Pioneer Bond Fund

Top 10 Portfolio Holdings as of 4/30/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 3,600,000 $3,804,120
17079z Zero% 31mar18 1,300,000 $1,305,980
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $392,265
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,496,909
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $215,695
Acgl Zero% 01jul16 1,000,000 $1,014,700
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $721,309
Activision Blizzard, Inc., Term Loan, 7/26/20 1,146,608 $1,154,939
Adobe Systems, Inc., 3.25%, 2/1/25 8,100,000 $8,254,721
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,690,413
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,062,249 $1,021,971
Aflac, Inc., 3.625%, 11/15/24 7,000,000 $7,411,515
Africa Finance Corp., 4.375%, 4/29/20 (144A) 4,550,000 $4,602,293
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 10,000,000 $9,586,812
Agate Bay Mortgage Trust 2015-2, Floating Rate Note, 3/25/45 (144A) 6,830,000 $7,017,695
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $1,023,069
Agrium, Inc., 4.125%, 3/15/35 2,800,000 $2,724,418
Agrium, Inc., 5.25%, 1/15/45 7,600,000 $8,528,894
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $5,125,884
Air Canada 2015-1 Class A Pass Through Trust, 3.6%, 9/15/28 (144A) 4,025,000 $4,088,313
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,018,400
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,616
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,130,569
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,866,147
Alkermes, Inc., 2019 Term Loan, 9/25/19 748,082 $750,732
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,134,303 $1,142,987
Ally Financial, Inc., 4.625%, 3/30/25 800,000 $800,686
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,261,662
Ally Financial, Inc., 7.0% (Perpetual) (144A) 1,250 $1,279,844
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $685,597
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $419,545
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,646,716
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $349,583
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $171,498
Alternative Loan Trust 2004-J5, Floating Rate Note, 8/25/34 9,407,000 $8,685,056
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,527,565
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,829,603
Altrl Zero% 30jun16 937,930 $542,593
Altrl Zero% 30jun17 1,400,000 $1,427,720
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,200,000 $2,188,536
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 2,800,000 $2,969,042
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 700,000 $752,928
American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A) 900,000 $917,857
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $6,014,330
American International Group, Inc., 3.875%, 1/15/35 5,985,000 $5,895,391
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $801,327
Amherst College, 3.794%, 11/1/42 525,000 $532,328
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,776,574
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,698,041
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,393,417
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,999,273
Arbor Realty Collateralized Loan Obligation 2015-FL1, Ltd., Floating Rate Note, 3/15/25 (144A) 4,200,000 $4,203,559
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 499,694 $502,089
Arlington Flt% 01aug15 700,000 $789,180
Ascentium Equipment Receivables 2015-1 LLC, 3.24%, 1/10/22 (144A) 2,200,000 $2,215,411
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $573,388
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,286,500
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $4,053,926
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,470,102
AT&T, Inc., 4.75%, 5/15/46 2,250,000 $2,199,681
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $509,345
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $254,165
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,456,726
AutoZone, Inc., 2.5%, 4/15/21 2,575,000 $2,569,340
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 325,446 $327,406
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 608,475 $612,658
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,725,000 $4,343,862
AXA SA, 8.6%, 12/15/30 2,335,000 $3,343,650
Axis Equipment Finance Receivables III LLC, 3.41%, 4/20/20 (144A) 700,000 $698,808
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 500,000 $506,448
B2R Mortgage Trust 2015-1, 2.524%, 5/15/48 (144A) 1,100,000 $1,099,964
Ball Corp., 4.0%, 11/15/23 2,275,000 $2,271,461
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/17/31 (144A) 2,580,000 $2,590,789
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/17/29 1,600,000 $1,604,005
BAMLL Commercial Mortgage Securities Trust 2015-ASHF, Floating Rate Note, 1/18/28 (144A) 4,200,000 $4,200,851
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $653,833
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $727,270
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5,500,000 $522,493
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,310,123
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,695,844
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $689,602
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 27,225,000 $1,868,158
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $180,220
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 27,814,878 $1,158,009
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $929,660
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $77,835
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $999,723
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,170,520
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,138,451
Bank of America Corp., Floating Rate Note, 10/23/49 6,975,000 $7,421,013
Bank of America Corp., Floating Rate Note, 9/29/49 2,200,000 $2,275,014
Bank of America Corp., Floating Rate Note (Perpetual) 3,950,000 $4,048,574
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,939,630
Barclays Plc, 3.65%, 3/16/25 5,250,000 $5,212,019
Baylor University, 4.313%, 3/1/42 1,025,000 $1,094,432
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.487707%, 9/25/37 (Step) (144A) 13,200,000 $243,799
Bayview Commercial Asset Trust 2008-1, Floating Rate Note, 1/25/38 (144A) 12,910,000 $1,845,954
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $328,422
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,527,308
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,196,626
BB&T Corp., 5.625% (Perpetual) 85,000 $2,100,350
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,520,077
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,288,855
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $35,946
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $379,715
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 20,675,000 $2,255,877
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,607,830
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,584,059
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $959,248
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $773,675
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,096,941
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,544,980
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $935,180
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,004,481
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, Floating Rate Note, 4/12/38 2,600,000 $2,436,014
Becton Dickinson and Co., 3.734%, 12/15/24 10,525,000 $11,016,615
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,080,875
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,650,072
BioMed Realty LP, 4.25%, 7/15/22 900,000 $947,151
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4,950,000 $5,493,281
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,873,153
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 1,975,000 $2,451,009
BLCP Hotel Trust, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,212,093
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 2,300,000 $2,321,995
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 3,200,000 $3,515,333
Boardwalk Pipelines LP, 4.95%, 12/15/24 5,550,000 $5,680,189
Bombardier, Inc., 4.75%, 4/15/19 (144A) 1,960,000 $1,954,338
Bowdoin College, 4.693%, 7/1/12 1,000,000 $1,013,965
BP Capital Markets Plc, 3.062%, 3/17/22 4,175,000 $4,270,075
Brixmor Operating Partnership LP, 3.85%, 2/1/25 4,225,000 $4,281,482
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,856,048
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,107,943
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,469,807
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 475,762 $482,091
Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 13,825,000 $14,022,690
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 198,500 $200,733
BXG Receivables Note Trust 2015-A, 2.88%, 5/2/30 (144A) 3,000,000 $2,895,216
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,262,276
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,350,000 $1,403,863
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,647,484
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $323,439
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,531,050
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,704,272
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,252,572
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 339,150 $342,118
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3,000,000 $3,028,630
Capital Auto Receivables Asset Trust 2013-1, 1.74%, 10/22/18 2,900,000 $2,912,066
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,860,764
Capital One Financial Corp., 3.75%, 4/24/24 6,650,000 $6,880,716
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 3,000,000 $3,015,938
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2,460,000 $2,466,873
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,651,591
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $71,006
Catalent 1st Lien Tl-B L + 3.5% 08may21 1,641,254 $1,658,107
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,561,179
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,285,525
CBS Corp., 4.6%, 1/15/45 2,250,000 $2,203,211
CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A) 3,990,000 $4,001,825
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,840,610
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 106,162 $106,825
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 314,222 $316,186
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 1,059,902 $1,066,526
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,209,773
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,694,813 $1,693,621
Chemtura Corp., New Term Loan, 8/29/16 316,286 $317,735
Chesapeake Funding LLC, Floating Rate Note, 2/7/27 (144A) 1,600,000 $1,601,884
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $398,981
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $520,871
CHS, 2021 Term D Loan, 1/27/21 3,180,423 $3,203,284
CHS, Incremental 2018 Term F Loans, 12/31/18 594,144 $598,352
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,925,675 $1,932,496
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 351,124 $352,440
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,715,611
CIT Equipment Collateral 2014-VT1, 2.65%, 2/20/20 (144A) 1,400,000 $1,403,581
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 0 $1,171
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 0 $7,841
Citigroup, Inc., Floating Rate Note (Perpetual) 2,295,000 $2,320,911
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,464,780
Citigroup, Inc., Floating Rate Note (Perpetual) 2,850,000 $2,908,655
Citigroup, Inc., Floating Rate Note (Perpetual) 2,925,000 $2,966,509
Citigroup Capital XIII, Floating Rate Note, 10/30/40 87,990 $2,278,061
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 4,860,000 $1,184,753
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 1,100,000 $1,040,348
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 17,660,000 $2,982,452
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $660,624
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $698,952
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $245,013
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $539,582
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 1,000,000 $1,005,330
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,932,528
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,280,181
Cme: (Cdx.Na.Ig.23.V1) Usd 20dec19 Z91mv4jb8 25,000,000 $434,383
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $662,141
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $411,035
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,679,704
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,389,258
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,893,626
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,532,514
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,805,237
Colony Multifamily Mortgage Trust 2014-1, 2.5432%, 4/22/50 (144A) 4,000,000 $3,465,897
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $888,546
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $482,288
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $927,113
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,353,423
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 12/9/23 (144A) 4,200,000 $4,657,692
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,949,128
COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/17/31 (144A) 3,800,000 $3,791,730
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 4,150,000 $4,144,940
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,461,176
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2,875,000 $2,941,299
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $1,410,848
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,101,060
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 326,514 $326,310
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 489,771 $490,077
ConocoPhillips Co., 3.35%, 11/15/24 5,350,000 $5,543,153
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 5,475,000 $6,007,154
Constellation Brands, Inc., 3.75%, 5/1/21 630,000 $654,413
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 2,500,000 $2,250,269
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,705,527
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.95%, 11/9/22 6,425,000 $6,711,878
Corporate Office Properties LP, 3.6%, 5/15/23 1,085,000 $1,063,627
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $2,017,104
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 5,075,000 $5,163,584
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36 1,000,000 $985,684
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,492,296
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $191,998
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $443,032
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,247,773
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $539,966
Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 3/15/28 (144A) 2,700,000 $2,702,857
Credit Suisse New York NY, 1.75%, 1/29/18 7,000,000 $7,046,811
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $581,827
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 1,845,375 $1,859,208
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 1,496,212 $1,498,925
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,307,323
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,855,626
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,741,228 $1,752,111
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 8,805,000 $6,930,361
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $3,295,106
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,466,831
CSMC Trust 2014-WIN1, Floating Rate Note, 9/25/44 (144A) 11,130,000 $7,611,483
CSMC Trust 2015-2, 3.0%, 2/25/45 10,218,000 $10,441,519
CubeSmart LP, 4.8%, 7/15/22 730,000 $810,345
Cummins, Inc., 5.65%, 3/1/98 3,727,000 $4,241,850
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,183,331
CVS Health Corp., 2.25%, 8/12/19 650,000 $661,986
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $723,578
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,615,619
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $664,366
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,318,634 $1,328,794
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,242,450 $1,245,287
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 251,775 $252,982
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 5,000,000 $5,174,969
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,189,499
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,347,593
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,084,950
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $1,852,143
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,559,043
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,893,852
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,747,035
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,255,321
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,835,388
Delta Air Lines, Inc., Term Loan, 4/20/17 1,645,725 $1,649,634
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 2,600,000 $2,653,625
DigitalGlobe, Inc., Term Loan, 1/31/20 2,576,474 $2,585,157
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,435,864
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,900,000 $5,057,947
Discovery Communications LLC, 3.45%, 3/15/25 1,850,000 $1,826,072
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 750,000 $760,721
Dominion Resources, Inc. Virginia, 3.625%, 12/1/24 8,700,000 $9,093,173
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 4,051,000 $4,081,048
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 1,250,000 $1,151,326
Duke Energy Progress, Inc., 4.15%, 12/1/44 8,700,000 $9,393,205
Duke Realty LP, 3.75%, 12/1/24 5,300,000 $5,513,915
DuPont Fabros Technology LP, 5.875%, 9/15/21 1,250,000 $1,304,696
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $424,178
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 1,021,186 $1,027,204
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $260,925
East Lane Re VI, Ltd., Floating Rate Note, 3/13/20 (Cat Bond) (144A) 700,000 $690,480
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,023,860
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $818,724
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 2,500,000 $2,527,500
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $4,904,330
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,280,971
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 2,650,000 $2,687,895
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 2,825,000 $2,916,459
Endo Finance LLC, 6.0%, 2/1/25 (144A) 520,000 $541,472
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 2,018,082 $2,022,286
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,760,454
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,812,984
Energy Transfer Partners LP, 4.05%, 3/15/25 500,000 $502,901
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,046,207
EnLink Midstream Partners LP, 4.4%, 4/1/24 7,040,000 $7,350,771
Ensco Plc, 4.5%, 10/1/24 4,725,000 $4,672,817
Entegris, Inc., 6.0%, 4/1/22 (144A) 2,500,000 $2,625,000
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,518,653
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $2,010,375
EQT Midstream Partners LP, 4.0%, 8/1/24 5,100,000 $5,044,283
Equinix, Inc., 5.75%, 1/1/25 1,875,000 $2,021,654
ERAC USA Finance LLC, 4.5%, 2/15/45 (144A) 4,600,000 $4,581,706
Essex Portfolio LP, 3.5%, 4/1/25 9,125,000 $9,211,658
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 4,393,000 $4,110,166
Expedia, Inc., 4.5%, 8/15/24 5,900,000 $5,996,943
Expedia, Inc., 5.95%, 8/15/20 800,000 $908,514
Export-Import Bank of Korea, 2.25%, 1/21/20 7,475,000 $7,546,872
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,098,449
Fannie Mae, 3.0%, 12/1/42 2,352,529 $1,957,288
Fannie Mae, 3.0%, 5/18/15 3,900,000 $4,086,631
Fannie Mae, 3.0%, 7/1/43 1,019,821 $932,255
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,152,383
Fannie Mae, 3.0%, 9/1/28 7,125,717 $6,285,836
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,025,038
Fannie Mae, 3.0%, 9/1/43 6,720,470 $6,351,364
Fannie Mae, 3.5%, 11/1/42 380,000 $342,481
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,142,838
Fannie Mae, 3.5%, 12/1/42 1,000,000 $885,661
Fannie Mae, 3.5%, 12/1/42 1,015,373 $802,955
Fannie Mae, 3.5%, 2/1/29 4,606,320 $4,046,503
Fannie Mae, 3.5%, 2/1/44 18,215,601 $16,636,392
Fannie Mae, 3.5%, 6/1/28 5,531,277 $4,655,231
Fannie Mae, 3.5%, 6/11/15 13,008,000 $13,587,263
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,528,170
Fannie Mae, 3.5%, 9/1/44 5,275,000 $5,203,461
Fannie Mae, 4.0%, 1/1/42 2,000,000 $796,318
Fannie Mae, 4.0%, 1/1/42 1,821,298 $791,429
Fannie Mae, 4.0%, 1/1/44 273,906 $243,345
Fannie Mae, 4.0%, 11/1/44 225,000 $230,370
Fannie Mae, 4.0%, 11/1/44 4,035,000 $4,142,611
Fannie Mae, 4.0%, 11/1/44 10,545,000 $10,706,653
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,282,503
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,616,297
Fannie Mae, 4.0%, 12/1/42 142,828 $46,045
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,427,842
Fannie Mae, 4.0%, 2/1/42 24,300,000 $12,305,595
Fannie Mae, 4.0%, 2/1/43 2,065,000 $1,477,690
Fannie Mae, 4.0%, 2/1/44 14,000,000 $12,319,379
Fannie Mae, 4.0%, 4/1/39 7,360,371 $1,953,506
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,304,586
Fannie Mae, 4.0%, 4/1/42 2,200,000 $968,886
Fannie Mae, 4.0%, 4/1/42 1,100,000 $690,405
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,360,467
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,263,396
Fannie Mae, 4.0%, 5/13/15 11,928,000 $12,761,858
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,148,779
Fannie Mae, 4.0%, 7/1/18 675,000 $31,671
Fannie Mae, 4.0%, 7/1/42 8,163,233 $6,298,841
Fannie Mae, 4.0%, 7/1/42 624,000 $405,698
Fannie Mae, 4.0%, 7/1/44 11,110,000 $10,536,810
Fannie Mae, 4.0%, 7/1/44 800,000 $718,045
Fannie Mae, 4.0%, 8/1/42 20,000,000 $15,306,533
Fannie Mae, 4.0%, 8/1/44 20,000,000 $19,840,300
Fannie Mae, 4.0%, 9/1/44 12,553,692 $13,047,955
Fannie Mae, 4.5%, 1/1/42 11,834,581 $8,788,777
Fannie Mae, 4.5%, 1/1/42 23,783,862 $11,278,606
Fannie Mae, 4.5%, 1/1/44 15,989,536 $13,596,566
Fannie Mae, 4.5%, 10/1/35 3,754,911 $349,277
Fannie Mae, 4.5%, 10/1/35 3,754,694 $317,740
Fannie Mae, 4.5%, 11/1/20 6,500,000 $456,942
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,184,661
Fannie Mae, 4.5%, 11/1/43 800,000 $803,655
Fannie Mae, 4.5%, 11/1/43 430,000 $426,847
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,371,232
Fannie Mae, 4.5%, 12/1/43 20,000,000 $17,526,096
Fannie Mae, 4.5%, 12/1/43 20,516,456 $15,050,796
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,268,447
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,279,688
Fannie Mae, 4.5%, 5/1/41 454,433 $176,990
Fannie Mae, 4.5%, 5/1/41 17,795,568 $4,661,437
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,768,352
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,406,685
Fannie Mae, 4.5%, 7/1/41 750,000 $413,624
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,499,633
Fannie Mae, 5.0%, 1/1/20 4,159,304 $304,203
Fannie Mae, 5.0%, 10/1/20 4,036,945 $461,303
Fannie Mae, 5.0%, 12/1/17 499,951 $12,623
Fannie Mae, 5.0%, 2/1/20 700,000 $60,129
Fannie Mae, 5.0%, 2/1/22 7,621,650 $393,076
Fannie Mae, 5.0%, 2/1/22 450,000 $22,036
Fannie Mae, 5.0%, 2/1/41 17,669,429 $6,714,892
Fannie Mae, 5.0%, 2/1/45 24,000,000 $25,638,976
Fannie Mae, 5.0%, 5/1/23 4,380,644 $568,984
Fannie Mae, 5.0%, 6/1/25 6,134,875 $6,291,542
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,272,154
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,326,261
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,041,087
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,943,269
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,717,209
Fannie Mae, 5.5%, 12/1/17 12,031,696 $172,892
Fannie Mae, 5.5%, 2/1/18 2,100,000 $89,367
Fannie Mae, 5.5%, 3/1/36 5,005,809 $512,549
Fannie Mae, 5.5%, 5/1/36 4,000,000 $270,974
Fannie Mae, 5.5%, 6/1/33 1,148,000 $48,772
Fannie Mae, 5.5%, 6/1/36 6,000,000 $387,511
Fannie Mae, 5.5%, 7/1/33 3,800,000 $165,917
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,147,843
Fannie Mae, 5.5%, 9/1/17 3,705,000 $59,493
Fannie Mae, 5.5%, 9/1/19 7,000,000 $282,578
Fannie Mae, 6.0%, 1/1/29 60,204 $1,132
Fannie Mae, 6.0%, 1/1/32 183,200 $5,886
Fannie Mae, 6.0%, 10/1/32 4,502,006 $92,915
Fannie Mae, 6.0%, 10/1/34 389,152 $25,777
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,177
Fannie Mae, 6.0%, 11/1/33 400,765 $44,918
Fannie Mae, 6.0%, 11/1/34 271,485 $20,073
Fannie Mae, 6.0%, 12/1/35 8,000,000 $706,333
Fannie Mae, 6.0%, 2/1/32 2,379,023 $38,446
Fannie Mae, 6.0%, 2/1/33 2,200,000 $20,729
Fannie Mae, 6.0%, 2/1/35 180,000 $18,585
Fannie Mae, 6.0%, 2/1/35 62,166 $7,215
Fannie Mae, 6.0%, 3/1/32 450,000 $10,286
Fannie Mae, 6.0%, 3/1/33 230,257 $17,665
Fannie Mae, 6.0%, 3/1/33 3,500,000 $135,576
Fannie Mae, 6.0%, 4/1/33 4,000,000 $146,412
Fannie Mae, 6.0%, 4/1/35 4,000,000 $334,521
Fannie Mae, 6.0%, 5/1/35 1,799,482 $79,420
Fannie Mae, 6.0%, 6/1/16 4,000,000 $8,793
Fannie Mae, 6.0%, 6/1/38 2,250,000 $410,393
Fannie Mae, 6.0%, 7/1/33 7,500,000 $538,504
Fannie Mae, 6.0%, 7/1/33 10,874,932 $235,373
Fannie Mae, 6.0%, 7/1/38 974,925 $81,242
Fannie Mae, 6.0%, 8/1/32 315,000 $6,853
Fannie Mae, 6.0%, 8/1/34 3,757,089 $239,350
Fannie Mae, 6.0%, 9/1/29 124,691 $1,701
Fannie Mae, 6.0%, 9/1/32 65,856 $862
Fannie Mae, 6.0%, 9/1/34 352,132 $18,199
Fannie Mae, 6.0%, 9/1/34 408,807 $44,520
Fannie Mae, 6.0%, 9/1/34 6,273,165 $156,586
Fannie Mae, 6.0%, 9/1/34 2,000,000 $87,288
Fannie Mae, 6.5%, 1/1/31 1,000,000 $3,891
Fannie Mae, 6.5%, 10/1/31 1,000,100 $13,354
Fannie Mae, 6.5%, 10/1/32 2,811,012 $87,742
Fannie Mae, 6.5%, 11/1/37 2,222,350 $248,271
Fannie Mae, 6.5%, 12/1/31 3,300,000 $159,645
Fannie Mae, 6.5%, 2/1/32 1,000,100 $5,822
Fannie Mae, 6.5%, 3/1/32 3,500,000 $93,504
Fannie Mae, 6.5%, 4/1/31 500,000 $3,450
Fannie Mae, 6.5%, 5/1/31 1,960,805 $10,305
Fannie Mae, 6.5%, 6/1/31 2,750,000 $88,979
Fannie Mae, 6.5%, 7/1/29 500,000 $10,600
Fannie Mae, 6.5%, 7/1/34 1,095,000 $35,569
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,845
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,409
Fannie Mae, 6.5%, 9/1/31 2,000,000 $9,025
Fannie Mae, 7.0%, 1/1/32 1,701,763 $31,274
Fannie Mae, 7.0%, 12/1/30 525,099 $10,038
Fannie Mae, 7.0%, 12/1/30 499,950 $847
Fannie Mae, 7.0%, 12/1/31 1,198,074 $28,447
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,094
Fannie Mae, 7.0%, 9/1/31 2,000,000 $10,701
Fannie Mae, 7.0%, 9/1/31 2,000,000 $20,488
Fannie Mae, 8.0%, 10/1/30 155,531 $752
Fannie Mae, 8.0%, 2/1/29 240,000 $2,743
Fannie Mae, 8.0%, 3/1/31 1,495,060 $10,233
Fannie Mae, 8.0%, 4/1/30 150,000 $683
Fannie Mae, 8.0%, 5/1/31 45,000 $398
Fannie Mae, 8.0%, 7/1/30 100,000 $574
FCA US LLC, Term Loan B, 5/24/17 3,768,188 $3,779,948
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $4,841,961
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,046,707
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 200,000 $208,693
Federal Home Loan Mortgage Corp., 3.5%, 12/1/44 10,570,000 $10,801,209
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $5,237,476
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,362,669
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 875,160 $894,056
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $3,598,056
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $16,762,050
Federal Home Loan Mortgage Corp., 4.0%, 11/1/42 255,000 $199,763
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 2,975,000 $2,990,604
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $673,200
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 12,595,000 $10,703,590
Federal Home Loan Mortgage Corp., 4.0%, 5/13/15 2,500,000 $2,671,068
Federal Home Loan Mortgage Corp., 4.0%, 7/1/42 255,000 $212,283
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,549,167
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,130,316
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $13,761,848
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,565,099
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $11,958,247
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 5,790,000 $5,590,716
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $431,867
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $5,748,931
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $451,522
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $232,587
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $8,759,020
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $3,508,140
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,146,987
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $576,760
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $25,271
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $32,579
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $469,918
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $604,098
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $41,217
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $195,348
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $60,362
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $249,591
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $292,647
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $400,553
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $72,526
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $51,122
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $72,852
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $27,910
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $181,161
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $10,885
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $140,376
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $62,995
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $96,590
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $7,942
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,170
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $274,047
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $16,589
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $68,535
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $528,174
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $52,874
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $768,076
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $236,636
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $144,288
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $145,894
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $194,672
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $204,171
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $198
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $376
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $478
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $54,207
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $492
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $171,386
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,219
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $600
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $8,860
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,458
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 $10,421
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $302
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $19,391
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,256
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,013
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,336
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $91,844
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $283,093
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,304,367
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,422,330 $1,422,152
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,567,012
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $3,576
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $743,101
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $463,714
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $92,277
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,317,386
Fifth Third Bancorp, Floating Rate Note (Perpetual) 17,380 $488,899
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $174,437
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,201,064
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2,100,000 $2,110,816
First Investors Auto Owner Trust 2015-1, 3.59%, 1/18/22 (144A) 510,000 $509,299
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $825,915
First Tennessee Bank NA, 2.95%, 12/1/19 5,425,000 $5,549,043
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 418,066 $378,669
Ford Motor Credit Co LLC, 3.219%, 1/9/22 6,425,000 $6,598,723
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $710,961
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $101,720
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $2,134,066
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,749,749
Freeport-McMoRan, Inc., 4.55%, 11/14/24 1,650,000 $1,635,666
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $963,174
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $675,724
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $1,005,796
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,652,246
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,790,047
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,357,275
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $669,045
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 2,010,000 $2,107,308
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $921,054
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $3,068,296
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/47 (144A) 2,401,000 $2,442,175
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,411,710
GAHR Commericial Mortgage Trust 2015-NRF, Floating Rate Note, 12/15/19 (144A) 4,630,000 $4,669,141
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,233,027
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 202,752 $202,837
Garda World Security Corp., Term B Loan, 11/1/20 792,577 $792,908
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,454,384
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,287,426
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 1,215,000 $1,227,150
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 5,786,084 $2,404,752
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 5,102,315 $1,961,766
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,659,373
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,685,280
General Motors Financial Co, Inc., 4.0%, 1/15/25 6,525,000 $6,644,363
Gilead Sciences, Inc., 4.5%, 2/1/45 7,550,000 $8,076,922
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,204,873
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 709,339 $707,566
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 3,090,877 $848,820
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 27,275,000 $2,185,766
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,067,444
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $974,380
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,800,000 $2,798,616
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,000,000 $3,623,000
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,592,457
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $18,914
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $841,302
Government National Mortgage Association I, 3.5%, 7/15/42 19,357,527 $13,627,031
Government National Mortgage Association I, 4.0%, 1/15/41 281,135 $161,229
Government National Mortgage Association I, 4.0%, 1/15/41 77,209 $44,709
Government National Mortgage Association I, 4.0%, 10/15/40 27,335 $13,629
Government National Mortgage Association I, 4.0%, 10/15/41 40,767 $9,016
Government National Mortgage Association I, 4.0%, 10/15/41 63,254 $9,750
Government National Mortgage Association I, 4.0%, 10/15/41 52,992 $11,127
Government National Mortgage Association I, 4.0%, 10/15/44 449,138 $453,333
Government National Mortgage Association I, 4.0%, 11/15/40 245,475 $76,685
Government National Mortgage Association I, 4.0%, 11/15/40 30,717 $13,428
Government National Mortgage Association I, 4.0%, 11/15/41 25,000 $8,417
Government National Mortgage Association I, 4.0%, 11/15/41 55,544 $7,697
Government National Mortgage Association I, 4.0%, 11/15/43 32,084 $34,133
Government National Mortgage Association I, 4.0%, 11/15/44 1,537,490 $1,650,234
Government National Mortgage Association I, 4.0%, 12/15/41 28,465 $12,768
Government National Mortgage Association I, 4.0%, 2/15/41 25,888 $18,900
Government National Mortgage Association I, 4.0%, 2/15/42 128,311 $75,247
Government National Mortgage Association I, 4.0%, 2/15/42 854,888 $560,914
Government National Mortgage Association I, 4.0%, 3/15/44 12,909,682 $10,035,347
Government National Mortgage Association I, 4.0%, 3/15/44 454,143 $315,366
Government National Mortgage Association I, 4.0%, 3/15/44 33,576 $28,878
Government National Mortgage Association I, 4.0%, 3/15/44 1,083,496 $913,618
Government National Mortgage Association I, 4.0%, 4/15/44 75,647 $75,052
Government National Mortgage Association I, 4.0%, 4/15/44 58,312 $22,175
Government National Mortgage Association I, 4.0%, 5/15/39 31,547 $14,620
Government National Mortgage Association I, 4.0%, 6/15/39 28,840 $10,614
Government National Mortgage Association I, 4.0%, 6/15/41 167,972 $111,674
Government National Mortgage Association I, 4.0%, 8/15/40 38,807 $17,141
Government National Mortgage Association I, 4.0%, 8/15/43 4,891,389 $3,629,008
Government National Mortgage Association I, 4.0%, 8/15/44 1,041,626 $949,608
Government National Mortgage Association I, 4.0%, 9/15/40 25,000 $13,128
Government National Mortgage Association I, 4.0%, 9/15/41 25,471 $10,727
Government National Mortgage Association I, 4.0%, 9/15/41 2,091,451 $989,044
Government National Mortgage Association I, 4.0%, 9/15/44 978,436 $988,411
Government National Mortgage Association I, 4.0%, 9/15/44 812,515 $785,347
Government National Mortgage Association I, 4.0%, 9/15/44 7,500,000 $6,768,493
Government National Mortgage Association I, 4.0%, 9/15/44 216,972 $199,520
Government National Mortgage Association I, 4.0%, 9/15/44 1,076,561 $1,048,871
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $706,822
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $524,749
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $282,926
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $215,999
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $1,961,489
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $53,504
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $155,285
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,027
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $24,774
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $313,005
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $201,691
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,505,377
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,142,170
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $1,775,101
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $123,103
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $739,107
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,433,191
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $328,735
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $53,744
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $515,247
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $130,987
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $164,905
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $631,851
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $1,465
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $142,495
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $166,418
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $158,475
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $232,479
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $40,494
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $151,700
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $114,906
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $304,693
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $152,436
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $51,430
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $325,790
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $737,263
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $34,242
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $112,620
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $155,569
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,242
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $59,591
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $74,353
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,107
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $19,176
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $180,656
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $131,721
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $114,989
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $596,782
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $792,747
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $191,322
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $191,821
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $32,743
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $55,050
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $30,728
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $182,325
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $245,206
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $6,920
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $28,315
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,510
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $181,096
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $57,572
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $64,398
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $375,558
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $176,268
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $53,043
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $199,339
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $193,562
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $150,556
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $53,000
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $23,983
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $31,693
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $2,977
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $192,501
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $261,705
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $187,934
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $143,256
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $522,308
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $412,437
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $23,514
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $28,568
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $86,803
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $54,268
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $40,685
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $34,877
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $221,352
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $5,429
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $16,432
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $11,731
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $450,964
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $110,192
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $334,163
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $112,939
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,635
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $87,698
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $248,347
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $125,222
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,051,503
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,080
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $127,653
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $595,115
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,092
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $18,265
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $883
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $45,410
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $150,282
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,419
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $127,935
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,500
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $6,376
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $91,281
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $572,800
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $11,886
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,329
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $43,104
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $57,660
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $98,154
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $12,396
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $22,901
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,529
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $26,689
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $116,206
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,699
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $85,463
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $106,824
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $5,795
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $31,804
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $28,060
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,351
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,841
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $18,552
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $199,405
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,918
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $202,369
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $53,905
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $106,250
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $61,894
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $84,426
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $34,453
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,695
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,899
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,652
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $26,540
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $79,229
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,020
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,182
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,593
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,804
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,208
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $114,714
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,098
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $48,088
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $5,692
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,268
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $207,661
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,383
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $6,929
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $50,351
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,016
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $15,865
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,120
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,480
Government National Mortgage Association II, 4.0%, 10/20/44 4,890,000 $4,898,635
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $437,104
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $166,167
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $79,553
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $2,677,267
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $429,430
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $333,790
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $302,854
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,377
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,477
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $45,380
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $116,151
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $108,146
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,239
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,897,826
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,400,000 $1,386,843
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 386,100 $387,811
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,354,758
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $172,773
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $416,374
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,033,417
GS Mortgage Securities Corp Trust 2012-SHOP, 2.933%, 6/6/31 (144A) 2,800,000 $2,911,471
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $907,863
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,324,278
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,117,917
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,642,291
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $957,857
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,245,320
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $702,130
GTP Acquisition Partners I LLC, 4.347%, 6/15/41 (144A) 3,355,000 $3,365,431
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $789,793
Halliburton Co., 7.6%, 8/15/96 (144A) 2,250,000 $3,304,812
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 736,681 $738,811
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,766,709 $1,772,396
Healthcare Realty Trust, Inc., 3.875%, 5/1/25 3,750,000 $3,730,997
Helmerich & Payne International Drilling Co., 4.65%, 3/15/25 (144A) 6,050,000 $6,396,114
Hercules Capital Funding Trust 2014-1, 3.524%, 4/16/21 (144A) 2,920,000 $2,927,025
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,151,056
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 $224,461
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $3,039,931
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $556,195
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 405,044 $406,848
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $366,268
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 2,340,000 $2,280,836
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $1,924,916
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $900,687
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,730,778
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,723,464
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,131,427
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,114,165
Huntsman International LLC, Extended Term B Loan, 4/19/17 252,086 $252,401
Hyatt Hotel Portfolio Trust 2015-HYT, Floating Rate Note, 11/15/29 (144A) 2,100,000 $2,105,082
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,253,910
Hyundai Capital America, 2.0%, 3/19/18 (144A) 3,125,000 $3,154,170
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,828,262
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 1,150,000 $1,162,854
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 1,801,000 $1,522,671
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 395,000 $344,034
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $3,011,323
Immucor, Inc., Term B-2 Loan, 8/19/18 2,128,526 $2,139,169
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $474,546
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $1,737,273
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $287,783
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $969,523
IMS Health, Inc., Term B Dollar Loan, 3/17/21 452,668 $453,658
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,084,667
Intel Corp., 4.8%, 10/1/41 11,075,000 $12,078,705
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 1,900,000 $1,980,354
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 744,918 $750,854
International Paper Co., 3.65%, 6/15/24 6,975,000 $7,152,513
International Paper Co., 6.0%, 11/15/41 2,400,000 $2,824,869
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,526,940
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,657,922
Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/17/31 (144A) 1,700,000 $1,700,912
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $425,505
Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25 15,300,000 $2,949,367
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $699,850
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $98,134
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,245,218
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $795,573
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $716,698
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,409,979
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,152,873
Johnson & Johnson, 4.375%, 12/5/33 3,150,000 $3,613,258
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $2,029,473
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,815,000 $5,340,678
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,517,566
JP Morgan Chase Commercial Mortgage Securities Corp., 2.84%, 12/17/47 3,910,234 $3,984,152
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3, Floating Rate Note, 8/15/42 2,800,000 $2,834,721
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 4,800,000 $4,948,433
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $404,400
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,684,373
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,493,277
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 1,200,000 $1,266,438
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,624,168
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4 REMICS, Floating Rate Note, 12/16/30 ( 2,200,000 $2,203,480
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,257,297
JP Morgan Chase Commercial Mortgage Securities Trust 2015-COSMO, Floating Rate Note, 1/15/32 (144A) 4,600,000 $4,621,637
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $425,988
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $518,089
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,755,321
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $843,886
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,769,393
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 8,922,000 $5,730,223
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 2,000,000 $1,823,496
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,989,000 $6,354,999
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,601,550
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $927,937
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 9,276,000 $8,610,040
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $8,998,109
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 6,000,000 $5,633,647
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,609,000 $2,456,564
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 2,235,000 $1,864,566
Kane Flt% 12jun15 1,600,000 $1,582,880
Kane Ilw Zero% 02feb16 1,000,000 $942,100
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,018,867 $2,024,116
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,956,533 $1,963,577
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,009,200 $1,014,751
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 3,654,000 $3,673,001
Kane Zero% 15jan16 1,012,000 $1,018,173
Kane Zero% 19feb16 2,400,000 $2,551,920
Kane Zero% 22jan16 800,000 $815,440
Kane Zero% 22jan16 1,300,000 $1,319,760
Kane Zero% 29apr16 3,700,000 $3,711,100
KeyCorp, 5.1%, 3/24/21 7,378,000 $8,381,597
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 1,700,000 $1,687,625
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $351,418
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 3,700,000 $3,746,836
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,762,209
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,626,269
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 1,993,693 $2,010,307
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $1,843,568
KKR Group Finance Co III LLC, 5.125%, 6/1/44 (144A) 1,650,000 $1,716,183
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,418,061
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,357,989
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $497,943
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,163,582
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $184,197
Leaf Receivables Funding 10 LLC, 3.16%, 3/15/21 (144A) 550,000 $550,042
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $794,119
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,210,894
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,503,126
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,507,164
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,989,315
Lehman ABS Manufactured Housing Contract Trust 2001-B, 3.01%, 5/15/41 22,820,000 $294,060
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $312,203
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 16,378,656 $2,114,726
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $419,122
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $230,767
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $6,859,196
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,169,414
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,403,625 $1,409,766
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,770,902
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $260,869
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 3,750,000 $3,794,875
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 2,450,000 $2,477,269
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,084,259
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,888,150
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $31,163
LSTAR Securities Investment Trust 2014-2, Floating Rate Note, 11/1/19 (144A) 5,000,000 $4,662,148
LSTAR Securities Investment Trust 2015-1, Floating Rate Note, 1/1/20 (144A) 4,970,000 $4,844,586
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/1/20 (144A) 2,500,000 $2,475,558
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,651,000 $5,589,106
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 913,849 $923,804
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $992,191
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,161,557
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $480,161
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,005,871
Masco Corp., 4.45%, 4/1/25 1,050,000 $1,088,927
Masco Corp., 5.95%, 3/15/22 825,000 $934,397
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,012,334
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $369,455
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $617,908
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,940,114
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,456,965
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $529,812
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 12,000,000 $2,315,567
Medtronic, Inc., 4.625%, 3/15/45 (144A) 7,300,000 $7,906,146
Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A) 750,000 $746,325
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $996,622
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $247,697
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,072,567
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 46,068,000 $1,821,148
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,542,073
Methanex Corp., 4.25%, 12/1/24 2,625,000 $2,727,029
MGM Resorts International, 6.0%, 3/15/23 3,550,000 $3,703,685
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $396,784
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $712,512
ML-CFC Commercial Mortgage Trust 2006-1, Floating Rate Note, 2/12/39 2,500,000 $2,313,510
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $824,630
Molex Electronic Technologies LLC, 2.878%, 4/15/20 (144A) 5,025,000 $5,042,621
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,787,001
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 0 $5,536
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,323,892
Morgan Stanley, 4.875%, 11/1/22 300,000 $332,310
Morgan Stanley, Floating Rate Note (Perpetual) 2,900,000 $2,933,278
Morgan Stanley, Floating Rate Note (Perpetual) 110,230 $2,877,003
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $1,109,823
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,071,505
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $2,391,037
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,380,528
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $4,643,100
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $503,992
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,930,000 $720,628
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 5,500,000 $5,598,523
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,250,000 $2,292,836
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,050,569
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 2,100,000 $2,127,277
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,625,909
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 1,164,150 $1,170,989
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,246,676
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 1,000,000 $957,704
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $281,232
Nationstar Mortgage LLC, 6.5%, 6/1/22 5,480,000 $5,470,867
Navios Maritime Partners LP, Term Loan, 6/27/18 653,165 $658,064
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $858,198
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,610,414
NCR Corp., 6.375%, 12/15/23 1,425,000 $1,534,131
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 4,250,000 $4,077,805
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,063,742
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $900,748
Newfield Exploration Co., 5.375%, 1/1/26 2,360,000 $2,472,370
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,510,250
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,236,750
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,069,764
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 5,200,000 $4,395,738
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 4,141,000 $3,646,426
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3,900,000 $3,678,632
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,825,256
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,726,346
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1,050,000 $1,054,870
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,000,000 $1,004,820
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,732,660
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,839,206
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 1,379,420 $1,380,282
North American Development Bank, 2.3%, 10/10/18 643,000 $656,410
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,135,136
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 40,000 $43,167
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 430,000 $422,802
Novelis, Inc., Initial Term Loan, 3/10/17 693,193 $695,706
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,137,500
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,319,105 $1,317,365
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 6,602,000 $6,293,293
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,278,941
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,440,000 $5,026,269
NSG Holdings LLC, New Term Loan, 12/11/19 768,260 $769,221
Nuance Communications, Inc., Term C Loan, 8/7/19 369,800 $368,818
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,378,678
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,982,319
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 3,945,000 $4,138,798
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 478,750 $479,498
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,060,843
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 1,500,000 $1,515,738
Oracle Corp., 2.5%, 5/15/22 10,600,000 $10,535,064
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $612,329
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $837,586
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $552,836
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $377,742
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $274,091
Owens Corning, 4.2%, 12/1/24 5,150,000 $5,354,886
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 194,134 $190,616
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 1,600,000 $1,609,271
Pangaea Zero% 01jul18 2,000,000 $2,197,800
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,617,057
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,746,635
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 8,850,000 $8,856,042
Permanent University Fund, 5.0%, 7/1/30 800,000 $966,565
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $999,683
PHH Mortgage Capital LLC, 7.0%, 12/25/27 (Step) (144A) 4,250,000 $188,630
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,507,817
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 691,568 $693,153
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,796
Plains All American Pipeline LP, 4.9%, 2/15/45 5,300,000 $5,500,535
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 2,373,000 $2,698,566
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,627,435
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $647,979
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,564,413
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $4,121,320
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,499,517
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,267,766
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,189,633
Progreso Receivables Funding III LLC, 3.625%, 1/30/25 (144A) 3,200,000 $3,207,411
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 2,700,000 $2,723,775
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 180,000 $181,688
Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/20/32 (144A) 2,700,000 $2,740,384
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,092,158
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,233,670
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,633,125
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,576,619
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,966,513
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,258,826
PVH Corp., Tranche B Term Loan, 2/13/20 423,722 $426,768
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,126,103
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,650,000 $1,700,050
QVC, Inc., 4.45%, 2/15/25 7,300,000 $7,387,654
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $349,265
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $895,172
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $892,073
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $387,692
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $1,772,961
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $990,893
RAMP Series 2005-RZ4 Trust, Floating Rate Note, 11/25/35 2,500,000 $1,799,376
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $503,068
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,808,826
Remy International, Inc., Term B Loan 2013, 3/5/20 1,719,394 $1,732,289
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $198,063
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $356,043
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,234,455
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $739,073
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,147,500
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,000,000 $1,017,344
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,650,000 $1,702,048
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,869,440
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $850,116
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $295,145
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $265,222
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 12,829,000 $3,135,323
Resolute Forest Products, Inc., 5.875%, 5/15/23 3,930,000 $3,894,002
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 979,538 $984,588
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $862,014
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,028,750
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $5,943,254
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,652,715 $1,659,533
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,780,000
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 800,000 $785,600
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,191,740
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,242,167
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 2,000,000 $1,998,000
San Diego Gas & Electric Co., 1.914%, 2/1/22 3,150,000 $3,175,601
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $814,345
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $862,504
SBA Tower Trust, 3.869%, 10/15/49 (144A) 6,975,000 $7,195,944
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $845,081
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,558,485
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 4,339,125 $4,388,240
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,651,350
Seagate HDD Cayman, 4.75%, 6/1/23 3,450,000 $3,687,697
Seagate HDD Cayman, 5.75%, 12/1/34 (144A) 4,350,000 $4,707,638
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 400,000 $400,000
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 3,000,000 $3,000,000
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,728,688
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,259,445
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,169,125 $1,174,898
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $52,474
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 53,935,000 $2,793,477
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 37,500,000 $1,539,894
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 901,000 $81,292
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,168,267
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 8,060,000 $5,307,609
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 6,071,000 $3,228,195
Sequoia Mortgage Trust 2013-10, Floating Rate Note, 8/25/43 (144A) 7,372,000 $7,029,138
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 7,915,000 $7,644,421
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 9,500,000 $7,826,226
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,450,000 $2,144,981
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,579,416
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 14,077,000 $11,723,578
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $750,782
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $792,596
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 6,700,000 $6,462,320
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $1,943,430
Sequoia Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 7,710,000 $7,469,820
Sequoia Mortgage Trust 2015-2, Floating Rate Note, 5/25/45 (144A) 8,762,000 $8,990,177
Ship Midco, Ltd., Facility B2A-II, 11/29/19 795,333 $804,280
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,109,230
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $212,577
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,360,000 $3,396,028
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $15,950
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 1,000,000 $1,071,000
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,125,312
Sinopec Group Overseas Development 2015, Ltd., 2.5%, 4/28/20 (144A) 10,050,000 $9,973,965
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 1,200,000 $1,200,937
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $901,661
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $4,579
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,302,438
Southern California Edison Co., 1.845%, 2/1/22 6,200,000 $6,252,565
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,511,729
Southwest Airlines Co., 2.75%, 11/6/19 2,350,000 $2,427,646
Southwestern Electric Power Co., 3.9%, 4/1/45 10,800,000 $10,414,944
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,747,774
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,717,616
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 3,300,000 $3,409,684
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $297,906
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 700,000 $721,601
SpringCastle America Funding LLC, 2.7%, 5/25/23 2,600,000 $2,088,820
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,141,921
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 1,200,000 $1,203,156
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,306,402
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 5,000,000 $3,233,720
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 750,000 $757,638
Sprint Corp., 7.125%, 6/15/24 1,500,000 $1,482,250
Sprint Corp., 7.25%, 9/15/21 1,500,000 $1,519,521
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 555,316 $558,700
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,429,938
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,831,548
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,984,200
Staples Inc 1st Lien Tl-B L + 2.75% 24apr21 1,925,000 $1,935,293
State of Texas, 4.0%, 10/1/44 3,000,000 $3,126,970
State of Washington, 3.0%, 7/1/28 560,000 $568,932
State of Washington, 5.0%, 7/1/30 1,600,000 $1,905,211
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,459,606
Steel Dynamics, Inc., 5.125%, 10/1/21 (144A) 1,385,000 $1,422,078
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 1,400,000 $1,402,188
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $298,841
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,185,263
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 3,080,000 $674,796
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 6,054,578 $571,764
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,134,707
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $3,918,394
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 41,560,377 $2,014,589
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $107,086
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $608,816
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $1,796,793
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $344,703
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $630,804
Structured Asset Securities Corp Trust 2005-17, 5.5%, 10/25/35 7,170,000 $4,579,574
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $261,450
Sumitomo Mitsui Banking Corp., 1.75%, 1/16/18 1,800,000 $1,817,520
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $957,375
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 5,825,000 $5,998,158
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,441,285
Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A) 2,250,000 $1,934,543
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,073,087
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $552,505
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 333,333 $323,958
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 666,667 $647,917
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $309,875
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 642,913 $652,958
TD Ameritrade Holding Corp., 3.625%, 4/1/25 6,025,000 $6,292,220
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,406,569
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,080,569
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $751,382
Terwin Mortgage Trust Series TMTS 2005-12ALT, 5.04405%, 7/25/36 (Step) 835,000 $436,188
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.417717%, 9/25/36 (Step) 14,000,000 $2,731,288
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,294,232
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,174,403
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,339,965
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,164,737
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,856,471
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,515,846
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,217,344
The Bank of Tokyo-Mitsubishi UFJ, Ltd., 2.3%, 3/5/20 (144A) 11,675,000 $11,779,127
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,921,152
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 6,875,000 $8,674,408
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 3,491,667 $3,535,313
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,461,060
The Kroger Co., 2.95%, 11/1/21 7,472,000 $7,714,204
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,336,794
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,070,000 $1,220,536
The Priceline Group, Inc., 3.65%, 3/15/25 7,375,000 $7,551,319
The University of Texas System, 5.0%, 8/15/43 525,000 $604,735
The Valspar Corp., 3.3%, 2/1/25 3,025,000 $3,041,159
The Williams Companies, Inc., 5.75%, 6/24/44 5,980,000 $5,747,137
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,800,737
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $740,708
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 72,667,000 $5,479,937
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,145,133
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 821,968 $824,537
TimberStar Trust I, 5.7467%, 10/15/36 (144A) 1,435,000 $1,512,464
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,738,421
Time Warner, Inc., 4.7%, 1/15/21 8,300,000 $9,261,056
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,097,324
Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A) 800,000 $802,495
TransCanada PipeLines, Ltd., 1.875%, 1/12/18 4,425,000 $4,492,008
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 1,496,222 $1,504,638
Tronox Pigments BV, New Term Loan, 3/19/20 766,815 $770,266
TTX Co., 3.6%, 1/15/25 (144A) 6,650,000 $6,946,557
Tufts University, 5.017%, 4/15/12 3,550,000 $3,858,658
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,309,444
U.S. Treasury Bonds, 4.375%, 11/15/39 6,865,000 $9,088,800
U.S. Treasury Bonds, 4.375%, 5/15/40 4,500,000 $5,966,838
U.S. Treasury Bonds, 4.375%, 5/15/41 1,150,000 $1,537,617
U.S. Treasury Bonds, 4.5%, 2/15/36 30,000,000 $40,008,606
U.S. Treasury Floating Rate Note, 0.09500158%, 7/31/16 11,325,000 $11,327,779
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 78,100,000 $77,681,648
U.S. Treasury Notes, 1.375%, 3/31/20 30,000,000 $29,938,849
UBS AG, 7.625%, 8/17/22 4,400,000 $5,356,527
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 5,040,000 $5,325,462
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,534,576
United Auto Credit Securitization Trust 2015-1, 2.92%, 6/17/19 (144A) 2,140,000 $2,146,647
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 11,325,000 $11,326,277
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 11,325,000 $11,328,612
United Technologies Corp., 1.55%, 5/4/18 (Step) 10,250,000 $10,296,731
University of California, 3.38%, 5/15/28 2,600,000 $2,674,764
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,259,838 $2,263,269
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,548,380
US Bancorp, Floating Rate Note (Perpetual) 126,148 $3,405,996
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,193,175 $6,212,529
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 4,000,000 $3,958,998
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 1,000,000 $1,008,188
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $535,254
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,531,238
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,646,256
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $706,219
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 3,000,000 $2,614,823
Verizon Communications, Inc., 5.012%, 8/21/54 1,938,000 $1,932,559
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,789,691
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,436,036
Vers 2015-A Zero% 31dec17 2,500,000 $2,577,000
VFC 2015-3 LLC, 2.75%, 12/20/31 (144A) 2,000,000 $1,873,578
Viasystems, Inc., 7.875%, 5/1/19 (144A) 2,500,000 $2,729,688
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 2,200,000 $2,366,286
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 2,210,000 $2,364,644
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,525,688
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $510,658
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $502,129
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,842,565
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 4,000,000 $3,949,498
VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A) 1,850,000 $1,804,224
VOLT XXX LLC, 3.625%, 10/25/57 (Step) 2,150,000 $2,123,150
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 1,620,000 $1,708,072
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 1,565,000 $1,648,861
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 159,170 $159,468
Waste Management, Inc., 3.125%, 3/1/25 1,700,000 $1,706,563
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 675,000 $617,054
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,319,095
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,837,188
Wells Fargo & Co., Floating Rate Note (Perpetual) 3,400,000 $3,666,876
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,226,710
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,038,339
Wells Fargo Commercial Mortgage Trust 2010-C1, 3.349%, 11/18/43 (144A) 3,900,000 $2,660,326
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $2,034,544
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 4,500,000 $4,775,902
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,796,250
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $213,470
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $170,310
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $592,742
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $919,407
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $934,967
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $2,834,364
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 3,000,000 $2,834,672
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $174,528
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,323,000 $1,450,667
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $391,233
WideOpenWest Finance LLC, Term B Loan, 4/1/19 159,884 $160,926
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,519,750
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,351,407
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,781,532
WR Grace & Co-Conn, 5.125%, 10/1/21 (144A) 1,130,000 $1,182,851
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,345 $239,944
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 665,128 $666,790

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