Pioneer Bond Fund

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

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $866,345
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,717,555
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $305,592
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $712,098
Activision Blizzard, Inc., Term Loan, 7/26/20 300,000 $299,849
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,671,249
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,064,931 $999,704
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $1,001,999
Agrium, Inc., 5.25%, 1/15/45 7,600,000 $8,256,532
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $4,834,241
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,028,900
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,217
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,098,426
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,870,680
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,137,175 $1,125,803
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,191,891
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $642,479
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $463,817
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,733,396
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $388,434
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $273,565
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,530,087
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,720,888
Altrl Zero% 30jun16 937,930 $1,027,690
Altrl Zero% 30jun17 560,000 $560,000
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $207,015
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $430,827
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 600,000 $588,995
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 2,800,000 $2,843,406
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 700,000 $715,295
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $5,997,271
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $510,274
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $798,963
Amherst College, 3.794%, 11/1/42 525,000 $526,457
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,744,475
Applebee's/IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,636,619
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,114,667
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,910,115
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 501,069 $502,165
Arlington Flt% 01aug15 700,000 $756,980
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $559,073
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,263,000
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $4,049,342
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,431,486
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $514,479
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $261,872
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,390,073
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 375,000 $374,063
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 610,000 $606,950
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,525,000 $4,048,242
AXA SA, 8.6%, 12/15/30 2,335,000 $3,181,090
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 500,000 $504,478
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/15/31 2,580,000 $2,579,573
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/15/29 1,600,000 $1,600,725
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $690,649
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,514,434
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $726,866
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,780,000 $745,597
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $818,428
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5,500,000 $602,766
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,492,075
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,768,807
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $742,479
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 27,225,000 $2,010,288
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $328,821
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,096,680
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $1,031,168
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $87,532
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,118,185
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,188,305
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $6,187,536
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,177,526
Bank of America Corp., Floating Rate Note, 10/23/49 3,150,000 $3,245,060
Bank of America Corp., Floating Rate Note, 9/29/49 2,350,000 $2,370,153
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,882,140
Baylor University, 4.313%, 3/1/42 1,025,000 $1,102,230
Baytex Energy Corp., 5.125%, 6/1/21 (144A) 1,290,000 $1,102,009
Bayview Commercial Asset Trust 2005-3, Floating Rate Note, 11/25/35 (144A) 10,500,000 $2,423,219
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.507978%, 9/25/37 (Step) (144A) 13,200,000 $319,902
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $393,857
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,513,489
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,400,997
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 1,000,000 $273,504
BB&T Corp., 5.625% (Perpetual) 85,000 $2,056,150
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,435,625
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,207,722
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $181,017
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $393,333
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 20,675,000 $2,425,454
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,751,335
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,764,146
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $1,041,266
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $797,749
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,562,067
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,728,930
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,040,448
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,005,582
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, Floating Rate Note, 4/12/38 2,600,000 $2,555,777
Becton Dickinson and Co., 3.734%, 12/15/24 10,525,000 $10,853,744
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,061,730
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,837,629
BioMed Realty LP, 4.25%, 7/15/22 900,000 $950,504
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4,200,000 $4,641,871
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,856,792
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 875,000 $1,112,761
BLCP Hotel Trust, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,192,649
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $254,536
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $881,870
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 2,300,000 $2,327,868
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,472,667
Boardwalk Pipelines LP, 4.95%, 12/15/24 2,750,000 $2,747,251
Bombardier, Inc., 4.75%, 4/15/19 (144A) 1,960,000 $1,987,004
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 350,000 $350,410
Bowdoin College, 4.693%, 7/1/12 1,000,000 $1,064,242
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,806,593
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,116,883
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,399,654
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 480,000 $480,214
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 199,500 $198,690
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,282,953
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,350,000 $1,429,374
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,704,634
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $491,999
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,574,282
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,609,842
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,305,193
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 340,000 $338,300
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3,000,000 $2,989,940
Capital Auto Receivables Asset Trust/ Ally, 1.74%, 10/22/18 1,900,000 $1,907,297
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,886,161
Capital One Financial Corp., 3.75%, 4/24/24 6,650,000 $6,840,045
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 3,000,000 $2,990,344
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2,460,000 $2,453,227
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,942,825
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $87,328
Catalent 1st Lien Tl-B L + 3.5% 08may21 895,388 $892,776
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,600,161
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,191,319
CCOH Safari LLC, 5.75%, 12/1/24 800,000 $812,833
CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A) 3,990,000 $3,996,270
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,708,166
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,141,334
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,699,125 $1,668,177
Chemtura Corp., New Term Loan, 8/29/16 316,286 $316,418
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $400,791
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $402,133
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $526,532
CHS, 2017 Term E Loan, 1/25/17 594,144 $591,651
CHS, 2021 Term D Loan, 1/27/21 3,188,475 $3,186,262
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $500,742
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,930,563 $1,911,257
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 413,080 $413,596
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,672,637
CIT Equipment Collateral 2014-VT1, 3.14%, 2/20/20 (144A) 1,400,000 $1,400,972
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $306,067
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $2,057,005
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,342,640
Citigroup, Inc., Floating Rate Note (Perpetual) 2,850,000 $2,842,273
Citigroup, Inc., Floating Rate Note (Perpetual) 2,295,000 $2,317,851
Citigroup Capital XIII, Floating Rate Note, 10/30/40 105,070 $2,792,761
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $894,624
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 4,860,000 $1,250,540
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 17,660,000 $3,195,684
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $857,558
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $791,879
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $251,593
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $553,309
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 1,000,000 $1,001,298
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,879,942
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,276,969
Cme: (Cdx.Na.Hy.23.V1) Usd 20dec19 Z91mw60e6 19,200,000 $1,227,619
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $1,139,169
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $442,986
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,495,919
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,417,424
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,835,876
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,388,722
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,753,727
Colony Multifamily Mortgage Trust 2014-1, 2.5432%, 4/22/50 (144A) 4,000,000 $3,943,347
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 4,300,000 $4,345,903
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $872,993
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $473,768
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $914,066
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,270,523
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 12/8/50 (144A) 4,200,000 $4,587,016
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,913,906
COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/15/31 (144A) 3,800,000 $3,791,152
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,412,364
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2,875,000 $2,884,282
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $1,575,210
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,117,122
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 327,343 $325,160
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 491,014 $487,740
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 950,000 $974,885
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 300,000 $306,870
ConocoPhillips Co., 3.35%, 11/15/24 5,350,000 $5,429,751
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 5,475,000 $6,022,191
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,706,943
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.95%, 11/9/22 6,425,000 $6,581,350
Corporate Office Properties LP, 3.6%, 5/15/23 1,185,000 $1,144,054
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $1,973,890
County of Sweetwater Wyoming, 5.6%, 12/1/35 995,000 $1,020,996
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 5,075,000 $4,926,415
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36 1,000,000 $982,215
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,538,363
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $204,728
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $478,009
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,481,750
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 5,231,000 $76,854
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $546,418
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $619,388
Cronos Containers Program I, Ltd., 3.81%, 9/18/27 (144A) 1,850,000 $1,436,392
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 1,850,000 $1,855,088
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,320,710
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,870,958
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 8,805,000 $7,186,129
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,573,621
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $3,430,490
CSMC Trust 2014-WIN1, Floating Rate Note, 9/25/44 (144A) 6,225,000 $5,612,372
CubeSmart LP, 4.8%, 7/15/22 730,000 $817,783
Cummins, Inc., 5.65%, 3/1/98 3,200,000 $3,995,703
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,193,561
CVS Health Corp., 2.25%, 8/12/19 650,000 $652,932
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $731,155
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,616,296
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $766,320
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,341,677 $1,341,684
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,245,588 $1,240,917
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 252,410 $250,381
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,159,889
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,710,592
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,857,175
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $2,202,293
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,550,064
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,896,004
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,647,895
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,281,300
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,869,039
Diamond Offshore Drilling, Inc., 3.45%, 11/1/23 5,465,000 $5,103,441
DigitalGlobe, Inc., Term Loan, 1/31/20 1,990,136 $1,977,077
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $828,643
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,377,065
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,900,000 $4,949,311
Dominion Resources, Inc. Virginia, 3.625%, 12/1/24 8,700,000 $8,844,298
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 4,051,000 $4,140,977
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $721,910
Duke Energy Progress, Inc., 4.15%, 12/1/44 8,700,000 $9,289,211
Duke Realty LP, 3.75%, 12/1/24 5,300,000 $5,386,879
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $424,001
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 480,000 $475,200
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $266,425
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,006,718
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $834,198
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 2,500,000 $2,500,000
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $5,063,629
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,251,408
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $252,683
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 2,650,000 $2,670,074
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 2,825,000 $2,789,334
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,758,397
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,748,797
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,080,608
EnLink Midstream Partners LP, 4.4%, 4/1/24 7,040,000 $7,209,249
Ensco Plc, 4.5%, 10/1/24 4,725,000 $4,646,929
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,486,405
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $1,846,125
EQT Midstream Partners LP, 4.0%, 8/1/24 5,100,000 $5,135,352
Equinix, Inc., 5.75%, 1/1/25 1,875,000 $1,903,685
Expedia, Inc., 4.5%, 8/15/24 4,300,000 $4,413,503
Expedia, Inc., 5.95%, 8/15/20 800,000 $911,961
Export-Import Bank of Korea, 5.875%, 1/14/15 625,000 $642,765
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,098,273
Fannie Mae, 3.0%, 1/20/15 3,900,000 $4,059,890
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,082,899
Fannie Mae, 3.0%, 7/1/43 1,019,821 $947,882
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,544,148
Fannie Mae, 3.0%, 9/1/28 7,125,717 $6,599,972
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,122,592
Fannie Mae, 3.0%, 9/1/43 6,720,470 $6,426,753
Fannie Mae, 3.5%, 1/14/15 33,008,000 $34,449,984
Fannie Mae, 3.5%, 1/20/15 3,800,000 $4,021,363
Fannie Mae, 3.5%, 11/1/42 380,000 $342,603
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,280,445
Fannie Mae, 3.5%, 12/1/42 1,015,373 $857,522
Fannie Mae, 3.5%, 12/1/42 1,000,000 $900,514
Fannie Mae, 3.5%, 2/1/44 18,215,601 $18,350,119
Fannie Mae, 3.5%, 6/1/28 5,531,277 $4,730,614
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,571,770
Fannie Mae, 3.5%, 9/1/44 5,275,000 $5,495,813
Fannie Mae, 4.0%, 1/1/42 2,000,000 $964,226
Fannie Mae, 4.0%, 1/1/42 1,821,298 $833,093
Fannie Mae, 4.0%, 1/1/44 273,906 $276,655
Fannie Mae, 4.0%, 1/14/15 21,928,000 $23,434,417
Fannie Mae, 4.0%, 11/1/44 10,545,000 $11,214,868
Fannie Mae, 4.0%, 11/1/44 225,000 $240,843
Fannie Mae, 4.0%, 11/1/44 4,035,000 $4,307,386
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,330,396
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,848,782
Fannie Mae, 4.0%, 12/1/42 142,828 $46,323
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,539,696
Fannie Mae, 4.0%, 2/1/42 24,300,000 $13,120,774
Fannie Mae, 4.0%, 2/1/43 2,065,000 $1,588,076
Fannie Mae, 4.0%, 2/1/44 14,000,000 $13,773,027
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,138,666
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,355,047
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,063,106
Fannie Mae, 4.0%, 4/1/42 1,100,000 $744,793
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,365,854
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,799,935
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,320,201
Fannie Mae, 4.0%, 7/1/18 675,000 $37,885
Fannie Mae, 4.0%, 7/1/42 8,163,233 $6,590,114
Fannie Mae, 4.0%, 7/1/42 624,000 $438,211
Fannie Mae, 4.0%, 7/1/44 800,000 $851,471
Fannie Mae, 4.0%, 7/1/44 11,110,000 $11,578,883
Fannie Mae, 4.0%, 8/1/42 20,000,000 $16,252,692
Fannie Mae, 4.0%, 8/1/44 20,000,000 $21,149,804
Fannie Mae, 4.0%, 9/1/44 12,553,692 $13,331,972
Fannie Mae, 4.5%, 1/1/42 23,783,862 $12,201,779
Fannie Mae, 4.5%, 1/1/42 11,834,581 $9,548,156
Fannie Mae, 4.5%, 1/1/44 15,989,536 $15,360,181
Fannie Mae, 4.5%, 10/1/35 3,754,694 $320,729
Fannie Mae, 4.5%, 10/1/35 3,754,911 $389,483
Fannie Mae, 4.5%, 11/1/20 6,500,000 $508,331
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,457,095
Fannie Mae, 4.5%, 11/1/43 800,000 $800,673
Fannie Mae, 4.5%, 11/1/43 430,000 $445,247
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,542,748
Fannie Mae, 4.5%, 12/1/43 20,516,456 $17,221,602
Fannie Mae, 4.5%, 12/1/43 20,000,000 $19,133,106
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,330,028
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,487,078
Fannie Mae, 4.5%, 5/1/41 17,795,568 $4,874,870
Fannie Mae, 4.5%, 5/1/41 454,433 $193,980
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,409,347
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,823,656
Fannie Mae, 4.5%, 7/1/41 750,000 $435,419
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,645,326
Fannie Mae, 5.0%, 1/1/20 4,159,304 $349,958
Fannie Mae, 5.0%, 1/14/15 30,000,000 $33,198,893
Fannie Mae, 5.0%, 10/1/20 4,036,945 $506,459
Fannie Mae, 5.0%, 12/1/17 499,951 $15,209
Fannie Mae, 5.0%, 2/1/20 700,000 $65,764
Fannie Mae, 5.0%, 2/1/22 450,000 $24,829
Fannie Mae, 5.0%, 2/1/22 7,621,650 $413,736
Fannie Mae, 5.0%, 2/1/41 17,669,429 $7,271,885
Fannie Mae, 5.0%, 4/1/39 2,924,816 $334,646
Fannie Mae, 5.0%, 5/1/23 4,380,644 $640,549
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,375,416
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,426,763
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,140,634
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,257,707
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,824,380
Fannie Mae, 5.5%, 12/1/17 12,031,696 $210,095
Fannie Mae, 5.5%, 2/1/18 2,100,000 $107,131
Fannie Mae, 5.5%, 3/1/36 5,005,809 $540,351
Fannie Mae, 5.5%, 5/1/36 4,000,000 $348,290
Fannie Mae, 5.5%, 6/1/33 1,148,000 $54,878
Fannie Mae, 5.5%, 6/1/36 6,000,000 $418,580
Fannie Mae, 5.5%, 7/1/33 3,800,000 $171,206
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,222,343
Fannie Mae, 5.5%, 9/1/17 3,705,000 $70,714
Fannie Mae, 5.5%, 9/1/19 7,000,000 $367,138
Fannie Mae, 6.0%, 1/1/29 60,204 $1,228
Fannie Mae, 6.0%, 1/1/32 183,200 $6,019
Fannie Mae, 6.0%, 10/1/32 4,502,006 $98,232
Fannie Mae, 6.0%, 10/1/34 389,152 $27,688
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,286
Fannie Mae, 6.0%, 11/1/33 400,765 $45,078
Fannie Mae, 6.0%, 11/1/34 271,485 $21,220
Fannie Mae, 6.0%, 12/1/35 8,000,000 $706,663
Fannie Mae, 6.0%, 2/1/32 2,379,023 $41,504
Fannie Mae, 6.0%, 2/1/33 2,200,000 $20,899
Fannie Mae, 6.0%, 2/1/35 62,166 $7,554
Fannie Mae, 6.0%, 2/1/35 180,000 $19,578
Fannie Mae, 6.0%, 3/1/32 450,000 $11,228
Fannie Mae, 6.0%, 3/1/33 3,500,000 $143,574
Fannie Mae, 6.0%, 3/1/33 230,257 $17,721
Fannie Mae, 6.0%, 4/1/33 4,000,000 $171,511
Fannie Mae, 6.0%, 4/1/35 4,000,000 $358,408
Fannie Mae, 6.0%, 5/1/35 1,799,482 $90,787
Fannie Mae, 6.0%, 6/1/16 4,000,000 $13,032
Fannie Mae, 6.0%, 6/1/38 2,250,000 $501,397
Fannie Mae, 6.0%, 7/1/33 7,500,000 $537,341
Fannie Mae, 6.0%, 7/1/33 10,874,932 $237,025
Fannie Mae, 6.0%, 7/1/38 974,925 $81,273
Fannie Mae, 6.0%, 8/1/32 315,000 $7,319
Fannie Mae, 6.0%, 8/1/34 3,757,089 $255,846
Fannie Mae, 6.0%, 9/1/29 124,691 $1,830
Fannie Mae, 6.0%, 9/1/32 65,856 $974
Fannie Mae, 6.0%, 9/1/34 352,132 $19,443
Fannie Mae, 6.0%, 9/1/34 2,000,000 $86,953
Fannie Mae, 6.0%, 9/1/34 408,807 $44,651
Fannie Mae, 6.0%, 9/1/34 6,273,165 $186,048
Fannie Mae, 6.5%, 1/1/31 1,000,000 $4,063
Fannie Mae, 6.5%, 10/1/31 1,000,100 $13,357
Fannie Mae, 6.5%, 10/1/32 2,811,012 $87,642
Fannie Mae, 6.5%, 11/1/37 2,222,350 $272,351
Fannie Mae, 6.5%, 12/1/31 3,300,000 $159,769
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,827
Fannie Mae, 6.5%, 3/1/32 3,500,000 $93,622
Fannie Mae, 6.5%, 4/1/31 500,000 $3,493
Fannie Mae, 6.5%, 5/1/31 1,960,805 $11,536
Fannie Mae, 6.5%, 6/1/31 2,750,000 $89,172
Fannie Mae, 6.5%, 7/1/29 500,000 $10,703
Fannie Mae, 6.5%, 7/1/34 1,095,000 $35,473
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,838
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,393
Fannie Mae, 6.5%, 9/1/31 2,000,000 $11,868
Fannie Mae, 7.0%, 1/1/32 1,701,763 $29,902
Fannie Mae, 7.0%, 12/1/30 499,950 $862
Fannie Mae, 7.0%, 12/1/30 525,099 $10,093
Fannie Mae, 7.0%, 12/1/31 1,198,074 $28,729
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,513
Fannie Mae, 7.0%, 7/1/21 500,000 $5,626
Fannie Mae, 7.0%, 9/1/31 2,000,000 $20,615
Fannie Mae, 7.0%, 9/1/31 2,000,000 $10,824
Fannie Mae, 7.5%, 8/1/20 250,000 $639
Fannie Mae, 8.0%, 10/1/30 155,531 $801
Fannie Mae, 8.0%, 2/1/29 240,000 $2,968
Fannie Mae, 8.0%, 3/1/31 1,495,060 $10,884
Fannie Mae, 8.0%, 4/1/20 215,000 $1,253
Fannie Mae, 8.0%, 4/1/30 150,000 $759
Fannie Mae, 8.0%, 5/1/31 45,000 $407
Fannie Mae, 8.0%, 7/1/30 100,000 $591
FCA US LLC, Term Loan B, 5/24/17 3,787,763 $3,783,028
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $4,961,169
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,102,373
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 200,000 $208,466
Federal Home Loan Mortgage Corp., 3.5%, 12/1/44 10,570,000 $11,015,497
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,434,568
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 875,160 $906,006
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $4,084,950
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $17,038,307
Federal Home Loan Mortgage Corp., 4.0%, 11/1/42 255,000 $213,836
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $718,957
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 9,000,000 $8,894,477
Federal Home Loan Mortgage Corp., 4.0%, 7/1/42 255,000 $218,935
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $15,574,643
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,155,457
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,575,126
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,595,300
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $12,519,230
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 5,790,000 $6,112,814
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $500,369
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $6,035,741
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $533,103
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $267,594
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $9,470,166
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $3,804,936
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,231,646
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $633,255
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $27,506
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $36,712
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $601,908
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $667,343
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $211,420
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $41,444
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $65,040
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $284,371
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $324,863
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $427,447
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $90,364
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $87,261
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $53,236
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $32,404
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $140,824
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $28,180
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $181,863
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $65,708
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $104,074
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $7,893
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $286,261
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,440
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $16,897
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $69,197
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $589,583
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $68,167
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $259,283
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $799,017
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $146,149
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $153,002
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $225,994
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $222,537
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $199
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $376
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $501
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $58,680
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $496
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $171,042
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,216
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $9,120
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $600
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,490
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $184
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,372
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $308
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $20,507
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,017
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,320
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,581
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $113,983
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $296,621
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,283,547
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33 5,000,000 $76,683
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,925,000 $27,822
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,429,495 $1,421,008
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,621,382
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $4,025
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $834,664
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $742,108
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $125,734
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,329,368
Fifth Third Bancorp, Floating Rate Note (Perpetual) 17,380 $474,995
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2,113,000 $425,227
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $271,789
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,197,032
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2,100,000 $2,097,245
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $1,440,573
First Tennessee Bank NA, 2.95%, 12/1/19 5,425,000 $5,428,845
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 555,000 $507,016
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 3,300,000 $3,336,447
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $676,876
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $99,522
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $3,473,354
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,765,355
Freeport-McMoRan, Inc., 4.55%, 11/14/24 1,650,000 $1,611,998
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $950,557
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $665,921
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $986,186
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,616,966
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 5,000,000 $5,246,506
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,742,889
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,339,703
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $667,265
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 858,000 $887,385
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $895,552
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $2,983,729
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/19 (144A) 2,401,000 $2,406,614
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,516,523
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,256,600
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,499,540
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,422,174
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 1,215,000 $1,213,985
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 3,840,084 $1,867,771
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 4,102,315 $1,680,994
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,659,145
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,650,227
General Electric Capital Corp., Floating Rate Note (Perpetual) 4,400,000 $5,134,433
Gilead Sciences, Inc., 4.5%, 2/1/45 7,550,000 $8,090,844
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,150,691
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 934,610 $929,937
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $911,192
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 19,275,000 $1,731,217
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,040,090
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,164,470
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,800,000 $2,803,469
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,300,000 $3,660,913
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,691,367
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $106,449
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $820,814
Government National Mortgage Association, Floating Rate Note, 2/16/53 12,000,000 $842,318
Government National Mortgage Association, Floating Rate Note, 3/16/53 8,300,000 $524,828
Government National Mortgage Association, Floating Rate Note, 8/16/52 14,000,000 $732,195
Government National Mortgage Association, Floating Rate Note, 9/16/52 13,000,000 $903,998
Government National Mortgage Association I, 3.5%, 1/21/15 13,638,000 $14,342,156
Government National Mortgage Association I, 4.0%, 1/21/15 31,494,000 $33,856,775
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $738,843
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $307,801
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $526,897
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $243,564
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $2,361,491
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $53,739
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,520
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $183,971
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $24,779
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $315,281
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $263,968
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,553,505
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,403,398
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $2,028,214
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $126,288
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $814,035
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,546,877
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $330,393
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $60,927
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $554,123
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $150,574
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $169,031
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $637,410
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $171,505
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $1,743
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $168,707
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $163,452
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $245,782
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $47,839
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $190,891
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $124,427
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $157,766
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $303,742
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $58,933
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $350,492
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $748,182
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $38,417
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $145,963
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $178,641
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $58,887
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,364
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $78,617
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,296
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $19,169
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $180,095
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $132,069
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $121,458
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $642,616
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $803,168
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $240,579
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $243,834
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $55,644
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $32,784
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $33,348
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $195,633
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $245,069
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $8,661
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $32,961
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,648
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $192,980
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $57,826
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $76,788
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $368,121
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $188,458
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $58,415
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $200,616
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $194,331
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $164,492
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $56,768
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $32,751
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $37,666
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,097
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $188,911
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $206,680
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $166,832
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $556,962
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $436,243
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $273,963
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $27,091
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $28,622
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $86,331
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $63,867
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $44,569
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $47,417
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $222,210
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $6,689
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $17,022
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $12,499
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $482,806
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $119,289
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $399,874
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $113,417
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $88,273
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,774
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $248,618
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $124,477
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,087,514
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,236
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $125,519
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $624,174
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,264
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $18,367
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $917
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $54,076
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $150,546
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,510
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $128,018
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,921
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $8,463
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $92,837
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $590,720
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,389
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $13,310
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $42,741
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $58,006
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $98,990
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $23,177
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $12,716
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,546
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $26,789
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $120,252
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,711
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $85,241
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $111,293
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $5,925
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $28,887
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $32,702
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,445
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,772
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $23,767
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $200,780
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,898
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $208,013
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,140
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $105,938
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $74,802
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $85,166
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,691
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $39,278
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,886
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,738
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $27,623
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $79,848
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,208
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,285
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,689
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,820
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,584
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $112,401
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $50,933
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,177
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $5,785
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,289
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $243,053
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,695
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $7,026
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $69,744
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,057
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $16,044
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,389
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,510
Government National Mortgage Association II, 4.0%, 10/20/44 4,890,000 $5,238,096
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $474,690
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $188,616
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $90,162
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $2,918,888
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $522,445
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $352,216
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $320,668
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,509
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,522
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $47,659
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $116,975
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $112,015
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,346
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,932,879
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,400,000 $1,418,923
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 387,075 $382,430
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,218,314
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $502,509
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $415,680
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,019,564
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $941,073
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,301,568
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,221,495
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,788,131
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $993,942
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,398,441
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $782,009
GTP Acquisition Partners I LLC, 4.347%, 6/15/41 (144A) 3,355,000 $3,423,600
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $803,837
Halliburton Co., 7.6%, 8/15/96 (144A) 2,250,000 $3,333,753
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 738,551 $733,820
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,771,193 $1,761,008
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $81,094
Hercules Capital Funding Trust 2014-1, 3.524%, 4/16/21 (144A) 2,920,000 $2,924,288
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,140,969
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 1,300,000 $1,300,719
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,621,579
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $227,351
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $2,992,012
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $543,748
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 408,688 $407,283
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $394,856
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 2,340,000 $2,282,512
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,067,400
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $1,319,915
Hospitality Properties Trust, 5.0%, 8/15/22 875,000 $938,585
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,711,698
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,782,715
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,149,663
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,248,528
Huntsman International LLC, Extended Term B Loan, 4/19/17 254,694 $250,130
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,249,675
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $667,174
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,844,037
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 1,750,000 $1,766,700
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 1,550,000 $1,575,381
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 900,000 $920,300
Icon Brand Holdings LLC, 4.229%, 1/25/43 (144A) 1,801,000 $1,583,405
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 395,000 $361,028
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $2,914,292
Immucor, Inc., Term B-2 Loan, 8/19/18 2,133,970 $2,115,298
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $499,168
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 44,417,000 $2,842,097
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 10,000,000 $658,050
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $1,877,725
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $340,012
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $1,045,407
IMS Health, Inc., Term B Dollar Loan, 3/17/21 453,811 $444,924
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,104,627
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 2,550,000 $2,707,781
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 746,794 $743,247
International Paper Co., 3.65%, 6/15/24 6,975,000 $6,981,307
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,571,599
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,651,697
Invitation Homes Trust, Floating Rate Note, 12/17/31 (144A) 1,600,000 $1,591,910
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $574,929
Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25 15,300,000 $3,035,980
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $793,493
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $251,794
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,208,419
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $771,555
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $738,933
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,307,825
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,148,281
Johnson & Johnson, 4.375%, 12/5/33 3,150,000 $3,538,271
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,904,871
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,815,000 $5,215,247
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,449,640
JP Morgan Chase Commercial Mortgage Securities Corp., 2.84%, 12/17/47 3,910,234 $3,911,566
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $418,181
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,679,728
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,463,154
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 900,000 $942,088
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,368,000 $1,379,136
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,594,443
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,254,335
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $821,641
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,334,511
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $982,189
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,783,252
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $215,442
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,054,846
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $988,049
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,821,762
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 6,600,000 $4,584,554
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,989,000 $6,997,780
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,728,427
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $982,323
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $9,531,361
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 6,000,000 $5,984,299
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 8/25/44 (144A) 2,235,000 $2,125,967
Kane Flt% 12jun15 1,600,000 $1,516,960
Kane Ilw Zero% 02feb16 1,000,000 $913,700
Kane-Pi5 Zero% 18jul16 1,004,000 $1,123,677
Kane Zero% 07jan16 3,654,000 $3,654,000
Kane Zero% 15jan16 1,012,000 $1,012,000
Kane Zero% 19feb16 2,400,000 $2,400,000
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 2,200,000 $2,192,300
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 3,700,000 $3,817,064
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $357,385
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,745,107
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,661,063
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 500,000 $495,417
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $1,915,685
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,837,762
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,327,942
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $518,373
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,254,871
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $192,079
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 1,000,000 $560,018
LB-UBS Commercial Mortgage Trust 2005-C2 REMICS, Floating Rate Note, 4/15/30 2,255,000 $2,278,014
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,330,096
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,210,652
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,480,242
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,482,254
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $5,018,418
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $345,272
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 14,753,656 $2,024,283
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $460,969
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $271,412
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $6,813,168
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,185,643
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,407,188 $1,391,357
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,825,489
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $266,330
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 3,000,000 $3,060,400
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 2,200,000 $2,243,450
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,044,485
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,851,521
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $888,163
LSTAR Securities Investment Trust 2014-2, Floating Rate Note, 12/1/19 (144A) 5,000,000 $4,866,045
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 916,175 $899,858
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $982,684
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,168,185
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $757,557
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,017,109
Masco Corp., 5.95%, 3/15/22 825,000 $930,204
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,009,671
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $379,299
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $630,134
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $2,008,039
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,545,193
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $750,761
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 10,100,000 $794,968
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,234,857
Medtronic, Inc., 4.625%, 3/15/45 (144A) 7,300,000 $7,932,822
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,839,412
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,001,967
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $260,884
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,295,549
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,651,520
MetLife Capital Trust IV, 7.875%, 12/15/67 (144A) 6,325,000 $8,102,325
MGM Resorts International, 6.0%, 3/15/23 3,550,000 $3,589,050
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $388,398
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $733,017
ML-CFC Commercial Mortgage Trust 2006-1, Floating Rate Note, 2/12/39 2,500,000 $2,395,897
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $813,155
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,505,963
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,763,128
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,756,364
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 5,250,000 $1,934,125
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,186,086
Morgan Stanley, 4.875%, 11/1/22 300,000 $321,061
Morgan Stanley, Floating Rate Note (Perpetual) 110,230 $2,789,921
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $2,445,733
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,078,384
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $2,706,659
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,601,751
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $4,807,099
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $553,421
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,930,000 $793,265
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $671,775
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 5,500,000 $5,694,322
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 750,000 $778,346
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,083,027
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 2,100,000 $2,206,820
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,528,419
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 1,167,075 $1,161,240
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,272,711
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 1,000,000 $1,001,001
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $324,392
Navios Maritime Partners LP, Term Loan, 6/27/18 688,258 $677,934
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $838,816
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,542,372
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,079,014
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $909,452
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,424,500
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,156,290
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,112,682
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 1,900,000 $1,723,365
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 3,895,000 $3,741,925
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3,900,000 $4,018,151
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,771,696
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,663,841
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1,050,000 $1,048,829
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,000,000 $999,124
Nissan Motor Acceptance Corp., 4.5%, 1/30/15 (144A) 790,000 $807,216
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,725,592
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,633,172
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 837,895 $827,683
North American Development Bank, 2.3%, 10/10/18 643,000 $654,480
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,167,351
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 2,951,282 $264,120
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 430,000 $422,834
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,190,000
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,322,470 $1,299,326
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,427,952
NSG Holdings LLC, New Term Loan, 12/11/19 770,210 $762,508
Nuance Communications, Inc., Term C Loan, 8/7/19 370,741 $361,473
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,484,689
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $2,021,225
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 3,945,000 $4,154,144
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 480,000 $475,200
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,046,720
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $615,907
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $1,017,537
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $591,567
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $400,466
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $275,922
Owens Corning, 4.2%, 12/1/24 5,150,000 $5,111,801
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 360,000 $345,600
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 1,600,000 $1,598,519
Pangaea Zero% 01jul18 2,000,000 $2,128,600
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,636,644
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,725,173
Pelican Re, Ltd., Floating Rate Note, 4/13/15 (Cat Bond) (144A) 1,500,000 $1,562,050
Permanent University Fund, 5.0%, 7/1/30 800,000 $1,003,696
Perrigo Finance plc, 3.5%, 12/15/21 4,275,000 $4,336,917
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $1,000,423
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 4,250,000 $282,319
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,478,325
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 746,693 $738,993
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,174
Plains All American Pipeline LP, 4.9%, 2/15/45 5,300,000 $5,401,985
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,670,595
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,607,863
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $639,891
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,434,467
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $4,083,600
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,527,845
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,342,349
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,176,643
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,500,000 $1,513,208
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 180,000 $178,105
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,180,599
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,194,419
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,537,200
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,506,891
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,930,138
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,193,082
PVH Corp., Tranche B Term Loan, 2/13/20 465,961 $467,027
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,104,514
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $505,342
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,650,000 $1,718,292
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $253,844
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $253,240
QVC, Inc., 4.45%, 2/15/25 6,325,000 $6,283,467
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $382,693
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $974,309
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $943,516
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $447,347
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $1,985,339
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,129,122
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $642,451
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,766,253
Remy International, Inc., Term B Loan 2013, 3/5/20 475,000 $472,625
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $233,774
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $412,423
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,385,022
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $746,049
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 1,000,000 $1,037,433
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,162,013
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,650,000 $1,721,335
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,896,040
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $300,676
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $860,142
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $267,442
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 2,500,000 $456,471
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 12,352,000 $3,215,049
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,280,000 $1,225,609
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $918,717
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,000,000 $948,587
Rosneft Finance SA, 7.5%, 7/18/16 (144A) 2,080,000 $2,065,873
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $945,387
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $5,973,286
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,656,910 $1,654,839
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,572,917
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 800,000 $797,653
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,203,173
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,259,778
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,344,627
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $865,742
SBA Tower Trust, 3.869%, 10/15/49 (144A) 6,975,000 $7,107,710
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $947,560
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,440,955
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 4,350,000 $4,295,625
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,530,450
Seagate HDD Cayman, 5.75%, 12/1/34 (144A) 4,350,000 $4,607,807
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,631,798
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,278,253
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,172,063 $1,173,235
Sequoia Mortgage Trust, Floating Rate Note, 12/26/42 8,060,000 $5,729,948
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $60,195
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 53,080,000 $3,008,633
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 37,500,000 $1,687,571
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 15,500,000 $1,067,964
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $899,014
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,329,848
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/25/43 9,500,000 $8,151,820
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,450,000 $2,204,579
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,665,491
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 3,765,000 $3,282,789
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $780,588
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $821,063
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $2,048,331
Ship Midco, Ltd., Facility B2A-II, 11/29/19 999,288 $1,001,161
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,280,052
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $242,851
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2,500,000 $2,453,209
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $309,825
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 1,000,000 $1,000,000
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,029,228
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,018,138
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 2,110,000 $2,276,138
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $903,433
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $229,917
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,245,563
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,496,542
Southwest Airlines Co., 2.75%, 11/6/19 2,350,000 $2,372,075
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,782,516
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,741,532
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 632,125 $628,767
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 3,300,000 $3,323,026
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $300,299
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 700,000 $716,287
SpringCastle America Funding LLC, 2.7%, 5/25/23 2,600,000 $2,357,816
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,811,272
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 1,200,000 $1,200,292
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 750,000 $757,972
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,485,878
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 608,219 $606,699
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,491,381
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,721,721
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,888,200
State of Texas, 4.0%, 10/1/44 3,000,000 $3,152,533
State of Washington, 3.0%, 7/1/28 560,000 $574,902
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,401,612
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $298,256
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,192,387
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 3,080,000 $715,521
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,907,000 $382,138
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,245,383
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $4,170,595
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,064,649
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $142,980
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $737,308
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,163,194
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $505,162
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $682,311
Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A) 550,000 $564,062
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $264,209
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $949,867
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 5,825,000 $5,952,428
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,436,864
Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A) 2,250,000 $2,218,830
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,084,560
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $600,401
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 500,000 $485,834
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $317,928
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 644,532 $628,822
TD Ameritrade Holding Corp., 3.625%, 4/1/25 6,025,000 $6,148,277
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,386,630
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,129,105
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $750,266
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.50144%, 9/25/36 (Step) 14,000,000 $2,805,024
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,292,892
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,159,328
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,309,501
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,205,930
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,735,542
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,045,807
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,045,096
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,154,063
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,908,331
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 3,375,000 $4,300,594
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,190,000 $4,180,573
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 700,000 $841,955
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,385,419
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,320,000 $1,485,825
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,304,800
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,662,392
The University of Texas System, 5.0%, 8/15/43 525,000 $609,808
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,659,072
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $831,506
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 33,136,000 $2,807,063
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,099,807
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 824,038 $813,738
TimberStar Trust 1, 5.7467%, 10/15/36 (144A) 1,435,000 $1,525,040
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,779,764
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,062,933
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $253,843
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,150,733
Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A) 800,000 $809,804
Tronox Pigments BV, New Term Loan, 3/19/20 768,766 $758,196
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 765,000 $697,703
TTX Co., 3.6%, 1/15/25 (144A) 6,650,000 $6,832,174
Tufts University, 5.017%, 4/15/12 3,550,000 $3,908,995
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,368,912
U.S. Treasury Bonds, 3.0%, 11/15/44 3,000,000 $3,164,499
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $2,170,951
U.S. Treasury Bonds, 4.375%, 11/15/39 6,865,000 $9,040,726
U.S. Treasury Bonds, 4.375%, 5/15/40 4,500,000 $5,941,302
U.S. Treasury Bonds, 4.5%, 2/15/36 7,400,000 $9,996,107
U.S. Treasury Floating Rate Note, 0.110004%, 7/31/16 11,325,000 $11,326,684
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 30,775,000 $29,643,686
U.S. Treasury Notes, 2.25%, 11/15/24 10,500,000 $10,601,223
UBS AG, 7.625%, 8/17/22 4,400,000 $5,305,247
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,518,747
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 11,325,000 $11,323,343
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 11,325,000 $11,326,370
University of California, 3.38%, 5/15/28 2,600,000 $2,671,679
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,265,775 $2,220,459
Ursa Re, Ltd., Floating Rate Note, 12/7/17 (Cat Bond) (144A) 1,500,000 $1,498,500
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,492,797
US Bancorp, Floating Rate Note (Perpetual) 57,288 $1,687,132
US Bancorp, Floating Rate Note (Perpetual) 227,976 $6,182,709
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,208,894 $6,104,119
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $528,665
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,343,680
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,683,985
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $716,764
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 2,000,000 $1,890,271
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 1,938,000 $2,040,032
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,708,924
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,515,042
Vers 2015-A Zero% 31dec17 2,500,000 $2,500,000
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 2,200,000 $2,383,504
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 2,210,000 $2,381,233
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,528,959
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $507,576
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $491,436
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,841,807
VOLT XXIII LLC, 3.625%, 11/25/53 (Step) 1,050,000 $674,233
Walgreens Boots Alliance, Inc., 3.8%, 11/18/24 7,475,000 $7,657,681
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,211,922
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,238,744 $3,158,270
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 1,620,000 $1,708,277
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 1,565,000 $1,648,997
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 159,982 $158,182
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 125,000 $107,411
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,429,130
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,802,097
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,225,499
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $3,995,172
Wells Fargo Commercial Mortgage Trust, 3.349%, 11/18/43 (144A) 3,900,000 $2,909,907
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $1,989,676
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,800,717
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $217,299
Wells Fargo Mortgage Backed Securities 2004-K Trust, Floating Rate Note, 7/25/34 7,975,000 $954,215
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $206,041
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 17,226,000 $936,489
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $588,560
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $1,075,735
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $1,095,239
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $3,134,525
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $217,997
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $385,262
WideOpenWest Finance LLC, Term B Loan, 4/1/19 160,291 $159,590
Williams Partners LP, 4.3%, 3/4/24 5,980,000 $6,052,579
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,493,464
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,348,285
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,820,473
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,945 $239,045
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 666,807 $664,307

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