Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 6/30/2014
Default: sorted by market value

Security Name Par / Shares Market Value
AccentCare, Inc., Term Loan, 12/22/16 2,319,129 $1,542,221
Accredited Mortgage Loan Trust, Floating Rate Note, 9/25/36 9,396,000 $4,487,734
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,400,123 $2,396,266
Acer 3.1% 10jun21 14-1a-D 800,000 $807,235
ACE Securities Corp Home Equity Loan Trust Series 2005-SD3, Floating Rate Note, 8/25/45 9,500,000 $47,202
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,270,000 $1,333,475
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,580,786
Adjustable Rate Mortgage Trust 2004-5, Floating Rate Note, 4/25/35 1,070,000 $4,301
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,363,664 $1,367,244
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 11,700,000 $3,167,450
AEP Industries, Inc., 8.25%, 4/15/19 1,690,000 $1,812,384
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 8,631,098 $8,674,253
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 7,501,877 $7,547,009
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $57,974
Aguila 3 SA, 7.875%, 1/31/18 (144A) 1,100,000 $1,196,834
Ah4r Flt% 17jun31 14-Sfr1-B 2,435,000 $2,436,983
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,987,000
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,153,286
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,432,432
Ajecorp BV, 6.5%, 5/14/22 (144A) 10,260,000 $9,526,268
Akbank TAS, 7.5%, 2/5/18 (144A) 11,000,000 $4,966,509
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $2,007,818
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,790,136
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,768,061
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $13,138,021
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $933,412
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $7,206,428
Alkermes, Inc., 2019 Term Loan, 9/25/19 689,500 $690,362
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,550,529
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,375,909 $3,379,707
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $11,326,634
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 1,697,822 $1,704,188
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,313,701 $1,311,033
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,964,328 $2,975,889
Ally Financial, Inc., 7.0%, 12/31/49 (Perpetual) (144A) 15,956 $16,076,169
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $3,120,450
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $1,325,638
ALROSA Finance SA, 7.75%, 11/3/20 (144A) 3,175,000 $3,552,146
ALROSA Finance SA, 8.875%, 11/17/14 (144A) 100,000 $103,660
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 3,535,550 $4,436,055
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,519,416
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,200,000 $3,629,380
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $6,270,308
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $1,075,207
Alternative Loan Trust 2004-28CB, 5.5%, 1/25/35 0 $7,702
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 1,878,000 $3,466,080
Alternative Loan Trust 2004-2CB, Floating Rate Note, 3/25/34 42,155,000 $191,726
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $642,991
Alternative Loan Trust Resecuritization 2003-23T2R, 4.25%, 9/25/33 44,943,000 $1,591,027
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $10,957,750
Altisource Solutions Sarl, Term B Loan, 12/9/20 2,500,000 $2,503,125
Altrl Flt% 30jun16 13,000,000 $13,458,900
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,872,913
American Energy Partners Inc L + 7.75% 17jun15 15,205,000 $15,205,000
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $5,022,197
American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45 21,700,000 $3,183,542
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,660,426
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,366,646
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,369,313
Amherst College, 3.794%, 11/1/42 2,300,000 $2,114,989
Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32 9,500,000 $364,091
Amsurg Corp Bridge L + 6% 29may15 8,970,000 $9,014,850
AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 3,900,000 $3,887,255
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 6,715,000 $6,895,722
Apex Tool Group LLC, Term Loan, 1/31/20 1,346,591 $1,333,687
Appvion, Inc., Term Commitment, 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 $8,423,438
Arc Automotive Group, Inc., Term Loan, 11/15/18 4,327,345 $4,348,982
Arcelik AS, 5.0%, 4/3/23 (144A) 7,600,000 $7,396,489
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 100,000 $150,183
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,179,043
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $8,169,038
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $16,803,907
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,749,626 $1,761,109
Arlington Flt% 01aug15 3,033,000 $3,057,567
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 5,345,995 $5,382,685
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,730,466
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,622,267
Aspen Insurance Holdings, Ltd., Floating Rate Note, 12/31/49 (Perpetual) 250,000 $6,225,000
Astoria Financial Corp., 5.0%, 6/19/17 10,175,000 $11,070,865
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $518,979
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,400,000 $1,479,042
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 11,000,000 $11,771,833
AUDIO VISUAL SERVICES CORPORATION, Initial Term Loan (First Lien), 1/24/21 1,261,838 $1,266,766
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,880,860
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,427,474
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,437,230
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,560,828
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,860,923 $3,868,162
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,778,408 $5,788,844
AXA SA, 8.6%, 12/15/30 10,060,000 $13,556,577
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,124,494
Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A) 1,753,000 $2,151,625
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,612,457
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,641,258
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,593,991
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $3,923,571
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,936,924
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 14,500,000 $1,821,515
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 3,865,000 $1,044,429
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $322,361
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,275,451
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34 17,500,000 $2,287,911
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 23,017,290 $3,604,357
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,468,410
Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36 13,132,000 $4,100,228
Banc of America Funding 2010-R4 Trust, Floating Rate Note, 8/26/36 (144A) 6,900,000 $1,397,718
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 46,300,000 $2,838,223
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,924,041
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 24,096,000 $5,369,607
Banc of America Mortgage 2004-L Trust, Floating Rate Note, 1/25/35 0 $1,666
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 8,356,245 $1,863,978
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $4,036,566
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $456,746
Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20 14,530,000 $111,959
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,448,035
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,165,625
Bank of America Corp., 7.25%, 12/31/49 (Perpetual) 21,478 $25,064,826
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $24,632,282
Baylor University, 4.313%, 3/1/42 4,550,000 $4,479,596
Bayview Commercial Asset Trust, 3.52691%, 9/25/37 (Step) (144A) 77,809,000 $2,802,014
Bayview Commercial Asset Trust, 4.12687%, 7/25/37 (Step) (144A) 49,000,000 $148,675
Bayview Commercial Asset Trust, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,689,263
Bayview Opportunity Master Fund IIa Trust 2013 Trust 2013-2RPL, 3.721%, 3/28/18 (Step) (144A) 2,250,000 $918,071
Bayview Opportunity Master Fund Trust 2013-3RPL, 3.721%, 4/28/18 (Step) (144A) 3,000,000 $1,496,304
Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A) 2,500,000 $1,172,626
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 50,000 $53,868
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,571,484
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,737,721
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,350,000 $1,141,320
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,317,337
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $966,641
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 7,486,000 $405,014
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $1,174,595
Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34 27,154,758 $3,657,696
Bear Stearns Asset Backed Securities Trust 2005-3, Floating Rate Note, 9/25/35 5,500,000 $17,935
Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36 18,000,000 $721,535
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 4,400,000 $554,271
Berkeley-Kane Flt% 12jun15 2,646,751 $2,658,661
Big Heart Pet Brands, Initial Term Loan, 2/24/20 4,387,400 $4,365,463
Bimboa 3.875% 27jun24 144a 9,641,000 $9,626,213
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,060,763
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,605,736
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,342,894
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,964,823
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,266,470
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $412,113
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 5,200,000 $5,271,913
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,953,346
Boart Longyear Management Pty, Ltd., 7.0%, 4/1/21 (144A) 2,950,000 $2,264,125
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 1,400,000 $1,398,184
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,379,830
Braskem Finance, Ltd., 7.375%, 12/31/49 (Perpetual) (144A) 1,590,000 $1,659,201
Brazilian Government International Bond, 10.25%, 1/10/28 14,150,000 $7,017,148
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $18,421,729
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,668,873
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,322,477
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,486,189
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,486,990
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,295,275
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,668,946
BTA Bank JSC (G.D.R.) (144A) 4,633 $2,270
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $2,049,352
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,990,269
Bumi Capital Pte, Ltd., 12.0%, 11/10/16 (144A) 1,850,000 $956,450
Bumi Resources Tbk PT, Loan, 11/7/14 1,135,833 $681,500
Butler Industrial Development Board, 5.75%, 9/1/28 950,000 $974,545
BWAY Holding Co., Initial Term Loan, 8/6/17 2,183,070 $2,193,985
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,533,057
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 6,050,000 $6,377,456
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,065,714
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,137,373
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,413,113 $1,390,403
Calpine Corp., Term Loan, 10/9/19 1,080,750 $1,085,328
Calpine Corp., Term Loan (3/11), 4/1/18 5,413,163 $5,439,476
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,476,388
Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21 3,165,000 $3,176,876
Capital One Bank USA NA, 8.8%, 7/15/19 2,030,000 $2,712,910
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 24,815,000 $27,802,273
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,815,342
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35 7,505,000 $2,102,490
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $162,355
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/36 5,500,000 $1,138,566
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,605,000 $6,008,326
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,805,348
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,137,951
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,935,258
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,853,664
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,950,861
Cengage Learning Holdings II LP 90,687 $3,208,053
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 2,795,000 $3,058,079
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,460,253
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,601,709
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,162,078
Cequel Communications LLC, Term Loan, 2/14/19 1,937,130 $1,940,885
CEVA GROUP Plc 1,069 $1,175,570
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $2,544,795
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $6,406,682
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $3,786,857
Chesapeake Energy Corp., 2.25%, 12/15/38 4,600,000 $4,437,850
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,714,341
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,650
Chrysler Group LLC, Term Loan B, 5/24/17 18,319,666 $18,414,543
CHS, 2021 Term D Loan, 1/27/21 6,144,723 $6,190,329
CHS, 6.875%, 2/1/22 (144A) 1,000,000 $1,089,410
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $11,998,146
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 2,415,062 $2,419,591
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $5,385,697
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 8,200,000 $6,118,140
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,541,917
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 2,300,000 $1,172,148
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 16,725,000 $9,367,989
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 7,000,000 $5,451,246
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 642,000 $17,750,658
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 12,945,000 $13,397,518
Citigroup Capital XIII, Floating Rate Note, 10/30/40 919,550 $25,471,535
Citigroup Mortgage Loan Trust, Inc., 6.75%, 8/25/34 400,000 $85,253
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 2,150,000 $2,072,257
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $4,564,993
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 4,500,000 $4,509,525
City of Charlotte North Carolina, 5.6%, 7/1/27 150,000 $154,938
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $18,021,249
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 0 $-6,176,591
Cmlti 3.5% 25jun44 14-J1_A1 4,555,000 $4,586,790
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $136,992
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 4,808,432 $4,817,448
Cobalt International Energy, Inc., 2.625%, 12/1/19 15,310,000 $14,156,966
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,814,006
CoBank ACB, Floating Rate Note, 12/31/49 (Perpetual) (144A) 87,500 $9,108,208
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 3,900,000 $3,985,215
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 3,100,000 $542,407
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/17/28 (144A) 1,800,000 $584,857
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,698,361
COMM 2012-CCRE2 Mortgage Trust, 3.791%, 8/15/45 1,900,000 $1,971,684
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/15/45 1,275,000 $1,363,821
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/15/45 4,047,000 $4,037,279
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/15/45 2,365,416 $2,359,368
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/10/44 1,550,000 $1,713,287
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 8,000,000 $7,919,719
Commercial Mortgage Pass Through Certificates, 2.822%, 11/15/45 3,875,000 $3,824,697
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,188,703
Commonwealth Edison Co., 6.95%, 7/15/18 4,246,000 $5,156,942
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 3,150,000 $3,271,306
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 900,000 $929,790
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,803,920
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 1,656,908 $1,663,644
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $226,163
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $454,438
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 100,000 $108,055
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $11,053,614
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,954,363 $3,962,964
Corp Financiera de Desarrollo SA, 4.75%, 2/8/22 (144A) 3,705,000 $3,932,369
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $8,087,328
Corporate Office Properties LP, 3.6%, 5/15/23 6,450,000 $6,197,237
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 50,000 $8,447
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35 17,887,563 $1,150,538
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 6,561,000 $1,283,408
Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36 4,500,000 $956,250
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/36 12,298,000 $2,882,526
Countrywide Asset-Backed Certificates, Floating Rate Note, 7/25/36 1,000,000 $90,290
County of Sweetwater Wyoming, 5.6%, 12/1/35 3,285,000 $3,375,228
Courtland Industrial Development Board, 5.0%, 8/1/27 3,085,000 $3,149,271
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,496,250 $1,503,731
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,535,543
Credit-Based Asset Servicing and Securitization LLC, 5.49613%, 10/25/36 (Step) (144A) 1,600,000 $1,577,309
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,220,693
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 17,350,000 $14,230,703
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $621,143
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,320,911
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,399,393
Crmsi Flt% 25jun37 07-2-A4 4,155,000 $4,351,902
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,311,129
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 3,500,000 $2,905,948
Crown Castle Operating Co., 1/31/19 0 $0
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,581,239
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,698,494
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,350,000 $1,350,844
CSMC Series 2010-14R, Floating Rate Note, 11/26/37 (144A) 3,017,034 $2,822,345
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,520,200
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A) 6,690,000 $7,551,338
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 7,685,000 $8,808,931
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $16,288,947
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,765,565
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,254,506
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,188,216
CWGS Group LLC, Term Loan, 2/20/20 7,011,250 $7,081,363
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 7,023,842 $7,107,250
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 5,935,316 $5,970,821
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/10/46 (144A) 2,950,000 $3,383,367
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) 6,767,000 $7,671,382
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,654,543
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $16,403,975
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,590,044
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 2,842,000 $2,833,165
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 1,000,000 $997,875
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,604,534
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,317,289 $5,320,612
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $55,085
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,461,862
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $620,150
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 5,065,000 $1,385,278
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $6,971,580
DigitalGlobe, Inc., Term Loan, 1/31/20 6,011,900 $6,033,471
Digital Realty Trust, Inc., 5.875%, 12/31/49 (Perpetual) 100,000 $2,204,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,057,472
Digital Realty Trust LP, 5.25%, 3/15/21 3,125,000 $3,405,276
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,641,356
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 990,810 $993,035
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,230,000 $3,677,983
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 14,228,000 $14,905,159
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,532,499
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 5,682,063 $5,767,293
Drugb Flt% 15jul23 14-1-A1 3,250,000 $3,251,669
Drug Royalty II LP 1, 4.474%, 1/15/25 (144A) 2,200,000 $1,543,160
Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A) 1,300,000 $910,536
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 9,400,000 $7,959,274
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,038,690
Dubai Electricity & Water Authority, 8.5%, 4/22/15 (144A) 9,750,000 $10,493,844
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,778,459
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,877,490
DynCorp International, Inc., Term Loan, 7/7/16 2,487,204 $2,496,919
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $906,015
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,269,884
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $22,134
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,430,533
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $26,784,761
Electricite de France SA, Floating Rate Note, 12/31/49 (Perpetual) (144A) 5,285,000 $5,508,538
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/25/37 (144A) 11,108,000 $1,238,255
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 5,300,000 $5,450,987
Emdeon, Inc., Term B-2 Loan, 11/2/18 1,964 $1,967
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,719,683
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $7,027,933
Endp 5.375% 15jan23 144a 7,620,000 $7,611,613
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $244,633
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,007,657
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,914,311
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 16,950,000 $18,193,000
EnLink Midstream Partners LP, 4.4%, 4/1/24 5,840,000 $6,201,144
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,395,724 $1,402,004
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $4,274,106
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,969,527 $1,975,272
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $11,432,156
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,656,286
Eqty14-Inns Flt% 08may19 E 5,200,000 $5,207,220
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $209,512
Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A) 5,660,000 $5,802,090
Essar Steel Algoma, Inc., Term Loan, 9/19/14 564,938 $567,762
EuroChem Mineral & Chemical Co OJSC via EuroChem GI, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,687,248
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 8,960,000 $8,974,936
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,068,130
Exopack Holdings SA, USD Term Loan, 4/14/19 4,169,050 $4,240,708
Expedia, Inc., 5.95%, 8/15/20 9,760,000 $11,262,413
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 12,775,560 $12,722,324
Export-Import Bank of Korea, 5.875%, 1/14/15 1,900,000 $2,003,730
Expro Finance Luxembourg SCA, 8.5%, 12/15/16 (144A) 1,710,000 $1,793,410
Exterran Holdings, Inc., 7.25%, 12/1/18 7,300,000 $7,745,604
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,978,244
Fannie Mae, 3.5%, 11/1/42 500,000 $462,458
Fannie Mae, 3.5%, 11/1/42 2,205,966 $2,063,231
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,336,897
Fannie Mae, 3.5%, 11/1/42 1,050,000 $1,026,189
Fannie Mae, 3.5%, 12/1/25 19,734,423 $7,121,676
Fannie Mae, 3.5%, 12/1/42 50,000 $47,758
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,787,488
Fannie Mae, 3.5%, 4/1/29 8,000,000 $7,983,211
Fannie Mae, 3.5%, 4/1/29 7,000,000 $7,311,456
Fannie Mae, 3.5%, 6/1/42 2,314,862 $2,043,065
Fannie Mae, 3.5%, 7/1/26 23,914,523 $10,159,279
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,812,686
Fannie Mae, 3.5%, 8/1/42 25,765,072 $24,116,079
Fannie Mae, 3.5%, 8/1/42 48,680,354 $43,814,719
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,359,804
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,980,975
Fannie Mae, 4.0%, 10/1/43 6,376,304 $6,236,776
Fannie Mae, 4.0%, 11/1/41 55,000 $22,327
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,343,284
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,475,324
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,422,326
Fannie Mae, 4.0%, 12/1/40 9,810,000 $7,286,313
Fannie Mae, 4.0%, 12/1/41 45,515,613 $29,356,004
Fannie Mae, 4.0%, 12/1/41 17,790,000 $9,601,569
Fannie Mae, 4.0%, 12/1/42 46,000 $15,010
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,864,774
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,303,753
Fannie Mae, 4.0%, 2/1/43 2,200,000 $1,819,761
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,466,640
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,175,106
Fannie Mae, 4.0%, 4/1/41 450,000 $350,469
Fannie Mae, 4.0%, 4/1/42 9,200,000 $5,004,718
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,293,686
Fannie Mae, 4.0%, 5/1/42 530,000 $467,554
Fannie Mae, 4.0%, 5/1/44 16,300,000 $17,335,871
Fannie Mae, 4.0%, 7/1/18 75,000 $5,265
Fannie Mae, 4.0%, 7/1/42 424,314 $323,678
Fannie Mae, 4.0%, 8/1/43 6,883,801 $6,913,829
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,697,590
Fannie Mae, 4.0%, 9/1/37 1,307,922 $990,400
Fannie Mae, 4.5%, 10/1/43 6,481,868 $6,398,947
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,722,506
Fannie Mae, 4.5%, 11/1/43 14,886,677 $13,758,788
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,557,431
Fannie Mae, 4.5%, 11/1/43 3,906,562 $4,176,049
Fannie Mae, 4.5%, 12/1/40 54,806,862 $26,721,567
Fannie Mae, 4.5%, 12/1/41 6,923,896 $5,164,963
Fannie Mae, 4.5%, 12/1/41 60,000 $41,908
Fannie Mae, 4.5%, 12/1/43 4,403,175 $4,587,406
Fannie Mae, 4.5%, 3/1/35 2,520,000 $393,033
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,855,242
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,538,723
Fannie Mae, 4.5%, 4/1/41 25,000 $12,080
Fannie Mae, 4.5%, 5/1/41 24,220,767 $8,653,211
Fannie Mae, 4.5%, 7/1/41 39,417,029 $24,881,938
Fannie Mae, 4.5%, 8/1/41 71,193,582 $32,016,445
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,473,844
Fannie Mae, 4.5%, 9/1/43 17,709,372 $17,389,536
Fannie Mae, 5.0%, 1/1/39 27,744,910 $3,252,837
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,118,977
Fannie Mae, 5.0%, 2/1/22 6,603,277 $436,531
Fannie Mae, 5.0%, 4/1/22 327,117 $21,430
Fannie Mae, 5.0%, 5/1/38 9,123,173 $1,074,748
Fannie Mae, 5.0%, 5/1/41 2,252,877 $1,064,357
Fannie Mae, 5.0%, 6/1/22 2,077,680 $204,154
Fannie Mae, 5.0%, 6/1/22 639,720 $46,308
Fannie Mae, 5.0%, 6/1/35 77,359,128 $8,677,248
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,732,233
Fannie Mae, 5.0%, 6/1/40 3,027,156 $1,104,510
Fannie Mae, 5.0%, 7/1/35 42,393,553 $5,535,225
Fannie Mae, 5.0%, 7/1/35 17,501,965 $2,215,819
Fannie Mae, 5.0%, 7/1/39 17,025,069 $2,193,450
Fannie Mae, 5.0%, 7/1/39 10,309,150 $2,174,461
Fannie Mae, 5.0%, 7/1/39 2,516,008 $1,057,072
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,940,868
Fannie Mae, 5.0%, 7/1/41 1,681,264 $1,083,749
Fannie Mae, 5.0%, 8/1/35 24,222,081 $3,242,042
Fannie Mae, 5.5%, 12/1/35 2,799,824 $362,908
Fannie Mae, 5.5%, 2/1/23 12,500,000 $597,790
Fannie Mae, 5.5%, 2/1/33 500,000 $7,350
Fannie Mae, 5.5%, 3/1/21 5,000,000 $705,896
Fannie Mae, 5.5%, 3/1/25 8,000,000 $1,085,049
Fannie Mae, 5.5%, 3/1/36 900,090 $115,089
Fannie Mae, 5.5%, 4/1/34 2,750,000 $213,638
Fannie Mae, 5.5%, 4/1/36 2,000,200 $255,047
Fannie Mae, 5.5%, 5/1/33 750,000 $77,381
Fannie Mae, 5.5%, 6/1/33 852,000 $44,622
Fannie Mae, 5.5%, 7/1/33 1,900,000 $101,332
Fannie Mae, 6.0%, 1/1/33 502,267 $20,669
Fannie Mae, 6.0%, 1/1/34 1,800,000 $135,463
Fannie Mae, 6.0%, 10/1/32 200,552 $4,779
Fannie Mae, 6.0%, 11/1/32 350,000 $9,858
Fannie Mae, 6.0%, 12/1/32 3,234,929 $84,436
Fannie Mae, 6.0%, 12/1/33 2,000,000 $151,810
Fannie Mae, 6.0%, 12/1/37 7,118,373 $470,732
Fannie Mae, 6.0%, 3/1/32 100,000 $2,803
Fannie Mae, 6.0%, 3/1/33 250,000 $11,530
Fannie Mae, 6.0%, 3/1/33 350,000 $9,005
Fannie Mae, 6.0%, 4/1/38 5,765,562 $591,623
Fannie Mae, 6.0%, 5/1/33 1,200,000 $159,099
Fannie Mae, 6.0%, 6/1/37 4,500,000 $393,389
Fannie Mae, 6.0%, 7/1/17 4,000,000 $56,851
Fannie Mae, 6.0%, 7/1/38 2,040,000 $195,661
Fannie Mae, 6.5%, 10/1/32 511,093 $25,544
Fannie Mae, 6.5%, 11/1/32 400,000 $9,596
Fannie Mae, 6.5%, 12/1/21 8,650,000 $171,978
Fannie Mae, 6.5%, 2/1/32 99,991 $1,683
Fannie Mae, 6.5%, 3/1/32 124,988 $5,175
Fannie Mae, 6.5%, 4/1/29 40,000 $399
Fannie Mae, 6.5%, 5/1/31 392,161 $3,719
Fannie Mae, 6.5%, 6/1/31 25,095 $403
Fannie Mae, 6.5%, 7/1/31 125,419 $2,979
Fannie Mae, 6.5%, 8/1/32 340,598 $4,381
Fannie Mae, 7.0%, 2/1/29 43,569 $645
Fannie Mae, 7.0%, 5/1/28 200,000 $1,832
Fannie Mae, 7.0%, 7/1/31 306,031 $1,205
Fannie Mae, 7.5%, 1/1/28 115,000 $1,429
Fannie Mae Pool, 3.5%, 9/25/42 35,000,000 $36,072,361
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $3,142,917
Federal Home Loan Mortgage Corp., 3.486%, 11/25/46 (144A) 3,600,000 $3,703,943
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,562,041
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,919,035
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,886,178
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $6,719,333
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $14,347,512
Federal Home Loan Mortgage Corp., 4.162%, 9/25/44 (144A) 5,065,000 $5,317,706
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $925,848
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $1,078,658
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,602,414
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4,841,006 $4,756,865
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $93,091
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $220,646
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $3,067,826
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $323,419
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $3,403,839
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $158,484
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $93,105
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $13,135,261
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $618,408
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $466,620
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $430,958
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $88,542
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $382,790
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $768,646
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $1,088,418
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $7,727
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $126,733
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $116,477
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $18,699
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $188,163
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $382,251
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $40,510
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,473
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $197,944
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $183,634
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $228,185
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,748
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 8,360,000 $1,109,391
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 28,111,567 $1,616,587
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $1,116,174
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $138,739
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $4,471,469
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $688,519
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 8,725,000 $8,536,322
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 5,710,000 $5,904,734
Fifth Third Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 316,400 $8,473,192
Firstar Realty LLC, 8.875%, 12/31/49 (Perpetual) (144A) 3,250 $4,040,156
First Data Corp., 2018 Dollar Term Loan, 3/23/18 1,528,214 $1,533,284
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 115,933 $116,357
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 3,950,826 $158,870
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 3/25/35 1,150,000 $282,026
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 10,872,000 $2,288,293
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,268,233
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $501,521
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,604,735
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $723,043
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,043,158 $4,034,324
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $3,904,624
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,822,547
Flextronics International, Ltd., 5.0%, 2/15/23 10,030,000 $10,570,506
Flowserve Corp., 3.5%, 9/15/22 1,755,000 $1,751,323
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,412,246 $2,417,271
Fn15 3.5% 17jul14 15,900,000 $16,876,250
Fn15 3% 17jul14 16,800,000 $17,473,400
Fncl 30yr Pool 4.5% Jul/11 Tba 95,000,000 $103,036,430
Fncl 30yr Pool 4% Jul/11 Tba 35,000,000 $37,194,306
Fncl 30yr Pool 5% Jul/10 Tba 190,000,000 $211,332,128
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,707,649
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 4,500,000 $4,546,900
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $482,028
Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23 8,860,000 $8,934,120
FREMF Mortgage Trust 2010-K7, 5.435%, 4/25/20 (144A) 3,900,000 $4,424,923
FREMF Mortgage Trust 2010-K8, 5.238%, 9/25/43 (144A) 1,980,000 $2,225,202
FREMF Mortgage Trust 2010-K9 REMICS, 5.192%, 9/25/45 (144A) 4,160,000 $4,666,311
FREMF Mortgage Trust 2011-K10 , 4.615%, 11/25/49 (144A) 5,600,000 $6,078,689
FREMF Mortgage Trust 2011-K11 REMICS, 4.421%, 12/25/48 (144A) 3,300,000 $3,553,624
FREMF Mortgage Trust 2011-K12, 4.347%, 1/25/46 (144A) 3,953,000 $4,239,496
FREMF Mortgage Trust 2011-K14, 5.159%, 2/25/47 (144A) 2,200,000 $2,468,493
FREMF Mortgage Trust 2011-K701, 4.286%, 7/25/48 (144A) 4,775,000 $5,048,205
FREMF Mortgage Trust 2011-K701, 4.286%, 7/25/48 (144A) 4,100,000 $4,382,513
FREMF Mortgage Trust 2011-K702, 4.77%, 4/25/44 (144A) 6,175,000 $6,728,406
FREMF Mortgage Trust 2011-K703, 4.887%, 7/25/44 (144A) 5,450,000 $5,964,459
FREMF Mortgage Trust 2012-K20, 3.869%, 5/25/45 (144A) 6,500,000 $6,715,430
FREMF Mortgage Trust 2012-K501, 3.486%, 11/25/46 (144A) 2,750,000 $2,857,393
FREMF Mortgage Trust 2012-K708, 3.759%, 2/25/45 (144A) 25,000 $25,789
FREMF Mortgage Trust 2012-K709, 3.741%, 4/25/45 (144A) 5,000,000 $5,245,614
FREMF Mortgage Trust 2012-K710, 3.818%, 6/25/47 (144A) 3,661,000 $3,849,329
FREMF Mortgage Trust 2013-K502, 3.196%, 3/25/45 (144A) 1,000,000 $1,017,491
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $7,945,117
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $13,285,204
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $12,203,080
Fx Vanilla Option Call Usd/Put Try 2.95 12 01 2015 Tr -19,969,960 $-33,032
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,373,621
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 175,576 $175,521
Garda World Security Corp., Term B Loan, 11/1/20 686,343 $686,129
Gates Investments LLC, Term B-2 Loan, 9/29/16 1,679,450 $1,683,229
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,902,883
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $892,642
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,600,906
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 6,500,000 $2,964,684
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $13,717,452
General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual) 20,800,000 $24,614,027
Gentiva Health Services, Inc., 11.5%, 9/1/18 1,328,000 $1,468,547
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 8,873,929 $8,890,567
Getty Images, Inc., Initial Term Loan, 10/18/19 4,798,054 $4,641,570
Ghana Government Bond, 19.24%, 5/30/16 19,000,000 $5,334,407
Ghana Government Bond, 21.0%, 10/26/15 3,770,000 $1,127,760
Ghana Government Bond, 26.0%, 6/5/17 3,875,000 $1,209,033
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $17,678,797
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,215,847
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 4,789,843 $4,825,767
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $2,058,230
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,856,413
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 80,580,000 $8,440,109
Global SC Finance II SRL, 4.11%, 7/19/27 (144A) 4,000,000 $3,250,626
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,698,595
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $8,439,256
Gn30 4% 21jul14 43,250,000 $46,292,517
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $2,295,622
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $5,571,605
Goldcorp, Inc., 3.7%, 3/15/23 7,300,000 $7,279,790
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 27,140,000 $25,277,518
Government National Mortgage Association, 1.026%, 2/16/53 50,450,000 $3,796,436
Government National Mortgage Association, 1.049%, 3/16/53 35,900,000 $2,581,015
Government National Mortgage Association, 1.067%, 9/16/52 55,000,000 $4,294,235
Government National Mortgage Association, 1.071%, 8/16/52 55,500,000 $3,583,065
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $8,208,481
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,587,885
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $1,348,113
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,233,474
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $262,601
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $55,634
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $184,851
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $172,018
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,447,284
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $9,103,630
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $358,526
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $949,055
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $180,333
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $34,658
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $55,773
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $199,009
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $833,668
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $1,086,128
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $331,096
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $239,417
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $54,821
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $437,406
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $350,414
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $1,691
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $385,437
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $297,448
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $790,806
Government National Mortgage Association I, 5.5%, 2/15/37 172 $27
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $24,257
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $267,626
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $508,856
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $248,169
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $8,155
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $334,605
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $248,753
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $156,456
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $510,483
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $100,356
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $119,927
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $138,956
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $289,100
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $117,298
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $533,861
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $76,018
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $198,826
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $33,095
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $85,894
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $87,824
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $668,570
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $18,195
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $2,436
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $429,772
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $144,762
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $169,172
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $111,603
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $17,286
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $87,846
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,404
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $1,943
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $64,058
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $538,266
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $237,122
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $156,891
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $47,875
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $392,776
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $117,351
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $196,332
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $143,470
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $282,362
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $112,050
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $1,081,181
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $422
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $285,269
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $38,750
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $84,541
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $162,839
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,762
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $8,986
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,956
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $18,183
Government National Mortgage Association I, 6.5%, 11/15/31 1,537,088 $54,417
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $94,557
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $563
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $6,462
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,371
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $3,048
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,618
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 $7,886
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $8,122
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,604
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $34,083
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,938
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,485
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $44,966
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $119,100
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $49,328
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $1,039
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $581
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $2,608
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,150
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $486
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $10,755
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $130
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $864,070
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,624,909
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $901,205
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $9,712,389
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $16,391
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $236,324
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $336,174
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $100,579
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $475
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,377
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 1,525,000 $1,532,308
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,389,000 $4,389,277
Gruposura Finance, 5.7%, 5/18/21 (144A) 4,710,000 $5,154,192
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 26,788,000 $5,210,615
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $640,032
GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) 4,500,000 $4,531,470
GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) 5,800,000 $5,915,568
GS Mortgage Securities Corp II Series 2005-GG4, 4.782%, 7/10/39 5,609,335 $5,776,342
GS Mortgage Securities Trust 2006-GG8, 5.56%, 11/10/39 4,000,000 $4,355,913
GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/10/46 7,000,000 $7,014,130
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 12,727,000 $2,915,568
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 7,630,000 $11,470,204
GTP Acquisition Partners I LLC, 7.628%, 6/15/16 (144A) 10,580,000 $11,254,001
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,301,895
GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) 8,065,000 $8,211,933
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,704,125
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $219,505
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,831,288
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,368,311
Health Care Real Estate Investment Trust, Inc., 3.75%, 3/15/23 6,300,000 $6,389,452
Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24 5,000,000 $5,433,340
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,609,309
Health Care Real Estate Investment Trust, Inc., 6.125%, 4/15/20 600,000 $705,270
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,900,610
Healthcare Realty Trust, Inc., 6.5%, 1/17/17 5,555,000 $6,410,076
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,620,000 $1,640,250
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $976,975
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,866,355
HHI Holdings LLC, Additional Term Loan, 10/5/18 3,077,688 $3,095,640
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,099,314
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,394,389
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 6,500,000 $6,508,793
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $995,286
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,258,704
Hologic, Inc., 2.0%, 12/15/37 (Step) 12,092,000 $15,178,651
Hologic, Inc., 2.0%, 3/1/42 (Step) 13,000,000 $14,297,292
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 3,300,000 $1,806,989
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $2,234,605
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $9,185
Horizon Lines, Inc. 1,695,067 $677,857
Hospitality Properties Trust, 5.0%, 8/15/22 8,255,000 $8,889,082
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 2,272,688 $2,286,892
Houston Higher Education Finance Corp., 5.0%, 5/15/40 4,700,000 $5,279,834
Hunter Defense Technologies, Inc., Term Loan, 8/22/14 2,006,450 $1,926,192
Hyundai Capital America, 3.75%, 4/6/16 (144A) 1,240,000 $1,308,714
Hyundai Capital America, 4.0%, 6/8/17 (144A) 1,200,000 $1,286,307
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,758,680
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 1,390,000 $1,442,126
Iadb 7.25% 17jul17 22,600,000,000 $1,900,641
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,331,141
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4,661,830 $4,685,838
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 3,200,000 $3,227,031
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 400,000 $404,860
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,850,000 $3,893,419
Icon Brands Holdings LLC, 4.229%, 1/25/43 (144A) 6,376,000 $5,917,722
Immucor, Inc., Term B-2 Loan, 8/19/18 8,088,204 $8,146,342
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $3,209,323
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 28,850,000 $1,749,982
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,982,340
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 142,771,000 $9,963,698
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 43,500,000 $3,084,159
Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35 47,979,361 $6,208,722
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $59,209
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 6,850,000 $2,030,271
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 25,100,000 $6,209,593
Independencia International, Ltd., 0.0%, 12/30/16 (144A) 1,038,898 $314,267
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,883,619
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,774,463
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,702,028
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,781,176
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $17,670,507
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,466,490
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $9,174,808
Intel Corp., 2.95%, 12/15/35 24,862,000 $30,939,171
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 2,131,988 $2,152,975
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $7,637,745
Intercorp Retail Trust, 8.875%, 11/14/18 (144A) 5,650,000 $6,266,340
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $5,071,549
International Equipment Solutions LLC, Initial Loan, 8/16/19 5,429,176 $5,503,828
International Finance Corp., 5.0%, 12/21/15 37,250,000 $16,163,583
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,524,762
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $18,324,445
International Game Technology, 7.5%, 6/15/19 120,000 $136,810
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 11,625,000 $12,040,030
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,732,288
inVentiv Health, Inc., Consolidated Term Loan, 8/4/16 4,707,536 $4,736,958
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 386,603 $387,570
Inversiones Alsacia SA, 8.0%, 8/18/18 (144A) 8,635,000 $4,521,383
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,498,153
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,770,047
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,780,150
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,215,973
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $50,994
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,937,685
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $903,402
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,333,413
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,638,860
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,187,380
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,712,965
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $4,065,116
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,526,169
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,205,094
Jefferies Resecuritization Trust 2009-R2, Floating Rate Note, 5/26/37 (144A) 3,350,000 $827,445
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,346,378
JLL, Initial Dollar Term Loan, 1/23/21 2,460,000 $2,444,625
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,093,416
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,737,869
Jpmcc Flt% 15jun29 14-Inn-C 6,750,000 $6,751,385
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $850,038
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $12,938,253
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 13,860,000 $13,407,240
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 20,727,000 $23,439,876
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,124,727
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,006,728
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 4,400,000 $4,696,350
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,474,339
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/15/46 5,200,000 $5,661,105
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/15/45 (144A) 4,000,000 $4,131,100
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 4,570,000 $4,604,659
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 6,500,000 $6,533,887
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $703,957
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $670,371
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $3,201,606
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 9,500,000 $1,550,834
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 23,395,000 $18,330,159
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,250,000 $4,814,536
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 4,348,000 $3,910,253
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,786,718
JP Morgan Mortgage Trust 2014-1, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,754,778
JP Morgan Mortgage Trust 2014-1, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,521,169
Juniper Generation LLC, 6.79%, 12/31/14 (144A) 4,950,000 $122,284
Kane Flt% 01dec20 2,635,000 $2,643,432
Kane Flt% 12jun15 7,100,000 $6,282,790
Kane Flt% 14jul15 3,056,160 $2,887,154
Kane-Pi1 Flt% 07apr15 3,766,000 $3,863,051
Kane-Pi1 Flt% 07jul16 7,017,560 $7,019,665
Kane-Pi1 Zero% 18jul16 4,712,000 $4,886,815
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,457,844
KB Home, 1.375%, 2/1/19 7,375,000 $7,454,128
KB Home, 8.0%, 3/15/20 1,500,000 $1,756,583
KENT BSF PROJECT, 0.0%, 8/11/14 243,000,000 $2,742,076
Kenya 5.875% 24jun19 144a 8,570,000 $8,755,475
Kenya 6.875% 24jun24 144a 8,635,000 $8,991,943
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 11,775,000 $12,683,965
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 8,650,000 $8,607,797
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,276,860
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,589,602
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $6,079,182
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 3,200,000 $3,262,467
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,682,433 $8,709,565
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4,727,007 $4,739,316
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,837,955
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $23,368,181
KLA-Tencor Corp., 6.9%, 5/1/18 4,090,000 $4,859,174
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 1,275,660 $1,282,571
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $2,028,936
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $94,713
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 736,760 $743,668
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,584,506
Lam Research Corp., 1.25%, 5/15/18 12,606,000 $17,243,082
Landry's, Inc., B Term Loan, 4/24/18 6,730,550 $6,755,789
Language Line LLC, Tranche B Term Loan, 6/20/16 2,418,271 $2,426,735
LB-UBS Commercial Mortgage Trust 2005-C3, 4.739%, 7/15/30 5,420,000 $4,799,923
LDK Solar Co, Ltd., 10.0%, 2/28/14 12,000,000 $513,584
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,164,464
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,170,786
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,089,377
Lear Corp., 11/9/14 547 $96,934
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 6,400,000 $6,472,966
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $7,015,551
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40 5,950,000 $938,569
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $5,026,579
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,658,952
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $2,093,886
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 7,795,976 $1,861,232
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,403,080
Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A) 6,970,000 $7,695,888
Liberty Mutual Insurance Co., 7.697%, 10/15/97 (Perpetual) (144A) 10,910,000 $12,465,812
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $5,777,750
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 3,220,000 $3,496,719
Lincoln National Corp., 8.75%, 7/1/19 2,600,000 $3,484,790
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,705,355
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) (144A) 1,600,000 $2,178,760
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,287,000 $1,291,826
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,700,000 $1,776,925
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 $5,067,389
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $5,858,460
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,661,868
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,296,409
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $5,046,898
LyondellBasell Industries NV, 5.0%, 4/15/19 4,845,000 $5,516,185
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 2,772,000 $2,777,544
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,900,191
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,104,073
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $4,279,651
Magnesita Finance, Ltd., 8.625%, 12/31/49 (Perpetual) (144A) 4,200,000 $4,244,538
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,463,521
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 6,750,000 $7,357,781
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,190,583
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,324,718
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 804,533 $125,854
Massachusetts Development Finance Agency, 5.0%, 10/15/40 3,700,000 $4,260,719
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,266,013
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,306,814
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 20,250,000 $23,611,658
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,173,076
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/36 40,000 $47,126
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 3,150,000 $3,814,776
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,163,608
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $928,340
MASTR Alternative Loan Trust 2003-5, 6.5%, 6/25/33 34,701,000 $1,102,271
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 28,445,000 $2,551,154
MASTR Alternative Loan Trust 2004-13, 5.5%, 1/25/35 0 $2,460
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,416,947
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $7,035,521
MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35 11,721,517 $3,456,743
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 26,000,000 $1,791,378
MCC Georgia LLC, Tranche H Term Loan, 1/29/21 3,801,600 $3,765,914
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $132,684
MedAssets, Inc., Term B Loan, 12/13/19 1,732,800 $1,734,243
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $15,328,469
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,807,220
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,211,261
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D, Floating Rate Note, 9/25/29 6,295,000 $1,226,976
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2, Floating Rate Note, 2/25/35 19,238,000 $4,340,096
Metaldyne LLC, USD Term Loan 2014, 12/18/18 4,937,878 $4,962,568
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $6,085,688
Metinvest BV, 10.25%, 5/20/15 (144A) 5,555,000 $5,411,534
Metinvest BV, 8.75%, 2/14/18 (144A) 5,675,000 $5,126,220
MetLife, Inc., 10.75%, 8/1/69 7,387,000 $12,066,972
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,582,024
MetroPCS Wireless, Inc., 6.625%, 11/15/20 4,915,000 $5,288,369
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $22,302,485
Mexican Bonos, 7.5%, 6/3/27 60,890,000 $5,328,632
Mexican Udibonos, 2.0%, 6/9/22 55,000,000 $21,660,788
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $19,217,554
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $10,104,435
Microsemi Corp., Term Loan (2014), 3/14/21 1,852,642 $1,846,274
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,432,945
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,481,025
Mill US Acquisition LLC, Term Loan (First Lien), 7/3/20 3,250,438 $3,273,191
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,889,896
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 6,600,000 $7,276,546
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,077,584 $7,089,383
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,625,056
MMM Holdings, Inc., MMM Term Loan, 12/12/17 2,743,365 $2,767,369
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,492,406
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $2,991,122
Mondi Consumer Packaging International AG, 9.75%, 7/15/17 (144A) 3,425,000 $5,143,624
Monitronics International, Inc., Term B Loan (2013), 3/23/18 7,542,177 $7,568,107
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $12,061,776
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,448,882
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,758,789
Morgan Stanley, Floating Rate Note, 12/31/49 (Perpetual) 324,400 $9,041,028
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 8,700,000 $2,807,180
Morgan Stanley Capital I Trust 2005-HQ6, Floating Rate Note, 8/13/42 3,404,000 $3,533,769
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 5,000,000 $5,468,144
Mrfgbz 6.875% 24jun19 144a 15,910,000 $16,114,234
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,994,518 $2,011,970
Mueller Water Products, Inc., 7.375%, 6/1/17 4,465,000 $4,564,997
Myriad International Holdings BV, 6.375%, 7/28/17 (144A) 6,600,000 $7,438,819
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,929,088
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,100,000 $3,287,963
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $261,272
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 3,100,000 $3,341,945
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $269,982
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,213,884
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,362,720
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 2,160,000 $3,179,803
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 3,000,000 $3,224,688
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 1,600,000 $2,672,213
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 4,600,000 $4,618,464
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,568,546
Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A) 5,200,000 $4,556,296
Navient Corp., Floating Rate Note, 7/25/14 4,559,000 $4,562,085
Navistar International Corp., 8.25%, 11/1/21 11,805,000 $12,483,788
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,672,172
Nevada Power Co., 6.5%, 8/1/18 85,000 $102,804
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,850,000 $1,858,510
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,894,453
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 $4,903,395
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,311,308
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,720,105
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 8,000,000 $8,302,008
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,603,789
New York State Dormitory Authority, 5.0%, 12/15/30 12,505,000 $14,308,499
New York State Dormitory Authority, 5.0%, 7/1/40 6,100,000 $7,051,478
Nigeria Government Bond, 16.0%, 6/29/19 2,507,000,000 $17,993,389
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $3,085,088
Nomura Resecuritization Trust 2011-3R, Floating Rate Note, 7/26/37 (144A) 3,400,000 $2,838,082
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,055,700 $1,018,751
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,651,491
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,229,764
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 1,301,000 $1,321,030
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $10,080,640
Norway Government Bond, 4.25%, 5/19/17 234,080,000 $41,340,518
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $21,981,668
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $79,098,122
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $14,616,088
Novelis, Inc. Georgia, Initial Term Loan, 3/10/17 1,725,650 $1,730,180
Nrpmt Flt% 25jul43 13-1-A1 11,115,000 $10,816,284
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 2,879,000 $3,119,237
NSG Holdings LLC, New Term Loan, 12/11/19 3,971,254 $3,976,218
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,596,883
Numericable Group SA, 6.0%, 5/15/22 (144A) 5,350,000 $5,611,258
NuStar Logistics LP, Floating Rate Note, 1/15/43 280,950 $7,563,174
NuVasive, Inc., 2.75%, 7/1/17 20,755,000 $24,023,913
Oasis Petroleum, Inc., 6.875%, 3/15/22 (144A) 4,420,000 $4,907,274
Offshore Group Investment, Ltd., 7.5%, 11/1/19 4,400,000 $4,708,000
Ohart 2.8828% 25may54 2014-Npl1- 5,870,000 $5,878,990
Oi SA, 5.75%, 2/10/22 (144A) 9,080,000 $9,266,329
On Assignment, Inc., Initial Term B Loan, 5/15/20 1,994,750 $1,991,425
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,733,882
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,838,114
ON Semiconductor Corp., 2.625%, 12/15/26 1,255,000 $1,473,736
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,047,915
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 15,800,000 $1,978,825
Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35 6,200,000 $2,040,911
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $6,125,489
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $2,151,310
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $707,014
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,812,438
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,372,443
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,385,055
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,103,574
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 3,100,000 $432,045
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,613,600 $2,628,302
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,375,000 $3,626,777
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 $3,015,776
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $8,908,753
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,190,392 $9,205,473
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,717,471 $2,744,646
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,117,783
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 14,800,000 $1,587,001
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,590,878
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,611,758
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18 2,029,577 $2,035,895
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 4,197,570 $4,209,797
Plains Exploration & Production Co., 6.75%, 2/1/22 107,000 $124,349
Plains Exploration & Production Co., 8.625%, 10/15/19 4,060,000 $4,418,126
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,879,532
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $4,430,130
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,069,617
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,699,687
Port Freeport Texas, Floating Rate Note, 5/15/33 15,970,000 $17,623,418
PQ Corp., 2014 Term Loan, 8/7/17 6,254,750 $6,278,205
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,292,840
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 2,900,000 $2,443,309
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 646,067 $648,894
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,792,509
Pro Mach, Inc., Term Loan, 7/6/17 2,743,769 $2,764,347
Protection One, Inc., Term Loan (2012), 3/21/19 2,299,903 $2,301,340
Protective Life Corp., 7.375%, 10/15/19 7,805,000 $9,778,708
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,396,149
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 3,700,000 $3,150,405
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $12,051,303
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,343,329
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,359,381
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,510,090
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,111,980
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $973,622
Queensland Treasury Corp., 5.75%, 7/22/24 11,750,000 $12,952,002
Queensland Treasury Corp., 6.0%, 7/21/22 11,815,000 $13,143,432
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,195,019
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 4,800,000 $4,987,333
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $721,464
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,467,991
Qwest Corp., 7.375%, 6/1/51 572,600 $15,133,818
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $4,094,583
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $732,391
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $750,618
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 34,154,338 $3,445,670
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $3,408,146
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $612,995
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $224,120
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 29,500,000 $2,089,651
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $533,462
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,852,466
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $800,921
RAMP Series 2004-SL1 Trust, Floating Rate Note, 10/25/31 4,365,200 $1,190,994
Ranpak Corp., USD Term Loan (First Lien), 4/23/19 3,081,065 $3,100,321
RASC Series 2006-KS3 Trust, Floating Rate Note, 4/25/36 1,600,695 $5,779
Raymond James Financial, Inc., 4.25%, 4/15/16 9,000,000 $9,586,541
RCMC LLC, 5.62346%, 11/15/44 (144A) 2,512,000 $2,189,901
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $6,443,073
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,209,456 $3,217,480
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,070,920
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,290,541
Remy International, Inc., Term B Loan 2013, 3/5/20 4,762,763 $4,774,670
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,407,618
Republic of Ghana, 7.875%, 8/7/23 (144A) 16,455,000 $16,438,545
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $809,593
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $2,220,095
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,456,962
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,433,525
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,750,000 $2,866,822
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,353,539
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,387,501
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,912,900
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $250,111
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,250,000 $2,357,797
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 19,900,000 $3,972,987
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $11,026,752
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,998,882
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,738,789 $2,743,354
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,793,677 $3,803,400
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,319,670
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,634,148
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 7,648,459 $4,546,838
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $29,086,835
Romania Government Bond, 5.95%, 6/11/21 24,950,000 $8,764,695
Rosetta Resources, Inc., 5.625%, 5/1/21 870,000 $903,169
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,553,454
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $2,070,912
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,456,094
Rovi Solutions Corp., Tranche B-3 Term Loan, 3/29/19 3,616,557 $3,595,085
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,878,902 $7,901,065
Rural, Term Loan, 6/30/18 1,540,921 $1,448,466
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $733
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,669,906
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,253,250
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,900,000 $4,135,565
Samson Investment Co., 10.5%, 2/15/20 (144A) 4,710,000 $5,154,441
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 2,350,000 $2,354,827
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 3,500,000 $3,465,350
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,655,440
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $2,993,242
SanDisk Corp., 0.5%, 10/15/20 (144A) 190,000 $239,244
SandRidge Energy, Inc., 7.5%, 3/15/21 1,860,000 $2,056,850
SandRidge Energy, Inc., 8.125%, 10/15/22 1,840,000 $2,057,861
Santander Bank NA, 8.75%, 5/30/18 16,567,000 $20,291,588
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 2,420,000 $2,488,365
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,807,825
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,175,885
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $2,256,046
Scitor Corp., Term Loan, 2/15/17 1,656,399 $1,633,264
Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $10,696,414
Sdart 1.62% 15feb19 14-2-B 1,350,000 $1,358,901
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $3,887,731
Seagate HDD Cayman, 4.75%, 6/1/23 (144A) 13,870,000 $14,028,927
Sealed Air Corp., Replacement Term Loan, 10/3/18 738,993 $742,515
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 $3,851,480
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 6,086 $377,613
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $1,924,510
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,750,000 $1,756,563
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 2,064,028 $2,062,738
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,231,604
Sempra Energy, 9.8%, 2/15/19 50,000 $68,299
Semt 3% 25sep42 12-4-A2 3,930,000 $2,531,054
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,470,865
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,439,064 $1,446,860
Sequa Corp., Initial Term Loan, 6/19/17 6,764,375 $6,713,642
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 24,486,444 $1,183,966
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $1,036,575
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,778,540
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 16,000,000 $1,626,503
Sequoia Mortgage Trust 2005-3, Floating Rate Note, 5/20/35 37,214,106 $4,879,746
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/25/43 2,930,000 $2,499,410
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,780,036
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,745,000 $3,239,953
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,935,000 $3,536,513
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,937,308
SESI LLC, 7.125%, 12/15/21 90,000 $101,760
Ship Midco, Ltd., Facility B2A-II, 11/29/19 2,270,659 $2,296,204
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $1,326,386
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $4,027,100
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 4,610,486 $4,623,935
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $6,967,959
Sirius International Group, Ltd., Floating Rate Note, 12/31/49 (Perpetual) (144A) 12,390,000 $13,477,080
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,068,351 $1,072,191
SMA Issuer I LLC, 3.5%, 8/20/25 (144A) 3,756,900 $206,674
Southern California Edison Co., Floating Rate Note, 12/31/49 (Perpetual) 8,675,000 $9,638,286
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,522,686
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 198,145 $198,578
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 317,282 $297,182
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,388,247
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $934,045
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $10,084,747
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 5,000,000 $5,014,181
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A) 1,100,000 $1,142,716
SRAM LLC, Term Loan (First Lien), 4/10/20 1,496,489 $1,483,863
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 3,184,127 $3,223,928
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 5,400,000 $5,472,370
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,228,786
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,140,630
Star West Generation LLC, Term B Advance, 3/13/20 2,148,148 $2,156,204
State of Washington, 3.0%, 7/1/28 2,550,000 $2,581,824
State of Wisconsin, 5.75%, 5/1/33 3,650,000 $4,251,569
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,198,920
Steward Health Care System LLC, Term Loan, 4/10/20 2,233,125 $2,208,002
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,099,614
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,873,270
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $27,820
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $1,170,729
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 100,000 $12,160
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $2,149,545
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 91,824,870 $4,973,896
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $3,433,543
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $913,290
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A, Floating Rate Note, 6/25/3 33,888,000 $3,305,729
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,644,906
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 5,600,000 $1,772,228
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,459,110
Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A) 3,150,000 $3,233,965
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 1,750,000 $1,816,972
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 725,000 $765,836
Summit Materials LLC, Term B Loan, 1/30/19 981,322 $986,536
Sunoco, Inc., 9.625%, 4/15/15 25,000 $27,172
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $12,227,466
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $4,981,313
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 1,487,731 $1,489,590
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 2,181,423 $2,184,490
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,419,366
Tank Holding Corp., Initial Term Loan, 7/9/19 1,710,423 $1,712,561
Targus Group International, Inc., Term Loan, 5/24/16 4,067,432 $3,487,823
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,075,394
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 1,449,388 $1,428,553
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,956,922
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,682,736 $6,681,901
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 1,283,934 $1,281,393
Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A) 10,805,000 $795,925
Terex Corp., New U.S. Term Loan (2013), 4/28/17 1,647,338 $1,657,634
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $10,033,988
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $4,904,447
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $9,749,564
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $15,868,339
The Bank of New York Mellon Corp., Floating Rate Note, 12/31/49 (Perpetual) 5,450,000 $5,075,994
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,720,715
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,587,509
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 9,925,000 $9,999,358
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,604,160
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 6,267,000 $7,644,330
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,231,250 $1,232,501
The Hillman Companies, Inc., Term Loan, 5/28/17 3,404,778 $3,411,162
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 25,567,000 $29,216,689
The PNC Financial Services Group, Inc., Floating Rate Note, 2/21/49 (Perpetual) 15,605,000 $15,684,033
The Ryland Group, Inc., 0.25%, 6/1/19 4,280,000 $3,911,742
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,512,502
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,730,782
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 22,479,999 $3,775,716
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 42,550,000 $3,342,271
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $612,043
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $3,999,119
TI Group Automotive Systems LLC, Additional Term Loan, 3/28/19 7,534,231 $7,571,812
TimberStar Trust 1, 5.668%, 10/15/36 (144A) 750,000 $820,586
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 6,646,000 $7,101,774
Time Warner Cable, Inc., 8.25%, 4/1/19 1,100,000 $1,416,531
Time Warner Cable, Inc., 8.75%, 2/14/19 640,000 $842,094
Torchmark Corp., 3.8%, 9/15/22 2,600,000 $2,691,252
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $3,786,646
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $254,350
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,960,256
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $5,888,149
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 6,450,467 $4,995,423
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 5,415,000 $4,295,398
Tronox Pigments BV, New Term Loan, 3/19/20 1,738,504 $1,743,720
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $3,221,246
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,545,797
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,408,398 $7,348,205
Tufts University, 5.017%, 4/15/12 14,800,000 $15,185,221
Turkey Government Bond, 10.5%, 1/15/20 21,830,000 $11,660,992
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $6,394,846
Turkiye Is Bankasi, 6.0%, 10/24/22 (144A) 5,100,000 $5,159,500
Tyco Electronics Group SA, 6.55%, 10/1/17 4,485,000 $5,263,421
U.S. Treasury Bonds, 3.625%, 2/15/44 5,000,000 $5,344,654
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $26,746,720
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $11,828,638
U.S. Treasury Bonds, 4.25%, 5/15/39 12,355,000 $14,574,539
U.S. Treasury Bonds, 4.375%, 11/15/39 23,290,000 $28,019,911
U.S. Treasury Bonds, 4.375%, 2/15/38 5,085,000 $6,154,591
U.S. Treasury Bonds, 4.5%, 8/15/39 19,890,000 $24,580,302
U.S. Treasury Notes, 2.5%, 5/15/24 40,000,000 $40,071,477
UBS AG, 7.625%, 8/17/22 32,775,000 $40,393,678
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $200,634
UCI International, Inc., Term Loan, 7/26/17 2,016,850 $2,026,093
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,915,319 $5,362,421
United Airlines, Inc., Class B Term Loan, 4/1/19 990,000 $988,865
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,216,533
Univar, Inc., Term B Loan, 6/30/17 6,445,365 $6,478,166
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,414,838
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,221,875 $2,223,090
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,985,727 $6,989,003
Unum Group, 5.625%, 9/15/20 3,400,000 $3,956,833
Unum Group, 5.75%, 8/15/42 4,700,000 $5,575,799
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 2,275,000 $562,431
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) 3,975,000 $631,031
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 214,795 $214,741
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 357,991 $358,976
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 783,175 $21,466,827
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 234,750 $6,634,035
USI, Inc. New York, 7.75%, 1/15/21 (144A) 100,000 $106,324
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,473,387 $26,545,077
US Silica Co., Term Loan, 7/23/20 1,906,443 $1,912,401
Valeant Pharmaceuticals International, Inc., 7.5%, 7/15/21 (144A) 8,085,000 $9,233,744
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 7,186,776 $7,189,471
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,915,493
Valmont Industries, Inc., 6.625%, 4/20/20 3,870,000 $4,649,279
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $4,022,984
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $12,427,367
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $6,075,030
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 3,635,000 $4,091,193
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,829,876
Ventas Realty LP, 4.75%, 6/1/21 8,130,000 $8,945,564
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,039,551
Verizon Communications, Inc., 6.55%, 9/15/43 16,440,000 $21,005,834
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,786,093
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,825,234
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $12,803,666
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 430,000,000 $12,573,437
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 25,310,000 $25,245,156
Virtual Radiologic Corp., Term Loan A, 12/22/16 6,264,563 $4,573,131
Virtual Radiologic Corp., Term Loan B, 12/22/16 2,431,250 $1,774,813
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $13,004,348
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,677,949
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,264,405
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $952,112
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $813,536
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $15,020,033
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,434,748
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 6,500,000 $6,419,246
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $5,969,699
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,766,743
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $8,323,900
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 15,600,000 $16,134,863
W&T Offshore, Inc., 8.5%, 6/15/19 3,170,000 $3,435,576
Wachovia Capital Trust III, Floating Rate Note, 12/31/49 (Perpetual) 660,000 $641,732
Walter Energy, Inc., B Term Loan, 4/2/18 3,035,847 $2,942,331
WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust, Floating Rate Note, 10/25/44 4,700,000 $364,051
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 44,086,340 $9,783,097
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,065,000 $1,937,300
Warner Chilcott Co LLC, 7.75%, 9/15/18 5,540,000 $5,950,566
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 1,167,748 $1,171,397
Waste Industries USA, Inc., Term B Loan, 3/17/17 3,507,020 $3,514,325
Waupaca Foundry, Inc., Term Loan, 6/29/17 3,886,501 $3,898,646
WCA Waste Corp., Term Loan, 3/23/18 3,685,175 $3,690,356
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,949,317
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $4,385,944
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $5,471,620
WebMD Health Corp., 2.5%, 1/31/18 2,430,000 $2,580,019
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 5,826,250 $4,624,586
Wells Fargo & Co., 7.5%, 12/31/49 (Perpetual) 38,527 $46,771,778
Wells Fargo & Co., Floating Rate Note, 12/29/49 1,215,000 $1,302,551
Wells Fargo & Co., Floating Rate Note, 12/31/49 (Perpetual) 2,450,000 $2,844,442
Wells Fargo Bank NA, 6.0%, 11/15/17 2,195,000 $2,531,646
Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/15/43 (144A) 4,800,000 $5,469,716
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/15/45 1,775,000 $1,886,906
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $900,216
Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35 2,600,000 $951,606
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $540,764
Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34 0 $3,042
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,543,396
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4,996,000 $401,921
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,609,444
West Corp., Term B-10 Loan, 6/30/18 2,207,012 $2,197,969
Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A) 6,250,000 $2,763,564
Westgate Resorts 2012-2 LLC, 4.5%, 1/20/25 (144A) 3,725,000 $1,662,825
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $2,476,685
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $836,234
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $1,289,035
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,347,494
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/15/44 (144A) 2,000,000 $2,179,393
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,048,980
Williams Partners LP, 4.3%, 3/4/24 13,440,000 $14,204,373
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,571,435
WINDSOR QUALITY FOOD CO, Ltd., Term B Loan, 12/23/20 866,250 $864,084
Windstream Corp., 6.375%, 8/1/23 9,870,000 $10,267,884
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,548,964
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,874,125
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,638,736
WireCo WorldGroup, Inc., Term Loan, 2/15/17 958,600 $967,587
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,915,356 $4,846,541
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,067,780
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $7,033,694
WPE International Cooperatief UA, 10.375%, 9/30/20 (144A) 4,360,000 $2,403,344
WR Grace & Co., Delayed Draw Term Loan, 1/23/21 277,667 $277,459
WR Grace & Co., U.S. Term Loan, 1/23/21 775,526 $774,944
Wyle 1st Lien Tl-B L + 4% 22may21 641,946 $643,150
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 5,420,000 $5,263,686
Wynn Las Vegas LLC, 5.375%, 3/15/22 11,470,000 $12,124,666
Xerium Technologies, Inc., New Term Loan, 5/17/19 792,000 $798,930
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,467,303
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,713,276
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,560,084
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,649,766

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