Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 2/28/2014
Default: sorted by market value

Security Name Par / Shares Market Value
AccentCare, Inc., 12/22/16 2,319,129 $1,246,532
Accredited Mortgage Loan Trust, Floating Rate Note, 9/25/36 9,396,000 $4,926,630
Accudyne Industries Borrower SCA, 12/13/19 2,443,796 $2,455,499
ACE Securities Corp Home Equity Loan Trust Series 2005-SD3, Floating Rate Note, 8/25/45 9,500,000 $121,592
ACE Securities Corp Home Equity Loan Trust Series 2006-ASAP2, Floating Rate Note, 3/25/36 8,500,000 $1,828,981
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,270,000 $1,377,487
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,618,380
Adjustable Rate Mortgage Trust 2004-4, Floating Rate Note, 3/25/35 7,975,000 $518,677
Adjustable Rate Mortgage Trust 2004-5, Floating Rate Note, 4/25/35 1,070,000 $4,390
AdvancePierre Foods, Inc., 7/10/17 1,811,700 $1,822,163
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 11,700,000 $3,520,782
AEP Industries, Inc., 8.25%, 4/15/19 1,690,000 $1,852,522
Aeroflex, Inc., 11/9/19 8,631,098 $8,702,951
Aeropuertos Dominicanos Siglo XXI SA, 9.25%, 11/13/19 (144A) 2,215,000 $1,866,588
AES Corp. Virginia, 6/1/18 2,719,202 $2,736,953
Affinion Group, Inc., 10/9/16 7,540,230 $7,468,191
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $54,495
Aguila 3 SA, 7.875%, 1/31/18 (144A) 1,100,000 $1,176,209
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $2,029,292
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,173,734
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,382,286
Ajecorp BV, 6.5%, 5/14/22 (144A) 10,260,000 $10,253,018
Akbank TAS, 7.5%, 2/5/18 (144A) 11,000,000 $4,185,693
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,684,866
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,616,163
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $13,528,646
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 1,650,000 $1,875,431
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $6,998,331
Alkermes, Inc., 9/25/19 691,250 $692,978
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,552,713
Allegiant Travel Co., 3/10/17 2,820,250 $2,834,351
Alliance HealthCare Services, Inc., 6/3/19 3,392,953 $3,392,424
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $10,870,430
Alliant Holdings I, Inc., 12/20/19 1,722,600 $1,731,482
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,316,834 $1,317,657
Allison Transmission, Inc., 8/23/19 2,971,758 $2,979,805
Ally Financial, Inc., 7.0%, 12/31/49 (Perpetual) (144A) 15,956 $15,809,904
Alpha Appalachia Holdings, Inc., 3.25%, 8/1/15 770,000 $770,160
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $3,716,850
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $1,600,763
ALROSA Finance SA, 7.75%, 11/3/20 (144A) 3,175,000 $3,557,279
ALROSA Finance SA, 8.875%, 11/17/14 (144A) 100,000 $107,424
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 4,724,859 $5,247,901
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,516,058
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,200,000 $3,716,191
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 8,200,000 $3,806,762
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $1,159,532
Alternative Loan Trust 2004-12CB, 5.0%, 7/25/19 5,200,000 $5,390,719
Alternative Loan Trust 2004-28CB, 5.5%, 1/25/35 16,420,000 $2,052,555
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 1,878,000 $3,421,377
Alternative Loan Trust 2004-2CB, Floating Rate Note, 3/25/34 42,155,000 $464,654
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $849,760
Alternative Loan Trust 2005-1CB, 5.5%, 3/25/35 3,890,000 $2,861,183
Alternative Loan Trust Resecuritization 2003-23T2R, 4.25%, 9/25/33 44,943,000 $1,873,312
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $11,150,740
Altrl Flt% 30jun16 7,800,000 $7,888,920
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,871,561
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) 4,620,000 $4,569,129
American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45 21,700,000 $3,321,309
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,671,704
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,332,476
AmeriGas Finance LLC, 7.0%, 5/20/22 5,350,000 $5,949,943
Ameriprise Financial, Inc., Floating Rate Note, 6/1/66 8,324,000 $9,375,280
Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R11, Floating Rate Note, 78,257,000 $3,532,847
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,183,099
Amherst College, 3.794%, 11/1/42 2,300,000 $2,047,268
Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32 9,500,000 $380,917
AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 3,900,000 $3,592,223
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 6,715,000 $6,750,627
Applied Systems, Inc., Initial Term Loan (First Lien), 1/15/21 0 $0
Appvion, Inc., 6/28/19 11,815,625 $11,936,239
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,226,563
Arc Automotive Group, Inc., 11/15/18 4,469,850 $4,503,374
Arcelik AS, 5.0%, 4/3/23 (144A) 7,600,000 $6,825,222
ArcelorMittal, 5.75%, 8/5/20 2,950,000 $3,168,751
ArcelorMittal, 6.0%, 3/1/21 10,385,000 $11,527,350
ArcelorMittal, 6.125%, 6/1/18 2,490,000 $2,822,759
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 100,000 $149,694
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 5,400,000 $1,005,935
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $8,297,424
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $17,523,745
Ardent Medical Services, Inc., 7/2/18 1,890,900 $1,905,082
Ares Capital Corp., 4.875%, 11/30/18 9,305,000 $9,841,330
Ares VR CLO, Ltd., Floating Rate Note, 2/24/18 (144A) 550,000 $480,098
Armor Re, Ltd., Floating Rate Note, 5/14/14 (Cat Bond) (144A) 3,250,000 $3,259,980
Arysta Lifescience SPC LLC, 5/29/20 5,373,000 $5,416,656
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,692,463
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,631,508
Asian Development Bank, 3.375%, 5/20/14 70,000,000 $12,018,811
Aspen Insurance Holdings, Ltd., Floating Rate Note, 12/31/49 (Perpetual) 250,000 $6,237,500
Astoria Financial Corp., 5.0%, 6/19/17 10,175,000 $11,135,398
Atkore International, Inc., 9.875%, 1/1/18 135,000 $147,516
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $513,468
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,400,000 $1,488,167
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 11,000,000 $11,881,833
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,843,221
AutoTrader.com, Inc., 12/15/16 6,496,300 $6,528,782
Auxilium Pharmaceuticals, Inc., 1.5%, 7/15/18 3,080,000 $4,396,828
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,700,000 $3,869,843
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,326,436
Avon Products, Inc., 5.0%, 3/15/23 16,255,000 $16,606,036
AWAS Finance Luxembourg 2012 SA, 7/16/18 3,924,838 $3,949,368
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 7,543,000 $7,600,161
AXA SA, 8.6%, 12/15/30 10,060,000 $13,160,045
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $6,980,394
Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A) 1,753,000 $2,072,740
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,042,221
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,432,258
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $4,016,360
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $4,098,529
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $2,096,163
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 14,500,000 $2,201,848
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 3,865,000 $1,107,684
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $346,213
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,356,409
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34 17,500,000 $2,528,843
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 21,342,290 $3,640,431
Banc of America Funding 2005-5 Trust, 5.5%, 9/25/35 13,508,000 $2,897,229
Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36 13,132,000 $4,220,089
Banc of America Funding 2010-R4 Trust, Floating Rate Note, 8/26/36 (144A) 6,900,000 $1,899,417
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $3,109,664
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 46,300,000 $2,928,742
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 24,096,000 $5,529,425
Banc of America Mortgage 2004-E Trust, Floating Rate Note, 6/25/34 43,244,000 $1,167,976
Banc of America Mortgage 2004-L Trust, Floating Rate Note, 1/25/35 13,021,996 $702,876
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 8,356,245 $2,094,608
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $4,284,520
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $545,684
Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20 14,530,000 $116,943
Banco GNB Sudameris SA, 7.5%, 7/30/22 (144A) 4,665,000 $4,853,738
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,274,109
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,062,500
Bank of America Corp., 7.25%, 12/31/49 (Perpetual) 21,478 $24,764,993
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $24,215,008
Basell Finance Co BV, 8.1%, 3/15/27 (144A) 2,885,000 $3,828,435
Baylor University, 4.313%, 3/1/42 4,550,000 $4,351,961
Bayview Commercial Asset Trust, 3.855%, 9/25/37 (Step) (144A) 77,809,000 $2,700,950
Bayview Commercial Asset Trust, 4.17207%, 7/25/37 (Step) (144A) 49,000,000 $490,715
Bayview Commercial Asset Trust, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,799,136
Bayview Opportunity Master Fund IIa Trust 2013 Trust 2013-2RPL, 3.721%, 3/28/18 (Step) (144A) 2,250,000 $1,346,698
Bayview Opportunity Master Fund Trust 2013-3RPL, 3.721%, 4/28/18 (Step) (144A) 3,000,000 $2,017,190
Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A) 2,500,000 $1,359,579
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 50,000 $50,660
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $25,999,888
BCAP LLC 2010-RR10 Trust, Floating Rate Note, 12/27/34 (144A) 2,428,000 $1,390,325
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,350,000 $1,169,351
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,604,586
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 10,000,000 $659,415
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $1,251,747
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 7,486,000 $427,991
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $1,190,715
Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34 27,154,758 $3,855,705
Bear Stearns Asset Backed Securities Trust 2005-3, Floating Rate Note, 9/25/35 5,500,000 $62,583
Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36 18,000,000 $840,254
Bear Stearns Asset Backed Securities Trust 2006-4, Floating Rate Note, 10/25/36 10,448,000 $611,052
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 4,400,000 $1,348,217
Bertin SA, 10.25%, 10/5/16 (144A) 750,000 $870,052
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $3,869,656
BioScrip, Inc., 7/31/20 3,019,722 $3,044,257
BioScrip, Inc., 7/31/20 5,032,869 $5,073,762
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,745,134
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $414,719
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 5,200,000 $5,300,863
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,597,338
Boart Longyear Management Pty, Ltd., 7.0%, 4/1/21 (144A) 2,950,000 $2,239,542
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 1,400,000 $1,406,549
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,131,549
Braskem Finance, Ltd., 7.375%, 12/31/49 (Perpetual) (144A) 2,690,000 $2,667,611
Brazilian Government International Bond, 10.25%, 1/10/28 14,150,000 $6,183,478
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $17,208,527
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,527,191
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,074,269
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $7,996,437
Bright Horizons Family Solutions, Inc., 1/30/20 0 $0
Brocade Communications Systems, Inc., 4.625%, 1/15/23 (144A) 1,500,000 $1,426,365
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,101,725
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,723,729
BTA Bank JSC (G.D.R.) (144A) 4,633 $3,014
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $2,000,223
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $4,058,988
Bumi Capital Pte, Ltd., 12.0%, 11/10/16 (144A) 1,850,000 $1,169,200
Bumi Resources Tbk PT, 11/7/14 1,063,333 $1,063,333
Burger King Corp., 9/28/19 0 $0
Butler Industrial Development Board, 5.75%, 9/1/28 950,000 $993,824
BWAY Holding Co., 8/6/17 2,188,596 $2,204,670
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,521,678
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 6,050,000 $6,343,038
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $10,664,264
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,014,672
Calpine Construction Finance Co LP, 5/3/20 1,420,250 $1,406,048
Calpine Corp., 10/9/19 1,086,250 $1,092,700
Calpine Corp., 4/1/18 5,441,138 $5,473,447
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 18,870,000 $20,374,883
Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21 3,165,000 $3,135,632
Capital One Bank USA NA, 8.8%, 7/15/19 2,030,000 $2,643,231
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 16,860,000 $17,971,340
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,806,359
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35 7,505,000 $2,585,471
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $189,820
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/36 5,500,000 $1,213,867
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,605,000 $6,222,017
Catalent Pharma Solutions, Inc., 9/15/16 0 $0
Catholic Health Initiatives, 4.35%, 11/1/42 11,400,000 $10,662,397
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,595,708
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,203,227
CDW LLC, 4/29/20 0 $0
Cedar Fair LP, 3/6/20 0 $0
Cemex Espana Luxembourg, 9.875%, 4/30/19 (144A) 5,098,000 $6,006,418
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,677,997
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,899,235
Cengage Learning Acquisitions, Inc., 7/3/14 6,025,482 $5,611,230
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 2,795,000 $2,925,317
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,453,078
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,431,181
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,023,353
Cenveo Corp., 2/13/17 1,066,528 $1,081,193
Cequel Communications LLC, 2/14/19 2,006,515 $2,009,643
CEVA GROUP Plc 1,069 $1,095,418
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $2,255,614
CEVA Group Plc, 11.625%, 10/1/16 (144A) 355,000 $387,283
CEVA Group Plc, 8.375%, 12/1/17 (144A) 2,500,000 $2,717,188
CEVA Logistics US Holdings, Inc., 8/31/16 4,870,620 $4,870,620
CEVA Logistics US Holdings, Inc., 8/31/16 1,731,117 $1,728,953
CFG Investment SAC, 9.75%, 7/30/19 (144A) 8,000,000 $7,967,167
CGG SA, 9.5%, 5/15/16 61,000 $65,146
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $3,848,394
Chase Mortgage Finance Trust Series 2003-S11, 5.0%, 10/25/33 6,300,000 $329,840
Chemtura Corp., 8/29/16 0 $0
Chesapeake Energy Corp., 12/2/17 1,300,000 $1,330,063
Chesapeake Energy Corp., 2.25%, 12/15/38 4,600,000 $4,325,725
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,695,413
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,537
CHL Mortgage Pass-Through Trust 2004-J2, 5.5%, 3/25/34 3,250,000 $1,407,851
CHL Mortgage Pass-Through Trust 2005-19, 5.5%, 8/25/35 12,000,000 $996,381
Chrysler Group LLC, 5/24/17 18,414,097 $18,473,224
Chrysler Group LLC, 8.25%, 6/15/21 3,000,000 $3,449,750
CHS, 2021 Term D Loan, 1/27/21 6,175,601 $6,238,802
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $12,081,172
Cinedigm Digital Funding I LLC, 2/28/18 2,696,507 $2,706,619
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $5,534,390
Citicorp Mortgage Securities Trust Series 2006-1, 5.0%, 2/25/36 35,000 $6,301
Citicorp Mortgage Securities Trust Series 2007-2, 5.5%, 2/25/22 5,080,000 $115,549
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 8,200,000 $6,323,828
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,605,777
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 2,300,000 $1,213,040
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 16,725,000 $9,585,881
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 7,000,000 $5,606,353
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 12,945,000 $12,849,513
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 642,000 $17,109,300
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 8,925,000 $8,507,781
Citigroup Capital XIII, Floating Rate Note, 10/30/40 919,550 $25,287,625
Citigroup Mortgage Loan Trust, Inc., 6.75%, 8/25/34 400,000 $91,170
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 1/1/35 (144A) 4,900,000 $5,089,140
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 2,150,000 $2,051,807
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 9/25/35 15,600,000 $1,305,583
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 4,500,000 $4,539,097
City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/35 1,440,000 $1,571,405
City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/41 9,570,000 $10,347,403
City of Charlotte North Carolina, 5.6%, 7/1/27 150,000 $150,970
City of Charlotte North Carolina Water & Sewer System Revenue, 5.0%, 7/1/38 4,175,000 $4,553,144
City of Houston Texas Airport System Revenue, 6.75%, 7/1/29 10,250,000 $10,366,748
City of San Francisco California Public Utilities Commission Water Revenue, 5.0%, 11/1/37 13,855,000 $15,163,420
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $18,088,784
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $136,445
CNO Financial Group, Inc., 9/28/18 4,821,432 $4,836,499
Cobalt International Energy, Inc., 2.625%, 12/1/19 15,310,000 $14,874,622
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,861,722
CoBank ACB, Floating Rate Note, 12/31/49 (Perpetual) (144A) 87,500 $8,815,625
Coca-Cola Icecek AS, 4.75%, 10/1/18 (144A) 3,800,000 $4,017,708
Coleman Cable, Inc., 9.0%, 2/15/18 3,349,000 $3,521,474
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 3,900,000 $3,991,845
COMM 2000-C1 Mortgage Trust, Floating Rate Note, 8/15/33 (144A) 1,400,000 $195,443
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 3,100,000 $751,605
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/17/28 (144A) 1,800,000 $586,370
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,617,984
COMM 2012-CCRE2 Mortgage Trust, 3.791%, 8/15/45 1,900,000 $1,932,188
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/15/45 1,275,000 $1,314,664
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/15/45 4,047,000 $3,978,189
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/15/45 2,365,416 $2,304,945
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/10/44 1,550,000 $1,663,548
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 8,000,000 $7,732,375
Commercial Mortgage Pass Through Certificates, 2.822%, 11/15/45 2,575,000 $2,486,198
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,188,000
Commonwealth Edison Co., 6.95%, 7/15/18 4,246,000 $5,070,898
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 3,150,000 $3,324,506
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 900,000 $936,000
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,648,035
Confie seguros Holding II Co., 11/9/18 1,665,386 $1,667,468
Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/40 9,610,000 $10,615,334
Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/42 0 $42,500
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $243,517
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $437,640
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 100,000 $107,951
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,880,720
ConvaTec, Inc., 12/22/16 4,126,422 $4,152,212
Corp Financiera de Desarrollo SA, 4.75%, 2/8/22 (144A) 3,705,000 $3,702,350
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,500,000 $8,579,475
Corporate Office Properties LP, 3.6%, 5/15/23 6,450,000 $6,057,195
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 50,000 $14,492
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35 17,887,563 $1,328,090
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 6,561,000 $1,284,923
Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36 4,500,000 $1,119,383
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/36 12,298,000 $3,175,460
Countrywide Asset-Backed Certificates, Floating Rate Note, 7/25/36 1,000,000 $104,807
County of King Washington Sewer Revenue, 5.125%, 1/1/41 3,000,000 $3,243,065
County of Sweetwater Wyoming, 5.6%, 12/1/35 3,285,000 $3,393,963
Courtland Industrial Development Board, 5.0%, 8/1/27 3,085,000 $3,098,409
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,517,278
Credit-Based Asset Servicing and Securitization LLC, 5.70426%, 10/25/36 (Step) (144A) 1,600,000 $1,574,638
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,209,281
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 17,350,000 $14,285,466
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $703,346
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/15/36 (144A) 4,615,000 $2,635,956
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,610,414
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,482,582
Credit Suisse Group AG, Floating Rate Note, 12/31/49 (Perpetual) (144A) 1,600,000 $1,784,747
Credit Suisse Group Guernsey I, Ltd., Floating Rate Note, 2/24/41 9,825,000 $10,731,663
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,156,421
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 3,500,000 $3,038,110
Crown Castle Operating Co., 1/31/19 0 $0
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,508,143
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,613,774
CSMC Mortgage-Backed Trust 2007-3, 5.0%, 4/25/37 5,500,000 $751,717
CSMC Series 2010-14R, Floating Rate Note, 11/26/37 (144A) 3,017,034 $2,836,496
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,421,265
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A) 6,690,000 $8,243,543
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 7,685,000 $9,703,513
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $15,045,950
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,660,605
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,188,316
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,185,681
CWGS Group LLC, Term Loan, 2/20/20 7,100,000 $7,153,250
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 7,081,699 $7,190,864
DARLING INTERNATIONAL INC., Term B Euro Loan, 12/19/20 0 $0
DaVita HealthCare Partners, Inc., 10/20/16 2,231,000 $2,244,107
DaVita HealthCare Partners, Inc., 11/1/19 6,979,500 $7,013,490
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/10/46 (144A) 2,950,000 $3,284,253
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) 6,767,000 $7,556,335
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,711,025
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $16,356,813
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 (144A) 7,300,000 $7,413,354
DDR Corp., 4.625%, 7/15/22 3,695,000 $3,898,926
DDR Corp., 4.75%, 4/15/18 1,261,000 $1,395,252
DDR Corp., 7.5%, 4/1/17 6,440,000 $7,700,707
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 2,842,000 $2,825,660
Del Monte 1st Lien Tl-B L + 0% 24feb20 4,398,396 $4,411,226
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,037,828
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,330,750 $5,353,598
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $54,022
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 11/23/19 3,100,000 $2,648,598
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $502,400
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 5,065,000 $1,030,728
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $7,136,250
DigitalGlobe, Inc., 1/31/20 6,042,340 $6,055,518
Digital Realty Trust, Inc., 5.875%, 12/31/49 (Perpetual) 100,000 $2,002,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $5,917,408
Digital Realty Trust LP, 5.25%, 3/15/21 3,125,000 $3,377,073
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,612,389
DineEquity, Inc., 10/19/17 0 $0
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,230,000 $3,664,794
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 17,555,000 $18,430,873
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,169,432
Drillships Financing Holding, Inc., 3/31/21 5,696,375 $5,823,359
Drug Royalty II LP 1, 4.474%, 1/15/25 (144A) 2,200,000 $1,691,662
Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A) 1,300,000 $1,004,586
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 9,400,000 $7,728,269
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,030,635
Dubai Electricity & Water Authority, 8.5%, 4/22/15 (144A) 9,750,000 $10,826,969
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,947,121
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,811,865
DynCorp International, Inc., 7/7/16 1,588,260 $1,602,157
East Lane Re, Ltd., Floating Rate Note, 3/13/15 (Cat Bond) (144A) 2,650,000 $2,773,634
East Lane Re, Ltd., Floating Rate Note, 3/14/14 (Cat Bond) (144A) 1,000,000 $1,011,979
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $933,853
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,159,599
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $22,607
EGL, Inc., 8/31/16 913,509 $913,225
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,389,033
Electricite de France, 6.0%, 1/22/14 (144A) 21,925,000 $22,902,855
Electricite de France, Floating Rate Note, 12/31/49 (Perpetual) (144A) 23,700,000 $23,976,500
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/25/37 (144A) 11,108,000 $1,406,158
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/4/16 (Cat Bond) (144A) 750,000 $763,498
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 5,300,000 $5,486,733
Emdeon, Inc., 11/2/18 1,990 $1,998
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,510,016
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 8,825,000 $8,939,063
Endo International Plc, Term Loan B 2011, 6/17/18 540,625 $541,808
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $239,981
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $12,488,720
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,884,829
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 (144A) 16,950,000 $17,981,125
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,449,603 $1,464,099
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $4,141,457
Envision Healthcare Corp., 5/25/18 1,979,684 $1,989,114
EP Energy LLC, 5/24/18 3,656,667 $3,666,189
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $11,709,188
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $304,219
Essar Steel Algoma, Inc., 9/19/14 567,813 $571,539
Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A) 5,660,000 $5,833,927
Essar Steel Algoma, Inc., 9.875%, 6/15/15 (144A) 2,145,000 $1,653,467
EuroChem Mineral & Chemical Co OJSC via EuroChem GI, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,727,550
Everglades Re, Ltd., Floating Rate Note, 4/30/14 (Cat Bond) (144A) 2,625,000 $2,726,584
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,041,619
Exopack Holdings SA, 4/14/19 4,190,000 $4,256,340
Expedia, Inc., 5.95%, 8/15/20 9,760,000 $10,926,812
Expert Global Solutions, Inc., 4/3/18 12,974,684 $12,926,028
Export-Import Bank of Korea, 5.875%, 1/14/15 1,900,000 $1,999,469
Expro Finance Luxembourg SCA, 8.5%, 12/15/16 (144A) 1,710,000 $1,819,773
Exterran Holdings, Inc., 7.25%, 12/1/18 7,300,000 $7,852,063
Fannie Mae, 3.5%, 11/1/40 10,200,000 $6,078,619
Fannie Mae, 3.5%, 11/1/42 1,150,000 $1,142,587
Fannie Mae, 3.5%, 11/1/42 500,000 $470,598
Fannie Mae, 3.5%, 11/1/42 1,050,000 $1,017,005
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,859,424
Fannie Mae, 3.5%, 12/1/42 50,000 $48,876
Fannie Mae, 3.5%, 3/18/14 32,000,000 $33,882,889
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,646,074
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,355,747
Fannie Mae, 4.0%, 1/1/42 8,038,832 $4,052,590
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,481,943
Fannie Mae, 4.0%, 11/1/41 55,000 $23,184
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,361,339
Fannie Mae, 4.0%, 12/1/40 9,810,000 $7,475,193
Fannie Mae, 4.0%, 12/1/41 45,515,613 $29,982,913
Fannie Mae, 4.0%, 12/1/41 17,790,000 $9,538,414
Fannie Mae, 4.0%, 12/1/42 46,000 $14,947
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,892,103
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,334,245
Fannie Mae, 4.0%, 2/1/43 2,200,000 $1,881,064
Fannie Mae, 4.0%, 4/1/41 450,000 $353,837
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,270,766
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,972,179
Fannie Mae, 4.0%, 5/1/42 150,000 $131,578
Fannie Mae, 4.0%, 7/1/18 75,000 $6,031
Fannie Mae, 4.0%, 7/1/42 424,314 $356,721
Fannie Mae, 4.0%, 9/1/37 907,922 $729,115
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,876,518
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,550,076
Fannie Mae, 4.5%, 11/1/43 3,906,562 $4,219,592
Fannie Mae, 4.5%, 12/1/40 54,806,862 $27,853,733
Fannie Mae, 4.5%, 12/1/41 60,000 $52,778
Fannie Mae, 4.5%, 12/1/41 6,923,896 $5,306,275
Fannie Mae, 4.5%, 12/1/43 4,403,175 $4,761,831
Fannie Mae, 4.5%, 3/1/35 2,520,000 $456,141
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,595,611
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,920,036
Fannie Mae, 4.5%, 4/1/41 25,000 $12,432
Fannie Mae, 4.5%, 5/1/41 24,220,767 $9,510,116
Fannie Mae, 4.5%, 7/1/41 39,417,029 $25,780,613
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,471,294
Fannie Mae, 5.0%, 2/1/22 6,603,277 $505,330
Fannie Mae, 5.0%, 4/1/22 327,117 $26,743
Fannie Mae, 5.0%, 6/1/22 2,077,680 $232,971
Fannie Mae, 5.0%, 6/1/22 639,720 $52,881
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,952,595
Fannie Mae, 5.0%, 7/1/40 11,275,000 $4,150,266
Fannie Mae, 5.5%, 12/1/35 2,799,824 $407,034
Fannie Mae, 5.5%, 2/1/23 12,500,000 $647,153
Fannie Mae, 5.5%, 2/1/33 500,000 $7,352
Fannie Mae, 5.5%, 3/1/21 5,000,000 $785,345
Fannie Mae, 5.5%, 3/1/25 8,000,000 $1,147,089
Fannie Mae, 5.5%, 3/1/36 900,090 $114,094
Fannie Mae, 5.5%, 4/1/34 2,750,000 $229,580
Fannie Mae, 5.5%, 4/1/36 2,000,200 $327,757
Fannie Mae, 5.5%, 5/1/33 750,000 $81,173
Fannie Mae, 5.5%, 6/1/33 852,000 $49,246
Fannie Mae, 5.5%, 7/1/33 1,900,000 $113,213
Fannie Mae, 6.0%, 1/1/33 502,267 $21,950
Fannie Mae, 6.0%, 1/1/34 1,800,000 $144,178
Fannie Mae, 6.0%, 10/1/32 200,552 $5,079
Fannie Mae, 6.0%, 11/1/32 350,000 $9,837
Fannie Mae, 6.0%, 12/1/32 3,234,929 $103,434
Fannie Mae, 6.0%, 12/1/33 2,000,000 $168,650
Fannie Mae, 6.0%, 12/1/37 7,118,373 $584,349
Fannie Mae, 6.0%, 3/1/32 100,000 $2,937
Fannie Mae, 6.0%, 3/1/33 350,000 $15,901
Fannie Mae, 6.0%, 3/1/33 250,000 $12,437
Fannie Mae, 6.0%, 4/1/38 5,765,562 $658,888
Fannie Mae, 6.0%, 5/1/33 1,200,000 $159,476
Fannie Mae, 6.0%, 6/1/37 4,500,000 $390,822
Fannie Mae, 6.0%, 7/1/17 4,000,000 $63,363
Fannie Mae, 6.0%, 7/1/38 2,040,000 $220,309
Fannie Mae, 6.5%, 10/1/32 511,093 $25,560
Fannie Mae, 6.5%, 11/1/32 400,000 $9,628
Fannie Mae, 6.5%, 12/1/21 8,650,000 $186,241
Fannie Mae, 6.5%, 2/1/32 99,991 $1,853
Fannie Mae, 6.5%, 3/1/32 124,988 $5,201
Fannie Mae, 6.5%, 4/1/29 40,000 $402
Fannie Mae, 6.5%, 5/1/31 392,161 $4,664
Fannie Mae, 6.5%, 6/1/31 25,095 $404
Fannie Mae, 6.5%, 7/1/31 125,419 $3,034
Fannie Mae, 6.5%, 8/1/32 340,598 $4,737
Fannie Mae, 7.0%, 2/1/29 43,569 $698
Fannie Mae, 7.0%, 5/1/28 200,000 $2,064
Fannie Mae, 7.0%, 7/1/31 306,031 $1,229
Fannie Mae, 7.5%, 1/1/28 115,000 $1,487
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $3,492,917
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,782,333
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $11,209,146
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $6,776,612
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 6,144,581 $742,360
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,676,604
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $99,292
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $13,484,481
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $700,528
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $520,272
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $482,442
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $94,019
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $403,216
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $1,185,387
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 4,932,000 $594,647
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $10,341
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $127,117
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $123,455
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $20,335
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $232,558
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $430,217
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $40,428
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,471
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $239,080
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $182,821
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $227,599
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,761
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/25/46 (144A) 3,600,000 $3,594,942
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/25/44 (144A) 5,065,000 $5,034,311
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 8,360,000 $1,765,537
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 28,111,567 $1,932,258
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $189,919
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $4,951,454
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $727,015
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 8,725,000 $8,214,588
Fidelity National Financial, Inc., 4.25%, 8/15/18 3,040,000 $4,987,542
Fieldwood Energy LLC, 9/30/20 5,710,000 $5,947,679
Fifth Third Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 316,400 $8,394,092
First American Financial Corp., 4.3%, 2/1/23 5,750,000 $5,620,874
Firstar Realty LLC, 8.875%, 12/31/49 (Perpetual) (144A) 3,250 $3,958,906
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 115,933 $116,199
First Data Corp., 3/23/18 1,528,214 $1,534,764
First Data Corp., 8.25%, 1/15/21 (144A) 1,640,000 $1,796,688
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 3,950,826 $234,423
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 3/25/35 1,150,000 $372,714
First Horizon Mortgage Pass-Through Trust 2004-AR5, Floating Rate Note, 10/25/34 13,679,000 $1,152,485
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 10,872,000 $2,418,985
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,449,185
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,566,748
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $3,547,437
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,711,018
Flextronics International, Ltd., 5.0%, 2/15/23 10,030,000 $10,165,126
Flowserve Corp., 3.5%, 9/15/22 1,755,000 $1,744,001
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,424,399 $2,451,673
Fncl 30yr Pool 4.5% Mar/10 Tba 65,000,000 $69,901,403
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,732,923
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 4,500,000 $4,607,725
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $608,759
Freddie Mac Gold Pool, 3.5%, 4/10/14 6,750,000 $6,812,859
Freddie Mac Gold Pool, 4.0%, 4/10/14 13,500,000 $14,085,668
Freddie Mac Gold Pool, 4.5%, 4/10/14 13,500,000 $14,441,203
Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23 8,860,000 $8,732,434
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 4/25/20 (144A) 3,900,000 $4,278,404
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,147,431
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,495,304
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $5,852,062
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 2,400,000 $2,491,171
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,059,844
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,363,953
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,100,000 $4,306,458
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,775,000 $4,823,560
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 6,175,000 $6,624,221
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,849,355
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,343,629
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/25/46 (144A) 2,750,000 $2,835,773
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/25/45 (144A) 25,000 $24,651
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 2,435,000 $2,420,434
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,729,164
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/25/45 (144A) 1,000,000 $998,672
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $7,768,950
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $13,165,062
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $12,198,765
FRS I LLC, 3.96%, 4/15/43 (144A) 3,000,000 $2,971,308
Fx Vanilla Option Call Usd/Put Try 2.95 12 01 2015 Tr -19,969,960 $-379,126
Fx Vanilla Option Put Usd/Call Try 2.154 12 01 2015 Tr 19,969,957 $163,000
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,465,393
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 176,017 $176,787
Garda World Security Corp., Term B Loan, 11/1/20 688,067 $691,077
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,824,203
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $911,634
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,650,594
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 6,500,000 $2,995,162
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $15,735,253
General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual) 2,400,000 $2,387,600
General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual) 18,800,000 $21,620,783
Gentiva Health Services, Inc., 10/10/19 9,910,000 $10,021,488
Gentiva Health Services, Inc., 11.5%, 9/1/18 5,413,000 $6,089,625
Getty Images, Inc., 10/18/19 4,822,409 $4,610,826
Ghana Government Bond, 19.24%, 5/30/16 19,000,000 $7,136,284
Ghana Government Bond, 21.0%, 10/26/15 3,770,000 $1,725,241
Ghana Government Bond, 26.0%, 6/5/17 3,875,000 $1,672,838
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $17,202,547
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,022,736
Glenn Pool Oil & Gas Trust, 5/2/16 5,675,811 $5,739,664
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $5,256,495
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 80,580,000 $9,249,240
Global SC Finance II SRL, 4.11%, 7/19/27 (144A) 4,000,000 $3,408,879
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,628,823
GMACM Mortgage Loan Trust 2005-AR2, Floating Rate Note, 5/25/35 12,188,000 $2,892,852
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $8,466,507
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,733,796
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $5,609,908
Goldcorp, Inc., 3.7%, 3/15/23 7,300,000 $7,094,301
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 27,140,000 $24,154,600
Goodman Funding Pty, Ltd., 6.0%, 3/22/22 (144A) 9,250,000 $10,396,732
Goodman Funding Pty, Ltd., 6.375%, 4/15/21 (144A) 12,525,000 $14,535,079
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $8,482,476
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,490,922
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $1,700,359
Government National Mortgage Association, Floating Rate Note, 10/16/43 67,175,000 $1,989,032
Government National Mortgage Association, Floating Rate Note, 10/16/52 32,475,000 $1,117,871
Government National Mortgage Association, Floating Rate Note, 2/16/53 50,450,000 $3,987,236
Government National Mortgage Association, Floating Rate Note, 3/16/53 35,900,000 $2,724,457
Government National Mortgage Association, Floating Rate Note, 8/16/52 55,500,000 $3,814,610
Government National Mortgage Association, Floating Rate Note, 9/16/52 55,000,000 $4,466,008
Government National Mortgage Association I, 4.0%, 3/20/14 32,000,000 $34,002,557
Government National Mortgage Association I, 4.0%, 4/22/14 11,250,000 $11,916,094
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,288,532
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $298,766
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $56,096
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $197,234
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $173,175
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,538,646
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $10,651,013
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $378,868
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $996,468
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $209,412
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $40,890
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $67,603
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $212,557
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $883,827
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $1,098,059
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $347,903
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $242,737
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $479,746
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $59,476
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $404,928
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $1,844
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $411,290
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $863,613
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $298,939
Government National Mortgage Association I, 5.5%, 2/15/37 172 $30
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $28,467
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $510,060
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $267,699
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $305,913
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $9,868
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $364,146
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $262,708
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $161,625
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $545,236
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $117,159
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $147,980
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $128,813
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $377,580
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $117,138
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $658,812
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $90,229
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $57,740
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $211,965
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $95,192
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $140,817
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $705,426
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $23,874
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $2,664
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $429,360
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $148,392
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $176,204
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $17,027
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $19,761
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $114,330
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $100,725
Government National Mortgage Association I, 6.0%, 4/15/14 3,181,630 $592
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $2,764
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $65,410
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $530,331
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $238,319
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $199,754
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $53,212
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $395,402
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $116,379
Government National Mortgage Association I, 6.0%, 7/15/14 99,990 $141
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $166,161
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $224,437
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $284,790
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $109,902
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $1,235,656
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $485
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $302,348
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $48,232
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $83,002
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $197,675
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,908
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,951
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $11,344
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $18,397
Government National Mortgage Association I, 6.5%, 11/15/31 1,537,088 $54,404
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $98,705
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $565
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $6,857
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,695
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $3,302
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,704
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,875
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,667
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $8,147
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $11,673
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $33,951
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,967
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $5,592
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $45,311
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $49,278
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $119,711
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $658
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $1,222
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $2,644
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,182
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $493
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $11,117
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $134
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $877,608
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,712,514
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $1,020,937
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $10,247,600
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $16,397
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $254,579
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $358,812
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $110,149
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $527
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,908
Gruposura Finance, 5.7%, 5/18/21 (144A) 4,710,000 $4,981,100
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 26,788,000 $6,863,666
GSAMP Trust 2005-HE2, Floating Rate Note, 3/25/35 2,700,000 $334,910
GSAMP Trust 2006-HE8, Floating Rate Note, 1/25/37 1,256,000 $367,703
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $765,208
GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) 4,500,000 $4,315,232
GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) 5,800,000 $5,809,525
GS Mortgage Securities Corp II Series 2005-GG4, 4.782%, 7/10/39 2,609,335 $2,688,069
GS Mortgage Securities Trust 2006-GG8, 5.56%, 11/10/39 4,000,000 $4,398,273
GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/10/46 7,000,000 $6,814,189
GSR Mortgage Loan Trust 2004-3F, Floating Rate Note, 2/25/34 1,400,000 $794,912
GSR Mortgage Loan Trust 2005-1F, 6.0%, 2/25/35 4,585,000 $3,051,089
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,200,000 $1,265,224
Gtech Spa, Floating Rate Note, 3/31/66 (144A) 7,630,000 $12,239,173
GTP Acquisition Partners I LLC, 7.628%, 6/15/16 (144A) 9,400,000 $10,101,336
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,246,194
GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) 8,065,000 $8,281,364
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,711,007
Hampton Roads Sanitation District, 5.0%, 4/1/38 2,540,000 $2,774,527
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $220,307
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,690,141
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,300,228
Health & Educational Facilities Authority of the State of Missouri, 5.0%, 11/15/39 8,880,000 $9,796,791
Health Care Real Estate Investment Trust, Inc., 3.75%, 3/15/23 6,300,000 $6,299,847
Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24 5,000,000 $5,242,075
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,487,839
Health Care Real Estate Investment Trust, Inc., 6.125%, 4/15/20 600,000 $704,406
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,753,888
Healthcare Realty Trust, Inc., 6.5%, 1/17/17 5,555,000 $6,304,333
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $1,565,596
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,769,126
HHI Holdings LLC, 10/5/18 3,093,232 $3,122,874
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $8,648,458
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,453,270
HJ Heinz Co., 6/5/20 0 $0
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 6,500,000 $6,506,004
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $998,897
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,206,006
Hologic, Inc., 2.0%, 12/15/37 (Step) 12,092,000 $13,926,625
Hologic, Inc., 2.0%, 3/1/42 (Step) 13,000,000 $13,471,250
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 3,300,000 $1,978,562
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $2,415,926
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $10,826
Horizon Lines, Inc. 1,695,067 $1,237,399
Hospitality Properties Trust, 5.0%, 8/15/22 15,725,000 $16,429,106
Houghton Mifflin Harcourt Publishing Co., 5/22/18 2,284,313 $2,304,300
Houston Higher Education Finance Corp., 4.5%, 11/15/37 8,850,000 $9,133,820
Houston Higher Education Finance Corp., 5.0%, 5/15/40 4,700,000 $5,259,545
Hunter Defense Technologies, Inc., 8/22/14 2,108,125 $1,918,393
Hyundai Capital America, 3.75%, 4/6/16 (144A) 1,240,000 $1,321,164
Hyundai Capital America, 4.0%, 6/8/17 (144A) 1,200,000 $1,289,283
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,738,195
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 1,390,000 $1,467,155
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,247,609
IASIS Healthcare LLC, 5/3/18 4,685,494 $4,713,284
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 400,000 $430,410
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 3,200,000 $3,343,667
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,850,000 $3,923,492
Icon Brands Holdings LLC, 4.229%, 1/25/43 (144A) 6,376,000 $5,952,741
Illinois Finance Authority, 5.0%, 10/1/51 4,600,000 $4,812,397
Immucor, Inc., 8/19/18 8,129,261 $8,185,149
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 42,992,000 $1,918,166
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 28,850,000 $1,881,006
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $3,185,026
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 142,771,000 $10,250,857
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 43,500,000 $3,060,759
Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35 42,434,361 $5,558,228
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $60,658
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 6,850,000 $2,223,787
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 16,700,000 $4,656,414
IMS Health, Inc., 9/1/17 0 $0
Independencia International, Ltd., 0.0%, 12/30/16 (144A) 1,038,898 $272,711
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,829,661
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,810,800
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,755,738
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,784,735
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $18,197,553
Infor US, Inc., Tranche B-5 Term Loan, 6/3/20 0 $0
ING US, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,690,918
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,253,752
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,936,676
Intel Corp., 2.95%, 12/15/35 24,862,000 $28,513,054
Intel Corp., 3.25%, 8/1/39 (144A) 4,807,000 $6,505,473
Intelsat Jackson Holdings SA, 6.625%, 12/15/22 (144A) 7,500,000 $8,017,396
Interactive Data Corp., 2/11/18 6,367,709 $6,391,588
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $7,560,407
Intercorp Retail Trust, 8.875%, 11/14/18 (144A) 5,650,000 $6,109,788
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $5,079,465
International Bank for Reconstruction & Development, 3.25%, 4/14/14 198,500,000 $34,099,699
International Bank for Reconstruction & Development, 5.75%, 10/21/19 50,000 $49,547
International Equipment Solutions LLC, 8/16/19 5,635,000 $5,659,653
International Finance Corp., 5.0%, 12/21/15 37,250,000 $14,788,037
International Finance Corp., 7.75%, 12/3/16 1,788,020,000 $29,672,132
International Game Technology, 7.5%, 6/15/19 120,000 $144,574
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 11,625,000 $11,943,678
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,414,698
inVentiv Health, Inc., 5/15/18 386,603 $384,912
inVentiv Health, Inc., 8/4/16 4,707,536 $4,722,247
Inversiones Alsacia SA, 8.0%, 8/18/18 (144A) 8,635,000 $4,801,456
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,461,035
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,559,312
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,651,982
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,140,360
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $47,967
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,701,434
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $951,203
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,364,688
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,539,720
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,077,244
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,640,680
ISS AS, 4/30/18 2,487,500 $2,495,584
James River Coal Co., 10.0%, 6/1/18 (144A) 1,240,000 $217,000
Janus Capital Group, Inc., 6.7%, 6/15/17 4,500,000 $5,193,439
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,996,426
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,413,544
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,123,719
Jefferies Finance LLC, 7.375%, 4/1/20 (144A) 1,825,000 $1,986,018
Jefferies Group LLC, 5.125%, 4/13/18 4,660,000 $5,158,610
Jefferies Group LLC, 6.875%, 4/15/21 11,890,000 $14,071,485
Jefferies Resecuritization Trust 2009-R2, Floating Rate Note, 5/26/37 (144A) 3,350,000 $944,762
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,445,742
JLL, Term Loan, 1/23/21 4,460,000 $4,451,638
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $17,070,973
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,379,887
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $884,783
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $12,488,887
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 13,860,000 $13,335,630
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 20,727,000 $23,810,199
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,020,992
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 4,400,000 $4,704,134
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,449,884
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/15/46 5,200,000 $5,580,500
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/15/45 (144A) 4,000,000 $3,959,740
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 6,500,000 $6,490,478
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 4,570,000 $4,568,508
JP Morgan Mortgage Acquisition Corp 2005-OPT2, Floating Rate Note, 12/25/35 3,316,000 $174,732
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $778,773
JP Morgan Mortgage Trust, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,507,420
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $705,401
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $3,350,079
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 9,500,000 $1,696,844
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 10/25/35 8,415,000 $1,555,836
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 4,348,000 $3,924,235
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,759,290
Juniper Generation LLC, 6.79%, 12/31/14 (144A) 4,950,000 $228,883
Kane-Pi1 Flt% 07apr15 3,766,000 $3,785,359
Kane-Pi1 Zero% 18jul16 4,712,000 $4,768,544
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,341,761
KB Home, 1.375%, 2/1/19 7,375,000 $7,982,669
KB Home, 8.0%, 3/15/20 1,500,000 $1,746,583
Kentb 0% 11aug14 243,000,000 $2,692,670
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 11,775,000 $12,644,715
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,329,696
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,991,813
Kindred Healthcare, Inc., 6/1/18 8,704,303 $8,769,585
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4,738,854 $4,761,364
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $4,080,571
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $22,171,235
KLA-Tencor Corp., 6.9%, 5/1/18 4,090,000 $4,918,057
Kleopatra Acquisition Corp., 12/21/16 1,284,432 $1,299,418
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $1,970,353
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $96,289
Kronos, Inc., 10/30/19 736,760 $742,286
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,663,160
Lam Research Corp., 1.25%, 5/15/18 12,606,000 $15,086,931
Landry's, Inc., 4/24/18 7,809,803 $7,871,633
Language Line LLC, 6/20/16 2,469,260 $2,470,290
LDK Solar Co, Ltd., 10.0%, 2/28/14 12,000,000 $786,105
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,168,106
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,095,403
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,016,836
Lear Corp., 11/9/14 547 $87,520
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 6,400,000 $6,398,167
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,503,917
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40 5,950,000 $1,036,790
Lehman Brothers Floating Rate Commercial Mortgage Trust 2007-LLF C5, Floating Rate Note, 6/15/22 (14 4,785,000 $693,810
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $5,402,905
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,855,638
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $2,189,282
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 7,795,976 $1,885,039
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,508,612
Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A) 6,970,000 $7,531,643
Liberty Mutual Group, Inc., 7.3%, 6/15/14 (144A) 1,560,000 $1,610,820
Liberty Mutual Insurance Co., 7.697%, 10/15/97 (Perpetual) (144A) 9,885,000 $10,827,689
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $6,145,792
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 3,220,000 $3,315,594
Lincoln National Corp., 8.75%, 7/1/19 2,600,000 $3,419,963
Linn Energy LLC, 7.0%, 11/1/19 (144A) 100,000 $106,583
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,787,596
Livingston International, Inc., 4/18/19 1,293,500 $1,301,584
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,700,000 $1,735,700
LONG HAUL HOLDINGS, Ltd., 1/15/15 1,336,689 $561,409
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,066,849 $448,077
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 5,000,000 $5,100,556
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $6,569,820
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,489,218
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,065,360
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $5,201,569
LyondellBasell Industries NV, 5.0%, 4/15/19 4,845,000 $5,526,124
MacDermid, Inc., 6/7/20 2,786,000 $2,806,895
Mack-Cali Realty LP, 3.15%, 5/15/23 5,975,000 $5,424,033
Mack-Cali Realty LP, 7.75%, 8/15/19 980,000 $1,183,248
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 3,275,000 $3,807,653
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,688,383
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $8,765,666
Macquarie Group, Ltd., 7.625%, 8/13/19 (144A) 5,460,000 $6,627,307
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $5,417,760
Magnesita Finance, Ltd., 8.625%, 12/31/49 (Perpetual) (144A) 4,200,000 $4,004,350
Marfrig Holding Europe BV, 11.25%, 9/20/21 (144A) 4,400,000 $4,643,375
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,092,131
Marfrig Holding Europe BV, 9.875%, 7/24/17 (144A) 9,500,000 $9,786,418
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 6,750,000 $6,840,281
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,034,529
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,218,473
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 904,655 $160,363
Massachusetts Development Finance Agency, 5.0%, 10/15/40 3,700,000 $4,171,746
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,111,040
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,260,413
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 20,250,000 $23,226,638
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $5,923,948
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/36 40,000 $45,204
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 3,150,000 $3,625,398
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $4,951,428
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $943,824
MASTR Alternative Loan Trust 2003-5, 6.5%, 6/25/33 34,701,000 $1,109,502
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 28,445,000 $2,735,250
MASTR Alternative Loan Trust 2004-13, 5.5%, 1/25/35 11,050,000 $637,776
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,454,779
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $7,393,639
MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35 11,721,517 $3,495,859
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 26,000,000 $1,890,014
MCC Georgia LLC, 1/29/21 3,820,800 $3,799,262
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 150,000 $170,761
MedAssets, Inc., 12/13/19 1,843,200 $1,851,264
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $15,636,332
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,297,437
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A, Floating Rate Note, 4/25/29 53,959,406 $3,727,210
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D, Floating Rate Note, 9/25/29 6,295,000 $1,361,644
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2, Floating Rate Note, 2/25/35 19,238,000 $4,620,319
Metaldyne LLC, 12/18/18 5,024,250 $5,061,932
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $6,128,313
Metinvest BV, 10.25%, 5/20/15 (144A) 5,555,000 $5,409,220
Metinvest BV, 8.75%, 2/14/18 (144A) 5,675,000 $4,989,074
MetLife, Inc., 10.75%, 8/1/69 7,387,000 $11,183,610
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,207,003
MetroPCS Wireless, Inc., 6.625%, 11/15/20 4,915,000 $5,367,214
MetroPCS Wireless, Inc., 7.875%, 9/1/18 6,500,000 $7,178,438
Metropolitan Transit Authority of Harris County, 5.0%, 11/1/41 6,500,000 $7,051,633
Metropolitan Water Reclamation District of Greater Chicago, 5.0%, 12/1/32 4,420,000 $4,816,209
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $21,248,695
Mexican Bonos, 7.5%, 6/3/27 20,600,000 $1,688,887
Mexican Udibonos, 2.0%, 6/9/22 55,000,000 $20,451,360
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $18,526,588
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,226,935
Michael Foods Group, Inc., 2/25/18 636,734 $639,520
Microsemi Corp., 2/19/20 3,705,283 $3,719,756
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,503,613
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,553,265
Mill US Acquisition LLC, 7/3/20 3,258,625 $3,286,121
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,585,729
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 6,600,000 $6,586,296
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,113,150 $7,156,128
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,687,786
MMM Holdings, Inc., 12/12/17 2,819,487 $2,849,444
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,383,444
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $2,874,319
Mondi Consumer Packaging International AG, 9.75%, 7/15/17 (144A) 3,425,000 $5,164,055
Monitronics International, Inc., 3/23/18 7,580,463 $7,619,942
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $11,837,909
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,287,965
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,714,327
Morgan Stanley, Floating Rate Note, 12/31/49 (Perpetual) 324,400 $8,674,456
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 8,700,000 $2,849,010
Morgan Stanley Capital I Trust 2005-HQ6, Floating Rate Note, 8/13/42 3,404,000 $3,559,459
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 5,000,000 $5,481,034
Morgan Stanley Capital I Trust 2007-IQ13, 5.406%, 3/15/44 340,000 $373,791
Morgan Stanley Re-REMIC Trust 2010-R9, 5.0%, 11/26/36 (144A) 11,000,000 $11,148,469
MSO of Puerto Rico, Inc., 12/12/17 2,050,537 $2,065,916
Mueller Water Products, Inc., 7.375%, 6/1/17 4,465,000 $4,670,111
Myriad International Holdings BV, 6.375%, 7/28/17 (144A) 6,600,000 $7,364,569
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,600,000 $3,901,560
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,964,423
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $265,828
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 3,100,000 $3,351,870
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $270,690
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,130,119
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,242,816
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 3,000,000 $3,329,063
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 2,160,000 $3,308,109
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 1,600,000 $2,712,529
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 4,600,000 $4,288,797
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,772,036
Nationstar Mortgage Advance Receivables Trust 2013-T2, 1.679%, 6/20/46 (144A) 4,768,000 $4,718,798
Nationstar Mortgage Advance Receivables Trust 2013-T2, 2.19%, 6/20/46 (144A) 1,725,000 $1,722,051
Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A) 5,200,000 $4,948,164
Navistar International Corp., 8.25%, 11/1/21 11,805,000 $12,660,863
NBTY, Inc., 10/1/17 0 $0
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,691,203
Nevada Power Co., 6.5%, 8/1/18 85,000 $101,743
Newcastle Investment Trust 2010-MH1, 4.5%, 7/10/35 (144A) 1,200,000 $295,262
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,488,672
Newhall Land Development LLC 269,588 $943,558
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $4,697,284
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $17,838,849
New Jersey Economic Development Authority, Floating Rate Note, 11/15/30 2,450,000 $2,503,658
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,584,210
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,534,339
New York State Dormitory Authority, 5.0%, 10/1/41 15,040,000 $16,640,757
New York State Dormitory Authority, 5.0%, 12/15/30 12,505,000 $14,076,198
New York State Dormitory Authority, 5.0%, 7/1/35 675,000 $755,192
New York State Dormitory Authority, 5.0%, 7/1/37 3,730,000 $4,042,400
New York State Dormitory Authority, 5.0%, 7/1/38 11,700,000 $12,950,418
New York State Dormitory Authority, 5.0%, 7/1/40 6,100,000 $6,738,141
New York State Dormitory Authority, 5.0%, 7/1/40 8,050,000 $8,676,075
Nigeria Government Bond, 16.0%, 6/29/19 2,507,000,000 $16,784,664
Nigeria Treasury Bill, 0.0%, 3/6/14 500,000,000 $3,030,417
Nigeria Treasury Bill, 0.0%, 4/10/14 1,676,875,000 $10,040,652
Nigeria Treasury Bill, 0.0%, 4/24/14 1,916,310,000 $11,409,213
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $3,177,928
Noranda Aluminum Acquisition Corp., 2/28/19 1,061,100 $1,015,340
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,299,982
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $13,734,368
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 1,301,000 $1,318,578
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $10,031,187
Norway Government Bond, 4.25%, 5/19/17 129,080,000 $23,854,612
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $22,711,906
Norway Government Bond, 5.0%, 5/15/15 164,360,000 $29,629,060
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $14,712,172
Novelis, Inc. Georgia, 3/10/17 1,734,576 $1,745,727
Novellus Systems, Inc., 2.625%, 5/15/41 5,963,000 $9,728,510
NRG Energy, Inc., 7.625%, 5/15/19 4,675,000 $5,002,023
NSG Holdings LLC, 12/11/19 4,015,757 $4,035,835
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 2,879,000 $3,113,239
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,568,985
NuStar Logistics LP, Floating Rate Note, 1/15/43 280,950 $7,515,413
NuVasive, Inc., 2.75%, 7/1/17 20,755,000 $24,132,011
Oasis Petroleum, Inc., 6.875%, 3/15/22 (144A) 4,420,000 $4,928,223
Odebrecht Offshore Drilling Finance, Ltd., 6.625%, 10/1/22 (144A) 2,800,000 $2,873,092
Offshore Group Investment, Ltd., 7.5%, 11/1/19 4,400,000 $4,851,000
Oi SA, 5.75%, 2/10/22 (144A) 9,080,000 $8,679,156
Omnicare, Inc., 3.25%, 12/15/35 2,080,000 $2,224,271
On Assignment, Inc., 5/15/20 1,994,750 $1,995,564
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,438,275
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,820,379
ON Semiconductor Corp., 2.625%, 12/15/26 1,255,000 $1,535,702
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 15,800,000 $2,566,955
Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35 6,200,000 $2,197,075
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $2,270,343
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,921,831
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $748,654
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,454,280
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,412,622
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 3,100,000 $897,967
Ozburn-Hessey Holding Co LLC, 5/23/19 2,626,800 $2,654,710
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,375,000 $3,524,121
Pangaea Re, 0.0%, 10/1/15 (Cat Bond) 8,384,338 $9,162,908
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $2,923,226
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $8,606,812
Park-Ohio Industries, Inc., 8.125%, 4/1/21 2,450,000 $2,808,568
Par Pharmaceutical Companies, Inc., 9/30/19 9,282,735 $9,336,111
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 0 $0
PDL BioPharma, Inc., 3.75%, 5/1/15 849,000 $1,184,886
Peermont Global Pty, Ltd., 7.75%, 4/30/14 4,166,000 $5,905,009
Pelican Products, Inc., Repriced Term Loan (First Lien), 6/9/18 5,828,756 $5,881,594
Pennsylvania State University, 5.0%, 3/1/40 5,000,000 $5,546,250
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,007,504
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 14,800,000 $1,892,406
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,526,979
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,410,568
Pilot Travel Centers LLC, 3/30/18 2,039,906 $2,052,231
Pinnacle Entertainment, Inc., 8/13/20 4,900,375 $4,926,411
Pinnacle Foods Finance LLC, 4/29/20 0 $0
Plains Exploration & Production Co., 6.75%, 2/1/22 165,000 $183,253
Plains Exploration & Production Co., 8.625%, 10/15/19 4,060,000 $4,567,838
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,842,062
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $4,641,172
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $6,779,283
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,482,411
Port Freeport Texas, Floating Rate Note, 5/15/33 15,970,000 $17,423,740
PQ Corp., 8/7/17 6,286,500 $6,325,791
Preferred Proppants LLC, 12/15/16 16,548,000 $12,879,854
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,232,059
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 2,900,000 $2,946,740
Prestige Brands, Inc., 1/31/19 668,539 $672,857
priceline.com, Inc., 0.35%, 6/15/20 (144A) 2,150,000 $2,733,950
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,730,286
Progressive Waste Solutions, Ltd., 10/24/19 0 $0
Pro Mach, Inc., 7/6/17 2,821,783 $2,837,656
Protection One, Inc., 3/21/19 1,509,594 $1,513,368
Protective Life Corp., 7.375%, 10/15/19 7,805,000 $9,822,601
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,609,898
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 3,700,000 $3,166,969
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $11,738,775
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,394,016
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,083,209
Psav Presentation Services 1st Lien Tl-B L + 3.5% 24jan21 1,265,000 $1,274,488
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,575,750
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,022,939
Qtel International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $2,938,710
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $996,400
Queensland Treasury Corp., 5.75%, 7/22/24 17,900,000 $17,553,812
Queensland Treasury Corp., 6.0%, 7/21/22 11,815,000 $11,800,418
Queen Street II Capital, Ltd., Floating Rate Note, 4/9/14 (Cat Bond) (144A) 3,200,000 $3,257,573
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,284,479
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 4,800,000 $5,124,293
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $751,669
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,583,477
Qwest Corp., 7.375%, 6/1/51 572,600 $14,544,040
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $4,126,875
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $751,614
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $800,831
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 34,154,338 $3,675,204
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 28,912,860 $3,563,132
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $698,801
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $273,107
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 29,500,000 $2,405,598
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $573,070
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $2,011,715
RALI Series 2004-QS5 Trust, 5.75%, 4/25/34 2,000,000 $2,062,265
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $963,031
RAMP Series 2004-SL1 Trust, Floating Rate Note, 10/25/31 4,365,200 $1,181,251
RAMP Series 2005-EFC2 Trust, Floating Rate Note, 7/25/35 2,200,000 $1,170,012
RAMP Series 2006-NC1 Trust, Floating Rate Note, 1/25/36 10,885,231 $1,049,618
RAMP Series 2006-RZ3 Trust, Floating Rate Note, 8/25/36 2,600,000 $793,871
Ranpak Corp., 4/23/19 3,096,626 $3,121,786
RASC Series 2006-KS3 Trust, Floating Rate Note, 4/25/36 1,600,695 $90,730
RASC Series 2007-KS3 Trust, Floating Rate Note, 4/25/37 9,800,000 $4,079,659
Raymond James Financial, Inc., 4.25%, 4/15/16 9,000,000 $9,725,567
RCMC LLC, 5.62346%, 11/15/44 (144A) 2,512,000 $2,228,151
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,850,098
RegionalCare Hospital Partners, Inc., 11/4/18 3,217,561 $3,161,254
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,018,686
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,215,413
Remy International, Inc., 3/5/20 4,786,939 $4,804,890
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,381,264
Republic of Ghana, 7.875%, 8/7/23 (144A) 16,455,000 $15,307,264
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $1,066,665
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $2,308,413
Residential Asset Securitization Trust 2005-A9, 5.5%, 7/25/35 14,920,000 $4,573,306
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,671,264
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,000,000 $4,313,400
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,750,000 $2,947,213
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,513,762
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,750,000 $1,831,769
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $5,040,850
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $250,725
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,000,000 $2,127,681
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 19,900,000 $3,836,017
Resolute Forest Products, Inc., 5.875%, 5/15/23 (144A) 11,110,000 $11,079,988
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,953,819
Revlon Consumer Products Corp., Replacement Term Loan, 11/20/17 2,738,789 $2,755,052
Reynolds Group Holdings, Inc., 12/31/18 3,812,741 $3,843,323
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,444,467
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,559,296
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 7,648,459 $4,758,321
RFMSI Series 2005-S6 Trust, 5.25%, 8/25/35 100,000 $42,476
Richland Towers Funding LLC, 7.87%, 3/15/16 (144A) 3,250,000 $3,453,680
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $27,527,159
Romania Government Bond, 5.9%, 7/26/17 29,000,000 $9,632,735
Rosetta Resources, Inc., 5.625%, 5/1/21 870,000 $912,413
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,575,832
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $2,017,075
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,486,563
Rovi Solutions Corp., 3/29/19 3,997,781 $3,990,285
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,990,934 $8,049,867
Rural, 6/30/18 1,537,121 $1,461,225
Russian Federal Bond - OFZ, 7.5%, 3/15/18 489,300,000 $14,045,109
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $678
Sabine Pass Liquefaction LLC, 5.875%, 2/1/21 (144A) 12,650,000 $13,028,182
Salix Pharmaceuticals, Ltd., 1.5%, 3/15/19 7,030,000 $12,478,543
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,077,500
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,900,000 $3,998,610
Samson Investment Co., 10.5%, 2/15/20 (144A) 4,710,000 $5,256,491
Samson Investment Co., 9/25/18 700,000 $707,175
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,017,517
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,690,885
SanDisk Corp., 0.5%, 10/15/20 (144A) 7,285,000 $7,675,253
SandRidge Energy, Inc., 7.5%, 3/15/21 1,860,000 $2,031,275
SandRidge Energy, Inc., 8.125%, 10/15/22 1,840,000 $2,034,478
Santander Bank NA, 8.75%, 5/30/18 16,036,000 $19,678,065
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 2,420,000 $2,502,314
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,820,894
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 2,100,000 $2,194,558
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $2,678,485
Scientific Games International, Inc., 9.25%, 6/15/19 3,774,000 $4,083,573
Scitor Corp., 2/15/17 1,656,399 $1,632,575
Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $10,055,576
Scottrade Financial Services, Inc., 6.125%, 7/11/21 (144A) 17,423,000 $17,707,395
Seagate HDD Cayman, 4.75%, 6/1/23 (144A) 13,870,000 $13,687,956
Sealed Air Corp., Replacement Term Loan, 10/3/18 738,993 $744,305
Sector Re V, Ltd., 0.0%, 12/1/17 (Cat Bond) (144A) 22,798 $0
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 3,650,000 $3,718,985
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 5,600,000 $6,986,000
Select Medical Corp., 6/1/18 4,404,377 $4,435,574
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,170,060
Sempra Energy, 9.8%, 2/15/19 50,000 $66,979
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,363,207
Sensus USA, Inc., 5/9/17 1,446,481 $1,455,296
Sequa Corp., 6/19/17 6,781,500 $6,692,493
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 24,486,444 $1,301,903
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $1,067,825
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,783,554
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 16,000,000 $1,763,075
Sequoia Mortgage Trust 2005-3, Floating Rate Note, 5/20/35 37,214,106 $4,841,000
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/25/43 1,980,000 $1,721,492
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 4,909,368 $4,466,188
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,935,000 $3,501,917
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,745,000 $3,343,180
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,911,009
SESI LLC, 7.125%, 12/15/21 90,000 $101,254
Severstal Columbus LLC, 10.25%, 2/15/18 4,738,000 $5,013,067
Ship Midco, Ltd., 11/29/19 2,270,659 $2,295,636
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $1,526,256
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $3,589,950
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $7,158,461
Sirius International Group, Ltd., Floating Rate Note, 12/31/49 (Perpetual) (144A) 12,390,000 $13,175,718
Six Flags Theme Parks, Inc., 12/20/18 1,073,774 $1,082,494
SLM Corp., Floating Rate Note, 7/25/14 4,559,000 $4,578,999
SMA Issuer I LLC, 3.5%, 8/20/25 (144A) 3,756,900 $823,943
Soundview Home Loan Trust 2006-1, Floating Rate Note, 2/25/36 8,154,887 $1,449,128
Soundview Home Loan Trust 2007-OPT3, Floating Rate Note, 8/25/37 2,088,000 $750,509
South Carolina State Public Service Authority, 5.0%, 12/1/43 17,135,000 $17,909,673
Southern California Edison Co., Floating Rate Note, 12/31/49 (Perpetual) 8,675,000 $9,240,682
Southwest Independent School District, 5.0%, 2/1/38 7,420,000 $8,081,542
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,483,964
Spectrum Brands Canada, Inc., 12/17/19 418,339 $377,551
Spectrum Brands Holdings, Inc., 8/13/19 199,144 $199,944
Spirit Master Funding LLC, 5.74%, 3/20/25 (144A) 1,400,000 $1,306,576
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $920,233
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $10,058,527
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A) 1,100,000 $1,116,248
SRAM LLC, 4/10/20 722,347 $724,755
Standard Aero, Ltd., 11/2/18 3,210,355 $3,261,185
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 5,400,000 $5,175,847
Stanley Black & Decker, Inc., 4.75%, 11/17/15 27,900 $3,502,566
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,284,199
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $7,975,845
State of Florida, 4.0%, 6/1/27 7,850,000 $8,376,971
State of Washington, 3.0%, 7/1/28 2,550,000 $2,449,505
State of Washington, 5.0%, 8/1/39 5,600,000 $6,046,861
State of Wisconsin, 5.75%, 5/1/33 3,650,000 $4,161,134
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,009,640
Steward Health Care System LLC, 4/10/20 2,238,750 $2,237,351
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,101,760
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,887,901
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $28,055
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $1,195,784
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 100,000 $21,500
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $2,351,932
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 80,109,870 $4,750,315
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $3,856,521
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $1,056,019
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A, Floating Rate Note, 6/25/3 33,888,000 $3,576,386
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,675,847
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 5,600,000 $1,903,058
Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A) 3,150,000 $3,295,775
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 1,750,000 $1,837,634
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 725,000 $779,982
Summit Materials LLC, 1/30/19 986,291 $992,455
SunCoke Energy, Inc., 7/26/18 637,128 $638,721
Sunoco, Inc., 9.625%, 4/15/15 25,000 $28,269
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $11,015,583
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $4,949,344
Swift Transportation Co LLC, 12/21/16 0 $0
Syniverse Holdings, Inc., 4/23/19 1,487,731 $1,496,099
Syniverse Holdings, Inc., 4/23/19 2,181,423 $2,192,330
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,321,101
Tank Holding Corp., 7/9/19 1,789,296 $1,790,638
Targus Group International, Inc., 5/24/16 4,153,111 $3,737,800
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,163,328
Tarrant Regional Water District, 5.0%, 3/1/52 7,300,000 $7,847,354
TASC, Inc. Virginia, 12/18/15 3,484,317 $3,315,547
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,955,651
Telesat Canada, 3/28/19 10,716,572 $10,760,725
Tempur Sealy International, Inc., 3/18/20 1,313,265 $1,315,493
Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A) 10,805,000 $1,602,746
Terex Corp., New U.S. Term Loan (2013), 4/28/17 1,655,637 $1,669,089
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $10,000,413
Texas Industries, Inc., 9.25%, 8/15/20 1,680,000 $1,955,707
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $4,747,885
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $9,457,323
Textainer Marine Containers, Ltd., 4.21%, 4/15/27 (144A) 4,700,000 $3,857,798
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $15,773,621
The Bank of New York Mellon Corp., Floating Rate Note, 12/31/49 (Perpetual) 5,450,000 $5,096,431
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,344,691
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,384,960
The Goodyear Tire & Rubber Co., 4/30/19 9,925,000 $10,030,453
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,287,220
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 6,267,000 $7,773,894
The Hertz Corp., 3/11/18 1,237,500 $1,242,040
The Hillman Companies, Inc., 5/28/17 3,413,565 $3,437,743
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 25,567,000 $27,522,876
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 5,655,000 $5,214,617
The PNC Financial Services Group, Inc., Floating Rate Note, 2/21/49 (Perpetual) 15,605,000 $15,636,049
The Reynolds & Reynolds Co., 4/21/16 0 $0
The Ryland Group, Inc., 0.25%, 6/1/19 4,280,000 $4,181,025
The SI Organization, Inc., 11/22/16 5,289,614 $5,210,269
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,393,656
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $9,934,616
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 42,550,000 $3,425,060
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 22,479,999 $4,039,970
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $3,658,840
TI Group Automotive Systems LLC, 3/28/19 7,572,379 $7,626,809
TimberStar Trust 1, 5.668%, 10/15/36 (144A) 750,000 $820,683
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 6,646,000 $6,838,087
Time Warner Cable, Inc., 8.25%, 4/1/19 1,100,000 $1,422,881
Time Warner Cable, Inc., 8.75%, 2/14/19 640,000 $819,211
Tomkins LLC, 9/29/16 1,752,859 $1,762,938
Torchmark Corp., 3.8%, 9/15/22 2,600,000 $2,653,046
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $3,806,055
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,532
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,873,677
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $5,544,565
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 6,450,467 $5,905,391
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 5,415,000 $4,500,760
Tronox Pigments BV, 3/19/20 1,750,223 $1,758,974
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,267,475
Truven Health Analytics, Inc., 6/6/19 6,944,647 $6,962,008
Tufts University, 5.017%, 4/15/12 14,800,000 $14,737,753
Turkey Government Bond, 10.5%, 1/15/20 21,830,000 $10,087,066
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $5,636,271
Turkiye Is Bankasi, 6.0%, 10/24/22 (144A) 5,100,000 $4,698,970
Tyco Electronics Group SA, 6.55%, 10/1/17 4,485,000 $5,331,767
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $25,199,098
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $11,158,632
U.S. Treasury Bonds, 4.25%, 5/15/39 12,355,000 $14,095,606
U.S. Treasury Bonds, 4.375%, 11/15/39 23,290,000 $27,096,419
U.S. Treasury Bonds, 4.375%, 2/15/38 5,085,000 $5,854,767
U.S. Treasury Bonds, 4.5%, 8/15/39 19,890,000 $23,358,743
UBS AG, 7.625%, 8/17/22 32,775,000 $38,989,870
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $231,291
UCI International, Inc., 7/26/17 2,027,300 $2,036,591
Ukraine Government International Bond, 6.75%, 11/14/17 (144A) 1,825,000 $1,649,914
Ukraine Government International Bond, 7.5%, 4/17/23 (144A) 2,000,000 $1,815,833
Ukraine Government International Bond, 7.8%, 11/28/22 (144A) 9,300,000 $8,371,395
Unifrax I LLC, 11/28/18 3,935,194 $5,492,623
United Airlines, Inc., 4/1/19 992,500 $1,000,254
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $5,891,033
Univar, Inc., 6/30/17 6,478,702 $6,447,656
Universal Health Services, Inc., 11/15/16 0 $0
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,261,353
University of Virginia, 5.0%, 6/1/43 5,100,000 $5,679,207
Univision Communications, Inc., 3/1/20 2,233,125 $2,242,663
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 7,020,831 $7,047,889
Unum Group, 5.625%, 9/15/20 3,400,000 $3,876,801
Unum Group, 5.75%, 8/15/42 4,700,000 $5,066,795
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 2,275,000 $496,076
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) 3,975,000 $640,969
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 216,964 $217,552
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 361,607 $362,873
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 234,750 $6,486,143
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 783,175 $21,584,303
USI, Inc. New York, 7.75%, 1/15/21 (144A) 100,000 $104,990
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,606,754 $26,739,788
US Silica Co., 7/23/20 1,916,072 $1,928,047
Valeant Pharmaceuticals International, Inc., 12/11/19 0 $0
Valeant Pharmaceuticals International, Inc., 7.5%, 7/15/21 (144A) 8,085,000 $9,294,381
Valeant Pharmaceuticals International, Inc., 8/5/20 7,222,891 $7,295,762
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,978,464
Validus Holdings, Ltd., 8.875%, 1/26/40 7,880,000 $10,844,901
Valmont Industries, Inc., 6.625%, 4/20/20 3,870,000 $4,580,326
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $4,052,641
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $11,975,033
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,869,988
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 3,635,000 $3,895,811
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,590,843
Velo Holdings, Inc. 32,369 $51,790
Velo Holdings, Inc., 2/2/18 11,524 $11,639
Ventas Realty LP, 4.75%, 6/1/21 8,130,000 $8,846,424
Verint Systems, Inc., 9/6/19 9,258,518 $9,293,237
Verizon Communications, Inc., 6.55%, 9/15/43 16,440,000 $20,613,112
Vertafore, Inc., 10/3/19 5,805,946 $5,844,050
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $7,012,500
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $12,536,949
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 430,000,000 $11,715,164
Virgin Media Investment Holdings, Ltd., 6/8/20 25,310,000 $25,310,000
Virtual Radiologic Corp., 12/22/16 2,437,500 $1,502,109
Virtual Radiologic Corp., 12/22/16 6,280,750 $3,925,469
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $12,224,891
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,654,539
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,255,947
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $950,000
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $801,760
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,318,314
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,252,748
Volt Flt% 27oct53 14-Npl1-A1 6,500,000 $6,495,125
VOLT XV LLC, 3.22162%, 5/27/53 (Step) (144A) 1,750,000 $1,474,892
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $8,429,200
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 15,600,000 $16,237,875
W&T Offshore, Inc., 8.5%, 6/15/19 3,170,000 $3,488,409
Wachovia Bank NA, 6.0%, 11/15/17 2,195,000 $2,581,776
Wachovia Capital Trust III, Floating Rate Note, 12/31/49 (Perpetual) 660,000 $646,208
Walter Energy, Inc., 4/2/18 3,035,847 $2,987,146
WaMu Mortgage Pass-Through Certificates Series 2002-AR2 Trust, Floating Rate Note, 2/27/34 4,453,285 $714,437
WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust, Floating Rate Note, 10/25/44 4,700,000 $377,129
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 43,801,340 $10,514,717
WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust, Floating Rate Note, 6/25/34 2,575,000 $443,585
WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust, Floating Rate Note, 8/25/34 3,223,000 $584,122
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,065,000 $2,085,175
Warner Chilcott Co LLC, 7.75%, 9/15/18 5,540,000 $6,125,778
WASH Multifamily Laundry Systems LLC, 2/21/19 1,170,697 $1,179,477
Waste Industries USA, Inc., 3/17/17 3,524,822 $3,538,012
Waupaca Foundry, Inc., 6/29/17 3,897,777 $3,907,521
WCA Waste Corp., 3/23/18 3,704,025 $3,717,452
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $7,025,919
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $4,150,055
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $5,508,440
WebMD Health Corp., 2.5%, 1/31/18 2,430,000 $2,489,906
Weight Watchers International, Inc., 4/2/20 5,855,750 $4,533,814
WellPoint, Inc., 2.75%, 10/15/42 16,610,000 $22,793,303
Wells Fargo & Co., 7.5%, 12/31/49 (Perpetual) 38,527 $45,384,806
Wells Fargo & Co., Floating Rate Note, 12/31/49 (Perpetual) 2,450,000 $2,883,152
Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/15/43 (144A) 4,800,000 $5,326,042
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/15/45 1,775,000 $1,808,645
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $1,172,355
Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35 2,600,000 $1,095,224
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $578,610
Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34 9,498,000 $1,634,474
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,651,527
Wells Fargo Mortgage Backed Securities 2005-AR13 Trust, Floating Rate Note, 5/25/35 8,385,000 $4,952,605
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4,996,000 $438,942
WESCO Distribution, Inc., 12/12/19 4,599,670 $4,616,918
West Corp., Term B-10 Loan, 6/30/18 2,207,012 $2,201,838
Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A) 6,250,000 $3,321,812
Westgate Resorts 2012-2 LLC, 4.5%, 1/20/25 (144A) 3,725,000 $1,992,840
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $2,804,307
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $927,011
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $1,510,343
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,307,730
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/15/44 (144A) 2,000,000 $2,088,522
WideOpenWest Finance LLC, 4/1/19 4,240,946 $4,271,430
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,055,625
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,337,077
WINDSOR QUALITY FOOD CO, Ltd., Term B Loan, 12/23/20 875,000 $878,281
Windstream Corp., 6.375%, 8/1/23 9,870,000 $9,774,384
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,585,131
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,928,138
WireCo WorldGroup, Inc., 2/15/17 972,688 $981,806
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,702,903
WMG Acquisition Corp., 7/1/20 4,940,119 $4,943,977
WPE International Cooperatief UA, 10.375%, 9/30/20 (144A) 4,760,000 $3,134,543
WR Grace & Co., Delayed Draw Term Loan, 1/23/21 277,667 $277,928
WR Grace & Co., U.S. Term Loan, 1/23/21 777,469 $778,199
Wyle Services Corp., 3/26/17 1,470,670 $1,471,284
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 5,420,000 $5,329,177
Wynn Las Vegas LLC, 5.375%, 3/15/22 11,470,000 $12,327,781
Xerium Technologies, Inc., 5/17/19 794,000 $800,286
Xilinx, Inc., 3.125%, 3/15/37 7,650,000 $13,732,016
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,466,402
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,580,018
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,662,612
Ziggo Bv 1st Lien Tl-B3 L + 2.75% 15jan22 2,743,404 $2,734,403

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