Pioneer Bond Fund

Top 10 Portfolio Holdings as of 3/31/2016
Default: sorted by market value

Security Name Par / Shares Market Value
1011778 BC ULC, Term B-2 Loan, 12/12/21 361,558 $361,708
14112z Zero% 01feb19 3,600,000 $107,640
17079z Zero% 31mar18 1,300,000 $1,528,800
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $19,915
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $1,007,213
AbbVie, Inc., 3.6%, 5/14/25 8,430,000 $8,964,605
Access Point Funding I 2015-A LLC, 2.61%, 4/15/20 (144A) 2,500,000 $1,346,485
Acgl Zero% 01jul16 1,000,000 $74,900
Acorn Re, Ltd., Floating Rate Note, 7/17/18 (Cat Bond) (144A) 1,500,000 $1,516,031
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $698,894
Activision Blizzard, Inc., Term Loan, 7/26/20 686,431 $690,023
Adobe Systems, Inc., 3.25%, 2/1/25 8,100,000 $8,410,073
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,614,028
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,051,519 $939,959
Aflac, Inc., 3.625%, 11/15/24 7,000,000 $7,388,790
Africa Finance Corp., 4.375%, 4/29/20 (144A) 4,550,000 $4,707,986
Agate Bay Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 7,000,000 $6,456,699
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 10,000,000 $7,332,543
Agate Bay Mortgage Trust 2015-2, Floating Rate Note, 3/27/45 (144A) 6,830,000 $5,356,280
Agate Bay Mortgage Trust 2015-5, Floating Rate Note, 7/25/45 (144A) 5,000,000 $4,742,036
Agate Bay Mortgage Trust 2016-1, Floating Rate Note, 12/25/45 (144A) 6,600,000 $6,384,824
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $971,861
Agrium, Inc., 4.125%, 3/15/35 2,800,000 $2,438,247
Agrium, Inc., 5.25%, 1/15/45 7,600,000 $7,589,188
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $4,661,387
Air Canada 2015-1 Class A Pass Through Trust, 3.6%, 9/15/28 (144A) 4,025,000 $3,790,127
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,016,650
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 2,750,000 $2,815,236
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,298
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,118,315
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,939,040
Alkermes, Inc., 2019 Term Loan, 9/25/19 740,409 $729,303
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 923,519 $857,333
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,122,817 $1,123,752
Ally Financial, Inc., 3.6%, 5/21/18 1,500,000 $1,506,375
Ally Financial, Inc., 4.625%, 3/30/25 800,000 $789,103
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,164,344
Ally Financial, Inc., 5.75%, 11/20/25 1,125,000 $1,123,227
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $600,498
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $259,002
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,789,214
Altice US Finance I Corp., Initial Term Loan, 12/14/22 1,867,693 $1,864,385
Altrl Zero% 30jun16 937,930 $52,336
Altrl Zero% 30jun17 974,064 $394,496
American Airlines 2015-2 Class AA Pass Through Trust, 3.6%, 9/22/27 4,300,000 $4,328,018
American Airlines 2015-2 Class B Pass Through Trust, 4.4%, 9/22/25 2,575,000 $2,380,590
American Credit Acceptance Receivables Trust 2014-1, 5.2%, 4/12/21 (144A) 500,000 $504,745
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,200,000 $2,130,024
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 2,800,000 $2,772,675
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 700,000 $679,472
American Homes 4 Rent 2015-SFR1, 4.11%, 4/18/52 (144A) 1,300,000 $1,233,475
American Honda Finance Corp., 1.2%, 7/14/17 7,695,000 $7,728,263
American International Group, Inc., 3.875%, 1/15/35 5,985,000 $5,395,194
Amherst College, 3.794%, 11/1/42 525,000 $538,240
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,749,995
Anheuser-Busch InBev Finance, Inc., Floating Rate Note, 2/1/21 4,350,000 $4,442,147
Aozora Re, Ltd., Floating Rate Note, 4/7/23 (Cat Bond) (144A) 500,000 $500,280
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,597,803
Arbor Realty Collateralized Loan Obligation 2015-FL1, Ltd., Floating Rate Note, 3/17/25 (144A) 5,000,000 $4,855,162
Ardent Legacy Acquisitions, Inc., Term Loan, 7/31/21 184,223 $184,684
Ascentium Equipment Receivables 2015-1 LLC, 3.24%, 1/10/22 (144A) 2,200,000 $2,233,741
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $523,820
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,405,344
AT&T, Inc., 3.8%, 3/15/22 6,200,000 $6,543,938
AT&T, Inc., 3.95%, 1/15/25 9,690,000 $10,151,931
AT&T, Inc., 4.75%, 5/15/46 2,250,000 $2,235,153
Atlas IX Capital DAC, Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $514,194
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,289,575
Automatic Data Processing, Inc., 2.25%, 9/15/20 3,750,000 $3,863,216
AutoZone, Inc., 2.5%, 4/15/21 2,575,000 $2,611,866
Avago Technologies Cayman Finance 1st Lien Tl-B L + 3.5% 13nov22 325,000 $323,804
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 602,375 $600,869
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,725,000 $4,312,852
AXA SA, 8.6%, 12/15/30 2,335,000 $3,129,652
Axiall Holdco, Inc., Initial Loan, 2/27/22 750,000 $750,000
Axis Equipment Finance Receivables III LLC, 3.41%, 4/20/20 (144A) 700,000 $703,839
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 500,000 $508,223
B2R Mortgage Trust 2015-1, 2.524%, 5/15/48 (144A) 1,100,000 $1,039,195
Ball Corp., 4.0%, 11/15/23 2,275,000 $2,275,253
Ball Corp., 5.25%, 7/1/25 4,000,000 $4,252,500
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/17/31 (144A) 2,580,000 $2,549,639
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/17/29 (144A) 1,600,000 $1,571,723
BAMLL Commercial Mortgage Securities Trust 2015-ASHF, Floating Rate Note, 1/18/28 (144A) 4,200,000 $4,200,309
BAMLL Re-REMIC Trust 2014-FRR7, Floating Rate Note, 10/26/44 (144A) 5,250,000 $5,128,687
Banco Bilbao Vizcaya Argentaria SA, Floating Rate Note (Perpetual) 4,600,000 $4,786,300
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $520,326
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $878,785
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 27,814,878 $949,735
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $640,918
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $764,731
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,175,729
Bank of America Corp., Floating Rate Note, 10/23/49 6,975,000 $7,398,576
Bank of America Corp., Floating Rate Note (Perpetual) 3,950,000 $3,900,120
Bank of America Corp., Floating Rate Note (Perpetual) 2,350,000 $2,429,136
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 2,565,000 $2,754,527
Barclays Plc, 3.65%, 3/16/25 5,250,000 $4,930,684
Barclays Plc, 4.375%, 1/12/26 3,000,000 $2,972,835
Baxalta, Inc., 3.6%, 6/23/22 (144A) 11,025,000 $11,308,232
Baylor University, 4.313%, 3/1/42 1,025,000 $1,070,832
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 21,000,000 $0
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $207,085
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,259,592
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $552,863
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,533,875
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,182,353
BCC Funding Corp X, 3.622%, 11/20/20 (144A) 1,650,000 $1,654,268
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $738,964
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $2,548,970
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,066,399
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $674,731
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $964,572
Becton Dickinson and Co., 3.734%, 12/15/24 10,525,000 $11,320,685
Biogen, Inc., 3.625%, 9/15/22 3,550,000 $3,760,540
Biogen, Inc., 4.05%, 9/15/25 4,275,000 $4,576,306
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,775,239
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 6,925,000 $8,400,379
BLCP Hotel Trust, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,155,204
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 3,050,000 $3,063,771
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 3,200,000 $3,339,707
BNP Paribas SA, 4.375%, 9/28/25 (144A) 2,066,000 $2,235,106
BNP Paribas SA, Floating Rate Note (Perpetual) (144A) 9,150,000 $9,204,201
Boardwalk Pipelines LP, 4.95%, 12/15/24 10,000,000 $9,290,900
Boston Properties LP, 3.65%, 2/1/26 8,600,000 $8,985,732
BP Capital Markets Plc, 3.062%, 3/17/22 4,175,000 $4,259,914
BPCE SA, 4.875%, 4/1/26 (144A) 3,860,000 $3,829,161
Bright Horizons Family Solutions, Inc., Term B Loan, 1/30/20 581,183 $581,304
Brixmor Operating Partnership LP, 3.85%, 2/1/25 4,000,000 $3,690,831
Brixmor Operating Partnership LP, 3.875%, 8/15/22 1,175,000 $1,152,473
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,802,125
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,043,123
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $4,947,047
Builders FirstSource, Inc., Initial Term Loan, 7/24/22 500,000 $497,032
Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 14,485,000 $15,163,318
BWAY Holding Co., Initial Term Loan, 8/8/20 797,000 $775,083
BXG Receivables Note Trust 2015-A, 2.88%, 5/2/30 (144A) 3,000,000 $2,317,759
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,850,000 $1,905,695
Caelus Re IV, Ltd., Floating Rate Note, 3/6/20 (Cat Bond) (144A) 1,100,000 $1,103,630
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,691,701 $1,662,096
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,407,235
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3,000,000 $3,108,074
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,756,500
Capital One Financial Corp., 3.75%, 4/24/24 6,650,000 $6,951,386
Cardtronics, Inc., 5.125%, 8/1/22 3,000,000 $2,988,125
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2,460,000 $2,435,945
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,447,068
Catalent Pharma Solutions, Inc., Dollar Term Loan, 5/8/21 1,624,721 $1,625,863
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,614,110
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 6,995,000 $7,918,184
CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A) 4,000,000 $3,888,663
CDS US Intermediate Holdings, Inc., Initial Term Loan (First Lien), 6/25/22 411,466 $393,636
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,643,894
CenturyLink, Inc., 7.5%, 4/1/24 1,895,000 $1,899,738
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 105,087 $104,955
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 301,258 $300,881
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 988,599 $987,363
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $4,573,805
Charter Communications Operating L 1st Lien Tl L + 0% 26may16 1,148,225 $1,148,225
Charter Communications Operating L 1st Lien Tl L + 0% 26may16 186,920 $186,920
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,677,563 $1,672,713
Chase Mortgage Trust 2016-1, 3.75%, 4/25/45 (144A) 4,325,000 $4,312,986
Chemtura Corp., New Term Loan, 8/29/16 154,286 $154,816
Chesapeake Funding LLC, Floating Rate Note, 2/7/27 (144A) 1,600,000 $1,575,383
Chesapeake Funding LLC, Floating Rate Note, 3/9/26 (144A) 400,000 $396,004
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $399,500
CHS, Incremental 2018 Term F Loan, 12/31/18 588,202 $583,745
CHS, Incremental 2019 Term G Loan, 12/31/19 1,111,479 $1,094,189
CHS, Incremental 2021 Term H Loan, 1/27/21 2,045,091 $2,014,799
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,906,125 $1,883,886
Cinedigm Digital Funding 1 LLC, Term Loan, 2/28/18 182,859 $181,488
CIT Equipment Collateral 2014-VT1, 2.65%, 10/20/22 (144A) 1,400,000 $1,417,690
Citigroup, Inc., Floating Rate Note (Perpetual) 2,850,000 $2,821,611
Citigroup, Inc., Floating Rate Note (Perpetual) 5,220,000 $5,081,769
Citigroup Capital XIII, Floating Rate Note, 10/30/40 30,353 $797,980
Citigroup Commercial Mortgage Trust 2014-GC25 REMICS, 3.371%, 10/11/47 5,000,000 $5,273,527
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 4,860,000 $1,019,244
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 1,100,000 $724,820
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 17,660,000 $2,387,369
Citigroup Mortgage Loan Trust 2013-J1, Floating Rate Note, 10/25/43 (144A) 840,000 $654,023
Citigroup Mortgage Loan Trust 2015-PS1, Floating Rate Note, 9/25/42 (144A) 4,500,000 $3,942,414
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $248,492
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $548,139
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 1,000,000 $1,003,888
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,747,908
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,235,206
CNA Financial Corp., 4.5%, 3/1/26 9,000,000 $9,165,114
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $69,554
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,548,506
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,235,096
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,439,810
Colony American Finance 2015-1, Ltd., 2.896%, 10/18/47 (144A) 5,000,000 $4,873,732
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,729,195
Comcast Corp., 5.65%, 6/15/35 10,310,000 $12,866,757
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $478,114
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $935,416
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,315,293
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 8/12/50 (144A) 4,200,000 $4,408,522
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,965,484
COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/17/31 (144A) 3,800,000 $3,730,778
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 4,150,000 $4,066,533
COMM 2014-UBS3 Mortgage Trust, Floating Rate Note, 6/10/47 4,500,000 $4,563,034
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 (144A) 1,750,000 $1,735,588
COMM 2015-CCRE25 Mortgage Trust, Floating Rate Note, 8/12/48 5,204,000 $5,318,455
COMM 2015-LC23 Mortgage Trust REMICS, 3.774%, 10/10/53 4,225,000 $4,552,622
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,207,129
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,850,000 $3,976,534
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,050,170
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 248,023 $248,097
Communications Sales & Leasing, Inc., Term Loan, 10/16/22 1,645,854 $1,596,890
Concordia Healthcare Corp., Initial Dollar Term Loan, 10/20/21 1,645,875 $1,608,843
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 5,475,000 $6,042,964
Constellation Brands, Inc., 3.75%, 5/1/21 630,000 $647,719
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 2,500,000 $930,167
Cooperatieve Rabobank UA, 3.875%, 2/8/22 3,435,000 $3,683,463
Cooperatieve Rabobank UA, 3.95%, 11/9/22 6,425,000 $6,681,669
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $1,980,907
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 7,500,000 $7,495,392
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 4,075,000 $3,835,521
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 4,825,000 $4,568,069
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36 1,000,000 $642,731
Credit Suisse AG New York NY, 1.75%, 1/29/18 7,000,000 $7,033,536
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,391,244
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $155,077
Credit Suisse Group Funding Guernsey, Ltd., 3.8%, 9/15/22 11,200,000 $11,165,996
CRG Issuer 2015-1, 4.07%, 7/11/22 (144A) 1,750,000 $1,751,911
CRH America, Inc., 3.875%, 5/18/25 (144A) 10,600,000 $11,192,296
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $538,688
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,235,732
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,797,336
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 2,362,309 $2,346,808
CSMC 2015-TWNI Trust, Floating Rate Note, 3/15/28 (144A) 2,700,000 $2,611,929
CSMC Trust 2013-7, Floating Rate Note, 8/25/43 (144A) 5,095,000 $4,490,502
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 9,745,000 $6,638,802
CSMC Trust 2013-IVR3, Floating Rate Note, 5/25/43 (144A) 3,600,000 $3,317,519
CSMC Trust 2013-IVR3, Floating Rate Note, 5/25/43 (144A) 4,196,000 $3,717,009
CSMC Trust 2013-IVR3, Floating Rate Note, 5/25/43 (144A) 4,730,113 $3,364,797
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $2,831,841
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,038,869
CSMC Trust 2014-WIN1, Floating Rate Note, 8/25/54 (144A) 11,130,000 $4,627,079
CSMC Trust 2015-2, 3.0%, 2/25/45 (144A) 10,218,000 $7,948,121
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 5,480,000 $4,683,548
CSX Corp., 3.35%, 11/1/25 10,335,000 $10,797,346
Cummins, Inc., 5.65%, 3/1/98 3,727,000 $3,984,954
CVS Health Corp., 2.25%, 8/12/19 650,000 $668,266
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $673,538
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,457,968
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $522,771
CWGS Group LLC, Term Loan, 2/20/20 1,550,000 $1,537,406
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,979,900 $1,975,570
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 249,239 $250,056
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 5,000,000 $4,863,537
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,118,457
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $2,785,628
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,340,000 $1,790,658
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $1,623,404
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,543,105
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,197,100
Delta Air Lines Inc 1st Lien Tl-B L + 2.5% 24aug22 798,000 $798,285
Diamond Resorts Owner Trust 2015-1, 3.17%, 7/20/27 (144A) 1,000,000 $615,839
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 2,600,000 $2,388,750
DigitalGlobe, Inc., Term Loan, 1/31/20 3,422,934 $3,415,805
Dollar Tree, Inc., Term B-1 Loan, 3/9/22 461,313 $462,588
Domino's Pizza Master Issuer LLC, 3.484%, 10/25/45 (144A) 5,500,000 $5,312,771
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 4,051,000 $2,493,531
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 1,250,000 $946,902
DT Auto Owner Trust 2015-1, 4.26%, 2/15/22 (144A) 2,000,000 $1,975,039
Duke Realty LP, 3.625%, 4/15/23 2,175,000 $2,223,062
Duke Realty LP, 3.75%, 12/1/24 5,300,000 $5,320,182
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $412,656
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 1,010,793 $996,894
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $933,336
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $806,314
Eco Services Operations LLC, Initial Term Loan, 10/10/21 284,625 $277,509
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 25,000 $187,500
Eden Re II, Ltd., 0.0%, 4/23/19 (Cat Bond) (144A) 925,000 $934,250
Eden Re II, Ltd., 0.0%, 4/23/19 (Cat Bond) (144A) 2,475,000 $2,499,750
Electrical Components International, Inc., Loan, 4/17/21 1,220,027 $1,210,877
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $4,397,841
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $1,986,690
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 2,825,000 $2,666,208
Enbridge Energy Partners LP, 7.375%, 10/15/45 9,250,000 $9,680,520
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,788,963
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,584,947
EnLink Midstream Partners LP, 4.4%, 4/1/24 4,198,000 $3,463,862
Ensco Plc, 4.5%, 10/1/24 7,241,000 $4,118,003
Entegris, Inc., 6.0%, 4/1/22 (144A) 2,500,000 $2,612,500
Enterprise Products Operating LLC, 3.7%, 2/15/26 5,328,000 $5,251,068
Enterprise Products Operating LLC, 3.75%, 2/15/25 2,090,000 $2,096,200
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,860,000 $5,952,303
Equinix, Inc., 5.75%, 1/1/25 1,875,000 $1,995,703
ERAC USA Finance LLC, 3.8%, 11/1/25 (144A) 1,300,000 $1,368,273
ERAC USA Finance LLC, 4.5%, 2/15/45 (144A) 4,600,000 $4,557,744
Essex Portfolio LP, 3.5%, 4/1/25 9,125,000 $9,281,266
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 4,393,000 $3,974,175
Exelon Corp., 2.85%, 6/15/20 4,250,000 $4,372,764
Expedia, Inc., 4.5%, 8/15/24 5,900,000 $5,973,355
Expedia, Inc., 5.0%, 2/15/26 (144A) 375,000 $381,448
Expedia, Inc., 5.95%, 8/15/20 3,800,000 $4,266,582
Export-Import Bank of Korea, 2.25%, 1/21/20 7,475,000 $7,569,925
Exxon Mobil Corp., 4.114%, 3/1/46 5,150,000 $5,477,024
Fannie Mae, 2.5%, 12/1/42 395,000 $313,359
Fannie Mae, 2.5%, 2/1/43 3,905,000 $3,135,420
Fannie Mae, 2.5%, 7/1/30 1,905,000 $1,850,895
Fannie Mae, 2.5%, 7/1/30 3,160,000 $3,088,825
Fannie Mae, 2.5%, 7/1/30 1,905,000 $1,835,952
Fannie Mae, 3.0%, 12/1/42 2,352,529 $1,692,983
Fannie Mae, 3.0%, 3/1/45 1,229,076 $1,198,836
Fannie Mae, 3.0%, 4/18/16 3,900,000 $4,079,197
Fannie Mae, 3.0%, 5/1/43 1,080,000 $901,543
Fannie Mae, 3.0%, 7/1/30 3,075,000 $3,024,982
Fannie Mae, 3.0%, 7/1/43 1,019,821 $873,416
Fannie Mae, 3.0%, 8/1/42 24,375,000 $20,924,307
Fannie Mae, 3.0%, 9/1/28 7,125,717 $5,456,223
Fannie Mae, 3.0%, 9/1/42 7,819,203 $6,298,695
Fannie Mae, 3.0%, 9/1/43 6,720,470 $5,873,978
Fannie Mae, 3.5%, 10/1/41 1,175,000 $796,872
Fannie Mae, 3.5%, 10/1/45 2,070,000 $2,134,131
Fannie Mae, 3.5%, 11/1/42 380,000 $307,604
Fannie Mae, 3.5%, 11/1/45 15,275,000 $15,959,565
Fannie Mae, 3.5%, 12/1/26 4,340,805 $1,732,644
Fannie Mae, 3.5%, 12/1/42 1,015,373 $773,451
Fannie Mae, 3.5%, 12/1/42 1,000,000 $796,040
Fannie Mae, 3.5%, 12/1/45 6,500,000 $6,578,198
Fannie Mae, 3.5%, 2/1/29 4,606,320 $3,338,098
Fannie Mae, 3.5%, 2/1/44 10,690,601 $8,616,008
Fannie Mae, 3.5%, 2/1/46 4,281,573 $4,492,130
Fannie Mae, 3.5%, 2/1/46 7,055,984 $7,396,896
Fannie Mae, 3.5%, 4/1/26 3,375,000 $1,267,134
Fannie Mae, 3.5%, 4/1/45 10,670,000 $10,392,482
Fannie Mae, 3.5%, 4/13/16 21,475,000 $22,541,089
Fannie Mae, 3.5%, 6/1/28 5,531,277 $4,071,900
Fannie Mae, 3.5%, 7/1/45 4,620,000 $4,673,673
Fannie Mae, 3.5%, 8/1/45 10,450,000 $10,718,237
Fannie Mae, 3.5%, 8/1/45 2,880,000 $2,900,225
Fannie Mae, 3.5%, 9/1/26 1,000,000 $700,332
Fannie Mae, 3.5%, 9/1/44 5,275,000 $4,617,143
Fannie Mae, 3.5%, 9/1/45 7,130,000 $7,281,135
Fannie Mae, 3.5%, 9/1/45 10,610,000 $10,919,514
Fannie Mae, 3.763%, 12/1/20 1,415,000 $1,362,116
Fannie Mae, 4.0%, 1/1/42 1,821,298 $652,779
Fannie Mae, 4.0%, 1/1/42 8,400,000 $4,830,887
Fannie Mae, 4.0%, 1/1/42 2,000,000 $770,907
Fannie Mae, 4.0%, 1/1/44 273,906 $196,015
Fannie Mae, 4.0%, 1/1/45 512,424 $393,429
Fannie Mae, 4.0%, 1/1/45 868,181 $726,982
Fannie Mae, 4.0%, 1/1/45 194,065 $147,615
Fannie Mae, 4.0%, 1/1/46 3,380,000 $3,571,638
Fannie Mae, 4.0%, 10/1/41 7,033,382 $2,541,445
Fannie Mae, 4.0%, 10/1/45 4,345,000 $4,594,942
Fannie Mae, 4.0%, 11/1/44 183,097 $157,631
Fannie Mae, 4.0%, 11/1/44 4,035,000 $3,426,952
Fannie Mae, 4.0%, 11/1/44 528,022 $464,606
Fannie Mae, 4.0%, 11/1/44 11,842,460 $9,982,795
Fannie Mae, 4.0%, 11/1/44 225,000 $211,795
Fannie Mae, 4.0%, 11/1/45 175,819 $185,006
Fannie Mae, 4.0%, 11/1/45 6,010,000 $6,368,266
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,118,672
Fannie Mae, 4.0%, 12/1/41 5,950,000 $1,911,517
Fannie Mae, 4.0%, 12/1/42 142,828 $44,711
Fannie Mae, 4.0%, 12/1/43 7,600,000 $6,436,217
Fannie Mae, 4.0%, 12/1/44 877,680 $834,648
Fannie Mae, 4.0%, 12/1/44 100,000 $93,141
Fannie Mae, 4.0%, 2/1/42 24,690,000 $10,035,075
Fannie Mae, 4.0%, 2/1/44 14,000,000 $10,002,982
Fannie Mae, 4.0%, 2/1/45 73,989 $73,055
Fannie Mae, 4.0%, 2/1/45 875,790 $726,410
Fannie Mae, 4.0%, 2/1/45 428,722 $366,236
Fannie Mae, 4.0%, 2/1/46 8,475,000 $9,099,488
Fannie Mae, 4.0%, 3/1/42 2,780,000 $1,741,650
Fannie Mae, 4.0%, 4/1/25 2,450,000 $500,038
Fannie Mae, 4.0%, 4/1/39 19,627,657 $4,315,037
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,128,293
Fannie Mae, 4.0%, 4/1/41 3,785,229 $1,717,512
Fannie Mae, 4.0%, 4/1/42 1,100,000 $605,377
Fannie Mae, 4.0%, 4/1/42 2,200,000 $894,866
Fannie Mae, 4.0%, 4/1/42 5,600,000 $3,761,025
Fannie Mae, 4.0%, 4/13/16 22,650,000 $24,230,309
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,290,427
Fannie Mae, 4.0%, 5/1/44 3,800,000 $2,615,817
Fannie Mae, 4.0%, 6/1/42 3,678,905 $830,267
Fannie Mae, 4.0%, 6/1/44 325,000 $229,003
Fannie Mae, 4.0%, 6/1/44 250,448 $170,489
Fannie Mae, 4.0%, 7/1/18 675,000 $18,311
Fannie Mae, 4.0%, 7/1/42 624,000 $310,478
Fannie Mae, 4.0%, 7/1/42 8,163,233 $5,379,481
Fannie Mae, 4.0%, 7/1/44 800,000 $579,615
Fannie Mae, 4.0%, 7/1/44 12,135,000 $9,682,885
Fannie Mae, 4.0%, 8/1/42 20,000,000 $12,978,249
Fannie Mae, 4.0%, 8/1/44 8,475,000 $7,545,425
Fannie Mae, 4.0%, 8/1/44 597,740 $460,232
Fannie Mae, 4.0%, 8/1/44 434,083 $411,161
Fannie Mae, 4.0%, 8/1/44 2,922,458 $2,471,593
Fannie Mae, 4.0%, 9/1/20 1,332,678 $49,448
Fannie Mae, 4.0%, 9/1/43 15,415,000 $10,405,767
Fannie Mae, 4.0%, 9/1/44 840,150 $641,052
Fannie Mae, 4.0%, 9/1/44 95,762 $77,700
Fannie Mae, 4.0%, 9/1/44 12,553,692 $11,326,381
Fannie Mae, 4.0%, 9/1/44 983,213 $768,341
Fannie Mae, 4.5%, 1/1/42 23,783,862 $8,839,271
Fannie Mae, 4.5%, 1/1/42 11,834,581 $6,863,403
Fannie Mae, 4.5%, 1/1/44 15,989,536 $10,470,426
Fannie Mae, 4.5%, 10/1/35 3,754,911 $268,313
Fannie Mae, 4.5%, 10/1/35 3,754,694 $135,976
Fannie Mae, 4.5%, 11/1/20 6,500,000 $307,304
Fannie Mae, 4.5%, 11/1/20 502,875 $20,672
Fannie Mae, 4.5%, 11/1/40 8,151,476 $2,506,937
Fannie Mae, 4.5%, 11/1/43 430,000 $346,790
Fannie Mae, 4.5%, 11/1/43 800,000 $746,454
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,106,551
Fannie Mae, 4.5%, 12/1/43 20,516,456 $10,738,501
Fannie Mae, 4.5%, 12/1/43 5,000,000 $4,800,664
Fannie Mae, 4.5%, 12/1/43 20,000,000 $13,734,683
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,104,339
Fannie Mae, 4.5%, 2/1/44 588,143 $397,104
Fannie Mae, 4.5%, 4/1/41 6,978,836 $2,626,313
Fannie Mae, 4.5%, 5/1/41 17,795,568 $3,507,696
Fannie Mae, 4.5%, 5/1/41 18,000,000 $4,770,522
Fannie Mae, 4.5%, 5/1/41 454,433 $143,438
Fannie Mae, 4.5%, 7/1/41 750,000 $310,569
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,386,020
Fannie Mae, 4.5%, 7/1/41 5,000,000 $1,805,198
Fannie Mae, 4.5%, 8/1/40 3,540,000 $828,729
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,330,441
Fannie Mae, 5.0%, 1/1/20 4,159,304 $204,882
Fannie Mae, 5.0%, 1/1/20 1,000,000 $83,950
Fannie Mae, 5.0%, 10/1/20 4,036,945 $327,911
Fannie Mae, 5.0%, 10/1/34 2,000,000 $247,053
Fannie Mae, 5.0%, 2/1/20 700,000 $39,782
Fannie Mae, 5.0%, 2/1/22 450,000 $16,342
Fannie Mae, 5.0%, 2/1/22 7,621,650 $219,050
Fannie Mae, 5.0%, 2/1/39 3,000,000 $1,273,396
Fannie Mae, 5.0%, 2/1/41 17,669,429 $4,783,053
Fannie Mae, 5.0%, 2/1/45 24,000,000 $19,641,141
Fannie Mae, 5.0%, 3/1/23 1,250,000 $106,561
Fannie Mae, 5.0%, 5/1/23 4,380,644 $445,831
Fannie Mae, 5.0%, 6/1/40 3,004,062 $967,091
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,058,104
Fannie Mae, 5.0%, 7/1/34 1,400,000 $268,586
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,473,562
Fannie Mae, 5.0%, 7/1/40 3,750,000 $781,526
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,142,055
Fannie Mae, 5.0%, 8/1/18 1,813,861 $65,965
Fannie Mae, 5.5%, 12/1/17 12,031,696 $83,911
Fannie Mae, 5.5%, 3/1/36 5,005,809 $436,745
Fannie Mae, 5.5%, 5/1/36 4,000,000 $212,225
Fannie Mae, 5.5%, 6/1/33 1,148,000 $35,122
Fannie Mae, 5.5%, 6/1/36 6,000,000 $287,888
Fannie Mae, 5.5%, 7/1/33 3,800,000 $130,388
Fannie Mae, 5.5%, 7/1/34 13,142,000 $906,686
Fannie Mae, 5.5%, 9/1/19 7,000,000 $185,993
Fannie Mae, 5.72%, 11/1/28 1,136,024 $62,850
Fannie Mae, 5.72%, 6/1/29 661,320 $44,177
Fannie Mae, 5.75%, 3/1/33 79,494 $63,720
Fannie Mae, 5.9%, 11/1/27 1,037,306 $30,897
Fannie Mae, 5.9%, 2/1/28 1,017,722 $4,307
Fannie Mae, 5.9%, 4/1/28 1,005,979 $90,240
Fannie Mae, 6.0%, 1/1/32 183,200 $5,140
Fannie Mae, 6.0%, 10/1/32 4,502,006 $78,226
Fannie Mae, 6.0%, 10/1/34 389,152 $20,694
Fannie Mae, 6.0%, 10/1/35 7,125,770 $195,464
Fannie Mae, 6.0%, 11/1/33 400,765 $39,552
Fannie Mae, 6.0%, 11/1/34 5,054,854 $328,059
Fannie Mae, 6.0%, 11/1/34 271,485 $16,740
Fannie Mae, 6.0%, 11/1/34 3,086,847 $36,404
Fannie Mae, 6.0%, 12/1/35 8,000,000 $416,304
Fannie Mae, 6.0%, 12/1/37 1,102,196 $43,123
Fannie Mae, 6.0%, 2/1/32 2,379,023 $26,362
Fannie Mae, 6.0%, 2/1/33 2,200,000 $19,535
Fannie Mae, 6.0%, 2/1/35 180,000 $13,506
Fannie Mae, 6.0%, 2/1/35 62,166 $6,085
Fannie Mae, 6.0%, 3/1/32 450,000 $8,523
Fannie Mae, 6.0%, 3/1/33 3,500,000 $109,500
Fannie Mae, 6.0%, 4/1/33 4,000,000 $111,198
Fannie Mae, 6.0%, 4/1/35 4,000,000 $270,856
Fannie Mae, 6.0%, 5/1/35 1,799,482 $67,081
Fannie Mae, 6.0%, 6/1/16 4,000,000 $837
Fannie Mae, 6.0%, 6/1/38 2,250,000 $399,869
Fannie Mae, 6.0%, 7/1/33 7,500,000 $435,402
Fannie Mae, 6.0%, 7/1/33 10,874,932 $225,479
Fannie Mae, 6.0%, 7/1/38 974,925 $71,444
Fannie Mae, 6.0%, 8/1/32 315,000 $5,464
Fannie Mae, 6.0%, 8/1/34 3,757,089 $193,665
Fannie Mae, 6.0%, 9/1/29 124,691 $1,417
Fannie Mae, 6.0%, 9/1/32 65,856 $614
Fannie Mae, 6.0%, 9/1/34 352,132 $14,380
Fannie Mae, 6.0%, 9/1/34 408,807 $40,500
Fannie Mae, 6.0%, 9/1/34 6,273,165 $110,240
Fannie Mae, 6.0%, 9/1/34 2,000,000 $68,609
Fannie Mae, 6.5%, 1/1/31 1,000,000 $3,356
Fannie Mae, 6.5%, 10/1/31 1,000,100 $12,781
Fannie Mae, 6.5%, 10/1/32 2,811,012 $84,465
Fannie Mae, 6.5%, 11/1/37 2,222,350 $187,876
Fannie Mae, 6.5%, 11/1/47 2,000,000 $67,327
Fannie Mae, 6.5%, 12/1/31 3,300,000 $152,871
Fannie Mae, 6.5%, 2/1/32 1,000,100 $5,600
Fannie Mae, 6.5%, 3/1/32 3,500,000 $73,802
Fannie Mae, 6.5%, 4/1/31 500,000 $3,255
Fannie Mae, 6.5%, 5/1/31 1,960,805 $7,409
Fannie Mae, 6.5%, 6/1/31 2,750,000 $84,802
Fannie Mae, 6.5%, 7/1/29 500,000 $9,872
Fannie Mae, 6.5%, 7/1/32 2,056,615 $133,806
Fannie Mae, 6.5%, 7/1/34 1,095,000 $34,404
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,425
Fannie Mae, 6.5%, 9/1/31 2,000,000 $6,139
Fannie Mae, 6.5%, 9/1/31 2,000,200 $9,586
Fannie Mae, 7.0%, 1/1/32 1,701,763 $25,112
Fannie Mae, 7.0%, 12/1/30 499,950 $796
Fannie Mae, 7.0%, 12/1/30 525,099 $8,449
Fannie Mae, 7.0%, 12/1/31 1,198,074 $27,377
Fannie Mae, 7.0%, 4/1/31 2,160,818 $11,820
Fannie Mae, 7.0%, 9/1/31 2,000,000 $12,940
Fannie Mae, 8.0%, 5/1/31 45,000 $163
FCA US LLC, Term Loan B, 5/24/17 2,190,335 $2,192,479
Federal Home Loan Mortgage Corp., 2.5%, 1/1/30 490,000 $453,096
Federal Home Loan Mortgage Corp., 2.5%, 4/1/30 274,552 $263,654
Federal Home Loan Mortgage Corp., 3.0%, 10/1/29 5,250,000 $4,359,221
Federal Home Loan Mortgage Corp., 3.0%, 11/1/42 11,500,000 $8,950,932
Federal Home Loan Mortgage Corp., 3.0%, 5/1/45 2,200,000 $2,171,244
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $4,231,256
Federal Home Loan Mortgage Corp., 3.0%, 8/1/45 1,630,000 $1,628,584
Federal Home Loan Mortgage Corp., 3.5%, 10/1/44 4,542,022 $3,880,197
Federal Home Loan Mortgage Corp., 3.5%, 10/1/45 10,750,000 $11,052,302
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $1,757,622
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 200,000 $184,728
Federal Home Loan Mortgage Corp., 3.5%, 11/1/45 10,000,000 $10,309,718
Federal Home Loan Mortgage Corp., 3.5%, 12/1/44 11,570,000 $10,429,409
Federal Home Loan Mortgage Corp., 3.5%, 3/1/26 1,500,000 $466,001
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $4,847,333
Federal Home Loan Mortgage Corp., 3.5%, 4/1/42 3,786,084 $2,346,078
Federal Home Loan Mortgage Corp., 3.5%, 4/1/45 1,203,000 $1,183,243
Federal Home Loan Mortgage Corp., 3.5%, 7/1/44 14,125,000 $11,334,840
Federal Home Loan Mortgage Corp., 3.5%, 7/1/45 258,120 $268,506
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $3,896,473
Federal Home Loan Mortgage Corp., 3.5%, 8/1/44 1,520,000 $1,270,304
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 875,160 $834,063
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $2,887,665
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $14,750,858
Federal Home Loan Mortgage Corp., 4.0%, 11/1/42 255,000 $174,848
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 2,975,000 $2,623,326
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $636,249
Federal Home Loan Mortgage Corp., 4.0%, 4/1/45 2,507,831 $2,374,392
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 12,754,000 $8,804,336
Federal Home Loan Mortgage Corp., 4.0%, 6/1/42 1,300,000 $619,757
Federal Home Loan Mortgage Corp., 4.0%, 6/1/44 11,301,413 $8,095,829
Federal Home Loan Mortgage Corp., 4.0%, 7/1/42 255,000 $191,691
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,469,727
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,435,597
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,059,928
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $11,516,831
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 5,790,000 $4,680,182
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $11,099,107
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $300,997
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $4,774,319
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $313,201
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $125,317
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $2,790,297
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $7,279,090
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $819,529
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 8,150,000 $525,423
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $18,845
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $24,434
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $244,167
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 8,740,000 $542,557
Federal Home Loan Mortgage Corp., 5.5%, 1/1/34 501,120 $17,449
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $153,390
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $33,038
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $48,081
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $157,105
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 2,145,000 $1,834,122
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $217,762
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $315,507
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $68,445
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,700,000 $128,225
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $42,150
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $42,294
Federal Home Loan Mortgage Corp., 6.0%, 1/1/38 2,000,000 $123,991
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 3,375,322 $48,584
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $23,983
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $10,539
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $135,881
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $141,964
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $54,716
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $5,613
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $75,317
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $225,567
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $43,431
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $15,321
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $39,603
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $264,966
Federal Home Loan Mortgage Corp., 6.0%, 5/1/16 3,354,929 $358
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $21,832
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $228,803
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $644,476
Federal Home Loan Mortgage Corp., 6.0%, 6/1/16 2,518,849 $506
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $141,779
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $127,221
Federal Home Loan Mortgage Corp., 6.0%, 7/1/36 1,000,000 $61,142
Federal Home Loan Mortgage Corp., 6.0%, 7/1/36 500,000 $19,750
Federal Home Loan Mortgage Corp., 6.0%, 7/1/38 1,500,000 $156,638
Federal Home Loan Mortgage Corp., 6.0%, 8/1/18 3,359,328 $10,161
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $190,859
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $155,992
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $190
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $368
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $52,855
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $401
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,056
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $6,888
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $574
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $6,218
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 2,518,977 $11,789
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $265
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $16,369
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $4,799
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,085
Federal Home Loan Mortgage Corp., 7.0%, 10/1/46 502,575 $85,854
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $3,631
Federal Home Loan Mortgage Corp., 7.0%, 6/1/31 2,936,811 $3,912
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $82,394
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $216,554
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 12/15/20 1,000,000 $106,873
Federal-Mogul Holdings Corp., Tranche C Term Loan (2014), 4/15/21 1,411,582 $1,283,363
Federal National Mortgage Association, 3.0%, 12/1/21 2,500,000 $778,082
Federal National Mortgage Association, 4.0%, 10/1/45 7,800,000 $8,126,178
Federal National Mortgage Association, 4.0%, 11/1/34 507,128 $440,023
Federal National Mortgage Association, 4.92%, 7/25/20 12,075,000 $1,398,414
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,202,279
Federal National Mortgage Association 2004-T2, Floating Rate Note, 7/25/43 7,825,000 $937,342
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $2,249
Federal National Mortgage Association REMICS, 3.0%, 6/25/23 2,000,000 $1,638,327
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,150,000 $627,686
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 243,404 $243,115
First Data Corp., New 2022B Dollar Term Loan, 7/10/22 1,375,000 $1,368,841
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,195,481
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2,100,000 $2,092,640
First Investors Auto Owner Trust 2015-1, 3.59%, 1/18/22 (144A) 510,000 $497,162
First Tennessee Bank NA, 2.95%, 12/1/19 5,425,000 $5,491,111
Flextronics International, Ltd., 4.75%, 6/15/25 2,750,000 $2,726,587
Flt% 15jun16 500,000 $505,300
Flt% 31mar19 4,050,000 $4,050,000
Fly Funding II Sarl, Loan, 8/9/19 1,084,722 $1,078,112
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 305,500 $258,911
Ford Motor Credit Co LLC, 2.24%, 6/15/18 4,975,000 $5,014,141
Ford Motor Credit Co LLC, 3.219%, 1/9/22 6,425,000 $6,591,588
Fortune Brands Home & Security, Inc., 3.0%, 6/15/20 7,225,000 $7,377,132
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $617,344
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $70,085
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 2,500,000 $2,220,097
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,256,561
Freeport-McMoRan, Inc., 4.55%, 11/14/24 1,650,000 $1,154,695
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $934,426
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $655,329
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $970,287
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,610,963
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,307,860
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $654,473
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 2,010,000 $2,054,683
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $912,086
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $2,998,093
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/47 (144A) 2,401,000 $2,398,168
FREMF Mortgage Trust 2014-KF05 REMICS, Floating Rate Note, 9/25/21 (144A) 2,000,000 $1,871,818
Fresenius US Finance II, Inc., 4.5%, 1/15/23 (144A) 1,600,000 $1,639,200
Frisco Independent School District, 4.0%, 8/15/40 2,800,000 $3,053,655
Frisco Independent School District, 4.0%, 8/15/45 1,750,000 $1,899,994
Frontier Communications Corp., 10.5%, 9/15/22 (144A) 130,000 $133,857
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $3,870,179
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 130,000 $135,550
GAHR Commercial Mortgage Trust 2015-NRF, Floating Rate Note, 12/15/34 (144A) 4,630,000 $4,552,222
Galileo Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 1,200,000 $1,233,780
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 201,209 $193,789
Garda World Security Corp., Term B Loan, 11/1/20 786,543 $757,539
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,186,365
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,062,656
GCI Holdings, Inc., New Term B Loan, 2/2/22 1,202,850 $1,204,354
GE Capital International Funding Co., 2.342%, 11/15/20 (144A) 4,031,000 $4,170,165
General Electric Co., 5.3%, 2/11/21 1,392,000 $1,626,844
General Motors Financial Co, Inc., 3.7%, 11/24/20 2,300,000 $2,373,981
General Motors Financial Co, Inc., 4.0%, 1/15/25 6,525,000 $6,392,258
GENEX Holdings, Inc., Term B Loan (First Lien), 5/22/21 248,084 $244,983
Gilead Sciences, Inc., 4.5%, 2/1/45 7,550,000 $8,053,653
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $976,853
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 107,229 $106,961
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 3,090,877 $695,424
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 27,275,000 $1,617,556
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $648,399
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,800,000 $2,770,693
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,000,000 $3,694,250
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,351,753
Government National Mortgage Association, 5.25%, 8/16/35 525,000 $1,026,649
Government National Mortgage Association, 6.5%, 3/15/29 2,000,000 $21,289
Government National Mortgage Association, Floating Rate Note, 1/16/50 2,000,000 $2,229,686
Government National Mortgage Association I, 3.5%, 1/15/44 1,001,515 $961,226
Government National Mortgage Association I, 3.5%, 1/15/45 21,150,006 $18,714,960
Government National Mortgage Association I, 3.5%, 4/20/16 30,710,000 $32,460,575
Government National Mortgage Association I, 3.5%, 7/15/42 20,776,909 $12,250,472
Government National Mortgage Association I, 4.0%, 1/15/41 77,209 $35,809
Government National Mortgage Association I, 4.0%, 1/15/41 281,135 $118,588
Government National Mortgage Association I, 4.0%, 1/15/45 4,616,359 $3,076,231
Government National Mortgage Association I, 4.0%, 1/15/45 6,351,775 $4,244,203
Government National Mortgage Association I, 4.0%, 1/15/45 4,448,159 $3,458,588
Government National Mortgage Association I, 4.0%, 1/15/45 605,920 $618,351
Government National Mortgage Association I, 4.0%, 10/15/40 27,335 $10,780
Government National Mortgage Association I, 4.0%, 10/15/41 52,992 $9,943
Government National Mortgage Association I, 4.0%, 10/15/41 40,767 $6,767
Government National Mortgage Association I, 4.0%, 10/15/41 63,254 $9,451
Government National Mortgage Association I, 4.0%, 10/15/44 449,138 $259,569
Government National Mortgage Association I, 4.0%, 11/15/40 245,475 $59,453
Government National Mortgage Association I, 4.0%, 11/15/40 30,717 $13,021
Government National Mortgage Association I, 4.0%, 11/15/41 25,000 $6,938
Government National Mortgage Association I, 4.0%, 11/15/41 55,544 $5,920
Government National Mortgage Association I, 4.0%, 11/15/43 32,084 $33,221
Government National Mortgage Association I, 4.0%, 11/15/44 1,537,490 $1,067,594
Government National Mortgage Association I, 4.0%, 12/15/41 28,465 $10,030
Government National Mortgage Association I, 4.0%, 12/15/44 6,507,284 $3,833,273
Government National Mortgage Association I, 4.0%, 2/15/41 25,888 $15,183
Government National Mortgage Association I, 4.0%, 2/15/42 854,888 $525,092
Government National Mortgage Association I, 4.0%, 2/15/42 128,311 $48,663
Government National Mortgage Association I, 4.0%, 2/15/45 6,553,563 $4,397,418
Government National Mortgage Association I, 4.0%, 2/15/45 4,758,538 $3,817,872
Government National Mortgage Association I, 4.0%, 3/15/44 33,576 $23,379
Government National Mortgage Association I, 4.0%, 3/15/44 3,196,509 $1,601,574
Government National Mortgage Association I, 4.0%, 3/15/44 1,268,496 $773,785
Government National Mortgage Association I, 4.0%, 3/15/44 13,136,771 $6,870,497
Government National Mortgage Association I, 4.0%, 3/15/45 5,763,172 $4,410,649
Government National Mortgage Association I, 4.0%, 3/15/45 668,226 $343,721
Government National Mortgage Association I, 4.0%, 4/15/44 75,647 $64,520
Government National Mortgage Association I, 4.0%, 4/15/44 58,312 $16,169
Government National Mortgage Association I, 4.0%, 4/15/44 8,249,860 $4,441,466
Government National Mortgage Association I, 4.0%, 5/15/39 31,547 $14,145
Government National Mortgage Association I, 4.0%, 5/15/45 5,027,970 $4,789,517
Government National Mortgage Association I, 4.0%, 6/15/39 28,840 $7,859
Government National Mortgage Association I, 4.0%, 6/15/41 167,972 $97,282
Government National Mortgage Association I, 4.0%, 7/15/41 555,135 $240,836
Government National Mortgage Association I, 4.0%, 7/15/45 925,000 $982,428
Government National Mortgage Association I, 4.0%, 8/15/40 520,253 $410,244
Government National Mortgage Association I, 4.0%, 8/15/40 38,807 $12,639
Government National Mortgage Association I, 4.0%, 8/15/43 4,891,389 $1,997,094
Government National Mortgage Association I, 4.0%, 8/15/44 1,041,626 $776,756
Government National Mortgage Association I, 4.0%, 8/15/45 850,000 $903,485
Government National Mortgage Association I, 4.0%, 9/15/40 25,000 $11,041
Government National Mortgage Association I, 4.0%, 9/15/40 1,566,647 $108,184
Government National Mortgage Association I, 4.0%, 9/15/41 2,091,451 $723,435
Government National Mortgage Association I, 4.0%, 9/15/41 25,471 $8,383
Government National Mortgage Association I, 4.0%, 9/15/44 812,515 $391,983
Government National Mortgage Association I, 4.0%, 9/15/44 1,298,074 $1,023,577
Government National Mortgage Association I, 4.0%, 9/15/44 978,436 $653,561
Government National Mortgage Association I, 4.0%, 9/15/44 7,500,000 $4,681,964
Government National Mortgage Association I, 4.0%, 9/15/44 216,972 $152,734
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $590,758
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $302,447
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $242,060
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $171,478
Government National Mortgage Association I, 4.5%, 12/15/19 225,418 $22,700
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $1,896,654
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $40,770
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $67,609
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $18,333
Government National Mortgage Association I, 4.5%, 4/15/18 810,000 $18,759
Government National Mortgage Association I, 4.5%, 4/15/20 1,000,000 $48,237
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $23,740
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $257,240
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $129,182
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,082,429
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $1,614,331
Government National Mortgage Association I, 4.5%, 6/15/19 1,000,000 $50,179
Government National Mortgage Association I, 4.5%, 6/15/25 1,000,000 $258,792
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $1,291,740
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $98,648
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $543,262
Government National Mortgage Association I, 4.5%, 8/15/19 433,440 $12,024
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $1,787,511
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $268,873
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $28,078
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $381,378
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $83,458
Government National Mortgage Association I, 5.0%, 2/15/19 1,000,000 $58,041
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $135,274
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $569,651
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $1,020
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $84,738
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $113,393
Government National Mortgage Association I, 5.0%, 7/15/40 1,031,910 $305,142
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $120,730
Government National Mortgage Association I, 5.5%, 1/15/29 1,980,000 $61,114
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $173,449
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $23,228
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $67,314
Government National Mortgage Association I, 5.5%, 10/15/19 700,000 $52,545
Government National Mortgage Association I, 5.5%, 10/15/33 1,000,000 $83,164
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $97,876
Government National Mortgage Association I, 5.5%, 10/15/34 500,000 $64,419
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $230,162
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $132,783
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $31,647
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $246,830
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $578,699
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $22,052
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $95,199
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $68,901
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $44,818
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $44,185
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $60,350
Government National Mortgage Association I, 5.5%, 4/15/19 500,000 $19,768
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $1,558
Government National Mortgage Association I, 5.5%, 4/15/31 750,089 $43,599
Government National Mortgage Association I, 5.5%, 6/15/18 501,838 $18,674
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $18,641
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $147,774
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $101,616
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $95,680
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $482,941
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $703,410
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $120,510
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $136,891
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $29,117
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $46,992
Government National Mortgage Association I, 5.5%, 8/15/33 2,300,170 $219,926
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $141,650
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $207,954
Government National Mortgage Association I, 5.5%, 9/15/33 575,000 $73,409
Government National Mortgage Association I, 5.72%, 4/15/29 898,733 $21,311
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $2,548
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $16,170
Government National Mortgage Association I, 6.0%, 1/15/24 1,091,672 $18,278
Government National Mortgage Association I, 6.0%, 1/15/33 1,000,000 $42,066
Government National Mortgage Association I, 6.0%, 1/15/33 6,700,977 $232,950
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $52,428
Government National Mortgage Association I, 6.0%, 10/15/28 180,000 $8,855
Government National Mortgage Association I, 6.0%, 10/15/32 1,500,000 $40,864
Government National Mortgage Association I, 6.0%, 10/15/32 1,000,000 $21,010
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $48,817
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $63,126
Government National Mortgage Association I, 6.0%, 10/15/34 406,315 $75,306
Government National Mortgage Association I, 6.0%, 10/15/34 500,000 $99,208
Government National Mortgage Association I, 6.0%, 10/15/34 4,536,739 $420,181
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $148,600
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $42,528
Government National Mortgage Association I, 6.0%, 11/15/32 1,000,000 $7,805
Government National Mortgage Association I, 6.0%, 11/15/32 1,001,085 $8,939
Government National Mortgage Association I, 6.0%, 11/15/33 2,001,827 $160,177
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $154,911
Government National Mortgage Association I, 6.0%, 11/15/37 2,000,000 $57,862
Government National Mortgage Association I, 6.0%, 12/15/23 1,558,387 $207,185
Government National Mortgage Association I, 6.0%, 12/15/32 1,906,999 $485,258
Government National Mortgage Association I, 6.0%, 12/15/32 2,075,051 $171,295
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $108,657
Government National Mortgage Association I, 6.0%, 12/15/32 504,285 $19,484
Government National Mortgage Association I, 6.0%, 12/15/32 2,339,006 $288,762
Government National Mortgage Association I, 6.0%, 12/15/32 1,005,026 $22,964
Government National Mortgage Association I, 6.0%, 12/15/32 2,027,157 $242,528
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $136,213
Government National Mortgage Association I, 6.0%, 2/15/29 3,775,744 $90,415
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $47,415
Government National Mortgage Association I, 6.0%, 2/15/33 2,000,200 $115,941
Government National Mortgage Association I, 6.0%, 2/15/33 3,155,808 $31,988
Government National Mortgage Association I, 6.0%, 2/15/33 1,750,000 $178,247
Government National Mortgage Association I, 6.0%, 2/15/33 4,000,000 $130,378
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $12,985
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $9,070
Government National Mortgage Association I, 6.0%, 3/15/19 3,881,998 $50,875
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $2,431
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $206,838
Government National Mortgage Association I, 6.0%, 3/15/33 1,020,364 $52,490
Government National Mortgage Association I, 6.0%, 3/15/33 1,002,325 $64,043
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $157,928
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $494,831
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $355,119
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $121,813
Government National Mortgage Association I, 6.0%, 3/15/33 5,475,000 $236,681
Government National Mortgage Association I, 6.0%, 3/15/34 1,300,000 $231,539
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $3,020
Government National Mortgage Association I, 6.0%, 4/15/28 2,700,000 $62,588
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $54,276
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $44,074
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $55,765
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $18,466
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $6,972
Government National Mortgage Association I, 6.0%, 5/15/33 1,050,858 $35,253
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $183,028
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $1,770
Government National Mortgage Association I, 6.0%, 6/15/31 2,517,874 $128,273
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $15,134
Government National Mortgage Association I, 6.0%, 6/15/34 1,100,000 $85,372
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $9,478
Government National Mortgage Association I, 6.0%, 8/15/34 1,000,000 $186,219
Government National Mortgage Association I, 6.0%, 8/15/34 500,000 $47,694
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $350,293
Government National Mortgage Association I, 6.0%, 8/15/38 2,042,359 $115,668
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $44,238
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $272,616
Government National Mortgage Association I, 6.0%, 9/15/32 3,000,000 $87,897
Government National Mortgage Association I, 6.0%, 9/15/32 1,776,842 $280,232
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $108,401
Government National Mortgage Association I, 6.0%, 9/15/33 1,000,000 $19,210
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $20,672
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $71,806
Government National Mortgage Association I, 6.0%, 9/15/34 499,850 $32,161
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $216,029
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $76,939
Government National Mortgage Association I, 6.0%, 9/15/35 6,000,000 $993,521
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $28,536
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $112,184
Government National Mortgage Association I, 6.5%, 1/15/32 1,508,315 $32,743
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $4,977
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $528,611
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $17,646
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $754
Government National Mortgage Association I, 6.5%, 10/15/24 2,000,000 $34,682
Government National Mortgage Association I, 6.5%, 10/15/28 2,000,000 $24,945
Government National Mortgage Association I, 6.5%, 10/15/28 505,000 $6,250
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $118,711
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $32,944
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $8,972
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $123,045
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,409
Government National Mortgage Association I, 6.5%, 11/15/31 800,000 $52,377
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $6,087
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $78,995
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $502,597
Government National Mortgage Association I, 6.5%, 2/15/28 5,309,042 $14,145
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $10,758
Government National Mortgage Association I, 6.5%, 2/15/29 3,184,570 $28,677
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $1,603
Government National Mortgage Association I, 6.5%, 2/15/32 5,212,562 $60,644
Government National Mortgage Association I, 6.5%, 2/15/32 2,528,038 $26,085
Government National Mortgage Association I, 6.5%, 2/15/32 1,073,120 $21,025
Government National Mortgage Association I, 6.5%, 2/15/32 725,000 $11,685
Government National Mortgage Association I, 6.5%, 2/15/32 1,501,336 $34,960
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $54,368
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $92,300
Government National Mortgage Association I, 6.5%, 3/15/29 2,713,693 $100,491
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $11,002
Government National Mortgage Association I, 6.5%, 3/15/29 1,800,000 $19,915
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $13,865
Government National Mortgage Association I, 6.5%, 3/15/32 2,000,000 $99,320
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $18,938
Government National Mortgage Association I, 6.5%, 4/15/17 502,434 $4,186
Government National Mortgage Association I, 6.5%, 4/15/28 5,000,000 $45,239
Government National Mortgage Association I, 6.5%, 4/15/28 1,287,200 $10,110
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $90,284
Government National Mortgage Association I, 6.5%, 4/15/32 501,061 $8,609
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,229
Government National Mortgage Association I, 6.5%, 4/15/32 1,518,042 $18,659
Government National Mortgage Association I, 6.5%, 4/15/32 6,668,152 $99,892
Government National Mortgage Association I, 6.5%, 4/15/33 1,693,131 $35,234
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $47,915
Government National Mortgage Association I, 6.5%, 5/15/29 839,000 $7,353
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $4,427
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $87,329
Government National Mortgage Association I, 6.5%, 5/15/31 2,521,148 $46,349
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $23,580
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $24,444
Government National Mortgage Association I, 6.5%, 5/15/32 1,024,247 $6,942
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $13,826
Government National Mortgage Association I, 6.5%, 5/15/32 1,579,026 $19,889
Government National Mortgage Association I, 6.5%, 5/15/32 502,365 $5,641
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $36,974
Government National Mortgage Association I, 6.5%, 6/15/17 1,566,788 $6,869
Government National Mortgage Association I, 6.5%, 6/15/28 900,000 $12,193
Government National Mortgage Association I, 6.5%, 6/15/29 1,820,000 $30,993
Government National Mortgage Association I, 6.5%, 6/15/31 1,521,983 $9,415
Government National Mortgage Association I, 6.5%, 6/15/32 500,000 $12,205
Government National Mortgage Association I, 6.5%, 6/15/32 500,000 $19,733
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $15,679
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $132,994
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,697
Government National Mortgage Association I, 6.5%, 7/15/31 2,571,534 $38,807
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $36,027
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $184,337
Government National Mortgage Association I, 6.5%, 7/15/32 4,008,036 $10,559
Government National Mortgage Association I, 6.5%, 7/15/32 750,000 $12,044
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $76,101
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $60,073
Government National Mortgage Association I, 6.5%, 8/15/28 2,000,000 $10,343
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $71,706
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,528
Government National Mortgage Association I, 6.5%, 8/15/32 5,400,000 $63,985
Government National Mortgage Association I, 6.5%, 8/15/32 1,565,000 $57,603
Government National Mortgage Association I, 6.5%, 9/15/31 1,500,000 $22,457
Government National Mortgage Association I, 6.5%, 9/15/32 1,000,000 $26,175
Government National Mortgage Association I, 6.5%, 9/15/32 1,000,000 $51,089
Government National Mortgage Association I, 6.5%, 9/15/32 2,502,533 $53,124
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,760
Government National Mortgage Association I, 6.75%, 4/15/26 5,380,509 $8,429
Government National Mortgage Association I, 7.0%, 1/15/28 3,336,440 $21,236
Government National Mortgage Association I, 7.0%, 1/15/31 1,262,338 $151,594
Government National Mortgage Association I, 7.0%, 10/15/16 2,000,000 $1,335
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,395
Government National Mortgage Association I, 7.0%, 11/15/26 1,640,000 $13,354
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $21,724
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $67,635
Government National Mortgage Association I, 7.0%, 11/15/29 3,087,591 $77,066
Government National Mortgage Association I, 7.0%, 11/15/31 1,150,059 $9,066
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $4,441
Government National Mortgage Association I, 7.0%, 12/15/30 3,775,364 $53,107
Government National Mortgage Association I, 7.0%, 12/15/30 3,000,000 $41,624
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $12,437
Government National Mortgage Association I, 7.0%, 2/15/28 4,950,000 $23,872
Government National Mortgage Association I, 7.0%, 3/15/28 4,950,000 $29,372
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $19,749
Government National Mortgage Association I, 7.0%, 3/15/32 2,543,505 $64,836
Government National Mortgage Association I, 7.0%, 4/15/28 4,434,740 $14,710
Government National Mortgage Association I, 7.0%, 4/15/29 3,041,251 $31,547
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $25,031
Government National Mortgage Association I, 7.0%, 4/15/31 1,500,000 $7,596
Government National Mortgage Association I, 7.0%, 4/15/32 2,602,125 $54,325
Government National Mortgage Association I, 7.0%, 5/15/29 4,503,429 $41,491
Government National Mortgage Association I, 7.0%, 5/15/31 1,000,000 $9,072
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $112,072
Government National Mortgage Association I, 7.0%, 6/15/27 3,358,411 $29,990
Government National Mortgage Association I, 7.0%, 6/15/29 1,746,803 $4,921
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $40,670
Government National Mortgage Association I, 7.0%, 7/15/25 4,250,000 $35,544
Government National Mortgage Association I, 7.0%, 7/15/28 4,547,863 $24,542
Government National Mortgage Association I, 7.0%, 7/15/28 5,565,006 $6,245
Government National Mortgage Association I, 7.0%, 7/15/29 1,342,736 $15,674
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $4,871
Government National Mortgage Association I, 7.0%, 8/15/23 3,085,588 $26,512
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $1,661
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $203,912
Government National Mortgage Association I, 7.0%, 9/15/24 7,017,999 $85,054
Government National Mortgage Association I, 7.0%, 9/15/31 1,000,000 $41,263
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $14,526
Government National Mortgage Association I, 7.5%, 10/15/23 4,875,892 $46,515
Government National Mortgage Association I, 7.5%, 10/15/27 6,814,057 $64,359
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $6,614
Government National Mortgage Association I, 7.5%, 10/15/29 3,354,399 $15,339
Government National Mortgage Association I, 7.5%, 12/15/25 490,000 $4,541
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $48,809
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $1,892
Government National Mortgage Association I, 7.5%, 2/15/27 3,104,451 $16,814
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $15,334
Government National Mortgage Association I, 7.5%, 2/15/31 1,287,969 $17,334
Government National Mortgage Association I, 7.5%, 3/15/23 9,041,014 $10,409
Government National Mortgage Association I, 7.5%, 3/15/27 6,497,599 $48,218
Government National Mortgage Association I, 7.5%, 3/15/31 3,549,258 $8,099
Government National Mortgage Association I, 7.5%, 6/15/24 242,339 $1,728
Government National Mortgage Association I, 7.5%, 6/15/29 1,005,922 $19,658
Government National Mortgage Association I, 7.5%, 8/15/25 510,000 $11,367
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $19,227
Government National Mortgage Association I, 7.5%, 8/15/29 1,000,630 $1,070
Government National Mortgage Association I, 7.5%, 8/15/29 2,086,559 $3,006
Government National Mortgage Association I, 7.5%, 9/15/25 928,347 $6,687
Government National Mortgage Association I, 7.5%, 9/15/25 730,181 $3,043
Government National Mortgage Association I, 7.5%, 9/15/29 3,700,000 $67,931
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,390
Government National Mortgage Association I, 8.25%, 5/15/20 3,500,000 $31,926
Government National Mortgage Association I, 8.5%, 8/15/21 614,765 $1,960
Government National Mortgage Association I, 9.0%, 1/15/20 550,000 $7,979
Government National Mortgage Association I, 9.0%, 12/15/19 679,035 $1,206
Government National Mortgage Association I, 9.0%, 6/15/22 418,292 $2,246
Government National Mortgage Association I, 9.0%, 9/15/21 253,560 $279
Government National Mortgage Association II, 3.5%, 1/20/46 8,900,000 $9,392,059
Government National Mortgage Association II, 3.5%, 3/20/45 1,325,000 $1,333,382
Government National Mortgage Association II, 3.5%, 3/20/46 1,820,453 $1,939,920
Government National Mortgage Association II, 3.5%, 4/20/45 1,800,000 $1,876,619
Government National Mortgage Association II, 3.5%, 4/20/45 600,000 $596,739
Government National Mortgage Association II, 3.5%, 4/20/45 1,525,000 $1,561,938
Government National Mortgage Association II, 3.5%, 8/20/45 6,125,000 $6,203,884
Government National Mortgage Association II, 4.0%, 10/20/44 5,130,000 $3,411,290
Government National Mortgage Association II, 4.0%, 7/20/44 22,670,055 $14,129,440
Government National Mortgage Association II, 4.0%, 9/20/44 604,599 $388,053
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $350,698
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $131,942
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $63,271
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $2,094,486
Government National Mortgage Association II, 5.0%, 1/20/20 500,000 $30,435
Government National Mortgage Association II, 5.0%, 12/20/18 1,574,481 $83,874
Government National Mortgage Association II, 5.0%, 2/20/19 1,000,000 $46,330
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $278,029
Government National Mortgage Association II, 5.5%, 10/20/37 1,000,000 $236,514
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $286,099
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $246,161
Government National Mortgage Association II, 5.75%, 4/20/33 400,070 $75,240
Government National Mortgage Association II, 5.75%, 6/20/33 906,761 $171,187
Government National Mortgage Association II, 5.9%, 1/20/28 1,455,537 $31,776
Government National Mortgage Association II, 5.9%, 11/20/27 1,107,871 $58,654
Government National Mortgage Association II, 5.9%, 7/20/28 2,881,028 $109,357
Government National Mortgage Association II, 6.0%, 1/20/33 3,000,000 $122,946
Government National Mortgage Association II, 6.0%, 10/20/31 1,248,026 $29,136
Government National Mortgage Association II, 6.0%, 10/20/33 2,145,000 $142,388
Government National Mortgage Association II, 6.0%, 12/20/18 1,000,000 $34,307
Government National Mortgage Association II, 6.0%, 6/20/34 1,000,000 $81,109
Government National Mortgage Association II, 6.0%, 7/20/17 900,000 $5,773
Government National Mortgage Association II, 6.0%, 7/20/19 500,000 $17,524
Government National Mortgage Association II, 6.45%, 1/20/33 655,719 $102,149
Government National Mortgage Association II, 6.45%, 11/20/32 278,642 $54,767
Government National Mortgage Association II, 6.45%, 7/20/32 142,660 $57,745
Government National Mortgage Association II, 6.5%, 1/20/24 2,694,975 $33,173
Government National Mortgage Association II, 6.5%, 10/20/32 3,000,000 $62,067
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $2,904
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,152
Government National Mortgage Association II, 6.5%, 3/20/34 989,248 $81,805
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $37,834
Government National Mortgage Association II, 6.5%, 4/20/31 2,051,287 $19,024
Government National Mortgage Association II, 6.5%, 6/20/31 1,324,466 $14,021
Government National Mortgage Association II, 6.5%, 8/20/28 6,180,000 $62,211
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $100,118
Government National Mortgage Association II, 7.0%, 1/20/31 2,199,802 $14,570
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $94,604
Government National Mortgage Association II, 7.0%, 11/20/31 1,021,381 $15,382
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $2,847
Government National Mortgage Association II, 7.0%, 2/20/29 1,000,000 $10,130
Government National Mortgage Association II, 7.0%, 3/20/31 1,000,000 $7,773
Government National Mortgage Association II, 7.0%, 5/20/26 1,750,000 $14,314
Government National Mortgage Association II, 7.0%, 6/20/28 3,769,062 $28,631
Government National Mortgage Association II, 7.0%, 7/20/31 3,009,487 $37,831
Government National Mortgage Association II, 7.0%, 8/20/27 3,354,202 $27,984
Government National Mortgage Association II, 7.5%, 12/20/30 1,624,072 $9,673
Government National Mortgage Association II, 7.5%, 5/20/30 3,643,954 $16,289
Government National Mortgage Association II, 7.5%, 6/20/30 1,000,000 $4,766
Government National Mortgage Association II, 7.5%, 7/20/30 4,194,644 $15,951
Government National Mortgage Association II, 7.5%, 8/20/30 4,187,610 $17,005
Government National Mortgage Association II, 8.0%, 5/20/25 33,321 $59
Government National Mortgage Association II, 9.0%, 11/20/24 8,047,593 $2,675
Government National Mortgage Association II, 9.0%, 3/20/22 2,044,036 $2,691
Government National Mortgage Association II, 9.0%, 4/20/22 635,000 $379
Government National Mortgage Association II, 9.0%, 9/20/21 2,027,751 $585
Government National Mortgage Association REMICS, 3.25%, 4/16/27 1,000,000 $910,893
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,900,000 $1,854,715
Grifols Worldwide Operations USA, Inc., U.S. Tranche B Term Loan, 4/1/21 382,200 $382,591
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,100,000 $9,235,591
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $419,963
GSAMP Trust 2006-HE7, Floating Rate Note, 10/27/36 1,370,000 $1,161,146
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,006,790
GS Mortgage Securities Corp Trust 2012-SHOP, 2.933%, 6/6/31 (144A) 2,800,000 $2,889,511
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $644,780
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,322,021
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $836,025
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,159,448
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $531,627
GTP Acquisition Partners I LLC, 2.35%, 6/15/45 (144A) 4,800,000 $4,728,309
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $759,381
Halliburton Co., 7.6%, 8/15/96 (144A) 2,250,000 $2,659,323
Hanesbrands, Inc., New Term B Loan, 4/15/22 495,000 $498,032
HCA, Inc., 5.25%, 6/15/26 1,000,000 $1,027,333
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 729,202 $730,031
HCA, Inc., Tranche B-6 Term Loan, 3/8/23 1,735,210 $1,744,816
Healthcare Realty Trust, Inc., 3.875%, 5/1/25 3,750,000 $3,703,514
Hercules Capital Funding Trust 2014-1, 3.524%, 4/16/21 (144A) 2,920,000 $2,887,788
Highwoods Realty LP, 3.2%, 6/15/21 2,032,000 $2,045,515
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,109,989
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $2,658,774
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $537,544
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $238,545
Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2005-C, Floating Rate Note, 10/25/35 1,750,000 $1,197,445
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 5,849,000 $5,682,264
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $293,785
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,680,972
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $3,988,816
Huntsman International LLC, 2015 Extended Term B Dollar Loan, 4/19/19 249,565 $249,045
Hyatt Hotel Portfolio Trust 2015-HYT, Floating Rate Note, 11/15/29 (144A) 2,100,000 $2,048,057
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,247,383
Hyundai Capital America, 2.0%, 3/19/18 (144A) 3,125,000 $3,149,161
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,653,626
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 1,000,000 $1,009,900
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 1,150,000 $1,159,047
ICBCIL Finance Co, Ltd., Floating Rate Note, 11/13/18 (144A) 6,900,000 $6,933,280
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 1,801,000 $1,345,370
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 395,000 $321,970
Immucor, Inc., Term B-2 Loan, 8/19/18 701,268 $680,230
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 10,689,000 $432,208
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $816,405
IMS Health, Inc., Term B Dollar Loan, 3/17/21 1,598,095 $1,595,348
Indiana Michigan Power Co., 4.55%, 3/15/46 2,725,000 $2,813,584
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,043,497
ING Groep NV, Floating Rate Note, 12/29/49 11,836,000 $11,197,349
Intel Corp., 4.8%, 10/1/41 11,075,000 $12,648,392
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 720,343 $673,746
International Paper Co., 3.65%, 6/15/24 6,975,000 $7,153,199
International Paper Co., 3.8%, 1/15/26 1,025,000 $1,053,411
International Paper Co., 6.0%, 11/15/41 2,400,000 $2,661,026
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,610,989
Intesa Sanpaolo S.p.A., Floating Rate Note (Perpetual) (144A) 8,125,000 $7,489,174
Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/18/31 (144A) 1,700,000 $1,665,982
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $131,358
Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25 15,300,000 $2,729,009
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $448,972
Israel Electric Corp, Ltd., 5.0%, 11/12/24 5,450,000 $5,884,940
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,159,426
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $753,098
JBS USA LLC, 2015 Incremental Term Loan, 9/18/22 3,588,654 $3,576,693
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $611,438
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,516,496
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,167,501
Johnson & Johnson, 4.375%, 12/5/33 3,150,000 $3,632,804
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 20,563,000 $2,479,330
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,550,000 $5,047,088
JP Morgan Chase Commercial Mortgage Securities Corp., 2.84%, 12/17/47 4,260,234 $4,395,215
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 4,800,000 $3,675,729
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $368,532
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,641,997
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,488,213
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 1,200,000 $1,234,813
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,465,310
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4 REMICS, Floating Rate Note, 12/16/30 ( 2,200,000 $2,182,433
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,245,660
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5 REMICS, Floating Rate Note, 7/15/31 (1 900,000 $880,812
JP Morgan Chase Commercial Mortgage Securities Trust 2015-COSMO, Floating Rate Note, 1/15/32 (144A) 4,600,000 $4,483,148
JP Morgan Chase Commercial Mortgage Securities Trust 2015-SGP, Floating Rate Note, 7/15/36 (144A) 4,000,000 $3,969,525
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $183,080
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $476,845
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,318,054
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $546,342
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 12,732,000 $6,777,491
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 4,170,000 $2,235,665
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 2,000,000 $1,743,519
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 10,464,000 $5,317,387
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,136,900 $1,316,531
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,739,000 $1,378,573
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 1,582,000 $1,363,267
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 9,276,000 $6,860,490
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $7,552,145
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,609,000 $2,299,079
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 6,000,000 $4,937,548
JP Morgan Mortgage Trust 2014-OAK4, Floating Rate Note, 9/25/44 (144A) 5,977,000 $6,027,212
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 9,500,000 $8,873,681
JP Morgan Seasoned Mortgage Trust 2014-1, Floating Rate Note, 5/25/33 (144A) 7,757,000 $6,455,197
JP Morgan Trust 2015-3 REMICS, Floating Rate Note, 5/25/45 (144A) 6,863,000 $5,890,514
JP Morgan Trust 2015-3 REMICS, Floating Rate Note, 5/25/45 (144A) 3,335,000 $3,094,262
JP Morgan Trust 2015-6, Floating Rate Note, 10/25/45 (144A) 5,000,000 $4,880,952
Kane Sac Zero% 15jun16 1,200,000 $1,199,760
Kane Zero% 29apr16 3,700,000 $99,900
Kane Zero% 30jun16 800,000 $8,640
Kane Zero% 30jun16 1,300,000 $86,580
Kane Zero% 30jun16 3,000,000 $61,200
Keurig Green Mountain, Inc., Term B USD Loan, 2/10/23 3,313,333 $3,329,211
KeyCorp, 5.1%, 3/24/21 7,378,000 $8,171,974
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 1,700,000 $1,697,585
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 1,500,000 $1,547,117
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 3,000,000 $3,070,200
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 3,700,000 $3,734,806
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $351,671
Kinder Morgan, Inc. Delaware, 5.05%, 2/15/46 7,100,000 $6,087,695
Kinder Morgan, Inc. Delaware, 5.55%, 6/1/45 7,335,000 $6,654,517
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,443,806
Kindred Healthcare, Inc., New Term Loan, 4/10/21 550,001 $535,563
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 2,901,174 $2,888,934
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $1,421,531
KKR Group Finance Co III LLC, 5.125%, 6/1/44 (144A) 1,650,000 $1,644,646
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,181,030
Kraft Heinz Foods Co., 3.5%, 6/6/22 8,315,000 $8,833,237
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,750,000 $1,614,976
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,550,000 $4,024,042
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $100,957
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 550,000 $544,603
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,421,617
Legg Mason, Inc., 4.75%, 3/15/26 2,425,000 $2,461,670
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,262,574
Lehman ABS Manufactured Housing Contract Trust 2001-B, 3.01%, 5/15/41 22,820,000 $206,064
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $217,390
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $142,794
Lennar Corp., 4.75%, 4/1/21 5,120,000 $5,202,240
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $6,851,649
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,389,375 $1,392,269
Lockheed Martin Corp., 3.1%, 1/15/23 1,915,000 $2,007,317
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $260,691
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 9,950,000 $9,997,097
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 4,000,000 $4,055,183
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,812,817
LSTAR Commercial Mortgage Trust 2015-3, Floating Rate Note, 4/22/48 (144A) 3,690,000 $3,701,335
LSTAR Securities Investment 2016-1, Floating Rate Note, 1/1/21 (144A) 1,750,000 $1,679,724
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/2/20 (144A) 7,250,000 $6,406,349
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 9,401,000 $8,067,242
LSTAR Securities Investment Trust 2015-5, Floating Rate Note, 4/1/20 (144A) 2,925,000 $1,834,602
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 904,548 $876,093
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 5,125,000 $5,218,240
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $982,698
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,044,180
Magellan Midstream Partners LP, 5.0%, 3/1/26 3,640,000 $3,952,583
Mallinckrodt International Finance SA, Initial Term B Loan, 3/6/21 850,000 $823,285
Masco Corp., 4.375%, 4/1/26 8,595,000 $8,765,279
Masco Corp., 4.45%, 4/1/25 1,050,000 $1,112,528
Masco Corp., 5.95%, 3/15/22 825,000 $909,682
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $653,403
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $2,037,237
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,418,435
Medtronic, Inc., 4.625%, 3/15/45 7,300,000 $8,185,297
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,000,711
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 46,068,000 $1,345,583
Methanex Corp., 4.25%, 12/1/24 2,625,000 $2,229,178
Microsemi Corp., Closing Date Term B Loan, 12/17/22 926,646 $932,090
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $642,386
Mill City Mortgage Trust 2015-2, Floating Rate Note, 9/25/57 (144A) 3,000,000 $2,813,124
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,334,272
Morgan Stanley, 4.875%, 11/1/22 300,000 $331,127
Morgan Stanley, Floating Rate Note (Perpetual) 2,900,000 $2,892,653
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 4,300,000 $4,061,240
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 2,385,000 $2,008,918
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $3,992,972
MPG Holdco I, Inc., Tranche B-1 Term Loan (2015), 10/20/21 4,528,890 $4,477,940
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,930,000 $616,224
MTL Publishing LLC, Term B-3 Loan, 8/14/22 1,059,747 $1,059,084
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,041,085
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,426,954
National Financial Partners Corp., 2014 Specified Refinancing Term Loan, 7/1/20 1,152,459 $1,127,681
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,164,751
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 1,000,000 $939,968
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $163,448
Nationstar Mortgage LLC, 6.5%, 6/1/22 5,480,000 $4,845,233
Navios Maritime Partners LP, Term Loan, 6/27/18 648,401 $573,835
Navistar, Inc., Tranche B Term Loan, 8/17/17 750,000 $686,875
NBTY, Inc., Term B-2 Loan, 10/1/17 828,016 $825,532
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 1,882,321 $1,869,969
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,604,185
NCR Corp., 6.375%, 12/15/23 1,425,000 $1,494,498
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 4,250,000 $3,694,972
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,018,778
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $903,428
Newfield Exploration Co., 5.375%, 1/1/26 2,360,000 $2,179,313
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,332,188
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,310,145
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,043,107
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 7,739,000 $5,208,525
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3,900,000 $2,753,575
New Residential Mortgage Loan Trust 2015-1, Floating Rate Note, 5/28/52 (144A) 11,783,000 $9,188,833
NewStar Commercial Lease Funding 2015-1 LLC, 3.27%, 4/15/19 (144A) 1,500,000 $940,697
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,446,188
Nexeo Solutions LLC, Term B-3 Loan, 9/9/17 600,000 $599,250
NextEra Energy Capital Holdings, Inc., 2.3%, 4/1/19 6,215,000 $6,252,021
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1,050,000 $1,040,739
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,000,000 $991,187
NN, Inc., Initial Term Loan, 10/2/22 3,487,374 $3,435,063
Nord Anglia Education Finance LLC, Initial Term Loan, 3/21/21 750,000 $736,875
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,722,370
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,341,622
Nortek, Inc., Incremental-1 Loan, 10/30/20 1,365,567 $1,327,160
North American Development Bank, 2.3%, 10/10/18 643,000 $666,052
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,126,099
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 40,000 $39,733
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 430,000 $423,523
Novelis, Inc., Initial Term Loan, 5/28/22 694,750 $679,408
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,028,750
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,305,644 $1,295,138
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 4,351,000 $4,006,718
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 6,602,000 $6,140,818
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,945,000 $4,847,638
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,440,000 $4,676,926
NSG Holdings LLC, New Term Loan, 12/11/19 720,169 $702,165
NXP BV, Tranche B Loan, 10/30/20 897,750 $901,187
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,458,366
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $2,033,615
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 473,750 $471,381
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 396,000 $407,550
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 1,600,000 $1,585,972
On Semiconductor Corporation 1st Lien Tl-B L + 4.5% 31mar23 1,725,000 $1,731,038
Oracle Corp., 2.5%, 5/15/22 10,600,000 $10,913,669
OrCal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $471,117
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $307,504
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $216,714
Owens Corning, 4.2%, 12/1/24 5,150,000 $5,215,446
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 1,600,000 $1,596,439
Pangaea Zero% 01jul18 2,000,000 $36,000
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,481,301
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,627,541
PennUnion Re, Ltd., Floating Rate Note, 12/7/18 (Cat Bond) (144A) 3,200,000 $3,212,560
Penske Truck Leasing Co Lp, 3.3%, 4/1/21 (144A) 1,400,000 $1,412,853
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 8,850,000 $8,836,513
Perrigo Finance Unlimited Co., 3.5%, 3/15/21 3,300,000 $3,388,373
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 1,158,510 $1,155,179
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $987,365
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,494,444
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 10/3/21 575,000 $578,594
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 188,045 $188,142
Pinnacle Foods Finance LLC, Tranche G Term Loan, 4/29/20 20,755 $20,770
Plains All American Pipeline LP, 4.65%, 10/15/25 5,325,000 $5,072,314
Plains All American Pipeline LP, 4.9%, 2/15/45 5,300,000 $4,114,629
PMT Loan Trust 2013-J1, Floating Rate Note, 9/25/43 (144A) 500,000 $404,328
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,551,126
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $640,140
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,422,156
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,663,019
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,192,493
Prestige Auto Receivables Trust 2013-1, 3.04%, 7/15/20 (144A) 775,000 $765,412
Pride International, Inc., 6.875%, 8/15/20 1,339,000 $989,233
Progreso Receivables Funding III LLC, 3.625%, 1/30/25 (144A) 3,200,000 $3,204,842
Progreso Receivables Funding IV LLC, 3.0%, 7/8/20 (144A) 2,000,000 $1,992,916
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 180,000 $174,465
Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/20/32 (144A) 2,700,000 $2,624,418
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,086,413
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,215,643
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,552,594
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,404,572
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,885,700
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,092,758
PVH Corp., Tranche B Term Loan, 2/13/20 306,034 $308,466
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,650,000 $1,686,245
Queen Street XI RE Dac, Floating Rate Note, 6/7/19 (Cat Bond) (144A) 2,000,000 $2,008,758
QVC, Inc., 4.45%, 2/15/25 7,300,000 $7,098,382
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $293,878
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $666,907
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $751,689
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $224,879
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $609,819
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $186,056
Regal Cinemas Corp., Term Loan, 3/17/22 897,739 $900,754
Reliance Steel & Aluminum Co., 4.5%, 4/15/23 4,400,000 $4,332,882
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,650,000 $1,662,364
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,805,950
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $279,467
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $807,884
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $259,781
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 12,829,000 $2,386,807
Resilience Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) 1,799,960 $1,799,960
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 955,224 $955,523
Reynolds American, Inc., 4.45%, 6/12/25 7,275,000 $8,102,281
Rovi Solutions Corp., Term B Loan, 7/2/21 3,228,218 $3,198,625
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $4,308,810
Rowan Companies, Inc., 5.85%, 1/15/44 5,505,000 $3,276,653
Royal Bank of Scotland Group Plc, 4.8%, 4/5/26 3,500,000 $3,511,585
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 8,075,000 $7,662,839
RPI Finance Trust, Term B-4 Term Loan, 11/9/20 1,640,289 $1,645,756
RREF 2015-LT7 LLC, 3.0%, 12/25/32 (144A) 4,000,000 $2,551,795
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 2,550,000 $2,512,728
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,258,889
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,201,017
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 2,000,000 $2,008,613
San Diego Gas & Electric Co., 1.914%, 2/1/22 3,150,000 $2,694,284
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $450,869
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $421,535
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 372,307 $373,936
Scientific Games International, Inc., Initial Term B-2 Loan, 9/17/21 4,295,625 $4,176,825
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,589,600
Sector Re V, Ltd., 0.0%, 12/1/20 (Cat Bond) (144A) 1,100,000 $1,122,770
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 400,000 $495,600
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 3,000,000 $3,397,800
Select Medical Corp., Series F Tranche B Term Loan, 3/4/21 1,175,000 $1,168,391
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,679,177
Sensata Technologies BV, Sixth Amendment Term Loan, 10/14/21 1,157,434 $1,154,420
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $40,417
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 8,060,000 $4,574,449
Sequoia Mortgage Trust 2013-10, Floating Rate Note, 8/25/43 (144A) 7,372,000 $7,092,380
Sequoia Mortgage Trust 2013-2, Floating Rate Note, 2/25/43 3,000,000 $1,938,559
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 7,915,000 $7,472,590
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 6,585,000 $6,182,221
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 1,715,000 $1,186,540
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 9,500,000 $7,147,083
Sequoia Mortgage Trust 2013-5 REMICS, Floating Rate Note, 5/25/43 (144A) 3,300,000 $2,589,735
Sequoia Mortgage Trust 2013-5 REMICS, Floating Rate Note, 5/25/43 (144A) 3,694,000 $2,824,523
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 10,870,000 $8,227,667
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 14,077,000 $10,550,539
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 4,781,592 $3,695,266
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 6,066,000 $4,556,311
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 6,700,000 $6,309,115
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $591,973
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 2,190,000 $1,702,490
Sequoia Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 7,710,000 $6,089,874
Sequoia Mortgage Trust 2015-2, Floating Rate Note, 5/25/45 (144A) 14,111,000 $12,993,785
Sequoia Mortgage Trust 2015-4, Floating Rate Note, 11/25/30 (144A) 9,050,000 $8,765,609
Serena Software, Inc., Term Loan, 4/10/20 1,971,849 $1,969,385
Serta Simmons Bedding LLC, Term Loan, 10/1/19 1,550,976 $1,551,825
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $722,675
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $144,336
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,360,000 $3,172,063
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $1,150
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 1,000,000 $41,200
Silverton RE, Ltd., 0.0%, 9/18/18 (Cat Bond) (144A) 1,700,000 $1,747,940
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,167,602
Sinopec Group Overseas Development 2015, Ltd., 2.5%, 4/28/20 (144A) 10,050,000 $10,198,660
Six Flags Theme Parks, Inc., Tranche B Term Loan, 6/30/22 1,496,231 $1,498,725
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 1,200,000 $619,173
Small Business Administration Participation Certificates, 4.2%, 9/1/29 500,000 $283,155
Small Business Administration Participation Certificates, 4.625%, 2/1/25 2,292,000 $424,190
Small Business Administration Participation Certificates, 4.84%, 5/1/25 2,700,000 $521,254
Small Business Administration Participation Certificates, 5.37%, 4/1/28 1,595,000 $658,732
Small Business Administration Participation Certificates, 5.63%, 10/1/28 1,000,000 $453,574
Small Business Administration Participation Certificates, 5.72%, 1/1/29 315,000 $137,435
Small Business Administration Participation Certificates, 6.02%, 8/1/28 2,000,000 $668,207
Small Business Administration Participation Certificates, 6.14%, 1/1/22 2,000,000 $137,756
Small Business Administration Participation Certificates, 6.22%, 12/1/28 1,000,000 $408,920
Small Business Administration Participation Certificates, Floating Rate Note, 10/15/49 (144A) 6,975,000 $6,973,460
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,197,625
Southern California Edison Co., 1.845%, 2/1/22 6,200,000 $5,264,395
Southern California Edison Co., Floating Rate Note (Perpetual) 4,000,000 $4,436,667
Southwest Airlines Co., 2.65%, 11/5/20 4,370,000 $4,502,674
Southwest Airlines Co., 2.75%, 11/6/19 2,350,000 $2,443,444
Southwestern Electric Power Co., 3.9%, 4/1/45 10,800,000 $10,110,269
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,668,933
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,618,920
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 3,300,000 $3,152,506
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $294,404
Spirit Master Funding VII LLC, 3.8868%, 12/21/43 (144A) 875,000 $893,164
SpringCastle America Funding LLC, 2.7%, 5/25/23 (144A) 2,600,000 $1,375,406
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 1,200,000 $1,140,745
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,500,000 $1,227,032
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 750,000 $751,207
Sprint Corp., 7.125%, 6/15/24 1,500,000 $1,145,219
Sprint Corp., 7.25%, 9/15/21 1,500,000 $1,150,458
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,650,954
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,840,950
Staples Escrow LLC, Initial Loan, 1/29/22 1,925,000 $1,923,626
State of Texas, 4.0%, 10/1/44 3,150,000 $3,447,801
State of Washington, 5.0%, 7/1/30 1,600,000 $1,964,816
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 1,400,000 $1,320,783
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $284,173
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,094,861
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 3,475,000 $488,202
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 41,560,377 $1,790,129
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $45,384
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $1,024,827
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $492,664
Sumitomo Mitsui Banking Corp., 1.75%, 1/16/18 1,800,000 $1,809,740
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $1,950,455
Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A) 2,250,000 $1,017,876
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,048,110
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $417,547
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 333,333 $250,000
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 666,667 $500,000
Talen Energy Supply LLC, 6.5%, 6/1/25 4,556,000 $3,880,193
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 7,300,000 $7,359,694
TASC, Inc. Virginia, First Lien Term Loan, 5/12/20 1,164,732 $1,159,869
TASC, Inc. Virginia, New Term Loan (First Lien), 5/23/20 575,000 $572,599
TaxACT, Inc., Initial Term Loan, 12/31/22 590,000 $579,675
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 6,980,000 $9,124,271
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $2,945,082
Tennessee Valley Authority, 4.929%, 1/15/21 2,300,000 $1,079,601
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $749,338
Terwin Mortgage Trust Series TMTS 2005-12ALT, 4.924686%, 7/25/36 (Step) 835,000 $222,325
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.309881%, 9/25/36 (Step) 14,000,000 $2,249,675
Texas Competitive Electric Holdings Co LLC, DIP Term Loan, 5/5/16 2,235,660 $2,231,468
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,199,585
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,385,584
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,215,630
The Allstate Corp., 5.95%, 4/1/36 1,300,000 $1,683,006
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,052,626
The Bank of Tokyo-Mitsubishi UFJ, Ltd., 2.3%, 3/5/20 (144A) 11,675,000 $11,722,810
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,913,389
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 2,095,000 $2,099,584
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 4,150,000 $4,818,714
The Home Depot, Inc., 2.625%, 6/1/22 4,520,000 $4,715,192
The Kroger Co., 2.95%, 11/1/21 7,472,000 $7,879,087
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 890,000 $983,361
The Priceline Group, Inc., 3.65%, 3/15/25 7,375,000 $7,576,501
The Valspar Corp., 3.3%, 2/1/25 3,025,000 $2,998,885
The Williams Companies, Inc., 5.75%, 6/24/44 16,525,000 $11,245,148
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,104,541
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $610,404
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,186,769
TI Group Automotive Systems LLC, Initial US Term Loan, 6/25/22 1,776,541 $1,765,438
TimberStar Trust I, 5.7467%, 10/15/36 (144A) 1,435,000 $1,458,786
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,557,310
Time Warner, Inc., 4.7%, 1/15/21 8,300,000 $9,218,779
Time Warner Cable, Inc., 6.55%, 5/1/37 650,000 $730,034
Towd Point Mortgage Trust 2015-1, 2.75%, 11/25/60 (144A) 7,327,000 $6,477,557
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,134,470
TPF II Power LLC, Term Loan, 9/24/21 1,000,000 $980,625
Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A) 800,000 $792,545
TransCanada PipeLines, Ltd., 1.875%, 1/12/18 4,425,000 $4,436,963
Trans Union LLC, 2015 Term B-2 Loan, 4/9/21 1,481,108 $1,468,766
Tronox Pigments Holland BV, New Term Loan, 3/19/20 759,010 $708,094
TTX Co., 3.6%, 1/15/25 (144A) 6,650,000 $6,814,255
Tufts University, 5.017%, 4/15/12 3,550,000 $4,057,242
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,248,516
U.S. Treasury Bills, 0.0%, 7/21/16 16,800,000 $16,786,140
U.S. Treasury Bonds, 3.0%, 5/15/42 2,000,000 $2,194,309
U.S. Treasury Bonds, 4.25%, 5/15/39 2,500,000 $3,308,495
U.S. Treasury Bonds, 4.375%, 11/15/39 6,865,000 $9,351,850
U.S. Treasury Bonds, 4.375%, 5/15/40 3,700,000 $5,039,750
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 61,140,000 $59,572,468
U.S. Treasury Inflation Indexed Bonds, 1.0%, 2/15/46 41,685,000 $43,523,839
U.S. Treasury Notes, 0.625%, 5/31/17 1,500,000 $1,502,272
U.S. Treasury Notes, 1.125%, 1/15/19 1,500,000 $1,515,288
U.S. Treasury Notes, 1.875%, 8/31/17 5,200,000 $5,294,195
U.S. Treasury Notes, 2.0%, 2/15/25 4,400,000 $4,505,136
U.S. Treasury Notes, 2.0%, 8/15/25 3,400,000 $3,473,938
U.S. Treasury Notes, 2.125%, 5/15/25 4,250,000 $4,415,556
U.S. Treasury Notes, 2.625%, 11/15/20 5,400,000 $5,743,408
UBS AG, 7.625%, 8/17/22 4,400,000 $5,080,458
UDR, Inc., 4.0%, 10/1/25 8,150,000 $8,636,808
Unifrax I LLC, New Term Dollar Loan, 11/28/18 1,976,008 $1,788,287
Union Pacific Corp., 3.375%, 2/1/35 13,215,000 $12,804,820
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,516,509
United Auto Credit Securitization Trust 2015-1, 2.92%, 6/17/19 (144A) 2,140,000 $2,084,475
United States Treasury Floating Rate Note, Floating Rate Note, 10/31/17 16,800,000 $16,812,621
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/17 16,395,000 $16,403,804
United States Treasury Floating Rate Note, Floating Rate Note, 7/31/17 50,000,000 $50,001,302
United Technologies Corp., 1.778%, 5/4/18 (Step) 10,250,000 $10,304,257
University of California, 3.38%, 5/15/28 2,600,000 $2,790,291
University of Virginia, 5.0%, 4/1/45 3,100,000 $3,754,689
Univision Communications, Inc., Replacement First-Lien Term Loan (C-4), 3/1/20 2,236,092 $2,216,927
Ursa Re, Ltd., Floating Rate Note, 9/21/18 (Cat Bond) (144A) 500,000 $505,156
USAA Capital Corp., 2.45%, 8/1/20 (144A) 11,625,000 $11,954,061
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,415,171
USI, Inc. New York, Initial Term Loan, 12/30/19 6,130,300 $6,046,009
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 4,000,000 $2,809,580
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $504,237
Valeant Pharmaceuticals International, Inc., Series F-1 Tranche B Term Loan, 3/13/22 990,000 $937,097
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,119,286
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,458,159
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $695,976
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 3,000,000 $1,528,214
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 3,700,000 $3,127,816
Vencore, Inc., Initial Term Loan (First Lien), 11/19/19 777,250 $774,011
Vendee Mortgage Trust 2008-1, 5.25%, 1/15/32 1,285,000 $553,522
Vendee Mortgage Trust 2010-1, 4.25%, 2/15/35 2,100,000 $1,069,642
Verisk Analytics, Inc., 5.5%, 6/15/45 5,415,000 $5,379,507
Verizon Communications, Inc., 5.012%, 8/21/54 1,938,000 $1,955,050
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,898,160
Verizon Communications, Inc., 6.55%, 9/15/43 7,254,000 $9,576,282
VFC 2015-3 LLC, 2.75%, 12/20/31 (144A) 2,000,000 $84,009
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 2,325,000 $2,616,813
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 2,335,000 $2,609,996
Visa, Inc., 2.2%, 12/14/20 4,550,000 $4,692,788
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 8,100,000 $8,252,032
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,525,758
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $504,738
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 1,750,000 $1,736,216
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 1,000,000 $999,300
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 2,900,000 $2,897,680
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $4,967,569
Vizient, Inc., Initial Term Loan, 2/9/23 1,975,000 $1,990,636
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 4,000,000 $3,159,192
VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A) 1,850,000 $1,499,940
VOLT XXX LLC, 3.625%, 10/25/57 (Step) (144A) 2,150,000 $1,773,779
VOLT XXXVII LLC, 3.625%, 7/25/45 (Step) (144A) 3,400,000 $3,077,179
VOLT XXXVI LLC, 3.625%, 7/25/45 (Step) (144A) 2,900,000 $2,451,831
WaMu Mortgage Pass-Through Certificates Series 2003-S10, 4.5%, 10/25/18 75,000,000 $1,485,790
WASH Multifamily Laundry Systems LLC, 2/21/19 0 $0
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 675,000 $487,644
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $2,830,541
Welk Resorts 2015-A LLC, 2.79%, 6/16/31 (144A) 1,938,000 $1,578,501
Wells Fargo & Co., 7.5% (Perpetual) 8,746 $10,539,017
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $3,877,633
Wells Fargo Commercial Mortgage Trust 2010-C1, 3.349%, 11/18/43 (144A) 3,900,000 $1,461,417
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $2,014,795
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 4,500,000 $4,779,601
Wells Fargo Commercial Mortgage Trust 2014-TISH REMICS, Floating Rate Note, 2/16/27 (144A) 5,300,000 $5,137,252
Wells Fargo Commercial Mortgage Trust 2015-NXS3, 3.617%, 9/17/57 3,330,000 $3,545,849
Wells Fargo Credit Risk Transfer Securities Trust 2015, Floating Rate Note, 11/25/25 (144A) 2,530,000 $2,333,953
Welltower, Inc., 4.25%, 4/1/26 7,175,000 $7,296,313
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $592,250
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $545,040
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,725,000 $743,042
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $2,100,769
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 3,000,000 $2,051,543
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $62,042
Westlake Automobile Receivables Trust 2015-3, 3.05%, 5/17/21 (144A) 1,000,000 $996,254
Westlake Automobile Receivables Trust 2016-1, 3.29%, 9/15/21 (144A) 1,000,000 $1,001,262
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,323,000 $1,372,022
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $370,810
WFRBS Commercial Mortgage Trust 2013-C16, 4.136%, 9/17/46 4,800,000 $5,316,603
WideOpenWest Finance LLC, Replacement Term B Loan, 4/1/19 0 $0
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,561,654
WinWater Mortgage Loan Trust 2015-3 REMICS, Floating Rate Note, 3/20/45 (144A) 8,149,000 $6,668,963
WinWater Mortgage Loan Trust 2015-4, Floating Rate Note, 6/20/45 (144A) 8,855,000 $7,815,963
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 4,903,000 $4,796,767
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 4,352,667 $3,946,673
WinWater Mortgage Loan Trust 2016-1, Floating Rate Note, 1/22/46 (144A) 5,000,000 $5,086,308
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,194,667
WPX Energy, Inc., 7.5%, 8/1/20 4,150,000 $3,288,875
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 391,974 $389,132
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 1,997,440 $1,952,498
Zero% 01feb18 2,000,000 $2,046,600
Zero% 01feb18 2,000,000 $2,030,200
Zero% 30nov19 4,000,000 $4,332,400
Zero% 30nov20 3,600,000 $3,654,720
Zero% 30nov20 5,100,000 $5,203,530
Zero% 30nov20 4,500,000 $4,549,500
Zero% 30nov20 1,125,000 $1,149,413
Zero% 30nov20 3,500,000 $3,587,150
Zero% 30nov20 2,875,000 $2,937,388
Zero% 31aug16 900,000 $1,014,030

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