Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 7/31/2014
Default: sorted by market value

Security Name Par / Shares Market Value
AccentCare, Inc., Term Loan, 12/22/16 2,302,074 $1,669,003
Accredited Mortgage Loan Trust, Floating Rate Note, 9/25/36 9,396,000 $4,386,574
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,400,123 $2,394,685
ACE Securities Corp Home Equity Loan Trust Series 2005-SD3, Floating Rate Note, 8/25/45 9,500,000 $9,150
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,270,000 $1,323,021
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,443,569
Adjustable Rate Mortgage Trust 2004-5, Floating Rate Note, 4/25/35 1,070,000 $4,284
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,363,664 $1,368,209
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 11,700,000 $3,093,229
AEP Industries, Inc., 8.25%, 4/15/19 1,690,000 $1,815,553
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 8,631,098 $8,665,259
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 7,501,877 $7,451,082
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $57,531
Aguila 3 SA, 7.875%, 1/31/18 (144A) 1,100,000 $1,194,428
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $2,003,472
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,088,010
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,378,359
Ajecorp BV, 6.5%, 5/14/22 (144A) 10,260,000 $9,689,573
Akbank TAS, 7.5%, 2/5/18 (144A) 11,000,000 $4,938,943
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $2,007,640
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $99,915
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,788,081
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,760,093
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $12,388,021
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $899,955
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $6,737,593
Alkermes, Inc., 2019 Term Loan, 9/25/19 687,750 $687,033
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,579,028
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,375,909 $3,378,019
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $10,483,985
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 1,694,360 $1,698,228
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,313,701 $1,309,596
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,956,899 $2,961,520
Ally Financial, Inc., 7.0% (Perpetual) (144A) 15,956 $15,956,000
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $2,918,100
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $1,228,375
ALROSA Finance SA, 7.75%, 11/3/20 (144A) 3,175,000 $3,441,524
ALROSA Finance SA, 8.875%, 11/17/14 (144A) 100,000 $103,607
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 3,535,550 $4,417,316
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,475,769
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,908,942
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $6,199,565
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $1,013,627
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 1,878,000 $3,532,807
Alternative Loan Trust 2004-2CB, Floating Rate Note, 3/25/34 42,155,000 $142,705
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $616,754
Alternative Loan Trust Resecuritization 2003-23T2R REMICS, 4.25%, 9/25/33 44,943,000 $1,579,010
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $11,017,644
Altisource Solutions Sarl, Term B Loan, 12/9/20 2,493,719 $2,493,719
Altrl Flt% 30jun16 13,000,000 $13,536,900
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,870,655
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 $5,474,572
American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45 21,700,000 $3,122,360
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 2,435,000 $2,437,994
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,658,730
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,357,055
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,388,250
Amherst College, 3.794%, 11/1/42 2,300,000 $2,131,553
Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32 9,500,000 $332,227
AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 3,900,000 $3,901,217
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 6,715,000 $6,965,358
Apex Tool Group LLC, Term Loan, 1/31/20 1,346,591 $1,330,320
Appvion, Inc., Term Commitment, 6/28/19 11,756,250 $11,881,160
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,397,656
Arc Automotive Group, Inc., Term Loan, 11/15/18 4,327,345 $4,343,573
Arcelik AS, 5.0%, 4/3/23 (144A) 7,600,000 $7,487,056
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 100,000 $147,246
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,129,161
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $8,024,793
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $16,512,281
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,749,626 $1,757,828
Arlington Flt% 01aug15 3,033,000 $3,078,495
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 5,345,995 $5,348,225
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $805,131
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,722,763
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,608,552
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,220,000
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $515,877
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,400,000 $1,449,355
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 11,000,000 $11,606,833
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,261,838 $1,263,810
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,776,378
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,413,655
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,460,789
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,648,344
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,780,651 $3,785,377
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,778,408 $5,756,739
AXA SA, 8.6%, 12/15/30 10,060,000 $13,641,248
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,187,664
Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A) 1,753,000 $2,165,868
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,722,002
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,615,064
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,521,062
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $3,855,546
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,900,729
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 15,665,000 $1,928,958
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 3,865,000 $1,029,213
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $315,707
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,240,204
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34 17,500,000 $2,241,377
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 26,751,040 $4,129,647
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,463,489
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $1,222,950
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 46,300,000 $2,819,062
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,911,531
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 24,096,000 $5,284,522
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 8,356,245 $1,751,730
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $3,823,344
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $437,160
Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20 14,530,000 $110,556
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,532,147
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,148,438
Bank of America Corp., 7.25% (Perpetual) 21,478 $24,807,090
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $24,556,068
Bank of Tokyo-Mitsubishi UFJ, Ltd. New York NY, 0.1%, 8/5/14 18,005,000 $18,004,975
Baylor University, 4.313%, 3/1/42 4,550,000 $4,501,455
Bayview Commercial Asset Trust, 0.0%, 7/25/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust, 3.526662%, 9/25/37 (Step) (144A) 77,809,000 $2,756,951
Bayview Commercial Asset Trust, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,703,978
Bayview Opportunity Master Fund IIa Trust 2013 Trust 2013-2RPL, 3.721%, 3/28/18 (Step) (144A) 2,250,000 $411,491
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 2,500,000 $944,619
Bayview Opportunity Master Fund Trust 2013-3RPL, 3.721%, 4/28/18 (Step) (144A) 3,000,000 $1,093,965
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $4,000,000
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 50,000 $53,826
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,583,724
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,805,679
BCAP LLC 2010-RR10 Trust REMICS, Floating Rate Note, 12/27/34 (144A) 0 $0
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,550,000 $1,292,960
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,311,310
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $962,976
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $2,407,148
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $1,151,751
Bear Stearns ARM Trust 2004-6, Floating Rate Note, 9/25/34 23,789,800 $2,847,715
Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34 27,154,758 $3,593,743
Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36 18,000,000 $699,787
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 4,400,000 $318,849
Berkeley-Kane Flt% 12jun15 2,646,751 $2,668,984
Big Heart Pet Brands, Initial Term Loan, 2/24/20 4,387,400 $4,336,212
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $3,985,901
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,625,158
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,375,263
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $6,027,599
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,425,625
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $406,948
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 5,200,000 $5,285,329
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,788,804
Boart Longyear Management Pty, Ltd., 7.0%, 4/1/21 (144A) 750,000 $564,417
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 1,400,000 $1,401,338
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,255,027
Braskem Finance, Ltd., 7.375% (Perpetual) (144A) 1,590,000 $1,598,795
Brazilian Government International Bond, 10.25%, 1/10/28 10,123,000 $4,579,046
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $18,205,930
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,686,827
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,306,698
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,465,850
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,443,083
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,057,013
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,657,412
BTA Bank JSC (G.D.R.) (144A) 4,633 $2,780
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,990,919
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,969,653
Bumi Capital Pte, Ltd., 12.0%, 11/10/16 (144A) 1,850,000 $910,200
Bumi Resources Tbk PT, Loan, 11/7/14 1,135,833 $681,500
Butler Industrial Development Board, 5.75%, 9/1/28 950,000 $975,895
BWAY Holding Co., Initial Term Loan, 8/6/17 2,177,543 $2,186,390
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,477,866
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 6,300,000 $6,535,768
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,116,174
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,125,774
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,413,113 $1,387,500
Calpine Corp., Term Loan (10/12), 10/9/19 1,080,750 $1,083,587
Calpine Corp., Term Loan (3/11), 4/1/18 5,413,163 $5,432,785
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,502,850
Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21 3,165,000 $3,166,124
Capital One Bank USA NA, 8.8%, 7/15/19 2,030,000 $2,618,696
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 24,815,000 $28,527,355
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,813,051
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/26/35 7,505,000 $1,993,101
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $147,234
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/36 5,500,000 $1,103,301
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,605,000 $5,999,569
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,596,823
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,076,214
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,837,015
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,614,956
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,862,867
Cengage Learning Holdings II LP 90,687 $3,179,713
Central American Bottling Corp., 6.75%, 2/9/22 (144A) 2,130,000 $2,362,703
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,441,291
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,610,776
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,189,590
Cequel Communications LLC, Term Loan, 2/14/19 1,937,130 $1,929,058
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 $6,227,104
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $3,696,000
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 $1,714,553
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,679
Chrysler Group LLC, Term Loan B, 5/24/17 18,319,666 $18,348,208
CHS, 2021 Term D Loan, 1/27/21 6,144,723 $6,167,766
CHS, 6.875%, 2/1/22 (144A) 1,000,000 $1,057,639
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $11,952,145
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 2,355,825 $2,360,242
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $5,227,968
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 8,200,000 $6,045,585
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,471,226
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 2,300,000 $1,125,760
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 16,725,000 $9,621,616
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 7,000,000 $5,809,826
Citicorp Residential Mortgage Trust Series 2007-2, 5.72851%, 6/25/37 (Step) 4,155,000 $4,346,383
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,533,020
Citigroup, Inc., Floating Rate Note (Perpetual) 12,945,000 $12,908,305
Citigroup Capital XIII, Floating Rate Note, 10/30/40 919,550 $24,910,610
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $84,224
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 2,150,000 $2,078,497
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $4,456,423
Citigtoup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,528,292
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 4,500,000 $4,508,302
City of Charlotte North Carolina, 5.6%, 7/1/27 150,000 $150,747
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,945,980
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 0 $-5,133,836
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $136,094
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 4,808,432 $4,809,875
Cobalt International Energy, Inc., 2.625%, 12/1/19 11,835,000 $10,570,134
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,810,355
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $9,094,531
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 3,900,000 $3,943,095
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/19/28 (144A) 1,800,000 $582,419
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,682,655
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,351,291
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $1,960,392
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,008,274
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,346,689
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/10/44 1,550,000 $1,693,892
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 8,000,000 $7,883,799
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,875,000 $3,811,960
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,184,836
Commonwealth Edison Co., 6.95%, 7/15/18 4,246,000 $4,994,497
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 900,000 $909,630
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 3,150,000 $3,192,608
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,472,931
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,156,908 $3,172,693
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $222,506
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $455,818
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 100,000 $108,565
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,925,434
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,954,363 $3,961,777
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $8,122,608
Corporate Office Properties LP, 3.6%, 5/15/23 6,450,000 $6,223,444
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 50,000 $7,797
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35 17,887,563 $1,050,496
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 6,561,000 $1,282,371
Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36 4,500,000 $929,673
Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/36 12,298,000 $2,844,392
Countrywide Asset-Backed Certificates, Floating Rate Note, 7/25/36 1,000,000 $88,782
County of Sweetwater Wyoming, 5.6%, 12/1/35 3,285,000 $3,379,816
Coveris Holdings SA, USD Term Loan, 4/14/19 4,169,050 $4,227,242
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,496,250 $1,496,952
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,531,721
Credit-Based Asset Servicing and Securitization LLC, 5.57315%, 10/25/36 (Step) (144A) 1,600,000 $1,572,522
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,224,914
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 17,350,000 $14,152,124
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $612,628
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,259,951
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,393,116
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,317,713
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 3,500,000 $2,867,108
Crown Castle Operating Co., 1/31/19 0 $0
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,592,624
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,657,701
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,350,000 $1,348,313
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,242,250 $3,240,898
CSMC Series 2010-14R REMICS, Floating Rate Note, 11/26/37 (144A) 0 $484
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,433,700
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A) 6,690,000 $7,214,747
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A) 7,685,000 $8,326,217
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $16,286,009
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,765,408
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,215,695
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,182,024
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 $7,089,726
Dartmouth Zero% 31dec14 9,610,000 $9,305,363
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 5,935,316 $5,933,725
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/10/46 (144A) 2,950,000 $3,345,038
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) 6,767,000 $7,616,889
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,639,674
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $16,830,581
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,549,755
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 2,842,000 $2,835,019
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 1,000,000 $993,906
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,557,194
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,303,827 $5,299,849
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $53,257
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,459,896
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $635,850
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 5,065,000 $1,515,068
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $6,975,375
DigitalGlobe, Inc., Term Loan, 1/31/20 6,011,900 $6,017,912
Digital Realty Trust, Inc., 5.875% (Perpetual) 100,000 $2,212,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,125,360
Digital Realty Trust LP, 5.25%, 3/15/21 0 $61,979
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,649,353
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 990,810 $991,632
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,230,000 $3,680,675
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 14,228,000 $14,662,204
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,414,178
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 5,667,750 $5,724,428
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $3,209,836
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 9,400,000 $7,245,461
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,095,581
Dubai Electricity & Water Authority, 8.5%, 4/22/15 (144A) 9,750,000 $10,493,681
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,593,400
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,782,333
DynCorp International, Inc., Term Loan, 7/7/16 2,487,204 $2,499,640
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $910,308
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,272,141
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $22,097
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,472,783
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $26,243,208
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,371,789
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/25/37 (144A) 11,108,000 $1,233,387
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 5,300,000 $5,464,300
Emdeon, Inc., Term B-2 Loan, 11/2/18 1,964 $1,964
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,588,287
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $7,027,397
Endo Finance LLC & Endo Finco, Inc., 5.375%, 1/15/23 (144A) 7,620,000 $7,388,569
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $243,971
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,113,701
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,972,708
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 16,950,000 $17,875,188
EnLink Midstream Partners LP, 4.4%, 4/1/24 5,840,000 $6,199,174
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,385,461 $1,389,617
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $4,292,997
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,969,527 $1,972,810
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $11,139,734
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,647,905
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/19 (144A) 5,200,000 $5,214,969
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $209,254
Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A) 5,660,000 $5,867,533
Essar Steel Algoma, Inc., Term Loan, 9/19/14 564,938 $567,338
EuroChem Mineral & Chemical Co OJSC via EuroChem GI, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,547,711
EverBank Mortgage Loan Trust, Floating Rate Note, 3/25/43 (144A) 10,630,000 $8,715,372
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 3/25/43 (144A) 6,762,000 $6,466,663
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 8,960,000 $8,954,400
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,062,316
Expedia, Inc., 5.95%, 8/15/20 9,760,000 $11,262,485
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 12,775,560 $12,773,567
Export-Import Bank of Korea, 5.875%, 1/14/15 1,900,000 $1,948,646
Expro Finance Luxembourg SCA, 8.5%, 12/15/16 (144A) 1,710,000 $1,782,010
Exterran Holdings, Inc., 7.25%, 12/1/18 7,300,000 $7,698,458
Fannie Mae, 2.5%, 8/18/14 20,000,000 $20,144,861
Fannie Mae, 3.0%, 8/18/14 31,800,000 $32,828,863
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,822,188
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,322,537
Fannie Mae, 3.5%, 11/1/42 1,050,000 $986,517
Fannie Mae, 3.5%, 11/1/42 2,205,966 $2,025,740
Fannie Mae, 3.5%, 11/1/42 500,000 $457,304
Fannie Mae, 3.5%, 12/1/25 19,734,423 $6,908,389
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,720,275
Fannie Mae, 3.5%, 12/1/42 50,000 $47,211
Fannie Mae, 3.5%, 4/1/29 8,000,000 $7,895,859
Fannie Mae, 3.5%, 4/1/29 7,000,000 $7,217,543
Fannie Mae, 3.5%, 6/1/42 2,314,862 $2,009,099
Fannie Mae, 3.5%, 7/1/26 23,914,523 $9,942,726
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,594,170
Fannie Mae, 3.5%, 8/1/42 25,765,072 $23,814,525
Fannie Mae, 3.5%, 8/1/42 48,680,354 $43,170,307
Fannie Mae, 3.5%, 8/18/14 15,900,000 $16,783,140
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,883,458
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,343,574
Fannie Mae, 4.0%, 10/1/43 6,376,304 $6,177,622
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,281,282
Fannie Mae, 4.0%, 11/1/41 55,000 $21,802
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,443,350
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,337,353
Fannie Mae, 4.0%, 12/1/40 9,810,000 $7,144,136
Fannie Mae, 4.0%, 12/1/41 45,515,613 $28,775,582
Fannie Mae, 4.0%, 12/1/41 17,790,000 $8,989,205
Fannie Mae, 4.0%, 12/1/42 46,000 $14,860
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,819,367
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,257,114
Fannie Mae, 4.0%, 2/1/43 2,200,000 $1,780,052
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,035,237
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,429,326
Fannie Mae, 4.0%, 4/1/41 450,000 $344,901
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,949,363
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,257,110
Fannie Mae, 4.0%, 5/1/42 530,000 $463,234
Fannie Mae, 4.0%, 5/1/44 16,300,000 $17,119,519
Fannie Mae, 4.0%, 7/1/18 75,000 $4,936
Fannie Mae, 4.0%, 7/1/42 424,314 $319,339
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,656,745
Fannie Mae, 4.0%, 8/1/43 6,883,801 $6,742,436
Fannie Mae, 4.0%, 8/12/14 55,000,000 $57,893,062
Fannie Mae, 4.0%, 9/1/37 1,307,922 $982,075
Fannie Mae, 4.5%, 10/1/43 6,481,868 $6,309,296
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,624,838
Fannie Mae, 4.5%, 11/1/43 14,886,677 $13,044,928
Fannie Mae, 4.5%, 11/1/43 3,906,562 $4,095,541
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,550,469
Fannie Mae, 4.5%, 12/1/40 54,806,862 $26,316,659
Fannie Mae, 4.5%, 12/1/41 60,000 $41,582
Fannie Mae, 4.5%, 12/1/41 6,923,896 $5,138,937
Fannie Mae, 4.5%, 12/1/43 4,403,175 $4,370,153
Fannie Mae, 4.5%, 3/1/35 2,520,000 $383,511
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,844,298
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,519,653
Fannie Mae, 4.5%, 4/1/41 25,000 $11,923
Fannie Mae, 4.5%, 5/1/41 24,220,767 $8,426,801
Fannie Mae, 4.5%, 7/1/41 39,417,029 $24,547,371
Fannie Mae, 4.5%, 8/1/41 71,193,582 $31,125,737
Fannie Mae, 4.5%, 8/12/14 110,000,000 $118,584,301
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,466,236
Fannie Mae, 4.5%, 9/1/43 17,709,372 $16,486,362
Fannie Mae, 5.0%, 1/1/39 27,744,910 $3,116,269
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,110,851
Fannie Mae, 5.0%, 2/1/22 6,603,277 $429,221
Fannie Mae, 5.0%, 4/1/22 327,117 $18,177
Fannie Mae, 5.0%, 5/1/38 9,123,173 $1,022,679
Fannie Mae, 5.0%, 5/1/41 2,252,877 $1,046,816
Fannie Mae, 5.0%, 6/1/22 639,720 $45,756
Fannie Mae, 5.0%, 6/1/22 2,077,680 $201,360
Fannie Mae, 5.0%, 6/1/35 77,359,128 $8,447,794
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,588,240
Fannie Mae, 5.0%, 6/1/40 3,027,156 $1,061,454
Fannie Mae, 5.0%, 7/1/35 42,393,553 $5,292,387
Fannie Mae, 5.0%, 7/1/35 17,501,965 $2,142,620
Fannie Mae, 5.0%, 7/1/39 17,025,069 $2,125,688
Fannie Mae, 5.0%, 7/1/39 10,309,150 $2,102,748
Fannie Mae, 5.0%, 7/1/39 2,516,008 $1,047,329
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,822,968
Fannie Mae, 5.0%, 7/1/41 1,681,264 $1,053,309
Fannie Mae, 5.0%, 8/1/35 24,222,081 $3,137,423
Fannie Mae, 5.0%, 8/12/14 190,000,000 $209,824,653
Fannie Mae, 5.5%, 12/1/35 2,799,824 $359,389
Fannie Mae, 5.5%, 2/1/23 12,500,000 $576,228
Fannie Mae, 5.5%, 2/1/33 500,000 $7,260
Fannie Mae, 5.5%, 3/1/21 5,000,000 $690,349
Fannie Mae, 5.5%, 3/1/25 8,000,000 $1,062,186
Fannie Mae, 5.5%, 3/1/36 900,090 $113,086
Fannie Mae, 5.5%, 4/1/34 2,750,000 $208,259
Fannie Mae, 5.5%, 4/1/36 2,000,200 $251,946
Fannie Mae, 5.5%, 5/1/33 750,000 $77,003
Fannie Mae, 5.5%, 6/1/33 852,000 $42,343
Fannie Mae, 5.5%, 7/1/33 1,900,000 $97,260
Fannie Mae, 6.0%, 1/1/33 502,267 $20,255
Fannie Mae, 6.0%, 1/1/34 1,800,000 $132,659
Fannie Mae, 6.0%, 10/1/32 200,552 $4,678
Fannie Mae, 6.0%, 11/1/32 350,000 $9,778
Fannie Mae, 6.0%, 12/1/32 3,234,929 $83,814
Fannie Mae, 6.0%, 12/1/33 2,000,000 $150,042
Fannie Mae, 6.0%, 12/1/37 7,118,373 $439,393
Fannie Mae, 6.0%, 3/1/32 100,000 $2,722
Fannie Mae, 6.0%, 3/1/33 250,000 $11,382
Fannie Mae, 6.0%, 3/1/33 350,000 $8,967
Fannie Mae, 6.0%, 4/1/38 5,765,562 $552,556
Fannie Mae, 6.0%, 5/1/33 1,200,000 $158,053
Fannie Mae, 6.0%, 6/1/37 4,500,000 $392,233
Fannie Mae, 6.0%, 7/1/17 4,000,000 $55,218
Fannie Mae, 6.0%, 7/1/38 2,040,000 $194,742
Fannie Mae, 6.5%, 10/1/32 511,093 $25,465
Fannie Mae, 6.5%, 11/1/32 400,000 $9,560
Fannie Mae, 6.5%, 12/1/21 8,650,000 $166,289
Fannie Mae, 6.5%, 2/1/32 99,991 $1,684
Fannie Mae, 6.5%, 3/1/32 124,988 $5,172
Fannie Mae, 6.5%, 4/1/29 40,000 $396
Fannie Mae, 6.5%, 5/1/31 392,161 $3,691
Fannie Mae, 6.5%, 6/1/31 25,095 $404
Fannie Mae, 6.5%, 7/1/31 125,419 $2,950
Fannie Mae, 6.5%, 8/1/32 340,598 $4,362
Fannie Mae, 7.0%, 2/1/29 43,569 $640
Fannie Mae, 7.0%, 5/1/28 200,000 $1,831
Fannie Mae, 7.0%, 7/1/31 306,031 $1,204
Fannie Mae, 7.5%, 1/1/28 115,000 $1,422
Fannie Mae Pool, 3.5%, 2/25/43 35,000,000 $35,697,510
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $2,774,167
Federal Home Loan Mortgage Corp., 3.486%, 11/25/46 (144A) 3,600,000 $3,679,196
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,514,872
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,818,499
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,774,027
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $6,569,301
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $1,047,262
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $14,050,974
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,581,744
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,161,712
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $2,108,989
Federal Home Loan Mortgage Corp., 4.162%, 9/26/44 (144A) 5,065,000 $5,253,557
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $899,579
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $1,054,477
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,570,157
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4,841,006 $4,578,800
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $92,447
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $218,677
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,985,414
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $317,918
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $3,303,151
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $157,306
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $91,139
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $13,013,625
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $606,315
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $460,868
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $422,778
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $86,907
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $377,578
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $738,140
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $1,047,247
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $6,766
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $126,154
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $114,508
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $17,521
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $178,780
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $367,912
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $40,300
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,420
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $187,968
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $182,977
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $226,797
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,742
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 8,360,000 $934,334
Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36 28,111,567 $1,542,905
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,263,810
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $1,107,987
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $150,220
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $4,349,604
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $671,206
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 8,725,000 $8,593,580
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 5,710,000 $5,858,106
Fifth Third Bancorp, Floating Rate Note (Perpetual) 161,400 $4,343,274
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,069,609
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,514,524
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 115,933 $115,995
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 3,950,826 $140,469
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $269,703
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 10,872,000 $2,359,649
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,196,844
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $500,003
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,599,711
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $680,246
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,043,158 $4,030,523
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $3,951,589
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,771,109
Flextronics International, Ltd., 5.0%, 2/15/23 10,030,000 $10,411,697
Flowserve Corp., 3.5%, 9/15/22 0 $23,205
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,412,246 $2,408,177
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,718,332
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 4,500,000 $4,565,025
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $420,365
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $8,902,376
FREMF Mortgage Trust 2010-K7, 5.435%, 4/25/20 (144A) 3,900,000 $4,373,783
FREMF Mortgage Trust 2010-K8, 5.238%, 9/25/43 (144A) 1,980,000 $2,191,334
FREMF Mortgage Trust 2010-K9 REMICS, 5.192%, 9/25/45 (144A) 4,160,000 $4,593,922
FREMF Mortgage Trust 2011-K10 , 4.615%, 11/25/49 (144A) 5,600,000 $6,027,522
FREMF Mortgage Trust 2011-K11 REMICS, 4.421%, 12/25/48 (144A) 3,300,000 $3,499,241
FREMF Mortgage Trust 2011-K12, 4.347%, 1/25/46 (144A) 3,953,000 $4,174,667
FREMF Mortgage Trust 2011-K14, 5.159%, 2/25/47 (144A) 2,200,000 $2,430,239
FREMF Mortgage Trust 2011-K701, 4.286%, 7/25/48 (144A) 4,775,000 $4,984,258
FREMF Mortgage Trust 2011-K701, 4.286%, 7/25/48 (144A) 4,100,000 $4,329,652
FREMF Mortgage Trust 2011-K702, 4.77%, 4/25/44 (144A) 8,232,000 $8,851,057
FREMF Mortgage Trust 2011-K703, 4.884%, 7/25/44 (144A) 5,450,000 $5,881,602
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,610,624
FREMF Mortgage Trust 2012-K501, 3.486%, 11/25/46 (144A) 2,750,000 $2,834,117
FREMF Mortgage Trust 2012-K708, 3.759%, 2/27/45 (144A) 25,000 $25,473
FREMF Mortgage Trust 2012-K709, 3.741%, 4/25/45 (144A) 5,000,000 $5,166,726
FREMF Mortgage Trust 2012-K710, 3.819%, 6/25/47 (144A) 3,661,000 $3,790,841
FREMF Mortgage Trust 2013-K502, 3.197%, 3/25/45 (144A) 1,000,000 $1,008,028
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,036,346
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $13,058,783
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $12,071,485
Fx Vanilla Option Call Usd/Put Try 2.95 12 01 2015 Tr -19,969,960 $-19,277
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,302,076
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 175,135 $174,916
Garda World Security Corp., Term B Loan, 11/1/20 684,618 $683,762
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,883,915
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $868,191
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,594,813
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 6,500,000 $2,952,785
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $12,684,252
General Electric Capital Corp., Floating Rate Note (Perpetual) 20,800,000 $24,525,367
Gentiva Health Services, Inc., 11.5%, 9/1/18 1,328,000 $1,471,313
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 8,873,929 $8,894,676
Getty Images, Inc., Initial Term Loan, 10/18/19 4,798,054 $4,639,449
Ghana Government Bond, 19.24%, 5/30/16 19,000,000 $5,246,093
Ghana Government Bond, 21.0%, 10/26/15 0 $-2,684
Ghana Government Bond, 26.0%, 6/5/17 3,875,000 $1,165,219
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $17,113,250
Ginnie Mae I pool, 4.0%, 10/15/41 63,250,000 $67,144,291
Ginnie Mae I pool, 4.5%, 9/15/39 15,000,000 $16,292,343
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,199,165
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 4,570,870 $4,582,298
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $2,025,183
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,777,679
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 84,170,000 $8,588,143
Global SC Finance II SRL, 4.11%, 7/19/27 (144A) 4,000,000 $3,208,455
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,642,777
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $8,286,529
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $2,367,336
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $5,372,740
Goldcorp, Inc., 3.7%, 3/15/23 7,300,000 $7,276,996
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 27,140,000 $24,980,674
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $7,957,313
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,675,499
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $1,313,208
Government National Mortgage Association, Floating Rate Note, 2/16/53 50,450,000 $3,748,009
Government National Mortgage Association, Floating Rate Note, 3/16/53 35,900,000 $2,535,904
Government National Mortgage Association, Floating Rate Note, 8/16/52 55,500,000 $3,533,345
Government National Mortgage Association, Floating Rate Note, 9/16/52 55,000,000 $4,234,485
Government National Mortgage Association I, 3.5%, 8/21/14 35,000,000 $36,114,640
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,208,770
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $260,457
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $55,169
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $170,712
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $183,216
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,414,482
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $8,808,165
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $355,705
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $942,847
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $170,708
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $33,121
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $53,350
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $196,075
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $824,528
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $1,078,396
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $321,868
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $225,009
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $52,165
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $429,352
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $346,493
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $1,654
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $381,242
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $294,079
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $760,837
Government National Mortgage Association I, 5.5%, 2/15/37 172 $26
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $23,302
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $501,825
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $264,707
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $239,081
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $8,103
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $321,281
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $241,226
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $154,507
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $494,716
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $98,730
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $283,944
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $117,483
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $135,847
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $116,208
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $528,257
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $73,222
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $33,013
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $195,066
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $76,645
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $87,624
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $645,048
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $17,553
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $2,368
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $428,180
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $144,357
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $168,720
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,391
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $111,294
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $88,512
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $17,238
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $1,844
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $536,592
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $63,837
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $236,387
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $149,504
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $46,527
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $117,011
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $391,694
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $190,247
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $138,879
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $111,663
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $281,245
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $1,060,944
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $406
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $280,015
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $36,236
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $162,285
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $84,303
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,629
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,903
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $8,958
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $17,988
Government National Mortgage Association I, 6.5%, 11/15/31 1,537,088 $54,036
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $91,816
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $557
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $6,256
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,214
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $3,036
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,717
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,837
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,622
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $8,124
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,713
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $34,002
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,998
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $45,080
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,453
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $49,054
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $118,853
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $585
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $1,037
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $2,614
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,142
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $485
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $10,666
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $129
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $851,393
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,611,798
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $873,877
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $9,480,631
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $15,258
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $227,026
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $325,424
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $98,960
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $466
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,324
Grede Holdings Llc 1st Lien Tl-B L + 3.75% 21may21 1,525,000 $1,533,261
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,389,000 $4,374,942
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,607,639
Gruposura Finance, 5.7%, 5/18/21 (144A) 4,710,000 $5,141,240
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 26,788,000 $4,765,602
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $625,543
GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) 4,500,000 $4,507,949
GS Mortgage Securities Corp II Series 2005-GG4 REMICS, 4.782%, 7/10/39 5,609,335 $5,743,729
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 4,000,000 $4,333,765
GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/10/46 7,000,000 $6,989,294
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 12,727,000 $2,892,635
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 7,630,000 $11,220,872
GTP Acquisition Partners I LLC, 7.628%, 6/15/16 (144A) 10,580,000 $11,291,550
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,245,258
GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) 8,065,000 $8,221,127
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,717,534
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $218,636
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,792,857
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,241,644
Health Care Real Estate Investment Trust, Inc., 3.75%, 3/15/23 4,700,000 $4,776,762
Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24 5,000,000 $5,221,195
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,507,954
Health Care Real Estate Investment Trust, Inc., 6.125%, 4/15/20 600,000 $704,984
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,815,513
Healthcare Realty Trust, Inc., 6.5%, 1/17/17 0 $14,042
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,620,000 $1,644,300
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $744,469
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,864,186
HHI Holdings LLC, Additional Term Loan, 10/5/18 3,077,688 $3,095,963
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $8,931,222
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,315,680
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 6,500,000 $6,509,443
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $993,724
HOA Funding LLC, 4.846%, 8/20/44 (144A) 12,800,000 $12,800,000
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,201,670
Hologic, Inc., 2.0%, 12/15/37 (Step) 11,512,000 $14,571,997
Hologic, Inc., 2.0%, 3/1/42 (Step) 13,000,000 $14,383,958
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 3,300,000 $1,788,647
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $2,168,496
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $9,174
Horizon Lines, Inc. 1,695,067 $627,175
Hospitality Properties Trust, 5.0%, 8/15/22 8,255,000 $8,902,543
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 2,272,688 $2,284,051
Houston Higher Education Finance Corp., 5.0%, 5/15/40 4,700,000 $5,306,232
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $266,476
Hunter Defense Technologies, Inc., Term Loan, 8/22/14 1,890,862 $1,819,955
Hyundai Capital America, 3.75%, 4/6/16 (144A) 1,240,000 $1,306,774
Hyundai Capital America, 4.0%, 6/8/17 (144A) 1,200,000 $1,280,539
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,699,616
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 1,390,000 $1,441,412
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,332,688
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4,661,830 $4,678,585
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 3,200,000 $3,235,960
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 400,000 $406,630
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,850,000 $3,901,676
Ice: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjbdd5 0 $-2,617,237
Icon Brand Holdings LLC, 4.229%, 1/25/43 (144A) 6,376,000 $5,737,272
Immucor, Inc., Term B-2 Loan, 8/19/18 8,088,204 $8,133,700
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $3,179,944
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 28,850,000 $1,729,586
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,944,291
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 142,771,000 $9,947,614
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 43,500,000 $3,061,375
Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35 69,974,361 $9,011,809
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $58,459
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 6,850,000 $1,920,144
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 25,100,000 $5,993,202
Independencia International, Ltd., 0.0%, 12/30/16 (144A) 1,038,898 $322,058
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,799,508
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,882,442
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,812,890
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,861,093
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $18,685,742
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,511,096
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $9,223,342
Intel Corp., 2.95%, 12/15/35 13,987,000 $17,938,599
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 2,131,988 $2,143,315
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $7,870,737
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,958,330
Intercorp Retail Trust, 8.875%, 11/14/18 (144A) 5,650,000 $6,251,627
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $4,754,882
International Equipment Solutions LLC, Initial Loan, 8/16/19 5,429,176 $5,463,109
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,486,722
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $18,465,953
International Game Technology, 7.5%, 6/15/19 120,000 $138,070
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 11,625,000 $12,076,008
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,664,216
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 386,603 $386,925
Inversiones Alsacia SA, 8.0%, 8/18/18 (144A) 8,635,000 $4,532,155
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,504,773
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,748,536
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,834,325
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,189,020
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $50,113
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,908,068
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $798,611
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,361,250
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,638,974
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,074,406
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,655,227
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,918,917
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,571,856
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,213,813
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,305,340
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 $17,716,703
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,669,758
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $841,477
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $12,666,351
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 20,727,000 $23,239,515
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 13,860,000 $13,284,464
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,109,275
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,006,781
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 4,400,000 $4,671,138
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,469,615
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,629,780
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,116,364
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/15/46 10,620,000 $11,019,008
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 4,570,000 $4,607,311
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 6,500,000 $6,531,589
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,757,151
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $677,875
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $637,834
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $3,016,765
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 9,500,000 $1,504,812
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 23,395,000 $17,989,725
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $5,049,338
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $7,868,416
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,761,480
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,693,392
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,539,669
Juniper Generation LLC, 6.79%, 12/31/14 (144A) 4,950,000 $115,341
Kane Flt% 12jun15 7,100,000 $6,343,850
Kane Flt% 14jul15 3,056,160 $2,898,157
Kane-Pi1 Flt% 07apr15 3,766,000 $3,845,473
Kane-Pi1 Flt% 07jul16 7,017,560 $6,976,156
Kane-Pi1 Zero% 18jul16 4,712,000 $4,911,318
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,530,178
KB Home, 1.375%, 2/1/19 7,375,000 $7,181,406
KB Home, 8.0%, 3/15/20 1,500,000 $1,744,083
KENT BSF PROJECT, 0.0%, 8/11/14 243,000,000 $2,759,877
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,543,904
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 8,635,000 $9,226,635
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 11,775,000 $12,686,418
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,296,848
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 8,650,000 $8,695,761
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,486,487
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $6,059,057
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 3,200,000 $3,231,467
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,682,433 $8,674,297
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4,715,160 $4,720,195
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,757,142
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $24,001,816
KLA-Tencor Corp., 6.9%, 5/1/18 4,090,000 $4,829,656
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 1,275,660 $1,283,633
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $1,999,644
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $94,235
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 736,760 $740,444
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,582,598
Lam Research Corp., 1.25%, 5/15/18 2,808,000 $3,777,150
Landry's, Inc., B Term Loan, 4/24/18 6,730,550 $6,754,107
Language Line LLC, Tranche B Term Loan, 6/20/16 2,418,271 $2,424,015
LB-UBS Commercial Mortgage Trust 2005-C3, 4.739%, 7/15/30 5,420,000 $3,344,888
LDK Solar Co, Ltd., 10.0%, 2/28/14 12,000,000 $533,738
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,158,812
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,163,933
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,071,919
Lear Corp., 11/9/14 547 $103,271
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 6,400,000 $6,491,695
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,927,951
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40 5,950,000 $919,807
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $5,053,313
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,614,634
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $2,094,337
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 7,795,976 $1,864,074
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,386,435
Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A) 6,970,000 $7,715,346
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 10,910,000 $12,585,562
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $5,954,208
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 3,220,000 $3,471,563
Lincoln National Corp., 8.75%, 7/1/19 2,600,000 $3,361,001
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,649,473
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 1,600,000 $2,153,829
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,287,000 $1,289,681
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,700,000 $1,744,710
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 $5,081,611
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $5,987,850
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,639,289
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,323,125
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $5,013,726
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 2,772,000 $2,775,119
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,712,894
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $8,860,431
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $4,034,399
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $4,213,563
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $16,022,420
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,447,042
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 6,750,000 $7,307,944
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,125,895
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,349,562
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 804,533 $118,143
Massachusetts Development Finance Agency, 5.0%, 10/15/40 3,700,000 $4,294,672
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,255,239
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,309,966
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 20,250,000 $23,861,408
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,063,300
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/36 40,000 $46,371
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 3,150,000 $3,729,978
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,077,995
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $930,457
MASTR Alternative Loan Trust 2003-5, 6.5%, 6/25/33 34,701,000 $1,099,755
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 28,445,000 $2,506,955
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,413,827
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $7,034,647
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 26,000,000 $1,807,757
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,801,600 $3,784,177
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $133,222
MedAssets, Inc., Term B Loan, 12/13/19 1,732,800 $1,732,424
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $14,508,363
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,809,036
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,206,528
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $976,287
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,295,000 $1,175,866
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2, Floating Rate Note, 2/25/35 19,238,000 $4,288,778
Metaldyne LLC, USD Term Loan 2014, 12/18/18 4,937,878 $4,964,627
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,758,250
Metinvest BV, 10.25%, 5/20/15 (144A) 5,555,000 $5,195,121
Metinvest BV, 8.75%, 2/14/18 (144A) 5,675,000 $4,984,297
MetLife, Inc., 10.75%, 8/1/69 0 $390,434
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,632,744
MetroPCS Wireless, Inc., 6.625%, 11/15/20 4,915,000 $5,229,492
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $21,863,000
Mexican Bonos, 7.5%, 6/3/27 60,890,000 $5,198,263
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $23,589,594
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $18,882,057
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $10,286,685
Microsemi Corp., Term Loan (2014), 3/14/21 1,852,642 $1,845,694
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,418,386
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,466,077
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $6,040,938
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 6,600,000 $7,327,421
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 $8,600,619
MMM Holdings, Inc., MMM Term Loan, 12/12/17 2,667,243 $2,690,581
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,516,413
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $3,001,525
Monitronics International, Inc., Term B Loan (2013), 3/23/18 7,542,177 $7,548,068
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $12,071,240
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,345,666
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,738,494
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $8,940,464
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 8,700,000 $2,797,556
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 3,404,000 $3,524,190
Morgan Stanley Capital I Trust 2005-TOP19, 4.89%, 6/12/47 3,365,000 $3,408,712
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 5,000,000 $5,381,834
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,939,156 $1,946,428
Mueller Water Products, Inc., 7.375%, 6/1/17 4,465,000 $4,575,695
Myriad International Holdings BV, 6.375%, 7/28/17 (144A) 6,600,000 $7,280,006
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,896,528
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,100,000 $3,203,953
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $262,253
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 3,100,000 $3,294,304
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $263,587
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,166,853
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,235,692
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 3,000,000 $3,224,375
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 2,160,000 $3,125,729
Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A) 1,600,000 $2,621,560
National JSC Naftogaz of Ukraine, 9.5%, 9/30/14 4,600,000 $4,620,381
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,531,936
Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A) 5,200,000 $4,484,900
Navistar International Corp., 8.25%, 11/1/21 11,805,000 $12,432,141
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,649,063
Nevada Power Co., 6.5%, 8/1/18 85,000 $102,548
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,850,000 $1,857,853
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,643,711
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 $4,772,098
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,276,893
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,748,809
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 8,000,000 $8,036,585
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,614,298
New York State Dormitory Authority, 5.0%, 12/15/30 12,505,000 $14,424,003
New York State Dormitory Authority, 5.0%, 7/1/40 6,100,000 $6,933,179
Nigeria Government Bond, 16.0%, 6/29/19 2,507,000,000 $18,495,489
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $3,067,057
Nomura Resecuritization Trust 2011-3R, Floating Rate Note, 7/26/37 (144A) 0 $161
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,055,700 $1,028,867
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,721,385
Nordion 1st Lien Tl-B L + 3.5% 30jul21 1,950,000 $1,943,906
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,267,516
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 1,301,000 $1,320,335
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $9,967,769
Norway Government Bond, 4.25%, 5/19/17 234,080,000 $40,409,984
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $21,524,184
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $77,207,268
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $13,751,567
Novelis, Inc. Georgia, Initial Term Loan, 3/10/17 1,725,650 $1,728,446
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,571,627
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,285,000 $5,128,909
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 2,879,000 $3,137,830
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 $9,582,934
Numericable Group SA, 6.0%, 5/15/22 (144A) 5,350,000 $5,450,758
NuStar Logistics LP, Floating Rate Note, 1/15/43 280,950 $7,563,174
NuVasive, Inc., 2.75%, 7/1/17 20,755,000 $24,149,307
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $5,539,866
Oasis Petroleum, Inc., 6.875%, 3/15/22 (144A) 4,420,000 $4,899,447
Offshore Group Investment, Ltd., 7.5%, 11/1/19 4,400,000 $4,614,500
Oi SA, 5.75%, 2/10/22 (144A) 9,080,000 $8,919,398
On Assignment, Inc., Initial Term B Loan, 5/15/20 1,994,750 $1,992,257
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,699,474
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,651,548
ON Semiconductor Corp., 2.625%, 12/15/26 1,255,000 $1,428,634
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,070,408
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 15,800,000 $1,921,307
Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35 6,200,000 $2,014,088
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $5,927,136
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $2,112,377
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $697,574
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,787,767
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,355,758
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,312,504
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,096,271
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 3,100,000 $361,504
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,613,600 $2,621,768
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,375,000 $3,445,020
Pangaea Zero% 01jul18 11,730,000 $11,948,178
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $3,026,684
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $8,960,766
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,190,392 $9,185,466
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,717,471 $2,733,890
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,061,241
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 14,800,000 $1,464,204
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,381,384
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,576,435
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18 2,024,413 $2,031,144
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 4,063,252 $4,076,356
Plains Exploration & Production Co., 6.75%, 2/1/22 107,000 $124,521
Plains Exploration & Production Co., 8.625%, 10/15/19 4,060,000 $4,386,407
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,858,319
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $4,320,194
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $6,949,575
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,709,421
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $17,639,841
PQ Corp., 2014 Term Loan, 8/7/17 6,254,750 $6,267,453
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,289,288
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 2,900,000 $2,136,569
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 646,067 $648,086
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,777,277
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 $9,803,269
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,453,858
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 3,700,000 $2,976,638
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $12,107,588
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,349,870
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,368,060
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,531,710
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,105,809
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $989,536
Queensland Treasury Corp., 5.75%, 7/22/24 11,750,000 $12,475,863
Queensland Treasury Corp., 6.0%, 7/21/22 11,815,000 $12,648,165
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,203,078
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 4,800,000 $4,981,120
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $720,983
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,473,157
Qwest Corp., 7.375%, 6/1/51 572,600 $15,007,846
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $4,062,292
RAIT 2014-FL2 Trust, Floating Rate Note, 5/13/31 4,000,000 $3,964,348
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $730,150
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $735,532
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 34,154,338 $3,374,167
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $3,345,901
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $596,932
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $210,350
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 29,500,000 $2,023,391
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $523,137
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,799,257
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $763,249
RAMP Series 2004-SL1 Trust, Floating Rate Note, 10/25/31 4,365,200 $1,193,483
Ranpak Corp., USD Term Loan (First Lien), 4/23/19 3,081,065 $3,096,470
Raymond James Financial, Inc., 4.25%, 4/15/16 9,000,000 $9,585,395
RCMC LLC, 5.62346%, 11/15/44 (144A) 2,512,000 $2,183,351
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $6,313,456
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,209,456 $3,224,502
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,057,148
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,315,150
Remy International, Inc., Term B Loan 2013, 3/5/20 4,762,763 $4,768,716
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,425,378
Republic of Ghana, 7.875%, 8/7/23 (144A) 16,455,000 $16,556,733
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $792,290
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $2,146,285
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,483,479
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,448,900
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,750,000 $2,877,447
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,412,716
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,362,790
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,919,150
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $251,342
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,250,000 $2,375,300
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 19,900,000 $3,945,024
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,692,295
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,997,554
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,738,789 $2,741,643
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,793,677 $3,791,044
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,313,303
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,507,986
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 7,648,459 $4,471,437
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $28,903,193
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $11,746,682
Rosetta Resources, Inc., 5.625%, 5/1/21 870,000 $888,759
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,484,430
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,931,156
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,373,672
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 2,397,983 $2,394,986
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,878,902 $7,897,780
Rural, Term Loan, 6/30/18 1,540,921 $1,465,801
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $665
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,448,531
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,267,975
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,900,000 $4,165,173
Samson Investment Co., 10.5%, 2/15/20 (144A) 4,710,000 $5,002,347
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 2,350,000 $2,347,483
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 3,500,000 $3,462,900
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,650,340
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $2,998,242
SandRidge Energy, Inc., 7.5%, 3/15/21 1,860,000 $1,987,100
SandRidge Energy, Inc., 8.125%, 10/15/22 1,840,000 $2,003,619
Santander Bank NA, 8.75%, 5/30/18 16,567,000 $20,220,610
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 2,420,000 $2,483,346
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,797,739
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,184,708
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $2,262,110
Scitor Corp., Term Loan, 2/15/17 1,656,399 $1,640,166
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $10,766,070
Sdart 1.62% 15feb19 14-2-B 1,350,000 $1,354,721
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $3,873,919
Seagate HDD Cayman, 4.75%, 6/1/23 (144A) 13,870,000 $14,118,504
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 $3,894,915
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 6,086 $381,262
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $1,956,430
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,745,604 $1,749,240
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 2,064,028 $2,064,028
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,208,695
Sempra Energy, 9.8%, 2/15/19 50,000 $67,876
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,447,230
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,439,064 $1,444,461
Sequa Corp., Initial Term Loan, 6/19/17 6,747,250 $6,675,560
Sequoia Mortgage Trust, Floating Rate Note, 12/25/42 9,000,000 $6,968,140
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $2,513,237
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 24,486,444 $1,172,712
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $1,035,214
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,767,166
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 20,245,000 $2,141,114
Sequoia Mortgage Trust 2005-3, Floating Rate Note, 5/20/35 39,330,106 $5,153,796
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/25/43 2,930,000 $2,514,898
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,796,332
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,935,000 $3,531,876
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,745,000 $3,215,289
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,951,150
SESI LLC, 7.125%, 12/15/21 90,000 $100,944
Ship Midco, Ltd., Facility B2A-II, 11/29/19 2,270,659 $2,292,798
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $1,260,861
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/17/31 (144A) 2,400,000 $2,400,000
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $4,080,300
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 4,610,486 $4,639,301
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $7,050,125
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 12,390,000 $13,151,533
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,068,351 $1,071,517
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,683,469
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,450,807
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 198,145 $198,377
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 191,479 $175,850
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,386,150
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $926,726
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $10,084,087
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 5,000,000 $4,994,486
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A) 1,100,000 $1,142,015
SRAM LLC, Term Loan (First Lien), 4/10/20 1,481,231 $1,471,665
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 3,184,127 $3,203,034
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 5,400,000 $5,342,681
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,296,276
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,308,653
Star West Generation LLC, Term B Advance, 3/13/20 2,148,148 $2,155,757
State of Washington, 3.0%, 7/1/28 2,550,000 $2,541,330
State of Wisconsin, 5.75%, 5/1/33 3,650,000 $4,310,705
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,097,182
Steward Health Care System LLC, Term Loan, 4/10/20 2,227,500 $2,213,578
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,097,236
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,833,759
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $27,737
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $1,166,747
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 100,000 $10,061
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $2,091,017
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 91,824,870 $4,895,502
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $3,418,660
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $864,967
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A, Floating Rate Note, 6/25/3 33,888,000 $3,252,568
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,604,569
Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35 5,600,000 $1,737,874
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,414,392
Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A) 3,150,000 $3,163,300
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 1,750,000 $1,835,859
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 725,000 $768,292
Summit Materials LLC, Term B Loan, 1/30/19 981,322 $984,696
Sunoco, Inc., 9.625%, 4/15/15 25,000 $27,150
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $12,240,436
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $5,011,828
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 1,487,731 $1,487,499
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 2,181,423 $2,180,060
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,454,018
Tank Holding Corp., Initial Term Loan, 7/9/19 1,676,620 $1,676,097
Targus Group International, Inc., Term Loan, 5/24/16 4,067,432 $3,457,317
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,080,633
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 1,449,388 $1,420,400
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,879,330
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,682,736 $6,669,337
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 1,283,934 $1,283,453
Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A) 10,805,000 $797,712
Terex Corp., New U.S. Term Loan (2013), 4/28/17 1,647,338 $1,649,740
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,697,250
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $4,934,189
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $9,776,020
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $15,754,678
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,055,556
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,733,806
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,552,657
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 9,925,000 $10,011,844
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,656,822
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 6,267,000 $7,640,889
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,231,250 $1,232,212
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 25,567,000 $29,360,504
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 15,605,000 $15,716,481
The Ryland Group, Inc., 0.25%, 6/1/19 4,280,000 $3,944,733
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,527,611
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,704,598
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 22,479,999 $3,759,151
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 44,865,000 $3,437,990
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $610,798
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,044,799
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 7,534,231 $7,550,716
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 6,646,000 $7,077,283
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 750,000 $815,710
Time Warner Cable, Inc., 8.25%, 4/1/19 1,100,000 $1,411,964
Time Warner Cable, Inc., 8.75%, 2/14/19 640,000 $839,989
Torchmark Corp., 3.8%, 9/15/22 2,600,000 $2,683,443
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $3,691,797
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $250,470
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,952,739
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $5,863,607
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 6,450,467 $5,046,321
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 5,815,000 $4,568,038
Tronox Pigments BV, New Term Loan, 3/19/20 1,738,504 $1,740,858
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $3,229,208
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,549,090
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,408,398 $7,394,508
Tufts University, 5.017%, 4/15/12 14,800,000 $15,228,405
Turkey Government Bond, 10.5%, 1/15/20 21,830,000 $11,072,778
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $6,376,141
Turkiye Is Bankasi, 6.0%, 10/24/22 (144A) 5,100,000 $5,246,200
Tyco Electronics Group SA, 6.55%, 10/1/17 4,485,000 $5,252,219
U.S. Treasury Bonds, 3.625%, 2/15/44 61,000,000 $65,718,232
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $26,949,327
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $11,910,191
U.S. Treasury Bonds, 4.25%, 5/15/39 12,355,000 $14,667,030
U.S. Treasury Bonds, 4.375%, 11/15/39 23,290,000 $28,200,349
U.S. Treasury Bonds, 4.375%, 2/15/38 5,085,000 $6,189,533
U.S. Treasury Bonds, 4.5%, 8/15/39 19,890,000 $24,734,640
U.S. Treasury Floating Rate Note, 0.099%, 7/31/16 36,000,000 $35,949,047
U.S. Treasury Notes, 2.5%, 5/15/24 40,000,000 $40,018,197
UBS AG, 7.625%, 8/17/22 16,775,000 $20,527,301
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $194,509
UCI International, Inc., Term Loan, 7/26/17 2,016,850 $2,023,572
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,915,319 $5,242,221
United Airlines, Inc., Class B Term Loan, 4/1/19 987,500 $985,278
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,084,783
Univar, Inc., Term B Loan, 6/30/17 6,445,365 $6,461,479
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,402,697
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,221,875 $2,210,210
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,985,727 $6,950,798
Unum Group, 5.625%, 9/15/20 3,400,000 $3,955,560
Unum Group, 5.75%, 8/15/42 4,700,000 $5,589,738
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 2,275,000 $625,941
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) 3,975,000 $710,531
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 214,795 $213,989
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 357,991 $358,349
US Bancorp, Floating Rate Note (Perpetual) 783,175 $21,404,173
US Bancorp, Floating Rate Note (Perpetual) 234,750 $6,657,510
USI, Inc. New York, 7.75%, 1/15/21 (144A) 100,000 $99,594
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,473,387 $26,511,985
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 $8,758,750
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,233,435
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,889,281
Valmont Industries, Inc., 6.625%, 4/20/20 3,870,000 $4,640,056
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,983,063
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $12,097,950
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $6,067,425
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 3,635,000 $4,161,621
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,680,059
Ventas Realty LP, 4.75%, 6/1/21 8,130,000 $8,958,087
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,034,508
Verizon Communications, Inc., 6.55%, 9/15/43 16,440,000 $21,052,989
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,779,483
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,755,508
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $12,179,628
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 430,000,000 $11,720,300
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 25,310,000 $25,110,279
Virtual Radiologic Corp., Term Loan A, 12/22/16 6,248,375 $4,639,418
Virtual Radiologic Corp., Term Loan B, 12/22/16 2,425,000 $1,790,462
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $12,669,098
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,641,447
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,252,562
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $809,962
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $949,342
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,890,645
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,449,798
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 6,500,000 $6,349,561
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $5,800,304
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,779,455
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $7,863,700
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 15,600,000 $15,027,913
W&T Offshore, Inc., 8.5%, 6/15/19 3,170,000 $3,410,480
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $645,306
Walter Energy, Inc., B Term Loan, 4/2/18 3,035,847 $2,882,537
WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust, Floating Rate Note, 10/25/44 4,700,000 $360,445
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 44,086,340 $9,763,340
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,065,000 $1,894,031
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 1,164,799 $1,166,255
Waste Industries USA, Inc., Term B Loan, 3/17/17 3,507,020 $3,510,675
Waupaca Foundry, Inc., Term Loan, 6/29/17 3,833,881 $3,842,277
WCA Waste Corp., Term Loan, 3/23/18 3,685,175 $3,687,478
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,926,461
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $4,396,545
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $5,449,653
WebMD Health Corp., 2.5%, 1/31/18 2,430,000 $2,621,531
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 5,826,250 $4,643,521
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $38,147,670
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,450,000 $2,852,159
Wells Fargo Bank NA, 6.0%, 11/15/17 2,195,000 $2,528,885
Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,378,731
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,861,149
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $829,643
Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35 2,600,000 $906,264
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $537,973
Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34 0 $-746
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,488,232
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4,996,000 $384,584
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,611,169
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,924,698
Westgate Resorts 2012-2 LLC, 3.0%, 1/21/25 (144A) 6,250,000 $2,637,519
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $1,586,112
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $2,403,227
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $807,964
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $1,237,158
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,326,093
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,087,079
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,156,076
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,541,251
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,076,714
Williams Partners LP, 4.3%, 3/4/24 13,440,000 $14,160,711
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,601,862
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 $10,061,231
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,485,673
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,872,856
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,622,694
WireCo WorldGroup, Inc., Term Loan, 2/15/17 958,600 $967,388
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,915,356 $4,825,243
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,081,554
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $6,999,475
WPE International Cooperatief UA, 10.375%, 9/30/20 (144A) 4,360,000 $2,114,040
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 277,667 $277,292
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 775,526 $774,476
Wyle 1st Lien Tl-B L + 4% 22may21 640,341 $641,542
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 5,420,000 $5,133,832
Wynn Las Vegas LLC, 5.375%, 3/15/22 11,470,000 $11,874,955
Xerium Technologies, Inc., New Term Loan, 5/17/19 792,000 $798,683
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,472,053
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,700,294
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,547,835
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,641,873

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