Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 6/30/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $14,919,210
17079z Zero% 31mar18 5,600,000 $5,693,520
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 497,481 $495,408
AccentCare, Inc., Term Loan, 12/22/16 2,174,157 $2,108,932
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $3,111,804
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,294,168 $2,224,387
Acgl Zero% 01jul16 3,554,000 $3,632,899
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,400,336
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 45,820,000 $4,516,381
Advanced Micro Devices, Inc., 7.0%, 7/1/24 8,360,000 $7,356,800
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,349,820 $1,353,363
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,887,688
AES Corp. Virginia, 5.5%, 4/15/25 10,000,000 $9,629,861
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,426,670 $7,157,454
Africa Finance Corp., 4.375%, 4/29/20 (144A) 10,915,000 $11,106,391
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 15,485,000 $13,151,331
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $26,321,429
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $56,049
Aguila 3 SA, 7.875%, 1/31/18 (144A) 3,375,000 $3,452,730
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,908,485
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,110,629
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,327,162
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 2,200,000 $2,192,850
Albertsons LLC, Term B-2 Loan, 3/21/19 1,990,013 $2,000,585
Albertsons Llc 1st Lien Term Loa L + 5.2669% 11aug21 1,496,250 $1,505,687
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,251
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,790,285
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,724,934
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $12,247,396
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $889,567
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $4,400,276
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,824,868 $1,827,528
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,311,352
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,304,278 $3,298,082
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $9,785,284
Alliant Holdings I LLC, Initial Term Loan, 12/20/19 1,678,802 $1,681,950
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,304,303 $1,305,526
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,927,181 $2,936,785
Ally Financial, Inc., 3.6%, 5/21/18 3,500,000 $3,519,075
Ally Financial, Inc., 4.625%, 3/30/25 1,750,000 $1,687,334
Ally Financial, Inc., 7.0% (Perpetual) (144A) 7,978 $8,101,410
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $298,200
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $139,888
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,497,737
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,136,472
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $5,442,484
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $224,612
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 6,900,000 $6,227,442
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $10,920,342
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,870,750 $3,454,644
Altrl Zero% 30jun16 8,128,729 $4,735,798
Altrl Zero% 30jun17 7,600,000 $7,828,000
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $1,994,300
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,422,696
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,200,000 $2,327,424
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $5,199,080
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,387,536
American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A) 2,950,000 $2,936,383
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,358,409
Amherst College, 3.794%, 11/1/42 2,300,000 $2,176,484
Antero Resources Corp., 5.125%, 12/1/22 8,000,000 $7,594,167
Antero Resources Corp., 5.625%, 6/1/23 (144A) 1,600,000 $1,553,500
Apex Tool Group LLC, Term Loan, 1/31/20 1,332,955 $1,311,294
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,535,937
Approach Resources, Inc., 7.0%, 6/15/21 1,080,000 $975,360
Appvion, Inc., Term Commitment, 6/28/19 14,910,606 $13,963,156
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,153,498
Arcelik AS, 5.0%, 4/3/23 (144A) 8,100,000 $7,847,622
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,162,102
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,788,413
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 10,958,000 $13,182,879
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,730,526 $1,736,294
Arlington Flt% 01aug15 3,033,000 $3,455,497
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $814,480
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,719,333
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,550,140
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,300,000
AT&T, Inc., 4.75%, 5/15/46 7,100,000 $6,514,213
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,683,000 $1,636,718
Atlantic Power LP, Term Loan, 2/20/21 3,745,006 $3,759,050
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $512,880
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $13,629,105
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,249,188 $1,249,188
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,304,585
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,258,518
Australia Government Bond, 3.25%, 4/21/25 86,500,000 $68,458,023
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,756,175 $1,764,956
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,376,225
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,780,862
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,237,098 $3,259,353
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,466,267 $5,466,612
AXA SA, 8.6%, 12/15/30 10,060,000 $13,520,411
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 1,400,000 $1,395,272
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 1,054,000 $1,061,875
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,134,287
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,537,832
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $2,997,532
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,698,394
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $199,445
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $54,265
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,598,635
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $2,658,835
Banco Internacional del Peru SAA Interbank, 5.75%, 10/7/20 (144A) 6,843,000 $7,471,986
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,078,125
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,358,455
Bank of America Corp., 7.25% (Perpetual) 5,330 $5,926,960
Bank of America Corp., Floating Rate Note, 10/23/49 18,775,000 $19,662,640
Bank of America Corp., Floating Rate Note, 9/29/49 20,050,000 $20,366,166
Baylor University, 4.313%, 3/1/42 4,550,000 $4,571,051
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,445,056
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.491129%, 9/25/37 (Step) (144A) 77,809,000 $1,187,054
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 2,100,000 $1,882,257
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.475%, 8/28/44 (Step) (144A) 4,150,000 $3,014,255
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $1,610,946
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,554,609
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $25,689,221
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,275,180
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 6,300,000 $3,488,457
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 10,191,000 $6,444,190
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,102,929
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,312,143
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $1,988,335
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 7,754,500 $3,035,555
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $924,684
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,572,287
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,287,145
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,853,044
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $7,962,400
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 5,050,000 $6,014,056
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,650,000 $5,642,475
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 7,180,000 $7,791,796
Boardwalk Pipelines LP, 4.95%, 12/15/24 13,775,000 $13,538,938
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 4,000,000 $4,003,216
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 4,665,000 $4,298,603
Bowdoin College, 4.693%, 7/1/12 4,550,000 $3,912,399
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $17,276,129
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,727,952
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,326,852
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,483,240
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $5,971,875
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,454,149
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $16,890,666
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,959,290
Builders Firstsource Inc Bridge L + 7.5% 13apr16 18,020,000 $18,020,000
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 9,250,000 $9,145,642
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,861,994
Bumi Resources Tbk PT, Loan, 11/7/15 1,135,833 $425,938
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,148,400 $1,155,757
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $2,313,578
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $377,231
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,407,362
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 5,300,000 $5,408,679
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $10,963,436
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,074,750
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,398,839 $1,376,691
Calpine Corp., Term Loan (10/12), 10/9/19 1,069,750 $1,071,004
Calpine Corp 1st Lien Tl-B5 L + 2.75% 28may22 5,375,000 $5,335,107
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 7,455,000 $7,445,474
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,356,413
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 977,550 $979,994
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $10,978,513
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,189,485
Capital One Financial Corp., Floating Rate Note (Perpetual) 18,800,000 $18,771,722
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,538,685
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $19,835,850
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,803,977
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $84,363
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 7,710,000 $8,285,038
Catalent 1st Lien Tl-B L + 3.5% 08may21 4,739,122 $4,753,932
CBS Corp., 4.6%, 1/15/45 9,400,000 $8,596,267
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,457,435
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,010,544
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,663,535
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,701,344
Cengage Learning Holdings II LP 90,687 $2,536,425
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,142,503
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,259,484
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $2,875,328
Cequel Communications LLC, Term Loan, 2/14/19 1,877,608 $1,872,319
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 532,865 $533,864
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,581,199 $1,584,164
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 5,251,997 $5,261,845
CEVA GROUP Plc 1,069 $796,182
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $1,723,520
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $6,460,955
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $2,535,857
Charter Communications Operating L 1st Lien Bridge L + 6.625% 26may16 10,715,000 $10,715,000
Chesapeake Energy Corp., 2.25%, 12/15/38 4,800,000 $4,168,800
China Government Bond, 3.0%, 11/21/19 62,500,000 $10,088,413
China Government Bond, 3.38%, 11/21/24 42,500,000 $6,857,600
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,295
CHS, 6.875%, 2/1/22 0 $20,052
CHS, Incremental 2019 Term G Loan, 12/31/19 2,147,346 $2,150,030
CHS, Incremental 2021 Term H Loan, 1/27/21 3,951,060 $3,961,210
Cincinnati Bell, Inc., 8.375%, 10/15/20 7,371,000 $7,888,301
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 1,505,862 $1,507,745
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $3,054,667
Citicorp Residential Mortgage Trust Series 2007-1, 5.878%, 3/25/37 (Step) 5,643,000 $4,989,430
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,571,540
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,043,733
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,432,142
Citigroup Capital XIII, Floating Rate Note, 10/30/40 494,685 $12,842,023
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $4,322,640
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $74,526
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $3,160,929
Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,039,382
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,511,973
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,544,873
Cme: (Cdx.Na.Hy.23.V4) Usd 20dec19 Z91mw60e6 -19,031,857 $-1,757,704
Cobalt International Energy, Inc., 2.625%, 12/1/19 10,040,000 $7,432,738
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,755,990
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $9,015,239
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 3,500,000 $3,537,715
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,727,991
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,375,842
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $1,992,213
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,064,374
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,397,910
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,723,902
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,013,007
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $5,033,099
COMM 2015-CCRE23 Mortgage Trust, 3.807%, 5/12/48 7,500,000 $7,143,688
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 5,600,000 $5,589,465
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,171,828
Compass Re II, Ltd., Floating Rate Note, 12/8/15 (Cat Bond) (144A) 2,150,000 $2,047,660
Comstock Resources, Inc., 7.75%, 4/1/19 9,120,000 $4,007,100
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,496,420
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,124,660 $3,132,471
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $175,583
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $17,816,162
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,581,938
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 3,000,000 $2,414,683
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $250,395
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $210,610
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,894,933
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4,175,000 $4,181,960
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,083,262
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $560,980
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,299,817
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $62,854
Coveris Holdings SA, USD Term Loan, 4/14/19 3,332,751 $3,345,942
Coveris Holdings Sa Us 1st Lien Tl-B1 L + 3.5% 08may19 4,150,000 $4,164,691
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,481,250 $1,479,398
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,513,506
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 18,500,000 $18,083,236
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,106,872
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $386,593
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $4,883,915
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,227,231
Crown Castle Towers LLC, 3.222%, 5/15/42 (144A) 3,750,000 $3,695,745
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,449,534
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,578,072
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,786,500 $1,782,034
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 3,904,384 $3,903,572
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,217,733 $3,219,744
CSMC Series 2014-ICE REMICS, Floating Rate Note, 4/15/27 (144A) 3,200,000 $3,188,454
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 12,205,000 $7,768,304
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,518,120
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $15,141,580
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,737,578
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,085,947
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,121,782
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 17,887,563 $52,217
CWGS Group LLC, Term Loan, 2/20/20 7,422,707 $7,473,738
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 6,293,251 $6,310,558
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $288,989
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 5,875,963 $5,885,147
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $11,976,006
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,291,760
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,720,841
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,101,356
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $13,702,850
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,501,451
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,841,987
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 490,405 $468,950
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,315,236
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,249,981 $5,243,009
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $52,710
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,082,509
Denbury Resources, Inc., 4.625%, 7/15/23 11,796,000 $10,160,206
Denbury Resources, Inc., 5.5%, 5/1/22 4,965,000 $4,476,775
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $951,036
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 3,865,000 $1,304,467
DigitalGlobe, Inc., Term Loan, 1/31/20 8,535,608 $8,554,284
Digital Realty Trust, Inc., 5.875% (Perpetual) 49,448 $1,169,445
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,000,000 $4,009,434
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 3,268,199 $3,274,327
Dollar Tree Inc 1st Lien Tl-B1 L + 2.75% 09mar22 2,111,111 $2,114,630
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,290,937
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $14,322,239
Doosan Infracore International Inc 1st Lien Tl-B L + 3.5% 24apr21 1,889,652 $1,907,368
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,396,349
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 4,051,139 $3,313,832
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $3,005,764
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 1,350,000 $633,192
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $6,964,616
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,479,296
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,772,490
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $791,172
DynCorp International, Inc., Term Loan, 7/7/16 3,943,781 $3,905,988
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,832,019 $2,840,575
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $860,498
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,037,167
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $21,249
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 7,200,000 $7,336,800
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,382,533
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $25,290,159
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,408,757
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $4,517,210
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 3,750,000 $3,780,044
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,979,103 $2,983,199
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $9,374,263
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,422,183
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $5,758,995
Endo Finance LLC, 5.375%, 1/15/23 (144A) 8,169,000 $8,269,354
Endo Finance LLC, 6.0%, 2/1/25 (144A) 1,975,000 $2,057,785
Endo International 1st Lien Tl-B1 L + 3% 24jun22 2,493,757 $2,503,109
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 1,141,332 $1,143,829
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $238,274
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $12,682,757
Energy Transfer Partners LP, 4.05%, 3/15/25 1,825,000 $1,743,336
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,622,544
Engility Holdings Inc 1st Lien Tl-B L + 5.5% 12may20 1,434,894 $1,452,232
EnLink Midstream Partners LP, 4.4%, 4/1/24 17,555,000 $17,795,346
Ensco Plc, 4.5%, 10/1/24 17,750,000 $17,157,274
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,336,713 $1,340,682
Enterprise Products Operating LLC, 3.7%, 2/15/26 10,750,000 $10,468,490
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $3,986,464
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,949,211 $1,952,460
EP Energy LLC, 7.75%, 9/1/22 155,000 $166,754
EP Energy LLC, 9.375%, 5/1/20 11,320,000 $12,274,559
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,633,813
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,203,954
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,255,145
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,433,749
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $59,549
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19 4,741,675 $4,342,582
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,637,097
European Bank for Reconstruction & Development, 6.0%, 3/3/16 1,260,600,000 $20,118,645
European Investment Bank, 7.2%, 7/9/19 (144A) 105,700,000,000 $8,041,638
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,928,000 $7,985,274
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,333,404
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,677,286 $11,440,611
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,014,004
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $10,061,391
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $8,084,737
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 4,427,459 $4,438,528
Fannie Mae, 0.5%, 12/15/33 7,290,000 $7,063,807
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,045,895
Fannie Mae, 3.5%, 11/1/42 1,050,000 $900,386
Fannie Mae, 3.5%, 11/1/42 500,000 $413,734
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,885,980
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,193,013
Fannie Mae, 3.5%, 12/1/25 19,734,423 $5,422,404
Fannie Mae, 3.5%, 12/1/42 50,000 $42,550
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,582,093
Fannie Mae, 3.5%, 3/1/29 19,717,033 $15,990,820
Fannie Mae, 3.5%, 4/1/29 8,000,000 $6,850,142
Fannie Mae, 3.5%, 4/1/29 7,000,000 $6,379,819
Fannie Mae, 3.5%, 4/1/45 24,210,000 $24,892,043
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,857,855
Fannie Mae, 3.5%, 7/1/26 23,914,523 $7,989,690
Fannie Mae, 3.5%, 7/1/43 17,883,284 $16,369,062
Fannie Mae, 3.5%, 7/14/15 23,352,000 $24,094,846
Fannie Mae, 3.5%, 8/1/42 25,765,072 $20,743,186
Fannie Mae, 3.5%, 8/1/42 48,680,354 $39,760,768
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,282,487
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,103,825
Fannie Mae, 4.0%, 1/1/45 47,503 $48,828
Fannie Mae, 4.0%, 1/1/45 2,225,464 $2,254,756
Fannie Mae, 4.0%, 1/1/45 104,052 $104,601
Fannie Mae, 4.0%, 1/1/45 584,517 $575,488
Fannie Mae, 4.0%, 1/1/45 249,941 $254,928
Fannie Mae, 4.0%, 10/1/43 6,376,304 $5,840,262
Fannie Mae, 4.0%, 10/1/44 267,357 $244,215
Fannie Mae, 4.0%, 10/1/44 110,213 $104,490
Fannie Mae, 4.0%, 10/1/44 916,768 $723,011
Fannie Mae, 4.0%, 10/1/44 787,106 $712,879
Fannie Mae, 4.0%, 10/1/44 27,510 $27,882
Fannie Mae, 4.0%, 10/1/44 792,663 $756,697
Fannie Mae, 4.0%, 10/1/44 231,617 $224,757
Fannie Mae, 4.0%, 11/1/41 7,857,077 $2,849,640
Fannie Mae, 4.0%, 11/1/41 55,000 $18,334
Fannie Mae, 4.0%, 11/1/42 1,510,120 $961,439
Fannie Mae, 4.0%, 11/1/43 8,931,305 $8,622,381
Fannie Mae, 4.0%, 11/1/43 3,398,541 $2,995,575
Fannie Mae, 4.0%, 11/1/44 725,000 $734,242
Fannie Mae, 4.0%, 11/1/44 597,673 $583,348
Fannie Mae, 4.0%, 11/1/44 960,611 $970,462
Fannie Mae, 4.0%, 11/1/44 12,695,000 $12,384,905
Fannie Mae, 4.0%, 11/1/44 816,341 $796,509
Fannie Mae, 4.0%, 11/1/44 219,297 $205,496
Fannie Mae, 4.0%, 11/1/44 382,861 $363,834
Fannie Mae, 4.0%, 11/1/44 857,810 $904,493
Fannie Mae, 4.0%, 12/1/23 370,833 $78,998
Fannie Mae, 4.0%, 12/1/30 50,000 $20,069
Fannie Mae, 4.0%, 12/1/40 9,810,000 $6,350,787
Fannie Mae, 4.0%, 12/1/41 17,790,000 $6,871,735
Fannie Mae, 4.0%, 12/1/41 220,620 $106,248
Fannie Mae, 4.0%, 12/1/41 45,515,613 $23,960,451
Fannie Mae, 4.0%, 12/1/42 46,000 $14,571
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,660,331
Fannie Mae, 4.0%, 12/1/44 989,497 $1,023,781
Fannie Mae, 4.0%, 12/1/44 1,402,870 $1,348,355
Fannie Mae, 4.0%, 12/1/44 1,536,140 $1,385,037
Fannie Mae, 4.0%, 12/1/44 1,624,874 $1,580,926
Fannie Mae, 4.0%, 12/1/44 501,736 $509,191
Fannie Mae, 4.0%, 12/1/44 165,188 $162,250
Fannie Mae, 4.0%, 2/1/42 1,694,610 $312,158
Fannie Mae, 4.0%, 2/1/42 5,800,000 $2,710,472
Fannie Mae, 4.0%, 2/1/43 2,425,000 $1,652,067
Fannie Mae, 4.0%, 2/1/44 4,875,746 $4,917,032
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,247,954
Fannie Mae, 4.0%, 2/1/44 30,000,000 $24,827,395
Fannie Mae, 4.0%, 2/1/45 1,006,175 $1,044,962
Fannie Mae, 4.0%, 3/1/39 57,519 $33,545
Fannie Mae, 4.0%, 3/1/44 158,431 $134,864
Fannie Mae, 4.0%, 4/1/41 450,000 $302,583
Fannie Mae, 4.0%, 4/1/42 4,500,000 $2,795,075
Fannie Mae, 4.0%, 4/1/42 9,200,000 $3,769,036
Fannie Mae, 4.0%, 5/1/42 530,000 $380,220
Fannie Mae, 4.0%, 5/1/44 16,300,000 $13,183,644
Fannie Mae, 4.0%, 6/1/42 408,899 $275,316
Fannie Mae, 4.0%, 6/1/44 1,896,658 $1,550,446
Fannie Mae, 4.0%, 7/1/18 75,000 $3,186
Fannie Mae, 4.0%, 7/1/42 424,314 $273,024
Fannie Mae, 4.0%, 7/1/44 24,645,000 $22,175,168
Fannie Mae, 4.0%, 7/1/44 1,676,094 $1,508,158
Fannie Mae, 4.0%, 8/1/42 25,000,000 $18,186,702
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,553,160
Fannie Mae, 4.0%, 8/1/43 6,883,801 $5,493,735
Fannie Mae, 4.0%, 8/1/44 1,790,911 $1,283,314
Fannie Mae, 4.0%, 8/1/44 898,373 $842,000
Fannie Mae, 4.0%, 8/13/15 33,900,000 $35,882,132
Fannie Mae, 4.0%, 9/1/37 1,307,922 $842,899
Fannie Mae, 4.0%, 9/1/44 738,569 $650,276
Fannie Mae, 4.0%, 9/1/44 286,008 $259,542
Fannie Mae, 4.5%, 10/1/43 6,481,868 $4,568,550
Fannie Mae, 4.5%, 10/1/43 11,002,820 $7,896,070
Fannie Mae, 4.5%, 11/1/40 12,358,351 $4,536,663
Fannie Mae, 4.5%, 11/1/43 14,886,677 $7,959,045
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,869,539
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,404,411
Fannie Mae, 4.5%, 12/1/40 54,806,862 $21,555,178
Fannie Mae, 4.5%, 12/1/41 60,000 $40,943
Fannie Mae, 4.5%, 12/1/41 6,923,896 $3,599,463
Fannie Mae, 4.5%, 2/1/44 49,392,410 $37,091,821
Fannie Mae, 4.5%, 2/1/44 52,511,691 $38,070,452
Fannie Mae, 4.5%, 3/1/35 2,520,000 $260,285
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,250,761
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,352,465
Fannie Mae, 4.5%, 4/1/41 25,000 $9,953
Fannie Mae, 4.5%, 5/1/41 24,220,767 $6,446,396
Fannie Mae, 4.5%, 7/1/41 12,477,165 $4,532,539
Fannie Mae, 4.5%, 7/1/41 39,417,029 $20,407,923
Fannie Mae, 4.5%, 8/1/40 1,000,000 $279,971
Fannie Mae, 4.5%, 8/1/41 71,193,582 $25,069,569
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,135,504
Fannie Mae, 4.5%, 9/1/43 17,709,372 $13,250,037
Fannie Mae, 5.0%, 1/1/39 27,744,910 $2,335,227
Fannie Mae, 5.0%, 1/1/45 41,000,000 $40,555,863
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,015,881
Fannie Mae, 5.0%, 11/1/44 57,000,000 $54,585,120
Fannie Mae, 5.0%, 2/1/22 6,603,277 $301,208
Fannie Mae, 5.0%, 4/1/22 327,117 $13,327
Fannie Mae, 5.0%, 5/1/38 9,123,173 $755,401
Fannie Mae, 5.0%, 5/1/41 2,252,877 $787,349
Fannie Mae, 5.0%, 6/1/22 639,720 $35,035
Fannie Mae, 5.0%, 6/1/22 2,077,680 $143,461
Fannie Mae, 5.0%, 6/1/35 77,359,128 $6,632,117
Fannie Mae, 5.0%, 6/1/40 3,027,156 $706,891
Fannie Mae, 5.0%, 6/1/40 11,550,000 $3,767,294
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,619,258
Fannie Mae, 5.0%, 7/1/35 42,393,553 $3,629,239
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,515,744
Fannie Mae, 5.0%, 7/1/39 2,516,008 $831,397
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,567,045
Fannie Mae, 5.0%, 7/1/40 11,275,000 $2,918,492
Fannie Mae, 5.0%, 7/1/41 1,681,264 $776,686
Fannie Mae, 5.0%, 8/1/35 24,222,081 $2,515,670
Fannie Mae, 5.0%, 9/1/43 35,004,024 $21,652,606
Fannie Mae, 5.5%, 12/1/35 2,799,824 $276,742
Fannie Mae, 5.5%, 2/1/33 500,000 $7,000
Fannie Mae, 5.5%, 3/1/21 5,000,000 $507,420
Fannie Mae, 5.5%, 3/1/36 900,090 $108,319
Fannie Mae, 5.5%, 4/1/34 2,750,000 $165,409
Fannie Mae, 5.5%, 4/1/36 2,000,200 $249,759
Fannie Mae, 5.5%, 5/1/33 750,000 $42,294
Fannie Mae, 5.5%, 6/1/33 852,000 $33,607
Fannie Mae, 5.5%, 7/1/33 1,900,000 $78,176
Fannie Mae, 6.0%, 1/1/33 502,267 $15,907
Fannie Mae, 6.0%, 1/1/34 1,800,000 $111,443
Fannie Mae, 6.0%, 10/1/32 200,552 $3,815
Fannie Mae, 6.0%, 11/1/32 350,000 $6,755
Fannie Mae, 6.0%, 12/1/32 3,234,929 $67,205
Fannie Mae, 6.0%, 12/1/33 2,000,000 $121,109
Fannie Mae, 6.0%, 12/1/37 7,118,373 $280,973
Fannie Mae, 6.0%, 3/1/32 100,000 $2,210
Fannie Mae, 6.0%, 3/1/33 250,000 $9,027
Fannie Mae, 6.0%, 3/1/33 350,000 $8,814
Fannie Mae, 6.0%, 4/1/38 5,765,562 $409,989
Fannie Mae, 6.0%, 5/1/33 1,200,000 $141,898
Fannie Mae, 6.0%, 6/1/37 4,500,000 $356,511
Fannie Mae, 6.0%, 7/1/17 4,000,000 $27,487
Fannie Mae, 6.0%, 7/1/38 2,040,000 $168,296
Fannie Mae, 6.5%, 10/1/32 511,093 $15,816
Fannie Mae, 6.5%, 11/1/32 400,000 $4,317
Fannie Mae, 6.5%, 2/1/32 99,991 $1,450
Fannie Mae, 6.5%, 3/1/32 124,988 $4,344
Fannie Mae, 6.5%, 4/1/29 40,000 $390
Fannie Mae, 6.5%, 5/1/31 392,161 $2,034
Fannie Mae, 6.5%, 6/1/31 25,095 $315
Fannie Mae, 6.5%, 8/1/32 340,598 $3,520
Fannie Mae, 7.0%, 2/1/29 43,569 $531
Fannie Mae, 7.0%, 5/1/28 200,000 $1,588
Fannie Mae, 7.0%, 7/1/31 306,031 $661
Fannie Mae, 7.5%, 1/1/28 115,000 $1,055
Far East Capital, Ltd. SA, 8.0%, 5/2/18 3,150,000 $1,986,425
FCA US LLC, Term Loan B, 5/24/17 18,130,803 $18,132,362
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $2,977,958
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $9,578,430
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 725,000 $721,945
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $5,106,638
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,300,814
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $5,141,043
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 7,100,000 $7,054,960
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $911,915
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $12,458,678
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,543,158
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $17,437,855
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $1,954,870
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,083,843
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $696,140
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $893,284
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,324,112
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 5,934,035 $3,893,130
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $61,385
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $162,780
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,348,851
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $250,708
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $118,847
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $2,553,178
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $70,431
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $9,996,611
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $452,610
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $337,415
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $329,832
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $60,865
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $279,981
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $778,243
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $546,901
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $3,901
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5,055,000 $5,419,394
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $98,819
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $97,862
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $13,759
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $125,782
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $264,546
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $18,205
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,172
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $103,483
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $180,592
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $194,791
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,712
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,680,058
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,277,897
Federal National Mortgage Association, 4.0%, 2/1/44 29,000 $25,035
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,137,233
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $900,780
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $91,087
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $3,242,299
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $340,526
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 2,802,372 $2,150,821
Fifth Third Bancorp, Floating Rate Note (Perpetual) 127,200 $3,587,040
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,013,750
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,525,229
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $72,242
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $500,628
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,605,097
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $324,042
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,898,204 $4,728,300
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,319,094
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,799,472
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $15,784,271
Flt% 15jun16 2,260,378 $2,203,643
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,795,427
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,321,039
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,780,914 $2,475,884
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $291,784
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $8,149,753
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $116,429
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $3,113,684
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,381,696
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,209,592
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,638,870
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,090,130
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,551,846
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,246,661
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,452,557
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 9,582,000 $10,260,095
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,863,631
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,760,125
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,815,935
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,231,687
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,811,461
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,018,588
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,434,653
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,020,617
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $11,793,599
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $10,442,730
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,295,516
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,045,936 $1,044,193
Garda World Security Corp., Term B Loan, 11/1/20 4,088,661 $4,081,845
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,657,898
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $831,442
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 2,000,000 $1,933,268
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 3,285,000 $3,305,531
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 11,600,000 $4,345,598
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $11,513,292
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $4,280,541
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,024,755
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 2,237,770 $2,232,175
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $1,697,064
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 14,941,131 $3,951,095
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 84,170,000 $6,392,567
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,084,597
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $5,176,469
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $2,065,442
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $4,294,023
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,889,600
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 18,840,000 $17,452,905
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $1,919,404
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $6,785,509
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $9,750,742
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $72,021
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $940,162
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $16,371,773
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $15,181,820
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $15,165,669
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $22,954
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $86,216
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $16,596
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $20,953
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $21,122
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $50,414
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $34,363
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $241,441
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $17,181
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $22,646
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $19,779
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $8,452
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $16,250
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $23,512
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $96,606
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $346,226
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $27,588
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $82,994
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $21,588
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $17,991
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $18,215
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $29,680
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $538,238
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $16,411
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $20,545
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $27,377
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $20,654
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $31,198
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $794,780
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $23,549
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,935,058
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,732,193
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $36,122
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $25,326
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $33,563
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $23,248
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $15,225
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $122,367
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $980,453
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $11,301,128
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $319,550
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $6,553,636
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $21,945
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $25,813
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $41,100
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $24,337
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $1,588,410
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $3,642,710
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $34,037
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,300
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $23,669
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $311,777
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $258,965
Government National Mortgage Association I, 4.0%, 5/15/44 362,947 $234,637
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $6,628,824
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $20,854
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $21,147
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $35,112
Government National Mortgage Association I, 4.0%, 7/15/41 42,737 $20,073
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $33,891
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $35,948
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $310,025
Government National Mortgage Association I, 4.0%, 7/20/15 33,550,000 $35,770,125
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,893
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $31,720
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $195,607
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $17,463
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $1,837,038
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $255,979
Government National Mortgage Association I, 4.0%, 8/15/44 503,572 $423,528
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $57,026
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $325,038
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $18,381
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $1,903,877
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $19,181
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $22,312
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $14,837
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $36,461
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $355,287
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $23,888
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $7,428,049
Government National Mortgage Association I, 4.0%, 9/15/44 11,865,000 $9,181,930
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $664,217
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $587,385
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $1,837,074
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $1,899,914
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,024,936
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $221,651
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,205,933
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $32,757
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $2,961,046
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $104,885
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $163,257
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,176,128
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,528,687
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $3,108,532
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,032,332
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $6,910,962
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $314,816
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $729,109
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $21,955
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $116,426
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $24,513
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $169,913
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $696,470
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $757,172
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $276,182
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $197,950
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $32,715
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $314,460
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $330,896
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $708
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $237,283
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $614,874
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $291,733
Government National Mortgage Association I, 5.5%, 2/15/37 172 $22
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $9,130
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $142,660
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $179,849
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $448,713
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 $239,577
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $177,302
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $136,023
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $400,739
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $81,065
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $85,784
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $217,468
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $69,333
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $323,545
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $117,461
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $31,451
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,399
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $159,859
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $66,867
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $86,141
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $528,920
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $10,360
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,720
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $302,546
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $148,800
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $121,571
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $74,583
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,292
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $13,171
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $100,535
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $432
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $526,103
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $49,719
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $220,851
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $31,434
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $68,104
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $311,093
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $111,163
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $74,831
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $111,584
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $238,057
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $93,222
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $729,315
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $227
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $235,797
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $19,858
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $125,754
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $82,713
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,040
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,733
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $6,857
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $16,860
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $75,699
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $425
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $5,549
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $2,814
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,591
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $24,890
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,460
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,649
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,426
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,747
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $33,392
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,324
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $43,238
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,231
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $115,752
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $47,862
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $810
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $527
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,717
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,050
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $9,664
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $117
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $13,347,708
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $660,965
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,259,745
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $624,615
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $7,645,579
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,375
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $194,691
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $278,837
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $82,715
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $380
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $6,545
Griffon Corp., 5.25%, 3/1/22 312,000 $315,900
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,345,000 $4,350,657
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,613,046
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,046,804
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 1,725,000 $1,541,901
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $372,223
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,526,529
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 7,305,000 $7,275,088
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,635,425
GTP Acquisition Partners I LLC, 2.35%, 6/15/20 (144A) 11,000,000 $10,964,568
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,137,964
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,625,983
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $209,095
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,753,386
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,339,811
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,521,922
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,821,044
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,603,800 $1,607,810
Hexion, Inc., 8.875%, 2/1/18 3,590,000 $3,372,730
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,090,082
Hilcorp Energy I LP, 5.75%, 10/1/25 (144A) 8,470,000 $8,167,727
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,091,569
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $976,839
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $13,507,596
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,203,258
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $1,503,237
Houghton Mifflin Harcourt Publishe 1st Lien Tl-B L + 3% 11may21 1,675,000 $1,669,766
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $197,555
Hyperion Insurance Group Ltd 1st Lien Tl-B L + 4.5% 26mar22 1,700,000 $1,707,438
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,678,431
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,181,466 $6,197,884
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (144A) 500,000 $499,263
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,359,306
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $6,175,610
Immucor, Inc., Term B-2 Loan, 8/19/18 8,304,559 $8,346,082
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $2,884,930
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 54,308,000 $2,559,899
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,745,412
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,638,884
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,403,788
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,622,049
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $16,328,991
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,058,022
Ineos Finance Plc, 4.0%, 5/1/23 (144A) 14,095,000 $15,022,225
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,166,065
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,871,033
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4,219,691 $4,237,274
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $6,832,215
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,402,403
Inter-American Development Bank, 7.2%, 1/22/18 114,720,000,000 $8,559,350
Inter-American Development Bank, 7.2%, 11/14/17 17,080,000,000 $1,292,066
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,781,420
InterGen NV, 7.0%, 6/30/23 (144A) 4,280,000 $3,959,832
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,392,815
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $16,469,715
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $17,399,015
International Game Technology, 7.5%, 6/15/19 120,000 $128,200
International Paper Co., 3.8%, 1/15/26 2,725,000 $2,679,990
International Paper Co., 6.0%, 11/15/41 10,035,000 $10,895,939
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 5,643,000 $5,735,966
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,567,599
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $384,123
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $3,549,633
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,877,161
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,650,130
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $52,409
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,999,433
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $97,179
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,323,413
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,518,278
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,163,536
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,705,517
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 4,865,000 $4,857,196
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 4,600,000 $5,064,888
JBS USA LLC, 5.75%, 6/15/25 (144A) 2,235,000 $2,218,824
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,088,844
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,055,901
JLL, Initial Dollar Term Loan, 1/23/21 2,435,400 $2,424,092
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,550,136
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,759,194
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 7,170,000 $993,412
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $727,158
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $10,530,716
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 31,786,000 $34,855,097
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,056,455
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,101,110
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 2,392,000 $2,447,020
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,454,638
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,660,200
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,165,304
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,046,216
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,816,697
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,723,467
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $482,177
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $2,812,634
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 32,120,000 $19,436,691
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $3,777,346
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $6,357,812
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,788,959
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,127,669
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,138,102
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,200,000 $2,005,207
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $6,488,844
Kane Flt% 31jul15 7,100,000 $7,100,000
Kane Ilw Zero% 02feb16 2,550,000 $2,439,075
Kane-Pi1 Flt% 07jul16 7,017,560 $7,028,788
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 5,825,133 $5,871,734
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,943,500 $2,979,116
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 6,010,717 $6,044,978
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 11,510,100 $11,612,540
Kane Sac Zero% 15jun16 3,189,193 $3,060,987
Kane Zero% 15jan16 2,024,000 $2,042,621
Kane Zero% 19feb16 10,280,000 $10,930,724
Kane Zero% 22jan16 2,753,000 $2,814,117
Kane Zero% 22jan16 7,246,500 $7,394,329
Kane Zero% 29apr16 16,776,500 $17,628,746
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,213,404
KB Home, 1.375%, 2/1/19 7,875,000 $7,708,477
KB Home, 7.625%, 5/15/23 5,985,000 $6,312,637
KB Home, 8.0%, 3/15/20 1,500,000 $1,685,333
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,482,094
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,166,942
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $901,696
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,260,708
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,144,595
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,827,175
Kindred Healthcare, Inc., 6.375%, 4/15/22 3,200,000 $3,239,067
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,617,315 $8,641,495
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,534,604 $8,578,608
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,153,323
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $22,285,739
Kloeckner Pentaplast Of America 1st Lien Tl L + 4% 22apr20 292,443 $293,723
Kloeckner Pentaplast Of America 1st Lien Tl L + 4% 22apr20 124,976 $125,523
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 728,455 $729,821
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,400,077
Landry's, Inc., B Term Loan, 4/24/18 7,912,434 $7,949,029
Language Line LLC, Tranche B Term Loan, 6/20/16 2,223,712 $2,224,639
Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A) 16,375,000 $16,251,915
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 1,996,566 $457,378
LDK Solar Co, Ltd. (A.D.R.) 136,114 $17,695
Leaf Receivables Funding 10 LLC, 3.16%, 3/15/21 (144A) 1,200,000 $1,195,274
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 1,600,000 $1,590,714
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,158,561
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,169,292
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,128,808
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,896,063
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $704,626
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 38,148,591 $4,794,402
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,286,818
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $1,811,390
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,683,456
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $954,694
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $13,677,317
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $4,790,375
Liberty Tire Recycling Llc 185,819 $1,858
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 4,754,000 $4,718,345
Linn Energy LLC, 6.5%, 5/15/19 9,200,000 $7,505,411
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $2,828,823
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,274,000 $1,262,853
Lnstr Flt% 20apr48 15-3-As 8,410,000 $8,152,061
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $522,088
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 50,000 $50,073
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $142,500
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,588,135
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,215,708
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 8,135,000 $7,786,253
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,000,000 $4,896,274
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,055,125 $5,073,556
Macdermid Incorporated 1st Lien Tl-B2 L + 3.75% 07jun20 1,318,375 $1,325,320
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,845,592
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,061,200
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $1,249,113
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $3,488,118
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $15,175,544
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,230,083
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,887,781
MarkWest Energy Partners LP, 4.875%, 12/1/24 17,410,000 $17,089,003
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,158,652
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,082,864
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 26,996 $714
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,419,742
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,319,264
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,109,831
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $4,946,532
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $792,392
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,038,797
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,374,416
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,763,200 $3,733,802
MedAssets, Inc., Term B Loan, 12/13/19 1,670,678 $1,671,703
Mentor Graphics Corp., 4.0%, 4/1/31 4,563,000 $6,217,088
Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A) 1,250,000 $1,252,155
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,801,562
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,041,397
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $943,178
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $1,008,302
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,743,944
Methanex Corp., 4.25%, 12/1/24 6,750,000 $6,716,140
Methanol Holdings Trinidad Ltd 1st Lien Tl-B L + 3.5% 02jun22 4,275,000 $4,272,328
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $17,979,643
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,286,899
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $19,794,712
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $15,863,840
MGM Resorts International, 6.0%, 3/15/23 11,815,000 $12,171,419
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $8,860,275
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,413,235 $2,420,991
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 13,185,000 $12,925,695
Microsemi Corp., Term Loan (2014), 3/14/21 1,642,408 $1,644,872
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,211,424
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,312,825
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,742,396
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 9,770,000 $10,160,868
Mirion Technologies Finance Llc 1st Lien Tl-B L + 4.75% 26jan22 5,261,813 $5,292,199
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,006,453 $7,000,616
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,507,161
MMM Holdings, Inc., MMM Term Loan, 12/12/17 1,951,101 $1,590,147
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,500,448
Monitronics International, Inc., Term B Loan (2013), 3/23/18 3,372,987 $3,380,718
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,283,301
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,716,065
Morgan Stanley, Floating Rate Note (Perpetual) 180,020 $4,583,309
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $9,066,980
Morgan Stanley, Floating Rate Note (Perpetual) 1,750,000 $1,764,831
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,202,179
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 3,000,000 $3,003,610
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 3,997,000 $3,584,691
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 3,935,000 $3,285,079
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,504,558
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,374,859
Mpg Holdco I Inc Us 1st Lien Tl-B L + 3.5% 13oct21 6,213,463 $6,216,029
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $550,758
Mqgau 4.875% 10jun25 144a 11,800,000 $11,644,992
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,418,457 $1,156,043
MTL Publishing LLC, Term B-2 Loan, 6/29/18 1,065,072 $1,065,442
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $255,756
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 6,250,000 $6,365,903
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,327,058
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,469,684
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 2,709,530 $2,712,917
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 1,296,600 $1,296,600
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,636,445
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,089,274
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,315,488
Navios Maritime Partners LP, Term Loan, 6/27/18 3,552,553 $3,550,333
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $401,250
Navistar International Corp., 8.25%, 11/1/21 6,955,000 $6,702,881
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 2,188,991 $2,187,167
NCR Corp., 6.375%, 12/15/23 5,595,000 $5,946,553
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 10,150,000 $9,298,027
Nevada Power Co., 6.5%, 8/1/18 85,000 $99,299
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,836,125 $1,840,945
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,358,516
Newhall Land Development LLC 269,588 $988,444
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $5,025,880
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,360,642
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,041,329
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 13,750,000 $11,067,362
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,093,312 $6,321,556
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,605,679
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 500,000 $502,879
Nn Inc 1st Lien Tl-B L + 5% 18jul21 3,242,411 $3,258,584
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,546,110
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,044,900 $877,716
Nord Anglia Education Finance Llc 1st Lien Tl-B L + 3.5% 21mar21 2,371,851 $2,377,781
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,440,810
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 3,392,952 $3,378,813
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,174,608
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,322,062
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $17,259,759
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,648,560
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $13,558,693
Novelis Inc 1st Lien Tl-B L + 3.25% 28may22 3,575,000 $3,561,594
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,514,000 $4,949,452
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,029,658
NSG Holdings LLC, New Term Loan, 12/11/19 3,776,339 $3,766,898
Numericable-SFR SAS, 6.0%, 5/15/22 (144A) 5,350,000 $5,394,360
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $3,025,280
Oasis Petroleum, Inc., 6.875%, 3/15/22 7,870,000 $8,147,363
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 1,387,734 $1,389,036
On Assignment Inc 1st Lien Tl-B L + 3% 05jun22 2,556,138 $2,563,060
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,575,915
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,756,839
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,339,333
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,092,011
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 6,674,000 $5,692,536
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 10,936,000 $8,851,512
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $3,098,030
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $1,781,308
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,513,271
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $592,507
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,155,109
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $2,932,394
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $5,529,303
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,129,718
Owens Corning, 4.2%, 12/1/24 5,975,000 $5,885,781
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 560,833 $543,307
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,424,486
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,593,800 $2,590,558
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,760,000 $3,175,855
Pangaea Zero% 01jul18 11,730,000 $211,140
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $2,991,073
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $8,919,849
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,611,881 $9,614,889
Par Pharmaceutical Cos Inc 1st Lien Tl-B3 L + 3.25% 28sep19 1,990,000 $1,991,244
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,251,628
PDC Energy, Inc., 7.75%, 10/15/22 8,425,000 $8,941,967
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 10,840,000 $10,260,180
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,690,228 $2,690,228
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,061,301
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $939,358
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 5,506,830 $5,507,766
PHH Mortgage Capital LLC, 6.0%, 12/25/27 (Step) (144A) 14,800,000 $410,016
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,412,001
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,545,078
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 2,673,438 $2,708,048
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 4,730,790 $4,735,436
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 3,395,000 $3,596,672
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,128,242
Pontis 4.843% 08jun25 144a 4,005,000 $3,997,367
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,537,300
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $17,980,188
Post Holdings, Inc., 6.75%, 12/1/21 (144A) 6,890,000 $6,928,756
PQ Corp., 2014 Term Loan, 8/7/17 6,191,250 $6,192,798
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,294,397
Prestige Brands, Inc., Term B-3 Loan, 9/3/21 4,041,646 $4,041,646
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,631,695
Progress Residential 2015-SFR2 Trust, 3.684%, 6/14/32 2,500,000 $2,490,103
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 1,041,162 $1,046,802
Protection One, Inc., Term Loan (2012), 3/21/19 2,276,452 $2,282,599
Protection One (Aka Apollo Securit 1st Lien Tl-B L + 4% 19jun21 1,440,008 $1,445,408
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $3,868,068
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,728,058
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $11,678,360
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,007,274
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,136,297
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,205,444
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,372,533
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $973,822
QVC, Inc., 4.45%, 2/15/25 18,100,000 $17,769,768
Qwest Corp., 7.375%, 6/1/51 572,600 $14,881,874
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,803,958
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,965,539
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $606,068
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $612,722
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $2,870,284
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $398,665
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $74,953
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $352,871
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,380,608
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $519,389
RAMP Series 2004-RS1 Trust, 5.165%, 1/25/34 (Step) 2,204,000 $1,002,688
Ranpak Corp 1st Lien Tl-B L + 3.25% 01oct21 2,288,500 $2,285,639
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,049,773
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,474,230
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,185,385 $3,187,376
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,338,022
Remy International, Inc., Term B Loan 2013, 3/5/20 8,497,376 $8,507,998
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 1,795,466 $1,790,977
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,967,001
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,393,868
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 3,250,000 $3,218,755
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,329,153
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,718,950
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $242,136
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,193,502
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,957,817
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,831,983 $1,835,133
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,689,539 $2,690,660
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,679,008 $3,693,264
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,300,936
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 3,999,380 $1,859,886
Romania Government Bond, 5.85%, 4/26/23 62,470,000 $17,583,213
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $9,851,344
Rosetta Resources, Inc., 5.625%, 5/1/21 5,530,000 $5,927,469
Rosetta Resources, Inc., 5.875%, 6/1/22 503,000 $539,415
Rosetta Resources, Inc., 5.875%, 6/1/24 2,100,000 $2,273,031
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,468,010
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,854,087
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,335,781
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3,244,606 $3,225,849
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,799,518 $7,827,791
Rural, Term Loan, 6/30/18 1,556,604 $1,457,370
Russian Federal Bond - OFZ, 7.0%, 8/16/23 1,335,681,000 $19,778,533
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $395
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,199,484
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 (144A) 3,155,000 $3,181,620
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,850,669 $3,853,076
Sabre GLBL, Inc., Term B Loan, 2/19/19 2,984,694 $2,984,694
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,044,250
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $3,002,104
Sanchez Energy Corp., 6.125%, 1/15/23 9,865,000 $9,107,793
Sanchez Energy Corp., 7.75%, 6/15/21 1,825,000 $1,822,161
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,399,492
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $2,949,142
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,549,105
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 3,500,000 $3,472,496
SandRidge Energy, Inc., 7.5%, 3/15/21 1,960,000 $900,783
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,746,098
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $10,035,615
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $1,438,239
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-202,946
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-760,957
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 973,077 $979,868
Scientific Games International, Inc., 10.0%, 12/1/22 18,000,000 $17,385,000
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 10,397,750 $10,403,063
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $10,975,039
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $3,968,648
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,142,217
Seagate HDD Cayman, 4.875%, 6/1/27 (144A) 6,400,000 $6,261,956
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 20,917 $150,697
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 2,900,000 $3,057,470
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 3,270 $448,001
Sector Re V, Ltd., 3/1/20 (Cat Bond) (144A) 4,700,000 $4,726,320
Sector Re V, Ltd., 3/1/20 (Cat Bond) (144A) 2,500,000 $2,527,000
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,728,019 $1,682,658
Securus Technologies Holdings Inc 1st Lien Tl-B2 L + 4.25% 17apr20 3,150,000 $3,104,719
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 1,992,902 $1,993,500
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,361,585
Sempra Energy, 9.8%, 2/15/19 50,000 $64,650
Semt Flt% 25jul45 15-3-A1 7,346,000 $7,399,601
Senior Housing Properties Trust, 6.75%, 4/15/20 6,463,000 $7,421,964
Sensata Technologies 1st Lien L + 2.25% 14oct21 1,990,000 $1,999,062
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,427,939 $1,421,692
Sequoia Mortgage Trust, Floating Rate Note, 11/25/42 2,923,000 $2,811,901
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $1,942,640
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $881,179
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $9,527,352
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 5,605,000 $5,169,316
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 5,090,000 $4,819,229
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 9,720,000 $7,749,525
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,033,486
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,110,166
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,410,825
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $2,840,156
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,856,000 $4,352,851
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,196,000 $3,868,651
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,904,088
SESI LLC, 7.125%, 12/15/21 90,000 $95,685
Ship Midco, Ltd., Facility B2A-II, 11/29/19 1,807,218 $1,819,643
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $847,623
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,296,275
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $136,500
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $4,996,800
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,060,216 $1,062,701
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3,100,000 $2,828,958
SM Energy Co., 5.0%, 1/15/24 1,160,000 $1,125,844
SM Energy Co., 5.625%, 6/1/25 3,905,000 $3,889,575
SM Energy Co., 6.5%, 1/1/23 1,080,000 $1,142,100
SolarCity Corp., 1.625%, 11/1/19 (144A) 1,984,000 $1,820,733
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $521,391
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,803,111
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,459,110
Spectrum Brands Inc 1st Lien Tl L + 3% 16jun22 130,000 $130,460
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $11,005,675
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,362,949
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $924,326
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $5,888,891
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $5,011,606
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,134,951
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,000,000 $1,230,478
Sprint Corp., 7.25%, 9/15/21 10,375,000 $10,337,102
SRAM LLC, Term Loan (First Lien), 4/10/20 3,082,040 $3,082,040
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 2,844,063 $2,853,821
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 18,802,000 $18,699,318
Standard Pacific Corp., 1.25%, 8/1/32 6,735,000 $8,226,522
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,207,474
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $7,620,960
Star West Generation LLC, Term B Advance, 3/13/20 2,059,259 $2,061,833
State of Washington, 3.0%, 7/1/28 2,550,000 $2,575,424
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,073,522
Sterigenics-Nordion Holdings Llc 1st Lien Tl-B L + 3.25% 27apr22 1,645,000 $1,649,113
Steward Health Care System LLC, Term Loan, 4/10/20 2,210,625 $2,195,427
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 6,500,000 $6,406,592
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,087,474
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $167,044
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,489,590
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $21,770
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $801,423
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,579,222
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $2,292,697
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $575,338
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,451,583
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,392,860
Summit Materials LLC, Term B Loan, 1/30/19 971,384 $972,903
Summit Materials Llc 1st Lien Tl-B L + 3.25% 26jun22 975,000 $976,219
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $10,886,958
Swift Energy Co., 7.875%, 3/1/22 3,625,000 $1,527,031
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,672,958
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,835,565
Talen Energy Supply LLC, 5.125%, 7/15/19 (144A) 10,935,000 $10,974,715
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,195,941
Tank Holding Corp., Initial Term Loan, 7/9/19 1,527,270 $1,533,318
Targus Group International, Inc., Term Loan, 5/24/16 1,907,204 $1,573,444
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,038,850
Tasc Inc 1st Lien Tl-B L + 6% 23may20 2,600,416 $2,631,837
TD Ameritrade Holding Corp., 3.625%, 4/1/25 13,475,000 $13,806,613
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,138,228
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,615,063 $6,606,794
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 2,300,996 $2,306,748
Terex Corp., U.S. Term Loan, 8/13/21 1,634,983 $1,637,640
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $4,295,071
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,749,588
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $4,955,707
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $9,881,357
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $15,830,452
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,048,744
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $9,714,009
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,429,791
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,425,044
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 8,270,833 $8,296,680
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,586,205
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,218,750 $1,220,845
The Medicines Co., 2.5%, 1/15/22 (144A) 6,350,000 $7,019,396
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 10,812,000 $12,276,161
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 7,740,000 $7,402,536
The Ryland Group, Inc., 0.25%, 6/1/19 6,805,000 $6,568,243
The Ryland Group, Inc., 5.375%, 10/1/22 6,230,000 $6,376,016
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,522,779
The Williams Companies, Inc., 5.75%, 6/24/44 13,440,000 $12,486,984
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $9,942,008
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $602,447
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,705,198
TIG FINCO Plc, 8.75%, 4/2/20 1,263,147 $2,009,091
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 222,908 $375,354
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 9,148,516 $9,137,080
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 6,671,000 $6,882,969
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $789,116
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,460,393
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,153,207
Top Co 217,467 $54,736
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $2,004,126
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $6,136,149
Trans Union Llc 1st Lien Tl-B2 L + 3% 09apr21 5,747,369 $5,707,855
Tronox Pigments Holland BV, New Term Loan, 3/19/20 1,720,944 $1,724,386
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,701,509
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,333,377 $7,326,505
Tufts University, 5.017%, 4/15/12 14,800,000 $15,017,330
U.S. Treasury Bonds, 2.5%, 2/15/45 110,200,000 $98,019,844
U.S. Treasury Bonds, 2.75%, 11/15/42 18,600,000 $17,369,131
U.S. Treasury Bonds, 4.375%, 11/15/39 3,290,000 $4,065,083
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 148,075,000 $144,001,872
UBS AG, 7.625%, 8/17/22 16,775,000 $20,136,390
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 4,200,000 $4,355,721
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $112,342
UCI International, Inc., Term Loan, 7/26/17 1,995,950 $1,985,970
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,875,793 $4,335,575
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 1,158,418 $1,158,056
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,340,121
United Airlines, Inc., Class B Term Loan, 4/1/19 980,000 $980,204
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/17 38,340,000 $38,366,700
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/17 38,240,000 $38,242,416
Univar, Inc., Term B Loan, 6/30/17 6,378,693 $6,378,195
Univar Inc 1st Lien Tl-B L + 3.25% 25jun22 6,390,000 $6,384,013
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $163,101
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,328,296
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,198,743 $2,189,467
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,913,547 $6,878,018
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,103,534 $1,102,549
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 354,375 $354,043
US Bancorp, Floating Rate Note (Perpetual) 318,669 $8,486,155
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,206,652 $26,255,790
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 1,000,000 $962,033
US Silica Co., Term Loan, 7/23/20 1,887,186 $1,843,937
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 473,813 $474,136
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,224,944
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,554,093
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,506,662
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,557,609
Vat 1st Lien Tl-B L + 3.25% 11feb21 1,593,955 $1,593,955
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 7,900,000 $8,023,767
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,687,175
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,486,476
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $4,789,299
Vencore 1st Lien Tl L + 4.75% 19nov19 5,077,052 $5,101,646
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,046,107
Verisk Analytics, Inc., 5.5%, 6/15/45 12,600,000 $12,480,625
Verizon Communications, Inc., 5.012%, 8/21/54 9,215,000 $8,622,345
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $10,922,522
Vers 2015-A Zero% 31dec17 12,033,893 $12,609,113
Vertafore, Inc., Term Loan (2013), 10/3/19 5,753,644 $5,762,274
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $11,629,166
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $3,324,095
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 7,500,000 $7,886,183
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 7,500,000 $7,845,308
Virgin Media 1st Lien Tl-F L + 2.75% 30jun23 17,041,760 $16,897,979
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $10,012,241
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,610,525
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,243,065
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $947,077
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $814,176
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,479,460
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,346,548
Volt Flt% 26jun45 15-Npl8 4,000,000 $3,997,933
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $3,310,697
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3,500,000 $3,377,393
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,776,868
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $7,919,080
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $6,758,169
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $654,209
WaMu Mortgage Pass-Through Certificates Series 2004-AR2 Trust, Floating Rate Note, 4/25/44 67,298,755 $2,903,152
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 5,440,000 $5,564,431
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 5,240,000 $5,355,874
Wash Multifamily Acq 1st Lien 1st Lien Tl-B L + 3.25% 15may22 52,160 $51,965
Wash Multifamily Laundry Systems L 1st Lien Tl-B L + 3.25% 05may22 297,840 $296,723
Waste Industries Usa Inc 1st Lien Tl-B L + 3.25% 20feb20 2,668,313 $2,680,822
WCA Waste Corp., Term Loan, 3/23/18 3,647,475 $3,632,659
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $3,281,311
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,882,605
WebMD Health Corp., 2.5%, 1/31/18 6,433,000 $6,617,055
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 2,572,006 $1,251,924
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $37,044,225
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,130,000 $2,186,256
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,323,192
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,865,921
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,630,447
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 7,000,000 $7,303,027
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $155,019
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 5,258,000 $4,431,231
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,605,419
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,936,764
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $737,600
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,588,452
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $534,659
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $3,873,197
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $7,306,444
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 7,250,000 $6,474,159
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $687,754
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,314,420
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,055,606
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,126,626
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,570,105
Whiting Canadian Holding Co ULC, 8.125%, 12/1/19 85,000 $89,560
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,055,003
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,542,429
Windstream Services LLC, 6.375%, 8/1/23 9,870,000 $8,293,884
Windstream Services LLC, 7.75%, 10/15/20 8,680,000 $8,637,564
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,330,316
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,641,861 $2,646,814
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,865,831 $4,804,502
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,014,541
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $6,783,968
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 276,279 $276,353
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 767,751 $767,957
Wyle 1st Lien Tl-B L + 4% 22may21 1,182,829 $1,183,923
Wynn Las Vegas LLC, 5.375%, 3/15/22 345,000 $355,635
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 16,415,000 $15,694,108
Xerium Technologies, Inc., New Term Loan, 5/17/19 784,010 $789,400
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,460,135
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $4,512,791
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,565,909 $1,586,244
Zero% 30nov19 14,520,000 $14,591,148
Zero% 31aug16 2,133,500 $2,148,648
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,716,143
Ziggo Bv Us 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,562,789
Ziggo Bv Us 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,651,509

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