 $89,883
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/33 1,749,811 $400,308
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 1,150,000 $1,170,432
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 (144A) 1,400,000 $1,285,724
Crossmark Holdings, Inc., Term Loan (First Lien), 12/20/19 197,123 $196,384
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 655,444 $651,991
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 650,000 $649,188
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 866,747 $866,386
CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 2,000,000 $2,003,175
CST Brands, Inc., 5.0%, 5/1/23 1,325,000 $1,325,000
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A) 500,000 $539,219
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 750,000 $812,578
Cummins, Inc., 5.65%, 3/1/98 350,000 $402,834
CWGS Group LLC, Term Loan, 2/20/20 1,431,875 $1,446,194
Dana Holding Corp., 6.0%, 9/15/23 830,000 $884,088
Darling Ingredients, Inc., 5.375%, 1/15/22 (144A) 1,060,000 $1,091,682
Dartmouth Zero% 31dec14 1,500,000 $1,452,450
DaVita HealthCare Partners, Inc., 5.125%, 7/15/24 1,360,000 $1,348,893
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 63,499 $63,482
DBUBS 2011-LC2 Mortgage Trust, Floating Rate Note, 7/12/44 (144A) 113,538 $128,262
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 1,550,000 $1,521,131
Del Coronado Trust 2013-DEL MZ, Floating Rate Note, 3/15/18 (144A) 1,300,000 $1,309,793
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 500,000 $496,953
Del Monte Foods, Inc., Initial Loan (Second Lien), 5/26/21 590,000 $576,971
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 172,375 $172,246
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 400,000 $426,054
Delta Air Lines 2010-2 Class B Pass Through Trust, 6.75%, 11/23/15 (144A) 900,000 $968,850
Deluxe Entertainment Services Group, Inc., Initial Term Loan, 2/26/20 422,344 $422,213
DigitalGlobe, Inc., 5.25%, 2/1/21 865,000 $869,325
DigitalGlobe, Inc., Term Loan, 1/31/20 695,942 $696,638
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 400,000 $403,750
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 990,810 $991,632
DR Horton, Inc., 5.75%, 8/15/23 905,000 $978,770
Drill Rigs Holdings, Inc., 6.5%, 10/1/17 (144A) 845,000 $871,758
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 990,000 $999,900
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $740,731
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 500,000 $385,397
Duff & Phelps LLC, Initial Term Loan, 4/23/20 623,703 $625,848
DynCorp International, Inc., Term Loan, 7/7/16 76,347 $76,729
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 304,615 $304,901
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $267,738
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 1,500,000 $1,524,633
Elior Finance & Co SCA, 6.5%, 5/1/20 (144A) 900,000 $872,577
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $257,187
Emdeon, Inc., Term B-2 Loan, 11/2/18 779,106 $779,398
Emergent Biosolutions, Inc., 2.875%, 1/15/21 (144A) 1,470,000 $1,517,816
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 150,000 $158,307
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 500,000 $546,879
Emulex Corp., 1.75%, 11/15/18 (144A) 765,000 $712,842
Endo Finance LLC, 5.75%, 1/15/22 (144A) 375,000 $374,083
Endo Finance LLC & Endo Finco, Inc., 5.375%, 1/15/23 (144A) 1,375,000 $1,333,239
Enel Finance International NV, 5.125%, 10/7/19 (144A) 150,000 $170,212
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 1,190,000 $1,440,933
Energy & Exploration Partners, Inc., 8.0%, 7/1/19 (144A) 1,520,000 $1,530,640
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 1,360,000 $1,434,233
Entegris, Inc., 6.0%, 4/1/22 (144A) 800,000 $842,000
Envision Healthcare Corp., Initial Term Loan, 5/25/18 295,429 $295,921
EP Energy LLC, Tranche B-3 Loan, 5/24/18 176,667 $176,243
Epiq Systems, Inc., Term Loan, 8/27/20 595,500 $596,989
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/19 (144A) 530,000 $531,526
EQTY 2014-MZ Mezzanine Trust, Floating Rate Note, 5/8/31 (144A) 300,000 $301,543
Equinix, Inc., 7.0%, 7/15/21 50,000 $54,656
Essar Steel Algoma, Inc., Term Loan, 9/19/14 122,813 $123,334
EV Energy Partners LP, 8.0%, 4/15/19 1,150,000 $1,228,839
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 1,000,000 $999,375
ExGen Renewables I LLC, Term Loan, 2/5/21 1,140,409 $1,154,664
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 221,514 $221,480
FAGE Dairy Industry SA, 9.875%, 2/1/20 (144A) 300,000 $335,813
Fannie Mae, 0.5%, 12/15/33 (144A) 1,265,000 $1,236,555
Fannie Mae, 3.5%, 5/1/44 6,475,000 $6,566,203
Fannie Mae, 4.0%, 5/1/44 4,304,445 $4,514,394
Fannie Mae, 4.0%, 5/1/44 1,445,896 $1,517,684
Fannie Mae, 4.0%, 8/12/14 22,150,000 $23,315,115
Fannie Mae, 4.0%, 9/1/43 528,373 $531,953
Fannie Mae, 4.5%, 8/1/40 3,070,237 $1,545,707
Fannie Mae, 4.5%, 8/12/14 8,250,000 $8,893,823
Fannie Mae, 4.5%, 9/1/39 2,945,000 $1,388,854
Fannie Mae, 4.5%, 9/1/40 2,868,485 $940,285
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 350,000 $258,922
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 414,750 $418,898
Federal Home Loan Mortgage Corp., 4.036%, 5/25/45 (144A) 175,000 $175,927
Federal Home Loan Mortgage Corp., 4.5%, 6/1/41 2,749,325 $1,043,242
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 500,000 $492,469
Fidelity & Guaranty Life Holdings, Inc., 6.375%, 4/1/21 (144A) 500,000 $540,625
Fidelity National Financial, Inc., 5.5%, 9/1/22 250,000 $277,669
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 248,748 $249,335
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 1,518,000 $1,557,374
Fifth Third Bancorp, Floating Rate Note (Perpetual) 18,900 $508,599
Firstar Realty LLC, 8.875% (Perpetual) (144A) 400 $500,875
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 500,000 $495,521
First Quantum Minerals, Ltd., 7.25%, 5/15/22 (144A) 690,000 $720,676
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 414,363 $413,068
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 1,000,000 $632,254
Flagship Credit Auto Trust 2013-1, 5.38%, 7/15/20 700,000 $720,100
Flextronics International, Ltd., 4.625%, 2/15/20 85,000 $87,875
Flextronics International, Ltd., 5.0%, 2/15/23 145,000 $150,518
Floatel 1st Lien Tl-B L + 5% 22may20 1,122,188 $1,129,201
Florida East Coast Holdings Corp., 6.75%, 5/1/19 (144A) 1,370,000 $1,443,124
Fly Funding II Sarl, Loan, 8/8/18 744,200 $750,712
Fly Leasing, Ltd., 6.75%, 12/15/20 590,000 $629,014
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 295,142 $294,644
Foresight Energy LLC, Term Loan, 8/21/20 528,333 $533,617
Forest City Enterprises, Inc., 3.625%, 8/15/20 1,265,000 $1,340,698
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 350,000 $355,058
FREMF Mortgage Trust 2012-K708, 3.759%, 2/27/45 (144A) 200,000 $203,787
FREMF Mortgage Trust 2013-K28, 3.494%, 6/25/46 (144A) 1,000,000 $955,155
Frontier Communications Corp., 7.625%, 4/15/24 250,000 $266,238
Frontier Communications Corp., 8.75%, 4/15/22 500,000 $582,882
Frontier Communications Corp., 9.0%, 8/15/31 200,000 $221,300
FTS International, Inc., 6.25%, 5/1/22 (144A) 1,080,000 $1,118,588
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,000,000 $1,024,728
Gannett Co, Inc., 6.375%, 10/15/23 (144A) 1,620,000 $1,739,509
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 52,542 $52,476
Garda World Security Corp., Term B Loan, 11/1/20 205,391 $205,134
Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20 645,747 $643,578
Gates Global Llc 1st Lien Tl-B L + 3.25% 12jun21 625,000 $621,819
Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 600,000 $597,272
GCI, Inc., 8.625%, 11/15/19 458,000 $486,949
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 2,500,000 $770,106
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 (144A) 350,000 $356,535
GE Mortgage Services LLC, Floating Rate Note, 3/25/27 5,850,000 $269,810
Generac Power Systems, Inc., Term Loan B, 5/31/20 707,400 $701,800
General Cable Corp., 4.5%, 11/15/29 (Step) 1,342,000 $1,235,647
General Electric Capital Corp., Floating Rate Note (Perpetual) 1,000,000 $1,179,104
General Motors Financial Co, Inc., 4.25%, 5/15/23 125,000 $124,090
Generic Drug Holdings, Inc., Closing Date Term Loan, 8/16/20 890,336 $895,066
Genpact International, Inc., Term Loan, 8/30/19 321,630 $323,238
Gentiva Health Services, Inc., 11.5%, 9/1/18 60,000 $66,475
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 1,119,063 $1,121,680
Gestamp Funding Luxembourg SA, 5.625%, 5/31/20 (144A) 1,215,000 $1,247,843
Gibraltar Industries, Inc., 6.25%, 2/1/21 1,000,000 $1,053,750
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 2,005,000 $2,161,390
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 200,000 $200,934
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 36,491 $36,582
Global Brass & Copper, Inc., 9.5%, 6/1/19 500,000 $570,417
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 1,671,000 $452,324
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 800,000 $196,952
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 2,500,000 $778,917
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 509,814 $128,527
GMAC Capital Trust I, Floating Rate Note, 2/15/40 27,750 $754,245
GMAT 2013-1 Trust, Floating Rate Note, 8/25/53 570,000 $544,093
Golar LNG, Ltd., 3.75%, 3/7/17 1,400,000 $1,949,571
Golar LNG Partners LP, Floating Rate Note, 10/12/17 2,000,000 $335,796
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 400,000 $368,175
Government National Mortgage Association, Floating Rate Note, 3/16/53 350,000 $24,723
Grays Harbor County Public Utility District No 1, 5.0%, 7/1/43 1,000,000 $1,072,327
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 109,706 $109,895
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 1,215,000 $1,221,582
Green Plains Inc 1st Lien Tl-B L + 5.5% 03jun20 950,000 $952,969
Griffon Corp., 5.25%, 3/1/22 2,375,000 $2,377,870
Grifols Worldwide Operations, Ltd., 5.25%, 4/1/22 (144A) 645,000 $660,493
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 99,750 $99,431
Grupo Famsa SAB de CV, 7.25%, 6/1/20 (144A) 525,000 $544,469
GS Mortgage Securities Corp II Series 2004-GG2, Floating Rate Note, 8/10/38 200,000 $200,769
GS Mortgage Securities Corp Trust 2014-NEW, 3.79%, 1/10/31 (144A) 1,000,000 $960,343
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 1,000,000 $1,001,962
GS Mortgage Securities Trust 2006-GG6, Floating Rate Note, 4/10/38 700,000 $729,581
GS Mortgage Securities Trust 2012-GC6, Floating Rate Note, 1/10/45 (144A) 110,000 $117,353
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 300,000 $438,908
GTP Acquisition Partners I LLC, 7.628%, 6/15/16 (144A) 500,000 $533,627
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 540,000 $576,540
Guggenheim Partners Investment Management Holdings LLC, Initial Term Loan, 7/22/20 446,625 $446,904
Gulfport Energy Corp., 7.75%, 11/1/20 1,190,000 $1,314,206
Gwinnett County School District, 5.0%, 2/1/36 1,000,000 $1,163,620
Halcon Resources Corp., 8.875%, 5/15/21 570,000 $602,055
Halcon Resources Corp., 9.75%, 7/15/20 1,050,000 $1,128,050
Harland Clarke Holdings Corp., Tranche B-4 Term Loan, 8/17/19 325,875 $331,904
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 105,000 $104,920
Hearthside Group Holdings Llc 1st Lien Tl L + 3.5% 24apr21 250,000 $250,833
Heckler & Koch GmbH, 9.5%, 5/15/18 (144A) 100,000 $136,849
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,725,000 $1,750,875
Hercules Offshore, Inc., 6.75%, 4/1/22 (144A) 965,000 $891,117
Hercules Offshore, Inc., 8.75%, 7/15/21 (144A) 905,000 $924,357
Hexion US Finance Corp., 8.875%, 2/1/18 1,700,000 $1,829,838
HHI Holdings LLC, Additional Term Loan, 10/5/18 395,243 $397,590
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 1,900,000 $1,912,543
HJ Heinz Co., Term B-2 Loan, 6/5/20 396,000 $396,495
HLSS Servicer Advance Receivables Trust, 4.4584%, 1/15/48 (144A) 400,000 $406,553
Hologic, Inc., 2.0%, 3/1/42 (Step) 1,350,000 $1,493,719
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 337,725 $336,705
Homeowner Assistance Program Reverse Mortgage Loan Trust 2013-RM1, 4.0%, 5/26/53 (144A) 250,000 $186,218
Hospitality Properties Trust, 5.0%, 8/15/22 840,000 $905,892
Hostess Brands, Inc., Term B Loan, 4/9/20 678,300 $701,193
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 146,625 $147,358
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 250,000 $287,618
Hunter Defense Technologies, Inc., Term Loan, 8/22/14 139,213 $133,993
Husky Injection Molding Systems Lt 1st Lien Tl-B L + 3.25% 30jun21 700,000 $702,185
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 380,000 $358,150
IAP Worldwide Services, Inc., Term Loan (First Lien) Retired 07/18/2014, 12/31/15 110,049 $31,914
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 193,553 $194,248
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 750,000 $760,067
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 100,000 $92,714
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 200,000 $204,858
Immucor, Inc., 11.125%, 8/15/19 100,000 $115,130
Immucor, Inc., Term B-2 Loan, 8/19/18 443,744 $446,240
IMS Health, Inc., 6.0%, 11/1/20 (144A) 170,000 $180,200
INEOS Group Holdings SA, 5.875%, 2/15/19 (144A) 600,000 $621,960
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 220,913 $219,394
Inkia Energy, Ltd., 8.375%, 4/4/21 (144A) 100,000 $112,722
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 1,000,000 $903,458
Intel Corp., 2.95%, 12/15/35 200,000 $256,504
Intelsat Jackson Holdings SA, 6.625%, 12/15/22 450,000 $458,309
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 250,000 $268,542
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 289,851 $289,851
Intelsat Luxembourg SA, 7.75%, 6/1/21 350,000 $362,396
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 39,505 $39,715
InterGen NV, 7.0%, 6/30/23 (144A) 1,050,000 $1,051,079
Interline Brands, Inc., Term Loan (First Lien), 3/12/21 249,375 $248,232
International Automotive Components Group SA, 9.125%, 6/1/18 (144A) 400,000 $430,083
International Equipment Solutions LLC, Initial Loan, 8/16/19 669,614 $673,800
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 525,000 $623,876
Intrepid Aviation Group Holdings LLC, 6.875%, 2/15/19 (144A) 825,000 $886,674
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 133,714 $133,826
Iron Mountain, Inc., 5.75%, 8/15/24 415,000 $426,003
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 700,000 $836,834
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 900,000 $965,025
j2 Global, Inc., 8.0%, 8/1/20 705,000 $789,600
Jack Cooper Holdings Corp., 9.25%, 6/1/20 (144A) 1,000,000 $1,110,417
James River Coal Co., 7.875%, 4/1/19 250,000 $43,906
Jarden Corp., 1.125%, 3/15/34 (144A) 1,290,000 $1,279,277
JAZZ PHARMACEUTICALS INC, Tranche 2 Term Loan, 6/12/18 338,905 $339,456
JB Poindexter & Co, Inc., 9.0%, 4/1/22 (144A) 500,000 $568,125
JBS Investments GmbH, 7.25%, 4/3/24 (144A) 2,600,000 $2,746,286
JinkoSolar Holding Co, Ltd., 4.0%, 2/1/19 (144A) 1,455,000 $1,396,436
JLL, 7.5%, 2/1/22 (144A) 705,000 $752,000
JLL, Initial Dollar Term Loan, 1/23/21 450,000 $447,188
JMC Steel Group, Inc., 8.25%, 3/15/18 (144A) 620,000 $633,123
JMC Steel Group, Inc., Term Loan, 4/1/17 394,042 $395,510
JobsOhio Beverage System, 3.985%, 1/1/29 500,000 $503,315
JobsOhio Beverage System, 4.532%, 1/1/35 75,000 $78,177
Jones Energy Holdings LLC, 6.75%, 4/1/22 (144A) 400,000 $425,000
JPMorgan Chase & Co., 1.0%, 9/20/17 250,000 $30,053
JPMorgan Chase & Co., 4.35%, 8/15/21 200,000 $219,217
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 1,835,000 $2,023,890
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,461,674
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 1,300,000 $1,336,447
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 1,400,000 $1,438,246
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP7 REMICS, Floating Rate Note, 4/15/45 1,400,000 $1,434,276
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12, Floating Rate Note, 2/15/51 1,725,000 $1,806,086
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 1,900,000 $1,915,512
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 1,530,000 $1,533,655
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 7/25/35 2,900,000 $158,182
Kane Flt% 12jun15 1,100,000 $982,850
Kane Flt% 14jul15 713,104 $676,237
Kane Flt% 30jul16 805,000 $824,803
Kane-Pi4 Flt% 07jul16 1,503,871 $1,494,998
Kane-Pi4 Zero% 18jul16 1,505,000 $1,567,759
KB Home, 1.375%, 2/1/19 700,000 $681,625
KB Home, 7.0%, 12/15/21 1,400,000 $1,517,522
KB Home, 8.0%, 3/15/20 200,000 $232,544
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 405,000 $419,676
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 875,000 $934,951
Key Energy Services, Inc., 6.75%, 3/1/21 585,000 $613,153
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 325,000 $350,156
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,150,000 $1,156,084
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $349,151
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 400,000 $403,933
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 492,513 $492,051
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 393,168 $393,588
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 1,150,000 $1,282,029
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 181,782 $182,918
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 246,821 $248,055
La Hipotecaria Panamanian Mortgage Trust 2007-1, Floating Rate Note, 12/23/36 (144A) 1,800,000 $912,949
Lamar Media Corp., 5.375%, 1/15/24 (144A) 600,000 $608,933
Lam Research Corp., 1.25%, 5/15/18 605,000 $813,809
Landry's, Inc., B Term Loan, 4/24/18 456,015 $457,611
Lantheus Medical Imaging, Inc., 9.75%, 5/15/17 600,000 $610,850
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 544,928 $529,943
LBC Tank Terminals Holding Netherlands BV, 6.875%, 5/15/23 (144A) 220,000 $236,943
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/40 1,000,000 $1,028,742
LB-UBS Commercial Mortgage Trust 2006-C1, Floating Rate Note, 2/15/41 1,963,990 $2,026,211
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 358,317 $362,059
Legacy Reserves LP, 6.625%, 12/1/21 (144A) 1,300,000 $1,317,604
Legg Mason, Inc., 3.95%, 7/15/24 1,250,000 $1,267,453
Legg Mason, Inc., 5.625%, 1/15/44 500,000 $548,966
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) 1,895,356 $416,623
Lennar Corp., 4.5%, 6/15/19 1,175,000 $1,181,756
Lennar Corp., 4.75%, 11/15/22 450,000 $436,513
Level 3 Financing Inc Bridge L + 4.25% 15jun15 2,180,000 $2,180,000
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 100,000 $98,417
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 1,265,000 $1,363,828
Linn Energy LLC, 6.25%, 11/1/19 900,000 $927,563
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 350,000 $471,150
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 424,790 $425,321
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 717,750 $719,245
LKQ Corp., 4.75%, 5/15/23 250,000 $243,757
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 500,000 $513,150
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 500,000 $508,161
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 2,500 $262,625
Lorillard Tobacco Co., 3.75%, 5/20/23 175,000 $172,740
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 841,500 $842,447
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 500,000 $584,883
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 450,000 $451,453
Maine Health & Higher Educational Facilities Authority, 5.0%, 7/1/43 1,000,000 $1,079,287
Maine Turnpike Authority, 5.0%, 7/1/42 1,000,000 $1,104,897
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 1,605,000 $1,616,341
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 200,000 $214,315
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 100,000 $108,266
Masco Corp., 7.125%, 3/15/20 135,000 $161,921
Massachusetts Development Finance Agency, 5.25%, 4/1/37 100,000 $110,767
Massachusetts Water Resources Authority, 5.0%, 8/1/37 1,000,000 $1,138,470
MasTec, Inc., 4.875%, 3/15/23 150,000 $149,950
MASTR Adjustable Rate Mortgages Trust 2003-6, Floating Rate Note, 12/25/33 30,000,000 $582,983
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 1,100,000 $154,453
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 500,000 $103,832
Mastr Specialized Loan Trust, Floating Rate Note, 10/25/34 (144A) 775,000 $798,590
Mbnau 9.5% 20may19 144a 112,000 $113,212
MCGRAW-HILL SCHOOL EDUCATION HOLDINGS LLC, Term B Loan, 12/18/19 1,890,500 $1,910,587
MDC Holdings, Inc., 5.5%, 1/15/24 1,150,000 $1,177,743
MDC Partners, Inc., 6.75%, 4/1/20 (144A) 445,000 $472,813
MedAssets, Inc., 8.0%, 11/15/18 175,000 $185,393
MedAssets, Inc., Term B Loan, 12/13/19 333,573 $333,501
Memorial Production Partners LP, 6.875%, 8/1/22 (144A) 1,090,000 $1,060,214
Memorial Production Partners LP, 7.625%, 5/1/21 770,000 $805,853
Mentor Graphics Corp., 4.0%, 4/1/31 175,000 $204,458
Meritor, Inc., 6.75%, 6/15/21 400,000 $427,450
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 500,000 $501,189
Merrill Lynch Mortgage Investors Trust Series 2006-AF1, 5.75%, 8/25/36 1,200,000 $190,108
Metaldyne LLC, USD Term Loan 2014, 12/18/18 586,362 $589,538
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 400,000 $371,500
Metinvest BV, 8.75%, 2/14/18 (144A) 1,100,000 $966,119
MetLife, Inc., 6.4%, 12/15/66 300,000 $338,693
MGM Resorts International, 4.25%, 4/15/15 550,000 $823,289
MGM Resorts International, Term B Loan, 12/20/19 265,950 $264,731
MHP SA, 8.25%, 4/2/20 (144A) 500,000 $476,235
Michaels Stores, Inc., Term B Loan, 1/28/20 246,875 $246,346
Michaels Stores Inc 1st Lien Tl-B2 L + 3% 28jan20 500,000 $498,438
Micron Technology, Inc., 5.875%, 2/15/22 (144A) 1,025,000 $1,097,180
Microsemi Corp., Term Loan (2014), 3/14/21 175,289 $174,632
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 25,000 $20,214
Midstates Petroleum Co, Inc., 10.75%, 10/1/20 650,000 $723,667
Midstates Petroleum Co, Inc., 9.25%, 6/1/21 800,000 $838,333
Midwest Vanadium Pty, Ltd., 11.5%, 2/15/18 (144A) 100,000 $53,774
Milacron LLC, Term Loan, 3/28/20 983,858 $983,551
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 400,000 $444,086
Mirabela Nickel, Ltd. 922,916 $94,343
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 921,062 $922,597
ML-CFC Commercial Mortgage Trust 2006-3, Floating Rate Note, 7/12/46 1,400,000 $1,431,503
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 500,000 $505,919
MMM Holdings, Inc., MMM Term Loan, 12/12/17 33,947 $34,244
Molina Healthcare, Inc., 1.125%, 1/15/20 1,100,000 $1,289,613
Monitronics International, Inc., 9.125%, 4/1/20 785,000 $848,127
Monitronics International, Inc., Term B Loan (2013), 3/23/18 558,519 $558,955
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 500,000 $522,112
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 1,750,000 $1,065,067
Monty Parent Issuer 1 LLC, 4.25%, 11/20/28 (144A) 1,750,000 $1,342,099
Morgan Stanley, 4.1%, 5/22/23 750,000 $758,277
Morgan Stanley, 4.875%, 11/1/22 250,000 $269,233
Morgan Stanley, Floating Rate Note (Perpetual) 18,000 $496,080
Morgan Stanley Capital I, Inc., Floating Rate Note, 7/15/32 (144A) 105,000 $19,748
Morgan Stanley Capital I Trust 2007-TOP25, Floating Rate Note, 11/12/49 1,500,000 $1,550,174
Motel 6 Trust, 4.2743%, 10/5/25 (144A) 1,327,000 $1,313,259
MPL 2 Acquisition Canco, Inc., 9.875%, 8/15/18 (144A) 100,000 $112,053
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 24,680 $24,773
Mueller Water Products, Inc., 7.375%, 6/1/17 400,000 $409,917
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 249,375 $249,894
Murphy Oil USA, Inc., 6.0%, 8/15/23 1,000,000 $1,080,167
Murray Energy Corp., 8.625%, 6/15/21 (144A) 650,000 $696,164
Mustang Parent Corp., Initial Dollar Tranche A Term, 9/30/20 200,000 $200,563
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $256,288
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 250,000 $258,383
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $263,279
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,062,679
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 500,000 $527,175
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 250,000 $256,278
NANA Development Corp., 9.5%, 3/15/19 (144A) 1,025,000 $1,031,677
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 100,000 $163,847
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 722,396 $722,035
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 400,000 $401,772
Nations Equipment Finance Funding I LLC, 5.5%, 5/20/21 (144A) 1,360,000 $1,375,206
Nationstar Mortgage LLC, 6.5%, 6/1/22 1,220,000 $1,199,667
Nationstar Mortgage LLC, 6.5%, 7/1/21 825,000 $804,719
Nationstar Mortgage LLC, 6.5%, 8/1/18 355,000 $362,988
Navios Maritime Partners LP, Term Loan, 6/27/18 397,000 $402,293
Navios South American Logistics, Inc., 7.25%, 5/1/22 (144A) 600,000 $623,963
Navistar, Inc., Tranche B Term Loan, 8/17/17 120,000 $121,425
Navistar International Corp., 8.25%, 11/1/21 1,075,000 $1,132,109
Navitas Equipment Receivables LLC 2013-1, 5.82%, 6/15/19 750,000 $748,094
NBTY, Inc., Term B-2 Loan, 10/1/17 750,000 $749,906
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 494,983 $495,524
NCR Corp., 5.0%, 7/15/22 185,000 $183,099
NCR Corp., 6.375%, 12/15/23 775,000 $826,876
Neenah Paper, Inc., 5.25%, 5/15/21 (144A) 365,000 $369,045
Neiman Marcus Group, Ltd. LLC, 8.75%, 10/15/21 (144A) (PIK) 500,000 $546,632
Neiman Marcus Group, Ltd. LLC, Other Term Loan, 10/25/20 363,177 $361,974
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 446,880 $447,299
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 100,000 $106,875
NeuStar, Inc., 4.5%, 1/15/23 675,000 $575,100
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 400,000 $401,698
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 150,000 $168,427
New Residential Advance Receivables Trust Advance Receivables Backed 2014-VF1, 3.6491%, 3/15/45 1,000,000 $1,002,256
New World Resources NV, 7.875%, 1/15/21 (144A) 300,000 $79,064
New York Mortgage Securitization Trust 2012-1, Floating Rate Note, 12/27/47 (144A) 300,000 $300,222
NEXEO SOLUTIONS LLC, Term B-3 Loan, 9/9/17 746,250 $749,048
Norcraft Companies LP, Initial Loan, 11/12/20 199,000 $199,746
Nordea Bank AB, 4.25%, 9/21/22 (144A) 250,000 $262,941
Nordion 1st Lien Tl-B L + 3.5% 30jul21 250,000 $249,219
Northern Oil and Gas, Inc., 8.0%, 6/1/20 880,000 $940,133
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 500,000 $518,272
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 300,000 $304,458
NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A) 1,500,000 $1,516,504
NorthStar Realty Finance Corp., 3.0%, 9/30/14 2,570,000 $2,597,512
NovaStar Mortgage Funding Trust Series 2003-1, Floating Rate Note, 5/25/33 10,571,000 $291,914
NPC International, Inc., Term Loan, 12/28/18 564,801 $564,683
NRG Energy, Inc., 6.25%, 5/1/24 (144A) 1,075,000 $1,093,663
NRG Energy, Inc., 6.25%, 7/15/22 (144A) 675,000 $697,125
NRG Energy, Inc., 7.625%, 1/15/18 900,000 $1,002,050
NRG Energy, Inc., 8.25%, 9/1/20 200,000 $221,875
NSG Holdings LLC, New Term Loan, 12/11/19 221,428 $221,704
Nuance Communications, Inc., 2.75%, 11/1/31 1,170,000 $1,172,194
Numericable Group SA, 6.0%, 5/15/22 (144A) 500,000 $509,417
NuVasive, Inc., 2.75%, 7/1/17 1,300,000 $1,512,604
OAS Finance, Ltd., 8.0%, 7/2/21 (144A) 860,000 $863,392
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 800,000 $834,700
Oasis Petroleum, Inc., 6.875%, 3/15/22 (144A) 500,000 $554,236
Ocean Rig UDW, Inc., 7.25%, 4/1/19 (144A) 1,960,000 $1,935,840
Ocwen Financial Corp., 6.625%, 5/15/19 (144A) 1,450,000 $1,503,705
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 766,550 $769,808
Offshore Group Investment, Ltd., 7.5%, 11/1/19 600,000 $629,250
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 395,000 $393,930
On Assignment, Inc., Initial Term B Loan, 5/15/20 367,182 $366,723
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,036,269
ONEOK, Inc., 6.875%, 9/30/28 1,450,000 $1,638,700
ON Semiconductor Corp., 2.625%, 12/15/26 1,000,000 $1,138,354
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 200,000 $191,901
Orange Lake Timeshare Trust 2012-A, 4.87%, 3/10/27 (144A) 600,000 $330,633
ORES 2014-LV3 LLC, 6.0%, 3/27/24 1,000,000 $999,396
Outerwall, Inc., 5.875%, 6/15/21 (144A) 1,410,000 $1,397,290
Outerwall, Inc., 6.0%, 3/15/19 435,000 $454,648
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 425,000 $435,229
Oxford Finance LLC, 7.25%, 1/15/18 (144A) 700,000 $732,006
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 173,250 $173,791
Pacific Drilling SA, 5.375%, 6/1/20 (144A) 450,000 $432,656
Pacific Drilling SA, Term Loan, 6/3/18 544,500 $546,542
Packaging Dynamics Corp., 8.75%, 2/1/16 (144A) 272,000 $292,714
Pangaea Zero% 01jul18 2,000,000 $2,037,200
Paragon Offshore Finance Co Tl-B L + 2.75% 11jul21 290,000 $288,822
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 886,107 $885,632
PARTY CITY HOLDINGS INC, 2014 Replacement Term Loan, 7/27/19 932,315 $926,904
PDL BioPharma, Inc., 4.0%, 2/1/18 975,000 $1,096,902
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 206,651 $207,900
Penn Virginia Corp., 6.0% (Perpetual) (144A) 7,300 $731,183
Penn Virginia Corp., 7.25%, 4/15/19 600,000 $636,808
Penn Virginia Corp., 8.5%, 5/1/20 430,000 $485,363
Penn Virginia Resource Partners LP, 6.5%, 5/15/21 425,000 $457,394
Petco Holdings, Inc., 8.5%, 10/15/17 (144A) (PIK) 1,000,000 $1,035,028
Petroleos Mexicanos, 3.5%, 7/18/18 900,000 $937,138
PetroQuest Energy, Inc., 10.0%, 9/1/17 500,000 $542,083
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 200,000 $193,924
Physio-Control International, Inc., 9.875%, 1/15/19 (144A) 142,000 $156,468
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 172,960 $171,891
Pioneer Energy Services Corp., 6.125%, 3/15/22 (144A) 500,000 $526,314
Pittsburgh Glass Works LLC, 8.0%, 11/15/18 (144A) 535,000 $582,823
Polarpak, Inc., USD Term Loan (U.S. Borrower Portion), 6/7/20 232,502 $232,502
Post Holdings, Inc., 2.5% (Perpetual) (144A) 11,800 $1,084,863
Post Holdings, Inc., 7.375%, 2/15/22 200,000 $219,801
PPL Capital Funding, Inc., 5.9%, 4/30/73 25,000 $593,000
PQ Corp., 2014 Term Loan, 8/7/17 689,500 $690,900
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 312,878 $313,855
Prince Mineral Holding Corp., 12.0%, 12/15/19 (144A) 265,000 $301,029
Private Colleges & Universities Authority, 5.0%, 10/1/43 1,000,000 $1,134,207
Production Resource Group, Inc., 8.875%, 5/1/19 100,000 $82,219
Progreso Receivables Funding II LLC, 6.0%, 7/8/19 (144A) 500,000 $502,583
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,250,000 $1,262,569
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 445,477 $447,566
Pro Mach, Inc., Term Loan, 7/6/17 868,300 $874,812
Protection One, Inc., Term Loan (2012), 3/21/19 498,729 $499,040
Provident Funding Associates LP, 6.75%, 6/15/21 (144A) 1,425,000 $1,426,603
Provincia de Buenos Aires Argentina, 10.875%, 1/26/21 (144A) 100,000 $92,651
Prudential Financial, Inc., Floating Rate Note, 9/15/42 400,000 $441,878
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 200,000 $200,228
QR Energy LP, 9.25%, 8/1/20 640,000 $762,400
Quebecor Media, Inc., 5.75%, 1/15/23 1,325,000 $1,347,985
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 236,691 $233,880
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 750,000 $762,638
Queen Street VIII Re, Ltd., Floating Rate Note, 6/8/16 (Cat Bond) (144A) 250,000 $252,371
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,000,000 $1,037,733
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 1,000,000 $1,021,517
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 277,900 $278,322
Qwest Corp., 7.375%, 6/1/51 4,400 $115,324
Radio Systems Corp., 8.375%, 11/1/19 (144A) 600,000 $671,063
Rain CII Carbon LLC, 8.25%, 1/15/21 (144A) 1,050,000 $1,093,225
RAMP Series 2004-RZ1 Trust, 4.82%, 3/25/34 (Step) 3,164,644 $1,066,859
Range Resources Corp., 5.0%, 3/15/23 400,000 $418,556
RASC Series 2003-KS5 Trust, 4.46%, 7/25/33 (Step) 400,000 $264,136
RCMC LLC, 5.62346%, 11/15/44 (144A) 250,000 $217,292
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 346,629 $348,254
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 490,000 $509,089
ReneSola, Ltd., 4.125%, 3/15/18 (144A) 150,000 $121,963
Renfro Corp., Tranche B Term Loan, 1/30/19 395,861 $396,974
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 190,000 $196,961
Republic of Ghana, 7.875%, 8/7/23 (144A) 1,100,000 $1,106,801
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $632,407
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,250,000 $1,308,500
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $261,586
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 800,000 $821,840
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 250,000 $275,133
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 600,000 $626,427
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 500,000 $554,078
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 250,000 $273,286
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $259,878
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $263,922
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 1,983,893 $393,292
RESI Finance LP 2003-D, Floating Rate Note, 12/10/35 (144A) 2,970,000 $573,716
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,610,000 $1,549,468
Rexel SA, 5.25%, 6/15/20 (144A) 600,000 $613,025
Rex Energy Corp., 6.25%, 8/1/22 (144A) 915,000 $905,786
Reynolds Group Issuer, Inc., 8.25%, 2/15/21 425,000 $466,668
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 330,000 $370,601
Rialto Capital Management LLC, 2.85%, 5/15/24 1,000,000 $782,308
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 2,380,000 $2,351,415
RKI Exploration & Production LLC, 8.5%, 8/1/21 (144A) 1,345,000 $1,496,313
Rosetta Resources, Inc., 5.625%, 5/1/21 515,000 $526,105
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 204,275 $204,020
RTI International Metals, Inc., 1.625%, 10/15/19 385,000 $376,977
Ruby Western Pipeline Holdings LLC, Loan, 3/27/20 258,821 $258,659
Rural, Term Loan, 6/30/18 85,821 $81,637
Russian Agricultural Bank OJSC Via RSHB Capital SA, 8.5%, 10/16/23 (144A) 1,350,000 $1,309,489
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 1,645,000 $1,748,841
Sabre GLBL, Inc., Term B Loan, 2/19/19 198,990 $198,720
SAFENET, INC., Term Loan (First Lien), 2/28/20 934,658 $939,331
Safway Group Holding LLC, 7.0%, 5/15/18 (144A) 1,365,000 $1,450,009
Salix Pharmaceuticals, Ltd., 1.5%, 3/15/19 500,000 $1,035,958
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 170,625 $171,611
Samson Investment Co., 10.5%, 2/15/20 (144A) 390,000 $414,207
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 1,000,000 $998,929
Sanchez Energy Corp., 6.125%, 1/15/23 (144A) 1,680,000 $1,685,518
Sanchez Energy Corp., 7.75%, 6/15/21 380,000 $416,063
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,000,000 $999,414
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,250,056
SandRidge Energy, Inc., 7.0% (Perpetual) 7,500 $765,000
SandRidge Energy, Inc., 7.5%, 2/15/23 700,000 $753,958
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 400,000 $430,803
SBP HOLDINGS, Ltd., Term Loan (First Lien), 3/24/21 450,000 $452,250
Schaeffler 1st Lien Tl-E L + 3% 15may20 475,000 $476,121
Schaeffler Finance BV, 4.75%, 5/15/21 (144A) 1,000,000 $1,025,028
Schaeffler Holding Finance BV, 6.875%, 8/15/18 (144A) (PIK) 520,000 $562,485
Seadrill Operating LP, Initial Term Loan, 2/14/21 845,750 $837,358
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 1,100,000 $1,092,644
Seagate HDD Cayman, 4.75%, 6/1/23 (144A) 885,000 $900,856
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 $266,775
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 272 $17,040
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 700,000 $720,790
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 250,000 $247,735
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 496,748 $497,782
Sedgwick, Inc., Initial Term Loan (First Lien), 2/11/21 508,725 $500,061
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 21,259 $21,259
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 297,000 $296,350
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 244,323 $245,240
Sequa Corp., Initial Term Loan, 6/19/17 738,750 $730,901
Serena Software Inc 1st Lien Term L + 6.5% 10apr20 290,000 $292,779
ServiceNow, Inc., 0.0%, 11/1/18 (144A) 480,000 $515,400
Seven Seas Cruises S de RL LLC, 9.125%, 5/15/19 200,000 $219,853
Seven Seas Cruises S de RL LLC, Term B2 Loan, 12/21/18 464,195 $463,905
Shearers Foods Llc 1st Lien Tl L + 3.5% 19jun21 475,000 $474,109
Shelf Drilling Holdings, Ltd., 8.625%, 11/1/18 (144A) 1,215,000 $1,314,098
Ship Midco, Ltd., Facility B2A-II, 11/29/19 98,939 $99,904
Shutterfly, Inc., 0.25%, 5/15/18 1,915,000 $1,986,626
Sierra Timeshare 2011-3 Receivables Funding LLC, 9.31%, 7/20/28 (144A) 750,000 $252,916
Signode Industrial Group Us Inc 1st Lien Tl-B L + 3% 21mar21 1,069,000 $1,065,214
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/17/31 (144A) 1,200,000 $1,188,690
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 400,000 $466,320
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 212,465 $213,793
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 110,000 $116,761
Sirius XM Radio, Inc., 4.625%, 5/15/23 (144A) 770,000 $719,713
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 247,487 $248,221
SM Energy Co., 5.0%, 1/15/24 455,000 $449,186
SNAAC Auto Receivables Trust 2013-1, 4.56%, 4/15/20 (144A) 450,000 $472,442
Sotheby's, 5.25%, 10/1/22 (144A) 1,135,000 $1,129,325
Sourcehov LLC, Term B Loan (First Lien), 4/30/18 495,000 $499,538
Southern California Edison Co., Floating Rate Note (Perpetual) 75,000 $83,719
Southern States Cooperative, Inc., 10.0%, 8/15/21 (144A) 800,000 $848,889
Spirit AeroSystems, Inc., 5.25%, 3/15/22 (144A) 1,050,000 $1,070,366
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 446,680 $495,054
Springleaf Funding Trust 2013-A, 5.0%, 9/15/21 (144A) 500,000 $503,462
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 250,000 $251,093
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A) 200,000 $207,639
Springs Industries, Inc., 6.25%, 6/1/21 400,000 $403,167
Sprint Corp., 7.125%, 6/15/24 (144A) 1,725,000 $1,775,205
SRAM LLC, Term Loan (First Lien), 4/10/20 489,799 $486,636
Stackpole International Intermediate, 7.75%, 10/15/21 (144A) 1,050,000 $1,073,960
Standard Pacific Corp., 6.25%, 12/15/21 1,000,000 $1,042,986
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 600,000 $654,283
Star West Generation LLC, Term B Advance, 3/13/20 241,667 $242,523
State of Washington, 5.0%, 6/1/41 1,000,000 $1,107,033
State Street Corp., Floating Rate Note, 12/31/73 29,300 $755,061
Steel Dynamics, Inc., 5.25%, 4/15/23 1,000,000 $1,022,958
Steward Health Care System LLC, Term Loan, 4/10/20 495,000 $491,906
Stone Energy Corp., 7.5%, 11/15/22 150,000 $163,250
StoneMor Partners LP, 7.875%, 6/1/21 (144A) 375,000 $398,672
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 200,000 $199,497
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 7/25/34 406,549 $70,019
Structured Asset Mortgage Investments Trust 2003-AR1, Floating Rate Note, 10/19/33 3,319,800 $120,674
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 50,000 $15,517
SUAM Finance BV, 4.875%, 4/17/24 (144A) 500,000 $510,792
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $264,928
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 500,000 $524,531
Summit Midstream Holdings LLC, 7.5%, 7/1/21 1,030,000 $1,126,563
SunCoke Energy Partners LP, 7.375%, 2/1/20 (144A) 300,000 $326,063
Sunoco Logistics Partners Operations LP, 3.45%, 1/15/23 3,600,000 $3,518,728
SunPower Corp., 0.875%, 6/1/21 (144A) 2,222,000 $2,503,839
Surgical Care Affiliates LLC, Class C Incremental Term Loan, 6/29/18 544,500 $544,160
Swift Energy Co., 7.875%, 3/1/22 1,950,000 $2,101,734
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 169,557 $170,034
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 239,957 $239,919
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 484,761 $484,458
TAL Advantage V LLC, 3.97%, 5/20/39 1,000,000 $991,139
TAL Advantage V LLC, 4.1%, 2/22/39 600,000 $579,377
Talos Production LLC, 9.75%, 2/15/18 (144A) 420,000 $454,633
Taminco Global Chemical Corp., Initial Tranche B-3 Dollar Term Loan, 2/15/19 342,917 $342,060
Tank Holding Corp., Initial Term Loan, 7/9/19 703,512 $703,293
Targa Resources Partners LP, 4.25%, 11/15/23 740,000 $724,439
Targus Group International, Inc., Term Loan, 5/24/16 91,300 $77,605
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 500,000 $520,158
Tarjeta Naranja SA, 9.0%, 1/28/17 (144A) 100,000 $99,574
Tata Chemicals North America, Inc., Term Loan, 8/7/20 247,500 $247,110
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 200,000 $295,568
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 607,658 $606,440
Templar Energy Llc 2ndlien L + 7.7215% 04nov20 1,895,000 $1,880,788
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 124,274 $124,227
Tenet Healthcare Corp., 4.375%, 10/1/21 980,000 $946,823
Terex Corp., New U.S. Term Loan (2013), 4/28/17 111,057 $111,218
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,159,531
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 300,000 $354,073
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 225,000 $273,027
The Hanover Insurance Group, Inc., 6.35%, 3/30/53 40,000 $972,800
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,200,000 $1,208,573
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,150,000 $1,320,631
Theravance, Inc., 2.125%, 1/15/23 500,000 $534,222
The Ryland Group, Inc., 0.25%, 6/1/19 2,000,000 $1,843,333
The Ryland Group, Inc., 5.375%, 10/1/22 95,000 $94,802
The Williams Companies, Inc., 7.75%, 6/15/31 100,000 $120,547
TIBCO Software, Inc., 2.25%, 5/1/32 1,245,000 $1,264,453
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 100,000 $75,590
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 127,412 $127,691
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 30,000 $31,947
T-Mobile USA, Inc., 6.542%, 4/28/20 490,000 $512,317
T-Mobile USA, Inc., 6.633%, 4/28/21 555,000 $583,057
TMX Finance LLC, 8.5%, 9/15/18 (144A) 1,035,000 $1,131,629
Tonon Bioenergia SA, 9.25%, 1/24/20 (144A) 750,000 $689,474
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 928,297 $925,396
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 100,000 $173,732
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $250,470
TransDigm, Inc., Tranche C Term Loan, 2/28/20 296,985 $295,606
Transfield Services, Ltd., 8.375%, 5/15/20 (144A) 805,000 $842,751
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 325,000 $309,581
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 300,000 $283,723
Trilogy Energy Corp., 7.25%, 12/13/19 (144A) 820,000 $804,748
Tronox Finance LLC, 6.375%, 8/15/20 1,270,000 $1,320,033
Trust F, 5.25%, 12/15/24 (144A) 400,000 $421,183
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 997,475 $995,604
TurboCombustor Technology, Inc., Initial Term Loan, 10/18/20 547,250 $551,696
Turkiye Sise ve Cam Fabrikalari AS, 4.25%, 5/9/20 (144A) 400,000 $387,872
U.S. Treasury Floating Rate Note, 0.099%, 7/31/16 3,840,000 $3,834,565
UBS AG, 7.625%, 8/17/22 1,050,000 $1,284,868
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 200,000 $192,333
Ultra Petroleum Corp., 5.75%, 12/15/18 (144A) 680,000 $712,196
Unifrax I LLC, 7.5%, 2/15/19 (144A) 630,000 $676,988
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 319,502 $319,602
Unison Ground Lease Funding LLC, 5.78%, 3/15/20 (144A) 300,000 $309,077
Unit Corp., 6.625%, 5/15/21 550,000 $585,192
United Airlines, Inc., Class B Term Loan, 4/1/19 246,875 $246,320
United Auto Credit Securitization Trust 2013-1, 4.4%, 4/15/19 (144A) 150,000 $151,539
United Continental Holdings, Inc., 6.0%, 7/15/26 475,000 $466,173
Univar, Inc., Term B Loan, 6/30/17 267,206 $267,874
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 518,322 $515,731
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 200,000 $55,028
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 612,563 $610,265
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 525,937 $526,463
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 400,000 $410,856
US Airways 2013-1 Class B Pass Through Trust, 5.375%, 11/15/21 200,000 $209,769
US Bancorp, Floating Rate Note (Perpetual) 12,250 $347,410
US Bancorp, Floating Rate Note (Perpetual) 16,400 $448,212
US Finco LLC, Term B Loan, 5/30/20 495,000 $494,227
USI, Inc. New York, 7.75%, 1/15/21 (144A) 500,000 $497,972
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 197,011 $197,298
US Renal Care, Inc., Tranche B-2 Term Loan (First Lien), 7/3/19 645,747 $645,142
Valeant Pharmaceuticals International, 6.375%, 10/15/20 (144A) 510,000 $536,148
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 298,478 $298,552
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 728,520 $727,963
Vantiv LLC, Term B Loan, 6/12/21 385,000 $386,925
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 1,450,000 $1,496,158
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 900,000 $1,030,388
Ventas Realty LP, 4.75%, 6/1/21 150,000 $165,278
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 4.0%, 4/27/54 (Step) (144A) 750,000 $742,969
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 368,872 $368,872
VeriSign, Inc., 4.625%, 5/1/23 335,000 $330,498
Verizon Communications, Inc., 4.15%, 3/15/24 3,500,000 $3,675,774
Verizon Communications, Inc., 6.55%, 9/15/43 1,030,000 $1,319,013
Vertafore, Inc., Term Loan (2013), 10/3/19 94,831 $95,008
ViaSat, Inc., 6.875%, 6/15/20 100,000 $108,378
Viasystems, Inc., 7.875%, 5/1/19 (144A) 1,450,000 $1,536,547
Viking Cruises, Ltd., 8.5%, 10/15/22 (144A) 210,000 $235,731
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 200,000 $209,994
Virginia Resources Authority, 5.0%, 11/1/42 1,000,000 $1,134,360
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 790,000 $783,766
Virgin Media Secured Finance Plc, 5.375%, 4/15/21 (144A) 500,000 $512,913
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 1,480,000 $1,398,230
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 250,000 $254,297
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 250,000 $253,113
VOLT XXIII LLC, 4.75%, 11/25/53 (Step) 2,000,000 $2,007,372
VOLT XXII LLC, 4.75%, 10/27/53 (Step) 2,500,000 $2,493,528
VOLT XXIV LLC, 4.75%, 11/25/53 (Step) 1,000,000 $999,100
VOLT XX LLC, 5.25%, 2/1/39 (Step) (144A) 1,500,000 $1,508,214
Voya Financial, Inc., Floating Rate Note, 5/15/53 615,000 $633,098
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 300,000 $288,998
Wachovia Bank Commercial Mortgage Trust Series 2005-C22, Floating Rate Note, 12/15/44 1,600,000 $1,650,194
Wachovia Bank Commercial Mortgage Trust Series 2006-C24, Floating Rate Note, 3/15/45 304,000 $313,512
Wachovia Bank Commercial Mortgage Trust Series 2006-C28, Floating Rate Note, 10/15/48 1,500,000 $1,555,264
Wachovia Bank Commercial Mortgage Trust Series 2007-C34, Floating Rate Note, 5/15/46 1,813,000 $1,921,024
Wastequip LLC, Term Loan, 8/9/19 495,000 $496,856
Waupaca Foundry, Inc., Term Loan, 6/29/17 598,524 $599,835
Wausau Paper 1st Lien Tl-B L + 5.5% 20jul20 1,100,000 $1,091,750
WCA Waste Corp., Term Loan, 3/23/18 696,017 $696,452
WCP ISSUER LLC, 6.657%, 8/15/20 (144A) 400,000 $429,113
WebMD Health Corp., 1.5%, 12/1/20 (144A) 1,300,000 $1,476,313
WebMD Health Corp., 2.5%, 1/31/18 100,000 $107,882
WellCare Health Plans, Inc., 5.75%, 11/15/20 2,815,000 $2,899,402
WellPoint, Inc., 2.75%, 10/15/42 300,000 $472,117
Wells Fargo & Co., 7.5% (Perpetual) 1,050 $1,270,500
Wells Fargo & Co., Floating Rate Note, 12/29/49 750,000 $795,544
Wells Fargo & Co., Floating Rate Note (Perpetual) 400,000 $465,659
Wells Fargo Commercial Mortgage Trust, 4.0%, 11/18/43 (144A) 100,000 $88,535
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 1/15/27 1,500,000 $1,499,522
Wendy's International LLC, Term B Loan, 5/15/19 750,734 $751,136
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 165,030 $165,443
West Corp., Term B-10 Loan, 6/30/18 366,334 $363,521
Westgate Resorts 2012-2 LLC, 9.0%, 1/21/25 (144A) 750,000 $325,860
WEX, Inc., 4.75%, 2/1/23 (144A) 400,000 $395,500
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 100,000 $106,221
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 50,000 $53,902
WFRBS Commercial Mortgage Trust 2013-C12, Floating Rate Note, 3/17/48 (144A) 200,000 $193,473
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 165,000 $175,271
Windstream Corp., 7.5%, 6/1/22 1,305,000 $1,422,450
Windstream Corp., 8.125%, 9/1/18 850,000 $914,901
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 197,494 $197,082
WireCo WorldGroup, Inc., 9.5%, 5/15/17 100,000 $103,506
WireCo WorldGroup, Inc., Term Loan, 2/15/17 48,660 $49,106
WMG Acquisition Corp., 6.0%, 1/15/21 (144A) 171,000 $175,304
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 679,863 $667,399
World Kitchen LLC, U.S. Term Loan, 3/4/19 187,048 $188,451
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 172,782 $172,548
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 482,582 $481,928
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 205,000 $194,176
Xerium Technologies, Inc., 8.875%, 6/15/18 798,000 $854,930
ZIGGO BV, (USD) TLB3, 1/15/22 587,872 $578,635
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 554,681 $545,965
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 357,447 $351,830

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