Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 1/30/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $14,294,580
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 500,000 $487,500
AccentCare, Inc., Term Loan, 12/22/16 2,246,643 $1,999,512
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $3,676,589
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,294,168 $2,149,826
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,571,388
Advanced Micro Devices, Inc., 7.0%, 7/1/24 15,160,000 $13,315,533
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,356,742 $1,349,535
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,886,548
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,464,274 $6,997,757
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $29,933,846
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $56,316
Aguila 3 SA, 7.875%, 1/31/18 (144A) 3,375,000 $3,457,266
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,987,859
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,115,668
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,326,995
Akbank TAS, 7.5%, 2/5/18 (144A) 11,000,000 $4,482,732
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $1,993,338
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $101,026
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $5,005,453
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $12,221,599
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $10,917,896
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $823,714
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $3,244,442
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,834,250 $1,818,200
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,354,991
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,358,865 $3,325,277
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $8,922,704
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 1,687,436 $1,663,708
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,307,436 $1,291,638
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,942,040 $2,932,540
Ally Financial, Inc., 7.0% (Perpetual) (144A) 15,956 $16,036,279
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $1,192,800
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $475,075
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,476,209
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,303,176
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $5,633,738
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $860,482
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $395,378
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 6,900,000 $6,183,922
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $11,299,132
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,880,500 $3,007,388
Altrl Zero% 30jun16 8,128,729 $5,787,655
Altrl Zero% 30jun17 7,600,000 $7,636,480
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,848,807
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $3,070,375
American Home Mortgage Investment Trust 2004-4, 5.10239%, 2/25/45 (Step) 3,390,000 $2,890,790
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,403,806
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,200,000 $2,357,432
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $5,255,062
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,471,307
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,630,346
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,352,275
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,192,563
Amherst College, 3.794%, 11/1/42 2,300,000 $2,496,259
Antero Resources Corp., 5.125%, 12/1/22 (144A) 8,000,000 $7,728,333
Apex Tool Group LLC, Term Loan, 1/31/20 1,339,773 $1,297,905
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,849,216
Approach Resources, Inc., 7.0%, 6/15/21 560,000 $455,809
Appvion, Inc., Term Commitment, 6/28/19 14,948,547 $14,640,233
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,126,073
Arcelik AS, 5.0%, 4/3/23 (144A) 8,100,000 $7,988,625
Arcos Dorados Holdings, Inc., 6.625%, 9/27/23 (144A) 1,012,000 $960,458
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 100,000 $123,275
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,127,749
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,879,793
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $13,667,253
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,740,076 $1,743,883
Arlington Flt% 01aug15 3,033,000 $3,315,069
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 5,318,991 $5,310,124
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $809,927
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,752,759
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,592,580
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,307,500
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,691,500 $1,667,185
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $511,438
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $13,860,630
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,255,513 $1,250,804
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,028,778
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,671,707
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,765,000 $1,742,938
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,387,235
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,633,577
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,294,485 $3,269,529
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,495,451 $5,390,263
AXA SA, 8.6%, 12/15/30 10,060,000 $13,814,895
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,188,471
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,530,564
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,508,517
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,209,483
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $3,462,445
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,814,388
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 15,665,000 $1,691,363
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $253,641
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,135,365
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 17,500,000 $1,875,394
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,467,855
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $586,609
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,690,911
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $3,404,160
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $375,888
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,623,435
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,050,260
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,382,175
Bank of America Corp., 7.25% (Perpetual) 5,330 $6,284,070
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $26,267,164
Bank of America Corp., Floating Rate Note, 10/23/49 1,075,000 $1,144,748
Bank of America Corp., Floating Rate Note, 9/29/49 22,475,000 $23,552,839
Baylor University, 4.313%, 3/1/42 4,550,000 $5,245,471
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,562,973
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.49686%, 9/25/37 (Step) (144A) 77,809,000 $1,748,159
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 4,150,000 $3,575,219
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 2,500,000 $683,759
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $2,252,396
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 0 $546
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,602,170
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,417,022
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,304,769
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,550,000 $1,221,416
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,271,982
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,071,469
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,286,419
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $909,852
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $2,232,239
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $1,012,045
Bear Stearns ARM Trust 2004-6, Floating Rate Note, 9/25/34 27,589,800 $3,129,633
Berkeley-Kane Flt% 12jun15 2,646,751 $2,747,063
Big Heart Pet Brands, Initial Term Loan, 2/24/20 4,365,408 $4,217,115
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,123,862
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,587,394
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,312,324
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $6,135,298
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,930,285
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $402,548
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,400,000 $5,482,523
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,694,367
Boardwalk Pipelines LP, 4.95%, 12/15/24 9,375,000 $9,660,089
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 4,000,000 $3,918,332
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 1,400,000 $1,404,278
Bowdoin College, 4.693%, 7/1/12 4,550,000 $5,317,684
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/16/28 (144A) 17,900,000 $18,069,028
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,764,447
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,376,314
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,485,897
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,461,833
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $5,998,213
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,575,237
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $17,908,198
BTA Bank JSC (G.D.R.) (144A) 4,633 $2,636
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,968,473
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 9,250,000 $9,500,617
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,983,397
Bumi Resources Tbk PT, Loan, 11/7/15 1,135,833 $386,183
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,154,200 $1,154,681
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $2,507,614
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $389,002
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,516,433
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 5,300,000 $5,585,663
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $12,593,006
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,117,889
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,405,976 $1,365,203
Calpine Corp., Term Loan (10/12), 10/9/19 1,075,250 $1,065,074
Calpine Corp., Term Loan (3/11), 4/1/18 5,385,188 $5,363,496
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 (144A) 7,330,000 $6,480,755
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,460,429
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 980,000 $984,900
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $10,963,718
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,170,251
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,429,361
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 20,360,000 $25,023,560
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,802,400
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $115,256
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/35 5,500,000 $876,591
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 (144A) 7,710,000 $7,735,700
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,698,000 $5,851,252
Catalent 1st Lien Tl-B L + 3.5% 08may21 4,763,053 $4,755,908
CBS Corp., 4.6%, 1/15/45 9,400,000 $9,865,862
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,675,141
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,085,651
CCOH Safari LLC, 5.5%, 12/1/22 2,400,000 $2,455,000
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,682,677
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,520,771
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,747,576
Cengage Learning Holdings II LP 90,687 $2,044,992
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,472,041
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,645,876
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,220,590
Cequel Communications LLC, Term Loan, 2/14/19 1,882,565 $1,866,222
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 535,570 $532,222
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,613,818 $1,603,731
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 5,398,781 $5,365,038
CEVA GROUP Plc 1,069 $774,808
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $1,677,251
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $5,642,744
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $2,071,438
Chesapeake Energy Corp., 2.25%, 12/15/38 4,800,000 $4,468,800
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,708,724
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,003
CHS, 2021 Term D Loan, 1/27/21 6,113,845 $6,118,620
CHS, 6.875%, 2/1/22 700,000 $767,550
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $11,595,356
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 1,895,864 $1,898,234
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $4,440,130
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,068,309
Citicorp Residential Mortgage Trust Series 2007-2, 5.63784%, 6/25/37 (Step) 4,155,000 $4,256,973
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,715,480
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,398,200
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,155,733
Citigroup Capital XIII, Floating Rate Note, 10/30/40 590,710 $15,624,280
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $4,707,554
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $80,457
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $3,776,497
Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,438,630
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,505,948
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $18,124,775
Cme: (Cdx.Na.Hy.23.V1) Usd 20dec19 Z91mw60e6 153,675,785 $9,498,893
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $135,156
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 4,782,432 $4,745,072
Cobalt International Energy, Inc., 2.625%, 12/1/19 11,835,000 $7,966,434
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,807,418
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $9,023,438
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,855,103
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,403,394
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $2,057,564
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,124,933
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,465,731
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,756,638
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,301,439
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $5,068,693
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,875,000 $4,003,819
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,182,023
Comstock Resources, Inc., 7.75%, 4/1/19 9,120,000 $4,886,800
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,344,806
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,140,779 $3,136,200
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $200,050
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $21,556,615
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,711,324
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $255,831
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $213,131
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,685,826
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,954,363 $3,954,363
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $8,104,372
Corporate Office Properties LP, 3.6%, 5/15/23 4,655,000 $4,650,843
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 50,000 $134
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,331,213
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $714,873
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,284,721
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $70,232
County of Sweetwater Wyoming, 5.6%, 12/1/35 3,285,000 $3,386,550
Coveris Holdings SA, USD Term Loan, 4/14/19 4,148,100 $4,143,778
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,488,750 $1,458,975
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,518,463
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 18,500,000 $18,282,497
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,209,378
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $514,646
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,068,083
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,126,021
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,484,381
Cronos Containers Program I, Ltd., 3.81%, 9/18/27 (144A) 3,500,000 $2,688,598
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,603,988
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,634,349
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,795,500 $1,768,568
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 3,924,104 $3,883,881
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,225,905 $3,165,420
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,609,434
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $17,987,971
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,884,784
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,491,782
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,203,014
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 17,887,563 $531,652
CWGS Group LLC, Term Loan, 2/20/20 7,618,041 $7,589,474
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 6,889,694 $6,891,829
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $281,969
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 5,905,639 $5,887,184
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $12,159,033
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,395,807
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,861,831
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $4,997,813
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $15,973,081
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,965,548
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,842,841
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 994,987 $926,582
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,748,690
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,276,904 $5,229,908
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $52,132
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,285,253
Denbury Resources, Inc., 4.625%, 7/15/23 11,796,000 $10,080,337
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $857,002
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 5,065,000 $1,266,778
Diamond Offshore Drilling, Inc., 3.45%, 11/1/23 4,175,000 $4,104,672
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $6,925,875
DigitalGlobe, Inc., Term Loan, 1/31/20 7,986,358 $7,962,599
Digital Realty Trust, Inc., 5.875% (Perpetual) 100,000 $2,427,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,489,204
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,691,555
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,000,000 $4,219,980
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 3,322,431 $3,296,476
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,401,338
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $14,486,699
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,569,778
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 5,639,125 $4,395,698
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $3,080,116
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 3,150,000 $1,343,021
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,117,518
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,754,487
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,651,083
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $931,362
DynCorp International, Inc., Term Loan, 7/7/16 2,143,781 $2,133,956
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,846,468 $2,822,006
E*TRADE Financial Corp., 5.375%, 11/15/22 6,560,000 $6,960,479
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $908,225
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,715,377
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $21,792
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 7,200,000 $7,200,000
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,385,783
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $29,035,818
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,550,791
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $5,451,527
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 3,750,000 $3,807,990
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,994,341 $2,951,298
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $9,632,986
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,246,561
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $4,899,134
Endo Finance LLC, 5.375%, 1/15/23 (144A) 8,169,000 $8,065,980
Endo Finance LLC, 6.0%, 2/1/25 (144A) 1,975,000 $2,019,520
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 1,147,111 $1,133,131
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $245,102
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,165,144
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,760,702
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 17,200,000 $7,990,833
EnLink Midstream Partners LP, 4.4%, 4/1/24 17,555,000 $18,636,487
Ensco Plc, 4.5%, 10/1/24 17,750,000 $17,439,286
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,340,562 $1,337,210
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $4,048,998
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,959,369 $1,952,021
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $10,154,734
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,418,983
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,224,489
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,306,424
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,597,160
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $86,382
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19 3,765,563 $3,671,423
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,264,690
Euronet Worldwide, Inc., 1.5%, 10/1/44 (144A) 3,050,000 $2,910,335
European Bank for Reconstruction & Development, 6.0%, 3/3/16 259,300,000 $4,302,167
European Bank for Reconstruction & Development, 7.65%, 2/18/15 213,800,000 $3,700,601
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,630,000 $8,697,116
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,360,906
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 10,633,350 $10,336,499
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,028,443
Expedia, Inc., 4.5%, 8/15/24 7,485,000 $7,913,823
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $8,192,477
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 4,427,459 $4,412,702
Exterran Holdings, Inc., 7.25%, 12/1/18 4,870,000 $4,807,096
Fannie Mae, 0.5%, 12/15/33 7,290,000 $6,984,868
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,591,547
Fannie Mae, 3.5%, 11/1/42 1,050,000 $963,147
Fannie Mae, 3.5%, 11/1/42 500,000 $445,002
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,284,705
Fannie Mae, 3.5%, 11/1/42 2,205,966 $2,002,559
Fannie Mae, 3.5%, 12/1/25 19,734,423 $6,260,099
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,713,624
Fannie Mae, 3.5%, 12/1/42 50,000 $45,794
Fannie Mae, 3.5%, 2/18/15 15,900,000 $16,907,296
Fannie Mae, 3.5%, 3/12/15 28,352,000 $29,913,549
Fannie Mae, 3.5%, 4/1/29 7,000,000 $6,667,415
Fannie Mae, 3.5%, 4/1/29 8,000,000 $7,368,090
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,995,416
Fannie Mae, 3.5%, 7/1/26 23,914,523 $8,969,555
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,683,619
Fannie Mae, 3.5%, 8/1/42 25,765,072 $22,392,284
Fannie Mae, 3.5%, 8/1/42 48,680,354 $42,401,242
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,348,483
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,642,665
Fannie Mae, 4.0%, 10/1/43 6,376,304 $6,116,268
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,134,303
Fannie Mae, 4.0%, 11/1/41 55,000 $20,987
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,314,280
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,215,281
Fannie Mae, 4.0%, 11/1/44 725,000 $777,340
Fannie Mae, 4.0%, 11/1/44 12,695,000 $13,502,888
Fannie Mae, 4.0%, 12/1/40 9,810,000 $6,887,958
Fannie Mae, 4.0%, 12/1/41 45,515,613 $26,701,168
Fannie Mae, 4.0%, 12/1/41 17,790,000 $8,411,954
Fannie Mae, 4.0%, 12/1/42 46,000 $14,929
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,804,858
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,076,161
Fannie Mae, 4.0%, 2/1/43 2,425,000 $1,843,443
Fannie Mae, 4.0%, 2/1/44 30,000,000 $29,055,857
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,348,724
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,148,927
Fannie Mae, 4.0%, 3/12/15 22,755,000 $24,312,295
Fannie Mae, 4.0%, 4/1/41 450,000 $328,999
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,445,701
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,050,732
Fannie Mae, 4.0%, 5/1/42 530,000 $466,663
Fannie Mae, 4.0%, 5/1/44 16,300,000 $15,917,059
Fannie Mae, 4.0%, 7/1/18 75,000 $4,037
Fannie Mae, 4.0%, 7/1/42 424,314 $297,242
Fannie Mae, 4.0%, 7/1/44 24,645,000 $25,339,182
Fannie Mae, 4.0%, 8/1/42 25,000,000 $20,234,243
Fannie Mae, 4.0%, 8/1/43 6,883,801 $5,932,333
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,685,023
Fannie Mae, 4.0%, 9/1/37 1,307,922 $948,519
Fannie Mae, 4.5%, 10/1/43 6,481,868 $5,189,868
Fannie Mae, 4.5%, 10/1/43 11,002,820 $9,773,425
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,132,809
Fannie Mae, 4.5%, 11/1/43 14,886,677 $10,513,048
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,500,132
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,944,992
Fannie Mae, 4.5%, 12/1/40 54,806,862 $24,072,338
Fannie Mae, 4.5%, 12/1/41 6,923,896 $4,260,300
Fannie Mae, 4.5%, 12/1/41 60,000 $41,599
Fannie Mae, 4.5%, 2/1/44 49,392,410 $45,285,270
Fannie Mae, 4.5%, 2/1/44 52,511,691 $45,331,184
Fannie Mae, 4.5%, 3/1/35 2,520,000 $328,393
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,657,471
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,455,094
Fannie Mae, 4.5%, 4/1/41 25,000 $10,922
Fannie Mae, 4.5%, 5/1/41 24,220,767 $7,181,409
Fannie Mae, 4.5%, 7/1/41 39,417,029 $22,860,560
Fannie Mae, 4.5%, 7/1/41 12,477,165 $5,050,069
Fannie Mae, 4.5%, 8/1/41 71,193,582 $28,763,761
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,429,248
Fannie Mae, 4.5%, 9/1/43 17,709,372 $14,585,519
Fannie Mae, 5.0%, 1/1/39 27,744,910 $2,658,943
Fannie Mae, 5.0%, 1/1/45 41,000,000 $45,471,028
Fannie Mae, 5.0%, 1/15/15 190,000,000 $210,637,214
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,054,500
Fannie Mae, 5.0%, 11/1/44 57,000,000 $63,304,882
Fannie Mae, 5.0%, 2/1/22 6,603,277 $359,849
Fannie Mae, 5.0%, 4/1/22 327,117 $14,134
Fannie Mae, 5.0%, 5/1/38 9,123,173 $868,000
Fannie Mae, 5.0%, 5/1/41 2,252,877 $928,200
Fannie Mae, 5.0%, 6/1/22 2,077,680 $187,914
Fannie Mae, 5.0%, 6/1/22 639,720 $37,486
Fannie Mae, 5.0%, 6/1/25 151,866 $163,474
Fannie Mae, 5.0%, 6/1/35 77,359,128 $7,548,216
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,213,039
Fannie Mae, 5.0%, 6/1/40 3,027,156 $810,055
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,883,326
Fannie Mae, 5.0%, 7/1/35 42,393,553 $4,413,484
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,828,462
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,803,157
Fannie Mae, 5.0%, 7/1/39 2,516,008 $949,123
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,359,295
Fannie Mae, 5.0%, 7/1/41 1,681,264 $888,946
Fannie Mae, 5.0%, 8/1/35 24,222,081 $2,900,131
Fannie Mae, 5.0%, 9/1/43 35,004,024 $26,604,159
Fannie Mae, 5.5%, 12/1/35 2,799,824 $300,954
Fannie Mae, 5.5%, 2/1/33 500,000 $7,086
Fannie Mae, 5.5%, 3/1/21 5,000,000 $595,058
Fannie Mae, 5.5%, 3/1/36 900,090 $109,330
Fannie Mae, 5.5%, 4/1/34 2,750,000 $184,344
Fannie Mae, 5.5%, 4/1/36 2,000,200 $251,263
Fannie Mae, 5.5%, 5/1/33 750,000 $59,327
Fannie Mae, 5.5%, 6/1/33 852,000 $37,902
Fannie Mae, 5.5%, 7/1/33 1,900,000 $85,120
Fannie Mae, 6.0%, 1/1/33 502,267 $17,925
Fannie Mae, 6.0%, 1/1/34 1,800,000 $123,692
Fannie Mae, 6.0%, 10/1/32 200,552 $4,183
Fannie Mae, 6.0%, 11/1/32 350,000 $6,872
Fannie Mae, 6.0%, 12/1/32 3,234,929 $74,069
Fannie Mae, 6.0%, 12/1/33 2,000,000 $134,036
Fannie Mae, 6.0%, 12/1/37 7,118,373 $324,656
Fannie Mae, 6.0%, 3/1/32 100,000 $2,423
Fannie Mae, 6.0%, 3/1/33 350,000 $8,900
Fannie Mae, 6.0%, 3/1/33 250,000 $10,009
Fannie Mae, 6.0%, 4/1/38 5,765,562 $448,391
Fannie Mae, 6.0%, 5/1/33 1,200,000 $158,344
Fannie Mae, 6.0%, 6/1/37 4,500,000 $358,266
Fannie Mae, 6.0%, 7/1/17 4,000,000 $34,045
Fannie Mae, 6.0%, 7/1/38 2,040,000 $169,456
Fannie Mae, 6.5%, 10/1/32 511,093 $15,913
Fannie Mae, 6.5%, 11/1/32 400,000 $9,481
Fannie Mae, 6.5%, 2/1/32 99,991 $1,670
Fannie Mae, 6.5%, 3/1/32 124,988 $5,092
Fannie Mae, 6.5%, 4/1/29 40,000 $394
Fannie Mae, 6.5%, 5/1/31 392,161 $2,073
Fannie Mae, 6.5%, 6/1/31 25,095 $356
Fannie Mae, 6.5%, 7/1/31 125,419 $985
Fannie Mae, 6.5%, 8/1/32 340,598 $4,028
Fannie Mae, 7.0%, 2/1/29 43,569 $635
Fannie Mae, 7.0%, 5/1/28 200,000 $1,634
Fannie Mae, 7.0%, 7/1/31 306,031 $669
Fannie Mae, 7.5%, 1/1/28 115,000 $1,220
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $1,386,667
FCA US LLC, Term Loan B, 5/24/17 18,225,234 $18,169,538
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,379,134
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,302,929
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 725,000 $765,688
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,698,633
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $6,115,023
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $1,036,252
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $14,089,392
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $2,144,270
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $20,459,558
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,170,762
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,615,755
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $790,456
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $989,370
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,443,176
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4,841,006 $3,923,687
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $71,461
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $187,785
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,688,965
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $287,803
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $145,748
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $2,964,198
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $80,410
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $11,506,928
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $519,000
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $412,490
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $364,389
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $72,331
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $329,737
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $629,869
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $895,374
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $5,328
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $124,185
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $105,050
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $16,405
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $132,411
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $303,296
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,319
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $39,999
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $139,444
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $182,122
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $225,200
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,729
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,672,295
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,298,968
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 8,360,000 $1,099
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,261,822
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $1,065,800
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $88,677
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $3,749,200
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $518,732
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 2,923,000 $2,265,087
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 5,710,000 $3,500,230
Fifth Third Bancorp, Floating Rate Note (Perpetual) 127,200 $3,506,904
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,072,656
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,501,948
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $168,385
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 10,872,000 $2,175,404
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,067,690
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $500,268
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,605,690
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $475,589
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,022,942 $3,836,881
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,975,248
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,886,484
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $16,158,444
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,751,258
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,249,667
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 3,691,824 $3,269,243
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,886,643
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 6,000,000 $6,076,267
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $444,602
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $8,068,083
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $118,904
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $3,112,728
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,442,244
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,240,907
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,704,248
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,169,235
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,606,359
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,295,459
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,505,829
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,100,000 $4,348,062
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,775,000 $5,005,088
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 8,232,000 $8,861,051
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,896,213
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,874,947
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,828,080
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 25,000 $25,805
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,235,557
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,846,511
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,008,853
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,476,777
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $7,932,533
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $12,753,808
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $12,019,710
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,359,852
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,048,591 $1,024,342
Garda World Security Corp., Term B Loan, 11/1/20 4,099,038 $4,004,248
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,877,819
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $757,266
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,592,938
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 3,285,000 $3,292,523
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 11,600,000 $4,674,422
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $8,835,582
General Electric Capital Corp., Floating Rate Note (Perpetual) 24,300,000 $28,500,356
Gentiva Health Services, Inc., 11.5%, 9/1/18 1,328,000 $1,471,313
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 8,829,336 $8,838,995
Getty Images, Inc., Initial Term Loan, 10/18/19 4,773,698 $4,337,105
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $16,061,531
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $5,493,267
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,031,663
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 3,285,608 $3,269,180
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,347,134
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 6,500,000 $1,867,225
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 84,170,000 $7,338,816
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,233,445
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $6,478,109
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,633,446
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $4,195,433
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,903,532
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 20,840,000 $18,762,295
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $2,068,729
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $7,370,686
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,768,200
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $244,490
Government National Mortgage Association, Floating Rate Note, 2/16/53 50,450,000 $3,521,165
Government National Mortgage Association, Floating Rate Note, 3/16/53 35,900,000 $2,268,215
Government National Mortgage Association, Floating Rate Note, 8/16/52 55,500,000 $2,892,110
Government National Mortgage Association, Floating Rate Note, 9/16/52 55,000,000 $3,807,207
Government National Mortgage Association I, 3.5%, 1/21/15 49,056,000 $52,105,839
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $16,995,667
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $1,121,815
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $16,994,976
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $16,994,729
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $24,473
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $17,948
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $94,992
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $21,313
Government National Mortgage Association I, 4.0%, 1/21/15 60,795,000 $65,558,671
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $24,008
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $59,450
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $269,589
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $29,403
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $39,619
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $18,194
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $28,155
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $30,278
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $24,896
Government National Mortgage Association I, 4.0%, 10/15/44 3,000,000 $2,761,565
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $98,376
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $25,947
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $436,678
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $92,646
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $28,082
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $25,589
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $24,017
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $24,447
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $30,085
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $546,823
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $24,719
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $19,021
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $23,955
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $27,854
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $32,611
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,968,009
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $805,650
Government National Mortgage Association I, 4.0%, 12/15/44 -15,000,000 $-16,457,172
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $27,730
Government National Mortgage Association I, 4.0%, 12/18/14 5,000,000 $5,377,859
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $40,801
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $2,020,571
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $24,961
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $28,819
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $35,895
Government National Mortgage Association I, 4.0%, 2/19/15 11,250,000 $12,102,803
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $17,214
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $124,397
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $996,347
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $9,530,238
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $15,597,713
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $377,354
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $24,663
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $28,980
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $45,546
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $26,344
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $37,413
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $4,558,719
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $2,098,329
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,644
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $25,580
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $323,475
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $414,804
Government National Mortgage Association I, 4.0%, 5/15/44 362,947 $338,493
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $23,814
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $7,548,494
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $21,531
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $39,438
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $38,812
Government National Mortgage Association I, 4.0%, 7/15/41 42,737 $22,696
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $39,742
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $384,341
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $24,803
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,961
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $242,791
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $34,038
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $2,049,572
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $288,143
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $393,770
Government National Mortgage Association I, 4.0%, 8/15/44 503,572 $539,178
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $57,994
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $2,144,017
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $21,148
Government National Mortgage Association I, 4.0%, 9/15/41 651,893 $418,655
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $16,899
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $21,418
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $24,413
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $40,167
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $361,133
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $934,558
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $715,895
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $2,053,060
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $26,552
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $2,051,077
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $8,989,374
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,123,512
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $236,096
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,573,621
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $50,048
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $3,541,344
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $178,314
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $106,755
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,492,589
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,570,470
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $3,162,877
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,227,093
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $7,578,199
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $328,917
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $827,908
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $138,421
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $28,063
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $38,835
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $181,496
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $749,359
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $968,845
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $293,135
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $223,543
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $40,277
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $383,137
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $330,632
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $853
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $268,067
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $291,855
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $661,867
Government National Mortgage Association I, 5.5%, 2/15/37 172 $23
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $12,928
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $207,565
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $142,659
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $489,021
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $6,726
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $261,178
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $204,479
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $147,517
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $433,341
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $89,253
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $120,998
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $252,887
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $95,777
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $116,867
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $416,936
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $43,222
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $173,652
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,709
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $66,785
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $86,891
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $561,854
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $13,697
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $2,019
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $400,779
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $149,363
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $128,968
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $78,045
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $16,248
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,343
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $110,984
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $917
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $529,502
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $62,970
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $221,613
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $38,561
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $99,780
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $334,614
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $111,635
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $141,074
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $102,576
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $91,929
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $275,455
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $830,437
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $310
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $252,521
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $27,334
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $83,012
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $159,867
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,367
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,878
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $8,451
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $17,488
Government National Mortgage Association I, 6.5%, 11/15/31 1,537,088 $53,905
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $85,042
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $478
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $5,526
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,063
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,775
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,830
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,577
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,828
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,864
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,822
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $34,150
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,401
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $44,802
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,990
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $118,721
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $48,999
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $546
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $876
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,710
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,093
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $477
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $10,131
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $123
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $15,989,716
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $727,888
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,483,942
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $733,205
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $8,472,654
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,364
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $206,720
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $297,598
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $90,290
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $435
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,175
Griffon Corp., 5.25%, 3/1/22 312,000 $306,345
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,367,000 $4,322,339
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,974,406
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,064,467
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $473,774
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,707,443
GS Mortgage Securities Corp II Series 2005-GG4 REMICS, 4.782%, 7/10/39 5,609,335 $5,650,777
GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/12/46 7,000,000 $7,318,483
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 4,775,000 $4,775,119
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,812,869
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 10,580,000 $11,103,342
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,224,277
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,709,618
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $216,401
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,716,195
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,388,894
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,606,761
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,854,021
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,611,900 $1,619,960
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $324,521
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,237,731
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,392,240
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $5,984,020
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $990,601
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $13,913,573
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,225,996
Hologic, Inc., 2.0%, 3/1/42 (Step) 9,435,000 $11,264,997
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $1,749,921
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $7,174
Horizon Lines, Inc. 1,695,067 $1,067,892
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 2,261,063 $2,252,584
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $228,018
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,667,623
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,035,688
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,213,166 $6,210,575
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 900,000 $916,043
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 3,700,000 $3,740,705
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,429,358
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $6,284,083
Immucor, Inc., Term B-2 Loan, 8/19/18 8,047,147 $8,000,208
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $3,026,559
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,664,750
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 43,500,000 $2,790,575
Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35 69,974,361 $8,236,396
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $51,450
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,737,270
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,919,546
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,747,285
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,880,050
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $19,090,332
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,387,681
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,196,659
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,892,642
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4,241,002 $4,234,378
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $7,421,436
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,523,271
Inter-American Development Bank, 7.2%, 1/22/18 114,720,000,000 $9,011,725
Inter-American Development Bank, 7.2%, 11/14/17 17,080,000,000 $1,360,985
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,857,515
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $4,468,958
International Equipment Solutions LLC, Initial Loan, 8/16/19 5,288,301 $5,294,912
International Finance Corp., 6.3%, 11/25/24 358,950,000 $6,005,785
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,603,118
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $19,512,438
International Game Technology, 7.5%, 6/15/19 120,000 $129,492
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 5,643,000 $5,808,822
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,815,415
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $380,287
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $4,955,499
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,526,764
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,879,101
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $14,172,344
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,357,222
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $51,101
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $7,258,867
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $598,013
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,330,469
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,576,989
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,053,696
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,650,425
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,845,143
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,353,576
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,083,055
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,200,522
JLL, Initial Dollar Term Loan, 1/23/21 2,447,700 $2,390,179
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,876,719
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $5,084,382
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $857,370
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $11,334,513
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 20,051,000 $22,125,015
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 11,735,000 $11,475,363
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 1,400,000 $1,532,213
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,125,423
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,076,640
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,484,082
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,773,498
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,289,412
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,162,686
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 4,570,000 $4,577,019
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,792,979
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,731,065
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $536,935
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $591,991
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $2,925,753
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 23,395,000 $16,104,499
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $4,334,406
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $7,216,400
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $4,019,181
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,386,961
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,496,495
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 2,200,000 $2,157,485
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $7,782,554
Kane Flt% 12jun15 7,100,000 $6,804,640
Kane Flt% 14jul15 3,056,160 $2,981,284
Kane Ilw Zero% 02feb16 2,550,000 $2,348,040
Kane-Pi1 Flt% 07jul16 7,017,560 $6,985,279
Kane-Pi1 Zero% 18jul16 4,712,000 $5,316,550
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 11,510,100 $11,521,610
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 6,010,717 $6,012,520
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,943,500 $2,945,560
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 5,825,133 $5,828,046
Kane Zero% 15jan16 2,024,000 $2,027,036
Kane Zero% 19feb16 8,064,000 $8,188,186
Kane Zero% 22jan16 7,246,500 $7,284,906
Kane Zero% 22jan16 2,753,000 $2,773,923
Kane Zero% 22jan17 16,776,500 $17,078,477
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,101,210
KB Home, 1.375%, 2/1/19 7,875,000 $7,377,891
KB Home, 8.0%, 3/15/20 1,500,000 $1,618,458
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,410,762
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 1,637,000 $1,712,206
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 11,775,000 $12,185,980
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,200,652
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,317,095
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $945,496
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,578,304
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,920,657
Kindred Healthcare, Inc., 6.375%, 4/15/22 3,200,000 $3,140,067
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,639,021 $8,531,033
Kindred Healthcare Inc Bridge L + 6% 09oct15 15,910,000 $15,910,000
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 7,327,926 $7,259,879
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,499,864
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $26,919,971
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 1,266,889 $1,266,889
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $1,923,644
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $87,639
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 728,455 $727,544
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,474,533
Lamar Media Corp., 5.375%, 1/15/24 1,045,000 $1,084,071
Landry's, Inc., B Term Loan, 4/24/18 6,372,871 $6,359,596
Language Line LLC, Tranche B Term Loan, 6/20/16 2,317,198 $2,297,889
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 1,942,800 $12,844
LDK Solar Co, Ltd. (A.D.R.) 136,114 $11,964
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,163,177
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,177,830
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,084,561
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $7,756,031
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $818,571
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $4,674,540
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,491,884
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $1,971,191
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,875,320
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,102,952
Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A) 3,370,000 $3,799,818
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $15,384,510
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $5,020,018
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $5,061,833
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 2,760,000 $1,685,325
Linn Energy LLC, 6.5%, 5/15/19 9,200,000 $7,279,244
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $2,751,146
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 1,300,000 $1,484,565
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,280,500 $1,242,085
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,066,849 $362,729
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 2,245,000 $2,294,016
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 50,000 $51,053
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $6,532,200
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,856,476
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,596,331
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $3,097,934
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/1/20 (144A) 5,575,000 $5,497,882
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,080,917 $5,076,954
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,822,240
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,074,951
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $2,482,001
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $3,722,163
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $13,914,345
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $3,988,467
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,586,667
MarkWest Energy Partners LP, 4.875%, 12/1/24 15,495,000 $15,719,355
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,305,604
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,096,425
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 26,147 $697
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,837,010
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,431,333
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,536,909
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $6,119,428
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $844,089
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,205,468
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,758,566
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,782,400 $3,735,120
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $130,822
MedAssets, Inc., Term B Loan, 12/13/19 1,718,400 $1,712,472
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $15,199,115
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,802,744
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,123,908
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $950,757
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $1,038,329
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $4,794,894
Methanex Corp., 4.25%, 12/1/24 6,750,000 $6,829,488
Metinvest BV, 10.5%, 11/28/17 (144A) -500 $957,763
Metinvest BV, 8.75%, 2/14/18 (144A) 5,675,000 $2,784,100
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,716,169
MetLife Capital Trust IV, 7.875%, 12/15/67 (144A) 3,758,000 $4,810,475
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $19,934,094
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,736,386
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $21,393,338
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $16,818,421
MGM Resorts International, 6.0%, 3/15/23 11,815,000 $12,063,115
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $6,937,897
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,735,000 $2,658,934
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 25,910,000 $25,926,194
Microsemi Corp., Term Loan (2014), 3/14/21 1,852,642 $1,836,894
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,286,837
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,418,228
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,835,938
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 9,770,000 $9,782,213
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,042,018 $6,964,261
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $7,539,819
MMM Holdings, Inc., MMM Term Loan, 12/12/17 2,011,998 $1,951,638
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,633,399
Molina Healthcare, Inc., 1.625%, 8/15/44 6,470,000 $7,139,420
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $3,208,960
Monitronics International, Inc., Term B Loan (2013), 3/23/18 7,503,892 $7,482,003
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $12,470,493
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,763,935
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,835,840
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $9,066,980
Morgan Stanley, Floating Rate Note (Perpetual) 180,020 $4,664,318
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,259,052
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,631,329
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,575,325
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 7,622,338 $7,621,659
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $566,438
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,462,747 $1,448,119
MTL Publishing LLC, Term B-2 Loan, 6/29/18 1,119,502 $1,106,880
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,874,698
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,100,000 $3,255,827
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 10,950,000 $11,319,046
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,250,000 $2,331,413
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $267,088
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 6,250,000 $6,441,806
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,327,829
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,531,654
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 2,723,175 $2,695,094
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,643,296
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,344,082
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,088,563
Navios Maritime Partners LP, Term Loan, 6/27/18 3,479,987 $3,449,537
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $400,250
Navistar International Corp., 8.25%, 11/1/21 11,805,000 $11,768,109
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 2,400,000 $2,385,000
NCR Corp., 6.375%, 12/15/23 5,595,000 $5,892,351
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,632,750
Nevada Power Co., 6.5%, 8/1/18 85,000 $101,904
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,845,375 $1,825,537
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,077,148
Newhall Land Development LLC 269,588 $960,407
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $5,026,248
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,589,213
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $12,224,796
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 8,000,000 $7,222,128
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,093,312 $7,365,553
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,659,966
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 500,000 $503,448
Nn Inc 1st Lien Tl-B L + 5% 18jul21 3,326,786 $3,322,627
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,869,629
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,050,300 $1,001,724
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $19,254,211
Nordion 1st Lien Tl-B L + 3.5% 30jul21 1,945,125 $1,937,831
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 3,410,088 $3,348,280
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $15,301,787
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 1,301,000 $1,306,159
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,885,267
Norway Government Bond, 4.25%, 5/19/17 234,080,000 $33,821,352
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $18,394,263
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $63,682,477
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,786,752
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $11,553,567
Novelis, Inc., Initial Term Loan, 3/10/17 3,571,725 $3,546,055
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,512,893
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,285,000 $4,895,488
NSG Holdings LLC, New Term Loan, 12/11/19 3,898,303 $3,869,066
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,505,219
Numericable-SFR, 6.0%, 5/15/22 (144A) 5,350,000 $5,620,532
NuStar Logistics LP, Floating Rate Note, 1/15/43 246,048 $6,409,550
NuVasive, Inc., 2.75%, 7/1/17 14,319,000 $17,994,210
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $3,973,436
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 5,500,000 $816,063
Oasis Petroleum, Inc., 6.875%, 3/15/22 4,620,000 $4,373,279
Oi SA, 5.75%, 2/10/22 (144A) 3,825,000 $3,426,828
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 1,395,000 $1,383,666
On Assignment, Inc., Initial Term B Loan, 5/15/20 1,994,750 $1,976,049
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $13,266,917
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,698,824
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $11,355,369
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,246,512
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $3,902,041
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $1,935,472
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $637,950
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,632,114
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,242,567
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,070,012
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $5,434,453
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,192,635
Owens Corning, 4.2%, 12/1/24 1,075,000 $1,118,075
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 1,037,374 $990,692
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,431,506
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,600,400 $2,603,651
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,760,000 $2,475,007
Pangaea Zero% 01jul18 11,730,000 $12,586,290
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $3,132,372
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $9,027,340
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,660,672 $9,494,025
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,229,500
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,703,849 $2,688,640
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,214,088
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $1,058,957
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 14,800,000 $888,914
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $4,937,384
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $11,240,306
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 1,543,691 $1,549,480
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 3,502,344 $3,468,417
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,585,376
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $3,709,034
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,308,956
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,968,853
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $18,151,360
PQ Corp., 2014 Term Loan, 8/7/17 6,223,000 $6,135,878
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,669,550
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 533,708 $534,041
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 4,708,293 $4,716,533
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,616,607
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 1,043,771 $1,046,380
Protection One, Inc., Term Loan (2012), 3/21/19 2,288,177 $2,271,016
Protective Life Corp., 7.375%, 10/15/19 4,460,000 $5,556,421
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,019,246
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,750,342
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $11,770,388
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,036,498
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,216,560
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,193,342
PSPC Escrow Corp., 6.5%, 2/1/22 (144A) 3,395,000 $3,462,900
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,493,275
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,179,244
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $998,336
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,192,315
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $713,580
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,455,231
QVC, Inc., 4.45%, 2/15/25 18,100,000 $18,862,784
Qwest Corp., 7.375%, 6/1/51 572,600 $15,294,146
Rack Merger Sub Inc 1st Lien Tl L + 3.75% 22sep21 2,294,250 $2,292,100
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,868,542
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,954,226
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $647,723
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $653,511
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $3,037,537
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $491,535
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $124,314
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $449,069
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,540,136
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $631,650
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,259,285
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,760,974
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,193,409 $3,177,442
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,112,381
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,383,322
Remy International, Inc., Term B Loan 2013, 3/5/20 7,986,042 $7,956,094
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,943,102
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,229,441
Republic of Ghana, 7.875%, 8/7/23 (144A) 16,455,000 $15,020,844
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $618,742
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $1,877,455
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,325,958
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,398,750
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 3,250,000 $3,378,863
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,379,925
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,853,000
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $254,667
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 19,900,000 $3,547,264
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,747,845
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,960,458
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,875,000 $1,853,321
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,738,789 $2,718,248
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,774,613 $3,739,751
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,305,662
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,421,061
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 3,999,380 $2,080,336
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 6,320,000 $6,144,796
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $27,203,822
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $11,072,271
Rosetta Resources, Inc., 5.625%, 5/1/21 1,395,000 $1,334,405
Rosetta Resources, Inc., 5.875%, 6/1/24 2,100,000 $1,936,813
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,337,955
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,595,458
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,195,534
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3,260,993 $3,199,849
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,839,210 $7,865,667
Rural, Term Loan, 6/30/18 1,552,722 $1,471,204
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $279
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,021,594
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,870,265 $3,840,271
Sabre GLBL, Inc., Term B Loan, 2/19/19 3,000,000 $2,960,625
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $6,803,504
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $2,944,000
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 418,493 $264,069
Sanchez Energy Corp., 6.125%, 1/15/23 (144A) 9,865,000 $8,757,380
Sanchez Energy Corp., 7.75%, 6/15/21 1,825,000 $1,789,001
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,473,808
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,673,120
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,003,058
SandRidge Energy, Inc., 7.5%, 3/15/21 1,960,000 $1,417,733
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,762,156
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,148,958
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $10,454,441
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $1,852,514
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-360,345
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-1,351,132
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 1,100,000 $1,105,500
Scientific Games International, Inc., 10.0%, 12/1/22 (144A) 18,000,000 $16,865,000
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 10,450,000 $10,338,969
Scitor Corp., Term Loan, 2/15/17 1,656,399 $1,643,976
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $10,931,852
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $4,141,349
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,907,333
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 20,917 $882,930
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 2,900,000 $2,936,250
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 6,086 $155,033
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $2,244,470
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,736,811 $1,718,358
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 2,064,028 $2,048,548
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,408,458
Sempra Energy, 9.8%, 2/15/19 50,000 $67,331
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,468,228
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,995,000 $2,002,358
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,431,647 $1,403,014
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $2,351,870
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 145,256,444 $6,504,343
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $956,995
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,351,680
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 20,245,000 $1,901,697
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $10,738,169
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 9,720,000 $8,598,821
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,083,518
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,711,131
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,751,222
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $3,181,291
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 4,196,000 $3,901,598
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,984,370
SESI LLC, 7.125%, 12/15/21 90,000 $91,044
Ship Midco, Ltd., Facility B2A-II, 11/29/19 2,270,659 $2,269,310
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $997,469
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,255,726
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $481,950
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $4,577,400
Si Organization Inc 1st Lien Dd L + 0% 19nov19 304,926 $304,545
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 4,587,433 $4,581,699
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $6,963,982
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 12,390,000 $13,009,562
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,062,928 $1,064,478
SM Energy Co., 5.0%, 1/15/24 1,160,000 $1,043,678
SM Energy Co., 6.5%, 1/1/23 1,080,000 $1,064,250
SolarCity Corp., 1.625%, 11/1/19 (144A) 1,984,000 $1,729,476
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $507,938
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,932,875
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,445,138
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 197,147 $196,121
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 190,507 $149,456
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $11,193,683
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,401,241
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $933,522
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $10,046,847
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $5,007,936
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,139,072
Sprint Corp., 7.25%, 9/15/21 10,375,000 $10,643,597
SRAM LLC, Term Loan (First Lien), 4/10/20 3,136,399 $3,079,551
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 3,123,266 $3,120,664
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 18,802,000 $18,805,393
Standard Pacific Corp., 1.25%, 8/1/32 6,735,000 $7,425,338
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,307,998
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,033,903
Star West Generation LLC, Term B Advance, 3/13/20 2,059,259 $2,030,944
State of Washington, 3.0%, 7/1/28 2,550,000 $2,643,585
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,253,338
Steward Health Care System LLC, Term Loan, 4/10/20 2,216,250 $2,196,858
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,113,046
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $173,702
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,661,204
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $27,101
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $890,618
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,798,344
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $2,987,574
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $682,963
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,469,116
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,452,075
Summit Materials LLC, Term B Loan, 1/30/19 976,353 $977,981
Sunoco, Inc., 9.625%, 4/15/15 25,000 $26,119
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $12,221,256
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $1,791,703
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,734,082
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,923,275
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,221,990
Tank Holding Corp., Initial Term Loan, 7/9/19 1,575,211 $1,548,957
Targus Group International, Inc., Term Loan, 5/24/16 1,887,136 $1,504,991
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,114,889
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 4,045,600 $3,968,058
TD Ameritrade Holding Corp., 3.625%, 4/1/25 13,475,000 $14,374,628
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,249,284
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,648,899 $6,599,032
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 2,355,337 $2,325,895
Terex Corp., U.S. Term Loan, 8/13/21 1,643,220 $1,635,004
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $4,219,784
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,886,850
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,201,632
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,350,024
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $16,297,725
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,093,025
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $10,354,924
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $9,425,646
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $7,212,424
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 9,925,000 $9,937,406
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,732,309
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 6,267,000 $7,714,320
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,225,000 $1,220,790
The Medicines Co., 2.5%, 1/15/22 (144A) 6,350,000 $6,869,430
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 23,442,000 $26,770,821
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 17,930,000 $18,087,975
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 7,740,000 $7,239,029
The Ryland Group, Inc., 0.25%, 6/1/19 6,805,000 $6,254,929
The Ryland Group, Inc., 5.375%, 10/1/22 6,230,000 $6,154,721
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,636,874
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,040,863
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $605,540
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $5,155,698
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 9,171,560 $9,144,330
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 6,646,000 $6,987,875
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $800,693
Time Warner Cable, Inc., 8.75%, 2/14/19 0 $25,978
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,179,113
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $2,947,050
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,989,616
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $6,085,765
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 (144A) 6,450,467 $4,840,712
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 5,776,469 $5,705,164
Tronox Pigments BV, New Term Loan, 3/19/20 1,729,724 $1,713,103
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,903,466
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,586,529
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,370,887 $7,149,761
Tufts University, 5.017%, 4/15/12 14,800,000 $18,240,057
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $5,688,169
U.S. Treasury Bonds, 3.0%, 11/15/44 5,000,000 $5,833,466
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $32,754,085
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $14,325,584
U.S. Treasury Bonds, 4.375%, 11/15/39 3,290,000 $4,690,079
U.S. Treasury Bonds, 4.375%, 5/15/41 5,300,000 $7,685,047
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 143,525,000 $144,609,218
UBS AG, 7.625%, 8/17/22 16,775,000 $20,605,942
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $144,578
UCI International, Inc., Term Loan, 7/26/17 2,006,400 $2,000,547
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,895,444 $4,413,592
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 1,450,000 $1,438,520
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,269,922
United Airlines, Inc., Class B Term Loan, 4/1/19 982,500 $975,541
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,038,283
Univar, Inc., Term B Loan, 6/30/17 6,412,029 $6,208,447
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $155,637
University of Southern California, 5.25%, 10/1/11 2,800,000 $4,138,980
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,210,414 $2,181,599
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,949,965 $6,855,488
Ursa Re, Ltd., Floating Rate Note, 12/7/17 (Cat Bond) (144A) 1,750,000 $1,750,700
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 214,795 $212,674
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 357,991 $356,201
US Bancorp, Floating Rate Note (Perpetual) 67,832 $2,006,471
US Bancorp, Floating Rate Note (Perpetual) 640,275 $17,389,869
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,340,020 $25,977,844
US Silica Co., Term Loan, 7/23/20 1,896,815 $1,754,553
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,205,275
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,696,032
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,568,743
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,271,313
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $10,857,147
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,292,300
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 781,000 $721,078
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,013,459
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $5,860,610
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 4,220,000 $3,444,830
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,020,387
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 9,215,000 $10,360,218
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $12,636,119
Vers 2015-A Zero% 31dec17 12,033,893 $12,127,757
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,739,823
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,859,102
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $10,003,236
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $2,352,773
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 7,500,000 $8,318,658
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 7,500,000 $8,279,958
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 25,310,000 $24,971,884
Virtual Radiologic Corp., Term Loan A, 12/22/16 4,689,972 $3,751,978
Virtual Radiologic Corp., Term Loan B, 12/22/16 2,412,500 $1,857,625
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $11,470,579
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,605,802
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,232,594
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $800,467
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $939,890
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,805,921
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,365,297
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $5,178,071
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 6,500,000 $3,698,115
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $2,945,419
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,745,705
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $6,966,700
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $4,995,576
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $652,213
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 5,440,000 $5,943,285
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 5,240,000 $5,720,328
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 1,158,902 $1,145,864
Waste Industries USA, Inc., Term B Loan, 3/17/17 3,489,218 $3,470,317
WCA Waste Corp., Term Loan, 3/23/18 3,666,325 $3,620,496
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,836,686
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $2,884,483
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,501,102
WebMD Health Corp., 2.5%, 1/31/18 7,605,000 $7,619,259
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 5,796,750 $3,888,651
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $39,188,061
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,450,000 $2,762,734
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,486,095
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,938,080
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,668,260
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $438,788
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $453,840
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,313,664
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4,996,000 $345,299
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,593,920
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,919,287
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $1,098,294
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,935,363
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $650,172
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $4,383,943
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $8,312,788
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $921,550
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,349,910
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,111,751
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,205,204
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,603,242
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $6,074,182
Williams Partners LP, 4.3%, 3/4/24 13,440,000 $13,716,183
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,857,117
Windstream Corp., 6.375%, 8/1/23 9,870,000 $9,407,344
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,203,573
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,872,856
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,535,194
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,781,866 $2,787,082
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,890,594 $4,734,706
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,335,223
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $7,198,858
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 277,667 $277,277
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 771,638 $770,553
Wyle 1st Lien Tl-B L + 4% 22may21 607,503 $607,314
Wynn Las Vegas LLC, 5.375%, 3/15/22 11,470,000 $11,932,305
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 5,420,000 $5,358,122
Xerium Technologies, Inc., New Term Loan, 5/17/19 788,003 $788,003
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,485,661
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 1,935,000 $1,759,708
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,625,000 $1,636,752
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,678,004
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,526,803
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,628,320

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