Pioneer Multi-Asset Ultrashort Income Fund

Top 10 Portfolio Holdings as of 2/28/2014
Default: sorted by market value

Security Name Par / Shares Market Value
321 Henderson Receivables I LLC, Floating Rate Note, 9/15/45 (144A) 1,386,000 $402,784
A10 Securitization 2013-1 LLC, 2.4%, 11/15/25 (144A) 1,400,000 $1,400,606
ABFC 2003-WMC1 Trust, Floating Rate Note, 3/25/33 3,574,825 $102,723
ABFC 2005-WF1 Trust, Floating Rate Note, 12/25/34 1,610,000 $788,669
ABN AMRO Bank NV, Floating Rate Note, 10/28/16 (144A) 1,725,000 $1,735,216
ACA CLO 2006-2, Ltd., Floating Rate Note, 1/20/21 (144A) 1,250,000 $1,216,736
Accredited Mortgage Loan Trust 2005-2, Floating Rate Note, 7/25/35 1,110,000 $1,065,898
ACE Securities Corp Home Equity Loan Trust Series 2002-HE3, Floating Rate Note, 10/25/32 4,600,000 $1,413,003
ACE Securities Corp Home Equity Loan Trust Series 2005-HE5, Floating Rate Note, 8/25/35 1,811,045 $81,918
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 1,250,000 $256,498
Acosta, Inc., 3/2/18 844,506 $850,577
Activision Blizzard, Inc., 7/26/20 1,350,000 $1,355,661
Adjustable Rate Mortgage Trust 2004-1, Floating Rate Note, 1/25/35 5,000,000 $545,365
Adjustable Rate Mortgage Trust 2005-2, Floating Rate Note, 6/25/35 1,460,122 $1,241,812
Adjustable Rate Mortgage Trust 2005-5, Floating Rate Note, 9/25/35 13,780,000 $1,295,270
AdvancePierre Foods, Inc., 7/10/17 247,500 $248,929
Advantage Sales & Marketing, Inc., 12/18/17 992,489 $999,064
Aegis Asset Backed Securities Trust 2004-6, Floating Rate Note, 3/25/35 5,700,000 $765,680
Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2004-2, Floating Rate Note, 6/25/ 21,291,000 $1,920,592
Aegis Asset Backed Securities Trust Mortgage Pass- Through Ctfs Series 2004-3, Floating Rate Note, 9 3,465,620 $719,218
Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Series 2004-4, Floating Rate Note, 10 3,977,618 $1,016,213
Aeroflex, Inc., 11/9/19 126,184 $127,235
AES Corp. Virginia, 6/1/18 766,080 $771,081
Albertsons LLC, 3/21/19 1,261,023 $1,273,318
Albertsons LLC, Term B-1 Loan, 3/21/16 250,000 $252,155
Alkermes, Inc., 9/25/19 1,137,117 $1,139,960
Allegion US Holding Co, Inc., 12/26/20 2,300,000 $2,304,313
Alliant Holdings I, Inc., 12/20/19 247,500 $248,776
Alliant Techsystems, Inc., 10/22/20 500,000 $503,188
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 517,045 $517,368
Allison Transmission, Inc., 8/23/19 148,131 $148,532
Ally Auto Receivables Trust 2011-3, 1.61%, 5/16/16 602,000 $606,676
Ally Auto Receivables Trust 2011-4, 0.79%, 9/15/15 750,000 $126,523
Ally Auto Receivables Trust 2012-4, 0.48%, 5/15/15 100,000 $13,069
Ally Auto Receivables Trust 2012-SN1, 0.51%, 12/22/14 1,630,000 $237,734
Ally Auto Receivables Trust 2013-2, Floating Rate Note, 7/15/16 1,500,000 $1,500,919
Ally Master Owner Trust, Floating Rate Note, 2/15/17 250,000 $251,221
Ally Master Owner Trust, Floating Rate Note, 8/15/17 3,000,000 $3,028,191
Alternative Loan Trust 2002-18, Floating Rate Note, 2/25/33 2,500,000 $5,219
Alternative Loan Trust 2003-3T1, Floating Rate Note, 5/25/33 15,000,000 $760,158
Alternative Loan Trust 2004-18CB, 5.7%, 9/25/34 1,760,000 $251,536
Alternative Loan Trust 2004-18CB, Floating Rate Note, 9/25/34 41,975,000 $425,150
Alternative Loan Trust 2004-2CB, 5.125%, 3/25/34 1,500,000 $223,836
Alternative Loan Trust 2004-2CB, Floating Rate Note, 3/25/34 4,210,000 $46,405
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 16,913,000 $1,112,814
Alternative Loan Trust 2004-6CB, Floating Rate Note, 5/25/34 16,100,000 $1,356,705
Altisource Solutions Sarl, 12/9/20 495,009 $497,484
AMC Entertainment, Inc., 4/30/20 1,472,472 $1,476,724
America Movil SAB de CV, Floating Rate Note, 9/12/16 1,500,000 $1,524,258
American Airlines, Inc., 6/27/19 2,537,250 $2,548,350
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 1,300,000 $502,622
American Credit Acceptance Receivables Trust 2012-1, 3.04%, 10/15/15 (144A) 104,000 $3,776
American Credit Acceptance Receivables Trust 2012-2, 1.89%, 7/15/16 (144A) 800,000 $173,434
American Credit Acceptance Receivables Trust 2013-1, 1.45%, 4/16/18 (144A) 1,715,000 $1,016,489
American Credit Acceptance Receivables Trust 2013-2, 1.32%, 2/15/17 (144A) 805,000 $565,495
American Credit Acceptance Receivables Trust 2014-1, 1.14%, 12/1/19 (144A) 645,000 $603,155
American Express Centurion Bank, Floating Rate Note, 11/13/15 2,950,000 $2,965,214
American Express Credit Account Master Trust, Floating Rate Note, 1/15/20 50,000 $50,056
American Express Credit Account Master Trust, Floating Rate Note, 2/15/18 250,000 $253,845
American Express Credit Account Master Trust, Floating Rate Note, 3/15/17 4,645,000 $4,672,773
American Express Credit Account Master Trust, Floating Rate Note, 3/15/18 8,890,000 $8,889,511
American Express Credit Corp., Floating Rate Note, 6/12/15 1,500,000 $1,523,860
American Express Credit Corp., Floating Rate Note, 6/24/14 4,430,000 $4,450,215
American Express Credit Corp., Floating Rate Note, 7/29/16 2,250,000 $2,271,408
American Honda Finance Corp., 1.85%, 9/19/14 (144A) 600,000 $610,372
American Honda Finance Corp., Floating Rate Note, 10/7/16 950,000 $958,371
American Honda Finance Corp., Floating Rate Note, 11/13/14 (144A) 1,300,000 $1,301,172
American Honda Finance Corp., Floating Rate Note, 4/8/14 (144A) 1,500,000 $1,501,076
American Honda Finance Corp., Floating Rate Note, 5/26/16 (144A) 825,000 $828,786
American Honda Finance Corp., Floating Rate Note, 5/8/14 (144A) 1,275,000 $1,276,987
American Honda Finance Corp., Floating Rate Note, 6/18/14 (144A) 1,500,000 $1,503,953
AmeriCredit Automobile Receivables Trust 2011-3, 1.17%, 1/8/16 362,000 $27,470
AmeriCredit Automobile Receivables Trust 2012-5, 0.51%, 1/8/16 2,600,000 $939,275
AmeriCredit Automobile Receivables Trust 2013-1, 0.49%, 6/8/16 2,000,000 $1,023,221
AmeriCredit Automobile Receivables Trust 2013-4, 0.74%, 11/8/16 1,500,000 $1,502,887
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2003-11, Floating Rate Note, 1 6,950,000 $323,243
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R11, Floating Rate Note, 2,575,000 $116,246
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1, Floating Rate Note, 3 2,757,237 $1,818,698
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R10, Floating Rate Note, 3,255,000 $270,037
Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11, Floating Rate Note, 810,000 $628,640
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R6, Floating Rate Note, 8 2,850,000 $51,651
Ameriquest Mort Sec Inc Asset Backed Pass Thr Cert 03 AR3, Floating Rate Note, 6/25/33 729,633 $538,891
Anheuser-Busch Companies LLC, 5.0%, 1/15/15 691,000 $722,492
Anheuser-Busch InBev Finance, Inc., Floating Rate Note, 1/27/17 1,900,000 $1,901,303
Anheuser-Busch InBev Worldwide, Inc., 1.5%, 7/14/14 2,300,000 $2,313,838
Anheuser-Busch InBev Worldwide, Inc., 4.125%, 1/15/15 1,650,000 $1,711,249
Anheuser-Busch InBev Worldwide, Inc., Floating Rate Note, 7/14/14 2,000,000 $2,003,860
Apex Tool Group LLC, 1/31/20 1,240,625 $1,230,390
Apple, Inc., Floating Rate Note, 5/3/16 1,500,000 $1,500,070
Arc Automotive Group, Inc., 11/15/18 495,000 $498,713
Ardagh Holdings USA, Inc., Incremental Term Loan B, 12/17/19 684,000 $686,138
Ares VR CLO, Ltd., Floating Rate Note, 2/24/18 (144A) 225,000 $196,404
ARI Fleet Lease Trust 2012-A, Floating Rate Note, 3/15/20 (144A) 2,070,000 $703,552
ARI Fleet Lease Trust 2012-B, Floating Rate Note, 1/15/21 (144A) 900,000 $429,734
ARI Fleet Lease Trust 2013-A, 0.7%, 12/15/15 (144A) 1,515,000 $1,516,058
ARL First LLC, Floating Rate Note, 12/15/42 (144A) 1,650,000 $1,468,025
Armor Re, Ltd., Floating Rate Note, 5/14/14 (Cat Bond) (144A) 6,800,000 $6,820,882
Armstrong World Industries, Inc., 3/15/20 1,091,999 $1,096,321
Arysta Lifescience SPC LLC, 5/29/20 995,249 $1,003,336
Ascentium Equipment Receivables LLC, 1.83%, 9/15/19 (144A) 1,528,000 $586,696
ASG Resecuritization Trust 2010-3, Floating Rate Note, 12/28/45 (144A) 5,216,443 $2,752,482
Asset Backed Securities Corp Home Equity Loan Trust Series 2005-HE2, Floating Rate Note, 2/25/35 8,100,000 $1,229,272
Asset Backed Securities Corp Home Equity Loan Trust Series 2005-HE3, Floating Rate Note, 4/25/35 724,529 $658,953
Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1, Floating Rate Note, 1/25/36 6,155,063 $1,291,592
Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2005-HE6, Floating Rate Note, 7/25/3 1,879,167 $1,770,199
AT&T, Inc., 0.875%, 2/13/15 1,850,000 $1,858,635
Atlantic Power LP, Term Loan B, 2/20/21 3,150,000 $3,171,656
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 1,500,000 $1,540,405
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,000,000 $1,062,977
Avis Budget Car Rental LLC, 3/15/19 1,292,616 $1,295,524
Avis Budget Rental Car Funding AESOP LLC, 2.09%, 4/20/15 (144A) 1,150,000 $384,188
AWAS Finance Luxembourg 2012 SA, 7/16/18 460,557 $463,435
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 1,434,660 $1,445,532
AXIS Equipment Finance Receivables II LLC, 1.75%, 6/20/16 1,000,000 $896,706
BA Credit Card Trust, Floating Rate Note, 12/15/16 6,150,000 $6,150,188
BAMLL Commercial Mortgage Securities Trust 2012-CLRN, Floating Rate Note, 8/15/29 (144A) 2,275,000 $2,278,964
BAMLL Commercial Mortgage Securities Trust 2012-CLRN, Floating Rate Note, 8/15/29 (144A) 3,035,000 $3,041,409
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 20,499,000 $1,852,156
Banc of America Large Loan Trust 2007-BMB1, Floating Rate Note, 8/15/29 (144A) 3,000,000 $2,981,739
Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 6/10/39 1,941,016 $759,358
Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 7/10/43 1,985,000 $2,056,172
Banc of America Mortgage 2003-A Trust, Floating Rate Note, 2/25/33 10,560,000 $121,109
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 5,472,215 $318,086
Banc of America Mortgage 2004-I Trust, Floating Rate Note, 10/25/34 6,000,000 $462,441
Bank of America Corp., 5.45%, 7/15/14 3,780,000 $3,865,069
Bank of America Corp., Floating Rate Note, 3/22/16 6,000,000 $6,050,998
Bank of America NA, Floating Rate Note, 2/14/17 2,000,000 $2,000,022
Bank of Nova Scotia, Floating Rate Note, 1/12/15 2,505,000 $2,531,716
Bank of Nova Scotia, Floating Rate Note, 12/13/16 1,800,000 $1,808,034
Bank of Nova Scotia, Floating Rate Note, 3/15/16 2,000,000 $2,006,699
Bank of Nova Scotia, Floating Rate Note, 7/15/16 1,500,000 $1,509,220
Bank of Nova Scotia Houston, Floating Rate Note, 10/23/15 1,000,000 $1,001,809
Barclays Bank Plc, Floating Rate Note, 2/17/17 821,000 $823,328
Barclays Dryrock Issuance Trust 2014-1, Floating Rate Note, 12/16/19 1,050,000 $1,050,013
Baxter International, Inc., Floating Rate Note, 12/11/14 895,000 $897,059
Bayview Financial Acquisition Trust, 6.205%, 5/28/37 (Step) 100,000 $66,680
Bayview Financial Acquisition Trust, Floating Rate Note, 2/28/44 38,940,000 $1,873,874
Bayview Financial Acquisition Trust, Floating Rate Note, 5/28/44 23,920,000 $727,722
Bayview Financial Acquisition Trust, Floating Rate Note, 8/28/44 22,812,944 $163,201
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 8,536,000 $367,698
Bayview Financial Mortgage Pass-Through Trust 2006-A, Floating Rate Note, 2/28/41 5,200,000 $276,415
Bayview Financial Mortgage Pass-Through Trust 2006-A, Floating Rate Note, 2/28/41 6,439,000 $1,204,292
Bayview Financial Mortgage Pass-Through Trust 2006-B, Floating Rate Note, 4/28/36 4,911,055 $1,599,828
Bayview Financial Mortgage Pass-Through Trust 2006-B, Floating Rate Note, 4/28/36 8,680,000 $793,092
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,899,351 $1,862,963
Bayview Opportunity Master Fund Trust IIB LP, 3.9496%, 1/28/34 (Step) 2,125,000 $2,133,675
Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A) 1,000,000 $543,832
BB&T Corp., 2.05%, 4/28/14 2,200,000 $2,217,862
BB&T Corp., Floating Rate Note, 4/28/14 5,473,000 $5,482,274
BCAP LLC 2009-RR13-I Trust, Floating Rate Note, 9/26/35 (144A) 8,854,257 $3,032,279
BCAP LLC 2013-RR3 Trust, Floating Rate Note, 5/26/36 (144A) 1,084,000 $955,088
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 350,000 $73,895
Bear Stearns ALT-A Trust 2004-11, Floating Rate Note, 11/25/34 21,976,800 $1,387,813
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 4,963,000 $715,447
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 25,907,600 $3,716,364
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 17,290,000 $2,241,505
Bear Stearns ALT-A Trust 2004-13, Floating Rate Note, 11/25/34 9,625,000 $557,656
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 33,443,000 $2,953,099
Bear Stearns ALT-A Trust 2004-8, Floating Rate Note, 9/25/34 12,800,000 $1,114,091
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 2,320,000 $152,984
Bear Stearns ARM Trust 2003-3, Floating Rate Note, 5/25/33 42,906,215 $1,504,026
Bear Stearns ARM Trust 2004-3, Floating Rate Note, 7/25/34 10,718,797 $444,544
Bear Stearns ARM Trust 2005-5, Floating Rate Note, 8/25/35 5,635,000 $668,965
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 5,850,460 $2,638,934
Bear Stearns Asset Backed Securities I Trust 2005-HE8, Floating Rate Note, 8/25/35 4,984,852 $939,006
Bear Stearns Asset Backed Securities Trust, Floating Rate Note, 2/25/35 21,336,125 $1,539,207
Bear Stearns Asset Backed Securities Trust 2003-AC5, Floating Rate Note, 10/25/33 2,875,000 $320,066
Bear Stearns Asset Backed Securities Trust 2004-2, Floating Rate Note, 8/25/34 1,523,000 $295,953
Bear Stearns Asset Backed Securities Trust 2004-2, Floating Rate Note, 8/25/34 158,000 $6,827
Bear Stearns Asset Backed Securities Trust 2004-SD3, Floating Rate Note, 9/25/34 310,000 $157,550
Bear Stearns Asset Backed Securities Trust 2005-SD1, Floating Rate Note, 8/25/43 310,000 $116,704
Bear Stearns Asset Backed Securities Trust 2005-SD2, Floating Rate Note, 3/25/35 2,000,000 $728,557
Bear Stearns Asset Backed Securities Trust 2005-SD2, Floating Rate Note, 3/25/35 1,000,000 $154,677
Bear Stearns Asset Backed Securities Trust 2006-4, Floating Rate Note, 10/25/36 13,088,000 $765,453
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.75%, 6/11/41 1,330,000 $1,385,031
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9, Floating Rate Note, 9/11/42 3,751,000 $3,933,637
Bear Stearns Mortgage Securities, Inc., Floating Rate Note, 6/25/30 2,875,810 $600,328
Bear Stearns Structured Products Trust 2007-EMX1, Floating Rate Note, 3/25/37 (144A) 4,870,000 $1,155,036
Belden Finance 2013 LP, 9/9/20 648,375 $651,301
Berkshire Hathaway Finance Corp., Floating Rate Note, 1/10/17 1,855,000 $1,858,660
BHP Billiton Finance USA, Ltd., Floating Rate Note, 9/30/16 1,650,000 $1,653,933
BioScrip, Inc., 7/31/20 639,256 $644,450
BioScrip, Inc., 7/31/20 383,553 $386,670
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 945,000 $1,013,885
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 600,000 $622,078
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 2,125,000 $2,166,218
BMW Floorplan Master Owner Trust, Floating Rate Note, 9/15/17 (144A) 3,000,000 $3,007,390
BMW Vehicle Lease Trust 2013-1, 0.4%, 1/20/15 1,495,000 $847,816
BMW Vehicle Owner Trust 2011-A, 0.76%, 8/25/15 2,630,000 $622,402
BNC Mortgage Loan Trust 2007-4, Floating Rate Note, 11/25/37 9,500,000 $632,478
Boca Hotel Portfolio Trust 2013-BOCA, Floating Rate Note, 8/15/26 (144A) 1,375,000 $1,378,447
Bombardier Recreational Products, Inc., 1/30/19 188,571 $189,514
Booz Allen Hamilton, Inc., 7/31/19 1,634,225 $1,643,929
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 750,000 $753,508
Branch Banking & Trust Co., Floating Rate Note, 9/13/16 1,814,000 $1,805,836
Bright Horizons Family Solutions, Inc., 1/30/20 376,200 $378,473
BSN medical International Holding GmbH & Co KG, 8/28/19 600,000 $604,750
Burger King Corp., 9/28/19 243,913 $245,544
BWAY Holding Co., 8/6/17 793,492 $799,320
Cabela's Master Credit Card Trust, Floating Rate Note, 1/16/18 (144A) 2,392,100 $2,417,746
Cabela's Master Credit Card Trust, Floating Rate Note, 2/18/20 (144A) 150,000 $150,986
Cabela's Master Credit Card Trust, Floating Rate Note, 6/17/19 (144A) 1,500,000 $1,509,754
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 2,500,000 $2,550,010
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 2,300,000 $2,411,403
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 1,138,000 $547,115
Calpine Construction Finance Co LP, 5/3/20 1,194,000 $1,182,060
Calpine Corp., 10/9/19 765,993 $770,542
CAM Mortgage Trust, 3.3515%, 12/15/53 (Step) (144A) 2,060,000 $1,961,041
Campbell Soup Co., Floating Rate Note, 8/1/14 3,225,000 $3,229,535
Canadian National Railway Co., Floating Rate Note, 11/6/15 1,675,000 $1,676,593
Canadian Natural Resources, Ltd., 1.45%, 11/14/14 1,330,000 $1,345,070
Capital Auto Receivables Asset Trust/ Ally, 0.47%, 3/20/15 1,750,000 $1,381,412
Capital One Financial Corp., 2.125%, 7/15/14 4,440,000 $4,479,007
Capital One Financial Corp., Floating Rate Note, 11/6/15 1,875,000 $1,882,192
Capital One Financial Corp., Floating Rate Note, 7/15/14 3,244,000 $3,259,627
Capital One Multi-Asset Execution Trust, Floating Rate Note, 3/15/17 2,512,000 $2,512,659
Capital One Multi-Asset Execution Trust, Floating Rate Note, 8/15/18 6,045,000 $6,036,499
Capital One NA, Floating Rate Note, 3/22/16 1,900,000 $1,904,431
CarMax Auto Owner Trust 2010-2, 2.04%, 10/15/15 220,000 $116,361
CarMax Auto Owner Trust 2011-3, 1.07%, 6/15/16 518,000 $284,462
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35 9,679,028 $3,334,424
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 375,000 $69,446
Carrington Mortgage Loan Trust Series 2006-OPT1, Floating Rate Note, 2/25/36 9,778,000 $2,233,996
Caterpillar Financial Services Corp., Floating Rate Note, 2/26/16 1,500,000 $1,503,491
Caterpillar Financial Services Corp., Floating Rate Note, 2/9/15 2,000,000 $2,007,303
CBS Outdoor Americas Capital LLC, Term Loan, 1/15/21 1,629,423 $1,628,915
Cedar Fair LP, 3/6/20 98,476 $98,886
Cellular South, Inc., 5/23/20 62,031 $61,799
Centex Home Equity Loan Trust 2003-A, Floating Rate Note, 3/25/33 2,230,000 $430,082
Cequel Communications LLC, 2/14/19 1,188,428 $1,190,281
Charter Communications Operating LLC, 12/31/20 1,318,375 $1,313,774
Chase Funding Trust Series 2002-4, Floating Rate Note, 10/25/32 1,000,000 $19,213
Chase Issuance Trust, Floating Rate Note, 10/16/17 2,700,000 $2,700,732
Chase Issuance Trust, Floating Rate Note, 2/15/17 3,380,000 $3,379,339
Chase Issuance Trust, Floating Rate Note, 5/16/16 4,355,000 $4,355,247
Chase Issuance Trust, Floating Rate Note, 8/15/17 5,880,000 $5,879,153
Chase Mortgage Finance Trust Series 2005-S1, 5.5%, 5/25/35 19,264,330 $616,903
Chemtura Corp., 8/29/16 371,082 $374,097
Chesapeake Energy Corp., 12/2/17 250,000 $255,781
Chesapeake Funding LLC, Floating Rate Note, 11/7/23 (144A) 3,790,000 $2,550,857
Chesapeake Funding LLC, Floating Rate Note, 11/7/23 (144A) 250,000 $251,358
Chesapeake Funding LLC, Floating Rate Note, 4/7/24 (144A) 2,050,000 $1,760,306
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 2,000,000 $1,761,611
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 200,000 $199,460
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1, Floating Rate Note, 1/25/35 (144 3,700,000 $120,088
Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3, Floating Rate Note, 8/25/35 (144 1,300,000 $62,010
CHL Mortgage Pass-Through Trust 2003-11, Floating Rate Note, 5/25/33 30,308,000 $438,359
CHL Mortgage Pass-Through Trust 2003-15, Floating Rate Note, 6/25/18 25,913,062 $812,523
CHL Mortgage Pass-Through Trust 2003-J7, Floating Rate Note, 8/25/18 2,400,000 $81,979
CHL Mortgage Pass-Through Trust 2004-29, Floating Rate Note, 2/25/35 56,431,000 $3,126,712
CHL Mortgage Pass-Through Trust 2004-9, 5.25%, 6/25/34 3,392,000 $1,259,850
CHL Mortgage Pass-Through Trust 2005-19, 5.5%, 8/25/35 6,000,000 $498,191
Chrysler Group LLC, Tranche B Term Loan, 12/29/18 2,900,000 $2,896,375
CHS, 2021 Term D Loan, 1/27/21 72,370 $73,111
CIH International Sarl, 5/1/20 992,500 $998,079
Cincinnati Bell, Inc., 9/10/20 1,246,875 $1,249,992
Cisco Systems, Inc., Floating Rate Note, 3/3/17 1,000,000 $1,002,379
Cisco Systems, Inc., Floating Rate Note, 9/3/15 1,000,000 $1,000,447
Citibank Credit Card Issuance Trust, Floating Rate Note, 11/25/16 3,500,000 $3,501,195
Citibank Credit Card Issuance Trust, Floating Rate Note, 12/12/16 2,595,000 $2,596,035
Citibank Credit Card Issuance Trust, Floating Rate Note, 2/7/18 9,931,000 $9,949,421
Citibank Credit Card Issuance Trust, Floating Rate Note, 4/24/17 9,450,000 $9,449,239
Citibank Credit Card Issuance Trust, Floating Rate Note, 5/22/17 1,900,000 $1,924,600
Citibank Credit Card Issuance Trust, Floating Rate Note, 6/7/16 2,000,000 $2,001,035
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-4, 5.0%, 7/25/20 486,000 $22,770
Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-7, 5.0%, 10/25/35 17,468,000 $1,939,427
Citigroup, Inc., 5.0%, 9/15/14 1,000,000 $1,046,482
Citigroup, Inc., Floating Rate Note, 11/15/16 1,700,000 $1,708,870
Citigroup, Inc., Floating Rate Note, 11/5/14 2,692,000 $2,693,437
Citigroup, Inc., Floating Rate Note, 4/1/16 1,325,000 $1,335,181
Citigroup, Inc., Floating Rate Note, 7/25/16 1,500,000 $1,518,379
Citigroup Commercial Mortgage Trust 2004-C1, Floating Rate Note, 4/15/40 3,333,740 $1,511,179
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,105,112 $1,079,602
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,430,707 $760,198
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,982,362 $1,970,630
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 497,205 $493,176
Citigroup Mortgage Loan Trust, Inc., 6.5%, 6/25/16 10,100,000 $17,392
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 10/25/34 4,100,000 $91,211
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 11/25/34 3,500,000 $281,739
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 1,150,000 $25,025
Citigroup Mortgage Loan Trust 2006-HE1, Floating Rate Note, 1/25/36 300,000 $30,142
Citigroup Mortgage Loan Trust 2006-SHL1, Floating Rate Note, 11/25/45 (144A) 13,635,000 $1,770,528
Citigroup Mortgage Loan Trust 2007-WFHE2, Floating Rate Note, 3/25/37 6,642,000 $335,378
Citigroup Mortgage Loan Trust 2010-7, Floating Rate Note, 9/25/37 (144A) 6,105,345 $1,958,689
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 950,000 $958,254
CLI Funding LLC, Floating Rate Note, 8/18/21 (144A) 7,250,000 $1,616,542
CNH Equipment Trust 2011-C, 1.19%, 12/15/16 1,460,621 $673,321
CNH Wholesale Master Note Trust, Floating Rate Note, 8/15/19 (144A) 1,275,000 $1,276,871
CNL Commercial Mortgage Loan Trust 2002-1, Floating Rate Note, 10/25/28 (144A) 42,221,000 $1,552,404
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 3,600,000 $371,223
CNO Financial Group, Inc., 9/28/18 463,599 $465,048
Coca-Cola Enterprises, Inc., 2.125%, 9/15/15 551,000 $567,502
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 2,000,000 $2,147,400
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 2,970,000 $3,039,944
COMM 2004-LNB3 Mortgage Trust, Floating Rate Note, 7/10/37 1,390,000 $637,436
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 2,910,000 $1,881,710
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 11,100,000 $2,691,233
COMM 2007-FL14 Mortgage Trust, Floating Rate Note, 6/15/22 (144A) 4,454,785 $996,870
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/17/28 (144A) 500,000 $162,881
COMM 2013-FL3 Mortgage Trust, Floating Rate Note, 10/13/28 (144A) 1,597,000 $1,605,926
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/17/26 (144A) 2,250,000 $2,113,794
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 2/13/32 (144A) 2,760,000 $2,762,351
Commercial Mortgage Trust 2005-GG3, Floating Rate Note, 8/10/42 3,300,000 $3,401,529
Commercial Mortgage Trust 2005-GG3, Floating Rate Note, 8/10/42 1,465,000 $1,501,621
Commonwealth Bank of Australia, Floating Rate Note, 12/4/15 (144A) 1,800,000 $1,799,377
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 159,636 $160,235
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 239,454 $240,801
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $260,000
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 1,000,000 $1,055,399
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $264,806
Confie seguros Holding II Co., 11/9/18 498,731 $499,354
Connecticut State Health & Educational Facility Authority, Floating Rate Note, 7/1/33 3,335,000 $3,335,050
Conseco Financial Corp., 7.05%, 1/15/19 600,362 $8,808
ConvaTec, Inc., 12/22/16 727,198 $731,743
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, Floating Rate Note, 3/18/16 1,575,000 $1,587,214
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 125,000 $36,231
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 5,000,000 $2,210,018
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/34 21,906,000 $675,875
Countrywide Asset-Backed Certificates, Floating Rate Note, 11/25/35 (144A) 7,825,000 $412,614
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/34 2,000,000 $1,522,418
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 750,000 $247,364
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/33 1,113,000 $322,370
Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36 20,000,000 $130,012
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 5,600,000 $1,638,953
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/36 5,000,000 $596,940
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/33 (144A) 8,175,000 $180,126
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/33 (144A) 2,000,000 $43,275
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/35 1,055,000 $540,379
Countrywide Asset-Backed Certificates, Floating Rate Note, 7/25/35 2,058,000 $456,200
Countrywide Home Equity Loan Trust, Floating Rate Note, 6/15/29 28,190,000 $222,777
Covanta Energy Corp., 3/28/19 196,500 $197,728
CPS Auto Receivables Trust 2013-B, 1.82%, 9/15/20 (144A) 731,000 $528,000
CPS Auto Trust, 1.82%, 12/16/19 (144A) 1,000,000 $526,345
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,000,000 $2,013,822
Credit-Based Asset Servicing and Securitization LLC, 4.68533%, 4/25/37 (Step) 7,500,000 $409,775
Credit Suisse First Boston Mortgage Securities Corp., 4.691%, 10/15/39 730,265 $222,872
Credit Suisse First Boston Mortgage Securities Corp., 4.829%, 11/15/37 649,797 $643,805
Credit Suisse First Boston Mortgage Securities Corp., 4.832%, 4/15/37 3,320,000 $3,442,490
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 300,000 $21,538
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38 2,536,000 $2,324,814
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 26,125,000 $343,619
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 7/15/36 3,570,000 $1,667,632
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 8/15/38 3,066,043 $3,218,661
Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 10/15/21 (144A) 10,150,000 $3,734,417
Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 10/25/36 (144A) 2,010,000 $203,748
Credit Suisse New York NY, 5.5%, 5/1/14 6,101,000 $6,263,472
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 1,192,128 $1,194,662
Crusade Global Trust, Floating Rate Note, 11/15/37 10,000,000 $1,795,422
Crusade Global Trust, Floating Rate Note, 4/19/38 9,883,244 $1,984,522
Crusade Global Trust, Floating Rate Note, 8/14/37 5,471,271 $643,073
Daimler Finance North America LLC, 1.3%, 7/31/15 (144A) 1,500,000 $1,514,105
Daimler Finance North America LLC, Floating Rate Note, 4/10/14 (144A) 1,525,000 $1,528,352
Daimler Finance North America LLC, Floating Rate Note, 8/1/16 (144A) 1,500,000 $1,509,015
Darling International, Inc., Term B USD Loan, 12/19/20 1,590,000 $1,590,954
DaVita HealthCare Partners, Inc., 11/1/19 742,500 $746,116
DBRR 2012- EZ1 Trust, 0.946%, 9/25/45 (144A) 1,537,145 $501,081
Dealertrack Technologies Inc 1st Lien Tl-B L + 2.75% 27feb21 1,000,000 $997,500
De Flt% 25feb16 2,000,000 $2,000,000
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 1,460,000 $1,458,047
Del Monte 1st Lien Tl-B L + 0% 24feb20 481,871 $483,276
Delos Finance Sarl Tl-B L + 2.75% 27feb21 1,295,000 $1,301,273
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 742,500 $745,682
Delta Air Lines, Inc., 4/20/17 297,710 $299,726
Delta Funding Home Equity Loan Trust 1997-2, 7.04%, 6/25/27 1,000,000 $1,318
Deltek, Inc., 10/10/18 298,492 $299,985
Deutsche Telekom International Finance BV, 4.875%, 7/8/14 2,456,000 $2,510,374
Devon Energy Corp., Floating Rate Note, 12/15/15 2,800,000 $2,811,320
DigitalGlobe, Inc., 1/31/20 883,947 $885,875
DineEquity, Inc., 10/19/17 126,975 $127,826
Direct Capital Funding V LLC, 0.7%, 9/20/14 (144A) 1,309,000 $606,363
Direct Capital Funding V LLC, 1.673%, 12/20/17 (144A) 725,000 $341,126
Discover Card Execution Note Trust, Floating Rate Note, 1/16/18 690,000 $690,652
Discover Card Execution Note Trust, Floating Rate Note, 3/15/17 800,000 $800,576
Dominion Resources, Inc. Virginia, 1.8%, 3/15/14 5,463,000 $5,510,594
Drillships Financing Holding, Inc., 3/31/21 995,000 $1,017,181
Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A) 500,000 $386,379
Dryrock Issuance Trust, Floating Rate Note, 8/15/17 2,000,000 $1,999,066
DT Auto Owner Trust 2013-1, 0.75%, 5/16/16 (144A) 1,232,000 $481,860
Duke Energy Indiana, Inc., Floating Rate Note, 7/11/16 1,375,000 $1,376,474
Duke Energy Ohio, Inc., Floating Rate Note, 3/6/15 725,000 $726,162
DynCorp International, Inc., 7/7/16 211,805 $213,659
Dynegy, Inc., 4/23/20 459,231 $462,060
East Lane Re, Ltd., Floating Rate Note, 3/13/15 (Cat Bond) (144A) 2,100,000 $2,197,974
East Lane Re, Ltd., Floating Rate Note, 3/14/14 (Cat Bond) (144A) 1,350,000 $1,366,172
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $274,663
Electricite de France, Floating Rate Note, 1/20/17 (144A) 1,865,000 $1,867,038
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/28/37 (144A) 2,400,000 $2,294,535
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/25/37 (144A) 5,000,000 $632,949
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/4/16 (Cat Bond) (144A) 1,320,000 $1,343,756
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 525,000 $543,497
Emdeon, Inc., 11/2/18 1,632,097 $1,638,557
Enbridge, Inc., Floating Rate Note, 10/1/16 1,650,000 $1,657,018
Endo International Plc, Term Loan B 2011, 6/17/18 8,650 $8,669
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 500,000 $500,313
Entercom Radio LLC, Term B-2 Loan, 11/23/18 371,617 $375,333
Enterprise Fleet Financing LLC, 0.87%, 9/20/19 2,000,000 $2,000,804
Envision Healthcare Corp., 5/25/18 1,262,049 $1,268,060
Epiq Systems, Inc., 8/27/20 473,813 $476,774
Equity One Mortgage Pass-Through Trust 2004-3, Floating Rate Note, 7/25/34 14,189,000 $865,089
EquiVantage Home Equity Loan Trust 1997-1, 8.05%, 3/25/28 (Step) 1,500,000 $30,602
Everglades Re, Ltd., Floating Rate Note, 4/30/14 (Cat Bond) (144A) 6,000,000 $6,232,192
Exeter Automobile Receivables Trust 2012-1, 2.02%, 8/15/16 (144A) 500,000 $61,041
Exeter Automobile Receivables Trust 2012-2, 1.3%, 6/15/17 (144A) 1,000,000 $381,052
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 1,000,000 $1,013,873
Expert Global Solutions, Inc., 4/3/18 30,931 $30,815
Export Development Canada, 3.125%, 4/24/14 1,100,000 $1,116,626
Express Scripts Holding Co., 2.1%, 2/12/15 2,428,000 $2,464,564
Express Scripts Holding Co., 2.75%, 11/21/14 4,135,000 $4,233,214
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 800,000 $800,708
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 900,000 $901,785
Fannie Mae, 6.5%, 1/1/15 1,381,759 $2,882
Fannie Mae, 7.0%, 10/1/17 2,241,352 $9,777
Fannie Mae, Floating Rate Note, 1/1/48 175,000 $26,057
Fannie Mae, Floating Rate Note, 10/1/32 500,000 $30,202
Fannie Mae, Floating Rate Note, 11/1/23 970,000 $12,900
Fannie Mae, Floating Rate Note, 2/1/34 500,000 $32,465
Fannie Mae, Floating Rate Note, 4/1/15 4,200,043 $2,836
Fannie Mae, Floating Rate Note, 9/1/32 375,000 $26,193
Fannie Mae Connecticut Avenue Securities, Floating Rate Note, 10/25/23 1,705,000 $1,641,554
Fannie Mae Trust 2003-W6, Floating Rate Note, 9/25/42 10,100,000 $913,521
Fannie Mae Trust 2005-W4, Floating Rate Note, 6/25/35 1,500,000 $264,844
Fannie Mae Whole Loan, Floating Rate Note, 11/25/46 4,792,000 $1,017,131
FCI - FIDJI LUXEMBOURG BC4 SARL, Term Loan, 12/19/20 1,400,000 $1,410,500
Federal Farm Credit Banks, Floating Rate Note, 1/20/15 1,490,000 $1,492,707
Federal Farm Credit Banks, Floating Rate Note, 10/23/14 3,500,000 $3,502,689
Federal Farm Credit Banks, Floating Rate Note, 12/15/14 3,000,000 $3,002,127
Federal Farm Credit Banks, Floating Rate Note, 3/17/14 6,000,000 $6,005,912
Federal Farm Credit Banks, Floating Rate Note, 3/27/14 1,570,000 $1,571,061
Federal Farm Credit Banks, Floating Rate Note, 3/4/15 1,360,000 $1,362,638
Federal Farm Credit Banks, Floating Rate Note, 3/6/14 2,000,000 $2,001,909
Federal Farm Credit Banks, Floating Rate Note, 4/21/14 1,925,000 $1,925,688
Federal Farm Credit Banks, Floating Rate Note, 4/25/14 1,000,000 $1,000,448
Federal Farm Credit Banks, Floating Rate Note, 5/21/14 4,000,000 $4,001,758
Federal Farm Credit Banks, Floating Rate Note, 5/29/14 4,500,000 $4,507,385
Federal Farm Credit Banks, Floating Rate Note, 7/16/14 5,529,000 $5,532,234
Federal Home Loan Banks, 0.25%, 4/11/14 2,305,000 $2,307,605
Federal Home Loan Banks, 2.375%, 3/14/14 9,650,000 $9,763,024
Federal Home Loan Banks, 2.9%, 4/20/17 4,130,000 $943,511
Federal Home Loan Banks, Floating Rate Note, 3/11/14 1,250,000 $1,250,571
Federal Home Loan Banks, Floating Rate Note, 4/24/14 7,890,000 $7,895,030
Federal Home Loan Banks, Floating Rate Note, 6/11/14 11,750,000 $11,760,956
Federal Home Loan Mortgage Corp., 7.0%, 6/1/14 1,000,100 $749
Federal Home Loan Mortgage Corp., Floating Rate Note, 10/1/23 1,890,000 $11,397
Federal Home Loan Mortgage Corp., Floating Rate Note, 10/7/14 4,200,000 $4,210,168
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/1/33 850,000 $16,037
Federal Home Loan Mortgage Corp., Floating Rate Note, 6/1/35 3,000,000 $8,632
Federal Home Loan Mortgage Corp., Floating Rate Note, 8/15/35 50,000,000 $6,319,153
Federal Home Loan Mortgage Corp. REMICS, 3.5%, 11/15/22 1,100,000 $8,302
Federal Home Loan Mortgage Corp. REMICS, 3.5%, 6/15/28 5,381,000 $1,043,301
Federal Home Loan Mortgage Corp. REMICS, 4.0%, 1/15/24 1,801,000 $136,848
Federal Home Loan Mortgage Corp. REMICS, 4.0%, 11/15/23 95,000 $78,494
Federal Home Loan Mortgage Corp. REMICS, 4.0%, 12/15/22 4,041,000 $200,602
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 12/15/32 410,000 $41,728
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,318,000 $278,347
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 7/15/32 503,000 $5,686
Federal Home Loan Mortgage Corp. REMICS, 5.5%, 5/15/33 500,000 $8,395
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/33 40,500,000 $683,970
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/36 1,837,000 $473,158
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 1/15/37 63,238,000 $4,933,227
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/20 1,400,000 $191,149
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/31 1,750,000 $118,519
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/35 7,355,000 $1,184,972
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/37 18,287,000 $1,692,954
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 10/15/37 9,195,000 $945,420
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/18 7,142,857 $229,171
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/31 20,187,077 $191,949
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/33 2,550,000 $371,604
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/35 850,000 $226,424
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 5,342,000 $1,227,174
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 3,416,433 $234,830
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 2,850,000 $624,666
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/37 3,402,870 $2,253,898
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/40 1,265,000 $767,460
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/20 1,000,000 $204,906
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/28 56,250,000 $571,649
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 9,063,000 $978,479
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 15,400,000 $298,540
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 4,138,000 $447,151
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 2,500,000 $20,854
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/32 1,700,000 $39,940
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/34 8,495,000 $716,972
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/36 17,426,100 $1,776,315
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/39 2,334,000 $1,095,533
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/41 1,000,000 $778,456
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/19 4,675,000 $490,244
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/25 2,142,856 $609,455
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/29 23,100,000 $323,811
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/30 2,056,750 $1,093,520
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/33 15,000,000 $546,920
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/33 49,250,000 $826,151
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/36 4,291,000 $944,799
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/36 5,000,000 $520,725
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/37 23,400,000 $1,817,518
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 2/15/39 1,251,000 $775,769
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/24 6,200,000 $1,879,795
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32 122,751,000 $1,365,106
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32 22,000,000 $230,158
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/32 64,920,000 $955,307
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/36 5,000,000 $1,441,893
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/37 17,062,682 $2,277,712
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/38 1,595,000 $689,783
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/39 1,000,000 $354,580
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/41 13,046,000 $3,989,522
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 3/15/41 1,000,000 $888,616
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 4/15/35 1,775,000 $465,275
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 4/15/36 3,463,000 $878,090
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/29 15,000,000 $160,773
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/33 2,000,000 $302,948
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/35 10,200,000 $973,897
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/35 3,925,000 $998,233
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/36 7,791,000 $708,386
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/37 3,000,000 $344,183
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/37 5,000,000 $454,344
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 5/15/41 340,000 $135,401
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/23 6,500,000 $175,250
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/33 10,000,000 $680,423
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/36 52,250,000 $2,683,074
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/36 5,835,000 $700,312
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/38 4,056,000 $1,255,046
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 6/15/40 1,249,000 $1,091,691
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/21 17,312,039 $387,826
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/23 2,924,000 $829,607
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/34 5,000,000 $765,907
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36 1,200,000 $67,182
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36 5,000,000 $1,368,072
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/36 15,317,285 $1,497,539
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 7/15/40 2,570,000 $698,279
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/26 1,330,000 $583,507
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/31 2,836,000 $1,628,224
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/35 5,000,000 $1,145,677
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/35 2,185,000 $536,720
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 8/15/36 17,556,000 $1,252,461
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/26 1,427,500 $961,523
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/32 10,000,000 $284,294
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/36 3,470,000 $392,520
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 9/15/36 3,320,000 $501,438
Federal National Mortgage Association, 3/7/14 16,793,000 $16,803,795
Federal National Mortgage Association, Floating Rate Note, 1/20/15 760,000 $760,499
Federal National Mortgage Association, Floating Rate Note, 10/27/14 2,370,000 $2,375,635
Federal National Mortgage Association, Floating Rate Note, 11/21/14 1,650,000 $1,654,907
Federal National Mortgage Association, Floating Rate Note, 12/15/14 1,400,000 $1,405,182
Federal National Mortgage Association, Floating Rate Note, 12/25/33 25,758,805 $8,581,124
Federal National Mortgage Association, Floating Rate Note, 2/25/38 50,000,000 $17,465,428
Federal National Mortgage Association, Floating Rate Note, 4/25/45 750,000 $156,799
Federal National Mortgage Association, Floating Rate Note, 6/20/14 4,829,000 $4,830,166
Federal National Mortgage Association, Floating Rate Note, 6/23/14 6,700,000 $6,710,278
Federal National Mortgage Association, Floating Rate Note, 8/11/14 9,065,000 $9,077,685
Federal National Mortgage Association, Floating Rate Note, 8/25/14 1,800,000 $1,802,563
Federal National Mortgage Association REMICS, 4.0%, 6/25/37 3,650,000 $339,608
Federal National Mortgage Association REMICS, 4.5%, 1/25/38 4,850,000 $80,404
Federal National Mortgage Association REMICS, 4.5%, 1/25/39 820,000 $87,507
Federal National Mortgage Association REMICS, 5.5%, 5/25/30 4,004,428 $102,412
Federal National Mortgage Association REMICS, 6.0%, 3/25/27 120,000 $80
Federal National Mortgage Association REMICS, 6.0%, 3/25/35 1,000,000 $114,685
Federal National Mortgage Association REMICS, Floating Rate Note, 1/18/32 16,977,308 $312,344
Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/32 30,000,000 $492,572
Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/33 13,036,000 $567,859
Federal National Mortgage Association REMICS, Floating Rate Note, 1/25/40 5,000,000 $525,824
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/35 625,000 $37,713
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/35 6,475,000 $795,049
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/36 71,456,000 $3,382,498
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/37 2,400,000 $788,124
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/37 1,030,000 $167,214
Federal National Mortgage Association REMICS, Floating Rate Note, 10/25/38 6,344,000 $896,694
Federal National Mortgage Association REMICS, Floating Rate Note, 10/27/37 2,382,000 $2,376,400
Federal National Mortgage Association REMICS, Floating Rate Note, 11/18/32 105,671,000 $2,430,402
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/31 50,000,000 $555,073
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/31 44,000,000 $488,464
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/33 10,000,000 $955,203
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/34 9,662,000 $935,946
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/36 1,625,000 $424,423
Federal National Mortgage Association REMICS, Floating Rate Note, 11/25/40 5,680,000 $2,679,771
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/23 13,749,086 $132,569
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/23 5,000,000 $442,077
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/30 20,000,000 $113,115
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/31 30,500,000 $1,466,995
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/32 15,000,000 $381,347
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/32 14,000,000 $497,727
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/35 3,750,000 $475,147
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/36 4,800,000 $354,439
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/37 21,428,000 $956,618
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/38 400,000 $296,958
Federal National Mortgage Association REMICS, Floating Rate Note, 12/25/49 2,000,000 $361,156
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/17 14,970,453 $21,610
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/33 10,185,000 $449,288
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/33 16,918,890 $1,094,509
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/35 2,497,000 $944,185
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/37 5,150,000 $678,013
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/37 20,692,000 $1,248,303
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/38 2,184,000 $768,957
Federal National Mortgage Association REMICS, Floating Rate Note, 2/25/38 4,400,000 $413,226
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/23 17,080,403 $219,275
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/24 14,460,650 $677,325
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/28 24,210,000 $378,304
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/34 20,624,640 $1,453,667
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/35 7,579,000 $1,581,308
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/36 700,000 $132,072
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37 2,300,000 $318,387
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37 3,413,000 $607,231
Federal National Mortgage Association REMICS, Floating Rate Note, 3/25/37 30,888,000 $939,344
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/25 540,000 $129,124
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/30 5,000,000 $188,363
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/32 35,072,000 $2,403,412
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/33 9,000,000 $306,861
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/37 3,381,809 $807,717
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/37 5,000,000 $629,489
Federal National Mortgage Association REMICS, Floating Rate Note, 4/25/42 642,857 $509,677
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/33 15,932,000 $487,426
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/36 13,100,000 $1,747,153
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/36 23,900,354 $1,069,507
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/37 32,172,000 $1,465,462
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40 500,000 $341,110
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40 2,619,152 $1,402,349
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/40 8,500,000 $1,720,314
Federal National Mortgage Association REMICS, Floating Rate Note, 5/25/41 14,426,500 $4,555,534
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/23 3,460,000 $239,103
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/36 8,454,822 $1,083,725
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/36 3,304,000 $995,024
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 22,500,000 $2,077,984
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 8,285,000 $1,533,144
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 3,590,000 $426,508
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 7,474,000 $1,170,634
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 632,250 $94,890
Federal National Mortgage Association REMICS, Floating Rate Note, 6/25/37 900,000 $132,926
Federal National Mortgage Association REMICS, Floating Rate Note, 7/18/27 10,000,000 $44,937
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/31 50,000,000 $383,921
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/31 48,885,770 $537,209
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/32 15,000,000 $247,756
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/34 2,500,000 $172,765
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/34 7,443,000 $576,231
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/35 6,326,000 $920,077
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/35 9,145,238 $2,314,118
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/36 25,270,185 $1,294,754
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/36 2,000,000 $337,783
Federal National Mortgage Association REMICS, Floating Rate Note, 7/25/37 1,942,360 $347,407
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/31 17,600,000 $258,735
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/32 5,000,000 $109,236
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/33 485,000 $25,339
Federal National Mortgage Association REMICS, Floating Rate Note, 8/25/36 4,450,000 $314,939
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/20 13,700,000 $49,775
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/21 8,269,375 $100,151
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/32 20,000,000 $461,127
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/32 19,400,000 $389,089
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/33 19,984,406 $2,668,858
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/36 12,500,000 $153,926
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/36 13,053,000 $1,153,278
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 1,915,000 $294,768
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 7,400,000 $1,230,813
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 3,173,000 $506,026
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/37 9,159,000 $480,966
Federal National Mortgage Association REMICS, Floating Rate Note, 9/25/38 1,000,000 $26,399
Fieldstone Mortgage Investment Trust Series 2005-1, Floating Rate Note, 3/25/35 1,457,000 $716,693
Fieldwood Energy LLC, 9/25/18 2,695,625 $2,707,138
Fifth Third Bancorp, Floating Rate Note, 12/20/16 1,727,000 $1,713,643
Fifth Third Bank Cincinnati Ohio, Floating Rate Note, 11/18/16 1,800,000 $1,803,587
Fifth Third Bank Cincinnati Ohio, Floating Rate Note, 2/26/16 3,330,000 $3,340,397
First Frankin Mortgage Loan Trust 2005-FF7, Floating Rate Note, 7/25/35 2,891,000 $17,253
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 1,161,072 $68,892
First Franklin Mortgage Loan Trust 2005-FFH3, Floating Rate Note, 9/25/35 2,951,000 $1,872,284
First Franklin Mortgage Loan Trust Series 2005-FF12, Floating Rate Note, 11/25/36 1,750,000 $305,594
First Horizon Mortgage Pass-Through Trust 2003-AR3, Floating Rate Note, 9/25/33 10,000,000 $775,741
First Investors Auto Owner Trust 2011-1, 7.17%, 2/15/18 (144A) 1,000,000 $1,011,077
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 691,000 $615,429
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 369,713 $200,581
Fly Funding II Sarl, 8/8/18 1,628,776 $1,654,565
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 1,485,006 $1,501,713
Ford Credit Auto Lease Trust 2013-A, 0.46%, 5/15/15 1,865,000 $1,289,585
Ford Credit Auto Owner Trust 2011-A, 1.65%, 5/15/16 1,600,000 $1,026,317
Ford Credit Auto Owner Trust 2013-C, 0.55%, 4/15/16 1,160,000 $1,003,362
Ford Credit Auto Owner Trust 2014-A, 0.48%, 11/15/16 950,000 $950,864
Ford Credit Floorplan Master Owner Trust A, Floating Rate Note, 2/15/19 900,000 $900,170
Ford Credit Floorplan Master Owner Trust A, Floating Rate Note, 9/15/16 2,075,000 $2,077,565
Foresight Energy LLC, 8/21/20 822,938 $832,196
Fosse Master Issuer Plc, Floating Rate Note, 10/18/54 (144A) 1,000,000 $883,592
Fosse Master Issuer Plc, Floating Rate Note, 10/18/54 (144A) 1,380,000 $932,794
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 1,550,000 $1,587,105
Four Corners CLO II, Ltd., Floating Rate Note, 1/26/20 (144A) 553,000 $524,699
Four Seasons Holdings, Inc., Term Loan (First Lien) 2013, 6/27/20 498,750 $501,555
Freddie Mac Strips, Floating Rate Note, 12/15/36 10,968,000 $930,719
Freddie Mac Strips, Floating Rate Note, 8/15/36 10,000,000 $692,561
Freddie Mac Strips, Floating Rate Note, 8/15/36 43,230,336 $2,999,450
Fremont Home Loan Trust 2005-2, Floating Rate Note, 6/25/35 9,000,000 $490,682
Fremont Home Loan Trust 2005-B, Floating Rate Note, 4/25/35 2,750,000 $880,182
Fresenius US Finance I, Inc., 8/7/19 1,496,250 $1,497,185
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,500,000 $1,576,925
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 321,770 $323,177
Garda World Security Corp., Term B Loan, 11/1/20 1,257,827 $1,263,330
Gardner Denver, Inc., 7/30/20 399,000 $398,116
GE Business Loan Trust 2003-1, Floating Rate Note, 4/15/31 (144A) 20,374,890 $1,107,970
GE Business Loan Trust 2004-1, Floating Rate Note, 5/15/32 (144A) 767,511 $98,891
GE Business Loan Trust 2004-2, Floating Rate Note, 12/15/32 (144A) 5,810,863 $1,475,823
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 4,489,882 $2,844,257
GE Business Loan Trust 2006-2, Floating Rate Note, 11/15/34 (144A) 5,767,382 $2,453,594
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 4,787,273 $2,205,947
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 888,000 $890,118
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 2/20/17 350,000 $351,214
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 4/20/18 1,190,000 $1,193,546
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 6/20/17 2,000,000 $2,006,212
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 6/20/17 500,000 $498,813
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 7/20/16 250,000 $250,420
GE Equipment Small Ticket LLC Series 2013-1, 0.73%, 1/25/16 (144A) 800,000 $801,293
GE Equipment Transportation LLC Series 2013-2, 0.61%, 6/24/16 1,520,000 $1,521,325
General Electric Capital Corp., 5.9%, 5/13/14 300,000 $308,483
General Electric Capital Corp., Floating Rate Note, 1/14/16 1,865,000 $1,867,857
General Electric Capital Corp., Floating Rate Note, 1/8/16 2,300,000 $2,319,388
General Electric Capital Corp., Floating Rate Note, 4/24/14 2,420,000 $2,424,080
General Electric Capital Corp., Floating Rate Note, 4/7/14 1,967,000 $1,970,719
General Electric Capital Corp., Floating Rate Note, 5/11/16 1,000,000 $998,766
General Electric Capital Corp., Floating Rate Note, 7/10/15 690,000 $693,493
General Electric Capital Corp., Floating Rate Note, 7/2/15 500,000 $506,802
General Electric Capital Corp., Floating Rate Note, 8/1/17 500,000 $500,790
General Mills, Inc., Floating Rate Note, 1/28/16 1,895,000 $1,895,745
Genpact International, Inc., 8/30/19 990,025 $993,733
Georgia Power Co., Floating Rate Note, 3/15/16 1,090,000 $1,090,177
Georgia Power Co., Floating Rate Note, 8/15/16 1,000,000 $1,000,968
Getty Images, Inc., 10/18/19 114,733 $109,699
Glencore Funding LLC, Floating Rate Note, 5/27/16 (144A) 1,800,000 $1,795,125
Glenn Pool Oil & Gas Trust, 5/2/16 39,402 $39,845
Global Container Assets 2013-1, Ltd., 2.2%, 11/5/28 (144A) 1,750,000 $1,560,904
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 2,438,820 $858,010
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 28,795,000 $3,305,186
GMAC Commercial Mortgage Securities Inc Series 2004-C2 Trust, Floating Rate Note, 8/10/38 5,341,000 $4,236,369
GMAC Commercial Mortgage Securities Inc Series 2005-C1 Trust, 4.697%, 5/10/43 3,547,000 $3,675,398
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,900,000 $1,890,956
Golden State Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 750,000 $767,806
Government National Mortgage Association, 4.5%, 11/20/34 1,100,000 $99,331
Government National Mortgage Association, 4.5%, 5/20/33 1,860,000 $79,418
Government National Mortgage Association, 5.75%, 8/20/36 8,800,000 $494,136
Government National Mortgage Association, Floating Rate Note, 1/16/33 26,309,521 $1,226,410
Government National Mortgage Association, Floating Rate Note, 1/16/35 11,437,000 $1,430,996
Government National Mortgage Association, Floating Rate Note, 1/20/33 10,000,000 $264,290
Government National Mortgage Association, Floating Rate Note, 10/16/39 2,500,000 $497,958
Government National Mortgage Association, Floating Rate Note, 10/20/38 2,000,000 $886,299
Government National Mortgage Association, Floating Rate Note, 2/20/35 8,941,000 $1,402,793
Government National Mortgage Association, Floating Rate Note, 4/16/29 50,000,000 $646,285
Government National Mortgage Association, Floating Rate Note, 4/16/32 13,425,000 $282,188
Government National Mortgage Association, Floating Rate Note, 5/16/38 8,761,000 $996,786
Government National Mortgage Association, Floating Rate Note, 6/16/31 14,000,000 $281,440
Government National Mortgage Association, Floating Rate Note, 7/20/41 2,647,831 $1,897,496
Government National Mortgage Association, Floating Rate Note, 8/16/39 2,960,000 $656,325
Government National Mortgage Association, Floating Rate Note, 8/20/35 3,497,364 $685,711
Government National Mortgage Association, Floating Rate Note, 8/20/38 4,585,000 $587,596
Government National Mortgage Association, Floating Rate Note, 9/16/31 34,344,532 $899,568
Government National Mortgage Association II, Floating Rate Note, 1/20/22 1,000,000 $15,849
Gracechurch Card Funding Plc, Floating Rate Note, 2/15/17 (144A) 900,000 $903,955
Gracechurch Card Funding Plc, Floating Rate Note, 5/15/19 (144A) 1,300,000 $1,301,033
Gracechurch Card Funding Plc, Floating Rate Note, 6/15/17 (144A) 1,000,000 $1,004,584
Gracechurch Mortgage Financing Plc, Floating Rate Note, 11/20/56 (144A) 2,500,000 $2,065,167
GreenPoint Mortgage Funding Trust 2005-HE1, Floating Rate Note, 9/25/34 1,357,437 $1,189,455
GreenPoint Mortgage Funding Trust 2005-HE4, Floating Rate Note, 7/25/30 95,421,717 $1,014,599
GreenPoint Mortgage Funding Trust 2005-HE4, Floating Rate Note, 7/25/30 2,051,321 $277,201
GSAA Home Equity Trust 2004-11, Floating Rate Note, 12/25/34 5,735,000 $343,414
GSAA Home Equity Trust 2004-6, Floating Rate Note, 6/25/34 52,357,062 $1,933,567
GSAA Home Equity Trust 2004-8, Floating Rate Note, 9/25/34 5,000,000 $230,596
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,339,000 $1,111,746
GSAMP Trust 2004-HE2, Floating Rate Note, 9/25/34 163,261,786 $1,432,431
GSAMP Trust 2004-SEA2, Floating Rate Note, 3/25/34 3,898,600 $3,879,284
GSAMP Trust 2004-SEA2, Floating Rate Note, 3/25/34 8,420,000 $243,612
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,414,212 $691,712
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 25,142,877 $2,959,928
GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) 2,300,000 $2,297,125
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 1,500,000 $134,168
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 1,826,298 $1,206,593
GSRPM Mortgage Loan Trust 2006-1, Floating Rate Note, 3/25/35 (144A) 4,593,737 $774,273
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,483,897 $946,278
GTP Towers Issuer LLC, 8.112%, 2/15/15 (144A) 1,250,000 $1,293,933
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 16,013,000 $723,646
HarborView Mortgage Loan Trust 2004-4, Floating Rate Note, 6/19/34 25,700,000 $255,839
Harch CLO III, Ltd., Floating Rate Note, 4/17/20 (144A) 500,000 $479,962
Harley-Davidson Motorcycle Trust 2011-2, 1.11%, 9/15/16 300,000 $159,848
Harley-Davidson Motorcycle Trust 2012-1, 0.68%, 4/15/17 1,650,000 $1,515,465
Hartford Life Global Funding Trusts, Floating Rate Note, 6/16/14 1,500,000 $1,501,134
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 400,000 $231,940
Hertz Fleet Lease Funding LP, Floating Rate Note, 12/10/27 (144A) 500,000 $501,988
Hertz Fleet Lease Funding LP, Floating Rate Note, 12/10/27 (144A) 1,000,000 $1,002,171
Hilton USA Trust 2013-HLF, Floating Rate Note, 11/5/30 (144A) 2,475,000 $2,482,413
Hilton Worldwide Finance LLC, 9/23/20 1,184,211 $1,190,055
HJ Heinz Co., 6/5/20 1,592,000 $1,606,320
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 3,750,000 $3,753,464
HLSS Servicer Advance Receivables Trust, 1.4953%, 1/16/46 (144A) 3,360,000 $3,355,513
Holmes Master Issuer Plc, Floating Rate Note, 10/15/54 (144A) 2,500,000 $1,869,104
Holmes Master Issuer Plc, Floating Rate Note, 10/15/54 (144A) 1,676,000 $1,364,805
Holmes Master Issuer Plc, Floating Rate Note, 10/15/54 (144A) 1,950,000 $565,085
Hologic, Inc., 8/1/19 919,830 $921,899
HomeBanc Mortgage Trust 2005-2, Floating Rate Note, 5/25/25 45,670,847 $2,193,169
Home Equity Asset Trust 2005-6, Floating Rate Note, 12/25/35 3,404,000 $3,348,537
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 3,870,000 $2,320,313
Home Equity Asset Trust 2006-3, Floating Rate Note, 7/25/36 2,845,000 $11,023
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 1,250,000 $427,581
Home Equity Asset Trust 2006-8, Floating Rate Note, 3/25/37 5,734,978 $2,692,254
Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2005-C, Floating Rate Note, 10/25/35 4,000,000 $177,070
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 11,300,000 $1,964,148
Homestar Mortgage Acceptance Corp., Floating Rate Note, 3/25/34 50,182,000 $3,267,366
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 11,977,997 $1,264,076
Homestar Mortgage Acceptance Corp., Floating Rate Note, 7/25/34 19,310,000 $2,081,862
Honda Auto Receivables 2011-1 Owner Trust, 1.8%, 4/17/17 500,000 $341,536
Honda Auto Receivables 2011-2 Owner Trust, 1.55%, 8/18/17 950,000 $956,355
Honda Auto Receivables 2012-2 Owner Trust, 0.7%, 2/16/16 1,200,000 $1,057,756
Honda Auto Receivables 2013-1 Owner Trust, 0.35%, 6/22/15 1,375,000 $714,506
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 2,777,000 $2,393,777
HSBC Bank Middle East, Ltd., 3.0%, 10/21/15 1,000,000 $1,033,433
HSBC Home Equity Loan Trust 2005-3, Floating Rate Note, 1/20/35 1,671,000 $254,707
HSBC Home Equity Loan Trust 2005-3, Floating Rate Note, 1/20/35 3,869,000 $589,197
HSBC Home Equity Loan Trust USA 2006-3, Floating Rate Note, 3/20/36 4,674,000 $4,535,423
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 100,000 $84,597
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,875,000 $1,752,968
HSI Asset Securitization Corp Trust 2006-OPT1, Floating Rate Note, 12/25/35 1,369,377 $528,054
Hyperion Insurance Group, Ltd., 10/4/19 975,000 $973,781
Hyundai Auto Lease Securitization Trust 2012-A, 0.92%, 8/17/15 (144A) 1,000,000 $895,504
Hyundai Auto Receivables Trust 2013-A, 0.4%, 12/15/15 1,780,000 $975,969
Hyundai Capital Auto Funding VIII, Ltd., Floating Rate Note, 9/20/16 (144A) 4,279,000 $1,260,991
IASIS Healthcare LLC, 5/3/18 492,494 $495,415
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 300,000 $313,469
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 2,250,000 $2,292,950
Immucor, Inc., 8/19/18 219,974 $221,486
Impac CMB Trust Series 2003-11, Floating Rate Note, 10/25/33 82,420,000 $2,572,157
Impac CMB Trust Series 2003-8, Floating Rate Note, 10/25/33 5,200,000 $376,428
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 42,840,193 $1,897,514
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 40,212,075 $1,794,135
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 27,915,000 $1,820,045
Impac CMB Trust Series 2004-5, Floating Rate Note, 8/25/34 9,850,000 $748,651
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 56,927,495 $3,452,939
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 6,591,000 $405,308
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 22,339,000 $1,603,924
Impac CMB Trust Series 2004-8, Floating Rate Note, 8/25/34 2,122,000 $327,365
Impac CMB Trust Series 2004-8, Floating Rate Note, 8/25/34 3,500,000 $580,139
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 14,700,000 $1,034,325
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 30,931,007 $882,252
Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36 6,501,000 $2,492,984
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 2,682,000 $870,686
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 2,500,000 $697,068
Intelsat Jackson Holdings SA, 6/30/19 521,732 $525,754
Interactive Data Corp., 2/11/18 639,278 $641,675
inVentiv Health, Inc., 5/15/18 66,656 $66,364
Invitation Homes 2013-SFR1 Trust, Floating Rate Note, 12/17/15 1,800,000 $1,796,777
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,247,000 $1,032,869
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 4/25/30 5,000,000 $254,906
ISS AS, 4/30/18 99,500 $99,823
IXIS Real Estate Capital Trust 2005-HE4, Floating Rate Note, 2/25/36 3,493,986 $826,320
Jackson National Life Global Funding, Floating Rate Note, 3/17/14 (144A) 1,650,000 $1,651,600
Jackson National Life Global Funding, Floating Rate Note, 9/30/15 (144A) 2,000,000 $2,009,225
Jarden Corp., 9/30/20 997,500 $1,000,406
JBS USA LLC, 5/25/18 990,000 $990,000
JLL, Term Loan, 1/23/21 305,000 $304,428
JMC Steel Group, Inc., 4/1/17 361,254 $362,534
John Deere Capital Corp., Floating Rate Note, 10/11/16 1,500,000 $1,504,163
John Deere Capital Corp., Floating Rate Note, 12/10/15 1,800,000 $1,801,104
John Deere Capital Corp., Floating Rate Note, 4/25/14 897,000 $897,749
Johnson & Johnson, Floating Rate Note, 5/15/14 1,372,000 $1,372,414
Johnston Re, Ltd., Floating Rate Note, 5/8/14 (Cat Bond) (144A) 5,250,000 $5,386,558
Johnston Re, Ltd., Floating Rate Note, 5/8/14 (Cat Bond) (144A) 2,000,000 $2,046,233
JPMorgan Chase & Co., Floating Rate Note, 10/15/15 2,000,000 $2,012,381
JPMorgan Chase & Co., Floating Rate Note, 2/15/17 2,000,000 $2,004,556
JPMorgan Chase & Co., Floating Rate Note, 2/26/16 1,800,000 $1,809,882
JPMorgan Chase & Co., Floating Rate Note, 3/31/16 1,000,000 $993,632
JPMorgan Chase & Co., Floating Rate Note, 5/2/14 1,000,000 $1,003,248
JP Morgan Chase Commercial Mortgage Securities Corp., 4.878%, 1/15/42 3,500,000 $3,584,952
JP Morgan Chase Commercial Mortgage Securities Corp., Floating Rate Note, 10/15/25 (144A) 2,350,000 $2,357,312
JP Morgan Chase Commercial Mortgage Securities Corp., Floating Rate Note, 12/15/28 2,910,000 $2,913,466
JP Morgan Chase Commercial Mortgage Securities Corp Commercial Mortgage Pass-Thr, Floating Rate Note 772,620 $137,046
JP Morgan Chase Commercial Mortgage Securities Trust 2002-CIBC4, Floating Rate Note, 5/12/34 257,000 $193,732
JP Morgan Chase Commercial Mortgage Securities Trust 2004-LN2, Floating Rate Note, 7/15/41 (144A) 2,030,626 $1,063,703
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC11, Floating Rate Note, 8/12/37 1,835,000 $1,883,636
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1, Floating Rate Note, 3/15/46 3,110,000 $3,195,678
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17, 5.45%, 12/12/43 48,000 $9,455
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 800,000 $255,458
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 500,000 $158,582
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 2,080,000 $678,108
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 6,880,620 $1,256,419
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 200,000 $100,246
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC19, Floating Rate Note, 2/12/49 475,000 $296,321
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11, Floating Rate Note, 6/15/49 120,000 $39,555
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,466,000 $1,480,904
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 1,200,000 $1,198,242
JP Morgan Chase Commercial Mortgage Securities Trust 2013-INN, Floating Rate Note, 10/15/30 (144A) 2,445,000 $2,450,010
JP Morgan Chase Commercial Mortgage Securities Trust 2013-JWRZ, Floating Rate Note, 4/15/30 (144A) 4,975,000 $4,942,938
JP Morgan Mortgage Acquisition Corp 2005-FRE1, Floating Rate Note, 10/25/35 19,316,000 $1,489,159
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,895,912 $1,061,116
JP Morgan Mortgage Acquisition Trust 2007-CH4, Floating Rate Note, 12/25/29 8,500,000 $122,742
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 10,890,305 $1,395,796
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,119,000 $922,028
JP Morgan Mortgage Trust 2005-A3, Floating Rate Note, 6/25/35 5,045,000 $20,729
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 1,500,000 $267,923
KeyBank NA Cleveland Ohio, Floating Rate Note, 11/25/16 1,800,000 $1,804,044
KeyCorp, 3.75%, 8/13/15 1,370,000 $1,431,166
KeyCorp Student Loan Trust 2004-A, Floating Rate Note, 10/28/41 500,000 $144,296
Kindred Healthcare, Inc., 6/1/18 719,572 $724,968
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 592,715 $595,530
KKR Financial CLO 2007-1 Corp., Floating Rate Note, 5/15/21 (144A) 650,000 $631,256
Kleopatra Acquisition Corp., 12/21/16 695,979 $704,099
Lanark Master Issuer Plc, Floating Rate Note, 12/22/54 (144A) 2,000,000 $1,929,679
Lanark Master Issuer Plc, Floating Rate Note, 12/22/54 (144A) 1,250,000 $1,246,352
Landry's, Inc., 4/24/18 478,773 $482,564
Language Line LLC, 6/20/16 920,764 $921,148
Las Vegas Sands LLC, Term B Loan, 12/19/20 440,000 $439,725
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,000,000 $134,386
LB-UBS Commercial Mortgage Trust 2004-C6, Floating Rate Note, 8/15/29 4,182,549 $2,106,268
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 2,935,000 $3,054,914
LB-UBS Commercial Mortgage Trust 2005-C7, Floating Rate Note, 11/15/30 (144A) 3,611,979 $3,803,996
LB-UBS Commercial Mortgage Trust 2008-C1, Floating Rate Note, 4/15/41 414,000 $254,118
LEAF Receivables Funding 9 LLC, 0.88%, 11/15/15 (144A) 1,500,000 $1,499,537
Lehman Brothers Floating Rate Commercial Mortgage Trust 2007-LLF C5, Floating Rate Note, 6/15/22 (14 725,000 $105,123
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 6,250,000 $987,414
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 17,333,137 $3,580,202
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 6,464,393 $1,379,473
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 10,120,098 $1,861,271
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,080,200 $1,312,460
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 2,211,066 $2,117,695
Liberty Mutual Group, Inc., 5.75%, 3/15/14 (144A) 700,000 $719,527
LifePoint Hospitals, Inc., 7/24/17 342,404 $344,381
Live Nation Entertainment, Inc., 8/17/20 776,055 $778,474
Livingston International, Inc., 4/18/19 497,500 $500,609
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,000,000 $1,021,000
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 1,300,000 $1,369,723
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 2,000,000 $2,040,222
Louisiana Public Facilities Authority, Floating Rate Note, 4/26/27 1,250,000 $1,213,012
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 500,000 $340,269
Manufacturers & Traders Trust Co., Floating Rate Note, 1/30/17 1,900,000 $1,899,628
Marathon Oil Corp., 0.9%, 11/1/15 709,000 $713,393
MassMutual Global Funding II, 2.875%, 4/21/14 (144A) 2,516,000 $2,550,451
MassMutual Global Funding II, Floating Rate Note, 12/11/15 (144A) 1,750,000 $1,751,236
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,650,000 $847,842
MASTR Adjustable Rate Mortgages Trust 2007-1, Floating Rate Note, 1/25/47 4,478,702 $790,376
MASTR Alternative Loan Trust 2005-1, Floating Rate Note, 2/25/35 21,274,000 $2,441,188
Mastr Asset Backed Securities Trust 2004-HE1, Floating Rate Note, 9/25/34 1,570,000 $243,024
Mastr Asset Backed Securities Trust 2005-FRE1, Floating Rate Note, 10/25/35 1,400,000 $121,355
Mastr Asset Backed Securities Trust 2006-AB1, Floating Rate Note, 2/25/36 12,307,204 $2,667,613
Mastr Asset Backed Securities Trust 2006-NC1, Floating Rate Note, 1/25/36 23,055,603 $4,229,359
MASTR Asset Securitization Trust 2003-6, Floating Rate Note, 7/25/18 7,302,000 $299,987
Mastr Specialized Loan Trust, Floating Rate Note, 1/25/36 (144A) 21,217,354 $1,998,980
MCC Georgia LLC, 1/20/20 740,625 $743,402
Medallion Trust Series 2007-1G, Floating Rate Note, 2/27/39 14,066,000 $210,400
Mediacom Illinois LLC, 3/31/18 1,400,000 $1,396,500
Mellon Funding Corp., Floating Rate Note, 5/15/14 1,000,000 $1,000,351
Mercedes-Benz Master Owner Trust, Floating Rate Note, 11/15/16 (144A) 1,000,000 $1,000,203
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 2,000,000 $564,788
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A, Floating Rate Note, 3/25/28 46,113,000 $2,106,347
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-C, Floating Rate Note, 6/25/28 35,227,000 $1,806,531
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-C, Floating Rate Note, 6/25/28 44,308,430 $1,889,953
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 38,289,000 $2,354,924
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G, Floating Rate Note, 1/25/29 16,556,000 $250,234
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H, Floating Rate Note, 1/25/29 24,460,400 $1,590,569
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A, Floating Rate Note, 4/25/29 5,219,133 $360,508
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B, Floating Rate Note, 5/25/29 12,160,000 $583,904
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C, Floating Rate Note, 7/25/29 41,778,000 $2,752,500
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C, Floating Rate Note, 7/25/29 3,866,000 $201,254
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D, Floating Rate Note, 9/25/29 11,000,000 $826,912
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-E, Floating Rate Note, 11/25/29 46,033,000 $3,491,104
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 15,000,000 $1,198,137
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 41,198,025 $2,274,609
Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A, Floating Rate Note, 3/25/30 39,366,746 $3,109,661
Merrill Lynch Mortgage Synthetic, Floating Rate Note, 6/28/35 (144A) 1,500,000 $732,477
Merrill Lynch Mortgage Trust 2004-KEY2, Floating Rate Note, 8/12/39 1,155,000 $1,124,318
Merrill Lynch Mortgage Trust 2004-KEY2, Floating Rate Note, 8/12/39 1,519,492 $1,551,783
Metaldyne LLC, 12/18/18 1,991,222 $2,006,156
MetLife Institutional Funding II, Floating Rate Note, 1/6/15 (144A) 3,205,000 $3,219,761
MetLife Institutional Funding II, Floating Rate Note, 4/4/14 (144A) 900,000 $902,279
MetroCat Re, Ltd., Floating Rate Note, 8/5/16 (Cat Bond) (144A) 1,500,000 $1,548,488
Metropolitan Life Global Funding I, 5.125%, 6/10/14 (144A) 720,000 $737,606
Metropolitan Life Global Funding I, Floating Rate Note, 7/15/16 (144A) 1,500,000 $1,511,706
MGM Resorts International, 12/20/19 1,237,500 $1,237,887
Michael Foods Group, Inc., 2/25/18 194,442 $195,293
Michaels Stores, Inc., 1/28/20 992,500 $997,227
Microsemi Corp., 2/19/20 262,922 $263,949
Milacron LLC, 3/28/20 694,750 $696,704
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 1,016,620 $1,022,763
Mississippi Business Finance Corp., Floating Rate Note, 12/1/30 7,215,000 $7,215,109
Monitronics International, Inc., 3/23/18 992,803 $997,973
Morgan Stanley, Floating Rate Note, 2/25/16 4,350,000 $4,415,059
Morgan Stanley ABS Capital I Inc Trust 2004-SD3, Floating Rate Note, 6/25/34 (144A) 41,830,000 $2,315,865
Morgan Stanley ABS Capital I Inc Trust 2005-NC2, Floating Rate Note, 3/25/35 2,521,041 $1,546,053
Morgan Stanley ABS Capital I Inc Trust 2005-WMC3, Floating Rate Note, 3/25/35 131,174 $92,143
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 3,025,000 $2,952,995
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 2,650,000 $867,802
Morgan Stanley Capital I Trust 2004-HQ4, 4.97%, 4/14/40 3,900,007 $2,543,526
Morgan Stanley Capital I Trust 2004-IQ8, Floating Rate Note, 6/15/40 1,925,000 $871,046
Morgan Stanley Capital I Trust 2005-HQ6, 4.882%, 8/13/42 470,000 $59,051
Morgan Stanley Capital I Trust 2005-HQ6, 4.989%, 8/13/42 3,750,000 $3,917,998
Morgan Stanley Capital I Trust 2005-HQ6, Floating Rate Note, 8/13/42 2,900,000 $3,032,442
Morgan Stanley Capital I Trust 2005-IQ10, Floating Rate Note, 9/15/42 2,910,000 $2,821,949
Morgan Stanley Capital I Trust 2005-TOP17, 4.78%, 12/13/41 2,027,000 $1,930,770
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 28,946,000 $2,978,496
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 6,309,000 $931,648
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 14,045,000 $2,673,888
Morgan Stanley Re-REMIC Trust 2010-R4, Floating Rate Note, 7/26/36 (144A) 3,700,000 $666,362
Morgan Stanley Structured Trust, Floating Rate Note, 6/25/37 1,500,000 $255,503
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 15,162,000 $2,212,810
MortgageIT Trust 2005-2, Floating Rate Note, 5/25/35 8,495,000 $1,778,049
Motel 6 Trust, 1.5%, 10/5/25 (144A) 1,000,000 $934,644
Motor 2013-1 Plc, Floating Rate Note, 2/25/21 (144A) 2,196,000 $1,866,120
MRFC Mortgage Pass-Through Trust Series 1999-TBC2, Floating Rate Note, 6/15/30 23,827,303 $1,737,444
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 13,080,000 $759,352
Multi Packaging Solutions 1st Lien Tl-B L + 3.25% 30sep20 175,000 $176,641
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,500,000 $1,625,650
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,000,000 $1,061,850
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,000,000 $2,134,416
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 1,250,000 $1,329,142
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 2,750,000 $2,973,433
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 500,000 $541,380
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 1,500,000 $1,577,750
National Australia Bank, Ltd., Floating Rate Note, 7/25/14 (144A) 3,125,000 $3,140,518
National City Bank Cleveland Ohio, Floating Rate Note, 12/15/16 2,850,000 $2,830,127
National City Corp., 4.9%, 1/15/15 2,750,000 $2,873,973
National Rural Utilities Cooperative Finance Corp., Floating Rate Note, 11/23/16 1,800,000 $1,804,952
National Rural Utilities Cooperative Finance Corp., Floating Rate Note, 4/4/14 2,925,000 $2,927,926
Nationstar Agency Advance Funding Trust 2013-T1A, 0.997%, 2/15/45 (144A) 2,250,000 $2,245,305
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 1,000,000 $753,842
Nationstar Mortgage Advance Receivables Trust 2013-T2, 1.679%, 6/20/46 (144A) 908,000 $898,630
Navios Maritime Partners LP, 6/27/18 1,496,250 $1,524,929
Navitas Equipment Receivables LLC 2013-1, 1.95%, 11/15/16 1,750,000 $1,494,339
NBCUniversal Enterprise, Inc., Floating Rate Note, 4/15/16 (144A) 2,694,000 $2,703,854
NBCUniversal Media LLC, 2.1%, 4/1/14 1,500,000 $1,515,110
NBTY, Inc., 10/1/17 400,000 $401,938
NCUA Guaranteed Notes Trust, Floating Rate Note, 10/7/20 2,000,000 $1,083,345
NCUA Guaranteed Notes Trust, Floating Rate Note, 11/6/17 6,590,000 $2,983,471
NCUA Guaranteed Notes Trust, Floating Rate Note, 12/8/20 410,000 $306,947
NCUA Guaranteed Notes Trust, Floating Rate Note, 3/11/20 2,035,000 $1,186,679
NCUA Guaranteed Notes Trust, Floating Rate Note, 4/6/20 1,135,000 $374,016
NCUA Guaranteed Notes Trust REMICS, Floating Rate Note, 12/8/20 1,330,000 $995,435
NCUA Guaranteed Notes Trust REMICS, Floating Rate Note, 3/9/21 2,700,000 $1,499,377
Nelnet Student Loan Trust 2005-1, Floating Rate Note, 10/26/20 1,795,000 $730,907
NEP, Refinanced New Term Loan (First Lien), 1/22/20 618,750 $622,102
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,042,000 $784,447
New Century Home Equity Loan Trust 2005-2, Floating Rate Note, 6/25/35 23,756,000 $311,874
New Century Home Equity Loan Trust Series 2003-4, Floating Rate Note, 10/25/33 2,500,000 $1,496,283
New York Life Global Funding, 0.75%, 7/24/15 (144A) 1,000,000 $1,004,145
New York Life Global Funding, 1.3%, 1/12/15 (144A) 660,000 $666,697
New York Life Global Funding, Floating Rate Note, 5/23/16 (144A) 3,150,000 $3,169,385
New York Life Global Funding, Floating Rate Note, 7/30/14 (144A) 1,300,000 $1,300,479
Nissan Auto Lease Trust, 0.98%, 5/15/15 1,700,000 $1,045,188
Nissan Auto Lease Trust, Floating Rate Note, 6/15/15 2,570,000 $1,174,634
Nissan Auto Lease Trust 2013-B, Floating Rate Note, 1/15/16 760,000 $760,784
Nissan Auto Receivables 2013-A Owner Trust, 0.37%, 9/15/15 1,500,000 $716,785
Nissan Auto Receivables 2013-C Owner Trust, 0.4%, 6/15/16 950,000 $950,197
Nissan Master Owner Trust Receivables, Floating Rate Note, 5/15/17 570,000 $571,990
Nissan Motor Acceptance Corp., Floating Rate Note, 3/3/17 (144A) 2,000,000 $1,997,002
Nissan Motor Acceptance Corp., Floating Rate Note, 9/26/16 (144A) 1,500,000 $1,511,295
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-AR4, Floating Rate Note, 12/25/34 1,170,000 $192,335
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1, 4.786%, 3/25/35 735,000 $108,448
Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2005-FM1, Floating Rate Note, 5/25/35 1,700,000 $164,316
Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-HE1, Floating Rate Note, 2/25/36 1,700,000 $229,626
Noranda Aluminum Acquisition Corp., 2/28/19 117,900 $112,816
Nordea Bank AB, Floating Rate Note, 5/13/16 (144A) 2,500,000 $2,510,232
Northern Trust Corp., 4.625%, 5/1/14 1,550,000 $1,584,515
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 2,250,000 $2,367,634
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 1,000,000 $1,013,511
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 2,926,938 $2,246,316
NorthStar 2013-1, Floating Rate Note, 8/25/29 (144A) 2,784,000 $2,790,012
NovaStar Mortgage Funding Trust Series 2003-1, Floating Rate Note, 5/25/33 19,881,000 $498,286
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 2,443,000 $2,409,938
NPC International, Inc., 12/28/18 157,067 $158,343
NRG Energy, Inc., 7/1/18 1,182,380 $1,175,913
Nruc Cp Zero% 27mar14 Usd 2,000,000 $1,999,870
NSG Holdings LLC, 12/11/19 1,596,029 $1,604,009
NSTAR Electric Co., 4.875%, 4/15/14 1,400,000 $1,432,655
NSTAR Electric Co., Floating Rate Note, 5/17/16 1,013,000 $1,011,901
Ocwen Loan Servicing LLC, 2/15/18 1,394,910 $1,408,414
Offshore Group Investment, Ltd., 3/28/19 496,250 $503,694
On Assignment, Inc., 5/15/20 1,037,113 $1,037,536
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-1, Floating Rate Note, 2 13,907,953 $209,087
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 2,400,000 $389,917
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 9,190,000 $114,030
Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35 600,000 $212,620
Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4, Floating Rate Note, 1 15,850,508 $1,746,754
Option One Mortgage Loan Trust 2007-FXD2, 5.9%, 3/25/37 (Step) 810,000 $49,349
Option One Woodbridge Loan Trust 2002-1, Floating Rate Note, 9/25/14 (144A) 6,512,459 $1,643,307
ORES NPL 2013-LV2 LLC, 3.081%, 9/25/25 (144A) 1,558,000 $1,272,101
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,240,000 $1,191,535
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 2,710,000 $784,997
PACCAR Financial Corp., Floating Rate Note, 5/5/15 2,000,000 $2,002,351
PACCAR Financial Corp., Floating Rate Note, 6/5/14 3,000,000 $3,005,378
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MCW, Floating Rate Note 750,000 $488,575
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MHQ, Floating Rate Note 1,560,000 $187,272
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-WWF, Floating Rate Note 1,900,000 $612,675
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WCW2, Floating Rate Note, 10/25/34 4,874,309 $832,064
Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WHQ4, Floating Rate Note, 9/25/35 5,006,169 $2,039,193
Par Pharmaceutical Companies, Inc., 9/30/19 740,644 $744,902
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 750,000 $752,110
Penarth Master Issuer Plc, Floating Rate Note, 3/18/14 (144A) 2,465,000 $2,466,334
Penn National Gaming, Inc., 10/25/20 540,000 $541,485
Penske Truck Leasing Co Lp, 2.5%, 7/11/14 (144A) 2,400,000 $2,424,195
Pepper Residential Securities Trust, Floating Rate Note, 10/18/14 (144A) 1,500,000 $1,500,418
Pepper Residential Securities Trust, Floating Rate Note, 7/24/14 (144A) 1,000,000 $989,783
PepsiCo, Inc., Floating Rate Note, 2/26/16 860,000 $861,769
Permanent Master Issuer Plc, Floating Rate Note, 7/15/42 (144A) 631,000 $642,138
Permanent University Fund, Floating Rate Note, 7/1/37 11,670,000 $11,670,227
PF Chang's China Bistro, Inc., 6/22/19 865,052 $866,134
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 325,276 $326,698
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 2,185,723 $2,190,116
PFS Financing Corp., Floating Rate Note, 2/15/17 (144A) 2,000,000 $2,000,553
PFS Financing Corp., Floating Rate Note, 2/15/18 (144A) 2,340,000 $2,341,698
PHARMEDIUM HEALTHCARE Corp., Initial Term Loan (First Lien), 1/23/21 270,000 $270,504
Philip Morris International, Inc., Floating Rate Note, 2/26/15 1,500,000 $1,501,548
Pilot Travel Centers LLC, 3/30/18 98,750 $99,347
Pinnacle Entertainment, Inc., 8/13/20 273,625 $275,079
Pinnacle Foods Finance LLC, 4/29/20 1,329,950 $1,328,911
Pm Cp Zero% 11mar14 Usd 1,000,000 $999,972
PNC Bank NA, Floating Rate Note, 1/28/16 2,250,000 $2,253,815
PNC Bank NA, Floating Rate Note, 4/29/16 1,150,000 $1,151,364
PNC Funding Corp., 5.4%, 6/10/14 1,585,000 $1,625,199
PQ Corp., 8/7/17 940,500 $946,378
Preferred Proppants LLC, 12/15/16 533,509 $415,247
Prestige Auto Receivables Trust 2012-1, 1.23%, 12/15/15 (144A) 1,400,000 $95,751
Prestige Brands, Inc., 1/31/19 569,398 $573,075
Principal Life Global Funding II, Floating Rate Note, 5/27/16 (144A) 2,530,000 $2,534,004
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,800,000 $1,809,100
Progressive Waste Solutions, Ltd., 10/24/19 1,182,030 $1,183,508
Province of Ontario Canada, Floating Rate Note, 4/1/15 1,800,000 $1,802,306
Psav Presentation Services 1st Lien Tl-B L + 3.5% 24jan21 230,000 $231,725
PVH Corp., 2/13/20 658,700 $661,112
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,750,000 $1,743,700
Queen Street II Capital, Ltd., Floating Rate Note, 4/9/14 (Cat Bond) (144A) 1,500,000 $1,526,988
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 2,250,000 $2,346,056
Queen Street VIII Re, Ltd., Floating Rate Note, 6/8/16 (Cat Bond) (144A) 1,250,000 $1,292,774
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,750,000 $1,868,232
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $268,453
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 1,250,000 $1,317,455
Quest Trust, Floating Rate Note, 3/25/34 (144A) 55,089,092 $2,630,790
RAAC Series 2005-RP1 Trust, Floating Rate Note, 7/25/37 (144A) 2,130,580 $1,520,128
RAAC Series 2005-RP2 Trust, Floating Rate Note, 6/25/35 (144A) 4,005,000 $1,733,274
RAAC Series 2005-RP3 Trust, Floating Rate Note, 5/25/39 (144A) 2,000,000 $1,754,890
RAAC Series 2006-RP1 Trust, Floating Rate Note, 10/25/45 (144A) 15,300,000 $967,009
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 26,822,396 $3,161,407
RALI Series 2002-QS16 Trust, Floating Rate Note, 10/25/17 5,500,000 $135,134
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 44,273,266 $2,410,951
RALI Series 2003-QS22 Trust, Floating Rate Note, 12/26/33 8,400,000 $960,147
RALI Series 2003-QS5 Trust, Floating Rate Note, 3/25/18 30,000,000 $1,383,600
RALI Series 2003-QS9 Trust, Floating Rate Note, 5/25/18 34,469,500 $1,855,798
RALI Series 2004-QR1 Trust, 5.25%, 10/25/34 66,901,390 $2,706,729
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 700,000 $57,082
RALI Series 2004-QS1 Trust, 4.25%, 1/25/34 4,500,000 $101,363
RALI Series 2004-QS1 Trust, Floating Rate Note, 1/25/34 4,000,000 $108,974
RALI Series 2004-QS5 Trust, 4.75%, 4/25/34 5,000,000 $374,003
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 9,566,021 $697,907
RAMP Series 2004-RS11 Trust, Floating Rate Note, 11/25/34 700,000 $271,875
RAMP Series 2005-RS6 Trust, Floating Rate Note, 6/25/35 1,393,325 $1,165,869
RAMP Series 2005-RZ3 Trust, Floating Rate Note, 9/25/35 5,202,820 $49,213
RAMP Series 2005-RZ4 Trust, Floating Rate Note, 11/25/35 21,876,980 $953,166
RAMP Series 2006-EFC1 Trust, Floating Rate Note, 2/25/36 1,500,000 $46,245
RAMP Series 2006-NC1 Trust, Floating Rate Note, 1/25/36 4,150,000 $400,167
RAMP Series 2006-RZ3 Trust, Floating Rate Note, 8/25/36 10,534,000 $3,216,400
Ranpak Corp., 4/23/19 191,445 $193,001
RASC Series 2005-EMX2 Trust, Floating Rate Note, 7/25/35 157,752 $83,194
RASC Series 2005-KS3 Trust, Floating Rate Note, 4/25/35 500,000 $236,578
RASC Series 2005-KS7 Trust, Floating Rate Note, 8/25/35 4,600,000 $850,570
RASC Series 2006-KS1 Trust, Floating Rate Note, 2/25/36 8,211,000 $670,262
RASC Series 2007-KS3 Trust, Floating Rate Note, 4/25/37 1,500,000 $624,255
RBSSP Resecuritization Trust 2009-5, Floating Rate Note, 8/26/37 (144A) 7,810,000 $2,992,452
RegionalCare Hospital Partners, Inc., 11/4/18 495,009 $486,347
Residential Asset Securitization Trust 2003-A15, Floating Rate Note, 2/25/34 10,120,000 $720,020
Residential Asset Securitization Trust 2003-A2, Floating Rate Note, 5/25/33 9,443,647 $377,551
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,450,000 $1,566,667
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,750,000 $1,887,113
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 500,000 $535,857
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 750,000 $793,707
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,900,000 $3,035,503
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 1,150,000 $1,306,413
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 750,000 $840,142
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,100,000 $1,170,224
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 9,871,589 $1,902,894
Resimac MBS Trust, Floating Rate Note, 3/7/14 (144A) 2,100,000 $2,100,625
Resimac MBS Trust, Floating Rate Note, 6/7/14 1,750,000 $1,750,639
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 3,000,000 $3,002,315
Revlon Consumer Products Corp., 8/19/19 375,000 $376,758
Revlon Consumer Products Corp., Replacement Term Loan, 11/20/17 976,136 $981,933
Reynolds Group Holdings, Inc., 12/31/18 793,241 $799,603
RFSC Series 2003-RP2 Trust, Floating Rate Note, 7/25/41 (144A) 2,000,000 $1,728,678
Rio Tinto Finance USA Plc, Floating Rate Note, 6/17/16 1,130,000 $1,142,251
Rovi Solutions Corp., 3/29/19 1,710,536 $1,707,329
Royal Bank of Canada, Floating Rate Note, 1/23/17 1,875,000 $1,875,565
Royal Bank of Canada, Floating Rate Note, 1/6/15 1,000,000 $1,002,187
Royal Bank of Canada, Floating Rate Note, 10/30/14 2,700,000 $2,714,912
Royal Bank of Canada, Floating Rate Note, 12/16/15 1,800,000 $1,804,292
Royal Bank of Canada, Floating Rate Note, 4/17/14 2,000,000 $2,001,821
Royal Bank of Canada, Floating Rate Note, 9/9/16 2,000,000 $2,013,180
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,031,695 $1,039,432
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 634,396 $639,075
RREF 2013 LT2 LLC, 2.8331%, 5/22/28 (144A) 3,000,000 $1,473,672
Ruby Western Pipeline Holdings LLC, 3/27/20 825,730 $826,865
SACO I Trust 2005-8, Floating Rate Note, 11/25/35 31,285,727 $1,125,746
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 450,000 $455,156
Salomon Brothers Mortgage Securities VII, Inc., Floating Rate Note, 3/25/28 49,537,000 $108,760
Salomon Mortgage Loan Trust Series 2001-CB4, Floating Rate Note, 11/25/33 4,754,000 $141,497
Samson Investment Co., 9/25/18 400,000 $404,100
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,500,000 $1,508,017
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 2,500,000 $2,514,597
Santander Drive Auto Receivables Trust, 0.62%, 7/15/16 987,000 $987,813
Santander Drive Auto Receivables Trust 2010-1, 1.84%, 11/17/14 1,525,000 $92,195
Santander Drive Auto Receivables Trust 2011-S2, 2.06%, 6/15/17 (144A) 400,000 $63,683
Santander Drive Auto Receivables Trust 2011-S2, 2.86%, 6/15/17 (144A) 360,000 $34,621
Santander Drive Auto Receivables Trust 2012-2, 1.22%, 12/15/15 756,000 $481,665
Santander Drive Auto Receivables Trust 2012-5, 0.57%, 12/15/15 1,000,000 $58,068
Santander Drive Auto Receivables Trust 2012-5, 0.83%, 12/15/16 1,600,000 $1,603,262
Santander Holdings USA, Inc. Pennsylvania, 3.0%, 9/24/15 4,502,000 $4,715,176
SASCO Mortgage Loan Trust 2005-GEL1, Floating Rate Note, 12/25/34 1,450,000 $1,143,499
SASCO Mortgage Loan Trust 2005-GEL2, Floating Rate Note, 4/25/35 28,476,673 $704,726
Saxon Asset Securities Trust 2005-3, Floating Rate Note, 11/25/35 1,945,000 $1,851,726
Saxon Asset Securities Trust 2005-4, Floating Rate Note, 11/25/37 31,986,000 $2,095,840
Saxon Asset Securities Trust 2006-3, Floating Rate Note, 10/25/46 2,800,000 $170,311
SBA Senior Finance II LLC, Incremental Tranche B-1- A Term Loan, 3/31/21 300,000 $300,038
Sba Senior Finance Ii Llc 1st Lien Dd L + 2.5% 31mar21 300,000 $300,038
SBI Home Equity Loan Trust 2006-1, Floating Rate Note, 8/25/36 (144A) 2,950,000 $1,051,819
Schaeffler AG, 1/27/17 683,943 $689,193
Seadrill Operating LP, Initial Term Loan, 2/14/21 2,750,000 $2,765,714
Sealed Air Corp., Replacement Term Loan, 10/3/18 577,379 $581,530
Select Medical Corp., 6/1/18 503,629 $507,196
Seminole Hard Rock Entertainment, Inc., 5/14/20 597,000 $598,119
Seminole Tribe of Florida, Inc., 4/29/20 1,421,250 $1,422,360
Sempra Energy, 2.0%, 3/15/14 3,420,000 $3,453,178
Sempra Energy, Floating Rate Note, 3/15/14 1,495,000 $1,498,161
Sensata Technologies BV, 5/12/18 532,778 $536,897
Sequa Corp., 6/19/17 420,750 $415,228
Sequoia Mortgage Trust 10, Floating Rate Note, 10/20/27 6,100,000 $140,826
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 11,850,000 $532,457
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 5,000,000 $265,842
Sequoia Mortgage Trust 2004-10, Floating Rate Note, 11/20/34 3,885,000 $430,213
Sequoia Mortgage Trust 2004-12, Floating Rate Note, 1/20/35 8,835,000 $1,015,034
Sequoia Mortgage Trust 2004-12, Floating Rate Note, 1/20/35 2,000,000 $152,350
Sequoia Mortgage Trust 2004-7, Floating Rate Note, 8/20/34 4,000,000 $262,145
Sequoia Mortgage Trust 2005-1, Floating Rate Note, 2/20/35 31,769,748 $3,584,089
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 3,900,000 $429,750
Sequoia Mortgage Trust 4, Floating Rate Note, 11/22/24 6,940,000 $221,247
Series 2007-1G WST Trust, Floating Rate Note, 5/21/38 (144A) 545,000 $56,624
Serta Simmons Holdings LLC, 10/1/19 350,000 $353,125
Shell International Finance BV, Floating Rate Note, 11/15/16 1,500,000 $1,502,244
Ship Midco, Ltd., 11/29/19 98,939 $100,028
Sinclair Television Group, Inc., 4/19/20 1,348,513 $1,346,989
Six Flags Theme Parks, Inc., 12/20/18 737,212 $743,199
SMA Issuer I LLC, 3.5%, 8/20/25 (144A) 509,850 $111,818
SMART Trust/Australia, 1.59%, 10/14/16 (144A) 650,000 $655,748
SMART Trust/Australia, Floating Rate Note, 1/14/17 2,500,000 $2,500,853
SMART Trust/Australia, Floating Rate Note, 3/14/15 (144A) 500,000 $73,360
SMART Trust/Australia, Floating Rate Note, 6/14/15 1,800,000 $698,460
SMART Trust/Australia, Floating Rate Note, 9/14/16 1,785,000 $1,783,319
SMHL Global Fund 2007-1, Floating Rate Note, 6/12/40 1,100,000 $129,740
SNAAC Auto Receivables Trust, 1.78%, 6/15/16 (144A) 1,650,000 $66,795
SNAAC Auto Receivables Trust, 4.38%, 6/15/17 (144A) 1,800,000 $1,841,551
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 1,823,000 $864,234
Soundview Home Loan Trust 2005-DO1, Floating Rate Note, 5/25/35 2,000,000 $619,898
Soundview Home Loan Trust 2005-OPT4, Floating Rate Note, 12/25/35 2,967,970 $977,616
South Carolina State Public Service Authority, Floating Rate Note, 6/1/15 670,000 $673,475
South Carolina Student Loan Corp., Floating Rate Note, 12/3/18 2,250,000 $214,448
Southern California Edison Co., Floating Rate Note, 10/1/14 1,450,000 $1,450,886
Southern California Edison Co., Floating Rate Note, 9/15/14 1,530,000 $1,535,128
Southwire Co., Initial Term Loan, 1/31/21 925,000 $926,156
Specialty Underwriting & Residential Finance Trust Series 2005-AB2, Floating Rate Note, 6/25/36 1,500,000 $644,395
Specialty Underwriting & Residential Finance Trust Series 2006-BC1, Floating Rate Note, 12/25/36 3,640,376 $3,439,207
Specialty Underwriting & Residential Finance Trust Series 2006-BC1, Floating Rate Note, 12/25/36 3,000,000 $609,853
Spectrum Brands Holdings, Inc., 8/13/19 299,250 $300,452
Spin Holdco, Inc., 11/14/19 500,000 $502,292
Spirit AeroSystems, Inc., 4/18/19 592,609 $597,146
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,000,000 $2,011,705
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A) 1,000,000 $676,819
Standard Chartered Plc, Floating Rate Note, 5/12/14 (144A) 2,750,000 $2,757,425
Stanfield Bristol CLO, Ltd., Floating Rate Note, 10/15/19 (144A) 544,000 $532,655
Stanwich Mortgage Loan Co 2012-NPL4 LLC, 2.9814%, 9/15/42 (144A) 1,500,000 $377,686
Stanwich Mortgage Loan Trust, 2.9814%, 2/16/43 (144A) 3,025,000 $1,948,741
Starwood Property Mortgage Trust 2013-FV1, Floating Rate Note, 8/11/28 (144A) 2,495,000 $2,496,887
Starwood Property Trust, Inc., 4/17/20 1,602,186 $1,602,519
State of California, 2.0%, 5/28/14 1,000,000 $1,014,946
State Street Bank & Trust Co., Floating Rate Note, 12/8/15 2,320,000 $2,319,534
State Street Corp., 4.3%, 5/30/14 3,645,000 $3,719,651
State Street Corp., Floating Rate Note, 3/7/14 6,140,000 $6,148,403
Steward Health Care System LLC, 4/10/20 995,000 $994,378
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,560,000 $440,045
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 8,200,000 $605,273
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 2,880,000 $509,302
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 6/25/35 3,880,000 $78,656
Structured Agency Credit Risk Debt Notes, Floating Rate Note, 11/25/23 2,250,000 $2,143,114
Structured Agency Credit Risk Debt Notes, Floating Rate Note, 2/25/24 1,555,000 $1,560,948
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 1,000,000 $215,004
Structured Asset Investment Loan Trust 2005-6, Floating Rate Note, 7/25/35 2,600,000 $2,491,576
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 4,650,000 $1,350,183
Structured Asset Mortgage Investments II Trust 2004-AR1, Floating Rate Note, 3/19/34 15,000,000 $945,636
Structured Asset Mortgage Investments II Trust 2004-AR5, Floating Rate Note, 10/19/34 23,000,000 $1,163,528
Structured Asset Mortgage Investments Trust 2002-AR5, Floating Rate Note, 5/19/33 36,301,000 $2,157,808
Structured Asset Sec Corp Mor Pass Thr Cer Ser 2003-35, Floating Rate Note, 12/25/33 2,500,000 $186,904
Structured Asset Sec Corp Mort Pass Thr Certs Series 1998-8, Floating Rate Note, 8/25/28 8,825,000 $528,469
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 1,991,000 $270,364
Structured Asset Securities Corp Mortgage Loan Trust 2005-S7, Floating Rate Note, 12/25/35 (144A) 11,868,000 $2,292,984
Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4, Floating Rate Note, 12/25/36 2,089,415 $277,566
Structured Asset Securities Corp Mortgage Loan Trust 2006-EQ1, Floating Rate Note, 7/25/36 (144A) 5,000,000 $3,416,083
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,557,000 $2,786,270
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC3, Floating Rate Note, 5/25/47 3,500,000 $274,292
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 2,000,000 $822,976
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A, Floating Rate Note, 6/25/3 4,000,000 $422,142
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 8,050,000 $1,081,409
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 3,899,641 $571,670
Sumitomo Mitsui Banking Corp., Floating Rate Note, 7/19/16 1,500,000 $1,512,834
Sumitomo Mitsui Banking Corp. New York, Floating Rate Note, 4/1/15 1,000,000 $1,002,974
Sumitomo Mitsui Trust Bank, Ltd., Floating Rate Note, 9/16/16 (144A) 1,500,000 $1,513,307
SunCoke Energy, Inc., 7/26/18 45,501 $45,615
SunTrust Bank, Floating Rate Note, 2/15/17 2,500,000 $2,500,978
SunTrust Bank, Floating Rate Note, 4/1/15 1,390,000 $1,388,604
Svenska Handelsbanken AB, Floating Rate Note, 3/21/16 2,275,000 $2,286,822
Svenska Handelsbanken AB, Floating Rate Note, 9/23/16 1,000,000 $1,005,914
Svenska Handelsbanken New York NY, Floating Rate Note, 1/16/15 700,000 $701,838
Svenska Handelsbanken New York NY, Floating Rate Note, 11/17/14 1,000,000 $1,000,740
Svenska Handelsbanken New York NY, Floating Rate Note, 12/19/14 1,500,000 $1,502,197
Svenska Handelsbanken New York NY, Floating Rate Note, 7/17/14 3,450,000 $3,455,077
Swedbank Hypotek AB, Floating Rate Note, 3/28/14 (144A) 1,220,000 $1,221,814
Swift Transportation Co LLC, 12/21/16 165,752 $167,037
Swift Transportation Co LLC, 12/21/17 331,509 $334,907
Syncreon Group BV, 9/26/20 200,000 $201,500
Syniverse Holdings, Inc., 4/23/19 727,141 $730,777
TAL Advantage LLC, Floating Rate Note, 4/20/21 (144A) 1,250,000 $267,594
Taminco Global Chemical Corp., Initial Tranche B-3 Dollar Term Loan, 2/15/19 692,229 $694,249
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 1,500,000 $1,622,496
TD Ameritrade Holding Corp., 4.15%, 12/1/14 2,100,000 $2,179,693
Telesat Canada, 3/28/19 667,146 $669,895
Tempur Sealy International, Inc., 3/18/20 529,636 $530,535
Terex Corp., New U.S. Term Loan (2013), 4/28/17 311,116 $313,644
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 23,713,000 $723,509
Terwin Mortgage Trust Series TMTS 2005-10HE, Floating Rate Note, 6/25/36 668,753 $649,385
Tesoro Corp., 5/30/16 795,000 $802,950
Textainer Marine Containers, Ltd., Floating Rate Note, 5/15/20 (144A) 11,900,000 $1,481,584
The Bank of New York Mellon Corp., 1.7%, 11/24/14 1,900,000 $1,925,357
The Bank of New York Mellon Corp., 3.1%, 1/15/15 670,000 $688,595
The Bank of New York Mellon Corp., 4.3%, 5/15/14 1,219,000 $1,244,257
The Bank of New York Mellon Corp., Floating Rate Note, 10/23/15 1,468,000 $1,472,201
The Bank of New York Mellon Corp., Floating Rate Note, 3/4/16 1,000,000 $999,743
The Bank of New York Mellon Corp., Floating Rate Note, 7/28/14 2,340,000 $2,343,328
The Bear Stearns Companies LLC, Floating Rate Note, 10/28/14 400,000 $401,847
The Bear Stearns Companies LLC, Floating Rate Note, 11/21/16 2,465,000 $2,457,424
The Coca-Cola Co., Floating Rate Note, 3/5/15 850,000 $850,619
The Geo Group, Inc., 4/3/20 994,994 $1,000,280
The Goldman Sachs Group, Inc., 5.0%, 10/1/14 862,000 $902,017
The Goldman Sachs Group, Inc., Floating Rate Note, 11/21/14 1,000,000 $1,005,043
The Goldman Sachs Group, Inc., Floating Rate Note, 3/22/16 3,000,000 $2,996,101
The Goldman Sachs Group, Inc., Floating Rate Note, 9/29/14 2,000,000 $2,007,505
The Goodyear Tire & Rubber Co., 4/30/19 600,000 $606,375
The Hertz Corp., 3/11/18 742,500 $745,224
The Manitowoc Co, Inc., Term B Loan, 12/18/20 85,000 $85,264
The PNC Financial Services Group, Inc., Floating Rate Note, 2/21/49 (Perpetual) 1,500,000 $1,502,985
The Quikrete Companies, Inc., 9/26/20 558,600 $562,239
The Toronto-Dominion Bank, 1.375%, 7/14/14 1,100,000 $1,106,477
The Toronto-Dominion Bank, Floating Rate Note, 5/1/15 3,350,000 $3,356,514
The Toronto-Dominion Bank, Floating Rate Note, 7/14/14 1,200,000 $1,202,189
The Toronto-Dominion Bank, Floating Rate Note, 9/9/16 1,000,000 $1,005,589
The University of Texas System, Floating Rate Note, 8/1/34 11,970,000 $11,970,233
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 11,046,000 $1,982,104
TI Group Automotive Systems LLC, 3/28/19 641,521 $646,132
TMS International Corp., 10/2/20 150,000 $151,594
Tomkins LLC, 9/29/16 583,710 $587,067
TORONTO-DOMINION BANK, Floating Rate Note, 11/6/15 1,725,000 $1,727,206
Toronto-Dominion Bank New York, Floating Rate Note, 11/14/14 1,700,000 $1,700,355
Total Capital Canada, Ltd., Floating Rate Note, 1/15/16 3,355,000 $3,378,390
Tower Automotive Holdings USA LLC, Refinancing Term Loan, 4/23/20 202,212 $202,465
Toyota Motor Credit Corp., 0.75%, 3/5/17 (Step) 1,000,000 $999,465
Toyota Motor Credit Corp., 1.25%, 11/17/14 554,000 $559,708
Toyota Motor Credit Corp., Floating Rate Note, 1/23/15 1,290,000 $1,292,470
Toyota Motor Credit Corp., Floating Rate Note, 4/7/14 2,000,000 $2,000,742
Toyota Motor Credit Corp., Floating Rate Note, 5/17/16 2,800,000 $2,811,683
Toyota Motor Credit Corp., Floating Rate Note, 9/18/15 1,000,000 $1,002,182
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,532
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 1,537,000 $1,552,101
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 1,335,000 $1,356,963
TransCanada PipeLines, Ltd., Floating Rate Note, 6/30/16 1,204,000 $1,215,038
TransDigm, Inc., 2/28/20 323,367 $325,208
Tribune Co., Initial Term Loan, 11/20/20 2,295,000 $2,292,489
Triton Container Finance LLC, Floating Rate Note, 2/26/19 (144A) 1,287,000 $160,222
Tronox Pigments BV, 3/19/20 388,938 $390,883
Truven Health Analytics, Inc., 6/6/19 344,770 $345,632
TWCC Holding Corp., 2/13/17 98,255 $95,651
tw telecom holdings inc, 4/17/20 1,004,950 $1,007,671
U.S. Treasury Bills, 0.0%, 3/13/14 4,075,000 $4,074,988
U.S. Treasury Notes, 0.25%, 4/30/14 5,000,000 $5,005,543
Unifrax I LLC, 11/28/18 986,552 $992,872
Union Bank NA, Floating Rate Note, 9/26/16 1,000,000 $1,011,417
United Airlines, Inc., 4/1/19 248,125 $250,064
United Auto Credit Securitization Trust 2012-1, 1.1%, 3/16/15 (144A) 1,230,000 $136,707
United Auto Credit Securitization Trust 2012-1, 1.87%, 9/15/15 (144A) 1,500,000 $1,501,413
United Auto Credit Securitization Trust 2013-1, 0.95%, 9/15/15 (144A) 2,000,000 $1,497,802
United Auto Credit Securitization Trust 2013-1, 1.74%, 4/15/16 (144A) 1,900,000 $1,900,641
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 10,000,000 $9,996,937
United Technologies Corp., Floating Rate Note, 6/1/15 1,965,000 $1,980,742
University of California, Floating Rate Note, 7/1/41 250,000 $250,148
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 669,938 $672,519
US Bancorp, 4.2%, 5/15/14 4,148,000 $4,231,004
US Bank NA Cincinnati Ohio, Floating Rate Note, 1/30/17 2,025,000 $2,027,520
US Bank NA Cincinnati Ohio, Floating Rate Note, 10/14/14 4,355,000 $4,362,659
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 1,098,921 $1,104,415
Valeant Pharmaceuticals International, Inc., 12/11/19 592,500 $595,778
Valeant Pharmaceuticals International, Inc., 2/13/19 246,875 $248,241
Valeant Pharmaceuticals International, Inc., 8/5/20 1,521,094 $1,536,440
Verint Systems, Inc., 9/6/19 247,500 $248,428
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 500,000 $501,688
Verizon Communications, Inc., Floating Rate Note, 9/15/16 805,000 $830,359
Virgin Media Investment Holdings, Ltd., 6/8/20 2,205,000 $2,205,000
Vita Capital IV, Ltd., Floating Rate Note, 1/15/16 (Cat Bond) (144A) 400,000 $407,349
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 500,000 $514,049
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,530,785
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 1,000,000 $1,025,431
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 1,800,000 $1,800,000
Vodafone Group Plc, Floating Rate Note, 2/19/16 1,150,000 $1,152,441
Volkswagen Auto Lease Trust, Floating Rate Note, 10/20/16 1,500,000 $1,500,206
Volkswagen Auto Lease Trust 2012-A, 0.87%, 7/20/15 1,412,000 $1,101,030
Volkswagen Auto Lease Trust 2013-A, Floating Rate Note, 12/21/15 2,000,000 $1,912,307
Volkswagen International Finance NV, 1.875%, 4/1/14 (144A) 1,500,000 $1,513,369
Volkswagen International Finance NV, Floating Rate Note, 11/18/16 (144A) 1,750,000 $1,752,250
Volkswagen International Finance NV, Floating Rate Note, 11/20/14 (144A) 1,000,000 $1,003,470
Volkswagen International Finance NV, Floating Rate Note, 3/21/14 (144A) 300,000 $300,666
VOLT XVI LLC, 4.25%, 8/25/58 (Step) (144A) 2,102,951 $2,001,686
VOLT XV LLC, 3.22162%, 5/27/53 (Step) (144A) 1,400,000 $1,179,914
VOLT XX LLC, 3.625%, 2/1/39 (Step) (144A) 1,000,000 $1,001,529
Volvo Financial Equipment LLC, 0.54%, 11/15/16 (144A) 1,700,000 $1,699,995
Volvo Financial Equipment LLC Series 2013-1, 0.53%, 11/16/15 (144A) 1,820,000 $1,594,054
Wachovia Bank Commercial Mortgage Trust Series 2005-C16, Floating Rate Note, 10/15/41 1,430,000 $1,467,409
Wachovia Bank Commercial Mortgage Trust Series 2005-C17, Floating Rate Note, 3/15/42 2,054,854 $2,090,000
Wachovia Bank Commercial Mortgage Trust Series 2005-C18, 4.79%, 4/15/42 160,000 $44,505
Wachovia Bank Commercial Mortgage Trust Series 2005-C18, 4.935%, 4/15/42 4,722,637 $4,883,672
Wachovia Bank Commercial Mortgage Trust Series 2005-C21, Floating Rate Note, 10/15/44 1,990,733 $1,787,169
Wachovia Bank Commercial Mortgage Trust Series 2007-WHALE 8, Floating Rate Note, 6/15/20 (144A) 5,000,000 $889,151
Wachovia Corp., Floating Rate Note, 10/28/15 1,983,000 $1,983,748
Wal-Mart Stores, Inc., 1.625%, 4/15/14 100,000 $100,775
WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust, Floating Rate Note, 1/25/33 19,705,000 $241,925
WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust, Floating Rate Note, 2/25/33 12,900,000 $513,388
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 2,310,499 $554,646
WaMu Mortgage Pass-Through Certificates Series 2004-S1 Trust, Floating Rate Note, 3/25/34 6,560,000 $30,125
Waste Industries USA, Inc., 3/17/17 150,368 $150,931
Waupaca Foundry, Inc., 6/29/17 939,223 $941,571
Weight Watchers International, Inc., 4/2/20 1,985,000 $1,536,886
Wells Fargo & Co., 5.0%, 11/15/14 1,000,000 $1,045,268
Wells Fargo & Co., Floating Rate Note, 10/28/15 2,503,000 $2,504,219
Wells Fargo & Co., Floating Rate Note, 6/26/15 3,175,000 $3,215,694
Wells Fargo & Co., Floating Rate Note, 7/20/16 1,500,000 $1,506,622
Wells Fargo Bank NA, Floating Rate Note, 5/16/16 975,000 $970,052
Wells Fargo Bank NA, Floating Rate Note, 6/16/14 1,800,000 $1,800,221
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 189,000 $149,410
Wells Fargo Mortgage Backed Securities 2005-9 Trust, 5.5%, 10/25/35 2,300,000 $243,471
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 611,000 $53,682
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 14,679,000 $1,045,750
Wendy's International, Inc., 5/15/19 728,418 $729,588
Wesco Aircraft Hardware Corp 1st Lien Tl-B L + 2.5% 24feb21 2,600,000 $2,605,694
WESCO Distribution, Inc., 12/12/19 318,295 $319,488
West Corp., Term B-10 Loan, 6/30/18 1,143,359 $1,140,679
Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A) 1,000,000 $531,490
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,405,000 $1,041,960
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 350,000 $215,763
Westpac Banking Corp., Floating Rate Note, 10/28/14 1,000,000 $1,000,476
Westpac Banking Corp., Floating Rate Note, 7/17/15 (144A) 500,000 $505,323
WideOpenWest Finance LLC, 4/1/19 296,258 $298,387
Wilshire Mortgage Loan Trust, Floating Rate Note, 5/25/28 10,000,000 $41,062
Windstream Corp., 1/23/20 1,040,992 $1,043,270
Windstream Corp., 8/8/19 715,938 $718,846
WireCo WorldGroup, Inc., 2/15/17 888,750 $897,082
WMG Acquisition Corp., 7/1/20 1,097,250 $1,098,107
World Financial Network Credit Card Master Trust, Floating Rate Note, 2/15/19 2,000,000 $2,000,367
WR Grace & Co., Delayed Draw Term Loan, 1/23/21 290,008 $290,280
WR Grace & Co., U.S. Term Loan, 1/23/21 812,023 $812,785
Wyle Services Corp., 3/26/17 475,686 $475,884
Xerium Technologies, Inc., 5/17/19 79,400 $80,029
XLIT, Ltd., 5.25%, 9/15/14 3,467,000 $3,635,199
Yale University, 2.9%, 10/15/14 1,237,000 $1,270,527
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 1,072,383 $1,068,864
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 691,064 $688,796
Ziggo Bv 1st Lien Tl-B3 L + 2.75% 15jan22 1,136,553 $1,132,824

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