Pioneer Multi-Asset Ultrashort Income Fund

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

Security Name Par / Shares Market Value
321 Henderson Receivables II LLC, Floating Rate Note, 9/15/41 (144A) 9,542,000 $3,431,781
321 Henderson Receivables I LLC, Floating Rate Note, 12/15/41 (144A) 10,869,000 $4,058,167
321 Henderson Receivables I LLC, Floating Rate Note, 6/15/41 (144A) 8,090,000 $2,960,855
321 Henderson Receivables I LLC, Floating Rate Note, 9/15/45 (144A) 1,386,000 $353,195
77 Energy 1st Lien Tl-B L + 3% 17jun21 1,446,375 $1,418,051
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,400,000 $805,722
ABFC 2003-WMC1 Trust, Floating Rate Note, 3/25/33 3,691,000 $37,176
ABFC 2005-WF1 Trust, Floating Rate Note, 12/25/34 1,610,000 $686,552
ABN AMRO Bank NV, Floating Rate Note, 10/28/16 (144A) 1,725,000 $1,738,653
ACA CLO 2006-2, Ltd., Floating Rate Note, 1/20/21 (144A) 3,000,000 $2,951,310
ACAS CLO 2007-1, Ltd., Floating Rate Note, 4/20/21 1,800,000 $1,444,032
Accredited Mortgage Loan Trust 2005-2, Floating Rate Note, 7/25/35 1,110,000 $1,070,903
ACE Securities Corp Home Equity Loan Trust Series 2002-HE3, Floating Rate Note, 10/25/32 4,600,000 $1,254,396
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 1,250,000 $165,533
ACIS CLO 2014-4, Ltd., Floating Rate Note, 5/1/26 (144A) 2,500,000 $2,505,050
ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A) 5,350,000 $5,352,913
ACRE Commercial Mortgage Trust 2014-FL2, Floating Rate Note, 8/15/31 (144A) 2,500,000 $2,501,892
Activision Blizzard, Inc., Term Loan, 7/26/20 1,600,000 $1,600,501
Adjustable Rate Mortgage Trust 2004-1, Floating Rate Note, 1/25/35 5,000,000 $454,204
Adjustable Rate Mortgage Trust 2005-2, Floating Rate Note, 6/25/35 2,260,122 $1,751,589
Adjustable Rate Mortgage Trust 2005-5, Floating Rate Note, 9/25/35 13,780,000 $1,187,858
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 185,929 $185,232
Advantage Sales & Marketing Inc 1st Lien Dd L + 3.25% 21jul21 22,170 $21,987
Advantage Sales & Marketing Inc 1st Lien Tl-B L + 3.25% 11jul21 665,092 $659,605
Aecom Technology Corp 1st Lien Tl-B L + 3% 17sep21 287,913 $288,093
Aegis Asset Backed Securities Trust 2004-6, Floating Rate Note, 3/25/35 5,700,000 $330,561
Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2004-2, Floating Rate Note, 6/25/ 21,291,000 $1,925,647
Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4, Floating Rate Note, 10/25 800,000 $422,407
Aegis Asset Backed Securities Trust Mortgage Pass- Through Ctfs Series 2004-3, Floating Rate Note, 9 3,465,620 $621,766
Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Series 2004-4, Floating Rate Note, 10 3,977,618 $957,399
Alamo Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 1,000,000 $1,057,290
Albertsons LLC, Term B-2 Loan, 3/21/19 1,503,474 $1,501,595
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,128,481 $1,113,199
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 242,945 $239,605
Alliant Techsystems, Inc., Term B Loan, 10/22/20 396,501 $395,758
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 514,585 $509,653
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 147,020 $146,101
Ally Auto Receivables Trust 2011-2, 1.98%, 4/15/16 355,000 $87,994
Ally Auto Receivables Trust 2011-3, 1.61%, 5/16/16 602,000 $232,685
Ally Auto Receivables Trust 2013-2, Floating Rate Note, 7/15/16 1,500,000 $843,873
Ally Auto Receivables Trust 2014-SN1, Floating Rate Note, 10/20/16 1,800,000 $1,639,577
Ally Master Owner Trust, Floating Rate Note, 1/16/18 300,000 $300,074
Ally Master Owner Trust, Floating Rate Note, 2/15/17 250,000 $250,551
Ally Master Owner Trust, Floating Rate Note, 6/17/19 2,600,000 $2,597,247
Ally Master Owner Trust, Floating Rate Note, 8/15/17 3,000,000 $3,019,094
Alterna Funding I LLC, 1.639%, 2/15/21 (144A) 1,400,000 $1,346,890
Alternative Loan Trust 2003-3T1, Floating Rate Note, 5/25/33 15,000,000 $620,802
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 16,913,000 $654,524
Alternative Loan Trust 2004-6CB, Floating Rate Note, 4/25/34 31,600,000 $2,311,239
Alternative Loan Trust 2004-J13, Floating Rate Note, 2/25/35 1,000,000 $962,686
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,250,000 $1,370,000
Altisource Solutions Sarl, Term B Loan, 12/9/20 990,047 $891,042
Altria Group, Inc., 4.125%, 9/11/15 1,075,000 $1,112,996
Amazon.com, Inc., 0.65%, 11/27/15 2,950,000 $2,961,156
AMC Entertainment, Inc., Initial Term Loan, 4/30/20 1,461,345 $1,442,347
America Movil SAB de CV, Floating Rate Note, 9/12/16 1,500,000 $1,517,196
American Airlines, Inc., Class B Term Loan, 6/27/19 2,518,125 $2,486,648
American Airlines Inc 1st Lien Tl-B L + 3.5% 08oct21 500,000 $498,625
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 1,401,000 $191,597
American Credit Acceptance Receivables Trust 2012-2, 1.89%, 7/15/16 (144A) 800,000 $9,788
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,228,000 $1,243,365
American Credit Acceptance Receivables Trust 2013-1, 1.45%, 4/16/18 (144A) 1,859,000 $586,585
American Credit Acceptance Receivables Trust 2013-2, 1.32%, 2/15/17 (144A) 805,000 $238,860
American Credit Acceptance Receivables Trust 2014-1, 1.14%, 3/12/18 (144A) 5,045,000 $2,577,496
American Credit Acceptance Receivables Trust 2014-2, 0.99%, 10/10/17 (144A) 3,300,000 $2,282,935
American Credit Acceptance Receivables Trust 2014-3, 0.99%, 8/10/18 (144A) 1,420,000 $1,267,075
American Express Centurion Bank, Floating Rate Note, 11/13/15 5,090,000 $5,113,916
American Express Credit Account Master Trust, Floating Rate Note, 1/15/20 50,000 $50,055
American Express Credit Account Master Trust, Floating Rate Note, 2/15/18 1,945,000 $1,960,452
American Express Credit Account Master Trust, Floating Rate Note, 3/15/18 8,890,000 $8,893,986
American Express Credit Corp., 1.75%, 6/12/15 3,000,000 $3,041,895
American Express Credit Corp., Floating Rate Note, 6/12/15 3,185,000 $3,210,651
American Express Credit Corp., Floating Rate Note, 7/29/16 2,850,000 $2,862,651
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 1,500,000 $1,459,111
American Honda Finance Corp., 1.0%, 8/11/15 (144A) 1,000,000 $1,007,460
American Honda Finance Corp., 1.45%, 2/27/15 (144A) 4,455,000 $4,481,640
American Honda Finance Corp., Floating Rate Note, 10/7/16 950,000 $957,043
American Honda Finance Corp., Floating Rate Note, 11/13/14 (144A) 300,000 $300,235
American Honda Finance Corp., Floating Rate Note, 5/26/16 (144A) 3,050,000 $3,066,101
AmeriCredit Automobile Receivables Trust 2010-4, 6.4%, 4/9/18 (144A) 470,000 $475,933
AmeriCredit Automobile Receivables Trust 2011-5, 2.45%, 12/8/16 1,700,000 $1,286,391
AmeriCredit Automobile Receivables Trust 2012-1, 2.67%, 1/8/18 800,000 $812,906
AmeriCredit Automobile Receivables Trust 2013-2, 0.65%, 12/8/17 485,000 $485,617
AmeriCredit Automobile Receivables Trust 2013-4, 0.74%, 11/8/16 1,500,000 $594,231
AmeriCredit Automobile Receivables Trust 2014-2, Floating Rate Note, 10/10/17 1,320,000 $1,320,360
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1, Floating Rate Note, 3 2,757,237 $1,504,117
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R10, Floating Rate Note, 15,705,000 $810,602
Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11, Floating Rate Note, 810,000 $542,797
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R5, Floating Rate Note, 7 84,000 $83,286
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R6, Floating Rate Note, 8 2,850,000 $15,494
Ameriquest Mort Sec Inc Asset Backed Pass Thr Cert 03 AR3, Floating Rate Note, 6/25/33 729,633 $418,203
Anheuser-Busch Companies LLC, 5.0%, 1/15/15 1,891,000 $1,936,067
Anheuser-Busch InBev Finance, Inc., Floating Rate Note, 1/27/17 1,900,000 $1,898,020
Anheuser-Busch InBev Worldwide, Inc., 4.125%, 1/15/15 4,015,000 $4,092,027
Anheuser-Busch InBev Worldwide, Inc., 5.375%, 11/15/14 2,500,000 $2,565,392
Apex Tool Group LLC, Term Loan, 1/31/20 1,231,250 $1,169,688
Apidos Quattro CDO, Floating Rate Note, 1/20/19 (144A) 1,000,000 $985,281
Apple, Inc., Floating Rate Note, 5/3/16 1,500,000 $1,501,084
Ardagh Holdings USA, Inc., New Term Loan, 12/17/19 680,580 $675,901
ARI Fleet Lease Trust 2012-A, Floating Rate Note, 3/15/20 (144A) 2,070,000 $417,032
ARI Fleet Lease Trust 2012-B, Floating Rate Note, 1/15/21 (144A) 1,030,000 $337,246
ARI Fleet Lease Trust 2013-A, 0.7%, 12/15/15 (144A) 4,000,000 $2,000,907
ARI Fleet Lease Trust 2013-A, 0.92%, 7/15/21 (144A) 600,000 $600,759
ARI Fleet Lease Trust 2014-A, 0.81%, 11/15/22 (144A) 3,000,000 $3,004,845
Arlington Flt% 01aug15 100,000 $104,220
Armor Re, Ltd., Floating Rate Note, 12/15/16 (Cat Bond) (144A) 1,000,000 $1,022,167
Armstrong World Industries, Inc., Term Loan B, 3/15/20 1,083,747 $1,076,522
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 2,347,418 $2,344,850
Ascentium Equipment Receivables 2012-1 LLC, 1.83%, 9/15/19 (144A) 1,528,000 $220,420
Ascentium Equipment Receivables 2014-1 LLC, 1.04%, 1/10/17 (144A) 1,000,000 $1,001,196
ASG Resecuritization Trust 2010-3, Floating Rate Note, 12/29/45 (144A) 5,216,443 $2,370,917
Asset-Backed Pass-Through Certificates Series 2004-R2, Floating Rate Note, 4/25/34 4,000,000 $218,923
Asset Backed Securities Corp Home Equity Loan Trust Series 2005-HE2, Floating Rate Note, 2/25/35 8,100,000 $754,098
Asset Backed Securities Corp Home Equity Loan Trust Series 2005-HE3, Floating Rate Note, 4/25/35 724,529 $525,957
Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1, Floating Rate Note, 1/25/36 6,155,063 $1,125,012
Asset Backed Securities Corp Home Equity Loan Trust Series NC 2005-HE4, Floating Rate Note, 5/25/35 3,657,000 $695,213
Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2005-HE6, Floating Rate Note, 7/25/3 1,879,167 $1,432,355
Atlantic Power LP, Term Loan, 2/20/21 2,902,388 $2,891,504
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 1,500,000 $1,521,831
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,000,000 $1,044,654
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 228,850 $227,801
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 1,296,750 $1,294,434
Avis Budget Car Rental LLC, Tranche B Term Loan, 3/15/19 1,282,848 $1,272,691
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 393,323 $391,029
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 1,026,924 $1,012,162
AXIS Equipment Finance Receivables II LLC, 1.75%, 6/20/16 1,000,000 $607,975
Az Chem Us Inc 1st Lien Tl-B L + 3.5% 09jun21 1,930,413 $1,930,815
BA Credit Card Trust, Floating Rate Note, 1/15/20 2,000,000 $2,000,418
BA Credit Card Trust, Floating Rate Note, 9/16/19 2,800,000 $2,799,860
BAMLL Commercial Mortgage Securities Trust 2014-ICTS, Floating Rate Note, 6/15/28 (144A) 1,920,000 $1,916,375
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,590,000 $3,739,226
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 5,040,000 $5,250,106
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 20,499,000 $1,547,340
Banc of America Merrill Lynch Commercial Mortgage, Inc., 4.933%, 7/10/45 6,180,000 $6,310,271
Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 10/10/45 4,730,000 $4,617,872
Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 9/10/47 6,175,000 $6,292,085
Banc of America Merrill Lynch Commercial Mortgage, Inc. REMICS, Floating Rate Note, 7/10/43 1,985,000 $1,708,792
Banc of America Mortgage 2003-A Trust, Floating Rate Note, 2/25/33 10,560,000 $107,627
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 5,472,215 $253,168
Banc of America Mortgage 2004-D Trust, Floating Rate Note, 5/25/34 17,088,000 $1,873,054
Banc of America Mortgage 2004-I Trust, Floating Rate Note, 10/25/34 6,000,000 $419,500
Bank of America Corp., 4.5%, 4/1/15 2,515,000 $2,565,071
Bank of America Corp., Floating Rate Note, 1/15/15 1,000,000 $1,000,724
Bank of America Corp., Floating Rate Note, 3/22/16 6,000,000 $6,037,873
Bank of America Corp., Floating Rate Note, 8/25/17 1,423,000 $1,424,054
Bank of America NA, Floating Rate Note, 2/14/17 2,000,000 $2,003,090
Bank of Montreal, Floating Rate Note, 7/14/17 2,300,000 $2,298,701
Bank of Nova Scotia Houston, Floating Rate Note, 10/23/15 1,000,000 $1,001,973
Barclays Bank Plc, Floating Rate Note, 2/17/17 821,000 $824,416
Barclays Dryrock Issuance Trust, Floating Rate Note, 12/16/19 1,050,000 $1,051,227
Barclays Dryrock Issuance Trust, Floating Rate Note, 3/16/20 1,800,000 $1,801,341
Barclays Dryrock Issuance Trust, Floating Rate Note, 7/16/18 200,000 $200,203
Baxter International, Inc., 4.625%, 3/15/15 2,500,000 $2,551,777
Baxter International, Inc., Floating Rate Note, 12/11/14 895,000 $895,654
Bayview Financial Acquisition Trust, 6.205%, 5/28/37 (Step) 100,000 $58,101
Bayview Financial Acquisition Trust, Floating Rate Note, 5/28/44 23,920,000 $322,617
Bayview Financial Mortgage Pass-Through Trust 2004-A, Floating Rate Note, 2/28/44 46,440,000 $1,668,841
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 8,536,000 $44,509
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 4,088,000 $4,061,990
Bayview Financial Mortgage Pass-Through Trust 2006-A, Floating Rate Note, 2/28/41 6,439,000 $515,021
Bayview Financial Mortgage Pass-Through Trust 2006-A, Floating Rate Note, 2/28/41 5,200,000 $120,138
Bayview Financial Mortgage Pass-Through Trust 2006-B, Floating Rate Note, 4/28/36 4,911,055 $1,215,804
Bayview Financial Mortgage Pass-Through Trust 2006-B, Floating Rate Note, 4/28/36 8,680,000 $602,860
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,899,351 $1,878,431
Bayview Opportunity Master Fund IIa Trust 2012-4NPL, 3.9496%, 1/28/34 (Step) (144A) 2,125,000 $1,203,215
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 1,480,000 $1,369,947
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 1,000,000 $295,767
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 2,450,000 $1,834,101
Bbb Industries Llc 1st Lien Tl L + 5% 20oct21 1,000,000 $995,000
BCAP LLC 2009-RR13-I Trust, Floating Rate Note, 9/26/35 (144A) 8,854,257 $2,155,276
BCAP LLC 2013-RR3 Trust, Floating Rate Note, 5/28/36 (144A) 1,084,000 $816,307
BCAP LLC 2013-RR7 Trust, Floating Rate Note, 12/27/34 1,410,000 $1,245,727
BCC Funding VIII LLC, 1.794%, 6/22/20 (144A) 2,000,000 $1,444,945
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 350,000 $59,326
Bear Stearns ALT-A Trust 2004-11, Floating Rate Note, 11/25/34 21,976,800 $1,197,381
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 11,245,000 $1,254,042
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 25,745,000 $3,321,899
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 25,907,600 $3,324,713
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 17,745,000 $2,119,907
Bear Stearns ALT-A Trust 2004-13, Floating Rate Note, 11/25/34 9,625,000 $509,161
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 33,443,000 $2,737,264
Bear Stearns ALT-A Trust 2004-8, Floating Rate Note, 9/25/34 12,800,000 $938,701
Bear Stearns ARM Trust 2003-3, Floating Rate Note, 5/25/33 42,906,215 $1,300,225
Bear Stearns ARM Trust 2004-3, Floating Rate Note, 7/25/34 10,718,797 $393,278
Bear Stearns ARM Trust 2005-5, Floating Rate Note, 8/25/35 5,635,000 $593,609
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 5,850,460 $2,124,739
Bear Stearns Asset Backed Securities Trust, Floating Rate Note, 2/25/35 21,336,125 $895,257
Bear Stearns Asset Backed Securities Trust 2003-AC5, Floating Rate Note, 10/25/33 2,875,000 $278,440
Bear Stearns Asset Backed Securities Trust 2004-2, Floating Rate Note, 8/25/34 1,523,000 $282,891
Bear Stearns Asset Backed Securities Trust 2004-SD3, Floating Rate Note, 9/25/34 310,000 $131,332
Bear Stearns Asset Backed Securities Trust 2005-SD1, Floating Rate Note, 8/25/43 310,000 $90,968
Bear Stearns Asset Backed Securities Trust 2005-SD2, Floating Rate Note, 3/25/35 1,000,000 $133,383
Bear Stearns Asset Backed Securities Trust 2005-SD2, Floating Rate Note, 3/25/35 5,000,000 $1,572,922
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR10, Floating Rate Note, 12/11/40 4,250,000 $3,866,080
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.75%, 6/11/41 1,330,000 $1,359,723
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9, 4.871%, 9/11/42 7,568,000 $6,225,847
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9, Floating Rate Note, 9/11/42 3,751,000 $3,852,551
Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, Floating Rate Note, 2/13/42 3,975,000 $3,061,266
Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, Floating Rate Note, 10/12/42 6,505,000 $6,701,614
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14, 5.171%, 12/11/38 2,735,000 $1,011,393
Bear Stearns Mortgage Securities, Inc., Floating Rate Note, 6/25/30 2,875,810 $480,857
Bear Stearns Structured Products Trust 2007-EMX1, Floating Rate Note, 3/25/37 (144A) 4,870,000 $969,867
Belden Finance 2013 LP, Initial Term Loan, 9/9/20 643,500 $640,685
Berkeley-Kane Flt% 12jun15 2,008,000 $2,055,590
Berkshire Hathaway Finance Corp., Floating Rate Note, 1/10/17 1,855,000 $1,855,456
Berkshire Hathaway Finance Corp., Floating Rate Note, 8/14/17 2,500,000 $2,498,180
BHP Billiton Finance USA, Ltd., Floating Rate Note, 9/30/16 1,795,000 $1,798,199
Big Heart Pet Brands, Initial Term Loan, 2/24/20 479,461 $462,258
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 328,915 $330,833
BioScrip, Inc., Initial Term B Loan, 7/31/20 548,191 $551,389
BlackRock, Inc., 3.5%, 12/10/14 1,431,000 $1,454,974
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 1,945,000 $2,022,162
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 600,000 $610,182
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 2,125,000 $2,181,890
BMW Floorplan Master Owner Trust, Floating Rate Note, 9/15/17 (144A) 3,000,000 $3,005,455
BMW Vehicle Lease Trust 2013-1, 0.54%, 9/21/15 3,062,000 $2,150,770
BNC Mortgage Loan Trust 2007-4, Floating Rate Note, 11/25/37 9,500,000 $236,984
Boca Hotel Portfolio Trust 2013-BOCA, Floating Rate Note, 8/17/26 (144A) 1,375,000 $1,376,453
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 188,571 $185,649
Booz Allen Hamilton, Inc., Refinance Tranche B, 7/31/19 1,358,138 $1,353,894
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 750,000 $751,842
Branch Banking & Trust Co., Floating Rate Note, 5/23/17 500,000 $497,141
Branch Banking & Trust Co., Floating Rate Note, 9/13/16 1,814,000 $1,811,448
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 598,350 $591,058
British Telecommunications Plc, 2.0%, 6/22/15 3,125,000 $3,175,652
BSN medical International Holding GmbH & Co KG, Facility B1b, 8/28/19 593,611 $592,498
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 242,060 $241,983
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 245,000 $245,187
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 399,000 $400,995
Cabela's Credit Card Master Note Trust, Floating Rate Note, 1/16/18 (144A) 3,392,000 $3,402,733
Cabela's Credit Card Master Note Trust, Floating Rate Note, 2/18/20 (144A) 150,000 $151,142
Cabela's Credit Card Master Note Trust, Floating Rate Note, 3/16/20 900,000 $899,762
Cabela's Credit Card Master Note Trust, Floating Rate Note, 6/17/19 (144A) 1,500,000 $1,508,410
Cabela's Credit Card Master Note Trust, Floating Rate Note, 9/17/18 (144A) 2,475,000 $2,485,348
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 2,500,000 $2,575,917
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 2,300,000 $2,451,314
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 1,138,000 $311,556
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,185,000 $1,153,894
Calpine Corp., Term Loan (10/12), 10/9/19 760,175 $753,583
CAM Mortgage Trust 2014-1, 3.3515%, 12/15/53 (Step) (144A) 2,060,000 $76,155
CAM Mortgage Trust 2014-2, 2.6%, 12/15/53 (Step) (144A) 2,130,000 $1,497,687
Canadian National Railway Co., Floating Rate Note, 11/6/15 1,675,000 $1,677,609
Canadian Natural Resources, Ltd., 1.45%, 11/14/14 1,330,000 $1,339,287
Canadian Natural Resources, Ltd., Floating Rate Note, 3/30/16 2,399,000 $2,401,815
Capital Auto Receivables Asset Trust 2013-3, Floating Rate Note, 11/20/15 840,000 $529,629
Capital One Financial Corp., 2.15%, 3/23/15 5,059,000 $5,101,316
Capital One Financial Corp., Floating Rate Note, 11/6/15 1,875,000 $1,886,853
Capital One Multi-Asset Execution Trust, Floating Rate Note, 2/15/19 1,050,000 $1,050,028
Capital One Multi-Asset Execution Trust, Floating Rate Note, 8/15/18 6,945,000 $6,941,763
Capital One NA, Floating Rate Note, 3/22/16 1,900,000 $1,905,668
Cardinal Health, Inc., 4.0%, 6/15/15 2,300,000 $2,380,776
CarMax Auto Owner Trust 2011-1, 2.16%, 9/15/16 200,000 $97,468
CarMax Auto Owner Trust 2011-3, 1.07%, 6/15/16 518,000 $72,422
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/26/35 19,369,028 $4,559,537
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 375,000 $47,991
Carrington Mortgage Loan Trust Series 2006-OPT1, Floating Rate Note, 12/25/35 9,778,000 $2,033,825
Castle Garden Funding, Floating Rate Note, 10/27/20 (144A) 7,000,000 $1,293,247
Caterpillar Financial Services Corp., Floating Rate Note, 2/26/16 1,500,000 $1,504,122
Caterpillar Financial Services Corp., Floating Rate Note, 2/9/15 2,000,000 $2,004,496
CBS Outdoor Americas Capital LLC, Term Loan, 1/15/21 1,629,423 $1,602,265
CCG Receivables Trust 2014-1, 1.06%, 11/14/21 (144A) 1,900,000 $1,900,163
CCG Receivables Truste 2013-1, 1.05%, 4/14/20 (144A) 900,000 $487,503
CD 2005-CD1 Commercial Mortgage Trust, Floating Rate Note, 7/15/44 3,277,000 $3,194,081
Cedar Fair LP, U.S. Term Facility, 3/6/20 98,476 $98,127
Cent CLO 16 LP, Floating Rate Note, 8/1/24 (144A) 3,250,000 $3,258,983
Centex Home Equity Loan Trust 2003-A, Floating Rate Note, 3/25/33 2,230,000 $372,603
Cequel Communications LLC, Term Loan, 2/14/19 1,144,397 $1,133,873
CGBAM Commercial Mortgage Trust 2014-HD, Floating Rate Note, 2/18/31 (144A) 1,050,000 $1,049,375
CG-CCRE Commercial Mortgage Trust 2014-FL1, Floating Rate Note, 6/16/31 (144A) 5,670,000 $5,661,007
CGWF Commercial Mortgage Trust 2013-RKWH REMICS, Floating Rate Note, 11/15/30 (144A) 5,890,000 $5,908,382
Charter Communications 1st Lien Tl-B L + 3.5% 12aug21 1,250,000 $1,261,589
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,308,438 $1,290,174
Chase Funding Trust Series 2002-4, Floating Rate Note, 10/25/32 1,000,000 $18,994
Chase Issuance Trust, 0.47%, 5/15/17 200,000 $200,116
Chase Issuance Trust, 0.59%, 8/15/17 950,000 $951,112
Chase Issuance Trust, 0.79%, 6/15/17 8,755,000 $8,775,444
Chase Issuance Trust, Floating Rate Note, 10/16/17 2,700,000 $2,700,865
Chase Issuance Trust, Floating Rate Note, 2/15/17 6,345,000 $6,345,182
Chase Issuance Trust, Floating Rate Note, 4/15/19 150,000 $149,093
Chase Issuance Trust, Floating Rate Note, 4/15/19 1,350,000 $1,343,251
Chase Issuance Trust, Floating Rate Note, 4/16/18 3,000,000 $2,998,327
Chase Issuance Trust, Floating Rate Note, 5/15/17 5,102,000 $5,102,538
Chase Issuance Trust, Floating Rate Note, 8/15/17 9,130,000 $9,123,141
Chase Mortgage Finance Trust Series 2005-S1, 5.5%, 5/25/35 19,264,330 $422,237
Chemtura Corp., New Term Loan, 8/29/16 371,082 $371,082
Chesapeake Funding LLC, Floating Rate Note, 11/7/23 (144A) 250,000 $252,728
Chesapeake Funding LLC, Floating Rate Note, 11/7/23 (144A) 3,790,000 $1,551,018
Chesapeake Funding LLC, Floating Rate Note, 3/7/26 1,900,000 $1,899,221
Chesapeake Funding LLC, Floating Rate Note, 4/7/24 (144A) 2,050,000 $1,252,103
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 2,550,000 $1,560,455
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 200,000 $201,155
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1, Floating Rate Note, 1/25/35 (144 3,700,000 $110,954
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3, Floating Rate Note, 8/25/35 (144 1,300,000 $55,261
CHL Mortgage Pass-Through Trust 2003-11, Floating Rate Note, 5/25/33 30,308,000 $352,356
CHL Mortgage Pass-Through Trust 2003-15 REMICS, Floating Rate Note, 6/25/18 25,913,062 $607,615
CHL Mortgage Pass-Through Trust 2003-J7, Floating Rate Note, 8/25/18 2,400,000 $54,805
CHL Mortgage Pass-Through Trust 2004-29, Floating Rate Note, 2/25/35 61,136,000 $2,998,582
Chrysler Group LLC, Tranche B Term Loan, 12/29/18 2,885,500 $2,862,958
CHS, 2021 Term D Loan, 1/27/21 71,828 $71,985
CIFC Funding 2007-I, Ltd., Floating Rate Note, 5/10/21 (144A) 500,000 $328,026
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,237,500 $1,228,219
Cisco Systems, Inc., Floating Rate Note, 3/3/17 1,000,000 $1,001,997
Cisco Systems, Inc., Floating Rate Note, 9/3/15 1,000,000 $1,000,959
Citibank Credit Card Issuance Trust, 4.55%, 6/20/17 639,000 $666,439
Citibank Credit Card Issuance Trust, 4.85%, 3/10/17 4,180,000 $4,275,165
Citibank Credit Card Issuance Trust, 4.9%, 12/12/16 200,000 $204,834
Citibank Credit Card Issuance Trust, 5.1%, 11/20/17 1,650,000 $1,766,322
Citibank Credit Card Issuance Trust, Floating Rate Note, 11/25/16 4,050,000 $4,050,382
Citibank Credit Card Issuance Trust, Floating Rate Note, 11/7/18 3,490,000 $3,498,585
Citibank Credit Card Issuance Trust, Floating Rate Note, 12/12/16 3,070,000 $3,070,738
Citibank Credit Card Issuance Trust, Floating Rate Note, 2/7/18 9,931,000 $9,936,273
Citibank Credit Card Issuance Trust, Floating Rate Note, 4/24/17 17,520,000 $17,515,028
Citibank Credit Card Issuance Trust, Floating Rate Note, 5/22/17 4,900,000 $4,930,093
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-4, 5.0%, 7/25/20 486,000 $18,145
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-7, 5.0%, 10/25/35 17,468,000 $1,189,946
Citigroup, Inc., Floating Rate Note, 11/15/16 1,700,000 $1,709,969
Citigroup, Inc., Floating Rate Note, 11/5/14 2,692,000 $2,695,409
Citigroup, Inc., Floating Rate Note, 4/1/16 1,325,000 $1,334,044
Citigroup, Inc., Floating Rate Note, 7/25/16 3,700,000 $3,736,307
Citigroup Commercial Mortgage Trust 2005-C3, 4.86%, 5/15/43 7,619,000 $4,542,841
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,982,362 $1,970,413
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,430,707 $759,807
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,105,112 $1,095,625
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 497,205 $494,168
Citigroup Mortgage Loan Trust, Inc., 6.5%, 6/25/16 10,100,000 $11,199
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 11/25/34 3,500,000 $225,902
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 2,925,000 $2,832,890
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 1,150,000 $8,672
Citigroup Mortgage Loan Trust 2006-SHL1, Floating Rate Note, 11/25/46 (144A) 19,020,000 $2,087,270
Citigroup Mortgage Loan Trust 2010-4 REMICS, 5.0%, 10/25/35 (144A) 9,095,000 $2,730,434
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 6,105,345 $1,209,555
Citigroup Mortgage Loan Trust Series 2004-OPT1 Asset Backed Pass-Through Certifi, Floating Rate Note 2,140,000 $2,015,133
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $253,343
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 1,350,000 $1,364,799
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 950,000 $950,946
CLI Funding LLC, Floating Rate Note, 8/18/21 (144A) 7,250,000 $1,200,448
CNH Equipment Trust 2011-A, 2.04%, 10/17/16 565,000 $382,804
CNH Equipment Trust 2011-C, 1.19%, 12/15/16 1,460,621 $150,123
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,874,000 $1,875,935
CNH Equipment Trust 2013-C, 0.63%, 1/17/17 1,903,426 $733,774
CNH Wholesale Master Note Trust, Floating Rate Note, 8/15/19 (144A) 1,550,000 $1,554,191
CNL Commercial Mortgage Loan Trust 2002-1, Floating Rate Note, 10/25/28 (144A) 42,221,000 $1,403,548
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 3,600,000 $320,815
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 461,099 $457,918
Coca-Cola Enterprises, Inc., 2.125%, 9/15/15 551,000 $558,792
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 2,300,000 $2,251,201
Colony American Homes 2014-2, Floating Rate Note, 7/19/31 (144A) 2,100,000 $2,046,424
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 2,000,000 $2,040,252
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 5,095,000 $5,129,410
COMM 2005-C6 Mortgage Trust, Floating Rate Note, 6/10/44 6,607,413 $6,774,731
COMM 2005-C6 Mortgage Trust, Floating Rate Note, 6/10/44 2,675,000 $2,587,902
COMM 2007-FL14 Mortgage Trust, Floating Rate Note, 6/15/22 (144A) 9,355,000 $1,934,535
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/19/28 (144A) 500,000 $161,430
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 (144A) 1,597,000 $1,279,045
COMM 2014-KYO Mortgage Trust, Floating Rate Note, 6/11/27 (144A) 5,740,000 $5,740,675
COMM 2014-PAT Mortgage Trust, Floating Rate Note, 8/13/27 (144A) 2,722,000 $2,724,588
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 3,954,000 $3,956,306
COMM 2014-TWC Mortgage Trust, Floating Rate Note, 2/13/32 (144A) 6,150,000 $6,171,090
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 2,250,000 $933,877
Commercial Mortgage Trust 2005-GG3, Floating Rate Note, 8/10/42 3,300,000 $3,325,124
Commercial Mortgage Trust 2005-GG3, Floating Rate Note, 8/10/42 1,465,000 $149,943
Commercial Mortgage Trust 2005-GG5, Floating Rate Note, 4/10/37 6,995,000 $7,250,650
Commonwealth Bank of Australia, Floating Rate Note, 12/4/15 (144A) 1,800,000 $1,801,899
Commonwealth Bank of Australia, Floating Rate Note, 3/13/17 (144A) 2,000,000 $2,004,821
Commonwealth Bank of Australia, Floating Rate Note, 9/18/15 (144A) 1,575,000 $1,588,111
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 158,436 $158,040
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 237,654 $237,505
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $256,172
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $254,788
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 1,000,000 $1,021,626
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 494,924 $494,615
Connecticut State Health & Educational Facility Authority, Floating Rate Note, 7/1/33 5,775,000 $5,775,147
Conseco Financial Corp., 7.05%, 1/15/19 600,362 $6,780
ConvaTec, Inc., Dollar Term Loan, 12/22/16 696,876 $692,956
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA New York, Floating Rate Note, 10/23/15 2,500,000 $2,499,973
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA New York, Floating Rate Note, 3/18/16 1,575,000 $1,583,508
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 125,000 $12,920
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 5,000,000 $2,211,030
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/35 7,825,000 $298,788
Countrywide Asset-Backed Certificates, Floating Rate Note, 3/25/35 5,600,000 $1,641,881
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 5,000,000 $326,286
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,575,000 $511,151
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/33 (144A) 8,410,000 $184,314
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/33 (144A) 2,000,000 $43,565
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/47 20,293,000 $1,421,221
Countrywide Asset-Backed Certificates, Floating Rate Note, 9/23/35 750,000 $133,816
Covanta Energy Corp., Term Loan, 3/28/19 132,333 $132,333
Covidien International Finance SA, 1.35%, 5/29/15 3,875,000 $3,915,490
CPS Auto Receivables Trust 2013-B, 1.82%, 9/15/20 (144A) 731,000 $406,323
CPS Auto Receivables Trust 2014-A, 1.21%, 8/15/18 700,000 $545,546
CPS Auto Receivables Trust 2014-C, 1.31%, 2/15/19 (144A) 2,200,000 $2,142,269
CPS Auto Trust, 1.48%, 3/16/20 (144A) 1,060,000 $440,548
CPS Auto Trust, 1.82%, 12/16/19 (144A) 1,179,000 $445,526
Credit Acceptance Auto Loan Trust 2012-2, 1.52%, 3/16/20 (144A) 1,366,000 $1,220,234
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,000,000 $2,020,134
Credit Acceptance Auto Loan Trust 2013-1, 1.21%, 10/15/20 (144A) 1,000,000 $1,000,617
Credit-Based Asset Servicing and Securitization LLC, 4.52452%, 4/25/37 (Step) 7,500,000 $52,255
Credit Suisse Commercial Mortgage Trust Series 2006-C2, Floating Rate Note, 3/15/39 8,230,000 $5,914,833
Credit Suisse First Boston Mortgage Securities Corp., 4.686%, 7/15/37 5,510,000 $4,977,561
Credit Suisse First Boston Mortgage Securities Corp., 4.832%, 4/15/37 3,450,000 $3,469,046
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 9,446,500 $6,758,612
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 300,000 $11,757
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38 2,536,000 $1,062,359
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 26,125,000 $343,391
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 6,455,043 $4,870,104
Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 10/27/36 (144A) 2,010,000 $169,735
Credit Suisse Mortgage Capital Certificates REMICS, Floating Rate Note, 7/27/36 (144A) 7,712,000 $1,596,178
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 1,250,000 $1,255,990
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 1,183,187 $1,173,820
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 500,000 $495,000
Crusade Global Trust, Floating Rate Note, 11/15/37 10,000,000 $1,603,064
Crusade Global Trust, Floating Rate Note, 8/14/37 5,471,271 $558,236
Crusade Global Trust No 1 of 2007, Floating Rate Note, 4/19/38 13,583,244 $2,291,977
Csfb Flt% 25jul35 05-6-1a2 12,820,000 $1,461,937
CSMC Series 2014-ICE, Floating Rate Note, 4/15/27 (144A) 6,470,000 $6,472,302
CSMC Trust 2014-SURF, Floating Rate Note, 2/15/29 (144A) 2,400,000 $2,404,155
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 2,000,000 $1,158,802
CWABS Asset-Backed Certificates Trust 2005-1, Floating Rate Note, 2/25/33 1,113,000 $208,097
CWABS Asset-Backed Certificates Trust 2005-1, Floating Rate Note, 6/25/35 2,058,000 $123,478
CWABS Inc Asset-Backed Certificates Trust 2004-6, Floating Rate Note, 11/25/34 21,906,000 $691,847
CWABS Inc Asset-Backed Certificates Trust 2004-6, Floating Rate Note, 11/25/34 14,200,000 $727,580
CWABS Master Trust Series 2003-D Subtrust, Floating Rate Note, 6/15/29 28,190,000 $76,794
Daimler Finance North America LLC, 1.3%, 7/31/15 (144A) 5,100,000 $5,144,988
Daimler Finance North America LLC, 1.65%, 4/10/15 (144A) 2,131,000 $2,143,896
Daimler Finance North America LLC, Floating Rate Note, 3/10/17 (144A) 1,500,000 $1,502,659
Daimler Finance North America LLC, Floating Rate Note, 8/1/16 (144A) 1,500,000 $1,515,470
Daimler Finance North America LLC, Floating Rate Note, 8/1/17 (144A) 2,061,000 $2,061,256
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,582,050 $1,573,626
Dartmouth Zero% 31dec14 2,300,000 $2,277,000
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 475,050 $471,191
DEALERTRACK TECHNOLOGIES INC, Term Loan, 2/27/21 954,022 $942,295
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,460,000 $1,460,576
Dell Equipment Finance Trust 2014-1, 0.64%, 7/22/16 (144A) 800,000 $799,939
DELOS FINANCE SARL, Loan, 2/27/21 1,295,000 $1,290,306
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 736,875 $723,212
Delta Air Lines, Inc., Term Loan, 4/20/17 295,420 $293,810
Delta Funding Home Equity Loan Trust 1997-2, 7.04%, 6/25/27 1,000,000 $930
Deltek, Inc., Term Loan (First Lien), 10/10/18 296,231 $294,935
Devon Energy Corp., Floating Rate Note, 12/15/15 4,800,000 $4,819,575
DigitalGlobe, Inc., Term Loan, 1/31/20 877,267 $873,429
Direct Capital Funding V LLC, 1.673%, 12/20/17 (144A) 725,000 $147,646
Discover Card Execution Note Trust, 0.69%, 8/15/18 3,125,000 $3,125,530
Discover Card Execution Note Trust, 0.81%, 8/15/17 3,000,000 $3,005,076
Discover Card Execution Note Trust, 0.86%, 11/15/17 1,700,000 $1,704,669
Discover Card Execution Note Trust, Floating Rate Note, 1/16/18 1,345,000 $1,345,224
Discover Card Execution Note Trust, Floating Rate Note, 10/15/18 1,850,000 $1,850,361
Discover Card Execution Note Trust, Floating Rate Note, 3/15/18 6,550,000 $6,577,189
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 987,500 $948,412
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 1,350,000 $1,296,877
Duke Energy Corp., 3.35%, 4/1/15 2,600,000 $2,637,819
Duke Energy Corp., Floating Rate Note, 4/3/17 1,740,000 $1,746,689
Duke Energy Indiana, Inc., Floating Rate Note, 7/11/16 1,375,000 $1,377,864
Duke Energy Ohio, Inc., Floating Rate Note, 3/6/15 725,000 $725,591
Duke Energy Progress, Inc., Floating Rate Note, 3/6/17 1,275,000 $1,277,647
DynCorp International, Inc., Term Loan, 7/7/16 143,055 $142,912
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 455,769 $453,775
East Lane Re, Ltd., Floating Rate Note, 3/13/15 (Cat Bond) (144A) 1,000,000 $1,024,082
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $271,627
East Lane Re VI, Ltd., Floating Rate Note, 3/14/18 (Cat Bond) (144A) 2,000,000 $2,015,065
Eco Services Operations Llc 1st Lien Tl-B L + 3.75% 10oct21 1,400,000 $1,397,375
Electricite de France SA, Floating Rate Note, 1/20/17 (144A) 1,865,000 $1,870,868
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 2,400,000 $2,213,133
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/26/37 (144A) 5,000,000 $509,682
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 525,000 $538,178
Emdeon, Inc., Term B-2 Loan, 11/2/18 1,608,019 $1,596,294
Enbridge, Inc., Floating Rate Note, 10/1/16 1,650,000 $1,659,071
Encore Credit Receivables Trust 2005-3, Floating Rate Note, 10/25/35 3,600,000 $1,092,005
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 497,500 $492,525
Energy Transfer Partners LP, 5.95%, 2/1/15 2,830,000 $2,906,240
Entercom Radio LLC, Term B-2 Loan, 11/23/18 344,650 $344,650
Enterprise Fleet Financing LLC, 0.72%, 4/20/18 (144A) 4,500,000 $1,587,851
Enterprise Fleet Financing LLC, 0.87%, 9/20/19 2,000,000 $2,002,052
Enterprise Fleet Financing LLC, 0.93%, 4/20/18 (144A) 1,800,000 $1,804,139
Enterprise Products Operating LLC, 3.7%, 6/1/15 3,830,000 $3,952,421
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,252,335 $1,245,096
Epiq Systems, Inc., Term Loan, 8/27/20 470,250 $467,899
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 3,530,000 $3,487,636
EQTY 2014-INNS Mortgage Trust REMICS, Floating Rate Note, 5/8/31 (144A) 1,850,000 $1,831,980
Equity One Mortgage Pass-Through Trust 2004-3, Floating Rate Note, 7/25/34 14,189,000 $865,822
EquiVantage Home Equity Loan Trust 1997-1, 8.05%, 3/25/28 (Step) 1,500,000 $26,455
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 399,000 $395,010
Exeter Automobile Receivables Trust 2012-2, 1.3%, 6/15/17 (144A) 1,000,000 $145,796
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 1,000,000 $1,009,952
Exeter Automobile Receivables Trust 2014-2, 1.06%, 8/15/18 1,400,000 $1,134,670
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 30,217 $30,164
Express Scripts Holding Co., 2.1%, 2/12/15 5,323,000 $5,368,929
Express Scripts Holding Co., 2.75%, 11/21/14 5,655,000 $5,730,999
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 900,000 $899,468
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 800,000 $798,751
Exxon Mobil Corp., Floating Rate Note, 3/15/17 1,980,000 $1,981,185
Fannie Mae, 6.5%, 1/1/15 1,381,759 $318
Fannie Mae, 7.0%, 10/1/17 2,241,352 $7,003
Fannie Mae, Floating Rate Note, 1/1/48 175,000 $23,910
Fannie Mae, Floating Rate Note, 10/1/32 500,000 $27,266
Fannie Mae, Floating Rate Note, 11/1/23 970,000 $10,480
Fannie Mae, Floating Rate Note, 2/1/34 500,000 $24,190
Fannie Mae, Floating Rate Note, 9/1/32 375,000 $21,757
Fannie Mae Connecticut Avenue Securities, Floating Rate Note, 10/25/23 1,705,000 $1,453,846
Fannie Mae Connecticut Avenue Securities, Floating Rate Note, 5/25/24 3,560,000 $3,224,015
Fannie Mae Connecticut Avenue Securities, Floating Rate Note, 7/25/24 5,330,000 $4,951,278
Fannie Mae Trust 2003-W6, Floating Rate Note, 9/25/42 10,100,000 $854,223
Fannie Mae Trust 2005-W4, Floating Rate Note, 6/25/45 1,500,000 $239,008
Fannie Mae Whole Loan, Floating Rate Note, 11/25/46 12,390,000 $2,247,963
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 1,365,000 $1,371,825
Federal Farm Credit Banks, 0.39%, 4/25/16 2,133,000 $2,127,373
Federal Farm Credit Banks, Floating Rate Note, 1/20/15 1,490,000 $1,490,561
Federal Farm Credit Banks, Floating Rate Note, 1/26/15 4,000,000 $4,001,751
Federal Farm Credit Banks, Floating Rate Note, 10/26/15 2,560,000 $2,560,100
Federal Farm Credit Banks, Floating Rate Note, 12/15/14 3,000,000 $3,000,690
Federal Farm Credit Banks, Floating Rate Note, 3/23/15 18,770,000 $18,787,555
Federal Farm Credit Banks, Floating Rate Note, 3/4/15 1,360,000 $1,360,972
Federal Farm Credit Banks, Floating Rate Note, 3/9/15 2,200,000 $2,200,220
Federal Farm Credit Banks, Floating Rate Note, 9/18/15 2,540,000 $2,541,911
Federal Home Loan Banks, 2.9%, 4/20/17 4,130,000 $802,938
Federal Home Loan Mortgage Corp., Floating Rate Note, 1/15/35 5,669,000 $815,343
Federal Home Loan Mortgage Corp., Floating Rate Note, 10/1/23 1,890,000 $9,149
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/1/33 850,000 $15,491
Federal Home Loan Mortgage Corp., Floating Rate Note, 12/5/14 11,330,000 $11,332,107
Federal Home Loan Mortgage Corp., Floating Rate Note, 6/1/35 3,000,000 $7,759
Federal Home Loan Mortgage Corp., Floating Rate Note, 6/26/15 2,000,000 $2,000,745
Federal Home Loan Mortgage Corp., Floating Rate Note, 8/15/35 50,000,000 $5,347,915
Federal Home Loan Mortgage Corp. REMICS, 3.5%, 6/15/28 5,381,000 $721,346
Federal Home Loan Mortgage Corp. REMICS, 4.0%, 1/15/24 1,801,000 $65,124
Federal Home Loan Mortgage Corp. REMICS, 4.0%, 11/15/23 95,000 $73,260
Federal Home Loan Mortgage Corp. REMICS, 4.0%, 12/15/22 4,041,000 $41,750
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 2,168,000 $106,128
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/33 41,500,000 $586,370
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/36 1,837,000 $393,219
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/37 63,238,000 $4,121,779
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/20 1,400,000 $144,062
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/31 1,750,000 $110,211
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/37 18,287,000 $1,413,570
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/37 9,195,000 $741,469
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/18 7,142,857 $84,590
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/31 20,187,077 $148,667
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/33 2,550,000 $333,070
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/35 850,000 $195,435
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 5,342,000 $1,030,133
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 2,850,000 $516,216
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/40 1,265,000 $635,159
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/20 1,000,000 $166,942
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/28 56,250,000 $506,336
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 2,500,000 $9,295
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 11,201,000 $918,678
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 9,063,000 $758,194
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 1,700,000 $33,979
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 15,400,000 $256,777
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/36 17,426,100 $1,437,858
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/39 2,334,000 $1,005,416
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/41 1,000,000 $686,603
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/19 4,675,000 $353,426
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/25 2,142,856 $480,645
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/29 23,100,000 $285,581
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/30 2,056,750 $971,175
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/33 49,250,000 $699,647
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/33 15,000,000 $459,008
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/36 5,000,000 $423,968
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/36 4,291,000 $809,082
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/37 23,400,000 $1,480,662
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/39 1,251,000 $672,733
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/24 6,200,000 $1,576,423
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32 22,000,000 $206,045
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32 122,751,000 $1,140,985
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32 64,920,000 $801,970
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/36 5,000,000 $1,187,943
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/39 1,000,000 $291,802
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/41 13,046,000 $3,121,505
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 4/15/35 1,775,000 $400,133
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 4/15/36 3,463,000 $721,720
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/29 15,000,000 $140,589
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/33 2,000,000 $251,677
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/35 3,925,000 $887,125
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/35 10,200,000 $744,418
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/36 7,791,000 $581,266
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/37 3,000,000 $281,820
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/37 5,000,000 $368,003
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/41 340,000 $114,315
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/23 6,500,000 $124,117
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/33 10,000,000 $582,331
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/36 5,835,000 $636,476
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/36 52,250,000 $2,315,096
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/38 4,056,000 $973,311
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/21 17,312,039 $273,710
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/23 2,924,000 $672,134
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/34 5,000,000 $663,479
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36 5,000,000 $1,020,280
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36 1,200,000 $52,370
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36 15,317,285 $1,251,657
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/40 2,570,000 $585,689
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/26 1,330,000 $506,981
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/35 5,000,000 $930,260
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/35 2,185,000 $452,064
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/36 17,556,000 $976,441
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/26 1,427,500 $863,122
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/32 10,000,000 $222,773
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/36 3,470,000 $340,384
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/36 3,320,000 $414,279
Federal National Mortgage Association, 0.75%, 8/16/17 (Step) 1,415,000 $1,417,464
Federal National Mortgage Association, Floating Rate Note, 1/20/15 760,000 $760,186
Federal National Mortgage Association, Floating Rate Note, 1/27/15 2,135,000 $2,136,266
Federal National Mortgage Association, Floating Rate Note, 11/21/14 1,650,000 $1,651,847
Federal National Mortgage Association, Floating Rate Note, 12/15/14 1,400,000 $1,401,305
Federal National Mortgage Association, Floating Rate Note, 12/25/33 25,758,805 $7,640,213
Federal National Mortgage Association, Floating Rate Note, 2/25/38 50,000,000 $15,472,756
Federal National Mortgage Association, Floating Rate Note, 3/25/18 30,543,000 $969,256
Federal National Mortgage Association, Floating Rate Note, 4/25/35 750,000 $142,857
Federal National Mortgage Association, Floating Rate Note, 8/26/16 6,085,000 $6,088,886
Federal National Mortgage Association REMICS, 4.0%, 6/25/37 3,650,000 $165,088
Federal National Mortgage Association REMICS, 4.5%, 1/25/39 820,000 $61,270
Federal National Mortgage Association REMICS, 6.0%, 3/25/35 1,000,000 $27,374
Federal National Mortgage Association REMICS, Floating Rate Note, 1/18/32 16,977,308 $262,348
Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/32 30,000,000 $431,415
Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/33 13,036,000 $476,847
Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/33 5,000,000 $165,010
Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/40 5,000,000 $406,776
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/35 6,475,000 $672,022
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/35 625,000 $30,471
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/36 71,456,000 $2,700,911
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/37 2,400,000 $680,150
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/37 1,030,000 $138,636
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/38 6,344,000 $717,894
Federal National Mortgage Association REMICS, Floating Rate Note, 10/27/37 2,382,000 $2,378,130
Federal National Mortgage Association REMICS, Floating Rate Note, 11/18/32 105,671,000 $2,052,064
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/31 50,000,000 $478,664
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/31 44,000,000 $421,224
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/33 10,000,000 $812,962
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/34 9,662,000 $751,049
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/36 1,625,000 $361,555
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/23 13,749,086 $114,718
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/23 5,000,000 $364,122
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/30 20,000,000 $97,972
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/31 30,500,000 $1,245,866
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/32 14,000,000 $431,982
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/35 3,750,000 $402,357
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/36 4,800,000 $289,777
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/37 21,428,000 $751,553
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/38 400,000 $263,258
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/49 2,000,000 $290,250
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/17 14,970,453 $9,510
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/33 16,918,890 $845,033
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/33 10,610,000 $392,687
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/35 2,497,000 $801,249
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/37 5,150,000 $534,848
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/37 20,692,000 $927,784
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/38 2,184,000 $621,349
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/38 4,400,000 $299,881
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/23 17,080,403 $171,082
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/24 14,460,650 $583,126
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/28 24,210,000 $321,576
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/34 20,624,640 $1,321,775
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/36 700,000 $116,135
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37 30,888,000 $795,942
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37 2,300,000 $257,514
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37 3,413,000 $506,919
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/25 540,000 $100,708
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/32 35,072,000 $2,136,181
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/33 36,000,000 $1,087,153
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/42 642,857 $472,014
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/33 15,932,000 $428,338
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/36 13,100,000 $1,557,283
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/36 23,900,354 $820,071
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/37 32,172,000 $1,252,224
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40 8,500,000 $1,428,975
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40 2,619,152 $1,205,394
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40 500,000 $294,154
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/23 3,460,000 $223,495
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/36 8,454,822 $902,431
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 632,250 $81,602
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 900,000 $109,199
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 3,590,000 $365,453
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 7,474,000 $993,501
Federal National Mortgage Association REMICS, Floating Rate Note, 7/18/27 10,000,000 $40,092
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/31 50,000,000 $321,622
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/31 48,885,770 $463,258
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/32 15,000,000 $211,701
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/34 7,443,000 $520,409
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/34 2,860,000 $168,677
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/35 9,145,238 $2,082,812
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/35 23,056,000 $2,831,535
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/36 2,000,000 $292,934
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/37 1,942,360 $304,777
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/31 17,600,000 $220,662
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/32 5,000,000 $92,954
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/32 15,000,000 $318,900
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/33 485,000 $18,794
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/36 4,450,000 $274,767
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/20 13,700,000 $37,171
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/21 8,269,375 $80,082
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/32 20,000,000 $389,892
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/32 19,400,000 $195,876
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/33 19,984,406 $2,265,085
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/36 13,053,000 $873,413
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 7,400,000 $824,167
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 9,159,000 $396,699
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 3,173,000 $427,781
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 1,915,000 $248,498
Fieldstone Mortgage Investment Trust Series 2005-1, Floating Rate Note, 3/25/35 1,457,000 $573,481
Fieldwood Energy LLC, Closing Date Loan, 9/25/18 2,675,368 $2,622,418
Fifth Third Auto 2013-1, 0.59%, 3/15/16 100,000 $32,058
Fifth Third Auto Trust 2014-3, Floating Rate Note, 5/15/17 1,700,000 $1,700,054
Fifth Third Bancorp, Floating Rate Note, 12/20/16 1,727,000 $1,720,981
Fifth Third Bank Cincinnati Ohio, 4.75%, 2/1/15 3,500,000 $3,576,787
Fifth Third Bank Cincinnati Ohio, Floating Rate Note, 11/18/16 1,800,000 $1,811,214
Fifth Third Bank Cincinnati Ohio, Floating Rate Note, 2/26/16 3,330,000 $3,341,766
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 1,861,072 $24,965
First Franklin Mortgage Loan Trust 2005-FFH3, Floating Rate Note, 9/25/35 4,351,000 $2,181,908
First Franklin Mortgage Loan Trust Series 2005-FF12, Floating Rate Note, 11/25/36 1,750,000 $277,782
First Horizon Mortgage Pass-Through Trust 2003-AR3, Floating Rate Note, 9/25/33 13,000,000 $910,441
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 100,000 $26,248
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 4,251,000 $2,409,757
First Investors Auto Owner Trust 2013-3, 0.89%, 9/15/17 (144A) 220,000 $122,611
First Investors Auto Owner Trust 2014-2, 0.86%, 8/15/18 (144A) 2,100,000 $2,101,378
Firstmac Mortgage Funding Trust Series 1A-2014, Floating Rate Note, 6/26/15 (144A) 2,500,000 $2,500,452
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 369,713 $125,610
Flagstar Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/18 (144A) 15,500,000 $1,228,829
Fly Funding II Sarl, Loan, 8/8/18 1,587,542 $1,588,161
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 1,473,841 $1,440,416
FNA 2013-1 Trust, 1.98%, 1/10/18 2,199,000 $735,794
Foothill CLO, Ltd., Floating Rate Note, 2/22/21 (144A) 2,250,000 $1,391,287
Ford Credit Auto Lease Trust 2013-B, Floating Rate Note, 1/15/16 150,000 $102,226
Ford Credit Auto Lease Trust 2014-B, Floating Rate Note, 3/15/17 2,150,000 $2,150,456
Ford Credit Auto Owner Trust, 1.35%, 12/15/16 200,000 $96,463
Ford Credit Auto Owner Trust 2011-A, 1.65%, 5/15/16 1,870,000 $326,097
Ford Credit Auto Owner Trust 2013-C, 0.55%, 4/15/16 1,480,000 $295,781
Ford Credit Auto Owner Trust 2014-A, 0.48%, 11/15/16 1,827,000 $1,135,753
Ford Credit Floorplan Master Owner Trust A, Floating Rate Note, 1/15/18 350,000 $350,460
Ford Credit Floorplan Master Owner Trust A, Floating Rate Note, 2/15/19 900,000 $901,423
Fore CLO, Ltd., Floating Rate Note, 7/20/19 (144A) 1,250,000 $278,251
Foresight Energy LLC, Term Loan, 8/21/20 221,862 $223,526
Fosse Master Issuer Plc, Floating Rate Note, 10/19/54 (144A) 1,000,000 $700,215
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 2,550,000 $2,602,531
Four Corners CLO II, Ltd., Floating Rate Note, 1/26/20 (144A) 553,000 $528,773
Four Seasons Holdings, Inc., Term Loan (First Lien) 2013, 6/27/20 495,000 $490,669
Franklin Resources, Inc., 3.125%, 5/20/15 2,150,000 $2,210,819
Freddie Mac Strips, Floating Rate Note, 12/15/36 10,968,000 $719,379
Freddie Mac Strips, Floating Rate Note, 8/15/36 10,000,000 $539,330
Freddie Mac Strips, Floating Rate Note, 8/15/36 43,230,336 $2,335,503
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 10/25/24 2,480,000 $2,480,827
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 11/27/23 2,250,000 $1,857,886
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 2/25/24 1,555,000 $1,453,654
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 5,000,000 $4,935,442
Fremont Home Loan Trust 2005-B, Floating Rate Note, 4/25/35 2,750,000 $668,587
Fresenius US Finance I, Inc., Tranche B Term Loan, 8/7/19 1,485,000 $1,478,194
Gale Force 3 Clo, Ltd., Floating Rate Note, 4/19/21 (144A) 1,200,000 $740,216
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,500,000 $1,573,092
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 319,350 $312,564
Garda World Security Corp., Term B Loan, 11/1/20 1,248,370 $1,221,842
Gardner Denver, Inc., Initial Dollar Term Loan, 7/30/20 396,000 $390,665
Gator Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,000,000 $2,062,512
GE Business Loan Trust 2003-1, Floating Rate Note, 4/15/31 (144A) 20,374,890 $1,008,938
GE Business Loan Trust 2003-2 REMICS, Floating Rate Note, 11/15/31 (144A) 10,000,000 $1,075,378
GE Business Loan Trust 2004-1, Floating Rate Note, 5/15/32 (144A) 7,667,511 $703,138
GE Business Loan Trust 2004-2, Floating Rate Note, 12/15/32 (144A) 8,066,438 $1,292,928
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 4,489,882 $2,308,514
GE Business Loan Trust 2006-2, Floating Rate Note, 11/15/34 (144A) 6,967,382 $2,706,305
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 4,787,273 $2,022,807
GE Capital Commercial Mortgage Corp., Floating Rate Note, 6/10/48 4,205,000 $3,015,103
GE Capital Commercial Mortgage Corp., Floating Rate Note, 7/10/45 1,700,000 $1,733,458
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 888,000 $889,114
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/19 2,700,000 $2,700,501
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 2/21/17 350,000 $350,449
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 4/20/18 1,190,000 $1,193,573
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 6/20/17 500,000 $500,189
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 6/20/17 2,000,000 $2,001,129
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 7/22/19 2,670,000 $2,667,557
GE Equipment Small Ticket LLC Series 2013-1, 0.73%, 1/25/16 (144A) 800,000 $449,293
GE Equipment Small Ticket LLC Series 2014-1, 0.59%, 8/24/16 1,900,000 $1,902,150
GE Equipment Transportation LLC Series 2013-1, 0.5%, 11/24/15 570,000 $89,184
GE Equipment Transportation LLC Series 2013-2, 0.61%, 6/24/16 1,520,000 $1,081,764
General Electric Capital Corp., 1.625%, 7/2/15 1,000,000 $1,014,044
General Electric Capital Corp., 3.75%, 11/14/14 510,000 $519,306
General Electric Capital Corp., Floating Rate Note, 1/14/16 1,865,000 $1,867,896
General Electric Capital Corp., Floating Rate Note, 1/8/16 3,300,000 $3,320,846
General Electric Capital Corp., Floating Rate Note, 5/11/16 1,000,000 $1,001,033
General Electric Capital Corp., Floating Rate Note, 5/15/17 2,000,000 $2,003,224
General Electric Capital Corp., Floating Rate Note, 7/10/15 690,000 $692,088
General Electric Capital Corp., Floating Rate Note, 7/12/16 1,001,000 $1,009,556
General Electric Capital Corp., Floating Rate Note, 7/2/15 2,793,000 $2,815,211
General Electric Capital Corp., Floating Rate Note, 8/1/17 500,000 $500,954
General Mills, Inc., Floating Rate Note, 1/28/16 1,895,000 $1,895,125
General Mills, Inc., Floating Rate Note, 1/29/16 1,765,000 $1,766,813
Genpact International, Inc., Term Loan, 8/30/19 982,563 $980,106
Georgia Power Co., Floating Rate Note, 3/15/16 1,090,000 $1,089,779
Georgia Power Co., Floating Rate Note, 8/15/16 1,000,000 $1,001,372
Getty Images, Inc., Initial Term Loan, 10/18/19 113,863 $107,494
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 3,200,000 $2,849,333
Glencore Funding LLC, Floating Rate Note, 5/27/16 (144A) 1,800,000 $1,814,668
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 27,237 $27,305
Global Container Assets 2013-1, Ltd., 2.2%, 11/5/28 (144A) 1,750,000 $1,227,686
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 2,691,322 $819,300
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 29,975,000 $2,819,112
GMAC Commercial Mortgage Securities Inc Series 2004-C2 Trust, Floating Rate Note, 8/10/38 5,341,000 $42,949
GMAC Commercial Mortgage Securities Inc Series 2005-C1 Trust, 4.697%, 5/10/43 3,547,000 $3,597,042
GMAC Commercial Mortgage Securities Inc Series 2006-C1 Trust, Floating Rate Note, 11/10/45 8,250,000 $5,262,864
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 5,300,000 $4,462,172
Golden Credit Card Trust, Floating Rate Note, 2/15/18 (144A) 1,300,000 $1,299,737
Golden State Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 750,000 $755,869
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,700,000 $3,697,040
Government National Mortgage Association, 4.0%, 7/20/34 31,635,000 $1,307,595
Government National Mortgage Association, 4.5%, 11/20/34 1,100,000 $15,410
Government National Mortgage Association, Floating Rate Note, 1/16/33 26,309,521 $1,032,075
Government National Mortgage Association, Floating Rate Note, 1/16/35 11,437,000 $1,251,262
Government National Mortgage Association, Floating Rate Note, 1/20/33 10,000,000 $59,764
Government National Mortgage Association, Floating Rate Note, 10/16/39 2,500,000 $400,077
Government National Mortgage Association, Floating Rate Note, 10/20/38 3,000,000 $1,060,660
Government National Mortgage Association, Floating Rate Note, 2/20/35 8,941,000 $1,206,993
Government National Mortgage Association, Floating Rate Note, 4/16/29 50,000,000 $572,820
Government National Mortgage Association, Floating Rate Note, 4/16/32 13,425,000 $250,768
Government National Mortgage Association, Floating Rate Note, 5/16/38 8,761,000 $671,841
Government National Mortgage Association, Floating Rate Note, 6/16/31 14,000,000 $253,350
Government National Mortgage Association, Floating Rate Note, 8/16/39 2,960,000 $531,910
Government National Mortgage Association, Floating Rate Note, 8/20/35 3,497,364 $406,062
Government National Mortgage Association, Floating Rate Note, 8/20/38 4,585,000 $470,388
Government National Mortgage Association, Floating Rate Note, 9/16/31 34,344,532 $712,508
Government National Mortgage Association II, Floating Rate Note, 1/20/22 1,000,000 $13,457
GP Portfolio Trust 2014-GGP, Floating Rate Note, 2/16/27 (144A) 3,350,000 $3,356,604
Gracechurch Card Funding Plc, Floating Rate Note, 2/15/17 (144A) 3,605,000 $3,611,287
Gracechurch Card Funding Plc, Floating Rate Note, 5/15/19 (144A) 1,300,000 $1,313,509
Gracechurch Card Funding Plc, Floating Rate Note, 6/15/17 (144A) 2,200,000 $2,205,850
Gracechurch Mortgage Financing Plc, Floating Rate Note, 11/20/56 (144A) 2,500,000 $1,751,796
Gray Television Inc. 1st Lien Tl L + 3% 10jun21 1,123,063 $1,113,002
GreenPoint Mortgage Funding Trust 2005-HE1, Floating Rate Note, 9/25/34 1,357,437 $655,583
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 522,375 $516,261
GSAA Home Equity Trust 2004-11, Floating Rate Note, 12/25/34 5,735,000 $308,644
GSAA Home Equity Trust 2004-6, Floating Rate Note, 6/25/34 52,357,062 $1,414,895
GSAA Home Equity Trust 2004-8, Floating Rate Note, 9/25/34 7,860,000 $263,038
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,339,000 $598,971
GSAA Trust, Floating Rate Note, 6/25/35 6,300,000 $1,800,010
GSAMP Trust 2004-SEA2, Floating Rate Note, 3/25/34 4,798,600 $3,829,752
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,414,212 $483,449
GSAMP Trust 2006-SD1, Floating Rate Note, 12/25/45 18,098,000 $2,033,096
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 25,142,877 $2,169,362
GS Mortgage Securities Trust 2006-GG6 REMICS, Floating Rate Note, 4/10/38 3,550,000 $3,700,234
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 1,690,000 $1,695,457
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 1,500,000 $101,388
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 1,826,298 $1,123,268
GSRPM Mortgage Loan Trust 2006-1, Floating Rate Note, 3/25/35 (144A) 7,593,737 $1,084,728
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,483,897 $774,847
Gszfp Cp Zero% 04nov14 Usd 1,150,000 $1,149,989
Gszfp Cp Zero% 10nov14 Usd 4,400,000 $4,399,880
Halyard Health Inc 1st Lien Tl-B L + 3.25% 16sep21 1,000,000 $1,002,190
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 16,013,000 $708,406
HarborView Mortgage Loan Trust 2004-4, Floating Rate Note, 6/19/34 25,700,000 $249,874
Harch CLO III, Ltd., Floating Rate Note, 4/17/20 (144A) 500,000 $487,528
Harley-Davidson Motorcycle Trust 2011-2, 1.11%, 9/15/16 300,000 $13,405
Harley-Davidson Motorcycle Trust 2012-1, 0.68%, 4/17/17 2,600,000 $1,067,889
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 400,000 $83,299
Hertz Fleet Lease Funding LP, Floating Rate Note, 12/10/27 (144A) 500,000 $501,536
Hertz Fleet Lease Funding LP, Floating Rate Note, 12/10/27 (144A) 1,000,000 $1,001,973
Hertz Fleet Lease Funding LP, Floating Rate Note, 4/10/28 (144A) 1,100,000 $1,100,750
Hewett's Island CDO, Ltd., Floating Rate Note, 6/9/19 (144A) 1,000,000 $1,001,676
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 2,475,000 $2,478,091
Hilton Worldwide Finance LLC, Initial Term Loan, 9/23/20 1,026,316 $1,017,657
HJ Heinz Co., Term B-2 Loan, 6/5/20 1,580,000 $1,572,100
HLSS Servicer Advance Receivables Backed Notes Series 2013-T2, 1.1472%, 5/16/44 (144A) 4,240,000 $4,238,346
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 3,750,000 $3,753,198
HLSS Servicer Advance Receivables Trust, 1.4953%, 1/16/46 (144A) 5,600,000 $5,588,042
Holmes Master Issuer Plc, Floating Rate Note, 10/15/54 (144A) 1,676,000 $985,254
Holmes Master Issuer Plc, Floating Rate Note, 10/15/54 (144A) 2,500,000 $1,177,876
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 910,851 $905,808
HomeBanc Mortgage Trust 2005-2, Floating Rate Note, 5/25/25 45,670,847 $1,766,812
Home Equity Asset Trust 2005-6, Floating Rate Note, 12/25/35 3,404,000 $3,204,130
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 3,870,000 $2,065,534
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 1,250,000 $356,163
Home Equity Asset Trust 2006-8, Floating Rate Note, 3/25/37 6,984,978 $2,087,683
Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2005-C, Floating Rate Note, 10/25/35 4,000,000 $15,253
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 11,300,000 $1,387,643
Homestar Mortgage Acceptance Corp., Floating Rate Note, 3/25/34 75,117,000 $4,362,605
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 11,977,997 $1,057,439
Homestar Mortgage Acceptance Corp., Floating Rate Note, 7/25/34 19,310,000 $1,787,377
Honda Auto Receivables 2012-2 Owner Trust, 0.7%, 2/16/16 1,200,000 $396,437
Honda Auto Receivables 2012-4 Owner Trust, 0.52%, 8/18/16 5,000,000 $3,378,241
Honda Auto Receivables 2013-1 Owner Trust, 0.48%, 11/21/16 390,000 $328,654
Honda Auto Receivables 2013-2 Owner Trust, 0.53%, 2/16/17 959,000 $959,859
Honda Auto Receivables 2014-1 Owner Trust, 0.41%, 9/21/16 2,715,000 $2,715,659
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 2,777,000 $1,261,396
HSBC Bank Middle East, Ltd., 3.0%, 10/21/15 1,000,000 $1,016,817
HSBC Bank Plc, 3.5%, 6/28/15 (144A) 2,500,000 $2,578,693
HSBC Home Equity Loan Trust USA 2006-2, Floating Rate Note, 3/20/36 545,000 $84,814
HSBC Home Equity Loan Trust USA 2006-3, Floating Rate Note, 3/20/36 7,738,000 $6,880,401
HSBC Home Equity Loan Trust USA 2006-4, Floating Rate Note, 3/20/36 1,061,000 $914,657
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 13,800,000 $3,424,451
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 100,000 $51,382
HSBC USA, Inc., 2.375%, 2/13/15 7,764,000 $7,846,988
HSI Asset Securitization Corp Trust 2006-OPT1, Floating Rate Note, 12/25/35 1,369,377 $443,344
Huntsman International LLC, 2014-1 Incremental Term Loan, 9/30/21 1,000,000 $991,863
Hyperion Insurance Group, Ltd., Term Loan, 10/4/19 967,688 $966,478
Hyundai Auto Lease Securitization Trust 2012-A, 0.92%, 8/17/15 (144A) 1,000,000 $85,854
Hyundai Auto Receivables Trust 2012-A, 0.95%, 12/15/16 3,878,000 $3,888,712
Hyundai Auto Receivables Trust 2014-B, 0.44%, 2/15/17 99,000 $98,980
Hyundai Capital Auto Funding VIII, Ltd., Floating Rate Note, 9/20/16 (144A) 5,954,000 $525,098
Hyundai Capital Services, Inc., Floating Rate Note, 3/18/17 (144A) 1,950,000 $1,955,197
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 488,763 $489,221
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 600,000 $616,081
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 1,000,000 $1,046,625
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 2,250,000 $2,330,825
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 1,250,000 $1,299,896
Immucor, Inc., Term B-2 Loan, 8/19/18 218,308 $218,353
Impac CMB Trust Series 2003-8, Floating Rate Note, 10/25/33 8,000,000 $490,435
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 42,840,193 $1,800,956
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 49,152,075 $2,065,647
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 27,915,000 $1,596,741
Impac CMB Trust Series 2004-5, Floating Rate Note, 8/25/34 9,850,000 $571,009
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,071,000 $488,984
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 34,014,000 $2,222,191
Impac CMB Trust Series 2004-8, Floating Rate Note, 8/25/34 3,500,000 $446,095
Impac CMB Trust Series 2004-8, Floating Rate Note, 8/25/34 2,122,000 $256,105
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 19,075,000 $1,279,873
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 30,931,007 $782,166
Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36 6,501,000 $2,196,494
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 4,987,000 $1,285,908
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 3,800,000 $824,775
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 521,732 $518,472
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 213,503 $213,770
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 66,299 $65,691
Invitation Homes 2013-SFR1 Trust, Floating Rate Note, 12/19/30 (144A) 1,800,000 $1,756,847
Invitation Homes 2014-SFR2 Trust, Floating Rate Note, 9/18/31 (144A) 2,100,000 $2,081,267
Inwood Park CDO, Ltd., Floating Rate Note, 1/20/21 (144A) 3,500,000 $1,041,314
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 7,545,000 $1,884,670
Irwin Whole Loan Home Equity Trust 2005-B, Floating Rate Note, 12/25/29 6,125,000 $3,399,648
IXIS Real Estate Capital Trust 2005-HE4, Floating Rate Note, 2/25/36 3,493,986 $601,898
Jackson National Life Global Funding, Floating Rate Note, 9/30/15 (144A) 2,000,000 $2,005,025
Jarden Corp., Tranche B1 Term Loan, 9/30/20 990,000 $988,268
JBS USA LLC, Initial Term Loan, 5/25/18 874,626 $864,218
JLL, Initial Dollar Term Loan, 1/23/21 304,238 $296,414
JMC Steel Group, Inc., Term Loan, 4/1/17 358,473 $354,365
John Deere Capital Corp., Floating Rate Note, 10/11/16 1,500,000 $1,504,503
John Deere Capital Corp., Floating Rate Note, 12/10/15 1,800,000 $1,802,512
JOHN DEERE CAPITAL Corp., Floating Rate Note, 2/25/16 2,883,000 $2,885,892
John Deere Owner Trust 2013-B, 0.55%, 1/15/16 100,000 $37,315
JPMorgan Chase & Co., 1.1%, 10/15/15 1,528,000 $1,535,566
JPMorgan Chase & Co., Floating Rate Note, 10/15/15 2,000,000 $2,011,375
JPMorgan Chase & Co., Floating Rate Note, 2/15/17 2,000,000 $2,009,148
JPMorgan Chase & Co., Floating Rate Note, 2/26/16 1,800,000 $1,808,784
JP Morgan Chase Commercial Mortgage Securities Trust 2002-CIBC4, Floating Rate Note, 5/12/34 257,000 $148,675
JP Morgan Chase Commercial Mortgage Securities Trust 2004-C3, 4.878%, 1/15/42 3,500,000 $1,835,672
JP Morgan Chase Commercial Mortgage Securities Trust 2004-LN2, Floating Rate Note, 7/15/41 2,030,626 $224,539
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC11, Floating Rate Note, 8/12/37 5,345,000 $3,741,258
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1 REMICS, Floating Rate Note, 3/15/46 3,110,000 $1,057,133
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2, 4.78%, 7/15/42 3,770,000 $3,845,669
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2 REMICS, 4.738%, 7/15/42 3,175,000 $3,225,023
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3, Floating Rate Note, 8/15/42 2,670,000 $2,734,932
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3 REMICS, Floating Rate Note, 8/15/42 8,585,000 $7,545,655
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 3,950,000 $4,036,114
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5, Floating Rate Note, 12/15/44 6,310,000 $6,508,454
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17, 5.45%, 12/12/43 48,000 $8,106
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 500,000 $161,518
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 8,570,000 $1,782,440
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 200,000 $77,286
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC19, Floating Rate Note, 2/12/49 475,000 $127,118
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11, Floating Rate Note, 6/15/49 120,000 $1,768
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,466,000 $1,480,789
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 1,200,000 $1,200,495
JP Morgan Chase Commercial Mortgage Securities Trust 2013-JWRZ, Floating Rate Note, 4/15/30 (144A) 4,975,000 $4,970,974
JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, Floating Rate Note, 4/15/27 (144A) 5,600,000 $5,595,781
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,280,000 $4,280,000
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU, Floating Rate Note, 12/15/28 (144A) 2,910,000 $2,907,539
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FBLU REMICS, Floating Rate Note, 12/15/28 3,510,000 $3,506,199
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4, Floating Rate Note, 12/16/30 (144A) 1,500,000 $1,500,841
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 3,750,000 $3,746,114
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 3,500,000 $3,488,412
JP Morgan Chase Commercial Mortgage Securities Trust 2014-PHH, Floating Rate Note, 8/15/27 (144A) 3,770,000 $3,785,711
JP Morgan Mortgage Acquisition Corp 2005-FRE1, Floating Rate Note, 10/25/35 19,316,000 $1,128,580
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 3,004,334 $844,706
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 12,490,305 $1,468,643
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,119,000 $819,497
Kane Flt% 12jun15 2,000,000 $1,854,400
Kane Flt% 14jul15 1,528,080 $1,470,624
Kane Flt% 30jul16 1,006,000 $1,074,509
KeyBank NA Cleveland Ohio, Floating Rate Note, 11/25/16 1,800,000 $1,807,618
KeyCorp, 3.75%, 8/13/15 2,650,000 $2,734,267
KeyCorp Student Loan Trust 2004-A, Floating Rate Note, 10/28/41 500,000 $104,809
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,000,000 $1,018,275
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 2,300,000 $2,386,458
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 715,969 $709,704
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 588,270 $584,961
Kizuna II Re, Ltd., Floating Rate Note, 4/6/18 (Cat Bond) (144A) 1,800,000 $1,825,448
KKR Financial CLO 2007-1, Ltd., Floating Rate Note, 5/15/21 (144A) 650,000 $646,914
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 688,849 $689,710
Kubota Credit Owner Trust 2014-1, 0.58%, 2/15/17 800,000 $799,858
Lanark Master Issuer Plc, Floating Rate Note, 12/22/54 (144A) 1,250,000 $1,212,132
Lanark Master Issuer Plc, Floating Rate Note, 12/22/54 (144A) 2,000,000 $1,658,658
Landry's, Inc., B Term Loan, 4/24/18 398,477 $397,855
Language Line LLC, Tranche B Term Loan, 6/20/16 873,919 $873,008
Las Vegas Sands LLC, Term B Loan, 12/19/20 436,700 $435,608
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,000,000 $116,370
LB-UBS Commercial Mortgage Trust 2005-C2 REMICS, Floating Rate Note, 4/15/30 4,785,000 $4,875,009
LB-UBS Commercial Mortgage Trust 2005-C3, 4.739%, 7/15/30 4,490,000 $2,698,937
LB-UBS Commercial Mortgage Trust 2005-C5, 4.954%, 9/15/30 7,250,000 $4,990,625
LB-UBS Commercial Mortgage Trust 2005-C7 REMICS, Floating Rate Note, 11/15/30 (144A) 8,161,979 $7,656,651
LB-UBS Commercial Mortgage Trust 2006-C1 REMICS, 5.156%, 2/15/31 5,465,000 $5,547,027
LB-UBS Commercial Mortgage Trust 2008-C1, Floating Rate Note, 4/15/41 414,000 $172,665
LEAF Receivables Funding 9 LLC, 0.88%, 11/15/15 (144A) 1,500,000 $920,829
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 6,250,000 $897,665
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 6,464,393 $1,155,908
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 17,333,137 $2,765,689
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 10,120,098 $1,790,701
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,405,200 $1,168,705
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 2,211,066 $1,719,154
Lehman XS Trust Series 2005-2, Floating Rate Note, 8/25/35 40,616,000 $2,779,685
Level 3 Financing Inc 1st Lien Tl-B5 L + 3.5% 31jan22 1,000,000 $1,004,688
LifePoint Hospitals, Inc., Incremental Term Loan B, 7/24/17 342,404 $342,689
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 770,220 $761,067
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 493,750 $478,629
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,000,000 $1,077,000
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 1,550,000 $1,598,825
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 2,000,000 $2,067,080
Loudoun County Economic Development Authority, Floating Rate Note, 2/15/38 10,000,000 $10,000,255
Louisiana Public Facilities Authority, Floating Rate Note, 4/26/27 1,250,000 $1,066,562
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 1,000,000 $406,171
MALLINCKRODT INTERNATIONAL FINANCE SA, Initial Term B Loan, 3/6/21 970,125 $962,416
Manufacturers & Traders Trust Co., Floating Rate Note, 1/30/17 1,900,000 $1,902,411
Manufacturers & Traders Trust Co., Floating Rate Note, 7/25/17 2,400,000 $2,400,923
Marathon Oil Corp., 0.9%, 11/1/15 709,000 $712,851
MassMutual Global Funding II, Floating Rate Note, 12/11/15 (144A) 1,750,000 $1,752,626
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,650,000 $766,356
MASTR Adjustable Rate Mortgages Trust 2004-11, Floating Rate Note, 11/25/34 5,400,000 $1,705,500
MASTR Alternative Loan Trust 2005-1, Floating Rate Note, 2/25/35 21,274,000 $1,917,513
Mastr Asset Backed Securities Trust 2004-HE1, Floating Rate Note, 9/25/34 1,570,000 $73,111
Mastr Asset Backed Securities Trust 2005-FRE1, Floating Rate Note, 10/25/35 1,400,000 $52,307
Mastr Asset Backed Securities Trust 2006-AB1 REMICS, Floating Rate Note, 2/25/36 12,307,204 $2,176,899
Mastr Asset Backed Securities Trust 2006-NC1, Floating Rate Note, 1/25/36 23,055,603 $3,089,486
MASTR Asset Securitization Trust 2003-6, Floating Rate Note, 7/25/18 7,302,000 $218,479
Mastr Specialized Loan Trust, Floating Rate Note, 1/25/36 (144A) 21,217,354 $1,740,793
MCC Iowa LLC, Tranche G Term Loan, 1/20/20 735,000 $725,353
Mcdermott International Inc 1st Lien Tl-B L + 4.25% 11apr19 498,750 $489,710
McKesson Corp., Floating Rate Note, 9/10/15 625,000 $626,369
Mediacom Illinois LLC, Tranche F Term Loan, 3/31/18 1,393,000 $1,366,881
Mercedes Benz Auto Lease Trust 2014-A, Floating Rate Note, 6/15/16 1,900,000 $1,900,343
Mercedes-Benz Master Owner Trust, Floating Rate Note, 11/15/16 (144A) 1,000,000 $1,000,224
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 2,000,000 $2,006,156
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 2,000,000 $507,069
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A, Floating Rate Note, 3/25/28 48,813,000 $1,716,823
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-B, Floating Rate Note, 4/25/28 32,661,000 $1,485,196
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-C, Floating Rate Note, 6/25/28 44,308,430 $1,689,148
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-C REMICS, Floating Rate Note, 6/25/28 42,262,000 $1,948,065
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 38,289,000 $1,975,663
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G, Floating Rate Note, 1/25/29 16,556,000 $240,792
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H, Floating Rate Note, 1/25/29 24,460,400 $1,418,182
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A REMICS, Floating Rate Note, 4/25/29 35,467,206 $1,956,260
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B, Floating Rate Note, 5/25/29 12,160,000 $439,411
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C, Floating Rate Note, 7/25/29 41,778,000 $1,985,051
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C, Floating Rate Note, 7/25/29 3,866,000 $139,727
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D, Floating Rate Note, 9/25/29 11,000,000 $757,711
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-E, Floating Rate Note, 11/25/29 36,000,000 $2,201,412
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 15,000,000 $996,993
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 64,515,401 $3,036,729
Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A, Floating Rate Note, 3/25/30 39,366,746 $2,648,744
Merrill Lynch Mortgage Trust 2004-KEY2, Floating Rate Note, 8/12/39 1,519,492 $3,137
Merrill Lynch Mortgage Trust 2005-CIP1, Floating Rate Note, 7/12/38 2,170,000 $2,217,748
Merrill Lynch Mortgage Trust 2005-CKI1, Floating Rate Note, 11/12/37 7,925,000 $6,864,589
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 6,177,508 $5,729,734
Merrill Lynch Mortgage Trust 2005-MCP1, Floating Rate Note, 6/12/43 1,649,000 $1,197,230
MetLife Institutional Funding II, 1.625%, 4/2/15 (144A) 4,500,000 $4,528,467
MetLife Institutional Funding II, Floating Rate Note, 1/6/15 (144A) 3,205,000 $3,208,717
MetroCat Re, Ltd., Floating Rate Note, 8/5/16 (Cat Bond) (144A) 1,500,000 $1,562,738
Metropolitan Life Global Funding I, Floating Rate Note, 7/15/16 (144A) 1,500,000 $1,512,054
MGM Resorts International, Term B Loan, 12/20/19 1,228,125 $1,215,268
Michaels Stores, Inc., Term B Loan, 1/28/20 985,000 $969,918
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 1,650,000 $1,598,850
Microsemi Corp., Term Loan (2014), 3/14/21 131,461 $129,750
Milacron LLC, Term Loan, 3/28/20 689,535 $672,297
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 1,008,996 $999,746
Mizuho Bank, Ltd., Floating Rate Note, 4/16/17 (144A) 1,000,000 $1,001,988
Monitronics International, Inc., Term B Loan (2013), 3/23/18 985,281 $983,127
Morgan Stanley, 4.2%, 11/20/14 3,700,000 $3,775,696
Morgan Stanley, Floating Rate Note, 10/15/15 318,000 $319,095
Morgan Stanley, Floating Rate Note, 2/25/16 4,350,000 $4,416,067
Morgan Stanley ABS Capital I Inc Trust 2004-SD3, Floating Rate Note, 6/25/34 (144A) 41,830,000 $1,850,936
Morgan Stanley ABS Capital I Inc Trust 2005-NC2, Floating Rate Note, 3/25/35 2,854,027 $1,751,764
Morgan Stanley ABS Capital I Inc Trust 2005-WMC3, Floating Rate Note, 3/25/35 131,174 $70,186
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 2,650,000 $749,210
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 3,025,000 $3,020,233
Morgan Stanley Capital I Trust 2004-IQ8, Floating Rate Note, 6/15/40 3,830,000 $473,850
Morgan Stanley Capital I Trust 2005-HQ6, 4.989%, 8/13/42 7,550,000 $7,556,236
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,900,000 $2,974,004
Morgan Stanley Capital I Trust 2005-IQ10, Floating Rate Note, 9/15/42 2,910,000 $2,185,246
Morgan Stanley Capital I Trust 2005-TOP17, 4.78%, 12/13/41 2,027,000 $558,665
Morgan Stanley Capital I Trust 2005-TOP19, 4.89%, 6/12/47 6,690,000 $6,442,669
Morgan Stanley Capital I Trust 2006-TOP21, Floating Rate Note, 10/12/52 1,960,000 $2,030,446
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 38,687,000 $3,444,291
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 6,309,000 $778,592
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 14,045,000 $2,331,979
Morgan Stanley Re-REMIC Trust 2010-R4, Floating Rate Note, 7/26/36 (144A) 3,700,000 $327,312
Morgan Stanley Structured Trust, Floating Rate Note, 6/25/37 1,500,000 $190,697
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 15,162,000 $2,076,116
MortgageIT Trust 2004-2, Floating Rate Note, 12/25/34 12,960,000 $2,101,091
MortgageIT Trust 2005-2, Floating Rate Note, 5/25/35 8,495,000 $1,667,921
Motel 6 Trust, 1.5%, 10/7/25 (144A) 1,000,000 $774,258
Motor 2013-1 Plc, Floating Rate Note, 2/25/21 (144A) 2,196,000 $935,528
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 1,576,470 $1,574,993
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 23,827,303 $1,472,867
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 13,080,000 $658,044
Mufg 0.1% 05nov14 Usd 6,725,000 $6,724,991
MUFG Union Bank NA, Floating Rate Note, 9/26/16 3,500,000 $3,530,230
Multi Packaging Solutions, Inc., Initial Dollar Tranche B Term, 9/30/20 174,125 $171,840
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,500,000 $1,563,950
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,000,000 $1,031,750
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,500,000 $2,622,293
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 1,250,000 $1,315,764
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 2,750,000 $2,971,042
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 500,000 $544,625
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 1,500,000 $1,567,067
National Australia Bank, Ltd., Floating Rate Note, 3/17/17 (144A) 1,950,000 $1,956,973
National City Bank Cleveland Ohio, Floating Rate Note, 12/15/16 2,850,000 $2,838,664
National City Corp., 4.9%, 1/15/15 2,750,000 $2,812,785
National Rural Utilities Cooperative Finance Corp., 1.0%, 2/2/15 5,300,000 $5,322,092
National Rural Utilities Cooperative Finance Corp., Floating Rate Note, 11/23/16 1,800,000 $1,806,644
National Rural Utilities Cooperative Finance Corp., Floating Rate Note, 5/1/15 2,720,000 $2,720,657
Nations Equipment Finance Funding II LLC, 1.558%, 7/20/18 (144A) 2,100,000 $1,947,914
Nationstar Agency Advance Funding Trust 2013-T1A, 0.997%, 2/15/45 (144A) 2,250,000 $2,249,355
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 1,000,000 $596,285
Navios Maritime Partners LP, Term Loan, 6/27/18 1,485,000 $1,497,375
Navitas Equipment Receivables LLC 2013-1, 1.95%, 11/15/16 1,750,000 $948,799
NBCUniversal Enterprise, Inc., Floating Rate Note, 4/15/16 (144A) 2,694,000 $2,706,294
NBTY, Inc., Term B-2 Loan, 10/1/17 400,000 $392,400
NCF Dealer Floorplan Master Trust, Floating Rate Note, 10/20/20 (144A) 3,000,000 $3,000,413
NCUA Guaranteed Notes Trust, Floating Rate Note, 10/7/20 2,000,000 $978,524
NCUA Guaranteed Notes Trust, Floating Rate Note, 11/6/17 6,590,000 $2,608,321
NCUA Guaranteed Notes Trust, Floating Rate Note, 12/8/20 410,000 $288,046
NCUA Guaranteed Notes Trust, Floating Rate Note, 3/11/20 2,035,000 $1,049,756
NCUA Guaranteed Notes Trust, Floating Rate Note, 4/6/20 5,835,000 $1,505,277
NCUA Guaranteed Notes Trust REMICS, Floating Rate Note, 12/8/20 1,330,000 $938,238
NCUA Guaranteed Notes Trust REMICS, Floating Rate Note, 3/2/21 2,700,000 $1,301,034
Nelnet Student Loan Trust 2005-1, Floating Rate Note, 10/26/20 1,795,000 $485,604
NEP, Amendment No. 3 Incremental Term Loan (First Lien), 1/22/20 615,660 $603,347
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 500,000 $495,000
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,042,000 $803,947
New Century Home Equity Loan Trust Series 2003-4, Floating Rate Note, 10/25/33 2,500,000 $1,397,207
New Residential Advance Receivables Trust Advance Receivables Backed 2014-T1, 1.2736%, 3/15/45 (144A 1,650,000 $825,714
NewStar Commercial Loan Trust 2007-1, Floating Rate Note, 9/30/22 (144A) 2,000,000 $1,073,864
New York Life Global Funding, 0.75%, 7/24/15 (144A) 3,550,000 $3,566,592
New York Life Global Funding, 1.3%, 1/12/15 (144A) 1,260,000 $1,267,312
New York Life Global Funding, Floating Rate Note, 10/5/15 (144A) 2,350,000 $2,351,063
New York Life Global Funding, Floating Rate Note, 5/23/16 (144A) 3,150,000 $3,165,259
New York Life Global Funding, Floating Rate Note, 9/6/16 (144A) 2,500,000 $2,501,191
Nissan Auto Lease Trust 2013-B, Floating Rate Note, 1/15/16 760,000 $564,393
Nissan Auto Receivables 2012-A Owner Trust, 0.73%, 5/16/16 55,000 $17,594
Nissan Auto Receivables 2013-A Owner Trust, 0.5%, 5/15/17 3,400,000 $2,894,892
Nissan Auto Receivables 2013-C Owner Trust, 0.4%, 6/15/16 2,075,000 $1,381,367
Nissan Master Owner Trust Receivables, Floating Rate Note, 5/15/17 3,395,000 $3,400,060
Nissan Motor Acceptance Corp., Floating Rate Note, 3/3/17 (144A) 2,000,000 $2,006,724
Nissan Motor Acceptance Corp., Floating Rate Note, 9/26/16 (144A) 1,500,000 $1,510,985
Nn Inc 1st Lien Tl-B L + 5% 18jul21 1,250,000 $1,246,094
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-AR4, Floating Rate Note, 12/25/34 1,170,000 $151,420
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1, 4.786%, 3/25/35 735,000 $65,525
Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2005-FM1, Floating Rate Note, 5/25/35 1,700,000 $27,507
Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-HE1, Floating Rate Note, 2/25/36 1,700,000 $143,504
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 117,000 $114,148
Nordea Bank AB, 2.25%, 3/20/15 (144A) 3,100,000 $3,130,775
Nordea Bank AB, Floating Rate Note, 4/4/17 (144A) 890,000 $891,643
Nordea Bank AB, Floating Rate Note, 5/13/16 (144A) 2,500,000 $2,514,124
Nordea Bank Finland Plc New York, Floating Rate Note, 6/13/16 2,225,000 $2,225,486
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 2,250,000 $2,375,872
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 1,000,000 $1,007,810
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 2,926,938 $763,476
NorthStar 2013-1, Floating Rate Note, 8/27/29 (144A) 2,784,000 $2,640,190
NovaStar Mortgage Funding Trust Series 2003-1, Floating Rate Note, 5/25/33 19,881,000 $442,095
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 2,443,000 $2,399,330
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 1,150,000 $473,004
NPC International, Inc., Term Loan, 12/28/18 156,000 $149,370
NRG Energy, Inc., 8.25%, 9/1/20 1,250,000 $1,368,750
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,173,445 $1,153,918
Nsany Cp Zero% 14nov14 Usd 2,525,000 $2,524,796
NSG Holdings LLC, New Term Loan, 12/11/19 1,574,366 $1,560,590
NSTAR Electric Co., Floating Rate Note, 5/17/16 1,013,000 $1,013,247
Numericable Sfr 1st Lien Tl-B2 L + 3.75% 23apr20 231,923 $232,731
Numericable Us Llc Tl-B1 L + 3.75% 23apr20 268,077 $269,010
NYCTL 2014-A Trust, 1.03%, 11/10/27 (144A) 1,800,000 $1,803,253
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 1,810,000 $1,405,362
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 1,384,369 $1,337,647
Offshore Group Investment, Ltd., Second Term Loan, 3/28/19 302,243 $272,019
On Assignment, Inc., Initial Term B Loan, 5/15/20 1,037,113 $1,031,279
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-1, Floating Rate Note, 2 13,907,953 $56,827
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 2,400,000 $231,618
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 21,900,000 $4,211,401
Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35 10,045,000 $3,120,448
Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4, Floating Rate Note, 1 20,100,508 $1,692,359
Option One Mortgage Loan Trust 2007-FXD2, 5.9%, 3/25/37 (Step) 810,000 $38,419
Option One Woodbridge Loan Trust 2002-1, Floating Rate Note, 9/25/14 (144A) 6,512,459 $1,258,006
Oracle Corp., Floating Rate Note, 7/7/17 1,937,000 $1,937,573
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 2,250,000 $1,801,475
ORES NPL 2013-LV2 LLC, 3.081%, 9/25/25 (144A) 1,558,000 $781,983
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,240,000 $1,058,667
Oscar US Funding Trust 2014-1, 1.0%, 8/15/17 (144A) 2,500,000 $2,503,072
PACCAR Financial Corp., Floating Rate Note, 5/5/15 2,000,000 $2,001,819
PACCAR Financial Corp., Floating Rate Note, 6/6/17 1,290,000 $1,290,816
Pangaea Zero% 01jul18 2,300,000 $2,407,640
Paragon Offshore Finance Co Tl-B L + 2.75% 11jul21 875,000 $818,125
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MCW, Floating Rate Note 750,000 $338,026
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-WCW, Floating Rate Note 2,800,000 $1,421,552
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-WWF, Floating Rate Note 1,900,000 $417,435
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WCW2, Floating Rate Note, 10/25/34 4,874,309 $301,156
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WHQ4, Floating Rate Note, 9/25/35 8,206,169 $2,629,238
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WHQ4, Floating Rate Note, 9/25/35 6,230,000 $314,186
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 1,473,547 $1,450,523
Pepper Residential Securities Trust, Floating Rate Note, 4/10/15 (144A) 2,000,000 $2,000,458
Pepper Residential Securities Trust, Floating Rate Note, 7/24/15 (144A) 2,000,000 $2,000,441
PepsiCo, Inc., Floating Rate Note, 2/26/16 860,000 $861,063
Permanent Master Issuer Plc, Floating Rate Note, 7/15/42 (144A) 887,000 $894,928
Permanent University Fund, Floating Rate Note, 7/1/37 11,495,000 $11,495,271
PF Chang's China Bistro, Inc., Term Borrowing, 6/22/19 839,311 $811,509
Pfizer, Inc., Floating Rate Note, 5/15/17 2,100,000 $2,099,626
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,700,000 $1,700,869
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,400,000 $1,400,550
PFS Financing Corp., Floating Rate Note, 2/15/18 (144A) 3,240,000 $3,239,809
PFS Financing Corp., Floating Rate Note, 2/15/19 (144A) 2,000,000 $2,004,619
PFS Tax Lien Trust 2014-1, 1.44%, 5/15/29 1,300,000 $1,053,365
PHARMEDIUM HEALTHCARE Corp., Initial Term Loan (First Lien), 1/23/21 261,900 $257,535
Philip Morris International, Inc., Floating Rate Note, 2/26/15 1,500,000 $1,500,842
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 74,916 $75,138
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 206,250 $204,252
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 1,158,833 $1,138,734
PNC Bank NA, Floating Rate Note, 1/28/16 2,250,000 $2,252,937
PNC Bank NA, Floating Rate Note, 4/29/16 3,268,000 $3,269,481
Post Holdings Inc 1st Lien Tl-B L + 3% 23may21 997,500 $993,828
PQ Corp., 2014 Term Loan, 8/7/17 933,375 $925,208
Prestige Auto Receivables Trust 2014-1, 0.97%, 3/15/18 (144A) 1,900,000 $1,615,808
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 492,840 $493,148
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 600,000 $602,125
Principal Life Global Funding II, Floating Rate Note, 5/27/16 (144A) 2,530,000 $2,540,369
Progreso Receivables Funding II LLC, 3.5%, 7/8/19 (144A) 4,750,000 $4,763,590
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,800,000 $1,818,100
Progressive Waste Solutions, Ltd., Term B Loan, 10/24/19 1,173,075 $1,179,918
Province of Ontario Canada, Floating Rate Note, 4/1/15 1,800,000 $1,801,600
Prudential Financial, Inc., 3.875%, 1/14/15 290,000 $295,247
Prudential Financial, Inc., 6.2%, 1/15/15 1,902,000 $1,958,011
PVH Corp., Tranche B Term Loan, 2/13/20 1,319,693 $1,324,642
Quebecor Media, Inc., Facility B-1 Tranche, 8/17/20 498,741 $485,960
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,750,000 $1,769,663
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 2,250,000 $2,308,575
Queen Street VIII Re, Ltd., Floating Rate Note, 6/8/16 (Cat Bond) (144A) 500,000 $512,911
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,750,000 $1,837,247
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $257,875
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 1,750,000 $1,804,153
Quest Trust REMICS, Floating Rate Note, 3/25/34 (144A) 55,089,092 $2,228,425
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 858,036 $850,528
RAAC Series 2005-RP1 Trust, Floating Rate Note, 7/25/37 (144A) 2,130,580 $1,180,509
RAAC Series 2005-RP2 Trust, Floating Rate Note, 6/25/35 (144A) 4,005,000 $828,264
RAAC Series 2005-RP3 Trust, Floating Rate Note, 5/25/39 (144A) 2,000,000 $1,408,819
RAAC Series 2006-RP1 Trust, Floating Rate Note, 10/25/45 (144A) 15,300,000 $566,112
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 26,822,396 $2,590,079
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 5,200,000 $5,132,154
RAIT 2014-FL3 Trust, Floating Rate Note, 12/15/31 (144A) 3,540,000 $3,573,029
RALI Series 2002-QS16 Trust, Floating Rate Note, 10/25/17 5,500,000 $97,508
RALI Series 2003-QS10 Trust, Floating Rate Note, 5/25/33 21,400,000 $432,474
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 44,273,266 $2,037,832
RALI Series 2003-QS22 Trust, Floating Rate Note, 12/26/33 8,400,000 $886,294
RALI Series 2003-QS5 Trust, Floating Rate Note, 3/25/18 30,000,000 $1,017,074
RALI Series 2003-QS6 Trust, Floating Rate Note, 3/25/33 22,278,454 $1,357,862
RALI Series 2003-QS9 Trust, Floating Rate Note, 5/25/18 34,469,500 $1,366,356
RALI Series 2004-QR1 Trust, 5.25%, 10/25/34 66,901,390 $1,289,676
RALI Series 2004-QS1 Trust, 4.25%, 1/25/34 4,500,000 $22,373
RALI Series 2004-QS1 Trust, Floating Rate Note, 1/25/34 4,000,000 $32,458
RALI Series 2004-QS5 Trust, 4.75%, 4/25/34 12,155,000 $670,113
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 9,566,021 $521,010
RAMP Series 2004-RS11 Trust, Floating Rate Note, 11/25/34 3,805,000 $1,147,937
RAMP Series 2005-EFC4 Trust, Floating Rate Note, 9/25/35 1,060,000 $421,654
RAMP Series 2005-RS6 Trust, Floating Rate Note, 6/25/35 1,393,325 $818,660
RAMP Series 2006-RZ3 Trust, Floating Rate Note, 10/25/35 10,534,000 $2,490,351
RASC Series 2004-KS10 Trust, Floating Rate Note, 11/25/34 82,085,000 $2,262,088
RASC Series 2005-EMX2 Trust, Floating Rate Note, 7/25/35 157,752 $32,356
RASC Series 2005-KS3 Trust, Floating Rate Note, 4/25/35 500,000 $155,408
RASC Series 2006-KS1 Trust, Floating Rate Note, 4/25/35 8,211,000 $25,637
Raymond James Financial, Inc., 4.25%, 4/15/16 7,409,000 $7,766,839
RBS Greenwich Capital Mortgage Loan Trust, 3.686%, 4/15/24 (144A) 8,160,000 $5,758,570
RBS Greenwich Capital Mortgage Loan Trust, Floating Rate Note, 4/15/24 (144A) 1,150,000 $1,169,390
RBSSP Resecuritization Trust 2009-5, Floating Rate Note, 8/26/37 (144A) 7,810,000 $2,572,252
Regatta Funding, Ltd., Floating Rate Note, 6/15/20 (144A) 2,000,000 $886,430
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 492,528 $493,452
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 1,741,250 $1,706,425
Residential Asset Securitization Trust 2003-A15, Floating Rate Note, 2/25/34 10,120,000 $587,686
Residential Asset Securitization Trust 2003-A2, Floating Rate Note, 5/25/33 9,443,647 $357,389
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,450,000 $1,516,736
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,750,000 $1,844,150
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,500,000 $1,594,125
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,500,000 $1,587,488
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,000,000 $1,125,425
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,900,000 $3,030,500
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 750,000 $822,108
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 1,150,000 $1,290,185
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,100,000 $1,197,008
Residential Reinsurance 2014, Ltd., Floating Rate Note, 6/6/18 (Cat Bond) (144A) 750,000 $770,433
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 11,796,589 $2,222,871
RESI Finance LP 2003-CB1, Floating Rate Note, 6/10/35 7,815,000 $2,090,148
Resi Flt% 12dec45 A1 3,000,000 $2,861,145
Resimac MBS Trust, Floating Rate Note, 3/7/15 (144A) 1,500,000 $1,500,627
Resource Capital Corp 2014-CRE2, Ltd., Floating Rate Note, 4/15/32 (144A) 4,920,000 $4,917,006
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 3,000,000 $3,018,858
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 372,188 $368,310
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 976,136 $965,155
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 787,291 $784,060
RFSC Series 2003-RP2 Trust, Floating Rate Note, 7/25/41 (144A) 2,000,000 $839,829
Rialto Capital Management LLC, 2.85%, 5/15/24 (144A) 2,000,000 $1,243,374
Rio Tinto Finance USA Plc, Floating Rate Note, 6/17/16 1,130,000 $1,140,473
Riverfront Re, Ltd., Floating Rate Note, 1/6/17 (Cat Bond) (144A) 1,000,000 $1,015,356
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 1,023,464 $997,238
Royal Bank of Canada, 1.15%, 3/13/15 2,532,000 $2,543,965
Royal Bank of Canada, Floating Rate Note, 1/23/17 1,875,000 $1,880,256
Royal Bank of Canada, Floating Rate Note, 1/6/15 2,200,000 $2,201,844
Royal Bank of Canada, Floating Rate Note, 12/16/15 1,800,000 $1,803,840
Royal Bank of Canada, Floating Rate Note, 6/16/17 2,200,000 $2,201,900
Royal Bank of Canada, Floating Rate Note, 9/9/16 2,000,000 $2,011,642
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,014,668 $1,012,005
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 623,927 $622,692
Ruby Western Pipeline Holdings LLC, Loan, 3/27/20 751,177 $749,299
Ryder System, Inc., 3.15%, 3/2/15 2,000,000 $2,027,186
SACO I Trust 2005-8, Floating Rate Note, 11/25/35 31,285,727 $30,168
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 433,125 $433,473
Salomon Brothers Mortgage Securities VII, Inc., Floating Rate Note, 3/25/28 49,537,000 $71,412
Salomon Mortgage Loan Trust Series 2001-CB4, Floating Rate Note, 11/25/33 4,754,000 $122,959
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 400,000 $372,000
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 1,000,000 $1,016,483
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,500,000 $1,535,917
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 2,500,000 $2,555,035
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 2,000,000 $2,063,417
Santander Drive Auto Receivables Trust 2011-2, 3.28%, 6/15/16 2,265,000 $1,360,877
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 2,420,000 $2,463,865
Santander Drive Auto Receivables Trust 2012-5, 0.83%, 12/15/16 1,600,000 $322,351
Santander Drive Auto Receivables Trust 2013-3, 0.7%, 10/16/17 3,400,000 $3,402,856
Santander Drive Auto Receivables Trust 2014-2, Floating Rate Note, 7/17/17 1,550,000 $1,549,677
Santander Drive Auto Receivables Trust 2014-3, Floating Rate Note, 8/15/17 1,110,000 $1,109,388
Santander Drive Auto Receivables Trust 2014-4, Floating Rate Note, 1/16/18 2,500,000 $2,500,559
SASCO Mortgage Loan Trust 2005-GEL1, Floating Rate Note, 12/25/34 1,590,000 $1,118,450
SASCO Mortgage Loan Trust 2005-GEL2, Floating Rate Note, 4/25/35 28,476,673 $516,247
Saxon Asset Securities Trust 2005-3, Floating Rate Note, 11/25/35 1,945,000 $1,906,973
Saxon Asset Securities Trust 2005-4, Floating Rate Note, 11/25/37 31,986,000 $1,537,801
SBA Senior Finance II LLC, Incremental Tranche B-1 Term Loan, 3/31/21 598,500 $589,024
SBI Home Equity Loan Trust 2006-1, Floating Rate Note, 8/25/36 (144A) 2,950,000 $916,573
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 1,000,000 $998,130
Schaeffler 1st Lien Tl-E L + 3% 15may20 683,943 $681,753
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 2,000,000 $1,961,562
Seadrill Operating LP, Initial Term Loan, 2/14/21 2,729,375 $2,590,469
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 236,016 $234,246
Selene Non-Performing Loans LLC, 2.9814%, 5/25/54 (Step) (144A) 3,530,000 $3,471,998
Seminole Hard Rock Entertainment, Inc., New Term Loan B, 5/14/20 592,500 $584,600
Seminole Tribe of Florida, Inc., Initial Term Loan, 4/29/20 1,342,500 $1,340,403
Sensata Technologies BV, Term Loan, 5/12/18 528,773 $526,716
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,500,000 $1,497,810
Sequa Corp., Initial Term Loan, 6/19/17 417,563 $398,146
Sequoia Mortgage Trust 10, Floating Rate Note, 10/20/27 6,100,000 $117,757
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 13,097,000 $501,645
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 52,500,000 $2,395,038
Sequoia Mortgage Trust 2003-8, Floating Rate Note, 1/20/34 5,750,000 $269,321
Sequoia Mortgage Trust 2004-10, Floating Rate Note, 11/20/34 5,055,000 $533,539
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 39,171,595 $4,386,286
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 2,000,000 $140,725
Sequoia Mortgage Trust 2004-7, Floating Rate Note, 8/20/34 7,500,000 $348,419
Sequoia Mortgage Trust 2005-1, Floating Rate Note, 2/20/35 31,769,748 $3,258,291
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 5,275,000 $545,542
Sequoia Mortgage Trust 4, Floating Rate Note, 11/22/24 6,940,000 $180,048
Serta Simmons Holdings LLC, Term Loan, 10/1/19 336,222 $333,648
Shell International Finance BV, Floating Rate Note, 11/15/16 1,500,000 $1,504,741
Ship Midco, Ltd., Facility B2A-II, 11/29/19 98,939 $99,269
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,378,000 $3,312,156
Sinclair Broadcasting 1st Lien Tl-B1 L + 2.75% 22jul21 1,000,000 $983,750
Sinclair Television Group, Inc., New Tranche B Term Loan, 4/19/20 1,338,342 $1,305,999
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 1,150,000 $1,236,479
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 731,627 $729,493
Skandinaviska Enskilda Banken AB New York NY, Floating Rate Note, 9/21/15 2,500,000 $2,502,670
Small Business Administration Participation Certificates, 0.58%, 10/17/16 (144A) 900,000 $900,341
SMART Trust/Australia, 1.59%, 10/14/16 (144A) 1,550,000 $1,042,987
SMART Trust/Australia, Floating Rate Note, 1/17/17 2,500,000 $2,499,560
SMART Trust/Australia, Floating Rate Note, 8/15/16 1,500,000 $1,500,403
SMART Trust/Australia, Floating Rate Note, 9/14/16 1,785,000 $1,427,301
SMHL Global Fund 2007-1, Floating Rate Note, 6/12/40 1,100,000 $97,810
SNAAC Auto Receivables Trust, 4.38%, 6/15/17 (144A) 1,800,000 $1,799,191
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 1,823,000 $307,078
SNAAC Auto Receivables Trust 2014-1, 1.03%, 9/17/18 (144A) 734,000 $502,296
Soundview Home Loan Trust 2005-DO1, Floating Rate Note, 5/25/35 2,000,000 $192,411
Soundview Home Loan Trust 2005-OPT4, Floating Rate Note, 12/25/35 2,967,970 $800,637
South Carolina State Public Service Authority, Floating Rate Note, 6/1/15 (Pre-Refunded) 670,000 $671,109
Southwire Co., Initial Term Loan, 1/31/21 1,069,999 $1,041,020
Specialty Underwriting & Residential Finance Trust Series 2005-AB2, Floating Rate Note, 6/25/36 1,500,000 $539,697
Specialty Underwriting & Residential Finance Trust Series 2006-BC1, Floating Rate Note, 12/25/36 3,000,000 $436,704
Specialty Underwriting & Residential Finance Trust Series 2006-BC1, Floating Rate Note, 12/25/36 3,640,376 $3,504,618
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 297,000 $295,329
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 1,332,360 $1,316,123
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,100,000 $2,116,825
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,000,000 $518,382
Stanfield Bristol CLO, Ltd., Floating Rate Note, 10/15/19 (144A) 544,000 $542,150
Stanwich Mortgage Loan Co 2012-NPL4 LLC, 2.9814%, 9/15/42 (144A) 1,500,000 $163,892
Stanwich Mortgage Loan Trust, 2.9814%, 2/16/43 (144A) 3,025,000 $967,187
Starwood Property Mortgage Trust 2013-FV1, Floating Rate Note, 8/11/28 (144A) 2,495,000 $2,386,532
Starwood Property Trust, Inc., Term Loan (First Lien), 4/17/20 1,590,079 $1,556,290
State Street Bank & Trust Co., Floating Rate Note, 12/8/15 2,320,000 $2,320,391
Steward Health Care System LLC, Term Loan, 4/10/20 987,500 $980,711
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,560,000 $355,244
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 62,595,000 $3,135,082
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 3,865,000 $589,142
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 8,200,000 $457,143
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 6/25/34 20,600,000 $2,454,067
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 6/25/35 3,880,000 $57,027
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 8/25/35 26,776,000 $1,607,634
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 1,411,289 $43,087
Structured Asset Investment Loan Trust 2005-6, Floating Rate Note, 7/25/35 2,600,000 $2,481,123
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 4,650,000 $1,109,372
Structured Asset Mortgage Investments II Trust 2004-AR1, Floating Rate Note, 3/19/34 16,800,000 $904,145
Structured Asset Mortgage Investments II Trust 2004-AR5, Floating Rate Note, 10/19/34 23,000,000 $1,081,369
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 83,350,000 $4,722,830
Structured Asset Mortgage Investments Trust 2002-AR5, Floating Rate Note, 5/19/33 36,301,000 $1,811,470
Structured Asset Sec Corp Mort Pass Thr Certs Series 1998-8, Floating Rate Note, 8/25/28 8,825,000 $403,323
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 1,991,000 $214,581
Structured Asset Securities Corp Mortgage Loan Trust 2005-S7, Floating Rate Note, 12/25/35 (144A) 11,868,000 $1,719,479
Structured Asset Securities Corp Mortgage Loan Trust 2006-EQ1, Floating Rate Note, 7/25/36 5,000,000 $2,891,572
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,557,000 $2,140,247
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC3, Floating Rate Note, 6/25/37 3,500,000 $137,412
Structured Asset Securities Corp Mortgage Loan Trust 2007-TC1, Floating Rate Note, 4/25/31 (144A) 3,000,000 $1,040,717
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 2,000,000 $425,737
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 8,050,000 $987,277
Structured Asset Securities Corp Mortgage Pass Through Ctfs Series 2003-35, Floating Rate Note, 12/2 2,500,000 $144,783
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 3,899,641 $405,338
Sumitomo Mitsui Banking Corp., Floating Rate Note, 7/19/16 1,500,000 $1,507,904
Sumitomo Mitsui Banking Corp. New York, Floating Rate Note, 4/1/15 1,000,000 $1,001,485
Sumitomo Mitsui Trust Bank, Ltd., Floating Rate Note, 9/16/16 (144A) 1,500,000 $1,510,814
SunTrust Bank, Floating Rate Note, 2/15/17 2,500,000 $2,505,951
SunTrust Bank, Floating Rate Note, 4/1/15 1,390,000 $1,390,588
Svenska Handelsbanken AB, Floating Rate Note, 3/21/16 2,275,000 $2,286,241
Svenska Handelsbanken AB, Floating Rate Note, 9/23/16 1,000,000 $1,005,655
Svenska Handelsbanken New York NY, Floating Rate Note, 1/16/15 700,000 $700,656
Svenska Handelsbanken New York NY, Floating Rate Note, 11/17/14 1,000,000 $1,000,854
Svenska Handelsbanken New York NY, Floating Rate Note, 12/19/14 1,500,000 $1,501,072
Swift Transportation Co Llc 1st Lien Tl-B L + 3% 09jun21 340,718 $339,298
Synchrony Credit Card Master Note Trust, 1.03%, 1/15/18 900,000 $901,442
Synchrony Credit Card Master Note Trust, 1.51%, 6/15/18 849,000 $855,485
Synchrony Credit Card Master Note Trust, 3.69%, 3/15/18 100,000 $101,355
Synchrony Credit Card Master Note Trust, Floating Rate Note, 6/15/18 3,600,000 $3,600,317
Syncreon Group BV, Term Loan, 9/26/20 198,500 $198,004
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 727,141 $716,234
T2 Income Fund CLO, Ltd., Floating Rate Note, 7/15/19 (144A) 2,760,000 $2,720,607
TAL Advantage I LLC, Floating Rate Note, 4/20/21 (144A) 1,250,000 $185,951
TAL Advantage V LLC, 1.7%, 5/20/39 (144A) 1,400,000 $1,249,641
Taminco Global Chemical Corp., Initial Tranche B-3 Dollar Term Loan, 2/15/19 687,038 $685,320
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 1,500,000 $1,610,725
TD Ameritrade Holding Corp., 4.15%, 12/1/14 2,805,000 $2,861,155
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 662,105 $653,691
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 426,697 $421,630
Terex Corp., U.S. Term Loan, 8/13/21 309,557 $308,202
Terraform 1st Lien Tl-B L + 3.75% 02jul19 473,813 $474,997
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 23,713,000 $718,937
Terwin Mortgage Trust Series TMTS 2005-10HE, Floating Rate Note, 6/25/36 668,753 $522,877
Tesoro Corp., Initial Term Loan, 5/30/16 795,000 $790,270
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,595,935 $1,607,107
The Bank of New York Mellon Corp., 1.7%, 11/24/14 2,000,000 $2,016,202
The Bank of New York Mellon Corp., 2.95%, 6/18/15 2,400,000 $2,465,101
The Bank of New York Mellon Corp., 3.1%, 1/15/15 670,000 $679,718
The Bank of New York Mellon Corp., Floating Rate Note, 10/23/15 3,533,000 $3,541,179
The Bank of New York Mellon Corp., Floating Rate Note, 3/4/16 3,275,000 $3,278,747
The Bank of Nova Scotia, 1.85%, 1/12/15 100,000 $100,853
The Bank of Nova Scotia, Floating Rate Note, 1/12/15 4,275,000 $4,286,276
The Bank of Nova Scotia, Floating Rate Note, 12/13/16 1,800,000 $1,808,714
The Bank of Nova Scotia, Floating Rate Note, 3/15/16 2,000,000 $2,007,933
The Bank of Nova Scotia, Floating Rate Note, 7/15/16 1,500,000 $1,508,491
The Bank of Tokyo-Mitsubishi UFJ, Ltd., Floating Rate Note, 3/10/17 (144A) 1,000,000 $1,000,937
The Bank of Tokyo-Mitsubishi UFJ, Ltd., Floating Rate Note, 9/8/17 (144A) 2,525,000 $2,517,782
The Bear Stearns Companies LLC, 5.7%, 11/15/14 2,150,000 $2,209,676
The Bear Stearns Companies LLC, Floating Rate Note, 11/21/16 2,465,000 $2,470,087
The Coca-Cola Co., Floating Rate Note, 3/5/15 850,000 $850,379
The Connecticut Light & Power Co., 5.0%, 4/1/15 1,200,000 $1,227,204
The Geo Group, Inc., Term Loan, 4/3/20 987,475 $979,452
The Goldman Sachs Group, Inc., 3.7%, 8/1/15 2,400,000 $2,475,686
The Goldman Sachs Group, Inc., Floating Rate Note, 11/21/14 1,000,000 $1,002,876
The Goldman Sachs Group, Inc., Floating Rate Note, 3/22/16 3,000,000 $2,999,187
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 600,000 $602,250
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 736,875 $730,658
The Huntington National Bank, Floating Rate Note, 4/24/17 2,000,000 $2,000,550
The Manitowoc Co, Inc., Term B Loan, 12/18/20 84,575 $82,934
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,500,000 $1,515,238
The Toronto-Dominion Bank, Floating Rate Note, 5/1/15 5,695,000 $5,705,977
The Toronto-Dominion Bank, Floating Rate Note, 5/2/17 2,000,000 $2,001,347
The Toronto-Dominion Bank, Floating Rate Note, 9/9/16 1,000,000 $1,006,004
The University of Texas System, Floating Rate Note, 8/1/34 11,910,000 $11,910,281
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 11,046,000 $1,729,767
Thornburg Mortgage Securities Trust 2004-4, Floating Rate Note, 12/25/44 4,235,000 $706,457
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 636,693 $631,918
TMS International Corp., Term B Loan, 10/2/20 148,875 $147,821
TORONTO-DOMINION BANK, Floating Rate Note, 11/6/15 4,025,000 $4,033,683
Toronto-Dominion Bank New York, Floating Rate Note, 11/14/14 1,700,000 $1,700,158
Total Capital Canada, Ltd., Floating Rate Note, 1/15/16 3,355,000 $3,368,418
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 200,696 $198,522
Toyota Auto Receivables 2013-B Owner Trust, 0.48%, 2/15/16 2,390,000 $1,067,593
Toyota Auto Receivables 2014-C Owner Trust, 0.51%, 2/15/17 1,770,000 $1,770,478
Toyota Motor Credit Corp., 0.75%, 3/3/17 (Step) 2,250,000 $2,245,630
Toyota Motor Credit Corp., 1.0%, 2/17/15 2,265,000 $2,274,365
Toyota Motor Credit Corp., 1.25%, 11/17/14 554,000 $557,320
Toyota Motor Credit Corp., Floating Rate Note, 1/23/15 2,290,000 $2,291,310
Toyota Motor Credit Corp., Floating Rate Note, 5/17/16 2,800,000 $2,809,488
Toyota Motor Credit Corp., Floating Rate Note, 9/18/15 1,000,000 $1,001,621
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 3,079,000 $3,078,685
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,545
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 1,556,000 $1,567,986
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 1,537,000 $1,547,892
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/21 (144A) 1,400,000 $1,400,086
TransCanada PipeLines, Ltd., 0.875%, 3/2/15 4,160,000 $4,171,898
TransCanada PipeLines, Ltd., Floating Rate Note, 6/30/16 3,544,000 $3,568,070
TransDigm, Inc., Tranche C Term Loan, 2/28/20 320,917 $316,304
Tribune Media Co., Initial Term Loan, 11/20/20 2,116,251 $2,104,347
Trimaran CLO V, Ltd., Floating Rate Note, 3/15/18 (144A) 1,500,000 $1,413,550
Triton Container Finance LLC, Floating Rate Note, 2/26/19 (144A) 1,287,000 $53,535
Tronox Pigments BV, New Term Loan, 3/19/20 385,359 $382,040
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 925,000 $871,515
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 342,164 $334,893
tw telecom holdings inc, Term Loan B Loan, 4/17/20 997,375 $996,440
Tyco Electronics Group SA, Floating Rate Note, 1/29/16 2,400,000 $2,399,033
U.S. Treasury Bills, 0.0%, 1/2/15 5,645,000 $5,644,859
U.S. Treasury Floating Rate Note, 0.090001011%, 7/31/16 19,740,000 $19,751,607
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 979,109 $971,766
United Airlines, Inc., Class B Term Loan, 4/1/19 246,250 $242,064
United Airlines Inc 1st Lien Tl-B L + 3% 07aug21 1,000,000 $992,500
United Auto Credit Securitization Trust 2012-1, 2.52%, 3/15/16 (144A) 1,645,000 $975,997
United Auto Credit Securitization Trust 2012-1, 3.12%, 3/15/18 (144A) 4,100,000 $4,112,848
United Auto Credit Securitization Trust 2013-1, 0.95%, 9/15/15 (144A) 2,000,000 $15,396
United Auto Credit Securitization Trust 2013-1, 1.74%, 4/15/16 (144A) 1,900,000 $1,905,254
United Auto Credit Securitization Trust 2014-1, 0.74%, 6/15/16 (144A) 3,000,000 $3,000,820
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 20,500,000 $20,502,510
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 21,260,000 $21,271,043
United Technologies Corp., Floating Rate Note, 6/1/15 1,965,000 $1,972,795
University of Michigan, Floating Rate Note, 12/1/29 10,800,000 $10,800,260
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 664,913 $659,164
US Bancorp, 2.45%, 7/27/15 2,620,000 $2,676,223
US Bank NA Cincinnati Ohio, Floating Rate Note, 1/30/17 2,025,000 $2,026,318
US Bank NA Cincinnati Ohio, Floating Rate Note, 4/22/16 2,000,000 $2,000,188
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 1,090,658 $1,079,752
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 511,676 $507,747
Valeant Pharmaceuticals International, Inc., Series D2 Term Loan B, 2/13/19 213,198 $211,718
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 1,313,724 $1,305,514
Vantiv LLC, Term B Loan, 6/12/21 1,122,188 $1,114,888
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 2,700,000 $2,657,453
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 6,000,000 $5,910,786
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 325,732 $324,673
Verizon Communications, Inc., Floating Rate Note, 9/15/16 3,805,000 $3,899,482
VFC 2014-2 LLC, 2.75%, 7/20/30 (144A) 3,510,000 $2,558,933
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 2,205,000 $2,178,816
Visteon Corp Term B 1st Lien Dd L + 2.75% 08apr21 498,750 $493,763
Vita Capital IV, Ltd., Floating Rate Note, 1/15/16 (Cat Bond) (144A) 400,000 $403,113
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,523,531
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 500,000 $510,659
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 1,000,000 $1,011,096
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 1,800,000 $1,765,633
Vodafone Group Plc, Floating Rate Note, 2/19/16 1,150,000 $1,153,756
Volkswagen Auto Lease Trust 2012-A, 0.87%, 7/20/15 1,412,000 $100,154
Volkswagen Auto Lease Trust 2013-A, Floating Rate Note, 12/21/15 2,000,000 $749,781
Volkswagen Auto Lease Trust 2014-A, 0.52%, 10/20/16 2,535,000 $2,182,938
Volkswagen Auto Lease Trust 2014-A, Floating Rate Note, 10/20/16 1,500,000 $1,290,108
Volkswagen Group of America Finance LLC, Floating Rate Note, 5/23/16 (144A) 1,900,000 $1,899,569
Volkswagen International Finance NV, 1.15%, 11/20/15 (144A) 2,000,000 $2,022,582
Volkswagen International Finance NV, 1.625%, 3/22/15 (144A) 2,400,000 $2,415,092
Volkswagen International Finance NV, Floating Rate Note, 11/18/16 (144A) 1,750,000 $1,760,252
Volkswagen International Finance NV, Floating Rate Note, 11/20/14 (144A) 1,000,000 $1,001,929
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 2,000,000 $1,206,355
VOLT XX LLC, 3.625%, 2/1/39 (Step) (144A) 1,000,000 $506,680
Volvo Financial Equipment LLC Series 2013-1, 0.53%, 11/16/15 (144A) 1,820,000 $327,645
Volvo Financial Equipment LLC Series 2013-1, 0.74%, 3/15/17 (144A) 1,410,000 $1,412,250
Volvo Financial Equipment LLC Series 2014-1, 0.54%, 11/15/16 (144A) 1,700,000 $1,700,743
Wachovia Bank Commercial Mortgage Trust Series 2005-C17, Floating Rate Note, 3/15/42 6,504,854 $3,557,432
Wachovia Bank Commercial Mortgage Trust Series 2005-C18, 4.935%, 4/15/42 4,722,637 $3,131,422
Wachovia Bank Commercial Mortgage Trust Series 2005-C20 REMICS, Floating Rate Note, 7/15/42 8,460,000 $7,790,346
Wachovia Bank Commercial Mortgage Trust Series 2005-C21, Floating Rate Note, 10/17/44 1,990,733 $1,664,247
Wachovia Bank Commercial Mortgage Trust Series 2005-C22 REMICS, Floating Rate Note, 12/15/44 5,713,000 $5,486,283
Wachovia Bank Commercial Mortgage Trust Series 2006-C23 REMICS, Floating Rate Note, 1/15/45 5,550,000 $4,668,750
Wachovia Bank Commercial Mortgage Trust Series 2006-C25, Floating Rate Note, 5/15/43 4,240,000 $3,757,751
Wachovia Bank Commercial Mortgage Trust Series 2007-WHALE 8, Floating Rate Note, 6/15/20 (144A) 5,000,000 $341,990
Wachovia Corp., Floating Rate Note, 10/28/15 1,983,000 $1,988,904
Wachovia Corp., Floating Rate Note, 6/15/17 1,999,000 $1,993,697
WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust, Floating Rate Note, 1/25/33 34,265,000 $351,944
WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust, Floating Rate Note, 2/25/33 12,900,000 $476,537
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 2,390,499 $511,910
Waste Industries USA, Inc., Term B Loan, 3/17/17 149,229 $148,483
Waupaca Foundry, Inc., Term Loan, 6/29/17 1,797,825 $1,794,828
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 1,970,000 $1,530,268
Wells Fargo & Co., 5.0%, 11/15/14 1,000,000 $1,024,304
Wells Fargo & Co., Floating Rate Note, 10/28/15 2,503,000 $2,504,760
Wells Fargo & Co., Floating Rate Note, 6/26/15 5,230,000 $5,264,304
Wells Fargo & Co., Floating Rate Note, 7/20/16 3,105,000 $3,119,257
Wells Fargo Bank NA, 4.75%, 2/9/15 1,564,000 $1,598,418
Wells Fargo Bank NA, Floating Rate Note, 5/16/16 975,000 $974,778
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 2,220,000 $2,220,965
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 189,000 $83,619
Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35 2,600,000 $859,421
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 611,000 $45,006
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 14,679,000 $835,838
Wendy's International LLC, Term B Loan, 5/15/19 722,927 $720,152
Wesco Aircraft Hardware Corp., Tranche B Term Loan, 2/24/21 2,535,000 $2,490,638
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 318,295 $317,499
West Corp., Term B-10 Loan, 6/30/18 1,004,821 $991,507
Western Refining, Inc., Term Loan 2013, 11/12/20 448,869 $444,568
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,805,000 $1,636,151
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 350,000 $153,693
Westlake Automobile Receivables Trust 2013-1, 1.12%, 1/15/18 (144A) 375,000 $239,743
Westpac Banking Corp., 4.2%, 2/27/15 2,000,000 $2,038,587
Westpac Banking Corp., Floating Rate Note, 10/28/14 1,000,000 $1,002,973
Westpac Banking Corp., Floating Rate Note, 5/19/17 2,000,000 $2,001,805
Westpac Banking Corp., Floating Rate Note, 7/17/15 (144A) 500,000 $502,842
Westwood CDO II, Ltd., Floating Rate Note, 4/25/22 (144A) 2,000,000 $1,545,103
Wheelabrator 1st Lien Tl-B L + 4% 15oct21 2,873,563 $2,886,135
Wheelabrator 1st Lien Tl-C L + 4% 15oct21 126,437 $126,990
Wheels SPV 2 LLC, 0.84%, 3/20/23 (144A) 1,000,000 $998,251
WideOpenWest Finance LLC, Term B Loan, 4/1/19 239,297 $239,421
Wilshire Mortgage Loan Trust, Floating Rate Note, 5/25/28 10,000,000 $31,630
Windstream Corp., Tranche B-4 Term Loan, 1/23/20 1,033,106 $1,024,712
Windstream Corp., Tranche B-5 Term Loan, 8/8/19 710,568 $704,493
WireCo WorldGroup, Inc., Term Loan, 2/15/17 873,650 $876,653
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 1,089,000 $1,056,557
World Financial Network Credit Card Master Trust, 3.96%, 4/15/19 200,000 $204,511
World Financial Network Credit Card Master Trust, Floating Rate Note, 12/16/19 2,850,000 $2,852,584
World Omni Automobile Lease Securitization Trust 2014-A, Floating Rate Note, 3/15/17 2,500,000 $2,500,669
World Omni Auto Receivables Trust 2013-B, 0.48%, 11/15/16 50,000 $27,958
World Omni Auto Receivables Trust 2014-B, Floating Rate Note, 1/16/18 2,650,000 $2,650,084
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 290,008 $288,232
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 807,963 $803,014
Wyle 1st Lien Tl-B L + 4% 22may21 206,598 $206,660
Xerium Technologies, Inc., New Term Loan, 5/17/19 79,000 $78,951
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,000,000 $1,008,750
ZIGGO BV, (USD) TLB3, 1/15/22 1,136,553 $1,108,646
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 1,072,383 $1,046,052
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 691,064 $674,095

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