Pioneer Bond Fund

Top 10 Portfolio Holdings as of 4/29/2016
Default: sorted by market value

Security Name Par / Shares Market Value
14112Z ZERO% 01Feb19 3,600,000 $107,640
17079Z ZERO% 31Mar18 1,300,000 $91,000
A10 2.4% 17Nov25 13-1-A 1,750,000 $19,914
A10 2.62% 15Nov27 13-2 2,794,000 $1,009,683
A 6.5% 01Nov17 894,000 $980,688
AAL 3.6% 22Sep27 4,300,000 $4,461,465
AAL 3.95% 15May27 1,500,000 $1,422,202
AAL 4.4% 22Sep25 2,575,000 $2,420,960
ABBV 3.6% 14May25 8,430,000 $8,973,060
ABIBB FLT% 01Feb21 4,350,000 $4,467,796
ABMT FLT% 25Dec45 16-1-A5 6,600,000 $6,017,006
ABMT FLT% 25Jan45 15-1-A13 10,000,000 $7,060,743
ABMT FLT% 25Jul43 13-1-B1 7,000,000 $6,443,940
ABMT FLT% 25Jul44 14-1-B2 1,873,000 $1,783,200
ABMT FLT% 25Jul45 15-5-A3 5,000,000 $4,642,418
ABMT FLT% 25Oct45 15-7-A5 10,285,000 $9,071,270
ABMT FLT% 27Mar45 15-2-A7 6,830,000 $5,056,307
ACACN 3.6% 15Mar27 144A 4,025,000 $4,039,342
ACACN 4.125% 15Nov26 144A 5,000,000 $4,721,647
ACAFP FLT% 31Dec49 144A PERPETUAL 2,700,000 $2,563,134
ACAFP FLT% 31Dec49 144A PERPETUAL 8,175,000 $8,508,954
ACAFP FLT% 31Dec49 144A PERPETUAL 5,525,000 $5,351,546
ACAR 5.2% 12Apr21 14-1-D 500,000 $497,819
ACER 3.24% 10Jan22 15-1A-D 2,200,000 $2,218,617
ACGL ZERO% 01Jul16 1,000,000 $74,900
ACORNR FLT% 17Jul18 144A 1,500,000 $1,515,693
ACTIVISION BLIZZARD INC 1ST LIEN TL-B L + 2.5% 26Jul20 686,430 $690,863
ADBE 3.25% 01Feb25 8,100,000 $8,447,439
ADGB 3.125% 03May26 144A 7,600,000 $7,654,644
ADP 2.25% 15Sep20 3,750,000 $3,880,786
AEP 3.9% 01Apr45 10,800,000 $10,115,470
AEP 4.55% 15Mar46 2,725,000 $2,892,127
AF 5% 19Jun17 2,300,000 $2,412,857
AFFINION GROUP 1ST LIEN TL-B L + 5.25% 30Apr18 1,051,518 $928,951
AFL 3.625% 15Nov24 7,000,000 $7,528,595
AFRFIN 4.375% 29Apr20 144A 4,550,000 $4,724,203
AGUCN 4.125% 15Mar35 2,800,000 $2,595,847
AGUCN 5.25% 15Jan45 10,800,000 $11,360,223
AH4R 4.11% 18Apr52 15-SFR1-C 1,300,000 $1,303,787
AH4R 4.596% 18Dec36 14-SFR3-C 2,800,000 $2,912,843
AH4R 5.04% 18Dec36 14-SFR3 700,000 $727,936
AH4R FLT% 19Jun31 14-SFR1-B 2,200,000 $2,158,078
AIG 3.875% 15Jan35 5,985,000 $5,617,222
AIOAU 4.625% 23Sep20 144A 529,000 $530,240
ALALTD FLT% 07Jun18 144A 2,750,000 $2,845,356
ALKERMES INC 1ST LIEN TL-B L + 2.75% 25Sep19 740,409 $739,483
ALL 5.95% 01Apr36 1,300,000 $1,671,498
ALL FLT% 15May57 5,676,000 $6,299,177
ALLIANCE HEALTHCARE SERVICES INC 1ST LIEN TL-B L + 3.25% 03Jun19 923,525 $884,276
ALLISON TRANSMISSION INC 1ST LIEN TL-B3 L + 2.75% 23Aug19 1,122,816 $1,126,325
ALLY 4.625% 30Mar25 2,250,000 $2,281,730
ALLY 5.125% 30Sep24 5,050,000 $5,311,442
ALLY 5.75% 20Nov25 1,125,000 $1,167,812
ALTAWH 7% 30Jun35 144A 700,000 $561,560
ALTICE 7.875% 15Dec19 144A 1,675,000 $1,794,312
ALTICE US FINANCE I CORP 1ST LIEN TL-B L + 3.25% 14Dec22 1,863,025 $1,864,577
ALTRL ZERO% 30Jun17 974,064 $158,480
AMG 4.25% 15Feb24 2,525,000 $2,622,503
AMHERS 3.794% 01Nov42 AMHERST COLLEGE 525,000 $544,271
AMTTOW 2.35% 15Jun45 144A 4,800,000 $4,793,180
ANZ 4.5% 19Mar24 144A 6,485,000 $6,673,869
AOZLTD FLT% 07Apr23 144A 500,000 $502,612
APF 2.61% 15Apr20 15-A-A 2,500,000 $1,194,718
APH 3.125% 15Sep21 3,675,000 $3,779,176
ARCLO FLT% 17Mar25 15-FL1A-A 5,000,000 $4,779,547
ARDENT LEGACY ACQUISITIONS INC 1ST LIEN TL-B L + 5.5% 31Jul21 184,223 $185,144
ARE 2.75% 15Jan20 1,225,000 $1,230,595
ARE 3.9% 15Jun23 1,093,000 $1,130,899
ARE 4.6% 01Apr22 3,520,000 $3,795,417
ATLAS FLT% 17Jan19 144A 500,000 $510,736
ATVI 6.125% 15Sep23 144A 650,000 $712,664
AVAGO TECHNOLOGIES CAYMAN FINANCE 1ST LIEN TL-B L + 3.5% 13Nov22 325,000 $325,790
AVG TECHNOLOGIES NV 1ST LIEN TL-B L + 4.75% 07Oct20 602,375 $600,869
AXASA 8.6% 15Dec30 2,335,000 $3,204,880
AXIALL HOLDCO INC 1ST LIEN TL-B L + 3.25% 27Feb22 748,106 $749,353
AXIS 3.41% 20Apr20 15-1A-C 700,000 $690,941
AXIS 4.94% 20Jul18 1A 500,000 $507,569
AYR 6.75% 15Apr17 2,800,000 $2,899,435
AZO 2.5% 15Apr21 2,575,000 $2,588,842
B2R 2.524% 15May48 15-1-A1 1,100,000 $1,036,714
BAC 4.2% 26Aug24 1,150,000 $1,179,768
BAC FLT% 23Oct49 6,975,000 $7,576,690
BAC FLT% 31Dec49 PERPETUAL 3,950,000 $3,981,248
BAC FLT% 31Dec49 PERPETUAL 2,350,000 $2,482,187
BACR 3.65% 16Mar25 5,250,000 $5,061,898
BACR 4.375% 12Jan26 3,000,000 $3,062,256
BACR 6.05% 04Dec17 144A 2,565,000 $2,778,464
BALTA FLT% 25Jan35 05-1-A1 13,520,000 $725,517
BAMLL14-FL1 FLT% 17Dec31 B 2,580,000 $2,570,839
BAMLL FLT% 17Dec29 14-INLD-B 1,600,000 $1,580,708
BAMLL FLT% 18Jan28 15-ASHF-B 4,200,000 $4,200,179
BAMLL FLT% 26Oct44 14-FRR7-A 5,250,000 $5,132,788
BAYC FLT% 27Jul37 07-2A-IO 21,000,000 $0
BAYV FLT% 28Apr39 05-B-M1 1,486,142 $485,393
BAYV FLT% 28Feb41 06-A-1A3 1,462,628 $992,458
BAYV FLT% 28Jun44 05-C-M1 400,000 $202,533
BBVASM 4.375% 10Apr24 144A 2,400,000 $2,495,113
BBVASM 6.5% 10Mar21 144A 3,815,000 $4,200,802
BBVASM FLT% 31Dec49 REGS PERPETUAL 4,600,000 $4,846,100
BCCFC 3.622% 20Nov20 15-1-C 1,650,000 $1,653,409
BDX 3.734% 15Dec24 10,525,000 $11,351,470
BID 5.25% 01Oct22 144A 1,300,000 $1,230,747
BIIB 3.625% 15Sep22 3,550,000 $3,804,014
BIIB 4.05% 15Sep25 4,275,000 $4,617,925
BIMBOA 3.875% 27Jun24 144A 9,100,000 $9,402,516
BLCP14-CLRN FLT% 15Aug29 C 2,210,000 $2,169,639
BLL 4% 15Nov23 2,275,000 $2,293,389
BLL 5.25% 01Jul25 4,000,000 $4,276,936
BLU 4.313% 01Mar42 BAYLOR UNIV TEX 1,025,000 $1,103,349
BLUDNB FLT% 23May16 144A 3,050,000 $3,077,419
BMIR FLT% 25Apr26 16-1A-M2A 2,500,000 $2,500,000
BNP FLT% 31Dec49 144A PERPETUAL 9,150,000 $9,415,953
BNSCN FLT% 13Dec27 144A 2,600,000 $2,634,775
BNSCN FLT% 15Mar17 144A 2,000,000 $422,661
BNSF 4.15% 01Apr45 14,485,000 $15,447,673
BOAA 5% 25Jul19 04-6-4A1 10,861,500 $857,183
BOAD 5.5% 06May21 144A 9,865,000 $9,759,148
BOAMS 5.5% 25Nov34 04-9-1A1 2,350,000 $764,549
BOAMS 5.75% 25Jan35 04-11-2A1 11,116,000 $616,269
BOAMS FLT% 25Jul33 03-F-2A5 27,814,878 $933,707
BPCEGP 4.875% 01Apr26 144A 3,860,000 $3,904,027
BPL 4.15% 01Jul23 5,425,000 $5,220,000
BPL 5.85% 15Nov43 2,338,000 $2,188,069
BPLN 3.062% 17Mar22 4,175,000 $4,321,510
BRCD 4.625% 15Jan23 2,860,000 $2,798,480
BRIGHT HORIZONS FAMILY SOLUTIONS L 1ST LIEN TL-B L + 2.75% 30Jan20 579,685 $581,496
BRKHEC 6.5% 01Aug18 910,000 $1,026,219
BRO 4.2% 15Sep24 5,000,000 $5,090,290
BRX 3.85% 01Feb25 4,000,000 $3,931,576
BRX 3.875% 15Aug22 1,175,000 $1,197,111
BSABS FLT% 25Jun35 05-FR1-M1 4,920,000 $1,028,558
BSABS FLT% 25Jun36 06-SD2-A3 1,949,000 $658,710
BSARM FLT% 25Aug33 03-6-1A2 69,274,000 $2,545,638
BSCMS FLT% 11Feb41 05-PWR7-B 1,000,000 $957,277
BUILDERS FIRSTSOURCE INC 1ST LIEN TL-B L + 5% 24Jul22 498,851 $499,085
BVMFBZ 5.5% 16Jul20 144A 3,200,000 $3,354,844
BWAY HOLDING CO 1ST LIEN TL-B L + 4.5% 08Aug20 794,977 $793,585
BWP 4.95% 15Dec24 10,900,000 $10,363,681
BX 5% 15Jun44 144A 1,725,000 $1,803,979
BX 6.25% 15Aug42 144A 6,925,000 $8,294,362
BXGNT 2.88% 02May30 15-A-A 3,000,000 $2,253,711
BXLT 3.6% 23Jun22 144A 11,025,000 $11,466,716
BXP 3.65% 01Feb26 8,600,000 $9,092,030
CAELUS FLT% 06Mar20 144A 1,350,000 $1,355,400
CAELUS FLT% 07Apr17 144A 2,350,000 $2,394,434
CAFL 2.896% 18Oct47 15-1-A 5,000,000 $4,864,538
CAH FLT% 19May31 14-1A-C 1,800,000 $1,766,003
CALPINE CONSTRUCTION FINANCE CO LP 1ST LIEN TL-B L + 2.25% 03May20 1,687,364 $1,659,241
CANTOR 7.875% 15Oct19 144A 2,980,000 $3,359,417
CATALENT 1ST LIEN TL-B L + 3.5% 08May21 1,624,720 $1,634,495
CATM 5.125% 01Aug22 3,000,000 $3,045,540
CATMED 4.35% 01Nov42 2,600,000 $2,618,299
CAUTO 3.66% 17Oct44 A 3,000,000 $2,851,881
CBASS FLT% 25Jul36 06-RP2-A3 1,000,000 $604,042
CCI 4.883% 15Aug20 144A 3,015,000 $3,230,335
CCI 6.113% 15Jan20 144A 1,625,000 $1,803,929
CCOLT 2.82% 15Mar21 15-1-A 2,500,000 $813,624
CCRSG 3.357% 10Apr29 16-HEAT-A 3,250,000 $3,350,308
CDGJ FLT% 15Dec27 14-BXCH-C 4,000,000 $3,944,697
CEMEX 9.875% 30Apr19 144A 3,328,000 $3,662,880
CERAMTEC ACQUISITION 1ST LIEN TL-B1 L + 3.25% 30Aug20 988,598 $989,216
CERAMTEC ACQUISITION 1ST LIEN TL-B2 L + 3.25% 30Aug20 105,086 $105,152
CERAMTEC ACQUISITION 1ST LIEN TL-B3 L + 3.25% 30Aug20 301,257 $301,445
CF 5.15% 15Mar34 4,845,000 $4,816,547
CF FLT% 08Feb27 15-1A-D 1,600,000 $1,576,672
CF FLT% 09Mar26 14-1-C 400,000 $396,378
C FLT% 30Oct40 30,353 $793,730
C FLT% 31Dec49 PERPETUAL 6,000,000 $6,177,708
C FLT% 31Dec49 PERPETUAL 2,850,000 $2,877,906
C FLT% 31Dec49 PERPETUAL 5,220,000 $5,232,397
CFREE14-CARE FLT% 15Nov29 B 2,460,000 $2,457,894
CG 5.625% 30Mar43 144A 5,930,000 $6,396,753
CGCMT 3.371% 11Oct47 14-GC25-AA 5,000,000 $5,272,110
CHARTER COMMUNICATIONS OPERATING L 1ST LIEN TL-F1 L + 2.25% 31Dec20 1,677,562 $1,676,121
CHARTER COMMUNICATIONS OPERATING L 1ST LIEN TL L + 0% 26May16 1,148,224 $1,148,224
CHARTER COMMUNICATIONS OPERATING L 1ST LIEN TL L + 0% 26May16 186,920 $186,920
CHASE 3.75% 26Mar46 16-1-M2 4,485,000 $4,489,090
CHEMTURA CORPORATION 1ST LIEN TL-B L + 2.75% 29Aug16 154,285 $154,864
CHRYSLER GROUP LLC 1ST LIEN TL-B L + 2.75% 24May17 2,190,334 $2,193,260
CHTRIG 6.384% 23Oct35 144A 6,995,000 $8,082,983
CINCINNATI BELL INC 1ST LIEN TL-B L + 3% 10Sep20 1,906,125 $1,900,406
CINEDIGM DIGITAL CINEMA CORP 1ST LIEN TL-B L + 2.75% 28Feb18 171,079 $169,796
CIRQUE DU SOLEIL 1ST LIEN TL L + 4% 25Jun22 411,466 $399,122
CITEC2014VT1 2.65% 20Oct22 C 1,400,000 $1,416,111
CITREL FLT% 18Apr17 144A 250,000 $246,171
CITREL FLT% 24Apr17 144A 550,000 $543,260
CLW 4.5% 01Feb23 1,285,000 $1,286,445
CMC 4.875% 15May23 3,550,000 $3,309,820
CMCSA 5.65% 15Jun35 10,310,000 $13,145,904
CMI 5.65% 01Mar98 3,727,000 $4,019,512
CMLTI FLT% 25Aug34 04-UST1 A4 17,660,000 $2,412,510
CMLTI FLT% 25May35 05-HE2-M1 1,100,000 $724,864
CMLTI FLT% 25Oct43 13-J1-A2 840,000 $627,173
CMLTI FLT% 25Sep42 15-PS1-A1 4,500,000 $3,869,380
CNAFNL 4.5% 01Mar26 9,000,000 $9,343,845
CNH 0.6899999999999999% 15Jun18 13-A-A3 1,200,000 $46,069
CNOOC 4.25% 30Apr24 5,275,000 $5,590,096
COF 3.75% 24Apr24 6,650,000 $6,875,627
COF 8.800000000000001% 15Jul19 1,465,000 $1,767,176
COLBUN 4.5% 10Jul24 144A 4,300,000 $4,520,061
COMM 2.436% 17Oct45 12-CR4-ASB 915,000 $931,354
COMM 2.822% 17Oct45 12-CR3-A3 3,850,000 $3,985,918
COMM 2.941% 12Jan46 13-LC6-A4 1,900,000 $1,975,232
COMM 3.63% 10Oct48 15-CCRE26-A 3,375,000 $3,605,856
COMM 3.774% 10Oct53 15-LC23-A4 4,225,000 $4,573,114
COMM 3.791% 17Aug45 12-CR2-AM 450,000 $482,493
COMM 4.063% 12Dec44 12-LC4-AM 4,000,000 $4,339,530
COMM FLT% 10Jun47 14-UBS3-C 4,500,000 $4,659,168
COMM FLT% 12Aug48 15-CR25-B 5,204,000 $5,699,772
COMM FLT% 12Aug50 13-CR11-C 4,200,000 $4,461,717
COMM FLT% 12May48 15-CR23-CMB 1,750,000 $1,744,920
COMM FLT% 15Jun34 14-SAVA-B 4,150,000 $4,068,869
COMM FLT% 17Oct31 14-FL5-B 3,800,000 $3,764,086
COMMSCOPE INC 1ST LIEN TERM-B L + 2.5% 14Jan18 248,022 $247,942
COMMUNICATIONS SALES & LEASING INC 1ST LIEN TL-B L + 4% 16Oct22 1,645,854 $1,618,422
COMMUNITY HEALTH 1ST LIEN TL F L + 3.25% 31Dec18 521,798 $519,963
COMMUNITY HEALTH 1ST LIEN TL-G L + 2.75% 31Dec19 1,111,478 $1,096,427
COMMUNITY HEALTH 1ST LIEN TL-H L + 3% 27Jan21 2,045,091 $2,017,738
CONCORDIA HEALTHCARE CORP 1ST LIEN TL-B L + 4.25% 20Oct21 1,645,875 $1,636,616
COOPER-STANDARD AUTOMOTIVE INC 1ST LIEN TL-B L + 3% 28Mar21 2,362,309 $2,362,309
CRG 4.07% 11Jul22 15-1-A 1,750,000 $1,740,831
CRHID 3.875% 18May25 144A 10,600,000 $11,291,729
CROCOG 5.869% 30Mar25 144A 1,010,000 $532,076
CS 1.75% 29Jan18 7,000,000 $7,055,591
CS 3.8% 15Sep22 11,200,000 $11,381,059
CSFB 5.5% 25Jun33 03-11-1B1 1,000,000 $154,594
CSMC 3.5% 25Feb45 15-2-A18 5,480,000 $4,559,971
CSMC 3% 25Feb45 15-2-A2 10,218,000 $7,669,740
CSMC 5.361% 15Feb40 07-C1-A1A 3,500,000 $2,391,672
CSMC FLT% 15Mar28 15-TOWN-C 2,700,000 $2,632,104
CSMC FLT% 25Aug43 13-7-B3 10,190,000 $8,975,056
CSMC FLT% 25Aug54 14-WIN1-2A5 11,130,000 $4,335,412
CSMC FLT% 25May43 13-IVR3-A3 4,730,113 $3,266,129
CSMC FLT% 25May43 13-IVR3-B1 3,600,000 $3,310,601
CSMC FLT% 25May43 13-IVR3-B2 4,196,000 $3,710,561
CSMC FLT% 27Apr43 13-IVR2-AD 9,745,000 $6,553,526
CSMC FLT% 27Jul43 13-IVR4-A 3,790,000 $2,812,492
CSMCTR 3% 27Jul43 13-IVR4-A 2,860,000 $2,022,985
CSX 3.35% 01Nov25 10,335,000 $10,985,025
CTL 7.5% 01Apr24 1,895,000 $1,909,212
CVS 2.25% 12Aug19 650,000 $669,121
CVS 5.298% 11Jan27 144A 1,200,000 $669,470
CVS 5.773% 10Jan33 144A 1,555,000 $1,474,156
CWALT FLT% 25Aug18 03-14T1-A9 11,900,000 $249,882
CWGS GROUP LLC 1ST LIEN TL-B L + 4.75% 20Feb20 1,529,054 $1,527,142
CWHL FLT% 25Dec33 03-56-4A2 10,000,000 $398,859
CWL FLT% 25Dec34 04-7-MV3 1,400,000 $522,645
CWL FLT% 25Dec35 05-12-2A3 10,124,000 $1,968,317
DARLING INTERNATIONAL INC. 1ST LIEN TL-B1 L + 2.5% 19Dec20 1,977,991 $1,982,293
DAVITA HEALTHCARE PARTNERS INC 1ST LIEN TL-B L + 2.75% 19Jun21 249,238 $250,510
DBUBS FLT% 12Aug44 11-LC3A-B 1,900,000 $2,160,677
DCPMID 9.75% 15Mar19 144A 2,900,000 $3,138,343
DCPMID FLT% 21May43 144A 3,340,000 $2,190,497
DCT 4.5% 15Oct23 1,475,000 $1,528,821
DELTA AIR LINES INC 1ST LIEN TL-B L + 2.5% 24Aug22 796,000 $798,686
DGI 5.25% 01Feb21 144A 2,600,000 $2,383,495
DIGITALGLOBE INC. 1ST LIEN TL-B L + 2.75% 31Jan20 3,422,934 $3,437,882
DIN 4.277% 05Sep44 14-1-A2 2,600,000 $2,640,895
DNKN 3.98% 21Feb45 15-1A-A2II 5,000,000 $4,939,797
DOLLAR TREE INC 1ST LIEN TL-B1 L + 2.75% 09Mar22 459,646 $461,698
DPABS 3.484% 25Oct45 15-1A-A2I 5,500,000 $5,370,828
DPABS 5.216% 27Jan42 12-1A-A2 4,051,000 $2,464,763
DPM 5.6% 01Apr44 2,125,000 $1,720,211
DRE 3.625% 15Apr23 2,175,000 $2,219,286
DRE 3.75% 01Dec24 5,300,000 $5,435,589
DROT 3.17% 20Jul27 15-1-B 1,000,000 $584,614
DRUGB FLT% 15Jul23 14-1-A1 1,250,000 $861,868
DTAOT 4.26% 15Feb22 15-1A-D 2,000,000 $1,996,019
DYNCORP 1ST LIEN TL-B L + 4.5% 07Jul16 415,045 $405,707
DYNEGY INC 1ST LIEN TL-B2 L + 3% 23Apr20 1,010,792 $1,004,222
ECO SERVICES OPERATIONS LLC 1ST LIEN TL-B L + 3.75% 10Oct21 283,906 $277,163
ED 4.625% 01Dec54 7,800,000 $8,757,281
EDENRE ZERO% 19Apr18 144A 25,000 $211,150
EDENRE ZERO% 23Apr19 144A 925,000 $940,540
EDENRE ZERO% 23Apr19 144A 2,475,000 $2,519,055
EDF 6% 22Jan14 144A 4,250,000 $4,504,300
EDF FLT% 31Dec49 144A PERPETUAL 2,150,000 $2,100,917
EEP 7.375% 15Oct45 11,425,000 $12,713,373
EIBKOR 2.25% 21Jan20 7,475,000 $7,581,485
EIX 1.845% 01Feb22 6,200,000 $5,266,809
EIX FLT% 31Dec49 PERPETUAL 5,425,000 $6,035,048
ELECTRICAL COMPONENTS INTERNATIONA 1ST LIEN TL-B L + 4.75% 17Apr21 2,284,253 $2,288,536
EMI MUSIC 1ST LIEN TL-B L + 0% 14Aug22 1,059,746 $1,060,409
EMN 4.8% 01Sep42 980,000 $961,116
ENELIM 5.125% 07Oct19 144A 3,365,000 $3,719,927
ENELIM FLT% 24Sep73 144A 2,320,000 $2,697,000
ENGILITY HOLDINGS INC 1ST LIEN TL-B L + 5.5% 12May20 1,163,157 $1,159,755
ENLK 4.4% 01Apr24 5,467,000 $4,757,101
ENTERP 3.8% 01Nov25 144A 1,300,000 $1,380,275
ENTERP 4.5% 15Feb45 144A 4,600,000 $4,688,195
ENTG 6% 01Apr22 144A 2,500,000 $2,587,083
EPD 3.7% 15Feb26 3,885,000 $3,992,581
EPD 3.75% 15Feb25 1,233,000 $1,288,606
EPD 3.9% 15Feb24 3,361,000 $3,545,529
EQIX 5.75% 01Jan25 1,875,000 $1,997,413
ESS 3.5% 01Apr25 9,125,000 $9,315,433
ESV 4.5% 01Oct24 7,241,000 $5,221,666
ESV 6.875% 15Aug20 1,339,000 $1,267,795
EV 6.5% 02Oct17 733,000 $785,157
EVER FLT% 25Apr43 13-1-B2 4,393,000 $3,961,614
EXC 2.85% 15Jun20 4,250,000 $4,382,551
EXC 6.15% 15Sep17 980,000 $1,052,789
EXPE 4.5% 15Aug24 5,900,000 $6,033,499
EXPE 5.95% 15Aug20 3,800,000 $4,249,277
EXPE 5% 15Feb26 144A 375,000 $388,434
F 2.24% 15Jun18 4,975,000 $5,050,097
F 3.219% 09Jan22 6,425,000 $6,688,542
FBHS 3% 15Jun20 7,225,000 $7,428,896
FCX 3.875% 15Mar23 1,850,000 $1,558,335
FCX 4.55% 14Nov24 1,650,000 $1,422,680
FEDERAL MOGUL 1ST LIEN TL-C L + 3.75% 15Apr21 1,407,998 $1,348,158
FG 15 YR POOL 2.5% #J30525 01Jan30 490,000 $449,179
FG 15 YR POOL 2.5% #J31247 01Apr30 274,552 $262,403
FG 15 YR POOL 3.5% #J14781 01Mar26 1,500,000 $455,677
FG 15 YR POOL 3.5% #J26471 01Nov28 2,775,200 $2,197,971
FG 15 YR POOL 3% #G15147 01Aug29 4,875,000 $4,200,077
FG 15 YR POOL 3% #G18527 01Oct29 5,250,000 $4,292,423
FG 15 YR POOL 4.5% #B19033 01Mar20 4,000,000 $120,619
FG 15 YR POOL 4.5% #G18077 01Oct20 6,000,000 $292,643
FG 15 YR POOL 5.5% #B11279 01Dec18 2,500,000 $152,145
FG 15 YR POOL 5% #G12432 01Dec21 450,000 $23,717
FG 15 YR POOL 5% #J00045 01Oct20 9,000,000 $787,072
FG 15 YR POOL 6% #E00985 01Jun16 2,518,849 $261
FG 15 YR POOL 6% #E89593 01May17 7,876,244 $20,122
FG 15 YR POOL 7% #J05288 01Aug22 687,553 $81,444
FG 15 YR POOL 7% #J05452 01Sep22 1,775,260 $213,632
FG 20 YR POOL 6% #G30128 01Aug18 3,359,328 $9,728
FG 30 YR POOL 3.5% #C03792 01Apr42 3,786,084 $2,319,778
FG 30 YR POOL 3.5% #G07664 01Aug43 4,521,618 $3,859,355
FG 30 YR POOL 3.5% #G08597 01Jul44 14,125,000 $11,064,999
FG 30 YR POOL 3.5% #G08599 01Aug44 1,520,000 $1,244,043
FG 30 YR POOL 3.5% #G08609 01Oct44 4,542,022 $3,787,568
FG 30 YR POOL 3.5% #G08620 01Dec44 11,570,000 $10,157,907
FG 30 YR POOL 3.5% #G08632 01Mar45 5,000,000 $4,751,687
FG 30 YR POOL 3.5% #G08636 01Apr45 1,203,000 $1,162,110
FG 30 YR POOL 3.5% #G08671 01Oct45 10,750,000 $10,847,862
FG 30 YR POOL 3.5% #Q28606 01Sep44 875,160 $829,323
FG 30 YR POOL 3.5% #Q29863 01Nov44 200,000 $181,921
FG 30 YR POOL 3.5% #Q34332 01Jul45 258,120 $268,806
FG 30 YR POOL 3.5% #Q37291 01Nov45 10,000,000 $10,157,902
FG 30 YR POOL 3% #G08658 01Aug45 1,630,000 $1,616,216
FG 30 YR POOL 3% #Q13205 01Nov42 11,500,000 $8,891,868
FG 30 YR POOL 3% #Q33602 01May45 2,200,000 $2,167,316
FG 30 YR POOL 4.5% #A95090 01Nov40 12,403,700 $4,658,700
FG 30 YR POOL 4.5% #C03832 01Mar42 22,167,426 $7,227,435
FG 30 YR POOL 4.5% #C09051 01Nov43 637,703 $308,993
FG 30 YR POOL 4.5% #G07576 01Mar42 4,169,408 $2,756,664
FG 30 YR POOL 4% #G06807 01Nov41 21,893,143 $14,678,131
FG 30 YR POOL 4% #G08563 01Jan44 4,260,000 $2,826,084
FG 30 YR POOL 4% #G08588 01May44 12,754,000 $8,527,834
FG 30 YR POOL 4% #G08592 01Jun44 11,301,413 $7,867,715
FG 30 YR POOL 4% #G08595 01Jul44 15,000,000 $11,192,893
FG 30 YR POOL 4% #G08606 01Sep44 5,790,000 $4,555,129
FG 30 YR POOL 4% #G08637 01Apr45 2,507,831 $2,326,974
FG 30 YR POOL 4% #Q08656 01Jun42 1,300,000 $618,647
FG 30 YR POOL 4% #Q09662 01Jul42 255,000 $186,958
FG 30 YR POOL 4% #Q12846 01Nov42 255,000 $170,987
FG 30 YR POOL 4% #Q24763 01Feb44 800,000 $726,885
FG 30 YR POOL 4% #Q27188 01Jul44 2,575,000 $2,463,312
FG 30 YR POOL 4% #Q27240 01Jul44 2,225,000 $2,146,429
FG 30 YR POOL 4% #Q27327 01Jul44 1,607,000 $1,535,705
FG 30 YR POOL 4% #Q28122 01Sep44 11,749,606 $10,580,514
FG 30 YR POOL 4% #Q30509 01Dec44 2,975,000 $2,533,084
FG 30 YR POOL 5.5% #A17666 01Jan34 501,120 $17,480
FG 30 YR POOL 5.5% #A22766 01Nov34 550,000 $32,985
FG 30 YR POOL 5.5% #A37171 01Aug35 5,000,000 $217,567
FG 30 YR POOL 5.5% #A39717 01Nov35 1,000,000 $43,073
FG 30 YR POOL 5.5% #C01623 01Sep33 5,200,000 $310,922
FG 30 YR POOL 5.5% #G08021 01Nov34 1,900,000 $150,840
FG 30 YR POOL 5.5% #G60045 01Jun41 2,145,000 $1,805,936
FG 30 YR POOL 5% #A35084 01Jun35 4,244,107 $243,664
FG 30 YR POOL 5% #G04815 01Sep38 8,740,000 $530,527
FG 30 YR POOL 5% #G04832 01Oct38 8,150,000 $514,613
FG 30 YR POOL 5% #G08020 01Nov34 250,000 $18,261
FG 30 YR POOL 6.5% #A14995 01Feb33 62,297 $4,045
FG 30 YR POOL 6.5% #C01119 01Nov30 53,302 $399
FG 30 YR POOL 6.5% #C01172 01May31 2,518,977 $11,555
FG 30 YR POOL 6.5% #C01210 01Aug31 192,020 $1,079
FG 30 YR POOL 6.5% #C01375 01Jul32 1,000,000 $15,739
FG 30 YR POOL 6.5% #C01702 01Oct33 2,000,000 $50,666
FG 30 YR POOL 6.5% #C46652 01Jan31 66,916 $189
FG 30 YR POOL 6.5% #C48591 01Mar31 217,521 $572
FG 30 YR POOL 6.5% #C51793 01May31 1,043,809 $6,199
FG 30 YR POOL 6.5% #C55683 01Mar31 527,335 $6,817
FG 30 YR POOL 6.5% #C56176 01Aug31 1,070,805 $4,785
FG 30 YR POOL 6.5% #C67557 01Jun32 39,022 $260
FG 30 YR POOL 6.5% #G01552 01Jan33 39,165 $365
FG 30 YR POOL 6% #A15484 01Nov33 1,151,218 $23,897
FG 30 YR POOL 6% #A16221 01Nov33 3,375,322 $48,299
FG 30 YR POOL 6% #A16896 01Dec33 3,297,768 $135,538
FG 30 YR POOL 6% #A16897 01Dec33 2,000,000 $141,602
FG 30 YR POOL 6% #A17066 01Dec33 635,770 $10,512
FG 30 YR POOL 6% #A17171 01Jan34 3,744,314 $42,044
FG 30 YR POOL 6% #A22080 01May34 1,440,424 $226,566
FG 30 YR POOL 6% #A26100 01Aug34 3,000,000 $166,970
FG 30 YR POOL 6% #A32812 01Apr35 2,582,414 $39,514
FG 30 YR POOL 6% #A35525 01Jun35 3,600,000 $141,494
FG 30 YR POOL 6% #A44264 01Apr36 7,000,000 $268,773
FG 30 YR POOL 6% #A45369 01Jun35 3,778,102 $126,941
FG 30 YR POOL 6% #A50243 01Jul36 1,000,000 $61,012
FG 30 YR POOL 6% #A55379 01Dec36 860,000 $54,567
FG 30 YR POOL 6% #C01511 01Mar33 5,524,534 $219,407
FG 30 YR POOL 6% #C01646 01Sep33 3,396,240 $152,319
FG 30 YR POOL 6% #C01755 01Jan34 500,000 $41,924
FG 30 YR POOL 6% #C01841 01May34 7,192,224 $639,073
FG 30 YR POOL 6% #C75398 01Jan33 1,700,000 $127,845
FG 30 YR POOL 6% #C76269 01Feb33 550,000 $5,593
FG 30 YR POOL 6% #C76446 01Jan33 1,890,000 $68,119
FG 30 YR POOL 6% #C77285 01Mar33 2,255,430 $43,310
FG 30 YR POOL 6% #C79161 01Apr33 379,183 $15,213
FG 30 YR POOL 6% #G01519 01Feb33 4,851,146 $73,555
FG 30 YR POOL 6% #G04942 01Jul38 1,500,000 $156,388
FG 30 YR POOL 6% #G08140 01Jul36 500,000 $19,673
FG 30 YR POOL 6% #G08242 01Jan38 2,000,000 $120,718
FG 30 YR POOL 7% #C01095 01Nov30 1,000,100 $3,567
FG 30 YR POOL 7% #C53033 01Jun31 2,936,811 $3,877
FG 40 YR POOL 7% #K30005 01Oct46 502,575 $85,889
FHLMC FLT% 15Dec20 3780-FE 1,000,000 $99,498
FHN 2.95% 01Dec19 5,425,000 $5,513,914
FIAOT 2.02% 15Jan19 13-1A-C 1,200,000 $1,196,132
FIAOT 2.97% 16Nov20 C 2,100,000 $2,091,194
FIAOT 3.59% 18Jan22 15-1A-D 510,000 $496,115
FIRST DATA 1ST LIEN TL-B L + 4% 24Mar21 243,404 $244,286
FIRST DATA CORP. 1ST LIEN TL-B L + 3.75% 10Jul22 1,375,000 $1,376,227
FLEX 4.75% 15Jun25 2,750,000 $2,792,109
FLT% 15Jun16 500,000 $505,350
FLT% 31Mar19 2,000,000 $2,000,000
FLT% 31Mar19 4,050,000 $4,056,480
FLY LEASING II SARL 1ST LIEN TL L + 2.75% 09Aug19 1,084,722 $1,082,519
FN 10 YR POOL 3.762581% #FN0001 01Dec20 1,415,000 $1,358,859
FN 10 YR POOL 3% #MA0921 01Dec21 2,500,000 $756,225
FN15 3% 18May16 3,900,000 $4,079,145
FN 15 YR POOL 2.5% #AS5297 01Jul30 1,905,000 $1,826,619
FN 15 YR POOL 2.5% #AS5299 01Jul30 1,905,000 $1,832,525
FN 15 YR POOL 2.5% #AS5402 01Jul30 3,160,000 $3,064,793
FN 15 YR POOL 3.5% #AB9735 01Jun28 5,531,277 $4,054,346
FN 15 YR POOL 3.5% #AH9345 01Apr26 3,375,000 $1,243,565
FN 15 YR POOL 3.5% #AI5125 01Sep26 1,000,000 $695,166
FN 15 YR POOL 3.5% #AL1321 01Dec26 4,340,805 $1,694,320
FN 15 YR POOL 3.5% #AS1756 01Feb29 4,606,320 $3,278,727
FN 15 YR POOL 3% #AU6019 01Sep28 7,125,717 $5,316,451
FN 15 YR POOL 3% #AZ0886 01Jul30 3,075,000 $2,993,140
FN 15 YR POOL 4.5% #813908 01Nov20 502,875 $20,119
FN 15 YR POOL 4.5% #844917 01Nov20 6,500,000 $300,719
FN 15 YR POOL 4% #254814 01Jul18 675,000 $17,073
FN 15 YR POOL 4% #829691 01Sep20 1,332,678 $47,901
FN 15 YR POOL 4% #AD1155 01Apr25 2,450,000 $484,801
FN 15 YR POOL 5.5% #555091 01Dec17 12,031,696 $77,889
FN 15 YR POOL 5.5% #790597 01Sep19 7,000,000 $181,759
FN 15 YR POOL 5% #555682 01Aug18 1,813,861 $61,896
FN 15 YR POOL 5% #789678 01Jan20 4,159,304 $199,732
FN 15 YR POOL 5% #797426 01Jan20 1,000,000 $78,475
FN 15 YR POOL 5% #811342 01Feb20 700,000 $38,619
FN 15 YR POOL 5% #829096 01Oct20 4,036,945 $319,967
FN 15 YR POOL 5% #899044 01Feb22 450,000 $15,695
FN 15 YR POOL 5% #912555 01Feb22 7,621,650 $219,605
FN 15 YR POOL 5% #962243 01Mar23 1,250,000 $105,529
FN 15 YR POOL 5% #982885 01May23 4,380,644 $439,555
FN 15 YR POOL 6% #357134 01Jun16 4,000,000 $427
FN 20 YR POOL 4% #MA2079 01Nov34 507,128 $432,620
FN30 3.5% 12May16 57,125,000 $59,926,315
FN30 4% 12May16 22,650,000 $24,223,808
FN 30 YR POOL 2.5% #AB7391 01Dec42 395,000 $311,575
FN 30 YR POOL 2.5% #AB8463 01Feb43 3,905,000 $3,107,998
FN 30 YR POOL 3.5% #AB3678 01Oct41 1,175,000 $785,864
FN 30 YR POOL 3.5% #AE7714 01Nov40 3,775,000 $1,658,479
FN 30 YR POOL 3.5% #AO8107 01Aug42 5,659,048 $4,255,354
FN 30 YR POOL 3.5% #AQ0819 01Dec42 1,000,000 $793,914
FN 30 YR POOL 3.5% #AQ3279 01Nov42 380,000 $306,978
FN 30 YR POOL 3.5% #AQ9047 01Dec42 1,015,373 $749,546
FN 30 YR POOL 3.5% #AS5567 01Aug45 10,450,000 $10,628,849
FN 30 YR POOL 3.5% #AS5696 01Aug45 2,880,000 $2,841,096
FN 30 YR POOL 3.5% #AS5816 01Sep45 10,610,000 $10,890,994
FN 30 YR POOL 3.5% #AS6195 01Nov45 15,275,000 $15,887,045
FN 30 YR POOL 3.5% #AS6727 01Feb46 7,055,984 $7,328,538
FN 30 YR POOL 3.5% #AS6730 01Feb46 4,281,573 $4,462,206
FN 30 YR POOL 3.5% #AW4182 01Feb44 10,690,601 $8,420,562
FN 30 YR POOL 3.5% #AX7339 01Sep44 5,275,000 $4,512,102
FN 30 YR POOL 3.5% #AY3376 01Apr45 10,670,000 $10,253,833
FN 30 YR POOL 3.5% #AZ0862 01Jul45 4,620,000 $4,627,970
FN 30 YR POOL 3.5% #AZ2940 01Sep45 7,130,000 $7,154,174
FN 30 YR POOL 3.5% #AZ4750 01Oct45 2,070,000 $2,126,154
FN 30 YR POOL 3.5% #BA6300 01Dec45 6,500,000 $6,498,917
FN 30 YR POOL 3% #AB5924 01Aug42 24,375,000 $20,796,425
FN 30 YR POOL 3% #AB6214 01Sep42 7,819,203 $6,128,660
FN 30 YR POOL 3% #AB8559 01Feb43 3,860,566 $3,158,314
FN 30 YR POOL 3% #AB9339 01May43 1,080,000 $891,996
FN 30 YR POOL 3% #AQ7254 01Dec42 2,352,529 $1,688,367
FN 30 YR POOL 3% #AT9665 01Jul43 1,019,821 $865,632
FN 30 YR POOL 3% #AU4279 01Sep43 6,720,470 $5,819,170
FN 30 YR POOL 3% #AY0767 01Mar45 1,229,076 $1,196,703
FN 30 YR POOL 4.5% #797677 01Oct35 3,754,911 $264,057
FN 30 YR POOL 4.5% #836836 01Oct35 3,754,694 $135,734
FN 30 YR POOL 4.5% #AD8529 01Aug40 3,540,000 $806,018
FN 30 YR POOL 4.5% #AE0696 01Dec40 550,000 $267,333
FN 30 YR POOL 4.5% #AE2204 01Aug40 5,950,444 $1,292,090
FN 30 YR POOL 4.5% #AE7731 01Nov40 9,626,476 $2,915,534
FN 30 YR POOL 4.5% #AH0351 01Feb41 2,435,128 $1,101,298
FN 30 YR POOL 4.5% #AH8051 01May41 17,795,568 $3,454,915
FN 30 YR POOL 4.5% #AI1643 01Jul41 5,000,000 $2,172,353
FN 30 YR POOL 4.5% #AI1888 01May41 18,000,000 $4,681,335
FN 30 YR POOL 4.5% #AI2472 01May41 454,433 $139,894
FN 30 YR POOL 4.5% #AI7368 01Jul41 5,000,000 $1,803,016
FN 30 YR POOL 4.5% #AI7783 01Jul41 4,650,000 $1,902,479
FN 30 YR POOL 4.5% #AL0065 01Apr41 6,978,836 $2,570,256
FN 30 YR POOL 4.5% #AL2122 01Jan42 23,783,862 $8,674,851
FN 30 YR POOL 4.5% #AL3643 01Jan42 11,834,581 $6,699,988
FN 30 YR POOL 4.5% #AS1334 01Dec43 20,000,000 $13,507,661
FN 30 YR POOL 4.5% #AS1380 01Dec43 20,516,456 $10,599,025
FN 30 YR POOL 4.5% #AS1585 01Jan44 15,989,536 $10,068,734
FN 30 YR POOL 4.5% #AS1845 01Feb44 588,143 $392,501
FN 30 YR POOL 4.5% #AV1866 01Dec43 5,000,000 $4,669,745
FN 30 YR POOL 4% #890445 01Jul42 8,163,233 $5,291,732
FN 30 YR POOL 4% #AA4392 01Apr39 19,627,657 $4,243,440
FN 30 YR POOL 4% #AB4525 01Feb42 24,690,000 $9,919,382
FN 30 YR POOL 4% #AE0625 01Dec40 3,060,000 $1,786,217
FN 30 YR POOL 4% #AE4561 01May41 3,008,750 $1,287,820
FN 30 YR POOL 4% #AH9291 01Apr41 3,785,229 $1,582,635
FN 30 YR POOL 4% #AJ4051 01Oct41 7,033,382 $2,506,291
FN 30 YR POOL 4% #AJ4899 01Jan42 9,450,000 $5,332,164
FN 30 YR POOL 4% #AJ9531 01Dec41 5,950,000 $1,912,198
FN 30 YR POOL 4% #AK1083 01Jan42 1,821,298 $642,615
FN 30 YR POOL 4% #AK7568 01Jul42 624,000 $296,172
FN 30 YR POOL 4% #AK8257 01Apr42 5,600,000 $3,746,921
FN 30 YR POOL 4% #AK9815 01Apr42 1,100,000 $583,311
FN 30 YR POOL 4% #AK9816 01Apr42 2,200,000 $893,286
FN 30 YR POOL 4% #AL0245 01Apr41 1,850,000 $1,115,132
FN 30 YR POOL 4% #AL1521 01Mar42 2,780,000 $1,712,767
FN 30 YR POOL 4% #AL2693 01Aug42 20,000,000 $12,653,155
FN 30 YR POOL 4% #AL6559 01Feb45 875,790 $704,313
FN 30 YR POOL 4% #AL6564 01Feb45 428,722 $353,968
FN 30 YR POOL 4% #AL8219 01Feb46 8,475,000 $9,056,778
FN 30 YR POOL 4% #AO3879 01Jun42 3,678,905 $778,711
FN 30 YR POOL 4% #AO4968 01Jun42 375,000 $233,739
FN 30 YR POOL 4% #AS1432 01Jan44 273,906 $193,042
FN 30 YR POOL 4% #AS3154 01Aug44 597,740 $447,008
FN 30 YR POOL 4% #AS3161 01Aug44 2,922,458 $2,424,271
FN 30 YR POOL 4% #AS3216 01Sep44 983,213 $741,364
FN 30 YR POOL 4% #AS3445 01Sep44 95,762 $76,093
FN 30 YR POOL 4% #AS3892 01Nov44 183,097 $153,755
FN 30 YR POOL 4% #AS3907 01Nov44 11,842,460 $9,689,614
FN 30 YR POOL 4% #AS5581 01Aug45 4,500,000 $4,646,517
FN 30 YR POOL 4% #AS6111 01Nov45 6,010,000 $6,300,058
FN 30 YR POOL 4% #AS6226 01Nov45 175,819 $175,146
FN 30 YR POOL 4% #AU4291 01Sep43 15,415,000 $10,148,233
FN 30 YR POOL 4% #AV3916 01Dec43 7,600,000 $6,422,130
FN 30 YR POOL 4% #AV5043 01Feb44 14,000,000 $9,711,642
FN 30 YR POOL 4% #AW4979 01Jun44 325,000 $228,464
FN 30 YR POOL 4% #AW5063 01Jul44 12,135,000 $9,368,642
FN 30 YR POOL 4% #AW5697 01Jul44 800,000 $566,668
FN 30 YR POOL 4% #AW6230 01Jun44 250,448 $165,798
FN 30 YR POOL 4% #AW8566 01Aug44 8,475,000 $7,357,431
FN 30 YR POOL 4% #AX0382 01Aug44 434,083 $395,051
FN 30 YR POOL 4% #AX2573 01Nov44 225,000 $199,057
FN 30 YR POOL 4% #AX3207 01Sep44 12,553,692 $11,083,190
FN 30 YR POOL 4% #AX3943 01Dec44 877,680 $833,115
FN 30 YR POOL 4% #AX4209 01Sep44 840,150 $631,534
FN 30 YR POOL 4% #AX4547 01Jan45 512,424 $339,609
FN 30 YR POOL 4% #AX6001 01Nov44 528,022 $452,337
FN 30 YR POOL 4% #AX7665 01Jan45 868,181 $700,786
FN 30 YR POOL 4% #AX9377 01Dec44 100,000 $90,982
FN 30 YR POOL 4% #AY2772 01Feb45 73,989 $72,916
FN 30 YR POOL 4% #AY7024 01Jan45 194,065 $147,365
FN 30 YR POOL 4% #AZ4788 01Oct45 4,345,000 $4,577,408
FN 30 YR POOL 4% #BC0153 01Jan46 3,380,000 $3,567,168
FN 30 YR POOL 4% #MA2415 01Oct45 7,800,000 $7,968,539
FN 30 YR POOL 5.5% #708545 01Jun33 1,148,000 $34,949
FN 30 YR POOL 5.5% #721255 01Jul33 3,800,000 $129,674
FN 30 YR POOL 5.5% #725598 01Jul34 13,142,000 $889,314
FN 30 YR POOL 5.5% #745586 01Jun36 6,000,000 $280,460
FN 30 YR POOL 5.5% #878567 01Mar36 5,005,809 $434,950
FN 30 YR POOL 5.5% #882039 01May36 4,000,000 $185,514
FN 30 YR POOL 5.72% #479694 01Nov28 1,136,024 $62,556
FN 30 YR POOL 5.72% #479697 01Jun29 661,320 $43,687
FN 30 YR POOL 5.75% #723903 01Mar33 79,494 $64,608
FN 30 YR POOL 5.9% #321318 01Nov27 1,037,306 $30,545
FN 30 YR POOL 5.9% #419794 01Feb28 1,017,722 $3,519
FN 30 YR POOL 5.9% #419795 01Apr28 1,005,979 $90,636
FN 30 YR POOL 5% #804033 01Jul34 1,400,000 $267,891
FN 30 YR POOL 5% #810991 01Oct34 2,000,000 $246,410
FN 30 YR POOL 5% #890516 01Feb39 3,000,000 $1,250,341
FN 30 YR POOL 5% #941914 01Jul40 5,000,000 $1,140,335
FN 30 YR POOL 5% #AB1149 01Jun40 3,850,000 $1,027,883
FN 30 YR POOL 5% #AD2739 01Jul40 5,000,000 $1,439,590
FN 30 YR POOL 5% #AD7136 01Jul40 3,750,000 $762,858
FN 30 YR POOL 5% #AD7859 01Jun40 3,004,062 $956,780
FN 30 YR POOL 5% #AH6735 01Feb41 17,669,429 $4,632,998
FN 30 YR POOL 5% #AL6310 01Feb45 24,000,000 $19,337,854
FN 30 YR POOL 5% #MA0500 01Aug40 3,000,000 $1,170,127
FN 30 YR POOL 6.5% #259573 01Oct32 2,811,012 $84,411
FN 30 YR POOL 6.5% #506298 01Jul29 500,000 $9,833
FN 30 YR POOL 6.5% #568443 01Jan31 1,000,000 $3,318
FN 30 YR POOL 6.5% #579858 01Apr31 500,000 $3,233
FN 30 YR POOL 6.5% #580982 01May31 1,960,805 $7,396
FN 30 YR POOL 6.5% #598534 01Aug31 1,500,000 $10,416
FN 30 YR POOL 6.5% #603278 01Sep31 2,000,200 $9,523
FN 30 YR POOL 6.5% #603281 01Sep31 2,000,000 $6,131
FN 30 YR POOL 6.5% #606344 01Oct31 1,000,100 $9,695
FN 30 YR POOL 6.5% #608740 01Jun31 2,750,000 $84,665
FN 30 YR POOL 6.5% #619972 01Dec31 3,300,000 $152,695
FN 30 YR POOL 6.5% #624565 01Mar32 3,500,000 $72,417
FN 30 YR POOL 6.5% #627702 01Feb32 1,000,100 $5,595
FN 30 YR POOL 6.5% #651216 01Jul32 2,056,615 $132,932
FN 30 YR POOL 6.5% #789910 01Jul34 1,095,000 $34,397
FN 30 YR POOL 6.5% #888832 01Nov37 2,222,350 $184,427
FN 30 YR POOL 6% #254238 01Mar32 450,000 $8,409
FN 30 YR POOL 6% #254405 01Aug32 315,000 $5,355
FN 30 YR POOL 6% #254676 01Mar33 3,500,000 $107,116
FN 30 YR POOL 6% #255412 01Oct34 389,152 $20,005
FN 30 YR POOL 6% #255581 01Feb35 62,166 $6,035
FN 30 YR POOL 6% #323908 01Sep29 124,691 $1,399
FN 30 YR POOL 6% #545944 01Oct32 4,502,006 $76,994
FN 30 YR POOL 6% #625146 01Feb32 2,379,023 $25,777
FN 30 YR POOL 6% #660229 01Sep32 65,856 $610
FN 30 YR POOL 6% #667742 01Apr33 4,000,000 $110,508
FN 30 YR POOL 6% #675600 01Jan32 183,200 $5,107
FN 30 YR POOL 6% #685330 01Feb33 2,200,000 $16,107
FN 30 YR POOL 6% #713312 01Jul33 10,874,932 $224,584
FN 30 YR POOL 6% #720736 01Jul33 7,500,000 $433,728
FN 30 YR POOL 6% #725704 01Aug34 3,757,089 $189,280
FN 30 YR POOL 6% #735040 01Nov34 271,485 $16,406
FN 30 YR POOL 6% #735269 01Feb35 180,000 $13,543
FN 30 YR POOL 6% #735503 01Apr35 4,000,000 $264,882
FN 30 YR POOL 6% #747637 01Nov33 400,765 $39,413
FN 30 YR POOL 6% #776837 01Sep34 408,807 $39,657
FN 30 YR POOL 6% #790605 01Sep34 2,000,000 $57,664
FN 30 YR POOL 6% #790912 01Sep34 6,273,165 $109,896
FN 30 YR POOL 6% #794267 01Sep34 352,132 $13,296
FN 30 YR POOL 6% #796217 01Nov34 5,054,854 $294,788
FN 30 YR POOL 6% #796221 01Nov34 3,086,847 $36,290
FN 30 YR POOL 6% #821037 01May35 1,799,482 $66,794
FN 30 YR POOL 6% #837535 01Oct35 7,125,770 $194,884
FN 30 YR POOL 6% #850968 01Dec35 8,000,000 $368,073
FN 30 YR POOL 6% #934262 01Jun38 2,250,000 $398,900
FN 30 YR POOL 6% #959451 01Dec37 1,102,196 $41,772
FN 30 YR POOL 6% #981756 01Jul38 974,925 $71,188
FN 30 YR POOL 7% #25395 01Sep31 2,000,000 $12,566
FN 30 YR POOL 7% #254148 01Jan32 1,701,763 $24,861
FN 30 YR POOL 7% #535812 01Apr31 2,160,818 $11,710
FN 30 YR POOL 7% #560456 01Dec30 499,950 $791
FN 30 YR POOL 7% #562049 01Dec30 525,099 $8,396
FN 30 YR POOL 7% #614995 01Dec31 1,198,074 $27,278
FN 30 YR POOL 8% #594416 01May31 45,000 $162
FN 6.5% #257030 01Nov47 2,000,000 $67,278
FNMA 10.3% 25Apr19 89-19-B 1,000,000 $2,129
FNMA 3% 25Jun23 13-128-DV 2,000,000 $1,617,800
FNMA 4.5% 25Jun29 09-36-HX 1,150,000 $606,769
FNMA 4.92% 25Jul20 02-M3-C 12,075,000 $1,347,336
FNMA FLT% 25Jul43 04-T2-2A 7,825,000 $908,888
FORTESCUE RESOURCES 1ST LIEN L + 2.75% 30Jun19 305,777 $289,379
FREMF FLT% 25Apr44 11-K702-B 5,380,000 $5,634,864
FREMF FLT% 25Apr46 13-K713-B 3,000,000 $3,028,340
FREMF FLT% 25Jul44 11-K703-B 1,250,000 $1,310,732
FREMF FLT% 25Jun47 12-K710-B 2,010,000 $2,076,237
FREMF FLT% 25Oct47 14-K503-B 2,401,000 $2,428,086
FREMF FLT% 25Sep21 14-KF05-B 3,228,000 $2,758,761
FREMF FLT% 25Sep43 10-K8-B 600,000 $661,968
FREMF FLT% 25Sep45 10-K9-B 890,000 $982,604
FREMF FLT% 27Mar45 13-K502-C 900,000 $905,469
FSCSCD 4% 15Aug40 FRISCO TEX INDPT SCH DIST 2,800,000 $3,085,833
FSCSCD 4% 15Aug45 FRISCO TEX INDPT SCH DIST 1,750,000 $1,918,688
FTR 10.5% 15Sep22 144A 1,445,000 $1,505,682
FTR 7.125% 15Jan23 4,300,000 $3,894,859
FTR 8.875% 15Sep20 144A 130,000 $139,079
FWLS 3.5% 25May45 15-SC01-1A 6,006,000 $5,018,841
G2 15 YR POOL 6% #003578 20Jul19 500,000 $17,038
G2 30 YR POOL 3.5% #AL5503 20Mar45 1,325,000 $1,296,595
G2 30 YR POOL 3.5% #AL9912 20Apr45 1,525,000 $1,559,801
G2 30 YR POOL 3.5% #AM2831 20Apr45 1,800,000 $1,872,807
G2 30 YR POOL 3.5% #AM6677 20Apr45 600,000 $595,522
G2 30 YR POOL 3.5% #AR0817 20Mar46 1,820,453 $1,941,289
G2 30 YR POOL 3.5% #MA3034 20Aug45 6,125,000 $6,056,672
G2 30 YR POOL 3.5% #MA3376 20Jan46 8,900,000 $9,297,310
G2 30 YR POOL 4.5% #003650 20Dec34 1,007,144 $129,540
G2 30 YR POOL 4.5% #003663 20Jan35 2,500,000 $344,093
G2 30 YR POOL 4.5% #003689 20Mar35 500,000 $63,037
G2 30 YR POOL 4.5% #005175 20Sep41 5,800,000 $2,048,459
G2 30 YR POOL 4% #MA2074 20Jul44 22,670,055 $13,759,616
G2 30 YR POOL 4% #MA2224 20Sep44 604,599 $376,192
G2 30 YR POOL 4% #MA2304 20Oct44 5,130,000 $3,301,019
G2 30 YR POOL 5.5% #003530 20Mar34 3,000,000 $279,851
G2 30 YR POOL 5.5% #003544 20Apr34 2,500,000 $241,116
G2 30 YR POOL 5.5% #003619 20Oct19 4,728,248 $260,295
G2 30 YR POOL 5.5% #737972 20Oct37 1,000,000 $235,523
G2 30 YR POOL 5.75% #610106 20Apr33 400,070 $74,972
G2 30 YR POOL 5.75% #610139 20Jun33 906,761 $170,584
G2 30 YR POOL 5.9% #463155 20Nov27 1,107,871 $57,858
G2 30 YR POOL 5.9% #468431 20Jan28 1,455,537 $31,619
G2 30 YR POOL 5.9% #477433 20Jul28 2,881,028 $107,899
G2 30 YR POOL 5% #003480 20Dec18 1,574,481 $80,963
G2 30 YR POOL 5% #003507 20Feb19 1,000,000 $43,875
G2 30 YR POOL 5% #003659 20Jan20 500,000 $29,663
G2 30 YR POOL 6.45% #575588 20Jul32 142,660 $57,580
G2 30 YR POOL 6.45% #575713 20Nov32 278,642 $54,513
G2 30 YR POOL 6.45% #610107 20Jan33 655,719 $101,818
G2 30 YR POOL 6.5% #001539 20Jan24 2,694,975 $32,761
G2 30 YR POOL 6.5% #002630 20Aug28 6,180,000 $60,900
G2 30 YR POOL 6.5% #002714 20Feb29 210,000 $2,900
G2 30 YR POOL 6.5% #002729 20Mar29 100,000 $1,134
G2 30 YR POOL 6.5% #002741 20Apr29 2,900,000 $37,546
G2 30 YR POOL 6.5% #003068 20Apr31 2,051,287 $18,906
G2 30 YR POOL 6.5% #003095 20Jun31 1,324,466 $13,989
G2 30 YR POOL 6.5% #003297 20Oct32 3,000,000 $61,934
G2 30 YR POOL 6.5% #3532 20Mar34 989,248 $81,372
G2 30 YR POOL 6% #003149 20Oct31 1,248,026 $29,169
G2 30 YR POOL 6% #003257 20Jul17 900,000 $5,317
G2 30 YR POOL 6% #003334 20Jan33 3,000,000 $121,566
G2 30 YR POOL 6% #003460 20Oct33 2,145,000 $140,528
G2 30 YR POOL 6% #003497 20Dec18 1,000,000 $33,038
G2 30 YR POOL 6% #003570 20Jun34 1,000,000 $80,935
G2 30 YR POOL 7.5% #002921 20May30 3,643,954 $15,874
G2 30 YR POOL 7.5% #002934 20Jun30 1,000,000 $4,768
G2 30 YR POOL 7.5% #002945 20Jul30 4,194,644 $14,636
G2 30 YR POOL 7.5% #002957 20Aug30 4,187,610 $16,442
G2 30 YR POOL 7.5% #003011 20Dec30 1,624,072 $9,549
G2 30 YR POOL 7% #002217 20May26 1,750,000 $14,005
G2 30 YR POOL 7% #002471 20Aug27 3,354,202 $27,245
G2 30 YR POOL 7% #002604 20Jun28 3,769,062 $28,298
G2 30 YR POOL 7% #002675 20Nov28 10,000,000 $94,071
G2 30 YR POOL 7% #002702 20Jan29 8,400,000 $98,390
G2 30 YR POOL 7% #002716 20Feb29 1,000,000 $10,101
G2 30 YR POOL 7% #003010 20Dec30 400,864 $2,761
G2 30 YR POOL 7% #003026 20Jan31 2,199,802 $14,699
G2 30 YR POOL 7% #003054 20Mar31 1,000,000 $7,732
G2 30 YR POOL 7% #003108 20Jul31 3,009,487 $37,580
G2 30 YR POOL 7% #003162 20Nov31 1,021,381 $15,068
G2 30 YR POOL 8% #002005 20May25 33,321 $50
G2 30 YR POOL 9% #001686 20Sep21 2,027,751 $521
G2 30 YR POOL 9% #001794 20Mar22 2,044,036 $2,663
G2 30 YR POOL 9% #001814 20Apr22 635,000 $374
G2 30 YR POOL 9% #001904 20Nov24 8,047,593 $2,657
GAHR FLT% 15Dec34 15-NRF_CFX 4,630,000 $4,645,049
GALIRE FLT% 09Jan17 144A 1,200,000 $1,211,286
GARDA WORLDWIDE SECURITY 1ST LIEN TL-B1 L + 3% 08Nov20 201,208 $198,106
GARDA WORLWIDE SECURITY 1ST LIEN TL-B2 L + 3% 01Nov20 786,542 $774,416
GCI HOLDINGS INC 1ST LIEN TL-B L + 3.25% 02Feb22 1,202,850 $1,206,608
GE 2.342% 15Nov20 144A 4,031,000 $4,172,432
GE 5.3% 11Feb21 1,392,000 $1,622,902
GENEX 1ST LIEN TL L + 4.25% 22May21 248,084 $245,913
GFISJ 4.875% 07Oct20 144A 1,785,000 $1,674,160
GILD 4.5% 01Feb45 7,550,000 $8,132,724
GLENLN 4.125% 30May23 144A 1,175,000 $1,076,990
GLENLN 5.95% 01Aug20 144A 5,175,000 $5,267,336
GLENN POOL OIL & GAS TRUST 1ST LIEN TL L + 2.5% 02May16 53,540 $53,406
GM 3.7% 24Nov20 2,300,000 $2,420,173
GM 4% 15Jan25 6,525,000 $6,653,448
GMAT FLT% 25Aug53 2013-1A_A 1,450,000 $620,111
GMSL 5.25% 25Apr32 05-A-B1 4,884,644 $1,049,068
GMSL FLT% 25Apr32 05-A-A2 27,275,000 $1,517,518
GMT 5.2% 15Mar44 2,260,000 $2,242,139
GMT 6% 15Feb18 5,660,000 $6,099,374
GN 15 YR POOL 4.5% #605315 15Aug19 433,440 $11,340
GN 15 YR POOL 4.5% #626543 15Jun19 1,000,000 $48,221
GN 15 YR POOL 4.5% #639455 15Dec19 225,418 $22,104
GN 15 YR POOL 4.5% #640894 15Apr20 1,000,000 $47,040
GN 15 YR POOL 4.5% #732238 15Jun25 1,000,000 $255,708
GN 15 YR POOL 4.5% #781586 15Apr18 810,000 $17,370
GN 15 YR POOL 5.5% #403439 15Nov18 1,443,964 $30,425
GN 15 YR POOL 5.5% #562233 15Dec18 406,708 $21,266
GN 15 YR POOL 5.5% #562311 15Aug19 2,543,276 $132,301
GN 15 YR POOL 5.5% #562366 15Aug19 4,380,618 $117,721
GN 15 YR POOL 5.5% #564740 15Sep19 3,000,000 $137,942
GN 15 YR POOL 5.5% #582352 15Oct17 2,400,000 $21,787
GN 15 YR POOL 5.5% #582980 15Oct19 700,000 $49,812
GN 15 YR POOL 5.5% #587335 15Oct17 5,636,984 $61,386
GN 15 YR POOL 5.5% #599853 15Feb18 4,000,000 $89,769
GN 15 YR POOL 5.5% #607653 15Feb18 4,000,000 $63,249
GN 15 YR POOL 5.5% #614495 15Jun18 501,838 $17,904
GN 15 YR POOL 5.5% #627194 15Apr19 25,000 $1,516
GN 15 YR POOL 5.5% #628056 15Apr19 500,000 $19,080
GN 15 YR POOL 5% #562529 15Feb19 1,000,000 $54,501
GN 15 YR POOL 5% #608305 15Oct18 3,153,375 $79,415
GN 15 YR POOL 5% #615248 15Jul19 1,587,453 $81,552
GN 15 YR POOL 5% #632411 15Jul19 26,391 $938
GN 15 YR POOL 6.5% #570550 15Apr17 502,434 $3,827
GN 15 YR POOL 6.5% #585237 15Jun17 1,566,788 $6,426
GN 15 YR POOL 6% #552269 15Jan17 705,441 $2,179
GN 15 YR POOL 6% #565083 15May17 1,413,485 $6,354
GN 15 YR POOL 6% #568720 15Mar17 2,080,702 $11,720
GN 15 YR POOL 6% #569720 15Mar17 2,000,000 $7,526
GN 15 YR POOL 6% #584253 15May17 1,900,000 $16,955
GN 15 YR POOL 6% #586593 15Jun17 519,853 $1,583
GN 15 YR POOL 6% #602224 15Apr18 1,038,016 $2,817
GN 15 YR POOL 6% #623368 15Jan19 548,488 $15,468
GN 15 YR POOL 6% #631651 15Sep19 1,829,714 $43,203
GN 15 YR POOL 7% #554152 15Oct16 2,000,000 $1,061
GN30 3.5% 23May16 30,710,000 $32,477,940
GN 30 YR POOL 3.5% #722024 15Jan44 1,001,515 $959,319
GN 30 YR POOL 3.5% #AA8274 15Jul42 20,776,909 $12,068,323
GN 30 YR POOL 3.5% #AL5247 15Jan45 21,150,006 $18,254,236
GN 30 YR POOL 4.5% #520534 15Mar35 1,722,219 $67,620
GN 30 YR POOL 4.5% #550684 15Oct35 2,106,954 $171,868
GN 30 YR POOL 4.5% #591202 15Apr35 1,999,800 $236,639
GN 30 YR POOL 4.5% #595850 15Sep35 393,589 $28,135
GN 30 YR POOL 4.5% #605047 15Feb34 181,146 $40,687
GN 30 YR POOL 4.5% #608228 15Jul33 633,571 $99,149
GN 30 YR POOL 4.5% #621696 15Sep33 2,256,215 $269,196
GN 30 YR POOL 4.5% #621697 15Oct33 2,981,200 $230,161
GN 30 YR POOL 4.5% #623596 15Oct33 2,103,237 $302,679
GN 30 YR POOL 4.5% #637880 15Apr35 200,000 $23,799
GN 30 YR POOL 4.5% #641256 15Mar35 784,949 $18,377
GN 30 YR POOL 4.5% #684833 15Apr38 1,004,042 $129,562
GN 30 YR POOL 4.5% #723600 15Jan40 1,235,000 $580,141
GN 30 YR POOL 4.5% #725064 15Dec39 9,079,200 $1,481,767
GN 30 YR POOL 4.5% #733913 15Sep40 900,000 $369,493
GN 30 YR POOL 4.5% #750209 15Apr41 2,223,928 $1,088,343
GN 30 YR POOL 4.5% #750223 15Jun41 3,601,538 $1,295,664
GN 30 YR POOL 4.5% #763539 15May41 5,733,621 $1,580,622
GN 30 YR POOL 4.5% #770470 15Jul41 1,442,000 $533,674
GN 30 YR POOL 4.5% #770525 15Aug41 5,900,000 $1,736,335
GN 30 YR POOL 4% #654646 15Sep41 25,471 $8,379
GN 30 YR POOL 4% #717180 15Jun39 28,840 $7,782
GN 30 YR POOL 4% #717513 15May39 31,547 $8,615
GN 30 YR POOL 4% #734218 15Feb41 25,888 $14,631
GN 30 YR POOL 4% #737085 15Aug40 38,807 $12,053
GN 30 YR POOL 4% #738538 15Jul41 555,135 $235,145
GN 30 YR POOL 4% #738710 15Sep41 2,091,451 $715,594
GN 30 YR POOL 4% #741396 15Sep40 25,000 $10,732
GN 30 YR POOL 4% #741518 15Jan41 77,209 $35,235
GN 30 YR POOL 4% #743957 15Aug40 520,253 $410,310
GN 30 YR POOL 4% #744000 15Nov40 30,717 $13,019
GN 30 YR POOL 4% #746503 15Nov40 245,475 $59,443
GN 30 YR POOL 4% #749998 15Sep40 1,566,647 $108,216
GN 30 YR POOL 4% #759152 15Jan41 281,135 $118,927
GN 30 YR POOL 4% #768033 15Jun41 167,972 $97,550
GN 30 YR POOL 4% #771417 15Oct41 52,992 $9,943
GN 30 YR POOL 4% #771479 15Nov41 25,000 $6,937
GN 30 YR POOL 4% #772598 15Oct41 40,767 $6,767
GN 30 YR POOL 4% #776131 15Oct41 63,254 $9,452
GN 30 YR POOL 4% #776188 15Nov41 55,544 $5,915
GN 30 YR POOL 4% #778693 15Dec41 28,465 $9,849
GN 30 YR POOL 4% #783129 15Oct40 27,335 $10,487
GN 30 YR POOL 4% #790385 15Feb42 128,311 $43,977
GN 30 YR POOL 4% #791267 15Feb42 854,888 $525,214
GN 30 YR POOL 4% #AA8385 15Mar44 3,196,509 $1,560,105
GN 30 YR POOL 4% #AA8386 15Mar44 13,136,771 $6,716,723
GN 30 YR POOL 4% #AE0328 15Jan45 4,448,159 $3,461,897
GN 30 YR POOL 4% #AE8233 15Mar44 1,268,496 $760,911
GN 30 YR POOL 4% #AE8310 15Apr44 8,249,860 $4,162,333
GN 30 YR POOL 4% #AF5072 15Aug43 4,891,389 $1,949,665
GN 30 YR POOL 4% #AG2311 15Mar44 33,576 $23,392
GN 30 YR POOL 4% #AG6042 15Nov43 32,084 $33,227
GN 30 YR POOL 4% #AH0583 15Apr44 58,312 $16,180
GN 30 YR POOL 4% #AH3688 15Apr44 75,647 $64,559
GN 30 YR POOL 4% #AI8459 15Sep44 7,500,000 $4,647,600
GN 30 YR POOL 4% #AJ0399 15Aug44 1,041,626 $771,477
GN 30 YR POOL 4% #AJ1849 15Oct44 449,138 $259,661
GN 30 YR POOL 4% #AJ4208 15Sep44 216,972 $138,229
GN 30 YR POOL 4% #AJ6282 15Sep44 1,298,074 $1,023,993
GN 30 YR POOL 4% #AJ6291 15Sep44 978,436 $528,039
GN 30 YR POOL 4% #AJ6295 15Sep44 812,515 $392,119
GN 30 YR POOL 4% #AJ8913 15Jan45 605,920 $618,454
GN 30 YR POOL 4% #AK0397 15Dec44 6,507,284 $3,603,369
GN 30 YR POOL 4% #AK0617 15Nov44 1,537,490 $1,067,852
GN 30 YR POOL 4% #AL1912 15Jan45 4,616,359 $3,077,435
GN 30 YR POOL 4% #AL1913 15Jan45 6,351,775 $4,245,489
GN 30 YR POOL 4% #AL2148 15Feb45 4,758,538 $3,531,639
GN 30 YR POOL 4% #AL2189 15Feb45 6,553,563 $3,964,440
GN 30 YR POOL 4% #AL2255 15Mar45 668,226 $302,709
GN 30 YR POOL 4% #AL2284 15Mar45 5,763,172 $4,017,961
GN 30 YR POOL 4% #AM1441 15May45 5,027,970 $4,791,274
GN 30 YR POOL 4% #AN6704 15Jul45 925,000 $982,675
GN 30 YR POOL 4% #AO3856 15Aug45 850,000 $903,569
GN 30 YR POOL 5.5% #486593 15Jan35 2,222,000 $161,130
GN 30 YR POOL 5.5% #497491 15Jan29 1,980,000 $60,719
GN 30 YR POOL 5.5% #586351 15Feb35 500,000 $43,952
GN 30 YR POOL 5.5% #595793 15Jul35 5,500,000 $688,847
GN 30 YR POOL 5.5% #604471 15Jul33 2,100,000 $95,134
GN 30 YR POOL 5.5% #604674 15Oct33 1,000,000 $82,598
GN 30 YR POOL 5.5% #604724 15Oct33 1,509,492 $95,082
GN 30 YR POOL 5.5% #605618 15Jul34 6,580,000 $476,131
GN 30 YR POOL 5.5% #609428 15Jun33 400,000 $16,691
GN 30 YR POOL 5.5% #611999 15Aug33 2,300,170 $218,864
GN 30 YR POOL 5.5% #612235 15Aug33 400,000 $28,955
GN 30 YR POOL 5.5% #612658 15Jun35 900,000 $106,561
GN 30 YR POOL 5.5% #612926 15Jul33 1,500,000 $101,638
GN 30 YR POOL 5.5% #613877 15Sep33 3,636,072 $179,536
GN 30 YR POOL 5.5% #615898 15Aug33 750,075 $44,349
GN 30 YR POOL 5.5% #616694 15Oct34 500,000 $64,114
GN 30 YR POOL 5.5% #620942 15Sep33 575,000 $73,020
GN 30 YR POOL 5.5% #629279 15Apr31 750,089 $43,353
GN 30 YR POOL 5.5% #634644 15Nov34 4,800,000 $575,687
GN 30 YR POOL 5.5% #637280 15Nov19 2,683,028 $240,362
GN 30 YR POOL 5.5% #638331 15Feb35 2,043,628 $44,606
GN 30 YR POOL 5.5% #644671 15Oct35 1,001,204 $132,155
GN 30 YR POOL 5.5% #645500 15Oct35 2,002,398 $230,040
GN 30 YR POOL 5.5% #782138 15Feb37 575,000 $59,152
GN 30 YR POOL 5.72% #511275 15Apr29 898,733 $21,026
GN 30 YR POOL 5% #599414 15Jul33 1,500,150 $108,325
GN 30 YR POOL 5% #605389 15Apr34 1,504,329 $132,235
GN 30 YR POOL 5% #615583 15Sep33 1,254,232 $118,025
GN 30 YR POOL 5% #636293 15Apr35 2,500,000 $555,344
GN 30 YR POOL 5% #719234 15Jul40 1,031,910 $295,971
GN 30 YR POOL 6.5% #175339 15Mar29 5,001,628 $91,805
GN 30 YR POOL 6.5% #402108 15Jul32 750,000 $12,004
GN 30 YR POOL 6.5% #434239 15Mar29 1,800,000 $19,764
GN 30 YR POOL 6.5% #436194 15Feb28 5,309,042 $13,480
GN 30 YR POOL 6.5% #454385 15Apr28 1,287,200 $10,047
GN 30 YR POOL 6.5% #457127 15Feb29 301,000 $10,684
GN 30 YR POOL 6.5% #466472 15May29 273,319 $4,333
GN 30 YR POOL 6.5% #467451 15Jan29 1,500,000 $28,407
GN 30 YR POOL 6.5% #471313 15Mar32 2,000,000 $98,940
GN 30 YR POOL 6.5% #471589 15Oct28 2,000,000 $24,800
GN 30 YR POOL 6.5% #474108 15Apr28 5,000,000 $45,016
GN 30 YR POOL 6.5% #477508 15Oct28 505,000 $6,210
GN 30 YR POOL 6.5% #485857 15Oct31 3,015,231 $32,788
GN 30 YR POOL 6.5% #485858 15Oct31 9,167,721 $118,116
GN 30 YR POOL 6.5% #486470 15Aug28 2,000,000 $10,261
GN 30 YR POOL 6.5% #486935 15Feb29 3,184,570 $28,528
GN 30 YR POOL 6.5% #487223 15May29 839,000 $7,306
GN 30 YR POOL 6.5% #490387 15Jun29 1,820,000 $30,849
GN 30 YR POOL 6.5% #498380 15Feb29 260,526 $1,427
GN 30 YR POOL 6.5% #498480 15Mar29 1,120,633 $10,876
GN 30 YR POOL 6.5% #503818 15Mar29 2,713,693 $99,934
GN 30 YR POOL 6.5% #514950 15Mar31 1,000,000 $13,813
GN 30 YR POOL 6.5% #520410 15Jan35 62,679 $742
GN 30 YR POOL 6.5% #521291 15Apr35 517,486 $47,791
GN 30 YR POOL 6.5% #533974 15May32 1,579,026 $19,814
GN 30 YR POOL 6.5% #542757 15Apr31 8,257,522 $89,853
GN 30 YR POOL 6.5% #546443 15Nov31 800,000 $52,184
GN 30 YR POOL 6.5% #548271 15Feb32 1,501,336 $34,766
GN 30 YR POOL 6.5% #550537 15Jul35 666,356 $59,933
GN 30 YR POOL 6.5% #551546 15Jul31 2,571,534 $38,603
GN 30 YR POOL 6.5% #551606 15Aug31 913,650 $71,388
GN 30 YR POOL 6.5% #552565 15May32 502,365 $5,614
GN 30 YR POOL 6.5% #552704 15Aug32 5,400,000 $63,705
GN 30 YR POOL 6.5% #552764 15Sep32 1,000,000 $26,095
GN 30 YR POOL 6.5% #552839 15Oct32 6,591,983 $122,411
GN 30 YR POOL 6.5% #553171 15Apr33 1,693,131 $34,486
GN 30 YR POOL 6.5% #555672 15Jan32 1,508,315 $32,583
GN 30 YR POOL 6.5% #555944 15May31 2,521,148 $46,193
GN 30 YR POOL 6.5% #558897 15Aug32 129,066 $4,514
GN 30 YR POOL 6.5% #563559 15Apr32 6,668,152 $95,235
GN 30 YR POOL 6.5% #564649 15Jun31 1,521,983 $9,379
GN 30 YR POOL 6.5% #564866 15Sep31 1,500,000 $22,123
GN 30 YR POOL 6.5% #564927 15Oct31 477,508 $8,871
GN 30 YR POOL 6.5% #567843 15Sep32 1,000,000 $50,906
GN 30 YR POOL 6.5% #569685 15Feb32 2,528,038 $25,005
GN 30 YR POOL 6.5% #569703 15Feb32 5,212,562 $59,438
GN 30 YR POOL 6.5% #569708 15Feb32 725,000 $11,647
GN 30 YR POOL 6.5% #570019 15Jul32 14,653,970 $184,140
GN 30 YR POOL 6.5% #570671 15Nov31 100,000 $6,063
GN 30 YR POOL 6.5% #574994 15Apr32 501,061 $8,553
GN 30 YR POOL 6.5% #577909 15Jun32 500,000 $12,158
GN 30 YR POOL 6.5% #579539 15Mar32 975,284 $18,870
GN 30 YR POOL 6.5% #579961 15Apr32 235,320 $11,189
GN 30 YR POOL 6.5% #580873 15Jan32 7,587,058 $111,818
GN 30 YR POOL 6.5% #582340 15Sep32 2,502,533 $52,871
GN 30 YR POOL 6.5% #582955 15Feb32 1,073,120 $20,949
GN 30 YR POOL 6.5% #583941 15Jun32 500,000 $19,531
GN 30 YR POOL 6.5% #584343 15Apr32 1,518,042 $18,283
GN 30 YR POOL 6.5% #584389 15May32 1,024,247 $6,909
GN 30 YR POOL 6.5% #584399 15May32 1,000,000 $13,754
GN 30 YR POOL 6.5% #587115 15Jun32 1,561,662 $15,617
GN 30 YR POOL 6.5% #590327 15Jul32 4,008,036 $10,523
GN 30 YR POOL 6.5% #591005 15Jul32 5,169,128 $35,660
GN 30 YR POOL 6.5% #592716 15May33 1,672,708 $36,867
GN 30 YR POOL 6.5% #594828 15Aug32 1,565,000 $57,505
GN 30 YR POOL 6.5% #595762 15Jun35 190,431 $7,658
GN 30 YR POOL 6.5% #605689 15Sep34 121,399 $4,741
GN 30 YR POOL 6.5% #607218 15Feb34 733,600 $54,097
GN 30 YR POOL 6.5% #615673 15Oct33 32,450 $2,401
GN 30 YR POOL 6.5% #621858 15Jan34 1,311,303 $17,598
GN 30 YR POOL 6.5% #631115 15Jun34 1,330,499 $131,725
GN 30 YR POOL 6.5% #647714 15Jul35 3,323,439 $75,847
GN 30 YR POOL 6.5% #780813 15Jun28 900,000 $12,171
GN 30 YR POOL 6.5% #780886 15Oct24 2,000,000 $33,887
GN 30 YR POOL 6.5% #781035 15May29 6,774,704 $86,883
GN 30 YR POOL 6.5% #781285 15May31 2,567,327 $23,978
GN 30 YR POOL 6.5% #781288 15May31 1,798,476 $22,673
GN 30 YR POOL 6.5% #781530 15Dec32 25,822,328 $492,339
GN 30 YR POOL 6.5% #781561 15Nov32 3,929,947 $77,512
GN 30 YR POOL 6.5% #781594 15Jan33 25,065,172 $517,900
GN 30 YR POOL 6.5% #781595 15Jan33 263,074 $4,935
GN 30 YR POOL 6.5% #MA 15Mar29 2,000,000 $21,159
GN 30 YR POOL 6.75% #421819 15Apr26 5,380,509 $8,268
GN 30 YR POOL 6% #351404 15Jan24 1,091,672 $18,061
GN 30 YR POOL 6% #473140 15Oct28 180,000 $8,796
GN 30 YR POOL 6% #486515 15Sep28 12,973,600 $270,545
GN 30 YR POOL 6% #486934 15Feb29 3,775,744 $87,997
GN 30 YR POOL 6% #501461 15Mar19 3,881,998 $49,425
GN 30 YR POOL 6% #502981 15Feb29 2,700,000 $135,451
GN 30 YR POOL 6% #552754 15Sep32 1,776,842 $278,947
GN 30 YR POOL 6% #552949 15Dec32 2,075,051 $170,214
GN 30 YR POOL 6% #553125 15Mar33 3,750,000 $493,291
GN 30 YR POOL 6% #553320 15Jun33 368,522 $15,081
GN 30 YR POOL 6% #564660 15Jun31 2,517,874 $127,730
GN 30 YR POOL 6% #569158 15Mar32 80,300 $2,453
GN 30 YR POOL 6% #577732 15Oct32 1,000,000 $20,921
GN 30 YR POOL 6% #577734 15Oct32 2,001,957 $48,659
GN 30 YR POOL 6% #580607 15Feb33 1,254,640 $45,309
GN 30 YR POOL 6% #583047 15Sep34 1,315,000 $76,743
GN 30 YR POOL 6% #584164 15Dec32 1,906,999 $482,807
GN 30 YR POOL 6% #585345 15Nov32 1,001,085 $8,844
GN 30 YR POOL 6% #586772 15Mar33 5,475,000 $235,876
GN 30 YR POOL 6% #587465 15Dec32 1,500,000 $108,119
GN 30 YR POOL 6% #588138 15Dec32 504,285 $19,675
GN 30 YR POOL 6% #589537 15Nov32 1,000,000 $7,771
GN 30 YR POOL 6% #590490 15Sep32 3,000,000 $87,533
GN 30 YR POOL 6% #592120 15Oct32 1,500,000 $40,726
GN 30 YR POOL 6% #592467 15Dec32 2,339,006 $257,424
GN 30 YR POOL 6% #592490 15Feb33 4,000,000 $129,842
GN 30 YR POOL 6% #592637 15Mar33 1,002,325 $63,784
GN 30 YR POOL 6% #592643 15Apr33 2,000,000 $43,914
GN 30 YR POOL 6% #592769 15May33 4,328,221 $182,415
GN 30 YR POOL 6% #594294 15Sep32 1,406,079 $107,991
GN 30 YR POOL 6% #596902 15Jan33 2,500,000 $52,206
GN 30 YR POOL 6% #597742 15Dec32 2,027,157 $241,454
GN 30 YR POOL 6% #597938 15Dec32 1,005,026 $22,812
GN 30 YR POOL 6% #598060 15Feb33 3,155,808 $31,696
GN 30 YR POOL 6% #600056 15Feb33 1,750,000 $177,527
GN 30 YR POOL 6% #600124 15Feb33 2,000,200 $115,569
GN 30 YR POOL 6% #600144 15Mar33 1,020,364 $52,328
GN 30 YR POOL 6% #602212 15Mar33 3,044,810 $121,339
GN 30 YR POOL 6% #603397 15Jan33 1,000,000 $41,917
GN 30 YR POOL 6% #603629 15Apr33 3,907,830 $55,488
GN 30 YR POOL 6% #603650 15Apr33 2,000,000 $53,939
GN 30 YR POOL 6% #604647 15Sep33 904,389 $71,516
GN 30 YR POOL 6% #605146 15Mar34 1,300,000 $230,715
GN 30 YR POOL 6% #605268 15Jun34 1,100,000 $81,878
GN 30 YR POOL 6% #605367 15Sep34 499,850 $32,062
GN 30 YR POOL 6% #605654 15Aug34 500,000 $46,818
GN 30 YR POOL 6% #607814 15Mar33 3,594,840 $205,993
GN 30 YR POOL 6% #608668 15Aug34 1,000,000 $185,617
GN 30 YR POOL 6% #611552 15May33 1,050,858 $35,124
GN 30 YR POOL 6% #613880 15Sep33 500,663 $20,602
GN 30 YR POOL 6% #615671 15Oct33 2,000,000 $62,916
GN 30 YR POOL 6% #616629 15Sep34 1,374,301 $216,535
GN 30 YR POOL 6% #617250 15Oct36 3,000,000 $148,267
GN 30 YR POOL 6% #619118 15Oct34 500,000 $98,911
GN 30 YR POOL 6% #619119 15Oct34 406,315 $75,089
GN 30 YR POOL 6% #619220 15Oct34 4,536,739 $417,521
GN 30 YR POOL 6% #620628 15Sep33 1,000,000 $19,114
GN 30 YR POOL 6% #622659 15Nov33 2,001,827 $159,681
GN 30 YR POOL 6% #623190 15Dec23 1,558,387 $204,868
GN 30 YR POOL 6% #635903 15Nov34 3,188,149 $154,352
GN 30 YR POOL 6% #645460 15Sep35 6,000,000 $990,609
GN 30 YR POOL 6% #676600 15Nov37 2,000,000 $57,705
GN 30 YR POOL 6% #691311 15Aug38 2,042,359 $110,731
GN 30 YR POOL 6% #780770 15Apr28 2,700,000 $61,616
GN 30 YR POOL 6% #781354 15Nov31 1,614,291 $41,500
GN 30 YR POOL 6% #781485 15Aug32 300,000 $9,293
GN 30 YR POOL 6% #781547 15Jan33 6,700,977 $227,823
GN 30 YR POOL 6% #781607 15Mar33 9,171,532 $347,995
GN 30 YR POOL 6% #781635 15Mar33 4,256,655 $156,977
GN 30 YR POOL 6% #782111 15Aug36 4,350,000 $342,576
GN 30 YR POOL 7.5% #342552 15Mar23 9,041,014 $10,276
GN 30 YR POOL 7.5% #343327 15Oct29 514,502 $6,591
GN 30 YR POOL 7.5% #354667 15Oct23 4,875,892 $44,270
GN 30 YR POOL 7.5% #377615 15Sep25 928,347 $6,624
GN 30 YR POOL 7.5% #384943 15Dec25 490,000 $4,513
GN 30 YR POOL 7.5% #394478 15Sep25 730,181 $2,941
GN 30 YR POOL 7.5% #401000 15Jun24 242,339 $1,715
GN 30 YR POOL 7.5% #408478 15Aug25 510,000 $11,301
GN 30 YR POOL 7.5% #410316 15Feb26 893,000 $1,882
GN 30 YR POOL 7.5% #412335 15Oct27 6,814,057 $63,930
GN 30 YR POOL 7.5% #436753 15Feb27 3,104,451 $17,034
GN 30 YR POOL 7.5% #470792 15Aug29 1,000,630 $1,058
GN 30 YR POOL 7.5% #502779 15Sep29 3,700,000 $67,683
GN 30 YR POOL 7.5% #505111 15Aug29 2,007,985 $19,159
GN 30 YR POOL 7.5% #510534 15Oct29 3,354,399 $15,244
GN 30 YR POOL 7.5% #510959 15Jun29 1,005,922 $19,531
GN 30 YR POOL 7.5% #513290 15Aug29 2,086,559 $2,995
GN 30 YR POOL 7.5% #547578 15Mar31 3,549,258 $8,071
GN 30 YR POOL 7.5% #547671 15Feb31 1,287,969 $17,289
GN 30 YR POOL 7.5% #549193 15Feb31 1,466,543 $15,291
GN 30 YR POOL 7.5% #574326 15Dec31 7,728,804 $48,677
GN 30 YR POOL 7.5% #780532 15Mar27 6,497,599 $47,798
GN 30 YR POOL 7.75% #527070 15Feb30 500,000 $2,382
GN 30 YR POOL 7% #346690 15Aug23 3,085,588 $24,344
GN 30 YR POOL 7% #430633 15Mar28 4,950,000 $29,195
GN 30 YR POOL 7% #433566 15Jan28 3,336,440 $21,104
GN 30 YR POOL 7% #436198 15Feb28 4,950,000 $23,701
GN 30 YR POOL 7% #442340 15Apr28 4,434,740 $14,600
GN 30 YR POOL 7% #443191 15Dec30 599,940 $12,339
GN 30 YR POOL 7% #454194 15Jul28 5,565,006 $6,192
GN 30 YR POOL 7% #462835 15Jul28 4,547,863 $25,702
GN 30 YR POOL 7% #470321 15May29 4,503,429 $42,123
GN 30 YR POOL 7% #470499 15Jun29 1,746,803 $4,885
GN 30 YR POOL 7% #479813 15Dec30 500,000 $4,388
GN 30 YR POOL 7% #486467 15Aug28 200,000 $1,661
GN 30 YR POOL 7% #491491 15Jul29 1,342,736 $15,558
GN 30 YR POOL 7% #498645 15Apr29 1,014,372 $24,944
GN 30 YR POOL 7% #503597 15Apr29 3,041,251 $31,255
GN 30 YR POOL 7% #510732 15Nov29 3,087,591 $76,593
GN 30 YR POOL 7% #529793 15Jan31 1,262,338 $151,068
GN 30 YR POOL 7% #540933 15Dec30 3,000,000 $41,495
GN 30 YR POOL 7% #544003 15Mar31 1,750,000 $19,648
GN 30 YR POOL 7% #547537 15Apr31 1,500,000 $7,573
GN 30 YR POOL 7% #551655 15Sep31 1,000,000 $41,043
GN 30 YR POOL 7% #554167 15Nov31 1,150,059 $9,042
GN 30 YR POOL 7% #557360 15May31 1,000,000 $9,046
GN 30 YR POOL 7% #561564 15Aug31 17,500,000 $203,420
GN 30 YR POOL 7% #562581 15Apr32 2,602,125 $54,063
GN 30 YR POOL 7% #571256 15Oct31 2,044,706 $7,375
GN 30 YR POOL 7% #571750 15Sep31 2,202,152 $14,453
GN 30 YR POOL 7% #579659 15Mar32 2,543,505 $64,428
GN 30 YR POOL 7% #586580 15May32 5,500,000 $111,498
GN 30 YR POOL 7% #780189 15Jul25 4,250,000 $34,553
GN 30 YR POOL 7% #780459 15Nov26 1,640,000 $13,147
GN 30 YR POOL 7% #780584 15Jun27 3,358,411 $29,250
GN 30 YR POOL 7% #780742 15Sep24 7,017,999 $78,071
GN 30 YR POOL 7% #780896 15Nov28 2,367,683 $21,654
GN 30 YR POOL 7% #781129 15Nov28 4,530,958 $66,702
GN 30 YR POOL 7% #781231 15Dec30 3,775,364 $52,061
GN 30 YR POOL 7% #781300 15Jun31 3,800,000 $39,887
GN 30 YR POOL 7% #781324 15Jul31 536,209 $4,797
GN 30 YR POOL 8.25% #780973 15May20 3,500,000 $30,877
GN 30 YR POOL 8.5% #310287 15Aug21 614,765 $1,935
GN 30 YR POOL 9% #145478 15Jan20 550,000 $7,785
GN 30 YR POOL 9% #155126 15Dec19 679,035 $1,180
GN 30 YR POOL 9% #312960 15Sep21 253,560 $273
GN 30 YR POOL 9% #315171 15Jun22 418,292 $2,222
GNMA 3.25% 16Apr27 13-169E-TE 1,000,000 $902,758
GNMA 3% 20Apr41 12-130-PA 2,000,000 $1,319,174
GNMA 5.25% 16Aug35 05-61-UZ 525,000 $1,025,649
GNMA FLT% 16Jan50 09-115-D 2,000,000 $2,223,526
GOLDST FLT% 08Jan19 144A 2,800,000 $2,760,084
GOODYEAR TIRE & RUBBER C0 2ND LIEN TL L + 3.75% 30Apr19 2,095,000 $2,102,202
GRIFOLS WORLDWIDE OPERATIONS USA I 1ST LIEN TL-B L + 3% 01Apr21 382,200 $383,155
GRSPEC 3.29% 10Oct19 144A 1,900,000 $1,788,493
GRWASH 1.827% 15Sep17 GEORGE WASHINGTON UNIVERSITY 1,900,000 $1,922,463
GSAMP FLT% 25Dec34 05-HE1-M1 5,642,356 $421,028
GSAMP FLT% 27Oct36 06-HE7-A2D 1,370,000 $1,187,048
GSMS 2.933% 06Jun31 12-SHOP-A 2,800,000 $2,883,774
GSMS 3.377% 12May45 12-GCJ7-A4 1,250,000 $1,325,621
GSMS 3.682% 12Feb46 13-GC10-B 1,000,000 $1,042,648
GSMS 5.56% 10Nov39 06-GG8-A4 900,000 $540,294
GSR FLT% 25Jan35 05-AR1-2A1 5,115,000 $830,725
GSRP FLT% 25Jun33 03-2-M1 2,336,716 $1,151,430
GSRPM FLT% 25Sep36 06-2 A2 5,715,000 $507,122
GTPCEL 3.721% 15Mar17 144A 800,000 $757,542
HAL 7.6% 15Aug96 144A 2,250,000 $2,775,058
HANESBRANDS INC US 1ST LIEN TL-B L + 2.5% 15Apr22 495,000 $498,182
HARVRD 2.3% 01Oct23 2,600,000 $2,599,664
HCA 5.25% 15Jun26 1,000,000 $1,045,312
HCA INC 1ST LIEN B6 L + 3.25% 08Mar23 1,735,209 $1,749,308
HCA INC 1ST LIEN TL-B4 L + 2.75% 01May18 729,202 $731,522
HCN 4.25% 01Apr26 7,175,000 $7,511,531
HD 2.625% 01Jun22 4,520,000 $4,727,081
HEAT FLT% 25Jan36 05-7 2A4 750,000 $222,381
HENDR 3.82% 15Dec48 10-3A-A 1,100,000 $602,243
HIW 3.2% 15Jun21 2,032,000 $2,053,291
HIW 3.625% 15Jan23 3,325,000 $3,355,293
HMAC FLT% 25Jan35 04-6-M3 7,554,000 $7,327,374
HNDA 1.2% 14Jul17 7,695,000 $7,745,104
HNGRY 4.474% 20Mar43 13-1A-A2 3,924,000 $3,768,126
HOOTY 4.846% 22Aug44 14-1A-A2 3,050,000 $2,604,171
HOUGHTON MIFFLIN HARCOURT PUBLISHE 1ST LIEN TL-B L + 3% 11May21 1,000,000 $981,250
HR 3.875% 01May25 3,750,000 $3,731,060
HR 5.75% 15Jan21 605,000 $685,756
HRZN 3% 15May18 13-1A-A 3,048,000 $249,046
HSBC 4.25% 14Mar24 3,940,000 $4,049,790
HSBC 7.65% 01May25 1,305,000 $1,659,318
HTGC14-1A 3.524% 16Apr21 A 2,920,000 $2,898,451
HUNTSMAN INTERNATIONAL LLC 1ST LIEN TL-B L + 3% 19Apr19 249,565 $249,461
HYATT FLT% 15Nov29 15-HYT-B 2,100,000 $2,079,631
HYNMTR 1.45% 06Feb17 144A 2,245,000 $2,251,450
HYNMTR 2% 19Mar18 144A 3,125,000 $3,145,593
IBESM 6.15% 15Dec17 144A 5,055,000 $5,454,767
IBESM 6.75% 15Jul36 4,475,000 $5,843,148
IBISRE FLT% 28Jun16 144A 1,000,000 $1,012,125
IBISRE FLT% 28Jun16 144A 1,150,000 $1,161,602
ICBC FLT% 13Nov18 144A 6,900,000 $6,973,585
ICONX 4.229% 26Jan43 12-1A-A 1,801,000 $1,253,203
ICONX 4.352% 25Jan43 13-1A-A2 395,000 $294,898
IHSFR FLT% 19Dec31 14-SFR3 A 1,700,000 $1,685,551
IMMUCOR INC 1ST LIEN TL-B2 L + 3.75% 19Aug18 703,587 $674,270
IMSA FLT% 25Dec36 06-5-2A 4,900,000 $814,074
IMS HEALTH INC 1ST LIEN TL-B L + 2.5% 17Mar21 1,595,169 $1,598,825
INABS FLT% 25Oct35 05-C-AII3 1,750,000 $1,159,298
INTC 4.8% 01Oct41 11,075,000 $12,584,928
INTELSAT 1ST LIEN TL-B2 L + 2.75% 30Jun19 720,343 $677,302
INTNED FLT% 29Dec49 14,086,000 $13,003,530
IP 3.65% 15Jun24 6,975,000 $7,335,471
IP 3.8% 15Jan26 1,025,000 $1,081,303
IP 6% 15Nov41 2,400,000 $2,861,184
IRWHE FLT% 25Jun25 05-1-1A 15,300,000 $2,740,834
IRWHE FLT% 25Jun28 03-C-M1 3,300,000 $437,720
IRWHE FLT% 25Jun35 05-1-2A3 4,350,000 $103,640
ISPIM 6.5% 24Feb21 144A 1,400,000 $1,618,561
ISPIM 7.7% 29Dec49 144A 8,125,000 $7,590,352
ISRELE 5% 12Nov24 REGS 5,450,000 $5,951,854
ISRELE 7.25% 15Jan19 144A 1,925,000 $2,173,890
ISRELE 9.375% 28Jan20 144A 610,000 $759,943
JBS USA LLC 1ST LIEN TL-B L + 3% 18Sep22 3,579,682 $3,576,700
JNJ 4.375% 05Dec33 3,150,000 $3,690,166
JOBDEV 3.985% 01Jan29 JOBSOHIO BEVERAGE SYS OHIO STA 4,075,000 $4,546,040
JOBDEV 4.532% 01Jan35 JOBSOHIO BEVERAGE SYS OHIO STA 1,035,000 $1,177,561
JPALT FLT% 25Jan36 05-A2-1A1 20,563,000 $2,488,030
JPMCC14-CBM FLT% 15Oct29 C 4,600,000 $4,496,804
JPMCC14-FL5 FLT% 15Jul31 B 1,260,000 $1,255,551
JPMCC 2.84% 17Dec47 12-LC9-A5 4,260,234 $4,396,088
JPMCC 3.6159% 15Nov43 10-C2-A2 1,600,000 $1,640,547
JPMCC 4.1712% 17Aug46 11-C5-A 1,350,000 $1,476,935
JPMCC FLT% 15Jan32 15-CSMO-C 4,600,000 $4,553,701
JPMCC FLT% 15Jul31 14-FL5-C 900,000 $887,968
JPMCC FLT% 15Jul36 15-SGP-B 4,000,000 $3,988,082
JPMCC FLT% 15May47 06-LDP9-A3 1,100,000 $365,326
JPMCC FLT% 16Dec30 14-FL4-C 2,200,000 $2,184,678
JPMCC FLT% 17Jul28 11-CCHP 1,000,000 $1,003,337
JPMCC FLT% 17Oct45 12-C8-B 1,200,000 $1,264,229
JPM FLT% 25Oct29 14-5-A1 6,000,000 $4,813,574
JPM FLT% 29Aug49 7,189,000 $8,073,516
JPMMT 3% 25Jun29 14-2-1A1 10,055,000 $7,415,194
JPMMT 3% 25Mar43 13-1-2A3 4,170,000 $2,203,702
JPMMT 3% 25May45 15-3-A6 6,863,000 $5,639,245
JPMMT 5% 25Sep34 04-S1-1A7 17,960,288 $502,986
JPMMT FLT% 25Feb34 04-A1-2A1 20,103,000 $1,314,398
JPMMT FLT% 25Feb34 04-A1-3A1 11,243,500 $475,831
JPMMT FLT% 25Jun29 14-2 9,276,000 $6,714,604
JPMMT FLT% 25Jun29 14-2-B3 1,582,000 $1,349,221
JPMMT FLT% 25Mar43 13-1-1A2 10,464,000 $5,191,777
JPMMT FLT% 25Mar43 13-1-2A2 12,732,000 $6,657,232
JPMMT FLT% 25Mar43 13-1-B2 2,000,000 $1,736,639
JPMMT FLT% 25May43 13-2-A2 2,136,900 $1,276,889
JPMMT FLT% 25May45 15-3-B1 3,335,000 $3,089,245
JPMMT FLT% 25Oct29 14-5-B1 2,609,000 $2,275,588
JPMMT FLT% 25Oct33 03-A1-3A1 11,067,000 $182,686
JPMMT FLT% 25Oct45 15-6-A3 5,000,000 $4,794,019
JPMMT FLT% 25Sep44 14-OAK4-B1 5,977,000 $5,994,095
JPMMT FLT% 26Jun45 15-4-1A4 9,500,000 $8,681,363
JPMT 3.5% 25Jan44 14-1-2A12 1,739,000 $1,342,779
JPMT FLT% 25Jan44 14-1-B1 3,386,000 $3,375,672
JPSMT FLT% 25May33 14-1-AM 7,757,000 $6,402,351
KANE SAC ZERO% 15Jun16 1,200,000 $1,199,880
KANE ZERO% 30Jun16 3,000,000 $61,200
KANE ZERO% 30Jun16 1,300,000 $25,610
KANE ZERO% 30Jun16 800,000 $24,000
KEY 5.1% 24Mar21 7,378,000 $8,257,184
KHC 3.5% 06Jun22 8,315,000 $8,939,132
KILREL FLT% 06Dec19 144A 3,000,000 $3,027,825
KILREL FLT% 06Dec19 144A 1,500,000 $1,526,370
KILREL FLT% 25Nov19 144A 1,700,000 $1,701,055
KILREL FLT% 30Apr18 144A 350,000 $350,393
KILREL FLT% 30Apr18 144A 3,700,000 $3,714,157
KINDRED HEALTHCARE 1ST LIEN TL-B L + 3% 10Apr21 548,604 $547,233
Kinetic Concepts Inc 1ST LIEN DTL-E1 L + 3% 04May18 2,898,807 $2,901,344
KKR 5.125% 01Jun44 144A 1,650,000 $1,654,827
KKR 5.5% 01Feb43 144A 5,025,000 $5,162,017
KMI 4.25% 01Sep24 4,675,000 $4,557,747
KMI 5.05% 15Feb46 8,235,000 $7,398,264
KMI 5.55% 01Jun45 7,335,000 $7,002,371
KR 2.95% 01Nov21 6,172,000 $6,552,565
KR 3.4% 15Apr22 1,300,000 $1,376,028
LABMH 3.01% 15May41 01-B-A1 22,820,000 $199,768
LABMH 5.873% 15May41 01-B A5 4,100,000 $352,339
LBUBS 4.568% 15Jan31 04-C1-A4 1,700,000 $99,282
LEN 4.75% 01Apr21 5,120,000 $5,370,311
LHIPO FLT% 08Sep39 10-1GA-A 2,750,000 $1,590,863
LHIPO FLT% 24Nov42 14-1A-A1 4,550,000 $3,992,624
LHNVX 6% 30Dec19 144A 475,000 $537,954
LIBMUT 7.697% 15Oct97 144A 5,325,000 $6,723,196
LIVE NATION ENTERTAINMENT INC 1ST LIEN TL-B1 L + 2.75% 17Aug20 1,389,375 $1,396,901
LM 3.95% 15Jul24 2,400,000 $2,370,153
LM 4.75% 15Mar26 2,425,000 $2,528,312
LM 5.625% 15Jan44 4,290,000 $4,343,098
LMT 3.1% 15Jan23 1,915,000 $2,032,855
LNSTR FLT% 22Apr48 15-3-AS 3,690,000 $3,728,409
LOMARE FLT% 08Jan18 144A 250,000 $255,556
LONGRE FLT% 18May16 144A 9,950,000 $10,016,830
LONGRE FLT% 23May18 144A 4,000,000 $4,063,666
LRF 2.74% 15Mar21 15-1-C 850,000 $840,477
LSS FLT% 25Nov25 15-WF1-1M1 2,530,000 $2,260,419
LSTRZ FLT% 01Apr20 15-4-A1 9,401,000 $7,825,681
LSTRZ FLT% 01Apr20 15-5-A1 2,925,000 $1,813,300
LSTRZ FLT% 01Jan21 16-1-A1 1,750,000 $1,369,359
LSTRZ FLT% 02Jan20 15-1-A 10,950,000 $9,661,740
LSTRZ FLT% 02Mar20 15-3_A 7,250,000 $5,997,455
LUV 2.65% 05Nov20 4,370,000 $4,498,993
LUV 2.75% 06Nov19 2,350,000 $2,446,642
MACDERMID INCORPORATED 1ST LIEN TL-B L + 3% 07Jun20 904,548 $889,637
MALLINCKRODT INTERNATIONAL FINANCE 1ST LIEN TL-B L + 2.75% 06Mar21 847,837 $830,174
MAPLE HOLDINGS ACQUISITION CORP 1ST LIEN TL-B L + 4.5% 10Feb23 3,313,333 $3,333,322
MAS 4.375% 01Apr26 8,595,000 $8,897,764
MAS 4.45% 01Apr25 1,050,000 $1,099,711
MAS 5.95% 15Mar22 825,000 $931,167
MASDEV 5.375% 01Apr41 MASSACHUSETTS ST DEV FIN AGY REV F 550,000 $642,487
MASSIN 5.6% 01Jul11 MASSACHUSETTS INSTITUTE OF TECHNOL 1,100,000 $1,463,914
MCMLT FLT% 25Sep57 15-2-A1 3,000,000 $2,712,114
MDST 5.25% 15Dec45 10-1-M 950,000 $633,390
MDT 4.625% 15Mar45 7,300,000 $8,369,867
MERNA FLT% 07Apr17 144A 1,000,000 $997,766
MICROSEMI CORPORATION 1ST LIEN TL-B L + 4.5% 17Dec22 864,869 $872,220
MLCC FLT% 25Jan30 04-G-A1 46,068,000 $1,333,265
MPG HOLDCO I INC 1ST LIEN TL-B L + 2.75% 20Oct21 4,517,009 $4,497,650
MQGAU 4.875% 10Jun25 144A 5,125,000 $5,346,232
MQGAU 6.625% 07Apr21 144A 840,000 $959,219
MQGAU 6% 14Jan20 144A 2,730,000 $3,071,189
MRM FLT% 15Dec30 00-TB3-A1 15,930,000 $598,475
MS 4.1% 22May23 5,100,000 $5,364,651
MS 4.875% 01Nov22 300,000 $333,673
MSC 5.569% 15Dec44 07-HQ13-A3 4,300,000 $4,050,888
MS FLT% 31Dec49 PERPETUAL 2,900,000 $2,917,943
MSM FLT% 25Nov35 05-6AR-1M4 2,385,000 $1,945,115
MTVD 6.85% 15Jan40 144A 3,800,000 $4,447,972
MUFG 2.3% 05Mar20 144A 11,675,000 $11,749,286
MXCN 4.25% 01Dec24 3,600,000 $3,154,313
MYTHEN FLT% 05Jan17 144A 1,800,000 $1,836,590
NADB 2.3% 10Oct18 643,000 $656,735
NATIONAL FINANCIAL PARTNERS 1ST LIEN TL-B L + 3.5% 01Jul20 1,152,458 $1,141,294
NAVIOS MARITIME PARTNERS LP 1ST LIEN TL-B L + 4.25% 27Jun18 648,401 $573,835
NAVISTAR INC. 1ST LIEN TL-B L + 4.5% 17Aug17 750,000 $713,124
NBTY INC 1ST LIEN TL-B2 L + 2.5% 01Oct17 828,016 $829,154
NCHET FLT% 25Mar35 05-1-A2C 5,700,000 $902,048
NCI BUILDING SYSTEMS INC. 1ST LIEN TL-B L + 3.25% 24Jun19 1,780,102 $1,772,175
NCLF 3.27% 15Apr19 15-1A-A 1,500,000 $855,637
NCR 4.625% 15Feb21 4,600,000 $4,598,322
NCR 6.375% 15Dec23 1,425,000 $1,516,066
NCX 5% 01May25 144A 40,000 $40,194
NDASS 4.25% 21Sep22 144A 4,500,000 $4,706,177
NDASS FLT% 31Dec49 144A PERPETUAL 5,600,000 $5,438,132
NDFMT FLT% 21Mar22 16-1A-B 1,000,000 $975,849
NEE 2.3% 01Apr19 6,215,000 $6,302,039
NEE 6.639% 20Jun23 144A 2,520,000 $619,509
NEE 6.876% 27Jun17 144A 1,050,000 $70,472
NEQ FLT% 22Jan19 14-1A-B 1,000,000 $939,622
NEUBER 4.875% 15Apr45 144A 4,250,000 $3,600,490
NEXEO SOLUTIONS LLC 1ST LIEN TL-B L + 3.5% 09Sep17 600,000 $600,000
NFMOT 1.92% 15Oct19 A 1,050,000 $1,044,798
NFMOT 2.61% 15Oct19 14-1A B 1,000,000 $991,784
NFX 5.375% 01Jan26 2,360,000 $2,378,330
NFX 5.625% 01Jul24 1,400,000 $1,450,531
NHEL FLT% 25Mar35 04-4 M4 430,000 $406,114
NJSDEV ZERO% 15Feb18 NJ ST EDA PENSION 4,500,000 $4,337,550
NN INC 1ST LIEN TL-B L + 4.75% 02Oct22 3,487,373 $3,469,936
NORD ANGLIA EDUCATION FINANCE LLC 1ST LIEN TL-B L + 3.5% 21Mar21 1,000,000 $982,500
NORTEK INC 1ST LIEN TL-B L + 2.75% 30Oct20 1,365,566 $1,346,790
NOVELIS INC 1ST LIEN TL-B L + 3.25% 28May22 694,750 $692,231
NRG 7.875% 15May21 1,275,000 $1,371,509
NRG 8.25% 01Sep20 2,000,000 $2,097,041
NRG ENERGY INC 1ST LIEN TL L + 2% 01Jul18 1,305,644 $1,302,244
NRPMT FLT% 25Jul43 13-1 4,351,000 $3,987,455
NRPMT FLT% 25Jul43 13-1-A1 5,440,000 $4,626,302
NRPMT FLT% 25Jul43 13-1-A23 5,945,000 $4,775,099
NRPMT FLT% 25Jul43 13-1-B1 6,602,000 $6,113,327
NRUC 5.45% 01Feb18 2,000,000 $2,168,987
NRZT20143A FLT% 25Nov54 AFX3 3,900,000 $2,674,629
NRZT FLT% 28May52 15-1A-A2 11,783,000 $8,960,006
NSG HOLDINGS LLC 1ST LIEN TL L + 2.75% 11Dec19 720,169 $709,366
NSM 6.5% 01Jun22 5,480,000 $4,846,527
NSTR FLT% 25Mar37 07-A-AV3 550,000 $155,037
NTHSHR FLT% 05Jul16 144A 1,100,000 $1,110,164
NWL 5% 15Nov23 144A 2,500,000 $2,581,858
NXP BV 1ST LIEN TL-B L + 3% 30Oct20 897,750 $901,958
NYUHOS 4.428% 01Jul42 2,400,000 $2,482,896
OC 4.2% 01Dec24 5,150,000 $5,381,808
OHSEDU 5% 01Jan42 OHIO ST HIGHER EDL FAC COMMN 1,765,000 $2,061,392
OMFIT 3.19% 18Mar26 15-1A 1,600,000 $1,605,557
OMNOVA SOLUTIONS INC. TERM LOAN 1ST LIEN TL-B1 L + 3% 31May18 473,750 $471,085
ON SEMICONDUCTOR CORPORATION 1ST LIEN TL-B L + 4.5% 31Mar23 1,725,000 $1,736,428
ORA 6.21% 30Dec20 144A 1,730,000 $473,390
ORCL 2.5% 15May22 10,600,000 $10,948,828
ORES 3% 27Mar24 14-LV3-A 1,550,000 $281,366
ORMTIT 8.25% 30Dec20 555,000 $218,138
OXFIN 3.475% 15Dec22 14-1A-A 1,600,000 $1,595,260
PAA 4.65% 15Oct25 5,325,000 $5,086,794
PAA 4.9% 15Feb45 5,300,000 $4,398,243
PACLIF 6.75% 06Apr21 144A 3,725,000 $4,239,981
PANGAEA ZERO% 01Jul18 2,000,000 $36,000
PANOCH 6.885% 31Jul29 144A 2,610,000 $2,255,118
PART 3.04% 15Jul20 13-1-D 775,000 $766,101
PCLN 3.65% 15Mar25 7,375,000 $7,585,677
PDM 3.4% 01Jun23 3,830,000 $3,750,750
PEMEX 3.5% 30Jan23 5,721,000 $5,363,437
PENNUN FLT% 07Dec18 144A 3,200,000 $3,219,360
PENSKE 3.3% 01Apr21 144A 1,400,000 $1,418,680
PENSKE 3.375% 01Feb22 144A 8,850,000 $8,975,508
PETSMART 1ST LIEN TL-B L + 3.25% 10Mar22 1,155,591 $1,153,293
PFG 1.5% 18Apr19 144A 2,425,000 $2,409,378
PFSFC FLT% 15Oct19 14-BA-B 1,000,000 $987,984
PILOT TRAVEL CENTERS 1ST LIEN TL-B L + 3% 03Oct21 573,562 $577,147
Pinnacle Entertainment Inc 1ST LIEN TL-B L + 3.1062% 24Nov22 200,000 $201,125
PINNACLE FOODS FINANCE LLC 1ST LIEN TL-G L + 2.5% 29Apr20 20,755 $20,766
PL 7.375% 15Oct19 4,250,000 $4,927,101
PMTLT FLT% 25Sep43 13-J1-A1 500,000 $389,800
PNC 6% 07Dec17 1,435,000 $1,553,151
PNC FLT% 31Dec49 PERPETUAL 890,000 $999,414
PNM 7.95% 15May18 2,690,000 $3,096,250
PORTRN 4.458% 01Oct62 PORT AUTH N Y & N J 600,000 $656,478
PRGO 3.5% 15Mar21 3,300,000 $3,393,030
PRGSO 3.625% 30Jan25 15-A-A 3,200,000 $3,202,359
PRGSO 3% 08Jul20 15-B-A 2,000,000 $1,993,819
PROG FLT% 17Oct31 14-SFR1 180,000 $178,679
PROG FLT% 20Feb32 15-SFR1-C 2,700,000 $2,691,027
PRU 4.5% 16Nov21 1,090,000 $1,220,019
PRU FLT% 15Jun43 1,500,000 $1,595,045
PRU FLT% 15Jun68 2,140,000 $2,435,921
PRU FLT% 15Sep42 1,800,000 $1,958,568
PVH CORP 1ST LIEN TL-B L + 2.5% 13Feb20 302,538 $304,591
QGTS 6.267% 31Dec33 144A 2,450,000 $2,469,980
QUEEST FLT% 07Jun19 144A 2,000,000 $2,024,666
QVCN 4.45% 15Feb25 7,300,000 $7,314,569
RAAC FLT% 25Feb37 06-RP2-A 10,766,469 $656,669
RAACI 6% 25Jan32 04-SP2-A21 9,900,000 $296,853
RABOBK 3.875% 08Feb22 3,435,000 $3,728,144
RABOBK 3.95% 09Nov22 6,425,000 $6,731,533
RAI 4.45% 12Jun25 7,275,000 $8,180,914
RALI 5% 25Jul18 03-QS14-A1 7,610,000 $215,365
RALI 5% 25Mar19 04-QS3-CB 13,042,000 $585,088
RALI FLT% 25Jul33 03-QS13-A7 8,990,000 $741,522
RASGAS 5.832% 30Sep16 144A 1,605,000 $176,381
RBS 4.8% 05Apr26 3,500,000 $3,577,956
RBS 7.5% 31Dec49 PERPETUAL 8,075,000 $7,580,406
RDC 4.75% 15Jan24 6,185,000 $4,987,770
RDC 5.85% 15Jan44 5,505,000 $3,851,091
REGAL CINEMAS CORP 1ST LIEN TL-B L + 3% 17Mar22 897,738 $902,578
RESID FLT% 06Dec16 144A 1,650,000 $1,666,046
RESID FLT% 06Dec16 144A 2,800,000 $2,807,700
RESID FLT% 06Jun16 144A 800,000 $811,360
RESID FLT% 06Jun16 144A 275,000 $280,500
RESID FLT% 06Jun17 144A 600,000 $628,485
RESIF FLT% 09Jul35 03-CB1-B4 12,829,000 $2,355,638
RESLRE FLT% 09Jan17 1,799,960 $1,806,194
RESLRE ZERO% 07Apr17 3,600,000 $3,255,840
RESTAURANT BRANDS 1ST LIEN TL-B L + 2.75% 12Dec21 361,557 $362,574
REVLON CONSUMER PRODUCTS CORPORATI 1ST LIEN TL L + 3% 19Aug19 952,787 $954,871
RIAL 3% 25Dec32 15-LT7 4,000,000 $2,433,484
ROVI SOLUTIONS CORP 1ST LIEN TL-B L + 3% 02Jul21 3,220,024 $3,195,874
RPI FINANCE TRUST 1ST LIEN TL L + 2.75% 09Nov20 1,636,146 $1,643,644
RS 4.5% 15Apr23 4,400,000 $4,452,038
S 7.125% 15Jun24 1,500,000 $1,165,078
S 7.25% 15Sep21 1,500,000 $1,224,843
SAIL FLT% 25Jan36 06-1-A3 3,475,000 $471,801
SAMI FLT% 19Dec33 03-AR2-A1 41,560,377 $1,726,658
SANDRE FLT% 05May17 144A 1,200,000 $1,194,623
SANDRE FLT% 05May17 144A 1,250,000 $1,247,527
SANDRE FLT% 07Jun17 144A 2,000,000 $2,015,800
SANDRE FLT% 25May18 144A 2,550,000 $2,529,642
SASC FLT% 25Jul35 05-14-1A1 6,935,000 $482,426
SASC FLT% 25Oct34 04-19X-A6B 2,100,000 $40,171
SASC FLT% 25Oct36 06-GEL4-A2 5,952,000 $960,773
SBA 4.84% 01May25 05-20E-A 2,700,000 $521,903
SBAC FLT% 15Oct49 14-2A-C 6,975,000 $6,825,276
SBAP 4.2% 01Sep29 09-20I-1 500,000 $283,397
SBAP 4.625% 01Feb25 05-20B-1 2,292,000 $424,694
SBAP 5.37% 01Apr28 08-20D-1 1,595,000 $550,186
SBAP 5.63% 01Oct28 08-20J-1 1,000,000 $395,823
SBAP 5.72% 01Jan29 09-20A-1 315,000 $137,617
SBAP 6.02% 01Aug28 08-20H-1 2,000,000 $667,715
SBAP 6.14% 01Jan22 02-20A-1 2,000,000 $138,174
SBAP 6.22% 01Dec28 08-20L-1 1,000,000 $409,602
SBY FLT% 18Sep31 14-1-C 3,360,000 $3,257,567
SCFT 2.7% 25May23 14-AA-A 2,600,000 $1,318,815
SCHAEFFLER (AKA INA BETEILIGUNGSGE 1ST LIEN TL-B L + 3.5% 15May20 372,307 $375,331
SCIENTIFIC GAMES INTERNATIONAL INC 1ST LIEN TL-B2 L + 5% 17Sep21 4,295,625 $4,243,274
SE 6.2% 15Apr18 2,475,000 $2,622,236
SE 6.75% 15Jul18 1,500,000 $1,617,099
SECTOR ZERO% 01Dec20 144A 1,100,000 $1,125,080
SECTOR ZERO% 01Mar20 144A 2,402,500 $2,724,675
SECTOR ZERO% 01Mar20 144A 400,000 $500,200
SELECT MEDICAL CORPORATION 1ST LIEN TL F L + 5% 04Mar21 1,175,000 $1,186,015
SEMT 2.25% 25Jun43 13-8_A2 928,000 $578,826
SEMT 2.5% 26May43 13-6-A1 10,870,000 $8,091,575
SEMT 3.5% 27Jul43 13-9-A1 2,190,000 $1,662,266
SEMT 3.5% 27Jul43 13-9-B1 1,470,000 $1,408,305
SEMT 3% 25Jan45 15-1_A2 7,710,000 $5,872,430
SEMT 3% 25Nov30 15-4-A1 9,050,000 $8,641,070
SEMT 3% 25Sep42 12-4-A2 100,000 $39,269
SEMT FLT% 25Aug43 13-10-B1 7,372,000 $7,053,547
SEMT FLT% 25Feb43 13-2-A 3,000,000 $1,903,545
SEMT FLT% 25Jun43 13-7-A1 14,077,000 $10,272,622
SEMT FLT% 25Jun43 13-7-A2 4,781,592 $3,602,012
SEMT FLT% 25Jun43 13-8-A1 9,716,000 $7,176,128
SEMT FLT% 25Jun43 13-8-B1 6,700,000 $6,294,171
SEMT FLT% 25Mar43 13-3-B1 7,915,000 $7,458,493
SEMT FLT% 25May43 13-5-A1 3,694,000 $2,784,599
SEMT FLT% 25May43 13-5-A2 3,300,000 $2,563,080
SEMT FLT% 25May45 15-2-A1 12,011,000 $10,902,663
SEMT FLT% 26Dec42 12-6 A2 8,060,000 $4,383,498
SEMT FLT% 27Apr43 13-4-A1 9,500,000 $7,006,242
SEMT FLT% 27Apr43 13-4-A3 1,715,000 $1,161,256
SEMT FLT% 27Apr43 13-4-B1 6,585,000 $6,168,052
SENSATA TECHNOLOGIES 1ST LIEN L + 2.25% 14Oct21 1,157,433 $1,158,036
SERENA SOFTWARE INC 1ST LIEN TERM L + 6.5% 10Apr20 1,971,849 $1,972,259
SERTA SIMMONS HOLDINGS LLC 1ST LIEN TL-B L + 3.25% 01Oct19 1,550,976 $1,556,550
SILVRE ZERO% 16Sep16 144A 250,000 $1,150
SILVRE ZERO% 18Sep17 144A 1,000,000 $41,200
SILVRE ZERO% 18Sep18 144A 1,700,000 $1,769,530
SINOPE 2.5% 28Apr20 144A 10,050,000 $10,043,024
SISAO 4.375% 10Apr24 144A 4,750,000 $5,058,348
SIX FLAGS THEME PARKS INC 1ST LIEN TL-B L + 2.75% 30Jun22 1,496,231 $1,503,712
SKOP 3.1% 15Dec23 15-1A-A 1,200,000 $560,276
SLFMT 3.79% 25Jun58 13-1A-M3 750,000 $752,858
SLFMT FLT% 25Jun58 13-1A_M5 2,500,000 $1,196,690
SLFT 2.41% 15Dec22 14-AA-A 1,200,000 $1,037,256
SMLC FLT% 16Nov44 14-NPL2-A 2,250,000 $953,321
SPMF 4.6291% 20Jan45 14-4A-A2 3,300,000 $3,094,509
SRE 1.914% 01Feb22 3,150,000 $2,700,445
SRFC 1.87% 20Aug29 12-3A-A 750,000 $139,457
SRFC 2.38% 20Mar29 12-2A-A 4,692,000 $689,220
STANLN 3.95% 11Jan23 144A 4,800,000 $4,749,824
STAPLES INC 1ST LIEN TL-B L + 4% 29Jan22 1,925,000 $1,930,212
STI 3.5% 20Jan17 1,025,000 $1,049,572
STR 3.75% 20Apr45 15-1A 1,400,000 $1,322,189
STR 5.77% 20Aug42 12-1A-A 2,095,000 $2,091,220
STT FLT% 31Dec49 PERPETUAL 92,400 $2,429,196
SUMIBK 1.75% 16Jan18 1,800,000 $1,812,757
SVOVM 2% 20Sep29 12-AA-A 1,200,000 $406,184
SWK FLT% 15Dec53 3,600,000 $3,862,125
SXL 6.1% 15Feb42 2,200,000 $2,156,722
SYNIVERSE HOLDINGS INC 1ST LIEN TL-B L + 3% 23Apr19 504,555 $408,689
SYNIVERSE HOLDINGS INC 1ST LIEN TL L + 3% 23Apr19 282,406 $228,749
T 3.8% 15Mar22 6,200,000 $6,596,459
T 3.95% 15Jan25 9,690,000 $10,291,941
T 4.75% 15May46 2,250,000 $2,316,133
TASC INC 1ST LIEN TL-B L + 6% 23May20 573,433 $571,756
TAXACT INC 1ST LIEN TL-B L + 6% 31Dec22 570,967 $575,963
TBILL ZERO% 21Jul16 16,800,000 $16,792,994
TBOND 3% 15May42 21,400,000 $23,329,632
TBOND 4.25% 15May39 2,500,000 $3,331,656
TBOND 4.375% 15May40 3,700,000 $5,019,694
TBOND 4.375% 15Nov39 6,865,000 $9,310,080
TEL 6.55% 01Oct17 2,950,000 $3,171,212
TELEFO 6.221% 03Jul17 2,750,000 $2,955,851
TENOK 5.737% 30Mar21 144A 2,105,000 $1,433,994
TFRN FLT% 31Jul17 50,000,000 $50,034,025
TFRN FLT% 31Oct17 16,800,000 $16,834,910
THG 4.5% 15Apr26 7,300,000 $7,406,769
THG 6.375% 15Jun21 4,150,000 $5,120,710
TIAAGL 6.85% 16Dec39 144A 6,980,000 $9,230,025
TIERS FLT% 15Oct97 144A 1,250,000 $1,201,278
TI GROUP AUTOMOTIVE SYSTEMS LLC 1ST LIEN TL-B L + 3.5% 25Jun22 1,776,541 $1,776,541
TIPS 0.75% 15Feb45 61,140,000 $59,953,003
TIPS 1% 15Feb46 41,685,000 $43,787,267
TLN 6.5% 01Jun25 4,556,000 $4,166,383
TMO 3% 15Apr23 11,200,000 $11,367,212
TMST FLT% 25Jun43 03-3-A2 24,278,000 $558,729
TMTS FLT% 25Dec34 03-8HE-A 24,739,000 $752,293
TMTS FLT% 25Jul36 05-12AL-AF 835,000 $187,488
TMTS FLT% 25Sep36 05-16HE-AF2 14,000,000 $2,178,103
TMUS 6% 15Apr24 3,585,000 $3,768,133
TNOTE 0.625% 31May17 1,500,000 $1,503,659
TNOTE 1.125% 15Jan19 1,500,000 $1,514,347
TNOTE 1.875% 31Aug17 5,200,000 $5,298,628
TNOTE 2.125% 15May25 4,250,000 $4,411,463
TNOTE 2.625% 15Nov20 5,400,000 $5,791,355
TNOTE 2% 15Aug25 3,400,000 $3,471,916
TNOTE 2% 15Feb25 4,400,000 $4,500,460
TOMARI 7.875% 31Jan20 1,850,000 $2,173,101
TOYOTA 2.125% 18Jul19 5,000,000 $5,145,769
TPF II POWER LLC 1ST LIEN TL-B L + 4.5% 24Sep21 997,474 $997,165
TPMT 2.75% 25Nov60 15-2-1A12 7,327,000 $6,319,743
TRANS UNION LLC 1ST LIEN TL-B2 L + 3% 09Apr21 1,481,108 $1,476,943
TRFIG FLT% 16Apr18 2014_1A-B 800,000 $792,839
TRHEEL FLT% 09May16 144A 8,300,000 $8,377,558
TRONOX PIGMENTS (NETHERLANDS) BV 1ST LIEN TL-B L + 3% 19Mar20 759,010 $736,832
TRPCN 1.875% 12Jan18 4,425,000 $4,453,691
TSTAR 5.7467% 15Oct36 06-1A-B 1,435,000 $1,457,135
TTXCO 3.6% 15Jan25 144A 6,650,000 $6,916,512
TUFTS 5.017% 15Apr12 3,550,000 $3,994,308
TVA 4.929% 15Jan21 2,300,000 $1,079,421
TWC 6.55% 01May37 650,000 $769,196
TWX 4.7% 15Jan21 8,300,000 $9,323,508
TXS 4% 01Oct44 TEXAS ST 3,150,000 $3,419,836
TXSTRN 5% 01Apr33 TEXAS TRANSN COMMN ST HWY FD R 1,000,000 $1,202,537
TXSUTL 5% 15Dec30 TEXAS MUN GAS ACQUISITION & SU 1,050,000 $1,207,825
TXSUTL 5% 15Dec31 TEXAS MUN GAS ACQUISITION & SU 2,100,000 $2,402,127
TXU 1ST LIEN DIP L + 2.75% 05May16 2,235,660 $2,235,194
UACST 2.92% 17Jun19 15-1-D 2,140,000 $2,089,230
UBS 7.625% 17Aug22 4,400,000 $5,133,531
UDR 4% 01Oct25 8,750,000 $9,340,434
UNIFRAX HOLDING CO US 1ST LIEN TL-B L + 3.25% 28Nov18 1,978,232 $1,879,320
UNIHGR 5% 01Apr45 UNIVERSITY VA UNIV REVS 3,100,000 $3,715,095
UNITOW 2.981% 16Mar43 144A 1,500,000 $1,445,491
UNIVISION COMMUNICATIONS INC 1ST LIEN TL L + 3% 01Mar20 2,236,092 $2,238,487
UNP 3.375% 01Feb35 13,215,000 $13,016,309
URSARE FLT% 21Sep18 144A 500,000 $508,276
USAACA 2.45% 01Aug20 144A 11,625,000 $11,999,254
USI INSURANCE SERVICES 1ST LIEN TERM B L + 3.25% 30Dec19 6,130,300 $6,063,253
USROF 3.7213% 29Jan35 15-1A 4,000,000 $2,740,124
UTX FLT% 04May18 10,250,000 $10,360,552
V 2.2% 14Dec20 4,550,000 $4,705,419
VAL 3.3% 01Feb25 3,025,000 $3,028,972
VALEANT PHARMACEUTICALS INTERNATIO 1ST LIEN TL-B-C2 L + 3% 11Dec19 530,489 $517,849
VALEANT PHARMACEUTICALS INTERNATIO 1ST LIEN TL-BF1 L + 3.25% 13Mar22 979,120 $960,761
VASTRN 4% 15May31 VIRGINIA COMWLTH TRANSN BRD TR 2,325,000 $2,641,882
VASTRN 4% 15May32 VIRGINIA COMWLTH TRANSN BRD TR 2,335,000 $2,636,993
VCC FLT% 25Jun45 2015-1-AFL 3,700,000 $3,024,863
VCCL FLT% 25Sep44 14-1-A 3,000,000 $1,459,800
VENCORE 1ST LIEN TL L + 4.75% 19Nov19 764,884 $765,840
VENDE 4.25% 15Feb35 10-1-DA 2,100,000 $1,046,473
VENDE 5.25% 15Jan32 08-1-GD 1,285,000 $542,875
VERS 2015-A ZERO% 31Dec17 2,500,000 $36,500
VFCP 2.75% 20Dec31 15-3-A 2,000,000 $35,499
VITAL FLT% 07Jan19 144A 1,750,000 $1,732,342
VITALI FLT% 07Jan20 144A 2,900,000 $2,903,862
VITALI FLT% 07Jan20 144A 1,000,000 $1,001,834
VITALI FLT% 09Jan17 144A 500,000 $502,419
VIZIENT INC 1ST LIEN TL-B L + 5.25% 09Feb23 1,975,000 $1,993,926
VLO 6.625% 15Jun37 2,825,000 $3,244,898
VLO 9.375% 15Mar19 2,890,000 $3,472,363
VMI 6.625% 20Apr20 604,000 $681,133
VOLT 3.625% 25Jul45 15-NP10-A1 2,900,000 $2,358,737
VOLT 3.625% 25Jul45 15-NP11-A1 3,400,000 $2,958,352
VOLT 3.625% 25Oct57 15-NPL1-A1 2,150,000 $1,747,095
VOLT FLT% 25Feb55 15-NPL2-A1 1,850,000 $1,449,493
VOLT FLT% 25Mar55 15-NPL5-A1 4,000,000 $3,076,700
VRSK 5.5% 15Jun45 5,415,000 $5,444,333
VZ 5.012% 21Aug54 1,938,000 $2,009,024
VZ 5.15% 15Sep23 5,100,000 $5,898,305
VZ 6.55% 15Sep43 7,254,000 $9,627,686
WAMU 4.5% 25Oct18 03-S10-A1 75,000,000 $1,411,871
WAS 5% 01Jul30 WASHINGTON ST FOR ISSUES DTD P 1,600,000 $1,983,996
WASH MULTIFAMILY LAUNDRY SYSTEMS 1ST LIEN TL L + 3.5% 21Feb19 0 $0
WESCO DISTRIBUTION INC. 1ST LIEN TL-B1 L + 3% 12Dec19 590,405 $592,250
WESTR 2.75% 20May27 15-1A-A 3,000,000 $1,984,065
WESTR 3.75% 20Aug25 13-1A-B 2,725,000 $694,704
WESTR 4.5% 20Dec28 16-1A-B 3,645,000 $3,622,902
WFC 6% 15Nov17 3,540,000 $3,883,447
WFC 7.5% 31Dec49 PERPETUAL 8,746 $10,897,516
WFCM 3.349% 18Nov43 10-C1-A1 3,900,000 $1,434,998
WFCM 3.477% 17Aug50 14-LC16-ASB 4,500,000 $4,785,215
WFCM 3.539% 17Oct45 12-LC5-AS 1,927,000 $2,037,735
WFCM 3.617% 17Sep57 15-NXS3-A4 3,330,000 $3,550,810
WFCMT FLT% 16Feb27 14-TISH-C 5,300,000 $5,199,366
WFRBS 4.136% 17Sep46 13-C16-A-4 4,800,000 $5,332,926
WFRBS FLT% 15Feb44 11-C2-C 350,000 $380,493
WFRBS FLT% 15Feb44 11-C2-D 1,323,000 $1,405,529
WFT 5.95% 15Apr42 675,000 $501,173
WFT 9.625% 01Mar19 2,815,000 $3,000,154
WILTON FLT% 30Mar33 144A 1,400,000 $1,431,957
WIN FLT% 20Aug45 15-5-A15 9,274,000 $8,159,490
WIN FLT% 20Aug45 15-5-A3 4,352,667 $3,853,101
WIN FLT% 20Aug45 15-5-B1 4,903,000 $4,781,632
WIN FLT% 20Jun44 14-1-A2 1,000,000 $608,599
WIN FLT% 20Jun45 15-4-A3 8,855,000 $7,532,995
WIN FLT% 20Mar45 15-3-A3 8,149,000 $6,377,431
WIN FLT% 20Sep44 14-2-A3 6,850,000 $4,139,566
WIN FLT% 22Jan46 16-1-1A5 5,000,000 $4,895,896
WIT FLT% 30Apr17 WI 16,395,000 $16,409,411
WLAKE 3.05% 17May21 15-3A-C 1,000,000 $995,690
WLAKE 3.29% 15Sep21 16-1A-C 1,000,000 $1,004,870
WLKRG 2.79% 16Jun31 15-AA-A 1,938,000 $1,547,399
WMB 5.75% 24Jun44 16,525,000 $13,222,065
WMB 7.75% 15Jun31 2,475,000 $2,398,429
WOR 4.55% 15Apr26 3,135,000 $3,176,299
WPX 7.5% 01Aug20 4,150,000 $4,029,822
WR GRACE 1ST LIEN TL-B L + 2.25% 23Jan21 391,974 $390,602
XERIUM TECHNOLOGIES INC 1ST LIEN TL L + 4.5% 17May19 1,997,440 $1,952,497
XOM 4.114% 01Mar46 5,150,000 $5,520,165
ZERO% 01Feb18 2,000,000 $2,034,600
ZERO% 01Feb18 2,000,000 $2,053,400
ZERO% 30Nov19 4,000,000 $4,600,400
ZERO% 30Nov20 4,000,000 $4,099,600
ZERO% 30Nov20 3,500,000 $3,600,800
ZERO% 30Nov20 5,100,000 $5,402,940
ZERO% 30Nov20 4,500,000 $4,558,950
ZERO% 30Nov20 3,600,000 $3,672,360
ZERO% 31Aug16 900,000 $1,024,920

The portfolio is actively managed, and current holdings may be different.

For fund descriptions, historical and current performance, standardized returns as of the most recent quarter-end, risk disclosure or a prospectus, please click here.

Please request a free information kit on any Pioneer fund by ordering from this web site or by calling 1-800-225-6292. The kit includes a quarterly fact sheet and a prospectus. You should consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus contains this and other information about each fund and should be read carefully before you invest or send money. To obtain a prospectus directly and for other information on any Pioneer fund please visit our download literature page.