Pioneer Bond Fund

Top 10 Portfolio Holdings as of 6/30/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 2.4%, 11/15/25 (144A) 1,750,000 $1,598,389
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,799,626
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $480,790
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,083,000 $1,223,625
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $726,723
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 5,250,000 $1,421,292
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 3,048,411 $3,063,653
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,654,158
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 1,070,296 $1,076,735
Agilent Technologies, Inc., 6.5%, 11/1/17 5,366,000 $6,193,557
Ah4r Flt% 17jun31 14-Sfr1-B 600,000 $600,489
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,090,300
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,853,835
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,145,790 $1,150,258
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 420,899 $528,102
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $664,745
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $546,094
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,850,291
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $483,239
Alternative Loan Trust 2004-2CB, 5.125%, 3/25/34 2,000,000 $122,121
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $416,712
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 5,426,539 $5,255,889
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,504,611
Altrl Flt% 30jun16 1,500,000 $1,552,950
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $581,763
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $435,893
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $518,883
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $803,975
Amherst College, 3.794%, 11/1/42 525,000 $482,769
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 2,335,000 $2,397,842
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $2,021,625
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 503,819 $507,126
Arlington Flt% 01aug15 700,000 $705,670
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $571,421
Aspen Insurance Holdings, Ltd., Floating Rate Note, 12/31/49 (Perpetual) 50,000 $1,245,000
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $3,969,548
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,502,505
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $518,979
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $264,115
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 1,865,000 $1,938,007
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,525,000 $4,021,540
AXA SA, 8.6%, 12/15/30 2,335,000 $3,146,581
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $758,925
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,664,944
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $833,337
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,500,000 $820,580
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $1,069,119
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 6,010,000 $1,615,995
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34 5,500,000 $719,058
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,021,500 $1,569,301
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $888,699
Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36 4,458,000 $1,391,929
Banc of America Funding 2010-R4 Trust, Floating Rate Note, 8/26/36 (144A) 3,200,000 $648,217
Banc of America Large Loan Trust 2007-BMB1, Floating Rate Note, 8/15/29 (144A) 400,000 $400,128
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,267,340
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 11,000,000 $674,308
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 3,969,000 $882,399
Banc of America Mortgage 2004-L Trust, Floating Rate Note, 1/25/35 0 $355
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 2,398,000 $534,908
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $1,218,611
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $104,618
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,244,169
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $6,019,687
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,214,322
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $4,003,415
Baylor University, 4.313%, 3/1/42 1,025,000 $1,009,140
Bayview Commercial Asset Trust, 3.52691%, 9/25/37 (Step) (144A) 13,200,000 $452,963
Bayview Commercial Asset Trust, 4.12687%, 7/25/37 (Step) (144A) 21,000,000 $63,718
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $385,422
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,519,271
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,463,299
Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A) 1,000,000 $469,050
BB&T Corp., 5.625%, 12/31/49 (Perpetual) 85,000 $2,017,900
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,468,625
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,377,871
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $400,241
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 300,000 $253,627
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,715,000 $1,836,187
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,916,813
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $3,003,221
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 12,790,000 $1,068,786
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $844,374
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 60,314,000 $3,263,156
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,993,790
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,165,044
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 1,600,000 $201,553
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,013,981
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $2,000,426
Bimboa 3.875% 27jun24 144a 4,200,000 $4,193,492
BioMed Realty LP, 4.25%, 7/15/22 900,000 $945,585
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 1,400,000 $1,553,628
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,799,326
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $904,146
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $257,570
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 500,000 $506,915
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,544,667
Bombardier, Inc., 4.25%, 1/15/16 (144A) 2,250,000 $2,367,219
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 350,000 $349,546
Bowdoin College, 4.693%, 7/1/12 1,000,000 $962,600
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 481,425 $483,797
BWAY Holding Co., Initial Term Loan, 8/6/17 419,688 $421,786
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,278,214
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,350,000 $1,418,883
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,525,662
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $796,820
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,572,936
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,891,248
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,355,864
Capital Auto Receivables Asset Trust/ Ally, 1.74%, 10/22/18 1,900,000 $1,904,445
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,957,839
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,643,864
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35 810,000 $226,918
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $114,837
Catalent 1st Lien Tl-B L + 3.5% 08may21 899,887 $906,355
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,510,479
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,874,566
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,237,862
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,707,750 $1,685,336
Chemtura Corp., New Term Loan, 8/29/16 801,537 $804,042
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $400,360
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $403,374
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $628,304
Chrysler Group LLC, Term Loan B, 5/24/17 3,797,550 $3,817,218
CHS, 2017 Term E Loan, 1/25/17 597,145 $599,289
CHS, 2021 Term D Loan, 1/27/21 3,204,578 $3,228,363
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $522,433
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,940,338 $1,942,965
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 510,262 $511,219
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,623,480
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 2,791,000 $2,082,406
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $338,013
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $2,156,458
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 1,700,000 $1,323,874
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 197,000 $5,446,853
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 2,000,000 $2,064,578
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 2,000,000 $2,069,914
Citigroup Capital XIII, Floating Rate Note, 10/30/40 116,000 $3,213,200
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $891,626
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 8/25/34 8,100,000 $1,612,602
Citigroup Mortgage Loan Trust 2006-HE1, Floating Rate Note, 1/25/36 1,840,000 $81,277
Citigroup Mortgage Loan Trust 2010-7, Floating Rate Note, 9/25/37 (144A) 5,372,163 $1,389,462
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $931,631
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $244,925
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $535,865
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 1,000,000 $1,002,117
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,960,093
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 0 $-709,651
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $463,180
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,446,624
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,439,111
CoBank ACB, Floating Rate Note, 12/31/49 (Perpetual) (144A) 28,000 $2,914,626
Colony American Homes 2014-1, Floating Rate Note, 5/17/31 1,800,000 $1,802,532
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 1,000,000 $1,021,850
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 758,849 $483,131
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 12,165,000 $2,128,511
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $861,262
COMM 2012-CCRE2 Mortgage Trust, 3.791%, 8/15/45 450,000 $466,978
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/15/45 915,000 $912,802
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/10/44 4,000,000 $4,244,707
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 1,900,000 $1,880,933
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/17/26 (144A) 4,000,000 $3,667,028
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,143,850
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 329,000 $329,206
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 493,500 $495,351
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 950,000 $986,584
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 300,000 $309,930
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,691,592
Corporate Office Properties LP, 3.6%, 5/15/23 1,500,000 $1,441,218
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/34 1,400,000 $965,399
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 10,124,000 $1,980,372
County of Sweetwater Wyoming, 5.6%, 12/1/35 995,000 $1,022,329
Credit-Based Asset Servicing and Securitization LLC, 5.49613%, 10/25/36 (Step) (144A) 700,000 $686,745
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 5/25/50 (144A) 3,750,000 $93,910
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,870,747
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $245,517
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $532,608
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 5,231,000 $289,202
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38 2,155,000 $1,798,913
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $574,021
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $644,251
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 1,850,000 $1,536,001
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,336,852
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,917,082
CubeSmart LP, 4.8%, 7/15/22 730,000 $801,793
Cummins, Inc., 5.65%, 3/1/98 3,200,000 $3,683,719
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,160,046
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $769,762
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,597,004
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,344,309 $1,360,272
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,251,863 $1,253,427
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 253,678 $255,196
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) 1,900,000 $2,153,927
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,822,418
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,778,175
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $2,383,281
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,533,605
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 1,895,000 $1,894,603
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,680,496
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,306,468
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,782,526
DigitalGlobe, Inc., Term Loan, 1/31/20 1,303,500 $1,308,177
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $823,517
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 4,051,000 $4,243,801
Drugb Flt% 15jul23 14-1-A1 750,000 $750,385
Drug Royalty II LP 1, 4.474%, 1/15/25 (144A) 500,000 $350,718
Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A) 300,000 $210,124
DynCorp International, Inc., Term Loan, 7/7/16 493,569 $495,496
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $266,475
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,010,746
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $853,906
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $4,911,984
Electricite de France SA, Floating Rate Note, 12/31/49 (Perpetual) (144A) 2,150,000 $2,240,938
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $256,133
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 650,000 $668,517
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,828,796
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,786,497
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,109,394
EnLink Midstream Partners LP, 4.4%, 4/1/24 1,340,000 $1,422,865
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,572,937
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $2,089,125
Expedia, Inc., 5.95%, 8/15/20 800,000 $923,149
Export-Import Bank of Korea, 5.875%, 1/14/15 625,000 $659,122
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,100,272
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,169,018
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,691,893
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,125,456
Fannie Mae, 3.5%, 11/1/42 380,000 $371,383
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,522,279
Fannie Mae, 3.5%, 12/1/42 1,000,000 $955,167
Fannie Mae, 3.5%, 12/1/42 1,015,373 $886,474
Fannie Mae, 3.5%, 2/1/44 18,215,601 $18,685,474
Fannie Mae, 3.5%, 6/1/28 5,531,277 $5,131,322
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,627,335
Fannie Mae, 4.0%, 1/1/42 1,821,298 $901,940
Fannie Mae, 4.0%, 1/1/42 2,000,000 $972,793
Fannie Mae, 4.0%, 1/1/44 273,906 $287,008
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,411,213
Fannie Mae, 4.0%, 12/1/41 5,950,000 $3,211,317
Fannie Mae, 4.0%, 12/1/42 142,828 $46,604
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,873,491
Fannie Mae, 4.0%, 2/1/42 24,300,000 $13,841,585
Fannie Mae, 4.0%, 2/1/43 2,000,000 $1,654,328
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,379,981
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,440,817
Fannie Mae, 4.0%, 4/1/42 1,100,000 $805,123
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,196,780
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,373,439
Fannie Mae, 4.0%, 5/1/44 3,800,000 $4,041,491
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,595,567
Fannie Mae, 4.0%, 7/1/18 675,000 $47,384
Fannie Mae, 4.0%, 7/1/42 624,000 $476,003
Fannie Mae, 4.5%, 1/1/42 11,834,581 $10,417,888
Fannie Mae, 4.5%, 1/1/42 23,783,862 $13,484,669
Fannie Mae, 4.5%, 10/1/35 3,754,694 $375,660
Fannie Mae, 4.5%, 10/1/35 3,754,911 $458,935
Fannie Mae, 4.5%, 11/1/20 6,500,000 $592,012
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,774,522
Fannie Mae, 4.5%, 11/1/43 430,000 $466,205
Fannie Mae, 4.5%, 11/1/43 800,000 $855,186
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,864,905
Fannie Mae, 4.5%, 12/1/43 900,000 $937,657
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,488,233
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,806,704
Fannie Mae, 4.5%, 5/1/41 454,433 $216,751
Fannie Mae, 4.5%, 5/1/41 17,795,568 $5,531,219
Fannie Mae, 4.5%, 7/1/41 750,000 $473,436
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,638,076
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,997,622
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,774,006
Fannie Mae, 5.0%, 1/1/20 4,159,304 $449,473
Fannie Mae, 5.0%, 10/1/20 4,036,945 $596,407
Fannie Mae, 5.0%, 12/1/17 499,951 $19,316
Fannie Mae, 5.0%, 2/1/20 700,000 $79,508
Fannie Mae, 5.0%, 2/1/22 7,621,650 $461,781
Fannie Mae, 5.0%, 2/1/22 450,000 $29,749
Fannie Mae, 5.0%, 2/1/41 17,669,429 $7,794,415
Fannie Mae, 5.0%, 4/1/39 2,924,816 $445,355
Fannie Mae, 5.0%, 5/1/23 4,380,644 $701,308
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,577,411
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,559,227
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,014,316
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,574,670
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,310,710
Fannie Mae, 5.5%, 12/1/17 12,031,696 $279,567
Fannie Mae, 5.5%, 2/1/18 2,100,000 $132,243
Fannie Mae, 5.5%, 3/1/25 2,500,000 $339,078
Fannie Mae, 5.5%, 3/1/36 5,005,809 $606,112
Fannie Mae, 5.5%, 5/1/36 4,000,000 $558,536
Fannie Mae, 5.5%, 6/1/33 1,148,000 $60,124
Fannie Mae, 5.5%, 6/1/36 6,000,000 $492,448
Fannie Mae, 5.5%, 7/1/23 1,010,000 $78,317
Fannie Mae, 5.5%, 7/1/33 3,800,000 $202,663
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,388,119
Fannie Mae, 5.5%, 9/1/17 3,705,000 $95,337
Fannie Mae, 5.5%, 9/1/19 7,000,000 $438,918
Fannie Mae, 6.0%, 1/1/29 60,204 $1,321
Fannie Mae, 6.0%, 1/1/32 183,200 $6,399
Fannie Mae, 6.0%, 10/1/32 4,502,006 $107,972
Fannie Mae, 6.0%, 10/1/34 389,152 $30,963
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,910
Fannie Mae, 6.0%, 11/1/33 400,765 $52,732
Fannie Mae, 6.0%, 11/1/34 271,485 $23,761
Fannie Mae, 6.0%, 12/1/35 8,000,000 $787,110
Fannie Mae, 6.0%, 2/1/32 2,379,023 $45,606
Fannie Mae, 6.0%, 2/1/33 2,200,000 $34,177
Fannie Mae, 6.0%, 2/1/35 180,000 $21,829
Fannie Mae, 6.0%, 2/1/35 62,166 $8,660
Fannie Mae, 6.0%, 3/1/32 450,000 $12,615
Fannie Mae, 6.0%, 3/1/33 3,500,000 $162,161
Fannie Mae, 6.0%, 3/1/33 230,257 $19,694
Fannie Mae, 6.0%, 4/1/33 4,000,000 $200,969
Fannie Mae, 6.0%, 4/1/35 4,000,000 $402,626
Fannie Mae, 6.0%, 5/1/35 1,799,482 $106,559
Fannie Mae, 6.0%, 6/1/16 4,000,000 $21,567
Fannie Mae, 6.0%, 6/1/38 2,250,000 $585,880
Fannie Mae, 6.0%, 7/1/33 10,874,932 $237,636
Fannie Mae, 6.0%, 7/1/33 7,500,000 $732,491
Fannie Mae, 6.0%, 7/1/38 974,925 $93,507
Fannie Mae, 6.0%, 8/1/32 315,000 $8,463
Fannie Mae, 6.0%, 8/1/34 3,757,089 $286,430
Fannie Mae, 6.0%, 9/1/29 124,691 $2,082
Fannie Mae, 6.0%, 9/1/32 65,856 $1,071
Fannie Mae, 6.0%, 9/1/34 2,000,000 $102,017
Fannie Mae, 6.0%, 9/1/34 352,132 $23,378
Fannie Mae, 6.0%, 9/1/34 408,807 $46,680
Fannie Mae, 6.0%, 9/1/34 6,273,165 $236,184
Fannie Mae, 6.5%, 1/1/15 145,737 $169
Fannie Mae, 6.5%, 1/1/31 1,000,000 $4,324
Fannie Mae, 6.5%, 10/1/31 1,000,100 $14,425
Fannie Mae, 6.5%, 10/1/32 2,811,012 $140,494
Fannie Mae, 6.5%, 11/1/37 2,222,350 $318,301
Fannie Mae, 6.5%, 12/1/31 3,300,000 $161,378
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,905
Fannie Mae, 6.5%, 2/1/33 2,000,000 $31,763
Fannie Mae, 6.5%, 3/1/32 3,500,000 $94,571
Fannie Mae, 6.5%, 4/1/31 500,000 $3,853
Fannie Mae, 6.5%, 5/1/31 1,960,805 $18,594
Fannie Mae, 6.5%, 6/1/31 2,750,000 $115,642
Fannie Mae, 6.5%, 7/1/29 500,000 $10,948
Fannie Mae, 6.5%, 7/1/34 1,095,000 $53,361
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,917
Fannie Mae, 6.5%, 9/1/31 2,000,200 $13,006
Fannie Mae, 6.5%, 9/1/31 2,000,000 $14,087
Fannie Mae, 7.0%, 1/1/32 1,701,763 $34,791
Fannie Mae, 7.0%, 12/1/30 499,950 $888
Fannie Mae, 7.0%, 12/1/30 525,099 $10,035
Fannie Mae, 7.0%, 12/1/31 1,198,074 $29,265
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,661
Fannie Mae, 7.0%, 7/1/21 500,000 $6,474
Fannie Mae, 7.0%, 9/1/31 2,000,000 $23,437
Fannie Mae, 7.0%, 9/1/31 2,000,000 $11,062
Fannie Mae, 7.5%, 8/1/20 250,000 $1,092
Fannie Mae, 8.0%, 10/1/30 155,531 $823
Fannie Mae, 8.0%, 2/1/29 240,000 $3,227
Fannie Mae, 8.0%, 3/1/31 1,495,060 $11,530
Fannie Mae, 8.0%, 4/1/20 215,000 $1,968
Fannie Mae, 8.0%, 4/1/30 150,000 $790
Fannie Mae, 8.0%, 5/1/31 45,000 $420
Fannie Mae, 8.0%, 7/1/30 100,000 $615
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,238,946
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,590,784
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $4,409,572
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 9,000,000 $9,552,433
Federal Home Loan Mortgage Corp., 4.162%, 9/25/44 (144A) 1,250,000 $1,312,366
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $589,765
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $6,640,783
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $626,002
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $320,494
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $4,182,501
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $10,129,348
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,543,415
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $747,306
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $31,035
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $42,649
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $795,891
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $787,843
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $45,806
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $240,674
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $81,435
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $359,599
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $411,756
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $480,130
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $91,772
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $98,986
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $58,238
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $36,352
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $43,143
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $141,756
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $183,268
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $88,912
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $11,824
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $117,193
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $317,762
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,893
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $17,386
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $70,273
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $684,369
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $87,229
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $262,302
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $873,227
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $165,873
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $146,907
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $228,185
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $254,340
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $379
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $200
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $550
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $62,532
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $500
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $231,629
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,259
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $9,533
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $605
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,610
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $186
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,476
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $321
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $21,811
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,498
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,061
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,895
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $118,786
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $308,783
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33 5,000,000 $556,392
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,925,000 $255,452
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,433,078 $1,435,467
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,782,342
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $4,674
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $964,718
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $1,245,714
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $157,478
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,331,720
Fifth Third Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 43,050 $1,152,879
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 1,792,033 $63,705
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2,113,000 $444,735
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $467,174
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,203,651
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $2,064,648
Flextronics International, Ltd., 10/1/14 0 $0
Fn15 3.5% 17jul14 3,800,000 $4,033,318
Fn15 3% 17jul14 3,900,000 $4,056,325
Fn 30 Yr Pool 4.5% #Au6271 01nov43 1,059,882 $1,090,352
Fncl 30yr Pool 4.5% Jul/11 Tba 15,000,000 $16,268,910
Fncl 30yr Pool 5% Jul/10 Tba 30,000,000 $33,368,231
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 1,050,000 $1,060,943
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $670,678
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $108,495
Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23 1,850,000 $1,865,477
FREMF Mortgage Trust 2010-K7, 5.435%, 4/25/20 (144A) 850,000 $964,406
FREMF Mortgage Trust 2010-K8, 5.238%, 9/25/43 (144A) 600,000 $674,303
FREMF Mortgage Trust 2010-K9 REMICS, 5.192%, 9/25/45 (144A) 890,000 $998,321
FREMF Mortgage Trust 2011-K10 , 4.615%, 11/25/49 (144A) 1,500,000 $1,628,220
FREMF Mortgage Trust 2011-K701, 4.286%, 7/25/48 (144A) 5,000,000 $5,344,528
FREMF Mortgage Trust 2011-K702, 4.77%, 4/25/44 (144A) 1,750,000 $1,906,836
FREMF Mortgage Trust 2011-K703, 4.887%, 7/25/44 (144A) 1,250,000 $1,367,995
FREMF Mortgage Trust 2012-K501, 3.486%, 11/25/46 (144A) 650,000 $675,384
FREMF Mortgage Trust 2012-K710, 3.818%, 6/25/47 (144A) 858,000 $902,137
FREMF Mortgage Trust 2013-K502, 3.196%, 3/25/45 (144A) 900,000 $915,742
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,243,633
Gates Investments LLC, Term B-2 Loan, 9/29/16 646,298 $647,752
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,446,685
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,515,705
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 3,840,084 $2,259,929
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 3,115,635 $1,421,057
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,662,995
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,626,568
General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual) 1,800,000 $2,130,060
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,184,274
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 1,280,173 $1,289,775
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $1,004,648
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 18,410,000 $1,928,300
Global SC Finance II SRL, 4.11%, 7/19/27 (144A) 1,000,000 $812,657
GLP Capital LP, 4.375%, 11/1/18 (144A) 1,010,000 $1,050,190
GMAC Commercial Mortgage Securities Inc Series 2004-C3 Trust, 4.864%, 12/10/41 3,375,000 $3,420,935
GMACM Mortgage Loan Trust 2003-AR1, Floating Rate Note, 10/19/33 8,020,000 $1,189,351
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,438,453
Gn30 4% 21jul14 15,000,000 $16,055,208
Goldcorp, Inc., 3.7%, 3/15/23 1,650,000 $1,645,432
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 5,000,000 $4,656,875
Government National Mortgage Association, 1.026%, 2/16/53 12,000,000 $903,018
Government National Mortgage Association, 1.049%, 3/16/53 8,300,000 $596,725
Government National Mortgage Association, 1.067%, 9/16/52 13,000,000 $1,015,001
Government National Mortgage Association, 1.071%, 8/16/52 14,000,000 $903,836
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,865,564
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $320,979
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $803,143
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $808,996
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $327,920
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $534,694
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $287,751
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $62,543
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $47,274
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $186,454
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $39,807
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $325,485
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $312,471
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $134,803
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $949,925
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $3,057,866
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $358,526
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $72,328
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $623,012
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $191,146
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $185,621
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $683,781
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $2,592
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $195,840
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $190,307
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $186,703
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $262,319
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $249,025
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $60,263
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $135,595
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $347,324
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $170,265
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $76,862
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $442,902
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $880,664
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $44,923
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $208,828
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $178,324
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $76,709
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $118,979
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $91,200
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,574
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $24,675
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $182,080
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $144,398
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $135,291
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $739,863
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $933,030
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $277,453
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $323,012
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $36,510
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $63,561
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $33,278
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $228,798
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $252,241
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $11,327
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $37,558
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $211,231
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $55,158
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $64,256
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $78,051
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $456,990
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $202,948
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $61,650
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $226,130
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $238,595
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $175,328
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $62,772
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $49,170
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $48,568
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,275
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $200,229
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $476,114
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $558,016
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $229,742
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $307,461
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $193,947
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $38,564
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $33,468
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $64,731
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $197,909
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $56,983
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $53,780
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $237,122
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $8,908
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $17,299
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $13,803
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $564,586
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $130,408
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $453,794
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $114,762
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $90,326
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $28,182
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $142,823
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $286,853
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,100,264
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,877
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $140,425
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $677,792
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,722
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $37,337
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $6,442
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,579
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $58,406
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $167,198
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $129,610
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $3,340
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $8,582
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $101,775
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $651,430
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $14,315
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,696
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $48,467
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $107,367
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $26,072
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $100,960
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $13,366
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,797
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $27,114
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $127,661
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $17,728
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $85,913
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $121,914
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $6,090
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $35,907
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $31,338
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,527
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $62,693
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $26,228
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $204,098
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $8,019
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,811
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $258,622
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $107,573
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $75,644
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $94,799
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $39,503
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $10,885
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,942
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,897
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $31,180
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $86,779
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,468
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,506
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,866
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,909
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $27,170
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $111,087
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,292
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $54,217
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $6,414
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,483
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $245,089
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $16,176
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $7,178
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $70,214
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,121
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $16,292
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $21,001
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,554
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $540,044
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $200,800
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $106,024
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $3,262,778
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $630,850
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $393,873
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $358,111
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,759
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,618
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $50,358
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $123,940
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $117,894
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,598
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,973,097
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 389,025 $389,050
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $847,882
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $582,483
GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) 1,000,000 $1,006,993
GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) 1,550,000 $1,567,421
GS Mortgage Securities Trust 2006-GG8, 5.56%, 11/10/39 900,000 $980,081
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/10/45 1,250,000 $1,295,276
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,230,436
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,895,939
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 3,250,000 $742,835
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,498,433
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $913,784
GTP Acquisition Partners I LLC, 4.347%, 6/15/16 (144A) 3,355,000 $3,476,357
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $825,474
GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) 3,950,000 $4,021,963
Halliburton Co., 7.6%, 8/15/96 (144A) 1,300,000 $1,975,406
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 742,291 $744,146
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,780,161 $1,786,359
Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24 1,000,000 $1,086,668
Healthcare Realty Trust, Inc., 6.5%, 1/17/17 2,425,000 $2,798,278
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $235,198
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,109,112
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 1,300,000 $1,301,759
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,617,529
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $228,426
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $564,676
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 558,074 $558,423
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $410,679
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,394,860
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $2,192,624
Hospitality Properties Trust, 5.0%, 8/15/22 1,930,000 $2,078,247
Houston Higher Education Finance Corp., 5.0%, 5/15/40 1,500,000 $1,685,053
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,729,248
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,853,574
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,105,457
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,445,973
Huntsman International LLC, Extended Term B Loan, 4/19/17 254,694 $254,438
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,266,568
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $679,563
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 900,000 $910,150
Icon Brands Holdings LLC, 4.229%, 1/25/43 (144A) 1,391,000 $1,291,021
Immucor, Inc., Term B-2 Loan, 8/19/18 2,144,857 $2,160,275
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 9,913,800 $600,853
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $551,854
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 32,667,000 $2,279,764
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 10,000,000 $709,002
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $2,111,282
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $451,995
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $1,212,231
IMS Health, Inc., Term B Dollar Loan, 3/17/21 456,097 $454,045
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,125,687
Intel Corp., 2.95%, 12/15/35 4,725,000 $5,879,961
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 750,547 $757,935
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,600,099
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,687,950
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $719,396
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $380,380
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,251,635
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $785,646
Jefferies Resecuritization Trust 2009-R2, Floating Rate Note, 5/26/37 (144A) 1,400,000 $345,055
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $794,159
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,189,243
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,094,575
Jpmmt 3% 25jun29 14-2-1a1 10,055,000 $10,304,804
JPMorgan Chase & Co., 6.0%, 1/15/18 2,575,000 $3,019,923
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,967,623
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 2,325,000 $2,249,050
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,015,000 $4,440,841
JP Morgan Chase Commercial Mortgage Securities Corp., Floating Rate Note, 10/15/25 (144A) 2,800,000 $2,807,816
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $463,419
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,707,764
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/15/46 1,350,000 $1,469,710
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/15/45 (144A) 900,000 $929,497
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,368,000 $1,389,789
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 1,500,000 $1,507,820
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,444,720
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $1,114,611
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $1,011,398
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $2,116,847
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $243,164
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,180,800
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 15,340,288 $1,030,898
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,998,454
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 2,200,000 $358,448
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 6,600,000 $5,137,441
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 991,900 $892,038
JP Morgan Mortgage Trust 2014-1, Floating Rate Note, 1/25/44 (144A) 1,000,000 $983,842
Kane Flt% 12jun15 1,600,000 $1,415,840
Kane-Pi5 Zero% 18jul16 1,004,000 $1,040,244
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $343,770
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,950,000 $1,941,088
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,781,309
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $2,140,105
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,454,023
KLA-Tencor Corp., 6.9%, 5/1/18 3,100,000 $3,682,992
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,334,594
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $552,735
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $214,680
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 1,000,000 $1,026,431
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 2,255,000 $2,326,586
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,334,803
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,214,155
Lear Corp., 11/9/14 247 $43,771
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,491,816
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,769,685
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40 2,450,000 $386,470
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 11,253,656 $1,654,085
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $485,355
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $322,798
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,265,114
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,414,313 $1,416,375
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,892,115
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $261,313
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 1,200,000 $1,216,173
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,041,481
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,723,916
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $1,424,738
M&T Bank Corp., Floating Rate Note, 12/31/49 (Perpetual) 3,960,000 $4,321,680
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $977,271
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,168,633
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $1,182,670
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,046,995
Masco Corp., 5.95%, 3/15/22 825,000 $926,079
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,102,198
Massachusetts Development Finance Agency, 5.0%, 10/15/40 1,200,000 $1,381,855
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $360,527
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $611,445
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 6,500,000 $7,579,051
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,933,326
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 1,000,000 $1,211,040
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,411,172
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $1,023,060
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 10,100,000 $905,841
MASTR Alternative Loan Trust 2004-13, 4.5%, 1/25/15 13,000,000 $26,802
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,305,366
MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35 5,283,205 $1,558,048
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 12,000,000 $822,353
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,864,041
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,001,900
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $276,645
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,471,324
MetLife, Inc., 10.75%, 8/1/69 4,200,000 $6,860,875
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $393,657
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $770,433
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $809,833
Mon 3.375% 15jul24 2,675,000 $2,692,682
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,371,217
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,765,026
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,196,159
Morgan Stanley, 4.875%, 11/1/22 300,000 $324,463
Morgan Stanley, 5.5%, 1/26/20 3,135,000 $3,662,459
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 2,000,000 $645,329
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 5,102,000 $5,081,937
Morgan Stanley Capital I Trust 2004-HQ4, 4.97%, 4/14/40 4,191,937 $908,659
Morgan Stanley Capital I Trust 2005-HQ6, Floating Rate Note, 8/13/42 2,400,000 $2,491,494
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,093,629
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $3,114,622
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,779,797
MRFC Mortgage Pass-Through Trust Series 1999-TBC2, Floating Rate Note, 6/15/30 9,460,074 $617,023
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,000,000 $819,082
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $677,788
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 750,000 $783,817
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 500,000 $524,413
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 500,000 $539,023
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,520,911
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,315,321
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $367,107
Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A) 1,100,000 $963,832
Navient Corp., Floating Rate Note, 7/25/14 3,155,000 $3,157,135
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $863,986
NCR Corp., 4.625%, 2/15/21 2,100,000 $2,152,442
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,100,611
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $907,690
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,575,875
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,142,205
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,057,902
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 1,900,000 $1,971,727
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,749,352
New York State Dormitory Authority, 5.0%, 7/1/40 1,600,000 $1,849,568
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,548,188
Nissan Motor Acceptance Corp., 4.5%, 1/30/15 (144A) 790,000 $822,081
Nomura Resecuritization Trust 2011-3R, Floating Rate Note, 7/26/37 (144A) 3,000,000 $2,503,325
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,715,265
North American Development Bank, 2.3%, 10/10/18 643,000 $655,868
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 2,951,282 $2,087,626
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,329,200 $1,327,908
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 1,016,000 $1,100,780
NSG Holdings LLC, New Term Loan, 12/11/19 784,624 $785,604
Nuance Communications, Inc., Term C Loan, 8/7/19 372,623 $370,993
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,305,987
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,979,253
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 (144A) 3,945,000 $4,088,941
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,039,076
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 3,650,000 $457,134
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $694,283
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $1,475,448
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $647,706
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $438,610
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $293,319
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 750,000 $104,527
Pangaea Re, 0.0%, 10/1/15 (Cat Bond) 950,000 $1,066,945
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,610,672
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,692,610
Permanent University Fund, 5.0%, 7/1/30 800,000 $978,128
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 775,712 $777,142
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 526,376 $526,831
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 4,250,000 $455,727
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,431,265
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18 1,431,555 $1,436,011
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 894,913 $897,520
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 23,700 $23,619
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,826,518
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,649,376
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $618,249
Port Freeport Texas, Floating Rate Note, 5/15/33 3,965,000 $4,375,507
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $4,022,920
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,457,390
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,453,061
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 800,000 $674,016
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,272,143
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,500,000 $1,509,458
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,324,729
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,206,053
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,608,270
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,632,723
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,986,388
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,256,951
PVH Corp., Tranche B Term Loan, 2/13/20 609,363 $614,441
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,102,584
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $507,146
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 900,000 $935,125
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $257,666
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $254,999
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $440,946
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $1,129,565
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 7,070,000 $713,725
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 6,130,000 $707,533
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $542,429
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $2,372,756
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 12,000,000 $850,027
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,347,443
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $772,723
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $290,409
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $509,091
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,625,789
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $761,450
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,171,025
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,867,270
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $303,640
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $873,404
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $262,156
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 2,500,000 $499,119
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $1,037,454
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,000,000 $1,113,587
Rosneft Finance SA, 7.5%, 7/18/16 (144A) 2,080,000 $2,348,233
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,164,875
Rowan Companies, Inc., 4.75%, 1/15/24 4,460,000 $4,816,496
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,665,299 $1,669,662
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 800,000 $792,080
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,250,889
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,197,297
Santander Bank NA, 8.75%, 5/30/18 4,080,000 $4,997,264
Santander Drive Auto Receivables Trust 2011-2, 2.66%, 1/15/16 1,350,000 $134,586
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,490,963
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $874,771
Santander Holdings USA, Inc. Pennsylvania, 3.0%, 9/24/15 2,000,000 $2,070,439
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $1,156,947
SCE Trust III, Floating Rate Note, 12/31/49 (Perpetual) 167,900 $4,432,560
Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,495,350
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,593,707
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,350,758
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 43,225,000 $2,738,469
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 27,000,000 $1,305,501
Sequoia Mortgage Trust 2004-12, Floating Rate Note, 1/20/35 15,500,000 $1,100,202
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $1,035,070
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 12,300,000 $1,250,374
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/25/43 2,300,000 $2,036,911
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,687,430
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 891,000 $800,771
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 768,000 $664,428
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $2,080,606
Ship Midco, Ltd., Facility B2A-II, 11/29/19 999,288 $1,010,530
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,631,800
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $310,872
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $287,650
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $4,964,286
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,045,912
Sirius International Group, Ltd., Floating Rate Note, 12/31/49 (Perpetual) (144A) 2,110,000 $2,295,128
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $908,723
SMA Issuer I LLC, 3.5%, 8/20/25 (144A) 885,915 $48,736
SNAAC Auto Receivables Trust, 3.11%, 6/15/17 (144A) 1,400,000 $708,523
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $634,379
Southern California Edison Co., Floating Rate Note, 12/31/49 (Perpetual) 2,200,000 $2,444,292
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,872,851
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,768,238
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 637,000 $636,104
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $297,482
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 200,000 $207,566
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,823,729
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 1,200,000 $1,203,403
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 750,000 $758,437
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,822,256
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 609,421 $617,039
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,528,136
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 1,300,000 $1,317,422
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 1,750,000 $1,894,472
State of Washington, 3.0%, 7/1/28 560,000 $566,989
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,420,040
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $299,895
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,215,808
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 2,680,000 $663,481
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,907,000 $448,862
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,452,933
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 76,912,853 $4,424,312
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,136,990
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $241,822
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $846,296
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,562,555
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $953,459
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $848,816
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $264,081
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $957,028
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 1,500,000 $1,559,772
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,589,069
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,101,294
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $705,688
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $311,309
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 647,771 $638,459
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,283,348
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,196,587
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $748,733
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.60746%, 9/25/36 (Step) 14,000,000 $3,046,508
Texas Competitive Electric Holding 1st Lien Dd L + 2.75% 05may16 992,440 $996,782
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,123,156
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,233,943
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,177,581
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,706,047
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $5,991,257
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,094,816
The Bank of New York Mellon Corp., Floating Rate Note, 12/31/49 (Perpetual) 1,250,000 $1,164,219
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,907,379
The Goldman Sachs Group, Inc., 5.5%, 11/15/14 2,000,000 $2,051,476
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,190,000 $4,221,391
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 700,000 $853,843
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,419,858
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 1,320,000 $1,508,430
The PNC Financial Services Group, Inc., Floating Rate Note, 2/21/49 (Perpetual) 6,273,000 $6,304,770
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,584,778
The University of Texas System, 5.0%, 8/15/43 525,000 $596,861
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,990,843
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $857,241
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 9,650,000 $758,000
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/44 32,426,000 $3,193,429
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $934,199
TI Group Automotive Systems LLC, Additional Term Loan, 3/28/19 828,179 $832,310
TimberStar Trust 1, 5.668%, 10/15/36 (144A) 4,470,000 $4,890,691
TimberStar Trust 1, 5.7467%, 10/15/36 (144A) 1,435,000 $1,569,286
TOPRE_13-LTR, 3.47%, 11/20/28 (144A) 5,250,000 $3,511,495
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $254,350
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,170,063
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 1,290,000 $1,023,280
Tronox Pigments BV, New Term Loan, 3/19/20 772,669 $774,987
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 765,000 $752,444
Tufts University, 5.017%, 4/15/12 3,550,000 $3,642,401
Txu 1st Lien Dip L + 2.75% 05may16 1,285,660 $1,293,294
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,462,005
U.S. Treasury Bonds, 2.875%, 5/15/43 10,375,000 $9,518,252
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $1,948,793
U.S. Treasury Bonds, 4.25%, 5/15/39 7,620,000 $8,988,910
U.S. Treasury Bonds, 4.375%, 11/15/39 1,365,000 $1,642,215
U.S. Treasury Bonds, 4.375%, 2/15/38 4,650,000 $5,628,092
U.S. Treasury Bonds, 4.375%, 5/15/40 2,000,000 $2,409,613
U.S. Treasury Bonds, 4.5%, 5/15/38 8,435,000 $10,304,915
U.S. Treasury Bonds, 4.5%, 8/15/39 9,068,000 $11,206,344
U.S. Treasury Bonds, 4.625%, 2/15/40 4,000,000 $5,043,879
U.S. Treasury Bonds, 5.375%, 2/15/31 4,000,000 $5,332,649
U.S. Treasury Notes, 2.75%, 2/15/24 6,000,000 $6,198,393
UBS AG, 7.625%, 8/17/22 1,450,000 $1,787,058
Unison Ground Lease Funding LLC, 2.981%, 3/15/20 (144A) 1,500,000 $1,514,392
Universal Health Services, Inc., Tranche B-1 Term Loan, 11/15/16 704,687 $708,064
University of California, 3.38%, 5/15/28 2,600,000 $2,464,667
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,277,434 $2,278,502
Unum Group, 5.75%, 8/15/42 1,080,000 $1,281,247
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,530,071
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 64,000 $1,808,640
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 235,000 $6,441,350
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,240,331 $6,257,230
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 614,063 $614,523
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,873,080
Valmont Industries, Inc., 6.625%, 4/20/20 1,810,000 $2,174,469
Verizon Communications, Inc., 6.55%, 9/15/43 3,460,000 $4,420,936
Viacom, Inc., 5.25%, 4/1/44 3,200,000 $3,431,922
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,533,536
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $514,638
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $501,112
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $6,034,835
VOLT XXIII LLC, 3.625%, 11/25/53 (Step) 1,050,000 $1,020,488
Wachovia Bank Commercial Mortgage Trust Series 2004-C15, 4.803%, 10/15/41 3,787,250 $3,422,781
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,434,100
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,238,744 $3,381,594
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,713,500 $2,093,077
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 160,794 $161,296
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 125,000 $143,332
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,784,425
Wells Fargo & Co., 7.5%, 12/31/49 (Perpetual) 5,610 $6,810,540
Wells Fargo & Co., Floating Rate Note, 12/29/49 1,645,000 $1,763,536
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,221,263
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,082,929
Wells Fargo Commercial Mortgage Trust, 3.349%, 11/15/43 (144A) 3,900,000 $3,081,407
Wells Fargo Commercial Mortgage Trust 2012-LC5, 3.539%, 10/15/45 1,927,000 $1,968,036
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/15/27 (144A) 1,800,000 $1,804,904
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $257,903
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 975,000 $635,647
Wells Fargo Mortgage Backed Securities 2004-K Trust, Floating Rate Note, 7/25/34 7,975,000 $1,038,134
Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34 0 $769
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $288,002
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 17,226,000 $1,102,988
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $591,660
Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A) 2,300,000 $1,016,991
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $1,321,094
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $1,354,698
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $289,375
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $393,019
WideOpenWest Finance LLC, Term B Loan, 4/1/19 161,107 $161,976
Williams Partners LP, 4.3%, 3/4/24 3,605,000 $3,810,027
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,480,291
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,290,965
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,805,806
WR Grace & Co., Delayed Draw Term Loan, 1/23/21 239,945 $239,765
WR Grace & Co., U.S. Term Loan, 1/23/21 670,166 $669,664

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