Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 4/29/2016
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 15,300,000 $457,470
17079z Zero% 31mar18 5,600,000 $392,000
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 5,041,799 $4,562,828
Acgl Zero% 01jul16 3,554,000 $266,195
Acorn Re, Ltd., Floating Rate Note, 7/17/18 (Cat Bond) (144A) 3,350,000 $3,385,048
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,373,080
Adgb 3.125% 03may26 144a 13,425,000 $13,521,526
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 45,820,000 $3,893,488
Advanced Micro Devices, Inc., 7.0%, 7/1/24 1,970,000 $1,528,009
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 2,323,766 $2,328,953
AdvancePierre Foods, Inc., Term Loan (Second Lien), 10/10/17 1,977,209 $1,975,973
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,862,190
AES Corp. Virginia, 5.5%, 4/15/25 10,000,000 $10,047,917
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,370,265 $6,511,172
Africa Finance Corp., 4.375%, 4/29/20 (144A) 10,915,000 $11,332,897
Agate Bay Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3,981,000 $3,616,424
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 15,485,000 $10,933,561
Agate Bay Mortgage Trust 2015-5, Floating Rate Note, 7/25/45 (144A) 8,000,000 $7,427,870
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $26,559,781
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,888,659
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,240,714
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,300,714
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 2,200,000 $2,276,285
Albany Molecular Research, Inc., Term Loan, 7/14/21 3,532,250 $3,545,496
Albertsons LLC, Term B-2 Loan, 3/21/19 1,975,050 $1,980,517
Albertsons LLC, Term B-4 Loan, 8/11/21 1,485,000 $1,492,116
Albertsons LLC, Term B-5 Loan, 12/21/22 498,750 $501,244
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,457
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,968,509
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,871,462
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $13,307,292
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $898,230
Alion Science & Technology Corp., Term Loan (First Lien), 8/13/21 3,294,257 $3,265,432
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $3,658,859
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 5,075,903 $4,860,177
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $9,155,641
Alliant Holdings I LLC, Initial Term Loan, 7/28/22 500,727 $497,285
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,291,772 $1,286,389
Ally Financial, Inc., 3.6%, 5/21/18 3,500,000 $3,573,150
Ally Financial, Inc., 4.625%, 3/30/25 1,750,000 $1,774,245
Ally Financial, Inc., 5.75%, 11/20/25 7,595,000 $7,884,163
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $120,190
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,283,567
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $2,447,334
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 7,200,000 $6,598,198
Altfic 5.5% 15may26 144a 6,225,000 $6,291,054
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,829,239 $3,341,011
Altrl Zero% 30jun17 5,287,778 $860,321
American Airlines, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,103,534 $1,104,453
American Airlines, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 354,375 $354,343
American Airlines 2013-2 Class A Pass Through Trust, 4.95%, 1/15/23 3,600,000 $3,291,294
American Airlines 2015-2 Class AA Pass Through Trust, 3.6%, 9/22/27 9,200,000 $9,545,460
American Airlines 2015-2 Class B Pass Through Trust, 4.4%, 9/22/25 5,550,000 $5,217,992
American Credit Acceptance Receivables Trust 2014-1, 5.2%, 4/12/21 (144A) 1,800,000 $1,792,151
American Greetings Corp., 7.375%, 12/1/21 420,000 $445,420
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,388,601
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,500,000 $2,624,894
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $5,201,506
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,343,450
American Homes 4 Rent 2015-SFR1, 4.11%, 4/18/52 (144A) 2,950,000 $2,958,594
Amherst College, 3.794%, 11/1/42 2,300,000 $2,384,428
Antero Resources Corp., 5.125%, 12/1/22 5,785,000 $5,676,310
Antero Resources Corp., 5.625%, 6/1/23 3,350,000 $3,327,492
Apex Tool Group LLC, Term Loan, 1/31/20 4,075,505 $4,001,637
Aplp Holdings Lp 1st Lien Tl L + 5% 12apr23 5,283,736 $5,270,526
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,526,002
Appvion, Inc., Term Commitment, 6/28/19 7,171,316 $6,857,571
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,103,529
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,658,190
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 10,958,000 $13,223,035
Ardent Legacy Acquisitions, Inc., Term Loan, 7/31/21 1,112,042 $1,117,602
Argent 7.5% 22apr26 144a 4,090,000 $4,158,167
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $802,311
Ascent Resources - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,544,010 $199,101
Ascent Resources - Utica Llc 2nd Lien Tl L + 17.5% 01jul19 239,295 $60,422
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,605,756
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,308,206
AT&T, Inc., 3.95%, 1/15/25 26,995,000 $28,671,925
AT&T, Inc., 4.75%, 5/15/46 7,100,000 $7,308,689
Atkore International, Inc., Initial Term Loan (First Lien), 3/27/21 1,670,250 $1,645,544
Atlas IX Capital DAC, Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $510,737
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,239,700 $1,216,456
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,524,041
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,346,196
Australia Government Bond, 3.25%, 4/21/25 41,257,000 $33,335,194
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,742,938 $1,738,580
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,317,000
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,527,485
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 2,758,991 $2,767,612
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 4,914,946 $4,915,329
AXA SA, 8.6%, 12/15/30 10,060,000 $13,807,752
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 1,400,000 $1,337,826
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 1,054,000 $994,897
Bacm Flt% 10jul43 05-2-H 1,680,000 $575,254
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,050,175
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,418,892
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $140,548
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $2,041,352
Banco Internacional del Peru SAA Panama, 5.75%, 10/7/20 (144A) 6,843,000 $7,525,067
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,121,198
Bank of America Corp., 7.25% (Perpetual) 1,414 $1,666,116
Bank of America Corp., Floating Rate Note, 10/23/49 18,775,000 $20,394,605
Bank of America Corp., Floating Rate Note, 9/29/49 3,150,000 $3,191,891
Bank of America Corp., Floating Rate Note (Perpetual) 3,725,000 $3,934,531
Barclays Plc, 4.375%, 1/12/26 8,700,000 $8,880,542
Baylor University, 4.313%, 3/1/42 4,550,000 $4,897,795
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 2,100,000 $956,831
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.721%, 8/28/44 (Step) (144A) 4,150,000 $1,721,719
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,599,076
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $25,656,277
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,264,249
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 6,300,000 $3,510,996
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 11,107,000 $6,374,340
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,097,029
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,259,464
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $1,642,645
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 7,754,500 $3,188,945
Belden, Inc., 5.5%, 4/15/23 11,335,000 $13,175,220
Biogen, Inc., 3.625%, 9/15/22 7,650,000 $8,197,382
Biogen, Inc., 4.05%, 9/15/25 9,150,000 $9,883,981
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,553,079 $2,348,833
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,255,132 $3,914,721
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,287,846
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 10,425,000 $12,486,459
Blue Cube Spinco, Inc., 10.0%, 10/15/25 (144A) 1,265,000 $1,463,183
Blue Cube Spinco, Inc., 9.75%, 10/15/23 (144A) 1,265,000 $1,448,820
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 5,650,000 $5,700,793
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 7,180,000 $7,527,432
BNP Paribas SA, Floating Rate Note (Perpetual) (144A) 16,300,000 $16,773,775
Boad 5.5% 06may21 144a 34,825,000 $34,866,790
Boardwalk Pipelines LP, 4.95%, 12/15/24 19,158,000 $18,215,359
Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19 3,096,760 $3,098,971
BPCE SA, 4.875%, 4/1/26 (144A) 11,400,000 $11,530,029
Bpl 5.6% 15oct44 1,090,000 $965,082
Bpl 5.85% 15nov43 10,160,000 $9,508,465
Brazil Letras do Tesouro Nacional, 0.0%, 1/1/19 170,000,000 $36,096,822
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $15,590,225
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,814,968
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,385,676
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,467,734
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $17,205,180
Builders FirstSource, Inc., Initial Term Loan, 7/24/22 997,703 $998,171
Bumi Resources Tbk PT, Loan, 11/4/16 1,135,833 $227,167
BWAY Holding Co., Initial Term Loan, 8/8/20 5,118,465 $5,109,507
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $1,867,290
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $381,490
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 5,600,000 $5,705,887
CalAtlantic Group, Inc., 0.25%, 6/1/19 7,140,000 $6,433,388
CalAtlantic Group, Inc., 1.25%, 8/1/32 6,735,000 $7,088,354
CalAtlantic Group, Inc., 5.375%, 10/1/22 6,230,000 $6,445,121
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,049,850
Calpine Corp., Term Loan, 10/9/19 1,061,500 $1,062,274
Calpine Corp., Term Loan, 5/28/22 7,828,406 $7,780,089
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 7,455,000 $5,164,141
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,491,715
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $10,456,900
Capital One Financial Corp., Floating Rate Note (Perpetual) 21,450,000 $21,899,824
Caraustar Industries, Inc., Incremental Term Loan, 5/1/19 5,684,310 $5,672,470
Caraustar Industries, Inc., Term Loan, 5/1/19 300,263 $299,638
Cardtronics, Inc., 1.0%, 12/1/20 3,050,000 $3,062,624
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $20,317,512
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 4,655,000 $4,721,916
CCO Holdings LLC, 5.25%, 9/30/22 2,798,000 $2,901,176
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 21,530,000 $25,565,956
Ccrsg 5.48825% 10apr29 16-Heat-D 1,500,000 $1,513,427
CDS US Intermediate Holdings, Inc., Initial Term Loan (First Lien), 6/25/22 1,496,241 $1,451,353
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,610,986
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,701,396
Cemex SAB de CV, 7.75%, 4/16/26 (144A) 2,790,000 $2,997,778
Cengage Learning Acquisitions, Inc., Term Loan, 3/6/20 3,500,000 $3,486,000
Cengage Learning Holdings II, Inc. 90,687 $1,745,725
Centene Corp., 5.625%, 2/15/21 (144A) 5,850,000 $6,229,336
Centene Corp., 6.125%, 2/15/24 (144A) 3,905,000 $4,172,262
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,281,169
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,016,845
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $2,664,644
Cepheid, 1.25%, 2/1/21 5,365,000 $4,617,067
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 528,807 $529,138
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,515,962 $1,516,910
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 4,974,739 $4,977,848
CEVA GROUP Plc 1,069 $374,045
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $809,708
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $4,744,853
C Flt% 31dec49 Perpetual 7,000,000 $7,207,326
Charter Communications Operating L 1st Lien Tl L + 0% 26may16 3,338,732 $3,338,732
Charter Communications Operating L 1st Lien Tl L + 0% 26may16 543,514 $543,514
China Government Bond, 3.0%, 11/21/19 62,500,000 $9,563,245
China Government Bond, 3.38%, 11/21/24 42,500,000 $6,502,176
CHS, 6.875%, 2/1/22 5,640,000 $5,200,060
CHS, Incremental 2021 Term H Loan, 1/27/21 3,921,427 $3,868,978
CIM Trust 2015-4AG, Floating Rate Note, 11/25/57 (144A) 1,700,000 $1,537,330
Cincinnati Bell, Inc., 8.375%, 10/15/20 7,371,000 $7,580,997
Cinedigm Digital Funding 1 LLC, Term Loan, 2/28/18 809,718 $803,645
Cirsa Funding Luxembourg SA, 5.875%, 5/15/23 5,475,000 $6,487,832
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $3,173,294
Citicorp Residential Mortgage Trust Series 2006-2, 5.89163%, 9/25/36 (Step) 11,984,000 $11,307,696
Citicorp Residential Mortgage Trust Series 2007-1, 5.8114%, 3/25/37 (Step) 10,393,000 $9,037,730
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,316,290
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,058,750
Citigroup Capital XIII, Floating Rate Note, 10/30/40 170,644 $4,462,341
Citigroup Mortgage Loan Trust 2015-PS1, Floating Rate Note, 9/25/42 (144A) 10,000,000 $8,598,623
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,515,018
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,147,664
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 1,080,000 $1,093,838
Cme: (Cdx.Na.Hy.25.V1) Usd 20dec20 Z91vrer63 32,580,000 $1,080,286
Cobalt International Energy, Inc., 2.625%, 12/1/19 4,170,000 $2,143,337
Colony American Finance 2015-1, Ltd., 2.896%, 10/18/47 (144A) 5,800,000 $5,642,864
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 3,500,000 $3,389,841
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,383,468
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $2,037,193
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,119,334
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,456,753
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,724,308
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,316,770
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $3,109,159
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 (144A) 7,500,000 $6,827,326
COMM 2015-CCRE25 Mortgage Trust, Floating Rate Note, 8/12/48 2,000,000 $2,182,956
Comm 3.63% 10oct48 15-Ccre26-A 7,000,000 $7,478,814
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 5,600,000 $5,797,700
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,059,000 $914,215
Commonwealth of Puerto Rico, 8.0%, 7/1/35 7,250,000 $4,818,378
Communications Sales & Leasing, Inc., 6.0%, 4/15/23 (144A) 7,000,000 $6,982,500
Communications Sales & Leasing, Inc., Term Loan, 10/16/22 9,316,533 $9,161,254
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,427,161
Concordia Healthcare Corp., Initial Dollar Term Loan, 10/20/21 5,536,125 $5,504,984
Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18 5,089,088 $5,015,933
Conn's Receivables Funding 2015-A LLC, 4.565%, 9/15/20 (144A) 1,600,000 $579,262
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $20,461,724
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,769,333
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 3,000,000 $976,349
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $112,159
Continental Airlines 2012-2 Class A Pass Through Trust, 4.0%, 10/29/24 5,475,000 $5,040,528
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 200,000 $216,159
ContourGlobal Power Holdings SA, 7.125%, 6/1/19 (144A) 6,625,000 $6,754,118
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,613,449
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4,099,162 $4,117,095
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $1,460,809
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,280,894
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $43,998
Coveris Holdings SA, USD Term Loan, 4/14/19 6,698,702 $6,648,461
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 11,500,000 $11,138,966
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 17,450,000 $18,162,845
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 5,750,000 $5,458,527
Credit Suisse Group Funding Guernsey, Ltd., 3.8%, 9/15/22 24,000,000 $24,387,984
Crestwood Midstream Partners LP, 6.25%, 4/1/23 (144A) 11,925,000 $10,941,602
Crown Castle Towers LLC, 3.222%, 5/15/42 (144A) 3,750,000 $3,817,434
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,339,236
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,480,197
Crowne Group LLC, Term Loan (First Lien), 9/29/20 1,773,000 $1,710,945
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 4,182,484 $4,147,196
CSMC Trust 2013-6, Floating Rate Note, 8/25/43 (144A) 6,051,000 $5,462,079
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 12,205,000 $5,933,944
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 5,000,000 $4,117,237
CSMC Trust 2015-3, Floating Rate Note, 3/25/45 (144A) 4,514,000 $4,338,540
CSMC Trust 2015-WIN1, Floating Rate Note, 12/25/54 (144A) 2,525,000 $1,933,727
CSMLT 2015-2 Trust, Floating Rate Note, 8/28/45 (144A) 10,420,000 $9,418,883
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $15,260,559
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $5,773,385
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,055,261
CWGS Group LLC, Term Loan, 2/20/20 7,129,705 $7,120,793
Darling Global Finance BV, 4.75%, 5/30/22 (144A) 4,485,000 $5,408,571
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $298,406
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $11,855,514
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,257,953
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,695,423
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $4,642,584
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 11,805,000 $7,742,162
DCP Midstream Operating LP, 5.6%, 4/1/44 3,975,000 $3,217,807
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,566,370
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 485,439 $472,089
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $11,875,706
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,209,597 $5,229,133
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $1,942,253
Deltek, Inc., Term Loan (First Lien), 12/31/22 1,000,000 $1,000,000
Denbury Resources, Inc., 4.625%, 7/15/23 10,196,000 $6,127,690
Denbury Resources, Inc., 5.5%, 5/1/22 4,290,000 $2,873,645
Desarrolladora Homex SAB de CV 1,018,282 $201,148
Digicel, Ltd., 6.0%, 4/15/21 (144A) 9,600,000 $8,808,000
Digicel Group, Ltd., 8.25%, 9/30/20 (144A) 1,325,000 $1,218,172
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 5,075,000 $4,652,401
DigitalGlobe, Inc., Term Loan, 1/31/20 8,470,118 $8,507,107
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 6,440,000 $6,704,353
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 6,647,591 $6,647,591
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,310,610
Domino's Pizza Master Issuer LLC, 3.484%, 10/25/45 (144A) 9,500,000 $9,276,886
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $8,656,789
Doosan Infracore International, Inc., Tranche B Term Loan, 4/24/21 1,874,131 $1,851,875
DPx Holdings BV, 2015 Incremental Dollar Term Loan, 1/23/21 2,416,950 $2,400,333
DPx Holdings BV, 7.5%, 2/1/22 (144A) 6,000,000 $6,186,250
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,612,298
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 4,009,906 $1,964,854
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 3,955,000 $3,690,454
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $2,240,859
DT Auto Owner Trust 2015-1, 4.26%, 2/15/22 (144A) 1,800,000 $1,796,418
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $6,745,846
DuPont Fabros Technology LP, 5.875%, 9/15/21 4,605,000 $4,869,068
Dycom Industries, Inc., 0.75%, 9/15/21 (144A) 7,960,000 $8,186,363
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $901,278
DynCorp International, Inc., Term Loan, 7/7/16 3,847,619 $3,761,047
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,810,346 $2,792,078
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,060,225
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $20,352
Eco Services Operations LLC, Initial Term Loan, 10/10/21 1,695,707 $1,655,434
Ecuador Government International Bond, 10.5%, 3/24/20 (144A) 9,387,000 $8,969,279
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 85,000 $717,910
Eden Re II, Ltd., 0.0%, 4/23/19 (Cat Bond) (144A) 6,800,000 $6,921,040
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $24,561,684
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,164,348
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $2,061,468
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,956,245 $2,954,398
Enbridge Energy Partners LP, 7.375%, 10/15/45 19,500,000 $21,698,974
Endo, Ltd., 6.0%, 2/1/25 (144A) 1,975,000 $1,915,421
Endo Finance LLC, 5.875%, 1/15/23 (144A) 11,549,000 $11,256,064
Endo Luxembourg Finance I Co Sarl, 2015 Incremental Term B Loan, 6/24/22 2,487,523 $2,483,376
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $237,677
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $12,589,875
Energy Transfer Equity LP, Loan (2013), 12/2/19 2,650,000 $2,503,145
Engs Commercial Finance Trust 2015-1, 4.5%, 12/22/22 (144A) 1,200,000 $1,201,245
EnLink Midstream Partners LP, 4.4%, 4/1/24 10,465,000 $9,106,103
Ensco Plc, 4.5%, 10/1/24 16,551,000 $11,935,340
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,215,451 $1,215,957
Enterprise Products Operating LLC, 3.7%, 2/15/26 10,886,000 $11,187,431
Enterprise Products Operating LLC, 3.75%, 2/15/25 2,667,000 $2,787,249
Enterprise Products Operating LLC, 3.9%, 2/15/24 803,000 $847,087
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $3,143,679
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,933,974 $1,938,809
EP Energy LLC, Tranche B-3 Loan, 5/24/18 973,901 $779,120
Epiq Systems, Inc., Term Loan, 8/27/20 3,255,035 $3,246,897
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $4,986,033
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,393,544
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,684,676
Equinix, Inc., 5.875%, 1/15/26 2,575,000 $2,786,012
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,785,582
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,928,000 $7,130,810
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 700,000 $462,959
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,137,051
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,559,631 $10,172,475
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $2,806,664
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $10,031,971
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $7,950,621
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 5,119,302 $5,029,715
Fannie Mae, 0.5%, 12/15/33 7,290,000 $6,961,950
Fannie Mae, 3.5%, 11/1/40 10,200,000 $4,481,190
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,118,075
Fannie Mae, 3.5%, 11/1/42 500,000 $365,980
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,751,326
Fannie Mae, 3.5%, 11/1/42 1,050,000 $848,230
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,511,388
Fannie Mae, 3.5%, 12/1/42 50,000 $39,696
Fannie Mae, 3.5%, 2/1/46 7,775,000 $8,103,017
Fannie Mae, 3.5%, 5/12/16 31,575,000 $33,123,386
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,663,619
Fannie Mae, 3.5%, 8/1/42 20,680,354 $15,655,269
Fannie Mae, 3.5%, 8/1/42 12,265,072 $9,222,793
Fannie Mae, 3.5%, 9/1/45 7,730,000 $7,756,209
Fannie Mae, 4.0%, 1/1/42 8,038,832 $2,836,374
Fannie Mae, 4.0%, 1/1/42 16,959,804 $9,569,573
Fannie Mae, 4.0%, 1/1/45 47,503 $46,025
Fannie Mae, 4.0%, 10/1/43 6,376,304 $5,237,485
Fannie Mae, 4.0%, 10/1/44 916,768 $513,275
Fannie Mae, 4.0%, 10/1/44 27,510 $23,728
Fannie Mae, 4.0%, 10/1/44 267,357 $209,710
Fannie Mae, 4.0%, 10/1/44 792,663 $662,335
Fannie Mae, 4.0%, 10/1/44 231,617 $192,908
Fannie Mae, 4.0%, 10/1/45 8,205,000 $8,643,876
Fannie Mae, 4.0%, 11/1/41 7,857,077 $2,409,254
Fannie Mae, 4.0%, 11/1/41 55,000 $15,643
Fannie Mae, 4.0%, 11/1/42 1,510,120 $677,074
Fannie Mae, 4.0%, 11/1/43 8,931,305 $8,006,150
Fannie Mae, 4.0%, 11/1/43 3,398,541 $2,671,932
Fannie Mae, 4.0%, 11/1/44 597,673 $506,980
Fannie Mae, 4.0%, 11/1/44 219,297 $180,428
Fannie Mae, 4.0%, 11/1/44 857,810 $736,509
Fannie Mae, 4.0%, 11/1/44 279,401 $231,215
Fannie Mae, 4.0%, 11/1/44 725,000 $641,408
Fannie Mae, 4.0%, 11/1/45 9,225,000 $9,636,962
Fannie Mae, 4.0%, 12/1/23 370,833 $63,726
Fannie Mae, 4.0%, 12/1/30 50,000 $17,438
Fannie Mae, 4.0%, 12/1/40 9,810,000 $5,726,404
Fannie Mae, 4.0%, 12/1/41 17,790,000 $5,717,314
Fannie Mae, 4.0%, 12/1/41 220,620 $91,488
Fannie Mae, 4.0%, 12/1/41 45,515,613 $20,795,434
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,521,031
Fannie Mae, 4.0%, 12/1/44 165,188 $131,555
Fannie Mae, 4.0%, 2/1/42 6,625,000 $2,661,641
Fannie Mae, 4.0%, 2/1/44 4,875,746 $4,807,898
Fannie Mae, 4.0%, 2/1/44 3,344,903 $2,843,901
Fannie Mae, 4.0%, 4/1/41 450,000 $271,248
Fannie Mae, 4.0%, 4/1/42 10,925,000 $7,309,843
Fannie Mae, 4.0%, 4/1/42 9,200,000 $3,735,560
Fannie Mae, 4.0%, 4/1/42 4,500,000 $2,386,274
Fannie Mae, 4.0%, 5/1/42 530,000 $355,709
Fannie Mae, 4.0%, 6/1/42 933,899 $582,103
Fannie Mae, 4.0%, 6/1/44 1,896,658 $1,289,533
Fannie Mae, 4.0%, 7/1/18 75,000 $1,897
Fannie Mae, 4.0%, 7/1/42 424,314 $201,394
Fannie Mae, 4.0%, 7/1/42 2,850,000 $1,847,484
Fannie Mae, 4.0%, 7/1/44 19,620,000 $15,147,323
Fannie Mae, 4.0%, 8/1/42 25,000,000 $15,816,445
Fannie Mae, 4.0%, 8/1/43 6,883,801 $4,272,894
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,226,547
Fannie Mae, 4.0%, 8/1/44 10,525,000 $9,137,105
Fannie Mae, 4.0%, 9/1/37 1,307,922 $828,956
Fannie Mae, 4.0%, 9/1/44 286,008 $215,656
Fannie Mae, 4.5%, 11/1/40 23,633,686 $7,157,845
Fannie Mae, 4.5%, 11/1/43 14,886,677 $5,865,396
Fannie Mae, 4.5%, 12/1/40 721,000 $350,450
Fannie Mae, 4.5%, 12/1/40 54,806,862 $17,821,603
Fannie Mae, 4.5%, 12/1/41 60,000 $40,397
Fannie Mae, 4.5%, 2/1/44 15,392,410 $8,770,494
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,020,015
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,129,062
Fannie Mae, 4.5%, 4/1/41 25,000 $8,417
Fannie Mae, 4.5%, 5/1/41 24,220,767 $5,035,577
Fannie Mae, 4.5%, 7/1/41 12,477,165 $3,850,190
Fannie Mae, 4.5%, 7/1/41 39,417,029 $16,126,898
Fannie Mae, 4.5%, 8/1/40 1,000,000 $227,689
Fannie Mae, 4.5%, 8/1/41 71,193,582 $19,959,487
Fannie Mae, 4.5%, 9/1/41 2,700,000 $824,272
Fannie Mae, 4.5%, 9/1/43 17,709,372 $10,982,558
Fannie Mae, 5.0%, 1/1/39 27,744,910 $1,819,610
Fannie Mae, 5.0%, 1/1/45 41,000,000 $32,625,260
Fannie Mae, 5.0%, 10/1/40 1,617,334 $802,944
Fannie Mae, 5.0%, 11/1/44 57,000,000 $42,647,908
Fannie Mae, 5.0%, 2/1/22 6,603,277 $230,317
Fannie Mae, 5.0%, 4/1/22 327,117 $10,039
Fannie Mae, 5.0%, 5/1/38 9,123,173 $585,936
Fannie Mae, 5.0%, 5/1/41 2,252,877 $617,820
Fannie Mae, 5.0%, 6/1/22 639,720 $28,802
Fannie Mae, 5.0%, 6/1/22 2,077,680 $76,772
Fannie Mae, 5.0%, 6/1/35 77,359,128 $5,334,408
Fannie Mae, 5.0%, 6/1/40 3,027,156 $544,308
Fannie Mae, 5.0%, 6/1/40 11,550,000 $3,083,651
Fannie Mae, 5.0%, 7/1/35 42,393,553 $3,038,074
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,279,406
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,214,653
Fannie Mae, 5.0%, 7/1/39 2,516,008 $696,183
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,154,493
Fannie Mae, 5.0%, 7/1/40 11,275,000 $2,293,662
Fannie Mae, 5.0%, 7/1/41 1,681,264 $605,561
Fannie Mae, 5.0%, 8/1/35 24,222,081 $1,832,087
Fannie Mae, 5.0%, 9/1/43 35,004,024 $16,515,012
Fannie Mae, 5.5%, 12/1/35 2,799,824 $249,341
Fannie Mae, 5.5%, 3/1/21 5,000,000 $368,769
Fannie Mae, 5.5%, 3/1/36 900,090 $105,562
Fannie Mae, 5.5%, 4/1/34 2,750,000 $135,198
Fannie Mae, 5.5%, 4/1/36 2,000,200 $101,065
Fannie Mae, 5.5%, 5/1/33 750,000 $41,216
Fannie Mae, 5.5%, 6/1/33 852,000 $25,938
Fannie Mae, 5.5%, 7/1/33 1,900,000 $64,837
Fannie Mae, 6.0%, 1/1/33 502,267 $13,687
Fannie Mae, 6.0%, 1/1/34 1,800,000 $92,890
Fannie Mae, 6.0%, 10/1/32 200,552 $3,116
Fannie Mae, 6.0%, 11/1/32 350,000 $6,477
Fannie Mae, 6.0%, 12/1/32 3,234,929 $63,344
Fannie Mae, 6.0%, 12/1/33 2,000,000 $105,362
Fannie Mae, 6.0%, 12/1/37 7,118,373 $235,349
Fannie Mae, 6.0%, 3/1/32 100,000 $1,869
Fannie Mae, 6.0%, 3/1/33 350,000 $2,950
Fannie Mae, 6.0%, 3/1/33 250,000 $7,651
Fannie Mae, 6.0%, 4/1/38 5,765,562 $314,448
Fannie Mae, 6.0%, 5/1/33 1,200,000 $96,348
Fannie Mae, 6.0%, 6/1/37 4,500,000 $285,798
Fannie Mae, 6.0%, 7/1/17 4,000,000 $14,060
Fannie Mae, 6.0%, 7/1/38 2,040,000 $148,959
Fannie Mae, 6.5%, 10/1/32 511,093 $15,347
Fannie Mae, 6.5%, 11/1/32 400,000 $4,193
Fannie Mae, 6.5%, 2/1/32 99,991 $1,278
Fannie Mae, 6.5%, 3/1/32 124,988 $4,157
Fannie Mae, 6.5%, 4/1/29 40,000 $374
Fannie Mae, 6.5%, 5/1/31 392,161 $1,479
Fannie Mae, 6.5%, 6/1/31 25,095 $304
Fannie Mae, 6.5%, 8/1/32 340,598 $3,056
Fannie Mae, 7.0%, 2/1/29 43,569 $449
Fannie Mae, 7.0%, 5/1/28 200,000 $1,357
Fannie Mae, 7.0%, 7/1/31 306,031 $618
Fannie Mae, 7.5%, 1/1/28 115,000 $969
Far East Capital, Ltd. SA, 8.0%, 5/2/18 3,150,000 $1,337,350
FCA US LLC, Term Loan B, 5/24/17 10,566,338 $10,580,455
Federal Home Loan Mortgage Corp., 2.5%, 1/1/30 1,090,059 $999,249
Federal Home Loan Mortgage Corp., 2.5%, 4/1/30 610,000 $583,010
Federal Home Loan Mortgage Corp., 3.0%, 11/1/42 20,975,000 $16,217,995
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 8,100,000 $3,221,014
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $8,498,272
Federal Home Loan Mortgage Corp., 3.5%, 7/1/45 645,000 $671,705
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 7,100,000 $6,045,343
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $908,606
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $1,913,253
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $1,977,610
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,433,453
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $539,192
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,233,226 $810,115
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,124,140
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 5,934,035 $2,875,289
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $46,489
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $131,422
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $1,920,805
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $207,474
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $88,850
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $54,784
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $7,591,439
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $343,902
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $283,785
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $235,614
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $50,147
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $215,776
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $428,601
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $607,011
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $1,500
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5,055,000 $4,255,948
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $94,070
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $83,849
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $9,664
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $115,480
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $199,466
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $10,828
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $17,693
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $45,739
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $176,868
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $166,970
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,625
Federal-Mogul Holdings Corp., Tranche C Term Loan (2014), 4/15/21 2,481,061 $2,375,616
Federal National Mortgage Association, 4.0%, 2/1/44 29,000 $21,316
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $853,224
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $2,445,544
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $136,446
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,041,172
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 1,764,765 $1,771,163
First Data Corp., New 2022B Dollar Term Loan, 7/10/22 3,000,000 $3,002,679
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $498,389
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $98,077
Fitness & Sports Clubs LLC, Term B Loan, 6/25/20 8,691,734 $8,539,629
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,427,427
Fkmt Flt% 25mar45 15-1-B3 4,835,000 $4,521,253
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,861,928
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $15,776,333
Flt% 15jun16 2,260,378 $2,284,564
Flt% 31mar19 7,000,000 $7,011,200
Flt% 31mar19 4,000,000 $4,000,000
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,719,648
Fly Leasing, Ltd., 6.75%, 12/15/20 4,953,000 $5,096,947
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 4,031,818 $3,815,611
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $313,097
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 7,530,900 $6,293,106
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $7,463,166
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $98,374
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $2,969,450
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,193,156
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,610,888
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,080,018
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 9,582,000 $10,035,925
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,736,962
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,156,390
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,793,303
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,008,665
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,441,087
Fresenius US Finance II, Inc., 4.5%, 1/15/23 (144A) 3,700,000 $3,841,063
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,214,505
Frontier Communications Corp., 10.5%, 9/15/22 (144A) 285,000 $296,969
Frontier Communications Corp., 7.125%, 1/15/23 1,535,000 $1,390,374
Frontier Communications Corp., 8.5%, 4/15/20 9,855,000 $10,456,566
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $10,263,315
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 285,000 $304,905
Galileo Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 6,150,000 $6,207,844
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,037,972 $1,021,970
Garda World Security Corp., Term B Loan, 11/1/20 4,057,529 $3,994,974
Gates Global LLC, Initial Dollar Term Loan, 6/12/21 3,087,800 $2,968,147
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,397,916
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $837,078
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 2,000,000 $1,310,605
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $9,393,510
General Motors Co., 6.6%, 4/1/36 15,110,000 $17,866,265
GENEX Holdings, Inc., Term B Loan (First Lien), 5/22/21 2,055,760 $2,037,772
Ghgb 24.5% 22apr19 41,095,000 $10,986,063
Gilead Sciences, Inc., 4.6%, 9/1/35 10,275,000 $11,346,373
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $2,063,122
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $4,743,340
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 200,324 $199,823
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 2,100,000 $230,082
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $1,369,524
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 14,941,131 $3,213,863
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 84,170,000 $4,683,025
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $11,661,311
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $3,638,129
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,614,402
Golar LNG Partners LP, Floating Rate Note, 10/12/17 34,000,000 $4,104,662
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,844,403
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 18,840,000 $17,674,079
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $1,576,369
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $5,804,369
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $7,804,306
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $674,353
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $15,053,968
Government National Mortgage Association I, 3.5%, 5/23/16 34,025,000 $35,983,781
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $13,191,227
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $13,409,414
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $18,850
Government National Mortgage Association I, 4.0%, 1/15/41 137,728 $68,828
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $73,371
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $12,476
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $20,724
Government National Mortgage Association I, 4.0%, 1/15/42 5,790,059 $1,839,300
Government National Mortgage Association I, 4.0%, 1/15/45 2,552,971 $2,039,354
Government National Mortgage Association I, 4.0%, 1/15/45 2,799,264 $1,958,873
Government National Mortgage Association I, 4.0%, 1/15/45 478,684 $312,748
Government National Mortgage Association I, 4.0%, 1/15/45 3,342,393 $2,843,697
Government National Mortgage Association I, 4.0%, 10/15/40 350,000 $133,374
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $18,815
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $37,181
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $216,166
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $20,437
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $28,475
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $14,744
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $13,344
Government National Mortgage Association I, 4.0%, 10/15/42 78,039 $37,512
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $9,960
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $8,374
Government National Mortgage Association I, 4.0%, 10/15/44 2,889,550 $1,670,545
Government National Mortgage Association I, 4.0%, 10/15/44 159,851 $121,501
Government National Mortgage Association I, 4.0%, 10/15/44 500,291 $366,329
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $19,143
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $76,658
Government National Mortgage Association I, 4.0%, 11/15/40 1,999,477 $715,228
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $300,443
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $27,305
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $72,211
Government National Mortgage Association I, 4.0%, 11/15/41 389,492 $286,541
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $17,701
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $17,775
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $15,069
Government National Mortgage Association I, 4.0%, 11/15/44 161,099 $92,187
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $28,875
Government National Mortgage Association I, 4.0%, 11/15/44 134,324 $63,980
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $533,789
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $14,879
Government National Mortgage Association I, 4.0%, 12/15/40 550,167 $173,835
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $16,643
Government National Mortgage Association I, 4.0%, 12/15/40 4,755,953 $1,728,590
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $15,720
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $19,522
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $26,704
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $706,353
Government National Mortgage Association I, 4.0%, 12/15/44 335,845 $241,241
Government National Mortgage Association I, 4.0%, 12/15/44 231,066 $148,691
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $21,558
Government National Mortgage Association I, 4.0%, 12/15/44 1,046,830 $734,127
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,240,447
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $30,232
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,384,055
Government National Mortgage Association I, 4.0%, 2/15/42 854,217 $292,775
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $26,831
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $10,700
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $19,270
Government National Mortgage Association I, 4.0%, 2/15/42 842,541 $354,380
Government National Mortgage Association I, 4.0%, 2/15/44 474,636 $386,876
Government National Mortgage Association I, 4.0%, 2/15/45 3,761,677 $3,027,149
Government National Mortgage Association I, 4.0%, 2/15/45 269,204 $159,515
Government National Mortgage Association I, 4.0%, 2/15/45 534,346 $351,315
Government National Mortgage Association I, 4.0%, 2/15/45 558,953 $453,461
Government National Mortgage Association I, 4.0%, 2/15/45 2,507,462 $1,813,239
Government National Mortgage Association I, 4.0%, 2/15/45 319,725 $164,144
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $12,779
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $120,908
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $5,101,313
Government National Mortgage Association I, 4.0%, 3/15/44 555,005 $296,989
Government National Mortgage Association I, 4.0%, 3/15/44 249,725 $158,262
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $271,840
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $8,671,560
Government National Mortgage Association I, 4.0%, 3/15/44 645,336 $271,942
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $971,825
Government National Mortgage Association I, 4.0%, 3/15/45 3,891,400 $1,762,822
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $16,753
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $20,393
Government National Mortgage Association I, 4.0%, 4/15/40 721,285 $312,461
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $31,001
Government National Mortgage Association I, 4.0%, 4/15/43 4,914,965 $3,116,266
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $15,954
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $1,235,507
Government National Mortgage Association I, 4.0%, 4/15/44 596,909 $353,242
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $30,875
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $2,477,305
Government National Mortgage Association I, 4.0%, 4/15/45 730,564 $313,017
Government National Mortgage Association I, 4.0%, 5/15/41 780,194 $347,986
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,082
Government National Mortgage Association I, 4.0%, 5/15/41 450,351 $160,234
Government National Mortgage Association I, 4.0%, 5/15/42 4,042,478 $2,256,984
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $18,909
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $308,199
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $142,541
Government National Mortgage Association I, 4.0%, 5/15/44 1,157,236 $618,523
Government National Mortgage Association I, 4.0%, 5/15/45 456,684 $413,922
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $14,648
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $5,143,875
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $16,856
Government National Mortgage Association I, 4.0%, 6/15/42 376,534 $222,214
Government National Mortgage Association I, 4.0%, 6/15/42 826,766 $481,751
Government National Mortgage Association I, 4.0%, 6/15/42 466,027 $196,933
Government National Mortgage Association I, 4.0%, 6/15/43 354,866 $134,268
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $28,248
Government National Mortgage Association I, 4.0%, 7/15/40 1,811,374 $664,826
Government National Mortgage Association I, 4.0%, 7/15/41 1,042,737 $385,771
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $22,877
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $28,259
Government National Mortgage Association I, 4.0%, 7/15/41 576,895 $217,375
Government National Mortgage Association I, 4.0%, 7/15/41 256,115 $84,795
Government National Mortgage Association I, 4.0%, 7/15/41 1,153,060 $326,451
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $203,108
Government National Mortgage Association I, 4.0%, 7/15/45 91,415 $91,828
Government National Mortgage Association I, 4.0%, 8/15/40 911,552 $328,929
Government National Mortgage Association I, 4.0%, 8/15/40 1,708,228 $521,512
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $27,229
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,849
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $11,209
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $175,106
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $1,042,398
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $223,839
Government National Mortgage Association I, 4.0%, 8/15/44 1,072,177 $773,425
Government National Mortgage Association I, 4.0%, 8/15/44 419,333 $240,690
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $322,677
Government National Mortgage Association I, 4.0%, 8/15/44 4,961,082 $3,023,268
Government National Mortgage Association I, 4.0%, 8/15/44 4,378,456 $2,999,648
Government National Mortgage Association I, 4.0%, 9/15/40 384,588 $122,845
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $16,296
Government National Mortgage Association I, 4.0%, 9/15/41 921,511 $537,877
Government National Mortgage Association I, 4.0%, 9/15/41 240,401 $70,938
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $12,382
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $14,878
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $1,453,331
Government National Mortgage Association I, 4.0%, 9/15/41 300,440 $168,489
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $18,148
Government National Mortgage Association I, 4.0%, 9/15/43 490,000 $259,144
Government National Mortgage Association I, 4.0%, 9/15/43 452,015 $163,649
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $31,010
Government National Mortgage Association I, 4.0%, 9/15/44 4,957,680 $2,911,501
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $77,074
Government National Mortgage Association I, 4.0%, 9/15/44 247,591 $162,729
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $1,660,052
Government National Mortgage Association I, 4.0%, 9/15/44 2,323,967 $1,814,229
Government National Mortgage Association I, 4.0%, 9/15/44 12,213,075 $7,568,199
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $371,925
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $19,152
Government National Mortgage Association I, 4.0%, 9/15/44 658,411 $426,999
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $351,979
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $1,032,122
Government National Mortgage Association I, 4.0%, 9/15/44 506,535 $244,454
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $6,545,314
Government National Mortgage Association I, 4.0%, 9/15/44 4,511,055 $3,040,203
Government National Mortgage Association I, 4.0%, 9/15/44 967,745 $710,706
Government National Mortgage Association I, 4.0%, 9/15/45 281,424 $298,844
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $884,540
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $184,315
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $2,563,429
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $2,453,098
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $134,394
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $102,846
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $1,704,617
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $2,809,356
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $1,769,616
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $813,096
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $5,169,275
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $269,196
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $562,862
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $13,881
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $74,923
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $145,200
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $618,484
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $630,696
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $230,856
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $147,062
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $202,447
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $21,348
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $320,572
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $521
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $173,435
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $111,516
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $466,861
Government National Mortgage Association I, 5.5%, 2/15/37 172 $18
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $3,195
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $127,975
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $243,899
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $138,341
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $204,541
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $136,027
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $125,492
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $328,516
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $64,002
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $165,080
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $64,990
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $48,298
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $81,913
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $315,901
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $11,764
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $126,756
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $31,324
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $60,334
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $83,565
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $445,624
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $3,182
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,059
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $255,468
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $101,855
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $138,474
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $12,925
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $98,658
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $58,855
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $11
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $506,612
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $47,563
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $182,415
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $13,544
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $29,180
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $102,308
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $268,499
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $35,504
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $41,085
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $211,791
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $88,750
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $595,983
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $53
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $192,073
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $11,880
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $61,805
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $118,911
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $12,387
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $5,044
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $4,292
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $16,121
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $66,057
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $404
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $4,755
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $2,368
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,172
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $24,301
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,289
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $3,647
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,602
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,111
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $26,588
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $3,539
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $3,621
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $41,363
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $80,313
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $46,584
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $648
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $499
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,651
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $961
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $8,694
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $106
Government National Mortgage Association II, 3.5%, 3/20/45 2,818,193 $2,757,779
Government National Mortgage Association II, 3.5%, 3/20/46 3,150,000 $3,359,089
Government National Mortgage Association II, 3.5%, 4/20/45 1,307,438 $1,297,682
Government National Mortgage Association II, 3.5%, 4/20/45 3,400,000 $3,537,526
Government National Mortgage Association II, 3.5%, 4/20/45 3,268,335 $3,342,920
Government National Mortgage Association II, 3.5%, 8/20/45 13,275,000 $13,126,911
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $9,726,103
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $550,550
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,048,269
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $535,818
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $6,097,698
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $11,776
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $167,911
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $239,456
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $70,860
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $347
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $5,857
GreenPoint Home Equity Loan Trust 2004-2, Floating Rate Note, 1/15/30 80,170,000 $383,881
Griffon Corp., 5.25%, 3/1/22 312,000 $316,245
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 16,216,000 $16,755,078
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,113,412
Gsaa Flt% 25aug35 05-9-M1 7,000,000 $5,325,166
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $196,611
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,691,917
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 7,305,000 $7,204,794
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,225,780
GTP Acquisition Partners I LLC, 2.35%, 6/15/45 (144A) 11,000,000 $10,984,371
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,030,168
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 6,975,000 $6,674,911
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,619,950
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $181,339
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,520,949
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,259,958
HC Group Holdings III, Inc., Initial Term Loan (First Lien), 3/25/22 2,992,481 $2,997,470
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,819,834
Hexion, Inc., 8.875%, 2/1/18 1,575,000 $1,255,182
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,142,545
Hilcorp Energy I LP, 5.75%, 10/1/25 (144A) 8,470,000 $8,022,208
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $5,901,685
Hmac Flt% 25jul34 04-3-M2 1,624,000 $1,028,514
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $11,782,807
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,151,817
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $831,681
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21 2,412,438 $2,367,204
Hubbard Radio LLC, Term Loan, 5/12/22 1,951,807 $1,904,638
Huntington Ingalls Industries, Inc., 5.0%, 11/15/25 (144A) 2,520,000 $2,706,200
Hyperion Insurance Group, Ltd., Initial Term Loan, 3/26/22 1,683,000 $1,673,183
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,598,917
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,133,916 $6,124,335
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 500,000 $506,063
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,383,798
ICBCIL Finance Co, Ltd., Floating Rate Note, 11/13/18 (144A) 14,275,000 $14,427,236
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $5,062,914
Immucor, Inc., Term B-2 Loan, 8/19/18 2,752,120 $2,637,448
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $2,511,435
Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36 2,084,000 $1,424,155
Impax Laboratories, Inc., 2.0%, 6/15/22 (144A) 2,285,000 $2,132,191
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $1,883,393
Ineos Finance Plc, 4.0%, 5/1/23 (144A) 16,450,000 $18,751,009
ING Groep NV, Floating Rate Note, 12/29/49 25,229,000 $23,290,221
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $4,753,234
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,822,627
Intel Corp., 4.9%, 7/29/45 25,090,000 $29,038,391
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 2,449,165 $2,302,827
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,235,235
International Bank for Reconstruction & Development, 3.5%, 1/22/21 56,560,000 $40,663,889
International Bank for Reconstruction & Development, 4.625%, 10/6/21 11,030,000 $8,320,313
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,411,682
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $16,129,619
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $17,246,622
International Game Technology, 7.5%, 6/15/19 120,000 $135,525
International Game Technology Plc, 6.5%, 2/15/25 (144A) 6,926,000 $7,106,365
International Paper Co., 3.8%, 1/15/26 3,225,000 $3,402,150
International Paper Co., 6.0%, 11/15/41 10,035,000 $11,963,326
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,537,754
Intesa Sanpaolo S.p.A., Floating Rate Note (Perpetual) (144A) 16,850,000 $15,741,223
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $382,685
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $592,643
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,456,289
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $7,257,628
Israel Electric Corp, Ltd., 5.0%, 11/12/24 1,750,000 $1,911,146
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,416,131
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,358,417
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,077,326
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,656,925
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 4,865,000 $4,671,829
Jazz Investments I, Ltd., 1.875%, 8/15/21 8,500,000 $9,489,453
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 4,600,000 $4,728,481
JBS USA LLC, 2015 Incremental Term Loan, 9/18/22 1,283,130 $1,282,061
JBS USA LLC, 5.75%, 6/15/25 (144A) 2,235,000 $2,104,392
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $4,942,466
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $1,779,355
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $19,634,430
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $5,097,079
JPMCC Re-REMIC Trust 2014-FRR1, Floating Rate Note, 4/27/44 (144A) 2,770,000 $2,687,871
Jpmmt Flt% 25may43 13-2-B3 3,208,500 $3,122,050
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $601,479
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $11,097,460
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 15,886,000 $17,840,574
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 1,000,000 $860,706
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $3,907,692
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,398,798
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,688,935
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,214,097
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $8,262,397
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,783,053
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,599,320
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,120,000 $4,768,611
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $2,960,231
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $5,331,875
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 5,148,000 $3,975,059
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $1,720,513
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,200,000 $1,764,977
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $4,745,640
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 19,497,000 $17,670,932
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3,025,000 $2,764,329
JP Morgan Trust 2015-1 REMICS, Floating Rate Note, 12/25/44 (144A) 7,438,900 $6,874,623
JP Morgan Trust 2015-5, Floating Rate Note, 5/25/45 (144A) 2,126,000 $1,921,076
JP Morgan Trust 2015-6, Floating Rate Note, 10/25/45 (144A) 10,000,000 $9,475,281
Kane-Pi1 Flt% 07jul16 7,017,560 $7,035,806
Kane Sac Zero% 15jun16 3,589,193 $3,588,834
Kane Zero% 30jun16 8,446,500 $166,396
Kane Zero% 30jun16 2,753,000 $82,590
Kane Zero% 30jun16 11,480,000 $234,192
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,340,750
KB Home, 1.375%, 2/1/19 8,790,000 $8,462,786
KB Home, 7.625%, 5/15/23 5,985,000 $6,313,863
KB Home, 8.0%, 3/15/20 1,500,000 $1,635,000
KC Mergersub, Inc., Initial Term Loan (First Lien), 8/13/22 1,875,288 $1,865,912
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,422,371
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 4,000,000 $3,856,650
Keurig Green Mountain, Inc., Term B USD Loan, 2/10/23 1,893,333 $1,904,756
Key Safety Systems, Inc., Initial Term Loan, 7/28/21 1,985,814 $1,989,537
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,193,843
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 5,100,000 $5,147,303
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 3,400,000 $3,459,774
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $928,539
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,301,463
Kinder Morgan, Inc. Delaware, 5.05%, 2/15/46 19,498,000 $17,516,863
Kinder Morgan, Inc. Delaware, 5.55%, 6/1/45 23,385,000 $22,324,533
Kindred Healthcare, Inc., 6.375%, 4/15/22 5,070,000 $4,652,517
Kindred Healthcare, Inc., New Term Loan, 4/10/21 8,530,490 $8,509,164
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,469,619 $8,477,030
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $2,571,653
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $22,117,063
Kloeckner Pentaplast of America, Inc., Initial U.S. Borrower Dollar Term Loan, 4/22/20 290,250 $290,976
KP Germany Erste GmbH, Initial German Borrower Dollar Term Loan, 4/22/20 124,038 $124,349
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 715,849 $716,654
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,243,766
Landry's, Inc., B Term Loan, 4/24/18 7,256,838 $7,272,716
Language Line LLC, Initial Term Loan (First Lien), 7/2/21 3,543,479 $3,532,406
Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A) 16,375,000 $14,880,781
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 2,992,194 $2,782,741
LDK Solar Co, Ltd., 5.535%, 12/31/18 2,051,820 $307,773
LDK Solar Co, Ltd. (A.D.R.) 136,114 $3,730
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 1,200,000 $1,186,556
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 1,600,000 $1,571,949
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $219,928
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,146,528
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,023,162
Lebac Zero% 11may16 47,143,861 $3,275,810
Lebac Zero% 18may16 81,378,780 $5,599,340
Lebac Zero% 28dec16 73,217,348 $4,282,887
Legg Mason, Inc., 4.75%, 3/15/26 10,050,000 $10,478,159
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,388,100
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $511,321
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $718,719
Level 3 Financing, Inc., 5.375%, 1/15/24 (144A) 4,200,000 $4,328,844
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $13,951,422
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $4,898,980
Liberty Tire Recycling Llc 185,819 $1,858
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 4,123,108 $3,145,588
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,264,250 $1,178,913
Lloyds Banking Group Plc, 4.65%, 3/24/26 7,200,000 $7,345,807
Lloyds Banking Group Plc, Floating Rate Note, 6/27/49 (Perpetual) 1,395,000 $1,568,338
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $278,447
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 12,050,000 $12,130,936
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,950,000 $6,044,704
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $142,500
LSTAR Commercial Mortgage Trust 2015-3, Floating Rate Note, 4/22/48 (144A) 8,410,000 $8,520,758
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 14,099,000 $12,189,365
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/2/20 (144A) 4,050,000 $3,350,303
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,000,000 $4,840,863
MacDermid, Inc., Tranche B-2 Term Loan, 6/7/20 1,308,438 $1,286,592
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,016,438 $4,933,747
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 11,800,000 $12,309,375
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,687,992
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $8,963,974
MA FinanceCo LLC, Initial Tranche B Term Loan, 10/7/21 2,385,885 $2,386,482
Marfrig Holdings Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $16,133,734
Marfrig Holdings Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,439,592
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $4,017,917
Masco Corp., 4.375%, 4/1/26 19,280,000 $19,959,151
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 28,773 $1,205
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,423,932
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,356,595
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,734,400 $3,739,068
MediArena Acquisition BV, Dollar Term B Loan (First Lien), 8/6/21 2,472,393 $2,122,137
MEDNAX, Inc., 5.25%, 12/1/23 (144A) 2,500,000 $2,639,271
Meritage Homes Corp., 7.0%, 4/1/22 2,685,000 $2,894,803
Meritor, Inc., 6.25%, 2/15/24 1,900,000 $1,720,490
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,791,513
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $910,747
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $931,237
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 3,400,000 $3,448,141
Methanex Corp., 4.25%, 12/1/24 6,750,000 $5,914,338
Methanol Holdings Trinidad, Ltd., Initial Term Loan, 6/2/22 4,242,938 $3,945,932
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $17,004,445
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,124,004
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $18,735,304
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $14,670,066
MGM Resorts International, 6.0%, 3/15/23 7,115,000 $7,444,069
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,735,300
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 14,145,000 $11,612,892
Micron Technology, Inc., 5.875%, 2/15/22 3,600,000 $3,221,063
Microsemi Corp., Closing Date Term B Loan, 12/17/22 1,420,200 $1,432,272
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,000,180
Milacron LLC, Term Loan, 9/28/20 3,500,000 $3,508,750
Milea Flt% 15jul17 693,676,297 $6,485,969
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,379,861
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 11,120,000 $11,516,150
Mirion Technologies Finance LLC, Initial Term Loan (First Lien), 1/26/22 5,222,250 $5,187,433
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 6,953,104 $6,918,339
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,906,371
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 6.625%, 10/14/22 (144A) 3,500,000 $3,789,431
MMM Holdings, Inc., MMM Term Loan, 12/12/17 1,826,509 $1,191,797
Molina Healthcare, Inc., 1.625%, 8/15/44 4,099,000 $4,589,386
Molina Healthcare, Inc., 5.375%, 11/15/22 (144A) 8,895,000 $9,409,860
Monitronics International, Inc., Term B Loan (2013), 3/23/18 6,197,987 $5,950,068
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,884,980
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,893,881
Morgan Stanley, Floating Rate Note (Perpetual) 1,750,000 $1,760,828
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 2,075,000 $2,143,509
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 3,000,000 $2,976,349
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 3,997,000 $3,627,804
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1,855,000 $1,351,890
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 3,935,000 $3,354,452
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1,854,000 $1,483,793
Morgan Stanley Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 6/25/44 (144A) 1,800,000 $1,723,058
Morgan Stanley Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 6/25/44 (144A) 5,493,000 $5,318,651
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $1,958,842
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,242,764
MPG Holdco I, Inc., Tranche B-1 Term Loan (2015), 10/20/21 2,438,707 $2,428,255
MPLX LP, 4.875%, 12/1/24 (144A) 17,410,000 $17,320,305
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $549,794
Msc 4.012% 09sep32 14-150e-As 2,300,000 $2,470,625
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,327,863 $866,430
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,276,891
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,274,579
Namibia International Bonds, 5.25%, 10/29/25 (144A) 9,860,000 $9,951,263
National Financial Partners Corp., 2014 Specified Refinancing Term Loan, 7/1/20 2,689,070 $2,663,021
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 1,285,186 $1,283,981
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,570,566
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $662,431
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,152,271
Navios Maritime Partners LP, Term Loan, 6/27/18 3,526,641 $3,121,077
Navistar, Inc., Tranche B Term Loan, 8/17/17 2,649,000 $2,518,757
NCR Corp., 6.375%, 12/15/23 10,635,000 $11,314,643
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 10,150,000 $8,598,819
Nevada Power Co., 6.5%, 8/1/18 85,000 $95,856
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,346,074
Newhall Land Development LLC 269,588 $718,856
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $19,174,863
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,793,312 $5,344,672
NewStar Commercial Lease Funding 2015-1 LLC, 3.27%, 4/15/19 (144A) 2,500,000 $1,426,062
New Zealand Government Bond, 4.5%, 4/15/27 47,070,000 $37,936,125
Nexeo Solutions LLC, Initial Loans, 9/8/17 2,000,000 $1,997,500
Nexeo Solutions LLC, Term B-3 Loan, 9/9/17 2,400,000 $2,400,000
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,150,000 $1,140,552
NN, Inc., Initial Term Loan, 10/2/22 14,754,017 $14,680,247
Noble Energy, Inc., 5.625%, 5/1/21 2,860,000 $3,018,984
Nord Anglia Education Finance LLC, Initial Term Loan, 3/21/21 5,353,883 $5,260,190
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,615,546
Nortek, Inc., Incremental-1 Loan, 10/30/20 3,367,359 $3,321,058
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,455,461
Norway Government Bond, 4.25%, 5/19/17 189,000,000 $25,250,921
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $17,082,052
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,622,524
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 6,995,000 $6,799,337
Novelis, Inc., Initial Term Loan, 5/28/22 3,548,188 $3,535,325
NRG Energy, Inc., 6.25%, 5/1/24 7,725,000 $7,771,940
NRG Energy, Inc., 7.875%, 5/15/21 3,400,000 $3,657,359
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $9,452,455
Nrpmt Flt% 25jul43 13-1-B4 4,950,000 $4,124,257
NSG Holdings LLC, New Term Loan, 12/11/19 3,645,029 $3,590,353
Nuance Communications, Inc., 1.0%, 12/15/35 (144A) 1,125,000 $1,021,188
Numericable-SFR SA, 6.0%, 5/15/22 (144A) 5,350,000 $5,423,830
Nwl 5% 15nov23 144a 4,385,563 $4,529,161
NXP Semiconductors NV, 1.0%, 12/1/19 5,100,000 $5,796,858
Oct22 Homex* C @ 12500000000 209,523 $0
Oct22 Homex* C @ 15000000000 209,523 $0
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 1,311,121 $1,291,454
On Assignment, Inc., Initial Term B Loan, 6/5/22 2,190,533 $2,200,116
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,712,852
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $8,770,322
On Semiconductor Corporation 1st Lien Tl-B L + 4.5% 31mar23 3,175,000 $3,196,034
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,206,808
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 6,674,000 $5,361,477
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 11,786,000 $8,933,072
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $1,168,124
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $2,517,436
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $4,878,000
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,169,907
Owens-Brockway Glass Container, Inc., 5.875%, 8/15/23 (144A) 2,010,000 $2,185,352
Owens Corning, 4.2%, 12/1/24 5,975,000 $6,243,943
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,384,005
Pacific Exploration and Production Corp., 5.375%, 1/26/19 (144A) 3,760,000 $717,821
Pangaea Zero% 01jul18 11,730,000 $211,140
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $2,605,051
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,287,750
PDC Energy, Inc., 7.75%, 10/15/22 8,700,000 $9,032,594
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 10,840,000 $10,752,301
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 3,216,896 $3,023,883
Penn Products Terminals LLC, Tranche B Term Loan, 4/1/22 1,827,036 $1,785,928
PennUnion Re, Ltd., Floating Rate Note, 12/7/18 (Cat Bond) (144A) 750,000 $754,538
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 19,821,000 $20,102,096
PET Acquisition Merger Sub LLC, Tranche B-1 Term Loan, 1/15/23 997,500 $1,004,803
Petroleos Mexicanos, 3.5%, 1/30/23 16,837,000 $15,784,688
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $771,954
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 5,451,762 $5,440,918
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,648,467
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,899,701
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 10/3/21 1,898,378 $1,910,243
Plains All American Pipeline LP, 4.65%, 10/15/25 18,500,000 $17,672,430
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 3,745,000 $3,355,780
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,866,624
Post Holdings, Inc., 6.75%, 12/1/21 (144A) 6,890,000 $7,414,105
Post Holdings, Inc., 7.75%, 3/15/24 (144A) 3,500,000 $3,840,156
PQ Corp., 2014 Term Loan, 8/7/17 7,639,759 $7,645,328
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,599,276
Prestige Auto Receivables Trust 2013-1, 3.04%, 7/15/20 (144A) 2,000,000 $1,977,036
Prestige Brands, Inc., Term B-3 Loan, 9/3/21 3,804,600 $3,819,658
Pride International, Inc., 6.875%, 8/15/20 3,449,000 $3,265,592
Prime Security Services Borrower LLC, Term B Loan (First Lien), 6/19/21 1,432,808 $1,436,987
Progreso Receivables Funding IV LLC, 3.0%, 7/8/20 (144A) 4,000,000 $3,987,640
Progress Residential 2015-SFR2 Trust, 3.684%, 6/14/32 (144A) 2,500,000 $2,465,785
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $3,560,107
Provincia de Buenos Aires Argentina, 9.125%, 3/16/24 (144A) 2,815,000 $3,029,370
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,407,735
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,865,000 $1,983,173
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $6,794,401
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,242,310
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,070,375
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,287,559
Quanex Building Products Corp., Initial Term Loan, 10/7/22 3,742,500 $3,756,534
Queen City Re, Floating Rate Note, 1/6/17 (Cat Bond) (144A) 1,000,000 $986,639
Queensland Treasury Corp., 5.5%, 6/21/21 20,665,000 $18,341,015
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 3,000,000 $2,999,688
Quikrete Holdings, Inc., Initial Loan (Second Lien), 3/26/21 2,500,000 $2,503,125
QVC, Inc., 4.45%, 2/15/25 18,100,000 $18,136,125
Qwest Corp., 7.375%, 6/1/51 572,600 $14,635,656
Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21 2,152,779 $2,109,723
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,460,806
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,954,147
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $526,810
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $2,435,549
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $243,383
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $989,991
RAMP Series 2004-RS1 Trust, 5.665%, 1/25/34 (Step) 2,204,000 $994,918
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $615,004
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,257,360
RegionalCare Hospital Partners, Inc., Term B-2 Loan (2015), 4/23/19 2,572,965 $2,579,398
Regional Care Hospital Partners In 1st Lien Bridge L + 0% 13apr17 12,405,000 $12,428,259
Rent-A-Center, Inc., 6.625%, 11/15/20 1,420,000 $1,303,050
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,735,000 $1,757,049
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,306,325
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,563,900
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $250,105
Reslre Zero% 07apr17 6,400,000 $5,788,160
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $8,659,435
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 12/15/28 (144A) 4,950,000 $193,724
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,786,476 $1,790,385
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,642,852 $2,644,916
Reynolds American, Inc., 4.45%, 6/12/25 10,875,000 $12,229,202
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,679,008 $3,695,103
Reynolds Group Issuer, Inc., 8.5%, 5/15/18 6,575,000 $6,839,041
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,109,801
Rgcare 8.25% 01may23 144a 5,215,000 $5,424,795
RMAT 2015-1 LLC, 4.09%, 7/27/20 (Step) (144A) 4,000,000 $3,551,731
Romania Government Bond, 5.85%, 4/26/23 41,660,000 $12,301,774
Romania Government Bond, 5.95%, 6/11/21 17,400,000 $5,339,424
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,443,631
Rowan Companies, Inc., 5.85%, 1/15/44 24,347,000 $17,032,248
Royal Bank of Scotland Group Plc, 4.8%, 4/5/26 2,625,000 $2,683,468
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 6,500,000 $6,273,174
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 13,500,000 $12,673,125
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,739,979 $7,750,459
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $386
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $12,746,852
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 3,400,000 $3,346,344
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,821,274 $3,836,399
Sabre GLBL, Inc., Term B Loan, 2/19/19 2,961,735 $2,973,149
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,000,000 $4,345,673
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $1,897,525
Sanchez Energy Corp., 6.125%, 1/15/23 9,865,000 $7,550,322
Sanchez Energy Corp., 7.75%, 6/15/21 1,025,000 $872,852
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,472,058
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,634,870
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $2,986,558
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 3,500,000 $3,527,650
Sappi Papier Holding GmbH, 4.0%, 4/1/23 (144A) 4,150,000 $4,851,021
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $824,190
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-189,943
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-712,199
Scientific Games International, Inc., 10.0%, 12/1/22 18,000,000 $15,622,000
Scientific Games International, Inc., Initial Term B-2 Loan, 9/17/21 10,319,375 $10,193,613
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,294,064
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 27,573 $193,932
Sector Re V, Ltd., 0.0%, 12/1/20 (Cat Bond) (144A) 4,200,000 $4,295,760
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 2,750,000 $3,438,875
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 5,001,250 $5,671,918
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 2,500,000 $1,195,748
Securus Technologies Holdings, Inc., Incremental 2015 Term Loan (First Lien), 4/17/20 2,214,265 $2,115,084
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,347,410 $1,287,057
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 1,965,988 $1,966,578
Sensata Technologies BV, Sixth Amendment Term Loan, 10/14/21 1,970,100 $1,971,126
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $1,543,300
Sequoia Mortgage Trust 2012-5, Floating Rate Note, 11/25/42 2,923,000 $2,809,394
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $8,219,820
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 5,605,000 $5,155,122
Sequoia Mortgage Trust 2013-11 REMICS, Floating Rate Note, 9/25/43 (144A) 4,399,000 $4,086,658
Sequoia Mortgage Trust 2013-2, Floating Rate Note, 2/25/43 8,615,000 $5,466,349
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 6,936,000 $6,429,089
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 10,220,000 $7,589,726
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 3,100,000 $2,286,248
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $4,930,198
Sequoia Mortgage Trust 2013-5 REMICS, Floating Rate Note, 5/25/43 (144A) 7,931,000 $5,978,522
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 20,110,000 $14,969,788
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $5,574,004
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $2,337,759
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,068,837
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 5,956,000 $5,621,420
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,196,000 $4,015,591
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 1,000,000 $950,809
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 8,585,000 $7,863,451
Serena Software, Inc., Term Loan, 4/10/20 3,524,681 $3,525,414
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $4,008,547
Shearer's Foods LLC, Term Loan (First Lien), 6/19/21 797,975 $795,980
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $595,019
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,199,397
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $16,100
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $185,400
Silverton RE, Ltd., 0.0%, 9/18/18 (Cat Bond) (144A) 5,350,000 $5,568,815
Sitel Worldwide Corp 1st Lien Tl L + 5.5% 21aug21 2,992,481 $2,981,259
Six Flags Theme Parks, Inc., Tranche B Term Loan, 6/30/22 1,424,238 $1,431,359
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3,100,000 $1,447,382
Small Business Administration Participation Certificates, Floating Rate Note, 10/15/49 (144A) 9,950,000 $9,736,416
SM Energy Co., 5.0%, 1/15/24 1,160,000 $982,617
SolarCity Corp., 1.625%, 11/1/19 1,984,000 $1,306,870
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $497,033
Southern California Edison Co., Floating Rate Note (Perpetual) 14,425,000 $16,047,111
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,307,062
Spectrum Brands, Inc., USD Term Loan, 6/16/22 109,449 $110,064
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $10,315,032
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $4,321,903
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,000,000 $957,352
Sprint Corp., 7.25%, 9/15/21 10,375,000 $8,471,836
SRAM LLC, Term Loan (First Lien), 4/10/20 1,520,486 $1,338,028
Sri Lanka Government International Bond, 6.85%, 11/3/25 (144A) 9,470,000 $9,643,520
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 13,752,000 $13,608,247
Standard Industries, Inc., 5.125%, 2/15/21 (144A) 605,000 $634,971
Standard Industries, Inc., 5.375%, 11/15/24 (144A) 9,250,000 $9,871,003
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,145,727
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $7,971,239
Steel Dynamics, Inc., 5.125%, 10/1/21 3,275,000 $3,362,208
Sterigenics-Nordion Holdings LLC, Initial Term Loan, 4/27/22 1,636,775 $1,636,775
Steward Health Care System LLC, Term Loan, 4/10/20 2,188,125 $2,155,303
STG-Fairway Acquisitions, Inc., Term Loan (First Lien), 3/4/19 455,809 $446,978
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 6,500,000 $6,138,735
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $19,838
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $702,837
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 3,550,000 $481,984
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,071,395
Stt Flt% 31dec49 Perpetual 163,100 $4,287,899
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,415,330
Summit Materials LLC, Restatement Effective Date Term Loan, 6/26/22 967,688 $968,796
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $10,185,611
Swift Energy Co 8,729 $185,491
Synchronoss Technologies, Inc., 0.75%, 8/15/19 3,780,000 $3,681,956
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,390,061 $1,935,949
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 3,063,728 $2,481,620
Talen Energy Supply LLC, 4.625%, 7/15/19 (144A) 10,935,000 $10,317,059
Talen Energy Supply LLC, 6.5%, 6/1/25 9,570,000 $8,751,600
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 3,935,000 $3,730,175
TA MFG., Ltd., 3.625%, 4/15/23 1,850,000 $1,969,347
Tank Holding Corp., Initial Term Loan, 7/9/19 3,482,753 $3,326,029
Targa Resources Partners LP, 4.125%, 11/15/19 10,540,000 $10,423,072
Targus Group International, Inc., Term Loan, 5/24/16 1,291,322 $774,793
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 14,250,000 $14,383,158
TASC, Inc. Virginia, First Lien Term Loan, 5/12/20 2,566,102 $2,558,597
TASC, Inc. Virginia, New Term Loan (First Lien), 5/23/20 3,638,029 $3,627,388
TaxACT, Inc., Initial Term Loan, 12/31/22 1,064,516 $1,073,831
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 10,340,000 $13,673,132
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,155,401
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,564,308 $6,569,723
Terex Corp., U.S. Term Loan, 8/13/21 1,622,628 $1,586,119
Terex Corporation 1st Lien Tl-B L + 3.75% 15dec22 1,626,747 $1,606,412
Terraform Global Operating LLC, 9.75%, 8/15/22 (144A) 7,770,000 $7,043,991
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $3,663,410
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,544,747
Texas Competitive Electric Holdings Co LLC, DIP Term Loan, 5/5/16 2,425,000 $2,424,496
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,274,171
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,483,569
The Allstate Corp., 5.95%, 4/1/36 4,700,000 $6,043,110
The Allstate Corp., Floating Rate Note, 5/15/57 1,244,000 $1,380,581
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $10,255,358
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,962,500 $4,979,561
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $15,547,219
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,209,375 $1,210,779
The Industrial Development Authority of the County of Yavapai, Floating Rate Note, 3/1/28 1,400,000 $1,428,547
The Medicines Co., 2.5%, 1/15/22 885,000 $1,087,259
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 10,812,000 $12,141,200
The Williams Companies, Inc., 5.75%, 6/24/44 31,000,000 $24,803,875
The Williams Companies, Inc., 7.5%, 1/15/31 8,250,000 $7,852,969
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $8,605,275
Thg 4.5% 15apr26 12,750,000 $12,936,482
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $5,142,433
TIG FINCO Plc, 8.75%, 4/2/20 1,263,147 $1,568,161
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 222,908 $331,630
TI Group Automotive Systems LLC, Initial US Term Loan, 6/25/22 5,895,286 $5,895,286
Time Warner Cable, Inc., 6.55%, 5/1/37 2,000,000 $2,366,758
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,349,069
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,236,267
Toll Brothers Finance Corp., 4.875%, 11/15/25 3,270,000 $3,374,231
Top Co 217,467 $3,177
Towd Point Mortgage Trust 2015-1, Floating Rate Note, 11/25/57 (144A) 2,213,000 $2,280,462
Tower Automotive Holdings USA LLC, Initial Term Loan (2014), 4/23/20 891,295 $891,295
TPF II Power LLC, Term Loan, 9/24/21 2,144,571 $2,143,906
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 2,610,000 $2,723,186
Trans Union LLC, 2015 Term B-2 Loan, 4/9/21 5,703,718 $5,687,679
Tronox Pigments Holland BV, New Term Loan, 3/19/20 1,707,773 $1,657,874
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,171,551
Truman Capital Mortgage Loan Trust, Floating Rate Note, 3/25/36 (144A) 5,000,000 $796,266
Tufts University, 5.017%, 4/15/12 14,800,000 $16,652,330
Turkiye Is Bankasi, 5.375%, 10/6/21 (144A) 6,345,000 $6,497,041
U.S. Treasury Bills, 0.0%, 5/5/16 98,100,000 $98,099,019
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 125,165,000 $122,734,997
U.S. Treasury Inflation Indexed Bonds, 1.0%, 2/15/46 57,595,000 $60,499,645
UBS AG, 7.625%, 8/17/22 16,775,000 $19,571,591
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $45,242
UDR, Inc., 4.0%, 10/1/25 16,383,000 $17,488,496
Unifrax I LLC, New Term Dollar Loan, 11/28/18 3,982,461 $3,783,338
Unifrax I LLC, New Term Euro Loan, 11/28/18 3,813,413 $4,057,430
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,491,719
United Airlines, Inc., Class B Term Loan, 4/1/19 970,000 $970,970
Univar USA, Inc., Initial Dollar Term Loan, 6/25/22 6,358,050 $6,289,173
Universal Hospital Services, Inc., 7.625%, 8/15/20 7,871,000 $7,474,974
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,414,953
Univision Communications, Inc., 2013 Incremental Term Loan (C-3), 3/1/20 2,181,236 $2,182,405
Univision Communications, Inc., Replacement First-Lien Term Loan (C-4), 3/1/20 6,858,918 $6,866,264
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,475,000 $1,398,499
USI, Inc. New York, Initial Term Loan, 12/30/19 26,006,602 $25,722,167
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 5,300,000 $3,630,664
US Silica Co., Term Loan, 7/23/20 1,872,743 $1,633,968
Valeant Pharmaceuticals International, Inc., 4.5%, 5/15/23 6,890,000 $6,429,032
Valeant Pharmaceuticals International, Inc., 5.875%, 5/15/23 (144A) 3,850,000 $3,328,044
Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B Term Loan, 8/5/20 6,169,646 $6,010,265
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,303,464
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,455,868
VAT Holding AG, Term Loan, 2/11/21 1,235,712 $1,212,543
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 5,600,000 $5,674,744
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,028,660
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $3,876,043
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $3,065,581
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5,565,000 $5,519,107
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 2,274,000 $2,347,306
Vencore, Inc., Initial Term Loan (First Lien), 11/19/19 7,127,632 $7,136,541
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,044,595
Verisk Analytics, Inc., 5.5%, 6/15/45 9,412,000 $9,462,985
Verizon Communications, Inc., 5.012%, 8/21/54 9,215,000 $9,552,714
Verizon Communications, Inc., 6.55%, 9/15/43 25,616,000 $33,998,183
Vers 2015-A Zero% 31dec17 12,033,893 $175,695
Vertafore, Inc., Term Loan 2013, 10/3/19 5,768,666 $5,787,293
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $12,525,665
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $2,954,446
Virgin Media Investment Holdings, Ltd., F Facility, 6/30/23 17,041,760 $17,033,768
Vishay Intertechnology, Inc., 2.25%, 5/15/41 13,410,000 $10,472,372
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,210,646
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $940,414
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $803,691
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 1,500,000 $1,502,752
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 2,900,000 $2,903,863
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $13,109,814
Vizient, Inc., Initial Term Loan, 2/9/23 3,700,000 $3,735,457
Vnesheconombank Via VEB Finance Plc, 5.942%, 11/21/23 (144A) 2,200,000 $2,249,614
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $1,760,000
VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A) 4,000,000 $3,225,648
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3,500,000 $2,692,113
VOLT XXXVI LLC, 3.625%, 7/25/45 (Step) (144A) 6,500,000 $5,286,824
Voya Financial, Inc., Floating Rate Note, 5/15/53 6,575,000 $6,327,753
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $663,047
WASH Multifamily Laundry Systems LLC, Initial Canadian Term Loan (First Lien), 5/15/22 51,769 $51,446
WASH Multifamily Laundry Systems LLC, Initial US Term Loan (First Lien), 5/5/22 295,606 $293,758
Waste Industries USA, Inc., Initial Term Loan, 2/20/20 2,648,250 $2,664,802
WCA Waste Corp., Term Loan, 3/23/18 3,619,200 $3,616,938
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $2,839,983
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,337,701
WebMD Health Corp., 2.5%, 1/31/18 5,480,000 $6,302,000
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 1,126,433 $833,090
Wells Fargo & Co., 7.5% (Perpetual) 32,195 $40,114,970
Wells Fargo Commercial Mortgage Trust 2010-C1, 4.0%, 11/18/43 (144A) 4,225,000 $3,846,648
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,221,324
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,822,138
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,634,308
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 7,000,000 $7,443,669
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 5,258,000 $4,325,822
Welltower, Inc., 4.25%, 4/1/26 11,415,000 $11,950,401
Welltower, Inc., 5.25%, 1/15/22 3,150,000 $3,540,261
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,614,044
West Corp., Term B-10 Loan, 6/30/18 1,911,936 $1,906,110
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $318,672
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 8,650,000 $5,051,442
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 7,250,000 $4,794,824
Westr 4.5% 20dec28 16-1a-B 5,799,000 $5,763,844
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,304,549
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,022,107
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,092,626
Whiting Petroleum Corp., 6.25%, 4/1/23 5,820,000 $4,874,452
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $6,165,959
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,356,869
Windstream Services LLC, 6.375%, 8/1/23 6,875,000 $5,350,540
Windstream Services LLC, 7.75%, 10/15/20 8,680,000 $7,879,002
Win Flt% 20jun44 14-1-B2 6,708,000 $6,378,670
Win Flt% 20sep44 14-2-B2 3,876,000 $3,787,020
WinWater Mortgage Loan Trust 2015-1 REMICS, Floating Rate Note, 1/20/45 (144A) 8,530,000 $6,362,633
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 5,124,000 $4,535,907
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 4,829,000 $4,715,550
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,621,486 $2,593,633
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,828,688 $4,789,025
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $3,926,049
WPX Energy, Inc., 7.5%, 8/1/20 9,625,000 $9,346,276
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 453,598 $452,010
Wright Medical Group, Inc., 2.0%, 2/15/20 3,855,000 $3,680,722
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 4,523,156 $4,421,385
YPF SA, 8.5%, 3/23/21 (144A) 3,055,000 $3,219,164
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $3,849,156
Zebra Technologies Corp., Initial Term Loan, 9/30/21 1,444,034 $1,456,424
Zero% 01feb18 3,605,000 $3,667,367
Zero% 01feb18 6,805,000 $6,986,694
Zero% 17jan17 4,700,000 $4,923,426
Zero% 30nov19 14,520,000 $16,699,452
Zero% 30nov20 14,121,000 $14,472,613
Zero% 30nov20 6,500,000 $6,687,200
Zero% 30nov20 17,925,000 $18,989,745
Zero% 30nov20 10,280,000 $10,486,628
Zero% 30nov20 14,000,000 $14,183,400
Zero% 31aug16 2,133,500 $2,429,630
ZF North America Capital, Inc., 2.75%, 4/27/23 5,400,000 $6,347,245
Ziggo BV, US$ B1 Facility, 1/15/22 2,588,511 $2,583,051
Ziggo BV, US$ B2 Facility, 1/15/22 1,668,085 $1,664,567
Ziggo BV, US$ B3 Facility, 1/15/22 2,743,404 $2,737,618

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