Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 8/29/2014
Default: sorted by market value

Security Name Par / Shares Market Value
AccentCare, Inc., Term Loan, 12/22/16 2,302,074 $1,841,659
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $4,308,812
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,400,123 $2,394,373
ACE Securities Corp Home Equity Loan Trust Series 2005-SD3, Floating Rate Note, 8/25/45 9,500,000 $263
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,270,000 $1,307,620
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,658,793
Adjustable Rate Mortgage Trust 2004-5, Floating Rate Note, 4/25/35 1,070,000 $4,264
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,363,664 $1,370,482
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 11,700,000 $3,172,017
AEP Industries, Inc., 8.25%, 4/15/19 1,690,000 $1,809,884
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 8,631,098 $8,661,591
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 7,501,877 $7,447,699
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $55,862
Aguila 3 SA, 7.875%, 1/31/18 (144A) 1,100,000 $1,151,219
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $2,005,079
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,144,766
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,411,542
Ajecorp BV, 6.5%, 5/14/22 (144A) 10,260,000 $10,045,965
Akbank TAS, 7.5%, 2/5/18 (144A) 11,000,000 $4,630,998
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $1,999,365
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,574
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,864,426
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,934,343
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $12,382,292
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $895,111
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $6,553,153
Alkermes, Inc., 2019 Term Loan, 9/25/19 687,750 $684,598
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,563,555
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,375,909 $3,373,377
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $10,761,214
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 1,694,360 $1,693,287
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,313,701 $1,306,517
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,956,899 $2,950,893
Ally Financial, Inc., 7.0% (Perpetual) (144A) 15,956 $16,122,043
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $3,098,440
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $1,302,840
ALROSA Finance SA, 7.75%, 11/3/20 (144A) 3,175,000 $3,359,650
ALROSA Finance SA, 8.875%, 11/17/14 (144A) 100,000 $103,712
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 3,535,550 $755,547
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,549,191
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,736,745
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $6,137,402
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $991,444
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 1,878,000 $3,547,678
Alternative Loan Trust 2004-2CB, Floating Rate Note, 3/25/34 42,155,000 $74,825
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $563,584
Alternative Loan Trust Resecuritization 2003-23T2R REMICS, 4.25%, 9/25/33 44,943,000 $1,573,216
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $11,234,836
Altisource Solutions Sarl, Term B Loan, 12/9/20 2,500,000 $2,412,500
Altrl Flt% 30jun16 13,000,000 $13,611,000
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,868,223
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $5,441,398
American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45 21,700,000 $2,982,181
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,397,834
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,654,720
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,342,357
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,482,938
Amherst College, 3.794%, 11/1/42 2,300,000 $2,214,834
Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32 9,500,000 $334,884
AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 3,900,000 $3,827,056
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 6,715,000 $6,907,984
Apex Tool Group LLC, Term Loan, 1/31/20 1,346,591 $1,325,719
Applebee's/IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,369,239
Appvion, Inc., Term Commitment, 6/28/19 11,756,250 $11,763,598
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,408,047
Arc Automotive Group, Inc., Term Loan, 11/15/18 4,327,345 $4,348,982
Arcelik AS, 5.0%, 4/3/23 (144A) 7,600,000 $7,432,167
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 100,000 $139,770
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,172,235
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $8,186,836
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $16,417,729
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,749,626 $1,757,280
Arlington Flt% 01aug15 3,033,000 $3,108,218
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 5,345,995 $5,353,346
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $806,580
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,739,633
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,645,902
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,452,500
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,700,000 $1,692,563
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $517,056
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,400,000 $1,467,736
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 11,000,000 $11,797,500
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,261,838 $1,263,415
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,842,031
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,575,903
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,364,903
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,763,970
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,780,651 $3,776,712
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,778,408 $5,753,931
AXA SA, 8.6%, 12/15/30 10,060,000 $13,780,154
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,164,771
Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A) 1,753,000 $2,179,636
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,676,447
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,558,967
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,466,039
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $3,802,526
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,857,469
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 15,665,000 $1,889,565
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 3,865,000 $1,008,678
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $309,356
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,221,791
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 17,500,000 $2,198,161
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 26,751,040 $4,029,325
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,452,819
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $1,119,654
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,910,436
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 46,300,000 $2,809,951
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 24,096,000 $5,234,452
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 8,356,245 $1,680,730
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $3,813,936
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $430,610
Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20 14,530,000 $109,164
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,563,844
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,230,573
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,389,675
Bank of America Corp., 7.25% (Perpetual) 21,478 $25,150,738
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $25,338,842
Baylor University, 4.313%, 3/1/42 4,550,000 $4,690,118
Bayview Commercial Asset Trust, 0.0%, 7/25/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust, 3.526662%, 9/25/37 (Step) (144A) 77,809,000 $2,604,897
Bayview Commercial Asset Trust, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,661,907
Bayview Opportunity Master Fund IIa Trust 2013 Trust 2013-2RPL, 3.721%, 3/28/18 (Step) (144A) 2,250,000 $412,718
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 4,150,000 $4,150,858
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 2,500,000 $825,174
Bayview Opportunity Master Fund Trust 2013-3RPL, 3.721%, 4/28/18 (Step) (144A) 3,000,000 $708,877
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $4,016,337
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 50,000 $52,778
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,611,285
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,927,681
BCAP LLC 2010-RR10 Trust REMICS, Floating Rate Note, 12/27/34 (144A) 0 $0
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,550,000 $1,283,519
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,304,065
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $959,320
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $2,400,144
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $1,149,127
Bear Stearns ARM Trust 2004-6, Floating Rate Note, 9/25/34 23,789,800 $2,759,557
Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34 27,154,758 $3,509,717
Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36 18,000,000 $646,303
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 4,400,000 $100,640
Berkeley-Kane Flt% 12jun15 2,646,751 $2,683,541
Big Heart Pet Brands, Initial Term Loan, 2/24/20 4,387,400 $4,318,162
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,039,820
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,605,736
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,342,894
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,986,026
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,675,609
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $410,084
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 4,400,000 $4,498,532
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,802,666
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 1,400,000 $1,404,297
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,473,880
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $18,297,775
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,745,220
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,420,385
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,746,875
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,473,047
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,152,175
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,718,779
BTA Bank JSC (G.D.R.) (144A) 4,633 $2,673
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $2,003,444
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $4,012,488
Bumi Capital Pte, Ltd., 12.0%, 11/10/16 (144A) 1,850,000 $909,583
Bumi Resources Tbk PT, Loan, 11/7/14 1,135,833 $681,500
Butler Industrial Development Board, 5.75%, 9/1/28 950,000 $980,448
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,160,000 $1,170,875
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,542,477
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 6,300,000 $6,649,281
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,545,914
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,094,615
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,413,113 $1,387,206
Calpine Corp., Term Loan (10/12), 10/9/19 1,080,750 $1,080,818
Calpine Corp., Term Loan (3/11), 4/1/18 5,413,163 $5,419,252
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,522,695
Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21 3,165,000 $3,165,102
Capital One Bank USA NA, 8.8%, 7/15/19 2,030,000 $2,631,479
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 24,815,000 $29,351,343
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,810,021
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/26/35 7,505,000 $1,909,235
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $142,687
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/36 5,500,000 $1,072,806
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,605,000 $6,059,530
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,553,059
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,145,828
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,954,039
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,766,563
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,879,864
Cengage Learning Holdings II LP 90,687 $2,879,312
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 932,000 $1,003,240
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,544,594
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,693,690
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,239,694
Cequel Communications LLC, Term Loan, 2/14/19 1,937,130 $1,929,020
CEVA GROUP Plc 1,069 $1,282,440
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $2,776,140
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $6,197,441
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $3,808,564
Chesapeake Energy Corp., 2.25%, 12/15/38 4,600,000 $4,443,313
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,710,108
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,721
Chrysler Group LLC, Term Loan B, 5/24/17 18,319,666 $18,331,115
CHS, 2021 Term D Loan, 1/27/21 6,144,723 $6,170,648
CHS, 6.875%, 2/1/22 (144A) 1,000,000 $1,068,038
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $12,024,812
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 2,296,588 $2,300,894
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $5,228,348
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 8,200,000 $6,004,174
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,378,282
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 2,300,000 $1,136,679
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 16,725,000 $9,465,504
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 7,000,000 $5,787,250
Citicorp Residential Mortgage Trust Series 2007-2, 5.71876%, 6/25/37 (Step) 4,155,000 $4,361,357
Citigroup, Inc., Floating Rate Note (Perpetual) 12,945,000 $13,122,454
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,873,280
Citigroup Capital XIII, Floating Rate Note, 10/30/40 919,550 $25,048,542
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $83,607
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 2,150,000 $2,078,514
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $4,346,635
Citigtoup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,538,961
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 4,500,000 $4,504,588
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $18,056,581
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 -69,795,000 $-6,309,874
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $137,048
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 4,808,432 $4,809,875
Cobalt International Energy, Inc., 2.625%, 12/1/19 11,835,000 $10,506,398
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,834,400
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $9,108,208
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 3,900,000 $3,961,913
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/19/28 (144A) 1,800,000 $581,242
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,713,518
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,353,788
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $1,977,797
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,017,693
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,376,204
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,703,831
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $7,969,857
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/13/31 (144A) 5,070,000 $5,072,955
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,875,000 $3,848,484
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,203,223
Commonwealth Edison Co., 6.95%, 7/15/18 4,246,000 $5,032,247
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 3,150,000 $3,234,683
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 900,000 $920,025
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,653,516
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,156,908 $3,166,774
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $218,791
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $410,906
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 100,000 $108,059
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,938,252
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,954,363 $3,956,834
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $8,187,052
Corporate Office Properties LP, 3.6%, 5/15/23 6,450,000 $6,308,906
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 50,000 $7,075
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,730,375
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,281,531
Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36 4,500,000 $889,773
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $85,039
Countrywide Asset-Backed Certificates, Floating Rate Note, 9/27/32 17,887,563 $966,260
County of Sweetwater Wyoming, 5.6%, 12/1/35 3,285,000 $3,398,643
Coveris Holdings SA, USD Term Loan, 4/14/19 4,169,050 $4,217,690
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,496,250 $1,494,613
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,530,940
Credit-Based Asset Servicing and Securitization LLC, 5.57315%, 10/25/36 (Step) (144A) 1,600,000 $1,578,808
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,217,463
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 17,350,000 $13,971,744
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $573,152
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,252,264
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,393,786
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,421,444
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 3,500,000 $2,834,771
Crown Castle Operating Co., 1/31/19 0 $0
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,638,939
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,674,327
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,350,000 $1,345,781
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,242,250 $3,236,845
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,488,428
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A) 6,690,000 $7,467,503
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 7,685,000 $8,803,728
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $16,812,168
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,758,707
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,403,509
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,188,175
CWGS Group LLC, Term Loan, 2/20/20 7,011,250 $7,059,452
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 7,023,842 $7,063,351
Dartmouth Zero% 31dec14 9,610,000 $9,380,321
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 5,935,316 $5,931,583
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,334,273
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,638,286
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,743,446
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $16,911,401
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,613,871
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,836,180
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 997,494 $987,519
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,274,121
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,303,827 $5,259,312
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $53,514
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,446,381
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $1,070,260
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 5,065,000 $1,618,162
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $6,977,987
DigitalGlobe, Inc., Term Loan, 1/31/20 6,011,900 $6,005,107
Digital Realty Trust, Inc., 5.875% (Perpetual) 100,000 $2,313,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,234,905
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,625,351
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 990,810 $988,539
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,230,000 $3,735,360
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 14,228,000 $14,662,544
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,284,890
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 5,667,750 $5,708,841
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $3,217,260
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 9,400,000 $5,848,093
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,201,063
Dubai Electricity & Water Authority, 8.5%, 4/22/15 (144A) 9,750,000 $10,508,182
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,867,089
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,776,172
DynCorp International, Inc., Term Loan, 7/7/16 2,487,204 $2,487,826
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $923,185
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,381,667
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $22,159
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,508,625
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $27,112,765
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,480,655
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/26/37 (144A) 11,108,000 $1,178,847
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 5,300,000 $5,424,763
Emdeon, Inc., Term B-2 Loan, 11/2/18 1,964 $1,960
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,606,975
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $6,899,986
Endo Finance LLC & Endo Finco, Inc., 5.375%, 1/15/23 (144A) 7,620,000 $7,669,213
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $243,587
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,135,887
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,959,314
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 16,950,000 $18,231,844
EnLink Midstream Partners LP, 4.4%, 4/1/24 5,840,000 $6,291,483
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,344,410 $1,345,755
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $4,138,298
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,969,527 $1,968,091
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $11,411,122
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,636,555
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,215,696
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $184,585
Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A) 5,660,000 $5,903,203
Essar Steel Algoma, Inc., Term Loan, 9/19/14 564,938 $567,409
EuroChem Mineral & Chemical Co OJSC via EuroChem GI, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,544,530
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,630,000 $8,753,257
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,450,128
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 8,960,000 $8,859,200
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,061,062
Expedia, Inc., 5.95%, 8/15/20 9,760,000 $11,064,387
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 12,775,560 $12,794,723
Export-Import Bank of Korea, 5.875%, 1/14/15 1,900,000 $1,950,264
Expro Finance Luxembourg SCA, 8.5%, 12/15/16 (144A) 1,710,000 $1,812,956
Exterran Holdings, Inc., 7.25%, 12/1/18 7,300,000 $7,741,092
Fannie Mae, 2.5%, 9/16/14 20,000,000 $20,289,583
Fannie Mae, 3.0%, 8/18/14 15,000,000 $15,605,054
Fannie Mae, 3.0%, 9/16/14 31,800,000 $33,008,896
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,802,090
Fannie Mae, 3.5%, 11/1/42 1,050,000 $994,802
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,333,334
Fannie Mae, 3.5%, 11/1/42 500,000 $447,874
Fannie Mae, 3.5%, 11/1/42 2,205,966 $2,003,876
Fannie Mae, 3.5%, 12/1/25 19,734,423 $6,815,166
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,735,377
Fannie Mae, 3.5%, 12/1/42 50,000 $47,592
Fannie Mae, 3.5%, 4/1/29 7,000,000 $7,047,522
Fannie Mae, 3.5%, 4/1/29 8,000,000 $7,877,544
Fannie Mae, 3.5%, 6/1/42 2,314,862 $2,022,070
Fannie Mae, 3.5%, 7/1/26 23,914,523 $9,735,921
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,754,221
Fannie Mae, 3.5%, 8/1/42 25,765,072 $23,576,157
Fannie Mae, 3.5%, 8/1/42 48,680,354 $43,242,671
Fannie Mae, 3.5%, 9/11/14 35,000,000 $36,071,995
Fannie Mae, 3.5%, 9/16/14 15,900,000 $16,822,531
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,351,214
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,881,048
Fannie Mae, 4.0%, 10/1/43 6,376,304 $6,127,140
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,229,584
Fannie Mae, 4.0%, 11/1/41 55,000 $21,465
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,469,869
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,393,770
Fannie Mae, 4.0%, 12/1/40 9,810,000 $7,162,020
Fannie Mae, 4.0%, 12/1/41 17,790,000 $8,941,410
Fannie Mae, 4.0%, 12/1/41 45,515,613 $28,351,286
Fannie Mae, 4.0%, 12/1/42 46,000 $14,944
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,833,334
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,236,179
Fannie Mae, 4.0%, 2/1/43 2,200,000 $1,764,236
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,455,470
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,073,441
Fannie Mae, 4.0%, 4/1/41 450,000 $341,484
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,980,198
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,277,284
Fannie Mae, 4.0%, 5/1/42 530,000 $466,159
Fannie Mae, 4.0%, 5/1/44 16,300,000 $17,187,888
Fannie Mae, 4.0%, 7/1/18 75,000 $4,799
Fannie Mae, 4.0%, 7/1/42 424,314 $309,114
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,692,068
Fannie Mae, 4.0%, 8/1/43 6,883,801 $6,782,852
Fannie Mae, 4.0%, 9/1/37 1,307,922 $986,895
Fannie Mae, 4.0%, 9/11/14 55,000,000 $58,352,520
Fannie Mae, 4.5%, 10/1/43 6,481,868 $6,131,136
Fannie Mae, 4.5%, 10/1/43 11,002,820 $10,843,924
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,555,549
Fannie Mae, 4.5%, 11/1/43 14,886,677 $12,517,136
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,553,684
Fannie Mae, 4.5%, 11/1/43 3,906,562 $4,042,107
Fannie Mae, 4.5%, 12/1/40 54,806,862 $25,946,891
Fannie Mae, 4.5%, 12/1/41 60,000 $41,635
Fannie Mae, 4.5%, 12/1/41 6,923,896 $4,708,689
Fannie Mae, 4.5%, 12/1/43 4,403,175 $4,304,486
Fannie Mae, 4.5%, 2/1/44 49,392,410 $49,812,221
Fannie Mae, 4.5%, 2/1/44 52,511,691 $53,262,881
Fannie Mae, 4.5%, 3/1/35 2,520,000 $353,093
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,520,929
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,725,238
Fannie Mae, 4.5%, 4/1/41 25,000 $11,899
Fannie Mae, 4.5%, 5/1/41 24,220,767 $8,326,640
Fannie Mae, 4.5%, 7/1/41 39,417,029 $24,040,345
Fannie Mae, 4.5%, 7/1/41 12,477,165 $5,430,584
Fannie Mae, 4.5%, 8/1/41 71,193,582 $30,905,632
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,467,710
Fannie Mae, 4.5%, 9/1/43 17,709,372 $15,617,822
Fannie Mae, 5.0%, 1/1/39 27,744,910 $3,026,511
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,060,182
Fannie Mae, 5.0%, 2/1/22 6,603,277 $415,204
Fannie Mae, 5.0%, 4/1/22 327,117 $17,985
Fannie Mae, 5.0%, 5/1/38 9,123,173 $993,093
Fannie Mae, 5.0%, 5/1/41 2,252,877 $1,039,273
Fannie Mae, 5.0%, 6/1/22 639,720 $44,099
Fannie Mae, 5.0%, 6/1/22 2,077,680 $199,471
Fannie Mae, 5.0%, 6/1/35 77,359,128 $8,248,234
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,524,733
Fannie Mae, 5.0%, 6/1/40 3,027,156 $959,026
Fannie Mae, 5.0%, 7/1/35 17,501,965 $2,098,175
Fannie Mae, 5.0%, 7/1/35 42,393,553 $4,824,085
Fannie Mae, 5.0%, 7/1/39 17,025,069 $2,069,022
Fannie Mae, 5.0%, 7/1/39 10,309,150 $2,054,674
Fannie Mae, 5.0%, 7/1/39 2,516,008 $1,045,089
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,737,499
Fannie Mae, 5.0%, 7/1/41 1,681,264 $1,024,961
Fannie Mae, 5.0%, 8/1/35 24,222,081 $3,060,927
Fannie Mae, 5.0%, 9/11/14 190,000,000 $209,795,300
Fannie Mae, 5.5%, 12/1/35 2,799,824 $359,820
Fannie Mae, 5.5%, 2/1/23 12,500,000 $563,661
Fannie Mae, 5.5%, 2/1/33 500,000 $7,263
Fannie Mae, 5.5%, 3/1/21 5,000,000 $674,544
Fannie Mae, 5.5%, 3/1/25 8,000,000 $1,049,725
Fannie Mae, 5.5%, 3/1/36 900,090 $112,731
Fannie Mae, 5.5%, 4/1/34 2,750,000 $204,066
Fannie Mae, 5.5%, 4/1/36 2,000,200 $252,191
Fannie Mae, 5.5%, 5/1/33 750,000 $77,019
Fannie Mae, 5.5%, 6/1/33 852,000 $42,741
Fannie Mae, 5.5%, 7/1/33 1,900,000 $93,576
Fannie Mae, 6.0%, 1/1/33 502,267 $20,128
Fannie Mae, 6.0%, 1/1/34 1,800,000 $130,982
Fannie Mae, 6.0%, 10/1/32 200,552 $4,581
Fannie Mae, 6.0%, 11/1/32 350,000 $9,773
Fannie Mae, 6.0%, 12/1/32 3,234,929 $83,730
Fannie Mae, 6.0%, 12/1/33 2,000,000 $147,784
Fannie Mae, 6.0%, 12/1/37 7,118,373 $432,376
Fannie Mae, 6.0%, 3/1/32 100,000 $2,683
Fannie Mae, 6.0%, 3/1/33 350,000 $8,974
Fannie Mae, 6.0%, 3/1/33 250,000 $11,207
Fannie Mae, 6.0%, 4/1/38 5,765,562 $540,004
Fannie Mae, 6.0%, 5/1/33 1,200,000 $158,124
Fannie Mae, 6.0%, 6/1/37 4,500,000 $360,235
Fannie Mae, 6.0%, 7/1/17 4,000,000 $53,615
Fannie Mae, 6.0%, 7/1/38 2,040,000 $195,102
Fannie Mae, 6.5%, 10/1/32 511,093 $25,485
Fannie Mae, 6.5%, 11/1/32 400,000 $9,561
Fannie Mae, 6.5%, 12/1/21 8,650,000 $163,842
Fannie Mae, 6.5%, 2/1/32 99,991 $1,668
Fannie Mae, 6.5%, 3/1/32 124,988 $5,170
Fannie Mae, 6.5%, 4/1/29 40,000 $397
Fannie Mae, 6.5%, 5/1/31 392,161 $2,773
Fannie Mae, 6.5%, 6/1/31 25,095 $405
Fannie Mae, 6.5%, 7/1/31 125,419 $2,936
Fannie Mae, 6.5%, 8/1/32 340,598 $4,278
Fannie Mae, 7.0%, 2/1/29 43,569 $639
Fannie Mae, 7.0%, 5/1/28 200,000 $1,724
Fannie Mae, 7.0%, 7/1/31 306,031 $1,203
Fannie Mae, 7.5%, 1/1/28 115,000 $1,412
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $2,826,458
F Cp Zero% 03sep14 Usd 18,095,000 $18,094,598
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,496,660
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,749,513
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,775,200
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $6,526,735
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $1,055,219
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $14,137,973
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $2,125,137
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $21,173,583
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,593,900
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,178,130
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $877,731
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $1,039,539
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,551,245
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4,841,006 $4,375,829
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $87,354
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $217,495
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,928,227
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $311,745
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $146,479
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $3,284,713
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $89,702
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $12,630,436
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $592,414
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $459,966
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $413,458
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $82,989
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $374,581
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $721,084
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $1,023,027
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $6,536
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $126,086
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $113,097
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $17,500
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $165,069
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $354,640
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $40,309
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,425
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $178,109
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $183,028
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $226,897
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,734
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,694,348
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,245,128
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 8,360,000 $777,179
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 28,111,567 $1,494,092
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,275,411
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $1,106,238
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $140,658
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $4,287,725
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $648,922
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 8,725,000 $8,321,741
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 5,710,000 $5,837,881
Fifth Third Bancorp, Floating Rate Note (Perpetual) 161,400 $4,435,272
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,044,219
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,514,205
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 115,933 $115,897
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 3,950,826 $127,744
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $249,002
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 10,872,000 $2,276,067
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,190,265
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $501,347
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,603,431
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $641,774
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,043,158 $4,033,050
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,145,950
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,716,193
Flextronics International, Ltd., 5.0%, 2/15/23 10,030,000 $10,376,871
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,412,246 $2,406,382
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,777,894
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 4,500,000 $4,551,925
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $426,986
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $9,149,504
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,408,383
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,190,268
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,608,667
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,025,466
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,511,165
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,174,804
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,430,069
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,100,000 $4,331,891
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,775,000 $4,988,365
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 8,232,000 $8,859,283
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,866,548
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,624,188
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,838,373
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 25,000 $25,447
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,161,031
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,787,170
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,006,021
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,400,919
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,183,047
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $13,245,619
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $12,403,348
Fx Vanilla Option Call Usd/Put Try 2.95 12 01 2015 Tr -19,969,960 $-14,739
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,378,712
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 175,135 $174,478
Garda World Security Corp., Term B Loan, 11/1/20 684,618 $682,051
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,727,711
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $867,474
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,607,109
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 6,500,000 $2,868,036
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $12,415,620
General Electric Capital Corp., Floating Rate Note (Perpetual) 20,800,000 $24,826,750
Gentiva Health Services, Inc., 11.5%, 9/1/18 1,328,000 $1,500,216
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 8,873,929 $8,891,952
Getty Images, Inc., Initial Term Loan, 10/18/19 4,798,054 $4,543,824
Ghana Government Bond, 19.24%, 5/30/16 19,000,000 $4,870,229
Ghana Government Bond, 26.0%, 6/5/17 3,875,000 $1,099,442
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $17,278,945
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $6,691,678
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,334,858
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 4,354,215 $4,365,101
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 6,500,000 $1,992,811
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,698,776
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 84,170,000 $8,326,118
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,503,232
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $8,043,325
Gn30 4.5% 21aug14 15,000,000 $16,374,677
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $2,377,501
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $5,490,842
Goldcorp, Inc., 3.7%, 3/15/23 7,300,000 $7,442,382
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 20,840,000 $19,367,091
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $7,888,633
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,758,871
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $1,091,851
Government National Mortgage Association, Floating Rate Note, 2/16/53 50,450,000 $3,702,115
Government National Mortgage Association, Floating Rate Note, 3/16/53 35,900,000 $2,493,089
Government National Mortgage Association, Floating Rate Note, 8/16/52 55,500,000 $3,438,083
Government National Mortgage Association, Floating Rate Note, 9/16/52 55,000,000 $4,205,446
Government National Mortgage Association I, 3.5%, 9/18/14 35,000,000 $36,463,314
Government National Mortgage Association I, 4.0%, 9/18/14 63,250,000 $67,579,550
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,199,845
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $257,345
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,830,811
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $55,169
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $3,832,863
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $170,836
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $183,024
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,733,991
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,736,425
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $3,283,814
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,360,315
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $8,560,877
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $355,634
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $895,515
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $32,352
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $158,207
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $51,082
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $191,802
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $813,587
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $1,077,548
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $316,613
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $225,155
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $46,762
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $421,752
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $346,814
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $947
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $340,210
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $294,071
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $748,386
Government National Mortgage Association I, 5.5%, 2/15/37 172 $26
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $22,367
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $264,819
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $239,210
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $500,661
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $6,766
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $311,648
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $241,251
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $154,381
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $484,831
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $97,139
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $133,439
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $115,177
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $278,547
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $529,487
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $116,314
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $70,444
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,963
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $191,016
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $73,227
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $87,521
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $644,792
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $16,915
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $2,311
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $427,287
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $139,318
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $166,078
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,384
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $85,574
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $17,209
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $111,103
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $1,745
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $235,996
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $535,380
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $63,725
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $45,202
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $142,216
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $116,796
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $368,302
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $184,230
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $134,210
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $111,326
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $280,656
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $1,033,224
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $390
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $275,488
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $34,762
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $161,932
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $84,164
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,595
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,908
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $8,968
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $17,921
Government National Mortgage Association I, 6.5%, 11/15/31 1,537,088 $54,087
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $91,333
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $558
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $6,416
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,009
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $3,013
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,787
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,845
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,624
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,745
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,839
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $34,070
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $5,010
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,430
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $45,097
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $49,107
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $118,997
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $1,003
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $581
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $2,616
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,134
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $484
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $10,580
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $128
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $835,504
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,607,638
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $841,698
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $9,311,337
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,464
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $227,125
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $323,305
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $99,316
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $454
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,292
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 1,525,000 $1,527,542
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,389,000 $4,364,312
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,790,158
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,242,937
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 26,788,000 $4,424,022
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $596,206
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,514,193
GS Mortgage Securities Corp II Series 2005-GG4 REMICS, 4.782%, 7/10/39 5,609,335 $5,719,268
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 4,000,000 $4,311,480
GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/12/46 7,000,000 $7,027,485
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 4,775,000 $4,778,789
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 12,727,000 $2,862,032
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 7,630,000 $11,095,241
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 10,580,000 $11,231,086
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,244,311
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,740,981
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $217,888
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,808,626
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,261,542
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,559,382
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,832,588
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,620,000 $1,640,250
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $612,192
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,750,291
HHI Holdings LLC, Additional Term Loan, 10/5/18 3,077,688 $3,090,193
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,062,140
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,379,949
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 6,500,000 $6,509,218
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $993,324
HOA Funding LLC, 4.846%, 8/22/44 (144A) 12,800,000 $12,882,189
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,231,579
Hologic, Inc., 2.0%, 12/15/37 (Step) 10,574,000 $12,865,033
Hologic, Inc., 2.0%, 3/1/42 (Step) 13,000,000 $14,088,028
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 3,300,000 $1,759,536
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $2,091,882
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $8,546
Horizon Lines, Inc. 1,695,067 $678,027
Hospitality Properties Trust, 5.0%, 8/15/22 8,255,000 $8,845,392
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 2,272,688 $2,279,790
Houston Higher Education Finance Corp., 5.0%, 5/15/40 4,700,000 $5,420,432
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $259,950
Hyundai Capital America, 3.75%, 4/6/16 (144A) 1,240,000 $1,309,783
Hyundai Capital America, 4.0%, 6/8/17 (144A) 1,200,000 $1,282,936
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,705,628
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 1,390,000 $1,442,670
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,321,395
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4,661,830 $4,669,988
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 400,000 $416,620
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 3,200,000 $3,285,964
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,850,000 $3,913,611
Ice: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjbdd5 -2,098,178 $-189,688
Icon Brand Holdings LLC, 4.229%, 1/25/43 (144A) 6,376,000 $5,770,292
Immucor, Inc., Term B-2 Loan, 8/19/18 8,088,204 $8,105,051
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $3,121,684
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 28,850,000 $1,717,351
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,882,027
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 142,771,000 $9,709,032
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 43,500,000 $2,998,939
Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35 69,974,361 $8,966,715
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $57,103
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 6,850,000 $1,839,639
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 25,100,000 $5,847,235
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,805,471
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,861,259
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,780,409
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,854,655
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $18,508,254
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,434,082
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,572,373
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $9,312,159
Intel Corp., 2.95%, 12/15/35 13,987,000 $18,216,611
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 2,131,988 $2,140,516
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $7,820,883
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,944,577
Intercorp Retail Trust, 8.875%, 11/14/18 (144A) 5,650,000 $6,320,270
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $4,876,667
International Equipment Solutions LLC, Initial Loan, 8/16/19 5,429,176 $5,452,929
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,535,689
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $18,518,942
International Game Technology, 7.5%, 6/15/19 120,000 $138,725
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 11,625,000 $11,898,054
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,609,145
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 384,532 $384,051
Inversiones Alsacia SA, 0.0%, 8/18/18 (144A) 8,635,000 $4,643,501
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,519,244
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,791,618
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $14,034,444
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,277,401
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $49,831
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,972,672
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $785,033
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,385,156
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,526,497
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,091,683
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,653,633
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,943,593
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,641,946
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,036,628
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,286,261
JLL, Initial Dollar Term Loan, 1/23/21 2,460,000 $2,442,320
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,161,457
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,777,461
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $873,581
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $12,578,054
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 16,552,000 $18,746,519
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 15,935,000 $15,787,977
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,053,223
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,020,041
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 4,400,000 $4,659,595
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,457,998
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,661,714
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,128,234
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,039,990
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 6,500,000 $6,506,133
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 4,570,000 $4,577,833
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,738,815
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $651,903
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $614,618
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $3,084,561
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 9,500,000 $1,482,839
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 23,395,000 $17,655,022
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $4,918,767
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $7,759,236
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,816,896
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,679,738
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,541,188
Juniper Generation LLC, 6.79%, 12/31/14 (144A) 4,950,000 $116,280
Kane Flt% 12jun15 7,100,000 $6,429,760
Kane Flt% 14jul15 3,056,160 $2,913,437
Kane-Pi1 Flt% 07apr15 3,766,000 $3,878,230
Kane-Pi1 Flt% 07jul16 7,017,560 $7,000,718
Kane-Pi1 Zero% 18jul16 4,712,000 $4,945,244
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,563,583
KB Home, 1.375%, 2/1/19 7,375,000 $7,396,997
KB Home, 8.0%, 3/15/20 1,500,000 $1,750,000
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,603,245
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 8,635,000 $9,434,637
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 11,775,000 $12,833,523
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,310,530
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 8,650,000 $8,812,764
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,607,667
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,901,001
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 3,200,000 $3,311,900
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,682,433 $8,644,447
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4,715,160 $4,701,688
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,672,480
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $24,185,501
KLA-Tencor Corp., 6.9%, 5/1/18 4,090,000 $4,875,183
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 1,275,660 $1,283,101
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $2,017,563
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $95,207
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 736,760 $738,948
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,567,475
Landry's, Inc., B Term Loan, 4/24/18 6,730,550 $6,731,950
Language Line LLC, Tranche B Term Loan, 6/20/16 2,376,997 $2,382,198
LB-UBS Commercial Mortgage Trust 2005-C3, 4.739%, 7/15/30 5,420,000 $3,327,677
LDK Solar Co, Ltd., 10.0%, 9/5/14 12,000,000 $547,757
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,160,212
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,183,154
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,071,492
Lear Corp., 11/9/14 547 $110,582
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 6,400,000 $6,513,249
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $7,128,150
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $924,958
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $5,044,364
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,587,530
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $2,097,142
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 7,795,976 $1,854,294
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,343,948
Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A) 6,970,000 $7,791,248
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 10,910,000 $13,467,629
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $6,022,943
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 3,220,000 $3,355,072
Lincoln National Corp., 8.75%, 7/1/19 2,600,000 $3,384,676
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,710,873
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) (144A) 1,300,000 $1,710,108
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,287,000 $1,285,391
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,700,000 $1,786,282
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,066,849 $480,082
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 5,000,000 $5,088,550
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $6,108,690
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,722,963
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,366,295
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $5,032,447
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 2,772,000 $2,761,893
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,787,862
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $8,998,417
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $3,747,185
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $4,297,344
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $16,384,184
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,516,540
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 6,750,000 $7,446,000
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,207,841
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,107,123
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 804,533 $94,197
Massachusetts Development Finance Agency, 5.0%, 10/15/40 3,700,000 $4,344,355
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,595,899
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,370,929
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 20,250,000 $23,918,726
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,244,711
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/36 40,000 $46,477
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 3,150,000 $3,731,658
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,339,713
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $906,552
MASTR Alternative Loan Trust 2003-5, 6.5%, 6/25/33 34,701,000 $1,097,516
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 28,445,000 $2,460,542
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,405,825
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,911,215
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 26,000,000 $1,789,120
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,801,600 $3,752,894
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $132,831
MedAssets, Inc., Term B Loan, 12/13/19 1,732,800 $1,729,537
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $15,479,727
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,815,158
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,187,152
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $972,367
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,295,000 $1,119,583
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2, Floating Rate Note, 2/25/35 19,238,000 $4,266,126
Metaldyne LLC, USD Term Loan 2014, 12/18/18 4,937,878 $4,946,110
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,786,344
Metinvest BV, 10.25%, 5/20/15 (144A) 5,555,000 $4,352,188
Metinvest BV, 8.75%, 2/14/18 (144A) 5,675,000 $3,768,704
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,702,396
MetroPCS Wireless, Inc., 6.625%, 11/15/20 4,915,000 $5,255,722
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $22,324,188
Mexican Bonos, 7.5%, 6/3/27 60,890,000 $5,307,737
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $24,105,869
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $19,172,964
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,438,300
Microsemi Corp., Term Loan (2014), 3/14/21 1,852,642 $1,841,526
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,398,364
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,445,674
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,809,028
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 7,600,000 $8,105,083
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,077,584 $7,068,737
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,553,621
MMM Holdings, Inc., MMM Term Loan, 12/12/17 2,133,794 $2,147,130
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,488,300
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $3,014,090
Monitronics International, Inc., Term B Loan (2013), 3/23/18 7,542,177 $7,555,142
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $12,315,446
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,594,140
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,823,916
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $9,018,320
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,196,452
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 8,700,000 $2,555,868
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 3,404,000 $3,505,540
Morgan Stanley Capital I Trust 2005-TOP19, 4.89%, 6/12/47 3,365,000 $3,370,794
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 5,000,000 $5,379,771
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,551,325 $1,557,143
Mueller Water Products, Inc., 7.375%, 6/1/17 3,879,000 $4,007,909
Mufg 0.1% 03sep14 Usd 16,550,000 $16,549,977
Myriad International Holdings BV, 6.375%, 7/28/17 (144A) 6,050,000 $6,651,481
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,100,000 $3,256,860
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,920,300
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $260,308
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 3,100,000 $3,356,826
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $269,480
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,230,494
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,356,994
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 2,160,000 $3,069,854
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 3,000,000 $3,238,323
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 1,600,000 $2,577,868
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 4,600,000 $4,610,503
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,491,019
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $403,913
Navistar International Corp., 8.25%, 11/1/21 11,805,000 $12,569,620
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,690,523
Nevada Power Co., 6.5%, 8/1/18 85,000 $100,374
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,850,000 $1,843,930
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,801,315
Newhall Land Development LLC 269,588 $1,210,855
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $4,854,234
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,405,203
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,979,325
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 8,000,000 $7,926,522
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,633,923
New York State Dormitory Authority, 5.0%, 12/15/30 12,505,000 $14,668,573
New York State Dormitory Authority, 5.0%, 7/1/40 6,100,000 $7,030,582
Nigeria Government Bond, 16.0%, 6/29/19 2,507,000,000 $18,534,825
Nn Inc 1st Lien Tl-B L + 5% 18jul21 3,375,000 $3,358,125
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $3,052,493
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,055,700 $1,029,308
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,892,116
Nordion 1st Lien Tl-B L + 3.5% 30jul21 1,950,000 $1,948,376
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,409,176
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 1,301,000 $1,315,979
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $10,174,735
Norway Government Bond, 4.25%, 5/19/17 234,080,000 $40,950,324
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $21,828,154
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $78,370,424
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $13,532,743
Novelis, Inc. Georgia, Initial Term Loan, 3/10/17 1,725,650 $1,723,493
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,555,803
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,285,000 $5,083,923
Nsany Cp Zero% 24sep14 Usd 7,225,000 $7,223,846
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 2,879,000 $3,155,804
NSG Holdings LLC, New Term Loan, 12/11/19 3,971,254 $3,941,470
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,616,080
Numericable Group SA, 6.0%, 5/15/22 (144A) 5,350,000 $5,523,875
NuStar Logistics LP, Floating Rate Note, 1/15/43 280,950 $7,585,650
NuVasive, Inc., 2.75%, 7/1/17 20,755,000 $23,481,832
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $5,150,199
Oasis Petroleum, Inc., 6.875%, 3/15/22 4,420,000 $4,968,126
Offshore Group Investment, Ltd., 7.5%, 11/1/19 4,400,000 $4,608,083
Oi SA, 5.75%, 2/10/22 (144A) 9,080,000 $8,774,862
On Assignment, Inc., Initial Term B Loan, 5/15/20 1,994,750 $1,987,270
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,901,811
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,886,826
ON Semiconductor Corp., 2.625%, 12/15/26 1,255,000 $1,490,116
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,094,333
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 15,800,000 $1,725,159
Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35 6,200,000 $1,990,301
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $5,784,885
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $2,077,193
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $687,563
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,761,601
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,338,557
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,285,296
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,137,144
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,613,600 $2,624,219
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,375,000 $3,527,133
Pangaea Zero% 01jul18 11,730,000 $12,065,478
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $3,115,520
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $9,000,477
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,190,392 $9,153,060
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,717,471 $2,731,058
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,126,796
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 14,800,000 $1,364,850
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,255,768
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,762,605
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18 2,024,413 $2,028,842
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 3,885,151 $3,876,409
Plains Exploration & Production Co., 6.75%, 2/1/22 107,000 $122,027
Plains Exploration & Production Co., 8.625%, 10/15/19 4,060,000 $4,399,391
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,869,042
Pm Cp Zero% 03sep14 Usd 7,230,000 $7,229,928
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $4,220,487
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,050,693
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,802,905
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $17,966,317
PQ Corp., 2014 Term Loan, 8/7/17 6,254,750 $6,255,307
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,397,271
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 2,900,000 $1,844,539
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 646,067 $645,260
Prestige Brands Inc 1st Lien Tl-B L + 3.5% 18aug21 3,250,000 $3,272,344
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,718,105
Pro Mach, Inc., Term Loan, 7/6/17 2,743,769 $2,750,628
Protection One, Inc., Term Loan (2012), 3/21/19 2,299,903 $2,298,944
Protective Life Corp., 7.375%, 10/15/19 7,805,000 $9,860,472
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,409,862
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 3,700,000 $2,995,885
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $12,186,619
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,355,238
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,323,615
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,561,384
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,127,389
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $1,001,656
Queensland Treasury Corp., 5.75%, 7/22/24 11,750,000 $12,797,406
Queensland Treasury Corp., 6.0%, 7/21/22 11,815,000 $12,919,551
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,231,244
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 4,800,000 $5,033,093
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $727,729
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,503,917
QVC, Inc., 4.45%, 2/15/25 (144A) 8,725,000 $8,741,975
Qwest Corp., 7.375%, 6/1/51 572,600 $14,887,600
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $4,106,639
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,963,842
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $706,662
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $729,060
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 34,154,338 $3,291,905
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $3,309,150
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $576,935
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $181,538
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 29,500,000 $1,930,856
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $513,009
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,771,938
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $735,896
RAMP Series 2004-SL1 Trust, Floating Rate Note, 10/25/31 4,365,200 $1,199,344
Ranpak Corp., USD Term Loan (First Lien), 4/23/19 3,081,065 $3,096,470
Raymond James Financial, Inc., 4.25%, 4/15/16 9,000,000 $9,605,831
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,740,274
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $6,607,577
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,209,456 $3,241,551
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,115,353
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,351,725
Remy International, Inc., Term B Loan 2013, 3/5/20 4,762,763 $4,756,809
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,398,203
Republic of Ghana, 7.875%, 8/7/23 (144A) 16,455,000 $16,023,570
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $707,656
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $2,098,429
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,551,274
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,512,438
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,750,000 $2,918,613
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,384,928
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,491,042
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,957,600
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $254,774
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,250,000 $2,423,791
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 19,900,000 $3,878,040
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,883,749
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,994,794
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,738,789 $2,738,789
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,793,677 $3,792,493
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,341,785
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,449,050
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 7,648,459 $4,306,734
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $28,252,537
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $11,671,400
Rosetta Resources, Inc., 5.625%, 5/1/21 870,000 $906,839
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,463,975
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,824,231
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,361,289
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 2,397,983 $2,387,991
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,878,902 $7,892,036
Rural, Term Loan, 6/30/18 1,544,859 $1,475,340
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $604
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,403,070
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,414,829
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,900,000 $4,253,438
Samson Investment Co., 9.75%, 2/15/20 4,710,000 $4,823,334
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 2,350,000 $2,329,647
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 3,500,000 $3,496,500
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,030,400
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,743,075
SandRidge Energy, Inc., 7.5%, 3/15/21 1,860,000 $2,016,938
SandRidge Energy, Inc., 8.125%, 10/15/22 1,840,000 $2,011,063
Santander Bank NA, 8.75%, 5/30/18 16,567,000 $20,389,073
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 2,420,000 $2,478,634
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,792,311
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,182,328
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $2,268,398
Scitor Corp., Term Loan, 2/15/17 1,656,399 $1,642,927
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $10,863,867
Sdart 1.62% 15feb19 14-2-B 1,350,000 $1,353,858
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $4,025,342
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,483,651
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 $3,959,155
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 6,086 $203,770
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $1,987,970
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,745,604 $1,748,222
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 2,064,028 $2,053,708
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,256,590
Sempra Energy, 9.8%, 2/15/19 50,000 $65,986
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,505,540
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,439,064 $1,438,165
Sequa Corp., Initial Term Loan, 6/19/17 6,747,250 $6,614,417
Sequoia Mortgage Trust, Floating Rate Note, 12/26/42 9,000,000 $7,048,118
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $2,489,215
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 24,486,444 $1,166,825
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $1,036,101
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,731,723
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 20,245,000 $2,101,519
Sequoia Mortgage Trust 2005-3, Floating Rate Note, 5/20/35 39,330,106 $5,151,542
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 2,930,000 $2,487,721
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,141,281
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,831,382
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $3,192,620
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,777,995
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,997,473
SESI LLC, 7.125%, 12/15/21 90,000 $102,811
Ship Midco, Ltd., Facility B2A-II, 11/29/19 2,270,659 $2,286,980
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $1,206,793
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2,400,000 $2,370,038
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $4,130,000
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 4,610,486 $4,640,260
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $7,081,450
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 12,390,000 $13,226,449
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,068,351 $1,069,520
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,477,739
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,465,230
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 198,145 $197,502
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 191,479 $175,933
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,399,479
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $930,675
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $10,084,070
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 5,000,000 $5,001,656
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,140,119
SRAM LLC, Term Loan (First Lien), 4/10/20 1,456,729 $1,440,341
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 3,184,127 $3,204,027
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 5,400,000 $5,432,953
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,343,222
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,308,135
Star West Generation LLC, Term B Advance, 3/13/20 2,148,148 $2,155,757
State of Washington, 3.0%, 7/1/28 2,550,000 $2,590,588
State of Wisconsin, 5.75%, 5/1/33 3,650,000 $4,375,207
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,175,260
Steward Health Care System LLC, Term Loan, 4/10/20 2,227,500 $2,213,578
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,101,014
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,824,925
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $27,662
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $979,874
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 100,000 $7,176
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $2,022,031
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 91,824,870 $4,838,504
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $3,399,483
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $838,416
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A, Floating Rate Note, 6/25/3 33,888,000 $3,169,275
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,599,529
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 5,600,000 $1,726,386
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,554,455
Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A) 3,150,000 $3,218,933
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 725,000 $757,435
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 1,750,000 $1,816,984
Summit Materials LLC, Term B Loan, 1/30/19 981,322 $983,775
Sunoco, Inc., 9.625%, 4/15/15 25,000 $27,178
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $12,202,532
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $5,041,327
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 1,487,731 $1,476,109
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 2,181,423 $2,166,426
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,510,006
Tank Holding Corp., Initial Term Loan, 7/9/19 1,642,817 $1,640,147
Targus Group International, Inc., Term Loan, 5/24/16 4,067,432 $3,436,980
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,125,728
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 1,449,388 $1,407,718
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,690,989
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,682,736 $6,646,188
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 1,283,934 $1,280,724
Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A) 10,805,000 $799,583
Terex 1st Lien Tl L + 2.75% 13aug21 1,647,338 $1,648,030
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,904,197
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,020,789
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $9,955,084
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $16,165,120
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,157,063
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,974,371
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,811,908
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 9,925,000 $9,970,407
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,841,480
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 6,267,000 $7,695,341
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,231,250 $1,227,402
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 15,605,000 $15,634,081
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 25,567,000 $28,837,978
The Ryland Group, Inc., 0.25%, 6/1/19 4,280,000 $4,047,245
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,517,153
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,873,239
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 22,479,999 $3,700,392
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 44,865,000 $3,417,834
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $607,807
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,369,841
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 7,534,231 $7,534,231
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 6,646,000 $7,055,171
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 750,000 $812,853
Time Warner Cable, Inc., 8.25%, 4/1/19 1,100,000 $1,421,393
Time Warner Cable, Inc., 8.75%, 2/14/19 640,000 $818,006
Torchmark Corp., 3.8%, 9/15/22 2,600,000 $2,740,992
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $3,497,998
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,954
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,960,779
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $6,062,773
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 6,450,467 $4,926,601
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 5,815,000 $4,519,731
Tronox Pigments BV, New Term Loan, 3/19/20 1,738,504 $1,738,911
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $3,192,414
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,643,841
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,408,398 $7,399,138
Tufts University, 5.017%, 4/15/12 14,800,000 $16,011,140
Turkey Government Bond, 10.5%, 1/15/20 10,900,000 $5,460,113
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $6,169,162
Turkiye Is Bankasi, 6.0%, 10/24/22 (144A) 5,100,000 $5,182,620
Tyco Electronics Group SA, 6.55%, 10/1/17 4,485,000 $5,260,235
U.S. Treasury Bonds, 3.625%, 2/15/44 61,000,000 $67,609,507
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $27,700,990
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $12,219,359
U.S. Treasury Bonds, 4.25%, 5/15/39 12,355,000 $15,254,735
U.S. Treasury Bonds, 4.375%, 11/15/39 23,290,000 $29,321,430
U.S. Treasury Bonds, 4.375%, 2/15/38 5,085,000 $6,315,261
U.S. Treasury Bonds, 4.5%, 8/15/39 19,890,000 $25,259,489
U.S. Treasury Floating Rate Note, 0.1000023%, 7/31/16 36,000,000 $36,013,436
U.S. Treasury Notes, 2.5%, 5/15/24 40,000,000 $40,862,641
UBS AG, 7.625%, 8/17/22 16,775,000 $19,946,473
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $184,681
UCI International, Inc., Term Loan, 7/26/17 2,016,850 $2,021,892
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,915,319 $5,181,248
United Airlines, Inc., Class B Term Loan, 4/1/19 987,500 $979,230
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,087,625
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 35,840,000 $35,845,784
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 35,840,000 $35,857,396
Univar, Inc., Term B Loan, 6/30/17 6,445,365 $6,462,149
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,620,409
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,221,875 $2,211,559
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,985,727 $6,953,711
Unum Group, 5.75%, 8/15/42 4,700,000 $5,633,198
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 2,275,000 $643,351
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) 3,975,000 $1,127,161
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 214,795 $213,157
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 357,991 $357,633
US Bancorp, Floating Rate Note (Perpetual) 783,175 $21,451,163
US Bancorp, Floating Rate Note (Perpetual) 234,750 $6,845,310
USI, Inc. New York, 7.75%, 1/15/21 (144A) 100,000 $103,969
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,473,387 $26,407,203
US Silica Co., Term Loan, 7/23/20 1,906,443 $1,906,443
Valeant Pharmaceuticals International, Inc., 7.5%, 7/15/21 (144A) 8,085,000 $8,888,447
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,229,916
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,913,814
Valmont Industries, Inc., 6.625%, 4/20/20 3,870,000 $4,691,832
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,997,092
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $12,120,731
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $6,168,825
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 3,635,000 $4,158,516
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,751,377
Ventas Realty LP, 4.75%, 6/1/21 4,555,000 $5,074,120
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 4,220,000 $4,199,183
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,030,474
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 9,215,000 $9,626,100
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $12,107,165
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,772,272
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,764,074
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $11,902,795
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 430,000,000 $11,019,614
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 25,310,000 $25,009,444
Virtual Radiologic Corp., Term Loan A, 12/22/16 4,714,399 $3,559,371
Virtual Radiologic Corp., Term Loan B, 12/22/16 2,425,000 $1,867,250
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $13,464,478
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,690,725
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,260,955
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $954,671
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $814,773
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,668,814
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,441,247
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 6,500,000 $5,571,348
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $4,931,735
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,791,744
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $7,901,400
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $7,072,005
W&T Offshore, Inc., 8.5%, 6/15/19 3,170,000 $3,448,035
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $654,458
Walter Energy, Inc., B Term Loan, 4/2/18 3,035,847 $2,894,355
WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust, Floating Rate Note, 10/25/44 4,700,000 $356,616
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 44,086,340 $9,655,864
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,065,000 $1,860,332
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 1,164,799 $1,164,799
Waste Industries USA, Inc., Term B Loan, 3/17/17 3,507,020 $3,501,174
Waupaca Foundry, Inc., Term Loan, 6/29/17 3,833,881 $3,835,480
WCA Waste Corp., Term Loan, 3/23/18 3,685,175 $3,683,638
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,910,004
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $4,491,466
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $5,478,882
WebMD Health Corp., 2.5%, 1/31/18 2,430,000 $2,579,344
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 5,826,250 $4,606,379
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $38,335,886
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,450,000 $2,858,109
Wells Fargo Bank NA, 6.0%, 11/15/17 2,195,000 $2,534,768
Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,405,140
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,875,991
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,619,075
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $776,373
Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35 2,600,000 $873,150
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $532,848
Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34 0 $0
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,455,985
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4,996,000 $378,285
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,605,419
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,921,409
Westgate Resorts 2012-2 LLC, 3.0%, 1/21/25 (144A) 6,250,000 $2,499,917
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $1,502,785
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $2,323,941
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $781,742
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $1,185,155
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,331,936
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,095,806
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,163,128
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,559,184
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,388,347
Williams Partners LP, 4.3%, 3/4/24 13,440,000 $14,340,819
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,631,276
WINDSOR QUALITY FOOD CO, Ltd., Term B Loan, 12/23/20 866,250 $855,422
Windstream Corp., 6.375%, 8/1/23 9,870,000 $9,945,362
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,604,963
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,886,420
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,684,479
WireCo WorldGroup, Inc., Term Loan, 2/15/17 958,600 $965,190
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,915,356 $4,799,496
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,143,059
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $7,119,471
WPE International Cooperatief UA, 10.375%, 9/30/20 (144A) 3,610,000 $1,094,657
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 277,667 $277,176
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 775,526 $774,152
Wyle 1st Lien Tl-B L + 4% 22may21 640,341 $642,543
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 5,420,000 $5,328,538
Wynn Las Vegas LLC, 5.375%, 3/15/22 11,470,000 $12,326,068
Xerium Technologies, Inc., New Term Loan, 5/17/19 790,000 $793,950
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,479,553
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,693,252
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,541,190
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,637,591

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