Pioneer Bond Fund

Top 10 Portfolio Holdings as of 3/31/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 3,600,000 $3,752,640
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $503,560
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,513,629
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $234,668
Acgl Zero% 01jul16 1,000,000 $1,011,000
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $710,269
Activision Blizzard, Inc., Term Loan, 7/26/20 1,146,608 $1,153,057
Adobe Systems, Inc., 3.25%, 2/1/25 8,100,000 $8,234,509
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,709,725
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,062,249 $1,009,800
Aflac, Inc., 3.625%, 11/15/24 7,000,000 $7,437,801
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 10,000,000 $10,109,437
Agate Bay Mortgage Trust 2015-2, Floating Rate Note, 3/25/45 (144A) 6,830,000 $7,034,544
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $1,013,449
Agrium, Inc., 4.125%, 3/15/35 2,800,000 $2,785,353
Agrium, Inc., 5.25%, 1/15/45 7,600,000 $8,710,982
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $5,085,709
Air Canada 2015-1 Class A Pass Through Trust, 3.6%, 9/15/28 (144A) 4,025,000 $4,041,543
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,104,150
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,678
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,141,052
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,882,831
Alkermes, Inc., 2019 Term Loan, 9/25/19 750,000 $751,875
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,134,303 $1,136,194
Ally Financial, Inc., 4.625%, 3/30/25 800,000 $788,103
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,208,531
Ally Financial, Inc., 7.0% (Perpetual) (144A) 1,250 $1,283,008
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $683,273
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $427,611
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,652,305
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $354,191
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $189,131
Alternative Loan Trust 2004-J5, Floating Rate Note, 8/25/34 9,407,000 $8,673,160
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,530,897
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,814,339
Altrl Zero% 30jun16 937,930 $673,715
Altrl Zero% 30jun17 840,000 $852,432
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $51,901
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $366,805
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,200,000 $2,181,315
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 2,800,000 $2,970,007
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 700,000 $752,093
American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A) 900,000 $917,579
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $6,015,869
American International Group, Inc., 3.875%, 1/15/35 5,985,000 $6,063,904
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $510,072
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $800,581
Amherst College, 3.794%, 11/1/42 525,000 $547,254
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,771,711
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,699,151
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,373,417
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,993,825
Arbor Realty Collateralized Loan Obligation 2015-FL1, Ltd., Floating Rate Note, 3/15/25 (144A) 4,200,000 $4,207,340
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 499,694 $502,270
Arlington Flt% 01aug15 700,000 $781,130
Ascentium Equipment Receivables 2015-1 LLC, 3.24%, 1/10/22 (144A) 2,200,000 $2,215,398
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $569,378
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,284,000
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $4,074,271
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,466,370
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $516,009
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $258,822
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,457,591
Avago Technologies Ltd 1st Lien Tl-B L + 3% 16apr21 325,446 $326,524
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 608,475 $608,095
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,725,000 $4,361,429
AXA SA, 8.6%, 12/15/30 2,335,000 $3,316,452
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 500,000 $506,608
Ball Corp., 4.0%, 11/15/23 2,275,000 $2,252,503
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/17/31 (144A) 2,580,000 $2,591,502
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/17/29 1,600,000 $1,605,086
BAMLL Commercial Mortgage Securities Trust 2015-ASHF, Floating Rate Note, 1/18/28 (144A) 4,200,000 $4,201,158
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $665,503
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,780,000 $700,937
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $749,458
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5,500,000 $537,063
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,358,335
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,729,780
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $691,779
Banc of America Funding 2004-B Trust, Floating Rate Note, 12/20/34 27,225,000 $1,913,798
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $180,128
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 27,814,878 $1,190,749
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $931,782
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $79,425
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,025,961
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,194,447
Bank of America Corp., 7.75%, 5/14/38 3,225,000 $4,739,341
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,137,917
Bank of America Corp., Floating Rate Note, 10/23/49 5,025,000 $5,455,150
Bank of America Corp., Floating Rate Note, 9/29/49 2,200,000 $2,251,181
Bank of America Corp., Floating Rate Note (Perpetual) 3,950,000 $3,998,870
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,938,173
Barclays Plc, 3.65%, 3/16/25 5,250,000 $5,286,865
Baylor University, 4.313%, 3/1/42 1,025,000 $1,128,704
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.494017%, 9/25/37 (Step) (144A) 13,200,000 $280,144
Bayview Commercial Asset Trust 2008-1, Floating Rate Note, 1/25/38 (144A) 12,910,000 $2,275,184
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $367,279
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,526,529
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,318,372
BB&T Corp., 5.625% (Perpetual) 85,000 $2,147,100
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,536,875
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,237,212
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $71,988
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $384,547
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 20,675,000 $2,305,720
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,656,677
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,619,580
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $975,005
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $788,964
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,162,386
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,636,338
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $978,753
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,004,512
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, Floating Rate Note, 4/12/38 2,600,000 $2,451,575
Becton Dickinson and Co., 3.734%, 12/15/24 10,525,000 $11,131,193
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,091,257
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,681,496
BioMed Realty LP, 4.25%, 7/15/22 900,000 $948,118
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4,950,000 $5,502,274
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,896,069
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 1,975,000 $2,539,362
BLCP Hotel Trust, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,212,216
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $253,169
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $870,144
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 2,300,000 $2,310,804
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 3,200,000 $3,444,667
Boardwalk Pipelines LP, 4.95%, 12/15/24 5,550,000 $5,689,197
Bombardier, Inc., 4.75%, 4/15/19 (144A) 1,960,000 $1,963,729
Bowdoin College, 4.693%, 7/1/12 1,000,000 $1,054,371
BP Capital Markets Plc, 3.062%, 3/17/22 4,175,000 $4,252,324
Brixmor Operating Partnership LP, 3.85%, 2/1/25 4,225,000 $4,260,093
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,880,775
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,113,018
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,421,631
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 475,762 $481,070
Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 13,825,000 $14,416,394
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 198,500 $200,361
BXG Receivables Note Trust 2015-A, 2.88%, 5/2/30 (144A) 3,000,000 $2,959,568
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,277,714
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,350,000 $1,416,576
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,776,369
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $363,678
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,541,112
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,634,568
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,349,200
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 340,000 $342,975
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3,000,000 $3,039,667
Capital Auto Receivables Asset Trust 2013-1, 1.74%, 10/22/18 2,900,000 $2,912,263
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,862,596
Capital One Financial Corp., 3.75%, 4/24/24 6,650,000 $7,010,770
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 3,000,000 $2,988,125
Carefree Portfolio Trust 2014-CARE, Floating Rate Note, 11/15/29 (144A) 2,460,000 $2,465,879
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,721,235
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $76,095
Catalent 1st Lien Tl-B L + 3.5% 08may21 1,641,254 $1,650,359
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,651,808
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,335,980
CBS Corp., 4.6%, 1/15/45 2,250,000 $2,313,273
CCOH Safari LLC, 5.75%, 12/1/24 800,000 $839,333
CDGJ Commercial Mortgage Trust 2014-BXCH, Floating Rate Note, 12/15/27 (144A) 3,990,000 $4,000,621
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,840,246
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 106,162 $106,493
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 314,222 $315,204
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 1,059,902 $1,063,214
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,320,759
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,694,813 $1,690,443
Chemtura Corp., New Term Loan, 8/29/16 316,286 $317,142
Chesapeake Funding LLC, Floating Rate Note, 2/7/27 (144A) 1,600,000 $1,601,964
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $398,781
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $401,815
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $522,388
CHS, 2021 Term D Loan, 1/27/21 3,180,423 $3,199,639
CHS, Incremental 2018 Term F Loans, 12/31/18 594,144 $594,939
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,925,675 $1,926,478
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 363,639 $365,003
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,774,261
CIT Equipment Collateral 2014-VT1, 2.65%, 2/20/20 (144A) 1,400,000 $1,403,820
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $291,536
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $1,975,769
Citigroup, Inc., Floating Rate Note (Perpetual) 2,925,000 $2,966,813
Citigroup, Inc., Floating Rate Note (Perpetual) 2,850,000 $2,892,861
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,445,080
Citigroup, Inc., Floating Rate Note (Perpetual) 2,295,000 $2,346,826
Citigroup Capital XIII, Floating Rate Note, 10/30/40 88,028 $2,334,503
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $232,485
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 4,860,000 $1,201,024
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 17,660,000 $3,063,888
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $676,493
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $751,659
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $248,059
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $543,515
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 1,000,000 $1,006,644
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,934,917
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,275,363
Cme: (Cdx.Na.Ig.23.V1) Usd 20dec19 Z91mv4jb8 25,000,000 $545,402
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $691,844
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $412,604
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,701,755
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,433,959
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,877,876
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,466,634
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,796,075
Colony Multifamily Mortgage Trust 2014-1, 2.5432%, 4/22/50 (144A) 4,000,000 $3,531,019
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $893,072
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $484,547
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $928,892
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,366,667
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 12/8/50 (144A) 4,200,000 $4,687,014
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,958,470
COMM 2014-FL5 Mortgage Trust, Floating Rate Note, 10/15/31 (144A) 3,800,000 $3,791,767
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 4,150,000 $4,144,086
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,420,129
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2,875,000 $2,954,119
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $1,490,984
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,096,055
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 326,514 $326,106
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 489,771 $489,869
ConocoPhillips Co., 3.35%, 11/15/24 5,350,000 $5,582,386
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 5,475,000 $6,237,662
Constellation Brands, Inc., 3.75%, 5/1/21 630,000 $654,019
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 2,500,000 $2,389,116
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,716,299
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.95%, 11/9/22 6,425,000 $6,751,278
Corporate Office Properties LP, 3.6%, 5/15/23 1,085,000 $1,067,781
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $2,010,862
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 5,075,000 $5,095,159
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 7/25/36 1,000,000 $985,892
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,498,547
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $192,548
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $460,642
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,338,289
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $542,581
Credit Suisse Mortgage Capital Certificates, Floating Rate Note, 3/15/17 (144A) 2,700,000 $2,699,833
Credit Suisse New York NY, 1.75%, 1/29/18 7,000,000 $7,036,021
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $587,407
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 1,845,375 $1,865,414
Crown Castle 1st Lien Term-B2 L + 2.5% 31jan21 1,496,212 $1,494,716
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,317,058
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,858,182
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,741,228 $1,739,705
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 8,805,000 $6,986,539
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $3,354,398
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,521,101
CSMC Trust 2014-WIN1, Floating Rate Note, 9/25/44 (144A) 11,130,000 $8,302,803
CubeSmart LP, 4.8%, 7/15/22 730,000 $813,777
Cummins, Inc., 5.65%, 3/1/98 3,727,000 $4,397,436
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,184,384
CVS Health Corp., 2.25%, 8/12/19 650,000 $662,025
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $727,390
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,639,063
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $696,568
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,318,634 $1,325,022
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,242,450 $1,241,145
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 251,775 $252,697
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 5,000,000 $5,142,231
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,196,129
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,238,480
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $2,927,444
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $1,885,241
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,600,005
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,893,651
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,750,554
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,255,471
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,888,264
Delta Air Lines, Inc., Term Loan, 4/20/17 1,650,000 $1,651,800
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 2,600,000 $2,622,750
DigitalGlobe, Inc., Term Loan, 1/31/20 2,583,047 $2,590,138
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $829,317
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,436,691
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,900,000 $5,107,498
Discovery Communications LLC, 3.45%, 3/15/25 1,850,000 $1,853,654
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 750,000 $758,789
Dominion Resources, Inc. Virginia, 3.625%, 12/1/24 8,700,000 $9,189,205
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 4,051,000 $4,107,435
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 1,250,000 $1,196,031
Duke Energy Progress, Inc., 4.15%, 12/1/44 8,700,000 $9,634,453
Duke Realty LP, 3.75%, 12/1/24 5,300,000 $5,513,873
DuPont Fabros Technology LP, 5.875%, 9/15/21 1,250,000 $1,293,889
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $423,292
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 1,021,186 $1,024,195
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $261,650
East Lane Re VI, Ltd., Floating Rate Note, 3/13/20 (Cat Bond) (144A) 700,000 $698,460
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,026,608
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $841,630
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 2,500,000 $2,518,750
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $5,204,809
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,262,965
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 2,650,000 $2,681,234
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 2,825,000 $2,842,127
Endo Finance LLC, 6.0%, 2/1/25 (144A) 520,000 $541,147
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 2,018,082 $2,022,371
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,847,194
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,796,007
Energy Transfer Partners LP, 4.05%, 3/15/25 500,000 $505,299
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,062,435
EnLink Midstream Partners LP, 4.4%, 4/1/24 7,040,000 $7,555,166
Ensco Plc, 4.5%, 10/1/24 4,725,000 $4,687,219
Entegris, Inc., 6.0%, 4/1/22 (144A) 2,500,000 $2,681,250
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,581,943
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $1,955,813
EQT Midstream Partners LP, 4.0%, 8/1/24 5,100,000 $5,096,841
Equinix, Inc., 5.75%, 1/1/25 1,875,000 $1,993,919
ERAC USA Finance LLC, 4.5%, 2/15/45 (144A) 4,600,000 $4,678,389
Essex Portfolio LP, 3.5%, 4/1/25 9,125,000 $9,281,321
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 4,393,000 $4,121,446
Expedia, Inc., 4.5%, 8/15/24 5,900,000 $5,996,908
Expedia, Inc., 5.95%, 8/15/20 800,000 $909,184
Export-Import Bank of Korea, 2.25%, 1/21/20 7,475,000 $7,579,672
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,098,296
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,029,685
Fannie Mae, 3.0%, 4/20/15 3,900,000 $4,094,472
Fannie Mae, 3.0%, 7/1/43 1,019,821 $942,293
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,402,407
Fannie Mae, 3.0%, 9/1/28 7,125,717 $6,398,011
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,072,125
Fannie Mae, 3.0%, 9/1/43 6,720,470 $6,418,104
Fannie Mae, 3.5%, 11/1/42 380,000 $344,335
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,172,199
Fannie Mae, 3.5%, 12/1/42 1,015,373 $807,362
Fannie Mae, 3.5%, 12/1/42 1,000,000 $890,796
Fannie Mae, 3.5%, 2/1/44 18,215,601 $17,400,724
Fannie Mae, 3.5%, 4/20/15 3,800,000 $4,038,582
Fannie Mae, 3.5%, 5/13/15 13,008,000 $13,650,446
Fannie Mae, 3.5%, 6/1/28 5,531,277 $4,677,098
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,542,783
Fannie Mae, 3.5%, 9/1/44 5,275,000 $5,325,073
Fannie Mae, 4.0%, 1/1/42 2,000,000 $798,728
Fannie Mae, 4.0%, 1/1/42 1,821,298 $803,026
Fannie Mae, 4.0%, 1/1/44 273,906 $256,697
Fannie Mae, 4.0%, 11/1/44 225,000 $230,753
Fannie Mae, 4.0%, 11/1/44 10,545,000 $10,933,390
Fannie Mae, 4.0%, 11/1/44 4,035,000 $4,259,739
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,302,098
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,707,802
Fannie Mae, 4.0%, 12/1/42 142,828 $46,178
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,497,604
Fannie Mae, 4.0%, 2/1/42 24,300,000 $12,579,881
Fannie Mae, 4.0%, 2/1/43 2,065,000 $1,519,649
Fannie Mae, 4.0%, 2/1/44 14,000,000 $12,854,334
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,008,851
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,321,951
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,008,356
Fannie Mae, 4.0%, 4/1/42 1,100,000 $719,668
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,362,531
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,437,719
Fannie Mae, 4.0%, 5/13/15 11,928,000 $12,749,043
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,237,707
Fannie Mae, 4.0%, 7/1/18 675,000 $33,739
Fannie Mae, 4.0%, 7/1/42 8,163,233 $6,403,311
Fannie Mae, 4.0%, 7/1/42 624,000 $422,222
Fannie Mae, 4.0%, 7/1/44 800,000 $777,745
Fannie Mae, 4.0%, 7/1/44 11,110,000 $10,890,872
Fannie Mae, 4.0%, 8/1/42 20,000,000 $15,605,410
Fannie Mae, 4.0%, 8/1/44 20,000,000 $20,237,245
Fannie Mae, 4.0%, 9/1/44 12,553,692 $13,205,012
Fannie Mae, 4.5%, 1/1/42 11,834,581 $9,033,241
Fannie Mae, 4.5%, 1/1/42 23,783,862 $11,567,791
Fannie Mae, 4.5%, 1/1/44 15,989,536 $14,179,444
Fannie Mae, 4.5%, 10/1/35 3,754,694 $318,995
Fannie Mae, 4.5%, 10/1/35 3,754,911 $363,831
Fannie Mae, 4.5%, 11/1/20 6,500,000 $477,966
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,273,570
Fannie Mae, 4.5%, 11/1/43 800,000 $805,665
Fannie Mae, 4.5%, 11/1/43 430,000 $428,119
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,374,824
Fannie Mae, 4.5%, 12/1/43 20,000,000 $18,095,329
Fannie Mae, 4.5%, 12/1/43 20,516,456 $16,087,478
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,274,242
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,363,917
Fannie Mae, 4.5%, 5/1/41 454,433 $181,897
Fannie Mae, 4.5%, 5/1/41 17,795,568 $4,681,197
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,780,740
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,417,325
Fannie Mae, 4.5%, 7/1/41 750,000 $418,323
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,545,901
Fannie Mae, 5.0%, 1/1/20 4,159,304 $310,320
Fannie Mae, 5.0%, 10/1/20 4,036,945 $469,846
Fannie Mae, 5.0%, 12/1/17 499,951 $13,216
Fannie Mae, 5.0%, 2/1/20 700,000 $61,509
Fannie Mae, 5.0%, 2/1/22 450,000 $22,356
Fannie Mae, 5.0%, 2/1/22 7,621,650 $398,600
Fannie Mae, 5.0%, 2/1/41 17,669,429 $6,817,102
Fannie Mae, 5.0%, 2/1/45 24,000,000 $26,191,159
Fannie Mae, 5.0%, 5/1/23 4,380,644 $590,935
Fannie Mae, 5.0%, 6/1/25 6,134,875 $6,441,294
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,292,303
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,369,068
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,076,525
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,719,496
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,075,482
Fannie Mae, 5.5%, 12/1/17 12,031,696 $180,806
Fannie Mae, 5.5%, 2/1/18 2,100,000 $92,755
Fannie Mae, 5.5%, 3/1/36 5,005,809 $539,798
Fannie Mae, 5.5%, 5/1/36 4,000,000 $290,667
Fannie Mae, 5.5%, 6/1/33 1,148,000 $51,195
Fannie Mae, 5.5%, 6/1/36 6,000,000 $396,599
Fannie Mae, 5.5%, 7/1/33 3,800,000 $165,906
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,167,575
Fannie Mae, 5.5%, 9/1/17 3,705,000 $61,934
Fannie Mae, 5.5%, 9/1/19 7,000,000 $288,226
Fannie Mae, 6.0%, 1/1/29 60,204 $1,156
Fannie Mae, 6.0%, 1/1/32 183,200 $5,913
Fannie Mae, 6.0%, 10/1/32 4,502,006 $94,481
Fannie Mae, 6.0%, 10/1/34 389,152 $26,042
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,207
Fannie Mae, 6.0%, 11/1/33 400,765 $44,961
Fannie Mae, 6.0%, 11/1/34 271,485 $20,409
Fannie Mae, 6.0%, 12/1/35 8,000,000 $706,283
Fannie Mae, 6.0%, 2/1/32 2,379,023 $38,469
Fannie Mae, 6.0%, 2/1/33 2,200,000 $20,787
Fannie Mae, 6.0%, 2/1/35 180,000 $19,019
Fannie Mae, 6.0%, 2/1/35 62,166 $7,249
Fannie Mae, 6.0%, 3/1/32 450,000 $10,535
Fannie Mae, 6.0%, 3/1/33 230,257 $17,682
Fannie Mae, 6.0%, 3/1/33 3,500,000 $138,089
Fannie Mae, 6.0%, 4/1/33 4,000,000 $171,856
Fannie Mae, 6.0%, 4/1/35 4,000,000 $340,942
Fannie Mae, 6.0%, 5/1/35 1,799,482 $91,179
Fannie Mae, 6.0%, 6/1/16 4,000,000 $9,606
Fannie Mae, 6.0%, 6/1/38 2,250,000 $405,108
Fannie Mae, 6.0%, 7/1/33 7,500,000 $538,990
Fannie Mae, 6.0%, 7/1/33 10,874,932 $235,699
Fannie Mae, 6.0%, 7/1/38 974,925 $81,263
Fannie Mae, 6.0%, 8/1/32 315,000 $6,882
Fannie Mae, 6.0%, 8/1/34 3,757,089 $243,934
Fannie Mae, 6.0%, 9/1/29 124,691 $1,720
Fannie Mae, 6.0%, 9/1/32 65,856 $889
Fannie Mae, 6.0%, 9/1/34 352,132 $19,404
Fannie Mae, 6.0%, 9/1/34 2,000,000 $87,393
Fannie Mae, 6.0%, 9/1/34 6,273,165 $185,796
Fannie Mae, 6.0%, 9/1/34 408,807 $44,558
Fannie Mae, 6.5%, 1/1/31 1,000,000 $3,914
Fannie Mae, 6.5%, 10/1/31 1,000,100 $13,347
Fannie Mae, 6.5%, 10/1/32 2,811,012 $87,663
Fannie Mae, 6.5%, 11/1/37 2,222,350 $256,544
Fannie Mae, 6.5%, 12/1/31 3,300,000 $159,626
Fannie Mae, 6.5%, 2/1/32 1,000,100 $5,817
Fannie Mae, 6.5%, 3/1/32 3,500,000 $93,495
Fannie Mae, 6.5%, 4/1/31 500,000 $3,467
Fannie Mae, 6.5%, 5/1/31 1,960,805 $10,346
Fannie Mae, 6.5%, 6/1/31 2,750,000 $88,974
Fannie Mae, 6.5%, 7/1/29 500,000 $10,620
Fannie Mae, 6.5%, 7/1/34 1,095,000 $35,523
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,837
Fannie Mae, 6.5%, 9/1/31 2,000,000 $9,020
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,496
Fannie Mae, 7.0%, 1/1/32 1,701,763 $31,527
Fannie Mae, 7.0%, 12/1/30 525,099 $10,099
Fannie Mae, 7.0%, 12/1/30 499,950 $851
Fannie Mae, 7.0%, 12/1/31 1,198,074 $28,539
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,374
Fannie Mae, 7.0%, 9/1/31 2,000,000 $20,848
Fannie Mae, 7.0%, 9/1/31 2,000,000 $10,730
Fannie Mae, 8.0%, 10/1/30 155,531 $798
Fannie Mae, 8.0%, 2/1/29 240,000 $2,898
Fannie Mae, 8.0%, 3/1/31 1,495,060 $10,478
Fannie Mae, 8.0%, 4/1/30 150,000 $695
Fannie Mae, 8.0%, 5/1/31 45,000 $401
Fannie Mae, 8.0%, 7/1/30 100,000 $582
FCA US LLC, Term Loan B, 5/24/17 3,768,188 $3,770,535
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $4,888,538
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,064,778
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 200,000 $209,218
Federal Home Loan Mortgage Corp., 3.5%, 12/1/44 10,570,000 $10,951,600
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $5,241,797
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,412,893
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 875,160 $904,107
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $3,770,084
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $16,785,760
Federal Home Loan Mortgage Corp., 4.0%, 11/1/42 255,000 $200,259
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $675,214
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 12,595,000 $11,245,593
Federal Home Loan Mortgage Corp., 4.0%, 7/1/42 255,000 $215,870
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $14,354,332
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,570,708
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,553,953
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,133,599
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 5,790,000 $5,812,687
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $11,995,179
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $446,244
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $5,881,165
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $498,766
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $238,464
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $8,983,355
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $3,606,175
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,169,444
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $591,285
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $25,919
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $33,735
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $470,196
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $622,718
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $41,109
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $199,994
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $60,151
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $261,375
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $291,610
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $408,396
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $72,728
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $51,705
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $72,932
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $27,669
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $181,384
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $140,545
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $10,898
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $63,056
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $98,540
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $7,955
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $275,982
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,233
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $16,674
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $68,720
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $525,401
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $55,343
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $238,314
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $783,852
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $146,551
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $146,012
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $194,937
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $208,902
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $198
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $376
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $482
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $54,210
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $495
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $171,303
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,218
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $600
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $8,903
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,466
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,342
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $184
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $304
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $20,017
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,014
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,268
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,311
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $92,718
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $286,561
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,301,538
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,425,912 $1,423,774
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,591,537
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $3,698
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $768,609
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $536,320
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $107,707
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,315,047
Fifth Third Bancorp, Floating Rate Note (Perpetual) 17,380 $490,985
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $198,428
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,199,897
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2,100,000 $2,112,168
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $922,569
First Tennessee Bank NA, 2.95%, 12/1/19 5,425,000 $5,560,114
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 418,066 $379,097
Ford Motor Credit Co LLC, 3.219%, 1/9/22 6,425,000 $6,607,439
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $707,344
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $101,170
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $2,794,033
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,717,037
Freeport-McMoRan, Inc., 4.55%, 11/14/24 1,650,000 $1,613,976
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $966,213
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $677,879
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $1,005,258
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,651,440
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,800,680
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,355,061
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $670,683
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 2,010,000 $2,114,466
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $919,146
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $3,065,878
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/47 (144A) 2,401,000 $2,440,072
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,461,429
GAHR Commericial Mortgage Trust 2015-NRF, 3.38216%, 12/15/19 (144A) 4,630,000 $4,672,443
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,249,867
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 203,267 $202,674
Garda World Security Corp., Term B Loan, 11/1/20 794,589 $792,271
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,539,809
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,277,063
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 1,215,000 $1,221,075
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 5,786,084 $2,481,966
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 5,102,315 $1,972,727
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,659,667
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,649,697
General Electric Capital Corp., Floating Rate Note (Perpetual) 4,400,000 $5,256,808
General Motors Financial Co, Inc., 4.0%, 1/15/25 6,525,000 $6,712,227
Gilead Sciences, Inc., 4.5%, 2/1/45 7,550,000 $8,427,008
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,212,903
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 765,351 $763,438
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $864,535
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 27,275,000 $2,253,468
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,056,186
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,033,533
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,800,000 $2,802,722
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,000,000 $3,641,750
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,624,814
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $32,108
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $842,636
Government National Mortgage Association I, 3.5%, 7/15/42 19,357,527 $13,977,259
Government National Mortgage Association I, 4.0%, 1/15/41 281,135 $165,680
Government National Mortgage Association I, 4.0%, 1/15/41 77,209 $45,074
Government National Mortgage Association I, 4.0%, 10/15/40 27,335 $13,924
Government National Mortgage Association I, 4.0%, 10/15/41 40,767 $8,971
Government National Mortgage Association I, 4.0%, 10/15/41 63,254 $14,038
Government National Mortgage Association I, 4.0%, 10/15/41 52,992 $11,077
Government National Mortgage Association I, 4.0%, 10/15/44 449,138 $450,987
Government National Mortgage Association I, 4.0%, 11/15/40 245,475 $84,223
Government National Mortgage Association I, 4.0%, 11/15/40 30,717 $13,360
Government National Mortgage Association I, 4.0%, 11/15/41 25,000 $8,370
Government National Mortgage Association I, 4.0%, 11/15/41 55,544 $7,664
Government National Mortgage Association I, 4.0%, 11/15/43 32,084 $34,011
Government National Mortgage Association I, 4.0%, 11/15/44 1,537,490 $1,642,594
Government National Mortgage Association I, 4.0%, 12/15/41 28,465 $12,986
Government National Mortgage Association I, 4.0%, 2/15/41 25,888 $18,986
Government National Mortgage Association I, 4.0%, 2/15/42 128,311 $78,204
Government National Mortgage Association I, 4.0%, 2/15/42 854,888 $558,094
Government National Mortgage Association I, 4.0%, 3/15/44 454,143 $356,217
Government National Mortgage Association I, 4.0%, 3/15/44 1,083,496 $993,820
Government National Mortgage Association I, 4.0%, 3/15/44 33,576 $30,962
Government National Mortgage Association I, 4.0%, 3/15/44 12,909,682 $10,709,014
Government National Mortgage Association I, 4.0%, 4/15/44 58,312 $22,056
Government National Mortgage Association I, 4.0%, 4/15/44 75,647 $74,672
Government National Mortgage Association I, 4.0%, 5/15/39 31,547 $14,549
Government National Mortgage Association I, 4.0%, 6/15/39 28,840 $10,750
Government National Mortgage Association I, 4.0%, 6/15/41 167,972 $125,871
Government National Mortgage Association I, 4.0%, 8/15/40 38,807 $17,789
Government National Mortgage Association I, 4.0%, 8/15/43 4,891,389 $3,738,312
Government National Mortgage Association I, 4.0%, 8/15/44 1,041,626 $995,002
Government National Mortgage Association I, 4.0%, 9/15/40 25,000 $13,188
Government National Mortgage Association I, 4.0%, 9/15/41 2,091,451 $1,016,051
Government National Mortgage Association I, 4.0%, 9/15/41 25,471 $11,718
Government National Mortgage Association I, 4.0%, 9/15/44 812,515 $781,242
Government National Mortgage Association I, 4.0%, 9/15/44 1,076,561 $1,044,617
Government National Mortgage Association I, 4.0%, 9/15/44 216,972 $198,444
Government National Mortgage Association I, 4.0%, 9/15/44 978,436 $1,045,046
Government National Mortgage Association I, 4.0%, 9/15/44 7,500,000 $7,382,524
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $724,003
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $284,031
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $528,681
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $216,754
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $1,961,183
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $54,027
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,269
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $156,030
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $314,464
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $24,859
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $232,154
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,561,580
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,221,465
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $1,946,358
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $123,581
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $754,679
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,472,829
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $330,053
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $53,938
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $533,183
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $138,834
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $166,255
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $642,072
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $1,501
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $145,765
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $166,416
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $158,375
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $232,800
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $158,231
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $42,125
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $119,269
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $152,585
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $305,041
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $52,836
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $331,739
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $738,404
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $35,209
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $132,497
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $160,642
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,398
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $59,673
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $75,427
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,154
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $19,205
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $180,806
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $132,032
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $116,661
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $611,812
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $809,348
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $195,216
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $196,607
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $32,854
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $32,811
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $55,729
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $185,902
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $245,548
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $7,320
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $30,401
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $185,316
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,686
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $57,769
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $76,613
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $376,635
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $176,746
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $54,887
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $200,188
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $194,172
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $157,135
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $53,225
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $33,139
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $27,881
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $2,991
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $270,161
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $420,628
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $188,614
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $152,236
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $194,847
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $524,204
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $24,387
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $87,158
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $53,875
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $28,664
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $42,336
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $36,326
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $222,124
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $5,681
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $16,493
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $12,043
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $460,068
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $112,276
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $330,174
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $113,333
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,732
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $88,093
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $249,089
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $125,583
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,054,864
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $29,970
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $128,353
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,128
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $600,451
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $18,170
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $887
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,479
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $151,503
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $54,050
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $127,858
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,487
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $6,348
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $92,955
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $581,866
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $11,879
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,330
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $42,190
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $57,473
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $98,230
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $12,418
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $22,847
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,474
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $26,725
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $117,082
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,648
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $85,489
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $110,241
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $5,829
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $28,406
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $32,576
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,395
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,741
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $18,474
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $199,708
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,879
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $214,849
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,124
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $61,552
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $105,709
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $84,862
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $34,309
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,672
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,876
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,672
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $80,429
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $27,043
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,253
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,069
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,698
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,824
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,299
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $115,463
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $48,351
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,115
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $5,817
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,288
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $203,577
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,470
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $6,954
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $69,788
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,026
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $15,905
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,192
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,486
Government National Mortgage Association II, 4.0%, 10/20/44 4,890,000 $5,018,877
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $444,446
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $171,101
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $80,990
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $2,744,591
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $439,382
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $337,328
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $307,385
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,488
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,504
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $46,893
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $117,341
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $107,744
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,222
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,959,074
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,400,000 $1,424,908
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 386,100 $386,173
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,352,368
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $266,810
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $415,858
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,039,068
GS Mortgage Securities Corp Trust 2012-SHOP, 2.933%, 6/6/31 (144A) 2,800,000 $2,916,004
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $912,236
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,329,125
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,126,596
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,740,734
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $971,487
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,247,964
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $717,983
GTP Acquisition Partners I LLC, 4.347%, 6/15/41 (144A) 3,355,000 $3,422,667
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $793,325
Halliburton Co., 7.6%, 8/15/96 (144A) 2,250,000 $3,363,633
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 736,681 $737,948
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,766,709 $1,769,470
Helmerich & Payne International Drilling Co., 4.65%, 3/15/25 (144A) 6,050,000 $6,274,842
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $20,564
Hercules Capital Funding Trust 2014-1, 3.524%, 4/16/21 (144A) 2,920,000 $2,923,375
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,161,315
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,621,579
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $227,351
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $3,043,714
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $555,636
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 406,866 $407,788
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $380,200
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 2,340,000 $2,281,766
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $1,979,556
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $1,067,510
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,734,483
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,705,524
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,142,335
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,147,286
Huntsman International LLC, Extended Term B Loan, 4/19/17 252,086 $252,163
Hyatt Hotel Portfolio Trust 2015-HYT, Floating Rate Note, 11/15/29 (144A) 2,100,000 $2,105,190
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,252,456
Hyundai Capital America, 2.0%, 3/19/18 (144A) 3,125,000 $3,177,143
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $669,135
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,945,722
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 1,150,000 $1,163,276
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 1,801,000 $1,560,445
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 395,000 $358,610
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $2,973,589
Immucor, Inc., Term B-2 Loan, 8/19/18 2,128,526 $2,139,835
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $480,153
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 45,544,000 $2,826,829
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $1,769,394
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $293,410
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $969,127
IMS Health, Inc., Term B Dollar Loan, 3/17/21 452,668 $452,173
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,084,017
Intel Corp., 4.8%, 10/1/41 11,075,000 $12,744,025
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 1,900,000 $2,038,225
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 744,918 $749,457
International Paper Co., 3.65%, 6/15/24 6,975,000 $7,186,511
International Paper Co., 6.0%, 11/15/41 2,400,000 $2,903,116
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,525,825
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,672,221
Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/17/31 (144A) 1,700,000 $1,694,836
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $472,552
Irwin Home Equity Loan Trust 2005-1, Floating Rate Note, 6/25/25 15,300,000 $2,982,246
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $755,283
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $137,459
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,190,276
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $777,083
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $727,144
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,447,710
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,177,095
Johnson & Johnson, 4.375%, 12/5/33 3,150,000 $3,654,943
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,976,167
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,815,000 $5,278,444
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,525,000 $1,521,505
JP Morgan Chase Commercial Mortgage Securities Corp., 2.84%, 12/17/47 3,910,234 $4,008,039
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP3, Floating Rate Note, 8/15/42 2,800,000 $2,841,672
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 4,800,000 $4,960,164
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $407,650
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,687,132
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,500,088
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 1,200,000 $1,278,018
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,604,613
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4 REMICS, Floating Rate Note, 12/16/30 ( 2,200,000 $2,203,477
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,257,278
JP Morgan Chase Commercial Mortgage Securities Trust 2015-COSMO, Floating Rate Note, 1/15/32 (144A) 4,600,000 $4,602,073
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $812,719
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,318,137
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,762,144
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $520,057
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $916,762
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,787,329
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 4,000,000 $3,670,666
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 8,922,000 $5,923,449
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,989,000 $6,568,003
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,661,369
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $959,847
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $9,289,180
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 6,000,000 $5,787,360
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 2,235,000 $1,940,271
Kane Flt% 12jun15 1,600,000 $1,566,400
Kane Ilw Zero% 02feb16 1,000,000 $935,000
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,956,533 $1,962,207
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,018,867 $2,023,106
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 3,654,000 $3,668,251
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 1,009,200 $1,013,540
Kane Zero% 15jan16 1,012,000 $1,016,655
Kane Zero% 19feb16 2,400,000 $2,513,520
Kane Zero% 22jan16 800,000 $814,240
Kane Zero% 22jan16 1,300,000 $1,316,900
Kane Zero% 29apr16 3,700,000 $3,836,160
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 1,700,000 $1,703,520
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 3,700,000 $3,789,078
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $355,408
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,796,904
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,617,708
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 1,997,481 $2,007,469
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $1,840,889
KKR Group Finance Co III LLC, 5.125%, 6/1/44 (144A) 1,650,000 $1,735,348
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,412,863
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,388,536
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $503,039
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,199,449
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $186,187
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $932,321
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,211,269
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,505,432
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,524,320
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $5,131,943
Lehman ABS Manufactured Housing Contract Trust 2001-B, 3.01%, 5/15/41 22,820,000 $302,638
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $321,526
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 14,753,656 $1,924,657
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $426,870
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $244,783
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $7,132,580
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,163,474
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,403,625 $1,400,408
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,768,914
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $265,461
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 3,750,000 $3,788,875
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 2,450,000 $2,474,329
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,083,399
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,880,544
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $127,364
LSTAR Securities Investment Trust 2014-2, Floating Rate Note, 11/1/19 (144A) 5,000,000 $4,716,362
LSTAR Securities Investment Trust 2015-1, Floating Rate Note, 1/1/20 (144A) 4,970,000 $4,861,528
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/1/20 (144A) 2,500,000 $2,484,326
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 913,849 $918,826
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $1,017,131
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,155,660
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $555,934
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,000,149
Masco Corp., 4.45%, 4/1/25 1,050,000 $1,085,034
Masco Corp., 5.95%, 3/15/22 825,000 $928,244
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,008,340
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $384,267
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $637,794
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,982,303
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,513,773
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $629,043
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,148,565
Medtronic, Inc., 4.625%, 3/15/45 (144A) 7,300,000 $8,289,351
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,879,049
Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A) 750,000 $749,400
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,001,256
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $249,223
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,090,087
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 46,068,000 $1,829,726
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,568,131
Methanex Corp., 4.25%, 12/1/24 2,625,000 $2,700,890
MGM Resorts International, 6.0%, 3/15/23 3,550,000 $3,657,092
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $395,212
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $712,094
ML-CFC Commercial Mortgage Trust 2006-1, Floating Rate Note, 2/12/39 2,500,000 $2,335,431
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $817,257
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,799,869
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,851,719
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,382,554
Morgan Stanley, 4.875%, 11/1/22 300,000 $333,742
Morgan Stanley, Floating Rate Note (Perpetual) 2,900,000 $2,934,365
Morgan Stanley, Floating Rate Note (Perpetual) 110,230 $2,870,389
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $2,418,932
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,073,725
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $2,472,169
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,489,930
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $4,723,328
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $517,234
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,930,000 $752,972
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,250,000 $2,284,763
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 5,500,000 $5,578,879
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 1,000,000 $1,070,733
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 2,100,000 $2,167,457
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,604,771
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 1,164,150 $1,163,241
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,239,689
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 1,000,000 $957,414
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $293,492
Nationstar Mortgage LLC, 6.5%, 6/1/22 5,480,000 $5,379,533
Navios Maritime Partners LP, Term Loan, 6/27/18 654,908 $660,638
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $851,469
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,632,935
NCR Corp., 6.375%, 12/15/23 1,425,000 $1,544,373
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,062,747
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $908,022
Newfield Exploration Co., 5.375%, 1/1/26 2,360,000 $2,391,295
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,475,688
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,246,245
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,149,477
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 5,200,000 $4,498,512
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 4,141,000 $3,723,438
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3,900,000 $3,788,188
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,834,000
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,719,744
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1,050,000 $1,054,989
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,000,000 $1,004,928
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,764,729
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,786,150
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 1,379,420 $1,374,823
North American Development Bank, 2.3%, 10/10/18 643,000 $663,452
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,150,078
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 40,000 $42,650
NovaStar Mortgage Funding Trust Series 2004-4, Floating Rate Note, 3/25/35 430,000 $422,771
Novelis, Inc., Initial Term Loan, 3/10/17 693,193 $693,554
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,131,250
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,319,105 $1,314,799
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 6,602,000 $6,304,030
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,440,000 $5,064,912
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,318,231
NSG Holdings LLC, New Term Loan, 12/11/19 768,260 $767,300
Nuance Communications, Inc., Term C Loan, 8/7/19 369,800 $366,749
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,460,619
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $2,004,811
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 3,945,000 $4,254,091
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 478,750 $477,553
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,065,118
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 1,500,000 $1,503,598
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $608,620
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $857,383
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $564,210
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $384,164
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $263,137
Owens Corning, 4.2%, 12/1/24 5,150,000 $5,394,520
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 194,627 $189,396
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 1,600,000 $1,608,663
Pangaea Zero% 01jul18 2,000,000 $2,180,400
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,628,197
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,739,567
Pelican Re, Ltd., Floating Rate Note, 4/13/15 (Cat Bond) (144A) 1,500,000 $1,516,177
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 8,850,000 $8,883,004
Permanent University Fund, 5.0%, 7/1/30 800,000 $987,400
Perrigo Finance plc, 3.5%, 12/15/21 4,275,000 $4,473,217
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $999,751
PHH Mortgage Capital LLC, 7.0%, 12/25/27 (Step) (144A) 4,250,000 $215,675
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,525,536
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 691,568 $692,504
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,701
Plains All American Pipeline LP, 4.9%, 2/15/45 5,300,000 $5,653,518
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 2,998,000 $3,438,034
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,625,813
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $669,564
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,530,678
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $4,188,560
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,589,668
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,367,137
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,176,299
Progreso Receivables Funding III LLC, 3.625%, 1/30/25 (144A) 3,200,000 $3,207,411
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 2,700,000 $2,723,775
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 180,000 $180,952
Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/20/32 (144A) 2,700,000 $2,730,010
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,262,898
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,230,034
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,614,844
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,578,447
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,959,950
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,238,799
PVH Corp., Tranche B Term Loan, 2/13/20 436,759 $439,519
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,121,773
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $509,167
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 1,650,000 $1,698,455
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $263,081
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $255,303
QVC, Inc., 4.45%, 2/15/25 7,300,000 $7,390,163
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $364,112
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $917,853
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $907,876
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $401,529
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $1,841,995
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,022,919
RAMP Series 2005-RZ4 Trust, Floating Rate Note, 11/25/35 2,500,000 $1,860,706
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $517,913
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,801,323
Remy International, Inc., Term B Loan 2013, 3/5/20 1,719,394 $1,725,842
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $207,744
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $354,908
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,262,832
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $737,702
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,145,138
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,000,000 $1,018,228
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,650,000 $1,700,742
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,867,900
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $848,382
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $294,779
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $264,620
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 12,352,000 $3,044,637
Resolute Forest Products, Inc., 5.875%, 5/15/23 3,930,000 $3,863,954
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 979,538 $980,609
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $885,449
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,014,018
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $5,914,999
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,652,715 $1,658,913
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,717,292
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 800,000 $792,400
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,201,380
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,251,375
San Diego Gas & Electric Co., 1.914%, 2/1/22 3,150,000 $3,173,071
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $942,126
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $863,312
SBA Tower Trust, 3.869%, 10/15/49 (144A) 6,975,000 $7,271,804
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $842,233
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,608,855
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 4,339,125 $4,354,794
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,628,600
Seagate HDD Cayman, 4.75%, 6/1/23 3,450,000 $3,680,696
Seagate HDD Cayman, 5.75%, 12/1/34 (144A) 4,350,000 $4,732,186
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,719,440
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,355,663
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,169,125 $1,177,455
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $55,970
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 53,935,000 $2,821,128
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 37,500,000 $1,575,298
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 15,500,000 $1,055,688
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,829,000 $886,780
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,206,031
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 8,060,000 $5,456,852
Sequoia Mortgage Trust 2013-10, Floating Rate Note, 8/25/43 (144A) 7,372,000 $7,076,325
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 7,915,000 $7,623,016
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 9,500,000 $7,963,615
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,450,000 $2,176,846
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 14,077,000 $11,993,631
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,612,038
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $804,329
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 6,700,000 $6,475,510
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $761,835
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $1,965,743
Sequoia Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 7,710,000 $7,630,411
Ship Midco, Ltd., Facility B2A-II, 11/29/19 795,333 $800,469
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,156,051
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $221,158
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,360,000 $3,375,350
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $15,950
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 1,000,000 $1,051,600
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,251,938
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 2,950,000 $3,194,830
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 0 $40,034
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $895,313
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $44,276
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,311,375
Southern California Edison Co., 1.845%, 2/1/22 6,200,000 $6,258,179
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,486,917
Southwest Airlines Co., 2.75%, 11/6/19 2,350,000 $2,429,483
Southwestern Electric Power Co., 3.9%, 4/1/45 10,800,000 $10,686,305
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,819,822
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,714,421
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 3,300,000 $3,477,730
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $307,646
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 700,000 $722,545
SpringCastle America Funding LLC, 2.7%, 5/25/23 2,600,000 $2,157,553
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,426,449
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 1,200,000 $1,201,777
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,306,488
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 750,000 $757,660
Sprint Corp., 7.125%, 6/15/24 1,500,000 $1,493,969
Sprint Corp., 7.25%, 9/15/21 1,500,000 $1,512,333
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 597,773 $598,271
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,425,311
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,861,391
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,937,790
State of Texas, 4.0%, 10/1/44 3,000,000 $3,209,413
State of Washington, 3.0%, 7/1/28 560,000 $571,228
State of Washington, 5.0%, 7/1/30 1,600,000 $1,925,984
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,479,118
Steel Dynamics, Inc., 5.125%, 10/1/21 (144A) 1,385,000 $1,433,485
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $299,968
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,192,745
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 3,080,000 $680,516
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 6,054,578 $576,850
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,164,428
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $3,959,732
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,017,505
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $124,616
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $728,654
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $1,876,166
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $378,454
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $639,320
Structured Asset Securities Corp Trust 2005-17, 5.5%, 10/25/35 7,170,000 $4,884,632
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $261,081
Sumitomo Mitsui Banking Corp., 1.75%, 1/16/18 1,800,000 $1,809,524
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $955,134
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 5,825,000 $6,105,538
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,551,596
Sunset Mortgage Loan Co 2014-NPL2 LLC, 3.721%, 11/16/44 (Step) (144A) 2,250,000 $1,979,063
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,074,127
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $563,101
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 333,333 $316,111
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 666,667 $632,222
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $309,130
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 642,913 $654,164
TD Ameritrade Holding Corp., 3.625%, 4/1/25 6,025,000 $6,404,162
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,530,274
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,078,226
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $750,319
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.417717%, 9/25/36 (Step) 14,000,000 $2,745,919
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,293,856
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,180,706
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,352,404
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,204,180
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,829,926
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,448,113
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,200,156
The Bank of Tokyo-Mitsubishi UFJ, Ltd., 2.3%, 3/5/20 (144A) 11,675,000 $11,704,562
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,919,692
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 6,875,000 $9,259,271
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 3,491,667 $3,527,128
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,548,138
The Kroger Co., 2.95%, 11/1/21 7,472,000 $7,711,093
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,316,001
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,070,000 $1,202,212
The Priceline Group, Inc., 3.65%, 3/15/25 7,375,000 $7,518,776
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,789,728
The University of Texas System, 5.0%, 8/15/43 525,000 $607,435
The Valspar Corp., 3.3%, 2/1/25 3,025,000 $3,059,390
The Williams Companies, Inc., 5.75%, 6/24/44 5,980,000 $5,681,670
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,895,311
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $821,652
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 72,667,000 $5,579,617
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,156,938
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 821,968 $822,653
TimberStar Trust I, 5.7467%, 10/15/36 (144A) 1,435,000 $1,516,275
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,751,884
Time Warner, Inc., 4.7%, 1/15/21 8,300,000 $9,322,852
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,101,290
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,144,990
Trafigura Securitisation Finance Plc. 2014-1, Floating Rate Note, 4/16/18 (144A) 800,000 $802,574
TransCanada PipeLines, Ltd., 1.875%, 1/12/18 4,425,000 $4,485,116
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 1,496,222 $1,498,092
Tronox Pigments BV, New Term Loan, 3/19/20 766,815 $767,918
TTX Co., 3.6%, 1/15/25 (144A) 6,650,000 $6,990,320
Tufts University, 5.017%, 4/15/12 3,550,000 $4,106,161
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,403,940
U.S. Treasury Bonds, 3.0%, 11/15/44 3,000,000 $3,321,170
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $2,241,207
U.S. Treasury Bonds, 4.375%, 11/15/39 6,865,000 $9,361,034
U.S. Treasury Bonds, 4.375%, 5/15/40 4,500,000 $6,154,782
U.S. Treasury Bonds, 4.375%, 5/15/41 9,400,000 $12,967,547
U.S. Treasury Bonds, 4.5%, 2/15/36 30,000,000 $41,035,798
U.S. Treasury Floating Rate Note, 0.105003097%, 7/31/16 11,325,000 $11,325,561
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 78,100,000 $76,860,042
UBS AG, 7.625%, 8/17/22 4,400,000 $5,377,664
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 5,040,000 $5,353,197
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,537,714
United Auto Credit Securitization Trust 2015-1, 2.92%, 6/17/19 (144A) 2,140,000 $2,140,542
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 11,325,000 $11,325,166
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 11,325,000 $11,327,637
University of California, 3.38%, 5/15/28 2,600,000 $2,752,565
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,259,838 $2,258,779
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,532,664
US Bancorp, Floating Rate Note (Perpetual) 139,009 $3,796,336
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,193,175 $6,162,209
US Residential Opportunity Fund Trust, 3.7213%, 1/29/35 (144A) 4,000,000 $3,991,772
Valeant Pharmaceuticals Internatio 1st Lien Bf2-Dd L + 3.25% 13mar22 433,735 $436,242
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 566,265 $569,539
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $533,366
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,542,024
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,631,986
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $728,406
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 3,000,000 $2,669,443
Verizon Communications, Inc., 5.012%, 8/21/54 1,938,000 $2,021,642
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,858,742
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,524,006
Vers 2015-A Zero% 31dec17 2,500,000 $2,565,000
VFC 2015-3 LLC, 2.75%, 12/20/31 (144A) 2,000,000 $1,996,941
Viasystems, Inc., 7.875%, 5/1/19 (144A) 2,500,000 $2,713,281
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 2,200,000 $2,388,674
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 2,210,000 $2,392,283
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,533,632
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $513,349
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $503,588
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,872,666
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 4,000,000 $4,002,495
VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A) 1,850,000 $1,838,963
VOLT XXX LLC, 3.625%, 10/25/57 (Step) 2,150,000 $2,137,979
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 1,500,000 $65,732
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 1,620,000 $1,733,063
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 1,565,000 $1,672,957
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 159,576 $159,775
Waste Management, Inc., 3.125%, 3/1/25 1,700,000 $1,721,546
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 675,000 $611,832
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,247,445
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,861,030
Wells Fargo & Co., Floating Rate Note (Perpetual) 3,400,000 $3,633,231
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,227,601
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,035,443
Wells Fargo Commercial Mortgage Trust 2010-C1, 3.349%, 11/18/43 (144A) 3,900,000 $2,697,983
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $2,041,524
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 4,500,000 $4,777,639
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,795,531
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $214,424
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $179,946
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $592,128
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $952,690
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $974,411
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $2,916,190
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 3,000,000 $2,916,189
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $185,014
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,323,000 $1,450,511
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $390,624
WideOpenWest Finance LLC, Term B Loan, 4/1/19 159,884 $160,340
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,553,775
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,431,614
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,813,216
WR Grace & Co-Conn, 5.125%, 10/1/21 (144A) 1,130,000 $1,203,744
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,345 $239,708
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 665,128 $666,137

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