Pioneer Strategic Income Fund

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

Security Name Par / Shares Market Value
AccentCare, Inc., Term Loan, 12/22/16 2,285,018 $1,945,122
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $4,054,642
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,362,717 $2,316,202
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,270,000 $1,282,780
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,441,689
Advanced Micro Devices, Inc., 7.0%, 7/1/24 15,160,000 $13,700,850
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,360,203 $1,355,102
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 11,700,000 $2,990,755
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,889,968
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,483,076 $7,274,171
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $55,609
Aguila 3 SA, 7.875%, 1/31/18 (144A) 1,100,000 $1,124,647
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,999,202
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,118,682
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,272,328
Ajecorp BV, 6.5%, 5/14/22 (144A) 8,155,000 $7,748,496
Akbank TAS, 7.5%, 2/5/18 (144A) 11,000,000 $4,651,505
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $1,992,506
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,503
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,894,930
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,656,148
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $12,450,521
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $885,045
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $5,497,227
Alkermes, Inc., 2019 Term Loan, 9/25/19 686,000 $676,710
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,554,593
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,367,387 $3,327,399
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $10,460,732
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 1,690,898 $1,667,648
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,310,568 $1,298,009
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,949,469 $2,931,035
Ally Financial, Inc., 7.0% (Perpetual) (144A) 15,956 $16,059,714
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $2,236,500
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $931,938
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,562,953
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,589,018
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $6,044,055
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $926,807
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 2,378,000 $4,551,578
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $499,804
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $10,942,220
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,890,250 $3,501,225
Altrl Flt% 30jun16 13,000,000 $13,969,800
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,862,010
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $5,016,550
American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45 21,700,000 $2,829,435
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,368,624
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/24 (144A) 2,200,000 $2,242,044
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,650,218
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,357,635
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,230,438
Amherst College, 3.794%, 11/1/42 2,300,000 $2,232,741
Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32 9,500,000 $278,950
AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 3,900,000 $3,745,429
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 6,715,000 $6,651,885
Antero Resources Corp., 5.125%, 12/1/22 (144A) 8,000,000 $8,200,906
Apex Tool Group LLC, Term Loan, 1/31/20 1,343,182 $1,276,023
Applebee's/IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,364,378
Approach Resources, Inc., 7.0%, 6/15/21 560,000 $530,009
Appvion, Inc., Term Commitment, 6/28/19 11,726,563 $11,653,271
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $7,898,438
Arcelik AS, 5.0%, 4/3/23 (144A) 8,100,000 $7,686,000
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 100,000 $133,127
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,188,455
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,841,278
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $14,881,037
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,744,851 $1,751,394
Arlington Flt% 01aug15 3,033,000 $3,160,993
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 5,332,493 $5,326,659
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $808,063
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,712,857
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,551,441
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,467,500
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,695,750 $1,683,032
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $507,277
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 1,400,000 $1,462,516
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $14,290,605
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,258,675 $1,252,906
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,556,381
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,320,252
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,372,333
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,609,647
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,351,873 $3,332,321
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,510,043 $5,430,836
AXA SA, 8.6%, 12/15/30 10,060,000 $13,870,113
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $6,998,391
Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A) 1,753,000 $2,209,474
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,548,467
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,556,726
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,321,306
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $3,684,439
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,841,671
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 15,665,000 $1,787,606
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $287,011
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,183,058
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 17,500,000 $2,092,065
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,458,601
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $946,097
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,866,912
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $3,551,529
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $404,339
Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20 14,530,000 $106,356
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,416,672
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,221,875
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,389,200
Bank of America Corp., 7.25% (Perpetual) 5,330 $6,093,309
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $25,257,495
Bank of America Corp., Floating Rate Note, 10/23/49 1,075,000 $1,106,115
Bank of America Corp., Floating Rate Note, 9/29/49 22,475,000 $22,665,413
Baylor University, 4.313%, 3/1/42 4,550,000 $4,595,583
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,609,000
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/25/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.515649%, 9/25/37 (Step) (144A) 77,809,000 $2,034,302
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 4,150,000 $3,841,407
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 2,500,000 $739,418
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $2,994,451
BBVA Banco Continental SA, 5.0%, 8/26/22 (144A) 50,000 $53,151
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,556,380
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,077,554
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,550,000 $1,237,846
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,288,212
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $926,276
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $2,369,304
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $1,129,364
Bear Stearns ARM Trust 2004-6, Floating Rate Note, 9/25/34 23,789,800 $2,721,823
Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34 27,154,758 $3,318,816
Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36 18,000,000 $577,547
Berkeley-Kane Flt% 12jun15 2,646,751 $2,709,479
Big Heart Pet Brands, Initial Term Loan, 2/24/20 4,376,404 $4,219,378
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,032,799
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,604,656
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,341,094
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,903,867
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,648,349
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $406,788
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 4,400,000 $4,517,797
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,815,729
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 1,400,000 $1,403,438
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,517,069
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/16/28 (144A) 17,900,000 $18,191,028
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,832,550
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,368,560
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,775,810
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,482,927
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,367,550
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,769,862
Brown & Brown, Inc., 4.2%, 9/15/24 11,300,000 $11,410,047
BTA Bank JSC (G.D.R.) (144A) 4,633 $2,942
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $2,002,819
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $4,054,406
Bumi Capital Pte, Ltd., 12.0%, 11/10/16 (144A) 1,850,000 $780,700
Bumi Resources Tbk PT, Loan, 11/7/14 1,135,833 $573,596
Burger King Worldwide Inc 2nd Lien Bridge L + 0% 26aug15 21,125,000 $21,125,000
Butler Industrial Development Board, 5.75%, 9/1/28 950,000 $961,964
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,157,100 $1,162,886
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $397,480
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,567,615
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 6,300,000 $6,714,470
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,609,608
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,117,864
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,409,545 $1,372,544
Calpine Corp., Term Loan (10/12), 10/9/19 1,078,000 $1,068,652
Calpine Corp., Term Loan (3/11), 4/1/18 5,399,175 $5,372,179
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 (144A) 6,735,000 $6,552,407
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,212,231
Capital Automotive Real Estate Investment Trust, 3.66%, 10/15/44 (144A) 11,000,000 $11,209,275
Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21 3,165,000 $3,171,049
Cardtronics, Inc., 1.0%, 12/1/20 (144A) 2,585,000 $2,540,840
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 24,815,000 $28,172,041
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,807,202
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $131,174
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/36 5,500,000 $1,008,065
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 (144A) 7,710,000 $7,860,988
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,605,000 $5,850,686
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,553,334
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,162,331
CCOH Safari LLC, 5.5%, 12/1/22 2,400,000 $2,424,000
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,938,402
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,740,331
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,811,398
Cengage Learning Holdings II LP 90,687 $2,550,572
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,589,403
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,579,186
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,122,553
Cequel Communications LLC, Term Loan, 2/14/19 1,932,174 $1,914,405
CEVA GROUP Plc 1,069 $988,548
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $2,139,941
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $5,999,639
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $3,510,305
Chesapeake Energy Corp., 2.25%, 12/15/38 4,800,000 $4,588,800
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,709,816
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,780
Chrysler Group LLC, Term Loan B, 5/24/17 18,272,450 $18,196,309
CHS, 2021 Term D Loan, 1/27/21 6,129,284 $6,142,695
CHS, 6.875%, 2/1/22 (144A) 1,000,000 $1,094,688
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $11,591,990
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 2,129,865 $2,129,865
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $5,004,626
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,254,854
Citicorp Residential Mortgage Trust Series 2006-2, 5.948%, 9/25/36 (Step) 2,300,000 $1,108,790
Citicorp Residential Mortgage Trust Series 2007-2, 5.67928%, 6/25/37 (Step) 4,155,000 $4,325,102
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,414,315
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,372,520
Citigroup Capital XIII, Floating Rate Note, 10/30/40 832,910 $22,172,064
Citigroup Mortgage Loan Trust, Inc., 5.5%, 8/25/34 18,566,000 $5,003,816
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $82,759
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $4,117,072
Citigtoup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,481,864
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 4,500,000 $4,504,481
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,864,968
Cme: (Cdx.Na.Hy.23.V1) Usd 20dec19 Z91mw60e6 137,300,000 $10,372,460
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $133,477
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 4,795,432 $4,762,344
Cobalt International Energy, Inc., 2.625%, 12/1/19 11,835,000 $8,924,330
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,780,452
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $9,146,489
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 3,900,000 $3,926,339
COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/19/28 (144A) 1,800,000 $581,149
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,716,738
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,353,871
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $1,970,819
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,033,706
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,378,315
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,696,566
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $7,966,743
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/13/31 (144A) 5,070,000 $5,075,623
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,875,000 $3,845,766
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,168,313
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 900,000 $917,235
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 3,150,000 $3,218,123
Comstock Resources, Inc., 7.75%, 4/1/19 8,140,000 $8,029,771
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,633,087
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,148,844 $3,146,876
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $211,562
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,617,600
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $412,025
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $211,068
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,911,722
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,954,363 $3,932,120
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $8,053,968
Corporate Office Properties LP, 3.6%, 5/15/23 6,450,000 $6,317,917
Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 50,000 $5,168
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,650,821
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,279,768
Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36 4,500,000 $830,147
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $79,944
County of Sweetwater Wyoming, 5.6%, 12/1/35 3,285,000 $3,425,806
Coveris Holdings SA, USD Term Loan, 4/14/19 4,158,575 $4,187,165
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,492,500 $1,478,197
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,525,168
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 18,500,000 $18,194,994
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,192,671
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $557,947
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,147,612
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,334,533
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,302,940
Cronos Containers Program I, Ltd., 3.81%, 9/18/27 (144A) 3,500,000 $2,775,671
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,574,478
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,630,587
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,800,000 $1,782,000
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 1,346,625 $1,334,842
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,234,078 $3,211,171
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,495,153
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 6,690,000 $7,672,594
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 7,685,000 $8,996,253
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $16,440,611
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,780,607
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,347,229
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,184,273
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 17,887,563 $766,545
CWGS Group LLC, Term Loan, 2/20/20 6,966,875 $6,993,001
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 7,023,842 $7,034,834
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $287,168
Dartmouth Zero% 31dec14 9,610,000 $9,513,900
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 5,920,478 $5,872,374
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,334,064
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,631,954
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,541,193
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $17,381,525
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,521,146
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,839,228
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 994,987 $936,532
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,240,018
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,290,366 $5,192,272
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $53,179
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,442,756
Denbury Resources, Inc., 4.625%, 7/15/23 8,155,000 $7,644,236
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $926,126
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 5,065,000 $1,375,148
Diamond Offshore Drilling, Inc., 3.45%, 11/1/23 14,675,000 $14,132,274
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $6,847,500
DigitalGlobe, Inc., Term Loan, 1/31/20 5,996,680 $5,970,445
Digital Realty Trust, Inc., 5.875% (Perpetual) 100,000 $2,290,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,147,615
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,635,807
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 981,621 $979,576
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,392,465
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 14,228,000 $14,523,131
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,389,866
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 5,653,438 $5,429,657
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $3,122,111
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 3,150,000 $2,018,855
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,025,868
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,642,301
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,748,427
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $914,385
DynCorp International, Inc., Term Loan, 7/7/16 2,143,781 $2,141,638
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $923,530
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,153,670
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $21,619
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,431,533
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $26,401,957
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,554,095
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $5,763,367
Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/26/37 (144A) 11,108,000 $1,132,309
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 5,300,000 $5,433,030
Emdeon, Inc., Term B-2 Loan, 11/2/18 1,961 $1,946
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,646,724
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $6,932,629
Endo Finance LLC & Endo Finco, Inc., 5.375%, 1/15/23 (144A) 8,169,000 $8,132,778
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $239,471
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $12,741,420
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,978,155
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 17,200,000 $14,763,333
EnLink Midstream Partners LP, 4.4%, 4/1/24 5,840,000 $6,167,237
Ensco Plc, 4.5%, 10/1/24 17,750,000 $18,047,082
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,344,410 $1,344,410
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $4,100,790
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,964,448 $1,953,091
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $11,222,844
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,581,248
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,220,244
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $126,229
Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A) 5,660,000 $5,699,502
Essar Steel Algoma, Inc., Term Loan, 11/15/14 564,938 $566,968
EuroChem Mineral & Chemical Co OJSC via EuroChem GI, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,649,227
Euronet Worldwide, Inc., 1.5%, 10/1/44 (144A) 3,050,000 $3,050,000
European Bank for Reconstruction & Development, 6.0%, 3/3/16 259,300,000 $4,280,252
European Bank for Reconstruction & Development, 7.65%, 2/18/15 213,800,000 $3,666,304
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,630,000 $8,653,211
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,413,649
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 10,633,350 $10,527,017
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,029,856
Expedia, Inc., 4.5%, 8/15/24 7,485,000 $7,491,063
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $8,016,910
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 12,674,965 $12,652,783
Export-Import Bank of Korea, 5.875%, 1/14/15 1,900,000 $1,952,493
Exterran Holdings, Inc., 7.25%, 12/1/18 7,300,000 $7,721,271
Fannie Mae, 0.5%, 12/15/33 (144A) 5,160,000 $4,721,472
Fannie Mae, 3.0%, 11/18/14 31,800,000 $33,025,129
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,692,201
Fannie Mae, 3.5%, 11/1/42 1,050,000 $996,953
Fannie Mae, 3.5%, 11/1/42 500,000 $435,477
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,989,293
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,336,309
Fannie Mae, 3.5%, 11/13/13 63,352,000 $65,583,806
Fannie Mae, 3.5%, 11/18/14 15,900,000 $16,825,618
Fannie Mae, 3.5%, 12/1/25 19,734,423 $6,634,580
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,742,536
Fannie Mae, 3.5%, 12/1/42 50,000 $46,986
Fannie Mae, 3.5%, 4/1/29 7,000,000 $6,887,589
Fannie Mae, 3.5%, 4/1/29 8,000,000 $7,726,787
Fannie Mae, 3.5%, 6/1/42 2,314,862 $2,006,417
Fannie Mae, 3.5%, 7/1/26 23,914,523 $9,449,169
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,639,981
Fannie Mae, 3.5%, 8/1/42 48,680,354 $43,332,093
Fannie Mae, 3.5%, 8/1/42 25,765,072 $23,148,295
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,347,306
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,758,464
Fannie Mae, 4.0%, 10/1/43 6,376,304 $6,127,465
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,179,771
Fannie Mae, 4.0%, 11/1/41 55,000 $21,339
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,283,097
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,304,395
Fannie Mae, 4.0%, 12/1/40 9,810,000 $7,019,957
Fannie Mae, 4.0%, 12/1/41 45,515,613 $27,771,870
Fannie Mae, 4.0%, 12/1/41 17,790,000 $8,740,784
Fannie Mae, 4.0%, 12/1/42 46,000 $14,904
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,793,419
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,194,093
Fannie Mae, 4.0%, 2/1/43 2,425,000 $1,903,254
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,462,893
Fannie Mae, 4.0%, 2/1/44 30,000,000 $30,185,510
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,075,210
Fannie Mae, 4.0%, 4/1/41 450,000 $336,506
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,828,047
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,270,652
Fannie Mae, 4.0%, 5/1/42 530,000 $465,140
Fannie Mae, 4.0%, 5/1/44 16,300,000 $17,035,838
Fannie Mae, 4.0%, 7/1/18 75,000 $4,473
Fannie Mae, 4.0%, 7/1/42 424,314 $307,457
Fannie Mae, 4.0%, 8/1/42 25,000,000 $20,712,209
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,694,234
Fannie Mae, 4.0%, 8/1/43 6,883,801 $6,442,117
Fannie Mae, 4.0%, 9/1/37 1,307,922 $946,422
Fannie Mae, 4.5%, 10/1/43 11,002,820 $10,727,716
Fannie Mae, 4.5%, 10/1/43 6,481,868 $5,723,411
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,435,005
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,490,052
Fannie Mae, 4.5%, 11/1/43 14,886,677 $11,997,741
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,911,771
Fannie Mae, 4.5%, 12/1/40 54,806,862 $25,106,011
Fannie Mae, 4.5%, 12/1/41 60,000 $41,713
Fannie Mae, 4.5%, 12/1/41 6,923,896 $4,692,976
Fannie Mae, 4.5%, 2/1/44 52,511,691 $49,581,637
Fannie Mae, 4.5%, 2/1/44 49,392,410 $48,473,289
Fannie Mae, 4.5%, 3/1/35 2,520,000 $334,406
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,725,491
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,513,259
Fannie Mae, 4.5%, 4/1/41 25,000 $11,720
Fannie Mae, 4.5%, 5/1/41 24,220,767 $7,923,471
Fannie Mae, 4.5%, 7/1/41 12,477,165 $5,329,543
Fannie Mae, 4.5%, 7/1/41 39,417,029 $23,625,736
Fannie Mae, 4.5%, 8/1/41 71,193,582 $30,298,842
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,466,261
Fannie Mae, 4.5%, 9/1/43 17,709,372 $15,276,352
Fannie Mae, 5.0%, 1/1/39 27,744,910 $2,883,830
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,061,030
Fannie Mae, 5.0%, 11/13/14 190,000,000 $210,697,131
Fannie Mae, 5.0%, 2/1/22 6,603,277 $385,711
Fannie Mae, 5.0%, 4/1/22 327,117 $17,820
Fannie Mae, 5.0%, 5/1/38 9,123,173 $946,916
Fannie Mae, 5.0%, 5/1/41 2,252,877 $1,025,916
Fannie Mae, 5.0%, 6/1/22 2,077,680 $194,014
Fannie Mae, 5.0%, 6/1/22 639,720 $40,411
Fannie Mae, 5.0%, 6/1/35 77,359,128 $7,948,903
Fannie Mae, 5.0%, 6/1/40 3,027,156 $902,548
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,438,522
Fannie Mae, 5.0%, 7/1/35 17,501,965 $2,003,783
Fannie Mae, 5.0%, 7/1/35 42,393,553 $4,561,132
Fannie Mae, 5.0%, 7/1/39 2,516,008 $976,641
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,972,605
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,958,072
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,585,618
Fannie Mae, 5.0%, 7/1/41 1,681,264 $969,146
Fannie Mae, 5.0%, 8/1/35 24,222,081 $3,002,166
Fannie Mae, 5.5%, 12/1/35 2,799,824 $307,012
Fannie Mae, 5.5%, 2/1/23 12,500,000 $541,599
Fannie Mae, 5.5%, 2/1/33 500,000 $7,254
Fannie Mae, 5.5%, 3/1/21 5,000,000 $643,984
Fannie Mae, 5.5%, 3/1/25 8,000,000 $1,011,032
Fannie Mae, 5.5%, 3/1/36 900,090 $109,105
Fannie Mae, 5.5%, 4/1/34 2,750,000 $196,309
Fannie Mae, 5.5%, 4/1/36 2,000,200 $252,390
Fannie Mae, 5.5%, 5/1/33 750,000 $64,271
Fannie Mae, 5.5%, 6/1/33 852,000 $42,572
Fannie Mae, 5.5%, 7/1/33 1,900,000 $89,925
Fannie Mae, 6.0%, 1/1/33 502,267 $19,119
Fannie Mae, 6.0%, 1/1/34 1,800,000 $127,700
Fannie Mae, 6.0%, 10/1/32 200,552 $4,435
Fannie Mae, 6.0%, 11/1/32 350,000 $9,742
Fannie Mae, 6.0%, 12/1/32 3,234,929 $83,271
Fannie Mae, 6.0%, 12/1/33 2,000,000 $141,997
Fannie Mae, 6.0%, 12/1/37 7,118,373 $359,682
Fannie Mae, 6.0%, 3/1/32 100,000 $2,575
Fannie Mae, 6.0%, 3/1/33 350,000 $8,959
Fannie Mae, 6.0%, 3/1/33 250,000 $10,552
Fannie Mae, 6.0%, 4/1/38 5,765,562 $503,118
Fannie Mae, 6.0%, 5/1/33 1,200,000 $159,081
Fannie Mae, 6.0%, 6/1/37 4,500,000 $360,243
Fannie Mae, 6.0%, 7/1/17 4,000,000 $37,930
Fannie Mae, 6.0%, 7/1/38 2,040,000 $169,970
Fannie Mae, 6.5%, 10/1/32 511,093 $25,420
Fannie Mae, 6.5%, 11/1/32 400,000 $9,531
Fannie Mae, 6.5%, 12/1/21 8,650,000 $158,198
Fannie Mae, 6.5%, 2/1/32 99,991 $1,650
Fannie Mae, 6.5%, 3/1/32 124,988 $5,133
Fannie Mae, 6.5%, 4/1/29 40,000 $397
Fannie Mae, 6.5%, 5/1/31 392,161 $2,653
Fannie Mae, 6.5%, 6/1/31 25,095 $402
Fannie Mae, 6.5%, 7/1/31 125,419 $1,183
Fannie Mae, 6.5%, 8/1/32 340,598 $4,174
Fannie Mae, 7.0%, 2/1/29 43,569 $643
Fannie Mae, 7.0%, 5/1/28 200,000 $1,683
Fannie Mae, 7.0%, 7/1/31 306,031 $682
Fannie Mae, 7.5%, 1/1/28 115,000 $1,249
Fannie Mae Pool, 4.0%, 4/25/42 27,755,000 $29,505,012
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $2,099,167
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,442,765
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,599,074
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,696,144
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $6,406,456
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $1,057,079
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $14,136,436
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,146,710
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $2,123,405
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $21,043,596
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,596,905
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $847,149
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $1,028,940
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,496,080
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4,841,006 $4,215,941
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $82,215
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $211,806
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,834,236
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $302,315
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $3,197,139
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $146,464
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $85,778
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $12,220,590
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $562,364
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $432,277
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $395,663
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $77,398
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $361,825
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $685,175
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $973,052
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $6,046
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $125,461
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $110,075
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $17,455
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $156,823
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $329,237
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $40,271
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,394
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $163,962
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $183,190
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $226,693
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,738
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,674,950
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,244,804
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 8,360,000 $409,239
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,271,150
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $1,074,026
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $158,795
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $4,052,104
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $609,446
Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A) 8,725,000 $8,249,051
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 5,710,000 $5,518,715
Fifth Third Bancorp, Floating Rate Note (Perpetual) 127,200 $3,450,936
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 $1,516,179
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 3,950,826 $52,997
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $229,003
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 10,872,000 $2,220,253
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,091,017
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $502,210
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,607,383
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $566,868
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,033,050 $4,008,348
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,179,882
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,729,285
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $15,664,444
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,749,927
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,415,157
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,406,170 $2,351,601
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,659,275
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 4,500,000 $4,592,702
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $431,418
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $8,800,721
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $120,308
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,374,216
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,201,269
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,614,525
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,035,804
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,519,605
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,200,183
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,440,769
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,775,000 $4,980,998
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,100,000 $4,328,906
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 8,232,000 $8,845,303
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,878,484
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,650,014
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,833,467
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 25,000 $25,450
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,175,736
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,796,769
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,006,930
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,393,769
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,134,118
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $12,823,121
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $12,000,294
Fx Vanilla Option Call Usd/Put Try 2.95 12 01 2015 Tr -19,969,960 $-353
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,449,676
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 174,694 $170,981
Garda World Security Corp., Term B Loan, 11/1/20 682,894 $668,382
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,763,592
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $848,512
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,623,406
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 9,900,000 $4,183,132
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $9,386,622
General Electric Capital Corp., Floating Rate Note (Perpetual) 24,300,000 $28,963,575
Gentiva Health Services, Inc., 11.5%, 9/1/18 1,328,000 $1,448,073
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 8,851,632 $8,879,294
Getty Images, Inc., Initial Term Loan, 10/18/19 4,785,876 $4,518,168
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $17,182,703
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $6,232,915
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,244,113
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 3,923,508 $3,933,317
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,548,420
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 6,500,000 $1,929,201
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 84,170,000 $7,916,086
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,433,460
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $7,162,207
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $2,194,956
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $4,933,646
Goldcorp, Inc., 3.7%, 3/15/23 7,300,000 $7,069,158
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 6,800,000 $6,794,560
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 20,840,000 $18,615,330
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $7,687,466
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,698,271
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $455,790
Government National Mortgage Association, Floating Rate Note, 2/16/53 50,450,000 $3,605,412
Government National Mortgage Association, Floating Rate Note, 3/16/53 35,900,000 $2,441,220
Government National Mortgage Association, Floating Rate Note, 8/16/52 55,500,000 $3,252,476
Government National Mortgage Association, Floating Rate Note, 9/16/52 55,000,000 $4,046,506
Government National Mortgage Association I, 3.5%, 11/20/14 49,056,000 $51,320,603
Government National Mortgage Association I, 4.0%, 10/15/44 3,000,000 $3,221,636
Government National Mortgage Association I, 4.0%, 10/23/14 13,795,000 $14,814,157
Government National Mortgage Association I, 4.0%, 11/20/14 77,045,000 $82,539,103
Government National Mortgage Association I, 4.0%, 3/15/44 3,233,680 $3,221,637
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,160,674
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $247,930
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,736,227
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $50,452
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $3,684,045
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $182,384
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $107,432
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,658,331
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $3,282,881
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,576,432
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,296,302
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $8,148,428
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $338,803
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $865,455
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $30,228
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $149,524
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $46,146
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $187,471
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $785,548
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $1,079,911
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $305,955
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $224,736
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $43,075
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $405,537
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $332,237
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $907
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $340,052
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $711,702
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $293,832
Government National Mortgage Association I, 5.5%, 2/15/37 172 $25
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $14,980
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $496,567
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $226,881
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $264,714
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $6,745
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $297,502
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $233,891
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $154,120
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $462,264
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $93,813
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $101,372
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $128,454
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $268,151
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $417,392
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $117,004
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $65,016
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $182,875
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,884
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $72,814
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $87,332
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $644,055
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $15,666
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $2,195
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $425,392
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $136,197
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $152,312
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $79,573
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,371
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $16,379
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $110,749
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $1,166
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $63,428
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $533,361
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $224,402
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $117,905
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $42,712
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $343,943
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $116,384
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $124,134
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $158,712
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $110,809
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $279,321
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $925,052
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $358
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $266,351
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $31,799
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $83,892
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $161,232
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,529
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $8,670
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,873
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $17,698
Government National Mortgage Association I, 6.5%, 11/15/31 1,537,088 $53,832
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $88,901
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $522
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $5,805
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,031
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,928
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,643
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,595
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,809
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,690
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,853
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $33,960
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $44,768
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,435
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,980
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $48,880
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $118,422
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $549
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $863
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,721
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,117
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $482
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $10,401
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $126
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $775,836
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,575,179
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $794,985
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $8,988,469
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,476
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $220,820
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $309,268
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $94,026
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $444
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,139
Griffon Corp., 5.25%, 3/1/22 312,000 $303,030
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,378,000 $4,326,756
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,724,368
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,255,457
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $560,829
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,534,080
GS Mortgage Securities Corp II Series 2005-GG4 REMICS, 4.782%, 7/10/39 5,609,335 $5,686,940
GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/12/46 7,000,000 $7,029,705
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 4,775,000 $4,790,418
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $4,218,797
GTECH S.p.A., Floating Rate Note, 3/31/66 (144A) 7,630,000 $10,479,135
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 10,580,000 $11,180,322
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,236,509
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,777,431
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $215,667
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,785,171
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,293,894
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,540,132
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,825,966
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,615,950 $1,624,030
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $562,266
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,629,266
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,121,423
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,104,787
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 6,500,000 $6,505,543
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $991,772
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $13,838,216
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,232,173
Hologic, Inc., 2.0%, 12/15/37 (Step) 10,574,000 $13,264,349
Hologic, Inc., 2.0%, 3/1/42 (Step) 13,000,000 $14,197,083
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $2,012,402
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $7,530
Horizon Lines, Inc. 1,695,067 $669,551
Hospitality Properties Trust, 5.0%, 8/15/22 3,738,000 $3,979,873
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 2,266,875 $2,261,208
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $248,149
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,711,457
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,055,797
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4,649,998 $4,654,360
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 400,000 $418,650
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 3,200,000 $3,285,764
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,850,000 $3,988,301
Icon Brand Holdings LLC, 4.229%, 1/25/43 (144A) 6,376,000 $5,603,300
Immucor, Inc., Term B-2 Loan, 8/19/18 8,067,675 $8,069,353
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $3,099,055
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 28,850,000 $1,651,673
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,792,023
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 142,771,000 $9,327,465
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 43,500,000 $2,918,714
Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35 69,974,361 $8,623,286
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $53,777
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 25,100,000 $5,447,858
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,810,652
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,832,174
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,753,739
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,835,792
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $18,360,707
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,409,256
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,455,815
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $9,138,495
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 2,126,658 $2,129,316
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $7,621,997
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,462,385
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,907,239
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $4,659,882
International Equipment Solutions LLC, Initial Loan, 8/16/19 5,358,739 $5,355,390
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,757,857
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $19,236,808
International Game Technology, 7.5%, 6/15/19 120,000 $136,293
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 5,643,000 $5,788,747
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,601,785
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 384,532 $381,007
Inversiones Alsacia SA, 0.0%, 8/18/18 (144A) 8,635,000 $4,724,630
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,502,132
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,636,816
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,849,100
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,517,266
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $50,551
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,969,341
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $678,539
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,414,563
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,546,636
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,115,621
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,676,091
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,986,215
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,591,007
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,071,406
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,224,692
JLL, Initial Dollar Term Loan, 1/23/21 2,453,850 $2,390,752
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,271,147
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,850,795
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $812,775
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $11,975,073
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 6,875,000 $7,359,516
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 17,985,000 $17,503,901
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 7,626,000 $8,266,351
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,110,087
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,076,918
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,450,743
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,655,801
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,149,692
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,065,661
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 4,570,000 $4,572,903
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 6,500,000 $6,502,681
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,805,573
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,727,651
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $597,572
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $599,230
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $2,966,923
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 23,395,000 $16,883,078
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $4,748,563
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,818,587
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $7,574,913
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,565,211
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,498,710
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 8/25/44 8,399,600 $8,381,631
Juniper Generation LLC, 6.79%, 12/31/14 (144A) 4,950,000 $118,294
Kane Flt% 12jun15 7,100,000 $6,583,120
Kane Flt% 14jul15 3,056,160 $2,941,248
Kane-Pi1 Flt% 07apr15 3,766,000 $3,895,928
Kane-Pi1 Flt% 07jul16 7,017,560 $6,983,174
Kane-Pi1 Zero% 18jul16 4,712,000 $5,006,500
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,437,428
KB Home, 1.375%, 2/1/19 7,875,000 $7,621,523
KB Home, 8.0%, 3/15/20 1,500,000 $1,687,833
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,634,838
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 8,635,000 $9,405,704
KGHM International, Ltd., 7.75%, 6/15/19 (144A) 11,775,000 $12,826,246
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,323,758
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 8,650,000 $8,975,156
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,307,625
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,892,985
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 3,200,000 $3,161,067
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,660,727 $8,584,945
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4,703,313 $4,676,856
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,625,387
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $23,909,582
KLA-Tencor Corp., 6.9%, 5/1/18 4,090,000 $4,876,466
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 1,271,274 $1,272,864
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $1,959,269
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $94,253
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 736,022 $733,814
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,534,312
Landry's, Inc., B Term Loan, 4/24/18 6,500,046 $6,489,892
Language Line LLC, Tranche B Term Loan, 6/20/16 2,343,633 $2,341,191
LDK Solar Co, Ltd., 10.0%, 11/28/14 12,000,000 $581,756
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,161,073
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,180,529
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,066,501
Lear Corp., 11/9/14 547 $101,326
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $7,141,087
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $881,494
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $4,911,818
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,554,904
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $2,106,275
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,923,381
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,244,262
Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A) 6,970,000 $7,797,076
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $13,313,536
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $5,742,458
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 3,465,000 $3,262,514
Linn Energy LLC, 6.5%, 5/15/19 9,200,000 $8,877,744
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,395,369
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 1,300,000 $1,627,959
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,283,750 $1,244,435
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 1,700,000 $1,830,900
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 $5,167,700
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $6,318,450
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,754,999
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,500,484
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $4,190,639
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 2,765,000 $2,708,837
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,809,851
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,001,194
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $3,233,528
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $4,226,163
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $16,534,523
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,533,933
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $4,136,094
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,232,566
Masco Corp., 7.125%, 3/15/20 14,465,000 $16,657,954
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 26,147 $285
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,560,567
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,346,076
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,336,163
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,319,990
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $853,114
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,285,219
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,841,397
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 26,000,000 $1,773,971
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,792,000 $3,719,319
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $132,434
MedAssets, Inc., Term B Loan, 12/13/19 1,725,600 $1,715,333
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $14,578,215
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,811,696
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,164,845
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $962,476
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,295,000 $1,045,797
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,632,313
Metinvest BV, 10.25%, 5/20/15 (144A) 5,555,000 $4,671,979
Metinvest BV, 8.75%, 2/14/18 (144A) 5,675,000 $4,068,267
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,744,076
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $21,641,813
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,945,921
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $23,394,881
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $18,742,720
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,523,935
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,735,000 $2,650,215
Microsemi Corp., Term Loan (2014), 3/14/21 1,852,642 $1,828,518
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,350,371
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,486,772
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,912,813
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 8,100,000 $8,623,181
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,059,801 $6,995,084
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,461,431
MMM Holdings, Inc., MMM Term Loan, 12/12/17 2,072,896 $2,057,349
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,521,080
Molina Healthcare, Inc., 1.625%, 8/15/44 6,470,000 $6,886,686
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $2,949,320
Monitronics International, Inc., Term B Loan (2013), 3/23/18 7,523,035 $7,506,582
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $12,106,035
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,562,226
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,793,087
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $8,843,144
Morgan Stanley, Floating Rate Note (Perpetual) 180,020 $4,538,304
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,197,757
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,679,439
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,654,296
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 7,679,221 $7,672,026
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $564,192
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,507,036 $1,491,965
Mueller Water Products, Inc., 7.375%, 6/1/17 3,879,000 $4,056,383
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,908,738
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,100,000 $3,232,163
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 250,000 $263,153
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 3,100,000 $3,349,174
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $272,312
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,270,345
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,480,508
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 3,000,000 $3,258,238
Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A) 2,160,000 $2,940,598
Nations Equipment Finance Funding II LLC, 3.276%, 1/20/19 (144A) 2,500,000 $2,502,503
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,401,270
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,493,506
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $401,750
Navistar International Corp., 8.25%, 11/1/21 11,805,000 $12,622,496
NCR Corp., 6.375%, 12/15/23 4,070,000 $4,391,869
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,577,016
Nevada Power Co., 6.5%, 8/1/18 85,000 $100,732
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,850,000 $1,831,500
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,699,219
Newhall Land Development LLC 269,588 $1,031,174
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $4,919,871
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,476,618
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,988,383
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 8,000,000 $7,657,802
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,646,806
Nn Inc 1st Lien Tl-B L + 5% 18jul21 3,375,000 $3,364,453
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,996,573
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,053,000 $1,027,333
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,584,272
Nordion 1st Lien Tl-B L + 3.5% 30jul21 1,950,000 $1,939,844
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,565,143
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 3,500,000 $3,695,801
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 1,301,000 $1,311,161
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $9,542,326
Norway Government Bond, 4.25%, 5/19/17 234,080,000 $37,980,192
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $20,362,437
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $72,347,357
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,723,665
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $14,042,881
Novelis, Inc., Initial Term Loan, 3/10/17 1,721,188 $1,707,418
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,492,244
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,285,000 $5,005,076
NSG Holdings LLC, New Term Loan, 12/11/19 3,961,251 $3,926,590
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,463,372
Numericable Group SA, 6.0%, 5/15/22 (144A) 5,350,000 $5,538,142
NuStar Logistics LP, Floating Rate Note, 1/15/43 280,950 $7,484,508
NuVasive, Inc., 2.75%, 7/1/17 20,755,000 $25,135,170
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $4,557,723
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 5,500,000 $5,363,875
Oasis Petroleum, Inc., 6.875%, 3/15/22 4,620,000 $4,845,385
Offshore Group Investment, Ltd., 7.5%, 11/1/19 4,400,000 $3,916,000
Oi SA, 5.75%, 2/10/22 (144A) 9,080,000 $8,698,073
On Assignment, Inc., Initial Term B Loan, 5/15/20 1,994,750 $1,983,530
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,956,106
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,648,235
ON Semiconductor Corp., 2.625%, 12/15/26 2,542,000 $2,824,586
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,126,256
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 15,800,000 $1,524,816
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $5,152,217
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $2,020,534
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,707,528
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $666,850
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,303,659
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,298,255
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $5,393,803
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,080,995
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,607,000 $2,598,853
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,760,000 $3,822,732
Pangaea Zero% 01jul18 11,730,000 $12,278,964
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $2,990,837
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $9,150,939
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,176,269 $9,032,890
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,195,000
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,710,660 $2,697,107
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,159,314
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $1,133,863
PHH Mortgage Capital LLC, 7.0%, 12/25/27 (Step) (144A) 14,800,000 $1,135,013
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,406,303
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,924,770
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 1,547,560 $1,552,155
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 3,693,748 $3,657,966
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,872,208
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $4,043,195
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,114,147
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,633,663
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $18,254,606
PQ Corp., 2014 Term Loan, 8/7/17 6,238,875 $6,184,285
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,360,985
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 2,900,000 $1,277,580
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 578,652 $579,013
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 3,250,000 $3,261,512
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,662,699
Pro Mach Group Inc 1st Lien Tl-B L + 4.5% 20oct21 1,043,771 $1,046,380
Protection One, Inc., Term Loan (2012), 3/21/19 2,294,040 $2,288,782
Protective Life Corp., 7.375%, 10/15/19 5,705,000 $6,968,457
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,267,011
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 3,700,000 $2,882,352
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $11,900,350
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,340,544
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,086,365
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,576,525
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,163,128
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $1,011,236
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,232,005
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 4,800,000 $5,039,307
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $722,050
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,505,211
QVC, Inc., 4.45%, 2/15/25 (144A) 18,100,000 $17,789,472
Qwest Corp., 7.375%, 6/1/51 572,600 $15,105,188
Rack Merger Sub Inc 1st Lien Tl L + 3.75% 22sep21 2,300,000 $2,293,296
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $4,120,417
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,947,811
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $682,641
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $677,088
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $3,202,933
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $546,784
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $166,773
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $487,667
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,686,346
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $718,933
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,415,442
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $6,436,021
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,201,433 $3,207,435
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,196,700
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,287,988
Remy International, Inc., Term B Loan 2013, 3/5/20 4,750,675 $4,720,983
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,986,119
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,330,847
Republic of Ghana, 7.875%, 8/7/23 (144A) 16,455,000 $16,864,318
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $657,244
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $2,016,939
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,426,778
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,478,650
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 3,250,000 $3,453,938
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,514,108
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,403,500
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,932,650
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $257,842
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 2,250,000 $2,448,425
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 19,900,000 $3,749,824
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,938,798
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,981,115
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,738,789 $2,707,977
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,784,145 $3,768,615
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,245,810
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,415,628
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 3,999,380 $2,191,316
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 6,320,000 $6,388,269
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $28,035,026
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $11,518,123
Rosetta Resources, Inc., 5.625%, 5/1/21 1,395,000 $1,392,384
Rosetta Resources, Inc., 5.875%, 6/1/24 2,100,000 $2,068,092
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,444,934
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,885,800
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,349,063
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 2,391,988 $2,330,693
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,859,056 $7,843,503
Rural, Term Loan, 6/30/18 1,544,859 $1,475,340
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $525
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,428,766
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,386,250
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,900,000 $4,050,610
Samson Investment Co., 9.75%, 2/15/20 4,710,000 $3,582,348
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 2,350,000 $2,185,500
Sanchez Energy Corp., 6.125%, 1/15/23 (144A) 9,865,000 $9,604,537
Sanchez Energy Corp., 7.75%, 6/15/21 250,000 $262,319
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 3,500,000 $3,557,692
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,833,175
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,066,042
SandRidge Energy, Inc., 7.5%, 3/15/21 1,960,000 $1,782,783
SandRidge Energy, Inc., 8.125%, 10/15/22 1,840,000 $1,671,844
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,783,402
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,147,239
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $9,981,686
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $2,057,370
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 1,100,000 $1,097,943
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 8,750,000 $8,581,834
Scitor Corp., Term Loan, 2/15/17 1,656,399 $1,640,829
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,030,764
Sdart 1.62% 15feb19 14-2-B 1,350,000 $1,357,652
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $4,022,606
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,588,767
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 $4,281,085
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 6,086 $193,161
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $2,109,380
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,741,208 $1,727,060
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 2,064,028 $2,048,548
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,409,993
Sempra Energy, 9.8%, 2/15/19 50,000 $66,277
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,187,142
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 2,000,000 $1,997,080
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,435,356 $1,399,472
Sequa Corp., Initial Term Loan, 6/19/17 6,730,125 $6,417,174
Sequoia Mortgage Trust, Floating Rate Note, 12/26/42 14,400,000 $11,166,907
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $2,448,417
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 145,256,444 $6,626,566
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $1,003,616
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,505,876
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 20,245,000 $2,093,744
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/25/43 7,170,000 $6,263,779
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,112,110
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,762,267
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,736,980
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $3,121,801
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 4,196,000 $3,920,382
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $4,025,895
SESI LLC, 7.125%, 12/15/21 90,000 $99,623
Ship Midco, Ltd., Facility B2A-II, 11/29/19 2,270,659 $2,278,227
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $1,118,837
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2,400,000 $2,353,220
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $4,236,400
Si Organization Inc 1st Lien Dd L + 0% 19nov19 609,853 $610,869
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 4,598,960 $4,606,626
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $6,916,220
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 12,390,000 $13,321,722
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,065,639 $1,062,531
SM Energy Co., 5.0%, 1/15/24 1,160,000 $1,101,678
SM Energy Co., 6.5%, 1/1/23 1,080,000 $1,138,500
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $516,797
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,685,282
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,476,449
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 197,646 $196,535
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 190,993 $168,571
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,382,569
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $931,720
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $10,080,117
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 5,000,000 $5,016,336
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,140,067
Sprint Corp., 7.25%, 9/15/21 (144A) 10,375,000 $11,067,675
SRAM LLC, Term Loan (First Lien), 4/10/20 1,405,972 $1,384,882
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 3,184,127 $3,186,117
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 5,400,000 $5,364,022
Standard Pacific Corp., 1.25%, 8/1/32 4,425,000 $5,009,241
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,370,869
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,070,699
Star West Generation LLC, Term B Advance, 3/13/20 2,142,593 $2,129,201
State of Washington, 3.0%, 7/1/28 2,550,000 $2,567,723
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,175,260
Steward Health Care System LLC, Term Loan, 4/10/20 2,221,875 $2,206,600
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,097,201
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,745,288
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $27,338
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $903,135
Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35 100,000 $3,053
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,932,454
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $3,060,819
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $756,196
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,533,351
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,442,548
Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A) 3,150,000 $3,219,388
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 725,000 $777,363
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 1,750,000 $1,910,149
Summit Materials LLC, Term B Loan, 1/30/19 978,838 $980,469
Sunoco, Inc., 9.625%, 4/15/15 25,000 $26,053
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $11,877,025
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $4,257,656
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 1,487,731 $1,473,783
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 2,181,423 $2,148,702
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,483,498
Tank Holding Corp., Initial Term Loan, 7/9/19 1,592,113 $1,573,705
Targus Group International, Inc., Term Loan, 5/24/16 4,024,483 $3,219,586
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,147,633
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 1,445,764 $1,427,692
TD Ameritrade Holding Corp., 3.625%, 4/1/25 13,475,000 $13,372,027
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,557,872
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,665,818 $6,581,108
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 1,058,022 $1,045,458
Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A) 10,805,000 $802,999
Terex Corp., U.S. Term Loan, 8/13/21 1,647,338 $1,640,131
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,806,863
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,126,804
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,207,417
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $15,521,041
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,246,306
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,965,485
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,650,635
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 9,925,000 $9,962,219
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,720,609
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 6,267,000 $7,499,562
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,228,125 $1,217,763
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 15,605,000 $15,763,528
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 25,567,000 $28,337,824
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 7,740,000 $7,439,301
The Ryland Group, Inc., 0.25%, 6/1/19 6,805,000 $6,208,145
The Ryland Group, Inc., 5.375%, 10/1/22 6,230,000 $6,133,305
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,534,926
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,614,422
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 44,865,000 $2,989,357
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 22,479,999 $3,520,294
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $607,120
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,406,598
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 7,515,396 $7,459,030
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 6,646,000 $7,018,087
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 750,000 $808,955
Time Warner Cable, Inc., 8.75%, 2/14/19 640,000 $815,868
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,329,328
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $2,933,438
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,545
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,995,174
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $5,952,732
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 (144A) 6,450,467 $5,053,880
Tronox Pigments BV, New Term Loan, 3/19/20 1,734,114 $1,719,182
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $3,090,543
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,664,372
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,389,643 $7,232,613
Tufts University, 5.017%, 4/15/12 14,800,000 $16,295,951
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $6,042,086
Turkiye Is Bankasi, 6.0%, 10/24/22 (144A) 5,100,000 $5,086,825
U.S. Treasury Bonds, 3.625%, 2/15/44 61,000,000 $68,164,415
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $27,924,511
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $12,333,726
U.S. Treasury Bonds, 4.375%, 11/15/39 3,290,000 $4,181,562
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 73,725,000 $71,853,244
UBS AG, 7.625%, 8/17/22 16,775,000 $20,060,042
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $174,308
UCI International, Inc., Term Loan, 7/26/17 2,011,625 $2,013,301
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,905,382 $4,831,504
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,315,294
United Airlines, Inc., Class B Term Loan, 4/1/19 985,000 $968,255
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,108,033
Univar, Inc., Term B Loan, 6/30/17 6,428,697 $6,396,554
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $162,227
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,491,258
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,216,250 $2,194,548
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,968,175 $6,907,928
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 2,275,000 $612,860
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) 3,975,000 $1,075,569
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 214,795 $210,096
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 357,991 $354,523
US Bancorp, Floating Rate Note (Perpetual) 234,750 $6,880,523
US Bancorp, Floating Rate Note (Perpetual) 783,175 $21,192,716
USI, Inc. New York, 7.75%, 1/15/21 (144A) 100,000 $103,532
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,406,703 $26,142,636
US Silica Co., Term Loan, 7/23/20 1,901,629 $1,880,235
Valeant Pharmaceuticals International, Inc., 7.5%, 7/15/21 (144A) 8,085,000 $8,829,494
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,199,212
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,683,970
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,529,369
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,628,328
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $12,024,200
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $6,111,300
Vedanta Resources Plc, 8.25%, 6/7/21 (144A) 3,635,000 $4,082,105
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,705,309
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 4,220,000 $4,157,253
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,021,396
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 9,215,000 $9,467,063
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $11,656,808
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,743,428
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $7,008,516
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $11,716,083
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 376,000,000 $8,243,904
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 25,310,000 $25,009,444
Virtual Radiologic Corp., Term Loan A, 12/22/16 4,702,186 $3,608,927
Virtual Radiologic Corp., Term Loan B, 12/22/16 2,418,750 $1,841,273
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $11,864,498
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,617,247
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,224,411
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $931,862
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $801,082
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,656,912
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,375,248
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 6,500,000 $4,509,677
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $3,619,066
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,770,343
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $7,844,200
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $7,064,801
W&T Offshore, Inc., 8.5%, 6/15/19 3,170,000 $3,192,542
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $643,349
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,065,000 $1,777,687
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 1,161,850 $1,150,232
Waste Industries USA, Inc., Term B Loan, 3/17/17 3,498,119 $3,480,629
Waupaca Foundry, Inc., Term Loan, 6/29/17 3,781,261 $3,774,958
WCA Waste Corp., Term Loan, 3/23/18 3,675,750 $3,643,587
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,881,993
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $4,058,438
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $5,266,322
WebMD Health Corp., 2.5%, 1/31/18 7,605,000 $7,866,950
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 5,811,500 $4,514,292
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $37,958,508
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,450,000 $2,725,340
Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,373,470
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,879,829
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,629,496
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $656,121
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $481,203
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,398,833
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4,996,000 $368,006
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,588,170
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,913,893
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $1,332,906
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $2,174,563
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $729,123
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $4,770,659
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $8,930,732
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $1,075,848
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,325,394
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,098,988
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,176,694
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,562,291
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,469,167
Williams Partners LP, 4.3%, 3/4/24 13,440,000 $14,001,299
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,495,042
WINDSOR QUALITY FOOD CO, Ltd., Term B Loan, 12/23/20 864,238 $862,888
Windstream Corp., 6.375%, 8/1/23 9,870,000 $10,101,328
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,274,098
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,837,513
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,723,319
WireCo WorldGroup, Inc., Term Loan, 2/15/17 956,161 $959,448
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,902,975 $4,756,906
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,073,327
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $6,984,417
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 277,667 $275,967
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 773,582 $768,844
Wyle 1st Lien Tl-B L + 4% 22may21 638,736 $638,928
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 5,420,000 $5,530,169
Wynn Las Vegas LLC, 5.375%, 3/15/22 11,470,000 $12,150,952
Xerium Technologies, Inc., New Term Loan, 5/17/19 790,000 $789,506
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,471,927
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 800,000 $770,577
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,625,000 $1,639,219
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,676,043
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,524,952
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,627,127

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

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Please request a free information kit on any Pioneer fund by ordering from this web site or by calling 1-800-225-6292. The kit includes a quarterly fact sheet and a prospectus. You should consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus contains this and other information about each fund and should be read carefully before you invest or send money. To obtain a prospectus directly and for other information on any Pioneer fund please visit our download literature page.