Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 5/30/2014
Default: sorted by market value

Security Name Par / Shares Market Value
AccentCare, Inc., 12/22/16 2,319,129 $1,426,264
Accredited Mortgage Loan Trust, Floating Rate Note, 9/25/36 9,396,000 $4,577,593
Accudyne Industries Borrower SCA, 12/13/19 2,422,568 $2,425,344
ACE Securities Corp Home Equity Loan Trust Series 2005-SD3, Floating Rate Note, 8/25/45 9,500,000 $63,157
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,270,000 $1,346,100
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,552,591
Adjustable Rate Mortgage Trust 2004-5, Floating Rate Note, 4/25/35 1,070,000 $4,426
AdvancePierre Foods, Inc., 7/10/17 1,367,125 $1,367,125
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 11,700,000 $3,249,703
AEP Industries, Inc., 8.25%, 4/15/19 1,690,000 $1,817,665
Aeroflex, Inc., 11/9/19 8,631,098 $8,676,048
AES Corp. Virginia, 6/1/18 100,595 $100,847
Affinion Group, Inc., 10/9/16 7,520,679 $7,564,329
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $57,617
Aguila 3 SA, 7.875%, 1/31/18 (144A) 1,100,000 $1,195,557
Ah4r Flt% 17jun31 14-Sfr1-B 2,435,000 $2,430,166
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,967,989
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,203,751
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,369,891
Ajecorp BV, 6.5%, 5/14/22 (144A) 10,260,000 $9,624,593
Akbank TAS, 7.5%, 2/5/18 (144A) 11,000,000 $4,925,137
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,877,331
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,798,191
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $13,044,271
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $922,611
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $6,812,491
Alkermes, Inc., 9/25/19 689,500 $689,212
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,724,893
Alliance HealthCare Services, Inc., 6/3/19 3,384,431 $3,387,074
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $11,239,158
Alliant Holdings I, Inc., 12/20/19 1,697,822 $1,701,514
Allied Security Holdings LLC, 2/12/21 1,316,834 $1,313,747
Allison Transmission, Inc., 8/23/19 2,964,328 $2,970,331
Ally Financial, Inc., 7.0%, 12/31/49 (Perpetual) (144A) 15,956 $16,171,406
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $3,131,100
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $1,332,225
ALROSA Finance SA, 7.75%, 11/3/20 (144A) 3,175,000 $3,527,513
ALROSA Finance SA, 8.875%, 11/17/14 (144A) 100,000 $102,856
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 3,535,550 $4,340,948
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,554,574
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,200,000 $3,636,410
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $6,510,580
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $1,080,300
Alternative Loan Trust 2004-28CB, 5.5%, 1/25/35 16,420,000 $1,881,306
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 1,878,000 $3,466,989
Alternative Loan Trust 2004-2CB, Floating Rate Note, 3/25/34 42,155,000 $281,855
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $678,195
Alternative Loan Trust Resecuritization 2003-23T2R, 4.25%, 9/25/33 44,943,000 $1,725,643
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $10,982,279
Altrl Flt% 30jun16 13,000,000 $13,379,600
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,874,969
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $4,800,822
American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45 21,700,000 $3,214,402
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,664,135
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,365,879
AmeriGas Finance LLC, 7.0%, 5/20/22 5,350,000 $5,923,193
Ameriprise Financial, Inc., Floating Rate Note, 6/1/66 8,324,000 $9,531,729
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,274,625
Amherst College, 3.794%, 11/1/42 2,300,000 $2,116,004
Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32 9,500,000 $362,259
AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 3,900,000 $3,834,086
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 6,715,000 $6,793,691
Apex Tool Group LLC, 1/31/20 1,350,000 $1,317,938
Appvion, Inc., 6/28/19 11,785,938 $11,892,753
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,311,016
Arc Automotive Group, Inc., 11/15/18 4,338,633 $4,376,596
Arcelik AS, 5.0%, 4/3/23 (144A) 7,600,000 $7,375,167
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 100,000 $149,750
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 5,400,000 $994,024
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $8,113,908
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $16,841,265
Ardent Medical Services, Inc., 7/2/18 1,886,125 $1,895,556
Arysta Lifescience SPC LLC, 5/29/20 5,359,498 $5,372,896
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,696,036
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,561,654
Aspen Insurance Holdings, Ltd., Floating Rate Note, 12/31/49 (Perpetual) 250,000 $6,340,000
Astoria Financial Corp., 5.0%, 6/19/17 10,175,000 $11,237,677
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $514,105
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,400,000 $1,472,213
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 11,000,000 $12,019,333
AUDIO VISUAL SERVICES CORPORATION, Initial Term Loan (First Lien), 1/24/21 1,265,000 $1,267,899
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,751,718
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,351,889
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,410,962
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,389,727
AWAS Finance Luxembourg 2012 SA, 7/16/18 3,860,923 $3,868,162
Axalta Coating Systems US Holdings, Inc., 2/1/20 5,793,000 $5,797,524
AXA SA, 8.6%, 12/15/30 10,060,000 $13,880,614
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $6,983,024
Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A) 1,753,000 $2,112,803
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,476,152
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,593,017
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,658,959
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $3,971,639
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,964,789
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 14,500,000 $1,900,029
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 3,865,000 $1,065,983
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $330,089
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,311,419
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34 17,500,000 $2,325,220
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 23,017,290 $3,673,707
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,460,680
Banc of America Funding 2005-5 Trust, 5.5%, 9/25/35 13,508,000 $2,655,403
Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36 13,132,000 $4,224,738
Banc of America Funding 2010-R4 Trust, Floating Rate Note, 8/26/36 (144A) 6,900,000 $1,490,241
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 46,300,000 $2,864,352
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $3,101,874
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 24,096,000 $5,409,525
Banc of America Mortgage 2004-L Trust, Floating Rate Note, 1/25/35 13,021,996 $682,869
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 8,356,245 $1,913,272
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $4,274,837
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $492,097
Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20 14,530,000 $113,342
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,474,029
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,074,635
Bank of America Corp., 7.25%, 12/31/49 (Perpetual) 21,478 $25,560,109
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $24,519,904
Baylor University, 4.313%, 3/1/42 4,550,000 $4,468,248
Bayview Commercial Asset Trust, 3.855%, 9/25/37 (Step) (144A) 77,809,000 $2,878,880
Bayview Commercial Asset Trust, 4.13574%, 7/25/37 (Step) (144A) 49,000,000 $140,716
Bayview Commercial Asset Trust, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,702,180
Bayview Opportunity Master Fund IIa Trust 2013 Trust 2013-2RPL, 3.721%, 3/28/18 (Step) (144A) 2,250,000 $914,551
Bayview Opportunity Master Fund Trust 2013-3RPL, 3.721%, 4/28/18 (Step) (144A) 3,000,000 $1,491,340
Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A) 2,500,000 $1,169,487
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 50,000 $53,528
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,562,066
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,345,181
BCAP LLC 2010-RR10 Trust, Floating Rate Note, 12/27/34 (144A) 2,428,000 $1,330,864
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,350,000 $1,153,642
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,557,176
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $1,021,611
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 7,486,000 $423,481
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $1,177,324
Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34 27,154,758 $3,733,170
Bear Stearns Asset Backed Securities Trust 2005-3, Floating Rate Note, 9/25/35 5,500,000 $32,457
Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36 18,000,000 $761,285
Bear Stearns Asset Backed Securities Trust 2006-4, Floating Rate Note, 10/25/36 10,448,000 $554,842
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 4,400,000 $754,807
Bertin SA, 10.25%, 10/5/16 (144A) 750,000 $864,870
Big Heart Pet Brands, 2/24/20 4,398,396 $4,368,843
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,063,698
BioScrip, Inc., 7/31/20 4,315,919 $4,342,894
BioScrip, Inc., 7/31/20 2,589,552 $2,605,736
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,989,239
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,294,194
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $411,244
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 5,200,000 $5,241,338
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,883,441
Boart Longyear Management Pty, Ltd., 7.0%, 4/1/21 (144A) 2,950,000 $2,246,917
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 1,400,000 $1,403,974
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,428,852
Braskem Finance, Ltd., 7.375%, 12/31/49 (Perpetual) (144A) 1,590,000 $1,626,128
Brazilian Government International Bond, 10.25%, 1/10/28 14,150,000 $7,006,571
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $18,223,177
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,685,675
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,310,572
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,637,046
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,454,958
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,221,163
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,754,004
BTA Bank JSC (G.D.R.) (144A) 4,633 $2,272
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $2,052,017
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,978,816
Bumi Capital Pte, Ltd., 12.0%, 11/10/16 (144A) 1,850,000 $935,638
Bumi Resources Tbk PT, 11/7/14 1,135,833 $823,479
Butler Industrial Development Board, 5.75%, 9/1/28 950,000 $973,090
BWAY Holding Co., 8/6/17 2,183,070 $2,192,894
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,517,892
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 6,050,000 $6,346,005
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,419,683
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,136,801
Calpine Construction Finance Co LP, 5/3/20 1,416,682 $1,392,480
Calpine Corp., 10/9/19 1,083,500 $1,087,732
Calpine Corp., 4/1/18 5,427,150 $5,450,470
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $13,835,997
Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21 3,165,000 $3,180,594
Capital One Bank USA NA, 8.8%, 7/15/19 2,030,000 $2,684,351
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 24,815,000 $27,795,554
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,806,287
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35 7,505,000 $2,196,587
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $166,610
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/36 5,500,000 $1,183,041
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,605,000 $6,017,084
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,811,183
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,272,828
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,919,946
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,777,188
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,906,180
Cengage Learning Holdings II LP 90,687 $3,315,789
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 2,795,000 $3,024,889
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,580,691
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,583,866
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,161,690
Cenveo Corp., 2/13/17 1,063,611 $1,070,259
Cequel Communications LLC, 2/14/19 1,942,087 $1,943,787
CEVA GROUP Plc 1,069 $1,188,929
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $2,573,713
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $6,480,775
CGG SA, 9.5%, 5/15/16 61,000 $62,706
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $3,712,651
Chesapeake Energy Corp., 2.25%, 12/15/38 4,600,000 $4,455,100
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,715,432
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,653
CHL Mortgage Pass-Through Trust 2004-J2, 5.5%, 3/25/34 3,250,000 $1,320,593
CHL Mortgage Pass-Through Trust 2005-19, 5.5%, 8/25/35 12,000,000 $938,852
Chrysler Group LLC, 5/24/17 18,366,881 $18,405,911
CHS, 1/27/21 6,160,162 $6,202,513
CHS, 6.875%, 2/1/22 (144A) 1,000,000 $1,076,181
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $11,936,437
Cinedigm Digital Funding I LLC, 2/28/18 2,513,568 $2,519,852
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $5,363,332
Citicorp Mortgage Securities Trust Series 2006-1, 5.0%, 2/25/36 35,000 $6,000
Citicorp Mortgage Securities Trust Series 2007-2, 5.5%, 2/25/22 5,080,000 $81,920
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 8,200,000 $6,085,222
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,609,409
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 2,300,000 $1,206,232
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 16,725,000 $9,342,924
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 7,000,000 $5,490,391
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 642,000 $17,757,720
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 12,945,000 $13,298,830
Citigroup Capital XIII, Floating Rate Note, 10/30/40 919,550 $25,195,670
Citigroup Mortgage Loan Trust, Inc., 6.75%, 8/25/34 400,000 $86,438
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 2,150,000 $2,072,075
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 9/25/35 15,600,000 $1,190,527
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $4,677,242
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 4,500,000 $4,510,029
City of Charlotte North Carolina, 5.6%, 7/1/27 150,000 $153,908
City of Houston Texas Airport System Revenue, 6.75%, 7/1/29 10,250,000 $10,569,134
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $18,260,043
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 0 $-6,546,834
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $136,953
CNO Financial Group, Inc., 9/28/18 4,821,432 $4,824,325
Cobalt International Energy, Inc., 2.625%, 12/1/19 15,310,000 $14,496,656
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,814,272
CoBank ACB, Floating Rate Note, 12/31/49 (Perpetual) (144A) 87,500 $9,075,395
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 3,900,000 $3,970,883
COMM 2000-C1 Mortgage Trust, Floating Rate Note, 8/15/33 (144A) 1,400,000 $187,315
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 3,100,000 $705,679
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/17/28 (144A) 1,800,000 $582,570
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,686,035
COMM 2012-CCRE2 Mortgage Trust, 3.791%, 8/15/45 1,900,000 $1,972,512
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/15/45 1,275,000 $1,355,538
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/15/45 4,047,000 $4,023,596
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/15/45 2,365,416 $2,357,454
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/10/44 1,550,000 $1,709,583
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 8,000,000 $7,894,271
Commercial Mortgage Pass Through Certificates, 2.822%, 11/15/45 3,875,000 $3,816,475
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,170,070
Commonwealth Edison Co., 6.95%, 7/15/18 4,246,000 $5,165,410
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 3,150,000 $3,268,703
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 900,000 $927,315
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,801,785
Confie seguros Holding II Co., 11/9/18 1,661,147 $1,667,999
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $230,244
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $453,058
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 100,000 $107,044
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,941,233
ConvaTec, Inc., 12/22/16 3,954,363 $3,965,487
Corp Financiera de Desarrollo SA, 4.75%, 2/8/22 (144A) 3,705,000 $3,903,320
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $7,992,524
Corporate Office Properties LP, 3.6%, 5/15/23 6,450,000 $6,193,948
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 50,000 $10,089
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35 17,887,563 $1,202,935
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 6,561,000 $1,283,891
Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36 4,500,000 $973,152
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/36 12,298,000 $2,990,815
Countrywide Asset-Backed Certificates, Floating Rate Note, 7/25/36 1,000,000 $90,982
County of Sweetwater Wyoming, 5.6%, 12/1/35 3,285,000 $3,455,787
Courtland Industrial Development Board, 5.0%, 8/1/27 3,085,000 $3,145,456
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,500,000 $1,503,125
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,537,916
Credit-Based Asset Servicing and Securitization LLC, 5.70426%, 10/25/36 (Step) (144A) 1,600,000 $1,569,542
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,230,690
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 17,350,000 $14,302,201
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $629,640
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/15/36 (144A) 4,615,000 $2,473,575
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,404,604
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,431,343
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,303,339
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 3,500,000 $2,953,652
Crown Castle Operating Co., 1/31/19 0 $0
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,631,511
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,645,879
CSMC Mortgage-Backed Trust 2007-3, 5.0%, 4/25/37 5,500,000 $689,856
CSMC Series 2010-14R, Floating Rate Note, 11/26/37 (144A) 3,017,034 $2,816,581
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,518,299
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A) 6,690,000 $7,490,709
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 7,685,000 $8,648,027
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $16,370,800
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,768,619
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,302,840
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,205,781
CWGS Group LLC, 2/20/20 7,055,625 $7,073,264
DAE Aviation Holdings, Inc., 11/2/18 7,023,842 $7,120,420
DaVita HealthCare Partners, Inc., 10/20/16 2,225,250 $2,235,264
DaVita HealthCare Partners, Inc., 11/1/19 6,961,875 $6,995,438
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/10/46 (144A) 2,950,000 $3,351,970
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) 6,767,000 $7,705,913
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,612,767
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $16,234,619
Dct 4.5% 15oct23 7,300,000 $7,597,417
DDR Corp., 4.625%, 7/15/22 3,695,000 $4,041,289
DDR Corp., 4.75%, 4/15/18 1,261,000 $1,386,753
DDR Corp., 7.5%, 4/1/17 6,440,000 $7,544,788
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 2,842,000 $2,831,440
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,506,666
Delta Air Lines, Inc., 10/18/18 5,317,289 $5,313,492
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $54,882
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,458,210
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $576,975
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 5,065,000 $1,273,109
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $6,967,125
DigitalGlobe, Inc., 1/31/20 6,027,120 $6,043,128
Digital Realty Trust, Inc., 5.875%, 12/31/49 (Perpetual) 100,000 $2,234,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,014,343
Digital Realty Trust LP, 5.25%, 3/15/21 3,125,000 $3,403,429
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,628,862
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,230,000 $3,787,848
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 14,228,000 $14,932,563
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,417,420
Drillships Financing Holding, Inc., 3/31/21 5,682,063 $5,705,501
Drug Royalty II LP 1, 4.474%, 1/15/25 (144A) 2,200,000 $1,542,291
Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A) 1,300,000 $910,031
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 9,400,000 $7,872,206
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,067,000
Dubai Electricity & Water Authority, 8.5%, 4/22/15 (144A) 9,750,000 $10,485,854
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,641,343
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,856,708
DynCorp International, Inc., 7/7/16 3,002,338 $3,014,848
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $922,633
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,264,233
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $22,135
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,467,783
Electricite de France, 6.0%, 1/22/14 (144A) 21,925,000 $25,076,916
Electricite de France, Floating Rate Note, 12/31/49 (Perpetual) (144A) 16,300,000 $17,045,325
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/25/37 (144A) 11,108,000 $1,346,528
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/4/16 (Cat Bond) (144A) 250,000 $252,744
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 5,300,000 $5,436,613
Emdeon, Inc., 11/2/18 1,964 $1,965
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,661,163
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $6,866,255
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $243,627
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $12,847,464
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,906,722
EnLink Midstream Partners LP, 4.4%, 4/1/24 5,840,000 $6,185,979
Entercom Radio LLC, 11/23/18 1,395,724 $1,400,522
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $4,264,607
Envision Healthcare Corp., 5/25/18 1,974,605 $1,977,692
EP Energy LLC, 5/24/18 3,656,667 $3,654,952
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $11,392,141
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $209,710
Essar Steel Algoma, Inc., 9/19/14 566,375 $569,384
Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A) 5,660,000 $5,786,171
Essar Steel Algoma, Inc., 9.875%, 6/15/15 (144A) 500,000 $372,767
EuroChem Mineral & Chemical Co OJSC via EuroChem GI, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,728,690
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,065,118
Exopack Holdings SA, 4/14/19 4,179,525 $4,244,830
Expedia, Inc., 5.95%, 8/15/20 9,760,000 $11,063,774
Expert Global Solutions, Inc., 4/3/18 12,876,155 $12,457,680
Export-Import Bank of Korea, 5.875%, 1/14/15 1,900,000 $2,002,985
Expro Finance Luxembourg SCA, 8.5%, 12/15/16 (144A) 1,710,000 $1,853,973
Exterran Holdings, Inc., 7.25%, 12/1/18 7,300,000 $7,975,250
Exxi 7.5% 15dec21 16,950,000 $18,595,563
Fannie Mae, 3.5%, 11/1/40 10,200,000 $6,051,321
Fannie Mae, 3.5%, 11/1/42 1,050,000 $1,029,054
Fannie Mae, 3.5%, 11/1/42 500,000 $463,774
Fannie Mae, 3.5%, 11/1/42 1,150,000 $1,155,346
Fannie Mae, 3.5%, 12/1/25 19,734,423 $7,168,859
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,880,900
Fannie Mae, 3.5%, 12/1/42 50,000 $49,387
Fannie Mae, 3.5%, 4/1/29 7,000,000 $7,332,931
Fannie Mae, 3.5%, 4/1/29 8,000,000 $8,423,564
Fannie Mae, 3.5%, 7/1/26 23,914,523 $10,302,525
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,859,583
Fannie Mae, 4.0%, 1/1/42 8,038,832 $4,018,526
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,361,032
Fannie Mae, 4.0%, 10/1/43 6,376,304 $6,341,999
Fannie Mae, 4.0%, 11/1/41 55,000 $22,654
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,373,746
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,421,594
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,520,359
Fannie Mae, 4.0%, 12/1/40 9,810,000 $7,365,239
Fannie Mae, 4.0%, 12/1/41 45,515,613 $29,478,281
Fannie Mae, 4.0%, 12/1/41 17,790,000 $9,607,546
Fannie Mae, 4.0%, 12/1/42 46,000 $15,021
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,866,384
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,313,339
Fannie Mae, 4.0%, 2/1/43 2,200,000 $1,841,618
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,552,561
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,179,004
Fannie Mae, 4.0%, 4/1/41 450,000 $354,179
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,295,909
Fannie Mae, 4.0%, 4/1/42 9,200,000 $5,008,333
Fannie Mae, 4.0%, 5/1/42 150,000 $132,508
Fannie Mae, 4.0%, 7/1/18 75,000 $5,463
Fannie Mae, 4.0%, 7/1/42 424,314 $350,717
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,702,507
Fannie Mae, 4.0%, 8/1/43 6,883,801 $6,915,414
Fannie Mae, 4.0%, 9/1/37 907,922 $732,961
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,774,705
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,561,146
Fannie Mae, 4.5%, 11/1/43 3,906,562 $4,251,367
Fannie Mae, 4.5%, 12/1/40 54,806,862 $27,014,166
Fannie Mae, 4.5%, 12/1/41 60,000 $52,902
Fannie Mae, 4.5%, 12/1/41 6,923,896 $5,162,783
Fannie Mae, 4.5%, 12/1/43 4,403,175 $4,662,659
Fannie Mae, 4.5%, 3/1/35 2,520,000 $393,560
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,578,256
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,856,302
Fannie Mae, 4.5%, 4/1/41 25,000 $12,210
Fannie Mae, 4.5%, 5/1/41 24,220,767 $8,828,178
Fannie Mae, 4.5%, 7/1/41 39,417,029 $25,216,115
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,474,944
Fannie Mae, 5.0%, 1/1/39 27,744,910 $3,329,085
Fannie Mae, 5.0%, 2/1/22 6,603,277 $445,086
Fannie Mae, 5.0%, 4/1/22 327,117 $21,335
Fannie Mae, 5.0%, 6/1/22 639,720 $49,360
Fannie Mae, 5.0%, 6/1/22 2,077,680 $208,799
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,826,633
Fannie Mae, 5.0%, 7/1/40 11,275,000 $4,006,032
Fannie Mae, 5.5%, 12/1/35 2,799,824 $386,059
Fannie Mae, 5.5%, 2/1/23 12,500,000 $609,412
Fannie Mae, 5.5%, 2/1/33 500,000 $7,337
Fannie Mae, 5.5%, 3/1/21 5,000,000 $725,468
Fannie Mae, 5.5%, 3/1/25 8,000,000 $1,100,818
Fannie Mae, 5.5%, 3/1/36 900,090 $114,869
Fannie Mae, 5.5%, 4/1/34 2,750,000 $217,458
Fannie Mae, 5.5%, 4/1/36 2,000,200 $254,449
Fannie Mae, 5.5%, 5/1/33 750,000 $77,266
Fannie Mae, 5.5%, 6/1/33 852,000 $46,663
Fannie Mae, 5.5%, 7/1/33 1,900,000 $102,922
Fannie Mae, 6.0%, 1/1/33 502,267 $21,001
Fannie Mae, 6.0%, 1/1/34 1,800,000 $138,387
Fannie Mae, 6.0%, 10/1/32 200,552 $4,834
Fannie Mae, 6.0%, 11/1/32 350,000 $9,932
Fannie Mae, 6.0%, 12/1/32 3,234,929 $83,603
Fannie Mae, 6.0%, 12/1/33 2,000,000 $158,310
Fannie Mae, 6.0%, 12/1/37 7,118,373 $485,974
Fannie Mae, 6.0%, 3/1/32 100,000 $2,841
Fannie Mae, 6.0%, 3/1/33 250,000 $11,761
Fannie Mae, 6.0%, 3/1/33 350,000 $9,004
Fannie Mae, 6.0%, 4/1/38 5,765,562 $597,445
Fannie Mae, 6.0%, 5/1/33 1,200,000 $159,211
Fannie Mae, 6.0%, 6/1/37 4,500,000 $393,323
Fannie Mae, 6.0%, 7/1/17 4,000,000 $58,476
Fannie Mae, 6.0%, 7/1/38 2,040,000 $195,550
Fannie Mae, 6.5%, 10/1/32 511,093 $25,547
Fannie Mae, 6.5%, 11/1/32 400,000 $9,608
Fannie Mae, 6.5%, 12/1/21 8,650,000 $175,395
Fannie Mae, 6.5%, 2/1/32 99,991 $1,709
Fannie Mae, 6.5%, 3/1/32 124,988 $5,185
Fannie Mae, 6.5%, 4/1/29 40,000 $401
Fannie Mae, 6.5%, 5/1/31 392,161 $3,729
Fannie Mae, 6.5%, 6/1/31 25,095 $403
Fannie Mae, 6.5%, 7/1/31 125,419 $2,996
Fannie Mae, 6.5%, 8/1/32 340,598 $4,510
Fannie Mae, 7.0%, 2/1/29 43,569 $687
Fannie Mae, 7.0%, 5/1/28 200,000 $1,832
Fannie Mae, 7.0%, 7/1/31 306,031 $1,209
Fannie Mae, 7.5%, 1/1/28 115,000 $1,444
Fannie Mae Pool, 4.5%, 8/25/40 95,000,000 $102,879,063
Fannie Mae Pool, 5.0%, 5/25/40 190,000,000 $210,240,278
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $3,061,667
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,593,493
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,954,632
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,945,853
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $6,766,975
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $944,934
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,610,360
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $93,855
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $13,098,713
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $636,902
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $478,253
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $437,700
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $90,135
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $388,997
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $1,112,050
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $783,790
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $8,072
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $126,557
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $117,942
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $19,581
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $195,730
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $394,150
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $40,408
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,446
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $208,587
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $183,093
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $227,613
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,755
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/25/46 (144A) 3,600,000 $3,707,735
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/25/44 (144A) 5,065,000 $5,255,252
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 8,360,000 $1,272,162
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 28,111,567 $1,675,625
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $158,623
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $4,606,365
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $703,076
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 8,725,000 $8,631,752
Fg 30 Yr Pool 4.5% #C03486 01jul40 13,110,785 $3,946,196
Fg 30 Yr Pool 4.5% #C09051 01nov43 12,332,779 $12,260,221
Fg 30 Yr Pool 4.5% #G07508 01oct43 1,083,224 $1,087,547
Fg 30 Yr Pool 4.5% #G07568 01sep41 324,372 $330,019
Fg 30 Yr Pool 4.5% #G08549 01sep43 10,925,958 $10,464,604
Fg 30 Yr Pool 4.5% #G08587 01may44 204,050 $221,903
Fg 30 Yr Pool 4.5% #Q22116 01sep43 147,265 $158,592
Fg 30 Yr Pool 4.5% #Q25517 01mar44 87,965 $92,906
Fg 30 Yr Pool 4% #Q26175 01may44 13,500,000 $14,352,643
Fieldwood Energy LLC, 9/30/20 5,710,000 $5,899,715
Fifth Third Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 316,400 $8,432,060
Firstar Realty LLC, 8.875%, 12/31/49 (Perpetual) (144A) 3,250 $4,032,031
First Data Corp., 3/23/18 1,528,214 $1,532,983
First Data Corp., 3/24/21 115,933 $116,259
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 3,950,826 $189,129
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 3/25/35 1,150,000 $322,405
First Horizon Mortgage Pass-Through Trust 2004-AR5, Floating Rate Note, 10/25/34 13,679,000 $985,473
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 10,872,000 $2,295,998
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,321,692
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $501,996
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,606,375
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $3,899,639
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,781,685
Flextronics International, Ltd., 5.0%, 2/15/23 10,030,000 $10,353,189
Flowserve Corp., 3.5%, 9/15/22 1,755,000 $1,753,294
FMG Resources August 2006 Pty, Ltd., 6/30/19 2,418,322 $2,418,511
Fn15 3.5% 17jun14 15,900,000 $16,848,921
Fn15 3% 17jun14 16,800,000 $17,504,900
Fn30 3.5% 12jun14 35,000,000 $36,114,773
Fn 30 Yr Pool 3.5% #Ao4385 01jun42 2,314,862 $2,070,094
Fn 30 Yr Pool 3.5% #Ao8107 01aug42 25,765,072 $24,186,109
Fn 30 Yr Pool 3.5% #Ap2422 01aug42 48,680,354 $44,126,969
Fn 30 Yr Pool 3.5% #Aq0220 01nov42 2,205,966 $2,070,094
Fn 30 Yr Pool 4.5% #Ai8193 01aug41 71,193,582 $32,583,453
Fn 30 Yr Pool 4.5% #As0861 01oct43 6,481,868 $6,516,708
Fn 30 Yr Pool 4.5% #As1131 01nov43 14,886,677 $14,119,535
Fn 30 Yr Pool 4.5% #Au5672 01sep43 17,709,372 $17,377,890
Fn 30 Yr Pool 4% #As2535 01may44 16,300,000 $17,351,307
Fn 30 Yr Pool 5% #357912 01jul35 17,501,965 $2,223,187
Fn 30 Yr Pool 5% #735578 01jun35 77,359,128 $8,894,537
Fn 30 Yr Pool 5% #826689 01aug35 24,222,081 $3,332,569
Fn 30 Yr Pool 5% #829188 01jul35 42,393,553 $5,553,020
Fn 30 Yr Pool 5% #975116 01may38 9,123,173 $1,109,695
Fn 30 Yr Pool 5% #995862 01jul39 17,025,069 $2,219,390
Fn 30 Yr Pool 5% #Aa9701 01jul39 2,516,008 $1,110,782
Fn 30 Yr Pool 5% #Ad7548 01jun40 3,027,156 $1,112,317
Fn 30 Yr Pool 5% #Ae6438 01oct40 1,617,334 $1,118,218
Fn 30 Yr Pool 5% #Ah9938 01may41 2,252,877 $1,112,183
Fn 30 Yr Pool 5% #Al0070 01jul39 10,309,150 $2,219,390
Fn 30 Yr Pool 5% #Al3452 01jul41 1,681,264 $1,109,694
Fn 30 Yr Pool 5% #Ma0980 01dec41 1,801,282 $1,113,417
Fncl 30yr Pool 4% Jun/09 Tba 35,000,000 $37,137,311
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,696,556
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 4,500,000 $4,541,925
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $618,890
Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23 8,860,000 $8,813,800
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 4/25/20 (144A) 3,900,000 $4,408,832
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,209,973
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,632,665
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,047,584
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,524,559
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,204,158
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,448,037
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,100,000 $4,363,324
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,775,000 $4,987,914
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 6,175,000 $6,697,926
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,937,314
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,618,703
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/25/46 (144A) 2,750,000 $2,852,447
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/25/45 (144A) 25,000 $25,448
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,211,244
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,823,424
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 2,435,000 $2,476,000
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/25/45 (144A) 1,000,000 $1,017,547
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,004,888
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $13,054,162
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $11,959,306
Fx Vanilla Option Call Usd/Put Try 2.95 12 01 2015 Tr -19,969,960 $-53,519
Fx Vanilla Option Put Usd/Call Try 2.154 12 01 2015 Tr 19,969,957 $437,766
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,355,957
Garda World Security Corp., 11/1/20 686,343 $684,842
Garda World Security Corp., 11/8/20 175,576 $175,192
Gates Investments LLC, 9/29/16 1,724,073 $1,727,728
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,913,414
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $892,230
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,603,250
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 6,500,000 $2,970,573
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $13,769,112
General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual) 20,800,000 $25,227,367
Gentiva Health Services, Inc., 10/10/19 8,896,225 $8,922,175
Gentiva Health Services, Inc., 11.5%, 9/1/18 1,328,000 $1,464,120
Getty Images, Inc., 10/18/19 4,810,232 $4,657,906
Ghana Government Bond, 19.24%, 5/30/16 19,000,000 $6,422,126
Ghana Government Bond, 21.0%, 10/26/15 3,770,000 $1,214,394
Ghana Government Bond, 26.0%, 6/5/17 3,875,000 $1,483,186
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $17,589,500
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,223,438
Glenn Pool Oil & Gas Trust, 5/2/16 5,008,059 $5,045,619
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,924,689
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 80,580,000 $8,628,167
Global SC Finance II SRL, 4.11%, 7/19/27 (144A) 4,000,000 $3,288,407
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,614,868
GMACM Mortgage Loan Trust 2005-AR2, Floating Rate Note, 5/25/35 12,188,000 $2,827,320
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $8,494,323
Gmsl Flt% 25apr32 05-A-B2 6,500,000 $2,085,854
Gnsf 30yr Pool 4% Jun/11 Tba 43,250,000 $46,228,844
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,963,556
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $5,692,315
Goldcorp, Inc., 3.7%, 3/15/23 7,300,000 $7,223,876
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 27,140,000 $24,892,186
Goodman Funding Pty, Ltd., 6.0%, 3/22/22 (144A) 9,250,000 $10,613,247
Goodman Funding Pty, Ltd., 6.375%, 4/15/21 (144A) 12,525,000 $14,676,179
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $8,294,393
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,627,459
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $1,348,956
Government National Mortgage Association, Floating Rate Note, 2/16/53 50,450,000 $3,841,928
Government National Mortgage Association, Floating Rate Note, 3/16/53 35,900,000 $2,614,171
Government National Mortgage Association, Floating Rate Note, 8/16/52 55,500,000 $3,629,817
Government National Mortgage Association, Floating Rate Note, 9/16/52 55,000,000 $4,348,819
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,243,224
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $277,469
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $55,731
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $185,521
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $172,376
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,458,753
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $9,264,574
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $359,166
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $959,259
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $36,969
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $185,577
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $59,692
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $202,275
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $834,883
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $1,085,975
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $334,908
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $239,564
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $444,641
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $55,864
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $347,300
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $1,727
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $385,458
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $298,612
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $810,046
Government National Mortgage Association I, 5.5%, 2/15/37 172 $28
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $25,084
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $267,469
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $253,273
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $506,446
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $8,158
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $334,573
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $248,883
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $156,536
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $519,632
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $102,066
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $122,076
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $294,420
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $140,407
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $533,392
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $117,358
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $78,794
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $200,590
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $33,160
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $87,776
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $87,981
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $669,282
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $18,833
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $2,493
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $428,250
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $175,597
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $147,635
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,414
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $115,594
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $19,684
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $90,751
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $2,041
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $238,089
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $542,604
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $65,110
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $49,216
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $175,753
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $393,741
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $117,644
Government National Mortgage Association I, 6.0%, 7/15/14 99,990 $33
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $148,413
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $202,536
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $283,113
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $109,326
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $1,139,101
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $438
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $289,955
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $43,847
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $82,694
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $162,399
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,828
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $9,731
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,947
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $18,232
Government National Mortgage Association I, 6.5%, 11/15/31 1,537,088 $54,423
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $94,102
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $561
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $6,630
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,347
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $3,111
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,701
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,659
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,873
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,637
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $8,144
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $34,003
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $5,583
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $45,144
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,955
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $119,496
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $49,255
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $584
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $1,118
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $2,614
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,158
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $489
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $10,847
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $131
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $864,906
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,643,357
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $916,662
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $9,857,125
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $16,412
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $241,579
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $342,085
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $104,204
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $504
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,582
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 1,525,000 $1,530,719
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,400,000 $4,387,280
Gruposura Finance, 5.7%, 5/18/21 (144A) 4,710,000 $5,120,045
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 26,788,000 $5,842,046
GSAMP Trust 2006-HE8, Floating Rate Note, 1/25/37 1,256,000 $320,554
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $692,409
GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) 4,500,000 $4,543,845
GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) 5,800,000 $5,915,416
GS Mortgage Securities Corp II Series 2005-GG4, 4.782%, 7/10/39 5,609,335 $5,765,976
GS Mortgage Securities Trust 2006-GG8, 5.56%, 11/10/39 4,000,000 $4,367,077
GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/10/46 7,000,000 $6,968,630
GSR Mortgage Loan Trust 2005-1F, 6.0%, 2/25/35 4,585,000 $2,798,720
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 12,727,000 $2,960,826
Gtech Spa, Floating Rate Note, 3/31/66 (144A) 7,630,000 $11,412,306
GTP Acquisition Partners I LLC, 7.628%, 6/15/16 (144A) 10,580,000 $11,291,920
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,314,054
GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) 8,065,000 $8,229,151
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,691,650
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $220,244
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,752,330
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,390,478
Health Care Real Estate Investment Trust, Inc., 3.75%, 3/15/23 6,300,000 $6,415,364
Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24 5,000,000 $5,431,850
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,605,513
Health Care Real Estate Investment Trust, Inc., 6.125%, 4/15/20 600,000 $707,010
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,907,071
Healthcare Realty Trust, Inc., 6.5%, 1/17/17 5,555,000 $6,398,935
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $1,007,909
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,848,779
HHI Holdings LLC, 10/5/18 3,085,460 $3,100,887
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,096,353
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,364,948
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 6,500,000 $6,513,343
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $996,067
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,242,224
Hologic, Inc., 2.0%, 12/15/37 (Step) 12,092,000 $14,969,560
Hologic, Inc., 2.0%, 3/1/42 (Step) 13,000,000 $14,397,500
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 3,300,000 $1,857,297
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $2,288,724
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $10,150
Horizon Lines, Inc. 1,695,067 $610,224
Hospitality Properties Trust, 5.0%, 8/15/22 15,725,000 $17,002,298
Houghton Mifflin Harcourt Publishing Co., 5/22/18 2,278,500 $2,292,741
Houston Higher Education Finance Corp., 5.0%, 5/15/40 4,700,000 $5,293,244
Hunter Defense Technologies, Inc., 8/22/14 2,040,698 $1,979,477
Hyundai Capital America, 3.75%, 4/6/16 (144A) 1,240,000 $1,307,722
Hyundai Capital America, 4.0%, 6/8/17 (144A) 1,200,000 $1,309,317
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,759,872
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 1,390,000 $1,442,215
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,230,594
IASIS Healthcare LLC, 5/3/18 4,673,662 $4,684,762
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 400,000 $417,450
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 3,200,000 $3,289,587
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,850,000 $3,888,628
Icon Brands Holdings LLC, 4.229%, 1/25/43 (144A) 6,376,000 $5,895,649
Immucor, Inc., 8/19/18 8,108,732 $8,129,004
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $3,233,876
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 28,850,000 $1,767,612
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $3,064,803
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 142,771,000 $10,148,135
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 43,500,000 $3,084,948
Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35 47,979,361 $6,246,064
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $60,662
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 6,850,000 $2,133,973
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 25,100,000 $6,192,442
Independencia International, Ltd., 0.0%, 12/30/16 (144A) 1,038,898 $303,531
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,878,513
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,823,973
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,755,572
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,804,705
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $19,066,481
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,367,428
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $9,024,096
Intel Corp., 2.95%, 12/15/35 24,862,000 $30,048,282
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 2,131,988 $2,150,643
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $7,715,680
Intercorp Retail Trust, 8.875%, 11/14/18 (144A) 5,650,000 $6,166,661
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $5,102,292
International Equipment Solutions LLC, 8/16/19 5,499,614 $5,537,424
International Finance Corp., 5.0%, 12/21/15 37,250,000 $15,838,423
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $18,265,827
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $18,423,753
International Game Technology, 7.5%, 6/15/19 120,000 $145,826
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 11,625,000 $12,034,359
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,670,020
inVentiv Health, Inc., 5/15/18 386,603 $387,408
inVentiv Health, Inc., 8/4/16 4,707,536 $4,734,995
Inversiones Alsacia SA, 8.0%, 8/18/18 (144A) 8,635,000 $4,581,886
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,457,692
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,630,417
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,768,494
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,070,826
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $51,393
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,971,499
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $945,759
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,446,969
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,613,647
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,164,103
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,701,430
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $4,071,227
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,510,826
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,190,563
Jefferies Resecuritization Trust 2009-R2, Floating Rate Note, 5/26/37 (144A) 3,350,000 $856,068
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,376,594
JLL, Initial Dollar Term Loan, 1/23/21 2,460,000 $2,440,672
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,121,033
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,637,039
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $883,017
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $12,606,855
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 20,727,000 $23,506,145
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 13,860,000 $13,295,783
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,098,671
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,092,789
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 4,400,000 $4,700,209
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,469,137
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/15/46 5,200,000 $5,668,000
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/15/45 (144A) 4,000,000 $4,123,564
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 6,500,000 $6,454,001
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 4,570,000 $4,580,792
JP Morgan Mortgage Acquisition Corp 2005-OPT2, Floating Rate Note, 12/25/35 3,316,000 $142,728
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $739,923
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $672,876
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $3,195,304
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 9,500,000 $1,572,157
JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 10/25/35 9,665,000 $1,660,370
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,250,000 $4,865,124
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,804,473
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 4,348,000 $3,948,127
JP Morgan Mortgage Trust 2014-1, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,546,611
JP Morgan Mortgage Trust 2014-1, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,761,412
Juniper Generation LLC, 6.79%, 12/31/14 (144A) 4,950,000 $234,689
Kane Flt% 01dec20 2,635,000 $2,635,000
Kane-Pi1 Flt% 07apr15 3,766,000 $3,832,047
Kane-Pi1 Flt% 07jul16 7,017,560 $6,997,911
Kane-Pi1 Zero% 18jul16 4,712,000 $4,856,658
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,476,153
KB Home, 1.375%, 2/1/19 7,375,000 $7,270,521
KB Home, 8.0%, 3/15/20 1,500,000 $1,735,333
KENT BSF PROJECT, 0.0%, 8/11/14 243,000,000 $2,714,895
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 11,775,000 $13,049,480
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 6,100,000 $6,136,082
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,302,210
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,551,434
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $6,077,059
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 3,200,000 $3,281,467
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,682,433 $8,693,286
Kinetic Concepts, Inc., 5/4/18 4,727,007 $4,737,137
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $4,000,657
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $23,360,703
KLA-Tencor Corp., 6.9%, 5/1/18 4,090,000 $4,836,719
Kleopatra Acquisition Corp., 12/21/16 1,280,046 $1,290,181
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $2,001,228
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $97,803
Kronos, Inc., 10/30/19 736,760 $740,444
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,605,275
Lam Research Corp., 1.25%, 5/15/18 12,606,000 $16,765,105
Landry's, Inc., 4/24/18 7,650,262 $7,675,362
Language Line LLC, 6/20/16 2,425,209 $2,431,272
LB-UBS Commercial Mortgage Trust 2005-C3, 4.739%, 7/15/30 5,420,000 $4,823,130
LDK Solar Co, Ltd., 10.0%, 2/28/14 12,000,000 $514,541
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,181,732
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,173,571
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,096,902
Lear Corp., 11/9/14 547 $97,021
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 6,400,000 $6,438,475
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,977,991
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40 5,950,000 $966,117
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $5,022,998
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,733,001
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $2,138,174
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 7,795,976 $1,859,390
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,427,667
Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A) 6,970,000 $7,898,306
Liberty Mutual Group, Inc., 7.3%, 6/15/14 (144A) 1,560,000 $1,615,638
Liberty Mutual Insurance Co., 7.697%, 10/15/97 (Perpetual) (144A) 9,885,000 $11,275,178
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $5,646,667
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 3,220,000 $3,441,375
Lincoln National Corp., 8.75%, 7/1/19 2,600,000 $3,494,065
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,693,757
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) (144A) 1,600,000 $2,156,342
Livingston International, Inc., 4/18/19 1,290,250 $1,294,282
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,700,000 $1,768,942
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,066,849 $426,740
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 5,000,000 $5,040,167
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $5,804,310
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,646,415
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,336,244
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $5,197,306
LyondellBasell Industries NV, 5.0%, 4/15/19 4,845,000 $5,491,836
MacDermid, Inc., 6/7/20 2,779,000 $2,781,315
Mack-Cali Realty LP, 3.15%, 5/15/23 5,975,000 $5,474,367
Mack-Cali Realty LP, 7.75%, 8/15/19 980,000 $1,195,691
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,871,423
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,067,382
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $4,547,759
Magnesita Finance, Ltd., 8.625%, 12/31/49 (Perpetual) (144A) 4,200,000 $4,146,100
Marfrig Holding Europe BV, 11.25%, 9/20/21 (144A) 4,400,000 $5,168,625
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,399,490
Marfrig Holding Europe BV, 9.875%, 7/24/17 (144A) 9,500,000 $10,828,450
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 6,750,000 $7,309,313
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,192,445
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,141,628
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 929,533 $130,909
Massachusetts Development Finance Agency, 5.0%, 10/15/40 3,700,000 $4,265,763
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,256,745
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,302,375
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 20,250,000 $23,764,478
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,263,651
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/36 40,000 $47,278
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 3,150,000 $3,836,165
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,254,248
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $931,613
MASTR Alternative Loan Trust 2003-5, 6.5%, 6/25/33 34,701,000 $1,104,481
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 28,445,000 $2,595,283
MASTR Alternative Loan Trust 2004-13, 5.5%, 1/25/35 11,050,000 $574,808
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,441,158
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $7,192,846
MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35 11,721,517 $3,464,961
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 26,000,000 $1,797,973
MCC Georgia LLC, 1/29/21 3,811,200 $3,782,570
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $132,747
MedAssets, Inc., 12/13/19 1,740,000 $1,740,522
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $15,263,792
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,802,280
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,244,711
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D, Floating Rate Note, 9/25/29 6,295,000 $1,265,664
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2, Floating Rate Note, 2/25/35 19,238,000 $4,443,985
Metaldyne LLC, 12/18/18 4,937,878 $4,953,926
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,963,625
Metinvest BV, 10.25%, 5/20/15 (144A) 5,555,000 $5,391,860
Metinvest BV, 8.75%, 2/14/18 (144A) 5,675,000 $5,185,287
MetLife, Inc., 10.75%, 8/1/69 7,387,000 $11,788,421
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,727,234
MetroPCS Wireless, Inc., 6.625%, 11/15/20 4,915,000 $5,248,947
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $22,945,055
Mexican Bonos, 7.5%, 6/3/27 60,890,000 $5,478,558
Mexican Udibonos, 2.0%, 6/9/22 55,000,000 $22,014,940
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $19,521,096
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,544,185
Michael Foods Group, Inc., 2/25/18 636,734 $637,662
Microsemi 1st Lien Tl L + 2.5% 14mar21 1,852,642 $1,844,825
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,453,301
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,501,767
Mill US Acquisition LLC, 7/3/20 3,250,438 $3,273,191
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,857,604
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 6,600,000 $7,133,500
Mirror BidCo Corp., 12/18/19 7,095,367 $7,104,236
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,596,369
MMM Holdings, Inc., 12/12/17 2,743,365 $2,765,654
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,502,900
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $2,958,060
Mondi Consumer Packaging International AG, 9.75%, 7/15/17 (144A) 3,425,000 $5,110,527
Monitronics International, Inc., 3/23/18 7,561,320 $7,578,651
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $11,984,391
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,304,861
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,730,183
Morgan Stanley, Floating Rate Note, 12/31/49 (Perpetual) 324,400 $9,079,956
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 8,700,000 $2,816,860
Morgan Stanley Capital I Trust 2005-HQ6, Floating Rate Note, 8/13/42 3,404,000 $3,538,392
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 5,000,000 $5,438,519
Morgan Stanley Capital I Trust 2007-IQ13, 5.406%, 3/15/44 340,000 $373,684
MSO of Puerto Rico, Inc., 12/12/17 1,994,518 $2,011,970
Mueller Water Products, Inc., 7.375%, 6/1/17 4,465,000 $4,696,622
Myriad International Holdings BV, 6.375%, 7/28/17 (144A) 6,600,000 $7,494,506
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,926,035
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,100,000 $3,280,420
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $260,342
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 3,100,000 $3,316,026
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $267,747
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,174,232
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,406,712
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 2,160,000 $3,298,695
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 3,000,000 $3,358,125
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 1,600,000 $2,656,322
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 4,600,000 $4,465,833
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,620,045
Nationstar Mortgage Advance Receivables Trust 2013-T2, 1.679%, 6/20/46 (144A) 4,768,000 $4,768,062
Nationstar Mortgage Advance Receivables Trust 2013-T2, 2.19%, 6/20/46 (144A) 1,725,000 $1,717,184
Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A) 5,200,000 $4,666,385
Navistar International Corp., 8.25%, 11/1/21 11,805,000 $12,328,847
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,662,656
Nevada Power Co., 6.5%, 8/1/18 85,000 $103,012
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,666,680
Newhall Land Development LLC 269,588 $1,213,146
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $4,898,862
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,316,679
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $12,036,059
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,605,627
New York State Dormitory Authority, 5.0%, 12/15/30 12,505,000 $14,604,534
New York State Dormitory Authority, 5.0%, 7/1/40 6,100,000 $7,090,416
Nigeria Government Bond, 16.0%, 6/29/19 2,507,000,000 $18,384,077
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $3,118,935
Nomura Resecuritization Trust 2011-3R, Floating Rate Note, 7/26/37 (144A) 3,400,000 $3,242,922
Noranda Aluminum Acquisition Corp., 2/28/19 1,058,400 $1,018,710
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,579,424
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,458,558
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 1,301,000 $1,320,246
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $10,155,473
Norway Government Bond, 4.25%, 5/19/17 234,080,000 $42,135,686
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $22,294,472
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $80,946,860
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $14,752,285
Novelis, Inc. Georgia, 3/10/17 1,730,113 $1,734,006
Nrzt Flt% 25jan54 A 8,000,000 $8,286,664
NSG Holdings LLC, 12/11/19 4,005,692 $4,020,713
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 2,879,000 $3,219,402
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,622,789
Numericable Group SA, 6.0%, 5/15/22 (144A) 5,350,000 $5,571,133
NuStar Logistics LP, Floating Rate Note, 1/15/43 280,950 $7,591,269
NuVasive, Inc., 2.75%, 7/1/17 20,755,000 $23,509,361
Oasis Petroleum, Inc., 6.875%, 3/15/22 (144A) 4,420,000 $4,870,901
Odebrecht Offshore Drilling Finance, Ltd., 6.625%, 10/1/22 (144A) 2,800,000 $3,034,451
Offshore Group Investment, Ltd., 7.5%, 11/1/19 4,400,000 $4,647,500
Oi SA, 5.75%, 2/10/22 (144A) 9,080,000 $9,057,931
On Assignment, Inc., 5/15/20 1,994,750 $1,991,425
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,514,476
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $11,001,353
ON Semiconductor Corp., 2.625%, 12/15/26 1,255,000 $1,475,697
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,065,397
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 15,800,000 $2,275,700
Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35 6,200,000 $2,087,037
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $6,155,628
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $2,179,408
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $716,245
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,836,583
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,398,513
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,614,441
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,072,800
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 3,100,000 $525,802
Ozburn-Hessey Holding Co LLC, 5/23/19 2,620,200 $2,628,388
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,375,000 $3,607,441
Pangaea Re, 0.0%, 10/1/15 (Cat Bond) 8,384,338 $9,416,450
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $2,969,768
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $9,078,612
Par Pharmaceutical Companies, Inc., 9/28/19 9,190,392 $9,184,648
Pelican Products, Inc., 4/8/20 2,724,282 $2,751,524
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,131,842
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 14,800,000 $1,648,187
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,564,497
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,813,129
Pilot Travel Centers LLC, 3/30/18 2,029,577 $2,037,164
Pinnacle Entertainment, Inc., 8/13/20 4,209,882 $4,213,545
Plains Exploration & Production Co., 6.75%, 2/1/22 165,000 $188,925
Plains Exploration & Production Co., 8.625%, 10/15/19 4,060,000 $4,399,095
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,929,820
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $4,416,480
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,096,789
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,643,344
Port Freeport Texas, Floating Rate Note, 5/15/33 15,970,000 $17,787,776
PQ Corp., 8/7/17 6,270,625 $6,296,103
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,305,246
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 2,900,000 $2,747,785
Prestige Brands, Inc., 1/31/19 646,067 $647,683
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,782,688
Pro Mach, Inc., 7/6/17 2,743,769 $2,750,628
Protection One, Inc., 3/21/19 1,505,766 $1,510,001
Protective Life Corp., 7.375%, 10/15/19 7,805,000 $9,707,669
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,724,999
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 3,700,000 $3,160,528
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $12,121,638
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,556,298
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,180,264
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,461,434
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,050,520
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $981,353
Queensland Treasury Corp., 5.75%, 7/22/24 11,750,000 $12,607,043
Queensland Treasury Corp., 6.0%, 7/21/22 11,815,000 $12,810,184
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,248,280
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 4,800,000 $5,084,640
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $737,590
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,530,220
Qwest Corp., 7.375%, 6/1/51 572,600 $15,047,928
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $4,214,063
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $739,310
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $764,498
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 34,154,338 $3,509,290
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 28,912,860 $3,452,382
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $632,259
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $246,271
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 29,500,000 $2,212,549
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $543,433
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,892,680
RALI Series 2004-QS5 Trust, 5.75%, 4/25/34 2,000,000 $2,057,915
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $839,480
RAMP Series 2004-SL1 Trust, Floating Rate Note, 10/25/31 4,365,200 $1,189,443
RAMP Series 2006-NC1 Trust, Floating Rate Note, 1/25/36 10,885,231 $889,528
Ranpak Corp., 4/23/19 3,088,845 $3,108,150
RASC Series 2006-KS3 Trust, Floating Rate Note, 4/25/36 1,600,695 $21,125
Raymond James Financial, Inc., 4.25%, 4/15/16 9,000,000 $9,582,764
RCMC LLC, 5.62346%, 11/15/44 (144A) 2,512,000 $2,176,404
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $6,687,508
RegionalCare Hospital Partners, Inc., 4/21/19 3,209,456 $3,199,427
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,094,348
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,289,834
Remy International, Inc., 3/5/20 4,774,851 $4,780,820
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,386,420
Republic of Ghana, 7.875%, 8/7/23 (144A) 16,455,000 $16,453,663
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $884,994
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $2,225,195
Residential Asset Securitization Trust 2005-A9, 5.5%, 7/25/35 14,920,000 $4,508,554
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,577,850
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,000,000 $4,256,000
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,750,000 $2,922,043
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 1,750,000 $1,809,763
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,478,686
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,985,150
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $252,835
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,000,000 $2,122,994
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 19,900,000 $4,032,517
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,955,087
Revlon Consumer Products Corp., 11/19/17 2,738,789 $2,742,212
Reynolds Group Holdings, Inc., 12/31/18 3,803,209 $3,812,188
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,315,849
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,550,241
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 7,648,459 $4,590,969
RFMSI Series 2005-S6 Trust, 5.25%, 8/25/35 100,000 $31,969
Rfp 5.875% 15may23 11,110,000 $10,750,159
Richland Towers Funding LLC, 7.87%, 3/15/16 (144A) 3,250,000 $3,432,792
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $28,000,266
Romania Government Bond, 5.95%, 6/11/21 24,950,000 $8,728,408
Rosetta Resources, Inc., 5.625%, 5/1/21 870,000 $898,003
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,528,315
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $2,029,244
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,433,828
Rovi Solutions Corp., 3/29/19 3,616,557 $3,605,255
RPI Finance Trust, 11/9/18 7,898,748 $7,921,789
Rural, 6/30/18 1,540,921 $1,463,875
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $705
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,484,109
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,245,254
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,900,000 $4,083,300
Samson Investment Co., 10.5%, 2/15/20 (144A) 4,710,000 $5,071,035
Samson Investment Co., 9/25/18 2,350,000 $2,354,615
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,632,150
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $2,988,700
SanDisk Corp., 0.5%, 10/15/20 (144A) 7,285,000 $8,883,248
Sandre Flt% 25may18 3,500,000 $3,470,250
SandRidge Energy, Inc., 7.5%, 3/15/21 1,860,000 $2,010,350
SandRidge Energy, Inc., 8.125%, 10/15/22 1,840,000 $2,015,503
Santander Bank NA, 8.75%, 5/30/18 16,567,000 $20,894,975
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 2,420,000 $2,492,932
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,809,246
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,164,312
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $2,473,773
Scientific Games International, Inc., 9.25%, 6/15/19 3,774,000 $4,128,389
Scitor Corp., 2/15/17 1,656,399 $1,631,884
Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,043,302
Sdart 1.62% 15feb19 14-2-B 1,350,000 $1,357,837
Seagate HDD Cayman, 4.75%, 6/1/23 (144A) 13,870,000 $14,372,788
Sealed Air Corp., 10/3/18 738,993 $741,225
Sector Re V, Ltd., 0.0%, 12/1/17 (Cat Bond) (144A) 22,798 $0
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 3,650,000 $3,841,990
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 6,086 $1,706,604
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $1,914,630
Securus Technologies Holdings, Inc., 4/30/20 1,750,000 $1,760,938
Select Medical Corp., 6/1/18 2,064,028 $2,062,738
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,207,708
Sempra Energy, 9.8%, 2/15/19 50,000 $68,450
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,489,640
Sensus USA, Inc., 5/9/17 1,442,773 $1,447,581
Sequa Corp., 6/19/17 6,764,375 $6,706,594
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 24,486,444 $1,281,733
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $1,047,884
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,794,741
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 16,000,000 $1,628,302
Sequoia Mortgage Trust 2005-3, Floating Rate Note, 5/20/35 37,214,106 $4,890,531
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/25/43 2,930,000 $2,510,036
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,893,714
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,745,000 $3,248,838
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,935,000 $3,595,399
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,869,650
SESI LLC, 7.125%, 12/15/21 90,000 $104,657
Ship Midco, Ltd., 11/29/19 2,270,659 $2,290,527
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $1,375,855
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $3,970,750
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $6,981,305
Sirius International Group, Ltd., Floating Rate Note, 12/31/49 (Perpetual) (144A) 12,390,000 $13,425,110
Six Flags Theme Parks, Inc., 12/20/18 1,071,063 $1,073,071
Skillsoft Corporation 1st Lien Tl L + 3.5% 23apr21 7,560,000 $7,567,878
SLM Corp., Floating Rate Note, 7/25/14 4,559,000 $4,571,203
SMA Issuer I LLC, 3.5%, 8/20/25 (144A) 3,756,900 $361,832
Soundview Home Loan Trust 2006-1, Floating Rate Note, 2/25/36 8,154,887 $1,342,702
Southern California Edison Co., Floating Rate Note, 12/31/49 (Perpetual) 8,675,000 $9,528,042
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,547,296
Spectrum Brands, Inc., 8/13/19 198,645 $198,784
Spectrum Brands Canada, Inc., 12/17/19 417,283 $384,306
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $918,060
Spmf 5.74% 20mar42 14-3a 1,250,703 $1,394,776
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $10,074,837
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 5,000,000 $5,015,896
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A) 1,100,000 $1,143,176
SRAM LLC, 4/10/20 712,080 $706,740
Standard Aero, Ltd., 11/2/18 3,184,127 $3,229,236
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 5,400,000 $5,428,426
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,460,027
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,012,642
Star West Generation LLC, 3/13/20 2,200,000 $2,201,375
State of Washington, 3.0%, 7/1/28 2,550,000 $2,579,096
State of Wisconsin, 5.75%, 5/1/33 3,650,000 $4,259,958
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,182,358
Steward Health Care System LLC, 4/10/20 2,233,125 $2,208,002
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,104,875
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,879,596
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $27,770
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $1,171,124
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 100,000 $14,478
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $2,208,263
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 80,109,870 $4,462,081
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $3,579,910
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $961,824
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A, Floating Rate Note, 6/25/3 33,888,000 $3,358,387
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,651,173
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 5,600,000 $1,797,427
Stx 4.75% 01jan25 144a 3,900,000 $3,877,169
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,411,079
Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A) 3,150,000 $3,211,373
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 725,000 $764,830
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 1,750,000 $1,793,534
Summit Materials LLC, 1/30/19 983,806 $989,340
Sunoco, Inc., 9.625%, 4/15/15 25,000 $27,145
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $12,153,995
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $4,881,047
Syniverse Holdings, Inc., 4/23/19 2,181,423 $2,184,833
Syniverse Holdings, Inc., 4/23/19 1,487,731 $1,489,126
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,560,438
Tank Holding Corp., 7/9/19 1,710,423 $1,711,136
Targus Group International, Inc., 5/24/16 4,110,325 $3,486,933
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,124,000
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 1,449,388 $1,434,532
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,908,741
Telesat Canada, 3/28/19 6,699,654 $6,702,167
Tempur Sealy International, Inc., 3/18/20 1,287,185 $1,282,761
Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A) 10,805,000 $793,848
Terex Corp., 4/28/17 1,651,488 $1,658,971
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,991,525
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $4,982,086
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $9,891,102
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $15,843,081
The Bank of New York Mellon Corp., Floating Rate Note, 12/31/49 (Perpetual) 5,450,000 $5,126,406
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,552,483
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,540,016
The Goodyear Tire & Rubber Co., 4/30/19 9,925,000 $9,995,219
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,991,604
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 6,267,000 $7,621,035
The Hertz Corp., 3/11/18 1,234,375 $1,236,433
The Hillman Companies, Inc., 5/28/17 3,404,778 $3,410,454
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 25,567,000 $28,753,287
The PNC Financial Services Group, Inc., Floating Rate Note, 2/21/49 (Perpetual) 15,605,000 $15,655,486
The Ryland Group, Inc., 0.25%, 6/1/19 4,280,000 $3,975,050
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,514,035
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,869,361
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 22,479,999 $3,827,553
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 42,550,000 $3,394,168
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $612,605
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $3,992,667
TI Group Automotive Systems LLC, 3/28/19 7,553,305 $7,598,157
TimberStar Trust 1, 5.668%, 10/15/36 (144A) 750,000 $830,252
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 6,646,000 $7,124,390
Time Warner Cable, Inc., 8.25%, 4/1/19 1,100,000 $1,415,981
Time Warner Cable, Inc., 8.75%, 2/14/19 640,000 $842,036
Torchmark Corp., 3.8%, 9/15/22 2,600,000 $2,684,456
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $3,752,344
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $253,654
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,985,994
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $5,896,458
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 6,450,467 $4,932,430
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 5,415,000 $4,344,312
Tronox Pigments BV, 3/19/20 1,742,894 $1,747,096
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $3,219,965
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,559,850
Truven Health Analytics, Inc., 6/6/19 6,927,154 $6,879,530
Tufts University, 5.017%, 4/15/12 14,800,000 $15,389,774
Turkey Government Bond, 10.5%, 1/15/20 21,830,000 $11,644,078
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $6,357,214
Turkiye Is Bankasi, 6.0%, 10/24/22 (144A) 5,100,000 $5,191,800
Tyco Electronics Group SA, 6.55%, 10/1/17 4,485,000 $5,256,629
U.S. Treasury Bonds, 3.625%, 2/15/44 5,000,000 $5,355,698
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $26,794,113
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $11,851,220
U.S. Treasury Bonds, 4.25%, 5/15/39 12,355,000 $14,611,379
U.S. Treasury Bonds, 4.375%, 11/15/39 23,290,000 $28,090,562
U.S. Treasury Bonds, 4.375%, 2/15/38 5,085,000 $6,168,913
U.S. Treasury Bonds, 4.5%, 8/15/39 19,890,000 $24,637,295
UBS AG, 7.625%, 8/17/22 32,775,000 $40,087,325
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $205,588
UCI International, Inc., 7/26/17 2,022,075 $2,030,922
Unifrax I LLC, 11/28/18 3,925,256 $5,352,283
United Airlines, Inc., 4/1/19 990,000 $992,970
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,247,533
Univar, Inc., 6/30/17 6,462,034 $6,475,882
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,430,820
Univision Communications, Inc., 3/1/20 7,003,279 $6,990,148
Univision Communications, Inc., 3/1/20 2,227,500 $2,223,787
Unum Group, 5.625%, 9/15/20 3,400,000 $3,973,498
Unum Group, 5.75%, 8/15/42 4,700,000 $5,543,483
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 2,275,000 $546,664
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) 3,975,000 $636,000
US Airways, Inc., 11/23/16 357,991 $358,841
US Airways, Inc., 5/23/19 214,795 $214,929
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 234,750 $6,796,013
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 783,175 $21,913,237
USI, Inc. New York, 12/30/19 26,540,070 $26,589,833
USI, Inc. New York, 7.75%, 1/15/21 (144A) 100,000 $105,928
US Silica Co., 7/23/20 1,911,257 $1,917,230
Valeant Pharmaceuticals International, Inc., 7.5%, 7/15/21 (144A) 8,085,000 $9,203,425
Valeant Pharmaceuticals International, Inc., 8/5/20 7,204,833 $7,205,331
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,896,114
Validus Holdings, Ltd., 8.875%, 1/26/40 4,305,000 $6,363,847
Valmont Industries, Inc., 6.625%, 4/20/20 3,870,000 $4,638,989
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,989,906
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $12,312,481
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $6,220,988
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 3,635,000 $4,211,784
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,828,193
Velo Holdings, Inc., 2/2/18 2,696 $2,723
Ventas Realty LP, 4.75%, 6/1/21 8,130,000 $9,171,721
Verint Systems, Inc., 9/6/19 9,235,371 $9,224,982
Verizon Communications, Inc., 6.55%, 9/15/43 16,440,000 $21,094,440
Vertafore, Inc., 10/3/19 5,768,666 $5,784,288
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,783,398
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $12,281,625
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 430,000,000 $11,789,394
Virgin Media Investment Holdings, Ltd., 6/8/20 25,310,000 $25,139,942
Virtual Radiologic Corp., 12/22/16 2,431,250 $1,762,656
Virtual Radiologic Corp., 12/22/16 6,264,563 $4,557,469
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $12,643,954
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,665,514
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,260,735
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $811,973
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $950,586
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,740,610
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,368,797
VOLT XV LLC, 3.22162%, 5/27/53 (Step) (144A) 0 $0
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 6,500,000 $6,529,124
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $5,970,163
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,743,905
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $8,156,200
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 15,600,000 $15,927,513
W&T Offshore, Inc., 8.5%, 6/15/19 3,170,000 $3,555,771
Wachovia Bank NA, 6.0%, 11/15/17 2,195,000 $2,531,655
Wachovia Capital Trust III, Floating Rate Note, 12/31/49 (Perpetual) 660,000 $651,158
Walter Energy, Inc., 4/2/18 3,035,847 $2,948,251
WaMu Mortgage Pass-Through Certificates Series 2002-AR2 Trust, Floating Rate Note, 2/27/34 4,453,285 $665,804
WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust, Floating Rate Note, 10/25/44 4,700,000 $369,667
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 44,086,340 $9,864,399
WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust, Floating Rate Note, 6/25/34 2,575,000 $431,918
WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust, Floating Rate Note, 6/25/34 2,500,000 $1,413,500
WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust, Floating Rate Note, 8/25/34 3,223,000 $552,139
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,065,000 $1,967,975
Warner Chilcott Co LLC, 7.75%, 9/15/18 5,540,000 $5,942,266
WASH Multifamily Laundry Systems LLC, 2/21/19 1,167,748 $1,167,748
Waste Industries USA, Inc., 3/17/17 3,515,921 $3,523,245
Waupaca Foundry, Inc., 6/29/17 3,886,501 $3,891,359
WCA Waste Corp., 3/23/18 3,694,600 $3,699,795
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,967,066
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $4,316,029
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $5,479,792
WebMD Health Corp., 2.5%, 1/31/18 2,430,000 $2,485,181
Weight Watchers International, Inc., 4/2/20 5,841,000 $4,650,896
Wells Fargo & Co., 7.5%, 12/31/49 (Perpetual) 38,527 $47,465,264
Wells Fargo & Co., Floating Rate Note, 12/29/49 1,215,000 $1,285,035
Wells Fargo & Co., Floating Rate Note, 12/31/49 (Perpetual) 2,450,000 $2,831,212
Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/15/43 (144A) 4,800,000 $5,401,369
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/15/45 1,775,000 $1,871,262
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $978,423
Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35 2,600,000 $992,896
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $543,082
Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34 9,498,000 $1,483,892
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,577,533
Wells Fargo Mortgage Backed Securities 2005-AR13 Trust, Floating Rate Note, 5/25/35 8,385,000 $4,919,569
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4,996,000 $419,161
WESCO Distribution, Inc., 12/12/19 4,599,670 $4,604,702
West Corp., 6/30/18 2,207,012 $2,187,700
Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A) 6,250,000 $2,909,601
Westgate Resorts 2012-2 LLC, 4.5%, 1/20/25 (144A) 3,725,000 $1,750,743
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $2,557,306
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $859,410
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $1,348,009
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,329,585
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/15/44 (144A) 2,000,000 $2,149,845
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,073,624
Williams Partners LP, 4.3%, 3/4/24 13,440,000 $14,103,125
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,539,993
WINDSOR QUALITY FOOD CO, Ltd., Term B Loan, 12/23/20 872,813 $870,630
Windstream Corp., 6.375%, 8/1/23 9,870,000 $10,005,713
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,503,756
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,866,694
WireCo WorldGroup, Inc., 2/15/17 961,039 $968,848
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,602,278
WMG Acquisition Corp., 7/1/20 4,927,738 $4,849,973
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,038,761
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $7,036,164
WPE International Cooperatief UA, 10.375%, 9/30/20 (144A) 4,360,000 $2,647,792
WR Grace & Co., 1/23/21 777,469 $775,234
WR Grace & Co., 1/23/21 277,667 $276,869
Wyle 1st Lien Tl-B L + 4% 22may21 641,946 $643,551
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 5,420,000 $5,386,125
Wynn Las Vegas LLC, 5.375%, 3/15/22 11,470,000 $12,116,303
Xerium Technologies, Inc., 5/17/19 792,000 $798,600
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,462,804
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,706,253
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,553,457
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,645,496

The portfolio is actively managed, and current holdings may be different.

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