Pioneer Bond Fund

Top 10 Portfolio Holdings as of 2/27/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 3,600,000 $3,697,560
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $503,404
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,637,418
Acer 3.24% 10jan22 15-1a-D 2,200,000 $2,199,851
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $253,408
Acgl Zero% 01jul16 1,000,000 $1,007,000
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $737,089
Activision Blizzard, Inc., Term Loan, 7/26/20 1,146,608 $1,149,973
Adobe Systems, Inc., 3.25%, 2/1/25 8,100,000 $8,182,522
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,671,023
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,064,931 $1,017,675
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $1,009,255
Agrium, Inc., 5.25%, 1/15/45 7,600,000 $8,793,849
Agucn 4.125% 15mar35 2,800,000 $2,757,482
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $5,067,705
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,100,825
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,110
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,131,147
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,861,322
Alkermes, Inc., 2019 Term Loan, 9/25/19 750,000 $746,875
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,137,175 $1,140,374
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,441,182
Ally Financial, Inc., 7.0% (Perpetual) (144A) 2,500 $2,519,141
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $649,877
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $444,299
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,656,328
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $374,665
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $223,937
Alternative Loan Trust 2004-J5, Floating Rate Note, 8/25/34 9,407,000 $8,664,482
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,592,414
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,806,435
Altrl Zero% 30jun16 937,930 $671,089
Altrl Zero% 30jun17 840,000 $848,148
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $104,694
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $425,349
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,200,000 $2,174,621
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 2,800,000 $2,940,400
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 700,000 $740,236
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $6,006,490
American International Group, Inc., 3.875%, 1/15/35 5,985,000 $6,055,440
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $509,122
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $799,270
Amherst College, 3.794%, 11/1/42 525,000 $540,467
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,788,299
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,699,089
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,390,042
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,977,082
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 501,069 $503,026
Arlington Flt% 01aug15 700,000 $772,590
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $576,355
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,289,000
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $4,115,846
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,457,093
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $514,427
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $258,441
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,566,522
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 375,000 $375,908
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 610,000 $606,569
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,725,000 $4,340,560
AXA SA, 8.6%, 12/15/30 2,335,000 $3,281,459
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 500,000 $505,402
Ball Corp., 4.0%, 11/15/23 2,275,000 $2,261,224
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/15/31 2,580,000 $2,591,395
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/17/29 1,600,000 $1,604,699
Bamll Flt% 15jan17 15-Ashf-B 4,200,000 $4,193,846
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $671,421
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,452,159
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $692,860
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,780,000 $716,300
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $765,221
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5,500,000 $568,202
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,404,226
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,743,993
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $719,792
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 27,225,000 $1,924,598
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $272,233
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,049,662
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $953,469
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $82,234
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,047,660
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,191,061
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $6,397,966
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,138,206
Bank of America Corp., Floating Rate Note, 10/23/49 3,150,000 $3,409,108
Bank of America Corp., Floating Rate Note, 9/29/49 2,350,000 $2,488,144
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,926,802
Bayc Flt% 25jan38 08-1-A2a 12,910,000 $2,479,752
Baylor University, 4.313%, 3/1/42 1,025,000 $1,128,705
Bayview Commercial Asset Trust 2005-3, Floating Rate Note, 11/25/35 (144A) 10,500,000 $2,365,769
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.49686%, 9/25/37 (Step) (144A) 13,200,000 $282,354
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $377,653
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,524,160
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,363,463
BB&T Corp., 5.625% (Perpetual) 85,000 $2,142,000
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,530,250
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,390,429
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $113,644
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $385,946
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 20,675,000 $2,336,384
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,672,773
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,635,636
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $996,850
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $791,621
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,387,342
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,636,675
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,004,638
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,004,451
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, Floating Rate Note, 4/12/38 2,600,000 $2,471,172
Becton Dickinson and Co., 3.734%, 12/15/24 10,525,000 $11,114,608
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,089,508
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,688,049
BioMed Realty LP, 4.25%, 7/15/22 900,000 $951,617
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4,950,000 $5,446,868
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,903,368
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 1,975,000 $2,503,358
BLCP Hotel Trust, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,206,946
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $252,210
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $866,439
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 2,300,000 $2,306,657
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,476,533
Boardwalk Pipelines LP, 4.95%, 12/15/24 2,750,000 $2,837,654
Bombardier, Inc., 4.75%, 4/15/19 (144A) 1,960,000 $1,945,395
Bowdoin College, 4.693%, 7/1/12 1,000,000 $1,079,177
Brixmor Operating Partnership LP, 3.85%, 2/1/25 4,225,000 $4,292,165
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,822,175
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,226,483
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,425,791
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 480,000 $482,733
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 199,000 $200,026
BXG Receivables Note Trust 2015-A, 2.88%, 5/2/30 (144A) 3,000,000 $2,988,387
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,275,380
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,350,000 $1,424,016
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,713,220
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $448,638
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,525,522
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,675,124
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,349,799
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 340,000 $341,700
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3,000,000 $3,019,487
Capital Auto Receivables Asset Trust 2013-1, 1.74%, 10/22/18 2,900,000 $2,910,387
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,836,255
Capital One Financial Corp., 3.75%, 4/24/24 6,650,000 $6,978,062
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 3,000,000 $2,947,781
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2,460,000 $2,465,272
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,941,311
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $78,062
Catalent 1st Lien Tl-B L + 3.5% 08may21 1,645,388 $1,651,853
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,605,035
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,293,591
CBS Corp., 4.6%, 1/15/45 2,250,000 $2,289,231
CCOH Safari LLC, 5.75%, 12/1/24 800,000 $839,117
Ccolt 2.82% 15mar21 15-1-A 2,500,000 $2,503,582
CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A) 3,990,000 $3,997,936
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,810,948
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 106,162 $106,095
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 314,222 $314,025
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 1,059,902 $1,059,239
Cf Flt% 07feb27 15-1a-D 1,600,000 $1,601,367
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,537,850
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,699,125 $1,692,989
Chemtura Corp., New Term Loan, 8/29/16 316,286 $316,615
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $398,436
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $402,115
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $523,474
CHS, 2017 Term E Loan, 1/25/17 594,144 $594,933
CHS, 2021 Term D Loan, 1/27/21 3,188,475 $3,201,095
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $513,996
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,930,563 $1,929,960
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 388,048 $388,533
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,829,119
CIT Equipment Collateral 2014-VT1, 3.14%, 2/20/20 (144A) 1,400,000 $1,398,352
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $296,545
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $1,999,808
Citigroup, Inc., Floating Rate Note (Perpetual) 2,295,000 $2,334,308
Citigroup, Inc., Floating Rate Note (Perpetual) 2,850,000 $2,866,760
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,403,710
Citigroup Capital XIII, Floating Rate Note, 10/30/40 105,070 $2,790,659
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $231,565
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 4,860,000 $1,209,359
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 17,660,000 $3,075,169
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $677,530
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $751,702
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $250,165
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $549,766
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 1,000,000 $1,001,082
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,951,711
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,282,912
Cme: (Cdx.Na.Ig.23.V1) Usd 20dec19 Z91mv4jb8 50,000,000 $987,009
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $735,823
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $413,548
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,697,789
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,427,051
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,886,626
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,466,844
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,770,168
Colony Multifamily Mortgage Trust 2014-1, 2.5432%, 4/22/50 (144A) 4,000,000 $3,580,416
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $885,815
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $480,144
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $921,342
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,332,261
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 12/8/50 (144A) 4,200,000 $4,655,980
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,942,459
COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/15/31 (144A) 3,800,000 $3,790,570
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 4,150,000 $4,142,011
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,439,765
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2,875,000 $2,932,806
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $1,500,277
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,122,666
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 327,343 $326,797
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 491,014 $491,161
ConocoPhillips Co., 3.35%, 11/15/24 5,350,000 $5,577,300
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 5,475,000 $6,233,093
Constellation Brands, Inc., 3.75%, 5/1/21 630,000 $649,491
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,713,454
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.95%, 11/9/22 6,425,000 $6,748,972
Corporate Office Properties LP, 3.6%, 5/15/23 1,085,000 $1,065,575
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $2,010,917
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 5,075,000 $5,097,644
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36 1,000,000 $983,368
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,502,591
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $193,096
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $473,877
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,388,857
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $542,064
Credit Suisse New York NY, 1.75%, 1/29/18 7,000,000 $7,015,755
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $597,628
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 1,850,000 $1,870,668
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 1,500,000 $1,497,375
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,297,702
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,871,884
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,745,614 $1,739,286
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 8,805,000 $7,057,543
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $3,376,915
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,539,708
CSMC Trust 2014-WIN1, Floating Rate Note, 9/25/44 (144A) 11,130,000 $8,859,605
CubeSmart LP, 4.8%, 7/15/22 730,000 $810,333
Cummins, Inc., 5.65%, 3/1/98 3,727,000 $4,431,180
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,176,632
CVS Health Corp., 2.25%, 8/12/19 650,000 $660,945
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $730,894
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,608,931
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $713,494
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,318,634 $1,330,172
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,245,588 $1,246,356
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 252,410 $253,334
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 5,000,000 $5,045,789
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,183,053
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,341,255
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,232,137
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $1,886,056
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,583,082
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,895,941
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,791,653
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,236,701
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,849,814
Delta Air Lines, Inc., Term Loan, 4/20/17 1,650,000 $1,652,186
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 2,600,000 $2,532,238
DigitalGlobe, Inc., Term Loan, 1/31/20 2,583,047 $2,584,326
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $819,837
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,510,859
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,900,000 $5,073,424
Disca 3.45% 15mar25 1,850,000 $1,848,156
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 750,000 $756,362
Dominion Resources, Inc. Virginia, 3.625%, 12/1/24 8,700,000 $9,113,481
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 4,051,000 $4,114,773
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 1,250,000 $1,193,404
Duke Energy Progress, Inc., 4.15%, 12/1/44 8,700,000 $9,772,251
Duke Realty LP, 3.75%, 12/1/24 5,300,000 $5,485,033
DuPont Fabros Technology LP, 5.875%, 9/15/21 1,250,000 $1,339,501
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $423,469
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 1,023,785 $1,021,510
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $267,175
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,087,043
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $838,540
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 2,500,000 $2,510,000
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $5,100,638
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,288,093
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 2,650,000 $2,672,239
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 2,825,000 $2,852,102
Endo Finance LLC, 6.0%, 2/1/25 (144A) 520,000 $553,237
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 2,023,178 $2,023,494
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,808,665
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,918,459
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,058,945
EnLink Midstream Partners LP, 4.4%, 4/1/24 7,040,000 $7,615,609
Ensco Plc, 4.5%, 10/1/24 4,725,000 $4,718,640
Entegris, Inc., 6.0%, 4/1/22 (144A) 2,500,000 $2,661,250
Enterp 4.5% 15feb45 144a 4,600,000 $4,663,600
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,605,360
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $1,976,344
EQT Midstream Partners LP, 4.0%, 8/1/24 5,100,000 $5,086,801
Equinix, Inc., 5.75%, 1/1/25 1,875,000 $1,998,099
Ever Flt% 25apr43 13-1-B2 4,393,000 $4,145,713
Expedia, Inc., 4.5%, 8/15/24 5,900,000 $5,960,705
Expedia, Inc., 5.95%, 8/15/20 800,000 $900,262
Export-Import Bank of Korea, 2.25%, 1/21/20 7,475,000 $7,556,272
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,097,911
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,029,200
Fannie Mae, 3.0%, 3/18/15 3,900,000 $4,088,886
Fannie Mae, 3.0%, 7/1/43 1,019,821 $942,489
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,435,699
Fannie Mae, 3.0%, 9/1/28 7,125,717 $6,505,605
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,143,929
Fannie Mae, 3.0%, 9/1/43 6,720,470 $6,421,957
Fannie Mae, 3.5%, 11/1/42 380,000 $343,909
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,201,298
Fannie Mae, 3.5%, 12/1/42 1,015,373 $827,370
Fannie Mae, 3.5%, 12/1/42 1,000,000 $889,910
Fannie Mae, 3.5%, 2/1/44 18,215,601 $17,850,661
Fannie Mae, 3.5%, 3/18/15 3,800,000 $4,036,581
Fannie Mae, 3.5%, 4/10/14 33,008,000 $34,498,518
Fannie Mae, 3.5%, 6/1/28 5,531,277 $4,700,349
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,543,152
Fannie Mae, 3.5%, 9/1/44 5,275,000 $5,456,855
Fannie Mae, 4.0%, 1/1/42 1,821,298 $816,273
Fannie Mae, 4.0%, 1/1/42 2,000,000 $963,023
Fannie Mae, 4.0%, 1/1/44 273,906 $268,058
Fannie Mae, 4.0%, 11/1/44 225,000 $240,429
Fannie Mae, 4.0%, 11/1/44 4,035,000 $4,258,777
Fannie Mae, 4.0%, 11/1/44 10,545,000 $11,110,355
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,309,749
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,768,509
Fannie Mae, 4.0%, 12/1/42 142,828 $46,277
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,494,954
Fannie Mae, 4.0%, 2/1/42 24,300,000 $12,862,756
Fannie Mae, 4.0%, 2/1/43 2,065,000 $1,548,670
Fannie Mae, 4.0%, 2/1/44 14,000,000 $13,267,866
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,062,626
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,331,073
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,009,373
Fannie Mae, 4.0%, 4/1/42 1,100,000 $744,338
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,365,512
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,607,698
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,264,860
Fannie Mae, 4.0%, 7/1/18 675,000 $34,967
Fannie Mae, 4.0%, 7/1/42 8,163,233 $6,451,376
Fannie Mae, 4.0%, 7/1/42 624,000 $436,478
Fannie Mae, 4.0%, 7/1/44 800,000 $824,646
Fannie Mae, 4.0%, 7/1/44 11,110,000 $11,244,278
Fannie Mae, 4.0%, 8/1/42 20,000,000 $15,880,063
Fannie Mae, 4.0%, 8/1/44 20,000,000 $20,595,505
Fannie Mae, 4.0%, 9/1/44 12,553,692 $13,177,690
Fannie Mae, 4.5%, 1/1/42 23,783,862 $11,716,555
Fannie Mae, 4.5%, 1/1/42 11,834,581 $9,187,788
Fannie Mae, 4.5%, 1/1/44 15,989,536 $14,612,218
Fannie Mae, 4.5%, 10/1/35 3,754,694 $318,915
Fannie Mae, 4.5%, 10/1/35 3,754,911 $368,212
Fannie Mae, 4.5%, 11/1/20 6,500,000 $489,265
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,331,646
Fannie Mae, 4.5%, 11/1/43 800,000 $801,661
Fannie Mae, 4.5%, 11/1/43 430,000 $445,644
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,456,246
Fannie Mae, 4.5%, 12/1/43 20,000,000 $18,534,733
Fannie Mae, 4.5%, 12/1/43 20,516,456 $16,694,389
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,290,109
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,400,824
Fannie Mae, 4.5%, 5/1/41 17,795,568 $4,710,446
Fannie Mae, 4.5%, 5/1/41 454,433 $183,828
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,411,024
Fannie Mae, 4.5%, 7/1/41 750,000 $419,766
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,823,642
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,578,575
Fannie Mae, 5.0%, 1/1/20 4,159,304 $317,489
Fannie Mae, 5.0%, 10/1/20 4,036,945 $474,783
Fannie Mae, 5.0%, 12/1/17 499,951 $13,737
Fannie Mae, 5.0%, 2/1/20 700,000 $62,874
Fannie Mae, 5.0%, 2/1/22 450,000 $24,078
Fannie Mae, 5.0%, 2/1/22 7,621,650 $402,698
Fannie Mae, 5.0%, 2/1/41 17,669,429 $7,179,772
Fannie Mae, 5.0%, 2/1/45 24,000,000 $26,571,670
Fannie Mae, 5.0%, 4/1/39 2,924,816 $334,726
Fannie Mae, 5.0%, 5/1/23 4,380,644 $603,088
Fannie Mae, 5.0%, 6/1/25 6,134,875 $6,546,458
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,324,291
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,391,479
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,719,280
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,103,981
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,139,954
Fannie Mae, 5.5%, 12/1/17 12,031,696 $190,087
Fannie Mae, 5.5%, 2/1/18 2,100,000 $96,076
Fannie Mae, 5.5%, 3/1/36 5,005,809 $539,519
Fannie Mae, 5.5%, 5/1/36 4,000,000 $290,698
Fannie Mae, 5.5%, 6/1/33 1,148,000 $51,107
Fannie Mae, 5.5%, 6/1/36 6,000,000 $404,994
Fannie Mae, 5.5%, 7/1/33 3,800,000 $166,016
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,182,375
Fannie Mae, 5.5%, 9/1/17 3,705,000 $64,607
Fannie Mae, 5.5%, 9/1/19 7,000,000 $352,677
Fannie Mae, 6.0%, 1/1/29 60,204 $1,172
Fannie Mae, 6.0%, 1/1/32 183,200 $5,946
Fannie Mae, 6.0%, 10/1/32 4,502,006 $95,226
Fannie Mae, 6.0%, 10/1/34 389,152 $26,663
Fannie Mae, 6.0%, 10/1/35 7,125,770 $199,670
Fannie Mae, 6.0%, 11/1/33 400,765 $44,915
Fannie Mae, 6.0%, 11/1/34 271,485 $20,453
Fannie Mae, 6.0%, 12/1/35 8,000,000 $704,745
Fannie Mae, 6.0%, 2/1/32 2,379,023 $38,497
Fannie Mae, 6.0%, 2/1/33 2,200,000 $20,804
Fannie Mae, 6.0%, 2/1/35 180,000 $19,030
Fannie Mae, 6.0%, 2/1/35 62,166 $7,385
Fannie Mae, 6.0%, 3/1/32 450,000 $10,757
Fannie Mae, 6.0%, 3/1/33 3,500,000 $139,691
Fannie Mae, 6.0%, 3/1/33 230,257 $17,652
Fannie Mae, 6.0%, 4/1/33 4,000,000 $172,184
Fannie Mae, 6.0%, 4/1/35 4,000,000 $345,351
Fannie Mae, 6.0%, 5/1/35 1,799,482 $91,081
Fannie Mae, 6.0%, 6/1/16 4,000,000 $10,496
Fannie Mae, 6.0%, 6/1/38 2,250,000 $404,425
Fannie Mae, 6.0%, 7/1/33 10,874,932 $235,809
Fannie Mae, 6.0%, 7/1/33 7,500,000 $535,479
Fannie Mae, 6.0%, 7/1/38 974,925 $81,055
Fannie Mae, 6.0%, 8/1/32 315,000 $7,042
Fannie Mae, 6.0%, 8/1/34 3,757,089 $247,017
Fannie Mae, 6.0%, 9/1/29 124,691 $1,762
Fannie Mae, 6.0%, 9/1/32 65,856 $890
Fannie Mae, 6.0%, 9/1/34 352,132 $19,372
Fannie Mae, 6.0%, 9/1/34 6,273,165 $185,473
Fannie Mae, 6.0%, 9/1/34 408,807 $44,505
Fannie Mae, 6.0%, 9/1/34 2,000,000 $87,292
Fannie Mae, 6.5%, 1/1/31 1,000,000 $3,951
Fannie Mae, 6.5%, 10/1/31 1,000,100 $13,329
Fannie Mae, 6.5%, 10/1/32 2,811,012 $87,515
Fannie Mae, 6.5%, 11/1/37 2,222,350 $260,169
Fannie Mae, 6.5%, 12/1/31 3,300,000 $159,377
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,814
Fannie Mae, 6.5%, 3/1/32 3,500,000 $93,376
Fannie Mae, 6.5%, 4/1/31 500,000 $3,470
Fannie Mae, 6.5%, 5/1/31 1,960,805 $10,352
Fannie Mae, 6.5%, 6/1/31 2,750,000 $88,897
Fannie Mae, 6.5%, 7/1/29 500,000 $10,631
Fannie Mae, 6.5%, 7/1/34 1,095,000 $35,449
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,820
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,430
Fannie Mae, 6.5%, 9/1/31 2,000,000 $9,519
Fannie Mae, 7.0%, 1/1/32 1,701,763 $30,346
Fannie Mae, 7.0%, 12/1/30 525,099 $10,084
Fannie Mae, 7.0%, 12/1/30 499,950 $854
Fannie Mae, 7.0%, 12/1/31 1,198,074 $28,596
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,491
Fannie Mae, 7.0%, 9/1/31 2,000,000 $10,765
Fannie Mae, 7.0%, 9/1/31 2,000,000 $21,216
Fannie Mae, 8.0%, 10/1/30 155,531 $790
Fannie Mae, 8.0%, 2/1/29 240,000 $2,914
Fannie Mae, 8.0%, 3/1/31 1,495,060 $10,425
Fannie Mae, 8.0%, 4/1/30 150,000 $697
Fannie Mae, 8.0%, 5/1/31 45,000 $402
Fannie Mae, 8.0%, 7/1/30 100,000 $587
Fannie Mae Pool, 4.0%, 4/10/14 21,928,000 $23,394,435
FCA US LLC, Term Loan B, 5/24/17 3,777,975 $3,776,796
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $4,908,288
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,077,851
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 200,000 $209,171
Federal Home Loan Mortgage Corp., 3.5%, 12/1/44 10,570,000 $11,024,588
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,424,441
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 875,160 $908,058
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $3,926,079
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $16,791,016
Federal Home Loan Mortgage Corp., 4.0%, 11/1/42 255,000 $208,193
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $720,263
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 9,000,000 $8,440,814
Federal Home Loan Mortgage Corp., 4.0%, 7/1/42 255,000 $216,017
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $14,940,344
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,157,132
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,554,404
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,595,944
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $12,259,686
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 5,790,000 $6,002,312
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $464,024
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $5,908,930
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $512,253
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $250,007
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $9,275,432
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $3,659,935
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,193,267
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $603,661
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $26,391
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $34,908
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $469,831
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $634,876
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $202,001
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $41,093
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $59,857
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $268,814
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $290,590
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $415,141
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $89,711
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $87,444
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $51,921
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $30,525
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $140,129
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $10,865
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $180,953
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $62,533
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $7,952
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $99,984
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,224
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $276,293
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $16,692
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $68,697
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $524,476
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $58,815
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $238,155
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $786,580
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $145,610
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $148,182
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $194,527
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $214,380
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $375
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $198
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $490
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $58,659
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $495
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $170,717
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,205
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $8,927
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $598
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,461
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,332
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $184
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $304
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $20,492
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,001
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,308
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,141
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $94,088
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $291,295
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,296,258
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,425,912 $1,424,526
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,590,430
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $3,837
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $778,395
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $599,702
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $115,604
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,336,977
Fifth Third Bancorp, Floating Rate Note (Perpetual) 17,380 $481,947
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 1,405 $1,412
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $221,601
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,197,703
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2,100,000 $2,102,473
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $1,193,739
First Tennessee Bank NA, 2.95%, 12/1/19 5,425,000 $5,512,861
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 553,598 $514,155
Ford Motor Credit Co LLC, 3.219%, 1/9/22 6,425,000 $6,618,922
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $703,365
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $100,566
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $3,445,843
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,729,264
Freeport-McMoRan, Inc., 4.55%, 11/14/24 1,650,000 $1,579,689
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $961,965
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $674,647
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $1,000,262
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,627,630
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 5,000,000 $5,295,348
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,803,244
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,355,566
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $670,658
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 2,010,000 $2,104,120
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $916,736
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $3,046,595
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/47 (144A) 2,401,000 $2,426,320
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,524,720
Gahr 3.38216% 15dec19 15-Nrf_Cfx 4,630,000 $4,619,780
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,247,493
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 203,267 $201,615
Garda World Security Corp., Term B Loan, 11/1/20 794,589 $788,133
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,564,821
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,295,616
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 1,215,000 $1,219,046
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 5,786,084 $2,505,178
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 5,102,315 $2,033,798
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,660,091
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,614,203
General Electric Capital Corp., Floating Rate Note (Perpetual) 4,400,000 $5,244,571
General Motors Financial Co, Inc., 4.0%, 1/15/25 6,525,000 $6,719,863
Gilead Sciences, Inc., 4.5%, 2/1/45 7,550,000 $8,391,762
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,214,551
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 821,788 $817,679
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $879,523
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 27,275,000 $2,313,546
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,064,761
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,081,847
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,800,000 $2,805,367
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,300,000 $3,952,103
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,642,260
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $57,252
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $826,388
Government National Mortgage Association, Floating Rate Note, 2/16/53 12,000,000 $796,714
Government National Mortgage Association, Floating Rate Note, 3/16/53 8,300,000 $515,014
Government National Mortgage Association, Floating Rate Note, 8/16/52 14,000,000 $693,130
Government National Mortgage Association, Floating Rate Note, 9/16/52 13,000,000 $865,550
Government National Mortgage Association I, 3.5%, 7/15/42 19,357,527 $14,163,344
Government National Mortgage Association I, 4.0%, 1/15/41 281,135 $168,885
Government National Mortgage Association I, 4.0%, 1/15/41 77,209 $45,151
Government National Mortgage Association I, 4.0%, 10/15/40 27,335 $14,200
Government National Mortgage Association I, 4.0%, 10/15/41 40,767 $8,988
Government National Mortgage Association I, 4.0%, 10/15/41 63,254 $14,066
Government National Mortgage Association I, 4.0%, 10/15/41 52,992 $11,102
Government National Mortgage Association I, 4.0%, 10/15/44 449,138 $451,512
Government National Mortgage Association I, 4.0%, 11/15/40 30,717 $13,384
Government National Mortgage Association I, 4.0%, 11/15/40 245,475 $84,382
Government National Mortgage Association I, 4.0%, 11/15/41 25,000 $8,374
Government National Mortgage Association I, 4.0%, 11/15/41 55,544 $7,684
Government National Mortgage Association I, 4.0%, 11/15/43 32,084 $34,130
Government National Mortgage Association I, 4.0%, 11/15/44 1,537,490 $1,645,834
Government National Mortgage Association I, 4.0%, 12/15/41 28,465 $13,368
Government National Mortgage Association I, 4.0%, 2/15/41 25,888 $19,216
Government National Mortgage Association I, 4.0%, 2/15/42 854,888 $559,301
Government National Mortgage Association I, 4.0%, 2/15/42 128,311 $83,155
Government National Mortgage Association I, 4.0%, 3/15/44 454,143 $396,078
Government National Mortgage Association I, 4.0%, 3/15/44 1,083,496 $1,011,402
Government National Mortgage Association I, 4.0%, 3/15/44 33,576 $32,388
Government National Mortgage Association I, 4.0%, 3/15/44 12,909,682 $11,602,043
Government National Mortgage Association I, 4.0%, 4/15/44 75,647 $78,019
Government National Mortgage Association I, 4.0%, 4/15/44 58,312 $26,235
Government National Mortgage Association I, 4.0%, 5/15/39 31,547 $14,579
Government National Mortgage Association I, 4.0%, 6/15/39 28,840 $11,064
Government National Mortgage Association I, 4.0%, 6/15/41 167,972 $126,149
Government National Mortgage Association I, 4.0%, 8/15/40 38,807 $18,025
Government National Mortgage Association I, 4.0%, 8/15/43 4,891,389 $3,823,285
Government National Mortgage Association I, 4.0%, 8/15/44 1,041,626 $1,045,244
Government National Mortgage Association I, 4.0%, 9/15/40 25,000 $13,714
Government National Mortgage Association I, 4.0%, 9/15/41 2,091,451 $1,041,790
Government National Mortgage Association I, 4.0%, 9/15/41 25,471 $11,741
Government National Mortgage Association I, 4.0%, 9/15/44 216,972 $215,058
Government National Mortgage Association I, 4.0%, 9/15/44 7,500,000 $7,753,159
Government National Mortgage Association I, 4.0%, 9/15/44 978,436 $1,046,911
Government National Mortgage Association I, 4.0%, 9/15/44 1,076,561 $1,046,905
Government National Mortgage Association I, 4.0%, 9/15/44 812,515 $782,614
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $730,327
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $283,353
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $527,067
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $226,427
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $1,949,121
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $53,952
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $155,417
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,024
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $24,727
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $313,778
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $230,777
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,554,386
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,294,545
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $2,029,366
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $125,828
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $784,599
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,522,862
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $328,986
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $53,702
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $530,502
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $142,864
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $166,715
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $643,844
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $1,647
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $154,773
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $166,651
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $163,973
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $233,399
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $166,622
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $43,976
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $121,649
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $152,947
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $305,842
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $56,113
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $337,677
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $739,669
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $36,278
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $167,650
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $138,054
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $59,726
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,740
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $77,076
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,202
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $19,265
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $181,213
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $132,508
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $117,029
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $620,029
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $808,373
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $203,520
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $201,471
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $55,933
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $32,952
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $33,475
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $188,533
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $246,285
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $7,726
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $31,382
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $189,065
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,846
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $57,947
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $76,871
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $373,096
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $177,100
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $56,714
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $200,858
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $195,095
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $157,963
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $56,670
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $34,749
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $29,596
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,095
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $189,214
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $426,954
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $271,085
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $152,936
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $557,940
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $197,180
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $25,322
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $54,038
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $86,416
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $28,780
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $38,048
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $44,096
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $222,850
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $5,944
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $16,544
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $12,185
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $468,963
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $115,251
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $332,327
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $113,672
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $88,446
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,826
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $124,835
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $249,826
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,090,799
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,069
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $125,256
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $5,996
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $613,916
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $18,197
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $898
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $151,365
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $54,010
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,478
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $127,663
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,914
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $6,364
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $92,351
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $580,720
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $11,938
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,342
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $41,168
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $57,672
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $98,329
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $12,522
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $22,946
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,494
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $26,687
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $117,222
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,673
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $85,268
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $5,842
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $109,772
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $28,351
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $32,579
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,443
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,654
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $20,795
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $199,751
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,884
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $215,167
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,042
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $105,792
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $61,629
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $84,833
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,680
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $34,400
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,879
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,698
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $27,113
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $80,578
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,247
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,117
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,668
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,799
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,407
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $115,206
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,141
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $48,621
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $5,802
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,300
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $214,861
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,549
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $6,981
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $69,684
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,038
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $15,961
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,265
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,496
Government National Mortgage Association II, 4.0%, 10/20/44 4,890,000 $5,087,272
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $445,099
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $180,748
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $83,851
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $2,791,871
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $455,246
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $339,823
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $310,564
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,517
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,506
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $47,334
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $118,265
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $112,430
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,383
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,921,265
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,400,000 $1,410,723
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 387,075 $386,921
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,368,025
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $351,160
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $415,582
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,031,468
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $932,829
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,318,481
Gsms 2.933% 06jun31 12-Shop-A 2,800,000 $2,888,323
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,132,183
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,774,705
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $975,237
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,364,029
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $726,441
GTP Acquisition Partners I LLC, 4.347%, 6/15/41 (144A) 3,355,000 $3,417,822
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $802,048
Halliburton Co., 7.6%, 8/15/96 (144A) 2,250,000 $3,396,558
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 738,551 $739,218
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,771,193 $1,773,038
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $76,230
Hercules Capital Funding Trust 2014-1, 3.524%, 4/16/21 (144A) 2,920,000 $2,923,430
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,141,086
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,621,344
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $227,277
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $3,011,598
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $550,239
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 406,866 $408,137
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $385,472
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 2,340,000 $2,280,681
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,001,016
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $1,165,048
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,741,470
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,692,141
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,230,272
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,177,101
Huntsman International LLC, Extended Term B Loan, 4/19/17 254,694 $254,612
Hyatt Hotel Portfolio Trust 2015-HYT, Floating Rate Note, 11/15/29 (144A) 2,100,000 $2,104,555
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,240,939
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $668,566
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,981,547
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 1,150,000 $1,165,052
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 1,801,000 $1,547,114
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 395,000 $353,865
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $2,948,253
Immucor, Inc., Term B-2 Loan, 8/19/18 2,133,970 $2,133,970
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $485,368
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 44,417,000 $2,789,584
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $1,793,719
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $295,358
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $996,020
IMS Health, Inc., Term B Dollar Loan, 3/17/21 453,811 $451,636
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,083,802
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 2,550,000 $2,714,741
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 746,794 $750,062
International Paper Co., 3.65%, 6/15/24 6,975,000 $7,171,147
International Paper Co., 6.0%, 11/15/41 2,400,000 $2,874,597
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,520,695
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,658,439
Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/17/31 (144A) 1,700,000 $1,687,495
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $504,844
Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25 15,300,000 $3,011,094
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $770,601
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $175,791
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,206,357
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $779,466
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $728,298
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,389,344
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,155,118
Johnson & Johnson, 4.375%, 12/5/33 3,150,000 $3,667,548
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,995,039
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,815,000 $5,223,035
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,518,195
JP Morgan Chase Commercial Mortgage Securities Corp., 2.84%, 12/17/47 3,910,234 $3,980,708
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3, Floating Rate Note, 8/15/42 2,800,000 $2,848,464
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 4,800,000 $4,963,564
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $411,010
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,683,568
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,490,864
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 1,200,000 $1,269,374
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,603,524
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4 REMICS, Floating Rate Note, 12/16/30 ( 2,200,000 $2,203,876
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,258,046
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,322,734
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $815,443
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $703,601
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,768,590
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $208,651
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,031,317
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $936,079
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,820,407
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,989,000 $6,670,296
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 7,672,000 $5,160,139
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,668,952
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $957,434
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $9,351,558
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 6,000,000 $5,870,905
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 2,235,000 $2,005,985
Kane Flt% 12jun15 1,600,000 $1,548,960
Kane Ilw Zero% 02feb16 1,000,000 $927,400
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 3,654,000 $3,663,135
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,009,200 $1,011,420
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,956,533 $1,959,468
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,018,867 $2,021,087
Kane Zero% 15jan16 1,012,000 $1,014,935
Kane Zero% 19feb16 2,400,000 $2,472,720
Kane Zero% 22jan16 1,300,000 $1,311,960
Kane Zero% 22jan16 800,000 $810,560
Kane Zero% 29apr16 3,700,000 $3,789,170
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 1,700,000 $1,704,994
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $354,988
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 3,700,000 $3,793,435
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,973,846
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,585,022
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 1,998,741 $1,999,052
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $1,947,053
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,696,616
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,361,750
Labmh 3.01% 15apr40 01-B-A1 22,820,000 $310,496
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $504,579
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,230,668
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $188,298
LB-UBS Commercial Mortgage Trust 2005-C2 REMICS, Floating Rate Note, 4/15/30 2,255,000 $727,423
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,057,726
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,210,453
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,494,353
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,515,035
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $5,053,267
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $330,013
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 14,753,656 $2,018,377
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $454,428
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $250,581
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $7,025,997
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,141,746
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,407,188 $1,400,574
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,829,619
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $264,925
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 3,750,000 $3,837,750
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 2,450,000 $2,476,975
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,073,219
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,874,908
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $325,699
LSTAR Securities Investment Trust 2014-2, Floating Rate Note, 11/1/19 (144A) 5,000,000 $4,755,644
LSTAR Securities Investment Trust 2015-1, Floating Rate Note, 1/1/20 (144A) 4,970,000 $4,870,719
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 916,175 $921,099
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $1,008,188
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,117,838
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $685,781
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,020,251
Masco Corp., 5.95%, 3/15/22 825,000 $948,288
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,117,795
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $380,769
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $633,500
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,963,120
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,520,760
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $691,056
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,174,350
Medtronic, Inc., 4.625%, 3/15/45 (144A) 7,300,000 $8,349,534
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,835,164
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,002,378
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $250,727
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,128,975
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 46,068,000 $1,846,746
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,596,153
Methanex Corp., 4.25%, 12/1/24 2,625,000 $2,676,310
MetLife Capital Trust IV, 7.875%, 12/15/67 (144A) 6,325,000 $8,212,815
MGM Resorts International, 6.0%, 3/15/23 3,550,000 $3,747,025
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $394,109
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $719,161
ML-CFC Commercial Mortgage Trust 2006-1, Floating Rate Note, 2/12/39 2,500,000 $2,354,816
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $812,831
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,587,589
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,799,621
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,828,758
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,323,892
Morgan Stanley, 4.875%, 11/1/22 300,000 $330,631
Morgan Stanley, Floating Rate Note (Perpetual) 110,230 $2,892,435
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $2,430,033
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,073,000
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $2,614,009
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,539,151
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $4,800,794
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $528,977
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,930,000 $764,826
Mufg 2.3% 05mar20 144a 11,675,000 $11,652,502
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $660,043
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 5,500,000 $5,574,939
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,250,000 $2,283,276
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,069,825
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 2,100,000 $2,165,963
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,591,401
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 1,167,075 $1,159,489
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,228,097
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 1,000,000 $953,425
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $307,885
Nationstar Mortgage LLC, 6.5%, 6/1/22 5,480,000 $5,292,082
Navios Maritime Partners LP, Term Loan, 6/27/18 688,258 $689,548
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $850,661
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,584,683
NCR Corp., 6.375%, 12/15/23 1,425,000 $1,525,359
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,056,471
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $908,579
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,471,969
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,198,995
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,133,798
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 5,200,000 $4,628,108
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 3,895,000 $3,574,396
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3,900,000 $3,845,364
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,824,920
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,697,505
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1,050,000 $1,051,829
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,000,000 $1,001,892
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,827,887
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,915,681
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 1,382,895 $1,377,709
North American Development Bank, 2.3%, 10/10/18 643,000 $659,484
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,151,789
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 40,000 $42,917
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 430,000 $422,640
Novelis, Inc., Initial Term Loan, 3/10/17 695,000 $695,362
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,213,625
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,322,470 $1,322,366
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 6,602,000 $6,314,450
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,379,569
NSG Holdings LLC, New Term Loan, 12/11/19 770,210 $765,396
Nuance Communications, Inc., Term C Loan, 8/7/19 370,741 $367,590
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,435,674
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,991,267
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 3,945,000 $4,221,988
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 478,750 $477,553
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,063,223
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 1,500,000 $1,504,865
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $601,727
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $941,987
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $573,124
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $389,621
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $269,660
Owens Corning, 4.2%, 12/1/24 5,150,000 $5,400,278
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 194,627 $189,275
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 1,600,000 $1,602,600
Pangaea Zero% 01jul18 2,000,000 $2,162,000
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,675,988
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,732,481
Pelican Re, Ltd., Floating Rate Note, 4/13/15 (Cat Bond) (144A) 1,500,000 $1,566,629
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 8,850,000 $8,841,117
Permanent University Fund, 5.0%, 7/1/30 800,000 $980,285
Perrigo Finance plc, 3.5%, 12/15/21 4,275,000 $4,458,719
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $1,000,386
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 4,250,000 $242,481
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,522,913
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 746,693 $745,876
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,709
Plains All American Pipeline LP, 4.9%, 2/15/45 5,300,000 $5,895,443
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,703,861
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,618,537
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $665,822
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,496,919
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $4,159,040
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,569,499
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,361,192
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,167,807
Progreso Receivables Funding I LLC, 3.625%, 1/30/25 (144A) 3,200,000 $3,209,022
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 2,700,000 $2,722,875
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 180,000 $180,368
Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/17/32 (144A) 2,700,000 $2,720,836
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,226,270
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,220,306
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,603,359
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,574,413
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,987,561
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,219,174
PVH Corp., Tranche B Term Loan, 2/13/20 436,759 $439,579
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,113,311
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $508,783
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,650,000 $1,731,418
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $256,438
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $255,114
QVC, Inc., 4.45%, 2/15/25 6,325,000 $6,399,002
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $365,325
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $929,560
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $917,705
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $418,404
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $1,889,436
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,057,770
Ramp Flt% 25nov35 05-Rz4-A3 2,500,000 $1,908,147
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $645,823
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,801,026
Remy International, Inc., Term B Loan 2013, 3/5/20 1,723,791 $1,725,946
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $216,373
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $375,218
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,316,259
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $750,180
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,166,513
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,000,000 $1,039,372
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,650,000 $1,727,875
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,898,140
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $301,284
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $863,333
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $269,842
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 12,352,000 $3,109,303
Resolute Forest Products, Inc., 5.875%, 5/15/23 3,930,000 $3,858,509
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,000,000 $1,000,938
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $894,180
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,003,994
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $5,980,855
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,656,910 $1,664,573
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,687,688
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 800,000 $794,427
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,256,681
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,200,767
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,069,913
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $863,926
SBA Tower Trust, 3.869%, 10/15/49 (144A) 6,975,000 $7,172,757
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $952,292
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,701,200
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 4,350,000 $4,349,730
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,595,775
Seagate HDD Cayman, 4.75%, 6/1/23 3,450,000 $3,714,012
Seagate HDD Cayman, 5.75%, 12/1/34 (144A) 4,350,000 $4,827,704
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,654,375
Semt 3% 25jan45 15-1_A2 7,710,000 $7,715,748
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,327,275
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,172,063 $1,179,095
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $57,597
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 53,080,000 $2,791,511
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 37,500,000 $1,659,096
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 15,500,000 $1,059,603
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $861,779
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,218,133
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 8,060,000 $5,562,072
Sequoia Mortgage Trust 2013-10, Floating Rate Note, 8/25/43 (144A) 7,372,000 $7,040,416
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 9,500,000 $7,962,224
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,450,000 $2,180,232
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 14,077,000 $12,201,511
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,640,217
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $773,747
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $808,978
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $1,999,193
Ship Midco, Ltd., Facility B2A-II, 11/29/19 795,333 $797,653
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,191,828
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $227,415
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2,900,000 $2,883,349
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $34,425
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 1,000,000 $1,033,300
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,232,699
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,036,915
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 2,110,000 $2,241,896
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $894,044
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $99,170
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,298,619
Southern California Edison Co., 1.845%, 2/1/22 6,200,000 $6,219,422
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,474,313
Southwest Airlines Co., 2.75%, 11/6/19 2,350,000 $2,406,068
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,804,105
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,705,459
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 632,125 $631,651
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 3,300,000 $3,577,503
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $307,553
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 700,000 $719,206
SpringCastle America Funding LLC, 2.7%, 5/25/23 2,600,000 $2,228,643
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,686,094
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 1,200,000 $1,199,327
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,366,822
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 750,000 $757,623
Sprint Corp., 7.125%, 6/15/24 1,500,000 $1,514,172
Sprint Corp., 7.25%, 9/15/21 1,500,000 $1,578,302
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 597,773 $598,520
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,483,968
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,820,803
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,952,475
State of Texas, 4.0%, 10/1/44 3,000,000 $3,184,643
State of Washington, 3.0%, 7/1/28 560,000 $569,397
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,450,934
Steel Dynamics, Inc., 5.125%, 10/1/21 (144A) 1,385,000 $1,452,947
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $299,091
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,191,665
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 3,080,000 $685,800
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 6,054,578 $586,590
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,195,758
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $4,068,166
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,042,958
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $138,041
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $731,785
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,046,249
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $427,202
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $650,456
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $260,606
Sumitomo Mitsui Banking Corp., 1.75%, 1/16/18 1,800,000 $1,807,291
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $955,033
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 5,825,000 $6,198,261
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,543,569
Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A) 2,250,000 $2,175,183
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,071,866
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $573,762
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 333,333 $328,056
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 666,667 $656,111
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $317,297
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 644,532 $652,051
TD Ameritrade Holding Corp., 3.625%, 4/1/25 6,025,000 $6,343,448
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,519,050
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,079,124
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $750,397
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.4849%, 9/25/36 (Step) 14,000,000 $2,787,063
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,293,856
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,177,889
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,345,152
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,198,587
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,918,411
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,292,873
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,047,237
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,188,750
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,933,765
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 6,875,000 $9,082,690
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 3,491,667 $3,510,218
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 0 $25,813
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,501,762
The Kroger Co., 2.95%, 11/1/21 7,472,000 $7,641,602
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,294,149
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,320,000 $1,467,675
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,765,395
The University of Texas System, 5.0%, 8/15/43 525,000 $603,280
The Valspar Corp., 3.3%, 2/1/25 3,025,000 $3,036,101
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,816,652
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $824,242
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 48,366,000 $3,823,130
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,138,032
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 824,038 $824,725
TimberStar Trust I, 5.7467%, 10/15/36 (144A) 1,435,000 $1,518,188
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,738,365
Time Warner, Inc., 4.7%, 1/15/21 8,300,000 $9,324,717
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,103,126
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,149,709
Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A) 800,000 $811,150
TransCanada PipeLines, Ltd., 1.875%, 1/12/18 4,425,000 $4,467,838
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 1,500,000 $1,497,188
Tronox Pigments BV, New Term Loan, 3/19/20 768,766 $769,343
TTX Co., 3.6%, 1/15/25 (144A) 6,650,000 $6,886,036
Tufts University, 5.017%, 4/15/12 3,550,000 $4,059,049
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,391,927
U.S. Treasury Bonds, 3.0%, 11/15/44 3,000,000 $3,274,541
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $2,210,682
U.S. Treasury Bonds, 4.375%, 11/15/39 6,865,000 $9,267,447
U.S. Treasury Bonds, 4.375%, 5/15/40 4,500,000 $6,089,917
U.S. Treasury Bonds, 4.375%, 5/15/41 9,400,000 $12,834,252
U.S. Treasury Bonds, 4.5%, 2/15/36 30,000,000 $40,482,841
U.S. Treasury Floating Rate Note, 0.090001011%, 7/31/16 11,325,000 $11,325,149
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 64,625,000 $63,980,868
UBS AG, 7.625%, 8/17/22 4,400,000 $5,362,253
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,528,529
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 11,325,000 $11,325,312
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 11,325,000 $11,326,964
University of California, 3.38%, 5/15/28 2,600,000 $2,719,185
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,265,775 $2,263,119
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,545,595
US Bancorp, Floating Rate Note (Perpetual) 162,487 $4,424,521
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,208,894 $6,166,208
Usrof 3.7213% 29jan35 15-1a 4,000,000 $4,006,728
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $532,663
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,573,312
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,740,934
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $722,183
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 3,000,000 $2,724,249
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 1,938,000 $2,030,661
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,967,775
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,599,106
Vers 2015-A Zero% 31dec17 2,500,000 $2,519,500
Viasystems, Inc., 7.875%, 5/1/19 (144A) 2,500,000 $2,701,484
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 2,200,000 $2,378,386
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 2,210,000 $2,378,213
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,528,456
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $511,227
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $502,460
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,831,327
VOLT XXIII LLC, 3.625%, 11/25/53 (Step) 1,050,000 $604,465
VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A) 1,850,000 $1,848,879
VOLT XXX LLC, 3.625%, 10/25/57 (Step) 2,150,000 $2,150,269
Walgreens Boots Alliance, Inc., 3.8%, 11/18/24 7,475,000 $7,860,423
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,165,192
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,238,744 $3,074,703
Was 5% 01jul30 Washington St For Issues Dtd P 1,600,000 $1,918,203
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 1,620,000 $1,716,026
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 1,565,000 $1,656,499
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 159,576 $157,780
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 675,000 $602,876
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,312,619
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,801,901
Wells Fargo & Co., Floating Rate Note (Perpetual) 3,400,000 $3,597,920
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,225,951
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,029,383
Wells Fargo Commercial Mortgage Trust 2010-C1, 3.349%, 11/18/43 (144A) 3,900,000 $2,854,607
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $2,024,771
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,794,381
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $215,446
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $191,959
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $590,590
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $992,128
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $1,012,734
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $2,983,443
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $195,883
Westr 2.75% 20may27 15-1a-A 3,000,000 $2,999,521
Wfcm 3.477% 17aug50 14-Lc16-Asb 4,500,000 $4,747,040
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $389,579
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,323,000 $1,446,204
WideOpenWest Finance LLC, Term B Loan, 4/1/19 160,291 $160,652
Williams Partners LP, 4.3%, 3/4/24 5,155,000 $5,424,131
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,546,423
Wm 3.125% 01mar25 1,700,000 $1,707,185
Wmb 5.75% 24jun44 825,000 $795,014
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,417,911
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,809,976
WR Grace & Co-Conn, 5.125%, 10/1/21 (144A) 1,130,000 $1,195,611
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,945 $240,295
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 666,807 $667,779

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