Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 7/31/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $15,141,990
17079z Zero% 31mar18 5,600,000 $5,778,640
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 497,481 $496,548
AccentCare, Inc., Term Loan, 12/22/16 2,118,726 $2,065,758
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $2,968,274
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,294,168 $2,216,167
Acgl Zero% 01jul16 3,554,000 $3,645,693
Acorn Re, Ltd., Floating Rate Note, 7/17/18 (Cat Bond) (144A) 3,350,000 $3,364,834
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,443,569
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 45,820,000 $4,434,526
Advanced Micro Devices, Inc., 7.0%, 7/1/24 7,530,000 $5,051,375
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,349,820 $1,355,219
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,895,668
AES Corp. Virginia, 5.5%, 4/15/25 10,000,000 $9,750,694
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,426,670 $7,062,764
Africa Finance Corp., 4.375%, 4/29/20 (144A) 10,915,000 $11,180,022
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 15,485,000 $12,879,797
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $25,905,195
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $56,248
Aguila 3 SA, 7.875%, 1/31/18 (144A) 3,375,000 $3,597,223
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,891,657
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,224,854
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,414,609
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 2,200,000 $2,213,047
Albertsons LLC, Term B-2 Loan, 3/21/19 1,990,013 $2,001,206
Albertsons Llc 1st Lien Term Loa L + 5.2669% 11aug21 1,496,250 $1,504,327
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $99,157
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,808,580
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,842,547
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $12,657,771
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $908,840
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $3,993,661
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,824,868 $1,827,910
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,139,353
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,304,278 $3,301,697
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $9,374,479
Alliant Holdings I LLC, Initial Term Loan, 12/20/19 1,678,802 $1,681,163
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,301,170 $1,301,983
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,927,181 $2,940,292
Ally Financial, Inc., 3.6%, 5/21/18 3,500,000 $3,550,925
Ally Financial, Inc., 4.625%, 3/30/25 1,750,000 $1,711,579
Ally Financial, Inc., 7.0% (Perpetual) (144A) 7,978 $8,140,801
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $75,175
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,474,321
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,038,520
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $5,289,615
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $179,387
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 6,900,000 $6,240,670
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $10,941,516
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,860,728 $3,474,655
Altrl Zero% 30jun16 8,128,729 $1,385,135
Altrl Zero% 30jun17 7,600,000 $7,867,520
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $1,453,375
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,410,355
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,200,000 $2,257,511
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $5,064,270
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,192,866
American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A) 2,950,000 $2,869,447
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,358,519
Amherst College, 3.794%, 11/1/42 2,300,000 $2,241,249
Antero Resources Corp., 5.125%, 12/1/22 8,000,000 $7,628,333
Antero Resources Corp., 5.625%, 6/1/23 (144A) 1,600,000 $1,555,000
Apex Tool Group LLC, Term Loan, 1/31/20 1,332,955 $1,311,294
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,556,727
Approach Resources, Inc., 7.0%, 6/15/21 1,080,000 $924,960
Appvion, Inc., Term Commitment, 6/28/19 14,872,666 $13,998,897
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,259,986
Arcelik AS, 5.0%, 4/3/23 (144A) 8,100,000 $7,774,452
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,157,396
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,834,481
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 10,958,000 $13,018,825
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,730,526 $1,735,574
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $813,356
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,733,544
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,553,637
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 234,249 $5,996,774
AT&T, Inc., 4.75%, 5/15/46 7,100,000 $6,629,995
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,683,000 $1,636,718
Atlantic Power LP, Term Loan, 2/20/21 3,745,006 $3,761,391
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $509,747
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $13,612,568
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,249,188 $1,250,749
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $4,935,328
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,361,110
Australia Government Bond, 3.25%, 4/21/25 86,500,000 $66,342,570
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,756,175 $1,769,346
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,388,264
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,796,152
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,179,710 $3,201,570
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,466,267 $5,468,547
AXA SA, 8.6%, 12/15/30 10,060,000 $13,616,098
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 1,400,000 $1,399,064
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 1,054,000 $1,037,130
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,198,139
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,698,427
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $2,935,980
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,680,175
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $195,292
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $11,900
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,488,247
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $2,545,890
Banco Internacional del Peru SAA Interbank, 5.75%, 10/7/20 (144A) 6,843,000 $7,533,516
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,135,938
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,404,152
Bank of America Corp., 7.25% (Perpetual) 5,330 $5,928,559
Bank of America Corp., Floating Rate Note, 10/23/49 18,775,000 $19,717,401
Bank of America Corp., Floating Rate Note, 9/29/49 20,050,000 $20,576,858
Baylor University, 4.313%, 3/1/42 4,550,000 $4,724,542
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.485463%, 9/25/37 (Step) (144A) 77,809,000 $1,205,673
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 2,100,000 $1,347,994
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.475%, 8/28/44 (Step) (144A) 4,150,000 $2,783,304
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $1,266,357
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,600,499
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,339,679
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,319,350
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 6,300,000 $3,493,449
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 10,191,000 $6,449,035
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,105,145
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,325,314
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $1,878,288
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 7,754,500 $3,360,530
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $889,130
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,578,222
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,297,037
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,193,252
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 10,425,000 $12,803,760
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,650,000 $5,667,682
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 7,180,000 $7,609,304
Boardwalk Pipelines LP, 4.95%, 12/15/24 13,775,000 $13,456,302
Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19 4,000,000 $4,013,572
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 4,665,000 $3,912,769
Bowdoin College, 4.693%, 7/1/12 4,550,000 $3,944,472
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $17,087,180
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,754,577
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,263,998
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,454,333
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $5,763,013
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,523,337
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $17,062,167
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,923,731
Builders Firstsource Inc Bridge L + 7.5% 13apr16 18,020,000 $18,020,000
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 9,250,000 $9,377,162
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,910,097
Bumi Resources Tbk PT, Loan, 11/7/15 1,135,833 $425,938
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,148,400 $1,156,474
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $2,261,406
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $366,519
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,377,883
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 5,300,000 $5,393,751
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,269,027
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,071,403
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,398,839 $1,388,639
Calpine Corp., Term Loan (10/12), 10/9/19 1,069,750 $1,074,263
Calpine Corp 1st Lien Tl-B5 L + 2.75% 28may22 5,375,000 $5,364,551
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 7,455,000 $7,475,418
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,685,533
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 975,100 $979,976
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $11,053,522
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,187,997
Capital One Financial Corp., Floating Rate Note (Perpetual) 18,800,000 $19,045,732
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,599,002
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $20,443,664
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,567,937
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $70,307
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 7,710,000 $7,967,000
Catalent 1st Lien Tl-B L + 3.5% 08may21 4,739,122 $4,763,709
CBS Corp., 4.6%, 1/15/45 9,400,000 $8,495,875
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 23,530,000 $24,087,677
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,709,565
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,631,956
Cengage Learning Holdings II LP 90,687 $2,554,381
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,215,791
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,224,676
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $2,833,090
Cequel Communications LLC, Term Loan, 2/14/19 1,872,651 $1,872,262
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 532,865 $534,697
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,581,199 $1,586,635
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 5,251,997 $5,270,054
CEVA GROUP Plc 1,069 $790,838
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $1,711,953
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $6,259,029
Chaparral Energy, Inc., 7.625%, 11/15/22 1,860,000 $1,117,015
Charter Communications Operating L 1st Lien Bridge L + 6.625% 26may16 10,715,000 $10,715,000
Chesapeake Energy Corp., 2.25%, 12/15/38 4,800,000 $3,889,800
China Government Bond, 3.0%, 11/21/19 62,500,000 $10,100,901
China Government Bond, 3.38%, 11/21/24 42,500,000 $6,861,288
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,271
CHS, Incremental 2019 Term G Loan, 12/31/19 2,147,346 $2,154,503
CHS, Incremental 2021 Term H Loan, 1/27/21 3,951,060 $3,972,186
Cincinnati Bell, Inc., 8.375%, 10/15/20 7,371,000 $7,912,103
Cinedigm Digital Funding 1 LLC, Term Loan, 2/28/18 1,447,747 $1,449,557
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $3,043,865
Citicorp Residential Mortgage Trust Series 2007-1, 5.87546%, 3/25/37 (Step) 5,893,000 $5,231,280
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,127,833
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,148,825
Citigroup, Inc., Floating Rate Note (Perpetual) 634,040 $17,721,418
Citigroup Capital XIII, Floating Rate Note, 10/30/40 391,543 $9,972,600
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $4,195,959
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $72,466
Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $3,990,384
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,558,193
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,703,360
Cme: (Cdx.Na.Hy.23.V4) Usd 20dec19 Z91mw60e6 -19,031,857 $-1,591,450
Cobalt International Energy, Inc., 2.625%, 12/1/19 10,040,000 $6,783,275
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,758,770
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 3,500,000 $3,548,859
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,761,174
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,373,872
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $2,006,858
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,078,915
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,406,861
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,715,457
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,087,703
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $5,034,941
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 7,500,000 $7,178,998
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 5,600,000 $5,638,336
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,184,836
Compass Re II, Ltd., Floating Rate Note, 12/8/15 (Cat Bond) 2,150,000 $2,059,270
Comstock Resources, Inc., 7.75%, 4/1/19 9,120,000 $3,518,800
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,312,774
Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,124,660 $3,148,095
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $175,461
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $18,247,970
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,636,871
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 3,000,000 $2,255,110
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $248,278
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $212,131
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,877,739
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4,175,000 $4,169,781
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $511,231
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,050,990
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,300,684
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $61,926
Coveris Holdings SA, USD Term Loan, 4/14/19 3,332,751 $3,353,581
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,481,250 $1,479,398
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,409,040
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 18,500,000 $18,559,997
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,081,157
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $381,361
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $4,825,596
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,262,444
Crown Castle Towers LLC, 3.222%, 5/15/42 (144A) 3,750,000 $3,717,870
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,373,944
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,503,243
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,786,500 $1,782,034
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 3,904,384 $3,909,265
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,209,560 $3,220,393
CSMC Series 2014-ICE REMICS, Floating Rate Note, 4/15/27 (144A) 3,200,000 $3,170,625
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 12,205,000 $7,599,490
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 5,000,000 $4,631,336
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,472,958
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $15,697,185
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,762,093
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,116,509
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,121,187
CWGS Group LLC, Term Loan, 2/20/20 7,422,707 $7,464,460
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $286,199
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 5,875,963 $5,896,776
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $12,059,074
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,312,537
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,704,655
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,006,951
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $13,143,331
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,576,320
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,837,861
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 489,163 $475,711
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,392,755
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,249,981 $5,250,800
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $51,319
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,092,920
Denbury Resources, Inc., 4.625%, 7/15/23 11,796,000 $8,517,367
Denbury Resources, Inc., 5.5%, 5/1/22 4,965,000 $4,003,031
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $881,695
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 3,865,000 $1,242,723
DigitalGlobe, Inc., Term Loan, 1/31/20 8,535,608 $8,557,835
Digital Realty Trust, Inc., 5.875% (Perpetual) 27,458 $665,857
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,000,000 $3,944,462
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 3,219,614 $3,236,720
Dollar Tree Inc 1st Lien Tl-B1 L + 2.75% 09mar22 2,111,111 $2,119,467
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,328,205
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $14,222,961
Doosan Infracore International Inc 1st Lien Tl-B L + 3.5% 24apr21 1,889,652 $1,902,644
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,491,978
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 4,040,831 $3,160,940
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $2,858,955
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 1,350,000 $614,512
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,026,941
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,662,437
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,677,333
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $787,862
DynCorp International, Inc., Term Loan, 7/7/16 3,943,781 $3,893,254
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,832,019 $2,842,345
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $876,605
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,182,493
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $21,282
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 7,200,000 $7,372,800
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,214,783
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $25,956,742
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,418,666
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $4,132,681
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 3,750,000 $3,797,753
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,979,103 $2,977,861
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $9,427,497
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,235,537
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $5,035,647
Endo, Ltd., 6.0%, 2/1/25 (144A) 1,975,000 $2,094,817
Endo Finance LLC, 5.375%, 1/15/23 (144A) 8,169,000 $8,275,270
Endo International 1st Lien Tl-B1 L + 3% 24jun22 2,493,757 $2,508,368
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 1,141,332 $1,148,019
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $240,630
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,029,769
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,549,880
Engility Holdings Inc 1st Lien Tl-B L + 5.5% 12may20 1,434,894 $1,446,552
EnLink Midstream Partners LP, 4.4%, 4/1/24 16,448,000 $16,336,872
Ensco Plc, 4.5%, 10/1/24 17,750,000 $16,531,729
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,336,713 $1,342,004
Enterprise Products Operating LLC, 3.7%, 2/15/26 10,750,000 $10,501,969
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $3,910,886
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,949,211 $1,955,505
EP Energy LLC, 7.75%, 9/1/22 155,000 $159,618
EP Energy LLC, 9.375%, 5/1/20 11,320,000 $11,953,213
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,602,961
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,154,871
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,173,857
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,336,443
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $59,486
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19 4,741,675 $4,306,034
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,682,250
European Bank for Reconstruction & Development, 6.0%, 3/3/16 1,260,600,000 $20,109,860
European Investment Bank, 7.2%, 7/9/19 (144A) 105,700,000,000 $7,320,853
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,928,000 $7,884,232
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,313,155
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,647,872 $11,361,533
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,013,104
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $10,107,184
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $8,113,243
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 4,427,459 $4,438,528
Fannie Mae, 0.5%, 12/15/33 7,290,000 $6,966,608
Fannie Mae, 2.5%, 7/1/30 4,210,000 $4,244,144
Fannie Mae, 2.5%, 7/1/30 6,980,000 $7,078,413
Fannie Mae, 2.5%, 7/1/30 4,210,000 $4,262,383
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,008,619
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,861,913
Fannie Mae, 3.5%, 11/1/42 1,050,000 $905,595
Fannie Mae, 3.5%, 11/1/42 500,000 $415,865
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,163,465
Fannie Mae, 3.5%, 12/1/25 19,734,423 $5,229,494
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,590,844
Fannie Mae, 3.5%, 12/1/42 50,000 $42,776
Fannie Mae, 3.5%, 3/1/29 19,717,033 $15,718,942
Fannie Mae, 3.5%, 4/1/29 7,000,000 $6,290,595
Fannie Mae, 3.5%, 4/1/29 8,000,000 $6,813,744
Fannie Mae, 3.5%, 4/1/45 24,210,000 $24,964,869
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,827,951
Fannie Mae, 3.5%, 7/1/26 23,914,523 $7,737,978
Fannie Mae, 3.5%, 7/1/43 17,883,284 $16,447,344
Fannie Mae, 3.5%, 8/1/42 48,680,354 $39,924,579
Fannie Mae, 3.5%, 8/1/42 25,765,072 $20,827,905
Fannie Mae, 3.5%, 9/14/15 23,352,000 $24,176,618
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,190,464
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,105,230
Fannie Mae, 4.0%, 1/1/45 249,941 $251,672
Fannie Mae, 4.0%, 1/1/45 2,225,464 $2,228,707
Fannie Mae, 4.0%, 1/1/45 104,052 $103,477
Fannie Mae, 4.0%, 1/1/45 47,503 $48,977
Fannie Mae, 4.0%, 1/1/45 584,517 $576,454
Fannie Mae, 4.0%, 10/1/43 6,376,304 $5,678,239
Fannie Mae, 4.0%, 10/1/44 792,663 $745,954
Fannie Mae, 4.0%, 10/1/44 231,617 $223,701
Fannie Mae, 4.0%, 10/1/44 787,106 $707,764
Fannie Mae, 4.0%, 10/1/44 267,357 $242,206
Fannie Mae, 4.0%, 10/1/44 27,510 $26,549
Fannie Mae, 4.0%, 10/1/44 916,768 $724,819
Fannie Mae, 4.0%, 10/1/44 110,213 $103,833
Fannie Mae, 4.0%, 11/1/41 55,000 $17,835
Fannie Mae, 4.0%, 11/1/41 7,857,077 $2,776,458
Fannie Mae, 4.0%, 11/1/42 1,510,120 $962,223
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,007,288
Fannie Mae, 4.0%, 11/1/43 8,931,305 $8,641,628
Fannie Mae, 4.0%, 11/1/44 816,341 $788,916
Fannie Mae, 4.0%, 11/1/44 857,810 $907,403
Fannie Mae, 4.0%, 11/1/44 382,861 $362,009
Fannie Mae, 4.0%, 11/1/44 219,297 $204,212
Fannie Mae, 4.0%, 11/1/44 960,611 $961,109
Fannie Mae, 4.0%, 11/1/44 12,695,000 $12,274,666
Fannie Mae, 4.0%, 11/1/44 597,673 $575,693
Fannie Mae, 4.0%, 11/1/44 725,000 $723,996
Fannie Mae, 4.0%, 12/1/23 370,833 $78,612
Fannie Mae, 4.0%, 12/1/30 50,000 $19,762
Fannie Mae, 4.0%, 12/1/40 9,810,000 $6,296,796
Fannie Mae, 4.0%, 12/1/41 45,515,613 $23,631,121
Fannie Mae, 4.0%, 12/1/41 220,620 $106,467
Fannie Mae, 4.0%, 12/1/41 17,790,000 $6,454,305
Fannie Mae, 4.0%, 12/1/42 46,000 $14,592
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,642,160
Fannie Mae, 4.0%, 12/1/44 1,624,874 $1,548,089
Fannie Mae, 4.0%, 12/1/44 1,536,140 $1,367,864
Fannie Mae, 4.0%, 12/1/44 989,497 $961,751
Fannie Mae, 4.0%, 12/1/44 1,402,870 $1,330,402
Fannie Mae, 4.0%, 12/1/44 165,188 $158,422
Fannie Mae, 4.0%, 12/1/44 501,736 $511,121
Fannie Mae, 4.0%, 2/1/42 5,800,000 $2,631,929
Fannie Mae, 4.0%, 2/1/42 1,694,610 $313,784
Fannie Mae, 4.0%, 2/1/43 2,425,000 $1,623,554
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,185,402
Fannie Mae, 4.0%, 2/1/44 30,000,000 $24,289,607
Fannie Mae, 4.0%, 2/1/44 4,875,746 $4,936,168
Fannie Mae, 4.0%, 2/1/45 1,006,175 $995,883
Fannie Mae, 4.0%, 3/1/39 57,519 $33,613
Fannie Mae, 4.0%, 3/1/44 158,431 $128,098
Fannie Mae, 4.0%, 4/1/41 450,000 $298,589
Fannie Mae, 4.0%, 4/1/42 9,200,000 $3,788,705
Fannie Mae, 4.0%, 4/1/42 4,500,000 $2,715,441
Fannie Mae, 4.0%, 5/1/42 530,000 $381,036
Fannie Mae, 4.0%, 5/1/44 16,300,000 $12,859,019
Fannie Mae, 4.0%, 6/1/42 408,899 $276,775
Fannie Mae, 4.0%, 6/1/44 1,896,658 $1,391,518
Fannie Mae, 4.0%, 7/1/18 75,000 $3,008
Fannie Mae, 4.0%, 7/1/42 424,314 $273,466
Fannie Mae, 4.0%, 7/1/44 1,676,094 $1,482,665
Fannie Mae, 4.0%, 7/1/44 24,645,000 $21,927,023
Fannie Mae, 4.0%, 8/1/42 25,000,000 $17,869,512
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,571,212
Fannie Mae, 4.0%, 8/1/43 6,883,801 $5,282,989
Fannie Mae, 4.0%, 8/1/44 1,790,911 $1,264,619
Fannie Mae, 4.0%, 8/1/44 898,373 $839,829
Fannie Mae, 4.0%, 8/13/15 33,900,000 $36,108,973
Fannie Mae, 4.0%, 9/1/37 1,307,922 $844,376
Fannie Mae, 4.0%, 9/1/44 738,569 $613,845
Fannie Mae, 4.0%, 9/1/44 286,008 $253,670
Fannie Mae, 4.5%, 10/1/43 6,481,868 $4,529,089
Fannie Mae, 4.5%, 10/1/43 11,002,820 $7,610,005
Fannie Mae, 4.5%, 11/1/40 12,358,351 $4,406,795
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,876,079
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,406,066
Fannie Mae, 4.5%, 11/1/43 14,886,677 $7,573,381
Fannie Mae, 4.5%, 12/1/40 54,806,862 $21,031,470
Fannie Mae, 4.5%, 12/1/41 60,000 $41,007
Fannie Mae, 4.5%, 12/1/41 6,923,896 $3,610,358
Fannie Mae, 4.5%, 2/1/44 52,511,691 $37,069,546
Fannie Mae, 4.5%, 2/1/44 49,392,410 $35,043,450
Fannie Mae, 4.5%, 3/1/35 2,520,000 $244,587
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,357,541
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,141,937
Fannie Mae, 4.5%, 4/1/41 25,000 $9,876
Fannie Mae, 4.5%, 5/1/41 24,220,767 $6,457,879
Fannie Mae, 4.5%, 7/1/41 39,417,029 $19,521,124
Fannie Mae, 4.5%, 7/1/41 12,477,165 $4,470,635
Fannie Mae, 4.5%, 8/1/40 1,000,000 $274,236
Fannie Mae, 4.5%, 8/1/41 71,193,582 $24,232,678
Fannie Mae, 4.5%, 9/1/41 2,700,000 $979,047
Fannie Mae, 4.5%, 9/1/43 17,709,372 $12,698,918
Fannie Mae, 5.0%, 1/1/39 27,744,910 $2,269,295
Fannie Mae, 5.0%, 1/1/45 41,000,000 $39,842,463
Fannie Mae, 5.0%, 10/1/40 1,617,334 $926,847
Fannie Mae, 5.0%, 11/1/44 57,000,000 $52,883,347
Fannie Mae, 5.0%, 2/1/22 6,603,277 $296,938
Fannie Mae, 5.0%, 4/1/22 327,117 $12,018
Fannie Mae, 5.0%, 5/1/38 9,123,173 $729,183
Fannie Mae, 5.0%, 5/1/41 2,252,877 $771,000
Fannie Mae, 5.0%, 6/1/22 639,720 $34,586
Fannie Mae, 5.0%, 6/1/22 2,077,680 $143,714
Fannie Mae, 5.0%, 6/1/35 77,359,128 $6,445,122
Fannie Mae, 5.0%, 6/1/40 11,550,000 $3,658,277
Fannie Mae, 5.0%, 6/1/40 3,027,156 $685,844
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,584,110
Fannie Mae, 5.0%, 7/1/35 42,393,553 $3,586,638
Fannie Mae, 5.0%, 7/1/39 2,516,008 $805,053
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,476,884
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,527,309
Fannie Mae, 5.0%, 7/1/40 11,275,000 $2,831,113
Fannie Mae, 5.0%, 7/1/41 1,681,264 $758,430
Fannie Mae, 5.0%, 8/1/35 24,222,081 $2,324,232
Fannie Mae, 5.0%, 9/1/43 35,004,024 $20,875,762
Fannie Mae, 5.5%, 12/1/35 2,799,824 $263,276
Fannie Mae, 5.5%, 2/1/33 500,000 $6,975
Fannie Mae, 5.5%, 3/1/21 5,000,000 $492,523
Fannie Mae, 5.5%, 3/1/36 900,090 $107,995
Fannie Mae, 5.5%, 4/1/34 2,750,000 $161,885
Fannie Mae, 5.5%, 4/1/36 2,000,200 $249,210
Fannie Mae, 5.5%, 5/1/33 750,000 $42,158
Fannie Mae, 5.5%, 6/1/33 852,000 $33,682
Fannie Mae, 5.5%, 7/1/33 1,900,000 $74,172
Fannie Mae, 6.0%, 1/1/33 502,267 $15,692
Fannie Mae, 6.0%, 1/1/34 1,800,000 $109,050
Fannie Mae, 6.0%, 10/1/32 200,552 $3,708
Fannie Mae, 6.0%, 11/1/32 350,000 $6,720
Fannie Mae, 6.0%, 12/1/32 3,234,929 $67,022
Fannie Mae, 6.0%, 12/1/33 2,000,000 $120,719
Fannie Mae, 6.0%, 12/1/37 7,118,373 $280,733
Fannie Mae, 6.0%, 3/1/32 100,000 $2,166
Fannie Mae, 6.0%, 3/1/33 350,000 $8,781
Fannie Mae, 6.0%, 3/1/33 250,000 $8,849
Fannie Mae, 6.0%, 4/1/38 5,765,562 $400,723
Fannie Mae, 6.0%, 5/1/33 1,200,000 $135,461
Fannie Mae, 6.0%, 6/1/37 4,500,000 $355,400
Fannie Mae, 6.0%, 7/1/17 4,000,000 $26,155
Fannie Mae, 6.0%, 7/1/38 2,040,000 $167,816
Fannie Mae, 6.5%, 10/1/32 511,093 $15,764
Fannie Mae, 6.5%, 11/1/32 400,000 $4,303
Fannie Mae, 6.5%, 2/1/32 99,991 $1,440
Fannie Mae, 6.5%, 3/1/32 124,988 $4,324
Fannie Mae, 6.5%, 4/1/29 40,000 $388
Fannie Mae, 6.5%, 5/1/31 392,161 $2,023
Fannie Mae, 6.5%, 6/1/31 25,095 $314
Fannie Mae, 6.5%, 8/1/32 340,598 $3,482
Fannie Mae, 7.0%, 2/1/29 43,569 $536
Fannie Mae, 7.0%, 5/1/28 200,000 $1,512
Fannie Mae, 7.0%, 7/1/31 306,031 $657
Fannie Mae, 7.5%, 1/1/28 115,000 $1,040
Far East Capital, Ltd. SA, 8.0%, 5/2/18 3,150,000 $1,983,800
FCA US LLC, Term Loan B, 5/24/17 18,130,803 $18,148,934
Federal Home Loan Mortgage Corp., 2.5%, 1/1/30 1,090,059 $1,074,607
Federal Home Loan Mortgage Corp., 2.5%, 4/1/30 610,000 $608,121
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $2,952,005
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $9,462,498
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 725,000 $725,798
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $5,112,275
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,284,063
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $5,022,299
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 7,100,000 $7,068,344
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $913,730
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $12,287,060
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,546,618
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $17,189,003
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $1,958,741
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,055,911
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $677,875
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $851,726
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,294,089
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 5,934,035 $3,703,624
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $59,686
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $158,592
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,315,652
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $245,287
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $109,804
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $2,401,167
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $68,370
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $9,341,320
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $443,348
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $320,330
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $320,937
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $57,530
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $272,197
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $752,144
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $529,717
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $3,666
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5,055,000 $5,240,658
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $98,258
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $95,619
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $12,624
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $125,222
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $250,726
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $18,118
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,119
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $96,994
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $179,910
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $193,747
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,699
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,673,503
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,277,536
Federal National Mortgage Association, 4.0%, 2/1/44 29,000 $24,544
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,117,439
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $900,706
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $80,467
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $3,074,395
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $311,978
Fg 15 Yr Pool 3% #G18527 01oct29 11,575,000 $10,591,922
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 2,802,372 $1,550,062
Fifth Third Bancorp, Floating Rate Note (Perpetual) 114,431 $3,212,078
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,038,125
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,526,423
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $63,961
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $500,552
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,604,839
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $293,603
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,898,204 $4,719,116
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,491,072
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,863,409
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $15,759,444
Flt% 15jun16 2,260,378 $2,218,561
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,809,099
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,355,026
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 5,498,414 $4,519,581
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $306,456
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 5,572,000 $5,680,535
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $7,405,976
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $109,274
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $3,130,429
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,386,146
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,212,894
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,603,635
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,043,986
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,562,050
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,259,745
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,460,631
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 9,582,000 $10,283,479
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,796,999
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,660,876
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,810,642
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,156,662
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,826,622
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,018,046
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,453,317
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,104,296
Frontier Communications Corp., 7.125%, 1/15/23 1,535,000 $1,390,198
Frontier Communications Corp., 8.5%, 4/15/20 9,555,000 $10,128,565
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $10,537,651
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,192,606
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,043,282 $1,039,369
Garda World Security Corp., Term B Loan, 11/1/20 4,078,284 $4,062,990
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,686,086
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $840,651
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 2,000,000 $1,929,603
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 6,553,575 $6,594,535
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 11,600,000 $4,200,274
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $10,437,042
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $4,043,641
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $4,931,002
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 2,030,680 $2,025,603
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $1,664,951
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 14,941,131 $3,875,602
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 84,170,000 $6,190,344
Globo Comunicacao e Participacoes SA, 4.843%, 6/8/25 (Step) (144A) 4,005,000 $3,920,814
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,200,885
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $4,854,439
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,975,316
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $4,066,349
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,882,320
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 18,840,000 $16,540,343
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $1,890,687
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $6,680,007
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $9,501,980
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $68,287
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $16,252,177
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $944,418
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $15,075,792
Government National Mortgage Association I, 3.5%, 8/20/15 34,025,000 $35,587,061
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $14,750,505
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $22,574
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $16,574
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $83,403
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $20,914
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $21,135
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $48,914
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $33,145
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $241,106
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $22,582
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $19,744
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $17,155
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $16,223
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $8,437
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $23,102
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $96,479
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $330,535
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $17,850
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $27,572
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $80,742
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $17,940
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $18,200
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $29,650
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $538,468
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $20,012
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $16,342
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $20,611
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $27,339
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $31,142
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $23,564
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,810,844
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $763,416
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $35,304
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,679,724
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $21,943
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $32,827
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $25,125
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $14,907
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $122,218
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $10,775,913
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $6,297,486
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $319,873
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $979,187
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $21,380
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $24,975
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $40,088
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $24,298
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $3,303,261
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $1,547,418
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $33,454
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,273
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $226,983
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $22,226
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $311,079
Government National Mortgage Association I, 4.0%, 5/15/44 362,947 $234,200
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $5,836,137
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $20,815
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $19,958
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $34,449
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $33,839
Government National Mortgage Association I, 4.0%, 7/15/41 42,737 $19,324
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $35,896
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $291,680
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $17,416
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $192,687
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $31,223
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,886
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $1,745,866
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $256,235
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $325,180
Government National Mortgage Association I, 4.0%, 8/15/44 503,572 $407,928
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $56,942
Government National Mortgage Association I, 4.0%, 8/20/15 66,550,000 $70,995,481
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $14,803
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $1,805,481
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $22,277
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $19,151
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $17,855
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $35,575
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $354,734
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $492,261
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $592,470
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $1,645,958
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $1,895,211
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $23,040
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $7,326,758
Government National Mortgage Association I, 4.0%, 9/15/44 11,865,000 $8,913,884
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,016,489
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $220,231
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,121,627
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $27,501
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $2,892,804
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $162,194
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $104,407
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,103,601
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $2,976,890
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,365,120
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $978,050
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $6,732,722
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $313,117
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $706,660
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $113,057
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $20,771
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $22,139
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $167,867
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $694,264
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $753,678
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $272,161
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $171,802
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $31,797
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $306,937
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $328,886
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $690
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $235,928
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $289,940
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $596,945
Government National Mortgage Association I, 5.5%, 2/15/37 172 $21
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $8,397
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $141,829
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $446,156
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $173,160
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $6,692
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $238,352
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $163,351
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $135,951
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $383,922
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $79,363
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $67,748
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $212,422
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $83,583
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $116,857
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $321,873
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $29,098
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,188
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $156,735
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $66,443
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $85,627
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $525,872
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $9,693
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,659
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $300,296
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $120,696
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $146,660
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,258
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $99,880
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $74,073
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $13,093
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $367
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $202,880
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $522,353
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $49,392
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $64,264
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $30,031
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $110,399
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $308,971
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $105,925
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $71,255
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $92,539
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $220,375
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $725,328
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $210
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $230,630
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $14,975
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $124,667
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $67,781
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $12,977
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,716
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $6,833
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $16,738
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $75,480
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $433
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $5,291
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $2,757
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,573
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $24,832
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,433
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,631
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,733
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,423
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $33,378
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,217
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $43,109
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,310
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $115,455
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $47,749
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $808
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $524
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,709
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,041
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $9,567
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $116
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $12,646,199
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $651,000
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,255,884
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $622,168
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $7,447,600
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,332
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $189,731
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $272,987
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $80,214
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $378
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $6,336
Griffon Corp., 5.25%, 3/1/22 312,000 $311,025
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,345,000 $4,364,009
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,618,534
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,127,110
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 1,725,000 $1,521,870
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $358,996
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,565,067
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 7,305,000 $7,274,618
GSR Mortgage Loan Trust 2004-15F, 6.0%, 12/26/34 35,000,000 $3,708,005
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,626,769
GTP Acquisition Partners I LLC, 2.35%, 6/15/20 (144A) 11,000,000 $10,951,539
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,126,138
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,637,434
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $208,250
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,562,963
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,362,769
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,458,997
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,760,278
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 2,403,800 $2,409,810
Hexion, Inc., 8.875%, 2/1/18 3,590,000 $3,282,606
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,028,635
Hilcorp Energy I LP, 5.75%, 10/1/25 (144A) 8,470,000 $8,123,612
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,070,540
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $976,839
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $13,541,760
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,163,070
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $1,426,817
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21 1,675,000 $1,673,953
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $190,430
Hyperion Insurance Group Ltd 1st Lien Tl-B L + 4.5% 26mar22 1,695,750 $1,716,947
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,627,485
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,181,466 $6,204,647
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 500,000 $500,500
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,372,854
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $6,014,594
Immucor, Inc., Term B-2 Loan, 8/19/18 8,304,559 $8,335,701
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $2,848,543
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 54,308,000 $2,526,905
Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36 2,084,000 $1,569,271
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,662,819
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,580,054
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,354,278
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,567,235
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $15,726,351
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,029,091
Ineos Finance Plc, 4.0%, 5/1/23 14,095,000 $15,309,807
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,160,346
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,888,142
Intel Corp., 4.9%, 7/29/45 25,090,000 $25,776,794
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4,219,691 $4,241,317
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $6,757,531
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,403,791
Inter-American Development Bank, 7.2%, 1/22/18 114,720,000,000 $8,409,340
Inter-American Development Bank, 7.2%, 11/14/17 17,080,000,000 $1,272,094
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,613,027
InterGen NV, 7.0%, 6/30/23 (144A) 4,280,000 $3,877,799
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,350,311
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $16,516,391
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $17,466,912
International Game Technology, 7.5%, 6/15/19 120,000 $129,550
International Paper Co., 3.8%, 1/15/26 2,725,000 $2,676,716
International Paper Co., 6.0%, 11/15/41 10,035,000 $11,041,597
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 5,643,000 $5,741,884
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,639,626
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $383,884
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $3,653,003
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,887,519
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,790,000
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $52,113
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $7,059,477
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,422,150
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,553,899
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,107,106
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,658,552
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 4,865,000 $4,796,687
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 4,600,000 $5,060,096
JBS USA LLC, 5.75%, 6/15/25 (144A) 2,235,000 $2,235,110
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,120,813
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,035,140
JLL, Initial Dollar Term Loan, 1/23/21 2,435,400 $2,430,398
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,417,359
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,762,583
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 7,170,000 $983,985
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $739,592
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $10,361,055
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 31,786,000 $34,746,071
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,057,119
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,101,119
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 2,392,000 $2,435,304
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,434,964
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,667,111
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,128,048
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,016,522
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,817,420
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,725,788
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $433,162
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $2,731,743
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 32,120,000 $19,248,261
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $3,658,762
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,826,772
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $6,246,304
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,057,029
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,122,451
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,200,000 $1,977,252
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $6,291,040
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/25/45 (144A) 3,025,000 $3,044,980
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/25/45 (144A) 17,697,000 $17,126,272
Kane Ilw Zero% 02feb16 2,550,000 $2,456,415
Kane-Pi1 Flt% 07jul16 7,017,560 $7,049,139
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 5,825,133 $5,958,529
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 11,510,100 $11,706,923
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,943,500 $3,045,639
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 6,010,717 $6,109,893
Kane Sac Zero% 15jun16 3,189,193 $3,084,906
Kane Zero% 15jan16 2,024,000 $2,045,657
Kane Zero% 19feb16 10,280,000 $11,003,712
Kane Zero% 22jan16 7,246,500 $7,428,387
Kane Zero% 22jan16 2,753,000 $2,818,521
Kane Zero% 29apr16 16,776,500 $17,747,859
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,205,553
KB Home, 1.375%, 2/1/19 7,875,000 $7,658,438
KB Home, 7.625%, 5/15/23 5,985,000 $6,365,629
KB Home, 8.0%, 3/15/20 1,500,000 $1,702,833
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,439,103
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,110,949
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,260,058
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $907,324
Kinder Morgan, Inc. Delaware, 5.55%, 6/1/45 23,385,000 $21,492,522
Kindred Healthcare, Inc., 6.375%, 4/15/22 3,200,000 $3,336,067
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,595,609 $8,649,331
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,534,604 $8,585,948
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,127,241
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $22,705,237
Kloeckner Pentaplast Of America 1st Lien Tl L + 4% 22apr20 124,976 $125,913
Kloeckner Pentaplast Of America 1st Lien Tl L + 4% 22apr20 292,443 $294,637
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 728,455 $731,111
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,381,686
Landry's, Inc., B Term Loan, 4/24/18 7,912,434 $7,950,579
Language Line Llc 1st Lien Tl-B L + 5.5% 02jul21 2,237,082 $2,235,684
Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A) 16,375,000 $16,220,900
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 1,996,566 $412,820
LDK Solar Co, Ltd. (A.D.R.) 136,114 $12,250
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 1,200,000 $1,191,021
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 1,600,000 $1,585,402
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,156,395
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,168,133
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,123,992
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,690,449
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $682,521
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 38,148,591 $4,672,818
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,257,890
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,645,137
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $916,188
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $14,126,556
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $4,853,970
Liberty Tire Recycling Llc 185,819 $1,858
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 3,726,000 $2,724,305
Linn Energy LLC, 6.5%, 5/15/19 9,200,000 $5,784,244
Linn Energy LLC, 7.75%, 2/1/21 975,000 $599,551
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $2,160,696
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,274,000 $1,256,483
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $522,088
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 50,000 $50,518
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $142,500
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,238,223
LSTAR Commercial Mortgage Trust 2015-3, Floating Rate Note, 4/20/48 (144A) 8,410,000 $8,231,998
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 8,135,000 $7,741,883
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,000,000 $4,899,927
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,055,125 $5,082,655
Macdermid Incorporated 1st Lien Tl-B2 L + 3.75% 07jun20 1,318,375 $1,326,306
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 11,800,000 $11,826,647
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,714,826
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $8,855,866
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $1,006,729
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $3,417,663
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $14,749,620
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,187,667
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,897,031
MarkWest Energy Partners LP, 4.875%, 12/1/24 17,410,000 $17,116,206
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,113,537
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,241,075
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 26,996 $860
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,565,643
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,340,303
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,096,424
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,072,022
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $789,905
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,042,337
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,256,740
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,763,200 $3,749,856
MedAssets, Inc., Term B Loan, 12/13/19 1,656,278 $1,658,349
Mentor Graphics Corp., 4.0%, 4/1/31 4,563,000 $6,118,223
Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A) 1,250,000 $1,241,722
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,786,996
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $939,093
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $1,004,002
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,851,994
Methanex Corp., 4.25%, 12/1/24 6,750,000 $6,749,577
Methanol Holdings Trinidad Ltd 1st Lien Tl-B L + 3.5% 02jun22 4,275,000 $4,234,815
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $17,642,625
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,227,968
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $19,297,710
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $15,480,224
MGM Resorts International, 6.0%, 3/15/23 11,815,000 $12,289,569
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,042,525
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,406,398 $2,419,720
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 13,185,000 $13,032,823
Microsemi Corp., Term Loan (2014), 3/14/21 1,642,408 $1,645,077
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,198,299
Milea Flt% 15jul17 600,000,000 $4,841,060
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,790,938
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 9,770,000 $10,196,610
Mirion Technologies Finance Llc 1st Lien Tl-B L + 4.75% 26jan22 5,261,813 $5,293,020
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,006,453 $7,003,531
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,615,494
MMM Holdings, Inc., MMM Term Loan, 12/12/17 1,890,203 $1,479,084
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,548,387
Monitronics International, Inc., Term B Loan (2013), 3/23/18 3,372,987 $3,388,800
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,504,766
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,720,406
Morgan Stanley, Floating Rate Note (Perpetual) 1,750,000 $1,745,567
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $9,076,712
Morgan Stanley, Floating Rate Note (Perpetual) 180,020 $4,628,314
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,205,254
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 3,000,000 $2,996,775
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 3,997,000 $3,588,263
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1,854,000 $1,474,524
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 3,935,000 $3,388,706
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,319,372
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,469,663
Mpg Holdco I Inc Us 1st Lien Tl-B L + 3.5% 13oct21 6,213,463 $6,228,971
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $553,188
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,374,168 $1,075,287
MTL Publishing LLC, Term B-2 Loan, 6/29/18 1,065,072 $1,067,143
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $251,489
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,294,578
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,397,835
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 2,709,530 $2,712,240
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 1,295,021 $1,299,068
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,638,673
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,048,303
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,323,313
Navios Maritime Partners LP, Term Loan, 6/27/18 3,552,553 $3,573,275
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $400,750
Navistar International Corp., 8.25%, 11/1/21 5,605,000 $5,408,909
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 2,086,759 $2,085,021
NCR Corp., 6.375%, 12/15/23 5,595,000 $5,941,307
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 10,150,000 $9,431,657
Nevada Power Co., 6.5%, 8/1/18 85,000 $99,429
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,836,125 $1,842,781
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,031,211
Newhall Land Development LLC 269,588 $1,112,051
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $4,931,006
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,437,628
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,182,917
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 13,750,000 $10,774,712
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,093,312 $6,196,207
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,617,126
New Zealand Government Bond, 4.5%, 4/15/27 57,550,000 $42,565,455
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 500,000 $498,531
Nn Inc 1st Lien Tl-B L + 5% 18jul21 1,988,839 $1,998,760
Noble Energy, Inc., 5.625%, 5/1/21 5,530,000 $5,938,410
Noble Energy, Inc., 5.875%, 6/1/22 503,000 $544,570
Noble Energy, Inc., 5.875%, 6/1/24 2,100,000 $2,299,260
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,500,902
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,044,900 $734,042
Nord Anglia Education Finance Llc 1st Lien Tl-B L + 3.5% 21mar21 2,371,851 $2,382,228
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,609,904
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 3,392,952 $3,383,763
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,415,634
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,146,563
Norway Government Bond, 4.25%, 5/19/17 610,000,000 $80,000,652
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $16,688,706
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,614,013
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $13,698,972
Novelis Inc 1st Lien Tl-B L + 3.25% 28may22 3,575,000 $3,577,860
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,514,000 $4,720,884
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $9,846,153
NSG Holdings LLC, New Term Loan, 12/11/19 3,776,339 $3,781,060
Numericable-SFR SAS, 6.0%, 5/15/22 (144A) 5,350,000 $5,591,642
Oasis Petroleum, Inc., 6.875%, 3/15/22 7,870,000 $7,444,801
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 1,387,734 $1,386,434
On Assignment Inc 1st Lien Tl-B L + 3% 05jun22 2,401,221 $2,411,726
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,765,443
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,752,103
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,505,743
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,145,634
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 6,674,000 $5,697,668
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 10,936,000 $8,864,607
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $2,888,278
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $1,752,581
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $581,218
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,483,931
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $2,826,779
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $5,597,053
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,151,539
Owens Corning, 4.2%, 12/1/24 5,975,000 $5,960,594
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 559,410 $546,124
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,419,302
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,587,200 $2,589,627
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,760,000 $2,672,407
Pangaea Zero% 01jul18 11,730,000 $211,140
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $3,030,546
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $8,883,689
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,611,881 $9,616,888
Par Pharmaceutical Cos Inc 1st Lien Tl-B3 L + 3.25% 28sep19 1,990,000 $1,991,658
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,244,500
PDC Energy, Inc., 7.75%, 10/15/22 8,425,000 $8,880,535
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 10,840,000 $10,299,656
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,690,228 $2,703,679
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,033,701
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $935,448
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 5,493,063 $5,520,841
PHH Mortgage Capital LLC, 6.600001%, 12/25/27 (Step) (144A) 14,800,000 $320,692
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,527,071
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,676,939
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 2,673,438 $2,709,481
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 4,573,479 $4,582,530
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 3,395,000 $3,623,550
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,085,116
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,637,999
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $18,036,855
Post Holdings, Inc., 6.75%, 12/1/21 (144A) 6,890,000 $7,019,188
PQ Corp., 2014 Term Loan, 8/7/17 6,191,250 $6,191,640
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,357,837
Prestige Brands, Inc., Term B-3 Loan, 9/3/21 4,029,794 $4,040,876
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,592,323
Progreso Receivables Funding LLC, 3.0%, 7/8/20 4,000,000 $4,009,659
Progress Residential 2015-SFR2 Trust, 3.684%, 6/14/32 2,500,000 $2,427,980
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 1,038,552 $1,045,043
Protection One (Aka Apollo Securit 1st Lien Tl-B L + 4% 19jun21 1,440,008 $1,447,208
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $3,898,877
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,635,911
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $11,754,090
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,043,959
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,178,685
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,200,295
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,384,758
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $980,936
QVC, Inc., 4.45%, 2/15/25 18,100,000 $17,872,545
Qwest Corp., 7.375%, 6/1/51 572,600 $14,910,504
Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21 2,282,779 $2,294,193
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,839,479
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,968,167
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $585,258
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $605,280
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $2,834,786
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $384,426
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $71,792
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $343,746
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,363,911
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $514,564
RAMP Series 2004-RS10 Trust, 5.28%, 10/25/34 (Step) 4,161,000 $3,467,543
RAMP Series 2004-RS1 Trust, 5.165%, 1/25/34 (Step) 2,204,000 $1,007,870
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,019,600
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,369,073
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,177,362 $3,181,333
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,375,269
Remy International, Inc., Term B Loan 2013, 3/5/20 8,497,376 $8,523,930
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 1,790,932 $1,790,932
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $2,000,459
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,370,378
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 3,250,000 $3,219,938
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,321,275
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,723,650
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $245,067
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $9,414,645
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,967,347
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,831,983 $1,836,105
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,689,539 $2,692,900
Reynolds American, Inc., 3.75%, 5/20/23 (144A) 4,700,000 $4,655,518
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,679,008 $3,704,293
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,359,489
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 3,999,380 $1,749,891
Romania Government Bond, 5.85%, 4/26/23 62,470,000 $18,013,173
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $9,968,882
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,473,968
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,862,569
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,354,984
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3,244,606 $3,179,714
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,799,518 $7,842,415
Rural, Term Loan, 6/30/18 1,560,581 $1,457,193
Russian Federal Bond - OFZ, 7.0%, 8/16/23 1,335,681,000 $18,281,668
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $363
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,258,781
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 (144A) 3,155,000 $3,180,634
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,850,669 $3,871,848
Sabre GLBL, Inc., Term B Loan, 2/19/19 2,984,694 $2,999,307
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,024,775
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $2,995,479
Sanchez Energy Corp., 6.125%, 1/15/23 9,865,000 $8,017,505
Sanchez Energy Corp., 7.75%, 6/15/21 1,825,000 $1,660,573
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,404,042
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,551,655
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $2,951,442
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 3,500,000 $3,482,500
SandRidge Energy, Inc., 7.5%, 3/15/21 1,960,000 $643,533
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,741,170
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $10,051,943
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $1,442,117
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-254,997
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-956,124
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 973,077 $980,777
Scientific Games International, Inc., 10.0%, 12/1/22 18,000,000 $17,782,500
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 10,397,750 $10,454,938
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,129,430
Seagate HDD Cayman, 4.75%, 1/1/25 3,900,000 $3,876,750
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,149,712
Seagate HDD Cayman, 4.875%, 6/1/27 (144A) 6,400,000 $6,223,309
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 20,917 $151,952
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 2,900,000 $3,069,940
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 2,500,000 $2,544,500
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 4,700,000 $4,742,770
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 3,270 $451,762
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,728,019 $1,684,818
Securus Technologies Holdings Inc 1st Lien Tl-B2 L + 4.25% 17apr20 3,150,000 $3,104,719
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 1,992,902 $1,996,207
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,308,299
Sempra Energy, 9.8%, 2/15/19 50,000 $64,824
Semt % 25may43 13-6-A1 20,110,000 $16,021,456
Sensata Technologies 1st Lien L + 2.25% 14oct21 1,985,025 $1,992,469
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,418,573 $1,417,686
Sequoia Mortgage Trust, Floating Rate Note, 11/25/42 2,923,000 $2,804,910
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $1,901,170
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $852,733
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $9,362,229
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 5,605,000 $5,194,102
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 5,090,000 $4,791,230
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 9,720,000 $7,776,492
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,022,187
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,130,025
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,362,903
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $2,744,088
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,856,000 $4,345,893
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,196,000 $3,861,571
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 7,535,000 $7,624,006
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,926,235
SESI LLC, 7.125%, 12/15/21 90,000 $94,419
Ship Midco, Ltd., Facility B2A-II, 11/29/19 1,807,218 $1,820,772
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $817,254
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,300,474
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $136,500
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $4,990,500
Six Flags Theme Parks, Inc., 12/20/18 0 $0
Six Flags Theme Parks Inc 1st Lien Tl-B L + 2.75% 30jun22 1,435,000 $1,442,624
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3,100,000 $2,678,507
SM Energy Co., 5.0%, 1/15/24 1,160,000 $1,063,978
SM Energy Co., 5.625%, 6/1/25 3,905,000 $3,732,936
SM Energy Co., 6.5%, 1/1/23 1,080,000 $1,088,550
SolarCity Corp., 1.625%, 11/1/19 (144A) 1,984,000 $1,932,540
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $522,375
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,846,125
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,394,838
Spectrum Brands Inc 1st Lien Tl L + 3% 16jun22 125,517 $126,223
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $11,144,003
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,371,143
Spirit Master Funding VII LLC, 3.8868%, 12/21/43 900,000 $925,720
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $5,051,163
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $5,020,016
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,135,650
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,000,000 $1,199,507
Sprint Corp., 7.25%, 9/15/21 10,375,000 $10,205,253
SRAM LLC, Term Loan (First Lien), 4/10/20 3,073,033 $3,069,192
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 18,802,000 $18,564,840
Standard Pacific Corp., 1.25%, 8/1/32 6,735,000 $8,250,375
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,195,041
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $7,602,153
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 $2,569,482
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,144,502
Sterigenics-Nordion Holdings Llc 1st Lien Tl-B L + 3.25% 27apr22 1,645,000 $1,657,338
Steward Health Care System LLC, Term Loan, 4/10/20 2,205,000 $2,195,353
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 6,500,000 $6,433,437
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,089,023
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $167,431
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,443,016
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $21,694
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $798,615
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,543,096
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $2,286,982
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $525,794
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,418,115
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,513,767
Summit Materials Llc 1st Lien Tl-B L + 3.25% 26jun22 975,000 $979,875
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $10,682,216
Swift Energy Co., 7.875%, 3/1/22 3,625,000 $1,025,195
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,690,590
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,860,866
Talen Energy Supply LLC, 4.625%, 7/15/19 (144A) 10,935,000 $10,629,428
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,174,737
Tank Holding Corp., Initial Term Loan, 7/9/19 1,506,724 $1,515,508
Targus Group International, Inc., Term Loan, 5/24/16 1,898,161 $1,552,942
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,046,289
Tasc Inc 1st Lien Tl-B L + 6% 23may20 2,600,416 $2,621,545
TD Ameritrade Holding Corp., 3.625%, 4/1/25 7,599,000 $7,830,577
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,113,491
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,615,063 $6,620,573
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 2,300,996 $2,309,624
Terex Corp., U.S. Term Loan, 8/13/21 1,634,983 $1,637,640
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $4,292,080
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,792,050
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $4,983,340
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $9,930,634
The Allstate Corp., 5.95%, 4/1/36 4,700,000 $5,832,899
The Allstate Corp., Floating Rate Note, 1/15/53 624,582 $16,239,132
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,069,181
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $9,609,761
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,653,234
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,583,653
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 8,270,833 $8,321,236
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,579,924
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,218,750 $1,221,987
The Medicines Co., 2.5%, 1/15/22 (144A) 6,350,000 $7,301,618
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 10,812,000 $12,364,009
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 7,740,000 $7,543,791
The Ryland Group, Inc., 0.25%, 6/1/19 6,805,000 $6,535,635
The Ryland Group, Inc., 5.375%, 10/1/22 6,230,000 $6,419,496
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,551,501
The Williams Companies, Inc., 5.75%, 6/24/44 13,440,000 $11,850,676
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $9,823,489
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $601,709
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,869,932
TIG FINCO Plc, 8.75%, 4/2/20 1,263,147 $1,970,263
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 222,908 $373,554
Ti Group Automotive Systems Llc 1st Lien Tl-B L + 3.5% 25jun22 5,924,911 $5,956,390
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 6,671,000 $6,871,895
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $785,866
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,373,872
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,180,342
Top Co 217,467 $54,355
Towd Point Mortgage Trust 2015-1, Floating Rate Note, 11/25/57 (144A) 4,461,000 $4,446,939
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 2,610,000 $2,619,085
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,960,234
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $6,142,607
Trans Union Llc 1st Lien Tl-B2 L + 3% 09apr21 5,747,369 $5,720,069
Tronox Pigments Holland BV, New Term Loan, 3/19/20 1,720,944 $1,649,955
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,673,120
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,333,377 $7,321,826
Tufts University, 5.017%, 4/15/12 14,800,000 $15,608,765
U.S. Treasury Bonds, 2.5%, 2/15/45 110,200,000 $101,742,387
U.S. Treasury Bonds, 2.75%, 11/15/42 18,600,000 $18,044,340
U.S. Treasury Bonds, 4.375%, 11/15/39 3,290,000 $4,206,752
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 148,075,000 $144,080,899
UBS AG, 7.625%, 8/17/22 16,775,000 $20,286,714
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 4,200,000 $4,381,366
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $103,826
UCI International, Inc., Term Loan, 7/26/17 313,148 $311,974
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 1,158,418 $1,158,418
Unifrax I LLC, New Term Euro Loan, 11/28/18 3,875,793 $4,278,274
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,408,740
United Airlines, Inc., Class B Term Loan, 4/1/19 977,500 $978,620
UnitedHealth Group, Inc., 3.35%, 7/15/22 21,300,000 $21,750,036
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/17 21,240,000 $21,247,693
Univar Inc 1st Lien Tl-B L + 3.25% 25jun22 6,390,000 $6,409,969
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $165,897
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,452,406
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,198,743 $2,198,743
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,913,547 $6,918,345
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,103,534 $1,103,632
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 354,375 $354,560
US Bancorp, Floating Rate Note (Perpetual) 279,995 $7,531,866
USI, Inc. New York, Initial Term Loan, 12/30/19 26,206,652 $26,244,862
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 5,300,000 $4,987,722
US Silica Co., Term Loan, 7/23/20 1,887,186 $1,838,434
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 473,813 $476,585
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,252,124
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,588,083
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,505,116
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,354,627
Vat 1st Lien Tl-B L + 3.25% 11feb21 1,593,955 $1,598,271
Vcc Flt% 25jun45 2015-1-M2 2,274,000 $2,294,693
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 7,900,000 $7,664,975
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,500,326
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,215,459
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $4,551,933
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5,565,000 $5,612,303
Vencore 1st Lien Tl L + 4.75% 19nov19 5,077,052 $5,104,819
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,042,577
Verisk Analytics, Inc., 5.5%, 6/15/45 12,600,000 $12,738,803
Verizon Communications, Inc., 5.012%, 8/21/54 9,215,000 $8,723,284
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $11,079,909
Vers 2015-A Zero% 31dec17 12,033,893 $12,859,418
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,785,251
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $12,049,708
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $3,038,002
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 7,500,000 $7,960,758
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 7,500,000 $7,931,508
Virgin Media 1st Lien Tl-F L + 2.75% 30jun23 17,041,760 $17,007,149
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $9,911,666
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,562,055
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,230,122
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $944,497
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $810,682
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,366,442
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,252,398
Volt 3.625% 25jul45 15-Np10-A1 6,500,000 $6,501,066
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $2,711,234
VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A) 4,000,000 $3,936,542
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3,500,000 $3,330,849
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,790,525
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $8,061,118
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $6,842,838
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $657,787
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 5,440,000 $5,643,601
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 5,240,000 $5,432,133
Wash Multifamily Acq 1st Lien 1st Lien Tl-B L + 3.25% 15may22 52,160 $52,095
Wash Multifamily Laundry Systems L 1st Lien Tl-B L + 3.25% 05may22 297,840 $297,467
Waste Industries Usa Inc 1st Lien Tl-B L + 3.25% 20feb20 2,668,313 $2,684,989
WCA Waste Corp., Term Loan, 3/23/18 3,647,475 $3,636,077
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $3,118,643
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,809,100
WebMD Health Corp., 2.5%, 1/31/18 5,480,000 $5,641,356
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 2,565,445 $1,345,576
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $37,583,652
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,130,000 $2,196,925
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,334,721
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,877,257
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,626,031
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 7,000,000 $7,310,860
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $80,669
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 5,258,000 $4,413,391
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,605,419
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,937,437
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $668,795
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,517,198
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $511,303
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $3,759,249
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $7,071,759
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 7,250,000 $6,295,290
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $640,317
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,316,230
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,053,945
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,169,478
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,558,730
Whiting Canadian Holding Co ULC, 8.125%, 12/1/19 85,000 $88,807
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,061,893
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,755,572
Windstream Services LLC, 6.375%, 8/1/23 9,870,000 $7,963,856
Windstream Services LLC, 7.75%, 10/15/20 8,680,000 $8,145,698
WinWater Mortgage Loan Trust 2015-1 REMICS, Floating Rate Note, 1/20/45 (144A) 8,530,000 $7,217,661
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,307,694
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,641,861 $2,651,768
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,865,831 $4,825,513
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,024,649
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $6,855,092
WPX Energy, Inc., 7.5%, 8/1/20 9,625,000 $9,787,422
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 276,279 $276,378
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 767,751 $768,025
Wyle 1st Lien Tl-B L + 4% 22may21 1,182,829 $1,183,065
Wynn Las Vegas LLC, 5.375%, 3/15/22 345,000 $355,024
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 16,415,000 $15,868,517
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 784,010 $790,870
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,463,303
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $4,436,327
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,528,977 $1,549,258
Zero% 30nov19 14,520,000 $14,749,416
Zero% 31aug16 2,133,500 $2,163,796
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,735,174
Ziggo Bv Us 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,580,745
Ziggo Bv Us 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,663,081

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