Pioneer Bond Fund

Top 10 Portfolio Holdings as of 1/30/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 3,600,000 $3,649,680
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $661,468
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,711,338
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $275,670
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $723,540
Activision Blizzard, Inc., Term Loan, 7/26/20 300,000 $299,981
Adobe Systems, Inc., 3.25%, 2/1/25 8,100,000 $8,232,892
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,791,388
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,064,931 $998,373
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $1,010,691
Agrium, Inc., 5.25%, 1/15/45 7,600,000 $9,009,791
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $4,969,647
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,044,125
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,769
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,139,309
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,963,821
Alkermes, Inc., 2019 Term Loan, 9/25/19 750,000 $743,438
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,137,175 $1,133,503
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,320,052
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $645,842
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $451,843
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,662,447
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $386,734
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $256,238
Alternative Loan Trust 2004-J5, Floating Rate Note, 8/25/34 9,407,000 $8,665,252
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,613,795
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,789,005
Altrl Zero% 30jun16 937,930 $667,806
Altrl Zero% 30jun17 840,000 $844,032
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $156,339
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $430,283
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 600,000 $592,314
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 2,800,000 $2,942,834
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 700,000 $742,609
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $6,015,689
American International Group, Inc., 3.875%, 1/15/35 5,985,000 $6,145,824
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $509,483
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $800,543
Amherst College, 3.794%, 11/1/42 525,000 $569,798
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,849,632
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,721,988
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,220,917
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,950,258
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 501,069 $502,165
Arlington Flt% 01aug15 700,000 $765,100
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $578,782
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,261,500
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $4,197,968
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,456,021
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $511,438
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $257,111
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,576,196
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 375,000 $374,799
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 610,000 $602,375
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,725,000 $4,270,945
AXA SA, 8.6%, 12/15/30 2,335,000 $3,206,539
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 500,000 $507,308
Ball Corp., 4.0%, 11/15/23 2,275,000 $2,268,617
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/15/31 2,580,000 $2,580,526
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/17/29 1,600,000 $1,601,448
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $677,731
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,469,267
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $710,592
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,780,000 $732,042
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $787,674
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5,500,000 $589,410
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,442,979
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,755,254
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $721,989
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 27,225,000 $1,938,815
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $272,050
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,078,398
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $1,027,692
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $86,098
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,084,037
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,214,888
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $6,419,223
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,180,999
Bank of America Corp., Floating Rate Note, 10/23/49 3,150,000 $3,354,377
Bank of America Corp., Floating Rate Note, 9/29/49 2,350,000 $2,462,699
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,921,352
Baylor University, 4.313%, 3/1/42 1,025,000 $1,181,672
Bayview Commercial Asset Trust 2005-3, Floating Rate Note, 11/25/35 (144A) 10,500,000 $2,396,575
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.49686%, 9/25/37 (Step) (144A) 13,200,000 $296,569
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $377,483
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,522,885
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,361,943
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 1,000,000 $273,504
BB&T Corp., 5.625% (Perpetual) 85,000 $2,165,800
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,498,083
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,325,362
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $150,765
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $394,005
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 20,675,000 $2,391,417
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,691,928
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,690,372
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $1,003,672
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $794,769
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,459,344
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,684,320
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,012,687
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,004,949
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, Floating Rate Note, 4/12/38 2,600,000 $2,542,503
Becton Dickinson and Co., 3.734%, 12/15/24 10,525,000 $11,261,994
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,142,502
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,694,434
BioMed Realty LP, 4.25%, 7/15/22 900,000 $960,278
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4,950,000 $5,650,181
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,943,816
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 875,000 $1,176,476
BLCP Hotel Trust, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,192,844
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $251,592
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $864,259
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 2,300,000 $2,335,149
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,429,244
Boardwalk Pipelines LP, 4.95%, 12/15/24 2,750,000 $2,833,626
Bombardier, Inc., 4.75%, 4/15/19 (144A) 1,960,000 $1,869,813
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 350,000 $351,069
Bowdoin College, 4.693%, 7/1/12 1,000,000 $1,168,722
Brixmor Operating Partnership LP, 3.85%, 2/1/25 4,225,000 $4,329,837
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,787,229
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,298,283
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,447,586
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 480,000 $481,088
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 199,000 $199,083
BXG Receivables Note Trust 2015-A, 2.88%, 5/2/30 (144A) 3,000,000 $3,009,414
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,273,526
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,350,000 $1,422,763
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,874,254
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $448,795
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,623,802
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,627,734
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,352,165
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 340,000 $341,700
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3,000,000 $2,990,105
Capital Auto Receivables Asset Trust 2013-1, 1.74%, 10/22/18 2,900,000 $2,919,217
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,854,664
Capital One Financial Corp., 3.75%, 4/24/24 6,650,000 $7,064,442
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 3,000,000 $3,003,156
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2,460,000 $2,463,366
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $7,288,296
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $81,523
Catalent 1st Lien Tl-B L + 3.5% 08may21 1,645,388 $1,642,920
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,709,281
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,459,082
CBS Corp., 4.6%, 1/15/45 2,250,000 $2,361,510
CCOH Safari LLC, 5.75%, 12/1/24 800,000 $818,667
CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A) 3,990,000 $3,997,426
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,709,680
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 106,430 $105,765
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 320,704 $318,699
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 1,072,866 $1,066,160
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,577,111
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,699,125 $1,674,700
Chemtura Corp., New Term Loan, 8/29/16 316,286 $316,418
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $400,847
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $402,053
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $525,113
CHS, 2017 Term E Loan, 1/25/17 594,144 $591,777
CHS, 2021 Term D Loan, 1/27/21 3,188,475 $3,190,965
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $504,895
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,930,563 $1,917,290
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 400,564 $401,065
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,865,360
CIT Equipment Collateral 2014-VT1, 3.14%, 2/20/20 (144A) 1,400,000 $1,407,654
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $301,356
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $2,027,666
Citigroup, Inc., Floating Rate Note (Perpetual) 2,850,000 $2,923,973
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,338,700
Citigroup, Inc., Floating Rate Note (Perpetual) 2,295,000 $2,360,408
Citigroup Capital XIII, Floating Rate Note, 10/30/40 105,070 $2,779,102
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $231,453
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 4,860,000 $1,232,291
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 17,660,000 $3,088,372
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $827,836
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $770,714
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $252,353
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $549,702
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 1,000,000 $1,001,322
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,982,842
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,281,788
Cme: (Cdx.Na.Ig.23.V1) Usd 20dec19 Z91mv4jb8 50,000,000 $771,121
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $881,472
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $428,270
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,736,014
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,433,885
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,887,500
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,409,555
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,764,908
Colony Multifamily Mortgage Trust 2014-1, 2.5432%, 4/22/50 (144A) 4,000,000 $3,763,690
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $897,764
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $487,318
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $932,620
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,387,495
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 12/8/50 (144A) 4,200,000 $4,736,065
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,971,592
COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/15/31 (144A) 3,800,000 $3,791,112
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 4,150,000 $4,141,580
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,391,285
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2,875,000 $2,970,576
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $1,510,838
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,125,447
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 327,343 $325,842
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 491,014 $490,854
ConocoPhillips Co., 3.35%, 11/15/24 5,350,000 $5,627,303
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 5,475,000 $6,475,855
Constellation Brands, Inc., 3.75%, 5/1/21 630,000 $642,206
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,805,700
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.95%, 11/9/22 6,425,000 $6,780,201
Corporate Office Properties LP, 3.6%, 5/15/23 1,085,000 $1,084,031
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $1,982,399
County of Sweetwater Wyoming, 5.6%, 12/1/35 995,000 $1,025,759
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 5,075,000 $5,015,334
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36 1,000,000 $983,279
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,546,038
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $196,678
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $475,659
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,423,516
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 5,231,000 $12,431
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $543,805
Credit Suisse New York NY, 1.75%, 1/29/18 7,000,000 $7,033,691
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $613,593
Cronos Containers Program I, Ltd., 3.81%, 9/18/27 (144A) 1,850,000 $1,421,116
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 1,850,000 $1,862,878
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 1,500,000 $1,478,157
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,346,865
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,883,833
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,745,614 $1,727,722
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 8,805,000 $7,140,703
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $3,395,068
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,528,199
CSMC Trust 2014-WIN1, Floating Rate Note, 9/25/44 (144A) 6,225,000 $5,190,284
CubeSmart LP, 4.8%, 7/15/22 730,000 $822,117
Cummins, Inc., 5.65%, 3/1/98 3,727,000 $4,737,892
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,238,378
CVS Health Corp., 2.25%, 8/12/19 650,000 $670,652
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $734,965
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,657,590
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $726,607
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,318,634 $1,319,042
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,245,588 $1,242,203
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 252,410 $251,621
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 5,000,000 $5,066,264
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,207,400
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,378,475
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,678,931
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $2,088,970
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,609,477
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,896,054
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,895,357
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,332,846
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,845,000
Delta Air Lines, Inc., Term Loan, 4/20/17 1,650,000 $1,646,773
Diamond Offshore Drilling, Inc., 3.45%, 11/1/23 5,465,000 $5,372,942
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 2,600,000 $2,565,030
DigitalGlobe, Inc., Term Loan, 1/31/20 1,990,136 $1,984,215
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $848,704
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,586,418
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,900,000 $5,169,476
Dominion Resources, Inc. Virginia, 3.625%, 12/1/24 8,700,000 $9,251,787
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 4,051,000 $4,124,657
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $710,796
Duke Energy Progress, Inc., 4.15%, 12/1/44 8,700,000 $10,139,160
Duke Realty LP, 3.75%, 12/1/24 5,300,000 $5,606,527
DuPont Fabros Technology LP, 5.875%, 9/15/21 1,250,000 $1,324,618
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $423,469
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 1,023,785 $1,014,986
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $267,125
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,116,200
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $840,707
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 2,500,000 $2,500,000
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $5,324,800
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,258,127
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $254,262
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 2,650,000 $2,690,980
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 2,825,000 $2,869,076
Endo Finance LLC, 6.0%, 2/1/25 (144A) 520,000 $531,722
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 723,178 $714,365
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,836,131
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,820,234
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,065,858
EnLink Midstream Partners LP, 4.4%, 4/1/24 7,040,000 $7,473,704
Ensco Plc, 4.5%, 10/1/24 4,725,000 $4,642,289
Entegris, Inc., 6.0%, 4/1/22 (144A) 2,500,000 $2,575,000
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,700,871
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $1,855,688
EQT Midstream Partners LP, 4.0%, 8/1/24 5,100,000 $5,210,165
Equinix, Inc., 5.75%, 1/1/25 1,875,000 $1,971,263
Expedia, Inc., 4.5%, 8/15/24 4,300,000 $4,546,351
Expedia, Inc., 5.95%, 8/15/20 800,000 $921,798
Export-Import Bank of Korea, 2.25%, 1/21/20 7,475,000 $7,559,501
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,097,825
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,122,526
Fannie Mae, 3.0%, 2/18/15 3,900,000 $4,106,314
Fannie Mae, 3.0%, 7/1/43 1,019,821 $959,462
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,928,395
Fannie Mae, 3.0%, 9/1/28 7,125,717 $6,674,526
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,274,677
Fannie Mae, 3.0%, 9/1/43 6,720,470 $6,539,601
Fannie Mae, 3.5%, 11/1/42 380,000 $348,567
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,242,085
Fannie Mae, 3.5%, 12/1/42 1,000,000 $915,887
Fannie Mae, 3.5%, 12/1/42 1,015,373 $849,843
Fannie Mae, 3.5%, 2/1/44 18,215,601 $18,370,193
Fannie Mae, 3.5%, 2/18/15 3,800,000 $4,040,738
Fannie Mae, 3.5%, 3/12/15 33,008,000 $34,825,988
Fannie Mae, 3.5%, 6/1/28 5,531,277 $4,729,152
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,613,156
Fannie Mae, 3.5%, 9/1/44 5,275,000 $5,534,443
Fannie Mae, 4.0%, 1/1/42 2,000,000 $964,694
Fannie Mae, 4.0%, 1/1/42 1,821,298 $825,291
Fannie Mae, 4.0%, 1/1/44 273,906 $274,986
Fannie Mae, 4.0%, 11/1/44 10,545,000 $11,210,970
Fannie Mae, 4.0%, 11/1/44 4,035,000 $4,291,781
Fannie Mae, 4.0%, 11/1/44 225,000 $241,243
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,334,059
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,813,442
Fannie Mae, 4.0%, 12/1/42 142,828 $46,353
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,620,512
Fannie Mae, 4.0%, 2/1/42 24,300,000 $12,888,055
Fannie Mae, 4.0%, 2/1/43 2,065,000 $1,569,777
Fannie Mae, 4.0%, 2/1/44 14,000,000 $13,559,400
Fannie Mae, 4.0%, 3/12/15 21,928,000 $23,428,698
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,103,143
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,352,553
Fannie Mae, 4.0%, 4/1/42 1,100,000 $745,734
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,063,102
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,367,331
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,710,725
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,290,833
Fannie Mae, 4.0%, 7/1/18 675,000 $36,335
Fannie Mae, 4.0%, 7/1/42 624,000 $437,126
Fannie Mae, 4.0%, 7/1/42 8,163,233 $6,558,031
Fannie Mae, 4.0%, 7/1/44 11,110,000 $11,422,938
Fannie Mae, 4.0%, 7/1/44 800,000 $837,628
Fannie Mae, 4.0%, 8/1/42 20,000,000 $16,187,394
Fannie Mae, 4.0%, 8/1/44 20,000,000 $20,865,251
Fannie Mae, 4.0%, 9/1/44 12,553,692 $13,310,852
Fannie Mae, 4.5%, 1/1/42 23,783,862 $11,991,492
Fannie Mae, 4.5%, 1/1/42 11,834,581 $9,358,488
Fannie Mae, 4.5%, 1/1/44 15,989,536 $15,007,731
Fannie Mae, 4.5%, 10/1/35 3,754,911 $388,414
Fannie Mae, 4.5%, 10/1/35 3,754,694 $319,571
Fannie Mae, 4.5%, 11/1/20 6,500,000 $500,572
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,385,562
Fannie Mae, 4.5%, 11/1/43 430,000 $449,337
Fannie Mae, 4.5%, 11/1/43 800,000 $807,870
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,538,260
Fannie Mae, 4.5%, 12/1/43 20,516,456 $16,965,360
Fannie Mae, 4.5%, 12/1/43 20,000,000 $18,650,221
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,311,023
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,438,833
Fannie Mae, 4.5%, 5/1/41 17,795,568 $4,761,939
Fannie Mae, 4.5%, 5/1/41 454,433 $188,096
Fannie Mae, 4.5%, 7/1/41 750,000 $434,975
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,407,855
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,824,266
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,580,199
Fannie Mae, 5.0%, 1/1/20 4,159,304 $323,950
Fannie Mae, 5.0%, 1/15/15 30,000,000 $33,258,508
Fannie Mae, 5.0%, 10/1/20 4,036,945 $497,964
Fannie Mae, 5.0%, 12/1/17 499,951 $14,383
Fannie Mae, 5.0%, 2/1/20 700,000 $64,153
Fannie Mae, 5.0%, 2/1/22 450,000 $24,523
Fannie Mae, 5.0%, 2/1/22 7,621,650 $408,261
Fannie Mae, 5.0%, 2/1/41 17,669,429 $7,263,757
Fannie Mae, 5.0%, 2/1/45 24,000,000 $26,662,187
Fannie Mae, 5.0%, 4/1/39 2,924,816 $334,261
Fannie Mae, 5.0%, 5/1/23 4,380,644 $616,796
Fannie Mae, 5.0%, 6/1/25 6,134,875 $6,603,797
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,404,347
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,356,151
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,209,398
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,117,282
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,760,841
Fannie Mae, 5.5%, 12/1/17 12,031,696 $200,038
Fannie Mae, 5.5%, 2/1/18 2,100,000 $101,063
Fannie Mae, 5.5%, 3/1/36 5,005,809 $538,826
Fannie Mae, 5.5%, 5/1/36 4,000,000 $322,427
Fannie Mae, 5.5%, 6/1/33 1,148,000 $51,069
Fannie Mae, 5.5%, 6/1/36 6,000,000 $409,326
Fannie Mae, 5.5%, 7/1/33 3,800,000 $170,240
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,196,217
Fannie Mae, 5.5%, 9/1/17 3,705,000 $68,042
Fannie Mae, 5.5%, 9/1/19 7,000,000 $361,007
Fannie Mae, 6.0%, 1/1/29 60,204 $1,196
Fannie Mae, 6.0%, 1/1/32 183,200 $5,970
Fannie Mae, 6.0%, 10/1/32 4,502,006 $96,316
Fannie Mae, 6.0%, 10/1/34 389,152 $26,833
Fannie Mae, 6.0%, 10/1/35 7,125,770 $199,451
Fannie Mae, 6.0%, 11/1/33 400,765 $44,898
Fannie Mae, 6.0%, 11/1/34 271,485 $20,780
Fannie Mae, 6.0%, 12/1/35 8,000,000 $704,346
Fannie Mae, 6.0%, 2/1/32 2,379,023 $40,542
Fannie Mae, 6.0%, 2/1/33 2,200,000 $20,780
Fannie Mae, 6.0%, 2/1/35 62,166 $7,428
Fannie Mae, 6.0%, 2/1/35 180,000 $19,198
Fannie Mae, 6.0%, 3/1/32 450,000 $10,902
Fannie Mae, 6.0%, 3/1/33 230,257 $17,646
Fannie Mae, 6.0%, 3/1/33 3,500,000 $140,126
Fannie Mae, 6.0%, 4/1/33 4,000,000 $170,348
Fannie Mae, 6.0%, 4/1/35 4,000,000 $350,384
Fannie Mae, 6.0%, 5/1/35 1,799,482 $91,094
Fannie Mae, 6.0%, 6/1/16 4,000,000 $12,144
Fannie Mae, 6.0%, 6/1/38 2,250,000 $404,158
Fannie Mae, 6.0%, 7/1/33 7,500,000 $535,245
Fannie Mae, 6.0%, 7/1/33 10,874,932 $235,916
Fannie Mae, 6.0%, 7/1/38 974,925 $80,984
Fannie Mae, 6.0%, 8/1/32 315,000 $7,088
Fannie Mae, 6.0%, 8/1/34 3,757,089 $250,714
Fannie Mae, 6.0%, 9/1/29 124,691 $1,782
Fannie Mae, 6.0%, 9/1/32 65,856 $969
Fannie Mae, 6.0%, 9/1/34 408,807 $44,484
Fannie Mae, 6.0%, 9/1/34 6,273,165 $185,382
Fannie Mae, 6.0%, 9/1/34 2,000,000 $87,284
Fannie Mae, 6.0%, 9/1/34 352,132 $19,369
Fannie Mae, 6.5%, 1/1/31 1,000,000 $3,990
Fannie Mae, 6.5%, 10/1/31 1,000,100 $13,442
Fannie Mae, 6.5%, 10/1/32 2,811,012 $87,521
Fannie Mae, 6.5%, 11/1/37 2,222,350 $264,061
Fannie Mae, 6.5%, 12/1/31 3,300,000 $159,583
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,817
Fannie Mae, 6.5%, 3/1/32 3,500,000 $93,705
Fannie Mae, 6.5%, 4/1/31 500,000 $3,530
Fannie Mae, 6.5%, 5/1/31 1,960,805 $10,365
Fannie Mae, 6.5%, 6/1/31 2,750,000 $88,854
Fannie Mae, 6.5%, 7/1/29 500,000 $10,646
Fannie Mae, 6.5%, 7/1/34 1,095,000 $35,389
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,807
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,588
Fannie Mae, 6.5%, 9/1/31 2,000,000 $10,165
Fannie Mae, 7.0%, 1/1/32 1,701,763 $30,228
Fannie Mae, 7.0%, 12/1/30 499,950 $860
Fannie Mae, 7.0%, 12/1/30 525,099 $10,240
Fannie Mae, 7.0%, 12/1/31 1,198,074 $28,752
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,716
Fannie Mae, 7.0%, 9/1/31 2,000,000 $20,977
Fannie Mae, 7.0%, 9/1/31 2,000,000 $10,803
Fannie Mae, 8.0%, 10/1/30 155,531 $805
Fannie Mae, 8.0%, 2/1/29 240,000 $2,968
Fannie Mae, 8.0%, 3/1/31 1,495,060 $11,051
Fannie Mae, 8.0%, 4/1/30 150,000 $736
Fannie Mae, 8.0%, 5/1/31 45,000 $408
Fannie Mae, 8.0%, 7/1/30 100,000 $596
FCA US LLC, Term Loan B, 5/24/17 3,777,975 $3,766,430
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $4,985,200
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,112,613
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 200,000 $211,224
Federal Home Loan Mortgage Corp., 3.5%, 12/1/44 10,570,000 $11,160,954
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,465,754
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 875,160 $922,292
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $4,012,993
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $17,105,842
Federal Home Loan Mortgage Corp., 4.0%, 11/1/42 255,000 $214,949
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $725,377
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 9,000,000 $8,655,006
Federal Home Loan Mortgage Corp., 4.0%, 7/1/42 255,000 $216,853
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,608,203
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,588,362
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $15,344,669
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,165,498
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $12,490,561
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 5,790,000 $6,087,961
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $481,291
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $5,980,863
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $516,865
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $256,664
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $9,340,754
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $3,739,239
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,215,198
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $615,496
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $26,803
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $35,793
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $599,846
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $648,250
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $206,074
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $41,211
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $59,952
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $277,407
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $323,920
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $421,691
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $89,927
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $87,521
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $52,525
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $30,441
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $140,267
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $10,876
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $181,212
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $62,568
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $101,898
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $7,963
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,275
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $278,663
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $16,772
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $68,866
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $524,818
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $61,352
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $238,402
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $790,647
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $150,371
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $145,698
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $225,200
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $215,775
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $376
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 $501
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $57,760
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $502
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $172,394
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,237
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $9,020
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $604
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,477
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $184
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,386
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $306
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $20,863
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,010
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,310
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,148
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $113,676
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $295,745
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,307,741
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33 5,000,000 $24,509
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,925,000 $253
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,425,912 $1,415,854
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,604,566
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $3,926
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $808,889
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $655,399
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $118,644
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,355,696
Fifth Third Bancorp, Floating Rate Note (Perpetual) 17,380 $479,167
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2,113,000 $422,795
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $246,307
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,200,644
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2,100,000 $2,120,695
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $1,304,158
First Tennessee Bank NA, 2.95%, 12/1/19 5,425,000 $5,556,904
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 553,598 $490,231
Ford Motor Credit Co LLC, 3.219%, 1/9/22 6,425,000 $6,599,298
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 3,300,000 $3,341,947
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $680,494
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $100,071
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $3,462,963
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,684,645
Freeport-McMoRan, Inc., 4.55%, 11/14/24 1,650,000 $1,524,080
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $968,181
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $679,063
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $1,006,438
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,652,474
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 5,000,000 $5,302,515
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,791,115
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,352,342
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $668,455
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 858,000 $901,477
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $907,968
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $3,067,744
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/47 (144A) 2,401,000 $2,455,304
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,474,867
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,240,947
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 203,267 $198,566
Garda World Security Corp., Term B Loan, 11/1/20 794,589 $776,214
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,697,221
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,495,041
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 1,215,000 $1,217,782
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 3,840,084 $1,757,160
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 5,102,315 $2,056,067
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,660,786
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,780,099
General Electric Capital Corp., Floating Rate Note (Perpetual) 4,400,000 $5,160,558
General Motors Financial Co, Inc., 4.0%, 1/15/25 6,525,000 $6,681,346
Gilead Sciences, Inc., 4.5%, 2/1/45 7,550,000 $8,761,793
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,142,455
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 878,139 $873,748
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $895,185
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 27,275,000 $2,377,183
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,046,297
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,104,180
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,800,000 $2,802,536
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,300,000 $3,871,299
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,675,156
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $58,212
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $840,885
Government National Mortgage Association, Floating Rate Note, 2/16/53 12,000,000 $837,542
Government National Mortgage Association, Floating Rate Note, 3/16/53 8,300,000 $524,406
Government National Mortgage Association, Floating Rate Note, 8/16/52 14,000,000 $729,541
Government National Mortgage Association, Floating Rate Note, 9/16/52 13,000,000 $899,885
Government National Mortgage Association I, 3.5%, 1/21/15 13,638,000 $14,485,882
Government National Mortgage Association I, 3.5%, 7/15/42 19,357,527 $14,486,092
Government National Mortgage Association I, 4.0%, 1/15/41 281,135 $172,117
Government National Mortgage Association I, 4.0%, 1/15/41 77,209 $46,192
Government National Mortgage Association I, 4.0%, 1/21/15 23,994,000 $25,874,081
Government National Mortgage Association I, 4.0%, 10/15/40 27,335 $14,397
Government National Mortgage Association I, 4.0%, 10/15/41 52,992 $11,106
Government National Mortgage Association I, 4.0%, 10/15/41 63,254 $14,106
Government National Mortgage Association I, 4.0%, 10/15/41 40,767 $9,012
Government National Mortgage Association I, 4.0%, 10/15/44 449,138 $452,625
Government National Mortgage Association I, 4.0%, 11/15/40 30,717 $13,422
Government National Mortgage Association I, 4.0%, 11/15/40 245,475 $86,506
Government National Mortgage Association I, 4.0%, 11/15/41 25,000 $8,775
Government National Mortgage Association I, 4.0%, 11/15/41 55,544 $8,994
Government National Mortgage Association I, 4.0%, 11/15/43 32,084 $34,167
Government National Mortgage Association I, 4.0%, 11/15/44 1,537,490 $1,650,204
Government National Mortgage Association I, 4.0%, 12/15/41 28,465 $13,822
Government National Mortgage Association I, 4.0%, 2/15/41 25,888 $19,375
Government National Mortgage Association I, 4.0%, 2/15/42 128,311 $83,390
Government National Mortgage Association I, 4.0%, 2/15/42 854,888 $560,697
Government National Mortgage Association I, 4.0%, 2/19/15 7,500,000 $8,068,535
Government National Mortgage Association I, 4.0%, 3/15/44 454,143 $414,088
Government National Mortgage Association I, 4.0%, 3/15/44 12,909,682 $11,872,661
Government National Mortgage Association I, 4.0%, 3/15/44 33,576 $32,472
Government National Mortgage Association I, 4.0%, 3/15/44 1,083,496 $1,014,024
Government National Mortgage Association I, 4.0%, 4/15/44 58,312 $26,300
Government National Mortgage Association I, 4.0%, 4/15/44 75,647 $78,230
Government National Mortgage Association I, 4.0%, 5/15/39 31,547 $14,623
Government National Mortgage Association I, 4.0%, 6/15/39 28,840 $11,252
Government National Mortgage Association I, 4.0%, 6/15/41 167,972 $126,221
Government National Mortgage Association I, 4.0%, 8/15/40 38,807 $18,043
Government National Mortgage Association I, 4.0%, 8/15/43 4,891,389 $3,833,449
Government National Mortgage Association I, 4.0%, 8/15/44 1,041,626 $1,053,159
Government National Mortgage Association I, 4.0%, 9/15/40 25,000 $13,943
Government National Mortgage Association I, 4.0%, 9/15/41 2,091,451 $1,055,676
Government National Mortgage Association I, 4.0%, 9/15/41 25,471 $11,775
Government National Mortgage Association I, 4.0%, 9/15/44 978,436 $1,049,342
Government National Mortgage Association I, 4.0%, 9/15/44 812,515 $784,650
Government National Mortgage Association I, 4.0%, 9/15/44 1,076,561 $1,050,307
Government National Mortgage Association I, 4.0%, 9/15/44 216,972 $215,554
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $736,876
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $294,822
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $527,646
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $242,739
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $1,946,528
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $54,115
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,242
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $183,137
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $24,704
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $313,974
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $230,416
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,552,121
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,345,799
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $2,026,268
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $125,794
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $805,402
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,545,481
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $328,917
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $60,719
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $543,484
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $146,720
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $166,612
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $639,362
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $1,695
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $160,838
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $165,184
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $164,570
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $244,928
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $179,493
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $46,263
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $121,859
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $303,026
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $151,630
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $57,668
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $344,722
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $748,481
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $37,586
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $173,844
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $142,267
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $58,682
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $116,742
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $77,184
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,253
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $19,106
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $179,591
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $131,518
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $118,170
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $628,059
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $800,814
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $218,427
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $205,385
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $33,223
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $55,499
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $32,676
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $192,499
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $244,251
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $8,207
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $32,219
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,515
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $191,453
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $57,623
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $76,504
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $370,801
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $187,986
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $57,748
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $199,856
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $194,012
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $163,541
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $56,530
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $31,099
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $36,228
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,082
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $273,157
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $188,207
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $162,589
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $554,922
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $429,240
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $200,974
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $26,212
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $28,641
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $53,741
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $85,979
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $45,785
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $39,524
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $221,613
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $6,310
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $16,456
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $12,219
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $473,355
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $117,532
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $344,383
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $113,017
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $87,971
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,673
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $124,072
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $248,035
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,084,212
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,273
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $126,379
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $626,816
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,148
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $18,198
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $904
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $54,929
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,620
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $153,942
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $129,524
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,936
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $6,365
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $93,547
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $589,272
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $13,392
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,372
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $41,444
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $58,098
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $12,597
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $23,154
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $99,677
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,586
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $27,094
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $117,020
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,670
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $86,398
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $111,008
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $5,935
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $32,538
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $28,978
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,667
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,745
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $20,686
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $202,441
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,957
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,774
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $209,838
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $106,775
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $75,501
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $86,089
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $39,918
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,677
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,922
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,722
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $27,647
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $81,533
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,408
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,173
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,929
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,830
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,510
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $116,442
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $51,507
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,161
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $5,899
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,336
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $218,209
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,659
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $7,012
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $70,537
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,049
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $16,004
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,359
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,503
Government National Mortgage Association II, 4.0%, 10/20/44 4,890,000 $5,172,988
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $454,930
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $183,380
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $86,259
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $2,846,301
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $466,292
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $344,534
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $314,226
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,550
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,536
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $48,119
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $120,532
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $115,080
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,388
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,956,102
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,400,000 $1,422,243
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 387,075 $383,116
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,345,245
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $427,394
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $415,619
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,046,098
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $938,276
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,331,263
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,128,420
GSR Mortgage Loan Trust 2004-14, Floating Rate Note, 12/25/34 41,727,261 $2,097,350
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,781,100
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $979,751
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,386,324
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $765,295
GTP Acquisition Partners I LLC, 4.347%, 6/15/41 (144A) 3,355,000 $3,425,948
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $806,069
Halliburton Co., 7.6%, 8/15/96 (144A) 2,250,000 $3,547,653
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 738,551 $738,551
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,771,193 $1,771,331
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $78,126
Hercules Capital Funding Trust 2014-1, 3.524%, 4/16/21 (144A) 2,920,000 $2,924,288
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,177,009
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,621,579
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $227,351
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $3,075,101
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $556,499
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 406,866 $406,430
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $388,501
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 2,340,000 $2,282,373
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,019,757
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $1,245,150
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,779,486
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,800,792
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,277,014
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,208,495
Huntsman International LLC, Extended Term B Loan, 4/19/17 254,694 $252,386
Hyatt Hotel Portfolio Trust 2015-HYT, Floating Rate Note, 11/15/29 (144A) 2,100,000 $2,103,244
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,260,600
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $668,052
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,934,396
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 1,550,000 $1,577,629
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 1,750,000 $1,769,252
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 1,150,000 $1,177,242
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 1,801,000 $1,555,475
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 395,000 $355,461
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $2,934,057
Immucor, Inc., Term B-2 Loan, 8/19/18 2,133,970 $2,121,522
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $493,087
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 44,417,000 $2,837,049
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 10,000,000 $641,511
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $1,834,609
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $300,513
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $1,000,627
IMS Health, Inc., Term B Dollar Loan, 3/17/21 453,811 $446,247
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,083,267
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 2,550,000 $2,710,438
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 746,794 $745,628
International Paper Co., 3.65%, 6/15/24 6,975,000 $7,257,005
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,578,144
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,717,600
Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/17/31 (144A) 1,700,000 $1,686,619
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $543,036
Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25 15,300,000 $3,034,403
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $771,761
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $251,795
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,157,198
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $756,962
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $744,792
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,370,604
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,174,628
Johnson & Johnson, 4.375%, 12/5/33 3,150,000 $3,763,726
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,956,149
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,815,000 $5,313,049
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,491,259
JP Morgan Chase Commercial Mortgage Securities Corp., 2.84%, 12/17/47 3,910,234 $4,017,522
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3, Floating Rate Note, 8/15/42 2,800,000 $2,856,556
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 4,800,000 $4,956,680
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $414,811
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,689,882
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,498,889
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 1,200,000 $1,286,824
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,592,892
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4 REMICS, Floating Rate Note, 12/16/30 ( 2,200,000 $2,202,312
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,258,157
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $818,750
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,328,737
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $706,566
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,776,311
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $214,733
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,034,985
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $969,270
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,826,266
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,989,000 $6,833,390
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 6,600,000 $4,543,265
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,699,894
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $976,947
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $9,503,156
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 6,000,000 $5,884,050
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 2,235,000 $2,070,814
Kane Flt% 12jun15 1,600,000 $1,533,440
Kane Ilw Zero% 02feb16 1,000,000 $920,800
Kane-Pi5 Zero% 18jul16 1,004,000 $1,130,203
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,956,533 $1,957,512
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 3,654,000 $3,657,654
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,018,867 $2,019,472
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,009,200 $1,009,906
Kane Zero% 15jan16 1,012,000 $1,013,518
Kane Zero% 19feb16 2,400,000 $2,436,960
Kane Zero% 22jan16 1,300,000 $1,306,890
Kane Zero% 22jan16 800,000 $806,080
Kane Zero% 22jan17 3,700,000 $3,766,600
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 1,700,000 $1,702,925
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $354,603
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 3,700,000 $3,781,986
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,923,835
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,682,705
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 1,998,741 $1,980,180
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $1,951,580
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $6,282,994
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,413,444
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $514,372
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,249,236
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $190,423
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 1,000,000 $434,385
LB-UBS Commercial Mortgage Trust 2005-C2 REMICS, Floating Rate Note, 4/15/30 2,255,000 $2,272,252
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,193,793
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,212,282
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,502,332
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,533,996
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $5,273,118
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $337,059
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 14,753,656 $2,016,649
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $457,099
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $253,749
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $7,413,803
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,163,571
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,407,188 $1,394,875
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,834,565
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $265,169
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 3,750,000 $3,831,875
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 2,450,000 $2,501,573
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,084,957
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,891,652
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $878,378
LSTAR Securities Investment Trust 2014-2, Floating Rate Note, 11/1/19 (144A) 5,000,000 $4,808,609
LSTAR Securities Investment Trust 2015-1, Floating Rate Note, 1/1/20 (144A) 4,970,000 $4,900,834
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 916,175 $915,460
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $1,012,382
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,132,837
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $685,894
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,021,790
Masco Corp., 5.95%, 3/15/22 825,000 $937,908
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,034,965
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $388,859
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $644,450
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $2,047,274
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,672,390
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $691,397
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 10,100,000 $770,549
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,214,615
Medtronic, Inc., 4.625%, 3/15/45 (144A) 7,300,000 $8,465,008
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,852,048
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,000,722
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $256,694
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,225,446
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,630,423
Methanex Corp., 4.25%, 12/1/24 2,625,000 $2,655,912
MetLife Capital Trust IV, 7.875%, 12/15/67 (144A) 6,325,000 $8,096,395
MGM Resorts International, 6.0%, 3/15/23 3,550,000 $3,624,550
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $391,657
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $724,165
ML-CFC Commercial Mortgage Trust 2006-1, Floating Rate Note, 2/12/39 2,500,000 $2,376,214
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $842,527
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,616,736
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,834,283
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,858,720
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 5,250,000 $206,922
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,317,884
Morgan Stanley, 4.875%, 11/1/22 300,000 $329,716
Morgan Stanley, Floating Rate Note (Perpetual) 110,230 $2,856,059
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $2,436,563
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,079,936
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $2,643,554
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,539,891
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $5,013,988
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $532,360
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,930,000 $769,991
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $658,678
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,250,000 $2,331,413
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 5,500,000 $5,685,366
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,070,969
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 2,100,000 $2,164,447
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,618,526
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 1,167,075 $1,155,040
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,299,904
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 1,000,000 $958,762
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $314,572
Nationstar Mortgage LLC, 6.5%, 6/1/22 5,480,000 $4,772,167
Navios Maritime Partners LP, Term Loan, 6/27/18 688,258 $682,235
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $837,874
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,606,101
NCR Corp., 6.375%, 12/15/23 1,425,000 $1,500,733
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,090,971
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $908,599
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,389,063
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,205,070
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,189,581
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 1,900,000 $1,715,255
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 3,895,000 $3,674,610
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3,900,000 $4,049,682
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,845,656
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,711,257
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1,050,000 $1,057,089
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,000,000 $1,006,896
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,867,638
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,697,484
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 1,382,895 $1,357,830
North American Development Bank, 2.3%, 10/10/18 643,000 $663,907
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,150,096
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 40,000 $42,017
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 430,000 $422,728
Novelis, Inc., Initial Term Loan, 3/10/17 695,000 $690,005
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,188,750
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,322,470 $1,307,867
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 6,602,000 $6,327,429
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,395,689
NSG Holdings LLC, New Term Loan, 12/11/19 770,210 $764,434
Nuance Communications, Inc., Term C Loan, 8/7/19 370,741 $362,091
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,576,532
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $2,028,862
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 3,945,000 $4,284,388
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 480,000 $476,100
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,082,572
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 1,500,000 $1,499,523
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $598,218
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $939,886
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $582,723
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $394,972
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $266,020
Owens Corning, 4.2%, 12/1/24 5,150,000 $5,356,359
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 359,091 $342,932
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 1,600,000 $1,609,335
Pangaea Zero% 01jul18 2,000,000 $2,146,000
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,711,606
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,728,452
Pelican Re, Ltd., Floating Rate Note, 4/13/15 (Cat Bond) (144A) 1,500,000 $1,565,438
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 8,850,000 $8,948,769
Permanent University Fund, 5.0%, 7/1/30 800,000 $1,008,341
Perrigo Finance plc, 3.5%, 12/15/21 4,275,000 $4,501,888
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $999,666
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 4,250,000 $255,263
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,575,272
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 746,693 $739,459
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,295
Plains All American Pipeline LP, 4.9%, 2/15/45 5,300,000 $5,813,415
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,703,034
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,620,521
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $679,890
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,506,584
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $4,182,000
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,632,291
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,368,304
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,192,010
Progreso Receivables Funding I LLC, 3.625%, 1/30/25 (144A) 3,200,000 $3,200,000
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,500,000 $1,515,083
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 180,000 $179,216
Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/17/32 (144A) 2,700,000 $2,702,531
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,294,796
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,228,139
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,570,781
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,522,718
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,952,450
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,244,808
PVH Corp., Tranche B Term Loan, 2/13/20 436,759 $438,724
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,117,092
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $506,717
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,650,000 $1,722,362
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $254,850
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $254,061
QVC, Inc., 4.45%, 2/15/25 6,325,000 $6,591,553
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $366,884
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $955,483
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $924,803
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $434,951
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $1,931,325
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,094,262
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $643,854
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,788,411
Remy International, Inc., Term B Loan 2013, 3/5/20 1,223,791 $1,219,202
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $221,949
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $387,365
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,361,964
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $748,073
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,164,375
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,000,000 $1,039,650
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,897,300
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,650,000 $1,727,096
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $862,756
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $301,070
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $269,519
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 2,500,000 $445,636
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 12,352,000 $3,106,498
Resolute Forest Products, Inc., 5.875%, 5/15/23 3,930,000 $3,801,893
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,000,000 $988,438
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $907,766
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,000,000 $959,108
Rosneft Finance SA, 7.5%, 7/18/16 (144A) 2,080,000 $2,033,800
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $956,428
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $5,882,090
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,656,910 $1,660,016
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,609,375
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 800,000 $794,013
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,201,223
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,253,778
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,208,523
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $864,279
SBA Tower Trust, 3.869%, 10/15/49 (144A) 6,975,000 $7,328,615
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $950,007
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,595,423
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 4,350,000 $4,303,781
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,550,275
Seagate HDD Cayman, 4.75%, 6/1/23 3,450,000 $3,708,024
Seagate HDD Cayman, 5.75%, 12/1/34 (144A) 4,350,000 $4,777,412
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,667,588
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,350,102
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,172,063 $1,176,385
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $59,844
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 53,080,000 $2,872,838
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 37,500,000 $1,679,188
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 15,500,000 $1,063,874
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $876,430
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,251,673
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 8,060,000 $5,729,054
Sequoia Mortgage Trust 2013-10, Floating Rate Note, 8/25/43 (144A) 7,372,000 $7,191,883
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 9,500,000 $8,232,739
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,450,000 $2,240,997
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 3,765,000 $3,335,143
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,670,300
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $787,684
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $826,984
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $2,054,587
Ship Midco, Ltd., Facility B2A-II, 11/29/19 999,288 $998,694
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,235,892
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $233,782
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2,900,000 $2,861,092
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $34,425
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 1,000,000 $1,017,200
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,234,833
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,043,603
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 2,110,000 $2,215,511
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $901,071
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $155,049
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,257,750
Southern California Edison Co., 1.845%, 2/1/22 6,200,000 $6,268,037
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,519,000
Southwest Airlines Co., 2.75%, 11/6/19 2,350,000 $2,432,433
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,817,507
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,713,882
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 632,125 $627,384
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 3,300,000 $3,358,105
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $300,266
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 700,000 $726,073
SpringCastle America Funding LLC, 2.7%, 5/25/23 2,600,000 $2,296,205
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,813,117
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 1,200,000 $1,201,905
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,426,485
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 750,000 $757,940
Sprint Corp., 7.125%, 6/15/24 1,500,000 $1,472,406
Sprint Corp., 7.25%, 9/15/21 900,000 $923,300
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 597,773 $597,275
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,475,671
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,800,866
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,930,650
State of Texas, 4.0%, 10/1/44 3,000,000 $3,251,333
State of Washington, 3.0%, 7/1/28 560,000 $580,552
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,432,506
Steel Dynamics, Inc., 5.125%, 10/1/21 (144A) 1,385,000 $1,444,161
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $303,558
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,211,730
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 3,080,000 $706,230
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,907,000 $379,384
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,215,547
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $4,151,592
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,059,492
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $141,526
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $736,374
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,086,345
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $457,672
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $663,919
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $266,228
Sumitomo Mitsui Banking Corp., 1.75%, 1/16/18 1,800,000 $1,809,179
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $951,457
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 5,825,000 $6,126,535
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,587,754
Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A) 2,250,000 $2,181,537
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,073,688
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $586,939
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 333,333 $323,056
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 666,667 $646,111
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $317,233
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 644,532 $632,179
TD Ameritrade Holding Corp., 3.625%, 4/1/25 6,025,000 $6,427,246
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,659,267
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,069,216
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $750,242
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.4849%, 9/25/36 (Step) 14,000,000 $2,801,203
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,292,491
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,191,213
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,371,528
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,229,487
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,806,330
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,129,905
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,047,940
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,168,125
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,929,454
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 3,375,000 $4,507,765
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,190,000 $4,195,238
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 700,000 $861,660
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,485,564
The Kroger Co., 2.95%, 11/1/21 7,472,000 $7,700,956
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,320,000 $1,503,427
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,328,068
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,855,986
The University of Texas System, 5.0%, 8/15/43 525,000 $626,407
The Valspar Corp., 3.3%, 2/1/25 3,025,000 $3,078,451
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,798,551
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $827,723
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 48,366,000 $3,996,321
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,204,377
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 824,038 $821,592
TimberStar Trust I, 5.7467%, 10/15/36 (144A) 1,435,000 $1,525,102
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,772,129
Time Warner, Inc., 4.7%, 1/15/21 8,300,000 $9,344,239
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,146,452
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,146,876
Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A) 800,000 $809,644
TransCanada PipeLines, Ltd., 1.875%, 1/12/18 4,425,000 $4,463,190
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 1,500,000 $1,481,484
Tronox Pigments BV, New Term Loan, 3/19/20 768,766 $761,379
TTX Co., 3.6%, 1/15/25 (144A) 6,650,000 $7,078,988
Tufts University, 5.017%, 4/15/12 3,550,000 $4,375,149
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,399,071
U.S. Treasury Bonds, 3.0%, 11/15/44 3,000,000 $3,500,080
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $2,392,608
U.S. Treasury Bonds, 4.375%, 11/15/39 6,865,000 $9,786,442
U.S. Treasury Bonds, 4.375%, 5/15/40 4,500,000 $6,446,290
U.S. Treasury Bonds, 4.375%, 5/15/41 9,400,000 $13,630,084
U.S. Treasury Bonds, 4.5%, 2/15/36 7,400,000 $10,712,956
U.S. Treasury Floating Rate Note, 0.090001011%, 7/31/16 11,325,000 $11,327,621
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 58,800,000 $59,244,188
U.S. Treasury Notes, 2.25%, 11/15/24 10,500,000 $11,088,377
UBS AG, 7.625%, 8/17/22 4,400,000 $5,404,837
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,549,393
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 11,325,000 $11,325,549
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 11,325,000 $11,327,490
University of California, 3.38%, 5/15/28 2,600,000 $2,798,264
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,265,775 $2,234,974
Ursa Re, Ltd., Floating Rate Note, 12/7/17 (Cat Bond) (144A) 1,000,000 $1,000,400
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,523,077
US Bancorp, Floating Rate Note (Perpetual) 192,120 $5,217,979
US Bancorp, Floating Rate Note (Perpetual) 18,491 $546,964
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,208,894 $6,123,522
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $530,165
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,438,540
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,729,391
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $733,943
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 3,000,000 $2,790,767
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 1,938,000 $2,178,850
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,946,939
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,660,380
Vers 2015-A Zero% 31dec17 2,500,000 $2,519,500
Viasystems, Inc., 7.875%, 5/1/19 (144A) 2,500,000 $2,689,844
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 2,200,000 $2,440,140
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 2,210,000 $2,439,828
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,521,188
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $507,408
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $494,679
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,948,807
VOLT XXIII LLC, 3.625%, 11/25/53 (Step) 1,050,000 $626,419
VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A) 1,850,000 $1,862,787
VOLT XXX LLC, 3.625%, 10/25/57 (Step) 2,150,000 $2,168,066
Walgreens Boots Alliance, Inc., 3.8%, 11/18/24 7,475,000 $7,962,075
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,202,130
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,238,744 $3,123,441
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 1,620,000 $1,769,875
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 1,565,000 $1,708,457
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 159,576 $157,780
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 125,000 $94,264
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,113,170
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,973,230
Wells Fargo & Co., Floating Rate Note (Perpetual) 3,400,000 $3,557,439
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,225,849
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,022,140
Wells Fargo Commercial Mortgage Trust 2010-C1, 3.349%, 11/18/43 (144A) 3,900,000 $2,886,232
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $2,043,364
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,793,251
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $216,447
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $198,505
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $589,667
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $1,032,194
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $1,053,279
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $3,068,760
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $206,879
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $393,724
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,323,000 $1,459,700
WideOpenWest Finance LLC, Term B Loan, 4/1/19 160,291 $159,530
Williams Partners LP, 4.3%, 3/4/24 5,980,000 $6,102,885
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,544,644
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,507,335
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,848,210
WR Grace & Co-Conn, 5.125%, 10/1/21 (144A) 1,130,000 $1,196,917
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,945 $239,608
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 666,807 $665,870

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