Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 3/31/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $14,697,840
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 500,000 $497,422
AccentCare, Inc., Term Loan, 12/22/16 2,246,643 $2,145,544
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $3,462,795
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,294,168 $2,182,328
Acgl Zero% 01jul16 3,554,000 $3,593,094
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,421,013
Advanced Micro Devices, Inc., 7.0%, 7/1/24 15,160,000 $13,340,800
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,353,281 $1,357,299
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,943,548
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,445,472 $7,077,852
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 15,485,000 $15,654,464
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $28,941,091
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $55,351
Aguila 3 SA, 7.875%, 1/31/18 (144A) 3,375,000 $3,420,035
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $2,034,284
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,228,805
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,436,963
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $2,009,651
Albertsons Llc 1st Lien Term Loa L + 5.2669% 11aug21 1,500,000 $1,514,166
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,904
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $5,013,112
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,887,629
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $11,595,771
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $865,047
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $4,158,429
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,834,250 $1,838,836
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,478,794
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,350,343 $3,344,061
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $9,576,006
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 1,687,436 $1,689,195
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,304,303 $1,306,545
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,934,611 $2,939,503
Ally Financial, Inc., 4.625%, 3/30/25 1,750,000 $1,723,975
Ally Financial, Inc., 7.0% (Perpetual) (144A) 7,978 $8,188,669
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $1,278,000
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $508,400
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,561,767
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,240,515
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $5,599,368
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $788,075
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $291,832
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 6,900,000 $6,199,672
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $11,039,937
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,870,750 $2,845,001
Altrl Zero% 30jun16 8,128,729 $5,838,866
Altrl Zero% 30jun17 4,560,000 $4,627,488
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,576,063
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $2,277,275
American Home Mortgage Investment Trust 2004-4, 5.07203%, 2/25/45 (Step) 3,390,000 $2,862,313
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,414,319
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,200,000 $2,390,315
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $5,303,585
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,553,955
American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A) 2,050,000 $2,090,041
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,632,231
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,352,432
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,179,938
Amherst College, 3.794%, 11/1/42 2,300,000 $2,397,493
Antero Resources Corp., 5.125%, 12/1/22 8,000,000 $7,816,667
Antero Resources Corp., 5.625%, 6/1/23 (144A) 1,600,000 $1,587,500
Apex Tool Group LLC, Term Loan, 1/31/20 1,336,364 $1,314,231
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,758,192
Approach Resources, Inc., 7.0%, 6/15/21 1,080,000 $988,860
Appvion, Inc., Term Commitment, 6/28/19 14,948,547 $13,995,577
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,307,604
Arcelik AS, 5.0%, 4/3/23 (144A) 8,100,000 $7,931,700
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,160,690
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $8,062,554
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 10,958,000 $13,148,978
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,735,301 $1,744,248
Arlington Flt% 01aug15 3,033,000 $3,384,525
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $816,039
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,724,280
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,617,911
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,420,000
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,687,250 $1,670,378
Atlantic Power LP, Term Loan, 2/20/21 3,938,542 $3,963,158
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $516,009
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $14,224,455
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,252,350 $1,252,350
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $4,882,114
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,487,261
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,760,588 $1,759,487
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,363,203
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,943,603
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,294,485 $3,302,682
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,480,859 $5,455,949
AXA SA, 8.6%, 12/15/30 10,060,000 $14,288,442
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,232,415
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,553,785
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,282,008
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,151,577
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,770,179
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 15,665,000 $1,619,496
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $234,577
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,098,348
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 17,500,000 $1,708,836
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,446,929
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $388,401
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,634,634
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $3,086,465
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $346,757
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,666,156
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,170,063
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,387,255
Bank of America Corp., 7.25% (Perpetual) 5,330 $6,166,810
Bank of America Corp., 7.75%, 5/14/38 8,000,000 $11,756,504
Bank of America Corp., Floating Rate Note, 10/23/49 16,175,000 $17,539,398
Bank of America Corp., Floating Rate Note, 9/29/49 20,050,000 $20,520,729
Baylor University, 4.313%, 3/1/42 4,550,000 $5,010,342
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,521,895
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.494017%, 9/25/37 (Step) (144A) 77,809,000 $1,651,344
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 2,100,000 $2,101,878
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 4,150,000 $3,222,073
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $2,029,316
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,642,578
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $25,878,650
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,289,368
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,550,000 $1,192,097
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,221,364
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 6,300,000 $3,480,531
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,078,334
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,290,375
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $903,207
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $2,040,619
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $932,367
Berkeley-Kane Flt% 12jun15 2,646,751 $2,771,678
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,071,639
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,573,367
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,288,945
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,974,691
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,710,924
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 5,050,000 $6,493,053
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $405,070
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,400,000 $5,425,367
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 7,180,000 $7,728,971
Boardwalk Pipelines LP, 4.95%, 12/15/24 13,775,000 $14,120,484
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 4,000,000 $4,000,832
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 4,665,000 $4,336,506
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,797,386
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $17,216,478
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,902,721
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,299,115
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,435,326
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,510,896
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,175,838
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,681,921
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $17,282,002
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,944,446
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 9,250,000 $9,583,482
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,997,141
Bumi Resources Tbk PT, Loan, 11/7/15 1,135,833 $414,579
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,151,300 $1,162,093
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $2,463,755
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $386,639
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,531,283
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 5,300,000 $5,561,371
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $12,164,143
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,080,145
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,402,408 $1,385,973
Calpine Corp., Term Loan (10/12), 10/9/19 1,072,500 $1,076,820
Calpine Corp., Term Loan (3/11), 4/1/18 5,371,200 $5,393,206
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 (144A) 7,455,000 $7,454,793
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,447,638
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 980,000 $988,575
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $11,145,446
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,174,011
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,566,151
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $21,348,140
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,802,090
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $107,583
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/35 5,500,000 $798,788
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 7,710,000 $7,947,725
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,698,000 $6,166,779
Catalent 1st Lien Tl-B L + 3.5% 08may21 4,751,088 $4,777,442
CBS Corp., 4.6%, 1/15/45 9,400,000 $9,664,342
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,561,140
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,127,333
CCOH Safari LLC, 5.5%, 12/1/22 2,400,000 $2,498,000
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,882,685
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,681,539
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,724,407
Cengage Learning Holdings II LP 90,687 $2,057,461
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,500,741
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,607,412
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,180,290
Cequel Communications LLC, Term Loan, 2/14/19 1,877,608 $1,882,595
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 534,217 $535,887
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,581,199 $1,586,140
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 5,333,544 $5,350,211
CEVA GROUP Plc 1,069 $774,808
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $1,677,251
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $5,753,018
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $2,428,349
Chesapeake Energy Corp., 2.25%, 12/15/38 4,800,000 $4,387,800
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,707,714
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,198
CHS, 2021 Term D Loan, 1/27/21 6,098,406 $6,135,252
CHS, 6.875%, 2/1/22 700,000 $756,146
Cincinnati Bell, Inc., 8.375%, 10/15/20 7,371,000 $8,125,555
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 1,721,100 $1,727,555
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $4,278,849
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $3,935,738
Citicorp Residential Mortgage Trust Series 2007-2, 5.58596%, 6/25/37 (Step) 4,155,000 $4,147,195
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,744,880
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,090,233
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,625,052
Citigroup Capital XIII, Floating Rate Note, 10/30/40 494,898 $13,124,695
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $4,588,110
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $78,598
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $3,683,131
Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,324,980
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,529,897
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,906,681
Cme: (Cdx.Na.Hy.23.V3) Usd 20dec19 Z91mw60e6 -19,228,062 $-1,604,487
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $135,859
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 4,769,432 $4,784,217
Cobalt International Energy, Inc., 2.625%, 12/1/19 11,835,000 $8,706,122
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,807,511
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $8,993,364
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 3,500,000 $3,582,466
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,834,958
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,402,066
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $2,045,865
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,108,446
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,457,739
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,749,226
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,246,191
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $5,069,852
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,875,000 $3,981,639
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,208,039
Comstock Resources, Inc., 7.75%, 4/1/19 9,120,000 $4,183,800
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,438,764
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,132,715 $3,126,189
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $191,938
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $20,763,724
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,757,191
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 3,000,000 $2,866,939
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $245,878
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $216,172
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $11,123,130
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,954,363 $3,971,616
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $7,947,376
Corporate Office Properties LP, 3.6%, 5/15/23 4,655,000 $4,581,125
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,307,416
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $628,127
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,303,167
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $67,741
Coveris Holdings SA, USD Term Loan, 4/14/19 4,137,625 $4,166,071
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,485,000 $1,488,713
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,517,238
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 18,500,000 $18,573,486
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,172,696
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $461,890
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,002,789
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,103,662
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,597,504
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,536,269
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,584,863
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,791,000 $1,780,926
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 3,914,244 $3,910,819
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,225,905 $3,224,899
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,572,813
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $16,695,392
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,802,607
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,419,225
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,179,108
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 17,887,563 $356,394
CWGS Group LLC, Term Loan, 2/20/20 7,520,374 $7,593,232
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 6,889,694 $6,923,074
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $287,315
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 5,890,801 $5,912,367
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $12,341,353
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,361,276
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,821,687
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $4,790,717
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $12,710,294
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,918,668
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,840,887
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 491,646 $468,703
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,325,847
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,263,443 $5,269,080
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $52,318
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,289,459
Denbury Resources, Inc., 4.625%, 7/15/23 11,796,000 $10,230,245
Denbury Resources, Inc., 5.5%, 5/1/22 4,965,000 $4,569,869
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $876,461
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 3,865,000 $1,167,742
DigitalGlobe, Inc., Term Loan, 1/31/20 8,579,269 $8,602,819
Digital Realty Trust, Inc., 5.875% (Perpetual) 100,000 $2,426,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,428,621
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,652,915
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,000,000 $4,169,386
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 3,322,431 $3,324,508
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 2,375,000 $2,402,833
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,407,467
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $14,426,213
Doosan Infracore International Inc 1st Lien Tl-B L + 3.5% 24apr21 1,894,826 $1,918,511
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,479,011
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 4,061,447 $3,111,068
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $3,109,680
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 3,150,000 $1,224,464
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,180,189
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,528,198
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,718,896
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $923,461
DynCorp International, Inc., Term Loan, 7/7/16 2,143,781 $2,133,062
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,839,244 $2,847,608
E*TRADE Financial Corp., 5.375%, 11/15/22 6,560,000 $7,052,046
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $889,610
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,336,894
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $21,816
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 7,200,000 $7,254,000
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,377,283
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $28,381,519
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,562,683
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $4,989,624
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 3,750,000 $3,794,199
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,986,722 $2,996,056
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $9,542,503
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,381,595
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $5,664,226
Endo Finance LLC, 5.375%, 1/15/23 (144A) 8,169,000 $8,241,273
Endo Finance LLC, 6.0%, 2/1/25 (144A) 1,975,000 $2,055,317
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 1,144,221 $1,146,653
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $245,809
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,052,049
Energy Transfer Partners LP, 4.05%, 3/15/25 1,825,000 $1,844,340
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,748,625
EnLink Midstream Partners LP, 4.4%, 4/1/24 17,555,000 $18,839,622
Ensco Plc, 4.5%, 10/1/24 17,750,000 $17,608,071
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,340,562 $1,343,913
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $3,932,370
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,954,290 $1,963,145
EP Energy LLC, 7.75%, 9/1/22 155,000 $159,101
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $10,702,641
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,534,779
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,199,769
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,389,950
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,672,983
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $59,782
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19 4,756,125 $4,569,842
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,533,701
Euronet Worldwide, Inc., 1.5%, 10/1/44 (144A) 3,050,000 $3,318,273
European Bank for Reconstruction & Development, 6.0%, 3/3/16 1,260,600,000 $20,240,241
European Investment Bank, 7.2%, 7/9/19 (144A) 105,700,000,000 $8,247,370
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,630,000 $8,312,960
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,388,821
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,706,700 $11,586,706
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,009,237
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $9,971,129
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $8,080,371
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 4,427,459 $4,431,612
Fannie Mae, 0.5%, 12/15/33 7,290,000 $7,482,982
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,409,773
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,219,366
Fannie Mae, 3.5%, 11/1/42 500,000 $425,589
Fannie Mae, 3.5%, 11/1/42 1,050,000 $951,453
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,940,747
Fannie Mae, 3.5%, 12/1/25 19,734,423 $5,864,544
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,627,967
Fannie Mae, 3.5%, 12/1/42 50,000 $44,540
Fannie Mae, 3.5%, 4/1/29 7,000,000 $6,571,249
Fannie Mae, 3.5%, 4/1/29 8,000,000 $7,153,011
Fannie Mae, 3.5%, 4/20/15 15,900,000 $16,898,277
Fannie Mae, 3.5%, 5/13/15 23,352,000 $24,500,683
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,953,320
Fannie Mae, 3.5%, 7/1/26 23,914,523 $8,645,368
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,544,353
Fannie Mae, 3.5%, 8/1/42 25,765,072 $22,080,015
Fannie Mae, 3.5%, 8/1/42 48,680,354 $41,275,123
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,116,490
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,544,392
Fannie Mae, 4.0%, 10/1/43 6,376,304 $5,960,273
Fannie Mae, 4.0%, 11/1/41 55,000 $19,949
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,059,882
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,251,144
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,096,886
Fannie Mae, 4.0%, 11/1/44 725,000 $743,537
Fannie Mae, 4.0%, 11/1/44 12,695,000 $13,402,079
Fannie Mae, 4.0%, 12/1/40 9,810,000 $6,722,936
Fannie Mae, 4.0%, 12/1/41 45,515,613 $25,782,893
Fannie Mae, 4.0%, 12/1/41 17,790,000 $8,096,100
Fannie Mae, 4.0%, 12/1/42 46,000 $14,872
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,775,748
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,002,605
Fannie Mae, 4.0%, 2/1/43 2,425,000 $1,784,576
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,321,125
Fannie Mae, 4.0%, 2/1/44 30,000,000 $27,545,001
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,102,056
Fannie Mae, 4.0%, 4/1/41 450,000 $321,556
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,216,760
Fannie Mae, 4.0%, 4/1/42 4,500,000 $2,944,096
Fannie Mae, 4.0%, 5/1/42 530,000 $464,885
Fannie Mae, 4.0%, 5/1/44 16,300,000 $14,746,007
Fannie Mae, 4.0%, 5/13/15 22,755,000 $24,321,301
Fannie Mae, 4.0%, 7/1/18 75,000 $3,749
Fannie Mae, 4.0%, 7/1/42 424,314 $287,107
Fannie Mae, 4.0%, 7/1/44 24,645,000 $24,158,914
Fannie Mae, 4.0%, 8/1/42 25,000,000 $19,506,763
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,643,422
Fannie Mae, 4.0%, 8/1/43 6,883,801 $5,916,532
Fannie Mae, 4.0%, 9/1/37 1,307,922 $942,332
Fannie Mae, 4.5%, 10/1/43 11,002,820 $8,966,499
Fannie Mae, 4.5%, 10/1/43 6,481,868 $4,999,290
Fannie Mae, 4.5%, 11/1/40 12,358,351 $4,963,019
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,429,295
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,934,223
Fannie Mae, 4.5%, 11/1/43 14,886,677 $9,493,103
Fannie Mae, 4.5%, 12/1/40 54,806,862 $23,500,571
Fannie Mae, 4.5%, 12/1/41 6,923,896 $3,807,657
Fannie Mae, 4.5%, 12/1/41 60,000 $41,665
Fannie Mae, 4.5%, 2/1/44 52,511,691 $42,528,463
Fannie Mae, 4.5%, 2/1/44 49,392,410 $42,646,249
Fannie Mae, 4.5%, 3/1/35 2,520,000 $328,271
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,662,118
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,423,035
Fannie Mae, 4.5%, 4/1/41 25,000 $10,789
Fannie Mae, 4.5%, 5/1/41 24,220,767 $7,098,260
Fannie Mae, 4.5%, 7/1/41 39,417,029 $21,985,375
Fannie Mae, 4.5%, 7/1/41 12,477,165 $4,945,241
Fannie Mae, 4.5%, 8/1/41 71,193,582 $27,474,179
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,209,267
Fannie Mae, 4.5%, 9/1/43 17,709,372 $13,859,416
Fannie Mae, 5.0%, 1/1/39 27,744,910 $2,561,886
Fannie Mae, 5.0%, 1/1/45 41,000,000 $43,825,059
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,027,290
Fannie Mae, 5.0%, 11/1/44 57,000,000 $60,032,989
Fannie Mae, 5.0%, 2/1/22 6,603,277 $328,044
Fannie Mae, 5.0%, 4/1/22 327,117 $13,975
Fannie Mae, 5.0%, 5/1/38 9,123,173 $837,643
Fannie Mae, 5.0%, 5/1/41 2,252,877 $891,399
Fannie Mae, 5.0%, 6/1/22 639,720 $36,364
Fannie Mae, 5.0%, 6/1/22 2,077,680 $183,679
Fannie Mae, 5.0%, 6/1/25 151,866 $159,451
Fannie Mae, 5.0%, 6/1/35 77,359,128 $7,269,795
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,107,203
Fannie Mae, 5.0%, 6/1/40 3,027,156 $785,350
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,737,592
Fannie Mae, 5.0%, 7/1/35 42,393,553 $4,129,113
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,718,079
Fannie Mae, 5.0%, 7/1/39 2,516,008 $926,191
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,725,018
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,233,616
Fannie Mae, 5.0%, 7/1/41 1,681,264 $854,836
Fannie Mae, 5.0%, 8/1/35 24,222,081 $2,652,435
Fannie Mae, 5.0%, 9/1/43 35,004,024 $25,271,117
Fannie Mae, 5.5%, 12/1/35 2,799,824 $296,801
Fannie Mae, 5.5%, 2/1/33 500,000 $7,096
Fannie Mae, 5.5%, 3/1/21 5,000,000 $556,636
Fannie Mae, 5.5%, 3/1/36 900,090 $109,479
Fannie Mae, 5.5%, 4/1/34 2,750,000 $178,983
Fannie Mae, 5.5%, 4/1/36 2,000,200 $252,118
Fannie Mae, 5.5%, 5/1/33 750,000 $50,688
Fannie Mae, 5.5%, 6/1/33 852,000 $37,995
Fannie Mae, 5.5%, 7/1/33 1,900,000 $82,953
Fannie Mae, 6.0%, 1/1/33 502,267 $17,448
Fannie Mae, 6.0%, 1/1/34 1,800,000 $119,155
Fannie Mae, 6.0%, 10/1/32 200,552 $4,082
Fannie Mae, 6.0%, 11/1/32 350,000 $6,865
Fannie Mae, 6.0%, 12/1/32 3,234,929 $74,050
Fannie Mae, 6.0%, 12/1/33 2,000,000 $132,250
Fannie Mae, 6.0%, 12/1/37 7,118,373 $317,670
Fannie Mae, 6.0%, 3/1/32 100,000 $2,341
Fannie Mae, 6.0%, 3/1/33 350,000 $8,921
Fannie Mae, 6.0%, 3/1/33 250,000 $9,864
Fannie Mae, 6.0%, 4/1/38 5,765,562 $433,541
Fannie Mae, 6.0%, 5/1/33 1,200,000 $158,156
Fannie Mae, 6.0%, 6/1/37 4,500,000 $359,486
Fannie Mae, 6.0%, 7/1/17 4,000,000 $31,389
Fannie Mae, 6.0%, 7/1/38 2,040,000 $170,041
Fannie Mae, 6.5%, 10/1/32 511,093 $15,939
Fannie Mae, 6.5%, 11/1/32 400,000 $9,489
Fannie Mae, 6.5%, 2/1/32 99,991 $1,639
Fannie Mae, 6.5%, 3/1/32 124,988 $4,395
Fannie Mae, 6.5%, 4/1/29 40,000 $394
Fannie Mae, 6.5%, 5/1/31 392,161 $2,069
Fannie Mae, 6.5%, 6/1/31 25,095 $355
Fannie Mae, 6.5%, 7/1/31 125,419 $853
Fannie Mae, 6.5%, 8/1/32 340,598 $3,866
Fannie Mae, 7.0%, 2/1/29 43,569 $607
Fannie Mae, 7.0%, 5/1/28 200,000 $1,638
Fannie Mae, 7.0%, 7/1/31 306,031 $657
Fannie Mae, 7.5%, 1/1/28 115,000 $1,203
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $1,474,167
FCA US LLC, Term Loan B, 5/24/17 18,178,019 $18,189,344
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,241,374
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,069,644
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 725,000 $758,414
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $5,241,797
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,619,340
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $5,744,877
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $964,591
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $13,751,561
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $2,094,278
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,123,736
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $19,139,109
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,571,533
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $761,937
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $959,602
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,419,119
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4,841,006 $3,786,288
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $69,177
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $180,730
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,603,783
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $275,090
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $133,198
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $2,869,010
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $77,757
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $11,139,549
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $489,153
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $377,050
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $350,739
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $70,756
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $307,196
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $860,108
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $604,110
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $4,807
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $100,434
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $103,409
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $15,648
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $133,445
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $288,787
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $18,402
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,308
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $124,308
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $182,515
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $194,937
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,734
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,691,926
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,273,830
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,214,240
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $982,205
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $98,639
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $3,562,502
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $470,910
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 5,710,000 $4,202,206
Fifth Third Bancorp, Floating Rate Note (Perpetual) 127,200 $3,593,400
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,126,484
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,529,328
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $136,658
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $499,957
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,603,423
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $415,277
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,910,573 $4,591,386
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,592,390
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,867,255
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $16,019,111
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,787,661
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,355,026
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,787,991 $2,528,111
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,886,521
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $449,486
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $8,223,216
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $114,624
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $3,145,029
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,433,211
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,237,001
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,698,732
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,165,377
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,596,792
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,301,034
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,499,095
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,775,000 $4,968,243
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 8,232,000 $8,875,688
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,908,067
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,894,850
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,837,505
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 25,000 $25,682
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,265,247
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,851,274
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,021,273
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,474,662
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,048,929
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $12,883,191
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $11,911,845
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,405,567
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,048,591 $1,045,532
Garda World Security Corp., Term B Loan, 11/1/20 4,099,038 $4,087,081
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,613,434
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $828,852
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,618,250
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 3,285,000 $3,301,425
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 11,600,000 $4,484,951
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $11,160,282
General Electric Capital Corp., Floating Rate Note (Perpetual) 24,300,000 $29,031,919
Getty Images, Inc., Initial Term Loan, 10/18/19 4,773,698 $4,037,355
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $5,014,405
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,341,933
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 2,863,606 $2,856,447
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,179,117
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 6,500,000 $1,794,878
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 84,170,000 $6,954,148
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,210,188
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $6,063,629
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,787,496
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $4,109,468
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,903,792
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 18,840,000 $17,152,643
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $2,009,309
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $7,149,180
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,572,283
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $134,854
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $1,113,209
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $16,860,896
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $16,398,016
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $16,661,310
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $23,899
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $17,896
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $92,278
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $21,220
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $23,965
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $57,948
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $254,449
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $28,030
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $29,327
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $38,197
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $17,887
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $20,839
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $14,064
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $25,154
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $98,033
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $408,616
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $91,007
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $24,221
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $27,980
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $23,913
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $18,405
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $544,987
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $29,982
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $23,434
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $17,915
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $23,845
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $32,523
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $27,730
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $802,816
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $27,627
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,959,362
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $39,787
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,872,327
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $34,915
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $24,845
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $27,605
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $16,547
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $124,120
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $14,068,971
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $8,198,342
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $359,801
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $992,473
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $27,943
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $23,548
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $43,843
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $26,233
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $1,998,983
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $35,712
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $4,287,388
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,585
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $413,061
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $24,598
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $322,123
Government National Mortgage Association I, 4.0%, 5/15/44 362,947 $266,487
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $7,418,004
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $21,460
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $22,475
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $38,081
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $34,401
Government National Mortgage Association I, 4.0%, 7/15/41 42,737 $22,237
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $36,459
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $362,514
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,943
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $24,730
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $227,281
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $33,393
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $1,998,707
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $286,740
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $392,356
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $57,744
Government National Mortgage Association I, 4.0%, 8/15/44 503,572 $537,169
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $16,850
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $24,342
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $20,395
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $20,567
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $2,063,539
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $39,045
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $713,323
Government National Mortgage Association I, 4.0%, 9/15/44 11,865,000 $11,679,153
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $8,954,564
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $2,041,938
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $25,824
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $930,941
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $2,042,680
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $359,670
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,103,885
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $227,454
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,509,504
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $37,858
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $3,389,407
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $107,426
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $178,592
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,438,900
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $3,180,766
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,585,634
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,149,813
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $7,361,906
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $330,053
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $812,216
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $25,843
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $130,980
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $33,883
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $176,785
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $733,742
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $970,625
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $292,722
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $212,475
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $356,049
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $35,390
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $332,520
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $775
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $236,783
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $293,496
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $647,535
Government National Mortgage Association I, 5.5%, 2/15/37 172 $23
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $11,337
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $192,850
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $143,806
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $486,418
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $6,749
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $254,625
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $195,504
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $147,956
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $422,131
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $86,054
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $114,863
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $91,607
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $242,685
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $325,561
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $117,645
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $38,572
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,812
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $171,428
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $67,138
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $87,199
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $564,691
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $12,338
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,900
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $357,501
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $149,742
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $127,327
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $77,189
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $16,283
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,361
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $104,841
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $749
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $530,371
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $63,119
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $222,124
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $35,586
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $81,434
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $111,883
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $310,132
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $87,314
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $129,069
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $94,027
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $259,144
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $801,217
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $277
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $248,899
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $24,317
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $126,556
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $83,192
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,286
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,814
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $8,315
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $17,231
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $82,787
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $432
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $5,625
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $2,891
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,756
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,163
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,524
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,747
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,685
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,814
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $33,833
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $44,158
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,385
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,289
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $117,390
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $48,492
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $538
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $883
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,746
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,075
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $474
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $9,940
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $121
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $15,513,360
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $711,114
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,384,585
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $688,412
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $8,169,889
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,339
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $202,397
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $293,333
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $88,294
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $425
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $6,985
Griffon Corp., 5.25%, 3/1/22 312,000 $309,184
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,356,000 $4,356,819
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,990,757
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,144,772
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $432,442
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,675,808
GS Mortgage Securities Corp II Series 2005-GG4 REMICS, 4.782%, 7/10/39 5,609,335 $4,717,815
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 4,775,000 $4,788,840
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,772,370
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 10,580,000 $10,748,119
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,173,299
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,721,707
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $210,975
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,774,347
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,310,361
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,585,240
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,848,250
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,611,900 $1,628,019
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $85,420
Hexion, Inc., 8.875%, 2/1/18 3,590,000 $3,221,277
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,324,532
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,201,521
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $990,601
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $13,771,556
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,222,545
Hologic, Inc., 2.0%, 3/1/42 (Step) 9,435,000 $11,697,434
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $1,648,844
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $6,990
Horizon Lines, Inc. 1,695,067 $1,101,794
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/22/18 1,664,226 $1,658,679
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $216,469
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,674,952
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,131,594
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,197,316 $6,218,232
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,388,674
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $6,304,162
Immucor, Inc., Term B-2 Loan, 8/19/18 8,325,853 $8,370,088
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $2,997,181
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,594,849
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $49,621
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,739,858
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,819,807
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,627,054
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,786,458
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $18,166,192
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,223,155
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,293,783
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $9,037,586
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4,230,346 $4,256,126
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $6,823,782
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,451,307
Inter-American Development Bank, 7.2%, 1/22/18 114,720,000,000 $8,704,135
Inter-American Development Bank, 7.2%, 11/14/17 17,080,000,000 $1,313,641
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,794,326
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $4,679,674
International Equipment Solutions LLC, Initial Loan, 8/16/19 3,376,046 $3,386,596
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,636,106
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,274,760
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $18,352,837
International Game Technology, 7.5%, 6/15/19 120,000 $130,673
International Paper Co., 6.0%, 11/15/41 10,035,000 $12,138,654
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 5,643,000 $5,723,887
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,688,191
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $383,963
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $5,100,095
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $9,061,011
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,868,800
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,538,320
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $50,577
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $7,211,157
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $326,466
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,395,305
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,459,140
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,100,520
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,694,295
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 4,865,000 $4,816,147
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,889,398
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 4,600,000 $5,016,013
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,004,563
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,148,380
JLL, Initial Dollar Term Loan, 1/23/21 2,447,700 $2,440,051
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $19,209,740
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $5,095,059
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 7,170,000 $1,021,654
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $808,597
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $11,689,073
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 21,451,000 $23,515,659
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 11,735,000 $11,708,107
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,101,191
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,076,765
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,469,002
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,778,115
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,260,060
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,152,416
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 4,570,000 $4,586,586
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,789,631
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,722,969
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $530,224
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $2,863,375
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 30,320,000 $20,158,840
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $4,203,114
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $7,052,857
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,936,598
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,435,294
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,354,149
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 2,200,000 $2,122,032
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $7,291,946
Kane Flt% 12jun15 7,100,000 $6,950,900
Kane Flt% 14jul15 3,056,160 $3,007,873
Kane Ilw Zero% 02feb16 2,550,000 $2,384,250
Kane-Pi1 Flt% 07jul16 7,017,560 $7,026,683
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 5,825,133 $5,842,026
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,943,500 $2,956,157
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 11,510,100 $11,554,989
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 6,010,717 $6,023,339
Kane Zero% 15jan16 2,024,000 $2,033,310
Kane Zero% 19feb16 8,064,000 $8,445,427
Kane Zero% 22jan16 2,753,000 $2,802,003
Kane Zero% 22jan16 7,246,500 $7,340,705
Kane Zero% 29apr16 16,776,500 $17,393,875
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,092,094
KB Home, 1.375%, 2/1/19 7,875,000 $7,548,516
KB Home, 7.625%, 5/15/23 5,985,000 $6,190,402
KB Home, 8.0%, 3/15/20 1,500,000 $1,625,333
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,582,675
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,202,818
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,320,085
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $947,269
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,356,215
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,816,161
Kindred Healthcare, Inc., 6.375%, 4/15/22 3,200,000 $3,322,067
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,639,021 $8,691,218
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,556,265 $8,599,046
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,301,357
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $23,191,829
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 1,262,503 $1,270,656
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 728,455 $730,807
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,442,044
Lamar Media Corp., 5.375%, 1/15/24 1,045,000 $1,101,270
Landry's, Inc., B Term Loan, 4/24/18 8,021,239 $8,046,305
Language Line LLC, Tranche B Term Loan, 6/20/16 2,290,771 $2,283,255
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 1,942,800 $31,065
LDK Solar Co, Ltd. (A.D.R.) 136,114 $20,417
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,160,947
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,173,778
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,093,892
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $7,548,382
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $780,849
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $4,461,304
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,389,025
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $1,840,835
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,830,943
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,063,978
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $14,800,942
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $5,030,931
Liberty Tire Recycling Llc 185,819 $1,858
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 4,754,000 $4,589,063
Linn Energy LLC, 6.5%, 5/15/19 9,200,000 $7,959,661
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,010,522
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 1,300,000 $1,412,663
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,277,250 $1,265,676
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $508,166
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 2,245,000 $2,268,273
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 50,000 $50,497
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $7,170,600
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,849,502
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,442,372
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $449,196
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 5,575,000 $5,450,543
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,068,021 $5,095,621
Macdermid Incorporated 1st Lien Tl-B2 L + 3.75% 07jun20 1,321,688 $1,332,261
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,871,940
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,103,057
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $2,011,724
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $3,362,538
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $13,818,222
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,058,844
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,689,219
MarkWest Energy Partners LP, 4.875%, 12/1/24 17,410,000 $18,106,473
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,237,906
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,006,018
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 26,147 $939
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,744,458
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,406,222
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,329,460
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,539,032
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $839,836
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,091,420
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,556,993
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,772,800 $3,752,759
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $131,897
MedAssets, Inc., Term B Loan, 12/13/19 1,677,878 $1,675,781
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $15,739,815
Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A) 1,250,000 $1,249,000
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,804,771
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,091,196
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $943,308
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $1,029,067
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,720,275
Methanex Corp., 4.25%, 12/1/24 6,750,000 $6,945,145
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $18,990,119
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,480,566
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $20,426,054
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $16,389,035
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 $7,505,145
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,413,235 $2,419,770
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 13,185,000 $13,527,261
Microsemi Corp., Term Loan (2014), 3/14/21 1,852,642 $1,853,568
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,248,719
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,377,483
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,636,771
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 9,770,000 $9,751,749
Mirion Technologies Finance Llc 1st Lien Tl-B L + 4.75% 26jan22 5,275,000 $5,307,969
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,024,236 $7,016,916
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,340,349
MMM Holdings, Inc., MMM Term Loan, 12/12/17 2,011,998 $1,785,649
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,524,422
Molina Healthcare, Inc., 1.625%, 8/15/44 6,470,000 $8,379,953
Monitronics International, Inc., Term B Loan (2013), 3/23/18 7,484,750 $7,502,294
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $12,439,950
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,931,315
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,894,888
Morgan Stanley, Floating Rate Note (Perpetual) 1,750,000 $1,770,738
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $9,235,668
Morgan Stanley, Floating Rate Note (Perpetual) 180,020 $4,687,721
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,236,952
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 3,997,000 $3,567,112
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 3,935,000 $3,267,386
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,518,226
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,594,459
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 7,546,257 $7,594,070
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $575,271
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,462,747 $1,298,188
MTL Publishing LLC, Term B-2 Loan, 6/29/18 1,065,072 $1,065,294
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,250,000 $2,284,763
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 10,950,000 $11,107,042
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $267,924
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 6,250,000 $6,450,764
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,316,904
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,507,849
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 2,716,350 $2,714,229
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 675,000 $676,477
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,638,172
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,254,009
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,608,925
Navios Maritime Partners LP, Term Loan, 6/27/18 3,311,364 $3,340,338
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $402,417
Navistar International Corp., 8.25%, 11/1/21 6,955,000 $7,002,816
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 2,291,648 $2,291,648
NCR Corp., 6.375%, 12/15/23 5,595,000 $6,063,698
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,545,750
Nevada Power Co., 6.5%, 8/1/18 85,000 $99,268
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,840,750 $1,847,653
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,456,133
Newhall Land Development LLC 269,588 $876,161
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $5,101,530
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,771,234
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $12,071,087
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 13,750,000 $11,895,104
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,093,312 $6,889,948
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,653,167
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 500,000 $502,464
Nn Inc 1st Lien Tl-B L + 5% 18jul21 3,284,598 $3,298,968
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,812,781
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,047,600 $979,506
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,847,148
Nordion 1st Lien Tl-B L + 3.5% 30jul21 1,940,250 $1,941,463
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 3,401,520 $3,390,182
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,565,421
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,420,608
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $17,513,631
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $61,266,839
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,843,831
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $12,493,463
Novelis, Inc., Initial Term Loan, 3/10/17 3,562,440 $3,564,296
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,348,621
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,285,000 $4,825,210
NSG Holdings LLC, New Term Loan, 12/11/19 3,888,434 $3,883,574
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,602,861
Numericable-SFR SAS, 6.0%, 5/15/22 (144A) 5,350,000 $5,457,892
NuStar Logistics LP, Floating Rate Note, 1/15/43 151,570 $3,954,461
NuVasive, Inc., 2.75%, 7/1/17 14,319,000 $17,979,294
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $3,806,642
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 5,500,000 $1,015,438
Oasis Petroleum, Inc., 6.875%, 3/15/22 7,870,000 $7,697,297
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 1,391,367 $1,387,889
On Assignment, Inc., Initial Term B Loan, 5/15/20 3,419,750 $3,421,176
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $13,053,027
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,708,876
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $11,193,837
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,173,318
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 6,674,000 $5,672,754
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $3,559,522
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $1,873,983
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $620,910
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,587,456
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,204,929
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,036,739
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $5,271,853
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,242,818
Owens Corning, 4.2%, 12/1/24 5,975,000 $6,258,691
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 562,257 $547,146
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,429,238
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,600,400 $2,613,402
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,760,000 $2,518,090
Pangaea Zero% 01jul18 11,730,000 $12,788,046
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $3,036,021
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $9,064,114
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,636,276 $9,636,276
Par Pharmaceutical Cos Inc 1st Lien Tl-B3 L + 3.25% 28sep19 1,995,000 $2,003,728
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,223,500
PDC Energy, Inc., 7.75%, 10/15/22 195,000 $211,719
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,697,039 $2,691,140
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,147,338
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $1,005,780
Petsmart Inc 1st Lien Tl-B L + 4% 18feb22 5,206,830 $5,251,208
PHH Mortgage Capital LLC, 7.0%, 12/25/27 (Step) (144A) 14,800,000 $751,058
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,231,460
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $11,023,222
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 2,686,940 $2,713,809
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 4,748,815 $4,755,245
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 3,395,000 $3,583,941
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 7,350,000 $8,429,465
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $3,637,034
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,407,967
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,923,763
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $18,248,404
PQ Corp., 2014 Term Loan, 8/7/17 6,207,125 $6,192,315
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,577,746
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 488,764 $490,750
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 4,569,814 $4,593,806
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,582,120
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 1,043,771 $1,052,741
Protection One, Inc., Term Loan (2012), 3/21/19 2,282,315 $2,285,642
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $3,930,545
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,738,331
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $12,100,563
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,191,940
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,248,123
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,184,596
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,484,953
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,200,949
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $993,619
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,207,750
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $736,628
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,472,118
QVC, Inc., 4.45%, 2/15/25 18,100,000 $18,323,555
Qwest Corp., 7.375%, 6/1/51 572,600 $15,047,928
Rack Merger Sub Inc 1st Lien Tl L + 3.75% 22sep21 2,288,500 $2,298,988
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,784,583
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,958,808
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $633,910
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $638,458
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $2,981,939
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $453,765
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $92,656
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $428,757
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,491,457
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $609,665
RAMP Series 2004-RS1 Trust, 5.165%, 1/25/34 (Step) 2,204,000 $1,001,677
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,200,637
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,654,735
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,193,409 $3,209,376
Reinsurance Group of America, Inc., 6.45%, 11/15/19 0 $206,386
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,398,516
Remy International, Inc., Term B Loan 2013, 3/5/20 8,519,164 $8,551,111
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 1,795,466 $1,759,557
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,925,230
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,374,962
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $579,141
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,224,388
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,326,075
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 3,250,000 $3,309,240
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,355,775
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,772,150
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $251,523
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,923,290
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,959,678
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,836,633 $1,838,642
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,689,539 $2,686,596
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,679,008 $3,699,702
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,273,772
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 3,999,380 $2,029,191
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 10,935,000 $10,889,286
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $25,458,812
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $10,469,961
Rosetta Resources, Inc., 5.625%, 5/1/21 5,530,000 $5,327,809
Rosetta Resources, Inc., 5.875%, 6/1/22 503,000 $483,928
Rosetta Resources, Inc., 5.875%, 6/1/24 2,100,000 $1,994,125
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,397,824
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,721,123
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,267,522
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3,252,800 $3,244,668
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,819,364 $7,845,754
Rural, Term Loan, 6/30/18 1,552,722 $1,436,268
Russian Federal Bond - OFZ, 7.0%, 8/16/23 1,335,681,000 $17,455,950
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $346
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $12,851,578
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 (144A) 3,155,000 $3,133,309
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,860,467 $3,869,636
Sabre GLBL, Inc., Term B Loan, 2/19/19 2,992,347 $2,998,894
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 641,447 $642,129
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $6,970,625
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $2,968,729
Sanchez Energy Corp., 6.125%, 1/15/23 9,865,000 $8,993,729
Sanchez Energy Corp., 7.75%, 6/15/21 1,825,000 $1,811,895
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,466,750
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,658,415
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,003,450
SandRidge Energy, Inc., 7.5%, 3/15/21 1,960,000 $1,221,733
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,757,946
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,187,228
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $10,373,398
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $1,642,354
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-260,242
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-975,790
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 1,100,000 $1,109,109
Scientific Games International, Inc., 10.0%, 12/1/22 (144A) 18,000,000 $17,480,000
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 10,423,875 $10,461,516
Scitor Corp., Term Loan, 2/15/17 1,266,944 $1,267,208
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,267,595
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $4,084,731
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,797,464
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 20,917 $252,587
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 2,900,000 $2,970,470
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $2,370,630
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,732,415 $1,712,925
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 1,992,902 $1,995,393
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,479,892
Sempra Energy, 9.8%, 2/15/19 50,000 $64,989
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,490,584
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,990,000 $2,004,179
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,427,939 $1,429,724
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $2,199,630
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 145,256,444 $6,101,925
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $942,263
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 26,232,610 $2,366,726
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 20,245,000 $1,832,353
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $10,235,446
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 5,090,000 $4,829,018
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 9,720,000 $8,320,334
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,062,593
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,477,037
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $3,076,895
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,648,460
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 4,856,000 $4,371,539
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 4,196,000 $3,888,038
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $4,020,358
SESI LLC, 7.125%, 12/15/21 90,000 $92,788
Ship Midco, Ltd., Facility B2A-II, 11/29/19 1,807,218 $1,818,889
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $943,607
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,310,152
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $223,300
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $4,732,200
Si Organization Inc 1st Lien Dd L + 0% 19nov19 336,090 $338,296
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 5,044,744 $5,077,852
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 5,075,000 $5,496,203
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 12,390,000 $13,291,044
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,060,216 $1,066,401
SM Energy Co., 5.0%, 1/15/24 1,160,000 $1,104,384
SM Energy Co., 6.5%, 1/1/23 1,080,000 $1,119,150
SolarCity Corp., 1.625%, 11/1/19 (144A) 1,984,000 $1,772,050
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $529,594
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,806,365
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,445,907
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 196,648 $196,968
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 190,507 $149,786
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $11,592,433
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,435,683
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $928,986
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $8,665,888
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $5,007,406
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,137,899
Sprint Corp., 7.25%, 9/15/21 10,375,000 $10,460,306
SRAM LLC, Term Loan (First Lien), 4/10/20 3,092,118 $3,092,118
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 3,123,266 $3,125,867
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 18,802,000 $19,042,473
Standard Pacific Corp., 1.25%, 8/1/32 6,735,000 $8,319,128
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,324,905
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,011,007
Star West Generation LLC, Term B Advance, 3/13/20 2,059,259 $2,064,407
State of Washington, 3.0%, 7/1/28 2,550,000 $2,601,128
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,456,814
Steward Health Care System LLC, Term Loan, 4/10/20 2,210,625 $2,207,143
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,099,884
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $171,268
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,564,307
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $26,934
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $850,599
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,722,716
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $2,956,253
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $637,880
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,466,329
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,603,204
Suburban Propane Partners LP, 5.75%, 3/1/25 3,800,000 $3,897,850
Summit Materials LLC, Term B Loan, 1/30/19 976,353 $979,607
Sunoco, Inc., 9.625%, 4/15/15 25,000 $26,161
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $12,050,493
Swift Energy Co., 7.875%, 3/1/22 4,150,000 $1,687,234
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,675,308
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,838,937
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,131,086
Tank Holding Corp., Initial Term Loan, 7/9/19 1,575,211 $1,583,087
Targus Group International, Inc., Term Loan, 5/24/16 1,897,014 $1,536,581
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,060,867
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 4,035,435 $4,106,055
TD Ameritrade Holding Corp., 3.625%, 4/1/25 13,475,000 $14,323,001
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,017,326
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,631,981 $6,627,783
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 2,312,765 $2,318,066
Terex Corp., U.S. Term Loan, 8/13/21 1,639,102 $1,644,224
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $4,327,337
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $10,161,375
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,155,751
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,266,562
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $16,398,757
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,232,681
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $10,764,956
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $9,452,360
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $7,272,736
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 8,270,833 $8,354,832
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $15,040,933
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,221,875 $1,223,021
The Medicines Co., 2.5%, 1/15/22 (144A) 6,350,000 $6,907,255
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 12,992,000 $14,594,932
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 17,930,000 $18,052,909
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 7,740,000 $7,472,196
The Ryland Group, Inc., 0.25%, 6/1/19 6,805,000 $6,632,040
The Ryland Group, Inc., 5.375%, 10/1/22 6,230,000 $6,381,856
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,557,012
The Williams Companies, Inc., 5.75%, 6/24/44 13,440,000 $12,769,506
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,388,023
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $604,889
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,952,619
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 9,148,516 $9,156,137
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 6,646,000 $6,890,471
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $797,296
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,415,386
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,259,187
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $3,253,654
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $2,009,907
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $6,277,664
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 (144A) 3,850,250 $3,000,597
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 5,761,919 $5,769,121
Tronox Pigments BV, New Term Loan, 3/19/20 1,725,334 $1,727,815
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,849,315
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,746,715
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,352,132 $7,354,338
Tufts University, 5.017%, 4/15/12 14,800,000 $17,118,641
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 8,980,000 $3,186,543
U.S. Treasury Bonds, 3.0%, 11/15/44 5,000,000 $5,535,283
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $30,663,430
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $13,410,341
U.S. Treasury Bonds, 4.375%, 11/15/39 3,290,000 $4,486,206
U.S. Treasury Bonds, 4.375%, 5/15/41 5,300,000 $7,311,490
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 148,075,000 $145,746,283
UBS AG, 7.625%, 8/17/22 16,775,000 $20,502,345
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 4,200,000 $4,460,998
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $133,039
UCI International, Inc., Term Loan, 7/26/17 2,001,175 $1,973,659
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,885,507 $4,209,618
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 1,412,574 $1,411,161
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,401,480
United Airlines, Inc., Class B Term Loan, 4/1/19 980,000 $977,550
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,278,533
Univar, Inc., Term B Loan, 6/30/17 6,395,361 $6,396,858
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $151,291
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,837,823
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,204,579 $2,202,972
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,931,756 $6,928,505
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,114,795 $1,113,601
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 357,991 $357,693
US Bancorp, Floating Rate Note (Perpetual) 463,286 $12,652,341
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,273,336 $26,141,969
US Residential Opportunity Fund Trust, 3.7213%, 1/29/35 (144A) 1,000,000 $997,943
US Silica Co., Term Loan, 7/23/20 1,892,000 $1,816,320
Valeant Pharmaceuticals Internatio 1st Lien Bf2-Dd L + 3.25% 13mar22 206,024 $207,215
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 268,976 $270,531
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,244,052
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,547,262
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,556,908
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,483,469
VAT HOLDING AG, Initial Term Loan, 1/28/21 1,795,466 $1,793,590
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $11,409,617
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,327,342
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,158,226
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $5,605,830
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 4,220,000 $3,076,091
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,037,030
Verizon Communications, Inc., 5.012%, 8/21/54 9,215,000 $9,612,709
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $11,988,374
Vers 2015-A Zero% 31dec17 12,033,893 $12,346,774
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,777,683
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,918,867
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $11,078,042
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $2,975,272
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 7,500,000 $8,143,208
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 7,500,000 $8,118,608
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 21,635,227 $21,636,720
Virtual Radiologic Corp., Term Loan A, 12/22/16 4,677,759 $3,824,068
Virtual Radiologic Corp., Term Loan B, 12/22/16 2,406,250 $1,970,117
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $11,638,204
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,644,097
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,258,737
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $956,816
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $817,640
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,616,413
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,223,278
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $4,402,231
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $0
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3,500,000 $3,502,183
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,879,130
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $7,789,132
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $6,362,676
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $653,318
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 5,440,000 $5,819,670
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 5,240,000 $5,601,467
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 1,158,902 $1,160,350
Waste Industries Usa Inc 1st Lien Tl-B L + 3.25% 20feb20 2,675,000 $2,686,703
WCA Waste Corp., Term Loan, 3/23/18 3,656,900 $3,635,569
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,801,215
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $3,467,045
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,695,241
WebMD Health Corp., 2.5%, 1/31/18 7,605,000 $7,760,797
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 2,572,006 $1,384,866
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $38,557,521
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,130,000 $2,276,112
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,419,777
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,919,669
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,662,810
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 7,000,000 $7,431,883
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $344,965
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $449,600
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 5,258,000 $4,493,124
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,613,087
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,938,380
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $947,760
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,786,294
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $601,488
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $4,165,985
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $7,894,815
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 7,250,000 $7,047,456
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $824,153
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,339,281
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,083,204
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,188,466
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,601,596
Whiting Canadian Holding Co ULC, 8.125%, 12/1/19 85,000 $91,340
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $6,033,861
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,897,651
Windstream Corp., 6.375%, 8/1/23 9,870,000 $8,963,194
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,196,339
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,832,256
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,266,861
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,774,751 $2,774,751
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,878,213 $4,770,892
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,241,628
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $7,062,557
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 276,973 $277,394
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 769,695 $770,863
Wyle 1st Lien Tl-B L + 4% 22may21 1,262,958 $1,264,143
Wynn Las Vegas LLC, 5.375%, 3/15/22 345,000 $357,899
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 16,415,000 $15,950,592
Xerium Technologies, Inc., New Term Loan, 5/17/19 786,007 $795,832
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,454,703
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $4,695,405
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,588,068 $1,608,581
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,728,831
Ziggo Bv Us 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,574,760
Ziggo Bv Us 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,659,224

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