Pioneer Bond Fund

Top 10 Portfolio Holdings as of 5/29/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 3,600,000 $3,804,120
17079z Zero% 31mar18 1,300,000 $1,314,690
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $392,342
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,194,372
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $191,459
Acgl Zero% 01jul16 1,000,000 $1,018,300
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $724,919
Activision Blizzard, Inc., Term Loan, 7/26/20 1,146,608 $1,153,147
Adobe Systems, Inc., 3.25%, 2/1/25 8,100,000 $8,228,713
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,689,082
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,062,249 $1,027,946
Aflac, Inc., 3.625%, 11/15/24 7,000,000 $7,204,347
Africa Finance Corp., 4.375%, 4/29/20 (144A) 4,550,000 $4,641,079
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 10,000,000 $8,998,499
Agate Bay Mortgage Trust 2015-2, Floating Rate Note, 3/25/45 (144A) 6,830,000 $6,717,658
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $996,184
Agrium, Inc., 4.125%, 3/15/35 2,800,000 $2,671,638
Agrium, Inc., 5.25%, 1/15/45 7,600,000 $8,226,635
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $4,847,569
Air Canada 2015-1 Class A Pass Through Trust, 3.6%, 9/15/28 (144A) 4,025,000 $4,081,350
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,033,625
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 1,000,000 $1,000,100
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,710
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,129,318
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,867,123
Alkermes, Inc., 2019 Term Loan, 9/25/19 748,082 $749,484
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,134,303 $1,141,534
Ally Financial, Inc., 3.6%, 5/21/18 1,500,000 $1,509,150
Ally Financial, Inc., 4.625%, 3/30/25 800,000 $790,167
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,206,760
Ally Financial, Inc., 7.0% (Perpetual) (144A) 1,250 $1,268,750
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $684,734
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $412,194
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,606,674
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $335,316
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $156,362
Alternative Loan Trust 2004-J5, Floating Rate Note, 8/25/34 9,407,000 $8,677,539
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,531,686
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,838,051
Altrl Zero% 30jun16 937,930 $544,375
Altrl Zero% 30jun17 1,400,000 $1,434,580
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,200,000 $2,188,705
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 2,800,000 $2,960,613
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 700,000 $750,696
American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A) 900,000 $915,348
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $6,024,198
American International Group, Inc., 3.875%, 1/15/35 5,985,000 $5,747,295
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $801,777
Amherst College, 3.794%, 11/1/42 525,000 $514,608
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,756,105
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,707,275
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,435,625
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,988,941
Arbor Realty Collateralized Loan Obligation 2015-FL1, Ltd., Floating Rate Note, 3/15/25 (144A) 4,200,000 $4,203,380
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 499,694 $501,984
Arlington Flt% 01aug15 700,000 $796,950
Ascentium Equipment Receivables 2015-1 LLC, 3.24%, 1/10/22 (144A) 2,200,000 $2,214,984
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $572,186
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,285,500
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $4,026,283
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,479,483
AT&T, Inc., 4.75%, 5/15/46 2,250,000 $2,150,306
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $510,491
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $254,580
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,439,965
AutoZone, Inc., 2.5%, 4/15/21 2,575,000 $2,565,320
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 325,446 $326,500
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 608,475 $612,658
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,725,000 $4,353,620
AXA SA, 8.6%, 12/15/30 2,335,000 $3,331,850
Axis Equipment Finance Receivables III LLC, 3.41%, 4/20/20 (144A) 700,000 $699,330
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 500,000 $513,994
B2R Mortgage Trust 2015-1, 2.524%, 5/15/48 (144A) 1,100,000 $1,099,967
Ball Corp., 4.0%, 11/15/23 2,275,000 $2,196,323
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/17/31 (144A) 2,580,000 $2,590,165
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/17/29 1,600,000 $1,607,447
BAMLL Commercial Mortgage Securities Trust 2015-ASHF, Floating Rate Note, 1/18/28 (144A) 4,200,000 $4,200,493
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $641,760
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,276,063
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,614,480
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $648,144
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 27,225,000 $1,698,134
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $54,604
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 27,814,878 $1,116,408
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $865,863
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $73,129
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $967,239
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,180,892
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,139,445
Bank of America Corp., Floating Rate Note, 10/23/49 6,975,000 $7,422,659
Bank of America Corp., Floating Rate Note, 9/29/49 2,200,000 $2,273,715
Bank of America Corp., Floating Rate Note (Perpetual) 3,950,000 $4,043,297
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,940,631
Barclays Plc, 3.65%, 3/16/25 5,250,000 $5,193,614
Baylor University, 4.313%, 3/1/42 1,025,000 $1,070,308
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.491129%, 9/25/37 (Step) (144A) 13,200,000 $218,935
Bayview Commercial Asset Trust 2008-1, Floating Rate Note, 1/25/38 (144A) 12,910,000 $1,684,931
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $324,671
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,529,769
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,141,983
BB&T Corp., 5.625% (Perpetual) 85,000 $2,075,700
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,503,863
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,280,218
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $5,180
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 20,675,000 $2,217,892
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,590,938
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,550,417
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $945,286
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $770,541
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,094,675
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,467,165
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $909,387
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,004,229
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, Floating Rate Note, 4/12/38 2,600,000 $2,321,463
Becton Dickinson and Co., 3.734%, 12/15/24 10,525,000 $10,922,773
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,062,347
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,648,734
BioMed Realty LP, 4.25%, 7/15/22 900,000 $948,449
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4,950,000 $5,509,331
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,821,977
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 1,975,000 $2,427,317
BLCP Hotel Trust, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,211,965
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 2,800,000 $2,796,599
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 3,200,000 $3,473,511
Boardwalk Pipelines LP, 4.95%, 12/15/24 5,550,000 $5,730,919
Bowdoin College, 4.693%, 7/1/12 1,000,000 $895,836
BP Capital Markets Plc, 3.062%, 3/17/22 4,175,000 $4,243,320
Brixmor Operating Partnership LP, 3.85%, 2/1/25 4,225,000 $4,255,542
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,838,103
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,103,060
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,476,957
Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 13,825,000 $13,334,468
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 198,500 $200,014
BXG Receivables Note Trust 2015-A, 2.88%, 5/2/30 (144A) 3,000,000 $2,838,871
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,244,688
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,350,000 $1,381,883
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,581,665
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $282,183
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,525,854
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,739,988
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,208,032
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 339,150 $341,694
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3,000,000 $3,023,805
Capital Auto Receivables Asset Trust 2013-1, 1.74%, 10/22/18 2,900,000 $2,912,938
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,861,230
Capital One Financial Corp., 3.75%, 4/24/24 6,650,000 $6,781,391
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 3,000,000 $3,035,823
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2,460,000 $2,466,765
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,596,888
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $67,639
Catalent 1st Lien Tl-B L + 3.5% 08may21 1,641,254 $1,650,373
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,461,267
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,138,142
CBS Corp., 4.6%, 1/15/45 2,250,000 $2,113,316
CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A) 3,990,000 $4,002,781
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,688,187
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 105,893 $106,356
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 314,222 $315,597
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 1,043,696 $1,048,263
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,136,321
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,694,813 $1,686,035
Chemtura Corp., New Term Loan, 8/29/16 154,286 $154,607
Chesapeake Funding LLC, Floating Rate Note, 2/7/27 (144A) 1,600,000 $1,601,820
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $399,327
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $479,700
CHS, Incremental 2018 Term F Loans, 12/31/18 594,144 $596,790
CHS, Incremental 2019 Term G Loan, 12/31/19 1,119,878 $1,121,677
CHS, Incremental 2021 Term H Loan, 1/27/21 2,060,545 $2,069,191
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,925,675 $1,930,689
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 338,608 $339,031
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,683,902
CIT Equipment Collateral 2014-VT1, 2.65%, 2/20/20 (144A) 1,400,000 $1,412,826
Citigroup, Inc., Floating Rate Note (Perpetual) 2,925,000 $2,980,352
Citigroup, Inc., Floating Rate Note (Perpetual) 2,295,000 $2,343,386
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,516,000
Citigroup, Inc., Floating Rate Note (Perpetual) 2,850,000 $2,895,481
Citigroup Capital XIII, Floating Rate Note, 10/30/40 87,990 $2,286,860
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 4,860,000 $1,143,655
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 1,100,000 $1,012,252
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 17,660,000 $2,970,524
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $565,697
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $698,831
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $245,044
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $538,989
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 1,000,000 $1,003,966
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,943,376
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,275,202
Cme: (Cdx.Na.Ig.23.V1) Usd 20dec19 Z91mv4jb8 25,000,000 $449,374
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $635,677
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $389,768
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,568,589
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,392,229
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,940,876
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,464,737
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,805,069
Colony Multifamily Mortgage Trust 2014-1, 2.5432%, 4/22/50 (144A) 4,000,000 $3,371,683
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $885,822
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $480,998
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $926,846
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,342,868
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 12/8/50 (144A) 4,200,000 $4,641,562
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,944,441
COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/17/31 (144A) 3,800,000 $3,791,682
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 4,150,000 $4,145,674
COMM 2015-CCRE23 Mortgage Trust, 3.807%, 5/12/48 (144A) 1,750,000 $1,787,538
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,379,711
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2,875,000 $2,934,643
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $1,374,791
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,098,933
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 326,514 $326,174
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 489,771 $489,924
Compass Re II, Ltd., Floating Rate Note, 12/8/15 (Cat Bond) (144A) 1,100,000 $1,045,000
ConocoPhillips Co., 3.35%, 11/15/24 5,350,000 $5,424,573
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 5,475,000 $5,755,204
Constellation Brands, Inc., 3.75%, 5/1/21 630,000 $635,841
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 2,500,000 $2,128,892
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,699,493
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.95%, 11/9/22 6,425,000 $6,592,886
Corporate Office Properties LP, 3.6%, 5/15/23 1,085,000 $1,041,097
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $2,007,450
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 5,075,000 $5,150,262
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36 1,000,000 $986,488
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,486,346
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $188,510
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,031,333
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $520,852
Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 3/15/28 (144A) 2,700,000 $2,702,782
Credit Suisse New York NY, 1.75%, 1/29/18 7,000,000 $7,037,618
CRH America, Inc., 3.875%, 5/18/25 (144A) 10,600,000 $10,745,216
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $584,434
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 1,496,212 $1,495,708
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,302,093
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,869,504
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,741,228 $1,747,758
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 8,805,000 $6,801,432
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $3,256,412
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,429,576
CSMC Trust 2014-WIN1, Floating Rate Note, 9/25/44 (144A) 11,130,000 $6,939,600
CSMC Trust 2015-2, 3.0%, 2/25/45 10,218,000 $10,204,821
CubeSmart LP, 4.8%, 7/15/22 730,000 $810,118
Cummins, Inc., 5.65%, 3/1/98 3,727,000 $4,163,465
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,179,903
CVS Health Corp., 2.25%, 8/12/19 650,000 $658,989
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $722,051
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,603,564
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $625,795
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,204,479 $1,210,128
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,242,450 $1,244,780
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 251,775 $252,877
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 5,000,000 $5,046,246
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,183,055
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,439,755
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,264,527
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $2,018,335
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,544,738
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,894,083
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,737,580
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,259,290
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,859,426
Delta Air Lines, Inc., Term Loan, 4/20/17 1,645,725 $1,647,470
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 2,600,000 $2,645,641
DigitalGlobe, Inc., Term Loan, 1/31/20 2,576,474 $2,584,516
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,421,908
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,900,000 $5,039,866
Discovery Communications LLC, 3.45%, 3/15/25 1,850,000 $1,798,071
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 750,000 $758,198
Dominion Resources, Inc. Virginia, 3.625%, 12/1/24 8,700,000 $8,987,617
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 4,051,000 $4,096,923
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 1,250,000 $1,153,573
Duke Energy Progress, Inc., 4.15%, 12/1/44 8,700,000 $9,058,499
Duke Realty LP, 3.625%, 4/15/23 2,175,000 $2,212,123
Duke Realty LP, 3.75%, 12/1/24 5,300,000 $5,497,256
DuPont Fabros Technology LP, 5.875%, 9/15/21 1,250,000 $1,315,299
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $422,760
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 1,021,186 $1,027,781
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $261,263
East Lane Re VI, Ltd., Floating Rate Note, 3/13/20 (Cat Bond) (144A) 700,000 $688,940
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,005,432
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $819,682
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 2,500,000 $2,537,500
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $4,857,029
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,272,004
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 2,650,000 $2,663,929
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 2,825,000 $2,851,632
Endo Finance LLC, 6.0%, 2/1/25 (144A) 520,000 $537,160
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 2,018,082 $2,022,708
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,761,266
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,798,017
Energy Transfer Partners LP, 4.05%, 3/15/25 500,000 $492,052
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,041,186
Engility Holdings Inc 1st Lien Tl-B L + 5.5% 12may20 642,913 $650,681
EnLink Midstream Partners LP, 4.4%, 4/1/24 7,040,000 $7,271,983
Ensco Plc, 4.5%, 10/1/24 4,725,000 $4,716,377
Entegris, Inc., 6.0%, 4/1/22 (144A) 2,500,000 $2,637,083
Enterprise Products Operating LLC, 3.7%, 2/15/26 3,825,000 $3,853,450
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,555,343
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $1,968,844
Equinix, Inc., 5.75%, 1/1/25 1,875,000 $1,988,151
ERAC USA Finance LLC, 4.5%, 2/15/45 (144A) 4,600,000 $4,493,041
Essex Portfolio LP, 3.5%, 4/1/25 9,125,000 $9,120,485
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 4,393,000 $4,097,645
Expedia, Inc., 4.5%, 8/15/24 5,900,000 $6,114,123
Expedia, Inc., 5.95%, 8/15/20 800,000 $912,379
Export-Import Bank of Korea, 2.25%, 1/21/20 7,475,000 $7,548,535
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,098,599
Fannie Mae, 3.0%, 12/1/42 2,352,529 $1,942,376
Fannie Mae, 3.0%, 6/16/15 3,900,000 $4,079,614
Fannie Mae, 3.0%, 7/1/43 1,019,821 $922,072
Fannie Mae, 3.0%, 8/1/42 24,375,000 $21,909,817
Fannie Mae, 3.0%, 9/1/28 7,125,717 $6,236,017
Fannie Mae, 3.0%, 9/1/42 7,819,203 $6,908,337
Fannie Mae, 3.0%, 9/1/43 6,720,470 $6,274,505
Fannie Mae, 3.5%, 11/1/42 380,000 $331,500
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,080,329
Fannie Mae, 3.5%, 12/1/42 1,015,373 $798,528
Fannie Mae, 3.5%, 12/1/42 1,000,000 $880,567
Fannie Mae, 3.5%, 2/1/29 4,606,320 $3,948,758
Fannie Mae, 3.5%, 2/1/44 18,215,601 $16,155,591
Fannie Mae, 3.5%, 4/1/45 10,310,000 $10,770,787
Fannie Mae, 3.5%, 6/1/28 5,531,277 $4,631,452
Fannie Mae, 3.5%, 6/11/15 13,008,000 $13,609,053
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,398,930
Fannie Mae, 3.5%, 9/1/44 5,275,000 $5,124,921
Fannie Mae, 4.0%, 1/1/42 2,000,000 $793,560
Fannie Mae, 4.0%, 1/1/42 1,821,298 $763,243
Fannie Mae, 4.0%, 1/1/44 273,906 $237,562
Fannie Mae, 4.0%, 1/1/45 194,065 $200,660
Fannie Mae, 4.0%, 1/1/45 868,181 $918,189
Fannie Mae, 4.0%, 1/1/45 512,424 $536,037
Fannie Mae, 4.0%, 11/1/44 225,000 $229,898
Fannie Mae, 4.0%, 11/1/44 183,097 $183,329
Fannie Mae, 4.0%, 11/1/44 4,035,000 $4,017,673
Fannie Mae, 4.0%, 11/1/44 528,022 $530,914
Fannie Mae, 4.0%, 11/1/44 10,988,459 $10,891,292
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,253,815
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,529,758
Fannie Mae, 4.0%, 12/1/42 142,828 $45,688
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,326,898
Fannie Mae, 4.0%, 12/1/44 877,680 $934,720
Fannie Mae, 4.0%, 12/1/44 101,566 $94,057
Fannie Mae, 4.0%, 12/1/44 507,378 $540,446
Fannie Mae, 4.0%, 12/1/44 100,000 $102,870
Fannie Mae, 4.0%, 2/1/42 24,300,000 $11,695,934
Fannie Mae, 4.0%, 2/1/43 2,065,000 $1,444,749
Fannie Mae, 4.0%, 2/1/44 14,000,000 $11,985,253
Fannie Mae, 4.0%, 2/1/45 875,790 $882,152
Fannie Mae, 4.0%, 2/1/45 73,989 $79,052
Fannie Mae, 4.0%, 2/1/45 428,722 $435,222
Fannie Mae, 4.0%, 4/1/39 7,360,371 $1,906,681
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,276,676
Fannie Mae, 4.0%, 4/1/42 1,100,000 $688,421
Fannie Mae, 4.0%, 4/1/42 2,200,000 $967,371
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,356,381
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,197,009
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,060,913
Fannie Mae, 4.0%, 6/1/44 250,448 $210,419
Fannie Mae, 4.0%, 6/1/44 325,000 $276,482
Fannie Mae, 4.0%, 7/1/18 675,000 $29,936
Fannie Mae, 4.0%, 7/1/42 624,000 $404,449
Fannie Mae, 4.0%, 7/1/42 8,163,233 $6,171,418
Fannie Mae, 4.0%, 7/1/44 11,110,000 $10,255,945
Fannie Mae, 4.0%, 7/1/44 800,000 $694,583
Fannie Mae, 4.0%, 8/1/42 20,000,000 $14,933,660
Fannie Mae, 4.0%, 8/1/44 597,740 $547,704
Fannie Mae, 4.0%, 8/1/44 20,000,000 $19,668,275
Fannie Mae, 4.0%, 8/1/44 434,083 $441,397
Fannie Mae, 4.0%, 8/1/44 3,657,533 $2,740,385
Fannie Mae, 4.0%, 9/1/44 12,553,692 $12,749,654
Fannie Mae, 4.0%, 9/1/44 105,983 $104,182
Fannie Mae, 4.0%, 9/1/44 983,213 $920,252
Fannie Mae, 4.0%, 9/1/44 95,762 $90,150
Fannie Mae, 4.0%, 9/1/44 327,471 $322,223
Fannie Mae, 4.0%, 9/1/44 840,150 $759,237
Fannie Mae, 4.5%, 1/1/42 11,834,581 $8,372,970
Fannie Mae, 4.5%, 1/1/42 23,783,862 $10,995,146
Fannie Mae, 4.5%, 1/1/44 15,989,536 $13,271,040
Fannie Mae, 4.5%, 10/1/35 3,754,694 $315,884
Fannie Mae, 4.5%, 10/1/35 3,754,911 $331,989
Fannie Mae, 4.5%, 11/1/20 6,500,000 $446,177
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,073,778
Fannie Mae, 4.5%, 11/1/43 430,000 $424,049
Fannie Mae, 4.5%, 11/1/43 800,000 $798,498
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,306,946
Fannie Mae, 4.5%, 12/1/43 20,000,000 $16,617,355
Fannie Mae, 4.5%, 12/1/43 20,516,456 $14,651,607
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,263,544
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,193,075
Fannie Mae, 4.5%, 5/1/41 454,433 $170,604
Fannie Mae, 4.5%, 5/1/41 17,795,568 $4,528,691
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,279,299
Fannie Mae, 4.5%, 7/1/41 750,000 $400,154
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,674,277
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,423,193
Fannie Mae, 5.0%, 1/1/20 4,159,304 $278,074
Fannie Mae, 5.0%, 10/1/20 4,036,945 $448,216
Fannie Mae, 5.0%, 12/1/17 499,951 $12,003
Fannie Mae, 5.0%, 2/1/20 700,000 $58,705
Fannie Mae, 5.0%, 2/1/22 7,621,650 $382,880
Fannie Mae, 5.0%, 2/1/22 450,000 $20,815
Fannie Mae, 5.0%, 2/1/41 17,669,429 $6,694,000
Fannie Mae, 5.0%, 2/1/45 24,000,000 $24,809,777
Fannie Mae, 5.0%, 5/1/23 4,380,644 $545,037
Fannie Mae, 5.0%, 6/1/25 6,134,875 $6,141,943
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,293,212
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,242,960
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,004,878
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,936,934
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,648,999
Fannie Mae, 5.5%, 12/1/17 12,031,696 $165,980
Fannie Mae, 5.5%, 2/1/18 2,100,000 $86,881
Fannie Mae, 5.5%, 3/1/36 5,005,809 $511,190
Fannie Mae, 5.5%, 5/1/36 4,000,000 $270,680
Fannie Mae, 5.5%, 6/1/33 1,148,000 $48,537
Fannie Mae, 5.5%, 6/1/36 6,000,000 $371,748
Fannie Mae, 5.5%, 7/1/33 3,800,000 $160,233
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,116,659
Fannie Mae, 5.5%, 9/1/17 3,705,000 $57,137
Fannie Mae, 5.5%, 9/1/19 7,000,000 $278,617
Fannie Mae, 6.0%, 1/1/29 60,204 $1,105
Fannie Mae, 6.0%, 1/1/32 183,200 $5,615
Fannie Mae, 6.0%, 10/1/32 4,502,006 $91,279
Fannie Mae, 6.0%, 10/1/34 389,152 $25,251
Fannie Mae, 6.0%, 10/1/35 7,125,770 $199,688
Fannie Mae, 6.0%, 11/1/33 400,765 $44,781
Fannie Mae, 6.0%, 11/1/34 271,485 $19,661
Fannie Mae, 6.0%, 12/1/35 8,000,000 $704,689
Fannie Mae, 6.0%, 2/1/32 2,379,023 $36,529
Fannie Mae, 6.0%, 2/1/33 2,200,000 $20,626
Fannie Mae, 6.0%, 2/1/35 62,166 $7,111
Fannie Mae, 6.0%, 2/1/35 180,000 $17,363
Fannie Mae, 6.0%, 3/1/32 450,000 $10,169
Fannie Mae, 6.0%, 3/1/33 3,500,000 $128,459
Fannie Mae, 6.0%, 3/1/33 230,257 $17,613
Fannie Mae, 6.0%, 4/1/33 4,000,000 $145,209
Fannie Mae, 6.0%, 4/1/35 4,000,000 $327,618
Fannie Mae, 6.0%, 5/1/35 1,799,482 $79,138
Fannie Mae, 6.0%, 6/1/16 4,000,000 $7,882
Fannie Mae, 6.0%, 6/1/38 2,250,000 $408,959
Fannie Mae, 6.0%, 7/1/33 10,874,932 $234,779
Fannie Mae, 6.0%, 7/1/33 7,500,000 $536,964
Fannie Mae, 6.0%, 7/1/38 974,925 $81,029
Fannie Mae, 6.0%, 8/1/32 315,000 $6,696
Fannie Mae, 6.0%, 8/1/34 3,757,089 $233,550
Fannie Mae, 6.0%, 9/1/29 124,691 $1,667
Fannie Mae, 6.0%, 9/1/32 65,856 $860
Fannie Mae, 6.0%, 9/1/34 2,000,000 $87,022
Fannie Mae, 6.0%, 9/1/34 352,132 $17,551
Fannie Mae, 6.0%, 9/1/34 408,807 $44,394
Fannie Mae, 6.0%, 9/1/34 6,273,165 $156,173
Fannie Mae, 6.5%, 1/1/31 1,000,000 $3,832
Fannie Mae, 6.5%, 10/1/31 1,000,100 $13,299
Fannie Mae, 6.5%, 10/1/32 2,811,012 $87,413
Fannie Mae, 6.5%, 11/1/37 2,222,350 $240,247
Fannie Mae, 6.5%, 12/1/31 3,300,000 $158,975
Fannie Mae, 6.5%, 2/1/32 1,000,100 $5,800
Fannie Mae, 6.5%, 3/1/32 3,500,000 $92,989
Fannie Mae, 6.5%, 4/1/31 500,000 $3,429
Fannie Mae, 6.5%, 5/1/31 1,960,805 $10,242
Fannie Mae, 6.5%, 6/1/31 2,750,000 $88,569
Fannie Mae, 6.5%, 7/1/29 500,000 $10,531
Fannie Mae, 6.5%, 7/1/34 1,095,000 $35,451
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,803
Fannie Mae, 6.5%, 9/1/31 2,000,000 $8,988
Fannie Mae, 6.5%, 9/1/31 2,000,200 $11,184
Fannie Mae, 7.0%, 1/1/32 1,701,763 $29,717
Fannie Mae, 7.0%, 12/1/30 525,099 $9,992
Fannie Mae, 7.0%, 12/1/30 499,950 $841
Fannie Mae, 7.0%, 12/1/31 1,198,074 $28,346
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,005
Fannie Mae, 7.0%, 9/1/31 2,000,000 $10,664
Fannie Mae, 7.0%, 9/1/31 2,000,000 $20,298
Fannie Mae, 8.0%, 10/1/30 155,531 $719
Fannie Mae, 8.0%, 2/1/29 240,000 $2,706
Fannie Mae, 8.0%, 3/1/31 1,495,060 $10,168
Fannie Mae, 8.0%, 4/1/30 150,000 $677
Fannie Mae, 8.0%, 5/1/31 45,000 $395
Fannie Mae, 8.0%, 7/1/30 100,000 $567
FCA US LLC, Term Loan B, 5/24/17 3,768,188 $3,778,942
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $4,766,139
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,006,241
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 200,000 $205,610
Federal Home Loan Mortgage Corp., 3.5%, 12/1/44 10,570,000 $10,645,113
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $5,201,661
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,289,529
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 875,160 $884,646
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $3,496,533
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $16,591,019
Federal Home Loan Mortgage Corp., 4.0%, 11/1/42 255,000 $199,162
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 2,975,000 $2,988,320
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $670,142
Federal Home Loan Mortgage Corp., 4.0%, 4/1/45 2,507,831 $2,680,014
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 12,595,000 $10,395,273
Federal Home Loan Mortgage Corp., 4.0%, 7/1/42 255,000 $211,671
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,506,987
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $13,469,761
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,541,816
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,125,948
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $11,902,135
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 5,790,000 $5,442,844
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $403,800
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $5,627,270
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $427,267
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $226,205
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $3,417,739
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $8,535,412
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,119,787
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $555,045
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $24,371
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $31,685
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $468,590
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $583,286
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $189,207
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $41,078
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $60,094
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $243,086
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 2,145,000 $2,362,954
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $291,699
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $392,200
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $72,321
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $49,858
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $72,765
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $27,811
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $180,931
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $140,186
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $10,870
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $59,952
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $7,929
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $93,322
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,104
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $272,044
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $16,503
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $68,361
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $527,816
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $50,353
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $236,378
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $763,701
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $145,757
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $141,986
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $196,649
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $202,662
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 $476
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $51,688
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $490
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $57,643
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,207
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $598
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $8,749
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,437
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $183
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $8,112
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $299
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $18,948
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $4,998
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,204
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,389
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $90,967
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $280,017
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,310,932
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,422,330 $1,419,663
Federal National Mortgage Association, 4.0%, 11/1/34 507,128 $500,704
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,545,747
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $3,463
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $719,630
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $388,420
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $84,599
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,317,785
Fifth Third Bancorp, Floating Rate Note (Perpetual) 17,380 $494,635
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $151,045
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,201,542
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2,100,000 $2,110,506
First Investors Auto Owner Trust 2015-1, 3.59%, 1/18/22 (144A) 510,000 $508,696
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $632,848
First Tennessee Bank NA, 2.95%, 12/1/19 5,425,000 $5,555,170
Flt% 15jun16 500,000 $482,450
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 418,066 $379,337
Ford Motor Credit Co LLC, 3.219%, 1/9/22 6,425,000 $6,560,180
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $714,458
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $102,251
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $1,704,631
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,755,722
Freeport-McMoRan, Inc., 4.55%, 11/14/24 1,650,000 $1,585,117
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $961,271
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $676,993
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $999,831
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,643,731
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,778,550
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,354,867
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $668,444
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 2,010,000 $2,099,184
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $918,155
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $3,046,099
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/47 (144A) 2,401,000 $2,551,046
Frisco Independent School District, 4.0%, 8/15/40 2,700,000 $2,759,577
Frisco Independent School District, 4.0%, 8/15/45 1,700,000 $1,730,592
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,232,141
GAHR Commercial Mortgage Trust 2015-NRF, Floating Rate Note, 12/15/34 (144A) 4,630,000 $4,662,475
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,232,860
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 202,752 $202,752
Garda World Security Corp., Term B Loan, 11/1/20 792,577 $792,577
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,421,977
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,333,427
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 1,215,000 $1,227,150
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 5,786,084 $2,351,912
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 5,102,315 $1,928,908
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,659,379
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,669,381
General Motors Financial Co, Inc., 4.0%, 1/15/25 6,525,000 $6,582,722
Gilead Sciences, Inc., 4.5%, 2/1/45 7,550,000 $7,884,374
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,197,768
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 653,564 $651,930
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 3,090,877 $833,151
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 27,275,000 $2,132,001
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,048,910
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $924,190
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,800,000 $2,799,098
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,000,000 $3,633,708
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,569,319
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $18,032
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $851,683
Government National Mortgage Association I, 3.5%, 1/15/45 20,435,006 $21,011,506
Government National Mortgage Association I, 3.5%, 7/15/42 19,357,527 $13,349,645
Government National Mortgage Association I, 4.0%, 1/15/41 77,209 $44,139
Government National Mortgage Association I, 4.0%, 1/15/41 281,135 $154,746
Government National Mortgage Association I, 4.0%, 10/15/40 27,335 $13,178
Government National Mortgage Association I, 4.0%, 10/15/41 52,992 $10,534
Government National Mortgage Association I, 4.0%, 10/15/41 63,254 $9,669
Government National Mortgage Association I, 4.0%, 10/15/41 40,767 $8,942
Government National Mortgage Association I, 4.0%, 10/15/44 449,138 $410,552
Government National Mortgage Association I, 4.0%, 11/15/40 245,475 $73,075
Government National Mortgage Association I, 4.0%, 11/15/40 30,717 $13,317
Government National Mortgage Association I, 4.0%, 11/15/41 25,000 $8,157
Government National Mortgage Association I, 4.0%, 11/15/41 55,544 $7,632
Government National Mortgage Association I, 4.0%, 11/15/43 32,084 $33,834
Government National Mortgage Association I, 4.0%, 11/15/44 1,537,490 $1,637,125
Government National Mortgage Association I, 4.0%, 12/15/41 28,465 $12,257
Government National Mortgage Association I, 4.0%, 2/15/41 25,888 $18,556
Government National Mortgage Association I, 4.0%, 2/15/42 854,888 $556,287
Government National Mortgage Association I, 4.0%, 2/15/42 128,311 $72,355
Government National Mortgage Association I, 4.0%, 3/15/44 1,083,496 $845,740
Government National Mortgage Association I, 4.0%, 3/15/44 12,909,682 $9,101,974
Government National Mortgage Association I, 4.0%, 3/15/44 454,143 $299,748
Government National Mortgage Association I, 4.0%, 3/15/44 33,576 $28,646
Government National Mortgage Association I, 4.0%, 4/15/44 58,312 $16,492
Government National Mortgage Association I, 4.0%, 4/15/44 75,647 $71,858
Government National Mortgage Association I, 4.0%, 5/15/39 31,547 $14,496
Government National Mortgage Association I, 4.0%, 6/15/39 28,840 $10,181
Government National Mortgage Association I, 4.0%, 6/15/41 167,972 $110,750
Government National Mortgage Association I, 4.0%, 8/15/40 38,807 $16,296
Government National Mortgage Association I, 4.0%, 8/15/43 4,891,389 $3,598,252
Government National Mortgage Association I, 4.0%, 8/15/44 1,041,626 $917,762
Government National Mortgage Association I, 4.0%, 9/15/40 25,000 $12,793
Government National Mortgage Association I, 4.0%, 9/15/41 2,091,451 $958,680
Government National Mortgage Association I, 4.0%, 9/15/41 25,471 $10,638
Government National Mortgage Association I, 4.0%, 9/15/44 216,972 $186,647
Government National Mortgage Association I, 4.0%, 9/15/44 812,515 $779,106
Government National Mortgage Association I, 4.0%, 9/15/44 7,500,000 $6,141,041
Government National Mortgage Association I, 4.0%, 9/15/44 978,436 $980,583
Government National Mortgage Association I, 4.0%, 9/15/44 1,076,561 $982,112
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $683,691
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $413,573
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $280,147
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $214,549
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $1,945,681
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $52,921
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $154,338
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $45,464
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $24,523
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $291,242
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $199,713
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,373,767
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,092,581
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $1,695,862
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $121,902
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $701,149
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,349,540
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $325,555
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $53,372
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $503,974
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $127,316
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $162,407
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $616,217
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $1,424
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $138,824
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $165,623
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $155,234
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $218,448
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $38,853
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $143,273
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $115,757
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $305,699
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $152,935
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $50,072
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $319,187
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $739,332
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $33,314
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $109,113
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $150,390
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $59,776
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,403
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $73,709
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,058
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $19,437
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $180,845
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $129,148
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $115,269
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $591,940
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $795,228
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $188,260
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $186,144
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $54,475
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $31,145
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $33,274
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $178,591
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $248,591
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $6,515
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $27,501
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,299
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $180,588
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $50,180
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $64,626
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $377,514
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $177,302
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $53,078
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $200,173
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $194,334
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $151,296
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $51,506
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $30,234
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $22,368
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $2,987
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $262,867
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $191,538
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $524,415
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $410,213
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $188,798
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $141,773
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $22,622
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $28,664
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $87,122
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $54,491
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $23,327
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $33,402
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $222,353
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $5,173
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $16,501
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $11,609
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $446,385
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $108,048
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $315,666
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $112,487
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $88,050
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,764
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $125,569
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $242,790
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,056,541
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $29,687
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $127,121
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $591,043
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,006
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $18,050
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $863
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $149,545
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $44,821
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,369
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $126,608
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,470
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $6,296
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $90,021
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $569,024
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $1,763
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $11,704
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $42,882
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $56,883
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $22,573
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $12,167
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $96,983
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,347
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $19,594
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $114,524
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,559
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $84,815
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $5,670
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $106,973
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $27,508
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $31,334
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,248
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,294
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $18,319
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $197,170
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,829
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $53,521
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $203,866
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $77,288
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $61,203
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $74,771
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $34,018
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,640
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,844
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,631
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $77,842
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $26,443
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,122
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $4,967
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,514
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,787
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,100
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $114,193
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $47,366
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $5,601
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,252
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $206,789
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,290
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $6,900
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $50,178
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,005
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $15,818
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,037
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,472
Government National Mortgage Association II, 4.0%, 10/20/44 4,890,000 $4,628,769
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $427,927
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $160,470
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $74,975
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $2,635,670
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $419,640
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $331,039
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $299,404
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,311
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,456
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $45,026
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $112,684
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $106,702
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,189
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,886,578
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,400,000 $1,387,051
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 386,100 $387,592
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,347,247
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $71,874
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $416,693
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,030,886
GS Mortgage Securities Corp Trust 2012-SHOP, 2.933%, 6/6/31 (144A) 2,800,000 $2,904,389
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $851,266
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,321,748
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,118,494
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,637,249
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $940,019
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,236,136
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $692,458
GTP Acquisition Partners I LLC, 2.35%, 6/15/20 (144A) 4,800,000 $4,814,857
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $787,176
Halliburton Co., 7.6%, 8/15/96 (144A) 2,250,000 $3,234,935
Hanesbrands Inc Us 1st Lien Tl-B L + 2.5% 15apr22 500,000 $503,125
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 736,681 $737,807
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,766,709 $1,768,917
Healthcare Realty Trust, Inc., 3.875%, 5/1/25 3,750,000 $3,716,741
Helmerich & Payne International Drilling Co., 4.65%, 3/15/25 (144A) 6,050,000 $6,401,492
Hercules Capital Funding Trust 2014-1, 3.524%, 4/16/21 (144A) 2,920,000 $2,925,827
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,139,122
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,621,501
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $224,437
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $2,996,896
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $554,576
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $354,463
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 2,340,000 $2,280,802
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $1,865,872
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $869,598
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,701,846
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,731,609
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,144,849
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,078,499
Huntsman International LLC, Extended Term B Loan, 4/19/17 252,086 $252,244
Hyatt Hotel Portfolio Trust 2015-HYT, Floating Rate Note, 11/15/29 (144A) 2,100,000 $2,105,064
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,253,144
Hyundai Capital America, 2.0%, 3/19/18 (144A) 3,125,000 $3,156,633
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,725,165
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (144A) 1,000,000 $1,001,913
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 1,150,000 $1,153,131
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 1,801,000 $1,527,368
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 395,000 $344,657
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $3,026,836
Immucor, Inc., Term B-2 Loan, 8/19/18 2,128,526 $2,142,717
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $460,750
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $1,692,898
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $281,496
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $969,929
IMS Health, Inc., Term B Dollar Loan, 3/17/21 452,668 $452,611
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,084,655
Intel Corp., 4.8%, 10/1/41 11,075,000 $11,818,827
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 1,900,000 $1,970,076
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 744,918 $748,736
International Paper Co., 3.65%, 6/15/24 6,975,000 $7,137,895
International Paper Co., 3.8%, 1/15/26 1,025,000 $1,031,363
International Paper Co., 6.0%, 11/15/41 2,400,000 $2,704,937
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,531,164
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,654,624
Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/17/31 (144A) 1,700,000 $1,701,595
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $391,981
Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25 15,300,000 $2,935,468
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $654,434
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $98,160
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,239,617
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $787,980
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $707,805
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,386,018
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,133,374
Johnson & Johnson, 4.375%, 12/5/33 3,150,000 $3,573,279
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,956,347
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,815,000 $5,355,785
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,496,061
JP Morgan Chase Commercial Mortgage Securities Corp., 2.84%, 12/17/47 3,910,234 $3,990,721
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3, Floating Rate Note, 8/15/42 2,800,000 $2,817,834
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 4,800,000 $4,938,835
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $402,005
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,682,542
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,489,789
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 1,200,000 $1,263,211
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,623,564
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4 REMICS, Floating Rate Note, 12/16/30 ( 2,200,000 $2,203,452
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,257,312
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5 REMICS, Floating Rate Note, 7/15/31 (1 900,000 $897,269
JP Morgan Chase Commercial Mortgage Securities Trust 2015-COSMO, Floating Rate Note, 1/15/32 (144A) 4,600,000 $4,616,067
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $424,297
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $515,759
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,747,807
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $808,641
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,752,430
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 2,000,000 $1,818,329
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 8,922,000 $5,525,358
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,989,000 $6,267,500
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,541,948
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $912,380
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 9,276,000 $8,093,220
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $8,789,967
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 6,000,000 $5,566,494
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,609,000 $2,425,060
Kane Flt% 12jun15 1,600,000 $1,598,880
Kane Ilw Zero% 02feb16 1,000,000 $948,900
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,956,533 $1,965,729
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,018,867 $2,025,731
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 3,654,000 $3,678,847
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,009,200 $1,016,365
Kane Zero% 15jan16 1,012,000 $1,019,691
Kane Zero% 19feb16 2,400,000 $2,551,920
Kane Zero% 22jan16 800,000 $816,560
Kane Zero% 22jan16 1,300,000 $1,322,620
Kane Zero% 29apr16 3,700,000 $3,858,360
KeyCorp, 5.1%, 3/24/21 7,378,000 $8,380,360
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 1,700,000 $1,690,891
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $351,881
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 3,700,000 $3,712,153
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,744,269
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,634,222
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 1,993,693 $2,010,723
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $1,846,147
KKR Group Finance Co III LLC, 5.125%, 6/1/44 (144A) 1,650,000 $1,714,028
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,464,489
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,363,213
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $493,225
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,126,735
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $181,535
Leaf Receivables Funding 10 LLC, 3.16%, 3/15/21 (144A) 550,000 $549,116
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $669,996
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,210,446
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,485,713
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,507,521
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,894,357
Lehman ABS Manufactured Housing Contract Trust 2001-B, 3.01%, 5/15/41 22,820,000 $285,353
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $302,708
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 16,378,656 $2,073,857
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $419,465
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $227,970
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $6,818,531
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,170,569
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,403,625 $1,406,829
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,774,803
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $262,083
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 3,750,000 $3,800,250
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 1,800,000 $1,807,050
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,051,673
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,832,187
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $17,916
LSTAR Securities Investment Trust 2014-2, Floating Rate Note, 11/1/19 (144A) 5,000,000 $4,649,458
LSTAR Securities Investment Trust 2015-1, Floating Rate Note, 1/1/20 (144A) 4,970,000 $4,817,977
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/1/20 (144A) 2,500,000 $2,464,043
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,651,000 $5,534,872
LSTAR Securities Investment Trust 2015-5, Floating Rate Note, 4/1/20 (144A) 2,925,000 $2,871,267
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 913,849 $919,561
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $992,134
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,163,111
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $409,200
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,007,834
Masco Corp., 4.45%, 4/1/25 1,050,000 $1,086,129
Masco Corp., 5.95%, 3/15/22 825,000 $942,477
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,098,554
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $368,746
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $616,676
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,924,197
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,415,813
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $529,782
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 12,000,000 $2,295,381
Medtronic, Inc., 4.625%, 3/15/45 (144A) 7,300,000 $7,682,779
Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A) 750,000 $747,450
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $998,433
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $239,487
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $2,967,870
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 46,068,000 $1,802,482
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,455,286
Methanex Corp., 4.25%, 12/1/24 2,625,000 $2,706,232
MGM Resorts International, 6.0%, 3/15/23 3,550,000 $3,723,063
Microsemi Corp., Term Loan (2014), 3/14/21 350,189 $351,137
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $708,211
ML-CFC Commercial Mortgage Trust 2006-1, Floating Rate Note, 2/12/39 2,500,000 $2,296,606
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $824,312
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,685,610
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,243,662
Morgan Stanley, 4.875%, 11/1/22 300,000 $324,909
Morgan Stanley, Floating Rate Note (Perpetual) 110,230 $2,878,105
Morgan Stanley, Floating Rate Note (Perpetual) 2,900,000 $2,942,618
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $263,741
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,069,438
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $2,351,415
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 26,682,000 $3,201,079
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $4,570,969
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $500,052
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,930,000 $716,752
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,051,662
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 2,100,000 $2,127,790
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,634,301
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 1,164,150 $1,168,370
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,249,785
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 1,000,000 $958,111
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $268,728
Nationstar Mortgage LLC, 6.5%, 6/1/22 5,480,000 $5,342,011
Navios Maritime Partners LP, Term Loan, 6/27/18 653,165 $656,159
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $857,660
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,604,552
NCR Corp., 6.375%, 12/15/23 1,425,000 $1,509,387
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 4,250,000 $4,040,944
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,067,598
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $900,678
Newfield Exploration Co., 5.375%, 1/1/26 2,360,000 $2,470,789
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,506,094
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,102,740
New Jersey Educational Facilities Authority, 4.0%, 7/1/45 3,100,000 $3,227,865
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $2,941,203
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 5,200,000 $4,309,023
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 4,978,000 $4,307,504
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3,900,000 $3,676,016
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,760,547
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,738,595
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1,050,000 $1,054,816
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,000,000 $1,004,753
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,742,846
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,800,364
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 1,379,420 $1,379,205
North American Development Bank, 2.3%, 10/10/18 643,000 $657,141
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,135,840
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 40,000 $41,161
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 430,000 $422,851
Novelis, Inc., Initial Term Loan, 3/10/17 693,193 $693,813
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,143,992
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,319,105 $1,313,975
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 6,602,000 $6,281,545
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,240,237
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,440,000 $4,989,354
NSG Holdings LLC, New Term Loan, 12/11/19 768,260 $769,221
Nuance Communications, Inc., Term C Loan, 8/7/19 369,800 $368,413
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,414,594
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,974,107
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 3,945,000 $4,152,339
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 477,500 $478,246
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,037,892
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 1,500,000 $1,518,488
Oracle Corp., 2.5%, 5/15/22 10,600,000 $10,474,889
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $615,216
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $782,473
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $544,521
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $371,855
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $275,830
Owens Corning, 4.2%, 12/1/24 5,150,000 $5,344,876
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 194,134 $188,674
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 1,600,000 $1,607,485
Pangaea Zero% 01jul18 2,000,000 $2,214,400
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,619,336
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,762,272
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 8,850,000 $8,859,465
Permanent University Fund, 5.0%, 7/1/30 800,000 $963,340
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $999,638
PHH Mortgage Capital LLC, 6.0%, 12/25/27 (Step) (144A) 4,250,000 $158,467
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,506,810
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 691,568 $693,729
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,728
Plains All American Pipeline LP, 4.9%, 2/15/45 5,300,000 $5,343,847
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 2,373,000 $2,705,684
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,631,621
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $624,034
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,465,380
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $4,219,720
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,495,676
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,275,569
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,204,475
Progreso Receivables Funding III LLC, 3.625%, 1/30/25 (144A) 3,200,000 $3,207,089
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 2,700,000 $2,709,975
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 180,000 $181,277
Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/20/32 (144A) 2,700,000 $2,734,804
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,113,986
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,202,580
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,630,547
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,597,269
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,960,631
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,155,874
PVH Corp., Tranche B Term Loan, 2/13/20 410,685 $413,316
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,112,879
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,650,000 $1,707,191
QVC, Inc., 4.45%, 2/15/25 7,300,000 $7,342,232
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $346,065
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $874,963
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $883,948
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $371,416
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $1,704,513
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $934,606
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $505,726
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,814,900
Remy International, Inc., Term B Loan 2013, 3/5/20 1,719,394 $1,725,842
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 21,888,000 $500,410
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,177,432
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $739,688
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,148,456
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,000,000 $1,020,114
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,650,000 $1,706,391
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,865,590
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $852,151
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $294,858
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $264,960
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 12,829,000 $3,087,046
Resolute Forest Products, Inc., 5.875%, 5/15/23 3,930,000 $3,635,045
Restaurant Brands 1st Lien Tl-B L + 2.75% 12dec21 365,511 $366,882
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 979,538 $982,293
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $831,253
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,067,064
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $6,094,430
RPI Finance Trust, Term B-4 Term Loan, 11/9/20 1,652,715 $1,658,086
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,702,076
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 800,000 $781,533
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,238,444
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,187,923
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 2,000,000 $2,000,083
San Diego Gas & Electric Co., 1.914%, 2/1/22 3,150,000 $3,180,854
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $701,377
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $861,738
SBA Tower Trust, 3.869%, 10/15/49 (144A) 6,975,000 $7,169,931
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $847,088
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,587,028
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 4,339,125 $4,362,179
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,643,875
Seagate HDD Cayman, 4.75%, 6/1/23 3,450,000 $3,668,289
Seagate HDD Cayman, 4.875%, 6/1/27 (144A) 3,700,000 $3,745,324
Seagate HDD Cayman, 5.75%, 12/1/34 (144A) 4,350,000 $4,592,328
Sector Re V, Ltd., 3/1/20 (Cat Bond) (144A) 3,000,000 $3,008,100
Sector Re V, Ltd., 3/1/20 (Cat Bond) (144A) 400,000 $401,960
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,661,356
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,265,563
Sensata Technologies 1st Lien L + 2.25% 14oct21 1,169,125 $1,173,875
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $51,878
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 53,935,000 $2,776,921
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 37,500,000 $1,531,657
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 8,060,000 $5,201,775
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 6,221,000 $3,165,393
Sequoia Mortgage Trust 2013-10, Floating Rate Note, 8/25/43 (144A) 7,372,000 $7,000,798
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 7,915,000 $7,617,027
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 9,500,000 $7,685,677
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,450,000 $2,106,988
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,563,904
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 14,077,000 $11,603,979
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 6,700,000 $6,447,247
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $718,987
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $769,417
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 2,190,000 $1,910,348
Sequoia Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 7,710,000 $7,353,712
Sequoia Mortgage Trust 2015-2, Floating Rate Note, 5/25/45 (144A) 8,762,000 $8,930,453
Ship Midco, Ltd., Facility B2A-II, 11/29/19 795,333 $801,298
Siemens Financieringsmaatschappij NV, 4.4%, 5/27/45 (144A) 5,000,000 $5,139,933
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,065,415
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $205,389
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,360,000 $3,388,374
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $9,750
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 1,000,000 $1,089,700
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,118,250
Sinopec Group Overseas Development 2015, Ltd., 2.5%, 4/28/20 (144A) 10,050,000 $10,017,420
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 1,200,000 $1,147,235
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,307,935
Southern California Edison Co., 1.845%, 2/1/22 6,200,000 $6,254,786
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,517,701
Southwest Airlines Co., 2.75%, 11/6/19 2,350,000 $2,409,745
Southwestern Electric Power Co., 3.9%, 4/1/45 10,800,000 $10,055,668
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,766,738
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,721,906
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 3,300,000 $3,397,843
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $295,488
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 700,000 $721,136
SpringCastle America Funding LLC, 2.7%, 5/25/23 2,600,000 $2,087,773
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $1,882,895
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 1,200,000 $1,202,867
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,160,180
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 750,000 $757,457
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,500,000 $1,571,620
Sprint Corp., 7.125%, 6/15/24 1,500,000 $1,500,234
Sprint Corp., 7.25%, 9/15/21 1,500,000 $1,532,031
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 544,335 $546,714
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,437,894
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,877,056
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $4,009,875
Staples Inc 1st Lien Tl-B L + 2.75% 24apr21 1,925,000 $1,929,813
State of Texas, 4.0%, 10/1/44 3,000,000 $3,111,617
State of Washington, 3.0%, 7/1/28 560,000 $568,113
State of Washington, 5.0%, 7/1/30 1,600,000 $1,903,831
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,423,834
Steel Dynamics, Inc., 5.125%, 10/1/21 1,385,000 $1,413,946
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 1,400,000 $1,399,869
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $298,464
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,177,148
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 3,080,000 $664,686
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 6,054,578 $531,038
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,097,090
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $3,881,196
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 41,560,377 $1,978,204
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $98,065
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $606,536
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $1,681,446
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $255,519
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $618,812
Structured Asset Securities Corp Trust 2005-17, 5.5%, 10/25/35 7,170,000 $4,542,732
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $254,659
Sumitomo Mitsui Banking Corp., 1.75%, 1/16/18 1,800,000 $1,819,442
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $956,779
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 5,825,000 $5,946,377
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,417,227
Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A) 2,250,000 $1,894,719
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,073,053
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $535,960
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 333,333 $318,750
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 666,667 $637,500
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $311,929
TD Ameritrade Holding Corp., 3.625%, 4/1/25 6,025,000 $6,284,798
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,353,869
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,085,834
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $750,581
Terwin Mortgage Trust Series TMTS 2005-12ALT, 5.01925%, 7/25/36 (Step) 835,000 $433,592
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.36948%, 9/25/36 (Step) 14,000,000 $2,711,385
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,294,232
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,172,584
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,337,923
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,163,264
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,865,320
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,315,299
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,215,625
The Bank of Tokyo-Mitsubishi UFJ, Ltd., 2.3%, 3/5/20 (144A) 11,675,000 $11,793,706
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,934,484
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 6,875,000 $8,519,118
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 3,491,667 $3,520,036
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 0 $18,605
The Home Depot, Inc., 2.625%, 6/1/22 4,520,000 $4,520,931
The Kroger Co., 2.95%, 11/1/21 7,472,000 $7,546,013
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,070,000 $1,215,386
The Priceline Group, Inc., 3.65%, 3/15/25 7,375,000 $7,466,899
The University of Texas System, 5.0%, 8/15/43 525,000 $601,720
The Valspar Corp., 3.3%, 2/1/25 3,025,000 $3,026,933
The Williams Companies, Inc., 5.75%, 6/24/44 5,980,000 $6,241,743
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $3,034,414
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $737,708
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 72,667,000 $5,366,536
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,138,419
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 821,968 $824,537
TimberStar Trust I, 5.7467%, 10/15/36 (144A) 1,435,000 $1,508,884
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,725,764
Time Warner, Inc., 4.7%, 1/15/21 8,300,000 $9,260,767
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,097,418
Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A) 800,000 $802,416
TransCanada PipeLines, Ltd., 1.875%, 1/12/18 4,425,000 $4,503,497
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 1,496,222 $1,496,846
Tronox Pigments Holland BV, New Term Loan, 3/19/20 766,815 $770,602
TTX Co., 3.6%, 1/15/25 (144A) 6,650,000 $6,930,876
Tufts University, 5.017%, 4/15/12 3,550,000 $3,778,078
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,319,829
U.S. Treasury Bonds, 2.5%, 2/15/45 31,375,000 $29,310,943
U.S. Treasury Bonds, 4.375%, 11/15/39 6,865,000 $8,798,371
U.S. Treasury Bonds, 4.375%, 5/15/40 4,500,000 $5,779,275
U.S. Treasury Bonds, 4.375%, 5/15/41 1,150,000 $1,486,000
U.S. Treasury Bonds, 4.5%, 2/15/36 30,000,000 $39,385,505
U.S. Treasury Floating Rate Note, 0.085000569%, 7/31/16 11,325,000 $11,326,649
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 78,100,000 $76,970,874
U.S. Treasury Notes, 2.0%, 2/15/25 4,400,000 $4,388,155
UBS AG, 7.625%, 8/17/22 4,400,000 $5,336,219
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 5,040,000 $5,329,769
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,532,859
United Auto Credit Securitization Trust 2015-1, 2.92%, 6/17/19 (144A) 2,140,000 $2,145,962
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 11,325,000 $11,324,907
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/17 16,435,000 $16,441,679
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 11,325,000 $11,327,150
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/17 16,395,000 $16,396,272
United Technologies Corp., 1.778%, 5/4/18 (Step) 10,250,000 $10,328,977
University of California, 3.38%, 5/15/28 2,600,000 $2,615,804
University of Virginia, 5.0%, 4/1/45 3,100,000 $3,601,370
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,259,838 $2,258,831
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,450,060
US Bancorp, Floating Rate Note (Perpetual) 96,798 $2,607,738
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,193,175 $6,212,529
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 4,000,000 $3,971,345
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 1,000,000 $1,004,091
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $533,847
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,428,252
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,656,966
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $707,203
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 3,000,000 $2,360,221
Verisk Analytics, Inc., 5.5%, 6/15/45 4,125,000 $4,246,232
Verizon Communications, Inc., 5.012%, 8/21/54 1,938,000 $1,869,288
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,750,450
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,375,590
Vers 2015-A Zero% 31dec17 2,500,000 $2,592,250
VFC 2015-3 LLC, 2.75%, 12/20/31 (144A) 2,000,000 $1,817,030
Viasystems, Inc., 7.875%, 5/1/19 (144A) 2,500,000 $2,665,859
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 2,200,000 $2,322,269
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 2,210,000 $2,324,073
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,527,971
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $511,315
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $502,784
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,899,164
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 4,000,000 $3,969,209
VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A) 1,850,000 $1,806,699
VOLT XXX LLC, 3.625%, 10/25/57 (Step) 2,150,000 $2,094,090
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 1,620,000 $1,697,724
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 1,565,000 $1,638,880
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 0 $0
Waste Management, Inc., 3.125%, 3/1/25 1,700,000 $1,694,537
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 675,000 $615,987
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,379,613
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,781,536
Wells Fargo & Co., Floating Rate Note (Perpetual) 3,400,000 $3,644,717
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,227,267
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $3,933,496
Wells Fargo Commercial Mortgage Trust 2010-C1, 3.349%, 11/18/43 (144A) 3,900,000 $2,628,085
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $2,030,580
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 4,500,000 $4,765,959
Wells Fargo Commercial Mortgage Trust 2014-TISH REMICS, Floating Rate Note, 2/16/27 (144A) 5,300,000 $5,310,474
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $592,619
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $882,141
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $897,616
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $2,763,551
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 3,000,000 $2,755,437
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $164,624
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,323,000 $1,447,254
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $390,261
WideOpenWest Finance LLC, Replacement Term B Loan, 4/1/19 147,571 $147,802
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,516,314
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,334,143
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,774,186
WR Grace & Co-Conn, 5.125%, 10/1/21 (144A) 1,130,000 $1,176,216
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,345 $239,858
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 665,128 $666,553

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